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Dynamical systems theory

From Wikipedia, the free encyclopedia

Dynamical systems theory is an area of mathematics used to describe the behavior of the complex dynamical
systems, usually by employing differential equations or difference equations. When differential equations are
employed, the theory is called continuous dynamical systems. From a physical point of view, continuous
dynamical systems is a generalization of classical mechanics, a generalization where the equations of motion
are postulated directly and are not constrained to be EulerLagrange equations of a least action principle. When
difference equations are employed, the theory is called discrete dynamical systems. When the time variable runs
over a set that is discrete over some intervals and continuous over other intervals or is any arbitrary time-set
such as a cantor setone gets dynamic equations on time scales. Some situations may also be modeled by
mixed operators, such as differential-difference equations.

This theory deals with the long-term qualitative behavior of dynamical systems,[1] and studies the nature of,
and when possible the solutions of, the equations of motion of systems that are often primarily mechanical or
otherwise physical in nature, such as planetary orbits and the behaviour of electronic circuits, as well as
systems that arise in biology, economics, and elsewhere. Much of modern research is focused on the study of
chaotic systems.

This field of study is also called just dynamical systems, mathematical dynamical systems theory or the
mathematical theory of dynamical systems.

Contents
1 Overview
2 History
3 Concepts
3.1 Dynamical systems
3.2 Dynamicism
3.3 Nonlinear system
4 Related fields
4.1 Arithmetic dynamics
4.2 Chaos theory
4.3 Complex systems
4.4 Control theory The Lorenz attractor is an example of a non-
4.5 Ergodic theory linear dynamical system. Studying this
4.6 Functional analysis system helped give rise tochaos theory.
4.7 Graph dynamical systems
4.8 Projected dynamical systems
4.9 Symbolic dynamics
4.10 System dynamics
4.11 Topological dynamics
5 Applications
5.1 In biomechanics
5.2 In cognitive science
6 See also
7 Notes
8 Further reading
9 External links

Overview
Dynamical systems theory and chaos theory deal with the long-term qualitative behavior of dynamical systems.
Here, the focus is not on finding precise solutions to the equations defining the dynamical system (which is
often hopeless), but rather to answer questions like "Will the system settle down to a steady state in the long
term, and if so, what are the possible steady states?", or "Does the long-term behavior of the system depend on
its initial condition?"

An important goal is to describe the fixed points, or steady states of a given dynamical system; these are values
of the variable that don't change over time. Some of these fixed points are attractive, meaning that if the system
starts out in a nearby state, it converges towards the fixed point.

Similarly, one is interested in periodic points, states of the system that repeat after several timesteps. Periodic
points can also be attractive. Sharkovskii's theorem is an interesting statement about the number of periodic
points of a one-dimensional discrete dynamical system.

Even simple nonlinear dynamical systems often exhibit seemingly random behavior that has been called
chaos.[2] The branch of dynamical systems that deals with the clean definition and investigation of chaos is
called chaos theory.

History
The concept of dynamical systems theory has its origins in Newtonian mechanics. There, as in other natural
sciences and engineering disciplines, the evolution rule of dynamical systems is given implicitly by a relation
that gives the state of the system only a short time into the future.

Before the advent of fast computing machines, solving a dynamical system required sophisticated mathematical
techniques and could only be accomplished for a small class of dynamical systems.

Some excellent presentations of mathematical dynamic system theory include (Beltrami 1990), (Luenberger
1979), (Padulo & Arbib 1974), and (Strogatz 1994).[3]

Concepts
Dynamical systems

The dynamical system concept is a mathematical formalization for any fixed "rule" that describes the time
dependence of a point's position in its ambient space. Examples include the mathematical models that describe
the swinging of a clock pendulum, the flow of water in a pipe, and the number of fish each spring in a lake.

