PHYSICAL REVIEW A VOLUME 39, NUMBER 5 MARCH 1, 1989

Evolution of attractors in quasiperiodically forced systems:

From quasiperiodic to strange nonchaotic to chaotic

Mingzhou Ding, Celso Grebogi, and Edward Ott

Laboratory for Plasma Research, University of Maryland, College Park, Maryland 20742
(Received 15 September 1988)
As a model displaying typical features of two-frequency quasiperiodically forced systems, we dis-
cuss the circle map with quasiperiodic coupling. We present numerical and analytical evidence for
the existence of strange nonchaotic attractors, and we use examples to illustrate various types of
dynamical behavior that can arise in typical quasiperiodically forced systems. We investigate the
behavior of the system in the two-dimensional parameter plane of nonlinearity strength versus one
of the driving frequencies. We find that the set in this parameter plane for which the system exhib-
its strange nonchaotic attractors has Cantor-like structure and is enclosed between two critical
curves. One of these curves marks the transition from three-frequency quasiperiodic attractors to
strange nonchaotic attractors; the other marks the transition from strange nonchaotic attractors to
chaotic attractors. This suggests a possible route to chaos in two-frequency quasiperiodically forced
systems: (three-frequency quasiperiodicity) ~(strange nonchaotic behavior) ~(chaos).

I. INTRODUCTION where ~, and co& are incommensurate. If we sample the

system at time intervals corresponding to one of the driv-
Maps of a circle to itself are highly relevant models for ing frequencies, say, cu, t„=
2~n, we obtain a discrete map
understanding many interesting physical phenomena. for the variables $, 8=co2t and P=dP/dt. The form of
The most frequently studied of such maps is this discrete map is P„+,=F($„,8„,$„), P„+,
=G($„,8„,$„), 0„+ = [8„+2trco], where co=co2/co&.
= [P„+2m K+ V sing„],
&

tb„+ &
For not too small v much of the dynamics of (4) can be
modeled by neglecting the dependence of F on P„, in
where K and V are real parameters, and we henceforth which case the map has the same form as Eqs. (2) and (3).
use the square brackets to indicate that modulo 2~ of the It was shown in Ref. 3 that quasiperiodically forced
enclosed expression is taken. As K and V vary Eq. (1) ex- systems can exhibit strange nonchaotic attractors. These
hibits a wealth of nonlinear dynamical phenomena: attractors are not a finite set of points, or a smooth curve
chaotic attractors, mode locking, period-doubling cas- or surface, or a volume bounded by a piecewise smooth
cades, quasiperiodicity, intermittency, crisis, etc. Past closed surface. Hence they are strange geometrically.
work shows that simple models, such as Eq. (1), exhibit On the other hand, a typical orbit on a strange nonchaot-
features that are typical of more complex and realistic ic attractor has nonpositive Lyapunov exponents. There-
systems. fore, they are nonchaotic in the sense that they do not ex-
Our primary concern in this study is to understand hibit sensitive dependence on initial conditions. Accord-
how nonlinear systems respond to quasiperiodic forc- ing to the theory developed in Refs. 4 and 5 for first-order
ing. As a model to reveal typical features to be ex- differential equations, these attractors display distinct
pected in this case, we consider a generalization of Eq. Fourier spectral properties. The numerical experiments
(1), performed on both first- and second-order ordinary
differential equations confirm the theoretical predictions
P„+,=[/„+2mK+ Vsing„+C cos0„], for the Fourier spectra. Furthermore, studies in Refs.
3 —6 also showed that strange nonchaotic attractors ap-
8„+,= [0„+2~co], (3) pear to be typical for quasiperiodically forced systems.
By "typical" we mean that they occur on a positive mea-
where K, V, and C are three parameters and cu is irration- sure set in the parameter space. That is, if we pick a
al. In our numerical experiments we used the reciprocal point in the parameter space at random, the system has
of the golden mean for co, namely, co=(&5 —1)/2. To nonzero probability to yield such an attractor.
motivate the form used in Eqs. (2) and (3) consider a con- There are a variety of ways of characterizing attractors
tinuous time system which is quasiperiodically driven at in dynamical systems. Here we review some of them that
two incommensurate frequencies. Take the following we will be using in our study.
pendulum equation as a typical example: (i) Equations (2) and (3) have two Lyapunov exponents.
One of them, corresponding to Eq. (3) is always zero.
d2 (t) + v d di(t) +g sing( t) =F + G sin(co, t + a, ) The other corresponding to Eq. (2) is
A= lim—g n
ln~ 1+ Vcosttt, . (5)
+H sin(co2t+ccz), (4) n~oo n
~

