Dynamics:

The general study of how systems change over time

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Planetary dynamics
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Fluid Dynamics
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Dynamics of Turbulence
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Chua ClrculL
Electrical Dynamics
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Climate dynamics
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Crowd dynamics
Population dynamics
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Dynamics of stock prices
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Group dynamics
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Dynamics of
conflicts
Dynamics of
cooperation
Dynamical Systems Theory:

The branch of mathematics of how systems
change over time
Calculus
Differential equations
Iterated maps
Algebraic topology
etc.

The dynamics of a system: the manner in which
the system changes
Dynamical systems theory gives us a
vocabulary and set of tools for describing
dynamics

A brief history of the science of dynamics


Aristotle, 384 322 BC
Nicolaus Copernicus, 1473 1543
Galileo Galilei, 1564 1642
Isaac Newton, 1643 1727
Pierre- Simon Laplace, 1749 1827
We may regard the present state of the universe as the effect
of its past and the cause of its future. An intellect which at a certain
moment would know all forces that set nature in motion, and all
positions of all items of which nature is composed, if this intellect
were also vast enough to submit these data to analysis, it would
embrace in a single formula the movements of the greatest bodies
of the universe and those of the tiniest atom; for such an intellect
nothing would be uncertain and the future just like the past would
be present before its eyes.

Pierre Simon Laplace, A Philosophical Essay on Probabilities


Henri Poincar, 1854 1912
If we knew exactly the laws of nature and the situation of the
universe at the initial moment, we could predict exactly the
situation of that same universe at a succeeding moment. but
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. If that enabled us to predict the succeeding
situation with the same approximation, that is all we require,
and we should say that the phenomenon had been predicted,
that it is governed by laws. But it is not always so; 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...

F = m a

F = G m
1
m
2
/ d
2

Azcolvin429, Wikimedia Commons
Sensitive dependence on initial conditions

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Chaos:

One particular type of dynamics of a system
Defined as sensitive dependence on initial
conditions
You've never heard of Chaos theory? Non-linear equations?
Strange attractors?
Dr. Ian Malcolm
.

Dripping faucets
Electrical circuits
Solar system orbits
Weather and climate (the
butterfly effect)
Brain activity (EEG)
Heart activity (EKG)
Computer networks

Population growth and
dynamics
Financial data

Chaos in Nature

What is the difference between chaos and randomness?


Notion of deterministic chaos
Lord Robert May
b. 1936
Mitchell Feigenbaum
b. 1944
The fact that the simple and deterministic equation [i.e., the Logistic
Map] can possess dynamical trajectories which look like some sort of
random noise has disturbing practical implications. It means, for example,
that apparently erratic fluctuations in the census data for an animal
population need not necessarily betoken either the vagaries of an
unpredictable environment or sampling errors; they may simply derive
from a rigidly deterministic population growth relationship...Alternatively,
it may be observed that in the chaotic regime, arbitrarily close initial
conditions can lead to trajectories which, after a sufficiently long time,
diverge widely. This means that, even if we have a simple model in which
all the parameters are determined exactly, long-term prediction is
nevertheless impossible
!! Robert May, 1976


Chaos: Seemingly random behavior with sensitive dependence on
initial conditions

Logistic map: A simple, completely deterministic equation that, when
iterated, can display chaos (depending on the value of R).

Deterministic chaos: Perfect prediction, a la Laplaces
deterministic clockwork universe, is impossible, even in principle, if
were looking at a chaotic system.





Universality in Chaos

While chaotic systems are not predictable in detail, a wide class of
chaotic systems has highly predictable, universal properties.
A Unimodal (one humped) Map
Logistic Map Bifurcation Diagram
R
1
" 3.0: period 2
R
2
" 3.44949 period 4
R
3
" 3.54409 period 8
R
4
" 3.564407 period 16
R
5
" 3.568759 period 32
R
#
" 3.569946 period # (onset of chaos)
Bifurcations in the Logistic Map
R
2
! R
1
R
3
! R
2
=
3.44949 !3.0
3.54409 !3.44949
= 4.75147992
R
3
! R
2
R
4
! R
3
=
3.54409 !3.44949
3.564407!3.54409
= 4.65619924
R
4
! R
3
R
5
! R
4
=
3.564407!3.54409
3.568759 !3.564407
= 4.66842831
!
lim
n"#
R
n+1
! R
n
R
n+2
! R
n+1
$
%
&
'
(
)
* 4.6692016....
Rate at which distance between bifurcations
is shrinking:
R
1
" 3.0: period 2
R
2
" 3.44949 period 4
R
3
" 3.54409 period 8
R
4
" 3.564407 period 16
R
5
" 3.568759 period 32


R
#
" 3.569946 period #
(chaos)






Bifurcations in the
Logistic Map
Rate at which distance between bifurcations
is shrinking:
R
1
" 3.0: period 2
R
2
" 3.44949 period 4
R
3
" 3.54409 period 8
R
4
" 3.564407 period 16
R
5
" 3.568759 period 32


R
#
" 3.569946 period #
(chaos)






R
2
! R
1
R
3
! R
2
=
3.44949 !3.0
3.54409 !3.44949
= 4.75147992
R
3
! R
2
R
4
! R
3
=
3.54409 !3.44949
3.564407!3.54409
= 4.65619924
R
4
! R
3
R
5
! R
4
=
3.564407!3.54409
3.568759 !3.564407
= 4.66842831
!
lim
n"#
R
n+1
! R
n
R
n+2
! R
n+1
$
%
&
'
(
)
* 4.6692016....
Bifurcations in the
Logistic Map
Feigenbaums
constant
In other words, each new bifurcation
appears about 4.6692016 times
faster than the previous one.
Feigenbaum derived this constant
mathematically!

He also showed that any unimodal (one-
humped) map will have the same value
for this rate.

A universal constant!!!
Amazingly, at almost exactly the same time, the same
constant was independently discovered (and
mathematically derived by) another research team, the
French mathematicians Pierre Collet and Charles Tresser.
Summary
Significance of dynamics and chaos
for complex systems
Complex, unpredictable behavior from simple, deterministic
rules

Dynamics gives us a vocabulary for describing complex
behavior
There are fundamental limits to detailed prediction
At the same time there is universality: Order in Chaos