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Contents

1 Introdu tion

1.1

Chaos

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

1.2

Organisation of the thesis

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

2 Population Growth and the Verhulst Model

6
9

10

2.1

The Logisti Map . . . . . . . . . . . . . . . . . . . . . . . . .

12

2.2

Period Doubling Bifur ation: . . . . . . . . . . . . . . . . . . .

16

2.3

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

19

3 The Dung Os illator Numeri al Solutions


3.1

Dynami s of Dung Os illator:

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

21
23

4 Dung Os illator: Bifur ation Diagrams, Lyapunov Exponents and Chaos


27
4.1

Amplitude of the For e(ampf ) as ontrol parameter: . . . . . .

30

4.2

Beta( ) as ontrol parameter

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

32

4.3

Lyapunov Spe trum

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

37

CONTENTS

5 Poin ar's Se tion

43

6 Summary and Con lusion

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

study of a deterministi system: ( ).

( ).

Dis overing the rules governing it; and

Finding su iently a urate analyti or numeri al te hniques to use

these rules to predi t its evolution.


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.

(Even theologists have found

motivation from the mathemati al fa t that simple systems an have very


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.

There are several tools available to study the behaviour of

haoti system. They are

1. Bifur ation Diagram

2. Lyapunov Spe trum

CHAPTER 1.

INTRODUCTION

3. Poin are Se tion

4. Power Spe trum et .,

we tried to understand the basi on ept of these tools by writing universal,


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.

Initially, haos was seen purely as a mathemati al u-

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

various types of interesting behaviour, some of whi h remains unexplained


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.

So, no matter how mu h pre ision we have,

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.

But there is an unstable attra tor in the top

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

CHAPTER 1.

INTRODUCTION

thinks of haoti dynami s, it would be easy to assume that the dynami s


follow no pattern.

But if we look arefully there is an amazing 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.

In this thesis, we are on erned only

with haos in deterministi systems.


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

Parti ularly, damped and driven os illators are physi-

ally realizable examples exhibiting immense varieties of bifur ations and


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.

Chaos has now been found in all manner of

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.

In addition, many ommon qualitative and quantita-

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

1.2 Organisation of the thesis

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.

We have used the standard

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.

This model an be used to explain the important terms used in

Nonlinear dynami s. This model an be written as,

Pn+1 = Pn + r Pn = (1 + r )Pn = rPn

where
time

Pn+1

n, r

is the population size at time

n + 1, Pn

is the population size at

is the growth rate (the same as interest rate in ompound interest

al ulations), and

is the growth fa tor

10

= 1 + r.

It follows from equation(2)

CHAPTER 2.

that

POPULATION GROWTH AND THE VERHULST MODEL11

r = (Pn+1 Pn )Pn = P/Pn

where

P0

usually expressed as a per entage. Then

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

(2.1)

t = 0.

However, in this simple

is the initial population at time

model (with

onstant) the population grows without bounds, i.e.

tends to innity so does the population,

P.

as n

Clearly this does not happen

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 .

Therefore, there must exist a maximum

To take this maximum population size into

a ount in a population model, a modied growth rate,

r,

is used, whi h is

proportional to the dieren e between the population size at time


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

Pn+1 = Pn + a(Pmax Pn )Pn

(2.3)

CHAPTER 2.

POPULATION GROWTH AND THE VERHULST MODEL12

and this is known as the Verhulst model of population growth. If we expand


equation (2.3) we obtain

Pn+1 = Pn + aPmax Pn Pn2

(2.4)

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

It is this term whi h ause the Verhulst model to posses a ri h

variety of behaviour in luding haoti motion. Often, it is more usual to use


relative population sizes (denoted by lower ase

p) where the populations are

expressed as a fra tion of the maximum possible population size. Equation


(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

2.1 The Logisti Map


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.

POPULATION GROWTH AND THE VERHULST MODEL13

(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 ,

is mapped onto the next

logisti map is a non-invertible map.

Non-invertible

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

xn leading

to a unique subsequent value,

xn+1 ,

the reverse is not true, i.e.

iterating ba kwards in time leads to two solutions for

xn+1 .

xn

for ea h value of

By repeatedly iterating the logisti map forward through time, we

may observe various behaviours of the iterated solutions. The sequen e 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 sequen e of iterated solutions produ ed by

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.

