(chaos theory)

1.

(chaos) ?




X X

(random) (order)
(psuedo-random number
generator)
(simulation)
(random number)
(psuedo-random number)

X(n+1) = c X (n) mod m

1
 X(n) n c m mod
5 mod 3 2 (5 3 2)

X(0) (seed)
(initial condition)

()
1

1) (nonlinearly)
f
f(x+y) = f(x)+f(y)
()

2) ( deterministic probabilistic)

(randomness)

chaos deterministic chaos

3) (sensitivity to initial conditions)

(butterfly effect)
()
()
1
6

2

(exponential)

4) (long-term prediction is impossible)

3



(Laplace)

(short-term prediction)

(self similarity) (fractal)
(phase
space)


( 1,500


)

2. ?

(
)

3

3
-

1)



(time-series data)
(santafe Research Institute)

(peak load) ( )
()

2)




( 1/f)

( fuzzy theory
)

3) -

(control engineering)

4


(NASA)
ISEE-3

(encryption)
(optimization) (global optimum)
(local optimum)

3.

(Mandelbrot)
1960

( MIT Press)

(efficient market)


(Random Walk)

5

(
)




2

4.

()

Ervin Laszlo

(bifurcation) (

2
5

6
)

2000 .

(chaos)
chaos

7
5.

1) Kl Aihara and R. Katayama, Chaos Engineering in Japan, Communications of

the ACM, Vol 38 No 1, November 1995 (
)
2) W. Ditto and T. Munakata, Principles and Applications of Chaotic Systems,
Communications of the ACM, Vol 38 No 1, November 1995 (
)
3) J. Gleick, Chaos: Making a New Science, Penguin, 1987 (
popular
science )
4) D. Gulick, Encouter with chaos, McGraw-Hill, 1992 (

5) B. LeBaron, Chaos and Nonlinear Forcastability in Economics and Finance,
Proc. Of the Royal Society, forthcoming, (
)
6) Nonlinear Science FAQ, (
)
7) Fractal FAQ, (
)
8) , ,
, 2537 (

)
9) , 2000 ,
2000, , 2537 (

)