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Introduction to the Modeling and Analysis of Complex Systems

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Next phase space9.3. LYAPUNOV EXPONENT 157FoldingCurrent phase spaceFigure 9.4: Schematic illustration <strong>of</strong> stretching <strong>and</strong> folding taking place in a chaoticiterative map. The current phase space (right) is first stretched (middle right) <strong>and</strong> <strong>the</strong>nfolded (middle left, left) <strong>to</strong> generate <strong>the</strong> next phase space in each iteration.If you know binary notations <strong>of</strong> real numbers, it should be obvious that this iterative map issimply shifting <strong>the</strong> bit string in x always <strong>to</strong> <strong>the</strong> left, while forgetting <strong>the</strong> bits that came before<strong>the</strong> decimal point. And yet, such a simple arithmetic operation can still create chaos, if<strong>the</strong> initial condition is an irrational number (Fig. 9.5)! This is because an irrational numbercontains an infinite length <strong>of</strong> digits, <strong>and</strong> chaos continuously digs <strong>the</strong>m out <strong>to</strong> produce afluctuating behavior at a visible scale.Exercise 9.2 The saw map can also show chaos even from a rational initial condition,if its behavior is manually simulated by h<strong>and</strong> on a cobweb plot. Explainwhy.9.3 Lyapunov ExponentFinally, I would like <strong>to</strong> introduce one useful analytical metric that can help characterizechaos. It is called <strong>the</strong> Lyapunov exponent, which measures how quickly an infinitesimally

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