FRONTIERS IN PHYSICS: Lecture 9

Chaos
Philip Moriarty, B403 School of Physics & Astronomy
philip.moriarty@nottingham.ac.uk

OUTLINE
Determinism, unpredictability, and chaos

Lorenz, weather, and butterflies

Chaos and the damped, driven pendulum Population dynamics bunnies and fish Images of chaos

Just what is chaos..?

chaos (noun) complete disorder and chaos [OED]

chaos - a state of utter confusion or disorder; a total lack of organization or order [dictionary.com]

chaos . typically means a state lacking

order or predictability. In ancient Greece, it meant the initial state of the universe, and, by extension, space, darkness, or an abyss. In modern English, it is used in classical studies with this original meaning; in mathematics and science to refer to a very specific kind of unpredictability; and informally to mean a state of confusion [Wikipedia entry]

...a very specific kind of unpredictability. ?!

The demise of the clockwork universe

Given for one instant an intelligence which could comprehend all the forces by which nature is animated and the respective positions of the beings which compose it; if, moreover, this intelligence were vast enough to submit these data to analysis, it would embrace in the same formula both the movements of the largest bodies in the universe and those of the lightest atom; to it nothing would be uncertain, and the future as the past would be present to its eyes.
Pierre-Simon Laplace (17491827).

The demise of the clockwork universe

.even if it were the case that the natural laws had no longer any secret for us, we could still only know the initial situation approximately. it may happen that

small differences in the initial conditions produce very great ones in the final phenomena. A small error in the former will
produce an enormous error in the latter. Prediction becomes impossible
Henri Poincar (1854 1912)

The demise of the clockwork universe

Edward Lorenz father of chaos theory (1917-2008).
Coined the term butterfly effect Trajectories diverge rapidly (exponentially) when there is only a very small change in the initial conditions.

Chaos and the pendulum

Many simple deterministic classical systems can behave chaotically.
Unpredictability in what appear to be entirely predictable systems! Simplest example: the damped, driven pendulum

But, first, back to Newton lets consider the equation of motion for a pendulum....
[Sections 14.6 and 14.7 of Knight]

What is the restoring force on the pendulum?

1. 2. 3. 4. F = - g sin q F = - mg sin q F = - mgL F = - mg cos q
9% 66%

21% 4%
gL os q F= -m gc

sin

-m gs in

-g

F=

F=

F=

-m

The angular acceleration, a, is given by:

1. 2. 3. 4. a = - g tan q a = - m(g/L) cos q a = - mg tan q a = - (g/L) sin q
8% 7% 5%
q q a= -( g/ L) sin

80%

os q

ta

/L )c

-g

a=

-m

(g

a=

a=

-m

gt

an

...which means that:

1. 2. 3. 4. d2q/dt2 = -(g/L) sin q dq/dt = -(g/L) sin q dq/dt = -(mg/L) sin q d2q/dt2 = -(g/L) cos q
48%

29% 11% 13%

/L )s in

)s in

)s in

- (g /L

(g

g/ L

- (m

=-

dt 2

dt =

dt =

d2 q/

dq /

d2 q/

dq /

dt 2

=-

(g

/L )c

os q

Chaos and the pendulum

We can now write down the equation of motion for the undamped, undriven pendulum: Straight-forward to write a computer program that solves this equation. Phase space map: Plot of w vs q (angular velocity vs angular position). [NB Nothing to do with the phase of a wave in this context. ]

Position vs time

No surprises yet!

Chaos and the damped, driven pendulum

Now include some damping:

?
Parameters: 45 ; damping =0.1

Chaos and the damped, driven pendulum

Finally, add a sinusoidal driving force:

Now it starts to get very interesting...!

Parameters: 15 ; damping =0.1; Force = 0.5; omega=0.5

What happens if we change the parameters...?

[Parameters: theta = 45, F = 1.35, D= 0.5, omega=0.66]

Chaos and the damped, driven pendulum

Period 1 motion period of pendulums motion matches that of driving force. Note single loop in phase space (neglecting transient motion).
[Parameters: theta = 45, F = 1.35, damping = 0.5, omega=0.66]

Chaos and the damped, driven pendulum

Period 2 motion period of pendulums motion is twice that of driving force. Note two loops in phase space (neglecting transient motion).
[Parameters: theta = 45, F = 1.41, damping = 0.5, omega=0.66]

Chaos and the damped, driven pendulum

Period 4 motion period of pendulums motion is four times that of driving force. Note four loops in phase space (neglecting transient motion).
[Parameters: theta = 45, F = 1.43, damping = 0.5, omega=0.66]

Chaos and the damped, driven pendulum

Chaos!

-There are no closed loops in phase space the pendulums trajectory never exactly repeats itself.
-Phase space map is structured not random.

- Phase space map is fractal...

[Parameters: theta = 45, F = 1.2, damping = 0.5, omega=0.66]

Chaos and the damped, driven pendulum

In the chaotic regime, the behaviour of the system is extremely sensitive to the initial conditions. qi = 45 qi = 46

Chaos and population dynamics

A fascinating aspect of chaos is that the same type of behaviour appears in systems that at first glance are entirely unrelated. Period-doubling route to chaos also observed for population dynamics. Simple model of population growth (logistic map):

xn+1 = r xn (1 xn)

Chaos and population dynamics

r = 2.5

r = 3.4

Following the initial transient, for r = 3.4 the system settles down into oscillatory behaviour [Period 1].

Chaos and population dynamics

For r = 3.5, we have Period 2 behaviour

Chaos and population dynamics

Period doubling r = 3.50 repeats every 4 generations r = 3.57 repeats every 8 generations

Chaos and population dynamics

r = 3.68 Chaos!

Chaos and population dynamics

But theres an even better way of visualising the transition to chaos a bifurcation diagram.
Vary growth rate - more generally, the driving parameter - and plot observed steady state values vs. growth rate.
[Parameters: r =2.8 3.8; initial =0.5]

Chaos and population dynamics

See also the Sixty Symbols video A Magic Number www.youtube.com/ sixtysymbols

No, you wont be examined on material in the video.

Chaos and population dynamics

Self-similar! Looks the same on different scales. FRACTAL. Also holds for phase space map of pendulum fractal pattern.

Images of Chaos: Fractal Geometry

Fractional dimension fractal Not a line (1D); not a plane (2D) Self-similar. [e.g. coastline]. Most famous example is the Mandelbrot set.
1. 2. 3. Pick a complex number, c Start with z =0 and evaluate znew = zold2 + c Iterate Step 2 (say, 50 times). Does z remain finite? If yes, c is in the Mandelbrot set.

4.