Exp Fluids (2011) 50:1123–1130
DOI 10.1007/s00348-010-0911-3
RESEARCH ARTICLE
Application of the dynamic mode decomposition to experimental
data
Peter J. Schmid
Received: 7 January 2010 / Revised: 14 May 2010 / Accepted: 5 June 2010 / Published online: 2 February 2011
Ó Springer-Verlag 2011
Abstract The dynamic mode decomposition (DMD) is a
data-decomposition technique that allows the extraction of
dynamically relevant flow features from time-resolved
experimental (or numerical) data. It is based on a sequence
of snapshots from measurements that are subsequently
processed by an iterative Krylov technique. The eigen-
values and eigenvectors of a low-dimensional representa-
tion of an approximate inter-snapshot map then produce
flow information that describes the dynamic processes
contained in the data sequence. This decomposition tech-
nique applies equally to particle-image velocimetry data
and image-based flow visualizations and is demonstrated
on data from a numerical simulation of a flame based on a
variable-density jet and on experimental data from a lam-
inar axisymmetric water jet. In both cases, the dominant
frequencies are detected and the associated spatial struc-
tures are identified.
1 Introduction
An objective and quantitative description of flow behavior
is the underlying principle of many scientific inquiries in
computational and experimental fluid dynamics. A pro-
found understanding of all relevant processes also builds
the foundation for the transfer of fundamental fluid effects
into technological applications and fluid-based devices.
P. J. Schmid (&)
Laboratoire d’Hydrodynamique (LadHyX),
Ecole Polytechnique, Palaiseau 91128, France
e-mail: peter@ladhyx.polytechnique.fr
Experiments and numerical computations are the two pil-
lars upon which this transfer relies. In the numerical field,
ever-increasing computer resources have recently enabled
the analysis of rather complex flows as to their global
stability, receptivity and controllability (Edwards et al.
1994; Lehoucq and Scott 1997; Theofilis 2000). Modern
techniques, mainly adapted from fast iterative algorithms
for linear algebra problems, are becoming commonplace in
many large-scale and multi-physics calculations. On the
experimental side, remarkable progress has been made in
the measurement of flow quantities. In particular, particle-
image velocimetry (PIV) techniques are becoming more
and more powerful, and the degree of spatial and temporal
resolution often rivals equivalent numerical simulations. In
addition, the use of high-speed cameras and image-based
visualization techniques has provided unprecedented
insight into fast fluid dynamic processes. In contrast to
numerical simulations, however, the quantitative evalua-
tion of these experimental data lags behind the possibilities
for computational results. The reason for this gap lies in the
above-mentioned algorithms. Nearly all the algorithms in
current use in quantitative fluid dynamics rely on a model
equation, commonly the (linearized) Navier–Stokes equa-
tions and their variants. This model appears in the algo-
rithms as a matrix-vector multiplication, which is pivotal in
maintaining orthogonality or in adding robustness to the
respective method (Lehoucq and Scott 1997). This neces-
sary model information is easily furnished by a numerical
code, but is impossible to access in experimental mea-
surements. In physical experiments, only the measured data
are available. To achieve the same level of quantitative
description of fluid processes, the common algorithms have
to be modified to eliminate their reliance on a model and to
restrict their input to data only. The dynamic mode
decomposition (DMD) (Schmid and Sesterhenn 2008;
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1124
Schmid 2010) achieves this goal by extracting the relevant
dynamics from a sequence of data; similar to the Arnoldi
algorithm, a high-degree matrix polynomial is fitted to the
data sequence. An inter-snapshot linear map is then iden-
tified that acts as a low-dimensional approximation of the
system dynamics. This linear map is computed by pro-
cessing the data sequence, generated by a nonlinear pro-
cess, and represents the optimal linear operator (in a least-
squares sense) that describes the evolution of the flow over
a small time interval. The eigenvalues and eigenvectors of
this map then capture the principal dynamics contained in
the snapshot basis.
The representation of a nonlinear process by a linear
sample-to-sample map is closely linked to the concept of a
