Hena Rani Biswas
Hena Rani Biswas
Hena Rani Biswas
Hena Rani Biswas*,1, Md. Maruf Hasan2 and Shujit Kumar Bala1
1
Department of Mathematics, University of Barishal, Barisal -8200
2
Department of Mathematics, Comilla University, Cumilla-3506
Abstract
Chaos theory is a mathematical field of study which states that non-linear dynamical
systems that are seemingly random are actually deterministic from much simpler
equations. Chaos theory was developed by inputs of various mathematicians and
scientists; its applications are found in a large number of scientific fields. The purpose of
this paper is to provide an introduction to chaos theory together with fractals, the
elaborate patterns which have become its emblem. This paper we discuss chaotic
systems, Fractals and its application, real life application of chaos theory and limitations
of chaos theory. Finally we establish the idea of control of chaos.
Keywords: Chaos theory, Fractals, Sensitive dependence on initial conditions (SDIC)
Introduction
The word Chaos comes from the Greek word “Khaos”, meaning “gaping void”.
Mathematicians say it is tough to define chaos, but is easy to “recognize it when you see
it.” Chaos in other words means a state of total confusion or predictability in the behavior
of a complex natural system. Chaos theory (Devaney 1989) is the concept that a small
change now can result in a very large change later. It is a field of study in mathematics,
with applications in several disciplines including physics, engineering, economics,
biology (Morse 1967), and philosophy which primarily states that small differences in
initial conditions (such as those due to rounding errors in numerical computation) can
yield widely diverging outcomes for chaotic systems, rendering long-term prediction
impossible in general. I hope that this paper serves as a useful tool for anyone who is
interested in understanding this topic.
Chaos theory is one of the fundamental theories in our lives. It is the study of complex,
nonlinear dynamic systems. It is a branch of mathematics that deals with systems that
*
Corresponding Author’s e-mail: biswas.hena@yahoo.com
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appear to be orderly (deterministic) but, in fact, harbor chaotic behaviors. It also deals
with systems that appear to be chaotic, but, in fact, have underlying order. In other words,
the deterministic nature (Robert 1976) of these systems does not make them predictable.
This behavior is known as deterministic chaos, or simply chaos. Nature is highly
complex, and the only prediction you can make is that she is unpredictable. Chaos Theory
has managed to somewhat capture the beauty of the unpredictable and display it in the
most awesome patterns. Nature, when looked upon with the right kind of eyes, presents
her as one of the most fabulous works of art ever. Chaos Theory (Lorenz 1963) holds to
the axiom that reality itself subsists in a state of ontological anarchy.
The phenomenon of Chaos theory was introduced to the modern world by Edward
Lorenz in 1972 with conceptualization of „Butterfly Effect‟. Understanding this theory
will help make a complex system more predictable. Thus when working with a system
you should be aware of all the inputs and keep them controlled. As chaos theory was
developed by inputs of various mathematicians and scientists, its applications are found
in a large number of scientific fields. Lorenz was a meteorologist who developed a
mathematical model used to model the way the air moves in the atmosphere. It caused
vast differences in the outcome of the model. In this way he discovered the principle of
Sensitive Dependence on Initial Conditions (SDIC), which is now viewed as a key
component in any chaotic system. A multidisciplinary interest in chaos, complexity and
self-organizing systems started in 1970‟s with the invention of computers. Benoît
Mandlebrot found the piece of the chaos puzzle that put all things together. Mandelbrot
published a book, The Fractal Geometry of Nature (Devaney and Keen 1989), which
looked into a mathematical basis of pattern formation in nature, much like the earlier
work of Turing. His fractals (the geometry of fractional dimensions) helped describe or
picture the actions of chaos, rather than explain it. Chaos and its workings could now be
seen in color on a computer.
In the early 1970‟s, May was working on a model that addressed how insect birthrate
varied with food supply. He found that at certain critical values, his equation required
twice time to return to its original state- the period having doubled in value. After several
period-doubling cycles, his model became unpredictable, rather like actual insect
populations tend to be unpredictable. Since May‟s discovery with insects, mathematicians
have found that this period-doubling is a natural route to chaos for many different
systems.
