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Robust Chaos and Its Applications PDF

471 Pages·2011·24.675 MB·English
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s. e cl arti s s e c c A n e p O or pt f e c mx c.coed, e ntifimitt cieper w.worldsctly not wnloaded from wwd distribution is stri RIOTSB UASPTP CLHICAAOTSIO ANNSD ns Douse an pplicatio1/21. Re- A0 s 5/ d Itn 0 no os aTY ChaRSI st VE buNI RoU A U H G N SI T L A N O TI A N y b 8296hc.9789814374071-tp.indd 1 9/16/11 4:21 PM WORLD SCIENTIFIC SERIES ON NONLINEAR SCIENCE Editor: Leon O. Chua University of California, Berkeley s. e cl arti Series A. MONOGRAPHS AND TREATISES* s es Volume 63: Advanced Topics on Cellular Self-Organizing Nets and Chaotic c Ac Nonlinear Dynamics to Model and Control Complex Systems en R. Caponetto, L. Fortuna & M. Frasca p O or Volume 64: Control of Chaos in Nonlinear Circuits and Systems pt f B. W.-K. Ling, H. H.-C. Lu & H. K. Lam ce Volume 65: Chua’s Circuit Implementations: Yesterday, Today and Tomorrow mx c.coed, e L. Fortuna, M. Frasca & M. G. Xibilia cientifipermitt Volume 66: DJ.i-fMfe.r eGnintiaolu Gxeometry Applied to Dynamical Systems wnloaded from www.worldsd distribution is strictly not VVVVoooolllluuuummmmeeee 66677890:::: DAA(LMPBV... ieo fN oOuSEtdleorut..ecre nmCmPlafilniahtehniingnoi uelIi slnanIbaiIpksg)yris DioNTnnyh oPn rn&eiael ismnPchee.ioc waSlsdric ssPDhe eoui-frSffsse tCmpereoeronmcotttipiahvll ee CE toeoqf n uSWtayintnoiuoclfonhruasrsom nS’sizy aNstteieowmn ,sK ainndd oAfp Spcliiceantcioen pplications Do1/21. Re-use an VVoolluummee 7712:: DARFr ..Pa JKcr.iat liWicoçtnaicarawl lO iGcrkdu eSidrie mS fpyossrot eSnmtusd:y Minogd Cehlinuga ’as nCdi rCcuointstrol Applications s A5/0 R. Caponetto, G. Dongola, L. Fortuna & I. Petráš d Itn 0 Volume 73: 2-D Quadratic Maps and 3-D ODE Systems: A Rigorous Approach no os aTY E. Zeraoulia & J. C. Sprott ChaRSI Volume 74: Physarum Machines: Computers from Slime Mould st VE A. Adamatzky RobuUNI Volume 75: Discrete Systems with Memory A R. Alonso-Sanz U H Volume 76: A Nonlinear Dynamics Perspective of Wolfram’s New Kind of Science G N (Volume IV) SI L. O. Chua T L Volume 77: Mathematical Mechanics: From Particle to Muscle A N E. D. Cooper O TI Volume 78: Qualitative and Asymptotic Analysis of Differential Equations A N with Random Perturbations by A. M. Samoilenko & O. Stanzhytskyi Volume 79: Robust Chaos and Its Applications Z. Elhadj & J. C. Sprott *To view the complete list of the published volumes in the series, please visit: http://www.worldscibooks.com/series/wssnsa_series.shtml Lakshmi - Robust Chaos.pmd 1 9/7/2011, 4:09 PM WORLD SCIENTIFIC SERIES ON NONLINEAR SCIENCE Series A Vol. 79 Series Editor: Leon O. Chua s. e cl arti s s e c c A n e p O pt for ROBUST CHAOS AND e c mx c.coed, e ntifimitt ITS APPLICATIONS cieper w.worldsctly not wnloaded from wwd distribution is stri pplications Do1/21. Re-use an UnEivlehrsaitdy oj fZ Teébreassoa,u Allgiaeria A0 s 5/ d Itn 0 Julien Clinton Sprott no os aTY University of Wisconsin-Madison, USA ChaRSI st VE buNI RoU A U H G N SI T L A N O TI A N y b World Scientific NEW JERSEY • LONDON • SINGAPORE • BEIJING • SHANGHAI • HONG KONG • TAIPEI • CHENNAI 8296hc.9789814374071-tp.indd 2 9/16/11 4:21 PM Published