Concept

Iteration

Applying a rule to its own output, over and over, and asking what the resulting sequence does. What the sequence does is decided by the slope at the fixed point, and the same rule can settle, cycle or wander depending on a parameter.

Named by 33 essays across 7 fields — each of them below, with the objects they name alongside it.

the logistic map at 3.2, iterated from 0.2. A map drawn as a curve with the diagonal across it, and the staircase that iterating it produces.

The staircase that shows the whole orbit

Take a number, feed it to a rule, feed the answer back in. There is a way of drawing that on the rule's own graph which turns the entire future of a starting point into a shape — and the shape is legible.

dynamics · Iteration
A fixed point that attracts, and one that does not. The same map at two parameters, with the staircase walking towards the crossing in one and away in the other.

A point that pulls, and a point that pushes

Every crossing of a curve with the diagonal is a value the rule leaves alone. Whether anything ever arrives there is decided by one number — the slope at the crossing — and the picture makes the reason obvious.

dynamics · Fixed points
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 Mandelbrot set. Points of the complex plane shaded by how long the iteration takes to escape, with the set itself the innermost region.

The shape in every picture of itself

One line of arithmetic, repeated, with a single complex number as its only input. Sort the numbers by whether the result stays bounded and the boundary between the two answers is the most complicated object anyone draws from a rule this short.

dynamics · Complex numbers
A Julia set. Points of the complex plane shaded by how long the iteration takes to escape, with the set itself the innermost region.

One c, one picture

The same iteration, with the parameter held still and the starting point varied instead. Every complex number gets its own picture, and moving the parameter a hair can shatter it into dust.

dynamics · Complex numbers
The basins of Newton's method on z³ = 1. The complex plane coloured by which cube root of one Newton's method converges to from each starting point.

Where Newton's method goes instead

An algorithm designed to find roots, run from every starting point at once. Three roots, three basins, and a boundary at which all three are arbitrarily close — so a rule with no randomness in it has starting points whose answer cannot be predicted.

dynamics · Newton basins
Elementary cellular automaton, rule 90. A row of cells evolving downward, each cell decided by the three above it.

Eight rules and a triangle

A row of cells, each one deciding its next state from the three above it. Eight cases, one bit of output each — a rule that fits in a byte, and 256 of them in total. One of those bytes draws Pascal's triangle.

dynamics · Cellular automata
Elementary cellular automaton, rule 110. A row of cells evolving downward, each cell decided by the three above it.

The rule that computes

One of the 256 elementary rules can run any program. Not simulate one, not approximate one — a machine that can compute anything computable, built from a lookup table with eight rows and nothing else.

dynamics · Cellular automata
Rotating by φ − 1 of a turn, 21 times. Points on a circle produced by repeatedly turning through the same angle.

Three gaps and no more

Turn a circle by the same irrational angle over and over. The points never repeat and never settle, and yet at every single stage the gaps they leave take at most three different lengths — never four, at any number of steps, for any angle.

dynamics · Golden ratio
Rotating by √2 − 1 of a turn, 40 times. Points on a circle produced by repeatedly turning through the same angle.

The orbit that must come back

A system with finitely many states has to repeat itself. Poincaré showed the same thing holds when the states are a continuum — almost every starting point returns arbitrarily close to where it began, however complicated the rule, and the argument is the pigeonhole principle with volume in place of counting.

dynamics · Pigeonhole
The Collatz orbit of 27. Halve an even number, triple an odd one and add one; the sequence plotted on a logarithmic scale.

The question nobody can answer

Halve it if it is even, triple it and add one if it is odd. Every number anyone has tried comes down to one. Nobody can prove they all do, and the reason is not that the problem is hard to state.

dynamics · Collatz
x ↦ cos x: two starts, one destination. A map whose graph is nowhere steeper than a fixed factor under one, with staircases from two different starting points converging on the same crossing, and the distance to it falling under a geometric bound.

A map that shrinks everything

One extra hypothesis — that every distance is shortened by at least a fixed factor — turns the existence of a fixed point into its uniqueness, an algorithm for finding it, and a bound on the error after any number of steps.

analysis · Fixed points
The same map, written in the basis of its own eigenvectors. Three panels: the map [2, 1, 1, 2] on the standard grid, the diagonal stretch by 3 and 1 it becomes on the eigenvector grid, and the two put back together.

