1. Discoveries and
Challenges in Chaos
Theory
Xiong Wang 王雄
Supervised by: Prof. Guanrong Chen
Centre for Chaos and Complex Networks
City University of Hong Kong
2. Some basic questions?
What’s the fundamental mechanism in
generating chaos?
What kind of systems could generate
chaos?
Could a system with only one stable
equilibrium also generate chaotic
dynamics?
Generally, what’s the relation between a
chaotic system and the stability of its
equilibria? 2
3. Equilibria
An equilibrium (or fixed point) of an
autonomous system of ordinary differential
equations (ODEs) is a solution that does not
change with time.
The ODE x = f ( x ) has an equilibrium
&
solution xe , if f ( xe ) = 0
Finding such equilibria, by solving the f ( x) = 0
equation analytically, is easy only in a few
special cases.
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4. Jacobian Matrix
The stability of typical equilibria of smooth
ODEs is determined by the sign of real parts
of the system Jacobian eigenvalues.
Jacobian matrix:
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5. Hyperbolic Equilibria
The eigenvalues of J determine linear
stability of the equilibria.
An equilibrium is stable if all eigenvalues
have negative real parts; it is unstable if at
least one eigenvalue has positive real part.
The equilibrium is said to be hyperbolic if all
eigenvalues have non-zero real parts.
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6. Hartman-Grobman Theorem
The local phase portrait of a hyperbolic
equilibrium of a nonlinear system is
equivalent to that of its linearized system.
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12. Review of the two theorems
Hartman-Grobman theorem says nonlinear
system is the ‘same’ as its linearized model
Shilnikov theorem says if saddle-focus +
Shilnikov inequalities + homoclinic or
heteroclinic orbit, then chaos exists
Most classical 3D chaotic systems belong
to this type
Most chaotic systems have unstable
equilibria
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14. Lorenz System
x = a( y − x)
&
y = cx − xz − y
&
z = xy − bz ,
&
a = 10, b = 8 / 3, c = 28
E. N. Lorenz, “Deterministic non-periodic flow,” J. Atmos. Sci., 20,
130-141, 1963.
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16. Chen System
x = a ( y − x)
&
y = (c − a ) x − xz + cy
&
z = xy − bz ,
&
a = 35; b = 3; c = 28
G. Chen and T. Ueta, “Yet another chaotic attractor,” Int J. of Bifurcation and Chaos, 9(7),
1465-1466, 1999.
T. Ueta and G. Chen, “Bifurcation analysis of Chen’s equation,” Int J. of Bifurcation and
Chaos, 10(8), 1917-1931, 2000.
T. S. Zhou, G. Chen and Y. Tang, “Chen's attractor exists,” Int. J. of Bifurcation and Chaos,
14, 3167-3178, 2004. 16
19. Do these two theorems
prevent “stable” chaos?
Hartman-Grobman theorem says nonlinear
system is the same as its linearized model.
But it holds only locally …not necessarily the
same globally.
Shilnikov theorem says if saddle-focus +
Shilnikov inequalities + homoclinic or
heteroclinic orbit, then chaos exists.
But it is only a sufficient condition, not a
necessary one.
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20. Don’t be scarred by theorems
So, actually the
theorems do not rule
out the possibility of
finding chaos in a
system with a stable
equilibrum.
Just to grasp the
loophole of the
theorems …
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21. Try to find a chaotic system
with a stable Equilibrium
Some criterions for the new system:
1. Simple algebraic equations
2. One stable equilibrium
To start with, let us first review some of the
simple Sprott chaotic systems with only one
equilibrium …
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23. Idea
1. Sprott systems I, J, L, N and R all have only
one saddle-focus equilibrium, while systems
D and E are both degenerate.
2. A tiny perturbation to the system may be
able to change such a degenerate
equilibrium to a stable one.
3. Hope it will work …
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24. Finally Result
When a = 0, it is the Sprott E system
When a > 0, however, the stability of the
single equilibrium is fundamentally different
The single equilibrium becomes stable
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32. Conclusions
We have reported the finding of a simple
3D autonomous chaotic system which, very
surprisingly, has only one stable node-
focus equilibrium.
It has been verified to be chaotic in the
sense of having a positive largest
Lyapunov exponent, a fractional
dimension, a continuous frequency
spectrum, and a period-doubling route to
chaos. 32
33. Theoretical challenges
To be further considered:
Shilnikov homoclinic criterion?
not applicable for this case
Rigorous proof of the existence?
Horseshoe?
Coexistence of point attractor and strange
attractor?
Inflation of attracting basin of the equilibrium?
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37. one question answered,
more questions come …
Chaotic system with one stable
equilibrium
Chaotic system with:
No equilibrium?
Two stable equilibria?
Three stable equilibria?
Any number of equilibria?
Tunable stability of equilibria?
Xiong Wang: Chaotic system with only one 37
stable equilibrium
38. Chaotic system with no
equilibrium
Xiong Wang: Chaotic system with only one 38
stable equilibrium
39. Chaotic system with one
stable equilibrium
Xiong Wang: Chaotic system with only one 39
stable equilibrium
40. Idea
Really hard to find a chaotic system with a
given number of equilibria in the sea of all
possibility ODE systems …
Try another way…
To add symmetry to this one stable system.
We can adjust the stability of the equilibria
very easily by adjusting one parameter
Xiong Wang: Chaotic system with only one 40
stable equilibrium
41. The idea of symmetry
W =Z n
W plane Z plane
W = (u,v) = Z = (x,y) = x+yi
u+vi Symmetrical
Original system
system
Xiong Wang: Chaotic system with only one 41
stable equilibrium
(x,y,z)
42. symmetry
Xiong Wang: Chaotic system with only one 42
stable equilibrium
43. Stability of the two equilibria
There are two symmetrical equilibria which
are independent of the parameter a
The eigenvalue of Jacobian
So, a > 0 stable; a < 0 unstable
Xiong Wang: Chaotic system with only one 43
stable equilibrium
44. symmetry
a = 0.005 > 0, stable
equilibria
Xiong Wang: Chaotic system with only one 44
stable equilibrium
45. symmetry
a = - 0.01 < 0, unstable
equilibria
Xiong Wang: Chaotic system with only one
stable equilibrium
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46. symmetry
Xiong Wang: Chaotic system with only one 46
stable equilibrium
48. symmetry
a = - 0.01 < 0, unstable
equilibria
Xiong Wang: Chaotic system with only one
stable equilibrium
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49. symmetry
a = 0.005 > 0, stable
equilibria
Xiong Wang: Chaotic system with only one
stable equilibrium
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50. Theoretically we can create
any number of equilibria …
Xiong Wang: Chaotic system with only one 50
stable equilibrium
51. Conclusions
Chaotic system with:
No equilibrium - found
Two stable equilibria - found
Three stable equilibria - found
Theoretically, we can create any
number of equilibria …
We can control the stability of equilibria
by adjusting one parameter
Xiong Wang: Chaotic system with only one 51
stable equilibrium
52. Chaos is a global phenomenon
A system can be locally stable near the
equilibrium, but globally chaotic far from
the equilibrium.
This interesting phenomenon is worth
further studying, both theoretically and
experimentally, to further reveal the
intrinsic relation between the local stability
of an equilibrium and the global complex
dynamical behaviors of a chaotic system
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53. Xiong Wang 王雄
Centre for Chaos and Complex Networks
City University of Hong Kong
Email: wangxiong8686@gmail.com
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