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Chaos and Fractals

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You are on page 1of 67

Frederick H. Willeboordse

http://staff.science.nus.edu.sg/~frederik

SP211 !ecture Series: S"#posiu# $$$% Februar" &% 2''1

(oda")s Progra#

Part 1: Chaos and Fractals are ubiquitous

- a few examples

Part 2: Understanding Chaos and Fractals

- Some heor!

- Some "ands-on #pplications

Part $: Food for hought

Part 1: * fe+ e,a#ples ..

(he +orld is full of Chaos and Fractals-

(he +eather can be: ...chaotic

(he ocean can be: ...chaotic

.ur li/es can be: ...chaotic

.ur brains can be: ...chaotic

.ur coffee can be: ...chaotic

%

e

l

l

&

Chaos and Fractals in Ph"sics

(he #otion of the planets is chaotic. $n fact% e/en the sun% earth

#oon s"ste# cannot be sol/ed anal"ticall"-

'n fact( the roots of Chaos theor! go bac) to Poincare who disco*ered

+strange, propertied when tr!ing to sol*e the sun( earth moon s!stem

at the end of the 1-

th

centur!

Chaos and Fractals in Ph"sics

(in Cr"stals

.olten tin solidifies in

a pattern of tree-

shaped cr!stals called

dendrites as it cools

under controlled

circumstances/

From: ipler( Ph!sics for

Scientists and 0ngineers( 1

th

0dition

Chaos and Fractals in Ph"sics

Sno+flake

he hexagonal s!mmetr!

of a snowfla)e arises

from a hexagonal

s!mmetr! in its lattice of

h!drogen and ox!gen

atoms/

From: ipler( Ph!sics for

Scientists and 0ngineers( 1

th

0dition

# nice example of how a simple

underl!ing s!mmetr! can lead to

a complex structure

Chaos and Fractals in Ph"sics

(he red spot on 0upiter.

Can such a spot sur*i*e in a chaotic en*ironment2

Chaos in and Fractals Ph"sics

*n e,peri#ent b" S+inne" et al

3ne of the great successes of

experimental chaos studies/

# spot is reproduced/

4ote: these are false colors/

Chaos and Fractals in Che#istr"

1elu2o/34habotinski reaction

%a*es representing the

concentration of a certain

chemical5s6/

hese can assume man! patterns

and can also be chaotic

Chaos and Fractals in 5eolog"

Satellite $#age of a 6i/er

7elta

Chaos and Fractals in 1iolog"

7elicious-

7roccoli 8omanesco is a

cross between 7roccoli

and Cauliflower/

Chaos and Fractals in 1iolog"

1roccoli 6o#anesco

Chaos and Fractals in 1iolog"

Would +e be ali/e +ithout Chaos8

he *enous and arterial

s!stem of a )idne!

Chaos and Fractals in Paleontolog"

Would +e be here +ithout Chaos8

0*olutionar! trees as cones of

increasing di*ersit!/ From

+%onderful 9ife, b! Stephen :a!

;ould who disagrees with this

picture 5that doesn,t matter as

with regards to illustrating our

point6/

Chaos and Fractals in Paleontolog"

6eplicate and 9odif"

7uilt from similar

modified segments2

Chaos and Fractals in Paleontolog"

Would +e be ali/e +ithout Chaos8

's there a relation

to stretch and

fold2

Si#ple8 Co#ple,8

Si#ple

Co#ple,

(he pheno#ena #entioned on the pre/ious slide are /er"

if not e,tre#el" co#ple,. Ho+ can +e e/er understand

the#8

Chaos and Fractals can be generated +ith +hat appear to

be al#ost tri/ial #athe#atical for#ulas:

r! to write an

equation for this/

x

n1

1 x

n

2

<ou could ha*e done this in :C

8ight=22

Part 2:

;nderstanding Chaos and

Fractals

$n order to understand +hat<s going on% let us

ha/e a /er" brief look at +hat Chaos and

Fractals are.

Chaos

Fractal

Chaos

*re chaotic s"ste#s al+a"s chaotic8

What is Chaos8

Chaos is often a #ore =catch"< na#e for non3linear

d"na#ics.

>o- 5enerall" speaking% #an" researchers +ill call a

s"ste# chaotic if it can be chaotic for certain para#eters.

>!namics ? 5roughl!6 the time e*olution

of a s!stem/

4on-linear ? 5roughl!6 the graph

of the function is not a straight line/

Parameter ? 5roughl!6 a constant in an equation/ 0/g/ the slope of

a line/ his parameter can be ad@usted/

Chaos

Chaos

(r" it-

What is Chaos8

AuiB: Can ' ma)e a croissant with more than 1C,DDD

la!ers in $ minutes2

Chaos

Chaos

Sensiti/e dependence on initial conditions

What is Chaos8

(he ke" to understanding Chaos is the concept of stretch

and fold. .r : 7anish Pastr"/Chinese >oodles

(+o close b" points al+a"s separate "et sta" in the sa#e

/olu#e. $nside a la"er% t+o points +ill separate% but% due

the folding% +hen cutting through la"ers% the" +ill also sta"

close.

