-

,--
ENCOUNTERS
WITHCHAOS
Denny Gulick
Ullil'ersity ofMarylalld
College Park
McGraw-Hili, Inc.
NewYork SI. louis SanFrancillCo Auckland Bogota Caracas
Lisbon London Madrid Mexico Milan Montreal New Delhi
Paris SanJuan Singapore Sydney Tokyo Toronto
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ThisbookWalllYJle!le1 inlimesRomanbyIheauthor
usingMath Wriler- 2.0on Macintosh- IIsi.

Theeditorswere RichardWilli.and Margeryluhrtl;
II
theproduction!lllpervisorwaR AnthonyDiBartolomeo.
R. R. Donnelley" SonsCompanyWI.'printerand binder.
W''1
. ENCOUNTIlRSWillICIIAOS
t

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iI.IIIi
CopyrighlC 1992by McGrawHm,Inc. All reserved.Printedinthe UnitedStatesof
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publicationmaybereprnducedordistributedInanyformorbyany means.orstoredinadata
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1234567890DOCDOC9098765432
ISBN0-07025203-3
Ii

.,
UbraryofCongmlSCalaloging.in-PIlhlicalionData
Gulick,Denny.
Ii
wllhchaos'DennyGulick.
p. em.
Includeshibliographical referencesand index.
ISBN007-025203-3
1. Chaoticbehaviorin 2. Fractals. I.Tille. 9H2191
H

Q172.5.C45G85 1992
003'.7-dc20
Tomy wife. Frances. andourchildren
David. Barbara.andSharon
--
ABOUT THE AUTHOR
I )cIUJY I" ur III fhe llf1lvl:nUy II' Mmyllllld,
College Pmk. where he has 1lI11ght slm:e J96S. Alier rel.'Clvlng II B.A. Inull
()Wlj(i .. M PAl.D. IS.>J b'a\t 11= ,ll!'
!lpt'-tiali1:td in (IInctionnl annlYllis and worked widl Chnrle.'1 E. Rickart. Residcs his
research in functional analysis. he has co-authored textbooks for calculus and
precalculus. A few years ago he began to study chaotic dynamics, and offercd thc
first undergraduatc course on mathcmatical chaos at thc Collcgc Park campus of thc
University of Maryland.
Whcn not doing matJlcmalics. Professor Gulick cnjoys playing tJlC cello in
SIring quarlcts ,md playing Icnnis. lie has also taken an active parI a'> advisor for his
children;s swimming teams. lie ,md his family lJave madc scveral reccnt visits 10
Japan as guests of the Japanese, in an endeavor to promote iutc; national friendship
,1IId undcrSlanding among children through doll missions that were inaugurated by his
grandfather Sixty-five years ago.
v Ii
I:
Ii
CONTENTS
I'
Preface xi
I
Introduction 1
Color Plates 4
I
1 Periodic P1ints 5
1.1 IteratcsofFunctions 5
1.2 Fixed Point'> II
1.3 PeriodicPolnls 21
1.4 FllmilicsofFunctiolls 29
L5 'llleQUlldrnticFamily 41
1.6 Bifurcations 52
1.1 Period-3 Points 62
1.8 '111e SchwarlianDerivative 70
2 One-Dimensional Chaos 83
2,I Chaos 83
2,2 TransitivityandStrongChaos 96
2.3 Conjugacy 103
2.4 CantorSets 112
3 Two-Dimensional Chaos 127
3.1 ReviewofMatrices 127
3,2 \)YI1:U1IicsofLinearFunctions 138
3.3 NonlinearMaps 155
3.4 'IllcI ~ n o n Map 167
3.5 'Ille HorseshocMap 177
4 Fractals 188
4.1 CapacityDimension 188
4.2 LyapunovDimension 199
4.3 JuliaSet... and!beMandclbrotSet 205
4.4 Ik'r.dMFuOCfioD 5p;1ems 210
fiz.
:Ii: CONTENTS
5 Systems of Differential Equations 240
PREFACE
5.1 RcvicwofSystemsofmffercilliul Equations 240
5.2 AlmostLinearity 257 '!lIe conccpt ofchaotic hehavior now pervadcs virtually all Ule scicnccs. In
5.3 TIlc Pcndulum 267 simple tcnlls. wc cml say that all ohjcctcxhihits chaos if it'> motion is not randolll.
r
5.4 l11eLorcnzSystcm 275 bUl therc are 110 prcdictahlc pallcnls 10 iL Chaotic dY01unics is thc study ofsuch
hehavior. and despite lllc unprcdict.1hility ofchaotic motion. Illalllelllatical wmlysis
callOftCII describeit.
Appendix: Computer Programs 285
- In rcccnt ycarsUIC topicofchaoticdYIIWllics hashecollleincreasinglypopular.
Program I: I1ERA1E 285
"':- Appjic..1tions ofchaoticdynamics havc cxtcndcd to disciplincs as divcrscas clcctric
Program2: NUMOERorITERAlliS 286
1
circuit'>, wcatJlcrprcdiction.orbitsofsatcllitcs.chclllicaJ reactions.and tJIC sprc.1d of
Program3: PLOT 287
discasc. Afundamcntal rc.1S0I1 for thispopularityis tIle powcroftJIC computcr.witJI
Program4: mruRcA'Il0N 288 ~
its ability 10 producc complex calculations alld to creatc fll';cinating graphics. l11e
Program 5: HENON 289
cOlllputcr has allowcd scicntist'> and maUlClIlaliciallS to solvc problcms in chaotic
Program6: JULIA 290
dynwnicstJmthilllcrtosccmeduntractablc,andtolInalyzcscicntilicdaLn thatincarlicr
Progmm7: MANDELOROT 291
timesappeared to becillicrrandolllorflawcd. ,
Program8: nERA'IEDFUNCTIONSYSTEM 292
MatJlematics lics at the foundation ofchaotic dynamics. '111c vcry conccpts
ProgmlJl9: PERN LEAF 293
thnt dcscrihe chaotic hehavinrarc llIalllcnullical ill nature. whether Uley he an:IlYlic.
Program 10: CIIAOS GAME 294
gcomctric, algchraic.orprol'labilistk. SomcofUICSC COllccpL<; arcclcmcntary;oUlcrs
arc sophisticatcd. ThcrcarcmanybookstJmt discusschaosin an expositorymanncr.
,
f
Answers to Selected Exercises 295 liS tJlcrc arc many treatiscsonchaostJICOry. writtcnattJlC gruduateIcvcl. III writing
Encollnters witlt Chaos. our goal has becn to provide a rcndablc introduction to
chaoticdynamics at a modcst levcl ofsophislkatioll -- specifically. for .wynnc who
References 302
has a knowledge of calculUS. Thc hook includcs tJIC important maUlcmatical
conccpL'> a<;sociated wiUI chaotic dynamics. and supports UIC dcfinitionsand rcsults
Index 305
wilh lIlotivllulln, cxamples. and applicationswherc feasihlc. An insert willi 36color
plllics illustrating important topicsin tJIC bookappearsjustbeforeSection 1.1,
Enco/lnters with Cllaos is divided into live chaptcrs. C!k1ptcr I prcsents
functions ofonc vnri/lble. and explores Ule fundamcntlll lIotions ofperiodicily WId
bifurcation. Chaptcr 2 introduces Ule C01lccpts of chaos alld strong chaos for
fUllctiolls ofoncvariahlc.along with UIC rclatcd topics ofconjugacy and transitivity.
"
l11csc lirst twochaptcrs Iny llicgroundwork forChaptcrs3-5,andofferexamplesof
lIlost of the IIlllthemntical behavior exhihited by chaotic systems in higher
dimcnsiolls. 'Illeyalsorcly on mathematicsonly Ulrough tJlC calculus.
In Chaptcrs 3-5 wc study chaotic dynamics for functions ofmore Ullin onc
vllfiablc. l11canalysis involvcs veclors and matriccslit all clemclllary Icvel. A hrief
revicw of matriccs is included ill Scction 3.1 for lllOse who dcsirc it. Chaplcr 3
focuses 011 chaoticdynamics for functions oftwovariahlesllIld discusscs thc famous
IlenollandSmalefUllctions to illustratellicconcepts. In Chaptcr4 wc tum to fractal
I
gcomctry alld its relation to chnotic dynwnics. III addition 10 a prcsclltlltion of thc
noliolls offmewl dimcnsion lind fraclals, tJlcrc is I.l discussion ofJulia s c ~ and llle
Mandclhrotsci.whicharcwllongtJlC mostcclcbratcd fractals. '111c chaptercndswitJl
an introduction toitcratcdfunction systcms.madcfamous by Michacl Barnsleyin his
r
attcmpt to cnhance imagc compression. FinaJly. Chnptcr 5 analyzcs s(liutions of
systcms ofdiffcrcntial equations tJlat relatc to chaotic /IIotion. SpcciaJ attcntion is
\.0j r
I!i1li!!
xll I'REI'ACI!
placed Oil Ihe dYIIIIIUicll of the pendululll alld Ihc IIYlllclIl ofdifferenlial eqnlllimlll
employedbyEdwardLorcll7,to'model wendlerprediction, 'lbisllL"tc1ulplerprclIlllllcs
aba'licknowledgeofsyslemsofdifferentialequationslhatisnormallyoblained inan
element..'lrydifferentialequ.'ltionscourse.
Thebookcontains more Ih.-m enough material for a one-semestercourse. In
ourone-semeslercourseattheUniversityofMaryland.wehavecoveredvirtu.'lllyaU
ofChapters 1-3andselected topics rrom Chapters4 and5. Topermitcoverage as
flexible as possible. wehavemadeChapters4and5relativelyindependenlfromone
another. In orderto savesome time. onecanomit proofs to certain tlleorems (like
thoseinSections 1.1and 1.8),whicharcincludedforcompleteness.
Attlle endofeachsectionisasupplyofexercisesdesignedtoreinforcetopics
and give added insight 10 the concepts presented in Ihe section. In addition to the
regular exercises Ulere are, where reasible, exercises utilizing computer programs
which wehaveincludedill theappendix. Inordertomaketheprogramsasacce!lsible
as possible. we have written tlaeln in TRUE OASIC. Answers to selected odd-
numbered exercises are placed at dIe end of Ule book, and full solutions to all
exercisesareincludedill lUI instructor'smanual preparedby ProfessorJimHosie.
Iacknowledge with greatappreciation tlle IIIWIY peoplewho haveassisted me
in tlre preparation of this book. I would like to express my dccpest gratitude to
colleagues Celso Greoogi and James Yorke. who helped introduce me to chaotic
dynamics. guided me when I was lost, and made dIe vast graphics resourcesofUle
University of Maryland Chaos Group available to me. To tire reviewers or Ule
manuscript I give my hcarty dmnks: Oruliel Drucker. Jim IIl)8te. Guan-llsong flsu.
Edward Pockel. Richard Purris. l>Jlilip Strafliu,andStevenStrogatz. Special tlranks
goto Oau-SenDuand HelcnaNus-'Ie. whoreadearlierversions liS wcll asmynearly_
final versionandmadeliteral!yhundredsofpertinentsuggestions; IlclenaNussealso
provided several figures. I appreciate suggestions made by colleagues Joseph
Auslander. KenneUI Derg. David Dyer. Michael Fit7.patrick. Alan Garfinkel. Arturo
Lopes. Chris Rorres. and Dan Rudolph. Once again I have dIe pleasure of u!ling
wonderful graphicsproducedby ArtMatrix in lUraca,New York. Next. Iwould like
to Uumk those who helped me technically. Special dlllnks go to Jim Hoste, who
prepareddieinstructor's manllal for tlre book.andune.'U11led errataandobscuritiesas
heproceeded. Loren ArgabrightintroducedlIIe to MathWriterlI, lheexcellelltword-
procC!>sing software for tllC Macintosh II willi which I have prePl!red dIe book._.1
J thankbothDarbaraGulick.whohelpedin effectingcorrectiollson Ule Macintosh,mUl
EdgarRummel,whofound inconsistenciesin the final prcparationofthe11'fanusctipt.
IalsoappreciatetheeffortsofthestaffatMli1raw-JJill. includingMargeryLuhrsand
\
.'
Mel Haber. I give many dmnks to my long-time friend Richard Wllllis. who as
mathematicseditorgavemeabundantassistancein thepreparationofthis book.
Finallymyheartfeltdmnksgotomywifeandchildren for dleirhelp ill seeing
me through the ordeal ofwriting and typesettinga book virtuallyall bymyself. 'Ille
completiollofthisproject wouldlIot have becnpossihlewithollt theirunderstanding.
DcnnyGulick
CollegePark.Maryland
INTRODUCTION
Encounters with Chaos is an introduction to Ule studyofUIC new field called
chaotic dynamics. In chaotic dynamics one analyzes objects subject to an unpre-
dictable, blltnotrruldom, behavior. Wesay dlatsuch behavioris chaotic. Recently
we have learned Olat objects around us, such as planets in oursolar system. mol-
ecules in Ule aunosphere. waterparticles in a stream. and electrical impulses in the
heartandbrain.can displaychaoticbehavior. Inordertogaina littleperspectiveon
tllencwareaofchaoticdynrunics, letus tumtlleclockbackacentury.
Until a hundred yearsagoit was Ulought Uk'lt Ule motion ofplanets could be
completely understood provided Ulat Ule equations modeling their motion were
accurately prescribed. Indeed.during tlleseventeenthcenturyJohannesKeplerused
Ule calculations ofTycho Dralle to convince himsclf Umt Ule planets in our solar
systclll In ellipllcnl orbllS around Ule sun. Prom Kepler's fundtnnentnl
principlesof1Il0tion. IsaacNewtonprovedOmtnny planctunderUle Influence
its sun moves in an ellipticalorbit. 11lUS Newton resolved Ule "two-bodyproblem."
whichrefers to theanalysisofUle motionofonebody underUle influenceofasingle
otllerbody.
Rarely. however, is a plunet subject to tlle force of a single oUler object.
Indeed.OlecarOI'S motion Is affectedInanontrivialwaybyUle gravitational forcesof
tlle sun, moon, and even oOlcr planets in our solar system. most notably Jupiter.
Likewise. tlle orbitofourown moon is influenced by tlle e.'U111 as well ns Ule sun.
1llereforeNewton's results on Ule two-body problem gaveat best only an approx-
imatesolution to themotionofa planetsubjectto more Ulan onegravitational force.
During Ule 1890'stllegrc.1tFrcnchmathematicirul HenriPoincarealsostudied
maUlcmatical ofplanetary motion. liefocused on Ule "three-bodyproblem,"
in whichthemotionofonebodyis influencedbypreciselytwootherbodies. During
his work on this problem he developed a new Idnd ofmathematics which is today
called topology (orrubber-shcetgeometry). Aftermuch effort, proved U1at
tllere is no simple solution to the tlucc-body problcm. In oUler words, Poincare
proved Ulat it is in general impossible to give a simple prescription for tlle orbitof
onebodyinfluencedby twooUler bodies.
In addition, Poincarerealized Ulat ifone takes two diffcrent readings ofUle
position ofa planetata given moment. tllen 110 matter how close Ule readings are,
afterenough time Ule orbitsofUle planctcorresponding to thc twodifferentre.'ldings
will separate away from oneanoUler. Accurate long-range predictionofUIC orbitof
Ule mOOIl is UlUS impossible. This is oneofUm basic features ofchaotic behavior.
At the turn of Ule century. Uds idea was particularly offensive to scientists and
mathematicillns, not only because it contradicted Uleir intuition ofUle regularity of
nature and Ule universe, but also because Uley had no tools wiUI which to Imalyze
Illution that is unpredictable.
WiUI the advcntoftlie computer. amllysis ofUIC motion ofplanets and other
t-
moving systems has taken on a new life. Computersand supercomputerscan make
trillions of calculations in Ule blink or an eye. As a result. scientist!! tllltl
c to gain an lIndcrslatl(jing ofphysical and theoretical
.hcyondOlcir reach; they hllve nlsobecnllblctoereale
IhaladomcalendarsIUld coversofIIll1gal.incs.
IrcaS ofsciencein which chaoticbehaviorhasrcecntly
Iy 1960'sUIC lIotedMITmctcorologistEdwardLorenz
Illernshy mcansofIIIlIthematical cquations. Ofcoursc
nrcdictions ofwcather one needs to usc inllumerahle
humidity,and wind velocity,nlthonsandsoflocations
sphere), so one inevitahly is faced wilh 11 great mallY
10makecalculationspossihle,I.orellzrefinednknown
!lations rclating 10 cOllvcction, ali(I Inrncd 10 his Roynl
pUlcr Ihal wascquipped with 6-phlcclIccuracy.
itllledII 3-pmccnpproximalion for UIC 6-place nUl\lber
ial condition. To his astonishmcnt he found Olllt tllc
l1led from Ole 3-placcinilialconditionwas fardirrcrcnl
Ihcr patlern. Thinkillg Olat itwasn Ilukc, he rcpealed
ach time Ihc McBee rcspondcd in a similar fashion.
to cOllclude tlmt,I slightalteration in thcinitial
IS diffcrcnccs in the output. 'l1lUs weal1lcr patterns
'haolic behavior Ihal hm, heen Icrmcd thc "buttcrl1y
lappingofhUllerllywingsin RiodeJanieronowcould
wceks Inler. Itfollows that althoughonc might
with rcns!lIHlhlc IICCUrlIcy in Ihe short term, long-range
!. Neverlheless,short-range prediclionsnremeaningful
H'W IIl1llmore variahlcsnrc inscrted intoOIC systcmof
hureall IIses lip to:I million variahlcs in I1lcir systcms
'ntistshnve IItili:l.cd notionsofchnnticdynalllics IUlhc
thc growth ofinscct alHl fish popUlations, infeClious
studying childhoexi diseases like rubellaaud chickell-
II whelherthcrc:Ire prediclahlc for OIC sprcad
!s secm to show Ihat hefore a vaccine appcars, I1le
liseases are neither random nor predictahle. In othcr
s appenrs in thesc pal1ems. Prcscntly scicntists aud
\Ins ofchaotic dymunics to study the tf:lIlsllIissioll of
'irlls(IIIV)IhalcllIllead10 acqnircd immunodeficiency
,expertsImve rcccntly determined thai heartbealsand
regularorchaotic hchavior, dcpending on conditiolls
IgS havcopened up (theoretical) possibilitics forearly
lerlkt'pisodes. '111t'rt'nrc manylIlorCnreasor
hantic dynalllks. '11lcy include chemical rellt'lions,
,I activily, sutdlllC (lrhlls, efficiency or cOinhuslion
Islock marketpriccs.
,,'haos? '111cre (Ire several reasolls. First, the concept
ofctmosnowpervadcsvirtuallyall scient."eS. Second,it
i'"
notonlyanintellcclunl achievemcntforscicntiSIS iUld II
of Ulinking new to many peoplc of nil walks of lift
unprcdictable, but notrandom,can shed new informatil
!I1t
orbitofPlutoand thccffectofingestingcocaine.
A I1lird renson for studying chaos comes from
vcry beautiful mal1lcnwtic".1 idca"> that are acccssiblt'
- calcuTUs. In addition, Olcre are many mal1lematical pn
II'!'
"'::... I1ml are to state but which continue to baffle Ole
I

matJlcmatics111111 undcrgraduate encountcr,wlli,
ofycars ago, nianyofI1tc rcsull'i appearing in Ule study
appeared wil1lin only Ole pasttwcnty years. Chaos is ul
by Ole computationandgmphics capabilitiesoftJ1C COli
I1lc widcly diverse areas mcntioneu above. Iti;; (J";:; ;;:
mal1lcmatics.
Wchopethat OlOse whoreadthis book: will app'
"I
chaoticdynmnics hut also Ule divcrsity ofapplicntions
Wei
subjcct is growing,asa mathcmaticalarcaandindiscipi
A lookata fcw issuesofNatllre orNew Scientist magazi
ofthe widesprC<ld application ofchaos. Finally, wc II('
will view thc worlda litUe differently, understandingtill'
inhcrcntly unpredictableyct notrandom. 111is undcrstan
l1'li
Icgncyofchaos.
II!'
,..
t
I
I
I
I
COLOR PLATES
I
I: 11le limonattraclor. Yellow represents theallractor, black thebasin ofattrac-
tion, red the local stable manifold ofthe nOO7.ero fixed point, IUId blue Ule point"
escapingtoinfinity,coloredaccordingtothespeedofdivergence. (Seepage 173.)
I
2: TheLorenzattrnctor. (Seepage282.)
3-10: Initial positions for a periodically fon:oo damped pendulum. with four basins
I
ofattraction represented by red, yellow, green, and blue. Dntker shades ofcolor
,
represent points that senle down more slowly to the appropriate periodic motion.
Successive plates magnify centers ofthe preceding plates, with final magnification
approximately 100,000. (Seepage274.)
I
11-12: Initial positionsforaperiodically forced damped pendulum with twobasins
ofattractionrepresentedbyredandblue. Lightershadesofcolorrepresentpointsthat
iJlij
settle down more slowly. Plate 12 has more red, because ofa slightly stronger

periodic force. (Seep...ges273-274.)
13: TheIkedaattraClor,yellowrepresentingthe attractorwhenthecontrolparameter

p islessthanItcertain valuecalledthecrisisvalue, and red theadditional points in
thealtractorwhen p risesabovedlecrisisvalue. (Seepage210.)
14: TIleTinkerbcllattractor, representedbydIecurve. Blackrepresent"dle basinof

attraction. Otller shades outside escape to infinity, colored according to tile speed
WIii
"
Willl which theyrecede. (Seepage202.)
15-17: Juliasctsfor /(z) =Z2+C. (Seepage214.)
Plate 15: C= 0.32 +0.043;
Plate 16: c = - 0.121 +0.739i (1llisJuliasetis called the"Douadyrabbit.")
Plate 17: c '" 0.36+O.1i (1l11s Juliasetiscalledadragon.)
I

18: TheMandelbrotscI. (Seepage217.)
g 19-24: Successive blOW-lips at the boundary of tllC Mandclbrot set, with final
magnificationapproximately 130,000. (Scepage217.)

25-30: Successiveblow-upsatIUlotllCr locationon the boundary ofdIe Mandelbrot
set, with Hnal magnificationnpproximately 130,000. (Seepage 217.)
:.....
31-36: Magnificationsat six locations00 the boundaryofthe Malldclbrotset. (See
page217.)
Color I'laies 2 and 15-36 are furnished hy Art Malrix, Ithaca, New York. Color Plates I
and3- 14 are produced hy the University of Maryland Chaos Group: Plates 3-10 are from
their "Chaos and Practals in Simple Physical Systems," 1991.
COLORPLATE1
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COLOR PLATE 16
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COLOR PLATE 17
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COLORPLATE 19 COLORPLATE20
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COLORPLATE29 COLORPLATE 30
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COLOR PLATE 31
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COLOR PLATE 35
COlOR PLATE 32
COLOR PLATE 34
COLOR PLATE 36
CHAPTER
1
PERIODIC
POINTS
Supposc thut I is It fUllction and x Is ill Illc domain of f. TIlcn Ule iterates
of x, which cOllliha of x. I(x), l(f(x, l(f(f(x) ... I foml Ille orbit of x. '1110
kinds of orbits thnt nrc possible for various valucs of x and for different fUllctions
Ille basis for thc study of chaos.
Chapter 1 is dcvoted to Ule study of IlIOSC x's for which somc Hcmte is again
x. Such a point is called n periodic point. For example. if I (x) = x 2 I, tllcn we
have I (0) = - I and I (- 1) = 0, so Illnt 1(f(0:; 0 and thus 0 is a periodiC
point of f. Sections 1.1-1.3 lay the foundation for a dctailed analysis of periodic
points. Sections 1.4-1.5 focus on families of functions, and discuss how periodic
poinL'> can vary from function to function within a family of functions. In tllose
sections we examinc in detail two illustrious families of functions: tlle tent family
and the quadratic family. In Sec lion 1.6 we discuss various kinds of bifurcations,
wbcre tlle quality or number of periodic points changes. Section 1.7 is devoted to
consequences of a function having periodic orbits containing but Ulree elements.
Finally, in Section 1.8 we, discuss Ille largest number of periodic orbits a given
. fUllction can have, each of which attracts a1lncarby points.
Chapter 1 is a preludc to tllC study of chaotic functions, which we define and
discuss ill Chapter 2.
1.1 ITERATES OF FUNCTIONS
Suppose that we key .5 into a calculator. and tllel1 repeatedly depress Ule x
2

button. The calculator would display Ille numbers
0.5, 0.25. ().()625 , 0.00390625. 0.fXlOOI52858.... (I)
one after another. What is the calculator giving us willi Illis sequence of numbers']
If we let /(:c) = x
2
lind let Xo = 0.5. Ulen lhe sequence in (I) consists of
s
6 C1II1PTER I: !'EluomePOINTS
.to' /
/(/(x
o
' /(/(/(xo) ..
'nlese\lumbersarecalled iteratesof -'"0 for f
DEFINITION 1.1. Lei / be II fUllction allli lei x0 be in the domainoff 'l1l(::-n
/ (.t
o
) the first iterate of xII for /
/ (f(x0 =: Ihesecond Iterate of x (I for f
Moregencrally. if II is any positive inleger, and (In is Ihe IIlh iterateof Xo for /.
Ihen / (I") isthc(II + I)sl iteraleof .fo for f
Forconveniencewe willadopt Ule notalioll
f
2
1(x ) fur /(f(x
o
' jnl(rn) for f(f(f(x
o
)))
o
Ilnd moregenerally.
for Ule nUl iterateof Xo for /
We call Ule sequence U
1n1
(xoH;;co ofiterates of Xo Ihe orbit of .Yo Sometimes
we will write x" for f"l('y
o
) III Ihut case, (.t"1;=0 is the mhit of .lO' In Ule
literature. Ule usual nOllllion for Ule /lUI iterateof / is /". ralherIhan fnl.
Calltion: 11lroughoul \Jle bookilwill beunderslood \Jmt allileratesofeachfunction
under discussion will lie in Ihe domain of \Jle function. As a result, we Ilommlly
willnolexplicitly mention Ulis assumption.
Now welirereadytoillustratenfew Hemtesforseveral functions:
orhitof x
lex) x
/(.t) x
2
1.1.1,1.1....
lex) x
2
- I - 1
-1.0. 1.0.-1....
/(x)=x
2
+1 2 - 2.5.26.677.458330....
== x
2
+ . 0
0,0.25,0.3125,0.347656''',0.370864''',",
4
\1
7 1.1 rn,RII"ESOFJ'UNCTIONS

As you S('(', "veil with simple quadratic functions. Ole orbits seem to have very

differentbehaviors. lmleed, Ibe orbitof I for the fUllction x1 is conslIlnlly I.
t Next, !lIeorbitof - I for Ole function x2- 1 osdllatcs between I and U. By

conlrnSI, the orbitof - 2 for x
2
+ I is unbounded, and it is 1I0t clear how Ule


r iterates of 0 and 1/3 inOle last twoexamples behave. In timewe will provc I1mt
the iteratesof 0 for x
2
+ 1/4 converge to Ill, arld Ule itcratesof 1/3 for 4x -
4x
2
spre.'ld UlemselvesoverIbeinterval (0. 1) inaseeminglyunpredicL1blemanner.
Among the many functions whose orbits one can describe are I1le sine llild
'"':..cosine ftll1.ctions. For the sine function (with radian measure), dIe orbit of, say. 2
bcgins
2, 0.9092"', 0.7890.. 0.7097. 0.6516.. 0.6064...
I Continuing. we find that Ule 50th iterate is 0.2350... , and Ule looth iterate is
0.1692...WiOI successiveiteratesdecreasing.'Ibislends us 10conjecture Olat ;"1(2)
I
I approaches 0 as n increaseswitJlOutbound. In EXllillple 2 ofSection 1.2 wc witl
prove Omt Ulis conjecture is true. Meanwhile you might calculate iterates of2 for
t cosx. midsecifUlcy seemtohaveareasonablelimit.
Iterates fonn !lIe basis ofUIC Newton-Raphson method for approximating a
zeroofa function. (You may have encountered the method in calculus.) Westart
WiUI n function f, and assume \Jlat near a zero z of / Ole derivative of / is
nOll7.ero. Next. we selectan initial value Xo Ibatidenlly is reasonably close to Z.
Wedefine XI by
/(x
o
)
XI = Xo -
/'(xo>
Foranypositive integer n, weuse xn todefine X,,+ I by Ule fonnula
\'
!(x")
(2)
Xn+ I x"-
/'(x")
Fonnula (2) constitules the Newton-Raphson method (alsocalled Ule Newton
method). For many ofIbe functions encountered in calculus (such as polynomial
functions),judiciousselectionof\Jle initialvalue Xo canre.1dily givegoodestimates
ofa zeroofUle givenfunction. Figure 1.1 showsonesuchexample.
Ifwelet

F

g(x) := X _ lex)
"
.J
/,(x)
0.333333",0.888888...0.395061",0.()55951", ",
:! Ulen Xl =g(x
o
)' x
2
g(xj ), and in gcneral. xn +I g(x
n
)'lllUsHIe sequence {x");",o
/(x)=4x-4x
2
generated by theNewton,RaphsonmethodconsistsofiJle itcmtesof Xo for /?
3
\
'I
II
8 O'AI'TERI: I'RIOOICf'OlN"rs
I y
I
fill

Ii
....LIf I ;;,. X

t<,
figure Ll

EXAMPLE t. Let I(x) == X2-7. UsetheNewlolI-RliphsolimeUI(x1tonpproxllllute
a7..cro ofI untilsuccessiveapproximationsarc widlin 10-4ofeachoUler.
I1Ii1
Solulion. The zero z of I satisfies Z2 - 7== I (z) == 0, so UI.,I Z == V7. To
approximate z by theNewtoll-Raphson meUloo, let Xo=:3,lUldlet g bedefinedby

l
iIIlI
l
x _ I(x) == x_X - 7 .! (x + '2)
g(x)
/,(x) 2x 2 x
TIle initialfew iteratesof 3 for g arc

xo == 3 XI 2.66666'" Xl == 2.64583'" x) = 2.64575'"

Since !x2 - X31 < 10- 4, the approximation we desire is 2.64575..,which you can
checkis an estimateof V7 accurateto 5places. Q
Ii
I
In Section 1.2 we will learn why the iterates ofany positivenumberapproach
V7 for the function g. (See Exercise26inSection 1.2.)
finally we mention Ulat an unfortunate choiceof Xo eml lead-to Ule failure of
II!
I:\l
the Newtoll-Raphson method 10 approximate II zero of II given Uallction. Sec_
Exercise IIfor anexample. '11lUS olle needstobecarefulwhen using Ule mCUlOd.


.J Graphical Analysis of Iterates
IfwearcaMetor("ndrra reasonablyprecisegmphofIIgivell functiun, IIicn we
mlJ.:I'N';aN.:- frlauJ)-7't:' dieamit!;at'variow;membersat'thedomaill.
firstwedmw(hegmphof/. withlhe fiDe)' .r. Ttlobifli1fhromiI
or Jj,. firsl 'ocale Xu 011 Ille x axis. N(}lice Ulal (.10,I(.1.'0 lies nof only 011 the
l!mJllI Hf f !luI nJr.o (111 111(' vendlinetlttcllJeJI (.r,,. 0) (Figure /.2(;1. '1lte hon-
mfw .. J'==.if JI/,the,poillf (f(x.).!(x,)) -=
I.l ITERATES orfUNCI'IONS . 9
y
y
r
Xo XI X
2
>x Xo r
Xl
'>- x
X2
(n)
(h)
Pigure 1.2
(Xl' Xl)' Dy applying Ule same process WiUl XI rcplacing x ' wc obtain Ule point
o
(.'12, x
2
) Continuing in UIC smne manner, we cml dctermine Ule loclltion of(Xl' Xl)'
(x,,, X,,), and UIUS in U1COry we can produce the orbitof x(j' 111i8 process isculledn
grllphlcalanillysisoftlte orbitof xO' mId is carried out in Figure 1.2.
Nexl, lct I (x) = sin x. Ule graph ofwhich appears in Pigure 1,3. WiUI a
litUe experimClllntion you should beablc toconvinceyourselfUtal Ule arrows in the
graphical analysiscnd up in UIC narrow between UIC graphsofI and y ""
x, andconvcrgeto 0,
Caulion: Gmphical anaJysiscan indiclltc how orbits behave,and c.1n guide one to a
proofofIIgivcn result..Howevcr, except in special cases, we will rely on rigorous
mathematicalproofsmId notsolelyongraphicalanalysis.
y
7V '\.
-11:
'>.
\: _< :;::, X
Figure LJ
10
('11""11\11 I: I'IllUOnJl' POINTS
is".,,(fS'Kt.:ISKS 1.1
Let g(x):=cosx. Use the compuler progrmll ITERA'min the appendix 10 Lry
10detcnnine limn-l'"gInl(x) for
I.
h. x - I c. x== nl4
a. x=2
2. Let I(x) 3x- 3x
2
. C..akulatethe fustdOl.e11 iteratesof "2. andsecifyou
___J..
c::om daecl Gm """'(In).
InExercises3--5,usC' E,fIlphk'alanalysis\0dctetminewhc\hertheitera\esofthegiven
point X seem to convergeornot. IfIhe ileratesseem 10converge. guess Llle limit.
4. I (x) == x- x
3
/3; .t:=-I
3. I(x)=cosx; x== 3; x n/2
lx. for 0 $; x::; 112
5. I (x) = ; x = 1/3
{
2x- I. for In<xS I
6. Find a function I such Ihal I CO) is Ule maximum value and 1'21(0) is the
minimulll valueof I.
7. ConsiderUle funclion L defincd by L(x) =ax+ b, whcre a"" 1. Detcnlline
Ihe values of a for which Iim,,__L"'(x) exists(asanumber) for each real
numberof x. and find thevalueofthaL numberin tennsof a and II.
InExercises8-10.usethc Newlon-Rllphson method, WWI tJlegivcn valueof xo' 10
approximalea7.eroofIhe function I 10 witJlin 10-
4

9. I(x) x
3
- lx- 5; Xo == 2
8. I(x) = cosx- x; Xo= I
10. I(x) X4 t sill x; Xo =- I
II. Let I (x) = I + x(x It. See what happens when yon try Ihe Newtoll-
Rllphsollmethod with eachoftJIC following Initinl vnlue!!.
II. () b. 1 e. I.OS d. I.l
1.2 FIX ED POINTS II
1.. 2 FlXE1J PfJfNTS
A point whose iterales are Ule S.I1llle point is called .It fixed poiut. Fixed
poilltsare very importantin tJlC studyoftJle dynamicsoffUIlCtiOIlS.
'"
I>EI?INITION 1.2. Let p bein Ule domain off. 'Illcn p L<; a fixed pointof
I if--!(p)=p.
,
1
:II V'- ,. cit f iJ1. '"' ;:'.1";;', ;YAM -,I f (" AI,
if(be t,'f:ill('t\a1Jf I (ur ibm: } ..JI. :al 'J",!;W"'l: Ll"
'i
)'
I
y
".... y "-, >-x
1/' \: j '>x
fixcd'poillls
Figure 1.4 Figure 1.5
From Figure 1.5 we might conjecture tlmt tJle onglll is the only point al
which Ihe graph of sin x lllld tJle linc y= x Louch each ollicr. We will prove Ihal
Ihis islruc. In Ihe solulionwe will usc tJle Mean ValueTheorcm. which says lhatif
I is continuous on [a, b] lUld differentiableon (a, b), tJlcn tJlere is a e in (a, b)
such tJllIt
, l(ll) - I(a) ,
I (e) = oreqllivalelllly. l(lJ) - I(a) '" I (e)(b a)
b - a
EXAMPLE I. Lel I(x)=sinx. Show that 0 is the unique fixed pointoff.
Sollllion. To begin. we observetJlat !(x)'# x if Ltl > I. sincc Isill xl $; 1 for all
x. if 0 <.t:5 1. tJlcn Ole MelUl Value 'Illcorclll implies I1le existence of z
helwcen 0 lind x such tJUlt
sin x sin x sin0 =f'('l.) (x - 0) X COS'l.
Since () <cos z< t for such z. it follows thai 0<sin x= xcos'l. <x, The facl
Illat I (-x) = -I(x) implies I1ml x""I (x) for 1111 x <0, Finally. sin 0 =O. so
we concludetJlat 0 is the uniquc fixed pointoff. U
12 CIIAM1!R I: PflRIQDlCI'OINTS
'Ille next theorem will be very important to us, For COllvclllellcc we will
write -4p ror ':r"'(x) approaches p" (3.1 It increaseswithoutbound),
THEOREM 1.3. Suppose that f is continuous at p. and let x be ill Ole
domain of f. Ifj"'(x)-+p as It Increaseswithoutbound, then p isafixed point
of f.
Proof. 8yhypotlle.o;is, p"'(x) -+p, so that plt+I'(X) -+p. Since P"'(X) -+P.
continuityof f at p yields f (ti",(X -+f (P). However p....I'(X) .. f (Ii"J(,t. so
Ulat by substituting for I (ti"1(J). we find that jlt+II(J) -+ICp), nle
uniqueness ofthe limitofagivensequenceimplies !hat I (P) == p, Consequentlyp
18 afixed pointof f.
Fromcalculuswe know tlJat abounded sequenc.e {xnl;..o Ilmt is incre.1Sing
converges to the lea.'It number z such that x" S; z for all n. Asimilar statement
holds for a bounded decreasing sequence, and hence for any monotone (Ilmt is,
increa."ingordecreasing)sequence.
COROLLARY 1.4. Suppose!hat I isacontinuousfunctiondefinedonaclosed
interval. Assume that V''''(x;;.o isabounded,monotone sequence. 'Illenthere is
afixed point p suchthat j"'(x)-+p as It incre.1SCs willioutbound.
Proof. Oy tllecommentabove,boundedmonotonesequencesalwaysconverge.'I1ms
tbis resultisan immediateconsequenceof'llleorem 1.3.
Now we will use Corollary 1.4 toprovellmttheiteratesofany real x for Ille
sinefunctionconvergeto 0- aresultdeducedby graphicalanalysisin Section 1.1.
EXAMPLE 2. Let (x) ""sinx. Show I1mt I1le iteratesofany x converge to O.
Soudion. Let x bean arbitrarynumber. ToshowUlat Ule sequence is
bounded, we observe Ulat - I S; sin x S 1 foreach number x. 11lUs tlle sequence
liesin [- I.11. and henceisbounded. Next weobserveIltat
.....
I(-x) =sin(-x) == -situ= -/(x)
'Illerefore ifwe can show tllatthe sequenceconverges to 0 for each x in [0, 11,
then IIIC samehappensfor each x in [- I,OJ, and hence forall x. Thus we only
need toshow IhatlhesequenceconvergesforellCh .t in [0, I J.
Since 1(0) == 0, let 0 <x S I. We will show next Umt ifn1(xn;=o is u
decreasing sequence. As in die solurion ofExanlple I, Ule Mc<m Value Theorem
yieldsa zbetween 0Wid x such Ulat
sin x < x cosz < x
1.2 PIXEOI'OINTS 13
l11crerore () <gin x<x<I for 0<xS; I, which means tlmt
I (x) < x for 0 < x S; I
Itfollows dmt for any n<"e 0,
jn+1'(x) = f(jn'(x =sinjn)(x) <jnl(x)
WeconcludeUUIl {f"'(x)}:.o isadecreasingsequence when 0<XS 1. Since Ule
sequenceIsnlsobounded,Corollary1.4InIpUesthat!hesequencemustconvergeton
fixed poillt, which by Example I is 0. Consequently yi"'(x)};..o converges to 0
for all x. Q.
Theorem 1.3 provides Information concerning Ule Newton-Ruphson lIleU\()d
described in Section 1.1. Recall I1lat tllC me!hod involves calculating a sequence
(xn};..ocreatedbyletting Xo bean initial value,anddefining
I (x
n
)
xn+1 == xn - I'(x)
n
Here we Umt !'(xn) '# 0 for all n. In Section 1.1 we indicated I1mt if
{xn}:..oconverges, Ulen itslimitisazeroof f. Now we can support111isassertion.
Let
g(x) = x _ I (x)
/,(x)
llIen XI == g(xo)' x2=g(x,) = and in general, xn =g[nl(Xo). "Dlus {xn};", o
is the sequenceofiteratesof Xo for g. Theorem 1.3 tells us that ifIlle sequence
converges,llien itconverges toafixed point z of g. In !hatcase,
z = g(z) = z _ 1('1.)
/'(z)
soI1lat
I(z) == 0, orequivalently, I(z) =0
/'(z)
'Illis means thai z isazeroof/. as we wished to prove.
I
Attracting and Repelling Fixed Points \
By applyinggraphical analysis wecan see diverse behaviorfor UIC itcratesof
points. Indeed. in Figure 1.6(11) tJle iterates of x approach Ole fixed point
I'
16 CHAI'IER I: !'IlRIOllC
We can Pllt Theorem Ui tn ill1lllcdiatc IISC.
EXAMPLE 3. I.ct II> () be n constant. and leI
l
f (x) = IIX(I - x) I.LX - I/X , fOf () S X S
a.
Find thc values of 11 for which 0 is all allraclillg fixed point
b.
Find the values or J.I for which Iherc is II II01l7.C/'O fixed point.
Find the values of 1l ror which thc nonzcro fixcd poinl is allfllctillg.
c.
So"llioll. Notice Ihal x is II fixed pllinl of f if x Jlx - J.lx2. '!lUI!> cilhcr x = ()
or clsc I J.I -/u. which implies that x I - I/J.I. If 0 < J.I S; I, thell wc have
1 - IIp $ O. so Ulcre is only onc lixed poilll in the intcrval [0, I J, namely 0, Oy
COlllrasl, when J.I > I, there lIrc Iwo distinct fixed points in [0. I J: () and 1-
Next we will determine which fixed poinls arc allmcting mid which arc repelling.
Sincc /,(x) = 11 2JLr. it follows thal
/,(0) = J.I and /,(1 I/J.I) = J.I - 2/1(1
'l1lcore!l\ 1.6 tclls us thai 0 is IlIIntcting if 0 < J.I < I
also Iclls us thal I IIJ.I is allfllcling if I < II < 3.
Finally. it is possible 10 show lhal 0 is allmcting if J.I
I/J.I is altracling it J.I 3 (Exercisc 16). 0
Bnsirls of Attraction
- 1/1
1
) = 2 - J.I
alill is rcpeltillg ir I < p. It
and is rcpelling if J.I > 3.
= I (Exercise 15), and Ihal I
If a fixed poinl [1 of f is altracling. Ulcn all poinls ncar 10 f1 arc "nllracled"
loward p. in the scnsc I1t1ll Uleir ilerales convergc 10 p. 'l1lC collection of af(
poillls whose iterates converge 10 [1 is called UIC basin or allraclioll of [1.
IHWINITION ].7. Suppose Ihal I' is a fixcd poinl of f. '1lICIl Ihe hasin uf
attraction of f1 consisls of all x snch Ihal 1III l(x) ..... f1 as II without
bound. and is (Iennled by R
p
'
EXAMPI,E 4. I.el f(J) Xl, Find thc hasin of llllraclinli /\) of Ihc fixed poi III O.
SOIIlI;IIII. If It1 < I. Ihell inlet) =X(l"l ) 0 llS II inrfeases withoul hOllllll, so
that x is ill J\l' By cnntmst. if hi?: I. then !llnl(xll?: I. so Ihal x Is 1101 in
'11111s Ib consists of all x such I1ml l,l < I, thaI is. 1\1 == (-1. n. (Wc could also
draw thc sallle conclusion by lIsing graphical analysis.) 0
We rcmark Ihal if f1 is II repelling fixed point, Ihen ils hasin of allraclioll call
COli!Ii$I of the single point 1'. as Imppens for 0 if f (x) = 2.. At Ihe ulher clld of
1.2 I'IXElll'OINTS 17
Ihc spcclnllll, Ihe hashl of allraclioll of Ihe fixed poinl () of sin x consists of all
realllulllhcrs, which ill effeci is whal we showed in EXlimple 2.
Eventually Fixed Points
: ;iually we introduce the 1I0lion of evellHmlly fixed point. which will be of lise
iii later cXoullplcs.
-...
UEFINITION I.H. LeI x bc in the domain or f. 'Illen x is nn evenCulilly
fixed I'olnt of ] ir Ihere is a positive inleger n such I1tat I(nl(x) is a fixed point
of f.
A fixed poinl is trivially nn eventually fixed point. lIowever. if J{x) ='- sill :r.
Ihcll f(1r) =0 lind f(O) =O. so I1tal 1r is all CVClllUllUy fixcd poi II I Utal is not a
fixed point. In order not 10 create confusion. when we refer Itl x lL'i an evclltUldly
fixed poillt. we will gencrally assulIle that x is not a fixed pOint.
EXAMPJ.E 5. Let T be defined by
2X for 0 $X $ 112
1'(x) =
{
2 - 2x for 112 < x S
Show that 1/8 is:m evcnlually fixed point.
SO/lilian. A rouline check shows I1ml
I

2
I. 1'(1) o. T(O) o
8 4 4 2
11lercforc 1/8 is an evcntually fixed point. 0
,
Thc fuuetil,n T is callcd 11 tent ru nclion. becnuse of the shape or ils graph
(see Figurc 1.7). Example 5 says that T lim; an evcntually fixed point. Onc call
\
show by an analogous argumenl I1ml if x = k!2", where k and II arc posilive
i-
t inlrgers and () < kl2" S I, Ihell x is 1111 cvenlually fixed pOillt of T (sec Excrcise
27). Wc will use 11th, result when we sludy T ill more dClail ill Seclion 104.
We mcnlion Ihal if x is an evcntually fixed poinl of f (SIl I1wl some itcrate
of x is a fixed point f1 of f), Ulen x is aUlomat,ic.1I1y in II.le hasin of allracLion
of Ii. 'Ille conversc is false. howe vcr, because I1le ilerales of poinL<; can convcrge 10
\
f1 withollt cventually beillg [1.
I
12 CIIAI'IER I: PERIODIC POIN!S
l11c IlCX t tllcorem will be very important to us. For convenicncc wc will
write P"'(x) p for 'j1"'(x) approaches p" (as n increases willlout t",und).
THEOREM LJ. Suppose thai I is continuous nI p. and let x be ill tlle

domain of f If -) p as n incre.1ses witllOUt bound, (hcll p is a fixed
of f
Proof By hyplllllcsis. I''(x) -) p. so that P"HI(X) -)p. Since '"'ex) -) p. the
continuity of I lit P yields Iif"'(x -)1(P). However p"HI(x)=Iif"l(x. so
Ilull by substituting /,,,+1
1
(.,, for I if"'(-I), we find that p,,+I\(J) -)I(p). "Ille
uniqueness of the limit of a given sC(luence illlplies thai I (P) =p. Consequently I]
is a fixcd point of f. II
From calculus wc know Illat a JxlUnded sCllucll(.e Ixn};.o Ihat is incrcasing
convergcs to the number z such tlla( xn S z for all n. A similar stntcmenl
holds for a bounded dccrellsing sequcnce. :U\d hcnce for any monotone (lhat is,
increasing or dccrcasing) sequence.
CO ({ 0 LLA R Y 1,4, Suppose Utat I is a continuous function defined on a closcd
intcrval. .Ass\IlUe that VI"I(x)};=0 is aboundcd, monotonc scquencc. '111en thcrc is
a fixed pl)illt p such thai I"'(x) -) I] as n increases without bound.
By the COllllllenl above. bounded monOlone scquenccs always convcrge. Thus
tllis reSUlt is an im!llcdiate conscqucllce orTheorem 1.3. II
Now we will use Corollary 1.4 to prove Ihat Ole itcrates of any real x for tlle
sine funclion converge 10 0 - a result by graphical analysis in Section 1.1.
EXAMPLE 2. Let I (x) =sin x. Show til;]l tile iterates of x convergc to O.
So11/Iio1l. Lei x be an arhitrary number. To $how tlmlllic sequcnce V
1IIJ
(xn:3o is
bounded. we observe Illat - I $; sin x $; I for each number x. 11m!> the sequence
lies in (- 1. IJ. and hcnce is boundcd. Next we observc thaI
I(-x) sill (- x) = sin x = - I(x)
....
'Illercrorc if we Gtil show tlmt Illc scqllcll':e COli verges to 0 for each x in (0, 1].
thcn the samc hnppclls for each x in [- 1,0\. and hence for all x. Thus we
flPl,:/1 In !h;d (f)llvc::rllCq f(,reach .l in {O, I].
.. f ''''/')j !'f /" j L, '.:i;",. W:': rtett W!2tt t..'i a
sctj,jellcc. As 'n fhe solutioll 01 j:y.alll:,)le 1, rhe Me<IIJ Villue '11Ieutc::r11
yiclds a z belwcen () allli x such tllal
,m.f < J: (r" - < .r
1.2 FIXED POINTS 13
111ercfure 0 < sin x< x<1 for 0 < x 1, which mCllns Iltat
I(x) < x for 0 < x S I
Itfollows tlmt for any n:?: 0,
+lI(x) ::: 1(flnJ(x ::: sinjnJ(x) <
We concludc Umt {fnJ(x)};ftO is a decreasing sequence when 0 <xS I. Sillce Ille
scqucnce is also bounded, Corollary 1.4 implics Ilmt Ule sequence must converge to a
fixed point, which hy Exmnple 1 is O. Conscquently {fnJ(x));aO convcrges to 0
for all x, 0
'I11corcm 1.3 provides infonnntion conccrnlng Uw Ncwton.Rnphson method
dcscribed in Seclion 1. L Recall that tlle I11ctllOd involves calculating a sequcnec
{xn};"o created hy lelting Xo be un initial value, and
,;
...
I (x.)
!.'
Xn+ I '" x. -
Here we assume Utat !'(x
n
) :;/! 0 for all 11.
{xn};=o convcrges. thcn its limit is a zero of f
Lel
1,-',
,
\
In Section 1.1 wc indicated that if
Now wc can SUppOrllllis asscrtioll.
g(x) x _ I(x)
/,(x)
11lCn XI :::: g(xo)' X2 =g(x
l
) =g[2
1
(.to). and in gcncral, xn:::: 8'''J(x )' 'DlUS {x };"o
o ll
is tlle sequencc of of x() for g. Theorcm 1.3 tells us tllat if Ule scqucnce
converges, Ulcn it converges to 1I fhed point z of g. In Ihat case,
I(z)
Z ::: g(z) z- -
J'(z)
so tlmt
I(z) .
- 0, or eqUivalently. I('l.) = 0
/'(z)
111is mcans Illat z is a zcro of j. 'l) we w;.;h-::d to prove.
Attracting and Repelling Fixed Points \
By
V<lrioos pQinrs. lmked, in f'lgure L6(3) lhe illT.lIeS of x arr.,>;1(;11 tile fued poinl
\
I
15 I
14 C'11i\r1T.R I' l'I'RIOIllC POINTS
I
p. whereasinfigure I,6(b) theiteratestend toward TIle iteratesof x in figure 00.
1.6(c) have each ofIhese depending on Ule x, We arc led to the
following definition.
y
y
y
;;
...
'1"I't'
'1
f
...J
""I
I" :. ')ox
f'
P is attracLing

(a)
"'"
DEFINITION 1.5. Lct p be a fixed poinl of f
a. The poinl p is all aUrln:ling fixed Ilolnt of f provided thllithereis an
interval (p - f, P+ e) containing p such I1mt if x is in Ille domain of f
and in (p - f. P + e). then .rnl(x) -tp as n increaseswiUlOutbound. (Such
l'
a point is also called asymptoticallystahle ill Ule IiteralUre.)
1"'1
b. '!lIe point {J is n repelling rixed point of f provided I1lal Ulere is an

interval (p f. P + e) cOlllaining p such that if X is in the domain of f
and in (jI- f. P" f) but x T p. then !f(x) - pi > Ix
It follows from the definitions above thai thc fixed point in rigure 1.6(1I} is
allracting. and that Ihe one in Figure 1.6(b) is repelling. 'Ilmt not cvery fixed pl>inl
is allracting or repelling is dcmonstratcd in Figure 1.6(c), when:: 11t1ints to the left of
p arc nllractellto p ami pIJint5 to Ule right of p arc repelled fromy:,Otherkind..
oflixcd point,thatarc neitherattractinglIorrepellingcan"ccur.
Calltiull: '11\(.:re is 110 dcfinition ill the literature for attracting and repelling
fixed points. We have chnsrndefinitions thatscemreasonableforour purposes.
roc1I10M functiolls. it is 1I0t soeasy to provedircctly from Dclinitioll 1.5 I1mt
a given fixed point f' is attracting (or repelling, or ncither). However, if f is
differentiableat p. then 11 useful criterion exists, which we will sUIle and prove in
'Illeorcm 1.6. III the proof we will need to apply IllC Axiom of MaUlematica.l
Induction, which isfrcqlK'ntly callcd theI...1w ofInduction.
XU'" >x
is repelling
(b)
Figure 1.6
r X p 1 >x
p isneiUlerattracting
1I0r repelling
(c)
1.2 FIXED POINTS
LAWOFINDUCTION: Assume thatforeachintegergreaterlhanorequal 10an
initial integer no, a Sl.1tcmenl, formula orequation. S(n), isgiven. Supposethat
i. S(n
o
) is truc.
ii. Forany integer n no' If S(n) is true, then S(n + I) istrue.
Then S(n) is true for all integers n no'
Step(ii) in the lIxiom is frequently called theinductivestep. Nowwe arc
ready10 Sl.1lcand proveTheorem 1.6.
THEOREM1.6. Suppose Utal f is differentiable ata lixedpoint p.
a. If !f'(P)1< I. Ulen p isattracting.
b, If !f'(P)I> I, Ulen p is repelling.
c. If !f'(P)1= 1, Ulen p Can beattracting, repelling. orneillier.
Proof To begin our proofof (a), we notice Illalsince
< I, Ule definition of
derivative implies Ilmtthereis apositivc conslAUlt A '< I
and ah open interval ] =
(p - e. p +.e) such Ilmt if x is in.] and i';: p, Ulen " I
. :11'
f(x)-f(P)
:;; A
'\
x-p
,I 1
'nlcrefore' !f(x) - f(p)l:S; A Ix - pi, forall x in ]. Foreach such :t, this means
that
I r
!f(x) - pi !f(x) - f(P)1 :;; Alx - pi
(1)
sothaI f (x) is ill ] because 0< A < 1. Thus f (x) is at leastas close to p as
x is. Let x be fixed in]. If .rnl(x) =p for SOIllC n, Illen .rnl(x) -tp as n
increases wiUlout bound, so we will assume hcnceforth UlUt .rn)(x) 1: fl for all n.
Nextwewill use !lIC LawofInductionto proveIlmt
- pi An Ix - pi for all n ;:: 1
(2)
Dy (I),UIC inequality holds for n 1. Next. weassume Illat (2) holds for agiven
n> 1. 'Dlen rJ(x) is in ] since 0<An <A < I. TIlerefore by (I) WitJ.1 .r.(n](x)
substi(u{ed for x, and Illen by (2), wefind Illat
vtH - pi = !fifnI
- pi :;; A lf
n
, (x) pi S A(A"1x pI)
so Ibat If" + lI(x) pi An + IIx pl. Dy theLaw ofInductionwededuce UUll (2)
bolds for all integers n 1.. Since An -t0 as n increases without bound, it
follows 1113t .rn1(x) -) p for every x ill ]. Thus (a) is proved. 'DIe proofof (b)
is analogj:)ulI, ParI (c) is addressed in Exercise 10. II
1 f\l\q'j\ ,'IINI:)
I
WeClIn put Theorcm 1.6to immedialClise.
I
EXAMPLE I.ct fJ >() be:iconstlllll,and lel
I(x) == IU(I - x) = f.Ll: 11.(2, for 0 S x 1
I
a. Find the vallJcs of fJ fllr which 0 is an attracting fixcd point.
b. Find the v:lilJes of 11 for which Ihere is anOIl/,cro fixed point.
c. Find thc valucs of fJ for which Lhc 1I01lf-Crofixed pointisattracting.
:1
iIlIi
Soillfion. Noticc thaI x is afixed point ofI ifx =JLt- JLr2. 'IllUs eilllcr x =0
orclsc I == fJ - px, which implies Illat x I - IlfJ. If 0<J.1 sI, Illcn we have
!II 1- lIJ.1 sO, SO Illere is only onc fixed pointin Ule interval [0, I], namely O. By
COlllmsl, whcn p > t. Illcre arc twodistinct fixcd points ill [0, IJ: 0 and I- '11J.l.
II
Next we will dctenllinc which fixed poillts arc attracting und which arc repelling.
Since rex) == fJ- 2/'x. it follows Ihlll


reO) == 11 and ro 1/11) = 11 - lip) == 2- J.l
'Illeorelll 1.6 Iells us ilIa! 0 is atlmcting if 0<J.1 <1 and is repelling if I <J.1. It

also tells us that I lip is attracting if I <J.1 <3, IUld is repelling if J.1 > 3.
11 Finally, itis possible 10 show that 0 is attracting if fJ == I(Exercise IS).and Illat 1
- 1111 is attracting if fJ == 3 (Exercisc 16), CJ
..
BasinsofAttraction
11:1
Ifafixcd point p ofI is attracting, Illen all points ncar to p are"allmctcd"
ia
toward P. in the sensc llmt Illeir iterates converge to p. 111e collection ofall
iii'
points whose itcratcsconvergeto p isc.lIled Ule basinofailractiOIlof p.
I
DEnNlTlON 1.7. Suppose thaI p is a fixcd point of f. '!lIen Ille bllsin of
iii atlraclion of p consists ofall x such Ilmt 111I!(x) --tp as n increases without
boulld.and is denotedby Ill}'

2
1
EXAMPLE4, Let lex) "" x , Find the hasin ofatlrllClion flu ofllle fixed point 0,
...
SolUfion. If Ixl < I. Ihell r1nl(x) x (1 ") ->0 as n increases witJloul bound, so
that x is in 1\,. IIYcontrast', if Ixl:<: I, then V1n1(x)l?- I. so thaI x i): not in
Thlls II} or1111 .I Slllh thlll Ixl < 1. thut Is. J\) '"(--I, I). (We could also
dww tilt' SWill' l'OIH'!lISiOIl hy using analysis,) LI
Wt'rC1llarl lil:!' I' r fixedpain!. !lr:::r' ie' h:tSUl oJ.aUr:;ClJm ::;:IT!
li(fe: .1"HI1I ,T. ,.t, ,'{If' ,} ,t' /i'::,""Ix. ,\r,he' \)IEler'end of
I
1.2 FIXEDPOINTS
17
Ole spectnnn, the basin ofaltraclion ofthe fixcd point 0 or sin.x consists ofall
real numbers. which ineffectis whatweshowedin Example2.
Eventually Fixed Points
Finallywe inlroduceIhe nOlion ofevelllllallyfi)(cd point, which will he ofuse
in laterexamplcs.
l>EFINITION I.fI. Let x be in Ille domain of f. 'Illcn x is an eventllully
fixed pointofI iftllCre is apositive integer n such Illat J'nJ(x) is a fixed point
of I.
A fixed pointis triviallyan eventually fixed poinl. ilowcvcr, if I(x) =sin x.
then I(re) == 0 and 1(0) =o. so Olat re is an eventually fixed pllinllllat is not a
fixed point. In ordcr nOllo createconfusion, wIlen we refCLto: x an evelllually
fixed point, wc will gcnerallyassume thaIx is not 11 fixed pqinL
";, 1< I
EXAMPLE5. Let T bedefinedby
2X for 0 112
T(x) =
{
2 - 2x ror 112 <x $;
Show Ilmt 1/8 b nn eventually fixed point.
Solution. A routinecheck shows tlull
1
1'(-8) =4

1'( == 1. TO) o. 1'(0) =0
4 2 '
2
'Illerefore 1/8 is:tncvelltually fixed point. 0 'J
Therllnction T is called atent fUnction, because ofIlle shnpe of graph
(sec Figure 1.7). EXlUI1plc 5says that r evcntually nxed point Onecan
show by an mmiogous argument that if x =kl2", where k and n are positive
integers and 0<kl2" I. then x is 1111 eventually lIxed point of T (secJ\lIcrcisc
27). We will uxc (his rt'slllt whell we Ntudy '1' In mof'll detnllin SectlOll lA.
)
'Wementioll Ihal if x is an eventually fixed point ofI {so Ilmt sOllie iterate
of x is a llxl'u poinl p of I}, tbclI X is automatically in the hasin ofatlnlction
of p. ThecnnVCT!>!' false. however. tr-eauS!' tlrit::r.m.."!i' ;;ff em;..::a;;w.:::r,!!!' ll'
i
T lN$;;nJ "
I
18
CIIAI'TF.R I: PERIODIC POINTS
y
r ;>OX
figure1.7
II
EXERCiSES1.2
~
In Exerci!!c!I 1-6, find the fixed point'!, and detcnninc whethereach ill ntlrnCting or
repelling.
,
2
2.
/ (x)::x) - x/3
Oil
I. /(x)::4x- x
e,,-I
3. /(x)= j-;
4. / (x)
IlII
6. /(x):: Ilx
5.
/ (x):: arcsinx
7. Let g(x):: x
2
+ 1/4. Show IImt if Ld > In. thell IgIIII(.l)1 ~ - as 11
~ increaseswithouthound.
8. Let / (x) cosx.
a. Show11101 there isexnctIyonefixed point [I.andIhalitis attracting.
b. findthebasinofattractionof p.
c. With the value of p obtained in part (a). use the computer program
NUMBER Of ITERATES to detennine the smallest' 11 such that
~ If'''(2)- pi<.oot.
...
Lei / (x) =sin x. Use IIle computer program NUMBER OF-
9. a.
rmRAn;;S\0detennineUle smallest n suchthai 0 <1"
1
(2)<.1.
"J
..,jj l11e 1O.000th iterateof 2 for sinx is largerUmn .001. Whydo you
b.
supposethatUle convergencetothe fixed point 0 issoslow?
Let / (x)::arctanx. Show thai 1'(0)== 1 and 0 is an attracting
i
10. a.
....l I
fixed poin!.
Let g(x)::Xl +1/4. Show thaI g'(ln)== I and 112 is a fixed I
b.
poinlthntisneilherallrnclingnorrepelling.
I
i
"
1.2 rlXEDPOINTS 19
c. l.et lI(x)::x;+x. Show lhat 11'(0) = I and 0 is a repelling fixed
point.
II. Let / (x)::: l\'ln. Show that 0 isan attracting fixed pointof f Can you
inferIhat 0 isattraclingfrom Theorem 1.6? Explainwhyorwhy not.
12. LetIII benreal numher,:md considerthc linegivenby L(x):=ilL, +(1- III).
n. Show I1ml I is afixed poilltof L.
h. Find all vailles of III for which I is attracting, and all values of III
for which I is repelling.
c. Findavalueof III suchthat I is neiUlerattractingnorrepelling.
13. Let CI amJ II becOlIs(;]nl8, IUld let L(x)== ax + b.
n. l.et lal 'f. I, Find Ihe fixed point p of L, anddetennillc I1lc values
of (/ for which p Is attracting,tmd those forwhich p Is repelling.
h. I.CI lal = I. Show Ulat any fixed point(s) Ulat L has arc nciUlcr
nllmclingnorrepelling.
14. Lei I(x) .,. e", Show Ihllt I h a ~ 110 fixed points.
15. LeI / (x) =x - x
2
for 0:.;; x :.;; I. Show Ihal 0 is all allracling fixed
point.
16. I.et / (x) == 3x 3x
2
Showthat 213 isanattracting fixed point.
17. l.et / (x) = 3x(1 - x). Using the computer program NUMBER OF
ITERA'mS. determine tlle minimum numberofiteralesof 1/2 thaI il takes
toapproximate the fixed poinl 213 to wil1lin
a. .1 h. .05 c. 01 d. .005
IR. I.ct / (x) == Ian x. Show I1ll1t / has an infinite numberoffixed points. :Illd
classifythe lixedpointsasIIltrllClillg, rcpelling.orneither.
19. LeI / (x) (Ian x)/2. Show that tllC ilemles of x converge to 0 whenever
x is ill (- 1f/3. 1f/3).
2n. LeI / (x) x
2
+1/4. lisethe Law ofInduclion toshowI1mt
a. ,lrd(x) ~ 1/2 m, n increaseswithouthound if - 1/2::;x::; 1/2.
h. jinl(x) ~ 00 as fI increasesWiUlOut boundif Ixl> 112.
21. I.et / (x) =4i+ 1116. Use!lIeLawofInductiontoshowIhat
a. j1
n
l(x) ~ 1/8 as n increaseswilllouthound if - 118::;xS 118.
h. /1"I(x) ~ 00 as fI increases withouthuundif ltl> 118.
20 CIIAl'rER 1: I'ERI01l1l' POINTS
In Exerci:;es22-25, use eithcr algehraorgraphical analysis to lind the largest opcn
t
illtervnl in thc ha:;inofallmctionofthc I1xell nOllll O.
t
,
D.
22. .f (x) '" sin
2
x
f
24. I(x)== x
5
+x
J 25. fIx) <.S).dI -- x)
\
I.ct fIx) '".t2- 7, and Ict get) == x-I (x)11'(x). Show tllilt ir x is IIny
26.
positive 1II111lber, then the iterates or x appmm:h the zero of f. (Titus the
Ncwton-Raphsoll method is slIccessful for 1 when (III)' Initil.1 positive villuc
of x is picked.)
Let T he the lent fllilctiull defined in Example 5. Show that if X is ill Ihe
27.
interval (0, l) and has the rmlll.r k/2", where k lllld II are positive
integers, then x is an eventually lixed
28. Let I(x):=.r2. Show Ihal ir 0 < Ixl < l. then .r is ill the hasill or <11-
traclion or 0 hilI is 1101 1II1 evenlually lixell point.
29. I.et l(x)==x
2
+ 11K.
II. Find the two points of f. ami show Ihat one Ilf them is
llllmcting.
h. I'imlthehnsillorattractionof 1I11mcting lixed pointfound in (a).
30.
Suppose Ihat lind tlml fl is a lixed pointof I. I.et g het1c1ined
g(x) = (f(X))11 ror all .r in the domain or I. DelenllineunderwhatCOIU\i-
lionsf1 isa fIxed poinlof R
SnpposeIlInt .r has Ihe gmpll picllIred in Figure I.R, with I1xed poinl p.
31.
II. Delermluewllc.lher II 1:1 nlll'lll:llng. repelling,orncilher.
b. FindIIronnula rorarunclion Ihal hastheshapepictured in Figure I.H.
y
y "')ox
I'igun'I.R
21 1.3 I'ERIO/)(C FUNCTIONS
line y x for x <n. alld lics below the line y:::: X for x >O. ,show lhal
ois an allractingfIxed
33. Suppose that p is a fIxed point off, and Ihal Ihe graph of 1 is (;lI1genl to
Ole line}' x allhepuint (p,f(p. Show thnl if (p,f(p is an innection
point, Ihell {J iseitherallractingorrepelling.
34. _We will say thaI the fixed point {J is attracting-repelling if {J is altracting
-
ror points to side of {J ami is rcpelling for points 10 Ole otllerside (ano
c1nsc10 p).
II, L,ct I(x)=x(1 - x), Find!In attracting-repelling fixed pointfor f
h. LeI g(x) x
2
+1/4. Find:lnallmcting-repelling fixed point for M.
c, Find a continllous runctioll II and a fixed point p such that {J is
neitherllllracting,1I0r repelling, norauracting-repelliug.
1.3 PERIODIC POINTS
Periodicity is CI 1l0tiOll cOllunnn in cveryd,IY languagc. Forex:tlilple. Ilalley's
cOlllel has a period orapproximately 76yean;. Similarly. Ihe longera pendulUIll is.
the IOllgeritsperiod is. 'nlenotionofperiudicity iscentmltothestudyofdynwnics.
I>IWINITION 1.9. Let x be in the domain of f. Thcn Xo hu!'; perjud11
(or is n period-II point) if == xo' allli ifin addition. x
o
' I(x
o
)'f
21
(Xr)....,
n
t -
lI
(x
o
) aredistinct. IfXo has period n, Olen Ole orbitof xo' which is
(X
o
' I(x
o
)' t
21
(x
o
), ... ,trt--Il(x
o
))
is a periodicorhitand is called an n-cycle.
By})elinitiOlI 1.9, fixed pointsareperiodicpoints wiul period I. Ifa
period I,then wewill refertoitas a lixedpoint(ratherulana periodicpoint).
Toillustrate 11 2-cycle, let "(x) =- x
3
11lell {- I, I} isa 2-cydebecause
II(- I) =1 and fI(l) =-I. Next,wewillexhibita3-cydefor thetentfunclion T.
I
I EX I. 'nlC IClIl runclioll T is givenby
2x for 0 x 112
'Ii
T(x) =
- 2x ror In<xS I
SlIppose that .r is continuousamI strirtlyinCfC<ISing 011 (- 00. (0). ano () is
32. 1,
Ihe onl\' lh:l'tI pl,int of f. ASSUIlll' :lls(l that the )!r:lph of f Iil's ahove the Show that r217, 4/7.6/7} isa 3-cyc\eror T.

CII i\1'fER I: I'ERlOllle POINTS 22
Sollltion. A mulinc check yields
r

6
7' amI 1(% ) = 2- =
confinning that {m, 4n, 6n) is a 3-cycle for T. a
Not only docs T have a 3-cycle; it has n-cycles for every posilive integer n.
lllis is olle of Ihe re...1SOIlS why the tent function is featured in the study of dynamics.
We will take a closcr look at Ule tent function in Section IA.
Graphically, an n-cyc1e of a function is represenled hy a closed loop. Figurc
1.9(a} shows the 2-cycle (- I, I) for the funclioll - .1'\ and Figure 1.9(h) shows
the 3-cyclc for the tcnt fUllction in Example 1 above.
y
f(.{) =-x 3
......
<:: I.>x
-I
II" L
(h)
(a)
Figllre 1.9
It is imporlalltto notice thai if fCr:) =Z Bnd fez) = X, thcn
j21(X) =fif(x)) = fez) := X
r
so Ihat .{ is a fixed point of j21. By the smile token, z is a lixcd point of JPI.
'1l1Us. if (x. z) is a 2-cycle for f, then x and 1. arc hoth lixctl pffinls or-/12',
Conversely. if x is a fixed point of fil thai is nol a fixl'd point of f. then therc is
a point z different from x such Ihal (x. t I is a 2-cydc of f. so Ihal .r is a
p<'riod2 fIllint of f. '!llen'fore
I I. t) Is II flit .r if und only If I (.1) <:.
(I)
where x and z are distinct Iixed poinls of
For exampfe. nSStlllle Ihnt f (,t) "" .1'2 - I, so 111<1' .Ifl/(.tJ::: tf! - If - I "'.' - 2t 1,
1.3 PERIODIC l'lJNCl'loNS 2J
Obviously 0 is a fixed poillt or f21 Ihat is not a nxcd point or f. Thus llil'rl'
must be a Z; lIuch Ilmt {O, z;} Is a 2-cycle for f. Since f (0) '" - I we deduce Ihal
(0. - I) is a 2-cycle for f. More generally. {Xo- XI' x
2
.... X,,_I} is all n-cyclcoi'
f if and only if Xl is a fixed point of f
n
', for k = O. 1,2. ,... n - I.
Attracting Periodic Points
Suppose Ihat x is a period-n point of f. '[lIen x is a fixed point for fln
l
.
Therefore we have a natural way of defining attracting and repelling pcriodic
IJI<;FINITIVN 1.10. Let X be a period-n point for a fUllction f. Then X is an
attracting period-n point if x is an attracting fixed point of nlso X is a
repelling period-n point if X is a repelling fixed point of fill,
Suppose IIIat f is continuous at a period-n point x, If X is attracting
(repelling). Illen each point in (x. f(x). f
2
'(x), .. , ,tin-I l(i)} is an attracting
(repelling) pcriod-n point, so we say Illat Ille n-cyc1e (x, f (x). f
21
(x) . ,., f" - ll(.\)}
is attracting (repelling).
III pnrticular, if n '" 2 then UIC period-2 point x is nttracting if and only ir
lhcre is an interval (x - E, X + E). such Ihat whenevcr y is in (x - E. X + El.
,tt2"1(y) 4 X and f2,,+11(y) 4 f(x)
a'l n illcreases without bound, Figure 1.10 shows a lIumber x Illal is attracted III a
2-cycle or f.

"
y
I
r '. '> x
x
FIgure J.W
24 ClIAI'I'EH I: I'IlIUOlllC 1'I)INT5
EXAMPLE 2. LeI I(x);; Show that I is an allracling period-2
Ill' f.
Solulion. First notice l1lat I (I) = - I aud 1(- I) I. Therefore the poinl I has
period 2. Next, observe UllIt
fi2l(.\') := Ilf(x = (- Xlf:'l)W ;; X 119, so that ) = -
I
9
is
111eOfCIll 1.6 then implies Ihal I is an attracling lixed poillt of 1121 , so that
all allracling pcriod-2 point hy Definition 1.1 O. U
One coulll also pmve that I is lUI attl1lcling pnilll of period 2 hy showing
Ihat Ulere is an interval J around I stich Ihat whellever :t is ill.T, V
I21
(X) - II <
Ix 11.
In Section 1,2 we gUVl' II criterioll for alllaclillg and repelling lixed points Iha'
involves Ihe derivntive. Similarly. there is a criterion for allrm:ting mill repelling
cycles that itlvolvcs the dl'fivaUve. Before we state it in '1l1ellrelll I. 12, we have a
preliminary reslllt.
'nmOIWI\1 1.11. Let Ix. z} he a 2-cycle of f. If
i:- differentiahle at x
and at z. then
(fi21)'ex) ;; F(x) /,(z) :::
(2)
d'lIc C1rmD Rill\::' 3fIIt.f I:k' b..'1' /(r) =::. woe firu r.I'I.;tl
(If?l)'( 1) (("f)'tl) tn(exHIl{'(I)J ::: Fex) Fe;:)
By sylllllletry we have (fPl),(z) := f'(.\)f'Cl)
..
1.12. Let {X,l} be a 2-cycle I'm f.
a. If I( '(x) f'(l)1 < I, Ulcn the 2-cycle is attracting.
h. If If'(x)/,(z)l> I, then the 2-cycle is repelling.
The result follows tlil'eclly rmm '11lcorcms I.G alltl 1.11. alllilhe dcfinilillllor
lin allflH'llng (rl'I)Cl\Illg) 2.eydc.
lr If'(x)f'(t)l", I. thell we call1lotl'llllclude anything abollt whether the cycle
{x. z) is attracting. repelling or neithcr. For example, let f el) = IIx, '111Cfl fll(.[)
= x, so that {x, IIx} is a 2cycle ror each x 11. Evidently the 2-cydc is llcitllCf
uurncting nor repelling. although !('(x) /,(2'.)1:::: I(1VI)'(x)1 '" I fur all x -:t n.
When V'(x)('(z)1 -:t'l.
allracling or repelling.
3 PI,HIOIIIC "'iN('flll:'" 25
thc critcrion am I)C effective ill liS if {x. z.} i ...


