The Similarity of Dynamic behavior between Different Chaotic Systems
Jizhao Liu
[email protected]
School of Data Science and Computer Science, Sun Yat-sen University. No.132, East Outer Ring Road, Guangzhou, Guangdong, P. R. China.
Xiangzi Zhang
School of Information Science and Technology, Jinan University. No.601, West Huangpu Avenue, Guangzhou, Guangdong, P. R. China.
Jing Lian
School of Electronics and Information Engineering, Lanzhou Jiaotong University
88 West Anning Road, Lanzhou, Gansu 730070, P. R. China
Yide Ma
School of Information Science and Engineeing, Lanzhou University
Lanzhou, Gansu, China
Pengbin Chang
School of Information Science and Engineeing, Lanzhou University
Lanzhou, Gansu, China
Fangjun Huang
School of Data Science and Computer Science, Sun Yat-sen University. No.132, East Outer Ring Road, Guangzhou, Guangdong, P. R. China.
Abstract
Chaos is associated with stochasticity, complex, irregular motion, etc. It has some peculiar properties such as ergodicity, highly initial value sensitivity, non-periodicity and long-term unpredictability. These pseudo random features lead chaotic systems to enormous applications such as random number generator, image encryption and secure communication. In general, the concept of chaos is never associated with similarity. However, we found the chaotic systems belonging to one chaos family (OCF) have similar dynamic behavior, which is a novel characteristic of chaos.
In this work, three classical chaotic system family are studied, which are Lorenz family, Chua family and hyperbolic sine family. These systems contain different derived chaotic systems (Lorenz system, Chen system and Lü system), different order chaotic systems (Chua family and hyperbolic sine family), and different kinds of chaotic systems (chaos and hyper-chaos). Their PSPs demonstrate that there exist strong correlation in OCF. Moreover, we found that high order/dimensional chaotic systems will inherit all dynamic behavior of lower ones, and the similarity will decrease as the order/dimensional goes higher, which is analogous to genetic process in biology. All of these features are quantitatively evaluated by PPMCC and SSIM.
chaos; dynamic behavior; similarity; genetic process
††preprint: AIP/123-QED
I Introduction
Since Lorenz discovered chaos in a simple system of ordinary differential equations in 1959, a new field of science which has grown ever larger with each passing year has been unleashedSprott (2010). Over decades, chaos has been observed in nature (weather and climateYuan et al. (2018), dynamics of satellites in the solar systemVoosen (2018), time evolution of the magnetic field of celestial bodiesWang, Chen, and Jing (2018), and population growth in ecologyGilpin and Feldman (2017)) and laboratory (electrical circuitsQi (2017), lasersZhao, Yin, and Zhu (2018), chemical reactionsVaidyanathan (2017), fluid dynamicsZhang and Chen (2008), mechanical systemsSong, Sun, and Ling (2017), and magneto-mechanical devicesMalaji and Ali (2018)). Chaotic behavior has also found numerous applications in electrical and engineeringLiu et al. (2018a), information and communication technologiesWang et al. (2018), biology and medicineCoffey (1998). By now, many chaotic models have been developed and studied in great detail, but they continue to present surprises and raise questions. The completely features of chaos is not already known.
There is no universally accepted mathematical definition of chaos. Usually, chaos can often be qualitatively identified with some confidence by observing the strange attractor or chaotic sea in a state space plot or Poincaré section, or quantitatively identified by Lyapunov exponentSprott (1993). This is mainly due to the features and manifestations of chaos. In detail, the main features of a nonlinear dynamical system, exhibiting deterministic chaos for given values of the parameters, are the followingKocarev and Lian (2011):
Sensitive dependence on initial conditions - two nearby initial conditions on the attractor or in the chaotic sea is separated by a distance which grows exponentially in time, and leads to long-term unpredictability.
Ergodicity - the trajectory winds around forever, never repeating, and a sufficient long trajectory will almost fill the square for most of the initial conditions.
Strange attractors - a strange attractor contains an infinite number of points bounded within a definite region of the state space (an attractor with fractal dimension). Moreover, many dynamical systems have multiple coexisting attractors, which can be observed by changing initial conditionsLi, Min, and Li (2018).
These stochastic-like features lead chaotic systems to enormous cryptographic applications. In general, the concept of chaos is never associated with similarity, and there is no correlation among different chaotic systems (DCS). However, we found that the dynamic behaviors of DCS belonging to one chaos family (OCF) are similar, and thereby suggest there exist correlation among DCS of OCF. To illustrate this phenomenon, we have studied Lorenz family, Chua family, and hyperbolic sine family. First, their phase space plots (PSPs) are numerical calculated by 4th-order Runge-Kutta (RK4) method with fixed step size, then the related PSPs among DCS are selected. At last, Pearson correlation coefficient (PPMCC) and structural similarity (SSIM) are utilized to quantitatively evaluate the similarity of PSPs.
