Dynamic isoperimetry and the geometry of Lagrangian coherent structures

The study of transport and mixing processes in dynamical systems is particularly important for the analysis of mathematical models of physical systems. We propose a novel, direct geometric method to identify subsets of phase space that remain strongly coherent over a finite time duration. This new method is based on a dynamic extension of classical (static) isoperimetric problems; the latter are concerned with identifying submanifolds with the smallest boundary size relative to their volume. The present work introduces \emph{dynamic} isoperimetric problems; the study of sets with small boundary size relative to volume \emph{as they are evolved by a general dynamical system}. We formulate and prove dynamic versions of the fundamental (static) isoperimetric (in)equalities; a dynamic Federer-Fleming theorem and a dynamic Cheeger inequality. We introduce a new dynamic Laplacian operator and describe a computational method to identify coherent sets based on eigenfunctions of the dynamic Laplacian. Our results include formal mathematical statements concerning geometric properties of finite-time coherent sets, whose boundaries can be regarded as Lagrangian coherent structures. The computational advantages of our new approach are a well-separated spectrum for the dynamic Laplacian, and flexibility in appropriate numerical approximation methods. Finally, we demonstrate that the dynamic Laplacian operator can be realised as a zero-diffusion limit of a newly advanced probabilistic transfer operator method (Froyland, 2013) for finding coherent sets, which is based on small diffusion. Thus, the present approach sits naturally alongside the probabilistic approach (Froyland, 2013), and adds a formal geometric interpretation

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

Transport in time-dependent dynamical systems: Finite-time coherent sets

We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time, despite the chaotic nature of the system. We develop a novel probabilistic methodology based upon transfer operators that automatically detects maximally coherent sets. The approach is very simple to implement, requiring only singular vector computations of a matrix of transitions induced by the dynamics. We illustrate our new methodology on an idealized stratospheric flow and in two and three dimensional analyses of European Centre for Medium Range Weather Forecasting (ECMWF) reanalysis data

Optimal mixing enhancement

We introduce a general-purpose method for optimising the mixing rate of advective fluid flows. An existing velocity field is perturbed in a $C^1$ neighborhood to maximize the mixing rate for flows generated by velocity fields in this neighborhood. Our numerical approach is based on the infinitesimal generator of the flow and is solved by standard linear programming methods. The perturbed flow may be easily constrained to preserve the same steady state distribution as the original flow, and various natural geometric constraints can also be simply applied. The same technique can also be used to optimize the mixing rate of advection-diffusion flow models by manipulating the drift term in a small neighborhood