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Mathematics 1963

Deterministic Nonperiodic Flow

Edward N. Lorenz

Simple deterministic equations can be unpredictable forever.

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In depth · the introduction

Three tidy equations, run on a tiny 1960s computer, proved that the weather can be deterministic and still impossible to predict for long.

The big idea

Edward Lorenz was a meteorologist hunting for a simple toy model of convection — warm air rising, cool air sinking. He boiled it down to three numbers governed by three exact rules, with nothing random anywhere. Run the rules and the future is, in principle, completely fixed.

And yet the answer was unpredictable. If he started the model from two almost-identical states, they marched together for a while, then peeled apart until they had nothing in common. Tiny uncertainties in the start grow until they swamp everything — so even a perfect, deterministic model can only see a little way ahead.

How it happened

The discovery was an accident. In 1961 Lorenz wanted to re-run part of a simulation, and to save time he re-typed the numbers from a printout. The printout showed three decimals; the computer's memory held six. That difference — a few parts in a million — was enough that the re-run, after a while, produced a totally different 'weather'.

At first he suspected a broken vacuum tube. Then he realised the machine was right and his intuition was wrong: the system was exquisitely sensitive to its starting point. He stripped the model down to three equations to show the effect as plainly as possible, and published it in 1963 in a weather journal — where, for about ten years, almost no mathematician noticed.

Why it mattered

For three centuries, since Newton, science had assumed that exact laws meant a predictable world: know the present precisely and the future unrolls. Lorenz showed there is a catch. Many ordinary systems amplify the tiniest error so fast that long-range prediction is impossible in principle, not just in practice. 'Deterministic' and 'predictable' had quietly come apart.

This reshaped weather forecasting and gave us the popular name for the whole idea — the 'butterfly effect', from Lorenz's later image of a butterfly's wingbeat nudging a distant storm.

An everyday picture

Imagine two identical marbles released at the very top of a steep hill, a hair's breadth apart. At first they roll side by side. But the hill is studded with rocks, and each rock throws the marbles slightly differently. After enough bounces, one ends up in the pond and the other in the bushes — same launch, same hill, same rules, wildly different fate.

The atmosphere is that hillside with countless rocks. The butterfly's wingbeat is the hair's-breadth head start that decides, weeks later, which valley the marble lands in.

Two coloured dots run on the same butterfly-shaped curve. They begin almost together and move as one for a while, then separate and end up on opposite wings. A slider changes how far apart they start.

Where it sits

Lorenz turned a worry Henri Poincaré first glimpsed in the 1890s — that the solar system's three-body problem might be unpredictable — into something concrete and computable. His butterfly attractor opened the field of chaos, alongside Benoît Mandelbrot's fractals and Mitchell Feigenbaum's universal route to chaos.

It also drew a quiet boundary around the clockwork universe of Newton (1687) elsewhere in this Library: the laws stay exact, but the long-term forecast does not. The convection model Lorenz simplified leaned on the kind of mode-by-mode decomposition Joseph Fourier (1822) introduced.

The original document
Original source text
Edward N. Lorenz · Journal of the Atmospheric Sciences 20 (1963): 130–141 · received 18 November 1962
Abstract
Finite systems of deterministic ordinary nonlinear differential equations may be designed to represent forced dissipative hydrodynamic flow. Solutions of these equations can be identified with trajectories in phase space. For those systems with bounded solutions, it is found that nonperiodic solutions are ordinarily unstable with respect to small modifications, so that slightly differing initial states can evolve into considerably different states. Systems with bounded solutions are shown to possess bounded numerical solutions.
A simple system representing cellular convection is solved numerically. All of the solutions are found to be unstable, and almost all of them are nonperiodic. The feasibility of very-long-range weather prediction is examined in the light of these results. (Concluding sentences of the abstract.)
1 · Phase space and the choice of a system
Lorenz frames the weather as a point moving through a phase space: every instantaneous state of the atmosphere is one point, and the governing equations carry it along a single trajectory. He restricts attention to forced dissipative systems — energy pumped in, energy bled out by friction — because their trajectories are eventually trapped inside a bounded region of that space.
[ … ]
6 · A simple convection model
Following Barry Saltzman, Lorenz reduces Rayleigh–Bénard convection — a fluid heated from below — to just three numbers. X measures how vigorously the fluid is rolling over; Y, the temperature difference between the rising and falling currents; Z, how far the vertical temperature profile departs from a straight line. Their rates of change are three coupled nonlinear equations (the convection constants enter as σ, r and b).
7 · Numerical integration
With σ = 10, r = 28 and b = 8/3, Lorenz integrates the system step by step on a Royal McBee LGP-30 desk computer. The trajectory never repeats and never settles; it loops about one centre, then crosses to loop about another, alternating an unpredictable number of times — the orbit that would later be drawn as the two-winged 'butterfly' attractor.
[ … ]
Conclusion
Because two trajectories that begin imperceptibly close drift apart until all resemblance is lost, any forecast started from imperfect measurements must eventually fail. Lorenz concludes that prediction of the sufficiently distant future is impossible by any method, unless the present conditions are known exactly — and in a system this sensitive, 'exactly' is unattainable.
Massachusetts Institute of Technology · 1963