Never in the annals of science and engineering has there been a phenomenon so ubiquitous, a paradigm so universal, or a discipline so multidisciplinary as that of chaos. Yet chaos represents only the tip of an awesome iceberg, for beneath it lies a much finer structure of immense complexity, a geometric labyrinth of endless convolutions, and a surreal landscape of enchanting beauty. The bedrock which anchors these local and global bifurcation terrains is the omnipresent nonlinearity that was once wantonly linearized by the engineers and applied scientists of yore, thereby forefeiting their only chance to grapple with reality.
 Leon O. Chua



INTRODUCTION
    

Most natural phenomena are nonlinear; yet even today, theoretical analysis of physical systems is usually based on linear mathematical models or ones having small deviations from linearity. Linear models are still routinely used because they are much easier to solve than the correct nonlinear ones. Within the last two decades, however, both theoretical and experimental investigations of nonlinear phenomena have shown that often behavior that appears to be random or chaotic is actually deterministic in its orgin. Nonlinear deterministic systems under these conditions are predictable only for short times. This paradoxical situation exists because the deterministic solutions depend very sensitively on initial conditions. It has also been found that several classes of systems show universal behavior at the onset of chaos. Thus, system as diverse as a dripping faucet and a heart in ventricular fibrillation show many common features in their dynamics.



COMPUTER SIMULATIONS

Generally speaking most of the issues touched here are from the point of view of computer simulation of dynamical systems. However, there are some sections where simple analytical methods/results are also described/mentioned. The section on "general chaos" starts by introducing the concepts via the Logistic map. The choice of the system, besides historical, is because of the relative ease with which some analytical analysis can be done. In most of the cases the material is illustrated using the output of the programs provided.

Important as it is to understand the mathematics behind the pretty pictures, I have tried to provide working programs that can be downloaded and played around to get an intuitive feel of the dynamics of chaotic models. Representative models of nonlinear systems and their analysis is illustrated using maps (discrete time), ordinary differential equations (ODEs), delay differential equations(DDE). The latter is an infinite dimensional system and special care has to be taken to simulate it. The above mentioned approaches to model dynamical systems are examples that has time as an independent variable (both discrete and continuous time). Following are some of the few ways of modeling spatially extended systems: Cellular automata (CA), Coupled map lattice (CML) systems and coupled ordinary differential equations, and partial differential equations(pde).

Following is a conceptual table of some of the modeling approaches that will be touched upon.

MODELSPACETIMESTATEDIMENSION
Maps-DCN
Ordinary Differential Equations-CCN
Delay Differential Equations-CCInfinite
Cellular AutomataDDDN
Coupled Map LatticeDDCN
Coupled ODEsDCCN
Partial Differential EquationCCCInfinite

where D denotes discrete and C denotes continuous time models. The column about domensionality refers to the number of independent phase variables needed to specify the state of the system uniquely in the phase space. Thus, N for the case of Maps and ODEs denote the independent variables needed to specify the state of system. Thus, as an example N = 1 and N = 2 for the case of Logistic Map and Henon map, respectively and similary N = 3 for the case of Rossler and Lorenz system. The phase space dimensions of such systems are necessarily finite integer valued. In contrast, to ODEs, delay differential equations require initial functions to "jump start" the integration and are actually infinite dimensional systems, even if there is only one dependent variable (you need to specify infinite number of initial conditions between [-delay_time, current_time]). By similar argument PDEs are infinite dimensional systems (which require an initial function that specifies the state of the system at the boundaries). The dimensionality for the case of CA, CML, and coupled ODEs diverges as the size ( number of lattice sites) of the system increases.