Chaos and Fractals

Frederick H. Willeboordse
http://staff.science.nus.edu.sg/~frederik
SP211 !ecture Series: S"#posiu# $$$% Februar" &% 2''1
(oda")s Progra#
Part 1: Chaos and Fractals are ubiquitous
- a few examples
Part 2: Understanding Chaos and Fractals
- Some heor!
- Some "ands-on #pplications
Part $: Food for hought
Part 1: * fe+ e,a#ples ..
(he +orld is full of Chaos and Fractals-
(he +eather can be: ...chaotic
(he ocean can be: ...chaotic
.ur li/es can be: ...chaotic
.ur brains can be: ...chaotic
.ur coffee can be: ...chaotic
%
e
l
l

&
Chaos and Fractals in Ph"sics
(he #otion of the planets is chaotic. $n fact% e/en the sun% earth
#oon s"ste# cannot be sol/ed anal"ticall"-
'n fact( the roots of Chaos theor! go bac) to Poincare who disco*ered
+strange, propertied when tr!ing to sol*e the sun( earth moon s!stem
at the end of the 1-
th
centur!
Chaos and Fractals in Ph"sics
(in Cr"stals
.olten tin solidifies in
a pattern of tree-
shaped cr!stals called
dendrites as it cools
under controlled
circumstances/
From: ipler( Ph!sics for
Scientists and 0ngineers( 1
th

0dition
Chaos and Fractals in Ph"sics
Sno+flake
he hexagonal s!mmetr!
of a snowfla)e arises
from a hexagonal
s!mmetr! in its lattice of
h!drogen and ox!gen
atoms/
From: ipler( Ph!sics for
Scientists and 0ngineers( 1
th

0dition
# nice example of how a simple
underl!ing s!mmetr! can lead to
a complex structure
Chaos and Fractals in Ph"sics
(he red spot on 0upiter.
Can such a spot sur*i*e in a chaotic en*ironment2
Chaos in and Fractals Ph"sics
*n e,peri#ent b" S+inne" et al
3ne of the great successes of
experimental chaos studies/
# spot is reproduced/
4ote: these are false colors/
Chaos and Fractals in Che#istr"
1elu2o/34habotinski reaction
%a*es representing the
concentration of a certain
chemical5s6/
hese can assume man! patterns
and can also be chaotic
Chaos and Fractals in 5eolog"
Satellite $#age of a 6i/er
7elta
Chaos and Fractals in 1iolog"
7elicious-
7roccoli 8omanesco is a
cross between 7roccoli
and Cauliflower/
Chaos and Fractals in 1iolog"
1roccoli 6o#anesco
Chaos and Fractals in 1iolog"
Would +e be ali/e +ithout Chaos8
he *enous and arterial
s!stem of a )idne!
Chaos and Fractals in Paleontolog"
Would +e be here +ithout Chaos8
0*olutionar! trees as cones of
increasing di*ersit!/ From
+%onderful 9ife, b! Stephen :a!
;ould who disagrees with this
picture 5that doesn,t matter as
with regards to illustrating our
point6/
Chaos and Fractals in Paleontolog"
6eplicate and 9odif"
7uilt from similar
modified segments2
Chaos and Fractals in Paleontolog"
Would +e be ali/e +ithout Chaos8
's there a relation
to stretch and
fold2
Si#ple8 Co#ple,8
Si#ple
Co#ple,
(he pheno#ena #entioned on the pre/ious slide are /er"
if not e,tre#el" co#ple,. Ho+ can +e e/er understand
the#8
Chaos and Fractals can be generated +ith +hat appear to
be al#ost tri/ial #athe#atical for#ulas:
r! to write an
equation for this/
x
n1
1 x
n
2
<ou could ha*e done this in :C
8ight=22
Part 2:
;nderstanding Chaos and
Fractals
$n order to understand +hat<s going on% let us
ha/e a /er" brief look at +hat Chaos and
Fractals are.
Chaos
Fractal
Chaos
*re chaotic s"ste#s al+a"s chaotic8
What is Chaos8
Chaos is often a #ore =catch"< na#e for non3linear
d"na#ics.
>o- 5enerall" speaking% #an" researchers +ill call a
s"ste# chaotic if it can be chaotic for certain para#eters.
>!namics ? 5roughl!6 the time e*olution
of a s!stem/
4on-linear ? 5roughl!6 the graph
of the function is not a straight line/
Parameter ? 5roughl!6 a constant in an equation/ 0/g/ the slope of
a line/ his parameter can be ad@usted/
Chaos
Chaos
(r" it-
What is Chaos8
AuiB: Can ' ma)e a croissant with more than 1C,DDD
la!ers in $ minutes2
Chaos
Chaos
Sensiti/e dependence on initial conditions
What is Chaos8
(he ke" to understanding Chaos is the concept of stretch
and fold. .r : 7anish Pastr"/Chinese >oodles
(+o close b" points al+a"s separate "et sta" in the sa#e
/olu#e. $nside a la"er% t+o points +ill separate% but% due
the folding% +hen cutting through la"ers% the" +ill also sta"
close.
AuiB-answer: Can ' ma)e a croissant with more than 1C,DDD
la!ers in $ minutes2 E <es: stretch and fold= 3r perhaps '
should sa! )need and roll /
Chaos
(he 1utterfl" ?ffect
Sensiti/e dependence on initial conditions is +hat ga/e the
+orld the butterfl" effect.
Chaos
(he 1utterfl" ?ffect
Sensiti/e dependence on initial conditions is +hat ga/e the
+orld the butterfl" effect.
Chaos
he butterfl! effect describes the notion
that the flapping of the wings of a
butterfl! can +cause, a t!phoon at the
other side of the world/
"ow2 %e saw with the stretch and fold Chinese 4oodleF>anish Pastr! example( where the
distance between two points doubles each time( that a small distanceFdifference can grow
extremel! quic)l!/
>ue to the sensiti*e dependence on initial conditions in non-linear s!stems 5of which the
weather is one6( the small disturbance caused b! the butterfl! 5where we consider the
disturbance to be the difference with the +no-butterfl!, situation6 in a similar wa! can grow to
become a storm/
!ogistic 9ap
(he logistic #ap can be defined
as:
x
n1
1 x
n
2
!ooks si#ple enough to #e- What could be
difficult about this8
!et)s see +hat happens +hen +e increase
the para#eter alpha fro# ' to 2.
Chaos
$teration
$teration is @ust like our 7anish Pastr"/Chinese
>oodles.
$n #ath it #eans that "ou start +ith a certain
/alue Agi/en b" "ouB calculate the result and
then use this result as the starting /alue of a
ne,t calculation.
2
n 1 n
Gx 1 x =
+
2
2 $
Gx 1 x =
2
1 2
Gx 1 x =
2
D 1
Gx 1 x =
gi*en
Chaos
!ogistic 9ap
(he so3called bifurcation diagra#
x
n1
1 x
n
2
Plot 2''
successi/e
/alues of ,
for e/er"
/alue of
*s the nonlinearit"
increases +e so#eti#es
encounter chaos
Chaos
!ogistic 9ap
What)s so special about this8
!et)s ha/e a closer look.
!et)s enlarge
this area
Chaos
!ogistic 9ap
He"- (his looks al#ost the sa#e-
!et)s tr" this again...
Chaos
!ogistic 9ap
!et)s enlarge a #uch s#aller area-
>o+ let)s
enlarge this
area
Hard to see%
isn)t it8
Chaos
!ogistic 9ap
(he sa#e again-
Chaos
!ogistic 9ap
$ndeed% the log#ap repeats itself o/er
and o/er again at e/er s#aller scales
What)s #ore%
this beha/iour
+as found to be
uni/ersal-
Ces% there)s a fractal hidden in here.
Chaos
Chaos and 6ando#ness
Chaos is >.( rando#ness though it can look
prett" rando#.
Chaos
9et us ha*e a loo) at two time series:
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
#nd anal!Be these with some standard methods
>ata: >r/ C/ ing
Chaos and 6ando#ness
Chaos
Power spectra
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
D 1DDD 2DDD $DDD 1DDD CDDD
1C
1D
C
D
C
frequenc!
Power
Spectrum
D 1DDD 2DDD $DDD 1DDD CDDD
2D
1C
1D
C
D
C
frequenc!
Power
Spectrum
4o qualitati*e
differences=
Chaos and 6ando#ness
Chaos
"istograms
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
4o qualitati*e
differences=
Chaos and 6ando#ness
Chaos
#utocorrelation Functions
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
-0.4
-0.3
-0.2
-0.1
0
0.1
0.2
0 20 40 60 80 100 120 140
-0.2
-0.15
-0.1
-0.05
0
0.05
0.1
0.15
0 20 40 60 80 100 120 140
4o qualitati*e
differences=
Chaos and 6ando#ness
Well these t+o look prett" #uch the sa#e.
Chaos
9et us consider 1 options:
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
%hat do !ou thin)2
#: he! are both Chaotic
7: 8ed is Chaotic and 7lue is 8andom
C: 7lue is 8andom and 8ed is Chaotic
>: he! are both 8andom
Chaotic22
8andom222
Chaotic22
Chaotic2
2
Chaotic22
Chaotic22
8andom222
8andom222
8andom222
Chaos and 6ando#ness
Chaos
8eturn map 5plot x
n+1
versus x
n
)
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
0 50 100 150 200 250 300 350 400
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
x
n+1
= 1/1 - x
2
n
+ D/$ y
n
y
n+1
= x
n
%hite 4oise
"enon .ap
>eterministic
4on->eterministic
8ed is Chaotic and 7lue is 8andom= #s we can see from the return map/
Fractals
What are Fractals8
Aroughl"B a fractal is a self3si#ilar geo#etrical ob@ect +ith a
fractal di#ension.
self-similar ? when !ou loo) at a
part( it @ust loo)s li)e the whole/
Fractal dimension ? the dimension of the ob@ect is not an integer li)e
1 or 2( but something li)e D/H$/ 5we,ll get bac) to what this means a
little later6/
Fractals
Fractals
(he Cantor Set
a)e a line and remo*e the middle third( repeat
this ad infinitum for the resulting lines/
his is the construction of the
set=
he set itself is the result of
this construction/
Fractals
8emo*e middle third
hen remo*e middle third of what remains
#nd so on ad infinitum
Fractals
Fractal 7i#ension
9et us first loo) at a regular line and a regular square
and see what happens when we cop! the these and then
paste them at 1F$ of their original siBe/
%e see that our original ob@ect
contains $ of the reduced pieces/
%e see that our original ob@ect
contains - of the reduced pieces/
#pparentl!( we ha*e:
D
s
a
1
=
s
a
D
I of pieces
8eduction factor
>imension
Fractals
Fractals
Fractal 7i#ension
4ow let us loo) at the Cantor set:
his time we see that our original ob@ect
contains onl! 2 of the reduced pieces=
'f we fill this into our
formula we obtain:
D
s
a
1
=
3riginal
8educed Cop!
( )
D
$ F 1
1
2 =
H$D- / D $ log F 2 log = = D
# fractal dimension//
Strictl!( this @ust one of
se*eral fractal dimensions(
namel! the self-similarit!
dimension/
Fractals
Fractals
(he 9andelbrot Set
his set is defined as the collection of points c in the
complex plane that does not escape to infinit! for the
equation:
c z z
n n
+ =
+
2
1
4ote: he actual .andelbrot set are
@ust the blac) points in the middle=
#ll the colored points escape 5but
after different numbers of iterations6/
Fractals
Fractals
(he 9andelbrot Set
>oes this loo) li)e the logistic map2 't should===
1
1 1
2
1
+ =
+ n n
z
c
z
c
a)e B to be real( di*ide both sides b! c(
c z z
n n
+ =
+
2
1
then substitute
n n
z
c
x
1
=
1
2
1
+ =
+ n n
cx x
>efining: c =
(
to obtain
/
we find the logistic map from before
2
n 1 n
Gx 1 x =
+
Fractals
Fractals
(he 9andelbrot Set
he .adelbrot set is strictl! spea)ing not self-similar in
the same wa! as the Cantor set/ 't is quasi-self-similar
5the copies of the whole are not exactl! the same6/
"ere are some nice pictures from:
http:FFwww/geocities/comFCapeCana*eralF2JC1F
%hat ',d li)e to illustrate here is not so much that fractals can be
used to generate beautiful pictures( but that a simple non-linear
equation can be incredibl! complex/
Fractals
Fractals
(he 9andelbrot Set
4ext( Boom into this
#rea/
Fractals
Fractals
(he 9andelbrot Set
4ext( Boom into this
#rea/
Fractals
(he 9andelbrot Set
4ext( Boom into this
#rea/
Fractals
(he 9andelbrot Set
Fractals
Chaos and Fractals
Ho+ do the" relate8
Fractals often occur in chaotic s"ste#s but the the t+o are
not the sa#e- >either of the" necessaril" i#pl" each other.
# fractal is a geometric ob@ect
8oughl!:
Chaos is a ynamica! attribute
9et us ha*e a loo) at the logistic map again/
Chaos and Fractals
Ho+ do the" relate8 3D >ot directl"-
'n the *ertical direction we
ha*e the points on the orbit
for a certain *alue of /
his orbit is chaotic(
but if we loo) at the
distribution( it is
definiti*el! not fractal/
't approximatel! loo)s
li)e this
-1 *alue of x K1
p
r
o
b
a
b
i
l
i
t
!
Self Similar( ad
infinitum/ his can be used to
generate a fractal/
Coupled 9aps 3Wh" on )earth)
;ni/ersalit"
Si#plicit"
(he logistic #ap has sho+n us
the po+er of uni/ersalit". $t is
hoped that this uni/ersalit" is also
rele/ant for Coupled 9aps.
Coupled 9aps are the si#plest
spatiall" e,tended chaotic s"ste#
+ith a continuous state A,3/alueB
# short detour into m! research/
Chaos
Coupled 9aps 3What the" are
(he coupled #ap discussed here is si#pl" an
arra" of logistic #aps. (he for#ula appears
#ore co#plicated than it is.
.r in other +ords:
x
n
i 1 " x
n
i

2
" x
n
i1 " x
n
i1
f is the logistic map
1

2

2
fA B f( ) fA B (i#e n
(i#e nE1
Chaos
Coupled 9aps 3Pheno#enolog"
Patterns +ith Finks
Fro2en 6ando# Patterns
Pattern Selection
(ra/elling Wa/es
Spatio3te#poral Chaos
?/en though coupled #aps are conceptuall" /er" si#ple% the"
displa" a stunning /ariet" of pheno#ena.
Chaos
Coupled .ap ha*e so-called
Uni*ersalit! classes/ 't is hoped
that these either represent essential
real world phenomena or that the!
can lead us to a deeper
understanding of real world
phenomena/
Pattern +ith Finks
>o Chaos: lattice sites are attracted to the periodic orbits of the
single logistic #ap.
Chaos
Fro2en 6ando# Pattern
Parts of the lattice are chaotic and parts of the lattice are periodic.
(he d"na#ics is do#inated b" the band structure of the logistic
#ap.
Chaos
Pattern Selection
?/en though the nonlinearit" has increased and the logistic #ap is
chaotic for =1.7% the lattice is entirel" periodic.
Chaos
(ra/elling Wa/es
(he coupled #ap lattice is s"##etric% "et here +e see a
tra/elling +a/e. (his d"na#ical beha/iour is highl" non3
tri/ial-
Chaos
Spatio3(e#poral Chaos
.f course +e ha/e spatio3te#poral chaos too. >o order to be found
here ... or 888 . >o% despite the +a" it looks% this is far fro# rando#-
Chaos
9" Guasi3logo
>o+ +e can guess +hat it #eans
(he logistic #ap% the
building block of the
coupled #ap lattice
(he bifurcation
diagra#% the source
of co#ple,it"
* coupled #ap
lattice +ith tra/elling
do#ain +alls% chaos
and orderl" +a/es
(he strength of the
non3linearit"
(he strength of the coupling
Chaos
Si#ple8 Co#ple,8
;ni/ersalit"
Ho+ do these t+o see#ingl" contradictor" aspects relate8
(he stud" of Chaos sho+s that si#plicit" and co#ple,it"
can be related b" considering uni/ersal properties of
si#ple iterati/e processes.
$t +as disco/ered that certain essential properties of
chaotic s"ste#s are uni/ersal. (his allo+s us to stud" a
si#ple s"ste# and dra+ conclusion for a co#ple, s"ste#
%e can now come bac) to the question posed pre*iousl!
$teration
8epeat a 5simple but non-linear6 recipe o*er and o*er again
;nderstanding Chaos and Fractals
So#e applications/hands3on de#onstrations
Chinese 4oodles
>ouble Pendulum
Lideo Feedbac)
Part H:
Food for (hought
.ore Coffee=
5Scientists at wor) 6
Chaos in 1iolog"
?/olution8
6eplicate and 9odif" I What does that #ean8
's the human bod! a fractal2
Could it be that fractals hold the )e! to how so much
information can be stored in >4#2
!ife8
's the fact that Chaos +can, loo) li)e randomness essential for
life2
Could it be that chaos is an +optimiBation algorithm, for life in
an unstable en*ironment2
Chaos in Ph"sics
1ut- Juantu# 9echanics is a linear science-
Stunningl" co##on at the #acroscopic le/el
$t +as disco/ered that certain essential properties of
chaotic s"ste#s are uni/ersal. (his allo+s us to stud" a
si#ple s"ste# and dra+ conclusion for a co#ple, s"ste#
linear
non-linear
Chaos in 9eteorolog"
What are the i#plications of the butterfl" effect for the
prediction of +eather8
Sunn!2
8ain!2
Perhaps it,s up
in the clouds
Chaos and Philosoph"
5ood3b"e8
7eter#inis#
Classical Aand in a sense also Juantu# Ph"sicsB see#s to
i#pl" that the +orld is deter#inistic. $f +e @ust had the
super3eGuation% +e could predict the future e,actl". $n
essence% there is not freedo# of the #ind.
Can non3linear science contribute to the discussion on
deter#inis# /ersus free +ill8
Conclusion
*l#ost e/er"thing in our +orld is chaotic% "et
order is also e/er"+here.
;nderstanding this dichoto#" is a fabulous
challenge.
(he stud" of Chaos can help us on our +a".
Chaos is fun-