'"'"
EX AMPLE 3. Let I (x) = Xl - 3x + 2. Show lhat 2} is a repelling 2-cyclc,
SO/lIlioli. Since 1(0) =2 and 1(2) =O. it follows tilat (O, 2J is a 2-cyclc.
fact that /,(x) =2t - 3 implies Illat 1'(0) =: 3 and /,(2) = I, so UJaI
The

":...
f'{O)/'(2) (- 3)(1) = - 3
'111ercfore TlJemClll 1.12 illlPlies that {O, 2} is a repell illg 2-cycle of f. II
1.11 displays Lhe graph or I. willi 2-cycle (0, 2). By tllc
which is close to 0, we can see why the 2-cycle is repelling.
I ,,1(1 ':.. h '> x
Figure 1.11
... ,fIn - II(r)} is an ,,cycle. thell hy Iht' Chain Rille,

(1,,,1)'(.\) = 1/'(jf"-II(xJ (l'(fln-2
J
(xJ ... 1/'V'(xnJ 1/'(.1')1 (3)
Ir the absolute v<lll1e of UIC right-hano side of (3) is < I (> I), tllell the /I-cycle b
nllrncting (repellillg). We remark UUlt if X is u fixed point, tliell (3) hccollles
[f'(x>r (4)
All JJllint is a point sOllie iterate Ilr which is periodic.
For example. leI I (.t) x2 - 1. It follows that t is:tn evelllllally periodic
:lillcC 1(1) =0./(0)= -I, ami /(-1)=0. lIellccforth we will gencrally assulllc
we do with eventl.l;dly lhed ",nim,,), that when we rdcr 10 a puin! as evelltually
pcriooi.c, I.he [lInnt 11> fH1t {l<I:flodK::.
.Dclining thc nasin "f tlllmctio'll or all allraclillg cycle 1\ rJHlI"C !';{ltIlpil<calcd
iterates of .t,
I I' (x.
27
26 rllAf'ffiR I: l'ERlnnrrPOINTS
Ilowever, infonnally the ballin oT aUracUon ofan allrncling cycle i!l the collec-
lion of rnillis who!;C ilcnlles arc evenlually ariJitmrily clo!;C In Ule rOinl!! in Ule
cycle. Again u!ling f(x) =x
2
- I, we can show Ihal Ihe basinofaltraclion for Ule
2-cyde t-- I,Ol cORsisls ofall numbersin!heinlerval (I -- {5)/2,{!+ {5)12)
excepl lhose whose iterates are evenlually Ihe fixed point (I -- V5 )fl. (Sec
Exercise9.)
To give 1\ further illustration of 11le nOlions appearing in Ulis seclion, we
m inlroducethe function 11. which isIIcloserelaliveoCthetenl function:

i
2x Cor 0 S x S Ifl
R(x)
{
=: 2x - I for 112 < x S
II
O:igure Ll2). 'Illen n is called the baker'5 runeUun, in reference 10 Ille
kneading ofbread dough. (111e function is relnted 10 !lIe sawtooth fUllction IImt is
prominenlin engineering.) Exercises 10-19arcdevoledtosevernlproperties,among
&I whichlire Ihe following:
I. Anumber x in [0, IJ isevenlIJ.'llly periodicifand Dilly if x is mlional.
2. A nlllllilcr x in 10. IJ is called II dyadic nstional ifithas 1l1C fonll
lit
kl2'" for somenonnegative hllegenl k and m. A number x ill [0, II
is eventmllly fixed ifandonlyif x isIIdyadicrational.
3. If p isanodd, posilive integer. then kIp is periodic. for k "" I. 2 ...
Oil
p - I.
y
, -'._ !>x

: ,

figure 1.12
Although Ule haker's runction is not cOlllinllOIlS at Ifl. il has lIIany illlcresling
..J properties.andhasbeen thesuhjectofmuchallemionin tbestudyofdynamics.
Time Series and Periodic Points
....
MmlY ofa person'soranimal's biological fUllclions call he analyzed by meansof
:t timeRerles, which is1\ graph thai registersa particularvariablesuch as voltageor
as afUlIClioll oflillie. VoJeage ill plOllcdRgainsllimein lUI clcclrncardiogrmn
1.3 PERIODIC FUNCl1UNS
(EKCi)and illanclccirocnccphlllngrmn(EECi).
Figure 1.13 illuslmtclI Ihe EKG of11 Cal. beforc nnd lifter Ingestioll ofII dose of
cocainc. Ollie EKGIIppearing In Figure 1.13(11) is nonna!. Ule pattern consisting of11
lall and ashorter!lpiteIhal repealS regularlyastime passes. l11c hearlbem issaid10
be periodic. By contrast, Ille EKG appearing in Figure 1.l3(b) is abnonnal :Uld
irregular.andcouldrepresenttheonslaughtof8 life-UlrealcnlngcardiucfibrilJulion.
In asimilarvein. Figure I.14(a)displays theEEGofa catbeforeingeslion of
adoseofcocaine. whereas figure 1.14(b)showsUle EEGafter ingestion. Ilowever.
ill 10 Ihe EKG Illal is1I0nlla.l Wid periodicbeforecocaineandirregularllfter-
cat'sEKUbeforecocainedose
cat'sEKGliftercocainedose
(II)
(b)
Figure 1.13
wards. Ihe normal EEG lhat is unpredictable nnd irregUlar beforc cocnine hccmne
much more regular (1llOUgh nol really periodic) after cocaine. The latter ERG is
characteristicofa Iirc-Il
l
reulcningbroil! dysfunctionoranepilcpticseizure.
cal'sEEO heforecocainedose
cnt'sEEGnrtercocainedose
(a)
(b)
Figurc 1.14
29
t
l
l
CIlAl'rER I: I'ERIOIJlC POINTS
2ft
t
EXERCISES 1.3
I I
Let I(x) = - _x
2
- X+ Show that I isanattracting pcrioll-2
1.
2 2
3-cycle for Ole lent function T.
2.
Show thaI {219, 419, 8/9} is a
Let I(.t) =I/x. Show that if n, or I, Ihell X isaperiod-2 point.
3.

I - x). Show that if x () or I, Ihcn x is a perio(\-:I point.
4. Let I(x) =
s.
LeI lex) = 3.2x 3.2t
2
UscaClllcuilltororthe program ITERATE10 linda
2-cycle, andshowOmt itis auracting.
6.
Let I (x) 3.84x - 3.84x
2
. Use a calculatoror the progmm rJERA'm\0
limlnperilld-3 point.ami detenllinewhetheriIisaltfllctingor\lOt.
T hethe tcnl function. Find anoint that is nol hut is
7.
l
periodicwith period
n. 3 h. 4 S
Let I(x) cosx. Determinewhether I hw; :my periml-n pointswith 11> I.
8.
LeI I(x) = x 2 I. Show Ihat Ihe basin ofattraclion ofIhe 2-cyc\e (-I.O)
I
9.
consislsofall numbersill the interval I-- V5)/2. (I +V5)/2) except for
f.
those whose iteratesareeventually the lixedpoint (I - V5)12.
r
Exercises 10-19 involvethe haker'sfunclion 11.
l21
10.
SkeldlUle graphsof n and
Findthe[ixetl points;lnd thepcriod-2pointsof II.
11.
))etcnninewhetherUle followingpointslire (iX\'tI.eventually fixed. periodicor
12.
eventllallyperiodic.IIm\indicatetheir periodsiftheyare periodic.
a. 317 h. 3/16 c. 1/10 d. 1111
(If /lini.
Forendlpnsitivl' integl'r II. deterllIlnethe nUllIber"I'fixt'(1
13.
of II iflUld if x
Show Ihat .t in [0, 11 is lin eventually lixell I
14.
I
isII dyadic rational.
II is all evelltulllly periodic pointor II if1I11l1llnly if X
15.
Show that X ill
is a ratinnal.
i
1.4 (WFIlNCI'IONS
16. Show Ihal if ]I is lin odd positive inleger. then kip is periodic. for k I. 2,
"-'"'1
.... fI - I. Is the conversetrlle'! Exrlaill youranswer.
17. Showlhalif 1!2<x:Sl. I1len R(x):sx
2

IR. Let 1/1 he an arbitrary positive integcr, and assume tllnt x is not a dya<Jk
rational. Show thnl Ulcre is an inleger n:2:111 such that
-no /J(nJ(x) <1/2 b. n(J(x)> 112
19. Let c be a COl1st:lIIl. and let I(x)=Xl- 3x +c. \)clcnnine tIle values of c
for whi1.:h (0, c} is a 2-cyc\e. Is such a2-cycleattracting for anysuch value
of c? Explain youranswer.
20. Let I(x) = ax
3
- bx + I, where a and !J arc consUlIIl,>. Detcnninc Ule
valuesof a :Uld b for which {O, I} isan attracting2-cyde.
21. Let III he a p<)sitive integer. Prove Umt if (ffrnl)'(x) = n. Ulen lhere is an
itemtc of x such 111:11 j'{xk) =o.
22. Let I('(xll< 1 for ,III x. Show I1mt I cannothaveany pcriod-2
23. a. LetI hcincreasing. Showtlllll thcre areIlO period-II points for n> I.
h. Let I hedecreasing. Showthat Ulcreareno pcriodnpoints for n >2.
c. Filld nn exampleofadecreasingfunction I lhat hal) afixed poinland a
period-2point.
24. i.et.r he alinearfunction. ShowlilaIthere arc110 pcriod-n p<}inIS for n>2.
1.4 FAMILIES OF FUNCTIONS
III Example3ofSection 1.2we discussedtIle funclioll I definedby
I(x) = 11X( I x), for 0 :s x s
where }1 .. fixed positive constant. We found lhal f has one Of two fixed
depending on whether 0 < p :s 1 or }1 > I. Thlls the !lumber oflixc(l
points depends on lhe valueof p. In order 10 elllphasil.c [he facl Ill'll the fUllctioll
depends011 p. we will henceforthdesignate I by QJ1' so Ullll
QIi(X) = px(I - x), for 0 S x S I
I
30 C1IAvrER I: N,Rlornc POINTS
I
llie family IQ/Il for II> 0 is' the tluadratlc family, sn named because each of
I
the functions in the family ill a quadratic function.
A collection of functions such as I Qp) is c.'tlled a parametrized family of
functions (or a One-IJRrameter family). and II is the parameter for the
family. Oilier parrunetri7.ed frunilies Utllt wc will encounter arc
,I,'/}.f) x
2
+ 11. for all x
2J1X for () x 1/2
7ix) where 0 < II
{
2p(l - x) for 112 < x
Ep.(x) peX. for all x
"/,(X) 11 sin x. for 0 x :5 1
Notice that 11 is constallt and x is !.lie variable for fUllctioll in the panlilletrized
families listed llhove. For !.lIe family II is restricted to the intervul (0, I) in
order that the rnnge of the functions will be contained in Ule domain [0. II.
'1lIere are names for tile families listed abovc. llle family is thc tent
ramily (beCIlUsC Ihe fiiiiC:l,i;1:: 7p from thc salllC mold as tbc tent functioll 7),
{Fp.} is thc exponential family, and ISp.} is thc I'Ilne ramlly, Wc give !lIe
frullily Igp.} 110 specilll name; latcr wc will show that the family 18p.) is:1 close
relative of the quadratic family {Qpl, Wllen wc wish to refcr to a gcneral pammet- _
rizcd family rather !llall a specific one, we will denotc it by
'nle way in which tbe in a pammetri7.ed family changc as !lIe parmlletcr
varies is c.'tlled the dynamic!! of the rllmlly. In the prescnt section we will study
Ule dynamics of {Rp.} and we will devote the entirc Scction 1.5 to thc
dynalllics of {Q'I}'
The Family {gJl}
If.'''''

L. The family (Kill consists of the functions defined by
-,
gp.(X) = x
2
+ II, fOf all x
which afe among the simplest nonlincar differentiable funclillns. 'Ille dynamics of
UIC
{.I,'p.}
family !lid vary according tn Ille valuc of II. If 0 11, wc can descrihc in
for any rcal lIumber x, whereas if 11 < 0, the orbits
a rcsult, in this section wc will limit the discussion to
for which 0 11.
Among Ilollliegative pammctcrs for (1'.. 1. IWO values arc esocci:llly nole-
IA I'AMIUES OF I'tINCnONS 31
worUlY: II =: 0 and II = 1/4. For II =0 we have Eo, which is UIC simplest
fUllction in UIC family and is defincd by 8Q(x) =x
2
(Figurc 1.15(a. A moment's
rel1cction reveals lhat the fixcd points of arc 0 Wid I. Ncxt, we not icc tJlat
= xl < Ixl if Ixl < I, and =x > Ixl if Ixl > I. It follows tJlat 0 is
an attracting fixcd point whose basin of attraction is (- I, I), and Umt I is a
repelling fixcd point. Since all iterates of x approach 0 if ltl < 1 and arc
unboundcd if lrl > I, therc can be no periodic point<; besides 0 and I.
Next we lum to 81/4 (Figure 1.IS(b, Notice Ilmt
2
= 112
2
81 14 (x) - x =: x + 4 x =: r - { :
o if x
o if x 112
'nlereforc gll4 has one and only one fixcd point: 112. Moreover, UIC gmph of 81/4
lies above UIC linc y = x except at x = 112, IUld is Langcnt at UIC point (1/2, 1/2).
Using graphicnl analysis (or Ule Mcnn Value 'nlcorcm), onc can show Ulat UIC ba<;in
of allmction of !lIC fixed point 112 is [- 112, 112], and Ihat [12 rcpcls point'> to
Ule right. We c.'\l1 a fixcd point Umt attracts on one sidc ruld repels on UIC oUlcr an
attracting-repelling (lxed point.
y
y
r .'._ I':). X
..... '" ::> x
(a)
(b)
Figurc 1.15
Because U1C graph of 8J1 shifts upward as II increases, and becausc UIC graph
of gll4 is tangcnt to Ule graph of y =: X. a glance at Figurc I.lS(b) Utat
Ule graph of gp intersects UIC graph of y:= X if 0 < II 1/4 ruld docs lIot illlcrscct
it if II > 1/4. Thereforc we will divide Ille analysis of {gp.J for UIC rcmaining
positive values of II into two groups: 0 < II < 114 and II> 1/4.
Casc I. 0 < II < 1/4
The Ilumher x is a fixed point nf Rp. if aJld only if x "" J:p.(x) = x
2
+ JI,
which is cquivalcnt to ; - x + II = 0, Solving for x, we "blnin
I 1
x _ I I
or
- 2
,

;l'I (i1tt:'1f of .til ,"k:u we will dCtCfllII11C \I,fHCn 1if;lny) III pt,mr5 1<;
lIt1nl1.'Uug. Siru."" g;(.l)= Lt. it ,'\1I1"ws tlml
VT=4i1)1 II VT=4i11
2 2
Ifwe lei
/' ==..!. I.r- lIll\l II, - + -
\
.
p 2 - "2 V 1-4// I 2 2 V 1- 'tp
thcn == II- I< I for () <JI < \/t Ily_IhcllIclIl Iii. I'll is 1111
attracting fixed point. By cOlltra'lt, Ig;(lfp)1 II +VI- 4Ji I> I for 0 < Ji <
1/4, so Ihat again hy Thcorem 1,/1, is 11 repelling flxcd point. Itturns out that if
o<JI < 114. then thc hasin ofallrarlioll of I'll is the open interval (- (JI" (Jp)' ami
Ihe iteratesofeach II1111lher x sileh that 1.1'1> lfll march ofTIowan} '111Us cvery 00.
numher othcr than (J)I has Ihe properly that its itl'rates approach "II or arc
unhounded. We mention Ihal as Ihe parameler II approaches 1/4, (he lixed poillis
ami lJll arcdrawntowardeachother,amiactuallycoalescewhen Ji :::: 1/4 (COIII-
pare Figure 1.1('i(a) with I 16(h).
Casc2. Ji > 1/4
As JI incrcases
1/4. Ihe dynIHllics of 1-:11 chanj!l' dralllalicnily.
becan<;c thc enlire uf gp lies nhllvc Ihe linc y:::: X (Figure 1.16(c)). Thus
Iherc isnofixed
Wcclln prove thisfonuully hynoticingIhat if Jl> 1/4, thclI
x
2
g)/x) - x X + /1 > i-x+
lr _ ()
4
so that gJx)>x for all x. Mon."over, silltc Ihe ileratesorcach numhcr x forlll all
y
y
y
' <7 X
:':("x
Ifltll I
I,A ;i.. ;.. f)1 33
(() f>">. .t(o/l.wJ'; ,(l;,f ;)J n::'';:11)
Something vcry has h;lf'lpcncd (or J.J 114, as Ji HlUC;!V
and p:lsses through 114, gp first hm; two fixed point.s and (hen nooe. We say Iilal
Ule f:unity hasa bifurcalion at 114. Moregencrally wc have U1C following deflllition
DEFINITI ON 1.13. Apaollllctri...cdfamily u;, I a hifurclltionlit Ji1)' or
lit Ji
o
' ir UIC Illllllhcr or naturc (altracting vs. repclling) of pcriouk
poinls of III J.I passcs through Ji ' III lhis case Jio is said 10 he ,I
o ......
bifu[cationpoint for thc f:unity.
Thctcnll "bifurClllC" COIllCS lrom l..utin wordsmcaning"twohranches." Fn1111
Dclinitinn1.13 wcinfcrIhal {gil} bifurcate.')lItthcnumocr 114. Bifurcalinll
changes ill dynamics ofa p:lrmllclri7.cd family. We will discllss bifurcatiull
fur cach of thc parnmetri1.C\l familics Ihat we encounler, and will devote
Section 1.6lo hifurallions.
TheTcnt Family {T }
Ji
Rccall Ihal the lelll family cOllsists ofthe functions delinedhy
2J1X ror () x In
TCn
{
Il 2Ji(l - x) ror 1/2 < x $
Figures 1.17(a)-(c) display for Jl" 2n, 1/2 and 51(), As }1 illcrenscs, I lit'
hcight of lhc graph of rises, because ofIhc factm Ji ill Ihc fonllula for
From Ihis ohservation rull.! thc Ihrec grnphs inFigure 1.17 we deduce ulal if 0<Ji <
1
1/2, ulcn 1;1 inlersccls UIC linc y= x once (al 0), whercas if 1/2 <Ji < I, then
there twopointsofilllcrsection. Wcarc Icd 10analYlcseparatelyulemembersof
for which 0<Ji < In, Ji = In. and 112 <Ji < I. Filially we will sludy '1;.
is UIC Ilril!ilmllClIlfunction T andwhichh.t<; somc very intercsting features.
l
.,
y
y
/1
112
:::: 112 :::: lfll2,
x
I
')OX
I r 112 .
I
(n) (h)
(c)
(a) (h) (c)
1.16 l
r
Figure L17
I
j
X
35
34 CIlAI'TER I: l'ERIOIlIC .. <lINTS
I,
Case I. 0 < Jl < In
The gmph in Pigure 1.I7(a) shows that 0 is the only fixoo poillt of
Since 0 < /1 < 112, il follows from the definition of 1p that if 0 < x:OS; In, then
o = 2J.JX < x
:md if In < x I, then
. 1
o :s 1ix) = 2/1(1 - x) < I - x < - < x
. 2
Consequcntly for any x ill [0, 1], the sequence .. o is bounded Sind
decreasing. Dy Corollary lA, the sequence converges to the lixed point O. '111erefnre
o is nn attracting fixed point whose ba'litl of allrnction is [0. I J.
Ca'ie 2. Jl 112
First we lIotice Ihnl if 0 S x In. then 7i/2(x) = 2(1I2)x = x. so Ihat x is
n fixed point of 1;/2 (Figure 1.17(b. Next, wc cldculnle lllat if 112 < x I, then
o 7i/2(x)= 2(112)(1 x) = I-x In
so that 7i/2(x) is II fixed poillt of 7in. Consequently every point in [0. t] either is
a fixed point of 7{/2 or has a fixed point for ils first iterate.
Case 3. In < JI < I
In addition to thc fixed point 0, tllere is a second fixed point p that lies in
(112. 1], as you can see in Pigure t.t7(c). To evaluate p we solve the equalion
p = 2/l(l p)
which yields
2p
p"" '+2p
As ,., increa<;es fmm 112 loward I. p increa<;cs frolll 112 toward 113. Because
2/1 > I 011 [0, I J cxcept at In. both 0 and p are repelling fixed poinlS.
The period-2 points of are the fixed poinlS of 1J2
1
, which is given by
1.4 ""Mil ms OF FIJNcnONS
4112X for 0 X 1I4Jl
i2I 2/1(1 - 21J.t) for 114/1 < x $ 112
7 (x) =
I' 2Jl(l - 2/1 + 2JLt) for 1/2 < x S I - Il4p
j
4/1
2
(1 - x) for 1- 1/4/1 < x $ I
'Illc graph of appears in Figure 1.18, and suggesls Ihat for 1/2 < /1 < I.
11m; four fixcd poinls that can he found by solving UIC four equations x =
arising from Ihe definition of 7.pl. Wc find IhCltlhe fixcd points nre
2/1 4)l2
o.
t mId ---
I + 4/1
2

I + 2/1 I +4/1
2
Y
r I \
1/2 . ')0 x
Pigurc 1.18
'1lIC firsl :md third arc Ihe two fixed IXlints (If so it follows thut

I + 4/1
2
1 +4/1
2
is a 2-cycIe for 'I;,. This 2-cycle is repclling, becausc 1(7j21)'(X)1 = 4Ji > I wherever
Ule derivalive is defined. Bec,'lUse the grapb of 1Jn
l
is lincar on the 2" subintcrvals
[0, 112"1. ' .. II - 1/2", 11. it is possible (Ihough ledious) to dcscribe UIC
ncyclcs of all of which nrc repelling!
Case 4. 11
If = I then = T, UIC lent function givcn by
----------
JI'I ('IIAI'I'I'.U I' l'I',IUIIPII'I'(lINTS
2x for 0 x 1/2
n,)
=
{
2(1 - x) for 1/2 < X I
'!lle gmphIlf 'I' ill Figure 1.1')(41). '!lle majordiffer('llce betwccn the graph
01' 'I' and thegraph or 'If. whcn #l < I ill thc I:K1 Ihal lhe nlngc til T mill01.11 the
who\c illlcrv:11 In, II. !lIC I'unctiun T !;trctche!; the intelval 10, Inl O,Cl the
elilirc inlerval 10, II. nnd fold!; lhe interval \1/2, II hade over the inlerval 10, II
I!is this strctching ntHI foldinf, Ihat is cham('lcristic ofmnlly fUllctions we will cx-
IImincill thishook.andwhich le..d"to the IIlJlionofchao<; Ihal wewill(liM:II'1!\ laIn,
y
y
'I
r ,')-X
I/'" \> X
1/2 1/4 1/2 3/4 1/4 1/2 3/4
(c)
(a)
(0)
Figure 1.19
As wilh all of IJ;I)' 0 is a fixed poilu of T, Since x=: '1'( ..)
2(1 - x) if x 211, we know thai 2/3 is Ihe second fixed point of T. Pigures
1.19(h)--{e) indirate that '/PI lind '/i'l have. respectively, follr and eight fixed
points. 'lllUS T two period-2 points and six period-3 points, which we could
evaluatehysolvingtheequations x:=: '/Pl(x) and x='1
PI
(x) for x,
Rntherthandctenninl'Ihe vnlul's ofthepcriod-tl points for T, we turn to the
nUlllberofpcriml-tI points of T for 11 I. The graph of ,/1"1 has 211-1 congruent
spikes, Conseqllcntlr, there arc 2" fixed points for '/l": two ill cach of the
suhinlervals 10, 112"- I, ...,1(2"-1_ 1)12"-1, 1\, SOllie or these nxed poillts or ,/In
l
tnl
nrc Iixcci points for '/lkl with k < 11; thc remaining fixed point'> or '1 join
togetherto formn-cyclesfor T The hreakdmvll isgiven in the following tahle:
3 4
)
11 2
4 R 16 32
1/ ofI1xcd pointsfor '/Inl 2
3()
# ofperiod-n ptlints for T 2 2 6 12
ff ofII-cyclesfor T 2 2 3 6
'I'll ohtain Ihe11I11l1bcr ofpe!iod-t1 points of T, we lake Ihc IlIl1l1her, 2", of fixed
1.4 FAMIUES OFFUNcnONS 37
poi illS of 'II"', and thensubtracItJle lolalnumberofperiod-k poinlS for all valuesof
k forwhich k < 11 and k divides tI. For example, if n 4, then Ulere arc 24 '"
16 fixed for Jf
4
1 Twoofthese I1xcU points arc rixed poinlS of T, and 2
olhers arc lixed pointsof ,/121. Thcrefore tJIC remainingtwelve lixed point') of
arcneccs. .....rilyperiod-4points. form lluce4-cyclesfur T.
Eventually PeriodicandPeriodicPointsof T
In Ihis sUbM."CtiOfl we will determine tbe c...'Cntually periodic and
......
pcrilxJictW)lrllll fOf T, '!lli!\anaJYllill ismorelCchnicallhanwhat precedediI, and
.he U;I\.IIIt,., an:.l!l<":rw-..mkll' from whiff III (,f,\;':r II, r;1< flir>ile f!(,Ii1l,{,fI In fI,"O
tJt;.1 foH"..,..". we '11111 "'ltm!Joe e1.fif"'A<tU,f, "-';',".:M1MU:t VM,( 'f,
mduQcperi. ,,1M:.eVl;lIlttally and Ih.edPlJl'1U
TIlEOltEM 1.14. Let x be ill the interval W, I), 'l1lCn X ill eventually
periodic for T ifalld ollly if x is ClItiolial.
Prao! Assume that x is evcntu,llIy peri(xJiC, T(x)::2x or '1'(..)::: 2 - 2\:,
sothat intcger2t. Similarly, 1
121
(x)= il1teger2
2
x, and in general.
integer2
n
x
2
n
Foreach II, let (In :Ind in hc illlcgers such that (In =2" or a :=- , and such
n
that ,/f"J(x):= ill +a,<, Since x iseventually thl!re arcpositivc inlegers k
and It/ with k '#- //I :Ind slIeh lhat 'Jfkl(X) T!lI.I<:: i;. +(Itt' = im + amx.
Since k '#- til, it follows that fl. '#- am' so that
im i.
x
a. am
which means that x isa rational number.
Toprove thc converse, we will assume for themoment that x :::: kIp with p
lin oddinteger, 'lllell T(klp) =2klp or T(x}=2(P- k)/p. whichIlIcuns that 1'(..)
:=(cveni11leger)/p. There arc only Iillilely many distinct numbers in (0, I) or lhe
rOllll (evell integer)/p, so x is evcntually periodic. Next, assume that x = kIp
with p cvell. In Ulis case,
T(x)
2k
=
k
or T(x)
I'-k
f' p/2
P /1
12
so thaI Ule dcnominator has becollle p/2, Gontinuing the process WiUl T(x)
suhstituted for x, we lind that forsomepositiveinteger i (dependingon x), eiUler
,/lil(X)'" (illteger)/(lxJd integcr), or '/FI(x)'" I, The first possihility means Ulat x
38 CIIAI'Il'R I' l'ERIOIllCl'OINl'S
is eventually periodic hy Ihe prcceding argulIlcnt, amI the second possihilily means
7
ii
thai .. 11(.t) O. sotluil x iseventuallylixed(nndhenceevenluallyperiodic).We
concludethaI if x is rational. tllen x is eventuallyperiodic. ..
111corem 1.14 implies tltat all mtional numbers in (0, I) are eventually
periodic for T. Todetermine which mtionalnumbersareactually periodic. we lirst
have twolemmas(111at is.pre-theorems).
LEMMA 1. Suppose III.'!t p is odd. and leI x = kip be in (0. Then x is
periodicfor T ifandonlyif k iseven.
Proof. SUp[Hlse Ihal x is periodic with period n. Since p is udd hy hypothellis.
ruldsince 1'(x)::2klp or 1'(x)""2(P - k)/p. it (ollows thaI '/'(x) ""(even illtegcr)/p.
TIlesameistmefornil iteratesof x. "0in pllrticular. x=7{n
J
(x) ::(even illlegcr)lp.
TIllis if x is periodic. 111ell k musthe even.
To pmve the converse. as,o;umc thaL k is even. We will show thnt x is
periodic. Foranyposiliveinteger i. 7
1
;- lI(x)=(even inleger)/p, 'lllUs
4 if 7{i-
:S; 112
P
7{iI(X) ::
2 (I even;Iteger) = 4 +2 i( 7fi-1I(.t) > 1/2
111ereforeas soon as we see the (ormo( 7N(.\,), we know whether 1{i-II(x) is in
to. 1121 orin (1/2. II.
Now recall (rolll l11eorem 1.14 I1mt x is evefllually periodic, so Ihere nrcII
least nonnegalive inleger i and a least positive integer n such that n > i and
1{il(x):: 1
fnI
C\,). Ir j 0, Ihen x is periodicwith period fl. Next, we will show
that i cannothe positive(soI1I.'It i musthe 0). Toohtnihacontmdiction.assume
that i>O. 111en by the discussion in the preceding paragnwh. bOUl 7
f
i-'.!lx) lind
7
,n
-
lI
(.t) lie in roo 112] or h0l11 lie in (112. II. Since T is striclly on
rOo 112] andstrictly decreasingon (1/2, I], we conclude I1mt 7
li
ltt) = .only
i( 1ii - lI(x)'" 7
in
H(x). DUlthatcontradicts the Olinimnlily of i ami fl. '1l1crc(orc
j =O. solhat x is periodic. 'nliscomplctes the proof. ..
LEMMA 2, Snp[HlSe Ihal p is eVl'n, ali(I lei x:= kIp he ill (0, I). '!llcn x is
not pt'riodic(or T.
I'mot: Sill!'!' \ Is ul'snnwllto1)1.' In 1\'(IIKed1'01111, wilh t> evell, it Ihllmvs thnt k
II I !I'I odd,so Ihlll x hllcgl'r)/JI. nut Iht'n 'II.\') '" 2kll' ur]Xx)'"2(1' - 11.)/",
1.4 fAMIUIlS OffUNcnONS 39
so I1lat in any T(x) == (intcger)/(p/2). 11111s Ule reduced form for T(x), like
1
fnJ
(x) (orruly fl> I. canuotbe (odd Integer)/p. TIlUs X isnotperiodic. ..
THEOREM 1.1S. 'Ille rational number x in (0. I) is periodic for T ifmJ(1
onlyif x hasI1le fonn (cven illtcger)/(oddintegcr).
Proof. Bccausewc assumetlmt x is in reduced foml.a moment's rcflection tells us
Ulat Theorem 1.14. Lemma I andLemma2togel1ler implythe result. III
An analogous rcsult for eventually Iixed points Is the following: a number x
in (0. I) is eventulllly fixed ifruld only if x has tJle form kl2'" or kl(3'2"') fm
appropriatenonnegativeintegers k and III (seeExercise4(a.
Now we listeventuallyIixed.periodic.andeventuallyperiodicpointsfor 7:

3 3 3 3
x
- - 0 0 eventuallylixed
16 16 8 4 2
6 6 12 2 4 8 10 6
x
periodic
13 13 13 13 13 13 13 13
7 7 3 4 2 4 2 4
x -' -
- - - - - eventuallyperiodic
10 10 5 5 5 5 5 5
'nlcre is much more to say about Ule tcnt function T, It will reappear in
Section2.2 whcn wediscussI1le conceptofchaos,
EXERCISES 1.4
1. Detennine which ofUle (ollowing arceventually fixed, which arc eventually
periodic.and whichareperiodicpointsfor T.
a. 3111 h. 10/33 c. 5118 d. 6/23 c. 3116
2. Findns llIany 5-cyclcso( T as youClUJ.
3. Fur T find thetotal numberof
a. 8-cyclcs b. 15-cycles
4. a. I.ct X be in rO, 1J. Show I1lal X is eventually lixed for T iflUld
(lilly if x has Ille (onll kl2'" or kl(3'2") for nonnegative illlcgers k
and m.
40 CIIAI'lllll I: l'ERIOJ)lC POINTS
h. Show that .3 iscventually periodic hlltnot pcriodic for T.
c. Use the computcrprogram ITERATE to compute the lirsl IOU itcrates
of .3 for T. Do you noticc anyUling strangc in UIC behavior ofUIC
iteratcsthccomputcrprovidcs? Ifso,givcancxplanation.
5. Show Uwt for cllch x in (0, I) Umt is not an eventually fixed point.and for
cach positive integer N, thcre is an n>N such that 'ftn1(x) <lI2.
6. Show Umt 112 is an cvcntually fixcd point of T{2 fl'
7. Lct n be lUI arbilrary positive intcgcr. lind let 11 be fixed. Find the l1Iaxi
mum valllc of 1jnl, under the condition that J1 is in
a. (0, 112) b. (1/2, I)
R. ASSIIlI\c Ihat 112..,; It S I, amI Ict 11(11) rclative minimulI1 val\lc of
on thc interval (0, I).
II. I ;jn!lll rOfllmln for "(/t).
h. Fin!lthemaximum valucof
9. LeI 112 <I'< I. Prove Ihal the nndcr ofeHch x in (0, I) are
cventually "trapped" in thc interval 12Jl( I - II), in the scnse Ulat Ulcrc is
an II (dependingOil x) such Umt if k;::: n, then 2J1(1-- Jl) S7jkl(X) S; Ii.
to. Consider the fUlIction gl" 0 < It < 1/4. Show that the hasilt of
attractionIlfthe fixcd point P
il
is thc open intcrval (- I", /11)'
Exerciscs 11-15 conccrnthe family wherc F:/t) =11C' for all x and It> O.
11. a. Show Ihal EI//t);:::x for all .t, and lhnt F:
1/r
has asillglc fixcd
point. Find the lixctl poin!.
b. Hulllim r47J(x) for 1111 x.
n
.
4M
12. LeI 11 > lIe. Find Iilll,,->_ for all x, mul show that has
no pcriodic
13. Let () <}I < lie. Show Ihat hn!; two lixcd poilllS, Denotc tllClII by P
il
wilh %<PI" Ikll'n1tinc which lixcd point is allraclingand which
is
14. Lci 0 <II < lIe. Show that has no periodic thal arc no! fixcd
points.
15. Show thai Iim/
HIH
If)! () and IiIll/HlIl I'll= 00
41 1.5 'IlIEQUADRATtCI'AMILY
Exerciscs 16-21 relatc wherc J1 <O.
16. a. Show tlwt Ell Ita!;auniquc ftxcd poinl for caclt J1 <0,
b. FindIlle tixedpointof E...,.
17. Show lhal Pp is rcpclling if J1 <- e and is IIl1racting if J1 > e.
18. Sti1)w thaI thc maximum valueof occursfur x= In (- J1).
"':...
19. LeI '- e < }1 < O. Show Ulat UIC singlc tixcd poiltt of Ep has basin Ilr
IIllractioll-(- 00, (0). cUld hcnceUmt Ulcrc arc no pcrioo-f/ points for fI > I.
20. a. Show that has \lIe uniqucfixcd point P
il
found illExcrcise 16(a).

b. Show Utal UIC gmph of is tangcnt to OIC Iinc y x al (P
Il
' [III)'
21, I,ct J1 <- e. Show Ulal hasOIlC Ii xcd and OIlC 2-cyclc.and no oOH:r
cyclcs.
1.5 'I'HE QUADRATIC FAMILY
Considcr a popUlation oforganisms for which thcrc is II constanl supply or
food and IiJllitcd spacc, IIl1d 110 prcdators. Many insect pnpulations ill IJIC temperate
wncs fit Olis dcscription at certain limes in Ulcir history. III ordcr 10 model tlle
populCilions ill suceessivc gcncrations, let N dCllote UtC population of thc IIIIt
n
gcncration, and adjuslthcnumbersso Ulat tllC capacity ofthe environmcntequals I.
which mealls 11\[lt 0 SN sLOnefornlUla Ulathasgainctl widcspreadfmnc is
n
Nil+t ::: J1Nn(1 - N
n
), for 0 s N. S 1
Sometimcs Ule cqu:tlion in (I) is callcd a "logistic C{jUalion," aftcr 11 dirrnential
equation studied by UIC Belgian maOlclllaticirul P. F. Vcrhulst ISO years ago. 'Ille
parameter J1 indicatcs thc mteatwhich UIC populationgrowswhen it is vcry SlIlulL
Two properties ofthc cquiltion in (I) arc relcvant to tllC study ofpopulatioll
dynamics:
i. Ifthc populatioll is 0 litgcncration n. Ulcn the population remains 0.
iL Thc popUlationgrowswhcn N issmall. nud declincs whcn N is large.
n n
Propcrty Oi) is reasonahle, becauscwhcn UIC popUlation is small \llcre is runpic food
and space, so I1lc population can grow withoutiliuu'(llll:C. However. whcn UIC
population is sufficicntly largc (thaI is. close to 1), UIC ncw gcncrationsaresmaller
becauseoffood shofUtgclindovercrowding.
43 I
42 nrAI'TERI: I'PJUOIlIC [,(liNTS
I
'IlleconlillU()U!l version (')f (\) ililheqlladralicfuncliol\givenby
Qpex) "" Jl.t( \ - x) "" J,tX- Ju
2
, ror O:!)x:!) I
which R(lIlC<1fed in Sec-lion 1.2. 'Ille(lrel\cllt seelion isdevoled II) adclllilcd lUlalysis
ofthe quadratic family (Q/Jl, not only because of its importance to the study of
population dynamics. but also becaul\c its members, which are vcry simple
polynomials, can hnve very complicated dynamics and can exhibit mally of Ole
characterl'lticsthaIareIlsl\ocia!edwiththe studyofchaoticdynamics,
InourstudyofOIC ramily {Q/J}' wewillrestrictUle valuesofOle panmleter/l
tobe in (0.4]. Toseewhy we make Ulis restriction, noteI1mt = /l- 21lX. so
lhat Q;(x) 0 if .f"" 112. Since Q; (x) = - 2j1. we know thai Qill2) = J1M is
an extremevalueor Q/J if /l;l: 0, In order Ibat Q (112) lie in the domain (0. 11
when /l 0, WI." IllU!!t hnve 0 < pJ4 s I. thati!!, 0< /l S4. 11 follows thai if 0<
/l s4. OlCn U,C range of is contairlCd in the domain of QII' 'Ille graph ofH Q
II
representative Q/J appearsin Figure 1.20.
y
y
.'._ '. >x I'" .'._ ...... > x
Figure 1.20 Figure 1.21
Although we know from Section 1.2 Um! Q/J has one fixed point when 0<
pSI and two fixed points when I < P 4. we have not dil\cussed possible
periodicpointsfor Q/
I
Ulntarenotfixed poinls, WewilladdressOlis issuecarefully
below. Sinceiltumsout that the dynamicsof Q/J changenoticeablyas p passes
through each ofIhe integcrs 1.2.nnd 3. we will splitourdiscussion illio fOllr CII..<lCS:
o< /l I. I< p S2, 2< p 3, and 3< p 4. -
Case I.
11lis firS! ca'le is Ihe ea<;iest. Since
o < Q/J(x) =J1.t (I - x) < J1X X for 0 < x < I
il follows Ihal I is It positive. decreasing sequcllce, which by Corollary
1.4 convergesto the fixed pnint O. We conclude thatthe bm;in ofallraclion of 0 is
the interval (0, II. so Ihat Ihere are no periodic pointsother thllll Ihe fixed pointO.
1.5 nmQUAl)RA'I1CFAMIL.Y
'Illcsallie could IlC achicvell hy n()ticing Ihnllhcgraph of Q/J lies helow the
line y = x because Q/J(O) = 0 and = /l- 2J,tX I for all x in [0, 11, Figurc
1.21 supports theseconclusions.
Case 2. I < Jl 2
By Examplc 3ofScction 1.2. wc know OInt QI' hns UIC two fixed points. ()
(which is rcpelling) and \ - lip (which is attracting). If you apply graphical
analysis 10 thegmphs in Figure 1.22, you could convincc yourselfUUll Ole basin of
attraclion of I - I/p is I1lc whole interval (0, I). Toprovcil rigorously. we will
denotc I - 1//1 hy PI" lind leI 0 < x < P/J = I- I//l. Thcll
y
y

r ! I '\
r '. ')I. x
PI.S 1/2 > x
(a)
Figurc 1.22
I
- < 1 - .t, so that I < p(l - x). and UlUS x < j1.'( (1 - x) = Q/.t)
p
Since Q/J is incrcasingon [0.p/J1. this menns thaI if 0 < x < P/J' Ihcn
x < Q/J(x) < Q/Jep/J) = PI'
Consequenlly =0 is II bounded incrcnsing sequcnce when 0< x < P/J' so
by Corollary 1.4 converges 10 a fixed point, which in OilS case must be P/J' In an
analogous fa<;hion one can show Ulal if P/J < x < 1/2. llien is <I
boundeddccrcllllingscqucncc,whichalsoconverges10 P (see Exercisc I). Finally,
if 1/2 < x < I. Ihell 0 < Q/x) < 1/2. so by Ule analysis, =0
converges10 P/J' '11lcrerorc when 1< /l 2, Ihe b.:'lsin ofnUmclion of PI' is OIC
opcnilllervlli (0, I), and therearenoperiodicpointsoOlerthan Ole twofixed poinls.
C:lse 3. 2 < p 3
.I\s }1 incrcases frolll I loward 2, 1'/1 = I - 1/}1 increases from () loward


112. lJy contrast. if II > 2. then P
jJ
> 1/2 (Figure 1.23(a, which makcs thc
analysis more dimcult. Ncvertheless. we will he ahle to show thut if 2 <11 -s; 3,
Ulen agnin the basin ofallmcliollof P
jJ
is (0, I).
y y

r
x
(11)
Fignre 1.21
In our discussioll, let us assumc that 11
number ill (0. 112) such Ihnt Q/qjJ):::: QjJ(f1/,) =
and P
jJ
arc symllletric with respcct to the line
timtllny x in thc interval (0. I) has1m itemtc in the interval (qjJ' PjJI.
Toward !Jlnt cnd, lix x in (0. qJ. Noticc !Jlllt on I1lc inlcrvnl (0. %) tile
grnph of QjJ lics abovc thc line y:::: X (Figurc 1.23(b, so that x <QjJ(x). If
{Q\;l(xl};..o wcrcan increasingsequcncccontaincdin (0.qJ. then by Corollary 1.4
Ule seqnence would necd to convcrgc to a fixcd point. ofwhich therc is nOllc in thc
intcrval (0.QjJl. It follows !JllIt
ifO<x< tJlcn X haslUI iterate > I/jJ (2)
Next. by thut QjJ(q/,) I'jJ =Q/-PjJ) and glancing at Figure 1.23(b). we lind
I1mt
if qjJ < x -s; I'JI' !Jlcn P
jJ
Q/.(x) -s; 1114 (3)
In addition.bylIsing the factthat fJjJ <QJpJ4) (sec Exe/else3).andtheracllhat Q
IA
isdecreasingon {112. II. weconcludethat
if 1'/1 < x -s; 11/4, UlCn qjJ < Qi11/4) -s; Q/x) < I'jJ
(4)
Finally. since P
jJ
<pJ4 nnd QjJ isdecrellsiflt: on (PIA' II.wc know111:11
if 1114 < x < I. !Jlcn 0 < Q//(x) < PI'
(.'i)
I I I
rJ ,":':" /l- ---\'t x
,
j j
(h)
'" 3, alld dcnote hy qjJ thc uniqllc
I'jJ (Figure 1.23(b. Nolice timt (jjJ
x:::: 112. Our lirst gonl is to show
u\iA.. Qkre."!IAM.-:
From it follows that if 0<x < I, Ulcn x hil<; an itcratcin UIC illlcrval
PjJl. WeCHn aClIlally dcduce more from (2)-(5). In fllct, since %< 112. it follow
.from (3) and (4) I1mt I1le iteratesof x oscillatebetween tile illlcrvais(qjJ' [J..l ml(i
'11111S
if x isin (qjJ'p
p
l. \llcnsois\lIC sequcnce {Qj;"l(x)};.. o (0
-
if x is in IPIJ'pJ4J. Illcn so is \lIesequence
"'"
Our next goal is to prove that Q}! IUt'; only two I1xc<.l points: 0 and P)1
11lis is equivalent to showing that - x == 0 only if x:::: 0 or X '"fiJi'
Ilowcver,notice timl
Q);I(.\) x = JlQix)II- QjJ(x)] - x '" ttltit(I x)][1 - W: (I - x)] - x
Since I'jJ II fixed point or UjJ lind hcnce of we know Ihal x - PIA is
divisor(If - x. By syntheticdivision we find lhal
Q
jJ
I
2
1
(X) - X = J1X (x - ,rx
2
+
+ Jl - IJ
By Ule <Iuadflltic fonnuhl, thcexpressioninside the bmckclshas110 rca] fOOL'> whcn ,
<Jl <3 (secExcrcise2).,'Illcrefore if 2<Jl <3. then UIC only roots of - x
nre 0 and PjJ '111is menns Utat UIC onlyfixed pointsofQIl' arc 0 alld P)1
Now we will show I1mt if q)1 <x !lIen (Q}h(xn;.. o cOllvergcs 10 PI'
Dytheprcccdingparagraph, - x has no roots ill tilC interval (q", PjJ)' 1110
- x has UIC same sign Ulfoughout Illat illlcrvai. To detemline Ole sign, we
calculate 112) - 112:
I I I Jll Jl
QI21(..!..)
'" - Jl (- - P )(- - - - I)
jJ 2
2 2 2 jJ 4 2
I 1
:= 81112 - PjJJ(Jl- 1)' - 5]
Since qfil< In<PI' and 2<11 <3. eadlm;;ci:e1'W exp!c,,!(J!) i" <,i)
- X 11l (M)'I,u.ive tllf"o!.lg,hlJu( tbe mtcrva! (qj>f' P"I X .-:
for all x in (q)1' p). By (6) IIlis me.an.'i Ihat ir q" <x -s; PIJ' !lIen the !.Cquencc
is im .. Tca<;ing and lies in (ql" PI,!. Curollary 1.4 then implies t1wt til
sequenccconverges to thconlypositivefixed poilJt of Q;;I, namcly Pw
We havc jusIshown I1ml Q1
2nJ
(x) I'jJ as n incrcases wiUlOut bound. for
every x in (qjJ,pl'l. Using diecontinuityof QJ/' wc find 1l1(l!
Q
I
2n+IJ() Q (Q!
2n
I(x Q(I'.) = P
Jl" jJ. jJ jJ jJ jJ
I
47
I 46 CIIAI'TER I: PERIODIC I'OIN"TS
I
a" n increasell withmJl bound. 11lerefore Qfnl(x) PSI whenever x is in (qw P;!'
J
Since every X in m, I) has all ilerate in (qll' Pili by the cOlllment fullowing (5),
we conclude Ihal Q';l(x) -) I'll n increa<;cs without bound, for all x in CO. I).
III other words, when 2 < II < 3, the of allmclion of P
Il
is the intervlll W. I).
A consequence or this result is Ule fact that if 2 < Jl 3, lhell there arc JlO periodic
points for QSI other than fixed points. 11re smne conclusions arc valid when Jl:= 3,
but (he argument is more suotle.
Ca.<;c 4. 3 < Ji 4
We have analyzed Ihe dynamics or Oil when 0 < 11 S:t Now we lum 10 our
lasl 3 < Jl 4. As bcrore. 0 alld 1'1l:= I - IIJl lire Iixed poinls of (lll'
Since
Q;(p/,) '" Q;'(I - 1111) '" II - 2/1(1 - 1111) == 2 II
it follow" Ihnt liS 11 illen'ascs 10 J, Q;,(p/,) dccreascs 10 - I CFi)!lIrcs 1.24(1I)-{h.
When Jl increases furlher, Q;'(/'P) < I, so Ilral flll a repelling lixed 1'11111',
signifying Ihat Ihe quadrafic fmnily bifurcates when Jl == 3.
IW
y
y
r >x r >x
P
n
P
3
(a) (b)
Figure 1.24
From Ihe preceding discussion, if Jl > 3, Ihen holh fixed poinls () and I'll
arc repelling. So if 3 < II .,; 4, do the itemles of other points in (0, I) converge. or
oscillate. or have no paltem? Are Ulere periodic points different from 0 and /Ill?
11le analysis of {QII) becomes more and lIlore complicated as Jl increil.<;Cs from 3
loward 4. '!lIe infonn.1liOIl we will oOlain conceming tJle dynamics of Ihe family
when 3 < Jl 4 will come fmlll an analysis of the dynamics of oj;'.
Figures I . 25(a)-{c) display the graphs of Q;I for Jl = 2.7, 3, and 3.3. From
the graphs it appears that as JI frolll 2.7 to 3.3, Ihe middle tmugh descends
lind pierces the line)' x. In particular, when Jl 3 the gmph is tangent to the line
1.5 TIlE QUADRATIC FAMILY
r !
)ox
y
r
Ii 3
y y
aX
,. x
>x
Figure 1.25
y =X at the point (p
w
P
Il
), and when J.I. = 3.3 the graph intersects tile line y = x
four times. We conclude Umt ill additiOIl to two fixed poinl<; it has when Jl < 3,
QL21 appears to he endowed witil two lIew fixed qll and tp. when Jl > 3.
Since Q
Il
hall only Iwo fixed pOlnl!!. tp} would need 10 be II 2-cycle for QII'
COUld there he more Ihllll one lIuch 2-cycle for Q /,7 To answer this <llIcslioll, we
lIotice Ihlll if Q/I had two 2-cydes. then including the two fixed points of Q/ mid
two poinls each for l1\c two cycles, would have lit lellsi six fixed points.
l
But
timt would mean Olat tJle polynomial - x would have at six distinct
roots. lIowevcr, since this polynomial has degree four, it is impossihle for it to have
lJIorc UUIII four rools. Therefore Q can hllve at Inost olle 2-cyc!e.
Il
Next we will show fonnally iliat if Jl > 3. Ulen Q docs indeed have a 2-
Il
cycle {qll' rll}' We will also derive fomlUlas for numerical values of qll and r
ll
.
EXAMPLE 1. Lei JI > 3. Show Omt Q has a 2-cycle 'P}' alld lind fonnulas
for tJle lIumerical values of qiJ and rJ1'
Il
SOll1tioll. Suppose that Q
Il
a 2-cyc1e, which we will write as {q. r}. 111ell
r QIl(q) == }1j (l q) and q QIl(r) = W (I - r)
(7)
It follows Ihal
r - q = Jll{ (I - q) - W (I - r) == Jl(q - r) - Jl(q2 - r2)
Since q 7- r, we can divide through by r - q, which yields
1 1
r +q = - + I, orequivalenlly. r = - + 1 - q
(8)
J.I. J.I.
From (7) we ohtain
r2 == Jlqr (l - q) and q2 JllIr (l - r)
(9)
48 CIIAf'I'lJR I: l'ElliOIlIC POINTS
'Illen (9) yields
? q2 = pqr(r q)
so Ihal
r + q I'(/' (10)
Applicationsof (8). ( and (8). respeclively. yield
+1 r + q = lu/r 11/ (-
I
+ I - q)
II II
which siIII plilies 10
,rq2 - JI
2
tJ - PC! + II + I = 0
Solvingthiscqu:tlilln for q hy Illl',lIlS of Ihe qll:l(lralic forlllula, we lindIhallhe
lire
I
+ - V(II - !o )(1/ + I) (II)
2 2JI 2p
IfwcleI hI.' Ihe sl1lal1l'rallIl rp Ihe largerof Ihe Iwo values. Ihen
I I I I I
+ - - y(p- 3)(p + I) and 'p = - + + - y(p- 3)(JH I)
2 2p 2p 2 2J1 2p
II is easy 10 check Ihal 0 < %< I and () < 'J. < I, ami lhal (IJp' isa2-cydefor
OJl' Conlll'qnCIiIIywe hnvccompkled Ihe proo[ 0
We lire rClI(ly 10 dClenllincIhc vllillesof II for which i.\
TllEOnEI\1 I.l(i. Let 3< II < 4. TIlt' 2-ryde (III" is
fur (JI' if
3-: II < I + Y() .
J'rolll hu' shllplldty we will lise q 111111 r for lind Ii,. Since
r} is II 2-eydcand Q;(x) = I' 21Lt. it I'ollllws from Theorem 1.11 Ihilt
= (tJ) 0;' (r) = (p 2J1IJ) (11-- 21") 112 - 211
J
(q + ,) + '1111qr
III order\0 he ahle to write the right side as II fllllelion of I' Illone. we usc (3) to
substitute for q + r; lifter thaI we usc (10) and Ihen (8) to suhstitule for Jltll: We
obtain
1.5 'I1IE QIJAlJRATIC I'AMILY 4'1
I I
(Q,;I)'(q) =p2 - 2p2 (- + I) + 4J1 (- + I) = - p2 + 2p + 4
Jl P
'11lcrcforc < I if and only if Ip" - 2p - 41 < I. This inequality is
equivalent lo -I< (p- 1)2 - j < J, which)'.!elds 3 < p < I + V6. 'lllUS Ute 2-
cycle {ql" r
ll
} is llItrncting if 3 < p < I + V6, III
""':.... '
lll
.c faclthat Ute 2-cycle {qp'rlll is attracting if p =I + -['(; is harder \0
prove, as is Ule fael that if 3< p :s; I + V6. Utell Utc basin of 1Iitraction ofUte 2-
cyclc (qP> rp) t:onsistsofnil x in (0, I) exceptUle lixcd poilll Pp and the poillls
whosc itermes are cventually Pw We will not J!!-<)VC UICSC resulL.., We mentioll.
howcver, Utat Uley imply Utat for 3< Jl I + V6 the only periodic pointsof Q
arc Ute rcpelling fixed points 0 and P
Il
and UIC perio<.l-2 points qll and 1j. Utat
Il
foml an attracting2-cyclc,
Since
I/l2 2"
r'"
':1 < :r ...... "nIH
...
or 1
M r
/I < 1 + .06 -
u. t;U.l,.j ...
....
V 0
it follows that if II > I + -[,(;, then > I. so thm (qll' (11) becomesa
repelling 2-cydc. As you might sll!>peet. 11 Hew. nltrllcling 4-cyde is born <IS II
increases beyond I + V6, As p incrCltSes still furlher, the attrarting 4-cycle
becomes repelling, and1\ new 8-cyclcis boOl, 'Ille process continues indefinilely
JI increases.
aile might imagine Utat Ule values of p at which new 2
k
-cyclcsemerge
would nmrch unboundedlytoward 00, lIowever, Illis tUOlS out to be not true. Lel Pk
be Ule bifurcationDuill(defined by
J.4. "" maximuill value ofp for which Q
Il
ha... analtmcLing 2
k
-cydc, for k = 0, 1,2, ..,
From ourprevioull resultll, we know Illat Q
Il
has1I1l1lltraeling fixed pointfor ():s; II
:s; 3 and 1111 auraelill!; 2-cycle for 3 < }I s: I + -['(;. 'I1terefore
lIn '" 3 111111 II," I + y(;
Ilowever,UUHlerlc1l1 vullle!! uf It,. for Ii. > I lire lIul Stl ('H:-'y tu (il'tt'lmilil'. What we
CIIIl suy, though. is Ilull
if PC) < JI III' then Oil 2fixed pointsandn2-cydc
if PI < II :s; P2' then Q
Il
hm; 2fixed POilUS, n2cycleand a2
2
-cycle
if JI2 < II :s; P.I' then Q/I luL'; 2fixed point".all-cYcle. a2
2
cydc.and a2'-cycle
In general,
"
"
51
50 CIlAffER I: l'ERlnmePOINTS
1.,
if 11" I<J1 JI", Ulen QjJ hasa 2k-cycle for k= 0, I. 2, ..,,II.
Itisknown, butdifficult 10prove, th.-u J1k+ I '" 1+Y3+f..It for k=2, 3, ...,:U1d
thatthesequence {J1.1;mI h'L<; a limit J1"" givenby
Il,= 3.61547
TIle number Il, is somelimes called the Feigenbaum numberfor Ule qU.1lJralic
family (Q,). It.-uned after tbe physicist Mitchell Feigenbaum, who in the mid-
1970'sconjectured that Ule bifurcaUon poinL<; had alimit and found avery precise
value for it. (SeeFeigenbaum, 1978or 1983, for accounL ..ofhisdiscovery.)
TIle surprisingpartofIhe story isyettocomc. Let
J\ - Ilt-I
d. :: , for k 2, 3,4, '"
14+I - 1ft
Since J1k - Ilt-Irepresents thedislancebetwcen I" and 14-1' it follows that d.
comparesdistances betwecn successive pairs of I",'S. Feigenbaum found that tlle
sequence {dll;=1 converges10 II numberwewill denote where
d"" 4.669202'"
Whatisastollishing is thaI this constant d... seemstobeunivers.'tI. 'Ilmtis,
for many families ofone-humped functions like the family ofquadmtic functions,
bifurcationsoccur in such a regular fa. ..hion dlat the dislanccsbetween successive
pairs ofbifurcation (lOinls approach dIe very same value d",,! Itis [or tllis reason
Ulat is calledauniversal constanl. Moreparticularly. itisreferred toas tlle
Feigenbaum constant. because Peigellbllum wa. .. the first to discover it:lnd its
ulliversality.
Weconclude hy nOling (hat the quadmlic family {QjJl is onc ofdie mOl'l
illustrious parametrized families. Its functions are easy to describe, and It.-we
propertiesmany ffiQre conli'licatcd functions have. Moreover,tlleIC isanenormous
wealthofinrormntionconccmingthefamily,spurredin parthythedlplivalingarticle
in the magazine Natllre by Rohert May (1975). Hooks by Picrre Collct,and JeaJl-
Pierrc Eckmnml (1980) and by Chris Prcston (1983) givc dctailed' nmilysis of-::"
functionslikequadmlic Wewill onccagain studyproperticsofthe-family-
whenwcinvesligatepropertiesofchaosin Chaplcr2.
EXERCISES 1.5
I. Lct 1<II 2. Prove tlmt if I'll<x < 1/2,thell (d;l(x)};"o is nhounded
deqea...ingsequenccth:\I converges10 I),.
1.5 mEQUADRATICFAMlLY
2.
Lei 2<JI <3. Show that - JI
2
X
2
+()12 +J1)X -)1- I ha.<; no (rcal) mols.
3. Let 2<J1 <3. Shuw tlmt qjJ < 1/2 < QjJ(J1I4). (Hint: Let
=fJ./hJJ4).
andfind the rangeof " for J1 in the interval (2,3).)
4. n.
Show tll<lt =0 for 0<J1 <4,
h.
Since 1/2 is azCfOof by part(a),wc canwrite in
Ule lllrm J12 (x 1/2)(ax +bx+e). Find Ule valuesof a. b. and
e in IcmlS of J1.
c.
Usc pari (h) tn show tllat if 0 < J1 < 2, tllen hlL.. a unique
relativcextrcme(maximum) valuc for x in (0, I).
5.
J,ct 2 < II S; 4. Find Ule relativelIlinimum valuco[ in tllC interval
(0, I).
6: a.
Lct 2 S; J1 S; 4. Filld (he maximulll vulue of for mly positive
integcr n.
h.
Lct 0 <J1 <2. Describe tllC difficulties, ifully, tlll1t you cncounter
when Irying(0find (]IC maximumvalueof
7. Let 3<J1 $ 4.
n. Show that 0<qjJ < I.
b.
ShowUHlt QjJ(qjJ)='jJ and Qi'p)=qiJ'
8.
Lei 0 < Hi' alld lei e >n. ShowIJlatif IJ1 - 110 I<e, thell
1QSI(X) - Q (x)1 <e
tlo
for all x 111 [0, IJ.
9.
a. Let 0 <J1 < l. Find e in (0. 1) such that d;l(x) <c"x
[orall
x ill (0, I).
b. Let J1 =1. Show tlmt nosuch c in (0, \) exists.
10.
I,ct I <J1 <2. Find e in (0. I) such lhat
(x) - P
jJ
I < en IX - P
jJ
I
for all x ill (0. I) wilh x '"I'J.,. (Hint: You only nccd 10 c()nskler () <X
S 1/2. Allalv:r.c the cases 0<X <P
jJ
and P
jJ
<x <
II. Lei
3, amI lei Mk+1
l+y3+Mk for k= 1.2.3, .... lei
52 CIIAl'rER I: PERIODlCI'OINTS
= lilll
k
_._!I1
k
It is known, bill hard 10 prove, that Mk = ttk for all k, and Ihal M_ =
R. Use InduClion to find Moo'
b. COlllPllfe the nUllIerical value of M_ fOllnd ill (a) 10 Ihal or II,".
12. Using the definition of Mk in Exercise II, let
Mk - M'_I
'l
Mk+ 1 - Mk
Show tlwi Iilll....."" 1)k = I + V17.
1.6 BIFURCATIONS
In Ihe study of a fmnily of fUllctiolls such as tQp} alld val lies or J1 al
which the frunily bifurcates pillY a prominenl mle. After all. these values indicate
where periodic poillls arise or disappear, as well as where periodic points becollle or
cease 10 be allracling. 'Illis seclioll is devolcd 10 bifurCllliolls. First we consider a
method of displaying hifurcalioll poinls 011 a graph. Then we discuss IWO hasic kinds
of oifurcations: period-doubling bifurcatiolls and tangenl hifurcatiolls.
Bifurcation Diugrams
One method of displaying Ihe puinls al which a paralllelril.ed of
functions bifurcales is called a hifurcalit)n amI is designed 10
infonnation ahoul Ille behavior of higher iterales or Illl'moers of Ihe dOlilaill
of Ip for all values of the parameter II.
The hifurC:lltinn of is a j!.mpfl rllr which Ihe horizontallixis
(I'presents vuhlt's of II 1lIHllhe vertklll ax is n'pn'sellis hi)!.hn ilelales of Ihe VIII ill hie
(nol'llllllfy x). I:or em.:11 vullle Ill' II. Ihe tiillgllllll (ill thellry) all or
the fonn (J/, fJ"I(Xn for vullle!> uf II IlIrger 1111111, 50 I)r toO. 'llIe reason we
only use Ihe higher ilerales Ilf x is Ihal Ihe tliagmlll is llcsiglled 10 show evcntual
hl.'lUlvior of s1Ich liS cOllvergence or pcrill!.licily or IInprcdiclllhilily.
Now we will sludy Ihe hifllfcntillll diagram of the quadmlit: ('wllify ((1/,1. [n
OI'dcr 10 giVl' as much IIclail liS we rlUl !!l Ihe hirnrt'Uliol1 t1illgralll, we)Jl1vc split Ihe
inlo two pans, 0 <:; 11:<> I + Vfi in I :igurc 1.26 <1ml I + V6 S JI :; 4 in
1.6 fJlFtJRCAllONS :;
x

p:U1ial bifurcation tliagJ<1I11 lbr (QIJ)
......
Figure 1.26
J.I
remainder or IJ1C hillln'"I'"''
ror
Figure 1.27
Figllre 1.27. The hifurcatioll diagralll Was ohlailleiJ 011 Ihe Wlllplller hy Jelllllg x hc
1/2. laking inrrelllCII\S of //\(X)O for II ill tIle inlerval [0.4/. and p/Ollillg all (I,c
poi Ills of the I'oIII I (II. QJ;'ICr)), li)r 201 :s; n :s; 700. You call check tllat if :l1lothcr

,A
55
I
54 ClIAf'I"ER I: I'ERIOnlC
I
valuc of x werechosen. orifthc incremcnt .. remainedsmall bllt wcrc altercd. orif
therangeof II werectuUlged. thenthccorrespolldingbifurcationdingnunwouldhavc
I
been indistinguishable from theonepicturedin Figures 1.26and 1.27.
Toanalyze die diagram.notice in17igurc 1.26 that for 0 <11 S 1. rJlC points
in thc diagram lic on Ole xIIxis. hccausc iterates of1111 x in rJle domain (0. II arc
attracted to O. Next, for I <11 S 3. thecurvcrepresellts the pointl! ofthefnnll (II.
pp) ""(jb. I - lip). since Pit allracts the iteratesofall x in (0. I). When 3<J1 S
I +V6. iteratesofall x ill (0, I) that 1I0t eventually fixed arcallractcdto the

2-cycle {qp' Ij.}, so for such valllcs of 11 there arc two curves. olle with points of

the fonn (11. qJ and thcother wirJl point<; ofthc funll (11. Ij.). We ohserve rJlat at
(he bifurcation point II 3 a singlecurve splils into two cnrves representing the
5f'.&
allmcling2-cycte(Jml cmcrgesat Jl = 3.

Turning 10 Hgnrc 1.27, whichcommenceswith 11 == I+V6. we sec lhnt10
Ole right of 11 = I + V6. fnur hranchellllPPclIr(corresponlling 1.0 1111 allfllclillg4-
cycle). 11lc four brancheseXlcnd until Jl aI which point cight branchcs starl
toappear(corresponding10anallrncting8-cyclc). III generaltheschranchesrepresent
IiiII rJle various allmcling 2
k
-cyclcs. and split or fork at points corresponding to the
variousbifurcationpointsof {Qp}. 'nlebranchcsreprcsenllhevariousattracting2k_
cycles111"1 appearin scquence.
The heavily shadcd vertical strip!! in Figure 1.27 reprcsCnl valucs of JI for
!wi
which thc iteratcs of"most" poillls x in (0, I) arc not evclllually
perilxJic. but sprclId out ovcr a suhinterval or collcction ofsuhintcrvals of 10. IJ.
11lesc darkened patchcs rcpresent unpredictllhlc. chaotic-likc patterns for of
such valuesof x. 'Illcdark curve.<; Ulat giveinterestingplltlernsto the shm.lcd
rcgionsrcpresentcxtensions(forlargervalue.<; ofIi) ofallfllcting cyclcs. as you can
verify by following UIC curvestotheIcft.
III rJlC diagram wc also observe "windows" cOlll1lilling isolatcd curves Ihal
represent attracting cyclcs. for cxample, Ihe window tll:lt appears at JI ... 3.829
corre.<;pondl! to lUI attracting :I-cycle. NOlicc that toward rJlC righI-hand sideofIhllt
window, the thrcc curves divide into six curve.<;. then twelve curve.<;, and so forth.
e.'lch sclin tumreprcscntingall attracting3'2
t
-cyclcforappropriatevalucsof JI. As
beforc. Ule JI-coordinatc ofeach pointwherea fork occurs is a bifurcation point. In
addition toUle 3-cyclewindow, therenrc 5-cycle.6-cycle, and 8-cyclcwindows that
should be visiblc in thc diagram. At the right end ofeach window rJlC hmllches
undergo rJle sallie succession ofsplittingthlll occurs in thc 3-cyclewindow'. Whal is
not so ohvious is that Ihere arc infinitely IlIliny windows represcnting at!!:\lcting _
cycles; tJle.<;e windows arc in general 100 narrow to delect without a strong zoom
feature Oil rJ1C computerscreen.
Ilavingdescrihcdthehifurcationdiagramfor {Q,I, we tllm to the hifllrcation
diagram for thc tent family I.showlI in Figure 1.2it 'Jllisdiagram was(Iblaincd
fmlll acompnterin the salllc way as the hifurcation diagram for {Qpl Valllcs
of 11 in [0, II wcreselccted in increments of 1/J()(lO. allll plollcd the points (11,
.....
7j"1(X for 1001 11 2000. Otherchoiccsof x. increments for p. lllld lIulllher
ofplottedpointscanleadtnvirtuallyidenticalhifurGltion diagramsfor {T.I.
1.6 UlHJRCA'110NS
x
:;;;"'JI
bifurcationdiagnunfor
figure 1.28
In UIC diagram, dlc lincsegmcnt [0. 112} on tJlC Il-axisappearsbecauscwhcn
o Jl < 112. iteratcs ofeach x in lhedomainapproach O. If II =112, UICn each
x in tJlC interval [0. II2J is a fixcd point. so UIC diagram contains a vcrtical Iinc
abovc 1/2 on Ule 11 axis.11lC diagrrun becomcsmorecomplicatedfor JI > 112. be.
causcforsuchvaluesof p. UlC iteratesof vnluesof x in (0. I) spreadoul
overintervals tJlm widen as JI approaches l. lllesedarkened patches suggcst all
increaSinglychaotictypeofbehaviorfor the iteralesofcorrespondingtentfUllctions.
Theapparent"cye"in tJlC diagrrun can bejustificd by carefulanalysisofUle iterates
of for JI in Ule interval [112. 7/IOJ.
An allemalivcIhethodofdisplaying bifurcationpointsis theorhit
which include.<; solid cllrves for 8ttrncling fixed points and lIttmcting cycles, mid
dashedcurves for repelling fixed pointsIUld repellingcycles. Unlike UIC bifurclillon
diagram. itdocsnotindicatc UIC various iteratesofpointsin UIC domain. (In fact. it
wouldperhapsmake bellersense10 switchthenamesoforbitdiagramandbifurcation
CIIAf'I'ER I: rERIOlJW1'(111''1'5
56
diagram, hul thai would counlcr common usage.) Orhil diagrams for portions of
{Qp} alld {Ep} appcar in Figure 1.29.
x
- ..... :\
.....
.....
2 "
"
'1
x
/"
\
\

.1 .2 .3 lIe
mhildiagram for {Ell}
1 :3 /.1""
parlialorhitdiagram for {QII1
(h)
(a)
I :ignre I.29
Period-DoubllngBifurcations
Ahifurcationatwhich;m attraclingperiod/! cyclehecolllCSrcpelliugamigives
birth to nn altracting 2II-cydc is a period-doubling bifurcation. hHun.:a-
tiollsof (Qp) rcprcscllIcd in Figurc 1.29(11) are pcriod-douhlinghifurcations. Bemuse
thc gmphresemhles1\ pilchf()rk \Icar lhe point on the orhitdiagram III
tile hifurcation, til is kind of hifurcatio\l is oneil called II pitcbfork hlfuHllthm
(Figure 1.30).
"pilchrork"hifurcation
I'ignre IJ()
Perio(\-dollhling hifurcaliom, form il\l\1l11lant dass of hifnrcalillns. To
understandhellerthepropertiesoffamiliesoffUIIClionsatperiod-douhlingbifurcation
poinls,wewill focuson Q
p
and whcn is Ilear 3.
EXAMPLE L Show that thc qnadratic falllily (Qill has the following properties
rcla1ing to the hiflll"Cntillu point JI == ;\:
\
57 1.6 BIFURCATIONS
i. Q3(2/3) =2/3, soOmt 213 isa fixed pointof Q3'
ii. Q; (2/3) == I.
iii. Q; (2/3) decrcasesas J1 increaS{;sIhmul;il 3.
iv. 'I1le graph or hw; an inflection poillt at (213. 2/3).
Soliltion. Firstwe rCell1l that Q/,(x) =JU( I- x). soIhat Q)(2I3) =2/3. Thus (i)
i,<; Since Q; (x) == p - 2/Lt, il follows Olllt Q; (213) - J.113. '1llCrcfore
...... Q; (2/3):= - 1. mId Q/: (2/3) decreascsas JI. incrcm;es through 3. Cunscquently
,ii)and(iii)areboth verified. Toprove(iv)wecalculatethat
= 9{1 - 8x +18x
2
- 12t
3
) and (Q!21),,(x) == 36(3x - 2)(3x I)
As a rcsult. changes sign al 213, so Otat (2/3, 213) is an inflection point.
'Ilmt linishesthe pmofor(iv). CJ
UsingExample I asa model,wecandc.'lerihc general propertiesorfamiliesof
rUllctions tll<1I acc\llllpany period-douhling hifurcations. To tllat end, let v;.) be a
parametrized ramily.andassumcIhatthe family hasthcfollowing properties:
i. !po hasa fixedpoiu! p.
ii. fp.(p) - I.
iii. 'Illcgraphorf).
2
1 crosses OIC line y== x when J1 < p*, is tangent to
tllC linc y x when p = JI.*. andsnakesaround the Iinc y=x whcn
p > JI". (Sec Figures 1.31(a)-(c), which me portions of Figures
1.25(a}-(c),respectivcly.)
Properties (i)and (ii) indicatc tllat the gmphs of /;. arc positioncd correctly
witll rcspect 10 thc line y= x when JI. is Ileur \0 p*. Howevcr, it is !lIe rotation
orthc gmphsof aroundOIC point (P. p) a<; p passcsthrough p*, asdescribed
in (iii). Olat signalsthc period-doublingbifurcationof U;,} at pol<. Fro\llExamplc I
aud Figure 1.31,wesecIIiat (i)-(iii)hold ifJ,.= QJl' p* 3, alld p=2/3.
y
y y
I
x >x r >x
P2,7 P3
P
3.3
(a) (0) (c)
Figure 1.31
I
58 CllArn,R I' M'.RIOIlW POINTS
I
Tangent Bifurcations
I
A hifurcation with a far different character occurs at J.l:= lie
exponential family {/I/}' To support this Ilc;sertlon, let us first recnll Umt
EI/(x) == J.le
x
, whcrc J.l > 0
III Figures 1.32(a)-(c}, when J.l dccrea<;es through lie. the graph of Ep descends
until it is langcntto the linc y == x and then breaks through Ole line y x. giving
!iii
rise to two fixed point<; Ulat separate from one another as J.l continucs to decreasc.
The bifurcati(ID at J.l ilt: he:::mse the graph of Ep breaks through tllC linc
y = x. Sincc thc graph of Ep is tmlgent to the line y = x at Ole point
corrcsponding 10 tIle hifurcalion point. Ole bifurcalion is called a tllngent bifurcation.
y
)'
y
IIiiI
V'" >x
r )ox
r >x
PJ
(3) (e)
figure 1.32

Morc generally. a family If;,l has 3 tangent bifurcation (or saddle. or
U
rold hlfurcatlon) at 11'" if a pair of fixed pointll are txlm as a curvc in thc graph
of Ip becomes tangent 10 and Ulen crosses tlle line y "" x when J.l passes through
J.l*. It can be shown that a parametrized family tfp} ha<; a tangent hifurcatioll at J.l*
if
i. i;,'(p) p. so p is n fixed point of !p.
ii. f(..(p) == I. so the graph of is t.nngent to tllC line y:= x a! (p. p)._.
iii. /, (p) is a monotone function of J.l ncar J.l"'. ."
iv. f'l!.' graph of !p is concave upward (or downward) at (p, pl. .--
A major difference between period-doubling and tangent bifurcations is Ule derivative
of at p: I for pcriod-doubling bifurcations. and I for tangent bifurcations.
In Ihe following example we will show I1mt the exponential family satisfics
conditions (i)-(iv).11 tl =: lie.
EXAMPLE 2. Show that (Ep) satisfies (iHiv) rclative to Ihe hifurcHtion poinl II
=/Ie,
....
(h)
for OIC
1.6 IllfURCA'I10NS 5?
Soilltion. Since
(I) :: ::: ..!. e t
e
(i) Hnd (ii) arc slitisfied with p:: 1. TIIC fact tllat Ep(l) =J.le verifies (iii). Pi nail y,
Ule graph of Ep is concave upward because E;:(x) ::: Ep(x) =J.lex > 0 for all x IUld
all J.l. Thus (iv) is (me as well. 0
The hifurc:lliolls of {Qp) Umt we have discussed Itre period-doubling. Now
we will show why tlle family has II tangcnt hifurellliOll lit J.l ... 3.113. Two
local minima and one local maximulll in Figure 1.33(0) arc nearly t'!ulgenl to Ule
line y ::: X when J.l =3.81. arc tangent to Ule line y :: X when J.l'" 3.83 (Pigure
1.33(h. and break Ulrough Ule line y =x as J.l increases Olrough 3.83. At Ule
bifurcation an attmcting period-3 cycle and a repelling perioo-3 cycle arc bona.
In gencral a parametrized family If;,l cannol have II hifurcntion at J.l'" unless
!po has a periodic point p such Olal v;;. (p)1 =I. 'Illus if P is a fixed point of !p
if V;;.(p)1 * I, and if hoUI Ip and f; vary continuously a<; J.l varies, tllCn ill effcct
Ole graph of!p will cmlll! Ule line y =x cXllctly once for /Ill J.l nenr enough to
J.l*, so Uwt J.l* is 1/01 "bifurcntion poilll of 1Ip1. (We have not de filled wllut It means
y
y
r I ':>ox
r I ""x
(a)
(b)
Figure 1.33
for!p or f; 10 vary continuously as J.l Varies. hut all the families we have
considered have Ihis property.) Figurc 1.34 demonstratcs this type of condition.
The implic:JliOJl is lhat in order for a paramctri7.ed family lip I to bifurcate at
II"'. there must he n fixed /Xlilll p such tllal =: I. If the derivative is _ I,
thell tJlere may be a period-doubling bifurcation at J.l*; jf the derivative is I. then
therc may be a l:tngCIll hifurcation at J.l*. "Ille books by Devaney (jlJX9) mId
(iuckcllhcimcr alld lIolmes (1983) cont.1in furUlcr infonnation 011 OUlcf types of
bifurcations .
60 CIIAI'IT!R I: MlRlomC
y
fit
.


v
p
"'x
l'

Figurc 1.34
Itis worthnotingthnt scicntist.<;havccncountcrcdperiod-doublingbifurcations
in many diffcrcnt cxperimcnt". SOlllC thirty ycars 1lgO a Russiall chcmist named
Doris Delousov obscrved illtcresting oscillatiolls in thc concclilmtion of bromide
whcnheIIIixed togethersulfuricacid,potllSsiulllbromate,ceriumsulfatcalllllllllionic
acid. Al a latcr date. delails of tIle reaction were confirmed hy another Russian,
AnalOl Zhaholinskii. Nowadays, the rC:lctioli is nonnally called the B-Z rcaction.
During Ule reaction, bromate ions oxidi:r.e to fonll bromine. after which ccrium
oxidizesand makcsUIC solutiollchangcfrom red to bilic. 'Illenautocatalysis makcs
the colorswitch back frolll bluc to rcd. If the rcactioll is continucd for a peri{,d of
IllIIc by contillually pumpillg in new reacUUlts. thc colors call flip bllck and forlh
between red and bluc, displaying 1I0t olily immense complexity but also pcriod-
doubling toward chaos. 'Illc cntcrtaining articlc by Stcphen Scoll (1989) entitled
"Clocksand Chaosill Chemistry,"in the New Sciemistmagazinc.discusscsthe nz
re.'lclioll In moredetnil.
A bifurcationt1il1grnm tlmt looks rathersimilartoUle diugrlUn for UIC (lumJratie
family occursill thestudyofperiodicallyforcctlnonllncnrcircuits (Figurc 1.35). III
.
.,('
Fig,urc 1.35
1.6 IJIFURCA'nONS 61
the flgurc. Ule jUllction vo\tnge is showlI as 1I function of the t1rivc vollage, and
shows the onsct of chaos through perioddoubling. '111is diagnull appcllfcd in an
articleby RobertVan Buskirkilnd CarsonJeffries(1985).
EXI<::RCISES 1.6
I. LCL4(x)=X2 + 1/4 +/1. for all x wn] all real /1. Show thatthcre is a
bilurcatiunat /1 =O. lIlid itliS II perioddoublingbifuH:'1Lioll. a umgcnl
bifurcation.orncither.
In Exercises 2-3, t1etcrlninc a bifurcation for UIC given paramclrizetl flUlIily. and
itWi. periodt1oubling bifurcation, tangent bifurcationurnelthcr.
2. Thccxponcntial fWllily (Ell). wherc /1 < 0
3. Ui,I. where !per.) = Jll1rctan x forall x. with /1 > 0
4. \.e\ XI' ,' x& denotc the cight fixed pointsof whell 3.83 </1 < x
2

