We consider the frequency domain form of proper orthogonal decomposition (POD) called spectral proper orthogonal decomposition (SPOD). Spectral POD is derived from a space-time POD problem for statistically stationary flows and leads to modes that each oscillate at a single frequency. This form of POD goes back to the original work of Lumley (Stochastic tools in turbulence, Academic Press, 1970), but has been overshadowed by a space-only form of POD since the 1990s. We clarify the relationship between these two forms of POD and show that SPOD modes represent structures that evolve coherently in space and time while space-only POD modes in general do not. We also establish a relationship between SPOD and dynamic mode decomposition (DMD); we show that SPOD modes are in fact optimally averaged DMD modes obtained from an ensemble DMD problem for stationary flows. Accordingly, SPOD modes represent structures that are dynamic in the same sense as DMD modes but also optimally account for the statistical variability of turbulent flows. Finally, we establish a connection between SPOD and resolvent analysis. The key observation is that the resolvent-mode expansion coefficients must be regarded as statistical quantities to ensure convergent approximations of the flow statistics. When the expansion coefficients are uncorrelated, we show that SPOD and resolvent modes are identical. Our theoretical results and the overall utility of SPOD are demonstrated using two example problems: the complex Ginzburg-Landau equation and a turbulent jet.

If the square matrix A is real, its eigenvalues are either real or come in complex conjugate pairs. c In such case, A is called diagonalizable or non-defective. If A is defective, we have A = V JV −1 with J being the canonical Jordan form [31,33].

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Informed by LES data and resolvent analysis of the mean flow, we examine the structure of turbulence in jets in the subsonic, transonic, and supersonic regimes. Spectral (frequency-space) proper orthogonal decomposition is used to extract energy spectra and decompose the flow into energy-ranked coherent structures. The educed structures are generally well predicted by the resolvent analysis. Over a range of low frequencies and the first few azimuthal mode numbers, these jets exhibit a low-rank response characterized by Kelvin-Helmholtz (KH) type wavepackets associated with the annular shear layer up to the end of the potential core and that are excited by forcing in the very-near-nozzle shear layer. These modes too the have been experimentally observed before and predicted by quasi-parallel stability theory and other approximations-they comprise a considerable portion of the total turbulent energy. At still lower frequencies, particularly for the axisymmetric mode, and again at high frequencies for all azimuthal wavenumbers, the response is not low rank, but consists of a family of similarly amplified modes. These modes, which are primarily active downstream of the potential core, are associated with the Orr mechanism. They occur also as sub-dominant modes in the range of frequencies dominated by the KH response. Our global analysis helps tie together previous observations based on local spatial stability theory, and explains why quasiparallel predictions were successful at some frequencies and azimuthal wavenumbers, but failed at others.