Chaos Theory

Chaos Theory
Puneet Srivastava National Centre for Software Technology Juhu, Mumbai puneet@konark.ncst.ernet.in

Introduction
Is the universe ruled by deterministic laws? What is the nature of time? These questions were formulated by the pre-Socratics at the very start of Western rationality. After more than twenty-five hundred years, these questions are still with us. However, recent developments in physics and mathematics related to chaos and instability have opened up new areas of investigation. We are beginning to see these problems, which deal with the very position of mankind in nature, in a new light, and can now avoid the contradictions of the past. This issue took a turn in the eighteenth century with the discovery of the ``laws of nature." The foremost example was Newton's law relating force and acceleration. This law is deterministic and, more importantly, time reversible: once we know the initial conditions, we can calculate all subsequent states as well as the preceding ones. Moreover, past and future play the same role because Newton's law is invariant with respect to time inversion. This leads to nightmares such as the demon imagined by PierreSimon de Laplace who was supposed to be capable of observing the current state of the universe and predicting its evolution. As is well known, Newton's law has been superseded in the twentieth century by quantum mechanics and relativity. Still, the basic characteristics of the law - determinism and time symmetry - have survived. It is true that quantum mechanics no longer deals with trajectories but with wave functions, but it is important to note that the basic equation of quantum mechanics, Schrodinger's equation, is once again deterministic and time reversible. By way of such equations, nature should be predictable. Once initial conditions are given, everything is determinable. Nature is an automaton, which we can control, at least in principle. However, from everyday experience, we can say that this is not fully correct. Novelty, choice, and spontaneous action are realities of life which these equations do not account for. This puts into question many of our revered laws. It is from here that Chaos Theory has come into being and is actually explaining things previously thought inexplicable. Chaos in a general context seems to be synonymous with confusion, disorder and unpredictability unpredictability to such an extent that we resist any attempts to conceptualise it. To think that there could be a theory behind chaos sounds unbelievable, since a theory generally refers to something that has a fixed set of rules and predictability behind it. This difficulty is because we are used to linear models of the world - models which perfectly reflect the behavior of linear models but are unable to
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account for errors when the same models fail for certain inputs. This failure is generally blamed on noise present in the system and thrown away. This noise was earlier referred to as Chaos. Chaos theory stresses upon this noise, and considers it an important part of the system rather than extraneous or useless data. Chaos theory has the capability to model Complex Dynamical systems, something which is not possible with linear models.

Complexity and Related Definitions

Chaos Theory is based on Complex and Dynamical systems. We will first look at some definitions in this domain. 1. Linear Systems: Systems whose outcomes do not change with time, and whose entire life cycle can be predicted just by plugging in the inputs in any random order are linear systems. Motion of a car, falling of mass in the atmosphere are examples of linear systems. These systems are very easy to predict once the underlaying equation is known. 2. Non-linear Systems: Systems whose defining equations involve recursion and higher mathematics are non-linear. Let's take a simple example. Let F(i) and N(i) represent outputs under linear and non-linear conditions, where i is the input to the system. We say that the system exhibits Linearity if F(x + y) = F(x) + F(y) and F(ax) = a F(x) (where a is a constant) and Non-Linearity if N(x + y) =/= F(x + y) and N(x + y) =/= F(x) + F(y) Thus, the output of a Non-linear system for a sum of components is neither equal to the output of the linear system for the same input sum, nor equal to the sum of the linear outputs for the individual components. 3. Static Systems: Systems which are based on linear non-varying equations are called static systems. Any system which shows an invariant graph could be categorised as a static system. With such a system there is no dependency between the present state and the next state except that they are adjacent points on the line. In Static systems it is possible to construct the behavior by just putting the co-ordinates in any order and then constructing the graph. The basic idea behind static systems is that by knowing one state and its equations we can determine the entire system without looking at other conditions. But we know from our daily experience that in real life one needs these parameters to define the system behavior. These needs are met by Dynamical systems.

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4. Dynamical Systems: Systems whose value changes with time are termed as dynamical systems. In contrast to static systems the next state of dynamical systems is based on its present state. Dynamical Systems are therefore non-constant and non-static. A Dynamical System is described in terms of a) An Abstract State Space comprising all the variables influencing the system. The coordinates in this space represent values the system variables can acquire. b) A Dynamical Rule describing the relationship between the present state and next state. For example z(i) = F[z(i-1)] where F(s) is the Dynamical rule for state s. The most basic properties of Dynamical systems are therefore non-periodicity and nonlinearity. Examples of Dynamical systems are the weather and stock markets. 5. Complex Systems: Systems which are dynamical and non-linear, with properties which cannot be modeled with linear equations are called Complex Systems. The degree of complexity depends on the complexity needed to model the system - a more complex system is one which is more difficult to model.

