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Abstract
This paper offers an overview of some important issues concerning
the robustness of chaos in dynamical systems and their applications
to the real world.
1 Introduction
Chaotic dynamical systems display two kinds of chaotic attractors: One type
has fragile chaos (the attractors disappear with perturbations of a parameter
or coexist with other attractors), and the other type has robust chaos, defined
by the absence of periodic windows and coexisting attractors in some neigh-
borhood of the parameter space. The existence of these windows in some
chaotic regions means that small changes of the parameters would destroy
the chaos, implying the fragility of this type of chaos.
Contrary to this situation, there are many practical applications, such as
in communication and spreading the spectrum of switch-mode power supplies
to avoid electromagnetic interference [15-16], where it is necessary to obtain
1
reliable operation in the chaotic mode, and thus robust chaos is required.
Another practical example can be found in electrical engineering where robust
chaos is demonstrated in [13]. The occurrence of robust chaos in a smooth
system is proved and discussed in [2], which includes a general theorem and
a practical procedure for constructing S-unimodal maps that generate robust
chaos. This result contradicts the conjecture that robust chaos cannot exist in
smooth systems [13]. On the other hand, there many methods used to search
for a smooth and robust chaotic map, for example in [1-2-3-4-5], where a one-
dimensional smooth map that generates robust chaos in a large domain of
the parameter space is presented. In [6], simple polynomial unimodal maps
that show robust chaos are constructed. Other methods and algorithms are
given in the discussion below.
This paper is organized as follows. In the following section, we first
discuss robust chaos, its theories and applications, and then give in Section 3
several rigorous, numeric, and experimental results that explain the different
methods for the generation of robust chaos in dynamical systems. The final
section concludes the paper.
2
3 Theories and applications of robust chaos
3.1 Robust chaos in 1-D maps
In this section, we give several methods to generate robust chaos in 1-D maps.
cannot have stable periodic solutions, which proves the robustness of chaos.
3
at c ∈ (a, b) such that ϕ(x) is strictly increasing on x ∈ [a, c) and strictly
decreasing on x ∈ (c, b], and (d) ϕ has a negative Schwarzian derivative, i.e.
µ ¶2
ϕ000 (x) 3 ϕ00 (x)
S (ϕ, x) = 0 − <0 (4)
ϕ (x) 2 ϕ0 (x)
for all x ∈ I − {y, ϕ0 (y) = 0} . Since what matters is only its sign, one may
as well work with the product:
2
Ŝ (ϕ, x) = 2ϕ0 (x) ϕ000 (x) − 3 (ϕ00 (x)) , (5)
This theorem gives the general conditions for the occurrence of robust
chaos in S-unimodal maps, but it does not give any procedure for the con-
struction of the S-unimodal map ϕv (x). A procedure for constructing S-
unimodal maps that generate robust from the composition of two S-unimodal
maps is given in [2-4-5-6].
A 1-dimensional generalization of the well known logistic map [7] is pro-
posed and studied in [53]. The generalized map is referred to as the β-
exponential map, and it is given by:
β − xβ x − (1 − x) β 1−x
GL (β, x) = √ , 0 ≤ x ≤ 1, β ≥ 0, (6)
β− β
where β is the adjustable parameter. It was proved that the map (6) exhibits
robust chaos for all real values of the parameter β ≥ e−4 .
Another example of robust chaos is found in [21], where the robust chaos
was identified in a family of discounted dynamic optimization problems in
economics (with verification of some properties such as monotonicity and
concavity of the return functions and the aggregative production function)
4
in which the immediate return function depends on current consumption,
capital input, and a taste parameter. It was shown also that the optimal
transition functions are represented by the quadratic family, well-studied in
the literature on chaotic dynamical systems.
An hierarchy of many-parameter families of maps on the interval [0, 1]
having an analytic formula of the Kolmogorov—Sinai entropy was introduced
in [6]. These types of maps do not have period-doubling or period-ntupling
cascade bifurcations to chaos, but they have single fixed-point attractors in
certain regions of parameters space where they bifurcate directly to chaos at
exact values of the parameters without the period-ntupling scenario.
5
Let us consider the following 2-D piecewise smooth system given by:
⎛ µ ¶ ⎞
f1 (x, y; ρ)
⎜ g1 = f2 (x, y; ρ) , if x < S(y, ρ) ⎟
⎜ ⎟
g(x, y; ρ) = ⎜
⎜ µ ¶
⎟
⎟ (7)
⎝ f1 (x, y; ρ) ⎠
g2 = , if x ≥ S(y, ρ)
f2 (x, y; ρ)
where the smooth curve x = S(y, ρ) divides the phase plane into two regions
R1 and R2 , given by:
© ª
R1 = (x, y) ∈ R2 , x < S(y, ρ) (8)
© ª
R2 = (x, y) ∈ R2 , x ≥ S(y, ρ) . (9)
It is assumed that the functions g1 and g2 are both continuous and have
continuous derivatives. Then the map g is continuous, but its derivative is
discontinuous at the borderline x = S(y, ρ). It is further assumed that the
one-sided partial derivatives at the border are finite and in each subregion
R1 and R2 , the map (7) has one fixed point P1 and P2 , respectively, for
a value ρ∗ of the parameter ρ. There are six types of fixed points for the
linearized system of the map (7) when the determinant of the Jacobian matrix
is positive. The following result is proved in [14]:
Theorem 2 When the eigenvalues at both sides of the border are real, if an
attracting orbit exists, it is unique (i.e., coexisting attractors cannot occur).
