Professional Documents
Culture Documents
in
Nonlinear Dynamics, Chaos and Fractals
by
Willi-Hans Steeb
International School for Scientific Computing
at
University of Johannesburg, South Africa
Charles Villet
Department of Applied Mathematics
at
University of Johannesburg, South Africa
Yorick Hardy
Department of Mathematical Sciences
at
University of South Africa, South Africa
Ruedi Stoop
Institute of Neuroinformatik
University / ETH Z
urich
Contents
1 One-Dimensional Maps
1.1 Notations and Definitions . . . .
1.2 One-Dimensional Maps . . . . . .
1.2.1 Solved Problems . . . . .
1.2.2 Supplementary Problems
2 Higher-Dimensional Maps and
2.1 Introduction . . . . . . . . . .
2.2 Two-Dimensional Maps . . .
2.2.1 Solved Problems . . .
2.3 Complex Maps . . . . . . . .
2.3.1 Solved Problems . . .
2.4 Higher Dimensional Maps . .
2.4.1 Solved Problems . . .
2.5 Bitwise Problems . . . . . . .
2.6 Supplementary Problems . . .
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3 Fractals
103
Bibliography
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Index
139
vi
Chapter 1
One-Dimensional Maps
1.1
f (k) (x),
f (2k) (x),
f (3k) (x), . . .
|f (x)|,
|f (2) (x)|,
|f (3) (x)|, . . .
(k)
df
dx (x = p) = 1
One-Dimensional Maps
Definition. Let f be a map of an interval into itself. Consider the onedimensional difference equation
xt+1 = f (xt ),
t = 0, 1, 2, . . .
with chaotic behaviour. Assume that in its chaotic regime the map f has a
unique invariant measure which is absolutely continuous with respect to the
Lebesgue measure. By virtue of ergodicity, the invariant density, denoted
by , is determined as a unique solution to the equation
Z
(x) = dy(x f (y))(x).
I
1
ln |Dx(0) f (n) x(0)|
n
0 n
1
ln M (n, ).
n
1
ln(number of fixed points under the mapf (n) ).
n
n1
_
f i ()
i=0
where f
() is a partition of I into f (i) (A1 ), f (i) (A2 ), . . ., f i (An() )
and is the partition of I into the sets Ai Bj with independent i and
j. The entropy of the partition is defined as H () where
(i)
n()
H () :=
(Ai ) ln (Ai ).
i=1
1
H ((n))
n
One-Dimensional Maps
where the supremum is taken over all finite (or countable), measurable
partitons of the phase space. We call a partition a generator if the diameters
of the members of (n) tend to zero as n . If is a generator then
h(f, ) = h (f, ).
1.2
1.2.1
One-Dimensional Maps
Solved Problems
Problem 1.
(i) The fixed points of the function f are the solutions of the equation
f (x ) = x . Find the fixed points.
(ii) The critical points of f are the solutions of the equation df (x)/dx = 0.
Find the critical points of f . If there are critical points determine whether
they relate to minima or maxima.
(iii) The roots of the function f are the solutions of f (x) = 0. Find the
roots of f .
(iv) Find the fixed points of the analytic function g(x) = f (f (x)).
(v) Find the critical points of the analytic function g(x) = f (f (x)). If
there are critical points of g determine whether they relate to minima and
maxima.
(vi) Find the roots of the analytic function g(x) = f (f (x)).
If x [0, 1], then f (x) [0, 1]. So the function f could be restricted to
f : [0, 1] [0, 1].
Problem 2. Let f : R R be a continuosly differentiable map. Let f (n)
be the n-th iterate of f .
(i) Calculate the derivative of f (n) at x0 .
(ii) Apply it to f (x) = 2x(1 x).
Problem 3.
Let g : Z Z
g(n) = |n2 1|.
One-Dimensional Maps
admits the fixed point x = 0. Study the stability of this fixed point.
(ii) Show that the analytic function f : R R,
f (x) = sinh(x)
admits the fixed point x = 0. Study the stability of this fixed point.
(iii) Show that the analytic function f : R R,
f (x) = tanh(x)
admits the fixed point x = 0. Study the stability of this fixed point.
Hint. Let f : R R be an analytic function and x be a fixed point, i.e.
x = f (x ). The fixed point x is called non-hyperbolic if
|f 0 (x = x )| = 1
where 0 denotes derivative. If f 0 (x = x ) = 1, then three cases have
to be studied: (i) If f 00 (x = x ) 6= 0, then the fixed point x is semiasymptotically from the left if f 00 (x = x ) > 0 and from the right if
.
Sf (x) := 00
f (x)
2 f 0 (x)
f (0.5) = 1,
f (1) = 0,
f (x) = f (1 x).
Problem 12. Can one find polynomials p : R R such that one critical
point of p and one fixed point of p coincide? Start of with
p(x) = cn xn + cn1 xn1 + + c1 x + c0
(1)
where n 2.
Problem 13. Let f1 : R R, f2 : R R be continuous function.
Assume that x = 0 is a fixed point of both f1 and f2 . Let g1 (x) = f1 (f2 (x))
and g2 (x) = f2 (f1 (x)). Show that the functions h1 (x) = g1 (x) g2 (x) and
h2 (x) = g1 (x) + g2 (x) also admit this fixed point.
Problem 14.
g(x) = x3 + Ax + B
f (x)
,
f 0 (x)
Ng (x) = x
g(x)
.
g 0 (x)
One-Dimensional Maps
2
xt+1 n
xt n
=
.
xt+1 + n
xt + n
(iii) Find limt xt .
Problem 16.
Problem 17.
f (xt )
f 0 (xt )
f (xt )
f 0 (xt )
t = 0, 1, 2, . . .
1 1
sin(2x).
2 2
f (xt )
2x3t 3
=
,
f 0 (xt )
3(x2t 1)
t = 0, 1, 2, . . .
has period N .
Problem 22.
(i) Find the fixed points. Study the stability of the fixed points.
(ii) Show that f has a least one periodic point x with x 6= 0 or p.
Problem 23.
(i) Find the fixed points. Are the fixed points stable?
(ii) Calculate
lim f (n) (1/3).
n
Discuss.
(iii) Let n be a positive integer n with n 2. Find the distances
|1/n 1/(n + 1)| and |f (1/n) f (1/(n + 1))|.
Discuss.
Problem 24.
One-Dimensional Maps
11
r > 0.
Show that there exists an infinite number of eventually fixed points for
r > 4.
Problem 27. The logistic family fr : R R is defined by fr (x) =
rx(1 x).
(i) Show that fr undergoes a period-doubling bifurcation.
(ii) Find the values of x and the period doubling occurs.
For fr to undergo a period-doubling bifurcation for x = x0 , r = r0 , it must
satisfy the following four conditions.
(i) fr0 (x0 ) = x0
(ii) fr0 0 (x0 ) = 1
(2)
(fr )0 (x0 )
(iii)
r
(iv) fr0000 (x0 ) 6=
Problem 28.
6= 0
r=r0
23 [fr00 (x0 )]2 .
Find out whether fr undergoes a tangent bifurcation, and if so, for which
values of x and r it occurs.
(i) Establish for which values of r the quadratic map is topologically conjugate to the logistic map f (x) = x(1 x), > 0.
(ii) Make use of the topological conjugacy in order to establish for which
values of r, gr will have a single attractive fixed point.
(iii) What happens if r = 34 ?
(iv) Can any conclusions be drawn about the dynamics of gr if r > 1/4?
Problem 30.
2x for x [0, 21 ]
T (x) =
2 2x for x [ 12 , 1].
(i) Sketch the graph of the tent map T . Draw the line f (x) = x for x [0, 1]
to locate the fixed points. Find the fixed points.
(ii) Sketch the graph for the second iterate T (2) of the tent map T . Draw
the line the locate the fixed points.
(iii) Let T (n) be the n-th iterate. Show that T (n) has 2n repelling periodic
points of period n.
(iv) Show that these periodic points are dense on [0, 1].
Problem 31.
2x for x [0, 12 ]
T (x) =
2 2x for x [ 12 , 1].
1
1
One-Dimensional Maps
13
k
2X
1
j=0
1
,
3
x1 =
8
,
9
x2 =
32
,
81
x3 =
6272
.
6561
Problem 33.
t = 0, 1, 2, . . .
with x0 0.
(i) Find the fixed points of f and study their stability.
(ii) Find the maxima and minima of the function f .
Problem 34.
Show that the map has two fixed points. Are these fixed point hyperbolic
fixed points?
Problem 35.
[0, 1]
2x if x 1/2
2 2x if x 1/2
(2)
and
mod 1
st =
t = 0, 1, 2, . . .
1 if xt 0.5
0 if xt < 0.5
t = 0, 1, . . .
(1)
where x0 [0, 1]. It can also be considered as a map f : [0, 1] [0, 1],
f (x) = 4x(1 x).
(i) Show that xt [0, 1] for t = 1, 2, ....
One-Dimensional Maps
(ii) Find the fixed points of the equation.
(iii) Give the variational equation.
(iv) Show that the fixed points are unstable. Hint. Show that
df (x)
> 1.
dx
x=x
15
(2)
1 1
cos(2t arccos(1 2x0 )).
2 2
(3)
r
1 1
cos s
2 2
2
(4)
where r and s are integers we find that the orbits are periodic or tend to a
fixed point.
(viii) Show that for allmost all initial values we find that the autocorrelation
function is given by
1
for
=0
Cxx ( ) = 8
(5)
0 otherwise
(ix) Show that the invariant density is given by
(x) =
x(1 x)
(x) Show that for almost all initial values the Ljapunov exponent for the
logistic map (1) is given by
= ln(2).
Problem 39.
(1)
Let 1 a b 1 and
([a, b]) :=
Calculate ([1, 1]).
Z
a
dx
.
1 x2
(2)
(3)
where f 1 ([a, b]) denotes the set S which is mapped under f to [a, b], i. e.
f (S) = [a, b]. The quantity is called the invariant measure of the map f .
(iii) Let g : [0, 1] 7 [0, 1] be defined by
2x 0 x 1/2
g(x) :=
(4)
2(1 x) 1/2 < x 1
This map is called the tent map. Let 0 a b 1 and
Z b
dx.
([a, b]) :=
a
Show that
(g 1 ([a, b])) = ([a, b])
where g 1 ([a, b]) is the set S which is mapped under g to [a, b], i. e. g(S) =
[a, b].
(iv) Find the Lyapunov exponent of the tent map (4).
Problem 40. The Chebyshev polynomials of first kind can be defined as
(n = 0, 1, 2, . . .)
n
n
p
p
1
x x2 1 + x + x2 1
2
bn
2c
X
n
n
(1 x2 )k
=x
2k
Tn (x) =
k=0
r [3.2, 4.0]
One-Dimensional Maps
17
3x for 0 x 1/3
f (x) = 2 3x for 1/3 x 2/3
3x 2 for 2/3 x 1.
