Nonlinear Dynamics Chaos And Instability

Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.

An introduction to nonlinear differential equations which equips undergraduate students with the know-how to appreciate stability theory and bifurcation.

This book (2nd edition) is a self-contained introduction to a wide body of knowledge on nonlinear dynamics and chaos. Manneville emphasises the understanding of basic concepts and the nontrivial character of nonlinear response, contrasting it with the intuitively simple linear response. He explains the theoretical framework using pedagogical examples from fluid dynamics, though prior knowledge of this field is not required. Heuristic arguments and worked examples replace most esoteric technicalities. Only basic understanding of mathematics and physics is required, at the level of what is currently known after one or two years of undergraduate training: elementary calculus, basic notions of linear algebra and ordinary differential calculus, and a few fundamental physical equations (specific complements are provided when necessary). Methods presented are of fully general use, which opens up ample windows on topics of contemporary interest. These include complex dynamical processes such as patterning, chaos control, mixing, and even the Earth's climate. Numerical simulations are proposed as a means to obtain deeper understanding of the intricacies induced by nonlinearities in our everyday environment, with hints on adapted modelling strategies and their implementation.

This textbook is aimed at newcomers to nonlinear dynamics and chaos, especially students taking a first course in the subject. The presentation stresses analytical methods, concrete examples, and geometric intuition. The theory is developed systematically, starting with first-order differential equations and their bifurcations, followed by phase plane analysis, limit cycles and their bifurcations, and culminating with the Lorenz equations, chaos, iterated maps, period doubling, renormalization, fractals, and strange attractors.

So far as the laws of mathematics refer to reality, they are not certain. And so far as they are certain, they do not refer to reality. -A. Einstein The word "instability" in day-to-day language is associated with some thing going wrong or being abnormal: exponential growth of cancer cells, irrational behavior of a patient, collapse of a structure, etc. This book, however, is about "good" instabilities, which lead to change, evolution, progress, creativity, and intelligence; they explain the paradox of irreversi bility in thermodynamics, the phenomena of chaos and turbulence in clas sical mechanics, and non-deterministic (multi-choice) behavior in biological and social systems. The concept of instability is an attribute of dynamical models that de scribe change in time of physical parameters, biological or social events, etc. Each dynamical model has a certain sensitivity to small changes or "errors" in initial values of its variables. These errors may grow in time, and if such growth is of an exponential rate, the behavior of the variable is defined as unstable. However, the overall effect of an unstable variable upon the dynamical system is not necessarily destructive. Indeed, there al ways exists such a group of variables that do not contribute to the energy of the system. In mechanics such variables are called ignorable or cyclic.

This book provides students and researchers with a systematic solution for fluid-induced structural vibrations, galloping instability and the chaos of cables. They will also gain a better understanding of stable and unstable periodic motions and chaos in fluid-induced structural vibrations. Further, the results presented here will help engineers effectively design and analyze fluid-induced vibrations.