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1、第一章 有限差分方程 一、线性有限差分方程:几个概念:方程(线性)系统参数:R初始条件:N0 6/9/2023 1 N0=100,R0 衰减(decay)R=0.9 递增(growth)R=1.08 稳态(steady-state)R=16/9/2023 2N0=100,R0衰减(decay)R=-0.9递增(growth)R=-1.08稳态(steady-state)R=-16/9/2023 3吸引子(attractor):随着时间的演化,系统的一种状态趋势 0R1:Nt 分叉点(bifurcation point):以某个参数值为分界,系统进入不同的状态 R=16/9/2023 4二、非线
2、性的有限差分方程1、Logistic Equation:系统参数:R 初始条件:x0 固 定 点:(fixed point)6/9/2023 5系统参数:R,初始条件:x0,取0 x0 1,x0=0.1(有生态学意义)0 R 1 xt 0(attractor)6/9/2023 6 1R3 R=1.5 单调逼近固定点 x*=0.333 R=2.9 交替逼近固定点 x*=0.655 xt 1 1/R6/9/2023 76/9/2023 8问题1:1、x0取不同值时,上述几种情况如何?2、x0=0.5,R 分别为1.25,2,2.75,画出轨线 t-xt6/9/2023 9 3R3.449 R=3.
3、3 周期2(period-2)6/9/2023 10 3.449 R3.5699 R=3.52 周期4 周期8 周期16 周期倍增(period-doubling)6/9/2023 11 3.5699 R 4 R=3.5699 达到无穷周期对大多数R 产生混沌(chaos)R=46/9/2023 126/9/2023 13dot:x0=0.523423,circle:x0=0.523424对初始条件敏感 6/9/2023 14 R4 轨线最终逃逸(escape)到无穷。问题2:1.How many iterations dose it take for the trajectories to
4、get with 0.001of the final value x=0.3333 for R=1.5?2.What happens for R4?6/9/2023 15小结:系统表现出的不同行为 稳定状态、周期、混沌 系统参数(R)的不同给系统带来的影响 初始状态(x0)的不同对系统的影响6/9/2023 16 分叉图(bifurcation diagram)6/9/2023 17三、稳定状态(steady state)和稳定性(stability)研究三个问题:1、系统是否存在固定点(fixed point)?2、系统是否在固定点处存在局部稳定性?局部稳定性(locally stable)
5、3、系统是否在固定点处存在全局稳定性?全局稳定性(globally stable)6/9/2023 18 局部稳定性 locally stable:If the initial condition happens to be near a fixed point,sequent iterates approach the fixed point,we say the fixed point is locally stable.(locally asymptotic stability)全局稳定性 globally stable:If the fixed point is approached
6、by all initial conditions,we say the fixed point is globally stable.6/9/2023 191、固定点(fixed point):6/9/2023 202、固定点的局部稳定性 线性系统:固定点 R 1:不稳定0 R 1:稳定R=0:稳定 R=1:稳定6/9/2023 21-1 R 0 R-1R=-1 不稳定 6/9/2023 22非线性系统:固定点6/9/2023 23以逻辑方程为例分析:几种情况:周期2固定点周期4混沌6/9/2023 24两个概念渐近(asymptotic dynamics):The term asympto
7、tic dynamics refers to the dynamics as time goes to infinity.暂态(transient):Behavior before the asymptotic dynamics is called transient6/9/2023 253、固定点的全局稳定性线性系统 A locally stable fixed point is also globally stable.非线性系统 When multiple fixed point are present,none of the fixed points can be globally.6
8、/9/2023 26吸引域(basin of attraction)The set of initial conditions that eventually leads to a fixed point is called basin of attraction多稳定性(multi-stability)If multiple fixed points are locally stable we say there is multi-stability.6/9/2023 27四、周期的稳定性2个固定点:0,0.6974个固定点:0,0.479,0.697,0.823以逻辑方程,R=3.3 为例
9、6/9/2023 28Conclusion:(考虑周期n)If there is stable cycle of period n,there must be at least n fixed points associated with the stable cycle,where the slope at each of the fixed points is equal and the absolute value of the slope a each of the fixed points is less than 1.6/9/2023 29 For 3.0000R3.4495,th
10、ere is stable cycle of period 2 For 3.4495R3.5441,there is stable cycle of period 4 For 3.5441R3.5644,there is stable cycle of period 8 For 3.5644R 3.570,there are narrow ranges of periodic solutions as well as aperiodic behavior The period-doubling route to chaos6/9/2023 30混沌状况:在周期2、在周期3、在周期4的图中,固定
11、点斜率的绝对值均大于1考虑一个极端的例子:因此,进入混沌状态。6/9/2023 31五、混沌(chaos)混沌的定义:Be aperiodic bounded dynamics in a deterministic system with sensitive dependence on initial conditions.混沌系统的性质 Aperiodic Bounded Deterministic Sensitive dependence on initial condition6/9/2023 32 Feigenhaums number:4.6692 定义:n the range of
12、R values that give a period-n cycle.6/9/2023 33 分叉图(bifurcation diagram)6/9/2023 34六、准周期性(Quasi-periodicity)x t+1=f(xt)=xt+b(mod 1)其中,b为无理数 非周期性:x t+n xt 有界:在 xt 周围的固定范围内 The route to chaos:Quasi-periodicity6/9/2023 35一个例子:非周期性:有界性:(mod 1)(mod 1)1/1-1/6/9/2023 36作业:用计算机实现分叉图(bifurcation diagram)(p31)计算Feigenhaums number 进一步找到周期3的R 值 研究自相似性6/9/2023 37