4x + 4 for 3/4 x 1.
Find a lower as well as an upper limit for the value of the Liapunov exponent.
Problem 45.
2
arcsin x.
x
2
1 cos(x)
.
2
(1)
(2)
(1)
(y)(x f (y))dy
(x) =
(2)
becomes
1
(x) =
2r
1x
2
(1r)/r "
1x
2
1/r !
+
1x
2
1/r !#
.
(3)
(1)
X
|si ti |
i=0
2i
(2)
One-Dimensional Maps
19
X
1
0 d[s, t]
= 2.
i
2
i=0
(3)
(2)
(3)
mod 1
(1)
(1)
k Z+ .
(2)
The function possesses an infinite number of discontinuties and is not injective since each x0 has a countable infinity of inverse images, one on each
interval [(k + 1)1 , k 1 ] for integral k.
(i) Show that the return mapping is expansive,
|f 0 (x)| > 1
(3)
Problem 55. Consider the unimodal map f : [0, 1] [0, 1]. We assume
that f is continuous and reaches its maximal value at an interior point c
of I. The point c is called the critical point of f . In both subintervals
divided by c, [0, c) and (c, 1], the map f is strictly monotonic. We assume
that f (0) = f (1) = 0. A discrete dynamical system
xt+1 = f (xt ),
t = 0, 1, 2, . . .
0 for x < c
A(x) := c for x = c
1 for x > c
we transform the orbit (x0 , x1 , x2 , . . .) into an itinerary, that is,
I(x) = (A(x0 ), A(x1 ), . . . , A(xt ), . . .)
which is an infinite string over the alphabet {0, c, 1}. The kneading sequence
of the unimodal map f is the itinerary I(f (c)), which decides nearly all
other itineraries a given map f can have.
One-Dimensional Maps
21
(i) Show that the logistic map f (x) = 4x(1 x) is a unimodular map.
(ii) Obviously, c = 1/2 is a critical point of the map. Find a preimage of
the map.
(iii) Find the orbit in the coarse-grained description for the initial value
x0 = 1/3.
(iv) Find the kneading sequence.
Problem 56. To construct the symbolic dynamics of a dynamical system,
the determination of the partition and the ordering rules for the underlying
symbolic sequences is of crucial importance. For one-dimensional mappings, the partition is composed of all the critical points. Consider the
antisymmetric cubic map f : [1, 1] [1, 1] (t = 0, 1, 2, . . .)
xt+1 = f (xt ) rx3t + (1 r)xt ,
r [1, 4].
(1)
(i) Find the critical points of f . We denote the critical points by C and C.
(ii) Show that the ternary partition marked by C and C divides the interval
[1, 1] into three monotonic branches.
(iii) The right branch to C is assigned 0, the left branch to C is assigned 2,
whereas the part between C and C is 1. Show that nearly all trajectories
are unambiguously encoded by infinite strings of bits S(x) = (s1 s2 ),
where si is either 0, 1 or 2.
(iv) Referring to the natural ordering of the real numbers in the interval
[1, 1], show that the ordering rules for these symbolic strings can be defined, that is, considering two symbolic strings S(x1 ) and S(x2 ) from the
initial points x1 and x2 , S(x1 ) S(x2 ) if and only if x1 > x2 .
(v) Find the kneading sequence Kg and Ks (i.e. the forward symbolic
sequences from the maximal and minimal values C and C).
Problem 57.
(0, 1))
x
r,
1x
1r , x
(0, r),
(r, 1].
(i) Show that for each r we have constant invariant density (x) = 1.
(ii) Show that this can be used to calculate the Liapunov exponent r
r = (r 1) ln(1 r) r ln r.
Problem 58.
(1)
(y)(x f (y))dy.
(x) =
0
Thus the time evolution of a state (x) under f is given by the FrobeniusPerron operator U , defined by
1
1
1
n
x + n
(x + 1)
.
n+1 (x) = U n (x) :=
2
2
2
Since is a probability density, it should be integrable, we require it to
be in the Banach space L1 (0, 1) of Lebesgue integrable functions on [0, 1].
However, it is common to restrict to the Hilbert space L2 (0, 1) of squareintegrable functions (Lebesgue measure). Consider the states en,s defined
by
en,s (x) := exp(2i2n (2s + 1)x)
where n is a non-negative integer and s is an integer. Any integer ` can be
written uniquely as ` = 2n (2s + 1) for integers n 0 and s Z.
(i) Show that U is a one-sided shift operator, i.e.,
en1,s (x), n > 0
U en,s (x) :=
0,
n = 0.
(ii) Show that the spectrum of U fills the unit disk in the complex plane.
Problem 59.
[0, 1] [0, 1]
without using the Frobenius-Perron approach and by making use of the fact
that for the symmetric tent map f : [0, 1] [0, 1]
2x for 0 x < 0.5
f (x) =
2 2x for 0.5 x 1
the invariant density is constant.
Problem 60.
with the map f : [0, 1] [0, 1]. Equation (1) implies that the probability
density evolves toward the stationary invariant density , provided that all
One-Dimensional Maps
23
eigenvalues except unity are located within the unit circle. Therefore, if the
Frobenius-Perron is asymptotically stable, then we have
Z 1
(x) =
(x f (y))(y)dy.
(2)
0
(type 1)
(type 2).
(3)
(4)
In type 1, the map is symmetric about the value x = 1/2. Type 2 corresponds to the translationally symmetric map. These restrictions are mainly
due to the difficulty for the arbitrary form of the map f . It is difficult to
obtain the inverse image of f .
Problem 61. Let X be a random variable, absolutely continuously distributed on the interval [0, 1] with probability density (x). The random
variable is expanded into a simple continued fraction, i.e. a sequence of positive integer valued random variables ak and a sequence of random variables
Xk [0, 1] are defined as follows
X1 = X,
ak = [Xk1 ],
Xk+1 = Xk1 ak .
(1)
For each k, Xk and ak are random variables, Xk being absolutely continuously distributed in the interval [0, 1] with probability density k (x), and
ak being a discrete variable. Show that
lim k (x) =
1
.
(1 + x) ln 2
(2)
1
(1 + x) ln 2
is a fixed point of A.
Problem 62. Let S 1 be the unit circle and identify each point on the
circle by the radian measure of the angle between the positive x-axis and
the ray beginning at the orign and passing through the point. We measure
angles in a counterclockwise direction. We identify the point with the
point + 2n, where n is an integer. We define a metric on S 1 be letting
d[, ] be the length of the shortest arc on the circle from to . More
precisly, if and are in the interval [0, 2), then
| | for | |
d[, ] :=
(1)
| | for | | >
(2)
Problem 63.
2n
(1)
(2)
In other words, the shift map forgets the first digit of the sequence. Construct a topological conjugacy from fr to .
Problem 64. The discrete Fourier transform is used when a set of sample
function values, x(i), are available at equally spaced time intervals numbered i = 0, 1, . . . , N 1. The discrete Fourier transform maps the given
function values into the sum of a discrete number of sine and cosine waves
whose frequencies are numbered k = 0, 1, . . . , N 1, and whose amplitudes
are given by
N 1
1 X
l
x
(k) =
x(l) exp i2k
.
(1)
N
N
l=0
x(l) sin 2k
.
x
(k) =
N
N
N
N
l=0
(3)
l=0
N
1
X
k=0
l
x
(k) exp i2k
.
N
(4)
(5)
One-Dimensional Maps
where n, m are integers. Consider the tent map
2x for x [0, 1/2]
f (x) :=
2 2x for x (1/2, 1]
25
(6)
(i) Show that the initial value x = 6/17 leads to the periodic orbit.
(ii) Find the Fourier transform of this orbit.
Problem 65. Consider a one-dimensional ergodic and chaotic map f :
[0, 1] [0, 1]. The Frobenius-Perron integral equation is given by
Z 1
(x) =
(x f (y))(y)dy
(1)
0
for
x [0, 1].
(2)
Assume that
f (0) = 0,
f (1 x) = f (x),
x [0, 1]
(3a)
and
df
> 0 x [0, 1/2].
dx
Thus f is symmetric about the value 1/2. Find f if is given.
Problem 66.
(3b)
t = 0, 1, . . .
with x0 [1, 1]. Find the fixed points and show that they are unstable.
(ii) Find the invariant density and under the assumption that the system
is ergodic calculate the Liapunov exponent.
Problem 67.
t = 0, 1, 2, . . .
(1)
1
+
yt
(2)
(3)
Problem 68.
(4)
xt
bt ,
xt+1
t = 0, 1, 2, . . .
Problem 69.
(1)
2 xt
, t = 0, 1, . . . .
xt+1 =
1 + xt
One-Dimensional Maps
27
The graph of the map looks like a W. Find the invariant measure .
Problem 72.
2x
for 0 x 1/2
2x + 2 for 1/2 < x 1
f 0 (x)
2
f 00 (x)
f 0 (x)
2
< 0 for all x 6= 0.
r (0, 2]
= 0
.
(Sf )(z) :=
f 0 (z)
2 f 0 (z)
f (z)
2 f 0 (z)
The Schwarzian derivative can also be written as
1
f 0 (x)f 0 (y)
.
(Sf )(y) := 6 lim
xy (f (x) f (y))2
(x y)2
(i) Find the Schwarzian derivative of
g(z) =
az + b
,
cz + d
ad bc 6= 0.
xt + 2
,
xt + 1
x0 0.
Problem 77.
t = 0, 1, 2, . . .
(1)
1
x = .
2
(2)
(ii) Show that the solution of the initial value problem is given by
xt = sin(3t arcsin(u0 )).
Problem 78.
t = 0, 1, 2, . . .
(3)
One-Dimensional Maps
29
4xt (1 xt )(1 k 2 xt )
,
(1 k 2 x2t )2
t = 0, 1, 2, . . . ,
0 k2 1
(1)
k 4 x4 3x2 + 6x 3 = 0.
(2)
(ii) Find the solution of the initial value problem using Jacobi elliptic functions. Apply the addition theorems for Jacobi elliptic functions
sn(u v) =
Problem 80.
sn(u)cn(v)dn(v) cn(u)sn(v)dn(u)
1 k 2 sn2 (u)sn2 (v)
xt+1 = 16xt (1 2 xt + xt ),
t = 0, 1, 2, . . .
(1)
t = 0, 1, 2, . . .
xt+1 = 2xt (1 x4t )1/2 ,
xt+1 = (xt
1)3 ,
t = 0, 1, 2, . . .
(1)
or
T (x) = 10x j for
j
j+1
x<
,
10
10
j = 0, 1, . . . , 9.