39 2593 1989 The American Physical Society

2594 MINGZHOU DING, CELSO GREBOGI, AND EDWARD OTT 39

(ii) The winding number W for an orbit t P„] of Eq. (2)

TABLE I. Characterization of the K- V plane. (Two-
is defined as
frequency quasiperiodic attractors exist in all three regions. )

8'= lim
n 0 Lyapunov
~ n oo 277n Region Dynamical behavior exponent
For [8„],the winding number is always co. Physically, three-frequency quasiperiodic A=O
8 and are the average frequencies with which the orbit
co strange nonchaotic A&0
circles around in the P and 8 directions, respectively. chaotic A&0
(iii) Fourier spectra are calculated using a fast Fourier
transform (FFT) algorithm applied to the discrete se-
quence (s„]„":0 ', s„=h„P(P„},where P(P)=cosg and frequency quasiperiodic (A (0) or three frequency quasi-
h„=[1—cos(2~n/M)]/2. The multiplication by h„ is a periodic (A=O). The structure of the K-V plane in this
smoothing technique (the so-called method of leakage region is similar to that of the circle map Eq. (1) (cf. Sec.
reduction ) which eliminates spurious high-frequency II). Between the two critical curves is a region where A
features that would otherwise be introduced by the is always negative. We refer to this region as region 2.
effective sudden turn-on and turn-oF of the Fourier trans- Region 2 extends beyond V=1 and ends on the upper
form operation at the beginning and end of the data critical curve. In this region the system exhibits only
string. two-frequency quasiperiodic and strange nonchaotic at-
To explain the main results of this paper, we refer to tractors. Finally, the region above the upper critical
the K —V plane diagram shown in Fig. 1 [cf. Eqs. (2) and curve is referred as region 3. In this region we find only
(3) for the meanings of K and V]. The hatched areas in two-frequency quasiperiodic and chaotic attractors (cor-
the diagram indicate the set of parameter values for responding to blank areas with A)0). In Table I we
which the system exhibits negative Lyapunov exponents. summarize the results concerning the behavior of Eqs. (2)
According to the qualitatively different dynamical behav- and (3) on the K- V plane. Notice that the above partition
ior exhibited by Eqs. (2) and (3), Fig. 1 can be divided of the K-V plane diagram according to the different
into three regions. These three regions are separated dynamical behavior exhibited by the system indicates the
from each other by two critical curves. The meaning of importance of the existence of the two critical curves in
these curves is discussed below. Region 1 begins at V=O characterizing the evolution of attractors from three-
and extends up to the lower critical curve. We see that at frequency quasiperiodic to strange nonchaotic to chaotic.
V=O the tongues of hatched areas emerge and start to The organization of this paper is as follows. In Sec. II
widen as V is increased. These tongues apparently touch we give a brief review of the circle map Eq. (1), for com-
each other on a set of points which lie on the lower criti- parison with our work on Eqs. (2) and (3) emphasizing
cal curve. Note that this lower critical curve is below the the features introduced by quasiperiodic forcing. In Sec.
horizontal line V= 1 past which the system, Eqs. (2} and III we present numerical evidence supporting our main
(3), becomes noninvertible. Embedded between the conclusion as exemplified by our above discussion of Fig.
1 and Table I. In Sec. IV we present analytical results for
hatched tongues are areas where A is zero (blank). Cor-
responding to the hatched and blank areas in Region 1, the case of strong coupling. In Sec. V we discuss and
the attractors exhibited by the system are either two- summarize our conclusions.

