Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke...

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Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional Meeting, University of Maryland, Baltimore County, MD March 29, 2014.

Transcript of Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke...

Page 1: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Avoiding extremes inchaotic systems

S. Das, Jim YorkeDepartment of Mathematics,University of Maryland, College ParkAMS Spring Eastern Sectional Meeting, University of Maryland, Baltimore County, MDMarch 29, 2014.

Page 2: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Partial Control

Classical control : A system’s trajectory is made to follow areference trajectory in phase space.

Hence, the control must be larger than the perturbation to bringback the trajectory to the prescribed one.

Page 3: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Partial Control

Classical control : A system’s trajectory is made to follow areference trajectory in phase space.

Hence, the control must be larger than the perturbation to bringback the trajectory to the prescribed one.

Partial control : Try to confine the system within a boundedregion of non-zero measure in the phase space.

Page 4: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Partial Control

Classical control : A system’s trajectory is made to follow areference trajectory in phase space.

Hence, the control must be larger than the perturbation to bringback the trajectory to the prescribed one.

Partial control : Try to confine the system within a boundedregion of non-zero measure in the phase space.

Applicable to systems where the control is weaker than the noise.

Page 5: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Partial Control

Classical control : A system’s trajectory is made to follow areference trajectory in phase space.

Hence, the control must be larger than the perturbation to bringback the trajectory to the prescribed one.

Partial control : Try to confine the system within a boundedregion of non-zero measure in the phase space.

Applicable to systems where the control is weaker than the noiseSo trajectories cannot be controlled and made asymptotic to a

reference trajectory.

Page 6: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Partial Control

Classical control : A system’s trajectory is made to follow areference trajectory in phase space.

Hence, the control must be larger than the perturbation to bringback the trajectory to the prescribed one.

Partial control : Try to confine the system within a boundedregion of non-zero measure in the phase space.

Applicable to systems where the control is weaker than the noiseSo trajectories cannot be controlled and made asymptotic to a

reference trajectory.But we can partially control the system and force the trajectory to stay

within a bounded region called Q .

Page 7: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Our Setup

There is a compact region nQ .

A map : nf Q , usually chaotic.

A sequence of perturbations nn ,| |n for some bound

0 .

A sequence of controls nnu ,| |nu u for some bound 0u .

Page 8: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Our Setup

There is a compact region nQ .

A map : nf Q , usually chaotic.

A sequence of perturbations nn ,| |n for some bound

0 .

A sequence of controls nnu ,| |nu u for some bound 0u .

Page 9: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Our Setup

There is a compact region nQ .

A map : nf Q , usually chaotic.

A sequence of perturbations nn ,| |n for some bound

0 .

A sequence of controls nnu ,| |nu u for some bound 0u .

Page 10: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Our Setup

There is a compact region nQ .

A map : nf Q , usually chaotic.

A sequence of perturbations nn ,| |n for some bound

0 .

A sequence of controls nnu ,| |nu u for some bound 0u .

Page 11: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Our Setup

There is a compact region nQ .

A map : nf Q , usually chaotic.

A sequence of perturbations nn ,| |n for some bound

0 .

A sequence of controls nnu ,| |nu u for some bound 0u .

Control less than perturbation : u

Page 12: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Two 1D maps

1.3 0.7( ) if

3.01 3 0.7x x

f xx x

( ) 4 (1 )f x x x

Page 13: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Two 1D maps (toy economic models)x is a measure of economic activityHow can crashes in the economy be avoided ?

1.3 0.7( ) if

3.01 3 0.7x x

f xx x

( ) 4 (1 )f x x x

Page 14: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

1 ( )n nx f x 1 ( )n nx f x 1 ( )n nx f x

Page 15: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

1 ( )n n nx f x 1 ( )n n nx f x 1 ( )n n nx f x

Page 16: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

1 ( )n n n nx f x u 1 ( )n n n nx f x u 1 ( )n n n nx f x u

Page 17: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Choose un so that xn+1=f(xn) + n+un is in the green. set

As long as n≤0.05, it is always possible to stay within the greenset. This avoids crashes.This green set is called the safe set.

Choose un so that xn+1=f(xn) + n+un is in the green. set

As long as n≤0.05, it is always possible to stay within the greenset. This avoids crashes.This green set is called the safe set.

Choose un so that xn+1=f(xn) + n+un is in the green. set

As long as n≤0.05, it is always possible to stay within the greenset. This avoids crashes.This green set is called the safe set.

Page 18: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Safe SetsDefinition : A safe set S is a subset of Q such that :for nx S , n

n such that| |n , nnu such that

| |nu u and 1 ( )n n n nx f x u Q .

The safe set (marked in yellow fora rotated horseshoe map on the unitsquare

In other words, the safe set isthat portion of the domain Qfrom which it is always possibleto return to itself after anaddition of perturbation to aniteration.

Page 19: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

A closer

look at the

safe set

A closer

look at the

safe set

A closer

look at the

safe set

Page 20: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Existence of safe sets

We are looking for a safe set in the region nQ for a map : nf Q ,for control bound u and perturbation bound .

Theorem : A set S Q is a safe set if it satisfies( )f S S u . [Sabuco, Zambrano, Sanjuan, Yorke, 2012]

S u : is the set of all points in n within distance u from S .

S u : is the set of all points in the interior of S u at distance from its boundary.

Page 21: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Some examples of safe sets

0.04, 0.05u 0.08, 0.09u 0.009, 0.01u

Page 22: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Measure

Safe set

Measure

Safe set

Measure

Safe set

Page 23: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Change of the safe set withu

Bifurcation type I : a

component in the safe set

splits.

Bifurcation type II : a

component shrinks to 0

measure and the safe set

vanishes !

Fix 0.05

Change of the safe set withu

Bifurcation type I : a

component in the safe set

splits.

Bifurcation type II : a

component shrinks to 0

measure and the safe set

vanishes !

Fix 0.05

Change of the safe set withu

Bifurcation type I : a

component in the safe set

splits.

Bifurcation type II : a

component shrinks to 0

measure and the safe set

vanishes !

Fix 0.05

Page 24: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

A continuity theorem

Theorem : Let f be a piecewise expanding,piecewise 1C map. Then a bifurcation of thesafe set ,uS S occurs at some value of ( , )u iff either of these conditions hold :

(i) One of the components of ,uS is a point.(ii) The gap between two adjacentcomponents of ,uS equals 2u.

Page 25: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Safe set measure - quadratic mapSafe set measure - quadratic mapSafe set measure - quadratic map

Page 26: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Quadratic map

A profile of thesafe setat 0.02

Quadratic map

A profile of thesafe setat 0.02

Quadratic map

A profile of thesafe setat 0.02

Page 27: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

A continuity theorem

Theorem : Let f be a 0C , piecewise 1C , piecewise strictlymonotonic map. Then a bifurcation of the safe set ,uS occurs atsome value of ( , )u iff either of these conditions hold :

(i) One of the components of ,uS is a point.

(ii) The gap between two adjacent components of ,uS equals 2u .

(iii) The function f has a neutrally stable periodic point on,( )uS , where is the map on ,( )uS shifting a left edge of a

component of ,( )uf S by u and a right edge by u .

(iv) A local maxima/minima of f lies on ,( ( )) ( ( ))uf S f Q

Page 28: Avoiding extremes in chaotic systems · Avoiding extremes in chaotic systems S. Das, Jim Yorke Department of Mathematics, University of Maryland, College Park AMS Spring Eastern Sectional

Thank You