Field

Dynamics — page 3

One rule, applied over and over, and what the sequence does in the end.
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.

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.

A local rule taking a vote. A space-time diagram of the GKL rule on 149 cells from a random row with 69 ones. Black and white regions grow and meet along slanting boundaries, and after 69 steps the whole ring is 0.

No local rule can count the votes

A ring of cells, each holding 0 or 1, has to agree on whichever value is in the majority — every cell seeing only its neighbours. The best-known rule gets it right most of the time and wrong near a tie; no rule of any radius gets it right always. Yet two rules run one after the other do, on every ring, and the first of them is the traffic rule.

How long four orbits of the doubling map spend in each quarter. Grouped bars for four starting points of the doubling map, each group showing the fraction of time the orbit spends in each quarter of the unit interval, against a dashed line at one quarter.

Almost every orbit is fair

Double a number and keep the fractional part, and do it again, and again. Where the orbit goes is written in the number's binary digits, and for almost every starting point it spends exactly a quarter of its time in each quarter of the interval. The proof is a short argument about Fourier coefficients being pushed to infinity — and it leaves room for a set of exceptions with no length at all, which includes every fraction and, for all anyone can prove, every number anyone has ever named.

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.

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.

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.

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.

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.

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.

A straight line across a grid, and the word of walls it crosses. A line of slope 0.6180 crossing a unit grid, with each crossing marked V or H, beside the same path folded into a square as a billiard trajectory; the word begins VHVHVVHVHVVHVVHVHVVH.

The word a straight line spells

A ball rolling across a square table, forever, hits walls in some order: V for a side wall, H for the end wall. Unfold the table and the ball becomes a straight line across a grid, and the order of walls becomes a word — VHVHVVHVHVVHV… for the golden slope. That word has exactly n + 1 different blocks of every length n, the fewest any word that never repeats can have; every stretch of it holds its fair share of H's to within one; and its blocks occur with at most three different frequencies.

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.

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.

Writing 0.3 in base φ. The graph of x ↦ βx mod 1 for the golden ratio φ, the diagonal, and the cobweb staircase of the orbit of 0.3, beside the 8 digits it writes.

Counting in a base that is not a whole number

Multiply by β and keep the fractional part, over and over, and the whole parts you throw away are the digits of the starting number in base β — even when β is the golden ratio. Which digit strings can ever appear is decided by one string alone: the way the number 1 is written in that base. In base φ it is .11, so 11 is the only thing forbidden; in base 1.8 it never ends, and no finite list of rules describes what is allowed.

Where x ↦ βx mod 1 spends its time, the golden ratio φ. A histogram of 2000000 orbit points of the β-map for the golden ratio φ in 50 bins, with Parry's staircase density drawn over it; they agree, and the density steps down at the orbit of 1.

Where a base-β orbit spends its time

Follow x ↦ βx mod 1 for a million steps and count how often the orbit visits each part of the interval. For the doubling map the answer is evenly; for the golden ratio it is a staircase with one step, spending 1.17 times the average near 0 and 0.72 times it near 1. The step sits exactly where the orbit of the number 1 lands, and in a base whose 1 never has a finite expansion the staircase has infinitely many steps.

The Collatz map on the 2-adic integers, before and after changing to parity coordinates. Two scatter plots of 2048 points: the Collatz map on 2-adic integers in binary-digit coordinates, a scattered cloud, and the same map in parity-vector coordinates, where every point lies on the two lines of the doubling map.

Where the Collatz map is a coin

Extend the Collatz map from the whole numbers to the 2-adic integers — binary strings that run on for ever to the left — and it stops being mysterious. It becomes, after a change of coordinates, the simplest chaotic system there is: shifting a string of coin tosses one place. Everything about it is then known, and none of it says anything about the whole numbers, which is the most instructive failure in the whole story.

PRIMEGAME: fourteen fractions whose powers of two are the primes. The size in binary digits of the numbers produced by Conway's PRIMEGAME from 2 over 40000 steps, with the pure powers of two marked; their exponents are 2, 3, 5, 7, 11, 13, 17, 19, 23, 29.

