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Encyclopedia > Dynamical system
The Lorenz attractor is an example of a non-linear dynamical system. Studying this system helped give rise to Chaos theory.
The Lorenz attractor is an example of a non-linear dynamical system. Studying this system helped give rise to Chaos theory.

The dynamical system concept is a mathematical formalization for any fixed "rule" which describes the time dependence of a point's position in its ambient space. Examples include the mathematical models that describe the swinging of a clock pendulum, the flow of water in a pipe, and the number of fish each spring in a lake. Image File history File links Lorenz_attractor_yb. ... Image File history File links Lorenz_attractor_yb. ... A plot of the trajectory Lorenz system for values ρ=28, σ = 10, β = 8/3 A trajectory of Lorenzs equations, rendered as a metal wire to show direction and three-dimensional structure The Lorenz attractor is a chaotic map, noted for its butterfly shape. ... In mathematics, a nonlinear system is one whose behavior cant be expressed as a sum of the behaviors of its parts (or of their multiples. ... A plot of the Lorenz attractor for values r = 28, σ = 10, b = 8/3 In mathematics and physics, chaos theory describes the behavior of certain nonlinear dynamical systems that under specific conditions exhibit dynamics that are sensitive to initial conditions (popularly referred to as the butterfly effect). ... Euclid, Greek mathematician, 3rd century BC, as imagined by by Raphael in this detail from The School of Athens. ... In logic, mathematics, and computer science, a formal system is a formal grammar used for modelling purposes. ... A pocket watch, a device used to tell time Look up time in Wiktionary, the free dictionary. ... Space has been an interest for philosophers and scientists for much of human history. ... A mathematical model is an abstract model that uses mathematical language to describe the behaviour of a system. ...


A dynamical system has a state determined by a collection of real numbers, or more generally by a set of points in an appropriate state space. Small changes in the state of the system correspond to small changes in the numbers. The numbers are also the coordinates of a geometrical space—a manifold. The evolution rule of the dynamical system is a fixed rule that describes what future states follow from the current state. The rule is deterministic: for a given time interval only one future state follows from the current state. Please refer to Real vs. ... In mathematics, a set can be thought of as any collection of distinct objects considered as a whole. ... The word point can refer to: a location in physical space a unit of angular measurement; see navigation point is a typographic unit of measure in typography equal inch or sometimes approximated as inch; on computer displays it should be equal to point in typography if the correct display resolution... On a sphere, the sum of the angles of a triangle is not equal to 180°. A sphere is not a Euclidean space, but locally the laws of the Euclidean geometry are good approximations. ... Graph of example function, The mathematical concept of a function expresses the intuitive idea of deterministic dependence between two quantities, one of which is viewed as primary (the independent variable, argument of the function, or its input) and the other as secondary (the value of the function, or output). A... In mathematics, a deterministic system is a system in which no randomness is involved in the development of future states of the system. ...

Contents

Overview

The concept of a dynamical system has its origins in Newtonian mechanics. There, as in other natural sciences and engineering disciplines, the evolution rule of dynamical systems is given implicitly by a relation that gives the state of the system only a short time into the future. (The relation is either a differential equation or difference equation.) To determine the state for all future times requires iterating the relation many times—each advancing time a small step. The iteration procedure is referred to as solving the system or integrating the system. Once the system can be solved, given an initial point it is possible to determine all its future points, a collection known as a trajectory or orbit. It has been suggested that this article or section be merged with Classical mechanics. ... A simulation of airflow into a duct using the Navier-Stokes equations A differential equation is a mathematical equation for an unknown function of one or several variables which relates the values of the function itself and of its derivatives of various orders. ... In mathematics, a recurrence relation, also known as a difference equation, is an equation which defines a sequence recursively: each term of the sequence is defined as a function of the preceding terms. ... In the study of dynamical systems, an orbit is the sequence generated by iterating a map. ...


Before the advent of fast computing machines, solving a dynamical system required sophisticated mathematical techniques and could only be accomplished for a small class of dynamical systems. Numerical methods executed on computers have simplified the task of determining the orbits of a dynamical system. The NASA Columbia Supercomputer. ...


For simple dynamical systems, knowing the trajectory is often sufficient, but most dynamical systems are too complicated to be understood in terms of individual trajectories. The difficulties arise because:

