Regularized dynamic mode decomposition algorithm for time sequence predictions  

作　　者：Xiaoyang Xie Shaoqiang Tang 

机构地区：[1]Department of Mechanics and Engineering Science,College of Engineering,Peking University,Beijing 100871,China

出　　处：《Theoretical & Applied Mechanics Letters》2024年第5期395-401,共7页力学快报（英文版）

基　　金：supported by the National Nature Science Foundation of China (Grant No.11988102);National Undergraduate Training Program for Innovation and Entrepreneurship。

摘　　要：Dynamic mode decomposition(DMD) aims at extracting intrinsic mechanisms in a time sequence via linear recurrence relation of its observables, thereby predicting later terms in the sequence. Stability is a major concern in DMD predictions. We adopt a regularized form and propose a Regularized DMD(Re DMD) algorithm to determine the regularization parameter. This leverages stability and accuracy. Numerical tests for Burgers' equation demonstrate that Re DMD effectively stabilizes the DMD prediction while maintaining accuracy. Comparisons are made with the truncated DMD algorithm.

关 键 词：Dynamic mode decomposition Reduced order modelling STABILITY REGULARIZATION 

分 类 号：O211.61[理学—概率论与数理统计]