Report for Summer of Science,

Maths and Physics Club,IIT Bombay

Nonlinear Dynamics

Prepared by Viraj Nadkarni,Undergraduate,Electrical Engineering

 Contents:

- Introduction.....................................................................................3

- Chap. 1. One dimensional flows and bifurcations...............................4

- Chap. 2. Modeling dynamical systems (1D).......................................6

- 2.1 Model for the action of a laser
- 2.2 Model for the synchronicity of fireflies

- Chap. 3. Two Dimensional flows.......................................................8

- 3.1 Linear and nonlinear flows
- 3.2 Index theory
- 3.3 Limit cycles and closed orbits
- Chap. 4. Modeling dynamical systems (2D).....................................11
- 4.1 Model for competing animal populations
- 4.2 Model for the spreading of internet memes with time

- Chap. 5. Chaos and fractals............................................................14

- 5.1 Chaos and Lorenz equations
- 5.2 One dimensional maps:the logistic map
- 5.3 Fractals

- Chap. 6. Modeling chaotic systems and an application of chaos.......18

- 6.1 Modeling love affairs
- 6.2 Using chaos to send secret messages
- References
Introduction :
The mathematics behind Newtonian dynamics which we are familiarized with
when we are introduced to physics consists mostly of linear differential equations.
Due to the existence of a plethora of methods to solve such type of equations we
generally try to reduce and model the dynamical systems we encounter in terms of
such type of a linear system of equations. The well acquianted example being the
simple pendulum ,where we make the approximation that a sine of a quantity being
almost equal to that quantity for small oscillations and hence reduce a difficult
nonlinear differential equation (at least by high school standards) to solve to a
simple linear differential equation in one variable.However nonlinear equations are
precisely the sort of equations one encounters while modeling complex systems like
the earth's atmosphere,turbulent flow of fluids,animal populations ,etc.Nonlinear
dynamics is the study and development of such models.
In the following chapters I try to outline the methods that I learnt to study
such nonlinear systems.I have also focussed on several interesting real life dynamical
system models.
Chapter 1 : One dimensional flow and bifurcations
We begin by examining the simplest one dimensional nonlinear equations of
the form :
ẋ = f ( x ) (1)
Imagine that we plot this function on the y-axis as a function of x.Now depending
on the value of the function f at a point x we associate a vector with x with
magnitude equal to the modulus of the value of the function and the direction to be
right if the value of the function is positive and left if negative.Thus we have
defined a simple vector field or “flow” in one dimension.Now let us say that the
equation above governs the motion of body moving in a 1-D world where x is the
position of the object.Now ,at points where the function crosses the x-axis the
velocity of the object is zero.Such a point is called a fixed point.
Now this fixed point may be stable or unstable with respect to small
perturbations about the fixed point.It is easy to see from our “flow ” model of the
equation that if the function f is changing its sign from positive to negative then it
is a stable fixed point(as the velocity field points into the point) and is unstable if f
changes sign from negative to positive.If the function f just touches the x-axis
instead of intersecting it then we have a saddle point.
Let us make the idea of the stability of a fixed point mathematically
explicit.Suppose we nudge the object ,initially at the fixed point x* by an amount
δ0 and then find δ(t ) .Thus,
δ̇ = ẋ = f ( x ) =f (x 0 + δ) ≈ f ( x 0) + f ' (x 0 )∗ δ = f ' ( x 0) ∗ δ (2)
Here we see that the function δ(t ) will be exponentially decreasing if the
derivative of f at x* is negative and increasing if positive.This agrees with what we
felt intuitively from the “flow” diagram.
A point to noticed here is the fact that in 1D flow,oscillations cannot take
place.A trajectory of a particle travelling along the x-axis cannot “overshoot ” a
fixed point.Hence trajectories can only begin or end at fixed points.
Now let us see a way of obtaining the trajectory of a particle without actually
solving a differential equation,namely, the method of numerical integration.
Given (1) and the initial(t = 0) value of x,we iteratively find the following
points on the trajectory:
x 1 = x (0) + ẋ ∗ Δ t = x ( 0) + f ( x) ∗ Δ
x 2 = x 1 + f (x )∗Δt