3.114. Assume Ulat XI < x
2
< ... <x
g
Using Figure 1.33(h) as a guitlc,
determincwhichofthe Xi'S form OIC attracting 3-cyclcfor QJi'
5. Use the computcr progrmll BIFURCATION tu approximalC (to tJlC nearest
thousandth) thc interval on the/1 axis for which tJlere is lUI attracting 5-cydc
windowfor UIC quadraticf:unity.
6, Usc Ole computer program BIFURCATION to approximate (to Ole nearest
thouslintlOI) the intervalonOle/1 flxls forwhich Olere isWI attractingpcriodlO
windowfor thequadraticfrunily.
7. Uselhecomputerprogram BIFURCATION tomakca bifurcationdiagmmfur
(Q1.J in which thc incrcmcnts arc 1/100 WId Ule initial point is X=112.
llowdocsthe portionbetween I+V6 4 COlli pareWitJl Figure 1.27?
8. Alter thc computer progrmn PLOT \0 plot OIC graph of d;). Observe OIC
hehaviorofOIC gmphiL" /1 illcrciL<;cs from I to 4.
9. Alter the computer program Pl.OT to plot tJle graph of Ohservc Ole
hehaviorofOle graphWi Jl incrClL'>cs frolll 3 to 4.
10. Alter the computer program PL.OT to plot OIl" graphs of QI' and
simultaneously. Dctennine a value of /1 in [3. 4] such that OIC midtllc
portionofthe graphof lookslikcI\n invcrtedcopy of QJi'
63
62 CIlAl'rER I: 1'EI!lollJe
11. Conllider the fUI1(,lioll 1'.6' Aller Ihe comlltllcr prngrlllo \(I
aprroximale (Co wilhin olle!llOusandth) !lIC Inrgcsttmhintervul } of [.5, .6J
such that tIle higheriteratcsof 1.'6(X) licoutside } forall x in }.
1.7 PERI()D-3 POINTS
In Section 1.5 we discovcrcdvalucsof J1 for which Q
p
fixed points:Uld
2k-cyclcs for all pos"ivc integcrs k less than any givcn positivc inlcgcr n, bUI no
othcr cyclcs. In olherwords, therc arc values of Jl such that Q,.. has pointe; of
certain periodsbul no pointsofotherperiods. In the presentsection we willdescribc
what the presence ofa point. or any period-n point, implies about UIC
existence of other periodic poillls. 'nle answer will dcrivc from IwO famous
theof"cms, thoseofl,iand Yorkc(1915)andofSharkovsky(1964).
Our first goal will be to provc a wonderful thcorem duc 10 Jalllcs Yorke and
his slUdcnt Tien- Yicn Li. IItcllsus I1mt if Q,.. IIlIS 11 period-Jpoint, thcn QJI has (I
pcriod-n point for evcry n t! '111cir ingcnious proof relics on two puwcrfllI
Uleorems from calculus: UIC Maximum-Minimum 'Illcorcm and UIC Illtcnncdiatc
Value'nlCOrem. ForrcrcrcnccweSl.'ltc UICJll herc wit.hout proof.
THEOREM 1.17 (Maximum-Minimum Theorem). Suppose Ihnl I is
continuouson I1IC intcrval Ia, bJ. 111cn I hasa maximum value and a minimulll
valuc.
Concrctely, thc Maximulll-Minimulll lllcorcm says tlwt if I is continuous
on Ia, ilJ. Ulcn tllcre are numbers It and v in lao bJ such I1ml if X is ,my
numberin [a. III. Ulcn 1(11) <;,1 (x) <;,1 (v) (Figurc 1.36). '11ms
1(11) = minimulll vnlue ofI on la, I!I
I (v) = max.imum valueofI on [a, b)
THEOREM 1.18(IntermediateValueThe..rem). Suppose that I is contin-
uous onthe intcrvaJ la,Ill. and ICI p be any numberbetwccn I(a} mid I(h). nrcll.
y
Maximum value=j{v)
rv MinimullI v,dllc=j{ll)
a v
" ;) :>x
Figure lJ6
1.7 PERIOD) ["OINTS
therc is n/lumber c In fa.IJI such Ihnt I(c) '"p.
lllCllllcnllcdiatc Valuel11corcmsays in cffcctthatifI is continuous 011 thc
closed intcrval fa, bl, tJlcn itcSinnot skipovcr{my valucs belwccn I(a) WId I (b);
in othcrwords, thc rangcofI containsall valucs betwccn I(a) nnd I (b).
In orderto IlIlIke the proofofUIC Ll Yorkc'1l1cOrel11lllore IIcccssiblc. wc will
preparc for itwith four Icmmas. '1llC I1rst oftllC Icmmas is ndirccl conscqucnccof
thc IntcnncdialcValucThcorem.
LEMMA ]. LCI I be continuous on an intcrval }. Lct 1(.1) dcnotc UIC col.
lection ofall values I (x) for x in }. '!llcn 1(1) is IIlso an intcrval.
Proof Suppose thnt I(}) wcre notan intcrval. 'lllCIl Ulcrc wouldcxisttwo llumbcrs
y and z in I (.I), with y <z. and anumber p in (y, z) such that p is not in
thc range off By tlle IntennediatcValucThcorcm applied to ry, zJ. thc mllge of I
must conl1lin thc cntirc inlcrval [y, zJ. and in panicular must contain p. 'Ill is
cOlllradictinn implics lhat 1(1) is an intcrval.
Thcncxllcmmawill be uscd rcpcatedlyin UIC proofofIlIC U-Yorkc'Illcorcm.
I.EMMA2. Let I be continuouson ac10scd illlcrvaJ }, andassumc IlWI 1(1) :2
[a. bJ. '!llcn Ulcrc isac10scd intcrval K such that} :2K and I(X) =[a. bJ.
Proof Since 1(.1) .:.l [a, b], 1l1crearcnumbers X and z in } such tlml I(x)=a
and I (z) =lJ. Ofall Stich numbers z, Illcrc is onc closest to x. Call it y (FIgure
1.31, wherc ) =Ir, sJ). nat y exists is a'isurcd by tllC continuityofI. Simillirly.
Ulcrc is a w bctwccn x and y Illalis UIC closcsllO y for which I(w) a. Uy
Lcmma I,IlIC c10scd intcrvaJ K dclcmlilledby w and y (which is cithcr [w, y]
or [yo w]) has thc propcrty Illal I(x) = [a. b].
Y
1 t,.; I ....,. X
rx wy Z S
Figurc 1.37
63
62 CIiAl'l'nR I l'T'llI()J)lCPOINTS
II. Consider fhe rUllelion r:(, , Aller fhe cOlllf'IUfer progmm fllm.ATE tl)
apJlfoltilJlIlle (to within oncthousandlh) Ule IlIrgeslsubintcrval J of .flJ
such that thc highcritcratcsof T
6
(x) lic outside J for all x in J,
1.7 PERIOD-3 POINTS
InSection wcdiscovcrcdvalucsof J1 fnr which Q
p
hasfixed pointslUid
for all pos"ivcintegcrs k Icss than any givcn positivc intcgcr n. hut no
oUlcr cyclcs. In ot.hcr words. tJlcrc arc values of JI snch thnt Q has point" of
p
certain f1Criod., butnopointsofothcrf1Cri{X\s, In tile presentsectionwe willdescribe
what the presence of a f1Criod-3 point. or IUlY f1Cri{x\-n poiII!, implies abnut the
existence of othcr f1Cri(X\ic points, TIle answer will dcrive frolll two famous
theorcms. thoseofLi and Ynrke(1975)andofSlIarkovsky(1%4).
Ourfirsl gonl will he 10 prove a wondcrful thcorem due to Jamcs Yorke 1II1{J
his student Tien-Yicn Li. It tcllsus Ulat if Q
p
IlIls II f1CrimJ-3 point. thcll Q" has1I
pcriod-n point for evcry n I! 'lllcir ingcnious proof rclics on two powcrful
thcorems from calculus: thc MlIXimum-Minimum 11leorclll and UIC Intcnncdiatc
Valuelllcorem. Forrcfcrcncewcstatcthcm herc withoutproof.
THEOREM 1.17 (Maximum-Minimum Theorem), Supposc IImt I is
continuouson Ule intcrval Ia. b1. l11cn I hn.., a maximum valuc anda minimulll
valuc.
Concretcly. thc MaximU\ll-Minimum 11leorclll S,1YS that if I is continuous
on [a, I}]. thcn thcre are numbers /I and v in (a. IJ] such that if x is any
numberin [a,17]. then 1(,1) S/(v) (Figure 1.36), 'l1lUS
I<u) =minimum valucof I on lao iJI
I(v) maximum valueof I Oil [a. b]
THEOREM l,tH(IntermedIateValueThenrem). Suppose that I is contin-
uous on thc intcrval (a.171. andlet p be any numberbetween I(a'tmid f(b), 'Ilreu
y
Maximumvalue=j(v)
rv Minimum valuc=j(1I)
a v
/I b > x
Figurc tJ6
1.7 PERIOD,) POINTS
thcrc isnnumber c in la.lll such thul I(c) "" p,
'IlleIntcnllcdiate Valucl11corem saysin effeClthatifI is continuous 011 thc
closedinterval ra, I}l. tllcn itcannotskipoverruly valucs betwecn I(a) ruld I (b);
in otherwords, the rangeofI containsall values between I(a) lind I(b),
In ordcrIn Ihc proofofUle LI-Yorke'l1lcorem more IIcccssihle, wc will
prcparc for it with four lemmas. 'Ille first ofUIC lemmas is Ii dircctconsequenceof
thc InlcnllcdiatcValuc'11Icorem,
LEMMA 1. Lct I be continuous on an interval J, Lct 1(.1) dcnotc thc col-
lection ofall values I(x) for x in J. '11len 1(1) is also nn interval.
Proof. Supposc that 1(1) wcre notan intcrval. 'lllcn Ulerc would'existtwo Ilumbcrs
y and z in I (.1). willi y < Z. and a number p in (y. z) such t.hnt p is not in
Ule rangeof f. By the IntcmlediatcValue'I1lcorcm applied to ry. zl. the range of I
must cOlltain thc cntirc interval [yo zJ. and in particular must cOlltllin p. 'Illis
contradiction implies that I (.1) is an interval. ..
Thc IIcxllemmawill beuscdrcpcatcdly ill UIC proofofUIC Li Yorkc'Illcorem.
2. Let I becontinuousonacloscdinterval J. andassumcLhat I (J) :2
[a. b], '!llcn Ulere isa closed interval K suchthaI J :2 K and I(K) = fa, b].
Proof Since I (J) ::.l [a, I}l. tllcrearcnumbers x and z in J such UUlt I t() = 0
and I (z) =/1. Ofall such numbers z, Ulcre isoneclosesllo x, Call il y (Rgure
1.37. where J:: fr. sj). 11111t y exists is assuredby Ule continuity of f. Similarly.
thcre is a w hClwecn x and y Ulllt is Ule closcstto y for which I(w) =0, Uy
Lemma 1. Ule closed interval K dctermincdby w and y (which is eitllcr [w. yl
or [Yo w]) has thc propcrty Ulllt I(K) =[a. b],
Y
V'" ')ox
rx wy z s
Figurc 1.37

64 CIIA1'TEI{ I: "ERIODW
Thc proof I)f Ihe following lemma liSt'S holh Ihe Maxillllllll-Millilllllm
'1l1corelll :imllhc Inlcnllctlialc Vaillc Theorcm.
LEMMA 3. Supposc Ihal J is a dosed illierval, and assumc Ihat I is contin-
uous Oil J lind I (.f) ;;J J. Thcn I has a fixcd poinl in 1.
Proof By lhc Maximulll-Minimum '1l1corcllI, I a minimulll vallie r amI II
maximulIl value s on J, so for suitablc Y :U1d Z ill J,
r =I(y) == lIIinimUIIl valuc of I on .I,
s '" I (z) '" maximum valuc of I Oil J
Sincc r is the minimum vaillc of I (J) and s is Ihc lIIax imulIl valuc of I (J), IIl1d
since I (J) ;;J J, iI follows that r '5:.v :;,; sand r -:;; Z s. Now lei g(x) == I (x) x.
'Illcn g is cllnlinllous on J sincc I is, ami fllnhenlmre,
g(y) == ICy) y == r y -:;; 0 alltl g(z.) I(z),- z s z;?: ()
By the hllcflllt'diate Value Theorcm there is all x hclweclI y allil l'. such tlml .c:(x)
= 0, or cl)uivalcnlly, I (x) x. Sincc X is ill .I, I has II lixcd POill1 in J. III
Our lilml lemma lells liS Ihat if a continuous fUllctioll .r has a period-3 point,
Ihcn iI also has a lixed point and a pcriod-2 poinl.
LEMMA 4. Lct I be cOlltinuous aliI! suppose lhat I(a) '" b, 1(/1):= c cllld ftc) =
(/. 111ell I has a fixed point amlll period-2 poinl.
Proof Wilhoul loss of gcncralily we llIay suppose Ihm (/ < b < c (I,'igure 1.3X(a.
Sincc I (b) = c and I (e) =a. we know tJllIl lIb, el ;;J
c] ;;Jl/l, cl. SO by Lelllma
3, I has II fixed point in II), cl,
y
y
y=,t

11 il c
-"f-'.........-:;:-'--+-----..JU--3l> X
.I(a) '" II ./(/1) = c, J( I') II c
(a) (h)
Figun: UR
1.7 PIlIUOD-3 I'OINTS 65
To show Ih:11 I has a periou-2 point, let
0'" the largcst num!lcr such lhal a $ 11 < band I(a.) b
(Sillce I is continuous 011 [a, b) cUlU since I (b) = c > b, such an a* ex isis.)
"!lIen J[11, bJ ;;J 11), cl. so that
j21[O"', bl ;;J J[b, cJ ;;J la, c] ;;J [a"', bJ
......
By Lemllla 3. wiUI 1 [a"', b]. there is a fixed point p of j21 in [11", bl (figure
1.18(b. Since af < b < c, I (a) = b and I (b) = c, we know that p '#- a'" lUlU p
'#- b. II follows from the uefinilioll of a'" lilat if (J'" < x < b. Illcn I(x) > II, so that
I (p) > II > p. '1l1crcfore p is not a fixeu point of I, so P is a periou-2 point of f
(You can check in Figure 1.38(b) Ihat p is indeed a perind-2 point of f)
Now we lIrc rcildy 10 sllile cUld prove Illc tbcorcllI of Li IUld Yorke.
TIIEOREM 1.19 (Li- Yorke Theorem). Suppose Illat I is uHlUnuous 011 Ille
-closed inlervlIl J, willl 1 :2 I (J). If I has a period-3 point. tllen I has poinls of
all olher periods.
Proof Assumc lhnt a < IJ < c and that 1(0) = b, I(b) = C, and fCc) a. By
Lelllma 4, I poillls of period I and 2, lmd by assumption, I has of
pcriod 3. Now ICI n > 3. Wc will show Umt I has points of period n. The idea uf
!lIe proof is to show IIml Illere is a point p in rb. c1 such that
i.
jk1(p) lies ill l/l, cl for k = 1,2,3, .... n 2.
ii. jn-lI(p) lies ill (1, b).
iii. jlnl([1) == P. alld lies in [/l.
111ct\ aUlomatkally II will have period n.
'111C pruof that I IItlS a pcriod-n point proceeds follows. LCI
1
0 == [t), c}.
Sincc
Iqi) !r
h
, c1 ;;J [a, cl :.J Ih. c] IrJ
Lemma 2 assures Ihe existcnce of a closed interval such tllal ,Uld 1(11) '"
(b, c] == lc). Ncxl.
j2
1
(.11) = I (Jf) ;::;? 1f)
so Iw I.elllllla 2 tllcre is a closed interval 12 such IlUli J
1
;;J J ;H1d = -".. Now
1
67
fi6 rIlAI'O;R I: "l'Rlot)\('
j'I(11) = =1(.10) ;J .10
sothatagain by Lemma2 there is aclosed interval such that .1
2
;;;;? J
l
and1
31
(J.J
lrr Inductively we obtain nnesledsequenceofclosed intervals JO' J,. )1' ... In-l
willI
Ib,c]=.I0;JJI;;;;?Jl;);J.ln_2 k 1,2,...,n-2 (I)
In p:micular. j_
2I
U
n
.
2
) :::: [I). c]. 11lcrefore
:::: 1r.t'-
21
U_
1
:::: flb,c] ;J fla, c] ;J [a.b]
,
n
so that by Lenlma2 thercisncloscdintcrvnl I
n
_ suchthat J,...l ;JJ,..., and
1
Ji.;
=I",I!] (2)
Conscqucntly (I) ami (2),
iii
jn1(J,,_I) ::::
=flo./J] :J c] :J J.._
2
;J J,.,..I
It follows from l.emma 3 Ihal there is apoint p in 1,,-1 (mId hence iu [b, cD thaI
u. is afixed point of1"1. Toshow that p has period n. we firsl observeIlmt .rkl(p)
is in [b. c] fork 0, 1.2....,n 2 becauseforeachsuch k. p isin J
k
and (b,
e]::::Ik
l
(),) by (\). We will complete tJle prooftJI.1t p has period n by showiug
111111 .rn-f1(p) is in ((/.11). TothUI end. we recall from (2) Illat f
l
n-
Il
U,...I)=(a, h].
l.
Since p is in .In_I' wcknow Ihal pn-I)(p) is in [a.111. Ifit were true tJlat p"..IJ(p)
:::: IJ, then
p :::: Inl(p) :::: l(jin-lI(p ::: I(b) == c
so thnt .r(p) .r(e) o. J(owevcr. sincc .II;;;;? .I -
2
;;;;? J.. _ and p is in 1,,-1' il
n 1
follows Ihnt 1(1') is in 1/1. el. so that 1(P)toa. 'nlis implies
Illat 1
In
-
II
(p):tI). so that .r"_.t
I
Cjl) is in [a, /J). Thereforeall thc firstn- 2 itcrates
of p lie in [h, c1, the (n I)st iterate lies in (a, and OIC nUl iterate Iics"lIgllin
in 1/1. c1. Conscquently p really docshaveperiod n. 'illiscompletes the proofin
casc 1(a) I). 1(1) c and I(c)'"(1. Bccansethccasein which I(a)= c. I(/!)== a,
"
and I(c) =: I) iscnlin:lysimilar, it is lenas all excrcisc(sce 9).
If I' Ihell thc qumlratic function Q
p
has points, so
the Li- Yorke 'lllcorem implies thaI Stich a function has points (and hellce cycles)
with evcry possihle period. Findingsnehcycles is anothcrstory. Forexample, you
lry In locate a poinl ofperiod II for, say, /l'" 3.R3. In Sectioll we will
-',
-
1.7 I'liRIOJ).3 )IN'IS
hc @fe to show tllllt the value of /1 where Ihe 3-cycles cmerge is m;(lIalfy I +
2V2 . (See Exercise 3 in Scction2.3.)
III Ille sallle vein. in Section 1.4 wenoted Ihat {2n,417, 617} is a3-cyclefor
thc tcnt function T. so thaI as a direct COIlSClillcllce ofIhe U- Yorke Theorcm, T
lim; cyclesofall possihle periods. You mighl look hllck at the discussion of T and
sec whetherthis facl is implied hyanyofourresults ill Section 1.4.
Why docs Ihe hifurcaliOIl diagrmll for {Qp} in Figure 1.39 basically show
only three curves in tJlc period-3 window, since for slIch J1. the function Q has
p
pointsofall possihfepcriods'] Thercasonis Ihat the 3-cycleis attracting (soIhm Ihe
orhits of almost all olher points converge 10 iI), whereas the other cycles arc
Ncvertheless. I.iallli Yorke haveshown Ihal therc nrc ullCOUIlUthfy Illlmy
numhers in 10. II Ihal arc not in Ihe basinorallracliollofIheallrncling 3-cycle.
3-cyc!ewindow Ibr {QJl}
1.39
TheIJ-Yorke'Illeoremsays Ihm if f has a perind-3 point. lhcn it has pOints
ofall othcrperiods. But suppose that wccall onlyshow (hal I has. say. n pcriod-5
Theil musl I have poinls ofall periods? A relllarkahle Illcorem hy Ille
Russian mathcmalician A. N. Sharkovsky provides a complete answcr. In order to
presentShark()vsky's rcsult. we need 10 define UIC Shnrkovsky nrderlng of the
positiveintcgcrs:
3-.5-.7-....23 -.25-.2'7,... 2
2
'3 -.2
2
'5 -,2
2
'7 ... -,'" -. -.22 -,2-,I
odd inlcgcrs 2(oddinlcgcrs) 22.((xklinlcgcrn) (lowersof 2
JJere III -,I! signifies Ihat //I appears berorc /I in the Sharkovsky ordering. Thus
17 -,14 (hecause 14 =2 . 7) and 40-,64 40 2
3
. 5 and M::: 2(').
Since eV('ry positive integer call hc wrilten as 2*' Jmltl inleger) for a suilahle
6S ClIM'n'R I-
/Ionnegntive intcgcr k lind II suil:lhlc integer, fhe Sharkovsky mdt'ring is all
ordering uf Ihc collectioll of all positivc intl'gcrs. Now we are ready for Ihe fhcorelll.
TIIEOREM 1.20 (Shnrkovsky Theurem). l.cl / be a cOlltinuous function
defined onlJie ililerval J, and suppose Ihat J;J/ (J). II' / a point witJl period
111, then / hw; a poillt with period II for all n such that III.., n.
The original proof of this theorcm was long mill technical. Even though
accessible proofs involving concepts frolll graph theory IllIve heen given (sec lhe
papers by Straffin, 1978, and 110 and Morris, 1981), we IIlUSllllllilllle proof.
By lelling m = 3 :n Sharkovsky's '11Ieorelll, we see that the Li-Yorke Theorcm
(as staled ahove) is :In imlllediale corollary of Sharkovsky's Theorem. Moreover,
from the Sharkovsky ordering we can imagine why Ihe period-5 window visihle in
the bifurcation diagram for {QJl} lies to the left or the large period-3 window.
By Shnrkovsky's Theorelll, if 1\ continuous function on a dosed interval has a
period-5 point. thclI it has point, of nil periods cxcept possibly 3, since 5 precedes
all positive integers cxcept 3 ill thc Sharkovsky ordering. That such a funclion
need not hnve a pcrind-3 point is iIIustmtcd inlhe following exall\plc.
EXAMPLE I. Show tlmt the function / defined ill Figure 1.40 has a period-S point
but no periml-3 point.
}'
5
"
3
r >x
2 S
3 "
Figure 1.40
Sofulioll. The function J in Figure I AO is linear on e:lcll of Ihe intervllis [I. 21.
12.11.1\41. III1lI 14.51. llisclIsytocheekthat {1,3,4,2.51 isaS-cycleof f,
so thai I is a perlod-5 point. To Vl'rify Ilial J has 1111 perilld-3 poinl. leI/ (111. II)
dellote the imagc of thc opcn inlerval (III. /1). We uht'lin
J(1.2) = 0.5), /(3.5) (1.4). /(1.4) (2, 5)
!l!'l
1.7 1'I:1l1Of) 3 !'OINTS 6?
so lhal Jf'I( I. 2) = (2, 5). Similarly,
1'3
1
(2.3) = (3.5). J
I3I
(3, 4) = (1.5). jPI(4, 5) = (1. 4)
'i1lcrcfore J131 no fixcd points 011 (1,2), (2,3) or (4,5), mId hence / h:l,) no
period-3 points in these intervals. By contrast, / (3,4) =(2, 4) [3. 4J. so Lcmma
3 implies Ihal f has a IIxed point p ill (3,4). Next. we notice that
-
...... / b decrcasing Oil (3, 4), with i'II<1ge (2.4)
/ is'(lcCreasillg Oil (2,4), wilh image (2,5), so f21 is illcrClL.,;ing on [3.41
/ is dccrc.l1sing 011 (2.5), Wilh image 0,5), so f3
1
is decreasing 011 (3,4J
It follows that j131 can cross the line y =x at illost Ollce ill (3, 4), :Uld I1l:1t
crossing IlInst occur at (p, p) corresponding to OIC IIxed point p. 'Illcrefore Ule
only fixed poilll of /131 in Ole interval (3,4) is I1le fixed point of f ConsequenUy
ill O. 4) therc is 110 period-3 point of f, so / hw! no period-3 poillt at all. 0
Morc genemlly, it ellll hc shown Ihat for any positive integer II. there is OJ
conlilluolIS fUllction wilh a period-n point but no period-III poillts fur any integcr 1/1
such Ula! 111.., n.
Sharkuvsky's '11lcorelll docs 1I0l tcll us how llIany period-n points a function
lIIust havc for those positive inlegers to Ule right of a given integer III in OIC
Sharkovsky ordcring. The minimulII number of snch pcriod-II poillts guarmllccd to
exisl is known. (Sec, for eXlUnplc, the article by lIau-Sell I )u, 1985.)
Finally, we melllion tJl<11 Sharkovsky's 'Illeorelll was publishcd ill it Russian
journal in 1964, and apparently was unknown 10 maOlclllaticians ill the western
world until aftcr I.i lind Yorkc's celebrated paper "Pcriod 'nlfCC Implics Chaos"
appeared ill 1975. '!lleir major thcorem included what we have st.ated a'i thc Li-Yorke
'1l1eorem, as well as informal ion about lhe orbits of various points. It is the
information about the orbits that gave rise to the notion of "chaos." a topic we will
discuss ill Chapter 2,
EXERCISES 1.7
I. u.
Fllld all npproximate v:lluc of Jl such tlmt
(.141)407, .488004, .959447)
is (approximately) a 3-cycle for Qj1'
b.
Show that the :I-cycle ill part (a) is allraclillg.
2.
Draw Ihe graph of f3
1
fur the function / in Example 1.
70
71
('lIAr'fER I: I'I'RI()IlW
3. Suppose IlllIl f is defined Oil Ihe illlerval II, 71, thrllugh thc
(1,4),(2, 7). 0,6),(4. 5). (5. 3), (6, 2), mHI (7. I), and is IincHr in hclwecn.
Show Ihlll I hm; a periotl-7poinlbutnoperilld-5 point.
4. a. Defineahmctioll I 011 Ihe inlervlli (I, 3) Ihal is linearon II. 21 and
on 12. 3). alldsuch lhal \Jle point I period 3.
h. Find the numericalvalueofIIperiod-2pointfor yourfllnction f.
5. n. Define a functilln Ihat Ims a I-cycle. 2cycleami 3-cycle. hilI docs not
haveany ncycles for n <!: 4.
h. Can a funclion such 11$ Ihat de!lcrilled in (a) he cnntitHlOIls'l
whyorwhylIot
6. Suppose thai I('(t)!< I for all x. SllIIw Ihlll I cnnnol :lIly periodk
pointsl\therthnn aIInique fixed pollll.
7. Use the Inlenuediale Value Theorem to prove thaI every real 1HIIllller has a
culleron\.
8. lIse the Intenlll't1ialc Value '11lenrem II) prove Ihat every real IlIll11hcr is Ihe
tnngelllofa nllmherin the interval (- rel2. Trl2).
9. l'mve the case in which I (/I) C. I (II)'" (I. and I(c) == Ii in Ihe l.i-Yorke
Illeorem.
10. Assume that I is difrcrentiahle011 the closed interval la, "J. ami letr(l1) <
;\ <F(fJ). Prove Ihat there exisls a IlIlIIlller c in Ihe open inlcrvnl (a. 11)
!llIch Ihat /,(c) =A. (/lilll: LeI g(x) '" I(x) - Ax for a x S II, and usc
\Jle Maximum-Minimum '1l1corem.) This result is called Uarllnux'S
Theorem,and isa kindofIntennediateVnlueThcorem forIIle dcrivativeofa
differentiahle function.
II. Use the compnter program 10 show that if J1 =1+ 212, then
QI' hm; a period3
1.8 THE SCHWARZIAN DERIVATIVE
Theqnestioll weaddrC$s in thissectionis the following: lIowlHallY allrm.:ting
cyclescan a differentiahle fUllction have? ToIInderstand why the questionIllight he
relevalll, we need only lookal Ihe window in Ihe hifurcationdiagram for {QI'} that
appears in Figure 1.41. Fura given JI in the interval. Ihesix hori7.0ntal cnrves thai
dominateIhe windowcould. in theory, rcprescnlan allraclingtl-cyde.twoallracling
1.8 TIlESCIIWARZIANDERIVATIVE
.:',,:', ': .,.;;i,::',!
\.':I';I'1; . '.-....."'".... j' ..
.; ..'.! : ...... .. 1: ,'d .
windowin \Jlebifurcationdiagrmnof (QI'I
I'igure lAI
3-cycles, Ihree allracLing 2-cycles, or even six attracting fixed poilus. We will be
ablelo resolvellti" is"uehyTheorem 1.22.
Recall IIml if I is II tlirrercnlillblc funclion defined 011 1111 Inlcrvul J. 1I1en x
is II critical point in the interior of J if reX) "" 0. Thc goal ofIIlis section is to
prove II wonderful Iheorem by the American malhemaliciall David Singer (1978) to
\Jle effect \Jlat under certIlin condilions. if I has n critical points. !llell it has at
most n + 2 attracting cycles. '!lIC pr(X)f of!llis result is long (mId entails seven
lemmas), 'Ille hypothesis lhat is crucial involves what is c.'Jlled Ule Schwarzian
derivalive.
DEFINITION 1.21, I,et I he definedon \JIC interval J, and assume \Jlat IIle
thirdderivative 1
m
iscontinuouson J. Define SI
r'(x) 3 (r(x)
2
(Sf)(x) :::: -- - - -
/,(x) 2 /'(x)
Then (Sf)(x) is the Schwllr1.ilm derIvativeof / at J( wheneveritexists as a
Ilumheror - 00 or 00,
The Schwarlianderivative is named for \Jle German mathematician Ilermmm
Schwarl.. who in 1869 defined it and used it in \Jle study of complex.-valued
functions. ForollrpurposesthcSchwarzianderivativehastwo importantfeatures:
i. Composites of fUllctions WiOl negative Schwarzian derivatives also
havellegHliveSchwarl.irulderivatives(Lemma4).
ii. Ifa function I has a negative Schwanian derivalivc, toge\Jlcr WiIJl
enoughfixed points, then I has acrilicalpoillt(Lemma3).
'*"
72 CllAl'rER I; 1'1:1\101\1(' POINTS 1.8 TilE SCIiWARZIAN DERIVATIVE 73
To illustrate (H), consider 11 contilllllJUsly dilTef{'nliahle functioll f having fOUf isolated lixcd points has it critical poiltt. We will write "Sg < 0" for thc ilion:
isollllcd fixed point" 0, /1, C, ami d wilh a </> < c <d (Figure 1.42). Nolice cOlllplete "Sg(x) < () for all x ill lhe domaill of N."
UIIII/,(x) > 1 lind /,<y) < 1 f()f appropriale values of x lind y in la. dl. If I hm;
a Ilegalive Schwnr.r.illn derivalive on [a, lIl, (hen il lums OUI Ihal Ihere lIIusl be a U;;MMA 1. Let Sg <0. If g' h'L'iarcilltivclllillimulII value:!l x.... thell g'(x"')
Ilumber Z in [a, dJ such thai /,(z) == 0, thai is. f has II critical < O.
Proof .suppose thaI tl has a relative minimum vaillc at x"'. -111ell g"(x"') '" 0, SO!
y
-that
-""
g"'(x"')
(Sg)(x*) < 0
g'(x"')
Ilowever. since g'(.1.*) is a relative minimum value, Ule Second Derivative Te:-.t
from calculus tells us Ulat g"'(x"') O. COllsequclllly g'(x"') <O. II
The reasolling as we used in Lemma I ililplies Ihat if .\'1: < O. then ,my
relative maximulII vaillc III' X' must he positive. I.elllma I ,lIId Ihe
COllllllent illlply that if Sg <0, Ulen thc graph of K canllol appear as in Figure
">x
1.43(a) because g' hm; II positive'relalivc minimum vnlue III II alld a neglllivc
rehltive maximulII value al c. By COllltllSl, Ule graph IIppearillg ill Figure 1.43(h)
is allowe(ll>ccausc 1( hlt'. a Ileglllive rellllivc minimulII valuc at b and II po,itivc
Figure 1.42
relative lIIaxiinullI vuhle III c.
Olle can show Ihal allY plllynolllial the of whose derivative arc real ami
y y
1(/
1
distinct n negative Sehwar7.illll derivative. (For Ule general result, sec page 69 of
Devaney, 1989; for third degree polyllllllliais. sec Exercise 21 of Olis seclion.) We
will show. more lIIodeslly, thatlhe quadralic fllnction QJ1 has 1I11egative Schwllrzian
derivative for 1111 value!-\ of J.i.
I-';XAMPLE I. Let Q)I(X) J.ix( 1 - x). Show Ihat SQI/(x) < 0 for () <x < I.
SO/lilian. Notice Umt Q;'(x) J.i( 1 2x). == -2Jl. and (QJ1)"'(.1) =0.
'Illerefore if x 112, Ihen hy Ihe definition of
2
-0
1 r ..
< 0
2 Jt( I 2x) )


I

b C >x
(II)
M
Figurc 1.43
Before we lum 10 LClllmas 2lind 3, we remark Ulat if Sg < () 011 an
interval, I1lell tJlcre IIIUst be rul x in the interval such that X(x) x.
== - "", so we write (SI)( 1/2)= - "". CJ
LEI\1 M A 2, a, I" alit! c hc lixed poillls of g. wilh (/ < Ii -<
delilledthe S(hwar:l.iall derivative, we arc ready to direcl ollr allenlioll
IIIS(I Uml .til: <() Oil (a. c), If g'lb) I, U'"'' g h..:, a :.:ritkal [loint in
toward Singer's l1leorelll. ThroughoUI we will IIssume lhal Ule Ullrd derivative of
cach function under discussioll exists aml is colitiIlUOUS. The goal of the lirst three
Proof. Since .Ii(a) =: tl, g(/ = h, and g(c) =c, itfollows fmlll the Mean
lemmas is 10 show that any fUllctioll with lIegative Scltwarzian derivative and four
'1lIcorcIII that tllcrc exisl an r in (a, 11) IUld s ill (ll, c) such that Q'( r) 1
75
74 CIIAI'l1'R I: I'ERIO[)W
y
I
-rpe:=:1

,

r " ">x
a r s c
Figure 1.44
(Figure 1.44). Since 1/(r) 1 =g'(.f) Imd g'(b) 1. and since g' is continuous 011
It; .f). the MaxilllUm-Minillllllll 'Illeorelll)mplies Ilmt g' has a minimum value
g'(y) on It; sJ. Since Sg <0 by hypothesis, g' cannot be constant 011 [r. sl. so
g'(y)< I. It Illen follows from Lemma I tlmt g'(y) <O. Since g'(s)=I and g'(y)
<O. Ille Intennediatc Value 'Illcorem guarantees a z in (r. s) such Illat g'(z):: O.
TIlls z is Illc critical point of g tllat we seek.
LEMMA 3. Suppose Illat g has fixed points a. h.e. ,md J. willI a<b<e<d.
Assume also that Sg <0 on [a, dl. 11len g has a critical point in (a. d).
Proof If g'(b) I. tllen Lemma 2 implies that 8 has a critical point in (a. e).
Similarly, If g'(e) I.then g has a critical point in (b. d). So let us assume that
g'(b)> 1 and g'(e) > 1 (Figure 1,45). 'Illell Illere are r and t such that b <r <I
<e and such tlmt g(r) >rand get) <t (rigure t .45). lIence by Ille Mean Value
Theorem Olcrc is an s in (r, t) such Omt g'(s) < 1. Since g' is continuous 011
Ib, el. g' must have a relntivc minimum value g'()') on (ll, c). Lelllma I implies
Illat g'(y)<O. '11lellthe Intennediatc Value 11lcorcm yields a z in (Y. e) such Illal
g'(z)=O. <: is a ('rhicnl point of g.
In the plOof we !l'th)> I and g'(e)> I. Since band c were
fixed points. it followed lhat /J and e were notadjacent fixed poillls of g.
With Lemma 3 we have shown Illal a negative SchwarLian derivative and Ole
existence offOllr fixed poillts together imply Ole existence of acritical point. '!lIe
the SChWllrlUm derivalive of a of functions.
LKMl\!.o\ 4.. Ihal .\'! ... () ..nd s..c,,:: () l1k'fi S\(,'.f;)' (1
Pf()nf rir:u we- Il!lC rile Cham Rille Cn caicuia(eIhat
1.8 TIlE SCIlWARZlAN DERIVA1WE
)'
';VI I I I
rsy z e d >x
Figure 1,45
ifog)'(x) ::: (f'(g(x)J
ifog)"(x) =: (f"(g(x))J [g'(x)f +
...
(g"(x) I
if ol1)"'(X) (f"'(g(x))] [}(x)]3+3(f"(11(X))J (g'(x)] [g"(x)] + If'(g(x]Ig"'(x)]
Then
2
ifo g)"'(x)
i ( if0 g)"(x) )
g)lex)
ifug),(x) 2 ifog)'(x)
1f"'(g(X)]lg'(X)]3+ 3[("(g(x)l[g'(x)][g"(x)] + (f'(g(x))[g"'(x)]
(f'(g(xJ(g'(x)]
2
- 3 ( 1f"(g(xlIg'(X)]2+If'(g(x)][g"(x)l 1
2 1f'(g(x)lfg'(x)1
!(Sj)(g(xI[g'(x)f +
<0 <0
< ()
;?TU1f cr,mph::i!.' iii.: 11r;:f;( III
77
76 1'1IA1'tHl 1: l'Elt10lJlt'I'OIN"I'S
5. Suppose that Sf < n. Then < () for any positive illteger II.
Proof We will usc inUuction. We know thaI
=l
ill Lemma 4, 'Illcrefore the result Is vlliid for rt = 2. Next, assllme that <0
for a given positive integer n. '111en ,<,jn+l]:=: S(f "in? < 0 hy lelling g in
Lemma 4. By the Law of Il1ductioll, St
nl
< 0 for each positive integer n. II
Since period-II points of f are fixed points of ;inl, Lelllma 5 implies Ihm
argulllents involving periodic points of f can reduce to nrg\lments Clhoul fixed poillls
of inl.
Lemmas 6 and 7 assure us tJm! if f has a finite number of critical
then f has a I1nite number of periOtl-m points, for each positive integer III.
LEMMA 6. LeI f he differentiable, and suppose Ihal 1 has a tinile !111mher or
critical points. '11len . , hm; a I1l1ite IHII1Iber of crHiral for each II! > I
Proof To slart Ihe proof, snppose Ihat x < y alld f (x) =f (y). Theil Ihe Mean
Value '1111'OI'l'lII implies Ihnl Ihere is n 7. in Ihe illlervlli (x. y) such tlial r (z) = O.
This meuns thnt z is II crilieul pollli 01' f. Slnl'e f has only II finite numher or
cri ticn I polnls hy hypotllesis, it follows tlmt Ihe coilcl:[ioll of poinls x such Ihul x
or f (x) is II critical point or 1 is a finite set ur points. We will lISC this fact later
in the proof.
Our proof proceeds hy induction. I,el x he a crilical point of ;121. Then
() U
lll
nx) == If'(f(.I)) I If'(x) I
so Ihat x or f (x) is II critical poinl of f. Sinl:C lhere arc only a linite numher of
such poinls hy our preceding commenl, we deduce lila I ;i2I hm. bUI a tinitc scI ur
critical points. '11IUs tJlC proof is complele for //I 2. Now wc let 111 > 2, .U1d
nssumc Ihnl .l Is criticnl poillt of
() Ulml),(x) '" lfV
1m
-
ll
(xJ If'(f[1II-2
1
t
r)JI'''lf'(fC\))J
so lhal x. f(t) , ..., or 1 !m-ll(x) is 11 cdticnl point of r I Ising the same reason-
ing as for //I 2, we conclude thai ;1"'1 can have oilly a linite number of crilical
points. II
LIi;MMA 7. Let 1 have a finilc number of critical poinls. anll assullle thai Sf < 0,
'11len I'm lilly positive inleger 11/ there Is II fmile IImllher of period-III poillts of f.
Proof Lct g . 'I1lcn Sg < 0 by Lemma 5, :lIId .Ii has finildy mauy critical
points by Lelllma 6. If g werc 10 have an illne.t<;illg (or decreasing) infinile
scquencc of fixed poinls (p,,) , thclI Lcmma 3 tells liS Ihm Ihere would be a critical
puint betweeu PI and P4' betwcen P5 and J?s. ctc. Thus g wOllld have
s
,
1.8 Till! SCIIWAR7JAN nERIYA'l1VE
IIIl1l1y criliclll poinls. This cIHllradiction provcs that g h:l'i hUI a flllile numher of
lixed poinls. Since g =;iml, Illis is tant.mll{)unl to f IUlving only I1nitely llIany
poinls of Ill'riod III. II
We arc prcparcd to slate nnd provc Singer's 'nleorelll. For convcnicnce, when
we refer to cvcles. wc will include filled points.
-
--
1.22 (Slngerts Theorem). LCI f he defined on II closed illlerval
J, and 8UpPOiC thHl J:? f(J), Assume tJllll SI < 0, and Illal f has n critical
poi illS. Then 1 has at most n + 2 altrllcling cycles.
Proof I,cl J::: fA. IJ], whcre A :Uld 11 Supposc ilIaI p is an -0<) 00.
nllracting period-III point of f, 'Illis menns lhat if g::: jllll, Illen p is an attracling
fixcd point of g. We will focus on g. Let (L, R) he Ihe largest open interval
ahollt p all of whose poinls arc attracled to p. (We allow the possibility thaI L ==
- 00 or R::: 00 or both.) If Land U are bolll interior to J, so Illat Land R
IIrc finite, thell since 8 ill conlinuous nlld the illlervaJ (L. R) is ll1aximal, it
follows Ihat g(L)::: L and gal) == R. or g(l.) '" /( IIl1d g(f{);.: L, or 8(') '"
8(10. We will show that in each case Iherc is :t critical point of g llml is attracted
III P. and hence a crilical poinl of f that is altraclc(\ 10 the orbit of p.
nt'le I. g(L) = Land g(U) U
Since p is an allraeling fixcd point of $I. we know by 'nlcorem 1.6 Uml
Ig'(p)1 5: I, lind UlCrefore g'(p) 5: 1. Next. Sg < 0 by Lemma 5. If we leI L == a,
{I = /I, and R::: c in Lelllma 2, wc lind that g has a critical poinl x. in IlIC
interval (L, R). Now
o ::: g'(x) ::: (f""),(x) ::: (['{fm-IJ(X] (['{f",-2J(X"J'" (['(x")]
'I1ICrcforc one of x*. f (x"), 1'1,(X*), . , . ,tm-H(.r') is II critical puinll)f f. Siflce
x" is ill (L, 10 IIlld hence is Ill1racled (by the iteralcs of g) to p, all of Ule ilerates
of x" lire similarly attraclcd 10 p. Conscqucnlly 1 hm; a critical puilll that is
attractell (hy the Herates of f) to Ule orbit of p,
2. geL) :=: f{ and g(R) = L
III Ihis case wc first cOllsider gPJ. Notice that );,PI(L) Lam! );'!2I(R} == N,
and that p is UII t1l1raclillg lixcd point of gl21, By I this means thaI .1112) has
11 Clitical point x* ill Illc intcrval (L, R) llwi is attracted (by llle iterates of g) to
p. However,
I
o (g 2
1
),(x*) = [.I((x")
78 C'IIAI'mR I: I'I'RIOlllC POlNl'S
so Ihal x'" or g(x"') is a crilical poinl of g. hy the argulllenl in Case I,
there is an iteratc (witJl rc!'rcct 10 f) of x'" (hal is a critical point of f. Sillce x'"
is in (L, R) and hcncc allmcled (hy the itemtc!' of 10 10 r. all of the iterates of
x'" arc similarly attracted 10 fl. ConsC(lucnlly f has a critical point thm is aHrm.:tet!
(hy thc iterales of f) to the orhit of fl.
Otc;e 3. g{L) := g(R)
If g{L) gW), thclI hy the Mcan Value 'Illcorcm thcrc is an x* ill the
interval (L. R) such Illat g'(x"') = O. meaning that x'" is a critical Jl()int of 1:.
Oncc again somc ilemtc of .(* not only IllUst he a criliclll Jl(lint of /. hut "Iso IIlllst
he attractcd to thc orhit of fl.
In cach of ('lIses I], there is It critical Jl(lillt of 1 that is nttmcted to thc
mhilof fl. SIII('c II crltlrnl Jl(lilll cnn he nllntl.'tcdto lit IIlUllt olle orhit, mill since
hYJl(lIhesis f has only n critical Jl(lints, we conclude thai Ihere nrc al most II
attracling periodic orbits Ihat are associated with intcrvals of thc fnnn (L, R) that
arc interior to J. Orhits associated with intervals of ule form (A, 10 or (L, /1) mid
a maximum of 2 llIore Jl(lssihlc allracting cycles, nmking UIC maximum possible
... numher of attracting cycles he n +2.
Singer's '1lICOfCIIl yields Ille following corollary, which wac; knllwn tn Ule
Frcnch mathcmatician (lastoll Julia nearly a ccntury ago.
"
COROI.LARY 1.2:\. Let 0 <II <4. Each funclion in the qlladrlltic rmnily
{QII} has al most onc allracling cycle.

Proof If 0 <,t !S: I. Ihell the hasin of allmclioll of 0 is 10. II, so 0 is the ollly
altracting periodic Jl(lilll. For thc rcmainder of the proof, assullle that I <II < 4.
Since has thc uniq1le critical Jl(lhll 112, Singcr's Theorem implies I1ml there Q
'I
can he at most ::\ allraclillg cycles. one c<lch associated with intcrvals or Ihe fmm 10,
L), (L, R). and (R, I j, where 0<L <R < I. Sillce 0 is a rcpelling fixed poilU
IUld sincc Qli I)= 0, ncithcr [0. 1...) nor (R. II appears It<; a hasin of attraclioll for
cycles of QII' Olllseqll(,lIt1y a/I has OIl mosl one attracting cycle. III
1.23 implks thai Q can hllVC (lilly one allraclinj!. cycle. Thercfore
II
the six hori7.0ntal cnrvcs in the window fcatured in Figure 1.41 reprcsentllll allrm:tillJ.',
(rather than multiple 3-cycles or 2-cyclcs or fixed points). 'l11lls we have
Jl(lsed lIt the outc;ct of the :;ectioll.
1.23 :lIso yields a Illelhod for detecting Jl(ltentilll attrllcling cycles or
a ftlllCllon QI/' The illvolves calculating the iterates of the lillie crilical poillt
112 of 011 If the ill'mll's appcar to cOllv('rgc to a periodic ol'hit, Ihen that orhit
would jlcthe {'lImlidate for Ihe unique attracting periodic mhi! of OIl' You wight try
this tcchnique In sellreh for Ihc allracting 2-cyclc of, say. the function By
1.8 TilE SCIIW ARZIAN IlERIV A l1VE
79
contOlst, if Illc iteratcs of 112 do not secm 10 convcrgc to II periodic orbit, Ulell it
mlly wcll Jmppen tJlat no IIttracting orbit exists (allllOugh it can be hllrd to tell
becausc can hllve arhitrnrily Inlllly points). This is UIC clise with Q4'
Singer'li Theorem indicatcs that II function wilh but one critical point lind a
ncgative Schwar.dan derivativc can have no more than tllrcc attracting cyclcs. 'l1lUs
ill Illoory ulcrc could be 7.ero, onc, two, or thrcc attracting cycles (sec Exercisc 14).
Wc should mention that the result in Singcr's 11100rern need not hold if tllc
hypoUlcsis Umt Sf <0 is ignorcd.
EXAMPLE 2. Let 1(x) =1 - x
2
12 - x 14/2 for 0 x 1 (sce Figurc 1.46). Vcrify
Ihat 1 has not only all attracting fixed point but also all allmcling 2-cyclc in UIC
intcrval [0, IJ. Show also Ihat SI (x) >0 for some x in (0, 1).
Y
r >x
Figurc 1.46
Sollllion. If x* .. - 0.72861, Ulcn II routinc calculation shows ulat x* is lin
attrlletiug fixcd point for f, and lhllt Sf (x*) .. 18.77 >O. In addition, (O, 1) is a
2-cyclc Illat is allmcling hecausc (ft2l)' (0) =rf'C1n[f'(0)] := O. a
Wc closc tllC discussion of lIttracting cycles with an obscrvation notcd
Singcr. Supposc a popUlation iii in stable equilibrium Ulat could be constant
(rcprcscnted by a fixed point) or could involvc oscillations (hcnce cycles). Singcr's
'IltcorclII would imply Ihat if tJIC siable equilibriullI is, say, constant, thell
changing Ule population sir.e (Uml is, Ule value of x), Ulcn UIC type of stablc
cquilihrium Cllllllot changc.
EXERCISES 1.8
l. Let == IJc
x
for all x. Show that whatcver nom.crn nullthef IJ is,

is a conslant function. Delenllillc Umt COllst.1nl.
fn Exerciscs 2-4, show that SI <O.

81
so CIIA1'I'Hll I: liNTS
2. I(x)::sill x for 0 $ x < rr:fl 3. I(x)= cosx for O<x$n12
4. I(x) x(l +p(I - x
111 Excrciscs5-6,delenllillewhcthcrIheSchwar1.ilUl derivllliveoff is posilive, oris
negative.
5. l(x)=x
2
6. I(x)== x
2
(x - I)
7. Lei I (x) =xa. where 0<11. Determinethc valuesof a for which .\f<O.
8. Lei !P(x) =.l'+tiX. Show Ih;lI if p >0, thell SI(x) >0 for .l ncar
to O.
9. Let I(x) = (x
3
/3) +.t. Dctennillc the interval 011 which SI >n.
10. Lct !P(J) = x - JH3. Show that .%(0) changes sign as p passes
through n.
II. Let I (x) 7.R6x 23.31.t
2
+ 13.3()x
4
(This fUIIl:lion appearcd in
Singcr'sarticlc.)
a. Show Umt if x'" 0.7263986, thcn x" is all :I11racting fixcd point.
h. Show U1al if y. '" 0.3217591. thell (y I (y* iS:ln allractillg
2-cyclc.
c. Ilow manycriliclil poinlsdocs f hl1vc'! Expillin youranswer.
d. 1)0 UIC rcsultsof(a) and (II) co11tradict Singer's'1lIcOJ'em'! Explaill why
orwhy not.
c. ShowIhat ir c '" 0.32J!)799. then c is II critical poinl.
f. Dclenninc whether c is allractcd 10 thc fixcd point. Ihc 2-eycle, or
lIcilllcr.
12. Lcl fp(x) =- Jl(7.S6.l 23.31.l
2
+ 2S.75.l
3
- 13.30x
4
).
II. Show Ihat the attracting fixcd poillt or heeomes rcpelling as Ii
illl'fl'ases through I.
h. llsingacOl11puter. draw the gr:1phs I'm I' = .. II '" I mill tl =
nnd show thal us II illCn',ISes through the intel'val 1.95, 11. 1111
2-cyl'lelIlId a repelling2-cydcare horn.
c. Iisillg the gmphs III part {II). show thai I' im:rellscs IhIDII/.'-h the
inll'rval [I, 1.051. the repcllillg 2-cyrJermllcsces wilh thc lixed point.
whkhis repelling.
d. Show \Jmt the family It;,J lUIS a hiruroltioll poinlat I.
13. LCI II sin x for () x ::.; Jr. () < II < lL DClcl1nine tllC
maximum possihle1Il1mh('r ofallmctinJ!, pl'rimlirorhilsoff.
i
L8 TilESCIlWAkZtAN OERIVATlvE
14. n.
Finda vulue of p such I1Ult Q
p
has110 allractillg cyclcs.
b.
Find a valueof Jl such I1mt QIJ has oneallracting I1xed poillt IUld no
otJlcrcycles.
c.
l.el g(x) =1.2 sin x on (- p, 1t/. whcrc p is a fixcd pointof g thai
lics in [0. 1t). Show thal g has one critical pointWid IWO attracting
fixcd points, butnootJlcrcyclcs.
15. -Suppose that the differentiable function I is defincd 011 [0. II. and Ilmt I
sl1ljsl'ies thc followingconditions:
i.. 1(0)=0=/(1).
ii. 1/2 is thconly crilicalpointofI ;Uld 1(1/2)'" I.
iii. SI<0 on [0. 1/.
i v. '!lIegmphofI isconcavedownwardon ((). I).
Dcterminc the maximumpossiblcnumberof attractingcyclesofI
16. Suppose Ihal Sf exists.
a. ShowI1mt Sea/)=.'II foranynonzeroconstant a,
h. Show that S(j +b)=.'II foranyCOll1ltmll b.
c. Show that S(I If)=SI
d. Lct a, b. c, anti d benonzerocOllstaIlL<;. and define tJlc function g
by
g =: al +b
cl+d
Use parts (a)-(c)toshow Uillt Sg =SI
17. Show that if Sf>0 and Sg >O. thcn S(j o}l) >O.
IS. Show Utat if Sg < O. LhclI g' cannot havc a ncgative relative maximum
value.
II). Suppusethai Sg(.t) <0 for all x in tllc illterval J. Show thaI for each .f
in J, either g"{x) '*0 or g"'(x) ". O.
20. IIml I hasIIIIcconddcrivativc.
Il. Finda fOnlll1ll1 for (f{2/),{x) in tennsor x. /. and /'.
h. Findnfonllulll for (j2
1
)"(.t) in tenusof x. I /'. mid /,'.
c. Suppose that I(p)=p and /'(p) -I. Show Lhal 1}21)"{p) = O.
21. ConsidcrtJlC generalthird-degreepolynomialfUllction definedhyI (x) ax} +
bx
2
+ex+d. WiUl a>O.
82 f'IIAl'l1'R I: r'EJHOI1f(' !'OINTS
n. Lei x "" z - b/3. Shllw thaI ax' +bx
2
... ex ... d = +(e - b
2
/3)z +r
for nn nppmprialc constant r. rille lIuhstilulioll x =z - 1J/3 has hcen
used in the process of idelltifying the sollJ\iollS of the general cubic
equation, and was first puhlished in 1545 hy Ihe Italian mathematician
Girol:uno Carmmo.)
b. LeI g(l.) "" +(e - lJ
2
/3)z + r. Show lImt g(z) 0 has tJlfee real
ir ami only if c <b
2
/3.
c. Let c < 1,2/3. Show that Sg(z) < 0 for all z.
d. Show that Sf(x) <0 for all x if and only if Sg(z) <0 for all z.
f,

.
CHAPTER
2
ONE-DIMENSIONAL
CHAOS
III Chapler I Ihe fOClls WIIS mainly on periodic points, and more paniculnrly.
nllrnctlnl,t periodic point);. I\lIfllcllnl-: periodic polnlN Indknlc II rel,tulurlly. preliict-
IIntl Slahllity ill Ihe dynllmlcs or 1\ fUllctlon of II pllflllllclrl:r.ed fmllily of fUllc-
lions.
Chapler 2 is devote!lto a contrasling dynamical action - poinls whose iterales
separate fmlll one another. '111is kind of behavior is symptol1lutic of whal we call
chaotic dYIIUlllics. or jllst plain chaos. Itwas only aner the advellt of tile high-speed
computer that stich dynamics could heinvestigaled and analy..,ed effectively_
III Section 2.1 we dcfine the most illustrious concept. in the siudy of chaolic
dynamics: senllitive dcpemlcnce on initial conditions, Sensitive dependencc on init.ial
conditions, along wilh Ule closely relHird notiOIl of UIC Lyapunov exponenl. scrve as
the ingredients in the definition of chaos. In Section 2.2 we tum to whoi\c
orhits virtually fill up the whole domain space. If a function is chaotic and Ihis
added properly and enough periodic points, Ulcn it is strongly chaotic. Section 2.3 is
devoted 10 thc nolion or conjugacy. If two fUllctions are conjugate to one anoUler,
Ulen thcy share lIIany properties pertaining to chaos and strong chaos. We use
cOlljllgacy to prove thc llIain result of the section: is strongly clmoUc, 'nle final Q
4
sectioll concerns Q/I for Jl >4. We establish I1ml such a QI' is strongly chaotic
011 a suhset of [0, I J that is a so-called OUltor set. Itis interesting Ulat Cantor sets,
which play II celltral role in analysis, playa like role in chaotic dYllllmics. Chapter 2
cOJllpletes the stlldy of chaos Ihr ('unctions or olle variahlcs.
2.1 CHAOS
[II this section we study two methods of dcscrihing the way ill which itcnltcs
of points separate fmlll olle another: scnsitive depcndence on initial
conditions and Ihe l,yaplJnov expollent. Thesc notions arc fundamental 10 the
concept of chaos, which also will appcar ill thc pre:;clII section.
10
- -
IU OlAl'!HI2 ONFIIIMI'NS/ONAU'I1AOS
SellsltIve Dl'Jll' on 1111tlal CUlldlfiolls
Beforedefiningsensitivedependellce011 initial coutlilions.weadopt aIllitation
thai heneefortJI will facilitnte ourdiscussion. We will write f: A -tII to indicate
thai the dOlllain ofIhe function f is A lllld the range off is containe(l in II. Thus
f: J -tJ signifies Oml the domainof f is J and the rangeis contained ill J.
IHWINITION 2.t. I.el J heun interval, llml suppose Ihat f: .I -).1. Then f
has sen!lltlve Oil Initial condltl('II!l III .Y, or jllst sensitive
dependenceat x ifthere is an >0 such thai for each > 0, isa y in
J anda nosilive integer fI such Ihal
Ix -),1 < alld -i"l(y)1 > e
Iff hassensitiveIlt'pcudellce011 illili:1I couditions:II ('adl x ill .I. we say that f
has sensitive dependence nn initllll cllndiliulls 1111 J. or that f has
sensitivedependenceon J. or tJlal f has sensitivedependence.
The"initialconditions"ill the definition n'fl'rtoIhe givcn. orinilial. points x
and y, 'lliedefinition says that .r hasscnsitivedependenceifarbitrarilyclosetoany
given point x in tile domain of f there is a point and an IIIIt iterate that is farther
from Ole nUl itemte of x Ihun 1I distnllce E. This has practicalsignincance. because
ill such illslnllceshigheriteratesofallllpproximate vulueof x may 1101 rcsemble the
true iteratesof x. ThuscomputercalclilationsIllay be misleading.
Toillustrate sensitive dependence011 initial comlilions, we lurn to the haker's
function,
EXAMPLE I. ConsidertJle baker'sfunctioll II, Aivcn hy
for 0 x 112
JI(X)
2.t - I for 112 < x
Showthat after 10 ilemles. the iteralesof 1/3 anLl .:1:'13 arcfarther than 1/2 apart.
Sollliio/l. Noticclhat /I(1/3) =: 2/3 and IPI( In) 113. soIhat Ihe iteratesof 113
alternatebetween 1/3 lIud 213. Tocompare the iteratesof 1/3 alld .333 we make
the following tallk(where usc 3-Jllaceapproximationsfor the (Iemtesof ,333):
ilerntcs 2 3 4 0 7 X I)
10
2 I 2 2 2 2
,
3 3 3 3 :1 3 3 3 3 3
.333 .()()6 .332 Nyl .32R .0)0 ..112 .624 .241<
A()6 .()1J2
21 ClIAOS 85
'11lereforeIheWlltll iteratesof 113 III1U ,333 lire, respectively. 1/3 iUlU .992. which
arcfnrther apart thana distance 112, U
tClling
XII = nth itemteof 1/3 and
Y
II
:: nth ilemte of .333
displaytheseparationoftheiteratesof 1/3 and .333 in Figure2.1.
.....
-\""n
,2 I ; II
Yg Y6
Y
4
Y
2
Y
O Y'>Y1Y.sY3Yt )'10
Figure2.1
The implicalion ofExample I is that higher iterales of .333 call have lillie
relalionship tocorresponding iteratesof 113, In fact, a1tJlOugh wc can tell precisely
what Ihe 201h or 3501 iterate of 1/3 is, Ulcre is absolutcly no Wily ofdetcnnining
Ule 20th or351h iterateof .333 witllOut aClUally calculating those ilCrtltes.
EXAMPLE 2. Show thai Ule lellt function T hasscnsitive dependence011 initial
condiI ions011 In. II.


I
SOllllioll, Let x be any number in (0. IJ. Fir!;1 wc will show that if v is any
dyadicrationalnulllber(ofOle fonn jl2
m
, in lowesttemls) in [0, II mid w is any
irrational numberin lO. IJ. then there is a positiveilllegcr 11 such I1mt
Il1nl(v)
> -
(I)
2
Towardlhatgoal. werecall fmlll Sectiou 1.4 Ihat if v=jl2"'. Olen 1I01I(\,) I :Uld
+ AI(v) =() for llll k >O. By contrast. if w is any irrational number in [0. 11.
Ihell sillce T doubleseach number in (0, Itl), thereexists an 11 >In such Ihat
1
111I
(w) > Itl, Since 11 >11/, il follows that 1
111
'(1') 0, so lhlll (I) is valid.
Next. lei I) >O. Theil there exisl a dyadicrational v ,Uld:lll irrational numher II'
ill 10, 11 such that Lt - 1'1 <I) and Ix- wI <I), 'Illereforc (I) implies Ulat
ciUler 1'1
11lI
(x) 1
111
'(1')1 >
4
11
inl
(x) - 1
ill
'(w)1 > or
'Illus ifwelet e ::: 1/4. thensCIl!)i1ive depellllellL'e oninitial conuitiolls..t111C arbitmry
nllmher x, and helice on [0, II. is proved. (J
4
86 CllApn:.R 2: ONFr'IMFNSIIlNALCHAOS
Basically the reason thaI T 1Ia.<; sensitive1I('fH,.'ndence Oil illilinl conditions is
I1lnl if x -# 112. theII IT'(.\')1 2. so thaI distances hctwecn pairsor nUlllhcrs in (0,
1/2) orill (112. I) IIrc donhlcd hy 1'.
Jr f1 is period-fl poilll or / Ihllt IV InI)'(JI)I < I. Ihen / CUIlIIIII have
sensitivedcpem.lcncconinitialc()lIt1itions at p (Exercise5). BccauseI1lis contlilion
holdsforanyallmclingperiodicpoinlof QIJ whenever 0< Ii < it follows Ihat
QIJ does IlOt have sensitive dependence on initial conditions ror SHfh valucs of /.1.
lIowever. for II > J.1.." Ole story can he quitc differenl. Tn fact, in Section 23 we
will show Illal Q
4
hassensitivedependencconinitial conditions.
Lyapunov Exponents
Although the concept ofsensitivedependence on initial conditions is easy to
visnali7.e. actnally dct('nninil1!! th:1I 1\ given fmll"tiOIl has s('nsitive depcmil'ncl' is
usually not sosimpleas it is for Ihe tellt functioll.
Rcfore we indicalea sccondmethodofdcscriningIhe sepllralion ofiteral('sor
ncighhoring points, leI liS return 10 Ihc It'nl fUlKlion. Suppose thaI x is in (0. I)
and is notn dyadicralionaL If E >() :lIId issmallclUJI1gh, thcll
I1'(x + e) - nx)1 2e and I1
f21
Cr + e) - 1
P1
Cr)1 = 22e
Now lei n he 1111 arllitrary positiveintt'gcr. Again. if e issmall e!lough, thell
11
f
"I(X + r.) - 11"1(.1")1 = 2
n
F. (2)
Nexl wcdividehothsidcshy E anti leI F. approach O. Weontain
'jln1(x + F.) - 7
fnl
(J')
2
n
1(1!n
l
)'{x)1 '" lim (3)
IC-..o
F.
lllUS for tJle tent funclion the derivative isrelatcd toscparnl.ion ofilcrnles ofnearhy
points. Wewill nowexplore Ihi!. idca forolherfunctions.
LeI J hea hounded interval. amI considcra function f: J haviug a
continuous By analogv witJI (2). we assllme Ihal for each x in the
intcriorof .f and eaeh small enough e > 0, there is a numhcr 1..(.1) such that for
c.1ch positive inlcger n,
!f"ICr+e) - J'nICr)1 '" le.l(')r e
(For Ihe tent funclion T, the mrlllhl'r COfl\'spollding In eA() w\ll1ld he 2.) 'lliis
implics Ihal
I
2.1 CHAOS 87
enA(.) '" I jnJ(x + F.) - jln
1
(x)
F.
Ill) IIUlt
en.l.(.}
I pnl(x + F.) - f1nJ(x)
= l(tinl)'(x)1
(4)
e
If (tinJ)'(x)-# 0, tJlen hy laking logarillunsanddividing
n in (4), we obulin
I
A(x) - In l(tinl)'(x)1
(5)
n
'Illis1C.1ds usto make the following dcfinition.
IHWINITION 2.2. LCI J hc a boundcd inlervlll. and f: J J cnnlilluously
differenliahle011 J. Fix x in J, lind let A(.t) hcdefined by
,l(x) = lim : In l(tin1)'(x)1
(6)
n-+<>o n
provided that tJlc limit exists. III Ulill case, ,l(x) is thc Lyapunov exponent of
f at x. If A(x) isindependentof x wherever lex) isdefined, thcn Ule common
value of ,l(x) is dcnoted by l. and is lhe LYllpllnovexponent off
The definitioll honors the 20111 century Russiall matllemalician A. M.
Lyapunov. Toapplythedefinition to Ole lentfunction, we use (3), which yields
lilll I In 1(7
fnl
),(x)1 =lim : In 2N == In 2
n.-,O<1 n "-#00 n
l11ercfore ,l(x) =In 2 for !lIe lenl function. whencvcr x is not adyadicrational.
'llle numher ,l(.o can be considered to mcasure "!lIe average loss ofillfor-
malion"ofsuccessive iteratesofpointsncar x. If y is nc.'lr x, and if!lie itemles
of x and }' remain close together, tJlell ,l(x) is apt10 he negativehecausc ofI1le
presenceofIhc )ogari!lllll. By contrast, ifUle iteratesseparatefrom oneanother, then
,\(x) is apt 10 be positivc. -nllls !lIe larger ,\(x) is, tJle greater Ole loss of
infonnation. For Ule baker'sfunction n discussed in Examplc I, we found tJlat tJlC
iteratesof 113 and .333 separate so tJHlt the 10lh iterateof 113 sheds no infonna-
tion on !lIC IOUl iterate of .333. 'l1\Us for UIC haker's function. successiveiteratesof
a numher such 11..<; 1/3 provilk less and less illf(lnll:ltioll :loom till' ('l'ffi'1>i"'lltiin,!:
hcmlcsofnearbyfH..lillts. For R, A. = Jn 2>0 (Excrcise2).
To makc general calculations of ,l(x) simpler, Jet Xo =x and Xi =
for k I, 2...... By(3) in Secljon 1.3 and Ule LawofLogariUlIlls.
III
1'1:,
,
88 CIIAl'fER2: ONE[)IMENSJONAI.CHAOS
In If'(x _2) ...I'(X
1
)/'(xU)1
n
III [If '(X ,)1 -2)1 1f'(x,)1
n
n-l
== LIII
1=0
'I1lcrcforc (6) can he rewrltlclIas
II-I
A(.v) lim LIn !('(xl)1
1/-)"" 1/
b:O
Wc will usc (7) In order to deterllline thc l,yapul\ov exponent for quadratic
fUllctions.
EXAMPLE3. Lct Qj.I(x) =J.LrCl x). for O:'!:: X :'!:: I. where I <JI <3 alld J.I 2.
Show that A = III 12 - JlL
Soll/Iioll. 1.1.'1 x he nrhilrury in (0, I). Ikl'ull from Section 1.5 Ihat QI' has the
tixell poln. III' '" I III1 Ihnl ullf"llt'ts all points ill (0, I). Thercfmc
Q
1k l
== Jl (x) --t I'll
liS k increascs withouthoun!!. Sillcc Q;'Ct):= II - 2/1., il follows Ihal
Q;<Jl,,) Jl - 2/1 (I ;1 ):= 2 J1
By hypothesis, I' 2. so tJlIll
InIQ;<xl)1 Inl2- III
liS k incrcllscs wilJHlUI bound, Now 11.'1 :', >0, Ikcmtse the nalural logarithm is
conlillllotlS and Xl IIpproachcs flu as k. increases. Ihcrc is II positivc integcr N
stich thllt if k. >N. then
III 12 - JlI - t: < In < III 12 - 111 I t:
ConscqucttUy for 11 >N.
2.1 CHAOS 89
11 - N (III 12 - JlI - f) ==
L
n
(In12 JlI- f) < L
n
In IQ;(x
1
)1
11
l1 k =N+1 II k=N+ I
n
11 - N (In 12 - JlI + f)
< L (In12 - JlI+f)
II
11 k",N+ I
"':..
$
If " issllfficiently largcalld much largcrlimn N. !llcn (II MIn"" I, so Ihal the
prcceding reduce to
n
hI 12 - JlI - f < I In IQ;(xk)1 < In 12 - pi + f
II k =N+1
Moreover,for,largeenough II, wehave
N
I In IQ;(xk)1 I< e
11 k"O
'111crclilre
n N n
lilll ""IlIl(l/1t )1 lim '"In 1(l;'<xA)1 + '" III IQ;'(xk)1)
,. ...t Jl . .4: 1I-t00t) n n
k:!:{1 j;.fj l-N> 1
NO ..lnl2 pJ
In 12 - JlI
Since the lillal exprcssioll is indepemJcIllofthe numher x in (0, I), we conclude
tJlal A III 12 - pI. 'Illiscomplctcs !lIC solutioll. 0
Because III 12 - JlI <0 whenever 1<Jl <2 or 2<Jl <3, il follows thaI
A. <0 for such vlllues of Jl. As Il approache.. 2, In 12 - JII approaches .. <>0
COllscqucntlyifwc - asa legitimate valuc of A, thell \VI.' callconclude 00
lhat A <0 for all Jl ill thc intcrval (I,
the same kind ofanalysis as in 1I1c solulion uf Exmtlplc 3, one can
show thnt if 3< I' < I + V6 alHJ if x is lIot evclI(ually penvilic. (hcll ;t(x) < ()
(Excrcisc7), It lurnsoul Ihat ir 3<Jl <Jl,.... then At,) <() forall x tilatafe 1101
eventually Jleriodic, Ilowever, as 11 increases toward 4, ;t oscillates Illort anu
morc wildly hetwecn positivc mId ncgative values, Figure2.2 shows. 'lllUs ;t
seems to have llIorc positive vulues as Jl alld Q/' is
sellsitivc 10 initial eomliliolls. Filially, for Jl "" 4 il is known thal thc Lyapunov
A(X) = III 2 whenever 0 < <I ami x is nOl eventually periudic.
91
90 CIIAl'll:R2: ONE,DIMENSIONAl.(JIAO!;
A
o
~
-I
-2
1 4
Lyapumwcxponcnt"for thcquadraticfamily
figure2.2
'nlefommla in (7) condenses considerahly whcn x is eventually periodic,
Indeed,ifan ilcrateof x fora function f iseventuallythe fixed point p. then
A,(x) =In V'(P)I
(Excrcise6). Similarly,ifthc iteratesof x cvrntuallyjointhc 2-cyclc {q, r), Ulcn
1
A(X) =- In If'(q)f'(r)1
2
Chaos
Theword"chaos"isfamiliar in cverydayspecch. ltnonnallymcansa lackof
ordcr or predictahility. l1ms onc says that thc wealhcr is chaotic, or that rising
particlcs ofsmokc are chaotic, or Umt the stock markct is chaotic. Itis Ule lack of
predictahility Ihat lics behind Ule mathcmatical notion of chaos. DOlh sensitivc
dependcnce011 initial conditionsand the Lyapunovcxponentqualifyasmeasuresof
unprcdictahility. 'nlllswehavcUIC following dcfinition ofchaos.
DEFINITION1.3. A function f is chaollc ifit satisfies at least one ofUIC
following conditions:
2,1 CIIAOS
i. f ha<; ;t positive J,yapunov cxponcntat each point in its dOlllain that ~
notevcntuallyperiodic
or
ii. f IIlL" scnsitivcdcpendcncc011 l l t ~ l conditionson its domain.
Thc tcnn "chans" ill refcrcncc to functions was first used ill Li and Yorkc's
papcr"Pcriod l11rcc ImplicsChaos" (1975). An csscntial portion of Ulcir Ulcorcm
Ihat Ule cxistcnccofperiod-3 points implics thc cxistcncc ofpoints wiUI periods of
all ordcrswas thm in suchacasc Ule function hada kind ofscnsilivcdepcndenccon
inilial conditioJls.
From Examplc 2 we sec that thc tcnt function T is chaotic. Similarly Ule
function II ill Example I is chaotic. In Section 2.3 we will prove tllat becausc T
is chaotic, sois 0
4
,
Notionsofunpredictahilityinlllalhcm<Hicslmvcbecnacknowledged fora long
limc. Accnturyagooncofthcoutstanding unsolved problcmswas thc following: Is
thc solar system stahle? 'Illc problcm was very wcll known, and cvcn excitcd King
Oscar 11 ofSwedcn, who in IR87 offcrcd a prizc of2500 crowns 10 anyonc who
mightcorrccUy resolvc it. Al UIC tumofUIC ccnturythegreat FrcnchlIIuUlcJllatician
IIcnriPoincaretricd toanswcrthcsimplcr3-hodyprohlem: Canonccharactcri7.c thc
motion ()f a SlIn and two plancts rcvolving ahollt it? lIe concludcd not only Ihm
Ihere wasnogcneralsolulion to Ute 3-hodyprohlcm, hut also Ullltminutcdifferences
in initial conditions for UtC !lucc bodics could rcsull in wildly divcrgcnt positions
aftcr a pcriod of timc. In oUter words, hc concludcd Umt UIC Ulrcc bodies wcrc
sensitive to initi:11 conditions, liewrotc:
Ifwc kncw exactly thc laws ofnaturc alld Ute situation ofUIC univcrseatthc
initial 111 omCl1I,we could predictcXHclly tile situation ofUllIt smnc universeat
a succeedingmomcnt. ButevclI ifitwcrcUIC cascUlat UIC lIatural laws had no
longcr any sccrcl for us, wc could still know UIC situation approximatcly. If
tltat clUthlcd us to prcdict thc succceding situalion WiUl lhc smllc :tpprox-
illlalion, that is all wc rcquire, alld wc should say Ilmt lhe phcnomcllon had
becnprcdictcd, Ihat itis govcmed hy thc laws. But it is1101 alwaysso; it may
ImppclI Illllt small dilTcrenccs in thc inililll conditionsproducc vcry grcatolles
in the lillal phcnomcna. ASlIIull crrorin Ule fornlcrwill pnxluccall enonnous
errorin Ihc laller. Prediction becomcsimpossihlc. (p. 321 ofGlcick, 1987)
Morerccenlly.scnsitivedependencc011 illilialconditions,aswcll as thcrel.tlcd
positivc l.Yl1pnnov cxponent, havc becn ohscrvcd ill a widc varicty ofexperimcllls.
BelowwcdiscusstwoslIcharea.": wcatherpredictionand UIC asteroidhcll.
TheButterflyEffect
NearlythirtyyearsagoIhe AmericlIlllllctcorologistEdwardI,orellZpuhlishcda
paper "])Clcrminislic Turlmlclll Flow," in which hc.concluded from computcr
,"",!/O",f.r
simui:tlions th.,1 weather pnllems Ute sensitive- II) initial I.'I,ndilillns ... 1,,)reIlE.
1963). Al Ihat time the idea that ever so slight 1\ varintion in initial comliliolls
could hnve profound repercussions on future weather was a st:lrtling discovery. It
gave rise to \Jle phmsc "butterflyeffect," which in effect says that the weather is so
sensitive lO initial conditions that \J1C mere napping of bllllerfly wings in Rio de
Janiero atoneinstant could (in \Jlcory) bring on a tornado in Texas several weeks
later. An examplc to illuslrale the sensitivity 10 initial conditions in weather
predictioll appeared recently ill all expository article by Tim Palmer (1989).
Exmnplesofforecasts with ncurlyidentical initialconditionswere givenill the
article. TwoofIllem arereproducedas Ule upper picturesin 2.3. Notice Ol:lt
thosepicturesare nearly identical. renecting virtually identical initial conditions for
weather prediction. However, one week later the cOlllputer mollel shows weather
patternsthntaredramaticallydifferent, a<; shown in \Jle lowcrpicturesin Figure 2.3.
11lisis avividexampleofscnsitivedcpendcnceoninitialconditions!Fromilwe can
understand why forecllsters would have a difficult tn..,k in long-runge wcather
prediction. 111 fact, itllppears lilat wc may never be ahle 10.p.rcllict wellther rar into
Ille future. Wc will rctllnl to Lorcn7.'s example relating to weather prcdiction in
Section 5.4.
ee'202 88'202 !lOI CASE: ,X2 OAV: 0.0
OA'I: 0.0 COHf,Hlf.: "
e01202 881201: 002 CASt:: IV)(
-,
....
coul I",".: e
..'.
OM
58
1
202 8fl'209 12Z C,t,5(: 1"')( O... 1
ClltH.INt,: IS
....
Figurc 2.3

J;;
flle.\sferoid Beft
A qllite differcnt application ofchaotic dynumles CtHH.:ems UIC lL<;teroid bell,
which consists ofseveral !ImwiiUld objeet<; thatorbitllround thc sun and lie between
Mars and Jupiter. 'Illc largest of the asteroids is Ceres, approximatcly 389
kihlllletcrs in radius. Mllst of Ole asteroids lire much smaller. on Ole ordcr of a
kilometerin radius, Oyerfourthousand havc beellcatalogued,
UsHally dbllulces ofsuch ohject"! from Ole SUll arc given ill lenns ofan
which by denniLion is the disuU1CC betwccn thecartl! and the
sun. Figure 2.4 is lakcn frolll an expository articlc ofCarl Murray (1989), and
showsUIC rChllivo.numherofasteroidsat variousdistancesfrolll lileSUIl.
'"
200
2:1
!J) 150
"0
e
(])
til '"
100
0

(])
.0
E
z
:>
50
"'.
0
2.0 2.5 3.0 3.5
Averagedistancefrom the Suninastronomicalunits
Figure2.4
As you can sec frolll \J1C figure, Ute a<;tcroid belt is not uniforllJly distributed.
m
III IR()7 !lIC American Dlmiel Kirkwood, observedgaps in the belt, now
called KirkwoodgllJls. III additioll,he.lloled thatUlosegapscorrespondto
orbils 11Iat arc linked 10 \Jle orbit of Jupiter. We say Olat an asteroid is in
resonunce with Jupiterifthe ratio ofthe periodofIlle asteroid to thatofJupitcrisa
simple fractioll (Sitch as2:Ior5:2 or3:I). Foreample, ifUIC ratiois 2:I.then the
lIstemid nmkeslworevolulionsIlfOlllld Ihesunevery lilllcJupitermakesone(Figures
'"
2,5(a)..{c. Whell tileSllll, andJupitcrarealigned. Olen Oley arcsaidto beill
conjunction, Fig.urcs 2.5(11)....(1.1) show four possible cOlljunctitms. It turns out
that thcre isalIJaXillHlIll effecton(heorbitofnn asteroid ifconjunclionoccurswhen
the asteroid is closcs\ to Jupiter and simultancously farUlest fmlll the SUIl, iL, is
illustrated in Figure2.5((). 'Illc rea<;oll is Ullll such:111 alignmclIIgivesII maximum
94 CllAl'!1
i
R2: ONF,OIMI'NSIONIlL("!lIIOS
'II(
(a) (h) (c) (d)
Figure 2.5
exchange of angular momentum hetween the asteroid and Jupiter. resulting in
il!i:
potential changesin theorhit. as well asthespin.of(he asteroid.
Porovera hundred yearsastronomerstried tounderstlUld why there weregaps
in the asteroid hell. Finally in 19&I Jack Wisdom, then a graduate student at the
Califomia Institute ofTechnology, developed and demonstrated on a computer a
..:
Uleory lhat showed that asteroids moving in resonance wilh Jupiter could undergo
large changes in their orbits that made UlellJ unpredictable and sensitive 10 initial
conditions (see Wisdom. 1987). In particular. asteroids in a 3:I resonance with
.. Jupitercould receivesuch perturbationsthat Uleirorbitscouldevencross theearUI'S
orbit. 'l1Jis not only addressed the question ofwhy Ulere is a virtual absence of
at resonances such as 3:I, 5:2, and 2: I wiUI Jupiter, shown in Figllrc
i
2.4. lllis also finally explained how a special type of meteorite called chondrite.

