Predictability of Chaotic Dynamics


Book Description

This book is primarily concerned with the computational aspects of predictability of dynamical systems - in particular those where observations, modeling and computation are strongly interdependent. Unlike with physical systems under control in laboratories, in astronomy it is uncommon to have the possibility of altering the key parameters of the studied objects. Therefore, the numerical simulations offer an essential tool for analysing these systems, and their reliability is of ever-increasing interest and importance. In this interdisciplinary scenario, the underlying physics provide the simulated models, nonlinear dynamics provides their chaoticity and instability properties, and the computer sciences provide the actual numerical implementation. This book introduces and explores precisely this link between the models and their predictability characterization based on concepts derived from the field of nonlinear dynamics, with a focus on the strong sensitivity to initial conditions and the use of Lyapunov exponents to characterize this sensitivity. This method is illustrated using several well-known continuous dynamical systems, such as the Contopoulos, Hénon-Heiles and Rössler systems. This second edition revises and significantly enlarges the material of the first edition by providing new entry points for discussing new predictability issues on a variety of areas such as machine decision-making, partial differential equations or the analysis of attractors and basins. Finally, the parts of the book devoted to the application of these ideas to astronomy have been greatly enlarged, by first presenting some basics aspects of predictability in astronomy and then by expanding these ideas to a detailed analysis of a galactic potential.







Chaos Detection and Predictability


Book Description

Distinguishing chaoticity from regularity in deterministic dynamical systems and specifying the subspace of the phase space in which instabilities are expected to occur is of utmost importance in as disparate areas as astronomy, particle physics and climate dynamics. To address these issues there exists a plethora of methods for chaos detection and predictability. The most commonly employed technique for investigating chaotic dynamics, i.e. the computation of Lyapunov exponents, however, may suffer a number of problems and drawbacks, for example when applied to noisy experimental data. In the last two decades, several novel methods have been developed for the fast and reliable determination of the regular or chaotic nature of orbits, aimed at overcoming the shortcomings of more traditional techniques. This set of lecture notes and tutorial reviews serves as an introduction to and overview of modern chaos detection and predictability techniques for graduate students and non-specialists. The book covers theoretical and computational aspects of traditional methods to calculate Lyapunov exponents, as well as of modern techniques like the Fast (FLI), the Orthogonal (OFLI) and the Relative (RLI) Lyapunov Indicators, the Mean Exponential Growth factor of Nearby Orbits (MEGNO), the Smaller (SALI) and the Generalized (GALI) Alignment Index and the ‘0-1’ test for chaos.




Long Range Predictability of High Dimensional Chaotic Dynamics


Book Description

This thesis concerns the long range prediction of high dimensional chaotic systems. To this end, I investigate the important relationship between predictability and non-uniformity of information loss throughout the state space of a chaotic system. I introduce a genetic algorithm to build predictive models by exploiting this nonuniformity. The algorithm searches for the regions of state space which remain most predictable for a given time into the future. I use the algorithm to investigate the predictability of both model chaotic systems and physical data from a fluid flow experiment.




Deep Learning in Multi-step Prediction of Chaotic Dynamics


Book Description

The book represents the first attempt to systematically deal with the use of deep neural networks to forecast chaotic time series. Differently from most of the current literature, it implements a multi-step approach, i.e., the forecast of an entire interval of future values. This is relevant for many applications, such as model predictive control, that requires predicting the values for the whole receding horizon. Going progressively from deterministic models with different degrees of complexity and chaoticity to noisy systems and then to real-world cases, the book compares the performances of various neural network architectures (feed-forward and recurrent). It also introduces an innovative and powerful approach for training recurrent structures specific for sequence-to-sequence tasks. The book also presents one of the first attempts in the context of environmental time series forecasting of applying transfer-learning techniques such as domain adaptation.




Chaos And Forecasting - Proceedings Of The Royal Society Discussion Meeting


Book Description

It is now generally recognised that very simple dynamical systems can produce apparently random behaviour. In the last couple of years, attention has turned to focus on the flip side of this coin: random-looking time series (or random-looking patterns in space) may indeed be the result of very complicated processes or “real noise”, but they may equally well be produced by some very simple mechanism (a low-dimensional attractor). In either case, a long-term prediction will be possible only in probabilistic terms. However, in the very short term, random systems will still be unpredictable but low-dimensional chaotic ones may be predictable (appearances to the contrary). The Royal Society held a two-day discussion meeting on topics covering diverse fields, including biology, economics, geophysics, meteorology, statistics, epidemiology, earthquake science and many others. Each topic was covered by a leading expert in the field. The meeting dealt with different basic approaches to the problem of chaos and forecasting, and covered applications to nonlinear forecasting of both artificially-generated time series and real data from context in the above-mentioned diverse fields. This book marks a rather special and rare occasion on which prominent scientists from different areas converge on the same theme. It forms an informative introduction to the science of chaos, with special reference to real data.




