Concept

Sensitive dependence

The property that two starting points however close eventually lead to orbits that are far apart. It makes long-range prediction impossible without making the rule any less determined, which is the distinction chaos rests on.

Named by 16 essays across one field — each of them below, with the objects they name alongside it.

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
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
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 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
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
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
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
Newton's method for z² − 1: two half-planes and the line between. The complex plane split down the imaginary axis into two shaded halves, the roots ±1 marked, and five orbits of Newton's method each converging to the root on its own side.

Chaos on the line between two roots

Newton's method for a quadratic is the one case solved completely: every starting point goes to the nearer root, and the plane splits into two half-planes. Cayley did it in 1879. What his solution also contains is a line on which the method never settles — and a change of variable shows that on that line Newton's method is exactly the doubling map, the simplest chaos there is. Run on the real line for x² + 1, which has no real root to find, it becomes a source of Cauchy-distributed randomness.

dynamics · Newton basins
The cosines of the powers of two. cos(2^k) for k < 600, with a histogram of 20,000 points against the arcsine density.

The cosines of the powers of two

Start at cos 1 and apply x ↦ 2x² − 1 over and over. The map is chaotic and exactly solvable: the k-th point is cos(2ᵏ), the cosine of two to the k radians. Iterate it in floating point and the computed orbit leaves the true one after 51 steps. Read the binary digits of 1/(2π) instead and the true orbit can be followed for as long as digits can be computed — here 262,080 steps — and at that length it is as fair as any orbit can look. Whether it stays fair is a question about those digits, and nobody can answer it.

dynamics · Iteration
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.

Lyapunov exponentChaosOrbitIterationPeriodic orbitLogistic mapAttractorBasin of attractionBifurcationBinary expansionDerivativeDeterminism

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