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Perturbation Analysis

In a computer experiment we now simulate a decision which would change at a given instant of time the value of the z-variable by an amount of less than a tenth of a percent. This impact is too small to be visible on the graph of fig.3. The results of this new simulation is shown in figs.4a,b: Fig.4a shows a super-position of the original z-variable (starting at ) and the z-variable of the perturbed solution (starting at ). As mentioned above, the time history for both solutions is basically the same for about 200 time steps (about 10 intrinsic cycles of the system which is a more characteristic time unit than the algorithm dependent numerical time-step). Later on, the difference between the two curves increases until they have a basically independent evolution.

In fig.4b we have the corresponding plot for the x variable, which is basically uncorrelated with the z-variable. Nevertheless we can see that after somewhat over 200 time steps the two scenarios can have values which are completely (order unity) different from each other.

[htbp] (lorenz.2.eps scaled 695)
  Super-position of the original z-variable and the z-variable of the perturbed solution z'. Initially the difference is only 0.01, i.e. less than 0.1%. (b) Super-position of the original x-variable and the x-variable of the perturbed solution x'.



Gottfried Mayer-Kress
Sat Apr 22 21:04:59 MDT 1995