ffi*

Chaos: Chaotic Pen dulum

6.L

Equation of Motion

We start from a simple pendulum. The equation of motion is given by

.&e :
*l#

-mgsrn9-

We consider the effect of air resistance on the motion of the ma.ss rn. We will
that the force of air resistance is given by Stokes' law. We get

*r# :

-mssin0-*ro#.

(6.1)
assume

(6.2)

The air friction will drain all enerry from the pendulum. In order to maintain the motion
against the da,mping effect of air resistance we will add a driving force. We will choose a
periodic force with amplitude mlFg, a,nd frequency u,ro. This arise for exarnple if we apply
a periodic electric field with arnplitude .Ep and frequency wD on the mass rn which is
assumed to have an electric charge q, i.e mlFp : eEo. It ca,n aJso arise from the periodic
oscillations of the pendulum's pivot point. By adding the driving force we get then the
equation of motion

*r# :

-rnssrl,e

- r'tlq# *

mlFpccxwl,t.

(6.3)

The natural frequency of the oscillations is given by the frequency of the simple pendulum,

viz
(rr0

(6.4)

"t
I

ydri et al, lectures on computational physics

48
We

will always take ar6 : 1, i.e. |

&0

:9.

The equation of motion becomes

Lde

(6.5)

dtz'Qdt

The coefficient Q :l/q is known as the quality factor. It measures how many oscillations
the pendulum without driving force will make before its enerry is drained. We will write
the above second order differential equation as two first order differential equations,
na,rnely

9:a
dt
:
dt - -1o
a"" -

!9

sino

Focosuot.

(6.6)

This system of differential equations does not admit a simple analytic solution. The
linear approximation corresponds to small amplitude oscillations, viz
sin0

(6.7)

0.

The differential equations become linear given by

ff:a
do1
dta
-:--

0-0+

Fncoswot.

(6.8)

+ Foenswnt.

(6.e)

.ior.t) u-& , ,* :

(6.10)

Or equivalently

692 t d0

w:-aa For Fp

e*
For ,[p

:0

the solution is given by

: (atoy coscu*t + 1(CI(0) . ffil

l0

a particular solution is given by

0*:

Fo(aenswr,t

* bsina.rgrt).

(6.11)

We flnd

a:
For ,t'p

l0

(L

w2)

,,u:
(1

,,r bt 2q

uD

(6.12)

the general solution is given by

0 - 0**0t'

(6.13)

ydri et aI, lectures computational physics

0t:

[(',', (6.14)

The last two terms depend on the initiat conditions and will vanish exponentially at very
large times t --+ oo, i.e. they are tra,nsients. The asymptotic motion is given by 0-.
Thus for, --+ oo we get

0 - 0*:
Also

Fo(acostopt

bsincupt).

(6.15)

(6.16)

for, *-+ oo we get

o_d0: fr,:
We compute in the

Foro(-asinwpt

limit of large times t -'+

bcosrupt).

o,+#:F'B-rflpz+ur:

*,fu

(6.17)

In other words the orbit of the system in phase space is an ellipse. The motion is periodic
with period equal to the period of the driving force. This ellipse is also called a periodic
attractor because regardless of the initial conditions the trajectory of the system will
tend at large times to this ellipse.
Let us also remark that the maximum angulax displacement is Fa. The function
Fo : Fo@p) exhibits resonant behavior as the driving frequency approaches the natural
frequency which is equivalent to the limit s;o --+ 1.. In this limit ,Fa : QFo.The width
of the resona,nt windovv is proportional to l/Q so for Q -+ oo we observe that f'r --) oo
when t.rp --+ 1 while for Q --r 0 we observe that Fp ---+ 0 when wxt ---+ L.
In general the timeasymptotic response of any linear system to a periodic drive
is periodic with the sa,rne period as the driving force. F\rrthermore when the driving
frequency approaches one of the natural frequencies the response will exhibits resonant
behavior.
The basic ingredient in deriving the above results is the linearity of the dynamical
system. As we will see shortly periodic motion is not the only possible time-asymptotic
response of a dynamical system to a periodic driving force.

6.2 Numerical

Algorithms

The equations of motion are

de

dr

d{t
dt

-r)

-f,A -

sin0 + F(r).

