M. Budisic: Analysis of Dynamical Systems Using The Koopman Operator Formalism

ANALYSIS OF DYNAMICAL SYSTEMS
USING THE KOOPMAN OPERATOR

FORMALISM
Marko Budišić (presenter)

Igor Mezić
16th USNC of TAM, July 2, 2010
State College, PA, USA
Igor had unexpected obligations that he had to give priority to.
First of all, I would like to thank AFOSR for their support to the research presented in this talk.
I will present an overview of two different methods for analyzing the behavior of dynamical systems,
which have theoretical grounding in operator theory of dynamical systems, and, in particular, the
Koopman operator.
Research was done by our group, in collaboration with Clarence Rowley, Andrzej Banaszuk, Yoshihiko
Susuki, Umesh Vaidya, and others - full list of references at the end.
Operator Theory and Dynamical Systems
Geometric Approach Change of objects in state space:

trajectories, invariant manifolds, etc.
Operator-theoretic Change of objects on state space:
Approach observables, measures
Focus: Spectral Analysis of

linear, infinite-dimensional operators,
induced by dynamical systems.
Perron-Frobenius Op. Koopman Op.
• Evolutionof measures • Evolutionof observables
• “Eulerian” picture • “Lagrangian” picture
Friday, July 2, 2010 Marko Budišić: Analysis of Dynamical Systems Using the Koopman Operator Formalism 2
The more common, geometric, analysis of dynamical systems focuses on change of objects IN the
state space. The operator-theoretic approach focuses on change of objects ON the state space.
We use spectral features of operators to:

A) Make conclusions about objects in state space,
B) analyze evolution of observables.
The Koopman Operator
[U f ](x) = (f ◦ T )(x) • infinite-dimensional

• linear(but NOT a linearization)
Dyn. system: T :M →M • bounded
• unitary on the attractor
Observable: f :M →C
n
!
i ωk
U= e i2πωk
PT + Uc
k=1
1
Two types of analyses:
• Eigenfunction analysis
• Expansions of observables into
eigenfunctions
[Mezić, Banaszuk, 2004]
Koopman operator tells us what happens to an observable one step in future – composition of
observable with the action of the dynamical system.
Unitarity on attractor enables the study of the operator through spectral decomposition.
The methods are based on:
1) Analysis of eigenfunctions
2) Analysis of expansions of observables into eigenfunctions
Time-averaging and invariant sets
(x, y) ∈ T2 , ε ∈ [0, 1)
Time-averaged Functions (TAF)
x+ = x + ε sin 2πy
0
PT f = f˜ U f˜ = f˜ y + = x + y + ε sin 2πy
N
! −1
1
f˜(x) := lim f (T (x)) n
N →∞ N
n=0
Level sets of a TAF form

a stationary partition of
the state space.
[Mezić, Wiggins, 1999]

To analyze eigenfunctions we will first have to construct them.

Eigenfunctions at 1 can be constructed by TIME AVERAGING – projection of an observable to 1-
eigenspace.
Level sets of eigenfunctions at 1 are invariant sets for dynamics.
Plotting of level sets in different colors reveals an invariant partition.
Different choices of observables result in different invariant partitions revealed.
Time-averaging and invariant sets
(x, y) ∈ T2 , ε ∈ [0, 1)
Time-averaged Functions (TAF)
x+ = x + ε sin 2πy
0
PT f = f˜ U f˜ = f˜ y + = x + y + ε sin 2πy
N
! −1
1
f˜(x) := lim f (T (x)) n
N →∞ N
n=0
Level sets of a TAF form

a stationary partition of
the state space.
Averaging different observables
reveals different invariant sets
in the state space.
[Mezić, Wiggins, 1999]
To analyze eigenfunctions we will first have to construct them.

