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Shyam Choudhary(14117069),
Shubham Jindal(14117067),
Shubham Sardar(14117068)
ROORKEE-247667 (INDIA)
APRIL,2017
CANDIDATES DECLARATION
I hereby declare that the work carried out in this report entitled,
PHASE-AVERAGING IN PROPER ORTHOGONAL
DECOMPOSITION, is presented for the subject MIN-301 Lab based
project submitted to the Department of Mechanical and Industrial
Engineering, Indian Institute of Technology Roorkee (India), is an authentic
record of my own work carried out under the supervision of Dr. Sushanta
Dutta, Associate Professor, MIED, IIT Roorkee.
I have not submitted the record embodied in this project report for
the award of any other degree or diploma in any institute.
CERTIFICATE
Chapter Page
Title
No. No.
Abstract i
List of Figures ii
Nomenclature iii
1 Introduction 1
1.
1 Proper Orthogonal Decomposition 1
1.
2 Finitedimensional representation 3
1.
5 Lowerrank approximations 5
1.
6 Computations and correspondence with SVD 6
1.7 Phase averaging
2 Literature review 10
5 Conclusions
5.
1 Conclusions
5.
2 Scope for future work
References
Abstract
NOMENCLATURE
Greek
symbols
a collection of pictures together over a period of
time
variables parted form
time dependent expression
Eigen mode functions
Chapter 1
INTRODUCTION
The unsteady flow field around a square 2D cylinder at incidence has been
investigated by means of particle image velocimetry (PIV). The phase-
resolved velocity field was reconstructed from an ensemble of randomly
acquired PIV snapshots, recorded at a relatively low frame rate with
respect to the vortex frequency. The figure exemplifies the experiment:
Equation 1
zero. In the above equation, x is the pixel location and symbol t is the
temporal index of the image (corresponding to the relevant time stamp).
The pixel location can be a scalar if indexing is continuous or vector
valued. The image description in terms of is a set of intensity values
recorded at a time instant t and various x locations. The sequence
depiction of is not single. With the domain of x defined on a restricted
interval X on the real line, the functions vk(x) can be expressed, for
instance as sine/cosine Fourier series or Legendre polynomials. For
individually optimal of the arrangement vk(x) that creates a base for a
course of functions (x,t) , the arrangement of time dependent functions
uk(t) = kk is different.
Proper orthogonal decomposition (POD) is anxious with finding one likely
option of the functions vk(x) for a group of images (x,t). If we had
selected orthonormal basis functions, i.e.
Equation 2
The persistence of the coefficient function uk(t) for a given k hinge only on
v2k(x) and not on the extra vs. This outcome has significant significances
in calculation. The orthonormality property of Equation 2 is valuable while
selecting functions vk(x)only in the limit of N impending immensity. If N is
determinate but rationally large, we choose the basis functions vk(x) in
such a way that the estimation for each N is the finest likely in a least
squares sense. That is, we could attempt to find, a order of orthonormal
functions vk(x) (k = 1.N) such that Equation 1 yields the best possible
estimation. Functions vk(x) are ordered, orthonormal functions and are
called the proper orthogonal modes of the function (x,t). With these
functions definite, Equation 1 is called the proper orthogonal
decomposition of (x,t).
Equation 3
form
where U is an N N orthogonal matrix, V is an M M orthogonal matrix,
the superscript T indicates matrix transpose, and is an N M matrix
with all elements zero excluding along the diagonal. The diagonal
elements ii contain of r = minimum (N,M) nonnegative numbers i,
which are organised in declining order, i.e. 1 > 2 >3 >.>r.
The numbers are called the singular values of A (they are also singular
values of AT) and are distinctive. The rank of A equals the number of
nonzero singular values obtained from the decomposition, Equation 3. In
the presence of noise, the number of singular values, greater than roughly
appropriately small fraction of the largest singular value is taken as the
numerical rank. Since the singular values are ordered, the index k of the
kth singular value can be called the singular value number.
Equation 4
Equation 4 represents clearly the different form of Equation 1. The
function (x,t) is signified here by the matrix A . The function uk(t) is
indicated by the column matrix uk. The function vk(x) is indicated by the
row matrix vkt. Estimation of Equation 1 in a finite dimensional space is
now meticulous.
1.2 Lowerrank approximations to A
The optimality of the estimate derives from the detail that no other rank k
matrix can be closer to A in the Frobenius norm (square root of the sums
of squares of all the elements), which is a separate version of the L2 norm.
Thus, the first k columns of the matrix V (for any k) give an optimum
orthonormal basis for estimating the image data. The columns of V can be
justifiably called the POD modes.
U T A = V T
Chapter 2
LITERATURE REVIEW
Let z be given by
Equation 5
Visualize that we quantity this function at 50 equally spaced instants of t
and 25 equally spaced x points. The surface z(x,t) is shown in the figure
below.
