New indicators of chaos

Piotr Wa
_
z
Department of Nuclear Medicine, Medical University of Gdansk, Tuwima 15, 80-210 Gdansk, Poland
a r t i c l e i n f o
Keywords:
Hyperchaos
Chaos
Indicators of chaos
Nonlinear differential equations
a b s t r a c t
An algorithm which allows to recognize whether the evolution of the system is periodic,
chaotic or hyperchaotic is proposed. Minimum length orbit is introduced. Its behavior
depends on the kind of solution. The calculations are presented for the Hnon map, for
the damped driven pendulum, for the Rssler system, and for the hyperchaotic Qi system.
2013 Elsevier Inc. All rights reserved.
1. Introduction
A deterministic system can evolve in a way which, in the long term, is unpredictable. The analysis of this kind of evolution
is the objective of the theory of chaos. Applications of this theory include physics, bioinformatics, biomedicine, meteorology,
chemistry, sociology, astrophysics, engineering, economy. An excellent review of the history of the concepts underlying the-
ory of chaos, from the 17th century to the last decade, has been given by Christophe Letellier in his book Chaos in nature
[1].
Though a large number of different kinds of indicators of chaos may be found in the literature [213] in some areas of
science some newand simple concepts are still needed. For example, in order to analyze the motion of the planetary systems,
indicators of chaos which could utilize in a simple way the data derived from astronomical observations are of a great impor-
tance [14,15]. In this area the control of chaotic systems by time-series analysis [16,17] may be particularly useful. To this
family of the indicators of chaos one can assign a simple method based on the statistical properties of the time-series re-
cently formulated by us [18,19].
This kind of studies is continued in the present work. A simple algorithm for the calculation of a value referred to as the
minimum length orbit is introduced. It is shown that it behaves differently for different kinds of solutions. The studies are
performed for four systems. In particular, an analysis of the properties of the recently introduced hyperchaotic Qi system
[20] are considered. Studies on hyperchaos, which may appear in at least four-dimensional autonomous systems is a subject
of many investigations in science and engineering [2128]. Hyperchaotic systems are characterized by more than one posi-
tive Lyapunov exponent. Generally, hyperchaos is more disordered than the ordinary chaos and the new indicator is ex-
pected to reveal also this property (see subsequent sections).
2. Method
Let us consider a dynamical system. Its evolution, described by n time-series x
j
(t); j = 1; 2; . . . ; n, corresponds to a trajec-
tory in the appropriate n-dimensional space. Let us assume that the time-series is subject of experimental measurements on
a set of L values of time: s
1
; s
2
; . . . ; s
L
. The aim is to construct an algorithm which allows to recognize whether the measured
evolution of the system is periodic, chaotic or hyperchaotic. The periodic motion is by denition self-similar over sufciently
large intervals of time. This means overlapping of the trajectories, and as a consequence a nal shape of the trajectory (i.e.
0096-3003/$ - see front matter 2013 Elsevier Inc. All rights reserved.
http://dx.doi.org/10.1016/j.amc.2013.08.095
E-mail address: phwaz@gumed.edu.pl
Applied Mathematics and Computation 227 (2014) 449455
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orbit) is a closed curve. Then, the sum of the intervals between the points in the n-dimensional space (the length of the orbit)
never exceeds a certain value. In the case of chaos and hyperchaos such a limitation does not exist. The algorithm con-
structed is based on this observation.
Let X(s
i
) be a point in the n-dimensional space:
X(s
i
) = x
1
(s
i
); x
2
(s
i
); . . . ; x
n
(s
i
) : (1)
Let us split the set of points
S
L
= X(s
i
)
L
i=1
; (2)
to K subsets
S
N
1
S
N
2
S
N
K
= S
L
; (3)
with
S
N
k
= X(s
i
)
N
k
i=1
: (4)
Now let us construct the minimum length orbit D
k
in S
N
k
. Let us dene the interval between a and b in S
N
k
D
a;b
k
=
X
n
j=1
x
j
(s
a
) x
j
(s
b
)

