I. Mezic: Spectral Theory of Nonlinear Fluid Flows Based On The Koopman Operator

Spectral Theory of Nonlinear Fluid Flows Based on the Koopman operator
Igor Mezi
(presenter: Marko Budii)
IUTAM Symposium on 50 Years of Chaos Kyoto, 30 Nov 2011
Mixing and transport in engineering
Integrated Building Systems
Energy Efciency in Transportation
Microuidics and drug discovery
Unifying challenges: 3-D. Finite-time. Actively controlled.
Drifting sensors in geophysical ows

Wednesday, Nov 30, 2011 Igor Mezi; Spectral Theory of Nonlinear Flows using the Koopman Operator (presenter: Marko Budii)
2
Introduction
Key concepts

Ergodic-theory-based Visualization Methods Mesohyperbolicity Quantifying ergodicity and mixing Control-theory linked with ergodictheory based methods
Featured technical tools:
choice of measurement functions, observables averaging spectral quantities
Wednesday, Nov 30, 2011
Igor Mezi; Spectral Theory of Nonlinear Flows using the Koopman Operator (presenter: Marko Budii)
Operator theory: history

B.O. Koopman and J. von Neumann, Dynamical Systems of Continuous Spectra, PNAS (1932) Motivation: Mixing Operator and Measure Theory Necessary Low-DOF Systems Measure-theoretic (modern) mixing
Operator theory: history

B.O. Koopman and J. von Neumann, Dynamical Systems of Continuous Spectra, PNAS (1932) Motivation: Mixing Operator and Measure Theory Necessary Low-DOF Systems Measure-theoretic (modern) mixing
Two operators:
Perron-Frobenius (transfer) Operator: dynamics of measures
Lasota and Mackey, Chaos, fractals, and noise: stochastic aspects of dynamics, David Ruelle, Lai-Sang Young, Vivian Baladi, Michael Dellnitz, Oliver Junge, Erik Bollt, Gary Froyland
Koopman Operator: dynamics of observables Stay tuned...

Operator theory: setup

Observables:
Koopman operator:
f :M C
Iterative map (discrete time)
U f (x) = [f T ](x), T : M M
B.O. Koopman Hamiltonian Systems and Transformations in Hilbert Space, PNAS (1931)

Observables:
Koopman operator:
f :M C
Iterative map (discrete time) Flow (continuous time) ODE
U f (x) = [f T ](x), T : M M
U t f (x) = [f t ](x), t : M M f + v f = 0, x = v(x) t
Koopman o. is a linear operator capturing the full nonlinear ow.

Observables:
Koopman operator:
f :M C
Iterative map (discrete time) Flow (continuous time) ODE
U f (x) = [f T ](x), T : M M
U t f (x) = [f t ](x), t : M M f + v f = 0, x = v(x) t
Koopman o. is a linear operator capturing the full nonlinear ow.

On the attractor, U is unitary and admits a spectral decomposition.
i
1
U = Up + Uc ei2j PT j Up =
j
orthogonal projections to algebraic eigenspaces
Visualization: Koopman Modes
Identication of natural modes of dynamics

Evolution of physically motivated observables
g : M CJ g(xn ) = g(T n x) = U n g(x)

Evolution of physically motivated observables Expansion in Koopman eigenfunctions
U k = k k
g : M CJ g(xn ) = g(T n x) = U n g(x) . . . . . . vj k (x) g(x) = gj (x) = . . k=1 . . . .

k

U k = k k
. . . . . . Koopman modes vj n k (x) are coefcients of expansion g(xn ) = gj (xn ) = k . . k=1 and are time-invariant. . . . .
k

k

U k = k k
. . . . . . Koopman modes vj n k (x) are coefcients of expansion g(xn ) = gj (xn ) = k . . k=1 and are time-invariant. . . . .
k

