Editor's

note:Thisisthe102nd
inaseries
ofreview
andtutorial
papers
onvarious
aspects
ofacoustics.

Methods of chaosphysicsand their application to acoustics

W. Lauterbornand

U. Parlitz

Drittes
Physikalisches
lnstitut,Universitit
Gbttingen,
Birgerstrasse
42-44,D-3400GiSta'ngen,
FederalRepublic
ofGermany

(Received
26December1987;accepted
forpublication
4 August1988)

Thisarticlegivesanintroduction
to theresearch
areaof chaosphysics.
Thenewlanguage
and
thebasictoolsarepresented
andillustratedby examples
fromacoustics:
a bubblein water
drivenby a soundfieldandothernonlinearoscillators.
The notionsof strangeattractorsand
theirbasins,
bifurcations
andbifurcation
diagrams,
Poincar6
maps,phasediagrams,
fractal
dimensions,
scalingspectra,reconstruction
of attractorsfromtime series,windingnumbers,as
well as Lyapunovexponents,
spectra,and diagramsare addressed.
PACS numbers:43.10.Ln, 05.45. + b, 43.25.Yw, 43.50.Yw

INTRODUCTION

Thelast10yearshaveseena remarkable
development
in
physicsthat maybe succinctly
described
asthe upsurgeof

continuouscase,the temporal( = dynamic) evolutionthen

leadsto a curvein this spacecalledtrajectoryor alsoorbit

(Fig. 1). In the discretecase,a sequence

of pointsis ob-

"chaos.
"t-t6Thisis,at firstsight,reallypuzzling,
astheno- tained,usuallycalledan orbit. The statespacein nonlinear
of theusual
tion of chaosimplies irregularity and unpredictability, dynamicsasintroducedaboveisa generalization

dynamics.
Whenp andq arethe
whereas
physics
isusually
thoughttobea science
devoted
to phasespaceof HamiltonJan
generalized
coordinates
and
momenta
of
a Hamiltoniansysfindingthelawsof nature,i.e.,itsorderandharmony.How,
tem,
then
x
=
(p,
q)R
r
with
m
necessarily
even.General
then,maychaoshavebecome
a subject
of serious
investigation in physics--andnot only physics?
This isjust the new
insight--thatlaw andchaosdo not excludeeachother,that
even simpledeterministiclaws may describechaotic,i.e.,
unpredictable
andirregular,motion.Thusnot onlylaw and
order,but alsolaw andchaos,gotogetherand,evenmoreso,
it seemsthat law andchaosareasimportanta combination
as law and order.This statementmay be derivedfrom the
factthatchaoticmotionisintimatelyrelatedto nonlinearity
andtherealmof nonlinearity
byfar exceeds
thatof linearity.
Thisarticleisanattemptto acquaintthereaderwiththe
ideas and methods that lead to the above statements. The

basicnotionsaregivenwithoutresortingto toomuchmathematics.It is hopedthat this approachwill alsobe honored

bythosereadersto whomthisisnotthefirstexposure
to the
subject.

state space.

An importantquestionis howa setof initial conditions

(a volumeof the statespaceR'") evolvesastime proceeds.
Accordingto the theoremof Liouville,a volumestaysconstantin conservative
systems
whereasit shrinksin dissipative ones.Here, only dissipativesystemswill be treated.In
thiscasethe questionalmostposesitself,asto how the volume shrinksand how the limit set of pointsin statespace
looks,to whicha givenvolumeshrinks.Thissimplequestion
cannotyet be answeredin generalasobviouslyan unknown
numberof differentlimit setsarepossible.
Thelimit setshave
been given the name attractoras trajectoriesout of whole
voluminaof statespacemovetowardsthesesets,i.e., seem
attractedby them. The set of initial conditions(points in
statespace)movinguponevolutiontowardsa givenattractor is called its basin.

I. ATTRACTORS

Theoreticalchaosphysicsstartswith evolutionequationsthatdescribe
the dynamicdevelopment
of thestateof a
system(a model). Thesemay be continuousmodels

/t=f(x),

nonlineardynamicalsystems
may havean odd-dimensional

xR'"

m>l,

What is alreadyknownaboutattractorsandtheir properties?A certainclassification

can alreadybe given.It often
happensthat all trajectoriesin statespacemovetowardsa

(1)

or discrete ones

x. =gu(x.),
x.R'", m>/1, n=0,1 .....
(2)
The stateof thesystemisgivenby them-dependent
variables
x(t) = [xt(t),x2(t) .....x.(t)] or x. = (xl",x " .....

respectively.
Theindex/zindicates
thatthesystem
depends
on a parameter/t (often it will be severalparameters). The

dynamiclaws( 1) or ( 2 ) determinehowa givenstatex (t) or

x.develops. This evolutioncanbe viewedwhen the statesof
thesystemaredisplayed
aspointsin a statespaceR'".In the
1975

J. Acoust.Soc. Am. 84 (6), December 1988

FIG. 1. A trajectoryin statespace.

0001-4966/88/121975-19500.80

@ 1988 AcousticalSociety of America

1975

singlepoint,afixedpoint[Fig. 2(a)]. Thismeansthatthe

systemdoesnot alterwith time;it hascometo rest.In the
language
of physicists,
this is an equilibriumposition.A
standard
exampleisa pendulum
thathascometo restafter
some time of oscillation due to friction.

A morecomplexpossibility
is that thelimit setconsists
of a closedtrajectorythat is scannedagainand again.An
attractorof thiskindiscalleda limitcycle[Fig. 2(b) ]. Limit
cyclesregularlyoccurwithdrivenoscillators.
The standard
example
istheattractorofthevanderPoloscillator.
In physics,anysinewave(or squarewave,etc.) generatordisplays
anexampleof a limit cycle.The nextkindof attractorfillsan
area(a two-dimensional
surface)in a, e.g.,three-dimensional, statespace.Thismayhappenif thesystemoscillates
with
two incommensurable
frequencies.This attractor constitutesa torus[ Fig. 2 (c) ]. A trajectoryonthetorusisa quasiperiodicmotion.Systems
withthispropertyalsoexistexperimentally(see,e.g.,Ref. 12). Thesethreetypesofattractors

?ngavolumeofstatespace.
Suchobjects
obviously
belongto

thedeeper
innerstructure
of nature.
'?It maybeinteresting
to note that the discoveryof strangeor chaoticattractors

graduallycamethroughtheoretical
arguingand that it is
mainlythroughmodelswithchaoticbehaviorthatit hasbecome possibleto interpret measurements
that were long
knownin the languageof chaosphysics.Acousticshassupplieda prominent,
andoneof thefirst,examplein theformof

acoustic
cavitation
noise
s-2
andrelatedexperiments?
A dynamicalsystemmaypossess
severalattractorssimultaneously
that arereachedstartingfromdifferentinitial
conditionsin statespace.The spaceof initial conditionsis
then divided into different areas, the basins of attraction,

eachof which belongsto its corresponding

attractor.One
speaks
of coexisting
attractors.
Obviously,anytypeof attractor so far known can coexistwith any other type including
the sametype. Thus a systemmay haveseveralfixedpoints
or severalchaotic attractorsand any mixture. An example
havebeenknown for a long time.
for coexisting
limit cyclesis theresonance
curveof a driven
nonlinearoscillatorwherethe maximumof a positioncoorQuitenewisa furtherkindof attractor,calledstrangeor
dinateof the limit cycleis plottedversusthe frequencyof a
chaoticattractor[Fig. 2(d) ]. In the continuouscase,an at
leastthree-dimensional
statespaceisnecessary
for a strange driver. At higher driving, it attains the appearanceof a
breakingwave (Fig. 3). Different oscillatorystatesare obattractorto occur.The propertiesof strangeattractorsare
taineddepending
on thewaythecurveis tracked.This phenot yet totallyexplored.An importantpropertyis the dinomenonis well known ashysteresis.Examplesfor coexistmensionof the strangeattractor,whichusuallyturnsout to
ing chaoticattractorsare, for instance,found in Ref. 22
befractal, i.e., not an integer.In Sec.VIII, we discusshow
Duffingoscillatoris explored.
thedimension
of generalsetscanbedefinedanddetermined wherethe single-valley
Severalquestionsconcerningcoexistingattractorscan
in practicalsituations.A further propertyis that strange
immediatelybe posed,suchas, e.g., how many attractorsa
attractorsobviouslypossess
self-similarstructures;i.e., on
magnifying
theattractor,partialstructures
repeatagainand givensystemmay have.This questionis usuallynot easily
infinitely
againon a finerandfinerscale.The notionof self-similarity answered.It may happenthat a systempossesses
manycoexistingattractors.For drivennonlinearoscillators
seemsto playan importantpart in chaosphysicsasdoesthe
notionof fractaldimension.In Sec.X, wediscusshow it may
(e.g.,thebubbleoscillator),thenumberof coexisting
attractorsgrowsrapidlywhenthe dampingis decreased.
bebroughtaboutby thedynamiclaw by stretchingandfoldThe basinsof attraction usuallydo not have a simple
appearance.Even in the caseof just two coexistingattractors, the boundariesof the two basinsmay be incredibly in-

tertwinedandevenbecomea fractalset.An exampleof typical basinsof attractionis taken from the Duffingequation

+ d -- x + x3=fcos ot,whichis a dampednonlinear

oscillatorwith a two-valleypotentialdriven by a harmonic

Ps = 20. kPa

2.10 -

al

{b

Rn = 10.

L93 1.76-

Ra-nax
1.591.42-

1.08 -

40.0

GO.O

280.0

/J [kHz]

(c)

(d)

FIG. 2. Typesofattractors:(a) fixedpoint, (b) limit cycle,(c) torus,(d)

projectionof a strangeattractor.
1976

J. Acoust. Soc. Am., Vol. 84, No. 6, December 1988

FIG. 3. A resonance
curveof a bubblein water drivenby a soundfield.For
the model used,seeEq. {9). Radiusof the bubbleat rest R, = l0 urn,
sound-pressure
amplitude20 kPa (0.2 bar). in the regionbetweencoand
o2,two coexistingattractorsare presentthat are reachedfrom different
initial conditions.

