Chaos
- ️Tue Feb 16 2021
Abstract
In this chapter, we first precise the concept of dynamical systems, and then we introduce the concept of chaos, which is characterized by a sensitive dependence on initial conditions. To quantify this, dynamical (Lyapunov exponents) and probabilistic (dimensions) measures are introduced.
Similar content being viewed by others
References
List of fractals by Hausdorff dimension—Wikipedia (2019). https://en.wikipedia.org/wiki/List_of_fractals_by_Hausdorff_dimension. Accessed 31 Jul 2019
Alligood, K., Sauer, T., Yorke, J.: Chaos: An Introduction to Dynamical Systems. Textbooks in Mathematical Sciences. Springer, New York (2000)
Banks, J., Brooks, J., Cairns, G., Davis, G., Stacey, P.: On Devaney’s Definition of Chaos. Amer. Math. Monthly 99, 332–334 (1992). https://doi.org/10.2307/2324899
Beck, C., Schögl, F.: Thermodynamics of Chaotic Systems: An Introduction. Cambridge Nonlinear Science Series. Cambridge University Press, Cambridge (1993). https://doi.org/10.1017/CBO9780511524585
Cvitanović, P., Artuso, R., Mainieri, R., Tanner, G., Vattay, G.: Lyapunov exponents. In: Chaos: Classical and Quantum, chap. 6. Niels Bohr Institute, Copenhagen (2012). http://ChaosBook.org/version14ChaosBook.org/version14
Eckmann, J.P., Procaccia, I.: Fluctuations of dynamical scaling indices in nonlinear systems. Phys. Rev. A 34, 659–661 (1986). https://doi.org/10.1103/PhysRevA.34.659
Grassberger, P., Procaccia, I.: Characterization of strange attractors. Phys. Rev. Lett. 50, 346–349 (1983)
Grassberger, P., Procaccia, I.: Estimation of the Kolmogorov entropy from a chaotic signal. Phys. Rev. A 28, 2591–2593 (1983). https://doi.org/10.1103/PhysRevA.28.2591
Grassberger, P., Procaccia, I.: Measuring the strangeness of strange attractors. Phys. D 9, 189–208 (1983)
Halsey, T.C., Jensen, M.H., Kadanoff, L.P., Procaccia, I., Shraiman, B.I.: Fractal measures and their singularities: the characterization of strange sets. Phys. Rev. A 33, 1141–1151 (1986). https://doi.org/10.1103/PhysRevA.33.1141
Horita, T., Hata, H., Mori, H., Morita, T., Tomita, K.: Singular local structures of chaotic attractors due to collisions with unstable periodic orbits in two-dimensional maps. Progr. Theor. Phys. 80(6), 923–928 (1988). https://doi.org/10.1143/PTP.80.923
Jayawardena, A., Xu, P., Li, W.K.: Modified correlation entropy estimation for a noisy chaotic time series. Chaos 20(2), 023104 (2010)
Li, T.Y., Yorke, J.A.: Period three implies chaos. Am. Math. Mon. 82(10), 985–992 (1975)
Lorenz, H.W.: Nonlinear Dynamical Economics and Chaotic Motion, 2nd edn. edn. Springer, Berlin (1993)
Oono, Y., Takahashi, Y.: Chaos, external noise and fredholm theory. Progr. Theor. Phys. 63(5), 1804–1807 (1980). https://doi.org/10.1143/PTP.63.1804
Ott, E.: Attractor dimensions. Scholarpedia 3(3), 2110 (2008). https://doi.org/10.4249/scholarpedia.2110. Revision #91015
Peinke, J., Parisi, J., Rössler, O.E., Stoop, R.: Encounter with Chaos: Self-Organized Hierarchical Complexity in Semiconductor Experiments. Springer, Berlin (2012)
Pesin, Y.B.: Characteristic Lyapunov exponents and smooth ergodic theory. Russ. Math. Surv. 32, 55–114 (1977). https://doi.org/10.1070/RM1977v032n04ABEH001639
Robinson, J.C.: Infinite-Dimensional Dynamical Systems: An Introduction to Dissipative Parabolic PDEs and the Theory of Global Attractors. Cambridge University Press, Cambridge (2001)
