Some Elements for a History of the Dynamical Systems Theory
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Student Version an Interactive Illustration of the Van Der Pol Oscillator
STUDENT VERSION AN INTERACTIVE ILLUSTRATION OF THE VAN DER POL OSCILLATOR Mark A. Lau Kwan Electrical Engineering University of Turabo Gurabo PUERTO RICO STATEMENT The purpose of this paper is to present an interactive spreadsheet application that allows the reader to investigate the Van der Pol oscillator. Through a number of suggested activities, the reader will gain a better understanding of the qualitative behavior of solutions as the parameters of the governing differential equation are varied. A Brief Description of the Van der Pol Oscillator The Van der Pol oscillator is described by the nonlinear, second-order ordinary differential equation x¨ + µ(x2 − 1)x _ + !2x = 0; (1) where µ and ! are positive parameters, and x (a function of time t) is the quantity of interest (e.g., position or voltage). The quantitiesx _ andx ¨ denote the first- and second-order derivative with respect to time t, respectively. This celebrated equation (1) is attributed to the Dutch electrical engineer Balthasar Van der Pol, who pioneered experimental investigations in nonlinear dynamics in the early days of radio and telecommunications. He proposed his equation in order to describe the nonlinear oscillations produced by self-sustained oscillating triode circuits [5]. His equation has been extensively studied and finds numerous applications in engineering, physics, biology, sociology, and economics. The Van der Pol equation (1) introduces a nonlinear damping term, namely µ(x2 − 1)x _. Unlike the familiar linearly damped harmonic oscillator, the presence of the nonlinear damping term can 2 Van der Pol Oscillator Figure 1. Main user interface of the Microsoft Excel spreadsheet for investigating the behavior of the Van der Pol oscillator. -
Chaotic Advection, Diffusion, and Reactions in Open Flows Tamás Tél, György Károlyi, Áron Péntek, István Scheuring, Zoltán Toroczkai, Celso Grebogi, and James Kadtke
Chaotic advection, diffusion, and reactions in open flows Tamás Tél, György Károlyi, Áron Péntek, István Scheuring, Zoltán Toroczkai, Celso Grebogi, and James Kadtke Citation: Chaos: An Interdisciplinary Journal of Nonlinear Science 10, 89 (2000); doi: 10.1063/1.166478 View online: http://dx.doi.org/10.1063/1.166478 View Table of Contents: http://scitation.aip.org/content/aip/journal/chaos/10/1?ver=pdfcov Published by the AIP Publishing This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 128.173.125.76 On: Mon, 24 Mar 2014 14:44:01 CHAOS VOLUME 10, NUMBER 1 MARCH 2000 Chaotic advection, diffusion, and reactions in open flows Tama´sTe´l Institute for Theoretical Physics, Eo¨tvo¨s University, P.O. Box 32, H-1518 Budapest, Hungary Gyo¨rgy Ka´rolyi Department of Civil Engineering Mechanics, Technical University of Budapest, Mu¨egyetem rpk. 3, H-1521 Budapest, Hungary A´ ron Pe´ntek Marine Physical Laboratory, Scripps Institution of Oceanography, University of California at San Diego, La Jolla, California 92093-0238 Istva´n Scheuring Department of Plant Taxonomy and Ecology, Research Group of Ecology and Theoretical Biology, Eo¨tvo¨s University, Ludovika te´r 2, H-1083 Budapest, Hungary Zolta´n Toroczkai Department of Physics, University of Maryland, College Park, Maryland 20742-4111 and Department of Physics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061-0435 Celso Grebogi Institute for Plasma Research, University of Maryland, College Park, Maryland 20742 James Kadtke Marine Physical Laboratory, Scripps Institution of Oceanography, University of California at San Diego, La Jolla, California 92093-0238 ͑Received 30 July 1999; accepted for publication 8 November 1999͒ We review and generalize recent results on advection of particles in open time-periodic hydrodynamical flows. -
CHAOS and DYNAMICAL SYSTEMS Spring 2021 Lectures: Monday, Wednesday, 11:00–12:15PM ET Recitation: Friday, 12:30–1:45PM ET