A dynamical system has a state determined by a collection of real numbers, or more generally by a set of points
in an appropriate state space. Small changes in the state of the system correspond to small changes in the
numbers. The numbers are also the coordinates of a geometrical spacea manifold. The evolution rule of the
dynamical system is a fixed rule that describes what future states follow from the current state. The rule may be
deterministic (for a given time interval only one future state follows from the current state) or stochastic (the
evolution of the state is subject to random shocks).

Dynamicism

Dynamicism, also termed the dynamic hypothesis or the dynamic hypothesis in cognitive science or dynamic
cognition, is a new approach in cognitive science exemplified by the work of philosopher Tim van Gelder. It
argues that differential equations are more suited to modelling cognition than more traditional computer
models.

Nonlinear system
In mathematics, a nonlinear system is a system that is not lineari.e., a system that does not satisfy the
superposition principle.[1] Less technically, a nonlinear system is any problem where the variable(s) to solve for
cannot be written as a linear sum of independent components. A nonhomogeneous system, which is linear apart
from the presence of a function of the independent variables, is nonlinear according to a strict definition, but
such systems are usually studied alongside linear systems, because they can be transformed to a linear system
as long as a particular solution is known.

Related fields
Arithmetic dynamics

Arithmetic dynamics is a field that emerged in the 1990s that amalgamates two areas of mathematics,
dynamical systems and number theory. Classically, discrete dynamics refers to the study of the iteration
of self-maps of the complex plane or real line. Arithmetic dynamics is the study of the number-theoretic
properties of integer, rational, p-adic, and/or algebraic points under repeated application of a polynomial
or rational function.

Chaos theory

Chaos theory describes the behavior of certain dynamical systems that is, systems whose state evolves
with time that may exhibit dynamics that are highly sensitive to initial conditions (popularly referred to
as the butterfly effect). As a result of this sensitivity, which manifests itself as an exponential growth of
perturbations in the initial conditions, the behavior of chaotic systems appears random. This happens
even though these systems are deterministic, meaning that their future dynamics are fully defined by their
initial conditions, with no random elements involved. This behavior is known as deterministic chaos, or
simply chaos.

Complex systems
Complex systems is a scientific field that studies the common properties of systems considered complex
in nature, society, and science. It is also called complex systems theory, complexity science, study of
complex systems and/or sciences of complexity. The key problems of such systems are difficulties with
their formal modeling and simulation. From such perspective, in different research contexts complex
systems are defined on the base of their different attributes.

The study of complex systems is bringing new vitality to many areas of science where a more typical
reductionist strategy has fallen short. Complex systems is therefore often used as a broad term
encompassing a research approach to problems in many diverse disciplines including neurosciences,
social sciences, meteorology, chemistry, physics, computer science, psychology, artificial life,
evolutionary computation, economics, earthquake prediction, molecular biology and inquiries into the
nature of living cells themselves.

Control theory

Control theory is an interdisciplinary branch of engineering and mathematics, that deals with influencing
the behavior of dynamical systems.

Ergodic theory
Ergodic theory is a branch of mathematics that studies dynamical systems with an invariant measure and
related problems. Its initial development was motivated by problems of statistical physics.

Functional analysis
Functional analysis is the branch of mathematics, and specifically of analysis, concerned with the study
of vector spaces and operators acting upon them. It has its historical roots in the study of functional
spaces, in particular transformations of functions, such as the Fourier transform, as well as in the study of
differential and integral equations. This usage of the word functional goes back to the calculus of
variations, implying a function whose argument is a function. Its use in general has been attributed to
mathematician and physicist Vito Volterra and its founding is largely attributed to mathematician Stefan
Banach.

Graph dynamical systems


The concept of graph dynamical systems (GDS) can be used to capture a wide range of processes taking
place on graphs or networks. A major theme in the mathematical and computational analysis of graph
dynamical systems is to relate their structural properties (e.g. the network connectivity) and the global
dynamics that result.

