Chaos and the Logistic Map

PHYS220 2004 by Lesa Moore

DEPARTMENT OF PHYSICS

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Different Types of Growth

Arithmetic Growth
70 60 50 40 y 30 20 10 0 0 5 10 15
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y = 2x + 10

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Quadratic Growth
1200 1000 800 y(x) 600 400 200 0 0 5 10 15 x 20

y = x 2 - 2E-13x

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Cycl c
1.5 1 0.5 y(x) 0 0 -0.5 -1 -1.5 1 2

ow h & Decay

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Geometric Gro th
45 40 35 30 y(x) 25 20 15 10 5 0 0 2 4 x 6

y=e

0.4055x

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A Population Example


Every generation, the population of fish in a lake grows by 10%.

  

Nn is the population of generation n. r=1.1 is the constant growth rate. The difference equation is: Nn+1=rNn.

The population sequence for N1=100 is: 100, 110, 121, 133, 146, 161,
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The Analytical Solution



The rate of change of population N is:

dN ! EN dt

 

Separating the variables: And integrating both sides:

dN ! Edt N

dN ' N ' !E dt ' 0 N0 N ! Et ln N 0

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Final Steps


Exponentiating both sides:

N ! eEt N 0

Yields:

N ! N 0e

Et

This example exhibits geometric growth and the analytic solution is an exponential function.
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These Systems are Predictable



Arithmetic, quadratic and geometric growth, and cyclic growth and decay are predictable systems with analytical solutions. The state x(t) at time t may be predicted from the state at time t=0 using an analytical formula. Predictable for bank loans, filling a water tank, a simple pendulum.
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Linearity


Linear systems are easy to understand: double the input yields double the output.

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Unpredictability
 

Not all systems are predictable. Some systems have no analytical solutions. We now consider a different type of growth, known as logistic growth, which we will see is not predictable.


This system is an example of nonlinear dynamics.

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Logistic Growth


Describes the behaviour of a population that has limited resources (food, water, space). Growth of the population is limited by a carrying capacity K. The population increases, but becomes saturated as it gets closer to the carrying capacity forcing the rate of growth to decrease.
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Effect of the Limit



  

We want to know how the population N behaves when it gets close to the carrying capacity K. Will it level off and stabilise at N=K ? N<K ? Will it overshoot and settle back down? Will it go into an oscillation? Will it do something else?
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Logistic Growth Variables

 

How can we model this in Excel? Consider a population N and saturation level K such that 0 N K. Also introduce a variable x where:

N x| K


Think of x as a fraction of possible population .

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e.g.
 

Suppose that for Australia, K = 100,000,000. If the current population is Nn = 20,000,000 then:

Nn 1 xn | ! ! 0. 2 K 5


Of course, 0 xn 1 always and the remaining capacity is 1 - xn.

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The Logistic Difference Equation



   

Assume that the growth rate is not constant but proportional to the r w 1  xn remaining capacity: Growth rate term is now r (1-xn). For small xn growth rate is ~r. For large xn growth rate is ~0. Population from generation n to generation n+1 is given by: xn+1 = r (1-xn)xn .
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What is r ?


r remains as a parameter in the growth rate term {r (1-xn) }, but r itself is a variable. Its lower bound is zero (if r=0, population goes straight to zero; r<0 as cannot have a negative population).