MATH-UA 264.001 – CHAOS AND DYNAMICAL SYSTEMS Spring 2021 Lectures: Monday, Wednesday, 11:00–12:15PM ET Recitation: Friday, 12:30–1:45PM ET Objectives Dynamical systems theory is the branch of mathematics that studies the properties of iterated action of maps on spaces. It provides a mathematical framework to characterize a great variety of time-evolving phenomena in areas such as physics, ecology, and finance, among many other disciplines. In this class we will study dynamical systems that evolve in discrete time, as well as continuous-time dynamical systems described by ordinary di↵erential equations. Of particular focus will be to explore and understand the qualitative properties of dynamics, such as the existence of attractors, periodic orbits and chaos. We will do this by means of mathematical analysis, as well as simple numerical experiments. List of topics • One- and two-dimensional maps. • Linearization, stable and unstable manifolds. • Attractors, chaotic behavior of maps. • Linear and nonlinear continuous-time systems. • Limit sets, periodic orbits. • Chaos in di↵erential equations, Lyapunov exponents. • Bifurcations. Contact and office hours • Instructor: Dimitris Giannakis, [email protected]. Office hours: Monday 5:00-6:00PM and Wednesday 4:30–5:30PM ET. • Recitation Leader: Wenjing Dong, [email protected]. Office hours: Tuesday 4:00-5:00PM ET. Textbooks • Required: – Alligood, Sauer, Yorke, Chaos: An Introduction to Dynamical Systems, Springer. Available online at https://link.springer.com/book/10.1007%2Fb97589. • Recommended: – Strogatz, Nonlinear Dynamics and Chaos. – Hirsch, Smale, Devaney, Di↵erential Equations, Dynamical Systems, and an Introduction to Chaos. Available online at https://www.sciencedirect.com/science/book/9780123820105. -
Dynamical Systems Theory for Causal Inference with Application to Synthetic Control Methods
Dynamical Systems Theory for Causal Inference with Application to Synthetic Control Methods Yi Ding Panos Toulis University of Chicago University of Chicago Department of Computer Science Booth School of Business Abstract In this paper, we adopt results in nonlinear time series analysis for causal inference in dynamical settings. Our motivation is policy analysis with panel data, particularly through the use of “synthetic control” methods. These methods regress pre-intervention outcomes of the treated unit to outcomes from a pool of control units, and then use the fitted regres- sion model to estimate causal effects post- intervention. In this setting, we propose to screen out control units that have a weak dy- Figure 1: A Lorenz attractor plotted in 3D. namical relationship to the treated unit. In simulations, we show that this method can mitigate bias from “cherry-picking” of control However, in many real-world settings, different vari- units, which is usually an important concern. ables exhibit dynamic interdependence, sometimes We illustrate on real-world applications, in- showing positive correlation and sometimes negative. cluding the tobacco legislation example of Such ephemeral correlations can be illustrated with Abadie et al.(2010), and Brexit. a popular dynamical system shown in Figure1, the Lorenz system (Lorenz, 1963). The trajectory resem- bles a butterfly shape indicating varying correlations 1 Introduction at different times: in one wing of the shape, variables X and Y appear to be positively correlated, and in the In causal inference, we compare outcomes of units who other they are negatively correlated. Such dynamics received the treatment with outcomes from units who present new methodological challenges for causal in- did not. -
A Gentle Introduction to Dynamical Systems Theory for Researchers in Speech, Language, and Music