W. Lauterborn and U. Parlitz: Chaos acoustics

1976

forceof amplitudef and frequencyco.For a dampingconstant d = 0.2, a forcingamplitudef= 1, and a forcingfrequencyco= 0.85, this oscillatorhas three stableattractors
whosebasinsof attractionare shownin Fig. 4 in black,grey,
and white. The coordinatesin the plane are (x,o = Jr) and
are the initial conditions

with which the solution of the Duff-

ing equationwas startedat t ----0. A setof 320 by 320 initial

pointshas beenused.Each point has beencoloredblack or
grey or left white accordingto the attractor to which the
solutioncurvetends.The attractorsare two period-2stationary solutionsand oneperiod-1 stationarysolution.The black

and whiteareasare the basinsbelongingto the period-2attractorsand the grey area belongsto the period-1 attractor.
The fivebig dotsrepresentthe threeattractors.Thesepoints
are givenby stroboscopically
illuminatingthe solutioncurve
[x(t),o(t) ] at timest,= n 2rr/co.This leadsto onepointfor
the period-I attractor and two pointseachfor the two period-2 attractors.The black basinbelongsto the period-2 attractor representedby the two white dots,the white basinto
the period-2 attractor representedby the two black dots in

thewhitearea.,andthegreybasinto theperiod-1attractor
representedby the black dot in the grey area. The reader
interestedin the questionof basin boundariesmay consult
Reft 23 and from there explore the stateof the art.
II. BIFURCATIONS

When doing experiments,it is found that the system

investigatednormally dependson severalparameters.In a
typical measurement,usually only one of the parameters
(pressure,temperature,voltage,current, etc.) is altered to
learn about the reactionof the systemto the alteration. In
theoreticallanguage,one considersa one-parameterfamily
of systems.The questionthen is how an attractor or coexisting attractors alter when a parameter is varied. In chaos
physics,sucha parameteris calleda controlparameter.Systems with 'differentvaluesof the control parameterare different systemsand may have totally dittrent attractors.
Therefore,theremustbe parametervaluesat which the type

cl

0.2 f

1.0 co

0.8.5

4.0

I0

or grossappearanceof an attractor switchesto anotherone,

or evenjustdisappears,
or isgenerated.
Thischange,includingbirthanddeath,iscalledbifurcation.
The setof parametervaluesat whicha bifurcation
occursiscalledbifurcation
set.It isthusa subset
ofparameter
space,
which,in a generalizationof theabovenotions,maybehighdimensional.
Therearethreebasictypesoflocalbifurcation,
theHoof
bifurcation,thesaddle-node
or tangentbifurcation,and the
period-doubling
or pitchforkbifurcation.Thesebifurcations
are calledlocalbifurcations,as the phenomena
associated
with themcanbestudiedby linearizingthesystemabouta
fixedpointor periodicorbitin theimmediate
vicinityof the
bifurcation
point(of a controlparameter).
Figure5 shows
anexampleforeachof thetypesofbifurcation.The standard
examplefor a Hopf bifurcationis the onsetof a self-excited
oscillation
in the van der Pol oscillatorX +(x 2-- l)J:

+ co2x
= 0 at = 0 [Fig.5(a)]. In thiscase,
a fixedpoint
changes
to a limitcycle.Via Hopfbifurcation,
a limitcycle
may alsochangeto a (two-dimensional)torus.

A saddle-node
bifurcationoccursat the pointsof the
resonance
curveswith thedrivingfrequencies
colandco2in
Fig. 3. At thesepoints,one of the two attractorslosesits

stabilityand"jumps,"in realityveryslowlymoves,towards

theotherattractor.
Figure5(b) shows
thischange
in (projected)statespace
according
tothejumpatco.A limitcycle
oflowamplitude
changes
toalimitcycleoflargeramplitude.
It is alsopossible
thata limit cycleis replaced
througha
saddle-nodebifurcationby a chaoticattractor. Also, via a

saddle-node
bifurcation,
totallynewoscillation
frequencies
may be introducedinto a system(e.g., subharmonics).
These"new"oscillation
frequencies,
e.g.,of period3, are
due to coexistentattractors that take over at the bifurcation

point.

Thelasttypeof bifurcation,
theperiod-doubling
bifurcation,onlyoperates
onperiodicorbits.Its importance
has
becomeclearonly in the last few years(seeRefs.3 and 4)
and hasstressed
the importanceof oscillatorysystems
for

ourunderstanding
of nature.At a period-doubling
bifurcationpoint,asthenamestates,
a limitcycleofagivenperiod7'
changes
toa limitcycleofexactlydoubletheperiod,2T. This
appears
peculiar,andevenmorepeculiaristhatthistypeof
bifurcation
preferentially
occursin theformof cascades;
i.e.,
whena perioddoublinghasoccurred,
it is verylikelythat,
uponfurtheralteringthecontrolparameter,
a furtherperiod-doubling
bifurcationoccursyielding4T, andsoon. Indeed,via an infinitecascade
of perioddoublings,
a chaotic
attractorcanbeobtained.
Thisleadsusto themoresophisti-

o.o [
10-

30

-4.0

2T

-3.0

[
-2.0

I
1.0

0.0

1.0

2.0

i.[

(c)

3.0

+ d -- x + x3=fcos tot for d = 0.2, f= I, to= 0.85.Therearethree

FIG. 5.Examples
forthethreetypesoflocalbifurcations:
(a) Hopfbifurcation (fixedpoint limit cycle),(b) saddle-node
bifurcation(limit cycle
limit cycle),(c) period-doubling
bifurcation
(limit cycleof periodT

attractorswith theirthreebasins.(Courtesyof V. Englisch.)

limit cycleof period2/3.

FIG. 4. Basinsof attraction for the double-valleyDuffing equation

1977

J. Acoust. Soc. Am., Vol. 84, No. 6, December 1988

W. Lauterborn and U. Parritz: Chaos acoustics

1977

catedquestion
of possible
sequences
of bifurcations
whena
parameter
of a system
is changed.
In thecontextof chaos
physics,
suchsequences
arecalledroutes
tochaos
andcertain
scenarios are observed.

III. ROUTES TO CHAOS

IJ.,I=

FIG. 7. Intermittencyrouteto chaosvia a saddle-node

bifurcation.

It hasbeenfound that eachof the local bifurcationsmay

giverisetoa distinctroutetochaos,
andallthreebasicroutes
havealreadybeenobserved.
t: Theseroutesare of importancebecauseit is often difficult to concludefrom just irregular measured data whether this is the outcome of intrinsic

chaoticdynamics
of the systemor simplynoisein themeasuringsystem(outerdisturbances).
When,uponaltering
the controlparameter,oneof the threebasicroutesis observed,thenthisstronglysupports
theideathatthesystemis
a chaoticoneproducing
theirregularoutputthroughitsvery

comeshorterand shorter,and the intervalsof visiblychaotic

oscillationslarger and larger, until the regular oscillation

intervalsdisappear.Chaosis reallydevelopedonly at It valuesat somedistancefromItc. This route has,for instance,

beenobserved
in Rayleigh-Bnardexperiments.
Besides
the
intermittencyroute, there is a differenttype of transitionto
chaos connected with saddle-node bifurcations. It consists of

a directtransitionfrom a regularattractor (fixedpoint,limit

cycle) to a coexistingchaoticone without the phenomenon
dynamicsitselLIn the contextof measurements,
an alternaof intermittencydescribedabove.This type is usuallyentive way to distinguishbetweenintrinsicand extrinsicnoise
counteredin systemswith many coexistingattractors,as in
hasbeendeveloped.This methodis discussed
in Sec.IX.
the caseof bubblesin a liquid drivenby a soundfield.
The scenariobasedon a sequence
of Hopfbifurcationsis
The route to chaosencounteredwith the period-doucalledquasiperiodic
routeto chaos,as a systemwith incomblingbifurcationiscalledtheperiod-doubling
routeto chaos
mensuratefrequencies
undergoes
quasiperiodic
oscillations
(Fig. 8). This route is connectedwith many names,with
(Fig. 6). This routeis connectedwith the namesof Ruelle,

Takens,and Newhouse.
24'2s
It is a somewhatsurprising
routebecause,startingfrom a fixedpoint, the three-dimensionaltorus generatedafter three Hopf bifurcationsis not
stablein the sensethat thereexistsan arbitrarily smallper-

turbationofthesystem(alterationofparameters)
forwhich
thethree-torusgiveswayto a chaoticattractor.This routeto
chaoshas been found experimentallyin the flow between
rotatingcylinders(Taylor-Couette flow) and in RayleighBnard convectionwhere a liquid layer is heatedfrom below. TM

The routeto chaosmediatedby saddle-nodeor tangent

bifurcations
comesin differenttypes,but all with theappearanceof a direct transitionfrom regularto chaoticmotion.
The mostprominenttypeis calledthe intermittencyrouteto
chaos. This route is connected with the names of Pomeau

andManneville?':?It onlyneeds
a singlesaddle-node
bifurcationand is not easilyvisualizedin its propertiesin a single
diagram(Fig. 7). It is in a sensereallya routeto chaos(and
notjust a jump), asin the immediatevicinityafter the bifurcationpointItc, thetrajectorycontainslongtimeintervalsof
(almost)regularoscillation(so-calledlaminarphases)with
only short burstsinto irregular motion. The period of the
oscillationsequalsapproximatelythat beforechaoshas set

Sharkovskii, Grossmann, Thomae, Coullet, Tresser, and

Feigenbaum
beingthemostprominent
ones.
2- Aperiodicity is introduced here in steps,as every period doubling
transformsa limit cycle at first only into a limit cycle of

doubledperiod.But whenthe sequence

of successive
period
doublingsconsistsof infinitely many doublings,the limit
will bea periodof infinity,i.e., an aperiodicmotion.This, of
course,can only happenat a finite valueof the control parameterIt, when the intervalsin/z betweensuccessive
doublingsget smallerat a sufficientlyrapid rate. This is indeed
the case.Perioddoublingis governedby a universallaw that
holds in the vicinity of the bifurcationpoint to chaosItc.
Actually, there are several laws. One of these states that
when the ratio 5,of successive
intervalsof/, in each of
which there is a constantperiod of oscillation,is taken,

5, = (it,, -it,_

)/(It,,+ --It, ),

(3)

whereIt,,isthebifurcation
pointfor theperiodfrom2" T to
2" * ' T, then in the limit n- o a universalconstantis obtained,' whichfor usualphysicalsystems
hasthe value

lim 5,,= = 4.6692-" .

(4)

This number is called the Feigenbaumnumber5,because

in. With increasing

distancelit --/% [ from the bifurcation
pointItc into the chaoticregion,theselaminar phasesbe-

FIG. 6. Quasiperiodic
routeto chaosviaa sequence
of Hopfbifurcations.

1978

J. Acoust.Soc.Am.,Vol.84, No.6, December1988

FIG. 8. Period-doubling
routeto chaosvia an infinitecascadeof perioddoublingbifurcations.