Sano, M., Sato, S., Sawada, Y.: Global spectral characterization of chaotic dynamics. Progr. Theor. Phys. 76(4), 945–948 (1986). https://doi.org/10.1143/PTP.76.945
Sivakumar, B., Berndtsson, R.: Advances in Data-Based Approaches for Hydrologic Modeling and Forecasting, chap. 9, pp. 411–461. World Scientific, Singapore (2010)
Stoop, R.: Dependence of phase transitions on small changes. Phys. Rev. E 47, 3927–3931 (1993). https://doi.org/10.1103/PhysRevE.47.3927
Stoop, R.: On hyberbolic elements hiding phase transitions. Phys. Lett. A 173(4), 369–372 (1993). https://doi.org/10.1016/0375-9601(93)90252-U
Stoop, R.: Bivariate thermodynamic formalism and anomalous diffusion. Phys. Rev. E Stat. Phys. Plasmas Fluids Relat. Interdiscip. Topics 49(6), 4913–4918 (1994). https://doi.org/10.1103/physreve.49.4913
Stoop, R.: The diffusion-related entropy function: the enhanced case. Europhys. Lett. 29(6), 433–438 (1995). https://doi.org/10.1209/0295-5075/29/6/001
Stoop, R.: Thermodynamic approach to deterministic diffusion of mixed enhanced-dispersive type. Phys. Rev. E 52, 2216–2219 (1995). https://doi.org/10.1103/PhysRevE.52.2216
Stoop, R., Gomez, F.: Auditory power-law activation avalanches exhibit a fundamental computational ground state. Phys. Rev. Lett. 117, 038102 (2016). https://doi.org/10.1103/PhysRevLett.117.038102
Stoop, R., Peinke, J., Parisi, J., Röhricht, B., Huebener, R.: A p-Ge semiconductor experiment showing chaos and hyperchaos. Phys. D: Nonlinear Phenom. 35(3), 425–435 (1989)
Szépfalusy, P., Tél, T.: New approach to the problem of chaotic repellers. Phys. Rev. A 34, 2520–2523 (1986). https://doi.org/10.1103/PhysRevA.34.2520
Author information
Authors and Affiliations
University of Bari, Department of Economics and Finance, Bari, Italy
Giuseppe Orlando & Giovanni Taglialatela
University of Camerino, School of Sciences and Technology, Camerino, Italy
Giuseppe Orlando
Institute of Neuroinformatics, ETHZ/University of Zürich, Zurich, Switzerland
Ruedi Stoop
Authors
- Giuseppe Orlando
You can also search for this author in PubMed Google Scholar
- Ruedi Stoop
You can also search for this author in PubMed Google Scholar
- Giovanni Taglialatela
You can also search for this author in PubMed Google Scholar
Corresponding author
Correspondence to Giuseppe Orlando .
Editor information
Editors and Affiliations
Department of Economics & Finance, University of Bari Aldo Moro, Bari, Italy
Giuseppe Orlando
Technical University of Madrid Center for Biomedical Technology, Campus Montegancedo, Pozuelo de Alarcón, Madrid, Spain
Alexander N. Pisarchik
Institute of Neuroinformatics, Swiss Federal Institute of Technology, Zürich, Switzerland
Ruedi Stoop
Rights and permissions
Copyright information
© 2021 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this chapter
Cite this chapter
Orlando, G., Stoop, R., Taglialatela, G. (2021). Chaos. In: Orlando, G., Pisarchik, A.N., Stoop, R. (eds) Nonlinearities in Economics. Dynamic Modeling and Econometrics in Economics and Finance, vol 29. Springer, Cham. https://doi.org/10.1007/978-3-030-70982-2_6
Download citation
DOI: https://doi.org/10.1007/978-3-030-70982-2_6
Published: 16 February 2021
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-70981-5
Online ISBN: 978-3-030-70982-2
eBook Packages: Economics and FinanceEconomics and Finance (R0)