Lorenz Equations, embedding and Takens’ theorem

Show that observation of $z$ component alone of the Lorenz equations \begin{align} \dot x& = \sigma (y-x)\\ \dot y &= x (\rho -z) -y\\ \dot z &= xy-\beta z \end{align} does not lead to an embedding. Why does this not violating Takens' Theorem? What modification is required to generate an embedding?

Given the Lorenz equations, how come when I only observe the $z$ component alone i.e: ($\frac{\mathrm{d}z}{\mathrm{d}t} = xy - Bz$), this does not lead to an embedding. By Whitney’s embedding theorem, I need an embedding $Q$ to map from a finite $d$-dimensional attractor $A$ to $\mathbb R^k$ with $k \ge 2d+1$. In this case is $Q$ mapping from 2 dimensions to 1 dimension? Hence $k = 1$, $d = 2$ thus not satisfying $k \ge 2d+1$? How does this not violate Takens’ theorem, which states:

If $A$ is a finite-dimensional manifold and $q : A \to \mathbb R$ is differentiable then $v : A \to \mathbb R^k$ where $k > 2d$ is either an embedding or an arbitrarily small differentiable perturbation of $q$ and/or $\tau$ makes $v$ an embedding.


Solution 1:

You can easily check that if $(x(t), y(t), z(t))$ is a solution of the Lorenz system, then also $(-x(t), -y(t), z(t))$ is a solution. Just observing the $z$ component of a solution does not allow you to distinguish these two solutions. Essentially, the two wings of the attractor "butterfly" get mapped into one.

stereo plots of Takens embedding

Stereo pairs for the embedding $\small [u(t-\tau),u(t),u(t+\tau)]$ displayed via differences $\small[u(t),u(t+\tau)-u(t-\tau),u(t+\tau)-2u(t)+u(t-\tau)]$ for $\small u=x,z$ and $\small\tau=0.1$

From the values $$v([x(t),y(t),z(t)])=[z(t),z(t-τ),...,z(t-4τ)]$$ it is thus impossible to determine the sign of the $x$ and $y$ component, there will always be 2 solutions, $v$ is not injective, it is impossible to get an embedding, increasing the number $k$ of components of $v$ or changing $\tau$ will not change that.

In a complete formulation of the theorem you should also find this exclusion of symmetries of the dynamic. This symmetry gets broken if $q(x,y,z)=z$ is slightly perturbed, for instance adding linear terms in the other coordinates with small coefficients.