Circle maps

Quasi-periodic dynamics and the circle maps

Oscillations with several different frequencies are possible in multidimentional dynamical systems with continuous time. These frequencies depend on system parameters and if their ratio is an irrational number then quasi-periodic dynamics appear. Such quasi-periodic orbit with two frequencies ω1 and ω2 is situated on a torus. Crosscection of this torus by a perpendicular plane makes a closed curve. One can parametrize points of this curve by angular coordinate θ. An orbit starting at a point θn returns again to the plane in a point θn+1. In a common case this Poincare map is
    θn+1 = θn + Δ + f(θn ),
where Δ is determined by the ω1 2 ratio. If we keep in f(θ) only the first harmonic and take origin of θ so as f(0) = 0, then we get nonlinear circle maps
    θn+1 = θn + Δ + k sin θn   (mod 2π).
Its orbits are defined by winding number
    w = limn→ ∞n - θo)/2πn
note that θ is not truncated to interval (0,2π) here.
For k = 0 the map is a uniform rotation of the circle by angle Δ, winding number is w = Δ/2π and there are no fixed points for Δ ≠ 0 . Rational values w = Δ/2π = p/q with integer p and q correspond to periodic orbits with "frequency" (p, q). Such orbits make p revolutions around the circle by q iterations. Irrational Δ/2π correspond to quasi-periodic orbits. Such orbit is dense on the circle.
For k < 1 circle maps are monotonic and invertible functions. There are periodic and quasi-periodic orbits with zero Lyapunov exponents in this region. For k > 1 maps are non-monotonic and non-invertible. There are chaotic orbits with positive Lyapunov exponents in this region.

Periodic orbits

You can see in Fig.1 that for k > 0 the map may have attracting and repelling fixed points θo
    θo = θo + Δ + k sin θo
it follows
    -sin θo = Δ / k ≤ 1.
Thus for k ≥ Δ there is attracting 0/1 orbit (it corresponds to the first intersection of the blue curve with diagonal). For larger k period doubling cascade takes place. Attracting 0/1 orbit loses its stability when derivative of the map 1 + k cos θo = -1 at hyperbola k2 = Δ2 + 4.
The stable 1/1 orbit (it corresponds to the second intersection of the red curve with diagonal) is determined by
    θo + 2π = θo + Δ + k sin θo.
It exists in the region k ≥ 2π - Δ. One can expand the second iteration of the circle map for small k and get for the 1/2 orbit
    π - k2/4 < Δ < π + k2/4.
It agrees well with the following picture.
Bifurcation (isoperiodic) diagram on the (Δ/2π, k/2π) plane.

Controls: Click mouse in window to find period p of the point. Click mouse + <Alt>(<Ctrl>) to Zoom In(Out) 2 times. 600x350 picture (1.5 times larger) with multithreading for multi-cores processors.

Descending to k = 0 and θ/2π = p/q Arnold's tongues correspond to resonant periodic orbits (p, q). For k < 1 black regions correspond to quasi-periodic dynamics. Measure of these regions decreases to zero for k → 1.
For k > 1 in black chaotic see there are windows of regular dynamics (Milnor's swallow) again.
For k > Δ and k > 2π - Δ the map has two attracting points (see Fig.2 to the left). Depending on initial conditions iterations go to one or another attractor (bi-stability).

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updated 14 Nov 06