Fact-checked by Grok 2 weeks ago

Dynamic mode decomposition

Dynamic mode decomposition (DMD) is a data-driven algorithm that approximates the dynamics of complex systems by decomposing sequences of spatiotemporal data snapshots into a set of spatial modes associated with linear temporal evolution operators, effectively capturing dominant coherent structures and their growth or decay rates. Developed initially for analyzing fluid flows, DMD generalizes traditional modal analysis techniques like proper orthogonal decomposition by incorporating the system's temporal dynamics directly from data, without requiring an underlying governing equation. The core of DMD involves constructing a linear operator that best fits the mapping between consecutive data snapshots, typically through a least-squares approximation, followed by an eigendecomposition to yield the modes, eigenvalues (indicating frequencies and growth rates), and eigenvectors (temporal coefficients).^[1] This process reveals the system's spectral properties, akin to a discrete Fourier transform in modal space, and is particularly effective for high-dimensional data where the number of snapshots exceeds the spatial dimensions. Mathematically, for a sequence of snapshots \mathbf{X} = [\mathbf{x}_1, \mathbf{x}_2, \dots, \mathbf{x}_m] and \mathbf{Y} = [\mathbf{x}_2, \mathbf{x}_3, \dots, \mathbf{x}_{m+1}], DMD computes the operator \mathbf{A} such that \mathbf{Y} \approx \mathbf{A} \mathbf{X}, with the eigendecomposition \mathbf{A} = \mathbf{\Phi} \mathbf{\Lambda} \mathbf{\Psi}^* providing the modes \mathbf{\Phi}, eigenvalues \mathbf{\Lambda}, and coefficients \mathbf{b} for reconstruction \mathbf{x}(t) \approx \sum_{k=1}^r \mathbf{\phi}_k \mathbf{b}_k \lambda_k^{t/\Delta t}.^[1] Originally introduced by Peter J. Schmid and Jörn Sesterhenn in 2008 for extracting dynamic information from numerical simulations and extended to experimental flow fields in 2010 by Schmid,^[2] DMD has roots in earlier work on Arnoldi-like decompositions and has since been formalized as an approximation to the Koopman operator, which linearizes nonlinear dynamics in an infinite-dimensional space. Its applications span fluid mechanics for instability analysis in flows like wakes and jets, but have expanded to video processing for background subtraction, epidemiology for modeling disease spread, neuroscience for neural signal decoding, and even financial time series for pattern recognition. Extensions such as exact DMD, sparse DMD, and physics-informed variants address noise, control inputs, and nonlinear enhancements, making it robust for real-world, noisy datasets.^[1]

Introduction

Definition and Motivation

Dynamic mode decomposition (DMD) is a data-driven algorithm that approximates the eigenvalues and eigenvectors of a linear operator underlying high-dimensional sequential data, obtained by performing an eigendecomposition of an approximating linear operator A = Y X^\dagger, where X and Y are matrices of snapshot data and X^\dagger denotes the Moore-Penrose pseudoinverse. This approach extracts spatiotemporal patterns without requiring knowledge of the governing equations, making it suitable for analyzing time-evolving systems from observational data alone.^[2] The motivation for DMD arises in the study of complex dynamical systems, such as fluid flows governed by the nonlinear Navier-Stokes equations, where traditional modal decomposition techniques like proper orthogonal decomposition fail to capture the underlying linear dynamics due to prevalent nonlinearities. In these systems, which often exhibit low-dimensional behavior despite their high dimensionality, DMD provides a means to identify dominant coherent structures and their temporal evolution, facilitating the analysis of instabilities, transitions, and pattern formation in fields like aerodynamics and combustion.^[2] Key benefits of DMD include its ability to identify dynamic modes, which represent spatial structures, and associated eigenvalues that encode growth or decay rates and oscillation frequencies, enabling a low-rank approximation of the system's dynamics for dimensionality reduction and prediction. The input consists of time-resolved snapshots arranged into data matrices X = [x_1, x_2, \dots, x_{m-1}] and Y = [x_2, x_3, \dots, x_m], where x_k are high-dimensional state vectors at discrete times. The output comprises the DMD modes \phi_j, eigenvalues \lambda_j, and amplitudes b_j, allowing reconstruction of the dynamics via the formula

x_k \approx \sum_{j=1}^r b_j \phi_j \lambda_j^k,

where r is the rank of the approximation. This framework has been particularly applied in fluid dynamics to decompose experimental and numerical flow data into dynamically relevant modes.^[2]

Historical Background

Dynamic mode decomposition (DMD) was first introduced by Peter J. Schmid and Jörn Sesterhenn in 2008 at the 61st Annual Meeting of the APS Division of Fluid Dynamics in San Antonio, Texas, USA.^[3] The method emerged as a data-driven technique for extracting dynamic structures from time-resolved flow data, initially developed to analyze both numerical simulations and experimental measurements in fluid dynamics.^[4] The initial formulation positioned DMD as an extension of proper orthogonal decomposition (POD), incorporating a temporal constraint to capture the evolution of coherent structures rather than just spatial correlations.^[4] This approach allowed for the identification of modes that reveal the underlying dynamics of complex flows, bridging the gap between spatial and temporal analyses in turbulent systems.^[5] In 2010, Schmid formalized and expanded the method in a seminal paper published in the Journal of Fluid Mechanics, providing a rigorous framework for applying DMD to flow analysis and demonstrating its efficacy on both simulated and experimental datasets.^[4] This publication marked a key milestone, establishing DMD as a versatile tool for modal analysis in fluids and influencing subsequent developments in data-driven modeling.^[6] Throughout the 2010s, DMD saw increasing adoption across scientific computing, particularly following the 2016 book Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems by J. Nathan Kutz, Steven L. Brunton, Bingni W. Brunton, and Joshua L. Proctor, which provided a comprehensive pedagogical treatment and broadened its accessibility beyond fluid mechanics.^[7] During this period, early connections were drawn to control theory, with extensions like dynamic mode decomposition with control enabling the incorporation of input signals for system identification and feedback design.^[8] These links also highlighted DMD's role in modal analysis, approximating eigenvalues of linear operators to characterize system behavior.^[4]

