9.

Chaos Theory
Chaos Theory
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Chaotic behavior of non linear deterministic dynamic systems

Christoph Traxler

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Chaos Theory
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!

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Henri Poincare (1890) studied the stability of the solar system Chaos in the orbital motion of 3 bodies A little bit later: Discovery of chaos in turbulent flow (Ruelle, Takens, Swinney)

Christoph Traxler

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9.1

9. Chaos Theory
Chaos Theory
!

Major impacts of the scientific world view:
! Einstein’s theory of general relativity has

changed the conception of time, space and gravity ! Quantum mechanics has changed the conception of matter and energy ! Chaos theory has changed the conception of predictability and the universal validity of natural laws

Christoph Traxler

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Chaos Theory
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Former conception of chaos:
! Chaos and order have long been viewed as

antagonistic in the sciences ! Natural laws (Newton, Kepler, ...) represent the domain of order ! Chaos was understood as a different state of nature where natural laws are not valid

Christoph Traxler

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9.2

9. Chaos Theory
Chaos Theory
!

Natural systems seem to have no difficulty to switch from one state into the other:
! Laminar flow ! Regular heart beat ! Steady movement ! Predictability

n n beat n n

Turbulent flow Fibrillating heart Erratic movement Unpredictability

Christoph Traxler

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Chaos Theory
!

Traditional approach: Reductionism
! Decomposition of a system into single parts ! Investigation of the single parts

! !

The system is the sum of its parts Not practicable for the investigation of dynamic systems

Christoph Traxler

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9.3

9. Chaos Theory
Chaos Theory
!

Modern approach: Holism
! The system is investigated in its entirety ! The behavior of the system depends on

complex interactions of its single parts ! It is inadmissible to neglect non linear feedback ! The system is more than the sum of its parts

Christoph Traxler

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Chaos Theory
!

Common method: Linearization behavior of the system
not always admissible
investigation
8

very difficult non linear dynamic system

linear approximation
Christoph Traxler

linearization

behavior of the approximation

9.4

they will vary widely because of even the slightest observation errors Christoph Traxler 9 Chaos Theory ! The most important questions: ! How can the notion of chaos be made more precise ? ! What are the signs of chaos ? ! How can they be measured ? ! Under which conditions does a system drift into a chaotic state ? Christoph Traxler 10 9.9.5 . Chaos Theory Chaos Theory ! Usual method to proof validation of a theory: ! Make plenty of observations ! Compare it with the theoretical predictions ! With chaos the butterfly effect invalidates the results. .

6 .9. Chaos Theory Signs of Chaos ! Def. population at time n a .. (Devaney 1989): A dynamic system {X..f} is sensitive (butterfly effect) ! The set of repelling periodic points is dense in X Christoph Traxler 11 The Quadratic Iterator ! ! Verhulst model: Describes the population development of a species in time xn+1 = a xn (1-xn) xn .f} is transitive (mixing) ! {X.. growth parameter which depends on ecological conditions Well known dynamic system with chaotic behavior 12 Christoph Traxler 9..f} is called chaotic if: ! {X.

9.7 .75 . stability: ! The time series converges to one value for all starting points x0 13 Christoph Traxler The Quadratic Iterator ! Long time behavior for growth parameter value a = 4 . instability: Christoph Traxler 14 9. Chaos Theory The Quadratic Iterator ! Long time behavior for growth parameter value a = 2.

the two starting points only differ by 10-6 Christoph Traxler 16 9.8 .9.xn). Chaos Theory Sensitivity ! ! Orbits of nearby points move away from each other Errors are amplified and propagated Christoph Traxler 15 Sensitivity ! Error development for xn+1 = 4xn(1.

xn): Christoph Traxler 18 9.f} are ergodic An ergodic orbit densely covers X The orbit gets arbitrarily close to any other point of X Repelling periodic points and transitivity imply sensitivity Christoph Traxler 17 Transitivity (Mixing) ! An ergodic orbit for xn+1 = 4 xn(1.9 .9. Chaos Theory Transitivity (Mixing) ! ! ! ! Non periodic orbits of {X.

f and g are topological conjugate if f and g are continuous and if there is a homomorphism h: X→Y such that h(f(x)) = g(h(x)) .f} and {Y.9. for all x ∈ X ! If {X.fa} Given: A function fa(x) with one maximum ! Calculate the time series for an interval of parameter values ! Plot the last n points of the time series for each parameter value as final state Christoph Traxler 20 9. too Christoph Traxler 19 Final State Diagram ! ! ! Shows route from order to chaos Examination of the long time behavior of a dynamic system {X.f} is chaotic and f and g are topological conjugate then {Y.g} is chaotic. Chaos Theory Inheritance of Chaos ! Given: {X.10 .g}.