POPULATION GROWTH AND THE VERHULST MODEL14

a=0.9 decay to zero

a=2.6 Steady State Period 1

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

(a) a=0.9 (de ay to zero)

10

15

25

30

35

40

(b) a=2.60 (steady state period 1)

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

(d) a=3.52 (period 4)

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

(e) a=4.00 ( hoati )

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

CHAPTER 2.

POPULATION GROWTH AND THE VERHULST MODEL15

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

2.1(b),

espe ially over the rst ten or so iterations. However, by the

twentieth iteration there is no noti eable hange in the iterated solutions. In


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

initial ondition appearing to be noti eably 'o the post-transient period


orbit. In gure

2.1(d),

a post-transient period

orbit seems to be well es-

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

2.1(e)

due to the errati nature of the post-transient, haoti orbit.

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.

In general, the post-transient orbits are approa hed

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

a ura y to within a given number of de imal pla es) of the

post-transient orbit is usually all that is required. The resolution obtained


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

2.1(b)

for the

a = 2.6

ase.

Note that if one starts the iteration

pro edure on a post-transient orbit then no transient orbit will o ur. We


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...

. This nal solution is known as

orbit, as the iterates tend to a xed value where

xn+1 = xn

for

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

xn+2 = xn .

This is known as a period

orbit. The period

orbit is shown

CHAPTER 2.

POPULATION GROWTH AND THE VERHULST MODEL16

graphi ally in gure

2.1(c)

where the rst twenty iterated solutions to the

logisti map are plotted against

n.

The attra tor is the set of points approa hed by the orbit as the number
of iterations in reases to innity.

The posttransient sequen es of iterated

solutions to the map lie on the attra tor.

If the system settles down to a

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

attra tor, period

attra tor or period

4attra tor

as seen above. If,

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.

The logisti map with

a = 4.0

has a strange

attra tor.

2.2 Period Doubling Bifur ation:


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.

To examine the global ee t of the ontrol

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

is in reased and form the ontinuous line in Fig. 2.2,

CHAPTER 2.

POPULATION GROWTH AND THE VERHULST MODEL17

Bifurcation Diagram for Logistic Map


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

Figure 2.2: Bifur ation Diagram for Logisti Map

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.

POPULATION GROWTH AND THE VERHULST MODEL18

period 4
period 2

period 1

Period Doubling Bifurcation

Figure 2.3: xxxxxxxx

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.

Lo al stability depends on the

CHAPTER 2.

POPULATION GROWTH AND THE VERHULST MODEL19

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.

The se ond bifur ation point

a2 = 3.4495..., a3 = 3.5441..., a4 = 3.5644...

So, Feigenbaum (1983) al ulated the limit

lim

And

So, the ratio of hange is

an an1
an+1 an

an an1
= = 4.6692016091029..
an

n an+1

a1 = 3.

a0 ,

CHAPTER 2.

POPULATION GROWTH AND THE VERHULST MODEL20

Basing himself on work on universal series by Metropolis, Stein, and Stein


(1973), Feigenbaum found that the limit of ratios
sine map(a

sin(x)),

was the same for the

and a tually, for any other fun tion with doubling

of periods. Thus, Feigenbaum's


Independently of the fun tion,

leading to haos. Feigenbaum's

turned out to be an universal onstant.

will always be the ratio of the bifur ations

is also present in the famous Mandelbrot

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

(whi h is the riti al

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,

When a point of the

it is alled a superstable orbit, be ause it is when

it onverges most qui kly to the attra tor. So we have

an
= = 2.502907876...
n an+1
lim

The ratio of distan e between the values of


orbits is also

where there are superstable

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.

A simple model that illustrates some of these fea-

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.

THE DUFFING OSCILLATOR NUMERICAL SOLUTIONS22

Potential Energy Diagram for Duffing Oscillator k=1 ,b=1"


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

The name double-well enters be ause the orresponding potential energy


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 DUFFING OSCILLATOR NUMERICAL SOLUTIONS23

3.1 Dynami s of Dung Os illator:


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

x + damp x f reqos x + x3 = ampf cos(wt)

(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

term represents damping proportional to the velo ity of 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

Runge-Kutta algorithm for the solutions

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.

