Summarine

Chaos: making a new science

The Butterfly Effect

p. 16

Lorenz middle run

  • when the weather simulation run is paused, and a new run is started from the middle conditions, we get a new pattern
  • due to a rounding error

p. 8

sensitive dependence on initial conditions

  • tiny differences in input can lead to big differences in output
p. 15

Western science

  • general belief that approximations are OK
  • “probably do not influence output too much”
p. 17
p. 20

Butterfly effect

  • errors and uncertainties multiply, cascading upward through a chain of turbulent features
  • ⇒ cause larger-scale effects which cannot be predicted (nvda.)
p. 22

↓ ≈

aperiodic system

  • a system that never finds a steady state
  • can almost repeat themselves, but never quite

Examples of aperiodic systems

  • weather
  • animal populations
  • epidemics

If the weather ever did reach a state exactly like one it had reached before, every gust and cloud the same, then presumably it would repeat itself forever after and the problem of forecasting would become trivial.

p. 23

chaos from a deterministic system

  • Lorenz was able to mimic aperiodicity and sensitive dependence on initial conditions with a simple deterministic program

Revolution

p. 38

graphic images are key

  • needed for interpretation of chaos theories

p. 46

differential equations

  • describe the way systems change continuously over time

↓ allow for

p. 47

parameters at the start

  • large changes in parameters can make large differences in a system
  • e.g. the difference between arriving at a steady state and oscillating periodically
  • but: physicists assumed that very small changes would cause only very small differences in numbers, not qualitative changes in behaviour

↓ therefore …

topology and dynamical systems

  • the possibility of using a shape to help visualise the whole range of behaviours of a system
  • simple system: curved surface
  • complicated system: manifold of many dimensions
Stale’s stability any chaotic system
a system can behave erratically, but the erratic behaviour cannot be stable a system which can have chaos and stability at once
stable behaviour that does not disappear just because some number was changed a tiny bit

strangeness does not go away when perturbed by noise

The difference is that Smale assumed that behaviour we see in the real world is actually stable, since real life has many disturbances and noise. In reality, systems are chaotic by definition, since stable systems would be those that are disturbed by tiny differences. It is a philosophical discussion, in that sense.

p. 59

Life’s Ups and Downs

ecology

  • theoretical branch of biology that treats populations as dynamical systems
p. 60

models as ‘caricatures’

  • ‘soft’ sciences of reality
  • ‘difficult’ to deduce equations
    • necessary to ‘idealise’ these questions
  • models as ‘suggestions for real-life behaviour’
p. 61

discrete time intervals

  • helpful for modelling the world
  • ⟷ differential equations: smooth changes over time

feedback loop function

  • result for next x is applied to previous y (TODO)
  • so: xnext=F(x)x_\text{next} = F(x)

Feedback can get out of hand, as it does when sound from a loudspeaker feeds back through a microphone and is rapidly amplified to an unbearable shriek. Or feedback can produce stability, as a thermostat does in regulating the temperature of a house: any temperature above a fixed point leads to cooling, and any temperature below it leads to heating.

p. 62

adding realism

  • you need more terms
  • not just percentage increase of a population
  • for ecology: growth rate, natural death rate, starvation / predation death rate …
  • ⇒ give rise to intricate and complex functions
p. 63

logistic equation

  • xnext=rx(1x)x_\text{next} = rx(1 - x)
p. 64

erratic behaviour

  • ‘must be due to model’s faults’ → ‘the calculator must be acting up’
  • stable solutions were the interesting ones
p. 68

supremacy of chaos

  • chaos is not a footnote on a physics textbook
  • “the first message is that there is disorder” - Yorke
p. 71

bifurcation diagram

  • shows parameter on x, final population on y
  • if system starts to oscillate, these oscillations are shown in the diagram! (👁 ↓)
p. 73

chaos region

  • beyond a specific point, the bifurcation breaks down and gives way to chaos
  • but: regularity of periodicity can return

↓ thus…

chaos is also regular

regularity - chaos - regularity - chaos …

In the real world, a researcher sees only a single point, with no knowledge of the dynamics of the system. He would only see one kind of behaviour – possibly a steady state, possibly a seven-year cycle, possibly apparent randomness. He would have no way of knowing that the same system, with some slight change in some parameter, could display patterns of a completely different kind.

