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Research in modern data-driven dynamical systems is typically focused on the three key challenges of high dimensionality, unknown dynamics, and nonlinearity. The dynamic mode decomposition (DMD) has emerged as a cornerstone for modeling high-dimensional systems from data. However, the quality of the linear DMD model is known to be fragile with respect to strong nonlinearity, which contaminates the model estimate. In contrast, sparse identification of nonlinear dynamics (SINDy) learns fully nonlinear models, disambiguating the linear and nonlinear effects, but is restricted to low-dimensional systems. In this work, we present a kernel method that learns interpretable data-driven models for high-dimensional, nonlinear systems. Our method performs kernel regression on a sparse dictionary of samples that appreciably contribute to the underlying dynamics. We show that this kernel method efficiently handles high-dimensional data and is flexible enough to incorporate partial knowledge of system physics. It is possible to accurately recover the linear model contribution with this approach, disambiguating the effects of the implicitly defined nonlinear terms, resulting in a DMD-like model that is robust to strongly nonlinear dynamics. We demonstrate our approach on data from a wide range of nonlinear ordinary and partial differential equations that arise in the physical sciences. This framework can be used for many practical engineering tasks such as model order reduction, diagnostics, prediction, control, and discovery of governing laws.
Koopman mode analysis has provided a framework for analysis of nonlinear phenomena across a plethora of fields. Its numerical implementation via Dynamic Mode Decomposition (DMD) has been extensively deployed and improved upon over the last decade. We
The 2D second-mode is a potent instability in hypersonic boundary layers (HBLs). We study its linear and nonlinear evolution, followed by its role in transition and eventual breakdown of the HBL into a fully turbulent state. Linear stability theory (
Dynamic mode decomposition (DMD) is utilised to identify the intrinsic signals arising from planetary interiors. Focusing on an axisymmetric quasi-geostrophic magnetohydrodynamic (MHD) wave -called torsional Alfv{e}n waves (TW) - we examine the utili
The quantum approximate optimization algorithm (QAOA) is a hybrid quantum-classical variational algorithm which offers the potential to handle combinatorial optimization problems. Introducing constraints in such combinatorial optimization problems po
We employ the framework of the Koopman operator and dynamic mode decomposition to devise a computationally cheap and easily implementable method to detect transient dynamics and regime changes in time series. We argue that typically transient dynamic