Quantifying Chaos: Practical Estimation of the Correlation Dimension

Citation

Theiler, James Patrick (1988) Quantifying Chaos: Practical Estimation of the Correlation Dimension. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/ct5h-nx62. https://resolver.caltech.edu/CaltechTHESIS:03192013-154809803

Abstract

Be it a physical object or a mathematical model, a nonlinear dynamical system can display complicated aperiodic behavior, or "chaos." In many cases, this chaos is associated with motion on a strange attractor in the system's phase space. And the dimension of the strange attractor indicates the effective number of degrees of freedom in the dynamical system.

In this thesis, we investigate numerical issues involved with estimating the dimension of a strange attractor from a finite time series of measurements on the dynamical system.

Of the various definitions of dimension, we argue that the correlation dimension is the most efficiently calculable and we remark further that it is the most commonly calculated. We are concerned with the practical problems that arise in attempting to compute the correlation dimension. We deal with geometrical effects (due to the inexact self-similarity of the attractor), dynamical effects (due to the nonindependence of points generated by the dynamical system that defines the attractor), and statistical effects (due to the finite number of points that sample the attractor). We propose a modification of the standard algorithm, which eliminates a specific effect due to autocorrelation, and a new implementation of the correlation algorithm, which is computationally efficient.

Finally, we apply the algorithm to chaotic data from the Caltech tokamak and the Texas tokamak (TEXT); we conclude that plasma turbulence is not a low-dimensional phenomenon.

Thesis Files