You are here
HomeLorenz equation
Primary tabs
Lorenz equation
0.1 The history
The Lorenz equation was published in 1963 by a meteorologist and mathematician from MIT called Edward N. Lorenz. The paper containing the equation was titled “Deterministic nonperiodic flows” and was published in the Journal of Atmospheric Science. What drove Lorenz to find the set of three dimensional ordinary differential equations was the search for an equation that would “model some of the unpredictable behavior which we normally associate with the weather”[SC]. The Lorenz equation represent the convective motion of fluid cell which is warmed from below and cooled from above.[SC] The same system can also apply to dynamos and laser. In addition some of its popularity can be attributed to the beauty of its solution. It is also important to state that the Lorenz equation has enough properties and interesting behavior that whole books are written analyzing results.
0.2 The equation
The Lorenz equation is commonly defined as three coupled ordinary differential equation like
$\displaystyle\frac{dx}{dt}$  $\displaystyle=$  $\displaystyle\sigma(yx)$  
$\displaystyle\frac{dy}{dt}$  $\displaystyle=$  $\displaystyle x(\tauz)y$  
$\displaystyle\frac{dz}{dt}$  $\displaystyle=$  $\displaystyle xy\beta z$ 
where the three parameter $\sigma$, $\tau$, $\beta$ are positive and are called the Prandtl number, the Rayleigh number, and a physical proportion, respectively. It is important to note that the $x$, $y$, $z$ are not spacial coordinate. The ”$x$ is proportional to the intensity of the convective motion, while $y$ is proportional to the temperature difference between the ascending and descending currents, similar signs of $x$ and $y$ denoting that warm fluid is rising and cold fluid is descending. The variable $z$ is proportional to the distortion of vertical temperature profile from linearity, a positive value indicating that the strongest gradients occur near the boundaries.” [LNE]
0.3 Properties of the Lorenz equations

Symmetry
The Lorenz equation has the following symmetry of ordinary differential equation:$(x,y,z)\to(x,y,z)$ This symmetry is present for all parameters of the Lorenz equation (see natural symmetry of the Lorenz equation).

Invariance
The $z$axis is invariant, meaning that a solution that starts on the $z$axis (i.e. $x=y=0$) will remain on the $z$axis. In addition the solution will tend toward the origin if the initial condition are on the $z$axis. 
Equilibrium points
To solve for the equilibrium points we let $\dot{\textbf{x}}=f(\textbf{x})=\begin{bmatrix}\sigma(yx)\\ x(\tauz)y\\ xy\beta z\end{bmatrix}$ and we solve $f(\textbf{x})=0$. It is clear that one of those equilibrium point is $\mathbf{x}_{0}=(0,0,0)$ and with some algebraic manipulation we detemine that $\mathbf{x}_{{C_{1}}}=(\sqrt{\beta(\tau1)},\sqrt{\beta(\tau1)},\tau1)$ and $\mathbf{x}_{{C_{2}}}=(\sqrt{\beta(\tau1)},\sqrt{\beta(\tau1)},\tau1)$ are equilibrium points and real when $\tau>1$. 
Solutions stay close to origin
If $\sigma,\tau,\beta>0$ then all solution of the Lorenz equation will enter an ellipsoid centered at $(0,0,2\tau)$ in finite time. In addition the solution will remain inside the ellipsoid once it has entered. It follows by definition that the ellipsoid is an attracting set. (see all solution of the Lorenz equation enter an ellipsoid)
0.4 An example
(The $x$ solution with respect to time.)
(The $y$ solution with respect to time.)
(The $z$ solution with respect to time.)
the above is the solution of the Lorenz equation with parameters $\sigma=10$, $\tau=28$ and $\beta=8/3$(which is the classical example). The inital condition of the system is $(x_{0},y_{0},z_{0})=(3,15,1)$.
0.5 Experimenting with octave
By changing the parameters and initial condition one can observe that some solution will be drastically different. (This is in no way rigorous but can give an idea of the qualitative property of the Lorenz equation.)
\PMlinkescapetext{function} y = lorenz (x, t) y = [10*(x(2)  x(1)); x(1)*(28  x(3))  x(2); x(1)*x(2)  8/3*x(3)]; endfunction solution = lsode ("lorenz", [3; 15; 1], (0:0.01:50)'); gset parametric gset xlabel "x" gset ylabel "y" gset zlabel "\PMlinkescapetext{z}" gset nokey gsplot solution
References
 LNE Lorenz, N. Edward: Deterministic nonperiodic flows. Journal of Atmospheric Science, 1963.
 MM Marsden, E. J. McCracken, M.: The Hopf Bifurcation and Its Applications. SpringerVerlag, New York, 1976.
 SC Sparow, Colin: The Lorenz Equations: Bifurcations, Chaos and Strange Attractors. SpringerVerlag, New York, 1982.
@.6 See also

Paul Bourke, The Lorenz Attractor in 3D
Mathematics Subject Classification
3400 no label found65P40 no label found65P30 no label found65P20 no label found65P99 no label found Forums
 Planetary Bugs
 HS/Secondary
 University/Tertiary
 Graduate/Advanced
 Industry/Practice
 Research Topics
 LaTeX help
 Math Comptetitions
 Math History
 Math Humor
 PlanetMath Comments
 PlanetMath System Updates and News
 PlanetMath help
 PlanetMath.ORG
 Strategic Communications Development
 The Math Pub
 Testing messages (ignore)
 Other useful stuff
Recent Activity
new correction: Error in proof of Proposition 2 by alex2907
Jun 24
new question: A good question by Ron Castillo
Jun 23
new question: A trascendental number. by Ron Castillo
Jun 19
new question: Banach lattice valued Bochner integrals by math ias
Jun 13
new question: young tableau and young projectors by zmth
Jun 11
new question: binomial coefficients: is this a known relation? by pfb