  • The systems studied may only be known approximately—the parameters of the system may not be known precisely or terms may be missing from the equations. The approximations used bring into question the validity or relevance of numerical solutions. To address these questions several notions of stability have been introduced in the study of dynamical systems, such as Lyapunov stability or structural stability. The stability of the dynamical system implies that there is a class of models or initial conditions for which the trajectories would be equivalent. The operation for comparing orbits to establish their equivalence changes with the different notions of stability.
  • The type of trajectory may be more important than one particular trajectory. Some trajectories may be periodic, whereas others may wander through many different states of the system. Applications often require enumerating these classes or maintaining the system within one class. Classifying all possible trajectories has led to the qualitative study of dynamical systems, that is, properties that do not change under coordinate changes. Linear dynamical systems and systems that have two numbers describing a state are examples of dynamical systems where the possible classes of orbits are understood.
  • The behavior of trajectories as a function of a parameter may be what is needed for an application. As a parameter is varied, the dynamical systems may have bifurcation points where the qualitative behavior of the dynamical system changes. For example, it may go from having only periodic motions to apparently erratic behavior, as in the transition to turbulence of a fluid.
  • The trajectories of the system may appear erratic, as if random. In these cases it may be necessary to compute averages using one very long trajectory or many different trajectories. The averages are well defined for ergodic systems and a more detailed understanding has been worked out for hyperbolic systems. Understanding the probabilistic aspects of dynamical systems has helped establish the foundations of statistical mechanics and of chaos.

It was in the work of Poincaré that these dynamical systems themes developed. In mathematics, the notion of Lyapunov stability occurs in the study of dynamical systems. ... Structural stability is a mathematical concept concerning whether a given function is sensitive to a small perturbation. ... In mathematics, an equivalence relation on a set X is a binary relation on X that is reflexive, symmetric and transitive, i. ... In a linear dynamical system, the variation of a state vector (an -dimensional vector denoted ) equals a constant matrix (denoted ) multiplied by . ... The Poincaré-Bendixson theorem is a statement about the behaviour of trajectories in two-dimensional continuous dynamical systems. ... In mathematics, specifically in the study of dynamical systems, a bifurcation occurs when a small smooth change made to the parameter values (the bifurcation parameters) of a system causes a sudden qualitative or topological change in the systems long-term dynamical behaviour. ... In mathematics, a measure-preserving transformation T on a probability space is said to be ergodic if the only measurable sets invariant under T have measure 0 or 1. ... In mathematics, more particularly in the fields of dynamical systems and geometric topology, an Anosov map on a manifold M is a certain type of mapping, from M to itself, with rather clearly marked local directions of expansion and contraction. Anosov diffeomorphisms were introduced by D. V. Anosov, who proved... Statistical mechanics is the application of probability theory, which includes mathematical tools for dealing with large populations, to the field of mechanics, which is concerned with the motion of particles or objects when subjected to a force. ... A plot of the Lorenz attractor for values r = 28, σ = 10, b = 8/3 In mathematics and physics, chaos theory describes the behavior of certain nonlinear dynamical systems that under specific conditions exhibit dynamics that are sensitive to initial conditions (popularly referred to as the butterfly effect). ... Jules TuPac Henri Poincaré (April 29, 1854 – July 17, 1912) (IPA: [][1]) was one of Frances greatest mathematicians and theoretical physicists, and a philosopher of science. ...


Basic definitions

A dynamical system is a manifold M called the phase (or state) space and a smooth evolution function Φ t that for any element of tT, the time, maps a point of the phase space back into the phase space. The notion of smoothness changes with applications and the type of manifold. There are several choices for the set T. When T is taken to be the reals, the dynamical system is called a flow; and if T is restricted to the non-negative reals, then the dynamical system is a semi-flow. When T is taken to be the integers, it is a cascade or a map; and the restriction to the non-negative integers is a semi-cascade. The dynamical system concept is a mathematical formalization for any fixed rule which describes the time dependence of a points position in its ambient space. ... On a sphere, the sum of the angles of a triangle is not equal to 180°. A sphere is not a Euclidean space, but locally the laws of the Euclidean geometry are good approximations. ...


Examples

The evolution function Φ t is often the solution of a differential equation of motion

 dot{x} = v(x) ,.

The equation gives the time derivative, represented by the dot, of a trajectory x(t) on the phase space starting at some point x0. The vector field v(x) is a smooth function that at every point of the phase space M provides the velocity vector of the dynamical system at that point. (These vectors are not vectors in the phase space M, but in the tangent space TMx of the point x.) Given a smooth Φ t, an autonomous vector field can be derived from it. The tangent space of a manifold is a concept which facilitates the generalization of vectors from affine spaces to general manifolds, since in the latter case one cannot simply subtract two points to obtain a vector pointing from one to the other. ...


There is no need for higher order derivatives in the equation, nor for time dependence in v(x) because these can be eliminated by considering systems of higher dimensions. Other types of differential equations can be used to define the evolution rule:

 G(x, dot{x}) = 0

is an example of an equation that arises from the modeling of mechanical systems with complicated constraints.