(i) Let
x=
X
ak
= .a1 a2 .
10k
k=1
(n)
t = 0, 1, 2, . . .
Apply the transformation xt = sin (t ), i.e. find the map for t , where
t [0, 1).
Problem 86.
0 =
X bj
b0
b1
b2
+ 2 + 3 + =
,
2
2
2
2j+1
j=0
bj { 0, 1 }.
n = 1, 2, . . . .
One-Dimensional Maps
31
k
2X
1
j=0
where [j2k ,(j+1)2k ) (x) is the step function with the support [j2k , (j +
1)2k )
1 x [j2k , (j + 1)2k )
[j2k ,(j+1)2k ) (x) :=
0x
/ [j2k , (j + 1)2k )
Let xj+1 = 4xj (1 xj ) with j = 0, 1, 2, . . . and x0 = 1/3. Then
x0 =
1
,
3
x1 =
8
,
9
x2 =
32
,
81
x3 =
6272
.
6561
f (x)dx.
0
Problem 89.
4x
for 0 x 1/4
2x + 2 for 3/4 x 1
Problem 91. Let fr (x) = rx(1 x) with r > 2 + 5. Show that the
Ljapunov exponent of any orbit that remains in [0, 1] is greater than 0 if it
exists.
Problem 92. Consider the map f : [0, ) [0, ). Assume that f is
analytic and f (0) = 0. Let p > 0 be a fixed point such that f 0 (p) 0.
Furthermore assume that f 0 (x) is decreasing. Show that all positive x0
converges to the fixed point p under the iteration of the map f .
1/2 2x if 0 x 1/4
f (x) = 1/2 + 2x if 1/4 x 3/4
5/2 2x if 3/4 x 1
g(0) = 1
by approximating g by a fourth degree polynomial. Also estimate the maximum error in g(x) which results from this approximation. By construction,
1 1
1 1
g : [ , ] [ , ].
2 2
2 2
Problem 95.
xt+1 = rxt (1 xt ),
x0 [0, 1],
t = 0, 1, 2, . . .
(1)
Using the renormalization technique show that how the accumulation point
(r ) and the structural universalities ( and ) can be determined approximatively for (1).
Problem 96. Let x [0, 1]. Then 4x(1 x) [0, 1]. Apply the transformation x 7 4x(1 x) to the differential one form
=
1
1
p
dx.
x(1 x)
Discuss.
Problem 97.
t = 0, 1, 2, . . .
Then the invariant measure (x) with the multiplication factor m satisfies
(xt+1 )|dxt+1 | = m (xt )|dxt |.
Thus
df (x)
(x)
dx = m (f (x)) .
One-Dimensional Maps
33
(i) Find the multiplication factor for the logistic map f : [0, 1] [0, 1],
f (x) = 4x(1 x) with the invariant measure
(x) = p
1
x(1 x)
0 x 1/3
3x
f3 (x) = 2 3x 1/3 x 2/3
3x 2 2/3 x 1
with the invariant measure (x) = 1. The map f3 is piecewise linear and
continous.
Problem 98.
is defined by
r>0
ax + b
cx + d
axt + b
,
cxt + d
t = 0, 1, . . .
df (x)
.
dx
t = 0, 1, 2, . . .
xt
,
1 + xt
t = 0, 1, 2, . . .
(1)
(2)
t = 0, 1, 2, . . . .
(3)
One-Dimensional Maps
35
where Fix denotes the number of fixed points of the iterated map f (n) .
Next we introduce the free energy F (f, ) per unit time (or unit site)
F (f, ) 1 lim
1
Zn (f, ).
n
(2)
(F (f, ))
= hln |f 0 |i .
(3)
F (f, )
= (U (f, ) F (f, )).
(5)
1
ln(#Fix(f (n) ))
n
which is the formula for the topological entropy for g. Dinaburgs theorem
asserting the inequality, topological entropy Kolmogorov entropy, has the
following expression
S(0) S(1).
This is obvious since entropy increases as decreases due to the positivity
of the heat capacity. We identify S(c ) with the Kolmogorov entropy,
where c is the such that F (f, c ) = 0.
(i) Let fp : [0, 1] [0, 1] be a map defined by
x/p
x [0, p]
fp (x) =
(1 x)/(1 p) x [p, 1].
Find Zn (fp , ).
for t 1
x2t+1 = 2xt + 1
for t 1
One-Dimensional Maps
1.2.2
37
Supplementary Problems
Problem 108.
n 6= 1
ut = cn a1/(1n)
where c is an arbitrary constant. Take the logarithm of both sides. Show
that this result can also be written in the form
t
ut = un0 a(1n
)/(1n)
r
sin(2t ),
2
mod 1
:= lim
whenever the limit exists. For r < 1 the limit always exists. It can be either
a rational or an irrational number. The regions in the r space where
a unique rational number of exists are called Arnold tongues. For r < 1
there is no overlap of the Arnold tongues. Show that for r > 1 the Arnold
tongues begin to overlap.
Problem 110.
e8xt e4xt + 4
,
e4xt + 3
t = 0, 1, 2, . . .
S = (S0 , S1 , . . . , Sn1 ),
T = (T0 , T1 , . . . , Tn1 )
n1
1 Y
(1 + Sj Tj ).
2n j=0
n1k
X
Sj Sj+k
j=0
where k = 1, . . . , n 1.
Problem 112. The logistic map xt+1 = 4xt (1xt ) is well studied. Study
the map
sinh(xt+1 ) = 4xt (1 xt ), t = 0, 1, . . . .
Is x = 0 a fixed point? Note that
sinh(x) :=
X
x2j+1
(2j + 1)!
j=0
1
ln(cosh(4xt ))
2
2` + 1 1 d` 2
`
(x
1)
:
`
=
0,
1,
2,
.
.
.
B = ` (x) =
2 2` `! dx`
One-Dimensional Maps
39
+1
Fjk = hj |f (x)|k i =
j, k = 0, 1, 2, . . .
which acts as a linear bounded operator in the Hilbert space `2 (N0 ). How
can one reconstruct the function f from F and the orthonormal basis?
Calculate the matrix F and find the spectrum of F .
Problem 117.
(i) Show that f (x ) = x (fixed point equation) has only one real solution.
(ii) Show that this fixed point is given by
x = 1 +
X
(1)j1 j j1 ej
j=1
Problem 119.
j!
4x + 3 for 1 x 1/2
2x for 1/2 x 1/2
g(x) =
4x 3 for 1/2 x 1
are topologically conjugate.
Problem 121. Let r 0 be the bifurcation parameter and x0 0. Study
the map
xt+1 = x5t ext + r, t = 0, 1, 2, . . .
Since x0 0 we have xt 0 for all t. First find the fixed points and study
their stability.
Problem 122. Let x be a positive integer. Now bxc denotes the greatest
integer not exceeding x. Let a and b be real numbers with a > 1. We define
the sequence pt as
pt = b(t + 1)/a + bc bt/a + bc,
t = 1, 2, . . .
1 1
+ = 1.
a c
Problem 124.
t = 0, 1, 2, . . . .
One-Dimensional Maps
41
(i) Show that f admits infinite many fixed points given by x = n, where
n Z.
(ii) Study the stability of these fixed points.
(iii) Show that the function is a diffeomorphism. Find f 1 .
(iii) Find the inverse of f applying the Lagrange inversion theorem. Let
y = f (x), where f is analytic at a point p and df (x = p)/dx 6= 0. Then one
can invert on a neighbourhood of f (p), i.e. x = g(y), where the function g
is analytic at the point f (p). The series expansion is
j !!
X
(y f (p))j dj1
xp
lim
.
g(y) = p +
xp
j!
dxj1 f (x) f (p)
j=1
In the present case we have p = 0. Then df (x = p)/dx = 2 and f (p = 0) = 0
and the series expansion simplifies to
j !!
X
y j dj1
x
lim
g(y) =
.
xp
j! dxj1 f (x)
j=1
Problem 127.
Problem 129.
written as
(ii) Show that the logistic map xt+1 = 4xt (1 xt ) can be written as
xt+1
0 2
2 0
xt
xt
=
1 xt+1
1 1 1 1
1 xt
1 xt
where denotes the Kronecker product.
Problem 130. (i) Construct a polynomial p(x) = x2 + ax + b that admits
the roots
3+3
33
,
.
6
6
(ii) Construct a polynomial p(x) = x2 + ax + b that admits the fixed points
30 + 6
30 6
,
.
6
6
Problem 131. Let x > 0. Find the fixed points of the functions f1 (x) =
x + 1/x, f2 (x) = x 1/x and study their stability.
Problem 132.
+ x arctan(x).
2
One-Dimensional Maps
43
Problem 134.
with f (1) = 1, f (1) = 1 and f (0) = 1. Does the map show chaotic
behaviour?
Problem 135.
1
r
x+
.
2
x
(i) Show that if r (1, 3), then fr maps (1, ) into itself, i.e. f (x) (1, )
for all x (1, ).
(ii) Show that the map fr is a contraction if r (1, 3). Find the fixed
points as a function of the parameter r.
Problem 136. Demonstrate the existence of an orbit of f : [0, 1] [0, 1],
f (x) = 4x(1 x) with prime period three.
Problem 137.
(1)
(1)
with D 2. Show that the Ljapunov exponent for almost all initial values
is given by ln(D).
Problem 138.
Let f be defined by
x [0, ]
x/
x [, 1 ]
f (x) := 1
(1 x)/ x [1 , ]
Show that this allows a Cantor set C as a maximal invariant set. Show
that the Hausdorff dimension DH of C is ln(2)/ ln . Show that there is
rk (x) =
a2
b1 +
a3
b2 +
b3 +
+
ak
bk + x
Ak + Ck x
,
Bk + D k x
k = 0, 1, 2, ,
One-Dimensional Maps
45
,
Bk + Dk x
(bk Bk1 + ak Dk1 ) + Bk1 x
k = 1, 2, . . . ,
for all values of x for which rk (x) is defined, and that also
A1 = Ca1 ,
C1 = 0,
B1 = Cb1 ,
D1 = C
where C is an arbitrary nonzero constant of proportionality. The righthand member of the identity is the result of replacing k by k 1 and x by
ak /(bk + x) in the left-hand member.
Problem 142. Consider a system which prints out a sequence of symbols
using a basic alphabet of m different characters. Show that the number of
admissible character strings of length n is mn , is the length of a sequence
examined and H = log m.
Problem 143.
n = 1, 2, . . .
Let =
xj = (j + 1)2
mod 1
Fn = 2(2
+ 1.
Show that the fixed point equation f (x ) = x has infinitely many solutions.
Problem 147.
(i) Find the fixed points. Are the fixed points stable?
(ii) Is the function continuous?
(iii) Find minima and maxima of f .
