A set oriented definition of finite-time Lyapunov exponents and coherent sets

Abstract

The problem of phase space transport, which is of interest from both the theoretical and practical point of view, has been investigated extensively using geometric and probabilistic methods. Two important tools to study this problem that have emerged in recent years are finite-time Lyapunov exponents (FTLE) and the Perron–Frobenius operator. The FTLE measures the averaged local stretching around reference trajectories. Regions with high stretching are used to identify phase space transport barriers. One probabilistic method is to consider the spectrum of the Perron–Frobenius operator of the flow to identify almost-invariant densities. These almost-invariant densities are used to identify almost invariant sets. In this paper, a set-oriented definition of the FTLE is proposed which is applicable to phase space sets of finite size and reduces to the usual definition of FTLE in the limit of infinitesimal phase space elements. This definition offers a straightforward connection between the evolution of probability densities and finite-time stretching experienced by phase space curves. This definition also addresses some concerns with the standard computation of the FTLE. For the case of autonomous and periodic vector fields we provide a simplified method to calculate the set-oriented FTLE using the Perron–Frobenius operator. Based on the new definition of the FTLE we propose a simple definition of finite-time coherent sets applicable to vector fields of general time-dependence, which are the analogues of almost-invariant sets in autonomous and time-periodic vector fields. The coherent sets we identify will necessarily be separated from one another by ridges of high FTLE, providing a link between the framework of coherent sets and that of codimension one Lagrangian coherent structures. Our identification of coherent sets is applied to three examples.