9.

Chaos Theory
Chaos Theory
!

Chaotic behavior of non linear deterministic dynamic systems

Christoph Traxler

Chaos Theory
!

Henri Poincare (1890) studied the stability of the solar system Chaos in the orbital motion of 3 bodies A little bit later: Discovery of chaos in turbulent flow (Ruelle, Takens, Swinney)

Christoph Traxler

9.1

9. Chaos Theory
Chaos Theory
!

Major impacts of the scientific world view:

! Einsteins theory of general relativity has

changed the conception of time, space and gravity ! Quantum mechanics has changed the conception of matter and energy ! Chaos theory has changed the conception of predictability and the universal validity of natural laws

Christoph Traxler

Chaos Theory
!

Former conception of chaos:

! Chaos and order have long been viewed as

antagonistic in the sciences ! Natural laws (Newton, Kepler, ...) represent the domain of order ! Chaos was understood as a different state of nature where natural laws are not valid

Christoph Traxler

9.2

9. Chaos Theory
Chaos Theory
!

Natural systems seem to have no difficulty to switch from one state into the other:
! Laminar flow ! Regular heart beat ! Steady movement ! Predictability

n n beat n n

Turbulent flow Fibrillating heart Erratic movement Unpredictability

Christoph Traxler

Chaos Theory
!

Traditional approach: Reductionism

! Decomposition of a system into single parts ! Investigation of the single parts

! !

The system is the sum of its parts Not practicable for the investigation of dynamic systems

Christoph Traxler

9.3

9. Chaos Theory
Chaos Theory
!

Modern approach: Holism

! The system is investigated in its entirety ! The behavior of the system depends on

complex interactions of its single parts ! It is inadmissible to neglect non linear feedback ! The system is more than the sum of its parts

Christoph Traxler

Chaos Theory
!

Common method: Linearization behavior of the system

not always admissible
investigation
8

very difficult non linear dynamic system

linear approximation
Christoph Traxler

linearization

behavior of the approximation

9.4

9. Chaos Theory
Chaos Theory
!

Usual method to proof validation of a theory:

! Make plenty of observations ! Compare it with the theoretical predictions

With chaos the butterfly effect invalidates the results, - they will vary widely because of even the slightest observation errors

Christoph Traxler

Chaos Theory
!

The most important questions:

! How can the notion of chaos be made

more precise ? ! What are the signs of chaos ? ! How can they be measured ? ! Under which conditions does a system drift into a chaotic state ?

Christoph Traxler

10

9.5

9. Chaos Theory
Signs of Chaos
!

Def. (Devaney 1989): A dynamic system {X,f} is called chaotic if:

! {X,f} is transitive (mixing) ! {X,f} is sensitive (butterfly effect) ! The set of repelling periodic

points is dense in X

Christoph Traxler

11

The Quadratic Iterator

!

Verhulst model: Describes the population development of a species in time xn+1 = a xn (1-xn) xn ... population at time n a ... growth parameter which depends on ecological conditions Well known dynamic system with chaotic behavior
12

Christoph Traxler

9.6

9. Chaos Theory
The Quadratic Iterator
!

Long time behavior for growth parameter value a = 2.75 , stability:

The time series converges to one value for all starting points x0
13

Christoph Traxler

The Quadratic Iterator

!

Long time behavior for growth parameter value a = 4 , instability:

Christoph Traxler

14

9.7

9. Chaos Theory
Sensitivity
!

Orbits of nearby points move away from each other Errors are amplified and propagated

Christoph Traxler

15

Sensitivity
!

Error development for xn+1 = 4xn(1- xn), the two starting points only differ by 10-6

Christoph Traxler

16

9.8

9. Chaos Theory
Transitivity (Mixing)
! ! !

Non periodic orbits of {X,f} are ergodic An ergodic orbit densely covers X The orbit gets arbitrarily close to any other point of X Repelling periodic points and transitivity imply sensitivity

Christoph Traxler

17

Transitivity (Mixing)
!