The same map in a better basis

Measured along its own invariant directions, a linear map stops shearing and becomes two independent stretches. Nothing about the map has changed; the grid it is described against has.

algebra · Eigenvectors
How fast an iteration arrives. The distance from the fixed point plotted against the step number on a logarithmic vertical axis, for two ordinary iterations and for Newton's method, whose curve bends downward.

How fast the staircase arrives

The slope at a crossing decides whether an orbit reaches it. The same number decides how fast — and when the slope is zero the arithmetic changes kind, from a fixed factor per step to a doubling of the correct digits.

dynamics · Iteration
The tent map and the logistic map, joined by a change of coordinate. Two cobweb diagrams side by side — the tent map at slope two and the logistic map at four — with the orbit of one carried to the orbit of the other by a curve drawn between them.

The same map in different coordinates

The tent map and the logistic map at four look nothing alike and are the same map, carried onto each other by a change of variable. Everything either one does the other does, and the change of variable is a sine squared.

dynamics · Iteration
Where a long orbit of the logistic map spends its time. A histogram of 60000 iterates in 32 bins, with the density the map preserves drawn over it as the exact share each bin should hold.

The histogram an orbit leaves

When no single step of an orbit is worth reporting, what is left is where it spends its time. That distribution is not uniform, it does not depend on where the orbit started, and it can be computed in closed form.

dynamics · Iteration
The orbit a computer draws, and the orbit. Two orbits of the tent map from the same starting fraction plotted against the step number — one computed exactly in whole-number arithmetic and periodic, one computed in double precision and reaching zero.

The orbit a computer draws

A chaotic orbit computed in floating point is not the orbit of the point it started from. Sometimes it is the true orbit of a nearby point, which is enough; sometimes the arithmetic simply runs out, and the picture is of the rounding.

dynamics · Iteration
The fast-growing hierarchy at its first few ordinals. A table of the fast-growing hierarchy: one row per ordinal index, one column per argument, with the cells too large to evaluate marked as such.

An ordinal as a growth rate

Index a family of functions by the ordinals, each one iterating the last, and the index becomes a measure of how fast a function grows. The point where the index leaves what arithmetic can prove is exactly where the Goodstein sequence became unprovable.

logic · Ordinals
Nineteen circles, one per vertex. A circle packing of a triangulation with seven interior vertices and twelve on the boundary: two circles touch exactly when their vertices are joined, and the radii were solved for rather than chosen.

Every flat graph is a pile of circles

A graph that can be drawn without crossings can be drawn in one particular way: as circles, one per vertex, touching exactly when their vertices are joined. The picture is not a choice — it is determined, up to the group two inversions generate.

geometry · Inversion
A scatter walking towards its own centres. 4 panels of the same 24 sites: the initial clumpy scatter and the Voronoi diagram after 1, 3, 12 rounds of Lloyd's iteration, with the cost falling to 52% of the scatter's as the cells even out.

Every site in the middle of its own cell

Move each point to the centre of mass of its own Voronoi cell, then redraw the diagram, then do it again. The rule is two lines long, it never mentions hexagons, and what it settles into is a honeycomb.

geometry · Voronoi
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 share that provably comes down. The proportion of starting values that fall below their own start within k steps, plotted against k up to 12. The proportion rises towards one; at the largest k drawn it is 0.94.

Almost every number comes down

The Collatz conjecture is open and a great deal about it is not. Whether a number falls below its own start in the first few steps is decided entirely by its remainder on division by a power of two, and the share of numbers for which it happens can be counted exactly.

dynamics · Collatz
Downhill on average, and never on purpose. The logarithms of 4 Collatz orbits plotted against step number, each wandering upward and downward and each ending at one. A separate sample of four thousand starts gives an average fall of -0.15 per step.

The heuristic that cannot be a proof

There is a two-line argument that the Collatz conjecture is true, it is convincing, and everybody who works on the problem believes it. It also cannot be turned into a proof, and understanding exactly where it fails is more instructive than the argument itself.

dynamics · Collatz
How fast a chain forgets where it started. The total variation distance to the stationary distribution plotted logarithmically against the number of steps, for each of 3 starting states. The curves are straight lines of equal slope.

