Physics 505

Content and Level: This course is an introduction to the exciting 
     new developments in chaos and related topics in nonlinear 
     dynamics, including the detection and quantification of chaos in 
     experimental data.  Emphasis will be on the physical concepts 
     rather than mathematical proofs and derivations.  The course will 
     be taught at a level that should be accessible to graduate and 
     advanced undergraduate students in all fields of science and 
     engineering. 

Prerequisites: Consent of instructor (calculus and some programming 
     experience will be assumed)

Materials Needed: Text: Chaos and Nonlinear Dynamics: An Introduction 
     for Scientists and Engineers, by Robert C. Hilborn (Oxford 
     University Press, 1994) 
     
     Computer: Any type will do, but you will need a compiler (or 
     interpreter) for the machine in the language of your choice and 
     a printer capable of printing graphics.

Lectures: 3:30-5:10 pm, Tuesdays, 1313 Sterling.  Prof. Clint Sprott 
     (3285 Chamberlin Hall, 263-4449, [email protected]).  
     The lectures supplement but do not substitute for the reading.  
     They will be used mainly to motivate the material and to show 
     demonstrations, computer animations, slides, and videos.

Homework: Homework will consist of weekly programming assignments 
     that are due at the beginning of the lecture the following week.
     An elaborate writeup is not required, but you should provide 
     evidence that you completed the assignment.  In many cases, a 
     screen print may be all that is required.  You should fill out the 
     cover sheet and turn it in with each assignment.  You may work 
     with others, but be sure the work you turn in is not simply copied 
     from someone else. 

Exams: There will be no exams in the course.

Grading: The grading will be based entirely on the homework.  You will 
     receive one point for each assignment that you complete, and one 
     point for handing it in on time.  With 15 assignments, your total 
     possible score is thus 30.  Letter grades will be assigned as 
     follows: A = 26-30, AB = 21-25, B = 16-20, BC = 11-15, C = 6-10, D 
     = 1-5, F = 0 
                    
                    
                    Physics 505: Topics in Physics
                    Chaos and Time-Series Analysis
                          Fall 1994 Syllabus
       

References are to Robert C. Hilborn, Chaos and Nonlinear Dynamics: An 
Introduction for Scientists and Engineers (Oxford University Press, 
1994). 

Week   Date     Reading              Topic
 1     9/6       Ch 1      Introduction and Overview
 2     9/13      Ch 2      One-Dimensional Maps
 3     9/20      Ch 3      Dynamical Systems Theory
 4     9/27      Ch 4      Chaotic Dissipative Flows
 5     10/4      Ch 5      Iterated Maps
 6     10/11     Ch 6      Strange Attractors
 7     10/18     Ch 7      Stability and Bifurcations
 8     10/25     Ch 8      Hamiltonian Chaos
 9     11/1      Ch 9      Lyapunov Exponents and Entropy
 10    11/8      Ch 9      Nonlinear Prediction and Noise Reduction
 11    11/15     Ch 9      Fractals
 12    11/22     Ch 9      Calculation of Fractal Dimension
 13    11/29     Ch 10     Multifractals
 14    12/6      Ch 11     Non-Attracting Chaotic Sets
 15    12/13     Ch 12     Spatiotemporal Chaos and Pattern Formation


                              Bibliography

     The following books will serve as useful outside reading for the 
serious student.  They are all available in libraries on campus.

Barnsley, M. F., et. al., The Science of Fractal Images (Springer-
Verlag, 1988).  This is a very readable collection of articles 
describing the mathematics that underlies the computer generation of 
fractal patterns. 

Devaney, R. L., A First Course in Chaotic Dynamical Systems: Theory and 
Experiment (Addison Wesley, 1992).  This undergraduate mathematics book 
provides an excellent formal introduction to chaos and fractals.  (See 
also the other books by Devaney.) 

Gleick, J., Chaos: Making a New Science (Viking Penguin, 1987).  
Everyone should read this best-selling, historical, nontechnical 
account to understand why people are so excited about chaos.

Guckenheimer, J. and Holmes, P., Nonlinear Oscillations, Dynamical 
Systems, and Bifurcations of Vector Fields (Springer-Verlag, 1983).  
This is an advanced but standard text that's good for anyone who wants 
to dig deeper into the mathematics of the topics we are covering. 
     
Gulick, D., Encounters with Chaos (McGraw-Hill, 1992).  Here's a book 
that has all the theorems and proofs that we are omitting in our 
course. 

Hilborn, R. C., Chaos and Nonlinear Dynamics: An Introduction for 
Scientists and Engineers (Oxford University Press, 1994).  This book 
was chosen as our text because of its breadth and depth of coverage.  
It emphasizes the computer as a learning tool, and it has a thorough, 
up-to-date, annotated bibliography.  It contains more material than we 
will cover, but you will be pleased to have it as a reference. 

Jackson, E. A., Perspectives of Nonlinear Dynamics (Cambridge Univ. 
Press, 1991).  This two-volume graduate-level text is a bit more 
advanced than our text, but covers all the essentials and includes many 
nice drawings. 

Lorenz, E. N., The Essence of Chaos (Univ. of Washington Press, 1993).  
This series of popular lectures by one of the pioneers in the field 
attempts (with some success) to explain the mathematical ideas 
underlying chaos without using equations.

Mandelbrot, B. B., The Fractal Geometry of Nature (Freeman, 1982).  
This extended essay by the father of fractals was the seminal work that 
brought to the attention of the nonspecialist the ubiquity of fractals 
in nature.  Read it if you're still not sure what fractals have to do 
with the real world. 

