Identifying almost invariant sets in stochastic dynamical systems

We consider the approximation of fluctuation induced almost invariant sets arising from stochastic dynamical systems. The dynamical evolution of densities is derived from the stochastic Frobenius-Perron operator. Given a stochastic kernel with a known distribution, approximate almost invariant sets are found by translating the problem into an eigenvalue problem derived from reversible Markov processes. Analytic and computational examples of the methods are used to illustrate the technique, and are shown to reveal the probability transport between almost invariant sets in nonlinear stochastic systems. Both small and large noise cases are considered.     

Almost-invariant sets and invariant manifolds — Connecting probabilistic and geometric descriptions of coherent structures in flows

We study the transport and mixing properties of flows in a variety of settings, connecting the classical geometrical approach via invariant manifolds with a probabilistic approach via transfer operators. For non-divergent fluid-like flows, we demonstrate that eigenvectors of numerical transfer operators efficiently decompose the domain into invariant regions. For dissipative chaotic flows such a decomposition into invariant regions does not exist; instead, the transfer operator approach detects almost-invariant sets. We demonstrate numerically that the boundaries of these almost-invariant regions are predominantly comprised of segments of co-dimension 1 invariant manifolds. For a mixing periodically driven fluid-like flow we show that while sets bounded by stable and unstable manifolds are almost-invariant, the transfer operator approach can identify almost-invariant sets with smaller mass leakage. Thus the transport mechanism of lobe dynamics need not correspond to minimal transport.The transfer operator approach is purely probabilistic; it directly determines those regions that minimally mix with their surroundings. The almost-invariant regions are identified via eigenvectors of a transfer operator and are ranked by the corresponding eigenvalues in the order of the sets’ invariance or “leakiness”. While we demonstrate that the almost-invariant sets are often bounded by segments of invariant manifolds, without such a ranking it is not at all clear which intersections of invariant manifolds form the major barriers to mixing. Furthermore, in some cases invariant manifolds do not bound sets of minimal leakage.Our transfer operator constructions are very simple and fast to implement; they require a sample of short trajectories, followed by eigenvector calculations of a sparse matrix.     

Exploring invariant sets and invariant measures

We propose a method to explore invariant measures of dynamical systems. The method is based on numerical tools which directly compute invariant sets using a subdivision technique, and invariant measures by a discretization of the Frobenius-Perron operator. Appropriate visualization tools help to analyze the numerical results and to understand important aspects of the underlying dynamics. This will be illustrated for examples provided by the Lorenz system. (c) 1997 American Institute of Physics.     

Review of invariant time formulations of relativistic quantum theories

The purpose of this paper is to review relativistic quantum theories with an invariant evolution parameter. Parametrized relativistic quantum theories (PRQT) have appeared under such names as constraint Hamiltonian dynamics, four-space formalism, indefinite mass, micrononcausal quantum theory, parametrized path integral formalism, relativistic dynamics, Schwinger proper time method, stochastic interpretation of quantum mechanics and stochastic quantization. The review focuses on the fundamental concepts underlying the theories. Similarities as well as differences are highlighted, and an extensive bibliography is provided.     

A method for visualization of invariant sets of dynamical systems based on the ergodic partition

We provide an algorithm for visualization of invariant sets of dynamical systems with a smooth invariant measure. The algorithm is based on a constructive proof of the ergodic partition theorem for automorphisms of compact metric spaces. The ergodic partition of a compact metric space A, under the dynamics of a continuous automorphism T, is shown to be the product of measurable partitions of the space induced by the time averages of a set of functions on A. The numerical algorithm consists of computing the time averages of a chosen set of functions and partitioning the phase space into their level sets. The method is applied to the three-dimensional ABC map for which the dynamics was visualized by other methods in Feingold et al. [J. Stat. Phys. 50, 529 (1988)]. (c) 1999 American Institute of Physics.     

Volume-preserving maps with an invariant

Several families of volume-preserving maps on R(3) that have an integral are constructed using techniques due to Suris. We study the dynamics of these maps as the topology of the two-dimensional level sets of the invariant changes. (c) 2002 American Institute of Physics.     

Cyclic shape invariant potentials

Using supersymmetric quantum mechanics, we formulate the coupled non-linear differential equations which give cyclic shape invariant potentials, with eigenvalues consisting of p infinite sets of equally spaced energy levels, shifted with respect to each other. We study potentials in which the energy spacings are chosen using the logistic map and the bifurcation route to chaos.     

Stalactite basin structure of dynamical systems with transient chaos in an invariant manifold

Dynamical systems with invariant manifolds occur in a variety of situations (e.g., identical coupled oscillators, and systems with a symmetry). We consider the case where there is both a nonchaotic attractor (e.g., a periodic orbit) and a nonattracting chaotic set (or chaotic repeller) in the invariant manifold. We consider the character of the basins for the attracting nonchaotic set in the invariant manifold and another attractor not in the invariant manifold. It is found that the boundary separating these basins has an interesting structure: The basin of the attractor not in the invariant manifold is characterized by thin cusp shaped regions ("stalactites") extending down to touch the nonattracting chaotic set in the invariant manifold. We also develop theoretical scalings applicable to these systems, and compare with numerical experiments. (c) 2000 American Institute of Physics.     

