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b) a set of symbolic routines and functions. They have Although this toolbox is enough to fulfill almost all our
been implemented by using the Symbolic Math Tool- computation needs, potential end-users might be challenged
box that provides access to several Maple routines for for using it properly unless they are really proficient on
symbolic tasks. This symbolic module is more impor- Matlab’s syntax and functionalities and the toolbox rou-
tant than it might seem at first sight; for instance, sys- tines. This kind of limitations can be overcome by creating
tem equations are inputted symbolically so that some a GUI; a well-designed GUI uses readily recognizable vi-
functional operators (such as derivatives) can be ef- sual cues to help the user navigate efficiently through infor-
fectively applied. Further, some additional operators mation. Fortunately, Matlab provides a mechanism to gen-
(like those for string manipulation, forward/backward erate GUIs by using the so-called guide (GUI development
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environment). This feature is not commonly available in
many other CAS so far. Although its implementation re-
quires - for complex interfaces - a high level of expertise,
it allows end-users to deal with the toolbox with a minimal
knowledge and input, thus facilitating its use and dissemi-
nation.
Based on the previous discussion, a GUI for the already-
generated toolbox has been implemented. Figure 1 shows
an example of a typical window. It allows an effective use
of powerful interface tools designed according to the type of
values being displayed (e.g., drop-down menu for a choice
list, radio buttons for boolean options, text boxes for dis-
playing messages, dialog boxes for input/output user inter-
action, etc.) In general, functions associated with each topic
under analysis have been grouped and arranged in a rectan-
gular area with an indicative title on the top, such as: fixed
point analysis, bifurcation diagram, Lyapunov exponents,
cobweb plot and phase space graph (see Figure 1 and sub-
sequent description in Section 3). Additional functionalities
have been provided in hidden menus or in separate windows
which can be invoked at will if needed so as to keep the
main window streamlined and uncluttered. For instance, all
graphical output is displayed in separate windows so that
the information is better organized and “flows” in a natural
and intuitive way. As a result, this GUI presents an interface
which is both aesthetic and very functional to the user.
Figure 2. Fixed points and their stability for
the logistic map
2.2. Implementation Issues
323
Figure 3. Bifurcation diagram of the logistic Figure 4. Close up of Fig. 3 on the interval
map on the interval (0, 4) (3.5, 4)
324
Figure 6. Bifurcation diagram of the Mandel-
brot map on the interval (−2, 0)
325
bifurcation diagrams associated with this map, which are
obtained from two different initial conditions for the sys-
tem variable, namely x0 = 0.5 (top) and x0 = −0.5 (bot-
tom). As the reader can see, there are two missing branches
of the period-4 orbits in each diagram, so both pictures are
complementary each other.
Another interesting one-dimensional system is the
Singer map, described by:
xn+1 = (1 − µ)xn + µx3n . (4) • δ < 0: this value is characteristic of dissipative or non-
conservative systems. Such systems exhibit asymp-
rThis system has two fixed points of the form x1,2 = totic stability; the more negative the exponent, the
µ−1 greater the stability. Superstable fixed points and su-
± , meaning that there is no single value to display perstable periodic points have a Lyapunov exponent of
3µ
the whole bifurcation diagram. Figure 7 displays the two δ = −∞.
326
Figure 10. Cobweb plot of the logistic map
for different values of the parameter: (top-
bottom, left-right): λ = 2.5; λ = 3.235; λ =
3.57; λ = 4
initial point for the system variable and the interval for the
system parameter. Other settings such as the number of it-
erations used for the calculation are internally handled at
the core of the numerical toolbox, according to a prescribed
error, which can be changed at will. Figure 9(top) depictes
the Lyapunov exponent of the logistic map for the system
parameter on the interval (0, 4). Comparison of this picture
with Figure 3 shows that negative values for the LE are an
indication of regular behavior, while positive values are as-
sociated with chaotic motion. Note also that the LE tends
Figure 9. (top) Lyapunov exponent of the lo- to −∞ for λ = 2 meaning the existence of a superstable
gistic map on the interval (0, 4); (bottom) fixed point. Figure 9(bottom) shows a magnification of the
close up on the interval (3.2, 4) figure on top for the interval (3.2, 4). We can see that the
LE is positive for λ > λc except by the existence of some
periodic windows, thus explaining very well the phenomena
previously observed in the bifurcation diagram.