2
" #
1=2
: (5)
Let us start to calculate the length of the orbit at X(s
y
0
) = X(s
1
). Then we nd the closest point X(s
y
1
) to the previous one
(X(s
y
0
)) and calculate
D
y
0
;y
1
k
= min
iy
0
D
y
0
;i
k
n o
: (6)
The consecutive point, X(s
y
2
), is obtained in a similar way
D
y
1
;sy
2
k
= min
iy
0
;y
1
D
y
1
;i
k
n o
: (7)
The minimum length orbit is dened as
D
k
=
X
N
k
1
i=1
D
y
(i1)
;y
i
k
: (8)

X(
1
)

X(
2
)

X(
3
)

X(
4
)

X(
5
)

X(
6
)

X(
7
)

X(
12
)

X(
13
)

X(
14
)

X(
8
)

X(
9
)

X(
10
)

X(
11
)
(b)
orbit

X(
1
)

X(
2
)

X(
3
)

X(
4
)

X(
5
)

X(
6
)

X(
7
)
(a) orbit
Fig. 1. A model example of the periodic orbit for n = 2, K = 2. Panel (a): Minimum length orbit D
1
. Panel (b): Minimum length orbit D
2
.
450 P. Wa _ z / Applied Mathematics and Computation 227 (2014) 449455
As we shall see, the behavior of the sequence D
k
; k = 1; 2; . . . ; K is different in periodic, chaotic and hyperchaotic cases.
Let us consider a simple model example of a periodic orbit in 2D for N
k
= 7k (Fig. 1). For k = 1 the procedure of the cal-
culation of the minimum length orbit D
1
starts at X(s
1
). The closest point to X(s
1
) is X(s
7
). The appropriate intervals are cal-
culated and compared (Fig. 1(a)):
D
1;7
1
< D
1;i
1
; i = 2; 3; 4; 5; 6;
D
7;6
1
< D
7;i
1
; i = 2; 3; 4; 5;
D
6;5
1
< D
6;i
1
; i = 2; 3; 4;
D
5;2
1
< D
5;i
1
; i = 3; 4;
D
2;3
1
< D
2;4
1
:
The last interval in Eq. (8) is D
3;4
1
. As a consequence, the minimum length orbit is
D
1
= D
1;7
1
D
7;6
1
D
6;5
1
D
5;2
1
D
2;3
1
D
3;4
1
:
Since the number of points is very small, the minimum length orbit is determined with a low precision. In particular the
interval D
5;2
1
generates an error. For k = 2 (Fig. 1(b)) the orbit is covered by larger number of points which belong to S
14
and
S
7
S
14
. The integration of equations of motion is performed for a longer time. New points X(s
8
); X(s
9
), . . .X(s
14
) are added
and they are located in between the points belonging to S
7
.
The minimum length orbit D
2
starts at X(s
1
). The closest point to X(s
1
) is X(s
8
). The steps of the algorithm (Eqs. (5)(8))
are shown in Table 1. The intervals shown in the left column of the table are the nal components of D
2
(Eq. (8)). The appro-
priate intervals add to form the minimum length orbit D
2
, as it is shown in Fig. 1(b). Let us note that the minimum length
orbit is not closed. For example, in the case presented in Fig. 1(b) the number of intervals is N
2
1 = 13 (cf. Eq. (8)) and D
14;1
2
does not belong to the orbit.
The density of points increases with increasing k and the minimum length orbit
D
2
= D
1;8
2
D
8;9
2
D
9;2
2
D
2;3
2
D
3;4
2
D
4;10
2
D
10;5
2
D
5;11
2
D
11;6
2
D
6;12
2
D
12;13
2
D
13;7
2
D
7;14
2
is determined more precisely. Relative to D
1
; D
2
is closer to the real length of the orbit (see Fig. 1).
The theory can be also applied to discrete systems. In a discrete case a point in the n-dimensional space (Eq. (1)) is dened
as
X
i
= (x
1
)
i
; (x
2
)
i
; . . . ; (x
n
)
i