Arranging the data in a matrix Z, we calculate the POD of Z, and then
figure rank 1, rank 2, and rank 3 estimations to Z (as outlined before low
rank approximations). These reconstructions have also been shown in the
figure. The rank 3 approximation looks non-distinguishable from the real
surface. This is clarified by figure 2(e), which displays the singular values
of Z. The singular values decline rapidly in size, with the fourth one
meaningfully lesser than the third.
Figure 4 Reconstructed Images: Eigen Modes (1st ,2nd and 3rd resp.)
As can be experiential
the 1st eigen
face/mode is basically
same in form to the
mean of the dataset.
This is because means
have not been
subtracted while
executing the POD of
this given dataset.
Shown in Fig 5 are the
energies of the
conforming modes,
delineating their
significance in making
successive lower
order approximations.
From the graph of
energy vs. eigenvalue
index it can be easily
deduced that almost all
the energy is limited
Figure 5 Eigen values or representative Energy of POD within the first 45
Modes
modes and hence we
can as well leave out those modes which do not donate considerably to
the reconstruction. The semi-log curve for eigen values gives a well
visualization of the trend in eigen values and consequently the singular
values of the data matrix established by the interferometric image
dataset. The 1st, 2nd, 3rd and 4th order reconstructions of one of the
images are also shown in the Fig 5. It can be simply seen that 4th order
approximation provides a rationally well reconstruction of the original
image.
Equation 6
where the coefficients uk(ti) are found by cubic spline interpolation of the
column matrix Uk.
As is seen the reconstruction has been done for both symmetric (Fig 8)
and asymmetric data (Fig 9). With 10 and lesser projections error
increases significantly. Hence it is suggested that the minimum no. of
projections should not be less than, preferably 20.
Equation 7
The 2d Modes for this dataset are revealed below. This case is for the data
which is symmetric in space and
varies temporally. Observe in
Fig 10, the 1st Eigen face or
the 1st mode itself signifies
most of the energy with other
modes donating to a very
small part.
If the data is just time displaced with respect to the projections it means
that the modes would still remain same and would travel even though the
individual projections might not travel well. Projections are viable at only
one projection. Therefore, at a given time only one projection can be
noted. The data from one projection (over time) is given a specific
displacement. But the modes are likely to remain the same only changes
are likely in time matrices. The procedure delineated has been applied to
this data to see if modes match!
A look at the Figure 2 shows that the modes match totally which is what
was probable.
This technique gives us a decent approximation of the modes. However,
the time averaging of the U matrix generates some false projections
To obtain a better estimate of the reconstructed the following could be
done.
Once modes have been created for the given problem suitable
projections can be multiplied by the time matrix for that projection to
produce a improved reconstruction
This method however doesnt entirely decouple the spatial and temporal
components: the time matrices will now have a dependence on the
projection data.
However, the technique works in a more improved way especially for the
asynchronous case where averaging out has led to some false results.
Sometimes, the entire collective (all view angles at a given time instant)
of data is not present, one can still use this method for reconstruction.
Obtain the modes from a single projection data by supposing a
symmetric field.
The existing matrix has only one projection data for each time Define a
Mask vector accordingly.
Define this data in terms of the representative modes and iterate to
match with the modes.
Equation 8
Equation 9
where is the vorticity phase angle, assumed to increase linearly with
time according to d/dt = 2(pi)f, with f being the fundamental vorticity
frequency. The higher order modes neglected in the low-order model
contain the higher order harmonics of the coherent motion as well as the
random turbulent motion. That the first pair of modes does indeed
represent the orthogonal components of the basic coherent harmonic can
be verified from cross plotting the corresponding mode coefficients a1 and
Equation 10
a2 of the individual realizations. According to second equation above, the
coefficients a1 and a2, although statistically uncorrelated, are not
independent, but instead are predicted to form an ellipse in the (a1, a2)
plane:
The cross plot in figure below confirms this relation, which is given by a
circle in the normalized (a1, a2) plane. The observed scatter of the data
points around the theoretical curve could be an indication of cycle-to-cycle
variations of the vorticity process, induced by small-scale fluctuations or
turbulence.
Equation 11
The entire ensemble contains about 500 realizations, which indicates that,
when using the phase-averaging method, the average bin filling is about
60 for phase bins of 45o. For this approach, the total ensemble size is
indeed relatively low for statistical convergence, which explains the noisy
results, even for a relatively large bin sizes. Comparison to the POD-based
low-order reconstruction illustrates the strength of the latter approach as
a very efficient way to obtain the coherent component of the flow in
comparison to the direct conditional-averaging approach, even for such a
limited ensemble size. Rather than computing the phase-averaged
realizations for a given phase only from a limited number of binned
recordings, now all recordings contribute to the result, so that a
significantly smaller statistical ensemble is required to obtain similar
results. The statement that all realizations contribute to the coherent part
in the POD reconstruction can be supported by the following analysis. In
the case that the POD is obtained from an ensemble of uncorrelated flow
field realizations (snapshots), the number of independent modes
returned is equal to the ensemble size (the number of snapshots), while
each POD mode can be written as a linear combination of the snapshots:
Equation 14
This reveals that the coherent part of the low-order model can be
identified as the basic Fourier component of the data ensemble with
respect to the reconstructed phase, weighted according to the identified
Equation 15
strength of the coherent mode (the ri factor). It may be observed that the
Fourier decomposition is performed with respect to the phase and not
time. Although in the analysis it has been assumed that the phase is linear
with time in order to express the mode amplitude in relation to the
eigenvalue, this limitation is not very essential. In principle, the above
procedure could be prolonged to extract higher order phase harmonics.