by World Scientific Publishing Co. Pte. Ltd. 5 Toh Tuck Link, Singapore 596224 USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601 s. cle UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE arti s s e c c A n e p O or pt f e c mx c.coed, e British Library Cataloguing-in-Publication Data ntifimitt A catalogue record for this book is available from the British Library. cieper w.worldsctly not wnloaded from wwd distribution is stri WROorBlUd SSTci eCntHifAicO SSe rAieNs Don INToSn lAinPeParL SICciAenTcIeO, SNeSries A — Vol. 79 ns Douse an Copyright © 2012 by World Scientific Publishing Co. Pte. Ltd. pplicatio1/21. Re- Aesylleslc tretirmgoh nntisoc w roe rsk emnroevwcehdna. onTrihc itasol ,bb ioeno ciklnu,v doeirnn tpgea dpr,ht swo ttiohthceooreupoty fiw,n mrgi,ta tryee ncn ooprte drbimen girs eospiror anon dfyur ocinemfdo trihnme a aPntiuyob nflo issrthmoer roa.rg eb ya nadn yre mtreieavnasl, A0 s 5/ d Itn 0 no os aTY ChaRSI st VE buNI RoA U For photocopying of material in this volume, please pay a copying fee through the Copyright U Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to H G photocopy is not required from the publisher. N SI T L ISBN-13 978-981-4374-07-1 A N ISBN-10 981-4374-07-5 O TI A N y b Printed in Singapore. Lakshmi - Robust Chaos.pmd 2 9/7/2011, 4:09 PM August29,2011 11:29 WorldScienti(cid:12)cBook-9inx6in robust-main s. e cl arti s s e c c A n e p O or pt f e c mx c.coed, e ntifimitt To my family: My wife Nadjette and my father Tayeb and my brothers w.worldsciectly not per Zohir, Samra, Mourad, Saiwdar,itaentdhiBsabcoholikla. and to all who helped me wnloaded from wwd distribution is stri Elhadj ns Douse an pplicatio1/21. Re- A0 s 5/ d Itn 0 no os aTY ChaRSI st VE buNI RoU A U H G N SI T L A N O TI A N y b v September7,2011 15:49 WorldScienti(cid:12)cBook-9inx6in robust-main s. e cl arti s s e c c A n e p O TThhiiss ppaaggee iinntteennttiioonnaallllyy lleefftt bbllaannkk or pt f e c mx c.coed, e ntifimitt cieper w.worldsctly not wnloaded from wwd distribution is stri ns Douse an pplicatio1/21. Re- A0 s 5/ d Itn 0 no os aTY ChaRSI st VE buNI RoU A U H G N SI T L A N O TI A N y b August29,2011 11:29 WorldScienti(cid:12)cBook-9inx6in robust-main s. e cl arti s s e c c A Preface n e p O or pt f e c mx c.coed, e ntifimitt cieper Robust chaos is defined by the absence of periodic windows and coexisting w.worldsctly not asyttsrtaemct.orTsoidnayso,mtheerneeiagrhebmorahnoyodboionksthdeevpoatreadmteotenrosnplianceearofdyandamyniacsmaicnadl wnloaded from wwd distribution is stri crssthooehlbueaf-urocncssoe,etnscbc,teuhasataisnnaosdersodyafranomurdlneaadsinstensowrefsaertprakpoannblndioucdiwansttag,iitomcohnhfessar.ottehsoTa.ehrpeisTrsuonhubvoenijdebibqceotouo.soektkusbMdodiseooenskdwttisecroxaiatfpttneletdodhnreterioesnksttenhhaaoeerwrccdehnoeaenfisrrocnseensiptwuaitbloittnolshyf,, pplications Do1/21. Re-use an eidpnxyropnpceaaermrsitmsiieccesaunldltasissry,psaaltanreyedminccsoo,glnrlraejoencbctguteiudsntrgehcsfheraraoebomosi,nupatuarcrehepdlayeiodsmscauigansotsggheeiedcnmaienlaratfdoilceraatmnalid.tlo.aMAnbaaottnutuythreraeolexbnaaundmsdtopfscleohescaaicooahsfl A0 d Its n 05/ chapter is a set of exercises and open problems intended to reinforce the st Chaos anVERSITY o