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

Identifying the onset and decay of quasi-stationary families of almost-invariant sets with an application to atmospheric blocking events

Macroscopic features of dynamical systems such as almost-invariant sets and coherent sets provide crucial high-level information on how the dynamics organizes phase space. We introduce a method to identify time-parameterized families of almost-invariant sets in time-dependent dynamical systems, as well as the families' emergence and disappearance. In contrast to coherent sets, which may freely move about in phase space over time, our technique focuses on families of metastable sets that are quasi-stationary in space. Our straightforward approach extends successful transfer operator methods for almost-invariant sets to time-dependent dynamics and utilizes the Ulam scheme for the generator of the transfer operator on a time-expanded domain. The new methodology is illustrated with an idealized fluid flow and with atmospheric velocity data. We identify atmospheric blocking events in the 2003 European heatwave and compare our technique to existing geophysical methods of blocking diagnosis.

A Markovian dynamics for Caenorhabditis elegans behavior across scales

How do we capture the breadth of behavior in animal movement, from rapid body twitches to aging? Using high-resolution videos of the nematode worm Caenorhabditis elegans, we show that a single dynamics connects posture-scale fluctuations with trajectory diffusion and longer-lived behavioral states. We take short posture sequences as an instantaneous behavioral measure, fixing the sequence length for maximal prediction. Within the space of posture sequences, we construct a fine-scale, maximum entropy partition so that transitions among microstates define a high-fidelity Markov model, which we also use as a means of principled coarse-graining. We translate these dynamics into movement using resistive force theory, capturing the statistical properties of foraging trajectories. Predictive across scales, we leverage the longest-lived eigenvectors of the inferred Markov chain to perform a top-down subdivision of the worm's foraging behavior, revealing both "runs-and-pirouettes" as well as previously uncharacterized finer-scale behaviors. We use our model to investigate the relevance of these fine-scale behaviors for foraging success, recovering a trade-off between local and global search strategies.

Revealing trends and persistent cycles of non-autonomous systems with autonomous operator-theoretic techniques

An important problem in modern applied science is to characterize the behavior of systems with complex internal dynamics subjected to external forcings. Many existing approaches rely on ensembles to generate information from the external forcings, making them unsuitable to study natural systems where only a single realization is observed. A prominent example is climate dynamics, where an objective identification of signals in the observational record attributable to natural variability and climate change is crucial for making climate projections for the coming decades. Here, we show that operator-theoretic techniques previously developed to identify slowly decorrelating observables of autonomous dynamical systems provide a powerful means for identifying nonlinear trends and persistent cycles of non-autonomous systems using data from a single trajectory of the system. We apply our framework to real-world examples from climate dynamics: Variability of sea surface temperature over the industrial era and the mid-Pleistocene transition of Quaternary glaciation cycles.

Maximally predictive states: From partial observations to long timescales

Isolating slower dynamics from fast fluctuations has proven remarkably powerful, but how do we proceed from partial observations of dynamical systems for which we lack underlying equations? Here, we construct maximally predictive states by concatenating measurements in time, partitioning the resulting sequences using maximum entropy, and choosing the sequence length to maximize short-time predictive information. Transitions between these states yield a simple approximation of the transfer operator, which we use to reveal timescale separation and long-lived collective modes through the operator spectrum. Applicable to both deterministic and stochastic processes, we illustrate our approach through partial observations of the Lorenz system and the stochastic dynamics of a particle in a double-well potential. We use our transfer operator approach to provide a new estimator of the Kolmogorov-Sinai entropy, which we demonstrate in discrete and continuous-time systems, as well as the movement behavior of the nematode worm C. elegans.