(iv) Find f (5), f (f (5)), f (f (f (5))). Discuss.
Problem 148.
t = 0, 1, 2, . . .
1 1
sin(2x).
2 2
Find the fixed points and study their stability. The fixed x = 1/2 is
obvious. The others two must be found numerically.
Problem 150.
Note that f (0) = 1 and f (1) = 0. If x1 < x2 , then f (x1 ) > f (x2 ). The
function admits one fixed point. Find the fixed point and study its stability.
Problem 151.
4n 2
Cn1 ,
n+1
n1
One-Dimensional Maps
47
(ii) Consider
Cn =
n1
X
Cj Cnj1 ,
n1
j=0
n1
X
Tj Tnj+1 ,
n3
j=2
Construct a polynomial
p(x) = x2 + ax + b
1
( 3 3)
6
1
( 30 6).
6
and the Hilbert space L2 ([1, 1]) of square integrable functions. Then
f L2 ([1, 1]). An orthonormal basis in this Hilbert space is given by the
normalized Legrende polynomials
2` + 1 1 d` 2
`
(x 1) ` = 0, 1, 2 .
B=
2 2` `! dx`
Find the infinite dimensional matrix (matrix representation of f )
Z +1
Fjk =
j (x)f (x)k (x)dx
1
Chapter 2
Higher-Dimensional Maps
and Complex Maps
2.1
Introduction
Inverse function theorem. Let f be a continuously differentiable, vectorvalued function mapping an open set E Rn to Rn . Let S = f (E). If, for
some point p E, the Jacobian determinant det(Jf (p)) is nonzero, then
tere exists a uniquely determined functional g and two open sets X E
and Y S such that (i) p X, f (p) Y , (ii) Y = f (X), (iii) f : X Y
is one-one, (iv) g is continuously differentiable on Y and
g(f (x)) = x
for all x X.
48
2.2
2.2.1
49
Two-Dimensional Maps
Solved Problems
where x1,0 [0, 1] and x2,0 [0, 1]. First find the fixed points and study
their stability. Does the system show chaotic and hyperchaotic behaviour?
Problem 2.
is defined by
f2 (x1 , x2 ) = bx1 .
x2,t+1 = bx1,t
p
1
[(1 b) (1 b)2 + 4a],
2
x2 = bx1 .
Show that the fixed points are real for a > (1 b)2 /4.
(iii) Show that for a = 1.4 and b = 0.3 the fixed points are unstable, i.e.
find the values of a and b for which the fixed points are attractive, repellent
or saddle points.
(iv) Find the periodic points of period 2 of fa,b and the values of a and b
for which they exist.
Problem 3.
f2 (x1 , x2 ) = bx1 .
f2 (x1 , x2 ) = sinh(x1 ).
Show that this function admits the (only) fixed point (0, 0). Find the
functional matrix at the fixed point
f1 /x1 f1 /x2
.
f2 /x1 f2 /x2
(0,0)
g2 (x1 , x2 ) = sinh(x2 ).
Show that this function admits the (only) fixed point (0, 0). Find the
functional matrix at the fixed point
g1 /x1 g1 /x2
.
g2 /x1 g2 /x2
(0,0)
51
Problem 8.
is given by
f (x1 , x2 ) =
(2x1 , x2 /2)
0 x1 < 1/2
(2x1 1, x2 /2 + 1/2) 1/2 < x1 1
1
xt+1 + 1/xt
yk+1 = f2 (xk , yk )
f1
f1
(x = xt , y = yt )ut +
(x = xt , y = yt )vt
x
y
vt+1 =
f2
f2
(x = xt , y = yt )ut +
(x = xt , y = yt )vt .
x
y
1
ln (|uT | + |vT |) .
T
c3
z + c2 z exp i(c1
1 + |z|2
(1)
(2a)
(2b)
where
t := c1
c2
1 + x2t + yt2
and t = 0, 1, 2, . . .. Find the fixed points. Study the stability of the fixed
points.
53
(1)
1
a yt
1
1a (yt
yt < a
a) yt > a
(1b)
yt [0, 1].
(2)
where
xt [0, 1],
(i) Show that an expression for the f ()-spectrum of its attractor is given
by
(1 ) log(1 ) + log
f () = 1 +
(1 ) log a + log b
=
log a ( 1) log a
( 1) log(b /a ) + log(a/b)
where b = 1 a.
(ii) Let
a = b =
Show that
f () =
1
,
5
a=
2
,
5
b=
3
.
5
(1 ) log(1 ) + log
log 23
log log(1 )
.
log 51
f ()
q = |f ()/=q
D0 = 1.4307,
D2 = 1.4063
(2)
terms of order
r2
(8)
where
x1 := r cos ,
x2 := r sin .
(9)
Here
= 0 +
terms of order rl
for all
k, l 5.
(11)
55
(iii) Prove the following. Suppose satisfies (2), (3), (4), (5) and (6) and
is C k , k 5. Then for near 0, by a dependent coordinate change in
R2 , one can bring in the form
(r, ) = ((1 + )r f1 ()r3 , + f2 () + f3 ()r2 ) +
terms of order r5 .
(10)
For each , the coordinate transformation of R2 is C . The induced coordinate transformation on R2 R is only C k4 .
Problem 16. Consider the following two-dimensional non-invertible map
t+1 = 2t
mod 2,
zt+1 = zt + cos t
(1)
where
2 > > 1,
0 < < 2.
(2)
1c
x+c
0xc
c
Tc (x) =
1 1 x cx1
1c 1c
and
(
Uc (x, y) =
y
0xc
+ (1 )y c < x 1
(i) Show that the two fixed points lie on the line y = x tan(/2).
(ii) Verify that this map is conjugate to
X1 = X cos Y sin + (X cos(/2) Y sin(/2))2 sin(/2)
(1)
(2)
(3)
which transforms the column vector (x1n , x2n ) into the column vector (x1n+1 , x2n+1 ),
where all x1 and x2 are taken modulo 1.
(i) Given the recursion for the Fibonacci numbers
Fn = Fn1 + Fn2 ,
F1 = F2 = 1
where t = 0, 1, . . .. Is dx1 dx2 invariant under the map? Find the fixed
points and study their stability. Calculate the first iterate of the map and
their fixed points, i.e. find periodic points. Study the stability of these
periodic points.
Problem 22.
given by
f (x, y) =
(2x, y)
if 0 x 1/2
(2x 1, y + (1 )) if 1/2 x 1
57
where 1/2 < 1. Discuss the behaviour of the map for 1/2.
Problem 23.
i.e. f1 (x, y) = 4 arctan(x), f2 (x, y) = y/2. (i) Find the fixed points.
Discuss.
(ii) Find the stable manifold of (0, 0). Find the unstable manifold of (0, 0).
Find the basins of attraction.
Problem 24.
Let
f
x1
x2
=
1
1
1
0
x1
x2
mod 1.
Then f is defined on the unit square in R2 (or on the torus). Find the
Ljapunov exponents of any orbit of the map.
Problem 25.
expression
(1)
r1 (x) =
a1
,
b1 + x
r2 (x) =
a1
a2
b1 +
b2 + x
(1)
rk (x) =
a2
b1 +
a3
b2 +
b3 +
+
ak
bk + x
Ak + Ck x
,
Bk + D k x
k = 0, 1, 2, ,
,
Bk + Dk x
(bk Bk1 + ak Dk1 ) + Bk1 x
k = 1, 2, . . . ,
for all values of x for which rk (x) is defined, and that also
A1 = Ca1 ,
C1 = 0,
B1 = Cb1 ,
D1 = C
where C is an arbitrary nonzero constant of proportionality. The righthand member of the identity is the result of replacing k by k 1 and x by
ak /(bk + x) in the left-hand member.
Problem 27.
t = 1, 2, . . .
(1)
t = 0, 1, 2, . . .
(2)
59
with
f (x) := (A0 X) (A1 X),
x
i i i
X := x ,
Ai := i i i ,
1
i i i
(2a)
i = 0, 1.
(2b)
(i) Show that each member of this family possesses a 1-parameter family
of invariant curves that fills the plane
(0 +K1 )x2 y 2 +(0 +K1 )x2 y+(0 +Ki )x2 +(0 +K1 )xy 2 +(0 +K1 )xy
+(0 + K1 )x + (0 + K1 )y 2 + (0 + K1 )y + (0 + K1 ) = 0
(4)
where the integration constant K is invariant on each curve (ii) Show that
the biquadratic equation (3) can be parametrized in terms of elliptic functions yielding the second integration constant. For these reasons map (1)
is called integrable.
Problem 29.
(1)
where t = 0, 1, . . ..
(i) Let = 0, = 1 and x0 = 0.2, y0 = 0.3 (master-slave system). Does the
system synchronizes?
(ii) Let = 0.5, = 0.5 and x0 = 0.2, y0 = 0.3. Does the system synchonizes?
Problem 32. Consider the following two-dimensional non-invertible map
n+1 = 2n
mod 2,
zn+1 = zn + cos n
(1)
where
2 > > 1,
0 < < 2.
(2)
(1)
(2)
Problem 34.
t+1 = t + t1 .
(3)
(1)
(2)
61
Problem 35.
t+1 = t + t1 .
(3)
(1)
1
2
x
y
mod 1.
(1)
which transforms the column vector (x1n , x2n ) into the column vector (x1n+1 , x2n+1 ),
where all x1 and x2 are taken modulo 1.
(i) Given the recursion for the Fibonacci numbers
Fn = Fn1 + Fn2 ,
F1 = F2 = 1
1
dx1 dx2
(2)2
1
exp(imx1 ) exp(inx2 ),
2
m, n Z
in this Hilbert space. Find the matrix representation of U . Find the spectrum of the unitary operator U .
63
xn+1
yn+1
0
=
xn
for l(xn , yn ) 0
1 yn
0
xn
1
+(1 )
for l(xn , yn ) > 0
1
yn
1
0
1+
2
t = 0, 1, 2, . . .
(1)
(2)
to the equation
tan(ut+2 + ut+1 + ut ) = 0
and hence obtain the general solution in the form
2t
2t
n
yt = a tan c1 cos(
) + c2 sin(
)+
3
3
2
where c1 and c2 are arbitrary constants and n is an arbitrary integer.
Problem 42. Find the exact solution of the initial value problem for the
system of difference equations
x1t+1 = 2x21t 2x22t 1,
t = 0, 1, 2, . . . .
t = 0, 1, 2, . . . .
Problem 44. Find the exact solution of the initial value problem for the
system of difference equations
x1t+1 = (2x1t 2x2t 1)(2x1t +2x2t 1),
t = 0, 1, 2, . . . .
: Rn Tn := Rn /Zn .
A=
2
1
1
1
65
.
yt+1 = xt + yt
Problem 51.
