- Access by Xinjiang University
Ergodic theory of chaos and strange attractors
Rev. Mod. Phys. 57, 617 – Published 1 July, 1985
DOI: https://doi.org/10.1103/RevModPhys.57.617
Abstract
Physical and numerical experiments show that deterministic noise, or chaos, is ubiquitous. While a good understanding of the onset of chaos has been achieved, using as a mathematical tool the geometric theory of differentiable dynamical systems, moderately excited chaotic systems require new tools, which are provided by the ergodic theory of dynamical systems. This theory has reached a stage where fruitful contact and exchange with physical experiments has become widespread. The present review is an account of the main mathematical ideas and their concrete implementation in analyzing experiments. The main subjects are the theory of dimensions (number of excited degrees of freedom), entropy (production of information), and characteristic exponents (describing sensitivity to initial conditions). The relations between these quantities, as well as their experimental determination, are discussed. The systematic investigation of these quantities provides us for the first time with a reasonable understanding of dynamical systems, excited well beyond the quasiperiodic regimes. This is another step towards understanding highly turbulent fluids.
See Also
Addendum: Ergodic theory of chaos and strange attractors
References (137)
- Abraham, N. B., J. P. Gollub, and H. L. Swinney, 1984, "Testing nonlinear dynamics," Physica D 11, 252
- Adler, R. L., A. G. Konheim, and M. H. McAndrew, 1965, "Topological entropy," Trans. Am. Math. Soc. 114, 309
- Alexander, J. C., and J. A. Yorke, 1984, "Fat baker's transformations," Ergod. Theory Dynam. Syst. 4, 1
- Anosov, D. V., 1967, "Geodesic flows on a compact Riemann manifold of negative curvature," Trudy Mat. Inst. Steklov 90 [Proc. Steklov Math. Inst. 90 (1967)]
- Arnold, V. I., and A. Avez, 1967, Problèmes Ergodiques de la Mécanique Classique (Gauthier-Villars, Paris) Arnold, V. I.A. Avez[Ergodic Problems of Classical Mechanics (Benjamin, New York, 1968)]
- Atten, P., J. G. Caputo, B. Malraison, and Y. Gagne, 1984, "Détermination de dimension d'attracteurs pour différents écoulements," preprint
- Benedicks, M., and L. Carleson, 1984, "On iterations of on (-1,1)," Ann. Math., in press
- Benettin, G., L. Galgani, J. M. Strelcyn, 1976, "Kolmogorov entropy and numerical experiments," Phys. Rev. A 14, 2338
- Benettin, G., L. Galgani, A. Giorgilli, and J. M. Strelcyn, 1978, "Tous les nombres de Liapounov sont effectivement calculables," C. R. Acad. Sci. Paris 286A, 431
- Bergé, P., Y. Pomeau, and C. Vidal, 1984, L'ordre dans le Chaos (Herman, Paris)
- Billingsley, P., 1965, Ergodic Theory and Information (Wiley, New York)
- Bowen, R., 1975, Equilibrium States and the Ergodic Theory of Anosov Diffeomorphisms, Lecture Notes in Mathematics 470 (Springer, Berlin)
- Bowen, R., 1978, On Axiom A Diffeomorphisms, Regional conference series in mathematics, No. 35 (Amer. Math. Soc., Providence, R.I.)
- Bowen, R., and D. Ruelle, 1975, "The ergodic theory of Axiom flows," Inventiones Math. 29, 181
- Brin, H., and Z. Nitecki, 1985, private communication
- Caffarelli, R., R. Kohn, and L. Nirenberg, 1982, "Partial regularity of suitable weak solutions of the Navier-Stokes equations," Commun. Pure Appl. Math. 35, 771
- Campanino, M., 1980, "Two remarks on the computer study of differentiable dynamical systems," Commun. Math. Phys. 74, 15
- Campanino, M.Campbell, D., and H. Rose, 1983, Eds., Order in Chaos: Proceedings of the International Conference... Los Alamos,... 1982 (Physica D 7, 1)
- Carverhill, A., 1984a, "Flows of stochastic systems: ergodic theory," Stochastics, in press
- Carverhill, A., 1984b, "A `Markovian' approach to the multiplicative ergodic (Oseledec) theorem for nonlinear dynamical systems," preprint
- Cohen, A., and I. Procaccia, 1984, "On computing the Kolmogorov entropy from the time signals of dissipative and conservative dynamical systems," Phys. Rev. A 31, 1872
- Collet, P., J.-P. Eckmann, and O. E. Lanford, 1980, "Universal properties of maps of an interval," Commun. Math. Phys. 76, 211
- Collet, P., and J.-P. Eckmann, 1980a, "On the abundance of aperiodic behavior for maps on the interval," Commun. Math. Phys. 73, 115
- Collet, P., and J.-P. Eckmann, 1980b, Iterated Maps on the Interval as Dynamical Systems (Birkhauser, Cambridge, MA)
- Collet, P., and J.-P. Eckmann, 1983, "Positive Liapunov exponents and absolute continuity for maps of the interval," Ergod. Theory Dynam. Syst. 3, 13
- Conley, C., 1978, Isolated Invariant Sets and the Morse Index, Regional conference series in mathematics, No. 38 (Amer. Math. Soc., Providence, R.I.)