Deeptime: a Python library for machine learning dynamical models from time series data

Generation and analysis of time-series data is relevant to many quantitative fields ranging from economics to fluid mechanics. In the physical sciences, structures such as metastable and coherent sets, slow relaxation processes, collective variables, dominant transition pathways or manifolds and channels of probability flow can be of great importance for understanding and characterizing the kinetic, thermodynamic and mechanistic properties of the system. Deeptime is a general purpose Python library offering various tools to estimate dynamical models based on time-series data including conventional linear learning methods, such as Markov state models (MSMs), Hidden Markov Models and Koopman models, as well as kernel and deep learning approaches such as VAMPnets and deep MSMs. The library is largely compatible with scikit-learn, having a range of Estimator classes for these different models, but in contrast to scikit-learn also provides deep Model classes, e.g. in the case of an MSM, which provide a multitude of analysis methods to compute interesting thermodynamic, kinetic and dynamical quantities, such as free energies, relaxation times and transition paths. The library is designed for ease of use but also easily maintainable and extensible code. In this paper we introduce the main features and structure of the deeptime software. Deeptime can be found under https://deeptime-ml.github.io/.

Finite-horizon, energy-efficient trajectories in unsteady flows

Intelligent mobile sensors, such as uninhabited aerial or underwater vehicles, are becoming prevalent in environmental sensing and monitoring applications. These active sensing platforms operate in unsteady fluid flows, including windy urban environments, hurricanes and ocean currents. Often constrained in their actuation capabilities, the dynamics of these mobile sensors depend strongly on the background flow, making their deployment and control particularly challenging. Therefore, efficient trajectory planning with partial knowledge about the background flow is essential for teams of mobile sensors to adaptively sense and monitor their environments. In this work, we investigate the use of finite-horizon model predictive control (MPC) for the energy-efficient trajectory planning of an active mobile sensor in an unsteady fluid flow field. We uncover connections between trajectories optimized over a finite-time horizon and finite-time Lyapunov exponents of the background flow, confirming that energy-efficient trajectories exploit invariant coherent structures in the flow. We demonstrate our findings on the unsteady double gyre vector field, which is a canonical model for chaotic mixing in the ocean. We present an exhaustive search through critical MPC parameters including the prediction horizon, maximum sensor actuation, and relative penalty on the accumulated state error and actuation effort. We find that even relatively short prediction horizons can often yield energy-efficient trajectories. We also explore these connections on a three-dimensional flow and ocean flow data from the Gulf of Mexico. These results are promising for the adaptive planning of energy-efficient trajectories for swarms of mobile sensors in distributed sensing and monitoring.

Spectral analysis of climate dynamics with operator-theoretic approaches

The Earth's climate system is a classical example of a multiscale, multiphysics dynamical system with an extremely large number of active degrees of freedom, exhibiting variability on scales ranging from micrometers and seconds in cloud microphysics, to thousands of kilometers and centuries in ocean dynamics. Yet, despite this dynamical complexity, climate dynamics is known to exhibit coherent modes of variability. A primary example is the El Niño Southern Oscillation (ENSO), the dominant mode of interannual (3-5 yr) variability in the climate system. The objective and robust characterization of this and other important phenomena presents a long-standing challenge in Earth system science, the resolution of which would lead to improved scientific understanding and prediction of climate dynamics, as well as assessment of their impacts on human and natural systems. Here, we show that the spectral theory of dynamical systems, combined with techniques from data science, provides an effective means for extracting coherent modes of climate variability from high-dimensional model and observational data, requiring no frequency prefiltering, but recovering multiple timescales and their interactions. Lifecycle composites of ENSO are shown to improve upon results from conventional indices in terms of dynamical consistency and physical interpretability. In addition, the role of combination modes between ENSO and the annual cycle in ENSO diversity is elucidated.