IW:
known to have come fmlll Ule vicinity of the 3:I rcsonrlllce regioll, could have
plungedintuour andstruckearth. WithWisdom's theory. we now know
why Kirkwood gaps exist in the asteroid hell. And it is comforting to know Ulat
onlya relativelyfew Il<;teroids remain in thosegaps.
Conclusion
Chaotic Illotioll is socommon in natural and scientific phcnollien:l that manY:"
scienlistssay thaI it should heconsidered to he the mle, mther than (heexc{'plion, ill
Ule study ofl!Iltuml phenolllena. Chaotic llIotion has heen ohserved ill such diverse
asnuid dynamic!!', ecology, meteorology,optics, the dynamicsofthe heart and
the hmill, huckJing heallls, oceanography. and nonlinear electrical
circuits. Forthisreason it is importanttogain an understandingofchaotic lIIolion.
EXERCISES 2.1
I. l.et.t= II], and kt y =the nUlllber tlwt your calculator displays for 1/3.
2.1 9S
FindtheminimulIl positive integerfl such thal W1nl(x) _ nlnl(y)1 > 112.
2. ShowUlat the baker'sfunction n hassensitivedependence.
3. a.
Pind the Lyapunov exponent associated wiUI Ule baker's function IJ,
lUll! showthatitisconSl.ant(wheredefined).
b.
Pindtile I.yapullOV exponentof n121.
2JLt for 0 x 1/2
4.
Let RI'Ct) = , where Jl >O.
{
j.J(2x - I) for 112 < x $; I
n.
Determine the values of J1 for which Ill' IUl" sensitive on
initial conditions.
h.
DelenninetheLyapunovexponentof lip..
5.
Suppose Ulnt p is a period-fl point of f such UUt! l(flnJ)'(p)1 < I. Show
UUlt f cannothavesensitivedependenceon initial conditionsat p.
6.
Supposethat f isdifferentiableon Ule jnterval J.
a. Suppose that Ule itcrales of x areeventually Ule fixed point p. Show
I1lal lex) = In !f'(P)1.
b.
Supposethat Ule iteratesof x areeventuallytile cycle {p, q, r}. find
a fonnulafor A(x) .
7.
ConsidcrUle quadratic function Qp.' Witil 3< J1 < I+ ;f6.
a. Let x be in (0, I) but not eventually fixed. Show that if l(x) is
tinite, then
lex)
In IIl2 - 2J1 - 41 < ()
2
b.
Suppose that x is eventually fixed. find lex).
8. a.
Find thevalueof Q!nl(l12) for n:2: 2.
b.
Use UIC computer program ITERATE. Witil any necessary alterations,
to find a valueof y andapositiveinteger n suchI1mt
I
I - y - and IQ
l
n
l
(1l2) _ QIII1(y) I >
100
442
Ollisshould convinceyou Ulat Q
4
lilts sensitivedependenceat 112.)

96 CIIAI'IH(2: ONE-IJIMI'NSIONAI.CIIAOS
2.2 TRANSITIVITY AND STRONG
CHAOS
The iterates ofa fixed point do1I0t wallder at all; they remain Ule salllc point.
Altheothcrendofthe spectrnlll arc points whosc itcrates w:nHlcrall overthe domain
ofUIC function. Functions wiUI such points arc called trallsitive.
IlEFINITION2.4. Suppose that 1 is an interval and f: 1 1. Then f is
transitive iffor any pairofnon-empty open intcrvals U IIl1d V Umt lic inside 1,
UlCre is a positive integer n such Ulal J"ffll(U) and V haveaCOl1l1ll0n elelllent.
It seellls nnlikely that we would he ahle to provc transitivity of a givcn
function directly from thc dcfinition oftransitivity. Wc need a managcable critcrion
for transitivity. Thc critcrion we will prcsent ntilizcs thc notion of dcnsity of a
suhsetof 1.
A suhset A ofthe interval .I is dense in .I if A intcrsectscvery non-
clllpty open suhintcrval of 1. Becllusc cvcry ulJnclllpty opcn intcrval clJlltains
rational nlllllhcrs, il rollows that Ule collection orrationals in the intcrval 10, II is
dcnsc in 10, II (Exercise 3). By contrast, the interval 10, 1/21 is not dcnse in thc
intcrval [0. II because [0. 1121 docs not intersectopcn intcrvals like (112, I).
EXAMPLE I. Show that the set P ofperio(lic points ofJIC t;!l.t function T is
dense in [0, II.
SO/lIlioll. Let U bc an open subintcrval in 10, I]. with U = (a, IJ). Let d ==" - (I,
1111(1 let n be1111 mid integersuch thnt ,,>21d. Since
k k -- I d
<
II II II 2
and since 1I has length d, it rollows that two successive nlllllhers in the group
1/11,2/11, ... (II - 2)/11 lie in U. orIlle two suceessivc nUlllhers, one ofthcm mnst
havc thc form (evcn integer)/(odd integer). By Thcorem 1.15 such a IIlflllher is
periodic for T, so is in P. 'Illerefore P is densc in [0, II. U
lllCdefiuition ofdensity leads to acriterion for transitivity.
TIIEOItEI\12.S. Suppose that .I Then f is
transitive ifandonly ifthere is an x in 1 whose orbit is dense in 1.
P(/rlial Proof. We will prove that if is adenseorhit, then f is transitivc; thc
otherhaJl" ofthe proofutili7.es advanced lIIathematicsand is omilled. Supposethat x
hasadenseorbit in .I, and let U and \I hc arbitrary nOJll'lnpty open subsets of 1.
2.2 TRANsnWITY ANDsnWNOCIIAOS
97
Becauseofthedcnsityofthe orbitof x, there is a positive integer k such that y =
-,
jklCr) is in U. Using thc dcnsity ofthe orbit of x asccond tillie, wc find a pos-
itive intcger n 51Jch that jnl(y) =jhnl(x) in V. 'Inen y in U and flnl(y)
t'5 in V. whidlb-'J !hedtfmiti.fm0( tnsm.ltJYlty impja f II1II
Our next goal is to show that the tent function T is transitivc. Evcn with
the help ofthe criterion in 2.5, we have much work to aecolllplish before
wecan puwethe transitivity of T in Theorcm 2.9.
..... To process, Ict us call a scquenec of thc fonll X(,xIX O . in
I!!"
\vnich all tcmls to UIC right ofa givcn tenn arc 0, a finitesequence.
2
Let
A = UIC collection ofall sequcncesof O's :U1d I's Ulat arc not tinitesequcnccs
...
and dcfinc the function II: [0, 11 A by
o if () "linl(x) 1/2
/i(x) = thcseqlJence Xo-"I
X
2 ., whcrc xn = I if 112 < "/lnl(.t) I
{
We will show that II dcfinesn correspondencebetween the pointsof [0, I) and A.
llic tcnns xO' XI' X:z, ... of Iz(x) indicate whcrc in [0, II UIC point x Iics.
In particular,
Xo tclls whethcr x Iics in Ihe Icft orrighthalfof [0, II. Call the corrcct half 1,
3'(1
0
x, tclls whcthcr x lies in thc Icftorright halfof 1
0
, CII.II ule correct half 1.
x2 tclls whether x lies in the Icftorright halfof 1
1
, CaJlthccorrect half 1,
2
Ollie scts 1 14> ... arc defincd analogously. It follows that XerfI indicatcsill which

fourth oftile interval [0, II the point x lics. XoXIX2 indicatcs in which eighth of
UIC intcrval [0, I] the point lies. and so fonl!. In gcneral. X X X "'X indicatcs ill
O I 2 n
which subinterval of [0, I] oflength l12
n
+ I thc number x is locatcd. Figure
2.6 gives thc initillltcrmsofUIC scquences wiUI appropriatcsubintcrvals of [0. II.
,
EXAMPI.E2. Detcrmine 11(3111),
So/ulioll. Lct x = 3111. Wc makc the following Lablc ofvalues of :U1d
corrcsponding xn:

n o 3 2 4 5 6
3 6 10 2 4 X 6
valucof 7!nl ( Ti J
II II II II II II II
Xn o o o
98 ClIAI'TER 2: ONI'nJMFNSIONALClIAOS
I
0 .. I
oo... 01 .. 11 .. 10
I _L
000.. 001.. 011.. Ol()" 110 .. In 101.. 100 ..
I1gurc 2.6
Sincc 1
161
(3111) =T(3/11), iIfollows that 3/1] is eventually repealing, so Illal
OIIOOIII(X)J'"
wherc Ihe digits widl ovcrhars indicmc {]IC group of digit" {]lat is repealcd in the
sequencc 11(3111). a
'llie sequence h(3/11) is called a repeating sequence because of tllC group
of digits 11001 Ihal is repealed. Oy 'llicorem 1.14 cvery rational number'x in tlle
in[erval [0, t1 is cventually periodic for T, which means that II(.t) is a repeating
sequcnce Ihc way h(3/11) is.
By {]Ie dcfini[ion of II,
if h(x) = .tltt IX2'" , Ihell X\X
2
Xf"
(\)
Byinduction we dedllce that for any positive integer,
if hLt) , then 1I('11.1(x .t"tH IX. +2'" (2)
'Illc IIcxl slep in proving Ihal T is IHmsili vC involvcs showing 11131 Iz is
one-to-one, thai is, showing Ihal if h(x) = My), then x y.
THEOREM 2.6. II is onc-Io-one.
Proof. J.el
2.2 TRANSfI'lVITY AND STRONG CIJAOS
99
h(x) ."=: XI)X,X2'" and
=
and supposc Ihal I/(x) =My). We will prove Ihllt .t =y. TIIC hypoU\esis [hat hLt)
=My) means [hal xk =Yk for k = 0, I, 2, .... ConsequenUy for mly positive
inleger n wc have x'rt,x2' "x" =)hV
I
Y2" Y so lha[ X lind y lie in {]Ie same
n
suhinlerval ofwidth 1/2" +I. Therefore Ix- yl 5 Il2
n
+I. Since n arhitrary. we
COlH.:JlJde Ihat Ix- yl '" 0, that is. x =y. III
Although Theorem 2.0 every number in [0, I] wilh nsequence of
O's and l's, it is /lot t!lle (hat, cvery sequence or O's lind I's
to a III IIIIher in 10, I) hy means of II. (See Excrcisc 5.) The is
Ihat II is not sYlllmetrically Oil 10. 1/2) nnd 011 r112, IJ: tlte lerm XII ill
the scquence is () if T1n1(x) is in Ihe dosed intervul 10, 112J. whereas
xn is I ir1
lnl
(x) is in the IIal/-opell intcrval (1/2, Ij.
Dcspilc thc raC[ Ihal nn[ cvcry sequcncc of O's and l's correponds 10 a
numher in 10, II,we will prove tlia[ any sequencc Iha[ is no[ a /jullc sequcnce corrc-
to a nUlJlher in 10. II. /lll[10 prove this wc nced a simplified version of thc
famoliS theorem due to lwo ninClcenth cenlury Europe:1Il malhclllalidmls. Eduard
J/Cinc and I Borel.
TIIEOHEM 2.7 meine-nurt!1 Theort!fn). Slippose Ihn[
Ill'112'''' is a
sequcnce of closed, hounded intervals of reals slich lhn[ II" +
for all II. Then
Ihere is a point COIIIllJon [0alllhe lin' s.
The proof ulilizes nOlions usually studied in advanced analysis. su we omit il.
(A pro<lr of a versiOIl or Theorem 2.7 can he founo in tlle book by Kennclll Ross.
IYRO.) Thc sequcncc Ill' Ill' ... lIppearing in the I leine-Borel '11lcorelll is callcd a
nested secluence, sincc +, is "ncs[ed" insitle nn ror each fl. '!lIe [hcorelll says
Ihal n ncsted sequem:e of closed, bounded intervals of reals hns a[ leas[ one COlllmOI\
point. Thus if
,I I I

2 2n' 2 + 211 I, for n 0, I. 2 ....
then each interval is closed lIIld hounued, allu Ule sequence or iutervnls is \lcsled.
COlIsc(jucnlly the Ileinc-Borel 'I11COfefIJ indicates tllatlhere is a.poin[ COJlllllolI 10 all
of the .!,,s. orconrse llial l'Xlinl is 112! Wc cmph:l'dze Iha[ a nes[co sequence of sets
can conlain infinilely lIlally conllllon points. II()wevcr, if tile sequenec docs nol
consisl of closed illiervais or docs nol consisl of hounded intervals, Ihen tile
inlersecliolJ'lnay well he cmply. (Sec Exercises I mId 2.)
The next result says Ihat " is nnl" A. which means thaI if (/ is any
clemen! of A, [hclI Ihere is an x in 10, I J such Ih:1I 11(.1') a. In prqving Ule
rcsnlt. we will usc thc notation (x in [0, I): ..1'0 ll)), which is [0be "Ille SCI
of all x in,10, II such [hal XII = 2:1)''' .
100 CIIAI'I'ER2: ONE-DI'Ii1ENSIONALCIJAOS
2.8. II maps 10. II onlo A.
Proof. LeI a he in A. and leI a::: {zn},';":O' We will show Ihal h(x)"" a. Nexl, let
-t he Ule smallestclosed interval containing {x in [0. I]: ."0=Zu}' so tlmt is
eiUler tlle inlerval lO. 1/21 or Ihe inlerval (112. II. In mldition. let .II he the
smnllestdosed inlerval conluining (x in 10, II: XOXI =7.07.11. so Uml.l
l
is 10.
1/4J, or 11/4. 1121. or 1112,3/41. or 13/4, II. Then .10 ;;J.lI' In gencml. leI
I
n
he theSIlUlJlest closed inlervalcontailling Ix in (0, IJ: X<t"IX
2
'''X"=07.
1
7.2'"Z,,)
'(lIen 1,. is a closed, bounded suhintervalof [0, II wilh lenglh 1/2"+\ and for all
II Mle have I :;)J"+I' IlyIhe Heine-norcl'1lleorCIlI there is a numhcr .t COIllIllOIi to
n
all 1,.. In addition, x is uniquebecauseUle lengthofeach .I" is 1(2"+I. Since x
is in 1,. for each II. itfollows Ihal X
cr
I'IX
2
'",""= ZI117.
2
" z" for each II, and Ums
"(x)= a.
Finallywearc rt'ady for the theoremaholltlhetransitivityof T.
TIIEOREM 2.9. l' is lransitive.
Proof. Considerthesequence
s 01 0001 10 II 000001 010011 100 101 110 III
II blockI 2hlo,'k 3 block
which is composed ofhlocks consisting ofall singles, all pairs, all.lriples. elc. of
O's lind I's. Because S is1I0( a tinitesequence.by Theorem2.8 there isan x, in
(0. 11 sllch that h(x,)=S. Thlls
=0 I 0001 10 11 000001 OlnOIl I()O 101 110 III '"
Using Ule of O's and I's in the formula for along WiUI (I)and Ule
delinilionsof II and T, we lind Uml
,"I is ill [0, 1121 T(x,) is in 11/2, II is in 10, 1141
1
1

I
,(X,) is in 11/4, 112) /Ir.I(X,) is in L3/,I, II
is in r112. 3/41
:md soforth, In general.forlilly intervalorthe form

L
1:' 2:'
2.2 TRANSrnVrryANnSTRONG CIiAOS
101
Ulcre is a positive integer ttl such thaI
L. '11m); Ule itcrates of x,
arc dcnsc in LO, II. so that 'I' is transitive by
2.5.
Proving Umt l' is transitive by means ofdenseorbits made possiblc by
Illcans ofUle usc ofsequencesofUle "symbols" 0 and I. Elllploying allY oUler
pair ofsymhols, such as and ., todcfine UlC sequenceswould have worked in ;:j
Ihe SlIllIe Illllnner. '111e liseufsuch sC{lllcnces ill analyzing the dynamics uffUIlCliolls
111 referred toassymbolic dynamics, Thus we have proved Uilli Ole Icnt functioll
:1
"..T is lransitivuyemployingsymbolic dylUunics.
- Froll! '1111!orcm 1.14 we know Ulat Ole rationals in [0, I] lI.fC the nUIllbers
Illnt arc evenluaHy periodic under lhe function T. Ilowever, eventually periodic
points cannot Imve dellse orbits. hecause tlley enlail bUI II finile Ilumhcr ofpoints.
COllsequently Ule nUlllhcr x, Illat arose in UlC preceding proofis irrational. Given
Our previousresults. one mighlexpecl Utat each irralional numhcr in [0. II would
haveadenseorhitfor T. However, thisis ne! Fxt'rcise7.)
ItwouldappcarIhul olle mightbe ahle10 proveUle It:Ulsitivityof T dircctly,
withoutemployingsymholicdymunies. III fuel, were there inliuitcly IlHUlY numOcrs
ofUle fonn 2/11, where n lind (n - 1)12 arc primemId the orhit of VII is spread
evenly throughout lile illterval 10, 11. then we could prove directly Umt l' is
lram;ilive. (Sec Exercise IJ..) lIowever we arc nol ahle to prove Ilull there arc
infinitely mllny such numbers. so musl leave it a conjecture, 'Ille conjecturc is
appnrenUy intimlllelyrelated toseveral fmnousconjecluresdiscussedin Ihe delightful
hook SolvedandUtI.w/lledPro/JIe/llsinNumberTheory, by DanielShanks (1978).
Slrong Chaos
ThefUilction T exhibits Illrcc importanl fealures:
i. l'is chaotic(hy Examplc2ofSection 2.1)
ii. l'hasadellseselofperiodicpoints(byExalllple I)
iii. T is transitive (by'Illeorem2.9)
In lIddition to Ule unpredictabilily oforbits UUlt follows from (i), TIllisacertain
regularity becauseofits densesetofperiodic Fillully. Ule lmnsitivitytells us
Uwt lhe iterales ofcertain points spread themselves Uuoughoul Ule domain of T.
'I1m!; T is morc thnn chuotic,and weS.1Y Illal il is stronglychaotic.
OElnNI'I'ION 2.111. A function f 011 an inlerval J is !ltrflnglyclmutlc if
i. f is chaotic
ii. f hm; a denseSCI ofperiodicpoints
ii i.. f is lransitive
102
('IIAI" Ul 2 (IN': I ("'AO,
By our cOllllllenls aoove, T is slronglychaolic. As we indicated when we
defined sensitive dep<'ndence and Lyapullov exponents in Section 2.1, il is nol so
e.'1sy 10 pmveIhal Q.\ is chaotic. 'Illesame is Ime fora proofIhat Q hasa dense
4
setofperiodic poililS. or Ihal it ill ltansilive. Oy Ihe ofSeclion 2J, Ihe faci
lhat T isslronglychaolicwill imply Ihal Q is alsoslronglychaotic.
4
EXERCISES2.2
I.
Findnnesledl'.I.'qlu'llce (nn};,,' ofclosedinlervalswhoseinlersection isvoid.
2.
Fillda nested seqllcllce I ofhOllnded inlervals whose illlerseclion is
void.
3. a.
Show Ihal Ihe sel ofralionalsill 10, II is dense in 10, I/.
h.
Show11131 Ihe scI ofdyadicraliomtls in 10, II is dense in [0. 11.
Exercises4-8relale In Ihe Icnl function T.
4. a.
Find Ihe Illllllher x ill 10, I) such Ihal II(x)'" I.
b. Find Ihe 1111 III her :c in [0, I] such Ihal h(x) 10.. .
5. a.
Show Ihat IJ()... is nol Ihe image under " ofany x in 10, II.
'.
b.
ShowthatanysequcnceofIhe fonn ''-0''-,.1'2'' '.\)10", is nOI Ihe imllge
under II ofany x in (0, IJ.
6. Let [) consisl of1111 irmlionals in
II wilh dense orbits for T. Show
lhat 1) is dense in [0, I].
7.
n. Find lin irmtional number x ill IC). IJ thai does not have a dcnse
orhil.
b. l,cl /)" consist ofall irrationals in {O, 11 whoseorhits arc nol dense
in [0, IJ. ShowIhat f)" is dense in [0, I J.
8.
Let xoxh'" heasequenceof O's and I's. Forcach poSitlvC inleger Il;"tct
g(x
o
'xI'x
2
' ..., xn)= (Xo +XI +x
2
+ ... +x
n
) (mod2).
n. Show I.hnl if h(x) XO''-IX2''', then
g(X
o
) g(X(tfl)
x + -- +
+ ...
2 22
2'
h. ll!'1' part (a) 10 lind an approximation 10 within .01 of (he irrational
IlUlllher x, willI dcnseorhilandapp<'ars in the proofof'J1leorelll 2.9.
2.3 CONJUGACY 103
9. Let x = .28 lind Z = .63. Use Ule computer program NUMBER OF
ITERATES in ordertodetermineaninteger II such that IQ4(X) -zl<.001.
10. Let x =.45 and z=.99. Use the compuler program NUMBER OF
ITERA illorderto dctennincall intcgcr II suchIllat IT(x)- zl <.001.
11. Show thaI thchakcr'sfunctioll 11 isstronglychaotic.
i
3x for 0 x 1/3
12. LeI /(x) = 3x- I for 1/3<x:O;2I3
3x- 2 for 213 <x:0; 1
H.
I.et Ao denole the collection ofall sequences of O's, l's and 2'8.
Delineafunction "0: [0, I] -1Au in the same spiritas Ule fUIIction h
defined in Ihissection.
b.
Showthat thcre is a densesetofperiodic in lO. I].
c. Show that / is stronglyChaotic.
13. Suppose Um! bolll nand (n - 1)/2 areprimenumbers, with n>2.
a. FindIlleelementsin UIC orbitof 21n.
h.
Suppose Uml Ihcre arc infmitely many prime numbers n with UIC
property Ilmt (n - 1)/2 is a primc number. TIlcn show directly that
tlle tent function T is transitive.
2.3
CONJUGACY
Among Ule many features of T already discusscd arc transitivity and the
existencc ofa dense set ofperiodic points. We might ask wheUler these features
apply10 thequadratic fUllction Q4' In Ule presentseclion wewill define Ule concept
ofconjugacy. We will show Illat iftwofunctions areconjugatctooneanothcr,tllcn
onefUllction inheritssuchpropertiesas IransitivilyanddIeexistcnccofa denscsetof
periodic points from Ihe otherfunction. In panicular. Illis infonnation will apply 10
T and Q4' andhencewill yield valuablcinformationabout Q4'
Beforewedefinethcnotionofconjugacywemakcanimponmltdefinition.
DEFINITION2.11. Let J 1Uld K be intervals. locfunction f: J-1K is a
homeomorphismof J onto K provided thaI h isonc-to-onc OlllO, and
provided thai both / and f - I arccontinuous. '
Rccall from calculus Ihal if f: J-1K is a continuous, one-to-olle functioll
lhat is 01110 K. thcll / - I: K -1J is a coillinuous funcdon, f is
I
104 CIIAI'rER 2: ONE!)IMIlNSIONALCII;\05
automalicallya homcomorphism. AS:I rcsult, if f (x) =: ,l2 for 0 S x S 2. thcn f
js a hOllleomorphism of [0, 21 onto [0,41 (Figure 2.7(:1. Similarly, if g(x) '"
arctan x, then g is ahomcomorphislll of (- 00, (0) Ollto (- tr!2, tr/2) (Figllre
2.7(b. Finally, if hex) = sin
2
(trx!2) for 0 $; x S 1. thell II is a homco-
morphism of (0, IJ onto itsclf(Figure 2.7(c. We will use II whcn wediscuss
the relationshipbetween T lind laterill Ulis section. Q
4
y
4
y
I

y
trl2t.---
I" ;,. X Ir ')o.l
=====11 ,. x
2
g(x) =arct:lIlx "(x) '"sil?lty
2"
(a) (b) (e)
Figurc2.7
Wcremark Ih:11 if I is a hOlllcomorphism from J 011to K, Ulen f-I is
nUiomaliclllly ahomeomorphism fmlll K 01110 J. Forexample, since Ule function
II defiucII above isII homeomorphism, itfollows thai" I, dclinedhy
2
II I (x) art'sin y-;
tr
isnlso II homcomorphism.
SupposeIhat f J .-}K isahOlllcoll\orphism. Itisan imporlantConsequence
ofIheconceptofhomeolllorphism Ihal f mapsopen (closed)subintervals intcriorto
J ontoopen (closed)subintervals interior10 K. Moreover. if A is 11 dcnse subset
of J, then I(A) isadensesubsetof K (Excrcise 12).
Wcarercadytodefinethe nolionofconjugacy.
I)fWINITION2.]2. Let .I lind K beintervuls, IIl1d supposc Ihal f: J --} J anti
8: K ,,) K. 'Illcn f IIlId 9 IIrc conjugate (to olle IInothcr) ifthere is a hOlllco-
11:.1') K such Ihal II of= g "II. case, we write f ..g.
I.
Using Ihe facl that ,,- I is a hOll1comorphism whcncvcr h is. one can prove
Ihal if f g, Ihell 8 '"I f (Exercise II). Thus g is conjngllIe 10 I whcnevcr j
"
j", conjugulc In I: (allhollgh lite homeomorphisms II and ,,- I are normallyqllile
diffcR'll1 fmillolleanother!).
,
2.3 CONJUGACY 105
EXAMPLE I. Let
2 3 3
g(x) =x -
for x :5 and Q(.t) 3x( I x) fur 0 x :5
4 2 2
Show thaI g ..Q, where h(x) =- -
I
x +-
1
.
h 3 2

':Sollllion: Wc-will vcrify that"0 8 = Q 0 II. A routinc chcck verifies I1ml Ii isa
homcolllorphism frolll [- 3/2.312) onto (0, 11, andIllal
I '3
(II u cr)(x) := 1I(g(x =I x 2 - -3)'" - 1(2_ _3) +_1
'" - x
2
+ _
- .t
-
c
{
4 3 4 2
3 4
and
(Qo/l)(X),= Q(/I(x = 3(-jx +
I 2 3
- x +
3 4
Thereforc II u It =Q(I h. U
You might rccoglli1.C thc functiullS g und Q in Example I lL'i 11- 3/4 .md
Q3' respcctively,fromlheparlUllclri;r.cd fmuilies (8 ) and Will.
11
EXAMPLE2. Let
Q4(X) = 4x(l-x) ror O:5.l S I and T(x) = {2t for 0S.l:5 112
2(1 - x) for 112 < x S I
Show Ihat T,., Q4' wherc lI(x) =sin
2
Ifx .
,. 2
SOllllioll. AsIllenlionctl carlicr. II is a homeomorphism from [0, I J oulo [0, II.
Ontheonehandweobserve I1lal
(Q.j" M{x) = QPICQ) = Q.j (Sin
1
; x) 4
; x )(1
ix)
106 CIIAl'TER 2. ONEDIMENSIONAL CIIAOS
2
1 2
'" 4 i x)(COlI ; x) =(2sin -i xCOl! ; x) = l>ill 1rX
where the equality from a lrigonomelric double-angle fomlUla. On the
o!herhand,wefind that
if 0 S x S then (h 0 D(x) h(2x) "" sin
2
10:
2
2
if 2 < x S t, then (h 0 n(x) =11(2 - 2t) (Sin; (2 - 2x)
"" [sin (If - m:)f = sin
2
ru:
Consequcnlly (1107)(,1.') (Q4 oll)(x) for 0 $ x $ I, soIhal II 0 T =: Q4 0 II. 0
El\ample2shows lhal the lenl funclion T and thequadr:llicfUllction Q
4
arc
conjugates. lbis conjugacy will playa decisive role in our proof tJllIl is Q
4
stronglychaotic.
PeriodicpoilllsarcinheritedtJlroughconjugacy,as llleorem2.t3leiIs us.
TlmOREM1.13. Suppose Umt / ... K. lllen
It
i. hol'"I""g'"'ohforn=I.2.....
ii. If x'" isa period-npointof/. tJlen !r(x"') isa period-npoinlof 8.
iii. If / hasadensesetofperiodicpoinls,thensodoes 8.
Proof Since / '" K. wc know thnt II 0/= 8 0II. fo"or Ule purposes of1111 indUClion
It
proof,letusassume tJmt !r of"-ll= g'"-Iloll. '11lcn
h oj"' "" (h oj)oj"-II (g0 11) 01'"-1
1
=80(II oj"-II)=80(8["-110 h)=8("lo"-:'
soUmt
Iloj"1 = gl"l 0 h for n 1,2,...
ByUle LawofInduction. (i) isproved. Toprove(ii), assumethai x'" is11 pcriod-n
pointof/. TogetherwitJl tJle fact Ulat f"l(x"') = x"'. (i) implies that
gl"lC"C.t"' = (gIn' 0 Ir)(.t"') =(II 0 i"')(x"') =: h(Jlnl(.t"' =fr(x"')
2.1 CONJUGACY 107
Conscqucnlly ItCr"') isa pcriod-n pointof R. which proves(ii). Finlllly. lhc
I (A) of Ihe dCllsc scI A ofperiodicpoinlsof I contnills only pcriodlc of
by (ii). and is densc in Ihc runge of 8 by a rcmark following the dclinitioll of
homcomorphism. ..
Thcorcm2.13 hasimmedialeapplicnljontotheperiodicpointsof Q4'
EXAMPI.E3. Fillda 3-cyclcfor Q4'
5o'o/fllion. A simplecalculution shows Ihat {2n, 4n. 6n) is a 3-cyclc for 1'. By
Example 2, T = Q4' where hex) = sin
2
1t X. lllcreforebyThcorcm 2.13,
h 2
1t 2 21t . 2 3rt
sill - Sill -)
7' 7 ' 7
is II :I-cyclcfor Q,;. By calculatorwc lindIhalthc :I-cyclcisapproxilllHlCly
(.1882550991.611260467, .950484434) 0
As you can scc. it would he hard 10 guess this :I-cycle of Q hy trial IUld
4
error. OurnextrcsultshowsIImt tranSilivilyis inhcritcdthroughconjugacy.
TImonEM 2.14. Assumc (hat / '"g, and lhat f: 1 K is transitivc. '111clI g
h
is also transilive.
Proof Recall from '1llcorCIll 2.5 tJlat a function is U1U1sitive ifIUld only ifit has a
dcnseorbit. To provcourrcsull. we suppose Ulllt the orbit of x for / is dcnsc in
lhcdomain J. We will show Ihat thc orbit of hex) for 8 is dcnsc in K. To thaI
cnd. Ict U he a nonelllply opcn suhinlerval of K. Becausc h is a
homeomorphism. it follows that II - I (U) is an open subinlerval of 1. Siucc UIC
orbil of x is densc ill 1. thcrc is a positive inlegcr n such lhat ;11'(x) is in
,,-I(U). soh({ln'et is ill h(IL -I(U) = U. By0)ofllleorem2.13,
h(fnl(x = (It ,,/,nl)(x) ==
o Il)(X) = g'nJ(lI(X
'Illcrcforegllll(h(x is ill U. Since U isall arbitraryopen intcrval in K. we havc
succceded in proving lhm the orbit of hex) for g is dcnse in K, so tJWI by
'Illeorcm 25. R is transitive. ..
Wearc IIOW equipped10 provethat Q
4
issironglychaolic.
TIIEORJ':M 2.15. The fUIll;linll Q4 is strongly chaotic.
#4& 4:;;:;* l,1IL WiliIW'J '"
108 CIIAI'1T:1l 2: ONE-J)lMENSIOr-ML CHAOS
Proof l11c functitlll hilssensitivedependcnceOil illililllcOinlitiolls(mentioned
fnllowing Definition 2.3) IIl1d a positivc Lyapunov cxpOllelll (lIIclltinlll't1 after
Example 3 ofScction2.1). Either way, '4 is chuotic. Since T is transitiveIUld
has II tlense setofperiodic points, tJle samepropertiesholtl for Q4' because oflhe
conjugacy of T and Q4' anti because of'111eorellls 2.13 mltl 2.14. '1l1ese obser-
vations together imply Lhnt isstronglychaotic. Q
4
In ourdiscussionofI" g. we have previously lL'iSllllleti Illlll It is ahomeo-
h
morphism. 'nlerellrcimportantcm;es in which the homeomorphism is nlso II linear
functioll. We say IIIat 1 anti g are linearly conjugate if thcre is a Iinenr
hOllleomorphism 1/ such tlUl1 I'"g.
h
THEOREM 2.16, Let
2
1(x) (/X2 + /Jx + c amI g(x)
rx + sx + I
where a-t0 IUlti r-t0, antiwhere
- S2 + 2s - 21} +
c
(I)
4a
'!llen 1 lUld R are linearly conjugate to onc anothcr, with associatcd homco-
lIlorphislll givcn by
a b s
- x + (2)
r 2r
Proof Let hex)== dx+f. Wc will provc that therearc constants d-t- 0 lI11d e stich
thai "01 8 0 II. Now (II o/)(x)=<R oll)(x) if h(f(x=g(lI(x)), Illlll is, if
dfat
2
I- b.t+c) + e == r(dx +e)2 ... sCd;:+f) + I
orequivalcntly.if
2
dllt + diu -I (de +e) rePx
2
+ (2rcle -f .w/)x f' (re
2
1- Sf+t)
Collccting oflikc powcrs of x.
amI IIsing tllC hypothesis thai r -tn.
wcfind tJlat
. a
X2 tenus;
da =nl2, solhatIrd n, then d
r
lJ-s
x tcrms:
db == 2rde + sci, sotim! If d -t- 0, lllCIl e
2r
If
-,
2,) CONJUGACY .09
conslant lemls:
de + e = re2 + se + I
SubstitUting for d anti e in Ille lastequation,weobtain
2
-
a
c +
b-s
/J-s b-s
= r + + 1
-
r 2r ( )
-,
whichytt:lds -
4ac + 211 - 2s b
2
- 2bs + S2 + 2bs _ 2r2+ 4rl
-,
Solvingfor c anti using Ille factthaI a-I; O. weconcludetlull
b
2
- S2 + 2s - 2b + 4rl
c
4a
whlelns (I). WeconcludeIllat for Illis valueof c, 1and g arelinearlyconjugate,
willi " as given in (2).
In erfect.'11lcorem 2.16saysthaieachquoomlicrunction g is linearly conju-

gate to a sulwblc vertiCll1 shift ofally oilier quadmllc function I. 'Ibc shift of 1
mllstbe such I1ml lllc COllst.1ntterm c of1satisfics 0).
EXAMPLE4. LeI g,,(x) =x
2
+c and Q/J(x):= JLt(I- x), willi 0<Ji <4. Fintl -.
c and h so11m! gc AQ/J alld II is linear.
SO/lIliolt. WelJ!'\e Theorem 2.16willi I1le following substitution!!:
a = I, b 0, c =C, r =- Ji, S =Ji. 1 0
Using(1). wc find Illat
112 - ,r2 + 2s - 2b + 4(/ J1
c = = __
+ !!
4a 4
2
'\lIen !:c i: QI" where hy(2), II satisfies
a IJ s t I
lI(x) = - x +
=--x+-
r
2r
Ji 2
'111is completes Ule Solulion. Q
116 CIIArTIlR 2: ONEIlIMENSIONAI. CHAOS
In a falJJiosJ. olle can !iiIwa' rhaf 11.1e folJolll-mg arepainl'il>e conjuple
(""i{11 appmpri3k dom.aimand 0( II. r. aDd c):
2
Qi
x
) J1.\'{I - x), (2- J1}x - j1X2, Kr(x) = C - x , and f(Jt)'"1- Cx
2
EXERCISES 2.3
I. Let I,/x) = (2 j1)x j1x
2
for x in some interval L. Detennine L sothat
1p hQI" (Notice that II i.e; Ihe sume for holl. fUllclions.)
2
2.
Lei K/r) =c - x for x in an inlerval L, rind Land c so that Q"
lind IIrc linc.-uly conjugate.
3. Let /;.(x) '" I Cx
2
forall relll x.
:I,
Assume lImt {!,l is delined for 1111 real x. Show Ihat for a given Jt.
'here is 1\ cOlIslllnt C such Ihnl ,.;: lind (I,. arc linearlyl:()njugalc.
h. By altering the C(}IlIpUICr program BIFURCATION, show thai Fe has
a 3cycleif C>7/4 anddoesnot [Ippear tohavea 3-cycleif C<7/4.
('Illus 7/4 is a special bifurcation pointof F;..)
c. Use (b) 10 show that Q hasa3-cydeifj1 > I+2V2 "" 3.828427....
p
4. Show tJllIt for any given c. tJlCre isanapproprime C such Ihal the fUllctions
and fc appearingin Exercises2 and3are IillCarlyconjugate.
5. UsingIhe fact Ihat ami T areconjugates,approximatea pcrio<ln of
Q4' where
n. n =4 b. " 5
6. Lei .f,,(x) ::(2 - j1)x IH2, for 0 x I, where 3 <J1 < 3.25. Use
Excrcisc I 10 show that a2-cydeexisls for and lindit.
7. Lei fer) and lei R,/r) x - 1-/.1". whcrc JI is a posilive l;onstallt.
Showthai there is nonOlllrivial polynomial II such Ihal f h
8. Is Ihcrenlincar fllnction " on II sllfh Ihat Q.I is Iinc:lfly colljllgntc 10
Ihe lent function n El':plnin orwhy/101.
9. Suppose thai 0 < JI < 4. Docs Ihere cxisl:t ,l ill (0. I) such that Q'l
alld 7i IIfC linearlyronjugnle? Explain whyorwhy not.
10. Supnl)se Ihal (""I! and I: k. where " and If arc Iilll'ar. Show Ih:1I I
I"' " . h' II
arul k :Ire linearlyconjllgale.
2.3 CONJUGACY
HI
11. fhaI Iv g. ShowihIII: g '" t
., ..
12. Lei I: J K beIIhomeomorphism.
a. Let U be 3nopen inlerval interior10 1. Prove that 1(fJ) is an open
interval intcriorto K.
b. Prove I1ml if A isdense in 1. I1len I(A) isdense ill K.
13.
Let bea parmnetri7.ed familyoffunctions,andIlSsume Ih:,( xI' isa fixed
pointof 1;" for all 11. Dennea parrunetrizedfamily {gp} suchUmt forench
j1. 1p" Rp. mHI 0 isnlixed point of Rp.'
14. Letg:[0, 11
. 1
I} be contlllUous, and IctI(x)= 3 g(3x) for 0 S x S 1/3.
n. Finda linearfunction II such Ihat I" g.
h
h. Let F hedelined
2/3 + I (x) for () s; x S; 1/3
F(x) (f(1/3)](2 - 3x) for 1/3 < x
S 2/3
j
X - 2/3 for 2/3 < x
(Figure 2.8). Show that F has one fixed point, mld that all oUler
periodic points of F have double the periods of the corresponding
periodicpointsof g. (Hint: Usepart(a) toshow Illat I'" g. andUlen
h
showUlnt pf2nl(x)=jnl(X) forall x in [0, 1131.)
y
y
'>x I" V t >x
1I3 2/3
Figurc 2.8
r
112 ClIAI'rER 2: ONEfJlMENSI(JNALCHAOS
2.4 CANTOR SETS
InSections lind 2.3 we studied the funclions QJJ for () < II :S: 4. Now ill
Ulis final seclion ofChllpler 2 we will siudy Ule behavior of for II > 4. 'Ille Q
il
first substantial difference we notice is thatif II> 4, then Ihe rangeof QJJ is nol
totallycontained in 10, 1] (Figure2.9(:l. In oursimly wewill inlnxluceseveral
kinds of sets, such as closed, perfecl, uncnulllable. andCantorsets, AsII rcsult, Ule
section is more technicaland theoretical Ihan thoseIIll1t havcpreccdcd it.
Throughout the seclion we will :JSSUIllC thai II> 4. The graph of
eXlendsIIbove thclillc y'" I, soIhal in ordcr10 hc:Ihlc to dcscribe UIC ilcralcsof
x in Ihe domain of QIl' wc nccd 10 cnlargc Ihe domain. This we do hy laking the
domain of QJJ 10 be (- 00, 00) whcncver II> 4 (Figure 2.9(b. '!lIen surely Ule
rangeof Q
JI
is conlaincdin thedOIlUlin! If x <0, thcn
Qlr) =Ill'(1 - x) < x < ()
(I)
so Ulat {Q:l(x)}:= I is a negative, decreasing sequence. If il converged, its lilllit
would need In he a lixed point of QJJ by Corollary IA. lIowever, by (I) there are
110 ncgativcfixed poinls,sotlml wcconcludcIhal
Q17'(x) 00 for:lll X < 0
(2)
y
y
>x >x ,_
(a) (b)
Figure2.9
If Q/x)> I, Ihcll Q'!'(x)= QIl(Q/r< 0, so Uml by(2), lilll
n
__ Q';1(x)=
- 00. 'lllUs if lilly iterale of is grealcr thall I, then the succcssive iterates
approach - 00, Figures 2,IO(a)'-(b) show Ule hchaviorof and when Ii =
S, andgive,III indiclIlionoftheunboundednessofiterates.
Allhough lIIany iterates cOllverge to - "". it is lhose x in [0, I J whose
HerMes remllin in [0, II Ihat we will study_ 'Ille set of mllnhcrs ill [0, I J for
which (J:S: Q1'<.1') :S: I consisls ofIwo dosed slIhinlerv,lls which we will call .III
ami .112 (Figure2.11(II)). Theset011 which 0 U:?' 1 cOllsistsofthe fourclosed
2.4 CANroRSilTS 113
y
y
121 p\A).x
_I \ J \
Q
s
I. )j,.x "'"
-I
-S12snS6
(n)
(b)
Figure2.10
subintcrvuls ./;.1' ./;.a' ..Ii>, and ..Ii4 (Figure2.ll(b. In gelleral,at Ule nUl Slngc Ule
set011 which O:s: Q;J:s: I consists ofUle 2" dosedsubinlervJlls1,,1' 1,,2' ,."' 1 ."
WeobservcUtal + 1}In for all n, IUld all k alld 11/ in II. 2"). Next. let"l
K,. =1"1 U 1,,2 U'" U 1
,,2
l11erefore K,. is the collectioll ofnUllumbcrs ill l"k for various k. AlIemalivcly,
K" consistsofnil pointsin (0, I] whoseitcratesUlrough UIC nUl Itcrale iil: ill 10.
y
..
y
r 'I l '\l=:.x
-I
, "> X
J21 122 1
23
124
(b)
Figure 2.11
114 OIAI'TER 2: ONEOIMENSIONALCIIAOS
Moreover. K,.;J Kn + I forall n. Finally. let
Cp '" thecollecti()nofall points in [0. I] that arc in each Kn. for n = 1.2,...
By itsdefinition, CII consist" ofthose points in rO, 1) all ofwhose iterates lie in
{O, 1]. Does CII contain any poinL"" II docs, for it cont.1ins not only tile fixed
points 0 and 1 1/,1, hut all periodic points of Q (Exercise 9). We will
p
discoverlaterin Ule section thatC
p
contains points thatarenotperiodic.
TheCantorTernarySet
You may have noticed that the set CII isdescribed by UIC Sllmc process, for
cveryvalueof II > 4. In order to study the special features ofthe set CIl' we will
focu!l on onc!lingle!let C in the interval {O, I] thatnotonlyis described in a way
analogous to thedescription ofthe!lets CIl" hilt whosedefiningsuhintervalsall have
Ule samcsir.eat eachstage.
Spccincaiiy. W<: .ki.;;;;. C hj' first S(!tcting the two dosed suhintervals Ii I
and 'h of length 113 shown in Figure 2.12, tilen !lelecting Ule four clo!led
suhhuervals P:zI' P:z2' li3' and P:z4 of length 1/3
2
(Figure 2.12). lllc process
continues indefinitely (as wilh the construction of CIl)' At UIC nUl slagewcselect
2" closedsuhintervals Pili' oflength 1/3
n
, twoeach frolll each ofthe
subintervalsin the(n - I)stslage. If
L PuPu"'uP
It nl ,,2 n2 fI
then wedefine C asfollows:
C = thecollectionofall pointsin rO, I] that arcin each L , for fI = 1.2....
n
Theset C is called the Cantorternaryset. llle word "temary"means third.and
indicatesUlat atcachstageUle middlethirdofeachremainingopenintervalisdeleted.
'nlenameC...antor honorsUle Russian-IxmlGermanmaUlematicilUl QeorgCantor;..be
.....
o
o "11 1/3 7J3 "12
() 1/9 2/9 l' 113 7J3 7/9 11/9
"21 22 1'2} 1'24
Figure 2.12
2A CANTOR SErS 1I5
dcvclo/lcd the thcoryofsclsII ccnluryngo. JIisworkhaslindaprofoundeffectonthe
logical hasisfor theoremsofcnlculuslind highermalhematics.
In the discussion belowwc will idcntifysevernl b<lsic fealures of C. Because
ofthe similar ways that C lIud C
p
arc constructed, with a minimulll ofeffort we
will then be ablc 10 associate features of C willI corresponding features of C for
II> 4.
il
'/lIe fin,t property concerns closed sels. A set is said to be closed if it
contains all its limitpoints. In otilerwords, a set D is closedifwhenever {Xi};; I
is a sequence of in /) such Ulat lim
i
...... Xi = X, Ulell X is also in D. It is
evident that :my closed interval is a closed scI. In addition. any finite point set is
closed. as is the union offI finite numberofclosed intervals (Exercise I). Also tJle
set conl;isting of the sequence {lIfI}:;'" I and 0 is closed. By contrast, Ule set of
mtionnls in the interval [0. I) is not closed because, for exanlple, Ule irrational
number .50550555055550555550 is the limitofthe rational numbers.5, .505,
.5055, .505505, ....
Now we will show thnt C isclosed.
LEMMA 1. C is closed.
Proof. Byourremarks nbove, for each fI Ule set Ln is closed since it is Ule union
ofII fillile cullection ofclosedintervllis. Next, lei {.ti}T.I bensequenccill C wilh
limi... Xi =X. By the definitionof C. the sequenceis in Ln for each II. Sillce Ln
is closed, it follows that X is also in Ln' Consequently x is in C. '11lereforc
cvery limit point ofa sequcnce in C is ill C, soIlml C isclosed. III
Thenext properly is lotal disconnectedness. A scI D is totally discon-
nected if it conUtins no nonempty open intervals. 'nlUs finite point sels. Ille ra-
tionals in Illc interval (0. I). and the sequence {1I11};..I arctotallydisconnected.
In tlle proofofLelllma2 we will usc Ule fact tilalevery nonemptyopen interval has
positive length. (lnd hence iL, lengtJl is largerllulII 113" for lUI appropriate positive
integer fl.
LEMMA 2. C is totally disconllected.
Since Ln consistsofiutcrvalsoflengtJI 1/3" and since C Ln for each fl.
we conclude from Ille remark preceding the lemma Uml C cannol contain ally
noncmpty open intervals. Thus C is totallydisconnected. III
TheIllird property involves perfectsels. AscI D ofrcal numbers isperfect
providcd that it is closed and each ofits points is a limilofoUler poi 11 IS in D. Any
closed interval with more Ulan onepoint is perfect. fiy conlrast.anyc'Iosed set willI
isolated pointsis nol perfcct.
LEl\1MA3. C is perfect.
117
116 OIAl'rER 2: ONEIlIMl:NS10NAI. CIlAns
Proof. We know lhllt C is closed. hy LCIII1lla I. Let x he ill C. ThclI for each
positive integer n, UlCre is II positive integer k(n) in [I. 2
n
l dcpending 011 n lind
such Ulal x is in P"k(nl' Dy Ihc definition of i!.k(,,),
I!,klnl len + I)k(" + I) U 1(0 + I)m(n + I)
whcre IlIC two seL'> Oil !lIC right-hand sidc IIrc dosed and disjoint. and where.y is in
Prn + + II' For each n let y. be in Prn .I)mln + I)' Sincc
Pr.+ l)ni(" +I) lire disjoinl, wc know that x 1" y", lIowcver, since x
in P".(,,) and since UIC Icngth of P""I.) is 113", wc know tlmt
'111crcfore C is perfccl. III
LCllImas 1-3 together yield the following IhcorCIll.
Prn +Ilkln + II and
and y" nrc bolll
lilll ..... "" Y. '" X.
TlmOREl\t 2. 17, C is a closctl, bounded, discollnectcd ami subset
of 10. 0.
Scts of real numhers !JllIt IIrc si1llul\ancol1sly closed. lotally lIiscollllccleti :lIld
perfect play II sigllificlilll role in analysis. mill nrc accorded II specialnamc.
DEFINITION 2,18, A set [) of rca I nllmhers Ihal is closl'd.tollilly disconnccll't1
nlltl is clllled II Cnntur set.
Dy thc definilion of II Canlor set, C is II Canlor scI. Anolhcr pmperty of C
is thlll it has a "Iargc" infinitc lIumher of poillts. To lell what we Illeall hy a "Inrgc"
infinite lIumher of points, we will definc counlable and IIllc()ulltuhle SCIS. We slly (jill!
11 subset l) of relll 1I1111lhers Is COli ntllhle if we can lisl all of ils membcrs ill !J1C
fushion (/,. (/2 ..... where Ule Setillcllce Is cither finitc or inlillile. In lIIalhenmlical
language lIlls llIeallS UUll we CIIII lind a Olle-to-Oll(: fUllction F from f) into !Jle scI
of positive illtegers, It follows !JllIt linilc SClS. as well as Ihe sequencc arc
coulllnhie. Any SCI thal is nOI coulllable is uncountllhle. We menlion thaI
UIICO\llllllhle sels are larger Ihan countahle olles. sillce ullCoulllllhle sels lire so large
lIwl Ihey canllot be idenlil1ed with subsels of Ihe posilive illtegcrs. As a result. if /)
is Ullc()ulltnhlc and /) !lIen E is also ullcoulllilhle. Below wc will show Ihat
the collection of IIl11l1bers in the intcrvnl 10, 11 is llllcolllllahlc.
TJlEOItEI\I 2. JI). liel or posilive nlliollal Illllllhcrs is cUlI/Jlalllc.
Proof I.ct F he Ihc fllnclioll whose domain is lhe sci of posilive ralillllallllllllhcrs
mid whose valucs arc positive inlegers. defilled ill Ihe following way. Fur allY
fIIlionulllulllher fllq in reduced forlll. kl
[:(1'11/) :; 2
1
' 1'/
2.4 CANTOR SHS
To show thai F is onc-Io-one, wc Suppose lImt F{plq) F(rls), SU !Jmt
2
P
3
q
= 2' 3', orcquivalelltly, 2P -' 3'-q
LCI us assumc wiUulUt loss of generality Ul<lt p > r. so Ulat 2P -, is an integcr.
'Illc only way 1.11<11 a power of 2 can equal a powcr of 3 is for lIle powcrs to he O.
'Illcrefore p - r= 0 =s- q. so Uilit P =r nnd q=s. 'IllUs plq rls. Conscqucntly
F lsollc-to-one, so Umt Ule set of positive rational numbers is a countablc sel. III
-
Usillg 'Illcorem 2.19, one call show Ilult UIC collection of all rationals is also
coullt.1ble 2(b, III addition, sincc UIC sct of rationals in (0, 1) is a subsc!
of !lIe positi ve rationals, lind since subsets of coulllllblc scts arc :Igain countahle, we
have !lIe following corollary.
COROLLA RY 2.20. 'Illc sct of rational numhers in (0, 1) is coullLable.
Next, we will prove t11l1l UIC set [) of irrational numbers in (0. I) is
uncountahle by showing Ulal !JlCre is no one-to-one correspondcnce betwccn [) and
!Jle set of JlOsitive integers, Bcfore proving Ule result, we 1l1ltC that c<lch numher ill
(0. I) Il<Is a decimal expansion (which is IIOt nccessarily unillue). l11c cxpansion is
rcpcaling (likc ,23495",) if alld only if UIC number is flltional (Excrcisc 2(a.
TIIEOI(EM 2.21. The set of irrlliiolluillumhers ill <0, I) is UIICc)Ulllablc.
Proof We will provc the result by contradiclion, Suppose !JIIlI D wcrc countable,
so wc could list its mcmbers as (d"l;"I' as decimals:
dl = X
II
X
lro
.l.'14'"
d2 ;:
d3 = X3IX32X33X34'"
dol =
In gencral,
d" = X"I
X
"2"t"yt,,.{"
x
Suppose thai we were 10 defllle 7. 10 he Ihe llulIIllCr ill W. I) with Ihe decimal
expansioll 1.,1:27.3 '" ohlllillcd hy assigning 1.. = I if x". O. and 1." = 0 jf
rIII
1" O. Then 1. 1" d" for cach n. so that z would /lot appear in fhe listing of
lIlelllhers of D. Ilowever, !Jlcre is no that z would be
nced to he lIIore careful in dcfining l. Specifica.lly. let z have fhe decimal
exp:IIlSiOIl 7.,7.21.3 '" ohlllincd hy Jelling z =I if x O. and 1: == 0 if x ,. "#
(}
r I
' or eac I n.
'1'1
liS
.
cnsures
tI
Hit l1"
d
"
'r
.or cvery n.
n2
so 1: IS
.
1101111
2 1.1 .."- f
or Ie hSllIIg
/), To guaranlee Ihat l is irrational, we will insert enough different sized strings of
))8 ClIAl'mR 2: ONf:.DIMENSIONAI.CIIAOS
O's and I's into the exp.1nsion for Z to make certain that the is not
2
n
repeating. We do this by lelling z* '" 0 for all k striclly hctween and 2n+I if
2
n
n is even, and z* =I for all k strictly between nnd 2
n
+ I if n is odd. '1l1Us
tbe expansion of z is not repeating, so Z is irrational and hence in D. I Iowever.
z is not in the proposed listing of D. which means I1ml [) is ullcounl:lhle.
Sim.'e the intervnl rOo II contains the uncountahle set of irrationals in [0. 11,
the following corollary is immediale.
COROLLARY 2.22. 'Ille set of allnlllllhers in 10, 11 is IlIIcolllltahle.
A slight alteration in the proof of TIleorem 2.21 yields 1I1e following result.
COROLLARY 2.23. '111c set of all seqllences of O's and I's is IlIIcolllltahlc.
It is possihle Itl show that hctween mly two rational numocrs ill <0, I) there
are infinitely many irm1inll!ll ntllnhcrs, mid hctwccn any tWI} irralinnnlllllluhcrs in (0,
I) ulcre nre infinitely Illnny rntional numhers. So how can the set of rational
numbers in (0, I) he cOllntahle, whereas 1I1e set of irrational numbers in (0, I) is

Ullcolllltnhle? 'Illcre is lIothing faillty in ollr lIIathematics; the parnllox shows I1mt
"
our intuition can sometimes he fanlty,
Our next goal is 10 show that C is uncountahle, 'Ille uncountahle set A of
all non-finite sequences of O's and I's will come in h:mdy, To start witll. recall
from the proof of Lemma :1 hefore "1l1enrem 2.17 lIml if x is ill C. thcli for cach
n, x is in the suhinterval of length Il3
n
, where k(n) is ml appropriatc
integer such that I $ k(n)$ 2n. Let II: C A be defined hy
o if k(lf) is all evcn integer
"(x) "" XiX:!''"'''. wherc xn
.
{
I if k(lI) is an odd intcgcr
'Ille function II and the sel A are related to the function and set wilh similar IWllles
lIml appearet! in Section 2.2. For convenience we have altered \lIC initial indcx of IllC
sequence h(x); the set A 1I0W includes all finite sequences as well as non-flllitc
sequences. We will prove that II is a one-tn-nne hetwecn C -;,
and A, thaI is, II: C A is one-to-olle and (IIItO.
THEOREM 2.24. " is II ollc-Io-one correspondcnce betwcen C amI A.
Pronf To show that " is Ollc-to-one, we noticc that if
X
1
X
2
",' . .
then '" )'1' X2 := )'2' X == so Ihal X amI y holh in thc salllc y,. ..,' x
J
suhinterval for all n. Since thc of /1", is and appfll:lchcs 0
2.4 CANTOR SETS
119
as n incrcnses wilhout bound. it follows uml h is olle-Io-one. To show \llal /I is
onlO, let be nil arbitrary sequence of O's and I's. Pick 1IlC SUbintervals
PU (2)' ... satisfying tile conditions:
x in
Ulal lI(x) begins Zl
X ill P2A(2) implies Illal Il(x) hegins z17.2
X in p)w) implies Uml Ii(x) begins 2:
J
Z
2
7.)
In general,
x in implies Umt I!(x) begins ZI Z2 Z) .. zn
Sillce
Ilk\l) :2 I U(2) :2 :2 '"
mid each of Ule is closet! mid bounded, Ule Ileine-Dorel Theorem (,lllCorCIll 2.7)
implies ulattllere is n point x'" tlial is simultaneously in Pnk(n) for all n. By \lIe
definition of II. lI(x"')== ZIZ2Z3"' so \llat II is onLo. ConsequenUy II is a one-to-
one correspondence hctween C and A. II
COROLLARY 2.25. C is uncountahle.
Proof Since A is uncountable by Corollary 2,23. nnd since h is a one-to-olle
correspondence between C nnd A, it follows ulat C is also uncountable,
Now we have finished presenting 1I1e special features of C, including ule fact
\llat C is a closed, IOlally disconnccted and perfcct set (hence a Call1or scI). and is
uncountahlc. We will usc UIC infonnalion we have ncclllllulaled nhout C w; we
discover properties of Q (for J1 > 4),
il
Strong Chaos of Functions in {Q1J
What lies :Ihead in this section is to show lIlat Ule subset C of [0. JJ
il
associated wiUI Q
il
is a Cmllor set 011 which Q
p
is strongly chaotic. First we tum
to Ule set Cp Rec.111 lImt bolll C and C were defined Ulfough nested
JJ
sequences of disjoint, closed subintervals of [0, IJ. The proof uml C is closed ,Uld
uncountable carries over to show that C also is a closed and uncounlable subset of
il
[0. 11. If we knew thm the lengtJls of the defining suhintervals J"k of C shrank to
p
o as n increa.sed without hOllnd, thcn we could IIlso the corresponding proofs
f
110 OIAI'ITIR 2: ONE DIMENSIONAL ClIAOS
(!lIt C In C,. i'\ 1I1b"'1 di"I;f_,.ck:ll;m.1l i!\ perfect.
u( t)Ol.IW-"".:4 ",1''-'1;4 m\l;f",",," ':111)1\ \1> (tJDe
Exercise 6). Although it is (lOS!;ible 10 prove thal whenever J1 > 4 I.he leflgtil (l{
converges 10 0 as II incrcases withoul bouml, the proof is much Ics!; cOlllpli-<:alc(\
whcn J1 > 2 + ys .. 4.236, 'llic reason is thai
if J1 > 2 + ys, lllcn IQ;(x)1 > I for all x ill 111 V 112
(4)
(Exercise II), l11c proof Illat thc Icnglh (If J
nA
shrink); 10 () will be b;L"C(\ 011 tllc
observatiollillat if 0 S/(x) S I and If'(x)l> s> I for all x in [a, bl, then Ule
length of [0, b1 is less thnn I/s. In(\ee(\, since () I (x) S I for nil x in [a, Ill.
If (11) I (a)1 S I - 0 = I (5)
Since If'(x)1 > .s > I, Ihe MCIIII Vallie '!1lcorcm implies Umtlhere is a w in (a, /1)
such Illat
!f (il) - I (a)I = !f'(w)llI) - (II > sib - 01 (6)
Combining (5) lIU(\ (6), we deduce thlll
I !f(/J) - 1(1l)1 > sib - at
so lhat Ib - (II < lIs, as lIsserlcd,
THEOREM 2.26. Suppose Ihal Ii> 2 + Vs. Then Ulcm is a constant ,> I
stich thnt .Ink has length lcss 1111111 llr" for ellch II allli k,
Proof Since 111 V 112 is closed atld is c()lltinu()us, it follows from (4) Ilmt
there is a conslant ,> I such Ulal IQ;(x)I > , for all x ill 1 U 1
12
, Our first
go,-II is to show Ihat l(Qt
l
), I >,n Oil for each k, To prove it, let x be ill
1"k' By Ule definilioll of J
nk
, o:1
l
(x) is ill .III U .112 for j = 0, I, 2, .. ,' /I - I, It
follows that >, for j = 0, 1,2.... , II - I. lIy the Chain Rule,
I(Q';I)'(..)I =: - - 21(x1 .. , > ,n
>r
>, >,
'I1111S we haw proved Ihat 1(<2';1)' I >,n Oil ''',k' Tn complete Ihe proof, we write
1nA 81; I)', d. Since () S Qt'I(y) S I and 0 I, thc COllllllellt before Ule
lemma implies that Iy - zl < lI'", so that the length of .1.k is less thall ",".
2.27. Lct II> 2 + V5, '!lICU CI' is'lII un<:olllltahic Call1or scI.
2.4 CAN'fQR SETS
121
Proof l'l!eorem 2.2ft. the lim!: \1\.,'1(. ",tt."",,, I\." tf> 111ut r:J> ,-; ,,,,,.II-!
"'''-Yid:-. .....t f.'f, ... Al. f.,,,, (, I.
bI.... 3 be',,,#;; 2.17 and CorQlla.-y 2.15} We have ;sJu.:...oy ULit1 I:'>
dOlled. '1lICrefore CII is a Cantor set.
Wc know 111111 Q
II
mllps CII inlo CI" :m(\ Ihat CII is an uncountable
Omtor set. Thercfore ill Uleory it is possible for Q to be strongly Chaotic on C/J'
II
In Or(\er to ad(\ress Ulis question wc introduce Ute notion of (\isl:lnce betwccn two
......

Let A (\cnole, as before. the collection of sequences of O's an(\ l's, To
simplify noi:llion we will wrile X for Ihe sequcnce XIXrt)''' and Y for UIC
sequencc )'1Y,zy3"' 11lcn UIC distance between X an(\ Y, wriUen IIX _ YII. is
defined by Ule forlllul:1
IIX - YII ::: .f lfk - }l'
hi 2*
Sillce !Xk - )A,I = () or I, it follows thai
i: lr. y*' S i =
1... 2 *31 T
'111h; distance function has several important properties:
i. 0 S IIX - Ylt for all X and Y, and IIX _ YII
o !lilly if X = Y
ii. IIX - YII ::: IIY - XII fur 1111 X lind Y
iii. IIX
ZII S IIX - Ylt + IIY - ZII for all X, Y. Z
A distance fUllction wiUI propenies (iHiii) is called a metric. 'Illc set on which Ute
mctric is (\efillcd. along wiUI Ille metric, is a metric space. l1lUS A wiUI ils
disl,U1cC fUllction is a lIIetric space.
Next we lIotice UUll
if (he inilial /I lenllS of X and Y lIrc i(\cllIical, thclI IIX _ Y11 s 1/2"
(7)
'Illc relL"OIl is lhat i II I h is case,
IIX -
I Lr. - )'A' I _ =
YII
S
*=n + I 2* *= n .. I 2* 21t
122 C'1IAI'Il'_R 1: ONto J)lMENSIONAL CIlAOS
A similar IIrglllllcnt shows thai
if IIX - Yll < 1/2", then Ihe initial n lenns of X and Y IIrc equal (8)
(Excrci1\C 14). Con1\cqllcnlly X and Y arc closc logcthcr prcciscly whcn 1Ilcir
initial scvcral tcnns are idcnlical.
Now wc dcfinc thc Jert shirt map S: A -t A oy
S(.t
l
Y3'" ) = X
r3
X
4
'"
111C cffcct of S is 10 dcletc tllc firsl tenn of Ihc givcn scqucnce, Illcrchy shifting all
tcnns to thc left onc placc.
Wc would likc to hc aole to show HIlII S it> a conlinuous function. lIowcver,
Ihc domain of S is II sci of sequences, nol II sel of rcal IlII111hcrs. As a result. we
nccd to dcfinc wlllli wc mcnn by colilinuity for II functioll from onc mctric spncc 10
anolher. To lhal cnd. Icl f lJ -t E. whcrc J) has mctric II II and E mctric
III III. Wc say Ihal f hi nmtlnunus at x in {) if for lillY arbitrary e> O. thcrc
is a number 8> () snch Ihal whcncvcr z is in {) and Ill' - zl1 < 8. it follows Ihm
Il!f(x) - l(z)1II < e. Moreover. if f is continuous al C<1ch point of ils domain, 1I1cn
wc say that 1 is a cnnlinUnlls rllncUon.
2,2ft. S: A A is conlinuous.
Pmo! I.ct .t hc ill A, and let e > O. Choosc a posilivc intcgcr n such that 112"
< e. and Ict 8 IIr. It follows from (8) Ihat if IIX - }'II < 8 "" 112", Illcn 1I1c
inilial n tcnns of X and }' arc idclltical. so that
IIS(X) S(}')II
1
-)*+1 < " k
< E
+ - 2
I
1
k",,,+l 2k k=,,+l
2"
'Illereforc S is a cOlllinllous functioll.
Thc notions of sensitive dcpendencc on initial condilions, densc sct of periodic
points, anef dcnsc orhil that wcre dcfincd for functions whose domains
can Ix:: cXlcndcd to allY mctric spacc (hxcrcisc 15). If D is cndowcd with a mctric,
1I1cn wc will say Ihal a function f: J) -t D is I'll rongly chaotic Oil D if I h:15
scnsilivc dcpendencc 011 initial conditions, a densc Sci of periodic poinls. and a dcnsc
orhit
2.29. S is strongly clmotic olillie scI A.
Proof 'I'll show Ihal S has sensitivc dept.'lldcllcc on inili:11 condiliolls, wprose Ihal
2.4 CANTOR SlITS 123
X tllld Y lire distinct elemcnls in A, 'Illis mcans llWl !Jlcrc is somc n for which
x" Y,, Sincc S shifts a givcn scqucnce left onc tcm}, s(n.l) shifts a givcn
sequcnce left n - I lenns, 110 !JIlIt
It - IIS{"IIp., _
Il v r x '" Y.' v Y. ... II . n ""
"".-" + 1 n + 2 - "'" + I n +2 2 2
Thus S has scnsitivc dcpcndcnce on initial condilions, Next wc will show lIlal S
admits II dellse set of pcriodic points. Noticc !Jlllt since S shifts lenns left, 1IlC
periouic pOillls for S arc thc rcpeating sequcnccs of thc fonn X X2-t'3' "x '" for n
I. Now supposc that x == is allY clcmcnt of A, ruuJ
I
n is
n
rulY positive
inlcgcr. Dcfinc Y oy
Y = thc repeating sCtlucncc X x
r3
'''X" '"
1
'111CIl Y is periodic. Morcovcr, sincc Ihc initial n Icnm: of X and Y arc
identicnl, (7) implies lhat IIX YII 1/2". Conscquclllly the periodic points arc
ucnsc in A. Filll'lliy, Ule sequencc
of 0 J 0001 lO 11000001 010 OIl 100101110 101 ...
(in which jill n-tuplcs of O's and I's appear in ordcr, for each positive intcgcr II)
has a dcnsc oroit in A, since any partial scqucnce X X
r3
"'X" Ilppcars somcwhcrc
insidc s. Wc conclude that S is strongly chaolic.
1
If IJ and E arc melric spaces, UICII we say Ulat a funclion f IJ -t E is a
homeomorphism if 1 is one-Io-one, Ollto, and continuous, and if 1-1 is also
continuollS. For examplc, the fUllclion f [0,2] -t [0, 4J defined hy I(x):::: x 2 is a
homcomorphism if the mctric on [O,2J :md [0,4] is 1Ile usual distancc function. If
lwo IllCtriC spaccs f) and E arc homeollIorphic, Ulen in many ways D and E are
similar. In particular, Illey contain 1Ile same nUlllber of elcmcnt.s, ruld small distanccs
in onc spacc corrcspond to slllall distances in 1Ile oUlcr space. It is willI Illis in mind
lIWl wc will define a homcomorphit>m Hp: C
p
-t A, so Ilmt lhc fact Illal A is
strongly chaolic will yield corrcsponding infonuation about CJl'
Recall Ihal x is in C
p
ir and ouly ir all UIC iterates are in (0, )I,
which means llull r or cach n. is in eithcr 111 or 2' Wc will associatc x
in Cp with Ule sequcnce in A whose fIliI tcnn notes whcllicr Q1
n1
(x) is in 111 or
is in .112 ' Ict lip: e,l -t A hc defincd by
o if Q1
M1
(x) in 1a I
XIX].rl ... where x.
(
J if is in 112
ft:
ONH/)lMFNSIONAL('!lAOS
JZ4
"''>CI<.. ...... lAaf 't11,:-1:, 'r". "m '... iii .nllCfI; ,
kl(:nt('\l The fUlKti<.ln Hp. is closely III the function h: C ---l> A thai
provedIn'!lll'orC",2.24tobenonc-tn-one
THEOREM 2.30. Let 11 >2 + VS. '\llcn thc function Hp. is II homco-
morphism from Cp. onto A.
Proof To provc that Hp. is onc-Io-one ami onto onc can make the
modificationsoflhc proofof'111corem 2.24 (Exercisc (3). '11lcrcrorc wc needonly
showIIIl1I JIll awl 1/1;- I arc conlitmous. Toprove lhal II" is continuous, ICI t >
0, IIlIdlet..( hean mhilmry pointin C I:urlhenllofC. let n besolargc lhat 1(2"
w
<e. Next. pick 8>0 so Slllall thal if z is in C" and b: - zl <8. thcn xand
z liein the same for j::= O. I. 2. 3....,/l - I. (Sucha (j cxists by virtucof
'l1lCorelll 2.26,) For such II Z. thc scquences lIix) IIl1d 'Vz) hnve Ule !ilUlle
initial n tcnnsby thc dcfinitionof lip. '!llcn (1) impliesthat
IIH,,(I:) - Hp.(z)1I 2"
< t
Weconcludc lhat H" is continuous. That I is alsocontinuouscan be proved
dircctly,orcanbedcduccdfrom llic rllctthat lip. is a one-to-onc. onto, continuous
function whosc domain is a closed, hOllnded subset ofrcals. 11lcrcforc H" is a
homcomorphism. l1li
Now we tum to conjugacy oftwo functiolls. Let J) :Uld E be two mctric
spaces.andlet f: D ---l> [) and g: E---l> E be continuous functions. Wc say that f
and g areconjugateprovidcd that there isa homeomorphism ,,: D -l> E such that
11 0 f =go". Our demonstration Umt Q" is strongly chaotic on Cp will use this
notion ofconjugacy.
TIU;;OR 2.J 1. Lei >2 + V5. l11cn QI' 10 Cp.) nnti S IIrc
conjugnte.
Proof Wc observc that QI': C" ---l> Cp.. S:A A. and H,,: CII ---l> A. By
'I1lcorem2.30. Hp. isa homeomorphism from Cp. onto A. soweneedonly show
that H" 0 Q"=SoH", To that cnd, supposc limt x is in CI,' willi Hlr.)=
X ..' Then
I
X
r3
(S0 HI,)(x)
S(Hlr)) "" .rl'r :lx,\'"
so lilat thc "UI tenn of (S o/l,,)(x) is xn+\. By thc denllilion of III" we know
tbat (H"0 Qp.)(X)=: H1,(Qlr)=ZIZ2i'.3. where
2.4 CANfORSETS 125
ff) t '" d;"(r)IU'I
'[II =: t1 if l<QiX =Q'; Il(x) isin 112
Sincc z" =x"+I' itfollows Ulat for elldl II, thc nlll tcnlls of (S0 HjJ)(x) andof
(HjJ 0 q,)(x) arc +I'11lereforc SoIt=It0 Q,. completing thcproof. l1li
-Onclosed. bounded subsets oftJlC real line, homeomorphismsautomatically
....
tHllIsfcr. aU. properties of scparation (Imd hcnce IIClIsitivc deflCndence "1111 inilial
conditions), periodicity.anddellsity. '11Icre(lIrc wearc rcndy forourfilial n'sull.
TIIEOREM 2.32. If Jl> 2 + V5, thell Q" is Slrtlllgly chaotic Oil the un-
coullt.'lhleCantorsct C
p
.
['roof Theorem 2.29 IInysllull S illslrollglychaoticon A. Sincc Qp. lDld S arc
conjugate to one anolllcr by '1lleorcIII 2.31. it follows UlIIt QjJ is strongly chaotic
011 C
w
rinlllly. C" is anuncount.'lble CantorsctbyTIleorCIll 2.21. l1li
WeC:Ul concludcfromThcorem2.32 that C" cOlltllins lionperiodic points for
Qp.. all wcindicated.. tUleoulsetofUIC scction.
Wehavcnow finished ourstudyofthc dymunicsoffunctiollsofonevariablc.
Weh..vediscussed many fcmures ofour twomostillustrious paramctrized families.
and {Q,,}. AIUlOugh UIC members or arepolygonal lines andUlOse of
{Q,,} nrc curved. Ilcvcrlilcless boUI fWllities display similar dynamic behavior, and
mcmbersofeach (Wilily arcnotonlychaoticbutcvcnstronglychaotic. In Ch.lpter3
wewill tum tofunctionsofmorc llmn one variable, andwill use the informationwc
havcgaincdconcerningfunctionsofoncvariablc.
EXERClSES2.4
1. a. ShowIIlIIt any fillite setisclosed.
h. ShowUlnt llleunionofII/lnllc numberofclosedIntervals \s closed.
2. a. SI'nw lilat a number ill (0. I) is rational ifand only if its decimal
expansionisrcpeating.
b. Show Umt thcsetofall rational rcal numbersiscountable.
3. Showthat bctwcenanytworationals Ulcrearcitlfinitely many irmtiollals, WId
vicc versa,
4. u. ProvethatunysubsetofacountableIICt is count.'lble.
b. Provc that ifa set D is uncountable WId if B:1D, thcn E is also
uncountablc.
126 tllAI'n'R2: CIIAOS
5. Dclcnninc whclllCr Ihc scI of nllmbers in (0. 1) whose dccimal cxpansions
conlnin no I' s or 5' s is
a. cl03i:d, n"i.hr.... b. lolallydisconncclcd
6. Findnn cX:lInplcofnncslcdsctofboundcdc10scdintcrvals (nn1;=I such that
thelength of nn docs nOI convcrgeto 0 :t'; n increnscswithoutbound.
7. Let Dn(C) dcnotc OIC towl IcngOI ofthc set Ln dcfincdin (3) nndcmploycd
in thc dcfinition of C. Find D(C)= Iim __Dn(C)' '\lIC number lJ(C) is
n
somctimcscnllcd Illc lcngth of C. Is tllnt rCll<;onablc?
8. Lct dcnolc Illc sctohtaincd OIC SlllliC wny asis C. hutwilli suhintcrvals C
IIS
ofICllg1J1 1/5
n
deletcdatcllch stage. Let Dn(C
IIS
) dcnotc OIC tot..11 lcngOI of
Ole rcmaining suhintcrvalsat OIC nOI stagc.
a. Find Dn(C
W
)' b. Find Iim -+ Dn(C\ls)'
n oo
9. Show that C
il
conlainsall periodicpointsof QJj whcncvcr f1 > 4.
10. Lct f1 = 5. Show that J
21
and .In hllVC diffcrcntIcngths.
II. ProvcOwt if 11 > 2 +...;s, thcn IQ;<x)l> I for all x in J
II
U J
12

