EE454 Applied Signal Processing

July 18, 1999

Research Project

Chaos Theory & Fractals,

Their Applications in Real Life

Adeel Aslam Bhutta 960001, EE

Chaos, Fractals & their Real Life Applications

Introduction:
Chaos has been called, by some, the third revolution of the twentieth century in Physics, after Relativity and Quantum Physics. Chaos, contrary to popular belief, does not involve the absence of patterns rather, it is the study of complex nonlinear dynamic systems. Thus, Chaos Theory is the study of forever changing complex systems based on mathematical concepts of recursion, whether in form of a recursive process or a set of differential equations modeling a physical system. One of the central concepts of Chaos Theory is that while it is important to exactly predict the state of a system, it is usually a universal rule that it is possible to model the overall behavior of a system. Thus, Chaos Theory lays emphasis not on the disorder but on the order inherent in the system. In the next section, we present definition of Chaos Theory, characteristics of Chaotic systems and some real life examples. While looking at the real world examples of Chaos Theory, we shall define Fractal and look at its importance followed by some examples. In the end, we shall look at the uses of Chaos Theory in modern age specifically in the areas of Signal Processing. Implementation issues and problems shall be discussed in the end.

What is Chaos Theory?

Chaos Theory is among the youngest of the sciences, and has rocketed from its obscure roots in the seventies to become one of the most fascinating fields in existence. At the forefront of much research on physical systems, and already being implemented in fields covering as diverse matter as image compression, fluid dynamics, chaos science promises to continue to yield absorbing scientific information which may shape the face of science in the future. The acceptable definition of chaos theory states, Chaos Theory is the qualitative study of unstable aperiodic behavior in deterministic nonlinear systems. Complex implies just that, aperiodic is simply the behavior that never repeats, nonlinear implies recursion & higher mathematical algorithms, and dynamic implies non-constant and non-periodic (time variables). Thus, Chaos Theory is the study of forever changing complex systems based on mathematical concepts of recursion, whether in form of a recursive process or a set of differential equations modeling a physical system. Newhouse's definition states, A bounded deterministic dynamical system with at least one positive Liaponov exponent is a chaotic system; a chaotic signal is an observation

of a chaotic system. The presence of a positive Liaponov exponent causes trajectories that are initially close to each other to separate exponentially. This, in turn, implies sensitive dependence of the dynamics on initial conditions, which is one of the most important characteristics of chaotic systems. What is so incredible about Chaos Theory is that unstable aperiodic behavior can be found in mathematically simple systems. Lorenz proved that the complex, dynamical systems show order, but they never repeat. Since our world is classified as a dynamical, complex system, our lives, our weather, and our experiences never repeat; however, they should form patterns.

History of Chaos Theory:

Chaos theory is the result of the studies begun by Edward Lorenz in 1960's. Lorenz was a meteorologist who used computers to simulate weather systems using nonlinear equations. He discovered inadvertently that the small changes (as little as 1/1000) in the initial conditions produced dramatic changes in the overall system. Lorenz also discovered that there was orderliness to this chaos. If computer simulations were run long enough, spiral patterns emerged. Benoit Mandelbrot began to investigate the images that arose from nonlinear equations. He based his work on previous investigations by Gaston Julia from the 1920's. Julia theorized that iterations of a rational function stayed within confines even as the number of iterations increased to infinity. Mandelbrot found that plotting those iterations resulted in images called Fractals. Like strange attractors, these images were unpredictable. Fractal geometry, unlike Euclidean geometry, can describe chaotic systems. Nowadays, the world is looking at the Chaos Theory for some real life applications. Some are using Fuzzy-Logic Circuits to model the chaotic behavior of systems. Some companies have even come up even with consumer products.

Chaotic Systems are real:

Dynamic systems are variables of time. Examples include the stock market, ecosystems, weather, human body, solar systemthe list is endless. Even a simple pendulum can be chaotic under certain conditions. Traditional mathematics based on Newtonian principles has only been able to understand and model these systems by taking them apart and looking at the individual pieces. We can use linear equations to model the pieces, however, this gives us an incomplete picture of the behavior of these systems. Eventually, we run up against the need to model these systems using non-linear equations, most of them are unsolvable. But many of the pioneers in chaos discovered that graphing these equations using feedback loops allowed them to look

at pictures of these systems, and we are beginning to understand much more about them using these graphs.

