Peter Schmid

Imperial College London

Koopman analysis and the sparsity-promoting dynamic mode decomposition

Fluids and Materials Seminar

17th October 2019, 2:00 pm – 3:00 pm
Fry Building, LG.20

Koopman analysis is a mathematical technique that embeds a nonlinear system into a linear framework for an infinite number of observables. This embedding is described by the spectrum (eigenvalues and eigenfunctions) of the Koopman operator. The dynamic mode decomposition is a computational method to extract these eigensolutions directly from data. The associated amplitudes for the expansion of the underlying physical process in Koopman modes are obtained from a sparsity-constrained convex optimisation problem. We will discuss the components of the full analysis and present a range of applications from fluid dynamics to illustrate the flexibility and effectiveness of Koopman spectral analysis.

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