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WHAT IS CHAOS?

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 WHAT IS CHAOS?
Sajid Iqbal1, Suhail Aftab Qureshi2 and Muhammad Shafiq3
1
Faculty of Engineering, University of Central Punjab, Lahore.
2
Department of Electrical Engineering, UET, Lahore.
3
College of Engineering, Islamia University, Bahwalpur.
sajid.iqbal@engg.ucp.edu.pk
ABSTRACT: - Chaos occurs widely in nonlinear
dynamical systems. It is an aperiodic behavior in
a deterministic system that shows sensitive
dependence on initial conditions. Chaotic system
exhibits apparently random and unpredictable
behavior. In a deterministic system starting from
an exactly known initial condition we can repeat
the sequence of outcomes as many times as we
feel like whereas in a random system the sequence
of the outcomes cannot be repeated. This new
science grounds understanding of order in
apparent randomness and simplicity in apparent
complexity.
Index terms: - Bifurcation, chaos, nonlinear
dynamics, strange attractor.
I. INTRODUCTION
Chaos is often a catchy name for nonlinear
dynamics. This term is used to explain the
apparently complex behavior of so called simple,
linear and well behaved systems. Chaotic behavior
looks erratic and almost random like the behavior
of system strongly influenced by external random
noise. The mathematical definition of chaos is
unpredictable long time behavior arising in a
deterministic dynamical system because of
sensitivity to initial conditions (popularly referred
to as the butterfly effect). Chaos theory is defined
as the qualitative study of unstable aperiodic
behavior in deterministic nonlinear dynamical
systems [1-2,6].
The chaos occurs in very simple systems that are
almost free of noise. Actually, these systems are
fundamentally “deterministic”; i.e., the precise
knowledge of initial conditions of the system
principally allows us to predict future behavior of
that system. Consequently chaos may be described
as a bounded, aperiodic, and noisy like oscillation:
a deterministic system appears to behave randomly
even though there is no random input. In unstable
nonlinear systems a variety of strange effects are
observed including subharmonics, quasiperiodic
oscillation, intermittency and chaotic behavior [1-
2].
1
A. Properties of Chaotic System
The chaotic dynamical systems must have the
following characteristics:
1. They must be sensitive to initial conditions.
2. Their periodic orbits must be dense.
3. They must be topologically mixing.
“Sensitivity to initial conditions” means that each
point in such a system is arbitrarily closely
approximated by other points with significantly
different future trajectories. Therefore, an
arbitrarily small perturbation of the current
trajectory may lead to significantly different future
behavior. “Topologically mixing” means that the
system will evolve over time so that any given
region or open set of its phase space will eventually
overlap with any other given region [1-2].
B. Importance of Chaos Theory
The scientists and engineers are absorbed by chaos
theory due to two reasons:
1. Chaos theory has provided theoretical and
experimental tools to categorise and
understand complex behavior that had
confused earlier theories.
2. Chaos is universal; it shows up in mechanical
oscillators, electric circuits, chemical reactions,
optical systems, nerve cells, lasers etc.
The chaotic behavior shows incredible qualitative
and quantitative universal properties. These
universal properties are independent of system
details. This universality means that what can be
learnt by studying the chaotic behavior of a
mechanical oscillator can be applied immediately
to understand the chaotic behavior of other systems
[3].
C. Nonlinear Dynamics
The word chaos is a catchphrase used to describe a
particularly complex behavior of dynamical
systems. Chaos is actually only one kind of
behavior exhibited by these systems.
 subsequent behavior of the system i.e., a system in
Subharmonics, quasiperiodicity are some other
which the later states of the system follow from, or
types. This field of science more generally called
are determined by, the earlier ones. Such a system
“Nonlinear dynamics” is the study of dynamical
contrasts with a “stochastic or random system” in
behavior (i.e., the behavior in time) of a nonlinear
which future states are not determined from
system. A nonlinear system is a system whose time
previous ones e.g., sequence of heads or tails of an
evolution equations (differential equations) are
unbiased coin, or radioactive decay [4].
nonlinear i.e., the variable in the equation appear in
a nonlinear form. Nonlinear systems have always
If a system is deterministic, this doesn’t necessarily
played an important role in the study of natural
imply that later states of the system are predictable
phenomena, but the last few decades have seen an
from knowledge of the earlier ones. In this way,
intensified interest and renewed vigour in nonlinear
chaos is similar to a random system. For example,
systems research [1-2].
chaos has been termed "deterministic chaos" since,
although it is determined by simple rules, its
The main reason for this growth is the recent
property of sensitive dependence on initial
availability of inexpensive computing power.
conditions makes a chaotic system, in practice,
Unlike linear systems, which have closed-form
largely unpredictable. Hence uunpredictable
solutions, few nonlinear systems possess closed-
behavior of deterministic system is called “chaos”.
form solutions and therefore, numerical techniques
The core of the problem is to harmonize this
play a crucial role in the process of finding and
underlying determinism with the apparent
analyzing nonlinear phenomenon. Before the
randomness [2,4].
advent of low cost computers, the ability to
perform nonlinear simulations was restricted to
II. HISTORY OF CHAOS
researchers with access to a large computing
facility; now, anyone with a personal computer
may simulate a nonlinear system [4]. The roots of chaos theory go back to Henry
Poincaré who tried to resolve an unresolved
problem of Newtonian Laplacian celestial
One of the elementary tenets of science is that
mechanics, the three body problem. In which he
deterministic systems are predictable: given the
found that there can be orbits which are
initial condition and the equations describing a
nonperiodic, and yet not forever increasing nor
system, the behavior of the system can be predicted
approaching a fixed point. Through this
for all time. The discovery of chaotic systems has
investigation Poincaré came to understand that
eliminated this viewpoint. Simply put, a chaotic
infinitely complicated behaviors could arise in
system is a deterministic system that demonstrates
simple nonlinear systems [1-2].
random behavior. Chaos also called “strange
behavior”, is currently one of the most exciting
topics in nonlinear systems research [2,4]. One of the earliest known experimental reports of
deterministic chaos occurred during 1927 in the
British scientific journal Science. The Dutch
D. Nonlinearity and Chaos
electrical engineer Balthasar van der Pol and his
colleague van der Mark, reported on the "irregular
Linear systems are never chaotic; for a dynamical
noise" heard in a telephone earpiece attached to an
system to display chaotic behavior it has to be
electronic tube circuit [1-2].
nonlinear. The basic element for understanding
chaos is the concept of nonlinearity. Nonlinear
Chaos theory stems, in part, from the work of
dynamics is concerned with the study of systems
Edward Lorenz of MIT, a meteorologist, who
whose time evolution equations are nonlinear. All
simulated weather patterns on a computer in 1960.
real systems are nonlinear at least to some extent.
Working with a computer having limited memory,
Some abrupt and dramatic changes in nonlinear
after viewing a particular pattern, he wanted to
systems may give rise to the complex behavior
recover the data and started the program again,
called chaos. The words, chaos and chaotic are
except he put in the values rounded off to 3 places
employed to describe the time behavior of a system
instead of the original 6. He was surprised to find a
when that behavior is aperiodic (it never exactly
completely different result on his computer. Lorenz
repeats) and is “apparently” random or noisy.
printed a paper about this subject called,
Beneath this apparent chaotic randomness is an
"Predictability: Does the Flap of a Butterfly's
order determined by the system equations.
Wings in Brazil Set off a Tornado in Texas?" and
Actually, most of the chaotic systems are
the title of “The Butterfly Effect” has remained [1-
completely deterministic [2,6].
2,6].
A system is deterministic if the above given
Actually the butterfly effect phenomenon was
guidelines in principle completely determine the
discovered by Lorenz during his investigation into

2
a system of coupled differential equations (1) used
as a simplified model of 2D thermal convection,
known as Rayleigh-Bernard convection. These
equations are now called the Lorenz equations are
given as:
dx
= σ(x − y)
dt
dy (1)
= − xz + rx − y
dt
dz
= xy − bz
dt
Where σ, r and b are dimensionless parameters.
Fig.1 above shows the Lorenz attractor. The orbit is
bounded but not periodic and but convergent.
Figure 1 Lorenz attractor
The two main components of chaos theory are the
ideas that systems - no matter how complex they
may be - rely upon an underlying order, and that
very simple or small systems and events can cause
very complex behaviors or events. This latter idea
is known as “sensitive dependence on initial
conditions”, a circumstance discovered by Edward
Lorenz. This sensitive dependence on initial
conditions is referred to as “The Butterfly Effect”
and it has spawned research over the last several
decades known variously as chaos theory,
complexity theory, stochastic processes etc [2,6].
Mitchell Feigenbaum notably discovered the
universality in chaos (order in disorder), permitting
an application of chaos theory to many different
phenomena. He looked deeply into turbulence, the
home of strange attractors, and saw universality.
He showed that period doubling is the normal way
that order breaks down into chaos. He calculated
universal numbers which represent ratios in the
scale of transition points that occur during the
process of period doubling. These ratios are now
called “Feigenbaum numbers” [1-2].
However, the term “chaos” was introduced by
Tien-Yien and James A. Yorke in a 1975 paper
entitled “Period Three Implies Chaos”. Without
doubt this paper did much to spread the concept.
The main catalyst for the development of chaos
3
theory was the computer. Much of the mathematics
of chaos theory involves the repeated iteration of
simple mathematical formulas, which would be
impractical to do by hand. Computers made these
repeated calculations practical, while figures and
images made it possible to visualize these systems.
[2].
III. QUANTIFYING CHAOS
It can be difficult to tell from data whether a
physical or other observed process is random or
chaotic, because in practice no time series consists
of “pure signal”. There will always be some form
of corrupting noise, even if it is present as round-
off or truncation error. Thus any real time series,
even if mostly deterministic, will contain some
randomness. Mathematicians have devised many
additional ways to make quantitative statements
about chaotic systems. These include: fractal
dimension of the attractor, Lyapunov exponents,
recurrence plots, Poincaré maps, bifurcation
diagrams, and transfer operator.
IV. CHAOS IS EVERYWHERE
Examples of deterministic systems that exhibit
chaos include the atmosphere, the solar system,
plate tectonics, turbulent fluids, population growth,
power electronic circuits etc. But still there is more,
chaos thrives in a myriad of areas e.g., biology,
computer science, economics, engineering, finance,
mathematics, meteorology, philosophy, physics,
politics, psychology, stock market and robotics and
in future chaos theory will be applied in more fields
[1-2, 4].
A. Logistic Equation
The logistic equation (2) also called the “Verhulst
model” is given by the equation:
xn +1 = rxn (1 − xn ) (2)
Where r is a parameter representing growth rate
and xn is the variable at the nth iteration and n is the
running variable. This is a model of population
growth first published by Pierre François Verhulst.
The discrete version of the logistic equation is
known as the “logistic map”. The logistic map is a
polynomial mapping, often cited as an archetypal
example of how complex, chaotic behavior can
arise from very simple nonlinear dynamical
equations (it is simply a function, f, on the phase
space that gives the next state, f (z) (the image), of
the system given its current state, z. In the notation
z' = f (z), the prime means the next point, not the
derivative.) It was popularized in a seminal paper
by the biologist Robert May [1-2].
The logistic map is a non-invertible map i.e., the
map can be iterated forward in time with each xn
leading to a unique subsequent value xn+1, the
reverse is not true. It is also called “iterated map
function” as it maps one value of x, say x0 , into
another value of x that we call x1. By repeatedly
iterating the logistic map, various kinds of
behaviors can be observed. The sequence of
iterated solutions to the map is called a “trajectory”
as well as “orbit” [1].
B. Bifurcation Diagram of Logistic Map
