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Nonlinear system

In mathematics, a nonlinear system is a system which is not linear, i.e. a system which does not satisfy the superposition principle. Less technically, a nonlinear system is any problem where the variable(s) to be solved for cannot be written as a linear sum of independent components. A nonhomogenous system, which is linear apart from the presence of a function of the independent variables, is nonlinear according to a strict definition, but such systems are usually studied alongside linear systems, because they can be transformed to a linear system as long as a particular solution is known. Nonlinear problems are of interest to physicists and mathematicians because most physical systems are inherently nonlinear in nature.[citation needed] Physical examples of linear systems are not very common.[citation needed] Nonlinear equations are difficult to solve and give rise to interesting phenomena such as chaos. The weather is famously nonlinear, where simple changes in one part of the system produce complex effects throughout.

In mathematics, a linear function (or map) f(x) is one which satisfies both of the following properties: 1. Additivity: 2. Homogeneity: An equation written as is called linear if f(x) is linear (as defined above) and nonlinear otherwise. Note that x does not need to be a scalar (can be a vector, function, etc), and that C must not depend on x. The equation is called homogeneous if C = 0.

[edit] Nonlinear algebraic equations

Generally, nonlinear algebraic problems are often exactly solvable, and if not they usually can be thoroughly understood through qualitative and numeric analysis. As an example, the equation may be written as and is nonlinear because f(x) satisfies neither additivity nor homogeneity (the nonlinearity is due to the x2). Though nonlinear, this simple example may be solved exactly (via the quadratic formula) and is very well understood. On the other hand, the nonlinear equation

is not exactly solvable (see quintic equation), though it may be qualitatively analyzed and is well understood, for example through making a graph and examining the roots of f(x) C = 0.

[edit] Nonlinear recurrence relations

A nonlinear recurrence relation defines successive terms of a sequence as a nonlinear function of preceding terms. Examples of nonlinear recurrence relations are the logistic map and the relations that define the various Hofstadter sequences.

[edit] Nonlinear differential equations

Problems involving nonlinear differential equations are extremely diverse, and methods of solution or analysis are very problem dependent. One of the greatest difficulties of nonlinear problems is that it is not generally possible to combine known solutions into new solutions. In linear problems, for example, a family of linearly independent solutions can be used to construct general solutions through the superposition principle. A good example of this is one-dimensional heat transport with Dirichlet boundary conditions, the solution of which can be written as a time-dependent linear combination of sinusoids of differing frequencies, this makes solutions very flexible. It is often possible to find several very specific solutions to nonlinear equations, however the lack of a superposition principle prevents the construction of new solutions.

[edit] Ordinary differential equations

First order ordinary differential equations are often exactly solvable by separation of variables, especially for autonomous equations. For example, the nonlinear equation will easily yield u = (x + C) 1 as a general solution which happens to be simpler than the solution to the linear equation du / dx = u. The equation is nonlinear because it may be written as and the left-hand side of the equation is not a linear function of u and its derivatives. Note that if the u term were replaced with u, the problem would be linear (the exponential decay problem). Second and higher order ordinary differential equations (more generally, systems of nonlinear equations) rarely yield closed form solutions, though implicit solutions and solutions involving nonelementary integrals are encountered. Common methods for the qualitative analysis of nonlinear ordinary differential equations include:

Examination of any conserved quantities, especially in Hamiltonian systems. Examination of dissipative quantities (see Lyapunov function) analogous to conserved quantities.

Linearization via Taylor expansion. Change of variables into something easier to study. Bifurcation theory. Perturbation methods (can be applied to algebraic equations too).

[edit] Partial differential equations

The most common basic approach to studying nonlinear partial differential equations is to change the variables (or otherwise transform the problem) so that the resulting problem is simpler (possibly even linear). Sometimes, the equation may be transformed into one or more ordinary differential equations, as seen in the similarity transform or separation of variables, which is always useful whether or not the resulting ordinary differential equation(s) is solvable. Another common (though less mathematic) tactic, often seen in fluid and heat mechanics, is to use scale analysis to simplify a general, natural equation in a certain specific boundary value problem. For example, the (very) nonlinear Navier-Stokes equations can be simplified into one linear partial differential equation in the case of transient, laminar, one dimensional flow in a circular pipe; the scale analysis provides conditions under which the flow is laminar and one dimensional and also yields the simplified equation. Other methods include examining the characteristics and using the methods outlined above for ordinary differential equations.