AuiB-answer: Can ' ma)e a croissant with more than 1C,DDD

la!ers in $ minutes2 E <es: stretch and fold= 3r perhaps '

should sa! )need and roll /

Chaos

(he 1utterfl" ?ffect

Sensiti/e dependence on initial conditions is +hat ga/e the

+orld the butterfl" effect.

Chaos

(he 1utterfl" ?ffect

Sensiti/e dependence on initial conditions is +hat ga/e the

+orld the butterfl" effect.

Chaos

he butterfl! effect describes the notion

that the flapping of the wings of a

butterfl! can +cause, a t!phoon at the

other side of the world/

"ow2 %e saw with the stretch and fold Chinese 4oodleF>anish Pastr! example( where the

distance between two points doubles each time( that a small distanceFdifference can grow

extremel! quic)l!/

>ue to the sensiti*e dependence on initial conditions in non-linear s!stems 5of which the

weather is one6( the small disturbance caused b! the butterfl! 5where we consider the

disturbance to be the difference with the +no-butterfl!, situation6 in a similar wa! can grow to

become a storm/

!ogistic 9ap

(he logistic #ap can be defined

as:

x

n1

1 x

n

2

!ooks si#ple enough to #e- What could be

difficult about this8

!et)s see +hat happens +hen +e increase

the para#eter alpha fro# ' to 2.

Chaos

$teration

$teration is @ust like our 7anish Pastr"/Chinese

>oodles.

$n #ath it #eans that "ou start +ith a certain

/alue Agi/en b" "ouB calculate the result and

then use this result as the starting /alue of a

ne,t calculation.

2

n 1 n

Gx 1 x =

+

2

2 $

Gx 1 x =

2

1 2

Gx 1 x =

2

D 1

Gx 1 x =

gi*en

Chaos

!ogistic 9ap

(he so3called bifurcation diagra#

x

n1

1 x

n

2

Plot 2''

successi/e

/alues of ,

for e/er"

/alue of

*s the nonlinearit"

increases +e so#eti#es

encounter chaos

Chaos

!ogistic 9ap

What)s so special about this8

!et)s ha/e a closer look.

!et)s enlarge

this area

Chaos

!ogistic 9ap

He"- (his looks al#ost the sa#e-

!et)s tr" this again...

Chaos

!ogistic 9ap

!et)s enlarge a #uch s#aller area-

>o+ let)s

enlarge this

area

Hard to see%

isn)t it8

Chaos

!ogistic 9ap

(he sa#e again-

Chaos

!ogistic 9ap

$ndeed% the log#ap repeats itself o/er

and o/er again at e/er s#aller scales

What)s #ore%

this beha/iour

+as found to be

uni/ersal-

Ces% there)s a fractal hidden in here.

Chaos

Chaos and 6ando#ness

Chaos is >.( rando#ness though it can look

prett" rando#.

Chaos

9et us ha*e a loo) at two time series:

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

#nd anal!Be these with some standard methods

>ata: >r/ C/ ing

Chaos and 6ando#ness

Chaos

Power spectra

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

D 1DDD 2DDD $DDD 1DDD CDDD

1C

1D

C

D

C

frequenc!

Power

Spectrum

D 1DDD 2DDD $DDD 1DDD CDDD

2D

1C

1D

C

D

C

frequenc!

Power

Spectrum

4o qualitati*e

differences=

Chaos and 6ando#ness

Chaos

"istograms

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

4o qualitati*e

differences=

Chaos and 6ando#ness

Chaos

#utocorrelation Functions

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

-0.4

-0.3

-0.2

-0.1

0

0.1

0.2

0 20 40 60 80 100 120 140

-0.2

-0.15

-0.1

-0.05

0

0.05

0.1

0.15

0 20 40 60 80 100 120 140

4o qualitati*e

differences=

Chaos and 6ando#ness

Well these t+o look prett" #uch the sa#e.