12. Lct 11 > 2 + Y5. Show Illat QI' has sensitivc dcpcndcncc on initial
conditionson thc intcrval [0. I].
13. fly modifying thc proofof'1lIcorcm 2.24, provc Owt.thc function HJj: CJj -tA
isonc-to-oncandonto.
14. Lct nnd Show that if IIX-YII< Il2
n
, thcnllic
initial n tcnnsof X and Y arc idcntical.
IS. Lct D be n mctric spacc. and Ict f: D -tD. Write down a dclinition,
applicahlc to f and D, of
a. scnsilivcdcpendcnccon initial conditions
h. a drnscsrtofperiodicpoints
c. ndcnscorhit
CHAPTER
3
TWO-DIMENSIONAL
CHAOS
In OIC first two chaptcrs wc discusscd functions ofonc variablc, with an eyc
towardOIOSC fc;lturcs ofa chaotic nature. Now wctum to functions oftwovariablcs.
Suchfunctionscnn cxhibitmorevariedbehavior.
In thc analysis of highcr-dimcnsional functions, m!ltriccs scrvc !IS an
indispcnsablc tool. As !I rcsult, wc givc a bricf rcvicw ofm!llIiccs in Scction 3.1,
and in pnrticular focus on fcaturcs ofsimilarmatriccs. In Scction 3.2, willi Illc hclp
of matriccs wc study OIC dynmnics of thc simplcst two-dimcnsional functions, thc
lincar functions. Section 3.3 prcscnts Illc basic idcas conccming dynlUnics ofmorc
gcncral two-dimcnsional functions.
The rcmaindcr of Chaptcr 3 is dcvotcd to wcll,known cXllmplcs of two-
dimcnsional functions: thc bakcr's function, Illc I map, and Illc Smalc horsc-
shoc map. Wc show that thc first and Illird ofOICSC mnps arc chaotic, lUid that a
I mapappcars to be chaotic.
3.1 REVIEWOFMATRICES
In thc studyofnonlincardynamics in two(and highcr)dimcnsions, OIC uscof
matriccs cannot casily be avoided, As a rcsult, we devotc Olis scction to thc basic
dcfinitions and propertics of matriccs, and limit our discussion to 2 x 2 matriccs
hccnusc Illc chaptcr focuscs on two-dimcnsional functions. nlcscction begins witll
hasic dcfinilions rclating to 2 x 2 matriccs, and linishcs witll a longcr discussion of
similarmatriccs.
BriefReview of2 x 2 Matrices
(
a II) (e f)
I.ct A = Hnd n= , and Ict r bca real numbcr. Thcn
c d g "
127


128 CIIAI'rER 3: 'IWCl-nlMENSIONAL('IlAnS
If ....J fJ ,I .af' bl
_:/"
.iiI!lf Iii'
C"g r r.l Cl!' .... (iII dlt J
EXAMPlE I. Let a and d beany real numflcrs. andIcl A:;;
(
a 0 0J d . " lind A
fornn Ilrhilrnry positive integer n.
Soll/tion. Pirst wc have
Al
A,A
=(il ()) ((/ ()) =(/2 ())
() dOd () IP
irA
(a
n
o
-
1
o )
d"-I ' thclI
An A
n
- I,A
(
an -1
o
0)(li 0) =
(/n-I () d
(a" ll)
() <in
By tllc L'lw ofInductiOIl, A" 0) for cach posHivc integcr II. Q
d
n
Matrices oflhc variety givcn in Exmllplc I are callcd dlnJ.\nnal matrices
bccausc l11e only nonzero entrics uppcar1Iiong lhe major (upper Icrt to lower right)
diagonal. Exmnple I shows Omt lUlY powerofII dillgollal matrix is also a diagonal
matrix, EIllllilly cllsily we couldshow thalany productofuiaj::onal matriccsisnlsoa
1Ilugouulmalrix,
Nonllully All RA, lIowevcr, if A. II,lind C areany2 x 2 Illalriccs. then
A(nC) (A/I)C, sowc elln wrilC A/JC forthc productofIhcIIm'cmnlricc!\,
(
I0)
'111e malrix 0 I iscalleu Ule Identity matrix.ltllU isdcnolcd I. '\lIC
matrix I has the properly Ihal Al = fA = A ror evcry 2 x 2 malrix A. Now
supposethal A isan arbilwry 2 x 2 llIa1rix. Ifthere is a 2 x 2 malrix n such lIml
All::: I and IIA::: I, Ihen II Is lhe Illverse of A, mill we say thaI A is
inverllhle. (The hypothesis lImt IIA:: I is aClually superfluous. See Exercise
9.) Ifsuch a matrix n cxists for a givcn l11alrix A. Ihcn /I is unique, and i!'>
wrillen A - I.
Not malrix has 1111 il1vcr!\c. In f.H't. we will shnw below Ihal 1
- IJ)
c d
3.l REVIEW 01'MATRICES 129
an iuverl>!." wll1:11 IJl1 - be .. () Tbe .KI or I.MIh:d Illt'
.,.....t
dd(:;)=ad-be
- (3
'Illerefore( i I' A=
"'::'" . L"- 2
-
o
1
),Ihell delA=(3)(-1)- (0)(2) =- 3, 'I1lcdClcnninant
ofthe identity matrix
I isgivcn by
dCll ::: det (I 0)=
(1)(1) - (0)(0)
o I
Ncxl, assume Ihal A and /J nrc 2 x 2 IlIlltriecs, A routine clIh:ulalioll
csUlbli!'>hes Illal
del(An) '" (delA)(delD)
(I)
(Exercisc8). Oncconscquenccof (I) is 111:11 if A hasall inversc. tllcn
I !!I\I
det(A- I) = delA
(2)
Formula (I)1I1!\!l helps us to veril'y tllC following crilcrion conceming Ole existcnce
\I\I'1l
orinverses.
TIIEOREM 3.1. A 2 x 2 Ilmlrix A hasan inverse ifandonly ir dclA O.
a I')
Proof. I.cl A == ed' Mrsl suppose thal delA..al- be # O. lbenyou can
(
chcckdireclly Ihl\l
A-
(
d -b) t
(3)
ad - be
- e a
Conversely,supposc thai delA::O. '!lIen by (I).
(dclAll) == (dclA)(dcl/J) = 0(dCI/I) ::: 0 for1111 Il
Ifthere were.. Il such thaI All == I Ihen by (I), I = dell-= del(All) =c, O. 'Illis
...:
..;
..
'"
: ;
Ita>
.. -
130 CIIM'Il,R J: TW()DlMENSIONAL(lIAOS
contradiction shows 01:11 110 such IJ exisls, 'Illerefore A has no inverse, and the
proofisC()mplele,
In Ole sC<luel we will consider endl clemcntof R
2
eiUler a point, or an
ordered pairofrCJd numbers. ora Iwo-dimensional vector. 'Illlls OIC point whose x
and y coordinalesare - 1 and 2. respectivcly. rcprescnlsIhe ordercdpair (- I, 2)
as wcll a.t; thevCClor ( 2I)- As is customary.bold-face leiterssuch as v, w, x,
and y represcnt vectors. 'Illfce1I0teworlhy.spednJveclorsarc
= and j =
o c:}
Ilydefillilion thc SIIIII lind COllsUmt IllUllirlcofveclorsaregivenhy
(:)+(:)=C::)
r (;)= (:)foreveryreal number r
Ibeproductofthc matrix A = (: :)mId Ole vcclor v =(;) is Ole 2 x I
matrix givenhy
t\v (a IJ)(X) =(ax+IJY)
e d y ex +dy
Forexample. if A = :)and v=(-I I. then
2
Av ) ( -1 ) = ( ()2)
In OIC evenl Ihal v:= I or v j. we ohlain
Ai
)= (:) lllld Aj = (: :) (;)
c
3.1 REVIEW 01' MATRICES
J31
COllscquelltJy
Ai is the Iirst colulllll of A. and Aj is the second colullln of A (4)
Nowwelurn 10 eigenvaluesand cigcllvectursof2x21II<tlriccs.
DEFINITION3.2. Supposc Ihal A is II 2 x 2 matrix, Thc rcal number A. is
all of A provided Ihal tilcrc is a 1I0nzcro v ill n
2
such lhal Av ==
.:tv. In this casc v is all of A (relative 10 A.),
If v salislics Av == v. then v looks very much like a "fixed
of A.
Forlaterusc weohscrveIhallheeigenvaluesofanydingonal matrix (0 OJ arc tile
o d
diagonal elcl1lents (J and d (Exercise 14).
It is easy 10 demollstrate lilal Ihe followillg cOlldilions involving eigenvalues
andeigenvectorsmecquivalent:
i. .:t is an eigcnvalucof A.
ii. (A - .:tfJv I) for somenonzero veclor v,
iii. del (A - IJ) O .
EXAMPLE2. Lct A == (I
-2
I). Find tile eigcnvaluesof A, andcorresponding
4
eigenveclors.
S'o[l/(ion. By (iii), to find the (real) eigellvalues of A we ncedonlydelennine!lIC
valucs of .:t for which del(A )J) O. ToIllatclld, wenotice Oml
(
I-A I)
del(A -)J)=det =(1 - A)(4 A) +2=A2 SA+6= (A 2)(A- 3)
2 4- A
'I1ll1s 2 and 3 are Ihe eigcnvaluesof A. Tolindan eigenvector v fur .:t=2, we
will solve A v .:tv for v. If v := ( x). this meansweInnSI lind x:l1Id )' such
Ihal
(_12 C)= 2(::). which is equivalent10
(
x+y ) (2.\')
- 2t+4y = 2y
i
132 nIAPTl:R' n\YHlfMI'I'-':Q{INA,(.
'nlllS x+ y=2t, so that y"" x.Therefore any veclnrnr the fonn like (:),
ill aneigenvectorfor A;::2, For A""3, we need x and y (0 satisfy
) = 3
which is C(luivalent to
(
X + y ) = (3XJ
( _12
- 2x +4y 3y
11lUS X + y;:: 3.t, so that y 2t. allY veclor of Ihe fOfm
such:1S is an eigenvector for A 3. o
It is easy In lind a general fnnnuia for Ihe eigenvalues ofany 2 x2matrix.
To conlinn Ihis asserlion, leI A
(
a ")
. '!llell
c d
il A lJ 1
del(A - AI)== del == (0- A)(d-- A) - be == A-
2
(II + d)A + (lUi-
(
e d A
111U5 del(A - AI) 0 ifand only if A2 -- (attl)A-l (ld- be) = O. '!lIe roots ofIllis
equationare
I I ,I
A ;:: - (a+d) - V(a-d)2+4bc
2 2
Ir the roolsare rcnl, lhey are eigenvalues of A. If the roots arc complex, then we
cnll tJ1CIIl complexeigenvalues. Nntice Ihal if A is a cnmplex cigenv:tluc oflhe
U
1
IIllllrix A, then t1lcre nrc no VeChlr!l v ill such tllal Av =AV.
Similar Matrices
The \lexl topic we discuss Is Ihe Ilolillll of similarity, which will play 1111
Illlport!tllt role In Ihe study of dynllmicsof twodimensional functions.
I>EFINITION 3.3. Two 2 x 2 Illalrices A alld It arc shnilllr if tllcre is an
invertible2 x 2 lIlalrix Ii stich that HA '" nE. In Ihnl CR'>C WC wrilC A n, or we
write A '" IJ if we wish to exhihil E, which is called asimilllrity Inntrix (for
E
A and /I).
),1 RliVUiW 01' MATRlCI'S IJJ
EXAMPLE 3. LeI A ( I
lind /l::(2 0), Show Ihal A .. /J.
-2 n 3
Soiulion. Lct E (: : J. We willlilldnumerical vlllues of a,
b, c, WId d ill
otderIhUl-EA BE. Equivalcntly, we will solve
...,..
"'"
BE
(; :)(_\ EA
:)
""'I
for a, b, c, and d. Since
(
I I)
=
(a-2b a+4b)
and
(
2o)(a b) = (2t.l 2b)
- 2 4 c-2t1 c+4d
03 cd 3c3d
we musl
solveI1lcequlIlions
""1
a-2b=2a
a + 4b =2b
c - 2d =3e

c+4d=3d
'I11C first two equations yield a= - 2b, and I1lc lasl lwoequations yield d=- c.
(
-2 I) ""
'Illercforewecml let E;:: , for example. 'Ibell del E=1if. 0, so lhat
1 - I
by 'llleorcfll 3.1, E is invertible. A slmighLforward computation yields EA:: liE,
so that A"" II. 0
-
E
We remark t1111t Ule invertible Illiltrix E such thnt EA =BE in Example 3 is
not unique. Therearc infinitely many such matrice.'I, including rE for any rif. O. I'll
Inadditionweobservelhal A is similar to B preciscly when B is similar to A.
Aflerall, EA =IlE ifIlnd only if AE-
I
=E-I/J.
Next. suppose Ihal A ... n. 'llien EA = BE, orC(luivalenLly, A = E- IIJE.
Ii:
It follows Ihllt for any positive inleger n.
An == (Wl/JJ:)" = :: IrI/JW/.. WE= E-1if'E
n uprc:..sions E- I BE
An",It", soIhal
f:
I
134 lWO1J1MI'NSIONi\1. nli\OS
if A ., 1l. then A" = 1(' (5)
Ii Ii
fonnula will be u1'.eful when we :lI1alY7.e iterales of linear functions 011 R2.
Now we will show lh:1I allY 2 x 2 matrix A is l'imilar (0 n malrix of one of
three simple fonns.
a '}
THEOREM 3.4. Let A C I. 'Illcn A is similar 10 one of Ihe nonmll
(
fonns
or (6)
.j


-;)
A has. two distinct real A has one real A 1m. two complex eigen-
1IIi' eigenvalues. A. and Jl eigenvalue. A. fJ + iy :md fJ - ir
for :lppropriale real A, I'. /3. and y.
.a:
Proof Suppose Ilml A =
0 11)
hal' dislinct real eigenvalues. A and II. We will
(
c d
show lhat 1l - A. where II", ( . To Ihal cnd. lei v = ( t and w '" ( hc
nonzero eigenveclors of A corresponding 10 the eigcllvaluel' A and 11. re,<;pec-

r
tively, ami let E =
S)
. We will verify that HI = and tliat E is
(
( /I
invenible. first we notice thaI
I'll -
r I)(A 0)
-
(rA Ill)
, -
(
f II 0 Il - fA 111'
.",
lUld
a"') (r .r) = (or +hi a.r + 1m )
4 :
11./ \,cr+1l't cs+tfrl)
Next we ohserve that A v = Av and Aw II w. hecause v anti ware eigen-
vectors of A correl'ponding to Ihe eigenvalnes A and II, rcspectively, II follows
Ihal
3.1 REVIEW OF MATRICES 135
= (: =
Av = AV = AG) = (:)
and
as + IJU) =
(
b) (I) = Aw :: Ilw = Il (S) == (f.1.S)
cs + dll du U IlI1
11lCrefore we call substilutc in thc columns of AE to obtain
ar+bt as+bll) (AI' f.1.S)
(
cr+ dl cs + (/1( = AI Ilu
ConsC{jue1111Y
rA Sll) (ar+bt as+lm)
IW = = == AE
(
fA "IL cr + dJ cs + dll
To finish thc proof we fleed 10 certify lhat E is invertiblc. which by 111corcm 3.1 is
C(luivalcnt (0 showing I1ml det B ;f:. O. However, if del E == O. then ru - Sf == O.
Since V;f:. 0 aud W;f:. 0, tJlis means thal eiIJler
r S U
== or ==
u r S
Eitllcr way, v would be a cOllst:ml mulljplc of w, say, v == qw. DUllbcn
AV = Av '" A(qw) qAw = qllw = Il(qw) =Ilv
so that A = Il. nut this contradicL'! the hypolbesis that A and Il are distinct
cigenvalues of A. Conseqncntly del E;f:. 0, so thal E is invcrtible.
We defer to the excrcises tJle proofs involving one real eigenvalue and complex
eigcnvalucs (sec Exerciscs 21 and 22). II
What makes OIC nomlal forms of matrices appearing in (6) important for lhe
study in dyn.amjo; is !he result.
THEOREM J.S: fr A", R, illcn A and 8 have identical eigenvalues.
Proof Suppose 111111 A 'Ii n, so IlIa( EA = [lE, or equivalently, A E- lJjE. Then
by (I) and (2).
\!
136 Cllfll'rERJ: TWO nlllus
deHA-Y) = g-I(A!)/':I detlW
I
(I)
=[det (e- [det(n - Y)l[detHI :: -- Idet(I' Y)lldCI T::I
(2) delE
=dct(IJ AI)
'1llCrefore A is all eigcnvalueof A irmill if Ais all eigcnvalucor n. III
EXERCISES3.1
In Exercises '-3, lind eigenvalucs and the norn:al fOfm, of the givclI malrix.
Alsofind andgellvectorrorcacheigcnvaluc thatisa real Ilumbcr.
l. 2. ( 3 3. (_I,
- I
:J
:)
Let A = /lFind V=(:) slIdllhat Av
4.
C:J.
211 I)
5. LCI a and /J he real 1l(llJlhers, and A . Delenlline the
b ()
rdalionship that musl hold helwecn a and /J ill order for A 10 have II feal
eigenvalue.
CIIS 0 sin ()1
6. I.ct () dellote1111 angle ill radians, and kl A
sin 0 cos (J
n. Show Ihal A isinvertihle, and I1ml K .
h. Show Ihat A hasa rcal eigellvalue iflll1d iflJ isalIlultiplcor n.
7. I.el Ale
(II
d
/I)
. Descrihe Ule rclat.illllships Ihal Ili1iSI hold helwecn II, lJ,
c, IUld d in urdcr for AI,= 1M forevery2x 2matrix II.
8. 1.CI A and Il he 2x 2malrices. Provc Ihal det(All) (delA)(del m.
9. J.et A it2 x 2 matrix. and SIIPPllSt' that tht're i:<; a 2 x 2 matrix IJ such
-.
3.1 REVIEW OF MATRICES
137
thai All = I. Show Ihat A hm; allillver:>e. rlllUs A has an inverse ifand
if there is:1 IJ such Ulat All:::I.)
10.
I.el A he /I 2 x 2 IIIl1trix. Show Utat if Il and C IIIC bOlh illvcrses of A,
thclI /l == C. 011i:<; mcnns thattheinvcrseof A is uniquc.)
II. Let A mid Il be invcrtible 2 x 2 matriccs. Show thUl All is also
.,-
IIIvcrlible.
...,..
.'
12. Suppose Ilmt A, B, IUld Care2x21II11triccs.
a. Ihat A i:<; invertiblc. and thllt All"" AC. Show Uml IJ =C.
I"!I!
b. Show that If A Is not Invertible, thclI thcre nre numbers G, b.lind f
such lhat A== ( a b).
fa rb
e.
Suppose thaI A is not inverlihlc. Show that lllcre .lIe two distinct
malrices n.md C such l1ult All:::AC.
13. I.ct A be a 2 x 2 matrix. Show 111M the following conditions arc ...
equivalcnt.
a. A i:<; aneigenvalueof A.
h.
Thcre is II nonl:cro vcctor v stich that (A Anv II. !II!
c. del(A- AI) O.
0!15! 14. Let A::
Show I1mt Ule eigenvalues of A arc I1le diagollul
clcnlelllS a IIl1d d.
15.
Show that 0 is 1111 eigenvalue or the lIIalrix A if and only if A is not
invertible.
16.
SupposeUlat Aisa real eigenvalueof A.
a. ShowI1lat A" isaneigenvalueof A", for cadIIIlleger II 2 I.
b. Show Ihal A and An have Ule sruneeigcllvcclors.
17. I.ct A lind n be 2 x 2 nWlrkcs. Show 1I1l11 All lind IIA have lIlC same
eigcnvalues.
18. l.etA bea2x2malrix. Show Ihat if A=I UICII A I.
f9. I.et A::[A (/ A IJ)
and IJ == I A' wherc a. /J, aud A arcreal numbers.
()
138 CIIAI'I1'1l3: lWOIll"1ENSIONAL (1 lAOS
and a :md IJ nOn7,Cf(), Show lhat. A ..II, whcre E ill a diag(lIIal matrix,
E
20,
Lel band c be nonzcro real numbers. Show Olal

21. Suppose that the 2 x 2 matrix A has Ihe single real eigenvalue 1. Show
A.
that A ... R for some matrix JJ
22. Suppose Illal Ihe 2 x 2 matrix A has complex eigenvalucs. Show Ihal A", JJ
for some matrix R:: (fJ 'I.where fJ and yare real numbers.
y fJ
3.2 DYNAMICS OF LINEAR
FUNCTIONS
Functions of the fonn f(x) =ax, where a is a colllllant and x ill a real
number, nrc linellr functions beclluse Iheir graphs are lines. The dynamics of such
functions are simple 10 analY7.e (see Exercise 13 of Seclion 1.2). For linear fUllctions
in two dimensions, Ole anlllysis is also reasOIk1ble. It is me dynrunics of such
functions mal we study in Illis section.
Linear Functions
We begin WiOI the definition of a linear fUllction defined Oil k
2

DEFINITION 3.6. 11le fUllction L: R2 --t R2 is linear if
L(I)v+cw) M.(v) I cL<w) (l)
for all v ruld w in R2. and all re.1J numbers band c. A IinC<1r functioll is also
a "nenr fIlltl'.
11le reason Illat slIeh fllllCtiOllll nrc callrdlinC<1r is lhat Ihe imagr of allY line is
Iiline or. ill special ca'Ot"s. II point licfnre wesbow this in Example' 1. we
a fm,e tnlhte (;l1li bi: z Ik colkaiQu (.:.11 "t"('J;(n (If
3.2 01' LINEAR HINCTIONS
139
Ihe fonn tv +w, whcre v and w arc fixed vectors willi v l' 0, and where t is
any rcnl nllillher. 'Ille line through w, and if w == 0, Ulen Ule line passes
Olfough the origin. '1l1C vector v lells Ille slope of Ille line. Specifically, leI v =
( :). If r 0, UICIl UlC slope of the line is sIr; if r =0, Ulcn the line is vertical.
EXAMPLE I. Let L:
R2 he linear. Show Umt lhe image ofany line y is a
line or a point.
SO/lilian. Let y be the collection of all vcctors of Ille form tv +w, for all rcal I.
By (I),
L(tv+w) == IL(v) + L(w)
On tlle one hand, if L(v) 0, Ulen Ule image of y is Ule line passing UlI1lugh
L(w) with slope dClennined by Ille coordinatcs ofL(v). On the othef hand, if L(v)
0, thell the image of y is lhe point L(w). 0
Any vcctor v == (;)in
R2 Crul be wfitten in tenns of UIC coordinate veclors
and j == Indced,
x
v ==
xi + yj
CJ + y
As a rcsult, if L: U
2

is lilly linear function, and if v I"')' Ulcn by (I),
L(v) '" L(xi +
= xL(1) +yL(j)
(2)
'Illereforc L(i) and L(j) ulliqucly dcfine Ule IinC<1f funclion L.
Assume Ollce ngaill thaI L: R2 --t R2 is a Iinc<'lf fUllclion, and suppose Oml
L(i) '" ( :) and Uj) =(;). ncn we define tlJe 2 x 2 tnaUiA: AI. by
AI. (3)
(: "
140
CIlAf'mR 1: TWO.n1MENSIONAI. c!llIOS
( .r .. 11
I i .,.:.lJllJi'; T ;;'/J'Jf(1 9 "" I? FtsIl4
ld
b .....h
Solutio". Sio<:e
{I:)=
L(I) L( ) == ( 2) anu Uj)
iIfollows from (3) Uml AI. (II}.0
-2 4
A natuml relationship between a linear functioll L on R2 and its associatcd
matrix AI. is given in Ule lIext Uleorem.
THEOREM 3.7. Let L:R2 R2 be an arhitrary linear fllllction. allll AI, Ihe
corresponding llIalrix denued ill (3). '111en
L(v) == AI,v for all v ill R2
<Iud L(j) = (:J' U1CIl by (3). AI. == l::J' '11IUs for auy
Proof If L(I)
we hnve
v=
ALV == (a b)(X) = (ax +by J
c d ex + dy
Next, Ule fomlllia in (2) tells us Umt
(
II) ('1) (xa +Yl1j
L(v) .. L(xl + yj) = xL(t) .... yl.(j) '" X + Y =:
(ll C d XC +yd
III
Consequently L(v) = At.v, which completes the proof.
The following result is n nellrly illltncuiatc consequence of Ule Uleorem.
COROl,LAKY 3.8. If L is lilly lincarfum:tion, thell Ihe malrix Ai. isuniqlle.
Conversely. if A 'IS any matrix, Ulen there i'i a unique linear function L such Ulat
A,. =A.
Proof. Let L he an arbitrary linear function. Since

3.2 DYNAMICS OF UNIlAR FlJNCnONS 141
Ali == IU"Sl of.i\ asd Ax.i = 'UXllld ml'YmtJ d AI.
fhal fhc mafrix AI. i'I unique, Convern:fy. if A is any gillen malrix.
dlen the function L defined by L(Y) =A y for all y in R2 is linear. and IJas the
property lhlll AI. =A (Exercise 12).
know from Example I that if L is a lille.v function, tllen the image of a
.... line is a point. Que of our goals is to uelennille conditions under which Ule
- image of'a line is conlllined In Ule same Iinc. We say thalli line y is Invariant
unuer L If L(y) y. l1lUs we seck lines Ulal are invariant for a givcn linear
function.
Suppose tll.'lt L is a linear function. If .t is a rcal eigcnvalue of AI. and
corresponds to Ure eigenvector v. then the line yy Ulrough Ule origin ano parallel
to v is invariant under L. 11lc reason is that by Thoorelll 3.7.
L(IV) = AL(lv) = Atv for any re.'lI number (4)
'Illerefore Ille image of yy is contained in the line y.'
EXAMPLE 3. Let L(X) = ( x +y ). Fiud lilies tJuoogh !lIe origin Ula! are
y - 2x+ 4y
ill variant under L.
Solulion. By Example 2. AI. =(I I). In Example 2 of Section 3.1 we found
- 2 4
UUIt v =(:)and w = are eigenvectors for Ule cigellvnlues (respectively 2
lUJd 3) of AI.' COllsequently by (4) Ule lines yy and y.. detemlined by v and w
and pSlllsing through the origin are Invariant under L. a
'111e linear function L ill Examplc 3 double.'i distances between points in y.
because v corresponds to Ule eigenvalue 2 of Ai.' Similarly. L triplcs dis lances
between points 011 y"" sincc tlle corresponding eigenvaluc of At is 3. Despite
Illese we have 1I0t completed our analysis of tlle dynamics of L. because wc
do 1I0t as yet kllOw ule behavior of iterates of points not 011 y. or y." Laler we
will be able 10resol vc Ulis issue.
Eigenvalues of AI, play lUI integral pan in Ule lUlalysis of L. For conven-
ience we will refer to .t as an eigenvalue of L if A. is an eigenvalue of Ule
corresponding 1ll.'llriX AI.'
'1llC next tllcorem shows Umt composition of linear functions corrcspolHls to
lllultipliclllioll of mal rices.
'"
,
III
142 nlllOS
3.9.
AtOM =A"Aw
Lei L: R2 :1110 M: 11
2
he linearfunctions. 'Illcn
Proof. If v isarhitrary. then by repemOO applicationsof'lllcorCIll 3.7 wc havc
A
LoM
v (L.,M)v = L(M(v L(A
M
v) "" At (AM v) = AI. AM V
Since
1st column of AtOM:::: A
I

OM
I :=. At1\, I == 1st COIUIllIl of AI. AI,
andsimilarly.
I
2ndcolumnof AtoM
wcconclude Ilmt A
I

oM
== A,. Au-
== 2ndcolumllof A,. AM
In theunlikcly event thai AL A
M
:= I. '111cl)rems 3.7 and 3.9tcll us Illat
{L 0 M)v :::: A
LoM
V :::: (AL AM)v Iv v for all v
..

Consequently (L 0 M) == 1. nyanalogy willi fUllctiolls ofone variahlc. wc say tlial
L is invertible.and that M is tllC inverseof L. We writc L - I for tJIC invcrse
of L. Notice thllt lhc Iinc.1r functions Land MarcinvcrscsofoneanotJlcriftheir
associatedmatrices AI. and AM arcinvcrsc.sofeachollicr (.sccElIcrci.sc 13).
(
30)
EXAMPI.E4. Lct A,. '" 2 _ 1
(
113 n)
and AM == . Show that Land
2/3 - I
M arc invcrscsofOIlC Illlolhcr.
Solution. By '11lcorcm 3.9,
A,. oM
AI-AM
(
3 0)(1/3 O)
2 J 2/3-1
(1 0 )
()I
Ily Ihc rcmarhpn'cedingthccxample. L ami MarcinverscsufOIlC anlJtJlt'r. 0
If 1. -. M. Ihell 'lll('nn'llI 3()implics Ihlll A,. In = (A,. )2. Morc!!cllcrally.
3.2 DYNAMICS OFUNEARFUNcnONS
143
A,,,,, := (Al.)" for lilly n ;:: 2
(5)
To illustrate (5), let {X}= ( x + y ). so tlull At = ( I
). lllcrefore
y - 2.x + 4y - 2
A - ( I
I. III - _ 2
4
')' (-'
- 14
5) and AI'l' == (
_
I
'),=(-"
19 )
= 10 I. 2
4 - 38 - 46
Calculating tllC cntriesof AL H by using (5) becomes cumbersome8.." n increases.
'nlcnotionofconjugacywillallowus to evaluate AL ''II willi aminimumofcffort.
DEFINITlO!,;3.10. Let L: R2 -l> R2 and M: R2 -l> R2 be linear functions.
111en Land M are linearly conjugate if tJlere exislS an invertiblc linear
fUllction P; R2 R2 such lhat PoL", MoP. III tlmlease we write L ... M. or
ifwe wish toemphasizetJlC roleof P. wewrite L pM.
Lincar conjugacy of functions corresponds to Similllrity of UIC associatcd
matrices.as'111curcIII 3.11
THEOREM 3.11. Let L: R2 -l> R2 and M: R2 -l> R2 be linear functions.
'Illen L ';: M ifandonly if AI. .. AM .
A,
Pmof. By dCfinition. L
p
..M ifand only if PoL = MoP, which is cquivalcnt
to Ap 0 I. = AM 0 p hy Corollary 3.8. Dy 1lleorem 3.9. Ibis is 1.1nlamount to Ap AI.
AM Ap which mcnns Illal Al .. AM II
.. A,
Theorcm 3.11 and(5) hclpus to solvcthe following cxanlplecxpcditiously.
EXAMPLE5. Let AI, == (1 1). Findthe entriesof A W'
- 2 4 I.
2
Soliltion. By Example 3of Section 3.1, AL '" AM' where AM = ( 0) and E =
E 0 3
(
-2 1) (_I
. You cml check Ihat E-
1
=
,[llcn (5) in tJlC prcsent
I 1 I - 2
sect ion.ant.! (5) inSC'i.:tion 3.1 togetheryickJ
144 C'IIAI'l'ER 1, TWOllU .. ii!NSIONM,(,II"OS
__ I ( I-1)(2 0)" (2 I)
A... (AI) '" 1: (Auff. '"
L 1 -2 0 '3 1
(-I -1\(2" 0,(.-2 1\
\ .- 1 - 2J \() J \ I - IJ
2"+ 1_ 3"
o \
=
(
2"+ I - 2(3") - 2" +
Nowwearcready 10 discllssIhcdynamicsoflincarfuncliollsdcfincdon U
2
,
Dynamics of Linear Functions
Evcry lincar fUllclion L UIC Iixcd poinl 0, sillcc L(O) = II. Bcforc we
can sllY whcllwr (I is Illlmclilig or (or ncithcr), wc nced (0 indicalc U
dislanccon U
1
, To111111 cnd, let v = (.l) IUld w =( I. As is usual, we let Ihe
dlslllnce IIv wI! v allli w he Ihe distancc hclwcen IlIl' corresponding
points in R2, Ihat is,
IIv wll = V(r - .\)2 + (.f >1
Ir w =0, UICII wc Ilnd tJUlt IIvll =y''(1 -I- y2 , which is Ihe dislallcc belwecn Ihc
pointcorresponding10 v ruld lheorigin. Wc obscrvc Ihal II II is a metric 011 U
2
,
because forallY v and w,
IIvll 0, and IIvll = 0 ifandonly if v 0
IIrvll = Irl IIvll for ally real lIlul1hcr r
IIv + wll Ilvll + IIwll ((riangle inequalily) (6)
In additinl1, if (VII>: is a SCCJIIC nce ofdemcnlsof /(2 and w is ill If, tJICIl
(v");..o to w if IIv" wll -40 m; n incrcascs WiUlOut hound. 111
Ihis casewc wrilc v" -j. w.
We say Ilml L: R2 -4 R2 is cllntiuu{llis lit 0 if
for all e> 0 Ihere isa 0>0 such Ihat
if IIvll < 0 Ihcn IIL(v}11 < e
3.2 DYNAMICS OFLINEAR "UNCI10NS
145
'nlis corresponds In Ule notion ofcontinuity rOf funclions orone 1Iari;lhlc. ,Inti is
equivalenltothe (oUowmg:
if Y.-j.I. fbeo i.("') -j.e
(7)
Inordertopmvelhateverylinear(unctil>n L on li
2
i.'t Cllf'.tir..,..,..L'1 all. It, 'lit!/!: lV.el
thefoUuwing preliminaryrewll_
"'C..
, (a b)
THEOREM 3.12. Lct A = c d
be any 2 x2 matrix, Suppose Olal v" =::
[
X") for n == I, 2, ... , and Olal v" -j. O. Then A VII -j. O.
YII
Proof. Lct e> 0, alld leI r =lal + Ibl + lei + kil. If r =0, thell a == b := c d
=0, so Omt A is tJle () malrix ru)(J hence Av" =0 forall n. Therefore wc assumc
from IIOW 011 !lUll r> O. Since VII -j.0 by hypolhesis, Ulcre isan N such that if
n N, IIlcn
e
IIv II "" '/x
2
+ y2
<
If It V"
r
'Illismeans Ihal IXn' < elr and Iy"'< elr forall n 2: N. II fullows UI<II
a
IIAVilli m
'" V(ax" + bY,,)l + (ex" + dy,i
c
e
< (- )2 Wal + 1/11)2 + (lei + kij)2J
S e V(lal + Ibl + lei + 1d1)2
r
r
e
"

r
r
COROLLARY3.13. Let L: R2 -411
2
be.llincarfullclioll. 111CII L is conulI-
1I0US at O.
Proof Let v" -j. O. 'Illcn L(v) Atv" -j. 0 by '!llcorcm 3.12. 'Illcrefofc (7)
implies Ihal L is continuous al O.
Our nexl goal is 10 show Ihal if L has two rcalcigcnvalues A and 11 wilh
liU < I and lid < I, Ihel1 for each v in 1l
2
, LlnJ(v) -j.O. In Ulls case wc call 0
an attractingrlxed l)Oint of L.
144 CIIIII'n'R" TWO nlMH'ISIONIlI. <11110S
E- 1(AM)"R ( - t)(2 OJ" ( -2 I) :0 I
At'''' (A,)"
-I -2 0 3 I -I
(
- I - 1) [2"
0)(-2 I)
I - 2 0 3" 1 1
2"1 - 3"

o
(
2" 1 - 2(3") - 2" +
Now we arc reatly 10discuss the dynamics of Iineur fUllctions dcfined on R2.
Dynamics or Linear Functions
Every linear function t IUL'I thc lixed ruint 0, since L(O) O. Beforc wc
C,III say whether 0 is attracling or repelling (or neither), wc need to iruliCl1le a
distance on To thall'nd. let v =(;) and w = ( I. As is usual, we leI UIC
distance IIv - wll helwC'CII v lind w he the dislallce helweenlhe
poinls ill Rl, Ulat is,
IIv - wll V(r - X)2 + (05 _ y)2
If w 0, Ulen we rind Ilml Ih'lI vx
2
+)'2 , which is (he distance helwecn Ule
point conesponding to v and Ule origin. We obscrve lhal 1111 is a mclric on R2,
hecause for any v and w,
/lvll 0, IIn<l IIvll = 0 if lindonly if v= 0
IIrvll = Irlllvil forany realnulIlher r
\Iv + wI! /lvll + IIwll (6)
III addilioll, if ('",,)";;=0 is ,I se(ltletlce of clemenls of R2 ami w is in U
2
, thell
converges to w if IIv" wll --) () as " increases withoul hound. In
Ihis case we write v" --) W.
WI." say thai L R2 Rl is continuolls lit () if
fIJI'" a" r>() 1IK'n:' 3 Ii >() r;uch Ola(
if lMl<{j Oteri fV.Ay}B <c
),2 DYNIIMICS OF LINEAR HJNCTIONS
145
Thill corresponds 10 thc notion of COlllillUily for fUIICliolls of olle vnrinhlc, IIl1d is
Cilllivalelli to Ihe followillg:
if v" --) 0, thcn L(v,,) -. I)
In order to prove Ihal every lincar function L on
is continuous at I), we need
lhc folJowinfJ result.
a b)
TIIEOREM3.12. Lei A cd bcany2x2matrix.
Suppose lhat v
(
"
Xn)
, for 11::: I. 2, ... , and that v" --. O. Theil Av" --) O.
[
J"
Proof. I.ct (; >n. and leI rial+ Ihl +
lei + Itli. If r=O, IhclI a=b"'c=:d
=0, so thai A is Ihe 0 1Il1lirix lind hence
=0 for all II. Thereforc wc assulllc
fmlll now on thai r> O. Sillce v" --) 0
vpothcliis. there is 1111 N liuch Ihal if
II >- N, lhell
{;
VX,,2 + y}
< -
r
'Illis mcans lhal Ix"'<elr alld IY"I<elr for all " ;::: N. Itfollows Ihat
114 v.1I " V(ax" + byi+ (cx" +dy,i II(: (::Jr
< ,,(!:.)2
.!:. V(Ial + Ibl + lei + Idl)2
r
r
{;
r (; III
r
COHOLLARY 3. t3. LeI L: R2 --) R2 bc a linear fUllction. Then L is COIlLill-
uous at O.
Proof Lei v" --) O. '!lIen L(v,,) =AI.v" --) 0 by '!11eorclll 3.12. 'lllcreforc (7)
implies lhat L is cOlllinuous at O. II
Our nexl goal is 10 show Ihal if L lIas Iwo real eigenvalues A. aud J1 willi
rAJ <, and IIi < I, OK'n for each v in R1, L'''l(v) --) O. InIbiscase v,'C cal! II
an aflracring fixed poinl of L
--
EW
THEOREM 3.14. Let L: R2 ---1> R2 h:lVe Ole property Illat A L has distinct real
eigenvalues A and J./, witJl IAI < 1 and 1#11 < 1. Then for every v in R2,
Lin l(v) _. O. lllerefore 0 is an nUracting fixed point of L, and R2 is the ba5in
of attraction of O.
Proof. Let v be arbitrary ill R2. Since Linl(v) '" (AI)" v by (5), we need only
(
l 0) ,
show Ibat (A
L
)" v ---1> O. Now let 1) =: . By Illeorem 3.4, A
l
. '" ll. so that
o /l
there is an invertible matrix E such that A," n. 'Ill en (5) in Section 3.1 implies
'E
that (A,)"" n", so that (AI)" 1-111' E, Imd hence
E
(A
L
)" v = E-1n" (1 v) (8)
The proof will be complete if we show that E-
'
n"(Ev} o.
A" 0 )
From Example 1 in Section 3.1 we know tlmt If' = 0 J.f" Next, let
(
E v = C). Then
Ii' Ev = (A" O)(.t) '" (A"X)
o J.f' Y /l"Y
Since IAI < I IUld 1111 < I by hypothesis, we find thaI
(
A"t) lin" E vII ::: \I . II = VA2X2 +/l1"y
2
---1> 0
Il"y
as n increases willlOllt bound 'Illerefore (8) ami 'llleorem 3.12, with v" replaced
by n" E v, tell us Illat
Llnl(v) = (AI)" v = w 1(11" Ii v) -. 0
lllUS not only Is 0 all allracting fixell point of L, but also the basin of attraction
of 0 is R2 itself. 'Iltis completes Ule prooL III
The conclusions of l11eorem 3.14 remain valid if the eigenvalucs arc not
necessarily rcnl, as the next result stlltes.
,
J; IJYhJ\l4j'-;!, QI :.JN1:J..F PUl"r-n::\!
147
COROLLARY 3.15. Let L: R2 ---1> R2 be a linear function with eigenvalues A
nnd J./ such timt IAI < 1 and 1/l1 < I. 'llien LI"I(\,) ---1> 0 for each v in R2.
'11lerefore 0 is:m 1I11ractillg fixed point whose basin of attraction is R2.
Proof. '1l1eorelll 3.14 proves tile result if A and /l arc real and distinct. "llle cases
in which L has olle real eigellvalue, or complex eigenvalues, arc left as exercises
(Exercises 17 and 19). III
....... We observe Ilmt if IAI > I and l/ll I, Ulen Ule proof of 111eorem 3.14
shows'-tl;ii IIL
l
n
l
(v)1I ---1> 00 as n increases WitJlout bound. In tilis case we say IIIat
o is a repelling fixed point of L, Fur example, if L =( X+ Y J, tllell . (X)
y - 2x + 4y
the eigellvalues lire 2 and 3, by Example 2 of Section 3.1. Il follows Iltat 0 is a
repellillg fixed point, and iterates of all except 0 recede from O.
Lilies detenllined by eigenvectors are invllriant under a linear function L, as
we hnve IIlrendy seen. We cnn extcnd the notion of invllriance to olher sets. A set C
2
ill il is invarillllt undcr a lillear function L: Rl ---1> U" if L(C)!:: C. '[1lUs C
is invariant under L if C is mapped into iL-;clf by L. Using illvarialll parabolas,
we can detenninc tile dynamics of Ule linear function in tlle following example.
. ,(X) (X12)
EXAMPLE 6. Let \y l yl4 . Show Illat 0 is an attracting fixed pallll
whose basin of attraction is R2, Also show Ilmt for lilly number r", 0, the parabola
y = rxl is invarialll under L.
Sorution. We lind that
L(X) = (1/2 () )(XJ
Y () 114 Y
so Ulat the eigenvalues of L arc 112 and 1!4. Theorem 3.14 implies that 0 is an
allracting fixed point whose basin of attraction is U
l
. If Y =rx
2
with r'" 0, then
L(J (':l'l
'\lIe latter poilll lies on Ule paraoola y =r:l, so it is invariant under L. 0
III addition to Ule invariant plmlbolas, Ille axes arc also invariant under L in
U
2
Example 6. Since every point in lies on some parabola y:= rx 2 or 011 a
coordinate Ilxis, il lil!lOWS Illat Ille iterates of every vector v converge to () along
n suitable PiU'lIbolH or along II coordinl\te axis. WitJI Lhese observations, we arc ready
148 TWO IlIMrNSlClNA" nIM)S
y
>1< >X
'"
:> ("
... Figure 3.1
to draw II figure describing the dynamics of L. Figure 3. I is called a I,ortrait of L.
More gcnerally, when II linear fllnction L has two real whose
..
absolute values are less than I. the portmit of L clln have the same general fnnn al>
that in Figure 3.1, Ule invariant lines alld curves adju1\Ied appropriately. To support
this claim, let L(X)= (ax). so Ulat AI. "" (a 0). Suppose a> 0and d > O.
y 0 d
We will detenllinc II vallie of ex for which the graph C of y::: rx
a
is invariant
under L for every renl nllmber r and all positive x. If (;) lies Oil C. then
L(;
(
ax). '1l1is laller point lies on C only if
drx
a
a . a In d
drx ::: r(ax) so Umt ex = (9)
In a
>0WIf
As a result. curves of the foml y::: rx
a
are invariant under L.
Now suppose that Ule two eigenvalues of L s.'ltisfy IAl < I' and IpI < I. but
Ole associated matrix is not necessarily diagonal. 111is is where similar matrices 11m'
a decisive role. 1l1e reason is that if M is II diagonalmatrh such illat L '" M. an'lt
.-I:
if C is a set Um! is invariant under M. then
(PLp-I)(C) = M(C) !: C, so that L(p-I(C !: p-I(C)
111is means that p- is Ule adjusted curve, and is invariant under L.
I/R)
EXAMPLE 7. Let '" (112
. Analy;r,c the dynamics of L
112 112
,-
3.2 OF UNEAI!
149
Sollllinn. 'Ille eigenvalues of AL are 1/4 and 3/4. and corresponding eigenvectors
(
I) ( I ) (1/4 0) are and . By Theorem 3.4, AL '" AM' where AM = .
- 2 2 0 3/4
Next, notice Ulat Ai. and AM have Ule same eigenvalues. Using (9), we calculate
tlmt wilh respect to M, iterates of poinls converge to 0 along curves C of the
fonn y:; rxu. whcre r:x = J - (In 3)/(ln 4) "" .2075. If P is a linear function such
Ihat L '"
t
M, then fmm Ihe remarks preceding the example, P I(C) is invariant
ulltlcr L. As a rcslIll, we can draw a portrait of L in Figure 3.2.
o
y
',I '>x
Figure 3,2
Next we will discover what happens when L has eigenvalues A and Jt
wi Ul fAI > I and Ilil < I.
l{;) EXAMPLE 8. LeI
. Show Ulat for each r'f! 0, the hyperbola y;;
rlx is invariant under L. 11len analyze Ule dynamics of L and draw a portrait of L.
Sollliion. Let r 'f! O. If Y == rlx, Ulell
L(;} = L( ==
Siuce Ihe laller point lies 011 Ihe hyperbola y rlx, it follows that Ule hyperbola is
invariant urider L. Nexl, we notice Ulal. if y =: rlx, Ulen
(;) :; .
-l'/III"_
150 CIiAPTliR 3: 'f"!0.OIMTlNSIONAI.CHAOS
As n increaseswithoutbound, Lin,I Japprollchesthex IIxis (sincc rI(2
n
x)-;O)
andrecedesfrom the}' axis (because 12n.tI --t 00). Every point 1I0t 011 the x or y
axis is ona hyperbola}' rlx for an appropriatevalueof ,. We conclude Illat the
iterates ofall points not on eithcr UIC x or y axis eventually recede fmlll !lIe origin
(Figure 3.3). Since
c
1nJ
and
CJ --t 0
iteratesofall pointson thexaxisexcept for (I also recedefrolll 0, ilemtes
ofall points on the y axis converge to O. These conclusions arc rcgistered in the
portraitof L given in Figure3.3. 0 .
y
x
Figure :1.3
If L has real eigenvalues A and 11 with IAl > I lind I1II -< 1. then (I is a
saddlepoint. Moreover, OIlC canshow t1ullthereisan a-< 0 such that the curves
y ,:c
rr
are invariant, for each '7:0 (Exercise 20). 'Ille pOrlrait of such un L has
thesamegeneralappearanceaslhatin Figure3.3. with appropriatedistortions.
WeturntolinearfUllctions whoseassocilllcdeigenvaluesarcnotreal.
EXAMI'LE 9. Let J'"' ().Y). I:ind (he cigcnvllilles of L. and discllSs Ihe
dynllmics of L.
3.2 DYNAMICS 01'UNEAR HINCnONS 15)
Solution. Noticc Illat
LC)=
1
) (; )
Since
-
-;t 2
"":..
(
0 -1)
- dct =;t + I = 0 ifamI only if;t i
1 o-;t
it follows Ulat theeigcnvaluesof L arc UIC complcx numbers
and i. Next, we
usepolarcoordinalCS for x and y:
x = , cos 9 and y = , sin 0
Prom trigollomclryweknow that
- sin 9 = cos(0 + trl2) and cos 0
sin (0 + rrJ2)
soIlmt
, cos 9J (-' sin 9) (, cos(0 + trl2)
( (10)
L , sin 0 = ,cos 9 = ,sin (0 + tr/2)
'Illc fonnula in (10) Ielis us Ilult if v has polarcoordimllcs (r, 0>, Illen L(v) has
polarcoordinates (', 0+trl2). In oilIerwords, L(v) liesonIllcsmllccirclcofradius
, centcredat 0, butisrotatedcounterclockwisc trf2 radians(Figure3.4).Evidently
e.1.ch suchcirclc is invariantundcr L. 0
In gcncral, if L: R2 --tR2 is linear,and if
y
I I J I
Rgurc3.4
152 CHAPTER 3: TWOJJlMEN.sIONALfllAOS
2
AI. == (0 wilh 0 + /l I and 0 0
/J o
thcn il c.1n he shown thaI L acts as a rotation through an anglc of Mctan
Equivaknlly.if
At. = 0
sill 0)
Sill 0 cos 0
thcn L acts 8.'1 a rol:ltioll aholll the origin Unough an anglc of ein UIC Countcr-
clockwisedirl'CliOIi (Exercise7). Forsuch L. Ulcre arcno real- valuedeigenvcclors.
tn our linnl cxmnplc we diliculis II.' hili can hnpJ'Cn if L h8.'1 bul one real
cigcnvaluc.
(
X) (2.l+v)
EXAMPI.E 10. /, y = 2y' . DiscussIhe dynamicsof L
SO/filion. Hcre wc havc
/Je)== 2(;.)+
Letting
Ld ) 2(;) and L2 (:)
we notice that tl Illultiplies IJIC distllllce between (;.) and 0 oy n fnctor of 2.
mul l'2 projects (:.)onloIhe )' IIxi1\ nml Ihcn f,J
As you can scc, the ofthc ..t alld Ji of L dClcrli;illc UIC
behaviorof111C ilcmlcsof L WcSlIllImarizc somcofIhcm !wlow:
J. J1 Nt: fe.:U. If 1AJ < J .lIIW Ipl<I. we have
L
fn
I(v) 0 for all v in R1, so thai /) is an allmcling fixed
point of L. If 1A1> I and 1111;::0: I. thcn IIL1nJ(v)1I 00 for all
nOllzcro v in R2, soI1Ult /) isII repelling fixcd poinl of L
ii. SupposcI1ml ..t and JI arc rcal. IfIAI >1 and 1/11 < I, 111cn (I is a
saddlcpoint.
3.2 l)YNAMICSorI.lNEAH FUNcnONS
153
iii.
Ifthc cigcllv:lIlles A. and IJ are complex, Ihcn L hns 11 rotalion
component.
EXERCISES 3,2
XI2+l'/X)
I. LeI
)
'"
[
" soIhal L is Utc IincarfU/lction ill Example7.
.t/2+yl2
a.
COllflllll thccigcllvalucsandcorrcspondingcigcnvcclorsof L.
b.
Confirm thc valllc of a such thaiUlC graph of y =rx
u
is illvMialll
undcr IJ forcach r O.
c.
Confirm that Figurc 3.2is aporlraitof L.
In Excrciscs 2-6. lei L: U
2
-tU
2
Find Ihe cigcnvHlllcsof L, and Ihc eigc/lvcctors
wherc they cxist. Drawa portrail of L.
2.
3. X/3) 4.

(
3y
L(X)==(4y I
)' - X)
5.
(
X) ( x+'V ) - x/2 )
6.
L Y == _ 2l 4}'
) (
= I)x/2 +4)'
7. Lei L:/(2 -t/(2 hc lincar. willI
A (COS e
sin
l.
sin e cose
Show that L reprcsents II rolation of lInglc e in the counterclockwise
dircctlonahout Iheorigin.
8. Filllilllinear functioll L :/{2 -+ /(2 Sllch thnl 0
3
]=I lind L I. (Wm: Use
lheresullorExercise7.)
(IX +!IV)
9. LCI
dy" . ShowUml if I, thell L== I.
(
X) (flX+IJV)
10. LCI L ' . Find nonzero valucs of fl, b, Hnd d suell rJIU(
(
y
=1.

l.r] (ilt]
II. Let a 0 and b 0, andsuppose mill == by for all x and l.y yin
R. Show tllat Ille illlllge ofany circle cenlercd at the origin is an ellipse
centeredat Illeorigin.
1
12. Let A beanarhitrary2x2matrix. Deflnc L:R -J.U
1
by L(v)::Av,
for all v ill Rl. Sbowthat L is a linearfunction and Ulat At:: A.
13.
Lcl L: U
2
-J. R2 and M: Rl -J. R2. Show I.hat M:: L-I ifand only if
AM == (AfT I .
14. Lei L: U
l
-J. R2. Show Ih<lt L islinearifllndonly if arereal IIII III bers
0, /I, c, and d such Ulat
X) (aX+bY)
for all real x and y.
{
y cx+dy
15. LeI L: U
2
-J. U
2
benlinrnrfunction.
n. Suppose thaI Ulcre is a fixed point Vo Umt is nol Ihe origin. Show
lhat L neednolbe /.
h. SlIPpr1Sle 'mittJlefC areOOfl7J:fO fhed11(1111)1\ Vo and wI) lIIOCh that wI.)
is IIO( a multipleo( "0' /)eterminewhelherornol /, iliUM he /.
1('). lIst' (') 10 show Ihal IIv- '1'1'11;;>: 1IIvII ,- 11'1'1'111 rorall v and 'III' in Ie;.
17. Lei L: R2 -J. U
2
, and suppose Illal At. has comrlexeigcnvalues 13 +iy WId
13 - iy, with 13
1
+r< L Showth(lt lillln-+.L''' (v) 0 forall v in Rl.
18. Suppose that \AI <I,and let f.>0 besosmall Illat IAI +f. < 1. Also, let A
= :). Show that if c =IAI -Ie. then 11A"vII S C'IIvII foreveryinteger
n I, andhence that L[nl(v):: 0 forall v in U
l
.
19. Let L: U
l
-J. f{l, and supposc tlmt AI. hashutonereal cigenvalue A. WitJl
1.11.1 < I, Show Illat Iimn-+_ L1n,(v) 0 for all v ill f{2 .
20. Let Ihc Iincarfunction L : n
1
-J. U
2
haverelll eigenvnlucs A and Jl such
that IAI >1 and IJJ < 1. Show Ulat there is1111 a <0 such Ulat UIC curves
Y'" rxet Hre invariantunder L. forall
J <,
/;,'y

3.3 NONLINEAR lVIAPS
Section3.2wm; dcvotedto linearfunctionsdefinedon Rl. In Ule rcmainderof
UIC chapterwewilldiscussfunctionsdefinedin R2 Ulat arenotnecessarily linear. In
conlmst to Jincnr functions, whosedynamicsare relativelylame,nonlinearfunctions
call have-vcry rich dynamics. The prescnt section is preparatory, fonnulating
.J;onceptsQlat will playarole in Ule ensuingdiscussionsofnonlincarfUllctions.
- Lct V IX: a subsctof Rl, and let F: V -J. Rl. Frequcntlysuch a fUllction is
calledamap. function F canalwaysberepresented in Ule foml
P(v) = (/(V) forall v ill V
g(v)
where I alld g arc real-valued coordinate fundion.. of F. Forexmllplc, if
F(X) == ( Y )
(I)
y a gin x +by
2
thclI V 1l , I( =y alld g ( /=a sill x +by. IfI1lc COlll>lants a and b ill
)}' }),
(l) arc negarive real lIulllhcn;, tilcII F could reprcscnt the motioll ofit damped,
unforcedpendululll, whichwewillstudy in moredctnil inChapler5.
Justaslhedcrivalive is importantin Illeanalysis ofa function ofonevariablc,
tiledifferentialplaysakeyrolein thestudyoffunctionsofseveralvariablcs.
3.16. Lct V be a subset of R2, and consider F: V -J. R2.
Assumc Ulill thc first partialsofthecoordinatefunctions f alld g of F existat vo'
'111e differential of F at Vo is UIC linearfunction DF(v ) dcfincdon R2 by
o
dl iJJ (V
J
]
aX. dy 'I'
for all v in Rl
[lJF(vo)J(v) == dg dg
[
.:h,
aX. v)'
Noticc that /)F(,'o) is n Iincarfunctiull, llJ (:UHJl:iiij J.8. We willllormally
idcnlify 1JF(v
o
) wilh UIC assuciated Jucobianmatrix
I
JS6 CIIAMl'.R 1: TWO (111101\
I
I df (Vol iJf (Vol]
ax iJy
( iJg (vol iJg (vol
ax iJy
TIICone-dimensiooalvCN>ion of1)F(vJisU1c dcrivative f'(xJ ofthelincarfUllction
L definedby L(x) ""f '(xo).t forall real numbers x. Analogously, DF(vol cnn he
II:
considcredac; atwo-dimensionalderivative.
EXAMPLE I. Let f'(X)=( . Y ). Hod IJF(AQ) .
.y a 1110 x + by Yo
Solution. We hnve f(;}'T y nod R (;)'"a x + ',y. !\O IIHlI
itg it;;
iJf iJf
o. I. a cos.t, b
ax iJy ax iJy
Thercforeat (AQ) thepartialsarc
Yo
(}J == 0, iJf c I, iJg = a cosAQ, and iJg '" 11
iJx iJy itx
iJy
Consequently
xo) (0 I)
DF v = v for all V in R
(Yo a cosxo b
2
,0
orin Jacobianmatrix fonn,
o
V F C:) := (a c: Xo :, )
{
Xl = EXAMPLE2. Lct:=(ax + bY) (a b)(X) .Find J){OJ.
.'I ex +dyed y ()
1.3 NONUNllARMAPS JS?
Solution. In this C.1SC weImvc f(;}:= ax + by and g (;)=ex + dy. 11lcreforc
;Jf (Jf
ag
a. b, c,
iJg := d
ax iJy
ax iJy
It follows that
(: :J
0)
sothat VL I =At . 0
Example2 tells us that for a linearfunction L on Rl, \lICdifferclltialat thc
origin 0 ill thcslimelincarfunctioll L. becausetllC associatcdmatrixis At. Is thc
samctruc for thcdiffcrential of L atany Vo1
If tllC partials of thc coordinate functions f and g are continuous in a
ncighborhoodof v ' thcllit is possibleto provcthat
o
F(v) - F(v
o
)- lDF(vo)J(v- Vol
approaches 0 as v approachcs Vo (2)
Ilv - voll
Thcrefore F(vJ + [DHvJ)(v- Yo) isa goodapproximation to F(v) if v is near
to Yo' TIlUS tllc diffcrcntial DF(v
o
) can tell us some\lling about the behaviorof
F( v) whcn v is nellr to vo'
Moreover, lJF( vJ indicates whether F significantly contracts orcxpands
areasofregionsncarto vo' Tobemorespecific. weconsiderafunction F: V -t R2
witll coordinatcfunctions f and g whose partials existat vo' Thedctcrminantof
VF(v
o
) iscallcd theJacobianof F at Yo' andis givenby
(vo) Z(vo)]
detDF(v )
=dct
o (3)
( ag(v) iJg(v)
ax 0 iJy 0
If Idct DF(vJI < I. tilell F is area-contractingat vO' in tile scnsc \lIat F
small rcgions conl11ining vo' Similarly, if Idct DF(v JI > I, tilel, F is
area-expanding at vo.
CIIAI'rI'R 3: lWOIlIF.fENSIONAL (lIAOS
158
EXAMPLE 3. Let F(X J= ( . Y I, rind the Jacohhln of the function F
y a sm xt,
Tr/3)
at 4 ,and determine conditions on a and b tJIlIt imply thllt F is are:l-
(
Trf'!o)
contracting al 4 .
(
Soilltion. From Example I WitJI.tO Td3 alld Yo 4, we have
OF(":) = ;,1
t1
Tr/3)
Tr/3)
so thai f' is area-contwcting nl 4
'Ill is means thai det D F 4 ::: - 2' (
(
provided Ilmt luI < 2. U
Now we him 10 lixed points of F.
DEFINITION 3 7. Let p be II ftxcd poinl or F. 'l1len Jl is attracting if
and only if there Is n disk ccntered at p such Ihal Finl(v) p. for every v in the
disk. By contrast, p Is repelling if ami only if tllere is a disk centered at {) such
lllnt IIF(v) F(.,)II > !Iv pll for every v in Ole disk for which v"# p.
1l1ese definitions extend to two dimensiolls the notiolls of attracting and repd-
ling fixed point" prescntcd in Section 1.2. Oftell llltmcting fixed points of multi-
varlnhlc functions life callcd sinks, and rep('iliug fixed poluts arc clilled SOllrceS.
Recall that n fixcd point p of n function f defllled in R is allracling
provided thnt !f' (1')1 < I. l3c1ow we will prove n two-dimensional version of this
criterion. Before we do it, we need to recallllle Chain Rule from (3) in Section 1.3:
(linl)'(X) == [f'if" IJ(ml [f'if,,-2
1
(X1 ". [f,({(x1
If x is a fixed point. Slly x p. thellthe formula reduccs to
(4)
if"l)'(p) = [f'(p)l
n
"!lIe two-dimcnsional ,lIlalogue of (4), applied to Ihe fUllction F deflncd in /(2, is
(5)
(I)/;(nl)(I') = 1(I)/<'(I)1l
n
l
".
3.3 NONLINEAR MAPS 159
(You elUl find a proof of (5) ill Illulti-vllfiable analysis texts such as Buck, 1978.)
Now we life rcady for tJIC promised tJlcorem.
THEOREM 3.18. Lei p be a fixed point of F. Assume [JUlt DF(p} exists.
witJl eigenvalucs A and J..I. such tJmt IAI < I and 1111 < I. "!lIen p is attracting.
e> O. By (5). and by (2) with F feplal,;cd by f{n
l
and v0 rcplaced
:-.-_by p. we, fmtJ tlml
II f,nJ(v) - p - [(DF)(p)Jlnl(v - p) 1/ ::: /I p"l(v) - pnl(p) - [(Df,nJ)(p)](v - p) II
< e
IIv - Ilil I/v plI
if v is in a sufficicntly slllall ueiehoorhood U of I). lUld v "# p. I [owe vcr. the
cigenvalues of (DF(p)ln
l
are An and J..I.". Since IAI < I and l,ul < I by
v-p
hyputhesis. Corollary 3.15 Ulen implies that [DF(p)]inl --- 4 O. Therefore if
IIv- pll
- n is large enough and v is in U witJI v '" P. !llcn
f,nl(v) - p II < 2
/I IIv- plJ
It follows tJmt f
4nl
(v) 4 p for all v in U. Consequenlly {) is attracting. III
Using !lIe sallIc kind of argument 3.<; appears in !lIe proof of 11leorcm 3.18,
one CWI show I1mt if tJle eigenvalues of DF(p) satisfy IAI > I lUld l,ul I. tJlcn
the fixed point p is repelling.
If p Is a fixed point of F WitJl eigenvalues A anu J..I. such that IAI < I .UlU
> I, then p is called a saddle point. This corresponds to tJlC dcflllitioll of
saddle point given in Scction 3.2 for linear functions. In order to understand UIC
behllvior of F ncar II saddle point, let v,t Wid vp be eigenvectors for A. and ,u.
rcspectively. If v is nc.'U' to p, I1len
IIF(v) - .,11 < IIv - 1,11 if v lies ill Ule dircction of v,t
IIF(v) - .,11 > IIv - pll if v lies in Ule dircction of vp
If F is a linear function. tJlcn !lIC iterates of poinl<; Oil the linc Ulrough p in tlle
direction of v,t converge to P. and Ute iterates of points 011 the line Ulrough p in
tJle direction of vp. scparate from I'. Howevcr. if F is not linear. Ulcn tJICre is no
aSSllml)(,'t' that !lICSC cOllclusions hold. NeverUlcless there is a famous tJleorem. with
tJle imposing mUlIe Stahle and Unstllble Manifold Theorem. which that
there arc differenlinhle curves Cot and C through p such that
p
160 niAlYll'.R 3: TWOIlIMENS1()NALC1IAOS
C). Illngcnl to V). III p. lllld /.1"I(V) I) for nil v nil C).
C
p
is langellt III vp al (J. llnd F- ["ICY) -)I) forall v on C
Il
'Illccxprcssion 1-"-I"J(v) I) signilics thaI thc pre-imagcsof v 011 C
Il
approach
p. and suggests that thc itcratcs ofpointsOil ell recedcfrom I). Thccurvc C). is
oftcn callcd a Ino.1stahlemanifold for p and is dcnoted W:",(p). Similarly, !lIC
curve C
p
is oftcn cullcd n local unstable manifold for p lind is denoted
(For morc dctails, sec thc hooks hy Dcvancy, 1989 or Guckcnhcilllcr and
lIolmcs, 1983.) l11c geomctrical intcrpretationofthcsc idcasisgiven inFigure 3.5,
y
;;;"x
FigUfC 3.5
We felllm once 10 !lIe function F defined in Exmuplc I, with f'
a<;signcd thc vnlue - I.
EXAMPLE 4. I.cl ,; (X) == ( y ). Dctcnllinc !lIC valllcs of a fOf which
y aSill x y
[)F(O) hns renl cigcnvaluesand thcfixcd poinl 0 is
:l. allmcling h. repelling c. asaddlcpoinl
Sollllion. By thc result ofExnmple I wc havc
() I) (0 I)
lJI-"(O) = =
(
(/ cns0 I (/ - I
so thaI
(
I) -A.
A.
2
(kl 11>1-'(0) - AI I
dct :::: + A. - II
II --I-A.
3.3 NONLINEAR MAl'S 161
Now .4:+A. - (l ::0 ifand onlyif
A.
I -..[1+4;;
2
NcxtJet
A.
- 1--
1+v'J+4;
and Ji
2
2
AIilllc calculatioll
if a < - 1/4, Ulcn
1 + 4a < O. so tIlat Aand ,u arc 1I0trcal
if 114 < a < 0, thclI
- 1 < A. < - 112 and - 112 < ,u < 0
if 0 < a < 2, Ihcn
2 < A. < - 1 and 0 < ,u < I
if (l > 2,
then
- and Ji A. < 2 > I
'nlcrcforcwhcn A. and ,u arcrc.JI, wchavcUIC following rcsults:
o is nn attracting lixed point if - 114 < (l < 0
o is asaddlepoint if 0 < a < 2
o is arcpclling lixedpointif > 2 (l
l11is completcs thc solution. 0
You lIlay havc ohservcd that ourdiscussion has revolved arollnd UIOSC lixcd
points p whosc cigcnvalucs salisfy IAJ t; I :md l,ul t; 1. Such fixed poillls arc
callcd hyperbolic; Ulcy are cithcr attracting or repelling lixcd points Of saddlc
points. and !lIC behaviorofthc function Ilearsuchapointis mllennble to analysis. If
UIC cigenvahlcs satisfy IAJ == 1 or 1,Il1 == I, thcn p is non.hyperholic,and (hc
analysisofUIC fllilclion nc.:1r snchapointis much morcdifficult.
Baker's Functions
Wc complcte this seclion with adisclIssion ofa two-dimcnsional version of
!lICbaker's function describcd in Section 1.3. Wc dcfinc UIC function U
2

hy thc two fonnulas I
I
)== x 1 0 X and
y < '3
fOf I 0
3)'

102 C1IAI"TEI 3; TWO-!)fJ\llE!fnOHALCUMJS
and
1 1
I

(
\ : for .t - 1 +3 x 0 1 and y
3
1- h 1
, l' 3
'!lIen [.Iv is called a baker'li functlon because it is linearon twoPIJr1WoII ofthe
domain Ule way tJle one-dimensionalbaker'sfunction is. Thedomainof consists
of Ule unil square S =lO, l] x (0. 1]. The effect of no on S can be seen
graphically in rigure 3.6. where the rectangles ill the right graph are Ule images of
the rectangles withsimilarshadingintheleftgraph:
f0.%:I f:::::::::1

0
---W./
LU
//,//,#//P4J "> x twA ........-! I "> x
1/4 112 5/6 1
Hgurc3.6
'I1le image isdepictedonUle rightin rigure3.7. andsuggests!bat
S ::J. no(S) ::J.
::J. .
y

o
>x
r.III t.! Od I >x
1/4 1/2 5/6 I
112\213"1
1116' 5/24 7/12 7/9
3.7
j .... ...n'l""." '/)'i-.-y" ...r,
OneCUll prove that =0 is in facta nested sequenceofstrips ill S. Next,
..
let
AI!,= thecollectionof v lhalare in forall n 0, includingboundary
c:l ;a'!Iaf(JJ[ liBe , :re me-
dlAll anac.e;xh1n.n:at ('...auIt,Jr fW:' t.lJe
",.. ,fj
lCrnarysci). trlCsel All, is alliedan atlrador the ofevery p{)inl
ill S annroach All.' NoticetJllIt 0 is a fixed pointof flo.
EXAMPLE 5. Detcnllinc whcUlcr 0 is an attractingor repelling fixed point, or a
saddlepoint.
Solurioll. By the firstformula Ulatdefines It.
C) (v) = (/(v) where /
4'
1
x and J,1 1= 3y
8(v) y
Oecause 0 is on lhe border of Ule domain, we can only take one-sided p,Ulial
derivativesof Itat O. Weobtnin
DlVO) =
llierefore 0 is a saddle point, cOlltracting bya f:lctor of 1/4 along tJle xaxisand
expandingby a factor of 3 along tJle yaxis. a
Itfollows from the solution toExample5Ulllt the interval (0, I) alongthcx
lIxis isa loelll stablemnnifold W.:x(O). Bycontrast, Ule interval (0, 1/3] along UIC
yaxisisa localunstablemanifold
The point 0 is 1I0t Ule only periodic point of There is anoUler fixed
as well as periodic points tJmt are not fixed points (Exercises 13-14), In
has sensitive dependence on initial conditions because separates
nearbypointsin Ille dOll1ain bylit leasta factorof 3/2 (Exercise 15).
ThefUllction no described above is butoneofa whole fWllily offunCilOIl_'i_
OllIe full family is defined in !lIe following way. Let a, b. and c be constants,
with 0 <a 112. and 0 < b < c< 112. TIlena(generalized) baker's fur:ction.
which we designateby n ratherUmll Ule moreaccurate butcUl\lbersome lJabc' is
definedon the unitsquare S byUle two formulas
--
164 CIIAI'TI;R 3, -'WOJ)IMENSIONAL C!lAOS
() x I and 0 Y < a
nn [;'y 1
for
=
and
DC)
[
.'i+o'
for 0 x \ and a Y \
-(v
\ - a
'Ille effect of n on the domain S is shown in Figure 3.8. Like no' n has an
altractor All whose intcrsection willI thc x axis is a one-{)imensionai Cantor set. If
v0:= [XO Iis any vcclOr in S such that Xo 0 or \ and Yo 0 or a or I, I1lcn
Yo)
DD(v0) cxists, mId moreovcr,
b
DD(v
o
) 0
0]
if 0 < Yo < a
and
DI1(v
o
) = if a <Yo < I
[
I-a
Exercises 17-19 arc dcvotcd to fc.1tures of n.
y y
I:::;:;:::;

JlIIIIIIIIIIIII
vuzazzvvaa/LA .,. X
,l'\tl
Figure 3.8
EXERCISES 3.3
In Exerciscs \ .. 4, find the fixed point'> of F, :uld dctcnllinc whethcr F is lIrca-
expanding, area-contracting, or l1Cithcr allhcse points.
3.3 NONLINEAR MAPS
165
I. f
'(X)_[X2+
4
I
2.
F (;)=C -x: +
Y 4x
y"-- x
J
3.
FI 1= 1
1

I
4. PI 1=(2XY+YJ
[ 3y-x
-x+-y
4 2
III Exercises 5--H, delennillC whether the fixed poilUs of F nrc Ullrncting. repelling,
or snddlc points.
5. I" in Exercise [
6. I" in Exercise 2
7. I" in 3
8. F in Exercise 4
9.
Lct L (;
a.
Show I1mt 0 is I1le only cigcnvalue of L. but
> IIvlf for all
1l01l7.ero v on the y ax is.
b.
Docs the rcsult of pan (n) contradict Corollary 3.157
your
answcr.
10. Let
L [;)= ['ox y J
a.
Show tllat the cigcllvlIlues of L are less tlllm 1 ill absolute value.
b.
Find a vector v such Oml IIL(v)lI> "viI.
c.
Do (II) and (b) contnulict 'l1lCorCIll 3.187 Explain your mlswer.
XJ (SinX)
II.
Lel F = I. Show tllat 0 is all attracting fixed point of F,
(
y y2 )
llltJlOugh DF(O) Il<l<; an eigenvalue I1lal is not less than 1 in absolute valuc.
12.
Find an example of a function F: 1<2 -t [<2 111al has a saddle
fl. such
that F is
a. MClI-expallding at p
b. area-contracting at P
166 CIIAl"rER 3: TWOI)IMI!NSIONAL (1IAOS
13.' DctcnllincII fixed pointof 't Ihal is nul O.
14. Pinda 2-cyclcfor ft.
15. Show I1ml hassensitivcdepcmlenccon inilialcondilions.
16. UseI1lc formulas I1mt dcinc It toshowcxplicitly that S;JIlu(S).
Exercises 17-19 arcdcvotedtotIlC (gcneralized)baker'sfUliclion Il.
17. DctennincI1IC lixedpoinlsof fl.
18. a. Usc Ihc fonnulas thatdefinc n10 show cxplicitly lhal S ;:) ll(S).
b. FindI1le areasof I1(S) aud n
I21
(S). .
19. Show thai 0 is II saddlcpointfor n, foranychoiceof a, b, :Uld c.
20. Lel L: R2 --t R2 he a lincar function, and let Vo bc<1n arbitraryclementof
R2. Is DL(v
o
)=L1 Explain youranswcr.
11lC catmap C, introduced by thcRussian IIlI11hclllllticiml V. I. Arnold. isdcfincd
onI1IC half-openunitSqUarC LO, I) x lO, I), using \lIC "lIl(x1" notation. By"zmod I"
wemcnn Z n, where fI is Ihc imcgersuch that O:s; z- n< I. Thcn
c(xJ= ( (x + y) mod I )
Y (x +2y) moo I
Exerciscs21-22cxplorefeaturesof C.
21. Show I1mt 0 is theunly fixed poilllof C. and find two2cyc!csfor C.
22.
Note !Jlat (: I. for any v at which C iscontilluous. _
a. Pindthceigenvaluesor DC(O). and showtImt 0 is:1 saddlepoint
b. Let G=I=c"2' IIlIdrecursivelylet L;' =c -
l
+c _2 for
n n
::I == 2. L4 == 3. Cs ==.5, ctc.,and the scquenccof <;. 's is the Flhonacci
sequence. Useinduction til show that
n = Dc
,
1
(v)
0n 1for 2 n
C:!n .. I
3,': TIIE !!r.:NONMAP 167
,
3.4 THE HENON MAP
About 15 yc.1.rs ago the Frcnch astronomer-tnllUlcmaticianMichel was
scarching for a simple two-dimensional function possessing special properties of
morecomplicatedsystems. TIleresultwasn fanlily offunctionsdenotedby Hob and
givenby
2
- -- (X) (I Ox +YJ
Y bx' wherc 0 lUlll barercalnumbers (I)
'nlemapsdcfinedin (I)arecallcdHenon maps. Many aUUlOrs refer to U1C IlcHon
mapsas H, andjustcall I1lcm tIle )Itnonmap.
NoticetIla! if b = I, X I and Y=0, Ulen (1) becomes
012
HobI 1= C, J
'nlUS the imageofI1IC rc.1.1 Iinc is the parabolagivcn paramctrically by .r= 1- or
and y:= I (pigurc 3.9). As a result, the lI&lon maps constitute a 2-dimcnsional
generalizationofUIC fllluily (Fd mentionedinSection2.3, where Fc(x) = 1_ Cx
2

Nextwcwill find theJacobianof Hoo.

y
!. )0 x
Figure3.9
3.19. Let 0 ,Uld b beany fixed rca!lIumbers. 'IllCIl detDHoo (; J
2 2
- b for all x.y in R2. If a x + b 0, I1lcn \lIe eigenvalues of [)IJ, ( xI
,".) \y)
are
UIC realnumbcrs - ax Va
2
x
2
+ b .
Proof Sincethecoordinatcfunctionsof Hab aregivenby
168 ClIAI'IUI ': lNAI. CIIAOS
+ y (XJ f
(
x) y = I - ax2 and R y = /Jx
wc find Ihal
(
X) (-2aX I)
=
)' /) 0
so Ihal
x) (-2ax 1)
dCI f) /-Inl. y = dcl /) 0 = - /J
(
To dctcnninc thc eigenvalues of I)/{nl. (;) wc ohserve Ihal
X) J (- 20 r - A. I) 2
det y - AI = del
= A. + 2axA. - I;
[
(
-A.
lllcrcforc A. is an eigenvalue of TJI!,,/, (::) if A.
2
+ 2aXA. -I) = O. This mcans lhal
A. = - 2ax if4a
2
x + 4/J
2 2
2
if a + I; - ax x
2
'lllUS thc cigcnvalucs arc real if a
2
/ + I; O. II
llic map IInb has a conslant Jacobian det Dll
n
". I noted in.his original
paper (1976) Illat IInb is thc "mosl gcncral quadratic mapping [on U
2
J witll
constanl Jacohian." NCXI, rccallihat Ihc Jacohian of Hnn dctcnnincs whcther Hal, is
arca-cxpanding or area-conlracling (or ncither). By 'Illeorcm 3.19, thc map is II
r11r
-
arca-contraeting if 0:0; I; < I; it is genuincly a two-dilliensional map if /) # O. Thus
wc will hcnccforth assumc 0 < /) < I. For such valucs of /J, Hn/J (v) has distinct
real cigcnvalucs for cvcry vaillc of Ihc parameter a, ami all v.
II is straightforward 10 show thai IInb is onc-to-onc.
THEOREM 3.20. IInl' is one-Io-onc_
Proof. Let x, y. z. and II" he real nlJlnocrs. Then
3.4 '11110 II(,NON MAP 169
ZJ [I - ax +Y J [ I - a7. 2+ IV]
11
111
) if and only if
IV I;x I;z
=
(
2
=
that is,
2
I - (lX + Y I - OZ2 + W
and I;x /Jz
Sinec /) # O. it follows that x =z. 'Illcrcforc Y =w as wcll. so that (:)= [:, J
Conscqucntly I1nl) is onc-to-onc. II
Thc lIIap H"" is composed of Ihc thrcc funerions /-II' and 1f
3
whcrc
III
(
X) = [ x J, /{2 (X) = ("X] . and
Y 1- ax
2
+ y y y /-1
3
(;) =
Morc prccisely. fi",) = H) 0 112 0 HI (whcrc for convcnicncc wc supprcss OIC suhseripl
a') on III' Il],> and If,). To interprCl HI' H'}.' and H3 gcomctrically. supposc thal
a > I. Then III hegins the folding proccss. The effcel of /-lIon Ihc cllipsc ill
Figurc 3.IO(a) is shown in Figurc 3.IO(b). Next. contracts curvcs in the x
direction. sincc 0 < /J < I by hypothcsis (Figurc 3.IO(e. llic folding started by H..
is cnhanccd by H
2
Finally. H3 nips shapes across OIC Iinc y = x. The tOlal effcct
of HI' H
2
and H) (that is. of H",) on an ellipsc is shown in Figure 3.IO(d).
A
+
y
X7f\
X
T
X
i"
(a) (h) (c) (d)
Figurc 3.10
Now we will prove that 11",) is invcrtiblc.
THEOREM 3.21. Hili) is invcrtible. and ]. lIab I [ : y
. -1+-y2+x
/)2
170 CIlAPTER3: ClIAOS
Proof Wecouldshowthai HI' H
2
and 113 arcinvertible.wid then that
H"bI = (H
3
o H2 0 Hltl== 11
1
- 1011
2
- I 0 113 1
Itiseasier10showIllalbytheformula for lI"bI we have 11"17 0 H"bI I:
bY
..
(llab 0 fl..bI)(; ) 1 (;)for nil x and y 1

/)2
NextwedClcnnilleUIC valuesof a and b for which IInb has fixed poinls.
TlmORRM 3.22. LeI a O. Then Hab hasafixcd pointif a - (1 - b)l
4
Proof 111e point (;)isa fixcd pointof /lab providedthat
C)=11,,17(;) = C:2+
TIleleft-handandright-handvectorsareequalif y== bx Wid x:: 1- ai+y, which
implies Illat x== 1- ax'+bx. Thisis cquivalentto ai+(l- b)x- 1= 0, which
byIllequadraticfomw:ayields
- 1 if(I - 1)2 + 4a )
x 2a
Suchan x existsif (I - b)l+40 0, tbatis, if a - (I- b)'. ..
4
In thcevent that II"" hastwo fixed points II Wid q, tJley arcgivenby
.-.!.. (b 1+ V(l- /)2+4a )1 (ll I - Y(I- b)2 +4a )1
(I == (2)
P"[ (1,- 1+V(1 - hI' +"") , [ b (b _1- V(l-b)2+
4a
)
2a

3.4 TIlElIENON MAP 171
Sincewc know thc fixed poinLS of lIab lUld thc eigcnvaluesof D/l
ab
(;)for all x
and y. wecandetcrmineconditions underwhich Ule fixed fX
lint
p isllttrm:ting.
TIIEOREM 3.23. TIIC fixed point p isattracting provided that a is a nonzero
lying in the intcrval
..
I 2 3
J -(I-b) -(1-
4 4
Proof Theorem:U8 tclls us that p is attracting if UIC eigcllvlllues of [)/Iab(,)
.Ire less than I in ahsolute value. Lctting p == (:),weknow from (2) that
..,
PI = (b- I +V(1- bP +4a )
(3)
II!I
sothat 2aPI = b- I + V(I- b)2 +4a . Therefore
2ap., > b - I, orequivalentJy, 201\ +I > b
III
(4)
By'llleorCIll 3.19 theeigenvaluesof DHab (p) are less tJHm 1 in absolute value if
1- al1 ya
2
p? +b I < I. Wewillshowthatif a is in the interval J, then '"
o - apI + "a
2
p?+b < 1
(5)
OnIlleonehand. because b >0 we have
apt + + b - aPI + "a
2
P1
2
== - api + lapil 0
On the olherII!Uld. a>- (l- b)2/4 by hypothesis. so Ihat (l - b)2 + 4a > O.
Consequently PI isa real numberby (3), and by (4),
(UP
I
+1)2 = iP
I
1
+laP. + I > (12p12 + b > 0
Itfollows that OPI + I > V(/21\' +b , sotJmt - lIpl + Ya
2
p.,2 +b < I. ]llcrcforc
(5) isproved. An llIlnlogousargumentprovesIllat
172 CIIAI'IH( 1: 'IWf)'(lIMENSIONAL tltAOS
-\ < - OPI - V(l
2
d -I IJ < ()
(see Excrcise 9). ConseqllcnlJy thc eigcnvaJues of I>Haip) arc Icss tll,m ill
absolute valuc. so that p is an attracting fixed point
Prom 'Illcorem 3.23. the IiJl:cd point p is auracting for certain values of a.
fly contmsl the IiJl:ed point (I given in (2) is a saddlc point (EJl:ercise 8). 'llms we
have tlle following situation for a given value of IJ ill (0, I):
If a < - (I - b)2 thcn H"b has no lixed points.
4
\ 1 3 1
;
If - - (I - b) < a < - (I - b) and a 0, then Hdb two lixed
fr
4 4
points. p and q. of which p is attracting and q is a saddle point.
For the pre.sent, let II be fixed in UIC interval lO, I). and let the pammeter a
increase. In addition \0 the bifurcation at - (I 1)1/4. IIdb has a bifurcation fit a
3( \ - b)2/4. because onc of the two eigenvalues of 11",,(\) descends Uuough
(Exercisc 10), so that p is transfonncd from all auracling fixed point to a saddle
point. Recollect 111.'11 an allracting 2-cycle for Ule quadralic frunily (QI'I emerges as
11 increascs and passcs Ulrough 3. 'llms wc lIIight snspectlhal as a passcs tllrllllgh
3(1 - b)2/4. rul attracling 2-cyclc for Iffib would be hont. '111is is Ihe case. In order
to prove it. one would have 10 solve thc equalion
2
X) "" = (I -a(l - ax + y)2 + /JX)
[ 2
Y Y b(l ax + y)
for x and y. Of course this cnlails solving a fourth-degree equation in x, which is
possible because two rools are known from tllC two fixed polnls of 11
00
, '\lle resull
is tllat II"" has a period-doubling bifurcation at a = 3( 1 b)2/4.
As a increases further, H"" undergoes a period-doubling cascade. For certain
special vailles of b (he bifurcation values of a. as well tlle FeigenbaulIl
const.'llll. nrc known. In parlicular. Denida. Gervois. and Pomeau (1'979) have
calculated the following hifurcation values of a for lJ =0.3:
bifurcation point pcriod-n cycle appears
0.1225 I
0.3675 2
0,9125 4
1,0260'" 8
...... 11 t).
I .\J,J 1\1 16
1.0565'" 32
3.4 TIlE ImNON MAP
173
'Ille cHscmle terminates al approximately 1.05R{)459, which is lhe "Feigeuhnulll
cOllstanl" for the I Muon map.
flow docs Ha(."l behave when a > 1.061 One might imagine !lUll for an I
arbitrary a > 1.06, itcmtes of vinuaJly any initinl point would be sprinkled
unpredictably tJlfoughout a region in tJle plane. However, tJlat does not happell. For
example. let a lA, and designate 111.4)(.3) by H, If we neglect Ule first few
iterales of o and plOl the nexl 10,068 Iterates, then we obtain Ule slmpe Alf
appearing in Figure 3.11. on U,e front cover, and in Color Plate I. TIle set All is
called Ule JIenon IllIractor of tJle map, because the itemtcs of every point in a
certain qnailiilateraJ Q surrounding All approach the attractor.
y
.5
-,5
-2 2 '>x
Ilcnol) attraclor
Figure 3,11
Allhough All may appear to consist of a few fairly simple curves. when we
zoom in 011 a slIIall rectangle containing lhe fixed point p. we see Ulat tllere are
several strands (Figure 3.12(a. No mailer how much we magnify the region, nearly
idcntical new sets of strands appeM (Figures 3.12(b) and (c. It tUniS out tllat tllere
arc in reality an inlillite number of such strands thallllake tile region ncar to p look
like a product of a line alld a Cantor SCl.
llle ilerates of nearly all points ill a reclangular region Q containing AI{ lIot
only converge 10 All blll secm to (raCe oUl a dcnse subset of All' TIllis wheUlcr Ule
illitial point is 0 or anotller poill!, after a few initial iterates tile next several
iterates yield a virtually idelltkal shape. '
174
CHAPTER 3: CHAOS
.171, .. ".''''' .
.
.....

f
. y " ':-..::

1'"
...".... ....>
". ""',
I .
, , <)o.r
.
14
1 <)ox .1661 "<)0..[ 16921 7524
. 66 .82 .74 .76
.75 .
(c)
(b)
(a)
figure3.12
Twosignificant features ofthe atlractorare evident from figure 3.13.
whichdisplays iterates 34 through40oftheorigin (denoted by an isolated asterisk).
first, the figure showsthatiteratesbouncearound theattractorerratically. Second.
UIC figure suggests that the attractor hilS sensitive dependcnce on initial
conditiolls. Iterntcs ofLhe origin idcntificd by asterisks were computed bya eRAY
supercolllputer with single precision accuracy, whereas ileratcs idcntificd by Iittlc
squares were computed hy the SRllle eRAY supercompulcr. hut wilh douhle
precisioll. llie difrerellce in accuracy between single and double prccision is
approximately 10-
14
units. However, aner 40 iterales Ihc rcsults arc complelcly
unrelated. Becauseofitssensitivcdcpendence, All is callcd a chllotic attractor.
3B
.-.......

