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 World Scientific Publishing Company

DOI:10.1142/S0218127411029069

PROOF OF SYNCHRONIZED CHAOTIC BEHAVIORS

IN COUPLED MAP LATTICES*

WEN-WEI LINand YI-QIAN WANG

Department of Mathematics, National Chiao-Tung University,

Hsinchu 30010, Taiwan [email protected]

Department of Mathematics, Nanjing University,

Nanjing 210093, P. R. China [email protected] Received February 3, 2010

In this paper, we consider chaotic synchronization in coupled map lattices (CMLs) with periodic boundary conditions. We give a rigorous proof of the occurrence of synchronization for 1D such CMLs with lattice sizen = 5 for suitable parameters in the chaotic regime by Lyapunov method. Keywords: Synchronization; coupled map lattices; chaos; Lyapunov method.

1. Introduction

Chaotic synchronization is a fundamental phe-nomenon in physical systems with dissipation. Experimental simulations show that chaotic sub-systems in a lattice manifest synchronized chaotic behavior in time provided they are coupled with a dissipative coupling and a coefficient of this cou-pling is greater than some critical value. This phe-nomenon has been observed and well-studied in many different fields — synchronization of cou-pled chaotic circuits [Carroll & Pecora, 1991; Chua et al., 1993; Goldsztein & Streogatz, 1995], cou-pled chaotic oscillators [Afraimovich et al., 1997; Afraimovich & Lin, 1998; Chiu et al., 1998; Chan & Chao, 1998; Ermentrout, 1985; Fujisaka & Yamada, 1983; Mirollo & Strogatz, 1990] and master-slave chaotic Lorenz equations [Pecora & Carroll, 1990; He & Vaidya, 1992], etc.

In practice, with the combination of syn-chronization and unpredictability, chaotic synchro-nization has attracted a lot of attention for its promising potential in secure communication.

A secret message can be modulated on the chaotic signal of a sender, and a receiver with an identi-cal system which is driven by the modulated signal can decrypt this message. Many encryption mod-els based on chaotic synchronization have been pro-posed, see [Pecora & Carroll, 1990; Vohra et al., 1992; Cuomo & Oppenheim, 1992, 1993; Wu & Chua, 1994; Heagy et al., 1995; Pecora et al., 1997]. More recently, communication with chaos synchro-nization has been demonstrated with semiconduc-tor lasers which were synchronized over a distance of 120 km in a public fiber network in Greece, see [Argyris et al., 2005].

A mathematical foundation of synchronization of these coupled systems was heavily dependent on the bounded dissipativeness, the coupling rule and the type of chaotic subsystems. Thus, the problem of coming up with a rigorous mathematical proof of chaotic synchronization for specified coupled systems appears to be attractive and important from both theoretical and practical points of view.

This work was supported by the NNSF of China 10871090 and National Basic Research Program of China 2007CB814804.

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In this paper, we consider chaotic synchroniza-tion in coupled map lattices (CMLs) which can be considered as systems of interacting maps, where the individual map is characterized not only by its internal state but also by the position in the physical space. CMLs are, in general, the interme-diate between partial differential equations (PDEs) and cellular automata which form a wide class of extended dynamical systems. PDEs are usually used to describe the physical phenomenon of spatial-temporal dynamical systems. However, the analytic study of solutions of PDEs suffers from extreme dif-ficulty with complex behavior. On the other hand, the computer simulation is utilized as an effective and powerful tool to study dynamical systems with complex behavior. In such a study the dynamical system shall be discretized in space as well as in time. This is one of the motivations to introduce new models of CMLs (see [Afraimovich & Buni-movich, 1993; BuniBuni-movich, 1997; Bunimovich & Carlen, 1995; Giberti & Vernia, 1994; Kaneko, 1993]).