The differential equations determining the evolution function Φ t are often ordinary differential equations: in this case the phase space M is a finite dimensional manifold. Many of the concepts in dynamical systems can be extended to infinite-dimensional manifolds—those that are locally Banach spaces—in which case the differential equations are partial differential equations. In the late 20th century the dynamical system perspective to partial differential equations started gaining popularity. Ode (Classical Greek: ) is a form of stately and elaborate lyrical verse. ... In mathematics, Banach spaces, named after Stefan Banach who studied them, are one of the central objects of study in functional analysis. ... In mathematics, a partial differential equation (PDE) is a relation involving an unknown function of several independent variables and its partial derivatives with respect to those variables. ... (19th century - 20th century - 21st century - more centuries) Decades: 1900s 1910s 1920s 1930s 1940s 1950s 1960s 1970s 1980s 1990s As a means of recording the passage of time, the 20th century was that century which lasted from 1901–2000 in the sense of the Gregorian calendar (1900–1999...


Further examples

The logistic map is a polynomial mapping, often cited as an archetypal example of how complex, chaotic behaviour can arise from very simple non-linear dynamical equations. ... In horology, a double pendulum is a system of two simple pendulums on a common mounting which move in anti-phase. ... From order to the chaos and return. ... In the mathematics of chaos theory, a horseshoe map is any member of a class of chaotic maps of the square into itself. ... In dynamical systems theory, the bakers map is a chaotic map from the unit square into itself. ... In mathematics, a piecewise linear function , where V is a vector space and is a subset of a vector space, is any function with the property that can be decomposed into finitely many convex polytopes, such that f is equal to a linear function on each of these polytopes. ... The Bunimovich stadium is a chaotic dynamical billiard A billiard is a dynamical system where a particle alternates between motion in a straight line and specular reflections with a boundary. ... Outer billiards is an emerging topic within dynamical systems that is related to inner billiards. ... The Hénon map is a discrete-time dynamical system. ... A plot of the trajectory Lorenz system for values ρ=28, σ = 10, β = 8/3 A trajectory of Lorenzs equations, rendered as a metal wire to show direction and three-dimensional structure The Lorenz attractor is a chaotic map, noted for its butterfly shape. ... Circle map showing mode-locked regions or Arnold tongues in black. ... In 1979 Otto Rössler found the inspiration from a Taffy-pulling machine for his Non-linear three-dimensional deterministic dynamical system. ... In mathematics, a chaotic map is a map that exhibits some sort of chaotic behavior. ... The Swinging Atwoods Machine (SAM) is a mechanism that resembles a simple Atwoods Machine except that one of the masses is allowed to swing in a two-dimensional plane. ... The Bouncing Ball Simulation System is a program for the Mac OS that provides a physically accurate rendering of the motions of a ball impacting with a sinusoidally vibrating table. ...

Linear dynamical systems

Linear dynamical systems can be solved in terms of simple functions and the behavior of all orbits classified. In a linear system the phase space is the N-dimensional Euclidean space, so any point in phase space can be represented by a vector with N numbers. The analysis of linear systems is possible because they satisfy a superposition principle: if u(t) and w(t) satisfy the differential equation for the vector field (but not necessarily the initial condition), then so will u(t) + w(t). In a linear dynamical system, the variation of a state vector (an -dimensional vector denoted ) equals a constant matrix (denoted ) multiplied by . ...


Flows

For a flow, the vector field Φ(x) is a linear function of the position in the phase space, that is, In mathematics, flow refers to the group action of a one-parameter group on a set. ...

 phi(x) = A x + b,,

with A a matrix, b a vector of numbers and x the position vector. The solution to this system can be found by using the superposition principle (linearity). The case b ≠ 0 with A = 0 is just a straight line in the direction of b:

Phi^t(x_1) = x_1 + b t ,.

When b is zero and A ≠ 0 the origin is an equilibrium (or singular) point of the flow, that is, if x0 = 0, then the orbit remains there. For other initial conditions, the equation of motion is given by the exponential of a matrix: for an initial point x0, In mathematics, the matrix exponential is a function on square matrices analogous to the ordinary exponential function. ...

Phi^t(x_0) = e^{t A} x_0 ,.

When b = 0, the eigenvalues of A determine the structure of the phase space. From the eigenvalues and the eigenvectors of A it is possible to determine if an initial point will converge or diverge to the equilibrium point at the origin. In mathematics, a number is called an eigenvalue of a matrix if there exists a nonzero vector such that the matrix times the vector is equal to the same vector multiplied by the eigenvalue. ... In linear algebra, the eigenvectors (from the German eigen meaning own) of a linear operator are non-zero vectors which, when operated on by the operator, result in a scalar multiple of themselves. ...


The distance between two different initial conditions in the case A ≠ 0 will change exponentially in most cases, either converging exponentially fast towards a point, or diverging exponentially fast. Linear systems display sensitive dependence on initial conditions in the case of divergence. For nonlinear systems this is one of the (necessary but not sufficient) conditions for chaotic behavior. A plot of the Lorenz attractor for values r = 28, σ = 10, b = 8/3 In mathematics and physics, chaos theory describes the behavior of certain nonlinear dynamical systems that under specific conditions exhibit dynamics that are sensitive to initial conditions (popularly referred to as the butterfly effect). ...

