Reconstruction Equations and the Karhunen-Loeve Expansion for Systems with Symmetry



CLARENCE ROWLEY

Control and Dynamical Systems
Mail Code 107-81
California Institute of Technology
Pasadena, CA 91125, USA

http://green.caltech.edu/~clancy
clancy@caltech.edu



Abstract:  We present a method for applying the Karhunen-Loeve decomposition to systems with continuous symmetry. The method in effect removes variables associated with the symmetry from the problem, and has been used in previous works both to identify coherent structures in solutions of PDEs, and to derive low-order models via Galerkin projection. The main result of this work is to derive a simple and easily implementable set of reconstruction equations which close the system of ODEs produced by Galerkin projection. The geometric interpretation of the method closely parallels techniques used in geometric phases and reconstruction techniques in geometric mechanics. We apply the method to the Kuramoto-Sivashinsky equation and are able to derive models of much lower dimension than are possible with the traditional Karhunen-Loeve expansion.



Page last modified on 1999-08-30