Convergence Criterium of Numerical Chaotic Solutions Based on Statistical Measures英文文献资料.docVIP

Applied Mathematics, 2011, 2, 436-443 doi:10.4236/am.2011.24055 Published Online April 2011 (http://www.SciRP.org/journal/am) Convergence Criterium of Numerical Chaotic Solutions Based on Statistical Measures Julio Cesar Bastos de Figueiredo , Luis Diambra , Coraci Pereira Malta 1 2 3 1 Escola Superior de Propaganda e Marketing (ESPM), S?o Paulo, Brasil Laboratorio de Biologia de Sistemas, Florencio Varela, Argentina Instituto de Física, Universidade de S?o Paulo, S?o Paulo, Brasil E-mail: jfigueiredo@espm.br, ldiambra@.ar, coraci@if.usp.br Received January 25, 2011; revised February 22, 2011; accepted February 25, 2011 2 3 Abstract Solutions of most nonlinear differential equations have to be obtained numerically. The time series obtained by numerical integration will be a solution of the differential equation only if it is independent of the integra- tion step h. A numerical solution is considered to have converged, when the difference between the time se- ries for steps h and h/2 becomes smaller as h decreases. Unfortunately, this convergence criterium is unsuita- ble in the case of a chaotic solution, due to the extreme sensitivity to initial conditions that is characteristic of this kind of solution. We present here a criterium of convergence that involves the comparison of the attrac- tors associated to the time series for integration time steps h and h/2. We show that the probability that the chaotic attractors associated to these time series are the same increases monotonically as the integration step h is decreased. The comparison of attractors is made using 1) the method of correlation integral, and 2) the method of statistical distance of probability distributions. Keywords: Chaotic Attractor, Statistical Measure, Numerical Integration 1. Introduction Nonlinear systems can exhibit complex behaviour and, in the case of chaotic solutions, the