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Published by: Nikhil Kumar on May 02, 2012
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IDC621: Non-Linear Dynamics

The Lorenz System

Nikhil Kumar MS08035


depicting the ρ (one of the parameter involved in the model) dependence of the attractor. What he observed was sensitivity to initial conditions. The Lorenz system is a system of ordinary differential equations (the Lorenz equations) first studied by Edward Lorenz. The Lorenz system of differential equations arose from the work of meteorologist/mathematician Edward N. We also study a number of bifurcation diagrams. 2 History. It is notable for having chaotic solutions for certain parameter values and initial conditions. he noticed that initial conditions with small differences eventually produced vastly different solutions. who was studying thermal variation in an air cell underneath a thunder. and to z to the deviation of the temperature from the normal temperature in the cell. In particular. y to the temperature difference between rising and falling currents. and since that time. 1 Introduction. finding solutions to the coupled differential equations describing the system. ρ and β are positive parameters which denote the physical characteristic of air flow. Even though a definition of chaos has not been agreed upon by 2 . the Lorenz attractor is a set of chaotic solutions of the Lorenz system which. about 1963. His observations led him to further study of the system. resemble a butterfly or figure eight. a characteristic of chaos. 3 The Lorenz system. the Lorenz system has become one of the most widely systems of ODEs because of its wide range of behaviors.Abstract In this paper we study the Lorenz system. The variable x corresponds to the amplitude of convective current of air cell. As he was computing numerical solutions to the system of three differential equations that he came up with. The system of differential equations Lorenz use was : x = σ(y − x) ˙ y = x(ρ − z) − y ˙ z = xy − βz ˙ (1) (2) (3) where σ. when plotted. Lorenz.

3 . which can hold only for positive ρ if σ−β−1 σ > β + 1. β = 8/3 which end up as part of the stable manifold of the two equilibrium points. Further. 0) & (± β(ρ − 1). two properties that are generally agreed to characterize it are: • sensitivity to initial conditions and • the presence of limit cycles which repeatedly double their period as ρ is varied in one direction until the orbits begin to wander chaotically. the figure below shows the unstable manifold of the origin for σ = 10.1 Analysis of the system.mathematicians. they are stable until some ρ∗ . y ∗ . At ρ = 1.e. ρ = 10. ± β(ρ − 1). This pair is stable only if ρ = σ σ+β+3 . Solving equations (1)-(3) at equilibrium. Steady States and Stability. ρ − 1). For ρ < 1.: σ(y ∗ − x∗ ) = 0 x∗ (ρ − z ∗ ) − y ∗ = 0 x∗ y ∗ − βz ∗ = 0. which yields that the steady states are: (x∗ . We will explore these dynamics and other behaviors of the Lorenz system. z ∗ ) = (0. all solutions are attracted to the origin. 0. i. 4 4. the two equilibrium points appear with a period doubling bifurcation.

