POD and low-dimensional modelling

pp.76–88, 1943.

Alakesh Ch Mandal, AE-669

 Proper orthogonal decomposition
➢ This technique provides a basis for modal decomposition of an ensemble of functions

➢ Mathematical statement of optimality

➢ A necessary condition: must be an eigenfunction of the following equation

where is the correlation function

➢ Eigenfunctions calculated using ‘Snapshot method’ (Sirovich 1987)

➢ Eigenfunctions are normalized such that and velocity field can be

decomposed as

where

Details in Holmes et al. 1996

 POD decomposition of FST-induced transition

➢ Relative energy associated with each eigenfunction is

k
Ek = 100% , λk is an eigenvalue.
E =  k

➢ Relative energy of POD modes and their cumulative sum

Pre-transitional flows Intermittent flows

Cumulative sum of energy
 How to implement
• Arrangement of data

• Autocovariance matrix

• Eigenvalue calculations

Courtesy: Meyer, Pedersen and Ozcan, JFM, 2007

• Eigenvalues (also eigenvectors) are ordered as

• Constructions of POD modes from eigenvectors

• Here, is the ith component of the eigenvector corresponding to the eigenvalue

and || || indicates L-2 norm, i.e.
• POD coefficients are determined from the following equation,

where

• Finally, we can write

• Orthogonality property

Courtesy: Meyer, Pedersen and Ozcan, JFM, 2007 and Palacios et al., CHAOS, 2004
 First four energetic POD mode for Grid 3
Pre-transitional Flow Intermittent Flow

k
➢ A coherent structure may be composed of many modes ( x, t n ) =  a k (t n ) k ( x)
1

➢ First two modes are similar in pretransition and intermittent flows

➢ Third and fourth modes are better described using reconstruction

(Details in Mandal et al. JFM 2010)
 Low-dimensional modeling
➢ Orthogonal POD eigenfunctions as basis functions to solve Navier-Stokes equation

➢ Primary need:
➢ Enough energy of the flow field has to be included

➢ Some studies suggest that 75% energy will be sufficient to capture the low-
dimensional effect (Palacios et al. 1998, Broad et al. 2004)

➢ In the present case, ten modes can capture more than 75% of the flow energy

➢ Reconstruction:

k
( x, t n ) =  a k (t n ) k ( x)
1

Grid 3, pre-transition
➢ Indication of low-dimensional subspace
 Low dimensional modeling: general methodology
➢ Navier-Stokes Equations for incompressible flows
Continuity equation:

Momentum equation:

Now approximating the velocity field as and substituting into

the Navier-Stokes equation we get

➢ By taking the projection onto the truncated subspace, we can write

which ends up in the following form

 Present formulation following Rajaee et al. (JFM, 1994)

• Substituting the velocity field in the momentum equation

and subtracting the time averaged momentum equation, we obtain

• Substituting and projecting along , we get

Neglecting , we get
 Check with flow past cylinder
• Energy • Simulated time coefficient

• Two pod modes in terms of u and v components

Experimental snapshot

Simulated snapshot

Results are similar with Ma et al. (2003)

Spectral Proper orthogonal Decomposition (SPOD)

◼ Here, we would like to find out modes which depend on both space and
time.

◼ This can be accomplished using the stochastic ensemble of a collection of

time-dependent flow realizations

◼ We have to maximize the following relation,

◼ While doing so, we will end up with the following eigenvalue equation,

Taken from reference: Towne, Schmidt and Colonius, JFM, 2018

 SPOD

Here

◼ Now the correlation tensor of a stationary flow depends

only on the time lag

◼ Therefore, we can define the cross-spectral density tensor

S as the Fourier transform pair of the correlation tensor

and

Taken from reference: Towne, Schmidt and Colonius, JFM, 2018

 SPOD

◼ Using this, from the previous eigenvalue equation we can

arrive at the following equation

where, and

◼ We can now expand any realization as follows:

where,

and

Taken from reference: Towne, Schmidt and Colonius, JFM, 2018

 SPOD implementation
◼ Arrangement of snapshots

◼ Finally, we can calculate the following eigenvalue

equation,

where
Taken from reference: Towne, Schmidt and Colonius, JFM, 2018
 Examples

◼ From the previous equations, it can also be shown that

and

See the algorithm given in the reference cited below

Taken from reference: Towne, Schmidt and Colonius, JFM, 2018

 Examples

◼ Same data as sent to you

Best Wishes