Introduction

(Lecture 1)
Nonlinear Dynamics and Chaos

T. Gross and N. Masuda

Department of Engineering Mathematics

29 September 2016

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General Information

How to find me ...

Thilo Gross
2.47 Merchant Venturers Building
thilo2gross@gmail.com

On the web
My work page: www.biond.org
My home page: www.reallygross.de

Other usefull resources

SAFE: https://wwwa.fen.bris.ac.uk/EMAT20540/
Blackboard: www.ole.bristol.ac.uk

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General Information

Contact Details
Naoki Masuda
2.42 Merchant Venturers Building
naoki.masuda@bristol.ac.uk

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General Information

This unit is assessed by exam and coursework

January exam period

2h duration
3 short questions, 1 modelling question
Small (10%) Coursework
In contrast to previous years we will place more emphasis on
modelling and less emphasis on formal maths.

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Definition

Nonlinear Dynamics

Nonlinear dynamics is the study of dynamical systems, i.e. systems

in which a set of variables, evolve in time, according to a certain rule,
possibly depending on parameters.

Often we want to know what the long term behaviour of a dynamical

system is, and at which parameter values the behaviour changes
qualitatively.

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Introductory Example 1

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Introductory Example 1

Genealogical trees: Human ancestry

Lets consider famility trees.

Let xi be the number of your ancestors i generations before you.

So x0 = 1 (yourself).

Furthermore we know that everybody has two parents, so no matter

what the number of people in generation i is, there have to be twice as
many people in the generation before,

xi+1 = 2xi (1)

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Introductory Example 1

So we have a dynamical system, which has ...

A variable x
An evolution rule xi+1 = 2xi
No parameters (but the 2 in the evolution rule can be considered
a parameter)
... and i which takes the role of discrete time
Such dynamical systems, in which the time proceeds in discrete steps
are called discrete time maps or just maps.

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Introductory Example 1

Together with the initial condition

x0 = 1 (2)

we get an initial value problem. We can solve this initial value

problem by computing the trajectory that starts at a given initial value.
gap For the example we can see directly that

xi = 2xi1 = 4xi2 = 2n xin = 2i x0 = 2i (3)

... we have solved the initial value problem.

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Introductory Example 1

This is the first typer of plot that we use (there will be several).
This one is called a time series.

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Introductory Example 1

In the family tree example there is only one variable xi .

(OK, strictly speaking there are many xi , one for every i, but in every
point in time, for every given i, there is only one x)

We call such systems with a single variable one-dimensional

dynamical systems.

Systems with more variables are more fun. Lets check out a
two-dimensional example ...

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Introductory Example 2

Genealogical trees: Bee ancestry

Lets consider family trees of bees.

Essentially bees come in three varieties

Queens: female bees that reproduce
Workers: Technically female, but dont take part in reproduction
Drones: Male bees, reproduce dont do much else
Queens, like humans have two parents, a queen and a drone. Drones
hatch from unfertilized eggs they only have one parent, which is a
queen.

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Introductory Example 2

Modelling

We cannot model the system with one variable because we need to

know the number of Queens and Drones in the current generation to
work out how many Queens and Drones were in the previous
generation.

We need two variable

Number of drones in generation i: Di
Number of queens in generation i: Qi
So lets try to work out the evolution rule ...

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Introductory Example 2

Evolution Rule ...

Qi+1 = (4)

Di+1 = (5)

For initial conditions, lets start with a single Drone, so D0 = 1, Q0 = 0.

For this system it is harder to compute the time series (until next
lecture when we will learn a trick). But we can always resort to
simulation, which in this case means we just manually iterate the
map.

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Introductory Example 2

Simulation results

i Di Qi Total Bees
0 1 0 1
1 0 1 1
2 1 1 2
3 1 2 3
4 2 3 5
5 3 5 8
5 5 8 13
5 8 13 21
Note that the total number of bees changes dynamically in time, but it
is not a true variable (a state variable) as it does not appear explicitly
in the evolution rule. We can call such variables, auxiliary variables.

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Introductory Example 2

Something odd?

Did you notice something odd on the previous slide?

The total number of bees in the different generations

1, 1, 2, 3, 5, 8, 13, 21, . . .

seems to follow the Fibonacci sequence, a sequence of numbers that

appears all over nature.

(The Oh-this-is-odd moment is often the key to solving complex

problems. Your curiosity is a great tool for discovering hidden
structures that give you leverage on a problem)

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Introductory Example 2

The Fibonacci sequence first appears as a solution to a problem in

Fibonaccis book Liber Abacci that Leonardo Fibonacci published in
1202 to popularise the use of Arabic numbers.

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Introductory Example 2

The Fibonacci numbers appear everywhere in nature, in particular

body parts (from petals on a flower to your own body parts) come in
Fibonacci numbers.

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Introductory Example 2

We suspect that the bees generate the Fibonacci sequence, but so far
we have no proof.

We can actually prove it by recalling that the Fibonacci sequence is

generated by
Fi = Fi1 + Fi2 (6)

We know Bi = Qi + Di , Qi+1 = Bi and Di+1 = Qi .

So, can we show that B follows the same rule as F .

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Introductory Example 2

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Introductory Example 2

Long-term behaviour

We are often interested in the long-term behaviour of dynamical

systems, i.e. the behaviour after infinitely long time.

If we follow the ancestry of trees farther and farther the numbers keep
growing. However we can ask by what factor it eventually increases in
every step. We define
Bi+1
f= (7)
Bi
Lets find this from a simulation ...

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Introductory Example 2

i Bi Bi+1 /Bi
0 1 1.000
1 1 2.000
2 2 1.500
3 3 1.666
4 5 1.600
5 8 1.625
6 13 1.615
7 21 1.619
8 34 1.617
9 55 1.618
10 89 1.618

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Introductory Example 2

So, we found
f 1.618 (8)

In the same way we could have estimated f 1 = 1/f . This yields

f 0.618 (9)

This is odd isnt it? It looks like

1
f = 1+ (10)
f

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Introductory Example 2

If this is true we can compute f exactly

1
f = 1+ (11)
f
f2 = f +1 (12)
f 2 f = 1 (13)
1 2 1

f = 1 (14)
2 4
2
1 5
f = (15)
2 4
r
1 5
f = (16)
2 4
p
1 5
f = (17)
2

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Introductory Example 2

Of course we havent shown yet that f = 1 + 1/f or equivalently, time

for a proof

...

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Detour: Golden mean

The number f is the so called golden mean. It is supposedly the most

aesthetically pleasing ratio of length.

If you have a piece of paper that has golden mean ratio of side length,
you can cut a square of and you will be left with a smaller piece of
paper that still has a golden mean ratio.

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Detour: Golden mean

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Detour: Golden mean

If you cant remember the golden ratio you can always approximate it,
if you remember the Fibonacci construction rule (or the ancestral trees
of bees).

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Overview

Today we studied two specific dynamical systems.

In particular the second one required a lot of insight.

(insight is generally good, many difficult problems are solved by
insight, but...)

To solve systems efficiently we it is useful to have a general method

that does not rely on insight into the specific problem.

Next time we will learn such a method for linear maps and apply it to
systems of different sizes.

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Literature

These notes should be sufficient, but consider these books

Guckenheimer and Holmes: Nonlinear Oscillations, Dynamical

Systems, and Bifurcations of Vector Fields
The bible of nonlinear dynamics

Strogatz: Nonlinear Dynamics and Chaos

Strogatzs translation of the bible

Kuznetsov: Elements of Applied Bifurcation Theory

An excellent modern, but very mathematical book.

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Bonus

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