Lorenz system

A sample solution in the Lorenz attractor when ρ =

28, σ = 10, and β = 8/3

The Lorenz system is a system of

ordinary differential equations first
studied by Edward Lorenz. It is notable
for having chaotic solutions for certain
parameter values and initial conditions.
In particular, the Lorenz attractor is a set
of chaotic solutions of the Lorenz system
which, when plotted, resemble a butterfly
or figure eight.

Overview
In 1963, Edward Lorenz developed a
simplified mathematical model for
atmospheric convection.[1] The model is
a system of three ordinary differential
equations now known as the Lorenz
equations:
The equations relate the properties of a
two-dimensional fluid layer uniformly
warmed from below and cooled from
above. In particular, the equations
describe the rate of change of three
quantities with respect to time: is
proportional to the rate of convection,
to the horizontal temperature variation,
and to the vertical temperature
variation.[2] The constants , , and are
system parameters proportional to the
Prandtl number, Rayleigh number, and
certain physical dimensions of the layer
itself.[3]

The Lorenz equations also arise in

simplified models for lasers,[4]
dynamos,[5] thermosyphons,[6] brushless
DC motors,[7] electric circuits,[8] chemical
reactions[9] and forward osmosis.[10]

From a technical standpoint, the Lorenz

system is nonlinear, non-periodic, three-
dimensional and deterministic. The
Lorenz equations have been the subject
of hundreds of research articles, and at
least one book-length study.[11]

Analysis
One normally assumes that the
parameters , , and are positive.
Lorenz used the values ,
and . The system
exhibits chaotic behavior for these (and
nearby) values.[12]

If then there is only one

equilibrium point, which is at the origin.
This point corresponds to no convection.
All orbits converge to the origin, which is
a global attractor, when .[13]

A pitchfork bifurcation occurs at ,

and for two additional critical
points appear at:
and

These correspond to steady convection.

This pair of equilibrium points is stable
only if

which can hold only for positive if

. At the critical value, both
equilibrium points lose stability through a
Hopf bifurcation.[14]

When , , and ,
the Lorenz system has chaotic solutions
(but not all solutions are chaotic). Almost
all initial points will tend to an invariant
set – the Lorenz attractor – a strange
attractor and a fractal. Its Hausdorff
dimension is estimated to be 2.06 ± 0.01,
and the correlation dimension is
estimated to be 2.05 ± 0.01.[15] The exact
Lyapunov dimension (Kaplan-Yorke
dimension) formula of the global
attractor can be found analytically under
classical restrictions on the parameters

[16]

The Lorenz attractor is difficult to

analyze, but the action of the differential
equation on the attractor is described by
a fairly simple geometric model.[17]
Proving that this is indeed the case is the
fourteenth problem on the list of Smale's
problems. This problem was the first one
to be resolved, by Warwick Tucker in
2002.[18]

For other values of , the system

displays knotted periodic orbits. For
example, with it becomes a
T(3,2) torus knot.
 Example solutions of the Lorenz system for different values of ρ

ρ=14, σ=10, β=8/3 (Enlarge) ρ=13, σ=10, β=8/3 (Enlarge)

ρ=15, σ=10, β=8/3 (Enlarge) ρ=28, σ=10, β=8/3 (Enlarge)

For small values of ρ, the system is stable and evolves to one of two fixed point attractors.
When ρ is larger than 24.74, the fixed points become repulsors and the trajectory is repelled
by them in a very complex way.

Java animation showing evolution for different values of ρ

 Sensitive dependence on the initial condition

Time t=1 (Enlarge) Time t=2 (Enlarge) Time t=3 (Enlarge)

These figures — made using ρ=28, σ = 10 and β = 8/3 — show three time segments of the 3-
D evolution of 2 trajectories (one in blue, the other in yellow) in the Lorenz attractor starting
at two initial points that differ only by 10−5 in the x-coordinate. Initially, the two trajectories
seem coincident (only the yellow one can be seen, as it is drawn over the blue one) but, after
some time, the divergence is obvious.

Java animation of the Lorenz attractor shows the continuous evolution.

MATLAB simulation

% Solve over time interval

[0,100] with initial
conditions [1,1,1]
% 'f' is set of
differential equations
% 'a' is array containing
x, y, and z variables
 % 't' is time variable

sigma = 10;
beta = 8/3;
rho = 28;
f = @(t,a) [-sigma*a(1) +
sigma*a(2); rho*a(1) - a(2)
- a(1)*a(3); -beta*a(3) +
a(1)*a(2)];
[t,a] = ode45(f,[0 100],[1
1 1]); % Runge-Kutta
4th/5th order ODE solver
plot3(a(:,1),a(:,2),a(:,3))

Mathematica simulation
 a = 10; b = 8/3; r = 28;
x = 1; y = 1; z = 1;points
= {{1,1,1}};
i := AppendTo[points, {x =
N[x + (a*y - a*x)/100], y =
N[y + (-x*z + r*x -
y)/100], z = N[z + (x*y -
b*z)/100]}]