Moon, F. C., Chaotic and Fractal Dynamics: An Introduction for Applied 
Scientists and Engineers (Wiley, 1992).  Here's a book with more of an 
engineering flavor that includes many practical applications and 
examples of chaotic behavior.  It's an update of an earlier (1987) 
edition. 

Ott, E., Chaos in Dynamical Systems (Cambridge Univ. Press, 1993).  
This is a very insightful, graduate level text by one of the most 
prolific researchers in the field, using high-level mathematics only as 
necessary to elucidate the concepts and not as an end in itself. 

Peitgen, H. O. and Richter, P. H., The Beauty of Fractals: Images of 
Complex Dynamical Systems (Springer-Verlag, 1986).  Here's a book that 
will boggle your mind with beautiful images mainly from the Mandelbrot 
and Julia sets.  It's computer art at its finest.  (See also the other 
books co-authored by Peitgen.) 

Pickover, C. A., Computers, Pattern, Chaos and Beauty: Graphics from an 
Unseen World (St. Martin's Press, 1990).  This is a how-to book by the 
master of computer graphic art and visualization filled with original 
ideas for the computer generation of fractals and other artistic 
patterns.  (See also the many other engaging books by Pickover.) 

Schroeder, M., Fractals, Chaos, and Power Laws: Minutes from an 
Infinite Paradise (Freeman, 1991).  This is a highly readable book 
packed with examples of temporal and spatial chaos in enormously 
diverse contexts (and a wealth of puns).

Sprott, J. C., Strange Attractors: Creating Patterns in Chaos (M&T 
Books, 1993).  This is a popularization that uses computer art as a 
means for discussing the principles of chaos.  It's included here on 
the strength of its author.

Stewart, I., Does God Play Dice?: The Mathematics of Chaos (Blackwell, 
1989).  This is a charming little book that's basically a 
popularization but that doesn't shy away from using simple mathematics. 

Thompson, J. M. T. and Stewart, H. B., Nonlinear Dynamics and Chaos 
(Wiley, 1986).  This is a standard advanced undergraduate text aimed at 
physical science students.  It's a bit uneven in the level of treatment 
of the various topics, but it might have served as a text for our 
course.
     
Tsonis, A. A., Chaos: From Theory to Applications (Plenum Press, 1992).  
This book is especially good on the time-series analysis topics that 
are largely missing from the other books.  It might have been a text 
for our course except that it is less thorough, has fewer references, 
and costs a bit more than Hilborn. 


                  Comments on Computers and Programming

     You will need to approach the study of chaos differently from 
other math and science courses you have had.  Although most of the 
phenomena we will be discussing are described by equations, the 
equations generally cannot be solved in the usual ways you have 
learned.  The computer becomes a necessary and convenient tool for 
understanding chaos.  Fortunately, the equations are usually very 
simple, and the programming requirements are minimal. 

     You have been given complete freedom to choose a computer and 
programming language.  The best computer is one to which you have easy 
access.  You will probably be happier using a primitive computer at 
home rather than a fancier one that you have to access by telephone 
(modem) or by going to one of the computer labs on campus, unless for 
some reason you prefer to work away from home.  Most personal computers 
are either IBM PC compatibles or Apple Macintoshes.  The IBM's are more 
common and tend to be easier to program, whereas the Macintoshes have a 
slick graphical user interface (GUI) that you may prefer.  If you have 
no other access to a computer, you are welcome to use the Next (UNIX) 
machines in the Physics Department computer lab (2409 Sterling). 
     
     Just as the best language for speaking is the one most familiar to 
you, the best computer language is the one you are most comfortable 
using.  If you are skilled in a language such as BASIC, C, Pascal, or 
FORTRAN, get a modern interactive compiler for that language and use it 
on your PC.  Any language will suffice, and modern compilers in the 
various languages are so good that there is little reason to prefer one 
over another.  If you have never done any serious programming, you 
might start by learning BASIC.  It is easy to learn and more than 
adequate for the assignments you will be asked to do.  My personal 
favorite is PowerBASIC for the IBM (Available for $137 from 
Programmer's Paradise, 1163 Shrewsbury Ave., Shrewsbury, NJ 07702, 800-
445-7899).  The closest thing for the Macintosh is Microsoft QuickBASIC 
($63 from MACC), but it's not nearly as versatile, fast, or easy to use 
as PowerBASIC.  You might visit the MACC Showroom (Room 1150) for 
advice, demonstrations, and information on how to purchase a suitable 
compiler.  

     Another possibility you may wish to consider is one of the math 
packages such as Mathematica, Maple, Matlab, Mathcad, Derive, or 
Theorist, or even a modern spreadsheet such as Microsoft Excel or Lotus 
1-2-3.  This option would be most sensible if you are already highly 
skilled in its use.  You should be able to complete most if not all of 
the assignments in this way.  In the long run, you will probably find a 
conventional programming language more versatile and useful, however. 

     In any case, I would advise you to develop your programs as 
modular subroutines and to document them so that they can be reused.  
There will be occasions during the semester where you will need 
something you did several weeks previous.  Especially as we move into 
the time-series analysis part of the course, you will be developing 
routines that may be of use to you in analyzing data from your own 
research. 


                          Student Questionnaire

     In an effort to construct the course to best meet your needs, I'd 
appreciate it if you would provide me with some information about 
yourself.  You may turn this sheet in with your first homework set. 

Name:__________________________________________________________________ 

E-mail or other address:_______________________________________________ 

Year/Major:____________________________________________________________

Are you taking the course for credit?__________________________________

What type of computer do you have (if any)?____________________________

What computer languages do you know?___________________________________

How much programming experience do you have?___________________________

Will you need to use the Next machines in 2409 Sterling?_______________

What do you hope to learn from the course?_____________________________

Comments: