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In mathematics, a dynamical system is a system in which a
function Function or functionality may refer to: Computing * Function key, a type of key on computer keyboards * Function model, a structured representation of processes in a system * Function object or functor or functionoid, a concept of object-oriente ...
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, ...
dependence of a point in an ambient space. Examples include the mathematical models that describe the swinging of a clock
pendulum A pendulum is a weight suspended from a pivot so that it can swing freely. When a pendulum is displaced sideways from its resting, equilibrium position, it is subject to a restoring force due to gravity that will accelerate it back toward th ...
, 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 contrast ...
s and ergodic theory by allowing different choices of the space and how time is measured. Time can be measured by integers, by
real Real may refer to: Currencies * Brazilian real (R$) * Central American Republic real * Mexican real * Portuguese real * Spanish real * Spanish colonial real Music Albums * ''Real'' (L'Arc-en-Ciel album) (2000) * ''Real'' (Bright album) (2010) ...
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 fo ...
s or can be a more general algebraic object, losing the memory of its physical origin, and the space may be a manifold or simply a set, without the need of a
smooth Smooth may refer to: Mathematics * Smooth function, a function that is infinitely differentiable; used in calculus and topology * Smooth manifold, a differentiable manifold for which all the transition maps are smooth functions * Smooth algebrai ...
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 S ...
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 to ...
. This state is often given by a tuple of real numbers 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, 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 r ...
, 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, an ...
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 dynamical systems, usually by employing differential equations or difference equations. When differential equations are employed, the theory is called '' ...
, 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 hereditary i ...
, chemistry,
engineering Engineering is the use of 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 range of more speciali ...
,
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 analyzes ...
,
history History (derived ) is the systematic study and the documentation of the human activity. The time period of event before the invention of writing systems is considered prehistory. "History" is an umbrella term comprising past events as well ...
, and
medicine Medicine is the science and practice of caring for a patient, managing the diagnosis, prognosis, prevention, treatment, palliation of their injury or disease, and promoting their health. Medicine encompasses a variety of health care pr ...
. Dynamical systems are a fundamental part of chaos theory, logistic map dynamics,
bifurcation theory Bifurcation theory is the mathematical study of changes in the qualitative or topological structure of a given family of curves, such as the integral curves of a family of vector fields, and the solutions of a family of differential equations. ...
, the
self-assembly Self-assembly is a process in which a disordered system of pre-existing components forms an organized structure or pattern as a consequence of specific, local interactions among the components themselves, without external direction. When the ...
and self-organization processes, and the edge of chaos concept.


Overview

The concept of a dynamical system has its origins in Newtonian mechanics. 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, an ...
, difference equation 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'' 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 as ...
''. 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 Various types of stability may be discussed for the solutions of differential equations or difference equations describing dynamical systems. The most important type is that concerning the stability of solutions near to a point of equilibrium. ...
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 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 is needed for an application. As a parameter is varied, the dynamical systems may have bifurcation points where the qualitative behavior of the dynamical system changes. For example, it may go from having only periodic motions to apparently erratic behavior, as in the transition to turbulence of a fluid. * The trajectories of the system may appear erratic, as if random. In these cases it may be necessary to compute averages using one very long trajectory or many different trajectories. The averages are well defined for ergodic systems and a more detailed understanding has been worked out for hyperbolic systems. Understanding the probabilistic aspects of dynamical systems has helped establish the foundations of statistical mechanics and of
chaos Chaos or CHAOS may refer to: Arts, entertainment and media Fictional elements * Chaos (''Kinnikuman'') * Chaos (''Sailor Moon'') * Chaos (''Sesame Park'') * Chaos (''Warhammer'') * Chaos, in ''Fabula Nova Crystallis Final Fantasy'' * Cha ...
.


