Dissipation-optimized Proper Orthogonal Decomposition P. J. Olesen1A. Hodžić1S. J. Andersen2N. N. Sørensen3and C. M. Velte1 1Department of Civil and Mechanical Engineering Technical University of Denmark 2800 Kgs. Lyngby

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Dissipation-optimized Proper Orthogonal Decomposition
P. J. Olesen,1A. Hodžić,1S. J. Andersen,2N. N. Sørensen,3and C. M. Velte1
1)Department of Civil and Mechanical Engineering, Technical University of Denmark, 2800 Kgs. Lyngby,
Denmark
2)Department of Wind and Energy Systems, Technical University of Denmark, 2800 Kgs. Lyngby,
Denmark
3)Department of Wind and Energy Systems, Technical University of Denmark, 4000 Roskilde,
Denmark
(*Electronic mail: pjool@dtu.dk)
(Dated: 26 October 2022)
We present a formalism for dissipation-optimized decomposition of the strain rate tensor (SRT) of turbulent flow data
using Proper Orthogonal Decomposition (POD). The formalism includes a novel inverse spectral SRT operator allow-
ing the mapping of the resulting SRT modes to corresponding velocity fields, which enables a complete dissipation-
optimized reconstruction of the velocity field. Flow data snapshots are obtained from a direct numerical simulation of
a turbulent channel flow with friction Reynolds number Reτ=390. The lowest dissipation-optimized POD (d-POD)
modes are compared to the lowest conventional turbulent kinetic energy (TKE) optimized POD (e-POD) modes. The
lowest d-POD modes show a richer small-scale structure, along with traces of the large-scale structure characteristic
of e-POD modes, indicating that the former capture structures across a wider range of spatial scales. Profiles of both
TKE and dissipation are reconstructed using both decompositions, and reconstruction convergences are compared in all
cases. Both TKE and dissipation are reconstructed more efficiently in the dissipation-rich near-wall region using d-POD
modes, and in the TKE-rich bulk using e-POD modes. Lower modes of either decomposition tend to contribute more
to either reconstructed quantity. Separating each term into eigenvalues and factors relating to the inherent structures in
each mode reveals that higher e-POD modes tend to encode more dissipative structures, whereas the structures encoded
by d-POD modes have roughly constant inherent TKE content, supporting the hypothesis that structures encoded by
d-POD modes tend to span a wide range of spatial scales.
I. INTRODUCTION
Viscous dissipation is a parameter crucial for understanding
and modeling dynamics of turbulent flows (Pope, 2000). Ex-
isting approaches to flow decompositions used e.g. for gaining
insight into flow dynamics and for formulating reduced or-
der models (ROMs) typically educe structures based on their
turbulent kinetic energy (TKE) content, neglecting dissipa-
tive structures. Various techniques have been developed to
compensate for unresolved dissipative structures in ROMs;
however, explicitly optimizing the flow decomposition with
respect to dissipation would enable closer studies of dissipa-
tive structures, while also providing an avenue for construct-
ing more robust ROMs.
The application of proper orthogonal decomposition (POD)
to turbulent flows was pioneered by Lumley (1967) with the
aim of objectively identifying and characterizing dominant
large scale flow structures. Applying this classical POD to
a velocity fluctuation field ensemble produces an orthogonal
basis spanning the ensemble such that reconstructing the fluc-
tuation field using a given number of modes reproduces the
optimal amount of mean TKE compared to any other decom-
position. In this sense, a POD-based modal expansion is op-
timally robust against truncation (see Berkooz, Holmes, and
Lumley, 1993; Holmes et al., 2012). This explicit optimiza-
tion with respect to TKE is what leads to large-scale structures
being prioritized in the decomposition.