This is an approximate way(called Euler's method) based on the Taylor expansion
of a function and has the error of the order of the square of the small width of the
time interval taken.
A better way for numerical integration is that instead of using the derivative at the
previous point we take the mean of the derivative of (say) the first two points in
the above method and use that mean to define the second point more precisely.This
improved Euler's method gives an error of the order of the cube of the small time
interval.There also exists a far more superior method(called the Runge-Kutta
method) which gives an error of fifth order and is generally used by computers to
solve such problems. Depending on our requirement and error tolerance we may use
any of the above methods.
The interesting thing about such one dimensional problems with respect to the
study of chaos is how these problems have solutions dependent on the control
parameters in the function f.Change in the value of these control parameters can
have dramatic changes in the trajectories of these particles moving in 1D.Such
sudden changes are called bifurcations.
For example consider the equation:
ẋ = r + x 2
where r is the control parameter .It is easy to see that when r is negative there are
two fixed points on the x-axis(two points at which the parabola meets the x-
axis).One of the fixed points(with the lesser value of x) is stable and the other
unstable.Now the let us turn the knob on r so that r starts increasing.As r starts
increasing the graph of the parabola moves upwards and hence the fixed points
approach each other.When r becomes 0 we have a saddle point (half stable and half
unstable).After r becomes greater than 0 there are no fixed points and the
particle,whrever it may be placed initially,goes on to infinity.This was not the case
previously when depending on where you place the particle,it may either approach a
fixed point or go to infinity.This sudden change in the behaviour of trajectories is
called a bifurcation and the one explained above is an example of saddle-node
bifurcation. There exist other type of bifurcations too depending on the form of the
function describing the flow and the placement of the control parameters.Other
types of bifurcations include transcritical bifurcations(for equations of the form
2
ẋ = rx − x where,as r is varied we get an exchange of stabilities of fixed points as
r crosses the origin),pitchfork bifurcations(for equations of the form ẋ = rx − x 3
where as r is varied we get one stable fixed point converted to an unstable one
and,at the same time producing two more stable fixed points or of the form
ẋ = rx + x 2where two unstable and one stable fixed points “merge” to form one
unstable fixed point as r is varied).
Chapter 2 : Modeling dynamical systems (1D)
In this chapter we focus on applying our knowledge of 1D maps onto models of
dynamical systems in real life.
1.Model for the action of a laser :
Lasers work on the principle of stimulated emission of photons.Once a number
of atoms are electrically excited and emit photons then there are two ways in which
the photons may behave. Either they collide with more atoms and emit more
photons or they leave the laser through a small gap.This is our first equation
governing the system:
ṅ = GnN − kn
Here the first term consists of the gain in the number of photons due to the collision
and the second term the loss of photons from the laser. Here N is the number of
excited atoms(the only atoms which can emit photons after collision).The excited
atoms tend to decay with time and hence to keep up the number of excited atoms
we need to keep a constant electrical excitation.This is given by the equation:
N = N0 − α n
Here the first term is the “pumping strength” of the electrical source and the
second term signifies the decay of excited atoms due to either collisions or time.
Now we substitute this equation into the first equation and rearrange to get:
2
ṅ = (GN 0 − k )n − α G n
This takes the form of the familiar equation which gave an example of transcritical
bifurcation in the previous chapter with control parameter here being the pumping
strength.Now when will we get the desired action of a laser?Precisely when the
number photons present at any instant of time is some non zero constant.Notice
that when the pumping strength is less than k/G the stable fixed point for n is
0.However when it crosses k/G the system undergoes a transcritical bifurcation and
we have a non-zero value of n which is a stable fixed point.This value of k/G is
called the laser threshold above which we have the desired laser action.

