Dynamical systems theory is an area of mathematics used to describe the behavior of complex dynamical systems, usually by employing differential equations or difference equations. When differential equations are employed, the theory is called continuous dynamical systems. From a physical point of view, continuous dynamical systems is a generalization of classical mechanics, a generalization where the equations of motion are postulated directly and are not constrained to be Euler–Lagrange equations of a least action principle. When difference equations are employed, the theory is called discrete dynamical systems. When the time variable runs over a set that is discrete over some intervals and continuous over other intervals or is any arbitrary time-set such as a Cantor set, one gets dynamic equations on time scales. Some situations may also be modeled by mixed operators, such as differential-difference equations.
This theory deals with the long-term qualitative behavior of dynamical systems, and studies the nature of, and when possible the solutions of, the equations of motion of systems that are often primarily mechanical or otherwise physical in nature, such as planetary orbits and the behaviour of electronic circuits, as well as systems that arise in biology, economics, and elsewhere. Much of modern research is focused on the study of chaotic systems.
This field of study is also called just dynamical systems, mathematical dynamical systems theory or the mathematical theory of dynamical systems.
Overview
Dynamical systems theory and chaos theory deal with the long-term qualitative behavior of dynamical systems. Here, the focus is not on finding precise solutions to the equations defining the dynamical system (which is often hopeless), but rather to answer questions like "Will the system settle down to a steady state in the long term, and if so, what are the possible steady states?", or "Does the long-term behavior of the system depend on its initial condition?"
An important goal is to describe the fixed points, or steady states of a given dynamical system; these are values of the variable that don't change over time. Some of these fixed points are attractive, meaning that if the system starts out in a nearby state, it converges towards the fixed point.
Similarly, one is interested in periodic points, states of the system that repeat after several timesteps. Periodic points can also be attractive. Sharkovskii's theorem is an interesting statement about the number of periodic points of a one-dimensional discrete dynamical system.
Even simple nonlinear dynamical systems often exhibit seemingly random behavior that has been called chaos. The branch of dynamical systems that deals with the clean definition and investigation of chaos is called chaos theory.
History
The concept of dynamical systems theory has its origins in Newtonian mechanics. There, as in other natural sciences and engineering disciplines, the evolution rule of dynamical systems is given implicitly by a relation that gives the state of the system only a short time into the future.
Before the advent of fast computing machines, solving a dynamical system required sophisticated mathematical techniques and could only be accomplished for a small class of dynamical systems.
Some excellent presentations of mathematical dynamic system theory include , , , and .
Concepts
Dynamical systems
The dynamical system concept is a mathematical formalization for any fixed "rule" that describes the time dependence of a point's position in its ambient space. Examples include the mathematical models that describe the swinging of a clock pendulum, the flow of water in a pipe, and the number of fish each spring in a lake.
A dynamical system has a state determined by a collection of real numbers, or more generally by a set of points in an appropriate state space. Small changes in the state of the system correspond to small changes in the numbers. The numbers are also the coordinates of a geometrical space—a manifold. The evolution rule of the dynamical system is a fixed rule that describes what future states follow from the current state. The rule may be deterministic (for a given time interval one future state can be precisely predicted given the current state) or stochastic (the evolution of the state can only be predicted with a certain probability).