Raymond Cooper

Mathematical Modeling

THE LORENZ ATTRACTOR

Meteorologist Ed Lorenz Used the Continuity Equation, the Navier-Stokes Equation from fluid
dynamics and heat conduction equations to describe cylindrical rolls in a layer of fluid heated from
below. As its buoyancy increases, the warm fluid rises and circulates in cylindrical rolls. The Lorenz
Equations are based on simplifications and approximations of the aforementioned equations as
descriptions of these rolls.
The Lorenz Equations:
=

gives the rate of rotation of the cylinder

=x (

gives the difference in temperature at opposite sides of the cylinder

gives the deviation from the linear vertical temperature gradient

b depends upon the width to height ratio of the layer of fluid. The general value used, and the value
which we will use in this paper is 8/3.
is the Prandtl constant. It is an approximation of the ratio of momentum diffusivity (kinematic
viscosity) and thermal diffusivity. The value chosen by Lorenz is the Prandtl constant for air, 10.
is the temperature difference between the bottom and the top of the system. This is the control
parameter. We will consider values from 1-28.

This system of equations, as it pertains to thermal convection, is based upon simplifications and
approximations. What is does describe precisely is a water wheel (built at MIT) that consists of cups
that leak from the bottom with water pouring in at the very top of the wheel. As water flows into the
first cup, if it flows in fast enough in proportion to the leaking, the wheel will begin to turn. As the
system is symmetrical, the wheel can begin turning in either direction. A sufficient increase in the rate
of flow of water will destabilize the system and bring about a reversal of direction. The wheel will spin
in its new direction for an undetermined number of cycles and switch direction again. The precise
point at which a change will occur can never be fixed. Varying the parameter is analogous to
changing the rate of the flow of water into the cups. (Strogatz 302)
The behaviour of this water wheel is analogous to the behaviour of the solution set of the Lorenz
equations graphed in 3-dimensional phase space.

Let us proceed.
First, we consider the critical points of the vector field, the values for x,y and z for which the equations
are equal to 0. These are our equilibrium points.
P1= (0, 0, 0)
P2= (
P3= (-

,-

Our next task is to linearize our system of equations. We take partials and get the Jacobian according
to this general model.

This yields=
We evaluate this matrix at P1=(0,0,0), and this yields

We then find Eigen Values.

yields characteristic polynomial (

We proceed to linearize the system about P2 =

And linearization about P3=(-

,-

The Eigen-values for both P2 and P3 are the roots of this characteristic polynomial:
+(

It is not essential to solve for these Eigen-values explicitly. It suffices to characterize how their values
change according to changes in value for control parameter . Thus, we consider the following
formula for Hopf-bifurcation of the Lorenz Attractor:
: threshold of subcritical Hopf-bifurcation.
A Hopf-bifurcation occurs when the real component of a pair of complex Eigen values moves from
negative to positive, and thus crosses the imaginary axis. This moment of crossing is a zero point for
the real component of a complex Eigen-value;
for both imaginary values. The actual geometric
form associated with a purely imaginary Eigen-value is a circle. What is key is that, the system
changes, and in our case, the Hopf- bifurcation is subcritical ( a more dynamic change occurs here than
in the case of a supercritical Hopf-bifurcation). . Strogatz notes that after such a bifurcation (subcritical), trajectories must jump to a distant attractor, which may be a fixed point, another limit cycle
or infinity.(251) In our case, trajectories cannot run off to infinity.
Consider the following typical trajectory.
V(x,y,z)=
dV/dt= Vx(X(t))+Vy(Y(t))+Vz(Z(t))
Vx=2
Vy=2
Vz=2

dV/dt= (2

) + (2

)+[

=-2
Completing the square yields
dV/dt=

It is clear that this system is bounded.

The Lorenz system contracts three dimensional volume in phase space.
(x,y,z)=

and

(x,y,z)=

Thus, V(t)=V(0)
Volume shrinks exponentially fast. All trajectories will be sucked in. Thus,
the dynamism of the Lorenz Attractor will be expressed not as a jump to infinity, but, rather, as
infinite jumping between spirals around P2 and P3. Later we will explore this in a more explicit
geometric manner.

