Department of Mathematics

10th AIMS Conference on Dynamical Systems, Differential Equations and Applications

Madrid, Spain, July 2014
Marko Budi!i"
Jean-Luc Thiffeault
BRAID DYNAMICS OF NON-PERIODIC
TRAJECTORIES
Supported by NSF grants
DMS-0806821 (JLT) and
CMMI-1233935 (MB, JLT)
Jul 7, 2014 M. Budi!i": Braid dynamics of non-periodic trajectories
Braids represent tangling of trajectories in space-time.
2
60 40 20
40
50
60
70
Latitude
L
o
n
g
i
t
u
d
e
Spaghetti plot of
oceanic oats
0
50
100
40
50
60
70
60
40
20
Time
Longitude
L
a
t
i
t
u
d
e
Trajectories in space-time,
physical braid
0 50 100
40
50
60
70
Time
L
a
t
i
t
u
d
e
Track the order of
strands along an axis
Algebraic braid

k

1
k
k
k + 1
k
k + 1

2

2

1
1

2

1
1
Jul 7, 2014 M. Budi!i": Braid dynamics of non-periodic trajectories
Deformation of material by the ow is
represented by action of a braid on rubber band loops.
3

2

2

1
1

2

1
1

1
1

` Z
2S4
State space ! Loops
How to represent this action operationally (for numerics)?
(Dynnikov
coordinates)
Flow map ! Braid
(nonlinear maps,
involving max
operation)
Takeaway: Braid dynamics are a projection of
the full dynamics onto integer-based dynamics.

i
: Z
2S4
Z
2S4
[Dynnikov, 2002]
[Hall, Yurtas, 2009]
Jul 7, 2014 M. Budi!i": Braid dynamics of non-periodic trajectories
Braids in synthesis of dynamics: optimizing stirring.
4
. . .
1