Let
f
x1
x2
=
1
1
1
0
x1
x2
mod 1.
Then f is defined on the unit square in R2 (or on the torus). Find the
Ljapunov exponents of any orbit of the map.
Problem 52. Find the condition on the bifurcation parameter b such
that the map f : R2 R2
f1 (x1 , x2 ) = bx2 + 1 ax21 ,
f2 (x1 , x2 ) = x1
is area-preserving.
Problem 53. A one-dimensional map f is called an invariant of a twodimensional map g if
g(x, f (x)) = f (f (x)).
Problem 54.
x0 = x cos(2) + (y + 1 ex ) sin(2)
2
y 0 = x sin(2) + (y + 1 ex ) cos(2)
where is a bifurcation parameter. Find the fixed points and study their
stability.
Problem 55.
where
g (x) = x (1 )x2 .
(i) Show that these mappings can be written as a product of two involutions,
f = I2 I1 , where
0
x
x
x
=
I1 :
7
y
y
y0
0
x
x
y + g (x)
I2 :
7
=
.
y
y0
x g (x0 )
(ii) Show that the line y = 0 is invariant under I1 .
Problem 56. Study the coupled system of first order difference equations
p
1
m(t + 1) = tanh
m(t) 2 q(t)
T
T
p
1
2
q(t + 1) = m(t)sech
m(t) 2 q(t)
T
T
where = 0, 1, 2, . . . and the bifurcation parameter are in the range 3 <
p < 3, 0 < T < 2. Find the fixed points. Find periodic orbits. Does the
system show chaotic behaviour?
Problem 57.
t = 0, 1, 2, . . .
67
and x0 [0, 1] is probably the most studied map with chaotic behaviour.
Study the two-dimensional map
x1,t+1 = 4x1,t (1 x1,t )
x2,t+1 = 4x1,t x2,t (1 x2,t )
where x1,0 , x2,0 [0, 1]. This means the second equation is modulated by
the solution of the logistic map.
(iii) Study the higher-dimensional case
x1,t+1 = 4x1,t (1 x1,t )
x2,t+1 = 4x1,t x2,t (1 x2,t )
x3,t+1 = 4x1,t x2,t x3,t (1 x3,t )
where x1,0 , x2,0 , x3,0 [0, 1]. Extend to n dimensions.
Problem 58.
Problem 59.
t = 0, 1, 2, . . . .
a
sin(2(t)) +
sin(2((t) (t)))
2
4
a
(t + 1) = (t) +
sin(2(t)) +
sin(2((t) (t))).
2
4
(t + 1) = (t) +
Problem 60.
xt+1 = xt xt1 x1 x0 +
t
X
xt ,
t = 0, 1, 2, . . . .
t=0
Problem 61.
tion
where t = 0, 1, . . ..
f1 (x1 , x2 ) = x2 ,
Find the fixed points of the map and study their stability.
Problem 63. Let r > 0. Find the fixed points and their stability of the
two-dimensional map
xt+1 = r(3yt + 1)xt (1 xt )
yt+1 = r(3xt + 1)yt (1 yt ).
Study the transition to chaos in the range [1.0, 1.08].
Problem 64.
69
(i) Show that the fixed points are given by (0, 0) and (1, 0. Study the
stability of the fixed points.
(ii) Define rt and t via x1,t = rt cos(t ), x2,t = rt sin(t ). Show that rt
and t satisfy the difference equations
rt+1 = rt2 ,
Discuss.
(iii) Let V (x1,t , x2,t ) = x21,t + x22,t .
V (x1,t , x2,t ). Discuss.
Problem 67.
tions
t+1 = 2t .
Study V := V (x1,t+1 , x2,t+1 )
f1 (x, ) = x + 4k sin(),
(0, ),
(0, )
and
(2, 0),
(2, ),
(2, ).
mod 2.
du2
= ku1 (u1 1).
dt
where k > 0.
Problem 72.
xt+1
yt+1
=
1/2
0
0
2
xt
yt
+
(1/2 + )H(2yt 1)
0
mod 1.
71
Problem 74. Note that the map f : [1, 1] [1, 1] f (x) = 1 2x2
is fully chaotic. Let 1 (0, 2], 2 > 0 be the bifurcation parameters.
Consider the smooth map f : R2 R2 given by
f1,1 ,2 (x1 , x2 ) = 1 1 x21 + 2 (x2 x1 )
f2,1 ,2 (x1 , x2 ) = 1 1 x22 + 2 (x1 x2 ).
(i) Find the fixed points of the map and study their stability.
(ii) The second iterate is given by
f1,1 ,2 (f1,1 ,2 (x1 , x2 ), f2,1 ,2 (x1 , x2 ))
= 1 1 (1 1 x21 + 2 (x2 x1 ))2 + 2 (x1 x2 )(1 (x1 + x2 ) + 22 )
f2,1 ,2 (f1,1 ,2 (x1 , x2 ), f2,1 ,2 (x1 , x2 ))
= 1 1 (1 1 x22 + 2 (x1 x2 ))2 + 2 (x2 x1 )(1 (x1 + x2 ) + 22 ).
Find the fixed points of the second iterate (and thus periodic orbits) and
study their stability.
Problem 75. Let k 0 be the bifurcation parameter. Discuss the
behaviour of the two-dimensional map
t+1 = t + rt+1 mod 1
k
rt+1 = rt
sin(2t )
2
in dependence of the bifurcation parameter k, where t = 0, 1, . . ..
Problem 76.
f1 (x1 , x2 ) = 1 + x2 a|x1 |,
f2 (x1 , x2 ) = bx1 .
Show
that if b (0, 1), a > 0, 2a + b < 4, b < (a2 a)?(2a + 1) and
and
xt+2 =
y0 = x1 = 1,
yt + n
xt ,
yt+1
y1 = n
yt+2 =
yt + n
yt
yt+1
where bac denotes the greatest integer not greater than a. The ratio xt /yt
is called the Farey fraction and
x0 x1 x2
,
,
,
y0 y1 y2
xt
,
1 + x2t
t = 1, 2, . . .
t = 0, 1, . . .
f2 (x1 , x2 ) = x1
x2,t+1 = x1,t
f1 (x1 , x2 ) = x2 ,
f2 (x1 , x2 ) = x1
x22 + x2 +
x22 + x2 +
73
f1 (x1 , x2 ) = x2 ,
or written as difference equation
x1,t+1 = x2,t ,
where t = 0, 1, . . .. Is dx1 dx2 invariant under the map? Find the fixed
points and study their stability. Calculate the first iterate of the map and
their fixed points, i.e. find periodic points. Study the stability of these
periodic points.
Problem 84. Let a, d > 0. Consider the coupled logistic map f : R2 R2
f1 (x1 , x2 ) = 1 ax21 + d(x2 x1 ),
1
(x1,t + x2,t ),
2
v2,t =
1
(x1,t x2,t )
2
t+1
Y
(2(av1, + d))v2,0 .
=0
(v) Show that the stability of the x1,t = x2,t = v1,t is given by
p
Y
(2(ax1,t + d)) < 1.
=1
where
f () :=
where K, a, b > 0.
(i) Study first the one-dimensional case with x2,t = 0. Discuss the stability
of the fixed point x1 = K as a function of the parameter b with 0 < b < 3.
What happens at b 2.692?
(ii) For the two-dimensional case set K = 10 and define the new parameter q := x1 /K, where (x1 , x2 ) is the nontrivial fixed point of the twodimensional map. Show that for q = 0.4, a = 0.15b(1 exp(06b))1 must
hold.
(iii) Keeping q = 0.4 fixed, plot the attractor for different values 0 < b <
3. At which bc does the nontrivial fixed point lose stability? Find bc
numerically with the help of linearization. What happens when b = 2.2?
Problem 88.
yt+1 = xt yt
75
f2 (x1 , x2 ) = x1
Problem 90.
equations
Problem 91.
x2,t+1 = x1,t .
t+1 = t
f2 (x1 , x2 ) = x1 x2
t = 0, 1, . . . .
at + b
+c
xt
yt+1 = ext yt
mod 2
t = 1, 2, . . .
x2 (t + 1) =
First show that it admits the fixed point (x1 , x2 ) = (1, 1) and study the
stability of this fixed point.
Problem 99.
77
with increasing d.
Problem 100.
model
Problem 101.
xt+1 =
1
ln(cosh(4yt )),
2
yt+1 =
1
ln(cosh(4xt ))
2
xt+1 = sin(xt + yt ),
Problem 104.
1, 2, . . .)
with the initial values x0 and x1 . Setting yt = xt1 (i.e. yt+1 = xt ) we can
write it as a first order system
xt+1 = axt + ryt (1 yt ),
yt+1 = xt ,
t = 1, 2, . . .
f2 (x, y) = x.
Hopf bifurcation,
torus,
locking,
chaos,
hyperchaos
f1 (x1 , x2 ) = x2 + 1 ax21 ,
f2 (x1 , x2 ) = bx1
xt+1 = 4xt (1 xt ),
yt+1 = xt yt ,
t = 0, 1, 2, . . .
mod 1
t+1 = t + b mod 1
Problem 110. Let a > 0 and 1 > b > 0. Consider the system of nonlinear
two-dimensional difference equations
xt+1 = xt + a(eyt xt 1),
yt+1 = yt + b(xt yt ),
t = 0, 1, 2, . . . .
(i) Find the fixed points. Find the variational equation and study the
stability of the fixed points.
79
X
yt = b
(1 b)j1 xtj .
j=1
Problem 111.
xt+1 = 1 xt (1 xt yt ),
yt+1 = 2 xt yt .
yt+1 = yt + 2(x2t r)
where r [0, 2] is the bifurcation parameter. First find the fixed points and
study their stability.
Problem 113.
t = 1, 2, . . .
Problem 115.
t = 1, 2, . . . .
t = 0, 1, . . .
xt+1 = xt + xt (1 2 (2xt + yt ) 23 xt )
yt+1 = yt + yt (1 2 (xt + 2yt ) 23 yt ).
First find the fixed points.
Let a > 0 and 0. Consider the potential
Problem 118.
dU (q)
= 4q 3 4a2 q.
dq
Conider the two-dimensional map
qt+1 = qt + pt+1
dU (q = qt )
= pt 4qt (qt2 a2 ).
pt+1 = pt
dq
(i) Find the Jacobian matrix
qt+1 /qt
J=
pt+1 /qt
qt+1 /pt
pt+1 /pt
.
0
1
1
0
.
xt+1 + xt
,
1 + xt+1 xt+1
t = 0, 1, 2, . . .
81
where x0 = 1, x1 = 1/2.
Problem 121.
xt+3
det xt+2
xt+1
xt+2 xt+1
xt+1
xt = 0
xt
0
.
q p
p q
P (p, q) = xf (q + yp) + cq + dp
1
3
x1 + 2x21 x2,t + r,
2
2
x2,t+1 = x1,t ,
t = 0, 1, 2, . . .
Find the fixed points and study their stability. Find the second iterate and
the fixed points of it and thus find periodic orbits. Study their stability.
Problem 126.
Problem 128.
Let a = 1 and consider b as the bifurcation parameter. Show that the map
admits Hopf bifurcation. First find the fixed points.
Problem 130.
P (p, q) = xf (q + yp) + cq + dp
83
yt+1 =
1 2
x
r t
for r = 2. First find the fixed points. Are the fixed points stable? Study
the four cases with the initial values (i) x0 = 1, y0 = 1; (ii) x0 = 1/2,
y0 = 1; (iii) x0 = 1, y0 = 1/2; (iv) x0 = 1/2, y0 = 1/2.
2.3
Complex Maps
2.3.1
85
Solved Problems
Problem 134.
map f : C C
(1)
i.e. find the fixed point from f (z ) = z and study their stability.
Problem 135.
Let
f (z) =
az + b
,
cz + d
ad bc 6= 0
(1)
be a M
obius transformation.
(i) Show that f is defined and continuous on the extended complex plane.
(ii) Show that
f : C {} C {}
(2)
is one-to-one and onto.
(iii) Show that f is a homeomorphism of the extended complex plane.
Problem 136. The complex map f : C C is defined by f (z) = az + b,
where a, b C.
(i) Find for which values of a and b there exists a fixed point of f .
(ii) Show that if a 6= 1, then f is topologically conjugate to function of the
form g(z) = cz.
(iii) Describe the stable set of the fixed point of f (when it exists). (iv) For
the cases where f does not have a fixed point, describe the dynamics of f .
Problem 137.
f (z) = z 2 + 1 .
2
2
Problem 143. The complex map f : C C is defined by f (z) = az + b,
where a, b C.
(i) Find for which values of a and b there exists a fixed point of f .
(ii) Show that if a 6= 1, then f is topologically conjugate to function of the
form g(z) = cz.
(iii) Describe the stable set of the fixed point of f (when it exists).
(iv) For the cases where f does not have a fixed point, describe the dynamics
of f .
Problem 144.
f, (z) =
z(1 z)
,
1 + (1 )z
> 1, 0 1.
1
.
Find 1 and
F, (z) = (1 f, )(z).
What happens to the fixed points under the map?
87
1
=0
P 0 (j )
Problem 149.
either
(1)
ex sin(y) y = 0.
(z1 z2 )(z3 z4 )
.
(z1 z3 )(z2 z4 )
Show that
[z1 , z2 , z3 , z4 ] = [f (z1 ), f (z2 ), f (z3 ), f (z4 )]
for all M
obius transformations
f (z) =
az + b
cz + d
with ad bc 6= 0.
Problem 152.
is given by
c3
1 + |z|2
where r, c1 , c2 , c3 are real bifurcation parameters. Show that the map can
show chaotic behaviour for certain parameter values.
Problem 153.
map appears
abzt 1/2
,
azt + b 3/2
t = 0, 1, . . .
where a, b R and a, b > 0. Find the fixed points and study their stability.
Problem 154. The properties of the logistic map xt+1 = 4xt (1 xt )
(x0 [0, 1], t = 0, 1, 2, . . .) are well-known. Let z = x + iy, where x, y R.
Study the map
zt+1 = 4zt (1 zt ).
With zt = xt + iyt we can write
xt+1 = 4(xt x2t + yt2 ),
yt+1 = 4yt (1 xt ).
89
With t = 0 for all t we end up at the logistic map. First find the fixed
points and study their stability.
Problem 155.
az + b
cz + d
t = 0, 1, . . .
+
Problem 157. Let
R be the nonnegative real numbers. Consider f :
+
R R, f (x) =
x. Then x = 0 and x = 1 are fixed points of the
map, i.e solutions of x = x . The fixed point x = 0 is unstable and the
fixed point
Find the fixed points of the map f : C C,
x = 1 is stable.
f (z) = z. Set z = rei with r 0 and [0, 2). Study the stability of
the fixed points. Iterate the map f , i.e. find f (f (z)) and the fixed points
of f (f (z)).
Problem 158.
zt3 1
,
3zt2
t = 0, 1, 2, . . .
Problem 159.
1
3
+i
ei/3 .
2
2
az + b
cz + d
with ad bc = 1 and c 6= 0.
Problem 160.
Let
D := { z : |z| 1}.
z + 1/2
.
1 + z/2
2.4
2.4.1
91
Problem 161. (i) Let s1 (0), s2 (0), s3 (0) {+1, 1}. Study the timeevolution (t = 0, 1, 2, . . .) of the coupled system of equations
s1 (t + 1) = s2 (t)s3 (t)
s2 (t + 1) = s1 (t)s3 (t)
s3 (t + 1) = s1 (t)s2 (t)
for the eight possible initial conditions, i.e. (i) s1 (0) = s2 (0) = s3 (0) = 1,
(ii) s1 (0) = 1, s2 (0) = 1, s3 (0) = 1, (iii) s1 (0) = 1, s2 (0) = 1, s3 (0) = 1,
(iv) s1 (0) = 1, s2 (0) = 1, s3 (0) = 1, (v) s1 (0) = 1, s2 (0) = 1, s3 (0) =
1, (vi) s1 (0) = 1, s2 (0) = 1, s3 (0) = 1, (vii) s1 (0) = 1, s2 (0) = 1,
s3 (0) = 1, (viii) s1 (0) = 1, s2 (0) = 1, s3 (0) = 1. Which of these initial
conditions are fixed points?
(ii) Let s1 (0), s2 (0), s3 (0) {+1, 1}. Study the time-evolution (t =
01, 2, . . .) of the coupled system of equations
s1 (t + 1) = s2 (t)s3 (t)
s2 (t + 1) = s1 (t)s2 (t)s3 (t)
s3 (t + 1) = s1 (t)s2 (t)
for the eight possible initial conditions, i.e. (i) s1 (0) = s2 (0) = s3 (0) = 1,
(ii) s1 (0) = 1, s2 (0) = 1, s3 (0) = 1, (iii) s1 (0) = 1, s2 (0) = 1, s3 (0) = 1,
(iv) s1 (0) = 1, s2 (0) = 1, s3 (0) = 1, (v) s1 (0) = 1, s2 (0) = 1, s3 (0) =
1, (vi) s1 (0) = 1, s2 (0) = 1, s3 (0) = 1, (vii) s1 (0) = 1, s2 (0) = 1,
s3 (0) = 1, (viii) s1 (0) = 1, s2 (0) = 1, s3 (0) = 1. Which of these initial
conditions are fixed points?
Problem 162.
R3 R3
1/3
(xz + 2y 2 )(1 + xy 2 + zy 2 )2
f1 (x, y, z) = xz
(x2 z 2 + y 2 z 2 + x2 y 2 )2 (1 + 2x2 y 2 z 2 )
2 2
1/3
(x y + y 2 z 2 + z 2 x2 )(xz + 2y 2 )
f2 (x, y, z) = y
(1 + xy 2 + zy 2 )(1 + 2x2 y 2 z 2 )
2 2
1/3
(x y + y 2 z 2 + z 2 x2 )(1 + xy 2 + zy 2 )2
f3 (x, y, z) =
(xz + 2y 2 )2 (1 + 2x2 y 2 z 2 )
which appears at renormalization group transformation.
Problem 163.
N
1
X
c
xj (t)),
N 1 j=0
t = 0, 1, . . .
x1 = (1, 1, 1, 1, 1, 1, 1, 1)T
(ii) Which of these two vectors are fixed points under iteration of the network?
(iii) Consider the vector
s(t = 0) = (1, 1, 1, 1, 1, 1, 1, 1)T .
Calculate the evolution of this vector under synchronous evolution. Does
it approaches a fixed point?
Problem 166.
R3
f2 (x1 , x2 , x3 ) = x1 ,
f3 (x1 , x2 , x3 ) = x2
x2,t+1 = x1,t ,
x3,t+1 = x2,t
where t = 0, 1, . . .. Show that dx1 dx2 dx3 is invariant under the map.
Are
x1 dx2 + x2 dx3 + x3 dx1 ,
x1 dx2 x2 dx3 + x3 dx1
invariant under the map f ?
Problem 167.
93
has been studied by many authors. The map shows chaotic behaviour. Let
a, b N, i.e. a, b are positive integers. Consider the matrix
1
a
M (a, b) =
.
b ab + 1
It contains the matrix given above with a = b = 1.
(i) Find the determinant of M (a, b) and thus show that the matrix is invertible. Find the inverse matrix.
(ii) What are the conditions on a, b N such that M (a, b) is a normal
matrix?
(iii) Find the eigenvalues and normalized eigenvectors of M (a, b).
(iv) Find the two one-dimensional Liapunov exponents for the map (t =
0, 1, 2, . . .)
x1,t+1
1
a
x1,t
=
mod 1.
x2,t+1
b ab + 1
x2,t
(v) Let be the Kronecker product. Calculate M (a, b)M (c, d) with c, d
N. Find the eigenvalues and normalized eigenvectors of M (a, b) M (c, d).
Utilize the results from (iii).
(vi) Find the four one-dimensional Liapunov exponents for the map (t =
0, 1, 2, . . .)
x1,t
x1,t+1
x2,t
x2,t+1
.
1
0
M (a, b) ? M (c, d) =
0
d
0
0
c
1
a
0
.
b ab + 1
0
0
0
cd + 1
Find the eigenvalues and normalized eigenvectors of M (a, b) ? M (c, d). Utilize the result from (iii).
(viii) Find the four one-dimensional Liapunov exponents for the map
x1,t+1
x1,t
x2,t+1
x2,t
Problem 168. (i) Calculate the weight matrix W for the Hopfield network which stores the two patterns
(3)
x0 = (1, 1, 1, 1, 1, 1, 1, 1)T ,
x1 = (1, 1, 1, 1, 1, 1, 1, 1, )T .
K
(sin(2(xj+1 (t) xj (t)) sin(2(xj (t) xj1 (t)))
2
xj (t + 1) = xj (t) + pj (t + 1)
pj (t + 1) = pj (t) +
2.5
Bitwise Problems
yt+1 = xt yt
with x0 = 1, y0 = 1. First find the fixed points of the map, i.e. solve the
set of equations
x + y = x,
x y = y.
Does (xt , yt ) tend to a fixed point for t ?