Linear vector fields and a few trajectories.
Linear vector fields and a few trajectories.


Image File history File links Download high resolution version (2048x520, 114 KB)Different linear vector fields. ... Image File history File links Download high resolution version (2048x520, 114 KB)Different linear vector fields. ...


Maps

A discrete-time, affine dynamical system has the form In mathematics and related technical fields, the term map or mapping is often a synonym for function. ... The dynamical system concept is a mathematical formalization for any fixed rule which describes the time dependence of a points position in its ambient space. ... In geometry, an affine transformation or affine map (from the Latin, affinis, connected with) between two vector spaces (strictly speaking, two affine spaces) consists of a linear transformation followed by a translation: In the finite-dimensional case each affine transformation is given by a matrix A and a vector b...

 x_{n+1} = A x_n + b ,,

with A a matrix and b a vector. As in the continuous case, the change of coordinates xx + (1 - A) –1b removes the term b from the equation. In the new coordinate system, the origin is a fixed point of the map and the solutions are of the linear system A nx0. The solutions for the map are no longer curves, but points that hop in the phase space. The orbits are organized in curves, or fibers, which are collections of points that map into themselves under the action of the map.


As in the continuous case, the eigenvalues and eigenvectors of A determine the structure of phase space. For example, if u1 is an eigenvector of A, with a real eigenvalue smaller than one, then the straight lines given by the points along α u1, with α ∈ R, is an invariant curve of the map. Points in this straight line run into the fixed point.


There are also many other discrete dynamical systems. In mathematics, a chaotic map is a map that exhibits some sort of chaotic behavior. ...


Local dynamics

The qualitative properties of dynamical systems do not change under a smooth change of coordinates (this is sometimes taken as a definition of qualitative): a singular point of the vector field (a point where v(x) = 0) will remain a singular point under smooth transformations; a periodic orbit is a loop in phase space and smooth deformations of the phase space cannot alter it being a loop. It is in the neighborhood of singular points and periodic orbits that the structure of a phase space of a dynamical system can be well understood. In the qualitative study of dynamical systems, the approach is to show that there is a change of coordinates (usually unspecified, but computable) that makes the dynamical system as simple as possible.


Rectification

A flow in most small patches of the phase space can be made very simple. If y is a point where the vector field v(y) ≠ 0, then there is a change of coordinates for a region around y where the vector field becomes a series of parallel vectors of the same magnitude. This is known as the rectification theorem.


The rectification theorem says that away from singular points the dynamics of a point in a small patch is a straight line. The patch can sometimes be enlarged by stitching several patches together, and when this works out in the whole phase space M the dynamical system is integrable. In most cases the patch cannot be extended to the entire phase space. There may be singular points in the vector field (where v(x) = 0); or the patches may become smaller and smaller as some point is approached. The more subtle reason is a global constraint, where the trajectory starts out in a patch, and after visiting a series of other patches comes back to the original one. If the next time the orbit loops around phase space in a different way, then it is impossible to rectify the vector field in the whole series of patches.


Near periodic orbits

In general, in the neighborhood of a periodic orbit the rectification theorem cannot be used. Poincaré developed an approach that transforms the analysis near a periodic orbit to the analysis of a map. Pick a point x0 in the orbit γ and consider the points in phase space in that neighborhood that are perpendicular to v(x0). These points are a Poincaré section S(γ, x0), of the orbit. The flow now defines a map, the Poincaré map F : S → S, for points starting in S and returning to S. Not all these points will take the same amount of time to come back, but the times will be close to the time it takes x0. In mathematics, particularly in dynamical systems, a first recurrence map or Poincaré map, named after Henri Poincaré, is the intersection of a periodic orbit in the state space of a continuous dynamical system with a certain lower dimensional subspace, called the Poincaré section, transversal to the flow of the system. ... In mathematics, in the theory of dynamical systems, a Poincaré map or Poincaré section is the intersection of a trajectory of something which moves periodically (or quasi-periodically, or chaotically), in a space of at least three dimensions, with a transversal hypersurface of one fewer dimension. ...


The intersection of the periodic orbit with the Poincaré section is a fixed point of the Poincaré map F. By a translation, the point can be assumed to be at x = 0. The Taylor series of the map is F(x) = J · x + O(x²), so a change of coordinates h can only be expected to simplify F to its linear part

 h^{-1} circ F circ h(x) = J cdot x ,.

This is known as the conjugation equation. Finding conditions for this equation to hold has been one of the major tasks of research in dynamical systems. Poincaré first approached it assuming all functions to be analytic and in the process discovered the non-resonant condition. If λ1,…,λν are the eigenvalues of J they will be resonant if one eigenvalue is an integer linear combination of two or more of the others. As terms of the form λi – ∑ (multiples of other eigenvalues) occurs in the denominator of the terms for the function h, the non-resonant condition is also known as the small divisor problem.