II. REVIEW OF THE CIRCLE MAP

C = 0.6
I I I If we let V=O in Eq. (1), then the situation is simple.
l. 2 Region 3 The system exhibits either periodic or quasiperiodic
motions, depending on whether E is rational or irration-
i.o Region 2 al. Finite V introduces nonlinearity in the system and
causes the given periodic orbits to persist for a range of E
0.8 values. The result is the Arnold tongue structure of the
V K-V plane shown in Fig. 2. Inside each Arnold tongue,
0.6
Region I
there is an attracting periodic orbit and its winding num-
ber satisfies the mode-locking condition: 8'=m/n with
m and n being integers. Between the tongues the winding
0.2 number IV of Eq. (1) is irrational and the system exhibits
zero Lyapunov exponent and two-frequency quasiperiod-
0.0 I I I
ic motions (there are only two frequencies in this sytem).
O.O O. I 0.2 0.3 0.4 0.5 The Arnold tongues touch each other on the critical
K
curve V= l. Above this critical curve the tongues over-
FIG. 1. Diagram of the K- V plane showing the three regions lap and the system can display chaotic attractors.
separated by the two critical curves. In region 1, A is either The decoupled system, C=O in Eqs. (2) and (3), corre-
negative (hatched) or zero (blank); in region 2, A is always nega- sponds to the circle map with the phase space dimen-
tive; in region 3, A is either negative (hatched) or positive sionality increased from one to two by the addition of the
(blank) ~ 0 dynamics. This adds an additional frequency to the
39 EVOLUTION OF ATTRACTORS IN QUASIPERIODICALLY. . . 2595

C =0.0 Fig. 1 are A& —0. 00005, A)0. 00005, or —0.00005

I.O & A & 0. 00005. With the grid used we find no parameter
values in region 3 for which the system exhibits "zero"
0.8 Lyapunov exponents. Thus the set of parameter values
on which A=O apparently has zero measure in region 3.
We note that the two critical curves, upper and lower, are
drawn to indicate the existence of the partition of the K-
V plane into three regions, and these critical curves are
0.4 not uniquely determined based on our numerical data.
In Fig. 3 we plot W and A as functions of K for fixed V
0.2 and C in region 2 (the region of two-frequency quasi-
periodic and strange nonchaotic attractors). The orbit
0.0 I I
length used is 10 . The W versus K curve, Fig. 3(a), is ap-
0 0.
1 0.2 0.3 0.4 0.5 parently a "devil's staircase": a continuous nondecreas-
ing curve with a dense set of open intervals on which W
is constant and given by
FIG. 2. Diagram of the K-V plane for the circle map Eq. (1)
giving regions where A
(blank).
&0 (hatched) and regions where A=O 8'= rn
n
+ —,
1
n

where m, 1, and n are integers. Between these intervals

system. Thus, for the expanded system, C=0 in Eqs. (2) there is a Cantor set on which W increases with K. The
and (3), the tongues of Fig. 2 correspond to two- A versus K curve is given in Fig. 3(b), where all the
frequency quasiperiodic (rather than periodic) motions, Lyapunov exponents are negative. Since W is a continu-
and the regions between the tongues correspond to ous nondecreasing function of K, it certainly crosses the
three-frequency quasiperiodic (rather than two-frequency
quasiperiodic) motions. Hence, we may regard the region
in Fig. 2, V & 1, as analogous to region 1 of Fig. 1, while
the region with V) 1 (not shown in Fig. 2) is analogous C= 0.6 V= 1.0
to region 3. 0.18 I I I I

)
In the case of Eqs. (2) and (3) with C 0, the transition
from pure quasiperiodicity (6 =0) (region 1) to chaos (re-
gion 3) is mediated by the existence of a region where
strange nonchaotic attractors occur (region 2). Thus we
may think of this intermediate transition region (region 2)
as the main effect introduced by nonzero quasiperiodic W 0.17—
forcing. We shall see that the distance between the two
critical curves in Fig. 1 is a function of the quasiperiodic
coupling strength C, and that as C~O the two critical
curves approach each other and collapse onto V = 1 when
C =0. 0.16 (a)
0.215 0.219 0.223
III.
NUMERICAL RESULTS K
FOR THE QUASIPERIODICALLY FORCED CIRCLE MAP
As mentioned in Sec. I, there exist two critical curves C = 0.6 V= 1.0
in the K-V plane which delineate the transition between 0.00 I I

qualitatively different dynamical behavior. In this section

we present our numerical work supporting this and other
associated results, and we use examples to illustrate the
distinct characteristic properties of the different kinds of
attractors that can arise in typical quasiperiodically -O. I—
I

forced dynamical systems. We also present detailed argu-

ments on the existence of strange nonchaotic attractors in
terms of Lyapunov exponents and winding numbers.

