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Examples of Dynamical Systems

The document discusses the stability of fixed points in one-dimensional and two-dimensional dynamical systems. In 1D systems, fixed points are classified as stable, unstable, or neutral based on the slope of the function at the fixed point. In 2D systems, fixed points are classified based on the eigenvalues of the Jacobian matrix at the fixed point, and can be stable, unstable, saddle, or center types. The stability depends on whether the real parts of the eigenvalues are positive or negative.

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Osman Kaykusuz
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97 views

Examples of Dynamical Systems

The document discusses the stability of fixed points in one-dimensional and two-dimensional dynamical systems. In 1D systems, fixed points are classified as stable, unstable, or neutral based on the slope of the function at the fixed point. In 2D systems, fixed points are classified based on the eigenvalues of the Jacobian matrix at the fixed point, and can be stable, unstable, saddle, or center types. The stability depends on whether the real parts of the eigenvalues are positive or negative.

Uploaded by

Osman Kaykusuz
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Example Dynamical Systems

Reading for this lecture:

NDAC, Sec. 5.0-5.2, 6.0-6.4, 7.0-7.3, & 9.0-9.4

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 1
Example Dynamical Systems ...

1D Flows: Fixed Points


model of static equilibrium

1D Flow: x R
x = F (x)

Fixed Points:
x R such that
x |x = 0
or
F (x ) = 0

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 2
Example Dynamical Systems ...

1D Flows: Fixed Points ...

Stability: What is linearized system at x ?


Investigate evolution of perturbations: x0 = x + x

dF
Local Flow: x = x
dx x(t)

Local Linear System: x = x

Solution: x(t) / e t
x(0)
Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 3
Example Dynamical Systems ...
1D Flows ...
Stability Classification of Fixed Points:

Slope of F (x) at x :
x
1. Stable: <0
Attractor Attractor
2. Unstable: >0 x
Repellor

3. Neutral: =0

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 4
Example Dynamical Systems ...

2D Flows: Fixed Points


model of static equilibrium

2D Flow: !
x R2

x = f (x, y)
x = F (x) or
x = (x, y) y = g(x, y)
F = (f, g)
Fixed Points:
(x , y ) such that
~x |(x ,y ) = (0, 0)
or
0 = f (x , y )
0 = g(x , y )
Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 5
Example Dynamical Systems ...

2D Flows: Fixed Points ...

Stability: What is linearized system at x ?


Investigate evolution of perturbations x : ~x0 = ~x + ~x

x = F (x)
!
"
F ! !

Local Flow: "x = "x
"x !
!
x(t)
!

Initial conditions: x(0) x(0)

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 6
Example Dynamical Systems ...

2D Flows: Fixed Points ...

Local Linear System: x = A x


! "
f f
F"
Jacobian: A = = x
g
y
g
"x x y

Solution:
At
~x(t) / e ~x(0)

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 7
Example Dynamical Systems ...

2D Flows: Fixed Points (an aside) ...

Solve linear ODEs: Find ~x(t) given


~x(0)
~x = A~x
Eigenvalues and eigenvectors: j and ~vj :
A~vj = j~
vj , j = 1, 2
Solution:
2
X
~x(t) = j e jt
~vj where calculate j :
j=1
~x(0) = 1~v1 + 2~v2
Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 8
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points:

Eigenvalues of Jacobian A at x : 1 & 2 C


(Review: NDAC, Chapter 5)

Stable fixed point (aka sink, attractor):

!(1 ), !(2 ) < 0

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 9
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points ...

Eigenvalues of Jacobian A at x : 1 & 2 C

Unstable fixed point (aka source, repellor):

!(1 ), !(2 ) > 0

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 10
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points:

Eigenvalues of Jacobian at x : 1 & 2 C

Saddle fixed point (mixed stability):

!(1 ) > 0 & !(2 ) < 0

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 11
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points:

Eigenvalues of Jacobian at x : 1 & 2 C

Center:

!(1 ) = !(2 ) = 0

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 12
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points ...
Magnitude of (in)stability: Det(A) = 1 2

Det(A) < 0 : 1 , 2 R, 1 > 0 2 < 0 Saddles

Det(A) > 0 :
Stable: Tr(A) < 0 Tr(A) = 1 + 2

Unstable: Tr(A) > 0

Marginal: Tr(A) = 0

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 13
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points ...
Tr(A)
Tr2 (A) 4Det(A) = 0
Unstable

