The purpose of this paper is the identification of a reduced order model (ROM) from numerical code output by non-intrusive techniques (i.e. not requiring projecting of the governing equations onto the reduced basis modes). In this paper, we perform a comparison between two methods of model order reduction based on dynamic mode decomposition (DMD). The first method is a deterministic (classic) DMD technique endowed with a dynamic filtering criterion of selection of modes used in the ROM model. The second method is an adaptive randomised DMD algorithm (ARDMD) based on a randomised singular value decomposition. This produced an accelerating algorithm, which is endowed with a few additional advantages. In addition, the reduced order model is guaranteed to satisfy the boundary conditions of the full model, which is crucial for surrogate modelling. For numerical illustration, we use the shallow water equations model.

With the increase in collected data volumes, either from experimental measurements or high fidelity simulations, there is an ever-growing need to develop computationally efficient tools to process, analyze, and interpret these datasets. Modal analysis techniques have gained great interest due to their ability to identify patterns in the data and extract valuable information about the system being considered. Dynamic mode decomposition (DMD) relies on elements of the Koopman approximation theory to compute a set of modes, each associated with a fixed oscillation frequency and a decay/growth rate. Extracting these details from large datasets can be computationally expensive due to the need to implement singular value decomposition of the input data matrix. Sketching algorithms have become popular in numerical linear algebra where statistical theoretic approaches are utilized to reduce the cost of major operations. A sketch of a matrix is another matrix, which is significantly smaller, but still sufficiently approximates the original system. We put forth an efficient DMD framework, SketchyDMD, based on a core sketching algorithm that captures information about the range and corange (their mutual relationship) of input data. The proposed sketching-based framework can accelerate various portions of the DMD routines, compared to classical methods that operate directly on the raw input data. We conduct numerical experiments using the spherical shallow water equations as a prototypical model in the context of geophysical flows. We show that the proposed SketchyDMD is superior to existing randomized DMD methods that are based on capturing only the range of the input data.