[edit] Example: pendulum

Main article: Pendulum (mathematics) Illustration of a pendulum. Linearizations of a pendulum. A classic, extensively studied nonlinear problem is the dynamics of a pendulum. Using Lagrangian mechanics, it may be shown[1] that the motion of a pendulum can be described by the dimensionless nonlinear equation where gravity is "down" and is as shown in the figure at right. One approach to "solving" this equation is to use as an integrating factor, which would eventually yield which is an implicit solution involving an elliptic integral. This "solution" generally does not have many uses because most of the nature of the solution is hidden in the nonelementary integral (nonelementary even if C0 = 0). Another way to approach the problem is to linearize any nonlinearities (the sine function term in this case) at the various points of interest through Taylor expansions. For example, the linearization at = 0, called the small angle approximation, is

since for . This is a simple harmonic oscillator corresponding to oscillations of the pendulum near the bottom of its path. Another linearization would be at = , corresponding to the pendulum being straight up: since for . The solution to this problem involves hyperbolic sinusoids, and note that unlike the small angle approximation, this approximation is unstable, meaning that | | will usually grow without limit, though bounded solutions are possible. This corresponds to the difficulty of balancing a pendulum upright, it is literally an unstable state. One more interesting linearization is possible around = / 2, around which : This corresponds to a free fall problem. A very useful qualitative picture of the pendulum's dynamics may be obtained by piecing together such linearizations, as seen in the figure at right. Other techniques may be used to find (exact) phase portraits and approximate periods.

[edit] Metaphorical use

Engineers often use the term nonlinear to refer to irrational behavior, with the implication that the person who has become nonlinear is on the edge of losing control or even having a nervous breakdown.

[edit] Types of nonlinear behaviors

Indeterminism - the behavior of a system cannot be predicted. Multistability - alternating between two or more exclusive states. Aperiodic oscillations - functions that do not repeat values after some period (otherwise known as chaotic oscillations or chaos).

[edit] Examples of nonlinear equations

AC power flow model Ball and beam system Bellman equation for optimal policy Boltzmann transport equation General relativity Ginzburg-Landau equation Navier-Stokes equations of fluid dynamics Kortewegde Vries equation nonlinear optics nonlinear Schrdinger equation Richards equation for unsaturated water flow Robot unicycle balancing Sine-Gordon equation Landau-Lifshitz equation Ishimori equation

See also the list of non-linear partial differential equations

[edit] See also

Aleksandr Mikhailovich Lyapunov Dynamical system

[edit] Bibliography

Kreyszig, Erwin (1998). Advanced Engineering Mathematics. Wiley. ISBN 0-471-154962. Khalil, Hassan K. (2001). Nonlinear Systems. Prentice Hall. ISBN 0-13-067389-7. Diederich Hinrichsen and Anthony J. Pritchard (2005). Mathematical Systems Theory I Modelling, State Space Analysis, Stability and Robustness. Springer Verlag. ISBN 0-9783-540-441250. Sontag, Eduardo (1998). Mathematical Control Theory: Deterministic Finite Dimensional Systems. Second Edition. Springer. ISBN 0-387-984895.

1. ^ David Tong: Lectures on Classical Dynamics

[edit] References [edit] External links

A collection of non-linear models and demo applets (in Monash University's Virtual Lab) Command and Control Research Program (CCRP) New England Complex Systems Institute: Concepts in Complex Systems Nonlinear Dynamics I: Chaos at MIT's OpenCourseWare Nonlinear Models Nonlinear Model Database of Physical Systems (MATLAB) The Center for Nonlinear Studies at Los Alamos National Laboratory FyDiK Software for simulations of nonlinear dynamical systems [hide]


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Visual example of an attractor An attractor is a set to which a dynamical system evolves after a long enough time. That is, points that get close enough to the attractor remain close even if slightly disturbed. Geometrically, an attractor can be a point, a curve, a manifold, or even a complicated set with a fractal structure known as a strange attractor. Describing the attractors of chaotic dynamical systems has been one of the achievements of chaos theory. A trajectory of the dynamical system in the attractor does not have to satisfy any special constraints except for remaining on the attractor. The trajectory may be periodic or chaotic or of any other type.


