Lagrangian Descriptors for Stochastic Differential Equations: A Tool for Revealing the Phase Portrait of Stochastic Dynamical Systems

In this paper we introduce a new technique for depicting the phase portrait of stochastic differential equations. Following previous work for deterministic systems, we represent the phase space by means of a generalization of the method of Lagrangian descriptors to stochastic differential equations. Analogously to the deterministic differential equations setting, the Lagrangian descriptors graphically provide the distinguished trajectories and hyperbolic structures arising within the stochastic dynamics, such as random fixed points and their stable and unstable manifolds. We analyze the sense in which structures form barriers to transport in stochastic systems. We apply the method to several benchmark examples where the deterministic phase space structures are well-understood. In particular, we apply our method to the noisy saddle, the stochastically forced Duffing equation, and the stochastic double gyre model that is a benchmark for analyzing fluid transport

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

The Chaotic Saddle in the Lozi Map, Autonomous and Nonautonomous Versions

In this paper, we prove the existence of a chaotic saddle for a piecewise-linear map of the plane, referred to as the Lozi map. We study the Lozi map in its orientation and area preserving version. First, we consider the autonomous version of the Lozi map to which we apply the Conley–Moser conditions to obtain the proof of a chaotic saddle. Then we generalize the Lozi map on a nonautonomous version and we prove that the first and the third Conley–Moser conditions are satisfied, which imply the existence of a chaotic saddle. Finally, we numerically demonstrate how the structure of this nonautonomous chaotic saddle varies as parameters are varied. </jats:p

Chaotic Dynamics in Nonautonomous Maps:Application to the Nonautonomous Hénon Map

In this paper, we analyze chaotic dynamics for two-dimensional nonautonomous maps through the use of a nonautonomous version of the Conley–Moser conditions given previously. With this approach we are able to give a precise definition of what is meant by a chaotic invariant set for nonautonomous maps. We extend the nonautonomous Conley–Moser conditions by deriving a new sufficient condition for the nonautonomous chaotic invariant set to be hyperbolic. We consider the specific example of a nonautonomous Hénon map and give sufficient conditions, in terms of the parameters defining the map, for the nonautonomous Hénon map to have a hyperbolic chaotic invariant set. </jats:p

Aspects of global dynamics in nonautonomous dynamical systems

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

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