Hostname: page-component-cd9895bd7-jn8rn Total loading time: 0 Render date: 2024-12-27T03:53:38.788Z Has data issue: false hasContentIssue false

Coherent structures and isolated spectrum for Perron–Frobenius cocycles

Published online by Cambridge University Press:  04 September 2009

GARY FROYLAND
Affiliation:
School of Mathematics and Statistics, University of New South Wales, Sydney,NSW 2052, Australia (email: [email protected], [email protected])
SIMON LLOYD
Affiliation:
School of Mathematics and Statistics, University of New South Wales, Sydney,NSW 2052, Australia (email: [email protected], [email protected])
ANTHONY QUAS
Affiliation:
Department of Mathematics and Statistics, University of Victoria, Victoria,BC V8W 3R4, Canada (email: [email protected])

Abstract

We present an analysis of one-dimensional models of dynamical systems that possess ‘coherent structures’: global structures that disperse more slowly than local trajectory separation. We study cocycles generated by expanding interval maps and the rates of decay for functions of bounded variation under the action of the associated Perron–Frobenius cocycles. We prove that when the generators are piecewise affine and share a common Markov partition, the Lyapunov spectrum of the Perron–Frobenius cocycle has at most finitely many isolated points. Moreover, we develop a strengthened version of the Multiplicative Ergodic Theorem for non-invertible matrices and construct an invariant splitting into Oseledets subspaces. We detail examples of cocycles of expanding maps with isolated Lyapunov spectrum and calculate the Oseledets subspaces, which lead to an identification of the underlying coherent structures. Our constructions generalize the notions of almost-invariant and almost-cyclic sets to non-autonomous dynamical systems and provide a new ensemble-based formalism for coherent structures in one-dimensional non-autonomous dynamics.