Koopman operator, an analysis tool for dynamical systems.
This type of spectral analysis of nonlinear processes pro-
vides the mathematical foundation of the dynamic mode
decomposition and has recently been applied to complex
fluid flows (Rowley et al. 2009).
Snapshot-based analysis of fluid flows has previously
been accomplished by the proper orthogonal decomposi-
tion (POD) (Lumley 1970; Sirovich 1987; Berkooz et al.
1993), which gained widespread popularity by extracting
coherent structures from experimental or numerical data.
This statistical technique provides a hierarchy of spatial
structures that are mutually orthogonal and cumulatively
capture the energy content of the flow. However, the
extraction of the temporal dynamics is not immediate, and
the interpretation of each structure’s contribution to the
overall dynamic process is not trivial. Nevertheless, POD
structures are widely used in model reduction and have
shown significant success in feedback control applications
(Noack et al. 2003).
vN  VN1 1 s
ð5Þ
2 Background
The dynamic mode decomposition (DMD) is based on a
time-resolved sequence of flow field measurements. These
measurements can consist of visualizations of passive
tracers, image-based techniques or particle-image veloci-
metry (PIV) data. The extracted structures will reflect the
type of input data; the temporal dynamics, on the other
hand, will be independent of the furnished data.
We will assume general flow field data and denote each
such field by a vector vj. A sequence of N snapshots is then
written as
VN1 ¼ fv1 ; v2 ; . . .; vN g ð1Þ
where an equal time interval Dt is assumed between two
subsequent snapshots vj and vj?1. It should be kept in mind
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Exp Fluids (2011) 50:1123–1130
that, for experimental data, the snapshots vj are produced
by a nonlinear process. Invoking a linear-tangent
approximation, a linear mapping A from one snapshot to
the next is assumed; this mapping is furthermore taken as
constant over the data sequence. We can thus write
vjþ1 ¼ Avj : ð2Þ
Following the idea underlying Krylov techniques and, in
particular, the Arnoldi method (Greenbaum 1997;
Trefethen and Bau 1997), we express and approximate
the linear map A using an (N - 1)-dimensional snapshot
basis VN-1
1 . This step can be expressed as
fv2 ; v2 ; . . .; vN g ¼ Afv1 ; v2 ; . . .; vN1 g
 fv1 ; v2 ; . . .; vN1 gS ð3Þ
or
VN2 ¼ AVN1  VN1 S ð4Þ
1 1
with S as a companion matrix that simply shifts the
snapshots 1 through N - 1 (via the subdiagonal matrix
entries) and approximates the last snapshot N by a linear
combination of the previous N - 1 snapshots (Ruhe 1984).
It is thus necessary to best express the last measurement by
a linear combination of the previous measurements. This
procedure will result in the low-dimensional system matrix
S. It is then known that the eigenvalues of S, also referred
to as the Ritz values, approximate some of the eigenvalues
of the full system matrix A. The associated eigenvectors of
S provide the coefficients of the linear combination that is
necessary to express the modal structure within the
snapshot basis. We obtain
min
s
where s denotes the last column of the companion matrix S.
The above equation is solved by a straightforward least-
squares procedure, i.e., with VN-1 1 = QR as the QR-
decomposition of VN-1
1 , we obtain the solution to the above
equation as
s ¼ R1 QH vN : ð6Þ
where QH is the complex conjugate transpose of Q from
the QR-decomposition of VN-1 1 . It is important to note that
at no point in the above procedure do we need the explicit
form of the system matrix A. Only its low-dimensional
proxy—which can be extracted solely from the data
fields—is required. This feature is pivotal in adapting an
iterative stability technique to a data-based experimental
setting. The complete algorithm (for a full-rank data
sequence) is given below.
Exp Fluids (2011) 50:1123–1130
Algorithm 1 Dynamic mode decomposition
Require: a sequence of n snapshots {v1, v2, ..., vn} sampled
equispaced in time with Dt
Output: dynamic mode spectrum kj and associated dynamic modes
DMj with j = 1, ..., n - 1
Vn-1
1 / {v1, v2, ..., vn-1}
Vn2 / {v2, v3, ..., vn}
[Q,R] / qr(Vn-1
1 , 0)
S / R-1QHVn2
[X,D] / eig(S)
kj logðDjj Þ=Dt
DMj / Vn-1
1 X(:,j)
The principal parameters of the algorithm are the sep-
aration Dt between the snapshots and the number N of
processed snapshots. Whereas the latter can be determined
by monitoring the residual of the least-squares step, the
former requires input from the user. For a limited number