1 Motivation 2 Mathematical definition

3 Types of attractors o 3.1 Fixed point o 3.2 Limit cycle o 3.3 Limit tori o 3.4 Strange attractor 4 Partial differential equations 5 Further reading 6 See also 7 External links 8 References

[edit] Motivation
A dynamical system is often described in terms of differential equations that describe its behavior for a short period of time. To determine the behavior for longer periods it is necessary to integrate the equations, either through analytical means or through iteration, often with the aid of computers. Dynamical systems in the physical world tend to be dissipative: if it were not for some driving force, the motion would cease. (Dissipation may come from internal friction, thermodynamic losses, or loss of material, among many causes.) The dissipation and the driving force tend to combine to kill out initial transients and settle the system into its typical behavior. This one part of the phase space of the dynamical system corresponding to the typical behavior is the attracting section or attractee. Invariant sets and limit sets are similar to the attractor concept. An invariant set is a set that evolves to itself under the dynamics. Attractors may contain invariant sets. A limit set is a set of points such that there exists some initial state that ends up arbitrarily close to the limit set (i.e. to each point of the set) as time goes to infinity. Attractors are limit sets, but not all limit sets are attractors: It is possible to have some points of a system converge to a limit set, but different points when perturbed slightly off the limit set may get knocked off and never return to the vicinity of the limit set. For example, the damped pendulum has two invariant points: the point x0 of minimum height and the point x1 of maximum height. The point x0 is also a limit set, as trajectories converge to it; the point x1 is not a limit set. Because of the dissipation, the point x0 is also an attractor. If there were no dissipation, x0 would not be an attractor.

[edit] Mathematical definition

Let f(t, ) be a function which specifies the dynamics of the system. That is, if s is an element of the phase space, i.e., s totally specifies the state of the system at some instant, then f(0, s) = s and for t>0, f(t, s) evolves s forward t units of time. For example, if our system is an isolated point particle in one dimension, then its position in phase space is given by (x,v) where x is the position

of the particle and v is its velocity. If the particle is not acted on by any potential (flies around freely) then dynamics is given by f(t,(x,v)) = (x+t*v,v). An attractor is a subset A of the phase space such that:

A is invariant under f; i.e., if s is an element of A then so is f(t,s), for all t. There is a neighborhood of A, B(A) called the basin of attraction for A, such that B(A) = { s | for all neighborhoods N of A there is a T such that for all t > T, f(t,s) N }. In other words, B(A) is the set of points that 'enter A in the limit'. There is no proper subset of A with the first two properties.

Since the basin of attraction is in a close neighborhood of A, i.e. contains an open set containing A, every state 'close enough' to A is attracted to A. Technically the notion of an attractor depends on the topology placed on the phase space, but normally the standard topology on n is assumed. Other definitions of attractor are sometimes used. For example, some require that an attractor have positive measure (preventing a point from being an attractor), others relax the requirement that B(A) be a neighborhood.

[edit] Types of attractors

Attractors are parts of the phase space of the dynamical system. Until the 1960s, as evidenced by textbooks of that era, attractors were thought of as being geometrical subsets of the phase space: points, lines, surfaces, volumes. The (topologically) wild sets that had been observed were thought to be fragile anomalies. Stephen Smale was able to show that his horseshoe map was robust and that its attractor had the structure of a Cantor set. Two simple attractors are the fixed point and the limit cycle. There can be many other geometrical sets that are attractors. When these sets (or the motions on them), are hard to describe, then the attractor is a strange attractor, as described in the section below.

[edit] Fixed point

A fixed point is a point that a system evolves towards, such as the final states of a falling pebble, a damped pendulum, or the water in a glass. It corresponds to a fixed point of the evolution function that is also attracting.

