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Sensitive dependence — the series

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

    part 1 · dynamics
  2. 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.

    part 2 · dynamics
  3. 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.

    part 3 · dynamics
  4. 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.

    part 4 · dynamics
  5. 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.

    part 5 · dynamics
  6. 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.

    part 6 · dynamics
  7. 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.

    part 7 · dynamics
  8. Oscillators scattered below the threshold and gathered above it. N = 240, Lorentzian width 0.5: K = 0.5 gives r = 0.068; K = 2.5 gives r = 0.775.

    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.

    part 8 · dynamics
  9. A chain locks whole or breaks at its weakest link. Chain of 40, Kₗ = 4.4817 at link 27; frequency spread 1.86e-5 at 1.04 Kₗ, 0.0645 at 0.96 Kₗ.

    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.

    part 9 · dynamics
  10. A ring of identical clocks locked into a twist. Ring of 40, nearest-neighbour coupling, settled into a 2-twisted state; largest deviation 2.6e-11; order parameter 2.5e-16.

    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.

    part 10 · dynamics
  11. 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.

    part 11 · dynamics

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