Abstract

We present efficient techniques for the numerical approximation of complicated dynamical behavior. In particular, we develop numerical methods which allow us to approximate Sinai--Ruelle--Bowen (SRB)-measures as well as (almost) cyclic behavior of a dynamical system. The methods are based on an appropriate discretization of the Frobenius--Perron operator, and two essentially different mathematical concepts are used: our idea is to combine classical convergence results for finite dimensional approximations of compact operators with results from ergodic theory concerning the approximation of SRB-measures by invariant measures of stochastically perturbed systems. The efficiency of the methods is illustrated by several numerical examples.

MSC codes

  1. 58F11
  2. 65L60
  3. 58F12

Keywords

  1. computation of invariant measures
  2. approximation of the Frobenius--Perron operator
  3. computation of SRB-measures
  4. almost invariant set
  5. cyclic behavior

Get full access to this article

View all available purchase options and get full access to this article.

References

1.
Michael Benedicks, Lai‐Sang Young, Sinai˘‐Bowen‐Ruelle measures for certain Hénon maps, Invent. Math., 112 (1993), 541–576
2.
Michael Blank, Gerhard Keller, Random perturbations of chaotic dynamical systems: stability of the spectrum, Nonlinearity, 11 (1998), 1351–1364
3.
Rufus Bowen, David Ruelle, The ergodic theory of Axiom A flows, Invent. Math., 29 (1975), 181–202
4.
P. Chossat, M. Golubitsky, Symmetry‐increasing bifurcation of chaotic attractors, Phys. D, 32 (1988), 423–436
5.
Michael Dellnitz, Andreas Hohmann, The computation of unstable manifolds using subdivision and continuation, Progr. Nonlinear Differential Equations Appl., Vol. 19, Birkhäuser, Basel, 1996, 449–459
6.
Michael Dellnitz, Andreas Hohmann, A subdivision algorithm for the computation of unstable manifolds and global attractors, Numer. Math., 75 (1997), 293–317
7.
Michael Dellnitz, Andreas Hohmann, Oliver Junge, Martin Rumpf, Exploring invariant sets and invariant measures, Chaos, 7 (1997), 221–228
8.
M. Dellnitz and O. Junge, Almost invariant sets in Chua’s circuit, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 7 (1997), pp. 2475–2485.
9.
M. Dellnitz and O. Junge, An adaptive subdivision technique for the approximation of attractors and invariant measures, Comput. Visual. Sci., 1 (1998), pp. 63–68.
10.
J. Ding, Q. Du, T. Li, High order approximation of the Frobenius‐Perron operator, Appl. Math. Comput., 53 (1993), 151–171
11.
J. L. Doob, Stochastic Processes, John Wiley, New York, 1960.
12.
M. Eidenschink, Exploring Global Dynamics: A Numerical Algorithm Based on the Conley Index Theory, Ph.D. thesis, Georgia Institute of Technology, Atlanta, GA, 1995.
13.
Rabbijah Guder, Michael Dellnitz, Edwin Kreuzer, An adaptive method for the approximation of the generalized cell mapping, Chaos Solitons Fractals, 8 (1997), 525–534
14.
C. Hsu, Global analysis by cell mapping, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 2 (1992), 727–771
15.
Fern Hunt, Approximating the invariant measures of randomly perturbed dissipative maps, J. Math. Anal. Appl., 198 (1996), 534–551
16.
Alexander Khibnik, Dirk Roose, Leon Chua, On periodic orbits and homoclinic bifurcations in Chua’s circuit with a smooth nonlinearity, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 3 (1993), 363–384
17.
Yuri Kifer, General random perturbations of hyperbolic and expanding transformations, J. Analyse Math., 47 (1986), 111–150
18.
Tomás Caraballo, José Langa, James Robinson, Upper semicontinuity of attractors for small random perturbations of dynamical systems, Comm. Partial Differential Equations, 23 (1998), 1557–1581
19.
Yuri Kifer, Computations in dynamical systems via random perturbations, Discrete Contin. Dynam. Systems, 3 (1997), 457–476
20.
E. Kreuzer, Numerische Untersuchung nichtlinearer dynamischer Systeme, Hochschultext. [University Textbooks], Springer‐Verlag, 1987xviii+194
21.
Andrzej Lasota, Michael Mackey, Chaos, fractals, and noise, Applied Mathematical Sciences, Vol. 97, Springer‐Verlag, 1994xiv+472, Stochastic aspects of dynamics
22.
R. B. Lehoucq, Analysis and Implementation of an Implicitly Restarted Arnoldi Iteration, Rice University Technical Report TR95‐13, Houston, TX, 1995.
23.
Takashi Matsumoto, Leon Chua, Motomasa Komuro, The double scroll, IEEE Trans. Circuits and Systems, 32 (1985), 797–818
24.
S. Meyn, R. Tweedie, Markov chains and stochastic stability, Communications and Control Engineering Series, Springer‐Verlag London Ltd., 1993xvi+ 548
25.
John Osborn, Spectral approximation for compact operators, Math. Comput., 29 (1975), 712–725
26.
David Ruelle, A measure associated with axiom‐A attractors, Amer. J. Math., 98 (1976), 619–654
27.
Ja. Sinai˘, Gibbs measures in ergodic theory, Uspehi Mat. Nauk, 27 (1972), 21–64
28.
K. Yosida, Functional Analysis, Springer‐Verlag, New York, 1980.

Information & Authors

Information

Published In

cover image SIAM Journal on Numerical Analysis
SIAM Journal on Numerical Analysis
Pages: 491 - 515
ISSN (online): 1095-7170

History

Published online: 25 July 2006

MSC codes

  1. 58F11
  2. 65L60
  3. 58F12

Keywords

  1. computation of invariant measures
  2. approximation of the Frobenius--Perron operator
  3. computation of SRB-measures
  4. almost invariant set
  5. cyclic behavior

Authors

Affiliations

Metrics & Citations

Metrics

Citations

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited By

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share on social media

The SIAM Publications Library now uses SIAM Single Sign-On for individuals. If you do not have existing SIAM credentials, create your SIAM account https://my.siam.org.