Deterministic continutation of stochastic metastable equilibria via Lyapunov equations and ellipsoids

Numerical continuation methods for deterministic dynamical systems have been one of the most successful tools in applied dynamical systems theory. Continuation techniques have been employed in all branches of the natural sciences as well as in engineering to analyze ordinary, partial and delay differential equations. Here we show that the deterministic continuation algorithm for equilibrium points can be extended to track information about metastable equilibrium points of stochastic differential equations (SDEs). We stress that we do not develop a new technical tool but that we combine results and methods from probability theory, dynamical systems, numerical analysis, optimization and control theory into an algorithm that augments classical equilibrium continuation methods. In particular, we use ellipsoids defining regions of high concentration of sample paths. It is shown that these ellipsoids and the distances between them can be efficiently calculated using iterative methods that take advantage of the numerical continuation framework. We apply our method to a bistable neural competition model and a classical predator-prey system. Furthermore, we show how global assumptions on the flow can be incorporated - if they are available - by relating numerical continuation, Kramers' formula and Rayleigh iteration.Comment: 29 pages, 7 figures [Fig.7 reduced in quality due to arXiv size restrictions]; v2 - added Section 9 on Kramers' formula, additional computations, corrected typos, improved explanation

Relatively Coherent Sets as a Hierarchical Partition Method

Finite time coherent sets [8] have recently been defined by a measure based objective function describing the degree that sets hold together, along with a Frobenius-Perron transfer operator method to produce optimally coherent sets. Here we present an extension to generalize the concept to hierarchially defined relatively coherent sets based on adjusting the finite time coherent sets to use relative mesure restricted to sets which are developed iteratively and hierarchically in a tree of partitions. Several examples help clarify the meaning and expectation of the techniques, as they are the nonautonomous double gyre, the standard map, an idealized stratospheric flow, and empirical data from the Mexico Gulf during the 2010 oil spill. Also for sake of analysis of computational complexity, we include an appendic concerning the computational complexity of developing the Ulam-Galerkin matrix extimates of the Frobenius-Perron operator centrally used here

Computation and verification of Lyapunov functions

Lyapunov functions are an important tool to determine the basin of attraction of equilibria in Dynamical Systems through their sublevel sets. Recently, several numerical construction methods for Lyapunov functions have been proposed, among them the RBF (Radial Basis Function) and CPA (Continuous Piecewise Affine) methods. While the first method lacks a verification that the constructed function is a valid Lyapunov function, the second method is rigorous, but computationally much more demanding. In this paper, we propose a combination of these two methods, using their respective strengths: we use the RBF method to compute a potential Lyapunov function. Then we interpolate this function by a CPA function. Checking a finite number of inequalities, we are able to verify that this interpolation is a Lyapunov function. Moreover, sublevel sets are arbitrarily close to the basin of attraction. We show that this combined method always succeeds in computing and verifying a Lyapunov function, as well as in determining arbitrary compact subsets of the basin of attraction. The method is applied to two examples

A Descent Method for Equality and Inequality Constrained Multiobjective Optimization Problems

In this article we propose a descent method for equality and inequality constrained multiobjective optimization problems (MOPs) which generalizes the steepest descent method for unconstrained MOPs by Fliege and Svaiter to constrained problems by using two active set strategies. Under some regularity assumptions on the problem, we show that accumulation points of our descent method satisfy a necessary condition for local Pareto optimality. Finally, we show the typical behavior of our method in a numerical example

Studying Attractor Symmetries by Means of Cross Correlation Sums

We use the cross correlation sum introduced recently by H. Kantz to study symmetry properties of chaotic attractors. In particular, we apply it to a system of six coupled nonlinear oscillators which was shown by Kroon et al. to have attractors with several different symmetries, and compare our results with those obtained by ``detectives" in the sense of Golubitsky et al.Comment: LaTeX file, 16 pages and 16 postscript figures; tarred, gzipped and uuencoded; submitted to 'Nonlinearity

Estimating long term behavior of flows without trajectory integration: the infinitesimal generator approach

The long-term distributions of trajectories of a flow are described by invariant densities, i.e. fixed points of an associated transfer operator. In addition, global slowly mixing structures, such as almost-invariant sets, which partition phase space into regions that are almost dynamically disconnected, can also be identified by certain eigenfunctions of this operator. Indeed, these structures are often hard to obtain by brute-force trajectory-based analyses. In a wide variety of applications, transfer operators have proven to be very efficient tools for an analysis of the global behavior of a dynamical system. The computationally most expensive step in the construction of an approximate transfer operator is the numerical integration of many short term trajectories. In this paper, we propose to directly work with the infinitesimal generator instead of the operator, completely avoiding trajectory integration. We propose two different discretization schemes; a cell based discretization and a spectral collocation approach. Convergence can be shown in certain circumstances. We demonstrate numerically that our approach is much more efficient than the operator approach, sometimes by several orders of magnitude

Rare events, escape rates and quasistationarity: some exact formulae

We present a common framework to study decay and exchanges rates in a wide class of dynamical systems. Several applications, ranging form the metric theory of continuons fractions and the Shannon capacity of contrained systems to the decay rate of metastable states, are given

Spectral degeneracy and escape dynamics for intermittent maps with a hole

We study intermittent maps from the point of view of metastability. Small neighbourhoods of an intermittent fixed point and their complements form pairs of almost-invariant sets. Treating the small neighbourhood as a hole, we first show that the absolutely continuous conditional invariant measures (ACCIMs) converge to the ACIM as the length of the small neighbourhood shrinks to zero. We then quantify how the escape dynamics from these almost-invariant sets are connected with the second eigenfunctions of Perron-Frobenius (transfer) operators when a small perturbation is applied near the intermittent fixed point. In particular, we describe precisely the scaling of the second eigenvalue with the perturbation size, provide upper and lower bounds, and demonstrate $L^1$ convergence of the positive part of the second eigenfunction to the ACIM as the perturbation goes to zero. This perturbation and associated eigenvalue scalings and convergence results are all compatible with Ulam's method and provide a formal explanation for the numerical behaviour of Ulam's method in this nonuniformly hyperbolic setting. The main results of the paper are illustrated with numerical computations.Comment: 34 page

Infinities of stable periodic orbits in systems of coupled oscillators

We consider the dynamical behavior of coupled oscillators with robust heteroclinic cycles between saddles that may be periodic or chaotic. We differentiate attracting cycles into types that we call phase resetting and free running depending on whether the cycle approaches a given saddle along one or many trajectories. At loss of stability of attracting cycling, we show in a phase-resetting example the existence of an infinite family of stable periodic orbits that accumulate on the cycling, whereas for a free-running example loss of stability of the cycling gives rise to a single quasiperiodic or chaotic attractor