Mathematical Prerequisites

Snapshot Matrices and Data Representation

In dynamic mode decomposition (DMD), sequential data from a dynamical system is organized into snapshot matrices to capture the evolution over time. The snapshot matrix X is constructed as X = [x_1, x_2, \dots, x_m], where each column x_i \in \mathbb{R}^n represents a spatial snapshot of the system's state at time t_i, and m is the number of snapshots. The delayed snapshot matrix X' is then formed as X' = [x_2, x_3, \dots, x_{m+1}], shifting the data by one time step to pair consecutive states.^[2] These matrices assume a discrete-time linear evolution model, where X' \approx A X and A \in \mathbb{R}^{n \times n} is a constant system matrix approximating the underlying dynamics. This approximation holds exactly for linear systems and serves as a tangent linearization for nonlinear systems over short time intervals.^[2] For high-dimensional data where the spatial dimension n greatly exceeds the number of snapshots m (i.e., n \gg m), direct computation with A becomes infeasible due to storage and numerical costs. Low-rank approximations address this by projecting the data onto a reduced subspace, typically via singular value decomposition (SVD) of X, retaining only the dominant modes to capture essential dynamics while discarding noise.^[2] Preprocessing the snapshot data is crucial for robust DMD application. Centering subtracts the temporal mean from each snapshot to remove steady-state biases, though it is not strictly required as DMD can handle non-centered data. Handling missing snapshots often involves imputation techniques, such as expectation-maximization algorithms within a state-space framework, to reconstruct gaps and maintain matrix structure. Uniform time sampling at constant intervals \Delta t is assumed in standard DMD for simplicity, but non-uniform sampling introduces challenges like irregular time shifts, which can be mitigated by specialized variants or resampling, though these may increase sensitivity to noise.^[9]

Singular Value Decomposition Basics

Singular value decomposition (SVD) is a matrix factorization technique that decomposes an m \times n complex matrix X into the form X = U \Sigma V^*, where U is an m \times m unitary matrix whose columns are the left singular vectors, V is an n \times n unitary matrix whose columns are the right singular vectors, and \Sigma is an m \times n diagonal matrix containing the singular values \sigma_1 \geq \sigma_2 \geq \cdots \geq \sigma_{\min(m,n)} \geq 0 along its main diagonal.^[10] The singular values quantify the importance of each mode in the decomposition, representing the gain or stretching factors associated with the corresponding singular vectors.^[10] Truncated SVD provides a low-rank approximation of X by retaining only the first r singular values and vectors, where r \ll \min(m,n), yielding X_r = U_r \Sigma_r V_r^*.^[10] This approximation captures a significant portion of the matrix's energy, often selecting r such that the retained singular values account for 99% of the total variance, thereby enabling effective dimensionality reduction while bounding the approximation error by \|X - X_r\| \leq \sigma_{r+1}.^[10]^[11] In the context of data analysis, such truncation filters noise and identifies dominant structures in high-dimensional datasets.^[10] The Moore-Penrose pseudoinverse of X, denoted X^\dagger, is computed via the SVD as X^\dagger = V \Sigma^\dagger U^*, where \Sigma^\dagger is the diagonal matrix with entries $1/\sigma_i for \sigma_i > 0 and zero otherwise.^[10] This pseudoinverse solves least-squares problems, such as minimizing \|X b - a\| for b, and is particularly useful when X is rank-deficient.^[10] In dynamic mode decomposition (DMD), SVD of the snapshot matrix projects the data onto a lower-dimensional proper orthogonal decomposition (POD) basis, reducing the rank to mitigate noise and computational complexity.^[2] Specifically, the SVD enables computation of a reduced companion matrix \tilde{S} = U^* A U via the pseudoinverse X^\dagger, where A \approx X' X^\dagger approximates the linear dynamics operator, allowing extraction of dynamic modes as \Phi = U \Psi from the eigendecomposition of \tilde{S}, where \Psi are the right eigenvectors.^[2] This step ensures robust mode identification by focusing on the most energetic directions in the data.^[2]