W. Lauterborn
andU. Parlitz:Chaosacoustics

1978

Feigenbaum
discovered
its universality.
The numberhad of continuoussystems,a discretization(seeSees.V and VI
beenfoundpreviously
in the inverse
cascade
consisting
of below) is necessary.
bandsof periodicchaosconverging
towardsthe accumulaThe standardexampleof a bifurcationdiagramistheretion point/t from the oppositeside? It is not known fore given by one-dimensional
iterated maps x,+,
whetherthisnumbercanbeexpressed
byothernumbers
like
=f,(x,), x,[a,b]; x,,a,bR,depending
ona singleconr or e, or isa totallynewnumberof a similarkind.At present,it canonlybedetermined
numericallyto someaccuracy

trol parameter/t,/t, as,in thiscase,the attractorsare at

mostone dimensional.This map showsup, for instance,in
(likerande). Thepe_riod-doubling
routetochaos
hasbeen (strongly) dampedoscillatorysystemswhen Poincar6secfoundin manyexperiments
by now,but amongthefirstwas tionsare taken (seeSec.V). Figure 9 showsa bifurcation
a purelyacoustical
experiment,'8-2
the acousticcavitation diagramof the so-calledlogisticparabolain the formx, +
noise,whichwill bediscussed
in greaterdetailin a forthcom- = 4/tx, ( 1 -- x, ). For small/t, theattractorisa fixedpoint.
ing article.
It splitsinto a periodicattractorof period2, thenperiod4,
Perioddoublinghasbeenfoundexperimentally
in sig- etc.,until at the accumulationpoint/t the period2% i.e.,
nificantlydifferentsystems
'-u and in areasasdifferentas aperiodicity,isobtained.Afterwards,theseperiodsarepresphysics(hydrodynamics,acoustics,optics), electronics, ent in the form of bandsthat combine,in a reverseway to
chemistry,
biology,andphysiology.
A largeclassof physical perioddoubling,to a singlechaoticband.29In the chaotic
systems
thatisconsidered
of specialimportanceisthedriven region,parameterintervalswith periodicattractorsappear,
nonlinear
oscillators
9 (bubble
oscillator,
2-36Duffingoscil- e.g.,of period3. Most of the knownpropertiesof thissystem

lator,2vanderPoloscillator,
j?Todaoscillator38).
Theyall
showperiod-doubling
andsaddle-node
bifurcations
to chaos
(the vanderPol oscillator,alsoHopf bifurcations)anddisplaycommonfeaturesconnected
with theirresonance
prop-

are collectedin Refs. 11 and 39; seealso Refs. 3 and 4.

A variant of this kind of bifurcationdiagramhasbeen

introduced
byusinthecontext
ofacoustic
chaos'S
andcalled
spectral
bifurcation
diagram?'2Of course,
alsoin thiscase

erties. The bubble oscillator will be described in more detail

only a singlecoordinateof an attractor can be handled,

whosepowerspectrumis plottedversusthe controlparameter. Sincea powerspectrumitselfneedstwo dimensionsto
be plotted,additionaldifficultiesappearwhichmay be overIV. BIFURCATION
DIAGRAMS
comeby usinggreyscalesor, evenbetter,colorgraphics(see
Severalmethodsare availableto handleexperimental Ref. 1, color plate VI or Ref. 20, plate I). Spectralbifurcation diagramsare especiallywell suitedto experitnentalsysdata in the attempt to determinewhich route to chaosmay
tems,
where external noiseusually is hard to avoid. This
apply.They are not all similarlywell suitedto eachrouteso
noise
is
distributedovera widespectralrange,whereasthe
that usuallyoneshouldtry all of them. In the intermittency
energy
in
thesystemisconcentrated
in a fewlineswhen,e.g.,
routeto chaos,thedirectlymeasured
timedependence
of the
perioddoublingaddsnew lines.Thesethen stickout from
variable considered is taken to observe the continuous
the noisebackgroundand are easilydetected.In acoustics,
shorteningof the laminarphaseswith changeof the control
spectral
bifurcationdiagramsare well known as "visible
parameter.In the quasiperiodic
route,the time dependence
speech"
when
time is considered
asa "controlparameter."
of a variableusuallyhasnospecificfeaturesthat wouldeasily bedetectable.In thiscasethe Fourierspectrumshouldbe
=SECTIONSAND POINCARiMAPS
calculated,which immediatelydetectsthe new frequencies V. POINCAR
appearinguponalterationof the controlparameter.The peWhen trying to displaybifurcationdiagrams,as menriod-doublingroute to chaos,too, is best observedin the
tionedabove,difficultiesarisecomingfrom thedimensionof
spectrumof the data,asthe successive
appearanceof linesat
thespaceneededfor thispurpose.This problemhadalready
half the lowestline (and their harmonics)isverycharacter- beenencountered
by Poincar6in the contextof copingwith
istic.But in thiscasealsoa plotof thetimedependence
often
the problemof the stabilityof the solarsystem.He invented
yieldsgoodhints.
what today is calleda Poincar$section,wherebyone dimenin a separatearticle.

The methods recommended so far stem from usual data

analysis.
Theyare notquitesatisfactory
for copingwith the
problemof chaoticmotion.Therefore,chaosresearchhas
inventedandintroducedits ownspecificmethodsto display

1.0

its results.

Amongthesemethodsare the bifurcationdiagramsthat

havebecomea powerfuland standardtool in visualizingthe
propertiesof a system.In a bifurcationdiagram,the attractors of a systemare plottedversusthe controlparameters.

0.5-

This is the idea that, however, usually cannot be fully realized due to the dimension of the attractors and also of the

parameterspace.As for visualizationpurposes,normally

only theplaneof thepaperisavailable;just onecoordinateof
the attractor (a projection) is plottedversusa singlecontrol
parameter.This worksfor discretesystems(2). In the case
1979

J. Acoust. SOC_Am., Vol. 84. No. 6, December 1988

FIG. 9. The bifurcation diagram of the logistic parabola in the form

x.+ = 4/L. (1 --X.).
W. Lauterbom and U. Parlitz: Chaos acoustics

1979

sioncan be gained,and a continuoussystemof the kind in

Eq. ( 1) is transferredto a discretesystemof the kind in Eq.
(2). When investigatinghigh-dimensional
systems,thisis of
little help, but when workingwith low-dimensional,
especially three-dimensional,systems,the limit of visualization
of the propertiesof a systemis shiftedfor quitea largeclass,
amongthem the driven one-dimensional
oscillators.When
havinga three-dimensional
statespace,a Poincarsectionis
simply a planeS (a hyperplanein higher dimensionalsystems) in the statespacethat is intersectedby all trajectories
transversally(Fig. 10). Usuallysucha planemayonlyexist
locally,but globalPoincarsectionsare alsoencountered
in
certainspecialsystems,e.g.,in our drivenbubbleoscillators.
We thereforeconsideronly globalPoincar6sectionshere.
Sectionplanesare well suitedto investigatethe stabilityof
periodicorbits.In chaosresearchthey are now frequently
usedto displaystrangeattractors,wherebyonly the section
pointsof the trajectoryof the attractorin the planeS are

(a) Rn= 10./am

2.60

structurein a hardly describablemanner.To showits fractal

natureandself-similarity,aspointedout in Sec.I, a blowup

is givenin Fig. 11(b) that revealsthe occurrenceof the same
structure

on a finer and finer scale.

It ispossible
to considerthe dynamicsof a givencontinuoussystemin thesectionplane$ only.Whena pointQ1_S
is taken,it is imagedvia the dynamicsof the systemto the
point Q2 = P(Q, )_S.In this way, a continuousdynamical
systemis transferredto a discretedynamicalsystem,given
bya mapfromS to S. Thismapiscalleda PoincarmapPer
alsofirst returnmap.It is immediatelyseenthat a periodic
orbit of the continuoussystembecomesa fixedpoint of a
corresponding
(iterated) Poincar6map.Onedimensionhas
beensavedin this way. A quasiperiodic
orbit consistingof
two incommensurate
frequencies
thenlookslike a limit cycle
in the Poincarsection(a cut transverse
througha two-dimensional
torus).This"limit cycle,"however,ismadeupof
pointshoppingaround,not by a smoothperiodictrajectory
in the sectionplane.

1.32 -

Upo.o4[m/.l_ 1,24
-2.52

-3.80
0.50

1.15

(b)

1.40

1.65

1.90

Rp/Rn

1.30 -

0.g8 -

Up 0.66[m/,] 0.34
0.02
-0.30

plotted.
In Fig.11,a strange
bubble
attractor,
i.e.,anattractor of a drivenbubblein a liquid,asit appearsin a Poincar
section,is given.The sectionpointsarrangethemselves
on
linesfoldedover and over again.They hop aroundon this

Ps = 90. kPa

1.44

!.42

I J46 lJ46

1.50

Rp/Rn
FIG. 11.A strangebubbleattractorin a Poincarsectionplane.(a) Total
view, (b) explodedview that indicatesthe self-similarityof the bandstructure.

With thehelpof thePoincarsectionmethod,the period-doublingroute to chaoscan adequatelybe displayed

withoutresorting
to spectralrepresentations.
Uponthefirst
period-doubling
bifureation,
thefixedpointsplitsintoa periodicorbitconsisting
of twopointsthatareimagedbackand
forth. At eachsuccessive
perioddoubling,eachof the previouspointssplitsinto two new pointsuntil in the limit at
/x =/z oo=/% the point set of an aperiodicattractoris obtained.For a bifurcationdiagram,usuallythe pointsof a
Poincarsectionare used,wherebyone againis forcedto
takeonlyonecoordinateof a pointin thesectionfor simple
visualization.

The Poincar6mapP definedon a surfaceS determines

wherethepointsors areimagedunderP. ThusP considers
a
wholeset of initial conditionssimultaneously.
In physics,
usuallyonly singletrajectories
canbe followed(e.g.,when
measuringa pressure
in dependence
ontime). The trajectory
may thenbe described
in discreteform throughthe series
P(xo ), P (P(xo) },...,xo beingthe initial condition.This leads
to iteratedmaps[compareEq. (2) ]:

periodic
orbit

x,+ =P(x,),

n=0,1,2 .....

(5)

The simplestmapP with nontrivialdynamicsthat may be

encountered
will bea one-dimensional
mapwith somefunctionf.'
x+=f(x,,

xR,

n=0,1 .....

(6)

Whena controlparameter/zis introducedfor comparison

withexperiments,
oneisledtoa familyofmaps
f,:
x,+,=f,(x,),

xR,

/zR, n=0,1 .....