History

Many people regard French mathematician Henri Poincaré as the founder of dynamical systems. Poincaré published two now classical monographs, "New Methods of Celestial Mechanics" (1892–1899) and "Lectures on Celestial Mechanics" (1905–1910). In them, he successfully applied the results of their research to the problem of the motion of three bodies and studied in detail the behavior of solutions (frequency, stability, asymptotic, and so on). These papers included the Poincaré recurrence theorem, which states that certain systems will, after a sufficiently long but finite time, return to a state very close to the initial state.
Aleksandr Lyapunov Aleksandr Mikhailovich Lyapunov (russian: Алекса́ндр Миха́йлович Ляпуно́в, ; – 3 November 1918) was a Russian mathematician, mechanician and physicist. His surname is variously romanized as Ljapunov, Liapunov, Lia ...
developed many important approximation methods. His methods, which he developed in 1899, make it possible to define the stability of sets of ordinary differential equations. He created the modern theory of the stability of a dynamical system. In 1913, George David Birkhoff proved Poincaré's " Last Geometric Theorem", a special case of the
three-body problem In physics and classical mechanics, the three-body problem is the problem of taking the initial positions and velocities (or momenta) of three point masses and solving for their subsequent motion according to Newton's laws of motion and Newton's ...
, a result that made him world-famous. In 1927, he published his
Dynamical Systems
'. Birkhoff's most durable result has been his 1931 discovery of what is now called the
ergodic theorem 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 ...
. Combining insights from
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 r ...
on the ergodic hypothesis with measure theory, this theorem solved, at least in principle, a fundamental problem of statistical mechanics. The ergodic theorem has also had repercussions for dynamics. Stephen Smale made significant advances as well. His first contribution was the Smale horseshoe that jumpstarted significant research in dynamical systems. He also outlined a research program carried out by many others.
Oleksandr Mykolaiovych Sharkovsky Oleksandr Mykolayovych Sharkovsky (also Sharkovskyy, Sharkovs’kyi, sometimes Šarkovskii or Sarkovskii) ( uk, Олекса́ндр Миколайович Шарко́вський, 7 December 1936 – 21 November 2022) was a Ukrainian mathemati ...
developed Sharkovsky's theorem on the periods of
discrete dynamical system In mathematics, a dynamical system is a system in which a function describes the time dependence of a point in an ambient space. Examples include the mathematical models that describe the swinging of a clock pendulum, the flow of water in a ...
s in 1964. One of the implications of the theorem is that if a discrete dynamical system on the real line has a
periodic point In mathematics, in the study of iterated functions and dynamical systems, a periodic point of a function is a point which the system returns to after a certain number of function iterations or a certain amount of time. Iterated functions Given a ...
of period 3, then it must have periodic points of every other period. In the late 20th century the dynamical system perspective to partial differential equations started gaining popularity. Palestinian mechanical engineer
Ali H. Nayfeh Ali Hasan Nayfeh (21 December 1933 27 March 2017) was a Palestinian- Jordanian mathematician, mechanical engineer and physicist. He is regarded as the most influential scholar and scientist in the area of applied nonlinear dynamics in mechanics ...
applied
nonlinear dynamics In mathematics and science, a nonlinear system is a system in which the change of the output is not proportional to the change of the input. Nonlinear problems are of interest to engineers, biologists, physicists, mathematicians, and many other ...
in mechanical and
engineering Engineering is the use of 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 range of more speciali ...
systems. His pioneering work in applied nonlinear dynamics has been influential in the construction and maintenance of
machines A machine is a physical system using power to apply forces and control movement to perform an action. The term is commonly applied to artificial devices, such as those employing engines or motors, but also to natural biological macromolecul ...
and
structures A structure is an arrangement and organization of interrelated elements in a material object or system, or the object or system so organized. Material structures include man-made objects such as buildings and machines and natural objects such as ...
that are common in daily life, such as ships, cranes, bridges, buildings,
skyscrapers A skyscraper is a tall continuously habitable building having multiple floors. Modern sources currently define skyscrapers as being at least or in height, though there is no universally accepted definition. Skyscrapers are very tall high-ri ...
, jet engines, rocket engines,
aircraft An aircraft is a vehicle that is able to fly by gaining support from the air. It counters the force of gravity by using either static lift or by using the dynamic lift of an airfoil, or in a few cases the downward thrust from jet engine ...
and
spacecraft A spacecraft is a vehicle or machine designed to fly in outer space. A type of artificial satellite, spacecraft are used for a variety of purposes, including communications, Earth observation, meteorology, navigation, space colonization, p ...
.


Formal definition

In the most general sense, a dynamical system is a tuple (''T'', ''X'', Φ) where ''T'' is a
monoid In abstract algebra, a branch of mathematics, a monoid is a set equipped with an associative binary operation and an identity element. For example, the nonnegative integers with addition form a monoid, the identity element being 0. Monoid ...
, written additively, ''X'' is a non-empty set and Φ is a
function Function or functionality may refer to: Computing * Function key, a type of key on computer keyboards * Function model, a structured representation of processes in a system * Function object or functor or functionoid, a concept of object-oriente ...
:\Phi: U \subseteq (T \times X) \to X with :\mathrm_(U) = X (where \mathrm_ is the 2nd projection map) and for any ''x'' in ''X'': :\Phi(0,x) = x :\Phi(t_2,\Phi(t_1,x)) = \Phi(t_2 + t_1, x), for \, t_1,\, t_2 + t_1 \in I(x) and \ t_2 \in I(\Phi(t_1, x)) , where we have defined the set I(x) := \ for any ''x'' in ''X''. In particular, in the case that U = T \times X we have for every ''x'' in ''X'' that I(x) = T and thus that Φ defines a monoid action of ''T'' on ''X''. The function Φ(''t'',''x'') is called the evolution function of the dynamical system: it associates to every point ''x'' in the set ''X'' a unique image, depending on the variable ''t'', called the evolution parameter. ''X'' is called phase space or state space, while the variable ''x'' represents an initial state of the system. We often write :\Phi_x(t) \equiv \Phi(t,x) :\Phi^t(x) \equiv \Phi(t,x) if we take one of the variables as constant. :\Phi_x:I(x) \to X is called the flow through ''x'' and its
graph Graph may refer to: Mathematics *Graph (discrete mathematics), a structure made of vertices and edges **Graph theory, the study of such graphs and their properties *Graph (topology), a topological space resembling a graph in the sense of discre ...
trajectory through ''x''. The set :\gamma_x \equiv\ is called the
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 as ...
through ''x''. Note that the orbit through ''x'' is the image of the flow through ''x''. A subset ''S'' of the state space ''X'' is called Φ-invariant if for all ''x'' in ''S'' and all ''t'' in ''T'' :\Phi(t,x) \in S. Thus, in particular, if ''S'' is Φ-invariant, I(x) = T for all ''x'' in ''S''. That is, the flow through ''x'' must be defined for all time for every element of ''S''. More commonly there are two classes of definitions for a dynamical system: one is motivated by
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 contrast ...
s and is geometrical in flavor; and the other is motivated by ergodic theory and is measure theoretical in flavor.


