Dalian University of Technology

Non-Linear Analysis
Home Work # 03

Hussain Nizam
SID: 11809074
11-14-2018

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𝑘 ∈ [1,6] , find all the bifurcations, then plot the bifurcation diagram and the Lyapunov exponent
diagram

𝑥𝑛+1 = cos(𝑘 arccos(𝑥𝑛 )) = 𝑓(𝑥𝑛 )

The linearization of the system about a fixed point 𝑥̅ is f(𝑥̅ ) = 𝑥̅

𝑘
𝐵 = sin(𝑘 arccos(𝑥𝑛 ))
2
√1−𝑥𝑛

𝑘 𝑘 𝑥̅ √1−𝑥̅ 2
𝑥𝑛+1 = sin(𝑘 arccos(𝑥𝑛 )) 𝑥̅ = sin(𝑘 arccos(𝑥̅ )) = sin(𝑘 arccos(𝑥̅ ))
2 √1−𝑥̅ 2 𝑘
√1−𝑥𝑛

For k=1，So the fixed points are 𝑥1 = 1 and 𝑥2 = −1

1.4

1.2

0.8
x

0.6

0.4

0.2

0
1 2 3 4 5 6
k

2
The Jacobian matrix J of the Henon map is

−2𝑥𝑛 𝑏
J=[ ] This gives |det(J)| = |b| The determinant of this Jacobian is b.
1 0

𝑥𝑛 = 𝑎 + 𝑏𝑥𝑛 − 𝑥𝑛2 0 = −𝑎 + (1 − 𝑏)𝑥𝑛 + 𝑥𝑛2

The fixed points of the H´enon map are

−(1−𝑏)±√1−2𝑏+𝑏2 +4𝑎
(x, y) = (1,1)
2

When we calculate the eigenvalues of the Jacobian matrix J, we can see when these fixed points are
stable. The eigenvalues are

𝜆(1,2) = −𝑥 ± √𝑥 2 + 𝑏

For b=0.3 and a= 1

The fixed points are (0.7095, 0.7095); (-1.409, -1.409)

（2） （2）
The eigenvalues for the fixed points (0.7095, 0.7095) are λ1 = −1.6058 𝑎𝑛𝑑 λ2 = 0.1868,

Therefore, the fixed points (0.7095, 0.7095) is unstable

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 （2） （2）
The eigenvalues for the fixed point (-1.409, -1.409) are λ1 = 2.9216𝑎𝑛𝑑 λ2 = −0.1027,

Therefore, the fixed points (-1.409, -1.409) is unstable

For b=0.3 and a= 1.3

The fixed points are (-1.5427，-1.5427); （0.8427, 0.8427)

（1） (1)
The eigenvalues for the fixed point (-1.5427，-1.5427) are λ1 = 3.1797𝑎𝑛𝑑 λ2 = −0.0943,

（1） (1)
Therefore, the fixed point (0.8427, 0.8427) are λ1 = −1.8477𝑎𝑛𝑑 λ2 = 0.1624,

（2） （2）
The eigenvalues for the fixed point (-0.9603, -0.9603) areλ1 = −0.1379𝑎𝑛𝑑 λ2 = 2.1759,

Therefore, the fixed point (-0.9603, -0.9603) is unstable

For b=0.3 and a= 1.4

The fixed points are (0.8839, 0.8839); (-1.5839, -1.5839)

（1） (1)
The eigenvalues for the fixed point (0.8839, 0.8839) are λ1 = −1.923𝑎𝑛𝑑 λ2 = 0.1559,

We can determine conditions under which the fixed point (0.8839, 0.8839) is attracting and shows
Figure (2)

Henon map: a= 1.4, b= 0.3,(x,y )=(0.8839,0.8839)

0 0
2

1.5

0.5
yn

-0.5

-1

-1.5

-2
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
xn

Figure 2. Strange attractor of the Henon map.at fixed point (0.8839, 0.8839)

（2） （2）
The eigenvalues for the fixed point (-1.5839, -1.5839) areλ1 = 3.2598 𝑎𝑛𝑑 λ2 = −0.0920,

Therefore, the fixed points (-1.5839, -1.5839) is unstable.