Type
Research Article
Copyright
Copyright © Cambridge University Press 2009

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1]Arnold, L.. Random Dynamical Systems (Springer Monographs in Mathematics). Springer, Berlin, 1998.CrossRefGoogle Scholar
[2]Baladi, V.. Personal communication, 1996.Google Scholar
[3]Baladi, V.. Positive Transfer Operators and Decay of Correlations (Advanced Series in Nonlinear Dynamics, 16). World Scientific, Singapore, 2000.CrossRefGoogle Scholar
[4]Barreira, L. and Silva, C.. Lyapunov exponents for continuous transformations and dimension theory. Discrete Contin. Dyn. Syst. 13 (2005), 469490.CrossRefGoogle Scholar
[5]Blank, M. and Keller, G.. Random perturbations of chaotic dynamical systems: stability of the spectrum. Nonlinearity 11(5) (1998), 13511364.CrossRefGoogle Scholar
[6]Blank, M., Keller, G. and Liverani, C.. Ruelle–Perron–Frobenius spectrum for Anosov maps. Nonlinearity 15(6) (2002), 19051973.CrossRefGoogle Scholar
[7]Boyarsky, A. and Góra, P.. Laws of chaos. Invariant measures and dynamical systems in one dimension. Probability and its Applications. Birkhäuser Boston, Boston, MA, 1997.Google Scholar
[8]Dellnitz, M. and Junge, O.. On the approximation of complicated dynamical behavior. SIAM J. Numer. Anal. 36(2) (1999), 491515.CrossRefGoogle Scholar
[9]Dellnitz, M., Froyland, G. and Sertl, S.. On the isolated spectrum of the Perron–Frobenius operator. Nonlinearity 13(4) (2000), 11711188.CrossRefGoogle Scholar
[10]Dellnitz, M., Junge, O., Koon, W., Lekien, F., Lo, M., Marsden, J., Padberg, K., Preis, R., Ross, S. and Thiere, B.. Transport in dynamical astronomy and multibody problems. Internat. J. Bifur. Chaos Appl. Sci. Engrg. 15 (2005), 699727.CrossRefGoogle Scholar
[11]Ershov, S. and Potapov, A.. On the concept of stationary Lyapunov basis. Phys. D 118 (1998), 167198.CrossRefGoogle Scholar
[12]Froyland, G.. Statistically optimal almost-invariant sets. Phys. D 200(3–4) (2005), 205219.CrossRefGoogle Scholar
[13]Froyland, G.. On Ulam approximation of the isolated spectrum and eigenfunctions of hyperbolic maps. Discrete Contin. Dyn. Syst. 17 (2007), 671689.CrossRefGoogle Scholar
[14]Froyland, G.. Unwrapping eigenfunctions to discover the geometry of almost-invariant sets in hyperbolic maps. Phys. D 237(6) (2008), 840853.CrossRefGoogle Scholar
[15]Froyland, G., Judd, K. and Mees, A.. Estimation of Lyapunov exponents of dynamical systems using a spatial average. Phys. Rev. E (3) 51 (1995), 28442855.CrossRefGoogle ScholarPubMed
[16]Froyland, G. and Padberg, K.. Almost-invariant sets and invariant manifolds—connecting probabilistic and geometric descriptions of coherent structures in flow, submitted.Google Scholar
[17]Froyland, G., Padberg, K., England, M. and Treguier, A.. Detecting coherent oceanic structures via transfer operators. Phys. Rev. Lett. 98 (2007).CrossRefGoogle ScholarPubMed
[18]Ginelli, F., Poggi, P., Turchi, A., Chaté, H., Livi, R. and Politi, A.. Characterizing dynamics with covariant Lyapunov vectors. Phys. Rev. Lett. 99 (2007).CrossRefGoogle ScholarPubMed
[19]Gouëzel, S. and Liverani, C.. Banach spaces adapted to Anosov systems. Ergod. Th. & Dynam. Sys. 26(1) (2006), 189217.CrossRefGoogle Scholar
[20]Haller, G.. Distinguished material surfaces and coherent structures in three-dimensional fluid flows. Phys. D 149(4) (2001), 248277.CrossRefGoogle Scholar
[21]Haller, G. and Yuan, G.. Lagrangian coherent structures and mixing in two-dimensional turbulence. Phys. D 147(3–4) (2000), 352370.CrossRefGoogle Scholar
[22]Hofbauer, F. and Keller, G.. Ergodic properties of invariant measures for piecewise monotonic transformations. Math. Z. 180(1) (1982), 119140.CrossRefGoogle Scholar
[23]Keller, G.. On the rate of convergence to equilibrium in one-dimensional systems. Comm. Math. Phys. 96(2) (1984), 181193.CrossRefGoogle Scholar
[24]Keller, G. and Rugh, H.. Eigenfunctions for smooth expanding circle maps. Nonlinearity 17 (2004), 17231730.CrossRefGoogle Scholar
[25]Liu, W. and Haller, G.. Strange eigenmodes and decay of variance in the mixing of diffusive tracers. Phys. D 188(1–2) (2004), 139.CrossRefGoogle Scholar
[26]Lasota, A. and Yorke, J.. On the existence of invariant measures for piecewise monotonic transformations. Trans. Amer. Math. Soc. 186 (1973), 481488.CrossRefGoogle Scholar
[27]Pikovsky, A. and Popovych, O.. Persistent patterns in deterministic mixing flows. Europhys. Lett. EPL 61(5) (2003), 625631.CrossRefGoogle Scholar
[28]Popovych, O., Pikovsky, A. and Eckhardt, B.. Abnormal mixing of passive scalars in chaotic flows. Phys. E 75 (2007).Google ScholarPubMed
[29]Ruelle, D.. The thermodynamic formalism for expanding maps. Comm. Math. Phys. 125(2) (1989), 239262.CrossRefGoogle Scholar
[30]Schütte, C., Huisinga, W. and Deuflhard, P.. Transfer operator approach to conformational dynamics in biomolecular systems. Preprint SC-99-36, Konrad-Zuse-Zentrum, Berlin, 1999. Appeared in Ergodic Theory, Analysis, and Efficient Simulation of Dynamical Systems. Ed. B. Fiedler. Springer, Berlin, 2001.CrossRefGoogle Scholar
[31]Trevisan, A. and Pancotti, F.. Periodic orbits, Lyapunov vectors, and singular vectors in the Lorenz system. J. Atmospheric Sci. 55 (1998), 390399.2.0.CO;2>CrossRefGoogle Scholar
[32]Walters, P.. A dynamical proof of the multiplicative ergodic theorem. Trans. Amer. Math. Soc. 335(1) (1993), 245257.CrossRefGoogle Scholar