A minimization principle for the description of time-dependent modes associated with transient instabilities

We introduce a minimization formulation for the determination of a finite-dimensional, time-dependent, orthonormal basis that captures directions of the phase space associated with transient instabilities. While these instabilities have finite lifetime they can play a crucial role by either altering the system dynamics through the activation of other instabilities, or by creating sudden nonlinear energy transfers that lead to extreme responses. However, their essentially transient character makes their description a particularly challenging task. We develop a minimization framework that focuses on the optimal approximation of the system dynamics in the neighborhood of the system state. This minimization formulation results in differential equations that evolve a time-dependent basis so that it optimally approximates the most unstable directions. We demonstrate the capability of the method for two families of problems: i) linear systems including the advection-diffusion operator in a strongly non-normal regime as well as the Orr-Sommerfeld/Squire operator, and ii) nonlinear problems including a low-dimensional system with transient instabilities and the vertical jet in crossflow. We demonstrate that the time-dependent subspace captures the strongly transient non-normal energy growth (in the short time regime), while for longer times the modes capture the expected asymptotic behavior

Numerical Study of a Lyapunov Functional for the Complex Ginzburg-Landau Equation

We numerically study in the one-dimensional case the validity of the functional calculated by Graham and coworkers as a Lyapunov potential for the Complex Ginzburg-Landau equation. In non-chaotic regions of parameter space the functional decreases monotonically in time towards the plane wave attractors, as expected for a Lyapunov functional, provided that no phase singularities are encountered. In the phase turbulence region the potential relaxes towards a value characteristic of the phase turbulent attractor, and the dynamics there approximately preserves a constant value. There are however very small but systematic deviations from the theoretical predictions, that increase when going deeper in the phase turbulence region. In more disordered chaotic regimes characterized by the presence of phase singularities the functional is ill-defined and then not a correct Lyapunov potential.Comment: 20 pages,LaTeX, Postcript version with figures included available at http://formentor.uib.es/~montagne/textos/nep

Practical implementation of nonlinear time series methods: The TISEAN package

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena despite the fact that very few natural systems have actually been found to be low dimensional deterministic in the sense of the theory. In order to evaluate the long term usefulness of the nonlinear time series approach as inspired by chaos theory, it will be important that the corresponding methods become more widely accessible. This paper, while not a proper review on nonlinear time series analysis, tries to make a contribution to this process by describing the actual implementation of the algorithms, and their proper usage. Most of the methods require the choice of certain parameters for each specific time series application. We will try to give guidance in this respect. The scope and selection of topics in this article, as well as the implementational choices that have been made, correspond to the contents of the software package TISEAN which is publicly available from http://www.mpipks-dresden.mpg.de/~tisean . In fact, this paper can be seen as an extended manual for the TISEAN programs. It fills the gap between the technical documentation and the existing literature, providing the necessary entry points for a more thorough study of the theoretical background.Comment: 27 pages, 21 figures, downloadable software at http://www.mpipks-dresden.mpg.de/~tisea