Do[i, {3000}]
ListPointPlot3D[points,
PlotStyle -> {Red,
PointSize[Tiny]}]

fancier way (which is not working):

tend = 50;
eq = {x'[t] == σ (y[t] -
x[t]),
y'[t] == x[t] (ρ -
z[t]) - y[t],
z'[t] == x[t] y[t] -
β z[t]};
init = {x[0] == 10, y[0] ==
10, z[0] == 10};
pars = {σ→10, ρ→28,
β→8/3};
{xs, ys, zs} =
NDSolveValue[{eq /. pars,
init}, {x, y, z}, {t, 0,
tend}];
ParametricPlot3D[{xs[t],
 ys[t], zs[t]}, {t, 0,
tend}]

Python simulation

import numpy as np
import matplotlib.pyplot as
plt
from scipy.integrate import
odeint
from mpl_toolkits.mplot3d
import Axes3D

rho = 28.0
sigma = 10.0
beta = 8.0 / 3.0
def f(state, t):
x, y, z = state # unpack
the state vector
return sigma * (y - x), x
* (rho - z) - y, x * y -
beta * z # derivatives

state0 = [1.0, 1.0, 1.0]

t = np.arange(0.0, 40.0,
0.01)

states = odeint(f, state0,

t)

fig = plt.figure()
ax =
fig.gca(projection='3d')
 ax.plot(states[:,0],
states[:,1], states[:,2])
plt.show()

Derivation of the Lorenz

equations as a model of
atmospheric convection
The Lorenz equations are derived from
the Oberbeck-Boussinesq approximation
to the equations describing fluid
circulation in a shallow layer of fluid,
heated uniformly from below and cooled
uniformly from above.[1] This fluid
circulation is known as Rayleigh-Bénard
convection. The fluid is assumed to
circulate in two dimensions (vertical and
horizontal) with periodic rectangular
boundary conditions.

The partial differential equations

modeling the system's stream function
and temperature are subjected to a
spectral Galerkin approximation: the
hydrodynamic fields are expanded in
Fourier series, which are then severely
truncated to a single term for the stream
function and two terms for the
temperature. This reduces the model
equations to a set of three coupled,
nonlinear ordinary differential equations.
A detailed derivation may be found, for
example, in nonlinear dynamics texts.[19]
The Lorenz system is a reduced version
of a larger system studied earlier by
Barry Saltzman.[20]

Gallery
A solution in the Lorenz attractor plotted
at high resolution in the x-z plane.

A solution in the Lorenz attractor

rendered as an SVG.
 Play media

An animation showing trajectories of

multiple solutions in a Lorenz system.

A solution in the Lorenz attractor

rendered as a metal wire to show
direction and 3D structure.
 Play media

An animation showing the divergence of

nearby solutions to the Lorenz system.

A visualization of the Lorenz attractor

near an intermittent cycle.
See also
Lorenz 96 model
List of chaotic maps
Takens' theorem

Notes
1. Lorenz (1963)
2. Sparrow (1982)
3. Sparrow (1982)
4. Haken (1975)
5. Knobloch (1981)
6. Gorman, Widmann & Robbins (1986)
7. Hemati (1994)
8. Cuomo & Oppenheim (1993)
9. Poland (1993)
10. Tzenov (2014)
11. Sparrow (1982)
12. Hirsch, Smale & Devaney (2003), pp.
303–305
13. Hirsch, Smale & Devaney (2003), pp.
306+307
14. Hirsch, Smale & Devaney (2003), pp.
307+308
15. Grassberger & Procaccia (1983)
16. Leonov et al. (2016)
17. Guckenheimer, John; Williams, R. F.
(1979-12-01). "Structural stability of
Lorenz attractors" . Publications
Mathématiques de l'Institut des Hautes
Études Scientifiques. 50 (1): 59–72.
doi:10.1007/BF02684769 . ISSN 0073-
8301 .
18. Tucker (2002)
19. Hilborn (2000), Appendix C; Bergé,
Pomeau & Vidal (1984), Appendix D
20. Saltzman (1962)

References
Bergé, Pierre; Pomeau, Yves; Vidal,
Christian (1984). Order within Chaos:
Towards a Deterministic Approach to
Turbulence. New York: John Wiley &
Sons. ISBN 978-0-471-84967-4.
Cuomo, Kevin M.; Oppenheim, Alan V.
(1993). "Circuit implementation of
synchronized chaos with applications
to communications". Physical Review
Letters. 71 (1): 65–68.
Bibcode:1993PhRvL..71...65C .
doi:10.1103/PhysRevLett.71.65 .
ISSN 0031-9007 . PMID 10054374 .
Gorman, M.; Widmann, P.J.; Robbins,
K.A. (1986). "Nonlinear dynamics of a
convection loop: A quantitative
comparison of experiment with
theory". Physica D. 19 (2): 255–267.
Bibcode:1986PhyD...19..255G .
doi:10.1016/0167-2789(86)90022-9 .
Grassberger, P.; Procaccia, I. (1983).
"Measuring the strangeness of strange
attractors". Physica D. 9 (1–2): 189–
208. Bibcode:1983PhyD....9..189G .
doi:10.1016/0167-2789(83)90298-1 .
Haken, H. (1975). "Analogy between
higher instabilities in fluids and lasers".
Physics Letters A. 53 (1): 77–78.
Bibcode:1975PhLA...53...77H .
doi:10.1016/0375-9601(75)90353-9 .
Hemati, N. (1994). "Strange attractors
in brushless DC motors". IEEE
Transactions on Circuits and Systems I:
Fundamental Theory and Applications.
41 (1): 40–45.
doi:10.1109/81.260218 . ISSN 1057-
7122 .
Hilborn, Robert C. (2000). Chaos and
Nonlinear Dynamics: An Introduction
for Scientists and Engineers (second
ed.). Oxford University Press.
ISBN 978-0-19-850723-9.
Hirsch, Morris W.; Smale, Stephen;
Devaney, Robert (2003). Differential
Equations, Dynamical Systems, & An
Introduction to Chaos (Second ed.).
Boston, MA: Academic Press.
ISBN 978-0-12-349703-1.
Lorenz, Edward Norton (1963).
"Deterministic nonperiodic flow".
Journal of the Atmospheric Sciences.
20 (2): 130–141.
Bibcode:1963JAtS...20..130L .
doi:10.1175/1520-
0469(1963)020<0130:DNF>2.0.CO;2 .
Knobloch, Edgar (1981). "Chaos in the
segmented disc dynamo". Physics
Letters A. 82 (9): 439–440.
Bibcode:1981PhLA...82..439K .
doi:10.1016/0375-9601(81)90274-7 .
Pchelintsev, A.N. (2014). "Numerical
and Physical Modeling of the
Dynamics of the Lorenz System".
Numerical Analysis and Applications. 7
(2): 159–167.
doi:10.1134/S1995423914020098 .
Poland, Douglas (1993). "Cooperative
catalysis and chemical chaos: a
chemical model for the Lorenz
equations". Physica D. 65 (1): 86–99.
Bibcode:1993PhyD...65...86P .
doi:10.1016/0167-2789(93)90006-M .
Tzenov, Stephan (2014). "Strange
Attractors Characterizing the Osmotic
Instability". arXiv:1406.0979v1 
[physics.flu-dyn ].
Saltzman, Barry (1962). "Finite
Amplitude Free Convection as an Initial
Value Problem—I". Journal of the
Atmospheric Sciences. 19 (4): 329–
341. Bibcode:1962JAtS...19..329S .
doi:10.1175/1520-
0469(1962)019<0329:FAFCAA>2.0.C
O;2 .
Sparrow, Colin (1982). The Lorenz
Equations: Bifurcations, Chaos, and
 Strange Attractors. Springer.
Tucker, Warwick (2002). "A Rigorous
ODE Solver and Smale's 14th
Problem" (PDF). Foundations of
Computational Mathematics. 2 (1): 53–
117. doi:10.1007/s002080010018 .
Leonov, G.A.; Kuznetsov, N.V.;
Korzhemanova, N.A.; Kusakin, D.V.
(2016). "Lyapunov dimension formula
for the global attractor of the Lorenz
system". Communications in Nonlinear
Science and Numerical Simulation. 41:
84–103.
doi:10.1016/j.cnsns.2016.04.032 .

Further reading
 G.A. Leonov & N.V. Kuznetsov (2015).
"On differences and similarities in the
analysis of Lorenz, Chen, and Lu
systems" (PDF). Applied Mathematics
and Computation. 256: 334–343.
doi:10.1016/j.amc.2014.12.132 .

External links
Wikimedia Commons has media related
to Lorenz attractors.

Hazewinkel, Michiel, ed. (2001) [1994],

"Lorenz attractor" , Encyclopedia of
Mathematics, Springer
Science+Business Media B.V. / Kluwer
Academic Publishers, ISBN 978-1-
55608-010-4
Weisstein, Eric W. "Lorenz attractor" .
MathWorld.
Lorenz attractor by Rob Morris,
Wolfram Demonstrations Project.
Lorenz equation on planetmath.org
Synchronized Chaos and Private
Communications, with Kevin Cuomo .
The implementation of Lorenz
attractor in an electronic circuit.
Lorenz attractor interactive animation
(you need the Adobe Shockwave
plugin)
3D Attractors: Mac program to
visualize and explore the Lorenz
attractor in 3 dimensions
 Lorenz Attractor implemented in
analog electronic
Lorenz Attractor interactive animation
(implemented in Ada with GTK+.
Sources & executable)
Web based Lorenz Attractor
(implemented in javascript / html /css)

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