1
2

1

1
2
| {z }
B

1
2
. . . . . .
1

2

1

2
|{z}
A

2
. . .
Material is mixed by stirring the uid using three rods.
Braids A and B are formed by rod trajectories. Both braids are periodic.
Protocol A Protocol B
Growth of loops Braiding factor
Rate of physical material growth is larger than the braiding factor.
Synthesis: To increase the ow mixing rate,
nd periodic protocols with large braiding factors.
|`| , |A`| , . . . , |A
n
`| e
h(A)n
[Boyland, Aref, Stremler, 2000]
[Thiffeault, 2005, 2010]
Jul 7, 2014 M. Budi!i": Braid dynamics of non-periodic trajectories
Braids in analysis of dynamics: detecting coherent sets.
5
M.R. Allshouse, J.-L. Thiffeault / Physica D 241 (2012) 95105 103
Fig. 14. Step 4 takes the invariant puncture sets and finds the corresponding non-growing loops.
to O(n
2
) the pair-loop method is a viable alternative. Table 1
compares the run times of both methods when applied to the
modified Duffing oscillator of Section 3.3, for increasing number
of punctures n. Because of the extra overhead of the pair-loop
algorithm, it is slower until about 9 punctures, after which it scales
much better that the direct method.
While the run times for the direct method clearly scale with the
predictedt O(9
n
), the pair-loopalgorithmdoes not demonstrate
a specific trend in growth time. This is because we are not yet in
the regime where the number of loops analyzed is the limiting
factor. For systems where there n > 50, the number of pair-loops
analyzed is the bottleneck.
5. Finding non-growing loops in a rod-stirring device
We finally apply the method to an actual fluid system. We use
the translatingrotating mixer (TRM) system described by Finn
and Cox [37]. Their two-dimensional stirring mechanism features
a circular domain of viscous fluid and a circular stirring rod, which
can translate and rotate about its center. The authors derive an
analytic complex-variable solution for the instantaneous velocity
field of the fluid in the zero-Reynolds-number limit, which allows
an accurate calculation of fluid trajectories.
For many parameter values, islands of poor mixing are present
for periodic rod motions. Each island is surrounded by a transport
boundary. These islands are undesirable, since the goal of stirring
is to homogenize the entire domain. Since the rod motion is
periodic, the islands can easily be identified using a Poincar
section (stroboscopic map). Our objective is to determine if the
pair-loop method can also find these islands, given relatively few
trajectories. We note that the pair-loop method would still apply if
the system was not time-periodic, but the Poincar section would
be useless.
We specify an epitrochoidal trajectory of the rod as shown in
the inset to Fig. 15. A set of 40 sample initial conditions for the
trajectories is also shown in the figure as small squares: half of
the initial conditions are distributed in seven islands, and the other
half throughout the well-mixed chaotic region. The rods position
is also taken as a trajectory, bringing the total to forty-one strands
in the braid. The trajectories are tracked for five periods of the rods
motion, and produce a sequence of seven thousand generators. The
application of the pair-loop algorithm takes a few minutes and
produces loops roughly drawn in Fig. 15.
The first observation is that not all of the islands have a non-
growing loop around them. The reason for this is that there are
Fig. 15. Poincar section (stroboscopic map) for a vat of viscous fluid stirred by a
rod (see inset for the rods path). A chaotic sea and several islands are visible, as
well as regular orbits near the wall. The squares indicate the initial position of the
40 trajectories, with non-growing loops detected by the pair-loop method drawn
in.
two islands which do not contain any trajectories, and two with
only one trajectory. The algorithm relies on multiple trajectories
being inside a transport boundary in order to detect it. If there
are no trajectories, then the method has no information about
the region, and a loop surrounding a single trajectory likewise
provides no information (and cannot even be encoded in Dynnikov
coordinates).
The other observation is that some of the loops include nearby
trajectories in the chaotic sea. The largest loop and the one at the
bottom of Fig. 15 are both examples of non-growing loops that
extend beyond the boundaries of the island. The explanation for
this is that in the period of time analyzed none of the punctures
in the chaotic sea, the other islands, or the rod passes between
the island and its neighbors, which then end up being included
in the region. If longer or more numerous trajectories were used,
then the probability that a puncture passes between the island and
the nearby puncture becomes higher, increasing the likelihood of
detection by the pair-loop method.
Input: 40 nite-length trajectories
seeded in a moving uid.
1. Form the (nite-length) braid.
2. Find loops (! vectors) with
minimal growth.
3. Those loops contain strands
seeded inside coherent
structures.
Coherent structures found from
only 40 time-traces,
without detailed knowledge
of the velocity eld.
Squares: Initial conditions of
trajectories forming the braid
Blue: Poincar plot of dynamics
Red: Loops enclosing
coherent trajectories
[Allshouse, Thiffeault, 2012]
Sep 26, 2013 M. Budi!i": Mesochronic Analysis 6
Synthesis: braid
denes the ow.
Rods form a
distinguished braid.
M.R. Allshouse, J.-L. Thiffeault / Physica D 241 (2012) 95105 103
Fig. 14. Step 4 takes the invariant puncture sets and finds the corresponding non-growing loops.
to O(n
2
) the pair-loop method is a viable alternative. Table 1
compares the run times of both methods when applied to the
modified Duffing oscillator of Section 3.3, for increasing number
of punctures n. Because of the extra overhead of the pair-loop
algorithm, it is slower until about 9 punctures, after which it scales
much better that the direct method.
While the run times for the direct method clearly scale with the
predictedt O(9
n
), the pair-loopalgorithmdoes not demonstrate
a specific trend in growth time. This is because we are not yet in
the regime where the number of loops analyzed is the limiting
factor. For systems where there n > 50, the number of pair-loops
analyzed is the bottleneck.
5. Finding non-growing loops in a rod-stirring device
We finally apply the method to an actual fluid system. We use
the translatingrotating mixer (TRM) system described by Finn
and Cox [37]. Their two-dimensional stirring mechanism features
a circular domain of viscous fluid and a circular stirring rod, which
can translate and rotate about its center. The authors derive an
analytic complex-variable solution for the instantaneous velocity
field of the fluid in the zero-Reynolds-number limit, which allows
an accurate calculation of fluid trajectories.
For many parameter values, islands of poor mixing are present
for periodic rod motions. Each island is surrounded by a transport
boundary. These islands are undesirable, since the goal of stirring
is to homogenize the entire domain. Since the rod motion is
periodic, the islands can easily be identified using a Poincar
section (stroboscopic map). Our objective is to determine if the
pair-loop method can also find these islands, given relatively few
trajectories. We note that the pair-loop method would still apply if
the system was not time-periodic, but the Poincar section would
be useless.
We specify an epitrochoidal trajectory of the rod as shown in
the inset to Fig. 15. A set of 40 sample initial conditions for the
trajectories is also shown in the figure as small squares: half of
the initial conditions are distributed in seven islands, and the other
half throughout the well-mixed chaotic region. The rods position
is also taken as a trajectory, bringing the total to forty-one strands
in the braid. The trajectories are tracked for five periods of the rods
motion, and produce a sequence of seven thousand generators. The
application of the pair-loop algorithm takes a few minutes and
produces loops roughly drawn in Fig. 15.
The first observation is that not all of the islands have a non-
growing loop around them. The reason for this is that there are
Fig. 15. Poincar section (stroboscopic map) for a vat of viscous fluid stirred by a
rod (see inset for the rods path). A chaotic sea and several islands are visible, as
well as regular orbits near the wall. The squares indicate the initial position of the
40 trajectories, with non-growing loops detected by the pair-loop method drawn
in.
two islands which do not contain any trajectories, and two with
only one trajectory. The algorithm relies on multiple trajectories
being inside a transport boundary in order to detect it. If there
are no trajectories, then the method has no information about
the region, and a loop surrounding a single trajectory likewise
provides no information (and cannot even be encoded in Dynnikov
coordinates).
The other observation is that some of the loops include nearby
trajectories in the chaotic sea. The largest loop and the one at the
bottom of Fig. 15 are both examples of non-growing loops that
extend beyond the boundaries of the island. The explanation for
this is that in the period of time analyzed none of the punctures
in the chaotic sea, the other islands, or the rod passes between
the island and its neighbors, which then end up being included
in the region. If longer or more numerous trajectories were used,
then the probability that a puncture passes between the island and
the nearby puncture becomes higher, increasing the likelihood of
detection by the pair-loop method.
Analysis: ow
denes the braid.
Distinguished braid
unknown.
Goal: Study what properties connect all these braids,
in order to understand the underlying ow.
Classical braid theory tells us a lot about a single braid.
From a single ow, we can get many algebraic braids.