How long until it forgets

The essays before this one settle where a chain ends up and how much time it spends there, and none of them asks how long the settling takes. That question has an exact answer, it is a single number, and it is the only thing any practical use of a chain depends on.

probability · Markov chains
An area of starting points from which z³ − 2z + 2 is never solved. The complex plane coloured by which root of z³ − 2z + 2 Newton's method reaches from each starting point, with the points that reach no root left uncoloured.

An area that never finishes

Newton's method's famous failure is a boundary, and a boundary has no area — a random start misses it with probability one. The real failure is different in kind: a polynomial with small whole-number coefficients whose method has a region of starting points, with area, from which it provably never terminates.

dynamics · Newton basins
67 starting points that find all 5 roots. The roots of z⁵ − 1 with a ring of starting points around them, each start marked by which root the method reaches from it, and every root reached by at least one.

Covering rather than avoiding

Two arguments say no starting guess is safe: the boundary is fractal and some regions are permanently trapped. The repair is not a better guess. It is a fixed list of starting points, computed from the degree alone, from which every root of every polynomial of that degree is found.

dynamics · Newton basins
The walk x² + 1 modulo 101, drawn as the letter ρ. Starting at 2 and squaring and adding 1 modulo 101, the walk visits 8 values once on a tail and then runs round a cycle of 9 values for ever.

A collision that finds a factor

A walk through the remainders modulo a number must eventually repeat, and it repeats modulo each hidden prime factor long before it repeats modulo the number. Pollard saw that the earlier repeat can be detected without knowing the prime — and that its timing is the birthday problem, so the cost is the square root of the factor.

probability · Birthday problem
Where the aliquot sequence of every number up to 1000 goes. A grid of the starting values 2 to 1000 coloured by the fate of each aliquot sequence: 964 reach 1, 19 reach a perfect number, 3 enter a cycle, and 13 pass 10²² undecided.

The sum of the parts, taken again

Replace a number by the sum of its proper divisors and do it again. Most numbers fall to 1, a few land on a perfect number or a cycle, and some climb for hundreds of steps. Below a thousand there are twelve whose fate nobody knows — and the thing that keeps them climbing is a perfect number hiding in their factorisation.

number · Perfect numbers
Rule 184 at density 0.30. A space-time diagram of rule 184 on a ring of 120 cells, 80 steps down the page, starting from a random row with 36 cars. The diagonal stripes are free-moving cars; the jams dissolve.

A road where nobody overtakes

Rule 184 moves every 1 one cell to the right whenever the cell ahead is empty. It is one of only five elementary rules that never change the number of 1s, and that single property turns it into a model of traffic with an exact transition: below half density every jam dissolves, above it jams can never all clear and drift backwards against the flow.

dynamics · Cellular automata
How many steps Newton's method needs on (z − 1)²(z + 1). A square of the complex plane shaded in bands by the number of iterations a root-finding method needs from each starting point, darker meaning slower, with the roots marked.

A double root halves the error instead of squaring it

Near an ordinary root, Newton's method squares its error at every step and a handful of steps reach full precision. Near a double root it only halves the error — twenty steps where five would do, and a ceiling of about eight correct digits that no number of steps can break through. Doubling the step repairs the double root and ruins the simple one.

dynamics · Newton basins
Newton's and Halley's basins for z³ − 1. Two squares of the complex plane side by side, each coloured by which root a starting point converges to, the left under Newton's method and the right under Halley's, with non-converging starts marked.

A cubic method that is Newton's in disguise

Halley's method, from 1694, uses the second derivative as well as the first and cubes the error at every step where Newton's squares it. It is also, exactly, Newton's method applied to a different function — p divided by the square root of p′ — and that single fact explains why its basins are calmer, why it walks out of the trap that holds Newton for ever, and why its boundaries are still fractal.

dynamics · Newton basins

Named alongside it

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

OrbitFixed pointBasin of attractionNewtons methodConvergenceConvergence rateDerivativePeriodic orbitRoot-findingChaosComplex numbersFractal

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