Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin -...

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Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin - Madison Physics Colloquium On November 14, 1997

Transcript of Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin -...

Page 1: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Strange Attractors From Art to Science

J. C. SprottDepartment of Physics

University of Wisconsin - Madison

Presented to the

University of Wisconsin - Madison Physics Colloquium

On November 14, 1997

Page 2: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Outline Modeling of chaotic data Probability of chaos Examples of strange attractors Properties of strange attractors Attractor dimension Lyapunov exponent Simplest chaotic flow Chaotic surrogate models Aesthetics

Page 3: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Acknowledgments Collaborators

G. Rowlands (physics) U. Warwick C. A. Pickover (biology) IBM Watson W. D. Dechert (economics) U. Houston D. J. Aks (psychology) UW-Whitewater

Former Students C. Watts - Auburn Univ D. E. Newman - ORNL B. Meloon - Cornell Univ

Current Students K. A. Mirus D. J. Albers

Page 4: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Typical Experimental Data

Time0 500

x

5

-5

Page 5: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Determinism

xn+1 = f (xn, xn-1, xn-2, …)

where f is some model equation with adjustable parameters

Page 6: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Example (2-D Quadratic Iterated Map)

xn+1 = a1 + a2xn + a3xn2 +

a4xnyn + a5yn + a6yn2

yn+1 = a7 + a8xn + a9xn2 +

a10xnyn + a11yn + a12yn2

Page 7: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Solutions Are Seldom ChaoticChaotic Data (Lorenz equations)

Solution of model equations

Chaotic Data(Lorenz equations)

Solution of model equations

Time0 200

x

20

-20

Page 8: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

How common is chaos?

Logistic Map

xn+1 = Axn(1 - xn)

-2 4A

Lya

puno

v

Exp

onen

t1

-1

Page 9: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

A 2-D Example (Hénon Map)2

b

-2a-4 1

xn+1 = 1 + axn2 + bxn-1

Page 10: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

The Hénon Attractorxn+1 = 1 - 1.4xn

2 + 0.3xn-1

Page 11: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Mandelbrot Set

a

b

xn+1 = xn2 - yn

2 + a

yn+1 = 2xnyn + b

zn+1 = zn2 + c

Page 12: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Mandelbrot Images

Page 13: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

General 2-D Quadratic Map100 %

10%

1%

0.1%

Bounded solutions

Chaotic solutions

0.1 1.0 10amax

Page 14: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Probability of Chaotic Solutions

Iterated maps

Continuous flows (ODEs)

100%

10%

1%

0.1%1 10Dimension

Page 15: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Neural Net Architecture

tanh

Page 16: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

% Chaotic in Neural Networks

Page 17: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Types of AttractorsFixed Point Limit Cycle

Torus Strange Attractor

Spiral Radial

Page 18: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Strange Attractors Limit set as t Set of measure zero Basin of attraction Fractal structure

non-integer dimension self-similarity infinite detail

Chaotic dynamics sensitivity to initial conditions topological transitivity dense periodic orbits

Aesthetic appeal

Page 19: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Stretching and Folding

Page 20: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Correlation Dimension5

0.51 10System Dimension

Cor

rela

tion

Dim

ensi

on

Page 21: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Lyapunov Exponent

1 10System Dimension

Lya

puno

v E

xpon

ent

10

1

0.1

0.01

Page 22: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Simplest Chaotic Flow

dx/dt = ydy/dt = zdz/dt = -x + y2 - Az

2.0168 < A < 2.0577

02 xxxAx

Page 23: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Simplest Chaotic Flow Attractor

Page 24: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Simplest Conservative Chaotic Flow

x + x - x2 = - 0.01... .

Page 25: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Chaotic Surrogate Modelsxn+1 = .671 - .416xn - 1.014xn

2 + 1.738xnxn-1 +.836xn-1 -.814xn-12

Data

Model

Auto-correlation function (1/f noise)

Page 26: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Aesthetic Evaluation

Page 27: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

Summary Chaos is the exception at low D

Chaos is the rule at high D

Attractor dimension ~ D1/2

Lyapunov exponent decreases

with increasing D

New simple chaotic flows have

been discovered

Strange attractors are pretty

Page 28: Strange Attractors From Art to Science J. C. Sprott Department of Physics University of Wisconsin - Madison Presented to the University of Wisconsin -

References http://sprott.physics.wisc.edu/

lectures/sacolloq/ Strange Attractors: Creating Pat

terns in Chaos (M&T Books, 1993)

Chaos Demonstrations software

Chaos Data Analyzer software [email protected]