Introduction To Chaos
Introduction To Chaos
Introduction to Chaos
D. RONTANI* and D. S. CITRIN
[email protected]
School of Electrical and Computer Engineering
Georgia Institute of Technology
Atlanta, Georgia 30332-0250
and
Unité Mixte Internationale 2958 Georgia Tech-CNRS
Georgia Tech Lorraine
Metz Technopôle, 2 rue Marconi
57070 Metz, France
*Now at Department of Physics, Duke University, Durham, North Carolina
Outline
• Conclusion
CHAOS GROUP @ Georgia Tech
• Conclusion
SOME WORDS ON CHAOS
INTRODUCTION TO CHAOS THEORY
From B. Xu (UC Berkeley)
1975 -
T.-Y. Li and J. Yorke (UMD), introduced the word chaos in their
paper ‘‘Period three implies chaos’’.
‘‘THE BUTTERFLY EFFECT’’ BY LORENZ
INTRODUCTION TO CHAOS THEORY
On unpredictibility:
‘‘Does the flap of a butterfly’s wings in Brazil set off a tornado in Texas?’’ --Philip Merilees
▶
Epilogue
▶
Lorenz’s computer had a finite precision of 6 decimal places at the time.
▶
However, Lorenz entered initial conditions with a three-decimal-place precision,
considering the difference of 1 part in 1000 negligible.
▶
Notion of butterfly effect was born (aka SIC)
time series
▶
The ending?
▶
Asad ending? ‘‘In view of the inevitable inaccuracy and incompleteness of weather
observations, precise very long-range forecasting would seem to be non-existent.’ ’
▶
A
happy ending! Lorenz’s attractor, emblem of chaos theory, is born and with it a
whole new scientific field that is still very active today.
Dynamical Systems: Basic Quantites
INTRODUCTION TO CHAOS THEORY
For example:
For example the position of an electron as a function of time under the influence of
an electromagnetic field.
time series
Dynamical Systems: Visualizing Chaos
INTRODUCTION TO CHAOS THEORY
▶
Phase space: The space in which all possible states of a system are represented, with each
possible state of the system corresponding to one unique point in the phase space.
For mechanical systems, phase space usually consists of all possible values of position and
momentum variables.
Trajectory in phase space: Given an initial state (point) in phase space, that state
evolves in time. The trace of states over the course of that evolution (where time is
considered parametric) is a trajectory.
Dynamical Systems: Visualizing Chaos
INTRODUCTION TO CHAOS THEORY
Trajectory in phase space: Given an initial state in phase space, that state evolves in
time. The trace of states over the course of that evolution (where time is considered
parametric) is a trajectory.
Dynamical Systems: Visualizing Chaos
INTRODUCTION TO CHAOS THEORY
▶
Stroboscopic Map: For a dynamical system driven by a periodic force, we expect that
in the periodic regime, the period of a system should be related to the period of
external force. If T is the period of the external force, then system period will be nT,
where n is an integer. In the chaotic regime n tends to infinity. The number distinct
points (over a long period of time) plotted on a stroboscopic map indicates the
period of the system. Hence, in chaotic regimes the stroboscopic map tries to fill a
subset of phase space.
http://www.personal.psu.edu/users/s/a/saj169/Poincaremap/Htmlfiles/PoincareMapintro.html
Dynamical Systems: Visualizing Chaos
INTRODUCTION TO CHAOS THEORY
http://www.personal.psu.edu/users/s/a/saj169/Poincaremap/Htmlfiles/PoincareMapintro.html
Dynamical Systems: Visualizing Chaos
INTRODUCTION TO CHAOS THEORY
http://www.personal.psu.edu/users/s/a/saj169/Poincaremap/Htmlfiles/PoincareMapintro.html
Dynamical Systems: Visualizing Chaos
INTRODUCTION TO CHAOS THEORY
http://www.personal.psu.edu/users/s/a/saj169/Poincaremap/Htmlfiles/PoincareMapintro.html
Visualizing Chaos: Strange Attractors
INTRODUCTION TO CHAOS THEORY
Lorenz’s Model
▶
Ingredients
▶
Nonlinearity
Dimension (lower bound)
▶
y
y
Poincaré-Bendixon Theorem
Given a differential equation dx/dt = F(x) in the plane (2D).
Assume x(t) is a solution curve which stays in a bounded
region. Then either x(t) asymptotically converges to an
equilibrium point where F(x) = 0, or it converges to a
single periodic cycle.
x
x
▶
What if the assumptions are not satisfied?
Consider a system time-continuous, , and be sure to have the system’s state
dimension >2 (or a number of degree of freedom >2) and trajectories are bounded.
Adjust the system’s parameters (upcoming slides) and the result follows for large t.
▶
Notions of Bifurcations
▶
Definition: Qualitative change of the system’s dynamics under quasistatic
variations of a control parameter
▶
Many different bifurcations: saddle-node, Hopf, period doubling, torus...
