Md. Graham et Ig. Kevrekidis, ALTERNATIVE APPROACHES TO THE KARHUNEN-LOEVE DECOMPOSITION FOR MODEL-REDUCTION AND DATA-ANALYSIS, Computers & chemical engineering, 20(5), 1996, pp. 495-506
The Karhunen-Loeve (KL) decomposition is a statistical pattern analysi
s technique for finding the dominant structures in an ensemble of spat
ially distributed data. Recently the technique has been used to analyz
e and perform model reduction on both experimental and simulated spati
otemporal patterns from reactive and fluid-dynamical systems. We propo
se alternative ensembles for the KL decomposition that address some of
the shortcomings of the usual procedure. Two examples are presented.
In the first, the question of optimal low-dimensional bases for a reac
tion-diffusion model is addressed. We consider an ensemble constructed
from short time integrations of a large set of initial conditions. Th
is ensemble contains information about the global dynamics that is not
contained in an ensemble comprised only of snapshots close to a parti
cular attractor. A low-dimensional KL basis for this alternative ensem
ble is found to represent the dynamics better than a KL basis obtained
only from points on the attractor. The second example shows how diffe
rent ensemble averages give different results for the representation o
f ''intermittent'' attractors. An average based on arclength in phase
space stresses the intermittent components of an attractor, features t
hat are de-emphasized in the usual time-average based procedure.