A bifurcation is a qualitative change in the
dynamics that occurs as a system parameter is
changed. A bifurcation diagram shows the possible
long term values a variable of a system can obtain
as function of a parameter of the system. An
example is the bifurcation diagram of the logistic
map. In this case, the parameter r is shown on the
horizontal axis of the plot and the vertical axis
shows the density of the possible long term
population values of the logistic function [1-2].
Fig. 2 Bifurcation Diagram
Fig. 2 above shows that for r less than one, all the
points are plotted at zero. Zero is the one point
attractor for r less than 1. For r between 1 and 3, we
still have one point attractors, but the 'attracted'
value of x increases as r increases, at least to r = 3.
Bifurcations occur at r = 3, r = 3.45, 3.54, 3.564,
3.569 (approx.), etc., until just beyond 3.57, where
the multiple unstable periodic oscillations, which
means chaotic behavior. A small change in r can
make a stable system chaotic, and vice versa. This
sequence is called the "period doubling route to
chaos" [1].
The period doubling sequence occurred through the
bifurcation (splitting into two) of the previous fixed
points when they become unstable. It nicely shows
the forking of the possible periods of stable orbits
from 1 to 2 to 4 to 8 etc. This splitting is known as
“Pitchfork Bifurcation’. At each period doubling
bifurcation point the previously stable attracting
4
periodic fixed point becomes unstable and two new
stable fixed points emerge. This equation
demonstrates how deterministic systems (the stable
outcomes) can, when pushed, produce
unpredictable and chaotic outcomes. At higher
values of r (3.5-4) the system demonstrates
sensitive dependence on initial conditions that is,
minor changes in the value of r results in markedly
different outcomes [1].
An interesting feature of this diagram is that as the
periods go to infinity, r remains finite. When r is
greater than approximately 3.57, the orbits become
chaotic. Hence this bifurcation diagram
demonstrates a nice example of the importance of
chaos theory in even very simple nonlinear
systems. Bifurcation diagram is the basic tool of
studying the change in system behavior in response
to the variation of system parameters [2].
V. ATTRACTORS
The orbit of the logistic map is attracted through
repeated iterations towards the orbit whether it is
periodic or chaotic. The “attractor” is the set of
points approached by the orbit as the number of
iterations increases to infinity i.e., it is the
equilibrium solution to which the system
converges. If the system settles down to a periodic
orbit, then it is said to have a “periodic attractor”
e.g., periodic-1 attractor, periodic-2 attractor or
periodic-4 attractor and so on. If on the other hand
the system behaves chaotically with an aperiodic
orbit, then it is said to have a “chaotic attractor”
more commonly referred to as a “strange attractor”.
A strange attractor contains an infinite number of
points bounded within a definite region of the state
space (an attractor with fractal dimension); the
resulting behavior is called “chaos”. Thus chaos is
a bounded aperiodic behavior of a system. In short,
the attractors are the pinnacle and origin of chaos
[1-2].
As Lorenz was the first person to chance upon a
strange attractor, he noticed that for certain ranges
of a parameter, the trajectories starting from very
close initial conditions diverge fast and lead to
entirely different future states. This is called
“sensitive dependence on initial conditions” that is
a hallmark of chaos and the key property of chaotic
systems [3].
This sensitivity has a very important implication.
Much of the study of dynamical systems is
propelled by the necessity of predicting future
states of the system. But sensitive dependence on
initial conditions in chaotic systems renders
prediction impossible beyond a short period of
time. The reason is that initial conditions cannot be
measured or specified with infinite accuracy.
 Minuscule errors in defining initial conditions do
not matter in stable periodic systems, for orbits
starting from slightly different initial conditions do
not diverge exponentially. But in a chaotic
attractor, arbitrarily close states diverge
exponentially and prediction becomes impossible
unless the initial conditions are known with infinite
information and specified with infinite accuracy
that is impossible. In brief, two nearby starting
points can evolve into two entirely uncorrelated
trajectories. Hence the final state is unpredictable
even though the system is deterministic [5].