Geometrical definition

In the geometrical definition, a dynamical system is the tuple \langle \mathcal, \mathcal, f\rangle . \mathcal is the domain for time – there are many choices, usually the reals or the integers, possibly restricted to be non-negative. \mathcal is a manifold, i.e. locally a Banach space or Euclidean space, or in the discrete case a
graph Graph may refer to: Mathematics *Graph (discrete mathematics), a structure made of vertices and edges **Graph theory, the study of such graphs and their properties *Graph (topology), a topological space resembling a graph in the sense of discre ...
. ''f'' is an evolution rule ''t'' → ''f'' ''t'' (with t\in\mathcal) such that ''f t'' is a
diffeomorphism In mathematics, a diffeomorphism is an isomorphism of smooth manifolds. It is an invertible function that maps one differentiable manifold to another such that both the function and its inverse are differentiable. Definition Given two ...
of the manifold to itself. So, f is a "smooth" mapping of the time-domain \mathcal into the space of diffeomorphisms of the manifold to itself. In other terms, ''f''(''t'') is a diffeomorphism, for every time ''t'' in the domain \mathcal .


Real dynamical system

A ''real dynamical system'', ''real-time dynamical system'', ''
continuous time In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled. Discrete time Discrete time views values of variables as occurring at distinct, separate "po ...
dynamical system'', or '' flow'' is a tuple (''T'', ''M'', Φ) with ''T'' an open interval in the
real number 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 ...
s R, ''M'' a manifold locally
diffeomorphic In mathematics, a diffeomorphism is an isomorphism of smooth manifolds. It is an invertible function that maps one differentiable manifold to another such that both the function and its inverse are differentiable. Definition Given two man ...
to a Banach space, and Φ a continuous function. If Φ is continuously differentiable we say the system is a ''differentiable dynamical system''. If the manifold ''M'' is locally diffeomorphic to R''n'', the dynamical system is ''finite-dimensional''; if not, the dynamical system is ''infinite-dimensional''. Note that this does not assume a
symplectic structure Symplectic geometry is a branch of differential geometry and differential topology that studies symplectic manifolds; that is, differentiable manifolds equipped with a closed, nondegenerate 2-form. Symplectic geometry has its origins in the Ha ...
. When ''T'' is taken to be the reals, the dynamical system is called ''global'' or a '' flow''; and if ''T'' is restricted to the non-negative reals, then the dynamical system is a ''semi-flow''.


Discrete dynamical system

A ''discrete dynamical system'', ''
discrete-time In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled. Discrete time Discrete time views values of variables as occurring at distinct, separate "po ...
dynamical system'' is a tuple (''T'', ''M'', Φ), where ''M'' is a manifold locally diffeomorphic to a Banach space, and Φ is a function. When ''T'' is taken to be the integers, it is a ''cascade'' or a ''map''. If ''T'' is restricted to the non-negative integers we call the system a ''semi-cascade''.


Cellular automaton

A ''cellular automaton'' is a tuple (''T'', ''M'', Φ), with ''T'' a
lattice Lattice may refer to: Arts and design * Latticework, an ornamental criss-crossed framework, an arrangement of crossing laths or other thin strips of material * Lattice (music), an organized grid model of pitch ratios * Lattice (pastry), an orna ...
such as the
integer An integer is the number zero (), a positive natural number (, , , etc.) or a negative integer with a minus sign ( −1, −2, −3, etc.). The negative numbers are the additive inverses of the corresponding positive numbers. In the languag ...
s or a higher-dimensional integer grid, ''M'' is a set of functions from an integer lattice (again, with one or more dimensions) to a finite set, and Φ a (locally defined) evolution function. As such
cellular automata A cellular automaton (pl. cellular automata, abbrev. CA) is a discrete model of computation studied in automata theory. Cellular automata are also called cellular spaces, tessellation automata, homogeneous structures, cellular structures, tessel ...
are dynamical systems. The lattice in ''M'' represents the "space" lattice, while the one in ''T'' represents the "time" lattice.


