An Eulerian method for computing the coherent ergodic partition of continuous dynamical systems

We develop an efficient Eulerian numerical approach to extract invariant sets in a continuous dynamical system in the extended phase space (the x-t space). We extend the idea of ergodic partition and propose a concept called coherent ergodic partition for visualizing ergodic components in a continuous flow. Numerically, we first apply the level set method [33] and extend the backward phase flow method [25] to determine the long time flow map. To compute all required long time averages of observables along particle trajectories, we propose an Eulerian approach by simply incorporating flow maps to iteratively interpolate those short time averages. Numerical experiments will demonstrate the effectiveness of the approach. As an application of the method, we apply the approach to the field of geometrical optics for high frequency wave propagation and propose to use the result from the coherent ergodic partition as a criteria for adaptivity in typical Lagrangian ray tracing methods.

[1]  V. I. Arnolʹd,et al.  Ergodic problems of classical mechanics , 1968 .

[2]  Jianliang Qian,et al.  Adaptive nite dierence method for traveltime and amplitude , 1999 .

[3]  Jun Liu,et al.  Expectation-maximization algorithm with total variation regularization for vector-valued image segmentation , 2012, J. Vis. Commun. Image Represent..

[4]  Eric A Sobie,et al.  An Introduction to Dynamical Systems , 2011, Science Signaling.

[5]  Jitendra Malik,et al.  Blobworld: Image Segmentation Using Expectation-Maximization and Its Application to Image Querying , 2002, IEEE Trans. Pattern Anal. Mach. Intell..

[6]  J. Sethian,et al.  FRONTS PROPAGATING WITH CURVATURE DEPENDENT SPEED: ALGORITHMS BASED ON HAMILTON-JACOB1 FORMULATIONS , 2003 .

[7]  Jianliang Qian,et al.  An adaptive finite-difference method for traveltimes and amplitudes , 2002 .

[8]  Chi-Wang Shu Essentially non-oscillatory and weighted essentially non-oscillatory schemes for hyperbolic conservation laws , 1998 .

[9]  Igor Mezic,et al.  On the geometrical and statistical properties of dynamical systems : theory and applications , 1994 .

[10]  Shingyu Leung,et al.  An Eulerian approach for computing the finite time Lyapunov exponent , 2011, J. Comput. Phys..

[11]  Oliver Penrose,et al.  Modern ergodic theory , 1973 .

[12]  Guillermo Sapiro,et al.  Geodesic Active Contours , 1995, International Journal of Computer Vision.

[13]  S. Osher,et al.  Weighted essentially non-oscillatory schemes , 1994 .

[14]  G. Haller Distinguished material surfaces and coherent structures in three-dimensional fluid flows , 2001 .

[15]  Yoshihiko Susuki,et al.  Ergodic partition of phase space in continuous dynamical systems , 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

[16]  P. Walters Introduction to Ergodic Theory , 1977 .

[17]  Igor Mezić,et al.  Ergodic theory and visualization. I. Mesochronic plots for visualization of ergodic partition and invariant sets. , 2008, Chaos.

[18]  Chi-Wang Shu,et al.  Total variation diminishing Runge-Kutta schemes , 1998, Math. Comput..

[19]  Shingyu Leung,et al.  A level set based Eulerian method for paraxial multivalued traveltimes , 2004 .

[20]  Lalit Gupta,et al.  A gaussian-mixture-based image segmentation algorithm , 1998, Pattern Recognit..

[21]  Håvar Gjøystdal,et al.  Traveltime and amplitude estimation using wavefront construction , 1993 .

[22]  Hongkai Zhao,et al.  Expectation-Maximization Algorithm with Local Adaptivity , 2009, SIAM J. Imaging Sci..

[23]  George Haller,et al.  Lagrangian structures and the rate of strain in a partition of two-dimensional turbulence , 2001 .

[24]  Jianliang Qian,et al.  Adaptive Finite Difference Method For Traveltime And Amplitude , 1999 .

[25]  Jianliang Qian,et al.  The backward phase flow and FBI-transform-based Eulerian Gaussian beams for the Schrödinger equation , 2010, J. Comput. Phys..

[26]  Lexing Ying,et al.  Fast geodesics computation with the phase flow method , 2006, J. Comput. Phys..

[27]  Haim H. Permuter,et al.  A study of Gaussian mixture models of color and texture features for image classification and segmentation , 2006, Pattern Recognit..

[28]  L. Rudin,et al.  Nonlinear total variation based noise removal algorithms , 1992 .

[29]  Tony F. Chan,et al.  Active contours without edges , 2001, IEEE Trans. Image Process..

[30]  Igor Mezi'c,et al.  Geometry of the ergodic quotient reveals coherent structures in flows , 2012, 1204.2050.

[31]  S. Gray,et al.  Kirchhoff migration using eikonal equation traveltimes , 1994 .

[32]  P. Newton The N-Vortex Problem: Analytical Techniques , 2001 .

[33]  Lyapunov Exponents for 2-D Ray Tracing Without Interfaces , 2002 .

[34]  Stephen Wiggins,et al.  A method for visualization of invariant sets of dynamical systems based on the ergodic partition. , 1999, Chaos.

[35]  I. Mezić,et al.  Ergodic Theory and Visualization II: Visualization of Resonances and Periodic Sets , 2008 .

[36]  J. Marsden,et al.  Definition and properties of Lagrangian coherent structures from finite-time Lyapunov exponents in two-dimensional aperiodic flows , 2005 .

[37]  G. Haller,et al.  Lagrangian coherent structures and mixing in two-dimensional turbulence , 2000 .

[38]  M. Mirzakhani,et al.  Introduction to Ergodic theory , 2010 .

[39]  Centro internazionale matematico estivo. Session,et al.  Advanced Numerical Approximation of Nonlinear Hyperbolic Equations , 1998 .

[40]  George Haller,et al.  Lagrangian coherent structures and the smallest finite-time Lyapunov exponent. , 2011, Chaos.

[41]  Geon Ho Choe,et al.  Computational Ergodic Theory , 2005 .

[42]  P. Schultz,et al.  Fundamentals of geophysical data processing , 1979 .

[43]  Shingyu Leung The backward phase flow method for the Eulerian finite time Lyapunov exponent computations. , 2013, Chaos.

[44]  Domenico D'Alessandro,et al.  Statistical properties of controlled fluid flows with applications to control of mixing , 2002, Systems & control letters (Print).

[45]  G. Froyland,et al.  Almost-invariant sets and invariant manifolds — Connecting probabilistic and geometric descriptions of coherent structures in flows , 2009 .

[46]  Vlastislav Červený,et al.  Ray method in seismology , 1977 .