In any one-dimensional system, if a regular cycle of period three ever appears, the same system will also display regular cycles of every other length, as well as completely chaotic cycles.

- James Yorke

p. 78
p. 93

A Geometry of nature

Cantor sets

cantor set

  • a set of points lying on a single line segment, arranged in clusters
  • infinitely many, with a total length of zero

Mandelbrot saw the Cantor set as a model for the occurrence of errors in an electronic transmission line. Engineers saw periods of error-free transmission, mixed with periods when errors would come in bursts. Looked at more closely, the bursts, too, contained error-free periods within them. And so on—it was an example of fractal time. At every time scale, from hours to seconds, Mandelbrot discovered that the relationship of errors to clean transmission remained constant. Such dusts, he contended, are indispensable in modeling intermittency.

p. 98

Fractals

fractal

  • ‘a way of seeing infinity’
  • continuous shape that can be enlarged infinitely
  • as such, has a total circumference of \infty
p. 95
p. 107

Scaling

How big is it? How long does it last? These are the most basic questions a scientist can ask about a thing. They are so basic to the way people conceptualize the world that it is not easy to see that they imply a certain bias. They suggest that size and duration, qualities that depend on scale, are qualities with meaning, qualities that can help describe an object or classify it. When a biologist describes a human being, or a physicist describes a quark, how big and how long are indeed appropriate questions. In their gross physical structure, animals are very much tied to a particular scale. Imagine a human being scaled up to twice its size, keeping all proportions the same, and you imagine a structure whose bones will collapse under its weight. Scale is important.

The physics of earthquake behavior is mostly independent of scale. A large earthquake is just a scaled-up version of a small earthquake. That distinguishes earthquakes from animals, for example—a ten-inch animal must be structured quite differently from a one-inch animal, and a hundred-inch animal needs a different architecture still, if its bones are not to snap under the increased mass. Clouds, on the other hand, are scaling phenomena like earthquakes. Their characteristic irregularity—describable in terms of fractal dimension—changes not at all as they are observed on different scales. That is why air travelers lose all perspective on how far away a cloud is. Without help from cues such as haziness, a cloud twenty feet away can be indistinguishable from two thousand feet away. Indeed, analysis of satellite pictures has shown an invariant fractal dimension in clouds observed from hundreds of miles away.

scaling phenomena

  • phenomena which are independent of scale
  • e.g. clouds → do not have a reference scale, can appear at any scale
p. 108

claim of fractal geometry

  • for some elements of nature, looking for a characteristic scale becomes a distraction

Strange attractors

p. 122

Turbulence

turbulence

  • a mess of disorder at all scales
  • small eddies [(draaikolken)] within larger ones
  • unstable, dissipative, random motion

All the rules seem to break down. When flow is smooth, or laminar, small disturbances die out. But past the onset of turbulence, disturbances grow catastrophically.

Think for example of when you pour water in a glass. If you do it slowly, the glass is filled in an ‘undisturbed’ way. However, when you really pour in the water, you get a turbulent flow of water where water molecules are scattered around violently.

p. 129

Strange attractors

p. 134

phase space

  • shows the complete state of knowledge about a dynamical system at a single instant in time, collapsed to a point
  • if the system changes, so will the point in the phase space
  • ⇒ history of the system time can be charted by the moving point

Pendulum

In this video, pendulum movement is shown with 𝑣 = velocity and θ = angle. The ground plane shows the phase space.

However, if we add realism (friction), both the angle and velocity will converge towards zero, which means the centre point of the ground plane is an ‘attractor’.

p. 135

utility of phase space

  • easy to watch change → a system becomes a moving point
  • some combination of variables never present? not part of the system
  • periodic system ⇒ phase space as a loop

multi-dimensional phase spaces

  • every piece of a dynamical system that can move independently is another variable
p. 138

periodic attractor / limit cycle

  • an orbit that attracts all other nearby orbits
p. 139

non-periodic phase space

  • orbit drawn in a limited space which does not repeat nor cross itself
  • ⇒ must be fractal
p. 142

Poincaré map / return map

  • removes a dimension from an attractor
  • ⇒ turns continuous line into a collection of points
p. 146

