@article{FackeldeyKoltaiNeviretal.2019, author = {Fackeldey, Konstantin and Koltai, Peter and Nevir, Peter and Rust, Henning and Schild, Axel and Weber, Marcus}, title = {From metastable to coherent sets - Time-discretization schemes}, volume = {29}, journal = {Chaos: An Interdisciplinary Journal of Nonlinear Science}, doi = {10.1063/1.5058128}, pages = {012101 -- 012101}, year = {2019}, abstract = {In this article, we show that these well-established spectral algorithms (like PCCA+, Perron Cluster Cluster Analysis) 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.}, language = {en} } @article{KoltaiLiePlonka2019, author = {Koltai, P{\´e}ter and Lie, Han Cheng and Plonka, Martin}, title = {Fr{\´e}chet differentiable drift dependence of Perron-Frobenius and Koopman operators for non-deterministic dynamics}, volume = {32}, journal = {Nonlinearity}, number = {11}, doi = {10.1088/1361-6544/ab1f2a}, pages = {4232 -- 4257}, year = {2019}, abstract = {We prove the Fr{\´e}chet differentiability with respect to the drift of Perron-Frobenius and Koopman operators associated to time-inhomogeneous ordinary stochastic differential equations. This result relies on a similar differentiability result for pathwise expectations of path functionals of the solution of the stochastic differential equation, which we establish using Girsanov's formula. We demonstrate the significance of our result in the context of dynamical systems and operator theory, by proving continuously differentiable drift dependence of the simple eigen- and singular values and the corresponding eigen- and singular functions of the stochastic Perron-Frobenius and Koopman operators.}, language = {en} }