A. Lyapunov exponents and winding numbers

-0.22
The K-V plane shown in Fig. 1 was obtained by taking 0.215 0.219 0.223
a grid with 320 values of K and 65 values of V; the orbit K
length varies from 10 to 6X10, depending on the con-
vergence of the Lyapunov exponents. The criteria for FIG. 3. Curves of (a) winding number ( W) vs K and (b)
negative, positive, or zero Lyapunov exponents used in Lyapunov exponent (A) vs K for C=0.6 and V = l.
2596 MINGZHOU DING, CELSO GREBOGI, AND EDWARD OTT 39

C = I. 2 V = 0.6I K = 0. 475 C = I.2 V = 06l K=0475 C=0.6 V = I.O K= 0.38

6.28, ~-, 6.28 I

1'

:
ji.:g.
tAP jc

C3
3.14—
Y

O
0

000
C. x w

I
, , Ill( 0.00
0.00 3.I4 6.28 O.O O. l 0.2 0.3 0.4 0. 5 0.00 3.I4
K/M
(a) (b) (c)

C =0.6 V= I. O K=0.38 C=06 V= 0 K=0. 2I6 C=0.6 V= I. O K = 0.2 6

---'-—
I I

0 I
0-t

-I
Y
(/)
(f)
U
& -2 2
Y
Y

O
O
j j.;''I:
.i!
:',
I
,I j:
U)

O
O -3-(

) /
~ ..
. . P, l~ 'l . I, i !P; . I("i

5 I 5 1

0 O. I 0.2 0.3 0.4 0.5 0.00 3.I4 6.08 0.0 O. I 0.2 Q. 3 Q.4 0.5
K/M 8 K/M
(d) (e) (&)

C= 06 V= I. 3 K =03 C = 0.6 V =1.3 K = 0.3

6.28 I

PF!.:-:.'.,'

2
qb 3. I4— a. p'

0 3

0.00
0.00 3.I4 6.28 0 OI Q. 2 0.3 0.4 0.5
8 K/M
(h)

FIG. 4. Phase space plots and frequency spectra corresponding to orbits on a three-frequency quasiperiodic attractor for C= 1.2,
V=0.61, and K=0.475 [(a) and (h)], a two-frequency quasiperiodic attractor for C=0.6, V= 1.0, and K=0.38 [(c) and (d)], a strange
nonchaotic attractor for C=0.6, V=1.0, and K=0.216 [(e) and (f)], and a chaotic attractor for C=0.6, V= 1.3, and K=0.3 [(g) and
(h)].
39 EVOLUTION OF ATTRACTORS IN QUASIPERIODICALLY. . . 2597