(7)

FIG. 10. PoincarsectionplaneS and the Poincar6map P. The section

ThusthePoincar6mapconnects
continuous
dynamicalsystems (differentialequations)with iteratedmaps.Iterated
mapshavelongbeeninvestigated
by puremathematicians

pointQ of a periodic
orbit?,isa fixedpointof thePoincarb
mapP.

who collected a wealth of beautiful results that now find

1980

d. Acoust. Sec. Am., Vol. 84, No. 6, December 1988

W. Lauterborn and U. Parlitz: Chaos acoustics

1980

applications
in physics.With respectto the corresponding
differentialequations,
iteratedmapsare muchsimplerand
canbe investigated
muchmoreeasilybothanalyticallyand
numerically.Yet the samerichnessin behaviorcan be expectedasin the originaldifferentialequation.How involved

in anirregularwayfor whichnolong-termpredictioncanbe
made. For this type of behavior,known from the inverse
cascades
of the logisticparabola,the termperiodicchaoshas

a behaviormust be envisagedis strikingly demonstratedby

the "simple" exampleof the quadraticmap or logisticpa-

themotionat -thedrivingfrequency
andtheirharmonics

rabola

x,+, =4/x,(1--x,),

x,[0,1],

/[0,1],

(8)

thebifurcationdiagramof which,in a sense,cancompletely

be givenand is plottedin Fig. 9.
One-dimensional
mapslike thoseof Eq. (7) canbeconstructedfrom the Poincar6mapP onlyin thosecaseswhere
the (strange)attractorin thesectionplaneresembles
almost
a (thin) curve. Then either a projectionin somesuitable
directionwill do, or somecoordinatesalongthe curvemust
beintroduced
with respectto whicha one-dimensional
map
may be formulated.Such maps are often called reduced

(Poincarb)
mapsor, assuggested
by us,attractormaps?
Figure12(a) showsa Poincar6sectionplanewherea strange
attractorcan be seenfor a bubblewith radiusat rest of R,
= 10/m, drivenat a sound-pressure
amplitudeof 276 kPa
and a frequencyof 530 kHz. It is noticedthat the section
pointsmake up eight short line segments,and thus a onedimensionalmapmay beconstructedfor eachof them. This
is indeedpossible,
asthe dynamicson the attractorare both
regularandchaotic.The regularityconsists
in thefactthat,
from one sectionof the chaotictrajectoryto the next, the
sectionpointsgoaroundfromonesegment
to thenextin the
mannerindicateduntil all eightsegmentshavebeenvisited.
Then the sequence
startsagain.The chaosin the dynamics
comesfrom the fact that on a segmentthe pointscomeback

Pa = 276. kPa

v = 530.0

attractor.In thiscase,stronglinesin the Fourierspectrumof

appear(seeSec.VI). If onlyeveryeighthsectionpointwere
plotted,onlyonelinesegmentwouldshowup. Sucha plot is
calleda subharmonic
Poincarksection
plot of ordereight.
From one line segment,which, to be sure,is only approximately
a line,a reduced
Poincar6
mapor attractormap
maybeconstructed
in the followingway.Everyeighthsectionpointistakenandthepointsof thissequence
areplotted
versusthe previousone.This meansthat x + 8 is plotted
versusx,, x beingthe originaliterationpointswith n = 1,
9,17,... When one coordinate,in this casethe radius of the

bubble,is taken,a maplike that shownin Fig. 12(b) is obtainedfor a certainsegment.There will be eightdifferent
attractormapsof thiskind,depending
on thestartingpoint,
i.e.,thesegment
chosen.
The typeof mapgivenin Fig. 12(b)
is called a subharmonicattractor map of order eight. It
stronglyresembles
thelogisticparabola(8). Whena parameter in the originaldifferentialequationis altered,it may
happenthatthecorresponding
attractorin thePoincar6
sectionplanealtersin sucha waythat thecorresponding
(subharmonic)attractormapalterslike a logisticparabolawhen
producingperioddoubling.Then perioddoublingin the
continuoussystemmay be saidto occuras in the logistic

parabola.
Thisfollowsfromtheuniversality
of thescaling
lawsgoverning
perioddoubling)
Wheneverthe attractoris more complicated,two-di-

mensional
mapsmustbeconstructed
andinvestigated.
Since
the time that theconnectionbetweeniteratedmapsandcon-

tinuousdynamical
systems
(asusedbyphysicists)
hasbeen
clearlynoticed,notonlymathematicians
butalsophysicists
(and otherscientists)
workintensely
on the properties
of
iteratedmaps,with muchcomputerworkgoingon. In any
case,theoccupation
with iteratedmapsis stronglyrecommended
forthosewhowishto geta deeper
understanding
of
chaos.The newcomer
maystartwith the articleof May in

Rn = 10. /.zm
18.0 -

beencoined.
29Figure12(a) thusshowsa period-8chaotic

kl/z

14.4

10.8

Up

Nature. t
7.2-

Vl. DEMONSTRATION OF SOME METHODS OF CHAOS

PHYSICS CHOOSING A BUBBLE OSCILLATOR

3.6-

0.0

1.2

1.5

1.8

.1

In this section,we pauseto demonstrate

someof the
methods
coherently
ona bubbleoscillator.
Thebubbleoscil-

Rp/Rn

lator usedis a nonautonomous

differentialequationof sec-

1.90

ond order of the form 35

1.86 -

R*a 1.82-

pc dt

Rn 1.78-

with

1.74-

P(R,,t) = P(R) -- 2a/R -- 4/(//R) -- Pta

1.70

1.70

+ PO-- P sin(2rrvt)

.90

and
FIG. 12. Period-8 chaotic attractor of a bubble oscillator in a Poincar6 sec-

tion plane(a) and a subharmonic

attractormapof ordereight (b). The
encirclednumbersin (a) indicatethe succession
of the sectionpoints.

1981

J. Acoust.Soc.Am.,Vol.84, No.6, December1988

P,(R) = (P,t--P + 2rr/R,,)(R,,/R) 3':,

whereR = R (t) is the radiusof the bubbleat time t, R,, isthe
W. Lautorborn
andU. Parlitz:Chaosacoustics

1981

Rn = iO. itrn

Rn = 10. /rn

1.84

Ps = 90. kPa p = 207. kl'iz

Ps = 90. kPa

56.0

-,

32.8

0.6-13.6'

R 1.o6-

Rn

0.67 -

-36.8

0.28

'

-60.0

1,449

1,490

1.511

1.542

1.573

1.804

0.28

0168, 'JOB 1J48 1.88

R/Rn

Rn = I0. p.m Ps= 90. kPa p = 197. kHz

1.84

P.= 90. kPa u= 197.0 kJz

56.0-

32.8

1.45 -

9.6-

R 1.o6Rn

-13.60.67

-36.8
0.28

-60.0

1.5220

I.

1.5878

1.6204

1,6532

0.28 olo8 ,JoB

R/R

1.8880

t
Rn = 10. /m

Ps = 90. kPa =

193. kHz

P,= 90. kPa

56.0

Rn

1.88

u= 193,0 kHz

32.8

1.45 -

t, = :207.0 kl'lz

0.6

l.O6-

-13.6
0.67

-36.6

0.28

-60.0

1.5540

1.5874

1.6206

I.876

1.6542

0.:8 0168 1J08 11,,8

R/Rn

1.7210

t [ms]
Rn = 10. /m

1.64

Ps= 90. kPa p = 192.5 klz

1.88

Ps = 90. kPa u= 192.5 kHz

56.0
32.8

1.45 -

0.6-

!.o6-

-13.6-

0.67 -36.6
0.28

1.5580

1.5914

-60.0

1.6246

1.6582

1.6916

0.28 0J68

1.7250

t [m
Rn= 10. /m

P = 90. kPa

p = 190.0 kl'Jz

P = 90. kPa

I JOB I J46
R/Rn

1.88

t,=

190.0 kJz

I.'08

IJ48

,56.0
32.8

1.45-

R 1.00

9.8-

["'/']-1a.8
0.67

0.26

-36.5

1.578

-60.0

1.612

1.646

1.660

1.714

1,748

0.28 oj68

1.88

t [ms]

FIG. 13.Period-doubling
route
tochaos
demonstrated
bytheattractors
forabubble
oscillator.
Leftcolumn:
radius-time
solution
curves;
middle
leftcolumn:

trajectories
instate
space;
middle
rightcolumn:
Poincar6
section
plots;
rightcolumn:
power
spectra.
Radius
ofbubble
atrestR, = 10pro,
sound-pressure
amplitude
90kPa(0.9bar),driving
frequency
1strow:207kHz;2ridrow:197kHz,3rdrow:193kHz,4throw:192.5kHz,5throw:190kHz.
1982

J. Acoust.Soc. Am., Vol. 84, No. 6, December 1988

W. Lauterbomand U. Parlitz:Chaos acoustics

1982

Rn = 10. Hm

P = 90. kl'a , = 07. kflz

Rn = 10. /_Lm Ps = 90. kPa

= 207.0 kliz

2.60

1.37

1o1

0.04

lO

O.gO

1115 IJ40 IJ65

10-"

I03.5

0.0

1.90

207.0

Rp/Rn
2.60

Ps= 90. kPa u= 19%klz

'

0.04

51'7.5

621.0

Rn = 10. /am Ps= 90. kPa u = 197.0

1.32-

31'0.5 414.0
f [kHz]

1o'
-

up

td'

[,/sl -I.24
-2.52

::

-3.80

L90 1115 I.'40

IJ65

lO-:'
0.0

l.g0

98.5

lirLO

Ps= g0. kPa u= 193. kliz

2.60j

Rn = 10. /m

394.0

Up0.04
1

[=/.1-1.24
1

591.0

193.0 kliz

Ps -- 90. kPa

lO0
lO-'

0.90

96.5

0.0

l.g0

193.0

Rp/Rn

289.5

386.0

482.5

579.0

f [kHz]

Ps = 90. kPa u = 192.5 kl'lz

Rn = 10./zm

1.32 -

lO'

Up0.04-

Ps = 90. kPa v= 192.5 kl{z

lff

[m/s] -i.24 -

1o-

-2.52-

ee

1o-:

-3.80
0.90

492.5

lO'

!.32
1

2.60-

295.5

f [kHz]

Rp/Rn

IJ15 I.'40 !.'6 1.90

Rp/Rn

Ps = 90. kPa

0.00

96.25

192.50

288.75

385.00

,,

481.25

5'77.50

f [kHz]

u= 190.

Rn = 10. /xm

Ps = 90. kPa

v = 190.0 kl'lz

ld

Up0.04
1

[m/s]-1.24
J
0.90

1.15

10-'
1.40

1.65

1.90

10-:

Rp/Rn

0.0

95.0

190.0

285.0

380.0

475.0

fi70.0

f [kHz]

FIG. 13. (Continued.)