THE DUFFING OSCILLATOR NUMERICAL SOLUTIONS24

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 )

we wrote an algorithm whi h an solve se ond order dierential equation


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

le whi h has solutions of the equation as

77

program will produ e

t x y.

Using that le we

simulate the system using Gnuplot - a plotting tool for s ienti work. we
x out parameters at

k = 1, = 1, = 0.5

and vary the amplitude of the

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

[ht we learly observe period 1,

period 2, period 4, and haoti os illatios as the parameter f is varied. So,


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

CHAPTER 3.

THE DUFFING OSCILLATOR NUMERICAL SOLUTIONS25

T Vs X freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=0.34

freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=o.34

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

Figure 3.2: Periodi Os illations of period 1

T Vs X freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=0.35

freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=o.35

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

Figure 3.3: Periodi Os illations of Period 2

T Vs X freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=0.357

freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=o.357


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

Figure 3.4: Periodi Os illations of Period 4

1.2

1.4

1.6

CHAPTER 3.

THE DUFFING OSCILLATOR NUMERICAL SOLUTIONS26

T Vs X freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=0.365

freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=o.365


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

Figure 3.5: Choati Os illations onned to right well

T Vs X freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=0.42

freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=o.42


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

Figure 3.6: Double band haoti Attra tor

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

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

Taking

Xmax

from Time Series

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

xn1 ,xn ,xn+1

and

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

xn1 < xn < xn+1

if so that 'xn ' is the maxima.

xn = xmax .

(4.1)

This ondition (4.1) will satisfy only when

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

and 'xmax t' data le together as shown below.

After getting the

xmax

for

CHAPTER 4.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

freqos = -1 damp = 0.5 beta = 1 w = 1 ampf =0.34


1.4

1.2

Displacement

0.8

0.6

0.4

0.2
1260

1270

1280
Time

1290

1300

freqos = -1 damp = 0.5 beta = 1 w = 1 ampf =0.42


1.5

Displacement

0.5

-0.5

-1

-1.5
1250

1300

1350

1400
Time

Figure 4.1:

Xmax

and Time series

1450

1500

CHAPTER 4.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

a parti ular ontrol parameter say

ampf = 0.34,

a general do loop will do

the ontrol parameter to vary a ording to your in rement value. Now we


have to take

xmax

and ontrol paratmeter to reate a data le, sin e these are

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( )

4.1 Amplitude of the For e(ampf ) as ontrol


parameter:
In Fig.

??

- 4.6, the parameters k, , are xed at -1, 1, 0.5 and F only is

varied. The amplitude range is indi ated in ea h gure. 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.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

freqos = -1 damp = 0.5 beta = 1 w = 1

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)

freqos = -1 damp = 0.5 beta = 1 w = 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

Figure 4.6: Chaos to Periodi

12.15

12.2

CHAPTER 4.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

Amplitude of Force as control Parameter


4
0.1_10

-1

-2
0

(b) F as Control Parameter (range

0.1

8
:

1)

Figure 4.2: Control Parameter as Amplitude of the For e (range

0.1

10)

4.2 Beta() as ontrol parameter


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.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

freqos = -1 damp = 0.5 beta = 1 w = 1


6
20 to 50
5
4

x max

3
2
1
0
-1
-2
-3
20

25

30

35
ampf

40

45

50

Figure 4.3: Control Parameter as Amplitude of the For e (Range

20

50)

freqos = -1 damp = 0.5 beta = 1 w = 1


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.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

freqos = -1 damp = 0.5 beta = 1 w = 1


4
5 to 25

x max

-1

-2
5

10

15

20

25

30

ampf

Figure 4.5: Control Parameter as Amplitude of the For e (Range

25)

Control Parameter is Beta


2

0.1_10

1.5

0.5

-0.5

-1
2

ampf = .37 freqos = -1 damp = 0.5 w = 1


0.7
bif_8_100.dat
0.6

0.5

CHAPTER 4.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

ampf = .37 freqos = -1 damp = 0.5 w = 1


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

Figure 4.8: Beta () Range

2.6

2.7

2.7

ampf = .37 freqos = -1 damp = 0.5 w = 1


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

Figure 4.10: Chaos to period and Self similarity

2.535

CHAPTER 4.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

ampf = .37 freqos = -1 damp = 0.5 w = 1


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

Figure 4.9: Chaos to Period in Beta

2.54

2.55

CHAPTER 4.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

4.3 Lyapunov Spe trum


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

and the other at

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)).

