Model Reduction via Dynamic Mode Decomposition

Abstract: This work proposes a new framework of model reduction for parametric complex systems. The framework employs a popular model reduction technique dynamic mode decomposition (DMD), which is capable of combining data-driven learning and physics ingredients based on the Koopman operator theory. In the offline step of the proposed framework, DMD constructs a low-rank linear surrogate model for the high dimensional quantities of interest (QoIs) derived from the (nonlinear) complex high fidelity models (HFMs) of unknown forms. Then in the online step, the resulting local reduced order bases (ROBs) and parametric reduced order models (PROMs) at the training parameter sample points are interpolated to construct a new PROM with the corresponding ROB for a new set of target/test parameter values. The interpolations need to be done on the appropriate manifolds within consistent sets of generalized coordinates. The proposed framework is illustrated by numerical examples for both linear and nonlinear problems. In particular, its advantages in computational costs and accuracy are demonstrated by the comparisons with projection-based proper orthogonal decomposition (POD)-PROM and Kriging.