Chaos

9et us consider 1 options:

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

%hat do !ou thin)2

#: he! are both Chaotic

7: 8ed is Chaotic and 7lue is 8andom

C: 7lue is 8andom and 8ed is Chaotic

>: he! are both 8andom

Chaotic22

8andom222

Chaotic22

Chaotic2

2

Chaotic22

Chaotic22

8andom222

8andom222

8andom222

Chaos and 6ando#ness

Chaos

8eturn map 5plot x

n+1

versus x

n

)

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0 50 100 150 200 250 300 350 400

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

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

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

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

x

n+1

= 1/1 - x

2

n

+ D/$ y

n

y

n+1

= x

n

%hite 4oise

"enon .ap

>eterministic

4on->eterministic

8ed is Chaotic and 7lue is 8andom= #s we can see from the return map/

Fractals

What are Fractals8

Aroughl"B a fractal is a self3si#ilar geo#etrical ob@ect +ith a

fractal di#ension.

self-similar ? when !ou loo) at a

part( it @ust loo)s li)e the whole/

Fractal dimension ? the dimension of the ob@ect is not an integer li)e

1 or 2( but something li)e D/H$/ 5we,ll get bac) to what this means a

little later6/

Fractals

Fractals

(he Cantor Set

a)e a line and remo*e the middle third( repeat

this ad infinitum for the resulting lines/

his is the construction of the

set=

he set itself is the result of

this construction/

Fractals

8emo*e middle third

hen remo*e middle third of what remains

#nd so on ad infinitum

Fractals

Fractal 7i#ension

9et us first loo) at a regular line and a regular square

and see what happens when we cop! the these and then

paste them at 1F$ of their original siBe/

%e see that our original ob@ect

contains $ of the reduced pieces/

%e see that our original ob@ect

contains - of the reduced pieces/

#pparentl!( we ha*e:

D

s

a

1

=

s

a

D

I of pieces

8eduction factor

>imension

Fractals

Fractals

Fractal 7i#ension

4ow let us loo) at the Cantor set:

his time we see that our original ob@ect

contains onl! 2 of the reduced pieces=

'f we fill this into our

formula we obtain:

D

s

a

1

=

3riginal

8educed Cop!

( )

D

$ F 1

1

2 =

H$D- / D $ log F 2 log = = D

# fractal dimension//

Strictl!( this @ust one of

se*eral fractal dimensions(

namel! the self-similarit!

dimension/

Fractals

Fractals

(he 9andelbrot Set

his set is defined as the collection of points c in the

complex plane that does not escape to infinit! for the

equation:

c z z

n n

+ =

+

2

1

4ote: he actual .andelbrot set are

@ust the blac) points in the middle=

#ll the colored points escape 5but

after different numbers of iterations6/

Fractals

Fractals

(he 9andelbrot Set

>oes this loo) li)e the logistic map2 't should===

1

1 1

2

1

+ =

+ n n

z

c

z

c

a)e B to be real( di*ide both sides b! c(

c z z

n n

+ =

+

2

1

then substitute

n n

z

c

x

1

=

1

2

1

+ =

+ n n

cx x

>efining: c =

(

to obtain

/

we find the logistic map from before

2

n 1 n

Gx 1 x =

+

Fractals

Fractals

(he 9andelbrot Set

he .adelbrot set is strictl! spea)ing not self-similar in

the same wa! as the Cantor set/ 't is quasi-self-similar

5the copies of the whole are not exactl! the same6/

"ere are some nice pictures from:

http:FFwww/geocities/comFCapeCana*eralF2JC1F

%hat ',d li)e to illustrate here is not so much that fractals can be

used to generate beautiful pictures( but that a simple non-linear

equation can be incredibl! complex/

Fractals

Fractals

(he 9andelbrot Set

4ext( Boom into this

#rea/

Fractals

Fractals

(he 9andelbrot Set

4ext( Boom into this

#rea/

Fractals

(he 9andelbrot Set

4ext( Boom into this

#rea/

Fractals

(he 9andelbrot Set

Fractals

Chaos and Fractals

Ho+ do the" relate8

Fractals often occur in chaotic s"ste#s but the the t+o are

not the sa#e- >either of the" necessaril" i#pl" each other.

# fractal is a geometric ob@ect

8oughl!:

Chaos is a ynamica! attribute

9et us ha*e a loo) at the logistic map again/

Chaos and Fractals

Ho+ do the" relate8 3D >ot directl"-

'n the *ertical direction we

ha*e the points on the orbit

for a certain *alue of /

his orbit is chaotic(

but if we loo) at the

distribution( it is

definiti*el! not fractal/

't approximatel! loo)s

li)e this

-1 *alue of x K1

p

r

o

b

a

b

i

l

i

t

!

Self Similar( ad

infinitum/ his can be used to

generate a fractal/

Coupled 9aps 3Wh" on )earth)

;ni/ersalit"

Si#plicit"

(he logistic #ap has sho+n us

the po+er of uni/ersalit". $t is

hoped that this uni/ersalit" is also

rele/ant for Coupled 9aps.

