论文标题

促进稀疏性算法,以发现内容丰富的Koopman不变子空间

Sparsity-promoting algorithms for the discovery of informative Koopman invariant subspaces

论文作者

Pan, Shaowu, Arnold-Medabalimi, Nicholas, Duraisamy, Karthik

论文摘要

Koopman分解是对本征分解的非线性概括,并且越来越多地用于分析时空动力学。众所周知的技术,例如动态模式分解(DMD)及其线性变体为Koopman运算符提供近似值,并已在许多流体动态问题中广泛应用。 Despite being endowed with a richer dictionary of nonlinear observables, nonlinear variants of the DMD, such as extended/kernel dynamic mode decomposition (EDMD/KDMD) are seldom applied to large-scale problems primarily due to the difficulty of discerning the Koopman invariant subspace from thousands of resulting Koopman eigenmodes.为了解决这个问题,我们提出了一个基于多任务功能学习的框架,通过删除冗余和虚假的Koopman三胞胎来提取最有用的Koopman不变子空间。特别是,我们制定了一种修剪程序,以惩罚与线性进化的不同。这些算法可以看作是促进EDMD/KDMD扩展的稀疏性。此外,我们将KDMD扩展到连续的时间设置,并显示当前算法,促进性DMD和从非凸优化的角度来看的经验准则之间的关系。从简单的动力系统到不同雷诺数的二维圆柱尾流的示例,我们的算法的有效性得到了证明,并有三维湍流的船舶空中沃克流动。后两个问题的设计使得存在非常强的非线性瞬变,因此需要对Koopman操作员进行准确的近似。分析了潜在的物理机制,重点是表征瞬态动力学。将结果与现有的理论说明和数值近似值进行了比较。

Koopman decomposition is a non-linear generalization of eigen-decomposition, and is being increasingly utilized in the analysis of spatio-temporal dynamics. Well-known techniques such as the dynamic mode decomposition (DMD) and its linear variants provide approximations to the Koopman operator, and have been applied extensively in many fluid dynamic problems. Despite being endowed with a richer dictionary of nonlinear observables, nonlinear variants of the DMD, such as extended/kernel dynamic mode decomposition (EDMD/KDMD) are seldom applied to large-scale problems primarily due to the difficulty of discerning the Koopman invariant subspace from thousands of resulting Koopman eigenmodes. To address this issue, we propose a framework based on multi-task feature learning to extract the most informative Koopman invariant subspace by removing redundant and spurious Koopman triplets. In particular, we develop a pruning procedure that penalizes departure from linear evolution. These algorithms can be viewed as sparsity promoting extensions of EDMD/KDMD. Further, we extend KDMD to a continuous-time setting and show a relationship between the present algorithm, sparsity-promoting DMD, and an empirical criterion from the viewpoint of non-convex optimization. The effectiveness of our algorithm is demonstrated on examples ranging from simple dynamical systems to two-dimensional cylinder wake flows at different Reynolds numbers and a three-dimensional turbulent ship air-wake flow. The latter two problems are designed such that very strong nonlinear transients are present, thus requiring an accurate approximation of the Koopman operator. Underlying physical mechanisms are analyzed, with an emphasis on characterizing transient dynamics. The results are compared to existing theoretical expositions and numerical approximations.

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