Core Algorithms

Arnoldi Approach

The Arnoldi approach to dynamic mode decomposition constructs a Krylov subspace from a sequence of data snapshots to approximate the eigenvalues and eigenvectors of the underlying linear operator A without explicitly forming or storing the full high-dimensional matrix A. This iterative method, rooted in the classical Arnoldi algorithm, projects the dynamics onto a low-dimensional orthonormal basis, enabling the analysis of large-scale systems such as fluid flows where direct computation of A is computationally prohibitive. By leveraging successive matrix-vector multiplications with snapshots, it efficiently captures dominant dynamic modes while minimizing memory requirements.^[2] The process begins with an initial vector, typically the first snapshot x_1, which serves as q_1 after normalization. Subsequent basis vectors are generated iteratively: for k = 1, 2, \dots, compute A q_k (implicitly via the next snapshot or linear mapping), then orthogonalize against previous vectors to obtain coefficients h_{ik} = q_i^* (A q_k) for i = 1, \dots, k, and form the new vector q_{k+1} = \left( A q_k - \sum_{i=1}^k h_{ik} q_i \right) / h_{k+1,k}, where h_{k+1,k} = \| A q_k - \sum_{i=1}^k h_{ik} q_i \|. These steps build an orthonormal basis Q = [q_1, \dots, q_m] spanning the Krylov subspace, while the coefficients populate the upper Hessenberg matrix H of size m \times m, satisfying the relation A Q \approx Q H. The eigenvalues and eigenvectors of A are then approximated by those of the much smaller H.^[2] To obtain the dynamic modes, perform the eigendecomposition H W = W \Lambda, where \Lambda contains the approximate eigenvalues and W the corresponding eigenvectors. The DMD modes are computed as \Phi = X B W, where X is the matrix of initial snapshots, and B solves the least-squares problem \min_B \| Y - X B \| with Y the shifted snapshots, ensuring the modes align with the data evolution. This yields A \approx Q H Q^*, providing a low-rank approximation of the dynamics. The approach excels in efficiency for systems with large state dimension n, as it requires only O(m^2 n) operations for subspace size m \ll n and avoids full matrix storage, making it suitable for numerical simulations. However, it can be sensitive to noise in experimental data, potentially leading to inaccurate eigenvalue estimates without additional stabilization.^[2]

SVD-Based Approach

The SVD-based approach to dynamic mode decomposition (DMD) represents the standard modern implementation for computing dynamic modes and eigenvalues from snapshot data, leveraging singular value decomposition (SVD) to ensure numerical robustness and dimensionality reduction. This method approximates the linear operator governing the system's evolution by projecting the data onto a low-rank subspace, making it particularly effective for high-dimensional datasets such as those from fluid flows or spatiotemporal measurements. Introduced by Schmid in 2010, it addresses limitations in earlier iterative techniques by using orthogonal bases from SVD to mitigate ill-conditioning.^[2] The algorithm begins with the construction of two snapshot matrices from a time series of state vectors \{ \mathbf{x}_j \in \mathbb{R}^n \}_{j=0}^{m}, sampled at discrete times t_j = j \Delta t. The first matrix is X = [\mathbf{x}_0, \mathbf{x}_1, \dots, \mathbf{x}_{m-1}] \in \mathbb{R}^{n \times m}, and the shifted matrix is X' = [\mathbf{x}_1, \mathbf{x}_2, \dots, \mathbf{x}_m] \in \mathbb{R}^{n \times m}. A truncated (economy) SVD is then computed on X:

X \approx U_r \Sigma_r V_r^*,

where U_r \in \mathbb{R}^{n \times r} contains the first r left singular vectors, \Sigma_r \in \mathbb{R}^{r \times r} is the diagonal matrix of the r largest singular values, V_r \in \mathbb{R}^{m \times r} contains the corresponding right singular vectors, and r \ll \min(n, m) is chosen based on the decay of singular values. This step identifies the dominant coherent structures in the data.^[2]^[12] Next, a low-rank approximation of the dynamics matrix A (such that X' \approx A X) is formed in the reduced coordinates:

\tilde{A} = U_r^* X' V_r \Sigma_r^{-1} \in \mathbb{C}^{r \times r}.

This matrix \tilde{A} captures the action of A projected onto the POD (proper orthogonal decomposition) modes given by the columns of U_r. An eigendecomposition is then performed:

\tilde{A} W = W \Lambda,

where \Lambda = \operatorname{diag}(\lambda_1, \dots, \lambda_r) contains the eigenvalues \lambda_j (Ritz values approximating those of A), and W \in \mathbb{C}^{r \times r} contains the corresponding eigenvectors. The DMD modes are obtained by projecting back to the full space:

\Phi = U_r W \in \mathbb{C}^{n \times r},

with the j-th column \phi_j representing the spatial structure associated with \lambda_j. For more accurate "exact" modes in noisy data, an alternative form is \Phi = X' V_r \Sigma_r^{-1} W, which directly fits the shifted snapshots.^[2]^[12] To reconstruct the dynamics, the amplitudes (or coefficients) \mathbf{b} \in \mathbb{C}^r are computed by projecting the initial condition onto the modes:

\mathbf{b} = \Phi^\dagger \mathbf{x}_0,

where \Phi^\dagger is the Moore-Penrose pseudoinverse of \Phi. The state at time step k is then approximated via modal expansion:

\mathbf{x}_k \approx \sum_{j=1}^r b_j \phi_j \lambda_j^k = \Phi \operatorname{diag}(\mathbf{b}) \Lambda^k.

