Dynamics and Chaos

[UTC2715/UTS2707] Decoding Complexity

Edition 2023
Today’s plan
1. Dynamics
§ Introduction
§ Malthusian Theory – A simple example on dynamical thinking
§ Population Dynamics
2. Logistic Map/Model
§ Iterative Function
§ A Model of Population growth
3. Chaos and Butterfly Effect
§ Bifurcations
§ Examples of Chaos
Dynamics
Dynamics is the study of how systems change over time

Examples:
§ Planetary Dynamics
§ Crowd Dynamics
§ Financial Dynamics
§ Social Dynamics
§ Population Dynamics
Dynamics
The Solar System (Planets are moving and changing positions over time)
Dynamics
The Solar System (Planets are moving and changing positions over time)

The Human Heart (Heart is beating regularly; if it is at rest, we have a

problem.)
Dynamics
The Solar System (Planets are moving and changing positions over time)

The Human Heart (Heart is beating regularly; if it is at rest, we have a

problem.)

Stock Market (Participants are buying and selling. Prices change almost
instantaneously.)
Dynamical Systems Theory

Dynamical Systems Theory is a set of tools and concepts for

describing dynamics

Mathematics of how systems change over time

§ Iterative functions
§ Calculus
§ Differential Equations
Population Dynamics

● Thomas Malthus: Malthusian Theory of Population

● An Essay on the Principle of Population (1798)
Population Dynamics

● Thomas Malthus: Malthusian Theory of Population

● An Essay on the Principle of Population (1798)

Population and Food Supply

Populations grow in geometric
progression {2, 4, 8, 16, 32, 64, 128}
Food Supply grow in arithmetic
progression {2, 4, 6, 8, 10, 12, 14}
Malthusian Theory of Population

Preventative Solutions: Population Control

§ Family Planning
§ Late Marriages
§ Birth Control
§ Celibacy
Malthusian Theory of Population

Preventative Solutions: Population Control

Criticisms of Malthusian Theory
§ Populations have not grown geometrically as Malthus theorize.
§ Food supply has increased substantially due to advancement in technology.
Malthusian Theory of Population

Preventative Solutions: Population Control

Criticisms of Malthusian Theory
Malthusian Trap
§ Advancements will lead to higher production and higher population which then lead to
shortages.
Model thinking

“All models are wrong but some are useful.” George Box
Model thinking

“All models are wrong but some are useful.” George Box

§ Analogical thinking/ Suggest analogies

Model thinking

“All models are wrong but some are useful.” George Box

§ Analogical thinking/ Suggest analogies

§ Explain
Model thinking

“All models are wrong but some are useful.” George Box

§ Analogical thinking/ Suggest analogies

§ Explain
§ Illuminate core dynamics
Model thinking

“All models are wrong but some are useful.” George Box

§ Analogical thinking/ Suggest analogies

§ Explain
§ Illuminate core dynamics
§ Illuminate core uncertainties
Model thinking

“All models are wrong but some are useful.” George Box

§ Analogical thinking/ Suggest analogies

§ Explain
§ Illuminate core dynamics
§ Illuminate core uncertainties
§ Expose prevailing wisdom
Model thinking

“All models are wrong but some are useful.” George Box

§ Analogical thinking/ Suggest analogies

§ Explain
§ Illuminate core dynamics
§ Illuminate core uncertainties
§ Expose prevailing wisdom
§ Disciplined logical reasoning
Model thinking

“All models are wrong but some are useful.” George Box

§ Analogical thinking/ Suggest analogies

§ Explain
§ Illuminate core dynamics
§ Illuminate core uncertainties
§ Expose prevailing wisdom
§ Disciplined logical reasoning
§ Reveal the apparently simple (complex) to be complex (simple)
Model thinking

“All models are wrong but some are useful.” George Box

§ Analogical thinking/ Suggest analogies

§ Explain
§ Illuminate core dynamics
§ Illuminate core uncertainties
§ Expose prevailing wisdom
§ Disciplined logical reasoning
§ Reveal the apparently simple (complex) to be complex (simple)
§ Predict?
Iteration

Input (x) - Function - Output

Population Dynamics

N - population
N(0) - initial population
N(1) - population at period 1
N(2) - population at period 2
r - growth rate

N(1) = rN(0)
N(2) = rN(1)
N(t+1) = rN(t)
Population Dynamics
Chaos & Butterfly Effect

“A butterfly flapping its wings can cause a typhoon halfway around the world.”

