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S STUDIES IN NONLINEARITY a “a he ' _ NONLINEAR .. Dynamics | anp CHAOS. 3 With Applications to Physics, Biology, Chemistry, and Engineering STEVEN. H.: STROGATZ ant oo : 4 _ a a aS se te tI} i aT. fuan~ Tleinnee 1% _—_———- NONLINEAR DYNAMICS AND CHAOS With Applications to Physics, Biology, Chemistry, and Engineering STEVEN H. STROGATZ ADVANCED Book PROGRAM PERSEUS BOOKS Reading, Massachusetts Many of the designations used by manufacturers and sellers to distin- guish their products are cTaimed as trademarks. Where those designa- tions appear in this book and Perseus Books was aware of a trademark claim, the designations have been printed in initial capital letters Library of Congress Cataloging-in-Publication Data Strogatz, Steven H. (Steven Henry) ‘Nonlinear dynamics and chaos: with applications to physics, biology, chemistry, and engineering / Steven H. Strogatz. p. om, Includes bibliographical references and index. ISBN 0-201-54344-3 1. Chaotic behavior in systems. 2. Dynamics. 3. Nonlinear theories, L Title. Q172.5.C45S767 1994 S01.1'85—-de20 93-6166 cre Copyright © 1994 by Perseus Books Publishing, L.L.C. Perseus Books is a member of the Perseus Books Group. [All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the publisher. Printed in the United States of America. Published simultaneously in Canada. Cover design by Lynne Reed TText design by Joyce C. Weston Set in 10-point Times by Compset, Inc. Cover art is a computer-generated picture of a scroll ring, from Strogatz (1985) with permission. Scroll rings are self-sustaining sources of waves in diverse excitable media, including heart muscle, neural tissue, and excitable chemical reactions (Winfree and Strogatz, 1984, Winfree 1987b) 10 LL 12 13 14 1$—MA—03 02 01 00 99 Perseus Books are available for special discounts for bulk purchases in the USS. by corporations, institutions, and other organizations, Fot more it formation, please contact the Special Markets Department at Harper- Collins Publishers, 10 East 53rd Street, New York, NY 10022, or call I- 212-207-7528. CONTENTS Preface ix 1. Overview 1 1.0. Chaos, Fractals, and Dynamics 1 1.1 Capsule History of Dynamics 2 1.2. The Importance of Being Nonlinear 4 1.3. ADynamical View of the World 9 Part I. One-Dimensional Flows 2. Flowsonthe Line 15 2.0 Introduction 15 2.1 A Geometric Way of Thinking 16 2.2 Fixed Points and Stability 18 2.3 Population Growth 21 2.4 Linear Stability Analysis 24 2.5 Existence and Uniqueness 26 2.6 Impossibility of Oscillations 28 2.7 Potentials 30 2.8 Solving Equations on the Computer 32 Exercises 36 3. Bifurcations 44 3.0 Introduction 44 3.1 Saddle-Node Bifurcation 45 3.2. Transcritical Bifurcation 50 3.3 Laser Threshold 53 3.4 Pitchfork Bifurcation 55 3.5 Overdamped Bead on a Rotating Hoop 61 CONTENTS 3.6 37 Imperfect Bifurcations and Catastrophes 69 Insect Outbreak 73 Exercises 79 Flows on the Circle 93 40 4 42 43 44 45 46 Introduction 93 Examples and Definitions 93 Uniform Oscillator 95 Nonuniform Oscillator 96 Overdamped Pendulum 101 Fireflies 103 Superconducting Josephson Junctions 106 Exercises 113 Part Il. Two-Dimensional Flows Linear Systems 123 5.0 5.1 5.2 | Introduction 123 Definitions and Examples 123 Classification of Linear Systems 129 Love Affairs 138 Exercises 140 Phase Plane 145 6.0 6.1 6.2 63 6.4 6.5 6.6 6.7 68 Limi . VA 72 73 14 1S 16 Introduction 145 Phase Portraits 145 Existence, Uniqueness, and Topological Consequences 148 Fixed Points and Linearization 150 Rabbits versus Sheep 155 Conservative Systems 159 Reversible Systems 163 Pendulum 168 Index Theory 174 Exercises 181 Cycles 196 Introduction 196 Examples 197 Ruling Out Closed Orbits 199 Poincaré-Bendixson Theorem 203 Lignard Systems 210 Relaxation Oscillators 211 Weakly Nonlinear Oscillators 215 Exercises 227 vi CONTENTS 10. il. Bifurcations Revisited 241 8.0. Introduction 241 8.1 Saddle-Node, Transcritical, and Pitchfork Bifurcations 241 8.2 Hopf Bifurcations 248 8.3. Oscillating Chemical Reactions 254 8.4 Global Bifurcations of Cycles 260 8.5 Hysteresis in the Driven Pendulum and Josephson Junction 265 8.6 Coupled Oscillators and Quasiperiodicity 273 8.7 Poincaré Maps 278 Exercises 284 Part Ill. Chaos Lorenz Equations 301 9.0. Introduction 301 9.1 AChaotic Waterwheel 302 9.2. Simple Properties of the Lorenz Equations 311 9.3 Chaos ona Strange Attractor 317 9.4 Lorenz Map 326 9.5 Exploring Parameter Space 330 9.6 Using Chaos to Send Secret Messages 335 Exercises 341 One-Dimensional Maps 348 10.0 Introduction 348 10.1. Fixed Points and Cobwebs 349 10.2. Logistic Map: Numerics 353 10.3 Logistic Map: Analysis 357 10.4 Periodic Windows 361 10.5 Liapunov Exponent 366 10.6 Universality and Experiments 369 10.7 Renormalization 379 Exercises 388 Fractals 398 11.0 Introduction 398 11.1 Countable and Uncountable Sets 399 11.2. Cantor Set 401 11.3 Dimension of Self-Similar Fractals 404 11.4 Box Dimension 409 11.5 Pointwise and Correlation Dimensions 411 Exercises 416 CONTENTS 12. Strange Attractors 423 12.0 Introduction 423 12.1 The Simplest Examples 423 12.2 HénonMap 429 12.3. Réssler System 434. 