A Gentle Introduction to Dynamical Systems Theory for Researchers in Speech, Language, and Music. Talk given at PoRT workshop, Glasgow, July 2012 Fred Cummins, University College Dublin [1] Dynamical Systems Theory (DST) is the lingua franca of Physics (both Newtonian and modern), Biology, Chemistry, and many other sciences and non-sciences, such as Economics. To employ the tools of DST is to take an explanatory stance with respect to observed phenomena. DST is thus not just another tool in the box. Its use is a different way of doing science. DST is increasingly used in non-computational, non-representational, non-cognitivist approaches to understanding behavior (and perhaps brains). (Embodied, embedded, ecological, enactive theories within cognitive science.) [2] DST originates in the science of mechanics, developed by the (co-)inventor of the calculus: Isaac Newton. This revolutionary science gave us the seductive concept of the mechanism. Mechanics seeks to provide a deterministic account of the relation between the motions of massive bodies and the forces that act upon them. A dynamical system comprises • A state description that indexes the components at time t, and • A dynamic, which is a rule governing state change over time The choice of variables defines the state space. The dynamic associates an instantaneous rate of change with each point in the state space. Any specific instance of a dynamical system will trace out a single trajectory in state space. (This is often, misleadingly, called a solution to the underlying equations.) Description of a specific system therefore also requires specification of the initial conditions. In the domain of mechanics, where we seek to account for the motion of massive bodies, we know which variables to choose (position and velocity). -
Van Der Pol Meets LSTM
bioRxiv preprint doi: https://doi.org/10.1101/330548; this version posted May 25, 2018. The copyright holder for this preprint (which was not certified by peer review) is the author/funder. All rights reserved. No reuse allowed without permission. Learning Nonlinear Brain Dynamics: van der Pol Meets LSTM Germán Abrevaya Aleksandr Aravkin Departamento de Física, FCEyN Department of Applied Mathematics Universidad de Buenos Aires University of Washington & IFIBA, CONICET Seattle, WA Buenos Aires, Argentina [email protected] [email protected] Guillermo Cecchi Irina Rish Pablo Polosecki IBM Research IBM Research IBM Research Yorktown Heights, NY Yorktown Heights, NY Yorktown Heights, NY [email protected] [email protected] [email protected] Peng Zheng Silvina Ponce Dawson Department of Applied Mathematics Departamento de Física, FCEyN University of Washington Universidad de Buenos Aires Seattle, WA & IFIBA, CONICET [email protected] Buenos Aires, Argentina [email protected] Abstract Many real-world data sets, especially in biology, are produced by highly multivari- ate and nonlinear complex dynamical systems. In this paper, we focus on brain imaging data, including both calcium imaging and functional MRI data. Standard vector-autoregressive models are limited by their linearity assumptions, while nonlinear general-purpose, large-scale temporal models, such as LSTM networks, typically require large amounts of training data, not always readily available in biological applications; furthermore, such models have limited interpretability. We introduce here a novel approach for learning a nonlinear differential equation model aimed at capturing brain dynamics. Specifically, we propose a variable-projection optimization approach to estimate the parameters of the multivariate (coupled) van der Pol oscillator, and demonstrate that such a model can accurately repre- sent nonlinear dynamics of the brain data. -
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 -
THE PAST of a DELUSION by Warren Sturgis Mcculloch
Winter-Edition 2007 THE PAST OF A DELUSION by Warren Sturgis McCulloch Englisch Deutsch Editorial Editorial By Joachim Paul, editor of von Joachim Paul, Hrsg.: www.vordenker.de www.vordenker.de To make Warren McCulloch's essay Den aus dem Jahr 1953 stammenden Aufsatz "THE PAST OF A DELUSION" from the "THE PAST OF A DELUSION" von Warren year 1953 now available in a German McCulloch als Arbeitstext auch in deutscher translation is in need to be explained. Sprache zugänglich zu machen, bedarf einer erläuternden Anmerkung. Undoubtedly Warren Sturgis McCulloch Warren Sturgis McCulloch ist unbestritten is one of the leading scientists of the einer der wichtigsten Wissenschaftler des 20. 