We theoretically and experimentally explore the emergence of a dynamical density wave order in a driven dissipative atom-cavity system. A Bose-Einstein condensate is placed inside a high finesse optical resonator and pumped sideways by an optical standing wave. The pump strength is chosen to induce a stationary superradiant checkerboard density wave order of the atoms stabilized by a strong intracavity light field. We show theoretically that, when the pump is modulated with sufficient strength at a frequency $omega_{d}$ close to a systemic resonance frequency $omega_{>}$, a dynamical density wave order emerges, which oscillates at the two frequencies $omega_{>}$ and $omega_{<} = omega_{d} - omega_{>}$. This order is associated with a characteristic momentum spectrum, also found in experiments in addition to remnants of the oscillatory dynamics presumably damped by on-site interaction and heating, not included in the calculations. The oscillating density grating, associated with this order, suppresses pump-induced light scattering into the cavity. Similar mechanisms might be conceivable in light-driven electronic matter.
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