
This algorithm provides a new way to improve the accuracy and asymptotic behavior of a low-dimensional system based on the proper orthogonal decomposition (POD). Given a data set representing the evolution of a system of partial differential equations (PDEs), such as the Navier-Stokes equations for incompressible flow, one may obtain a low-dimensional model in the form of ordinary differential equations (ODEs) that should model the dynamics of the flow. Temporal sampling of the direct numerical simulation of the PDEs produces a spatial time series. The POD extracts the temporal and spatial eigen-functions of this data set. Truncated to retain only the most energetic modes followed by Galerkin projection of these modes onto the PDEs obtains a dynamical system of ordinary differential equations for the time-dependent behavior of the flow.
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