points where Eq. (7) does not hold. This combination of that after a large number of iterates X, a11 the orbits are
negative Lyapunov exponent and the irrational relation- attracted to a set of values P~, where i = 1,2, 3, . . . , P and
ship between 8, co, and 1 is the criterion for the existence P is the multiplicity of the function F. (ii) That Q=F(8)
of strange nonchaotic attractors. cannot be a continuous function follows from the fact
If we decouple Eq. (2) and Eq. (3) by letting C=0, the that the winding number 8' is irrationally related to 1
resulting system is the circle map [Eq. (2)] with an addi- and co. (iii) Finally, that Q=F(6) is discontinuous every-
tional dimension expanded by 0 and its corresponding where results from the fact that the map Eq. (3) is ergodic
frequency co. In this decoupled case, since the motion (so if F is discontinuous anywhere it is discontinous
along the P direction is not affected by the motion along everywhere). An example of a strange nonchaotic attrac-
the 8 direction, the mode-locking condition Eq. (7) tor and its corresponding frequency spectrum is given in
reduces to its subset where 8 =m/n and l =0. As we Figs. 4(e) and 4(f).
have already seen in Sec. II, this subset corresponds to Note that the spectrum of the two-frequency quasi-
the mode-locking condition of the circle map. Therefore, periodic attractor, Fig. 4(d), is concentrated on a small
on the K-V plane, nonzero quasiperiodic coupling in Eq. discrete set of frequencies, while the spectra of both the
(2), allowing nonzero l in Eq. (7), introduces more mode- three-frequency quasiperiodic [Fig. 4(b)] and strange non-
locking tongues than in the case of the circle map. (This chaotic attractors [Fig. 4(f)] apparently have compara-
may be the reason why the lower critical curve in Fig. 1 tively much richer harmonic content.
occurs below V=1 which is the only critical curve for It is interesting to note that the information dimension
the circle map. ) of strange nonchaotic attractors, as predicted by the
Kaplan-Yorke formula, ' is unity. However, as will be
B. Phase space plots and Fourier spectra shown in a future publication, ' there is evidence indicat-
ing that the capacity (box-counting) dimension is two for
For regions 1 and 2 the three distinct combinations of these attractors.
winding numbers [either satisfying Eq. (7) or not] and The three types of attractors discussed above can arise
Lyapunov exponents (either negative or zero) give rise to in quasiperiodically forced systems which do or do not al-
phase space plots and Fourier spectra with qualitatively low chaotic attractors to exist. In the case of Eqs. (2) and
di6'erent characteristics, as summarized in Table II.
(3), which we believe is typical of the quasiperiodically
In case 3 the three frequencies 8,
co, and 1 are irra- forced systems which allow chaotic attractors to exist,
tionally related and the Lyapunov exponents are zero; chaos (i.e. , A) 0) is the state the system might transit to
therefore the system exhibits three-frequency quasi- from strange nonchaotic attractors as a parameter is
periodic behavior. A typical orbit generates a smooth varied (e.g. , Vis increased so as to cross the upper critical
density of points densely filling the (8, $) plane as illus- curve). Figures 4(g) and 4(h) are examples of a chaotic at-
trated in Fig. 4(a). In Fig. 4(b) we plot the frequency tractor and its corresponding Fourier spectrum.
spectrum corresponding to the orbit shown in Fig. 4(a). The phase space plots in this section, Figs. 4(a), 4(c),
In case B the frequencies 8' co, and 1 are rationally re- 4(e), and 4(g), are generated by plotting long orbits
lated and the corresponding Lyapunov exponents are (N =4X 10 to 2X 10 ) in the (6, P) plane after discarding
negative, therefore the system exhibits two-frequency the initial 4000 iterates (to eliminate the effect of tran-
quasiperiodic attractors. The attractor in the (8, $) plane sients). The Fourier spectra, Figs. 4(b), 4(d), 4(I) and 4(h),
lies on a smooth multivalued curve. If we take in Eq. (7) are obtained by using an ff't algorithm (cf. Sec. I) with
I, n and m, n to be relatively prime integers, then n gives
the multiplicity of the curve in the P direction and I gives
the multiplicity of the curve in the t9 direction. An exam- IV. ANALYTICAL RESULTS FOR LARGE C
ple of a two-frequency quasiperiodic attractor is given in To gain insight for the case C && V, neglect the
Fig. 4(c), and in this case (n, 1, m ) = (1, —1, 1). Figure 4(d) "V sing„" term in Eq. (2). The result is
shows the frequency spectrum for the orbit in Fig. 4(c).
In case C the attractor is geometrically strange: It P„+, = [P„+2vrK+ C cos8„],
satisfies the functional relation Q=F(8). F can be a mul-
tivalued function. But F is discontinuous everywhere 6„+,= [8„+27rco] .
(hence strange). This can be verified in the following Since the average of [cos8„ I is zero the winding num-
way. (i) To verify the existence of the relationship ber 8' of Eq. (8) is
P=F(6) we initialize a large number of points at a single
initial 6 value but with diff'erent initial P values and find

TABLE II. Characteristics of attractors.