1983

d. Acoust.Soc. Am., Vol. 84, No. 6, Docombor1988

W. Lauterborn

and U. Parlitz: Chaos acoustics

1983

radiusof the bubbleat rest,v is the frequencyof the driving

soundfield, Ps is the amplitudeof the driving soundfield,
Dstat
= 100kPa is the staticpressure,
Pv = 2.33 kPa is the
vapor pressure,a = 0.0725 N/m is the surfacetension,

p = 998kg/m3isthedensity
oftheliquid,/.t
= 0.001N s/m3
is the viscosity,= 1$00 m/s is the sound velocity, and
c= 4/3 is the polytropicexponentof the gasin the bubble.

higherharmonicsarepresentdueto thenonlinearnatureof
the oscillation. In the secondrow, at v --- 197 kHz, we seein

the radius-timecurveto the left that the two pointsnow lie

on two horizontallines,indicatingthat the oscillationonly
repeatsafter two periodsof the driving.The corresponding
trajectoryis againa limit cycle,but of morecomplexform.
The two thickpointsindicateperiod2 T for thelimit cycle,as

Here, denotes
differentiation
oftheradius
withrespect
to

do just the two pointsin the Poincarsectionplane.The

powerspectrumof the radius-timecurveto the right now
hasa lowestfrequencyof v --- 1/(2 T). Again,astheoscillaradius R(t) in water, set into motion by a soundfield of
sinusoidal
timedependence
constantat anyonetimeall over tionisnonlinear,theharmonicsofv = 1/(2T) showup;i.e.,
lines at v-- 3/(2T), 5/(2T) .... are newly introducedinto
thebubblesurface.For thisarticle,it maysufficetojust give
the spectrumwith respectto the firstrow. Clearly,this secthe bubblemodel without discussing
its derivationor relation to other bubblemodels.A more thoroughdescription ond row indicatesthat perioddoublinghastakenplace.In
how period
will be givenelsewhere,togetherwith a detaileddiscussion the third and fourth rows,it is demonstrated
doublingproceeds,
leadingto rapidlymorecomplextrajecof the chaoticpropertiesof someof its solutions.
toriesmakingup the limit cycle.The spectrumis filled up
When the sound-pressure
amplitude (control paramwith newlinesexactlybetweentwo old linesof the spectrum
et.er) of the drivingsoundfieldis increased
at constantfrequency,or whenthefrequency(anothercontrolparameter) at eachperioddoubling.In this way, the irregular,chaotic
of the drivingsoundfieldis alteredat constantsound-pres- statein thelastrowisreached.As thetrajectoryisaperiodic,
the radius-timecurveneverrepeats,and onlygivesa short
sureamplitude,peculiarthingsmay happenwith the radial
segmentof theactualpossible
oscillationsequence
of larger
(!) oscillationof the bubble (Ref. 35; see,also,Refs. 32 and
andsmalleroscillations.
The trajectorynow formspart of a
34). Despiteperiodicexcitation,chaoticoscillationsare encounteredfor someparametervalues.An examplewhere strangeattractor createdout of a limit cycle.Only a few
revolutionsare plotted, as otherwisea whole area would
thishappensvia a period-doubling
routeis givenin Fig. 13,
haveturnedblack,leavingnodiscerniblestructure.Also, the
which displays20 diagramsin four columns.A bubbleof
pointsindicatingthe elapseof oneperiodof thedrivinghave
radiusat restR = 10m, drivenat a sound-pressure
amplibeenomittedso asnot to disturbthe picture.The spectrum
tude of 90 kPa (0.9 bar), hasbeenchosen.The frequencyof
now containssome amount of noise which is intrinsic, i.e.,
the driving sound field is lowered from v = 207 kHz to
comingfromthedeterministic
dynamicsitself.The Poincar
v = 190kHz. In fivesteps,thestationarysolutionsandtheir
sectionplotcontainsmanymoresectionpointsof the attracspectra (after transientshave decayed) are plotted for
tor thancorrespond
to the turnsof the trajectoryplottedin
v = 207, 197, 193, 192.5, and 190 kHz, the samefor all diagramsin a row. The dotsin the diagramsof the radius-time the last row (secondcolumn) and thus bestdisplaysthe
involvednatureof the chaoticattractor.However,the way
curves(left column) correspondto a certainphaseof the
points
are imagedfrom onepart of the attractorto another
driving soundfield. Their interval thus correspondsto the
cannot
be givenby this type of staticpicture.
period T of the driving. The rows contain to the left the
The
readerwill surelyagreethat by simplylookingat a
radiustimecurves?
followedby phasespace(velocityversus
radius-time curve (a solution curve of a differential equaradius) curves (trajectories), Poincar6sectionplots, and
tion) in the chaoticregion,the statementthat intrinsicaperpowerspectraof the radius-timecurves.In the firstrow, the
iodicityis presentcannotbemade.However,that no periodbubbleoscillatesin a stationarystatewith the periodof the
ic solutionsshouldbe presentin certain parameterregions
driving. In the languageof chaostheory, we have a limit
hasbeenarguednevertheless
from repeatedand strongtricycleasanattractorwhichhastheperiodTofthe driving.In
als,32sincetheseregions
cannotbeoverlooked.
Evenasearly
the radius-time plot, the thick dots thereforeall lie at the
samelevel R/R,. The limit cycletrajectoryin the second as 1969 it had beenobservedthat theseregionsoccurnear
are present,and a connection
columnalsois markedby just one dot, as it exactlyrepeats regionswheresubharmonics
after oneperiod.With periodicallydrivenoscillators,a globetween
subharmonics
andnoisehasbeenconjectured.
n
bal Poincar6planeof sectioncanbedefinedby a fixedphase
The regionsof chaosare bestvisualizedin bifurcation
of the driving.The planethen is madeup of the radiusR e of
diagrams,as then the route to chaoscan automaticallybe

time t. The model(9) describes

a sphericalgasbubbleof

the bubble (given here normalized with R, as Re/R,

) and

its velocity U,, where the index P standsfor Poincar6to

notify that it is a sectionplane, in contrastto the second
columnwherethe velocityall alongthe trajectoryis plotted.
Thus the firstdiagramin the third columnsimplycontainsa
singlepoint, the one sectionpoint of the limit cycle. The
appearanceof only one point in the sectionplane indicates
that the limit cyclehasthe periodTofthe driving,asis also
learnedfrom the otherdiagrams.The firstpicturein the last
columngivesthe corresponding
powerspectrum.As expected, the lowest frequencyin the spectrumis v = I/T, but
1984

J. Acoust.Soc. Am., Vol. 84, No. 6, December 1988

discerned.Figure 14just givesone exampleof a bifurcation

diagramwherethe normalizedradiusof the bubbleat a certain phaseof the driving soundfield (when transientshave

decayed)is plottedversusthe drivingfrequencyas control

parameter.The plot hasbeenobtainedin the followingway.
First, a maximum of 100 oscillationsis calculated to let tran-

sientsdie out. Then 100pointsof the radiuscoordinateof the

Poincar6sectionplane (givenby constantphaseof the driving) areplotted.Whenthereisa limit cycleof periodT, these
100 pointswill neatly fall one upon the other and just one
point will showup in the diagram.Then, startingfrom this
W. Lauterbornand U. Parlitz:Chaos acoustics

1984

Ps = 275. kPa

Rn = 10. /m

bor

2.2

1.58
]

1.27
1

0.961

360.0

435.0

51'0.0 585.0

660.0

735.0

110.0

o
1.6

FIG. 14.Bifurcationdiagramof a bubbleoscillator.

value as the initial condition, the next seriesof oscillationsis

calculated
fora slightlyincreased
(or decreased)
frequency
yieldingthenextattractor.If it isof period2T, twopoints
will showup in the diagram.In the caseof a chaoticattractor, 100pointswill beplotted,scattered
alonga verticalline
at the givenfrequency.In this way, the propertiesof the

systemhavebeenmadevisiblefor 1350frequency
points.
Figure14 showsan interesting
typicalpicturewith period
doublingto andfromchaosmakingupa complicated
"bubble" structure.

Again,thereaderispointedto a forthcoming
articlefor
moredetails.There,the growthof thesebubblesand their
distribution
in parameter
space
alongresonance
hornsyieldinga superstructure
22of bifurcations
willbediscussed.
This
superstructureis conjecturedto be universalin somesense
and for a certain class of driven nonlinear oscillators.

1.8

2.0

2.2

2.4

2.6

2.8

3.0

3.2

3.

Vo

FIG. 15. Phasediagramof a bubbleoscillator(just a fewbifurcationlines

from the actuallyinfinitelymany).

Ref. 32. In the parameterplanespannedby the (normalized) drivingfrequency

v/vo andthesound-pressure
amplitude Pa, one curvebelongingto the bifurcationsetof the
bubbleoscillator(see Ref. 32 for the equationused) is
drawn, separatingregionsof period-l, period-2,period-3,
and period-5oscillation.Belowthe curve,period-1oscillations,i.e., oscillations
with the sameperiodasthe driving
(period-I limit cycles),occur;abovethis curve,but only
very near to it, period-2,-3, and -5 limit cyclesare present.
Theregionabovethecurvewill befurtherdividedbya complicatedinfiniteset of bifurcationlines,sinceperioddoubling setsin and further saddle-nodebifurcationsoccur.One
more phasediagramusingthe samebubblemodelasin Ref.

32isgivenin Ref.34.Verydetailed
phase
diagrams
ofthe
Dufiingoscillator
+ d + x + x3=fcos cotandtheToda

VII. PHASE DIAGRAMS (PARAMETER SPACE

DIAGRAMS)

oscillator2 d- d d- e -- I =fcos cotcanbe foundin Refs.

21 and 38, respectively.Phasediagramscan alsobe measured.An exampleof a measured
phasediagramof a simple
When thereis morethan one controlparameterin a
system,itsproperties
canonlybegivenin a seriesof bifurca- electronicoscillatoris givenin Ref. 41.
The determinationof phasediagramsof dynamicalsystiondiagrams,
whereoneparameter
ischosen
ascontrolpatemsis oneof the main tasksof chaosresearchas,in a sense,
rameter,the otheronesheld fixedand only changedfrom
onediagramto thenext.Experience
showsthatit isnoteasy theygivea completequalitativeandevenpartlyquantitative
behaviorof a nonlineardynamicalsysto grasp the grosspropertiesof a systemfrom such se- overviewof possible
to locate
quences.
A morecondensed
viewcombining
suchSequences tem.Specialmethodsarepresentlybeingdeveloped
and
follow
bifurcation
curves
in
parameter
space,
to speed
wouldbedesirable.
Thiscanbedonewith thehelpofphase
up
the
calculations.
Due
to
increase
in
computer
speed
and
diagramsor, equivalently,
parameterspacediagrams.The
availability
of
computer
time,
the
near
future
will
see
a
name"phasediagram"comesfromthermodynamics,
where
quickly
growing
set
of
phase
diagrams
for
various
systems.
in apY diagramtheareasaremarkedwhere,e.g.,a liquidor
gaseousphaseis present,and curvesare plottedto denote
VIII. FRACTAL DIMENSIONS
theirboundaries.
At the pointsof the curves,a phasetransition takesplaceand alsocoexistingphasesare known.In
The notionof the dimensionof an object(physicalor
exactlythe samesense,phasediagramsof (nonlinear)dymathematical)hadlongoccupiedphysicists
andmathemanamical systemsare to be understood.Theoretically,they
ticiansuntil a solutioncameinto sight.Cantorand Poincar6
aretheplotof thebifurcationsetin parameterspacetogether both put great effort into this questionbut failed. It was not
until Hausdorff's article, "Dimension und/iusseres Mass"
with theindicationof thekindof attractor("phase")in the
areascreatedby the curvesor planesof the bifurcationset.
("Dimensionandexternalmeasure"),thata satisfactory
deTo calculateevena fairly completephasediagramof a dyfinitioncouldbeputforward?Thisdefinition
of thedimennamicalsystemis a time consumingtaskand usuallyneeds sionofa setofpoints
naturally
leadstofractaldimensions,
hoursof computertime.An earlyexampleof a phasedia- i.e.,dimensions
thatarenotjustnaturalnumbers.
For a long
gramfor a bubbleoscillatoris shownin Fig. 15,takenfrom time,setswith theseproperties(fractals)werethoughtto be
1985