- Croquette, V., 1982, "Déterminisme et chaos," Pour la Science 62, 62
- Crutchfield, J., 1981, private communication
- Curry, J. H., 1979, "On the Hénon transformation," Commun. Math. Phys. 68, 129
- Curry, J. H., 1981, "On computing the entropy of the Hénon attractor," J. Stat. Phys. 26, 683
- Curry, J. H.Cvitanović, P., 1984, Ed., Universality in Chaos (Adam Hilger, Bristol)
- Denker, M., C. Grillenberger, and K. Sigmund, 1976, Ergodic Theory on Compact Spaces, Lecture Notes in Mathematics 527 (Springer, Berlin)
- Douady, A., and J. Oesterlé, 1980, "Dimension de Hausdorff des attracteurs," C. R. Acad. Sci. Paris 290A, 1135
- Dubois, M., 1982, "Experimental aspects of the transition to turbulence in Rayleigh-Bénard convection," in stability of Thermodynamic Systems, Lecture Notes in Physics 164, (Springer, Berlin), pp. 177-191
- Dunford, M., and J. T. Schwartz, 1958, Linear Operators (Interscience, New York)
- Eckmann, J.-P., 1981, "Roads to turbulence in dissipative dynamical systems," Rev. Mod. Phys. 53, 643
- Farmer, D., 1984, private communication
- Fathi, A., M. R. Herman, and J.-C. Yoccoz, 1983, "A proof of Pesin's stable manifold theorem," in Geometric Dynamics, Lecture Notes in Mathematics 1007 (Springer, Berlin), pp. 177-215
- Fauve, S., and A. Libchaber, 1982, "Rayleigh-Bénard experiment in a low Prandtl number fluid, mercury," in Chaos and Order in Nature: Proceedings of the International Symposium on Synergetics at Schloss Elmau, 1981, edited by H. Haken (Springer, Berlin), pp. 25-35
- Feigenbaum, M. J., 1978, "Quantitative universality for a class of nonlinear transformations," J. Stat. Phys. 19, 25
- Feigenbaum, M. J., 1979, "The universal metric properties of nonlinear transformations," J. Stat. Phys. 21, 669
- Feigenbaum, M. J., 1980, "The transition to aperiodic behavior in turbulent systems," Commun. Math. Phys. 77, 65
- Feit, S. D., 1978, "Characteristic exponents and strange attractors," Commun. Math. Phys. 61, 249
- Feller, W., 1966, An Introduction to Probability Theory and its Applications, Vol. II (Wiley, New York)
- Foias, C., and R. Temam, 1979, "Some analytic and geometric properties of the solutions of the evolution Navier-Stokes equations," J. Math. Pures Appl. 58, 339
- Frederickson, P., J. L. Kaplan, E. D. Yorke, and J. A. Yorke, 1983, "The Lyapunov dimension of strange attractors," J. Diff. Equ. 49, 185
- Frisch, U., and R. Morf, 1981, "Intermittency in nonlinear dynamics and singularities at complex times," Phys. Rev. A 23, 2673
- Ghil, M., R. Benzi, and G. Parisi, 1985, Turbulence and Predictability in Geophysical Fluid Dynamics and Climate Dynamics (North-Holland, Amsterdam)
- Grassberger, P., 1981, "On the Hausdorff dimension of fractal attractors," J. Stat. Phys. 26, 173
- Grassberger, P., 1984, "Information aspects of strange attractors," preprint, Wuppertal
- Grassberger, P., and I. Procaccia, 1983a, "Estimating the Kolmogorov entropy from a chaotic signal," Phys. Rev. A 28, 2591
- Grassberger, P., and I. Procaccia, 1983b, "Measuring the strangeness of strange attractors," Physica D 9, 189
- Grebogi, C., E. Ott, and J. A. Yorke, 1983a, "Are three-frequency quasiperiodic orbits to be expected in typical nonlinear dynamical systems?" Phys. Rev. Lett. 53, 339
- Grebogi, C., E. Ott, and J. A. Yorke, 1983b, "Crises, sudden changes in chaotic attractors and transient chaos," Physica 7D, 181
- Guckenheimer, J., 1982, "Noise in chaotic systems," Nature 298, 358