S. Strogatz, Nonlinear ‘‘Dynamics and Chaos with application to physics, biology, chemistry and engineering’’, Perseus Book, (1994)
Visualizing Chaos: A Route to Chaos
INTRODUCTION TO CHAOS THEORY
Different evolutions for different value of a parameter:
a bifurcation
Limit Cycle (period 1)
diagram
Limit Cycle (period 2)
Different transitions between the different states...
A ‘‘Period-Doubling Route to Chaos’’
Steady State
Chaotic Attractor
Hopf Bifurcation
Period-doubling Bifurcation
destabilization of a steady Destabilization of a limit cycle
System’s output
parameter
Visualizing Chaos: Fold & Stretch
INTRODUCTION TO CHAOS THEORY
▶
Main characteristics
▶
Unpredictable and confined trajectories repeatedly convergent and divergent
▶
SIC: amplification of small variations--rapidly divergent trajectories, yet confined in
a bounded space
What is the underlying mechanism ?
▶
Answer: stretch-and-fold flow
S. Strogatz, Nonlinear ‘‘Dynamics and Chaos with application to physics, biology, chemistry and engineering,’’ Perseus Book, (1994)
Visualizing Chaos: Mathematics of the Baker’s Map
INTRODUCTION TO CHAOS THEORY
Adapted From J. Crutchfield’s Lectures (UC Davis)
▶
Stability analysis
▶
The spectrum of matrix A implies Det A<1(volume contraction), and the
existence of an attractor (as observed in the previous slide)
▶
Sensitivity to initial conditions: and (pertubated CI)
▶
Exponential divergence of the error in x direction
▶
Exponential stability of the error in y direction
Mathematical formulation :
See next slide and
http://en.wikipedia.org/wiki/Lyaponov_exponent
S. Strogatz, Nonlinear ‘‘Dynamics and Chaos with application to physics, biology, chemistry and engineering,’’ Perseus Book, (1994)
Visualizing Chaos: Lyapunov Exponents
INTRODUCTION TO CHAOS THEORY
To calculate this dimension for a strange attractor, imagine this fractal object
lying on an evenly spaced grid, and count how many boxes N(ε) of side
length ε are required to cover the set. The box-counting dimension is
calculated by seeing how this number changes as we make the grid finer:
H. Kantz and T. Schreiber, ‘‘Nonlinear Time Series Analysis,’’ Cambridge University Press, (2001)
Quantifying Chaos
INTRODUCTION TO CHAOS THEORY
H. Kantz and T. Schreiber, ‘‘Nonlinear Time Series Analysis,’’ Cambridge University Press, (2001)
Quantifying Chaos
INTRODUCTION TO CHAOS THEORY
(or the Shannon information), i.e., the information necessary to specify a state of
the system with precision. N(ε) is the number of hypercubes with edge of length ε.
H. Kantz and T. Schreiber, ‘‘Nonlinear Time Series Analysis,’’ Cambridge University Press, (2001)
Quantifying Chaos
INTRODUCTION TO CHAOS THEORY
H. Kantz and T. Schreiber, ‘‘Nonlinear Time Series Analysis,’’ Cambridge University Press, (2001)
Quantifying Chaos
INTRODUCTION TO CHAOS THEORY
▶
Measure of the degree of chaos by generalizing the concept of entropy for state-
space dynamics: The larger hKS, the more unpredictable the dynamics.
▶
The KS entropy hKS measures the average rate of loss of information.
▶ Conjecture:
• Conclusion
Lasers: A Dynamical Point of View
APPLICATION TO OPTICAL SYSTEMS
▶
Maxwell-Bloch equations
▶
Coupled nonlinear PDEs for the slowly-varying envelope of the electric field E,
the polarization (coherence between upper and lower state) P, and the
population difference (inversion) W=Nupper-Nlower between the upper and lower
state.
▶
Lorenz-Haken equations
▶
Simplification of Maxwell-Bloch equations (PDE becomes ODE)--integrate
out spatial (z) dependence:
with
▶
One equation for the field amplitude (E) coupled to one equation for the carrier
inversion (N). One equation for the field phase which is independent!
with
|E|2
Limit cycle
W
S. Tang and J.-M. Liu, IEEE J. Quantum Electron. 37, 329-336 (2001) R. Lang and K. Kobayashi, IEEE J. Quantum Electron. 16, 347-355 (1980)
J.-P. Goedgebuer et al., IEEE J. Quantum Electron. 38, G.D. VanWiggeren and R. Roy, Phys. Rev. Lett. 81,
1178-1183 (2002)
3547-3550 (1998)
Presentation Outline
• Conclusion
Conclusion
▶
Appearsin nonlinear systems with sufficient large dimension (for ODE) and for
an appropriate set of parameter values.
• Poincaré-Bendixon Theorem
▶
Chaos is intrinsic only in Class C lasers. Laser diodes are Class B. Chaos achieved
by adding dimensions via time-delayed feedback
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