Dynamical Systems: Lecture 1 - University of...
Transcript of Dynamical Systems: Lecture 1 - University of...
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Naima Hammoud
Feb 21, 2017
Dynamical Systems: Lecture 1
![Page 2: Dynamical Systems: Lecture 1 - University of Oxfordpeople.maths.ox.ac.uk/griffit4/Math_Alive/2/dynamical_systems_lect… · How do we study such dynamical systems? •We need some](https://reader033.fdocuments.net/reader033/viewer/2022060218/5f06b1f67e708231d4194619/html5/thumbnails/2.jpg)
What is dynamics?
Dynamics is the study of systems that evolve in time
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What is dynamics?
Dynamics is the study of systems that evolve in time
a system can settle to an equilibrium
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What is dynamics?
Dynamics is the study of systems that evolve in time
a system can settle to an equilibrium
![Page 5: Dynamical Systems: Lecture 1 - University of Oxfordpeople.maths.ox.ac.uk/griffit4/Math_Alive/2/dynamical_systems_lect… · How do we study such dynamical systems? •We need some](https://reader033.fdocuments.net/reader033/viewer/2022060218/5f06b1f67e708231d4194619/html5/thumbnails/5.jpg)
What is dynamics?
Dynamics is the study of systems that evolve in time
a system can settle to an equilibrium
![Page 6: Dynamical Systems: Lecture 1 - University of Oxfordpeople.maths.ox.ac.uk/griffit4/Math_Alive/2/dynamical_systems_lect… · How do we study such dynamical systems? •We need some](https://reader033.fdocuments.net/reader033/viewer/2022060218/5f06b1f67e708231d4194619/html5/thumbnails/6.jpg)
What is dynamics?
Dynamics is the study of systems that evolve in time
a system can settle to an equilibrium
![Page 7: Dynamical Systems: Lecture 1 - University of Oxfordpeople.maths.ox.ac.uk/griffit4/Math_Alive/2/dynamical_systems_lect… · How do we study such dynamical systems? •We need some](https://reader033.fdocuments.net/reader033/viewer/2022060218/5f06b1f67e708231d4194619/html5/thumbnails/7.jpg)
What is dynamics?
Dynamics is the study of systems that evolve in time
a system can settle to an equilibrium
![Page 8: Dynamical Systems: Lecture 1 - University of Oxfordpeople.maths.ox.ac.uk/griffit4/Math_Alive/2/dynamical_systems_lect… · How do we study such dynamical systems? •We need some](https://reader033.fdocuments.net/reader033/viewer/2022060218/5f06b1f67e708231d4194619/html5/thumbnails/8.jpg)
What is dynamics?
Dynamics is the study of systems that evolve in time
a system can settle to an equilibrium
![Page 9: Dynamical Systems: Lecture 1 - University of Oxfordpeople.maths.ox.ac.uk/griffit4/Math_Alive/2/dynamical_systems_lect… · How do we study such dynamical systems? •We need some](https://reader033.fdocuments.net/reader033/viewer/2022060218/5f06b1f67e708231d4194619/html5/thumbnails/9.jpg)
What is dynamics?
Dynamics is the study of systems that evolve in time
It can repeat itself in cycles
a system can settle to an equilibrium
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What is dynamics?
Dynamics is the study of systems that evolve in time
It can repeat itself in cycles
a system can settle to an equilibrium
![Page 11: Dynamical Systems: Lecture 1 - University of Oxfordpeople.maths.ox.ac.uk/griffit4/Math_Alive/2/dynamical_systems_lect… · How do we study such dynamical systems? •We need some](https://reader033.fdocuments.net/reader033/viewer/2022060218/5f06b1f67e708231d4194619/html5/thumbnails/11.jpg)
What is dynamics?
Dynamics is the study of systems that evolve in time
It can repeat itself in cycles
It can do something very complex
a system can settle to an equilibrium
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What is dynamics?
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History of dynamics
• Subject began mid 1600s when Newton invented differential equations• Newton combined his laws of motion and gravitation to explain Kepler’s laws• Newton solved the two-body problem
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History of dynamics
• Subject began mid 1600s when Newton invented differential equations• Newton combined his laws of motion and gravitation to explain Kepler’s laws• Newton solved the two-body problem
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History of dynamics
• Subject began mid 1600s when Newton invented differential equations• Newton combined his laws of motion and gravitation to explain Kepler’s laws• Newton solved the two-body problem • Many scientists tried to extend Newton’s methods to solve the three-body
problem, but always to a dead end• Breakthrough came with Poincaré in late 1800s who emphasized qualitative
rather than quantitative questions• Instead of asking the exact positions of planets at all times, Poincaré asked, “Is
the solar system stable? Or will planets fly off to infinity?”• In the 1950s, the invention of computers allowed scientists to find numerical
solutions to equations
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History of dynamics
• In 1963, Lorenz discovered the chaotic motion of a strange attractor• Solutions to Lorenz’s equations never settled down to equilibrium or a periodic
state, instead they continued to oscillate in an irregular manner
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History of dynamics
• In 1963, Lorenz discovered the chaotic motion of a strange attractor• Solutions to Lorenz’s equations never settled down to equilibrium or a periodic
state, instead they continued to oscillate in an irregular manner• Solutions were completely unpredictable: changing
the starting point changed the outcomes completely. This is what we refer to as chaos.