- Guckenheimer, J., and P. Holmes, 1983, Nonlinear Oscillations, Dynamical Systems, and Bifurcations of Vector Fields (Springer, New York)
- Guckenheimer, J.P. HolmesGurel, O., and O. E. Rössler, 1979, Eds., Bifurcation Theory and Applications in Scientific Disciplines (Ann. N. Y. Acad. Sci. 316)
- Haken, H., 1983, Advanced Synergetics (Springer, Berlin)
- Haken, H.Helleman, R. H. G., 1980, Ed., International Conference on Nonlinear Dynamics (Ann. N. Y. Acad. Sci. 357)
- Hénon, M., 1976, "A two-dimensional mapping with a strange attractor," Commun. Math. Phys. 50, 69
- Hénon, M., and C. Heiles, 1964, "The applicability of the third integral of motion, some numerical experiments," Astron. J. 69, 73
- Hurewicz, W., and H. Wallman, 1948, Dimension Theory (Princeton University, Princeton)
- Ilyashenko, Yu. S., 1983, "On the dimension of attractors of -contracting systems in an infinite dimensional space," Vestn. Mosk. Univ. Ser. 1 Mat. Mekh. 1983 No. 3, 52-58
- Ilyashenko, Yu. S.Iooss, G., R. Helleman, and R. Stora, 1983, Eds., Chaotic Behavior of Deterministic Systems (North-Holland, Amsterdam)
- Jakobson, M., 1981, "Absolutely continuous invariant measures for one-parameter families of one-dimensional maps," Commun. Math. Phys. 81, 39
- Johnson, R. A., K. J. Palmer, and G. Sell, 1984, "Ergodic properties of linear dynamical systems," preprint, Minneapolis
- Kantz, H., and P. Grassberger, 1984, "Repellers, semiattractors, and long-lived chaotic transients," preprint, Wuppertal
- Kaplan, J. L., and J. A. Yorke, 1979, "Preturbulence: a regime observed in a fluid flow model of Lorenz," Commun. Math. Phys. 67, 93
- Katok, A., 1980, "Liapunov exponents, entropy and periodic orbits for diffeomorphisms," Publ. Math. IHES 51, 137
- Katok, A., and J.-M. Strelcyn, 1985, "Smooth maps with singularities, invariant manifolds, entropy and billiards" (in preparation)
- Kifer, Yu. I., 1974, "On small random perturbations of some smooth dynamical systems," Izv. Akad. Nauk SSSR Ser. Mat. 38, No. 5, 1091 [Math. USSR Izv. 8, 1083 (1974)]
- Kifer, Yu. I., 1984, "A multiplicative ergodic theorem for random transformations," preprint
- Ladyzhenskaya, O. A., 1969, The Mathematical Theory of Viscous Incompressible Flow, 2nd ed. (Nauka, Moscow, 1970) [2nd English edition Gordon and Breach, New York (1969)]
- Lanford, O. E., 1977, in Turbulence Seminar, Proceedings 1976/77, edited by P. Bernard and T. Ratiu, Lecture Notes in Mathematics 615 (Springer, Berlin), pp. 113-116
- Ledrappier, F., 1981a, "Some relations between dimension and Liapunov exponents," Commun. Math. Phys. 81, 229
- Ledrappier, F., 1981b, "Some properties of absolutely continuous invariant measures on an interval," Ergod. Theory Dynam. Syst. 1, 77
- Ledrappier, F., and M. Misiurewicz, 1984, "Dimension of invariant measures," preprint
- Ledrappier, F., and L.-S. Young, 1984, "The metric entropy of diffeomorphisms. Part I. Characterization of measures satisfying Pesin's formula. Part II. Relations between entropy, exponents and dimension," preprints, University of California, Berkeley, 1984 "The metric entropy of diffeomorphisms," Bull. Am. Math. Soc. (New Ser.) 11, 343
- Li, T., and J. A. Yorke, 1975, "Period three implies chaos," Am. Math. Monthly 82, 985
- Libchaber, A., and J. Maurer, 1979, "Une expérience de Rayleigh-Bénard de géométrie réduite; multiplication, accrochage, et démultiplication de fréquences," J. Phys. (Paris) Colloq. 41, C3-51
- Lieb, E. H., 1984, "On characteristic exponents in turbulence," Commun. Math. Phys. 92, 473