(6.18)

ydri et al, lectures on computational physics

The external force is periodic and

it will

be given by one of the following expressions

F(t):

FPcoswPt'

(6.1e)

F(t):

FPsinwPt'

(6.20)

8,2.L Euler-Cromer Algorithm

Numerically we c&n employ the Euler-Cromer algorithm in order to solve.this system of
differential equations. The solution goes &s followg. First we choose the initial conditions.
.
For exa,mple

Q(1):
0(1)

'(1)

Fori:1,...,N*lweuse
o(i + r)

o(i) +

:6
: o'

(6.21)

&(- *n,r, - sin0(i) + r(i))

: 0(i) + A' O(i + 1)

t(i+L):Lti'
0(i + L)

(6.22)

F(l;

: F(t(i)):

FDc(xuDAr(?

1).

(6.23)

F(i)

FDsinwoAr(i

1).

(6.24)

F'(r(i))

6.2.2 Runge-Kutta Algorithm

In order to

achieve better precision we employ

the Runge-Kutta algorithm. For

i:

1,...,ff*lweuse

h : A, O(i)
ks: Lt[*n,,, tz

k4

: a'[-

ar(o(c) +
*k

sino(i) +

r(i)]

*(",,. i*) -'in (ato. ]o) +rr;+ ])]

(6.25)

0(i+L):0(i)+kz

()(i + 1) : O(i) +,ta

,(i+1):Ati.

(6.26)

ydri et aI, lectures computational physics

F(i) = r(r(i))
F(a;

F(i +f,1 =
F(i

f'(r(i))

51

FD cosuDAr(d

1).

(6.27)

PasinaroAt(i

1).

(6.28)

rt ttl *f,oA :

+|l = rt

O)+

|at)

FDcosuDutrl

*).

Fo qina,o

*).

^t$

(6.2e)

(6.30)

6.3 Elements of Chaos

6.3.1 Butterfly Effect: Sensitivity to Initial Conditions
The solution in the linear regime (small amplitude) reads

0:0**0t.

(6.31)

The transient is of the form

il:
This goes to zero at large times

0*:

(6.32)

f (0(o),Q(o11e-ttzo

t. The time.asymptotic is thus grven by

Fo(acoswxft

bsinarpt).

(6.33)

The motion in the phase space is periodic with period equal to the period of the driving
force. The orbit in phase space is precisley an ellipse of the form

o'**h:

F3r2 +b2).

(6.34)

Let us consider a perturbation of the initial conditions. We can imagine that we have
two pendulums A a,nd B with slightly different initial conditions. Then the difference
between the two trajectories is
60

f (0(o),ag))s-t/2a

(6.35)

This goes to zero at large times. If we plot ln d0 as a function of time we find a straight line

with a negative slope. The time-asymptotic motion is not sensitive to initial conditions.
It converges at large times to 0- no matter what the initial conditions are. The curve
0* :0-(O-) is called a (periodic) attractor. This is because any perturbed trajectory
will decay exponentially in time to the attractor.
In order to see chaotic behavior we can for exa,mple increase Q keeping everything
else fixed. We observe that the slope of the line In d0 : )t starts to decrease until at some
value of Q it becomes positive. At this value the variation between the two pendulurns

62

ydri et al, lectures on computational physics

with time. This is the chaotic regime. The value A : 0 is the

value where chaos happens. The coefficient .\ is called Lyapunov exponent.
The chaotic pendulum is a deterministic system (since it obeys ordinary differential
equations) but it is not predictable in the sense that given two identical pendulums their
motions will diverge from earh other in the chaotie regime if there is the slightest error in
determining their initial conditions. This high sensitivity to initial conditions is known
as the butterfly effect and could be taken as the definition of chaos itself.
However we should stress here that the motion of the chaotic pendulum is not random.
This can be seen by inspecting Poincare sections.
increases exponentially

6.3.2 Poincare Section and Attractors

The periodic motion of the linear system with period equal to the period of the driving
force is called a period-1. motion. In this motion the trajectory repeats itself exactly
every one single period of the external driving force. This is the only possible motion in
the low amplitude limit.
Generally a period-l/ motion corresponds to an orbit of the dynarnical system which
repeats itself every .A/ periods of the external driving force. These orbits exist in the
non-linear regime of the pendulum.
The Poincare section is defined as follows. We plot in the 0-O phase space only one
point per period of the external driving force. We plot for example (0, O) for

upt:0+hrn.

(6.36)

The a,ngle d is catled the Poincare phase and n is an integer. For period-l motion the
Poincare section consists of one single point. For period-l/ motion the Poincare section
consists of ,A/ points.

Thus in the linear regime if we plot (0, O) for upt - 2nn we get a single point since
the motion is periodic with period equal to that of the driving force. The single point we
get as a Poincare section is also an attractor since all pendulums with almost the same
initial conditions will converge onto it.
In the chaotic regime the Poincare section is an attractor knourn as strange attractor.
It is a complicated curve which could have fractal structure a,nd all pendulums with
almost the sarne initial conditions will converge onto it.

