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Questions and Answers
What is indicated by a sensitive dependency on initial conditions in a dynamical system?
What is indicated by a sensitive dependency on initial conditions in a dynamical system?
- The system is chaotic. (correct)
- The system is linear.
- The system exhibits periodic behavior.
- The system is unstable.
What does a continuous dynamical system utilize as a variable?
What does a continuous dynamical system utilize as a variable?
- Discrete intervals
- Randomized time steps
- Fixed points
- Time, t, as a continuous variable (correct)
What can be inferred if $ ext{n} ext{ ≳ } 45$ in the context of a chaotic system's predictions?
What can be inferred if $ ext{n} ext{ ≳ } 45$ in the context of a chaotic system's predictions?
- Behavior of the system stabilizes.
- Predictions can be made reliably.
- Orbits converge to a point.
- Predictions become unfeasible. (correct)
In the context of dynamical systems, what is the purpose of varying parameters?
In the context of dynamical systems, what is the purpose of varying parameters?
How is the prediction window increased from 45 to 90 iterations?
How is the prediction window increased from 45 to 90 iterations?
What is one characteristic of discrete dynamical systems?
What is one characteristic of discrete dynamical systems?
What characterizes a chaotic attractor within a dynamical system?
What characterizes a chaotic attractor within a dynamical system?
What is an example of a rounding error in a chaotic system known as the Hénon map?
What is an example of a rounding error in a chaotic system known as the Hénon map?
What is the term used to describe the path followed by a point in a dynamical system as time progresses?
What is the term used to describe the path followed by a point in a dynamical system as time progresses?
A flow can be reduced to what form in a discrete dynamical system?
A flow can be reduced to what form in a discrete dynamical system?
What type of dynamic behavior is represented by attractors that exhibit limit cycles?
What type of dynamic behavior is represented by attractors that exhibit limit cycles?
In the context of a dynamical system, what does the term 'strangeness' refer to?
In the context of a dynamical system, what does the term 'strangeness' refer to?
What does 'deterministic' mean in the context of dynamical systems?
What does 'deterministic' mean in the context of dynamical systems?
Which function represents partial measurement of a dynamical system state $X(t)$?
Which function represents partial measurement of a dynamical system state $X(t)$?
What mathematical concept helps in understanding chaotic behavior in dynamical systems?
What mathematical concept helps in understanding chaotic behavior in dynamical systems?
What is indicated by a situation of long-term unpredictable behavior in a dynamical system?
What is indicated by a situation of long-term unpredictable behavior in a dynamical system?
What condition indicates that a system exhibits chaos based on the Lyapunov exponent?
What condition indicates that a system exhibits chaos based on the Lyapunov exponent?
What does the Kolmogorov-Sinai entropy measure in a chaotic system?
What does the Kolmogorov-Sinai entropy measure in a chaotic system?
How is the probability of visiting each cell calculated in the Kolmogorov-Sinai entropy method?
How is the probability of visiting each cell calculated in the Kolmogorov-Sinai entropy method?
If all trajectories in a chaotic system evolve closely and only one cell is occupied, what is the value of Sn?
If all trajectories in a chaotic system evolve closely and only one cell is occupied, what is the value of Sn?
In the Lyapunov exponent formula, which component contributes to measuring the separation of orbits?
In the Lyapunov exponent formula, which component contributes to measuring the separation of orbits?
What is the relationship between the number of occupied cells (Nn) and Kolmogorov-Sinai entropy?
What is the relationship between the number of occupied cells (Nn) and Kolmogorov-Sinai entropy?
Which scenario describes a regular system within the context of K-S entropy?
Which scenario describes a regular system within the context of K-S entropy?
What is the main significance of the limit in the definition of the Lyapunov exponent?
What is the main significance of the limit in the definition of the Lyapunov exponent?
What describes the stability of a fixed point when the derivative is less than 1?
What describes the stability of a fixed point when the derivative is less than 1?
In a delay coordinate phase space, what does the function Y represent?
In a delay coordinate phase space, what does the function Y represent?
What is the behavior of the fixed point when the derivative is equal to 0?
What is the behavior of the fixed point when the derivative is equal to 0?
What is the effect when M is sufficiently large in the context of delay coordinate systems?
What is the effect when M is sufficiently large in the context of delay coordinate systems?
