Chaos, Fractal Geometry, Measuring chaos

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Chaos, Fractal Geometry, Measuring chaos

© All Rights Reserved

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Analysis

Technology)

College of Engineering and

Management Punnapra

divi.lekha@gmail.com

Contents

Introductio

n

Chaos

Mile stones

Attractors

Fractal

Geometry

Measuring

Chaos

Lyapunov

Exponent

Entropy

Dimensions

Directions

Introduction

Only Chaos Existed in the

beginning

Creation came out of

chaos, is surrounded by

chaos and will end in

chaos

Chaos - Definition

Chaos is apparently

noisy, aperiodic longterm behavior in a

deterministic system

that exhibits sensitive

dependence on initial

conditions.

Mile Stones

1890 Henri Poincare non-periodic

orbits while studying three body

problem

1927 - Van der Pol - observed chaos

in radio circuit.

1960 Edward Lorenz - Butterfly

effect

1975 Li, Yorke coined the term

chaos; Mandelbrot The Fractal

Geometry of Nature

Attractors

An attractor is a set of points

to which a dynamical system

evolves after a long enough

time.

Can be a cycle, point or torus

attractors.

Point Attractor

Cycle Attractor

Torus Attractor

Strange Attractor

An attractor is strange if it

has non-integer dimension.

Attractor of chaotic dynamics.

Act strangely, once the

system is on the attractor ,

the nearby states diverge

from each other exponentially

fast.

Term coined by David Ruelle

and Floris Takens.

Strange Attractor

(E.g.)

Lorenz

Attractor

Neither steady

state nor

periodic.

The output

always stayed

on a curve, a

Fractal Geometry

Geometry of fractal

dimensions.

Has self similarity.

Can be explained by a

simple iterative formula.

Bifurcation diagram,

Lorenz Attractor

Some Fractals

Measures of Chaos

chaos

To distinguish chaotic

behavior from noisy behavior.

To determine the variables

required to model the

dynamics of the system.

To sort systems into

universality classes.

To understand the changes in

the dynamical behavior of the

Types of measures

2 types

1. Dynamic (time

dependence) measures

- Lyapunov Exponent

- Kolmogorov Entropy

2.

Geometric measures

- Fractal Dimension

- Correlation Dimension

Lyapunov

Exponent()

Measure of divergence of

near by trajectories.

For a chaotic system, the

divergence is exponential

in time.

=

(x ) /N

Value

Zero - Systems trajectory

is periodic.

Negative - Systems

trajectory is stable

periodic.

Positive - Systems

trajectory is chaotic.

Entropy

A measure of the time rate of

creation of information as a

chaotic orbit evolves.

Shannon Entropy (S) gives

the amount of uncertainty

concerning the outcome of a

Sphenomenon

= Pi ln(1/

0<=S<=ln

P )r ; r no.

i

Entropy

Kolmogorov Sinai Entropy

rate (Kn) Rate of change of

entropy as system evolves.

Kn = 1/(Sn+1 S n)

Entropy

Avg. Kn = lim

1/N (Sn+1 -

Sn)

= lim N 1/N[SN S0]

By complete definition of K-S

Entropy,

Kn = lim

lim

lim

S0]

L0

1/N[SN

Geometric Measures

Focuses on the geometric

aspects of the attractors.

Dimensionality of an

attractor gives the actual

degrees of freedom for the

system.

1. Fractal Dimension

2. Correlation Dimension

Fractal Dimension

Dimensionality is the

minimum number of variables

needed to describe the state

of the system.

Chaotic systems are of non

integer dimension, i.e. fractal

dimension.

Strange attractor.

Measured by box-counting

counting

Boxes of side length R to

cover the space occupied by

the object.

Count the minimum number

of boxes, N(R) needed to

contain all the points of the

geometric object.

- Db

N(R)

=

lim

kR

;k Box counting

, Db.

R 0 dimension

constant

counting

Db = -lim

R0

log N(R)/log R

For a line segment of length L, Db

=1

For a surface length L, Db = 1

Correlation

Dimension (Dc )

A simpler approach to

determination of dimension

using correlation sum.

Uses trajectory points

directly.

Number of trajectory points

lying within the distance, R of

point i = Ni(R)

Relative number of points ,

Correlation

Dimension (Dc )

C(R) = zero, No chaos.

C(R) = one, Absolute chaos.

Directions

Chaos theory in many scientific

disciplines: mathematics,

biology, computer science,

economics, engineering, finance,

philosophy, physics, politics,

population dynamics,

psychology, and robotics.

Chaos theory in ecology - show

how population growth under

density dependence can lead to

chaotic dynamics.

Directions

Quantum Chaos - interdisciplinary

branch of physics which arose

from the modeling of

quantum/wave phenomenon with

classical models which exhibited

chaos.

Fractal research - Fractal Image

Compression, Fractal Music

References

Chaos and nonlinear dynamic- Robert.C.Hiborn

Chaos Theory: A Brief Introduction

http://www.imho.com/grae/chaos/chaos.html

A Sound Of Thunder

http://www.urbanhonking.com/universe/2006/09/a_sound_of_thunder

.html

Chaos Theory http://www.genetologisch-onderzoek.nl/wp-content

Chaotic Systems

http://dept.physics.upenn.edu/courses/gladney/mathphys/subsectio

n3_2_5.html

Math and Real Life: a Brief Introduction to Fractional Dimensions

http://www.imho.com/grae/chaos/fraction.html

Wikipedia

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