An Improved Eulerian Approach for the Finite Time Lyapunov Exponent

Abstract

We propose a new Eulerian numerical approach to compute the Jacobian of flow maps in continuous dynamical systems and subsequently the so-called finite time Lyapunov exponent (FTLE) for Lagrangian coherent structure extraction. The original approach computes the flow map and then numerically determines the Jacobian of the map using finite differences. The new algorithm improves the original Eulerian formulation so that we first obtain partial differential equations for each component of the Jacobian and then solve these equations to obtain the required Jacobian. For periodic dynamical systems, based on the time doubling technique developed for computing the longtime flow map, we also propose a new efficient iterative method to compute the Jacobian of the longtime flow map. Numerical examples will demonstrate that our new proposed approach is more accurate than the original one in computing the Jacobian and thus the FTLE field, especially near the FTLE ridges.