Dynamic Mode Decomposition


Book Description

Data-driven dynamical systems is a burgeoning field?it 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.




Data-Driven Modeling & Scientific Computation


Book Description

Combining scientific computing methods and algorithms with modern data analysis techniques, including basic applications of compressive sensing and machine learning, this book develops techniques that allow for the integration of the dynamics of complex systems and big data. MATLAB is used throughout for mathematical solution strategies.




Data-Driven Science and Engineering


Book Description

A textbook covering data-science and machine learning methods for modelling and control in engineering and science, with Python and MATLAB®.




Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems


Book Description

This book focuses on a central question in the field of complex systems: Given a fluctuating (in time or space), uni- or multi-variant sequentially measured set of experimental data (even noisy data), how should one analyse non-parametrically the data, assess underlying trends, uncover characteristics of the fluctuations (including diffusion and jump contributions), and construct a stochastic evolution equation? Here, the term "non-parametrically" exemplifies that all the functions and parameters of the constructed stochastic evolution equation can be determined directly from the measured data. The book provides an overview of methods that have been developed for the analysis of fluctuating time series and of spatially disordered structures. Thanks to its feasibility and simplicity, it has been successfully applied to fluctuating time series and spatially disordered structures of complex systems studied in scientific fields such as physics, astrophysics, meteorology, earth science, engineering, finance, medicine and the neurosciences, and has led to a number of important results. The book also includes the numerical and analytical approaches to the analyses of complex time series that are most common in the physical and natural sciences. Further, it is self-contained and readily accessible to students, scientists, and researchers who are familiar with traditional methods of mathematics, such as ordinary, and partial differential equations. The codes for analysing continuous time series are available in an R package developed by the research group Turbulence, Wind energy and Stochastic (TWiSt) at the Carl von Ossietzky University of Oldenburg under the supervision of Prof. Dr. Joachim Peinke. This package makes it possible to extract the (stochastic) evolution equation underlying a set of data or measurements.




Data-driven Approaches for Complex Systems


Book Description

Many research efforts to advance human health and well-being involve interdisciplinary problem spaces and complex, poorly-understood systems. This thesis integrates both computational and experimental approaches to advance our understanding and control of complex systems at the interface of machine learning, materials science, and manufacturing. Specifically, I demonstrate the data-driven description of supervised machine learning for biomedical engineering tasks, the data-driven design of optimized soft granular biomaterials, and the proof-of-concept development of a transcatheter additive manufacturing platform. In Part 1, I develop custom software for high-resolution, multifactorial machine learning (ML) experiments. I iteratively apply this workflow to a set of diverse ML problems from the biomedical engineering (BME) domain to generate massive meta-datasets covering each phase of the hierarchical ML optimization and evaluation process. Then, I describe the underlying patterns and heterogeneity in these rich datasets and delineate empirical guidelines for the rigorous and reliable adoption of machine learning for BME problems. In Part 2, I leverage the insights from Part 1 to develop a flexible and robust data-driven modeling pipeline for complex soft materials. The pipeline can be applied after each round of experimentation to build predictive models, extract key design rules, and generate data-driven design frameworks. I use this integrated, stepwise approach to optimize the structures, properties, and performance profiles of soft granular biomaterials for injection- and extrusion-based biomedical applications. In Part 3, I leverage the optimized materials from Part 2 to develop a novel microgel-based transcatheter additive manufacturing technology. I obtain proof-of-concept data for the platform's critical features, including controlled transcatheter material delivery to distant target locations, rapid in situ structuration of arbitrary 3D constructs, and reliable scaffold stabilization to ensure long-term implant integrity. Together, this work paves the way for minimally-invasive, patient-specific, in situ biofabrication.




Dynamic Mode Decomposition


Book Description

Data-driven dynamical systems is a burgeoning field?it 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.







Big Data in Complex Systems


Book Description

This volume provides challenges and Opportunities with updated, in-depth material on the application of Big data to complex systems in order to find solutions for the challenges and problems facing big data sets applications. Much data today is not natively in structured format; for example, tweets and blogs are weakly structured pieces of text, while images and video are structured for storage and display, but not for semantic content and search. Therefore transforming such content into a structured format for later analysis is a major challenge. Data analysis, organization, retrieval, and modeling are other foundational challenges treated in this book. The material of this book will be useful for researchers and practitioners in the field of big data as well as advanced undergraduate and graduate students. Each of the 17 chapters in the book opens with a chapter abstract and key terms list. The chapters are organized along the lines of problem description, related works, and analysis of the results and comparisons are provided whenever feasible.







Data-driven Modeling and Control of Nonlinear and Complex Systems with Application on Automotive Systems


Book Description

As data is becoming more readily accessible from various systems, data-driven modeling and control approaches have gained increased popularity among both researchers and practitioners. Compared to its first-principle counterparts, data-driven approaches require minimal domain knowledge and calibration efforts, which is especially appealing to nonlinear and complex systems. In this thesis, two efficient data-driven frameworks, indirect and direct, for the control of nonlinear and complex systems are presented.The indirect method first involves an efficient online system identification approach with a composite local model structure. We introduce the concept of evolving Spatial Temporal Filters (eSTF) that dynamically transforms an incoming input-output data stream into a nonlinear combination of local models. Each local model is assigned with an ellipsoid-shaped cluster that is used to define its validity zone, and a distance metric that combines the Mahalanobis distance to the clusters and the scaled local model prediction error is exploited to compute the local model composition weights. The cluster and model parameters are efficiently updated online using input-output data stream, enabling adaptive system identification with efficient computations.With the identified eSTF model structure, we then develop an efficient quasi-linear parameter varying (qLPV) based stochastic model predictive controller (SMPC) for a class of nonlinear systems subject to chance constraints and additive disturbance. The qLPV form is established with the scheduling variable and a set of linear time-invariant models obtained from the eSTF system identification approach. To handle chance constraints, probabilistic reachable sets-the probabilistic analogy of robust reachable sets-are exploited to tighten the constraints to robustly guarantee constraint satisfaction despite model uncertainties and additive disturbances.A shifted scheduling variable strategy is designed such that the resultant MPC optimization can be efficiently solved by solving a series of quadratic programming problems. The indirect data-driven modeling and control pipeline is successfully applied to automotive powertrain systems with great system identification and control performance demonstrated.On the other hand, we further develop a direct data-driven control paradigm that leverages behavioural system theory, and directly generates control commands from input/output data without the need of a parametric model. We exploit singular value decomposition (SVD)-based order reduction to significantly reduce the online computation complexity without degrading the control performance. This control paradigm is successfully applied to battery fast charging, which has complex dynamics and is difficult to model. Furthermore, the direct data-driven approach heavily relies on the intensive collection and sharing of data, which raises serious privacy concerns, especially for systems with multiple agents. Therefore, we develop a privacy-preserving data-enabled predictive control scheme where we exploit affine-masking to protect the privacy of shared input/output data. It is then applied to the control of connected and automated vehicles (CAVs) in a mixed traffic environment with promising results demonstrated through comprehensive simulations.