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History of dynamics
• In 1963, Lorenz discovered the chaotic motion of a strange attractor• Solutions to Lorenz’s equations never settled down to equilibrium or a periodic
state, instead they continued to oscillate in an irregular manner• Solutions were completely unpredictable: changing
the starting point changed the outcomes completely. This is what we refer to as chaos.• But, there was structure in chaos!
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History of dynamics
• The 1970s marked the boom of chaos:• Feigenbaum discovered universal laws that govern the transition from
regular to chaotic behavior
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History of dynamics
• The 1970s marked the boom of chaos:• Feigenbaum discovered universal laws that govern the transition from
regular to chaotic behavior• Mandelbrot popularized fractals
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How do we study such dynamical systems?
• We need some terminology• There are two types of dynamical systems
differential equationsiterated maps
(difference equations)
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How do we study such dynamical systems?
• We need some terminology• There are two types of dynamical systems
• We will start by analyzing problems using differential equations.• Next week we will study some examples using iterated maps, which will
lead us to chaotic solutions
iterated maps(difference equations)differential equations
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Differential Equations: defining the derivative
• Suppose you have a variable x which varies with time t (x could be the position of an object at time t)• The position at time t will be denoted by x(t)• Suppose you know the position at time t and you want to calculate it at
another time t’. So, you have x(t) and you want x(t’) • To do this you need to know the velocity at which the object moved
between times t and t’• The velocity will be denoted by:
x =dx
dtThis is called a derivative
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Differential Equations: defining the derivative
• A derivative of a quantity (say position) x with respect to time is the variation of x with time, where both x and time are continuous
• The discrete version is denoted by
x =dx
dtThis is called a derivative
�x
�t
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Differential Equations: defining the derivative
• A derivative of a quantity (say position) x with respect to time is the variation of x with time, where both x and time are continuous
• The discrete version is denoted by
x =dx
dtThis is called a derivative
(t2, x2)(t1, x1)
�x
�t
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Differential Equations: defining the derivative
• A derivative of a quantity (say position) x with respect to time is the variation of x with time, where both x and time are continuous
• The discrete version is denoted by
x =dx
dtThis is called a derivative
(t2, x2)(t1, x1)
�x
�t
=x2 � x1
t2 � t1
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Differential Equations: defining the derivative
• A derivative of a quantity (say position) x with respect to time is the variation of x with time, where both x and time are continuous
• The discrete version is denoted by
x =dx
dtThis is called a derivative
(t2, x2)(t1, x1)
�x
�t
=x2 � x1
t2 � t1
In this expression both time and
position are discrete
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Differential Equations: the derivative (graphically)
positionx
time t
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Differential Equations: the derivative (graphically)
(t2, x2)
(t1, x1)
positionx
time t
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Differential Equations: the derivative (graphically)
(t2, x2)
(t1, x1)
positionx
time t
�x
�t
=x2 � x1
t2 � t1
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Differential Equations: the derivative (graphically)
(t2, x2)
(t1, x1)
positionx
time t
�x
�t
=x2 � x1
t2 � t1⇡ slope
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Differential Equations: the derivative (graphically)
(t2, x2)
(t1, x1)
positionx
time t
�x
�t
=x2 � x1
t2 � t1⇡ slope
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Differential Equations: the derivative (graphically)
(t2, x2)
(t1, x1)
positionx
time t
slope =
dx
dt
�x
�t
=x2 � x1
t2 � t1⇡ slope
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Differential Equations: the derivative (graphically)
(t2, x2)
(t1, x1)
positionx
time t
slope =
dx
dt
�x
�t
=x2 � x1
t2 � t1⇡ slope
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Representation of a dynamical system: 1D
• In a dynamical system, we try to model a real life problem mathematically• A dynamical system will show how some quantity varies with time• A one-dimensional dynamical system has ONE equation representing
the variation of ONE variable with time.