\J\
JI(
.,39
)
/34
//
,-'
,/
'/
,,/
/?

Figurc 3.13

'1
3,4 TIlEHENON MAP 175
In his famous articleof 1976, Hooonfeatured I1lc atlractor Au with a = 1.4
and b =0.3. WhydidheselectLhese paramctcrs? OnLhe one hand, he noticed umt
if a lies somewhere near lA, Lhen as b increases from 0 to 0.3 Lhe attractor
All grows from nothing to a robustsetinR2; moreover, if b is much larger than
0.3.Lhen Ule ileratesofV:lrious poillls near 0 areunbounded. OnUleoUlcrhand,he
fUUO<l thai ifb "" OJ. andif 0 <: theFeiz,enbaum constant... 1.06. then Ha/; hasan
1l}, /lie: IS... p1.e.:: oowe"I'e:;:t' L;,. ..;:: :lJ,e:;J
_ ofaffpoint."are unhmmded. 'llIel:Je led HbJon to lrelcd (1 "" I.4
""" and b. =0.3 a'l parameters thatprovideanartraclor that is full and has interesting
.- charactetis'tics. NeverLhcless. other parameters near 104 and 0.3 yield interesting
attractors. rn fact, somecolleaguesuse a =1.42 insteadof a'" 104. You might be
intercsted to see whatdifferences thereare between the attractors corresponding to
these tWI) valuesof a.
EXERCISES 3.4
l. Using the program HENON. delcmli1le whclher it t.akcs 100, 500. 1000,
2(x)(}. or 5000iteratcsof 0 to fin out Au soLhat itappears asacollection
of(relatively)complctecurvcs.
2. Using tJ1C progrrun HENON,show dlatafter UIC first fcw iterates, Ule iteratcs
(
0.1)
ofUle points 0 and yield virtually Lhe SruIlC shapefor All'
0.2
3. Recall that H hasparameters a =1.4 and b =0.3.
a. Find UIC (approximate)coordinatesofthcfixedpoint p for H.
b. Find ule eigenvalues ..t and Jl of DJI(p). Will1 ..t<Jl.
c. Findcigcnvectors vA. and vp of fJH(p). Conftrmthat H stretches
distances along (Ulat is. in Lhe direction 00 Lhe attractor at p. and
contractsdistancesinadirectionobliquetoLhe directionofI1lc attractor
at p.
4. Lct a "" 104. Use Lhe program HENON to discuss what happens to the
attractorof Hab when
a. b increases from 0.3 to 0.5
h. b decreascsfmm 0.3 to 0.1
5. Lct b =0.3. Use ule program IIENON to discllss what happens to the
altractorof Hab when
a. a increa.'les from 1.4
b. a decreasesfrom 1.4
177
176 (1IAo,
6. Lei II "" 0.3. lise the program IIENON to lind a value of (1 such Ihal lI"b
has:111 llllraclingn-cycle.lllld dclennincllil n-cyclc.
ll. n 4 b. n 8 c. n=7 d. n =3
7. LCI a =O.
a. Show Ihal for each /J in thc inlerval (0. 1). H
aJ
, has a unique nxed
point p. and nnd p.
b. J)elcnnillewhclher p isaltracling.repelling. orasaddlepoint.
c. Findaneigcnveclorcorrcsponding10 eacheigcnvalucof II,,},'
8. a. Ixt a= (I - 11)1/4 lind 0</) < I. Find Ihe eigcnvalucsof
h. r.cl a> - (I - /))1/4 Rnd a'I: O. Show thai Ihe nxed point (I ill (2)
is nsaddlepoilU of /I." forem::h /1 in Ihe illlerval (0. I).
c. Ill>c of(n) nlld (h) 111 dlRCUSS Ihc Iype ofhlfnrclllion nf II"!J
Ihal occursal a O.I22S.
9. Assume 111<11 () <,,< I alld (I - /1)2/4 < II < 3(I -- 11)1/4. I.el
PI I (b - I +V(\-1J)2 +4a )
']11
2
ShowIhal I < '- aPI V0'/11 + 11 < O.
10. LCI /) be in (0, I) and (/ =3(1- /1)7/4. I:illd the eigcnvalucs of 11,1" and
convinceyO\lrsclfthai hasa hifurcalional Ihisv,lIue of a.
)1. Let II.(; ) (a- x + I1Y)-
a. Show Ihal H"" E/1<1<. wherc E isan apprnprialclinearfunelioll.
h. Wllal does thc resull of(a) Icll you ahout thc allruclorof jI"'? (II''' is
onenIIscd asan allcnullivc10 11,,1>')
12. UseIhc hifurcalioll tahle for Ihatappearsin this scction 10 computean
aprrmdm:lle I version of Ihc Fcigcnhalllil IIl11l1hcr (sec Seclion 1.5).
CompareyouranswerwilhtheFeigellhaulllnumberforIhe<Iuadralic falllily.
3.5 '11!IlIJORSESIJOEMAP
3.5 THE HORSESHOE MAP
Onc of Lhe carHesl cxamplcs of It fUllction dcfined on Il 2 tllat exhibits
inlcresting dynamics is Ihc horseshoe map dcscribed in Ihc 1960's by !lIC
Amcricllll malllcnlHlicianStephenSmalc(1967).
llichorscshoe Illap will bedcnolcd by M. lisdomain is Illcscl S in 112
composed ofIlle unit square T [0, IJ x [0, I], bounded on Ihc left and righl by
scmicircles nand E (Figurc 3.14(a. Wc<L<;sumc Ihal S contains ils boundary.
"Illc fUIlClioll M shrinks S vcrlically by a ractor or a< 1/3. and cxpands ,r.,'
hori7.onlally hy a faclor of " :: 3, wilh Ihc scmicircles n nnd E nllcretl so ,l<; 10
cOlllinllc 10 be semicircular. Thc reslIlling ligllre is folded by M soIlintittitsagain
inside S, wilh ollly thc seillicircles protruding 10 Ihc Icft of T (Figurc 3.14(1))).
'\liltS Ihe rangc of M looks like II horseshoc. ,Whcn S IH parliliollcd ns ill Figllre
3.14(c), we l'llll sec lllc effcct of M 011 cnch mcmber of Ihe partition (Figure
3.14(d. Specilicnlly, M scnds scmicirclcs /I IlIld I': huo II, alHl scnds IJIe
T illioIwoscrips inside 'f plm; IIcllrvedsiripinside H.
l' I
(a)
E
M(ll)
, M(lJ)
r
Co I/)I C
1
I
_1__
M(E)
(el
(d)
3.14
Even I1lOugh wc havcnotdefined M bya formula ora sericsoffonllulas. we
arcahlc 10 syslematicallyanalyl.c i(. Tostart with, wc note lhat M is wcli-lJelincd
anlilherange is cOlllaincd ill S. Next wewill show 111m M isa hOlllcOlllof\lhism.
TIlEonEM.3,24. M: S M(S) is a hOlllcolllorphism.
178 CIIAP'l1lR 3: TWQIJIMIlNSIONALCIIAOS
Proof Dy definition, M maps onto M(S). 'l113t M is one-to-one follows from
the fact thatstretchingand conlractingmc onc-to-oneoperations,lind M folds in a
non-overlapping manner. To prove that M is continuous, we compare suhregions
in Figure 3.14(c) wiUI Uleir corresponding images in Pigure 3.J4(d). 'Ille map M
expandsdistancesin Co and bya factor of 3, and shrinksdistancesin II and C
1
E. Ibe expansion ofdisulIlces for points in D occursat!lIe top boundary,
which maps onto !lIe exterior boundary r of M(D). Since !lIe lengUI ofUle top
boundaryof D is 1/3 lind Ule length of r is less Ulan rc/2, it follows that M
expandsdisttll1cesin [) by nomore thana factorof 6. Consequently if valid w
are in S mid IIv - wll < e, then IIM(v) - M(w)1I < 6e. 'Illercforc M is
continuous. Toe inverse map is continuous by Ule same kind ofargument. M-
I
TIlercfore M is II homeomorphism. ..
Assuming Umt n in Figure 3.l4(c)contains its bOlllldary, weshow next Illat
M hasa fixed pointthatlies in 11 andon !lllit houndary.
THEOREM 3.25. M has a unique fixed point in 11, to which the iteratesofall
pointsin IJ IIl1d B converge.
Proof Since M shrinks the domain vertically hy a factofof a < 1/3, this means
tlmt fOf c,1ch n, Min 1(1J) isclosedmidsemicircularwilhdhullcter an. Inaddilion,
n :l M(ll) :2. M
I2I
(lJ) :! ... :2. Min 1(11)
l11e two-dilllensional versionofUle lIeine-Borel"T1leorelll nlleorelll2.7) impliestlHII
a nested sequenceofclosed, hounded sets in n
2
hus a common point. Thus the
intersection B_ oftlle sets MI n 1(1J) for n I has at oncclemcn\. Notice
thlltthediameterof MI"I(lJ) is a", and lilll"_.... an = O. Thus It cOIlt.1ins exactly
oneelcment, which wedenoteby p. Now l' lies on the houndary of U and CO'
Since I) and M(p) areill Min 1(8) for all n, it follows that lip - M(p)1l an
oas n grows withoutbound. Consequently p:":M(p), which mcans Utat p is a
fixed point. Hnlllly,because IJ:2. M(E) and all clementsof 11 converge10 p, wc
conclude thnt nil elementsof E a1110 converge to I'. III
Although II atlrncts all points in IJ and E, I' is not an attracting fixed
pointbecause!lIC itcratcsofpoillts in the interiorof C(l arcdrawnawayfrolll p.
Figurc3.15 shows the Imnge of whichIs composedoftwo
111'rscsllO'cS. Simi::lr!y, for c:lch positive integer fI, the inwgc or MIni contains
2" I connecledhorseshoes whose widthIs npproxhlllltely (In.
FrOI1l UIC definitionof M, if v is in 1', then M(v) is also in T ollly if
v is in Co u C
1
I,et C+ denote the colledio!1ofpoints in Cou C
1
all orwhose
iterates lieill \..1 C
1
'111115

3.' TIlE1I0RSESIIOEMAP
179
-,
Figure3.15
C+ = (v in Co u C
1
: M1nJ(v) is ill CoU C
1
for n = 0, 1,2,3,...I
All points in the domain of M citller migmte toward I', which is the most
iIIuslrious member of C+, or start out in C+ and stay !llcre. Consequently C+
serves theatlractor AM of M. Whatdoes C+ looklikegeomelrically?
The set C+ is an intersection ofa nested sequence ofever Ulinner vertical
strips. To show Ihis we notice first !lUlt Ille collection ofall points v such Ulat
M(v) is in Co U C. consistsofl1le four slrips in Figure 3.16(a), where C,k is Ule
setofnil v such that v is in Cj anti M(v) is in Ct. for i, k =: O. I. (For
example, v is in COl ir lind onlyif v is in Co IUld M(v) is in C .) Similarly.
1
Ule collection ofall v such Ulat M12J(v) is in Co u C cOllsists of the eight
1
Strips ill Figure 3.16(b).andso rortJl. 'nlcrerore C+, andhenceUle ntlraclor AM' Is
a collectioll or vertical lines ill Ule square 7' =[0, I] x[0, 1] whose intersection
wi!ll Ule x axis isa Cantor-likcset
If v is in C+, !llCneachiterateof v liesdUler ill Co orin Cl' so wecan
a..<;sociate with v theforwardse(luence Z= 2iJl.lJ" " where
-, I.... / \ , .......
C()()() C()()ICOI (010CIIOC
I
II CUllCwo
(a)
(0)
Figure3.16
ell CIO
COl) COl
180 T\\'OIl1MFNS10NAL CHAOS
-0 if Mi"l(v) IS in Co
l"
1
I if MI"I(v) is in C,
Noticc 11k11 Ihc scquence 14, Zl'" idcntifies the forward itemtcs of v. 'nlis is
rcminiscent of thc seqncnce idcntified with thc Ilumhcrs in 10. I] for Illc lent
function dr.scrihcd in Section 2.2. Jlowcver. sincc Co and are separllted hy 1I C
1
rect.1ngle of width 1/3, CI'I'T)' seqnence of O's and 1'1' is the image of an clement
of C.. (The corresponding reslIl! il> false for T!)
In contrast \0 the tent function. each sequence of 0\; and \'s corresponds to
a whole vertical linc. 1101 just all individual point. To idenlify sequcnces of O's lind
I's with unique points in S. we need 10 cXlUnine the pre-images of pnints in S.
Figure 3.14((1) indicates lhilt and M(C,) arc horizontal strips in 'J'
\J1:11 we dcnote by Vo lind V,. respectively (figurc 3. l7(n, Similarly. ,wiil(Glil)'
,wi21(GlI)' ,will(C
I1
). anel M1l(<io) nrc hmi1AJlIllIl Rtrirli in Figllrc 3.I:l. nnd we
dcsignatc Ihese strips as V
oo
, VOl' VII' and respectively (Figure 3.I7(h)).
Letting M -Iml(p) denote the set Q snch that M'''' (Q) = p. we ftnd that
M -'IlI(Yrl C
j
and M - PI( Y;k) "" C
ik
for O. I and k == O. I

Jc=
?::::::: : :::;-: ::
10
(h)
(n)
Pig\lrc 3.17
Continuing ill \Jlis fashion, wc ohtain a Ilcsle.d sequcnce of cver thinner hnirionlal
strips whose intersection we dcnote by C. '!lIUs
C_ "" (v in .II: M-l"\v) isill Co v for 11= 1.2.3...l C
1
In lhc salllc way 11.<; we idcntified a scqnence of (l's and l's fm each clement of C
we now assign thc hackward sequence .. 'Z_ 32: _ ,2: I 10 each v in C. whcre
3.5 11m HORSESHOE MAP
Ill!
if M -Inl(v) is in c;
l_n =
if M-lnJ(v) isin C,
[:<Ich such sequence corresponds to a horimntal line ill T. and C_ is a collection of
hori7.0lltal lines in T whosc interscction willI the Y ll)ds is a Cantor-like set.
Combining the forward sequcnce l.OZI 2:
2
'" alld the backward scqucnce
Z
"'Z-3 _2
Z
_1' we ohtain the two-sided sell"cnce (or hi-infinite sC1lucnce)
., Z.}Z_2
Z
_I'1ll7.2 ... wherc thc dccimlll point scparates the hackward part from the
forward rart of thc sequcnce. Finally. we dcfinc the set C'" hy
C... C+ n C_
'Illc set C'" consists of the pOinls in T 1111 of whose forwnnJ and bllckward iterates
lie In \.) C
1
,
I,et Z denote thc collection of alltwo-sidcd scquenccs of O's and I's. anll
dcftne II; C.. -4 Z hy
h(v) thc scquence corrcspolllling to v, for v in C'''
(I)
'!llen h is wcll-lIcfillcd. anti idelllifics C.. with Z. as Lcmma I l1.';serts.
LEMMA I. Ii: C... _t Z is one-to-one anll onlo.
Proof, If v anti W (lre in and lI(v):: h(w). (hen bccause /z(v) m1(1 hew)
have the SlIlIIe forward (hackwllnl) Se(llICllce. they lic on the vcrtical (hori1.onlal)
line in 1'. '111ercforc v w. so Ulat II is one-to-one. To llhow Ilwt " is onto,
llSSUIIIC Ihat x '"X_3X_1X_"Xo-'(IX2''' is in Z. For f! 0, lei
=: Iv in Co u C1 : I/(v) = "1._}Z_2l._I'1JZI<2" anll Zo<'''2'''zn = Xo-l.:
1
X
2
'''x l
n
and
,t" = (v in COvCI : h(v) "Z-3C2CI.2:0ZIZ2 and z_n"'z_}z_2
l
_1 =x- '''X_ X_ X_,l
n 3 2
Thcn 1111(\ '--n arc closed for all II. Bccausc,Q.l is a single vertical linc and
n
{l.l" is II single hori1.OIltal line in T. it follows thnt (l.f is a unique point v".
no1f .11 n n
lIy c{)ns(rnctioll, 11(",") x. so lhal II is onto. III
The funcliolt II has the property Ilmt
if hey) . ";:-'<:_2Z_I.ZOZI7.1''' (hcn h(M(v ::: .... Z_2
2
_12:0'7.'<:27. ...
3
182 CIIA/YI"ER 3: 'IWO,DIMENSIONAL C!lAOS
11lis mcans tJmt Ihe sequence associated with M( v) is Ihe seqnence associated with
v, shined 10 Ihc left olle plnce wilh respecl 10 the decimal poill!. This facl, alollg
witJl tJlC ll.'Isociat\oll bctwecn points of C and two-sided seqllenccsof O's and I's,
OOllr!! ifmncdill/c fruit, In pnr1icuJllr. thc two doubly-rcpealcd SC(llIcnccs
I) /) II
JlliI!i'i!fil>&&lll' '0 ,ii"li ''r ,U' :.;;:nl ..nm::a: ,UUI ,R\" 1WIIli!" " .... ,-
lJ ;md t; iD . S.!}' L.D jtlfi
point in 17 Next, the sequeoces -.. 10.10'" and ,-, m,i)!, .. Ct)mpri.<;e a 2-cyde for
M. Using tJlCSC sequences a'l models, onC call cxhibit two-sided sequences
corresponding 10 n-cyc1es for any positive integer n, Prolll the definilion of
. "2:_31._27._I.1. ZI1.2'" , one clln even indicllic where In T members of snch a cycle lie,
0
Nexl wc will introduce n distancc nil the set Z of two-sided sequences. -nlis
distance will make it possihle for us 10 show Ihul C and Z are homeolllorphic,
Let x = "'X_3X_2X_I,XO-l"IX1", IIl1d 1." "'1,_3C2LI,1,,1.11,,''', Then we the
dl!'lbmce IIx - zlI between x nml z oy thc formula
h'
k
- Ztl
IIx- z\l
L lk1
(2)
k= --
'llie distallce is II mctric on Ihe splice of two-silled scquences (Excrcise 6). If x
k
= Zk
for Ikl S n. then I1x - zlI S 112,,-1. Moreover, if Ib: - zlI S 112", Ihell l"k =Zk
for lkl S n + I. 'I1ms tile distance hetween x lind Z is slllull provided tlllIl Ihe
central blocks of x alld Z are idellticnl.
TllEOREM 3.26. 11: C 4 Z is a homeomorphism.
Proof By LelJ1ma I. " is one-to-one and Ollto, '111crefnre wc nced only show lllllt
h lIlId II - I are conlinuous, Lei e> O. lind choose n so large Ihal 112,,-1 < e,
Next, lei v and w be in C, with
Mv) X "'X_ x_2,l_I,X X .'l"2'" and II(w) 2: = "'2:_32:_2'--1,'-02: 17. 2'"
3 O 1
If IIv _ wll < 1f3" + I, th{'n v ami w lie in Ihe same vcrticlll strip of width 1/3" I,
so IImt :: Zk for k = 0, I. 2, .". n. Silllilnrly, lhcre is a SI> () such thai if
I1v _ wll < lir thell v and w lic ill thc SalllC hnriwntal strip at thc nih stage.
which meallS Ihal x Zk for k = - I, 2",., - II, Now choosc Ii > () such that
0< 1/3"+ land 0 S SI' It follows Ihal if IIv - wll < 0, thell xk =Zk for Ikl S II,
and thus
I
x
k
'-. < < e
IIJ -;:11 -- I
L
I
i
H
2"-
11<1=" + 1
3,5 TlU; IIORSESlIOE MAl' 183
Conscquently II is continuous. 'Ille proof timl 11-1 is conlinuous follows oy a
similar mgulllcill (hili witJl UIC roles of vertical cOlllmctioll and horizollllll expansion
interchallgcd). II
Tht' I.,n "hiff 111111' (f: '1, ..t '1, 18 donned liS 11m nllllle suggests:
,. -, .i
,,.;:._
'lllJS (J' ShiltS the enrrie; to the left one pftla' With 10 the decimal pmrJr, or
equivalently, shilts tJlC decimal point one place to lhe right. That (1 is a homeo
morphism on Z Gill be proved in a straightforward llIanner (Exercise 7), More-
()ver, we can show I1mt 0' is strongly chaotic, which by deJiuiliou mcwls thai
i. Us domnln ha'l II dense set of periodic poi II Is
ii. i1IHt<; dependence on initial cOlldilious
iii, it is tntlilliti vc (tlllIl III, It ha"! an clcmeru with dcn!!C orbit)
THEOREM 3.27. 0' is strongly chaotic on Z,
Proof Mrsl we will show tlmt tilC liet of periodic points of a is dcnse ill Z, To
tilat elld. let Z="Z_32:_2Z_I.1-o1.IZ2'" be lUi arbitrary elemcnt of Z. wldlct /I be an
arbitrary positive illleger, If x is the doubly-repeOlling two-sided sequence
Z.... "Z_3Z_2Z_I.2:0ZIZ2 .. 'Z'" thclI it follows Ihal x is periodic (wilh perioo 2/1 + I),
Moreover, Zl =Xl for Ikl S II, so Illat Ill' - zll S Irt'-l. Thus IlIC periodic points
are dense in Z, To show tllnt 0' has sensitive dependence on initial conditions. let
z be in Z, e:= 112, Ii> 0, and II so large tilal 112" I < 0, If x is chosen with
.l'k =Zk for all k and such Ulat Ikl S II but X,,+I '# 2:,,+1' then Ill" - zlI S 112" I < 8.
lIowever.
d
,,+11 d"+ll(
(x) '"X",xn+l''' and z) ""zn,z".I"
so that 110''' + II(x) 01" + I > e. '111ereforc (1 has scnsitive dependcnce Oil
initinl conditions. Finally, we will show thai (1 is transitive. To sec this, let the
forward portion of tlle two-sided sequence z have UIC furlll
() loon 001 () 10 0 II 100 10 I 110 I I I 00000 (Joom ...
(wherc for each positivc odd integer n. :III possiblc II-Iuples appear in Older), al".1 kl
tlle backward portioll of z* have the fonn
0100 00 II 00 to 000 I 0000 \I 10 0 I 00
lR4 ': TWO,DlMENSIONAL CHAOS
\ wilen 1<11 't':itCI 1 ,'n> nt't:>],.T ". :ul "-f"ples appear in hackward
order), Theil iI is possihle 10 show Ihnl the orilll 0'1 \JI:::1lllt' 1111
Wilh Ihis we h:!ve clJlnpkted the proof Ihat (1 is slrongly chaotic Oil Z.
The fllnctions M: C* -t C mill (1: Z -t Z lire in Ihe sense
that there is a hnmeomorphism I,: C -t Z such Ulaf 110M =(1 0 II. 'Ille
homeomorphism we have ill mint!, of course, is tllc onc dcfined in (I). You should
check Ihal illdeed II(M(v)) '" o{i1(v for all v in C (Exercise 8). 111e SIr(lIlg
chaotic nalure of ollC fUlJction is inhcrited oy allolher fUIIClion conjugate to it (as we
saw in Sectioll 23), Thus wc ollt ilJ the followillg cOllseqllcnce of'llleorclIl 3.27,
COIU)LI,ARY hi is l'lrnngly dWlltie Oil C,
Thc Smale horseshoe lIlap is jllsliJiahly fmnolls, for severnl reasolls. First, it
has II very simple geomctric definilion and is easy to visuaIi7.c. Se.cond, it has all the
characteristics of a strongly chaotic map: sCllsilivr drpclldence, plellty of periodic
points, and a t.lcnse oroil. It also has, in the most ooviolls way, Ihe tellwle signs of
a chaotic map: stretching and folt.ling. 11lC slrctcl\ing yields sensitivc dependencc,
and OIC folding allows thc map 10 he hOllnded, It is conjeclUfl'(1 Ihal ill sOllle sensc
every map thaI is strongly chaotic has a suosct of its domain on which the lIlap arts
likc the horseshoe lIIap M.
lIontociinic 'Joints
Let f he a function, alld p a fixed point or.r: It call happell Ihat there is a
point q in thc domain of f whose forward converge to fI and slICIt thai a
sequence of Ilackwanl iterates of q also converges to p. The following example
ilhlSlralcs silch hehavior.
EXAM!'I J. I.ct .,. he the len I fUllction, (Icrllll'd hy
2X 0 x S In
nx)
{ 2( I -.n for 112 < x S
Show thai the forwaf'd and hackward iterates of 1M cllnvcrge til the lixed poilU O.
SniTlI ;011. First we notice that
I
'I(! ) r
121
( I, and =: 0
4 2 4 4
so IImt Ih(' forward iterates of 1/4 an.' cVl'lIlllally n. and hellce cOIlVl'rge In O. By
;:*
TIIIi 1I0RSESliOE MAt'
1115
r ,'...'.- <" \! ..... x
Forward alHl hllckwanl ilerates of 1/4
Figure 3.1i!
coutrast, "1'- I( 1/4) cOlllains IIi!, 1/4) contains "16, !Ind in general,
T-1n,( 114) cOlltains In" + 2. Thus there are backward itcmtes of 114 UllH converge
to O. Figure 3.18 shows both forward and backward itcrates of 1/4. 0
the forward iteralcs of 1/4 converge tl) 0, 1/4 is in the local slahle
manifold Jl1:"W) of O. In the SUIllC Illllnner, 1/4 is in the local unslable manifold
of 0, oecmlse there arc haekward iteralCs of 1/4 Ulat convergc 10 O. This
mCnns that 1/4 is in hoth and Points WiUl III is properly arc called
hOllIoC/inic points.
I)EFlNfTION 3,2'), Lei F he delincd 011 a subsel of Un, where
fI == I or 2.
and let I' be a fixed point or F. A point II is homociinic to
fl, Of is a
homoclinic )Hlillt, if (/ T- II hut q is in bOlh w,:"(I and l1)';"(p).
From Example I we know that 1/4 is hOllloclinic to 0 for T. In fact, Ulcre
arc infinitely malty f11l1l1hers in (0, I) thai nrc hOllloclinic to 0 for T (Exercise Ii).
Analogously, Ihere arc numhers in ((). I) Ihal arc hOllloclinic 10 0 for Ihe quadratic
runClion Q.j (Exercise 12). By conlrasl, thl're are no IUllIlbcf!; in (0, I) Ihat arc
hOlllociink 10 0 for tlte (illadrali!; function QJ.! if 0 <J1 < 4 (also Exercise 12),
The horseshoc !lIap M has points /lollIoclinie til Ihc Iixed poinl p in II.
Since M is conjugate to the left shift (1, we can verify Ihis hy showing.
equivalently, that the left shift a poinls hOflloclinie to !llC fixed poilll z*'" =
... 0.0'" of (1, We will indicate how Olle can detennine such hOllloclinic points of
(1, hut will leave Ihe delails to he complcled in Exercise 10, On Ihe one hand.
consists of all two-sided ,';eqncnces all of whosc cnlries to tile right of SOIlIC
elllry lire identical 10 those of z**. 011 Ihe other hand, consiMs Of UlOse
two-sidell sequences all of whose cntries to 1l1e Icft of somc COlry arc klcn)jcal 10
thosc of z**. It follows from thcse facts th<JI a has hOIll(lclinic t'1 z**.
What is !lI(lre, there arc infinitely Illany points hOlllo-clinic to z**.
- -
186 CIIAP'fER 3: TWO DIMENSIONALC)lAOS
lIomoclinic point.. a ..ignirlCant role in the sludy of the dynamic. .. of
higher-dimensional functions.
Conclusion
Chapter 3hm; introduccd dynalllics offunctions defincd in R'. Rcsidcs Ihe
Iincar functions. which exhibit regularity, wc have focused 011 three prominent
functions: tJle baker's function, the map,and the Smilie horseshoe map. For
cllch ofIllcsc thrce functions there is 1111 allractor 10 which UIC itcmlcsofall points in
thedOlllainconverge,and whichcontainsill a natuml waya two-dimensional version
ofa Cantor set. In each there is a stretching and some fonn of folding. which are
characteristic of chaolic behavior. Finally, cach a two-dimensional
analogueofaonc-dimensionalchaoticfUllction studiedinChaptcrs 1-2.
EXERCISES3.5
1. Find Ule approximate location of the point in S corresponding to the
sequence ..1.1.. in Z.
2. Dctenllinethe numherof n-cyc\esin C"'.
3. I.el.r "x_.1x ..2X _1"r
1t
r
1
x
2
,,' lind 1: "Z_3Z_2Z_I101.11:2"
II. Show that if Xl '<:1 for Ikl$ II, then IIx- zll $ 112"-I.
h. rind x and z such that Xl= 11 for Ikl$ 11 and Ilt 2:11 = 1/2"-I.
c. Find X Illld 1: in Z such that IIx - til=3.
4. Showthat the sequence z'" ill the proorof'llleorclll3.27 has adense orhit.
5. Show I!mt Ihere is 1111 elemelltof C" IJUIl neither is periodic norhm; II dense
orbitundcr M.
6. ShowUlat the distancedefincd ill (2) has the properlicsofametricas defincd
in Seclion 2.4.
7. Show that the h'fI shirt (1: Z Z ill II homeomorphism.
R. Showthat Ir(M(v)=a(//(v) for all v in C"'.
9. Show that Ihere is a oue-to-onc fUllctiol\ whose domain is C and whose
range Is Ihe Cantmtcrnaryset C.

3.S TIlE1I0RSESifOEMAP
187
10.
Let ,**== ..'0.0oneoflbetwofixedpllinL"or (1.
a. Show that W'"",(.t'''') Cl::105im ('If at! lwo-Mded M:qU(t1CU aU 0(
elilrics 10 tJle right of some entry are identical 10 thosc of z**.
h.
Show that consists of UlOse two-sided sequences all of
whoseentriestotJle leftofsOllieentryareidenticalto thoseof z**.
c.
Show thattherearc infinilelymany hOllloclillic to z**.
II. Show-Dmt there are infinitely many nUl\lhers ill Ole interval
I) Ulllt are
..... 0 for the tent function T.
12. Let
Q/l(X) =J.lX(l - x) for 0 x I.
a.
Show Ilmt Ihere arc no points homoclinic to OIC lixed point 0 whcn- -..
cver 0 <11 <4.
b.
Showthllt there areinfinitelymanypoints hOllloclinic to 0 if Jl:::: 4.
c.
Show that there lire infinitely mnny points hOllloclillic to UIC lixed
point P
11
:::: I - 1111 ir Jl =4.
....,

---
CHAPTER
4
FRACTALS
In thc studyofchaoticdynamicsoncincvilablycncountcrssctsill thc plancor
inspaceI1k1t havcvcrycomplicatcdandintcrestingstructures. Manysuchsct<; arcso
complicated Illat I1ICY can be rcali7.cd only witJl 111C hclp of a computcr, and I1ms
have comc inlo promincncc during !lIC pa<;t dcc.1dc. An attrihutc COmI11011 to these
scts is I1mt onc canllot casily ascrihe an intcgcrdimcnsion to thclll. Rathcr, such a
setcanbeassigncda fractional dimcnsion, which gavcrisctothctcnn"fmctaL"
TI1C prcsent chaptcrisdcvotcd to scts that are fractal. In thc Iirst scction wc
dcfineonckindofdimcnsion,!lIC c.1pacitydimcnsion. It iscspecially valuablc in \lIe
analysis of scts I1ml have thc highly geomctric property \llat one focuscs 011
smallcr aM slliallcr !!.ft':ts within 111e sct, one continucs to sce !lIC struclure of !lIC
whole. Such scts arc callcd self-similar and plllY an imporlant rolc in \lIC study of
chaoticdyn.1mics. 'Illcsecondsectionfocuses011 anothcrnotionofdimcnsioncallcd
!lIe Lyapullov dimcnsion, which is tailorcd 10 UIC studyofhighcr-dilllcnsionlil maps.
TIle third scclion is dcvotcd to thc famous twin topics: Juliaset'> and theMandclbrot
sctTI1CSC arc perhaps thcmost famous ofall fmclals. llic Iinal section involvcs a

discussionofsctsthatarcdcrivcd by iteratingsevcral functiOllssimullnneously. Asa
groupthcse functionsarccalled itcratcdfunction systems.
Iii.
4.1 CAPACITY DIMENSION
Dimcnsion is a word common to cvcryday lifc. Wc !k1Y that a Wirc has OIlC
dimcnsion, paperhas two dimensions, and a box has\llrcc dimcnsions. Ilowever, it
is not clearwhalllimcnsioll thc shapein Figurc4./, which iscallcdthc
carpet, should he assigncd. It is at IC:L<;t onc-dimensional becausc thc boundary
contains lincs. !lowcver, it appears (0 be ncarly n filled-in square, so it
should be two-dimcllsionHI. Wc will rcsolvc this qucstioll in thc prescllt section, as
wcdcfinca noliollofdimensionIhal iscspednllyapplicahleto Iigurcs. A
discussionofdimcnsionforselsdclincd by mapswill occurin Scction4.2.
Let S be a subsct of It, whcrc n =I, 2, or 3. By all nodimensinu:t1
!lox in nn wcmcanaclosedinlerval if n I, squareif 11=2, andcubeif II =3.
4.1 CAt'AGTY DlMIiNSION 189
Sicrpinskicarpcl
Figure4.I
Nomwlly wc will refcr to such a sctasa box if n is understood. Foreach e > 0,
wc dcnotc by N(C UIC slImllesl numberofII-dimensional boxes ofside length e
rcquircdill ordcrtocomplclelycovcr S. 'I1ms iI tllkcs cight boxcs ofside IcngUI e
= 113 tocovcrthc cut-outsquarc S in Figure 4.2(a), whcrcas it lakes scvcnty-two
boxes ofsidclength e::1/9 toCOvcr S (Figurc4.2(b. 'Illercfore N( 1/3) 8 alld
N( 1/9):;; 72. As e approaches 0, UIC IIl1ll1her N(e) increaseswilhout bound.
e 1/3
A
e= 1/9
A.
I--i I I I I I I I
I
2 3
4
5
6 7
8
(a)
(b)
4.2
1f S is !lIe illierval 10, 2/, then forsmall e>0 it t<lkcs approximmcly lie
boxcs 10 Covcr each unit infcrval, so it lakes approximmc/y 'lie boxcs to covcr UIC
linc segmellt in Figure 4.3(a). 'lllUs N(t) '" 'lie. OfCoursc, if 21 is not an
intcger, !llcn N(t) 2/
e
. For eXlllllplc, if e == 3/32 , t1ICll !lIC number of boxes
nccessary 10 coverthc illlcrval 10, 21 is N(3/32):: 22, whcrC<ls 'lie 64/3 22.
Ncvcrlllclcss, N(3132) '" 64/3. Moreover, Wi e approachcs_0, N(e) is propor-
188
.,.. otU"TFJo'" fR.\(T
lional III IIf. We SIIY Ihal N(E) as lie. Similarly, if S is Ihe recllinglc
10,21 x 10, 11, fur e> () illakcs approximatcly 6/c
2
hoxes to cover S
(Figure 4.3(b.
Por a given subset S of R", ilmay happen tbat there are numbers C>0
and D ;?: 0 stich thai N(E)'"C(l/e)D as e approaches 0, Ihat is, N(E) scales as
(llet. Since N(e)'"21e for the line segmcnt (0, 2j in Figure 4.3(a), itfollows
Ihal N(e) .. C(lIe)f) with C=2 lIlld D:= I. Similarly. for the rcctanglc in Fignrc
4.3(b) we have N(e)'"Cle
2
6(l/e)() wilh C =6 and [) =2.
3 I
e<t=t1tfE

e
f\
! I
(I 2 o 2
(a) (b)
Figure 4.3
Assume Illal N(c) = C( lIe)f) for n given set S. Taking IOg:lrithllls of "')111
sides, we find Illat
I
In N(e) "" D In - + In C
e
Solving for D, wc obtain
D ... III N(e) In C In N(e)
---
(I)
In (I/e) In Ole) III (lIe)
provided Ilmt e is very small (which implies that In (lIe) is very large). If the
limit of the linal fraction in (I) exists mi e approachcs 0, wc dclinc D to be the
dimension of S.
4.1. Let S he n suhsct of R", where 11 I, 2, or 3. 11lc
C81lHclty dImension (or hllx dimensIon or dimension) of
S is given by
In N(e)
dillle S := In (lie)
if Illc limit exist'>. Ifthe capacity dimcnsion of S exists and is 1101 an integcr, Ulcn
S is said to have fractal dimension.
j DlMENln()N

l11c tcnn "fraelal" was introduced by thc mathclIllllidllll Bcnoit ManJclorol in
Illc late 1970's to refcr to 11 set with fmelnl dimension. If [)=dilll Sexists, tllen
c
whether or not itill an Integer, we say Ulat Ille number N(e) ofboxes necessary 10
cover S scales as (l/e)D.
Prom our discussion, we see Illat the dimensions ofUle shapes in Figurc 4.3
arc given by
- dilllc (line segment) == and
(fillcd-in recuUlgle) "" 2
"':..
lIowever, in general it is no easier to evaluate Ule cllpm.:ity dimension byDefinition
4.1 UHm it is to evnluate limits in calculus by t1Ie e-8 mClhod. The next result will
simplify calculation of capacity dimenSions.
'"
4.2. Let 0<,< I. CQnsiderasubsel S of W, with 11= 1,2, or
3. 'Illen Iimk-t"" [In N(,')lIn {II!)} exist'> ifand only if dime S cxists; in !lUll
case,
'"
In N(,J:)
dimc S "" In (II,,) (2)
Proof Let 0 < e < r, and let k be a positive inleger so large tllnt +I < Ii: I.
'"
'Illen N(,')S N(e) N(I+I). The fact Ulm the natural logarithm is an increasing
futlclion and 0 <,<1 implies 111at
Ii!
III (lI,k) III (lie) < In (11,1:+ I) and In N(,k) In N(e) S In N(,hI)
lllererore
"
In N(,')
In N(,') In N(e) In N(r+I) III N(,.+I)
--- S --S !:___"'--___
In (lI,i) +In (II,)
111 (1/,1+ I) In (lIe) In (lI,k) III (Ilr
h
I)- In (II,)
Ir olle of Ille following limits exists, then they all do, and
, In N(,') . In N(,'). In N(,hI)
hm == lun "" hm _______
k__ In (l/,k) +In (II,) k__ In (II,,) k__ In (1/,1:+I) _ In (II,)
111(.. 'fefore
. In N(,') " .. III N(e) .
hm k,. eXIsts If alld only If 11m -- eXIsts
i.... In (II,) ....0 In (lie)
and when Uley do, Ihey are equal. l1ms Ule fonllula ill (2) is veriried. II
We will put Theorem 4.2 to inuuediale usc.
J
193
1')2 (11AJ'TTR 4' J'RM'rAI$
EXAMPLE I. 1.t1 C the C;lIItor lemary !\Ct. \lisfussed in Seclion 2.4. Show
Ihal dillle C = (In2)/(In J).
SO/lit ion . Ihal C i;; ohillined fWIll Ihe inlcrvlIl fO, IJ hydelelinp, Ihe midI/Ie
Ihinl, Ihell Ihe IIliddlc Ihild oft:':u:h r('lIlaining illlervlIl, and su 011. As Iligllre 4,4
indicates. al each stage Ihere llre twice as Ol:IIIY !\Cgmentsasin the preceding stnge.
and each segmenl is onethird :L'i long. Since N(ltl)=2, it follows hy induction
tlilit N( IlJk)= 2k for each k? I. Jrwe lei r"" 113 in11leorem4.2. we lind that
InN( 113
k
)
In 2k kin2
In 2 .. 0.63 0
C 11m ----'----' := lim lim
k .... - III (l/( IlJk ..... - In :1 k .... - kin3 III :1
o
() 1/3 213
k=1
k=20 If9 219 113
k=3
k=4
I'
stepskadingtotheCnlllnrtemaryset
P'igure4.4
AfCnowned set in [(2 is the Sieq)lnskl gasket G, ohtaincd hy deh:.ting
Ule cenlral tfiangle fWIll a given equilateral triangle (Figure 4.5(a, anti then
perfonning the same operation indelinitely on the resulting triangles
4.S(h}-(0). 'Ille set is nall1('d after the Polish mnthematici:lIl Waclaw"Sierpinski.
whostudied it overhnlfaccnluryago.
EXAMPLE2. Show that G (In 3)1(111 2).
SO/Illion. Assullle that the legs ofthe triangle have Jrngth I. AI e:tch <;la1!e ill the
creation ofthe Sierpinski gasket, there arc Ihree times as Illany triangles :l'\ in the
preceding stage. the legs of the triangles having half the length of UlOse in the
precedingstagc. l1ms N( 112) = 3. andhyinduction.N( 112k) 3
k
. Conseqllcntlyhy
'!1leorem4.2with r:= \12.
4,1 CAPACITYDIMENSION
(a)
(h) (c)
(d)
(e)
(I)
steps leading to the Sierpinskigasket
Figure4.5
. . In N( 111 3
K
. k In 3
dUlleG = hm =:: lim In 3 .. 1.58
Inn --
0
In (lI(1!2K In 2k k...._ k In 2
In 2
(n a similnr way olle can show that the Sierpinski carpel sllOwn in Figure4.1
has capacitydimension (In8)/(ln 3)... 1.89 (Exercise5).
We also ohserve that if S is a suhset of R2 or R1, Ulen in order to
calculate dime S. onecan usedisks ofradius e (inR2) or ballsofradius e (in
R\ and Ule lilllit defining dillleS is llnaltered (Exercises 12{a) and 13). In 1l 2,
oneClllI alsousegridsofcongruentrect:mgles,providedthaIastllegridbecomeslincr
the rectanglesarcsimilarinshape(Exercise 12(b.
Forgeometricalshapes I1mt are very regular. suchas tJlose appearingsof(lrin
Ule section, there is another way ofcalculating UIC cnpncity dimension. Todescrihe
R
n
it. we first let S he a set in , whcre II I. 2, or 3. As before. Ihc dist.1I1Ce
hctween two points (1 and b in S is denoted hy 11(1 - bll. SupposethaI I: S -+S
has the property that forsOllieconslanl r with 0<r < I.
l[f(x) -
rflx )'11. rorall x and y in S
'!llcn I is calleda silllilarityof S, since I(S) hasa shapesimilar10 Umt of S.
11lC constant r is (he sill1i1l1rily constllnt of f fiecause distances betwecn
in S arc contracted (hy a factor of r), the function is also called a
conlrlldiun. Forcxalllolc. if S is the interval [0. 11. and if
Tl'Af'!'19!'.,' ::mUi'::/,t.,!-'
I
I(x) = - x +
3 2
lhen I is II shnUul'ily of S with sllllilarity conslllllt 1/3 hcc<HI!Ie
. I - x I) (I - I !f(x)-I(y)1 = (1 + - - - y + ')I =--lr - yl foraH x and y inS
3 2 3 2 3
In this case I first contracts tltc interval bya factor of 1/3 and thell translates it to
the right by 112.
Iflherearcsimilarities fi, li .../", of S such Ihal
S = .ft (S) u h'<,\) u'" u /",(.'i)
IIIHI Iltc illlllgCS fa(S), liS) ....(,,,(S) Hrc 1I1l1l-ovcrlapping(exceptpossihly forsimplc
boulldnries). thell S is II self-slmllur set. In Ihis em;e, S is COlllllOscd of III
(shrunk)copiesof itself.
EXAMPLE 3. Show t!l,ll theCantorlenmrysci C is self-similar.
Solrllion. Lei
1
2 I
h(x) 3 X
and lier) = - + - x
3 3
'[llcn li(C) =: CnlO, 1/3J nlld li(C) = C nl2l3, 1\. It follows Ihut fa ,Uld li are
similnrilies. with similarity constanl 1/3. Moreover, fi(C) u li(C) =: C. '111erefore
C Is selfsillliinr. Q
Suppose UllIt S is a self-similar subsel of nn, where n =: I. 2. or 3.
Assume IIlso Ullli li. li. ... /", nrc similarily functiolls. elICit with similarity
COilSUillI r. If lieS). lieS) .,. l,,(,\) arcIlo\lovcrlnppingmId
S =: h(S) u IP;) U" u /,,/S)
thendeterminationofthecapacitydimensionbylIle'UlS oflhesimilaritiesproceedsas
follows. Since N(r) is proportional 10 111\ weconcludeUtal
In N{r!) 11] III k In /Ii
dim S = Jim lilll -----
(3)
e k__ In(IIr,) k__ III (l/r)* In (llr)
Toapply (3) hI the Sic:rpinski gllskel G. we must first show that it is sclf-
similar. Thaiit isself-similarcall bededucedhy lellillg I., Ii, alld h Illap G onto
j

4.1 CA"ACTn'DIMENSIUN
195
Ihe three suhlriaflglcs ill Figore 4.5(b). ]llell Ii. fi and h arc similarilies Wilh
similarity COlIslant 112; it follows 111M G isself-silllihir. Sillce r= 112 ami 111 =
3. il follows fwm (3) UIII( dilllc Gto (In 3)/(111 2). 'Illisislhcsmne value <lelcrltline<l
ill Examplc 2.
A selfsimilar set COllstructed by accrelion is UIC vun Koch curve K,
describedin 1904 by lheSwedishltIaUIClllaliciall lIelgevon Kodl. Tocreate K. we
begin with Ule unit line segmcnl ill Figure 4.6(:.). and replace it by the polygonal
.... line-itrFigure 4.6(b), WerepeattJic procedureoneach segmclII lhat results (Figure
4.6(c}). CUlltinuing UIC processindefinitely(Figures4.6(d)-(e,weobtainacurve K
UUII ateachpointislion-differentiable.
Toshow Utal K is self-similar. wenotice th:\I Ule polygonalcurve in Figurc
4.6(c) is composedoffoorcopiesofUle polygoll..1curvc ill Figure 4.6(b). IfweleI
Ihe ofIi. 12' hand14 be Ulese fourcopies. respectively. Ulell each ofUIC
functionsliO dcfined is n similarily. with r = 1/3. so Uml K is self-similar. Since
Ulere llre four functiolls, 1/1 = 4. so (3) implies Uml <limc K =: (Ill 4)/(111 3). '!lIe
von KochCllrve iliemployedill mnkingUle vonKoch snowflake(Exercise3).
(a)
_/\'----
(b)

(c)
(d)

(e)
slepsleadingtothevonKochcurve
'<1.6
An cXlllllple ofII higher-dimensional selfsimilarsct wiUI fraclal dimem;ion is
providedbyUle Mengersponge M. '(lIe sponge isobtaincd from a Ullil cube hy
boring oul (hc middle ninth ofdIe cube in each directioll (Figure 4.7(a. an<l fhen
continuing Ihe process indefinitely on lhe remaining subcubcs. '11le result is I'd
(Figure4.7(b. Itl Exercise4 youareaskedtofind Ule cnpacitydimensionofM.
196 t1(APTER 4: FRACrALS
: : : :,.;.: :
:....
....
Mengerspo"ge
(<I) (h)
Figure4.7
Shapes rel<ltcd to the Sierpinski gaskel arise in the "ch<lo.<; gamc," whkh is
pl<lYcd <IS follows. Let R, C, and D be tbrec non-collincM points Mhilmrily
placedin!lieplane.andIct Xo beany point in tlle planc (rigure4.8(a)).
Assign c<lch sidcofa fair diconeoftile letters n. C. <lnd D. so thateach letter
<lppe.1rs twiccontllC die. '!llenroll tbcdie. Lettheface tlmtshowsupbedenotedhy
AI (so tImt AI is II, C, or IJ). Define XI to be tlle midpoint of tIle Iinc
segmentjoining Xo and thc point AI' Proceedinductively: ifthcnthroll oftllcdie
c
c. c.
.1" 2 8
Xl-
XI_
n_ II.
n
X
4
8
.lo o
.l -
D- D-
/)
(a) (b) (c)
Figure 4.8
4.1 CAPACITY DIMENSION 197
producesthefaccdClioted All' then XII is tlle midpointofIhc linc segmcntjoining
XII -I and All' rigure4.R(h) shows OIC lirst fcw steps oftlle proccdurc for a givcn
selection of Xo and faccsofa rolleddic. Ifwe ignorc tJIC HrSl few points lhatarisc
from tllC proccdure,butidclilifyOIC nextscvcral lhous..'U1d, tllenamazinglyadefonn-
ed Sicrpinski gaskct ariscs (Figurc 4.8(c. In facI, thc aClual Sicrpinski gaskct
rcsulls if n, C, and D fonn ancquilalcrallrianglc. Theprocedureoutlinedabove
has been dubbcd tlle chaosgameby themathematicianMichael Bamsley.
EXERCISES4.1
1. .suppose that S consists of k linc segments in R2, each witJl positivc
IcngtJl. Show Ihat dimeS'" I.
2.
n. On a line oflength b crect an isosceles triangle ofheight b/2, alld
thcn dclcte thc basc. On cach relllaining line scgmelll, erect an
isosceles triangle whose height is half tllC basc, and dclcte tllC ba.'\e.
Repcatthe procedureindefinitcly toobtain asct S. rind dimeS.
b. Supposc wc began Wilh an cquilateral lrimlgle. Could wc define Ule
cnpacilydimension for thc SCI tJlat results? Explain whyorwhy not.
3.
Start with an equilatcral triangle ofside length L. Supposc tJlat we replace
eHell side with the von Koch curve described ill Ule text. 11lc figurc tllUt
results is thc von Knch 1>nownllke SK (Pigure 4.9).
a. Show Omt SK h'ls infinitc lcngtJl.
b. Show tJl<lt SK boundsa rcgion willI tinite Mea A. andcalculate A.

.
Jl5''eJ
?


fv-l."r'"\ 0,5'-'1
fV
S
,,1
VOl! Kochsnowflake
rigurc4.9
.
--
'<1;[ lit: n

),.
... ,tilt( '" :,
5, R.
ShowthllttheSicrpinskicarpet is self-similar.
b.
Show that the cup:tcity dimensioll of the Sierpillski carpet ill Figure
4.1 is (In 8)/(ln 3)... 1.89.
6.
Lct C, be the Clliltor sct ill rO, II Oh'"lIll'<I hy tld(,lInn Ihe IIllthlh! :'lIlt
segmellt In (0, II. thcn deleting the middle IICglluml IIr cud, f!:flllliuitllf,
linesegment.tUld continuingIheprocell!! indennitely. Fit.. , dilll, (;,
7. Let n..:: r'" I lIll<l 0 '" 1,( I. 'h:IU1U: hy (', (';mlll' fll Iii. II
obtained by delcOn, die mIddle t.e1)lIcnt "'lengtb s rmm II), II. then
deletingUlemiddle.yU, portionofcachremaininglinesegmen!.nndCOlltinuing
Ulis proccss indefinitely. Detemline s soIlllli dime C. =r,
8. Let S := (t. 112. 1/3. 114....}, Show Ihal dilll,S 112.
1,4',1 -' II. Ill, If)/, hlld 'Jlm,.'),
"
10. Let S = (l. 114. 1/9. 1116...). Fiutl tlilll" S.
11. Assumc lImt dillleRami dilllc F exist, anti Ihat R;;:} I:. Showthat dilne E'
;;>: dillle F.
12. a. Supposc thai S is in R2 and Ihat dim,S cxists, Prove \lml
N"(c)
" 11111 __
,. ,.....0 In (lIe)
where N+(e) == \lIC smallest numbcr of disks of radius f that llrc
necdedtocover S. (llin!: If Br. == thesquarcofside Icng\ll t. !lnd if
Dlj = Ole diskofrudius 111en find positiveconstants a and Ii stich
Olat B"E ::1 liE ::11;'".)
b. Provca similarrcsultifdiskS arc replaced by congrucnt rccIHlIgks. Ihe
lengthsofthesidesofwhich have ruth)as c approuches O.
13. Suppose that S isin allli thai dimc S cxisls. Provcthat
N*(e)
dillleS = III (1/f)
4: .1
I
4

wileR:' N(E'J =dIe,'iffl:lltes.r numhfi- ofbaUs ofn\(Jius e tllnt areneeueuto
,""Over S.
-
4.2 LYAPUNOV IlIMENSI()N
"'""hl"lI willi WIJ 1/11< 1II1II1ff'II" 1;/1"111 "'ll'/II/M,',/11I1 III II", 1/1111
4,I h'IVIl 11fI/,lIltHI!lI ",A11/1 .'llIlImIW, 1111 11111# 'II" !Nil", IIMI, /11 ""'"/1'/11/ 1/,,. IllflJl! III

nll'1
i1
f1W, W#! "'I /0!lf/'It'" , l/tIiiI #Ilk I '1w'#tj I'Ht"'.f;1f;/II'// IA II!'( I/ilill/l /HII HI 1M
iiI/I MfY, IIml, ,rut MIi,W" ,,, l'itJ,l/>!; 4.1j/. li.lI<! mmlbcI1;( ..
dml inwlllotel All apprOOlimately 100. Ifwe let e equal Ille height ofeach
re(;tangle,Illcn e'" 1120, SO that
III N(r) III 100 ,
lplJ'1 j!I../Iy
H(,Wtcver, it hs k.lC,wn that dim" All ... 1.26. whichcanbe coutinned by lelling e
bemicroscopicundusingself-simil;lrityofOIC IlUraClorncarthc fixed point p.
(lind we let e equlll UIC IcngUI ofthe longersidcofOle rectangles. we would Imve
obtaineda still rougherestimateofIlIC LYllpunovdimension.)
A reason I1l:1t olle needs eXl!cmcly fine grids in orucr to approximate \lIC
capacitydilllcnsion of All is Ilmt 1lI11lly ofUte squares ill Ille grid mcct portionsof
All Ilmt areclearly one-dimensional (suchru; \llOSC curves.on OIC left portion ofUle
nuractor). andrclativelyfewsquaresmect!lIe Ule portionofOle allmctorcloseto \lIC
fixedpoinl p which. however.iswhcrcI1IC dimensionriscsmmkculyHbove I.
.4 ..
1-
i+IXl ,- . I
1120<
'"
-.-
.
-
,
""
.. c III.'j ... .. .,
t- -l_L- - ..
,- ,"
-.4
LL-L-l.w. .!_J
-2
V
1/8
4.10
200 CllAI'lH14: FRMTALS
'IllcC:lpadlydiml'nsion ofa givl'll sci isa "gcomctricdimcnsioo" ils
valuc deJlCnds solely 011 Ihc geOlllctry ofUlC set. Iinwevcr. if wc wish 10 alllich a
dimension 10 all allmclm of a map. we might wish the dimension 10 reOccl Ihe
frequcncy wilh which points in the allmctor are visitcd hy orhits ofvarious points.
'IllcLyapllnovdimcnsion.whichwasdelinedhyKnpillnand Yorkein 1978.hassitch
a property.
ncforecOl1linuing. we r{'mark Ihal excepl in special cases.wC canonly lind a
good approximation oftheLyapllnovdimensionhymcansofncompuler. 'l1lCrc arc
sophisticated programssuch DYllamics. by James Yorke (1990), tlmt produce Ule
Lyapunovdimensionsofa variclyofmaps.
SinceIhe Lyapullov dimension focuses onaUmctors ofgeneral maps. we lirst
will givea fonnaldclinitionof1111 allraclorofa map.

DEFINITION 4.3. Lei V he II subsetof R" and F: V R". where II = I. 2.
or 3. Also let A he a subsct of V. 'Illen A is an attractnrof F providcdIhal
Ule following conditionshold:
i. A is a closed. invllriant subsetof V.
Ii. 11lerc is a neighborhood U of A such that whenevcr v is in U.
..
Ulcn pnl(v) A (in Ule senscUHlt foreach e>0, Ulere is a posilive
inleger N such Ihat if II N. Ulere exiSIs aWn in A such Ihat
- wnll <E).
'Illeinv:lriancc mealls Ihal Ihe itcralesofanypoint in A arc <llso in A, By
UIC delinitionofullraClor,allraclingcyclesarcnllmctors.ac; is AI/-
In prcparalion 10 dcline Ihe Lyaptlllov dimension. let us recall frolll Seclion
'"
2.1 Ihal Ihe I.yapullov e;o;polI{,1I1 ofa one-dimensional functioll f al x is givenby
ACt) =: lim .!. In lfnJ)'(,t)1 (I)
!iii
n-t- "
provided lhatthclilllit exiSIs. Movingon to Iwodimensions. wc let V be a suhsct
of R2. and suppose IIml P: V R' has continllous partial dcrivaliveS'.'. Assullle ."
-'
also thai Vo is in V. wilhorbit {v}- . Poreach II =' I, 2, .... we deline D "(V(I)
It n=O
by!heforlllllia
(2)
lJ/''(vo)
where DFh'.) dcnolcs Ihe 2x 2matrix idemilie(1 wilh Ihe differcntial of F al v
k
'
'Illen f)i;'(v
o
) is a 2 x 2matrix (depending on n), If lJnF(,'n) has non7.ern real
cigenvalucs.wedcnoleIheirabsolulevalucs by dnl(v
O
) and dnl''i;). ForCOllvcnicnce
we will aSSlIllle Ihal rl
nl
('1,):?- ft,(V,,). Now we deline Ihe Lynl'ullov numhers
4.2 LYAPUNOV DIMENSION 201
and A,(vl) of F at Yo:
A,(VO) lim [dill(vo)Jlin tUid A
2
(v
o
) =lim
(3)
n-+-
provided Ihat the limits exist. The Lyapullov lIumhers wcre originally denncd by
Ihe Russian nl1l1helllalician V. I. Oseledec(I90R). '1l1eY mea-mre the rate atwhich a
circle of slIIall radills, cClllered on UIC allraclor is dcfonned through itcration. In
parlicular,after II i1emtionsa circleofradius E ccnteredat Vo islransfonned into
an ellipsewhoscm:yorandminorradii arcapproximalely [AI(vo)re and [A (vo>te.
respcctively (PigUfC 4.1 I).
2
fI iremllons

rigure4.11
Since dnl(vo):::: rln2(v
O
) by prescription, it follows that AI(vo> :::: A (v,J)'
2
Notice tlmt ifwe lakc logarilhms ofbOtll sidcs in (3), !llcn (3) reduces ina natural
way 10 tllC fonnula in (I)whcn Ihe fUllclion is onedimcnsional. Nowwe arc ready
10 dclincUle Lyapunovdimension.
DEI'INITI 0 N 4.4. LCI V be asubsetofR 2. and let function F: V R 2 Imvc
coordinalefunctions withcontinuouspartialderivatives, AlsoassumeUlal F has an
atlractor AF , and Ulilt Vo is in A
F
Finally. assumc that A,(VO> > I > A (VO>.
2
'!lIen Ule LY
3
1
m
nov dimensionof AF at Yo. denoted dimLA
F
(v
o
)' isgiven by
In A1(V
O
)
dimr,A
F (4)
:: InA
2
(vo>
In the event tlml A,(v
o
) alld A
2
(V
O
) arc independcnt of Vo (e){cepi possibly for
isolaled points Yo)' we write A, and ,1.2 for AI(vo> and A
2
(V
O
)' respectively. In
thai case we deline Ule Lyapunuvdimensionof AF bytJle fonnula
In AI
dilll"AI' (5)
In ,1.2
ByIhedelinitionofI.yapullllvdimensioliandwilh Ihe helpofacomputer,onc
'J,,, .(.
em :i:I'row tb::ll i1re: ,J!l'f;re' ;at!!d"re:; ,lim;:
1.26. Thus dim" Ali = dim" All'
Figure4.12depictsIhe IlUrnctor for IllelIlap F givenby
r(X) = (X2 - y2 + O.9x - 0.60I3
Y
)
Y 2xy + 2l + O.Sy
which has beenstudiedbyJamesYorkeI1Ild mUlled IheTlnketbellattractor. By
computerwe find Illat dilllL AF .. lAO. NoticeI1ml Ille TinkerbeU attrnctor appears
to he more complex thall the I altmclor. 'Illis is borne out in its larger
Lyapunov dimension. 'llle Tillkerhell altmctnr nlso appears in Color Plate 14. III
Ille color plate, the black region is Ille bm;in ofattraction for Ap 'Ille outercolors
represent pointswhose iterntes are unbounded,colorcoded by thespeed with which
Uleir ilerntes grow willlOut bound. Notice Ulat mnong Ihe whose iterates arc
unboundedarca few scatteredpointsIhal reside insideIlle loopsoftheattractor.
-1.6
.6
-1.3
Tillkerbellattractor
Figure4.12
Theoreticalreasonswhydillll. AF shouldhe npproxhn:ttclyequalto dillle AF
arc discussed in Famler,Ottand Yorke (1983). lIowever, the Lyapunov dimension
factors in theeffectofiteration,aswesuggestedatIhe ofthediscussion.
.SLI___________-;:-'
ofi: r
Alrtl .iPd;k ..)n .f. :nap rI1uJIIlf ,lie: ..J,t If ,
compurer.
EXAMPLE I. Let M he Ille horseshoe map discussed ill Section 3.5. Find Ille
LyapunovdimellsiollofIlle attractor AM'
Solution. If v and w arc ill theallrnclOr AM and nrc vcryIIcnr10 eachother,then
.. M shrtnks the distance between v and w vertically by a factor a < 1/3, and
"':.., expands horizontally byn fnctor b .. 3. '11lcrefore
DM(v) = (:
Por each v in AM' Ille eigenvaluesof DM(v) arc a and 3. Nowfix Vo in AM'
'11lcn Illc iteratesofVo arc also ill AM' so by (3) !lnd results ofSection 3.1, Ille
,.bsolutevalucsoftheeigenvalues d"I(VO> mid d,,2(v
O
) of D"M(v ) are givenby
o
d"l(v
o
) '" 3" ::nc! {1"
Notice that d".(vo> > d
ll2
(vo> because 3 > I > a by hypothesis. 11lcrefore Ule
LYIIPUIlOV numhers AI (v
o
) and A2 (vo) aregiven by
A(v ) = (d (v )]1111 = 3 and A (v ) = (d (v ,]11" a
I 0 "I 0 2 0 112 0'
Since Illese lIumbersarcindependentof vo' we find Illllt
AI = 3 and A2 a
Pinally,by(5) Ille LyapunovdimensionofIlle attractor AM is given by
. In 3
dllll
L
AM =I - - 0
In a
Wesay Ihat11 llIap hit'> astrangeattractorifIlle attractorhasa nOIl-intcgcr
Lyapunov dimension. '!lIe 116.on maphasastrangeattractor. asdoes the horseshoe
lIlap whenever (III 3)/(ln a) is 1I0t an integer. In the smne vein, a map has a
chaoticattractorifthcaltrnctorhilS sensitivedependenceon initilll conditionsora
I,YIIPIIIIOV nmnoor larger Illan I. The lI<!non lIlap and llle horseshoe map (willi
virtually mly admissible value of a) have chaotic allractors. AlLhough most
altmctors that arc strange are :lIso chaotic, Grebogi, 011, Pclikan and Yorke (1984)
exhibitattractorsthatarcstranltebutnotchaotic,mId vicc versa.
Wecud Ille section willI two observations. 'Ille first IS Illat Ille objectofIlle
Lyapllllovdimensiollistogal1ler infonnationastheiteratesofapointrunaround Ille
204 CIIIII'TFR &. FRA!TIILS
atlractor. 'nlUS Ihere is no rcason tocX(lCct thaI ir I) ill a fixed pointofIhc map F.
tJum dim
t
AF(p) would c.qlJal dilllL AF(v) ror 1I1l1l-pcrilldic points v in AI" For
examplc.considcr I1lc lTlap II. willi a =1.4 alld IJ =0.3. '111CIl dim
/
,Altv}
..1.26 for praclically cvcry v in thc allraclorAll' yct ir v is I1lc fixed point I)
on I1lc atlractor, lhen dimL A,l.,) is nol apprmdmalcly 1.26 (Exercisc 2). '111\1s
whcn dctcmlining 111C Lyapllllov dimcnsion ofan allractor, onc should use a non-
periodic poinlwhoseomitise1.:pcctcd10bedensein (heatlractor.
Amorediscomfortingohscrvalionis I1mt whenoneha."anallracl(lrUmt comcs
from observcddala, Ihcn il mayhevcrydifficulttooblainagoodIIJcmmrcmcnlorIhc
dimcnsion for thcallraclor. 'Illisiscspecially (rueifthedalais biological in nalurc.
AlanGarfinkclandscvcralcolleagucs(1991)havestudicdclcctrocardiogrmns
orcats under thc innllcncc ofcocainc. Pigurc 4.I3(a)displays a limc serics ror thc
EKG beforc I1IC cal ingcstcd cocainc, and Figure4.13(1"1) shows I1lc limcscriesaftcr
ingclI\ion. In Pigurcs 4.11(c)-(d) Ihe EKG time series is transfonllcd inlO II "phll<;C-
pistil(: plol,"wilh thc Ikr;vlltivc ofIhe vlllIlIge (UII II function orlimc) pluned
Ihc voll:lge. The r<:slIlhl life very inlcrclliing. The nllrnctor !III Ihe left, which
corrcsponds10 I1IC EKGheforeingcslionofcocaine,appearsmuch Icssdispersed than
Ule one on I1te righl. which corresponds to Ihc EKG arlcr ingeslion. 'Illc rraclal
dimensionofthe altractoron Ihe lefl appears to he smallcrIhan Ihal for UIC nllmclor
on I1le right. Howcvcr, Garflnkcl cautions I1mt allcmpL<; 10 Ihc Lyapunov
dimcnsion.amongothcrrraclal dimellsions.havcgiven veryilllpret'iscillfonllalioll.
(a) (b)
dVldt dVidt
-""
>V
>V
(c) (d)
Figure4.13
4.3 JULIASETS ANDnmMIINDm.OROTsur
20S
EXERCISES4.2
I. l.cl E = the Icngth of!lIe horizontal sides ofIlle rcclllngies in Figure 4.10.
Find an <lpproxilllHtion to dillleAll' !lowdocs youranswercomparcwiUI IlIC
oneohtained1\tthcoutsctofthesection,which uscs the verticalsidcs?
2. Lct p he the fixed point ofI1le lI(!non map Hab given in (1) and (2) of
Scclion 3.4. Assullle that a=1.4 and b::: 0.3. Show Uln! dim, All (I is
flot approximately 1.26.
3. Show thai ir we I<1ke logarithms ofoolh sidcs oflhc equntions in (3), I1ley
would reducc10 theoncill (I) iftllC function wcrconc-dimensional.
4.3 JULIA SETSAND THE
MANDELBROTSET
ManyofIhe heautirul,exoticsetstllmhavcappearedrcccntlyoncalcndarsand
COvers ormagazincs are sets Olal can be dcscribed in tcmlS ofiteratcs ofcomplcx
runctions. In this section we will del1nc two wcllknown kinds of scts that are
definedin Icnllsofcomplexfunctions: JuliascL<; lUld I1le Mandelbrotset.
In ordertosettheslage, wc necda bricfintroduction to complcxnumbersand
runclions. Fora cOlllplele discussion ofcomplcx numbers and fUllctions, you could
COIISUlllhc trealisc by nurckcl (1979).
If z x +yi and w= II +vi, Illcn the sum and product of z and ware
givcn hy
z+ w (x + II)' + (y + v)i and zw
(XII - yv) + (xv +yu);
In particular ;:2 ::: (x
2
_y2) +2xyi.
Acomplex number x +yi Gill heconsidcredasanordercdpair (x, y) ofrcal
Illllllhcrll. as well as1I point (x, y) in Ole planc. When OIC complex numhers are
idelllilied WitJl points, we refer to I1le111 collectively as Ule complex plane. We
will identify the real number x willi Illc complex numbcr x +Oi; ill I1lis way rcal
Ilulllhcrs arc consideredasspecial complcx numhers. As such, Ole real Ilumocrs lie
on Ule 1I0rl7.0lIIal <IXis illlhecomplcx plane, called UIC realaxis; tlie vcrtical axis is
Ihe imugillllryaxis, consisling ofpurc imaginary numbers (Pigllrc4.14).
J,et z x+iy. Ikcanseorthe identification ofcomplex numbcrs willI poillts
in the plane. we denole the ahsulllie valueor modulusof z by Izl, where
11.1=VX2+y2
-----
--
_ ':l4hYH'I'.(;
y
Z = x + yi
renlllxis
y
I >- X
X
ImaginarylIltis
complex plane
Figurc4.l4
'I11OS Izi is thedistanccbetwccn OIC cmnplcltnumhcr z I\I1d thc origin. Similllrly,
Iz - wi Is thc distance betwecn z nnd w. Theopen disk about w wilh mdius r
consistsofnil z such that Iz - wi < r. Asct A ill the cOlllplclt plmlc is houuded
if A!:: U for someopen disk IIhOllt () wilh \illite radius r. Asequcncc (In J :;'sO
convergesto w if lind onlyif Iz"- wi 40as n incrcascsWiOIOllt bound. ff A
conlains the limit pointofeach sequcnccin A, Olen A isclosed.
Tbeusualrulesfornbsolutevaluearcvalidforcomplexnumbers:
b: .. 1\11 S; Izi + Iwl. 11. - wi 111.1 Iwll. and Izwl = Izllwl
'llicfirst ofthein(''{lualitics isknownliS thetrillligle I)rol)erty.frolll thc a<;soci:tled
geomelricinterpretation (Figurc4.15(a.
Inorderto find rootsofcompleltnUIllh(>rs, wewrite z in thc1)Ulur rorll1 as
relll, orcquivalently, r(cos0+i sin 0)
Hcre r== \;:1; 6 is !lIe angle shown ill Figurc 4.15(b), lIlId is called thc (principal)
argumentof ;: (Figure4.15(b. Porexmnple,COlisider z'" 3i. Since r= J and
!lIeargumentis 1f/2, !lIepolarfonn of 3; is
y y
F ,:<, :> x "1 >x
triangleinequality
(a) (Il)
Figure4.15
4) JfJIJA MIf)'1111'. MANIII'JJ1IlfffSI;{ 2/J7
i
3e A:12, orequivalenlly, 3(C01'; + J .;J
Forlateruse we remark that!lIe unilcircle C consists ofall complcx Ilwnbers of
thc fonn e
i8
, Olat is, thosecomplexnumberswiOI r l.
PrOdul.1Jl ofcomplex numbershavea particularly simple foml when we
po.Ier nolHlhm. Morcspecifically, let
Zl = rl (cosE\ + i sin e.> and l:2 = r
2
(cos 02 + i sill O)
2
liyther.um ronnula... for 5in(0. + 6
2
, and cos<0. + 02" wefind that
"I
Z
2 == [rl (cos + j sill 0.)]lr
2
(cos 8 + i sill 0:J]
2
== rjr2 [(cos cos02 - sin 0, sill 02) + i (sill cos02 + cos sin
== 'iii[cos +
2
) + j sill + 02}1
'Illcrefore
ZI"2 "" rlli Ico/l (0. + 02) + j xin
.. O:JI
(I)
'Illc fonnula in (I)says lhallhemodulus ofa product is the productofUIC moduli,
and Ole argumentofOle producl is thesumofthe argumCIlL'i. An applicntion of(I)
and the law ofinduction yield'i DeMoivrc'sTheorem, named aftcroneof Ole carly
fathcrsofprobabilityOICOry, AbrahamDeMoivre(1667-1754).
THEOREM4.5 (DeMoine'sTheorem). Lel z=r (cos e+ j sin fJ). 'lllcn
z" = rn{cos nO + i sill nll) forlilly integer n 2
(2)
Proof Weprocecd by induction. For 11 == 2 the fonnula is valid by(I) if weIct
z, == Z2 := z' NowlISsume that the formula in (2) is truc for a givcn fI 3. Thcn by
Ole inductionhypothesisand byllIlolllCrapplicationof(I).weobtain
l"+ I := lItl =[r"(cosnO + i sill118)] 1r (cos () + i sin e)l
= ,HI [cos(11 + 1)01- i gin (II + I ){}J
By the LawofInduction. (2) is valid for all n 2: 2.
De MOivrc'S '1l1eorclll helps us to determine a square root of a IlUll/.c'.
209
208 (lIAl'llcR 4: fRACrAL<;
numher z reil/, lhal is, to lind a w !>uch thaI w
2
z. Indeed,
hy De Moivre's 'Illellrelll,
lind w Vr ei!0f2 II)
2
are two square rI)(lls c,r We !lHII ('\'ef)' nonzero complex number has two
squafC roots, loc:lIcd on opposite sides of thc origin (Figure 4.16(:1; the argumellt
of onc square mot is half that of the given complcx uumber. For exam pic, 10 lind II
II
square root of 3i. we lirst write it in polar fom):
fr ..
3i 3 + I Sill -
liii 2 2
'1llCll wc take the square mot of 3, and half the arglJlllelll 1fi2. which yields
V3 (cos'! -t i sin fr) = V2 + V2H (I + i)
4 4 2 2 2
Ii
'Ille other square mOl, sYllllllctric wiOI respect to (hc origin. is - V6 (I + i)12.
..
In general. the n ntll ronts of a nonzero complex number z lic on the circlc of
radius IzI
I1
" ahout the origin. If z:= Izle
iB
, (bcn thc nth roots of z lIrc equally
around the circle, with one located at an angle Oln with respect tn the
positive real axis (Figurc 4.1 ()(h.
A complex function is a function whose domain ami rangc consist of
complcx numbers (which may be realnllmbers, of course). Polynomial functions arc

wrillcn in tIle usmll way, hut with z's instead of x'!>. Thlls if
y y
....
,.Q;

