Ergodic Theory, Randomness, and "Chaos"
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Chapter 6: Ensemble Forecasting and Atmospheric Predictability
Chapter 6: Ensemble Forecasting and Atmospheric Predictability Introduction Deterministic Chaos (what!?) In 1951 Charney indicated that forecast skill would break down, but he attributed it to model errors and errors in the initial conditions… In the 1960’s the forecasts were skillful for only one day or so. Statistical prediction was equal or better than dynamical predictions, Like it was until now for ENSO predictions! Lorenz wanted to show that statistical prediction could not match prediction with a nonlinear model for the Tokyo (1960) NWP conference So, he tried to find a model that was not periodic (otherwise stats would win!) He programmed in machine language on a 4K memory, 60 ops/sec Royal McBee computer He developed a low-order model (12 d.o.f) and changed the parameters and eventually found a nonperiodic solution Printed results with 3 significant digits (plenty!) Tried to reproduce results, went for a coffee and OOPS! Lorenz (1963) discovered that even with a perfect model and almost perfect initial conditions the forecast loses all skill in a finite time interval: “A butterfly in Brazil can change the forecast in Texas after one or two weeks”. In the 1960’s this was only of academic interest: forecasts were useless in two days Now, we are getting closer to the 2 week limit of predictability, and we have to extract the maximum information Central theorem of chaos (Lorenz, 1960s): a) Unstable systems have finite predictability (chaos) b) Stable systems are infinitely predictable a) Unstable dynamical system b) Stable dynamical -
Invariant Measures for Hyperbolic Dynamical Systems
Invariant measures for hyperbolic dynamical systems N. Chernov September 14, 2006 Contents 1 Markov partitions 3 2 Gibbs Measures 17 2.1 Gibbs states . 17 2.2 Gibbs measures . 33 2.3 Properties of Gibbs measures . 47 3 Sinai-Ruelle-Bowen measures 56 4 Gibbs measures for Anosov and Axiom A flows 67 5 Volume compression 86 6 SRB measures for general diffeomorphisms 92 This survey is devoted to smooth dynamical systems, which are in our context diffeomorphisms and smooth flows on compact manifolds. We call a flow or a diffeomorphism hyperbolic if all of its Lyapunov exponents are different from zero (except the one in the flow direction, which has to be 1 zero). This means that the tangent vectors asymptotically expand or con- tract exponentially fast in time. For many reasons, it is convenient to assume more than just asymptotic expansion or contraction, namely that the expan- sion and contraction of tangent vectors happens uniformly in time. Such hyperbolic systems are said to be uniformly hyperbolic. Historically, uniformly hyperbolic flows and diffeomorphisms were stud- ied as early as in mid-sixties: it was done by D. Anosov [2] and S. Smale [77], who introduced his Axiom A. In the seventies, Anosov and Axiom A dif- feomorphisms and flows attracted much attention from different directions: physics, topology, and geometry. This actually started in 1968 when Ya. Sinai constructed Markov partitions [74, 75] that allowed a symbolic representa- tion of the dynamics, which matched the existing lattice models in statistical mechanics. As a result, the theory of Gibbs measures for one-dimensional lat- tices was carried over to Anosov and Axiom A dynamical systems. -
Equilibrium States and the Ergodic Theory of Anosov Diffeomorphisms
Rufus Bowen Equilibrium States and the Ergodic Theory of Anosov Diffeomorphisms New edition of Lect. Notes in Math. 470, Springer, 1975. April 14, 2013 Springer Preface The Greek and Roman gods, supposedly, resented those mortals endowed with superlative gifts and happiness, and punished them. The life and achievements of Rufus Bowen (1947{1978) remind us of this belief of the ancients. When Rufus died unexpectedly, at age thirty-one, from brain hemorrhage, he was a very happy and successful man. He had great charm, that he did not misuse, and superlative mathematical talent. His mathematical legacy is important, and will not be forgotten, but one wonders what he would have achieved if he had lived longer. Bowen chose to be simple rather than brilliant. This was the hard choice, especially in a messy subject like smooth dynamics in which he worked. Simplicity had also been the style of Steve Smale, from whom Bowen learned dynamical systems theory. Rufus Bowen has left us a masterpiece of mathematical exposition: the slim volume Equilibrium States and the Ergodic Theory of Anosov Diffeomorphisms (Springer Lecture Notes in Mathematics 470 (1975)). Here a number of results which were new at the time are presented in such a clear and lucid style that Bowen's monograph immediately became a classic. More than thirty years later, many new results have been proved in this area, but the volume is as useful as ever because it remains the best introduction to the basics of the ergodic theory of hyperbolic systems. The area discussed by Bowen came into existence through the merging of two apparently unrelated theories. -
