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1 Introdu tion

1.1

Chaos

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.2

. . . . . . . . . . . . . . . . . . . .

6

9

10

2.1

12

2.2

16

2.3

Universality . . . . . . . . . . . . . . . . . . . . . . . . . . . .

19

3.1

. . . . . . . . . . . . . . . . .

21

23

27

4.1

30

4.2

. . . . . . . . . . . . . . . . . .

32

4.3

. . . . . . . . . . . . . . . . . . . . . . .

37

CONTENTS

43

48

Chapter 1

Introdu
tion

Classi
al me
hani
s deals with how deterministi
systems, su
h as swinging

pendulums and orbiting planets,
hange with time. The dynami
s of su
h a

system are des
ribed by its state, whi
h
aptures the values of all the variables

that is needed to predi
t the future of the system, and a set of rules, often

in the form of dierential equations, whi
h say how the state
hanges with

time. In a dynami
al system we observe the world as a fun
tion of time. We

express our observations as numbers and re
ord how they
hange with time;

given su
iently detailed information and understanding of the underlying

natural laws, we see the future in the present as in a mirror.

Systems may be
lassied into two main
ategories:

1. Linear

2. Nonlinear

Dynami al

CHAPTER 1.

INTRODUCTION

In general, all real systems are nonlinear, However, very often it is the
ase

that, as a rst approximation to the dynami
s of a parti
ular system, a linear model may be used. Linear models are preferable from a s
ientist's point

of view as typi
ally they are mu
h more amenable to mathemati
al analysis. (Hen
e the disproportionate number of linear systems studied in s
ien
e.)

Nonlinear systems, in
ontrast, are mu
h more di
ult to analyse mathemati
ally, and, apart from a few ex
eptions, analyti
al solutions are not possible

for the nonlinear dierential equations used to des
ribe their temporal evolution. In addition, only nonlinear systems are
apable of a most fas
inating

behaviour known as
haoti
motion, or simply
haos, whereby even simple

nonlinear systems
an, under
ertain operating
onditions, behave in a seemingly unpredi
table manner. Two things might seem to be su
ient for the

( ).

Indeed, this is true for many pra ti al purposes. However, understanding

a dynami al system involves more than this, and we often want to hara terise and lassify systems rather than to treat ea h in isolation, in order to

gain some insight into their stru ture. There are many ways to approa h this,

but here we on entrate on one or two of the more graphi al ones, whi h have

ome to in reased prominen e re ently, although their roots were established

many years ago.

CHAPTER 1.

INTRODUCTION

Nonlinear dynami
s is one of the glorious su
esses of
omputational s
ien
e. It has been explored by mathemati
ians, s
ientists and engineers, and

usually with
omputers as an essential tool.

ompli ated behaviors.) The omputed solutions have led to the dis overy

of new phenomena su h as solitons, haos, and fra tals.

In addition, be-

ause biologi
al systems often have
omplex intera
tions, and may not be in

thermodynami
equilibrium states, models of them are often nonlinear, with

properties similar to other
omplex systems. The intriguing properties and

tantalising possibilities of
haos have thus
reated
onsiderable interest in the

mathemati
s world, thus leading to a mass of new denitions and results in

the general eld of nonlinear dynami
s whi
h en
ompasses
haos and systems

theory.

In 1963 Edward Lorenz published his work entitled 'Deterministi
nonperiodi
ow' whi
h detailed the behaviour of a simplied mathemati
al model

representing the workings of the atmosphere. Lorenz showed how a relatively

simple, deterministi
mathemati
al model (that is, one with no randomness

asso
iated with it)
ould produ
e apparently unpredi
table behaviour, later

named
haos.

CHAPTER 1.

INTRODUCTION

user-friendly fortran77 algorithms, that will generate bifur ation

diagrams and poin are se tions for any system, ourselves.

Although there are fan y pa kages available to get these,

1.1 Chaos

The study of dynami
al systems a
tually dates ba
k many years but the last

three de
ades have seen intensive studies whi
h have been prompted by the

dis
overy of
haos.

riosity. Although irregular or unpredi
table behaviour may have been noted,

this was often attributed to random external inuen
es. Correspondingly in

engineering, and in parti
ular in ele
tri
al systems, the appearan
e of
haos

was usually regarded as a nuisan
e and thus designed out where possible.