of snapshots, the separation between samples has to reflect
the characteristic time-scale of the fluid phenomenon under
investigation. A too low (below the Nyquist frequency) or
too high sampling frequency will yield unsatisfactory
results.
An additional advantage of the dynamic mode decom-
position lies in the processing of limited or spatially
restricted data (Schmid 2010). In many realistic applica-
tions, multiple flow domains and instability mechanisms
are present. For example, for a jet in cross flow (Bagheri
et al. 2009) Kelvin–Helmholtz-like instabilities of the
counter-rotating vortex sheet co-exist with wake-vortices
and the breakdown of horse-shoe vortices. These local
instabilities act on different time-scales and are difficult to
extract and separate within a global stability analysis.
However, by extracting measurements from the respective
localized regions, the DMD algorithm is capable of iden-
tifying the system matrix S for each individual subdomain
and is thus able to represent the dominant dynamical fea-
tures of a multi-scale process more effectively and
efficiently.
Even the analysis of spatially evolving disturbance
dynamics (Schmid and Henningson 2001; Schmid 2010) is
possible. In this case, time-resolved measurements in, say,
an (x, y)-plane are taken. However, the full spatio-temporal
‘‘data cube’’ Vðx; y; tÞ is reshaped such that each snapshot
vj represents a (y, t)-field at a given location xj in the x-
direction. By aligning multiple snapshots at consecutive
(equispaced) x-locations, we can produce a spatial
sequence of data fields. Feeding this data sequence into the
DMD algorithm yields a low-dimensional representation S
of the spatial evolution matrix A, which describes the
1125
mapping from one snapshot in space to the next at a dis-
tance Dx further downstream. Consequently, the eigen-
value decomposition of S produces spatial stability
information.
Additional applications of the dynamic mode decom-
position (DMD), both in a temporal or spatial setting, cover
numerous aspects of familiar data processing needs for
experimental measurements, among them, the low-dimen-
sional representation of a dynamic process, the filtering of
raw data based on structural and dynamic coherence, and
the recovery of data from gappy measurements or signals.
For a temporally ordered data sequence from a nonlinear
process, we expect neutrally stable eigenvalues as the data
sequence becomes sufficiently long. This is due to the fact
that instabilities will have nonlinearly saturated while
decaying processes will have vanished from the data
sequence; only neutrally stable fluid elements will remain
and will be identified. Growing or decaying eigenvalues stem
from either insufficient data sequences or the decomposition
of temporally transient phenomena. It is worth pointing out,
though, that, within a spatial setting, regions in the flow
domain exist where the flow can be aptly described by a
linear process. In this case, spatially growing or decaying
eigenvalues and dynamic modes are possible and physical.
In contrast to the proper orthogonal decomposition
where a spatial orthogonality of the identified structures is
enforced at the expense of a mixture of frequencies in each
individual POD mode, the dynamic mode decomposition
aims at an orthogonality in time (by identifying pure fre-
quencies). The resulting dynamic modes are in general
non-orthogonal.
3 Demonstration on numerical data
Before applying the dynamic mode decomposition (DMD)
to experimental data, it seems instructive to treat synthetic
data in order to familiarize ourselves with its output, features
and capabilities. For this reason, we use snapshots generated
by a numerical simulation of a flame based on a variable-
density fuel jet. Image-based analysis will be demonstrated
by tracking a passive tracer in form of a colormap. Selected
sequences of a shedding/instability cycle are shown in Fig. 1
for a subregion of the full computational domain. The roll-up
of a shear instability, originating at the nozzle and advecting
downstream, is clearly visible. Anticipating results of the
subsequent decomposition, it is worth pointing out the
coexistence of large-scale structures (the rolled-up vortex)
and small-scale features (sharp gradients).
The two-dimensional colormap of each snapshot is
rearranged in a one-dimensional vector, which then form
the columns of the data matrix VN1 with N = 80 for our
case. The companion matrix S is then determined by
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1126 Exp Fluids (2011) 50:1123–1130

