Oliver Junge

Gary Froyland, Oliver Junge, Péter Koltai

The long-term distributions of trajectories of a flow are described by invariant densities, i.e. fixed points of an associated transfer operator. In addition, global slowly mixing structures, such as almost-invariant sets, which partition phase space into regions that are almost dynamically disconnected, can also be identified by certain eigenfunctions of this operator. Indeed, these structures are often hard to obtain by brute-force trajectory-based analyses. In a wide variety of applications, transfer operators have proven to be very efficient tools for an analysis of the global behavior of a dynamical system. The computationally most expensive step in the construction of an approximate transfer operator is the numerical integration of many short term trajectories. In this paper, we propose to directly work with the infinitesimal generator instead of the operator, completely avoiding trajectory integration. We propose two different discretization schemes; a cell based discretization and a spectral collocation approach. Convergence can be shown in certain circumstances. We demonstrate numerically that our approach is much more efficient than the operator approach, sometimes by several orders of magnitude.

Gary Froyland, Oliver Junge

Transport and mixing properties of aperiodic flows are crucial to a dynamical analysis of the flow, and often have to be carried out with limited information. Finite-time coherent sets are regions of the flow that minimally mix with the remainder of the flow domain over the finite period of time considered. In the purely advective setting this is equivalent to identifying sets whose boundary interfaces remain small throughout their finite-time evolution. Finite-time coherent sets thus provide a skeleton of distinct regions around which more turbulent flow occurs. They manifest in geophysical systems in the forms of e.g.\ ocean eddies, ocean gyres, and atmospheric vortices. In real-world settings, often observational data is scattered and sparse, which makes the difficult problem of coherent set identification and tracking even more challenging. We develop three FEM-based numerical methods to efficiently approximate the dynamic Laplace operator, and introduce a new dynamic isoperimetric problem using Dirichlet boundary conditions. Using these FEM-based methods we rapidly and reliably extract finite-time coherent sets from models or scattered, possibly sparse, and possibly incomplete observed data.

Gary Froyland, Oliver Junge

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 that has been designed specifically for purely advective dynamics. The construction is based on a "dynamic" Laplacian 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.

Oliver Junge, Daniel Matthes, Horst Osberger

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a gradient flow of an entropy functional in the $L^2$-Wasserstein metric, the second is the Lagrangian nature, meaning that solutions can be written as the push forward transformation of the initial density under suitable flow maps. The resulting numerical scheme is entropy diminishing and mass conserving. Further, the scheme is weakly stable, which allows us to prove convergence under certain regularity assumptions. Finally, we present results from numerical experiments in space dimension $d=2$.

Mattia Bongini, Massimo Fornasier, Oliver Junge et al.

For high dimensional particle systems, governed by smooth nonlinearities depending on mutual distances between particles, one can construct low-dimensional representations of the dynamical system, which allow the learning of nearly optimal control strategies in high dimension with overwhelming confidence. In this paper we present an instance of this general statement tailored to the sparse control of models of consensus emergence in high dimension, projected to lower dimensions by means of random linear maps. We show that one can steer, nearly optimally and with high probability, a high-dimensional alignment model to consensus by acting at each switching time on one agent of the system only, with a control rule chosen essentially exclusively according to information gathered from a randomly drawn low-dimensional representation of the control system.

Philip J. Aston, Oliver Junge

We consider a generalisation of Ulam's method for approximating invariant densities of one-dimensional chaotic maps. Rather than use piecewise constant polynomials to approximate the density, we use polynomials of degree n which are defined by the requirement that they preserve the measure on n+1 neighbouring subintervals. Over the whole interval, this results in a discontinuous piecewise polynomial approximation to the density. We prove error results where this approach is used to approximate smooth densities. We also consider the computation of the Lyapunov exponent using the polynomial density and show that the order of convergence is one order better than for the density itself. Together with using cubic polynomials in the density approximation, this yields a very efficient method for computing highly accurate estimates of the Lyapunov exponent. We illustrate the theoretical findings with some examples.

Oliver Junge, Peter Koltai

The global macroscopic behaviour of a dynamical system is encoded in the eigenfunctions of a certain transfer operator associated to it. For systems with low dimensional long term dynamics, efficient techniques exist for a numerical approximation of the most important eigenfunctions, cf. DeJu99a. They are based on a projection of the operator onto a space of piecewise constant functions supported on a neighborhood of the attractor - Ulam's method. In this paper we develop a numerical technique which makes Ulam's approach applicable to systems with higher dimensional long term dynamics. It is based on ideas for the treatment of higher dimensional partial differential equations using sparse grids. We develop the technique, establish statements about its complexity and convergence and present two numerical examples.

Stefan Jerg, Oliver Junge

We consider nonlinear event systems with quantized state information and design a globally stabilizing controller from which only the minimal required number of control value changes along the feedback trajectory to a given initial condition is transmitted to the plant. In addition, we present a non-optimal heuristic approach which might reduce the number of control value changes and requires a lower computational effort. The constructions are illustrated by two numerical examples.

April Herwig, Matthew J. Colbrook, Oliver Junge et al.

Koopman operator theory enables linear analysis of nonlinear dynamical systems by lifting their evolution to infinite-dimensional function spaces. However, finite-dimensional approximations of Koopman and transfer (Frobenius--Perron) operators are prone to spectral pollution, introducing spurious eigenvalues that can compromise spectral computations. While recent advances have yielded provably convergent methods for Koopman operators, analogous tools for general transfer operators remain limited. In this paper, we present algorithms for computing spectral properties of transfer operators without spectral pollution, including extensions to the Hardy-Hilbert space. Case studies--ranging from families of Blaschke maps with known spectrum to a molecular dynamics model of protein folding--demonstrate the accuracy and flexibility of our approach. Notably, we demonstrate that spectral features can arise even when the corresponding eigenfunctions lie outside the chosen space, highlighting the functional-analytic subtleties in defining the "true" Koopman spectrum. Our methods offer robust tools for spectral estimation across a broad range of applications.

Andreas Bittracher, Péter Koltai, Oliver Junge

Metastable behavior in dynamical systems may be a significant challenge for a simulation based analysis. In recent years, transfer operator based approaches to problems exhibiting metastability have matured. In order to make these approaches computationally feasible for larger systems, various reduction techniques have been proposed: For example, Schütte introduced a spatial transfer operator which acts on densities on configuration space, while Weber proposed to avoid trajectory simulation (like Froyland et al.) by considering a discrete generator. In this manuscript, we show that even though the family of spatial transfer operators is not a semigroup, it possesses a well defined generating structure. What is more, the pseudo generators up to order 4 in the Taylor expansion of this family have particularly simple, explicit expressions involving no momentum averaging. This makes collocation methods particularly easy to implement and computationally efficient, which in turn may open the door for further efficiency improvements in, e.g., the computational treatment of conformation dynamics. We experimentally verify the predicted properties of these pseudo generators by means of two academic examples.

Gero Friesecke, Oliver Junge, Péter Koltai

We propose a new approach to the transfer operator based analysis of the conformation dynamics of molecules. It is based on a statistical independence ansatz for the eigenfunctions of the operator related to a partitioning into subsystems. Numerical tests performed on small systems show excellent qualitative agreement between mean field and exact model, at greatly reduced computational cost.