J. Acoust. Soc. Am., Vol. 84, No. 6, December 1988

W. Lauterbom and U. Parlitz: Chaos acoustics

1985

purelymathematical
objectsuntiltheirobviously
abundant
occurrence
in naturewasdemonstrated
by Mandelbrot?
Chaosphysics
hasstronglyexpanded
theimportance
of frac-

the correlationdimensiond2, and the higher-orderdimensionsd3,d4..... the correlationdimensiond2 is the mostat-

tals and their dimensions. Chaotic attractors are known for

sequence
of
'dimensions,
the
relations
"d,>d,_ >'">d2ddo
hold, and often the d, are
nearly all the same.Thus da, which is very convenientto
determinenumerically,is a good estimateof "the" fractal
dimensionof a strangeattractor.

theirusuallypeculiarshapes,whichpointto fractaldimensions.Th raisesthe questionof how to determinefractal

dimensions,
especially
whentheyare encountered
in experiments.Indeed,concepts
havebeendeveloped
wherebyfractal dimensions
canbedeterminedbothfromnumericallycal-

tractivefromtheexperimentalist's
pointofview.43'44
Forthe

The correlation dimension is defined as

culated
strange
attractors
andfrommeasured
data.
43-s3
An infinityof differentdefinitionsof a dimensionhas
been introducedhavingtheir value in describingthe inhomogeneity
of theattractor.Onlya simplified
notionof the
Hausdorffdimension,
calledcapacitydo, and the mostoften
usedcorrelationdimensiond2 will be discussed
in moredetail here.

First, thedefinitionof thedimensiondoof a setof points

A CR ' is given:
do= lim log M(r)/log (l/r),

(10)

wherer is the edgelengthof an m-dimensional

cubeand
M(r) is the lowestnumberof m-dimensionalcubesof edge

lengthr to coverthegivensetA (a chaoticattractor).When

this definitionis applied to a point, a line, an area, and a
volume,the dimensionsdo = 0, 1, 2, and 3 are obtainedas

theyshouldbe. But the definitionis muchmorepowerful.

Also,Cantorsetsnowgeta dimension,usuallyfractalasit
turnsout.Figure16givesthestandardexampleof a Cantor
setwhereby,startingwith theunitinterval[0,1], themiddle
thirdwithouttheendpointsis successively
takenout of the
remainingintervals.In thefigure,to theleft, theedgelength
r is giventhat is convenientlytakento coverthe set,and to
therightthenumberMofeubes(intervals)thatisneededto
coverthe set.Accordingto the definitionof do, one then
easilygets,by simplyinsertingthe sequence
asgivenin the
figureinto Eq. (10),

do
= !im
log
2'_ log
2=0.6309-'-,
-1og 3

log3

(11
)

d = lim log C, (r)/log r,

(12)

wherer againis theedgelengthof anm-dimensional

cube
and C, (r) is the so-calledcorrelationsum
1

C,,(r)
=No
lira-k,

(13)

In this expression,
N is the numberof pointsin R of the
(strange)attractoravailablefromsomecalculations
or measurements,
H is the Heavisidestepfunction[H(x) = 0 for
x <0, H(x) = 1 forx> 0 and, usedhere,H(0) = 0], p are

thepointsof theattractor,andI[']] is a suitablenorm,e.g.,

the Euclideannorm.The dimensiondoesnot dependon the
norm; therefore,any norm may be chosenthat is mostconvenientfor numericalcomputation.
In our determination
of
cavitationnoiseattractors,we usedd: togetherwith the

maximumnorm.47Equation(12) immediately
showsthat
d: canbe determinedfrom the slopeof the curveobtained
whenC,, (r) isplottedversusr, eachon a logarithmicscale.
An examplefor the determinationold: is givenin Fig.
17for the strangebubbleattractorof Fig. 11.In Fig. 17(a),
the log C(r) vslogr curveis plottedwith 100000 pointsof
the attractor in the Poincar sectionplane. Figure 17(b)
showsthe local slopeof the curve in Fig. 17(a) whereby
"local"meansa fit of theslopeovera regionof a quarterOfa
decade.It is seenthat a plateauin thelocalslopeonlyoccurs
for valuesof logr between-- 1.5and - 0.5 givinga fractal

dimension
of de = 1.3+ 0.1.For largerr'sthegrossstruc-

ture of the attractor naturally leadsto a decreasinglocal

slopeuntil at r's abovethe sizeof the attractorthe slopeis
all pointsof the attractorfit into the cubeof
It tums out that for systemswith a high-dimensional zero,because
statespacethedirectuseof thedefinitionof do (boxcount- edgelengthr. At low r's the followinghappens.Becauseof
the finiteprecisionin the calculations,the exactlocationof
ing) is not practicalin riumericalapplications.From the
nextmembersof dimensions,the informationdimensiond,
the attractorpointsin the Poincarsectionplaneis only
knownto a limitednumberof digits.Therefore,the attractor
looks more and more noisyon smallerand smallerscales.

a nonintegernumber.This is the fraetal dimensionof the

Cantor set.

For thesereasons
the localslopefor smallr's tendsto 2,
which is the dimensionof the Poincar sectionplane. Thus

onlya regionbetweensmallandlargevaluesofr isavailable

for the determination

of the fractal dimension. The fractal

dimension
old2 = 1.3is validfor the attractorin thePoincar(sectionplane.To getthefractaldimension
of thewhole
attractor, one dimensionhas to be added giving de ----2.3.
Someremarksmay be in order to warn the readerwho wants
to applythisformalismfor fractaldimensiondetermination.
The methodmustbe usedverycarefully,especiallywith exFIG. 16.Cantorsetconstruction
bysuccessively
takingoutthemiddlethird
without its end points.

1986

J. Acoust.
Soc.Am.,Vol.84, No.6, December
1988

perimentaldatawhenusedin conjunction
with reconstructedattractors(seeSec.IX). The errorsareusuallyverylarge.
W. Lauterborn
andU. Parlitz:
Chaosacoustics

1986

Pa = 90. kPa

v = 190.kffz

(.)

Pat -- 10./m

Strangeattractorsusually have a more complicated

scalingbehavior.However,accordingto the scalingspectrumf(a), theycanbethoughtof asa "superposition"
of
simplefractalsetsgivenby the subsets
of uniformscaling
behaviorwith indexa. Theyarethereforecalledmuhifractal
setsor, briefly,multifractals.
For specialcases,the scaling
spectrumseemsto beuniversal,i.e.,thesamefor all systems,

e.g.,at theaccumulation
pointof perioddoubling?
'sThe
experiments
sofar confirmthetheory,
s2-s
andit seems
that
ogO-)

theexperimental
determination
off(a) s1-54
maybea better
way to characterizea strangeattractorthan a singledimensionas,for instance,d2.

IX. RECONSTRUCTION

FIG. 17.Determination
ofthecorrelation
dimension
d forthestrange
bubbleattractorgivenin Fig. I I. (a) CorrelationsumC(r) versusthecubeedge
lengthr ona doublylogstithmicscale,(b) localslope[ fit to thecurvein (a }
overa rangeera quarterera decade]versusr. The fit regionis from -- 1.7

to -- 0.5. In thisregionthelocalslopehasa plateaugivingd = 1.3 0.1.

OF ATTRACTORS

In mathematicalmodelsof physicaldynamicalsystems,
the dynamicevolutionis visualizedin the statespacewhose
dimensionis given by the number of dependentvariables
(seeSec.I and Fig. 1). In experiments,the statespaceis
usuallynot knownbeforehandandoftenonlyonevariableof
the systemcanbe measured,e.g.,a velocitycomponentat a
point in the liquid in a Rayleigh-B6nardexperiment(a liquid layer heatedfrom below). Thus only a projectionof a
trajectoryof the systemwith a usuallyhigh-dimensional
statespaceonto a singlecoordinateaxis is given.One may
askwhether,underthesecircumstances,
experiments
make
senseat all, whenonly suchminor informationabouta systemis obtainable.Fortunately,it canbeshownthat onevariablealreadycontainsmostof the informationaboutthe total

The stateof theart of thetechniques

availableisdiscussed
in

systemandnotjust a minorpart.s's6It mayat firstsight

Ref. 46.

measured.
Theopposite
istrue?-s4Onlythefullset(dq,
qR}, or equivalently
the(smooth)scaling
spectrumf
(a)

seemreallyastonishingthat onecoordinateof a trajectoryin

a high-dimensional
statespaceshouldcontainalmostall informationto determinethe other coordinatesof the trajectory. There isan intuitive way to understandwhy thismay be
possible.
The singlevariableconsidered
develops
in timenot
due to its own isolateddynamicallaw but (usually) is coupled to all the other dependentvariablesof the system.Its
dynamics,therefore, reflectsthe influenceof all the other

of (local)scaling
indices
a ontheattractor,
49describes
the

variables which in turn react to the influence of the variable

globalstructureof the attractorsatisfactorilyand simultaneouslyin a measurable

way.Thescalingspectrumf(a) has
a quitesimplemeaning.Take a pointof a (strange)set (attractor) and a smallspherearoundit. Then the numberof
pointsof thesetinsidethespherewill scalewith someexponent (index) a whenthe radiusof the spheregoesto zero.
Differentpointsof the setmay havedifferentindicesa. The
spectrumf
(a) characterizes
thestrength
era scalingindexa
or moreprecisely,f(a) is the global(Hausdorff)dimension
of the subsetof pointsof the set (attractor) with scaling
indexa. The relationf(a)<d o holds,do beingthe global
dimensionof the total set.Thus the maximumfmaof the
spectrumyieldsthe Hausdorffdimension.The spectrumof
the Cantorsetmentionedaboveisa linespectrumwithjust a
singleline at a = do = log 2/log 3. The dimension
f(a) at
at= do then musthavethe samevaluef(a = do) = do, as
everypoint of the Cantor setscaleswith the samea; thus
f(a) = do5(a -- do) dx, where5 is the Dirac 5 function.
Setsof thiskind showinguniformscalingbehaviorarecalled
self-similar(in a strictsense)andaresimplefractalsets.

considered.This mutual interactionlets a singlevariable

containthedynamicsof all theotherones.An examplemay
help the reader.Take a simpleoscillator:a masson a spring.
The statespaceis the usualphasespacegivenby the coordinateselongationx andvelocityo = 5c.From our knowledge
of the dynamicsof the system,we know that with the knowledge of x(t) (one coordinate only!) we also know
v(t) = $c(t). Thus, when only one coordinateis measured,
say the elongationx, then from x(t) the velocityv(t) (the

Thusfar wehavediscussed
twotypesof dimensions,
do
and d2, out of the seriesd,, n = 0,1,2..... The definitionof

dimension
canevenbeextended
to dq,whereq isanyreal
number.
nsTo an experimentalist,
thisgeneralization
may
seemrathersophisticated
and beyondanythingthat can be

1987

J. Acoust. Sec. Am., Vol. 84, No. 6, December 1988

other coordinate) can be determined.