Eigenfunctions at 1 can be constructed by TIME AVERAGING – projection of an observable to 1-
eigenspace.
Level sets of eigenfunctions at 1 are invariant sets for dynamics.
Plotting of level sets in different colors reveals an invariant partition.
Different choices of observables result in different invariant partitions revealed.
Application: New England Power Grid
Reduced order (mean angle) model:
δ̇ = ω
 
N
b ! !
ω̇ = pm − sin  eij cj cos Ωj t + δ 
N i=1
j∈J
Observable: f (δ, ω) = sin 2δ

•A modal perturbation could trigger Coherent Swing Instability.
• Analysis of spatially-averaged dynamics through a single-observable.
Level sets of f˜ [Susuki, Mezić, 2009]
Perturbation:
Dynamical system model of a ring of power generators and their deviation from the rest of the power
grid (the infinite bus).
Delta is the average deviation of the rotor position from the infinite bus. Blue dot is the normal
operating condition, the system is hit by a perturbation, which might induce the instability in the
system.
Size of invariant set denotes the size of deviation resulting from perturbation.
This analysis could be performed on a full scale model (or experimental data), just using the particular
observable.
Segue: In this case, a single observable sufficed for the analysis. What happens when we have multiple
observables?
Mesochronic Scatter Plots (MSP)
f1 (x, y) = cos(2πx + 7πy)
0.6
0.4
0.2
f2∗
0
f2∗
-0.2
-0.4
-0.6
-0.8
f2 (x, y) = cos(9πx + πy) -0.5 0 0.5
f1∗
f1∗ [Levnajić, Mezić, 2010]
Explain how the MSP is constructed.

Coloring based on a single observable corresponds to chosing color based on vertical or horizontal
strips in MSP.
Product of invariant partitions: divide MSP into boxes and color each box differently.
Takeaway:
1.trajectories that stay close together, end up close together in MSP
2.if trajectories are so close that they are in the same inv. set. for both observables, they get mapped
to the same point
3.dimension of MSP does not depend on the dimension of the state space
Segue: We could continue adding variables, and you can imagine this process of refinement: a) getting
unwieldy to visualize, b) limiting to something, so we turn to theory.
f1 (x, y) = cos(2πx + 7πy)
0.6
0.4
0.2
f2∗
0
f2∗
-0.2
-0.4
-0.6
-0.8
f2 (x, y) = cos(9πx + πy) -0.5 0 0.5
f1∗

strips in MSP.
Takeaway:
to the same point
f1 (x, y) = cos(2πx + 7πy)
0.6
0.4
0.2
f2∗
0
f2∗
-0.2
-0.4
-0.6
-0.8
f2 (x, y) = cos(9πx + πy) -0.5 0 0.5
f1∗

strips in MSP.
Takeaway:
to the same point
f1 (x, y) = cos(2πx + 7πy)
0.6
0.4
0.2
f2∗
0
f2∗
-0.2
-0.4
-0.6
-0.8
f2 (x, y) = cos(9πx + πy) -0.5 0 0.5
f1∗

strips in MSP.
Takeaway:
to the same point
f1 (x, y) = cos(2πx + 7πy)
0.6
0.4
0.2
f2∗
0
f2∗
-0.2
-0.4
-0.6
-0.8
f2 (x, y) = cos(9πx + πy) -0.5 0 0.5
f1∗

strips in MSP.
Takeaway:
to the same point
Ergodic Partition and Quotient Space
Ergodic Quotient Space: Limiting structure of the MSP.
Distinct ergodic sets mapped to distinct points in EQS.
Refining partitions by Properties of Ergodic Partition:
averaging more observables • Dynamics is ergodic on elements.
limits to the Ergodic Partition. • The finest invariant partition.
Metrization of EQS:
1 Observables span the space of
ϕk (x) = e2πi k·x
, k ∈ Zd
(2π)d/2 functions.
! "T
x !→ . . . ϕ̃k (x) ... Initial conditions are mapped
to sequences of time averages.
Φ̃ : M → hs (Zd , "."s )
! |ϕ̃k (x)|2 Negative-Sobolev norm
!Φ̃(x)!2s = " #s ,
k∈Zd 1 + (2π!k!2 )
2 (low-pass filter!)
[Budišić, Mezić, 2009]
If we would construct the MSP for a countably dense set of observables, we would obtain the Ergodic
Quotient Space.
A point in Ergodic Quotient Space corresponds to an ergodic set in the state space.
Collection of ergodic sets is the Ergodic Partition - the finest invariant partition, i.e., every other
invariant partition can be constructed by unions of ergodic sets.
If we start with a Fourier basis of observables, the EQS is isomorphic to a multisequence space.
We can endow this space with a weighted L2 norm, which corresponds to a negative Sobolev space
norm - it has a dynamical meaning.
NSN metric is equivalent to Empirical Distance that measures how long two trajectories stay close, on
average.
Segue: This is an infinite-dim space, however, as we have seen, structures might be remarkably low-
dimensional.
Ergodic Partition and Quotient Space
Ergodic Quotient Space: Limiting structure of the MSP.
Distinct ergodic sets mapped to distinct points in EQS.
Refining partitions by Properties of Ergodic Partition:
averaging more observables • Dynamics is ergodic on elements.
limits to the Ergodic Partition. • The finest invariant partition.
Metrization of EQS: Empirical Distance DS

