Dynamics: The general study of how systems change over time

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Transcription:

Dynamics: The general study of how systems change over time

Planetary dynamics P http://www.lpi.usra.edu/

Fluid Dynamics http://pmm.nasa.gov/sites/default/files/imagegallery/hurricane_depth.jpg

Dynamics of Turbulence http://www.noaanews.noaa.gov/stories/images/hurricaneflying2.jpg

Electrical Dynamics Chua Circuit http://simulationresearch.lbl.gov/modelica/releases/msl/3.2/help/modelica_electrical_analog_examples.html

Climate dynamics http://www.giss.nasa.gov/research/briefs/hansen_03/oceana_ts.gif

Crowd dynamics http://www.research.gov/common/images/publicaffairs/img_22539_crowd%20control--rgov-800width.jpg

Population dynamics

h+p://www.sec.gov/archives/edgar/data/ 70858/000119312512349971/g394492g73r41.jpg Dynamics of stock prices

Group dynamics http://www.nsf.gov/news/mmg/media/images/lake_f1.jpg http://www.nsf.gov/news/mmg/media/images/ruebeck2_h.jpg h+p://blogs.state.gov/images/dipnote/behind_the_scenes/2011_0201_egypt_march_millions_m.jpg

Dynamics of conflicts http://www.blogs.va.gov/vantage/wp-content/ uploads/2011/10/afghantenblog.jpg Dynamics of cooperation http://gdb.voanews.com/9e85db30- EFD7-4BB5-845B-9E5722C1CA03_mw1024_n_s.jpg

Dynamical Systems Theory: The branch of mathematics of how systems change over time Calculus Differential equations Iterated maps Algebraic topology etc. The dynamics of a system: the manner in which the system changes Dynamical systems theory gives us a vocabulary and set of tools for describing dynamics

A brief history of the science of dynamics

Aristotle, 384 322 BC

Nicolaus Copernicus, 1473 1543

Galileo Galilei, 1564 1642

Isaac Newton, 1643 1727

Pierre- Simon Laplace, 1749 1827

We may regard the present state of the universe as the effect of its past and the cause of its future. An intellect which at a certain moment would know all forces that set nature in motion, and all positions of all items of which nature is composed, if this intellect were also vast enough to submit these data to analysis, it would embrace in a single formula the movements of the greatest bodies of the universe and those of the tiniest atom; for such an intellect nothing would be uncertain and the future just like the past would be present before its eyes. Pierre Simon Laplace, A Philosophical Essay on Probabilities

Henri Poincaré, 1854 1912

If we knew exactly the laws of nature and the situation of the universe at the initial moment, we could predict exactly the situation of that same universe at a succeeding moment. but even if it were the case that the natural laws had no longer any secret for us, we could still only know the initial situation approximately. If that enabled us to predict the succeeding situation with the same approximation, that is all we require, and we should say that the phenomenon had been predicted, that it is governed by laws. But it is not always so; it may happen that small differences in the initial conditions produce very great ones in the final phenomena. A small error in the former will produce an enormous error in the latter. Prediction becomes impossible...

F = m a F = G m 1 m 2 / d 2 Atom s velocity: 3.3430248493930a235958 235238871987324483020 435982972930493093093...3495092834509809989? Azcolvin429, Wikimedia Commons

http://www.fws.gov/sacramento/es_kids/mission-blue-butterfly/ Images/mission-blue-butterfly_header.jpg http://pmm.nasa.gov/sites/default/files/imagegallery/ hurricane_depth.jpg

Dr. Ian Malcolm You've never heard of Chaos theory? Non-linear equations? Strange attractors?

Chaos in Nature Dripping faucets Heart activity (EKG) Electrical circuits Computer networks Solar system orbits Weather and climate (the butterfly effect ) Population growth and dynamics Financial data Brain activity (EEG)

What is the difference between chaos and randomness?

What is the difference between chaos and randomness? Notion of deterministic chaos

Chaos in Nature Dripping faucets Heart activity (EKG) Electrical circuits Computer networks Solar system orbits Weather and climate (the butterfly effect ) Population growth and dynamics Financial data Brain activity (EEG)

What is the difference between chaos and randomness? Notion of deterministic chaos

Lord Robert May b. 1936 Mitchell Feigenbaum b. 1944

The fact that the simple and deterministic equation [i.e., the Logistic Map] can possess dynamical trajectories which look like some sort of random noise has disturbing practical implications. It means, for example, that apparently erratic fluctuations in the census data for an animal population need not necessarily betoken either the vagaries of an unpredictable environment or sampling errors; they may simply derive from a rigidly deterministic population growth relationship...alternatively, it may be observed that in the chaotic regime, arbitrarily close initial conditions can lead to trajectories which, after a sufficiently long time, diverge widely. This means that, even if we have a simple model in which all the parameters are determined exactly, long-term prediction is nevertheless impossible Robert May, 1976

Chaos: Seemingly random behavior with sensitive dependence on initial conditions Logistic map: A simple, completely deterministic equation that, when iterated, can display chaos (depending on the value of R). Deterministic chaos: Perfect prediction, a la Laplace s deterministic clockwork universe, is impossible, even in principle, if we re looking at a chaotic system.

Universality in Chaos While chaotic systems are not predictable in detail, a wide class of chaotic systems has highly predictable, universal properties.

A Unimodal ( one humped ) Map

Logistic Map Bifurcation Diagram

Bifurcations in the Logistic Map R 1 3.0: period 2 R 2 3.44949 period 4 R 3 3.54409 period 8 R 4 3.564407 period 16 R 5 3.568759 period 32 R 3.569946 period (onset of chaos)

Bifurcations in the Logistic Map R 1 3.0: period 2 R 2 3.44949 period 4 R 3 3.54409 period 8 R 4 3.564407 period 16 R 5 3.568759 period 32 Rate at which distance between bifurcations is shrinking: R 2 R 1 R 3 R 2 = R 3 R 2 R 4 R 3 = 3.44949 3.0 3.54409 3.44949 = 4.75147992 3.54409 3.44949 3.564407 3.54409 = 4.65619924 R 3.569946 period (chaos) R 4 R 3 R 5 R 4 = lim n 3.564407 3.54409 3.568759 3.564407 = 4.66842831 $ R n+1 R n ' & ) 4.6692016... % R n+2 R n+1 (

Bifurcations in the Logistic Map R 1 3.0: period 2 R 2 3.44949 period 4 R 3 3.54409 period 8 R 4 3.564407 period 16 R 5 3.568759 period 32 R 3.569946 period (chaos) Rate at which distance between bifurcations is shrinking: In other words, each new bifurcation R 2 R 1 3.44949 3.0 appears = about 4.6692016 times R 3 R 2 3.54409 3.44949 = 4.75147992 faster than the previous one. RFeigenbaum 3 R 2 3.54409 derived 3.44949 this constant mathematically! = R 4 R 3 3.564407 3.54409 = 4.65619924 He also showed that any unimodal (one- 4 Rhumped) R 3 3.564407 map will have 3.54409 the same = R 5 R 4 3.568759 3.564407 = 4.66842831 value for this rate. A universal constant!!! $ R n+1 R n ' & ) 4.6692016... % R n+2 R n+1 ( lim n Feigenbaum s constant

Amazingly, at almost exactly the same time, the same constant was independently discovered (and mathematically derived by) another research team, the French mathematicians Pierre Collet and Charles Tresser.

Summary Significance of dynamics and chaos for complex systems Complex, unpredictable behavior from simple, deterministic rules Dynamics gives us a vocabulary for describing complex behavior There are fundamental limits to detailed prediction At the same time there is universality: Order in Chaos