Conjugation results

The results on the existence of a solution to the conjugation equation depend on the eigenvalues of J and the degree of smoothness required from h. As J does not need to have any special symmetries, its eigenvalues will typically be complex numbers. When the eigenvalues of J are not in the unit circle, the dynamics near the fixed point x0 of F is called hyperbolic and when the eigenvalues are on the unit circle and complex, the dynamics is called elliptic. In mathematics, especially in the study of dynamical system, a hyperbolic equilibrium point or hyperbolic fixed point is a special type of fixed point. ...


In the hyperbolic case the Hartman-Grobman theorem gives the conditions for the existence of a continuous function that maps the neighborhood of the fixed point of the map to the linear map J · x. The hyperbolic case is also structurally stable. Small changes in the vector field will only produce small changes in the Poincaré map and these small changes will reflect in small changes in the position of the eigenvalues of J in the complex plane, implying that the map is still hyperbolic. In mathematics, in the study of dynamical systems, the Hartman-Grobman theorem or linearization theorem is an important theorem about the local behaviour of dynamical systems in the neighbourhood of a hyperbolic fixed point. ...


The Kolmogorov-Arnold-Moser (KAM) theorem gives the behavior near an elliptic point. The Kolmogorov-Arnold-Moser theorem is a theorem in non-linear dynamics that solves the small-divisor problem in classical perturbation theory. ...


Bifurcation theory

Main article: Bifurcation theory

When the evolution map Φt (or the vector field it is derived from) depends on a parameter μ, the structure of the phase space will also depend on this parameter. Small changes may produce no qualitative changes in the phase space until a special value μ0 is reached. At this point the phase space changes qualitatively and the dynamical system is said to have gone through a bifurcation. In mathematics, specifically in the study of dynamical systems, a bifurcation occurs when a small smooth change made to the parameter values (the bifurcation parameters) of a system causes a sudden qualitative or topological change in the systems long-term dynamical behaviour. ... Vector field given by vectors of the form (-y, x) In mathematics a vector field is a construction in vector calculus which associates a vector to every point in a Euclidean space. ... Phase space of a dynamical system with focal stability. ...


Bifurcation theory considers a structure in phase space (typically a fixed point, a periodic orbit, or an invariant torus) and studies its behavior as a function of the parameter μ. At the bifurcation point the structure may change its stability, split into new structures, or merge with other structures. By using Taylor series approximations of the maps and an understanding of the differences that may be eliminated by a change of coordinates, it is possible to catalog the bifurcations of dynamical systems. In mathematics, a fixed point (sometimes shortened to fixpoint) of a function is a point that is mapped to itself by the function. ... In geometry, a torus (pl. ...


The bifurcations of a hyperbolic fixed point x0 of a system family Fμ can be characterized by the eigenvalues of the first derivative of the system DFμ(x0) computed at the bifurcation point. For a map, the bifurcation will occur when there are eigenvalues of DFμ on the unit circle. For a flow, it will occur when there are eigenvalues on the imaginary axis. For more information, see the main article on Bifurcation theory. In linear algebra, a scalar λ is called an eigenvalue (in some older texts, a characteristic value) of a linear mapping A if there exists a nonzero vector x such that Ax=λx. ... In mathematics, specifically in the study of dynamical systems, a bifurcation occurs when a small smooth change made to the parameter values (the bifurcation parameters) of a system causes a sudden qualitative or topological change in the systems long-term dynamical behaviour. ...


Some bifurcations can lead to very complicated structures in phase space. For example, the Ruelle-Takens scenario describes how a periodic orbit bifurcates into a torus and the torus into a strange attractor. In another example, Feigenbaum period-doubling describes how a stable periodic orbit goes through a series of period-doubling bifurcations. In mathematics, particularly in dynamical systems, a bifurcation diagram shows the possible long-term values a variable of a system can obtain in function of a parameter of the system. ... A Period doubling bifurcation in a dynamical system is a bifurcation in which the system switches to a new behavior with twice the period of the original system. ...


Ergodic systems

Main article: ergodic theory

In many dynamical systems it is possible to choose the coordinates of the system so that the volume (really a ν-dimensional volume) in phase space is invariant. This happens for mechanical systems derived from Newton's laws as long as the coordinates are the position and the momentum and the volume is measured in units of (position) × (momentum). The flow takes points of a subset A into the points Φ t(A) and invariance of the phase space means that In mathematics, a measure-preserving transformation T on a probability space is said to be ergodic if the only measurable sets invariant under T have measure 0 or 1. ...

 mathrm{vol} (A) = mathrm{vol} ( Phi^t(A) ) ,.

In the Hamiltonian formalism, given a coordinate it is possible to derive the appropriate (generalized) momentum such that the associated volume is preserved by the flow. The volume is said to be computed by the Liouville measure. Hamiltonian mechanics is a re-formulation of classical mechanics that was invented in 1833 by William Rowan Hamilton. ... In mathematical physics, Liouvilles theorem, named after the French mathematician Joseph Liouville, is a key theorem in classical statistical and Hamiltonian mechanics. ...


