From Metastable to Coherent Sets – time-discretization schemes

Abstract

Given a time-dependent stochastic process with trajectories x(t) in a space \Omega, there may be sets such that the corresponding trajectories only very rarely cross the boundaries of these sets. We can analyze such a process in terms of metastability or coherence. Metastable sets M are defined in space M \subset \Omega, coherent sets M(t) \subset \Omega are defined in space and time. Hence, if we extend the space \Omega by the time-variable t, coherent sets are metastable sets in \Omega \times [0,\infty). This relation can be exploited, because there already exist spectral algorithms for the identification of metastable sets. In this article we show that these well-established spectral algorithms (like PCCA+) also identify coherent sets of non-autonomous dynamical systems. For the identification of coherent sets, one has to compute a discretization (a matrix T) of the transfer operator of the process using a space-time-discretization scheme. The article gives an overview about different time-discretization schemes and shows their applicability in two different fields of application.