Characteristic signatures of Northern Hemisphere blocking events in a Lagrangian flow network representation of the atmospheric circulation

In the past few decades, boreal summers have been characterized by an increasing number of extreme weather events in the Northern Hemisphere extratropics, including persistent heat waves, droughts and heavy rainfall events with significant social, economic, and environmental impacts. Many of these events have been associated with the presence of anomalous large-scale atmospheric circulation patterns, in particular, persistent blocking situations, i.e., nearly stationary spatial patterns of air pressure. To contribute to a better understanding of the emergence and dynamical properties of such situations, we construct complex networks representing the atmospheric circulation based on Lagrangian trajectory data of passive tracers advected within the atmospheric flow. For these Lagrangian flow networks, we study the spatial patterns of selected node properties prior to, during, and after different atmospheric blocking events in Northern Hemisphere summer. We highlight the specific network characteristics associated with the sequence of strong blocking episodes over Europe during summer 2010 as an illustrative example. Our results demonstrate the ability of the node degree, entropy, and harmonic closeness centrality based on outgoing links to trace important spatiotemporal characteristics of atmospheric blocking events. In particular, all three measures capture the effective separation of the stationary pressure cell forming the blocking high from the normal westerly flow and the deviation of the main atmospheric currents around it. Our results suggest the utility of further exploiting the Lagrangian flow network approach to atmospheric circulation in future targeted diagnostic and prognostic studies.

Quasi-objective coherent structure diagnostics from single trajectories

We derive measures of local material stretching and rotation that are computable from individual trajectories without reliance on other trajectories or on an underlying velocity field. Both measures are quasi-objective: they approximate objective (i.e., observer-independent) coherence diagnostics in frames satisfying a certain condition. This condition requires the trajectory accelerations to dominate the angular acceleration induced by the spatial mean vorticity. We illustrate on examples how quasi-objective coherence diagnostics highlight elliptic and hyperbolic Lagrangian coherent structures even from very sparse trajectory data.

Kernel methods for detecting coherent structures in dynamical data

We illustrate relationships between classical kernel-based dimensionality reduction techniques and eigendecompositions of empirical estimates of reproducing kernel Hilbert space operators associated with dynamical systems. In particular, we show that kernel canonical correlation analysis (CCA) can be interpreted in terms of kernel transfer operators and that it can be obtained by optimizing the variational approach for Markov processes score. As a result, we show that coherent sets of particle trajectories can be computed by kernel CCA. We demonstrate the efficiency of this approach with several examples, namely, the well-known Bickley jet, ocean drifter data, and a molecular dynamics problem with a time-dependent potential. Finally, we propose a straightforward generalization of dynamic mode decomposition called coherent mode decomposition. Our results provide a generic machine learning approach to the computation of coherent sets with an objective score that can be used for cross-validation and the comparison of different methods.

Randomized methods to characterize large-scale vortical flow networks

We demonstrate the effective use of randomized methods for linear algebra to perform network-based analysis of complex vortical flows. Network theoretic approaches can reveal the connectivity structures among a set of vortical elements and analyze their collective dynamics. These approaches have recently been generalized to analyze high-dimensional turbulent flows, for which network computations can become prohibitively expensive. In this work, we propose efficient methods to approximate network quantities, such as the leading eigendecomposition of the adjacency matrix, using randomized methods. Specifically, we use the Nyström method to approximate the leading eigenvalues and eigenvectors, achieving significant computational savings and reduced memory requirements. The effectiveness of the proposed technique is demonstrated on two high-dimensional flow fields: two-dimensional flow past an airfoil and two-dimensional turbulence. We find that quasi-uniform column sampling outperforms uniform column sampling, while both feature the same computational complexity.

A Fourier approach to Lagrangian vortex detection

We study the transport properties of coherent vortices over a finite-time duration. Here, we reveal that such vortices can be identified based on the frequency-domain representation of Lagrangian trajectories. We use Fourier analysis to convert particles' trajectories from their time domain to a presentation in the frequency domain. We then identify and extract coherent vortices as material surfaces along which particles' trajectories share similar frequencies. Our method identifies all coherent vortices in an automatic manner, showing high vortices' monitoring capacity. We illustrate our new method by identifying and extracting Lagrangian coherent vortices in different two- and three-dimensional flows.