In a Hamiltonian system not all possible configurations of position and momentum can be reached from an initial condition. Because of energy conservation, only the states with the same energy as the initial condition are accessible. The states with the same energy form an energy shell Ω, a sub-manifold of the phase space. The volume of the energy shell, computed using the Liouville measure, is preserved under evolution.


For systems where the volume is preserved by the flow, Poincaré discovered the recurrence theorem: Assume the phase space has a finite Liouville volume and let F be a phase space volume-preserving map and A a subset of the phase space. Then almost every point of A returns to A infinitely often. The Poincaré recurrence theorem was used by Zermelo to object to Boltzmann's derivation of the increase in entropy in a dynamical system of colliding atoms. The Poincaré recurrence theorem states that a system having a finite amount of energy and confined to a finite spatial volume will, after a sufficiently long time, return to an arbitrarily small neighborhood of its initial state. ... Ernst Friedrich Ferdinand Zermelo (July 27, 1871 – May 21, 1953) was a German mathematician and philosopher. ... Ludwig Boltzmann Ludwig Boltzmann (February 20, 1844 – September 5, Austrian physicist famous for the invention of statistical mechanics. ...


One of the questions raised by Boltzmann's work was the possible equality between time averages and space averages, what he called the ergodic hypothesis. The hypothesis states that the length of time a typical trajectory spends in a region A is vol(A)/vol(Ω). In physics and thermodynamics, the ergodic hypothesis says that, over long periods of time, the time spent in some region of the phase space of microstates with the same energy is proportional to the volume of this region, i. ...


The ergodic hypothesis turned out not to be the essential property needed for the development of statistical mechanics and a series of other ergodic-like properties were introduced to capture the relevant aspects of physical systems. Koopman approached the study of ergodic systems by the use of functional analysis. An observable a is a function that to each point of the phase space associates a number (say instantaneous pressure, or average height). The value of an observable can be computed at another time by using the evolution function φ t. This introduces an operator U t, the transfer operator, Statistical mechanics is the application of probability theory, which includes mathematical tools for dealing with large populations, to the field of mechanics, which is concerned with the motion of particles or objects when subjected to a force. ... Bernard O. Koopman (1900–1981) was a French born, American mathematician known for his work in operations research. ... Functional analysis is the branch of mathematics, and specifically of analysis, concerned with the study of spaces of functions. ... In mathematics, the transfer operator encodes information about an iterated map and is frequently used to study the behavior of dynamical systems, statistical mechanics, quantum chaos and fractals. ...

 (U^t a)(x) = a(Phi^{-t}(x)) ,.

By studying the spectral properties of the linear operator U it becomes possible to classify the ergodic properties of Φ t. In using the Koopman approach of considering the action of the flow on an observable function, the finite-dimensional nonlinear problem involving Φ t gets mapped into an infinite-dimensional linear problem involving U.


The Liouville measure restricted to the energy surface Ω is the basis for the averages computed in equilibrium statistical mechanics. An average in time along a trajectory is equivalent to an average in space computed with the Boltzmann factor exp(−βH). This idea has been generalized by Sinai, Bowen, and Ruelle (SRB) to a larger class of dynamical systems that includes dissipative systems. SRB measures replace the Boltzmann factor and they are defined on attractors of chaotic systems. Statistical mechanics is the application of probability theory, which includes mathematical tools for dealing with large populations, to the field of mechanics, which is concerned with the motion of particles or objects when subjected to a force. ... Statistical mechanics is the application of probability theory, which includes mathematical tools for dealing with large populations, to the field of mechanics, which is concerned with the motion of particles or objects when subjected to a force. ...


Chaos theory

Main article: chaos theory

Simple nonlinear dynamical systems and even piecewise linear systems can exhibit a completely unpredictable behavior, which might seem to be random. (Remember that we are speaking of completely deterministic systems!). This unpredictable behavior has been called chaos. Hyperbolic systems are precisely defined dynamical systems that exhibit the properties ascribed to chaotic systems. In hyperbolic systems the tangent space perpendicular to a trajectory can be well separated into two parts: one with the points that converge towards the orbit (the stable manifold) and another of the points that diverge from the orbit (the unstable manifold). A plot of the Lorenz attractor for values r = 28, σ = 10, b = 8/3 In mathematics and physics, chaos theory describes the behavior of certain nonlinear dynamical systems that under specific conditions exhibit dynamics that are sensitive to initial conditions (popularly referred to as the butterfly effect). ... In mathematics, a piecewise linear function , where V is a vector space and is a subset of a vector space, is any function with the property that can be decomposed into finitely many convex polytopes, such that f is equal to a linear function on each of these polytopes. ... A plot of the Lorenz attractor for values r = 28, σ = 10, b = 8/3 In mathematics and physics, chaos theory describes the behavior of certain nonlinear dynamical systems that under specific conditions exhibit dynamics that are sensitive to initial conditions (popularly referred to as the butterfly effect). ... In mathematics, more particularly in the fields of dynamical systems and geometric topology, an Anosov map on a manifold M is a certain type of mapping, from M to itself, with rather clearly marked local directions of expansion and contraction. Anosov diffeomorphisms were introduced by D. V. Anosov, who proved...


