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Introduction To Nonlinear Dynamics

Nonlinear dynamical systems can exhibit complex behavior like chaos. The logistic map models population growth and shows how small changes in a control parameter like growth rate can lead to bifurcations where the behavior changes qualitatively from stable fixed points to periodic cycles and eventually chaos. As the growth rate increases through a critical value, the system undergoes period doubling bifurcations where the period of the behavior doubles. Eventually at a universal point, the behavior becomes fully chaotic and sensitive to initial conditions.

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179 views46 pages

Introduction To Nonlinear Dynamics

Nonlinear dynamical systems can exhibit complex behavior like chaos. The logistic map models population growth and shows how small changes in a control parameter like growth rate can lead to bifurcations where the behavior changes qualitatively from stable fixed points to periodic cycles and eventually chaos. As the growth rate increases through a critical value, the system undergoes period doubling bifurcations where the period of the behavior doubles. Eventually at a universal point, the behavior becomes fully chaotic and sensitive to initial conditions.

Uploaded by

ramkumar
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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Introduction to nonlinear

Dynamics
Most of the Dynamical systems and
phenomena are Nonlinear
Most of them can be reduced to Linear
approximations by suitable approximations
Linear and Non linear Systems
• A system whose time evolution equations are non
linear is called non linear system
• The dynamical variables describing the properties of
the system (like position,velocity,acceleration-i.e
independent variable and its derivatives)appear in the
equations in a non linear form.
• In non linear system, a small change in a parameter can
lead to dramatic and sudden changes of the
coordinates and other parameters in both qualitative
and quantitative behavior of systems
Phase Plane Analysis
• If a particle has only one independent
variable(say X),then two independent
variables(X and P= x ) define the phase space
which is 2-D
• It is called Phase plane
• At any time value of phase space coordinates
define the state of the system
Phase Plane Analysis
• A given solution to equation of motion will
map out a smooth curve in the phase plane as
a function of time.
• It is called Phase Curve or Phase trajectory
• The motion along it is called Phase Flow
• Different phase space trajectories do not cross
each other
• A picture made up of set phase trajectories is
called phase portrait
Harmonic oscillator
y 2
 2
 x2  10
2E 2E
At turning points y= x = 0
2E
 x  2E
2
0
2 x
0

At x=0

y  2E
2
y   2E
Hence semi major axis and semi minor axis is given by

2E
a b  2E
0

Origin of Phase plane x=y=0 corresponds to


equilibrium point
The existence of constant first integral
provides a definite geometrical constrain on
phase flow
Harmonic oscillator
Damped Harmonic Oscillator
.. .
x  2b x   x  0 2
0

. .
yx y  2by   x 2
0
t
If a trial solution xe is used on 2nd order differential equation

1 , 2  b  b   2 2
0
,

When b2 < 02


1 and 2 are complex
Motion is oscillatory with decreasing amplitude
Solution just spirals into equilibrium point at the
origin at a rate depending on b

When b2 >  2
0
and When b2 = 02
1 and 2 are real
Motion is aperiodic
Solution approaches equilibrium point at the
origin

For systems with constant integral and bound motion, phase


portrait will be a set of concentric curves centered at origin
Pendulum
. .
x y y   sin x
2
0