Changes
ame about with publi
ation of seminal works by Lorenz, Feigenbaum, Smale, and May,
oupled with numeri
al simulations by a host of

resear
hers, notably early work by Ueda in ele
tri
al engineering, so that

modern studies have now
onrmed that
haoti
phenomena are
ompletely

deterministi
, o
urring in a variety of nonlinear problems in physi
al and

natural systems. Mathemati
ally, the study of
haoti
systems has proved extremely useful sin
e the latter form ar
hetypal dynami
al systems exhibiting

CHAPTER 1.

INTRODUCTION

even today.

A deterministi system is a system whose present state is in prin iple

fully determined by its initial onditions, in ontrast to a sto hasti system,

for whi h the initial onditions determine the present state only partially,

due to noise, or other external ir umstan es beyond our ontrol.

For a

sto
hasti
system, the present states ree
ts the past initial
onditions plus

the parti
ular realization of the noise en
ountered along the way. It would

be natural to think that if a system is deterministi
, its behaviour should

be easily predi
ted. But there are systems where their behaviour turns out

to be non-predi
table: not be
ause of la
k of determinism, but be
ause the

omplexity of the dynami
s require a pre
ision that is unable to be
omputed.

This
an be seen in systems where very similar initial
onditions yield very

dierent behaviours. Thus, let's say if we have the initial states 2.1234567890

and 2.1234567891, after some time the system will be for the rst
ase in

3.5 and in the other in - 1.7.

the most minimal dieren
es will tend in the long time to very dierent

results. This is be
ause there is an exponential divergen
e of the traje
tories

of the system (This
an formally be measured with Lyapunov exponents).

Another interesting property of
haoti
systems are strange attra
tors If one

1 An

attra tor is a part of the state-spa e (whi h is the set of all possible states of a

system) whi
h `pulls' the dynami
s into it. For example, a simple pendulum with fri
tion

has a stable attra
tor in the bottom of the verti
al axis, be
ause wherever the pendulum

is, it will end at some time in that point.

of the verti al axis, be ause if that is the initial ondition, in theory the pendulum would

CHAPTER 1.

INTRODUCTION

follow no pattern.

in su
h a way that the states will not repeat themselves, but will be in a

determined area of the state-spa
e.

The notion of omplexity and haos an be realized even in low-dimensional

nonlinear systems.

haos. They are often modelled by a single, se ond-order, nonlinear dierential equation (or equivalent rst order system) with periodi inhomogeneities.

These in lude the Dung os illator, the Bonhoeer-van der Pol os illator,

the Dung-van der Pol os illator, the damped driven pendulum, the driven

Morse os illator and so on.

dynami
al systems; both mathemati
al models and, perhaps more importantly, natural systems. Chaoti
motion has been observed in all of the 'real'

os
illatory systems.

tive features
an be dis
erned in the
haoti
motion of these systems. This

ubiquitous nature of
haos is often referred to as the universality of
haos.

stay up there, but the most minimal perturbation would move the pendulum out of the

unstable attra
tor. The unstable attra
tor repels the dynami
s of the system.

CHAPTER 1.

INTRODUCTION

In the se
ond
hapter, we dis
uss a simple model for population growth

known as the Verhulst model, whi
h is a nonlinear model. The famous logisti

map is
losely related to this. We dis
uss the periodi
doubling bifur
ation

route to
haos in this model. The universal features of this route to
haos is

noted.

In the third
hapeter, we dis
uss the Dung Os
illator. We des
ribe the

method to numeri
ally solve this equation. The Time Series Plots and Phase

Plots are presented.

The fourth
hapter is devoted to the bifur
ation sequen
e and the Lyapunov exponents for this problem when the
ontrol parameter is varied. We

have not used any standard pa
kage to obtain the bifur
ation diagram. We

have written a simple
ode to obtain it. We have studied the periodi
window in the
haoti
domain, as well as the transition from
hoas to periodi

behaviour, when the parameter is in
reased.

method due to Wolf, etal for obtaining the Lyapunov Spe
trum. We
ompare

the bifur
ation pattern and the maximal lyapunov exponent. The results are

onsistent. This
hapter is the
ore of the thesis.

Chapter ve is on Poi
ar se
tions for the Dung Os
illator. We noti
e

a
lear distin
tion between Poin
ar se
tions in the periodi
and
haoti

domains.

