Chaotic Dynamics of the Fractional Lorenz System

In this Letter we introduce a generalization of the Lorenz dynamical system using fractional derivatives. Thus, the system can have an effective noninteger dimension Sigma defined as a sum of the orders of all involved derivatives. We found that the system with Sigma<3 can exhibit chaotic behavior. A striking finding is that there is a critical value of the effective dimension Sigma(cr), under which the system undergoes a transition from chaotic dynamics to regular one.