2.Model for the synchronicity of fireflies :

A species of fireflies in south-east Asia have been discovered to have a very
intriguing and beautiful property.The male of this species is able to synchronise its
flash with a flashing light stimulus in its surroundings.This behaviour causes
beautiful displays of large scale synchronous flashings when countless of these males
come out together in the night and flash in sync.Now let us try to model the
behaviour of single firefly in the presence of an external periodic stimulus.This
external stimulus is described as follows:
Θ̇ = Ω
where Θ is the phase angle of the oscillating intensity of the light source and
Ω is the frequency and we assume that when the phase angle is zero the flash is
at its maximum intensity.Now,to model the firefy's phase angle we need a relation
which makes the phase of the firefly try to sync up with this external phase
Θ .A simple model that does this job is the following:
θ̇ = ω + A sin(Θ − θ)
where ω is the natural frequency in absence of any stimulus and A is the
maximum change of frequency that a firefly can undergo(obviously a firefly cannot
just sync up to just any frequency) and it also tells the strength of its ability to
change flashing frequency at will. Now the phase angle θ may be considered to
take values only between 0 and 2*pi by considering our functions defined not on an
infinite x-axis but on a circle's circumference on which θ varies. We are interested
in the behaviour of the phase difference between the two as a function of time:
ϕ̇ = Ω − ω − A sin( Θ − θ)
Now we identify the control parameter in this problem as the value Ω − ω (the
frequency difference between the firefly and the stimulus).If the frequency of the
firefly and the stimulus are the same then there is a stable fixed point at phase
difference ϕ = 0.Hence the firefly syncs up with the stimulus.Now if we turn up
the knob on the frequency difference we see that this stable fixed point moves on to
a positive value of phase difference.This is a tested prediction.If we increse the
frequency of the stimulus then the firefly does adjust to that frequency but always
lags behind the source with a constant phase difference.This enables us to find the
value of A for a firefly experimentally using the value of the steady state phase
difference at a known frequency value.After a certain value of frequency difference
the firefly finds it difficult to follow the stimulus and it is at this point that a
saddle-node bifurcation occurs and the stable fixed point vanishes.Above this
frequency ,the firefly cannot follow the stimulus.This same argument can be made
by turning the frequency difference knob down and finding a lower bound(namely
ω − A ) for the range of frequencies at which the firefly follows the stimulus.
Chapter 3 : Two dimensional flows
Linear and nonlinear flows:
Once we are familiar with the solution of a nonlinear 1D differential equation in
terms of flows we can extend this idea to two dimensions.First we familiarise
ourselves with the techniques to solve linear 2D flow.That is ,system of the form:
ẋ = A x
where A is a 2x2 matrix with real number entries and the other quantities are 2D
vectors.First,had the off-diagonal terms b and c been zero we would just have two
seperate uncoupled equations in x and y.However there would be two special
lines,namely the x and the y axes ,where the trajectories ,once begun would always
stick to the straight line.This tells us that there is the possibility of such special
lines existing for a general linear system having a matrix A.The equation to be solve
for finding such a direction is:
A x=λ x
This is precisely the form of the eigenvalue problem whose solution is well known in
the domain of linear algebra.We equate the determinant of the matrix A - <<lamda I
to zero and then solve for <<lambda to get the eigenvalues and then the
eigenvectors.Now we know that the solution of the trajectory along one eigenvector
is of the form:
(λ t )
x=e v
where on the LHS we have the eigenvector and the corresponding eigenvalue in the
exponent.Since we have two eigenvalues and two eigenvectors, any linear
combination of those two solutions satisfies the differential equations.Therefore
,given a linear differential equation in two dimensions and an initial condition at
t=0 we can write off the solution trajectory as:
x(t ) = c1 e(λ t) v 1 + c 2 e (λ t ) v 2
1 2

where the two constants can be evaluated by plugging in the initial conditions.But
what if the solutions of the eigenvale equation are complex(with non zero imaginary
parts) ?We get both imaginary eigenvalues and eigenvectors .In such a solution we
have ellipses (in the case that the eigenvalues are purely imaginary and the fixed
point is the center)and spirals(in the case that we have a non-zero real part in the
eigenvalue). The important point of the eigenvalues being that they help us in
deciding the stability of a fixed point or orbit.For example if the real part of a
complex eigenvalue is negative then we have a stable spiral (that is,it decays into a
fixed point or ellipse as t tends to infinity) .
Now we move to nonlinear flow so that LHS in the first equation above is
dependent on a general function of the position on the plane.So the new system is:
 ẋ = f (x)
where f ( x) = ( f (x , y ) , g (x , y ))
We wish to analyse the neighbourhood of the fixed points of this system so that we
may be able to comment on their stability.To do that we nudge the particle obeying
the above equation from a fixed point along a vector (u,v) where u and v are small
quantities.Thus the form of f around the fixed point is now given by:
f ( x 0 + u , y 0 + v ) = f (x 0 , y 0 ) + u ∂ x f + v ∂ y f + O(u 2 , v2 )

∂x f ∂ y f u
f ( x) ≈ [ ][ ]
∂x g ∂y g v

where the matrix is called the Jacobian of the vector field at the fixed point.
Using the techniques we used to solve the linear differential equations in 2D
outlined above we will be able comment on the type of fixed
point(stable,unstable,saddle ,etc.).
The above methods do work for telling the nature of stability for local regions
of a fixed point but how can we test the global stability of a point?The answer is
using a technique called index theory.

