FRACTAL CHARACTERIZATION OF EVOLVING TRAJECTORIES OF DUFFING OSCILLATOR
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ISSN: 2277-3754
ISO 9001:2008 Certified International Journal of Engineering and Innovative Technology (IJEIT)
Volume 4, Issue 10, April 2015
165
Abstract— In this paper we study various attractors of Duffing
map. We apply 0-1 test and Dynamic Lyapunov Indictor to
distinguish between periodic and chaotic behavior of various
attractors of Duffing map. For different set of values of
parameters of this map chaotic attractors are drawn and
corresponding plots of Lyapunov exponents and Dynamic
Lyapunov Indicator have been obtained. We evaluate 0-1 test
parameters in each case and compare the results obtained from
0-1 test parameter, Lyapunov exponent, and Dynamic Lyapunov
indicator.
Index Terms— 0-1 test, Duffing map, Dynamic Lyapunov
indicator, Lyapunov exponents.
I. INTRODUCTION
Since the discovery of chaotic dynamics in weather
systems by Lorenz in 1963 expansive interest by researchers
has demonstrated the presence of chaotic dynamics in
multitude of natural and man-made systems in almost all
sphere of life. A chaotic system is a highly complex dynamic
nonlinear system and its response exhibits sensitivity to the
initial conditions. The sensitive nature of chaotic systems is
commonly called as the butterfly effect. Chaos theory has
been applied to a variety of fields such as physical systems,
chemical reactors, secure communication etc.
To distinguish between chaotic and periodic motion there
are several methods. The most common tests are Lyapunov
exponent [12] and maximal Lyapunov exponent [10]. Fast
Lyapunov Indicator [6], Smaller Alignment Index [1] and
Dynamic Lyapunov Indicator [15] are some other tests that
have been used. The 0-1 test was first suggested by
Melbourne and Gottwald [7-8]. Gottwald and Melbourne [9]
have presented a theoretical justification of the test. The 0-1
test is universally applicable test which yields 0 for regular
motion and 1 for chaotic motion and which is easy to apply to
any continuous and discrete dynamical system. The test has
been applied to many systems like the two dimensional map
of a bouncing ball system by Litak, Budhraja and Saha [13],
where the authors confirmed the results by the calculation of
maximal Lyapunov exponent. Other systems where the test
has been applied are strange non-chaotic attractor by Dawes
and Freeland [4], where the authors concluded that the test
performs extremely well. Also the test has been applied on
nonlinear dynamical system including fractional order
dynamical system by Hui and Cong-Xu [11]. Plasma is a
highly complex system exhibiting a rich variety of nonlinear
dynamical phenomena. Chowdhury, Iyenger and Lahiri [3],
have applied the 0-1 test to the time series obtained from a
glow discharge plasma experiment, and it is found to be very
effective and simpler than the estimation of the largest
lyapunov exponent. The universal technique to examine the
nature of motion in deterministic systems is to calculate
maximal Lyapunov exponent but Falconer, Gottwald,
Melbourne and Wormnes [5] have analyzed data coming
from an experimental set up of a bipolar motor in an
alternating magnetic field and they investigated the
performance of 0-1 test. Budhraja [2] have also applied 0-1
test to Peter-de-Jong map and the author concluded that the
0-1 test can be regarded as a good indicator of chaotic or
periodic/quasi-periodic motion.
Dynamic Lyapunov Indicator (DLI) was suggested by
Saha and Budhraja [14]. The authors applied DLI to various
attractors of Gumowski Mira map and compared the results
with those obtained using fast Lyapunov Indicator (FLI),
Smaller Alignment Index (SALI). Yuasa and Saha [15]
studied Burger’s map, Chirikov map, and bouncing ball
dynamics using DLI. They have also compared the results
with FLI, SALI and 0-1 test. They concluded that DLI
provides a clear picture for identification of regular and
chaotic motion for all these maps. Deleanu [16 ] analyzed the
behavior of the 2-D Lozi map, the 2-D predator prey map and
the 3-D Lorentz BD map with the help of DLI and results
were found satisfactory. DLI was applied to Duffing map and
Ikeda map and results were compared to SALI and FLI by
Saha and Tehri [17] and DLI exhibits same results as SALI
and FLI. Saha and Sharma [18] applied DLI to the food chain
system and the results have been quite satisfactory.