A popular model in CMLs is defined as follows:

(1) 1D lattice, for 1≤ i ≤ n,

xi(k + 1) = f(xi(k)) + c(f(xi−1(k))

+f(xi+1(k)) − 2f(xi(k))) (1) with periodic boundary conditions f(x0(k)) = f(xn(k)) and f(xn+1(k)) = f(x1(k)), and (2) 2D lattice, fori = (i1, i2) with 1≤ i1, i2≤ n,

xi(k + 1) = f(xi(k)) + c(f(xi1+1,i2(k)) +f(xi1−1,i2(k)) + f(xi1,i2+1(k)) +f(xi1,i2−1(k)) − 4f(xi(k))) (2) with f(x0,i2(k)) = f(xn,i2(k)), f(xn+1,i2(k)) = f(x1,i2(k)), f(xi1,0(k)) = f(xi1,n(k)) and

f(xi1,n+1(k)) = f(xi1,1(k)), where f is a one-dimensional logistic mapx(k + 1) = f(x(k)) = γx(k)(1 − x(k)) with f : (0, 1) → (0, 1) and γ ∈ [γ∞, 4] with γ∞≈ 3.57. It is well known (see

[Campbell, 1989; Gleick, 1987], etc.) that the map f becomes chaotic whenever γ increases from 3.57 to 4, except that γ is at a very nar-row interval of periodic windows near 3.63, 3, 73 or 3.83.

The simplest type of synchronization of CMLs in Eq. (1) or Eq. (2) occurs in stable spatially

homogeneous regimes corresponding to the exis-tence of attractive spatially homogeneous solutions. In other words, in such cases there is a large (open) set of initial conditions such that a solution start-ing from an initial condition in the set becomes spa-tially homogeneous as discrete timek becomes very large, i.e. the coordinates of the individual maps become almost equal to each other (and are equal ask → ∞). In established regimes, individual maps become indistinguishable and we observe exact per-fect synchronization. Thus, it may occur that suit-able coupling strength permits the existence of a spatially homogeneous solution provided all individ-ual maps are identical.

In 1999, [Lin et al., 1999] considered the syn-chronized chaotic behavior of Eqs. (1) and (2). They provided a complete numerical analysis for the range of parameters γ, the lattices size n and the coupling strengthsc such that chaotic synchroniza-tion occurs in the corresponding 1D and 2D CMLs. Moreover, they gave a rigorous proof for chaotic synchronization in the case of 1D CMLs with lattice size n = 2, 3 for γ ∈ [γ, 4] and with lattice size n = 4 for γ ∈ [γ∞, 3.82] ⊂ [γ∞, 4] of the chaotic

regime. As the authors know, it is the first rigorous proof on chaotic synchronization of CMLs.

In 2001, [Lin & Wang, 2002] generalized the mathematical result of [Lin et al., 1999] on the case of n = 4 to the full chaotic interval [γ, 4] by Lya-punov method.

On the other hand, the numerical simulations in [Lin et al., 1999] also showed that to ensure the occurrence of chaotic synchronization, the larger is the lattice size n, the less is the measure of the parameter set (γ, c). Moreover, when n ≥ 12, no chaotic synchronization behavior can be observed, which is due to the fact that the spatially homoge-neous regime becomes unstable for large n.

In this paper, we will prove the occurrence of chaotic synchronization for the case n = 5. For this purpose, however, we cannot follow the approach in [Lin et al., 1999] or [Lin & Wang, 2002] for the case n = 4. The reason is that CMLs with size n = 4 have some special property of “decoupling”, which is critical in the proof of [Lin et al., 1999; Lin & Wang, 2002]; in comparison, unfortunately, CMLs with sizen ≥ 5 have no such property.

In the following, by modifying the method in [Lin & Wang, 2002], we will construct a more effi-cient Lyapunov function for 1D CMLs (1) with size n = 5 to prove the occurrence of the synchronized chaotic behavior. More precisely, we will prove the

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following theorem:

Theorem 1. For every parameter γ ∈ [γ, 4) for

the logistic map in the CMLs (1) with lattices size n = 5, there exists δ = δ(γ) > 0 such that for any initial values xi(0) ∈ (0, 1), i = 1, . . . , 5 and any c ∈ (2/5 − δ(γ), 2/5 + δ(γ)), it holds that

lim

k→∞|xi(k) − xj(k)| = 0

for i, j = 1, 2, 3, 4, 5.

