Estimating Long-Term Behavior of Flows without Trajectory Integration: The Infinitesimal Generator Approach
From MaRDI portal
Publication:4918804
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) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30) 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)
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.
Recommendations
- Estimating long-term behavior of periodically driven flows without trajectory integration
- Long-term behavior of polynomial chaos in stochastic flow simulations
- A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case
- Modelling Lagrangian velocity and acceleration in turbulent flows as infinitely differentiable stochastic processes
- Non-Gaussian limit of a tracer motion in an incompressible flow
- A path integration formulation of stochastic-Lagrangian models of turbulent flow
- Generalized flows, intrinsic stochasticity, and turbulent transport
- scientific article; zbMATH DE number 5872431
- Recursive estimation of the parameters of a nonstationary Poisson flow
Cited in
(48)- Numerical approximation of the Frobenius-Perron operator using the finite volume method
- A direction preserving discretization for computing phase-space densities
- Modern Koopman theory for dynamical systems
- The evolving butterfly: statistics in a changing attractor
- A boundary integral method for modelling vibroacoustic energy distributions in uncertain built up structures
- Learning the temporal evolution of multivariate densities via normalizing flows
- Improved approximation of phase-space densities on triangulated domains using discrete flow mapping with \(p\)-refinement
- On the Approximability of Koopman-Based Operator Lyapunov Equations
- Optimal perturbations for nonlinear systems using graph-based optimal transport
- Data-driven model reduction and transfer operator approximation
- Estimation of the Koopman Generator by Newton's Extrapolation
- Recursive divergence formulas for perturbing unstable transfer operators and physical measures
- Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques
- Discovering transition phenomena from data of stochastic dynamical systems with Lévy noise
- A trajectory-free framework for analysing multiscale systems
- Diffusion maps tailored to arbitrary non-degenerate Itô processes
- Identifying finite-time coherent sets from limited quantities of Lagrangian data
- Geometry of the ergodic quotient reveals coherent structures in flows
- Optimizing the stable behavior of parameter-dependent dynamical systems -- maximal domains of attraction, minimal absorption times
- Optimal transport over nonlinear systems via infinitesimal generators on graphs
- tgEDMD: approximation of the Kolmogorov operator in tensor train format
- Backpropagation in hyperbolic chaos via adjoint shadowing
- On the numerical approximation of the Perron-Frobenius and Koopman operator
- Representing turbulent statistics with partitions of state space. I: Theory and methodology
- Equivariant divergence formula for hyperbolic chaotic flows
- Cluster-based reduced-order modelling of a mixing layer
- A boundary integral formalism for stochastic ray tracing in billiards
- Computation and optimal perturbation of finite-time coherent sets for aperiodic flows without trajectory integration
- Diffusion maps embedding and transition matrix analysis of the large-scale flow structure in turbulent Rayleigh-Bénard convection
- Uncertainty quantification for phase-space boundary integral models of ray propagation
- Sparsity enabled cluster reduced-order models for control
- Characterizing flows by complex network methods
- Set-oriented and finite-element study of coherent behavior in Rayleigh-Bénard convection
- Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory
- Response and sensitivity using Markov chains
- Sparse eigenbasis approximation: multiple feature extraction across spatiotemporal scales with application to coherent set identification
- Data-driven approximation of the Koopman generator: model reduction, system identification, and control
- A Multiscale Perturbation Expansion Approach for Markov State Modeling of Nonstationary Molecular Dynamics
- Resonances in a chaotic attractor crisis of the Lorenz flow
- Absolute flux optimising curves of flows on a surface
- A coherent structure approach for parameter estimation in Lagrangian data assimilation
- Optimal mixing enhancement
- Pseudogenerators of spatial transfer operators
- Transport of phase space densities through tetrahedral meshes using discrete flow mapping
- Modelling uncertainties in phase-space boundary integral models of ray propagation
- Estimating long-term behavior of periodically driven flows without trajectory integration
- Learning transfer operators by kernel density estimation
- Computing coherent sets using the Fokker-Planck equation
This page was built for publication: Estimating Long-Term Behavior of Flows without Trajectory Integration: The Infinitesimal Generator Approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4918804)