In this paper we study the application of DLI and 0-1 test to
various attractors of Duffing map. The scheme of the paper is
as follows –in Section II we explain in detail the application
of 0-1 test, in Section III we explain the Dynamic Lyapunov
Indicator .In Section IV we plot the various attractors of
Duffing map, the plot of Lyapunov characteristic exponents,
the plots of DLI and obtain the 0-1 test parameters.
II. THE 0-1 TEST [2]
Consider a sequence of scalar output data Ø(n).
Choose c >0 and define
, n = 1, 2, 3, … (1)
Now calculate the total mean square displacement:
,
and the asymptotic growth rate
Attractors of Duffing Map: Application of DLI
and 0-1 Test Aysha Ibraheem, Narender Kumar
Department of Mathematics, University of Delhi, Delhi-110007, India.
Associate Professor, Department of Mathematics, Aryabhatta College, University of Delhi, New
Delhi-110021, India.
ISSN: 2277-3754
ISO 9001:2008 Certified International Journal of Engineering and Innovative Technology (IJEIT)
Volume 4, Issue 10, April 2015
166
,
To avoid negative values of K , we may as well take
.
If the behavior of p(n) is asymptotically Brownian i.e. the
underlying dynamics is chaotic , then M(n) grows linearly in
time ; whereas if the behavior of p(n) is bounded(as in case of
periodic and Quasi periodic motion),then M(n) is also
bounded.
The asymptotic growth rate K of M(n) is then numerically
determined by means of linear regression of log(M(n)) versus
log(n). The main advantages of the test are:
1. The origin and nature of the data fed into the diagnostic
system (1) is irrelevant for the test.
2. The method is independent of the scalar observed and
almost any choice of c will serve. 3. The dimension of the underlying dynamical system does
not pose any practical limitations on the method as in the case
for traditional methods involving phase space reconstruction.
The only conditions which are necessary to be met while
working with the 0-1 test are:
1. Initial transients should have died out so that the
trajectories are on (or close to) the attractor at the time zero.
2. The time series is long enough to allow for asymptotic
behavior of p(n).
3. It is necessary that the data is essentially stationary as well
as deterministic.
III. DYNAMIC LYAPUNOV INDICATOR [15]
The dynamic Lyapunov indicator is defined by the largest
value estimated from all eigen value of Jacobian matrix J
such that
of the examined map for all discrete times. We plot the
largest eigen value at every time step of the evolving
Jacobian matrix and we observe that these eigenvalues form a
definite pattern for regular motion and are distributed
randomly for chaotic orbits.
IV. DUFFING MAP– APPLICATION OF DLI AND 0-1
TEST
There are two main types of dynamical systems:
differential equations and iterated maps(also called
difference equation). Differential equation describes the
continuous time evolution of the system, whereas difference
equation describes the discrete time evolution of the system.
The Duffing map is a discrete time dynamical system. It is an
example of a dynamical system that exhibits chaotic
behavior. The Duffing map takes a point (xn, yn) in the plane
and maps it to a new point given by,
=
Now, we will apply the 0-1 test and DLI to Duffing map.
For different values of parameters a and b, attractors of
Duffing map are drawn and corresponding Lyapunov
exponents have been obtained. Figure 1(a) shows the
attractor for parameters a = 2.77, b = 0.1. The value of K =
0.807058. Figure 1(b) shows the Lyapunov exponents are all
positive, indicating chaos. Figure 1(c) shows the plot of DLI
for this attractor. The value of K, DLI and positive Lyapunov
exponents are all in agreement.
1.5 1.0 0.5 0.0 0.5 1.0 1.5
1.5
1.0
0.5
0.0
0.5
1.0
1.5
1 (a)
1000 1050 1100 1150 1200 1250 1300
0.728
0.729
0.730
0.731
0.732
0.733
0.734
n
LC
E
LCE
1 (b)
0 200 400 600 800 1000
1
2
3
4
5
6
1 (c)
Figure 2(a) shows the attractor for parameters a = 2.77,
b = 0.3, and the value of K comes out to be 0.01042 which
shows regular motion. Figure 2(b) shows LCE and
Figure 2(c) shows DLI plot for this attractor. Negative
Lyapunov exponent, value of K near to 0 and regular DLI all
indicate regular motion.