Stochastic basins of attraction and generalized committor functions

We study two generalizations of the basin of attraction of a stable state, to the case of stochastic dynamics, arbitrary regions, and finite-time horizons. This is done by introducing generalized committor functions and studying soujourn times. We show that the volume of the generalized basin, the basin stability, can be efficiently estimated using Monte Carlo-like techniques, making this concept amenable to the study of high-dimension stochastic systems. Finally, we illustrate in a set of examples that stochastic basins efficiently capture the realm of attraction of metastable sets, which parts of phase space go into long transients in deterministic systems, that they allow us to deal with numerical noise, and can detect the collapse of metastability in high-dimensional systems. We discuss two far-reaching generalizations of the basin of attraction of an attractor. The basin of attraction of an attractor are those states that eventually will get to the attractor. In a generic stochastic system, all regions will be left again; no attraction is permanent. To obtain the equivalent of the basin of attraction of a region we need to generalize the notion to cover finite-time horizons and finite regions. We do so by considering soujourn times, the fraction of time that a trajectory spends in a set, and by generalizing committor functions which arise in the study of hitting probabilities. In a simplified setting we show that these two notions reduce to the normal notions of the basin of attraction in the appropriate limits. We also show that the volume of these stochastic basins can be efficiently estimated for high-dimensional systems at computational cost comparable to that for deterministic systems. To fully illustrate the properties captured by the stochastic basins, we show a set of examples ranging from simple conceptual models to high-dimensional inhomogeneous oscillator chains. These show that stochastic basins efficiently capture metastable attraction, the presence of long transients, that they allow us to deal with numerical and approximation noise, and can detect the collapse of metastability with increasing noise in high-dimensional systems.

From metastable to coherent sets- Time-discretization schemes

Given a time-dependent stochastic process with trajectories x(t) in a space Ω, there may be sets such that the corresponding trajectories only very rarely cross the boundaries of these sets. We can analyze such a process in terms of metastability or coherence. Metastable setsM are defined in space M⊂Ω, and coherent setsM(t)⊂Ω are defined in space and time. Hence, if we extend the space Ω by the time-variable t, coherent sets are metastable sets in Ω×[0,∞) of an appropriate space-time process. This relation can be exploited, because there already exist spectral algorithms for the identification of metastable sets. In this article, we show that these well-established spectral algorithms (like PCCA+, Perron Cluster Cluster Analysis) also identify coherent sets of non-autonomous dynamical systems. For the identification of coherent sets, one has to compute a discretization (a matrix T) of the transfer operator of the process using a space-time-discretization scheme. The article gives an overview about different time-discretization schemes and shows their applicability in two different fields of application.

Estimating stable and unstable sets and their role as transport barriers in stochastic flows

We consider the situation of a large-scale stationary flow subjected to small-scale fluctuations. Assuming that the stable and unstable manifolds of the large-scale flow are known, we quantify the mean behavior and stochastic fluctuations of particles close to the unperturbed stable and unstable manifolds and their evolution in time. The mean defines a smooth curve in physical space, while the variance provides a time- and space-dependent quantitative estimate where particles are likely to be found. This allows us to quantify transport properties such as the expected volume of mixing as the result of the stochastic fluctuations of the transport barriers. We corroborate our analytical findings with numerical simulations in both compressible and incompressible flow situations. We moreover demonstrate the intimate connection of our results with finite-time Lyapunov exponent fields, and with spatial mixing regions.

An extended transfer operator approach to identify separatrices in open flows

Vortices of coherent fluid volume are considered to have a substantial impact on transport processes in turbulent media. Yet, due to their Lagrangian nature, detecting these structures is highly nontrivial. In this respect, transfer operator approaches have been proven to provide useful tools: Approximating a possibly time-dependent flow as a discrete Markov process in space and time, information about coherent structures is contained in the operator's eigenvectors, which is usually extracted by employing clustering methods. Here, we propose an extended approach that couples surrounding filaments using "mixing boundary conditions" and focuses on the separation of the inner coherent set and embedding outer flow. The approach refrains from using unsupervised machine learning techniques such as clustering and uses physical arguments by maximizing a coherence ratio instead. We show that this technique improves the reconstruction of separatrices in stationary open flows and succeeds in finding almost-invariant sets in periodically perturbed flows.