An ergodic orbit for xn+1 = 4 xn(1- xn):

Christoph Traxler

18

9.9

9. Chaos Theory
Inheritance of Chaos
!

Given: {X,f} and {Y,g}, f and g are topological conjugate if f and g are continuous and if there is a homomorphism h: XY such that h(f(x)) = g(h(x)) , for all x X

If {X,f} is chaotic and f and g are topological conjugate then {Y,g} is chaotic, too

Christoph Traxler

19

Final State Diagram

! !

Shows route from order to chaos Examination of the long time behavior of a dynamic system {X,fa} Given: A function fa(x) with one maximum
! Calculate the time series for an interval of

parameter values ! Plot the last n points of the time series for each parameter value as final state

Christoph Traxler

20

9.10

9. Chaos Theory
Final State Diagram
!

Route from order to chaos

fa(x) = a x(1-x), a = 2.8 4

Christoph Traxler

21

Final State Diagram

!

Period doubling yields into chaos

fa(x) = a x(1-x), a = 2.8 4

1
Christoph Traxler

2
22

4 8 ...

3 ...

9.11

9. Chaos Theory
Feigenbaum Constant
!

Calculation of the limit ratio F of the distance between two successive bifurcation points:
F = lim an an 1 = 4.6692016091029... n a n +1 an

! !

F is called Feigenbaum constant It describes the entrance into chaos

Christoph Traxler

23

Zoom Into the Diagram

!

Self similar fractal

fa(x) = a x(1-x), a = 2.8 4

Christoph Traxler

24

9.12

9. Chaos Theory
Intermittency
!

Islands of order in chaos

fa(x) = a x(1-x), a = 2.8 4

! !

Intermittency windows All other periods (3n, 5n,) appear in intermittencies

25

Christoph Traxler

Universality
!

Final state diagrams and the Feigenbaum constant are universal for period doubling dynamic systems {X,fa} with:
! fa is a smooth function from [0,1] into R ! fa has a maximum at xm, which is

quadratic, i.e. fa(xm) 0 ! fa is monotone in [0,xm) and (xm,1] ! The Schwarzian derivative Sf(x) < 0 for all x [0,1]

Christoph Traxler

26

9.13

9. Chaos Theory
Universality
!

This class of dynamic systems have a similar bifurcation structure and the same Feigenbaum constant F Examples: fa(x) = x ea(1-x)
fa(x) = a x/(1+ax)5 fa(x) = a sinx fa(x) = a x2sinx

Christoph Traxler

27

Universality
!

The final state diagram for fa(x) = a sinx

Christoph Traxler

28

9.14

9. Chaos Theory
Universality
!

Period doubling in the Mandelbrot set:

! Parameter c varies along the real axis ! Bifurcations correspond to the period of

the periodic point of the Julia set that is generated for that parameter value ! Thus bifurcations occur at the seed points ! Intermittency Copy of the Mandelbrot set on the real axis

Christoph Traxler

29

Universality
Intermittency Copy of M
4 2

Period doubling

Christoph Traxler

30

9.15

9. Chaos Theory
Stretch & Fold
1 f(x) = 2x -2x+2 x 0.5 x > 0.5

0
! !

0.5

Simple model to get a chaotic system Stretch: Nearby points are moved away from each other sensitivity Fold: Contraction mapping finite attractor, mixing of points
31

Christoph Traxler

Henon Attractor
!

Michael Henon (1976), french astronom

! Movement of globular clusters ! Investigation of the orbits of globular

clusters around the center of gravity ! The energy of the entire system determines the relation between order and chaos

Christoph Traxler

32

9.16

9. Chaos Theory
Henon Attractor
!

Using Poincare maps:

! The orbits are intersected by a plane ! The trajectories of each orbit produce

a sequence of points onto the plane ! The Poincare map for the Henon Attractor can be described by h(x,y) = (y+1-ax2, bx) ! Combination of stretch, fold and flip

Christoph Traxler

33

Poincare Sections (Maps)

! !

Reduction of the problem by one dimension The set of intersection points gives information about:
! The chaotic behaviour ! Periodic orbits ! Period doubling

Christoph Traxler

34

9.17

9. Chaos Theory
Poincare Sections (Maps)

Christoph Traxler

35

Henon Attractor
!