indoenaRlsinoabenuadrstpsccrihoeavnoicdseeaiannddgdeiitntiseornaaapllpalenixcdaptecirhoinaenossciesthfaoerotrbeyxottibnhorpoeakardtdieceruvsolaatrne.ddrteosetahrechuenrdseirn- buNI standing and prediction of robust chaos in real-world dynamical systems. RoU A This book contains 260 exercises in different topics of chaos theory and U H dynamical systems. G N Let us briefly characterize the content of each chapter: TSI Chapter 1. Poincar´e map technique, Smale horseshoe, and L A symbolic dynamics. In this chapter we give an overview of the Poincar´e N O map technique used to describe bifurcations and chaos in dynamical sys- TI A tems. For example, all the content of Chapter 7 is based on the construc- N y tion of a Poincar´e map to confirm the existence of robust chaos in such b a continuous-time dynamical system. We first define the Poincar´e map and the generalized Poincar´e mappings for a continuous-time dynamical vii August29,2011 11:29 WorldScienti(cid:12)cBook-9inx6in robust-main viii Robust Chaos and its Applications system with a continuous, piecewise-linear vector field. Then we discuss interval methods for calculating Poincar´e maps including several methods s. cle used to prove the existence of periodic orbits using a generalized Poincar´e arti map associated with the continuous-time flow under consideration. Sec- s es ondly, we discuss the Smale horseshoe as a basic tool for studying chaos c c A and its properties such as symbolic dynamics. In particular, the so-called n pe method of fixed point index is described as a way to prove the existence O or of such horseshoe-type mappings in a dynamical system. This method is pt f based on the periodic points of the so-called TS-maps and the existence of e c c.comed, ex semCi-choanpjutegracy2.. Robustness of chaos. In this chapter we discuss the ntifimitt conceptof robust chaos. First, wedescribethe notion ofstrange attractors wnloaded from www.worldscied distribution is strictly not per wptscfeheheirvaatreehstpCnritstaphtetlhlrteaadynepywpiecrtfieeeae.sntdroiciotprsi3fucoo.uecnlonissaSsgtloritscofratapoattlhlitieeispesstrtiwinoiaccoplaaocrellhndrpagtprirroerwoasbopc,iuptteeshirentrtriaizaetpinsidnaedoegrsttfdiaroccioishulfbcealuduacorshstsdtiatceihcotsahsecttarirtcidoerposlataa.mcittotiaStonoriernnascosoctfwontotiodhtdfrlheeyasn,t.stshtowirIe-taenciycragttaldilhinoeviifnddes- ns Douse an etrragcotdoicrstshuecohrya.sTthheenrawteeopfrdeesceanyt oofthceorrrsetlaattiisotnicsa,lthperocpeenrttriaelsliomficthtahoetoicreamt-, pplicatio1/21. Re- arenldatoiotnhearnpdroabuatboicliosrtricellaitmioitntfhuenocrteimons.(TAhCeFs)e,nwohtiiocnhspalraeybaascerducoinalthroelecoirn- s A5/0 characterizing hyperbolic (robust) systems. d Itn 0 Chapter 4. Structural stability. Inthischapterwediscussthecon- no os aTY cept of structural stability as a criterion for robustness of invariant sets of ChaRSI dynamicalsystems. Inparticular,wedefineandstateimportantproperties st VE of this notion, along with its conditions. As an example, we state and dis- buNI RoU cuss in some detail a proof of Anosov’s theorem on structural stability of UA diffeomorphisms of a compact C∞ manifold M without boundary due to H G Robinson and Verjovsky, along with a weaker version called Ω-stability. N SI