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Deterministic Chaos
Branislav K. Nikoli
caoz
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
dx1
= F ( x1 , x2 , , xn )
dt
dx2
= F ( x1 , x2 , , xn ) set of points ( x1 , x2 , , xn ) is phase space
dt
x1 (t ), x2 (t ), , xn (t )] is trajectory or flow
[
dxN
= F ( x1 , x2 , , xn )
dt
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PHYS 460/660: Introduction to deterministic chaos
d
d
ml 2 + c
+ mg sin = A cos(D t + )
dt
dt
First step for computational approach
convert ODE into a dimensionless form:
d
d
+q
+ sin = f 0 cos(D t + )
dt
dt
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PHYS 460/660: Introduction to deterministic chaos
( x, t ) coordinates via:
t = Tt
x = Lx
dx L dx
=
dt T dt
d x T
L
f Lx , x , Tt ; parameters
=
2
dt
L
T
and choose L and T (natural length and time scale of the system),
so that parameter dependence is simplest (i.e., wherever possible
the prefactors should be 1).
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Example:
T= L g
d
T
g
sin + sin = 0
2 =
dt
L
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d
d
+q
+ sin = f 0 cos(D t )
dt
dt
Non-linear term: sin
Three dynamic variables: , ,t
d x1
= f 0 c o s x 3 s i n x 2 q x1
d
x1 =
dt
dt
dx2
= x1
x2 =
dt
x3 = D t
d x3
dt = D
q, f 0 , D
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f0 = 1.35
f0 = 1.45
f0 = 1.47
f0 = 1.50
f0 = 1.48
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PHYS 460/660: Introduction to deterministic chaos
Poincar Section
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PHYS 460/660: Introduction to deterministic chaos
Pn +1 = f P ( Pn )
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PHYS 460/660: Introduction to deterministic chaos
f0 = 1.48
f0 = 1.07
f0 = 1.50
f0 = 1.15
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PHYS 460/660: Introduction to deterministic chaos
Fractal Nature of
Strange Attractors
Gosper:
Koch:
box:
Sierpinski:
Mandelbrot:
The prototypical example for a fractal in nature is the length of a coastline measured
with different length rulers. The shorter the ruler, the longer the length measured, a
What is Dimension?
Capacity dimension of a line and square:
N
1
2 L/2
N
1 L
4 L/2
4 L/4
ln N ( )
N ( ) = d d =
, 1
ln1
L
8 L/8
16 L/4
2n
22n L/2n
L/2n
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PHYS 460/660: Introduction to deterministic chaos
N ( )
D0
N ( ) =
N ( ) = 2
N ( ) =
2
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Non-Trivial Examples:
Cantor Set and Koch Curve
The Cantor set is produced as follows:
N
1
1/3
1/9
8 1/27
ln 2
1
n
ln 2 ln 31
2 boxes of size = N ( ) =
D0 =
= 0.576 < 1
ln 3
3
D0 =
ln 4
ln 3
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Mandelbrots conjecture: Radial crosssections of Saturn's rings are fat Cantor sets.
V ( ) V
d D
1)
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PHYS 460/660: Introduction to deterministic chaos
Lyapunov Exponents
The fractional dimension of a chaotic attractor is a result of the
extreme sensitivity to initial conditions.
Lyapunov exponents are a measure of the average rate of
divergence of neighboring trajectories on an attractor.
Consider a small sphere in phase space containing initial
conditions after a short time the sphere will evolve into an
ellipsoid:
e1t
e2t
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D 0 = 2 1 2
PHYS 460/660: Introduction to deterministic chaos
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Kolmogorov Entropy
Interpretation: Measures amount of information required to specify
trajectory of a system in the phase space.
Alternatively Interpretation: Measures rate at which initial
information about the state of the system in phase space is washed
out!
Regular
x
Random
Chaotic
t
Ncell =1K ln Ncell = 0
t
Ncell = e K ln Ncell =
Ncell K
t
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Transient: typical
initial conditions from
the fractal basin
boundary (Cantor
filaments) result in
finite time chaotic
behavior lasts for
finite time while the
system is approaching
attractors
Permanent: Hierarchically
nested pattern of chaotic
bands (fat fractals) and
regular island there are no
attractors (due to
conservation of energy and
phase space volume) - instead
the appearance of regular or
chaotic motion strongly
depends on the initial
conditions and the total
energy.
KAM
Transient: Chaotic
scattering where
motion starting from
specific initial
conditions (Cantor
clouds) is irregular in a
finite region of space in
which significant forces
act.
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Logistic Map
The logistic map describes a simpler system
that exhibits similar chaotic behavior
Can be used to model population growth:
xn = xn 1 (1 xn 1 )
For some values of , x tends to a fixed point,
for other values, x oscillates between two
points (period doubling) and for other values, x
becomes chaotic.
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PHYS 460/660: Introduction to deterministic chaos
n -1
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Bifurcation Diagrams
Bifurcation: a change in the number of solutions to a
differential equation when a parameter is varied
To observe bifurcation in damped driven pendulum, plot
long term values of , at a fixed value of Dt mod 2 as
a function of the force term f0
If periodic single value
Periodic with two solutions (left or right moving)
2 values
Period doubling double the number
The onset of chaos is often seen as a result of
successive period doublings...
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PHYS 460/660: Introduction to deterministic chaos
xn
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
Feigenbaum Number
The ratio of spacings between consecutive values of at
the bifurcations approaches a universal constant the
Feigenbaum number.
n n 1
F n F n 1
= lim
=
lim
0 .4 6 6 9
n
n F
n +1 n
n +1 Fn
n
d
n+1 = n t 2 sinn + qn fD sin t
2
= sin q + fD sin t
dt
n+1 =n +tn+1
d
=
= , = 0
dt
0
0 2
i t
2
x ( ) =
C ( ) =
x ( t ) dt P ( ) =| x ( ) |
[( x (t ) x ) ( x (t + ) x ) ] dt
0
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos
2. Autocorrelation
function decays
fast to zero
3. Power spectrum
displays wide continuum
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PHYS 460/660: Introduction to deterministic chaos
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PHYS 460/660: Introduction to deterministic chaos