This decomposition enables forward prediction and reveals the temporal evolution driven by each mode, with |\lambda_j| indicating growth or decay and \arg(\lambda_j) the associated frequency. For continuous-time interpretation, the growth rates are given by \operatorname{Re}(\log(\lambda_j)/\Delta t), and frequencies by \operatorname{Im}(\log(\lambda_j)/\Delta t).^[12] Noise handling is inherent in the truncation to rank r, where r is selected by inspecting the singular value spectrum in \Sigma_r; rapid decay typically separates signal from noise, allowing discard of small singular values (\sigma_{r+1} \approx 0) to filter out measurement errors without losing essential dynamics. This truncation projects the data onto a denoised subspace, improving the conditioning of \tilde{A} and the accuracy of the eigendecomposition.^[2]^[12] Compared to the precursor Arnoldi approach, the SVD-based method offers superior stability for ill-conditioned snapshot matrices by employing orthogonal SVD projections rather than iterative Krylov subspace construction.^[2]

Theoretical Foundations

Connection to Koopman Operator Theory

The Koopman operator provides a theoretical framework for analyzing nonlinear dynamical systems by linearizing them in an infinite-dimensional space of observables. For a nonlinear discrete-time dynamical system defined by the map F: \mathbb{R}^n \to \mathbb{R}^n, where \mathbf{x}_{k+1} = F(\mathbf{x}_k), the Koopman operator K acts on scalar observables g: \mathbb{R}^n \to \mathbb{C} such that K g(\mathbf{x}_k) = g(F(\mathbf{x}_k)) = g(\mathbf{x}_{k+1}).^[13] This operator is linear despite the nonlinearity of F, and its spectral decomposition yields eigenvalues \mu_j and eigenfunctions \psi_j that characterize the system's global dynamics, including growth rates and frequencies.^[13] Dynamic mode decomposition (DMD) establishes a connection to Koopman operator theory by approximating K in a finite-dimensional subspace spanned by data snapshots. Specifically, DMD constructs a linear operator A from paired snapshot matrices X and Y, where Y \approx A X, such that A approximates the action of K on the subspace of observables formed by the data.^[14] The DMD modes \phi_j and eigenvalues \lambda_j then serve as finite-dimensional surrogates for the Koopman eigenfunctions \psi_j and eigenvalues \mu_j, enabling modal decomposition of the dynamics in this projected space.^[14] For linear systems, where \mathbf{x}_{k+1} = A \mathbf{x}_k, the Koopman operator coincides exactly with A when observables are linear functions, providing a direct link.^[14] In nonlinear cases, however, DMD relies on data-driven approximation, capturing only the Koopman spectrum observable within the snapshot subspace.^[14] Despite this approximation, DMD has limitations in fully representing the Koopman operator, particularly for strongly nonlinear systems. It projects dynamics onto a linear subspace defined by the data, potentially missing eigenfunctions outside this span and leading to incomplete capture of the full Koopman spectrum.^[15] This restriction arises because DMD assumes linearity in the observable space spanned by snapshots, which may not encompass the infinite-dimensional nature of K for highly nonlinear F.^[15] The theoretical ties between DMD and Koopman theory were strengthened in foundational work by Tu et al. (2014), which formalized DMD as a data-driven method for approximating Koopman modes and introduced exact DMD as a refinement linking the two frameworks.^[14]

Exact Dynamic Mode Decomposition

Exact dynamic mode decomposition (exact DMD) provides a precise numerical method for approximating the linear dynamics operator that maps one set of system snapshots to the next, by minimizing the Frobenius norm of the reconstruction error \|X' - A X\|_F, where X \in \mathbb{C}^{n \times m} and X' \in \mathbb{C}^{n \times m} are the data matrices containing m snapshots of an n-dimensional state at consecutive time steps, and A \in \mathbb{C}^{n \times n} is the sought-after operator.^[12] This optimization yields the closed-form solution A = X' X^\dagger, with X^\dagger denoting the Moore-Penrose pseudoinverse of X, which can be computed efficiently without forming the full A explicitly.^[12] The DMD modes and eigenvalues are then obtained by eigendecomposing A, providing an exact representation of the best linear approximation to the data-generating dynamics.^[12] In contrast to standard DMD, which applies a low-rank truncation to the singular value decomposition (SVD) of X prior to operator approximation and projects modes onto the leading proper orthogonal decomposition (POD) directions, exact DMD employs the full-rank pseudoinverse and defers any truncation until after the eigendecomposition, thereby avoiding information loss from premature dimensionality reduction.^[12] This distinction is particularly advantageous for short datasets, where the number of snapshots m is smaller than the state dimension n, as the full pseudoinverse preserves all available data correlations without artificial rank constraints.^[12] The algorithmic implementation of exact DMD, as formalized by Tu et al. (2014), begins with the SVD of X = U \Sigma V^*, followed by construction of the reduced companion matrix \tilde{A} = U^* X' V \Sigma^{-1}.^[12] An exact eigendecomposition of this low-dimensional \tilde{A} (typically m \times m) yields eigenvalues \lambda_j and eigenvectors w_j, from which the full DMD modes are reconstructed as the columns of \Phi = X' V \Sigma^{-1} W, where W collects the eigenvectors w_j.^[12] This procedure effectively projects the snapshots onto the POD basis (spanned by U) for computational efficiency, performs the exact minimization in the reduced space, and lifts the modes back to the original coordinates, ensuring that \Phi lies in the span of X' rather than X.^[12] These modes \Phi satisfy A \Phi = \Phi \Lambda exactly for the least-squares A, establishing a rigorous link to Koopman operator theory by providing the eigenvectors of a linear subspace approximation to the true nonlinear evolution operator when the data admits a low-dimensional linear embedding.^[12]