1 compares average residence times
ϕk (x) = e2πi k·x
, k ∈ Zd of trajectories in spherical sets.
(2π)d/2
! "T
x !→ . . . ϕ̃k (x) ...
Φ̃ : M → hs (Zd , "."s ) x1 (t)
x2 (t)
! |ϕ̃k (x)|2
!Φ̃(x)!2s = " #s , DS (x, y) ∼ "Φ̃(x) − Φ̃(y)"s
2
k∈Zd 1 + (2π!k!2 )
[Budišić, Mezić, 2009] [Mathew, Mezić, 2010]
If we would construct the MSP for a countably dense set of observables, we would obtain the Ergodic
Quotient Space.
A point in Ergodic Quotient Space corresponds to an ergodic set in the state space.
Collection of ergodic sets is the Ergodic Partition - the finest invariant partition, i.e., every other
invariant partition can be constructed by unions of ergodic sets.
If we start with a Fourier basis of observables, the EQS is isomorphic to a multisequence space.
We can endow this space with a weighted L2 norm, which corresponds to a negative Sobolev space
norm - it has a dynamical meaning.
NSN metric is equivalent to Empirical Distance that measures how long two trajectories stay close, on
average.
Segue: This is an infinite-dim space, however, as we have seen, structures might be remarkably low-
dimensional.
Heat Diffusion as Surveying on EQS
Points on EQS as samples on a (lo-dim)

structure lying in hi-dim space.
Ergodic Coordinates:
Eigenfunctions of the heat equation
on the structure.
L2 distance is the Empirical Distance
between ergodic sets.
Diffusion Maps: Multiscale Analysis
of the EQS, from pairwise distances
between points.
Approximate EQS by a neighborhood
graph, and compute eigenvectors of a
discrete Laplacian on it.
[Coifman, Lafon, 2006]
Ergodic Coordinates unravel the Ergodic Quotient Space.

Each ergodic set is assigned coordinates based on heat flow directions along EQS.
Heat flow directions are computed using Diffusion Maps algorithm - a spectral computation.
The L2 distance in Ergodic Coordinates is the diffusion distance.
Ergodic Coordinate Embedding
Ergodic Coordinate Embedding Second ergodic coordinate
0.025
0.02
0.015
0.01
0.005
χ(2)
-0.005
-0.01
-0.015
-0.02
-0.03 -0.02 -0.01 0 0.01 0.02

χ(1)
First ergodic coordinate

Cf. MSP:
Goal for visualization of invariant partition is to achieve large variation of color in nearby ergodic sets.
Ergodic coordinate show multiscale property - first coordinates vary across large-scale features, while
later coordinates vary across smaller scale features. The more similar two coordinates are on larger
scales, the more similar first N coordinates they will have.
They have an effect of “unraveling” and straightening the EQS/MSP.
Potential application:
a) analysis of hi-dim systems with lo-dim ergodic partition
b) control design?
c) observable design?
Segue: Ergodic Coordinates have a particularly strong significance in “white box” cases -- we have
access to (a lot) of states, but don’t know what observables are relevant.
Ergodic Coordinate Embedding
Ergodic Coordinate Embedding Second ergodic coordinate
0.025
0.02
0.015
0.01
0.005
χ(2)
-0.005
-0.01
-0.015
-0.02
-0.03 -0.02 -0.01 0 0.01 0.02

χ(1)
First ergodic coordinate

Cf. MSP:
Goal for visualization of invariant partition is to achieve large variation of color in nearby ergodic sets.
Ergodic coordinate show multiscale property - first coordinates vary across large-scale features, while
later coordinates vary across smaller scale features. The more similar two coordinates are on larger
scales, the more similar first N coordinates they will have.
They have an effect of “unraveling” and straightening the EQS/MSP.
Potential application:
a) analysis of hi-dim systems with lo-dim ergodic partition
b) control design?
c) observable design?
Segue: Ergodic Coordinates have a particularly strong significance in “white box” cases -- we have
access to (a lot) of states, but don’t know what observables are relevant.
Application: Perturbed Spherical Hill Vortex
Ṙ = 2Rz + ε log R sin θ sin 2πt • Hamiltonian perturbation of an action-action-

z
ż = 1 − 4R − z + ε sin θ sin 2πt
2 angle map (KAM type system).
R
ε 2ε • Ergodic Coordinates reveal invariant tori that
θ̇ = + cos θ sin 2πt
R R exist at high perturbation values.
ε = 0.01 ε = 0.35
[Vaidya, Mezić, preprint 2010]