Combination of stretch, fold and flip Area preserving fold: (x1,y1) (x,y+1-ax2)

Christoph Traxler

36

9.18

9. Chaos Theory
Henon Attractor
!

Combination of stretch, fold and flip Stretch: (x2,y2) (bx1,y1) Flip: (x3,y3) (y2,x2)

Christoph Traxler

37

Henon Attractor
!

Zoom

Christoph Traxler

38

9.19

9. Chaos Theory
Henon Attractor
!

! !

Strange attractor, which means that the attractor is a fractal If a = 1.4 and b = 0.3 dimension = 1.26 Variation of a and b dynamic behaviour changes in a complex way (bifurcations) Dynamics are not fully understood yet

Christoph Traxler

39

The Rssler Attractor

! !

Otto E. Rssler 1976 Elementary geometric construction of chaos in continuous systems System of differential equations: x = -(y + z) y = x + ay z = b + xz - cz nonlinear feedback

Christoph Traxler

40

9.20

9. Chaos Theory
The Rssler Attractor
!

For any initial coordinates (x0, y0, z0) the system defines a unique trajectory which is parametrized by time t Denoting its coordinates by (x(t), y(t), z(t)) for time t > 0 this means: x(t) = -(y(t) + z(t)) y(t) = x(t) + a y(t) z(t) = b + x(t)z(t) c z(t) x(0) = x0 y(0) = y0 z(0) = z0

Christoph Traxler

41

The Rssler Attractor

!

Usually it is hard or impossible to provide an explicit solution for nonlinear differential equations Using a numerical approximation, like Eulers method to solve x(t) = f(x(t)): xn+1 = xn + t f(xn)

One iteration step is called Euler step

Christoph Traxler

42

9.21

9. Chaos Theory
The Rssler Attractor
!

Approximative solution for Rsslers system: xn+1 = xn + t (-yn + zn) yn+1 = yn + t (xn + ayn) zn+1 = zn + t (b + xnzn - czn)
(x0, y0, z0) (x1, y1, z1) (x0, y0, z0) t

Approximation of the trajectory

43

Christoph Traxler

The Rssler Attractor

z x

Christoph Traxler

44

9.22

9. Chaos Theory
The Rssler Attractor
! !

! ! !

Fractal attractor strange attractor Thus the starting point for Eulers method can be choosen arbitrarely Simplified model of the Lorenz attractor Performs a stretch & fold operation Period doubling can be observed

Christoph Traxler

45

The Rssler Attractor

Christoph Traxler

46

9.23

9. Chaos Theory
The Rssler Attractor
!

Period doubling of periodic orbits for a = 0.2 b = 0.2 c = 2.5 9.0

Christoph Traxler

47

The Lorenz Attractor

! !

Edward Lorenz, meteorologist (MIT) Investigation of convection air currents (1963) Important for weather forecasting

heat
Christoph Traxler 48

more heat

9.24

9. Chaos Theory
The Lorenz Attractor
!

Simplified model for convection currents: x = (y-x) y = rx - y - xz z = xy bz The parameters depend on physical conditions of the experiment, Lorenz settings: = 10 r = 28 b = 8/3
49

Christoph Traxler

The Lorenz Attractor

!

Meaning of the variables:

! x - proportional to the itensity of convective

motion ! y - difference of the temperature between ascending and descending currents ! z - deviation from the linear temperature range in vertical direction

Christoph Traxler

50

9.25

9. Chaos Theory
The Lorenz Attractor z

y x
Christoph Traxler 51

The Lorenz Attractor

!

Properties:
! First strange attractor that was investigated ! Performs a stretch & split & merge process ! Fractal dimension for Lorenz settings: 2.06 ! Period doubling can be observed ! Tells us that a long time forecast of the

weather is impossible

Christoph Traxler

52

9.26

9. Chaos Theory
Quantitative Characterisation
!

How strange is an attractor ?

! Linearization of a system of nonlinear

differential equations with the Jacobian matrix ! The eigenvalues of the Jacobian matrix for a point p determine the local behaviour ! Ljapunov exponents characterize the global properties of an attractor

Christoph Traxler

53

Linearization
!