Advanced Variants and Extensions

Optimized and Sparse DMD

Optimized dynamic mode decomposition (OPT-DMD) enhances the standard DMD by globally minimizing the reconstruction error through nonlinear optimization techniques, such as variable projection methods, to better approximate the underlying linear dynamics from snapshot data. This approach addresses limitations in traditional DMD where the approximation of the dynamics matrix can introduce biases, particularly for unevenly sampled or noisy data. Introduced in 2023, OPT-DMD has been applied to develop low-cost reduced-order models in plasma physics, demonstrating superior predictive accuracy compared to basic DMD in identifying quasi-periodic behaviors.^[16] Sparse DMD extends the framework by incorporating sparsity constraints, typically via L1 regularization, to select a subset of dominant modes that best capture the data's essential dynamics while discarding redundant or noisy components. This promotes interpretability and computational efficiency by reducing the number of active modes. The optimization problem for sparse DMD is formulated as minimizing the Frobenius norm of the reconstruction error plus a sparsity penalty on the DMD amplitudes vector \mathbf{b}:

\min_{\mathbf{b}} \| \mathbf{Y} - \mathbf{\Phi} \mathbf{b} \|_F + \gamma \| \mathbf{b} \|_1

where \mathbf{Y} and \mathbf{X}' are the snapshot matrices, \mathbf{\Phi} are the DMD modes, \gamma > 0 is the regularization parameter, and the problem is efficiently solved using the alternating direction method of multipliers (ADMM). Seminal work in 2014 established this sparsity-promoting variant, enabling mode selection for complex flows.^[17] More recent applications, such as in 2023 studies on spatiotemporal data, leverage sparse DMD for automated feature selection in high-dimensional systems, enhancing model parsimony. Advancements in global optimization of DMD appeared in 2024, tailoring the method to model breakage kinetics in particulate systems by optimizing mode amplitudes and eigenvalues to fit experimental particle size distributions over time. This globally optimized DMD variant improves accuracy in capturing nonlinear breakage processes compared to standard approximations.^[18] In 2025, extensions incorporating time-varying amplitudes addressed transient dynamics, allowing modes to adapt their contributions over time for better reconstruction of non-stationary signals, such as sudden activity onset in video streams.^[19] These optimizations yield significant computational gains, particularly through mode reduction, enabling real-time applications like motion detection in streaming video where sparse representations process high-frame-rate data with low latency and high fidelity. For instance, 2025 implementations achieve efficient anomaly detection by retaining only key dynamic modes, reducing computational overhead by orders of magnitude relative to full DMD.^[20]

Physics-Informed and Kernel DMD

Physics-informed dynamic mode decomposition (piDMD) integrates physical principles, such as symmetries, invariances, and conservation laws, directly into the DMD framework to enhance model robustness and prevent overfitting in high-dimensional data. By restricting the dynamics matrix to a manifold that respects these principles, piDMD formulates the problem as a Procrustes optimization, yielding closed-form solutions for constraints like energy preservation in fluid flows. For instance, energy-preserving variants enforce unitary transformations to maintain kinetic energy in simulations of incompressible flows, improving accuracy over standard DMD by aligning modes with physical laws.^[21] Kernel dynamic mode decomposition (kernel DMD) extends DMD to nonlinear systems by employing the kernel trick to map data onto higher-dimensional reproducing kernel Hilbert spaces (RKHS), where the Koopman operator can be approximated linearly. This approach avoids explicit feature engineering by using kernel functions, such as Gaussian or polynomial, to compute inner products implicitly, enabling the extraction of dynamic modes from nonlinear manifolds. The core approximation is given by

\mathbf{K}(\mathbf{X}, \mathbf{X}') \approx \mathbf{K}(\mathbf{X}, \mathbf{X}) \mathbf{A},

where \mathbf{K}(\mathbf{X}, \mathbf{X}') is the kernel matrix between consecutive snapshot matrices \mathbf{X} and \mathbf{X}', and \mathbf{A} is the transition matrix; eigendecomposition of the kernel Gram matrix \mathbf{K}(\mathbf{X}, \mathbf{X}) then yields Koopman eigenvalues, eigenfunctions, and modes. Originally developed for spectral analysis of the Koopman operator in time series data, kernel DMD has been applied to problems like chaotic attractors and fluid dynamics, outperforming linear DMD in capturing nonlinear evolution.^[22] Recent advancements include time-delay embedding DMD, which augments standard DMD with lagged snapshots to reconstruct nonlinear dynamics from univariate or sparse time series, enabling improved long-term predictions in chaotic systems like metabolic oscillations. Published in 2025, this variant uses high embedding dimensions (e.g., d = 150) to approximate nonlinear attractors linearly, achieving accurate forecasting comparable to neural networks for damped oscillations while classifying trajectories in biological data.^[23] Quantum DMD, introduced in 2023, leverages quantum singular value decomposition for high-dimensional many-body systems, offering exponential speedup over classical methods by processing time series with reduced sampling, as demonstrated in quantum state tomography and fluid analysis.^[24] Additionally, geostrophic DMD, developed in 2025, applies multi-resolution DMD to sea-surface height data from satellite observations, isolating balanced geostrophic motions from internal gravity waves in ocean currents like the Gulf Stream, with correlations exceeding 0.99 in simulations and over 0.9 in real data.^[25] These extensions enhance forecasting in chaotic and complex systems by incorporating domain-specific structures, such as time delays for nonlinearity or quantum advantages for scalability.

Applications

Fluid Dynamics Cases

Dynamic mode decomposition (DMD) has been applied to analyze vortex shedding in the wake of a circular cylinder, a classic benchmark in fluid dynamics. In a numerical simulation at Reynolds number Re=100, snapshots of the velocity field were used to extract DMD modes that capture the dominant oscillatory behavior of the von Kármán vortex street. The leading modes reveal pairs of counter-rotating vortices shedding alternately from the cylinder, with the associated eigenvalues indicating a Strouhal number of approximately 0.165, aligning closely with the expected value for this flow regime.^[26] Spatial mode visualizations show streamwise elongated structures in the wake, while temporal evolution demonstrates periodic growth and decay modulated by the imaginary part of the eigenvalues.^[26] A synthetic traveling wave example illustrates DMD's ability to decompose propagating patterns into coherent modes. Consider a two-dimensional dataset generated by a superposition of sinusoidal waves traveling at constant speed, such as u(x,y,t) = \sin(2\pi (kx - \omega t)) + \sin(2\pi (ky - \omega t)), where k is the wavenumber and \omega is the angular frequency. DMD applied to snapshots of this field extracts modes with eigenvalues \lambda = e^{-i \omega \Delta t}, precisely recovering the wave's frequency and direction through the argument of \lambda. This decomposition separates the traveling components, with spatial modes representing wavefronts and temporal coefficients showing linear propagation without dispersion. Recent advancements include optimized DMD for reconstructing atmospheric flows from sparse data. In a 2025 study, optimized DMD was used to build reduced-order models for global atmospheric chemistry dynamics, effectively reconstructing tracer transport patterns in chemically reactive flows simulated by the GEOS-Chem model at 4°×5° resolution. The method adapts mode selection to minimize reconstruction error, achieving mean relative errors below 10% over 20-day forecasts, and highlights dominant transport modes akin to advective structures in fluid flows.^[27] DMD also aids in predicting turbulence in shear flows by approximating Koopman operators from simulation data. Modes reveal shear-layer instabilities, with frequencies derived from \omega = \Im(\log(\lambda)/\Delta t) / (2\pi) corresponding to observed turbulent scales. In general, DMD modes in fluid dynamics uncover instability frequencies via the Strouhal number St = \frac{D}{U} \cdot \frac{\Im(\log(\lambda)/\Delta t)}{2\pi}, where D is a characteristic length, U is the free-stream velocity, and \Delta t is the snapshot interval; this quantifies shedding rates in wakes and shear layers.^[26] Spatial plots of modes often use contour or vector fields to depict coherent structures, while temporal plots show exponential evolution, aiding interpretation of flow stability.

Broader Scientific Applications

Dynamic mode decomposition (DMD) has found applications in quantum many-body systems, where it enables long-time forecasting of complex dynamics from limited data snapshots. In a 2025 study, DMD was applied to simulate the evolution of quantum states in many-body systems, capturing non-linear interactions and predicting behaviors over extended timescales that are computationally prohibitive for direct simulation.^[28] This approach leverages DMD's ability to extract dominant modes from time-series data of observables, facilitating reduced-order models for quantum process optimization. In climate and geophysics, DMD analyzes large-scale ocean and atmospheric motions by decomposing spatiotemporal data into coherent modes. For instance, a 2025 analysis used DMD on satellite altimetry data from the Surface Water and Ocean Topography (SWOT) mission to identify geostrophically balanced flows in the Gulf Stream, revealing dominant wave patterns and their contributions to regional circulation.^[25] Similarly, in particulate geophysics, globally optimized DMD modeled breakage kinetics in granular systems, providing data-driven predictions of particle size evolution under mechanical stress with improved accuracy over traditional population balance equations.^[18] Biological and epidemiological applications of DMD focus on extracting dynamic patterns from spatiotemporal disease data. A seminal 2015 work applied DMD to Google Flu Trends and historical measles records, identifying propagating modes that correspond to infection waves and enabling early detection of outbreaks without assuming underlying epidemiological models.^[29] Recent extensions incorporate sparse DMD variants to handle noisy, high-dimensional datasets, enhancing mode extraction for modern surveillance systems tracking vector-borne or respiratory diseases. In engineering contexts, DMD supports real-time analysis of dynamic processes across diverse media. For video processing, a 2025 method employed DMD for motion detection in streaming footage, achieving low-latency foreground-background separation by decomposing pixel trajectories into low-rank modes, suitable for surveillance and autonomous systems.^[20] In plasma engineering, DMD was used in 2023 to model E × B plasma drifts from simulation data, extracting spatiotemporal patterns for reduced-order representations that predict instability growth in fusion devices and thrusters.^[30] Across these fields, a key benefit of DMD lies in its role as a reduced-order modeling tool for control applications, where extracted modes inform feedback strategies to stabilize or manipulate systems. For example, DMD with control extensions has been integrated into linear quadratic regulators for high-dimensional processes, reducing computational demands while maintaining predictive fidelity.^[31] This versatility underscores DMD's value in bridging data-driven insights with actionable interventions in non-fluid domains.