Chapter 2

Population Growth and the

Verhulst Model

The simplest model of population growth assumes a
onstant growth rate

whereby the population in
reases in size by a xed proportion in ea
h time

interval.

where

time

Pn+1

n, r

n + 1, Pn

al ulations), and

10

= 1 + r.

CHAPTER 2.

that

where

P0

Pn = (1 + r )n P0 = r n P0

(2.1)

t = 0.

model (with

P.

as n

for real populations, whi
h are limited in their growth by external fa
tors

su
h as food, spa
e, disease, et
.

possible population size

Pmax .

r,

is used, whi h is

and the maximum possible population size

Pmax ,

expressed as follows:

r = a(Pmax Pn )

where

is a onstant.

Now, when

Pn = Pmax ,

n (i.e. Pn )

(2.2)

it follows that

r = 0

and

no further growth takes pla
e. Substituting equation (2.2) into equation (2)

leads to

(2.3)

CHAPTER 2.

equation (2.3) we obtain

(2.4)

and we see that the last term provides a negative nonlinear feedba
k to the

equation.

relative population sizes (denoted by lower ase

(2.3) then be omes

pn+1 = pn + apn (1 pn )

(2.5)

where

pn+1 =

pn =

pmax =

Pn+1

Pmax

Pn

Pmax

Pmax

=1

Pmax

Equation (2.5) is the Verhulst model normalized by the maximum population

size. A slightly simpler ousin of the Verhulst equation known as the logisti

map.

To obtain this map, we simply remove the rst term from equation

CHAPTER 2.

(2.5). In its more usual form, in terms of x instead of p, the logisti
map is

written as

xn+1 = axn (1 xn )

where the
urrent value of the variable

value, i.e.

xn+l .The

x,

i.e.

(2.6)

xn ,

Non-invertible

means that although we may iterate the map forward in time with ea h

xn leading

xn+1 ,

xn+1 .

xn

for ea h value of

iterated solutions to the map is alled an orbit. The behaviour of su essive

iterates of the logisti map depends both on the ontrol parameter

a,

and

the initial
ondition (or starting point) used for the iterations. The fun
tion

orresponding to the logisti
map (equation (2.7)), known as the logisti

fun
tion or the logisti
urve, is the paraboli
urve.

f (x) = ax(1 x)

(2.7)

When iterating the logisti
map, the iterated solutions eventually settle down

to a nal behaviour type.

the initial iterations is known as the transient orbit of the system. The nal sequen
e of iterated values that the iterations tend to is known as the

post-transient orbit. Transient behaviour is obvious in gure

2.1(a)

where

CHAPTER 2.

0.16

0.65

0.14

0.6

0.12

0.55

x_n

x_n

0.1

0.08

0.5

0.06

0.04

0.45

0.02

0.4

0

10

15

20

n

25

30

35

40

10

15

25

30

35

40

a=3.20 Period 2

a=3.52 Period 4

0.8

0.9

0.75

0.8

0.7

0.7

x_n

x_n

20

n

0.65

0.6

0.6

0.5

0.55

0.4

0.5

0.3

0

10

15

20

n

25

30

35

40

( ) a=3.20 (period 2)

10

15

20

n

25

30

35

40

a=4.00 Choatic

1

0.9

0.8

0.7

x_n

0.6

0.5

0.4

0.3

0.2

0.1

0

0

10

15

20

n

25

30

35

40

Figure 2.1: Interated solutions of the Logisti
Equation plotted for sele
ted

values of the
ontrol parameter

CHAPTER 2.

the orbit tends asymptoti
ally to zero. The transient orbit is also noti
eable

in gure

2.1(b),

fa t the orbit tends asymptoti ally to the xed point of

2.1(c),

0.6153....

In gure

the transient behaviour seems to disappear rather fast with only the

orbit. In gure

2.1(d),

a post-transient period

tablished by the tenth iteration. Transient behaviour is not at all noti
eable

in gure

2.1(e)

This is quite often the
ase for
haoti
motion where the
omplex stru
ture

of the post-transient behaviour may make it di
ult to observe the initial

transient behaviour.

asymptoti ally by the iterates of the logisti map. In pra ti e, a nite resolution (i.e.

is dire tly related to the number of iterations undertaken. This is illustrated

in gure

2.1(b)

for the

a = 2.6

ase.

see from the gure that the logisti map settles down, through a de aying

os illation, to the single value of

a period

large

n.

