Series

Period-doubling — the series

10 essays on one idea, from the one that introduces it to the one that assumes the rest.
  1. 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.

    part 1 · dynamics
  2. Where the period doubles, and by how much the gaps shrink. The parameters at which the period doubles, with the ratio of consecutive gaps beside them.

    A constant that does not care which map

    The gaps between successive period doublings shrink by a factor. Measure that factor for the logistic map and you get 4.669. Measure it for a completely different map and you get 4.669, and nobody expected that.

    part 2 · dynamics
  3. The turning point's orbit over the bifurcation diagram, 3.55 to 4. The bifurcation diagram of the logistic map from 3.55 to 4 with the curves f(1/2), f²(1/2), … up to the 6th image drawn over it. The first two bound the attractor and the rest trace the dark lines inside it.

    The dark lines are one point's orbit

    Past the end of the period-doubling cascade the bifurcation diagram turns into grey bands crossed by darker curves. Every one of those curves is the orbit of a single point — the top of the hump — and the places where they meet are exactly where the bands merge, in a second cascade that runs backwards at the same rate.

    part 3 · dynamics
  4. 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.

    part 4 · dynamics
  5. 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.

    part 5 · dynamics
  6. 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.

    part 6 · dynamics
  7. Where the Rössler flow's peaks fall, as one parameter changes. Peak values of x against c from 2.5 to 6.2 for the Rössler system with a = b = 0.2: period 1, 2 and 4 at c = 2.5, 3.5 and 4, chaos beyond about 4.2, a period-3 window near 5.3.

    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.

    part 7 · dynamics
  8. Three cascades, a sharp top, a round top and a flat top. z = 1.25: δ ≈ 3.2596; z = 2: δ ≈ 4.6692; z = 6: δ ≈ 9.2963.

    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.

    part 8 · dynamics
  9. Period doubling with nothing attracting. doubling parameters 3.0000000000, 4.0000000000, 4.1204524973, 4.1343639125, 4.1359600588, 4.1361430974, 4.1361640856.

    Doubling without an attractor

    Feigenbaum's 4.669 holds for every map that folds and loses area. A map that keeps area — a frictionless pendulum sampled once a swing — has no attractors at all, yet its periodic orbits double just the same: a period-1 orbit at a = 3, period 2 at a = 4, then 4.1205, 4.1344, 4.1360 and on. The intervals shrink by 8.721 each time, not 4.669, and the orbits by 4.018, not 2.503. Let the map leak a little area and the cascade starts with one constant and finishes with the other.

    part 9 · dynamics
  10. A chaotic sea with islands in it. The standard map at K = 2: one chaotic orbit of 7000 points and 18 regular orbits of the islands, the regular ones identified by a Lyapunov estimate below 0.01.

    An orbit stuck to an island

    A chaotic orbit in the standard map stretches at 0.44 a step, and then for 19,000 steps it almost stops stretching at all. It has wandered into the fringe of an island of regular motion and been caught. So gaps between visits to a box do not die away exponentially as they would in a uniformly chaotic map; they fall as a power, and an orbit of 400 million steps still has not seen the longest.

    part 10 · dynamics

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