Saddles

Unstable Spirals

Det(A)
Stable Spirals
Saddles

Stable

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 14
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points ...
Tr(A)
Tr2 (A) 4Det(A) = 0
Unstable

Saddles

Unstable Spirals

Det(A)
Stable Spirals
Saddles

Stable

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 14
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points ...
Tr(A)
Tr2 (A) 4Det(A) = 0
Unstable

Saddles

Unstable Spirals

Det(A)
Stable Spirals
Saddles

Stable

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 14
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points ...
Tr(A)
Tr2 (A) 4Det(A) = 0
Unstable

Saddles

Unstable Spirals

Det(A)
Stable Spirals
Saddles

Stable

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 14
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points ...
Tr(A)
Tr2 (A) 4Det(A) = 0
Unstable

Saddles

Unstable Spirals

Det(A)
Stable Spirals
Saddles

Stable

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 14
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points ...
Tr(A)
Tr2 (A) 4Det(A) = 0
Unstable

Saddles

Unstable Spirals

Det(A)
Stable Spirals
Saddles

Stable

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 14
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points ...
Tr(A)
Tr2 (A) 4Det(A) = 0
Unstable

Saddles

Unstable Spirals

Det(A)
Stable Spirals
Saddles

Stable

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 14
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points ...
s u
Hyperbolic intersection of W and W :

Robust, if !(i ) "= 0, i


s
W Ws

Fixed point
persists under
u u
perturbation W W

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 15
Example Dynamical Systems ...
2D Flows ...
Stability Classification of Fixed Points ...
s u
Non-hyperbolic intersection of W and W :

Fragile
s u
W W

Fixed point
changes structure
under perturbation

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 16
Example Dynamical Systems ...
2D Flows: Limit Cycles
isolated, closed trajectory:
a periodic orbit: ~
x(t) = ~x(t + p), for all t
( p is the period)
model of stable oscillation
this is a new behavior type
not possible in 1D flows

Stable limit cycle

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 17
Example Dynamical Systems ...
2D Flows: Limit Cycles ...

Unstable cycle

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 18
Example Dynamical Systems ...
2D Flows: Limit Cycles ...

Saddle cycle

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 19
Example Dynamical Systems ...
2D Flows ...
Limit Cycle Examples

Easy in polar coordinates:

r = r(1 r2 )
= 1

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 20
Example Dynamical Systems ...
2D Flows ...
Limit Cycle Examples ... y
(a, ) = (0.1, 10.0)
2

Van der Pol Equations:

2
x + (x a)x + x = 0
x
or -2 2

x = y
y = x + y(a x2 )

Nonlinear damping changes sign:


Small oscillation: growth -2
Large oscillation: damped

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 21
Example Dynamical Systems ...
2D Flows ...
Limit cycle existence
(requires real work to show!)

Systems that cant have stable oscillations:


1. Simple harmonic oscillator
2. Gradient systems: x = V (x)
3. Lyapunov systems

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 22
Example Dynamical Systems ...
2D Flows ...
Limit cycle existence
(requires real work to show!)
How to find limit cycles?

Poincar-Bendixson Theorem:
(a) trajectory confined to trapping region
(b) no fixed points
R
then have limit cycle C C

somewhere inside R .

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 23
Example Dynamical Systems ...

3D Flows:
Fixed points

Limit cycles

and ... ?

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 24
Example Dynamical Systems ...

3D Flows: Quasiperiodicity
product of two limit cycles:
two irrational frequencies 1 = 2


1 2

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 25
Example Dynamical Systems ...

3D Flows: Quasiperiodicity ...


a new kind of behavior not possible in 1D or 2D

Torus attractor

1 1 = 2

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 26
Example Dynamical Systems ...

3D Flows: Chaos

recurrent instability

one way to do this:


Orbit reinjection near unstable fixed point

not possible in lower D flows

a new behavior type

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 27
Example Dynamical Systems ...
3D Flows: Chaos ...
A topological construction:
saddle fixed point at origin: 0
1D unstable manifold: dim(W u (0)) = 1
2D stable manifold: dim(W (0)) = 2
s

two fixed points: C + & C

C+ C

0
Orbits Cannot Cross: Need 3D!

Does any ODE implement this flow design?


Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 28
Example Dynamical Systems ...

