Chaos in Electronic Circuits K. THAMILMARAN 29.11.2012 Centre for Nonlinear Dynamics School of Physics, Bharathidasan University Tiruchirapalli-620 024 Aim To introduce chaos as a dynamical behavior admitted by completely deterministic nonlinear systems. To give an idea of the equilibrium conditions like fixed points and limit cycles and the routes or transition to chaos admitted by nonlinear systems. To model nonlinear systems using simple electronic circuits and demonstrate their dynamics in real time for a wide range of control parameters, with the limited facilities available in an undergraduate electronics lab. Plan of Talk Classification of Dynamical systems What is Chaos? How does it arise? What is the characteristic (or) signature of chaos? Transition to chaos – Routes How to study or explore chaos? Study of chaos using nonlinear circuits Demo – circuit simulators Conclusion Dynamical systems Dynamical Systems Linear Dynamical Systems Non - Linear Dynamical Systems Have linear forces acting on them Have nonlinear forces acting on them are modeled by linear ODE’s are modeled by nonlinear ODE’s Obey superposition principle Don’t obey superposition principle Frequency is independent of Frequency is not independent the amplitude at all times of the amplitude. Dynamical Systems… Linear Harmonic Oscillator – a linear dynamical system x 02 x f sin (t ) Corresponding two first order equations x y y 02 x f sin (t ) Dynamical systems… Duffing Oscillator – a nonlinear dynamical system x x 02 x x3 f sin (t ) Corresponding two first order equations x y y y 02 x x3 f sin(t ) 2 3 2 2 0 A 4 A3 A 2 f 2 Dynamical systems… Dynamical systems whether linear or nonlinear are classified as Dissipative systems: whose time evolution leads to contraction of volume/area in phase space eventually resulting a bounded chaotic attractor Conservative or Hamiltonian systems: here chaotic orbits tend to visit all parts of a subspace of the phase space uniformly, thereby conserving volume in phase-space Dynamical systems… Phase space : N–dimensional geometrical space spanned by the dynamical variables of the system. Used to study time evolution behavior of dynamical systems. Dynamical systems… 1 2 1 2 1 2 1 2 1 i , 2 i 1 , 2 i Various fixed points 1 i , 2 i 1 2 Dynamical systems… Fixed points limit cycles and strange attractors - equilibrium states of dynamical systems Fixed points: are points in phase space to which trajectories converge or diverge as time progresses limit cycles : are bounded periodic motion of forced damped or undamped two dimensional systems strange attractors : characteristic behaviour of systems when nonlinearity is present Dynamical systems… Limit cycle attractor Dynamical systems… Quasi-periodic Motion Dynamical systems… strange attractors What is Chaos? Chaos is the phenomenon of appearance of apparently random type motion exhibited by deterministic nonlinear dynamical systems whose time history shows a high sensitive dependence on initial conditions Chaos is “deterministic – randomness” deterministic - because it arises from intrinsic causes and not from external factors randomness - because of its unpredictable behavior How does Chaos arise ?… Chaos is ubiquitous and arises as a result of nonlinearity present in the dynamical systems It is observed in atmosphere, in turbulent sea, in rising columns of cigarette smoke, variations of wild life population, oscillations of heart and brain, fluctuations of stock market, etc. Most of the natural systems are nonlinear and therefore study of chaos helps in understanding natural systems Characteristics of Chaos… Chaos is characterized by extreme sensitivity to infinitesimal changes in initial conditions a band distribution of FFT Spectrum (power spectrum) positive values for Lyapunov exponents fractal dimension Characteristics of Chaos… Insensitivity to initial conditions – very high sensitive dependence on observed when the absents of initial conditions – observed nonlinearity when nonlinearity