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Concept

Chaos — where it appears

Behaviour that is fully determined by its rule yet unpredictable in practice, because nearby starts separate exponentially. It requires sensitivity to the starting point together with mixing, and it is compatible with the rule being simple and fully known.

Named by 19 essays across 2 fields — 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 Two orbits of the logistic map at 3.9, started 0.0001 apart. Two sequences from almost the same starting point, plotted together against the step number.

A difference too small to draw

Two starting points a ten-thousandth apart, under the same rule, with nothing random anywhere. Within forty steps they have nothing in common — and the rule was not doing anything to them that it does not do to everything.

dynamics · Sensitive dependence 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 One disc, and two paths that stop being near each other. Two nearly identical billiard paths drawn on an empty square and on a square with a circular obstacle, with the separation between them plotted against distance travelled.

The obstacle that makes a table chaotic

Put one round post in the middle of a square table and every trace of order goes. Two paths that start a hundred-thousandth of a degree apart end up on opposite sides of the table, and the reason is that a wall curving outwards multiplies a gap where a flat one only adds to it.

dynamics · Billiards The flow, reduced to one dimension. A scatter of 2395 points: each successive maximum of the Lorenz trajectory's third coordinate against the one before it. The points lie along a single curve with a sharp peak, which is the one-dimensional map the flow induces.

The flow that is really a map

A trajectory wandering through three dimensions is hard to reason about. Record only the successive maxima of one coordinate and the wandering collapses onto a curve — a map of an interval to itself, with a corner in the middle, which is a thing the theory can handle.

dynamics · Strange attractor A closer start buys time and nothing else. The logarithm of the separation between two Lorenz trajectories plotted against time, for three different initial separations. The three curves are straight and parallel over most of their length, with the same fitted slope.

A closer start buys only time

Two trajectories from almost the same place separate exponentially, and the rate does not depend on how close they began. Halving the initial error buys one fixed interval of extra agreement, and no amount of precision buys more than a fixed number of those.

dynamics · Strange attractor Stretch, fold, and what is left. 5 stages of the horseshoe map's surviving set: one square, then two strips, then four, up to 16, each narrower than the last by a factor of 3.

Stretch, fold, and what is left

A system that pushes every pair of nearby points apart and keeps them all inside a bounded region has only one option, and it is the one a baker uses. Stretching and folding is the mechanism, and what survives infinitely many folds is a Cantor set.

dynamics · Strange attractor The same banding at every magnification. The Hénon attractor drawn from 26000 points, followed by 2 magnifications of one part of it. Each magnification resolves what looked like a single curve into several parallel ones.

Neither a surface nor a solid

The attractor has no volume, because the flow shrinks volumes at a rate that can be read off the equations. It is also not a surface, because a surface cannot carry chaotic dynamics. What is left is an object of dimension a little over two, and that number is measurable.

dynamics · Strange attractor The logistic map applied 6 times at 3.5, 3.83, 4, and its folds. Side-by-side graphs of the logistic map composed with itself, one per parameter, each labelled with how many monotone pieces it has.

The folds that measure chaos

Apply the logistic map six times and its graph goes up and down 38 times at r = 3.5 and 64 times at r = 4. How fast that number of folds multiplies with each further step is the map's topological entropy: zero through the whole cascade of period doublings, log of the golden ratio in the window of three, log 2 at the top — and it never decreases as r rises.

dynamics · Symbolic dynamics 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 The Chebyshev maps T₂, T₃, T₄ and T₅. Four small square plots of the Chebyshev polynomials of degrees two to five on the interval from minus one to one, each with the diagonal drawn; the graph of degree n sweeps between the bottom and top of the square n times.

A solvable chaos of every degree

The logistic map at four is chaotic and, through a change of coordinates, completely solvable: its orbits are cosines of doubling angles. The trick is not a one-off. For every whole number n there is a polynomial of degree n that multiplies angles by n instead of 2, and every one of them is exactly as solvable, has exactly nᵏ points of period k, and preserves the same distribution — and any two of them commute, which almost no two polynomials do.

dynamics · Iteration A periodic point and a wandering one, both near 0.3, parted by step 4. The distance between the orbit of a periodic point and the orbit of a point from a dense orbit, both starting in the same small interval, plotted against the step until the wandering orbit nears the point farthest from the periodic one.

Sensitivity comes free

The standard definition of chaos asks for three things: an orbit that goes everywhere, periodic orbits everywhere, and sensitive dependence on the starting point. The third, the one the word chaos is usually taken to mean, turns out to follow from the other two. A periodic point and a wandering point that start side by side must eventually part, because the wanderer has to visit places the periodic orbit never goes.

dynamics · Sensitive dependence What the tent of slope 3 keeps: 32 pieces after 5 steps. Rows showing the parts of the unit interval that remain inside it for 0 to 5 steps of the open tent map of slope 3, halving into a Cantor set.

Chaos on a set nobody lands on

Stretch the interval by three and fold it, and a third of it lands outside. Almost every starting point wanders chaotically for a few steps and then leaves for good; the points that never leave form a Cantor set of no length, on which the map is as chaotic as any map can be. How fast points escape, how fast they are stretched, and how thin the surviving set is are three numbers tied by one equation: the dimension is one minus their ratio.

dynamics · Sensitive dependence 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 The standard map as its kick grows. Three square phase portraits of the standard map at increasing strengths, dotted with orbits: curves spanning the square at the smallest, fewer at the critical value, and a scattered sea with islands at the largest.

The last circle to break

Kick a spinning rotor once a turn and most of its motions stay on curves that wind round forever, walls no orbit can cross. As the kick grows the walls break one by one, and the last to go is the one whose winding is the golden ratio — at a kick of 0.9716, found by watching a sequence of periodic orbits approximate it and asking whether they are stable.

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 Two chaotic maps, coupled weakly and strongly. The gap between two coupled copies of the logistic map at full chaos: at ε = 0.15 it stays large; at ε = 0.3 it falls to nothing.

Two chaotic orbits made to agree

Chaos means two copies of a system started a hair apart soon have nothing in common. Couple them — let each take a fraction ε of its next step from the other — and above a definite strength they agree to every digit for ever, while each stays exactly as chaotic as before. The strength needed is read off the same number that measured the chaos: the Lyapunov exponent.

dynamics · Sensitive dependence Billiards in an ellipse: every path keeps touching one confocal conic. Two billiard trajectories in the ellipse x² + y²/0.49 = 1, one tangent to a confocal ellipse and one to a confocal hyperbola.

The caustics only an ellipse keeps

A billiard ball in an elliptical table touches the same confocal ellipse or hyperbola with every segment of its path, for ever. Bend the table by a percent and a half and most of those curves survive, but the one turning a quarter-turn per bounce breaks into a chain of four islands whose width grows like the square root of the bend. Birkhoff asked in the 1920s whether the ellipse is the only table that keeps them all; it is still not known.

geometry · Conic sections

Named alongside it

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

Periodic orbitLogistic mapSensitive dependenceBifurcationLyapunov exponentOrbitIterationPeriod-doublingSelf-similarityStabilityStrange attractorAttractor

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