Multidimensional generalization

Dynamical systems are usually defined over a single independent variable, thought of as time. A more general class of systems are defined over multiple independent variables and are therefore called multidimensional systems. Such systems are useful for modeling, for example, image processing.


Compactification of a dynamical system

Given a global dynamical system (R, ''X'', Φ) on a locally compact and Hausdorff
topological space In mathematics, a topological space is, roughly speaking, a geometrical space in which closeness is defined but cannot necessarily be measured by a numeric distance. More specifically, a topological space is a set whose elements are called po ...
''X'', it is often useful to study the continuous extension Φ* of Φ to the
one-point compactification In the mathematical field of topology, the Alexandroff extension is a way to extend a noncompact topological space by adjoining a single point in such a way that the resulting space is compact. It is named after the Russian mathematician Pavel Al ...
''X*'' of ''X''. Although we lose the differential structure of the original system we can now use compactness arguments to analyze the new system (R, ''X*'', Φ*). In compact dynamical systems the
limit set In mathematics, especially in the study of dynamical systems, a limit set is the state a dynamical system reaches after an infinite amount of time has passed, by either going forward or backwards in time. Limit sets are important because they ca ...
of any orbit is non-empty, compact and simply connected.


Measure theoretical definition

A dynamical system may be defined formally as a measure-preserving transformation of a measure space, the triplet (''T'', (''X'', Σ, ''μ''), Φ). Here, ''T'' is a monoid (usually the non-negative integers), ''X'' is a set, and (''X'', Σ, ''μ'') is a
probability space In probability theory, a probability space or a probability triple (\Omega, \mathcal, P) is a mathematical construct that provides a formal model of a random process or "experiment". For example, one can define a probability space which models t ...
, meaning that Σ is a sigma-algebra on ''X'' and μ is a finite measure on (''X'', Σ). A map Φ: ''X'' → ''X'' is said to be Σ-measurable if and only if, for every σ in Σ, one has \Phi^\sigma \in \Sigma. A map Φ is said to preserve the measure if and only if, for every ''σ'' in Σ, one has \mu(\Phi^\sigma ) = \mu(\sigma). Combining the above, a map Φ is said to be a measure-preserving transformation of ''X'' , if it is a map from ''X'' to itself, it is Σ-measurable, and is measure-preserving. The triplet (''T'', (''X'', Σ, ''μ''), Φ), for such a Φ, is then defined to be a dynamical system. The map Φ embodies the time evolution of the dynamical system. Thus, for discrete dynamical systems the iterates \Phi^n = \Phi \circ \Phi \circ \dots \circ \Phi for every integer ''n'' are studied. For continuous dynamical systems, the map Φ is understood to be a finite time evolution map and the construction is more complicated.


Relation to geometric definition

The measure theoretical definition assumes the existence of a measure-preserving transformation. Many different invariant measures can be associated to any one evolution rule. If the dynamical system is given by a system of differential equations the appropriate measure must be determined. This makes it difficult to develop ergodic theory starting from differential equations, so it becomes convenient to have a dynamical systems-motivated definition within ergodic theory that side-steps the choice of measure and assumes the choice has been made. A simple construction (sometimes called the Krylov–Bogolyubov theorem) shows that for a large class of systems it is always possible to construct a measure so as to make the evolution rule of the dynamical system a measure-preserving transformation. In the construction a given measure of the state space is summed for all future points of a trajectory, assuring the invariance. Some systems have a natural measure, such as the
Liouville measure In differential geometry, a subject of mathematics, a symplectic manifold is a smooth manifold, M , equipped with a closed nondegenerate differential 2-form \omega , called the symplectic form. The study of symplectic manifolds is called sym ...
in
Hamiltonian system A Hamiltonian system is a dynamical system governed by Hamilton's equations. In physics, this dynamical system describes the evolution of a physical system such as a planetary system or an electron in an electromagnetic field. These systems can ...
s, chosen over other invariant measures, such as the measures supported on periodic orbits of the Hamiltonian system. For chaotic
dissipative system A dissipative system is a thermodynamically open system which is operating out of, and often far from, thermodynamic equilibrium in an environment with which it exchanges energy and matter. A tornado may be thought of as a dissipative system. Dis ...
s the choice of invariant measure is technically more challenging. The measure needs to be supported on the
attractor In the mathematical field of dynamical systems, an attractor is a set of states toward which a system tends to evolve, for a wide variety of starting conditions of the system. System values that get close enough to the attractor values remain ...
, but attractors have zero Lebesgue measure and the invariant measures must be singular with respect to the Lebesgue measure. A small region of phase space shrinks under time evolution. For hyperbolic dynamical systems, the Sinai–Ruelle–Bowen measures appear to be the natural choice. They are constructed on the geometrical structure of stable and unstable manifolds of the dynamical system; they behave physically under small perturbations; and they explain many of the observed statistics of hyperbolic systems.