Problem 171. Let x1 (0), x2 (0), x3 (0) {0, 1} and let be the XORoperation. Study the time-evolution (t = 01, 2, . . .) of the coupled system
of equations
x1 (t + 1) = x2 (t) x3 (t)
x2 (t + 1) = x1 (t) x3 (t)
x3 (t + 1) = x1 (t) x2 (t)
for the eight possible initial conditions, i.e. (i) x1 (0) = x2 (0) = x3 (0) = 0,
(ii) x1 (0) = 0, x2 (0) = 0, x3 (0) = 1, (iii) x1 (0) = 0, x2 (0) = 1, x3 (0) = 0,
95
xt+1 = yt zt ,
yt+1 = zt + xt ,
zt+1 = xt yt
where denotes the AND operation, + the OR operation and the XOR
operation.
(i) Find the fixed points of the map.
(ii) Solve the map with the initial condition x0 = 1, y0 = 1, z0 = 1. Does
the solution tend to a fixed point?
Problem 173.
The Hopf bifurcation theorem for maps in the plane
fr : R2 R2 , where r is the bifurcation parameter, is as follows.
Theorem. (Hopf bifurcation theorem) Let f (r, x) be a one-parameter
family of maps in the plane satisfying:
a) An isolated fixed point x (r) exists.
b) The map fr is C k (k 3) in the neighbourhood of (x (r0 ); r0 ).
c) The Jacobian matrix Dx f (x (r); r) possesses a pair of complex, simple
eigenvalues
(r) = e(r)+i(r)
and (r),
such that the critical value r = r0
|(r0 )| = 1,
((r0 ))3 6= 1,
((r0 ))4 6= 1,
d|(r)|
(r = r0 ) > 0.
dr
and r R.
Problem 174. The Denman-Beavers iteration for the square root of an
n n matrix A with no eigenvalues on R is
1
Yk+1 = (Yk + Zk1 )
2
1
Zk+1 = (Zk + Yk1 )
2
with k = 0, 1, 2, . . . and Z0 = In and Y0 = A. The iteration has the
properties that
lim Yk = A1/2 ,
lim Zk = A1/2
Yk Zk = Zk Yk ,
Yk+1 =
1
(Yk + AYk1 ).
2
2.6
97
Supplementary Problems
Problem 175. Let r be the bifurcation parameter. Study the noninvertible 2-dimensional map
x1,t+1 = r(3x2,t + 1)x1,t (1 x1,t ),
Problem 176.
yt+1 = 4xt (1 xt )
f2 (x1 , x2 ) = 0
f1 (x1,t , x2,t )
f1,1 (x1,t , x2,t )
1
1
x2,t+1 = x2,t
f2 (x1,t+1 , x2,t )
2 f2,2 (x1,t+1 , x2,t )
xt+1
0
1 xt+1 = 1
yt+1
0
Problem 181.
2
1
0
0
0
2
2 0 0 0 0 4
xt
xt
1 1 0 0 0 4 1 xt 1 xt .
0 0 2 2 2 0
yt
yt
t = 1, 2, . . .
with the two initial values x0 and x1 . Setting yt = xt1 (i.e. yt+1 = xt ) we
can write the map as a first order system
xt+1 = axt + ryt (1 yt ),
yt+1 = xt ,
t = 1, 2, . . .
with the initial values y1 = x0 , y2 = x1 . Thus we can write the first order
system as the map
f1 (x, y) = ax + ry(1 y),
f2 (x, y) = x.
Let a = 0.5. The fixed points are given by the solutions of the equations
ax + ry(1 y) = x,
x = y.
mod 1
t+1 = t + b
99
mod 1
mod r2
X
f (xj,t )
3 j=0
X
f (xj,t )
3 j=0
X
f (xj,t )
3 j=0
(0, 1),
(1, 0),
(0, 1).
Is the function f : C C
f (z) =
ez 1
ez + 1
Consider f : C C
f (z) = z + 2z 2 + 3z 3 .
1
(sin(z) + z).
2
cxt+1 (n t)xt
.
t+1
Fix n and then take c to be the largest value for which xt+1 = 0. Find xt
in terms of n and t, 2 t n.
101
f1 (x, y) = ex
y 2
cos(2xy),
f2 (x, y) = ex
y 2
sin(2xy).
First find the fixed points if there any. Is the map invertible?
Problem 195.
Show that (0, 0) is a fixed point. Are there other fixed points? Is the map
invertible?
Problem 196. Let r > 0 be the bifurcation parameter. Study the coupled
system of maps
1
1
1
x1,t+1 = r x1,t (x1,t + x2,t )2
x2,t+1 =
x2,t + (x1,t + x2,t )2 .
4
r
4
Obviously (0, 0) is a fixed point. Is the fixed point stable?
Problem 197.
t = 1, 2, . . .
for p = 7 and x0 = 1, x1 = 2.
Problem 198.
x2,t+1 = x1,t ,
x3,t+1 = x2,t
Let k = 0, 1, 2, . . . and
Z 1
xk
yk =
dx
2
0 1+x+x
with
Z
y0 =
0
1
2
dx = arctan
2
1+x+x
3
Show that
yk+2 + yk+1 + yk =
2x + 1
1
,
k+1
Z
,
y1 =
0
k = 0, 1, 2, . . .
x
1
1
2x + 1
2
dx = ln(1+x+x ) arctan(
1 + x + x2
2
3
3
Chapter 3
Fractals
and
(d) := lim (d, ).
0
(3)
(4)
103
N
[
wn (B)
n=1
N
[
wn (A),
n=1
and is given by
A = lim W n (B)
n
Fractals
105
i = 1, . . . , N.
(1)
(1)
In other words. Delete the middle third of the line segment [0, 1] and then
the middle third from all the resulting segments and so on ad infinitum.
The set defined by
\
C :=
Ek
(2)
k=0
Let f : R R be defined by
3x for x 1/2
f (x) :=
3 3x for x 1/2
(1)
Fractals
107
(2)
Problem 5.
.
x1 =
, x2 =
, x3 =
0
3/2
0
f2 (x1 ),
f3 (x1 )
f1 (x2 ),
f2 (x2 ),
f3 (x2 )
f1 (x3 ),
f2 (x3 ),
f3 (x3 ).
Show that we obtain the vertices given above and three new vertices that
describe an inscribed equilateral triangle. Find the area of this triangle.
Problem 6. Let C be the complex plane. Let c C. The Mandelbrot
set M is defined as follows
M := {c C : c, c2 + c, (c2 + c)2 + c, . . . 6 }.
(1)
(i) Show that to find the Mandelbrot set one has to study the recursion
relation
zt+1 = zt2 + c
(2)
where t = 0, 1, 2, . . . and z0 = 0.
(ii) Write the recursion relation in real and imaginary part. For a given
c C (or (c1 , c2 ) R2 ) we can now study whether or not c belongs to M .
(iii) Show that (c1 , c2 ) = (0, 0) belongs to M .
(iv) Show that the Mandelbrot set lies within |c| < 2.
(v) Show that if |z| > 2 the sequence diverges.
ris = 1.
i=1
n
[
fi [K]
i=1
N
X
i=1
Z
f wi (x)d(x)
pi
(2)
Fractals
109
in the sense that two IFS have the same attractor and equivalent p-balanced
measures: in fact they have the same fixed points, so their closure A, which
gives the attractor, is also the same, and
Z
f (x)d(x) =
A
N
X
i=1
Z
f wi (x)d(x) =
pi
A
N
X
i,j=1
Z
f wi wj (x)d(x)
pi pj
A
so that is a p-balanced measure for the second IFS. From the uniqueness
of such a measure, the assertion follows.
Problem 10. The Sierpinski carpet is constructed as follows: Consider
the unit square [0, 1] [0, 1]. Partition the unit square into nine equal
squares and removing the interior of the middle one. This process is then
repeated in each of the remaining eight squares. The first three steps in this
construction are displayed in the figure. Show that the fractal dimension
of the Sierpinski carpet is log3 (8).
Problem 11. Find the area of the Sierpinski carpet starting from the
unit square [0, 1]2 .
Problem 12.
Apply the maps to the vertices of the unit square [0, 1]2 . Discuss.
Problem 13. Starting from an equilateral triangle the first two steps
in construction of the triangular Sierpinski gasket are given in the figure.
Find the fractal dimension (capacity).
Problem 15.
ln(d + 1)
.
ln(2)
Apply the maps to the vertices of the unit square [0, 1]2 . Discuss.
Problem 16.
r>4
(1)
or
xt+1 = rxt (1 xt ),
r > 4,
t = 0, 1, 2, . . .
(2)
Fractals
111
middle fifths of the two remaining intervals. Now iterate this process, first
removing the middle thirds, then removing middle fifths. The set C is what
remains when this process is repeated infinitely. Is C a fractal? If so, what
is its fractal dimension?
Problem 18. Can a fractal that is totally disconnected (topological dimension 0) have a fractal dimension larger than 1?
Problem 19.
operations
> 0.
+1
,
r
p () =
+1
z2 + s 1
2z + s 2
2
.
X
j
j
2
j=1
X
2j
j=1
3j
Fractals
113
x1 y1 1
1
1
A1 = det x2 y2 1 = (x2 y3 x3 y2 + x1 y2 x2 y1 + x3 y1 x1 y3 ).
2
2
x3 y3 1
Let s1 , s2 (0, 1) and s1 + s2 = 1. Find the area of the triangle with the
vertices
(s1 x1 +s2 x2 , s1 y1 +s2 y2 ),
Problem 29.
1 0 1
A = 0 1 0
1 0 1
where 1 is identified with a black pixel and 0 with a white pixel. Let be
the Kronecker product. What fractal is generated by
A,
A A,
1 0
0 1
1 0
0 0
A A = 0 0
0 0
1 0
0 1
1 0
A A A,
that
1
0
1
0
0
0
1
0
1
0
0
0
1
0
1
0
0
0
0
0
0
0
1
1
0
0
0
0
0
0
1
0
0
0
0
0
1
0
1
0
0
0
1
0
1
0
1
0
0
0
0
0
1
0
1
0
0.
0
1
Problem 30. Starting from the unit square the figure shows the successive stages of generating a fractal, i.e. we remove iteratively a square
of relative area 91 from the center of a square. Find the box dimension
Problem 31.
1
A = 1
1
1
1.
1
1
0
1
Problem 33.
1
0
0
0
0
0
0
1
0
1
.
0
0
Fractals
115
Problem 35.
for the unit square [0, 1]2 with the vertices (0, 0), (0, 1), (1, 0), (1, 1).
Problem 36. Let k 2 and be the union of sets. Consider a closed and
bounded subset S of the Euclidean space R2 . It is said to be self-similar if
it can be expressed in the form
S = S1 S2 Sk
where the sets S1 , S2 , . . . , Sk are nonoverlapping sets, each of which is
congruent to S scaled by the same factor s with 0 < s < 1 (scaling factor).