However, as time passes, the solution paths be-

gin to diverge, leading to ompletely dierent long term behaviours (gure


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.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

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

Figure 4.11: Sensitive dependen e of initial points

Let

be the observed seperation of two very lose points on seperate

traje tories on the attra tor. After an elapsed time


diverged and their seperation is now

t .

t,

the traje tories have

As this seperation is exponential,

we may write

t = 0 et
where

is the Lyapunov exponent. Rearranging equation(

(4.2)

??

), we obtain

 
t
1
= ln
t
0
Nearby traje tories on strange attra tors diverge, while still remaining in

CHAPTER 4.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

Initial Trajectory
Seperation
Trajectory 1
Final Trajectory

Seperation

Trajectory 2

time delay t

Figure 4.12: Traje tory model

a bounded region of phase spa e due to the folding pro ess.

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.

To fully hara terize the divergen e and onvergen e properties

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

Stable periodi attra tors have only zero and

Thus, the Lyapunov exponent is a valuable measure

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

CHAPTER 4.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

punov exponent for orthogonal dire tions of maximum divergen e in phase


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,

1 , down to the largest negative exponent, n 

i.e. max-

imum divergen e to maximum onvergen e. The Lyapunov spe trum may be


found by monitoring the deformation of an innitesimally small hypersphere
of radius

on the attra tor.

Through time, the sphere is stret hed in the

dire tions of divergen e (positive


vergen e (negative

s)

and squeezed in the dire tions of on-

taking up the shape of an ellipsoid. The exponential

rates of divergen e or onvergen e of the prin ipal axes of this ellipsoid give
the spe trum of Lyapunov exponents.

CHAPTER 4.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

Lyapunov Spectrum control parameter = ampf


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

Figure 4.13: Control Parameter as Amplitude of the For e (range

0.8

0.1

0.9

1)

CHAPTER 4.

DUFFING OSCILLATOR: BIFURCATION DIAGRAMS, LYAPUNOV EXPON

Lyapunov Spectrum control parameter = ampf


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

Lyapunov Spectrum control parameter = ampf


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

Figure 4.14: Control Parameter as Amplitude of the For e (range

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.

It is a tool developed by Henri Poin ar (1854

1912)

for

a visualization of the ow in a phase spa e of more than two dimensions.


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

The number distin t points(over a

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

as the third independent variable,

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

freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=0.34 period 1

freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=5 period 2


3

2.5
2

-2
1.5

-4
1
-4

-2

-2

-1.5

-1

-0.5

(a)

(b)

freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=6p5 period 2


1.8

1.6

1.4

1.2

0.8

0.6
-0.1

-0.05

0.05

0.1

0.15

0.2

( )

Figure 5.1: (a) (b) ( )xxxxxxxxxxxx

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

freqos = -1 damp = 0.5 beta = 1 w = 1 ampf=0.42 chaotic


0.6

0.4

0.2

-0.2

-0.4

-0.6

-0.8
-1.5

-1

-0.5

0.5

Figure 5.3:

In Fig. 5.1 there are 1, 2, and 4 points. When

t=

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

(5.2)

(a) orresponds to phase point returning to the same point after


(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

order Runge-Kutta routine. Time-series, Phase plots, Bifur ation diagrams,


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,

Non-linear dynami s and haos, Addison-Wesley Pub-

lishing Co. Newyork(1994)

[2 Robert C.Hilborn,

Chaos and Nonlinear Dynami , An Introdu tion for

S ientists and Engineers (Se ond Edition), Oxford University Press


[3 Paul S Addison,

Fra tals and Choas, An Illustrated Course, IOP Publish-

ing, Bristol and Philadelphia.

[4 M. Lakshmanan and S. Rajasekar,

Nonlinear Dynami s, Integrability,

Chaos, and Patterns, (Springer - Verlag Heidelberg. Indian Edition. 2005)


[5 ,

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

Philadelphia.

49