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The Growth Rate Term



If you multiply existing population xn by 1, you get back the same population (stable). If r (1-xn) < 1, the population will decrease. If r (1-xn) > 1, the population will increase. Is there an upper bound to r ?
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Let s try r=1.5 Growth rate is 1.5(1-xn)

r = 1.5, N(0)=0.1, x(0)=0.1
4 3.5 3

Population

2.5 2 1.5 1 0.5 0 0 1 2 3 4 5 6 7 8 9 Geometric (N) Logistic (x=N/K)

Generations
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Population reaches equilibrium



When the growth rate is equal to 1.5 times the remaining population, saturation pushes the population into equilibrium at x=0.33. Is equilibrium a normal condition for all values of r ? We have used an initial population fraction of x0=0.1. What if we change the initial population?
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Next try r=2.8 Growth rate is 2.8(1-xn)

r = 2.8
0.8 0.7 0.6 0.5 x(n) 0.4 0.3 0.2 0.1 0 0 5 10 n
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x(0)=0.1 x(0)=0.2 x(0)=0.3

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An Attractor


It appears that no matter what initial population x0 we start with, the population reaches the same equilibrium value (after transients die out) for r=2.8. When a population settles like this, for any starting value, the eventual behaviour is known as an attractor.
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r=3.14 Growth rate is 3.14(1-xn)

r = 3.14
0.9 0.8 0.7 0.6 x(n) 0.5 0.4 0.3 0.2 0.1 0 0 5 10 n
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x 0)=0.1 x 0)=0.2 x 0)=0.3

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r=3.45 Growth rate is 3.45(1-xn)

r = 3.45
1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 5 10 15 20 25 30 35 40 45 50 55 n
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x(n)

x(0)=0.2 x(0)=0.3

r=3.45 4-cycle
r = 3.45
1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 5 10 15 20 25 30 35 40 45 50 55 n
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x(n)

x=0.2

r=3.8 Growth rate is 3.8(1-xn)

r = 3.8
1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 20 40 n
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x(n)

x 0)=0.2 x 0)=0.3

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Attractors


Attractors have different behaviours and values depending on value of r.

r = 3.14 r = 3.45 4-cycle oscillates r = 3.8 aperiodic appears random
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r = 2.8

equilibrium 2-cycle constant oscillates

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Mapping the Attractor



It can be shown mathematically that r=4 is a limit for this model. Can we create a map in Excel that displays the long-term behaviour of the attractor for 0 r 4 ? For each r, we can plot a sequence of values of xn for large n (after transients have died out).
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The Spreadsheet Formula

A n 0 1 2 3 4 B r x(0) C D 0.1 0.1 E 0.2 0.1 F 0.3 0.1

1 2 3 4 5 6

0 0.1 =C$1*(1-C2)*C2

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Fill the Spreadsheet

1 2 3 4 5 6 7 8 A n 0 1 2 3 4 5 6 B r x(0) C D E F 0 0.1 0.2 0.3 0.1 0.1 0.1 0.1 0 0.009 0.018 0.027 0 0.000892 0.003535 0.007881 0 8.91E-05 0.000705 0.002346 0 8.91E-06 0.000141 0.000702 0 8.91E-07 2.82E-05 0.00021 0 8.91E-08 5.63E-06 6.31E-05

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Onl pl t data aft r transi nts hav di d out

r x( )

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The Logistic Map

1.

0.8 The Attractor

0.6

0.4

0.

0 0 1 .1 . .48 r .55 .59 .69 .79 .89 .99

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The Logistic Map

1 0.9 0.8 0.7 0.6 0.5 0.4 0. 0.2 0.1 0 0 1 2 .1 .2 .48 r .55 .59 .69 .79 .89 .99

The Attractor

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The Logistic Map



The Logistic Map looks the same for all values of starting population fraction x0 (because the whole map is an attractor, and we are looking at the long-term behaviour). But if we look at r=3.8, for example, the values for x0=0.1 and x0=0.2 are very different at later times.
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Sensitive Dependence on Initial Conditions (SDOIC)



A small difference in the value of r or x0 can make a huge difference in the outcome of the system at generation n ( butterfly effect ). No formula can tell us what x will be at some specified generation n even if we know the initial conditions. The system is unpredictable!!
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Stephen Hawking:


We already know the physical laws that govern everything we experience in everyday life It is a tribute to how far we have come in theoretical physics that it now takes enormous machines and a great deal of money to perform an experiment whose results we cannot predict.
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CHAOS


The attractor branches into two, then four, then eight and so on. The sequence follows a geometric progression, but soon looks like a mess. Messy regions are cyclically interspersed with clear windows . Existence of period-3 windows implies chaos.
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Features of Chaos
 

Period 3 region. Chaotic systems show self-similarity or fractal behaviour. SDOIC points that start off close together can be widely separated at a later time (also referred to as mixing ).

