1 Flows vs. Maps



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1 Flows vs. Maps

 

A system of ordinary differential equations can often be written in the form [2][1]

 

where is the independent variable (normally time) and

Equation (1) consists of first-order differential equations. If the original set of equations is of higher-order, they can often be transformed to Eq. (1) by redefining variables and expanding their number. (It may be recalled that in classical mechanics the second-order differential equations arising from a Lagrangian formulation are equivalent to the first-order equations from the Hamiltonian formulation.)

The system of equations in (1) is an example of a flow, which gives rise to a continuous evolution of ``field lines'' in the -dimensional space (sometimes called the ``phase space'') [2]. We say that the flow is conservative if the volume in phase space remains constant with time. If the volume decreases with time, there is a damping effect in the dynamics, and we refer to the resulting flow as dissipative. (A frictional force in a mechanical system gives rise to dissipation, as does a resistor in an electrical system.)

Also, it is sometimes convenient to write Eq. (1) in column vector form

 

where

 

Chaotic effects can arise from Eq. (1) if two conditions are satisfied. First, at least one of the functions must contain a nonlinear term (e.g., , , ). Second, there is a theorem [1] which states that chaos only occurs in Eq. (1) if . For example, the famous Lorenz equations are given by [2][1]

 

where , , and are all constants. Note the nonlinear terms and in the second and third equations, respectively, of Eq. (5). For , , and , one finds that the system of equations in (5) gives rise to the so-called Lorenz attractor [2][1] (a ``strange attractor''), which in 1963 was historically the first evidence of chaos in a dissipative system. (Shortly before 1900, Henri Poincaré discovered chaos in a conservative system.)

On the other hand, dynamical systems are often modelled as maps, e.g., [3][2]

 

where we define the column vectors

 

The symbol labels the iteration of the map. Comparing Eqs. (3), (4), (6), and (7), we see that the iteration index can, in some cases, be considered a label for the time (taken in discrete ``jumps'').

Indeed, a map can be generated from a flow by taking:

 

where is the ``time delay'' [2]. In the right hand part of Eq. (8) we indicate the iterations corresponding to the discrete flow times in the left hand side. In other examples, maps can arise from flows by taking various types of Poincaré sections, in which one or more variables are fixed [2]. However, in many cases maps have been constructed as pure dynamical systems, without recourse to an underlying system of flows. Also, just as with flows, one can determine whether the map is conservative or dissipative [3][2].

As before, in order to obtain chaos for a map the equations (6) must contain at least one nonlinear term. However, for a map chaos can arise even for a one-dimensional system [3], which should be contrasted with the corresponding criterion for a flow. This is a very important point since, in order to study chaotic effects one need only consider one- or two-dimensional maps, whereas for a flow at least three dimensions is mandatory. Moreover, for a given dimensionality , the map equations (6) are much easier to use than the flow equations (3). For a mapping, we study the dynamics by simply iterating, whereas for a flow we must solve a system of differential equations, which in general is nontrivial. Thus, for the remainder of this chapter we will focus on chaos in several simple one- and two-dimensional maps.



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Next: 2 Simple Maps Up: CH Chapter Previous: CH Chapter



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