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

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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.

Original languageEnglish
JournalPhysica D: Nonlinear Phenomena
Issue number16
Pages (from-to)1507-1523
Number of pages17
Publication statusPublished - 01.08.2009
Externally publishedYes

    Research areas

  • Almost-invariant set, Coherent structure, Finite-time Lyapunov exponent, Invariant manifold, Transfer operator, Transport
  • Mathematics