Chaotic Systems:
Chaos theory can be studies in systems that are complex as well as those that are relatively simple. The calculations involved in chaos are repetitive, boring and number in millions that's why computers are used for such calculations. Therefore, the computer is our telescope while studying chaos. Before advancing into the more precocious and advanced areas of chaos, it is necessary to touch on the basic principle that adequately describes Chaos Theory, the Butterfly Effect. The Butterfly Effect was vaguely understood centuries ago as Small variations in initial condition result in huge, dynamic transformations in concluding events. The graphs of what seem to be identical, dynamic systems appear to diverge as time goes on until all resemblance disappears. Perhaps the most identifiable symbol linked with the Butterfly Effect is the famed Lorenz Attractor. Edward Lorenz, a curious meteorologist, was looking for a way to model the action of the chaotic behavior of a gaseous system. Hence, he took a few equations from the physics field of fluid dynamics, simplified them, and got the following three-dimensional system:

dx/dt=delta*(y-x) dy/dt=r*x-y-x*z dz/dt=x*y-b*z

Delta represents the "Prandtl number," the ratio of the fluid viscosity of a substance to its thermal conductivity; however, one does not have to know the exact value of this constant; hence, Lorenz simply used 10. The variable "r" represents the difference in temperature between the top and bottom of the gaseous system. The variable "b" is the width to height ratio of the box that is being used to hold the gas in the gaseous system. Lorenz used 8/3 for this variable. The resultant x of the equation represents the rate of rotation of the cylinder, "y" represents the difference in temperature at opposite sides of the cylinder, and the variable "z" represents the deviation of the system from a linear, vertical graphed line representing temperature. If one were to plot the three differential equations on a three-dimensional plane, using the help of a computer of course, no geometric structure or even complex curve would appear; instead, a weaving object known as the Lorenz Attractor appears. Because the system never exactly repeats itself, the trajectory never intersects itself. Instead it loops around forever. The following Lorenz Attractor was generated by running data through a 4th-order Runge-Kutta fixed-timestep integrator with a step of .0001, printing every 100th data point. It ran for 100 seconds, and only took the last 4096 points. The original parameters were a =16, r =45, and b = 4 for the following equations (similar to the original Lorenz equations):

x'=a(y-x) y'=rx-y-xz z'=xy-bz

The initial position of the projectory was (8,8,14). When the points were generated and graphed, the Lorenz Attractor was produced in 3-D:

The attractor will continue weaving back and forth between the two wings, its motion seemingly random, its very action mirroring the chaos which drives the process. Lorenz had obviously made an immense breakthrough in not only chaos theory, but in life. Lorenz had proved that complex, dynamical systems show order, but they never repeat. Since our world is classified as a dynamical, complex system, our lives, our weather, and our experiences will never repeat; however, they should form patterns. Lorenz did a follow-up experiment in order to support his previous conclusions. He established an experiment that was quite simple; it is known today as the Lorenzian Waterwheel. Lorenz took a waterwheel; it had about eight buckets spaced evenly around its rim with a small hole at the bottom of each. The entire system was placed under a waterspout. A slow, constant stream of water was propelled from the waterspout; hence, the waterwheel began to spin at a fairly constant rate. Lorenz decided to increase the flow of water, and, as predicted in his Lorenz Attractor, an

interesting phenomenon arose. The increased velocity of the water resulted in a chaotic motion for the waterwheel. The waterwheel would revolve in one direction as before, but then it would suddenly jerk about and revolve in the opposite direction. The filling and emptying of the buckets was no longer synchronized; the system was now chaotic. Lorenz observed his mysterious waterwheel for hours, and, no matter how long he recorded the positions and contents of the buckets, there was never and instance where the waterwheel was in the same position twice. The waterwheel would continue on in chaotic behavior without ever repeating any of its previous conditions. A graph of the waterwheel would resemble the Lorenz Attractor. The extending and folding of chaotic systems give strange attractors, such as the Lorenz Attractor, the distinguishing characteristic of a non-integral dimension. This non-integral dimension is most commonly referred to as a fractal dimension.

Fractals:
Mathematically, fractals are pictures that result from iterations of nonlinear equations, usually in a feedback loop. Using the output value for the next input value, a set of points is produced. Graphing these points produces images. Again, by creating a vast number of points using computers to generate those points, mathematicians discovered these wonderfully complex images which were called fractals, a term coined by Benoit Mandelbrot, one of the first to discover and examine these images. Two important properties of fractals are: self-similarity fractional dimensions Self-similarity means that at every level, the fractal image repeats itself. Sierpinski's Triangle demonstrates this quite well: a triangle within smaller triangles within smaller triangles within ever smaller triangles, on and on. Many shapes in nature display this same quality of self-similarity. Clouds, ferns, coastlines, mountains, etc. all possess this feature.