Examples: x = x+ 1
x = 3x� 2
x = �5x2 + sin(x)
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Representation of a dynamical system: 2D
• A two-dimensional dynamical system has TWO equations which are usually coupled, and which represent the variation of TWO variables with time.Example:
• We will only consider autonomous systems, i.e. systems that do not explicitly depend on time• We won’t consider something like
x1 = 3x2 � 2x1
x2 = x1 + 4x2
x = x+ t
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Representation of a dynamical system: 2D
• A two-dimensional dynamical system has TWO equations which are usually coupled, and which represent the variation of TWO variables with time.Example:
• We will only consider autonomous systems, i.e. systems that do not explicitly depend on time• We won’t consider something like non-autonomous
x = x+ t
x1 = 3x2 � 2x1
x2 = x1 + 4x2
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A Geometric Way of Thinking: Flows on the Line
• The idea is NOT to solve the equation• Instead, we want to think geometrically• We begin with a one-dimensional dynamical system
x = f(x)
x(t) is a real-valued function of time t
f(x) is smooth and also real-valued
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A Geometric Way of Thinking: Flows on the Line
x = f(x)
x(t) is a real-valued function of time t
f(x) is smooth and also real-valued
f(x)
x
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A Geometric Way of Thinking: Flows on the Line
x = f(x)
x(t) is a real-valued function of time t
f(x) is smooth and also real-valued
f(x)
x
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A Geometric Way of Thinking: Flows on the Line
x = f(x)
x(t) is a real-valued function of time t
f(x) is smooth and also real-valued
f(x)
x
f(x)
x
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A Geometric Way of Thinking: Flows on the Line
x = f(x)
x(t) is a real-valued function of time t
f(x) is smooth and also real-valued
f(x)
x
f(x)
x
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A Geometric Way of Thinking: Flows on the Line
x = f(x)
x(t) is a real-valued function of time t
f(x) is smooth and also real-valued
f(x)
x
f(x)
x
f(x)
x
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A Geometric Way of Thinking: Flows on the Line
x = f(x)
x(t) is a real-valued function of time t
f(x) is smooth and also real-valued
f(x)
x
f(x)
x
f(x)
x
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A Geometric Way of Thinking: Flows on the Line
• Let’s take an example:• The idea is to analyze how behaves • If you know calculus, you can solve this system exactly and you get
• We don’t even have , we have instead, and inverting is impossible!
x(t)
t = � log |cscx+ cotx|+ constant
x(t)t(x)
x = f(x) = sinx
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A Geometric Way of Thinking: Flows on the Line
• Instead of solving exactly, we will plot against , i.e. against f(x)
x
x
x
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A Geometric Way of Thinking: Flows on the Line
f(x) = x
x
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A Geometric Way of Thinking: Flows on the Line
• Instead of solving exactly, we will plot against , i.e. against • Then we want to find the fixed points, which correspond to points
where the system isn’t varying with time, i.e. points where
f(x)x
x
x
x = 0
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A Geometric Way of Thinking: Flows on the Line
f(x) = x
x
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A Geometric Way of Thinking: Flows on the Line
• Instead of solving exactly, we will plot against , i.e. against • Then we want to find the fixed points, which correspond to points
where the system isn’t varying with time, i.e. points where
• There are two kinds of fixed points: stable and unstable
f(x)x
x
x
x = 0
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A Geometric Way of Thinking: Flows on the Line
• Instead of solving exactly, we will plot against , i.e. against • Then we want to find the fixed points, which correspond to points
where the system isn’t varying with time, i.e. points where
• There are two kinds of fixed points: stable and unstable • The flow goes towards stable points and away from unstable points
f(x)x
x
x
x = 0
![Page 52: Dynamical Systems: Lecture 1 - University of Oxfordpeople.maths.ox.ac.uk/griffit4/Math_Alive/2/dynamical_systems_lect… · How do we study such dynamical systems? •We need some](https://reader033.fdocuments.net/reader033/viewer/2022060218/5f06b1f67e708231d4194619/html5/thumbnails/52.jpg)
A Geometric Way of Thinking: Flows on the Line
• Instead of solving exactly, we will plot against , i.e. against • Then we want to find the fixed points, which correspond to points
where the system isn’t varying with time, i.e. points where
• There are two kinds of fixed points: stable and unstable • The flow goes towards stable points and away from unstable points• This is determined by the sign of
f(x)x
x
x
x = 0
x
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A Geometric Way of Thinking: Flows on the Line
f(x) = x
x
++
�
+
� �
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A Geometric Way of Thinking: Flows on the Line
f(x) = x
x
++
�
+
� �
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A Geometric Way of Thinking: Flows on the Line
f(x) = x
x
++
�
+
� � !