This branch of mathematics deals with the long-term qualitative behavior of dynamical systems. Here, the focus is not on finding precise solutions to the equations defining the dynamical system (which is often hopeless), but rather to answer questions like "Will the system settle down to a steady state in the long term, and if so, what are the possible attractors?" or "Does the long-term behavior of the system depend on its initial condition?" Euclid, Greek mathematician, 3rd century BC, as imagined by by Raphael in this detail from The School of Athens. ... In dynamical systems, an attractor is a set to which the system evolves after a long enough time. ...


Note that the chaotic behavior of complicated systems is not the issue. Meteorology has been known for years to involve complicated—even chaotic—behavior. Chaos theory has been so surprising because chaos can be found within almost trivial systems. The logistic map is only a second-degree polynomial; the horseshoe map is piecewise linear. Satellite image of Hurricane Hugo with a polar low visible at the top of the image. ... The logistic map is a polynomial mapping, often cited as an archetypal example of how complex, chaotic behaviour can arise from very simple non-linear dynamical equations. ... In the mathematics of chaos theory, a horseshoe map is any member of a class of chaotic maps of the square into itself. ...


Cognitive theory

Dynamic system theory has recently emerged in the field of cognitive development. It is the belief that cognitive development is best represented by physical theories rather than theories based on syntax and AI. In it, the learner's mind reaches a state of disequilibrium where old patterns have broken down. This is the phase transition of cognitive development. Self organization (sponteanous creation of coherent forms) sets in as activity (a.k.a energy) levels link to each other. Newly formed macroscopic and microscopic structures support each other, speeding up the process. These links form the structure of a new state of order in the mind through a process called scalloping (the repeated building up and collapsing of complex performance.) This new, novel state is progressive, discrete, idiosyncratic and unpredictable. [1] // This disambiguation page covers alternative uses of the terms Ai, AI, and A.I. Ai (as a word, proper noun and set of initials) can refer to many things. ...


See also

Oscillation is the variation, typically in time, of some measure as seen, for example, in a swinging pendulum. ... In mathematics, Sarkovskiis theorem (or Sharkovskys theorem) is a result, named for Oleksandr Mikolaiovich Sharkovsky, about discrete dynamical systems on the real line. ... System Dynamics is an approach to understanding the behaviour of complex systems over time. ... This article cites its sources but does not provide page references. ... This is a list of dynamical system and differential equation topics, by Wikipedia page. ... People in systems and control is an alphabetical list (in two parts) of people who have made significant contributions in the fields of System analysis and Control theory. ... In behavioral system theory and in dynamic systems modeling, a behavioral model reproduces the required behavior of the original (analyzed) system such as there is a one-to-one correspondence between the behavior of the original system and the simulated system. ...

References

Works providing a broad coverage:

  • Ralph Abraham and Jerrold E. Marsden (1978). Foundations of mechanics. Benjamin-Cummings. ISBN 0-8053-0102-X.  (available as a reprint: ISBN 0-201-40840-6)
  • Encyclopaedia of Mathematical Sciences (ISSN 0938-0396) has a sub-series on dynamical systems with reviews of current research.
  • Anatole Katok and Boris Hasselblatt (1996). Introduction to the modern theory of dynamical systems. Cambridge. ISBN 0-521-57557-5. 
  • Christian Bonatti, Lorenzo J. Díaz, Marcelo Viana (2005). Dynamics Beyond Uniform Hyperbolicity: A Global Geometric and Probabilistic Perspective. Springer. ISBN 3-540-22066-6. 
  • Diederich Hinrichsen and Anthony J. Pritchard (2005). Mathematical Systems Theory I - Modelling, State Space Analysis, Stability and Robustness. Springer Verlag. ISBN 0-978-3-540-44125-0. 

Introductory texts with a unique perspective: Ralph H. Abraham (born July 4, 1936) is an American mathematician. ... Jerrold E. Marsden. ... // Diederich Hinrichsen (born 17. ...

  • V. I. Arnold (1982). Mathematical methods of classical mechanics. Springer-Verlag. ISBN 0-387-96890-3. 
  • Jacob Palis and Wellington de Melo (1982). Geometric theory of dynamical systems: an introduction. Springer-Verlag. ISBN 0-387-90668-1. 
  • David Ruelle (1989). Elements of Differentiable Dynamics and Bifurcation Theory. Academic Press. ISBN 0-12-601710-7. 
  • Tim Bedford, Michael Keane and Caroline Series, eds. (1991). Ergodic theory, symbolic dynamics and hyperbolic spaces. Oxford University Press. ISBN 0-19-853390-X. 
  • Ralph H. Abraham and Christopher D. Shaw (1992). Dynamics—the geometry of behavior, 2nd edition. Addison-Wesley. ISBN 0-201-56716-4. 

