Friday, July 24, 2015

Basic Chaos Theory

Chaos theory is the field of study in mathematics that studies the behavior of dynamical systems that are highly sensitive to initial conditions—a response popularly referred to as the butterfly effect. Small differences in initial conditions (such as those due to rounding errors in numerical computation) yield widely diverging outcomes for such dynamical systems, rendering long-term prediction impossible in general. This happens even though these systems are deterministic, meaning that their future behavior is fully determined by their initial conditions, with no random elements involved. In other words, the deterministic nature of these systems does not make them predictable. This behavior is known as deterministic chaos, or simply chaos. The theory was summarized by Edward Lorenz as:

Chaos: When the present determines the future, but the approximate present does not approximately determine the future.

Chaotic behavior exists in many natural systems, such as weather and climate. This behavior can be studied through analysis of a chaotic mathematical model, or through analytical techniques such as recurrence plots and Poincaré maps. Chaos theory has applications in several disciplines, including meteorology, sociology, physics, engineering, economics, biology, and philosophy.

Introduction

Chaos theory concerns deterministic systems whose behavior can in principle be predicted. Chaotic systems are predictable for a while and then 'appear' to become random. The amount of time for which the behavior of a chaotic system can be effectively predicted depends on three things: How much uncertainty we are willing to tolerate in the forecast, how accurately we are able to measure its current state, and a time scale depending on the dynamics of the system, called the Lyapunov time. Some examples of Lyapunov times are: chaotic electrical circuits, about 1 millisecond; weather systems, a few days (unproven); the solar system, 50 million years. In chaotic systems, the uncertainty in a forecast increases exponentially with elapsed time. Hence, doubling the forecast time more than squares the proportional uncertainty in the forecast. This means, in practice, a meaningful prediction cannot be made over an interval of more than two or three times the Lyapunov time. When meaningful predictions cannot be made, the system appears to be random.

Chaos Dynamics

In common usage, "chaos" means "a state of disorder". However, in chaos theory, the term is defined more precisely. Although no universally accepted mathematical definition of chaos exists, a commonly used definition says that, for a dynamical system to be classified as chaotic, it must have these properties:

  1. it must be sensitive to initial conditions
  2. it must be topologically mixing
  3. it must have dense periodic orbits

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