2) Compute the Lyapunov exponents and the Fractal dimension of the Henon map where b = 0.3 and a =
1.4.

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 𝑥𝑛+1 = 𝑎 + 𝑏𝑦𝑛 − 𝑥𝑛2

𝑦𝑛+1 = 𝑥𝑛

𝑁
1 𝑙𝑛|−2𝑥𝑛 | 𝑙𝑛⌈𝑏⌉
λ = ∑[ ]
𝑁 ln 1 ln 0
𝑖=0

Applying this to the Henon system, we see that λ1 + λ2 = ln (|b|).

λ1=0.4189; λ2=-1.6229; Then, λ1 + λ2 =-1.204= ln (0.3)

Henon map we see that the Henon map is chaotic. The sum of its two Lyapunov exponents (−1.204) is in
very good agreement with its area reducing factor (0.3, we should take the logarithm of this number in
order to get the sum of the exponents, ln 0.3 =−1.20397), and shown in -Figure 1

Figure 1: Convergence of first Lyapunov exponent.

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3) In case of b = 0.3 and a = 1.4, control the chaos to period-2 using the OGY method.

For b=0.3 and a= 1.4; the fixed points are (0.8839, 0.8839); (-1.5839, -1.5839)

The eigenvalues for the fixed point (0.8839, 0.8839); are 𝝀𝒖 = −𝟏. 𝟗𝟐𝟑; 𝝀𝒔 = 𝟎. 𝟏𝟓𝟓𝟗 ,

−2.2555
𝑓𝑢 = | | and f𝑢𝑇 = |−2.2555 0.3607|
0.3607

2.4678
g=| |
2.4678

−1.9237
C=| |
0.3

𝑝𝑛 = 𝑝𝑜 + 1.9237(𝑋𝑛 − 𝑋𝐹 ) − 0.3(𝑋𝑛 − 𝑋𝐹 )

𝜆𝑢 𝑓𝑢𝑇
K=𝜆 𝑇 = [ 0.3173 − 0.507]
𝑢 −1 𝑓𝑢 𝑔

Consider the two-dimensional iterative (Hénon) map function below with a =1.4, b=0.3 , and

For the fixed point (0.8839, 0.8839)

−1.9237
K = [ 0.3173 − 0.507]; C = | |
0.3

Time series data for the Henon map with and without control, r2 = x2 + y2. In case ( a), the control is
activated after the 200th iterate, and in case (b ), the control is switched off after the 300th iterate.

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 System response
2

Response x
1

-1

-2
0 200 400 600 800 1000

0.03
Control effort b
0.02

0.01

-0.01
0 200 400 600 800 1000
timestep

Figure 5 (a) time response (b) instantaneous frequency of the Hénon Map controlled by OGY method

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Solution:

Solving the system we find a fixed points.

𝑧=0
𝑓1 (𝑥, 𝑦, 𝑧) = 𝑦𝑧 = 0 𝑧𝑦 = 0 1
𝑥 = 𝑦 = ±𝑎√𝑎
𝑓2 (𝑥, 𝑦, 𝑧) = 𝑥 − 𝑎𝑦 = 0 ⟹ 𝑥 = 𝑎𝑦 ⟹
2
𝑓3 (𝑥, 𝑦, 𝑧) = 1 − 𝑥𝑦 = 0 1 = 𝑥𝑦 = 𝑎𝑦 1
𝑦 = ±√𝑎

As a result we have two fixed points:

1 1 1 1
𝑥̃⃗𝐴 = [𝑎√𝑎 , √𝑎 , 0], 𝑥̃⃗𝐵 = [−𝑎√𝑎 , −√𝑎 , 0].

Then we find partial derivatives of functions.

𝜕𝑓1 (𝑥,𝑦,𝑧) 𝜕𝑓1 (𝑥,𝑦,𝑧) 𝜕𝑓1 (𝑥,𝑦,𝑧) 𝜕𝑓2 (𝑥,𝑦,𝑧) 𝜕𝑓2 (𝑥,𝑦,𝑧) 𝜕𝑓2 (𝑥,𝑦,𝑧)
= 0, = 𝑧, = 𝑦, = 1, = −𝑎, =0,
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕𝑓3 (𝑥,𝑦,𝑧) 𝜕𝑓3 (𝑥,𝑦,𝑧) 𝜕𝑓3 (𝑥,𝑦,𝑧)

= −𝑦, =-x, = 0.
𝜕𝑦 𝜕𝑧 𝜕𝑦

0 𝑧 𝑦
𝐷𝑓 = [ 1 −𝑎 0]
−𝑦 −𝑥 0

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For a=1
As a result we have two fixed points:

𝑥̃⃗𝐴 = [1,1,0], 𝑥̃⃗𝐵 = [−1, −1,0].

For the first fixed point we have Jacobian matrix

0 0 1
𝐷𝑓 = [ 1 −1 0]
−1 −1 0

𝜆 0 −1
𝑑𝑒𝑡 (𝜆𝐸 − 𝐷𝑓(𝑥̃⃗𝐴 )) = |−1 𝜆 + 1 0 |
1 1 𝜆

Then, the eigenvalues are 𝜆1 = 0.1766 + 1.2028𝑖, 𝜆2 = 0.1766 − 1.2028𝑖

𝜆3 = −1.3532

Conclusion: Near (𝑥̃⃗𝐴 ) the system behaves like a linear system with complex eigenvalues with
positive real part, i.e. the system is unstable

0.5

0
zdot

-0.5

-1

-1.5
1
0.5 1.5
0 1
-0.5 0.5
0
-1 -0.5
ydot -1.5 -1
xdot

Phase space when = 1

For a=2
As a result we have two fixed points:

𝑥̃⃗𝐴 = [1.4142,1.4142,0], 𝑥̃⃗𝐵 = [−1.4142, −1.4142,0].

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For the first fixed point we have Jacobian matrix
0 0 1.4142
𝐷𝑓 = [ 1.4142 −2 0 ]
−1.4142 −1.4142 0

Then, the eigenvalues are 𝜆1 = 0.1855 + 1.6868𝑖, 𝜆2 = 0.1855 − 1.6868𝑖

𝜆3 = −2.3711

Conclusion: Near (𝑥̃⃗𝐴 ) the system behaves like a linear system with complex eigenvalues with
positive real part, i.e. the system is unstable for a =2

0.5

0
zdot

-0.5

-1

-1.5
1
0.5 1.5
0 1
-0.5 0.5
0
-1 -0.5
ydot -1.5 -1
xdot

Phase space when = 2

An attractor in phase space, where the points never repeat themselves, and orbits never intersect,
but they stay within the same region of phase space.
• Unlike limit cycles or point attractors, strange attractors are non-periodic.
• The Strange Attractor can take an infinite number of different forms.

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(2) Compute the dimension of phase space when 𝑎 = 1 by using at least two different methods.

1)In applied mathematics, the Kaplan–Yorke conjecture concerns the dimension of an attractor,
using Lyapunov exponents. By arranging the Lyapunov exponents in order from largest to smallest

For a=1, the eigenvalues are 𝜆1 = 0.1766 + 1.2028𝑖, 𝜆2 = 0.1766 − 1.2028𝑖

𝜆3 = −1.3532

In this case, we find j = 2 and the dimension formula reduces to

𝜆1 + 𝜆2
D=𝑗+ = 1.7390
𝜆3
2) Hausdoff dimension
Informally, self-similar objects with parameters N and S are described by a power law such as

𝑁 = 𝑠𝑑
ln 𝑁
Where 𝐷= ln 𝑠

N is number of self-similar copies; S is scale factor and D is the "dimension" of the scaling law, known
as the Hausdorff dimension.

For a= 1; N=3; and S=2.

The
ln 3
𝐷= = 1.5850
ln 2

2) Plot the bifurcation diagram of 𝑣𝑠 𝑎

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 2

1.5

0.5
x

-0.5

-1

-1.5
0 0.2 0.4 0.6 0.8 1 1.2 1.4
a

4. Simulate the shapes of some kinds of leaves by using the Fractal knowledge.

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