3D Flows: Chaos ...


Does any ODE implement this design?
Yes, the Lorenz equations:

x = (y x)
y = rx y xz
z = xy bz

Parameters: , r, b > 0

Exercise: Show fixed point at the origin can be a saddle, with 2 stable and 1 unstable directions
Exercise: Show there is a symmetry (x, y) (x, y)

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 29
Example Dynamical Systems ...

3D Flows: Chaos ...


Lorenz ODE properties:
Trajectories stay in a bounded region near origin
No stable fixed points or stable limit cycles inside
Volume shrinks to zero (everywhere inside):
Z
V = dV r F~ (~x)
region

r F~ (~x) = Tr(A) = 1 b
V = ( + 1 + b)V
Region volume shrinks
V (t) = e (+1+b)t
exponentially fast!

What does the invariant set look like?


Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 30
Example Dynamical Systems ...
3D Flows: Chaos ...
Lorenz simulation demo:
fixed point:
limit cycle:
chaotic attractor:
(, r, b) = (10, 8/3, 28)

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 31
Example Dynamical Systems ...
3D Flows: Chaos ...
Lorenz attractor structure

Branched manifold

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 32
Example Dynamical Systems ...

From Continuous-Time Flows to Discrete-Time Maps:

50

Series of z-maxima: zb1 , zb2 , zb3 , . . .


z
What happens if you plot
zbn+1 versus zbn ?

0
-45 x+y 45

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 33
Example Dynamical Systems ...

From Continuous-Time Flows to Discrete-Time Maps:

Max-z Return Map: zn+1 = f (zn )


Z Max Return Map
50

Zn+1

30
30 Zn 50

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 34
Example Dynamical Systems ...

From Continuous-Time Flows to Discrete-Time Maps:

Time of Return Function: T (zn )

Return Time Map: Tn+1 = h(Tn )


Return Time Map
1.5

Time of Return
1.5

Tn+1
T(Z)

0.5
30 Z 50

0.5
0.5 Tn 1.5

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 35
Example Dynamical Systems ...

3D Flows ...
Lorenz reduces to a cusp 1D map:
normalize to zn [0, 1]
b
zn+1 = a(1 |1 2zn | )
1
Parameters:
height: a > 0
peak sharpness: 0 < b < 1 zn+1

0
0 zn 1
Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 36
Example Dynamical Systems ...

3D Flows ...
Rssler equations

x = y z
y = x + ay
z = b + z(x c)

Parameters: a, b, c > 0

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 37
Example Dynamical Systems ...

3D Flows ...
Rssler chaotic attractor

Parameters: (a, b, c) = (0.2, 0.2, 5.7)

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 38
Example Dynamical Systems ...

3D Flows ...
Rssler branched manifold

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 39
Example Dynamical Systems ...

3D Flows ...
Rssler maximum-x return map: xn+1 = f (xn )

14

xn+1

0
0 xn 14

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 40
Example Dynamical Systems ...

3D Flows ...
When normalized to xn [0, 1]
get the Logistic Map:
1
xn+1 = rxn (1 xn )
xn+1

Parameter (height): r [0, 4]


0
0 xn 1

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 41
Example Dynamical Systems ...

Classification of Possible Behaviors

Dimension Attractor
1 Fixed point

2 Fixed point, Limit cycle

3 Fixed Point, Limit Cycle,


Torus, Chaotic

4 Above + Hyperchaos

5 Above + ?

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 42
Example Dynamical Systems ...
Lorenz: x = (y x) , r, b > 0
y = rx y xz
z = xy bz
Rssler: x = y z
y = x + ay
z = b + z(x c)
Cusp Map: zn [0, 1] a > 0, 0 < b < 1
b
zn+1 = a(1 |1 2zn | )
Logistic map:
xn+1 = rxn (1 xn ) xn [0, 1] r [0, 4]

Play with these!


Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 43
The Big Picture

Global view of the state space structures:


The attractor-basin portrait

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 44
The Learning Channel

You Are Here


B 1 0 1 0
...001011101000... 1 1
1 0
0
0 1
1

1 A C 0
0

System Instrument Process Modeller

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 45
Example Dynamical Systems ...

Reading for next lecture:

NDAC, Chapter 3.

Lecture 3: Natural Computation & Self-Organization, Physics 256A (Winter 2014); Jim Crutchfield
Tuesday, January 13, 15 46

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