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数学 1963

确定性的非周期流

爱德华·洛伦茨

简单而确定的方程,也能永远无法预测。

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In depth · the introduction

三个简洁的方程,在 1960 年代一台小电脑上运行,证明了天气可以是确定的,却依然无法长期预测。

核心思想

爱德华·洛伦茨是一位气象学家,他想找一个最简单的对流玩具模型——暖空气上升、冷空气下沉。他把它浓缩成三个数,由三条精确的规则支配,处处没有随机。运行这些规则,未来在原则上是完全确定的。

可答案却是不可预测的。若他让模型从两个几乎相同的状态出发,它们会同行一阵,然后渐渐剥离,直到毫无相似之处。起点上极小的不确定会不断放大,最终淹没一切——所以即便是一个完美的、确定性的模型,也只能看清前方一小段。

事情的经过

这个发现纯属偶然。1961 年,洛伦茨想重跑模拟的一部分,为省时间,他照着打印纸重新输入了数字。打印纸只显示三位小数,而计算机内存里存的是六位。这点差别——百万分之几——竟足以让重跑出来的「天气」过一阵后变得面目全非。

起初他怀疑是真空管坏了。随后他意识到:是机器对、自己的直觉错了——这个系统对起点极其敏感。他把模型削减到三个方程,好把这一效应展示得尽可能干净,并于 1963 年发表在一份气象学期刊上——而此后约十年间,几乎没有数学家注意到它。

为何重要

自牛顿以来的三个世纪里,科学一直假设:精确的定律意味着可预测的世界——只要精确地知道现在,未来便会展开。洛伦茨指出其中有个陷阱。许多寻常的系统会把最微小的误差放大得如此之快,以致长期预测在原则上、而非仅在实践上不可能。「确定」与「可预测」就此悄然分家。

这重塑了天气预报,也给了整个想法一个流行的名字——「蝴蝶效应」,源自洛伦茨后来的意象:一只蝴蝶扇动翅膀,竟能推动远方的一场风暴。

一个日常画面

想象两颗一模一样的弹珠,在一座陡坡的最顶端、相距一发之微处放手。起初它们并肩滚下。但坡上布满石子,每块石子都把两颗弹珠弹得略有不同。弹够多次之后,一颗落进池塘,另一颗落进灌木丛——同样的起点、同样的坡、同样的规则,命运却天差地别。

大气就是那道布满无数石子的山坡。蝴蝶的振翅,就是那一发之微的领先——它决定了几周之后,弹珠会落进哪一道山谷。

两个彩色的点在同一条蝴蝶形曲线上奔跑。它们起初几乎在一起、一同运动,随后分开,最终落到两翼。滑块可改变它们起始的间距。

它的位置

洛伦茨把庞加莱在 1890 年代最早瞥见的隐忧——太阳系的三体问题或许不可预测——化为一个具体而可计算的东西。他的蝴蝶吸引子开启了混沌这一领域,与曼德博的分形、费根鲍姆通向混沌的普适道路并肩而立。

它也为本馆中牛顿(1687)那座钟表般的宇宙悄悄划下边界:定律依旧精确,长期的预报却不再可靠。洛伦茨所简化的对流模型,倚仗的正是傅里叶(1822)所引入的那种逐模分解。

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