9.8 → 4 Christoph Traxler 21 Final State Diagram ! Period doubling yields into chaos fa(x) = a x(1-x). 3 . a = 2...8 → 4 1 Christoph Traxler 2 22 4 8 .9. a = 2...11 . Chaos Theory Final State Diagram ! Route from order to chaos fa(x) = a x(1-x).

Chaos Theory Feigenbaum Constant ! Calculation of the limit ratio F of the distance between two successive bifurcation points: F = lim an − an −1 = 4..6692016091029.8 → 4 Christoph Traxler 24 9.. a = 2.9. n →∞ a n +1 − an ! ! F is called Feigenbaum constant It describes the entrance into chaos Christoph Traxler 23 Zoom Into the Diagram ! Self similar fractal fa(x) = a x(1-x).12 .

1] into R ! fa has a maximum at xm.e.9.8 → 4 ! ! Intermittency windows All other periods (3n.…) appear in intermittencies 25 Christoph Traxler Universality ! Final state diagrams and the Feigenbaum constant are universal for period doubling dynamic systems {X. Chaos Theory Intermittency ! Islands of order in chaos fa(x) = a x(1-x). which is quadratic. i.13 .xm) and (xm. fa’’(xm) ≠ 0 ! fa is monotone in [0. a = 2. 5n.fa} with: ! fa is a smooth function from [0.1] ! The Schwarzian derivative Sf(x) < 0 for all x ∈ [0.1] Christoph Traxler 26 9.

9.14 . Chaos Theory Universality ! ! This class of dynamic systems have a similar bifurcation structure and the same Feigenbaum constant F Examples: fa(x) = x ea(1-x) fa(x) = a x/(1+ax)5 fa(x) = a sinπx fa(x) = a x2sinπx Christoph Traxler 27 Universality ! The final state diagram for fa(x) = a sinπx Christoph Traxler 28 9.

9. Chaos Theory Universality ! Period doubling in the Mandelbrot set: ! Parameter c varies along the real axis ! Bifurcations correspond to the period of the periodic point of the Julia set that is generated for that parameter value ! Thus bifurcations occur at the seed points ! Intermittency ≡ Copy of the Mandelbrot set on the real axis Christoph Traxler 29 Universality Intermittency Copy of M 4 2 Period doubling 1 Christoph Traxler 30 9.15 .

french astronom ! Movement of globular clusters ! Investigation of the orbits of globular clusters around the center of gravity ! The energy of the entire system determines the relation between order and chaos Christoph Traxler 32 9.16 . mixing of points 31 Christoph Traxler Henon Attractor ! Michael Henon (1976). Chaos Theory Stretch & Fold 1 f(x) = 2x -2x+2 x ≤ 0.5 0 ! ! 0.5 1 ! Simple model to get a chaotic system Stretch: Nearby points are moved away from each other → sensitivity Fold: Contraction mapping → finite attractor.9.5 x > 0.

Chaos Theory Henon Attractor ! Using Poincare maps: ! The orbits are intersected by a plane ! The trajectories of each orbit produce a sequence of points onto the plane ! The Poincare map for the Henon Attractor can be described by h(x.y) = (y+1-ax2. bx) ! Combination of stretch. fold and flip Christoph Traxler 33 Poincare Sections (Maps) ! ! Reduction of the problem by one dimension The set of intersection points gives information about: ! The chaotic behaviour ! Periodic orbits ! Period doubling Christoph Traxler 34 9.9.17 .

9.y+1-ax2) Christoph Traxler 36 9. Chaos Theory Poincare Sections (Maps) Christoph Traxler 35 Henon Attractor ! Combination of stretch.18 .y1) → (x. fold and flip Area preserving fold: (x1.

