Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems

Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems, the first book to address the DMD algorithm, presents a pedagogical and comprehensive approach to all aspects of DMD currently developed or under development; blends theoretical development, example codes, and applications to showcase the theory and its many innovations and uses; highlights the numerous innovations around the DMD algorithm and demonstrates its efficacy using example problems from engineering and the physical and biological sciences; and provides extensive MATLAB code, data for intuitive examples of key methods, and graphical presentations.

Audience: The core audience for this book is engineers and applied mathematicians working in the physical and biological sciences. It can be used in courses that integrate data analysis with dynamical systems.

Contents: Contents; Preface; Notations; Acronyms; Chapter 1: Dynamic Mode Decomposition: An Introduction; Chapter 2: Fluid Dynamics; Chapter 3: Koopman Analysis; Chapter 4: Video Processing; Chapter 5: Multiresolution DMD; Chapter 6: DMD with Control; Chapter 7: Delay Coordinates, ERA, and Hidden Markov Models; Chapter 8: Noise and Power; Chapter 9: Sparsity and DMD; Chapter 10: DMD on Nonlinear Observables; Chapter 11: Epidemiology; Chapter 12: Neuroscience; Chapter 13: Financial Trading; Glossary; Bibliography; Index.