In the logistic map, what happens to the population if r is set to 0?
In the logistic map, what happens to the population if r is set to 0?
Which of these describes the maximum value of the function f in the logistic map?
Which of these describes the maximum value of the function f in the logistic map?
What happens to the derivative at a fixed point when it is equal to 1?
What happens to the derivative at a fixed point when it is equal to 1?
In the context of the Lyapunov exponent, what does it signify?
In the context of the Lyapunov exponent, what does it signify?
What condition characterizes a conservative system in the context of attractors?
What condition characterizes a conservative system in the context of attractors?
In the context of the damped harmonic oscillator, what is the nature of its attractor?
In the context of the damped harmonic oscillator, what is the nature of its attractor?
What defines a strange attractor?
What defines a strange attractor?
What happens to orbits in the phase space as the initial condition differences approach zero?
What happens to orbits in the phase space as the initial condition differences approach zero?
For the van der Pol oscillator, what type of attractor is observed?
For the van der Pol oscillator, what type of attractor is observed?
What is the possible implication of a Jacobian determinant signifying dissipative behavior?
What is the possible implication of a Jacobian determinant signifying dissipative behavior?
Which of the following best describes the function of the Hénon map?
Which of the following best describes the function of the Hénon map?
What describes the characteristic of the attractor of a damped harmonic oscillator in terms of dimensionality?
What describes the characteristic of the attractor of a damped harmonic oscillator in terms of dimensionality?
What does the notation |∆(t)| ↗ exp imply about the behavior of orbits with small initial condition differences over time?
What does the notation |∆(t)| ↗ exp imply about the behavior of orbits with small initial condition differences over time?
What dimension does a limit cycle possess in terms of attractor classification?
What dimension does a limit cycle possess in terms of attractor classification?
What does Kolmogorov-Sinai entropy measure in a dynamical system?
What does Kolmogorov-Sinai entropy measure in a dynamical system?
What condition indicates a chaotic system as per Kolmogorov-Sinai entropy?
What condition indicates a chaotic system as per Kolmogorov-Sinai entropy?
In the limit of cells of size 0, what does the limit of K-S entropy approach?
In the limit of cells of size 0, what does the limit of K-S entropy approach?
If all occupied cells have identical probabilities in a chaotic regime, how is K-entropy expressed?
If all occupied cells have identical probabilities in a chaotic regime, how is K-entropy expressed?
What happens to K if all trajectories are fixed points in a dynamical system?
What happens to K if all trajectories are fixed points in a dynamical system?
What is the relationship between the initial state and K when considering a random system?
What is the relationship between the initial state and K when considering a random system?
What does the parameter K in Kolmogorov-Sinai entropy indicate?
What does the parameter K in Kolmogorov-Sinai entropy indicate?
How is the limit of K defined for a growing number of iterations P?
How is the limit of K defined for a growing number of iterations P?
Flashcards
Dynamical System
Dynamical System
An area of mathematics that deals with deterministic equations representing the time evolution of a system.
Continuous Dynamical System (Flow)
Continuous Dynamical System (Flow)
A dynamical system where time, t, is a continuous variable. It's represented by a set of differential equations.
Orbit or Trajectory
Orbit or Trajectory
The path taken by a point in a continuous dynamical system over time.
