INTRODUCTION TO CHAOS

THEORY

BY

T.R.RAMAMOHAN
C-MMACS
BANGALORE -560037
 SOME INTERESTING QUOTATIONS
* “PERHAPS THE NEXT GREAT ERA OF UNDERSTANDING
WILL BE DETERMINING THE QUALITATIVE CONTENT OF
EQUATIONS; TODAY WE DO NOT KNOW WHETHER THE
EQUATIONS OF FLUID FLOW CONTAIN THE BARBER POLE
STRUCTURE OF TURBULENCE; TODAY WE DO NOT KNOW
WHETHER THE SCHRODINGER EQUATION CONTAINS FROGS,
MUSICAL COMPOSERS OR MORALITY OR WHETHER SOMETHING
BEYOND IT LIKE GOD IS NEEDED OR NOT “

PARAPHRASED FROM R.P.FEYNMAN

* “ONLY A CORNER OF THE VEIL HAS BEEN LIFTED, BUT

PERHAPS WE HAVE STARTED ON THE ABOVE JOURNEY ”

PARAPHRASED FROM FLORIS TAKENS

 WHAT IS CHAOS THEORY?
* CHAOS THEORY IS BASED ON THE
OBSERVATION THAT SIMPLE RULES WHEN ITERATED
CAN GIVE RISE TO APPARENTLY COMPLEX BEHAVIOR.

* EG.
LET US CONSIDER
X0 X1
RULE
X1 X2
RULE
|
|
|

XN |

X N+1
RULE
 THE BASIC OBSERVATION IS ;

IF IN THE IMPLEMENTATION OF THE ABOVE RULE

X 0 IS CHANGED BY A SMALL AMOUNT, THE
RESULTING SEQUENCE WILL BE VERY DIFFERENT.
AFTER SOME ITERATIONS
MATHEMATICIANS HAVE STILL NOT AGREED ON A
DEFINITION OF CHAOS THAT IS ACCEPTABLE TO ALL
HOW EVER AN OPERATIONAL (MEANING ONE
THAT CAPTURES MOST ESSENTIAL
FEATURES) DEFINITION OF A CHAOTIC
SYSTEM IS ;
1) THE SOLUTION MUST BE APERIODIC
2) THE SOLUTION MUST BE BOUNDED
3) THE SOLUTION MUST BE EXPONENTIALLY
SENSITIVE TO INITIAL CONDITIONS
THE RULE THAT GOVERNS A CHAOTIC SYSTEM
MUST SATISFY CERTAIN PROPERTIES
1) THE RULE MUST BE NONLINEAR
2) IN THE CASE OF MAPS, IT MUST BE
NON-INVERTIBLE IF IT IS ONE
DIMENSIONAL
3) IN THE CASE OF ODES IT MUST BE
ATLEAST THREE DIMENSIONAL
THE THREE CHARACTERISTICS WE HAVE MENTIONED
ARE ALL ESSENTIAL FOR A SOLUTION TO BE CALLED
CHAOTIC

NONLINEARITY IS ESSENTIAL

WHAT IS MEANT BY A SYSTEM BEING NONLINEAR IS :

THE WHOLE IS GREATER THAN OR LESS THAN THE

SUM OF ITS PARTS.

IN A LINEAR SYSTEM THE WHOLE IS EQUAL TO THE

SUM OF ITS PARTS
A TYPICAL EXAMPLE OF A CHAOTIC SYSTEM IS ;

X N +1 = 10 X N (mod1)
O ≤ XN ≤ 1
TO SHOW CHAOS IN ACTION IN THIS SYSTEM;
CONSIDER : X 0 = 0.1123456…….
|
X 0 = 0.1123598…….
THEN WE SEE X 1 = 0.123456……
|
X 0 = 0.123598…….
AND X 2= 0.23456…….

X 2| = 0.23598…….

