We present a method for applying the Karhunen-Loeve decomposition to system
s with continuous symmetry. The techniques in this paper contribute to the
general procedure of removing variables associated with the symmetry of a p
roblem, and related ideas have been used in previous works both to identify
coherent structures in solutions of PDEs, and to derive low-order models v
ia Galerkin projection. The main result of this paper is to derive a simple
and easily implementable set of reconstruction equations which close the s
ystem of ODEs produced by Galerkin projection. The geometric interpretation
of the method closely parallels techniques used in geometric phases and re
construction techniques in geometric mechanics. We apply the method to the
Kuramoto-Sivashinsky equation and an able to derive accurate models of cons
iderably lower dimension than are possible with the traditional Karhunen-Lo
eve expansion. (C) 2000 Elsevier Science B.V. All rights reserved.