For now, let us consider how this attractor evolves as we increase the value of the control
parameter .
Our first threshold is =1. For values
have a 3-dimensional sink. At

all 3 Eigen-values associated with P1 are negative, so we

associated with P1 is 0. As it crosses this threshold to

this Eigen-value becomes positive, so the 3-d sink becomes a 2-d sink . Also, it is for values of
that points P2 and P3 emerge. There is a stable manifold at P1, which is 2-d surface tangent to
the Eigen-vectors associated with
for P1. This is the onset of convective flow. If we consider our
water wheel, this corresponds to the point at which the water flow has filled the first cup to the point
that the wheel actually begins to spin. Now a trajectory can begin to move from P1 and go into a spiral
around P2 or P3, spinning inward, for their Eigen-values associated with P2 and P3 are the same, one
real negative Eigen-value, and a pair of complex conjugates with a negative value for real
components. This is how the butterfly wings emerge. We observe a sink at both points that creates
suction to its respective plane, a compressing transverse force that presses any trajectory to move in a
2-d spiral which is the stable inward spiral described by
, where is negative . Later we will
discuss the fractal dimension of these wings, for they are slightly more than 2 dimensions. For now,
conceiving of the wings as simple planes will suffice.
Our second threshold is
. When
crosses this threshold, the two inward spirals
associated with P2 and P3 become unstable and they reverse direction, spiraling out. This is the subcritical hopf-bifurcation. As has been established, trajectories cannot fly off to infinity. Rather, they
cycle in outward spirals for a number of revolutions which can never be precisely determined and
then jump into an outward spiral around the other equilibrium point. The trajectories jump back in
forth. Within each wing is a limiting cycle, a circle within the wing towards which trajectories spiral
out and from which trajectories spiral out. Trajectories which begin within this limiting cycle do cross
it on the wing.
At this stage of emergence, there is a saddle point at the origin, and it is beyond our powers to
determine whether a trajectory will continue to spiral out around its respective equilibrium point (P2
or P3) within or without its limiting cycle or move into a spiral around the opposite point when it
reaches a critical proximity to this saddle point. If we consider the water wheel analogy, this is the
point at which the rate of water flow is sufficient to destabilize the system and bring about a reversal
of direction. The wheel will spin in its new direction for an undetermined number of cycles and switch
direction again. When the control parameter
, the Butterfly reaches it most pristine and
celebrated form with a Hausdorff-dimension 0f 2.05.

To understand the fractal nature of the Lorenz attractor, we require

The Existence and Uniqueness theorem:

Consider the initial value problem

derivatives
Xo

= f(x), x(0)=X . Suppose f is continuous and that all its partial

, are continuous for x in some open connected set D

, the initial value problem has a unique solution x(t) on sometime interval (

. Then for
about t=0.

In other words, the existence and uniqueness of solutions are guaranteed if f is continuously
differentiable. (Strogatz 149)
A corollary to this theorem which is crucial to our purpose is that different trajectories never intersect.
If they did, there would be more than one solution starting from the same point, and this would
violate uniqueness.
Lorenz refers to the Butterfly attractor as an infinite complex of surfaces. Layers of trajectories that
can never intersect create what has the appearance of a surface. In fact, many layers of extremely
close surfaces which never touch compose a fractal of infinite surface area and Hausdorff dimension
of 2.05 and no volume, as has been established by our calculation for divergence.
This fractal form, which is a phase space graphing of the solution set of the differential equations
derived by Lorenz to describe cylindrical rolls in a convection system, is the origin of the term Butterfly
Effect. It describes a process which is fundamental to weather systems, and it gives us a glimpse into
an abstract space of some aspect of the incredible complexity of those systems. Trajectories of nearly
identical initial conditions will end up tracing radically different paths, jumping to and fro and never
crossing, tracing out infinite surfaces within surfaces within a tightly compressed space. Here we see
the extreme sensitivity to initial conditions which is a foundational concept of chaos theory.

Work Cited:
Strogatz, Steven. Nonlinear Dynamics and Chaos. Cambridge, MA: Perseus Books Publishing, 1984.