Lecture Note 4 MAT386

Periodic Orbit:
An orbit O(x0 ) is said to be periodic of period p 1 if xp = x0 . The smallest integer p such that
xp = x0 holds, called the minimum period of the orbit.

A periodic orbit of period p is said to be stable if each point xi , I = 0, 1, 2, . . , p-1 , is a stable

stationary state of the dynamical system.

Attractors of a Dynamical System:

A Stable fixed point, a stable periodic orbit, a stable limit cycle, a stable torus etc. are called
attractors of a dynamical system because these attract all nearby trajectories.

Problems of a Dynamical System:

For a given x0 or x(0) we would like to know how the system evolve? This implies to
find the sequence of iterates xn+1 = f (xn ) or x( t ) written as xo, x1, x2, . . ., xn . .. for n =
0, 1, 2,.., n, .. This sequence is called the orbit of x0 under rule f and denoted by O(x0).

To find how stable the orbit of xo or x(0) ?

Whether the orbit O(x0) is sensitive to initial condition? Sensitivity to initial condition
implies the orbit O(x0) is chaotic

What are fixed points of the dynamical system how to calculate them? The classification
of fixed points?

If the system show chaotic evolution (or chaos), can it be possible to control? Etc.

How to identify regular and chaotic motions. To find certain measures for such motions.

Dynamics of Logistic Map:

xn + 1 = xn ( 1 xn ) or f(x) = x (1 x), (1)

where xn , denotes the population at the nth generation and > 0 stands for certain rate of
change of population xn.

Fixed points of the logistic map (1) are given by the real solutions of equation x = x (1 x) and
thus, we obtain following two fixed points as

1
x1* = 0 and x2* = .

For stability of these fixed points, first we find derivative of f(x) as f (x) = - 2 x.

1
Then,
(i) at x1* = 0, we find |f (x) | = | | =
As > 0, this implies, this implies that the fixed point x1* is stable for < 1, i.e. 0 < < 1 and
unstable for > 1 and

1
(ii) at x2* = , we find | f (x) | = | 2 - |.

x2* is stable if | 2 - | < 1 or | - 2| < 1 or 1 < < 3 and x2* is unstable if > 3.
As exceeds the value 3, we do not find any stable point in the first cycle and two cycles starts
here at = 3. This point is called a bifurcation point.

After exceeds the value 3, we proceed with the system

xn + 1 = f ( f ( xn ) ) = f (xn )( 1 f( xn) ) = 2 xn (1 xn) (1 xn(1 xn) )

Or

F(x) = 2 x (1 x) (1 - x (1 x)). (2)

For fixed points of cycle 2, we have to find eal solutions of equation

x = 2 x (1 x) (1 - x (1 x)).

Since the fixed points of cycle 1 are also fixed points of cycle 2, the expression

2 x (1 x) (1 - x (1 x))x

1
must have a factor x (x - ). So, to obtain other two fixed points of cycle 2, we divide above

1
expression by x (x - ) and obtain the remaining expression as

- [2x2 - x(1+ ) + (1+ )].

Since 0, we solve equation 2x2 - x(1+ ) + (1+ ) = 0 and obtain other two fixed points as
1 2 2 3 1 ( 3) ( 1)
x3*, x4* = = .
2 2

Thus, other two fixed points of cycle 2 are

1 ( 3) ( 1) 1 ( 3) ( 1 )
x *3 and x *4
2 2

2
This shows, we get bifurcation at parameter value = 3 and obtain from one cycle to two cycles
as exceeds the value 3.

From stability analysis method, we can establish the stability of fixed points x3*, x4* and the
range for values of parameter for which stable steady state exists for x3*, x4*. But, in this case,
we have to use equation (2) and then to obtain

|F (x) | at x3*and at x4*

Continuing similar processes one gets 4 cycles, 8 cycles, 16 cycles etc.; a period doubling
phenomena. With the help of computer, one obtains ranges of values of parameter for above
cycles, as:

For 0 < < 3.0, there is a stable cycle of period 1, (1 cycle)

For 3.0000 < < 3.4495, there is a stable cycle of period 2, (2-cycles)
For 3.4495 < < 3.5441, there is a stable cycle of period 4
For 3.5441 < < 3.5644, there is a stable cycle of period 8
For 3.5644 < < 3.5688, there is a stable cycle of period 16
Etc.
As increased closer to 3.570, there are stable cycles of period 2n.

The system becomes regular as long as such periodic doubling scenario exists. In
such a case the parameter values at the bifurcation points satisfy an equation
n n 1
lim 4.669201660910299067185320382...
n n 1 n

This number is called Feigenbaums universal constant, (Feigenbaum 1986).

Feigenbaum Number: Critical values of , say n where nth bifurcation occurs for
which stable cycles of period 2n appears.

When the above bifurcation phenomena defy to satisfy Feigenbaum number, system
starts evolving in random manner and one observes chaotic situation or chaos.