Influence of lateral boundaries on transport in quasi-two-dimensional flow

We assess the impact of lateral coastline-like boundaries on mixing and transport in a laboratory quasi-two-dimensional turbulent flow using a transfer-operator approach. We examine the most coherent sets in the flow, as defined by the singular vectors of the transfer operator, as a way to characterize its mixing properties. We study three model coastline shapes: a uniform boundary, a sharp embayment, and a sharp headland. Of these three, we show that the headland affects the mixing deep into the flow domain because it has a tendency to pin transport barriers to its tip. Our results may have implications for the siting of coastal facilities that discharge into the ocean.

A critical comparison of Lagrangian methods for coherent structure detection

We review and test twelve different approaches to the detection of finite-time coherent material structures in two-dimensional, temporally aperiodic flows. We consider both mathematical methods and diagnostic scalar fields, comparing their performance on three benchmark examples: the quasiperiodically forced Bickley jet, a two-dimensional turbulence simulation, and an observational wind velocity field from Jupiter's atmosphere. A close inspection of the results reveals that the various methods often produce very different predictions for coherent structures, once they are evaluated beyond heuristic visual assessment. As we find by passive advection of the coherent set candidates, false positives and negatives can be produced even by some of the mathematically justified methods due to the ineffectiveness of their underlying coherence principles in certain flow configurations. We summarize the inferred strengths and weaknesses of each method, and make general recommendations for minimal self-consistency requirements that any Lagrangian coherence detection technique should satisfy.

Spatio-temporal organization of dynamics in a two-dimensional periodically driven vortex flow: A Lagrangian flow network perspective

We study the Lagrangian dynamics of passive tracers in a simple model of a driven two-dimensional vortex resembling real-world geophysical flow patterns. Using a discrete approximation of the system's transfer operator, we construct a directed network that describes the exchange of mass between distinct regions of the flow domain. By studying different measures characterizing flow network connectivity at different time-scales, we are able to identify the location of dynamically invariant structures and regions of maximum dispersion. Specifically, our approach allows us to delimit co-existing flow regimes with different dynamics. To validate our findings, we compare several network characteristics to the well-established finite-time Lyapunov exponents and apply a receiver operating characteristic analysis to identify network measures that are particularly useful for unveiling the skeleton of Lagrangian chaos.

Understanding the geometry of transport: Diffusion maps for Lagrangian trajectory data unravel coherent sets

Dynamical systems often exhibit the emergence of long-lived coherent sets, which are regions in state space that keep their geometric integrity to a high extent and thus play an important role in transport. In this article, we provide a method for extracting coherent sets from possibly sparse Lagrangian trajectory data. Our method can be seen as an extension of diffusion maps to trajectory space, and it allows us to construct "dynamical coordinates," which reveal the intrinsic low-dimensional organization of the data with respect to transport. The only a priori knowledge about the dynamics that we require is a locally valid notion of distance, which renders our method highly suitable for automated data analysis. We show convergence of our method to the analytic transfer operator framework of coherence in the infinite data limit and illustrate its potential on several two- and three-dimensional examples as well as real world data.

Clustering coefficient and periodic orbits in flow networks

We show that the clustering coefficient, a standard measure in network theory, when applied to flow networks, i.e., graph representations of fluid flows in which links between nodes represent fluid transport between spatial regions, identifies approximate locations of periodic trajectories in the flow system. This is true for steady flows and for periodic ones in which the time interval τ used to construct the network is the period of the flow or a multiple of it. In other situations, the clustering coefficient still identifies cyclic motion between regions of the fluid. Besides the fluid context, these ideas apply equally well to general dynamical systems. By varying the value of τ used to construct the network, a kind of spectroscopy can be performed so that the observation of high values of mean clustering at a value of τ reveals the presence of periodic orbits of period 3τ, which impact phase space significantly. These results are illustrated with examples of increasing complexity, namely, a steady and a periodically perturbed model two-dimensional fluid flow, the three-dimensional Lorenz system, and the turbulent surface flow obtained from a numerical model of circulation in the Mediterranean sea.

