26 December 2023

Systems Thinking: On Periodicity (Quotes)

"Since a given system can never of its own accord go over into another equally probable state but into a more probable one, it is likewise impossible to construct a system of bodies that after traversing various states returns periodically to its original state, that is a perpetual motion machine." (Ludwig E Boltzmann, "The Second Law of Thermodynamics", [Address to a Formal meeting of the Imperial Academy of Science], 1886)

"Finite systems of deterministic ordinary nonlinear differential equations may be designed to represent forced dissipative hydrodynamic flow. Solutions of these equations can be identified with trajectories in phase space. For those systems with bounded solutions, it is found that nonperiodic solutions are ordinarily unstable with respect to small modifications, so that slightly differing initial states can evolve into considerably different states. Systems with bounded solutions are shown to possess bounded numerical solutions. (Edward N Lorenz, "Deterministic Nonperiodic Flow", Journal of the Atmospheric Science 20, 1963)

"Now, the main problem with a quasiperiodic theory of turbulence (putting several oscillators together) is the following: when there is a nonlinear coupling between the oscillators, it very often happens that the time evolution does not remain quasiperiodic. As a matter of fact, in this latter situation, one can observe the appearance of a feature which makes the motion completely different from a quasiperiodic one. This feature is called sensitive dependence on initial conditions and turns out to be the conceptual key to reformulating the problem of turbulence." (David Ruelle, "Chaotic Evolution and Strange Attractors: The statistical analysis of time series for deterministic nonlinear systems", 1989)

"All physical objects that are 'self-similar' have limited self-similarity - just as there are no perfectly periodic functions, in the mathematical sense, in the real world: most oscillations have a beginning and an end (with the possible exception of our universe, if it is closed and begins a new life cycle after every 'big crunch' […]. Nevertheless, self-similarity is a useful  abstraction, just as periodicity is one of the most useful concepts in the sciences, any finite extent notwithstanding." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"Clearly, however, a zero probability is not the same thing as an impossibility; […] In systems that are now called chaotic, most initial states are followed by nonperiodic behavior, and only a special few lead to periodicity. […] In limited chaos, encountering nonperiodic behavior is analogous to striking a point on the diagonal of the square; although it is possible, its probability is zero. In full chaos, the probability of encountering periodic behavior is zero." (Edward N Lorenz, "The Essence of Chaos", 1993)

"The description of the evolutionary trajectory of dynamical systems as irreversible, periodically chaotic, and strongly nonlinear fits certain features of the historical development of human societies. But the description of evolutionary processes, whether in nature or in history, has additional elements. These elements include such factors as the convergence of existing systems on progressively higher organizational levels, the increasingly efficient exploitation by systems of the sources of free energy in their environment, and the complexification of systems structure in states progressively further removed from thermodynamic equilibrium." (Ervin László et al, "The Evolution of Cognitive Maps: New Paradigms for the Twenty-first Century", 1993) 

"There is no question but that the chains of events through which chaos can develop out of regularity, or regularity out of chaos, are essential aspects of families of dynamical systems [...]  Sometimes [...] a nearly imperceptible change in a constant will produce a qualitative change in the system’s behaviour: from steady to periodic, from steady or periodic to almost periodic, or from steady, periodic, or almost periodic to chaotic. Even chaos can change abruptly to more complicated chaos, and, of course, each of these changes can proceed in the opposite direction. Such changes are called bifurcations." (Edward Lorenz, "The Essence of Chaos", 1993)

"As with subtle bifurcations, catastrophes also involve a control parameter. When the value of that parameter is below a bifurcation point, the system is dominated by one attractor. When the value of that parameter is above the bifurcation point, another attractor dominates. Thus the fundamental characteristic of a catastrophe is the sudden disappearance of one attractor and its basin, combined with the dominant emergence of another attractor. Any type of attractor static, periodic, or chaotic can be involved in this. Elementary catastrophe theory involves static attractors, such as points. Because multidimensional surfaces can also attract (together with attracting points on these surfaces), we refer to them more generally as attracting hypersurfaces, limit sets, or simply attractors." (Courtney Brown, "Chaos and Catastrophe Theories", 1995)

"In addition to dimensionality requirements, chaos can occur only in nonlinear situations. In multidimensional settings, this means that at least one term in one equation must be nonlinear while also involving several of the variables. With all linear models, solutions can be expressed as combinations of regular and linear periodic processes, but nonlinearities in a model allow for instabilities in such periodic solutions within certain value ranges for some of the parameters." (Courtney Brown, "Chaos and Catastrophe Theories", 1995)