- Lorenz, E. N., 1963, "Deterministic nonperiodic flow," J. Atmos. Sci. 20, 130
- Lorenz, E. N.Lundqvist, Stig, 1985, Ed., The Physics of Chaos and Related Problems: Proceedings of the 59th Nobel Symposium, 1984 (Phys. Scr. T9, 1)
- Mallet-Paret, J., 1976, "Negatively invariant sets of compact maps and an extension of a theorem of Cartwright," J. Diff. Equ. 22, 331
- Malraison, B., P. Atten, P. Bergé, and M. Dubois, 1983, "Dimension of strange attractors: an experimental determination for the chaotic regime of two convective systems," J. Phys. (Paris) Lett. 44, L-897
- Mandelbrot, B., 1982, The Fractal Geometry of Nature (Freeman, San Francisco)
- Mañé, R., 1981, "On the dimension of the compact invariant sets of certain nonlinear maps," in Dynamical Systems and Turbulence, Warwick 1980, Lecture Notes in Mathematics 898 (Springer, New York), pp. 230-242
- Mañé, R., 1983, "Liapunov exponents and stable manifolds for compact transformations," in Geometrical Dynamics, Lecture Notes in Mathematics 1007 (Springer, Berlin), pp. 522-577
- Manneville, P., 1985, "Liapunov exponents for the Kuramoto-Sivashinsky model," preprint
- Manning, A., 1984, "The dimension of the maximal measure for a polynomial map," Ann. Math. 119, 425
- Mattila, P., 1975, "Hausdorff dimension, orthogonal projections and intersections with planes," Ann. Acad. Sci. Fenn. Ser. A1, Math., 1, 227
- McCluskey, H., and A. Manning, 1983, "Hausdorff dimension for horseshoes," Ergod. Theory Dynam. Syst. 3, 251
- Milnor, J., 1985, "On the concept of attractor," Commun. Math. Phys., in press
- Misiurewicz, M., 1981, "Structure of mappings of an interval with zero entropy," Publ. Math. IHES 53, 5
- Newhouse, S., 1974, "Diffeomorphisms with infinitely many sinks," Topology 13, 9
- Newhouse, S., 1979, "The abundance of wild hyperbolic sets and non-smooth stable sets for diffeomorphisms," Publ. Math. IHES 50, 102
- Newhouse, S., D. Ruelle, and F. Takens, 1978, "Occurrence of strange axiom A attractors near quasiperiodic flows on , ," Commun. Math. Phys. 64, 35
- Newhouse, S.D. RuelleF. TakensNobel Symposium, 1984, Lundqvist, 1985
- Oseledec, V. I., 1968, "A multiplicative ergodic theorem. Lyapunov characteristic numbers for dynamical systems," Trudy Mosk. Mat. Obsc. 19, 179 [Moscow Math. Soc. 19, 197 (1968)]
- Pesin, Ya. B., 1976, "Invariant manifold families which correspond to nonvanishing characteristic exponents," Izv. Akad. Nauk SSSR Ser. Mat. 40, No. 6, 1332 [Math. USSR Izv. 10, No. 6, 1261 (1976)]
- Pesin, Ya. B., 1977, "Lyapunov characteristic exponents and smooth ergodic theory," Usp. Mat. Nauk 32, No. 4 (196), 55 [Russian Math. Survey 32, No. 4, 55 (1977)]
- Procaccia, I., 1984, The static and dynamic invariants that characterize chaos and the relations between them in theory and experiments, proceedings of the 59th Nobel Symposium (Phys. Scr. T9, 40)
- Pugh, C. C., and M. Shub, 1984, "Ergodic attractors" (in preparation)
- Raghunathan, M. S., 1979, "A proof of Oseledec's multiplicative ergodic theorem," Israel J. Math. 32, 356
- Riste, T., and K. Otnes, 1984, Neutron scattering from a convecting nematic: multicriticality, multistability and chaos, proceedings of the 59th Nobel Symposium (Phys. Scr. T9, 76)
- Rössler, O. E., 1976, "An equation for continuous chaos," Phys. Lett. A 57, 397
- Roux, J.-C., R. H. Simoyi, and H. L. Swinney, 1983, "Observation of a strange attractor," Physica D 8, 257