Gatski and Glauser (1992) applied the classical POD to
channel flow data obtained from a Direct Numerical Simu-
lation (DNS) and reconstructed the TKE, the shear stresses,
and the dissipation, demonstrating that while the former two
could be reconstructed accurately using relatively few modes,
the reconstruction of the dissipation required a larger num-
ber of modes. This was taken as a confirmation of the work
of Ukeiley et al. (1992), which suggested that the ordering of
POD modes by decreasing mean TKE contribution was equiv-
alent to ordering by decreasing characteristic length scales in
the flow structures described by the modes. Dissipation, be-
ing related to small scale motions, would therefore be poorly
reconstructed using an expansion favoring large scales. The
parallel between POD modes and length scales was extended
by Couplet, Sagaut, and Basdevant (2003), who showed that
for a flow past a backward-facing step, the concept of the en-
ergy cascade from larger to smaller length scales described by
Richardson (1922) also applied to POD modes in this flow;
their analysis of triadic terms in the Galerkin-projected energy
transport equation showed a local net flow of TKE from lower
towards higher POD modes. The implication, in agreement
with the findings of Gatski and Glauser (1992), is that higher
POD modes are needed to describe the small-scale velocity
fluctuations.
Ali, Kadum, and Cal (2016) applied multifractal analysis
to wind turbine wake dissipation signals reconstructed using
either the lowest several POD modes, associated with larger
length scales, or the remaining modes, associated with smaller
length scales. It was demonstrated that the multifractal struc-
ture of the full dissipation signal was reproduced more accu-
rately using higher modes than using lower modes, supporting
the notion that dissipation information is encoded in higher
modes. On the other hand, it was shown by Lee and Dowell
(2020) that for an anisotopic 2D flow, reordering POD modes
arXiv:2210.12533v2 [physics.flu-dyn] 25 Oct 2022
2
by their mean velocity gradient norm contribution rather than
their mean TKE contribution resulted in only a small degree
of rearrangement. This was interpreted as evidence against
modal scale ordering and modal cascade, and it was suggested
instead that each POD mode captures a wide range of dynam-
ical scales; however, this result must be viewed in the light of
the different dynamics in play for 2D turbulence compared to
the 3D case.
The association of small-scale structures with higher and
less energetic POD modes suggests that modal optimality with
respect to TKE causes small-scale fluctuations to be under-
represented: a representation that prioritizes TKE-rich larger
scales will be inefficient at reconstructing the smaller scales
characterizing dissipation. This trade-off means that POD-
based ROMs lack accurate representation of small-scale fluc-
tuations important in determining dissipation, which is a cen-
tral parameter in turbulence theory and modeling. This under-
representation of small scales has often been associated with
model instability (see Bergmann, Bruneau, and Iollo, 2009),
although this claim has been challenged by Grimberg, Farhat,
and Youkilis (2020) who demonstrated that instabilities are
inherent to the Galerkin formalism rather than a consequence
of the scales represented in the basis. This notwithstanding,
model accuracy relies on the choice of basis: since turbulent
dynamics are characterized by interactions between a wide
range of scales, even low energetic structures generally play
an important role in determining the dynamics of the flow.
To achieve accurate POD-based ROMs one may there-
fore include corrections to account for the neglected modes.
Bergmann, Bruneau, and Iollo (2009) presented an overview
of approaches to address this issue, of which only a few will
briefly be recounted here. In the earliest work on POD-based
ROMs, Aubry et al. (1988) used a generalized Heisenberg
model in which the effective viscosity was adjusted to cor-
rect for unresolved modes. Iollo et al. (2000) described two
avenues to stabilize ROMs, namely compensation for unre-
solved modes by the addition of an explicit dissipation term,
and inclusion of the velocity gradient in the norm with re-
spect to which optimization was performed, though the lat-
ter approach was not realized in that work. Furthermore, Lee
and Dowell (2020) formulated a 2D ROM in terms of two
POD bases, supplementing the TKE-optimized velocity fluc-
tuation field representation with an enstrophy-optimized gra-
dient field representation. Andersen and Murcia Leon (2022)
showed how stability can be achieved by ensuring that the
non-linear interactions across modes are correctly maintained
when utilizing a global POD basis.
In the present work we build upon the concept presented by
Lee and Dowell (2020), introducing an explicitly dissipation-
optimizing POD formulation (d-POD). The resulting d-POD
modes span the set of strain rate tensors (SRTs) derived from
the ensemble of velocity fluctuation fields. By introducing an
inverse spectral SRT operator the modes can be mapped to ve-
locity fields, facilitating their use as a supplement to conven-
tional TKE-optimized (e-POD) modes. We show that d-POD
modes computed from cross sectional slabs of a 3D channel
flow DNS (Reτ=390) reconstruct the dissipation profile more
efficiently than do e-POD modes, and vice versa for the TKE
profile.