Remark 1.1. The Lyapunov method used here can also be used to generalize the result of [Lin & Wang, 2002], i.e. we can obtain the proof of chaotic synchronization for more parameters (c, γ) than in [Lin & Wang, 2002]. Hence this modified Lyapunov method is more efficient.

Remark 1.2. The authors believe that by careful computation, it is possible to use our idea of Lyapunov method to prove the synchronized chaotic behavior for CMLs (1) with more lattice sizes.

2. Lyapunov Function and Proof of Theorem 1

In this section, we will construct a Lyapunov func-tion to prove the synchronized chaotic behavior for 1D coupled map lattices with sizen = 5.

First, we introduce the following proposition:

Proposition 2.1. For c ∈ [0, 1/2], 3 < γ < 4

and (x1(0), x2(0), x3(0), x4(0), x5(0)) in (0, 1)5, there exists K ∈ N such that for all k ≥ K, (x1(k), x2(k), x3(k), x4(k), x5(k)) generated by (1) lie in D0=  4− γ 4 , γ 4 5 .

Proof. The proof is the same as Theorem 2.3 in [Lin et al., 1999] and we omit it here. 

By Proposition 2.1, without loss of general-ity, we assume (1) is defined on D0, i.e. xi(0) [(4− γ)/4, γ/4], i = 1, 2, 3, 4, 5.

We rewrite the iteration in lattice of (1) for n = 5 by replacing xi(k + 1), xi(k) and f(xi) by

xi, xi and fi, i = 1, 2, 3, 4, 5 respectively as follows: x1 =f(x1) +c(f(x2) +f(x5)− 2f(x1)), x2=f(x2) +c(f(x1) +f(x3)− 2f(x2)), x3=f(x3) +c(f(x2) +f(x4)− 2f(x3)), x4=f(x4) +c(f(x3) +f(x5)− 2f(x4)), x5=f(x5) +c(f(x4) +f(x1)− 2f(x5)), (3) wheref(x) = γx(1 − x).

By direct computation, we have

(x1− x2)2= [(1− 3c)(f1− f2) +c(f5− f3)]2 = (1− 3c)2(f1− f2)2+c2(f5− f3)2 + 2(1− 3c)c(f1− f2)(f5− f3), (x1− x3)2= [(1− 2c)(f1− f3) +c(f5− f4)]2 = (1− 2c)2(f1− f3)2+c2(f5− f4)2 + 2(1− 2c)c(f1− f3)(f5− f4), (x1− x4)2= [(1− 2c)(f1− f4) +c(f2− f3)]2 = (1− 2c)2(f1− f4)2+c2(f2− f3)2 + 2(1− 2c)c(f1− f4)(f2− f3), (x1− x5)2= [(1− 3c)(f1− f5) +c(f2− f4)]2 = (1− 3c)2(f1− f5)2+c2(f2− f4)2 + 2(1− 3c)c(f1− f5)(f2− f4), (x2− x3)2= [(1− 3c)(f2− f3) +c(f1− f4)]2 = (1− 3c)2(f2− f3)2+c2(f1− f4)2 + 2(1− 3c)c(f2− f3)(f1− f4), (x2− x4)2= [(1− 2c)(f2− f4) +c(f1− f5)]2 = (1− 2c)2(f2− f4)2+c2(f1− f5)2 + 2(1− 2c)c(f2− f4)(f1− f5), (x2− x5)2= [(1− 2c)(f2− f5) +c(f3− f4)]2 = (1− 2c)2(f2− f5)2+c2(f3− f4)2 + 2(1− 2c)c(f2− f5)(f3− f4), (x3− x4)2= [(1− 3c)(f3− f4) +c(f2− f5)]2 = (1− 3c)2(f3− f4)2+c2(f2− f5)2 + 2(1− 3c)c(f3− f4)(f2− f5), (x3− x5)2= [(1− 2c)(f3− f5) +c(f2− f1)]2 = (1− 2c)2(f3− f5)2+c2(f2− f1)2 + 2(1− 2c)c(f3− f5)(f2− f1),