"Chaos appears in both dissipative and conservative systems, but there is a difference in its structure in the two types of systems. Conservative systems have no attractors. Initial conditions can give rise to periodic, quasiperiodic, or chaotic motion, but the chaotic motion, unlike that associated with dissipative systems, is not self-similar. In other words, if you magnify it, it does not give smaller copies of itself. A system that does exhibit self-similarity is called fractal. [...] The chaotic orbits in conservative systems are not fractal; they visit all regions of certain small sections of the phase space, and completely avoid other regions. If you magnify a region of the space, it is not self-similar." (Barry R Parker, "Chaos in the Cosmos: The stunning complexity of the universe", 1996)

"In colloquial usage, chaos means a state of total disorder. In its technical sense, however, chaos refers to a state that only appears random, but is actually generated by nonrandom laws. As such, it occupies an unfamiliar middle ground between order and disorder. It looks erratic superficially, yet it contains cryptic patterns and is governed by rigid rules. It's predictable in the short run but unpredictable in the long run. And it never repeats itself: Its behavior is nonperiodic." (Steven Strogatz, "Sync: The Emerging Science of Spontaneous Order", 2003)

"The existence of equilibria or steady periodic solutions is not sufficient to determine if a system will actually behave that way. The stability of these solutions must also be checked. As parameters are changed, a stable motion can become unstable and new solutions may appear. The study of the changes in the dynamic behavior of systems as parameters are varied is the subject of bifurcation theory. Values of the parameters at which the qualitative or topological nature of the motion changes are known as critical or bifurcation values." (Francis C Moona, "Nonlinear Dynamics", 2003)

"A moderate amount of noise leads to enhanced order in excitable systems, manifesting itself in a nearly periodic spiking of single excitable systems, enhancement of synchronized oscillations in coupled systems, and noise-induced stability of spatial pattens in reaction-diffusion systems." (Benjamin Lindner et al, "Effects of Noise in Excitable Systems", Physical Reports. vol. 392, 2004)

"A typical control goal when controlling chaotic systems is to transform a chaotic trajectory into a periodic one. In terms of control theory it means stabilization of an unstable periodic orbit or equilibrium. A specific feature of this problem is the possibility of achieving the goal by means of an arbitrarily small control action. Other control goals like synchronization and chaotization can also be achieved by small control in many cases." (Alexander L Fradkov, "Cybernetical Physics: From Control of Chaos to Quantum Control", 2007)

"In parametrized dynamical systems a bifurcation occurs when a qualitative change is invoked by a change of parameters. In models such a qualitative change corresponds to transition between dynamical regimes. In the generic theory a finite list of cases is obtained, containing elements like ‘saddle-node’, ‘period doubling’, ‘Hopf bifurcation’ and many others." (Henk W Broer & Heinz Hanssmann, "Hamiltonian Perturbation Theory (and Transition to Chaos)", 2009)

"In fact, contrary to intuition, some of the most complicated dynamics arise from the simplest equations, while complicated equations often produce very simple and uninteresting dynamics. It is nearly impossible to look at a nonlinear equation and predict whether the solution will be chaotic or otherwise complicated. Small variations of a parameter can change a chaotic system into a periodic one, and vice versa." (Julien C Sprott, "Elegant Chaos: Algebraically Simple Chaotic Flows", 2010)

"The main defining feature of chaos is the sensitive dependence on initial conditions. Two nearby initial conditions on the attractor or in the chaotic sea separate by a distance that grows exponentially in time when averaged along the trajectory, leading to long-term unpredictability. The Lyapunov exponent is the average rate of growth of this distance, with a positive value signifying sensitive dependence (chaos), a zero value signifying periodicity (or quasiperiodicity), and a negative value signifying a stable equilibrium." (Julien C Sprott, "Elegant Chaos: Algebraically Simple Chaotic Flows", 2010)

"In dynamical systems, a bifurcation occurs when a small smooth change made to the parameter values (the bifurcation parameters) of a system causes a sudden 'qualitative' or topological change in its behaviour. Generally, at a bifurcation, the local stability properties of equilibria, periodic orbits or other invariant sets changes." (Gregory Faye, "An introduction to bifurcation theory", 2011)

"Chaos is just one phenomenon out of many that are encountered in the study of dynamical systems. In addition to behaving chaotically, systems may show fixed equilibria, simple periodic cycles, and more complicated behaviors that defy easy categorization. The study of dynamical systems holds many surprises and shows that the relationships between order and disorder, simplicity and complexity, can be subtle, and counterintuitive." (David P Feldman, "Chaos and Fractals: An Elementary Introduction", 2012)

"A limit cycle is an isolated closed trajectory. Isolated means that neighboring trajectories are not closed; they spiral either toward or away from the limit cycle. If all neighboring trajectories approach the limit cycle, we say the limit cycle is stable or attracting. Otherwise the limit cycle is unstable, or in exceptional cases, half-stable. Stable limit cycles are very important scientifically - they model systems that exhibit self-sustained oscillations. In other words, these systems oscillate even in the absence of external periodic forcing." (Steven H Strogatz, "Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering", 2015)

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