Skip to main content

Lorenz Attractor

The Lorenz attractor is an attractor that arises in a simplified system of equations describing the two-dimensional flow of fluid of uniform depth H, with an imposed temperature difference DeltaT, under gravity g, with buoyancy alpha, thermal diffusivity kappa, and kinematic viscosity nu. The full equations are

partial/(partialt)(del ^2phi)=(partialpsi)/(partialz)partial/(partialx)(del ^2psi)-(partialpsi)/(partialx)partial/(partialz)(del ^2psi)+nudel ^2(del ^2psi)+galpha(dT)/(dx)
(1)
(partialT)/(partialt)=(partialT)/(partialz)(partialpsi)/(partialx)-(partialtheta)/(partialx)(partialpsi)/(partialz)+kappadel ^2T+(DeltaT)/H(partialpsi)/(partialx).
(2)

Here, psi is a stream function, defined such that the velocity components u=(u,w) of the fluid motion are

u=(partialpsi)/(partialz)
(3)
w=-(partialpsi)/(partialx)
(4)

(Tabor 1989, p. 205).

In the early 1960s, Lorenz accidentally discovered the chaotic behavior of this system when he found that, for a simplified system, periodic solutions of the form

 psi=psi_0sin((piax)/H)sin((piz)/H)
(5)
 theta=theta_0cos((piax)/H)sin((piz)/H)
(6)

grew for Rayleigh numbers larger than the critical value, Ra_c" border="0" height="16" width="58">. Furthermore, vastly different results were obtained for very small changes in the initial values, representing one of the earliest discoveries of the so-called butterfly effect.

Lorenz included the terms

X=psi_(11)
(7)
Y=T_(11)
(8)
Z=T_(02),
(9)

where X is proportional to convective intensity, Y to the temperature difference between descending and ascending currents, and Z to the difference in vertical temperature profile from linearity in his system of equations. From these, he obtained the simplified equations

X^.=sigma(Y-X)
(10)
Y^.=-XZ+rX-Y
(11)
Z^.=XY-bZ,
(12)

now known as the Lorenz equations. Here, X^.=dX/dt, Y^.=dY/dt, Z^.=dZ/dt, and

sigma=nu/kappa
(13)
r=(Ra)/(Ra_c)
(14)
b=4/(1+a^2).
(15)

where sigma is the Prandtl number, Ra is the Rayleigh number, Ra_c is the critical Rayleigh number, and b is a geometric factor (Tabor 1989, p. 206). Lorenz took b=8/3 and sigma=10.

The Lorenz attractor has a correlation exponent of 2.05+/-0.01 and capacity dimension 2.06+/-0.01 (Grassberger and Procaccia 1983). For more details, see Lichtenberg and Lieberman (1983, p. 65) and Tabor (1989, p. 204). As one of his list of challenging problems for mathematics (Smale's problems), Smale (1998, 2000) posed the open question of whether the Lorenz attractor is a strange attractor. This question was answered in the affirmative by Tucker (2002), whose technical proof makes use of a combination of normal form theory and validated interval arithmetic.

The critical points at (0, 0, 0) correspond to no convection, and the critical points at

 (sqrt(b(r-1)),sqrt(b(r-1)),r-1)
(16)

and

 (-sqrt(b(r-1)),-sqrt(b(r-1)),r-1)
(17)

correspond to steady convection. This pair is stable only if

 r=(sigma(sigma+b+3))/(sigma-b-1),
(18)

which can hold only for positive r if b+1" border="0" height="14" width="54">.

Lorenz attractor laser-etched crystal (Bathsheba Grossman)
The image above shows a Lorenz attractor laser-etched into glass by digital sculptor Bathsheba Grossman

The Lorenz attractor is a set of differential equations which are popular in the field of Chaos. The equations describe the flow of fluid in a box which is heated along the bottom. This model was intended to simulate medium-scale atmospheric convection. Lorenz simplified some of the Navier-Stokes equations in the area of fluid dynamics and obtained three ordinary differential equations

[Graphics:Images/LorenzAttractorMod_gr_1.gif],

[Graphics:Images/LorenzAttractorMod_gr_2.gif],

[Graphics:Images/LorenzAttractorMod_gr_3.gif].