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(x4− x5)2 = [(1− 3c)(f4− f5) +c(f3− f1)]2 = (1− 3c)2(f4− f5)2+c2(f3− f1)2

+ 2(1− 3c)c(f4− f5)(f3− f1). Especially, whenc = 2/5, it follows that

5  i,j=1 (xi− xj)2 = 1 5 5  i,j=1 (fi− fj)2. (4) Define a Lyapunov function for (3) as follows

L(x1, . . . , x5) = 5  i,j=1 (xi− xj)2 5  i=1 xi  5 5  i=1 xi , (x1, . . . , x5)∈ D0. (5) Note that from the condition (x1, . . . , x5)∈ D0, the functionL(x1, . . . , x5) is well defined. Obviously, L is positive and continuous on D0 and satisfies that L(x1, . . . , x5) = 0⇔ xi =xj,i, j = 1, 2, 3, 4, 5.

The following result is critical for this paper:

Theorem 2. Assume γ ∈ [γ, 4). Then there exist

λ(γ) ∈ (0, 1) and small δ = δ(γ) > 0 indepen-dent of (x1, . . . , x5) ∈ D0 such that for each c ∈ (2/5 − δ(γ), 2/5 + δ(γ)), it holds that

L(x1, . . . , x5)≤ λ(γ)L(x1, . . . , x5). (6)

Proof of Theorem 1. Theorem 2 shows that forγ ∈ [γ, 4], there exist 0 < λ(γ) < 1 and δ = δ(γ) > 0 such that

L(x1(k), . . . , x5(k)) ≤ λ(γ)k· L(x1(0), . . . , x5(0)) for c ∈ (2/5 − δ(γ), 2/5 + δ(γ)), (x1(0), . . . , x5(0)) ∈ D0 and k ∈ N. It implies L(x1(k), . . . , x5(k)) → 0 as k → ∞. Thus |xi(k) − xj(k)| → 0

as k → ∞, i, j = 1, 2, 3, 4, 5. This completes the proof. 

3. Proof of Theorem 2

In this section, we will prove Theorem 2.

In fact, we only need to prove Theorem 2 for the case c = 2/5. Then by continuation and the compactness of D0, we can prove the existence of a small interval (2/5 − δ(γ), 2/5 + δ(γ)) such that the same conclusion holds true. Thus, without loss of generality, we assumec = 2/5.

Substituting (4) into (5), we have that for c = 2/5, L(x1, . . . , x5) = 5  i,j=1 (fi− fj)2 5 5  i=1 fi  5 5  i=1 fi . (7)

In the following, to illustrate the idea of the proof, we first prove the assertion for a special case:

max

1≤i,j≤5|xi− xj| < 0, (8)

where 0 is a small positive number determined later. Then we will deal with the general case. Proof of the special case. From Eq. (8), we have

min

1≤i,j≤5|1 − xi− xj| ≤ max1≤i,j≤5|1 − xi− xj|

≤ min

1≤i≤5|1 − 2xi| + 20. (9)

Consequently, by the definition of fi and fj, it is easily seen that

(fi− fj)2=γ2(1− xi− xj)2(xi− xj)2 ≤ γ2·  max 1≤i,j≤5|1 − xi− xj| 2 (xi− xj)2 ≤ γ2·  min 1≤i≤5|1 − 2xi| 2 +c10  × (xi− xj)2,

wherec1 ≤ 4 is a constant independent of 0. Similarly, we have       5  i=1 fi 5 ·        1 5  i=1 fi 5              ≥ f(x)(1 − f(x)) + γ max1≤i≤5(xi− x)2 ≥ f(x)(1 − f(x)) − c320, where x = (x1+x2+x3+x4+x5)/5 and c3 ≤ γ are two constants independent of0.

