
In
mathematics, a dynamical system is a system in which a
function describes the
time
Time is the continued sequence of existence and events that occurs in an apparently irreversible succession from the past, through the present, into the future. It is a component quantity of various measurements used to sequence events, t ...
dependence of a
point in an ambient
space
Space is the boundless three-dimensional extent in which objects and events have relative position and direction. In classical physics, physical space is often conceived in three linear dimensions, although modern physicists usually con ...
. Examples include the
mathematical model
A mathematical model is a description of a system using mathematical concepts and language. The process of developing a mathematical model is termed mathematical modeling. Mathematical models are used in the natural sciences (such as physics, ...
s that describe the swinging of a clock
pendulum
A pendulum is a weight suspended from a wikt:pivot, pivot so that it can swing freely. When a pendulum is displaced sideways from its resting, Mechanical equilibrium, equilibrium position, it is subject to a restoring force due to gravity that ...
,
the flow of water in a pipe, the
random motion of particles in the air, and
the number of fish each springtime in a lake. The most general definition unifies several concepts in mathematics such as
ordinary differential equation
In mathematics, an ordinary differential equation (ODE) is a differential equation whose unknown(s) consists of one (or more) function(s) of one variable and involves the derivatives of those functions. The term ''ordinary'' is used in contras ...
s and
ergodic theory
Ergodic theory (Greek: ' "work", ' "way") is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, statistical properties means properties which are expres ...
by allowing different choices of the space and how time is measured. Time can be measured by integers, by
real or
complex number
In mathematics, a complex number is an element of a number system that extends the real numbers with a specific element denoted , called the imaginary unit and satisfying the equation i^= -1; every complex number can be expressed in the for ...
s or can be a more general algebraic object, losing the memory of its physical origin, and the space may be a
manifold
In mathematics, a manifold is a topological space that locally resembles Euclidean space near each point. More precisely, an n-dimensional manifold, or ''n-manifold'' for short, is a topological space with the property that each point has a ...
or simply a
set, without the need of a
smooth space-time structure defined on it.
At any given time, a dynamical system has a
state
State may refer to:
Arts, entertainment, and media Literature
* ''State Magazine'', a monthly magazine published by the U.S. Department of State
* ''The State'' (newspaper), a daily newspaper in Columbia, South Carolina, United States
* '' Our ...
representing a point in an appropriate
state space
A state space is the set of all possible configurations of a system. It is a useful abstraction for reasoning about the behavior of a given system and is widely used in the fields of artificial intelligence and game theory.
For instance, the t ...
. This state is often given by a
tuple
In mathematics, a tuple is a finite ordered list (sequence) of elements. An -tuple is a sequence (or ordered list) of elements, where is a non-negative integer. There is only one 0-tuple, referred to as ''the empty tuple''. An -tuple is defi ...
of
real numbers
In mathematics, a real number is a number that can be used to measure a ''continuous'' one-dimensional quantity such as a distance, duration or temperature. Here, ''continuous'' means that values can have arbitrarily small variations. Every ...
or by a
vector
Vector most often refers to:
*Euclidean vector, a quantity with a magnitude and a direction
*Vector (epidemiology), an agent that carries and transmits an infectious pathogen into another living organism
Vector may also refer to:
Mathematic ...
in a geometrical manifold. The ''evolution rule'' of the dynamical system is a function that describes what future states follow from the current state. Often the function is
deterministic, that is, for a given time interval only one future state follows from the current state. However, some systems are
stochastic
Stochastic (, ) refers to the property of being well described by a random probability distribution. Although stochasticity and randomness are distinct in that the former refers to a modeling approach and the latter refers to phenomena themselve ...
, in that random events also affect the evolution of the state variables.
In
physics
Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which rel ...
, a dynamical system is described as a "particle or ensemble of particles whose state varies over time and thus obeys
differential equation
In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, a ...
s involving time derivatives". In order to make a prediction about the system's future behavior, an analytical solution of such equations or their integration over time through computer simulation is realized.
The study of dynamical systems is the focus of
dynamical systems theory
Dynamical systems theory is an area of mathematics used to describe the behavior of complex systems, complex dynamical systems, usually by employing differential equations or difference equations. When differential equations are employed, the theo ...
, which has applications to a wide variety of fields such as mathematics, physics,
biology
Biology is the scientific study of life. It is a natural science with a broad scope but has several unifying themes that tie it together as a single, coherent field. For instance, all organisms are made up of cells that process hereditar ...