Predictability, Stability, and Chaos in N-Body Dynamical Systems


Book Description

The reader will find in this volume the Proceedings of the NATO Advanced Study Institute held in Cortina d'Ampezzo, Italy between August 6 and August 17, 1990 under the title "Predictability, Stability, and Chaos in N-Body Dynamical Systems". The Institute was the latest in a series held at three-yearly inter vals from 1972 to 1987 in dynamical astronomy, theoretical mechanics and celestial mechanics. These previous institutes, held in high esteem by the international community of research workers, have resulted in a series of well-received Proceedings. The 1990 Institute attracted 74 participants from 16 countries, six outside the NATO group. Fifteen series of lectures were given by invited speakers; additionally some 40 valuable presentations were made by the younger participants, most of which are included in these Proceedings. The last twenty years in particular has been a time of increasingly rapid progress in tackling long-standing and also newly-arising problems in dynamics of N-body systems, point-mass and non-point-mass, a rate of progress achieved because of correspondingly rapid developments of new computer hardware and software together with the advent of new analytical techniques. It was a time of exciting progress culminating in the ability to carry out research programmes into the evolution of the outer Solar 8 System over periods of more than 10 years and to study star cluster and galactic models in unprecedented detail.




Nonlinear Dynamics and Statistics


Book Description

This book describes the state of the art in nonlinear dynamical reconstruction theory. The chapters are based upon a workshop held at the Isaac Newton Institute, Cambridge University, UK, in late 1998. The book's chapters present theory and methods topics by leading researchers in applied and theoretical nonlinear dynamics, statistics, probability, and systems theory. Features and topics: * disentangling uncertainty and error: the predictability of nonlinear systems * achieving good nonlinear models * delay reconstructions: dynamics vs. statistics * introduction to Monte Carlo Methods for Bayesian Data Analysis * latest results in extracting dynamical behavior via Markov Models * data compression, dynamics and stationarity Professionals, researchers, and advanced graduates in nonlinear dynamics, probability, optimization, and systems theory will find the book a useful resource and guide to current developments in the subject.




Chaotic Dynamics


Book Description

This undergraduate textbook is a rigorous mathematical introduction to dynamical systems and an accessible guide for students transitioning from calculus to advanced mathematics. It has many student-friendly features, such as graded exercises that range from straightforward to more difficult with hints, and includes concrete applications of real analysis and metric space theory to dynamical problems. Proofs are complete and carefully explained, and there is opportunity to practice manipulating algebraic expressions in an applied context of dynamical problems. After presenting a foundation in one-dimensional dynamical systems, the text introduces students to advanced subjects in the latter chapters, such as topological and symbolic dynamics. It includes two-dimensional dynamics, Sharkovsky's theorem, and the theory of substitutions, and takes special care in covering Newton's method. Mathematica code is available online, so that students can see implementation of many of the dynamical aspects of the text.




Chaos


Book Description

Chaos: from simple models to complex systems aims to guide science and engineering students through chaos and nonlinear dynamics from classical examples to the most recent fields of research. The first part, intended for undergraduate and graduate students, is a gentle and self-contained introduction to the concepts and main tools for the characterization of deterministic chaotic systems, with emphasis to statistical approaches. The second part can be used as a reference by researchers as it focuses on more advanced topics including the characterization of chaos with tools of information theory and applications encompassing fluid and celestial mechanics, chemistry and biology. The book is novel in devoting attention to a few topics often overlooked in introductory textbooks and which are usually found only in advanced surveys such as: information and algorithmic complexity theory applied to chaos and generalization of Lyapunov exponents to account for spatiotemporal and non-infinitesimal perturbations. The selection of topics, numerous illustrations, exercises and proposals for computer experiments make the book ideal for both introductory and advanced courses. Sample Chapter(s). Introduction (164 KB). Chapter 1: First Encounter with Chaos (1,323 KB). Contents: First Encounter with Chaos; The Language of Dynamical Systems; Examples of Chaotic Behaviors; Probabilistic Approach to Chaos; Characterization of Chaotic Dynamical Systems; From Order to Chaos in Dissipative Systems; Chaos in Hamiltonian Systems; Chaos and Information Theory; Coarse-Grained Information and Large Scale Predictability; Chaos in Numerical and Laboratory Experiments; Chaos in Low Dimensional Systems; Spatiotemporal Chaos; Turbulence as a Dynamical System Problem; Chaos and Statistical Mechanics: Fermi-Pasta-Ulam a Case Study. Readership: Students and researchers in science (physics, chemistry, mathematics, biology) and engineering.