Modal Analysis of Spatiotemporal Data via Multivariate Gaussian Process Regression

Fuente: arXiv
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Autori principali: Song, Jiwoo, Huang, Daning
Natura: Preprint
Pubblicazione: 2024
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author Song, Jiwoo
Huang, Daning
author_facet Song, Jiwoo
Huang, Daning
contents Modal analysis has become an essential tool to understand the coherent structure of complex flows. The classical modal analysis methods, such as dynamic mode decomposition (DMD) and spectral proper orthogonal decomposition (SPOD), rely on a sufficient amount of data that is regularly sampled in time. However, often one needs to deal with sparse temporally irregular data, e.g., due to experimental measurements and simulation algorithm. To overcome the limitations of data scarcity and irregular sampling, we propose a novel modal analysis technique using multi-variate Gaussian process regression (MVGPR). We first establish the connection between MVGPR and the existing modal analysis techniques, DMD and SPOD, from a linear system identification perspective. Next, leveraging this connection, we develop a MVGPR-based modal analysis technique that addresses the aforementioned limitations. The capability of MVGPR is endowed by its judiciously designed kernel structure for correlation function, that is derived from the assumed linear dynamics. Subsequently, the proposed MVGPR method is benchmarked against DMD and SPOD on a range of examples, from academic and synthesized data to unsteady airfoil aerodynamics. The results demonstrate MVGPR as a promising alternative to classical modal analysis methods, especially in the scenario of scarce and temporally irregular data.
format Preprint
id arxiv_https___arxiv_org_abs_2403_13118
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Modal Analysis of Spatiotemporal Data via Multivariate Gaussian Process Regression
Song, Jiwoo
Huang, Daning
Methodology
Machine Learning
Dynamical Systems
Spectral Theory
Modal analysis has become an essential tool to understand the coherent structure of complex flows. The classical modal analysis methods, such as dynamic mode decomposition (DMD) and spectral proper orthogonal decomposition (SPOD), rely on a sufficient amount of data that is regularly sampled in time. However, often one needs to deal with sparse temporally irregular data, e.g., due to experimental measurements and simulation algorithm. To overcome the limitations of data scarcity and irregular sampling, we propose a novel modal analysis technique using multi-variate Gaussian process regression (MVGPR). We first establish the connection between MVGPR and the existing modal analysis techniques, DMD and SPOD, from a linear system identification perspective. Next, leveraging this connection, we develop a MVGPR-based modal analysis technique that addresses the aforementioned limitations. The capability of MVGPR is endowed by its judiciously designed kernel structure for correlation function, that is derived from the assumed linear dynamics. Subsequently, the proposed MVGPR method is benchmarked against DMD and SPOD on a range of examples, from academic and synthesized data to unsteady airfoil aerodynamics. The results demonstrate MVGPR as a promising alternative to classical modal analysis methods, especially in the scenario of scarce and temporally irregular data.
title Modal Analysis of Spatiotemporal Data via Multivariate Gaussian Process Regression
topic Methodology
Machine Learning
Dynamical Systems
Spectral Theory
url https://arxiv.org/abs/2403.13118