The box dimension of a self-similar set S is denoted by dB (S) and defined
by
ln(k)
.
dB (S) =
ln(1/s)
(i) Consider the unit square [0, 1]2 , k = 4 and s = 1/2. Find dB (S).
(ii) For the Sierpinksi carpet one has k = 8 and s = 1/3. Find dB (S).
Problem 37.
is an element of the Lie group SO(2, R) with the inverse matrix given by
cos() sin()
1
R () = R() =
.
sin() cos()
Consider the Euclidean space R2 . A similitude with a scaling factor 0 <
s < 1 is a map of R2 into R2 given by
f1 (x1 , x2 )
x1
t
sR()
+ 1
f (x1 , x2 ) =
f2 (x1 , x2 )
x2
t2
f (0, 1),
f (1, 0),
f (1, 1).
1 0 1
B = 0 0 0.
1 0 1
with the properties that (i) f |[0,x0 ] and f |[x1 ,1] are 1 1 maps onto I, and
(ii) f is C 1+ differentiable, i.e. differentiable with a Holder continuous
derivative Df satisfying |Df (x) Df (y)| < c|x y| for some c > 0 and
|Df (x)| > 1 for all x [0, x0 ][x1 , 1]. Then the cookie-cutter set associated
with the map f is the set
S := { x [0, x0 ] [x1 , 1] : f (n) [0, x0 ] [x1 , 1] for all n 0}.
Let x0 = 1/3, x1 = 2/3 and f (x) = 3x mod 1. Find S.
Problem 41.
by
1
x,
4
F2 (x) =
1
1
x+ .
2
2
Fractals
117
Describe the attractor of {F1 , F2 } and find its Hausdorff dimension and
capacity.
Problem 42. Consider the unit square [0, 1]2 = [0, 1] [0, 1]. The Sierpinksi carpet is constructed from the eight maps
1 1 0
x1
f1 (x1 , x2 ) =
x2
3 0 1
1 1 0
x1
0
f2 (x1 , x2 ) =
+
x2
1/3
3 0 1
1 1 0
x1
0
+
f3 (x1 , x2 ) =
x2
2/3
3 0 1
1 1 0
x1
1/3
+
f4 (x1 , x2 ) =
x2
0
3 0 1
1 1 0
x1
+ ( 1/3 2/3 )
f5 (x1 , x2 ) =
x2
3 0 1
1 1 0
x1
2/3
+
f6 (x1 , x2 ) =
x2
0
3 0 1
1 1 0
x1
f7 (x1 , x2 ) =
+ ( 2/3 1/3 )
x2
3 0 1
1 1 0
x1
2/3
f8 (x1 , x2 ) =
+
.
x2
2/3
3 0 1
Apply the maps to the four vertices of the unit square
v1 = (x1 , x2 ) = (0, 0),
Discuss.
Problem 43. The Appolonian gasket is a subset of the Euclidean space
R2 . Find the fractal dimension of the Appolonian gasket.
Problem 44.
1
1 1
1 2 1
1 3 3 1
1 4 6 4 1
1 5 10 10 5 1
1 6 15 20 15 6 1
1 7 21 35 35 21 7 1
1 8 28 56 70 56 28 8 1
Problem 46. Find the fractal dimension of the Hironaka curve. The
picture shows the first three steps in the construction of the Hironaka curve.
Problem 47.
1 0 0
x1
1
fj (x1 , x2 , x3 ) = 0 1 0 x2 + tj
3
0 0 1
x3
T
where tj = ( tj,1 tj,2 tj,3 ) for tj,1 , tj,2 , tj,3 {0, 1/3, 2/3}, except for
for the six case when exactly two coordinates are 1/3 and the case when
Fractals
all three coordinates are 1/3. This leads to the cases
0
0
0
0
0 , 0 , 0 , 1/3 ,
0
1/3
2/3
0
0
0
0
1/3
2/3 , 2/3 , 2/3 , 0 ,
0
1/3
2/3
0
1/3
1/3
2/3
2/3
2/3 , 2/3 , 0 , 0 ,
0
2/3
0
1/3
2/3
2/3
2/3
2/3
1/3 , 1/3 , 2/3 , 2/3 ,
2/3
0
1/3
0
119
0
1/3 ,
2/3
1/3
0 ,
2/3
2/3
0 ,
2/3
2/3
2/3 .
2/3
Consider f20
1
1
f20 (x) =
0
3
0
0
1
0
x1
0
2/3
0 x2 + 2/3 .
1
2/3
x3
1
0,
1
1
1.
1
Problem 51. Let x [0, 1]. Consider the logistic map fr (x) = rx(1 x)
with r = r 3.570.... Show that the corresponding invariant set A
[0, 1] has both Hausdorff and box dimensions equal to 0.538.
Problem 52. The complex plane and the Riemann sphere (or extended
= C , respectively. For any
complex plane) is denoted by C and C
such taht the
complex-valued rational function f on the Riemann sphere C
point is an attracting fixed point of f , one defines
L(f ) = the basin attraction offor the mapf
\ L(f )
K(f ) = C
J (f ) = (K(f ))
where (S) denotes the boundary of a set S. If the function f is a polynomial, then J (f ) is the Julia set of f , K(f ) is the filled Julia set with K(f )
given by
: f (n) (z) 9 as n }.
K(f ) = { z C
Problem 53.
with c = 1/4.
(i) Is z = 1/2 an element of the filled Julia set?
(ii) Is z = 1/2 an element of the filled Julia set?
(iii) Is z = i/2 an element of the filled Julia set?
(iv) Is z = i/2 an element of the filled Julia set?
Problem 54.
X
1
sin(n2 x)
2
n
n=1
1
x,
2
f2 (x) =
1
1
x+ .
2
2
First study f1 (0), f1 (f1 (0)), f1 (f1 (f1 (0))) etc and f2 (0), f2 (f2 (0)), f2 (f2 (f2 (0)))
etc.
Fractals
121
2
x,
3
f2 (x) =
2
1
x+ .
3
3
First study f1 (0), f1 (f1 (0)), f1 (f1 (f1 (0))) etc and f2 (0), f2 (f2 (0)), f2 (f2 (f2 (0)))
etc.
Problem 59.
x
,
3
fR (x) =
1
(2 + x).
3
f1 (z) = c + (1 c)z.
f1 (z) = c + (1 c)
z.
Problem 63.
xt+1 = xt + 2, t = 0, 1, 2, . . .
Show that the Mandelbrot set M is contained in the disk of radius 2 in the
complex plane, i.e.
M { c C : |c| 2 }.
Problem 66.
where
fc (z) = z 2 + c.
Fractals
123
1 1 1
M = 0 1 1
1 1 1
1
0
M M = 0
0
1
Problem 72.
Note that
1
1
1
0
0
0
1
1
1
1
1
1
0
0
0
1
1
1
1
0
1
1
0
1
1
0
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
0
1
1
0
1
1
0
1
1
1
1
1
1
1
1
1
1
1
1
1.
1
1
1
3
3
1
1
f3 (x1 , x2 ) = (x1 , x2
)+( ,
).
2
2
2
2 2
Problem 73. Consider the unit square [0, 1]2 with the four vertices (0, 0),
(0, 1), (1, 0), (1, 1). Study the four maps
1 0 1
1 0 1
x1
x1
1/2
,
f1 =
+
,
f1 =
x2
x2
0
2 1 0
2 1 0
1 0 1
1 0 1
x1
x1
0
1/2
f1 =
+
,
f1 =
+
.
x2
1/2
x2
1/2
2 1 0
2 1 0
Apply it to the vertices (0, 0), (0, 1), (1, 0), (1, 1) of the unit square [0, 1]2 .
Problem 75.
1
,
1+z
f2 (z) =
z
.
1+z
Fractals
125
126
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Bibliography
Index
Anosov map, 61
Appolonian gasket, 117
Arnold cat map, 82, 92
Arnold tongues, 37
Baker map, 33
Bakers transformation, 51
Beam-beam map, 66
Bernolli map, 21
Bernoulli map, 14, 43
Cantor set, 106
Capacity, 103
Cat map, 62
Catalan numbers, 46
Chebyshev polynomials, 16, 39, 57
Coarse-grained description, 20
Cookie-cutter map, 116
Cubic map, 16
Decimal map, 30
Delayed logistic map, 77
Denman-Beavers iteration, 96
Dinaburgs theorem, 35
Discrete Fourier transform, 24
Duffing map, 68, 73
Forward asymptotic, 2
Fractal basin boundary, 55, 60
Fractional derivative, 120
Frobenius-Perron approach, 22
Frobenius-Perron equation, 22
Frobenius-Perron integral equation,
3, 18, 22
Frobenius-Perron operator, 22
Generalized Bakers map, 53
Henon map, 49
Heterclinic point, 64
Heteroclinic orbit, 64
Hironaka curve, 118
Homoclinic orbit, 64
Homoclinic point, 64
Hopf bifurcation, 74
Hopf bifurcation theorem, 95
Hyperbolic period point, 2
Ikeda laser map, 52, 88
Invariant, 58, 65
Invariant measure, 16, 32
Inverse function theorem, 70
Inverse image, 1
Iterated function system, 108
Expansive, 20
Farey fraction, 76
Farey sequence, 76
Fat fractals, 112
Feigenbaums univeral constant, 32
Fermat numbers, 45
Fibonacci trace map, 60
Fixed point, 2
140
M
obius transformation, 85
M
obius transformations, 88
Markov partion, 65
McMillan maps, 72
Menger sponge, 118
Metric entropy, 4
Misiurewicz point, 122
Mixmaster return map, 19
Multifractal, 53
Multiplication factor, 32
Negation map, 7
Newtons method, 810
Newtons sequence, 9
Poisson bracket, 81
Preimage, 1
Regular falsi method, 68
Renormalization technique, 32
Riccati equation, 26
Riemann-Liouville definition, 120
Rotation matrix, 115
Rotation number, 37
Schwarzian derivative, 8, 27, 28
Sierpinksi carpet, 109, 110
Sierpinksi gasket, 110
Sierpinksi triangle, 109
Sierpinski carpet, 109
Sierpinski gasket, 109
Similitude, 115
Sine circle map, 37
Skinny Baker map, 65
Smith-Volterra-Cantor set, 106
Standard map, 65
Subcritical, 96
Supercritical, 96
Superstable, 36
Symbol sequence, 19
Symbolic dynamics, 21
Tent map, 12, 16, 18, 27
Thermodynamic formalism, 34
Tinkerbell map, 56
Index
Topogoical entropy, 35
Topological conjugacy, 12
Topological entropy, 3
Topologically conjugacy, 18
Topologically conjugate, 2
Trace map, 58
W-map, 27
Weierstrass function, 120
Weight matrix, 92
Wisker map, 69