Chaos in Simple Systems

Let's see how Chaos is inherent even in simpler systems, with a simple Logistic Equation. A Logistic equation is any equation of the form [y = c*x*(1-x)]. For example, Feigenbaum's formula (which is a Logistic equation) can be used to predict the population of an animal species: where 0 > R > 4, and 0 > X > 1. X` is the next year's population, and X is the current population. Note: The actual population is calculated by multiplying the current population by 1,000,000. This equation actually has an unstable fixed point at 0, which indicate extinction. Only after this point, once the population comes into existence, does the value of R and X matter in the equation. The origin is called a repeller, while the stable point is an attractor. In the population example, the origin corresponds to a zero population. Life does not spring from nothing. The parameter R is the amount of food supply. For this amount of food supply the population grows to a point, then settles down to a steady state.
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If we increase R past 3.0 then something more interesting happens. The orbit (the path of the curve) does not settle down to a fixed point. The fixed points that were there before have lost stability. Now the system will cycle between two points. This is called a stable cycle (in this case, a stable 2-cycle). In our population, the food supply has been increased. Now a small generation has so much food that it makes a rapid growth spurt; however, in the next generation, there are too many in the population and not enough food, so the population dies off a bit. This is actually stable behavior, and is seen in some bacteria cultures. If we keep increasing R, this two cycle becomes a four cycle, then an 8 cycle and so on. Before we examine this, let us look at a nice way to visualize this. What we are doing here is taking a point x1, evaluating x2=f(x1), then x3=f(x2), and so on. If we plot (x1,x2), this is a point on the logistic curve. Drawing a horizontal line to (x2,x2) gives a point on the diagonal line. To get back onto the logistic curve we draw a line to (x2,x3), then back to the diagonal line at (x3,x3). This simple example shows that even a system with one variable and one varying constant is capable of showing chaotic behavior. Imagine what would happen to real-life systems such as the weather and stock markets, which have hundreds of variables. No wonder simple-minded models of such systems are inconsistent, because they do not take Chaos theory into account!

Effect of Noise in Linear Models of Complex Systems

Whenever noise is added consciously into linear models of complex systems, it results in unpredictability and gives results which totally disagree with the linear models used to describe them. This throws light on the drawbacks of modeling complex systems by linear models. Difficulties in modeling complex systems arise because: 1. Most non-linear systems were previously modeled under the assumption that they are linear. This caused unexplained discrepancies in the system. 2. When statistics were applied to linear models it gave unpredictable results because they were trying to fit randomness in linear models. 3. Stochastic (Random) approaches resulted in unreliable results. This raises the following issues: Chaos is observed in systems as trivial as a single linear equation with one changing variable. This raises many questions regarding the correctness and efficiency figures posed by our prevailing complex systems. Hence, complex systems need more than linear models to predict their behavior correctly.
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The data thrown away as noise in complex systems is actually important for modeling chaos in the system.

Chaos - Properties
1. Chaotic systems are necessarily complex systems. 2. Determinism: Determinism in comparison to stochastic behavior depends on the number of dimensions in the system. The number of dimensions in a system is the total number of independent units (after converting the derived units) present in the system. For example, the number of dimensions in velocity , is 1+1=2. A dimension of ten or more is not computationally feasible and stochastic behavior is used in such conditions. The difference between Stochastic behavior and Chaotic behavior is that the output of Chaotic systems is exponential whereas that of Stochastic systems is random. 3. Sensitive dependence on initial conditions: Chaotic systems show considerable difference even for slight variations in initial conditions. This is sometimes called the Butterfly effect, after the following seminal observation from Chaos theory: ``If we disregard the flapping of a butterfly's wings in China today, we may not be able to predict a storm in New York two weeks from now". This may sound preposterous, but it indicates the reason why despite modern machines with vast computational power, we are not able to predict phenomena such as hail storms, natural calamities and stock market crashes in advance, despite our best efforts to model them accurately. Basically it means that in real life it is almost impossible to predict behavior if we do not keep track of the number of variables in the system. We can at best guess, and we may even be right on most occasions, but we can never be absolutely sure. And even a minor change in a variable we have overlooked or ignored can completely falsify our prediction. 4. Sustained irregularity: We have seen in the previous analysis that the population of the animal species oscillates between chaotic behavior and linear behavior. This shows that even the irregularity created by Chaotic Systems stabilises and shows controlled behavior. Most Complex systems have these periodic shifts of chaotic and predictable behavior, be it the stock market, the ever changing weather, or a civilization spanning centuries. 5. Long term prediction: We saw a simple analysis showing chaos where the long term behavior of the system is unpredictable. This questions the conventional wisdom in predicting weather forecasts for the entire month, stock market speculations for safe investments, etc.