Projected dynamical systems

Projected dynamical systems is a mathematical theory investigating the behaviour of dynamical systems
where solutions are restricted to a constraint set. The discipline shares connections to and applications
with both the static world of optimization and equilibrium problems and the dynamical world of ordinary
differential equations. A projected dynamical system is given by the flow to the projected differential
equation.

Symbolic dynamics
Symbolic dynamics is the practice of modelling a topological or smooth dynamical system by a discrete
space consisting of infinite sequences of abstract symbols, each of which corresponds to a state of the
system, with the dynamics (evolution) given by the shift operator.

System dynamics

System dynamics is an approach to understanding the behaviour of complex systems over time. It deals
with internal feedback loops and time delays that affect the behaviour of the entire system.[4] What
makes using system dynamics different from other approaches to studying complex systems is the use of
feedback loops and stocks and flows. These elements help describe how even seemingly simple systems
display baffling nonlinearity.

Topological dynamics

Topological dynamics is a branch of the theory of dynamical systems in which qualitative, asymptotic
properties of dynamical systems are studied from the viewpoint of general topology.

Applications
In biomechanics

In sports biomechanics, dynamical systems theory has emerged in the movement sciences as a viable
framework for modeling athletic performance. From a dynamical systems perspective, the human movement
system is a highly intricate network of co-dependent sub-systems (e.g. respiratory, circulatory, nervous,
skeletomuscular, perceptual) that are composed of a large number of interacting components (e.g. blood cells,
oxygen molecules, muscle tissue, metabolic enzymes, connective tissue and bone). In dynamical systems
theory, movement patterns emerge through generic processes of self-organization found in physical and
biological systems.[5]
In cognitive science

Dynamical system theory has been applied in the field of neuroscience and cognitive development, especially
in the neo-Piagetian theories of cognitive development. It is the belief that cognitive development is best
represented by physical theories rather than theories based on syntax and AI. It also believed that differential
equations are the most appropriate tool for modeling human behavior. These equations are interpreted to
represent an agent's cognitive trajectory through state space. In other words, dynamicists argue that psychology
should be (or is) the description (via differential equations) of the cognitions and behaviors of an agent under
certain environmental and internal pressures. The language of chaos theory is also frequently adopted.

In it, the learner's mind reaches a state of disequilibrium where old patterns have broken down. This is the
phase transition of cognitive development. Self-organization (the spontaneous creation of coherent forms) sets
in as activity levels link to each other. Newly formed macroscopic and microscopic structures support each
other, speeding up the process. These links form the structure of a new state of order in the mind through a
process called scalloping (the repeated building up and collapsing of complex performance.) This new, novel
state is progressive, discrete, idiosyncratic and unpredictable.[6]

Dynamic systems theory has recently been used to explain a long-unanswered problem in child development
referred to as the A-not-B error.[7]

See also
Related subjects

List of dynamical system topics Oscillation


Baker's map Postcognitivism
Biological applications of bifurcation theory Recurrent neural network
Dynamical system (definition) Combinatorics and dynamical systems
Embodied Embedded Cognition Synergetics
Gingerbreadman map Systemography
Halo orbit
List of types of systems theory
Oscillation
Related scientists