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Hence, from Eq. (7), we have L(x1, . . . , x5) γ2min 1≤i≤5|1 − 2xi| 2+c 10  5 i,j=1 (xi− xj)2 5 5  i=1 fi  5 5  i=1 fi  γ2min 1≤i≤5|1 − 2xi| 2+c 10  5 i,j=1 (xi− xj)2 125(f(x)(1 − f(x)) − c320) = γ2min 1≤i≤5|1 − 2xi| 2+c 10 5 i=1 xi·  5 5  i=1 xi  125(f(x)(1 − f(x)) − c320) · L(x1, . . . , x5) γ2min 1≤i≤5|1 − 2xi| 2+c 10  · max 1≤i,j≤5xi(1− xj) 5(f(x)(1 − f(x)) − c320) · L(x1, . . . , x5) max 1−γ/4≤x≤γ/4 γ2|1 − 2x|2x(1 − x) 5f(x)(1 − f(x)) · L(x1, . . . , x5) +c4(0)L(x1, . . . , x5), where c4(0) is a rational function of 0 satisfying

c4(0)→ 0 as 0→ 0. Since max 1−γ/4≤x≤γ/4 γ2|1 − 2x|2x(1 − x) 5f(x)(1 − f(x)) = max 1−γ/4≤x≤γ/4 γ(1 − 2x)2 5(1− γx(1 − x)) γ 5, we obtain L(x1, . . . , x5)≤γ 5 +c4(0)  L(x1, . . . , x5). Obviously, if 0 is small enough, it holds that γ/5 + c4(0)< 1. Hence, we complete the proof for the special case. 

Proof of the general case. It is easily seen that L(x1, . . . , x5) L(x1, . . . , x5) = 5  i=1 xi  5 5  i=1 xi  · 5  i,j=1 (fi− fj)2 5 5  i=1 fi  5 5  i=1 fi  · 5  i,j=1 (xi− xj)2 . (10) Let F1 = 5  i=1 xi·  5 5  i=1 xi  , F2= 5  i,j=1 (fi− fj)2 5 , G1 = 5  i=1 fi·  5 5  i=1 fi  , G2 = 5  i,j=1 (xi− xj)2, and H(x1, . . . , x5) = GF1· F2 1· G2 = F G.

In the following, we will analyze the maximum value of the function H on the domain D0.

Obviously, we have ∂H

∂xi =

FxiG − F Gxi

G2 , i = 1, 2, 3, 4, 5.

Here Fxi and Gxi denote the partial derivatives of F and G with respect to xi, respectively, i = 1, 2, 3, 4, 5.

Let∂H/∂xi = 0, i = 1, 2, 3, 4, 5, then we have FxiG − F Gxi = 0, i = 1, . . . , 5. (11)

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By direct computation, we obtain F x1 = 1 5  5− 2 5  i=1 xi  F2+ 2F1  5f1 5  i=1 fi  f1, G x1 =  5− 2 5  i=1 fi  G2f1 + 2G1  5x1 5  i=1 xi  , (12) F x2 = 1 5  5− 2 5  i=1 xi  F2+ 2F1  5f2 5  i=1 fi  f2, G x2 =  5− 2 5  i=1 fi  G2f2 + 2G1  5x2 5  i=1 xi  , (13) F x3 = 1 5  5− 2 5  i=1 xi  F2+ 2F1  5f3 5  i=1 fi  f3, G x3 =  5− 2 5  i=1 fi  G2f3 + 2G1  5x3 5  i=1 xi  , (14) F x4 = 1 5  5− 2 5  i=1 xi  F2+ 2F1  5f4 5  i=1 fi  f4, G x4 =  5− 2 5  i=1 fi  G2f4 + 2G1  5x4 5  i=1 xi  , (15) F x5 = 1 5  5− 2 5  i=1 xi  F2+ 2F1  5f5 5  i=1 fi  f 5, G x5 =  5− 2 5  i=1 fi  G2f5 + 2G1  5x5 5  i=1 xi  . (16)

Lemma 3.1. For Eqs. (11), one of the following

equations must hold true: (i) xi1 =xi2,

(ii) xi1 =xi3, (iii) xi2 =xi3,

(iv) xi1 +xi2+xi3 = 3/2,

where i1, i2, i3 = 1, 2, 3, 4, 5, i1 = i2, i1 = i3, i2 = i3.