;
where i = 1; 2; . . . L and the algorithm is similar as for the continuous systems.
Table 1
Model example of the calculations of D
2
.
Final intervals Search for the intervals (Eqs. (5)(7))
D
1;8
2
D
1;8
2
< D
1;i
2
, i = 2,3,4,5,6,7,9,10,11,12,13,14
D
8;9
2
D
8;9
2
< D
8;i
2
, i = 2,3,4,5,6,7,10,11,12,13,14
D
9;2
2
D
9;2
2
< D
9;i
2
, i = 3,4,5,6,7,10,11,12,13,14
D
2;3
2
D
2;3
2
< D
2;i
2
, i = 4,5,6,7,10,11,12,13,14
D
3;4
2
D
3;4
2
< D
3;i
2
, i = 5,6,7,10,11,12,13,14
D
4;10
2
D
4;10
2
< D
4;i
2
, i = 5,6,7,11,12,13,14
D
10;5
2
D
10;5
2
< D
10;i
2
, i = 6,7,11,12,13,14
D
5;11
2
D
5;11
2
< D
5;i
2
, i = 6,7,12,13,14
D
11;6
2
D
11;6
2
< D
11;i
2
, i = 7,12,13,14
D
6;12
2
D
6;12
2
< D
6;i
2
, i = 7,13,14
D
12;13
2
D
12;13
2
< D
12;i
2
, i = 7,14
D
13;7
2
D
13;7
2
< D
13;14
2
D
7;14
2
Table 2
Parameters in the linear approximations to D
k
for periodic (P), and chaotic (C) solutions for the Hnon map. The notation c(d) stands for c 10
d
.
g q r
P 1.03 2.56(18) 3.15(0)
C 1.4 1.05(3) 22.7(0)
P. Wa _ z / Applied Mathematics and Computation 227 (2014) 449455 451
As we shall see, in the periodic cases D
k
reaches quickly a constant value while in the chaotic and hyperchaotic ones it
increases with increasing k, where k = 1; 2; . . . ; K. Since the degree of disorder is the largest in hyperchaotic cases, also D
k
is larger for the hyperchaos than for the ordinary chaos. Then, the behavior of D
k
may be used as a simple indicator of chaos.
Several examples are discussed in the next section.
3. Results and discussion
The behavior of D
k
is illustrated on several representative examples of different kinds of dynamical systems:
v Discrete systems
2D Hnon map [29]
(x
1
)
i1
= 1 g(x
1
)
2
i
0:3(x
2
)
i
(x
2
)
i1
= (x
1
)
i
)
: (9)
Table 3
Parameters in the linear approximations to D
k
for periodic (P), chaotic (C), and hyperchaotic (H) solutions. The notation c(d) stands for c 10
d
.
System
DDP RO QS
g q r g q r g q r
P 1.07 2.42(6) 1.02(+2) 4 1.28(5) 4.06(+1) 0.1 1.15(4) 1.63(+3)
1.47 7.05(4) 1.26(+2) 6 2.33(6) 1.14(+2) 0.45 1.31(4) 3.58(+3)
C 1.15 4.89(2) 2.60(+2) 13 8.59(2) 8.80(+2) 2.15 5.23(0) 2.18(+4)
1.50 5.57(2) 2.96(+2) 18 2.29(1) 1.26(+3) 13 2.02(+1) 4.85(+4)
H 23 2.54(+1) 6.58(+4)
26 2.67(+1) 7.35(+4)
0
9
18
27
36
0 2000 4000 6000 8000 10000
D
k
N
k
D
k
=qN
k
+r
g=1.4 chaos
g=1.03
Fig. 2. D
k
for the Hnon map.
0
300
600
900
0 2000 4000 6000 8000 10000
D
k
N
k
D
k
=qN
k
+r
g=1.15 chaos
g=1.50 chaos
g=1.07
g=1.47
Fig. 3. D
k
for the damped driven pendulum.
452 P. Wa _ z / Applied Mathematics and Computation 227 (2014) 449455
0
1300
2600
3900
0 2000 4000 6000 8000 10000
D
k
N
k
D
k
=qN
k
+r
g=18 chaos
g=13 chaos
g=4
g=6
Fig. 4. D
k
for the Rssler system.
0
100000
200000
300000
0 2000 4000 6000 8000 10000
D
k
N
k
D
k
=qN
k
+r
g=26 hyperchaos
g=23 hyperchaos
g=2.15 chaos
g=13 chaos
g=0.1
g=0.45
Fig. 5. D
k
for the Qi system.
55
85
115
145
0 2000 4000 6000 8000 10000
D
k
N
k
30
60
90
120
0 2000 4000 6000 8000 10000
D
k
N
k
1000
2000
3000
4000
0 2000 4000 6000 8000 10000
D
k
N
k
Fig. 6. D
k
for the periodic solutions for the damped driven pendulum (top), for the Rssler system (middle), and for the Qi system (bottom).
P. Wa _ z / Applied Mathematics and Computation 227 (2014) 449455 453
v Continuous systems
3D Damped Driven Pendulum (DDP) [30]
_
x
1
= x
1
=2 sinx
2
g cos x
3
_
x
2
= x
1
_
x
3
= 2=3
9
>
=
>
;
; (10)
3D Rssler Oscillator (RO) [31]
_
x
1
= x
2
x
3
_
x
2
= x
1
x
2
=10
_
x
3
= 1=10 x
3
(x
1
g)
9
>
=
>
;
; (11)
4D Hyperchaotic Qi System (QS) [20]
_
x
1
= 50(x
2
x
1
) x
2
x
3
_
x
2
= g(x
1
x
2
) x
1
x
3
_
x
3
= 13x
3
33x
4
x
1
x
2
_
x
4
= 8x
4
30x
3
x
1
x
2
9
>
>
>
=
>
>
>
;
: (12)
In these examples the experimental measurements have been replaced by the results of numerical calculations. The equa-
tions of the motion for all the systems have been solved in discrete sets of points and the sequences D
k
have been con-
structed accordingly. Depending on the value of g the solutions are periodic, chaotic and, in the case of QS, also
hyperchaotic. The values of g for which calculations were performed are collected in Tables 2 and 3. In all cases the differ-
ential equations have been solved numerically with L = 10000.
For the continuous systems, the main part of the numerical integration code constitutes procedure RA15 [32] and the
time sequences s
i