;>'
v > X l----==-=t-t1lt'l :> x
I/H

'2
(wo sqllart' mots of z eighl Rill of z
(:1) (n)
FipAfc4 i6
4,3 JULIA SETS AND 111E MANIJEI.IIIWT SET
/ (1.) 0nZ" +a""IZ"-' + '" +GIZ + 0
0 (3)
tlleu / is a (complex) POIYllOlllial. Lillliis and dcrivlllives of complcx fUllclions IIrc
defined as Ihey IIrc for rclll'VHIIICd fUllctions of II relll vnl'illhle. In plII'liculnr,
fez) -/(zo)
/'(7-0) lim ----
t-H
o
Z - Zo
provided thatlhe limit cxists. "nllls if / is the polynomial function in (3), then
/,(z)
+(n-l)a,._1 + ... +2a z+o
1 2
'I1lUS if c is a (complcx) Consl:!nt aud if /(z) = Z2 + c, thcn /'(z):::: 2z.
) ,ct / he a complex functiou. A complex lIullIher p is a fixed Jlnlnt of /
if /(p) == p. '111e I<'ulldllmcnhd Thenrem of Algebra says UllIt if g is a
complex polynomial function, tllcn tllcre is a complcx number Z such lhat g(z) =
O. "Illis is equivalent 10 saying that every complex polynoillial fUIIClioll / IUt,> a
lixed ooin!. Indeed, let / be a polynolllilll function, and g(z) _ z. 'Illen
/(z) "" 1: if and
jf 8(z) == /(z) z = ()
'Illerefore zeros of N arc fixed points of f Finding tllC fixed point is easy if f is
the funclinn defined hy /(z) == 1: 2 + c,
thai Z :::: Z2 + c, or C<llIivalenlly,
Ihe Ihcd ouinls of /llrc given'
I
z '"
2
because Ulcn
Z2 - l + C
-
I
VI - 4c
2
z is a lixed point of / provided
= O. Oy Ute quadratic fOnlllll:l,
(4)
The definitiolls of allracling and repelling lixed poi lit!> for complcx functions
are mlapllliions of thc definilions for rcal-valucd functions in Chaptcr I. A lixed
point II of a complex fUIICliou / is attracting providcd that therc is a disk U
centercd at fJ Stich thaI if z is ill Ihe domnin of / alld ill U, \llcn [tinJ(z) 0
a<; n incrcascs without hound. Tn the same manllcr, a fixed point p is rCIHdling
if there is a disk U centered III p such Ih:lt if l. is in the domain of / and in U,
\llcn !f(z) pi > Iz -. /11. Wilh oilly trivial modifications, "1llCorelll 1.6 :md its proof
carry over to complcx functioll!>.
THEOREM 4.6. Lei / he II differell\iahle complex function wiUI lixed point p.
a, If 1{'lp)! < I. (lien p is aHracling.
t, 1/ If'f/' It >- 1. 01(:;<, f' 1';
c
If I .. rt"\.:'!7.t -
,'(, Il\.',{;;,,-T
210 OIAI'rER 4: I'RACfALS
As before. a poinl p is an allmcling (or rcpelling) periodn point Df !lIC
cmlrmI!-:r f1lftrtm f if pis.. (Of fuM point of I-J.
Ibe notion of aumctor for a complex f1.lOCUoo corresponds to mal til"
functions of two variables. '[lIe sct A in tlle complex pllUic is an attractor of /I
funcrion f if H is closed and illvariarll, IUld if it allracts !lIC iteratcs (for j) uf all
point'; in some neighborhood of A. To illustratc an llllmC[Or, we considcr Ule falllily
lip} of complcx fUlIctions that modcls lin npticlll switch for /I laser system, givcn by
!;.(z) =a + bzeik-lilll(l +IlPI
whcrc a, b, and k arc constants and 11 is a panulleter denoting thc amplitudc of
thc lascr pulse cntering thc optical switch. Specifically. kl q = 0.85, b =0.9, and
k = 0.4. As J-l incrcascs past the bifurcation valuc J-lo'" 7.26994894, it turns out
!llllt the attractor, which appears in Color Platc 13. explodes. The poinlS colored
ycllow rcprcscnt the attraclor when 11 is a IriOe slIlallcr I1ll1n J-lo; UIOSC points
colorcd red arc points addcd to thc allmctor liS 11 becomcs slighlly larger tllall I1t.r
111 Ule earlier chapters we saw 111111 thc IlIIractillg periodic poilUS of II funct ion
hold decisive infonllution ahoul I1lc dymunical hcllllvior (II' thc fUllction. III the
discussion that follows il will be tlle rcpelling periodic poinls that wc will focus on.
Julia Sets
III Scction 1.4 we unaIY7.t'd the family of fCnl-vnlncd fUllctions dcfined hy
gJt) '" .\', + C
whcre C is 1\ real pammCII'(. For the rcmaindcr of the sectitlll we will consider Ihc
complcx nunlng of UIC flllllily: He m; a complex function ami C a COlllpleX
pnramcter. Thus for cach complcx numhcr c, Re is (Ielincd by
8 (<:)=;:2+ C
e
We knuw fmlll (4) that ullkss c == 1/4. g, has two fixed points. I'rcsctltly wc will
provc lhat atlcnsl onc of I1le two lixcd points must be rcpelling.
TIlEOHi-:!\1 4.7. 1.('1 r -/' 1/4. Thl'1l1l1 Ienst olle fiXl'd point of g, is
I'mol By (4) thc I1xctl points of ,I{, arc given hy
z -. + . r;--;-:
2 .- 2 V 1-4('
4.3 JUUA SlITS AND 'I1JE MANllRllRal' SET
211
Since g'(z) =2z, il follows UIlII
, I I _r;--;-"
&,(- - V 1-4c) =

2 2
If 1\1 = tJlcn ciUlcr w or - w lies on or to tllC Icn of Ole imaginllry
II - wI> I or 11 + wI > I. It follows OInt ciOlcr
....
c > 1
or

> 1
which means Ulat
I0' (.!. + .!. . 'l=4c) I > I or Is.' - .!. .f}:4;;) I > 1
'-c 2 2 V 1 - 'fC e 2 2 V 1 - '1C
By '11lcorCIII 4.6, Ke has a repelling fixed point.
If c = 114, then the single fixed point of He is nciUlcr attracting nor
repclling, Ilowever, C hIlS a rcpclling 2-cycle (Excrcise 4).
e
lly 4.7, &: has a rcpelling fixcd point whcnevcr c'# 114. Howcvcr,
&: may have multitudes of oUlcr repelling periodic points, as Examplc I shows.
EXAMPLE 1. Considcr &, dcfined by &(z) =;: 2, and Iet C dcnotc the unit circle
in lhc complcx planc. Show iliat Ule sct of repelling periodic points of &: is dcnse
in C.
Solution. Wc eml considcr Ule unit circlc as OIC collcction of all z of UIC fonn
21fi8
l = e
where 0 0 < 1. '[llcn &.,(z) =e
21fi
(28), so wc CIDI intcrprct & as UIC funClion Ulal
doublcs evcry number in thc half-open interval [0, I) (modulo I). 'nms fonnulatcd,
&., is rcminiscent of Ule mlkcr's function, defined in Scction 1.3 by
2x for 0 x 112
/J(x) =
{
2x - I for 112 < x
If wc llisregartllhc dyadic rationals in rO, I J, which arc c:xacfly Ihe [llJlI1hers who!;c
hcrmcs arc evcntually 112. the two fUlletions &J and /J arc cquivalcnt. III :-';cctioll
1.3 we nOlcd that if p is nn odd. positive integcr, tllcn kIp is periodic for n, for
k .. I, 2 . '" fI - I. Since !lIC collcction of such rational numbers is dense ill UIC
interval to, I). it follows Ihat UIC collcction of periodic of & is dcnse in C.
'111e fad that Ig;(z)1 = 12<.1 = 2 for cach l in C implics that cvery periodic poilll in
(11i\1
r
mR4c l'1lACrAI$
C is repdlinp.. Thcrefore thc npel!illp. periodicfloillls arc in C. I.)
111C identification of A> with the haker's fUllction yields additional infor-
mationabout &,. 'lllefact 111:11 11 hasscnsitivedependcnceOil initi:l!conditionsand
an c1cment wil11 dcnseorhit in its domain is inherited by &! on C. '111crefore
isstronglychaoticOil \lIC unit circle,
Continuingtheanalysisofthcdynamicsof .!.I,. wcJlotice that
I
i. if IzI < 1. tlJen l.l:o"I(Z)1 := Ill' -t0 ns n increases withoutoound
ii. if IzI > I, \llcn 1},',I"l(l)1 = Iz1
2
-t00 as n incrC:lscs withouthound
By (I), thc l>IIsln ofattraction ofUIC fixed point () collsiRtll ofall z such Illat Iz:l <
I, IfwccOllshlcr ()() as an allmctoror &!. thcn itshliSirl ofattraction cOllsistll of1111
l such Illat 1<:1 > I, '11lcrcforc thc unit circle C hiLt; twoimportant qualities: it is
Illc boundary of tbc hllsins ofattraction of 0 amI and IL<; such it is called a 00.
basin boundary. Also. ilcOlllainsall repelling periodicpointsof &! (andindecd
it cont.'linsallperiodicpointsexccpt 0). II is this lallcrqlJality that Icadsus to make
thc following dcfinition.
nEFINITION 4.14. Let c he nny complex number. 'Illc sll1allest dOl'e\l set in
thc complex plane thai contains all rcpelling periodic points of &, is called the
Juliasetof ge' and is dCllotcd Jr'
Julia scts arcnamed for Ihe Frcnch mathematician Gaston Julia, whostudicd
itcralcs ofcomplex rational functions in depUI during Iltc <!.1rly pMI ofthis ccntury.
Bydcfinition, thc Juliasel .To is thc unit circle C.
Lct c heanarhitrarycomplcx nlnllher. Hy definition, is a closed set. It
is also noncmpty hy virlue ofTheorcm 4.7 and the COllllllcnt following it. Next wc
will provcthat J< is aboundedsel.
THEOREM 4.9. If 1;:1> lei + I. Ihcnlhcorbit of z for K is
Assumethat Izl> lei + 1. 'Illcn
Ig,(z)1 '" 1;:2 + rI 1;:1 Iz + I <': 1;:1 \1;:.1 I? 1;1 I lei + I _ lei I
z IzI lei + I
Lct
lei
r Ie:! + I -
lei + I
Sincc > rlzJ ami r> I. it 11i1 IKlnl!:)1 > r"1;:l as II increases
without bllllm!. Thrreforc if \;:1> lei + I. thenthc01\)11 of z is Ullll1ll1ll1lcd.
4,; JUI.lA SETS ANll'111EMANI>EI.UI{flTSET
213
COIH>LLAltY4.IO. If z is ill . Ihcll I. sOlhal is a hOlllltled
Ruhsel ofIhe complex plallc.
I'roo.f. H 7. is a periodic point. then the iteralcs of z arc hounded, so that by
'Illeorem 4.9, Izi $; Ie! + I. Since is UIC snlllJlest closcdcloscd sct cont.'lining all
rcpelling pcriodic POil\lS, any z in .l" also lin." thc property thm Izl $; lei + I.
Consequently .Ie is bounded ill thccomplcx plane. II
Ohviously periodic points in havc hounded orhits. Ourncxtgoal is 10
show thm thc orhil of cach nlllllher z: in is houndcd. Firsl wc have n
preliminaryrcsult.
TIIEOItEM 4.1 I. Suppose!lworhit of z for Xr Is lInilotJIHled, Then there is II
disk U ccntcretlllt 1. slIch Ihlll Ihe orhltofCIICIt clementIn U Is unbounded.
Proof. I.et the positive integer k hesolarge Ihat IgJhl(Z) I > lei + I. Since Xc and
thlls gJkl arccontinuolls. wcCIllJ find a disk U ccnlercdal Z such Ulat if w is in
U, Ihcn > lei + I. By '111eorem 4.9. it follows Ihat thc orbit of w is
unbounded.
It follows fmlll Thcorem 4.11 that limils ofsequences all ofwhose mcmbcrs
havehoundedorbitsalsohaveboundedorbits. ThuswchaveIhe following corollary.
COROI, LARY 4.12. I'orallY complcx Ilumbcr c, !lie collection ofall complex
llulllhcrs 1. whoscorhil for gc is hounded is aclosedsuhsetofthecomplex plane.
THEOREM4.D. Forany complex IlIl1lJhcr z in Jr' theorbilof z is bounded.
Proo(. SupposethaI z is in J :lIId has :111 Ullhollllded moil. flyThcorcm4.11 Ulis
e
l.. truc for each c1cmcnt in somedisk U centered at z. By thc dclinilionof .l". the
repelling pcriodic pointsof gc arcdcnse ill J
e
so Ihat thcre is a repclling periodic
point II' ill U, Ilowcvcr. HI callnot bcpcriodicalld havcanunboundedorbit. 'I1lis
conlradiclion implics umt if z: is ill .l", then z hasa boundcdorbit. II
Thclheoryofcomplex vmiaoleii implies lhat for anycomplex number c, lhc
luli;1 SCI conlains IJO opcn disks; usually il has fractal dimcnsion. Moreover,
since ({) = n, the IlIJlIlher () is a critical point of g". 111c orbitof 0 tclls us
IIlllch aholltthc .Iuliasct .Ie' In particular, ifOIC itcralesof 0 approach
i.
all aUracling IIxcd floint. Ihell .l,. is a simplc closcd curvc IImt nOIl-
dif1crCllliahlc if c n.
Ii.
an attractingcycle, then { isa lJlorecomplicatcdconnectedsel.
iii.
00, thcn is a tolally discounccted sct callcd Futou dust. afler OIC
Fr('nch mathematician Pierrc Faloll, whoalong with Julia WfOlC !lxtell-
sivdy011 lhegelllllctric propertiesorcomplex raliOlwl functions.
214 OIAPTER 4:

d.'! \

(" "l.J'''''ij

(ll)
(Il)
l..
1&' 'J.,.. f,:
(. ,_J'
l\" 1.-.' .,"' ..' '
.\;" ,: " ". {t "..c,t
... .,.,'.
, I \ l,
.Gi
.,rt
iI,. t'. ?
"
, 'l
t",,,,. 1,""',. 'G:",.
"
..I;}'"
.itA. \".'\ ;"'" f..,.tl

....,t
.:Ij.
(d)
(c)
Figure 4,17
Hgurc 4.17 prescnts a s:ulIple of UIC vllricty possihle ill Julia sets:
In (a), lc is a simplc closed curvc; gc has ml atlracting fixed point.
III (b), lc is n morc complicated cOllllccled sct; gc has all allracting II-cycle,
In (c), lc does not cnclose a figure WiUl interior, lind is called a dendrite.
In (d), .Ie is tOlally disconnected, and is ml exmnplc of FlIlotl dust.
Each Julia set is symmctric with respect to thc origin, and if c is 011 thc x axis,
then III IIYlllllletric with rCRpecl to tmth "xes 1I11 well. III millilillll, ill Juliu sets
there Is gencrally some rOfm of scif-sllllllarily. Hnd olrrcspolldingly normally
havc fractl1l dimension. Addillollal represcntativc Julia sets occupy Color Plutes
15-17,
lIow call one ohtain Julia sets Oil the computer screclI? Onc way that is
frcqucntly cffcctivc is to usc the fllct that the rcpelling pl'rilxlic points of Rr ure d(:nsc
In If wc sekct (ulmost) lillY point ill the complcx plane, then the backwllld

4.1 JUUA SETS ANI) lllE MANIlELUIWT SET 215
itcratcs approach points of lr' and frC<lucntly after the firsl few backwards iteratcs
Uley begin tracing oul a sct Umt is indistinguishable from J . To start the proccdurc,
e
choosc a complcx number 2:0 Umt is not a periodic poinl of gc' Since gc(z) =Z2 +
c. it follows Ulat lo has two dislinct prc-imagcs.
vz;:::c ,uld - vz;:::c
.-
Either prc-imagc works cqually well for thc choice of initial backward itcrate of 'iJ.
thc' prc:rrllagc randomly. '1l1CIl UIC proccss is repe.1tcd indcfinitcly. with a
randomly choscn p!e-image at cach stagc in Ule process. '111e compuler prugrmll
JULIA at UIC cnd of Ule book is based on Ulcse idcas.
The Mandelbrot Sct
Now wc tum to UIC celebrated Mundelbrot sct, which is rclllled 10 Julia SCL".
To bcgin with, ICI
Kc UIC collcctioll of cOl\lplcx numbcrs z whose orbit ul\der C is Ixmndcd
c
-l1lcl\ Corollary 4.12 il11plics thai K c is a closed set ill the complex pJallc. and
'Illeorel\1 4.13 illdiclItes that Kc::? { What is actually tnlc is that J i!> the
c
boundary of Ke' 'Illc set Ke is therefore call cd Ule filled-In Julia set for !f
c
'
If Ule critical point 0 of C is in K
e
, Ulen a recent, decp t1leorcm duc to A.
c
Douady mid Johll Hubbard (1982) proves Umt Kc is a connectcd set. It can be
shown, morcovcr, that the converse is lruc: if Kc is conncctcd, thell UIC orbit of 0
for &. is bounded. Devaney (1989) a more dct.ailed discussion of UICSC
'l1le spccial valucs of c Ulat have UlesC propertics constitute a very special scI.
DEI<'INITION 4.14. The colleclion of complex numbers c such Umllhc orbit of
o for C is boundcd is called UIC Mandelbrot set, and is dcnoted by M.
c
Thc set M is nalllcd for UIC nmUlclllaticillJl Bcnoit Malldclbrot, who in Ule
late 1970's brought the sct wide acclaim wiUI the hclp of imagcs on a high-specd
computer.
TIIEOltEM 4.15. The following hold for the Mandelbmt set M.
II. M colllailll! 1111 c llUCh thul lei 114.
h. If c is ill M, tliell lei S 2.
Proof. To provc fa). let lei S 114. '111el1
rg}2I((1 "" ig,(c)r '" 1c
2
+ cr s rd + lei S +-
4 4 2
116 <.1IAI'I1'1{ 4; fRACTALS
To apply induction, we assume lhal IgJ"I(O)1 112. Then
I
IgJo+ll1 '" Ig,.(g!"I(O1 := I rgJn
l
(O)j2 + e I I gJ"l(o) 12 + lei .!. + -
4 4 2
'Therefore the Law of Induction implies that 112 for all II. so that e is
in M. '\11115 pllrt (a) is proved.
To prove (b), suppose that lei> 2, and let r:= Icl- l. If Izi lei, then
e lei
IR,.(l)1 " III + cI '" III It + -I l!: Izi (Ill - -) lei (lei - 1) Itlr (5)
z III
Since tll,W)1 lei, it follows thai IgplIl!: Ielr. In order to apply induction,
that IgJ"I)}1 Ielr" - I. 'nlen by (5) and the induction hypothesis.
!1I;n+ !l(0)! '" 1c.,<gJ"1(0! IgJ"I(O)!r (1c1r"-1) r := lelr"
Therefore by induction. W" \0)1 leir" for all II. Since r> I. the iterates of 0
are IInhoundcd, so IIll1t C is not in M. This completes ille proof of (h).
Next we will use a complex version of Singer's TIlcorem (see Section 1.8), It
proved by Julia seventy ycarsago, and appears in Devaney (1989, p. 281).
THEOREM 4. 11'>. Assume that p is an attracting periodic point of a polynomial
function /. '!lIen there is a critical point illat lies in ille hasin of Iittraclion of p.
COROLI.ARY 4.17. If .lie has an attracting periodic point. illen c is in M.
Proof Since &,'(z):= 2z. 0 is the lone critical point of &:. If Cc h.1s an attracting
periodic point P. illCIl hy Theorcm 4.16. the iteratcs of 0 for .lie converge to p
and its itcrates. Hence thc itcratcs of 0 arc bounded. so that c is in M.
Lei us now recall lllat the ftxcd points of c., are
--
so illat .", (1 YHC)12.
-
&,' (I VI="4c)/2) '" 1 {l- 4c
It follows that ftc has an attracting ftxed point only if
eithcr II + YHCI < I or 11- VT=4C1 < I
We are 1l0W ready to show ilml M colltains a robust cardioid.
4.1 JUUA sm'S AND TIl!! MANDEUlRar SIlT 217
t7, 4'
(b) (c)
(a)
Figure 4.18
4.111. 'Ille Net of nil c such Ihnl I? un llltrllCIIIl& point
the region bOllmlcd by Ihe cllrdloitl UPfICurlng III Figure 4.tR(e).
Proof Let II' '" Wc will show illllt tbc sct of complcx numbers II' for
which either II - 11'1 = I or II + 11'1 ;: 1 is a cardioid, Notice I1mt in polar
coordinates. II - II' I = 1 if and only if r =2 cos O. so that II' '" (2 cos O. (J).
2
TIlcn 11'2 = (4 cos
2
0. 2(J). Ncxt, hy the half-anglc formula. 2 eog 0 = I + cos 20.
which means il'k1t 4 cos
2
0 = 2 +2 cos 20, Thcreforc in polar coordinatcs, '11'2
satisfies (2 + 2 cos 20, 20). or equivalently. 11'2 satisfies (2 + 2 cos O. (J). 1n
otbcr 11'2 11lIS pollir coordinates satisfying r =2 +2 cos O. Howcver, this is
an equation of a cardioid. A similar conclusion is dmwn if wc consider II' such illl\!
II + 11'1:= I. Wc will usc tbese conclusions in a momcnt.
Now if II' '" YHC, thcn c =(l - 11'2)14. By ille preceding paragraph, 11'2
is on thc cardioid in Figure 4.IR(a). so that - 11'214 is on thc cardioid in Figurc
4,18(b), and hencc c =(I - 11'2)14 is on illC cardioid ill Figurc 4.18(c). lois is what
wc dcsired 10 provc.
Figurc 4.19(a) Ihe entire Mandclbrot set. the large ccntml cardioid
consisting of all e's for which f:c has an attracting fixed point. As you can sec,
large disks and smaller protrusions and lendrils emanate from the cardioid. The
various numbered bulbs appearing in Figure 4.19(b) reprcsclll the valucs of e for
which Cc has an lIttracting orhit of flCriod n. for n:= I. 2. 3. .... When one
rooms in on illC Mandelhrot set witll a high enough mngniftcation. hahy Mandelbrot-
Iikc sets appe:ll'. Color PI ales 18-24 and 25-30 show two sequcnces of moms from
different on thc boundary of ille Mandclbrot sct. Otller shapes of an incredihlc
variety also appear undcr magnifteation. a fcw of which appear in Color Plates
31-36. Thc Mandelbrot sct has been called tllC most complieated set ever scrutini7.ed
by maillematicians.
loere is no way to skctch thc Mandelhrot set, or cven describe it, without a
computer. TIlcrc is a simplc program thai fills in illC Malldelbrot set on the
computer screcn. although thc progranl takcs times to run. lllC principle behind tllC
program is tlI.1t if lei > 2. then c is not in thc Mandclbrot set (by Theorcm
4.15(b. l1lUs to obtain a image of illC Mandelbrol sct M. we select a
r
\
,
"
.
:.,..
218 a/APTER4: FRACTALS
y
t
..;Jl. t
t'
(
l
Mandelbrotset
(II)
(b)
Figure4.19
densecollection S of c's in the disk ofrndius 2 cenleredat the origin.
Those numbers in S all ofwhose first, say, 50 ilernles are bounded in absolute
value by 2 give a good approximalion 10 M. The progrnm MANDELBROT is
designed10dothis.
, AnMatrix(1990)hasproduceda2O-minUlevideotape.Focl/s011 Fractals. that
t includes looms loward four different pointson the boundary.ofthe
f
\ The videotape shows some ofthe fantaslic palterns that arise as the magnification
increases. and iIIustrntes the emergence of baby Mandelbrot-Iike Ilgurcs thafcomc
intoview when onepenetralcstheboundary. Thefilm alsodepicts the variousJulia
setscorresponding10pointsontheboundaryoftheMandelbrotSCI cardioid.
Thebook TIle Reautyof Fractals. by H.-O. Peilgen and P. H. Richler(1986),
contains not onlymuch information about Julia setsand the Mandelbrolsct, bUI also
contains exquisite color plales ofJulia sets, zonms ofthe Mandelbrot SCI and other
fract.als.
In addition to!lIevideotapeand book mentioned above, there arc manyolhers
thai you may wish 10 consultasyou learn more about Ule fascinating Julia selS and
MandelhrotSCI.
4.3 llJUASIlTS ANT) 'nil!MANDllIlIRarSlIT 219
EXERCISES 4.3
1. Lei l'"re
ill
Use De Moivre's'nleorem to show Illat for /loy positive integer
n. r"
o
e
i
(/lI0 + is all nth root of z. for k'"0, I.....n- 1.
lKili
2. LeI l =e with e=kIm. where III and k arepositiveintegerssuchIlia!
III is a prime number grealer lhan 2 and I k <III. Show thaI l is
periodicfor &>.
3. Show lhal 110 isIr;msilivelindhas sensitivedependenceon IheSCI 1
0
,
4. 0. Show thlll 1:114 hilS II single fixed point Ihnt Is nellllcr attracllng nor
repelling.
b. Find Iherepelling2-cycleof C114'
5. Delennine whelher lr is symmetric with respecl 10 Ihe origin for every
complex number c.
6. Show thaI if e isinn irralional number in (0. I). then e
2
/fill is nOI
eventuallyperiodic for &r
7. Show that if c=.t+yi ill M. Ihell c=x- yi is 11150 ill M.
8. Use Ihe program JULIA10 delcnnineJuliaselSforIhegiven valuesof c.
II. - .11 +.67i b. .194 +.65571 c. - .74+.113;
d. - 1.2 e. - I.I! r. - 2
9. Take several values of c ncar - 1.25. and by using !lIC program JULIA.
delennil1chow thecorrespondingJulia arcrelaled10oneanother.
10. UseIllc programMANDELBROTtoobtainan imagcof!lIe Mandelhrot sel.
II. Alter !lIe program MANDELnROT so as 10 focus in on various points c10sc
10!lIe boundaryofIheMandelhrolscI.
12. Consider !lle funclion !,Jzl '" cl(l - x). LeI Q denole tlle collection of
complex numbers c such thaI tlle iterales of Ihe crilical point 112 arc
bounded. Alterthe prognunMANDELnROT10obtainan imageof Q.
\
1
221
220 (lIAMHl4' FRM-rAI.':
4.4 ITERATED FUNCTION SYSTEMS
In !lIe first four chaplerswe haveanalyzcd ilcralcsofa singlepointfora givcn
function. In!llis final sectionofClmpter4 we will discussilemlcsofselS ill III for
several fUllctions used simullanc()usly. BICh funclioll underconsideraliolJ will be a
contraction, bywhich wemcall a function F: R2 R2 such Ihat
(
IIF(,') F(w)1I < Ilv - wI!
for:t11 v and w ill Rl. Forexample. lei fi. fi. and f; beIhe fllnctionsdelilll'(1
011 R2 by
/;;(X) =(1/2 () )(X). /..(-t) =("2
(::) + (1;)2}
Y 0 1/2 Y \y 0
f{.X) == (1/2 0 )(X)... (1/4)
. Y 0 1/2)' If2
llien for any v and w ill 1l
2

I
IIfjJv) -/i(w)1I = - IIv - wI! for k I, 2, and 3
2
lliismeansIhlll f;j, Fi, and f; arcCOlllrHcliollS.
Ncxt. lei dellole Ihe collection ofall closet! :lIld hounded sllhsels of R 2,
andleIIhe fllllclion :r bedelined hy
.1 (A) /';(A)u f;(A)u /';(A), foreach A in 'Ji..
11lell f;CA). Fi(A). :1IId F,(A) arc closedant! houniled in U
2
, andsois their
.1{A) (Exercise 12). Wewill call :I Ihc IInillnofthe fUIiCliolls fl' mfo 1\.
Whalcanweleamaholltlheiteratesof 9?
EXAM!'I,E I. I,et A hethcl'qllilalcrallrianj!1c in Fij!lIrc4.20(a). placed so Ihat the
bottom lies on the unit intcrval 10, I] on !lIe x axis. Using f;, F
2
F.." and also
using :I as dcflllcdahove.showIhal
.1(fl
l
(A):J .1 for all 11
(I)
and lhat n :;lnl(A) isaSicrpinskigllskCL
n21
4.4 SYSTEMS
(a)
(h)
(c)
(d)
Figure4.20
,)ollllioll. A 1I10lllCllt's relleCliol\ shows tliat = 11 in Figure 4.20(b), for i ==
I. 2. 3. Thus 1{A) is Ihe shaded region in Figurc4.2O(b). Similarly :;121(A) is
the region shlldcJ in Figure4.20(c). It becomes evidellt lhat (I) is (rue. and that in
additioll. n :1 (nl(A) is II Sierpinskigll!;ket thuilippearsin Figure4.20(<1). U
n;,,1
Supposc that lhe initial set A werea disk orothermorecomplicated region
in 1l
2
Is there any way oflelling what limit, ifany. 1
Inl
(A) would npproach'l An
illlponmll result called the COlltractioll Mapping 'IlIcorClll, which we will provc at
lhe end ofthe section. leiIs us UUlI if fi. f; "., IIrc contractiollsdefincdOil /<2
nnd if :r is del1ned hythe formula
:J(A) = IJ(A) u u ... u T;;(A)
for all closed. hounded A of 1l
2
, Ulell !llcre is a unique closed, bounded
subset A, in R2 such that
A;r .1(A;r)
'Ille set A,. is called an IIttrllc(or for :;: Thc Contraclioll Mappillg Theorem
indicates. morcover. lhatill a to hedescribed lIIorc precisely below, Ulrollgh ':F
thc sct A:r :Iltracls every closed,bounded subselof R2. Thus for Ule groupof Ulrec
ftmcliollS given in Example I. the iterates ofeach closed, bounded subset of R2
converge 10 thc Sierpillski gaskcl. Tlml is a pOlenl rcsulL It says that whcUlcr UIC
initial set A is a single pointora large closed,hounded SCI in /(2, its ilerates (for
the Irioof funlions) converge10 llleSierpinskigasket!
Apparently the first person tn systelllalicallysludygroupsofcontfllclions was
John I)utchinsoll ()I)XI). More recently Michael Barnslcy has introduced the
terlllillology iterated function system for such groups. and h:t<; applied the
theory10 thefield ofdalacompressionand lransmission.
Iterated f1lnction systcms call be effectively used ill order 10 draw intriguing
palleflls Oil a computer screen. Since the allractor for a given ilcrated fUI1CIioll
syslcm auracts iterates of every hounded and closed suhsct of R2. il attracts lhe
iterales of any singlc poinl lhat we Illighl select. Thus Contractioll Mapping
223
222 ClIAPmR 4: I'RACTAt3'
llleorem implies Ihat we can ohtain a reprcscntation of A:1 hy evaluating the
sequencet.r'tI'(v}};" I for any given v in R2. lIowever. becomes an ever
larger set of points as n increases. so Ihis mcthod of approximuting A,. can be
tillie-consuming for the computer. flarnslcy hm. reccnUy proposed an alternative
meUlOd callcd thc random iteration algorithm UI3( can be more economical.
The algoriUull of Bnrnsley utilizes the IIhility of Ule computer to produce
"mdom" numbers between 0 lind l. Each (ime the statement RND is executed. a
new such number is produced which. a1Ulough not truly flIndolll. is for all practical
purposes a ffindolll number, ror Ule systcm r consisting of Ule contractions F;.
Fi ... F". Ule a1goriUlIn proceeds as follows:
STEP I. Choose an arhilrary poilu v in R2,
STEP 2, Gellemtc a random numhcr r in (0. I), '111cn rn is II "random"
number lying in Ule interval (0. n).
STEP 3. Ir Ie < rn Ie + I. then plot Ule point
STEP 4, Let v = 1\(v).
STEIl 5.
WiUl thc new point v. repeat Stcps 2-4. and then repeat the
proccss as often as nccded in ordcr to generate a reasonahle
representation of Ule attractor A,..
You cruJ experimcnt WitJl various iterated runction systcms lllld different initial
points hy using thc computcr progrrun ITERATED FUNCnON SYSTEM.
Now we tum tIte process around. and how we ClUJ detcnnine an iterated
function systcm whose nllmctor is (approxillilltely) II given shape ill Ille plrule.
Assume Ilmt A is a given closed and boundcd suhsct or R 2. If we call find
contractiolls 1'1. {';. .... F" such that
A '" I'; (A) u u ..,u
tJlcn A is the ntl.mctor of the union !J of the fUIICliolls. that A'"A . AltllOugh
1
in general it is difficult to detcnnine such functions 1'1. .... ill many cases
wc can. 'Ille functions we will use henceforth in the iterated function syslems will
have IlJe fonn
(2)
r(;) (: :)C)+
Such a fUllction is called all nrflne fUl1ction. and is thc composite of II lincllr
function G IUld a translation II. where
({;) = c: :)C) :lnd H(;) = C)+ C)
t
4.4 ITERATED FUNcnON SYSTEMS
'11IUS F = II 0 C, Since we will be stUdying collections of a(fine functions, it is
useful to st.remnline Ule way we identify them. Ollie funct.ion F in (2) is
characterized by the six const.'UllS a. b. c. d, e, and /. which constitute Ule code of
F. By their definitions. UIC three functions F;. fi. and F) exhibit.ed atUle outset. of
the section have codes given by
-
1'1:
a
In
b
0
c
0
d
112
e
0
f
0

Fi: 112 0 0 In In 0
(3)
F): 112 0 0 112 I14 112
An affine function is a contraction if the eigenvalues A and J1 of (; :)
satisfy IAI < I lUld Ipl < 1. In particular. this is the case if tJlC matrix can be
written in the form
rcos 9
- r sin 9)
(
r sin 8 rcos 9
whcre Irl < I. The reason is Umt if
X) (rcos 9 - r sin 8)
F (y = r sin 0
r cos 8
(4)
Illcn F rcduces distanccs by a raclor of r and rot.ntes Imy slulpe counterclockwise
tllrough an angle of 0 about the positive x axis (Figure 4.21). In c(xlc. Ihe
function in (4) becomes
Figure 4.21
225
f
11
iii' ;.
(',"

i
l
"

224 IRAnAlS
F: 'cos0 , sin 0 , sill 0 , t'os 0 (I
0

SupposeIlmt F anditscodearegivenhy
F:
- I{3 1{3 -
1
0 0
3 3 3 3
Youcancheckthat F contractsdistanceshya factor of 2/3 and rotateshy an angle
of Td3.
In the next example. we will contractions that yield the von Koch
curve.
EXAMPLE 2. rind an function "ystcm 1" I1Ult has the von Koch curve K
a<; it<; allractor (Figure4.22(a.
SO/Iujon. 11lC von Koch curve K is the union ofthe four contractcd copies K,.
K2' K
3
and K4 identilied in Figure4.22(b). AssumeI1mt 11le lefthand pointof K
is 11le origin, and 11mt Ule curve"lies" on 11le unit interval [0, 11 ofthe x axis. In
particular.weobtainthe fourcontractedcopiesfrom K as follows:
1
KI : contractbyIIfactorof -
3
11:
K
2
: contractbya factorof - , rotateby - , and shiftby 0
(
"3)
3 3
112
11:
K) : contraCt uy -.. f'o1alc by andshiftby V3
3
l
3
(
K
4
: contracthy afactor of ,andshifthy
2/3)
(
3 0
TIlcreforeIlICcodcsofthe fourfunctions Umt yield KI' K2' K), alld-K
4
' nrcgivelr'_
by
K\,.,51 3
(At"
tA
3
K1;Y C K4
A > { A

t,.", t""" -f'L..f 'I.,',. <."""
(a) (b)
Flgurc4.22
4,4 I'IHtATED"UNCI'IONSYSTEMS
F: \/3 0 0 , 1/3 0 0
1/6 - V3/6 V3/6 116 1/3 0
: 1/6 {3/6
- V3/6 1I6 1/2 V3/6
F' 4 1/3 0
0 1/3 2/3 0
11m<; wchave found functions comprisingan iterated function system lhatgenerates
K. 0
After one execIlles the program rmRA'l1lD FUNCnON the
picturcon the screen isI1le allractoroftIlC system. However.genemlly itlMesmany
thousandsofiterationstooblaina renditionof!lIeatlmctor. Forexmllp)e.
let us executc Ole program in order to obtain the Sierpinski carpet. Figure 4.23(1\)
shows the result after 5000 itemtes. Figurcs 4.23(h)-(c) display Ole results after
20,000and 50,000iterates, respectively. Takingeven more ilemles would make Ole
picturemoreprecise.
.
:.,'
.',
(a)
(c)
rigurc4,23
Perhapst1le mostcelebratedfractaloblainedhy iteratedfunction systemsisI1le
fem tImt Oarnsley hm; studied, and appears in Hgurc4.24. (See DlifilsIcy. 1988. for
moredetails.) Afern similar10hisclin be considercdtobe UIC allraClorforasystcm
consistingoffouraffincfUllctionscodcdasfollows:
p.
I'
0 0 0 .17 0 0
: .85 .04 - J)4 .85 () 3
/-; : .2 - .26 .23 .22 0 1.4
: .25 .28 .26 .24 () .4

226 ClIAl'fEII4:
Figurc 4.24
To scc how the union of thc four functions yield thc fcrn, we ftrslnotice lhal
= .:)7 )C)
'Illcrcforc thc image of fi is Illcrdy the hollolll scgmcnl of thc fcrn stcm. By
contrast, dIe image of is the wholc fcrn cxccpl thc hollom two Icaves. 'llle
imagcs of F.. and arl'o n'spectively, thc left hollOIll lUld right bottom leaves.
With practice and ingenuilY, one can create all kinds of fascinating fractals by
Illeum, of itcmtcd fUliction systems. IIowever, the resl of UIC scction is devoted to a
theoreticill IIllnl ysis of itcratcd f uncI iOIl systcms,
Theoretical Considerations
The several idl'as Icading lip to the Contraction Mapping llleorem and its
applicalion to iterated function systems are interesting and important We mention,
however, thntthe remainder of this section is imh-pcndcllt of the rest of txK)k.
Lct A be !HI arbitrary lIoncmpty closed suhset of U
2
, II' a sequellce in A
convergcs to some clement of R 2, \lIen hy thc definitioll of a closct.! sct, the
scqnencc convergcs to lUI c1cment of A. In thc l:VCllt \lmt A is also houndcd, thcn
evcry sequellcc in A has a suhsl'qucllce Ihat 10 :til elemcnt of A. That is
II consequence of illc fmuous Bol1.ann- Theorcm.
THEOREM 4.19 (llol1.llnu-Wclerstruss Theorem). Let {W,,};:I be a
hounded seqllence In 1(2. Then Iherc is a collvl'rgcnl subsequencc.
4,4 rJl!RA'lTID J1UNCI10N SYSTEMS 227
Wc will apply the flol:r.nno-Wcierstrass '11lcorcIII ill thc ncxt twu tJlcorclIIs.
Beforc wc slilte mal provc \lIe first of iJlC two Ilicorcllls, wc nced additional lIulntioll.
If A is nlly boundcd sct in /(2 emd > 0, wc will denulc by A + f the sct of all
v in R2 such Ihat IIv - all :5 for SOIllC a ill A. In oilier words, A + can be
cOllsidered 10 be an -neighborhood of A.
TIIEOREM 4.20. Supposc Ihal A
is also closed ;U1d boundcd .
.....
Proof Choose M so Ihat lIall:5 M
c1cment of A- + , '!lIen there is an
fwm Ille trianglc inequality Ilmt
IIvll = IIv - a + all
is closcd and bounded in R2. -l1len A + f
for all a in A. and lct v be all arbitrary
a in A such Ilmt ltv - 1111 :5 e. It follows
:5 IIv - all + \lall :5 + M
'Illercfurc A + is hounded. To show Illal A + is closed, let us supposc tllat
{v,,}::1 !;;: A + and that v" converges to v. We will show tlJal v is also in A
+ . For each n. v" is in A + e. so that tlJere is an a,. in A with lla" vitI! :5 e.
Sincc A is closed and bounded, the Bolzaoo-Weielstrass 'Ibeoretn implies thaI there
is a subsequence {an r;.. l that converges to an element a ill A. Noticc lhal

lIa - vII :5 lIa - an II + lIa" - v nil + IIvn - vII
'!lIC firSI and third tcnns on thc right side converge to 0 as k increases witllOut
bound, and the mit.!dlc Icn1l is bounded by . COIlSC(IUcntly
lIa - vII S
so thal v is in A + . II
Nexi we will show Illat thcre is a minimal disuulcc betwecn a point IDld 11
closed, bounded subset of Il
2
,
THEOREM 4.21. Supposc Illat A is a closed, bounded subset of R2, and Ict
v bc in U 2 butnol in A. 'Illen tJlerc is an element a* in A c1oseSllO v.
Proof. Let
a = the largcslllumber less Illan or equal to IIv - all for all a ill A
"utllct (l\,}';. I he a seqncncc ill A such Ihal Iilll
n
__ lIv - 8)1'" rx (Figure 4.25).
'Illc sequence is boundcd since II is contained ill A. Therefore tlle lIol;r,allo-
Weierstrass '111eorem 5:IYs Ilmt there is a subsequcncc {all J;.. I tlllll converges 10,
say, a*. Since A is closed, a* is ill A. We ubserve Ill'at

229
1 .,
228 C1IAl'n'R 4: FRACTAt"
v
a*
~
Figure 4.25
Ill' - 8"'11 ~ Ill' - Itn II + na" - a1I
As k increa<;es wiOlout bound, the first term on the right approaches ex and the
second converges to O. lllcreforc Ill' - a"'l1 ~ ex, Since Ill' - a1I ~ a by lhe
definition of a. it follows 111m Ill' - 111\ >= a.. Consequcntly a il' an c1cmenl of
A that is closest to v.
Early in thc section wc asserted Olae. for an itemted function systcm, the
iteratcs of closed nnd bounded scts in R2 "converge" to IllC attractor. In ordcr to give
precisc meaning to thi!! convergencc. wc will dcfinc Ole 1I0tiol1 of distance between
any two closed, bounded subscts of R2. 'Illc definition C()llIes in two parts.
First we definc OIC distance d(v, A) between allY poillt v and a given closed
bounded subsct A of R2:
d(v, A) = the minimum valuc of Ill' - all for a in A
If v is in A, thcn d(v, A) :: n. By contrast, if v is not in A, thcn d(v, A) is
dcfined and non7.cm, by virtuc of 'Illcorclll 4.21.
Ncxt we arc prcpllred 10 define a distance d fmm lln arbitrary. closed, lind
bounded subset A in R2 to anotJler such set II. Using !lIe Bollano-Weierstrass
Theorem, one can show thaI there is an a in A such that d(a"', m is thc
maximum value of d(a. D) for all a in A (Exercise 13). Thcrefore we make UIC
following dcflllition:
-
dCA, /I) "" the IlIllxirnUIll vllluc of dea, 11). for II in A
Wc will cmploy tIl is Ilolioll of distancc in Ihc following examJlle.
EXAMPLE 3. Let A :UI(.\ IJ he the disks shown in figure 4.26. Find d(A, m
nnd d(B, A).
Soll/tion. If a is in A, thcn dCa, m'?; I. Moreover, if a'" == ( ~ 1 2 . thell a*
4.4 rml!ATED FlJNCnON SYSTEMS
y
Is > X
figurc 4.26
is ill A. IIlId d(a, m= 3. From Figure 4.26 it is evident 1l1at 3 is Ole maximum
value of d(n, R) for a in A. We conclude that d(A. B) = 3, In a similar fashion
we find thai d(B, A) 5. 0
In gencral, d(A. JI) T- d(ll, A), as OCClIrs for the disks ill Example 1 In order
to have a 1I0\iOIl of distance hetwecn two closed, houndcd suhsets A lind IJ 1l1llt is
sYlllllletric, we define OIC Hausdorfr distance, or just plain distance, by \lie
fonnula
H(A, D) = UIC largcr of OIC two numbers d(A,/J) and d(lJ, A)
'111C association of the nalllc Ilausdorrf refcrs 10 \lIe Gcnlllln nmthematician Felix
llausdorff, who was one of \lIe pioneers in tlle area of geomctry called topology
during thc carly part of this century.
By \lIe prcceding dclinilioll of uistallCC, if A and D arc thc two sels in
EXlllllplc 2, Olcn lJ(A, m=5, Ncxt, wc will show tllat 011 tllc collcction '1( of all
closed, bounded subsets of R2. tile new conccpt of dislImce Ims tile properties of II
mctric. In olher words, we will show Olllt if A and n arc in '1(, then
i. D(A, IJ) == DW, A)
ii. D(A, R) ~ 0, llnd /)(A, R) = 0 if llnd only if A = B
iii. D(A, R) S; D(A, C) + D(C.lJ) for cvery C in 'l(
Til EO itEM 4.22. IIausdorff distance is II mclrie on 'l(.
Proof. l3y the definition of D, D(A. /J) = D(LJ, A). D(A, R) '?; 0, llnd D(A. A) =
O. 'l1lUs (I) and pari of (ii) arc valid. Ncxt. supposc tilllt A *D; without loss of
gcncrality assumc that thcre is lUI a ill A that is 1101 in R. Thcll
o < d(ll, B) ~ d(A. In ~ D(A, IJ)
COllsequently tllC remainder of (ii) is provcd. Now we will show \Jlllt (iii) is valid.
230 cHAriEn 4.: 1l!ACTAts
Lct a be lUI arbitmry elemcntof A. Oylhctrianglc incqulliity::Uld thc (Icliniliollof
d, wefind thllt
d(a, n) s lIa - bll S lIa - ell + lie - hli for nil b in lJ and e in C
Thus
d(a,B) S; lIa - ell + d(e, m s; 1111 - ell + D(C, JJ) for1111 F in C
It follows lhat
d(a.B) S cI(a, C) + D(C, m S; f)(A. C) + D(C./l)
Since a isanarbitraryelcmentof A, wededuceUmt
d(A, m S D(A, C) + /)(/1, C) (6)
Similarly,
d(n, A) S D(/l, C) + D(C, A} (l)
Combining (6) and (7) with UIC definition of D, we conclude thnt (iii) is vlllid.
TIlereforetheproofoftheUlcorcm iscomplctc.
Now we know lhat '1( is a mctricspacc. In tenllsofUIC metric, a sequcnce
{An};. I in '1( converges to B if D(t\" B) --? 0 liS n incrcases withoutbound.
Geometrically Ihis meMS that as n incrcascs, thc sets An become cssentially
coincidcntwith B.
III order to satisfy thc hypothcscs of tJlC upcoming Contraction Mapping
111corcm, '1( must havc an additional property callcd complctcncss - a property
sharcdby mnnymetricspaces. Todcscribecompletencss, wcfirst necd todcfille tJle
notion ofCauchy sequcnce. Let X bea metric space wilh IIIctric d. A scqucnce
{x
n
};. I in X is a Cauchysequenceifforevery e> 0 thcre is a positive integer
N such Ibat whenever III, n N, we have d(x." xn) < f. Cauchyscquencesarc
namedfor theFrenchmaUlemlitician Cauchy.whotwohundredye.'lfS
agohelpedtomold thecalculusintothesubjectasweknowiI today. Gcollletrically
asequenceIsaCauchysequenceifeventwlllymcmbersofthesequenceareunifonnly
closetogetJler. ConvergcntsequencesareCauchysequences,aswewill seepresentJy.
THEOREM 4.23. Lct X be II metric space with metric d. Convergent
sequencesill X arcCauchysequences.
Proof. Let {x.l:=1 be II sequencc tJllIt convergesto x. alld let e>O. Thcn tJlcre
n "-""",rat;'"... in'nndr 1\1 .hof if H "'> AI .hiH' At,.,. v\ ...... ron If in ........
4.4 rl1!RATEI> FLJNCnON SYSn,MS
have //I N. tJlell
cI(X,., Xn) $; d{x
m
, x) + d(x, Xn) <
e
2
+ -
e
e
...- 2
TbereforetJlesequenceis aCauchysequence.
It follows from '11leorem 4.23 tJmt in ametricspace, a convergcntsequent
isa Cauchysequence. IftJleconvcrseis true, wcsayUtat thespaceiscomplete.
DEI?INITION4.24. Lct X be a metricspace. IfeveryCauchysequence in
converges (to an clementof .:n, Ihl'1l .Y. L, wlIll'lete.
If oneassumcs tJlC usual axiollls for the reaJ numbers, tJlcn Ule real numbers,
as well as R2, arccomplete metric spaces. (See p. 46ofRoss, 1980, for dctails.)
Moreover,anyclosedsubsetof a completemetricspacciscomplete(Excrcise 14). 1\
mctric space UI.1t is not complete is Ule open interval (0, I). 111e reason is that a
sequence such as {IIn 1;;'=I is a Cauchy sequence. 1I0wever, it converges to 0,
which is notin (O, I).
11lC ContractionMappingTheoremconcems metricspaces thatare complctc.
Inordertoapply I1lC ContmClioli Mapping'Oleorcm10 '1(, we need toshow tJmt '1(
is complcte. Suppose tJmt {t\,};;'.1 is II Cauchysequcnce in '1(. Wemusl find a
closedandboundcdset A such tJlat D(t\" A) --? 0 as n increllSes withuutbound.
TotJmtend, wedefine A by
A {v in [<2: tJlerc isII Cauchysequencc {a,,};=1 in 11
2
convcrging to v, suchthat s" is in An foreach nI
(8)
'l1lC proof that A IS III '1( and is tJle limit ofUle SC(Jllellce {A.I;mI is lung.
11lerefore we have divided tJlC proof into six Icmmas. 'l1lC first Icmmll involvcs
enluUlcing a Cauchy scquence into rulOl1ler Cauchy sequencc, and will be used in
showing Ulat A is nonempty.
LEMMA 1 <Enhancement Lemma). Suppose tJl:t! I is WI illGC;lSilig
sequence ofpositive integers. If {an, I;: I is a Cauchy sequence in n2 such tJllIt
a IS III A for each k, Ulcn {a"}7"'1 isa subsequenceofa Cauchysequence
,"
11
2
I in WitJI tJlC property tJmt a" isin A" forall n.
PrOOf Lel k tJe a given positiveintegcr,.Ulddefine no'" I. Forcach 11 ,..,..
nk _ I <n < n
k
, we necd to sclect in An stich fl.", .
results is aCauchysequence. '1.\1" ..
1232 OIAT'rnR 4:
hy choosing l\, ill Aft such Ihat
a,,11 S r
k
I' for n
k
_ I < n < nk (9)
show Ihat tJ1C scqucnce {I\};ml is a Cauchy sequence. let e> O. Sincc by
"
*hypotJlesis {an};_I is a sequencc, there is a k such tlmt if i. j, p and q
.
;::: n
k
then
f
3
n
II < lmd J)(A
j
Aj) < -
e
i 3 3
Now let m. n n
k
Supposc that np is OIC largest inlcger in {nk};" 1 smallcr
than m. and nq is the largest integcr in {nk}';"l smallcr lh:m n. 'nlell two
applications of the trianglc properly. and II refercncc to (9) and (0). yiclds lhc
following inequalities:
- 3
n
l1 $ - an II + linn an II + lIa
n
- a)1
, , i q
e e e
< + - + e (II )
3 3 3
Therefore thc sequcncc {a"l';;EI is a Cauchy sequcncc.
TIle inequality in {I i) is a v.u iet, Willmon in proofs Oml scquenccs are
Cauchy scqucnces. In facl, thnl inequality is somctimcs referred to as OIC .. Ei3
argument."
Next, rccallthal A is defined in (8) hy means of a Cauchy seqllcnce {A }:= ,.
n
We are rendy 10 prove lhnl A is nonemply. closed, nnd boundcd.
LEMMA 2. A is nonclllpty.
Proof. To show Ilmt A is nOllcmpty. we need to find a Cauchy sequencc {a"r;:" I in
R2 suchtJ13t a" is in An fora)) n. Sincc {A"r;.. 1 isaCnuchyscqllclleehy
prescription, Ihcrc is .'In incrcllsing scquence of positive integers ink};=I such tJml
I
D(A". An) < -k for all n n
k
2
Choosc in An' Bccausc /)(A". An) < 112 for all n;;:: nl' wc can find ll:/ in 3
1
A such Uml '- < 112. By indUction. for every iJlIcgcr k > 2. wc choosc
n,
in An such lhat 3
k
t
"k III < 2k _I
We will show that jakl;=1 is a Cmu:hy SCtluCllcC in U
2
. Lct f> O. and choose k
4.4 ITERATED l'UNC110N SYSTEMS
233
so large that Il2k < e. II' 11> 111 > k. thCII
multiplc applications of thc trianglc
we firld lImt
1I1'n, - S
-1\,,+,11+
+ I - 1\" + 211 + ... + III\, r-
< +--+ ... + <
2
m < C
2
m
+ I 2n I 2",-1 S 2l
'Illcrefore {ai};" r is a Cauchy sequcnce in /(2, which by thc Enhancement LClllma
C<11l be enlarged to be a Cauchy sCQucnce associated wilh lIle full sequcnce
Sincc R2 is complete, the full scquence convcrges to, say. v. It follows tJlal v is
in A. Consequently A is noncmpty. II
LEMMA 3. A is closed.
Proof. Let hc a scquence in A that convcrgcs to a in R2. We will
prove !llat n is in A. We mil assumc witllOutloss of generalily dial lIa - all <
112" formch n. tllal is a Cauchy scqucncc ill R2 such Illat 1\)
n
is in Ak
for each k, and D
n
) = a" , P'or cach n, scIectn positive intcgcr k(n) such
lIlat lIan.k(n) - a,,11 < l/2
n
. 'I1lcn
lIa '( ) - all S lIa '( ) - "II + lJa" - nil < + I
II".n n".nil 2
n
2
n
2/1-
ConscQucntly I convergcs 10 D, and has the propcrly tlmt I\r.k(n) IS III
. Dy UIC Enhanccment Lcmllla. the sequcnce can be cnlnrgcd to bc II Cauchy
scqucncc whosc nth mcmber is ill An for c.1ch 11. Since tllC givcll scquencc
convcrgcs to a, so docs tllC cnlarged scqucncc. We concludc tlml a is in A, so
lhat A is closcd.
LEMMA 4. A is hounded.
Proof. LCI f = I. Since (An};.. I is a Cauchy sequcnce tJlcre is a positivc integcr
N such that if 111. 11 N, !llcn D(A",. An) < 1. Since AN is bounded, thcrc is an
M > 0 such 1l1al AN is cOlllaincd ill Ule disk of radius M centcred at tllC origin.
'l1lUs An is cOillaillcd in !lIe disk of radius M + I centcrcd at Ule origin, for all 11
N. Conscqucntly the samc is lrue of A. '111crefore A is bounded. II
Since A is closed alld boundcd, A is in 1(. In ordcr 10 cOllfinn !llaL X. is
complclc. wc nccd to show that thc sC(luencc {A"};,, I from which A was dcfined in
(8) actually convcrgcs to A. In proving this convcrgcnce, we will use thc
following Icmmn.
LEMMA S. /)(A. n) S e if and ollly if A n + e and /l'r;;. A + e.
235
234 C1IAr'I'ER 4, fRACI"ALS
Proof ASSIIIlIC thlll D(A, R) E, and Ict 8 be in A. '!lIen d(B, R) [;, so Illat
Illere exists a b ill n such Iltal 118 - bll E. Thus 8 is in n+ E. Consequelltly
At: n+ E. Since D(A, R) := D(B. A), it follows Ilmt nc; A + E. Conversely,
asslimc Ilml A c; n+ E ruld nc; A + E. If 8 is in A, Illcn d(s, R) e. Since
Illis is truc of cvcry c1cmcnt of A, we conclude Ilml dCA, R) :S e. Similarly, the
hypothcsis Ilmt nc; A + E implies lIlat d(ll, A) :,; E. 111CfCfore D(A, 8):S E.
LEMMA 6. Lim".-. .'J(Am' A) O.
Proof Lct E> O. Since {A,.1:.. , is II Cauchy scquencc, Illcre is nn N such that if
111, n N, then D(I\." An} E. Lct 1/1 N. Wc will show that D(I\." A) :s; e. By
LCIllIllII 5 we can show cquivalcntly Ilmt A c; A", + e ruld Am C; A + e. rlrst we
will prove that A C; A", + E. Since /J(A"" An) :S e for all n m, Lemma 5
implies that An C; An + t:, for all n :1!: til. Thus IIny sl.:quence {"'};"m such Ilmt an
is in All (or all fl III also lies in Am + e. By l11eorem 4.20, Am + e is closed.
l11crcfore Ille limit of such n scquencc Illso lies In Am + e. Consequently by Ille
dennition of A, A C; Am + e.
Next wc will show Illat Illere is an N'" 2: N such that if 1/1 2: N"', thcn Am
C; A + E. To that end, let N* be so large that if III, n N"', tllell D(I\." An) <
8'4. Let 1/1 2: N"', and assume Ilmt a is in Am' Wc will prove Illat a is ill A + e.
Since {A,.};al Is a Cauchy sequence, for each integcr k > I Illere is a positive
intcgcr flk > fl snch Illat D(A,., A" ) < en!. We Clln assume I1ll1t I1le SC(lu{,llce
{Il.l
k

l
Is strictly increasing. Next (,.Ic choose in A" such that lIa alII < e/4. a
l
Inductively we select 1\ in A" such Ihnt 111\ -1\ _ III <' }2k. '111en {l\};a 1 is a
Cnuchy se(lllenCe, ruld so to some v In R2. '111e Enhancement Lemma
impllcs thut there is an cnlargement of t.hc scquence thai is a Cauchy se(luence and
111US also converges to v. 'l1lCrefore by the dennit ion of A, v is in A. Suppose
Illat k is so large tilat 111\ - vII < 8'4. ny multiplc npplicatiolls of Ille trirulglc
inequality we nnd Illat
1111 .. vll:s; 1111 al" + lIa
l
- + ... + III", 1 -1\11 + - vII
e e e e E
< - + + ii + ... + < e
4 22
i! +
4
Consequcntly n is in A + e. iii
We huve completed I1lc pl'eparution for Ihe following Ulcnrem.
THEOREM 4.25. Is SI completc metric space.
Proof By '111eorCIII 4.22, is a metric space, and by Lemma 6 it is complete.
In n metric space X with metric d, a cuntractlon ! tlllli hm; a scaling

4.4 rI'ERATED FUNcnON SYSTEMS
factor s < I has the property tllat
d(J(Y),!(z sd(y. z) for all y ruJd z in X
Such a function ! is continuous on X, because if y and z are close togel1ler.
I1len !(Y) and !(z) arc even closer together.
-- 'OIC Singe is sct for l1le statemcnt and proof of l1le Conlral1.ion Mapping
......
11lcorcp1. and thc application 10 iterated function systems. TIle tlJeorem will be
prescnted ill I1lc context of gencral complete metric spaces, but will apply to iterated
function S)lStelllS on
THEOREM 4.16 (ConlrncUon Mapping Theorem). Let X be a complete
metric space willI metric d, and assume tlJat !: X -). X is a contraction map willi
scaling factor s < I. Then ! has cxactly one nxed point p, whose of
attraction is X.
Proof Let x be any clement of X. We will show that yfnJ(xn;"1 is a Cauchy
sequence in X. Let In < n. Then
d(x,j" -ItI'(X S d(x,!(x + d(f(X),j2'(X + ... + d(f,,-m -1l(x).j,,-mJ(X
:S;d(x,!(x + sd(x,!(x + sld(x,!(x + ... + s,,-m-ld(x,J(x
[
"il Sk)d(X,!(X

Since
n-m
'" k - s,,-m
S =
1:=0 I - S
it follows tlmt
I - s"-m
d(x,jn-m,(X d(x,!(x
(12)
If tII:S n, IIIell
d(flml(x),i"I(X :s; sd(fm - IJ(x),jn -IJ(X S ... S .f"'d(x,j,,-m'(X
(13)
237
ClIAf'lloR4
Togcther(12)and(13) implythat if III < n. thcn
I s"-m ) sm _ s"
tJ(tlm1(x).j"l(x sm d(.t./(x = . d(x./(x (14)
(
1 - s I - s
o< s < I. OIC right-hand sidc of(14) approachcs 0 as III Hnd n incrcasc
withoutbound, ConsequcnUy If"l(.t)}:; ..I is II Cauchysequencc. 'llie fact Illat X
)sa complete melric spaceImplies that thesequcnceconverges to an clcmcntof X
which we will denote hy p. Sincc conlrnCtions nre nutomatically continuous and
:f"l(x) -)p as II incI"Cnscs without hound, we also find Ihal Icj"l(x -)!(p),
However.lif"l(x f"+ 11(x) -)p. Consequcntly 1(P)= p. so Umt p isa fixed
;poillt of I. Fin:lIly. Ict x beanyclemcntin X. Sincc p = we find by(13)
with m = n Olat as n increascswithoutbound.
d(P.j"I(X dcj"I(p).j"l(x x) -) 0
,Weconcludc Ilmt UIC itcratesofallclcmcntsof X convergeto p. 'I1ms thc basinor
.attraction of p is X and p is the only fixed pointoff.
Dcfore we crnl apply the Contraction Mapping '11lcorclll to itcratcd fUllctioll
systemson weneed to showUun Ille unionofcOlltractions is a contractionon X,
Wewill proveUlis resultin11lcorem4.28. rirstwehavepreliminaryrcsulL.'<,
LEMMA I. Let A, n, and C bein 1\:. 11lcn D(A v B.C) Ule maximum of
D(A, 0 and D(B,0.
Proof Bydefinition.
D(A v n. C) = UIC IllllximUIll value of d(v. C) forall v in Av D
andof d(c.A v R) for all c in C
WiUlOut lossofgcnerality Ict tiS n.<;sumc Umt Ore maximum valucof d(v.C) for v
in Av B occurs for a in A. Tbcn
d(a. C) d(A, C) OIC maximumof D(A.C) and D(ll.C)
Sincc d(c, A v 8) d(c, A) :;;; d(C. A) [)(C. A) andin asimilarwaywehave
d(c. A v m d(C.m. the result follows,
2. Let A. n, C, and E bein 1\:, 'Illen
D(A v n, C v E) the maximum of /)(A. 0 and D(ll.E)
Proof Wc leave this toExercise 15.
4.4 rlERA'lEOFUNCTION SYSTEMS
THEOREM 4.27. LCI A and D be ill 'J(, DndassulllclJUlt F isacontraction
on R2 witJ) contractionfactor s < I. 'l1lCn
D(F(A),1'(8 .f D(A.II)
Proof Let a bcin A. Hlld Ict h be in n such Illat 118 - hI! =d(u, R). 111cn
IIF(a)- F(h)1I s 1111 - hI! = sd(a,D) sD(A.D)
'Illercforc
1(1'(11). F(IJ) .f D(A.8). soIllat d(F(A), F(8 sD(A.B)
Simihlrly. d(FW).F(A sl)(A.11). Combining the InsttwoinC<IUlllilles yields
1)(F(A). FUJ s D(A. lJ) III
THEOREM 4.2R. Assumc that F;. F'].' .... F" arc contractiolls on R2 with
contraction factors boundcdabovcby s < 1. Let 1" be tJlcir union, Thcn 1" is a
cOlllraclion WitJl contraction factorIcssIJmn or equal to s.
Proof Lct n == 2, and Ict A alld n be in X.. lbcnbyLemma2 and TIlcorem
4.27.
D(.1(A).1{I1 = D(l)'(A)v f2(A), lWl) v f2(R
Ihc maximumof D(l)'(A).I'l(ll and D(f2(A), f2(/l))
s D(A.R)
'Illc resultfor lin arbitrary positivc integcr n canbeproved byinduction. 'Illcrcforc
1" is a cOlllraction willi contrnction factor Icss Ulan orequalto s.
Thcorem 4.28 is Ole nllsslllg ingrcdicnt (jlat allows us to apply UIC
Contraction Mapping'Illcorcm to 1" 011 1\:,
THEOREM 4.29. Lct I!'12, ....!" bccOlltrClctions defincd011 R 2 and ::r tJlcir
tlnion. '!lIen there is a unique closcd and boundcd sct A such that tJlC itcrates of
everySCI in 'J( convcrgc (ill the Hausdorffmctric) 10 A.
Proof By '111corClll 4.28. 'I is a contraction. It is dcfined 011 Ule completemetric
spacc '.1\.. wilh rangc cOlllaincd ill '.1\.. By Ille Contraction Mapping 'IllcorOIll. 1"
hn... a unique fixcd pointin '.1\., that is, a closedand boundedsct A. Morcover. Ulat
theorcm ,t<;l\Cfts tImt thc iteratcs ofevcry c10scd ,Uld boundcd sct convcrgc III Illc
11:llIsdorffmetric to A.
238 OIAI'I1lR4: FRACTALS
Theorem 4.29 completes our mission of showing thut an iteraled fUllction
systemconsistingofcontractionshasII uniqueallractor. Much more isknown abuut
sucb systems, and about fractal geometry. 111e book by Darnsley (1988) is devoted
to this topic.
EXERCISES4.4
I. Hnd IllI affine function F such Ihal the image ofUle circle X2+Y 2 = I is
the ellipse 2x
2
+4y2 = I.
2. Let S beUle squarewiUI verlices (0.0), (I,0). (I, I), lind (0, I). Hndan
affllle function F such that F(S) is
a. the rectangle with vertices (I,0). (3, 0), (3, I), and (I.1).
b. the rectanglein part(a)rot.1led TCI4 radianscounterclockwiseaboutUle
positivex axis.
3. Findan iteratedfuncliollsystem fortheOUitorternaryset.
4. Find aniternted function system for the Sierpinskicarpetthatis phu.:ed so Ihnt
itsbottom leftcorneris Ule originand two orirs sides lie011 Ule axes.
5. n. Use the program ITERATEDFUNCnONSYSTEM to detenlline how
mllny itcmtionslire needed in ordertooblniuagood visual imageofUle
Sierpinski gasket.
b. Try various initial points to show Umt, wiUlin reason, it docs not make
lilly difference to the number of iterates needed in order to obtain II
decentrenditionoftheSierpinskigasket.
6. Let :J have Ule code
1'(: .5 0 0 .5 0 ()
F2: .5 0 0 .5 .5 ()
F,: .5 0 0 .5 I .5
Use theprogram ITERA'mDFUNCTION SYS'mM todetermine the shape
ofthe IIllmctor.
III Exercises lIetennine1111 iterated fUllction systcm whose aUmctor is Ule given
shape.
1,1
4.4 n'ERATEDFUNCIlONSYSTEMS
239
7.
8.
-.
9.