0.6153...

xn+1 = xn

for

If the solutions to the logisti map repeat every se ond value, i.e.

xn+2 = xn .

orbit is shown

CHAPTER 2.

2.1(c)

n.

The attra
tor is the set of points approa
hed by the orbit as the number

of iterations in
reases to innity.

periodi
orbit, then the system is said to have a periodi
attra
tor, e.g. a

period

4attra tor

on the other hand, the system behaves
haoti
ally with an aperiodi
orbit,

then the system is said to have a
haoti
attra
tor, more
ommonly referred

to as a strange attra
tor.

a = 4.0

has a strange

attra tor.

So far we have observed periodi attra tors, of periods 1, 2 and 4, and a

haoti attra tor for the logisti map. These were obtained simply by hanging the ontrol parameter

a.

parameter a on the behaviour of the logisti
map it is useful to plot the posttransient solutions of the logisti
map against a. Su
h a plot is given in Fig.

2.2. As we already know, the orbits de
ay to zero for values of a between 0.0

and 1.0. Values of a between 1.0 and 3.0 produ
e post-transient solutions to

the logisti
map whi
h are period 1 xed points. These period 1 xed points

in
rease in value as

CHAPTER 2.

1

0.9

0.8

0.7

x max

0.6

0.5

0.4

0.3

0.2

0.1

0

2.8

3.2

3.4

a

3.6

3.8

rising from the a axis at a = 1.0 to the rst period doubling bifur
ation at a

= 3.0. For values of the
ontrol parameter between 3.0 and 3.449490 . . . a

period 2 attra
tor exists (see Fig. 2.3). Between 3.449490 . . . and 3.544 090

. . . a period 4 attra
tor exists, followed in sequen
e by attra
tors of period

8 (between 3.544 090 . . . and 3.564407 . . . ), period 16, period 32 and so

on. This sequen
e
arries on, doubling in period ea
h time, until an innite

period is rea
hed at a nite value of the
ontrol parameter of a = 3.569 945

. . ., at whi
h point the behaviour is
haoti
and a strange attra
tor exists.

This sequen
e is known as the period doubling route to
haos.

The rst

few period doubling bifur
ations may be seen in Fig. 2.3, whi
h
ontains a

blow-up of the diagram of Fig. 2.2 in the region of the
ontrol parameter

CHAPTER 2.

period 4

period 2

period 1

between 3.0 and 4.0. The period doubling sequen
e outlined above o
urs

through the bifur
ation (splitting into two parts) of the previous xed points

when they be
ome unstable. This splitting is sometimes known as a pit
hfork

bifur
ation due to its shape (although this term is not used here in its standard mathemati
al sense). This is shown s
hemati
ally in Fig. 2.3. At ea
h

period doubling bifur
ation point, the previously stable attra
ting periodi

xed point be
omes unstable, that is, it begins to repel iterated solutions in

its vi
inity, and two new stable xed points emerge. Unstable xed points

are shown dashed in Fig. 2.3. These period doubling bifur
ations give their

name to the bifur
ation diagram of Fig. 2.2. Fixed points whi
h attra
t the

solutions to a map are known as stable; those whi
h repel nearby solutions

are unstable; and those whi
h neither attra
t nor repel nearby solutions are

said to be neutrally stable, or indierent.

CHAPTER 2.

absolute value of the slope of the map fun tion at the xed point, i.e.

stable

|f (xn )| < 1

neutrally stable

|f (xn )| = 1

unstable

|f (xn )| > 1

2.3 Universality

Around O
tober, 1975, Mit
h Feigenbaum was studying the properties of

the logisti
map with a programmable po
ket
al
ulator. As he saw that it

took lots of strength to try to nd the bifur
ation points
al
ulating every

possible value of a (there were not so fast and not so many
omputers...),

he studied the geometri
al
onvergen
e of the doubling of periods, sin
e it

seemed to be some regularity. So, we
an
all the rst bifur
ation point

whi
h for the logisti
map is

so,

1.

lim

And

an an1

an+1 an

an an1

= = 4.6692016091029..

an

n an+1

a1 = 3.

a0 ,

CHAPTER 2.

