Concept

Bifurcation

A parameter value at which a system's long-run behaviour changes kind rather than merely changing size. The parameter values at which they occur are what a bifurcation diagram plots, and the sequence of them can be a route to chaos.

Named by 14 essays across one field — each of them below, with the objects they name alongside it.

The logistic map's bifurcation diagram, 2.4 to 4. For each parameter, the values the orbit settles into, plotted as a column of points.

The road paved with doublings

Turn one dial slowly and watch what a map settles into. It settles on a point, then on two points, then four, then eight — faster and faster, and the doublings run out at a parameter that is finite.

dynamics · Period-doubling
Where the period doubles, and by how much the gaps shrink. The parameters at which the period doubles, with the ratio of consecutive gaps beside them.

A constant that does not care which map

The gaps between successive period doublings shrink by a factor. Measure that factor for the logistic map and you get 4.669. Measure it for a completely different map and you get 4.669, and nobody expected that.

dynamics · Period-doubling
The Lyapunov exponent, 2.8 to 4. The average rate at which nearby orbits separate, plotted against the parameter.

How fast two orbits part

The word "sensitive" is an adjective. Averaging the logarithm of one derivative along an orbit turns it into a number — one that says how many steps of prediction the map allows, and whose sign says whether it allows any.

dynamics · Sensitive dependence
The Lorenz attractor at ρ = 28. A trajectory of the Lorenz equations, projected onto two of its three coordinates.

Two lobes and no cycle

Three equations, three variables, and a trajectory that never crosses itself, never repeats, and never leaves a region of zero volume. The set it settles onto is not a point, not a loop, and not a surface.

dynamics · Strange attractor
The rotation number against the parameter at K = 1. The measured rotation number of a circle map plotted against its parameter, forming a staircase that is flat over an interval at each simple rational.

The staircase that is flat almost everywhere

A map of the circle advances by an average amount each step. Plot that average against the parameter driving it and the graph is flat over an interval at every rational, rises only on a set of measure zero, and still climbs from nothing to one.

dynamics · Mode locking
Two periodic orbits meeting at the edge of the 1/2 plateau. The circle at 4 parameter values, with the period-2 points marked — two orbits inside the plateau, drawing closer together towards its edge, and none outside it.

How a lock comes apart

Inside a plateau the map has two periodic orbits, one attracting and one pushing away. Track them to the plateau's edge and they run into each other and vanish together — so the edge of a tongue is a collision, and the width of the plateau is how far the two can be pulled apart.

dynamics · Mode locking
The turning point's orbit over the bifurcation diagram, 3.55 to 4. The bifurcation diagram of the logistic map from 3.55 to 4 with the curves f(1/2), f²(1/2), … up to the 6th image drawn over it. The first two bound the attractor and the rest trace the dark lines inside it.

The dark lines are one point's orbit

Past the end of the period-doubling cascade the bifurcation diagram turns into grey bands crossed by darker curves. Every one of those curves is the orbit of a single point — the top of the hump — and the places where they meet are exactly where the bands merge, in a second cascade that runs backwards at the same rate.

dynamics · Period-doubling
Intermittency at r = 1 + √8 − 0.0003. A time series of 600 steps of the logistic map just below the period-three window. Long stretches that look like a cycle of three, shaded, alternate with irregular bursts; there are 6 such stretches here.

The window that opens with a stutter

The period-three window does not fade in. At r = 1 + √8 a cycle of three appears out of nothing, and just before it does, the chaotic orbit keeps imitating the cycle that is not there yet — for twenty steps, then fifty, then hundreds, in quiet stretches whose length grows as one over the square root of the distance to the window.

dynamics · Period-doubling
Two staircases and the interval between them, at K = 1.5. A plot against the drive of the upper and lower ends of the circle map's rotation interval above the critical line, two stepped curves with the band between them shaded.

A whole interval of speeds

Below the critical line every orbit of the circle map goes round at the same average speed. Above it the map folds back on itself, and the speed depends on where the orbit starts — not a few different values but a whole interval of them, every fraction in it the speed of some periodic orbit, and almost none of them ever seen by an orbit started at random.

dynamics · Mode locking
A strand of the logistic map's diagram between r = 3.8284 and 3.8572, upside down. The bifurcation diagram of the logistic map cropped to r in [3.8284, 3.8572] and x in [0.44, 0.565], with the value axis inverted.

