On the numerical simulation of propagation of micro-level inherent uncertainty for chaotic dynamic systems

Abstract In this paper, an extremely accurate numerical algorithm, namely the “clean numerical simulation” (CNS), is proposed to accurately simulate the propagation of micro-level inherent physical uncertainty of chaotic dynamic systems. The chaotic Hamiltonian Henon–Heiles system for motion of stars orbiting in a plane about the galactic center is used as an example to show its basic ideas and validity. Based on Taylor expansion at rather high-order and MP (multiple precision) data in very high accuracy, the CNS approach can provide reliable trajectories of the chaotic system in a finite interval t ∈ [0, Tc], together with an explicit estimation of the critical time Tc. Besides, the residual and round-off errors are verified and estimated carefully by means of different time-step Δt, different precision of data, and different order M of Taylor expansion. In this way, the numerical noises of the CNS can be reduced to a required level, i.e. the CNS is a rigorous algorithm. It is illustrated that, for the considered problem, the truncation and round-off errors of the CNS can be reduced even to the level of 10−1244 and 10−1000, respectively, so that the micro-level inherent physical uncertainty of the initial condition (in the level of 10−60) of the Henon–Heiles system can be investigated accurately. It is found that, due to the sensitive dependence on initial condition (SDIC) of chaos, the micro-level inherent physical uncertainty of the position and velocity of a star transfers into the macroscopic randomness of motion. Thus, chaos might be a bridge from the micro-level inherent physical uncertainty to the macroscopic randomness in nature. This might provide us a new explanation to the SDIC of chaos from the physical viewpoint.

[1]  Edward N. Lorenz,et al.  Computational chaos-a prelude to computational instability , 1989 .

[2]  B R Greene,et al.  String theory. , 1994, Proceedings of the National Academy of Sciences of the United States of America.

[3]  Celso Grebogi,et al.  How long do numerical chaotic solutions remain valid , 1997 .

[4]  M.Consoli,et al.  Basic randomness of nature and ether-drift experiments , 2011, 1106.1277.

[5]  A. Einstein Zur Elektrodynamik bewegter Körper , 1905 .

[6]  W. Heisenberg Über den anschaulichen Inhalt der quantentheoretischen Kinematik und Mechanik , 1927 .

[7]  C. E. Puente,et al.  The Essence of Chaos , 1995 .

[8]  Warwick Tucker,et al.  Validated Numerics: A Short Introduction to Rigorous Computations , 2011 .

[9]  Leon O. Chua,et al.  Practical Numerical Algorithms for Chaotic Systems , 1989 .

[10]  E. Lorenz Deterministic nonperiodic flow , 1963 .

[11]  Grebogi,et al.  Obstructions to shadowing when a Lyapunov exponent fluctuates about zero. , 1994, Physical review letters.

[12]  Ilarion V. Melnikov,et al.  Mechanisms of extensive spatiotemporal chaos in Rayleigh–Bénard convection , 2000, Nature.

[13]  C. Werndl What Are the New Implications of Chaos for Unpredictability? , 2009, The British Journal for the Philosophy of Science.

[14]  Warwick Tucker,et al.  Foundations of Computational Mathematics a Rigorous Ode Solver and Smale's 14th Problem , 2022 .

[15]  Pengfei Wang,et al.  Computational uncertainty and the application of a high-performance multiple precision scheme to obtaining the correct reference solution of Lorenz equations , 2011, Numerical Algorithms.

[16]  Shijun Liao,et al.  On the reliability of computed chaotic solutions of non-linear differential equations , 2008, 0901.2986.

[17]  M. Hénon,et al.  The applicability of the third integral of motion: Some numerical experiments , 1964 .

[18]  John Corcoran,et al.  String theory , 1974, Journal of Symbolic Logic.

[19]  Bruce J. West,et al.  From knowledge, knowability and the search for objective randomness to a new vision of complexity , 2003, cond-mat/0310646.

[20]  Edward N. Lorenz,et al.  Computational periodicity as observed in a simple system , 2006 .

[21]  Kevin Judd,et al.  Time Step Sensitivity of Nonlinear Atmospheric Models: Numerical Convergence, Truncation Error Growth, and Ensemble Design , 2007 .

[22]  Jonathan Robert Dorfman,et al.  Experimental Evidence for Microscopic Chaos , 2001 .

[23]  Mathieu Hoyrup,et al.  Statistical properties of dynamical systems – Simulation and abstract computation , 2011 .

[24]  Rose,et al.  Site specific and state selective photofragmentation of molecular oxygen on Si(111)-(7 x 7). , 1994, Physical review letters.

[25]  J. Yorke,et al.  Period Three Implies Chaos , 1975 .