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Topic 10.

Lorenz Equations

Ed Lorenz derived the following 3D system from a simplified model of convection rolls in the atmosphere: dx = ( y x) dt dy (1) = rx y xz dt dz = xy bz. dt Here , r, b > 0 are parameters. The system has an erratic dynamics: over a wide range of parameters, the solutions oscillate irregularly, never exactly repeating but always remaining in a bounded region of phase space. The trajectories plotted in 3D settle onto a complicated set called a strange attractor. Unlike stable fixed points and limit cycles*, the strange attractor is not a point or a curve or even a surface it is a fractal, with a fractional dimension between 2 and 3. Symmetry Replace (x, y) (-x, -y) in (1). The equations stay the same. Hence, if ( x(t), y(t), z(t) ) is a solution, so is ( -x(t), -y(t), z(t) ). Volume Contraction The Lorenz system is dissipative: volumes in phase space contract under flow. For any arbitrary closed surface S(t) of volume V(t) in phase space, the points on S can be considered initial conditions for trajectories. If they evolve for an infinitesimal time dt then S evolves into a new surface S(t + dt). It can be shown that the volume V(t + dt) will & = ( + 1 + b)V and has the form: shrink. (V(t) is solution of the equation: V V = e ( +1+b ) t . The volume shrinks exponentially fast. Fixed points (0, 0, 0) is a fixed point for all values of the parameters. For r > 1, there is also a symmetric pair of fixed points, x * = y * = b(r 1) , z = r 1. These points are called C+ and C-. As r 1+, C+ and C- coalesce with the origin in a pitchfork bifurcation.
About limit cycles, read Ch. 7 and try the examples suggested for Homework 1. A limit cycle is an isolated closed trajectory. All neighboring trajectories are not closed they spiral either toward or away from the limit cycle. If all neighboring trajectories approach the limit cycle, the cycle is stable (attracting), otherwise unstable or half-stable. An equation that played a central role in development of nonlinear dynamics and came from radioelectronics field is the van der Pol equation: It is a harmonic oscillator with a nonlinear damping term positive or negative depending on the value of |x| - 1.
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&& & + x = 0. x + ( x 2 1) x

Linear Stability of the Origin Linearization at the origin can be obtained by omitting the xy and xz non-linearities in (1): dx = ( y x) dt dy = rx y dt dz = bz. dt z(t) 0 exponentially fast. The other two directions are governed by the system: & x x . = & r 1 y y If r > 1 the origin is a 2D saddle: two incoming and one outcoming firections. If r < 1 all directions are incoming (stable node) and the stability is global (it can be proven by use of a Lyapunov function).

Stability of C+ and CIf r > 1 C+ and C- exist. They are linearly stable for ( + b + 3) 1 < r < rH = b 1 but unstable when r becomes greater than rH. This is the case of subcritical bifurcation.

Chaos on a strange attractor Lorenz used numerical integration to see what the trajectories would do in the long run. He studied the particular case = 10, r = 28, b = 8/3. These parameters are just after the bifurcation value. He began integrating from the initial condition (0,1,0) close to the saddle point at the origin. Typical traces of each coordinate are shown below. After an initial transient the solution settles into an irregular oscillation that persists as t approaches infinity but never repeats exactly. The motion is aperiodic. Lorenz discovered that a wonderful structure emerges if the solution is visualized as a trajectory in phase space. Below, some samples are shown. The trajectory starts near the origin then swings to the right, then dives into the center of a spiral on the left. Then spirals outward and moves to the right. It settles onto a thin set that looks like a butterfly wings. Actually, this is the infinite complex of surfaces (fractal) that have zero volume but infinite surface area. Numerical experiments show that it has a dimension of about 2.05. Such attractors are called strange (fractal) attractors. Lyapunov exponent Suppose x(t) is a point on the attractor at time t, and x(t)+(t) a nearby point with 0 being a very small distance. Then, it can shown that the following takes place: ( t ) 0 e t where = 0.9 is the Lyapunov exponent.

The Lorenz Attractor in 3D This image appeared in the Nature journal 31 August 2000, pp 949 as part of an article titled The Lorenz Attractor Exists, written by Ian Stewart. It was created as part of an OpenGL interactive viewer and rendered on a farm of Dec Alphas using PovRay.