The deterministic chaos implies the uniqueness and distinguishable evolution of each
individual trajectory in the system. That is why it is unpredictable, i.e. a single trajectory
cannot be completely predictable for all future or past times, unless all the initial data of
that individual trajectory is exactly known. But, if the number of individual trajectories is
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too large, or infinite, the probability to know exactly the initial data of one of them, is
usually equal to zero.
Chaotic Systems
Chaotic systems are unstable since they tend not to resist any outside disturbances but
instead react in significant ways. In other words, they do not shrug off external influences
but are partly navigated by them. These systems are deterministic because they are made
up of few, simple differential equations, and make no references to implicit chance
mechanisms. A deterministic system is a system in which no randomness is involved in
the development of future states of the system. It is said to be chaotic whenever its
evolution depends on the initial conditions. This property implies that two trajectories
emerging from two different close by initial conditions. However, only in the last thirty
years of twentieth century, experimental observations have pointed out that. In fact,
chaotic systems are common in nature. Many natural phenomena can also be
characterized as being chaotic. They can be found in meteorology, solar system, heart and
brain of living organisms and so on.
Characteristics of a chaotic system:
(i) No periodic behavior.
(ii) Sensitivity to initial conditions.
(iii) Chaotic motion is difficult or impossible to forecast.
(iv) The motion looks random.
(v) Non-linear.
Because of the various factors involved in chaotic systems, they are hard to predict. A lot
of complicated and computations and mathematical equations are involved. Solutions of
chaotic systems can be complex and typically they cannot be easily extrapolated from
current trends. The game of Roulette is an interesting example that might illustrate the
distinction between random and chaotic systems. If we study the statistics of the outcome
of repeated games, then we can see that the sequence of numbers is completely random.
Finally chaotic systems are very sensitive to the initial condition which means that a
slight change in the starting point can lead to enormously different outcomes. This makes
the system fairly unpredictable.
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Fractals are the unique, irregular patterns left behind by the unpredictable movements of
the chaotic world at work.
In theory, one can argue that everything existent on this world is a fractal:
the branching of tracheal tubes,
the leaves in trees,
the veins in a hand,
water swirling and twisting out of a tap,
a puffy cumulus cloud,
tiny oxygene molecule, or the DNA molecule etc.
According to Kenneth Falconer (1985), a fractal exhibits the following properties:
(i) Ability to be differentiated and to have a fractal dimension.
(ii) Self-similarity (exact, quasi self-similarity, statistical or qualitative).
(iii) Multifractal scaling.
(iii) Fine and detailed structure at any scale.
(iv) Simple and perhaps recursive definitions.
Fractals have always been associated with the term chaos. One author elegantly describes
fractals as “the patterns of chaos”. Fractals depict chaotic behavior, yet if one looks
closely enough, it is always possible to spot glimpses of self-similarity within a fractal
(Devaney and Keen 1989).
To many chaologists, the study of chaos and fractals (Falconer 2014) is more than just a
new field in science that unifies mathematics, theoretical physics, art, and computer
science - it is a revolution. It is the discovery of a new geometry, one that describes the
boundless universe we live in; one that is in constant motion, not as static images in
textbooks. Today, many scientists are trying to find applications for fractal geometry,
from predicting stock market prices to making new discoveries in theoretical physics.
Fractals have more and more applications in science. The main reason is that they very
often describe the real world better than traditional mathematics and physics. Let us now
examine the mathematical construction of a typical fractal (Falconer 1997) curve and the
properties that it has. This fractal is called Koch‟s snowflake, because its shape resembles
that of a snowflake and it was first conceived by Helge von Koch, a Swedish
mathematician. It can be seen in the following Fig. 1. The algorithm for its construction is
the following:
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(i) From an equilateral triangle, remove the middle third of each side.
(ii) Draw another equilateral triangle, with its sides being equal to one third of the
sides of the initial triangle, one of its sides replacing the line segment removed,
and the other two sides lying outside the initial triangle.
The study of turbulence in flows is very adapted to fractals (Devaney and Keen 1989).
