Data-driven time-scale separation of ODE right-hand sides using dynamic mode decomposition and time delay embedding

Abstract: Multi-physics simulation often involve multiple different scales. The ARKODE ODE solver package in the SUNDIALS library addresses multi-scale problems with a multi-rate time-integrator that can work with a right-hand side that has fast scale and slow scale components. In this report, we use dynamic mode decomposition and time delay embedding to extract the fast and and slow components of the right-hand sides of a simple ODE from data. We then use the extracted components to solve the ODE with ARKODE. Finally, to move towards a real-world use case, we attempt to extract fast and slow scale dynamics from synthetic seismic modeling data.