Strange Attractors

From Art to Science

J. C. Sprott
Department of Physics
University of Wisconsin -
Madison

Presented to the
University of Wisconsin -
Madison Physics Colloquium
On November 14, 1997
Outline
 Modeling of chaotic data
 Probability of chaos
 Examples of strange attractors
 Properties of strange attractors
 Attractor dimension
 Lyapunov exponent
 Simplest chaotic flow
 Chaotic surrogate models
 Aesthetics
 Acknowledgments
 Collaborators
 G. Rowlands (physics) U. Warwick
 C. A. Pickover (biology) IBM Watson
 W. D. Dechert (economics) U. Houston
 D. J. Aks (psychology) UW-Whitewater
 Former Students
 C. Watts - Auburn Univ
 D. E. Newman - ORNL
 B. Meloon - Cornell Univ
 Current Students
 K. A. Mirus
 D. J. Albers
 Typical Experimental Data
5

-5
0 Time 500
Determinism

xn+1 = f (xn, xn-1, xn-2, …)

where f is some model

equation with
adjustable parameters
Example (2-D Quadratic
Iterated Map)
xn+1 = a1 + a2xn + a3xn2 +
a4xnyn + a5yn + a6yn2

yn+1 = a7 + a8xn +a9xn2 +

a10xnyn + a11yn + a12yn2
 Solutions Are Seldom Chaotic
20
Chaotic Data
Chaoticequations)
(Lorenz Data
(Lorenz equations)

Solution of
model equations
Solution of model equations
-20
0 Time 200
 How common is chaos?
1
Logistic Map
Lyapunov Exponent

xn+1 = Axn(1 - xn)

-1
-2 A 4
 A 2-D Example (Hénon Map)
2

2
xn+1 = 1 + axn + bxn-1
-2
-4 a 1
 The Hénon Attractor
xn+1 = 1 - 1.4xn2 + 0.3xn-1
 Mandelbrot Set
xn+1 = xn2 - yn2 + a
yn+1 = 2xnyn + b

zn+1 = zn2 + c
b
Mandelbrot Images
 General 2-D Quadratic Map
100 %

10% Bounded solutions

Chaotic solutions

1%

0.1%
0.1 1.0 amax 10
 Probability of Chaotic Solutions
100%

Iterated maps

10%

Continuous flows (ODEs)

1%

0.1%
1 Dimension 10
 Neural Net Architecture

tanh
% Chaotic in Neural Networks
 Types of Attractors
Fixed Point Limit Cycle

Spiral Radial

Torus Strange Attractor

Strange Attractors
 Limit set as t  
 Set of measure zero
 Basin of attraction
 Fractal structure
 non-integer dimension
 self-similarity
 infinite detail
 Chaotic dynamics
 sensitivity to initial conditions
 topological transitivity
 dense periodic orbits
 Aesthetic appeal
Stretching and Folding
 Correlation Dimension
Correlation Dimension 5

0.5
1 System Dimension 10
 Lyapunov Exponent
10
Lyapunov Exponent

0.1

0.01
1 System Dimension 10
Simplest Chaotic Flow
dx/dt = y
dy/dt = z
2
dz/dt = -x + y - Az
2.0168 < A < 2.0577
x  Ax  x  x  0
2
Simplest Chaotic Flow
Attractor
Simplest Conservative Chaotic Flow

... .
x + x - x = - 0.01
2
 Chaotic Surrogate Models
xn+1 = .671 - .416xn - 1.014xn2 + 1.738xnxn-1 +.836xn-1 -.814xn-12

Data

Model

Auto-correlation function (1/f noise)

Aesthetic Evaluation
 Summary
 Chaos is the exception at low D
 Chaos is the rule at high D
 Attractor dimension ~ D1/2
 Lyapunov exponent decreases
with increasing D
 New simple chaotic flows have
been discovered
 Strange attractors are pretty
 References
 http://sprott.physics.wisc.edu/
lectures/sacolloq/
 Strange Attractors: Creating
Patterns in Chaos (M&T
Books, 1993)
 Chaos Demonstrations
software
 Chaos Data Analyzer software
 sprott@juno.physics.wisc.edu