Turbulent flows are chaotic and very difficult to model correctly. A fractal representation
of them helps engineers and physicists to better understand complex flows. Flames can
also be simulated. Porous media have a very complex geometry and are well represented
by fractal. This is actually used in petroleum science. The flow of water in a river for
example can seem very disorderly and difficult to monitor, but chaos theory and fractals
can more accurately describe this kind of flow, and further advancements are expected in
the future. Snowflakes, broccoli, coastlines and mountain ranges are some self-similar
natural objects which can be described as fractals. Of course, the difference between
mathematical fractals and natural fractals is that the self-similarity in the latter is not
exact, as it is in the former, but it is quasi-self similarity, and that we cannot see a natural
fractal at an infinitely small scale. The Barnsley Fern is an example of natural fractals.
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Fractals are used to describe the beauty of nature. For example we take a tree, Pick a
particular branch and study it closely. Choose a bundle of leaves on that branch. To
chaologists, all three of the objects described - the tree, the branch, and the leaves - are
identical. To many, the word chaos suggests randomness, unpredictability and perhaps
even messiness. Chaos is actually very organized and follows certain patterns. The
problem arises in finding these elusive and intricate patterns. One purpose of studying
chaos through fractals is to predict patterns in dynamical systems that on the surface seem
unpredictable. A system is a set of things, an area of study, a set of equations is a system,
as well as more tangible things such as cloud formations, the changing weather, the
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the presence of a large number of contributing factors. The second main component is the
high sensitivity to initial conditions, that a minute change in the initial conditions, such as
rounding errors in numerical computation of a certain dynamical system can produce
cataclysmic and unpredictable outcomes for that dynamical system. Now we describe the
following applications of chaos theory in our real life.
(i) Chaos theory in Stock Market
Chaos analysis has determined that market prices are highly random, but with a trend.
The amount of the trend varies from market to market and from time frame to time frame.
The price movements that take place over the period of several minutes will resemble
price movements that take place over the period of several years. In theory. big market
crashes should never happen. But Mandlebrot predicts that a market crash should occur
about once a decade. Given the fact that we have had major crashes in 1987,1998 and
2008-roughly once a decade-it's clear that Mandlebrot made a pretty good prediction.
The new Fractal Market Hypothesis, based on Chaos theory explains the phenomena in
financial branch, which the Efficient Market Hypothesis could not deal with. In the
hypothesis, Hurst exponent determines the rate of chaos and distinguished fractal from
random time series. Lyapunov exponent determines the rate of predictability. A positive
Lyapunov exponent indicates chaos and it sets the time scale which makes the state of
prediction possible. Plotting stock market variations and matching them with chaotic
analyses of above exponents, one might predict future behavior of market.
(ii) Chaos Theory in the Garment Industry and Fashion Design
In this paper, we use chaos theory to explain the phenomenon in the field of fashion
design. First we have to do a comparative analysis between nonlinear and garment
industry trends of chaos theory, and then discuss the effect of Butterfly Effect to the
product positioning of clothing brand, study the relationship of the fractal theory between
the integrity and locality of the garment industry brand design. Finally, make examples of
the wide range of applications of chaos theory in the field of artistic form design. This
paper introduces chaos theory into the field of garment industry and design, which will
bring far-reaching influence to the development of the garment industry and the future
design.
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rhythm of waking and sleeping, the jumping movements of the eye that allow us to focus
and process images in the visual field, the regularities and irregularities in the brain
waves of mentally healthy and mentally impaired people as represented on
electroencephalograms. None of these dynamic systems are perfect all the time and when
a period of chaotic behavior occurs, it is not necessarily bad. Applying chaos theory to
these human dynamic systems provides information about how to reduce sleep disorders,
heart disease and mental disease.
It has been argued that some cardiac arrhythmias are instances of chaos. This opens the
doors to new strategies of control. The traditional method of controlling a system is to
model it mathematically in sufficient detail to be able to control critical parameters.
However, this method fails in chaotic systems since no model can be developed for a
system with an infinite number of unstable orbits. The OGY method mentioned above
was able to exploit the properties of chaotic mechanical and electrical systems; however,
system-wide parameters in the human body cannot be manipulated quickly enough to
control cardiac chaos. Therefore, Garfinkel, Spano, Ditto and Weiss (1992) developed a
similar method which they called proportional perturbation feedback (PPF).