Although this is to our knowledge the first instance of an
explicitly dissipation-optimized POD, several works, in addi-
tion to Lee and Dowell (2020), have employed optimization
with respect to the closely related enstrophy. While distinct
quantities, as discussed e.g. by Bermejo-Moreno, Pullin, and
Horiuti (2009) and Yeung, Donzis, and Sreenivasan (2012)
dissipation and enstrophy remain intimately coupled and dis-
play similar spectral properties. They are proportional to
the squared norm of the SRT and the vorticity, respectively,
both of which are constructed from first-order gradient terms
jui. Similar properties with respect to POD convergence
may therefore be expected, providing the basis for comparison
between results found in the present work and comparable re-
sults on enstrophy-based POD found in literature. Enstrophy-
based POD was utilized by Huang (1994) and by Kostas, So-
ria, and Chong (2005) for identifying coherent flow structures
from 2D particle image velocimetry (PIV) measurements of
a backward-facing step flow, and similarly by Munir et al.
(2022), based on 2D measurements of two-phase slug flow
made by combining PIV and laser-induced fluorescence. Sen-
gupta et al. (2015) demonstrated reduced-order modeling of
a flow past a cylinder applying enstrophy-based POD to 2D
DNS data, using the resulting modes in a vorticity-formulation
of the Navier-Stokes equations. Like conventional e-POD
modes, enstrophy-based POD modes allow for identification
and characterization of important flow structures; the method
is of particular use in inhomogeneous flows where vortical
structures are of central importance to the dynamics (see Sen-
gupta, 2012).
The remainder of this paper is laid out as follows. In section
II we describe the the general POD formalism and its adap-
tations in the form of TKE and dissipation optimized PODs
employed in this work, we introduce the inverse spectral SRT
operator, and we briefly discuss the reconstruction of TKE
and dissipation based on the above. Implementation details,
including the DNS study used to produce the data on which
the analysis is built, are discussed in section III. We present a
comparison of the lowest POD modes in section IV. TKE and
dissipation are each reconstructed using either basis set, and
we analyze the reconstruction of profiles and total quantities
in section V. Discussion and conclusions are given in sections
VI and VII, respectively.
II. PROPER ORTHOGONAL DECOMPOSITION
The POD provides a decomposition of an ensemble of vec-
tors that is optimally efficient as measured by the norm on the
underlying vector space (see e.g. Holmes et al., 2012; Weiss,
2019). A formal and rather generic description of POD is
given in section II A. The specifications of the formalism rel-
evant to the energy and dissipation based PODs will be dis-
cussed in section II B. In section II C we introduce the inverse
spectral SRT operator used to map d-POD modes to velocity
fields. The modal reconstruction of TKE and dissipation is
discussed in section II D.
3
A. Generic POD Formalism
Let Hbe a real Hilbert space of dimension Nwith inner
product (·,·)H:H×HR, and let αHbe an arbitrary
element in H. The induced norm k·kH:HR0+is given
by kαkH=|(α,α)H|1
2. Let F={fm}M
m=1Hbe a set of
Msamples from H.
Using the averaging operation h·i, we define the POD oper-
ator R:HHfor Fby its action on α,
Rα=D{(α,fm)Hfm}M
m=1E.(1)
The operator Ris Hermitian and has orthogonal eigenvec-
tors {φn}N
n=1and real and non-negative eigenvalues {λn}N
n=1,
Rφn=λnφn,λn0,(φn,φn0)H=δnn0,(2)
where δnn0is the Kronecker delta. The eigenvectors are the
POD modes, the set of which forms the POD basis, a com-
plete orthogonal basis for F. By convention the POD ba-
sis is ordered by decreasing eigenvalues such that λ1λ2
... λN0, and the POD modes are normalized, kφnkH=1
for n=1,2,...N. The number of non-zero eigenvalues is
rank(F)min(M,N); in most applications MN, and M
eigenpairs will be sufficient to completely span F. For the
sake of generality, we will maintain Nas our notation for the
number of eigenpairs, although in implementations we shall
set N=M1 since the sample mean is subtracted from each
sample, reducing the sample set rank by one.