Hénon found that the oversimplification paid off. By abstracting only the essence of his system, he made discoveries that applied to other systems as well, and more important systems.

p. 149

Hénon equation

  • xnew=y+11.4x2x_\text{new} = y + 1 - 1.4 x^2
  • ynew=0.3xy_\text{new} = 0.3 x
  • describes the point of attraction for a Hénon strange attractor
  • starting point does not matter!
p. 150

attractor

  • shows trajectory toward which all other trajectories converge

This is why the starting conditions do not matter: as long as the starting point lies somewhere near the attractor, the next few points will converge to the attractor with great rapidity.

p. 151
p. 161

Universality

universality

  • idea that different problems follow the same basic principles
  • i.e. boiling of liquids ≈ magnetising of metals …
p. 169

intransitive system

  • a system with multiple equilibria
  • can stay in one equilibrium or another, but not both at the same time

An observer might see one kind of behavior over a very long time, yet a completely different kind of behavior could be just as natural for the system.

Clock example

In a trivial way, a standard pendulum clock is an intransitive system. A steady flow of energy comes in from a wind-up spring or a battery through an escapement mechanism. A steady flow of energy is drained out by friction. The obvious equilibrium state is a regular swinging motion. If a passerby bumps the clock, the pendulum might speed up or slow down from the momentary jolt but will quickly return to its equilibrium. But the clock has a second equilibrium as well—a second valid solution to its equations of motion—and that is the state in which the pendulum is hanging straight down and not moving.

p. 170

almost-intransistive system

  • system displays one sort average behaviour for a very long time, fluctuating within certain bounds
  • then: shifts into a different sort of behaviour, still fluctuating but producing a different average
intransitive system almost-intransitive system
multiple equilibria (attractors) are possible, but change lies in parameters multiple equilibria are possible within the same parameter settings

An intransitive system is characterized by two or more mutually coexisting attractors. Which attractor will be traversed is determined by the initial state of the system. In contrast, the long-term dynamical characteristics of transitive systems are not affected by the initial state as there is only one attractor.

Intransitive Atmosphere Dynamics Leading to Persistent Hot–Dry or Cold–Wet European Summers, Journal of Climate

p. 180

Universality theory

Universality offered the hope that by solving an easy problem physicists could solve much harder problems.

  • ↳ means different systems behave identically
p. 186

It’s not an academic question any more to ask what’s going to happen to a cloud. People very much want to know—and that means there’s money available for it. That problem is very much within the realm of physics and it’s a problem very much of the same caliber. You’re looking at something complicated, and the present way of solving it is to try to look at as many points as you can, enough stuff to say where the cloud is, where the warm air is, what its velocity is, and so forth. Then you stick it into the biggest machine you can afford and you try to get an estimate of what it’s going to do next. But this is not very realistic.

- Feigenbaum

This also echoes the FCG arguments by Katrien Beuls and Paul Van Eecke on language acquisition and language models. Fair enough.

p. 187

I truly do want to know how to describe clouds. But to say there’s a piece over here with that much density, and next to it a piece with this much density—to accumulate that much detailed information, I think is wrong. It’s certainly not how a human being perceives those things, and it’s not how an artist perceives them. Somewhere the business of writing down partial differential equations is not to have done the work on the problem.

- Feigenbaum

p. 194

The Experimenter

non-linearity

  • can a defence against noise
  • chaotic systems can be robust and return to their trajectory or attractor
  • ⟷ linear system: each perturbation immediately has effect

turbulence onset

  • NOT piling up of frequencies
  • sudden transition

p. 203

very small change in temperature

  • causes perturbations!
  • ≈ very small change in values of 👁 ↑
p. 206

bifurcation and looping systems

  • no moving towards a single goal
p. 209

‘era of computer experimentation’

  • faster and more reliable
p. 210

The modifications, the compromises, the approximations needed to digitize systems of nonlinear differential equations were too suspect. Simulations break reality into chunks, as many as possible but always too few. A computer model is just a set of arbitrary rules, chosen by programmers.