6.3.3 Period-Doubling Bifurcations

In the case of the chaotic pendulum we encounter between the linear regime a,nd the
emergence of chaos the so-called period doubling phenomena. In the linea,r regime the
Poincare section is a point P which corresponds to a period-t motion with period equal
TD :Ztrfwa. The 0 or O coordinate of this point P will trace a line as we increase
Q while keeping everything fixed. We will eventually reach a value Q1 of Q where this
Iine bifurcates into two lines. By close inspection we see that at Q1 the motion becomes
period-2 motion, i.e. the period becomes equal to 2fti.

ydri et aI, lectures computational physics

In a motion where the period is 7p (below Qr) w get the sarne va,lue of 0 each time
mTo and since we a,re plotting 0 each time J :2nr/wo : nIlD we will get a single
point in the Poincare section. In a motion where the period is 2To @t Qz) we get the
sarne value of 0 each time t :2mTD, i.e. the value of 0 at times t : mltt is different
and hence we get tw<r points in the Poincare section.
As we increase Q the motion becomes periodic with period equal 4?o, then with
is called period-rV motion.
period equal 8?6r and so on. The motion with period {f,
The corresponding Poincare section consists of ,A/ distinct points.
The diagra^rn of 0 as a function of Q is called a bifurcation diagrarn. It has a fractal
structure. Let us point out here that norrnally in ordinary oscillations we get harmonics
with periods equal to the period of the driving force dMded by 2M. In this Lase we
obtained in some sense subharmonics with periods equal to the period of the driving
force times ZM. ttris is very characteristic of chaos. In fact chaotic behavior corresponds
to the limit lf --+ oo. In other words ctraos is period-m (bounded) motion which could

be taken as another definition of

6.3.4

cha,os.

Feigenbaum Ratio

Lef Qy be the critical value of Q above which the ,AIth bifurcation is triggered. In other
words Qx is the rralue where 166 6lansition to period-I/ motion happens. We define the
Feigenbaum ratio by

FN: QN-t QN

Qtr-z

(6.37)

- Qr-t

is shovrn that frrf ---+ F : 4.669 as "A/ --+ oo. This is a universal ratio called the
Feigenbaum ratio and it characterizes many chaotic systems which suffer a tra'nsition to
chaos via au infinite series of period-doubling bifurcations. The above equation can be

It

then rewritten as

N-2

QN:4+(Q2Let us define the accumulation point by

Q-

Qr)

I #
j:o

(6.38)

then

Q*:Qr+(Qz-ar)*

(6.3e)

This is where chao.s occur. In thqSifurcation diagra,m the chaotic region is a solid black
reSron.

6.3.5

Spontaneous Symmetry Breaking

The bifirrcation process is associated with a deep phenomenon knonn as spontaneous

symmetry breaking. The flrst period-doubling bifurcation corresponds to the breaking of

ydri et al, lectures on computational physics

54

the symmetry t -1t*Trt. The linear regrme respects this symmetry. However period-2
motion and in general period-l/ motions with ,Af > 2 do not respect this symmetry.
There is another kind of spontaneous symmetry breaking which occurs in the chaotic
pendulum a,nd which is associated with a bifurcation diagram. This happens in the region
of period-l motion and it is the breaking of spatial symmetry or parity 0 ---+ -0. Indeed
there exists solutions of the equations of motion that are either left-favoring or rightfavoring. In other words the pendulums in such solutions spend much of its time in the
regions to the left of the pendulum's vertical (0 < 0) or to the right of the pendulum's
vertical (0 > 0). This breaking of left-right symmetry can be achieved by a gradual
increase of Q. We will then reach either the left-favoring solution or the right-favoring
solution starting from a left-right symmetric solution depending on the initial conditions.
The symmetry 0 ---+ -0 is also spontaneously broken in period-I/ motions.