is present Characteristics of Chaos… Power spectrum for a simple sinusoidal wave Power spectrum of a chaotic attractor Lyapunov Exponent For a 3-dim system we have 3 exponents: (t ) 0 e t Largest Lyapunov Exponent: 1 || (t ) || t || 0 || lim ln t Chaos: λ1 > 0 λ2 = 0 , where | λ3| > | λ1|=> λ1 + λ2 + λ3 <0 λ3 < 0 Periodic Torus : λ1 = 0 λ2 = 0 λ3 < 0 Periodic Cycle : λ1 = 0 λ2 < 0 λ3 < 0 λ < 0 the orbit attracts to a stable fixed point or stable periodic orbit. λ = 0 the orbit is a neutral fixed point (or an eventually fixed point). λ > 0 the orbit is unstable and chaotic. Routes to Chaos Period doubling route Quasi-periodic route Intermittency route Bifurcations are sudden qualitative changes in the system behavior as the control parameters are varied Routes to Chaos… n 1 n lim x n 2 n 1 4.669 201 609.... Period doubling Bifurcations Routes to Chaos… Period doubling route to chaos Routes to Chaos… Experimentally observed Period doubling route Routes to Chaos… control parameter a Routes to Chaos… Quasiperiodic route to chaos Routes to Chaos… Intermittent bursts and transitions to chaos Routes to Chaos… Experimental result for Intermittent bursts and transitions to chaos Rare routes to chaos Period -3 doubling cascade How to study chaos? Chaos in dynamical systems can be studied by mathematical modeling and solving the resultant equations of motion by Analytical methods Numerical computations Experimental study by Hardware experiments Circuit simulations (PSpice, Multisim) How to study chaos?... Analytical techniques like Fourier transforms, Laplace transforms, Green’s Function method, etc., are available for linear ODE’s only Entirely new analytical tools for solving nonlinear ODE’s have to be developed for each system separately Are often cumbersome and require rigorous knowledge of mathematics How to study chaos?... Numerical computations require simple algorithms are easy to implement using any high level language However they require enormous computing power and enormous time to unravel the full dynamics Therefore real time hardware experiments are devised in the laboratory Study of Chaos Using Electronic Circuits A circuit may be considered as a dynamical system if it contains energy storing elements such as capacitors and/or capacitors and inductors and linear or nonlinear elements Using these real time observation and measurements are easily made for a wide range of parameters Various behaviors like bifurcation and chaos can be observed using oscilloscopes, spectrum analyzers, etc. Study of Chaos Using Electronic Circuits… Curve tracers and Poincaré section circuits help in easy analysis Circuit simulators like PSpice provide an "experimental comfort" and help in exploring and confirming strange an unexpected behaviors Advances in IC technology help in building cheap models that truly reflect the properties of any physical systems Examples are Chua’s circuit, canonical Chua’s circuit and MLC circuit CHAOS IN NONLINEAR ELECTRONIC CIRCUITS Minimum requirements for realizing chaos in circuits One nonlinear element One locally active resistor Three energy storage elements for autonomous systems Two energy storage elements + forcing for nonautonomous systems Study of chaos using nonlinear circuits… (a) A two-terminal linear resistor, (b) its (v −i) characteristic curve, (c) a nonlinear resistor and (d) its (v − i) characteristic curve v(t) = Ri(t); Linear and Nonlinear Resistor fR(v,i)=0 Study of chaos using nonlinear circuits… (a) A two-terminal linear capacitor, (b) its (v − q) characteristic curve, (c) a nonlinear capacitor and (d) its (v − q) characteristic curve dv iC , dt Linear and Nonlinear Capacitor fc q, v 0 Study of chaos using nonlinear circuits… (a) A two-terminal linear inductor, (b) its (φ−i) characteristic curve, (c) a nonlinear inductor and (d) its (φ − i) characteristic curve di L , dt Linear and Nonlinear Inductor f L ( , i) 0 The Fourth Element Study of chaos using nonlinear circuits… LC circuit d 2v 1 0, 2 dt LC v 0 v0 , dv = (i L0 )/C. dt t=0 Study of Chaos Using Electronic Circuits… Numerical time waveform of v (t) and phase portrait in the (v − iL) plane for LC circuit Study of Chaos Using Electronic Circuits… Study of Chaos Using Electronic Circuits… Forced LCR circuit d 2v R dv 1 F Sin ( t ). 