9.y2) → (bx1.y3) → (y2. fold and flip Stretch: (x2. Chaos Theory Henon Attractor ! Combination of stretch.x2) Christoph Traxler 37 Henon Attractor ! Zoom Christoph Traxler 38 9.19 .y1) Flip: (x3.

cz → nonlinear feedback Christoph Traxler 40 9. Chaos Theory Henon Attractor ! ! ! ! Strange attractor.3 ⇒ dimension = 1. Rössler 1976 Elementary geometric construction of chaos in continuous systems System of differential equations: x’ = -(y + z) y’ = x + ay z’ = b + xz .20 .26 Variation of a and b ⇒ dynamic behaviour changes in a complex way (bifurcations) Dynamics are not fully understood yet Christoph Traxler 39 The Rössler Attractor ! ! ! Otto E. which means that the attractor is a fractal If a = 1.4 and b = 0.9.

9. Chaos Theory The Rössler Attractor ! For any initial coordinates (x0. y0.21 . z0) the system defines a unique trajectory which is parametrized by time t Denoting its coordinates by (x(t). z(t)) for time t > 0 this means: x’(t) = -(y(t) + z(t)) y’(t) = x(t) + a y(t) z’(t) = b + x(t)z(t) – c z(t) x(0) = x0 y(0) = y0 z(0) = z0 ! Christoph Traxler 41 The Rössler Attractor ! ! Usually it is hard or impossible to provide an explicit solution for nonlinear differential equations Using a numerical approximation. y(t). like Euler’s method to solve x’(t) = f(x(t)): xn+1 = xn + Δt f(xn) ! One iteration step is called Euler step Christoph Traxler 42 9.

9. y0. z1) (x0.czn) (x0. y1. y0. z0)’ (x1. z0) Δt Approximation of the trajectory 43 Christoph Traxler The Rössler Attractor z x y Christoph Traxler 44 9. Chaos Theory The Rössler Attractor ! Approximative solution for Rössler’s system: xn+1 = xn + Δt (-yn + zn) yn+1 = yn + Δt (xn + ayn) zn+1 = zn + Δt (b + xnzn .22 .

9.23 . Chaos Theory The Rössler Attractor ! ! ! ! ! Fractal attractor ⇔ strange attractor Thus the starting point for Euler’s method can be choosen arbitrarely Simplified model of the Lorenz attractor Performs a stretch & fold operation Period doubling can be observed Christoph Traxler 45 The Rössler Attractor Christoph Traxler 46 9.

9.2 c = 2.2 b = 0. meteorologist (MIT) Investigation of convection air currents (1963) Important for weather forecasting heat Christoph Traxler 48 more heat 9.24 . Chaos Theory The Rössler Attractor ! Period doubling of periodic orbits for a = 0.0 Christoph Traxler 47 The Lorenz Attractor ! ! ! Edward Lorenz.5 → 9.

proportional to the itensity of convective motion ! y . Chaos Theory The Lorenz Attractor ! ! Simplified model for convection currents: x’ = σ (y-x) y’ = rx .y .difference of the temperature between ascending and descending currents ! z .xz z’ = xy – bz The parameters depend on physical conditions of the experiment.9.25 .deviation from the linear temperature range in vertical direction Christoph Traxler 50 9. Lorenz settings: σ = 10 r = 28 b = 8/3 49 Christoph Traxler The Lorenz Attractor ! Meaning of the variables: ! x .

06 ! Period doubling can be observed ! Tells us that a long time forecast of the weather is impossible Christoph Traxler 52 9.9. Chaos Theory The Lorenz Attractor z y x Christoph Traxler 51 The Lorenz Attractor ! Properties: ! First strange attractor that was investigated ! Performs a stretch & split & merge process ! Fractal dimension for Lorenz settings: 2.26 .

9. z’ = h(x.z).z). Chaos Theory Quantitative Characterisation ! How strange is an attractor ? ! Linearization of a system of nonlinear differential equations with the Jacobian matrix ! The eigenvalues of the Jacobian matrix for a point p determine the local behaviour ! Ljapunov exponents characterize the global properties of an attractor Christoph Traxler 53 Linearization ! The Jacobian matrix for a system of 3 differential equations x’ = f(x.y.27 .z) is defined by: ⎛ ∂f ⎜ ⎜ ∂x ⎜ ∂g J = ⎜ ⎜ ∂x ⎜ ∂h ⎜ ∂x ⎝ ∂f ∂y ∂g ∂y ∂h ∂y 54 ∂f ⎞ ⎟ ∂z ⎟ ∂g ⎟ ∂z ⎟ ⎟ ∂h ⎟ ∂z ⎟ ⎠ Christoph Traxler 9. y’ = g(x.y.y.