Chaos – Seemingly random behavior with sensitive dependence on initial conditions.

Chaos & Butterfly Effect

“A butterfly flapping its wings can cause a typhoon halfway around the world.”

Chaos – Seemingly random behavior with sensitive dependence on initial conditions.

Butterfly effect - The sensitive dependence on initial conditions in which a small

change in one state of a deterministic nonlinear system can result in large
differences in a later state.
Chaos & Butterfly Effect

“A butterfly flapping its wings can cause a typhoon halfway around the world.”

Chaos – Seemingly random behavior with sensitive dependence on initial conditions.

Butterfly effect - The sensitive dependence on initial conditions in which a small

change in one state of a deterministic nonlinear system can result in large
differences in a later state.

Examples of Chaos
§ Weather and climate
§ Population growth and dynamics
§ Financial Data
Determinism & Prediction

“We may regard the present state of the

universe as the effect of its past and the cause
of its future. An intellect which at a certain
moment would know all forces that set nature in
motion, and all positions of all items of which
nature is composed, if this intellect were also
vast enough to submit these data to analysis, it
would embrace in a single formula the
movements of the greatest bodies of the
universe and those of the tiniest atom; for such
an intellect nothing would be uncertain and the
future just like the past would be present before
its eyes.”
Pierre-Simon Laplace
Chaos

“If we knew exactly the laws of nature and the

situation of the universe at the initial moment, we
could predict the exactly the situation of the
same universe at a succeeding moment. But
even if it were the case that the natural laws had
no longer any secret for us, we could still only
know the initial condition approximately.... It may
happen that small differences in the initial
conditions produce very great ones in the final
phenomena. A small error in the former will
produce an enormous error in the later.
Prediction becomes impossible, and we have
the fortuitous phenomena.”
Henri Poincare
Chaos

Chaotic systems are fundamentally

unpredictable
Chaos

Chaotic systems are fundamentally

unpredictable

Many chaotic systems have ‘universal’

properties
Chaos

Chaotic systems are fundamentally

unpredictable

Many chaotic systems have ‘universal’

properties

Property: Period
Doubling Route to Chaos
increasing r -> period 2 ->
period 4 -> period 8 -> …
Chaos

Examples of chaos in nature:

§ Dripping faucets
§ Weather climate
§ Financial markets
§ Brain activity
§ Heart activity
§ Population growth and dynamics
Chaos. Population dynamics

“The nonlinearities that are inherent in simple models for the regulation of plant and animal
populations can lead to chaotic dynamics.”

“Complex dynamics — including chaos — is likely to be pervasive in population biology and

population genetics even in seemingly simple situations.”

“Superimposed environmental noise, in heterogeneous natural settings, will usually complicate

the dynamics, making it unlikely that population data will exhibit elegant properties (such as
universalities in period doubling) associated with the underlying maps.”
Chaos. Controlling cardiac chaos

“The realization that many apparently random phenomena are actually examples of
deterministic chaos offers a better way to understand complex systems. Phenomena that
have been shown to be chaotic include the transition to turbulence in fluids, many
mechanical vibrations, irregular oscillations in chemical reactions, the rise and fall of
epidemics, and the irregular dripping of a faucet. Several studies have argued that
certain cardiac arrhythmias are instances of chaos.”

Garfinkel, Alan, et al. "Controlling cardiac chaos." Science 257.5074 (1992): 1230-1235.
Chaos. Controlling cardiac chaos

“The extreme sensitivity to initial conditions that chaotic systems display makes them unstable
and unpredictable. Yet that same sensitivity also makes them highly susceptible to control,
provided that the developing chaos can be analyzed in real time and that analysis is then used
to make small control interventions. This strategy has been used here to stabilize cardiac
arrhythmias induced by the drug ouabain in rabbit ventricle. By administering electrical stimuli
to the heart at irregular times determined by chaos theory, the arrhythmia was converted to
periodic beating.”

