Statistical properties of Lorenz like flows, recent developments and perspectives

We comment on mathematical results about the statistical behavior of Lorenz equations an its attractor, and more generally to the class of singular hyperbolic systems. The mathematical theory of such kind of systems turned out to be surprisingly difficult. It is remarkable that a rigorous proof of the existence of the Lorenz attractor was presented only around the year 2000 with a computer assisted proof together with an extension of the hyperbolic theory developed to encompass attractors robustly containing equilibria. We present some of the main results on the statisitcal behavior of such systems. We show that for attractors of three-dimensional flows, robust chaotic behavior is equivalent to the existence of certain hyperbolic structures, known as singular-hyperbolicity. These structures, in turn, are associated to the existence of physical measures: \emph{in low dimensions, robust chaotic behavior for flows ensures the existence of a physical measure}. We then give more details on recent results on the dynamics of singular-hyperbolic (Lorenz-like) attractors.Comment: 40 pages; 10 figures; Keywords: sensitive dependence on initial conditions, physical measure, singular-hyperbolicity, expansiveness, robust attractor, robust chaotic flow, positive Lyapunov exponent, large deviations, hitting and recurrence times. Minor typos corrected and precise acknowledgments of financial support added. To appear in Int J of Bif and Chaos in App Sciences and Engineerin

Lagrangian coherent structures in n-dimensional systems

Numerical simulations and experimental observations reveal that unsteady fluid systems can be divided into regions of qualitatively different dynamics. The key to understanding transport and stirring is to identify the dynamic boundaries between these almost-invariant regions. Recently, ridges in finite-time Lyapunov exponent fields have been used to define such hyperbolic, almost material, Lagrangian coherent structures in two-dimensional systems. The objective of this paper is to develop and apply a similar theory in higher dimensional spaces. While the separatrix nature of these structures is their most important property, a necessary condition is their almost material nature. This property is addressed in this paper. These results are applied to a model of Rayleigh-Bénard convection based on a three-dimensional extension of the model of Solomon and Gollub

Time-Dependent 2-D Vector Field Topology: An Approach Inspired by Lagrangian Coherent Structures

This paper presents an approach to a time-dependent variant of the concept of vector field topology for 2-D vector fields. Vector field topology is defined for steady vector fields and aims at discriminating the domain of a vector field into regions of qualitatively different behaviour. The presented approach represents a generalization for saddle-type critical points and their separatrices to unsteady vector fields based on generalized streak lines, with the classical vector field topology as its special case for steady vector fields. The concept is closely related to that of Lagrangian coherent structures obtained as ridges in the finite-time Lyapunov exponent field. The proposed approach is evaluated on both 2-D time-dependent synthetic and vector fields from computational fluid dynamics

Do Finite-Size Lyapunov Exponents Detect Coherent Structures?

Ridges of the Finite-Size Lyapunov Exponent (FSLE) field have been used as indicators of hyperbolic Lagrangian Coherent Structures (LCSs). A rigorous mathematical link between the FSLE and LCSs, however, has been missing. Here we prove that an FSLE ridge satisfying certain conditions does signal a nearby ridge of some Finite-Time Lyapunov Exponent (FTLE) field, which in turn indicates a hyperbolic LCS under further conditions. Other FSLE ridges violating our conditions, however, are seen to be false positives for LCSs. We also find further limitations of the FSLE in Lagrangian coherence detection, including ill-posedness, artificial jump-discontinuities, and sensitivity with respect to the computational time step.Comment: 22 pages, 7 figures, v3: corrects the z-axis labels of Fig. 2 (left) that appears in the version published in Chao

Finite-time Lagrangian transport analysis: Stable and unstable manifolds of hyperbolic trajectories and finite-time Lyapunov exponents

We consider issues associated with the Lagrangian characterisation of flow structures arising in aperiodically time-dependent vector fields that are only known on a finite time interval. A major motivation for the consideration of this problem arises from the desire to study transport and mixing problems in geophysical flows where the flow is obtained from a numerical solution, on a finite space-time grid, of an appropriate partial differential equation model for the velocity field. Of particular interest is the characterisation, location, and evolution of "transport barriers" in the flow, i.e. material curves and surfaces. We argue that a general theory of Lagrangian transport has to account for the effects of transient flow phenomena which are not captured by the infinite-time notions of hyperbolicity even for flows defined for all time. Notions of finite-time hyperbolic trajectories, their finite time stable and unstable manifolds, as well as finite-time Lyapunov exponent (FTLE) fields and associated Lagrangian coherent structures have been the main tools for characterizing transport barriers in the time-aperiodic situation. In this paper we consider a variety of examples, some with explicit solutions, that illustrate, in a concrete manner, the issues and phenomena that arise in the setting of finite-time dynamical systems. Of particular significance for geophysical applications is the notion of "flow transition" which occurs when finite-time hyperbolicity is lost, or gained. The phenomena discovered and analysed in our examples point the way to a variety of directions for rigorous mathematical research in this rapidly developing, and important, new area of dynamical systems theory