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SYMMETRY AND THE KARHUNEN–LOÈVE ANALYSIS

The Karhunen–Loève (K–L) analysis is widely used to generate low-dimensional dynamical systems, which have the same low-dimensional attractors as some large-scale simulations of PDEs. If the PDE is symmetric with respect to a symmetry group G, the dynamical system has to be equivariant under G to capture the full phase space. It is shown that symmetrizing the K–L eigenmodes instead of symmetrizing the data leads to considerable computational savings if the K-L analysis is done in the snapshot method. The feasibility of the approach is demonstrated with an analysis of Kolmogorov flow.