Estimating Long-Term Behavior of Flows without Trajectory Integration: The Infinitesimal Generator Approach
From MaRDI portal
Publication:4918804
DOI10.1137/110819986zbMath1267.37101DBLPjournals/siamnum/FroylandJK13arXiv1101.4166OpenAlexW2011296693WikidataQ59139572 ScholiaQ59139572MaRDI QIDQ4918804
Oliver Junge, Péter Koltai, Gary Froyland
Publication date: 6 May 2013
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Abstract: 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.
Full work available at URL: https://arxiv.org/abs/1101.4166
Perron-Frobenius operatortransfer operatorlong term behavior of differential flowsnumerical approximations of the infinitesimal generator approachstatistical methods of dynamicsUlam's generator method
Ordinary differential equations and systems with randomness (34F05) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Numerical approximation of eigenvalues and of other parts of the spectrum of ordinary differential operators (34L16) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30)
Related Items (48)
A trajectory-free framework for analysing multiscale systems ⋮ Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques ⋮ Cluster-based reduced-order modelling of a mixing layer ⋮ tgEDMD: approximation of the Kolmogorov operator in tensor train format ⋮ On the numerical approximation of the Perron-Frobenius and Koopman operator ⋮ Pseudogenerators of Spatial Transfer Operators ⋮ Modern Koopman Theory for Dynamical Systems ⋮ Improved approximation of phase-space densities on triangulated domains using discrete flow mapping with \(p\)-refinement ⋮ Sparsity enabled cluster reduced-order models for control ⋮ A boundary integral formalism for stochastic ray tracing in billiards ⋮ On the Approximability of Koopman-Based Operator Lyapunov Equations ⋮ Identifying finite-time coherent sets from limited quantities of Lagrangian data ⋮ Optimal Mixing Enhancement ⋮ A coherent structure approach for parameter estimation in Lagrangian data assimilation ⋮ Diffusion maps embedding and transition matrix analysis of the large-scale flow structure in turbulent Rayleigh–Bénard convection ⋮ Recursive divergence formulas for perturbing unstable transfer operators and physical measures ⋮ Backpropagation in hyperbolic chaos via adjoint shadowing ⋮ Numerical Approximation of the Frobenius--Perron Operator using the Finite Volume Method ⋮ Modelling uncertainties in phase-space boundary integral models of ray propagation ⋮ Optimal perturbations for nonlinear systems using graph-based optimal transport ⋮ Sparse eigenbasis approximation: multiple feature extraction across spatiotemporal scales with application to coherent set identification ⋮ Geometry of the ergodic quotient reveals coherent structures in flows ⋮ Transport of phase space densities through tetrahedral meshes using discrete flow mapping ⋮ Characterizing Flows by Complex Network Methods ⋮ Set-Oriented and Finite-Element Study of Coherent Behavior in Rayleigh-Bénard Convection ⋮ Optimal transport over nonlinear systems via infinitesimal generators on graphs ⋮ Discovering transition phenomena from data of stochastic dynamical systems with Lévy noise ⋮ Learning the temporal evolution of multivariate densities via normalizing flows ⋮ Resonances in a chaotic attractor crisis of the Lorenz flow ⋮ Computing coherent sets using the Fokker-Planck equation ⋮ Absolute flux optimising curves of flows on a surface ⋮ Diffusion maps tailored to arbitrary non-degenerate Itô processes ⋮ Data-driven model reduction and transfer operator approximation ⋮ A Multiscale Perturbation Expansion Approach for Markov State Modeling of Nonstationary Molecular Dynamics ⋮ Learning transfer operators by kernel density estimation ⋮ Optimizing the stable behavior of parameter-dependent dynamical systems -- maximal domains of attraction, minimal absorption times ⋮ The evolving butterfly: statistics in a changing attractor ⋮ Representing turbulent statistics with partitions of state space. I: Theory and methodology ⋮ Equivariant divergence formula for hyperbolic chaotic flows ⋮ Computation and Optimal Perturbation of Finite-Time Coherent Sets for Aperiodic Flows Without Trajectory Integration ⋮ A boundary integral method for modelling vibroacoustic energy distributions in uncertain built up structures ⋮ Estimation of the Koopman Generator by Newton's Extrapolation ⋮ Uncertainty quantification for phase-space boundary integral models of ray propagation ⋮ Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory ⋮ Response and sensitivity using Markov chains ⋮ A Direction Preserving Discretization for Computing Phase-Space Densities ⋮ Estimating long-term behavior of periodically driven flows without trajectory integration ⋮ Data-driven approximation of the Koopman generator: model reduction, system identification, and control
Uses Software
This page was built for publication: Estimating Long-Term Behavior of Flows without Trajectory Integration: The Infinitesimal Generator Approach