(1973), Feigenbaum found that the limit of ratios

sine map(a

sin(x)),

Independently of the fun tion,

set. But Feigenbaum also found another universal
onstant. If you
al
ulate

the limit of the ratios of the distan
e from

x = 0.5

point in the logisti
map), to the nearest point of the attra
tor
y
le, it will

also be an universal
onstant,
alled Feigenbaum's

attra
tor
y
le equals

0.5,

an

= = 2.502907876...

n an+1

lim

orbits is also

Chapter 3

The Dung Os
illator Numeri
al

Solutions

Many systems in nature have several stable states separated by energy barriers. When the system
an move among the stable states, the dynami
s
an

be
ome quite
omplex.

tures is the Dung double-well os
illator. This model was rst introdu
ed

to understand for
ed vibrations of industrial ma
hinery [Dung, 1918. In

this model, a parti
le is
onstrained to move in one spatial dimension. An

external for
e a
ts on the parti
le. The for
e is des
ribed by

F = kx x3

21

(3.1)

CHAPTER 3.

0.8

((1*(x**4)/4) - (1*(x**2)/4))

0.7

0.6

0.5

V(x)

0.4

0.3

0.2

0.1

0

-0.1

-1.5

-1

-0.5

0

x

0.5

1.5

Figure 3.1: plot of the potential energy fun tion for dung os illator

fun tion as a double well stru ture. Formally, the potential energy fun tion

is written as

1

1

U(x) = kx2 + x4

2

4

Figure above shows a plot of the potential energy fun
tion.

there are two stable equilibrium states at

q

x = k .

(3.2)

We see that

CHAPTER 3.

The General Equation of the Dung Os illators is

x + x kx + x3 = F cos(wt)

(3.3)

we an rewrite equation(3.3) as

(3.4)

The equations des ribing the dynami s in state spa e are usually written as

x = hf (y)

(3.5)

y = hf (kx x3 y + F cos(wt))

where the

parti
le. The motion of the parti
le in this situation is relatively simple. If

started o with a
ertain amount of kineti
energy, the parti
le os
illates

ba
k and forth, gradually losing energy via damping and nally
omes to

rest at the bottom of one of the wells.

4thorder

In order to study the dynami s of Dung Os illator represented by the se ond order dierential equation(3.3), we have to integrate out the equation(3.3).

CHAPTER 3.

We use the fourth order Runge-Kutta method for intergration, where the solution of a dieretial equation

xn+1 = xn +

dx

= f (t, x)

dt

is given by

k1 k2 k3 k4

+

+

+

+ (h5 )

6

3

3

6

(3.6)

where,

k1 = hf (tn , xn )

h

k2 = hf (tn + , xn +

2

h

k3 = hf (tn + , xn +

2

k1

)

2

k2

)

2

(3.7)

k4 = hf (tn + h, xn + k3 )

whi h is shown in appendix( ). For implementing the Runge-Kutta method,

the Dung equation is written in terms of two rst-order equations for x

and y whi h are of the form Eqn. 3.5The Fortran

a

.dat

77

t x y.

simulate the system using Gnuplot - a plotting tool for s
ienti
work. we

x out parameters at

k = 1, = 1, = 0.5

for
e F, we plot the time-series x(t) against t, and the phase plots

x for various values of F in Fig. 3.2 - 3.6

versus

learly there is period-doubling bifur ation route to haos in the system.

CHAPTER 3.

1.4

0.8

p34

p34 u 2:3

0.6

1.2

0.4

1

Velocity

Displacement

0.2

0.8

0.6

-0.2

0.4

-0.4

0.2

-0.6

0

100

-0.8

105

110

115

120

125

130

135

0.2

0.4

0.6

0.8

Displacement

Time

1.2

1.4

1.4

0.8

p35

p35.dat u 2:3

0.6

1.2

0.4

1

Velocity

Displacement

0.2

0.8

0.6

-0.2

0.4

-0.4

0.2

-0.6

0

100

-0.8

105

110

115

120

125

130

135

0.2

0.4

0.6

0.8

Displacement

Time

1.2

1.4

0.8

p357

1.4

p357.dat u 2:3

0.6

1.2

0.4

1

Velocity

Displacement

0.2

0.8

0.6

-0.2

0.4

-0.4

0.2

-0.6

-0.8

100

120

140

160

Time

180

200

0.2

0.4

0.6

0.8

Displacement

1.2

1.4

1.6

CHAPTER 3.