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). -
Hamiltonian Chaos
Hamiltonian Chaos Niraj Srivastava, Charles Kaufman, and Gerhard M¨uller Department of Physics, University of Rhode Island, Kingston, RI 02881-0817. Cartesian coordinates, generalized coordinates, canonical coordinates, and, if you can solve the problem, action-angle coordinates. That is not a sentence, but it is classical mechanics in a nutshell. You did mechanics in Cartesian coordinates in introductory physics, probably learned generalized coordinates in your junior year, went on to graduate school to hear about canonical coordinates, and were shown how to solve a Hamiltonian problem by finding the action-angle coordinates. Perhaps you saw the action-angle coordinates exhibited for the harmonic oscillator, and were left with the impression that you (or somebody) could find them for any problem. Well, you now do not have to feel badly if you cannot find them. They probably do not exist! Laplace said, standing on Newton’s shoulders, “Tell me the force and where we are, and I will predict the future!” That claim translates into an important theorem about differential equations—the uniqueness of solutions for given ini- tial conditions. It turned out to be an elusive claim, but it was not until more than 150 years after Laplace that this elusiveness was fully appreciated. In fact, we are still in the process of learning to concede that the proven existence of a solution does not guarantee that we can actually determine that solution. In other words, deterministic time evolution does not guarantee pre- dictability. Deterministic unpredictability or deterministic randomness is the essence of chaos. Mechanical systems whose equations of motion show symp- toms of this disease are termed nonintegrable. -
An Image Cryptography Using Henon Map and Arnold Cat Map
International Research Journal of Engineering and Technology (IRJET) e-ISSN: 2395-0056 Volume: 05 Issue: 04 | Apr-2018 www.irjet.net p-ISSN: 2395-0072 An Image Cryptography using Henon Map and Arnold Cat Map. Pranjali Sankhe1, Shruti Pimple2, Surabhi Singh3, Anita Lahane4 1,2,3 UG Student VIII SEM, B.E., Computer Engg., RGIT, Mumbai, India 4Assistant Professor, Department of Computer Engg., RGIT, Mumbai, India ---------------------------------------------------------------------***--------------------------------------------------------------------- Abstract - In this digital world i.e. the transmission of non- 2. METHODOLOGY physical data that has been encoded digitally for the purpose of storage Security is a continuous process via which data can 2.1 HENON MAP be secured from several active and passive attacks. Encryption technique protects the confidentiality of a message or 1. The Henon map is a discrete time dynamic system information which is in the form of multimedia (text, image, introduces by michel henon. and video).In this paper, a new symmetric image encryption 2. The map depends on two parameters, a and b, which algorithm is proposed based on Henon’s chaotic system with for the classical Henon map have values of a = 1.4 and byte sequences applied with a novel approach of pixel shuffling b = 0.3. For the classical values the Henon map is of an image which results in an effective and efficient chaotic. For other values of a and b the map may be encryption of images. The Arnold Cat Map is a discrete system chaotic, intermittent, or converge to a periodic orbit. that stretches and folds its trajectories in phase space. Cryptography is the process of encryption and decryption of 3. -
WHAT IS a CHAOTIC ATTRACTOR? 1. Introduction J. Yorke Coined the Word 'Chaos' As Applied to Deterministic Systems. R. Devane
WHAT IS A CHAOTIC ATTRACTOR? CLARK ROBINSON Abstract. Devaney gave a mathematical definition of the term chaos, which had earlier been introduced by Yorke. We discuss issues involved in choosing the properties that characterize chaos. We also discuss how this term can be combined with the definition of an attractor. 1. Introduction J. Yorke coined the word `chaos' as applied to deterministic systems. R. Devaney gave the first mathematical definition for a map to be chaotic on the whole space where a map is defined. Since that time, there have been several different definitions of chaos which emphasize different aspects of the map. Some of these are more computable and others are more mathematical. See [9] a comparison of many of these definitions. There is probably no one best or correct definition of chaos. In this paper, we discuss what we feel is one of better mathematical definition. (It may not be as computable as some of the other definitions, e.g., the one by Alligood, Sauer, and Yorke.) Our definition is very similar to the one given by Martelli in [8] and [9]. We also combine the concepts of chaos and attractors and discuss chaotic attractors. 2. Basic definitions We start by giving the basic definitions needed to define a chaotic attractor. We give the definitions for a diffeomorphism (or map), but those for a system of differential equations are similar. The orbit of a point x∗ by F is the set O(x∗; F) = f Fi(x∗) : i 2 Z g. An invariant set for a diffeomorphism F is an set A in the domain such that F(A) = A. -
Ergodic Theory
MATH41112/61112 Ergodic Theory Charles Walkden 4th January, 2018 MATH4/61112 Contents Contents 0 Preliminaries 2 1 An introduction to ergodic theory. Uniform distribution of real se- quences 4 2 More on uniform distribution mod 1. Measure spaces. 13 3 Lebesgue integration. Invariant measures 23 4 More examples of invariant measures 38 5 Ergodic measures: definition, criteria, and basic examples 43 6 Ergodic measures: Using the Hahn-Kolmogorov Extension Theorem to prove ergodicity 53 7 Continuous transformations on compact metric spaces 62 8 Ergodic measures for continuous transformations 72 9 Recurrence 83 10 Birkhoff’s Ergodic Theorem 89 11 Applications of Birkhoff’s Ergodic Theorem 99 12 Solutions to the Exercises 108 1 MATH4/61112 0. Preliminaries 0. Preliminaries 0.1 Contact details § The lecturer is Dr Charles Walkden, Room 2.241, Tel: 0161 275 5805, Email: [email protected]. My office hour is: Monday 2pm-3pm. If you want to see me at another time then please email me first to arrange a mutually convenient time. 0.2 Course structure § This is a reading course, supported by one lecture per week. I have split the notes into weekly sections. You are expected to have read through the material before the lecture, and then go over it again afterwards in your own time. In the lectures I will highlight the most important parts, explain the statements of the theorems and what they mean in practice, and point out common misunderstandings. As a general rule, I will not normally go through the proofs in great detail (but they are examinable unless indicated otherwise). -
A Cell Dynamical System Model for Simulation of Continuum Dynamics of Turbulent Fluid Flows A
A Cell Dynamical System Model for Simulation of Continuum Dynamics of Turbulent Fluid Flows A. M. Selvam and S. Fadnavis Email: [email protected] Website: http://www.geocities.com/amselvam Trends in Continuum Physics, TRECOP ’98; Proceedings of the International Symposium on Trends in Continuum Physics, Poznan, Poland, August 17-20, 1998. Edited by Bogdan T. Maruszewski, Wolfgang Muschik, and Andrzej Radowicz. Singapore, World Scientific, 1999, 334(12). 1. INTRODUCTION Atmospheric flows exhibit long-range spatiotemporal correlations manifested as the fractal geometry to the global cloud cover pattern concomitant with inverse power-law form for power spectra of temporal fluctuations of all scales ranging from turbulence (millimeters-seconds) to climate (thousands of kilometers-years) (Tessier et. al., 1996) Long-range spatiotemporal correlations are ubiquitous to dynamical systems in nature and are identified as signatures of self-organized criticality (Bak et. al., 1988) Standard models for turbulent fluid flows in meteorological theory cannot explain satisfactorily the observed multifractal (space-time) structures in atmospheric flows. Numerical models for simulation and prediction of atmospheric flows are subject to deterministic chaos and give unrealistic solutions. Deterministic chaos is a direct consequence of round-off error growth in iterative computations. Round-off error of finite precision computations doubles on an average at each step of iterative computations (Mary Selvam, 1993). Round- off error will propagate to the mainstream computation and give unrealistic solutions in numerical weather prediction (NWP) and climate models which incorporate thousands of iterative computations in long-term numerical integration schemes. A recently developed non-deterministic cell dynamical system model for atmospheric flows (Mary Selvam, 1990; Mary Selvam et. -
MA427 Ergodic Theory
MA427 Ergodic Theory Course Notes (2012-13) 1 Introduction 1.1 Orbits Let X be a mathematical space. For example, X could be the unit interval [0; 1], a circle, a torus, or something far more complicated like a Cantor set. Let T : X ! X be a function that maps X into itself. Let x 2 X be a point. We can repeatedly apply the map T to the point x to obtain the sequence: fx; T (x);T (T (x));T (T (T (x))); : : : ; :::g: We will often write T n(x) = T (··· (T (T (x)))) (n times). The sequence of points x; T (x);T 2(x);::: is called the orbit of x. We think of applying the map T as the passage of time. Thus we think of T (x) as where the point x has moved to after time 1, T 2(x) is where the point x has moved to after time 2, etc. Some points x 2 X return to where they started. That is, T n(x) = x for some n > 1. We say that such a point x is periodic with period n. By way of contrast, points may move move densely around the space X. (A sequence is said to be dense if (loosely speaking) it comes arbitrarily close to every point of X.) If we take two points x; y of X that start very close then their orbits will initially be close. However, it often happens that in the long term their orbits move apart and indeed become dramatically different. -
Conformal Fractals – Ergodic Theory Methods
Conformal Fractals – Ergodic Theory Methods Feliks Przytycki Mariusz Urba´nski May 17, 2009 2 Contents Introduction 7 0 Basic examples and definitions 15 1 Measure preserving endomorphisms 25 1.1 Measurespacesandmartingaletheorem . 25 1.2 Measure preserving endomorphisms, ergodicity . .. 28 1.3 Entropyofpartition ........................ 34 1.4 Entropyofendomorphism . 37 1.5 Shannon-Mcmillan-Breimantheorem . 41 1.6 Lebesguespaces............................ 44 1.7 Rohlinnaturalextension . 48 1.8 Generalized entropy, convergence theorems . .. 54 1.9 Countabletoonemaps.. .. .. .. .. .. .. .. .. .. 58 1.10 Mixingproperties . .. .. .. .. .. .. .. .. .. .. 61 1.11 Probabilitylawsand Bernoulliproperty . 63 Exercises .................................. 68 Bibliographicalnotes. 73 2 Compact metric spaces 75 2.1 Invariantmeasures . .. .. .. .. .. .. .. .. .. .. 75 2.2 Topological pressure and topological entropy . ... 83 2.3 Pressureoncompactmetricspaces . 87 2.4 VariationalPrinciple . 89 2.5 Equilibrium states and expansive maps . 94 2.6 Functionalanalysisapproach . 97 Exercises ..................................106 Bibliographicalnotes. 109 3 Distance expanding maps 111 3.1 Distance expanding open maps, basic properties . 112 3.2 Shadowingofpseudoorbits . 114 3.3 Spectral decomposition. Mixing properties . 116 3.4 H¨older continuous functions . 122 3 4 CONTENTS 3.5 Markov partitions and symbolic representation . 127 3.6 Expansive maps are expanding in some metric . 134 Exercises .................................. 136 Bibliographicalnotes. 138 4 -
Thermodynamic Properties of Coupled Map Lattices 1 Introduction
Thermodynamic properties of coupled map lattices J´erˆome Losson and Michael C. Mackey Abstract This chapter presents an overview of the literature which deals with appli- cations of models framed as coupled map lattices (CML’s), and some recent results on the spectral properties of the transfer operators induced by various deterministic and stochastic CML’s. These operators (one of which is the well- known Perron-Frobenius operator) govern the temporal evolution of ensemble statistics. As such, they lie at the heart of any thermodynamic description of CML’s, and they provide some interesting insight into the origins of nontrivial collective behavior in these models. 1 Introduction This chapter describes the statistical properties of networks of chaotic, interacting el- ements, whose evolution in time is discrete. Such systems can be profitably modeled by networks of coupled iterative maps, usually referred to as coupled map lattices (CML’s for short). The description of CML’s has been the subject of intense scrutiny in the past decade, and most (though by no means all) investigations have been pri- marily numerical rather than analytical. Investigators have often been concerned with the statistical properties of CML’s, because a deterministic description of the motion of all the individual elements of the lattice is either out of reach or uninteresting, un- less the behavior can somehow be described with a few degrees of freedom. However there is still no consistent framework, analogous to equilibrium statistical mechanics, within which one can describe the probabilistic properties of CML’s possessing a large but finite number of elements.