PH3160 Non-Linear Phenomena and Chaos

Notes ... Section 12


1-D MAPS (continued)

INVERTIBLE MAPS

It is important to distinguish between maps that are noninvertible and maps that are invertible.

A map M is invertible if, given , we can solve for uniquely.
If this is so we can define an inverse mapping such that

It turns out that chaos is possible even in a 1D map provided it is non-invertible.
If the map is invertible chaos can occur only if it is at least 2D.

There is a close analogy between linear difference eqns and linear differential eqns which does not exist when the eqns are nonlinear. ( see eg. Chapt 7 of Rowlands Examples 1 and 2 )

The prototype 1D map that helped enormously to guide early work concerning the discovery of details of chaotic behaviour is the :

LOGISTIC MAP

L a control parameter

-- illustrates features like attractors, repellors, period-doubling and chaos.

It may be regarded as of normal form type since iteration of any quadratic polynomial is equivalent to iteration of the logistic map (with properly chosen parameters) ... see Ex 12.1

Clearly, it is a noninvertible map, since a sketch soon shows that because of the parabolic shape there are two possible values for any one choice of

It is important to contrast the difference in behaviour of solutions of the logistic map with those of the logistic ODE:

ie. dx/dt = L x(1 - x).

The latter are perfectly well-behaved and defined (see eg. the discussion in Chapt 7 of Rowlands); whereas, as seen in Course Work 1, the behaviour of the iterates of the logistic map are a strong function of the control parameter L, and, unlike the solutions of the differential eqn, the solutions for L > 3 become unstable chaotic type.

OVERVIEW of the LOGISTIC MAP

Although the logistic map is commonly written:

the choice of symbols varies.

For 0 < L < 4 it defines a family of noninvertible mappings of the interval from
1 into itself.

For L < 1 ... 0 as

for 1 < L < 3 ... non-zero steady state

There exists a cascade of bifurcations starting from the so-called period-1 cycle ... which is just a constant value of x.

It illustrates period doubling bifurcations starting with a bifurcation from
period-1 to period-2 when L = 3, and
continuing with ...............period-2 to period-4 when

etc ... period -8, period-16 etc.
where convergence is essentially geometric

The values of L for which the behaviour is periodic form an infinite number of finite intervals. In fact, between L=3 and L=4 periodic regions of all periods can be found! The values of L for which it is chaotic lie between 3.57 and 4.0 (note that the cobweb goes haywire over this range) and form a Cantor set whose dimension appears to be 1.0.

If we substitute and into the logistic map we obtain:


which is another convenient form of the logistic map eqn.

The first two period doubling bifurcations occur at C = -3/4 and -5/4.

The values where bifurcations from period to occur converge to
while the ratios converge 4.6692
a number discovered by Feigenbaum to be characteristic of bifurcations occurring in a wide class of mappings and flows.

Solutions of period-3 first appear at a saddle-node bifurcation at C = -7/4.

When C and z are taken to be complex, where C = a + ib and z = x + iy, the eqn can be written as:



These eqns generate the Mandelbrot set -- if one iterates with z starting at 0 and vary C -- ie. the point (a,b) is in the set if the sequence starting from (0,0) does not

These eqns also generate the Julia set -- if one iterates for a fixed C and varies the z-values- ie. if display (x,y) for fixed C.

QUALITATIVE UNIVERSALITY

One of the most astonishing and unexpected results in all of nonlinear dynamics is that:

Other unimodal maps (ie. those which are smooth, concave down and have a single maximum) display the same qualitative features as those of the logistic map -- although it is important to note that there are quantitative differences.

As an example of this aspect compare the bifurcation diagram of the sine map with that of the logistic map. The horizontal scale of the sine map diagram needs scaling (renormalizing) by a factor of 4 since the max of is r whereas that of r x(1-x) is r/4.
The qualitative features are identical: undergoing period-doubling routes to chaos, with periodic windows interwoven with chaotic bands.

This behaviour forms part of what is generally true for unimodal maps, for which the detailed algebraic form of f(x) is irrelevant.
The fact that the periodic attractors occur in the same sequence gives rise to the name ... the universal or U-sequence.

BERNOULLI SHIFT MAPS

Perhaps the simplest deterministic system to go chaotic ( or exhibit statistical mechanical behaviour, as it is sometimes referred, in connection with this map ) is the 1-D Bernoulli shift map.

Consider     (mod 1)    with intial condition

e.g. a discrete map on the circle of unit circumference.

The solution is (mod 1) where the initial condition must be specified.

Since as for the origin here is a stable fixed point.

For D = 2, 3, 4 ... we have what are referred to as Bernoulli shifts.

The case D = 2, the binary shift, (mod 1)

has wide use in number theory and is given by:


If is rational then the orbit is periodic.
If is irrational, there is no periodicity and we obtain a chaotic orbit.
Since there is an irrational number close to every rational number (and vice versa), the map exhibits sensitive dependence on initial conditions.

Question: What is the attractor for the Bernoulli shift -- with irrational

Assignment 12.

Review what was suggested/discussed/done for Assignment 6

The different Views allow you to examine the detailed paths taken by the iteration on cobweb diagrams ... which makes clear what is happening when the parameter is such that period-doubling occurs. It also provides an overview of the fixed points and the parameter L vs plot illustrates the Feigenbaum fig-tree type bifurcations and regions of chaotic behaviour and a plot of the Lyapunov exponents vs L value.

Note also that the Chaos Demos 1-D maps contain, in addition to the logistic map, the following: Sine , Sine-Squared, Cubic, Tent and Shift Maps.

Exercises and Examples 12.

1. Show that the Verhulst type eqn:

is equivalent to: where and a = r + 1.

2. Consider the logistic map eqn in the form


By considering the second-iterate map (ie. f(f(x))) show why a 2-cycle dosn't exist for L < 3.

3. Consider the tent map defined by the function:


for 0 < r < 2 and 0 < x < 1 .

Show that for r < 1 the only fixed point is an attractor at the origin.
Show that for r > 1 there are two unstable fixed points.
Show that for r = 2 these two repellors are at and 2/3.
Show that the Lyapunov exponent (ie. that it is independent of the initial condition ).

§§5.9 and 5.10 of Hilborn discuss the tent and Bernoulli maps.

MW - 15/1/99



Mike Wilson
Fri Jan 15 14:18:26 GMT 1999