15.08.2015 Views

Introduction to the Modeling and Analysis of Complex Systems

introduction-to-the-modeling-and-analysis-of-complex-systems-sayama-pdf

introduction-to-the-modeling-and-analysis-of-complex-systems-sayama-pdf

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

38 CHAPTER 4. DISCRETE-TIME MODELS I: MODELING(which is called <strong>the</strong> Fibonacci sequence) can be converted in<strong>to</strong> a first-order form by introducinga “memory” variable y as follows:y t = x t−1 (4.6)Using this, x t−2 can be rewritten as y t−1 .follows:Therefore <strong>the</strong> equation can be rewritten asx t = x t−1 + y t−1 (4.7)y t = x t−1 (4.8)This is now first-order. This conversion technique works for third-order or any higherorderequations as well, as long as <strong>the</strong> his<strong>to</strong>rical dependency is finite. Similarly, a nonau<strong>to</strong>nomousequationx t = x t−1 + t (4.9)can be converted in<strong>to</strong> an au<strong>to</strong>nomous form by introducing a “clock” variable z as follows:z t = z t−1 + 1, z 0 = 1 (4.10)This definition guarantees z t−1 = t. Using this, <strong>the</strong> equation can be rewritten asx t = x t−1 + z t−1 , (4.11)which is now au<strong>to</strong>nomous. These ma<strong>the</strong>matical tricks might look like some kind <strong>of</strong> cheating,but <strong>the</strong>y really aren’t. The take-home message on this is that au<strong>to</strong>nomous first-orderequations can cover all <strong>the</strong> dynamics <strong>of</strong> any non-au<strong>to</strong>nomous, higher-order equations.This gives us confidence that we can safely focus on au<strong>to</strong>nomous first-order equationswithout missing anything fundamental. This is probably why au<strong>to</strong>nomous first-order differenceequations are called by a particular name: iterative maps.Exercise 4.4 Convert <strong>the</strong> following difference equations in<strong>to</strong> an au<strong>to</strong>nomous,first-order form.1. x t = x t−1 (1 − x t−1 ) sin t2. x t = x t−1 + x t−2 − x t−3Ano<strong>the</strong>r important thing about dynamical equations is <strong>the</strong> following distinction betweenlinear <strong>and</strong> nonlinear systems:

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!