No Arabic abstract
In order to analyze structure of tangent spaces of a transient orbit, we propose a new algorithm which pulls back vectors in tangent spaces along the orbit by using a calculation method of covariant Lyapunov vectors. As an example, the calculation algorithm has been applied to a transient orbit converging to an equilibrium in a three-dimensional ordinary differential equations. We obtain vectors in tangent spaces that converge to eigenvectors of the linearized system at the equilibrium. Further, we demonstrate that an appropriate perturbation calculated by the vectors can lead an orbit going in the direction of an eigenvector of the linearized system at the equilibrium.
We present a convergence proof of the projective integration method for a class of deterministic multi-dimensional multi-scale systems which are amenable to centre manifold theory. The error is shown to contain contributions associated with the numerical accuracy of the microsolver, the numerical accuracy of the macrosolver and the distance from the centre manifold caused by the combined effect of micro- and macrosolvers, respectively. We corroborate our results by numerical simulations.
The classical approach for studying atmospheric variability is based on defining a background state and studying the linear stability of the small fluctuations around such a state. Weakly non-linear theories can be constructed using higher order expansions terms. While these methods have undoubtedly great value for elucidating the relevant physical processes, they are unable to follow the dynamics of a turbulent atmosphere. We provide a first example of extension of the classical stability analysis to a non-linearly evolving quasi-geostrophic flow. The so-called covariant Lyapunov vectors (CLVs) provide a covariant basis describing the directions of exponential expansion and decay of perturbations to the non-linear trajectory of the flow. We use such a formalism to re-examine the basic barotropic and baroclinic processes of the atmosphere with a quasi-geostrophic beta-plane two-layer model in a periodic channel driven by a forced meridional temperature gradient $Delta T$. We explore three settings of $Delta T$, representative of relatively weak turbulence, well-developed turbulence, and intermediate conditions. We construct the Lorenz energy cycle for each CLV describing the energy exchanges with the background state. A positive baroclinic conversion rate is a necessary but not sufficient condition of instability. Barotropic instability is present only for few very unstable CLVs for large values of $Delta T$. Slowly growing and decaying hydrodynamic Lyapunov modes closely mirror the properties of the background flow. Following classical necessary conditions for barotropic/baroclinic instability, we find a clear relationship between the properties of the eddy fluxes of a CLV and its instability. CLVs with positive baroclinic conversion seem to form a set of modes for constructing a reduced model of the atmosphere dynamics.
Extended dynamic mode decomposition (EDMD) provides a class of algorithms to identify patterns and effective degrees of freedom in complex dynamical systems. We show that the modes identified by EDMD correspond to those of compact Perron-Frobenius and Koopman operators defined on suitable Hardy-Hilbert spaces when the method is applied to classes of analytic maps. Our findings elucidate the interpretation of the spectra obtained by EDMD for complex dynamical systems. We illustrate our results by numerical simulations for analytic maps.
Transport and mixing properties of aperiodic flows are crucial to a dynamical analysis of the flow, and often have to be carried out with limited information. Finite-time coherent sets are regions of the flow that minimally mix with the remainder of the flow domain over the finite period of time considered. In the purely advective setting this is equivalent to identifying sets whose boundary interfaces remain small throughout their finite-time evolution. Finite-time coherent sets thus provide a skeleton of distinct regions around which more turbulent flow occurs. They manifest in geophysical systems in the forms of e.g. ocean eddies, ocean gyres, and atmospheric vortices. In real-world settings, often observational data is scattered and sparse, which makes the difficult problem of coherent set identification and tracking even more challenging. We develop three FEM-based numerical methods to efficiently approximate the dynamic Laplace operator, and introduce a new dynamic isoperimetric problem using Dirichlet boundary conditions. Using these FEM-based methods we rapidly and reliably extract finite-time coherent sets from models or scattered, possibly sparse, and possibly incomplete observed data.
Starting from measured data, we develop a method to compute the fine structure of the spectrum of the Koopman operator with rigorous convergence guarantees. The method is based on the observation that, in the measure-preserving ergodic setting, the moments of the spectral measure associated to a given observable are computable from a single trajectory of this observable. Having finitely many moments available, we use the classical Christoffel-Darboux kernel to separate the atomic and absolutely continuous parts of the spectrum, supported by convergence guarantees as the number of moments tends to infinity. In addition, we propose a technique to detect the singular continuous part of the spectrum as well as two methods to approximate the spectral measure with guaranteed convergence in the weak topology, irrespective of whether the singular continuous part is present or not. The proposed method is simple to implement and readily applicable to large-scale systems since the computational complexity is dominated by inverting an $Ntimes N$ Hermitian positive-definite Toeplitz matrix, where $N$ is the number of moments, for which efficient and numerically stable algorithms exist; in particular, the complexity of the approach is independent of the dimension of the underlying state-space. We also show how to compute, from measured data, the spectral projection on a given segment of the unit circle, allowing us to obtain a finite-dimensional approximation of the operator that explicitly takes into account the point and continuous parts of the spectrum. Finally, we describe a relationship between the proposed method and the so-called Hankel Dynamic Mode Decomposition, providing new insights into the behavior of the eigenvalues of the Hankel DMD operator. A number of numerical examples illustrate the approach, including a study of the spectrum of the lid-driven two-dimensional cavity flow.