Phase Spaces and Sections


Much of the information here was taken from Ian Frost's description of his Chaotic Pendulum java app.

Dynamical systems are often modelled by a set of n first order differential equations:

dx/dt = F(x(t)) ............... (*)

where x is a vector in phase space and F is a vector field over this space. The coordinates of phase space are the variables which are necessary to completely describe the instantaneous state of a dynamical system ie each component of x. For chaotic behaviour to be possible there needs to be some nonlinearity and the dimension, n, of phase space must be at least 3. One of the simplest dynamical systems which satisfies these conditions is the forced pendulum.

A damped, sinusoidally driven pendulum of mass m (or weight W) and length l is described by the following equation of motion:

mld2/dt2 + d/dt + Wsin = Acos(Dt)

where the left hand terms represent acceleration, damping and gravitation, and the right hand side is the forcing term. In dimensionless form the equation can be rewritten as:

d2/dt2 + (1/q)d/dt + sin = gcos(Dt)

where q is the damping factor, g is the forcing amplitude and D is the angular forcing frequency. In the form of equation (*) we have:

d/dt = -(1/q) - sin + gcos

d/dt =

d/dt = D

where is the angular frequency, is the angular position, and is the phase of the forcing term. (,,) are the three dynamic variables necessary for chaos and the sin and cos terms provide the nonlinearity. The pendulum displays a variety of ordered and chaotic behaviour depending on the values of the parameters g,D and q.

For small oscillations the undamped pendulum has a natural angular frequency of unity in the units employed here. Chaotic behaviour arises partly from the interaction between the driving frequency and the natural frequency so we can expect to find interesting behaviour for driving frequencies close to 1.

Phase portrait

The pendulum has a 3-dimensional phase space with ,, as the coordinate axes. The phase trajectory is projected onto the (,) plane. In this plane periodic motion appears as closed loops.

Periodic state: g=1.07, q=2, D=0.6667 Chaotic state: g=1.15, q=2, D=0.6667

Poincare section

As a transition to chaos occurs the picture becomes more complicated and can be simplified by the use of the Poincare section. The section is constructed by sampling the phase space diagram stroboscopically. In this case the strobe period is the period of the forcing. In this way, a cross-section of the 3-dimensional attractor is taken at a position along the axis. Periodic orbits are now represented as a finite set of points, while chaotic orbits comprise infinitely many points.

Periodic state: g=1.07, q=2, D=0.6667 Chaotic state: g=1.15, q=2, D=0.6667