STUDIES IN NONLINEARITY
N�ONLJNEAR
DYNAMICS
ANDCHAOS'
.
.
With Applications
to
Physics, Biology, Chemistry,
and Engineering
STEVEN� H.: STROGATZ
--
NONLINEAR
DYNAMICS AND
CHAOS
With Applications
Physics, Biology,
and Engineering
to
Chemistry,
STEVEN H. STROGATZ
ADVANCED BOOK PROGRAM
PERSEUS BOOKS
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Strogatz,
Steven H. (Steven Henry)
Publication
Data
Nonlinear
biology, chemistry,
dynamics and chaos: with applications
I Steven H. Strogatz.
and engineering
to physics,
p. cm.
Includes bibliographical
ISBN 0-201-54344-3
I. Chaotic behavior in systems. 2. Dynamics.
references
and index.
3. Nonlinear
I. Title.
theories.
QI72.5.C45S767
501'.1'85-dc20
1994
93-6166
CIP
Copyright © 1994 by Perseus Books Publishing,
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C ONTENTS
Preface ix
1. Overview 1
1 .0 Chaos, Fractals, and Dynamics
of Dynamics 2
1 . 1 Capsule
1 .2 The Importance of
4
1 .3 A Dynamical
View of the World 9
History
Being Nonlinear
Part I. One-Dimensional
Flows
1 6
Way of Thinking
and Stability
1 8
Analysis
24
26
2. Flows on the Line 15
1 5
Growth 2 1
2.0 Introduction
2.1 A Geometric
2.2 Fixed Points
2.3 Population
2.4 Linear Stability
2.5 Existence
2.6 Impossibility
2.7 Potentials 30
2.8 Solving
Exercises 36
3. Bifurcations 44
Equations
and Uniqueness
of Oscillations 28
on the Computer 32
44
Bifurcation 45
Bifurcation 50
3.0 Introduction
3 . 1 Saddle-Node
3.2 Transcritical
3.3 Laser Threshold 5 3
3.4 Pitchfork
3.5 Overdamped
Bifurcation
5 5
B ead on a Rotating
Hoop 61
CONTENTS v
3.6 Imperfect Bifurcations
3.7 Insect Outbreak 73
and Catastrophes 69
Exercises 79
4. Flows on the Circle 93
4.0 Introduction 93
4.1 Examples and Definitions 93
4.2 Uniform Oscillator
4.3 Nonuniform Oscillator 96
4.4 Overdamped Pendulum 101
4.5 Fireflies 103
4.6 Superconducting
95
Josephson Junctions 106
Exercises 113
Part II. Two-Dimensional Flows
Linear Systems 123
5.0 Introduction 123
5.1 Definitions
5.2 Classification
5.3 Love Affairs 138
Exercises 140
and Examples 123
of Linear Systems
129
5.
6.
and Topological
Consequences 148
145
145
Uniqueness,
Phase Plane 145
6.0 Introduction
6.1 Phase Portraits
6.2 Existence,
6.3 Fixed Points and Linearization 150
6.4 Rabbits versus Sheep 155
6.5 Conservative
Systems 159
6.6 Reversible
6.7 Pendulum 168
6.8 Index Theory 174
Systems 163
Exercises 181
7.
Limit Cycles 196
7.0 Introduction 196
7.1 Examples 197
7.2 Ruling Out Closed Orbits 199
7.3 Poincare-Bendixson
7.4 Lienard Systems 210
7.5 Relaxation
7.6 Weakly Nonlinear Oscillators 215
Oscillators 211
Theorem 203
Exercises 227
vi
CONTENTS
8. Bifurcations
Revisited 241
t ion 241
8.0 Introduc
8.1 Saddle-Node,
Transcrit ical,
and P itchfork B ifurcations 241
8.2 Hopf B ifurcations 248
8.3 Oscillating Chemical Reactions 254
8.4 Global
B ifurcations of C ycles 260
8.5 H ysteresis in the Driven Pendulum
8.6 Coupled
8.7 Poincare Maps 278
Oscillators
and Quasiperiodic it y 273
and Josephson
Junction 265
Exercises 284
Part III. Chaos
9. Lorenz Equations 301
9.0 Introduction 301
9.1 A Chaotic Waterwheel
9.2 S imple Properties of the
9.3 Chaos on a Strange
9.4 Lorenz Map 326
9.5 Explori
9.6 Using Chaos to Send
ng Parameter
Space 330
Secret
302
Lorenz Equations 31 I
Attractor
317
Messages
335
Exercises 341
10.
Maps 348
ction 348
One-Dimensional
10.0 Introdu
10.1 F ixed Points and Cobwebs 349
10.2 Logistic Map: Numerics 353
10.3 Log istic Map : Analys is 357
10.4 Period ic W indows 361
10.5 L iapunov Exponent
366
10.6 Universality and Experiments
10.7 Renormalization 379
369
Exercises 388
11. Fractals 398
11.0 Introduct ion 398
11.1 Countable and Uncountable
II .2 Cantor
11.3 D imension o f Self-Similar Fractals 404
11.4 B ox D imension 409
11.5 Pointwise and Correlation D imensions 411
Set 40 I
Sets 399
Exercises 416
C O N T E N T S vii
12. Strange Attractors 423
t ion 423
12.0 Introduc
12.1 The S implest Examp l es 423
12.2 Henon Map 429
12.3 R ossler S ystem 434
12.4 Chem ical Chaos and Attractor
12.5 Forced Double-Well Oscillator 441
R econstructi
on 437
Exercis es 448
Answers to Selected Exercises 455
References 465
Author Index 475
Subject Index 478
viii C O NTENTS
PREFACE
a first course in the subject. It is based on a one-semester
course
is aimed at newcomers to nonlinear dynamics
This textbook
students taking
I've taught for the past several
mathematics
some of the wonders
years at MIT and CornelL
of the nonlinear world.
as possible,
as clearly
and to show how it can be used
My goal is to explain
the
to understand
and chaos, especially
The mathematical treatment is
friendly
and informal,
but still
careful. Analyti
systemat
cal methods,
developed
bifurcat
and culminating
renormalizat
ions, followed
ion, fractals,
concrete examples, and geometric
intuition are stressed. The theory is
ically,
starting with first-order
differential equations
by phase plane analysis,
limit cycles
with the Lorenz equation
s, chaos,
iterated
and their
and their bifurcations,
maps, period doubling,
and strange
attractors.
A unique feature
of the book is its emphasis
on applicat
ions. These include me
chanical vibrations, lasers,
outbreaks, chemical
even a technique
entific
the mathematical
background
theory.
oscilla
biological
superconducting
circuits,
insect
tors, genetic
systems,
chaotic
rhythms,
control
waterwheels, and
each case, the sci
for using chaos to send secret messages. In
integrated with
ry level and closely
is explained
at an elementa
Prerequisites
prerequi
site is single-va
The essential
(partial derivatives, Jacobian
riable
ing, Taylor series, and separable differential
able calculus
algebra
and is developed where
needed.
scientific
cases,
prerequisites
a first course should
and eigenvectors)
(eigenvalues
be adequate
preparat
ion.
calculus,
equations. In
divergence
including
a few places,
theorem)
matrix,
multivari
and linear
curve-sketch
are used. Fourier analysis
is not assumed,
Introductory
physics
is used throughout.
Other
would depend on the applications
considered,
but in all
PREFACE ix