In eleven separate experimental runs, the technique was successful at controlling induced
arrhythmia in eight cases. The good thing is that the stimuli did not simply over drive the
heart; stimuli did not even have to be delivered on every beat. This contrasted well with
the periodic method which was never successful in restoring a periodic rhythm, and even
showed a tendency to make the rhythm more a periodic. Therefore, besides providing a
successful method of control (Richard, 1994), the method would be a less dramatic
intrusion into the patient‟s system.
Similar efforts are being made to control epileptic brain seizures which exhibit chaotic
behavior. This technique, controls by waiting for the system to make a close approach to
an unstable fixed point along the stable direction. It then makes a minimal intervention to
bring the system back on the stable manifold (Robert 1976). Again, an important benefit
is the minimal amount of intervention required to control the chaotic event.
Redington and Reidbord (1992) attempted to demonstrate that the human heart could
display chaotic traits. They monitored the changes in between-heartbeat intervals for a
single psychotherapy patient as she moved through periods of varying emotional intensity
during a therapy session. Results were admittedly inconclusive. Not only were there
ambiguities in the various plots the authors produced to purportedly show evidence of
chaotic dynamics (spectral analysis, phase trajectory, and autocorrelation plots), but when
they attempted to compute a Lyapunov exponent as more definitive confirmation of
chaotic behavior, the authors found they could not reliably do so.
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Some researchers in the field of social sciences (Kiel and Elliott 1996) even propose that
the chaos theory offers a revolutionary new paradigm, away from the materialistic
Utopia, and that social system should be maintained at the edge of chaos, between too
much and too little authoritarian controls. This comment concerns politics rather than
physics. The application of chaos models in the analysis of social phenomena is
accompanied by some important scientific problems. First, whether observations of social
phenomena are generated by nonlinear dynamics cannot be ascertained beyond
considerable doubt, especially when these observations contain a measurement error that
is there is a problem of external validity. Secondly, and more important, as a theory of
irregular cyclical social behavior is lacking, inductive-statistical theory formation about
such behavior, which is based on fitting a mathematical model of chaos to observations
of social phenomena, is impossible unless additional information is used concerning the
context and circumstances wherein the social phenomena occur; that is the internal
validity of any theoretical explanation that is derived from only a fitted mathematical
model (of chaos) cannot be assessed. So research into the suggestion derived from
mathematical chaos theory that irregular cycles may be present in the development of
social phenomena over time requires theory-formation about irregular cyclical social
behavior on the basis of established theoretical insights and empirical evidence instead of
fitting sophisticated mathematical models of chaos to observations of social phenomena.
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(vi) Robotics
This paper presents a summary of applications of chaos and fractals in robotics. Firstly,
basic concepts of deterministic chaos and fractals are discussed. Then, fundamental tools
of chaos theory used for identifying and quantifying chaotic dynamics will be shared.
Principal applications of chaos and fractal structures in robotics research, such as chaotic
mobile robots, chaotic behavior exhibited by mobile robots interacting with the
environment, chaotic optimization algorithms, chaotic dynamics in bipedal locomotion
and fractal mechanisms in modular robots will be presented. A brief survey is reported
and an analysis of the reviewed publications is also presented.
Besides the Lyapunov exponent and fractal dimension, other quantifiers should be
employed for analysis, which will broaden our understanding of robot dynamics. Until
now, researchers have found several routes to chaos in the gait patterns of very simple
passive dynamic bipeds. The analyses of complex biped models, which are adequately
closer to the behavior of real biological systems, will provide deep insight into the origin
of chaotic dynamics and bifurcation scenarios. Swarm intelligence (SI) has emerged as an
interdisciplinary research area for scientists and engineers. Like Chaotic ABC, Chaotic
PSO and Chaos ACO should be employed in motion planning of autonomous agents. The
applications of chaotic dynamics will generate efficient motion planning techniques for
mobile robots. A brief survey is reported and an analysis of the reviewed publications is
also presented. The final aim of robotics is the creation of intelligent autonomous robots.
The dynamical system theory is the right answer for a dynamic world. From this review
of papers, it is evident that deterministic chaos is an overwhelming idea in science and an
omnipresent phenomenon in various robotic domains. Physiological systems are inspiring
the control systems and the physical shapes of the robots. Scientists and engineers are
striving to realize the decades-old dream of a versatile, mobile, general-purpose
autonomous robot. Chaos theory, combined with other important technologies such as
artificial intelligence, machine learning and nonlinear optimal control, will help realize
this goal in the offing.