It is shown in [12] that the normal form of the map (7) is given by:
⎧ µ ¶µ ¶ µ ¶
⎪
⎪ τ1 1 x 1
⎪
⎪ + µ, if x < 0
⎨ −δ 1 0 y 0
N(x, y) = µ ¶µ ¶ µ ¶ (10)
⎪
⎪
⎪
⎪ τ2 1 x 1
⎩ + µ, if x > 0,
−δ 2 0 y 0
6
3.2.1 Case 1
½
τ 1 > 1 + δ 1 , and τ 2 < − (1 + δ 2 )
(11)
0 < δ 1 < 1, and 0 < δ 2 < 1,
where the parameter range for boundary crisis is given by:
δ 1 τ 1 λ1 − δ 1 λ1 λ2 + δ 2 λ2 − δ 1 τ 2 + δ 1 τ 1 − δ 21 − λ1 δ 1 > 0, (12)
where the inequality (12) determines the condition for stability of the chaotic
attractor. The robust chaotic orbit continues to exist as τ 1 is reduced below
1 + δ1.
3.2.2 Case 2
⎧
⎨ τ 1 > 1 + δ 1 , and τ 2 < − (1 + δ2 )
δ 1 < 0, and − 1 < δ 2 < 0 (13)
⎩ λ1 −1
τ 1 −1−δ1
> τ 2ω−1−δ
2 −1
2
,
The condition for stability of the chaotic attractor is also determined by (12).
However, if the third condition of (13) is not satisfied, then the condition for
existence of the chaotic attractor changes to:
ω2 − 1 (τ 1 − δ 1 − λ2 )
< . (14)
τ 2 − 1 − δ1 (τ 1 − 1 − δ 1 ) (λ2 − τ 2 )
3.2.3 Case 3
The remaining ranges for the quantity τ i , δ i , i = 1, 2, can be determined
in some cases using the same logic as in the above two cases, or there is
no analytic condition for a boundary crisis, and it has to be determined
numerically.
3.2.4 Example
Several examples of robust chaos in 2-D piecewise smooth systems can be
found in [11-12-13-14-40-47]. In this overview, we give the following example
[69].
Consider the unified piecewise-smooth chaotic mapping that contains the
Hénon [10] and the Lozi [9] systems defined by:
7
µ ¶
1 − 1.4fα (x) + y
U(x, y) = , (15)
0.3x
8
Figure 1: (a) Variation of the Lyapunov exponents of the unified map (15)
for 0 ≤ α ≤ 1. (b) Bifurcation diagram for the unified chaotic map (15) for
0 ≤ α ≤ 1.
9
Figure 2: (a) The transition Hénon-like chaotic attractor obtained for the
unified chaotic map (15) with its basin of attraction (white) for α = 0.2.
(b) Graph of the function f0.2 . (c) The transition Lozi-like chaotic attractor
obtained for the unified chaotic map (15) with its basin of attraction (white)
for α = 0.8. (d) Graph of the function f0.8 .
10
Figure 3: (a) Variation of the Lyapunov exponents for the unified chaotic
map (15) for 0.02 ≤ α ≤ 0.03. (b) Bifurcation diagram for the unified
chaotic map (15) for 0.02 ≤ α ≤ 0.03 showing a period-8 attractor obtained
for α = 0.025.
11
not depend on any input value. The value of f (x) (0 or 1) is used to classify
x as either positive or negative in the case of a binary classification problem.
The properties of the time series generated by a perceptron with monotonic
and non-monotonic transfer functions were examined in [71]. The results
show that a perceptron with a monotonic function can produce fragile chaos
only, whereas a non-monotonic function can generate robust chaos.
12
both from the point of view of fundamental studies and of applications, it
would be interesting to find physical examples of hyperbolic chaos. For exam-
ple the Smale-Williams attractor [46] is constructed for a three-dimensional
map, and the composed equations given by
⎧
⎪
⎪ ẋ = −2πu + (h1 + A1 cos 2πτ /N) x − 13 x3
⎨
u̇ = 2π (x + ε2 y cos 2πτ )
(18)
⎪
⎪ ẏ = −4πv + (h2 − A2 cos 2πτ /N) y − 13 y 3
⎩
v̇ = 4π (y + ε1 x2 )
are obtained by applying the so-called equations of Kirchhoff [23], where the
variables x and u are normalized voltages and currents in the LC circuit of
the first self-oscillator (U1 and I1 , respectively), and y and v are normalized
voltages and currents in the second oscillator (U2 and I2 ). Time is normalized
to the period of oscillations of the first LC oscillator, and the parameters A1
and A2 determine the amplitude of the slow modulation of the parameter
responsible for the Andronov-Hopf bifurcation in both self-oscillators. The
parameters h1 and h2 determine a map of the mean value of this parameter
from the bifurcation threshold, and ε1 and ε2 are coupling parameters.
