Local stable and unstable manifolds and their control in nonautonomous finite-time flows

It is well-known that stable and unstable manifolds strongly influence fluid motion in unsteady flows. These emanate from hyperbolic trajectories, with the structures moving nonautonomously in time. The local directions of emanation at each instance in time is the focus of this article. Within a nearly autonomous setting, it is shown that these time-varying directions can be characterised through the accumulated effect of velocity shear. Connections to Oseledets spaces and projection operators in exponential dichotomies are established. Availability of data for both infinite and finite time-intervals is considered. With microfluidic flow control in mind, a methodology for manipulating these directions in any prescribed time-varying fashion by applying a local velocity shear is developed. The results are verified for both smoothly and discontinuously time-varying directions using finite-time Lyapunov exponent fields, and excellent agreement is obtained.Comment: Under consideration for publication in the Journal of Nonlinear Science

A Theoretical Framework for Lagrangian Descriptors

This paper provides a theoretical background for Lagrangian Descriptors (LDs). The goal of achieving rigourous proofs that justify the ability of LDs to detect invariant manifolds is simplified by introducing an alternative definition for LDs. The definition is stated for $n$-dimensional systems with general time dependence, however we rigorously prove that this method reveals the stable and unstable manifolds of hyperbolic points in four particular 2D cases: a hyperbolic saddle point for linear autonomous systems, a hyperbolic saddle point for nonlinear autonomous systems, a hyperbolic saddle point for linear nonautonomous systems and a hyperbolic saddle point for nonlinear nonautonomous systems. We also discuss further rigorous results which show the ability of LDs to highlight additional invariants sets, such as $n$-tori. These results are just a simple extension of the ergodic partition theory which we illustrate by applying this methodology to well-known examples, such as the planar field of the harmonic oscillator and the 3D ABC flow. Finally, we provide a thorough discussion on the requirement of the objectivity (frame-invariance) property for tools designed to reveal phase space structures and their implications for Lagrangian descriptors

Transport in Transitory Dynamical Systems

We introduce the concept of a "transitory" dynamical system---one whose time-dependence is confined to a compact interval---and show how to quantify transport between two-dimensional Lagrangian coherent structures for the Hamiltonian case. This requires knowing only the "action" of relevant heteroclinic orbits at the intersection of invariant manifolds of "forward" and "backward" hyperbolic orbits. These manifolds can be easily computed by leveraging the autonomous nature of the vector fields on either side of the time-dependent transition. As illustrative examples we consider a two-dimensional fluid flow in a rotating double-gyre configuration and a simple one-and-a-half degree of freedom model of a resonant particle accelerator. We compare our results to those obtained using finite-time Lyapunov exponents and to adiabatic theory, discussing the benefits and limitations of each method.Comment: Updated and corrected version. LaTeX, 29 pages, 21 figure

Impulsive perturbations to differential equations: stable/unstable pseudo-manifolds, heteroclinic connections, and flux

State-dependent time-impulsive perturbations to a two-dimensional autonomous flow with stable and unstable manifolds are analysed by posing in terms of an integral equation which is valid in both forwards- and backwards-time. The impulses destroy the smooth invariant manifolds, necessitating new definitions for stable and unstable pseudo-manifolds. Their time-evolution is characterised by solving a Volterra integral equation of the second kind with discontinuous inhomogeniety. A criteria for heteroclinic trajectory persistence in this impulsive context is developed, as is a quantification of an instantaneous flux across broken heteroclinic manifolds. Several examples, including a kicked Duffing oscillator and an underwater explosion in the vicinity of an eddy, are used to illustrate the theory

Homoclinic Orbits In Slowly Varying Oscillators

We obtain existence and bifurcation theorems for homoclinic orbits in three-dimensional flows that are perturbations of families of planar Hamiltonian systems. The perturbations may or may not depend explicitly on time. We show how the results on periodic orbits of the preceding paper are related to the present homoclinic results, and apply them to a periodically forced Duffing equation with weak feedback

Nonautonomous dynamical systems: from theory to applications

Tesis doctoral inédita leída en la Universidad Autónoma de Madrid, Facultad de Ciencias, Departamento de Matemáticas. Fecha de lectura: 27-04-201

Ruelle-Pollicott Resonances of Stochastic Systems in Reduced State Space. Part II: Stochastic Hopf Bifurcation

The spectrum of the generator (Kolmogorov operator) of a diffusion process, referred to as the Ruelle-Pollicott (RP) spectrum, provides a detailed characterization of correlation functions and power spectra of stochastic systems via decomposition formulas in terms of RP resonances. Stochastic analysis techniques relying on the theory of Markov semigroups for the study of the RP spectrum and a rigorous reduction method is presented in Part I. This framework is here applied to study a stochastic Hopf bifurcation in view of characterizing the statistical properties of nonlinear oscillators perturbed by noise, depending on their stability. In light of the H\"ormander theorem, it is first shown that the geometry of the unperturbed limit cycle, in particular its isochrons, is essential to understand the effect of noise and the phenomenon of phase diffusion. In addition, it is shown that the spectrum has a spectral gap, even at the bifurcation point, and that correlations decay exponentially fast. Explicit small-noise expansions of the RP eigenvalues and eigenfunctions are then obtained, away from the bifurcation point, based on the knowledge of the linearized deterministic dynamics and the characteristics of the noise. These formulas allow one to understand how the interaction of the noise with the deterministic dynamics affect the decay of correlations. Numerical results complement the study of the RP spectrum at the bifurcation, revealing useful scaling laws. The analysis of the Markov semigroup for stochastic bifurcations is thus promising in providing a complementary approach to the more geometric random dynamical system approach. This approach is not limited to low-dimensional systems and the reduction method presented in part I is applied to a stochastic model relevant to climate dynamics in part III

Rate-induced transitions for parameter shift systems

Rate-induced transitions have recently emerged as an identifiable type of instability of attractors in nonautonomous dynamical systems. In most studies so far, these attractors can be associated with equilibria of an autonomous limiting system, but this is not necessarily the case. For a specific class of systems with a parameter shift between two autonomous systems, we consider how the breakdown of the quasistatic approximation for attractors can lead to rate-induced transitions, where nonautonomous instability can be characterised in terms of a critical rate of the parameter shift. We find a number of new phenomena for non-equilibrium attractors: weak tracking where the pullback attractor of the system limits to a proper subset of the attractor of the future limit system, partial tipping where certain phases of the pullback attractor tip and others track the quasistatic attractor, em invisible tipping where the critical rate of partial tipping is isolated and separates two parameter regions where the system exhibits end-point tracking. For a model parameter shift system with periodic attractors, we characterise thresholds of rate-induced tipping to partial and total tipping. We show these thresholds can be found in terms of certain periodic-to-periodic and periodic-to-equilibrium connections that we determine using Lin's method for an augmented system. Considering weak tracking for a nonautonomous Rossler system, we show that there are infinitely many critical rates at which a pullback attracting solution of the system tracks an embedded unstable periodic orbit of the future chaotic attractor

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