6.4

Lab Problem 8: The Butterfly Effect

We consider a pendulum of a mass rn and a length I moving under the influence of the
force of gravrty, the force of air resistance and a driving periodic force. Newton's second
Iaw of motion reads

# : -l

sne

- r# * Fo sinrnyot.

will always take the angular frequency 1fi/l a*sociated with simple oscillations of
the pendulum equal 1, i.e. I :9. The numerical solution we will consider here is based
on the Euler-Cromer algorithm.
The most important property of a large class of solutions of this differential equation
is hyper sensitivity to initial conditions known a,lso as the trutterfly effect which is the
defining characteristic of chao.s. For this reason the driven non-linear pendulum is also
known as the chaotic pendulum.
The chaotic pendulum can have two distinct behaviors. In the linear regime the
motion (neglecting the initial transients) is periodic with a period equal to the period of
the external driving force. In the chaotic regime the motion never repeats and any error
even infinitesimal in determining the initial conditions will lead to a completely different
orbit in the phase space.
We

(1) Write a code which implements the Euler-Cromer algorithm for the chaotic penduIum. The a^ngle 0 must always be taken between -zr and zr which can be maintained
as follows

if(Ai.lt. T

t)

0i

0;

*2t.

(2) We take the values and initial conditions

dt

:0.04s, 2tru2,:
0t:0.2

3"-t, O:i,r,
radian

O1

:0

1000-

radian/s.

2000.

ydri et al, lectures computational physics

Fo

0 radian/s2

, FD :0.1

radian/ sz

, FD:

1.2 radian/s2.

Plot 0 as a function of time. What do you observe for the first-value of Fp. What
is the period of oscillation for small and large times for the second value of Fa . Is
the motion periodic for the third value of. Fp.

6.5

Lab Problem 9: Poincar6 Sections

In the chaotic regime the motion of the pendulum although deterministic is not pre
dictable. This however does not mean that the motion of the pendulum is random which
can clearly be seen from Poincare sections.
A Poincare section is a curve in the phase space obtained by plotting one point of the
orbit per period of the exbernal drive. Explicitly we plot points (0, O) which corresponds
to times t : nluo where n is a,n integer. In the linear regime of the pendulum Poincare
section consists of a single point. Poincare section in the chaotic regime is a curve which
does not depend on the initial conditions thus confirrning that the motion is not random
and which may have a fractal structure. As a consequence this curve is called a strange
attractor.

(1) We consider two identical chaotic pendulums.4 and B with slightly different initial
conditions. For exa.-ple we take

0{:0.2

radian ., 0? :0-201 radian'

The difference between the two motions can be measured by

L1i: 0! Compute

lnA0

03

as a function of time for

Fn

0.1 radian/s2

, FD :

L.2 raAianf s2.

What do you observe. Is the two motions identical. What happens for large times.
Is the motion of the pendulum predictable. For the second value of Itr use

N:10000, dt:0.01.s.
(2) Compute the angular velocity O as a function of 0 for
Fo

0.5radian/s2, FD : I.2 radianf s2.

What is the orbit in the phase space for small time and what does it represent.
What is the orbit for large times. Compare between the two pendulums A and B'
Does the orbit for large times depend on the initial conditions.

ydri et aI, lectures on computational physics

(3) A Poincare

section is obtained numerically by plotting the points (0, O) of the orbit

at the times at which the function sinnupfi vanishes. These are the times at which
this functim changes sign. This is implemented as follows
rf (sin n u pta sin

r u pt ia1.lt. O)then

write(*, *)t6,0;,o"6.
Verify that Poincare section in the linear regime is given by a single point in the
phase space. Take and use .[p : 0.5 radian /t', N : 104 - 107, dt : 0.001s.
Verify that Poincare section in the chaotic regime is also an attractor. Take'arrd use

Fo:l.2redriaa.f s2,

N:

of the pendulums ,4 and

6.6

L05

, dt:0.04s.

Compare between Poincare sections

B. What do you observe and what do you conclude.

Lab Problem 10: Period Doubling

Among the most important chaotic properties of the driven non-linear pendulum is the
phenomena of period doubling. The periodic orbit with period equal to the period of
the external driving force are called period-1 motion. There exist however other periodic
orbits with periods equal twice, four times and in general 2tr times the period of the
external driving force. The orbit with period equat 2M times the period of the external
driving force is called period-lf, motion. The period doubling observed in the driven
non-linear pendulum is a new phenomena which belongs to the world of chaos. In the
standard phenomena of mixing the response of a non-linear system to a single frequency
external driving force will contain components with periods equal to the period of the
driving force divided bV 2M. In other words we get I'harmonicsrr as opposed to the
I'subharmonicsil we observe in the chaotic pendulum.
For period-I/ motion we expect that there are "A/ different values of the angle 0 for
every value of Fp. The function 0 : 0(Fo) is called a bifurcation diagrarn. Formally the
oo. In other words chaos is defined as period-infinity
trn.nsition to chaos occurs at "A/
-l
motion.

