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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. However, little attention was being paid to this dynamically rich field. With the advent of high speed computers with visual graphics, the field has pi'oliferated over past few years. One of the most rewarding realization from nonlinear dynamics is the universally acclaimed field of chaos. Chaos has brought in order and has broken the disciplinary boundaries that existed until recently. With its universal phenomena, almost all disciplines following an evolutionary character can be treated on same footing. Chaotic dynamics has its grounding in the multidisciplinary field of synergetics founded by Professor Hermann Haken. In this report, we address some of the basics related to the field of chaos. We have discussed simple mechanisms for generating chaotic trajectories, ways and means of characterizing such systems and the manifestation of their signatures in the evolutions. We have mentioned the links of this field with other existing theories. We have outlined the topics on bifurcation and stability of dynamical systems. Information theoretic aspects and notions on fractal geometry are reviewed in the light of dynamical characterization of chaotic systems. Application oriented views of this novel dynamical phenomena are discussed through examples on simple nonlinear electronic circuits and a BWR Reactor. Some ideas relating to control and synchronization in chaotic systems are also addressed. In conclusion, we have explored the possibilities of exploiting nonlinear dynamics and chaos in the context of multidisciplinary character of BARC. 70 Keywords/Descriptors: NONLINEAR PROBLEMS; SYNERGISM; FRACTALS; EQUATIONS OF MOTION; PHASE SPACE; ERGODIC HYPOTHESIS; ITERATIVE METHODS; RANDOMNESS; BIFURCATION; LORENTZ GROUPS; SADDLE-POINT METHOD; OSCILLATORS; HYSTERESIS; HAMILTONIANS; BWR TYPE REACTORS; RECOMMENDATIONS 71 JNIS Subject Category: G1100 99 Supplementaryelements: -li- CONTENTS Abstract 1. INTRODUCTION 1 2. NONLINEAR DYNAMICS AND CHAOS 7 2.1 DEFINITIONS 7 2.2 CHARACTERIZATION OF CHAOS 14 2.3 UNPREDICTABILITY 15 3. GEOMETRY OF CHAOS : FRACTALS 17 3.1 INTRODUCTION 17 3.2 COMMENTS ON THE ROLE OF FRACTALS IN SCIENCE 19 AND TECHNOLOGY 3.3 CHARACTERIZATION OF FRACTALS 20 4. MATHEMATICAL MODELS EXHIBITING CHAOS 21 4.1 DISSIPATIVE SYSTEMS 21 4.1.1 LOGISTIC MAP 21 4.1.2 HENON MAP AND NOTION OF STRANGE ATTRACTOR 27 4.1.3 LORENZ SYSTEM 29 4.7.4 OSCILLATORY SYSTEM 34 CLASSICAL PENDULUM 34 DUFFING OSCILLATOR 36 VAN DER POL OSCILLATOR 39 4.2 HAMILTONIANSYSTEMS 41 5. STABILITY IN DYNAMICAL SYSTEMS 42 6. BIFURCATION THEORY 47 7. CHARACTERIZATION OF CHAOTIC DYNAMICS 55 7.1 INFORMATION THEORETIC IDEAS 55 7.2 DIMENSION 56 8. STATE SPACE RECONSTRUCTION 60 8.1 A STEP TOWARDS UNFOLDING NONLINEAR DYNAMICS 60 8.2 RECONSTRUCTION OF STATE SPACE 61 8.3 EMBEDDING THEOREM IN EUCLIDEAN SPACES 64 & 4 CHOICE OF TIME DELA Y x 66 8.5 CHOICE OF EMBEDDING DIMENSION 67 9. APPLICATION ORIENTED ASPECTS OF CHAOS 77 9.1 CHEMICAL CHAOS 77 9.2 CHAOS IN SIMPLE CIRCUITS 11 9.3 NONLINEAR DYNAMICS OF CIRCUITS 78 9.4 CHAOS IN NUCLEAR SYSTEMS 80 9.5 NONLINEAR DYNAMICS OF A NUCLEAR REACTOR 81 10. PHENOMENOLOGY OF CHAOS AND ITS EXPLOITATION 90 10.1 INTRODUCTION 90 10.2 SYNCHRONIZATION OF CHAOTIC SYSTEMS 95 11. PROSPECTS OF NONLINEAR AND CHAOTIC STUDIES BV BARC 99 CONCLUSION 103 REFERENCES Abstract Nonlinear dynamics manifests itself in a number of phenomena in both laboratory and day to day dealings. However, little attention was being paid to this dynamically rich field. With the advent of high speed computers with visual graphics, the field has proliferated over past few years. One of the most rewarding realization from nonlinear dynamics is the universally acclaimed field of chaos. Chaos has brought in order and has broken the disciplinary boundaries that existed until recently. With its universal phenomena, almost all disciplines following an evolutionary character can be