The examplealso revealsthe difficultiesin an actual

application.It maybepossible
in principleto reconstruct
the
dynamicalevolutionof the other variablesfromjust onebut
where do we know the construction law from? In the above

examplethe velocity (t) is given from x(t) through the

operationof differentiation.If we wouldhavemeasuredv(t)
insteadofx (t), we shouldapplyintegrationinsteadof differentiationto getx(t) out of v(t). Thus the informationmay
be there but hopelesslyencrypted.At this stateof affairsit
came as a surprise,that a simplegeneralsolutioncould be
W. Lauterborn and U. Parlilz: Chaos acoustics

1987

foundto thisproblem,
5-57
whichmaybeformulated
asthe
problemof reconstructing
an attractorof a dynamicalsys-

chaoticbubbleattractor.The sameequationasthatgivenin
Sec.VI hasbeenused.For the reconstruction,
only the cal-

tem from a time seriesof one (measured) variableonly. The-

culated radii of the bubble have been taken and embedded in

ory states:For almosteverystatevariablep(t) and for ala three-dimensional

statespaceby usingfourdifferentdelay
mosteverytime intervalT, a trajectoryin an n-dimensional timesTof)4,, }, and1in unitsoftheperiodTOofthedriving
statespacecan be constructedfrom the (measured)values soundfield.The bubblehad a radiusat restof 100/zmand
[p(kt), k = 1,2.....N] bygroupingn valuesto n-dimension- wasdrivenby a sinusoidalsoundwaveof amplitude310 kPa
al vectors:
and frequency 22.9 kHz. The reconstructionis best at
T= lTo. This is the samevalueas for a simpleharmonic
p(")
= [p(kts),p(kt
+ r),...,p(kts+ (n- l)r)],
wave
of periodTo wherethe elongationx and the velocity
(14)
where t is the sampling interval at which samplesof the
variableparetaken.It isadvisableto choosethedelaytime T
as a multipleof t,, T = lt, IN, to avoid interpolation.The

o= ./care90*outof phase,i.e.,by4To
.
Thechosen
dimension
n iscalledtheembedding
dimension. Which dimension n should be taken is not known be-

forehandwhenthesystemisnot knownsufficiently
(as usual in real experiments).Sometimes
it happensthat a threedimensional
statespaceis sufficientas embeddingspace.

aboveconstructionyieldsa point set At" = (p}", k = 1,

2,...,N -- n ) in theembeddingspaceI", whichrepresents
the
attractor.The samplingtime t and the delaytime Tmust be
chosenappropriatelyaccordingto the problemunderinvestigation(seeReft 46 for details). When t, and alsoTare too

priorithree-dimensional
statespaceas,e.g.,one-dimensional
driven oscillators (Duffing, van der Pol, Toda, Morse,

This, of course, is true for mathematical models with an a

small, then from one sampleto the next there is little vari-

sphericalbubble). In the context of acoustics,a three-di-

ationandthepointsp("all lie on a diagonalin theembed-

mensional
embedding
spacewasfoundsufficient
in repre-

ding space.On the other hand, when t, and T are too large,

sentingan acousticcavitationnoiseattractor.47'2
In thisex-

thenthepointsetA {"andtheattractorobtainedbyconnectingconsecutive
pointsp("geta fuzzyappearance.
In both

periment,a liquidis irradiatedwith soundof highintensity

and thesoundoutputfrom theliquidis measured.The measurementyieldspressure-time
samples
p(kt,) that may be
usedto constructan attractor.An exampleis givenin Fig.

cases, the reconstruction and visualization of the attractor

are not veryhelpful. Figure 18showsan exampleof the influenceof the delay time Ton the reconstructionof a calculated

19. The reconstructed attractor in a three-dimensional era-

FIG. 18. Four reconstructionsof a numerically

obtainedbubbleoscillatorfrom radii data only

with differentdelaytimesTof (a) To, (b)

l To,(c) T, (d) 1 To,Tobeing
theperiodofthe
driving soundwaveof frequency22.9 kHz and
amplitude310 kPa. The bubblehasa radiusat
restofR, = 100,ttm.The samplingrate t, is I
its. For bettervisualizationthe transformedcoordinatesR * = exp(2R/R, ) have been used.
(Courtesy ofJ. Holzfuss.)

FIG. 19. Example of a reconstructedacousticcavitation noise attractor

fromsampledpressure
valuesin a three-dimensional
embedding
space.The
attractorisshownfromdifferentdirectionsfor visualizingitsspatialstructure.Samplingtimeist, = i its, anddelaytimeis T = 5 its.
988

J. Acoust. Soc. Am., Vol. 84, No. 6, December 1988

W. Lauterborn and U. Parlitz: Chaos acoustics

1988

beddingspaceisviewedfromdifferentdirectionsto showits

three-dimensional
structure
andalmostfiatoverallappearance.The verypronounced
structuresuggests
thatthemeasuredacoustic
noiseisofquitesimpledeterministic
origin.A
modelwith a three-dimensional
statespaceshouldbesufficient.To deductthe structureof the equations
from the attractor,however,
isbeyondthestateofpresent
knowledge.
It
is interestingto note that a very similar attractor hasbeen
foundbyRoessler
s"in a mathematically
constructed
model
of hyperchaos
(seeSee.X for a definitionof hyperchaos).
Onceanattractorhasbeenreconstructed,
itsproperties
can be investigated.
Of specialinterestis the (fractal) dimension
oftheattractor,whichmaybedetermined
usingthe
methods
of See.VIII. Indeed,astheembedding
dimension
n
isnotknownfora realexperimental
system
underinvestigation, n is successively
increased,and the dimensionof the

Thisexpansion
in onedirectioncantakeplacein a bounded
volumeof statespaceonly whenan additionalfoldingprocessoccurs[ Fig. 20( b) ]. The transitionfrom V(t) to V(t' ),
t'> t (seeFig. 20), may be viewedas a map, a so-called
"horseshoemap." Maps with similar propertiesare the
baker'stransformation
andArnold'scatmap.JWheniterated they shouldgive the simplestexamplesof a dynamical
systemwith sensitivedependence
on initialconditionsin two
dimensions.This is the reasonwhy they are intenselystudied.

The notionof sensitive

dependence
on initialconditions
ismademoreprecisethroughtheintroduction
of Lyapunov
exponents
andLyapunovspectra.Their definitioncannicely

beillustrated.
S9Takea smallsphere
instatespace
encircling

a point of a giventrajectory(Fig. 21). The pointsof the

spherecan be viewedas initial pointsof trajectories.This
pointset/tt" isdetermined.
Whenthesystem
isofdetermin- sphereis shiftedin statespaceand deformeddueto the dyisticoriginwitha low-dimensional
statespace,thenat some namicssothat at a later timea deformedsphereis present.
n the (fractal) dimensionof/l t" will stabilizeat somedefiTo properlymakeuseof thisidea,mathematicallyan infininitevalue(smallerthann). The largestfractaldimension
of
tesimalsphereand its deformationinto an ellipsoidwith
/l t", n = 1,2..... obtainedin thisway thendetermines
the principalaxesri (t) i = 1,2.....rn (m = dimensionof thestate
The Lyapunouexponent/li maythen,
relevantnumberof (nonlinear)degrees
of freedom(number space)areconsidered.
of dependent
variables)of thedynamicsysteminvestigated. curegranosalis,be definedby
In this way, the dimensionof an acousticcavitation noise
=
--(15)
attractorhasbeendeterminedto be about2.5 (Ref. 47).
,- o,,(o)-o t
ri (0)

-i limlim1logri(t)

X. LYAPUNOV

EXPONENTS

AND LYAPUNOV

SPECTRA

Chaoticsystemsexhibitsensitive
dependence
on initial
conditions.
This expression
hasbeenintroducedto denote
thepropertyof a chaoticsystem,that smalldifferences
in the
initial conditions,
howeversmall,arepersistently
magnified
because
of thedynamicsof thesystem,sothat in a finitetime
thesystemattainstotallydifferentstates.It isnotdifficultto
envisagethis propertywith systemsthat are not bounded,
likeunstable
linearsystems.
Butphysical
systems
arein general bounded,and it is not at all obvioushow a persistent
magnification
of smalldifferences
isbroughtabout.It seems
that a sensitive
dependence
on initial conditions
canonly
occurthrougha stretching
andfoldingprocess
of volumesof
statespaceundertheactionof thedynamics.
Thisprocess
is
depictedin Fig. 20. A persistentsimplestretchingwould
expandonedirectionmoreand morewithoutbounds[Fig.
20(a) ]. Neighboring
pointsthusgetmoreandmoredistant.

Theset{Ai, i ----1,...,m},whereby
theAusually
areordered
A)A2" 2,, iscalledtheLyapunou
spectrum.
It isto be
recalled that the ri(t) should stay infinitesimallysmall.
Then the linearizedlocal dynamicsappliesthat hasto be
takenalonga nonlinearorbit. This is the meaningof t-- o.
A strict mathematical

definition

resorts to linearized

flow

mapsand may be foundin Ref. 15. When Ai > 0, a timedependent

"direction"exists,in whichthe systemexpands.
The systemis thensaidto be chaotic(when, additionally,it
is bounded).All alonga trajectory,neighboringtrajectories
will retreat.A Lyapunovexponentisa numberwhich,dueto
the limit t-, oo,is a propertyof the wholetrajectory.To get
an idea of how uniformlyneighboringtrajectoriesrecede
from a giventrajectory,Lyapunovexponents
canbedefined
for piecesof trajectories
to identifythemostchaoticparts.
In dissipativesystems,the final motion takesplaceon

attractors.
Besides
thefractaldimensions
(or thescaling
spectrum),the Lyapunovspectrummay serveto character-

ize theseattractors.With the helpof the Lyapunovexponents, the motion on a chaotic attractor can be made more

precise,asthe followingrelationsanddefinitionshold (continuoussystems,

A >A --->A,, ):
!

I
I

I
_

r(O)

r(t)

L--4---a
v(t)

f < t'

rz(t)

V(f')

FIG. 20. Stretching

andfoldingof a volumeof statespace.(a) Stretching
only, (b) stretchingand folding.
1989

J. Acoust.Soc. Am., VoL 84, No. 6, December 1988

FIG. 2 I. Notionsfor thedefinitionof Lyapunovexponents.

