Koopman mode expansions between simple invariant solutions

Abstract

A Koopman decomposition is a powerful method of analysis for fluid flows leading to an apparently linear description of nonlinear dynamics in which the flow is expressed as a superposition of fixed spatial structures with exponential time dependence. Attempting a Koopman decomposition is simple in practice due to a connection with dynamic mode decomposition (DMD). However, there are non-trivial requirements for the Koopman decomposition and DMD to overlap, which mean it is often difficult to establish whether the latter is truly approximating the former. Here, we focus on nonlinear systems containing multiple simple invariant solutions where it is unclear how to construct a consistent Koopman decomposition, or how DMD might be applied to locate these solutions. First, we derive a Koopman decomposition for a heteroclinic connection in a Stuart–Landau equation revealing two possible expansions. The expansions are centred about the two fixed points of the equation and extend beyond their linear subspaces before breaking down at a cross-over point in state space. Well-designed DMD can extract the two expansions provided that the time window does not contain this cross-over point. We then apply DMD to the Navier–Stokes equations near to a heteroclinic connection in low Reynolds number ($Re=O(100)$) plane Couette flow where there are multiple simple invariant solutions beyond the constant shear basic state. This reveals as many different Koopman decompositions as simple invariant solutions present and once more indicates the existence of cross-over points between the expansions in state space. Again, DMD can extract these expansions only if it does not include a cross-over point. Our results suggest that in a dynamical system possessing multiple simple invariant solutions, there are generically places in phase space – plausibly hypersurfaces delineating the boundary of a local Koopman expansion – across which the dynamics cannot be represented by a convergent Koopman expansion.