The Jacobian matrix for a system of 3 differential equations x = f(x,y,z), y = g(x,y,z), z = h(x,y,z) is defined by:
f x g J = x h x f y g y h y
54

f z g z h z

Christoph Traxler

9.27

9. Chaos Theory
Local Behaviour
!

The eigenvalues are defined by the equation: Det(J - I) = 0 where I denotes the unit matrix For a system of 3 differential equations there are 3 solutions 1, 2, 3 for any point (x,y,z)

Christoph Traxler

55

Local Behaviour
!

There are 3 eigenvectors c1, c2, c3 for each point of a trajectory which are defined by: Jci = ci ,i = 1...3 They define the direction of the greatest attraction or repulsion respectively The corresponding eigenvalues are the contraction or expansion factors

Christoph Traxler

56

9.28

9. Chaos Theory
Local Behaviour
!

Interpretation of the eigenvalues k = ak + ibk , k = 1...3

attracting point a 1, a 2, a 3 < 0 b 1, b 2, b 3 = 0

Christoph Traxler 57

repelling point a 1, a 2, a 3 > 0 b 1, b 2, b 3 = 0

Local Behaviour
!

Interpretation of the eigenvalues k = ak + ibk: saddle point negative & positive ak occure b 1, b 2, b 3 = 0 center ak = a l = 0 bk = -bl 0 ; k,l = 1...3, kl

Christoph Traxler

58

9.29

9. Chaos Theory
Local Behaviour
!

Interpretation of the eigenvalues k = ak + ibk: attracting focus ak = a l < 0 bk = -bl 0 ; k,l = 1...3, kl repelling focus ak = a l > 0 bk = -bl 0 ; k,l = 1...3, kl

Christoph Traxler

59

Local Behaviour
!

! !

If there are complex eigenvalues, then the eigenvector of the real eigenvalue defines the axis of rotation Eigenvalues and eigenvectors change continuously along trajectories Usually eigenvectors are not orthogonal Eigenvalues and Ljupanov exponents are related

Christoph Traxler

60

9.30

9. Chaos Theory
Visualizing Strange Attractors
!

Local behaviour Complex eigenvalues

Christoph Traxler

61

Ljapunov Exponents
!

An attractor pulls in neighboring points In a chaotic attractor nearby points diverge from each other Ljapunov exponents measure the averaged attraction and repulsion An attractor in n-dimensional space has n Ljapunov exponents, which are ordered 1 2 3 n
62

Christoph Traxler

9.31

9. Chaos Theory
Ljapunov Exponents
!

The largest exponent 1 is most important to check for chaos of a dynamic system e1 is the average factor by which an error is amplified (sensibility) What 1 tells about the trajectory of an attractor:
! 1 0 periodic trajectory (stable system) ! 1 > 0 ergodic trajectory (chaotic system)

Christoph Traxler

63

Ljapunov Exponents
!

Numerical computation of the largest exponent 1:

1) Initialization of the starting point p(0), the time interval and the error size
2) Calculate the perturbed point p~(0) 3) Iterate p(0) and p~(0) for time steps with the Jacobian and accumulate the logarithm of the distance |p() - p~()| 4) Renormalize the error vector to size

Christoph Traxler

64

9.32

9. Chaos Theory
Ljapunov Exponents
5) Go back to step 3 until N iterations have been performed 6) 1 average of the sum

P(0)
Christoph Traxler

P() P(2)
65

P(3)

Ljapunov Exponents
!

! !

The second exponent characterizes the average change of the distance between two points travelling along a trajectory Numerical computation with an error in the time domain: p~(0) = p(0 + ) The distance increases or decreases locally e1+ 2 is the average factor by which an area changes On average the distance remains constant in strange attractors, e2 = 1 2 = 0
66

Christoph Traxler

9.33

9. Chaos Theory
Ljapunov Exponents
!

e1+ 2 + 3 is the average factor by which a volume changes The third exponent can be estimated if the average volume contraction factor r is known Example Lorenz attractor: e1+ 2 + 3 = r , r 13.6666, 1 0.9, 2 = 0 3 -12.8 An attractor is strange if its Ljapunov spectrum has the form: (+, 0, -)
67

Christoph Traxler

Ljapunov Exponents
!