Index Theory :
First we define the index of a closed curve with respect to a given 2D vector
field.Notice that when we traverse along a closed curve,the angle the vector field
makes with the x-axis (or any fixed direction for that matter) at each point on the
curve must eventually return to its initial value after one complete traversal.That is
,on one complete traversal the vector the angle made by the vector field at a
particular point on the closed curve must change by an integral multiple of 2*pi or
2*pi*n.This value of the integer n is called the index of the curve.Also we define the
index of a fixed point to be the index of a closed curve containing that fixed point
and no other fixed point in the area bounded by the curve.
Armed with these two definitions,we get the following results:
(1) The index of a curve is the sum of the indices of the fixed points enclosed by the
curve.
(2) A curve that does not include fixed points has index = 0.
(3) Stable and unstable fixed points have index = +1 and saddles have index = -1.
(4) Index of a closed orbit(i.e a closed curve that happens to be a trajectory) is +1.
The above properties can be used to determine the global stability of a fixed
point,and also in ruling out closed orbits in various 2D phase diagrams.

Limit cycles and closed orbits in 2D :

Limit cycles are stable closed orbits to which trajectories beginning in the
vicinity of the orbit approach.There are a few important theorems that tell us
about the existence and non-existence of such cycles.The following are some of the
results.
1.Non existence in gradient systems: Systems in which the vector field f in the
2D system happens to be the gradient of function do not give rise to closed orbits.
2.Non existence by using Liapunov functions:If we define a function(called a
Liapunov function) pertaining to the system of equations which should conserved
on a trajectory(eg : energy in systems governed by Newtons laws) and then prove
that such a function always decreases on trajectories then we can easily see that
closed orbits cannot exist.
3.Non-existence by Dulac's criterion: For the general 2D system if can find a
real valued g(x) ,where x is the 2D position vector,such that
h( x) = ∇ ∘ (g ( x) ẋ)
where h(x) is a function that has the same sign everywhere on the plane then colsed
orbits cannot exist.
4.Existence by Poincare-Bendicson theorem:If we have a region R in the 2D
plane such that:
(1) R is a closed subset of the 2D plane over which we have defined the 2D
flow.
(2) R contains no fixed points.
(3) R contains a trajectory C which lies wholly inside R for time t = 0 till
infinity.
Then C is either a closed orbit or spirals into a limit cycle as t goes to infinity.
Chapter 4 : Modeling dynamical systems (2D)
We now give examples of systems in which the techniques alluded to above
may be applied.
1.Model for competing animal populations:
Imagine that there are two animals competing for the same resource in a
constrained piece of land.It maybe lions and hyenas struggling for prey or rabbits
and sheep eating grass from the same pasture.Due to space constraints ,there would
be encounters over the same resource and these encounters may be intra-species or
inter-species.Both type of such encounters,we assume,would tend to have some
contribution in negatively affecting the population of each species. Note that in
both of the above systems one of the species(lions and sheep) would generally be
less affected by such encounters,maybe due to physical strength or some other
factor.Taking all these factors into consideration we can concieve the following
model:
ẋ = x (3 − x − 2 y )
ẏ = y (2 − x − y)
where x and y are numbers proportional to the populations of rabbits/hyenas and
sheep/lions respectively.
Now we analyse the system in 2D phase space with the variables x and y
plotted on tyhe corresponding axes.It is trivial to find the fixed points-we find four
of them.They are (0,0),(0,2),(1,1),(3,0).At each of the points, we apply the
technique described in the previous chapter of solving the eigenvalue problem for
the Jacobian of this vector space.We find that (0,0) is unstable (1,1) is a saddle,
(0,2) and (3,0) are stable fixed points.The eigenvectors we obtain for (1,1) give us
an idea as to which directions correspond to the stable and unstable manifold for
the point(i.e the two directions along which if we approach in the neighbourhood of
(1,1) we will either encounter purely stable or purely unstable behaviour).With this
information we can draw a fairly accurate representation of the trajectories near the
fixed points.Once we have the local picure of all the fixed points we can join
trajectories and draw a full phase portrait for the system (shown in Fig 1).
 Fig 1

2.Model for the spread of internet memes with time:

Internet memes are infectious in the sense that their propagation can be likened
to the propagation of diseases.When a person sees a meme ,which essentially
comprises of a specific idea(or joke) in a specific style(top text-bottom text,gifs,etc.)
,the meme tries to trigger specific emotions in the person's brain.If the person is
particularly sensitive to the type of emotion the meme conveys and/or the style in
which it is being conveyed then he/she would remember the meme in long term
memory(similar to getting infected by a viral disease) and tend to share it(similar
to sneezing the virus on other possibly susceptible individuals),either on social
media or in conversations.However ,after a suffiently long time(generally a week or
so for joke memes)this meme would fade away from memory or the person would
lose interest(similar to recovering from the disease).
Hence we see that the general population of individuals are consisting of three
groups: susceptibles(people who have not seen or heard of this
meme),infected(people who are helping this meme spread) and recovered(people
who are now disinterested but may again be infected,though with smaller chance
than that with the susceptible individuals).We represent them by S(t),I(t) and R(t)
respectively.We assume that their sum is constant(since the population of internet
users over the period of time the meme spreads is more or less constant).Based on
the arguments proposed above,we get the following model :
Ṡ = −aSI
İ = asI + bIR − cI
Ṙ = −bI + cI
which,if the total population is assumed to be N ,becomes
 Ṡ = −aSI
İ = (a − b)SI + (bN − c − bI ) I
This is a nonlinear system in two variables.Before we see the fixed points let us see
what the long term behaviour of the meme is predicted by this model.First of all
,the first set of equations above suggests that if our initial conditions have some
initial non-zero population of susceptible and infected indiviuals but R=0,then the
number of infected start decreasing if aS is less than c and increases if the reverse
happens.Note that the number of susceptibles is always decreasing.Hence ,from the
second set of equations,we can say that:
İ = I ( (a − b)S + bN − c − bI ) ≤ I ( (a − b) S0 + bN − c − bI )
where S 0 is the initial population of susceptibles.Therefore if (a − b)S 0 + bN − c
is less than zero then the value of I starts decreasing and would continue to
decrease and eventually aproach zero after infinite time.Hence we have worked out
the conditions required for a meme to die out.
Now let us see the fixed points in this system.If bN is less than or equal to c
,then we will have a segment of fixed points at (s,0) where s lies between 0 and the
initial(t=0) value of the number of susceptibles.If bN is greater than c ,then we
have another fixed point at (0,i) where i is some value of the infected population at
which the number of people getting recovered is same as the number of people
getting infected at equilibrium because of the nature of the meme.The exact value
of i turns out to be N – c/b.
Now that we have the fixed points we can now see their stability.The fixed
point (0,i) has a Jacobian with all its eigenvalues negative.This implies that this is
a locally stable fixed point.Since there is no other fixed point in the interior of the
first quadrant of the I-S plane ,we can say,by index theory that this fied point is
globally stable.Therefore,this is the condition in which the meme persists.
The above model has been well tested using data from Google and assuming
that the infected population is proportional to the Google search index for a
meme,and ,if the parameters are carefully chosen,it provides an astonishing fit to
the data (see paper in references).
Chapter 5 : Chaos and Fractals
1. Chaos and the Lorenz equations:
Analysing a nonlinear system in 3 dimensions provides a much greater richness
in the things that can happen in course of time in the system.1D systems were
purely and easily deterministic while 2D systems added a bit more colour with the
introduction of closed orbits and periodicity and the possibility of oscillations.In 3D
systems we get the onset of chaotic behaviour which is essentially an aperiodic long
term behaviour that is exteremely sensitive to initial conditions.
The standard example of demonstrating chaos is to see the dynamic system
which had started this study of chaos:the Lorenz equations.These equations had
been developed to give a simplified model for weather.But studying this system
makes us realise some important properties that chaotic systems possess.The
following are the Lorenz equations:
ẋ = σ( y − z )
ẏ = rx − y − xz
ż = xy − bz
Now suppose in the phase space of this system,that there are two points which
have there x co-ordinate different by a small amount δ ,and all other parameters
same.Using numerical integration , it turns out that if the system starts evolving
from these initial conditions the error explodes exponentially, as given by the
following equation:
(λt )
δ(t ) = δ 0 e
Here the parameter in the exponent itself changes with time and tends to make the
error on the LHS saturate after sufficienly large amount of time.But still the long
term behaviour of the two almost similar beginning trajectories diverges a lot.This
is,what is generally dubbed as the “Butterfly effect”.
There are many mathematically interesting properties of the Lorenz system.One
is that volumes in phase space always undergo contraction as they evolve with
time.An interesting consequence of this is that repelling fixed points are not possible
in the Lorenz phase space.There are three fixed points in the system,one of them
being the origin.Other than the origin we have two symettrically placed points on
the plane z=r-1.
For certain values of the parameters in the equations we get highly
unpredictable behaviour.If we plot any one of the variables with time then we get
oscillations in the value which are not periodic and take up seemingly randoms
turns.If we plot the trajectories as 2D projection in the xz plane then we get a
beautiful butterfly shaped structure of spiralling and crisscrossing trajectories called
the strange attractor.Of course,the trajectories do not actually cross each other in
3D phase space but are actually a part of a fractal surface, that is ,a surface which
has dimensionality between 2 and 3.