Introduction to Focus Issue: Complex network perspectives on flow systems

During the last few years, complex network approaches have demonstrated their great potentials as versatile tools for exploring the structural as well as dynamical properties of dynamical systems from a variety of different fields. Among others, recent successful examples include (i) functional (correlation) network approaches to infer hidden statistical interrelationships between macroscopic regions of the human brain or the Earth's climate system, (ii) Lagrangian flow networks allowing to trace dynamically relevant fluid-flow structures in atmosphere, ocean or, more general, the phase space of complex systems, and (iii) time series networks unveiling fundamental organization principles of dynamical systems. In this spirit, complex network approaches have proven useful for data-driven learning of dynamical processes (like those acting within and between sub-components of the Earth's climate system) that are hidden to other analysis techniques. This Focus Issue presents a collection of contributions addressing the description of flows and associated transport processes from the network point of view and its relationship to other approaches which deal with fluid transport and mixing and/or use complex network techniques.

Fast Coherent Particle Advection through Time-Varying Unstructured Flow Datasets

Tracing the paths of collections of particles through a flow field is a key step for many flow visualization and analysis methods. When a flow field is interpolated from the nodes of an unstructured mesh, the process of advecting a particle must first find which cell in the unstructured mesh contains the particle. Since the paths of nearby particles often diverge, the parallelization of particle advection quickly leads to incoherent memory accesses of the unstructured mesh. We have developed a new block advection GPU approach that reorganizes particles into spatially coherent bundles as they follow their advection paths, which greatly improves memory coherence and thus shared-memory GPU performance. This approach works best for flows that meet the CFL criterion on unstructured meshes of uniformly sized elements, small enough to fit at least two timesteps in GPU memory.

Spectral-clustering approach to Lagrangian vortex detection

One of the ubiquitous features of real-life turbulent flows is the existence and persistence of coherent vortices. Here we show that such coherent vortices can be extracted as clusters of Lagrangian trajectories. We carry out the clustering on a weighted graph, with the weights measuring pairwise distances of fluid trajectories in the extended phase space of positions and time. We then extract coherent vortices from the graph using tools from spectral graph theory. Our method locates all coherent vortices in the flow simultaneously, thereby showing high potential for automated vortex tracking. We illustrate the performance of this technique by identifying coherent Lagrangian vortices in several two- and three-dimensional flows.

Stretching and folding in finite time

Complex flows mix efficiently, and this process can be understood by considering the stretching and folding of material volumes. Although many metrics have been devised to characterize stretching, fewer are able to capture folding in a quantitative way in spatiotemporally variable flows. Here, we extend our previous methods based on the finite-time curving of fluid-element trajectories to nonzero scales and show that this finite-scale finite-time curvature contains information about both stretching and folding. We compare this metric to the more commonly used finite-time Lyapunov exponent and illustrate our methods using experimental flow-field data from a quasi-two-dimensional laboratory flow. Our new analysis tools add to the growing set of Lagrangian methods for characterizing mixing in complex, aperiodic fluid flows.

Lagrangian based methods for coherent structure detection

There has been a proliferation in the development of Lagrangian analytical methods for detecting coherent structures in fluid flow transport, yielding a variety of qualitatively different approaches. We present a review of four approaches and demonstrate the utility of these methods via their application to the same sample analytic model, the canonical double-gyre flow, highlighting the pros and cons of each approach. Two of the methods, the geometric and probabilistic approaches, are well established and require velocity field data over the time interval of interest to identify particularly important material lines and surfaces, and influential regions, respectively. The other two approaches, implementing tools from cluster and braid theory, seek coherent structures based on limited trajectory data, attempting to partition the flow transport into distinct regions. All four of these approaches share the common trait that they are objective methods, meaning that their results do not depend on the frame of reference used. For each method, we also present a number of example applications ranging from blood flow and chemical reactions to ocean and atmospheric flows.

