Monday, May 23, 2011Marko Budi
: Time Averages of Observables
Time-averages arerobustunder time-discretizationand round-off erroreven when trajectory is not.
[Sigurgeirsson, Stuart, 2001]
Time-averages providemacroscopic descriptionsofgeometry of dynamics: Lyapunov exponents, residencetimes, power spectrum,...
et al., Chaos Book]
Trajectories are not robust descriptions of dynamics inchaotic systems, due to exponential sensitivity to errors.
Use time-averages toextend the library of robust indicatorsofdynamical behaviors foranalysis and design.
In chaotic systems, trajectories are non-robust. Even the smallest perturbations, common in numerical simulations, result in completelydifferent trajectories. In Chaos Book, Cvitanovi
argues that trajectories are wrong objects to look at in such cases, and that the
best we cando is to analyze features of the set in state space that the trajectory explores
. Despite trajectories being sensitive to perturbations,simulations and numerics show that averaging over them still results in reliable time-averages, as noticed by Sigurgeirsson and Stuart.Time averages provide a macroscopic description of features of the set a trajectory is exploring in the state space. Many common dynamicalindicators (Lyapunov coefﬁcients, residence times, power spectra...) can be formulated as time averages of particular observables alongtrajectories. This body of work aims to systematically extend the library of those indicators by a careful choice of observables that areaveraged.