Transport in time-dependent dynamical systems: Finite-time coherent sets

We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time, despite the chaotic nature of the system. We develop a novel probabilistic methodology based upon transfer operators that automatically detects maximally coherent sets. The approach is very simple to implement, requiring only singular vector computations of a matrix of transitions induced by the dynamics. We illustrate our new methodology on an idealized stratospheric flow and in two and three dimensional analyses of European Centre for Medium Range Weather Forecasting (ECMWF) reanalysis data

Dominant transport pathways in an atmospheric blocking event

A Lagrangian flow network is constructed for the atmospheric blocking of eastern Europe and western Russia in summer 2010. We compute the most probable paths followed by fluid particles which reveal the {\it Omega}-block skeleton of the event. A hierarchy of sets of highly probable paths is introduced to describe transport pathways when the most probable path alone is not representative enough. These sets of paths have the shape of narrow coherent tubes flowing close to the most probable one. Thus, even when the most probable path is not very significant in terms of its probability, it still identifies the geometry of the transport pathways.Comment: Appendix added with path calculations for a simple kinematic model flo

Hydrodynamic provinces and oceanic connectivity from a transport network help designing marine reserves

Oceanic dispersal and connectivity have been identified as crucial factors for structuring marine populations and designing Marine Protected Areas (MPAs). Focusing on larval dispersal by ocean currents, we propose an approach coupling Lagrangian transport and new tools from Network Theory to characterize marine connectivity in the Mediterranean basin. Larvae of different pelagic durations and seasons are modeled as passive tracers advected in a simulated oceanic surface flow from which a network of connected areas is constructed. Hydrodynamical provinces extracted from this network are delimited by frontiers which match multi-scale oceanographic features. By examining the repeated occurrence of such boundaries, we identify the spatial scales and geographic structures that would control larval dispersal across the entire seascape. Based on these hydrodynamical units, we study novel connectivity metrics for existing reserves. Our results are discussed in the context of ocean biogeography and MPAs design, having ecological and managerial implications

Stochastic Stability Analysis of Discrete Time System Using Lyapunov Measure

In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker set-theoretic notion of almost everywhere stochastic stability is introduced and verified, using Lyapunov measure-based stochastic stability theorems. Furthermore, connection between Lyapunov functions, a popular tool for stochastic stability verification, and Lyapunov measures is established. Using the duality property between the linear transfer Perron-Frobenius and Koopman operators, we show the Lyapunov measure and Lyapunov function used for the verification of stochastic stability are dual to each other. Set-oriented numerical methods are proposed for the finite dimensional approximation of the Perron-Frobenius operator; hence, Lyapunov measure is proposed. Stability results in finite dimensional approximation space are also presented. Finite dimensional approximation is shown to introduce further weaker notion of stability referred to as coarse stochastic stability. The results in this paper extend our earlier work on the use of Lyapunov measures for almost everywhere stability verification of deterministic dynamical systems ("Lyapunov Measure for Almost Everywhere Stability", {\it IEEE Trans. on Automatic Control}, Vol. 53, No. 1, Feb. 2008).Comment: Proceedings of American Control Conference, Chicago IL, 201

Simultaneous Coherent Structure Coloring facilitates interpretable clustering of scientific data by amplifying dissimilarity

The clustering of data into physically meaningful subsets often requires assumptions regarding the number, size, or shape of the subgroups. Here, we present a new method, simultaneous coherent structure coloring (sCSC), which accomplishes the task of unsupervised clustering without a priori guidance regarding the underlying structure of the data. sCSC performs a sequence of binary splittings on the dataset such that the most dissimilar data points are required to be in separate clusters. To achieve this, we obtain a set of orthogonal coordinates along which dissimilarity in the dataset is maximized from a generalized eigenvalue problem based on the pairwise dissimilarity between the data points to be clustered. This sequence of bifurcations produces a binary tree representation of the system, from which the number of clusters in the data and their interrelationships naturally emerge. To illustrate the effectiveness of the method in the absence of a priori assumptions, we apply it to three exemplary problems in fluid dynamics. Then, we illustrate its capacity for interpretability using a high-dimensional protein folding simulation dataset. While we restrict our examples to dynamical physical systems in this work, we anticipate straightforward translation to other fields where existing analysis tools require ad hoc assumptions on the data structure, lack the interpretability of the present method, or in which the underlying processes are less accessible, such as genomics and neuroscience