Each sample fmFcan be expanded in the POD basis
using coefficients {amn}N
n=1,
fm=
N
n=1
amnφn,amn = (φn,fm)H.(3)
These coefficients are uncorrelated, satisfying
D{amnamn0}M
m=1E=λnδnn0.(4)
The optimality of the POD basis with respect to the inner
product on Hcan be stated formally as
φn=argmax
φH
n|(φ,fm)H|2oM
m=1
kφk2
H
for n=1,2,...,N.
(5)
The eigenvalue problem (2) is derived from this optimization
problem (Lumley, 1967). It results in an optimal basis in the
following sense. A sample fmFmay be expanded using
the POD basis {ϕn}N
n=1, or alternatively using an arbitrary or-
thogonal basis {ϕ0
n}N
n=1spanning the same subspace of Has
the POD basis. Given ˆ
NNthe sample fmmay then be ap-
proximated by its truncated expansion in either basis, {φn}ˆ
N
n=1
or {φ0
n}ˆ
N
n=1:
fmˆ
fm=
ˆ
N
n=1
amnφn;fmˆ
f0
m=
ˆ
N
n=1
a0
mnφ0
n.(6)
The POD basis minimizes the mean squared error of the ap-
proximation as measured by the norm on H, compared to an
arbitrary orthogonal basis,
Dkˆ
fmfmk2
HM
m=1EDkˆ
f0
mfmk2
HM
m=1E,(7)
for any ˆ
NN. The sense in which the POD basis is optimal is
thus fully determined by the choice of norm k·kH, and hence
by the choice of Hilbert space and inner product.
B. Energy and dissipation based PODs
We construct two different POD bases using the general
formalism laid out in the previous section. One is the con-
ventional TKE-based POD (e-POD), which uses a sample set
U={um}M
m=1Heof velocity fluctuation snapshots on the
spatial domain e, where the Hilbert space Heis
He:=(α:eR3
3
i=1Zeαiαidx <).(8)
The inner product on He,(·,·)He:He×HeRis defined
as
(α,β)He=
3
i=1Zeαiβidx .(9)
The POD basis {ϕn}N
n=1, resulting from solving (2), is optimal
with respect to the mean turbulent kinetic energy (TKE) of the
flow, and the associated eigenvalues are {λe
n}N
n=1. The mean
TKE density, hTi, and total mean TKE, T, are
hTi=1
2n|um|2oM
m=1=1
2
N
n=1
λe
n|ϕn|2,(10a)
T=ZhTidx =1
2
N
n=1
λe
n,(10b)
where |α|2=3
i=1αiαifor αHe. This is the commonly
used space-only POD, which allows a TKE-optimal recon-
struction of the velocity field,
um=
N
n=1
amnϕn,amn = (ϕn,um)He.(11)
We propose a second POD variant, namely the dissipation-
based POD (d-POD), using instead the ensemble of SRTs
computed from the original snapshot ensemble U, i.e., S=
{si j
m}M
m=1Hdand defined on the spatial domain d. The
Hilbert space Hdis
Hd:=(α:dR3×3
3
i,j=1Zdαi jαi j dx <),(12)
with the inner product (·,·)Hd:Hd×HdRdefined as
(α,β)Hd=
3
i,j=1Zdαi jβi j dx .(13)
4
Assuming differentiability of each component of each ve-
locity fluctuation snapshot, um, the components of the corre-
sponding strain rate tensor, sm, are obtained as si j
m(Dum)i j,
with the SRT operator D:HeHdgiven by
(Dα)i j =1
2jαi+iαj.(14)
The resulting d-POD modes, {ψn}N
n=1, with associated
eigenvalues, {λd
n}N
n=1, provide a dissipation-optimal recon-
struction of the SRT field,
sm=
N
n=1
bmnψn,bmn = (ψn,sm)Hd.(15)
The mean norm on Sis proportional to the mean viscous
dissipation of the flow. The mean dissipation density hεiand
the mean total dissipation Eare given by
hεi=2νn|sm|2oM
m=1=2ν
N
n=1
λd
n|ψn|2,(16a)
E=Zhεidx =2ν
N
n=1
λd
n,(16b)
where |α|2=3
i,j=1αi jαi j for αHd.