Discrete Dynamical System (Map)
Discrete Dynamical System (Map)
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Orbit (for maps)
Orbit (for maps)
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Poincare Section
Poincare Section
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Chaotic Dynamical System
Chaotic Dynamical System
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Qualitatively Different Behaviors
Qualitatively Different Behaviors
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Attractor
Attractor
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Dissipative system
Dissipative system
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Conservative system
Conservative system
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Jacobian (J)
Jacobian (J)
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Fixed point attractor
Fixed point attractor
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Limit cycle attractor
Limit cycle attractor
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Strange attractor
Strange attractor
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Iterative map
Iterative map
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Dependency on initial conditions
Dependency on initial conditions
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Differential equation
Differential equation
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Sensitive Dependency on Initial Conditions
Sensitive Dependency on Initial Conditions
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Predictability in Chaotic Systems
Predictability in Chaotic Systems
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Chaos and Exponential Divergence
Chaos and Exponential Divergence
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Types of Attractors
Types of Attractors
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Unpredictability and Chaos
Unpredictability and Chaos
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Delay Coordinate Vector
Delay Coordinate Vector
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Reconstructing Attractors with Limited Data
Reconstructing Attractors with Limited Data
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Delay Coordinate Embedding
Delay Coordinate Embedding
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Delay Time (τ)
Delay Time (τ)
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Embedding Dimension (M)
Embedding Dimension (M)
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Fixed Point
Fixed Point
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Stable Fixed Point
Stable Fixed Point
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Unstable Fixed Point
Unstable Fixed Point
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Super-stable Fixed Point
Super-stable Fixed Point
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Meta-stable Fixed Point
Meta-stable Fixed Point
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Lyapunov exponent
Lyapunov exponent
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λ > 0 ⇒ chaos
λ > 0 ⇒ chaos
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λ < 0 ⇒ trajectories converge
λ < 0 ⇒ trajectories converge
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Kolmogorov-Sinai entropy
Kolmogorov-Sinai entropy
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Sn = 0 (fixed point or limit cycle)
Sn = 0 (fixed point or limit cycle)
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Sn = log Nn (equal probability)
Sn = log Nn (equal probability)
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Kolmogorov-Sinai Entropy (KSE)
Kolmogorov-Sinai Entropy (KSE)
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How does KSE distinguish between chaotic and non-chaotic systems?
How does KSE distinguish between chaotic and non-chaotic systems?
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What is the relationship between K-entropy and Lyapunov exponents?
What is the relationship between K-entropy and Lyapunov exponents?
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How do we calculate K-entropy for chaotic systems with exponential growth?
How do we calculate K-entropy for chaotic systems with exponential growth?
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How does K-entropy apply to random systems?
How does K-entropy apply to random systems?
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What happens to K-entropy in a fixed point system or a limit cycle?
What happens to K-entropy in a fixed point system or a limit cycle?
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In addition to K-entropy, what other measures can help us understand chaotic systems?
In addition to K-entropy, what other measures can help us understand chaotic systems?
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What is a dynamical system?
What is a dynamical system?
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Study Notes
Dynamical Systems
- Dynamical systems are areas of mathematics
- They use deterministic equations that represent how systems evolve over time
- Behaviors are qualitatively different depending on varying parameters
- Some systems exhibit long-term unpredictable behavior
References
- Ott, Edward (2002). Chaos in dynamical systems. 2nd ed. Cambridge university press.
- Fractal dimension - https://www.wahl.org/fe/HTML_version/link/FE4W/c4.htm
Continuous Dynamical Systems
- Time, t, is a continuous variable
- The equation dx(t)/dt = F[x(t)] represents the system's evolution.
- This is also expressed as a vector of equations.
dx(1)/dt = F₁[x(1), x(2),...,x(N)] dx(2)/dt = F₂[x(1), x(2),...,x(N)] ... dx(N)/dt = FN[x(1), x(2),...,x(N)]
Discrete Dynamical Systems
- Time, n, is discrete (instants)
- n ∈ {0, 1, 2,...}
- A map describes the system as
Xn+1 = M (xn) with Xn = (x₁), x₂),... , x(n) M = M₁, M₂, ..., MN
- Orbits are similar to flows.
Flows to Maps
- A flow of dimension N can be reduced to a map of dimension N-1 via a Poincaré section surface.
Orbti Complexity
- Flows (N ≥ 3) may exhibit chaos.
- Maps (N ≥ 2) may exhibit chaos.
- Non-invertible maps can show chaos with N = 1
Logistic Equation
- M(x) = rx(1-x)
- Chaos is observed for specific ranges of r.
Conservative Systems
- All points within an initial closed surface (dimension N-1) evolve to points on another closed surface (same dimension) in time t.
- Volumes (V(0), V(t)) delimited by such surfaces remain equal.
- Newton equations of frictionless body movement are examples.
- Non-conservative systems do not conserve volume.
Conservative Systems (Formally)
- Formally, the divergence theorem explains conservation of divergence as
dV(t)/dt =∫∫∫ S_i FdN_x ∇ ⋅ F = Σ₁ₙ Fᵢ(x₁, ..., xₙ) / ∂xᵢ
- A system is conservative if dV(t)/dt = 0; dissipative otherwise
- In maps: conservative if J(X)= |det[M(X) / ∂x]| = 1
- dissipative if J(X) <1 in some region
Attractors
- Fixed points: orbits converge to a point, exponentially
- Limit cycles: orbits get close to a difference in the order of △(0) and maintain the proximity indefinitely.