Implications Drawn from Experiments on Chaotic Systems

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1. Chaos is capable of creating new information: For most computer scientists the biggest challenge is to create new information. The earlier systems are pretty good in recognising, matching and simulating behavior but were unable to create new information. 2. Chaotic systems show individualistic as well as collective behaviour: This type of behaviour is typical of biological systems which can work both alone and in a herd. Thus Chaos can be used to explain behavior in biological systems. 3. Chaotic systems are capable of producing unpredictable generations: Chaotic Systems can evolve into a totally different entity after passing through a chaotic phase. Sometimes the newer generation has no relation with the previous. So with noise added, Chaos theory may be capable of explaining phenomena like the different ages on the earth, the evolution of mankind, the rise and fall of civilizations and so on. 4. Did God play dice? Chaotic systems can create different outputs for slight variations in the noise introduced. This means that introducing slight variations in the input can produce totally different outputs. Many scientists tend to ask this question when discussing the evolution of the earth: ``Did God play dice when creating the Earth?" With chaos theory this seems a possibility, that God had a piece of life in hand from which he created variations by adding a little bit here, and a little bit there. Though scientists are divided on this issue, with chaos theory we have some proof for the argument. 5. Chaotic systems are capable of adaptation and learning: Based on the assumption that brain is an advanced form of Neural Network and judging by its capability to adopt and learn we can account for the same qualities found in most biological systems. Study of history and evolution can easily point out the presence of these qualities in civilizations past and present.

Scope and Capabilities of Chaos Theory

Chaos theory is part of the New Science, the science which involves complex systems, dynamical systems, etc. New Science is being used to explain previously inexplicable problems like evolution of man. It can also explain the reason for all the ages of man's evolution, the extinction of the human race from one part of the world and its reappearance in some other part. Since the human brain consists of billions of neurons, it explains man's adaptability to different climates and conditions, and more importantly, his ability to learn from experience. With Chaos the distinction between the sciences is diminishing. Because of its wide applicability, one finds Chaos in Fractal theory, Chaos in Turbulent motion, Chaos in chemical reactions, Chaos in biological systems, etc.

Hybrid Systems using Chaos

Even better results can be expected when we combine Chaos theory with related theories to form hybrid systems. Let us examine a few of these.

Chaos + Artificial Neural Networks

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Artificial Neural Networks are modeled on biological neural networks, or the human brain, and learn by themselves from patterns. This learning can then be applied in prediction or control. The major goal of Neural Network research these days is to develop models which can behave as adaptively as biological systems. To make neural networks behave with the flexibility of biological systems we must make them adaptive and chaotic behavior provides that sort of flexibility. From an engineering point of view, a chaotic neural network provides a means for prediction and control. From a scientific point of view it provides a tool which can help in understanding biological systems.

Chaos and Fuzzy Logic

Fuzzy systems are suitable for uncertain or approximate reasoning, especially in systems for which a rigorous mathematical model is difficult to derive. They also allow us to represent descriptive or qualitative expressions. Fuzzy logic can be used to describe a chaotic dynamical system. Fuzzy logic can be useful for complex dynamical systems for which a common mathematical model does not work well. From the application point of view, control is the most promising domain of chaos-fuzzy hybrid systems since it has been the most successful in both fuzzy and chaotic systems.

Genetic algorithms and Chaos

Genetic algorithms are computer models based on genetics and evolution. Their basic idea is that the program works towards finding better solutions to problems, just as species evolve to better adapt to their environments. They can also be useful in describing a complex chaotic system where common mathematical modeling is difficult. Chaos can also be useful in enhancing genetic algorithms. Genetic algorithms require the usage of random numbers for their functioning. This functioning can be enhanced by using chaotic functions instead of random number generators. Also, genetic algorithms that show chaotic behavior can be analyzed by a chaotic model.

Unlimited Potential of Chaos

According to De Bono, by following conventional methods of understanding the world, we disregard the unlimited potential of Chaos. The New Science is trying to tap the same potential and in the process trying to understand the behavior and the peculiarity of complex systems.

References
[Paulos, 1991] Paulos JA. Beyond Numeracy, Vintage Books (Random House), 1991. [Devaney, 1990] Devaney RL. Chaos, Fractals and Dynamics:Computer Experiments in Mathematics, Addison Wesley,
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1990. Puneet Srivastava is a Visiting Scientist at the National Centre for Software Technology. His research interests include Machine Translation, Datamining and Formal Languages.

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