Average exit times in volume preserving maps

For a volume preserving map, the exit time, averaged over the incoming set of a region, is given by the ratio of the measure of the accessible subset of the region to that of the incoming set. This result is primarily of interest to show two things: first it gives a simple bound on the algebraic decay exponent of the survival probability. Second, it gives a tool which permits the computation of the measure of the accessible set. We use this to find the measure of the bounded orbits for H\'enon's quadratic map

Numerical Computation of the Stable and Unstable Manifolds of Invariant Tori

We develop an iterative technique for computing the unstable and stable eigenfunctions of the invariant tori of diffeomorphisms. Using the approach of Jorba, the linearized equations are rewritten as a generalized eigenvalue problem. Casting the system in this light allows us to take advantage of the speed of eigenvalue solvers and create an efficient method for finding the first order approximations to the invariant manifolds of the torus. We present a numerical scheme based on the power method that can be used to determine the behavior normal to such tori, and give some examples of the application of the method. We confirm the qualitative conclusions of the Melnikov calculations of Lomel\'i and Meiss (2003) for a volume-preserving mapping.Comment: laTeX with 16 figure

Efficient Computation of Invariant Tori in Volume-Preserving Maps

In this paper we implement a numerical algorithm to compute codimension-one tori in three-dimensional, volume-preserving maps. A torus is defined by its conjugacy to rigid rotation, which is in turn given by its Fourier series. The algorithm employs a quasi-Newton scheme to find the Fourier coefficients of a truncation of the series. This technique is based upon the theory developed in the accompanying article by Blass and de la Llave. It is guaranteed to converge assuming the torus exists, the initial estimate is suitably close, and the map satisfies certain nondegeneracy conditions. We demonstrate that the growth of the largest singular value of the derivative of the conjugacy predicts the threshold for the destruction of the torus. We use these singular values to examine the mechanics of the breakup of the tori, making comparisons to Aubry-Mather and anti-integrability theory when possible

Iterated Function System Models in Data Analysis: Detection and Separation

We investigate the use of iterated function system (IFS) models for data analysis. An IFS is a discrete dynamical system in which each time step corresponds to the application of one of a finite collection of maps. The maps, which represent distinct dynamical regimes, may act in some pre-determined sequence or may be applied in random order. An algorithm is developed to detect the sequence of regime switches under the assumption of continuity. This method is tested on a simple IFS and applied to an experimental computer performance data set. This methodology has a wide range of potential uses: from change-point detection in time-series data to the field of digital communications

Statistics of the Island-Around-Island Hierarchy in Hamiltonian Phase Space

The phase space of a typical Hamiltonian system contains both chaotic and regular orbits, mixed in a complex, fractal pattern. One oft-studied phenomenon is the algebraic decay of correlations and recurrence time distributions. For area-preserving maps, this has been attributed to the stickiness of boundary circles, which separate chaotic and regular components. Though such dynamics has been extensively studied, a full understanding depends on many fine details that typically are beyond experimental and numerical resolution. This calls for a statistical approach, the subject of the present work. We calculate the statistics of the boundary circle winding numbers, contrasting the distribution of the elements of their continued fractions to that for uniformly selected irrationals. Since phase space transport is of great interest for dynamics, we compute the distributions of fluxes through island chains. Analytical fits show that the "level" and "class" distributions are distinct, and evidence for their universality is given.Comment: 31 pages, 13 figure

Simplicial Multivalued Maps and the Witness Complex for Dynamical Analysis of Time Series

Topology based analysis of time-series data from dynamical systems is powerful: it potentially allows for computer-based proofs of the existence of various classes of regular and chaotic invariant sets for high-dimensional dynamics. Standard methods are based on a cubical discretization of the dynamics and use the time series to construct an outer approximation of the underlying dynamical system. The resulting multivalued map can be used to compute the Conley index of isolated invariant sets of cubes. In this paper we introduce a discretization that uses instead a simplicial complex constructed from a witness-landmark relationship. The goal is to obtain a natural discretization that is more tightly connected with the invariant density of the time series itself. The time-ordering of the data also directly leads to a map on this simplicial complex that we call the witness map. We obtain conditions under which this witness map gives an outer approximation of the dynamics, and thus can be used to compute the Conley index of isolated invariant sets. The method is illustrated by a simple example using data from the classical H\'enon map.Comment: laTeX, 9 figures, 32 page

Transport in Transitory, Three-Dimensional, Liouville Flows

We derive an action-flux formula to compute the volumes of lobes quantifying transport between past- and future-invariant Lagrangian coherent structures of n-dimensional, transitory, globally Liouville flows. A transitory system is one that is nonautonomous only on a compact time interval. This method requires relatively little Lagrangian information about the codimension-one surfaces bounding the lobes, relying only on the generalized actions of loops on the lobe boundaries. These are easily computed since the vector fields are autonomous before and after the time-dependent transition. Two examples in three-dimensions are studied: a transitory ABC flow and a model of a microdroplet moving through a microfluidic channel mixer. In both cases the action-flux computations of transport are compared to those obtained using Monte Carlo methods.Comment: 30 pages, 16 figures, 1 table, submitted to SIAM J. Appl. Dyn. Sy

Chaotic Advection and Reaction During Engineered Injection and Extraction in Heterogeneous Porous Media

During in situ remediation of contaminated groundwater, a treatment solution is often injected into the contaminated region to initiate reactions that degrade the contaminant. Degradation reactions only occur where the treatment solution and the contaminated groundwater are close enough that mixing will bring them together. Degradation is enhanced when the treatment solution is spread into the contami- nated region, thereby increasing the spatial extent of mixing and degradation reactions. Spreading results from local velocity variations that emerge from aquifer heterogeneity and from spatial variations in the external forcings that drive flow. Certain patterns in external forcings have been shown to create chaotic advection, which is known to enhance spreading of solutes in groundwater flow and other laminar flows. This work uses numerical simulations of flow and reactive transport to investigate how aquifer heterogene- ity changes the qualitative and quantitative aspects of chaotic advection in an aquifer, and the extent to which these changes enhance contaminant degradation. We generate chaotic advection using engineered injection and extraction (EIE), an approach that uses sequential injection and extraction of water in wells surrounding the contaminated region to create time-dependent flow fields that promote plume spreading. We demonstrate that as the degree of heterogeneity increases, both plume spreading and contaminant degradation increase; however, the increase in contaminant degradation is small relative to the increase in plume spreading. Our results show that the combined effects of EIE and heterogeneity produce substan- tially more stretching than either effect separately