- Chaotic: orbits diverge exponentially
Partial Measurement
- Not all system state components (X(t)) are always accessible
- Use g(t)= G(X(t)) for one component/ a scalar function of X(t) to learn attractor (geometry & dynamics)
- Delay coordinate vector Y is developed from these g(t) values with delay T (~ characteristic time of g(t))
Delay Coordinate Vector
- Integration back in time provides X(t-mτ)=Lm(X(t)).
- Thus, Y= H(X), which is a function of the original phase space (X)
- A large value of M yields a phase space Y with attractor structure similar to X
Stability of Fixed Points
Case | Condition | Description |
---|---|---|
Stable | df(x)/dx | < |
Unstable | df(x)/dx | > |
Super-stable | df(x)/dx | = |
Meta-stable | df(x)/dx | = |
Description | Remarks |
---|---|
Lyapunov exponent | Long-term average divergence of orbits |
Logistic Map
- A simplified model of annual insect population variation. Xn₊₁=rXn(1-Xn)
- Conserves volume for 0 < r < 4
- x* = 0, x* = 1-1/r are the attractors.
Logistic Map Stability
- Study attractor stability by calculating λ= |r(1-2x)|
- For attractors:
- x* = 0 ⇒ λ = |r|
- x* = 1 - 1/r ⇒ λ= |2-r|
Bifurcation Diagram
- Transition from stable to unstable behavior
Quasi-periodicity
- Periodic functions (continuous/discrete) with multiple frequencies
- The frequencies aren't commensurate.
Route to Chaos
- Transition steps: stable state, periodic orbits, limit cycle, quasi-periodicity, chaos
Symbolic Dynamics
- Representation of a dynamical system's phase space by regions with labels.
- Converts numeric trajectories into symbolic sequences.
- Formal language (language structure) analysis of these sequences.
Feigenbaum Constants
- Universal constants describing bifurcation rates in dissipative systems entering a chaotic stage.
- rₘ - rₘ-₁ / rₘ₊₁ - rₘ → 4.6692....
- dₘ / dₘ₊₁ → -2.5028....
Lyapunov Exponent
- Measures the exponential divergence of trajectories in a dynamical system.
- Positive value indicates chaos.
- Zero value indicates non-chaos
Uni-Dimensional Flows (No Chaos)
Type | Description | λ |
---|---|---|
Attractor | Stable fixed point | λ < 0 |
Repeller | Unstable fixed point | λ > 0 |
Saddle | Attracts on one side, repels on another | both |
Rare Cases in 1D;
Characteristic (λ) | Case | Observations |
---|---|---|
λ = 0 | Fixed point, same signal left/right; Structural instability. | Attractor and/or repeller can change type or disappear. |
2D Saddle Point
- λ₁ < 0, λ₂ > 0, or combinations
- fixed point classification based on the signs of λ₁ and λ₂
Landscape as Phase Space of a 2D Dynamical System
- Visualization of phase space using a topographic plot.
Lyapunov Exponents in Flows
- The system is chaotic if at least one Lyapunov exponent is positive. (+,-,-), (+,0,-), (0,-,0): fixed point, limit cycle, quasi-periodic torus, chaotic)
Kolmogorov-Sinai Entropy
- Entropy measurement of dynamic system complexity/chaotic behavior
- Probability calculation (relative frequency) for the system visiting each cell;
- If the number of occupied cells gets bigger, the entropy grows. a higher value reflects more complex behavior
Other Measures of Dynamics (Chaos)
- Fractal dimension
- Correlation dimension
- Invariance measure
Concepts
- Complexity is correlated to information.
- Entropy measures randomness; not complexity.
Coupled Fingers Oscillation
- A real-world example of coupled dynamical systems.
L-systems
- A class of rewriting systems that create strings/images of symbols.
- Alphabet
- Axiom
- Rules
L-system with Turtle Graphics
- Used to generate fractals
- Drawing shapes iteratively
Other Measures of Dynamics (Chaos)
- Fractal dimension
- Correlation dimension
- Invariance measure
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