28 . λ2.i = 1. c3 for each point of a trajectory which are defined by: Jci = λci .z) ! Christoph Traxler 55 Local Behaviour ! There are 3 eigenvectors c1..y.3 They define the direction of the greatest attraction or repulsion respectively The corresponding eigenvalues are the contraction or expansion factors ! ! Christoph Traxler 56 9.λI) = 0 where I denotes the unit matrix For a system of 3 differential equations there are 3 solutions λ1. c2. λ3 for any point (x. Chaos Theory Local Behaviour ! The eigenvalues are defined by the equation: Det(J .9..

9. a 2. k.l = 1. k≠l Christoph Traxler 58 9. b 2. b 3 = 0 Christoph Traxler 57 repelling point a 1.. a 2. Chaos Theory Local Behaviour ! Interpretation of the eigenvalues λk = ak + ibk . a 3 < 0 b 1.3 attracting point a 1. b 2. b 3 = 0 Local Behaviour ! Interpretation of the eigenvalues λk = ak + ibk: saddle point negative & positive ak occure b 1. a 3 > 0 b 1. b 3 = 0 center ak = a l = 0 bk = -bl ≠ 0 ..29 . k = 1. b 2..3..

3. k.l = 1.. k≠l Christoph Traxler 59 Local Behaviour ! ! ! ! If there are complex eigenvalues.9... then the eigenvector of the real eigenvalue defines the axis of rotation Eigenvalues and eigenvectors change continuously along trajectories Usually eigenvectors are not orthogonal Eigenvalues and Ljupanov exponents are related Christoph Traxler 60 9.l = 1.30 .3. k≠l repelling focus ak = a l > 0 bk = -bl ≠ 0 .. k. Chaos Theory Local Behaviour ! Interpretation of the eigenvalues λk = ak + ibk: attracting focus ak = a l < 0 bk = -bl ≠ 0 .

Chaos Theory Visualizing Strange Attractors ! ! Local behaviour Complex eigenvalues Christoph Traxler 61 Ljapunov Exponents ! ! ! ! An attractor pulls in neighboring points In a chaotic attractor nearby points diverge from each other Ljapunov exponents measure the averaged attraction and repulsion An attractor in n-dimensional space has n Ljapunov exponents.31 . which are ordered λ1 ≥ λ2 ≥ λ3 ≥ … ≥ λn 62 Christoph Traxler 9.9.

Chaos Theory Ljapunov Exponents ! ! ! The largest exponent λ1 is most important to check for chaos of a dynamic system eλ1 is the average factor by which an error is amplified (sensibility) What λ1 tells about the trajectory of an attractor: ! λ1 ≤ 0 ⇒ periodic trajectory (stable system) ! λ1 > 0 ⇒ ergodic trajectory (chaotic system) Christoph Traxler 63 Ljapunov Exponents ! Numerical computation of the largest exponent λ1: 1) Initialization of the starting point p(0).9.32 . the time interval τ and the error size ε 2) Calculate the perturbed point p~(0) 3) Iterate p(0) and p~(0) for τ time steps with the Jacobian and accumulate the logarithm of the distance |p(τ) .p~(τ)| 4) Renormalize the error vector to size ε Christoph Traxler 64 9.

9.33 . Chaos Theory Ljapunov Exponents 5) Go back to step 3 until N iterations have been performed 6) λ1 ≈ average of the sum ε P(0) Christoph Traxler ε ε P(τ) P(2τ) 65 ε P(3τ) Ljapunov Exponents ! ! ! ! ! The second exponent characterizes the average change of the distance between two points travelling along a trajectory Numerical computation with an error in the time domain: p~(0) = p(0 + ε) The distance increases or decreases locally eλ1+ λ2 is the average factor by which an area changes On average the distance remains constant in strange attractors. ⇒ eλ2 = 1 ⇒ λ2 = 0 66 Christoph Traxler 9.