Fig. 1 Selected (equispaced)

snapshots of a passive tracer
from a numerical simulation of
a reactive flow. One shedding
cycle is shown in a subregion of
the full computational domain

expressing the last column v80 by a linear combination of
the previous 79 snapshot vectors according to (5). This
matrix then represents an optimal linear snapshot-to-snap-
shot map that can further be analyzed. The complex
eigenvalues of S describe the temporal dynamics contained
in the data sequence. In accordance with standard con-
vention, the eigenvalues of S are logarithmically mapped
onto the complex plane, i.e., x ¼ logðeigðSÞÞ=Dt with
Dt ¼ 0:053; such that their real part xr represents expo-
nential growth or decay (depending on the sign) and their
imaginary part xi contains the temporal frequency (see
Fig. 2a). Since real data have been processed, complex
eigenvalues appear as conjugate pairs resulting in a sym-
metric spectrum with respect to the axis xi = 0.
The spectrum (see Fig. 2a) displays an eigenvalue near
the origin, which signifies a corresponding structure that is
steady in time. The associated dynamic mode (DM1) shows
a structure reminiscent of the mean flow. The real part of
the second mode (DM2) is characterized by large structures
spanning the mean shear layer; its imaginary part (not
shown) is shifted by 90°. Both real and imaginary part,
when combined with the temporal behavior of the mode
exp(x t) with x & 5.97i, represent a large-scale structure
advected in the downstream direction. This structure has
been identified as the most relevant within the processed
data sequence. Subsequent dynamic modes, DM4,6,8,10
show increasingly smaller spatial features (reminiscent of
higher harmonics), but also increasingly higher frequencies
x4,6,8,10 &i{11.94, 17.91, 23.88, 29.84}.
In order to further demonstrate the decomposition into
dynamic modes, a superposition of the most relevant
modes is attempted. This is accomplished by computing the
amplitude of each mode contained in the original data
sequence. The temporal evolution of, say, the k-th mode is
then given by the dynamic mode DMk, properly scaled by
its amplitude and multiplied by its temporal dependence

a Spectrum b DM1 DM2 DM4 DM6 DM8 DM10

40

30

20

10

ω
i
0

−10

−20

−30

ωr
−40
−0.04 −0.02 0 0.02

Fig. 2 Results from a dynamic mode decomposition of a data sequence (with N = 80) illustrated in Fig. 1. a Dynamic mode spectrum,
logarithmically mapped to the complex plane. b Selected dynamic modes, visualized by the real part of the passive tracer