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their features of masking and immunizing information against noise. The chaos
communication fundament is the synchronization of two chaotic systems under suitable
conditions if one of the systems is driven by the other. Chua's circuit is a simple oscillator
circuit which exhibits a variety of bifurcations and chaos. The circuit (Chen and Ueta,
2002) contains three linear energy storage elements (an inductor and two capacitors), a
linear resistor, and a single nonlinear resistor.
Fig. 4. Piece wise linear characteristic of the nonlinear resistor NR in Chua‟s circuit.
(viii) Chaos Theory as Literary Theory
As a literary theory (Yasser, KRA. 2007) chaos theory helps readers more deeply
understand and appreciate the complex ideas behind some works of literature we might
encounter. For example, Shakespeare‟s Hamlet, in many respects, perfectly illustrates
many of the core principles of chaos theory. Hamlet himself, in fact, seems to possess a
particular awareness of the chaotic nature of human existence. Throughout the play,
Hamlet constantly questions not only his own motives and action and their possible
ramifications and effects, but also those of the various forces both those that are natural
and apparently supernatural that are conspiring around him. Hamlet itself highlights, in
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miniature, the various seemingly unpredictable and chaotic forces that control reality. In a
sense, the play itself makes use of a version of the famous butterfly effect that would be
postulated more than three centuries later: The death of Hamlet‟s father results,
ultimately, in the utter collapse of the entire kingdom of Norway and the death of nearly
every major character in the play. The entire world in which Hamlet lives – his entire
reality, in fact both external and internal – is depicted as being radically shifted by the
death of a single human being. The events that are depicted and examined in the play
then, illustrate the chaotic, complex, and ultimately unpredictable and seemingly random
and determined forces upon which reality is structured. Reading Shakespeare‟s Hamlet
with a firm knowledge of chaos theory to reveal a surprising measure of awareness on
Shakespeare‟s that predates the scholarly exploration of chaos theory by nearly four
centuries.
(ix) Chaos to Produce Music
The goal is to inspire composes from the generated ideas. A chaotic mapping provides a
technique for generating musical (Boon and Decroly 1995) variations of an original
work. This technique, based on the sensitivity of chaotic trajectories to initial conditions,
produces changes in the pitch sequence of a piece. A sequence of musical pitches 𝑝𝑖 is
paired with the x-components 𝑥𝑖 of a Lorenz chaotic trajectory. In this way, the x axis
becomes a pitch axis configured according to the notes of the original composition. Then
a second chaotic trajectory, whose initial condition differs from the first, is launched. Its
x-components trigger pitches on the pitch axis (via the mapping) that vary in sequence
from the original work, thus creating a variation. There are virtually an unlimited number
of variations possible, many appealing to experts and other alike.
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The two major issues here and the limitation imposed by relativity (the fact that
information cannot propagate faster than light) and the uncertainty principle. The first
means that it is impossible within our laws of physics to simultaneously know everything,
because the information must cross the distances at a relatively slow rate. The second is a
fundamental principle of quantum mechanics you can never know the position and spin
of a sub atomic particle. This is not, I repeat not, a human limitation. This is a
fundamental property of the system the more precise you know one the more you lose the
other. Chaos theory works similarly to statistics. You can't predict a certain behavior
from a statistic but you can tell what range it should fall in. Same thing with chaos, an
asteroids orbit may not pass through the exact point in a “perpendicular” plane, yet it may
pass through the same region of that plain enough to make over all predictions about the
orbit of the asteroid.
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Chaos theory in itself sort of explains the difficulty involved in predicting the future to
any degree of accuracy. Take weather for example. Weather patterns are a perfect
example of Chaos Theory. We can usually predict weather patterns pretty well when they
are in the near future, but as time goes on, more factors influence the weather, and it
becomes practically impossible to predict what will happen. That example is analogous to
most other Chaos Theory examples in that time is a huge limitation. As more time passes,
more and more factors influence what can happen.