Case Winding number Lyapunov exponent Type of attractors Figures

W& —+ —
m
n
l
n
co three-frequency quasiperiodic 4{a) and 4(b)
W= —+—
m l
cu A&0 two-frequency quasiperiodic 4(c) and 4(d)
n n
W~ —+—
ml
co A&0 strange nonchaotic 4(e) and 4(f)
n n
2598 MINGZHOU DING, CELSO GREBOGI, AND EDWARD OTT 39

C= 6000.0 V =1.0 where the last step is arrived due to the fact that I P„) is
0.5 I I
uniformly distributed on [0, 2tr].
Performing the integral in Eq. (11) yields
—
In{2/[1+(I —V )' ]I, V~
A=' ln(V/2), V~ 1 .
1
(12)

W 025— Figure 5(b) shows the numerically computed A as a func-

tion of K for C=6000 and V=1. All points are concen-
trated near the value A = — 0.693 predicted by Eq. (12).
Finally for V) 2, Eq. (12) predicts A )
0. Indeed we
find for V) 2 and large C that the system Eqs. (2) and (3)
exhibits chaotic attractors. Therefore V=2 is the upper
0.0 I I
critical curve marking the transition from strange non-
O.O O. I 0.2 0.3 0.4 0.5
chaotic attractors to chaotic attractors for large C.
These results together with the discussion of Sec. II
C =6000.0 V= I.O suggest the following picture of what happens as the cou-
I I
pling C varies: For C~O the two critical curves collapse
onto the line V=1. As C increases they move apart and
region 2 enlarges. For C~~ the upper critical curve
approaches V = 2, while the lower critical curve ap-
proaches V=O, squeezing region 1 onto the V axis.

V. CONCLUSIONS

In this paper we discuss the existence of strange non-

chaotic attractors for the quasiperiodically forced circle
map Eqs. (2) and (3). Various numerical experiments are
performed to illustrate the different types of attractors
I I I

O. I 0.2 0.3 0.4 0.5 that can arise in typical quasiperiodically forced systems.
K The central result is that in the two-dimensional parame-
ter plane of K and V, the set for which the system Eqs. (2)
FIG. 5. Curves of (a) winding number (8') vs K and (b) and (3) exhibits strange nonchaotic attractors has
Lyapunov exponent (A) vs I( for C=6000 and V=1. Cantor-like structure and is embedded between two criti-
cal curves. One of these curves marks the transition from
three-frequency quasiperiodic attractors to strange non-
Figure 5(a) shows the W' versus K curve for the system of chaotic attractors; the other marks the transition from
Eqs. (2) and (3) with C=6000. All the points lie approxi- strange nonchaotic attractors to chaotic attractors. This
mately on the diagonal line 8'=K, as predicted by Eq. forms a possible route to chaos in two-frequency quasi-
(10). periodically forced dynamical systems, namely, (three-
In Eq. (5) if we use the orbit IP„ I obtained from Eq. (8) frequency quasiperiodicity) ~(strange nonchaotic
instead of the actual orbit I P„ I obtained from Eq. (2) we behavior) ~ (chaos).
get

A = lim —g n
In~ 1+ Vcosgk~ ACKNOWLEDGMENTS
n~co n
This work was supported by the U. S. Department of
Energy (Basic Energy Science) and the Office of Naval
2& f 0
ln ~
1+ V cosP d(t, ~

Research (Physics Division).

See, for example, P. Bak, T. Bohr, and M. H. Jensen, Phys. Scr. Qrebogi, Physica D 26, 277 (1987).
T9, 50 {1985). F. J. ROIIleiras and E. Ott, Phys. Rev. A. 35, 4404 (1987).
~J. P. Sethna and E. D. Siggia, Physica D 11, 193 (1984); S. Wig- 7E. O. Brigham, The Fast Fourier Transform (Prentice-Hall, En-
gins, Phys. Lett. A124, 138 (1987); K. R. Meyer and G. Sell glewood Cliffs, NJ, 1974).
{unpublished). sJ. Kaplan and J. A. Yorke, Functional Dt+erential Equations
3C. Grebogi, E. Ott, S. Pelikan, and J. A. Yorke, Physica D 13, and the Approximation of Fixed Points (Springer, Berlin.
261(1984). 1978), p. 288.
4A. Bondeson, E. Ott, and T. M. Antonsen, Phys. Rev. Lett. 55, J. D. Farmer, E. Ott, and J. A. Yorke, Physica D 7, 153 (1983).
2103 (1985). M. Ding, C. Grebogi, and E. Ott (unpublished).
5F. J. Romerais, A. Bondeson, E. Ott, T. M. Antonsen, and C.