Coupled and uncoupled dynamic mode decomposition in multi-compartmental systems with applications to epidemiological and additive manufacturing problems

Abstract

Dynamic Mode Decomposition (DMD) is an unsupervised machine learning method that has attracted considerable attention in recent years owing to its equation-free structure, ability to easily identify coherent spatio-temporal structures in data, and effectiveness in providing reasonably accurate predictions for certain problems, particularly over short-to-medium time frames. Despite these successes, the application of DMD to certain problems featuring highly nonlinear transient dynamics remains challenging. In such cases, DMD may not only fail to provide acceptable predictions but may indeed fail to recreate the data in which it was trained, restricting its application to diagnostic purposes (i.e., feature identification and extraction). For many such problems in the biological and physical sciences, the structure of the system obeys a compartmental framework, in which the transfer of mass, energy, or some other quantity of interest within the system moves across states. In these cases, the behavior of the system may not be accurately recreated by applying DMD to a single quantity within the system, as proper knowledge of the system dynamics, even for a single compartment, requires that the behavior of other compartments is taken into account in the DMD process. In the present work, we demonstrate, theoretically and numerically, that, when performing DMD on a fully coupled PDE system with compartmental structure, one may recover useful predictive behavior, even when DMD performs poorly when acting compartment-wise. We also establish that important physical quantities, such as mass conservation, are maintained in the coupled-DMD extrapolation. The mathematical and numerical analysis suggests that DMD, properly applied, may be a powerful tool for this common class of problems In particular, we show interesting numerical applications to a continuous delayed-SIRD model for Covid-19, and to a problem from additive manufacturing considering a nonlinear temperature field and the resulting change of material phase from powder, liquid, and solid states.