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Chaos

Analysis

Divya Sindhu Lekha

Assistant Professor (Information


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

Need to quantify the


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

Fractal Dimension Box


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

Fractal Dimension Box


counting
Db = -lim

R0

log N(R)/log R

For a point in 2-D space, Db = 0


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 )

Correlation, C(R) = 1/N Pi(R)


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

Thank You