ISSN: 2277-3754
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Volume 4, Issue 10, April 2015
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0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4
0.4
0.6
0.8
1.0
1.2
1.4
2 (a)
1000 1050 1100 1150 1200 1250 1300
0.270
0.269
0.268
0.267
n
LC
E
LCE
2 (b)
0 200 400 600 800 1000
0.5
1.0
1.5
2.0
2.5
3.0
2 (c)
Figures 3(a), (b) and (c) are respectively plots of attractor
and Lyapunov exponent and DLI for parameters a = 2.77,
b = 0.1. Here, K = 0.9377 which is very near to 1. The value
of K, positive Lyapunov exponents and randomly distributed
DLI’s indicate chaos.
2 1 0 1 2
2
1
0
1
2
3 (a)
1000 1050 1100 1150 1200 1250 1300
0.820
0.822
0.824
0.826
0.828
n
LC
E
LCE
3 (b)
0 200 400 600 800 1000
2
4
6
8
3 (c)
Figures 4(a), (b) and (c) show respectively the attractor for
parameters a = 2.75, b = 0.4, the LCE and the DLIs. The value
of K = 0.01008, which shows regular motion, also well
indicated by negative LCE and regular DLIs.
0.0 0.5 1.0 1.5 2.0
0.0
0.5
1.0
1.5
2.0
4 (a)
1000 1050 1100 1150 1200 1250 1300
0.2200
0.2198
0.2196
0.2194
n
LC
E
LCE
4 (b)
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0 200 400 600 800 1000
1.0
1.5
2.0
2.5
4 (c)
Figure 5(a) shows the attractor for parameters a = 2.77,
b = 0.01 for which the value of K = 0.89290 which is near to
1. Figure 5(c) shows Irregular pattern of DLI, 5(b) shows positive Lyapunov exponents which leads to same result.
1.5 1.0 0.5 0.0 0.5 1.0 1.5
1.5
1.0
0.5
0.0
0.5
1.0
1.5
5 (a)
1000 1050 1100 1150 1200 1250 1300
0.776
0.778
0.780
0.782
0.784
0.786
0.788
n
LC
E
LCE
5 (b)
0 200 400 600 800 1000
0
1
2
3
4
5
6
5 (c)
Figure 6(a), (b) and (c) shows the attractor for parameters
a = 2.88, b = 0.005, Lyapunov exponents and DLI
respectively. The value of K = 1.02742 and the results are in agreement
1.5 1.0 0.5 0.0 0.5 1.0 1.52
1
0
1
2
6(a)
1000 1050 1100 1150 1200 1250 1300
0.874
0.876
0.878
0.880
0.882
n
LC
E
LCE
6 (b)
0 200 400 600 800 1000
2
4
6
8
6(c)
V. CONCLUSION
We conclude that the DLI is quite efficient in analyzing
various types of motions in Duffing map and it can be
regarded as a good indicator of chaotic and periodic motion
with its prediction being comparable with that of Lyapunov
exponent and 0-1 test parameter K. It exhibits satisfactory
results for various attractors of Duffing map. As we see that
in cases (1), (3), (5), (6), irregular pattern of DLI shows
chaotic motion, and the same results are also obtained from
positive Lyapunov exponents and value of 0-1 test parameter
K which is very near to 1, and in case (2) and (4), definite
pattern of DLI shows regular motion and the results are in
agreement with negative Lyapunov exponents and value of K
which is very near to 0.It is important to verify this to other
discrete and continuous systems also.
ISSN: 2277-3754
ISO 9001:2008 Certified International Journal of Engineering and Innovative Technology (IJEIT)
Volume 4, Issue 10, April 2015
169
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AUTHOR BIOGRAPHY
Aysha Ibraheem is a research scholar in the Department of Mathematics,
University of Delhi, Delhi-110007 doing her Ph.D. under the supervision of
Dr. Mridula Budhraja and Professor Ayub Khan (Co-supervisor). Her main
area of research is Non-Linear Dynamical System and Chaos Control.
Narender Kumar is presently working as an associate professor in the
Department of Mathematics, Aryabhatta College, University of Delhi, New
Delhi-110021. He has done his Ph.D. in September, 2008 from University of
Delhi, Delhi under the supervision of Prof. (Mrs.) Davinder Bhatia and
Prof. S.C. Arora. His title of Ph.D. thesis is “Vector Optimization Involving
n-Set Functions” He has published a total of 7 research papers.