Fourteen fractions that list the primes

Change the Collatz rule so that the multiplier depends on the remainder modulo some other number than two, and the resulting maps can compute anything a computer can. John Conway proved it in 1972, which means no method can decide, for every such map, whether its orbits come down — and fourteen fractions, applied in order, turn out to be enough to print every prime.

Where one Hénon orbit spends a million steps. A density map of 1000000 steps of one Hénon orbit counted into 420 × 140 cells: 2542 cells visited, half the time spent in 608 of them.

Where the time goes on an attractor

A chaotic orbit's position is unpredictable within a few dozen steps. How it divides its time is not — start anywhere, follow long enough, and the fraction of time spent in each region comes out the same. That distribution lives on a set of no area, and among the infinitely many ways an orbit could spend its time, typical starts pick exactly one.

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.

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.

How many windows of each period, on two maps and as a count of necklaces. period 1: 1 (logistic), 1 (sine), 1 (necklaces), 1 (polynomials); period 2: 1 (logistic), 1 (sine), 1 (necklaces), 1 (polynomials); period 3: 1 (logistic), 1 (sine), 1 (necklaces), 1 (polynomials); period 4: 2 (logistic), 2 (sine), 2 (necklaces), 2 (polynomials); period 5: 3 (logistic), 3 (sine), 3 (necklaces), 3 (polynomials); period 6: 5 (logistic), 5 (sine), 5 (necklaces), 5 (polynomials); period 7: 9 (logistic), 9 (sine), 9 (necklaces), 9 (polynomials); period 8: 16 (logistic), 16 (sine), 16 (necklaces), 16 (polynomials); period 9: 28 (logistic), 28 (sine), 28 (necklaces), 28 (polynomials); period 10: — (logistic), — (sine), 51 (necklaces), 51 (polynomials); period 11: — (logistic), — (sine), 93 (necklaces), 93 (polynomials); period 12: — (logistic), — (sine), 170 (necklaces), 170 (polynomials); period 13: — (logistic), — (sine), 315 (necklaces), — (polynomials); period 14: — (logistic), — (sine), 585 (necklaces), — (polynomials).

Windows counted like necklaces

The logistic map has one window of period three, two of period four, three of period five, five of period six, nine of period seven — and the sine map, which shares no algebra with it, has exactly the same numbers, in exactly the same order along the parameter. The counts are 1, 1, 1, 2, 3, 5, 9, 16, 28, 51, and they are the number of ways to thread a necklace of beads in two colours.

Traffic with random dawdling: jams from nowhere at density 0.18. Nagel–Schreckenberg traffic, 29 cars on 160 cells, top speed 5, dawdling probability 0.25; up to 11 cars stopped at once.

A jam that comes from nowhere

Give cars on a ring road a top speed of five cells a step, let each slow to the gap ahead, and add one more rule: now and then, at random, a driver eases off by one. That is the whole of the Nagel–Schreckenberg model, and it produces what the exactly solvable rule 184 could not — jams that form in free traffic with no obstacle, drift backwards against the flow, and cost the road more than a third of its capacity. Set the top speed to one and remove the chance, and it is rule 184 again, cell for cell.

Rule 30 made reversible: forward 60 steps, then back to the start. Second-order rule 30 on 101 cells: 60 steps forward, then the same rule from the swapped last two rows returns the starting row exactly.

A rule that remembers one row back

Only six of the 256 elementary cellular automata can be run backwards, and all six are trivial: shifts, copies and complements. Every interesting rule forgets. But make the new row depend on the row before the current one as well — combine the rule's output with it cell by cell — and every rule, rule 30 included, becomes exactly reversible: run forwards, swap the last two rows, run the same rule again, and the starting row comes back cell for cell. Nothing is lost, and yet the patterns still look as disordered as ever.

The coordinate change that makes the map a rotation. Graphs of the departure from the identity of the conjugacy between the circle map and the golden rotation, at three nonlinearities, each smooth and growing steeper with K.

How smooth the disguise is

An unlocked circle map is a rigid rotation in different coordinates, and whether those coordinates are smooth is decided by arithmetic. Solving for the change of coordinates means dividing, harmonic by harmonic, by numbers that come arbitrarily close to nought — and the golden rotation number keeps them far enough away that the result is not merely smooth but analytic, while a number lying close to a fraction makes it buckle.

All essays