length of trajectories,

number of trajectories, and

positions of initial conditions.

Variables:

effect of braids applied to loops

braiding factor

structure of braids number and

distribution of generators !
k
.
Observe/explain:
Jul 7, 2014 M. Budi!i": Braid dynamics of non-periodic trajectories
Numerical investigation: braidlab applied to
regularized Aref's Blinking Vortex ow.
7
braidlab is a MATLAB toolbox used to construct and analyze braids.
It is actively maintained and freely (GPL) available at: https://bitbucket.org/jeanluc/braidlab
Parametrized by
non-dimensional
circulation ".
Red circles regularize
singularities.
Flow blinks between two equal vortices.
Vortices are fully determined by a log-type
stream function.
Full ow is piecewise integrable.
In the studied range of parameters ", the ow is mixing on most of the domain.
Study:
Action of the braid: scaling of braiding factor as more trajectories are
added to the braid.
Structure of the braid: distribution of generators in the braid.
Jul 7, 2014 M. Budi!i": Braid dynamics of non-periodic trajectories
Braiding factor increases according to a power law
as trajectories are added to the braid.
8
10
0
10
1
10
2
10
3
10
1
10
0
D
i
s
t
a
n
c
e

t
o

l
i
m
i
t
# strands [S]
Circulation = 5.0, # samples = 12
Limit E = 2.02, rate R = 0.40
10 100 200 300 400 500 600 700 800 9001000
0
0.4
0.8
1.2
1.6
2
# strands [S]
B
r
a
i
d
i
n
g

f
a
c
t
o
r
Circulation = 4.0, # samples = 12
Limit E = 1.76, rate R = 0.38


Power law E + a S
R
prediction bounds
Add more concurrent
trajectories to the braid.
(uniformly initialized)
Non-periodic braid:
0 50 100
40
50
60
70
Time
L
a
t
it
u
d
e

