Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems

Author:   J. Nathan Kutz (University of Washington) ,  Steven L. Brunton (University of Washington) ,  Bingni W. Brunton (University of Washington) ,  Joshua L. Proctor
Publisher:   Society for Industrial & Applied Mathematics,U.S.
ISBN:  

9781611974492


Pages:   248
Publication Date:   26 January 2017
Format:   Paperback
Availability:   In Print   Availability explained
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Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems


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Overview

Data-driven dynamical systems is a burgeoning field, connecting how measurements of nonlinear dynamical systems and/or complex systems can be used with well-established methods in dynamical systems theory. This is the first book to address the DMD algorithm and present a pedagogical and comprehensive approach to all aspects of DMD currently developed or under development. By blending theoretical development, example codes, and applications, the theory and its many innovations and uses are showcased. The efficacy of the DMD algorithm is shown through the inclusion of example problems from engineering, physical sciences, and biological sciences, and the authors provide extensive MATLAB® code, data for intuitive examples of key methods, and graphical presentations. This book can therefore be used in courses that integrate data analysis with dynamical systems, and will be a useful resource for engineers and applied mathematicians.

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Author:   J. Nathan Kutz (University of Washington) ,  Steven L. Brunton (University of Washington) ,  Bingni W. Brunton (University of Washington) ,  Joshua L. Proctor
Publisher:   Society for Industrial & Applied Mathematics,U.S.
Imprint:   Society for Industrial & Applied Mathematics,U.S.
Dimensions:   Width: 17.70cm , Height: 1.60cm , Length: 25.50cm
Weight:   0.550kg
ISBN:  

9781611974492


ISBN 10:   1611974496
Pages:   248
Publication Date:   26 January 2017
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Preface; Notation; Acronyms; 1. Dynamic mode decomposition: an introduction; 2. Fluid dynamics; 3. Koopman analysis; 4. Video processing; 5. Multiresolution DMD; 6. DMD with control; 7. Delay coordinates, ERA, and hidden Markov models; 8. Noise and power; 9. Sparsity and DMD; 10. DMD on nonlinear observables; 11. Epidemiology; 12. Neuroscience; 13. Financial trading; Glossary; Bibliography; Index.

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Author Information

J. Nathan Kutz is the Robert Bolles and Yasuko Endo Professor of Applied Mathematics, Adjunct Professor of Physics and Electrical Engineering, and Senior Data Science Fellow with the eScience Institute at the University of Washington. Steven L. Brunton is an Assistant Professor of Mechanical Engineering, Adjunct Assistant Professor of Applied Mathematics, and a Data Science Fellow with the eScience Institute at the University of Washington. Bingni W. Brunton is the Washington Research Foundation Innovation Assistant Professor of Biology and a Data Science Fellow with the eScience Institute at the University of Washington. Joshua L. Proctor is an Associate Principal Investigator with the Institute for Disease Modeling, Washington, as well as Affiliate Assistant Professor of Applied Mathematics and Mechanical Engineering at the University of Washington.

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