Fig.2
An astonishing pattern hidden in the attractor lies in the Lorenz map.If we look
at the projection aof the attractor on the yz plane we see a two sets of spirals in
each side of the z axis corresponding to the two fixed points.For each spiral orbit(i.e
one loop),we see the maximum value of z.This maximum value of z in one loop we
plot on the y-axis vs the previous value of maximum of z n the x-axis.The resultant
plot is called the Lorenz map.The plot comes out to surprisingly one dimensional
and along a smooth curve as shown in the Fig 2.
Thus we now have a 1D map corresponding to a 3D attractor.The Lorenz map
comes in handy when we want to prove that there are no stable closed orbits the
Lorenz phase space.The argument goes as follows:in the above figure ,we see that
the value of the derivative of the curve at any point is greater than 1.Now,if there
exists a stable orbit,it will have a constant value of maximum z.If the orbit is
slightly disturbed then a small value will be added to the previous value of z.By
Taylor expansion of the Lorenz map,we see that the error in the next orbital cycle
is directly proportional to the derivative of the map at that point.But since the
derivative at that point is always greater than 1,the error will keep on increasing
and hence the original closed orbit can no longer be called a stable orbit.
Similar to the Lorenz map we can define other 1D maps,too.
2. One Dimensional maps-the logistic map:
The logistic map is a simple model for animal populations in discrete time
intervals.It is given by the following equation:
x(n+1 ) = rx (n) (1 − x(n) )
Now we examine what happens as we change the value of r in the above equation.If
r is less than 1 we find that the value of the x's tends to zero as n becomes
large.Above r=1 ,we observe that after an initial transient of oscillations,the map
reaches an equilibrium value and remains constant.As we keep increasing r at
approximately r = 3,the value of x starts oscillating between two constant values
.Near r=3.4 the values oscillate between 4 constant values periodically.This
process ,called period doubling goes on occuring,with the space between consecutive
doublings becoming geometrically lesser and lesser with each doubling,as r
approaches 3.5.After this for r just greater than this value we have chaotic
behaviour,i.e the value of x is aperiodic.We can plot the values that x takes for a
particular r on the y-axis against r on x-axis.We get the orbit diagram shown in Fig
3.

Fig.3
An interesting thing in the diagram is the occurence of occasional non-chaotic
periodic “windows” where the system becomes periodic with oscillations between
3,5,6,etc. constant values.The orbit diagram itself is another example of a self
similar fractal,since you can keep on finding miniature size copies of the original
diagram hidden in the windows.Also the geometrically reducing distances between
the values of r at which period doubling takes place ,always have the common ratio
approach an irrational number called Feigenbaum's constant represented by a
delta.The value of this number is approximately 4.6692... .The surprising thing is
that if we do the same analysis of period doubling for any unimodal map similar to
the logistic map(say the sine function between 0 and pi) we get the same value for
this constant.
Feigenbaum explained this observation using the self similarity of the diagram
and a technique called renormalization.This observation is called the quantitative
universality of the logistic map.There is also a phenomenon of qualitative
universality – that is,the sequence in which the period 3,5,etc. windows appear is
the same sequence that has been observed in many oscillating chemical reactions
and other period doubling systems like convection rolls in liquids,etc.
3. Fractals :
Before we encounter fractals we must know how to calculate the dimensionality
of a figure.A line segement we know to be one dimensional.If we double the length
dimension of an area,the area gets quadrupled (2^2) in other words,one square
having twice the length of a smaller square will contain 4 of those samller
squares;while the same thing if done with a volume makes it eight times(2^3).Note
that exponent to which one raises the measure of “volume ” in each example is the
dimensionality of the object itself(an area hence is 2D and a volume 3D).This can
be expressed mathematically as:
d = ln (N )/ln (n)
where n is the factor by which you scale the figure by length and N is the number
of unscaled versions of the figure inside the scaled version.
Let us apply this definition to some well known fractals.The Koch curve(Fig 4)
is an intriguing object since it has the property that even though it can be bounded
in a finite area ,it has an infinite perimeter.This can be seen by how the Koch curve
is generated.We start with a straight line segment and then keep on adding two
sides of a triangle in the middle of each line segment.After each iteration,we can
easily see that the length of the Koch curve is multiplied by a factor of 4/3.Hence
as the number of iterations tend to infinity the length of the curve also tends to
infinity.Now if we scale the lengths by a factor of 3 then we get 4 copies of the
original unscaled version residing inside the scaled version.Hence the dimensionality
is ln(4)/ln(3) = 1.26.
Similarly we have the Cantor set which is generated by beginning with a line
segment and going on removing the middle third of all the line segments in each
iteration.Here also,if we scale it by a factor of 2,then the number of unscaled Cantor
sets inside is 2.Hence the dimensionality is ln(2)/ln(3)=0.63.
Of course this method cannot be applied to an asymmetrical fractal.For
asymmetrical figures we have other methods of finding out (appropriately defining)
the dimensions.
Some more interesting examples of fractals are the Julia sets,which are
generated on the complex plane using the map:
2
z(n+1 ) = z (n ) + c
Then for each z we apply this map and then see what happens as n tends to infinity
.If the value of z tends to infinity we colour it with a non black colour,and
depending on how “fast” it went to infinity we give it a colour closer to,say,the blue
end of the spectrum.If it does not tend to infinity then we colour it black.For
different values of the constant c , we get the following beautiful figures:

Fig .4
Chapter 6 : Modeling chaotic systems and an application of chaos
In this chapter we develop a chaotic model step by step from a linear one and then
give an interesting application of chaos to send secret messages.
1.Modeling love affairs:
A surprising but nonetheless interesting system that one can model is the
system of (human) love affairs.For this system we first develop a linear model in
2D,then we introduce a nonlinearity in 2D (this is still not enough to create chaos)
so we will introduce another variable,finally creating a chaotic system.
We first concentrate on two people(call them Romeo and Juliet) and define
“love” as a scalar variable.Therefore the love Romeo feels for Juliet is represented
by R and the love Juliet feels for Romeo by J.A negative value for love will indicate
hate and zero represents indifference.Using this setting we now write a simple linear
system to govern the changing feelings between the two persons.
Ṙ = aR + bJ
J̇ = cR + dJ
where the coefficients a,d represent the response of an individual to his own feelings
towards the other while the coefficients b,c represent the response of an individual
to the feelings of the other individual towards himself/herself.Depending on the
value of the coefficients we get widely different outcomes of the system.Each
individual,s personality is defined by the coefficients.Take Romeo for example:we
have four types of personalities for him:
(1)Eager beaver : a and b both positive(responds positively to both his own and
Juliet's feelings)
(2)Narcissistic nerd: a is positive ,b is negative(wanting more of what he feels and
retreats from what Juliet feels)
(3)Cautious lover: a is negative ,b is positive(retreats from his own feelings but is
encouraged by Juliet's feeling)
(4)Hermit: a and b both negative(retreats from his own and Juliet's feelings).
The same classification exists for Juliet's personality.
Let us see what behaviour we get for different cases of Romeo's and Juliet's
personalities.
If the values of a,d are zero,we get the case in which both of them responding
only to the other's feelings.In this case,if both are lovers,(b and c positive)the origin
becomes a saddle fixed point and as time goes to infinity either there develops
mutual love or mutual hate depending on the initial conditions.If we have two
nerds(b and c negative),we end up with one of them loving and the other hating,the
result again depending on the initial conditions(first impressions count).If we have a
nerd and a lover,we get a elliptical cycle about the origin indicating an endless cycle
of love and hate.
 If we have two “clones” (having the same values of the respective coefficients)
then we find that if they respond to each other more ,as eager beavers or cautious
lovers then they end up in a diverging value of mutual love or hate depending on
the initial conditions(either they end up in a love fest or a war).
Hence varying the values of the coefficients and plotting the phase space
diagram,we get the fixed points and hence the end results of a relationship
depending on the initial conditions.
However human nature is not as linear as the above model suggests.If say,Juliet
becomes too hostile to Romeo,he tries to be nice to her.Or if Juliet loves Romeo too
much ,then Romeo feels spoilt and smothered and reacts negatively.Hence we
change the terms representing mutual feelings as follows:
Ṙ = aR + bJ (1 −|J|)
Ṙ = dJ + cR (1 −|R|)
where the (1 – modulus(J)) term represents the response we described above with
J=1 being the limit after which Juliet's love becomes counter-productive.
Much of the overall behaviour is the same as had been described above,but now
we have three more fixed points,other than the one at the origin.For example,if we
have complete opposite type of personalities:say a hermit Romeo and an eager
beaver Juliet and we start with a state of indifference(0,0) then we end up at a
fixed point in the first quadrant(constant mutual love),following a stable spiral
trajectory about the fixed point.
But neither is this model completely accurate,because it assumes just the
feelings of just two people and nobody else.Suppose that we have another
person,called Lily,who also has a relationship with Romeo.We assume that the
positive feelings that Romeo has for Lily negatively affect his feelings for Juliet and
vice-versa.Hence in this case we may end up with alliances of two people against
the third.At the same time we also include the nonlinearity alluded to above.Using
these two assumptions we get the following system:
Ṙ J = aR J + b (J − L)(1 −|J − L|)
J̇ = cR J (1 −|R J|) + dJ
Ṙ L = aR L + b(L − J )(1 −|L − J|)
L̇ = eR L (1 −|R L|) + fL
This system exhibits chaos(literally in the phase space and perhaps figuratively).
Consider the case where we have a cautious lover Romeo and Lily (a,f and b,e
are negative and positive respectively)while Juliet is a narcissistic nerd(c and d are
negative and positive respectively).For this system in the R-J plane we get the
chaotic attractor of fig 5.
 Fig 5

