In this study, we consider dark matter and dark energy as grand-canonical systems which are open, non-equilibrium coupled, and interacting systems. It is the first time, we propose a new more realistic interaction schema to explain dynamics between coupled interacting thermodynamic systems. Based on this new interaction schema, we propose new theories to define the interactions. We proved the theories based on the energy conservation law of thermodynamics. Furthermore, we obtain new coupled equations using the theorems. We numerically solve the interaction equations and obtained phase space diagrams and Lyapunov exponents. We show that the interaction between dark matter and dark energy is chaotic. We conclude that these theorems and results can be generalized to all coupled interacting non-equilibrium systems. Finally, we give a new definition of chaos.