|A
n
`| e
h(A)n
Braiding factor

h(B) := lim

ln |B

`|
Jul 7, 2014 M. Budi!i": Braid dynamics of non-periodic trajectories
(Empirical) Power law models braiding factor across
a range of circulation values.
9
10
0
10
1
10
2
10
3
10
1
10
0
D
i
s
t
a
n
c
e

t
o

l
i
m
i
t
# strands [S]
Circulation = 10.0, # samples = 12
Limit E = 3.76, rate R = 0.30
10 100 200 300 400 500 600 700 800 9001000
0
0.4
0.8
1.2
1.6
2
2.4
2.8
3.2
3.6
4
# strands [S]
B
r
a
i
d
i
n
g

f
a
c
t
o
r
Circulation = 10.0, # samples = 12
Limit E = 3.76, rate R = 0.30


Power law E + a S
R
prediction bounds
The worst
t
is still
a good t.
Can we extrapolate?
3 4 5 6 7 8 9 10
1
2
3
4
5
Circulation
B
r
a
i
d
i
n
g

f
a
c
t
o
r
Braiding factor
= 50, # fit pts = 13


Limit
S = 500
3 4 5 6 7 8 9 10
0.6
0.5
0.4
0.3
0.2
0.1
0
Circulation
E
x
p
o
n
e
n
t
Convergence rate
= 50, # fit pts = 13
Jul 7, 2014 M. Budi!i": Braid dynamics of non-periodic trajectories
How does the braiding factor
compare with topological entropy?
10
Connection:
Topological entropy measures
exponential growth of material lines.
Braiding factor measures
exponential growth of loops.
Motivation:
Estimate topological entropy using only a
nite number of trajectories.
3 4 5 6 7 8 9 10
1
1.5
2
2.5
3
Circulation
D
e
f
o
r
m
a
t
i
o
n

r
a
t
e
Material deformation
= 4, # = 4, dT = 0.0050
Computed by material line interpolation.

Computed braiding factor matches

topological entropy.

Extrapolation overestimates
topological entropy.

Causes?
a) Material line computation did
not resolve all the entropy.
b) Braiding factor does not truly
scale as the tted power law.
3 4 5 6 7 8 9 10
0
1
2
3
4
5
6
Circulation
E
n
t
r
o
p
i
e
s
Comparison of methods


Braid f. S = 500
Material
Limit braid f.
E
x
p
e
c
te
d
E
x
tra
p
o
la
te
d
Overlay of braid factor and material deformation
Jul 7, 2014 M. Budi!i": Braid dynamics of non-periodic trajectories
The simplest quantier of structure of a braid
is the winding number of a pair of trajectories.
11
What is the distribution of the winding number after a xed amount of time?
1 + 1 + (-1) = 1

1

Two points give a single generator.

Winding number is the length of the braid with 2 strands,
after cancellations.
When dynamics are a random walk, distributions are known analytically:
Cauchy
Sech
Sech
2
Gaussian
Diffusion in plane
RW inside
reecting circle
RW inside
absorbing circle
For reference

1
(1 +x
2
)

4 cosh
2
(x/2)

1
2 cosh(x/2)
Winding number at xed time
[Tumasz, PhD thesis, UW-M]
[Wen, Thiffeault, in progress]
Jul 7, 2014 M. Budi!i": Braid dynamics of non-periodic trajectories
Winding number of Aref Blinking Vortex is different from
random walk: it is a Gaussian random variable.
12
Winding around origin Winding of a pair of trajectories
Difference?
Two points: simple random walk on Z

Three points:
Cayley graphs
for braid group?

1

2
Sep 26, 2013 M. Budi!i": Mesochronic Analysis 13
Continuous
dynamics on
R
2
Physical braid
of trajectories
in space-time
Analytics:
Algebraic
Braid
Numerics:
Discrete
dynamics on
Z
N
Goal:
Move the braids from data analysis tool
to dynamical analysis tool.

Objective:
Understand both structure and action of
braids arising in dynamical systems.
Two examples of this approach:
Braiding factor scaling with number of trajectories analyzed:
empirical power law, but lacks predictive power.
Winding number of braids do not distribute as random walk/
diffusion on the same domain.