Dynamic mode decomposition

About: Dynamic mode decomposition is a research topic. Over the lifetime, 1144 publications have been published within this topic receiving 29147 citations. The topic is also known as: DMD.

Dynamic mode decomposition of numerical and experimental data

Abstract: The description of coherent features of fluid flow is essential to our understanding of fluid-dynamical and transport processes. A method is introduced that is able to extract dynamic information from flow fields that are either generated by a (direct) numerical simulation or visualized/measured in a physical experiment. The extracted dynamic modes, which can be interpreted as a generalization of global stability modes, can be used to describe the underlying physical mechanisms captured in the data sequence or to project large-scale problems onto a dynamical system of significantly fewer degrees of freedom. The concentration on subdomains of the flow field where relevant dynamics is expected allows the dissection of a complex flow into regions of localized instability phenomena and further illustrates the flexibility of the method, as does the description of the dynamics within a spatial framework. Demonstrations of the method are presented consisting of a plane channel flow, flow over a two-dimensional cavity, wake flow behind a flexible membrane and a jet passing between two cylinders.

Spectral analysis of nonlinear flows

Abstract: We present a technique for describing the global behaviour of complex nonlinear flows by decomposing the flow into modes determined from spectral analysis of the Koopman operator, an infinite-dimensional linear operator associated with the full nonlinear system. These modes, referred to as Koopman modes, are associated with a particular observable, and may be determined directly from data (either numerical or experimental) using a variant of a standard Arnoldi method. They have an associated temporal frequency and growth rate and may be viewed as a nonlinear generalization of global eigenmodes of a linearized system. They provide an alternative to proper orthogonal decomposition, and in the case of periodic data the Koopman modes reduce to a discrete temporal Fourier transform. The Arnoldi method used for computations is identical to the dynamic mode decomposition recently proposed by Schmid & Sesterhenn (Sixty-First Annual Meeting of the APS Division of Fluid Dynamics, 2008), so dynamic mode decomposition can be thought of as an algorithm for finding Koopman modes. We illustrate the method on an example of a jet in crossflow, and show that the method captures the dominant frequencies and elucidates the associated spatial structures.

Spectral analysis of nonlinear flows

Abstract: We present a technique for describing the global behaviour of complex nonlinear flows by decomposing the flow into modes determined from spectral analysis of the Koopman operator, an infinite-dimensional linear operator associated with the full nonlinear system. These modes, referred to as Koopman modes, are associated with a particular observable, and may be determined directly from data (either numerical or experimental) using a variant of a standard Arnoldi method. They have an associated temporal frequency and growth rate and may be viewed as a nonlinear generalization of global eigenmodes of a linearized system. They provide an alternative to proper orthogonal decomposition, and in the case of periodic data the Koopman modes reduce to a discrete temporal Fourier transform. The Arnoldi method used for computations is identical to the dynamic mode decomposition recently proposed by Schmid & Sesterhenn (Sixty-First Annual Meeting of the APS Division of Fluid Dynamics, 2008), so dynamic mode decomposition can be thought of as an algorithm for finding Koopman modes. We illustrate the method on an example of a jet in crossflow, and show that the method captures the dominant frequencies and elucidates the associated spatial structures.

A Data-Driven Approximation of the Koopman Operator: Extending Dynamic Mode Decomposition

Abstract: The Koopman operator is a linear but infinite-dimensional operator that governs the evolution of scalar observables defined on the state space of an autonomous dynamical system and is a powerful tool for the analysis and decomposition of nonlinear dynamical systems In this manuscript, we present a data-driven method for approximating the leading eigenvalues, eigenfunctions, and modes of the Koopman operator The method requires a data set of snapshot pairs and a dictionary of scalar observables, but does not require explicit governing equations or interaction with a “black box” integrator We will show that this approach is, in effect, an extension of dynamic mode decomposition (DMD), which has been used to approximate the Koopman eigenvalues and modes Furthermore, if the data provided to the method are generated by a Markov process instead of a deterministic dynamical system, the algorithm approximates the eigenfunctions of the Kolmogorov backward equation, which could be considered as the “stochastic Koopman operator” (Mezic in Nonlinear Dynamics 41(1–3): 309–325, 2005) Finally, four illustrative examples are presented: two that highlight the quantitative performance of the method when presented with either deterministic or stochastic data and two that show potential applications of the Koopman eigenfunctions

On dynamic mode decomposition: Theory and applications

Abstract: Originally introduced in the fluid mechanics community, dynamic mode decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of nonlinear systems. However, existing DMD theory deals primarily with sequential time series for which the measurement dimension is much larger than the number of measurements taken. We present a theoretical framework in which we define DMD as the eigendecomposition of an approximating linear operator. This generalizes DMD to a larger class of datasets, including nonsequential time series. We demonstrate the utility of this approach by presenting novel sampling strategies that increase computational efficiency and mitigate the effects of noise, respectively. We also introduce the concept of linear consistency, which helps explain the potential pitfalls of applying DMD to rank-deficient datasets, illustrating with examples. Such computations are not considered in the existing literature but can be understood using our more general framework. In addition, we show that our theory strengthens the connections between DMD and Koopman operator theory. It also establishes connections between DMD and other techniques, including the eigensystem realization algorithm (ERA), a system identification method, and linear inverse modeling (LIM), a method from climate science. We show that under certain conditions, DMD is equivalent to LIM.