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Logistic Map, Euler & Runge-Kutta Method andLotka-Volterra Equations
S. Y. Ha and J. Park
Department of Mathematical SciencesSeoul National University
Sep 23, 2013
Contents
1 Logistic Map
2 Euler and Runge-Kutta MethodEuler MethodRunge-Kutta MethodEuler vs. Runge-KuttaR-K Method for System ODEs
3 Lotka-Volterra Equations
Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Logistic Map
Definition
Let f : [0, 1]→ [0, 1] such that f(x) = rx(1− x) where r ∈ [0, 4].Then f is called a logistic map.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Logistic Map f(x) = rx(1− x)
Intersections are fixed points.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Two iterations of logistic map f2(x)
Intersections are fixed points and period-2 points.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Three iterations of logistic map f3(x)
Intersections are fixed points and period-3 points.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Comparison of five iterations of logistic map f5(x) with repect to r
r=2.5
r=3.5
r=3
r=47 / 25
Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Bifurcation of positions of fixed points and period-2 points
The figure indicates positions of x satisfying x = f2(x) with respectto 0 ≤ r ≤ 4.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Doubling iterations
The figure indicates positions of x satisfying x = f8(x) with respectto 2.8 ≤ r ≤ 3.6.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Let x0 = 0.5 and xn = fn(x0). Plot positions of xn whilen ∈ [500, 1500].
The figure indicates positions that xn wander with respect to3.5 ≤ r ≤ 4.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Euler Method
Euler and Runge-Kutta Method
Let given ODE be x = f(x, t) and ∆t = h.
dx
dt≈ xn+1 − xn
h
Explicit Euler Method
xn+1 − xn
h= f(xn, tn)
⇒ xn+1 = xn + hf(xn, tn), tn+1 = tn + h
h must be small.
Implicit Euler Method
xn+1 − xn
h= f(xn+1, tn+1)
⇒ xn+1 = g(xn, tn), tn+1 = tn + h
It is difficult to find out g.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Runge-Kutta Method
4th Order Runge-Kutta Method
xn+1 − xn
h=
1
6(k1 + 2k2 + 2k3 + k4)
⇒ xn+1 = xn +1
6h(k1 + 2k2 + 2k3 + k4)
weighted average of k1, k2, k3, k4 where,
k1 = f(xn, tn)
k2 = f(xn +1
2hk1, tn +
1
2h)
k3 = f(xn +1
2hk2, tn +
1
2h)
k4 = f(xn + hk3, tn + h)
tn+1 = tn + h
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Euler vs. Runge-Kutta
Solve x = x(1− x).Exact solution is
x(t) =x0e
t
1 + x0(et − 1)
Trajectory of x(t) with x0 = 0.05
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Euler vs. Runge-Kutta
Let x0 = 0.05, h = 0.01.
Trajectories of x(t) with Euler and Runge-Kutta methods
Euler method Runge-Kutta method
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Euler vs. Runge-Kutta
Difference from exact solution
Error of Euler method is less than 2.5× 10−3
Error of Runge-Kutta method is less than 2.5× 10−11
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Euler vs. Runge-Kutta
Using 4th order Runge-Kutta method needs 4 times morecalculations than using Euler method.
Let h1 = 0.01 for Runge-Kutta method and h2 = 0.0025 for Eulermethod in order to adjust the number of calculations.
Error of Euler method is less than 6× 10−4
Error of Runge-Kutta method is less than 2.5× 10−11
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
R-K Method for System ODEs
Runge-Kutta Method for System ODEs
A system ODE
x = f(x, y, t)
y = g(x, y, t)
Runge-Kutta method for the system
xn+1 = xn +1
6h(k1 + 2k2 + 2k3 + k4)
yn+1 = yn +1
6h(l1 + 2l2 + 2l3 + l4)
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
R-K Method for System ODEs
where
k1 = f(xn, yn, tn),
l1 = g(xn, yn, tn),
k2 = f(xn +1
2hk1, yn +
1
2hl1, tn +
1
2h),
l2 = g(xn +1
2hk1, yn +
1
2hl1, tn +
1
2h),
k3 = f(xn +1
2hk2, yn +
1
2hl2, tn +
1
2h),
l3 = g(xn +1
2hk2, yn +
1
2hl2, tn +
1
2h),
k4 = f(xn + hk3, yn + hl3, tn + h),
l4 = g(xn + hk3, yn + hl3, tn + h),
tn+1 = tn + h.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
R-K Method for System ODEs
Higher order ODE can be transformed into a system ODE
x + ax + b = 0
Let x1 := x, x2 := x then
x1 = x2
x2 = −ax1 − b
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Lotka-Volterra Equations
Lotka-Volterra equation
x = x(a− by)
y = y(−c + dx)
with positive a, b, c, d.
We use 4th order Runge-Kutta method for calculations.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Set a = 4, b = 2, c = 3, d = 1 and h = 0.01.
We plot 10000 iterations starting at square shaped points.We plot ’o’ shape at every 10 iterations.In this system, the phase follow the orbits counterclockwise.If the phase is far from the point (3, 2), the phase moves fast.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Lotka-Volterra equation with small perturbations.
x = x(a− ε1x− by)
y = y(−c + dx− ε2y)
Set a = 4, b = 2, c = 3, d = 1, ε1 = 0.0001, ε2 = 0.0001 .
In this system, the phase moves to (3, 2) slowly.
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Lotka-Volterra equation with intraspecific competition.
x = x(a− ex− by)
y = y(−c + dx− fy)
Set a = 6, b = 3, c = 4, d = 1, e = 2, f = 1 .
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Logistic Map Euler and Runge-Kutta Method Lotka-Volterra Equations
Lotka-Volterra equation with intraspecific competition.
x = x(a− ex− by)
y = y(−c + dx− fy)
Set a = 18, b = 2, c = 1, d = 1, e = 3, f = 1 .
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