Whenever a good physicist examines a simulation, he must wonder what bit of reality was left out, what potential surprise was sidestepped. Libchaber liked to say that he would not want to fly in a simulated airplane—he would wonder what had been missed. Furthermore, he would say that computer simulations help to build intuition or to refine calculations, but they do not give birth to genuine discovery.

p. 221

Images of Chaos

Julia set

  • values such that an arbitrarily small perturbation can cause drastic changes in the sequence of iterated function values (Wikipedia)
p. 227

Mandelbrot set calculation

  • zz2+cz → z^2 + c
p. 233-234

Pinball analogy

Like most pinball machines it has a plunger with a spring. You pull back the plunger and release it to send the ball up into the playing area. The machine has the customary tilted landscape of rubber edges and electric bouncers that give the ball a kick of extra energy. The kick is important: it means that energy does not just decay smoothly. For simplicity’s sake this machine has no flippers at the bottom, just two exit ramps. The ball must leave by one ramp or the other.

This is deterministic pinball—no shaking the machine. Only one parameter controls the ball’s destination, and that is the initial position of the plunger. Imagine that the machine is laid out so that a short pull of the plunger always means that the ball will end up rolling out the right-hand ramp, while a long pull always means that the ball will finish in the left-hand ramp. In between, the behavior gets complex, with the ball bouncing from bumper to bumper in the usual energetic, noisy, and variably long-lived manner before finally choosing one exit or the other.

Now imagine making a graph of the result of each possible starting position of the plunger. The graph is just a line. If a position leads to a righthand departure, plot a red point, and plot a green point for left. What can we expect to find about these attractors as a function of the initial position? The boundary proves to be a fractal set, not necessarily self-similar, but infinitely detailed. Some regions of the line will be pure red or green, while others, when magnified, will show new regions of red within the green, or green within the red. For some plunger positions, that is, a tiny change makes no difference. But for others, even an arbitrarily small change will make the difference between red and green.

To add a second dimension meant adding a second parameter, a second degree of freedom. With a pinball machine, for example, one might consider the effect of changing the tilt of the playing slope. One would discover a kind of in-and–out complexity that would give nightmares to engineers responsible for controlling the stability of sensitive, energetic real systems with more than one parameter—electrical power grids, for example, and nuclear generating plants, both of which became targets of chaos-inspired research in the 1980s. For one value of parameter A, parameter B might produce a reassuring, orderly kind of behavior, with coherent regions of stability. Engineers could make studies and graphs of exactly the kind their linear-oriented training suggested. Yet lurking nearby might be another value of parameter A that transforms the importance of parameter B.

p. 235

A warning about complex behaviour

To researchers and engineers, there was a lesson in these pictures—a lesson and a warning. Too often, the potential range of behavior of complex systems had to be guessed from a small set of data. When a system worked normally, staying within a narrow range of parameters, engineers made their observations and hoped that they could extrapolate more or less linearly to less usual behavior. But scientists studying fractal basin boundaries showed that the border between calm and catastrophe could be far more complex than anyone had dreamed. “The whole electrical power grid of the East Coast is an oscillatory system, most of the time stable, and you’d like to know what happens when you perturb it,” Yorke said. “You need to know what the boundary is. The fact is, they have no idea what the boundary looks like.”

p. 236

Barnsley chaos game

  • looks like a proto Game Of Life
p. 238-239

limited set of rules could create an infinitely complex shape

  • useful in nature!
  • not needed to encode a lot of information
p. 258

The Dynamical Systems Collective

strange attractors

  • create unpredictability, as as such, raise entropy
p. 266

“orderly disorder created by simple processes”

p. 273

Inner Rhythms

p. 278

What’s actually the case is that, as physicians or scientists learning all 50,000 parts of everything, we resent the possibility that there are in fact universal elements of motion. And Bernardo comes up with one and look what happens.

p. 278-279

The choice is always the same. You can make your model more complex and more faithful to reality, or you can make it simpler and easier to handle. Only the most naïve scientist believes that the perfect model is the one that perfectly represents reality. Such a model would have the same drawbacks as a map as large and detailed as the city it represents, a map depicting every park, every street, every building, every tree, every pothole, every inhabitant, and every map. Were such a map possible, its specificity would defeat its purpose: to generalize and abstract. Mapmakers highlight such features as their clients choose. Whatever their purpose, maps and models must simplify as much as they mimic the world.

p. 301

Chaos and Beyond

p. 305

“universal laws guding the behaviour of feedback functions”

p. 321

📖 Dynamics Of Complex Systems

  • book!