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Introduction to the Modeling and Analysis of Complex Systems

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9.4. CHAOS IN CONTINUOUS-TIME MODELS 167Compare your result with numerical simulation results obtained in <strong>the</strong> previousexercise.By <strong>the</strong> way, I said before that any chaotic system has two dynamical processes:stretching <strong>and</strong> folding. Where do <strong>the</strong>se processes occur in <strong>the</strong> Lorenz attrac<strong>to</strong>r? It isnot so straightforward <strong>to</strong> fully underst<strong>and</strong> its structure, but <strong>the</strong> stretching occurs where<strong>the</strong> trajec<strong>to</strong>ry is circling within one <strong>of</strong> <strong>the</strong> two “wings” <strong>of</strong> <strong>the</strong> attrac<strong>to</strong>r. The spirals seenon those wings are unstable ones going outward, so <strong>the</strong> distance between initially closestates are exp<strong>and</strong>ed as <strong>the</strong>y circle around <strong>the</strong> spiral focus. In <strong>the</strong> meantime, <strong>the</strong> foldingoccurs at <strong>the</strong> center <strong>of</strong> <strong>the</strong> attrac<strong>to</strong>r, where two “sheets” <strong>of</strong> trajec<strong>to</strong>ries meet. Those twosheets actually never cross each o<strong>the</strong>r, but <strong>the</strong>y keep <strong>the</strong>mselves separated from eacho<strong>the</strong>r, forming a “wafer s<strong>and</strong>wich” made <strong>of</strong> two thin layers, whose right half goes on <strong>to</strong>circle in <strong>the</strong> right wing while <strong>the</strong> left half goes on <strong>to</strong> <strong>the</strong> left wing. In this way, <strong>the</strong> “dough”is split in<strong>to</strong> two, each <strong>of</strong> which is stretched, <strong>and</strong> <strong>the</strong>n <strong>the</strong> two stretched doughs are stackedon <strong>to</strong>p <strong>of</strong> each o<strong>the</strong>r <strong>to</strong> form a new dough that is made <strong>of</strong> two layers again. As this processcontinues, <strong>the</strong> final result, <strong>the</strong> Lorenz attrac<strong>to</strong>r, acquires infinitely many, recursivelyformed layers in it, which give it <strong>the</strong> name <strong>of</strong> a “strange” attrac<strong>to</strong>r with a fractal dimension.Exercise 9.7 Plot <strong>the</strong> Lorenz attrac<strong>to</strong>r in several different perspectives (<strong>the</strong> easiestchoice would be <strong>to</strong> project it on<strong>to</strong> <strong>the</strong> x-y, y-z, <strong>and</strong> x-z planes) <strong>and</strong> observe itsstructure. Interpret its shape <strong>and</strong> <strong>the</strong> flows <strong>of</strong> trajec<strong>to</strong>ries from a stretching-<strong>and</strong>foldingviewpoint.I would like <strong>to</strong> bring up one more important ma<strong>the</strong>matical fact before we close thischapter:In order for continuous-time dynamical systems <strong>to</strong> be chaotic, <strong>the</strong> dimensions <strong>of</strong> <strong>the</strong>system’s phase space must be at least 3-D. In contrast, discrete-time dynamical systemscan be chaotic regardless <strong>of</strong> <strong>the</strong>ir dimensions.The Lorenz equations involved three variables, so it was an example <strong>of</strong> continuous-timechaotic systems with minimal dimensionality.This fact is derived from <strong>the</strong> Poincaré-Bendixson <strong>the</strong>orem in ma<strong>the</strong>matics, which statesthat no strange attrac<strong>to</strong>r can arise in continuous 2-D phase space. An intuitive explanation<strong>of</strong> this is that, in a 2-D phase space, every existing trajec<strong>to</strong>ry works as a “wall” that you

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