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Introduction to the Modeling and Analysis of Complex Systems

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Chapter 9Chaos9.1 Chaos in Discrete-Time ModelsFigure 8.10 showed a cascade <strong>of</strong> period-doubling bifurcations, with <strong>the</strong> intervals betweenconsecutive bifurcation thresholds getting shorter <strong>and</strong> shorter geometrically as rincreased. This cascade <strong>of</strong> period doubling eventually leads <strong>to</strong> <strong>the</strong> divergence <strong>of</strong> <strong>the</strong> period<strong>to</strong> infinity at r ≈ 1.7 in this case, which indicates <strong>the</strong> onset <strong>of</strong> chaos. In this mysteriousparameter regime, <strong>the</strong> system loses any finite-length periodicity, <strong>and</strong> its behavior looks essentiallyr<strong>and</strong>om. Figure 9.1 shows an example <strong>of</strong> such chaotic behavior <strong>of</strong> Eq. (8.37) withr = 1.8.So what is chaos anyway? It can be described in a number <strong>of</strong> different ways, asfollows:Chaos—• is a long-term behavior <strong>of</strong> a nonlinear dynamical system that never falls in anystatic or periodic trajec<strong>to</strong>ries.• looks like a r<strong>and</strong>om fluctuation, but still occurs in completely deterministic, simpledynamical systems.• exhibits sensitivity <strong>to</strong> initial conditions.• occurs when <strong>the</strong> period <strong>of</strong> <strong>the</strong> trajec<strong>to</strong>ry <strong>of</strong> <strong>the</strong> system’s state diverges <strong>to</strong> infinity.• occurs when no periodic trajec<strong>to</strong>ries are stable.153

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