Information Transfer Among the Components in Multi-Dimensional Complex Dynamical Systems

Abstract

In this paper, a rigorous formalism of information transfer within a multi-dimensional deterministic dynamic system is established for both continuous flows and discrete mappings. The underlying mechanism is derived from entropy change and transfer during the evolutions of multiple components. While this work is mainly focused on three-dimensional systems, the analysis of information transfer among state variables can be generalized to high-dimensional systems. Explicit formulas are given and verified in the classical Lorenz and Chua’s systems. The uncertainty of information transfer is quantified for all variables, with which a dynamic sensitivity analysis could be performed statistically as an additional benefit. The generalized formalisms can be applied to study dynamical behaviors as well as asymptotic dynamics of the system. The simulation results can help to reveal some underlying information for understanding the system better, which can be used for prediction and control in many diverse fields.