λ2 = 0 ⇒ λ3 ≈ -12.9.8 An attractor is strange if its Ljapunov spectrum has the form: (+. -) 67 Christoph Traxler Ljapunov Exponents ! ! Error amplification Estimation of λ1 Christoph Traxler 68 9. r ≈ 13. Chaos Theory Ljapunov Exponents ! ! ! ! eλ1+ λ2 + λ3 is the average factor by which a volume changes The third exponent can be estimated if the average volume contraction factor r is known Example Lorenz attractor: eλ1+ λ2 + λ3 = r .34 .6666. 0. λ1 ≈ 0.9.

Chaos Theory Ljapunov Exponents ! Building up sweeps along a trajectory Christoph Traxler 69 Ljapunov Diagrams ! ! ! ! Visualise the behaviour of a dynamic system {X. f} depending on 2 parameters The x.and y-axis refers to a particular value range of these parameters Calculate λ1 of {X.35 . f} for the corresponding parameter values of each pixel The value of λ1 is used to compute a colour (tranfer functions) Christoph Traxler 70 9.9.

Chaos Theory Ljapunov Diagrams Christoph Traxler 71 Ljapunov Diagrams Christoph Traxler 72 9.9.36 .

9.37 . Chaos Theory Ljapunov Diagrams Christoph Traxler 73 Ljapunov Diagrams Christoph Traxler 74 9.

38 .9.2691 3 Christoph Traxler 76 9. Chaos Theory Ljapunov Diagrams Christoph Traxler 75 Measuring the Koch Curve log3(u) scale 1 2 1 4 scale 1/3 log3(1/s) d = log 3 scale 1/9 4 ≈ 0.

grid resolution into a log/log diagram 78 Christoph Traxler 9. Chaos Theory Self Similarity of Fractals ! Scaling factors are characteristic for the decomposition of fractals into self similar parts n= 1 sD D= log n log 1 s n number of self similar pieces s scaling factor D self similarity dimension Christoph Traxler 77 D=1+d Box Counting Dimension DB ! ! ! ! Simplification of Hausdorff-Besicovitch dimension DH Computation of DH is extremly hard and inpractible ⇒ approximate DH Using regular grids with increasing resolutions to cover a set A and count non empty grid elements Plot the number of filled grid elements vs.39 .9.

9. Chaos Theory Box Counting Dimension DB ! ! ! ! ! ! Slope of the least-square line = DB Upper bound of DH: DH ≤ DB DB = DS for strict self similar structures DB is mostly used in all sciences DB does not reflect the distribution of points of an attractor No difference between densely filled boxes and sparsely filled ones Christoph Traxler 79 Information Dimension DI ! ! ! ! The information dimension DI considers the number of points of an attractror in each grid element The boxes are weighted according to how many times an orbit visits them Can be realized by counting pixels for each box during the approximation Lower bound for DB : DI ≤ DB Christoph Traxler 80 9.40 .

. λ2.000 0.+ λd Kaplan-Yorke conjecture: DI = DL γ(d) DL d Christoph Traxler 82 9.050 81 0. ..000 0..9.146 0. Chaos Theory Information Dimension DI 0.166 0.076 0..λn of an attractor in n-dimensional space DL = max {d > 0 |γ(d) ≥ 0} where γ(d) = λ1 + λ2 + .109 0.000 0.109 0.133 0.41 .000 Ljapunov Dimension DL ! ! ! Given: the n Ljapunov exponents λ1.000 0.071 0.121 0.000 0..020 Christoph Traxler 0.

9. Chaos Theory Spectrum of Dimensions ! ! Different dimensions are related to each other and can be embedded into a spectrum of dimensions A strange attractor with locally different dimension values has an inhomogeneous geometry and is called multifractal Christoph Traxler 83 Misplaced Strange Attractor ! Cube eaten by Lorenz attractor Christoph Traxler 84 9.42 .

ru/fractal/MSet/real.9. Chaos Theory Links ! Java applets for the quadratic iterator: http://www.cg.youtube.at/research/vis/dynsys/ ! Christoph Traxler 85 9.youtube.com/watch?v=m4TG4TBHZEc ! http://www.youtube.enm.43 .tuwien.com/watch? v=QXf95_EKS6E&feature=related ! http://www.ac.uk/staff/hinke/courses/Chaos/ ! http://www.nnov.people.com/watch? v=FD2GdjWUkuc&feature=results_main&playnext=1&lis t=PL265226AC9B8AAD99 ! http://www.ac.bris.htm ! ! Strange attractors: http://www.

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