Every window is the whole diagram again

Zoom into one strand of the period-three window of the logistic map and the whole bifurcation diagram is there again — a single value, a fork, a cascade of doublings, chaos, bands and windows — upside down and ninety-seven times narrower. The doublings inside it shrink by Feigenbaum's 4.669, exactly as the originals do, because near the top of its hump the map's third iterate is itself a one-humped map, turned over.

dynamics · Period-doubling
How many windows of each period, on two maps and as a count of necklaces. period 1: 1 (logistic), 1 (sine), 1 (necklaces), 1 (polynomials); period 2: 1 (logistic), 1 (sine), 1 (necklaces), 1 (polynomials); period 3: 1 (logistic), 1 (sine), 1 (necklaces), 1 (polynomials); period 4: 2 (logistic), 2 (sine), 2 (necklaces), 2 (polynomials); period 5: 3 (logistic), 3 (sine), 3 (necklaces), 3 (polynomials); period 6: 5 (logistic), 5 (sine), 5 (necklaces), 5 (polynomials); period 7: 9 (logistic), 9 (sine), 9 (necklaces), 9 (polynomials); period 8: 16 (logistic), 16 (sine), 16 (necklaces), 16 (polynomials); period 9: 28 (logistic), 28 (sine), 28 (necklaces), 28 (polynomials); period 10: — (logistic), — (sine), 51 (necklaces), 51 (polynomials); period 11: — (logistic), — (sine), 93 (necklaces), 93 (polynomials); period 12: — (logistic), — (sine), 170 (necklaces), 170 (polynomials); period 13: — (logistic), — (sine), 315 (necklaces), — (polynomials); period 14: — (logistic), — (sine), 585 (necklaces), — (polynomials).

Windows counted like necklaces

The logistic map has one window of period three, two of period four, three of period five, five of period six, nine of period seven — and the sine map, which shares no algebra with it, has exactly the same numbers, in exactly the same order along the parameter. The counts are 1, 1, 1, 2, 3, 5, 9, 16, 28, 51, and they are the number of ways to thread a necklace of beads in two colours.

dynamics · Period-doubling
Where the Rössler flow's peaks fall, as one parameter changes. Peak values of x against c from 2.5 to 6.2 for the Rössler system with a = b = 0.2: period 1, 2 and 4 at c = 2.5, 3.5 and 4, chaos beyond about 4.2, a period-3 window near 5.3.

A flow that doubles like a parabola

Otto Rössler's three equations have one nonlinear term and a single knob. Turn it and the orbit closes after one loop, then two, then four, then never — the logistic map's cascade, in a flow in three dimensions. Record each peak of the orbit against the one before and the reason appears: the points lie on a single rounded hump. The gaps between doublings shrink by ratios 3.49, 4.54, 4.59, climbing towards Feigenbaum's 4.669, and the chaos contains a period-3 window that repeats the whole cascade.

dynamics · Period-doubling
Oscillators scattered below the threshold and gathered above it. N = 240, Lorentzian width 0.5: K = 0.5 gives r = 0.068; K = 2.5 gives r = 0.775.

A crowd of clocks that falls into step

Give a thousand oscillators a thousand different natural rhythms and let each be pulled towards the average phase. Below a definite pull nothing happens; above it a cluster forms and grows, and Kuramoto's 1975 calculation says exactly where: at twice the spread of the frequencies, with the order growing as the square root of one minus the threshold over the pull. A simulation lands on that curve to the third decimal.

dynamics · Sensitive dependence
Two stable cycles a hair from the classical Hénon attractor. The Hénon attractor at a = 1.4 with the certified stable period-13 orbit at a = 1.39945 and period-19 orbit at a = 1.4001616 drawn over it.

Stable cycles a hair from Hénon's chaos

Nobody knows whether the Hénon map at a = 1.4 is chaotic, because a stable cycle in a window too thin to see would look exactly the same. So hunt the windows: a stable orbit of period 19 at a = 1.4001616, proved to exist and to attract by interval arithmetic, in a window 15 hundred-millionths wide and 0.00016 from the classical value — and nothing nearer, down to a spacing of a ten-billionth.

dynamics · Strange attractor

Named alongside it

The objects these essays reach for when they reach for this one.

Periodic orbitLogistic mapChaosOrbitPeriod-doublingSelf-similarityStabilityAttractorUniversalityCircle mapFeigenbaum constantRotation number

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