Textbooks Vladimir Igorevich Arnold (Russian: Влади́мир И́горевич Арно́льд, born June 12, 1937 in Odessa, USSR) is one of the worlds most prolific mathematicians. ... Jacob Palis, Jr. ... (Born August 20, 1935) Belgian-French physicist. ... Ralph H. Abraham (born July 4, 1936) is an American mathematician. ...

  • Steven H. Strogatz (1994). Nonlinear dynamics and chaos: with applications to physics, biology chemistry and engineering. Addison Wesley. ISBN 0-201-54344-3. 
  • Kathleen T. Alligood, Tim D. Sauer and James A. Yorke (2000). Chaos. An introduction to dynamical systems. Springer Verlag. ISBN 0-387-94677-2. 
  • Morris W. Hirsch, Stephen Smale and Robert Devaney (2003). Differential Equations, dynamical systems, and an introduction to chaos. Academic Press. ISBN 0-12-349703-5. 

Popularizations: Steven H. Strogatz is Professor of theoretical and applied mechanics at Cornell University. ... James A. Yorke (born August 3, 1941) is a Distinguished University Professor of Mathematics and Physics at the University of Maryland, and a recipient of the 2003 Japan Prize for his work in chaotic systems. ... Stephen Smale (born July 15, 1930) is an American mathematician from Flint, Michigan, and winner of the Fields Medal in 1966. ...

  • Florin Diacu and Philip Holmes (1996). Celestial Encounters. Princeton. ISBN 0-691-02743-9. 
  • James Gleick (1988). Chaos: Making a New Science. Penguin. ISBN 0-14-009250-1. 
  • Ivar Ekeland (1990). Mathematics and the Unexpected (Paperback). University Of Chicago Press. ISBN 0-226-19990-8. 

Charles N. Mellowes Professor of Engineering and Professor of Mathematics. ... James Gleick (August 1, 1954– ) is an author, journalist, and biographer, whose books explore the cultural ramifications of science and technology. ...

Footnotes

  1. ^ Lewis, M. D. (2000) The Promise of Dynamic Systems Approaches for an Integrated Account of Human Development. Child Development. 71,1,36-43

External links

  • Oliver Knill has a series of examples of dynamical systems with explanations and interactive controls.
  • Arxiv preprint server has daily submissions of (non-refereed) manuscripts in dynamical systems.
  • DSWeb provides up-to-date information on dynamical systems and its applications.
  • Nonlinear Dynamics. Models of bifurcation and chaos by Elmer G. Wiens
  • Sci.Nonlinear FAQ 2.0 (Sept 2003) provides definitions, explanations and resources related to nonlinear science
  • Encyclopedia of dynamical systems A part of Scholarpedia — peer reviewed and written by invited experts.

Related software/tutorials: Scholarpedia is an online wiki-based encyclopedia in which articles are written by invited expert authors and are subject to peer review. ...

Online books or lecture notes: Java is a programming language originally developed by Sun Microsystems and released in 1995. ...

  • Geometrical theory of dynamical systems. Nils Berglund's lecture notes for a course at ETH at the advanced undergraduate level.
  • Dynamical systems. George D. Birkhoff's 1927 book already takes a modern approach to dynamical systems.
  • Chaos: classical and quantum. An introduction to dynamical systems from the periodic orbit point of view.
  • Modeling Dynamic Systems. An introduction to the development of mathematical models of dynamic systems.
  • Learning Dynamical Systems. Tutorial on learning dynamical systems.

Research groups: Eth (Ð, ð), also spelled edh or eð, is a letter used in Old English (Anglo-Saxon) and present-day Icelandic, and in Faroese language which call the letter edd. ...


  Results from FactBites:
 
Dynamical system - Wikipedia, the free encyclopedia (3731 words)
Linear dynamical systems and systems that have two numbers describing a state are examples of dynamical systems where the possible classes of orbits are understood.
The Poincaré recurrence theorem was used by Zermelo to object to Boltzmann's derivation of the increase in entropy in a dynamical system of colliding atoms.
Hyperbolic systems are precisely defined dynamical systems that exhibit the properties ascribed to chaotic systems.
Measure-preserving dynamical system - Wikipedia, the free encyclopedia (540 words)
In mathematics, a measure-preserving dynamical system is an object of study in the abstract formulation of ergodic theory.
A measure-preserving dynamical system is defined as a probability space and a measure-preserving transformation on it.
The set of symbolic names with respect to a partition is called the symbolic dynamics of the dynamical system.
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