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arXiv 2201.04084math.NAcs.NAmath.DSphysics.ao-phphysics.data-anphysics.flu-dyn
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球面浅水波方程动力学模式分解的速写方法

Sketching Methods for Dynamic Mode Decomposition in Spherical Shallow Water Equations

Shady E. Ahmed, Omer San, Diana A. Bistrian, Ionel M. Navon

摘要:

动态模式分解(DMD)是一种新兴的方法,最近吸引了计算科学家的非侵入性降阶建模工作。DMD所具有的主要优势之一是具有来自Koopman逼近论的基础理论根源。事实上,DMD可以被视为著名的库普曼算子的数据驱动实现。尽管如此,DMD的稳定实现导致计算输入数据矩阵的奇异值分解。这反过来又使得该过程对高维系统的计算要求很高。为了减轻这一负担,我们开发了一个框架的基础上草图的方法,其中一个矩阵的草图是简单的另一个矩阵,这是显着较小,但仍然充分近似的原始系统。这种绘制或嵌入是通过对输入矩阵应用具有某些属性的随机变换来执行的,以产生初始系统的压缩版本。因此,许多昂贵的计算可以在较小的矩阵上进行,从而加速了原始问题的解决。我们进行的数值实验进行使用球形浅水方程作为一个原型模型的背景下,地球物理流。几种草图绘制方法的性能进行了评估,捕获的范围和范围的数据矩阵。与直接对原始输入数据进行操作的经典方法相比,所提出的基于草图的框架可以加速DMD算法的各个部分。这最终导致大量的计算增益,这对于高维系统的数字孪生至关重要。

英文摘要:

Dynamic mode decomposition (DMD) is an emerging methodology that has recently attracted computational scientists working on nonintrusive reduced order modeling. One of the major strengths that DMD possesses is having ground theoretical roots from the Koopman approximation theory. Indeed, DMD may be viewed as the data-driven realization of the famous Koopman operator. Nonetheless, the stable implementation of DMD incurs computing the singular value decomposition of the input data matrix. This, in turn, makes the process computationally demanding for high dimensional systems. In order to alleviate this burden, we develop a framework based on sketching methods, wherein a sketch of a matrix is simply another matrix which is significantly smaller, but still sufficiently approximates the original system. Such sketching or embedding is performed by applying random transformations, with certain properties, on the input matrix to yield a compressed version of the initial system. Hence, many of the expensive computations can be carried out on the smaller matrix, thereby accelerating the solution of the original problem. We conduct numerical experiments conducted using the spherical shallow water equations as a prototypical model in the context of geophysical flows. The performance of several sketching approaches is evaluated for capturing the range and co-range of the data matrix. The proposed sketching-based framework can accelerate various portions of the DMD algorithm, compared to classical methods that operate directly on the raw input data. This eventually leads to substantial computational gains that are vital for digital twinning of high dimensional systems.

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