k
Computation of Koopman modes

Record observable as system evolves. Use observables snapshots as a basis for the Krylov subspace in Arnoldi algorithm.
6
C.W. Rowley, I. Mezic, S. Bagheri, P. Schlatter, and D.S. Henningson JFM 2009 )
Coherent features in physical space
Mixing by injection of uid through a hole into a steady cross-ow. DNS Observable: pointwise (Eulerian) (a) velocities 256 X 201 X 144 gridpoints Spectral analysis of nonl 250 time snapshots
Ritz values: Rowley, I. Mezi, S. Bagheri, Koopman Mode D.S. Henningson C.W. Schlatter, and 8 8 C.W. Rowley, I. Mezic S. Bagheri, P. Schlatter, and D.S. Henningson c, approx. Koopman spectrum magnitudes 400
(a) (a)
0.5 0.5
(a)
(b)
1 1
400
(b) (b)
300 300
Im{ } m{j } j 0
0
!0.5 !0.5
vj vj
200 200 100 100 0 00 0
Spectral analysis of nonlinear ows
Figure 3. Positive (red) and negative (blue) contour nents of two Koopman modes. The wall is shown in g St2 = 0.141. (b) Mode 6, with v6 = 218 and St6 = 0
are compared to the frequencies obtained directly f lines). The shedding frequencies and a number o 0.03 0.06 0.09 0.12 0.15 0.18 0.21 0.24 !1 !1 !0.5 0 0.5 1 0.03 0.06 0.09 0.12 0.15 0.18 0.21 0.24 agreement with the frequencies of the Koopman !1 Re{j } 0.5 St !1 !0.5 0 1 Koopman eigenvalues match the frequencies for t Strouhal No. Mode freq. Re{j } St mode (St = 0.14). Note that the pro Figure 2. (a) The empirical Ritz values j . The value corresponding to the rst Koopman mode shear-layer of the streamwise velocity compoFigure 3. Positive (red) and negative (blue) contour levels Wednesday, Nov 30, 2011 Igor Mezi; Spectral Theory of Nonlinear Flows using the Koopman Operator (presenter: Marko Budii)at one spatial point, whereas the Koop 7 frequencies(a) Mode 2, with v2 = 400 and is shown with the blue symbol. (b) The . The value corresponding to the rst Koopman rst Figure 2. (a) The empirical Ritz values jmagnitudes twothe Koopman modesThe wallthe shown in gray. nents of of Koopman modes. (expect is mode
Visualization: Ergodic Partition
Coherent features in the state space

Analytic (visualization): 3D: plotting trajectories is messy 3D+time: even Poincar map is 3D nD: how do you take a 2D slice? in nD how do you take a 2D slice? Design:
It matters WHAT we identify as coherent structure. Ergodic invariant sets identify regions between which mixing is slow/nonexistent.
9 8

Trajectory-averaged functions (TAF)
0 PT f
(x, y) T2 , [0, 1) x+ = x + sin 2y y + = x + y + sin 2y
=f
Uf = f
N 1 n=0
(x) := lim 1 f N N
f (T n (x))
Level sets of a TAF form a stationary partition of the state space. Choice of observables is not physically motivated.
[Mezi, Wiggins, 1999]

9

Trajectory-averaged functions (TAF)
0 PT f
(x, y) T2 , [0, 1) x+ = x + sin 2y y + = x + y + sin 2y
=f
Uf = f
N 1 n=0
(x) := lim 1 f N N
f (T n (x))
Level sets of a TAF form a stationary partition of the state space. Choice of observables is not physically motivated. Averaging different observables reveals different invariant sets in the state space.
[Mezi, Wiggins, 1999]
9

f1 (x, y) = cos(2x + 7y)
0.6
0.4
0.2
f2
f2
-0.2
-0.4
-0.6
f2 (x, y) = cos(9x + y)
-0.8 -0.5
f1
0 f1
0.5
[Levnaji, Mezi, 2010]

f1 (x, y) = cos(2x + 7y)
0.6
0.4
0.2
f2
f2
-0.2
-0.4
-0.6
f2 (x, y) = cos(9x + y)
-0.8 -0.5
f1
0 f1
0.5

f1 (x, y) = cos(2x + 7y)
0.6
0.4
0.2
f2
f2
-0.2
-0.4
-0.6
f2 (x, y) = cos(9x + y)
-0.8 -0.5
f1
0 f1
0.5

f1 (x, y) = cos(2x + 7y)
0.6
0.4
0.2
f2
f2
-0.2
-0.4
-0.6
f2 (x, y) = cos(9x + y)
-0.8 -0.5
f1
0 f1
0.5

f1 (x, y) = cos(2x + 7y)
0.6
0.4
0.2
f2
f2
-0.2
-0.4
-0.6
f2 (x, y) = cos(9x + y)
-0.8 -0.5
f1
0 f1
0.5

Ergodic partition: partition into smallest invariant sets ergodic sets.
limit with innity of observables
Any coherent structure will be made up of ergodic sets
Ergodic quotient: representation of the ergodic partition as a subset of a sequence space.

