Lorenz:

The following system of differential equations was introduced by Lorenz (see [1]): {x1.=σx1+σx2x2.=ρx1x2x1x3x3.=βx3+x1x2


As a crude model of atmospheric dynamics, these equations led Lorenz to the discovery of sensitive dependence of initial conditions—an essential factor of unpredictability in many systems.
We consider: the classical parameter values σ=10,β=8/3, ρ=250 and initial condition x(0)=(16.21325444114593,55.78140243373939,249) (See [2])

Results:

We consider a system without uncertainty w=0, set of initial conditions B(x0,ε) with ε=350, the time-step used in Euler's method is τ=105, and we take T=kτ with k=46000 as an approximate period.
Using the figures shown below, we check that:
  • B((i0+1)T)B(i0T) for i0=2
  • and Σi=1kλi 6.304<0.
Then, we can conclude that the system converges towards an attractive LC contained in [B(2T),B(3T)].

The figures below show respectively the simulation of x1(t),x2(t),x3(t) and δW(t) without perturbation (w=0) over 5 periods (5T=2.3) for dt=0.00001.


References:

[1] LORENZ, Edward N. Deterministic nonperiodic flow. Journal of atmospheric sciences, 1963, vol. 20, no 2, p. 130-141.
[2] TUCKER, Warwick. Computing accurate Poincaré maps. Physica D: Nonlinear Phenomena, 2002, vol. 171, no 3, p. 127-137.