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020 _a9781611974492
082 _a518.2
_bKUT
100 _a Kutz, Jose Nathan
245 _aDynamic mode decomposition :
_bdata-driven modeling of complex systems
260 _aPhiladelphia,
_bSociety for Industrial and Applied Mathematics,
_c 2016
300 _a1 v. (XVI-234 p.) :
_billustrations ;
_c26 cm
505 _t1. Dynamic mode decomposition : an introduction
_t2. Fluid dynamics
_t3. Koopman analysis
_t4. Video processing
_t5. Multiresolution DMD
_t6. DMD with control
_t7. Delay coordinates, ERA, and hidden Markov models
_t8. Noise and power
_t9. Sparsity and DMD
_t10. DMD on nonlinear observables
_t11. Epidemiology
_t12. Neuroscience
_t13. Financial trading
520 _aData-driven dynamical systems is a burgeoning fieldit connects how measurements of nonlinear dynamical systems and/or complex systems can be used with well-established methods in dynamical systems theory. This is a critically important new direction because the governing equations of many problems under consideration by practitioners in various scientific fields are not typically known. Thus, using data alone to help derive, in an optimal sense, the best dynamical system representation of a given application allows for important new insights. The recently developed dynamic mode decomposition (DMD) is an innovative tool for integrating data with dynamical systems theory. The DMD has deep connections with traditional dynamical systems theory and many recent innovations in compressed sensing and machine learning. Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems, the first book to address the DMD algorithm, presents a pedagogical and comprehensive approach to all aspects of DMD currently developed or under development; blends theoretical development, example codes, and applications to showcase the theory and its many innovations and uses; highlights the numerous innovations around the DMD algorithm and demonstrates its efficacy using example problems from engineering and the physical and biological sciences; and provides extensive MATLAB code, data for intuitive examples of key methods, and graphical presentations.
650 _aMathematical analysis
650 _aDecomposition (Mathematics)
942 _2ddc
_cBK
999 _c1817
_d1817