WE SEE THAT THE ITERATES DIVERGE VERY RAPIDLY

CERTAIN PROPERTIES OF CHAOTIC SYSTEMS MAKE
THEM INTERESTING :
(1) CHAOTIC SOLUTIONS UNDERGO A STRETCHING AND
FOLDING IN PHASE SPACE BECAUSE OF EXPONENTIAL
DIVERGENCE AND BOUNDEDNESS.
(2) CHAOTIC SYSTEMS CAN EITHER BE “DISSIPATIVE” OR
“ CONSERVATIVE”
IN DISSIPATIVE SYSTEMS PHASE SPACE VOLUMES
CONTRACT
IN CONSERVATIVE SYSTEMS PHASE SPACE VOLUMES
ARE CONSERVED
(3) CHAOTIC SYSTEMS CAN BE CONTROLLED. A CHAOTIC
SOLUTION CONTAINS AN INFINITE NUMBER OF UNSTABLE
PERIODIC SOLUTIONS OF ARBITRARY PERIOD. AT LEAST,
‘IN PRINCIPLE’, THE CHAOTIC SYSTEM CAN BE
CONTROLLED ON TO ONE OF THESE PERIODIC SOLUTIONS.
(4) CHAOTIC SYSTEMS CAN BE “SYNCHRONISED “ TO EACH
OTHER, ‘ AT LEAST ‘, IN PRINCIPLE TWO OR MORE CHAOTIC
SYSTEMS CAN BE COUPLED TO EACH OTHER SO THAT
• THEIR OUTPUTS DIFFER BY A CONSTANT
• THEIR OUTPUTS LAG EACH OTHER BY A TIME LAG
• THEIR PHASES ARE SYNCHRONIZED
• THEIR OUTPUTS ARE RELATED TO EACH OTHER BY AN
INVERTIBLE MAP
(5) IN SPITE OF THEIR APPARENT COMPLEXITY THERE ARE
CERTAIN INVARIANTS ASSOCIATED WITH CHAOTIC
SYSTEMS
THESE CAN BE CLASSIFIED ROUGHLY INTO
(a) DYNAMICAL INVARIANTS
TYPICAL DYNAMICAL INVARIANTS INCLUDE THE
‘LYAPUNOV EXPONENTS’ WHICH MEASURE THE AVERAGE
RATE OF DIVERGENCE OF THE SOLUTION.
(b) METRICAL INVARIANTS
TYPICAL METRICAL INVARIANTS INCLUDE “ DIMENSIONS”
WHICH MEASURE IN SOME SENSE THE DISTRIBUTION OF
POINTS ON THE ATTRACTOR
(c) TOPOLOGICAL INVARIANTS
TYPICAL TOPOLOGICAL INVARIANTS INCLUDE THE
“TEMPLATE” OF THE SYSTEM
ALGORITHMS HAVE BEEN DEVELOPED BY A
NUMBER OF AUTHORS TO MEASURE
APPROXIMATIONS TO THESE INVARIANTS
ALL THE ALGORITHMS NEED AN INFINITE AMOUNT
OF NOISE FREE DATA TO BE EXACT
HOWEVER, CERTAIN HEURISTIC GUIDELINES HAVE
BEEN DEVELOPED TO COMPUTE APPROXIMATIONS
TO THESE INVARIANTS FROM NOISY FINITE TIME
SERIES
6) THE OUTPUT OF CHAOTIC SYSTEMS MAY APPEAR
IRREGULAR BUT THEY ARE GENERATED BY
DETERMINISTIC RULES
SINCE THE OUTPUT OF A CHAOTIC SYSTEM IS
GENERATED BY A DETERMINISTIC RULE. THE RULE
CAN IN MANY CASES BE EXTRACTED FROM THE
OUTPUT
A NUMBER OF SUCH TOOLS HAVE BEEN DEVELOPED
BY A NUMBER OF AUTHORS.
THE RULE THAT IS THUS EXTRACTED CAN BE USED
TO DETERMINE IMPORTANT FEATURES OF THE
SYSTEM.
THE RULE WHICH HAS BEEN EXTRACTED FROM THE
SYSTEM CAN BE USED:
(a) TO MAKE ACCURATE SHORT TERM PREDICTIONS OF
THE SYSTEM OUTPUT
(b) TO GENERATE ENOUGH DATA TO MORE
ACCURATELY ESTIMATE THE DYNAMICAL, METRICAL
AND TOPOLOGICAL INVARIAN TS OF THE SYSTEM
(c) TO FINE TUNE ALGORITHMS FOR “CONTROL OF
CHAOS”
(d) TO FINE TUNE ALGORITHMS FOR ‘SYNCHRONIZING’
TWO OR MORE CHAOTIC SYSTEMS
(d) TO STUDY THE EFFECTS OF NOISE IN SUCH SYSTEMS
THE OUTPUT OF A CHAOTIC SYSTEM CAN BE
CONTAMINATED WITH NOISE
USUALLY TWO TYPES OF NOISE CAN CORRUPT THE
OUTPUT
(a) MEASUREMENT NOISE
THIS IS NOISE THAT ARISES FROM INSTRUMENTAL
ERRORS IN MEASURING THE OUTPUT OF THE SYSTEM
IF 'F(XN )' IS THE RULE THIS TYPE OF NOISE OCCURS AS
X N +1 = 10 X N + ε

HERE ‘ε ‘ IS THE NOISE

b) DYNAMICAL NOISE
THIS OCCURS AS A RESULT OF UNCERTAINTIES IN
THE SYSTEM WE MEASURE
IF F(X N)IS THE RULE, THEN THIS IS REPRESENTED

