No Arabic abstract
This paper examines the most probable route to chaos in high-dimensional dynamical systems in a very general computational setting. The most probable route to chaos in high-dimensional, discrete-time maps is observed to be a sequence of Neimark-Sacker bifurcations into chaos. A means for determining and understanding the degree to which the Landau-Hopf route to turbulence is non-generic in the space of $C^r$ mappings is outlined. The results comment on previous results of Newhouse, Ruelle, Takens, Broer, Chenciner, and Iooss.
We uncover a route from low-dimensional to high-dimensional chaos in nonsmooth dynamical systems as a bifurcation parameter is continuously varied. The striking feature is the existence of a finite parameter interval of periodic attractors in between the regimes of low- and high-dimensional chaos. That is, the emergence of high-dimensional chaos is preceded by the systems settling into a totally nonchaotic regime. This is characteristically distinct from the situation in smooth dynamical systems where high-dimensional chaos emerges directly and smoothly from low-dimensional chaos. We carry out an analysis to elucidate the underlying mechanism for the abrupt emergence and disappearance of the periodic attractors and provide strong numerical support for the typicality of the transition route in the pertinent two-dimensional parameter space. The finding has implications to applications where high-dimensional and robust chaos is desired.
This report investigates the dynamical stability conjectures of Palis and Smale, and Pugh and Shub from the standpoint of numerical observation and lays the foundation for a stability conjecture. As the dimension of a dissipative dynamical system is increased, it is observed that the number of positive Lyapunov exponents increases monotonically, the Lyapunov exponents tend towards continuous change with respect to parameter variation, the number of observable periodic windows decreases (at least below numerical precision), and a subset of parameter space exists such that topological change is very common with small parameter perturbation. However, this seemingly inevitable topological variation is never catastrophic (the dynamic type is preserved) if the dimension of the system is high enough.
For general dissipative dynamical systems we study what fraction of solutions exhibit chaotic behavior depending on the dimensionality $d$ of the phase space. We find that a system of $d$ globally coupled ODEs with quadratic and cubic non-linearities with random coefficients and initial conditions, the probability of a trajectory to be chaotic increases universally from $sim 10^{-5} - 10^{-4}$ for $d=3$ to essentially one for $dsim 50$. In the limit of large $d$, the invariant measure of the dynamical systems exhibits universal scaling that depends on the degree of non-linearity but does not depend on the choice of coefficients, and the largest Lyapunov exponent converges to a universal scaling limit. Using statistical arguments, we provide analytical explanations for the observed scaling and for the probability of chaos.
We study and characterize a direct route to high-dimensional chaos (i.e. not implying an intermediate low-dimensional attractor) of a system composed out of three coupled Lorenz oscillators. A geometric analysis of this medium-dimensional dynamical system is carried out through a variety of numerical quantitative and qualitative techniques, that ultimately lead to the reconstruction of the route. The main finding is that the transition is organized by a heteroclinic explosion. The observed scenario resembles the classical route to chaos via homoclinic explosion of the Lorenz model.
The reader can find in the literature a lot of different techniques to study the dynamics of a given system and also, many suitable numerical integrators to compute them. Notwithstanding the recent work of Maffione et al. (2011a) for mappings, a detailed comparison among the widespread indicators of chaos in a general system is still lacking. Such a comparison could lead to select the most efficient algorithms given a certain dynamical problem. Furthermore, in order to choose the appropriate numerical integrators to compute them, more comparative studies among numerical integrators are also needed. This work deals with both problems. We first extend the work of Maffione et al. (2011) for mappings to the 2D Henon & Heiles (1964) potential, and compare several variational indicators of chaos: the Lyapunov Indicator (LI); the Mean Exponential Growth Factor of Nearby Orbits (MEGNO); the Smaller Alignment Index (SALI) and its generalized version, the Generalized Alignment Index (GALI); the Fast Lyapunov Indicator (FLI) and its variant, the Orthogonal Fast Lyapunov Indicator (OFLI); the Spectral Distance (D) and the Dynamical Spectras of Stretching Numbers (SSNs). We also include in the record the Relative Lyapunov Indicator (RLI), which is not a variational indicator as the others. Then, we test a numerical technique to integrate Ordinary Differential Equations (ODEs) based on the Taylor method implemented by Jorba & Zou (2005) (called taylor), and we compare its performance with other two well-known efficient integrators: the Prince & Dormand (1981) implementation of a Runge-Kutta of order 7-8 (DOPRI8) and a Bulirsch-Stoer implementation. These tests are run under two very different systems from the complexity of their equations point of view: a triaxial galactic potential model and a perturbed 3D quartic oscillator.