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Exp Fluids (2011) 50:1123–1130
Fig. 3 Animation of a
superposition of dynamic
modes. (top) The three most
dominant dynamic modes have
been used; (bottom) eleven
modes, based on all modes
shown in Fig. 2, have been
used. The time instances
correspond to the ones chosen
for the original sequence,
displayed in Fig. 1
exp(xk t). In this manner, each structure can be animated
individually resulting in a hierarchy of dynamic processes.
Alternatively, a superposition of structures gradually reconsti-
tutes the full dynamic of the original data sequence. Figure 3
shows the result of two animations of such superpositions, with
three and eleven dynamic modes, respectively. The time
instances correspond to the ones depicted in Fig. 1 for the
original data sequence. In the reduced model based on only
three dynamic modes (mean mode DM1, DM2 and its complex
conjugate DM3) the overall large-scale structures are, as
expected, captured both in space and in time; small-scale details
and sharper features, however, are still missing with this severe
a truncation. The superposition based on eleven dynamic
modes (all modes shown in Fig. 2: mean mode DM1 and
DM2,4,6,8,10 with their complex conjugates) recovers the origi-
nal process to an astonishing degree.
This demonstration shows that the dynamic mode
decomposition (DMD) is effective in detecting and extract-
ing the relevant dynamic features of the flow. No assumption
of a energy-based ranking nor the use of second-order sta-
tistics, as required for a proper orthogonal decomposition,
has been necessary. The DMD simultaneously provides
temporal information (expressed in the spectrum) and spatial
details (contained in the modes) of the dynamic process. A
superposition of the modes, weighted by their amplitude and
temporal behavior, gives a low-dimensional representation
of the full dynamics that can equally be used for filtering—by
neglecting modes with low amplitudes or noisy spatial
1127
structures—or for model reduction—by including only the
most relevant structures of interest. The above demonstra-
tion has been intended for instructive purposes; the pro-
cessing of experimental data is more challenging due to the
presence of noise and uncertainties. The decomposition of an
image-sequence taken from experiments in a water channel
will be dealt with in the next section.
4 Application to an axisymmetric water jet
The dynamic mode decomposition will be applied to an
image-based flow visualization of a laminar axisymmetric
jet. In this configuration, a low Reynolds number axisym-
metric water jet enters, without swirl, into a quiescent pool
of water (Fig. 4). An axisymmetric vortex sheet develops,
which subsequently rolls up according to a Kelvin–Helm-
holtz-type instability (Gallaire and Chomaz 2003). Due to
the slow speed of the flow, no three-dimensional effects
have been observed, and the flow is consequently taken as
axisymmetric throughout the window of observation.
Snapshots from a sequence of images are then extracted
by a video camera at a rate of 25 Hertz. These snapshots
are subsequently processed into a pixelized colormap rep-
resenting the evolution of a passive dye tracer. A localized
3 px 9 3 px Laplacian filter is applied to the raw images to
eliminate noise, mostly in the freestream. The resulting
images used in this experiment are shown in Fig. 4. They
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1128
Fig. 4 Sketch of flow
configuration (left) and selected
representative snapshots taken
from the experiment
show the typical roll-up of the outer jet shear layer due to
Kelvin–Helmholtz instabilities. Even in this short sequence
of images, the combined advective and diffusive nature of
the instability is clearly visible, and the scale and speed of
the underlying instability can be estimated by inspection
alone.
Nevertheless, the images by themselves do not represent
an objective and quantitative means to gain insight into the
prevalent perturbation dynamics. Moreover, only the most
dominant features can be observed, whereas more subtle
and smaller-scale instabilities may be missed entirely. For
this reason, we apply the dynamic mode decomposition
(DMD) outlined above. Each image is converted into a
column-vector, and a rectangular matrix of these vectors
(from 50 images taken) is formed, which represents the
matrix VN1 with N = 50 from the derivation above. The
system matrix S is subsequently extracted, and its eigen-
values, again logarithmically mapped, give a quantitative
picture of the underlying temporal disturbance dynamics.
The spatial features corresponding to the identified (and
numbered) eigenvalues are shown in Fig. 5.
As before, an eigenvalue appears at the origin. This
eigenvalue (which indicates neither exponential growth/
decay nor oscillatory behavior) accounts for a steady state
contained in the data sequence. As such, it represents the
mean flow or the time-invariant component of the flow.
This steady component is shown in Fig. 5 (top right). A
characteristic spreading of the shear layer is observed in the
downstream (top-to-bottom) direction, but no spatial length
scale in the axial jet direction can be detected.
More interesting flow features are contained in the
higher modes. These DMD modes now represent the per-
turbation (rather than the mean flow) dynamics. The second
DMD mode (Fig. 5 2r,2i) shows a characteristic pattern
located at the shear layer, which represents the roll-up of
the axisymmetric vortex sheet and the resulting entrain-
ment process of quiescent ambient fluid into the jet. The
real and imaginary part of the modal patterns are staggered
due to a phase difference of 90o between them. A clear
spatial scale in the downstream direction is visible, which
readily translates into a corresponding (local) wavenumber
in the axial coordinate.
The third mode, depicted in Fig. 5 3r,3i, shows even
more sophisticated patterns. A slightly smaller scale in the
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Exp Fluids (2011) 50:1123–1130
axial direction is observable, in addition to a more pro-
nounced slanting of the coherent structures. The axial
extent of this mode covers nearly the entire observation
window and shows structure even close to the nozzle exit.
Again, a typical staggering of the real and imaginary
components of this mode appears. The eigenvalue corre-
sponding to this dynamic mode has a larger temporal fre-
quency; this tendency supports the fact that the dynamic
mode decomposition has successfully extracted a disper-
sion relation of the flow field from the furnished data
sequence.
The next higher mode, shown in Fig. 5 4r,4i, has even
smaller coherent features, again concentrated in regions of
maximum mean shear. Significant amounts of structure can
be observed upstream near the nozzle. The spatial structure
reveals scales of small to moderate size further downstream
of the nozzle, which substantiates the observation that
small-scale features appear further downstream in the axial
direction. The corresponding eigenvalue shows an expec-
ted larger temporal frequency.
The fifth and final dynamic mode is displayed in Fig. 5
5r,5i. It shows a higher frequency and a nearly neutral
stability behavior. It is thus expected to be readily obser-
vable over the processed time interval.
The moderate fluid velocities in this jet experiment
make the decomposition into dynamic modes via DMD and
the interpretation of the results a relatively straightforward
exercise. For high-speed flows, this may become increas-
ingly difficult due to the presence of very small-scale
incoherent fluid elements. Nevertheless, the DMD tech-
nique is able to optimally identify and extract the dynam-
ically most relevant structures. The relevance of structures
among the many identified modes can be further quantified
by computing the amplitude of each structure contained in
the original data sequence. In this manner, it is possible to
discern dynamically irrelevant structures and focus on the
more coherent fluid elements and their associated temporal
dynamics.
It should be mentioned that in our case, the extracted
spectrum is symmetric with respect to the temporal fre-
quency. This is a consequence of processing real-valued
data that yields eigenvalues that are either purely real (non-
oscillatory) or come in complex conjugate pairs. The
dynamic mode decomposition, however, can also be
Exp Fluids (2011) 50:1123–1130 1129