The parameter p is the Prandtl number, [Graphics:Images/LorenzAttractorMod_gr_4.gif] is the quotient of the Rayleigh number and critical Rayleigh number and b is a geometric factor. Lorenz is attributed to using the values [Graphics:Images/LorenzAttractorMod_gr_5.gif].


There are three critical points (0,0,0) corresponds to no convection, and the two points

[Graphics:Images/LorenzAttractorMod_gr_6.gif] and [Graphics:Images/LorenzAttractorMod_gr_7.gif] correspond to steady convection.

The latter two points are to be stable, only if the following equation holds

[Graphics:Images/LorenzAttractorMod_gr_8.gif].

Comments

Popular Posts

Runge-Kutta-Fehlberg Method

One way to guarantee accuracy in the solution of an I.V.P. is to solve the problem twice using step sizes h and and compare answers at the mesh points corresponding to the larger step size. But this requires a significant amount of computation for the smaller step size and must be repeated if it is determined that the agreement is not good enough. The Runge-Kutta-Fehlberg method (denoted RKF45) is one way to try to resolve this problem. It has a procedure to determine if the proper step size h is being used. At each step, two different approximations for the solution are made and compared. If the two answers are in close agreement, the approximation is accepted. If the two answers do not agree to a specified accuracy, the step size is reduced. If the answers agree to more significant digits than required, the step size is increased. Each Runge-Kutta-Fehlberg step requires the use of the following six values: Then an approximation to the solution of the I.V.P.

Van Der Pol System

The van der Pol equation is an ordinary differential equation that can be derived from the Rayleigh differential equation by differentiating and setting . It is an equation describing self-sustaining oscillations in which energy is fed into small oscillations and removed from large oscillations. This equation arises in the study of circuits containing vacuum tubes and is given by If , the equation reduces to the equation of simple harmonic motion The van der Pol equation is , where is a constant. When the equation reduces to , and has the familiar solution . Usually the term in equation (1) should be regarded as friction or resistance, and this is the case when the coefficient is positive. However, if the coefficient is negative then we have the case of "negative resistance." In the age of "vacuum tube" radios, the " tetrode vacuum tube " (cathode, grid, plate), was used for a power amplifie

Powell's Method

The essence of Powell's method is to add two steps to the process described in the preceding paragraph. The vector represents, in some sense, the average direction moved over the n intermediate steps in an iteration. Thus the point is determined to be the point at which the minimum of the function f occurs along the vector . As before, f is a function of one variable along this vector and the minimization could be accomplished with an application of the golden ratio or Fibonacci searches. Finally, since the vector was such a good direction, it replaces one of the direction vectors for the next iteration. The iteration is then repeated using the new set of direction vectors to generate a sequence of points . In one step of the iteration instead of a zig-zag path the iteration follows a "dog-leg" path. The process is outlined below. Let be an initial guess at the location of the minimum of the function . Let for be the

Fibonacci Method

An approach for finding the minimum of in a given interval is to evaluate the function many times and search for a local minimum. To reduce the number of function evaluations it is important to have a good strategy for determining where is to be evaluated. Two efficient bracketing methods are the golden ratio and Fibonacci searches. To use either bracketing method for finding the minimum of , a special condition must be met to ensure that there is a proper minimum in the given interval. The function is unimodal on , if there exists a unique number such that is decreasing on , and is increasing on . In the golden ratio search two function evaluations are made at the first iteration and then only one function evaluation is made for each subsequent iteration. The value of remains constant on each subinterval and the search is terminated at the subinterval, provided that or where are the predefined tolerances. The Fibo