The system (18) has been constructed as a laboratory device [46], and an
experimental and numerical solution were found. This example of a physical
system with hyperbolic chaotic attractor is of considerable significance since
it opens the possibility for real applications. For further details, see [46].
13
many closed solutions. A Computer assisted proof of chaos for the Lorenz
equations is given in [18-19-20-25-29-35].
In [18] a rigorous proof was provided that the geometric model does in-
deed give an accurate description of the dynamics of the Lorenz equations,
i.e., it supports a strange attractor as conjectured by Lorenz in 1963. This
conjecture was listed by Steven Smale as one of several challenging mathe-
matical problems for the 21st century [34]. Also a proof that the attractor
is robust, i.e., it persists under small perturbations of the coefficients in the
underlying differential equations was given. This proof is based on a com-
bination of normal form theory and rigorous numerical computations. The
robust chaotic Lorenz attractor is shown in Fig. 4. As a general result,
it was proved in [38] that the so-called singular-hyperbolic (or Lorenz-like)
attractor of a 3-dimensional flow is chaotic in two different strong senses:
Firstly, the flow is expansive: if two points remain close for all times, possi-
bly with time reparametrization, then their orbits coincide. Secondly, there
exists a physical (or Sinai-Ruelle-Bowen) measure supported on the attractor
whose ergodic basin covers a full Lebesgue (volume) measure subset of the
topological basin of attraction. In particular, these results show that both
the flow defined by the Lorenz equations and the geometric Lorenz flows are
expansive.
Another proof of the robustness of the Lorenz attractor is given in [20]
where the chaotic attractors of the Lorenz system associated with r = 28
and r = 60 were characterized in terms of their unstable periodic orbits and
eigenvalues. While the Hausdorff dimension is approximated with very good
accuracy in both cases, the topological entropy was computed in an exact
sense only for r = 28. A general method for proving the robustness of chaos
in a set of systems called C 1 -robust transitive sets with singularities for flows
on closed 3-manifolds is given in [22]. The elements of the set C 1 are partially
hyperbolic with a volume-expanding central direction and are either attrac-
tors or repellers. In particular, any C 1 -robust attractor with singularities for
flows on closed 3-manifolds always have an invariant foliation whose leaves
are forward contracted by the flow and has a positive Lyapunov exponent
at every orbit, showing that any C 1 -robust attractor resembles a geometric
Lorenz attractor. A new topological invariant (Lorenz-manuscript) leading
to the existence of an uncountable set of topologically various attractors is
proposed in [57] where a new definition of the hyperbolic properties of the
Lorenz system close to singular hyperbolicity is introduced, as well as a proof
that small non-autonomous perturbations do not lead to the appearance of
14
Figure 4: The robust Lorenz chaotic attractor obtained from (19) for σ =
10, r = 28, b = 83 [17].
15
stable solutions.
Other than the Lorenz attractor, there are some works that focus on the
proof of the robustness of chaos in 3-D continuous systems, for example the
set C 1 introduced in [22], and a characterization of maximal transitive sets
with singularities for generic C 1 -vector fields on closed 3-manifolds in terms
of homoclinic classes associated with a unique singularity is given and applied
to some special cases.
4 Discussion
In this paper we discuss the robustness of chaos in the sense that there are
no coexisting attractors and no periodic windows in some neighborhood of
the parameter space. As we saw, robust chaos occurs in several types of dy-
namical systems: discrete, continuous-time, autonomous, non-autonomous,
smooth, and non-smooth, with different topological dimensions, and it has
been confirmed either analytically, numerically, or experimentally, or a com-
bination of them. On the other hand, there is no robust chaos in the quasi-
attractor type because they are structurally unstable.
16
Figure 5: The non-robust double-scroll attractor obtained from system (20)
with α = 9.35, β = 14.79, m0 = − 17 , m1 = 27 [45].
4.2 Unimodality
Unimodality is an analytic property defined for real functions. This method
was used for proving the robustness of chaos in smooth 1-D maps [1-2-3-4-5]
with the investigation of their invariant distributions and Lyapunov expo-
nents. This idea came from the analysis of the well-known logistic map.
17
4.3 Metric entropy
Metric entropy [67] measures the average rate of information loss for a discrete
measurable dynamical system. This method was used to prove the robustness
of chaos in a one-dimensional map [6] using Kolmogrov-Sinai entropy, and
in [20] the topological entropy was computed in an exact sense for r = 28.
Other examples can be found in [53-54-70]
18
Figure 6: The regions of ab-space for multiple attractors for the map given
in [68].
19
represent one of the attractors, and a second attractor was assumed to exist
if the largest gap in the values of those in the other group was twice the
range of the first group. This method allowed us to see regions of robust
chaos (without multiple attractors) as shown in [68] and in Fig. 11.
5 Conclusion
An overview on some issues of common concern related to the robustness
of chaos in dynamical systems with several examples in the real world were
given in this paper and discussed.
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