Data Driven Modal Decompositions: Analysis and Enhancements

DOI10.1137/17M1144155zbMATH Open1398.65059arXiv1708.02685OpenAlexW2962782996MaRDI QIDQ3174790FDOQ3174790

Ryan Mohr, Igor Mezić, Zlatko Drmač

Publication date: 18 July 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: The Dynamic Mode Decomposition (DMD) is a tool of trade in computational data driven analysis of fluid flows. More generally, it is a computational device for Koopman spectral analysis of nonlinear dynamical systems, with a plethora of applications in applied sciences and engineering. Its exceptional performance triggered developments of several modifications that make the DMD an attractive method in data driven framework. This work offers further improvements of the DMD to make it more reliable, and to enhance its functionality. In particular, data driven formula for the residuals allows selection of the Ritz pairs, thus providing more precise spectral information of the underlying Koopman operator, and the well-known technique of refining the Ritz vectors is adapted to data driven scenarios. Further, the DMD is formulated in a more general setting of weighted inner product spaces, and the consequences for numerical computation are discussed in detail. Numerical experiments are used to illustrate the advantages of the proposed method, designated as DDMD_RRR (Refined Rayleigh Ritz Data Driven Modal Decomposition).

Full work available at URL: https://arxiv.org/abs/1708.02685

Recommendations

• scientific article; zbMATH DE number 6678650
• Data-driven spatiotemporal modal decomposition for time frequency analysis
• Modal additive models with data-driven structure identification
• scientific article
• 7 Data-driven methods for reduced-order modeling
• Modal decomposition of flow data via gradient-based transport optimization
• Dynamic mode decomposition of numerical and experimental data
• scientific article; zbMATH DE number 1163387
• A data-driven approximation of the koopman operator: extending dynamic mode decomposition

zbMATH Keywords

orthogonal decompositionKrylov subspacedynamic mode decompositionKoopman operatorSchur decompositionRayleigh-Ritz approximationoptimal mode decomposition

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Cites Work

• Algorithm 977
• Functions of Matrices
• Title not available (Why is that?)
• Title not available (Why is that?)
• Communication-optimal parallel and sequential QR and LU factorizations
• Dynamic mode decomposition of numerical and experimental data
• Spectral analysis of nonlinear flows
• Analysis of Fluid Flows via Spectral Properties of the Koopman Operator
• An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
• A general multipurpose interpolation procedure: The magic points
• Matrix algorithms. Vol. 2: Eigensystems
• Nonlinear Model Reduction via Discrete Empirical Interpolation
• Title not available (Why is that?)
• Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations
• Generalizing the Singular Value Decomposition
• Some theoretical comparisons of refined Ritz vectors and Ritz vectors
• Condition numbers and equilibration of matrices
• New Fast and Accurate Jacobi SVD Algorithm. I
• New Fast and Accurate Jacobi SVD Algorithm. II
• Pseudospectra of the Orr–Sommerfeld Operator
• Computing real square roots of a real matrix
• Reliable reduced-order models for time-dependent linearized Euler equations
• Stabilization of projection-based reduced order models for linear time-invariant systems via optimization-based eigenvalue reassignment
• MODEL REDUCTION FOR FLUIDS, USING BALANCED PROPER ORTHOGONAL DECOMPOSITION
• Refined iterative algorithms based on Arnoldi's process for large unsymmetric eigenproblems
• A Krylov--Schur algorithm for large eigenproblems
• The Matrix Eigenvalue Problem
• Polynomial characterizations of the approximate eigenvectors by the refined Arnoldi method and an implicitly restarted refined Arnoldi algorithm
• Comparison of systems with complex behavior
• Variants of dynamic mode decomposition: boundary condition, Koopman, and Fourier analyses
• Spectral properties of dynamical systems, model reduction and decompositions
• On dynamic mode decomposition: theory and applications
• Optimal mode decomposition for unsteady flows
• A Schur–Padé Algorithm for Fractional Powers of a Matrix
• Applications of the dynamic mode decomposition
• Koopman-mode decomposition of the cylinder wake
• A data-driven approximation of the koopman operator: extending dynamic mode decomposition
• An Improved Algorithm for Computing the Singular Value Decomposition
• An analysis of the Rayleigh-Ritz method for approximating eigenspaces
• Title not available (Why is that?)
• SYMMETRIC GAUGE FUNCTIONS AND UNITARILY INVARIANT NORMS
• Title not available (Why is that?)
• Three Absolute Perturbation Bounds for Matrix Eigenvalues Imply Relative Bounds
• Norms and exclusion theorems
• An improved algorithm for balanced POD through an analytic treatment of impulse response tails
• Title not available (Why is that?)
• Bounds for the smallest singular value of a Jordan block with an application to eigenvalue perturbation
• An accurate product SVD algorithm
• Title not available (Why is that?)
• Residuals of refined projection methods for large matrix eigenproblems
• New Accurate Algorithms for Singular Value Decomposition of Matrix Triplets
• Canonical correlations and generalized SVD: Applications and new algorithms
• Algorithm 945
• The generalized empirical interpolation method: stability theory on Hilbert spaces with an application to the Stokes equation
• A new selection operator for the discrete empirical interpolation method -- improved a priori error bound and extensions

Cited In (20)

• Two methods to approximate the Koopman operator with a reservoir computer
• Title not available (Why is that?)
• On the sample complexity of stabilizing linear dynamical systems from data
• Learning Low-Dimensional Dynamical-System Models from Noisy Frequency-Response Data with Loewner Rational Interpolation
• Jacobian-scaled K-means clustering for physics-informed segmentation of reacting flows
• Projected data assimilation using sliding window proper orthogonal decomposition
• A reduced order method for nonlinear parameterized partial differential equations using dynamic mode decomposition coupled with \(k\)-nearest-neighbors regression
• Koopman operator spectrum for random dynamical systems
• A LAPACK implementation of the dynamic mode decomposition
• Data Driven Koopman Spectral Analysis in Vandermonde--Cauchy Form via the DFT: Numerical Method and Theoretical Insights
• Rigorous data‐driven computation of spectral properties of Koopman operators for dynamical systems
• Consistent Dynamic Mode Decomposition
• Residual dynamic mode decomposition: robust and verified Koopmanism
• Modern Koopman Theory for Dynamical Systems
• Online Dynamic Mode Decomposition for Time-Varying Systems
• Prediction Accuracy of Dynamic Mode Decomposition
• Methods for Modal Model Quality Improvement — Measurement Data Pre-processing for Model Identification Process (part I)
• Surrogate modeling of time-domain electromagnetic wave propagation via dynamic mode decomposition and radial basis function
• Evaluating the accuracy of the dynamic mode decomposition
• On Least Squares Problems with Certain Vandermonde--Khatri--Rao Structure with Applications to DMD

Uses Software

• OpenFOAM
• modred
• mftoolbox

This page was built for publication: Data Driven Modal Decompositions: Analysis and Enhancements

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3174790)