Dynamical Systems and Chaos
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Robust Learning of Chaotic Attractors
Robust Learning of Chaotic Attractors Rembrandt Bakker* Jaap C. Schouten Marc-Olivier Coppens Chemical Reactor Engineering Chemical Reactor Engineering Chemical Reactor Engineering Delft Univ. of Technology Eindhoven Univ. of Technology Delft Univ. of Technology [email protected]·nl [email protected] [email protected]·nl Floris Takens C. Lee Giles Cor M. van den Bleek Dept. Mathematics NEC Research Institute Chemical Reactor Engineering University of Groningen Princeton Nl Delft Univ. of Technology F. [email protected] [email protected] [email protected]·nl Abstract A fundamental problem with the modeling of chaotic time series data is that minimizing short-term prediction errors does not guarantee a match between the reconstructed attractors of model and experiments. We introduce a modeling paradigm that simultaneously learns to short-tenn predict and to locate the outlines of the attractor by a new way of nonlinear principal component analysis. Closed-loop predictions are constrained to stay within these outlines, to prevent divergence from the attractor. Learning is exceptionally fast: parameter estimation for the 1000 sample laser data from the 1991 Santa Fe time series competition took less than a minute on a 166 MHz Pentium PC. 1 Introduction We focus on the following objective: given a set of experimental data and the assumption that it was produced by a deterministic chaotic system, find a set of model equations that will produce a time-series with identical chaotic characteristics, having the same chaotic attractor. The common approach consists oftwo steps: (1) identify a model that makes accurate short tenn predictions; and (2) generate a long time-series with the model and compare the nonlinear-dynamic characteristics of this time-series with the original, measured time-series. -
Synchronization of Chaotic Systems
Synchronization of chaotic systems Cite as: Chaos 25, 097611 (2015); https://doi.org/10.1063/1.4917383 Submitted: 08 January 2015 . Accepted: 18 March 2015 . Published Online: 16 April 2015 Louis M. Pecora, and Thomas L. Carroll ARTICLES YOU MAY BE INTERESTED IN Nonlinear time-series analysis revisited Chaos: An Interdisciplinary Journal of Nonlinear Science 25, 097610 (2015); https:// doi.org/10.1063/1.4917289 Using machine learning to replicate chaotic attractors and calculate Lyapunov exponents from data Chaos: An Interdisciplinary Journal of Nonlinear Science 27, 121102 (2017); https:// doi.org/10.1063/1.5010300 Attractor reconstruction by machine learning Chaos: An Interdisciplinary Journal of Nonlinear Science 28, 061104 (2018); https:// doi.org/10.1063/1.5039508 Chaos 25, 097611 (2015); https://doi.org/10.1063/1.4917383 25, 097611 © 2015 Author(s). CHAOS 25, 097611 (2015) Synchronization of chaotic systems Louis M. Pecora and Thomas L. Carroll U.S. Naval Research Laboratory, Washington, District of Columbia 20375, USA (Received 8 January 2015; accepted 18 March 2015; published online 16 April 2015) We review some of the history and early work in the area of synchronization in chaotic systems. We start with our own discovery of the phenomenon, but go on to establish the historical timeline of this topic back to the earliest known paper. The topic of synchronization of chaotic systems has always been intriguing, since chaotic systems are known to resist synchronization because of their positive Lyapunov exponents. The convergence of the two systems to identical trajectories is a surprise. We show how people originally thought about this process and how the concept of synchronization changed over the years to a more geometric view using synchronization manifolds. -
Chapter 2 Structural Stability