A smallsphere
in statespaceis deformedto an ellipsoidindicatingexpansionor contraction of neighboring
trajectories.
W. Lauterbornand U. Parlitz:Chaos acoustics

1989

A < 0--, fixedpoint;

A = 0-limit cycle(22 <0);

At =A 2 = 0-,quasiperiodicattractor on a
two-dimensionalsurface(/[3 < 0);
/[ ) 0--,chaotic attractor(/[2 = 0);
/[ >g2) 0--, hyperchaoticattractor
(/[3 may be), =,or<O).
The calculationof Lyapunovspectrais an area of activeresearch.Lyapunovspectracanalsobecalculatedfrom (measured) time seriesvia the reconstructionof attractors describedin Sec.IX. The readerwho wantsto dig deeperinto
this subjectmay consultRefs. 59-62 and 15 and the references therein.

XI. LYAPUNOV

sionalcase,the windingnumberw is definedas the limit

(17) of the ratio of the anglevariablesai for t--,

w = lim a (t)/a2(t).

DIAGRAM

When the Lyapunovspectrumis plottedin dependence

on a controlparameter,a Lyaunov
diagram is obtained.
The regionsof chaoticdynamicsareeasilyrecognized
by the
largestLyapunovexponent/[ beinggreaterthan zeroFigure 22 showsan exampleof what a typicalLyapunovdiagramlookslikeAgainthe comparativelysimplecaseof the
logisticparabolahasbeentakenwherethereisonly oneLyapunovexponent/[.In thecaseof one-dimensional
maps,/[is

simplygivenby39

(17)

In higherdimensions,
morethanoneratioexistsanda whole
setof windingnumbersmaybedefined.Periodicorbitspossessrationalwindingnumbers
andarecalledresonantfi
TM
The essentialprerequisite
of this definitionof winding
numbers is the existence of a so-called invariant torus in state

space.A torus in statespaceis calledinvariantwhen any

trajectoryof thesystemthat startsonthetorusstayson it for
all times.Suchtori areusuallycreatedby Hopf bifurcations
(seeSec.II) and occur,for example,in self-excited
systems

like the drivenvander Pol oscillator.

37If a parameter
is

hmlog[f[fLk-'(Xo)]l
k= 1

N.lY

(16)

f means
thederivative
off withrespect
tox,f isthek th
iteration of f. For the logistic parabola,f(x)
= 4/x(1 -- x) andf (x) = 4/(1 -- 2x) hold.
XII. WINDING

FIG. 23. A two-dimensional

torusandits twoanglevariables
a anda. A
periodictrajectorywitha windingnumberof 2 is plotted.

altered,usuallya typicalsequence
of periodicandquasiperiodicorbitson thetorusoccurs.As in thecaseof perioddoubling, this sequenceis governedby universal scaling

laws.6'66
Theone-dimensional
mapthatisreferred
to when
dealingwith suchmode-lockingsequences
is the sinecircle
map (18):

NUMBERS

+ =f(,)modl,

n=0,1,2 .....

(18)

Windingnumbers(or rotationnumbers)wereoriginally introducedbyPoincar6to describe

periodicandquasiperiodictrajectoriesthat are part of an invarianttorusin phase

with

space.An n-dimensional
torus T is givenas the Cartesian

where andK are parameters.

In this ease,the statespaceitselfis a one-dimensional

product
ofn unitcircles
S, T = SXS X'" xS I. Thusany
trajectoryon the torus may be projectedonto thesecircles
resultingin somemotionson the circlesthat are parametrized by n anglesai (i = 1.....n). In Fig. 23, the construction of a two-dimensional

torus is shown. In the two-dimen-

f(x) = x + + (K/2r)sin 2rx, xR,

(19)

torusT = S (unitcircle),andthewindingnumberisgiven
as

w = lim f(>(o)/n,

(20)

wheref (" denotes

then-folditerateoff ando is some
initial value.The windingnumberw countsthemeannum-

2.0

ber of revolutionsper iteration.

f(x)= 4ax(1-x)

Figure24(a) showsa bifurcationdiagramof the circle

map. Betweenthe periodicwindowsquasiperiodicorbitsoc-

o.o

-2.0

-4.0

-6.00.73

0182

0.91

1.00

cur.The construction
law of theself-similarpatternof periodicwindowscanbestbe seenin the windingnumberdiagramin Fig. 24(b), whichisanexampleof a so-called
devil's
staircase.
Withina periodicwindowthe windingnumberis
constant,yieldingonestepof the staircase.
Giventwo periodic windows with winding numbers, w, =n,/m and
w2 = n:/m, anotherperiodicwindowwithwindingnumber
w = (hi + n:)/(m + m2) can always be found between

FIG. 22. Lyapunovdiagramfor the logisticparabola.Chaoticdynamicsis

indicatedby a Lyapunovexponentgreaterthan zero.
1990

J. Acoust. Soc. Am., Vol. 84, No. 6, December 1988

thesewindowsWhen continued, this constructionleadsto a

so-calledFarey tree of periodicwindows.

W. Lauterborn and U. Parlitz: Chaos acoustics

1990

1.0

numberof a chaoticsolutiondescribessomeaspectsof the

foldedgeometryof the strangeattractor. Detailsof the pro-

(a)

cedureto computewindingnumbersof nonlinearoscillators

are givenin Refs.37 and 67.
0.5-

Xlll. CONCLUDING

REMARKS

The main newmethodsof chaosphysicshavebeenpresentedin a tutorial manner and illustratedwith examples

from acoustics,especiallydriven bubble oscillationsand

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1.00

0.75

inventedto characterizeirregularmotionfromdeterministic
systemsmorespecificallythan by, for instance,their Fourier
spectraand correlationswhich are intrinsicallylinearconcepts.In thiscontext,chaosphysicssuggests
that the notion

()

1.0

acoustic cavitation noise. The methods described have been

ofadegree
offreedorh
mustberevised.
In conventional
phys0.5-

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0.50

0.75

1.00

FIG. 24. A bifurcationdiagram(a) anda vindingnumberdiagram(b) of

thesinecirclemap.The windingnumberdiagramisan exampleof a devil's
staircase.The staircaseis really devilishbecausebetweeneverytwo steps

ics,a degreeof freedomis connectedwith a linearmode (a

harmonicoscillator).A Fourier spectrumwith manylinesis
interpretedascomingfroma systemwith asmanyharmonic
oscillatorsand thusasmany degreesof freedom.One of the
resultsof chaosphysicsis that there are nonlinearsystems
with just a three-dimensionalstate space,for instancethe
driven bubble oscillator, that will give rise to broadband
Fourier spectra(a sign of their irregular behavior). Thus

theyobviously
havejustthree"degrees'of
freedom"instead

of infinitelymanyassuggested
by the Fourierspectrumbethereare infinitelymanyother stepsand climbingup or down the staircase
causeonly threecoordinatesare neededto specifytheir state
from stepto stepactuallyis impossible.
completely.
Chaosphysicsalsoaffectsthe notionof randomness.
Randomness
isnolongera domainof high-dimensional
sysAs mentionedabove,windingnumberscanonly be detemstoolargeto beproperlydescribed
bya setofdeterminisfinedin thosecaseswherethe trajectoryis part of an invariandinitialconditions.
A random-looking
moant torus.But there are many systems,like the periodically tic equations
tion maywell bethe outcomeof a deterministic
systemwith
drivenDuffingoscillatoror the bubbleoscillator,wherethe
a low-dimensional
statespace.Deterministicequationsare
existenceof such an invariant torus can be definitely exthusfar morecapablein describing
naturethanpreviously
cluded.This meansthat the definitionof the windingnumbergivenabove
cannot
beapplied.
Wetherefore
introduced thoughtprovidedthattheyarenonlinear.Indeed,nonlinearbasicingredientfor thiscapability.
a similarquantity
calledgeneralized
winding
number
67'37
to ity is thenecessary
As
nonlinear
oscillators
are the natural extension of the
classifytheresonances
of thistypeof systems.
As in the case
harmonic
oscillator
that
plays
a fundamental
rolein physics,
of the Lyapunovexponents,
we considera trajectoryy' that
chaos
physics
will
find
one
of
its
main
applications
in the
startsin the vicinityof a givenorbit 7/.But now we are not
area
of
nonlinear
oscillatory
systems.
The
investigations
interestedin the divergenceor convergence
of thesetrajecthere will centeraround the laws that are valid in the fully
tories,but in the way they are twistedaroundeachother. A
frequency
1 maybeattached
to theorbit7/thatgivesthe nonlinear case. A few universal laws have already been
meannumberof twistsof y' abouty per unit time. To com- found,andmanymoreare waitingfor their discovery.On a
space,
themostprominentuniversal
putethis torsion
frequencyft, the linearizeddynamicsalong localscalein parameter
phenomenon
is
period
doubling.
On a globalscale,it isto be
the whole orbit has to be considered (for details, see Ref.
that the bifurcation
superstructure
n'32'33'38
of
67). If we chooseasunit time theperiodToof theoscillation, expected
resonances of nonlinear oscillators is of universal nature.
the number of twists is called the torsionnumber n of the
isa rapidlygrowing
fieldwithapplications
all
closedorbit.Torsionnumbersmay be usedto classifyreson- Chaosphysics
over the differentareasof physicsand evenextendingto
ancesand bifurcationcurvesin the parameterspaceof nonlinearoscillators.
67'38
If thesolutionbecomes
aperiodic,the chemistry,biology,medicine,ecology,and economy.The
in thisarticlemayhelpin the disseminatorsionnumbercannotbe definedanymore,but in this case methodsdescribed
tion of theseideas,and the authorswouldbe proudif some
theratio to----fl/co of the torsionfrequencyfl andthedriving
readerswould be attractedto the fascinatingand rewarding
frequencycoof the oscillatorstill exists.We call this ratio to
field of chaoticdynamics.
the (generalized) winding number, becauseit equalsthe
winding number introduced above in thosecaseswhere the
trajectoryis part of an invariant two-dimensionaltorus.For

period-doubling
cascades,
two recursionschemesexistfor
the windingnumbersw,to:,w3..... at the period-doubling

bifurcation
pointsofthecontrolparameter.
37'38
Thewinding
1991

J. Acoust.
Sec.Am.,Vol.84,No.6, December
1988

ACKNOWLEDGMENTS

The authorsthank the membersof the Nonlinear Dy-

namicsGroupat theThird PhysicalInstitute,Universityof

W.Lauterborn
andU.Parlitz:
Chaosacoustics

1991

Gbttingen,formanystimulating
discussions,
V. Englischfor
supplyinguswith a beautifulexampleof basinsof attraction,
and J. Holzfussfor letting us usehis reconstructedattractors.The computationshavebeencarriedout on a SPERRY

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