20th century. His influence ranges from Jahrhunderts. Sein Einfluß reicht von den the early days of the Macy-Conferences frühen Tagen der Macy-Konferenzen über das over MIT and Biological Computer Lab in MIT und das Biological Computer Lab in Urbana, Illinois to the foundation of the Urbana, Illinois, bis hin zur Gründung des renowned "Santa Fe Institute for renommierten "Santa Fe Institute for Sciences Sciences of Complexity", where one of of Complexity", zu dessen bekannteren Mitar- the more prominent collaborators was beitern der Mediziner, Biochemiker und Biophy- the physician, biochemist and biophysi- siker Stuart Kauffman gehörte, zeitweilig ein cist Stuart Kauffman, a temporary Schüler McCullochs. 1927 bis 1934, bevor disciple of McCulloch. Before McCulloch McCulloch, einer der Väter von Kybernetik und returned to the academic world and Neuroinformatik, -
CURRICULUM VITA Edward Ott Distinguished University Professor of Electrical Engineering and of Physics
CURRICULUM VITA Edward Ott Distinguished University Professor of Electrical Engineering and of Physics I. Personal Data: Date and Place of Birth: Dec. 22, 1941, New York City, NY Home Address: 12421 Borges Ave., Silver Spring, MD 20904 Work Address: Institute for Plasma Research University of Maryland College Park, MD 20472 Work Telephone: (301)405-5033 II. Education: B.S. (1963), Electrical Engineering, The Cooper Union. M.S. (1965), Electrophysics, Polytechnic University. Ph.D. (1967), Electrophysics, Polytechnic University. III. Experience: 1967-1968 NSF Postdoctoral Fellow, Department of Applied Mathematics and Theoretical Physics, Cambridge University, Cambridge, U.K. 1968-1979 Faculty of the Department of Electrical Engineering, Cornell University, Ithaca, NY. 1976 and Plasma Physics Division, Naval Research 1971-1972 Laboratory, Washington, D.C. 1985 Institute for Theoretical Physics, University of California, Santa Barbara, CA. 1979-Present Department of Physics and Department of Electrical Engineering, University of Maryland, College Park, MD. (Ott–2) IV. Professional Activities: Fellow, American Physical Society. Fellow, IEEE. Fellow, World Innovation Foundation. Listed in the Highly Cited Researchers Database of the ISI. Associate Editor, Physics of Fluids (1977–1979). Correspondent, Comments on Plasma Physics (1983–1993). Board of Editors, Physical Review A (1986–1988). Divisional Associate Editor, Physical Review Letters (1989–1993). Editor of Special Issue of Chaos on Chaotic Scattering (1993). Advisory Board, Chaos: An Interdisciplinary Journal of Nonlinear Science (1991–2000). Editorial Board, Chaos: An Interdisciplinary Journal of Nonlinear Science (2000–2003). Editorial Board, Dynamics and Stability of Systems (1995–2000). Editorial Board, Central European Journal of Physics (2002–present). Editor, Physica D: Nonlinear Phenomena (1999–2002). -
Decomposing the Dynamics of the Lorenz 1963 Model Using Unstable
Decomposing the Dynamics of the Lorenz 1963 model using Unstable Periodic Orbits: Averages, Transitions, and Quasi-Invariant Sets Chiara Cecilia Maiocchi∗ and Valerio Lucarini† Centre for the Mathematics of Planet Earth, University of Reading and Department of Mathematics and Statistics, University of Reading Unstable periodic orbits (UPOs) are a valuable tool for studying chaotic dynamical systems. They allow one to extract information from a system and to distill its dynamical structure. We consider here the Lorenz 1963 model with the classic parameters’ value and decompose its dynamics in terms of UPOs. We investigate how a chaotic orbit can be approximated in terms of UPOs. At each instant, we rank the UPOs according to their proximity to the position of the orbit in the phase space. We study this process from two different perspectives. First, we find that, somewhat unexpectedly, longer period UPOs overwhelmingly provide the best local approximation to the trajectory, even if our UPO-detecting algorithm severely undersamples them. Second, we construct a finite-state Markov chain by studying the scattering of the forward trajectory between the neighbourhood of