Edward Lorenz and the Butterfly Effect

You can stay at home and be happily introspective or you can make a choice, step out, and be the Butterfly that begins the tempest that changes the world. - John Sanford

When a tiny variation changes the results of a system dramatically (over a period of time), this sensitivity is what we call the butterfly effect

3 kinds of systems

Linear (normal) system

We can guess very precisely its behavior Ex: Almost all systems we use are linear

Random systems
We cannot guess at all! Ex: throwing the dice

Chaotic systems
Deterministic with no random, but unpredictable on lone term because they are very complex and sensitive

input SYSTEM

output

Input

Output of a normal system 22.5 22.503 45 (value doubled) 22.5

Output of a random system 4 25 9 46

Output of a chaotic system 10 37 29 10

5 2.001 10 5

A chaotic system is -Deterministic -Highly sensitive -Unpredictable on the long term

Does the flap of a butterflys wings in Brazil set off a tornado in Texas?

Edward Lorenz
May 23, 1917 April 16, 2008 an American mathematician and meteorologist The father of chaos theory

The Butterfly Effect

Lorenz created a toy weather on a simple digital computer, a Royal McBee LGP-30 at MIT in 1960 Weather prediction was considered less than science at that time Using a set of 12 equations his computer modeled the weather In the winter of 1961, wanting to examine a sequence at greater length, Lorenz took a shortcut

Instead of starting the whole run over, he started midway through To give the machine its initial conditions, he typed the numbers straight from the earlier printout He went to get a cup of coffee When he came back and hour later, the sequence had evolved differently

The new run should have exactly duplicated the originalwhy didnt it? In the computers memory, six decimal places were stored: 0.506127 Lorenz entered 0.506 assuming that the difference one part in a thousand was inconsequential

Solutions began to diverge

Solutions diverge

Time

Solutions diverge

Time

Soon, two similar but clearly unique solutions

Chaos

Solutions diverge Time

Eventually, results revealed two uncorrelated and completely different solutions (i.e., chaos)

This effect came to be known as the butterfly effect

This effect came to be known as the butterfly effect. The amount of difference in the starting points of the two curves is so small that it is comparable to a butterfly flapping its wings. The flapping of a single butterfly's wing today produces a tiny change in the state of the atmosphere. Over a period of time, what the atmosphere actually does diverges from what it would have done. So, in a month's time, a tornado that would have devastated the Indonesian coast doesn't happen. Or maybe one that wasn't going to happen, does. (Ian Stewart, "Does God Play Dice? The Mathematics of Chaos," pg. 141)

This phenomenon is also known as sensitive dependence on initial conditions.

Sensitive Dependence
Sensitive
A small change has a big effect

Dependence on

A small change in what? (i.e. what does the big change depend on?)

Initial Conditions

It depends on the values with which you start the calculations

And on what do these initial conditions have a big effect?

The system.
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Growth of an error

Previously when a matrix is applied over and over again.

x n1 Ax n A x n1 ..... A x0
2 n
Now let us say that we have a very small error which doubles every time the matrix is applied.

How quickly will this error grow?

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Growth of an error

Really quickly!!!!! Try it out!

0.00000000000000000000000001 = 10-26 0.00000000000000000000000002 0.00000000000000000000000004 0.00000000000000000000000008 0.00000000000000000000000016

How many times do you need to double to get to around 1.0?

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Growth of an error

About 87!

Is that a lot? NO! I can double 87 times in less than a minute on a pocket calculator.

How can we know?

Log10 1026 Log2 of 10+26 = = 86.37

Log10 2

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So..When the initial conditions change a bit, does the flap of a butterfly's wings in Brazil set off a Tornado in Texas?
Edward Lorenz Dec 1972, Talk given in Washington DC

Do you think this is true?

?
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The answer is:

YES!

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But! There is a common misconception as with regards to the words set off (or cause in other formulations of the same idea). You cannot call uncle Eddie in Brazil and ask him to let his pet-butterflies flap their wings so that they cause a rain storm in Ang Mo Kio to soak your boy/girl-friend whom you are angry at.

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What is means is that you have to imagine two identical worlds. In one of the worlds you place a butterfly and let it flap its wings. In the other world you dont place the butterfly Now you wait a while (a few months or more perhaps) and will see that the global weather patterns on your two worlds are completely different.

Sensitive dependence on initial conditions!

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Back to Lorenz.The Water Wheel

Lorenz put the weather aside and looked for even simpler ways to produce chaotic behavior Using three equations for convection which he stripped down and made unrealistically simple, Lorenz was able to illustrate sensitive dependence on initial conditions His equations correspond exactly to a mechanical device called the water wheel

Lorenz Chaos Model (1963) Equations:

where is called the Prandtl number and is called the Rayleigh number. All , , > 0, but usually =10, =8/3 and is varied. The parameters , , are kept constant within an integration, but they can be changed to create a family of solutions of the dynamical system defined by the differential equations. The particular parameter values chosen by Lorenz (1963) were: =10, =8/3 and =28 -which result in chaotic solutions (sensitively dependent on the initial conditions).

Freely-swinging buckets with small holes in the bottom are arranged around the outside of a loose wheel. Water flows into the bucket at the top of the wheel, filling it up. As it gets heavier it pulls down on the wheel, spinning it. This simulation is chaotic: even though the behavior of the system is deterministic it is highly sensitive to initial conditions.

Water drips steadily into containers hanging on the wheels rim. If the flow of the water is slow, the top bucket never fills up enough to overcome friction and the wheel never starts turning If the flow is faster, the weight of the top bucket sets the wheel in motion The water wheel can set into rotation that continues at a steady rate If the flow is even faster, then the spin becomes chaotic

The equations for this system also seemed to give rise to entirely random behavior. However, when he graphed it, a surprising thing happened. The output always stayed on a curve, a double spiral. There were only two kinds of order previously known: a steady state, in which the variables never change, and periodic behavior, in which the system goes into a loop, repeating itself indefinitely.

Lorenz Attractor

Lorenz's equations were definitely ordered - they always followed a spiral. They never settled down to a single point, but since they never repeated the same thing, they weren't periodic either. He called the image he got when he graphed the equations the Lorenz attractor:

Lorenz summarized his findings in his 1963 paper published in the Journal of Atmospheric Sciences. He ultimately states, In view of the inevitable inaccuracy and incompleteness of weather observations, precise very longrange forecasting would seem of be non-existent.

A brief demonstration.