Chapter 2 Structural stability 2.1 Denitions and one-dimensional examples A very important notion, both from a theoretical point of view and for applications, is that of stability: the qualitative behavior should not change under small perturbations. Denition 2.1.1: A Cr map f is Cm structurally stable (with 1 m r ∞) if there exists a neighbour- hood U of f in the Cm topology such that every g ∈ U is topologically conjugated to f. Remark 2.1.1. The reason that for structural stability we just ask the existence of a topological conju- gacy with close maps is because we are interested only in the qualitative properties of the dynamics. For 1 1 R instance, the maps f(x)= 2xand g(x)= 3xhave the same qualitative dynamics over (and indeed are topologically conjugated; see below) but they cannot be C1-conjugated. Indeed, assume there is a C1- dieomorphism h: R → R such that h g = f h. Then we must have h(0) = 0 (because the origin is the unique xed point of both f and g) and 1 1 h0(0) = h0 g(0) g0(0)=(hg)0(0)=(fh)0(0) = f 0 h(0) h0(0) = h0(0); 3 2 but this implies h0(0) = 0, which is impossible. Let us begin with examples of non-structurally stable maps. 2 Example 2.1.1. For ε ∈ R let Fε: R → R given by Fε(x)=xx +ε. We have kFε F0kr = |ε| for r all r 0, and hence Fε → F0 in the C topology. -
Writing the History of Dynamical Systems and Chaos
Historia Mathematica 29 (2002), 273–339 doi:10.1006/hmat.2002.2351 Writing the History of Dynamical Systems and Chaos: View metadata, citation and similar papersLongue at core.ac.uk Dur´ee and Revolution, Disciplines and Cultures1 brought to you by CORE provided by Elsevier - Publisher Connector David Aubin Max-Planck Institut fur¨ Wissenschaftsgeschichte, Berlin, Germany E-mail: [email protected] and Amy Dahan Dalmedico Centre national de la recherche scientifique and Centre Alexandre-Koyre,´ Paris, France E-mail: [email protected] Between the late 1960s and the beginning of the 1980s, the wide recognition that simple dynamical laws could give rise to complex behaviors was sometimes hailed as a true scientific revolution impacting several disciplines, for which a striking label was coined—“chaos.” Mathematicians quickly pointed out that the purported revolution was relying on the abstract theory of dynamical systems founded in the late 19th century by Henri Poincar´e who had already reached a similar conclusion. In this paper, we flesh out the historiographical tensions arising from these confrontations: longue-duree´ history and revolution; abstract mathematics and the use of mathematical techniques in various other domains. After reviewing the historiography of dynamical systems theory from Poincar´e to the 1960s, we highlight the pioneering work of a few individuals (Steve Smale, Edward Lorenz, David Ruelle). We then go on to discuss the nature of the chaos phenomenon, which, we argue, was a conceptual reconfiguration as -
Role of Nonlinear Dynamics and Chaos in Applied Sciences
v.;.;.:.:.:.;.;.^ ROLE OF NONLINEAR DYNAMICS AND CHAOS IN APPLIED SCIENCES by Quissan V. Lawande and Nirupam Maiti Theoretical Physics Oivisipn 2000 Please be aware that all of the Missing Pages in this document were originally blank pages BARC/2OOO/E/OO3 GOVERNMENT OF INDIA ATOMIC ENERGY COMMISSION ROLE OF NONLINEAR DYNAMICS AND CHAOS IN APPLIED SCIENCES by Quissan V. Lawande and Nirupam Maiti Theoretical Physics Division BHABHA ATOMIC RESEARCH CENTRE MUMBAI, INDIA 2000 BARC/2000/E/003 BIBLIOGRAPHIC DESCRIPTION SHEET FOR TECHNICAL REPORT (as per IS : 9400 - 1980) 01 Security classification: Unclassified • 02 Distribution: External 03 Report status: New 04 Series: BARC External • 05 Report type: Technical Report 06 Report No. : BARC/2000/E/003 07 Part No. or Volume No. : 08 Contract No.: 10 Title and subtitle: Role of nonlinear dynamics and chaos in applied sciences 11 Collation: 111 p., figs., ills. 13 Project No. : 20 Personal authors): Quissan V. Lawande; Nirupam Maiti 21 Affiliation ofauthor(s): Theoretical Physics Division, Bhabha Atomic Research Centre, Mumbai 22 Corporate authoifs): Bhabha Atomic Research Centre, Mumbai - 400 085 23 Originating unit : Theoretical Physics Division, BARC, Mumbai 24 Sponsors) Name: Department of Atomic Energy Type: Government Contd...(ii) -l- 30 Date of submission: January 2000 31 Publication/Issue date: February 2000 40 Publisher/Distributor: Head, Library and Information Services Division, Bhabha Atomic Research Centre, Mumbai 42 Form of distribution: Hard copy 50 Language of text: English 51 Language of summary: English 52 No. of references: 40 refs. 53 Gives data on: Abstract: Nonlinear dynamics manifests itself in a number of phenomena in both laboratory and day to day dealings. -