VI. CONCLUSIONS

Chaos theory has become a very broad theory that

is used to study everything from the stock market,
to rioting crowds to brain waves during epilepsy. It
rose like a wave and crashed upon the sciences
from physics to meteorology. The availability of
cheaper, more powerful computers has broadened
the applicability of chaos theory. Currently, chaos
theory continues to be a very active area of
research, involving many different disciplines. This
universality has made chaos a truly
interdisciplinary field of study.

REFERENCES
[1] Paul S Addison. Fractals and Chaos. An
illustrated course. IOP Publishing Limited.
1997.
[2] Robert C. Hilborn. Chaos and Nonlinear
Dynamics. An Introduction for Scientists and
Engineers. Oxford University Press. 1994.
[3] D. C. Hamill, S. Banerjee and G. C.
Verghese, “Chapter 1: Introduction,”
Nonlinear Phenomena in Power Electronics,
edited by S. Banerjee and G. C. Verghese,
New York. IEEE Press, 2001. pp. 1-20.
[4] Thomas S. Parker and Leon O. Chua,
“Chaos: A Tutorial for Engineers”, IEEE
Proceedings 75 (8), 1987. pp 982-1008.
[5] S. Banerjee, “Chapter 3: Basics of
Bifurcation and Chaos Theory,” Nonlinear
Phenomena in Power Electronics, edited by
S. Banerjee and G. C. Verghese, New York,
IEEE Press, 2001. . pp. 53-110.
[6] Edward N. Lorenz. The Essence of Chaos.
Washington University Press. 1993.

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