A Parametric and Feasibility Study for Data Sampling of the Dynamic Mode Decomposition--Range, Resolution, and Universal Convergence States

TL;DR

This study investigates how sampling range and resolution influence the convergence of Dynamic Mode Decomposition (DMD) modes in nonlinear fluid systems, revealing optimal states and challenging common assumptions about over-sampling.

Contribution

It provides a detailed parametric analysis of DMD sampling effects, identifying convergence states and offering practical guidelines for sampling in engineering applications.

Findings

Stabilization state yields sampling-range independent DMD modes.

Over-sampling can cause instability and divergence.

A resolution of 15 frames per cycle is generally effective.

Abstract

Scientific research and engineering practice often require the modeling and decomposition of nonlinear systems. The Dynamic Mode Decomposition (DMD) is a novel Koopman-based technique that effectively dissects high-dimensional nonlinear systems into periodically distinct constituents on reduced-order subspaces. As a novel mathematical hatchling, the DMD bears vast potentials yet an equal degree of unknown. This serial effort investigates the nuances of DMD sampling with an engineering-oriented emphasis. This Part I aimed at elucidating how sampling range and resolution affect the convergence of DMD modes. We employed the most classical nonlinear system in fluid mechanics as the test subject--the turbulent free-shear flow over a prism--for optimal pertinency. We numerically simulated the flow by the dynamic-stress Large-Eddies Simulation with Near-Wall Resolution. With the large-quantity, high-fidelity data, we parametrized and identified four global convergence states: Initialization, Transition, Stabilization, and Divergence with increasing sampling range. Results showed that the Stabilization is the optimal state for modal convergence, in which DMD output becomes independent of the sampling range. The Initialization state also yields sufficient accuracy for most system reconstruction tasks. Moreover, defying popular beliefs, over-sampling causes algorithmic instability: as the temporal dimension, n, approaches and transcends the spatial dimension, m (i.e., m < n), the output diverges and becomes meaningless. Additionally, the convergence of the sampling resolution depends on the mode-specific dynamics, such that the resolution of 15 frames per cycle for target activities is suggested for most engineering implementations. Finally, a bi-parametric study revealed that the convergence of the sampling range and resolution are mutually independent.