12.4 Chemical Chaos and Attractor Reconstruction 437 12.5 Forced Double-Well Oscillator 441 Exercises 448 Answers to Selected Exercises 455 References 465 Author Index 475 Subject Index 478 CONTENTS PREFACE This textbook is aimed at newcomers to nonlinear dynamics and chaos, especially students taking a first course in the subject. It is based on a one-semester course [’ve taught for the past several years at MIT and Cornell. My goal is to explain the mathematics as clearly as possible, and to show how it can be used to understand some of the wonders of the nonlinear world. The mathematica! treatment is friendly and informal, but still careful. Analyti- cal methods, concrete examples, and geometric intuition are stressed. The theory is, developed systematically, starting with first-order differential equations and their bifurcations, followed by phase plane analysis, limit cycles and their bifurcations, and culminating with the Lorenz equations, chaos, iterated maps, period doubling, renormalization, fractals, and strange attractors, A unique feature of the book is its emphasis on applications. These include me- chanical vibrations, lasers, biological rhythms, superconducting circuits, insect outbreaks, chemical oscillators, genetic contro] systems, chaotic waterwheels, and even a technique for using chaos to send secret messages. In each case, the sci- entific background is explained at an elementary level and closely integrated with the mathematical theory. Prerequi The essential prerequisite is single-variable calculus, including curve-sketch- ing, Taylor series, and separable differential equations. In a few places, multivari- able calculus (partial derivatives, Jacobian matrix, divergence theorem) and linear algebra (eigenvalues and eigenvectors) are used, Fourier analysis is not assumed, and is developed where needed, Introductory physics is used throughout. Other scientific prerequisites would depend on the applications considered, but in all cases, a fitst course should be adequate preparation. PREFACE ix Possible Courses ‘The book could be used for several types of courses: + A broad introduction to nonlinear dynamics, for students with no prior expo- sure to the subject. (This is the kind of course I have taught.) Here one goes straight through the whole book, covering the core material at the beginning of each chapter, selecting a few applications to discuss in depth and giving light treatment to the more advanced theoretical topics or skipping them alto- gether. A reasonable schedule is seven weeks on Chapters 1-8, and five or six weeks on Chapters 9-12. Make sure there’s enough time left in the semester to get to chaos, maps, and fractals. + A traditional course on nonlinear ordinary differential equations, but with more emphasis on applications and less on perturbation theory than usual. Such a course would focus on Chapters 1-8. + A modem course on bifurcations, chaos, fractals, and their applications, for students who have already been exposed to phase plane analysis. Topics would be selected mainly from Chapters 3, 4, and 8-12. For any of these courses, the students should be assigned homework from the exercises at the end of each chapter. They could also do computer projects; build chaotic circuits and mechanical systems; or look up some of the references to get a taste of current research. This can be an exciting course to teach, as well as to take. Thope you enjoy it. Conventions Equations are numbered consecutively within each section. For instance, when we're working in Section 5.4, the third equation is called (3) or Equation (3), but elsewhere it is called (5.4.3) or Equation (5.4.3). Figures, examples, and exercises are always called by their full names, e.g., Exercise 1.2.3. Examples and proofs end with a loud thump, denoted by the symbol m. Acknowledgments ‘Thanks to the National Science Foundation for financial support. For help with the book, thanks to Diana Dabby, Partha Saha, and Shinya Watanabe (students); Jihad Touma and Rodney Worthing (teaching assistants); Andy Christian, Jim Crutchfield, Kevin Cuomo, Frank DeSimone, Roger Eckhardt, Dana Hobson, and Thanos Siapas (for providing figures); Bob Devaney, Irv Epstein, Danny Kaplan, Willem Malkus, Charlie Marcus, Paul Matthews, Arthur Mattuck, Rennie Mirollo, Peter Renz, Dan Rockmore, Gil Strang, Howard Stone, John Tyson, Kurt Wiesen- x PREFACE