Error amplification Estimation of 1

Christoph Traxler

68

9.34

9. Chaos Theory
Ljapunov Exponents
!

Building up sweeps along a trajectory

Christoph Traxler

69

Ljapunov Diagrams
!

Visualise the behaviour of a dynamic system {X, f} depending on 2 parameters The x- and y-axis refers to a particular value range of these parameters Calculate 1 of {X, f} for the corresponding parameter values of each pixel The value of 1 is used to compute a colour (tranfer functions)

Christoph Traxler

70

9.35

9. Chaos Theory
Ljapunov Diagrams

Christoph Traxler

71

Ljapunov Diagrams

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72

9.36

9. Chaos Theory
Ljapunov Diagrams

Christoph Traxler

73

Ljapunov Diagrams

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74

9.37

9. Chaos Theory
Ljapunov Diagrams

Christoph Traxler

75

Measuring the Koch Curve

log3(u) scale 1 2 1 4 scale 1/3 log3(1/s)

d = log 3
scale 1/9

4 0.2691 3

Christoph Traxler

76

9.38

9. Chaos Theory
Self Similarity of Fractals
!

Scaling factors are characteristic for the decomposition of fractals into self similar parts
n= 1 sD D= log n log 1 s

n number of self similar pieces s scaling factor D self similarity dimension

Christoph Traxler 77

D=1+d

Box Counting Dimension DB

!

Simplification of Hausdorff-Besicovitch dimension DH Computation of DH is extremly hard and inpractible approximate DH Using regular grids with increasing resolutions to cover a set A and count non empty grid elements Plot the number of filled grid elements vs. grid resolution into a log/log diagram
78

Christoph Traxler

9.39

9. Chaos Theory
Box Counting Dimension DB
! ! ! ! !

Slope of the least-square line = DB Upper bound of DH: DH DB DB = DS for strict self similar structures DB is mostly used in all sciences DB does not reflect the distribution of points of an attractor No difference between densely filled boxes and sparsely filled ones

Christoph Traxler

79

Information Dimension DI
!

The information dimension DI considers the number of points of an attractror in each grid element The boxes are weighted according to how many times an orbit visits them Can be realized by counting pixels for each box during the approximation Lower bound for DB : DI DB

Christoph Traxler

80

9.40

9. Chaos Theory
Information Dimension DI
0.109 0.109 0.133 0.000 0.000 0.146 0.071 0.000 0.000 0.020
Christoph Traxler

0.000 0.166

0.121 0.050
81

0.076

0.000

Ljapunov Dimension DL
!

Given: the n Ljapunov exponents 1, 2, ...,n of an attractor in n-dimensional space DL = max {d > 0 |(d) 0} where (d) = 1 + 2 + ...+ d Kaplan-Yorke conjecture: DI = DL
(d) DL d

Christoph Traxler

82

9.41

9. Chaos Theory
Spectrum of Dimensions
!

Different dimensions are related to each other and can be embedded into a spectrum of dimensions A strange attractor with locally different dimension values has an inhomogeneous geometry and is called multifractal

Christoph Traxler

83

Misplaced Strange Attractor

!

Cube eaten by Lorenz attractor

Christoph Traxler

84

9.42

9. Chaos Theory
Links
!

Java applets for the quadratic iterator:

http://www.enm.bris.ac.uk/staff/hinke/courses/Chaos/ ! http://www.people.nnov.ru/fractal/MSet/real.htm
!

Strange attractors:
http://www.youtube.com/watch? v=QXf95_EKS6E&feature=related ! http://www.youtube.com/watch?v=m4TG4TBHZEc ! http://www.youtube.com/watch? v=FD2GdjWUkuc&feature=results_main&playnext=1&lis t=PL265226AC9B8AAD99 ! http://www.cg.tuwien.ac.at/research/vis/dynsys/
!

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9.43