![Page 56: Dynamical Systems: Lecture 1 - University of Oxfordpeople.maths.ox.ac.uk/griffit4/Math_Alive/2/dynamical_systems_lect… · How do we study such dynamical systems? •We need some](https://reader033.fdocuments.net/reader033/viewer/2022060218/5f06b1f67e708231d4194619/html5/thumbnails/56.jpg)
A Geometric Way of Thinking: Flows on the Line
f(x) = x
x
++
�
+
� � ! ! !
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A Geometric Way of Thinking: Flows on the Line
f(x) = x
x
++
�
+
� �! !!
![Page 58: Dynamical Systems: Lecture 1 - University of Oxfordpeople.maths.ox.ac.uk/griffit4/Math_Alive/2/dynamical_systems_lect… · How do we study such dynamical systems? •We need some](https://reader033.fdocuments.net/reader033/viewer/2022060218/5f06b1f67e708231d4194619/html5/thumbnails/58.jpg)
A Geometric Way of Thinking: Flows on the Line
f(x) = x
x
++
�
+
� �! !!
unstable
stable
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Stable vs. Unstable
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Romans and their hot baths!
flat ceilingwill always drip!
curved ceiling may protect your back!
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Simple Example
• Let’s start with a simple example
• First, we must plot this system
x = x
2 � 1
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Simple Example
f(x) = x
x
x = x
2 � 1
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Simple Example
f(x) = x
x
x = x
2 � 1
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Simple Example
f(x) = x
x
x = x
2 � 1
++
� �
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Simple Example
f(x) = x
x
x = x
2 � 1
++
� �!!
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Simple Example
f(x) = x
x
!!
++
� �
x = x
2 � 1
unstablestable
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Population Growth
• Suppose you have a species and you’re interested in how it will grow in time or if it could possibly die out• The species has population N(t) at time t• We assume the population grows at a steady rate r > 0
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Population Growth
• Suppose you have a species and you’re interested in how it will grow in time or if it could possibly die out• The species has population N(t) at time t• We assume the population grows at a steady rate r > 0• This system can be modeled by:
N = rN
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Population Growth
• Suppose you have a species and you’re interested in how it will grow in time or if it could possibly die out• The species has population N(t) at time t• We assume the population grows at a steady rate r > 0• This system can be modeled by:
• In this simple model, the population will grow indefinitely
N = rN
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Population Growth
In the model• We did not specify what may cause the population to die• We did not consider how the presence of a carrying capacity may hinder
growth• We also did not consider what happens if a disease breaks out
N = rN
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Population Growth
In the model• We did not specify what may cause the population to die• We did not consider how the presence of a carrying capacity may hinder
growth• We also did not consider what happens if a disease breaks out
To model the effects of overcrowding, demographers usually assume that the per-capita growth-rate decreases as N becomes sufficiently large
N = rN
N/N
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Population Growth
In the model• We did not specify what may cause the population to die• We did not consider how the presence of a carrying capacity may hinder
growth• We also did not consider what happens if a disease breaks out
To model the effects of overcrowding, demographers usually assume that the per-capita growth-rate decreases as N becomes sufficiently large
When N is small, growth rate is r; when N is larger than a carrying capacity K, growth rate is negative (death rate higher than birthrate)
N = rN
N/N
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Population Growth
r
K
N/N
N
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Population Growth: the logistic equation
This leads to the logistic model for population growth
How to solve this?1. : a negative population makes no sense2. We plot the function to find the fixed points3. We find the values of these fixed points and analyze what they mean
N = rN
✓1� N
K
◆
N � 0
r
K
N/N
N
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Here I chose r=0.3, K=5
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Population Growth: the logistic equation
N
N
N = rN
✓1� N
K
◆
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Population Growth: the logistic equation
N
N
N = rN
✓1� N
K
◆
!
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Population Growth: the logistic equation
N
N!
N = rN
✓1� N
K
◆
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Population Growth: the logistic equation
N
N!
N = rN
✓1� N
K
◆Calculating the fixed points:
N = 0
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Population Growth: the logistic equation
N
N!
N = rN
✓1� N
K
◆Calculating the fixed points:
N = 0
rN
✓1� N
K
◆= 0
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Population Growth: the logistic equation
N
N!
N = rN
✓1� N
K
◆Calculating the fixed points:
N = 0
rN
✓1� N
K
◆= 0
rN = 0
=) N = 0
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Population Growth: the logistic equation
N
N!
N = rN
✓1� N
K
◆Calculating the fixed points:
N = 0
rN
✓1� N
K
◆= 0
rN = 0
=) N = 0
✓1� N
K
◆= 0
=) N = K
K