Fig. 5 Results of the DMD DMD-Spectrum

analysis of a N = 50 snapshot 40

sequence of an axisymmetric
water jet. (top left) DMD 30
mean flow
spectrum, logarithmically 5
mapped to the complex plane. 20
(top right) Dynamic mode DM1, 4
representing the mean flow. 3
10
Dynamic modes (2 through 5)
2
corresponding to the labeled 1
eigenvalues; middle row real 0

ωi
part, bottom row imaginary part
−10

−20

−30

−40
−4 −2 0
ωr
(2r) ( 3r) ( 4r) ( 5r)

(2i) ( 3i) ( 4i) ( 5i)

applied to snapshots that have been preprocessed by, e.g., a
Fourier transform in a homogeneous coordinate direction
and are thus complex valued. In this case, the DMD
spectrum will be non-symmetric with respect to the real
axis.
5 Summary and conclusions
A novel decomposition technique, referred to as dynamic
mode decomposition (DMD), has been introduced and
demonstrated on image-based flow visualizations. It relies

123
1130
on a time-resolved sequence of snapshots and extracts, in
an objective and robust manner, flow characteristics that
describe the fluid dynamics over the processed time inter-
val. Mathematically, the technique is related to the Arnoldi
method but does not need the explicit or implicit avail-
ability of a stability matrix or flow model. Whereas this
fact somewhat compromises the convergence properties of
the method (when compared to the standard Arnoldi
method), it allows the treatment of experimental data, the
analysis of subdomains where localized instabilities are
expected or observed and the formulation of a fluid prob-
lem using a spatial framework. The application of the
dynamic mode decomposition to a sequence of flow images
of a slow jet entering a quiescent fluid showcased the
detection of dynamically relevant coherent structures that
play an important role in characterizing the fluid behavior
over the processed time interval. The dynamic mode
decomposition has clear advantages over the proper
orthogonal decomposition as the former strives for a rep-
resentation of the dominant flow features within a tempo-
rally orthogonal framework (i.e. pure frequencies), while
the latter is based on a spatially orthogonal model. It should
be particularly suited for fluid phenomena that are char-
acterized by distinct frequency bands
It is hoped that the dynamic mode decomposition
(DMD) will provide a helpful tool for experimentalist to
detect and quantify important mechanisms in time-resolved
measurements of complex fluid flow and help in furthering
our understanding of fundamental fluid processes.
Acknowledgments Support from the Agence Nationale de la
Recherche (ANR) through their ‘‘chaires d’excellence’’ program and
from the Alexander-von-Humboldt Foundation is gratefully
acknowledged.
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Exp Fluids (2011) 50:1123–1130
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