State space contains a positively-invariant torus. Images show Theta=0 section through that torus.
System was studied as an example of a KAM-type system, but at higher perturbations new invariant
structures were uncovered, without particular design of observable.
Segue: For the final part of this talk, we will shift our attention from analysis of eigenfunctions to
analysis of expansions INTO eigenfunctions.
Koopman Modes
Evolution of a g : M → CJ
v.v. observable g(xn ) = g(T n x) = U n g(x)
Efunction expansion   
.. ..
U ϕk = λ k ϕ k  .  ' ∞
.
g(x) = 
gj (x) =

vj  ϕk (x)
 
.. k=1 ..
. . k
   
Koopman modes .. ..
 .  ' ∞
. n
preserved during g(xn ) = gj (x n )= vj  λk ϕk (x)
   
the time evolution .. k=1 ..
. . k
Computation of • Record observable as system evolves.

Koopman modes • Use observables’ snapshots as a basis for
[Rowley, Mezić, 2009]

the Krylov subspace in Arnoldi algorithm.
Koopman Modes are a part of analysis of the observables. Understand the evolution of the observable
through coefficients of expansion in eigenfunctions of the Koopman.
Each KM corresponds to one eigenfunction of the Koopman operator.
For a single observable, KM is just the coefficient of expansion.
For a vector-valued observable, KM is a vector of such coefficients.
KM can be computed using Arnoldi algorithm.
Application: Jet in the Crossflow
Mixing by injection of fluid through a
hole into a steady cross-flow.
• DNS
• Flow vel. field is the observable
• 256 X 201 X 144 gridpoints
• 250 time snapshots
(a)
Spectral analysis of nonl

