DD - Dynsys: 1 Anatomy of A Dynamic System
DD - Dynsys: 1 Anatomy of A Dynamic System
1.1 Challenges
1. Nonlinear f ()
2. Unknown f ()
3. High Dimensional
4. Chaotic, Transient
5. Noise, Stochastic
6. Multi-scale Dynamics
7. Uncertainity
8. Coupled Problems
1.3 Techniques
1. Regression(Linear and sparse)
2. Neural Networks(Deep Learning)
3. Genetic Programming
1
2 Dynamic Mode Decomposition(DMD)
2.1 Dynamic system of coupled spatial temporal nodes
2.1.1 Collect Data
The movie of the flow is broken down into a sequence of snapshots. The pixels of each snapshot
are stacked up vertically as a column
2.1.3 DMD
DMD tries to find the best fit linear operator that advance X into X ′ .
X ′ ≈ AX
The transformation matrix A is written as:
A = X′ X†
DMD is used as a Diagnostics tool to predict the past and the future time states. The future
state can be predicted by: xk+1 = Axk
DMD is computed by the use of following decompositions:
Eigen Decomposition The eigen values(Λ) of A is equal to the ones od Ã. To compute the eigen
vectors W.
ÃW = WΛ
Φ = X ′ VΣ−1 W
2
A useful f ( x, y) should predict connections among derivatives.
y′ ∆y
≈
x ′ ∆x data
∂y ∂ f /∂x
=
∂x f (x,y) ∂ f /∂y