A theoretical framework for Koopman analyses of fluid flows, part 1: local Koopman spectrum and properties

TL;DR

This paper develops a local Koopman spectral framework for nonlinear fluid dynamics, revealing hierarchical structures, proliferation rules, and continuous spectrum changes, with numerical validation on flow past cylinders.

Contribution

It introduces a novel local Koopman spectral problem compatible with linear theory, uncovering hierarchy and proliferation properties for nonlinear systems.

Findings

Proliferation rule applies recursively to nonlinear observables.

Hierarchy structure of Koopman eigenspaces is revealed.

Numerical studies confirm theoretical properties in fluid flow examples.

Abstract

Local Koopman spectral problem is studied to resolve all dynamics for a nonlinear system. The proposed spectral problem is compatible with the linear spectral theory for various linear systems, and several properties of local Koopman spectrums are discovered. Firstly, proliferation rule is discovered for nonlinear observables and it applies to nonlinear systems recursively. Secondly, the hierarchy structure of Koopman eigenspace of nonlinear dynamics is revealed since dynamics can be decomposed into the base and perturbation parts, where the former can be analyzed analytically or numerically and the latter is further divided into linear and nonlinear parts. The linear part can be analyzed by the linear spectrums theory. They are then recursively proliferated to infinite numbers for the nonlinear part. Thirdly, local Koopman spectrums and eigenfunctions change continuously and analytically in the whole manifold under suitable conditions, derived from operator perturbation theory. Two cases of fluid dynamics are numerically studied. One is the two-dimensional flow past cylinder at the Hopf-bifurcation near the critical Reynolds number. Two asymptotic stages, flow systems around an unstable fixed point and a stable limit cycle were studied separately by the DMD algorithm. The triad-chain and the lattice distribution of Koopman spectrums confirmed the proliferation rule and hierarchy structure of Koopman eigenspace. Another example is the three-dimensional secondary instability of flow past a fixed cylinder, where the Fourier modes, Floquet modes, and high-order Koopman modes characterizing the main structure of the flow are discovered.