2019
DOI: 10.1016/j.jcp.2018.12.012
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A parallel and streaming Dynamic Mode Decomposition algorithm with finite precision error analysis for large data

Abstract: A novel technique based on the Full Orthogonalization Arnoldi (FOA) is proposed to perform Dynamic Mode Decomposition (DMD) for a sequence of snapshots. A modification to FOA is presented for situations where the matrix A is unknown, but the set of vectorsThe modified FOA is the kernel for the proposed projected DMD algorithm termed, FOA based DMD. The proposed algorithm to compute DMD modes and eigenvalues i) does not require Singular Value Decomposition (SVD) for snapshot matrices X with κ 2 (X) ≪ 1/ǫ m , wh… Show more

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Cited by 16 publications
(11 citation statements)
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“…DMD is a useful tool to isolate the regions associated with a particular frequency and provide information on system dynamics. For the present work, we use a novel DMD algorithm developed by Anantharamu & Mahesh (2019) that is suitable for analysis of large datasets. The basic idea behind DMD is that the set of snapshot vectors of flow variables can be written as a linear combination of DMD modes as where are the eigenvalues of the projected linear mapping and are the th entries of the first vector .…”
Section: Resultsmentioning
confidence: 99%
“…DMD is a useful tool to isolate the regions associated with a particular frequency and provide information on system dynamics. For the present work, we use a novel DMD algorithm developed by Anantharamu & Mahesh (2019) that is suitable for analysis of large datasets. The basic idea behind DMD is that the set of snapshot vectors of flow variables can be written as a linear combination of DMD modes as where are the eigenvalues of the projected linear mapping and are the th entries of the first vector .…”
Section: Resultsmentioning
confidence: 99%
“…The obtained modes and their eigenvalues capture the system dynamics. We use a novel DMD algorithm developed by Anantharamu & Mahesh (2019) that has low computational cost and low memory requirements. The basic idea behind DMD is that the set of observable vectors (snapshot vectors of flow variables) {ψ i } N −1 i=1 can be written as a linear combination of DMD modes {φ i } N −1 i=1 as…”
Section: Dynamic Mode Decompositionmentioning
confidence: 99%
“…where λ j are the eigenvalues of the projected linear mapping and c j are the j th entry of the first vector ψ 1 . The complete derivation of the algorithm can be seen in Anantharamu & Mahesh (2019). For the cyclic and non-cavitating regime around N = 200 snapshots of the flow field were taken with ∆t/(D/u ∞ ) = 0.1 between them, while N = 400 snapshots with ∆t/(D/u ∞ ) = 0.5 were taken for the transitional regimes.…”
Section: Dynamic Mode Decompositionmentioning
confidence: 99%
“…Before applying sDMD to the three aforementioned datasets, we first compare classical and streaming DMD implementations in terms of their respective memory consumption for a publicly available dataset [31] that has been extensively used for testing and validation purposes in the literature [2,9]. Subsequently, we use this dataset to test DMD in conjunction with a coarsening interpolation scheme designed to reduce the computational effort when analyzing data of high spatial dimension M, as will be the case for turbulent flows.…”
Section: Validationmentioning
confidence: 99%
“…Therefore, only a few studies so far have applied DMD to highly turbulent flows. These constraints can be circumvented by a DMD implementation that allows for incremental data updates [2,19,63], such that the DMD calculation proceeds alongside the main data acquisition process such as Direct Numerical Simulations (DNS) or real-time Particle Image Velocimetry. Streaming DMD (sDMD) [19] is such a method, which requires only two data samples at a given instant in time and converges to the same results as classical DMD. In what follows we focus on sDMD as a promising method for the analysis of turbulent flows.…”
Section: Introductionmentioning
confidence: 99%