外推法
动态模态分解
估计员
数学
奇异值分解
应用数学
非线性系统
稳健性(进化)
算法
本征正交分解
计算机科学
交货地点
统计
基因
机器学习
物理
生物
量子力学
生物化学
化学
农学
作者
Hannah Lu,Daniel M. Tartakovsky
摘要
Dynamic mode decomposition (DMD), which belongs to the family of singular-value decompositions (SVDs), is a popular tool of data-driven regression. While multiple numerical tests demonstrated the power and efficiency of DMD in representing data (i.e., in the interpolation mode), applications of DMD as a predictive tool (i.e., in the extrapolation mode) are scarce. This is due, in part, to the lack of rigorous error estimators for DMD-based predictions. We provide a theoretical error estimator for DMD extrapolation of numerical solutions to linear and nonlinear parabolic equations. This error analysis allows one to monitor and control the errors associated with DMD-based temporal extrapolation of numerical solutions to parabolic differential equations. We use several computational experiments to verify the robustness of our error estimators and to compare the predictive ability of DMD with that of proper orthogonal decomposition (POD), another member of the SVD family. Our analysis demonstrates the importance of a proper selection of observables, as predicted by the Koopman operator theory. In all the tests considered, DMD outperformed POD in terms of efficiency due to its iteration-free feature. In some of these experiments, POD proved to be more accurate than DMD. This suggests that DMD is preferable for obtaining a fast prediction with slightly lower accuracy, while POD should be used if the accuracy is paramount.
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