Fractional dimension means that a shape is neither 1, nor 2, nor 3 dimensional, but actually may fall between these numbers, being composed of fractions. Mandelbrot calculated that fractals have a fractional dimension between 1 and 2. By studying fractals, mathematicians have a whole new geometry for describing the universe, beyond the boundaries of Euclidean geometry. In addition to the famous Sierpenski Triangle, the Koch Snowflake is also a well noted, simple fractal image. To construct a Koch Snowflake, begin with a triangle with sides of length 1. At the middle of each side, add a new triangle one-third the size; and repeat this process for an infinite amount of iterations. The length of the boundary is 3 X 4/3 X 4/3 X 4/3...-infinity. However, the area remains less than the area of a circle drawn around the original triangle. What this means is that an infinitely long line surrounds a finite area. The end construction of a Koch Snowflake resembles the coastline of a shore.

Some other fractals are shown below:

The above are called Julia set of fractals while the followings are Mandelbrot fractals:

It is now established that fractals are quite real and incredible; however, what do these newly discovered objects have to do with real life? Is there a purpose behind these fascinating images? The answer is a somewhat surprising yes. Homer Smith, a computer engineer of Art Matrix, once said, "If you like fractals, it is because you are made of them. If you can't stand fractals, it's because you can't stand yourself." Fractals make up a large part of the biological world. Clouds, arteries, veins, nerves, parotid gland ducts, and the bronchial tree all show some type of fractal organization. In addition, fractals can be found in regional distribution of pulmonary blood flow, pulmonary alveolar structure, regional myocardial blood flow heterogeneity, surfaces of proteins, mammographic parenchymal pattern as a risk for breast cancer, and in the distribution of arthropod body lengths.

Applications of Chaos Theory:

Everyone always wants to know one thing about new discoveries----what good are those? First and foremost, chaos theory is a theory. As such, much of it is of use more as scientific background than as direct applicable knowledge. Chaos theory is great as a way of looking at events which happen in the world differently from the more traditional strictly deterministic view which has dominated science from Newtonian times. Instead of a traditional X-Y plot, scientists can now interpret phase-space diagrams which--rather than describing the exact position of some variable with respect to time--represents the overall behavior of a system. Instead of looking for strict equations conforming to statistical data, we can now look for dynamic systems with behavior similar in nature to the statistical data--systems, that is, with similar Attractors. Chaos theory provides a sound framework with which to develop scientific knowledge. However, this is not to say that chaos theory has no applications in real life. Chaos theory techniques have been used to model biological systems, which are of course some of the most chaotic systems imaginable. Systems of dynamic equations have been used to model everything from population growth to epidemics to arrhythmic heart palpitations. In fact, almost any chaotic system can be readily modeled--the stock market provides trends that can be analyzed with strange Attractors more readily than with conventional explicit equations. Nowadays, Chaotic phenomenon is used for military operations too. The world is working on the transmission of military signals using chaotic models that would make it very difficult to be captured. Fractal image compression techniques are still under research, but promise such amazing results as 600:1 graphic compression ratios. The movie special effects

