Concept

Lyapunov exponent

The average rate at which two nearby orbits of a map separate, measured as the logarithm of a factor per step. A positive value is what chaos means quantitatively, and its reciprocal is how many steps a computed orbit tracks the true one before the rounding has been amplified to full size.

Named by 12 essays across one field — each of them below, with the objects they name alongside it.

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 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
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
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
A dimension of 1.2576, from two stretching rates. The running averages of the Hénon map's two Lyapunov exponents, settling at 0.4177 and -1.6217. Kaplan and Yorke's formula turns them into a dimension of 1.2576 without counting a single box.

A dimension from the stretching rates

An attractor has no construction rule, so its dimension has to be counted — which was the whole case for defining dimension by counting. Kaplan and Yorke's formula computes it instead, from two numbers that describe the map and never look at the set.

dynamics · Fractal dimension
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
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
A quadrilateral the Hénon map carries strictly inside itself. Hénon's trapping quadrilateral with corners (-1.33, 0.42), (1.32, 0.133), (1.245, -0.14), (-1.06, -0.5), the image of its boundary under the Hénon map lying strictly inside it, and an orbit on the attractor.

A region the orbit cannot leave

That the Hénon map and the Lorenz flow have attractors takes two lines of arithmetic each — a region mapped strictly inside itself, a quantity that falls outside an ellipsoid. That the attractors are strange took a computer and twenty years for Lorenz, and for Hénon's classical parameters it has never been done. The difference between the two questions is the difference between a region and what lives in it.

dynamics · Strange attractor
Five random Fibonacci sequences growing at one rate. Five jagged lines of log|tₖ| rising with k to a thousand, around a straight line of slope log 1.132, beneath a steeper dashed line of slope log 1.618.

A growth rate no step contains

Start with 1, 1 and at every step either add the last two numbers or subtract them, choosing by a coin. The sequence wanders, shrinks, even returns near zero — and grows, almost surely, like 1.13198824 to the power of the step. That number is a Lyapunov exponent of a product of random matrices, and it cannot be found by averaging anything about a single step: the two steps do not commute, and the rate depends on which way the vector is pointing when each one is applied.

dynamics · Sensitive dependence
A random sequence that shrinks, grows or wanders, by one parameter. Runs of tₖ₊₁ = tₖ ± β·tₖ₋₁ at β = 0.6, 0.70258, 0.8 on a logarithmic scale: shrinking, wandering and growing.

A threshold no average can see

Damp the random Fibonacci sequence — add or subtract β times the term before last, by a coin — and somewhere between β = 0.6 and β = 0.8 almost every run stops shrinking and starts growing. The switch is at β ≈ 0.70258. The average of the squares, which can be computed exactly, grows for every β there is, so the one number that decides the sequence's fate is invisible to the one number anybody can compute.

dynamics · Sensitive dependence
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
Scrambled in three steps, restored in thirty. Cat map on 61×61: period 30; frames at steps 0, 1, 2, 3, 7, 22, 30; lit pixels 693.

A chaotic map that always comes back

Arnold's cat map stretches a square by the golden ratio squared and wraps it round, and any two nearby points fly apart: a difference of a million-millionth fills the square in twenty-seven steps. Apply the same map to a picture made of pixels and it dissolves into noise within a few steps — and then, after exactly thirty steps on a 61 × 61 grid, every pixel is back where it started. Chaos and exact return are both true, and the Fibonacci numbers decide how long the return takes.

dynamics · Sensitive dependence

Named alongside it

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

Sensitive dependenceChaosLogistic mapGolden ratioPeriodic orbitEigenvalueFibonacci numbersIterationLogarithmOrbitSimulationStrange attractor

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