Control of Chaos
Control of chaos is the stabilization, by means of small system perturbations, of one of
these unstable periodic orbits. The result is to render an otherwise chaotic motion more
stable and predictable, which is often an advantage. The perturbation must be tiny
compared to the overall size of the attractor of the system to avoid significant
modification of the system's natural dynamics.
Several techniques have been devised for chaos control, but most are developments of
two basic approaches: the OGY (Ott, Grebogi and Yorke) method, and Pyragas
continuous control. Both methods require a previous determination of the unstable
periodic orbits of the chaotic system before the controlling algorithm can be designed.
(i) OGY Method
E. Ott, C. Grebogi and J. A. Yorke were the first to make the key observation that the
infinite number of unstable periodic orbits typically embedded in a chaotic attractor could
be taken advantage of for the purpose of achieving control by means of applying only
very small perturbations. After making this general point, they illustrated it with a
specific method, since called the OGY method (Ott, Grebogi and Yorke) of achieving
stabilization of a chosen unstable periodic orbit. In the OGY method, small, wisely
chosen, kicks are applied to the system once per cycle, to maintain it near the desired
unstable periodic orbit (Fradkov and Pogromsky 1998). The weaknesses of this method
are in isolating the Poincaré section and in calculating the precise perturbations necessary
to attain stability.
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knowledge of the system obtained through solely observing the behavior of the system as
a whole over a suitable period of time.
Experimental control of chaos by one or both of these methods has been achieved in a
variety of systems, including turbulent fluids, oscillating chemical reactions, magneto-
mechanical oscillators, and cardiac tissues (Schiff, S. J., Jerger, K. and Duong, D. H.,
Chang, T., Spano, M. L. and Ditto, W. L. 1994) attempt the control of chaotic bubbling
with the OGY method and using electrostatic potential as the primary control variable.
Now we discuss the idea of controlling of chaos. There are three ways to control chaos
(Garfinkelet, 1992):
(i) Alter organizational parameters so that the range of fluctuations is limited.
(ii) Apply small perturbations to the chaotic system to try and cause it to organize.
(iii)Change the relationship between the organization and the environment.
For many years, this feature made chaos undesirable, and most experimentalists
considered such characteristic as something to be strongly avoided. Besides this critical
sensitivity to initial conditions, chaotic systems exhibit two other important properties:
(a) There are an infinite number of unstable periodic orbits embedded in the
underlying chaotic set. In other words, the skeleton of a chaotic attractor is a
collection of an infinite number of periosic orbits, each one being unstable.
(b) The dynamics in the chaotic attractor is ergodic, which implies that during its
temporal evolution the system ergodically visits small neighborhood of every
point in each one of the unstable periodic orbits embedded within the chaotic
attractor.
The above properties is that a chaotic dynamics can be seen as shadowing some periodic
behavior at a given time, and erratically jumping from one to another periodic orbit.
Indeed, if it is true that a small perturbation can give rise to a very large response in the
course of time, it is also true that a judicious choice of such a perturbation can direct the
trajectory to whenever one wants in the attractor, and to produce a series of desired
dynamical states. This is the idea of control of chaos.
Conclusion
Chaos theory is a new way of thinking about what we have. It gives us a new concept of
measurements and scales. It looks at the universe in an entirely different way.
Understanding chaos understands life as we know it. Because of chaos, it is realized that
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even simple systems may give rise to and, hence, be used as models for complex
behavior. Chaos forms a bridge between different fields. Chaos offers a fresh way to
proceed with observational data, especially those data which may be ignored because
they proved too erratic.
The specificity of present time physics, with entropy, chaos, and fractal dimensions,
confers reality to phenomena as we can perceive and measure them, and it somehow
invalidates the idea of a fundamental, or true, reality that might be explained by an
elegant model. The use of such models entails too many simplifications, and may lead for
instance to the reversibility of time that is imposed by the mathematical structure of
mechanics.
More research should be conducted on that field in order to find out how to control the
chaotic behavior of different systems in order to increase the validity of our future models
and plans especially in the field of economics, where future models and plans can give
crucial information about the general state of the economy in different countries.
In this paper, some basic applications of chaotic systems have been explored. Recently
extensive research works in various other fields of mathematics have been going only to
better understand these chaotic systems. In the last section of this paper we discuss the
limitations of chaos theory and also establish the idea of control of chaos.
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