Guidelines for data-driven approaches to study transitions in multiscale systems: the case of Lyapunov vectors

Abstract: We study in detail the role of covariant Lyapunov vectors and their respective angles for detecting transitions between metastable states in dynamical systems, as recently discussed in several atmospheric science applications. The underlying models are built from data by the dynamical clustering method, called FEM-BV-VAR, and the Lyapunov vectors are approximated based on these models. We test this data-based numerical approach at the hand of three well-understood example systems with increasing dynamical complexity, identifying crucial properties that allow for a successful application of the method: in particular, it turns out that the method requires a clear multiple time scale structure with fast transitions between slow subsystems which can be dynamically characterized by invariant neutral directions of the linear approximation model.