Nonlinear dynamics and chaos
Applied Mathematics 203
TF: Ian Eisenman;
tel: 617-496-6352, office: Geol. Mus. 101. Office hours: Monday
2-3pm; section hours: Tue 4:30-5:30pm; section location: Geological
Day and time of course: Tue-Thu 11:30-1:00;
Location: Cruft 319.
First meeting: Sept 20.
Announcements Last updated: Jan 17, 2005.
Take home final: please come pick up the exam from outside of my
office, museum building room 202b, Thursday Jan 19, 11am. It will
be due 24 hours later at the same place. Allowed material: only
your class notes and all materials from the course
Feel free to write or call me with any questions:
Eli Tziperman; eli AT eps.harvard.edu
Teaching notes online:
Sample Matlab programs:
Ian's notes may be found here,
What's the point of optional/ extra credit problems: apart
from the fun of doing them, they will count instead of homework
problems in which you may have missed an answer. . .
- (St) Nonlinear Dynamics and Chaos: With
Applications to Physics, Biology, Chemistry, and Engineering by
Steven H. Strogatz
- (Sc) Deterministic Chaos: An Introduction;
Heinz Georg Schuster, [VCH, 2nd edition, 1989]
- (Ott) Chaos in dynamical systems, 1993. Edward
Ott, Cambridge University Press.
- (GH) Nonlinear Oscillations, Dynamical Systems
and Bifurcations of Vector Fields, Guckenheimer, J and P. Holmes,
- (W) Introduction to Applied Nonlinear Dynamical
Systems and Chaos. Stephen Wiggins, 1990. (Texts in Applied
Mathematics, Vol 2).
- (JS) Classical Dynamics, a contemporary
approach. Jorge V. Jose and Eugene J. Saletan. 1993
Cambridge University Press.
- (G) Classical Mechanics, Herbert Goldstein,
2nd edition, 1981. Addison Wesley.
The course will introduce the students to the basic concepts of
nonlinear physics, dynamical system theory, and chaos. These concepts
will be demonstrated using simple fundamental model systems based on
ordinary differential equations and some discrete maps. Additional
examples will be given from physics, engineering, biology and major
earth systems. The aim of this course is to provide the students with
analytical methods, concrete approaches and examples, and geometrical
intuition so as to provide them with working ability with non-linear
(1 week) (St 1-37,+)
- A bit of history (Lorentz and the ``butterfly effect'')
- Modeling - defining phase space, dimension, parameters,
deterministic versus stochastic modeling finite vs infinite
dimensional (PDE's, integral eq.) models, linear vs non-linear,
autonomous vs non-autonomous systems
- Examples: population dynamics, pendulum, Lorenz eq., ...
- The geometric approach to dynamical systems
- Fixed points, linearization, and stability
- Non-dimensionalization, the Buckingham Pi theorem (see
small parameters, scales.
- Dynamical systems - continuous vs discrete time (ODEs vs maps;
St 348), conservative vs dissipative (St 312).
- Existence, uniqueness and smooth dependence of solutions of
ODE's on initial conditions and parameters.
- The role of computers in nonlinear dynamics, a simple example of
a numerical solution method for ODEs (improved Euler scheme).
- Outline of rest of course.
- What's a bifurcation, local vs global bifurcations (GH
§3.1). Implicit function theorem, classification of bifurcations
by number and type (real/ complex) eigenvalues that cross the
- saddle-node bifurcation (St §3.1; GH §3.4)
- Transcritical bifurcation, super critical and sub critical
(St §3.2; GH §3.4).
- Pitchfork, super-critical and sub-critical. bead on a rotating
hoop, higher order nonlinear terms and hysteresis (St §
3.4; GH §3.4)
- Some generalities: center manifold and normal form. (GH
- Role of symmetry and symmetry breaking (imperfect bifurcations),
relation to catastrophes and sudden transitions. (St §3.6)
- Flows on a circle - oscillators, synchronization (fireflies
flashing, Josephson junctions) (St §4)
- Linear systems: classifications, fixed points, stable and
unstable spaces (St §5)
- Non-linear systems: phase portrait (St §6.1), fixed
points and linearization(St §6.3), stable and unstable
manifolds (St §6.4), conservative systems (St
§6.5), reversible systems (St §6.6), Solution of the (fully
non-linear) damped pendulum equation (St §6.7), index
theory (St §6.8).
