Computing coherent sets using the Fokker-Planck equation

Andreas Denner, Oliver Junge, Daniel Matthes

Research output: Contribution to journalArticlepeer-review

17 Scopus citations

Abstract

We perform a numerical approximation of coherent sets in finitedimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a discretized Fokker-Planck equation. For numerical implementation, we employ spectral collocation methods and an exponential time differentiation scheme. We experimentally compare our approach with the more classical method by Ulam that is based on discretization of the transfer operator of the unperturbed flow.

Original languageEnglish
Pages (from-to)163-177
Number of pages15
JournalJournal of Computational Dynamics
Volume3
Issue number2
DOIs
StatePublished - 1 Dec 2016

Keywords

  • Coherent set
  • Fokker-Planck equation
  • Transfer operator

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