Chapter 5. Transversality, Invariant foliation, and the Shad- T L owing Lemma. In this chapter we first discuss some relevant properties A N andtheimportanceoftransversality,invariantfoliation,andtheshadowing O TI lemma in analyzing chaotic dynamical systems in general, and robust ones A N in particular. Indeed, transversality is the opposite of the tangency that y b is responsible for the coexistence of attractors. Secondly, we present and discuss the notion of the invariant foliation that is used to prove chaos and its topological properties in the singular-hyperbolic attractors. Thirdly, we August29,2011 11:29 WorldScienti(cid:12)cBook-9inx6in robust-main Preface ix present the shadowing lemma that is used to verify the existence of a true chaotic attractor. In particular, a robust chaotic attractor is more impor- s. cle tantthanoneobtainedwithoutverification. Thepossiblerelationsbetween arti homoclinic orbits and shadowing are given along with some Shilnikov the- s es orems concerning criteria for the existence of chaos. c c A Chapter 6. Chaotic attractors with hyperbolic structure. In n pe this chapter we discuss the most interesting results concerning chaotic at- O or tractors with a hyperbolic structure. First, hyperbolic dynamics is dis- pt f cussed along with some concepts and definitions. Then we present Anosov e c c.comed, ex dwiifftheohmyopreprhbioslmicsstarnudctAurneo.sTovheflpowrosblaesmtoyfpicclaalsseifxyainmgpsletsraonfgeinavtatrriaacnttorsseotsf ntifimitt dynamical systems, which is based on rigorous mathematical analysis and wnloaded from www.worldscied distribution is strictly not per iisgapbsncenherocndiissdaboomueAtemssdsnaieeccoawocfldsniefooetdpvhtwttahtesdsiheldpoi.ieffreniarecSisoicmfiosomstmcpmirgouoeenprrcxpiattpafihacurmctnirosaecpspmn.emlet,esrosFtfirooi.uheeontrsa.mht,vhaomiteanfhrtangemhonyryehioufpxyarospeeprl,rd,eeebrisrenieo,bmxxltopipphcelaainaecnrcntSthdasdimtalicinrnoupaugtgllocaiecitmr–snuoWataArltepeotni.nslfroloaiTvasaicodrihmteevsoewsrspoa,sesrruoieiastlnhseroeycgenmnlipouvtdoeideederrnde---, ns Douse an bmoalpic,athtteraPcltyokrisn. aOttthraecrteoxr,amanpdletshaerBeetrhneoBulllaismchakpe.pArosdauncte,xtahmepAlernshooldwcinagt pplicatio1/21. Re- tghisetirceqmuairpedformpaanriapmuleatteiornvsa,luweesggirveeataerprtohoafno4f.tPherinhcyippearlbporloicpiteyrtoiefstohfetlhoe- s A5/0 so-calledgeneralizedhyperbolicattractors arediscussedinsomedetail. Two d Itn 0 methods for generating hyperbolic attractors, in particular, the transition no os aTY where a periodic trajectory disappears from the Morse–Smale system to ChaRSI systems with hyperbolic attractors, are presented along with a discussion st VE of the density of hyperbolicity and homoclinic bifurcations in arbitrary di- buNI RoU mension. Finally,somehyperbolicitytestsarepresentedandappliedtothe A U H´enon map and to the forced damped pendulum. H G Chapter 7. Robust chaos in hyperbolic systems. In this chapter N SI we give several examples of realistic models describing hyperbolic (robust) T L chaos. Indeed, we present a method for the construction of the Smale– A N Williams attractor for a three-dimensional map along with a theoretical O TI andnumericalverificationofitshyperbolicity. Anexampleofaflowsystem A N is presented with an attractor concentrated mostly at the surface of a two- y b dimensional torus, the dynamics of which is governed by the Arnold cat map. A model for the Bernoulli map is constructed using the Poincar´e mapmethoddiscussedinChapter1withahyperchaoticattractor(onewith August29,2011 11:29 WorldScienti(cid:12)cBook-9inx6in robust-main x Robust Chaos and its Applications two positive Lyapunov exponents) in a perturbed heteroclinic cycle. The Poincar´emapdefinedbya3-Dflowconstructedasaburstingneuronmodel s. cle and exhibiting a Plykin-like attractor (a strange hyperbolic attractor) is arti also given and discussed. s s e Chapter 8. Lorenz-type systems. In this chapter, we present some c c A recent results about Lorenz-type systems. Indeed, an overview outlining n e p the major properties of these types of systems along with one definition O or resulting from observations of the dynamics of the standard Lorenz system pt f is presented from the viewpoint of its existence and structure. Another e c c.comed, ex eaxttarmacptloersofisLporreesnenz-tteydpaensdydstisecmuss,seid.e..,Pseexupdaon-dhiynpgerabnodliccotnhteroarcytiinsgalLsoorpernez- ntifimitt sented in some detail. In particular, we discuss the essence of wild strange wnloaded from www.worldscied distribution is strictly not per aLpcoThvtrohteaerresrpCeaevntcwnhietzeteor-aweltrlpdyw-skotpewaenfelroitdotawhnhi9tsengtc.srucowarlsRmecaissttseouohsrbrilopcttbusarh(otulseohptsirnreteecrsdsLcthutyhiorleantauzsosaoicmsastcmnuoiiidarcnnnaapcnll)ettorpshhrnttreeeeaioansbpLl.Lgiieolziorrertteroydinebeasiznun.n-zstdtFy-ttwpiLrynoeoopa-brldseeluyyinms,sszttyone-etnnesmysetspsieoeeamoxnnfaaasdtmlt.thmrgpeIailnavcespetttoosahfranisinass-. ns Douse an dsyasrtdemLsorienntrzoadtutcreadctionrCarheaplitsetred6.toFicnlaalrliyf,yrtohbeusstimchilaaoristyinttoheth2e-DhyLpoezribdoilsic- pplicatio1/21. Re- cthreeteremsualtpspfirnogmasCahnapetxearsm3p,le6,oafnLdor8e.nz-type attractors is discussed using s A5/0 Chapter 10. No robust chaos in quasi-attractors. Inthischapter d Itn 0 we discuss some relevant results and properties of quasi-attractors as the no os aTY third type in the classification of strange attractors of dynamical systems. ChaRSI In particular, we give evidence for the existence of transversal homoclinic st VE pointsthatprovethismapisaquasi-attractor,alsotheuniformhyperbolic- buNI RoU ity, whichisdiscussedforboththeH´enonmapandotherH´enon-likemaps. A U UsingtheproceduredescribedinSec.6.9.1,wegiveaproofthattheH´enon H G attractor is a quasi-attractor. Other examples with quasi-attractors in- N SI cludetheso-calledStrelkova–Anishchenko map,theAnishchenko–Astakhov T L oscillator, and Chua circuit, which is a famous example of a system that A N displays quasi-attractors with homoclinic and heteroclinic orbits and dou- O TI ble scrolls. The so-called geometric model of this circuit is also introduced A N in some detail. The distinction of this model is that it is different from y b the Lorenz-type presented in Chapter 8 or the quasi-attractors discussed in this chapter. This new type contains unstable points in addition to the Cantor set structure of hyperbolic points. In particular, the corresponding

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