C. The spectral inverse SRT operator
An inverse mapping exists, HdHe, mapping SRTs to
velocity fluctuation fields. To establish an explicit spectral
form of this mapping, D1, we consider the subset of d-POD
modes for which λd
n>0, and insert the POD operator defini-
tion from (1) using Sin the eigenvalue problem (2),
Rψn=D{(ψn,sm)Hdsm}M
m=1E=λd
nψn.(17)
Then apply D1to ψnusing D1sm=umto yield
D1ψn=D{(ψn,sm)Hdum}M
m=1E
λd
n
=D{bmnum}M
m=1E
λd
n
.
(18)
The set {D1ψn}λd
n>0spans the velocity sample space U,
um=
n|λd
n>0
bmnD1ψn,(19)
allowing the reconstruction of any velocity-dependent quan-
tity in terms of dissipation-optimized modes. While
{D1ψn}λd
n>0does form a complete basis for U, we note that
the basis is in general not orthogonal with respect to the inner
product (·,·)He. It is, however, orthogonal (and normalized)
with respect to the inner product (·,·)H0defined as
(·,·)H0= (D·,D·)Hd,(20)
since (D1ψn,D1ψn0)H0= (ψn,ψn0)Hd=δnn0. The opera-
tor Din (14) and its inverse D1in (18) thus link the spaces
of velocity fluctuation fields and of SRT fields to each other,
as shown schematically in Figure 1; this link provides useful
flexibility when working with the two bases.
{um}M
m=1{sm}M
m=1
nϕn,λe
n,{amn}M
m=1oN
n=1nψn,λd
n,{bmn}M
m=1oN
n=1
D1ψnλd
n>0{Dϕn}N
n=1
HeHd
D
e-POD d-POD
D
D1
FIG. 1. Schematic depiction of the relation between the objects ap-
pearing in the POD. Objects on the left side are associated with the
space of velocity fields (He), while those on the right are associ-
ated with the space of strain rate tensor fields (Hd). The upper row
represents samples, the middle row the POD results (modes, eigen-
values, and coefficients), and the lower row the velocity fluctuation
fields computed from d-POD modes and the strain rate tensor fields
computed from e-POD modes.
D. Modal reconstructions of TKE and dissipation
By applying the spectral inverse SRT operator the mean
TKE and dissipation densities can be reconstructed using ei-
ther basis. We wish to compare the efficiency of these recon-
structions in terms of their rate of convergence, leading us to
consider the expansions truncated to include ˆ
NNmodes.
The mean TKE density field reconstructed using ˆ
Ne-POD or
d-POD modes is
DTe,ˆ
NE=1
2
ˆ
N
n=1
λe
n|ϕn|2,(21a)
DTd,ˆ
NE=1
2
ˆ
N
n=1
λd
nD1ψn2,(21b)
and the mean dissipation density is likewise reconstructed by
Dεe,ˆ
NE=2ν
ˆ
N
n=1
λe
n|Dϕn|2,(22a)
Dεd,ˆ
NE=2ν
ˆ
N
n=1
λd
n|ψn|2.(22b)
The e-POD and d-POD reconstructions agree for each
quantity when ˆ
N=N, but generally exhibit different conver-
gence rates.
III. CHANNEL FLOW
To demonstrate the method presented above we apply it to
an ensemble of turbulence fluctuation velocity data {um}M
m=1
obtained from a DNS of a double-periodic channel flow. This
is chosen as an example of a relatively simple and well-
understood flow, while still exhibiting shear layers and inho-
mogeneous turbulence which highlight relevant features of the
摘要:

Dissipation-optimizedProperOrthogonalDecompositionP.J.Olesen,1A.Hodºi¢,1S.J.Andersen,2N.N.Sørensen,3andC.M.Velte11)DepartmentofCivilandMechanicalEngineering,TechnicalUniversityofDenmark,2800Kgs.Lyngby,Denmark2)DepartmentofWindandEnergySystems,TechnicalUniversityofDenmark,2800Kgs.Lyngby,Denmark3)Depa...

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Dissipation-optimized Proper Orthogonal Decomposition P. J. Olesen1A. Hodžić1S. J. Andersen2N. N. Sørensen3and C. M. Velte1 1Department of Civil and Mechanical Engineering Technical University of Denmark 2800 Kgs. Lyngby.pdf

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