the various UPOs. Each UPO and its neighbourhood are taken as a possible state of the system. We then study the transitions between the different states. Through the analysis of the subdominant eigenvectors of the corresponding stochastic matrix we provide a different interpretation of the mixing processes occurring in the system by taking advantage of the concept of quasi-invariant sets. I. INTRODUCTION would suffice in obtaining an accurate approximation of ergodic averages [70–72]. These results are proven to be Unstable periodic orbits (UPOs) play an important valid for dynamical systems exhibiting strong chaoticity role in the analysis of dynamical systems that exhibit [73, 74], such as hyperbolic and Axiom A systems chaotic behaviour and in some cases they provide a [75, 76]. -
Table of Contents (Print, Part 2)
PERIODICALS PHYSICAL REVIEW E Postmaster send address changes to: For editorial and subscription correspondence, APS Subscription Services please see inside front cover Suite 1NO1 „ISSN: 1539-3755… 2 Huntington Quadrangle Melville, NY 11747-4502 THIRD SERIES, VOLUME 75, NUMBER 6 CONTENTS JUNE 2007 PART 2: STATISTICAL AND NONLINEAR PHYSICS, FLUID DYNAMICS, AND RELATED TOPICS RAPID COMMUNICATIONS Chaos and pattern formation Giant acceleration in slow-fast space-periodic Hamiltonian systems (4 pages) ........................... 065201͑R͒ D. V. Makarov and M. Yu. Uleysky Controlling spatiotemporal chaos using multiple delays (4 pages) ..................................... 065202͑R͒ Alexander Ahlborn and Ulrich Parlitz Signatures of fractal clustering of aerosols advected under gravity (4 pages) ............................ 065203͑R͒ Rafael D. Vilela, Tamás Tél, Alessandro P. S. de Moura, and Celso Grebogi Fluid dynamics Clustering of matter in waves and currents (4 pages) ............................................... 065301͑R͒ Marija Vucelja, Gregory Falkovich, and Itzhak Fouxon Experimental study of the bursting of inviscid bubbles (4 pages) ..................................... 065302͑R͒ Frank Müller, Ulrike Kornek, and Ralf Stannarius Surface thermal capacity and its effects on the boundary conditions at fluid-fluid interfaces (4 pages) ....... 065303͑R͒ Kausik S. Das and C. A. Ward Plasma physics Direct evidence of strongly inhomogeneous energy deposition in target heating with laser-produced ion beams (4 pages) .................................................................................. -
The Mathematical Heritage of Henri Poincaré
http://dx.doi.org/10.1090/pspum/039.1 THE MATHEMATICAL HERITAGE of HENRI POINCARE PROCEEDINGS OF SYMPOSIA IN PURE MATHEMATICS Volume 39, Part 1 THE MATHEMATICAL HERITAGE Of HENRI POINCARE AMERICAN MATHEMATICAL SOCIETY PROVIDENCE, RHODE ISLAND PROCEEDINGS OF SYMPOSIA IN PURE MATHEMATICS OF THE AMERICAN MATHEMATICAL SOCIETY VOLUME 39 PROCEEDINGS OF THE SYMPOSIUM ON THE MATHEMATICAL HERITAGE OF HENRI POINCARfe HELD AT INDIANA UNIVERSITY BLOOMINGTON, INDIANA APRIL 7-10, 1980 EDITED BY FELIX E. BROWDER Prepared by the American Mathematical Society with partial support from National Science Foundation grant MCS 79-22916 1980 Mathematics Subject Classification. Primary 01-XX, 14-XX, 22-XX, 30-XX, 32-XX, 34-XX, 35-XX, 47-XX, 53-XX, 55-XX, 57-XX, 58-XX, 70-XX, 76-XX, 83-XX. Library of Congress Cataloging in Publication Data Main entry under title: The Mathematical Heritage of Henri Poincare\ (Proceedings of symposia in pure mathematics; v. 39, pt. 1— ) Bibliography: p. 1. Mathematics—Congresses. 2. Poincare', Henri, 1854—1912— Congresses. I. Browder, Felix E. II. Series: Proceedings of symposia in pure mathematics; v. 39, pt. 1, etc. QA1.M4266 1983 510 83-2774 ISBN 0-8218-1442-7 (set) ISBN 0-8218-1449-4 (part 2) ISBN 0-8218-1448-6 (part 1) ISSN 0082-0717 COPYING AND REPRINTING. Individual readers of this publication, and nonprofit librar• ies acting for them are permitted to make fair use of the material, such as to copy an article for use in teaching or research. Permission is granted to quote brief passages from this publication in re• views provided the customary acknowledgement of the source is given.