Causal Inference for Process Understanding in Earth Sciences
Causal inference for process understanding in Earth sciences Adam Massmann,* Pierre Gentine, Jakob Runge May 4, 2021 Abstract There is growing interest in the study of causal methods in the Earth sciences. However, most applications have focused on causal discovery, i.e. inferring the causal relationships and causal structure from data. This paper instead examines causality through the lens of causal inference and how expert-defined causal graphs, a fundamental from causal theory, can be used to clarify assumptions, identify tractable problems, and aid interpretation of results and their causality in Earth science research. We apply causal theory to generic graphs of the Earth sys- tem to identify where causal inference may be most tractable and useful to address problems in Earth science, and avoid potentially incorrect conclusions. Specifically, causal inference may be useful when: (1) the effect of interest is only causally affected by the observed por- tion of the state space; or: (2) the cause of interest can be assumed to be independent of the evolution of the system’s state; or: (3) the state space of the system is reconstructable from lagged observations of the system. However, we also highlight through examples that causal graphs can be used to explicitly define and communicate assumptions and hypotheses, and help to structure analyses, even if causal inference is ultimately challenging given the data availability, limitations and uncertainties. Note: We will update this manuscript as our understanding of causality’s role in Earth sci- ence research evolves. Comments, feedback, and edits are enthusiastically encouraged, and we arXiv:2105.00912v1 [physics.ao-ph] 3 May 2021 will add acknowledgments and/or coauthors as we receive community contributions. -
Fundamental Theorems in Mathematics
SOME FUNDAMENTAL THEOREMS IN MATHEMATICS OLIVER KNILL Abstract. An expository hitchhikers guide to some theorems in mathematics. Criteria for the current list of 243 theorems are whether the result can be formulated elegantly, whether it is beautiful or useful and whether it could serve as a guide [6] without leading to panic. The order is not a ranking but ordered along a time-line when things were writ- ten down. Since [556] stated “a mathematical theorem only becomes beautiful if presented as a crown jewel within a context" we try sometimes to give some context. Of course, any such list of theorems is a matter of personal preferences, taste and limitations. The num- ber of theorems is arbitrary, the initial obvious goal was 42 but that number got eventually surpassed as it is hard to stop, once started. As a compensation, there are 42 “tweetable" theorems with included proofs. More comments on the choice of the theorems is included in an epilogue. For literature on general mathematics, see [193, 189, 29, 235, 254, 619, 412, 138], for history [217, 625, 376, 73, 46, 208, 379, 365, 690, 113, 618, 79, 259, 341], for popular, beautiful or elegant things [12, 529, 201, 182, 17, 672, 673, 44, 204, 190, 245, 446, 616, 303, 201, 2, 127, 146, 128, 502, 261, 172]. For comprehensive overviews in large parts of math- ematics, [74, 165, 166, 51, 593] or predictions on developments [47]. For reflections about mathematics in general [145, 455, 45, 306, 439, 99, 561]. Encyclopedic source examples are [188, 705, 670, 102, 192, 152, 221, 191, 111, 635]. -
Arxiv:1812.05143V1 [Math.AT] 28 Nov 2018 While Studying a Simplified Model (1) for Weather Forecasting [18]
