Some Recent Discoveries and
 Challenges in Chaos Theory



          Xiong Wang 王雄
 Supervised by: Prof. Guanrong Chen
 Centre for Chaos and Complex Networks
      City University of Hong Kong
Some basic questions?
   What’s the fundamental mechanism in
    generating chaos?
   What kind of systems could generate
    chaos?
   Could a system with only one stable
    equilibrium also generate chaotic
    dynamics?
   Generally, what’s the relation between a
    chaotic system and the stability of its
    equilibria?                                2
Equilibria
   An equilibrium (or fixed point) of an
    autonomous system of ordinary differential
    equations (ODEs) is a solution that does not
    change with time.
   The ODE x  f ( x) has an equilibrium
    solution xe , if f ( xe )  0
   Finding such equilibria, by solving the f ( x)  0
    equation analytically, is easy only in a few
    special cases.
                                                         3
Jacobian Matrix
   The stability of typical equilibria of smooth
    ODEs is determined by the sign of real parts
    of the system Jacobian eigenvalues.
   Jacobian matrix:




                                                    4
Hyperbolic Equilibria
   The eigenvalues of J determine linear
    stability of the equilibria.
   An equilibrium is stable if all eigenvalues
    have negative real parts; it is unstable if at
    least one eigenvalue has positive real part.
   The equilibrium is said to be hyperbolic if all
    eigenvalues have non-zero real parts.


                                                      5
Hartman-Grobman Theorem
   The local phase portrait of a hyperbolic
    equilibrium of a nonlinear system is
    equivalent to that of its linearized system.




                                                   6
Equilibrium in 3D:
3 real eigenvalues




                     7
Equilibrium in 3D:
1 real + 2 complex-conjugates




                                8
9
10
Illustration of typical homoclinic
and heteroclinic orbits




                                     11
Review of the two theorems
   Hartman-Grobman theorem says nonlinear
    system is the ‘same’ as its linearized model
   Shilnikov theorem says if saddle-focus +
    Shilnikov inequalities + homoclinic or
    heteroclinic orbit, then chaos exists
   Most classical 3D chaotic systems belong
    to this type
   Most chaotic systems have unstable
    equilibria
                                                   12
Equilibria and eigenvalues of
several typical systems




                                13
 Lorenz System
     x  a ( y  x)
      
    
     y  cx  xz  y
      
     z  xy  bz,
    
     a  10, b  8 / 3, c  28

E. N. Lorenz, “Deterministic non-periodic flow,” J. Atmos. Sci., 20,
   130-141, 1963.

                                                                       14
Untable saddle-focus is
important for generating chaos




                                 15
 Chen System

  x  a ( y  x)
   
 
  y  (c  a) x  xz  cy
   
  z  xy  bz,
 
   a  35; b  3; c  28

G. Chen and T. Ueta, “Yet another chaotic attractor,” Int J. of Bifurcation and Chaos, 9(7),
   1465-1466, 1999.
T. Ueta and G. Chen, “Bifurcation analysis of Chen’s equation,” Int J. of Bifurcation and
   Chaos, 10(8), 1917-1931, 2000.
T. S. Zhou, G. Chen and Y. Tang, “Chen's attractor exists,” Int. J. of Bifurcation and Chaos,
   14, 3167-3178, 2004.                                                                         16
17
Rossler System




                 18
Do these two theorems
prevent “stable” chaos?
   Hartman-Grobman theorem says nonlinear
    system is the same as its linearized model.
   But it holds only locally …not necessarily the
    same globally.
   Shilnikov theorem says if saddle-focus +
    Shilnikov inequalities + homoclinic or
    heteroclinic orbit, then chaos exists.
   But it is only a sufficient condition, not a
    necessary one.
                                                     19
Don’t be scarred by theorems
   So, actually the
    theorems do not rule
    out the possibility of
    finding chaos in a
    system with a stable
    equilibrum.
   Just to grasp the
    loophole of the
    theorems …
                               20
Try to find a chaotic system
with a stable Equilibrium
    Some criterions for the new system:
1.   Simple algebraic equations
2.   One stable equilibrium

To start with, let us first review some of the
  simple Sprott chaotic systems with only one
  equilibrium …


                                                 21
Some Sprott systems




                      22
Idea
1.   Sprott systems I, J, L, N and R all have only
     one saddle-focus equilibrium, while systems
     D and E are both degenerate.
2.   A tiny perturbation to the system may be
     able to change such a degenerate
     equilibrium to a stable one.
3.   Hope it will work …


                                                 23
Finally Result




   When a = 0, it is the Sprott E system
   When a > 0, however, the stability of the
    single equilibrium is fundamentally different
   The single equilibrium becomes stable
                                                    24
Equilibria and eigenvalues of
the new system




                                25
The largest Lyapunov
exponent




                       26
The new system:
chaotic attractor with a = 0.006




                                   27
Bifurcation diagram
a period-doubling route to chaos




                                   28
Phase portraits and frequency
spectra




       a = 0.006   a = 0.02
                                29
Phase portraits and frequency
spectra




      a = 0.03    a = 0.05
                                30
Attracting basins of the
equilibra




                           31
Conclusions
   We have reported the finding of a simple
    3D autonomous chaotic system which, very
    surprisingly, has only one stable node-
    focus equilibrium.
   It has been verified to be chaotic in the
    sense of having a positive largest
    Lyapunov exponent, a fractional dimension,
    a continuous frequency spectrum, and a
    period-doubling route to chaos.
                                                 32
Theoretical challenges
To be further considered:
 Shilnikov homoclinic criterion?
 not applicable for this case

 Rigorous proof of the existence?
  Horseshoe?
 Coexistence of point attractor and strange
attractor?
 Inflation of attracting basin of the equilibrium?


                                                      33
Coexisting of point, cycle and
strange attractor




                                 34
Coexisting of point, cycle and
strange attractor




                                 35
Coexisting of point, cycle and
strange attractor




                                 36
one question answered,
more questions come …
Chaotic system with one stable equilibrium

 Chaotic system with:
  No equilibrium?

  Two stable equilibria?

  Three stable equilibria?

  Any number of equilibria?

  Tunable stability of equilibria?
                Xiong Wang: Chaotic system with only one   37
                          stable equilibrium
Chaotic system with no
equilibrium




           Xiong Wang: Chaotic system with only one   38
                     stable equilibrium
Chaotic system with one
stable equilibrium




           Xiong Wang: Chaotic system with only one   39
                     stable equilibrium
Idea
   Really hard to find a chaotic system with a
    given number of equilibria in the sea of all
    possibility ODE systems …
   Try another way…
   To add symmetry to this one stable system.
   We can adjust the stability of the equilibria
    very easily by adjusting one parameter


                   Xiong Wang: Chaotic system with only one   40
                             stable equilibrium
The idea of symmetry



                     W Z                  n




   W plane                                          Z plane
W = (u,v) = u+vi                                Z = (x,y) = x+yi
Original system                                Symmetrical system
    (u,v,w)                                          (x,y,z)
               Xiong Wang: Chaotic system with only one             41
                         stable equilibrium
symmetry




  Xiong Wang: Chaotic system with only one   42
            stable equilibrium
Stability of the two equilibria
   There are two symmetrical equilibria which
    are independent of the parameter a

   The eigenvalue of Jacobian




   So, a > 0 stable; a < 0 unstable

                  Xiong Wang: Chaotic system with only one   43
                            stable equilibrium
symmetry




a = 0.005 > 0, stable equilibria

           Xiong Wang: Chaotic system with only one   44
                     stable equilibrium
symmetry




a = - 0.01 < 0, unstable equilibria
            Xiong Wang: Chaotic system with only one   45
                      stable equilibrium
symmetry




  Xiong Wang: Chaotic system with only one   46
            stable equilibrium
Three symmetrical equilibria
with tunable stability




           Xiong Wang: Chaotic system with only one   47
                     stable equilibrium
symmetry




a = - 0.01 < 0, unstable equilibria
            Xiong Wang: Chaotic system with only one   48
                      stable equilibrium
symmetry




a = 0.005 > 0, stable equilibria
           Xiong Wang: Chaotic system with only one   49
                     stable equilibrium
Theoretically we can create
any number of equilibria …




           Xiong Wang: Chaotic system with only one   50
                     stable equilibrium
Conclusions
 Chaotic system with:
  No equilibrium - found

  Two stable equilibria - found

  Three stable equilibria - found

  Theoretically, we can create any number
   of equilibria …
  We can control the stability of equilibria
   by adjusting one parameter
               Xiong Wang: Chaotic system with only one   51
                         stable equilibrium
Chaos is a global phenomenon
   A system can be locally stable near the
    equilibrium, but globally chaotic far from
    the equilibrium.
   This interesting phenomenon is worth
    further studying, both theoretically and
    experimentally, to further reveal the
    intrinsic relation between the local stability
    of an equilibrium and the global complex
    dynamical behaviors of a chaotic system
                                                     52
Xiong Wang 王雄
Centre for Chaos and Complex Networks
City University of Hong Kong
Email: wangxiong8686@gmail.com