Challenges and Limitations

Dynamic mode decomposition (DMD) exhibits significant sensitivity to noise in input data, particularly during the computation of the pseudoinverse, where small perturbations can be amplified due to ill-conditioning of the snapshot matrix.^[32] This amplification arises from the singular value decomposition (SVD) step, where the pseudoinverse X^\dagger = V \Sigma^{-1} U^T inverts the singular values, magnifying errors when the condition number exceeds 100.^[32] To mitigate this, practitioners often apply SVD truncation to retain only the dominant r modes where r \ll \min(m, n), or employ regularization techniques such as optimized DMD or total least-squares variants, which reduce bias and enhance robustness in noisy environments.^[32] Standard DMD assumes uniformly spaced snapshots, but real-world data frequently involves non-uniform sampling due to irregular time steps in experiments or adaptive simulations, necessitating specialized extensions.^[33] Methods like θ-DMD address this by reformulating the linear mapping to accommodate variable intervals, enabling extraction of coherent modes from subsampled or irregularly timed flow data without significant loss in accuracy compared to uniform cases.^[33] For high-dimensional systems where the state dimension n is large, computational scalability poses a challenge, as the full SVD of snapshot matrices becomes prohibitive in time and memory.^[34] Randomized SVD approximations alleviate this by computing a low-rank factorization efficiently, scaling with the intrinsic rank rather than n, and enabling near-optimal DMD on massive datasets.^[34] Additionally, streaming variants support real-time processing of sequentially arriving data, reformulating DMD to update modes incrementally without storing the entire trajectory. DMD requires a sufficient number of snapshots m > r, where r is the rank of the dynamics, to reliably approximate the Koopman operator; fewer snapshots lead to underdetermined problems and poor mode resolution.^[32] Short sequences from multiple initial conditions often outperform long single-trajectory data in well-conditioned systems, as extended records can accumulate noise without improving eigenvalue estimates.^[32]

Interpretability and Predictive Accuracy

In dynamic mode decomposition (DMD), the eigenvalues \lambda_j associated with each mode provide key insights into the system's dynamics. The continuous-time eigenvalues are obtained as \mu_j = \log(\lambda_j)/\Delta t, where the real part \operatorname{Re}(\mu_j) indicates growth or decay rates, and the imaginary part \operatorname{Im}(\mu_j) corresponds to oscillation frequencies.^[35]^[29] This association enables the interpretation of modes as coherent structures that capture dominant spatiotemporal patterns, such as propagating waves or decaying transients in fluid flows. However, in nonlinear regimes, these modes can mix non-physical components, leading to reduced interpretability as the linear approximation fails to disentangle true dynamical features from nonlinear interactions.^[32] DMD excels in short-term predictions by approximating nonlinear dynamics through a linear model, but its accuracy diminishes over longer horizons, particularly in chaotic systems where trajectories diverge rapidly due to sensitivity to initial conditions. A 2025 study on periodic and quasi-periodic solutions demonstrated that DMD predictions remain reliable for short times but exhibit significant errors in chaotic regimes, with divergence observed beyond a few Lyapunov times. Validation of DMD typically involves assessing reconstruction error, defined as the norm of the difference between original data and mode-reconstructed snapshots, and comparing computed eigenvalues to known true values in benchmark problems like the flow past a cylinder. In such benchmarks, low reconstruction errors (e.g., below 5% for dominant modes) confirm fidelity, though discrepancies arise when data noise exceeds 10%.^[36]^[37]^[38] Recent assessments highlight ongoing challenges in handling transients, where standard DMD assumes constant mode amplitudes, leading to inaccuracies in time-varying systems; extensions incorporating time-varying amplitudes with sparsity and smoothness regularization have been developed to improve transient detection.^[19] Additionally, predictive accuracy heavily depends on data quality, with noisy or sparse snapshots amplifying mode mixing and eigenvalue inaccuracies. To address these limitations, integrating physics-informed constraints, such as enforcing conservation laws in the decomposition, enhances both interpretability and long-term accuracy, providing more accurate eigenvalue estimates compared to standard DMD in nonlinear benchmarks.^[32]^[39]