For example, in analogy to the above expression, the second harmonic
can be obtained as:
The given definition of the second harmonic in relation to the snapshot
ensemble may be unimportant from the appearance of the r i2 term, which
is included to allow the amplitude functions A 2(x) and B2(x) to be obtained
in terms of correlations of the mode coefficients a i. In conclusion, the low-
order illustration is found to be a convenient technique of extracting the
coherent flow component, based on a relatively limited ensemble of
uncorrelated flow field realizations. The recognition of spatial coherence
inherent in the POD decomposition offers an extra sifting of the incoherent
component, which, for a conditional-averaging of flow field or pointwise
dimensioning, could only be attained from hiking the ensemble size or by
applying extra spatial filtering on the phase-averaged stream fields. In
fact, the low-order depiction based on the basic POD modes is analogous
to the result of a number of statistical processes on the ensemble (phase
recognition, weighting of the individual realizations conferring to the
recognized coherent mode strength, and Fourier component extraction),
without essentially executing these statistical operations explicitly.
Chapter 3
SOME HELPFUL CODES
Chapter 4
RESULT AND DISCUSSION
4.1 We reconstructed the vorticity images from the two principle eigen
modes which are shown below,
Chapter 5
CONCLUSIONS
5.1 Conclusion
The unsteady flow-field around a square cylinder at incidence has been
examined by using of particle image velocimetry (PIV). The phase-
resolved velocity field was rebuilt from an ensemble of arbitrarily captured
PIV snapshots, recorded at a comparatively low frame-rate w.r.t the vortex
frequency. Proper orthogonal decomposition (POD) modal analysis of the
instantaneous flow fields has provided info on the mean and coherent flow
organization. The experimental evolution of the mean flow topology with
incidence settles with earlier flow field studies. The POD analysis delivers
an effective method for describing the large-scale coherent fluid motion.
The findings are that the POD decomposition is suitable as a stoic global
phase identifier of individual flow field realizations. Phase identification is
the most important part for understanding the fluid flow shapes. Plus, a
low-order picture composed of the mean flow and the 1st two POD modes
provides a good portrayal of the coherent vorticity, permitting the
identification of the main features and to understand proficiently the
effects of incidence on the vortex formation and vorticity. Also, since only
the modes commute and not the individual projections, there is no other
choice but to resort to this method for reconstruction of the description.
Modes for synchronous and asynchronous data are the equivalent and this
helps us recreate the data even with small number of projections. The
spatial properties of the problem are simply recognized just looking at the
modes.
5.2 Scope for Future Work
The method can be easily applied for gappy data one that is feasibly
obtained forms the experiments. The algorithm defined here can be used
to construct the modes of asynchronous problems too. Developments
must be made for field reconstruction by modifying the U matrix.
Parametric Tomography to find the density field at parameters which
cannot be attained in the laboratory. Moreover, all equations shown here
have been made just for one plane. Executing similar analysis for all
planes can give us the 3d recreated dataset.
References
Y. C. Liang, H. P. Lee and S. P. Limproper, W. Z. Lin and K. H. Lee;
2005; Orthogonal Decompostion and its applications.
Elkhadim Bouhoubeiny, Philippe Druault; 2009; Note on the POD-
based time interpolation from successive PIV images.
Roi Gurka, Alexander Liberzon, Gad Hetsroni; 2005; POD of vorticity
fields: A method for spatial characterization of coherent structures.
J. Kostas, J. Soria, M. S. Chong; 2005; A comparison between
snapshot POD analysis of PIV velocity and vorticity data.
Rodolphe Perrin, Marianna Braza, Emmanuel Cid, Sbastien Cazin,
Arnaud Barthet, Allain Sevrain, Charles Mockett, Frank Thiele; Phase
averaged turbulence properties in the near wake of a circular
cylinder at high Reynolds number using POD.
Carl D. Meinhart, Steve T. Wereley, Juan G. Santiago;2000; A PIV
Algorithm for Estimating Time-Averaged Velocity Fields.
Chong Pan, Hongping Wang and Jinjun Wang; 2012; Phase
identification of quasi-periodic flow measured by particle image
velocimetry with a low sampling rate.
B. W. van Oudheusden, F. Scarano, N. P. van Hinsberg, D. W. Watt;
2004; Phase-resolved characterization of vortex shedding in the
near wake of a square-section cylinder at incidence.
Anindya Chatterjee;2000; An introduction to the proper orthogonal
decomposition