Another look at residual dynamic mode decomposition in the regime of fewer snapshots than dictionary size

Residual Dynamic Mode Decomposition (ResDMD) offers a method for accurately computing the spectral properties of Koopman operators. It achieves this by calculating an infinite-dimensional residual from snapshot data, thus overcoming issues associated with finite truncations of Koopman operators (e.g., Extended Dynamic Mode Decomposition), such as spurious eigenvalues. Spectral properties computed by ResDMD include spectra, pseudospectra, spectral measures, Koopman mode decompositions, and dictionary verification. In scenarios where the number of snapshots is fewer than the dictionary size, particularly for exact DMD and kernelized Extended DMD, ResDMD has traditionally been applied by dividing snapshot data into a training set and a quadrature set. We demonstrate how to eliminate the need for two datasets through a novel computational approach of solving a dual least-squares problem. We analyze these new residuals for exact DMD and kernelized Extended DMD, demonstrating ResDMD’s versatility and broad applicability across various dynamical systems, including those modeled by high-dimensional and nonlinear observables. The utility of these new residuals is showcased through three diverse examples: the analysis of a cylinder wake, the study of airfoil cascades, and the compression of transient shockwave experimental data. This approach not only simplifies the application of ResDMD but also extends its potential for deeper insights into the dynamics of complex systems.