Dominant transport pathways in an atmospheric blocking event

A Lagrangian flow network is constructed for the atmospheric blocking of Eastern Europe and Western Russia in summer 2010. We compute the most probable paths followed by fluid particles, which reveal the Omega-block skeleton of the event. A hierarchy of sets of highly probable paths is introduced to describe transport pathways when the most probable path alone is not representative enough. These sets of paths have the shape of narrow coherent tubes flowing close to the most probable one. Thus, even when the most probable path is not very significant in terms of its probability, it still identifies the geometry of the transport pathways.

Studying an Agulhas ring's long-term pathway and decay with finite-time coherent sets

Coherent sets in dynamical systems are regions in phase space that optimally "carry mass" with them under the system's evolution, so that these regions experience minimal leakage. The dominant tool for determining coherent sets is the transfer operator, which provides a complete description of Lagrangian mass transport. In this work, we combine existing transfer operator methods with a windowing scheme to study the spatial and temporal evolution of a so-called Agulhas ring: a large anticyclonic mesoscale eddy playing a key role in inter-ocean exchange of climate-relevant properties. Our focus is on ring decay over time and the windowing scheme enables us to study how the most coherent region (our estimate of the ring) varies in position and size over a period of more than two years. We compare the eddy-like structure and its spatio-temporal changes as revealed by our method and by a classical Eulerian approach.

On fast computation of finite-time coherent sets using radial basis functions

Finite-time coherent sets inhibit mixing over finite times. The most expensive part of the transfer operator approach to detecting coherent sets is the construction of the operator itself. We present a numerical method based on radial basis function collocation and apply it to a recent transfer operator construction [G. Froyland, "Dynamic isoperimetry and the geometry of Lagrangian coherent structures," Nonlinearity (unpublished); preprint arXiv:1411.7186] that has been designed specifically for purely advective dynamics. The construction [G. Froyland, "Dynamic isoperimetry and the geometry of Lagrangian coherent structures," Nonlinearity (unpublished); preprint arXiv:1411.7186] is based on a "dynamic" Laplace operator and minimises the boundary size of the coherent sets relative to their volume. The main advantage of our new approach is a substantial reduction in the number of Lagrangian trajectories that need to be computed, leading to large speedups in the transfer operator analysis when this computation is costly.

A rough-and-ready cluster-based approach for extracting finite-time coherent sets from sparse and incomplete trajectory data

We present a numerical method to identify regions of phase space that are approximately retained in a mobile compact neighbourhood over a finite time duration. Our approach is based on spatio-temporal clustering of trajectory data. The main advantages of the approach are the ability to produce useful results (i) when there are relatively few trajectories and (ii) when there are gaps in observation of the trajectories as can occur with real data. The method is easy to implement, works in any dimension, and is fast to run.

Identifying finite-time coherent sets from limited quantities of Lagrangian data

A data-driven procedure for identifying the dominant transport barriers in a time-varying flow from limited quantities of Lagrangian data is presented. Our approach partitions state space into coherent pairs, which are sets of initial conditions chosen to minimize the number of trajectories that "leak" from one set to the other under the influence of a stochastic flow field during a pre-specified interval in time. In practice, this partition is computed by solving an optimization problem to obtain a pair of functions whose signs determine set membership. From prior experience with synthetic, "data rich" test problems, and conceptually related methods based on approximations of the Perron-Frobenius operator, we observe that the functions of interest typically appear to be smooth. We exploit this property by using the basis sets associated with spectral or "mesh-free" methods, and as a result, our approach has the potential to more accurately approximate these functions given a fixed amount of data. In practice, this could enable better approximations of the coherent pairs in problems with relatively limited quantities of Lagrangian data, which is usually the case with experimental geophysical data. We apply this method to three examples of increasing complexity: The first is the double gyre, the second is the Bickley Jet, and the third is data from numerically simulated drifters in the Sulu Sea.