X N+1 = F(X N + ε )
AS

HERE ‘ε ‘ IS THE NOISE

THE THEORY OF MEASUREMENT NOISE IS

RELATIVELY WELL DEVELOPED
THE THEORY OF DYNAMICAL NOISE IS STILL IN ITS
INFANCY
IN SPITE OF THE VARIETY OF CHAOTIC SYSTEMS THERE
ARE CERTAIN “UNIVERSAL” FEATURES OF SUCH
SYSTEMS WHICH MAKE THEM INTERESTING
SOME EXAMPLES OF SUCH “UNIVERSAL FEATURES”
INCLUDE
a) ROUTES TO CHAOS
THE APPROACH OF A SYSTEM TO CHAOTIC BEHAVIOUR
IS IN MANY CASES SIMILAR (SOMETIMES EVEN
QUANTITATIVELY)
THREE MAJOR ROUTES TO CHAOS HAVE BEEN
IDENTIFIED . MANY OTHER ROUTES HAVE BEEN
IDENTIFIED, THOUGH THEY APPEAR IN SPECIAL
CIRCUMSTANCES
THE MAJOR ROUTES ARE
(i) THE PERIOD DOUBLING ROUTE TO CHAOS
IN THIS ROUTE, THE SYSTEM UNDERGOES A NUMBER
OF SUB-HARMONIC BIFURCATIONS WHICH
EVENTUALLY ACCUMALATE AT A CRITICAL VALUE.
FOR LOCALLY QUADRATIC, UNIMODAL MAPS THERE
ARE QUANTITATIVE NUMBERS THAT ARE OBSERVED IN
THIS ROUTE
(ii) THE QUASI-PERIODIC ROUTE TO CHAOS
IN THIS ROUTE TO CHAOS, THERE ARE A NUMBER OF
PERIODIC SOLUTIONS WITH IRRATIONALLY RELATED
FREQUENCIES THAT LEAD TO CHAOS.
AN INTRESTING FEATURE OF THESE FREQUENCIES IS THAT
IN MANY CASES AFTER TWO OR THREE SUCH
FREQUENCIES ARE EXCITED, THE SYSTEM BECOMES
CHAOTIC.
(iii) THE INTERMITTENCY ROUTE TO CHAOS.
IN THIS ROUTE TO CHAOS, THERE IS BEHAVIOUR THAT IS
ALMOST PERIODIC WHICH IS INTERSPERSED WITH
REGIMES OF IRREGULAR BEHAVIOUR.
THE OCCURENCE OF THESE IRREGULAR BURSTS INCREASE
UNTIL THE SYSTEM BECOMES APPARENTLY IRREGULAR
CERTAIN SCALING LAWS HOLD FOR THE DURATION OF
THESE BURSTS. WHICH ARE OFTEN OBSERVED IN MANY
SYSTEMS.
IN ADDITION TO THESE MAJOR ROUTES TO
CHAOS, THERE ARE SOME OTHER ROUTES WHICH
OCCUR IN A LIMITED NUMBER OF SITUATIONS.
IN A NONLINEAR SYSTEM WHERE THE STATE
VARIABLES ARE COUPLED TO EACH OTHER, IT IS
QUITE CLEAR THAT A MEASUREMENT OF ANY
VARIABLE CONTAINS INFORMATION ABOUT ALL
THE OTHER VARIABLES.
IN DISSIPATIVE SYSTEMS, THE SYSTEM’S LONG
TERM BEHAVIOUR IS GOVERNED BY FEWER
VARIABLES THAN THE NUMBER OF INITIAL
VARIABLES.
THIS IMPLIES THAT THE SYSTEM’S LONG TERM
BEHAVIOUR RESTS ON AN “ATTRACTOR” IN MANY
SITUATIONS.
THE STRETCHING AND FOLDING OF THE PHASE SPACE
ASSOCIATED WITH THE COMBINATION OF
EXPONENTIAL DIVERGENCE AND BOUNDEDNESS
IMPLIES THAT THE ”ATTRACTOR” MAY HAVE
STRUCTURE AT ALL SCALES.
THE DIMENSION OF THE ATTRACTOR MAY THUS BE A
NON-INTEGER. IN THIS CASE, THE ATTRACTOR IS
CALLED “ STRANGE”.
SOME TYPICAL ATTRACTORS
MANY MORE SIMILAR IMAGES CAN BE FOUND ON THE
INTERNET
THE FACT THAT IN DISSIPATIVE SYSTEMS, THE
SYSTEMS LONG TERM BEHAVIOUR RESIDES IN A
SPACE OF MUCH LOWER DIMENSION THAN THE
INTIAL DIMENSION OF THE SYSTEM
COUPLED WITH THE FACT THAT THE
EVOLUTION OF ANY ONE VARIABLE CONTAINS