Construction of dynamical systems

The concept of ''evolution in time'' is central to the theory of dynamical systems as seen in the previous sections: the basic reason for this fact is that the starting motivation of the theory was the study of time behavior of classical mechanical systems. But a system of
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 contrast ...
s must be solved before it becomes a dynamic system. For example consider an initial value problem such as the following: :\dot=\boldsymbol(t,\boldsymbol) :\boldsymbol, _=\boldsymbol_0 where *\dot represents the
velocity Velocity is the directional speed of an object in motion as an indication of its rate of change in position as observed from a particular frame of reference and as measured by a particular standard of time (e.g. northbound). Velocity i ...
of the material point x *''M'' is a finite dimensional manifold *v: ''T'' × ''M'' → ''TM'' is a vector field in R''n'' or C''n'' and represents the change of
velocity Velocity is the directional speed of an object in motion as an indication of its rate of change in position as observed from a particular frame of reference and as measured by a particular standard of time (e.g. northbound). Velocity i ...
induced by the known forces acting on the given material point in the phase space ''M''. The change is not a vector in the phase space ''M'', but is instead in the
tangent space In mathematics, the tangent space of a manifold generalizes to higher dimensions the notion of '' tangent planes'' to surfaces in three dimensions and ''tangent lines'' to curves in two dimensions. In the context of physics the tangent space to a ...
''TM''. There is no need for higher order derivatives in the equation, nor for the parameter ''t'' in ''v''(''t'',''x''), because these can be eliminated by considering systems of higher dimensions. Depending on the properties of this vector field, the mechanical system is called *autonomous, when v(''t'', x) = v(x) *homogeneous when v(''t'', 0) = 0 for all ''t'' The solution can be found using standard ODE techniques and is denoted as the evolution function already introduced above :\boldsymbol(t)=\Phi(t,\boldsymbol_0) The dynamical system is then (''T'', ''M'', Φ). Some formal manipulation of the system of
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, an ...
s shown above gives a more general form of equations a dynamical system must satisfy :\dot-\boldsymbol(t,\boldsymbol)=0 \qquad\Leftrightarrow\qquad \mathfrak\left(t,\Phi(t,\boldsymbol_0)\right)=0 where \mathfrak:\to\mathbf is a functional from the set of evolution functions to the field of the complex numbers. This equation is useful when modeling mechanical systems with complicated constraints. Many of the concepts in dynamical systems can be extended to infinite-dimensional manifolds—those that are locally Banach spaces—in which case the differential equations are partial differential equations.


Examples

* Arnold's cat map * Baker's map is an example of a chaotic piecewise linear map *
Billiards Cue sports are a wide variety of games of skill played with a cue, which is used to strike billiard balls and thereby cause them to move around a cloth-covered table bounded by elastic bumpers known as . There are three major subdivisions ...
and outer billiards *
Bouncing ball dynamics The physics of a bouncing ball concerns the physical behaviour of bouncing balls, particularly its motion before, during, and after impact against the surface of another body. Several aspects of a bouncing ball's behaviour serve as an introd ...
* Circle map *
Complex quadratic polynomial A complex quadratic polynomial is a quadratic polynomial whose coefficients and variable are complex numbers. Properties Quadratic polynomials have the following properties, regardless of the form: *It is a unicritical polynomial, i.e. it has on ...
* Double pendulum *
Dyadic transformation The dyadic transformation (also known as the dyadic map, bit shift map, 2''x'' mod 1 map, Bernoulli map, doubling map or sawtooth map) is the mapping (i.e., recurrence relation) : T: , 1) \to , 1)^\infty : x \mapsto (x_0, x_1, x_2, ...
* Hénon map * Irrational rotation * Kaplan–Yorke map * List of chaotic maps * Lorenz attractor, Lorenz system * Complex quadratic polynomial#Map, Quadratic map simulation system * Rössler map * Swinging Atwood's machine * Tent map


Linear dynamical systems

Linear dynamical systems can be solved in terms of simple functions and the behavior of all orbits classified. In a linear system the phase space is the ''N''-dimensional Euclidean space, so any point in phase space can be represented by a vector with ''N'' numbers. The analysis of linear systems is possible because they satisfy a superposition principle: if ''u''(''t'') and ''w''(''t'') satisfy the differential equation for the vector field (but not necessarily the initial condition), then so will ''u''(''t'') + ''w''(''t'').


Flows

For a flow, the vector field v(''x'') is an
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function of the position in the phase space, that is, : \dot = v(x) = A x + b, with ''A'' a matrix, ''b'' a vector of numbers and ''x'' the position vector. The solution to this system can be found by using the superposition principle (linearity). The case ''b'' ≠ 0 with ''A'' = 0 is just a straight line in the direction of ''b'': : \Phi^t(x_1) = x_1 + b t. When ''b'' is zero and ''A'' ≠ 0 the origin is an equilibrium (or singular) point of the flow, that is, if ''x''0 = 0, then the orbit remains there. For other initial conditions, the equation of motion is given by the exponential of a matrix: for an initial point ''x''0, : \Phi^t(x_0) = e^ x_0. When ''b'' = 0, the
eigenvalue In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted ...
s of ''A'' determine the structure of the phase space. From the eigenvalues and the
eigenvector In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted ...
s of ''A'' it is possible to determine if an initial point will converge or diverge to the equilibrium point at the origin. The distance between two different initial conditions in the case ''A'' ≠ 0 will change exponentially in most cases, either converging exponentially fast towards a point, or diverging exponentially fast. Linear systems display sensitive dependence on initial conditions in the case of divergence. For nonlinear systems this is one of the (necessary but not sufficient) conditions for
chaotic behavior 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 c ...
.