• δ = 0: The orbit is a neutral fixed point (or an even-
tually fixed point). A Lyapunov exponent of zero in- 3.4. Cobweb Plot
dicates that the system is in some sort of steady state
mode. A physical system with this exponent is conser-
A cobweb plot is a graphical procedure especially suited
vative. Such systems exhibit Lyapunov stability.
to analyze the qualitative behaviour of one-dimensional iter-
• δ > 0: The orbit is unstable and chaotic. Nearby ated functions. Cobweb plots are useful because they allow
points, no matter how close, will diverge to any arbi- to determine the long-term evolution of an initial condition
trary separation. All neighborhoods in the phase space under repeated application of a map. Algorithmically, the
will eventually be visited. These points are said to be plot consists of a diagonal line y = x and a curve represent-
unstable. Although the system is deterministic, there ing the map y = f (x). To visualize the behaviour of the
is no order to the orbit that ensues. system from an initial point x0 for a given parameter value,
the following steps are to be applied:
Our program allows us to compute the Lyapunov expo-
nents in a very easy way; the initial input is given by the 1. Find the point on the function curve with an x-
327
Figure 11. Cobweb plot of the Singer map for
Figure 12. (left-right) 1D, 2D and 3D phase
µ=1
space graph of the systems: (top) logistic
map for λ = 4; (middle) cubic map for λ = 4;
(bottom) Singer map for µ = 1.07
coordinate of x0 . This leads to the coordinates
(x0 , f (x0 )).
2. Plot horizontally across from this point to the diagonal 3.5. Phase Space Graph
line. This yields the coordinates (f (x0 ), f (x0 )).
A very powerful strategy to analyze chaotic systems is
3. Plot vertically from the point on the diagonal to the
to use the so-called phase space graph. By this we mean
function curve. The coordinates (f (x0 ), f (f (x0 ))) are
a collection of pictures associated with the orbit of a given
hereby returned.
point x0 and embedded into different n-dimensional spaces.
4. Repeat from step 2 until reaching a prescribed amount For n = 1 we get the signal of the orbit, i.e. the sequence
of iterations. of iterates {xn }n over the time. Such sequence is usually
called the time series. For n = 2 the graph is obtained by
Figure 10 shows a matrix of four cobweb plots for the representing the sequence of iterates {xn+1 } vs. {xn }, for
logistic map and as many initial conditions. The first one, n = 3, we represent the sequence of iterates {xn+2 } vs.
for λ = 2.5 (top-left), displays an inward spiral leading to a {xn+1 } and {xn } and so on.
stable fixed point (conversely, an unstable fixed point corre- Figure 12 uses the phase space graph to analyze the
sponds to an outward spiral). A period-2 orbit is represented chaotic behavior of three discrete systems: the logistic map
by a rectangle, like in Fig. 10 (top-right) with λ = 3.235. (1) for λ = 4 (top), the cubic map (4) for λ = 4 (mid-
Greater period cycles produce further, more complex closed dle) and the Singer map (5), for µ = 1.07 (bottom). Left
loops. A chaotic orbit would show a “filled out” area, indi- column in Figure 12 shows the corresponding time series.
cating an infinite number of non-repeating values. Figs. 10 These pictures illustrate perfectly how the chaotic behavior
(bottom) show two cases of chaotic orbits, for λ = 3.57 looks like.
(left) λ = 4 (right). Note that the filled area is larger in the As shown in Section 3.3, a characteristic of chaos is that
second case, as shown in Fig. 4, where the filled vertical chaotic systems exhibit a great sensitivity to initial condi-
line of the diagram increases on the interval (0, 1) as the tions. A common source of such sensitivity to initial con-
parameter goes to 4 from the left. ditions is that the map represents a repeated folding and
Figure 11 depicts the cobweb plot of the Singer map for stretching of the space on which it is defined. For instance,
µ = 1. At this parameter value, the system stabilizes in a for the logistic map, the n = 2 phase space graph, rep-
periodic orbit (see also Fig. 8). However, the behavior of resented in Fig. 12(top,middle), gives a two-dimensional
this system strongly relies on our choice of the initial point phase diagram of the logistic map showing the quadratic
for the system variable, so other periodic behaviors for the curve of the difference equation (1). Similarly, central col-
same system parameter can also be obtained. umn of Fig. 12 displays the structure of the cubic curve and
328
the quartic curve in middle and bottom rows, respectively.
We can also embed the same sequence in a three- Acknowledgments
dimensional phase space, in order to investigate the deeper This research has been supported by the Computer Science
structure of the map. Fig. 12(top,right), demonstrates this, National Program of the Spanish Ministry of Education and
showing how initially nearby points begin to diverge, partic- Science, Project Ref. #TIN2006-13615 and the University
ularly in those regions corresponding to the steeper sections of Cantabria.
of the plot. Note also the complicated structure of the cu-
bic and Singer maps, given by the right column of Fig. 12,
middle and bottom respectively. References
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