For large r parameters.Grassberger and I.0) is  ρ −1 0 .01. ± β(ρ − 1).06 ± 0. β = 8/3. ˙ The system of equations (1)-(3) can be represented as X = F (X) has the Jacobian matrix. 5 Attractors and Bifurcation. 2 2 + 4sr < (1 + s). This σ+β+3 pair is stable only if ρ < σ σ−β−1 . Some periodic solutions are knots. When σ = 0 and β(ρ − 1) 0. σ = 10. which is in turn part of the Lorenz attractor. ”Measuring the strangeness of strange attractors.2 Jacobian and solutions. all three eigenvalues are negative. At the steady state (0. which can hold only for positive ρ if σ > β + 1. the eigenvalues are the roots of a polynomial of degree 3.0) correspond to no convection. all eigenvalues have a negative real part and the two fixed points are stable. A Saddle-node bifurcation occurs at β(ρ − 1) = 0.0. the two stable fixed points collide. The system exhibits chaotic behavior for ρ = 28 but displays knotted periodic orbits for other values of ρ.05 ± 0. For σ = 10. where eigenvalues are −b.96 it becomes a T(3. ρ. the y x −β   −σ σ 0 Jacobian DF(0. one normally assumes σ. a Hopf bifurcation happens. and ρ is varied. which is a block diagonal. Procaccia(1983). The set of chaotic solutions make up the Lorenz attractor.0. For r > 1. each with an unstable cycle and become unstable.”Physica D 9(1-2):189-208. When ρ = 28. ρ − 1) correspond to steady convection. and the critical points at (± β(ρ − 1).0). For example.01 and the correlation dimension to be 2. For σ > b + 1 and 1 < ρ < ρ∗ = (σ(σ + b + 3)/(σ − b − 1). y. The critical points at (0. with ρ = 99. 1 4 .   −σ σ 0 DF (x.1 P. the equations generate three critical points. a strange attractor and a fractal of Hausdorff dimension between 2 and 3 (see Plot-1). of which the positive eigenvalue belongs to unstable manifold.2) torus knot(as shown in Plot-2). z) =  ρ − z −1 −x  . At the two other steady state. The 0 0 −β √ −1−s± (1−s)2 +4rs .0. For r < 1. we (1 − s) have one positive eigenvalue and one negative eigenvalue. Grassberger(1983) has estimated the Hausdorff dimension to be 2. At ρ = ρ∗ . β > 0.4. b = 8/3 we have ρ∗ = 470/19 = 24. the Lorenz system has chaotic solutions (not all solutions are chaotic). and β = 8/3. the attractor can be single periodic orbit.7. but usually σ = 10.

and render them unstable. the Lorenz attractor. At ρ = 24. the unstable cycles collide with the stable equilibrium points. 5 . Plot-2. Chaotic solution of the Lorenz system .96.2) torus knot obtained for ρ = 99.Plot-1. T(3. This is called subcritical Hopf bifurcation. Plot-3.74 = 470/19.

J. 1. Strogatz. E. Deterministic nonperiodic flow. keeping ρ. σ.99524 and ρ = 100.6 Results. These bifurcations are analogue to the Feigenbaum scenario. Procaccia(1983). Atmos. Measuring the strangeness of strange attractors.Grassberger and I. 6 .N. The system has sensitive dependence on the initial condition and divergence of orbits can be clearly observed by varying t. the origin is the only equilibrium point. lorenz. but there other plots which can be of interest. 20 (2):130-141. as: • For 0 < ρ < 1.795.(1963). • Between ρ = 0. Nonlinear Systems and Chaos.(1994). 7 References. a pitchfork bifurcation takes place. Perseus publishing. 2. Although only a few plots have been added here. P. the origin becomes unstable and two stable equilibrium points appear. Steven H. one observes a series of period doubling bifurcations of stable periodic points (one has to start with the larger value and decrease r). 3. At ρ = 1. β fixed. Physica D 9(1-2):189-208. Sci.

1. Following is a code written in SAGE to simulate the Lorenz system.dat using GNUPlot to get the bifurcation diagrams for the system. initial = [0. z_dot] #initial conditions.dat’.05] t = scipy.y z_dot = x * y . DataOut) Change the value of variable ’rho’. t) x = [i[0] for i in lorenz_sol] y = [i[1] for i in lorenz_sol] z = [i[2] for i in lorenz_sol] DataOut = column_stack((x.0/3 x_dot = sigma * (y .integrate import odeint import scipy def lorenz_int(initial. to get the solutions of the Lorenz system for different values of ρ.arange(0.01) lorenz_sol = odeint(lorenz_int.y. Simulating the Lorenz system. import numpy as np from numpy import * from scipy. t): x = initial[0] y = initial[1] z = initial[2] sigma = 10 rho = 28 beta = 8. y_dot.x) y_dot = x * (rho -z) .beta* z return [x_dot. 7 .z)) savetxt(’out. Now plot the data file out. 0. initial. 1.Appendix 1. 200.

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