Maps

A
discrete-time In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled. Discrete time Discrete time views values of variables as occurring at distinct, separate "po ...
,
affine Affine may describe any of various topics concerned with connections or affinities. It may refer to: * Affine, a relative by marriage in law and anthropology * Affine cipher, a special case of the more general substitution cipher * Affine comb ...
dynamical system has the form of a
matrix difference equation A matrix difference equation is a difference equation in which the value of a vector (or sometimes, a matrix) of variables at one point in time is related to its own value at one or more previous points in time, using matrices. The order of the eq ...
: : x_ = A x_n + b, with ''A'' a matrix and ''b'' a vector. As in the continuous case, the change of coordinates ''x'' → ''x'' + (1 − ''A'') –1''b'' removes the term ''b'' from the equation. In the new coordinate system, the origin is a fixed point of the map and the solutions are of the linear system ''A'' ''n''''x''0. The solutions for the map are no longer curves, but points that hop in the phase space. The orbits are organized in curves, or fibers, which are collections of points that map into themselves under the action of the map. As in the continuous case, the eigenvalues and eigenvectors of ''A'' determine the structure of phase space. For example, if ''u''1 is an eigenvector of ''A'', with a real eigenvalue smaller than one, then the straight lines given by the points along ''α'' ''u''1, with ''α'' ∈ R, is an invariant curve of the map. Points in this straight line run into the fixed point. There are also many other discrete dynamical systems.


Local dynamics

The qualitative properties of dynamical systems do not change under a smooth change of coordinates (this is sometimes taken as a definition of qualitative): a ''singular point'' of the vector field (a point where ''v''(''x'') = 0) will remain a singular point under smooth transformations; a ''periodic orbit'' is a loop in phase space and smooth deformations of the phase space cannot alter it being a loop. It is in the neighborhood of singular points and periodic orbits that the structure of a phase space of a dynamical system can be well understood. In the qualitative study of dynamical systems, the approach is to show that there is a change of coordinates (usually unspecified, but computable) that makes the dynamical system as simple as possible.


Rectification

A flow in most small patches of the phase space can be made very simple. If ''y'' is a point where the vector field ''v''(''y'') ≠ 0, then there is a change of coordinates for a region around ''y'' where the vector field becomes a series of parallel vectors of the same magnitude. This is known as the rectification theorem. The ''rectification theorem'' says that away from singular points the dynamics of a point in a small patch is a straight line. The patch can sometimes be enlarged by stitching several patches together, and when this works out in the whole phase space ''M'' the dynamical system is ''integrable''. In most cases the patch cannot be extended to the entire phase space. There may be singular points in the vector field (where ''v''(''x'') = 0); or the patches may become smaller and smaller as some point is approached. The more subtle reason is a global constraint, where the trajectory starts out in a patch, and after visiting a series of other patches comes back to the original one. If the next time the orbit loops around phase space in a different way, then it is impossible to rectify the vector field in the whole series of patches.


Near periodic orbits

In general, in the neighborhood of a periodic orbit the rectification theorem cannot be used. Poincaré developed an approach that transforms the analysis near a periodic orbit to the analysis of a map. Pick a point ''x''0 in the orbit γ and consider the points in phase space in that neighborhood that are perpendicular to ''v''(''x''0). These points are a Poincaré section ''S''(''γ'', ''x''0), of the orbit. The flow now defines a map, the Poincaré map ''F'' : ''S'' → ''S'', for points starting in ''S'' and returning to ''S''. Not all these points will take the same amount of time to come back, but the times will be close to the time it takes ''x''0. The intersection of the periodic orbit with the Poincaré section is a fixed point of the Poincaré map ''F''. By a translation, the point can be assumed to be at ''x'' = 0. The Taylor series of the map is ''F''(''x'') = ''J'' · ''x'' + O(''x''2), so a change of coordinates ''h'' can only be expected to simplify ''F'' to its linear part : h^ \circ F \circ h(x) = J \cdot x. This is known as the conjugation equation. Finding conditions for this equation to hold has been one of the major tasks of research in dynamical systems. Poincaré first approached it assuming all functions to be analytic and in the process discovered the non-resonant condition. If ''λ''1, ..., ''λ''''ν'' are the eigenvalues of ''J'' they will be resonant if one eigenvalue is an integer linear combination of two or more of the others. As terms of the form ''λ''''i'' – Σ (multiples of other eigenvalues) occurs in the denominator of the terms for the function ''h'', the non-resonant condition is also known as the small divisor problem.