                                 53
ADDITIONAL BONUS:
ATTRACTOR GALLERY
                    54
55
56
57
58
59
60
61

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V4 cccn stable chaos

  • 1. Some Recent Discoveries and Challenges in Chaos Theory Xiong Wang 王雄 Supervised by: Prof. Guanrong Chen Centre for Chaos and Complex Networks City University of Hong Kong
  • 2. Some basic questions?  What’s the fundamental mechanism in generating chaos?  What kind of systems could generate chaos?  Could a system with only one stable equilibrium also generate chaotic dynamics?  Generally, what’s the relation between a chaotic system and the stability of its equilibria? 2
  • 3. Equilibria  An equilibrium (or fixed point) of an autonomous system of ordinary differential equations (ODEs) is a solution that does not change with time.  The ODE x  f ( x) has an equilibrium solution xe , if f ( xe )  0  Finding such equilibria, by solving the f ( x)  0 equation analytically, is easy only in a few special cases. 3
  • 4. Jacobian Matrix  The stability of typical equilibria of smooth ODEs is determined by the sign of real parts of the system Jacobian eigenvalues.  Jacobian matrix: 4
  • 5. Hyperbolic Equilibria  The eigenvalues of J determine linear stability of the equilibria.  An equilibrium is stable if all eigenvalues have negative real parts; it is unstable if at least one eigenvalue has positive real part.  The equilibrium is said to be hyperbolic if all eigenvalues have non-zero real parts. 5
  • 6. Hartman-Grobman Theorem  The local phase portrait of a hyperbolic equilibrium of a nonlinear system is equivalent to that of its linearized system. 6
  • 7. Equilibrium in 3D: 3 real eigenvalues 7
  • 8. Equilibrium in 3D: 1 real + 2 complex-conjugates 8
  • 9. 9
  • 10. 10
  • 11. Illustration of typical homoclinic and heteroclinic orbits 11
  • 12. Review of the two theorems  Hartman-Grobman theorem says nonlinear system is the ‘same’ as its linearized model  Shilnikov theorem says if saddle-focus + Shilnikov inequalities + homoclinic or heteroclinic orbit, then chaos exists  Most classical 3D chaotic systems belong to this type  Most chaotic systems have unstable equilibria 12
  • 13. Equilibria and eigenvalues of several typical systems 13
  • 14.  Lorenz System  x  a ( y  x)    y  cx  xz  y   z  xy  bz,  a  10, b  8 / 3, c  28 E. N. Lorenz, “Deterministic non-periodic flow,” J. Atmos. Sci., 20, 130-141, 1963. 14
  • 15. Untable saddle-focus is important for generating chaos 15
  • 16.  Chen System  x  a ( y  x)    y  (c  a) x  xz  cy   z  xy  bz,  a  35; b  3; c  28 G. Chen and T. Ueta, “Yet another chaotic attractor,” Int J. of Bifurcation and Chaos, 9(7), 1465-1466, 1999. T. Ueta and G. Chen, “Bifurcation analysis of Chen’s equation,” Int J. of Bifurcation and Chaos, 10(8), 1917-1931, 2000. T. S. Zhou, G. Chen and Y. Tang, “Chen's attractor exists,” Int. J. of Bifurcation and Chaos, 14, 3167-3178, 2004. 16
  • 17. 17
  • 19. Do these two theorems prevent “stable” chaos?  Hartman-Grobman theorem says nonlinear system is the same as its linearized model.  But it holds only locally …not necessarily the same globally.  Shilnikov theorem says if saddle-focus + Shilnikov inequalities + homoclinic or heteroclinic orbit, then chaos exists.  But it is only a sufficient condition, not a necessary one. 19
  • 20. Don’t be scarred by theorems  So, actually the theorems do not rule out the possibility of finding chaos in a system with a stable equilibrum.  Just to grasp the loophole of the theorems … 20
  • 21. Try to find a chaotic system with a stable Equilibrium  Some criterions for the new system: 1. Simple algebraic equations 2. One stable equilibrium To start with, let us first review some of the simple Sprott chaotic systems with only one equilibrium … 21
  • 23. Idea 1. Sprott systems I, J, L, N and R all have only one saddle-focus equilibrium, while systems D and E are both degenerate. 2. A tiny perturbation to the system may be able to change such a degenerate equilibrium to a stable one. 3. Hope it will work … 23
  • 24. Finally Result  When a = 0, it is the Sprott E system  When a > 0, however, the stability of the single equilibrium is fundamentally different  The single equilibrium becomes stable 24