Ritz values: Koopman Mode D.S. Henningson
8 8 C.W.Rowley,
C.W. Rowley,I.I.Mezić,
Mezić,S.
S. Bagheri,
Bagheri, P.
P. Schlatter,
Schlatter, and
and D.S. Henningson
approx. Koopman spectrum magnitudes
400
(a) (b)
400
1 1
(a)(a) (b)
(b)
300
0.5 300
0.5
!v !
!vjj!
Im{λj } 200
Spectral analysis of nonlinear flows 9
m{λj } 0 200 Figure 3. Positive (red) and negative (blue) contour
0 nents of two Koopman modes. The wall is shown in g
St2 = 0.141. (b) Mode 6, with !v6 ! = 218 and St6 = 0
100
!0.5 100
!0.5
are compared to the frequencies obtained directly f
0 lines). The shedding frequencies and a number o
!1 00 0.03 0.06 0.09 0.12 0.15 0.18 0.21 0.24
!1 !1 !0.5 0 0.5 1 0 0.03 0.06 0.09 0.12 0.15 0.18 0.21 0.24 agreement with the frequencies of the Koopman
Re{λ } St
!1 !0.5 0
Re{λj }
j 0.5 1
Strouhal No.St
∼ Mode freq. Koopman eigenvalues match the frequencies for t
Figure 2. (a) The empirical Ritz values λj . The value3.
Figure corresponding
Positive (red) to the
andfirst Koopman
negative mode
(blue) shear-layer
contour mode
levels of (St = 0.14).
the streamwise Note compo-
velocity that the pro
Friday, July 2, 2010 Marko Budišić: Analysis of Dynamical Systems Using the Koopman Operatorfrequencies
Formalism at Mode
one spatial point, 12
is shown
Figure with
2. (a) Thetheempirical
blue symbol. (b) The
Ritz values λjmagnitudes
. The
nentsvalue of the Koopman
corresponding
of two Koopman to modes (expect
the first
modes. The wallthe
Koopman first
mode in gray. (a)
is shown 2, with !v2 !whereas
= 400 andthe Koop
is one)
shown at with
each frequency. In both (b)
the blue symbol. figures,
The the colors
magnitudes
St varyofsmoothly
2 = 0.141. the from
(b) Koopman
Mode 6, red to!v
modes
with white,
! = depending
6(expect 218the Stmodes
andfirst in the flow with time-periodic motion.
6 = 0.0175.
Extraction
one)on attheeach of
magnitude modes
of the
frequency. for a
In correspondingDNS
both figures, the fluid
mode. model in steady state.
colors vary smoothly from red to white, depending The streamwise velocity component u of Koopm
Level
on thesets of two
magnitude of thehighly energetic
corresponding mode. Koopman modes are shown. ure 3.fromEach mode
are compared to the frequencies obtained directly the Ritzrepresents
eigenvalues a flow
(red structure
vertical that
Ritzspectrum
valuesshows approximate
the frequencythe spectrum
content û (ω) of u- (t).
1
lines). The
1
indication
shedding
that system
The peak frequency
frequencies
corresponds
and a
was
number
close
the to attractor.
superposition
of higher of several
harmonics areofinthese
very modes
good result
Upperto a vortex
spectrum mode: shedding
shows coupling of wake
the frequency ofvortices
content
the shearwith
û (ω)
1 thelayer
ofStrouhal
u (t).
1 number
The peak
ring-vortices Stfrequency
andjet
≡ f D/V = 0.0174. vortices
corresponds
upright The high-frequency mode 2 (Figure 3(a)) can be as
In figureshedding
1(d,f), aofsecond probe located agreement
a few with the
jet diameters frequencies
along the of the Koopman
jetjettrajectory modes. In particular, the dominant
to
Lower a vortex
mode: shedding wake vortices
of the with
wall the Strouhal
vortices number
and coupling
St ≡ f D/Vto the = 0.0174.
jet along
body the jet trajectory there is first a formation
= (12,1(d,f),
6, 2), shows a second Koopman eigenvalues match the frequencies for the wall mode (St = 0.017) and the
x probeoscillation
located athat few canjet be identified withthe
the jetshedding of dissolve into
2
InP figure a second diameters along trajectory smaller scales due to viscous dissipat
2the shear-layer vortices. The peak frequency shear-layer
beats mode (St = 0.14). Note that the probe signals are local measures of the
xP = (12, 6, 2), shows a second oscillation that canwith
be St = 0.141with
identified whichthe is nearly
shedding oneofon the leeward side of the jet, there is a significant
order of magniture larger than the frequencies
low-frequency mode.at one
Notespatial
that point,
the peak whereas the Koopman eigenvalues correspond to global
frequencies
the shear-layer vortices. The peak frequency beats with St = 0.141 which is nearly oneThis indicates that the shear-layer vortices and the
of the
order of power
magniturespectra varythan
larger slightly
the depending modes
low-frequency on inthethe flow
location
mode. Notewith time-periodic
ofthat
the probe. motion.cillate with the same frequency. The spatial structu
the peak frequencies
of the power spectra vary slightly depending Theonandstreamwise
locationvelocity
thefrequencies component u of Koopman
of the probe. to those ofmodes
mode 22,and 6 are
as one shownsince
expects, in Fig-
the frequ
4.1. Koopman modes
ure 3. Each mode represents a flow structure that beats with one single frequency,
On the other hand, the low-frequency mode 6 and
In this section we compute 4.1. the Koopman
Koopman themodes
modes andand show of
frequencies
superposition that they directly
several of theseallow modes an results in the quasiperiodic global system.
identification of the various shedding frequencies. The empirical Ritz values λj3(a)) the scale
and can positive and negative streamwise velocity ne
In this section we compute the Koopman modes and show that they directly allow anwith shedding with
The high-frequency mode 2 (Figure be associated of thethe shear
wall layer However,
vortices. vortices; this m
empirical vectors vj of a sequence of flow-fields {u0 , u1 , . . . , um−1 } = {u(t = 200), u(t =
Application: Jet in the Crossflow
Mixing by injection of fluid through a
hole into a steady cross-flow.
• DNS
• Flow vel. field is the observable
• 256 X 201 X 144 gridpoints
• 250 time snapshots
(a)
Spectral analysis of nonl

