First, a quick short Re-Cap ...
A Dynamical System may be defined as a deterministic
mathematical prescription for evolving the state of a system
forward in time
MAPS : Discrete Time
xn+1 = F(xn )
FLOWS : Continuous Time
dx
dt = F(x)
x : A point in N-dimensional Phase Space
This is a dynamical system because for any initial state of the
system we can in principle solve the equations to obtain the future
system of the system :
ORBIT, TRAJECTORY , FLOW
N : dimension of the dynamical system ; degrees of freedom
Question : How large does N have to be in order for Chaos to be
possible ?
For a system whose dynamics is described by N first-order
autonomous Ordinary Differential Equations, the smallest system
capable of displaying chaos is N = 3.
N≥3
is the necessary condition for Chaos
For maps X n+1 = F X n
where X = {X1 , X2 . . . XN }
If invertible i.e. if its inverse F −1 exists and is unique
Can get chaos for N≥2
If the Map F is non-invertible
i.e. if its inverse F −1 does not exist or is not unique
Can get chaos for N≥1
For instance: xn+1 = F (xn ) = r xn (1 − xn )
where r is a parameter
One dimensional non-invertible maps are the simplest systems
capable of chaotic motion
Dynamics of Iterated maps : produced by putting a number
through a function then taking the result and putting it through
the function again, then repeating
I Convenient starting point
I Surprisingly large proportion of the phenomena encountered in
higher dimensional systems is already present in 1-d maps
PIECEWISE LINEAR ONE-DIMENSIONAL MAPS
First example : the TENT map
xn+1 = F (xn ) = 1 − 2|xn − 1/2|
For xn < 1/2 : xn+1 = 2xn
For xn > 1/2 : xn+1 = 2(1 − xn )
1
0.8
n+1
0.6
at time
0.4
x
0.2
0
0 0.2 0.4 0.6 0.8 1
x at time n
x-axis : xn
y -axis : xn+1 = F (xn ) = 1 − 2|xn − 1/2|
I Initial conditions that are negative move off to −∞
Doubling their distance from the origin on each iterate
I If x0 > 1, then x1 < 0 and the subsequent orbit moves off to
−∞
I For x ∈ [0, 1], we have 0 ≤ 1 − 2|x − 1/2| ≤ 1
So all orbits are bounded in the interval
Time evolution of the state x
0.8
n
at time
0.6
0.4
x
0.2
0 20 40 60 80 100
Iterate number n
A simple electronic circuit realization of the tent map
Campos-Canton et al
Map has 2 actions :
I Interval uniformly stretched to twice its original length
I Stretched interval is folded in half – so that the folded line
segment is now contained in the original interval
STRETCHING and FOLDING :
Following a point under the map —
I Stretching leads to exponential divergence of nearby
trajectories (by a factor of two on each iterate)
I Folding : keeps orbit bounded
Folding makes it non-invertible : since it results in 2 different
values of xn mapping the same xn+1
“CAT MAP” : Two-dimensional Map
xn+1 = 2xn + yn mod 1
yn+1 = xn + yn mod 1
Courtesy Leon Poon
To demonstrate sensitive dependence on initial conditions:
Compose the map m times with itself to obtain F m :
F m (x) = F (F m−1 (x)) = F (F (F (. . . (F (x))) . . . ))
with F 1 (x) = F
Thus xn+m (x) = F m (xn )
For instance, xn+2 = F (F (xn )) = F 2 (xn )
So, in case of TENT MAP:
xn+2 = F (F (xn )) = 1 − 2| (1 − 2|xn − 1/2|) −1/2|
1
I If xn = 0, 2, 1
Then 2 applications of F yield xn+2 = 0
I If xn = 14 , 3
4
Then 2 applications of F yield xn+2 = 1
Linear in between
x-axis : xn
y -axis : xn+2 = F (F (xn )) = F 2 (xn )
0.8
n+2
0.6
at time
0.4
x
0.2
0
0 0.2 0.4 0.6 0.8 1
x at time n
x-axis – Initial state xn
y -axis – mth iterate starting from initial state xn , i.e. state x at
time n + m : xn+m = F m (xn )
0.9
0.8
0.7
0.6
X at time n+m
0.5
0.4
0.3
0.2
0.1
0
0 0.2 0.4 0.6 0.8 1
X at time n
Sixth Iterate : i.e. m = 6
Initial condition lies within 21m of some point, the xm can lie
anywhere in the interval [0, 1]
Absolutely no knowledge of the location of the future points after
times > m even though you know the initial point with reasonable
precision
Exponential Sensitivity of chaotic orbits to small changes in initial
conditions