(1) We take the values and initia,l conditions

l:9,Ztrup:3r-', n:f,,
h : 0.2radian,

, N:3000-100000 , d,t:0.01s.
O1

0 radian/s.

Determine the period of the motion for

Fp:1.35

radian/s2

, FD:1.44 radian /r2 ,

Fo:1.465 radian/s2.

What happens to the period when we increase Frr. Does the two second values of
Fa he in the linear or chaotic regime of the chaotic pendulum.

ydri et al, lectures computational physics

57

(2) Compute the angle

2trupt: rn:.

d as a function of f"n for the times

We take Fn in the interval

fb :

(1.34

t which satisfy the condition

+ 0.005k) taAianf s2 , k :

1, ...,30.

Determine the interval of the external driving force in which the orbits are period-1,
period-2 and period-4 motions.

In this problem it is very important to remove the initial transients before we start
measuring the bifurcation diagram. This can be done as follows. We calculate the
motion for 2N steps but then only consider the last N steps in the computation of
the Poincare section for every value of .F,p.

6.7 Lab Problem 1"1: Bifurcation

Part

Diagrams

The chaotic pendulum is given by the equation

# :-

sino

rL, cos 2nupt.

i#t

In this simulation we take the values F^o : 1.5 radian/s2 and, 2nutt: 3r-'. In order to
achieve a better numerical precision we usie the second-order Rung+Kutta algorithm.
In the linear regime the orbits are periodic with period equal to the period ?o of the
external driving force and a,re s;mmetric under 0 ---+ -0. There exists other solutions
which are periodic with period equal ?p but are not symmetric under 0 --+ -0. In these
solutions the pendulum spends the majority of its time in the region to the left of its
vertical (g < 0) or in the region to the right of its vertical (0 > 0).
These symmetry breaking solutions can be described by a bifurcation diagram O :
O(A). For every value of the quality factor Q we calculate the Poincare section. We
observe that the Poincare section will bifurcate at some value Q* of Q. Below this value
we get one line whereas above this value we get two lines corresponding to the two
symmetry breaking solutions in which the pendulum spends the majority of its time in
the regions (0 > 0) and (0 < 0).

(1) Rewrite the code for the chaotic pendulum using Runge.Kutta algorithm"
(2) We take two different sets of initiai conditions

0:0.0
0:0.0

radian

, O:0.0 radian/s.

-3.0 radian/s .
Study the nature of the orbit for the values Q : 0.5s, Q :
radia,n

f,l

L.24s and

1.3s.

What do you observe.

(3) Plot the bifurcation diagra,m O : O(Q) for values of Q in the interval [1.2,1.3].
What is the value Q* at which the symmetry 0 --_+ -0 is spontaneously broken.

ydri et

58

aJ, lectures on

computational physics

Part II As we have seen in the previous simulation period doubling can also be described by a bifurcation diagra,rn. This phenomena is also an example of a spontaneous

symmetry breaking. In this case the symmetry is t --) t * To. Clearly only orbits with
period Txt are syrnmetric under this trarrsformation.
Let QX be the value of Q at which the "Afth bifurcation occurs. In other words this
is the value at which the orbit goes from being a period-(,A/ - 1) motion to a period-lf,
motion. The Feigenbaum ratio is defined by

Qtr-r - QN-z
nN: _d;
_G;
As we approach the chaotic regime, i.e. as N --+ m the ratio.F|l converges rapidfy to the
constant value F : 4.669. This is a general result which holds for marry chaotic systems.
Any dynamical system which can exhibit a transition to chaos via an infinite series of
period-doubling bifurcations is characterized by a Feigenbaum ratio which approaches
4.669 as.A/

--+

oo.

(1) Catculate the orbit and Poincare section for Q : 1'36s' what is the period of the
motion. Is the orbit symmetric under t ---+ t *To. Is the orbit symmetric under
0 --+ -0.
(2) PIot the bifurcation diagra;n O : O(Q) for two different sets of initial conditions
for values of Q in the interval [1.3,1.36]. What is the value Q at which the period
gets doutrled. What is the value of Q at whidr the symmetry t --+ t * Te is
spontaneously broken.

(3) In this question we usie the initial conditions

0:0.0

radian

, O:0.0 radian/s.

Calculate the orbit and Poincare section and plot the bifurcation diagram f, : O(Q)
for values of Q in the interval [1.34,1.38]. Determine from the bifurcation diagrarn
the values Qy ftor.Af,: 1,2,3,4,5. Calculate the Feigenbaum ratio. Calculate the
accumulation point Q* at which the tra.nsition to chaos occurs.