Ritz values: Koopman Mode D.S. Henningson
8 8 C.W.Rowley,
C.W. Rowley,I.I.Mezić,
Mezić,S.
S. Bagheri,
Bagheri, P.
P. Schlatter,
Schlatter, and
and D.S. Henningson
approx. Koopman spectrum magnitudes
400
(a) (b)
400
1 1
(a)(a) (b)
(b)
300
0.5 300
0.5
!v !
!vjj!
Im{λj } 200
Spectral analysis of nonlinear flows 9
m{λj } 0 200 Figure 3. Positive (red) and negative (blue) contour
0 nents of two Koopman modes. The wall is shown in g
St2 = 0.141. (b) Mode 6, with !v6 ! = 218 and St6 = 0
100
!0.5 100
!0.5
are compared to the frequencies obtained directly f
0 lines). The shedding frequencies and a number o
!1 00 0.03 0.06 0.09 0.12 0.15 0.18 0.21 0.24
!1 !1 !0.5 0 0.5 1 0 0.03 0.06 0.09 0.12 0.15 0.18 0.21 0.24 agreement with the frequencies of the Koopman
Re{λ } St
!1 !0.5 0
Re{λj }
j 0.5 1
Strouhal No.St
∼ Mode freq. Koopman eigenvalues match the frequencies for t
Figure 2. (a) The empirical Ritz values λj . The value3.
Figure corresponding
Positive (red) to the
andfirst Koopman
negative mode
(blue) shear-layer
contour mode
levels of (St = 0.14).
the streamwise Note compo-
velocity that the pro
Friday, July 2, 2010 Marko Budišić: Analysis of Dynamical Systems Using the Koopman Operatorfrequencies
Formalism at Mode
one spatial point, 12
is shown
Figure with
2. (a) Thetheempirical
blue symbol. (b) The
Ritz values λjmagnitudes
. The
nentsvalue of the Koopman
corresponding
of two Koopman to modes (expect
the first
modes. The wallthe
Koopman first
mode in gray. (a)
is shown 2, with !v2 !whereas
= 400 andthe Koop
is one)
shown at with
each frequency. In both (b)
the blue symbol. figures,
The the colors
magnitudes
St varyofsmoothly
2 = 0.141. the from
(b) Koopman
Mode 6, red to!v
modes
with white,
! = depending
6(expect 218the Stmodes
andfirst in the flow with time-periodic motion.
6 = 0.0175.
Extraction
one)on attheeach of
magnitude modes
of the
frequency. for a
In correspondingDNS
both figures, the fluid
mode. model in steady state.
colors vary smoothly from red to white, depending The streamwise velocity component u of Koopm
Level
on thesets of two
magnitude of thehighly energetic
corresponding mode. Koopman modes are shown. ure 3.fromEach mode
are compared to the frequencies obtained directly the Ritzrepresents
eigenvalues a flow
(red structure
vertical that
Ritzspectrum
valuesshows approximate
the frequencythe spectrum
content û (ω) of u- (t).
1
lines). The
1
indication
shedding
that system
The peak frequency
frequencies
corresponds
and a
was
number
close
the to attractor.
superposition
of higher of several
harmonics areofinthese
very modes
good result
Upperto a vortex
spectrum mode: shedding
shows coupling of wake
the frequency ofvortices
content
the shearwith
û (ω)
1 thelayer
ofStrouhal
u (t).
1 number
The peak
ring-vortices Stfrequency
andjet
≡ f D/V = 0.0174. vortices
corresponds
upright The high-frequency mode 2 (Figure 3(a)) can be as
In figureshedding
1(d,f), aofsecond probe located agreement
a few with the
jet diameters frequencies
along the of the Koopman
jetjettrajectory modes. In particular, the dominant
to
Lower a vortex
mode: shedding wake vortices
of the with
wall the Strouhal
vortices number
and coupling
St ≡ f D/Vto the = 0.0174.
jet along
body the jet trajectory there is first a formation
= (12,1(d,f),
6, 2), shows a second Koopman eigenvalues match the frequencies for the wall mode (St = 0.017) and the
x probeoscillation
located athat few canjet be identified withthe
the jetshedding of dissolve into
2
InP figure a second diameters along trajectory smaller scales due to viscous dissipat
2the shear-layer vortices. The peak frequency shear-layer
beats mode (St = 0.14). Note that the probe signals are local measures of the
xP = (12, 6, 2), shows a second oscillation that canwith
be St = 0.141with
identified whichthe is nearly
shedding oneofon the leeward side of the jet, there is a significant
order of magniture larger than the frequencies
low-frequency mode.at one
Notespatial
that point,
the peak whereas the Koopman eigenvalues correspond to global
frequencies
the shear-layer vortices. The peak frequency beats with St = 0.141 which is nearly oneThis indicates that the shear-layer vortices and the
of the
order of power
magniturespectra varythan
larger slightly
the depending modes
low-frequency on inthethe flow
location
mode. Notewith time-periodic
ofthat
the probe. motion.cillate with the same frequency. The spatial structu
the peak frequencies
of the power spectra vary slightly depending Theonandstreamwise
locationvelocity
thefrequencies component u of Koopman
of the probe. to those ofmodes
mode 22,and 6 are
as one shownsince
expects, in Fig-
the frequ
4.1. Koopman modes
ure 3. Each mode represents a flow structure that beats with one single frequency,
On the other hand, the low-frequency mode 6 and
In this section we compute 4.1. the Koopman
Koopman themodes
modes andand show of
frequencies
superposition that they directly
several of theseallow modes an results in the quasiperiodic global system.
identification of the various shedding frequencies. The empirical Ritz values λj3(a)) the scale
and can positive and negative streamwise velocity ne
In this section we compute the Koopman modes and show that they directly allow anwith shedding with
The high-frequency mode 2 (Figure be associated of thethe shear
wall layer However,
vortices. vortices; this m
empirical vectors vj of a sequence of flow-fields {u0 , u1 , . . . , um−1 } = {u(t = 200), u(t =
Summary
Methods • identifying
invariant sets by averaging of observables
• Ergodic Quotient Space and ergodic coordinates
• Koopman mode analysis
Applications • swing instability of New England power grid