L
i=1
with a step s
i1
s
i
= 0:1, and s
1
= 0:1 have been taken.
The number of points in the k-th subset is equal to N
k
= 100k, where k = 1; 2; . . . K and K = 100. In particular for the larg-
est subset N
K
= L = 10000 and for the smallest one N
1
= 100. Figs. 25 show D
k
as functions of the number of points N
k
for
the Hnon map (Fig. 2), for the damped driven pendulum (Fig. 3), for the Rssler system (Fig. 4), and for the Qi system
(Fig. 5). The distinction between periodic, chaotic, and hyperchaotic systems is clearly seen. In periodic cases D
k
is small
and approximately constant. For chaos D
k
increases and is signicantly larger than in the periodic cases (Figs. 25). For
hyperchaos in Qi system one can observe further increase of D
k
its values for hyperchaos are larger than for chaos
(Fig. 5). For the periodic cases enlargements of Figs. 35 are displayed in Fig. 6. As one can see, for the Rssler and for the
Qi systems the constant asymptotic values of D
k
are reached after several steps; for the damped driven pendulum D
k
stabi-
lizes around N
k
= 3000.
For sufciently large N
k
the behavior of D
k
is approximately linear. The coefcients of the least square t
D
k
= qN
k
r; (13)
obtained for 3000 6 N
k
6 10000 are collected in Tables 2 and 3. As one should expect, the smallest values of q and r corre-
spond to the periodic solutions and the largest to the hyperchaotic ones.
Summarizing, the presented algorithm is simple and it facilitates a convenient classication of the solutions. The new
estimators D
k
behave in a different way for different kinds of the solutions. In particular, for the periodic cases D
k
is constant.
Appendix A. Supplementary data
Supplementary data associated with this article can be found, in the online version, at http://dx.doi.org/10.1016/
j.amc.2013.08.095.
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