拓扑马蹄引理.PPT

* 2010年系统科学与复杂网络研讨会学术报告 Chaos Modelling and Applications in Financial Engineering 混沌动力学系统建模及在金融工程领域中的应用 陈增强 教授 南开大学 Chaos Modelling and Applications in Financial Engineering ZENGQIANG CHEN Department of Automation Nankai University Email: chenzq@nankai.edu.cn 感谢 上海理工大学许晓鸣校长 香港城市大学陈关荣教授 的热情邀请 和上海系统工程研究院的支持 Outline Introduction to Chaos Topological Horseshoe Theory Chaos in Economics The Analysis of two Economic Systems Introduction to Chaos What is Chaos? Chaos exists in nonlinear dynamical systems Introduction to Chaos Basic properties of Chaos sensitive dependence on initial conditions .506 .506127 1961, Lorenz’s experiment of weather prediction Introduction to Chaos The trajectory is bounded and never repeats Self-similar Introduction to Chaos Unpredictability Chaos is aperiodic long-term behavior in a deterministic system that exhibits sensitive dependence on initial conditions [1]. ? [1] “Nonlinear Dynamics and chaos”, Strogatz, S. H., Addison-Wesley Publishing Company, Boston, 1994. Introduction to Chaos Classical Chaotic attractors: Lorenz attractor Introduction to Chaos R?ssler attractor Classical Chaotic attractors: Introduction to Chaos Chen attractor Classical Chaotic attractors: Introduction to Chaos How to determine chaos: Lyapunov exponents Topological entropy Bifurcation, such as period-doubling route to chaos Melnikov method ?i’lnikov method Topological horseshoe theory and symbolic dynamics Outline Introduction to Chaos Topological Horseshoe Theory Chaos in Economics The Analysis of two Economic Systems Topological Horseshoe Theory Smale horseshoe map: pioneering work Smale horseshoe map is the prototypical map possessing a chaotic invariant set Theorem. There is a closed invariant set