0.8

p365.dat

1.4

p365.dat u 2:3

0.6

1.2

0.4

1

Velocity

Displacement

0.2

0.8

0.6

-0.2

0.4

-0.4

0.2

-0.6

-0.8

100

120

140

160

180

200

0.2

0.4

0.6

Time

0.8

Displacement

1.2

1.4

1.6

0.8

p42_chaos

p42_chaos u 2:3

0.6

1

0.4

0.5

Velocity

Displacement

0.2

-0.2

-0.5

-0.4

-1

-0.6

150

200

250

300

Time

350

400

-0.8

-1.5

-1

-0.5

0

Displacement

0.5

1.5

Chapter 4

Dung Os
illator: Bifur
ation

Diagrams, Lyapunov Exponents

and Chaos

Bifur
ation means a splitting into two parts. The term bifur
ation is
ommonly used in the study of nonlinear dynami
s to des
ribe any sudden
hange

in the behavior of the system as some parameter is varied. The bifur
ation

then refers to the splitting of the behavior of the system into two regions: one

above, the other below the parti
ular parameter value at whi
h the
hange

o
urs.

We wrote an algorithm to plot bifur
ation diagram for various parameters

of the system. In general, bifur
ation diagram is plotted with the maxima

in x(t) against
ontrol parameter of the system. Sin
e we are only interested

27

CHAPTER 4.

Algorithm 1

Taking

Xmax

K = 0

NMAX = 50

WHILE K < NMAX DO

CALL RK4

T,X,Y

X1 = X2

Y1 = Y2

X2 = X3

Y2 = Y3

X3 = X

Y3 = Y

IF X1 > X2 AND X2 < X3

PRINT T-H,X2

J = J+1

END

END

in the long term behaviour of the system, one has to allow the system to

settle down and then the solutions of the system has to be taken. From all

the solutions that we got by integrate out the equation using Fourth order

Runge-Kutta method. Inorder to get the x maximas for a parti
ular
ontrol

parmeter, we take three
onse
utive solutions of the system

and

we he ked whether the middle one 'xn ' is bigger than the other two

xn = xmax .

(4.1)

One an he k this easily by plotting both the 'x t' data le

xmax

for

CHAPTER 4.

1.4

1.2

Displacement

0.8

0.6

0.4

0.2

1260

1270

1280

Time

1290

1300

1.5

Displacement

0.5

-0.5

-1

-1.5

1250

1300

1350

1400

Time

Figure 4.1:

Xmax

1450

1500

CHAPTER 4.

ampf = 0.34,

have to take

xmax

the values needed for bifur
ation diagram. For Dung Os
illator we have

two
ontrol paratmeters Amplitude of the For
e(ampf ) Coe
ient of the

Nonlinear term( )

parameter:

In Fig.

??

??

gives the

plot for F in the range 0.34 - 0.375 we
learly have the same period-doubling

route to
haos as was observed in the logisti
map. Fig. 4.2 amd Fig. 4.3

feature large ranges of F where there are large periodi
regimes between

haoti
regions. When a small part is enlarged as in Fig. 4.4, we
an noti
e

self-similarity. The transition from
haos to period 1 orbit is seen in Fig. 4.6

CHAPTER 4.

1.4

1.35

x max

1.3

1.25

1.2

1.15

1.1

1.05

0.34

0.345

0.35

0.355

0.36

0.365

0.37

0.375

ampf

(a) F as Control Parameter (range

0.1

1)

1.7

11.92 to 12.3

1.6

x max

1.5

1.4

1.3

1.2

11.95

12

12.05

12.1

ampf

12.15

12.2

CHAPTER 4.

4

0.1_10

-1

-2

0

0.1

8

:

1)

0.1

10)

In gures 4.7 - 4.10 We have the bifur ation diagram for various ranges of

In Fig. 4.7 it is interesting to observe that there is no haos after

7.75

and upto 100. Fig. 4.10 is parti
ularly noteworthy. It displays the transition

from
haos to periodi
ity and self-similarity.

10

11

CHAPTER 4.

6

20 to 50

5

4

x max

3

2

1

0

-1

-2

-3

20

25

30

35

ampf

40

45

50

20

50)

36_41

2.6

2.4

x max

2.2

1.8

1.6

1.4

1.2

36.5

37

37.5

38

38.5

ampf

39

39.5

40

40.5

Figure 4.4: Control Parameter as Amplitude of the For e: Magnied, showing self similarity

CHAPTER 4.

4

5 to 25

x max

-1

-2

5

10

15

20

25

30

ampf

25)

2

0.1_10

1.5

0.5

-0.5

-1

2

0.7

bif_8_100.dat

0.6

0.5

CHAPTER 4.

1.2

beta=2 to 2.7 ampf=0.37

1

0.8

x max

0.6

0.4

0.2

0

-0.2

-0.4

-0.6

1.9

2.1

2.2

2.3

beta

2.4

2.5

2.6

2.7

2.7

beta=2.48to2.55_ampf

-0.4

-0.41

-0.42

x max

-0.43

-0.44

-0.45

-0.46

-0.47

-0.48

2.5

2.505

2.51

2.515

beta

2.52

2.525

2.53

2.535

CHAPTER 4.

1

beta=2.48to2.55_ampf

0.8

0.6

x max

0.4

0.2

-0.2

-0.4

-0.6

2.47

2.48

2.49

2.5

2.51

beta

2.52

2.53

2.54

2.55

CHAPTER 4.

A slight hange in the initial onditions of the haoti system soon results

in an entirely dierent time series. This phenomenon is known as sensitive

dependen e on initial onditions and is a hallmark of haoti motion. This

property is highlighted in gure 4.11 whi h ontains two displa ement-time

series for the Dung os illator with very lose initial onditions.

illation begins at

x0 = 0, y0 = 1

One os-

x0 = 0, y0 = 1.1.

As

an be seen from the gure, the two solutions initially appear to follow an

identi
al path (g(4.11)).

4.11). Over small s ales, the drifting apart of the two solutions is in fa t exponential. This divergen e property may be quantied using hara teristi

exponents known as Lyapunov exponents.

CHAPTER 4.

Varying initial Values x=0, y= 1,1.1 freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=0.365

1.6

x=0,y=1

x=0,y=1.1

1.4

1.2

Displacement

1

0.8

0.6

0.4

0.2

0

10

20

30

40

50

Time

Let

diverged and their seperation is now

t .

t,

we may write

t = 0 et

where

(4.2)

??

), we obtain

t

1

= ln

t

0

Nearby traje
tories on strange attra
tors diverge, while still remaining in

CHAPTER 4.

Initial Trajectory

Seperation

Trajectory 1

Final Trajectory

Seperation

Trajectory 2

time delay t

In addition,

traje
tories near to the attra
tor (but not on it) are attra
ted to it, i.e. they

onverge on to it. We have divergen
e in some dire
tions and
onvergen
e

in others.

of an attra
tor we require a set of Lyapunov exponents, one for ea
h orthogonal dire
tion of divergen
e/
onvergen
e in phase spa
e. The number of

Lyapunov exponents required to dene the attra
tor is equal to the dimension of its phase spa
e. Chaoti
attra
tors have at least one nite positive

Lyapunov exponent. On the other hand, random (noisy) attra
tors have an

innite positive Lyapunov exponent, as no
orrelation exists between one

point on the traje
tory and the next (no matter how
lose they are), i.e. the

divergen
e is instantaneous.

negative values of

whi h may be used to ategorize haoti attra tors. If we al ulate the Lya-

CHAPTER 4.

spa e, we obtain a set of Lyapunov exponents (1 , 2 , 3 , ..., n ), where

is

the dimension of the phase spa
e. This set of Lyapunov exponents is known

as the Lyapunov spe
trum and is usually ordered from the largest positive

Lyapunov exponent,

i.e. max-

found by monitoring the deformation of an innitesimally small hypersphere

of radius

vergen e (negative

s)

rates of divergen
e or
onvergen
e of the prin
ipal axes of this ellipsoid give

the spe
trum of Lyapunov exponents.

CHAPTER 4.

0.4

0.2

lambda

-0.2

-0.4

-0.6

-0.8

-1

0

0.1

0.2

0.3

0.4

0.5

ampf

0.6

0.7

0.8

0.9

1.5

0.5

-0.5

-1

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.1

0.9

1)

CHAPTER 4.

0.3

0.2

lambda

0.1

-0.1

-0.2

-0.3

-0.4

0

10

ampf

Lyapunov Spectrum control parameter = ampf

0.3

0.2

lambda

0.1

-0.1

-0.2

-0.3

-0.4

10

15

20

25

30

ampf

35

40

45

50

0.05

0

-0.05

lambda

-0.1

-0.15

-0.2

-0.25

-0.3

-0.35

-0.4

50

60

70

80

90

100

ampf

10

100)

Chapter 5

Poin
ar's Se
tion

As the name indi
ates, Poin
ar's se
tion is a se
tional view of the traje
tories

of the system.

1912)

for

The Poin ar se tion has one dimension less than the phase spa e.

The

Poin
ar map maps the points of the Poin
ar se
tion onto itself. It relates

two
onse
utive interse
tion points. Note, that only those interse
tion points

ounts whi
h
ome from the same side of the plane. A Poin
ar map turns

a
ontinuous dynami
al system into a dis
rete one. For a Nonlinear System,

depending on the strength of nonlinearity, the system shows periodi
or quasi

periodi
or
haoti
behavior. We expe
t that in the periodi
regime the period

of system should be related to the period of external for
e. If

of external for
e then system period will be

the
haoti
regime

tends to innity.

43

nT ,

where

is the period

is an integer. In

CHAPTER 5.

POINCAR'S SECTION

44

long period of time) plotted on Poin
are map indi
ates the period of the

system. Hen
e in
haoti
regime the Poin
are map tries to ll a subset of

phase spa
e. After integrating out the equation(3.4), as we know the period

of the system is hightly dependent on the period of the external for
e. Now

the Dung os
illator
an be
onsidered as an autonomous three dimensional

systems with the time

Z = t.

dZ

= 1.

dt

Hen
e in order to get the poin
are se
tion, we sampled the solution at every

t=

where

(5.1)

is the time period of the for e. We have plotted poi are se tion of

various regions of the bifur ation diagrams and results are quite well satised.

CHAPTER 5.

45

POINCAR'S SECTION

3

2.5

2

-2

1.5

-4

1

-4

-2

-2

-1.5

-1

-0.5

(a)

(b)

1.8

1.6

1.4

1.2

0.8

0.6

-0.1

-0.05

0.05

0.1

0.15

0.2

( )

0.5

1.5

CHAPTER 5.

46

POINCAR'S SECTION

ampf = 8.5

1.4

1.2

1

0.8

0.6

0.4

0.2

0

-0.2

-0.4

-0.6

-0.8

-2

-1.5

-1

-0.5

Figure 5.2:

0.5

CHAPTER 5.

47

POINCAR'S SECTION

0.6

0.4

0.2

-0.2

-0.4

-0.6

-0.8

-1.5

-1

-0.5

0.5

Figure 5.3:

t=

2

n, n = 1, 2, 3, ...

w

(5.2)

(b) orresponds to phase point going over to another point after

returning to itself after

t=

t =

t=

2

,

w

2

and

w

4

, and so on. In Fig. 5.2 and Fig. 5.3 we dont

w

observe the phase point returning to itself at all, even after large t.

This

indi
ates that when we keep in
reasing t, the number of points would to to

innity, indi
ating total la
k of periodi
ity, or
haos in the system.

Chapter 6

Summary and Con
lusion

The aim of this dissertation was to learn about
haos dire
tly through numeri
al studies of a nonlinear system exhibiting
haos. Towards this end, we

hose the Dung Os
illator. We solved the system numeri
ally, using a

4th

Lyapunov exponents, and Poin ar Se tions were studied. Period doubling

bifur ation route to haos was observed. There was onsisten y among the

results from the bifur ation sequen es, Lyapunov exponents and Poin ar

se tions.

The tools we have developed an be used for the study of any similar

nonlinear systems. A beginning has been made in understanding haos. More

sophisti ated tools are needed for understanding more realisti and therefore,

more omplex systems.

48

Bibliography

[1 Steven H.Strogatz,

[2 Robert C.Hilborn,

[3 Paul S Addison,

[5 ,

Fra tals and Choas, An Illustrated Course, IOP Publishing, Bristol and

Philadelphia.

49

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