Geometrical Constraints on Finite-time Lyapunov Exponents in Two and Three Dimensions

Abstract

Constraints are found on the spatial variation of finite-time Lyapunov exponents of two and three-dimensional systems of ordinary differential equations. In a chaotic system, finite-time Lyapunov exponents describe the average rate of separation, along characteristic directions, of neighboring trajectories. The solution of the equations is a coordinate transformation that takes initial conditions (the Lagrangian coordinates) to the state of the system at a later time (the Eulerian coordinates). This coordinate transformation naturally defines a metric tensor, from which the Lyapunov exponents and characteristic directions are obtained. By requiring that the Riemann curvature tensor vanish for the metric tensor (a basic result of differential geometry in a flat space), differential constraints relating the finite-time Lyapunov exponents to the characteristic directions are derived. These constraints are realized with exponential accuracy in time. A consequence of the relations is that the finite-time Lyapunov exponents are locally small in regions where the curvature of the stable manifold is large, which has implications for the efficiency of chaotic mixing in the advection-diffusion equation. The constraints also modify previous estimates of the asymptotic growth rates of quantities in the dynamo problem, such as the magnitude of the induced current.