Time-average on the numerical integration of nonautonomous differential equations

[EN] In this work we show how to numerically integrate nonautonomous differential equations by solving alternate time-averaged differential equations. Given a quadrature rule of order 2s or higher for s = 1, 2, . . . , we show how to build a differential equation with an averaged vector field that is a polynomial function of degree s - 1 in the independent variable, t, and whose solution after one time step agrees with the solution of the original differential equation up to order 2s. Then, any numerical scheme can be used to solve this alternate averaged equation where the vector field is always evaluated at the chosen quadrature rule. We show how to use the Magnus series expansion, adapted to nonlinear problems, to build the formal solution, and this result is valid for any choice of the quadrature rule. This formal solution can be used to build new schemes that must agree with it up to the desired order. For example, we show how to build commutator-free methods from previous results in the literature. All methods can also be written in terms of moment integrals, and each integral can be computed using different quadrature rules. This procedure allows us to build tailored methods for different classes of problems. We illustrate the time-averaged procedure and its efficiency in solving several problems.This work was funded by Ministerio de Economia, Industria y Competitividad (Spain) through project MTM2016-77660-P (AEI/FEDER, UE).Blanes Zamora, S. (2018). Time-average on the numerical integration of nonautonomous differential equations. SIAM Journal on Numerical Analysis. 56(4):2513-2536. https://doi.org/10.1137/17M1156150S2513253656

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

Non-intrusive and structure preserving multiscale integration of stiff ODEs, SDEs and Hamiltonian systems with hidden slow dynamics via flow averaging

We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by slow variables (ii) {\it Versatile}: the method is based on averaging the flows of the given dynamical system (which may have hidden slow and fast processes) instead of averaging the instantaneous drift of assumed separated slow and fast processes. This bypasses the need for identifying explicitly (or numerically) the slow or fast variables (iii) {\it Nonintrusive}: A pre-existing numerical scheme resolving the microscopic time scale can be used as a black box and easily turned into one of the integrators in this paper by turning the large coefficients on over a microscopic timescale and off during a mesoscopic timescale (iv) {\it Convergent over two scales}: strongly over slow processes and in the sense of measures over fast ones. We introduce the related notion of two-scale flow convergence and analyze the convergence of these integrators under the induced topology (v) {\it Structure preserving}: for stiff Hamiltonian systems (possibly on manifolds), they can be made to be symplectic, time-reversible, and symmetry preserving (symmetries are group actions that leave the system invariant) in all variables. They are explicit and applicable to arbitrary stiff potentials (that need not be quadratic). Their application to the Fermi-Pasta-Ulam problems shows accuracy and stability over four orders of magnitude of time scales. For stiff Langevin equations, they are symmetry preserving, time-reversible and Boltzmann-Gibbs reversible, quasi-symplectic on all variables and conformally symplectic with isotropic friction.Comment: 69 pages, 21 figure

On the Gap between Random Dynamical Systems and Continuous Skew Products

AMS 2000 subject classification: primary 37-02, 37B20, 37H05; secondary 34C27, 37A20.We review the recent notion of a nonautonomous dynamical system (NDS), which has been introduced as an abstraction of both random dynamical systems and continuous skew product flows. Our focus is on fundamental analogies and discrepancies brought about by these two classes of NDS. We discuss base dynamics mainly through almost periodicity and almost automorphy, and we emphasize the importance of these concepts for NDS which are generated by differential and difference equations. Nonautonomous dynamics is presented by means of representative examples. We also mention several natural yet unresolved questions

Transit times and mean ages for nonautonomous and autonomous compartmental systems

We develop a theory for transit times and mean ages for nonautonomous compartmental systems. Using the McKendrick-von F\"orster equation, we show that the mean ages of mass in a compartmental system satisfy a linear nonautonomous ordinary differential equation that is exponentially stable. We then define a nonautonomous version of transit time as the mean age of mass leaving the compartmental system at a particular time and show that our nonautonomous theory generalises the autonomous case. We apply these results to study a nine-dimensional nonautonomous compartmental system modeling the terrestrial carbon cycle, which is a modification of the Carnegie-Ames-Stanford approach (CASA) model, and we demonstrate that the nonautonomous versions of transit time and mean age differ significantly from the autonomous quantities when calculated for that model