,
chemistry,
engineering
Engineering is the use of scientific method, scientific principles to design and build machines, structures, and other items, including bridges, tunnels, roads, vehicles, and buildings. The discipline of engineering encompasses a broad rang ...
,
economics
Economics () is the social science that studies the production, distribution, and consumption of goods and services.
Economics focuses on the behaviour and interactions of economic agents and how economies work. Microeconomics analy ...
,
history
History (derived ) is the systematic study and the documentation of the human activity. The time period of event before the History of writing#Inventions of writing, invention of writing systems is considered prehistory. "History" is an umbr ...
, and
medicine
Medicine is the science and Praxis (process), practice of caring for a patient, managing the diagnosis, prognosis, Preventive medicine, prevention, therapy, treatment, Palliative care, palliation of their injury or disease, and Health promotion ...
. Dynamical systems are a fundamental part of
chaos theory
Chaos theory is an interdisciplinary area of scientific study and branch of mathematics focused on underlying patterns and deterministic laws of dynamical systems that are highly sensitive to initial conditions, and were once thought to have ...
,
logistic map
The logistic map is a polynomial mapping (equivalently, recurrence relation) of degree 2, often referred to as an archetypal example of how complex, chaotic behaviour can arise from very simple non-linear dynamical equations. The map was popula ...
dynamics,
bifurcation theory, the
self-assembly and
self-organization
Self-organization, also called spontaneous order in the social sciences, is a process where some form of overall order arises from local interactions between parts of an initially disordered system. The process can be spontaneous when suffic ...
processes, and the
edge of chaos concept.
Overview
The concept of a dynamical system has its origins in
Newtonian mechanics
Newton's laws of motion are three basic Scientific law, laws of classical mechanics that describe the relationship between the motion of an object and the forces acting on it. These laws can be paraphrased as follows:
# A body remains at re ...
. There, as in other natural sciences and engineering disciplines, the evolution rule of dynamical systems is an implicit relation that gives the state of the system for only a short time into the future. (The relation is either a
differential equation
In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, a ...
,
difference equation
In mathematics, a recurrence relation is an equation according to which the nth term of a sequence of numbers is equal to some combination of the previous terms. Often, only k previous terms of the sequence appear in the equation, for a paramete ...
or other
time scale.) To determine the state for all future times requires iterating the relation many times—each advancing time a small step. The iteration procedure is referred to as ''solving the system'' or ''integrating the system''. If the system can be solved, given an initial point it is possible to determine all its future positions, a collection of points known as a ''
trajectory
A trajectory or flight path is the path that an object with mass in motion follows through space as a function of time. In classical mechanics, a trajectory is defined by Hamiltonian mechanics via canonical coordinates; hence, a complete ...
'' or ''
orbit
In celestial mechanics, an orbit is the curved trajectory of an object such as the trajectory of a planet around a star, or of a natural satellite around a planet, or of an artificial satellite around an object or position in space such a ...
''.
Before the advent of
computers, finding an orbit required sophisticated mathematical techniques and could be accomplished only for a small class of dynamical systems. Numerical methods implemented on electronic computing machines have simplified the task of determining the orbits of a dynamical system.
For simple dynamical systems, knowing the trajectory is often sufficient, but most dynamical systems are too complicated to be understood in terms of individual trajectories. The difficulties arise because:
* The systems studied may only be known approximately—the parameters of the system may not be known precisely or terms may be missing from the equations. The approximations used bring into question the validity or relevance of numerical solutions. To address these questions several notions of stability have been introduced in the study of dynamical systems, such as
Lyapunov stability or
structural stability. The stability of the dynamical system implies that there is a class of models or initial conditions for which the trajectories would be equivalent. The operation for comparing orbits to establish their
equivalence
Equivalence or Equivalent may refer to:
Arts and entertainment
*Album-equivalent unit, a measurement unit in the music industry
*Equivalence class (music)
*''Equivalent VIII'', or ''The Bricks'', a minimalist sculpture by Carl Andre
*'' Equival ...
changes with the different notions of stability.
* The type of trajectory may be more important than one particular trajectory. Some trajectories may be periodic, whereas others may wander through many different states of the system. Applications often require enumerating these classes or maintaining the system within one class. Classifying all possible trajectories has led to the qualitative study of dynamical systems, that is, properties that do not change under coordinate changes.
Linear dynamical systems and
systems that have two numbers describing a state are examples of dynamical systems where the possible classes of orbits are understood.
* The behavior of trajectories as a function of a parameter may be what i