A local and hierarchical Koopman spectral analysis of fluid dynamics

Abstract

A local and hierarchical Koopman spectral analysis is proposed to extend Koopman spectral analysis typically used in a linear system or an ergodic process to its application in general nonlinear dynamics. The continuous and analytic Koopman eigenfunctions and eigenvalues, derived from operator perturbation theory, are capable of dealing with a nonlinear transition process with mathematical rigorousness. A proliferation rule is identified to derive high-order eigenvalues and eigenfunctions from lower-order ones, thus various spectral patterns may be generated through recursive proliferations. The locally linear map around each state constructs base local Koopman eigenvalues and eigenfunctions from an algebraic eigenvalue problem, and high-order ones are generated via the proliferation rule to express the systematic nonlinearity. The aforementioned hierarchy simplifies the Koopman spectral analysis and is verified by studying the development of Kármán vortex streets. The triangular chain and the lattice distribution of Koopman eigenvalues confirm the critical role of the proliferation rule and the hierarchy structure of Koopman eigenvalues. The local spectral analysis on the transition process shows that the periodic flow forms as the growth rates of the critical Koopman modes reduce to zero, and meanwhile, the Koopman modes at the same frequency superpose on each other to form the well-known Fourier or Floquet modes, where the latter are the enhanced nonlinear motions due to the alignment of Koopman eigenvalues with the critical ones.