The rest of the paper is organized as follows: In Section 2, the similarity evaluation methods utilized in this paper, i.e., the Pearson correlation coecient (PPMCC) and structural similarity (SSIM) are introduced. In Section 3, the PSPs of Lorenz family, Chua family, hyperbolic sine family are calculated, and the similarity among these families are quantitatively evaluated. Conclusions and future work are drawn in Section 5.
II Similarity Calculation method
II.1 Pearson correlation coefficient
The Pearson correlation coefficient (PPMCC) is one of the most commonly used statistical tools to measure the degree of correlation between two data sets X and YXu and Deng (2018):
[TABLE]
Here (xi,yi) are individual paired samples from the data sets X and Y, and n is the total number of pairs; xˉ and yˉ are the mean values of the samples in data sets X and Y.
The degree of PPMCC always lies in the range of −1 to +1. PPMCC>0 implies the two variable have positive correlation, PPMCC <0 means a negative correlation. When PPMCC is higher than 0.5 (or lower than -0.5) indicate a strong relationship. PPMCC=0 implies no relationship.
II.2 Structural Similarity
The structural similarity (SSIM) index is used for measuring the similarity between two imagesWang et al. (2004). Basically, SSIM consists of three local comparison functions between two signal x and y, namely luminance comparison, contrast comparison, and structure comparison, which are computed as follows:
[TABLE]
In Eq. (2), μx and μy are the sample means of x and y, σx and σy are the sample standard deviations of x and y, and σxy is the sample correlation coefficient between x and y. The constants C1, C2 and C3 are used to stabilize the algorithm when the denominators approach to zero.
The general form of SSIM index is given by combining the three comparison functions:
[TABLE]
where α, β and γ are parameters which define the relative importance of the three components.
Usually, α=β=γ=1. Therefore, SSIM can be rewritten as:
[TABLE]
III The similarity of dynamic behavior among different chaotic systems
In order to demonstrate the similarity of dynamic behavior among different chaotic systems, Chua family, Chen family and hyperbolic sine are taken as example in this paper. These is because these three chaotic families have been well studied which involve chaos and hyperchaos, different derived and different order/dimensional chaotic systems.
First, Chua family is studied, the PSPs indicate the dynamic behavior is similar, and thereby suggest there is strong correlation among this OCF. Then the hyperbolic sine family is studied, the resulting PSPs demonstrate that that high order/dimensional chaotic system inherit all dynamic behavior of lower ones, and the similarity will decrease as the order/dimensional goes higher, which is analogous to genetic process in biology. At last, Lorenz family is studied, the PSPs indicate that this phenomenon is widely exist in different derived chaotic systems (Lorenz system, Chen system and Lü system), different order chaotic systems, and different kinds of chaotic systems (chaos and hyper-chaos). All of these features have been quantitatively evaluated by PPMCC and SSIM.
III.1 Chua family case
The dimensionless state equations of canonical Chua’s system are as followsZhang et al. (2014):
[TABLE]
where
[TABLE]
and α=10, β=14.87, m0=−1.27 and m1=−0.68.
Forth-order Chua’s system is as followsLiu, Wang, and Huang (2007):
[TABLE]
Here, α=10, β=−14.87, γ=−0.0497, r=27.3333, m0=−1.27 and m1=−0.68.
Fifth-order Chua’s system is described as followsSimin and Jinhu (2007):
[TABLE]
Here, a=10, b=1, c=−14.87, d=−0.0497, e=66.7962, r1=27.3333, r2=0.05, m0=−1.27 and m1=−0.68.
When the step size is set to be 0.001 and all initial conditions are set to be 0.1, one can calculate their PSPs as shown Fig. 1. From Fig. 1, the corresponding PSPs are almost the same, which indicate the dynamic behavior are very similar to each other.
In order to quantitatively describe this features, PPMCC and SSIM are utilized to calculate the similarity of PSPs. The resulting scores are shown in Tab. 1 and Tab. 2. From Tab. 1 and Tab. 2, some PPMCC and SSIM scores of corresponding PSPs are 1, which indicate there exist extreme strong correlation among DCS of Chua family.
III.2 Hyperbolic Sine family case
RefLiu et al. (2018b) introduced a a class of simple chaotic systems with hyperbolic sine nonlinearity. With general nth-order ordinary differential equations (ODEs), any desirable order of hyperbolic sine chaotic systems could be constructed.
