Lorenz system

1. Introduction to the Lorenz system

This system defines a 3 dimensional trajectory by differential equations with 3 parameters.

\[\left\{\begin{aligned} x'&=\sigma(y-x) \\ y'&=x(r-z)-y \\ z'&=xy-bz \end{aligned}\right.\]

Here, \(x\) is proportional to the rate of convection, \(y\) is related to the horizontal temperature variation, and \(z\) is the vertical temperature variation.

We have also three parameters all strictly positive:

  • \(\sigma > 0\) relates to the Prandtl number. This number is a dimensionless quantity that puts the viscosity of a fluid in correlation with the thermal conductivity;

  • \(r > 0\) relates to the Rayleigh number, it is a control parameter, representing the temperature difference between the top and bottom of the tank;

  • \(b > 0\) relates to the physical dimensions of the layer of fluid uniformly heated from below and cooled from above.

We can see that this system is non-linear, because in the second differential equation (\(\frac{dy}{dt}\)) we can see the term \(xz\) and in the third differential equation (\(\frac{dz}{dt}\)) we have \(xy\). The three differential equations form a coupled system.