Coupled 9aps are the si#plest

spatiall" e,tended chaotic s"ste#

+ith a continuous state A,3/alueB

# short detour into m! research/

Chaos

Coupled 9aps 3What the" are

(he coupled #ap discussed here is si#pl" an

arra" of logistic #aps. (he for#ula appears

#ore co#plicated than it is.

.r in other +ords:

x

n

i 1 " x

n

i

2

" x

n

i1 " x

n

i1

f is the logistic map

1

2

2

fA B f( ) fA B (i#e n

(i#e nE1

Chaos

Coupled 9aps 3Pheno#enolog"

Patterns +ith Finks

Fro2en 6ando# Patterns

Pattern Selection

(ra/elling Wa/es

Spatio3te#poral Chaos

?/en though coupled #aps are conceptuall" /er" si#ple% the"

displa" a stunning /ariet" of pheno#ena.

Chaos

Coupled .ap ha*e so-called

Uni*ersalit! classes/ 't is hoped

that these either represent essential

real world phenomena or that the!

can lead us to a deeper

understanding of real world

phenomena/

Pattern +ith Finks

>o Chaos: lattice sites are attracted to the periodic orbits of the

single logistic #ap.

Chaos

Fro2en 6ando# Pattern

Parts of the lattice are chaotic and parts of the lattice are periodic.

(he d"na#ics is do#inated b" the band structure of the logistic

#ap.

Chaos

Pattern Selection

?/en though the nonlinearit" has increased and the logistic #ap is

chaotic for =1.7% the lattice is entirel" periodic.

Chaos

(ra/elling Wa/es

(he coupled #ap lattice is s"##etric% "et here +e see a

tra/elling +a/e. (his d"na#ical beha/iour is highl" non3

tri/ial-

Chaos

Spatio3(e#poral Chaos

.f course +e ha/e spatio3te#poral chaos too. >o order to be found

here ... or 888 . >o% despite the +a" it looks% this is far fro# rando#-

Chaos

9" Guasi3logo

>o+ +e can guess +hat it #eans

(he logistic #ap% the

building block of the

coupled #ap lattice

(he bifurcation

diagra#% the source

of co#ple,it"

* coupled #ap

lattice +ith tra/elling

do#ain +alls% chaos

and orderl" +a/es

(he strength of the

non3linearit"

(he strength of the coupling

Chaos

Si#ple8 Co#ple,8

;ni/ersalit"

Ho+ do these t+o see#ingl" contradictor" aspects relate8

(he stud" of Chaos sho+s that si#plicit" and co#ple,it"

can be related b" considering uni/ersal properties of

si#ple iterati/e processes.

$t +as disco/ered that certain essential properties of

chaotic s"ste#s are uni/ersal. (his allo+s us to stud" a

si#ple s"ste# and dra+ conclusion for a co#ple, s"ste#

%e can now come bac) to the question posed pre*iousl!

$teration

8epeat a 5simple but non-linear6 recipe o*er and o*er again

;nderstanding Chaos and Fractals

So#e applications/hands3on de#onstrations

Chinese 4oodles

>ouble Pendulum

Lideo Feedbac)

Part H:

Food for (hought

.ore Coffee=

5Scientists at wor) 6

Chaos in 1iolog"

?/olution8

6eplicate and 9odif" I What does that #ean8

's the human bod! a fractal2

Could it be that fractals hold the )e! to how so much

information can be stored in >4#2

!ife8

's the fact that Chaos +can, loo) li)e randomness essential for

life2

Could it be that chaos is an +optimiBation algorithm, for life in

an unstable en*ironment2

Chaos in Ph"sics

1ut- Juantu# 9echanics is a linear science-

Stunningl" co##on at the #acroscopic le/el

$t +as disco/ered that certain essential properties of

chaotic s"ste#s are uni/ersal. (his allo+s us to stud" a

si#ple s"ste# and dra+ conclusion for a co#ple, s"ste#

linear

non-linear

Chaos in 9eteorolog"

What are the i#plications of the butterfl" effect for the

prediction of +eather8

Sunn!2

8ain!2

Perhaps it,s up

in the clouds

Chaos and Philosoph"

5ood3b"e8

7eter#inis#

Classical Aand in a sense also Juantu# Ph"sicsB see#s to

i#pl" that the +orld is deter#inistic. $f +e @ust had the

super3eGuation% +e could predict the future e,actl". $n

essence% there is not freedo# of the #ind.

Can non3linear science contribute to the discussion on

deter#inis# /ersus free +ill8

Conclusion

*l#ost e/er"thing in our +orld is chaotic% "et

order is also e/er"+here.

;nderstanding this dichoto#" is a fabulous

challenge.

(he stud" of Chaos can help us on our +a".

Chaos is fun-

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