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Period-Doubling


Constant > period-two > period-4 > period-8 > > chaos > Bifurcations mark the transition from order into chaos. Bifurcations follow a pattern, occurring closer and closer together, ad infinitum. Look at their relative separations
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Measuring Feigenbau 's Nu ber

1 .9 .8 .7 .6 .5 . .3 .2 1

r1

r2 r3

this l n th

z this l n th

2 r
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Feigenbaum s Constant


Feigenbaum s constant is:

rn  rn 1 ! 4.669201660910299097... lim n pg r n 1  rn


The Feigenbaum point is at r=3.5699456

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Universality in Chaos
Feigenbaum s number is observed in all chaotic systems.  Measured in physical systems:

  

Dripping taps. Oscillation of liquid helium. Fluctuation of gypsy moth populations.

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Another Chaotic System



The logistic map is a quadratic map in one dimension the one variable is x(r). Chaos can involve multi-dimensional systems. An example is the mapping that generates the attractor of Hnon.
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Attractor of Hnon


Make two columns, one for x and one for y values. Can choose (0,0) 2 xn 1 ! yn  axn  1 as starting point. Generate subsequent y n 1 ! bxn rows using formulae: Changing parameters a ! 7 / 5 a and b will generate b ! 3 / 10 different attractors.
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Attractor with parameters a=7/5, b=3/10

Attractor of Henon
0.5 0.4

0.3

0.2

0.1

0 -1.5 -1 -0.5 -0.1 0 0.5 1 1.5

-0.2

-0.3

-0.4

-0.5

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The 3-lane feature

Attractor of non
!  
0. 0. 5

0.

0. 5

0.

0.05

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&

0.

0.

0.

0.

0.5

0.

0.

0.

0.

"

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Chaos is Everywhere


Perfect systems may be easily modelled according to the laws of physics : with the massless ropes, frictionless surfaces and perfect vacuum of physics textbook problems. Real systems have friction, airresistance and physical variations that make them unpredictable.
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Examples of Chaos
    

Laser instabilities. Fluid turbulence. Progression to heart attack. Population biology. Weather.

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Bifurcation = Branching


Branching is important for life:



Trees, but also blood vessels, nerves. Branches are not pre-determined; DNA codes for branching capability; Makes the code economical.

Clones are not identical:

  

Non-living systems snowflakes.

lightning,

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Landmark Publications


Lorentz, Edward N., Deterministic Nonperiodic Flow, J. Atmos. Sci. 20 (1963) 130-141. Li, Tien-Yien & Yorke, James A., Period 3 Implies Chaos, American Mathematical Monthly 82 (1975) 343-344. Hnon, Michel, A two-dimensional mapping with a strange attractor, Comm. Math. Phys. 50 (1976) 6977. May, Robert M., Simple mathematical models with very complicated dynamics, Nature 261 (1976) 459467. Feigenbaum, Mitchell J., Quantitative universality for a class of nonlinear transformations, J. Stat. Phys. 19 (1978) 25-52. Mandelbrot, Benoit B., Fractal aspects of the iteration of z Pz(1-z) for complex P and z, Annals NY Acad. 0) 249-257. Sci nc s 357 (
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Acknowledgements


This presentation was based on lecture material for PHYS220 presented by Prof. Barry Sanders, 2000-2003. Additional References:


Peitgen, Jrgens & Saupe, Chaos and Fractals: New Frontiers of Science, 1992. Gleick, Chaos: Making a New Science, 1987.
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