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In engineering and mathematics, a dynamical system is a deterministic process in which a function's value changes over time according to a rule that is defined in terms of the function's
current value.
Types of dynamical systems
A dynamical system is called discrete if time is measured in discrete steps; these are modeled as recursive relations, as in the logistic
map:
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where t denotes the discrete time steps and x is the variable that changes with time. If time is measured
continuously, the resulting continuous dynamical systems are expressed as ordinary differential equations, for
instance
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where x is the variable that changes with time t.
The changing variable x is often a real number but can also be a
vector in Rk.
Linear and nonlinear systems
We distinguish between linear dynamical systems and nonlinear dynamical systems. In linear
systems, the right-hand side of the equation is an expression that depends linearly on x, as in
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If two solutions to a linear system are given, then their sum is also a solution ("superposition principle"). In general, the
solutions form a vector space, which allows the use of linear algebra and simplifies the analysis significantly. For linear continuous
systems, the Laplace transform method can also be used to
transform the differential equation into an algebraic equation.
The two examples given earlier are nonlinear systems. These are much harder to analyze and often exhibit a phenomenon known as
chaos, which appears to exhibit complete unpredictability; see also
nonlinearity.
Dynamical systems and chaos theory
Simple nonlinear dynamical systems and even
piecewise linear systems can exhibit a completely unpredictable
behavior, which might seem to be random. (Remember that we are speaking of completely deterministic systems!). This unpredictable
behaviour has been called chaos. The branch of dynamical systems that deals with the clean definition and investigation
of chaos is called chaos theory.
This branch of mathematics deals with the long-term qualitative behavior
of dynamical systems. Here, the focus is not on finding precise solutions to the equations defining the dynamical system (which
is often hopeless), but rather to answer questions like "Will the system settle down to a steady state in the long term, and if
so, what are the possible steady states?" or "Does the long-term behavior of the system depend on its initial condition?"
An important goal is to describe the fixed points, or steady states, of a given dynamical system; these are values of the
variable that do not change over time. Some of these fixed points are attractive, meaning that if the system starts out
in a nearby state, it will converge toward the fixed point.
Similarly, one is interested in periodic points, states of the system that repeat themselves after several timesteps.
Periodic points can also be attractive. Sarkovskii's
theorem is an interesting statement about the number of periodic points of a one-dimensional discrete dynamical system.
Note that the chaotic behaviour of complicated systems is not the issue. Meteorology has been known for years to involve complicated - even chaotic - behaviour. Chaos theory has been
so surprising because chaos can be found within almost trivial systems. The logistic map is only a second-degree polynomial; the
horseshoe map is piecewise linear.
Examples of dynamical systems
See also: List of dynamical system
topics | Oscillation
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