TOPOLOGICAL TIME SERIES ANALYSIS JOSE A. PEREA Abstract. Time series are ubiquitous in our data rich world. In what fol- lows I will describe how ideas from dynamical systems and topological data analysis can be combined to gain insights from time-varying data. We will see several applications to the live sciences and engineering, as well as some of the theoretical underpinnings. 1. Lorenz and the butterfly Imagine you have a project involving a crucial computer simulation. For an 3 3 initial value v0 = (x0; y0; z0) 2 R , a sequence v0;:::; vn 2 R is computed in such a way that vj+1 is determined from vj for j = 0; : : : ; n − 1. After the simulation is complete you realize that a rerun is needed for further analysis. Instead of initializing at v0, which might take a while, you take a shortcut: you input a value vj selected from the middle of the current results, and the simulation runs from there while you go for coffee. Figure1 is displayed on the computer monitor upon your return; the orange curve is the sequence x0; : : : ; xn from the initial simulation, and the blue curve is the x coordinate for the rerun initialized at vj: 25 30 35 40 45 50 55 60 65 70 75 Figure 1. Orange: results from the simulation initialized at v0; blue: results after manually restarting the simulation from vj. The results agree at first, but then they diverge widely; what is going on? Edward Norton Lorenz, a mathematical meteorologist, asked himself the very same question arXiv:1812.05143v1 [math.AT] 28 Nov 2018 while studying a simplified model (1) for weather forecasting [18]. -
Math Morphing Proximate and Evolutionary Mechanisms
Curriculum Units by Fellows of the Yale-New Haven Teachers Institute 2009 Volume V: Evolutionary Medicine Math Morphing Proximate and Evolutionary Mechanisms Curriculum Unit 09.05.09 by Kenneth William Spinka Introduction Background Essential Questions Lesson Plans Website Student Resources Glossary Of Terms Bibliography Appendix Introduction An important theoretical development was Nikolaas Tinbergen's distinction made originally in ethology between evolutionary and proximate mechanisms; Randolph M. Nesse and George C. Williams summarize its relevance to medicine: All biological traits need two kinds of explanation: proximate and evolutionary. The proximate explanation for a disease describes what is wrong in the bodily mechanism of individuals affected Curriculum Unit 09.05.09 1 of 27 by it. An evolutionary explanation is completely different. Instead of explaining why people are different, it explains why we are all the same in ways that leave us vulnerable to disease. Why do we all have wisdom teeth, an appendix, and cells that if triggered can rampantly multiply out of control? [1] A fractal is generally "a rough or fragmented geometric shape that can be split into parts, each of which is (at least approximately) a reduced-size copy of the whole," a property called self-similarity. The term was coined by Beno?t Mandelbrot in 1975 and was derived from the Latin fractus meaning "broken" or "fractured." A mathematical fractal is based on an equation that undergoes iteration, a form of feedback based on recursion. http://www.kwsi.com/ynhti2009/image01.html A fractal often has the following features: 1. It has a fine structure at arbitrarily small scales. -
Structural Stability of Piecewise Smooth Systems
STRUCTURAL STABILITY OF PIECEWISE SMOOTH SYSTEMS MIREILLE E. BROUCKE, CHARLES C. PUGH, AND SLOBODAN N. SIMIC´ † Abstract A.F. Filippov has developed a theory of dynamical systems that are governed by piecewise smooth vector fields [2]. It is mainly a local theory. In this article we concentrate on some of its global and generic aspects. We establish a generic structural stability theorem for Filip- pov systems on surfaces, which is a natural generalization of Mauricio Peixoto’s classic result [12]. We show that the generic Filippov system can be obtained from a smooth system by a process called pinching. Lastly, we give examples. Our work has precursors in an announcement by V.S. Kozlova [6] about structural stability for the case of planar Fil- ippov systems, and also the papers of Jorge Sotomayor and Jaume Llibre [8] and Marco Antonio Teixiera [17], [18]. Partially supported by NASA grant NAG-2-1039 and EPRI grant EPRI-35352- 6089.† STRUCTURAL STABILITY OF PIECEWISE SMOOTH SYSTEMS 1 1. Introduction Imagine two independently defined smooth vector fields on the 2- sphere, say X+ and X−. While a point p is in the Northern hemisphere let it move under the influence of X+, and while it is in the Southern hemisphere, let it move under the influence of X−. At the equator, make some intelligent decision about the motion of p. See Figure 1. This will give an orbit portrait on the sphere. What can it look like? Figure 1. A piecewise smooth vector field on the 2-sphere. How do perturbations affect it? How does it differ from the standard vector field case in which X+ = X−? These topics will be put in proper context and addressed in Sections 2-7. -