2 dt L dt LC Study of Chaos Using Electronic Circuits… Unforced damped oscillation (F=0, R/L > 0) Numerical time waveform of v(t) and phase portrait in the (v − iL) plane of the series LCR circuit Study of Chaos Using Electronic Circuits… Forced damped oscillation (F>0, R/L > 0) Numerical time waveform of v(t) and phase portrait in the (v − iL) plane. Study of Chaos Using Electronic Circuits… Forced damped oscillation (F > 0, R/L > 0) Experimental time waveform of v(t) and phase portrait in the (v − iL) plane. Study of Chaos Using Electronic Circuits… Chaotic Colpitts Oscillator Study of chaos using nonlinear circuits… Study of Chaos Using Electronic Circuits… Study of Chaos Using Electronic Circuits… Oscillator VS with an active RC load composite. V S = 10V/3kHz, R1 = 1kΩ, C1 = 4.7nF, R2 =994kΩ, C2 = 1.1nF, Q1 = 2N2222A. Study of Chaos Using Electronic Circuits… limit cycle chaotic attractor V S : 10V/3kHz. y: V (2) = V (C2), 0.5V/div, x: V (5) = V (V S), 2.0V/div Study of Chaos Using Electronic Circuits… Chaotic Wien's Bridge oscillator Study of chaos using nonlinear circuits… Clockwise from top left. Fixed point, period 2-T, 4-T, 8-T chaotic oscillations. Study of chaos using nonlinear circuits… Wein bridge oscillator Wein bridge Chua’s oscillator Study of chaos using nonlinear circuits… Experimental results of Wein bridge oscillator Fixed point 4T 1T 1 bc attractor 2T 2 bc attractor Study of chaos using nonlinear circuits… Duffing Equation x x x x f sin t 2 0 3 is an ubiquitous nonlinear differential equation, which makes its presence felt in many physical, engineering and even biological problems. Introduced by the Dutch physicist Duffing in 1918 to describe the hardening spring effect observed in many mechanical problems Study of chaos using nonlinear circuits… Duffing equation can be also thought of as the equation of motion for a particle of unit mass in the potential well x 1 2 2 4 0 x x 2 4 subjected to a viscous drag force of strength α and driven by an external periodic signal of period T=2 / and strength f This found to exhibit interesting dynamics like period doubling route to chaos Study of chaos using nonlinear circuits… Single - well potential Double -well potential Single-hump potential Double -hump potential Study of chaos using nonlinear circuits… Analog simulation of Duffing oscillator x x 02 x x3 f sin t Study of chaos using nonlinear circuits… Analog simulation of Duffing oscillator equation – regular dynamics 1T 3T 2T 4T Study of chaos using nonlinear circuits… Analog simulation of Duffing oscillator – Chaotic dynamics Single band chaos Double band chaos v-i characteristic of different Nonlinearities Circuit realization of Chua’s Diode NR g (v1 ) Gb v1 + 0.5 (Ga - Gb ) [|v1 +B p | - |v1 B p |] Chua’s Diode – A Nonlinear Resistor (NR) Chaos in Chua’s Oscillator dv1 1 (v2 v1 ) g (v1 ) dt R dv1 1 C2 (v1 v 2 ) iL dt R di L L v 2 dt C1 g (v1 ) Gb v1 + 0.5 (Ga - Gb ) [|v1 +B p | - |v1 Bp |] Chaos in Chua’s Oscillator… Chaos in Chua’s Oscillator… Single scroll Chaotic attractor Phase Portrait Time waveform Power spectrum Chaos in Chua’s Oscillator… Double scroll Chaotic attractor Phase Portrait Time waveform Power spectrum Lorenz Oscillator x ( y x) y rx y xz z xy bz Hindmarsh–Rose model Rössler Oscillator x ( y z ) y x ay z b z ( x c) Logistic map xn1 axn (1 xn ) Conclusion We have seen How dynamical systems are classified and their behaviors What is chaos?, how it is generated?, its characteristics, etc How systems undergo transitions to chaos Exploration of chaos in some simple nonlinear circuit like transistor circuits, Colpitts, Wien Bridge, Duffing, Chua and MLC oscillators Bifurcation and Chaos are observed by Multisim Simulation