- Limit cycles: Ruling out and finding out closed orbits (Lyapunov
functions, Poincare Bendixon theorem) (St §7.2 and §7.3)
- relaxation oscillations (relation to glacial cycles)
(St §7.5), weakly non-linear oscillators (Duffing eq)
(St §7.6), Averaging method and two time-scales (St
- Hopf bifurcation and oscillating chemical reactions (St
- Global bifurcations of cycles: saddle-node infinite period, and
homoclinic bifurcations, examples in Josephson Junction and driven
pendulum in 2D (St §8.4 and§8.5)
- Quasi periodicity, coupled oscillators, nonlinear resonance/
frequency locking (Frequency locking of glacial cycles to earth
orbital variations), (St §8.6)
The Lorentz model as an introduction to chaotic systems (examples
briefly motivating it from atmospheric dynamics and as a model of
Magnetic field reversals of the Earth); and then a more systematic
characterization of chaotic systems (examples from fluid dynamics and
mantle convection) (St §9). Some preliminaries: Poincare
Universal routes to chaos:
- Period doubling: logistic map, chaos, periodic windows,
renormalization, quantitative and qualitative universality.
- Intermittency: in Lorenz system, in logistic map. Length of
laminar intervals from renormalization and simpler approaches.
Categories of intermittency (types I,II,III), (Sc §4).
- Quasi-periodicity/ 1-2-chaos/ Ruelle-Takens-Newhouse; breakdown
of 2d torus; in experimental systems; 1D circle map
and overlapping of resonances; reconstructed circle map from a time
series; damped-forced pendulum and El Nino's chaos (Sc §6)
- Characterizing chaotic systems: Delay coordinates, embedding,
Lyapunov exponents (Ott §4.4 p. 129); Kolmogorov entropy
(Sc Appendix F and p 113; Greiner, Neise and Stocker
``thermodynamics and statistical mechanics'', p. 150);
fractals and fractal dimensions, dimension spectrum (St §
11, p. 398-412; Ott §3, p69-71, 78-79, 89-92);
Multi-fractals: dissipation in a turbulent flow, relation to
dimension spectrum. (Ott §9, p 305-309).
- The horseshoe map and symbolic dynamics (Ott 108-114);
Heteroclinic and homoclinic tangles and creation of a horseshoe from
a homoclinic intersection (Ott §4.3). Shilnilov's
phenomenon and chaos due to a 3d homoclinic orbit (GH, §6.5, p
318-323; and p 12-14 in Vered Rom-Kedar's
- Examples (Pendulum, The n-body problem)
- Basics: Hamiltonian systems; Liouville theorem/ symplectic
condition; (Ott §7.1.1-7.1.2 p 208-215).
- Motivation: the kicked rotor and chaos in the standard map
(Ott, p 216-217, 235-237; JS §7.5.1 p. 453-459).
- More Basics: integrable vs non-integrable Hamiltonian systems;
motion of integrable on N-torus; Canonical change of coordinates and
generating functions; (G, §9-1, p. 378-385, Ott
§7.1.1-7.1.2 p 208-215).
- Perturbations to integrable systems; averaging; resonant and
non-resonant tori (G, §11-5, p 519-523); destruction of
resonance tori and arising of chaos, KAM theory (Ott §
- ``diffusion'' (Ott §7.3.3), fluid mixing (Ott
Homeworks will be given throughout the course. The best 80% of the
assignments will constitute 50% of the final grade. A final
take home exam will constitute another 50%.
- A Java applet demonstrating sensitivity to initial
conditions in the Lorenz system:
- An on-line chaos course is at
- An interactive on line demo of a driven
- Devil's staircase in circle map and Farey tree:
and also this
- For some interesting details about the KAM theorem, check
- Nonlinear resonance and bridge collapsing: The Tacoma
Narrows Bridge and the millennium pedestrian bridge in the UK.