The general form is described by
[TABLE]
where n is the order of the system. In this system, the nonlinear function is f(xn−1), which is defined by f(xn−1)=ρsinh(ψx˙), where sinh((ψx˙)=(2eψx˙−e−(ψx˙)), and ρ=1.2×10−6, ψ=0.0261.
According to this equations, third order hyperbolic sine chaotic system is given by:
[TABLE]
Fourth order hyperbolic sine chaotic system is given by:
[TABLE]
Fifth order chaotic system is given by:
[TABLE]
And tenth order chaotic system is given by:
[TABLE]
When the step size is set to be 0.001 and all initial conditions are set to be 0.1, one can calculate their PSPs as shown Fig. 2. From the Fig. 2, the corresponding PSPs are similar, and one can note that the PSPs of lower chaotic system (third order chaotic system) appear in high order chaotic system, which suggest that high order chaotic system inherit all dynamic behavior of lowers ones. However, this similarity is weaken as the orders goes higher.
To quantitatively describe this feature, PPMCC and SSIM are utilized to evaluate the similarity scores of PSPs. From Tab. 3 and 4, the corresponding PSPs got higher scores than non-corresponding PSPs. However, these scores decrease as order goes higher, which suggested that, high order chaotic system inherit all dynamic behavior of lowers ones, and the correlation is weaken as the orders goes higher.
III.3 Lorenz family case
III.3.1 Lorenz canonical family
The equation of canonical Lorenz system is given byXinguo, Yide, and Li (2011):
[TABLE]
where σ=10, r=28, and b=8/3.
In 1999, Chen found a similar but nonequivalent chaotic attractor, which is now known to be the dual of Lorenz system. The standard form is as followsChen and Ueta (1999):
[TABLE]
where (a,b,c)=(35,3,28).
In 2002, Lü and Chen reported a new chaotic system which bridging the gap between Lorenz and Chen systems. The equations are given byLü and Chen (2002):
[TABLE]
Here, a=36, b=3 and c=20.
When the step size is set to be 0.001 and all initial conditions are set to be 0.1, one can calculate their PSPs as shown Fig. 3. From Fig. 3, the corresponding PSPs are similar, which indicate there exist correlation among the corresponding dynamic behavior.
Tab. 5 and Tab. 6 are the similarity testing results. One can note that the similarity property exist in different derived chaotic system. Compared to testing results of Chua family and hyperbolic sine family, the scores are lower, which suggest that the dynamic behavior of Chen system and Lü system are less similar to the dynamic behavior of Lorenz system.
III.3.2 High dimensional Lorenz family
Stenflo derived a fourth order chaotic ordinary differential equations which is known as Lorenz-Stenflo SystemZhou, Lai, and Yu (1997). The equations is as follows:
[TABLE]
Here, σ=10, s=28, r=28 and b=38.
The 5D hyperchaootic Lorenz system is given by Yang and Chen (2013):
[TABLE]
where σ=10, s=1, r=28, β=38, k1=1.36 and k2=64.
When the step size is set to be 0.001 and all initial conditions are set to be 0.1, one can calculate their PSPs as shown Fig. 4. From Fig. 4, the corresponding PSPs are similar, which indicate there exist correlation among the corresponding dynamic behavior.
Tab. 7 and Tab. 8 are the testing results of PPMCC and SSIM. One can note that, the similarity is also exits in different kinds of chaotic systems (chaos and hyper-chaos). Compared to testing results of Chua family and hyperbolic sine family, the scores are lower, which suggest that the dynamic behavior among hyper-chaotic systems are less similar to the dynamic behavior among high-order chaotic systems.
IV Conclusion and future work
Chaos is famous for its stochastic-like properties such as ergodicity, highly initial value sensitivity, non-periodicity and long-term unpredictability. These pseudo random features lead chaotic systems to enormous applications such as random number generator, image encryption and secure communication.
In this paper, we found the dynamic behavior among DCS belonging to OCF is analogous to genetic process in biology, that is: 1. The dynamic behavior is similar in OCF. 2. High order/dimensional chaotic systems will inherit all dynamic behavior of lowers ones, and the similarity will decrease as the orders/dimensional goes higher. 3. The dynamic behavior of different derived chaotic systems and different types of chaotic system are less similar than the dynamic behavior among different orders of chaotic system. This phenomenon is widely exist in derived chaotic systems (Chen system, Lü system and Lorenz system), different order of chaotic systems (Chua system and hyperbolic sine chaotic system), and different dimensional chaotic systems/hyper-chaotic systems (N-dimensional Lorenz family). These novel features has been quantitatively evaluated by PPMCC and SSIM.
There is some work which is worth to study in future.
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The results need to verify by rigorous mathematical proof.
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The method to evaluate the similarity among different chaotic systems should be improved.
Acknowledgment
Conflict of Interest: The authors declare that they have no conflict of interest.