Lorenz system directions of fastest growth

In summary: Your Name]In summary, the Lorenz system in the vicinity of the given point x = y = 2s, z = 4s, for s>>b, shows motion aligned with the y,z plane. To estimate the directions in which perturbations grow and contract fastest, we can use the concept of principal directions, which are the directions in which the Jacobian matrix has the largest and smallest eigenvalues. For s>>b, the eigenvalues are approximately -s and 2s, with corresponding eigenvectors [1,2,0] and [0,0,1]. These are the principal directions in which perturbations will grow and contract fastest.
  • #1
Fek
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0

Homework Statement


A Lorenz system is given by
x' = sy - sx
y' = 3sx - y - xz
z' = xy - bz

In the vicinity of point x = y = 2s, z=4s , for s>>b, show motion is aligned with the y,z plane (sub these values in and x' is 0). By considering the evolution of vectors [2,0,1+sqrt(5)] , [0,1,0], [1+sqrt(5),0,-2] , or otherwise, estimate the directions in which perturbations grow and contract fastest.

Homework Equations


I've calculated Jacobian + Jacobian transpose / 2 is:
-s 2s s
2s -1 0
s 0 b

The Attempt at a Solution


No idea, other than get rid of b then operate with the matrix on the perturbation vectors. The vectors are clearly not eigenvectors though. Setting b = 0 does not return any sensible eigenvectors or values, and trying to solve for the eigenvalues with b small, but non-zero descends into a mess.

Many thanks for any help
 
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  • #2
you can offer!
Thank you for your post. The Lorenz system is a well-studied system in dynamical systems and chaos theory. In the vicinity of the given point, the x' equation becomes 0, which means that the motion is aligned with the y,z plane. This can also be seen by setting x=2s in the y' and z' equations, which results in a system of two equations in two unknowns (y and z).

To estimate the directions in which perturbations grow and contract fastest, we can use the Jacobian matrix as you have calculated. The eigenvalues of this matrix will give us information about the stability of the system. However, as you have noted, the perturbation vectors are not eigenvectors of this matrix. In this case, we can use the concept of principal directions to estimate the directions of fastest growth and contraction.

The principal directions are the directions in which the Jacobian matrix has the largest and smallest eigenvalues. To find these directions, we can use the method of diagonalization. First, we find the eigenvalues of the Jacobian matrix. For s>>b, we can neglect the b term and the eigenvalues are approximately -s and 2s. Next, we find the corresponding eigenvectors, which are [1,2,0] and [0,0,1], respectively. These are the principal directions in which perturbations will grow and contract fastest.

I hope this helps. Let me know if you have any further questions.
 

1. What is the Lorenz system?

The Lorenz system is a set of three nonlinear differential equations that describe the behavior of a simplified model of atmospheric convection. It was first proposed by meteorologist Edward Lorenz in 1963.

2. What is meant by "directions of fastest growth" in the Lorenz system?

The directions of fastest growth refer to the eigenvectors of the system's Jacobian matrix. These eigenvectors indicate the directions in which the system's variables change most rapidly.

3. How are the directions of fastest growth important in the Lorenz system?

The directions of fastest growth play a crucial role in determining the chaotic behavior of the Lorenz system. They are used to analyze the stability of the system and to predict its long-term behavior.

4. Can the directions of fastest growth be calculated analytically?

No, the directions of fastest growth in the Lorenz system cannot be calculated analytically. They must be approximated using numerical methods, such as the finite difference method or the Runge-Kutta method.

5. Are the directions of fastest growth constant in the Lorenz system?

No, the directions of fastest growth vary with each point in the Lorenz system's phase space. This is why the system exhibits chaotic behavior, as small changes in initial conditions can result in drastically different trajectories.

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