Garfinkel, Alan, et al. "Controlling cardiac chaos." Science 257.5074 (1992): 1230-1235.
Chaos. Simple mathematical models with very
complicated dynamics

“The fact that the simple and deterministic equation (logistic map) can possess dynamical
trajectories which look like some sort of random noise has disturbing practical implications. It
means, for example, that apparently erratic fluctuations in the census data for an animal
population need not necessarily betoken either the vagaries of an unpredictable environment
or sampling errors; they may simply derive from a rigidly deterministic population growth
relationship... in the chaotic regime, arbitrarily close initial conditions can lead to trajectories
which, after a sufficiently long time, diverge widely. This means that, even if we have a simple
model in which all the parameters are determined exactly, long-term prediction is nevertheless
impossible.”
Robert May
Chaos. Simple mathematical models with very
complicated dynamics
“The elegant body of mathematical theory pertaining to linear systems... tends to dominate
even moderately advanced University courses... The mathematical intuition so developed ill
equips the student to confront the bizarre behavior exhibited by the simplest of discrete
nonlinear systems... Yet such nonlinear systems are surely the rule, not the exception outside
the physical sciences.”

“Such study (logistic map) would greatly enrich the student’s intuition about nonlinear
systems.”

“In the everyday world of politics and economics, we would all be better off if more people
realized that simple nonlinear systems do not necessarily possess simple dynamical
properties.”
Dynamics and Chaos
Simple deterministic rules can result in chaotic, unpredictable behavior.
Dynamics and Chaos
Simple deterministic rules can result in chaotic, unpredictable behavior.

(Nonlinear) Dynamics gives us a set of concepts to describe complex

behavior.
Dynamics and Chaos
Simple deterministic rules can result in chaotic, unpredictable behavior.

(Nonlinear) Dynamics gives us a set of concepts to describe complex

behavior.

From the study of dynamics

Chaos: Seemingly random behavior with sensitive dependence to initial conditions
Dynamics and Chaos
Simple deterministic rules can result in chaotic, unpredictable behavior.

(Nonlinear) Dynamics gives us a set of concepts to describe complex

behavior.

From the study of dynamics

Chaos: Seemingly random behavior with sensitive dependence to initial conditions

There are fundamental limits to prediction.

Dynamics and Chaos
There are universal properties in chaos (‘order in chaos’)
Dynamics and Chaos
There are universal properties in chaos (‘order in chaos’)
§ Period doubling route to chaos
§ Bifurcation Diagram
Dynamics and Chaos
There are universal properties in chaos (‘order in chaos’)
§ Period doubling route to chaos
§ Bifurcation Diagram

Chaotic systems are ‘everywhere’

Dynamics and Chaos
There are universal properties in chaos (‘order in chaos’)
§ Period doubling route to chaos
§ Bifurcation Diagram

Chaotic systems are ‘everywhere’

§ Population
§ Biology
§ Weather
§ Economics/Markets
Model Thinkings
Logistic Map is a simplified model of population growth.
Resulted in breakthroughs in scientific understanding of determinism,
order, randomness, and unpredictability
Model Thinkings
Logistic Map is a simplified model of population growth.
Resulted in breakthroughs in scientific understanding of determinism,
order, randomness, and unpredictability

Ideal models – simple models (to study via math and computers) that
capture fundamental properties of complex systems
Ideal models play a central role in the science of complex systems.
Before next class, please

1. Reflect/write on 1-3 significant aspects that you have learnt in

this seminar
Few lines per aspect
To be done by the end of the week
Peruse the reflections of your peers, discuss these aspects in
a non-judgmental way
Before next class, please

2. Exercise:
Reading
1. Veritasium on logistic map:
https://www.youtube.com/watch?v=ovJcsL7vyrk&ab_channel=Veritasium

2. Mitchell, Melanie. Complexity: A Guided Tour. Oxford University Press, Oxford

[England]; New York; 2009. Chapter 2.
§ Available in NUS Library (e-version)
Most importantly, please
have some rest and
Happy Lunar New Year!
Thanks and see you next
Thursday