An Eulerian approach for computing the finite time Lyapunov exponent

  • Authors:

  • Shingyu Leung

  • Affiliations:

  • Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2011

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Abstract

We propose efficient Eulerian methods for approximating the finite-time Lyapunov exponent (FTLE). The idea is to compute the related flow map using the Level Set Method and the Liouville equation. There are several advantages of the proposed approach. Unlike the usual Lagrangian-type computations, the resulting method requires the velocity field defined only at discrete locations. No interpolation of the velocity field is needed. Also, the method automatically stops a particle trajectory in the case when the ray hits the boundary of the computational domain. The computational complexity of the algorithm is O(@Dx^-^(^d^+^1^)) with d the dimension of the physical space. Since there are the same number of mesh points in the x-t space, the computational complexity of the proposed Eulerian approach is optimal in the sense that each grid point is visited for only O(1) time. We also extend the algorithm to compute the FTLE on a co-dimension one manifold. The resulting algorithm does not require computation on any local coordinate system and is simple to implement even for an evolving manifold.