examples of dynamical systems

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examples of dynamical systems

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091

Lecture 1

Jeremy Hurwitz

2/9/05

1. What is a dynamical system?

1.1.Any system that changes over time

a) Continual: Orbits

b) Discrete: Compound Interest

2. Iteration: A process that is repeated over and over again.

a) The output is sent back into the function as the new input

b) Notation: The n-th iteration is written as Fn(x)

2.2. Example 1: For compounding interest at a rate of 10% per year:

A0 = $100

A1 = $110

A2 = $121

A3 = .....

a) Can be modeled by an iteration I(x) = 1.1x

A0 = $100

A1 = I(100) = 1.1*100 = $110

A2 = I(121) = I(I(100)) = $121

A3 = I3(A)

b) Can be evaluated in general using An = (1.1)nA

2.3. Example 2: Finding Square Roots:

a) Need an algorithm. To find n:

1) Make a guess x

2) Average x and n/x

3) Use the result as your new guess

4) Repeat until guess is good enough

b) Proof of Method:

Given x, n > 0, we have two cases:

Case 1:

Case 2:

n < x

n > x

n < xn

n > xn

n/x < n

n/x > n

In either case, n is between n and n/G, so by averaging, we narrow the range

in which n can lie.

Iteration Guess

Guess2 Average

5.5

5.5

30.25

3.65909

3.16536 10.0195

a) Continually-compounded Interest:

A(t) = A0ekt [t= time in years] ----> An = A0ekn [n= # of years]

k

Changed from continuous to discrete with an iteration I(x) = (e )x

b) Planetary Orbits

Draw an imaginary plane in space and look at the points where the orbit

intersects the plane

c) Gains some simplicity at the expense of some information

Discrete, instead of continuous

No information about behavior in between iterations

3. Orbits:

3.1.Informally - The outputs of an iteration listed in the order that they are achieved

3.2.Formally Given x0 R, the orbit of x0 under F is the sequence of points x0, x1, x2

such that xn = Fn(x0)

3.3.Useful things we can say about orbits:

a) Limit as n

S(x)n

b) Are there any patterns?

4. Types of Orbits:

4.1.Fixed Points: Definition: F(x0) = x0, for some x0

If a=n, S(a)=a

Orbits / Cycles: Definition: Fk(x0) = x0, for some k, x0

If F(x) = 5 x

F(5) = 0

F(0) = 5

Called a 2-cycle

b) Finding a k-cycle

k

Solve the equation F (x) = x

k

If F is a quadratic function, this has degree 2 . In general, that is impossible to

solve exactly.

c) Note that if F has a k-cycle, then it has cycles of length nk, for all integers n

4.2.Periodic

Prime Period: n=1

a) F(x) = x2 1, x0=(5 + 1)/2

(5 + 1)/2, 0, 0, 0, ....

4.4. Eventually Periodic: Definition: Fm(x0) = Fn(x0), for some m,n greater than 1

a) F(x) = x2 1, x0=(2 + 1)

(2+1), 2, 1, 0, -1, 0, -1, 0, .....

5. Computers

5.1.Uses:

a) Visualizing orbits

b) Approximating values:

solving F(x)=x

finding square roots

5.2.Shortfalls:

a) Rounding Errors!

Table on page 23

If x is close enough to zero, the computer will round to zero, and the orbit

will become fixed, instead of remaining chaotic like it should.

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