treated on same footing. Chaotic dynamics has its grounding in the multidisciplinary field of synergetics founded by Professor Hermann Haken. In this report, we address some of the basics related to the field of chaos. We hfrve discussed simple mechanisms for generating chaotic trajectories, ways and means of characterizing such systems and the manifestation of their signatures in the evolutions. We have mentioned the links of this field with other existing theories. We have outlined the topics on bifurcation and stability of dynamical systems. Information theoretic aspects and notions on fractal geometry are reviewed in the light of dynamical characterization of chaotic systems. Application oriented views of this novel dynamical phenomena are discussed through examples on simple nonlinear electronic circuits and a BWR Reactor. Some ideas relating to control and synchronization in chaptic systems are also addressed. In conclusion, we have explored the possibilities of exploiting nonlinear dynamics and chaos in the context of multidisciplinary character of BARC. 5 -20 Role Of Nonlinear Dynamics AntfChaos hr Apptietf Sciences Quissan V. Lawande and Nirupam Njaiti Theoretical Physics Division Bhabha Atomic Research Centre Trombay, Mumbai - 400 085. 2000 ••'/' \ ! • m x « 1. INTRODUCTION On the dynamical front, Nonlinear dynamics has assumed sizeable proportions. In the last two decades, chaos theory, an off-shoot from nonlinear dynamical processes has almost revolutionized the existing paradigms and has evolved as a new frontier, wrjich has proliferated in all disciplines where time evolution processes are involved. New phenomena have been predicted, many of them being experimentally realized. Chaptic processes have violated some of the earlier notions of dynamics and requires a novel way of looking at it. Although it had a beginning in physics, it has now proliferated in all branches of science. It has been able to take up issues concerning sociology and economics also. This field is strongly associated with the contemporary field of synergetics' (largely- developed by Hakeri) where cooperation of subsystems (individuals) results in a sysjem which has certain functional capabilities with a definite purpose and in no way it resembles the individual subsystems. Thus macroscopically, we have an altogether different system. Examples are Humans, laser systems etc. What is so special about chaotic systems ? Linear systems have well defined unique solutions (evolutions). However, a nonlinear system admits multiple solutions; thereby providing multiple scenarios of behavipur. These systems have regular behaviour under certain parametric consideration. Under other parametric situations, the system may exhibit apparently random, aperiodic behaviour which is synonym with a stochastic description. In simple terms, chaotic behaviour is an attribute of a nonlinear system. The mechanism of chaos is now fajrly well understood. In earlier days, an observation of random looking data in experiments was dismissed as noise because nobody was aware of chaos lurking in certain parametric zones associated with the physical problem. However, in present times, when confronted with any evolutionary system the rule of the thumb is test the data for chaotic origin. Nonlinearity is more of a rule than exception, and one has to give due consideration for it. In stochastic systems it is true that the noise creeps in the system because a large number of variables may not be participating in the system or by way of measurement processes. They are effectively eliminated by averaging processes. However, these effects react to the system in terms of noise. Chaotic behaviour cannot be attributed to the large number of neglected variables. This is evident from the simple fact that , we do observe complex behaviour emanating from the simplest of dynamical systems2(e.g. non-linear one-dunensibnaTmaps). In contrast, we observe
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