Estimating Long-Term Behavior of Flows without Trajectory Integration: The Infinitesimal Generator Approach
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Publication:4918804
DOI10.1137/110819986zbMATH Open1267.37101DBLPjournals/siamnum/FroylandJK13arXiv1101.4166OpenAlexW2011296693WikidataQ59139572 ScholiaQ59139572MaRDI QIDQ4918804FDOQ4918804
Authors: Gary Froyland, Oliver Junge, Péter Koltai 
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
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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)
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