MA354

MA354 1.1 Dynamical Systems MODELING CHANGE

Modeling Change: Dynamical Systems A dynamical system is a changing system. Definition Dynamic: marked by continuous and productive activity or change (Merriam Webster)

Historical Context • the term ‘dynamical system’ originated from the field of Newtonian mechanics • the evolution rule was given implicitly by a relation that gives the state of the system only a short time into the future. system: x1, x2, x3, … (states as time increases) Implicit relation: xn+1 = f(xn) 17th century Source: Wikipedia

Dynamical Systems Cont. • To determine the state for all future times requires iterating the relation many times—each advancing time a small step. • The iteration procedure is referred to as solving the system or integrating the system. Source: Wikipedia

Dynamical Systems Cont. • Once the system can be solved, given an initial point it is possible to determine all its future points • Before the advent of fast computing machines, solving a dynamical system was difficult in practice and could only be accomplished for a small class of dynamical systems. Source: Wikipedia

A Classic Dynamical System The double pendulum The model tracks the velocities and positions of the two masses. Evidences rich dynamical behavior, including chaotic behavior for some parameters. Motion described by coupled ODEs. Source: math.uwaterloo Source: Wikipedia

The Double Pendulum Chaotic: sensitive dependence upon initial conditions These two pendulums start out with slightly different initial velocities. Source: math.uwaterloo

State and State Space • A dynamical system is a system that is changing over time. • At each moment in time, the system has a state. The state is a list of the variables that describe the system. • Example: Bouncing ball State is the position and the velocity of the ball

State and State Space • Over time, the system’s state changes. We say that the system moves through state space • The state space is an n-dimensional space that includes all possible states. • As the system moves through state space, it traces a path called its trajectory, orbit, or numerical solution.

Dimension of the State Space • n-dimensional • As n increases, the system becomes more complicated. • Usually, the dimension of state space is greater than the number of spatial variables, as the evolution of a system depends upon more than just position – for example, it may also depend upon velocity.

The double pendulum State space: 4 dimensional (What are the static parameters of the system?) What are the 4 changing variables (state variables) that the system depends upon? Must completely describe the system at time t.

Modeling Change: Dynamical Systems From your book: ‘Powerful paradigm’

Modeling Change: Dynamical Systems Powerful paradigm: future value = present value + change equivalently: change = future value – current value

Modeling Change: Dynamical Systems Powerful paradigm: future value = present value + change equivalently: change = future value – current value change = current value – previous value

Modeling Change: Dynamical Systems Difference equation: describes change (denoted by ∆) equivalently: change = future value – current value change=future value-present value  = xn+1 – xn

Describing Change(Discrete verses Continuous) • Discrete description: Difference Equation • Continuous description: Differential Equation

Inplicit Equations Since dynamical systems are defined by defining the change that occurs between events, they are often defined implicitly rather than explicitly. (Example: differential equations describe how the function is changing, rather than the function explicitly)

Explicit Verses Implicit Equations • Implicit Expression: • Explicit Expression:

Explicit Verses Implicit Equations • Implicit Expression: • Explicit Expression: To find the nth term, you must calculate the first (n-1) terms. To find the nth term, you simply plug in n and make a single computation.

Explicit Verses Implicit Equations • Implicit Expression: • Explicit Expression: To find the nth term, you must calculate the first (n-1) terms. First 10 terms: {1,1,2,3,5,8,13,21,34,55} To find the nth term, you simply plug in n and make a single computation.

Explicit Verses Implicit Equations • Implicit Expression: • Explicit Expression: To find the nth term, you must calculate the first (n-1) terms. First 10 terms: {1,1,2,3,5,8,13,21,34,55} To find the nth term, you simply plug in n and make a single computation. First 10 terms: {1,1,2,3,5,8,13,21.0,34.0,55.0}

Example • Given the following sequence, find the explicit and implicit descriptions:

Some Examples of Implicit Relations • A(k+1) = A (k)*A (k) • A(k) = 5 • A(k+2) = A (k) + A (k+1) Constant Sequence Fibonacci Sequence

Exercise I Generate the first 5 terms of the sequence for rule I given that A (1)=1. • A(k+1)=A (k)*A (k)

Exercise I Generate the first 3 terms of the sequence for rule I given that A (1)=3. • A(k+1)=A (k)*A (k)

Exercise II Generate the first 5 terms of the sequence for rule II. II. A(k)=5

Exercise III Generate the first 5 terms of the sequence for rule III given that A (1)=1 and A (2)=1. III. A(k+2)=A (k)+A (k+1)

Class Project: Dynamical System in Excel In groups of 3, we’ll create a dynamical system using the “fill down” function in Excel. • In groups, decide on an interesting dynamical system that is described by a simple rule for the state at time t+1 that only depends upon the current state. (Markov Chain) Describe your system to the class. • Model your dynamical system in Excel by producing the states of the system in a table where columns describe different states and rows correspond to different times. (You may need to modify your system in order to implement it in Excel.)

MA354 Difference Equations (Homework Problem Example)

… consider a sequence A={a0, a1, a2,…} The set of first differences is a0= a1 – a0 , a1= a2 – a1 , a2= a3 – a1, … where in particular the nth first difference is an+1= an+1 – an.

Homework Assignment 1.1 • Problems 1-4, 7-8.

Homework Assignment 1.1 • Problems 1-4, 7-8. Example (3a) By examining the following sequences, write a difference equation to represent the change during the nth interval as a function of the previous term in the sequence.

Example 3(a) (3a) By examining the following sequences, write a difference equation to represent the change during the nth interval as a function of the previous term in the sequence.

Example 3(a) (3a) By examining the following sequences, write a difference equation to represent the change during the nth interval as a function of the previous term in the sequence. We’re looking for a description of this sequence in terms of the differences between terms: • an = change = new – old = xn+1 – xn

Example 3(a) (3a) By examining the following sequences, write a difference equation to represent the change during the nth interval as a function of the previous term in the sequence. We’re looking for a description of this sequence in terms of the differences between terms: • an = change = new – old = xn+1 – xn • Find implicit relation for an+1 in terms of an • Solve an = an+1 – an

Example 3(a) (3a) By examining the following sequences, write a difference equation to represent the change during the nth interval as a function of the previous term in the sequence. We’re looking for a description of this sequence in terms of the differences between terms: • an = change = new – old = xn+1 – xn • an+1 = an+2 • Find implicit relation for an+1 in terms of an • Solve an = an+1 – an • an = 2

Markov Chain A markov chain is a dynamical system in which the state at time t+1 only depends upon the state of the system at time t. Such a dynamical system is said to be “memory-less”. (This is the ‘Markov property’.) Counter-example: Fibonacci sequence

MA354

MA354

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MA354