  • 25. Equilibria and eigenvalues of the new system 25
  • 27. The new system: chaotic attractor with a = 0.006 27
  • 29. Phase portraits and frequency spectra a = 0.006 a = 0.02 29
  • 30. Phase portraits and frequency spectra a = 0.03 a = 0.05 30
  • 31. Attracting basins of the equilibra 31
  • 32. Conclusions  We have reported the finding of a simple 3D autonomous chaotic system which, very surprisingly, has only one stable node- focus equilibrium.  It has been verified to be chaotic in the sense of having a positive largest Lyapunov exponent, a fractional dimension, a continuous frequency spectrum, and a period-doubling route to chaos. 32
  • 33. Theoretical challenges To be further considered:  Shilnikov homoclinic criterion? not applicable for this case  Rigorous proof of the existence? Horseshoe?  Coexistence of point attractor and strange attractor?  Inflation of attracting basin of the equilibrium? 33
  • 34. Coexisting of point, cycle and strange attractor 34
  • 35. Coexisting of point, cycle and strange attractor 35
  • 36. Coexisting of point, cycle and strange attractor 36
  • 37. one question answered, more questions come … Chaotic system with one stable equilibrium Chaotic system with:  No equilibrium?  Two stable equilibria?  Three stable equilibria?  Any number of equilibria?  Tunable stability of equilibria? Xiong Wang: Chaotic system with only one 37 stable equilibrium
  • 38. Chaotic system with no equilibrium Xiong Wang: Chaotic system with only one 38 stable equilibrium
  • 39. Chaotic system with one stable equilibrium Xiong Wang: Chaotic system with only one 39 stable equilibrium
  • 40. Idea  Really hard to find a chaotic system with a given number of equilibria in the sea of all possibility ODE systems …  Try another way…  To add symmetry to this one stable system.  We can adjust the stability of the equilibria very easily by adjusting one parameter Xiong Wang: Chaotic system with only one 40 stable equilibrium
  • 41. The idea of symmetry W Z n W plane Z plane W = (u,v) = u+vi Z = (x,y) = x+yi Original system Symmetrical system (u,v,w) (x,y,z) Xiong Wang: Chaotic system with only one 41 stable equilibrium
  • 42. symmetry Xiong Wang: Chaotic system with only one 42 stable equilibrium
  • 43. Stability of the two equilibria  There are two symmetrical equilibria which are independent of the parameter a  The eigenvalue of Jacobian  So, a > 0 stable; a < 0 unstable Xiong Wang: Chaotic system with only one 43 stable equilibrium
  • 44. symmetry a = 0.005 > 0, stable equilibria Xiong Wang: Chaotic system with only one 44 stable equilibrium
  • 45. symmetry a = - 0.01 < 0, unstable equilibria Xiong Wang: Chaotic system with only one 45 stable equilibrium
  • 46. symmetry Xiong Wang: Chaotic system with only one 46 stable equilibrium
  • 47. Three symmetrical equilibria with tunable stability Xiong Wang: Chaotic system with only one 47 stable equilibrium
  • 48. symmetry a = - 0.01 < 0, unstable equilibria Xiong Wang: Chaotic system with only one 48 stable equilibrium
  • 49. symmetry a = 0.005 > 0, stable equilibria Xiong Wang: Chaotic system with only one 49 stable equilibrium
  • 50. Theoretically we can create any number of equilibria … Xiong Wang: Chaotic system with only one 50 stable equilibrium
  • 51. Conclusions Chaotic system with:  No equilibrium - found  Two stable equilibria - found  Three stable equilibria - found  Theoretically, we can create any number of equilibria …  We can control the stability of equilibria by adjusting one parameter Xiong Wang: Chaotic system with only one 51 stable equilibrium
  • 52. Chaos is a global phenomenon  A system can be locally stable near the equilibrium, but globally chaotic far from the equilibrium.  This interesting phenomenon is worth further studying, both theoretically and experimentally, to further reveal the intrinsic relation between the local stability of an equilibrium and the global complex dynamical behaviors of a chaotic system 52
  • 53. Xiong Wang 王雄 Centre for Chaos and Complex Networks City University of Hong Kong Email: wangxiong8686@gmail.com 53
  • 55. 55
  • 56. 56
  • 57. 57
  • 58. 58
  • 59. 59
  • 60. 60
  • 61. 61