INFORMATION ABOUT THE EVOLUTION OF ALL
THE VARIABLES GOVERNING THE SYSTEM
OPENS UP MANY POSSIBILITIES
THIS LEADS TO THE FAMOUS EMBEDDING THEOREM
WHICH STATES THAT IF THE EVOLUTION OF A SYSTEM
IS GOVERNED BY ‘D’ VARIABLES THAN AN
EMBEDDING DIMENSION OF LESS THAN ‘2D+1’
DIMENSIONS IS SUFFICIENT TO COMPLETELY
DETERMINE THE BHAVIOUR OF THE SYSTEM
THIS WHEN COUPLED WITH THE FACT THE
EVOLUTION OF ANY ONE VARIABLE CONTAINS
INFORMATION ABOUT ALL THE VARIABLES,
SUGGESTS THAT THE MEASUREMENT OF ANY ONE
VARIABLE CAN BE USED TO DETERMINE THE BASIC
FEATURES OF THE SYSTEM UNDER CONSIDERATION.
THE MATHEMATICAL THEOREM WHICH CAPTURES
THE ESSENCE OF THE ABOVE STATEMENT
REQUIRES AN INFINTE AMOUNT OF NOISE FREE
DATA
IN PRACTICE, HOWEVER HEURISTIC RULES HAVE
BEEN DEVELOPED THAT CAN ESTIMATE THE BASIC
FEATURES OF THE SYSTEM, IN MANY CASES, FROM
THE EVOLUTION OF A SINGLE VARIABLE. THE
ABOVE FACTS LEAD TO ONE OF THE MAJOR
APPLICATIONS OF CHAOS THEORY
THIS IS “ TIME SERIES ANALYSIS”
MANY OF THE COMPLEX EVOLUTION BEHAVIOUR
WE SEE IN NATURE AND ENGINEERING IN THE
FORM OF A MEASUREMENT OF A SINGLE VARIABLE
WITH TIME HAVE BEEN LOOKED AT THROUGH THIS
CONCEPTUAL LENS WITH SOME SUCCESS.
TWO MAJOR FACTORS THAT HAVE TO BE
CONSIDERED IN ANALYZING A TIME SERIES ARE
THE “TIME DELAY” AND THE “DIMENSION”.
THE TIME DELAY IS ARBITRARY IN THEORY, BUT IN
PRACTICE IT IS NECESSARY TO USE HEURISTIC
GUIDELINES TO ESTIMATE IT.
SOME SUCH GUIDELINES ARE :
(i) THE FIRST ZERO OF THE AUTOCORRELATION
FUNCTION
(ii) THE FIRST MINIMUM OF THE AVERAGE MUTUAL
INFORMATION FUNCTION
THE ABOVE FUNCTIONS MEASURE THE EXTENT TO
WHICH SUCCESSIVE MEASUREMENTS ARE RELATED TO
EACH OTHER
THE “DIMENSION” OF A SYSTEM MEASURES THE
NUMBER OF VARIABLES REQUIRED TO DESCRIBE, TO A
LARGE EXTENT, THE SYSTEM BEHAVIOUR
IN THEORY THIS IS “ 2D + 1’ WHERE ‘D’ IS THE NUMBER
OF VARIABLES GOVERNING THE SYSTEM
IN PRACTICE, THERE ARE A NUMBER OF HEURISTIC
GUIDELINES TO ESTIMATE THIS. SOME OF THESE ARE:
PRINCIPAL COMPONENT ANALYSIS
THIS IS A MEASURE OF THE NUMBER OF VARIABLES
REQUIRED TO LARGELY DESCRIBE THE SYSTEM
THE FALSE NEAREST NEIGHBOUR TECHNIQUE
THIS IS A MEASURE OF THE NUMBER OF DIMENSIONS
REQUIRED TO COMPLETELY UNFOLD THE
ATTRACTOR, I.E.TO REMOVE SELF-INTERSECTIONS IN
PHASE SPACE
ANOTHER MAJOR APPLICATION OF THE IDEAS
OUTLINED SO FAR IS “SECURE
COMMUNICATION”.

HERE A MESSAGE TO BE TRANSMITTED IN A

SECURE FASHION IS CODED USING CERTAIN
FEATURES OF THE CHAOTIC SYSTEM SUCH AS
THE FACT THAT WE MENTIONED EARLIER THAT
CHAOTIC SYSTEMS CAN BE SYNCHRONISED.
MANY FEATURES AND APPLICATIONS STILL
REMAIN TO BE DISCOVERED ONLY YOUR
IMAGINATION IS THE LIMITING FACTOR

GOOD LUCK
AND
THANK YOU