Almost-invariant sets and invariant manifolds: Connecting probabilistic and geometric descriptions of coherent structures in flows

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Almost-invariant sets and invariant manifolds: Connecting probabilistic and geometric descriptions of coherent structures in flows. / Froyland, Gary; Padberg, Kathrin.
in: Physica D: Nonlinear Phenomena, Jahrgang 238, Nr. 16, 01.08.2009, S. 1507-1523.

Publikation: Beiträge in ZeitschriftenZeitschriftenaufsätzeForschungbegutachtet

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@article{ee6789bb35f64a85a8bbe716af64765d,
title = "Almost-invariant sets and invariant manifolds: Connecting probabilistic and geometric descriptions of coherent structures in flows",
abstract = "We study the transport and mixing properties of flows in a variety of settings, connecting the classical geometrical approach via invariant manifolds with a probabilistic approach via transfer operators. For non-divergent fluid-like flows, we demonstrate that eigenvectors of numerical transfer operators efficiently decompose the domain into invariant regions. For dissipative chaotic flows such a decomposition into invariant regions does not exist; instead, the transfer operator approach detects almost-invariant sets. We demonstrate numerically that the boundaries of these almost-invariant regions are predominantly comprised of segments of co-dimension 1 invariant manifolds. For a mixing periodically driven fluid-like flow we show that while sets bounded by stable and unstable manifolds are almost-invariant, the transfer operator approach can identify almost-invariant sets with smaller mass leakage. Thus the transport mechanism of lobe dynamics need not correspond to minimal transport. The transfer operator approach is purely probabilistic; it directly determines those regions that minimally mix with their surroundings. The almost-invariant regions are identified via eigenvectors of a transfer operator and are ranked by the corresponding eigenvalues in the order of the sets' invariance or {"}leakiness{"}. While we demonstrate that the almost-invariant sets are often bounded by segments of invariant manifolds, without such a ranking it is not at all clear which intersections of invariant manifolds form the major barriers to mixing. Furthermore, in some cases invariant manifolds do not bound sets of minimal leakage. Our transfer operator constructions are very simple and fast to implement; they require a sample of short trajectories, followed by eigenvector calculations of a sparse matrix.",
keywords = "Almost-invariant set, Coherent structure, Finite-time Lyapunov exponent, Invariant manifold, Transfer operator, Transport, Mathematics",
author = "Gary Froyland and Kathrin Padberg",
note = "Funding Information: GF was partially supported by a John Yu Fellowship to Europe, a UNSW Faculty of Science Research Grant, and the Australian Research Council Discovery Project DP0770289. KP was partially supported by a University of Paderborn Research Grant, the DFG Research Training Group GK-693 of the Paderborn Institute for Scientific Computation (PaSCo) and by the European Union (contract no. 12999). KP thanks Michael Dellnitz for fruitful discussions at an early stage of this work.",
year = "2009",
month = aug,
day = "1",
doi = "10.1016/j.physd.2009.03.002",
language = "English",
volume = "238",
pages = "1507--1523",
journal = "Physica D: Nonlinear Phenomena",
issn = "0167-2789",
publisher = "Elsevier B.V.",
number = "16",

}

RIS

TY - JOUR

T1 - Almost-invariant sets and invariant manifolds

T2 - Connecting probabilistic and geometric descriptions of coherent structures in flows

AU - Froyland, Gary

AU - Padberg, Kathrin

N1 - Funding Information: GF was partially supported by a John Yu Fellowship to Europe, a UNSW Faculty of Science Research Grant, and the Australian Research Council Discovery Project DP0770289. KP was partially supported by a University of Paderborn Research Grant, the DFG Research Training Group GK-693 of the Paderborn Institute for Scientific Computation (PaSCo) and by the European Union (contract no. 12999). KP thanks Michael Dellnitz for fruitful discussions at an early stage of this work.

PY - 2009/8/1

Y1 - 2009/8/1

N2 - We study the transport and mixing properties of flows in a variety of settings, connecting the classical geometrical approach via invariant manifolds with a probabilistic approach via transfer operators. For non-divergent fluid-like flows, we demonstrate that eigenvectors of numerical transfer operators efficiently decompose the domain into invariant regions. For dissipative chaotic flows such a decomposition into invariant regions does not exist; instead, the transfer operator approach detects almost-invariant sets. We demonstrate numerically that the boundaries of these almost-invariant regions are predominantly comprised of segments of co-dimension 1 invariant manifolds. For a mixing periodically driven fluid-like flow we show that while sets bounded by stable and unstable manifolds are almost-invariant, the transfer operator approach can identify almost-invariant sets with smaller mass leakage. Thus the transport mechanism of lobe dynamics need not correspond to minimal transport. The transfer operator approach is purely probabilistic; it directly determines those regions that minimally mix with their surroundings. The almost-invariant regions are identified via eigenvectors of a transfer operator and are ranked by the corresponding eigenvalues in the order of the sets' invariance or "leakiness". While we demonstrate that the almost-invariant sets are often bounded by segments of invariant manifolds, without such a ranking it is not at all clear which intersections of invariant manifolds form the major barriers to mixing. Furthermore, in some cases invariant manifolds do not bound sets of minimal leakage. Our transfer operator constructions are very simple and fast to implement; they require a sample of short trajectories, followed by eigenvector calculations of a sparse matrix.

AB - We study the transport and mixing properties of flows in a variety of settings, connecting the classical geometrical approach via invariant manifolds with a probabilistic approach via transfer operators. For non-divergent fluid-like flows, we demonstrate that eigenvectors of numerical transfer operators efficiently decompose the domain into invariant regions. For dissipative chaotic flows such a decomposition into invariant regions does not exist; instead, the transfer operator approach detects almost-invariant sets. We demonstrate numerically that the boundaries of these almost-invariant regions are predominantly comprised of segments of co-dimension 1 invariant manifolds. For a mixing periodically driven fluid-like flow we show that while sets bounded by stable and unstable manifolds are almost-invariant, the transfer operator approach can identify almost-invariant sets with smaller mass leakage. Thus the transport mechanism of lobe dynamics need not correspond to minimal transport. The transfer operator approach is purely probabilistic; it directly determines those regions that minimally mix with their surroundings. The almost-invariant regions are identified via eigenvectors of a transfer operator and are ranked by the corresponding eigenvalues in the order of the sets' invariance or "leakiness". While we demonstrate that the almost-invariant sets are often bounded by segments of invariant manifolds, without such a ranking it is not at all clear which intersections of invariant manifolds form the major barriers to mixing. Furthermore, in some cases invariant manifolds do not bound sets of minimal leakage. Our transfer operator constructions are very simple and fast to implement; they require a sample of short trajectories, followed by eigenvector calculations of a sparse matrix.

KW - Almost-invariant set

KW - Coherent structure

KW - Finite-time Lyapunov exponent

KW - Invariant manifold

KW - Transfer operator

KW - Transport

KW - Mathematics

UR - http://www.scopus.com/inward/record.url?scp=67650066712&partnerID=8YFLogxK

UR - https://www.mendeley.com/catalogue/347f396b-1a7d-3c20-bf7f-88183d40f60c/

U2 - 10.1016/j.physd.2009.03.002

DO - 10.1016/j.physd.2009.03.002

M3 - Journal articles

AN - SCOPUS:67650066712

VL - 238

SP - 1507

EP - 1523

JO - Physica D: Nonlinear Phenomena

JF - Physica D: Nonlinear Phenomena

SN - 0167-2789

IS - 16

ER -

DOI