Fig 6
Also if,for the same initial condition as above, we plot a graph of Romeo's feelings
for Juliet and another initial condition with Romeo's love differing by only 1%,we
see that the final outcome/trajectory is totally different,which is a signature of a
chaotic system(the figure above).

Using chaos to send secret messages:

Suppose we want to send secret voice messages by an electromagnetic
transmitter reciever system.Any third party listening to the same signal intercepted
without the proper decryptor reciever system must not be able to hear the
signal.One can achieve this using cryptographic techniques but there is a way to do
so by “masking ”the message in chaos.Suppose that the transmitter circuit has the
following three voltage levels that are a part of the signal defining the state of the
transmitter (u,v,w) and are given by:
u̇ = σ (v − u)
v̇ = r u − v −20uw
ẇ=5 uv−bw
This nonlinear differential relation between three points in the circuit can be
obtained by set of opamps ,resistors and capacitors as shown in the following figure.

Fig 7
One can also make the voltage levels obey another chaotic system of equations
but let us assume that we have made the circuit above so as to make them satisfy
the Lorenz equations.Now suppose we have another circuit that recieves only the
signal u(t) from the transmitter circuit.The circuit for a reciever is in every way
same as that of the transmitter except that it recieves the driving signal u(t) from
the transmitter.
A surprising result that this setup gives us is that the reciever voltage levels for v
and w automatically get synchronised to that of the transmitter circuit.And hence
the state of the reciever becomes in sync with the state of the transmitter.At the
same time if someone directly recieves only the message u(t) without the proper
circuit,then one would only be able to hear static instead of the actual message.But
how do the two chaotic systems synchronise?
One can write the equations governing the reciver state as:
u̇r = σ ( v r − ur )
v̇ = r u(t ) − v−20 u(t )w
ẇ=5 u(t )v−bw
The difference between the transmitter state and the reciever state is the error.We
shoew that this error tends to decrease with time and tends to zero.Subtracting the
transmitter equations from the reciever equations we get a system of equations
governing the individual errors:
 e˙1 = σ (e 2 − e1 )
e˙2 = − e 2 − 20u (t) e3
ė3 = 5 u(t) e 2 − be 3
Now if we multiply the second equation by e2 and the third by 4e3 and then add
we get:
e 2 e˙2 + 4 e 3 e˙3 = − e22 − 4 be23

Now we define a function E as:

E( e , t) = 1/2 (e 21 / σ + e 22 + 4 e23 )
The derivative of E can be written as:
2 2 2
Ė = − e 1 + e 1 e 2 − e2 − 4 be3
where we have used the previous two equations.Observe that we can complete the
squares in the above equation and express the LHS purely as the negative of the
sum of squares:
Ė = − [e 1 − e2 /2]2 − 3 e22 / 4 − 4 be23

This tells us that the function E continously decreases and stops decreasing onlly
when the error between the states is zero.It is possible to further prove that this
error decreases exponentially and hence drives the reciever circuit into synchrony
with the transmitter even though it recieves only a partial part of the signal.
This tells us an important difference between chaos and randomness:that chaos
can yield more information if the system is studied with right variables and the
right methods(e.g the Lorenz map,attractors,etc) while this is not the case with
randomness.
References:
- Nonlinear dynamics and Chaos ,S.H Strogatz (1994)

- L.Wang,B.Wood,An epidemiological approach to model the viral

propagation of memes (2011)

-J.C.Sprott,Dynamical models of love (2004)