industry would have much less realistic clouds, rocks, and shadows without fractal graphic technology. The first consumer product to exploit chaos theory was produced in 1993 by Goldstar Co. in the form of a revolutionary washing machine. A chaotic washing machine! The washing machine is based on the principle that there are identifiable and predictable movements in nonlinear systems. The new washing machine was designed to produce cleaner and less tangled clothes. The key to the chaotic cleaning process can be found in a small pulsator that rises and falls randomly as the main pulsator rotates. The new machine was surprisingly successful. However, Daewoo, a competitor of Goldstar claims that they first started commercializing chaos theory in their "bubble machine" which was released in 1990. The "bubble machine" was the first to use the revolutionary "fuzzy logic circuits." These circuits are capable of making choices between zero and one, and between true and false. Hence, the "fuzzy logic circuits" are responsible for controlling the amount of bubbles, the turbulence of the machine, and even the wobble of the machine. Indeed, chaos theory is very much a factor in today's consumer world market. Perhaps even more important than stock market chaos and predictability is Solar system chaos. Astronomers and cosmologists have known for quite some time that the solar system does not "run with the precision of a Swiss watch." Inabilities occur in the motions of Saturn's moon Hyperion, gaps in the asteroid belt between Mars and Jupiter, and in the orbit of the planets themselves. For centuries astronomers tried to compare the solar system to a gigantic clock around the sun; however, they found that their equations never actually predicted the real planets' movement. It is easy to understand how two bodies will revolve around a common center of gravity. However, what happens when a third, fourth, fifth or infinite number of gravitational attractions are introduced? The vectors become infinite and the system becomes chaotic. This prevents a definitive analytical solution to the equations of motion. Even with the advanced computers that we have today, the long-term calculations are far too lengthy. Stephen Hawking once said, "If we find the answer to that (the universe), it would be the ultimate triumph of human reason-for then we would know the mind of God. From a signal processing perspective, an issue of paramount importance is the reconstruction of dynamics from measurements made on a single coordinate of the system. We can use chaotic models for the prediction of next samples in any model. For chaos, such prediction can only be short-term. If we try to predict long-term values in any chaotic system then it would not be of any use because the error associated with that would be very high. The practical example of such prediction is weather prediction. The applications of chaos theory are infinite; seemingly random systems produce patterns of spooky understandable irregularity. From the Mandelbrot set to turbulence to feedback and strange Attractors; chaos appears to be everywhere. Understanding chaos is 'understanding life' as we know it.

Conclusion:
The natural world has always had a chaotic way about it. We can find chaos theory everywhere around us: in simple pendulum, stock market, solar system, weather forecasting, image processing, biological systems, human bodyand so on. Chaotic systems are not random. They may appear to be. They have some simple defining features that they are deterministic that means they have something determining their behavior. Chaotic systems are very sensitive to the initial conditions which means that a very slight change in the starting point can lead to enormously different outcomes. This makes the system fairly unpredictable. Chaos systems never repeat but they always have some order. Most of the systems we find in the world predicted by classical physics are the exceptions. In this world of order, chaos rules! There is a strong link between chaos and fractals. Fractal geometry is the geometry that describes the chaotic systems we find in nature. Fractals are a language, a way to describe geometry. Euclidean geometry is a description of lines, circles, triangles, and so on. Fractal geometry is described in algorithms- a set of instructions on how to create the fractal. Computers translate the instructions into the magnificent patterns, we see as fractal images. Fractals are self-similar and possess fractional dimensions. Clouds, ferns, coastlines, mountains, veins, nerves, parotid gland ducts, etc. all possess these features. "If you like fractals, it is because you are made of them. If you can't stand fractals, it's because you can't stand yourself." Chaos theory and fractal are everywhere. We find them around us, with us and even in us. We study these chaotic systems using basic principles of recursion or a set of differential equations modeling a physical system. The applications of Chaos theory can be found in biological systems, solar system, stock market, weather predictions, signal processing, and many more. In signal processing, chaotic systems can be modeled using fractals. We can apply concepts of fractal dimensions that means that we could use 2.5th past value for our analysis. To calculate a precise model and hence predict a value, we need to have a good approximation of the number of delays or lags needed which can be fractional in fractal theory. In terms of the computations, the time series must be large enough for estimating the Attractor dimensions and the Liaponov exponents and computing the delay coordinate map. That is the implementation problem with chaos systems / models that we need to have a very large time series that in turn increases the number of computations required. Chaos theory is a new way of thinking about what we have. It gives us a new concept of measurements and scales. It looks at the universe in an entirely different way not in Newtonian way but in chaotic way, not using Euclidean geometry but using fractal geometry. Benoit Mandelbrot said, "Clouds are not spheres, mountains are not cones, coastlines are not circles, and bark is not smooth, nor does lightning travel in straight line." Understanding chaos is understanding life as we know it. "However, if we do discover a complete theory, it should in time be understandable in broad principle by everyone, not just a few scientists. Then we shall all, philosophers,

scientists, and just ordinary people, be able to take part in the discussion of the question of why it is that we and the universe exist." Stephen Hawking

References:
Edward Ott, Chaos in Dynamical Systems, Cambridge University Press, 1993. Michael Tabor, Chaos and Integrability in Nonlinera Dynamics (An Introduction), John-Willy & Sons, Inc. 1989.

____, Characteristics of a Chaotic Process, IEEE Signal Processing Magazine, vol. 1, pp. 30-31, March 1996. Getteys, Keller & Skove, Physics, McGraw-Hill, Inc. 1994. Manus J. Donahua III, Chaos Theory and Fractal Phenomena, Internet. Some other documents from Internet.

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