Conjugation results

The results on the existence of a solution to the conjugation equation depend on the eigenvalues of ''J'' and the degree of smoothness required from ''h''. As ''J'' does not need to have any special symmetries, its eigenvalues will typically be complex numbers. When the eigenvalues of ''J'' are not in the unit circle, the dynamics near the fixed point ''x''0 of ''F'' is called ''
hyperbolic Hyperbolic is an adjective describing something that resembles or pertains to a hyperbola (a curve), to hyperbole (an overstatement or exaggeration), or to hyperbolic geometry. The following phenomena are described as ''hyperbolic'' because they ...
'' and when the eigenvalues are on the unit circle and complex, the dynamics is called ''elliptic''. In the hyperbolic case, the Hartman–Grobman theorem gives the conditions for the existence of a continuous function that maps the neighborhood of the fixed point of the map to the linear map ''J'' · ''x''. The hyperbolic case is also ''structurally stable''. Small changes in the vector field will only produce small changes in the Poincaré map and these small changes will reflect in small changes in the position of the eigenvalues of ''J'' in the complex plane, implying that the map is still hyperbolic. The Kolmogorov–Arnold–Moser (KAM) theorem gives the behavior near an elliptic point.


Bifurcation theory

When the evolution map Φ''t'' (or the vector field it is derived from) depends on a parameter μ, the structure of the phase space will also depend on this parameter. Small changes may produce no qualitative changes in the phase space until a special value ''μ''0 is reached. At this point the phase space changes qualitatively and the dynamical system is said to have gone through a bifurcation. Bifurcation theory considers a structure in phase space (typically a fixed point, a periodic orbit, or an invariant torus) and studies its behavior as a function of the parameter ''μ''. At the bifurcation point the structure may change its stability, split into new structures, or merge with other structures. By using Taylor series approximations of the maps and an understanding of the differences that may be eliminated by a change of coordinates, it is possible to catalog the bifurcations of dynamical systems. The bifurcations of a hyperbolic fixed point ''x''0 of a system family ''Fμ'' can be characterized by the eigenvalues of the first derivative of the system ''DF''''μ''(''x''0) computed at the bifurcation point. For a map, the bifurcation will occur when there are eigenvalues of ''DFμ'' on the unit circle. For a flow, it will occur when there are eigenvalues on the imaginary axis. For more information, see the main article on
Bifurcation theory Bifurcation theory is the mathematical study of changes in the qualitative or topological structure of a given family of curves, such as the integral curves of a family of vector fields, and the solutions of a family of differential equations. ...
. Some bifurcations can lead to very complicated structures in phase space. For example, the Ruelle–Takens scenario describes how a periodic orbit bifurcates into a torus and the torus into a strange attractor. In another example, Feigenbaum period-doubling describes how a stable periodic orbit goes through a series of
period-doubling bifurcation In dynamical systems theory, a period-doubling bifurcation occurs when a slight change in a system's parameters causes a new periodic trajectory to emerge from an existing periodic trajectory—the new one having double the period of the original. W ...
s.


