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Dynamic Mode Decomposition (DMD) and its variants, such as extended DMD (EDMD), are broadly used to fit simple linear models to dynamical systems known from observable data. As DMD methods work well in several situations but perform poorly in others, a clarification of the assumptions under which DMD is applicable is desirable. Upon closer inspection, existing interpretations of DMD methods based on the Koopman operator are not quite satisfactory: they justify DMD under assumptions that hold only with probability zero for generic observables. Here, we give a justification for DMD as a local, leading-order reduced model for the dominant system dynamics under conditions that hold with probability one for generic observables and non-degenerate observational data. We achieve this for autonomous and for periodically forced systems of finite or infinite dimensions by constructing linearizing transformations for their dominant dynamics within attracting slow spectral submanifolds (SSMs). Our arguments also lead to a new algorithm, data-driven linearization (DDL), which is a higher-order, systematic linearization of the observable dynamics within slow SSMs. We show by examples how DDL outperforms DMD and EDMD on numerical and experimental data., Comment: This revised version is going to appear in Nonlinear Dynamics

We use video footage of a water tunnel experiment to construct a two-dimensional reduced-order model of the flapping dynamics of an inverted flag in uniform flow. The model is obtained as the reduced dynamics on an attracting spectral submanifold (SSM) that emanates from the two slowest modes of the unstable fixed point of the flag. Beyond an unstable fixed point and a limit cycle expected from observations, our SSM-reduced model also confirms the existence of two unstable fixed points for the flag, which were found by previous studies. Importantly, the model correctly reconstructs the dynamics from a small number of general trajectories and no further information on the system. In the chaotic flapping regime, we construct a 4D SSM-reduced model that captures the system's chaotic attractor.

An extended turbulent state can coexist with the stable laminar state in pipe flows. We focus here on short pipes with additional discrete symmetries imposed. In this case, the boundary between the coexisting basins of attraction, often called the edge of chaos, is the stable manifold of an edge state, which is a lower-branch traveling wave solution. We show that a low-dimensional submanifold of the edge of chaos can be constructed from velocity data using the recently developed theory of spectral submanifolds (SSMs). These manifolds are the unique smoothest nonlinear continuations of nonresonant spectral subspaces of the linearized system at stationary states. Using very low dimensional SSM-based reduced-order models, we predict transitions to turbulence or laminarization for velocity fields near the edge of chaos., Comment: Accepted for publication in the Journal of Fluid Mechanics

Approximate streamsurfaces of a 3D velocity field have recently been constructed as isosurfaces of the closest first integral of the velocity field. Such approximate streamsurfaces enable effective and efficient visualization of vortical regions in 3D flows. Here we propose a variational construction of these approximate streamsurfaces to remove the limitation of Fourier series representation of the first integral in earlier work. Specifically, we use finite-element methods to solve a partial-differential equation that describes the best approximate first integral for a given velocity field. We use several examples to demonstrate the power of our approach for 3D flows in domains with arbitrary geometries and boundary conditions. These include generalized axisymmetric flows in the domains of a sphere (spherical vortex), a cylinder (cylindrical vortex), and a hollow cylinder (Taylor-Couette flow) as benchmark studies for various computational domains, non-integrable periodic flows (ABC and Euler flows), and Rayleigh-B\'enard convection flows. We also illustrate the use of the variational construction in extracting momentum barriers in Rayleigh-B\'enard convection., Comment: 30 figures

A primary spectral submanifold (SSM) is the unique smoothest nonlinear continuation of a nonresonant spectral subspace $E$ of a dynamical system linearized at a fixed point. Passing from the full nonlinear dynamics to the flow on an attracting primary SSM provides a mathematically precise reduction of the full system dynamics to a very low-dimensional, smooth model in polynomial form. A limitation of this model reduction approach has been, however, that the spectral subspace yielding the SSM must be spanned by eigenvectors of the same stability type. A further limitation has been that in some problems, the nonlinear behavior of interest may be far away from the smoothest nonlinear continuation of the invariant subspace $E$. Here we remove both of these limitations by constructing a significantly extended class of SSMs that also contains invariant manifolds with mixed internal stability types and of lower smoothness class arising from fractional powers in their parametrization. We show on examples how fractional and mixed-mode SSMs extend the power of data-driven SSM reduction to transitions in shear flows, dynamic buckling of beams and periodically forced nonlinear oscillatory systems. More generally, our results reveal the general function library that should be used beyond integer-powered polynomials in fitting nonlinear reduced-order models to data., Comment: To appear in Chaos

For an arbitrary velocity field $\mathbf{v}$ defined on a finite, fixed spatial domain, we find the closest rigid-body velocity field $\mathbf{v}_{RB}$ to $\mathbf{v}$ in the $L^2$ norm. The resulting deformation velocity component, $\mathbf{v}_{d}=\mathbf{v-\mathbf{v}}_{RB}$, turns out to be frame-indifferent and physically observable. Specifically, if $\mathbf{Q}_{\text{RB}}(t)$ is the rotation tensor describing the motion of the closest rigid body frame, then $\mathbf{v}$ is seen as $\mathbf{Q}_{\text{RB}}^{T}\mathbf{v}_{d}$ by an observer in that frame. As a consequence, the momentum, energy, vorticity, enstrophy, and helicity of the flow all become frame-indifferent when computed from the deformation velocity component $\mathbf{v}_{d}$., Comment: To appear in the European Journal of Mechanics - B/Fluids

We derive low-dimensional, data-driven models for transitions among exact coherent states (ECSs) in one of the most studied canonical shear flows, the plane Couette flow. These one- or two-dimensional nonlinear models represent the leading-order reduced dynamics on attracting spectral submanifolds (SSMs), which we construct using the recently developed SSMLearn algorithm from a small number of simulated transitions. We find that the energy input and output rates provide efficient parametrizations for the most important SSMs. By restricting the dynamics to these SSMs, we obtain reduced-order models that also reliably predict nearby, off-SSM transitions that were not used in their training., Comment: Accepted version

We derive universal upper estimates for model-prediction error under moderate but otherwise unknown model uncertainty. Our estimates give upper bounds on the leading order trajectory-uncertainty arising along model trajectories, solely as functions of the invariants of the known Cauchy-Green strain tensor of the model. Our bounds turn out to be optimal, which means that they cannot be improved for general systems. The quantity relating the leading-order trajectory-uncertainty to the model uncertainty is the Model Sensitivity, which we find to be a useful tool for a quick global assessment of the impact of modeling uncertainties in various domains of the phase space. Examining the expectation that Finite-Time Lyapunov Exponents capture sensitivity to modeling errors, we show that this does not generally follow. However, we find that certain important features of the FTLE persist in the MS field.

Using an intermediate complexity climate model (Planet Simulator), we investigate the so-called Snowball Earth transition. For certain values of the solar constant, the climate system allows two different stable states: one of them is the Snowball Earth, covered by ice and snow, and the other one is today's climate. In our setup, we consider the case when the climate system starts from its warm attractor (the stable climate we experience today), and the solar constant is decreased continuously in finite time, according to a parameter drift scenario, to a state, where only the Snowball Earth's attractor remains stable. This induces an inevitable transition, or climate tipping from the warm climate. The reverse transition is also discussed. Increasing the solar constant back to its original value on individual simulations, we find that the system stays stuck in the Snowball state. However, using ensemble methods i.e., using an ensemble of climate realizations differing only slightly in their initial conditions we show that the transition from the Snowball Earth to the warm climate is also possible with a certain probability. From the point of view of dynamical systems theory, we can say that the system's snapshot attractor splits between the warm climate's and the Snowball Earth's attractor.