An Overview of Bifurcation Theory
Appendix A An Overview of Bifurcation Theory A.I Introduction In this appendix we want to provide a brief introduction and discussion of the con cepts of dynamical systems and bifurcation theory which has been used in the pre ceding sections . We refer the reader interested in a more thorough discussion of the mathematical results of dynamical systems and bifurcation theory to the books of Wiggins (1990) and Kuznetsov (1995). A discussion intended to more econom ically motivated problems of dynamical systems and chaos can be found in Medio (1992) or Day (1994). It is noteworthy here that chaos is only possible in the non autonomous case; that is, the dynamical system depends explicity on time; but not for the autonomous case where time does not enter directly in the dynamical sys tem (cf. Wiggins (1990». Since both models we have considered in the preceding sections are autonomous they cannot reveal any chaos . However, as the reader has seen, the dynamical systems we have derived reveal some bifurcations. Roughly spoken, bifurcation theory describes the way in which dynamical sys tem changes due to a small perturbation of the system-parameters. A qualitative change in the phase space of the dynamical system occurs at a bifurcation point, that means that the system is structural unstable against a small perturbation in the parameter space and the dynamic structure of the system has changed due to this slight variation in the parameter space. We can distinguish bifurcations into local, global and local/global types, where only the pure types are interesting here. Local bifurcations such as Andronov-Hopfor Fold bifurcations can be detected in a small 182 An Overview of Bifurcation Theory neighborhood ofa single fixed point or stationary point. -
Theoretical-Heuristic Derivation Sommerfeld's Fine Structure
Theoretical-heuristic derivation Sommerfeld’s fine structure constant by Feigenbaum’s constant (delta): perodic logistic maps of double bifurcation Angel Garcés Doz [email protected] Abstract In an article recently published in Vixra: http://vixra.org/abs/1704.0365. Its author (Mario Hieb) conjectured the possible relationship of Feigen- baum’s constant delta with the fine-structure constant of electromag- netism (Sommerfeld’s Fine-Structure Constant). In this article it demon- strated, that indeed, there is an unequivocal physical-mathematical rela- tionship. The logistic map of double bifurcation is a physical image of the random process of the creation-annihilation of virtual pairs lepton- antilepton with electric charge; Using virtual photons. The probability of emission or absorption of a photon by an electron is precisely the fine structure constant for zero momentum, that is to say: Sommerfeld’s Fine- Structure Constant. This probability is coded as the surface of a sphere, or equivalently: four times the surface of a circle. The original, conjectured calculation of Mario Hieb is corrected or improved by the contribution of the entropies of the virtual pairs of leptons with electric charge: muon, tau and electron. Including a correction factor due to the contributions of virtual bosons W and Z; And its decay in electrically charged leptons and quarks. Introduction The main geometric-mathematical characteristics of the logistic map of double universal bifurcation, which determines the two Feigenbaum’s constants; they are: 1) The first Feigenbaum constant is the limiting ratio of each bifurcation interval to the next between every period doubling, of a one-parameter map.