References

[1]
https://doi.org/10.3934/jcd.2014.1.391
[2]
https://doi.org/10.1017/S0022112010001217
[3]
[PDF] Dynamic Mode Decomposition: Theory and Data Reconstruction
Feb 14, 2022 · In this paper, we address time-series analysis by Dynamic Mode Decomposition (DMD), which was first introduced by Schmid and Sesterhenn in ...
[4]
Dynamic mode decomposition of numerical and experimental data
Jul 1, 2010 · Schmid, P. J. & Sesterhenn, J. L. 2008 Dynamic mode decomposition of numerical and experimental data. In Bull. Amer. Phys. Soc., 61st APS ...
[5]
(PDF) Dynamic Mode Decomposition of numerical and experimental ...
Aug 6, 2025 · Dynamic Mode Decomposition of numerical and experimental data. November 2008; Journal of Fluid Mechanics 656. DOI:10.1017/S0022112010001217.
[6]
‪Peter Schmid‬ - ‪Google Scholar‬
Dynamic mode decomposition of numerical and experimental data. PJ Schmid. Journal of fluid mechanics 656, 5-28, 2010. 7111, 2010 ; Stability and transition in ...
[7]
Dynamic Mode Decomposition | SIAM Publications Library
Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems. Author(s):. J. Nathan Kutz,; Steven L. Brunton,; Bingni W. Brunton, and; Joshua L. Proctor.
[8]
Dynamic Mode Decomposition with Control
We develop a new method which extends dynamic mode decomposition (DMD) to incorporate the effect of control to extract low-order models from high-dimensional, ...
[9]
Dynamic mode decomposition for non-uniformly sampled data
Aug 6, 2025 · We propose an original approach to estimate dynamic mode decomposition (DMD) modes from non-uniformly sampled data.Missing: preprocessing | Show results with:preprocessing
[10]
[PDF] arXiv:1909.04515v1 [physics.flu-dyn] 10 Sep 2019
Sep 10, 2019 · The singular value decomposition (SVD) is a particular matrix factorisation that has very useful properties. It is widely used in data and model ...
[11]
Using dynamic mode decomposition to characterize bifurcations ...
Truncation of the SVD modes is typically done in a heuristic fashion. Often, a prescribed variance, such as 99%, is sought for the truncation criterion.
[12]
On Dynamic Mode Decomposition: Theory and Applications - arXiv
Nov 29, 2013 · We present a theoretical framework in which we define DMD as the eigendecomposition of an approximating linear operator.
[13]
Spectral Properties of Dynamical Systems, Model Reduction
We apply this theory to obtain a decomposition of the process that utilizes spectral properties of the linear Koopman operator associated with the asymptotic ...
[14]
https://www.aimsciences.org/article/doi/10.3934/jcd.2014.1.391
[15]
Examining the Limitations of Dynamic Mode Decomposition through ...
Aug 9, 2021 · We examine the limitations of DMD through the analysis of Koopman theory. We propose a new mode decomposition technique based on the typical ...
[16]
Dynamic Mode Decomposition for data-driven analysis and reduced ...
Aug 26, 2023 · The OPT-DMD is proven as a reliable method to develop low computational cost and highly predictive data-driven reduced-order models.Missing: quantum | Show results with:quantum
[17]
Sparsity-promoting dynamic mode decomposition - AIP Publishing
Feb 6, 2014 · We develop a sparsity-promoting variant of the standard DMD algorithm. Sparsity is induced by regularizing the least-squares deviation between the matrix of ...
[18]
Globally optimized dynamic mode decomposition: A first study in ...
This paper introduces dynamic mode decomposition (DMD) as a novel approach to model the breakage kinetics of particulate systems.
[19]
Dynamic mode decomposition for detecting transient activity via ...
Aug 14, 2025 · In this study, we propose a simple extension of DMD to overcome this limitation by introducing time-varying amplitudes for the DMD modes based ...
[20]
Real-time motion detection using dynamic mode decomposition
May 25, 2025 · In this work, we propose a simple and interpretable motion detection algorithm for streaming video data rooted in DMD.
[21]
Physics-informed dynamic mode decomposition (piDMD) - arXiv
Dec 8, 2021 · DMD is a widely-used data analysis technique that extracts low-rank modal structures and dynamics from high-dimensional measurements.
[22]
https://doi.org/10.3934/jcd.2015005
[23]
None
Nothing is retrieved...<|separator|>
[24]
Optimized dynamic mode decomposition for reconstruction ... - GMD
Jul 30, 2025 · We introduce the optimized dynamic mode decomposition (DMD) algorithm for constructing an adaptive and computationally efficient ...
[25]
Data-driven Koopman operator predictions of turbulent dynamics in models of shear flows
### Summary of DMD or Koopman for Turbulence Prediction in Shear Flows
[26]
Forecasting long-time dynamics in quantum many-body systems by ...
Jan 23, 2025 · We show that the DMD can predict the time evolution of the correlation functions in both cases with high accuracy. Moreover, we discuss the ...Missing: varying | Show results with:varying
[27]
Dynamic Mode Decomposition of Geostrophically Balanced Motions ...
Aug 14, 2025 · The sub-inertial modes of DMD can be used to extract geostrophically balanced motions from SSH fields, which have an imprint of internal gravity ...
[28]
Discovering dynamic patterns from infectious disease data using ...
Dynamic mode decomposition (DMD) is a recently developed method focused on discovering coherent spatial-temporal modes in high-dimensional data collected from ...
[29]
Dynamic mode decomposition for data-driven analysis and reduced ...
Nov 10, 2023 · We demonstrate that the DMD variant based on variable projection optimization (OPT-DMD) outperforms the basic DMD method in identification of ...
[30]
Dynamic Mode Decomposition with Control | SIAM Journal on ...
Dynamic mode decomposition (DMD) is a powerful data-driven method for analyzing complex systems. Using measurement data from numerical simulations or laboratory ...<|control11|><|separator|>
[31]
Challenges in dynamic mode decomposition - Journals
Dec 22, 2021 · Thus, replacing the standard SVD-based ... (2024) The multiverse of dynamic mode decomposition algorithms Numerical Analysis Meets Machine ...
[32]
https://royalsocietypublishing.org/doi/10.1098/rsif.2021.0686
[33]
Randomized Dynamic Mode Decomposition | SIAM Journal on ...
This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD).Missing: original | Show results with:original
[34]
[PDF] ON DYNAMIC MODE DECOMPOSITION - Princeton University
Dynamic Mode Decomposition (DMD) is a tool for analyzing nonlinear systems, especially fluid flows, using time series to compute modes and eigenvalues.
[35]
[PDF] Predictive Accuracy of Dynamic Mode Decomposition - arXiv
May 5, 2019 · A major advantage of DMD over POD is its equation-free nature, which allows future-state predictions without any computation of further time.
[36]
On the Predictive Capability of Dynamic Mode Decomposition for ...
May 19, 2025 · This paper considers the predictive performance of Dynamic Mode Decomposition (DMD) when applied to periodic and quasi-periodic solutions of nonlinear systems.
[37]
Physics-informed dynamic mode decomposition for reconstruction ...
Nov 26, 2024 · Q. Li. , “. Characterizing complex flows using adaptive sparse dynamic mode decomposition with error approximation. ,”. Numer. Methods Fluids.
[38]
Physics-informed dynamic mode decomposition - Journals
Mar 1, 2023 · DMD is a widely used data analysis technique that extracts low-rank modal structures and dynamics from high-dimensional measurements.Abstract · Introduction · Physics-informed dynamic... · Applying physics-informed...