[edit] Limit cycle

See main article limit cycle A limit cycle is a periodic orbit of the system that is isolated. Examples include the swings of a pendulum clock, the tuning circuit of a radio, and the heartbeat while resting. The ideal pendulum is not an example because its orbits are not isolated. In phase space of the ideal

pendulum, near any point of a periodic orbit there is another point that belongs to a different periodic orbit. Van der Pol phase portrait

[edit] Limit tori

There may be more than one frequency in the periodic trajectory of the system through the state of a limit cycle. If two of these frequencies form an irrational fraction (i.e. they are incommensurate), the trajectory is no longer closed, and the limit cycle becomes a limit torus. We call this kind of attractor Nt-torus if there are Nt incommensurate frequencies. For example here is a 2-torus: A time series corresponding to this attractor is a quasiperiodic series: A discretely sampled sum of Nt periodic functions (not necessarily sine waves) with incommensurate frequencies. Such a time series does not have a strict periodicity, but its power spectrum still consists only of sharp lines.

[edit] Strange attractor

A plot of Lorenz's strange attractor for values =28, = 10, = 8/3 An attractor is informally described as strange if it has non-integer dimension or if the dynamics on it are chaotic. The term was coined by David Ruelle and Floris Takens to describe the attractor that resulted from a series of bifurcations of a system describing fluid flow. Strange attractors are often differentiable in a few directions, but some are like a Cantor dust, and therefore not differentiable. Examples of strange attractors include the Hnon attractor, Rssler attractor, Lorenz attractor, Tamari attractor.

[edit] Partial differential equations

Parabolic partial differential equations may have finite-dimensional attractors. The diffusive part of the equation damps higher frequencies and in some cases leads to a global attractor. The GinzburgLandau, the KuramotoSivashinsky, and the two-dimensional, forced NavierStokes equations are all known to have global attractors of finite dimension. For the three-dimensional, incompressible NavierStokes equation with periodic boundary conditions, if it has a global attractor, then this attractor will be of finite dimensions.

[edit] Further reading

Edward N. Lorenz (1996) The Essence of Chaos ISBN 0-295-97514-8 James Gleick (1988) Chaos: Making a New Science ISBN 0-140-09250-1

[edit] See also

Hyperbolic set Stable manifold Steady state Wada basin Great Attractor

[edit] External links

A gallery of trigonometric strange attractors A gallery of polynomial strange attractors Animated Pickover Strange Attractors Chaoscope, a 3D Strange Attractor rendering freeware Strange Attractor a DVD featuring Terence McKenna 1D, 2D and 3D of strange attractors, include Tamari Attractor Research abstract and software laboratory A java generator for strange attractors Online strange attractors generator

[edit] References
Wikimedia Commons has media related to: Attractor

David Ruelle and Floris Takens (1971). "On the nature of turbulence". Communications of Mathematical Physics 20: 167192. doi:10.1007/BF01646553. D. Ruelle (1981). "Small random perturbations of dynamical systems and the definition of attractors". Communications of Mathematical Physics 82: 137151. doi:10.1007/BF01206949. John Milnor (1985). "On the concept of attractor". Communications of Mathematical Physics 99: 177195. doi:10.1007/BF01212280. J. Milnor (main author) Attractor on scholarpedia. David Ruelle (1989). Elements of Differentiable Dynamics and Bifurcation Theory. Academic Press. ISBN 0-12-601710-7. Ruelle, David (August 2006). "What is...a Strange Attractor?" (PDF). Notices of the American Mathematical Society 53 (7): pp.764765. Retrieved on 2008-01-16. Ben Tamari (1997). Conservation and Symmetry Laws and Stabilization Programs in Economics. Ecometry ltd. ISBN 965-222-838-9.

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Galego Italiano Lietuvi Polski Portugus Scots Sicilianu Suomi Svenska This page was last modified on 20 July 2008, at 21:58. All text is available under the terms of the GNU Free Documentation License. (See Copyrights for details.) Wikipedia is a registered trademark of the Wikimedia Foundation, Inc., a U.S. registered 501(c)(3) tax-deductible nonprofit charity. Privacy policy About Wikipedia Disclaimers