Ergodic systems

In many dynamical systems, it is possible to choose the coordinates of the system so that the volume (really a ν-dimensional volume) in phase space is invariant. This happens for mechanical systems derived from Newton's laws as long as the coordinates are the position and the momentum and the volume is measured in units of (position) × (momentum). The flow takes points of a subset ''A'' into the points Φ ''t''(''A'') and invariance of the phase space means that : \mathrm (A) = \mathrm ( \Phi^t(A) ). In the Hamiltonian formalism, given a coordinate it is possible to derive the appropriate (generalized) momentum such that the associated volume is preserved by the flow. The volume is said to be computed by the
Liouville measure In differential geometry, a subject of mathematics, a symplectic manifold is a smooth manifold, M , equipped with a closed nondegenerate differential 2-form \omega , called the symplectic form. The study of symplectic manifolds is called sym ...
. In a Hamiltonian system, not all possible configurations of position and momentum can be reached from an initial condition. Because of energy conservation, only the states with the same energy as the initial condition are accessible. The states with the same energy form an energy shell Ω, a sub-manifold of the phase space. The volume of the energy shell, computed using the Liouville measure, is preserved under evolution. For systems where the volume is preserved by the flow, Poincaré discovered the recurrence theorem: Assume the phase space has a finite Liouville volume and let ''F'' be a phase space volume-preserving map and ''A'' a subset of the phase space. Then almost every point of ''A'' returns to ''A'' infinitely often. The Poincaré recurrence theorem was used by
Zermelo Ernst Friedrich Ferdinand Zermelo (, ; 27 July 187121 May 1953) was a German logician and mathematician, whose work has major implications for the foundations of mathematics. He is known for his role in developing Zermelo–Fraenkel axiomatic se ...
to object to
Boltzmann Ludwig Eduard Boltzmann (; 20 February 1844 – 5 September 1906) was an Austrian physicist and philosopher. His greatest achievements were the development of statistical mechanics, and the statistical explanation of the second law of thermodyn ...
's derivation of the increase in entropy in a dynamical system of colliding atoms. One of the questions raised by Boltzmann's work was the possible equality between time averages and space averages, what he called the ergodic hypothesis. The hypothesis states that the length of time a typical trajectory spends in a region ''A'' is vol(''A'')/vol(Ω). The ergodic hypothesis turned out not to be the essential property needed for the development of statistical mechanics and a series of other ergodic-like properties were introduced to capture the relevant aspects of physical systems. Koopman approached the study of ergodic systems by the use of functional analysis. An observable ''a'' is a function that to each point of the phase space associates a number (say instantaneous pressure, or average height). The value of an observable can be computed at another time by using the evolution function φ t. This introduces an operator ''U'' ''t'', the transfer operator, : (U^t a)(x) = a(\Phi^(x)). By studying the spectral properties of the linear operator ''U'' it becomes possible to classify the ergodic properties of Φ ''t''. In using the Koopman approach of considering the action of the flow on an observable function, the finite-dimensional nonlinear problem involving Φ ''t'' gets mapped into an infinite-dimensional linear problem involving ''U''. The Liouville measure restricted to the energy surface Ω is the basis for the averages computed in equilibrium statistical mechanics. An average in time along a trajectory is equivalent to an average in space computed with the Boltzmann factor exp(−β''H''). This idea has been generalized by Sinai, Bowen, and Ruelle (SRB) to a larger class of dynamical systems that includes dissipative systems.
SRB measure SRB or Srb may refer to: Places * Serbia (ISO 3166-1 alpha-3 country code SRB), a country in Central/Southeastern Europe * Srb, a village in Croatia Organizations * State Research Bureau (organisation), former Ugandan intelligence agency * Singl ...
s replace the Boltzmann factor and they are defined on attractors of chaotic systems.


Nonlinear dynamical systems and chaos

Simple nonlinear dynamical systems and even piecewise linear systems can exhibit a completely unpredictable behavior, which might seem to be random, despite the fact that they are fundamentally deterministic. This seemingly unpredictable behavior has been called ''
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''. Hyperbolic systems are precisely defined dynamical systems that exhibit the properties ascribed to chaotic systems. In hyperbolic systems the tangent space perpendicular to a trajectory can be well separated into two parts: one with the points that converge towards the orbit (the ''stable manifold'') and another of the points that diverge from the orbit (the ''unstable manifold''). This branch of mathematics deals with the long-term qualitative behavior of dynamical systems. Here, the focus is not on finding precise solutions to the equations defining the dynamical system (which is often hopeless), but rather to answer questions like "Will the system settle down to a
steady state In systems theory, a system or a process is in a steady state if the variables (called state variables) which define the behavior of the system or the process are unchanging in time. In continuous time, this means that for those properties ''p' ...
in the long term, and if so, what are the possible
attractor In the mathematical field of dynamical systems, an attractor is a set of states toward which a system tends to evolve, for a wide variety of starting conditions of the system. System values that get close enough to the attractor values remain ...
s?" or "Does the long-term behavior of the system depend on its initial condition?" Note that the chaotic behavior of complex systems is not the issue.
Meteorology Meteorology is a branch of the atmospheric sciences (which include atmospheric chemistry and physics) with a major focus on weather forecasting. The study of meteorology dates back millennia, though significant progress in meteorology did no ...
has been known for years to involve complex—even chaotic—behavior. Chaos theory has been so surprising because chaos can be found within almost trivial systems. The logistic map is only a second-degree polynomial; the horseshoe map is piecewise linear.


Solutions of Finite Duration

For non-linear autonomous ODEs it is possible under some conditions to develop solutions of finite duration, meaning here that from its own dynamics, the system will reach the value zero at an ending time and stays there in zero forever after. These finite-duration solutions can't be analytical functions on the whole real line, and because they will being non-Lipschitz functions at their ending time, they don't stand uniqueness of solutions of Lipschitz differential equations. As example, the equation: :y'= -\text(y)\sqrt,\,\,y(0)=1 Admits the finite duration solution: :y(x)=\frac\left(1-\frac+\left, 1-\frac\\right)^2


See also

*
Behavioral modeling The behavioral approach to systems theory and control theory was initiated in the late-1970s by J. C. Willems as a result of resolving inconsistencies present in classical approaches based on state-space, transfer function, and convolution represe ...
* Cognitive modeling *
Complex dynamics Complex dynamics is the study of dynamical systems defined by iteration of functions on complex number spaces. Complex analytic dynamics is the study of the dynamics of specifically analytic functions. Techniques *General **Montel's theorem ** P ...
*
Dynamic approach to second language development Complex Dynamic Systems Theory in the field of linguistics is a perspective and approach to the study of second, third and additional language acquisition. The general term Complex Dynamic Systems Theory was recommended by Kees de Bot to refer to bo ...
*
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