Canonically invariant formulation of Langevin and Fokker-Planck equations

We present a canonically invariant form for the generalized Langevin and Fokker-Planck equations. We discuss the role of constants of motion and the construction of conservative stochastic processes. Received : 24 July 1997 / Revised : 30 October 1997 / Accepted : 26 January 1998     

Particle dynamics in a relativistic invariant stochastic medium

The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a function of the proper time of the particles. The equations of motion for a single one-dimensional particle are obtained and numerically solved. A conservation law for the drift momentum of the particle during its random motion is shown. Moreover, the conservation of the mean value of the total linear momentum for two particles repelling each other according to the Coulomb interaction also follows. Therefore, the results indicate the realization of a kind of stochastic Noether theorem in the system under study.     

A new dynamical invariant - topological charge in fluid mechanics

A new dynamical invariant of the Euler equations is found by topological consideration. It is isolating, like energy and the helicity. The invariant (“topological charge”) might account for the observed traces of coherence in stochastic states and should be taken into account in statistical hydrodynamics.     

Transport of Mars-crossing asteroids from the quasi-Hilda region

We employ set oriented methods in combination with graph partitioning algorithms to identify key dynamical regions in the Sun-Jupiter-particle three-body system. Transport rates from a region near the 3:2 Hilda resonance into the realm of orbits crossing Mars' orbit are computed. In contrast to common numerical approaches, our technique does not depend on single long term simulations of the underlying model. Thus, our statistical results are particularly reliable since they are not affected by a dynamical behavior which is almost nonergodic (i.e., dominated by strongly almost invariant sets).     

Stochastic climate dynamics: Random attractors and time-dependent invariant measures

This article attempts a unification of the two approaches that have dominated theoretical climate dynamics since its inception in the 1960s: the nonlinear deterministic and the linear stochastic one. This unification, via the theory of random dynamical systems (RDS), allows one to consider the detailed geometric structure of the random attractors associated with nonlinear, stochastically perturbed systems. We report on high-resolution numerical studies of two idealized models of fundamental interest for climate dynamics. The first of the two is a stochastically forced version of the classical Lorenz model. The second one is a low-dimensional, nonlinear stochastic model of the El Niño-Southern Oscillation (ENSO). These studies provide a good approximation of the two models’ global random attractors, as well as of the time-dependent invariant measures supported by these attractors; the latter are shown to have an intuitive physical interpretation as random versions of Sinaï-Ruelle-Bowen (SRB) measures.     

Infinite invariant density determines statistics of time averages for weak chaos

Weakly chaotic nonlinear maps with marginal fixed points have an infinite invariant measure. Time averages of integrable and nonintegrable observables remain random even in the long time limit. Temporal averages of integrable observables are described by the Aaronson-Darling-Kac theorem. We find the distribution of time averages of nonintegrable observables, for example, the time average position of the particle, x[over ˉ]. We show how this distribution is related to the infinite invariant density. We establish four identities between amplitude ratios controlling the statistics of the problem.     

Universal localizing bounds for compact invariant sets of natural polynomial Hamiltonian systems

In this Letter we study the localization problem of compact invariant sets of natural Hamiltonian systems with a polynomial Hamiltonian. Our results are based on applying the first order extremum conditions. We compute universal localizing bounds for some domain containing all compact invariant sets of a Hamiltonian system by using one quadratic function of a simple form. These bounds depend on the value of the total energy of the system, degree and some coefficients of a potential and, in addition, some positive number got as a result of a solution of one maximization problem. Besides, under some quasihomogeneity condition(s) we generalize our construction of the localization set.     

Ergodic theory and visualization. I. Mesochronic plots for visualization of ergodic partition and invariant sets

We present a computational study of a visualization method for invariant sets based on ergodic partition theory, first proposed by Mezic? (Ph.D. thesis, Caltech, 1994) and Mezic? and Wiggins [Chaos 9, 213 (1999)]. The algorithms for computation of the time averages of observables on phase space are developed and used to provide an approximation of the ergodic partition of the phase space. We term the graphical representation of this approximation--based on time averages of observables--a mesochronic plot (from Greek: meso--mean, chronos--time). The method is useful for identifying low-dimensional projections (e.g., two-dimensional slices) of invariant structures in phase spaces of dimensionality bigger than two. We also introduce the concept of the ergodic quotient space, obtained by assigning a point to every ergodic set, and provide an embedding method whose graphical representation we call the mesochronic scatter plot. We use the Chirikov standard map as a well-known and dynamically rich example in order to illustrate the implementation of our methods. In addition, we expose applications to other higher dimensional maps such as the Froe?schle map for which we utilize our methods to analyze merging of resonances and, the three-dimensional extended standard map for which we study the conjecture on its ergodicity [I. Mezic?, Physica D 154, 51 (2001)]. We extend the study in our next paper [Z. Levnajic? and I. Mezic?, e-print arXiv:0808.2182] by investigating the visualization of periodic sets using harmonic time averages. Both of these methods are related to eigenspace structure of the Koopman operator [I. Mezic? and A. Banaszuk, Physica D 197, 101 (2004)].     

Parameter dependence of stochastic layers in a quasicrystalline web

Stochastic web maps with approximate quasicrystalline symmetry possess an infinite number of inequivalent fixed points embedded in stochastic layers of varying thickness. In this investigation exploratory steps are taken toward a systematic numerical determination of the widths of the stochastic layers as a function of the web map's control parameter. The study concentrates on a particular stochastic layer in the approximately fivefold symmetric web. Computer graphics and a simple stretching-and-folding criterion provide a coarse view, which is supplemented at finer scales by Greene's residue method. The exact reflection symmetries of invariant sets, as well as a five-dimensional representation of the map, are exploited to improve numerical precision. As the control parameter varies, one finds not only variations expected from island chain structures, but also larger-scale oscillations whose origin is not understood.