0.6 0.4 0.2
0
f2
limit with innity of observables
-0.2
-0.4
Sequences are easy, just remember Fourier coefcients.
-0.6
-0.8 -0.5
0 f1
0.5
[Budii, Mezi, submitted to Physica D, 2012]

11
Swirled Unsteady Hills Vortex

Hills Vortex Perturbation 2R sin R 2Rz z = 1 4R z 2 + z sin sin 2t 2R c 2 cos 2R Swirl
(R, z, ) R+ R T
=c>0
[Budii, Mezi, see poster presentation]

Perturbation 2R sin R 2Rz z = 1 4R z 2 + z sin sin 2t 2R c 2 cos 2R Swirl Hills Vortex
Small perturbation: KAM behavior
(R, z, ) R+ R T
=c>0

Perturbation 2R sin R 2Rz z = 1 4R z 2 + z sin sin 2t 2R c 2 cos 2R Swirl Hills Vortex
Small perturbation: KAM behavior
(R, z, ) R+ R T
Large perturbation: new bifurcation uncovered

= c = 0.2800
z =c>0
Mesohyperbolicity
Mesohyperbolicity

Choice of observables is physically motivated: Lagrangian velocity. Averaging time is nite.
Poje, Haller, Mezi, Phys. Flu. , 1999

13
Mesohyperbolicity
Goal: deduce properties of the nite-time ow, by studying only averaged velocity.
x(t0 + T ) = x(t0 ) +
t0 +T t0
v[t0 + , 0 (x0 )]d t
Finite time transport
1 v(x0 , t0 , T ) = T
t0 +T t0
v[t0 + , 0 (x0 )]d t
Averaged velocity
x(t0 + T ) = x(t0 ) + T v(x0 , t0 , T )
x(t0 ) x(t0 + T )
J(x0 , t0 , T ) = Dt0 +T (x) t0 (x0 , t0 , T ) v
t0
t +T 0
Time-sampling: from ODE to a map using averaged velocity
Denes hyperbolicity/ellipticity. Practically accessible.

14
Mesohyperbolicity
t +T Spectral properties of J(x0 , t0 , T ) = Dt0 (x) 0
i
Mesoellipticity
1
meso mean, average mesohyperbolic hyperbolic on average mesoelliptic elliptic on average Essentially, a nite-time analogues of known behaviors.
Mesohyperbolicity
Mesoellipticity
Incompressibility constrains the spectrum.
15
Mesohyperbolicity
i
Mesoellipticity
1
Mesohyperbolicity
Mesoellipticity
v Translated to (x0 , t0 , T )
Mesohyperbolicity
(T 2 det (x0 , t0 , T ) 4) det (x0 , t0 , T ) > 0 v v
4 T2
Mesoellipticity
Mesoellipticity
(T det (x0 , t0 , T ) 4) det (x0 , t0 , T ) < 0 v v
2
det v
Mesohyperbolicity
Mesohyperbolicity
15
Mesohyperbolicity
i
Mesoellipticity
1
Mesohyperbolicity
Mesoellipticity
v Translated to (x0 , t0 , T )
Mesohyperbolicity
(T 2 det (x0 , t0 , T ) 4) det (x0 , t0 , T ) > 0 v v
4 T2
Mesoellipticity
Mesoellipticity
(T det (x0 , t0 , T ) 4) det (x0 , t0 , T ) < 0 v v
2
det v
Mesohyperbolicity
Mesohyperbolicity
Compared to LCS, provides distinction between elliptic/hyperbolic.

15
Mesohyperbolicity
Sanity check: cellular gyres

det v
Mesohyperbolicity
Steady
Mesoellipticity Mesohyperbolicity
Mesohyperbolicity Mesoellipticity Mesohyperbolicity
Unsteady
Mesohyperbolicity
Success story: Gulf Oil Spill transport route prediction
With P. Hogan ONR Stennis, Science (Express), 2010

Controlling Mixing and Ergodicity
Ergodicity and mixing: From yes/no to continuous indicators
Example: Ergodicity
Classically: two trajectories are in the same ergodic set if for any given observable there is no difference in averages along trajectories. Continuous criterion: measure how much different the time-averages are.
Time
Question: how do we quantify how much different?