• jet in a crossflow
• perturbation of Hill spherical vortex
• ...?
Koopman Analysis
Familiar linear algorithms can be harnessed
to uncover features in full nonlinear
dynamics.
References
Mezić and Banaszuk. Comparison of systems with complex behavior. Physica D (2004)
Levnajić and Mezić. Ergodic Theory and Visualization I: Visualization of Ergodic

Partition and Invariant Sets. Chaos (to be published in 2010)
Susuki and Mezić. Ergodic Partition of Phase Space in Continuous Dynamical Systems.
Proc. 48th IEEE CDC, Shanghai, China (2009)
Budišić and Mezić. An Approximate Parametrization of the Ergodic Partition using Time
Averaged Observables. Proc. 48th IEEE CDC, Shanghai, China (2009)
Vaidya and Mezić. Existence of invariant tori in action-angle-angle maps with

degeneracy. (to be published)
Rowley, Mezić et al. Spectral analysis of nonlinear flows. Journal of Fluid Mechanics
(2009)

M. Budisic: Analysis of Dynamical Systems Using The Koopman Operator Formalism

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M. Budisic: Analysis of Dynamical Systems Using The Koopman Operator Formalism

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ANALYSIS OF DYNAMICAL SYSTEMS

USING THE KOOPMAN OPERATOR

Marko Budišić (presenter)

Geometric Approach Change of objects in state space:

Focus: Spectral Analysis of

We use spectral features of operators to:

[U f ](x) = (f ◦ T )(x) • infinite-dimensional

Level sets of a TAF form

[Mezić, Wiggins, 1999]

To analyze eigenfunctions we will first have to construct them.

Level sets of a TAF form

To analyze eigenfunctions we will first have to construct them.

Observable: f (δ, ω) = sin 2δ

Explain how the MSP is constructed.

Explain how the MSP is constructed.

Explain how the MSP is constructed.

Explain how the MSP is constructed.

Explain how the MSP is constructed.

Metrization of EQS: Empirical Distance DS

Points on EQS as samples on a (lo-dim)

Ergodic Coordinates unravel the Ergodic Quotient Space.

-0.03 -0.02 -0.01 0 0.01 0.02

First ergodic coordinate

-0.03 -0.02 -0.01 0 0.01 0.02

First ergodic coordinate

Ṙ = 2Rz + ε log R sin θ sin 2πt • Hamiltonian perturbation of an action-action-

[Vaidya, Mezić, preprint 2010]

Computation of • Record observable as system evolves.

[Rowley, Mezić, 2009]

Spectral analysis of nonl

Spectral analysis of nonl

Applications • swing instability of New England power grid

Levnajić and Mezić. Ergodic Theory and Visualization I: Visualization of Ergodic

Vaidya and Mezić. Existence of invariant tori in action-angle-angle maps with

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