论文标题

延迟配位中的时空耦合动态模式分解

The spatiotemporal coupling in delay-coordinates dynamic mode decomposition

论文作者

Bronstein, Emil, Wiegner, Aviad, Shilo, Doron, Talmon, Ronen

论文摘要

动态模式分解(DMD)是从观测值对高维动力系统进行无方程分析的领先工具。在这项工作中,我们专注于嵌入延迟坐标和DMD的组合,即延迟坐标DMD,可容纳对广泛观测的分析。 DMD的一个重要效用是,根据DMD特征值和模式,观测值的紧凑和减少阶光谱表示,其中时间信息与空间信息分开。从时空的角度来看,我们表明,当将DMD应用于延迟坐标嵌入时,时间信息与空间信息交织在一起,从而在DMD组件上诱导特定的光谱结构。我们制定和分析了这种结构,我们将其称为延迟坐标DMD中的时空耦合。基于这种时空耦合,我们提出了一种用于选择DMD组件的新方法。当使用包含冗余模式的延迟配位DMD时,此选择是获得观测值紧凑和减少阶表示的必不可少的步骤。我们证明了我们在嘈杂的模拟信号和各种动力学系统上的方法,并且与依赖于模式振幅的常用方法相比,显示出了优越的组件选择。

Dynamic mode decomposition (DMD) is a leading tool for equation-free analysis of high-dimensional dynamical systems from observations. In this work, we focus on a combination of delay-coordinates embedding and DMD, i.e., delay-coordinates DMD, which accommodates the analysis of a broad family of observations. An important utility of DMD is the compact and reduced-order spectral representation of observations in terms of the DMD eigenvalues and modes, where the temporal information is separated from the spatial information. From a spatiotemporal viewpoint, we show that when DMD is applied to delay-coordinates embedding, temporal information is intertwined with spatial information, inducing a particular spectral structure on the DMD components. We formulate and analyze this structure, which we term the spatiotemporal coupling in delay-coordinates DMD. Based on this spatiotemporal coupling, we propose a new method for DMD components selection. When using delay-coordinates DMD that comprises redundant modes, this selection is an essential step for obtaining a compact and reduced-order representation of the observations. We demonstrate our method on noisy simulated signals and various dynamical systems and show superior component selection compared to a commonly-used method that relies on the amplitudes of the modes.

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