Computing Coherent Sets using the Fokker-Planck Equation

  title={Computing Coherent Sets using the Fokker-Planck Equation},
  author={A. Denner and O. Junge and D. Matthes},
  journal={arXiv: Dynamical Systems},
  • A. Denner, O. Junge, D. Matthes
  • Published 2015
  • Mathematics, Physics
  • arXiv: Dynamical Systems
  • We perform a numerical approximation of coherent sets in finite-dimensional 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 to the more classical method by Ulam that is based on integration of… CONTINUE READING
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