Dynamics — page 4

Two numbers in one jagged record

A measured record comes with no rule, so its dimension has to be estimated from a finite stretch of samples — and two things go wrong that never trouble a graph built from a formula. The popular estimator depends on the units the record is written in, and the dimension, which describes the record up close, turns out to be independent of its memory, which describes it from far away. For a self-affine path the two are tied by D = 2 − H; for a record, they are two numbers.

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.

Fractions repeat and roots look random

Almost every number between 0 and 1 has base-φ digits with the frequencies Parry's measure predicts. Which particular numbers do? Every fraction, provably, does not: its expansion repeats from the first digit, with a period equal to the period of the Fibonacci numbers modulo its denominator. And √2 − 1 and 1/π, computed exactly to twelve thousand digits, match every predicted frequency to within sampling error — which proves nothing about them at all.

The word a line spells in a cube

A ball bouncing in a cube hits three kinds of wall, and the order spells a word in three letters. On a square table the word had n + 1 different blocks of length n; in the cube it has $n^2 + n + 1$ — three, seven, thirteen, twenty-one — for a direction in general position. What general position has to exclude turns out to be more than any rational relation among the three speeds.

The column rule 30 will not explain

Start rule 30 from one live cell and read down the middle. The column has passed every test of randomness tried on it, and three plain questions about it are open: whether it ever repeats, whether its 1s make up half of it, and whether its n-th cell can be had without n steps of work. What can be measured says something about each — and the diagonals beside it are periodic, with periods that double going inwards.

A flow that doubles like a parabola

Otto Rössler's three equations have one nonlinear term and a single knob. Turn it and the orbit closes after one loop, then two, then four, then never — the logistic map's cascade, in a flow in three dimensions. Record each peak of the orbit against the one before and the reason appears: the points lie on a single rounded hump. The gaps between doublings shrink by ratios 3.49, 4.54, 4.59, climbing towards Feigenbaum's 4.669, and the chaos contains a period-3 window that repeats the whole cascade.

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.

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.

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.

Small Mandelbrot sets among the cubics

For most cubics Newton's method finds a root from almost every start. For some it does not: a whole region of starting points falls into a cycle and never finishes. Which cubics are the bad ones is decided by a single starting point — the one critical point that is not a root — and when the cubics are laid out in a plane and coloured by where that point goes, the bad ones form small, exact copies of the Mandelbrot set.

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.

One constant for each shape of top

Feigenbaum's 4.669 is the same for every smooth one-humped map — provided the hump is rounded like a parabola. Make the top flatter, like the graph of x to the fourth, and the doublings crowd together at 7.285; make it sharper, like x to the power 1.25, and they crowd at 3.260. Measured across twenty shapes of top, the constant is a smooth rising curve with 4.669 as one point on it, and the spatial constant falls as it rises.

A crowd of clocks that falls into step

Give a thousand oscillators a thousand different natural rhythms and let each be pulled towards the average phase. Below a definite pull nothing happens; above it a cluster forms and grows, and Kuramoto's 1975 calculation says exactly where: at twice the spread of the frequencies, with the order growing as the square root of one minus the threshold over the pull. A simulation lands on that curve to the third decimal.

Stable cycles a hair from Hénon's chaos

Nobody knows whether the Hénon map at a = 1.4 is chaotic, because a stable cycle in a window too thin to see would look exactly the same. So hunt the windows: a stable orbit of period 19 at a = 1.4001616, proved to exist and to attract by interval arithmetic, in a window 15 hundred-millionths wide and 0.00016 from the classical value — and nothing nearer, down to a spacing of a ten-billionth.

A long enough chain never locks

Line oscillators with different natural rhythms up in a row and let each feel only its two neighbours. The chain locks into one frequency exactly when the coupling exceeds the largest running total of their frequency differences — a random walk tied down at both ends — so the coupling needed grows like √N, and its law is Kolmogorov's, the same distribution that tests whether a sample fits a curve.

A ring of clocks settles into a twist

Put identical oscillators round a ring, each pulled only by its neighbours, and start them at random. They always lock — every one ends at the same frequency — but most of the time not in step: the angles wind round the ring a whole number of times and stay wound. The winding number a random start chooses is spread like a bell whose width grows like the square root of the ring, and only coupling to about a third of the ring makes full synchrony certain.

The zero of a sandpile

Pile grains of sand on a grid, and whenever a cell holds four, let it topple and pass one grain to each neighbour. The order in which cells topple turns out not to matter, and the piles that keep recurring when sand is dropped at random form a group — one whose size is the number of spanning trees of the grid. Its zero is not the empty grid but a fractal picture of nested squares, and sand dropped on a single cell spreads into a round pile with the same kind of pattern inside.

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.

A cluster grown by random walkers

Release a particle far away, let it wander until it touches a growing cluster, and freeze it there. Twenty thousand particles later the cluster is a branching tree whose mass grows like the radius to the power 1.7. Every simulation agrees on the number; the only theorem says it is at least 1.5.

An ant that builds a highway

Two rules: on a white cell turn right, on a black cell turn left, and flip the colour as you leave. From an empty grid the ant wanders for 9,975 steps without visible order, then falls into a cycle of 104 steps that carries it diagonally for ever. That it always escapes to infinity is proved; that it always ends on a highway is not.

Fair in base two and not in base six

Almost every number has digits that look like fair coin tosses in every base, and almost no number anyone can name is known to. Stoneham's number, 1/(3·2³) + 1/(9·2⁹) + 1/(27·2²⁷) + …, is one of the few: its binary digits are provably fair. Written in base 6 the same number has a run of 121 zeros starting at the 730th digit, and a longer one at every power of three after — because in base 6 each of its terms is a terminating fraction, and the gaps between them never fill.

Two dusts that add up to a line

The middle-thirds Cantor set has no length at all, and yet adding it to itself — every sum x + y of two of its points — fills the whole interval from 0 to 2 without a gap. The reason is a single number, the thickness, and it is exactly 1 for this set. Make the dust a little thinner and its sum with itself collapses to a dust again; make two different dusts and whether they add to a line depends on their dimensions, unless arithmetic gets in the way.