People in systems and control Yakov G. Sinai


Dmitri Anosov Stephen Smale
Vladimir Arnold Hillel Furstenberg
Nikolay Bogolyubov Grigory Margulis
Andrey Kolmogorov Elon Lindenstrauss
Nikolay Krylov
Jrgen Moser
Yakov G. Sinai
Notes
1. Boeing, G. (2016). "Visual Analysis of Nonlinear Dynamical Systems: Chaos, Fractals, Self-Similarity
and the Limits of Prediction" (http://geoffboeing.com/publications/nonlinear-chaos-fractals-prediction/).
Systems. 4 (4): 37. doi:10.3390/systems4040037 (https://doi.org/10.3390%2Fsystems4040037).
Retrieved 2016-12-02.
2. Grebogi, C.; Ott, E.; Yorke, J. (1987). "Chaos, Strange Attractors, and Fractal Basin Boundaries in
Nonlinear Dynamics". Science. 238 (4827): 632638. JSTOR 1700479 (https://www.jstor.org/stable/1700
479). doi:10.1126/science.238.4827.632 (https://doi.org/10.1126%2Fscience.238.4827.632).
3. Jerome R. Busemeyer (2008), "Dynamic Systems" (http://www.cogs.indiana.edu/Publications/techreps20
00/241/241.html). To Appear in: Encyclopedia of cognitive science, Macmillan. Retrieved 8 May 2008.
Archived (https://web.archive.org/web/20080613053119/http://www.cogs.indiana.edu/Publications/techr
eps2000/241/241.html) June 13, 2008, at the Wayback Machine.
4. MIT System Dynamics in Education Project (SDEP) (http://sysdyn.clexchange.org) Archived (https://we
b.archive.org/web/20080509163801/http://sysdyn.clexchange.org/) 2008-05-09 at the Wayback Machine.
5. Paul S Glaziera, Keith Davidsb, Roger M Bartlettc (2003). "DYNAMICAL SYSTEMS THEORY: a
Relevant Framework for Performance-Oriented Sports Biomechanics Research" (http://www.sportsci.or
g/jour/03/psg.htm). in: Sportscience 7. Accessdate=2008-05-08.
6. Lewis, Mark D. (2000-02-25). "The Promise of Dynamic Systems Approaches for an Integrated Account
of Human Development" (http://home.oise.utoronto.ca/~mlewis/Manuscripts/Promise.pdf) (PDF). Child
Development. 71 (1): 3643. PMID 10836556 (https://www.ncbi.nlm.nih.gov/pubmed/10836556).
doi:10.1111/1467-8624.00116 (https://doi.org/10.1111%2F1467-8624.00116). Retrieved 2008-04-04.
7. Smith, Linda B.; Esther Thelen (2003-07-30). "Development as a dynamic system" (http://www.indiana.e
du/~cogdev/labwork/dynamicsystem.pdf) (PDF). Trends in Cognitive Sciences. 7 (8): 3438.
PMID 12907229 (https://www.ncbi.nlm.nih.gov/pubmed/12907229). doi:10.1016/S1364-
6613(03)00156-6 (https://doi.org/10.1016%2FS1364-6613%2803%2900156-6). Retrieved 2008-04-04.

Further reading
Abraham, Frederick D.; Abraham, Ralph; Shaw, Christopher D. (1990). A Visual Introduction to
Dynamical Systems Theory for Psychology. Aerial Press. ISBN 978-0-942344-09-7. OCLC 24345312.
Beltrami, Edward J. (1998). Mathematics for Dynamic Modeling (2nd ed.). Academic Press. ISBN 978-
0-12-085566-7. OCLC 36713294.
Hjek, Otomar (1968). Dynamical systems in the plane. Academic Press. OCLC 343328.
Luenberger, David G. (1979). Introduction to dynamic systems: theory, models, and applications. Wiley.
ISBN 978-0-471-02594-8. OCLC 4195122.
Michel, Anthony; Kaining Wang; Bo Hu (2001). Qualitative Theory of Dynamical Systems. Taylor &
Francis. ISBN 978-0-8247-0526-8. OCLC 45873628.
Padulo, Louis; Arbib, Michael A. (1974). System theory: a unified state-space approach to continuous
and discrete systems. Saunders. ISBN 9780721670355. OCLC 947600.
Strogatz, Steven H. (1994). Nonlinear Dynamics and Chaos: With Applications to Physics, Biology,
Chemistry, and Engineering. Addison Wesley. ISBN 978-0-7382-0453-6. OCLC 49839504.

External links
Dynamic Systems Encyclopedia of Cognitive Science entry.
Definition of dynamical system in MathWorld.
DSWeb Dynamical Systems Magazine

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