Cf. work with Scott, Redd, Kuznetsov, Jones, Physica D 238, 1668-1679
18
Criterion: Sobolev norms

Finite-time averages of observables FTA are weak representatives of empirical measures We can compare them to target measure we want to sample
N 1 1 WN f (x) = f (T n (x)) N n=0
WN f (x) f, x
WN f (x) f,
Sobolev norm can be used as the continuous criterion:
c (t) =
Observables:
kZd
fk = exp(ik x)
(k)s |WN fk (x) fk , |2

Weight:
c(t) 0
(k) = (1 + |k|2 )
Choice of the target measure and negative order s determine the effect of the criterion.
19
Application: Searching an area by UAVs

Second-order dynamics Optimal feedback criterion in a closed form
Future: apply it to navigation of ocean/sea drifters
20
Summary and Conclusions

Koopman has a place in dynamical transport! (just Google it) New visualization techniques based on spectral properties of the Koopman operator. Moving away from YES/NO concepts of ergodicity and mixing to continuous analogues: opportunities for control. Meso-____: criteria for nite-time analogues for hyperbolicity and ellipticity.
Acknowledgments: Zoran Levnaji, M. Budii (visualization), George Mathew (Ergodicity and Mixing) L. Petzold, U.Vaidya, S. Grivopoulos, F. Bottausci (microuidics experiment) Funding: ONR, AFOSR, DARPA
21

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Spectral Theory of Nonlinear Fluid Flows Based on the Koopman operator

Mixing and transport in engineering

Integrated Building Systems

Energy Efciency in Transportation

Microuidics and drug discovery

Unifying challenges: 3-D. Finite-time. Actively controlled.

Drifting sensors in geophysical ows

choice of measurement functions, observables averaging spectral quantities

Wednesday, Nov 30, 2011

Operator theory: history

Wednesday, Nov 30, 2011

Operator theory: history

Koopman Operator: dynamics of observables Stay tuned...

Operator theory: setup

Wednesday, Nov 30, 2011

Operator theory: setup

U t f (x) = [f t ](x), t : M M f + v f = 0, x = v(x) t

Koopman o. is a linear operator capturing the full nonlinear ow.

Wednesday, Nov 30, 2011

Operator theory: setup

U t f (x) = [f t ](x), t : M M f + v f = 0, x = v(x) t

Koopman o. is a linear operator capturing the full nonlinear ow.

orthogonal projections to algebraic eigenspaces

Wednesday, Nov 30, 2011

Visualization: Koopman Modes

Identication of natural modes of dynamics

g : M CJ g(xn ) = g(T n x) = U n g(x)

Wednesday, Nov 30, 2011

Visualization: Koopman Modes

Identication of natural modes of dynamics

g : M CJ g(xn ) = g(T n x) = U n g(x) . . . . . . vj k (x) g(x) = gj (x) = . . k=1 . . . .

Wednesday, Nov 30, 2011

Visualization: Koopman Modes

Identication of natural modes of dynamics

g : M CJ g(xn ) = g(T n x) = U n g(x) . . . . . . vj k (x) g(x) = gj (x) = . . k=1 . . . .

Wednesday, Nov 30, 2011

Visualization: Koopman Modes

Identication of natural modes of dynamics

g : M CJ g(xn ) = g(T n x) = U n g(x) . . . . . . vj k (x) g(x) = gj (x) = . . k=1 . . . .

Computation of Koopman modes

Visualization: Koopman Modes

Coherent features in physical space

Spectral analysis of nonlinear ows

Visualization: Ergodic Partition

Coherent features in the state space

Wednesday, Nov 30, 2011

Visualization: Ergodic Partition

(x, y) T2 , [0, 1) x+ = x + sin 2y y + = x + y + sin 2y

[Mezi, Wiggins, 1999]

Visualization: Ergodic Partition

(x, y) T2 , [0, 1) x+ = x + sin 2y y + = x + y + sin 2y

Visualization: Ergodic Partition

[Levnaji, Mezi, 2010]

Visualization: Ergodic Partition

[Levnaji, Mezi, 2010]

Visualization: Ergodic Partition

[Levnaji, Mezi, 2010]

Visualization: Ergodic Partition

[Levnaji, Mezi, 2010]

Visualization: Ergodic Partition

[Levnaji, Mezi, 2010]

Visualization: Ergodic Partition

Any coherent structure will be made up of ergodic sets