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从大偏差到传输与混合的半距离:有限拉格朗日数据的相干分析

From Large Deviations to Semidistances of Transport and Mixing: Coherence Analysis for Finite Lagrangian Data.

作者信息

Koltai Péter, Renger D R Michiel

机构信息

1Institute of Mathematics, Freie Universität Berlin, Arnimallee 6, 14195 Berlin, Germany.

2Weierstraß-Institut, Mohrenstraße 39, 10117 Berlin, Germany.

出版信息

J Nonlinear Sci. 2018;28(5):1915-1957. doi: 10.1007/s00332-018-9471-0. Epub 2018 Jun 1.

Abstract

One way to analyze complicated non-autonomous flows is through trying to understand their transport behavior. In a quantitative, set-oriented approach to transport and mixing, finite time coherent sets play an important role. These are time-parametrized families of sets with unlikely transport to and from their surroundings under small or vanishing random perturbations of the dynamics. Here we propose, as a measure of transport and mixing for purely advective (i.e., deterministic) flows, (semi)distances that arise under vanishing perturbations in the sense of large deviations. Analogously, for given finite Lagrangian trajectory data we derive a discrete-time-and-space semidistance that comes from the "best" approximation of the randomly perturbed process conditioned on this limited information of the deterministic flow. It can be computed as shortest path in a graph with time-dependent weights. Furthermore, we argue that coherent sets are regions of maximal farness in terms of transport and mixing, and hence they occur as extremal regions on a spanning structure of the state space under this semidistance-in fact, under any distance measure arising from the physical notion of transport. Based on this notion, we develop a tool to analyze the state space (or the finite trajectory data at hand) and identify coherent regions. We validate our approach on idealized prototypical examples and well-studied standard cases.

摘要

分析复杂非自治流的一种方法是试图理解其输运行为。在一种定量的、面向集合的输运与混合方法中,有限时间相干集起着重要作用。这些是集合的时间参数化族,在动力学的小随机扰动或消失随机扰动下,它们与周围环境之间的输运不太可能发生。在此,我们提出,作为纯平流(即确定性)流的输运与混合的一种度量,是在大偏差意义下扰动消失时出现的(半)距离。类似地,对于给定的有限拉格朗日轨迹数据,我们导出一种离散时空半距离,它来自于在确定性流的这种有限信息条件下随机扰动过程的“最佳”近似。它可以作为具有时间依赖权重的图中的最短路径来计算。此外,我们认为相干集在输运与混合方面是最大远离区域,因此它们在这种半距离下——实际上,在任何源于输运物理概念的距离度量下——作为状态空间的生成结构上的极值区域出现。基于这一概念,我们开发了一种工具来分析状态空间(或手头的有限轨迹数据)并识别相干区域。我们在理想化的典型例子和经过充分研究的标准案例上验证了我们的方法。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/db40/6132839/802bccaafe6b/332_2018_9471_Fig1_HTML.jpg

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