- Roux, J.-C., and H. L. Swinney, 1981, "Topology of chaos in a chemical reaction," in Nonlinear Phenomena in Chemical Dynamics, edited by C. Vidal and A. Pacault (Springer, Berlin), pp. 38-43
- Ruelle, D., 1976, "A measure associated with Axiom attractors," Am. J. Math. 98, 619
- Ruelle, D., 1978, "An inequality for the entropy of differentiable maps," Bol. Soc. Bras. Mat. 9, 83
- Ruelle, D., 1979, "Ergodic theory of differentiable dynamical systems," Phys. Math. IHES 50, 275
- Ruelle, D., 1980, "Measures describing a turbulent flow," Ann. N. Y. Acad. Sci. 357, 1
- Ruelle, D., 1981, "Small random perturbations of dynamical systems and the definition of attractors," Commun. Math. Phys. 82, 137
- Ruelle, D., 1982a, "Characteristic exponents and invariant manifolds in Hilbert space," Ann. Math. 115, 243
- Ruelle, D., 1982b, "Large volume limit of the distribution of characteristic exponents in turbulence," Commun. Math. Phys. 87, 287
- Ruelle, D., 1984, "Characteristic exponents for a viscous fluid subjected to time dependent forces," Commun. Math. Phys. 93, 285
- Ruelle, D., 1985, ``Rotation numbers for diffeomorphisms and flows," Ann. Inst. Henri Poincaré, 42, 109
- Ruelle, D., and F. Takens, 1971, "On the nature of turbulence," Commun. Math. Phys. 20, 167 "On the nature of turbulence," 21, 21
- Shaw, R. S., 1981, "Strange attractors, chaotic behavior and information flow," Z. Naturforsch. 36a, 80
- Shimada I., 1979, "Gibbsian distribution on the Lorenz attractor," Prog. Theor. Phys. 62, 61
- Sinai, Ya. G., 1972, "Gibbs measures in ergodic theory," Usp. Mat. Nauk 27, No. 4, 21 [Russian Math. Surveys 27, No. 4, 21 (1972)]
- Smale, S., 1967, "Differentiable dynamical systems," Bull. Am. Math. Soc. 73, 747
- Takens, F., 1981, "Detecting strange attractors in turbulence," in Dynamical Systems and Turbulence, Warwick 1980, Lecture Notes in Mathematics 898 (Springer, Berlin), pp. 366-381
- Takens, F., 1983, "Invariants related to dimension and entropy," in Atas do 13. Col. brasiliero de Matematicas, Rio de Janerio, 1983
- Temam, R., 1979, Navier-Stokes Equations, 2nd ed. (North-Holland, Amsterdam)
- Thieullen, P., 1985, "Exposant de Liapounov des fibrés dynamiques pseudocompacts," in preparation
- Ushiki, S., M. Yamaguti, and H. Matano, 1980, "Discrete population models and chaos," Lecture Notes Num. Appl. Anal. 2, 1
- Ushiki, S.M. YamagutiH. MatanoVidal, C., and A. Pacault, 1981, Eds., Nonlinear Phenomena in Chemical Dynamics: Proceedings (Springer, Berlin)
- Vul, E. B., Ya. G. Sinai, and K. M. Khanin, 1984, "Universality of Feigenbaum and thermodynamic formalism," Usp. Mat. Nauk 39, No. 3 (237), 3
- Walden, R. W., P. Kolodner, A. Passner, and C. M. Surko, 1984, "Nonchaotic Rayleigh-Bénard convection with four and five incommensurate frequencies," Phys. Rev. Lett. 53, 242
- Walters, P., 1975, Ergodic Theory—Introductory Lectures, Lecture Notes in Mathematics 458 (Springer, Berlin)
- Wilkinson, J. H., 1965, The Algebraic Eigenvalue Problem (Clarendon, Oxford)
- Wilkinson, J. H., and C. Reinsch, 1971, Linear Algebra (Springer, Berlin)
- Wolf, A., J. B. Swift, H. L. Swinney, and J. A. Vastano, 1984, "Determining Liapunov exponents from a time series," Physica D, in press
- Young, L.-S., 1981, "Capacity of attractors," Ergod. Theory Dynam. Syst. 1, 381
- Young, L.-S., 1982, "Dimension, entropy and Liapunov exponents," Ergod. Theory Dynam. Syst. 2, 109
- Young, L.-S., 1984, "Dimension, entropy and Liapunov exponents in differentiable dynamical systems," Physica A 124, 639