Concept

Periodic orbit

An orbit that returns exactly to a value it has already taken, and then repeats forever. Its length and stability are what a bifurcation diagram records, and a period-three orbit forces orbits of every other period.

Named by 24 essays across one field — 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
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
A billiard path of slope 0.618, folded and unfolded. A ball bouncing inside a square table, and the same trajectory drawn as one straight line through reflected copies of the table, so that the bounces disappear.

A bounce is a fold of the table

Reflect the room instead of the ball and every bounce disappears — the trajectory becomes a straight line through a tiled plane, and questions about what a ball does forever become questions about the slope of that line.

dynamics · Billiards
Two loops of equal area, and the two points where they cross. An annulus with the loop of points whose angle is unchanged by the map and the image of that loop, drawn both on the annulus and unrolled into a rectangle. The loops cross at two points, which are the fixed points.

A twist that cannot avoid two points

Turn the two edges of a ring in opposite directions without changing any area, and something in between must stay exactly where it is — not one point, but at least two, and the reason is that two loops enclosing the same area have to cross.

dynamics · Fixed points
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
The orbit of 13/32 under doubling, and its word. A cobweb of the doubling map with one orbit drawn, the interval split in half beneath it, and the letter each step contributes written out in order.

The orbit written as a word

Cut the interval in two and record which half each step of an orbit lands in. The orbit becomes an infinite string of two letters, the map becomes the act of deleting the first letter, and questions about trajectories turn into questions about words.

dynamics · Symbolic dynamics
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
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 right triangle at an eighth of a turn: 16 directions, and a surface of genus 2. A polygonal billiard table with a long trajectory drawn on it, the finite set of directions that trajectory takes, and the arithmetic of the surface it unfolds into.

A table folded into a surface

Unfolding a square billiard gives a straight line on a torus. Unfolding any table whose angles are whole fractions of half a turn gives a straight line on some surface — and which surface it is decides how hard the dynamics will be.

dynamics · Billiards
A room a trajectory cannot get out of, and one it can. A mushroom-shaped billiard table with two long trajectories: one confined to the cap by a conserved quantity, and one that enters the stem.

A room that cannot be lit

Mirror the walls of a room and put a lamp inside it. Every point should be lit, since light bounces forever — and there are rooms with a dark spot no ray from the lamp ever reaches.

dynamics · Billiards
A path of 4 bounces that closes, in a triangle of 100°, 40°, 40°. A triangular billiard table with a periodic path found by an exhaustive sweep of starting positions and directions.

The triangle nobody can settle

Does every triangular billiard table have a path that closes on itself? Acute triangles do, right triangles do, triangles with rational angles do — and for the rest the question has been open since it was asked.

dynamics · Billiards
The only fractions that could be a cycle's shape. A table of the convergents of the base-two logarithm of three, with the approximation error, the exact value of two to the n less three to the k, and that value as a fraction of three to the k.

How short a cycle could be

The drift argument cannot see cycles at all, which is why it is not a proof. What can see them is arithmetic — a cycle's shape has to be a fraction that approximates the logarithm of three to base two extraordinarily well, and there are very few such fractions.

dynamics · Collatz
Every parity pattern of length up to 12, and each occurring exactly once. A bar for each pattern length, showing the number of distinct parity patterns produced by all remainders of that power of two, which equals the number of remainders at every length.

Every pattern happens exactly once

Choose any sequence of odds and evens and there is exactly one residue class whose orbit follows it, and exactly one fraction that cycles through it forever. The Collatz conjecture is then the statement that only one of those infinitely many cycles is made of whole numbers.

dynamics · Collatz
A map drawn through the cycle 0 → 1/3 → 1, and the graph its pieces make. The graph of a map made of two straight pieces through a cycle of three points, with the cycle drawn as a staircase, beside a two-node graph showing which piece may follow which and the matrix of that graph.

A matrix that counts the returns

Draw a map straight through the cycle 0 → 1/3 → 1 and its two pieces carry each other in a fixed pattern: the left piece only across the right, the right across both. The orbits' words are then walks on a two-node graph, and the number of points that come back after n steps is the trace of that graph's matrix to the nth power — 1, 3, 4, 7, 11, 18 — each one checked by solving for the points exactly.

dynamics · Symbolic dynamics
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
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
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
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
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
Every orbit round a square closes. 5 outer-billiard orbits about a square, each drawn as its closed ring of points, with periods 4, 8, 12, 20, 24 growing outwards.

The ball that stays outside the table

Turn billiards inside out. A point outside a convex table looks at the corner on its right, jumps straight through it, and lands as far beyond as it started before. Round a square every orbit closes; round a circle every orbit keeps to its own circle; round a regular pentagon the orbits form islands with a fractal between them. Whether some table lets a point wander off to infinity was Moser's question, and the answer — yes, for a kite — took until 2007.

dynamics · Billiards
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

Named alongside it

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

ChaosBilliardsLogistic mapOrbitStabilityBifurcationIterationReflectionRotation numberSelf-similarityAttractorCircle map

All concepts