Evaluating the accuracy of the dynamic mode decomposition

DOI10.3934/JCD.2020002zbMATH Open1448.37103arXiv1710.00745OpenAlexW2986214183MaRDI QIDQ2192452FDOQ2192452

Hao Zhang, Scott T. M. Dawson, Clarence W. Rowley, Eric A. Deem, Louis N. Cattafesta

Publication date: 17 August 2020

Published in: Journal of Computational Dynamics (Search for Journal in Brave)

Abstract: Dynamic mode decomposition (DMD) gives a practical means of extracting dynamic information from data, in the form of spatial modes and their associated frequencies and growth/decay rates. DMD can be considered as a numerical approximation to the Koopman operator, an infinite-dimensional linear operator defined for (nonlinear) dynamical systems. This work proposes a new criterion to estimate the accuracy of DMD on a mode-by-mode basis, by estimating how closely each individual DMD eigenfunction approximates the corresponding Koopman eigenfunction. This approach does not require any prior knowledge of the system dynamics or the true Koopman spectral decomposition. The method may be applied to extensions of DMD (i.e., extended/kernel DMD), which are applicable to a wider range of problems. The accuracy criterion is first validated against the true error with a synthetic system for which the true Koopman spectral decomposition is known. We next demonstrate how this proposed accuracy criterion can be used to assess the performance of various choices of kernel when using the kernel method for extended DMD. Finally, we show that our proposed method successfully identifies modes of high accuracy when applying DMD to data from experiments in fluids, in particular particle image velocimetry of a cylinder wake and a canonical separated boundary layer.

Full work available at URL: https://arxiv.org/abs/1710.00745

zbMATH Keywords

model selectionreduced order modelingdata-driven methodsdynamic mode decompositionKoopman operator

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Linear composition operators (47B33) Numerical problems in dynamical systems (65P99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Online Dynamic Mode Decomposition for Time-Varying Systems
• Dynamic mode decomposition of numerical and experimental data
• Spectral analysis of nonlinear flows
• Variable Projection Methods for an Optimized Dynamic Mode Decomposition
• Variants of dynamic mode decomposition: boundary condition, Koopman, and Fourier analyses
• On dynamic mode decomposition: theory and applications
• Optimal mode decomposition for unsteady flows
• A kernel-based method for data-driven Koopman spectral analysis
• A data-driven approximation of the koopman operator: extending dynamic mode decomposition
• Model Reduction for Flow Analysis and Control
• Radial kernels and their reproducing kernel Hilbert spaces
• Recursive dynamic mode decomposition of transient and post-transient wake flows
• An improved criterion to select dominant modes from dynamic mode decomposition
• Data Driven Modal Decompositions: Analysis and Enhancements

Cited In (3)

• Sparsity-promoting algorithms for the discovery of informative Koopman-invariant subspaces
• Residual dynamic mode decomposition: robust and verified Koopmanism
• Data-driven operator theoretic methods for phase space learning and analysis

Uses Software

• odmd
• PRMLT

Recommendations

• Dynamic mode decomposition of numerical and experimental data 👍 👎
• On dynamic mode decomposition: theory and applications 👍 👎
• Applications of the dynamic mode decomposition 👍 👎
• Dynamic Mode Decomposition and Its Variants 👍 👎
• Generalizing dynamic mode decomposition: balancing accuracy and expressiveness in Koopman approximations 👍 👎
• Robust and Scalable Methods for the Dynamic Mode Decomposition 👍 👎
• An improved criterion to select dominant modes from dynamic mode decomposition 👍 👎
• Consistent Dynamic Mode Decomposition 👍 👎
• Prediction Accuracy of Dynamic Mode Decomposition 👍 👎
• Dynamic Mode Decomposition: A New Approach for Computing the DMD Modes and Eigenvalues 👍 👎

This page was built for publication: Evaluating the accuracy of the dynamic mode decomposition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2192452)