arXiv subjects

Gary Froyland

Publications and source records attributed to Gary Froyland.

62 records · Page 4Linked to original sources

arXiv2012

Computing covariant vectors, Lyapunov vectors, Oseledets vectors, and dichotomy projectors: a comparative numerical study

Covariant vectors, Lyapunov vectors, or Oseledets vectors are increasingly being used for a variety of model analyses in areas such as partial differential equations, nonautonomous differentiable dynamical systems, and random dynamical systems. These vectors identify spatially varying directions of specific asymptotic growth rates and obey equivariance principles. In recent years new computational methods for approximating Oseledets vectors have been developed, motivated by increasing model complexity and greater demands for accuracy. In this numerical study we introduce two new approaches based on singular value decomposition and exponential dichotomies and comparatively review and improve two recent popular approaches of Ginelli et al. (2007) and Wolfe and Samelson (2007). We compare the performance of the four approaches via three case studies with very different dynamics in terms of symmetry, spectral separation, and dimension. We also investigate which methods perform well with limited data.

math.DS↗

arXiv2011

Spectral degeneracy and escape dynamics for intermittent maps with a hole

We study intermittent maps from the point of view of metastability. Small neighbourhoods of an intermittent fixed point and their complements form pairs of almost-invariant sets. Treating the small neighbourhood as a hole, we first show that the absolutely continuous conditional invariant measures (ACCIMs) converge to the ACIM as the length of the small neighbourhood shrinks to zero. We then quantify how the escape dynamics from these almost-invariant sets are connected with the second eigenfunctions of Perron-Frobenius (transfer) operators when a small perturbation is applied near the intermittent fixed point. In particular, we describe precisely the scaling of the second eigenvalue with the perturbation size, provide upper and lower bounds, and demonstrate $L^1$ convergence of the positive part of the second eigenfunction to the ACIM as the perturbation goes to zero. This perturbation and associated eigenvalue scalings and convergence results are all compatible with Ulam's method and provide a formal explanation for the numerical behaviour of Ulam's method in this nonuniformly hyperbolic setting. The main results of the paper are illustrated with numerical computations.

math.DS↗

arXiv2011

Estimating long term behavior of flows without trajectory integration: the infinitesimal generator approach

The long-term distributions of trajectories of a flow are described by invariant densities, i.e. fixed points of an associated transfer operator. In addition, global slowly mixing structures, such as almost-invariant sets, which partition phase space into regions that are almost dynamically disconnected, can also be identified by certain eigenfunctions of this operator. Indeed, these structures are often hard to obtain by brute-force trajectory-based analyses. In a wide variety of applications, transfer operators have proven to be very efficient tools for an analysis of the global behavior of a dynamical system. The computationally most expensive step in the construction of an approximate transfer operator is the numerical integration of many short term trajectories. In this paper, we propose to directly work with the infinitesimal generator instead of the operator, completely avoiding trajectory integration. We propose two different discretization schemes; a cell based discretization and a spectral collocation approach. Convergence can be shown in certain circumstances. We demonstrate numerically that our approach is much more efficient than the operator approach, sometimes by several orders of magnitude.

math.NA↗

arXiv2010

Transport in time-dependent dynamical systems: Finite-time coherent sets

We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time, despite the chaotic nature of the system. We develop a novel probabilistic methodology based upon transfer operators that automatically detects maximally coherent sets. The approach is very simple to implement, requiring only singular vector computations of a matrix of transitions induced by the dynamics. We illustrate our new methodology on an idealized stratospheric flow and in two and three dimensional analyses of European Centre for Medium Range Weather Forecasting (ECMWF) reanalysis data.

math.DS↗

arXiv2010

Optimally coherent sets in geophysical flows: A new approach to delimiting the stratospheric polar vortex

The "edge" of the Antarctic polar vortex is known to behave as a barrier to the meridional (poleward) transport of ozone during the austral winter. This chemical isolation of the polar vortex from the middle and low latitudes produces an ozone minimum in the vortex region, intensifying the ozone hole relative to that which would be produced by photochemical processes alone. Observational determination of the vortex edge remains an active field of research. In this letter, we obtain objective estimates of the structure of the polar vortex by introducing a new technique based on transfer operators that aims to find regions with minimal external transport. Applying this new technique to European Centre for Medium-Range Weather Forecasts (ECMWF) ERA-40 three-dimensional velocity data we produce an improved three-dimensional estimate of the vortex location in the upper stratosphere where the vortex is most pronounced. This novel computational approach has wide potential application in detecting and analysing mixing structures in a variety of atmospheric, oceanographic, and general fluid dynamical settings.

physics.geo-ph↗

arXiv2010

Coherent sets for nonautonomous dynamical systems

We describe a mathematical formalism and numerical algorithms for identifying and tracking slowly mixing objects in nonautonomous dynamical systems. In the autonomous setting, such objects are variously known as almost-invariant sets, metastable sets, persistent patterns, or strange eigenmodes, and have proved to be important in a variety of applications. In this current work, we explain how to extend existing autonomous approaches to the nonautonomous setting. We call the new time-dependent slowly mixing objects coherent sets as they represent regions of phase space that disperse very slowly and remain coherent. The new methods are illustrated via detailed examples in both discrete and continuous time.

math.DS↗

arXiv2010

A semi-invertible Oseledets Theorem with applications to transfer operator cocycles

Oseledets' celebrated Multiplicative Ergodic Theorem (MET) is concerned with the exponential growth rates of vectors under the action of a linear cocycle on R^d. When the linear actions are invertible, the MET guarantees an almost-everywhere pointwise splitting of R^d into subspaces of distinct exponential growth rates (called Lyapunov exponents). When the linear actions are non-invertible, Oseledets' MET only yields the existence of a filtration of subspaces, the elements of which contain all vectors that grow no faster than exponential rates given by the Lyapunov exponents. The authors recently demonstrated that a splitting over R^d is guaranteed even without the invertibility assumption on the linear actions. Motivated by applications of the MET to cocycles of (non-invertible) transfer operators arising from random dynamical systems, we demonstrate the existence of an Oseledets splitting for cocycles of quasi-compact non-invertible linear operators on Banach spaces.

math.DS↗

arXiv2008

Coherent structures and isolated spectrum for Perron-Frobenius cocycles

We present an analysis of one-dimensional models of dynamical systems that possess 'coherent structures'; global structures that disperse more slowly than local trajectory separation. We study cocycles generated by expanding interval maps and the rates of decay for functions of bounded variation under the action of the associated Perron-Frobenius cocycles. We prove that when the generators are piecewise affine and share a common Markov partition, the Lyapunov spectrum of the Perron-Frobenius cocycle has at most finitely many isolated points. Moreover, we develop a strengthened version of the Multiplicative Ergodic Theorem for non-invertible matrices and construct an invariant splitting into Oseledets subspaces. We detail examples of cocycles of expanding maps with isolated Lyapunov spectrum and calculate the Oseledets subspaces, which lead to an identification of the underlying coherent structures. Our constructions generalise the notions of almost-invariant and almost-cyclic sets to non-autonomous dynamical systems and provide a new ensemble-based formalism for coherent structures in one-dimensional non-autonomous dynamics.

math.DS↗