Proof. From Eqs. (11)–(13), we have 2F1G  (5f1f1 − 5f2f2) 5  i=1 fi· (f1 − f2)  =F  5− 2 5  i=1 fi  G2(f1− f2) + 10G1(x1− x2)  , which is equivalent to 2F1G  5γ2k(x1, x2) + 2γ 5  i=1 fi  (x1− x2) =F  −2γ  5− 2 5  i=1 fi  G2+ 10G1  (x1− x2), where k(x, y) = 1 − 3(x + y) + 2(x2 +xy + y2). Similarly, from (11)–(16), we have

2F1G  5γ2k(xj, xk) + 2γ 5  i=1 fi  (xj− xk) =F  −2γ  5− 2 5  i=1 fi  G2+ 10G1  × (xj− xk), j, k = 1, 2, 3, 4, 5. (17)

Obviously, Eq. (17) implies that either (xi1− xi2)(xi1− xi3) = 0 or

k(xi1, xi2) =k(xi1, xi3).

If the former holds true, then we have proved this lemma. Otherwise, then the latter holds true, which is equivalent to  3 2 − xi1− xi2 − xi3  (xi2− xi3) = 0. It completes the proof. 

Claim. If (11) holds true, then x1, x2, x3, x4, x5 satisfies one of the following statements:

(i) x1 =x3 =x4=x5. (ii) x1 =x3 =x4, x2=x5.

(iii) x1 =x4 =x5, x1+x2+x3= 3/2. (iv) x1 =x4, x2 =x5, x1+x2+x3= 3/2.

Proof. Otherwise, without loss of generality, we assume that x1, x2, x3, x4 are different from each

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other. Then from Lemma 3.1, we have x1 +x2 + x3 = 3/2 and x1 +x2 +x4 = 3/2, which implies x3=x4. It contradicts with the assumption. 

For case (i), we rewrite the function H as follows: H = FG = γ 2(4x 1+x2)(5− 4x1− x2)(1− x1− x2)2 (4f1+f2)(5− 4f1− f2) . It is easy to verify that

Fx1 = 4 5(5− 2(4x1+x2))(1− x1− x2) 2 2 5(4x1+x2)(5− 4x1− x2)(1− x1− x2), G x1 = 4(5− 2(4f1+f2))f1, F x2 = 1 5(5− 2(4x1+x2))(1− x1− x2) 2 2 5(4x1+x2)(5− 4x1− x2)(1− x1− x2), Gx2 = (5− 2(4f1+f2))f2. Let Fx1G = F Gx1, Fx2G = F GG2. Which implies (Fx1 − 4Fx2)G = F (Gx1 − 4Gx2). Since Fx1− 4Fx2 = 6 5(4x1+x2)(5− 4x1− x2)(1− x1− x2) and G x1 − 4Gx2 = 4(5− 2(4f1+f2))(f1 − f2), we obtain 3(4f1+f2)(5− 4f1− f2) =−4(5 − 2(4f1+f2))(f1− f2), which is equivalent to 16(f1− f12) =f2− f22. (18) However, since we assume that f is defined on the interval [1− γ/4, γ/4], it is easily seen that

min 1−γ/4≤x≤γ/4(f(x) − f(x) 2)≥ 0.925 × 0.075, and max 1−γ/4≤x≤γ/4(f(x) − f(x) 2) = 1 4.

It shows that Eq. (18) is impossible. Thus case (i) is excluded.

We can exclude cases (ii)–(iv) in the same way. Thus maximum values of H can be attained only on the boundary point set ofD0, i.e.

xi= 1−γ4 or γ4, i ∈ {1, 2, 3, 4, 5}.

Now the situation for the boundary point set is sim-pler than the inner point set since there are less variables and we can deal with it in a similar way as above. Thus we omit the details. This completes the proof of Theorem 2. 

Acknowledgment

The second author thanks the hospitality of the Center for Theoretical Science, Taiwan and Prof. Song-Sun Lin of National Chiao Tung University, Taiwan.

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