1 2
y  0 cos x  E '
2

2
 For small energies pendulum will just oscillate
about the equillibrium point x=y=0 in linear
fashion.
 Phase space trajectories will be ellipse centered
on origin
 At higher energies the pendulum executes
libration motion and starts executing rotational
motion when E’=g/l
 As energy increases furthur, rotational motion
gets faster and faster
• The point x=(+/-) π is unstable equillibrium point
and point x=(+/-)2 π or 0 is stable
• The phase pattern will repeat to right and left at
every multiple of 2 π since restoring force is
periodic
• Thus the point x=(+/-)n π is unstable equillibrium
point and point x=(+/-)2 nπ is stable.These point
represents transition from librational motion to
rotational motion.Phase curves changes from
closed to open one
• The pair of space curves that separate librational
motion and rotational motion and that meet at
unstable equillibrium points are called seperatrix
• Inside seperatrix motion is periodic and
oscillatory
• Trajectory outside seperatrix corresponds to
running modes
• One type of running mode has angular
velocity +ve(anticlockwise) and other type
angular velocity –ve(clockwise)
Limit Cycles
• Limit cycles are characterized by periodically
oscillating closed trajectories
• Trajectories starting either within or outside it are
attracted to it but can never cross it
• In stable limit cycle all trajectories approach limit
cycle
• In unstable limit cycle all trajectories move away
from limit cycle
• In semi stable or saddle cycle one set of
trajectories(inside or outside) approaches the
limit cycle and other set moves away from it
Classical Chaos
• Chaotic trajectories arise from motion of non
linear systems which are non periodic but
somewhat predictable and deterministic
• Chaos describes complicated behavior of
systems that lies between regular
deterministic trajectories and noise
• It used to describe the time behaviour of a
system when behaviour is aperiodic,that is
never repeats exactly
• The major components that determine the
behavior of a system are
Time evolution equation
Values of parameters describing the system
Initial conditions
Bifurcation
• means splitting into two parts
• The behavior of systems are influenced by the
value of one or more control parameters(eg:
friction, amplitude, frequency etc)
• In nonlinear dynamics, the term bifurcation
means the change in the behavior of the
system when the control parameter changes
• When control parameter changes, a stable
equilibrium position may changes to two such
positions
• A system initially at rest may changes to
oscillates
If the behavior of a system in the
neighbourhood of an equilibrium solution is
changed,it is called local bifurcation
If the structure of the solution is modified in a
larger scale,it is called global bifurcation
Logistic Map
• It is used to describe the growth of biological
populations
• If N0 is the no of insects born at a particular time
and N1 is the no. that survives after one year
N0 = AN1 ,A is a number that depends
upon the conditions
If A is remained same for subsequent years
A>1 Population Explosion
A<1 Extinction
• To limit the growth of population A new term is to be
introduced
• It should be insignificant for small values of N,But
becomes significant when n becomes large

• The term is taken to be


BN 02 Where B is very small
• The effect of this term is to decrease the population
• Then
2
N1 = AN0 - BN 0 with B<<A
N2 = AN1 - BN12
N3 = AN2 - BN 22
• To get Nn+1>0,Nn cannot be exceed a maximum
value say Nmax
• A Nmax -B N2max >=0 or Nmax <= A/B
• Let Xn = Nn / Nmax, then value of Xn is between
n 0 and 1
X n 1 N max  AX n N max  B( X n N max ) 2

X n1  AX n (1  X n )  f A ( X )

• f A (X ) is called iteration function or


logistic map functon
Plot – X Vs f A (X )
Properties
• The graph is a parabola due to the form of
equation
• If A>4,value of X>1 and if A<1,value of X 0
• Hence the range for A is 1<=A<=4
• The successive terms X1 ,X2, X3 ,X4 generated is
called trajectory or orbit
• The first few terms of trajectory depends on
initial value of X.
• The subsequent behavior is same for almost all
starting points
Fixed Points

X  fA(X )
*
A
*
A

The fixed point X*A means that successive


iterations are expected to bring Xn+1 closer and
closer to the X*A and furthur iterations produce
no additional change
2
X *  AX * (1  X * )  AX *  AX *

X (1  A  AX )  0
* *

A 1
X 0
*
OR X 
*
 1
1
A A

Two fixed points for 0<X<1


For A<1,X*=0 is the only fixed point
For A>1,Both falls in this range
Whenever f(x) crosses diagonal line ,the
function has a fixed point
For A<1
• A value different from X=0,approaches zero,if
A<1
• Let A=0.6 and Xo=0.8
For A>1
• Let Xo=0.08 and A=1.9 gives fixed point 0.47
• All Xo values approaches 0.47
• Upto A<3,Stable fixed point is X *  1  1
A
• The X*=0 a unstable fixed point
• Thus for a stable fixed point 1<A<3
A>3
• For A slightlt greater than 3,the trajectory
does not settle down to a single point but
alternate between two values
• For A=3.2, the trajectory shuttle between
Xn=0.559 and Xn+1=0.764
• This is called period -2 behavior
• At A=3,a period doubling bifurcation occurs
• This point at which bifurcation occurs is called
critical point
• At A=3.5,another period doubling bifurcation occures
and a four fold cycle involving 4 attractors occures
• At A=3.55-8fold cycle
• At A=3.566-16 fold cycle
• At A ᾁ =3.5699456-Feigenbaum point
• Above this point chaos occures
• All successive Xn values will generate all random values
• The two initial points that are initially near to each
other generates successive sequences that do not
remain near each other
• The plane(A,X)will be extremely densly populated and
attractor has infinite set of points
• In chaotic region there are non chaotic windows and
odd cycles appear
Attractors
Universality of Chaos
Lyaponov Exponent
Fractals
Fractal Dimension
Routes to Chaos

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