Flow networks: a characterization of geophysical fluid transport

We represent transport between different regions of a fluid domain by flow networks, constructed from the discrete representation of the Perron-Frobenius or transfer operator associated to the fluid advection dynamics. The procedure is useful to analyze fluid dynamics in geophysical contexts, as illustrated by the construction of a flow network associated to the surface circulation in the Mediterranean sea. We use network-theory tools to analyze the flow network and gain insights into transport processes. In particular, we quantitatively relate dispersion and mixing characteristics, classically quantified by Lyapunov exponents, to the degree of the network nodes. A family of network entropies is defined from the network adjacency matrix and related to the statistics of stretching in the fluid, in particular, to the Lyapunov exponent field. Finally, we use a network community detection algorithm, Infomap, to partition the Mediterranean network into coherent regions, i.e., areas internally well mixed, but with little fluid interchange between them.

Automated detection of coherent Lagrangian vortices in two-dimensional unsteady flows

Coherent boundaries of Lagrangian vortices in fluid flows have recently been identified as closed orbits of line fields associated with the Cauchy–Green strain tensor. Here, we develop a fully automated procedure for the detection of such closed orbits in large-scale velocity datasets. We illustrate the power of our method on ocean surface velocities derived from satellite altimetry.

METASTABILITY, LYAPUNOV EXPONENTS, ESCAPE RATES, AND TOPOLOGICAL ENTROPY IN RANDOM DYNAMICAL SYSTEMS

We explore the concept of metastability in random dynamical systems, focusing on connections between random Perron–Frobenius operator cocycles and escape rates of random maps, and on topological entropy of random shifts of finite type. The Lyapunov spectrum of the random Perron–Frobenius cocycle and the random adjacency matrix cocycle is used to decompose the random system into two disjoint random systems with rigorous upper and lower bounds on (i) the escape rate in the setting of random maps, and (ii) topological entropy in the setting of random shifts of finite type, respectively.

Topological chaos, braiding and bifurcation of almost-cyclic sets

In certain two-dimensional time-dependent flows, the braiding of periodic orbits provides a way to analyze chaos in the system through application of the Thurston-Nielsen classification theorem (TNCT). We expand upon earlier work that introduced the application of the TNCT to braiding of almost-cyclic sets, which are individual components of almost-invariant sets [Stremler et al., "Topological chaos and periodic braiding of almost-cyclic sets," Phys. Rev. Lett. 106, 114101 (2011)]. In this context, almost-cyclic sets are periodic regions in the flow with high local residence time that act as stirrers or "ghost rods" around which the surrounding fluid appears to be stretched and folded. In the present work, we discuss the bifurcation of the almost-cyclic sets as a system parameter is varied, which results in a sequence of topologically distinct braids. We show that, for Stokes' flow in a lid-driven cavity, these various braids give good lower bounds on the topological entropy over the respective parameter regimes in which they exist. We make the case that a topological analysis based on spatiotemporal braiding of almost-cyclic sets can be used for analyzing chaos in fluid flows. Hence, we further develop a connection between set-oriented statistical methods and topological methods, which promises to be an important analysis tool in the study of complex systems.

Transition dynamics and magic-number-like behavior of frictional granular clusters

Force chains, the primary load-bearing structures in dense granular materials, rearrange in response to applied stresses and strains. These self-organized grain columns rely on contacts from weakly stressed grains for lateral support to maintain and find new stable states. However, the dynamics associated with the regulation of the topology of contacts and strong versus weak forces through such contacts remains unclear. This study of local self-organization of frictional particles in a deforming dense granular material exploits a transition matrix to quantify preferred conformations and the most likely conformational transitions. It reveals that favored cluster conformations reside in distinct stability states, reminiscent of "magic numbers" for molecular clusters. To support axial loads, force chains typically reside in more stable states of the stability landscape, preferring stabilizing trusslike, three-cycle contact triangular topologies with neighboring grains. The most likely conformational transitions during force chain failure by buckling correspond to rearrangements among, or loss of, contacts which break the three-cycle topology.