L"
/\
......
"
:\.,\
Figurc4.27
Figure4.28
Figure4.29
10. n.
Find the HausdorffdistancebetweenUle circle C ofradius I centered
attheoriginIllid asquare S ofsidelengUI I cenleredatUle origin.
b.
Let A consistofaJl pointsoftbe fonn (x, I/x) for x I,and let II
be the x axis. Find D(A, 8).
II.
Let T betheequilateral trianglewhoseverticesare (0.0). (1.0), and (112.
V3/2), and let S be Ule square whose vertices arc (1.0). (3.0), (3. 3)
and 0.3). FindUIC Hausdorffdistancebetween T and S.
"""!
12. a.
Suppose that F iscontinuouson R2, and let A beaclosed, bounded
subsetof [{J., ShowUlat F(A) isalsoclosed Illid bounded.
b.
Show that Ule union ofa fmite collection ofclosed subscts of /{2 is
closed.
"""
c.
Show Umt Ule union ofafinitecollectionofboullded of /{2 is
bounded.
13.
Suppose!llat A lUld B arcclosed,boundedsubsetsof R2. Show !llat there
exist'! an element u* of A such that d{a*, D) is !lIe maximum value of
dCa, D) forall a in A.
14.
ShowUlatIIclosedsubsetofIIcompletemetricspace is alsocomplete.
15.
Let A. n. C, and E be in Prove that
D(A v n, evE) UIC maximum of D(A, C) and D(Il.
16. Prove'Illeurelll4.28 for arbitrary valuesof n >2.
HAPTER
5
SYSTEMS OF
'DIFFERENTIAL
"EQUATIONS
Objects in motion. like satellites in space. water molccules in a stream. and
.Jectrons inadiamond.havelongintrigucdscicntists. During thc past few centuries,
scientists were under the impression that the molioll ofan object could. at ill
1!leory. becompletely undcrstood ifonccould fonllulate accuratcly ennugh a set of
'quations tllat describedcertain allrihutesofUIC ohject such asits position, velocity
Jnd accelcmtion. 11mt this prcmise was not universally true was ohserved around
1900hy Jlenri l'oim;nr6 in hi" of!JIC Ulrce-body prohlcm.
Ilowever. in theearly I960'sthemeteorologistEdwardLorellzdiscovcred that
;veathcr patlems mOllclcd hy a simple systrlll of differential equations could be
.profoundlyIInprcdictahle. It was this discovery.along withthepowerofmodem-d.ay
. <;omputers. that Immchcd the new field ofchllotic dynamics. One goal of!Jlis final
hapteris todescribeand interpret theLorenzsystemofdiffercntialequations.
Section 5.1 is a review of the important concepts relllling to systems of
differenl.illl cqulltillns.lind includesIlIIllnnlysisofcOllslnlllsolutionsofsuchsystcms.
Section 5.2 we apply Ule results ofSection 5.1 to systems that arc not lincar hlH
whal we will call allllnst linear systems. In UI(: final sections we tum to lWO
"elebratedalmosllinearsystelJls: Ole [lCndulum systcm!JlaldescribesUIC lJIolion ofa
pendulum.and the Lorenzsyslem that beenapplied10 thestudyofwea!JIl!r.
5.1 REVIEW OF SYSTEMS OF
DIFFERENTIAL EQUATIONS
Syslems ofdifferential equations arc cllIployed to describe a widc variety of
physical phenomena, including the lIlotion ofa pendulum and particles in a weather
system. Beforcwecallanalyzetheseapplic:llillns. we nectltoundcrstand Ule structure
'240
S.I REVIEW OFSYSTEMS OFIlIFNlRENTIAI.EQUA1'IONS 241
ofsolutiolls ofsuch syslcms. That is Ihe goal ofthc prcsenl scction. Ifyou do nol
havepriorknowledgeofdifferentialcquations, Ulcn you shouldprobahlyconsultolle
ofUle standard texts011 differential cquations,suchas BoyceantiDiPrima (1986)or
Sanchez., AllenandKYlicr(1983) for(urUlerinformation.
We begin withlenllinology.
DEFINITION 5.1. Let XI' x
2
..... xn bediffcrellliablefUllctions oflime 1 on
an intcrval J ofreal numbers. and let 1;. h.....,and I" be functions of xl' Xl,...
lUld xn aswell t. 'nle n differential equations
dr,
"dt == 1;(xl' x2 I) xn'

dl h.(xI' x2., xTI ' I)
dXn
== I"(x,, x
2
x
n
' t)
til
(onll a systemofdifferentialcClllntions. If X: J -7 Rn is defincd hy
(2)
andif X satisfies (I). thcn X is a solutionofIlle system. If 10 is in /{ IUld
X is a solution for all 1 1
0
, Ulen !JIC elcment of /(n is lUI initi 1I J
condition ofa solution X. Usually 10 will be O.
Since xI' x2'"'' xn arc llifferentiahle functions of I, it follows Umt as t
increases, XU) tracesouta curvein un, calledthe trajectory,ororhit.ofX.
If n =I in (I). Ule system is simply rWdl =f (x, I). and we will wrile a
solution lIS X. Oncwell-knownexampleofsuchanequationappearsill clllculus:
tit
kx
(3)
dl
where k is nOllzero constant. Solutions oftJlC equation in (3) arc fUllction1l ofUIC
kl
fonn x(t) = ce which reprcsellL<; exponcntial growUI if k. > 0 and expOflclltjal
decay if k < O.
243
INN'II#
",}lI'"ItINS

I' I I. II" lI}l!
J:
\ 1..
tit
dy
y, I)
dl
Por stich a systcm. ,\"(1) might dCllotc the positioll lUI!! y(r) the velocity ofan
object at time I. Analogously. if n::::: 3, thell we write
lit
= f(x,y. t.I)
iii
dy
g(x, y, 7.. I)
dl
ell ::::: 11(.t, y, z, I)
dt
In this case, y(l). an!! z(1) might represent the coordinates ofan object at
time I, orperhnpstheposition, velocity, alldacceleration oftheobjectattillle t.
111 the sallle way thnt fixed points playasignificantrole in the analysis oftJle
dynamics of a function, special solutions assist in the analysis of solutions of
systemsof!!ilTercntialC(lulltions.
UEFINITION 5.2. A criticlIllH.int (or clillilihrium l)(Iint,or stlltionary
point)ofa systemofdifrerential is II constantsolution, tJlat is. nsolution
X such umt X(t)"" X(lo) for 1111 I. If X is II critical pI)illl, then we i!!entify tJle
critical poillt with thevector X(l
o
)'
Itclln beshownthut if X isa solutionand IIX/II1== 0 for sullie t='
0
, thell
X isconstant forall I, alld henceisncritical point. ForeXlIlllple, if
dt ::::: (x - 2)(x + 3)
dt
thell thecritical pointsoftheequation tlrc thcCOllstant solutions 2 till!! - 3.
Linear Differential E<luaUons
Adifferentialequationl)ftheform
dt = a(t)x +
(4)
II

',I RJlVlllWOFSYSTI:MSOFIJJJ'/<J:lU.NI1ALliQUATIONS
YliWI4; IIHJV} j{ iii/( iJ)/HiWIl,fIJ" ttl I lt'/ 11J1HI: t"f/;JJ jllv,,(val J. is c4JhJ
:I WAIW It'! ,,,,'!J'}' tSlf.'! .<:
,"If!, j ,rAl\!'rdi""rr. I' til": .:::ar
,/11;I! "l!I:m1lJ.U: c.W&!:...
solution,
In thespedaIcase
dr.
ax + b
."'"
dl
(5)
ill which a lindJ) are constlillt wiul a;t:0, Ule generalsolution is particularly easy
toidentify:
X(I) =
ce
nl
b + , for all t in J
a
(6)
where c is ally renl constlllll. Tocheck thaI x given in (6)isin!!eedasolutionof
(4). wejustulke UIC derivativeofx in (6)andthensee Ulat (5)issatisfied:
d( = := iJI
J+ b
ace'" a
: + ce = ax + b
dl
'11latevery SOlution to(5)hus tbe fonn of(6) follows from ule Ulcory ofdifferential
equations. Weconclude that (6)gives ule general solutionof (5). Thegraph ofan
arbitrary solution is given in Figure 5.1; the graph curves up if a>0, andcurves
!!ownir a< 0. Itis obvious from r:igure 5.1 tbat Ole system in (5) luts no critical
pointif a;t:O.
11legeneralsolutionofthe generallincardifferential equation
dx
dt = a(t)x + 8(1)
y
0>0
........... ;>'/ >x

Figure5.I
244 CHAP1CR SYSn::MS Of IlIFl1;,REN"nAL EQUA'nONS
is given by
I
xU) = eAU) [f. e -A(")g(II)r}U + where A(f) I
".
0(11) till (7)
where c is any re..11 numOcr. You can chcck that (7) dcfines a solution to thc
dirrerential equation. Only in rare cases is it possihle 10 find a re..1sonablc romlUla ror
x(t) ir aCt) is not constant.
Systems of Two Linear Differential E(luations
We tum 10 UIOSC systems of two lincar difrercntial with constmll
coefficients a. I,. c, and d that have the foml
(it
ax + liy
(/f
(X)
tty
ex + fly
df
If X(t)=I ") is It solulloll. thl'll the system in (8) elm oc rcwrillen as
yet)
dX
II)
(/1
C d
a I,
llle matrix c ,I is the matrix ror thc systcm.
(
Evidcnlly if X(t) = 0 ror all f, thcn X is II solution of 111C system in (8).
llle solution is called the 7.ern solution, and is denotcd hy 0, AA I!:; Ihc
corrcsponding critical point. _-
By (6), thc gcncral solution or thc lincar diffcrcnlilll cqualion d,MI =ax is
givcn by x(t) ce"'. 'I1ms wc might hope I1mt a gcneral solution of I1IC syslcm in
(8) would havc thc ronn
X(I) = (X(I) = [n/") (10)
y(1) seAl
for appropriatc const:J1Its it. r. and .f. For this to he the X nlllst satisfy
5.1 REVIEW Of SYSTEMS OF DIFFEREN"l'lAL IJQUATIONS
245
(drldl)
(aX+b
Y
) (areA'+I}SeJ..t) ((1 b)(reJ..tJ
l dyldt (M)
lcx+rly "" lcreAl+d.l'eJ..t = le d se).t
so Ihllt
it.[re)'t) ==
, or
(IJ)
seAt
reA']
Consequcntly if X(I) and X(/) is a solution of Ule systcm in (8), !llcn 1
[
seAl
is an cigcnvalue and X(I) an cigcnvcctor or I1IC associalcd malrix. Since 1 is an
cigenvaluc,
- it. I}
0= Ikt
== (1 -- l)(d 1) - be
c d-
Thcrcforc it satisfics thc chllracteristic equation
it
2
- (a + d)it + ad - be 0
(12)
H the dlllrllctcristic c1luatioll has a rcal solution it.. Ulcn we scc immcdiatcly I1mt
X(I)=
fumishcs a solution or I1IC systcm in (8). lIowcvcr. as wc will sec
\ -It: }
latcr in I1IC scction, Ihc systcm in (8) has nonzcro solutions cvcn whcn I1IC
charactcristic cquation 11lIs no rc.1I solutions. In fact, OIC Uleory of differcntial
cqualions tclls us thatlhcrc arc .lIways two solutions of the systcm in (8) that are not
multiplcs of onc anothcr, Umt is, Ulcrc arc always two independent
sulutinl1S or the system.
'!llC systcm in (8) has a critical point, namcly O. Arc 111crc any ol11crs? '1llC
answcr is providcd hy 'Illcorcm 5.3.
TlmOREM 5.3. 0 is IllC only crilical point of I1le systcm ill (8) if and only ir 0
is 1101 an cigcnvllluc of UIC associatcd matrix.
Lct it () hc an cigcnvaluc of I1IC associated matrix. lllCIl 111crc is a nonzcro
eigcnvector
If X is dcfincd by
= for all I, Ulcn (Wdt=
() = dyld I, so thai
247
246 CIIAI'rER S: SYSTEMS OFDlfFEIWN11ALEQUATIONS
dX (dr/tit) (0) (ll b)(rJ :=:
dt d)'ldt 0 cds
11IUs X is a solution, sois a critical point ofthc systcm. Convcrsely, Ict (.:) be
X(t) (r)
a non1.crocritical point. Ifwc Ict X(t) = , thcn by (9),
(
)'(t) s
(
0):::: (lir/dt) dX (a 1(r)
o d)'ldt dJ cds
TIds implics tJla! tbcassociatcd matrix is not invcrtible. IIl'ncc 0 is ancigenvaillc
oftJlC malrix. 'Illiscomplctcs thc proofofUIC theorem. II
In ouranalYRis oflincar systcms wc will sllldy thosc syslcms with only lIne
critical point, namely O. 'Illis IllClUIS, by '11lcorelll 5.3, tJmt thc associated matriccs
we willcncounterwill nothaveancigcnvaluccqllalto7,ero.
Pixed points of llIaps correspmlll to elJuilibrium solutions of systcms of
differcntial equations. 11leattributcsofattractingand rcpelling lixcdpointsofmaps
relatetotllenotionofstability forsystcmsofdifferentialcquations.
DEFINITIONSA. ConsidcrUIC linearsystem ill (&), with critical point O.
n. 0 is stable iffor cach e> 0 thcrc is a 0> 0 such tJlat if X is :lIly
solution such tlJat IIX(O)II <0, tJlen IlX(tJlI<e forall t >O.
b. 0 isasymptoticallystable if 0 is stable, and iftllcrc is a 0>0 such
lliat for eachsolution X, if IIX(O)!! <0, then Iilll,...._ IIX(t)1I O.
c. 0 isunstable ifit is lIot stablc.
Intuitively, 0 is stahlc ifuny solution X Illat isclosecnough to 0 at lillie
t=0 remains close to 0 for nil t >0 (Figure 5.2(a. III thc smile way. 0 is
asymptotically stahle ifany SOlulioll X tJml is dosccnough to 0 at limc t 0
approaches 0 us t incrca'les witllOUI hound (Figure 5.2(\1. By definition, if 0
is asymptotically stablc, then it is stable. 'I1le convcrse, howevcr, is not truc, liS we
will note in Casc4 below.
Wcwill classify the critical poilU 0 hy the values ofnonzeroeigcnvalucs. If
tJlefe arc twocigenvalucs, we denote them by it and Jl, and Ule corrcsponding
l
re)'l] ( ,'e")
elgcnvcctorshy and , respc(livcly. It follows flOlIl the theory of
( se:tl weill
differcntial equations Umt the general solution of (8) is givcn hy t'OlIIbin:ttions of
tJle twoeigenvcctors. that is.
J1'
S.I REVIEWorSYSTEMS orDIFI-HU:NllALEQUATIONS
ois stablc ois asymptoticallystable

(a)
(b)
Figurc 5.2
X(I)
p(re)"l) + q( veJ.JI) = (pre)"1 + qveJ.J1 )
(13)
sell weJ.J1 pse
M
+ qweJ.JI
Where p and q arcarbitrary numbers.
Case I. it and Ji arcfeal and distinct, with itJi > 0
The gCllcml solutioll is given by (13). Since it Ji. tJlC two eigenveclor
solutionsarcnot Illultiplesofolle,moUler(Exercise 13).
If 0>it>Ji, Ulen e).1 and eJ.JI convcrge to 0 as t incrcascs without
bound. so Ihal Iilll,-.X(t) =O. Becauseall trlljcclOries approach the origin a'> I
increascs, tJlC critical point 0 iscallcdan asyml)toticallystablesolution, or
an asymptotically stablenode. Ali s!!l.bJe nodc is analogous to
an attnlcling fixed point of a map. since all solutions lIpproach Ule node as I
increases without bound. lly hypoUlesis, A>p. so that if t is large, Ulen the
lemlS containing ell domilllitc tJlOse conl:tining eJ.Jl. l1ms, if X is any nonzcro
veJ.JI)
solution thaI is1101 a JIIultiple ofthe eigenvectof , tJlen for large t,
(
weill
e:tl)
X(t) ... P r ).,
(
se
for 1111 npprnpriale nonzeroCOlIst:Ult /I. But this vectUf has
Ii
A diagnull
tJlat shows the direction ofsolutions :L'I t il1crc;t,\cs is Ofil:ll clllet! (jIC
tJlC solutiolls. If A. >Ji >0, Ihe porlraitof. the solutions isas in Figure .'i,J(a).
o<Ji < it, then IiIll H ...IIX(I)II:::: QO for cvery solutiun. Therefore all trajectories
point away from the origin (Figurc 5.3(b. In urdcr to portray the behavior ofthe
trajectorics, we needonly reverse tJle arrows. IIIu)ls cast\0 is 1m ulIst..hlc nude.
249
248 ClIAPTF.R ~ : SYSTI'1vI!> OFDIFf'ERENnALEQUATIONS
y
y
:;;alf/
y =(wlv)x
'C 'l . >X
>X
y = (wlv)x
(a)
(b)
ponraitwhcn 0> ;t> Jl
portraitwhen < Jl < ;t
Figure5.3
..
EXAMPLE I. Considcrthe systcm
elt
dl = - 4x + Y
dt = 3x - 2y
Show Ulllt 0 isa<;ymptolically stahle,andskctch a portraitofthesolutions.
Sollliion. Oy (12). thccharactcristicequationis
;tl (-4 - 2);t + (-4)(-2) - (1)(3) =0, tlmt1s,;t2 + 6;t + 5 ()
'lllcrcforethceigenvaluesarc - I and - 5, so Umt 0 is an asymplHtically stablc
node. Tofllld aneigcnvectorforUle cigenvaluc -I, wenotice Umt _
- 4x +
~ ~ ) (4 I)
(
."
(-1)1 3-2
3x - 2y
'lllUS -.1: = - 4x + y. so that y = 3x. 'I1lercforc I I) is an cigenvector for thc
!III!
eigcnvalue - I. In nsimilarfashion, wc find that ( 11) is1111 eigenvectorfor thc
~ I REVIEWorSYSTEMSorDIFFERENTIALEQUATIONS
cigcnvalue - 5. Figurc 5.3(a) givcs an idca ofUIC portrait ofUIC solutions of tlle
system, wiUI Illc solutions ftpproaching OIC origin asymptotically along Illc linc Y ==
3x. wiUI UIC cxccptionofthose solutions along Ille linc y == - x. 0
Casc 2. Jl < () < ;t
nlefact Illat J1 < () implics Ula! trajcctories that begin near the Iinc y =
",xlv tend to approach the origin before becomingslavc to UIC tcrm involving e.t,
and movingawayfrom thc origin(Figure5.4). 11lcreforeifasolution is Ule fonn of
(13) Wilh p ~ 0, then for large valuesof I,
re.t/)
X(I) ... P se.tl
(
'Illccritical point 0 is calledasaddle point,and is unstable. 'Ille line y =wxlv
is a st.1blc manifold for llie critical point, ruld Ole line y = sxl r is an ullstahic
mrullfold.
y
" * \ ,. X
y = (wlv)x
portraitwhen Jl < 0< ;t
ngure5.4
EXAMPLE2. Considcrthe system
dt
::= -x + y
dl
dy ::= 3x + y
dt
ShowIlmt 0 isa saddlc poillt,and skctcha portraitofUIC solutionsofthcsystem.
SOillliofl. By(12)thecharactcristiccquation is
251
250 CIIAMHt 3: SYSTJi..fS?P DlFFHRF.N11At EQUATIONS
- D,;; - n:" - fl. th."i1 i& .22 -.4 (l
so that the eigenvalues are 2 and - 2. lJy a strnighttbtwanl t;::tIcubtion we lind [hat
an eigenvector for 2Is lUld lUI eigenvector for - 2is (_II)' rigure 5.4
represents a portrait for Ule solutions of the system. 0
Case 3. ;t = p.
Here there is only one eigenvector, and 3. .. a result. the critical point Is called a
degenerate node. 'Ille discriminant of the characteristic equation A? - (a + d)A +
ad - be = 0 vanishes, which means Omt
(a + tf)' - 4(ad be) == 0
and consequently ;t == (0 + d )/2. In the cvent Umt b == 0 and c:::: 0, Ule c1Ulractcr-
Istic equation reduces to ;t
2
- (0 + d);t + c:Ii:::: O. Dy assumption in Case 3, therc is
only one root for thc characteristic equation, which Implies that a:::: d. Consequently
dIe system of differential equations reduces to
dx
dt = ax
dy
dt == oy
Evidently Ule two equations are independent of olle 1IIJOUler, and have solutions x =
tll
peal and y:::: qe . It follows that Ule general solution to Ille system is given by
(
"e
al
X(/) = q!aI
)
= e"'
(,,)
q
whcre p and q arc arbitrary real constJ:Ults. '11111s all trajcctories arc !inC11f, with
slope qlp if p '" 0, They arc pointed toward the origin if a< 0 and away frolll Ule
origin If 0 > 0 (rigures 5.<;(a) and (b. This quality of the solutions leads one to
call 0 a star solution.
llie othcr possibility is that II '" 0 or c O. 'Illc general solution is more
complicated to idcntify. One soilltion is givcn by
rc"t)
X1(t) =
(
se'"
#'
.. f
S.l kEV/EW OF SYHCbIS OF DIH'CIUlNTIAl. EQUAllONS
_1
It
t
If
?IE )ox
?>ftC '). x
,...
portrait when f.l =A< 0
porlrdil when II = A> 0
amI b =0, c = 0
anti b = 0, e = 0
(a)
(b)
I'igurc 5.5
where (;) is an cigenvector !" eigtmvaille ;t. To obtain a second
solution Ule Ulcory lells us lhal wc must first find values for v and w such that
(a:;t
TIlcn a second solution is given by
X
2
(1) = (v+ rt)eiIL)
(w+st)e
iIL
Sincc Xl and X2 are not multiplcs of onc anoUler, the general solution is givcn by
X(/) = /lX,(/) + qX (t)
2 (14)
where P lUld q arc arbitrary real constants.
One can show Illat if A< 0, Olcn a givcn nonzero trajcctory approachcs rIle
origin along thc linc y = wxlv. Thcreforc 0 is an asymptotically st.1blc dcgenerate
nodc (Figure 5.6(a. Analogously, if ;t> 0, !lIen !lIe trajectory rccedes from Illc
origin along !lIe salllc line, and 0 is an unstable dcgcnerate nodc (Figure 5.6{b.
253
ClIAI'rr:R orIlllH'RFN11Al.FQlIATIONS
y
y
::::rI"""- .,. x T..... V :> x

portraitwhen 11 '"A < 0, portmilwhcn I'= A > 0,
lind I, () or C?'c 0 and "?'c0 or c '# 0
(a) (11)
Figure
EXAMPLE3. COllsidcr thc syslem
dx
:h - 4y
dl
dy=X_y
dt
findtllegcncralsolutionofthc systcm,andskctcha portraitfor Ihe syslcm.
Solution. Sincc
dCI
3
1
A
4 )=A
2
-2A+1
(A 1)2
(
-I-A
it follows tll:ll UIC eigenvalueis I. Tofind an eigcnveclor,wecalculatcIhat
=(3 -4 ) (r) = ( 3r- 4S)
1 -1 s r-s
which yields r:=2s. '111115 is an eigcnveclor for I. Nextwe nccd 10 find v
lind no snIhal
5.1 REVIEW OFSYS'I1'.MS OF DIFFERENTiALEQUATlONS
3-A 4 )(V
(
I - I-A (.;)
Since A=I. r =2, amI s::: I, this reduces II)

'nlh; mc.'\Ils Ihal 2v- 4, 2, so IlllIt v =I + 2w. As a result, wecan choose
(:,)= By (14) thegcncralsolutionofthc givcnsystemis givenby
2el) (3+ 2.J)e')
XU) := {J + q
(
e' (1+I)e'
for any rcal conslants fl and q. Figurc5.6(11) is aportraitoftllC solutions. Q
We havecompletedthecases for which Ole eigenvaluesnrc real IIntiIlOIl1.ero.
'IlleremaillinggCllcrnl eliseinvolvescomplexeigenvalues.
Cm;c4. 'lllccigenvalucsarclIot
Ifthe solutionsofUIC charactcristiccquation A2 - (0+ d)A+ 00- be:= 0 are
not rC<ll. thcll tllcy lulVc tltc fonn ex+ i{J and ex ifJ, where ex and {J arereal. In
IJlis caseUIC gcncralsolution takcsa lituemorework toproducc. 111e uleory tclls us
r + jV)
to flltd an eigcnvectorfor ex. + i{J ofIllc fonn .:=
(
il:'} where r,
S + IW
s. v. nnd W nrc realllumbcrs. Ifwe Ict
X,(I) =[(;),,"PI (:}nflt ]e"' m,d X,(t) [(;}In PI+ (:}o, flt)"'
then tllC geneml solution is givcn
X(t) fiX!(t) + ,/X
2
(l)
( 15)
where p and q arcarhitrary real constants. All tr:\iecloriesspiraltoward U1C origin
portrait when A== a + i{J, and a < ()
(a)
......... ..
254 CHAPTER SYSTEMS OF OIFHlREN'llAL EQIIAW>NS
y y
x x
. '-.0"'

.... h...,....u-.-
portrait when A=a: + ;/j. and a> 0
(b)
Pigure 5.7
if a: < 0, and spiral away fnlln the origin if a: > 0 (figures S.7(a}-(h. For I1lis
renson the critical point 0 is cnllcd a spiral puint, or a focus. when a. O.
EXAMPLE 4. Find the general solution of the system
dx
= x + Sy
dt
fly '= _ x - 3y
tit
Soilltion. First we find Umt
dC{ 1 -I
A
5 ) == A2 + 2A + 2 o if lind only if A'" - 1 j
-3-A
'Illerefore Ule eigenvalues are - I + i nml - I i. Tn lind llll eigenvector. we
notice that if
( - 1+ i)
(
Y) - (I 5 )(Y) - (Y + 51. )
1. - I 3 1. - Y - 3z
then -. y + iy", Y + 5..:, 1\0 l'" ( - 2 ;I If .y '" 5, thcn 1. - 2 I. '1111111
(-;+1) == +
is an cigenvcctor for the eigcnvalue -. 1+ i. By (15), gcnel'lll solutioll is
5.1 RRVmw OF SYS11'.MS Of DIFl'l!REN11AL EQUATIONS

255

)1'
X(t) -p[( :2)Qnt - + q(( :2};'ot +
where as usual, p and q are real constants. a
If Ule eigenvalues of the associated matrix are A= 1ft and A= - 1ft (U\at is
ex --6). Ulen the solution in (15) is periodic, with period 21t1ft. Moreover. the
,... trajectories $:.Bn be shown to be elliptical. In view of these observations. one calls
r
- tile solution 0 n center (Agure 5.8). Notice that a center crltlcul point is nn
example of a stable but not asymptotically stable critical point.
y
11/IIlII >x

portrait when A= ex + ift. and ex =0
Figure 5.8
We have now completed our analysis of systems of two linear differential
equations willi constant coefficients. In Ille following table we recapitulate our
results concerning critical points.
E1GENVAUJr.!S
TYPE OF CRITICAL POINT
0<J.l<.A.
unstable node (trajectories recede from 0)
J.l<A.<O
asymptotically stable node (trajectories converge to 0)
J.l<O<A
saddle point (some trajectories approach 0 before receding)
O<A=J.l
unstable degenerate node (trajectories recede from 0)
A=J.l<O
asymptotically stable degenerate node (trajectories converge 100)
A= a+JfJ. a>O
ullllt.able spim) point (trl1.iectories !!piml away from 0)
A '" ex + ifJ. ex < 0
asymptotically stable spiral point (trajectories spiral toward 0)
A= ex+ ift. ex= 0
stable center (trajectories are elliptical. centered at 0)
In !lIe next section we will study systems of differential equations that are not
Iinenr. but which are nearly linear.
257
256 C1IAMT,R 5: SYSTFMSOFfllll'EREN"nALliQUATIONS
EXERCISES 5.1
In Exercises 1-12, find the eigenvalues of the nlatrix n.c;sociated Wilh the given
syslemandthen c1ac;sify Ihc crilicnl point O. TIlen skelch a portraitortI1C solutions
ofthesystem.
dx dx
dx "" 2x
I. -=-2x+9y 2. y 3. - =- 2x
Y
dt dl dt
dy dy dy
- =x- 2y - =2x +3y -=-2y
dt dt dt
dt dt dt
4. - =X +5y 5. -::- 3x +2y 6. -::x+y
dt dt dt
dy ely dy
-=-x y -:=x- 4y - =- 9x+3y
dt dt dt
dx dt dt
7. -=-2x-y 8. - =-3x 9. - == - 2x- 3y
dt cit dt
dy dy
4x - 2y - =-3y dy =3x +4y
dt d, It
dt dt dx
10. - =x+y II. =-x+ 2y 12. -=-2x-y
dt dt dt
dy
dy =x+2y dy = x +3y - =x-4y
dt cit dt
(
,el') (ve
lll
)
13. Lct X1(t) = and X1(t) = . Show Ihat Xl is a conslant
seAl we'll
multiplcof XI (as a function) onlyif 1=: Il.
14. Considerthesystcm
.....
-"
dt =: n.t + 2y
dt
dy = x + 3y
dt
n. DclCmlillf' a vnlucor a soUIIII 0 is nccnter.
b. Is tI1C valuc of II Ihal you found ill pari (a) unique? Explain your
Ilnswer.
c. Is thcrcnvalucor (/ ror which 0 is aspiral? Fxplainyouranswer.
S.2 ALMOSTUNEARITY
15. ConsidcrtilesocallcdLRCcircuitshownin Pigure5.9. Dy Kirchhofrs Law,
tIlC current I in lhccircuit and thechargc Q on thecnpacilorarerelatedby
thcequntion
dl Q
L - + RI + - = 0
(16)
dt C
whcrc dQldt:= I, andwhere C, L, and R arC positiveconslmllsreprcsent-
ingOleCllpacilancc, inductancc,andresistance,respectively.
a. Rewrite (16) asasyslcm involving dlldt and dQldt.
b. Suppose Ulat Ii is practically O. lllen OIC solutions arc essentially
periodic. DetermineIhe (approximate)periodin lennsof C and L.
c. Clac;sify thccritical point 0 ifItis notncentcr.
R
,.""
C
.0000,
L
LRCcircuit
Figure 5.9
5.2
ALMOST LINEARITY
In Scction 5.1 we analyzcd critical points for a gcncral class ofsyslems of
Iincnrdiffcrcntialcquations. NowwerclaxOIC line<'lfilyconditionantistutlyabroadcr
collectionofsystemscalled"aimosl linear"syslcms. Aswc will see in Section 5.3,
the motion ofsuch ohjecls as a swinging pendulum can be described by an almost
linearsystemofequalions.
DEFINITION 5.5. Let V be a suhset of Rl Ihal contains UIC origin in ils
interior. Assumc that F and G arcrcal-valuedfunctions on V IIIat vanish &t thc
origin and whosc partial derivativcs arc continuous and also vanish at tilc Qrigin.
'1l1C\] UIC syslem .
alArn:R O;F ()fFf"f;l!fNllAl.
l'.'58

+ II)' + /-'(.1'. y)
dl
(1)
dy
ex + dy + G(.l.y)
ell
isalmostlinear at the origin.
lliesystems we will discuss in thc present section have the fonn of(I), in
which F and G are cOlilinuous fUllctions of x and y. butareindependentof I.
Such systems are autonomous.
SupposeUlat Ille systemill (I)isalmostlincurat theorigin, IIl1d let
I{.t) = (ax + by + F(x. y)
y C.t + dy + G(x. y)
'111c fact Illat the partialsof F :Uld G vanish at thc originimplicstlial
II)
DII(O) led
'nilsis the IIssocillted mlltrlx ofthe !lystelll in (I). We that the ;l!t!mciated
matrixis the sameas theassociatedmlltrix forthecorrcsponuinglinearsystem
dt =ax + by
dt
(2)
ely = ex + dy
dt
AcKnowledgingtherelationshipbelWttDGtes)"'tCl'n.1.10(1)anda). wecallthe
!!Ylliem in (2) the audilltry {Of the IIYlIlcm il1 (I ).
'llie notions of asymptotical stability. stability lUlU 1I001stubility Illat we
defined for linearsystemsin Section5.1 carry forward wiUulUt alteration foralmost
linearsystcms. 'lllUs 0 isstltble ifforcvery e -40 there is a I) >0 such Ulal if
X is allY solutjon such that IIX(O)II <I), then IIX(t)1I <e fur all t >n. Likewise.
o is IIsymlltllth:lIl1y ifII Is stllhle nml lilly solution X slIch tlllIl X(O) is
sllitahly close to 0 has thc property Ihat Iiill,...... X(/) O. Finally. 0 is
ullstable If itis not stable.
'nlcrelevrulceofUlCse definitionsis revealcu in the following theorem,dUI! to
LyapunovamiprovedinBoyceandDiPrima(1986).
THEOREM5.6. Supposethallhc systcm ill (I)is almost Iincarattheorigin. If
5.l Al...IIof03T J.J.N'EAlU11' 25')
o is asymptotically stable (respectively. ullstable) for tIle auxiliary system, thcn {)
is w;Ylllptoticallystable(respectively, unslnble) for UIC almostlincarsystem.
Itcall be shown in addition Ulat ifthecritical pointofUle lIuxiliary syslem is
a node. saddlepoilltorspiralpoint,Illen Ille criticalpointoftheILlmOSI Iincarsystcm
is of Ule sallie Iype. However, degenemte nodes IIlld centers arc not inhcrited by
allllost linearsystems. Moreparticularly, ifa critical pointoflUI auxiliary sySlem is
a celtter. then Ule corresponding critical point ofthe almost linear system may be
..... asymptotically stableorunstablc (Exercises7-8). 'Ille reason that Ulis can happen
is Umt tile eigenvalues ofdegenemle nodes and centers are very special numbers.
Slightchangeltin Ule eigenvaluescanalterIllc natureofthecriticalpoint.
EXAMPLE L ConsiderUle system
dx
= - 2x + y + 2xy
dt
dy=X+Y
dt
Show Ihat the systelll is :L1ll1osl linearIII Illeorigin,and thllt thc criticalpoint 0 isa
saddlepoint.
Soltltintl. On the one hand, the second equation of Ule systcm is Iinenr. On Ule
oUlerhnnu. thefIrst equationhasIlle fonn
tit
= - 2x + y + F(x. y). where F(x, y) == 2xy
dt
Since F hascontinuousp:lrtialderivativesand F;(O.0)=0=F,(O. 0), the system is
almosllinearaltheorigin. Thea'SSOCialedlinearsystemis
M. __2x.+'
dt
dy=X+Y
dt
nndthcassociatedmatrixis
(-,2 11)
Sincethe eigenvaluesare (- I VT3)(2, itfollows Ullit 0 is an unsl;lbfesaddle
260 SYSTF.MSOF IlIFFERF.NTIALI'VIJ/\I'IONS
poilll for the lincar systcm. Wc concludc frnln '11lcorcm 5.6 !llId thc cmnmcnts
full()wing it thai 0 is:1 s.atldlc pointfor OIC givenIIll1lost lincarsystcm. U
By lllCorcm 5.3, linear systems ofdifferential cquations can have critical
points different from 0 only if 0 is an eigcnvalue of IllC associated mau-ix.
Howevcr, thisisnot trueforoUlcrsystems. Forcxample,considcrIllc system
(i.x
2t y + 2xy
dl
(3)
dy
x + y + I
dl
Since dr:/dI == 0== dyJdt if x I and y== - 2, it follows Illat (_I is a critical
point of thc systcm. You can check Olat OIC a.<;sociated matrix ha.'I complex
eigenvalues.
'1l1e simplest way to analy7.c thc natureofcritical diffcrent from 0 is
to perfonna changeofvariablcssoIlmtOle translated critical pointisthe origin. Wc
do OilS in OIC following way.
Suppose IlHlt vo == is, acriticalpointofthesystcm
d.
lex.y)
dl
(Iy
dl == g(x.y)
We S<'ly that t.he systcm is almost linear at "0 if by making OIC change of
varinhlcs x:::Xo + II .Y:::)b + v, the resultingsystcm
(lu
dt ::: /(11, v) .....
dv
g(II,v)
tit
isalmost lincarat thc origin.
EXAMPI.E 2. Show that thc systcm ill (3) is almost lincarat vo::: ( 1 ),
2
5.2 AlMOST UNIIARITY
:un
SollltiOIl. Slncc Xo =I and Yo'" - 2. wemake thechangeofvariables
x I + /I andy -2+v
lbenthesystem in (3)becomes
dl/
- '" 2(I + /I) (- 2 + v) + 2(1 + /1)(- 2+ v) ... - 2/1 + V + 2rlv
dt
dv
- = (l + /I) + (- 2 + v)+ 1 :: /I + V
dl
Since this system is almost linearat 0 by Example I. Ille system in (3) is almost
linearat vO' Q
Lindt Cycles
Until Ulis point, Ole solutions oflinear and almost linear systems we have
encountcredhave been fixed points orellipses, orhave orblL<; Olat convcrge to fixcd
points orare unoounded as t wiiliout bound. However. for systems of
twodifferentialequationsUlere Is yctanoUlerpossibility. ConsiderIlle systcm
dt
3
dt :: x y - x xy2
(4)
dy
2
-=x+y-xy-y
3
dt
You can chcck Illat OIC systcm is almost lincar at Ille critical point 0, whiCh is
unstable. What is Illc behavior ofoUler solutions as I increases wiUlout bound?
Wewill answerthisquestionafterconvcrtingIllesystemin (4) intopolarcoordinates
rand O. In making suchaconversion, we will need to find formulas for drJdt and
dO/dl in tcnnsof x and y and Oleirderivatives.
THEOREM5.7. Let x and y be differentiable functions, and Jet
X ::: rcos (} and y = rsin (}
lben
dr xdt ydy
+--
(5)
dl r dl r dl
and
"',"'...
--
161
SYS"fEMSOFDIFFERENTIALEQUATIONS
dO x dy dr:
(6)
dt
r2 tit ,2 dl
Proof. With tilehelpoftileChainRule, we find that
x dr dO
dx dx dr
dr
:::: + dx dO :::: (cos0)dl
(rsin 9) dO == y-
dt dr dt dO dl
dl r dl dl
(7)
dy dy dr dy dO . dr (iO Y dr dO
- == - - + - - :::: (Sill 9) - + (rcos flJ - == - - + x-
dt dr dt dO dl dl cit r cil dt
Tosolvefor drldt wemllitiply the I1rstcqualion ill(7) by x ami Ille sccondby y.
Elnd add. 'Illisyields
2
dr: dy x dr dr dr
x- + y- -+ r
dl lit
r dt r (/1 ell
from whence(5)neiscs, Toobt.ain(6)wemultiplyIhe firstequutionill (7)by y IUld
Illcsecondby x andsublract\lIe firstfrom ule sccond. Weobtnin
dy dt 2 dO 2 dO
x- - y- x - + y -
dt dt dl dl
II1II
Dividingbolllsidesby r2 yields (6), Thustile proofis complete.
Nowweare readytoconverttile systemill(4)into polarcoordinates.
'I'IIEORIr.M 5.8. In polnrcO<lrdlnlltes the SYHtCIII In (4) il\
dr '" r(1 r2)
tit
(8)
dO "" 1
dl
Proof To find elrldt. weuse (5), substiluting from 1111." equations in (4) for (Lddl
and dy/dl, andreClllfing that x
2
+y2=r2, Weobtain
dr :::: X (x _ y _ x' - xy2) + 1:: (x + Y_ x
1
y _ y3)
dt r
r
! [(Xl +
_ (x4 + 2t2y2 + y4)J:::
I
lr2 (X
2
+ y2)21
r
r
-
:1.1 ALMOSTL1N.EARffY 263
:::: -
I
(r1 - r
4
) :::: r(l - r2)
r
Similarly,to find dO/dl weuse (6)andsubstitutefrom (4):
dO
x (x + Y _ x
1
y _ y3) _ (x _ y _ xl _ xy2)
dr jl jl

I

=.jl(Xl + yl) =
Whatcan wc sayaboutIlle behaviorofsolutiolls ofule system in (8)1 TIle
answer to this question relies on two results about orbil'l ofalmost linearsystems.
whichyoucanfiud in tile textbyBoyceandDiPrima(1986).
i. Atmost oneorbitpassesIII roughanygivcn pointin uleplanc.
ii. 111e orbit ofa solution tllat is not acritical pointeitllcr approaches a
critical point or a closed orbit as I increascs willlOut bound, or it
recedesarbilrarllyfarfrom theoriginas t increases.
TIle first resulteffectivclyis UIC UniqucnessTIlcoremofdifferentialequations. TIIC
secondresultwillgive us significantillfonnntionabout tllC system in (8).
Nowwearc prcparedtosurveyIllesolutionsof(8) whoseorbitsarc nci\llcrIlle
origin nortile unitcircle.
Case I. IIX(O)II = I
By hypolllcsis. r= I. soIllat from (8), dr/dt = r(1 - r2)=O. 1l1cn for all
I >0 we have r.. I, 80 tllln I1le orbitof X Iiell 011 the ullitcircleccnlCrc<.l at the
lCI origin. Since dadr I, the orbitencircles tllc unit circle wiUI velocity.
fUll! trllvchiill11 coulllerclockwillerWlhion,
Casc2. 0 < IIX(O)II < I
Sincc 0 <IIX(O)II < I, tlle distancebetwccn X(O) and the origin, which is
r, satisfics 0 < r< 1 for I =O. 'lllercfore dr/dt =r(1 - r2) >0 for all I >O.
'lllUs IIXII is an incrca<;ing function of t. Dy (ii), wededuce tll3tlim,-....IIX(t)1I= l.
Case3. nX(O)1I >
In this cnsc, Mdl= r(1 - r2) <0, so Ilmt IIXU is decreasing.and conse-
quentlyby(ii) we find tlmt lim,->oo 11X(t)U =I.
264 SYSTEMS 01'()Il'fERENllALEQUATIONS
Cases2-3 lell us Ulal the unitcircle is a limitcycle, in the sense Ulat if 0 <
IIX(O)II, then X(t) approllche.'l the unitcirclea.. t increa..es wilhoutbound. More
generally,alimitcycle in R2 isaclosedcurve C dialisperiodicandattractsthe
orbit ofllny solution X such that X(O) is near C. In Figure 5.10 the dashed
ellipse-likecurveportraysalimitcycle.
y
"
.-t! ',IIiiI>x
Figure5.10
An attractor ofa system of differential equations is a closed bounded sct
toward which theorbit ofeach solutionapproaches as t increases without bound.
Theresults ofSection 5.1 show thatthe origin is theattractorfor any linearsystem
in which 0 is an a<;ymptotically stable critical point. Tbe other linear systems
described ill SC(:tion 5.1 have no aUraClor in the plane. since their omits areeiUlCr
unboundedorconcentricellipses.
Ifan almostlinearsystem hasanattractor, itcan be an asymptotically stable
critical point, a limit cycle. or the union ofcritical points and limit cycles. 1l1e
discussion of the almost linear system in (4) and its polar representation in (8)
indicatesUlat ithasan attractorconsistingoftheunitcircle.
Is it possible foran almost linearsystem tohave a another type()fattractor?
100celebrated lbeorcmprovide.'\theanswer,forlIny autonomous
system whosesolutions lie in thexy plane.
5.9 (I"olncare-nendlxsonTheorem). Consider the system
dx
al = f(x,y)
fly
al = g(x.y)
where f and 8 are continuous. IfII trajectory remains bounded as 1 incre;lses
ALMOST lJNEARfI'Y 265
wiUlOut bound, Ulen Ute trajectory is acritical pointoralimitcycle,orapproachesa
criticalpointorlimitcycle.
lbePoincart-Bendlxson TIleorem implies that ifan autonomous system in x
and y has an altraclor A, then A consist.. ofa union ofcritlcal points and limit
cycles. ConsequenUy A cannot be astrangealtractor. We will sec In Section 5.4
I1mt thisresultis no longerlrue ifthesolutions liein 111ree dimensions.
EXERCISES 5.2
InExercises1-2, detenllinewhetherUle system isalmosllinC<lral O. Ifit is, then
detennineitstype(node,saddlepoinl,orspiral)andstability,wherepossible .
I. dx = _x+ In (1+y2)
dx
2. XY
dl dl = - X+2y+1- e
dy
dy = 2x-3y-x2y
dt dt =x- y +xsiny
InExercises3-6. delenninewhel1ler!lIesyslemisalmostlinearatC<lch ofitscritical
points. IfIt is. then delennineitstypeand stability,Where possible.
dx
dx
3. -=y
4.
dl dl =y
dy
-=x xl dy 1
- =-x+x
dt
dl
d-c 2
5.
=2x-x -xy
dx 3
6. -=y-x
dl
dl
tty
fly
- = - y+xy
-:;::l-xy
dl
dl
7. Considerthesystem
2)
-::
dx
y-x(x
2
+y
al
tty -x_Y(X2+y2)
dl
Il.
Show Utat I1le system is almostlinearatlhecritical poillt O.
b.
Showthat 0 isa centerpointoftheauxiliarysystem.
c.
Show Ulat 0 is asymplotically stable. (Hint: Use polarcoordinates
and show Illatif r(O)<1, I1len Iim r(l)= 0.)
Hoo
266 OIAP'I"ER 5: SYSTa'lSor: EQUATIONS
8. Considerthc system
dx = y+x(x 1 +Y1)
dt
dy = _x +Y(Xl+y2)
dl
a. Show tllnt (lIe system isalmost linearatthecritical point O.
b. ShowIlult 0 is acenterpointofthe auxiliary system.
c. Show Ihal 0 is unstable.
d. ShowUml dIe givenalmostlinearsystem hm; noattraclor.
9. A nonlincarelectricoscillatorcanbemodelcdhy thc vandt'rPolequation
d
2
x dx
2 + e (Xl- I) + x =0
dl dl
wherc x is rclatcd to (lIe voltnge in (lIC circuit,and e is apositivcpammeter
rclated to (lIC givcn circuit.
a. Prove thaI Ihe Il'>socialed system of diffcrcntial equations is almost
lincar at O. (Him: To render (lIC equation as a system, let one
cquationbe dxldl=y; thcolherequationbecomcs
dy + e(x
2
- 1) + x ::: 0
dl
h. Show Ihal 0 is unstablc, whatevcr thc valuc of e is. and delennine
thc valucs of e for which 0 is aspiralpoint.
Fortllc second-ordcrdiffercntial equationsappcaring in Excrciscs 10-12, dctennine
whelllcr Ule assuciatedsystemofdifferentialequl.ltiolls is almost lille.trat thccritkal
points. Forany thatare, classify (lIe critical points where possible. Assume that ull
constantsarepositive.
d
2
x dt
10. + (1- .!x(I -- X 2) = 0, whicharises in thestlldyofdoublc-well
dl
2
dt 2
potentials
1
II. d x + a ti'( _ bsinx =0, which arises in Ule study ofelectricforce lIelds
dl
2
dl
1
d x dt '0 I. . . I'"
12. + a - x"".wHch arisesIIInonlineareectncCIrCUIts
dl
1
dt
- S.3 HIEPENDULUM
267
5.3
THE PENDULUM
A grandfather clock runs by dIe motion ofa pendulum. In this lieclion we
will use Ule UICOry ofalmost Iinc.v systems to study the dynamics ofa pendulum,
not only whcn Ulcre is no external force applied on iI. but also when Ulcrc is a
sinusoidalcxternalrorcc.
Suppose thata pendulum oflength L hll'> mass III, and its bob swings back
andfordl. Let Ule IUlgie ofUIC pendulum with Ihe vertical at time I bedcnoted by

O(t) (Figttte 5.11). We will assumc Illal g represcntsacceleration duc togravity,
and for die prcscntwe willassumethatdlereisnodampingand noexternal force on
(lIe penduluni. 111is wouldbe thecaseifthependulumis locatedinavacuum, under
noinnuencesavcaccelerationduc to gravity. Under theseconditions. the motion of
thependulumisgovemcdbydlcsecond-orderdiffcrentialequation
d
2
0
//IL2 -2+ mgL sin 0 = 0
(I)
dt
nyIctting x"" 8 lind y=dOldl, we I.r.tnsfonn (I)into thesystcm
dx
dl = Y
dy =
-!sinx
dt L
We will call Ule system in (2) die pendulum system. Notice Illat Ule pendulum
systemis not linc.vbecause sinx docsnothave thc fonn ex. Findingexactsolu-
pendulum
Figure5.11
CJIAI'TER S: SYSTEMS of 11IfFERFNnAI. EQUATIONS
for the pendulum system in (2) no easier than finding exact solutions for the
:: Jifferenlial equatilm in (I). Indeed, (me cannot solve either exactly!
l", Although the pendulum lIystcm is not linear, it is almost linear. liS the
following theorem lIhows.
tHEOREM 5.10. The pendulum system in (2) is almost linear at tbe origin.
Proof Wc observc 1I1<1t IIle first cqU.1lion in (2) is linear. Next. we rewrite the
1ewnd equation
dy
-! x + G(x,y)
dJ L
,'Where
G(x, y) = ! x - ! sin x
L L
It is apparcnt IIlat G hac; continuous partial derivatives. and that G(O, 0) =O. Since
g g
q(x. y) '" - - - cos x and G,(x. y) = 0
L L
iit follows that G.. (O. 0) = 0 =: G,(O. 0). Conlleqllcntly the pendulum system is
almost linear at the origin.
Because the pendulum systcm is IIlmost linear at tIle origin. Thcorem 5.6 tells
us that we can use the auxiliary system
dx
dJ = Y
(3)
dy
_!x
dJ L
to analyr,c thc naturc of the critical point 0 or (2). Piest we ohserve that the
a.o;sociatcd malrix of 0) is
( :IL J
TIle eigenvalues of this malri:ll are A. = VgIL i. It fullows that the eigenvalues arc
pure imaginary. lind OlliS 0 is a center for thc auxiliary system in (3). We concludc
S.) TilE mNDULUM 269
Ilmt 0 is a stahle crilical point for thc auxiliary system.
Prom rhc ill ('asc 4 of ,sl'clion :'i. I. know rhat the orhils Ill'
solUlinll!' for the :m"ili:Jry an' as Slhlll'll III t 'I 'hi.,
figurc. in which thc vcnic.11 axis IUcwmrcs dxldl, is cHlled a pllllsc plllllc
portrait. cnlc exprcssion "phase planc" comes from physics.) Il is a rcasonahlc
rcpresentation of OIC IllOtioll of Ihc ulldamped pendulum when thc lIngular
displaccmcnl and tlle angular vclocily arc small.
dxfdt
dxldl
f'yr
<1
( ( ( I"') ) J) x ;>x
v11r'>
portrait of tllc auxiliary dircctinns of motion for
system lIIl undmnped pcndululll
(a) (b)
Pigure 5.12
TIlc angular displacclllcnt x from OIC downward vcrtic.d (dcnotcd by (J in
(I is assumcd to he positivc whcn thc pendulum Iics to thc right of the vcrtical and
negativc whcn to thc left. II follows Olat OIC lIngular velocity dxld t is
when thc pcndulum hoh moves to OIC right. and is ncgativc whcn it movcs to tllc
Icft. 'l1lUs thcre arc four possilJilitics, depending on thc positivity and ncgativity of
x ruld of drld,. 'Illcy lire dctailcd in Figurc 5.12(h). Onc Crul show Uwt wilh our
convcnlions. OIC elliptical orhits appearing in Figurc S.12(a) arc traversed ill Ule
clockwisc dircctioll (Excrcise I). '!lIC critical point 0 corrcsponds to a pendululll
WiOl tllC bob Illrnging motionlcss in UIC vcrtical position.
Ncxt wc will a<;sulllc Olat tilC mOlion of lhc pendululll is dampcd. Damping
c.1n he causcd hy friclioll due to air or somc olllcr mcdium. Lct us assumc Olat UIC
drunping is constant tluolIgh lime and is represcntcd hy c. 'lllc rcsuHing sccO(uJ
ordcr diffcrcntial cQuation for tile lIlotion of OlC pendulum is given by
(Po dO
mL2 + cL - + sin 0 0
dt
2
dl
Again Jelling x:= e and y:= dOM" wc transfonu thc differential imo thc
pendulum system
IWN "* 'l""r""'1",,,..,
l1It 1E,::;,',ATlIf'M
dl:
y
(/1
(If)
dy g. C
-::It - Sin x - V
lit L /tiL'
'Ille pendulum syslem is 1I0t Iillear, hul Is ulmust linear al lhe origin (Exercise 2).
111e auxilinry syslem is
dx
- y
dl
ely 9 c
- = - -x - - y
II L lilt
WiUI associated matrix
( - )
'111e eigenvalues are
2
- clmL Vc
2
f(mL)2 - 4gfL c Vc -
2 2mL
Let the eigenvalues he denoted by A and p. where
2 2
A == - c - Vc - 4gm
2
L l.llld P = - C + Vc - 4gm
2mL 2111L
'nle nature of Ule critical point 0 depends on Ule values of A 1U\d p. which in tllm
depend 011 C. fII. and L. For U,e analysis of Ule critical point when the damping
parameter is allowed to vary. we will assume Uk1t ttl and L arc fixed but positive
numbers.
We already discllssed Ule case c = 0, in which Ihere is no damping. so we
will nSSlIllIC Ihlll c > O. Since the relll pllrls uf bUlh it Illld )1 nre negative
numbers (Exercise 3), all solutions of the auxiliary system in (5) arc asymptotically
stable. By Theorem 5.6 Ule same is true for solutions of tile pendulum system. Itt
oUler words, nil solutions tend 10 0 wilh time (Figure 5.13), 'Illis is realistic,
because if there is resistance due 10 air. then the pendulum winds down as lime
progresses. Anyone who regularly winds up a grandfather or cuckoo clock is aware
of this phenomenon.
(<;)
4gm
2
L
2
L

n THE 11:1,.qX'l.1]}f 271
-.
dxldt
nJ >x
""";
....
portrait of 11 dmllped pendulum
Pigufe 5.13
"""1
We remark I1mt Ule tendency of the orbit of II solution to spifill while it
approaches the 7.ero solution ditninishes C increases fmlll 0 toward c
2
f(IIIL)2-
4gfL. As c increases further, thc trajectory of a solution does nol spiral noticeably
lIS it converges to the zero solution.
'111e pendulum system in (4) has critical points different from the zero
solution. In fact, Jet n be any integer, and VII =(:). 'nlen
dt
() and dy
sin mt C
o
dl dl L /TIL
'Illis shows Um! Vn is a critic:11 point. In Theorem 5.11 we cOlll1nu I1le ;llmosl
Iincarity of tile systcm al vn'
THEOREM 5.11. The pendululll system
dy;
- y
dt
(6)
dy g. c
= - Sill X - -y
dl L IIIL
is almost linear al vn ' fur c.'lch integer n.
I'roof We makc the change of variables prescribed in Section 5.2:
x = n1t + " IUld Y = v
'Illis trillisfonlill Ule system in (6) into
),72 SVsrEMSOFIlIlH'.REl-fIlAI.Ee)IlAHONS
(IJI
v
c (7)
_ ... sin (mt+ /I ) - dv mL
dl L
;l1lC firstcquation in (7) is Iinelu. 11lesecondequation becomes
dv 8. C 'f'
- sm II - - V I n IS even
dl L mL
and
dv g. C 'f' odd
- Sill II - - V I n IS
dt L mL
11lereforeif n is even. then the system in (7) is alrnosllinearat the origin bttause
it is (4) witIl x and y replaced by u and v. If n isodd, thenagain the system in
(7)isallllostlinear. hy an analogousproof(Exercise4). Consequentlythependulum
system isalmost linearat v" foreach integer n.
From'Illcorem 5.11 and theanalysisofthe criticlll point 0, weknow that the
'critical point v" for the pendululll system in(6) isasymptoticallystablewhenevern
'isan even integer. 'Illis is reasonablefrom a physicalstandpoint.sinceif n iseven
and if x(O) == n1r and y(O) == 0, tIlen the pendulum is in tlle vertical position,
pointeddownwardwithtllehohatrest.
Thenatureofthecritical poillt v" is fardifferentif n is anoddinteger. To
he specific, let n I, so that the critical poillt is v I = (:), Using tIle solution of
.llleorel1l 5.11. we find that theauxiliarysystem is
dll
v
dt
(Sf
dv
8 c
.,.. ,- II V
dl L" mL
llleassociatedmatrix is
- )
5.1 TIIR PllNI.HJUJM 273
Consequentlytileeigenvalues. which wedenoteby Aund IJ., aregiven by
2
A" - c - Vc + 481111L
and IJ. = -c + p + 4glll'2L'
2mL
2mL
Becausetheexpression insidetIlesquarerootispositive, A WId IJ. arcrellluulllbers.
A moment'sreflection showstIlal A< 0 < IJ., ConsequentlytIle critiC-'ll point 0 of
(8) is an unsL.'lble saddle point, so tIml v I is also an unstable saddle point. The
critical point v j' in which tIle angle x .. n, corresponds \0 the pendulum standing
upright, with tIle bobabove tIle anchor. Obviously tIIis isan unstableposition.
Theresults so far arc predicated on tIle absence ofan extcmal applied force,
Nowsuppose tIlat tIlere is an applied force F, such as a periodic push or impulse,
tIlfuSl on the pendulum. Assume furtller \llat F is a function of t. 11len tIle
second-orderequationbecomes
d
2
2
e de .
mL + cL + meL 8m e == F(t)
(9)
dt
2
dt
TIle auxiliarysystemis
dx:
y
dt
dy
g . C I L'( )
- - Sill X - Y + - r t
dl
L mL mL2
Assume tIlal C, m and L archeldconstmlt. If F issmall, then tIle critical points
may well have the same fonn as when tIlere is noexternal force. However, if\lIe
force F issuhstantial,\lIen solutionsmayexhibitverycomplicatedbehavior.
Forexample,considertllependulumequation
d
2
e de .
- + ex - + sm e =: IJ. cost
(10) r
dt
2
dt
which canheObL.'lined from (9) byL.'lking suitable values for c, III. and L, and by
letting F denoteasinusoidalforce. If ex =115 and IJ. =2, Olen (10)becomes
d
2
e I de .
- +
+ Sill 0 = 2cost
Ill
5 dt
It turns oullhattIle corresponding system has two critical points. III Color Plutc 11
all initial points whoseorbits approach one ofthe critical points as time arc
coloredred; thoseappn)l1ching tIleochercriticalpoinlarccoloredblue. '/llefallll:r the

274 SYSTEMS1"11' 11ll1'ERENTIIII.I'.QtlIITIONS
convergence is, Ihe deeper the color is. If the H1npliludc of Ule exlenlal force is
increased n liule, so lhal 11 increases frulll 2 10 2.1)6, Ulen as you C:U1 sec ill
ColorPlate 12, red dots illfillmle ill to the regioll thai was deep blue in Color Plale
11. Bifurcationhasoccurred! Wemention Umt ill ColorPlate 12 Ule points colored
red(andhenceUlosecoloredblue)formnsetwith fmclal dimension.
111e damping is diminished butthe exlenml force is nugmented ifwe let a =
1/10 and 11 = 7/4 in (10). III this case there nre four crilical points for the
corresponding system. III Color Plate 3 the basin ofallractioll ofeach ofthe four
critical points is a<;signed one ofthe colorsred, yellow.green orblue. Color Plates
4-10 display incrensing magnifications of the cenlral region ill Color Plate 3. each
succeedingpl:lte focusing011 thecentralregionofitspredecessor. III the final Color
Plale 10. the nlllgniflculion is npproxillllltely 100,O{)O. The plates show the self-
similarity and fructnl nalUfe ofthe basins ofallmction. Theseeight colmplates IIrc
laken frolll a videotape "Chaos and rractals ill Simple Physical Systellls,"produccd
bythe Ulliversity ofMaryland ChaosGroup, (1991). Formorc dCI;1i1s aholll b:lsins
ofattraction for the pendulum systcm, see UIC article of Circhogi, Oil, and Yorke
(1986).
EXERCISES5.3
I. Show Ihat under our cOllventions, orbits of an undmnped pendululll arc
traverscdclockwise.
2. ShowI1ml the systemin (4) is ahu()st liucaral the
3. Show Ihat the eigellvalues ofthc auxiliary systcm ass(x:iated wiUI (4) have
ncglltivereal pllrts.
4. ShowIhlll the systcm in(7) Is IIhnostlincar whcn II is UII mltl
InExerciscs -8 we will study further the 111011011 Ill' the pcmllllulII, glvcn
by
(Po
filL
2
+ mgL sin (J =: n (II)
rlI2
5. a. Multiply bOlh of(II)hy 2 riO mId intcgratetoohlllin
(/1
C 1 cosfJ
L
,.4
275
TilELORl'.NZSYSrEM
b. Suppose lhal Ihc angle (J =0 ruld the angulnr velocity tiO/d1 =: OJ
whcn t =O. ShowUlat
4g . (J
dO = OJ'11 2
-sm
dt V
orL 2
"
$.
Assume Ulat OJ> 2 VgIL. Show that Ule pendulum rotates complctcly
around ilS point ofsuspension, and hasminimumangularvelocity when (J =
"'"'
1r; tl"itis,whcn Ule pendulumis in Ille upward vcrticalposition.
I!!
7.
Assume Illat OJ < 2 VgIL. Find the largcst angle, ft. Uml UIC p:U1dululll
nUlllns.
"
8.
Assumc Ulat W= 2VgIL. ShowIhlllUle pendulumrises toward U,e upward
vertic:!1 position, which itapproachesas I increasesWiUIOUt bound.
5.4
THE LORENZ SYSTEM
When a polofwatcr is hcated on Ule stove, thosc particles ncar UIC OOllom .1'i1
warmfasterUlan UIC onesnearUle lop. If!hetemperaturedifferenceisminimal.U,cn
thc nuid near the OOllom becomes lighter and rises in an ordcrly (Figure
5.14(a. However, ifUle tClilperature difference is larger, Ulell Ule rising warmer
waterfrom Ille OOuom andIllc falling coolerwaterfrom Ule topinitiatewhaliscalled !II'
convection, which is a circulating flow (Figure 5.14(b. 'nlis is Ule same
phenomcnonUlaloccurs inouratmosphere. 'Ineaircloserto U,e groundis heated by
f\f\f\f\f\1'
vVVVvv
steadyconvection
convectionroll
(a)
(n)
Figurc5.14
276 CHAPTER S: SYSTI:MS01'Iln'l'EREN"nAL
the sun's rays. and when the temperature differential is grc.'lt enough, those air
particlesrisebyconvection. In thisway warmer.pollutedairesc.'lpc.<; from Ule lower
aunospheretoUle upper whereitisdispersed.
The almost linear system Ulat we will study in Ulis section describes
convection. Foraspecific nnidenclosed in a fixed region wiUI consLc'l.llt height, Ule
rateofconvectiondependsonseveralconstantsrelativeto Uleregionandthe"uid:
coefficientofUlermalexpansion.denotedby
kinematicviscosity,denotedby V
thermalconductivity,denotedby /('
a
f
i
1(.
'Illeseconntantsareautomaticllllypositive. In addition10 thethreelistedabovethere
is lUloUler COn8U1II1: llcceleratlon due togravity. denoted by g. Finally, the rate of
convection depends on tJle temperature difference between lOp nnd bottom of Ule
region. WeJet
/::;.T = (temperatureattheooUom)- (temperatureatthe top)
In orderto have convection. /::;'1' > 0, which mc.'lns that the txltlom ofUle region
mustbewannerUlan the 101'.
Early in Ille Iwelllieth century Lord RllyJeigh (1916) syslematically studied
convectiveCUITCnts in II region witJI constantdepUt H. liediscoveredUmtconvective
motiondevelops ifa quantity Ra' nowcalledUte Rayleighnumberand given by
1(" = 1(-1
exceedsacriticalnumllcr Rc 11'
4
a -2(1 +a
2
)l. lIere a is a nUllIbcr thatisrelated
to Ute region underconsideratioll. 11leminimum possiblevalueof R. is
andoccursfor a = 1IV2 (Excrcise I).
Overforty yc.'lrs laterBarry Salt7Jllan (1962) deriveda syslem ofdifferential
equations that described conveclion. from thaI systema year laterEdward Lorenz
createdUle following famous slripped-downversion:
dx
dt
dy
dt
dz
dt
=
=
cry
ax
r:c - y
xy - iJz
xz (I)
....
We will referIn thissystelllll'> the Lorenzsystem. 'Illevariahle t refers 10 time.
1hW,'('\'('f. 111(1 wuiahl<'S x. \'. and ;, doflnt f'('fer.o cOlmlinatesin space. In fact.
5.4 TIlELORENZSYSTEM
277
x isproporlional to the intensityofconveclivemotion
y is proportional to
descendingcurrent"
Ole temperature differcnce bctween m;cending and
Z is proportional toUIC distortion(from linearity)ofUle vertical tempera
profile
ture
11lC constantsin(I) aregivenby
(1 = viI(. called thel'randUnumher
r =
4
b
------. /I Cllflstllllt rclnledtothegivenlIpllCe
1+ (12
Fora givenregionandliquid. band (1 nrcpositiveconstants. Wewill assume that
(1 > I. 'Ille constant r depends,nmongotherconstants.on Ule temperaturediffer-
ence II1'. Wewill assllme Ulat r> O. which hy Ule definition of r mc.'lns Ulll! Ule
hottom ofdIe region is wanner thnn tJ1C top, By Ule comments accompanying tJle
definitionsof R" and Rc. conveclion will occurif RjR" > I. Illat is. if r> I.
Lorenz(1963) made a deLailed sludy ofUle system ill (I). WiUl IIle hclp ofa
digital computer. As we study tJlC Lorenz system. we will usc tJle fact tJlat Ule
conceptspertainingtosystemsoftwodifferentialequationsapply10 systemsofUlree
differcntialeqU:ltions. WiUI onlytrivial modifications. WiUt Ulis in mind, weobscrve
Ulat 0 is a crilical puiOlofUle Lorenzsystem. TheproofU13t Ule system is rumost
linearat () is straightforwlU'd.as we will leanlpresently.
THEOREM 5.12. '1l1e Lorenzsystem isalllJostlinelU'at O.
Proof. WewriteUle systemin (I)as follows:
dx
- ox + cry + F(x. y,z)
dt
dy
= rx - y + G(x. y, z)
III
elz
- bz + /I(x. y. z)
dl
where F(x. y. 7.) = o. G(x, y. z) - xz, and /I(x. y, z) xy. Then F(O, (). 0)
G(O. o. 0) 11(0. n. 0) 0, :U1d all first prutials of G. and H vanish at Ule
origin. Thus Ule l,oreIJ7. system is almostlincru'at O. II
Theauxiliarysystem for rIle I.orenzsyslemis
...
278
OF On'I'ERE/'mAL EQUATIONS
dx
'" - O'X + OJ'
dl
(2)
o,.n-J
dl
It: =-1=
4
IUld !.he associllted matrix Ao is given by
-0' (10)
Ao (- I 0
(
o 0 b
To evaluate the eigenvalues of A, we need to know how to find the detenninanl of a
3 x 3 matrix. If
n b C]
11= del
(
8 h j
then by delinltlon,
dct n "" aej +bls + cd', - ceg - bdj - nfl'
Applying this fonnula to Ao -)J (where I is the 3 x 3 identity matrix),
that
- (1- A
(1
det (Ao - AI)
del ( -I-A
(
o o
-:J
== (- (1 - A)( - 1 A)( /J - A) + '(1(b +A)
- (b + A)[A
1
+ (1 + I)A + (1(1 - ()]
11le eigcnvalues of Ao are the solutions of the equation dCI (Ao - AI) =:0,
there are (in theory) three:
wc find
of which
5.4 111E LORENZ SYSTEM 279
- (1 + 1) + '1./(1 - 1)2 +4,(1
A,
(3)
2
= -(0 + JJ - VlU- If +- 4r(J
(.1)
2
= b
111e-clgeuvalues of a 3 x 3 matrix indicate s!..1hilily or illsUlhility of the critical
point 0 in HIe:; smnc way thcy do for 2 x 2 matrices. In particular. if all the
eigcnvalues havc ncgativc real parts, tilcn 0 is lL'i YlllplolicaHy Slllhic. By contrast.
if an cigenvalue has a positive rcal PUrl, tllcn 0 is unstable. We apply I1lis
infomlation to tile critical point 0 of the matrix associatcd with Lorcnz systeIll.
Ca,'iC 1. 0 < r < I
NOlice I1lllt if 0 <r < I, then (1 1)2 +4,(1 > (1- 1)2 +4(1= (1+ 1)2 O.
so thaI AI lUld are real lIumbers. 11lc hypol1lcsis that , - 1 < 0 implies I1lat
V(0- 1)1 + 4((1 V(1 + 1)2 + 4( - 1)(1 < '" (1 + I
so that all tllrec cigenvalucs nrc ncgative numbers. Thus if 0 <, <I, thell 0 is all
sl.llhle critical point. Physically I1lis mcans I1ml as lime
convcction dics down and tile systcm approaches a stcady statc of no convcction. -nlis
conforms to UIC result of Raylcigh which Rlntcs Uwt cOllvcction hegins WI ( rises
above I.
Ca.'iC 2. ( =
Whcn ("" I, UIC eigcnvalues simplify to A( =: O. A2 - (1 + I). :Uld A)
-1). Thcrefore two cigcnvalues are negative. and tile other is 0, which mClUIS Ulal
o is n neutrally stable solution. (nlis case is somcwhat analogous to the
in which Jl = 3 for the qmldratic fmllily {QpI; Jl 3 is a hifurcation point. at
which tllC attracting lixed point becomes unstable.)
3. ( > 1
If (> I. I1lcn hy calculations similar to tJlOSC in Casc I, wc lind I1lat
V(1 - 1}2 + 4((1 > (1 + I
Itfollows that AI >0, A2 < 0, and A) < (). '1llcrefore 0 is ,Ill uns(;lhlc solution.
.".



"t
i
.
2XU ClIAf'11,R 5: SY!'rn:MSOF IlTIH'REmlALEQIJAllONS
In the tenninologyofhydrodynamics, cOllvection occurs.
When r increus.es and pa."scs Ulmugh I, the asymptotic stability of 0
gives way loinstability. Thus \ isapointofbifurcation for me family ofLorenz
systems(wilhparameter". Might me incipient instability of 0 foreshadow die
emergence of other, new critical points wilen r > 11 llleorem 5.\3 gives the
answer.
THEOREM !L13. If r> I, then in nddition to ., Illere existtwocritical points
p and q for tJle system in (I),given by
Vb(r - \)]
- Vb(r - 1) 1
p::: v,:(r -I\) lind q::: - VIJ(r - 1)
( (
r - I
.'
Pmo/ Sup"",, .". ,=[:) I, a "'.10" pol"\. If x =0, II,," h, "" r.".
equationof(I)andby Ihe hypothesis that (1".0,we know that y:::O. Since b". 0,
iI follows from the tJlinJ equation in (I)mat z=O. '11lerefore if x =0, men v== O.
NIJ'W ,'..-otl ,. a critical plio'and 'Y O. By ourprecedingc()JnmenL'I, x
-; (). Therdorefrom the firM eqlJaliotlin(\),
dx
!ill o cry - (1X == (1(y - x)
tit .
sothat y== x. Conscquelllly wedcducefrom OIC secondequationin (2)thal
Iij' ,
dy
o == - rx - y - xz = rx X - xz == x(r - 1 -- z)
dt
<
Since x * 0 by a.'\sump!ion, it follows that z == r - I. 11lercforcOIC thirdcqlllilion
in (2)yiclds _.
ck
2 2
o dt := xy - bz =x - /lz x - IJ(r - I)
Conscqucntly x
2
::: #J(r I). As arcsult,
.t ==}' V/)(r - I) ami z =r - I
5.4 TilELORENZ SYS11iM
281
SO that, hy definitioll, I' mill (I arccritical pointsofthc Lorenzsystem.
II1II
One can show that OIC Lorenzsystem is almostlinearat p, with associated
matrix
Ap
(1 0
- 1 - Vb(r - 1)
(6)

1
Vb(r - I) -b
andcigenvalucsgivclI by
A
3
+ (1+ 1)+ I)A2 + b((1+ r)A + 2bo(r- I) =0
(7)
(Exercise7).
Noticc that thc Lorenz system i!> symmetric witll respect to OIC Z axis. 'Illis
meanstllllt if
X() [ X(t)]
X(t) == y(t) IUld Y(t) = - yet)
[
let) z(t)
andif X is a S\)lution, thcn Y isa wlulion. ConsequcnUy Ole a'll\ocialcd matrices
Ap and Aq haveidentical chamclcristicc(juali()IlII, andhence dlc lHlIllC eigenvalues
forany given constants a; b, and r (Excrcise 5). 'Illcrcforcbolll p and q are
llsymptotically stablc (or unstablc), or neithcr is. As a resull, we will only analy7.c
OIC dynamicsof p.
JIcnccfortJl we willnssullletJml (1> /) + I, soOmt (1- b- I> O. and Ict
r*=0(1 + b + 3)
(1 - b 1
Notice Illat r'" > 1 since (1) 1 and (1)b + 1. It is known Ilml if J< r < r"',
Illcn nil Olrce roots of (7) havc ncgativc real so that p is asymptotically
sk1ble. By contrast, if r>r"', Olcn two roots of(7)havc positivc rcal parts,soOlllt
p is unstable.
11 follows from thc prcceding commcnt that if r>r"', theu Ille tJlrcc critical
points 0, p, and (I nre unstablc critical points. A natural question to ask is what
OIC orbits ofsolutions look like whcn r>r*. FollowingLorcnz, we wiIJ Iel (1=
10 and b = 8/3 (which mcans that (1)IJ + I), soOlnl r'" = 470/19..24.74. 11lc
family ofLorcnzsystems in which (1 10, I) 8/3, and r> J will be callcd OIC
Lorenzfamily. Since p and (I becomeunstablc whcn r passes Olrough r"'. it
282
CIIAl'rER SYSTEMSGFIIIH"ERENTIALEQUATIONS
follows IIll1llhe I.orcnzfalllily 1I hifurcalioll al r.
To he able to visualize the hehavior ofsolutions of lllc I.orcm: system, let WI
follow Ule leadofLorenzalill fix r =28, so Ihal r>r, Since 1111 Ihree critical
ore unstable for Ulis valueof r, it is difricult 10 conjecture what the orbit of
an arbitrary solution llIighl look like,
Assume Illat the initial point ofa solution is ncar tlle unstable critical poillt
O. llieorbitis illustratedill rigllre5.15. Todescribe the dynamicsorUle orhit, we
z
/
x
LorenzatlmclOr
Figure5.15
observe that atlirstUIC three coordinates x, y, and z grow rapidly. Similarsigns
of x and y indicate that wanner nuid is rising and colder Iluid is sinking. When
eOIlVeCUOII becoll\c!! Rtrong enough, there III a rcvetllnl, In which wnnller nnid rise:;
ahove Ule colder nuid at Ule lop; Ule signs of y lind x change. After the orbll
cOllies close enough to p (the dot wiUI positive x and y coordinates, around
which the orhit circles), it spinals outward until it is deneclcd toward q (the olJler
dol),and onceagainspimlsoutwarduntil recapturedncar I" This process continues
IlIdcl1nllely. ColorPilltc2givMa colorrendition of1\11 mhil in I.menl". nllmclur.
The surface on which theorbit resides Is Ule n\lrm:lnr AI. of the
Lorenz system, called UIC Lorenz aUrlldnr. It lIIay IIppear that AL lies ill 1\
single rlane,huttlmt isnot quite truc. III facl,each lillie UIC orbitspiralsamund UIC
critical point I) (or q), ill.mvclsonadirfercntleaf, ncverrelracing Its steps. It has
beenshownIhal dilll, AI . .. 2Jl7. 'Illisdell\()nstrlllcs that the a\lraClordocs not lie in
f
H TIlELORENZSYSTEM 283
a single pl:lIIe. lind that it is n strange attractor. The fact that liny differences in
initilll conditionscan lead to fardifferentvaluesafteraperiod of timemeallsthall.he
atLractor is chaotic. TIlis sensitive dependence led Lorenz to give the tillc
"Predictahility: Does Ule Hapofa Butterfly's Wings in Brazil SetOffaTornado in
Texas"for an address to the American Association for UIC AdvancementofSciences
in 1979. TIle tille, along with the shape of the Lorenz atLractor, has led to llle
nickname butternyeffectfor Ule Lorenz system and ilS altractor.
Lorenz system hasbeen widely studiedduring the pasttwo decades, and
.,.. various ofllie syslcm have been located for values of r much larger
- Ulan 28. 'Wewill say thatan orbit is oftype ab
2
if it spimls around one crilical
point once (thus Ule single a) and around another critical point twice (thus the
nppearanceof Francheschini (1980) hall Identifieda Slable abl-orbilwhen r-
100.75 (Figure 5.16(a,which representsaslableperiod-3 orbitbecauseofthe three
loops. lr r is lowered to 99.65, there is a stable a
2
ba
2
b-orbit (Figure 5.16(b)),
which representsastableperiod-6orbit. Thusperiod-doublinghasoccurred. In fact.
as r decreasesfurther, thereis aperiod-doublingcascadethaI tenninalCswhen r is
approximately 99.24. Franceschini found tllat Ule ralios ofsuccessive bifurcation
pointsapproachUIC Feigenbaum constant,which is approximately4.67.
140
120
eo
00
'20 o 20
-20 o 20
(a) (b)
FigureS.16
Conclusion
'nlesystem that Lorenzintroduced to UIC world Ulirty years agohas promoted
a vast amounl ofresearch. In 1982Colin Sparrow published lhe book The Lorenz
lJIjilfcations, Chaos, and Strange Attractors, which contains virtually
everyUling anllounced in thissection, plusagrealdeal more. Ilowevcr, therearcstill
open questionsconcerningUle Loren1.system,as thereareinchaoticdynamics.
One might say Uml llie appearanceofUle Lorenzsystem Ulirty years ago was
Ule catalystformodemresearchin chaoticdynamics,and for llleemergenceofavast
--
iii
ZR4 OIAI'fER 5: SYSTFMS 01'IlIFH:RENnAi.EQUA'110NS
nwnberofapplicationsofchaoticdynamicsindivergentfields. Itwillbeinteresting
to seehowtheareaofchaoticdynamicsgrowsandisappliedinthenextI1liny years.
EXERCISES 5.4
I. Let f (0) "'" n"a - 2(1 +a
2
)'. Show that f (If'.,fi) == 27n"/4 is Ille minimulIl
valueof f.
2. Supposethat X isa solutionofthe Lorenzsystem and Ilmt X(O) lieson Ille
Zaxis. Show I1mt Ille entireorbitliesonIlle zaxisand III at lim
Hoo
X(I)=o.
3. Showthat when viewed from above. Ille orbil'> revolvingafound the zaxisdo
soin aclockwisedireclion.
4. Let , > I. ShowI1mt theeigenvalues of Ao satisfy - A
2
> A\ >- A3 ifand
if ,>I+b(O"+ 1+1))/0".
5. Let a; b. and , be fixed. Show that Ap :Uld Aq have the sallie
characteristicequation.andhenceIllesamceigcnvalues.
,",'
6. Let,> 1. Show that the Lorenzsystcm is aimosl linearal I). willi assoc-
iatedmalrix givenby(6).
7. Show llial Ihe eigenvalucsof A, satisfy (7).
;)j,t,
8. Showthai if(7)hascomplex rOOl... I1len Ille real foot mllst benegative. (mill:
If a +;fJ isonecomplex root, tllen a - ifJ isasecondcomplex root.)
9. a. Show I1lat Ihe characleristic equation of Ap has two rcal roots if and
only if
...
d - bO" + b2 + 20" + 2b + I
, <
3b
b. Let 0"= 10 and b =8/3. Mild a numhcr '0 such that if L> To. thcn
....
twoofthceigenvalucsof A, are complex numhcrs.
10. Let a> 0 and C>O. Show Illat Ille equation :1,3 +0:1,2 +CA +oc 0 has
two pureimaginaryrools.
II. Finda valueof '0 sllch Illat A, hasapureimaginaryeigenvaluefor, '0'
12. Uscthccompulcr10 delcnninea period-doubling window in the i1llcrval 145
< r <166. Canyou sayanythingintcrcstingahoulllleperiodicorhil,,1
'"
APPENDIX
COMPurrER PROGRAMS
'Illc following lCII computerprogrmns are WriUCll In TRUEDASIC (Version
2.02). Wid have been tested on Ille Macintosh lIsi. Forothcrcompulers Ulere may
need 10 beminormodifications.
Program1: ITERATE
10 Inpul M. x. n
20 Por i =I 10 n
30
LCI x =M"'x"'(1 - x)
40 Print i;x
50 Next
60 End
rmRATEcomputesandprints the inilial n iteratesof QJl' Weneed (0selcctIlle
paramcterJ1 (designated hy M). inilial point x. and Ilumber n ofiterales to be
evaluated.
2RS
-Qjijjil"">lk\Iii8!:;;; ...__,
186 APPENDIX: COMPUfER PROGRAMS
Program2: NUMBEROFITERATES
10 Input M .t, p. d, n
20 For ;=1 to n
30 Let x==M"'x"'(I-.I)
40 l>rint x
50 Ifnbs (x - p) <d then goto80
60 Next i
70 Print
80 End
NUMDER OF rmRATEScompulesIhe itemtesof Q until an iterate is within d
p
of p. Weneedtoselecttbeparameter J1 (designatedby M), initial poilll x, fixed
pointor periodic point p. Ule maximum ullowed distance d between thedesired
ileratcand p. andmaximumnumber n ofitcratcstobecvaluated.
API'NOIX: COMPlfl1lRPROGRAMS
287
Program3: PLOT
10 Setwindow - .2.2,- .1. 1.5
20 Dim pointsl (60.2)
30 Dim points2(60.2)
'" 40 -tnput M
50 telfI-+:: 60
60 Let inq=lin
70 Plot lines: - .1, 0; 1.1, 0
80 Plotlincs: O. - I; 0, 1.1 fi
90 PlotIincs: 0, 1; .1, I
100 PlotIiues: I, 0; 1,.1
110 For i = 1 to n
III
120 Lct X= (i I)"'incx
130 Let pointsl (i,1) =x
140
Let points1(i,2) =M"'x"'(l - x)
!Ii
150 Let points2(i,l) x
160 Let poinls2(i,2)== x
17() Next i
II
180 Mllt plotlines: points1
190 Matplot Iilies: points2
200 End
PLOT pIOL'> 60 points on Ule graph ofthe function Q :md the line y == X, rult.l
II'
p
conncctsthe plouedpoints. WeneedtosclectUIC parameter J1 (designated M).
API'ENIJIX: COMI'ITmR PROf;RAMS
Program 4: BIFURCATION
Input j.n, p. q
Set window p. q. 0.1. 1.1
30 Plollines: p. 0; lj.O
) For M =P 10 q step 0.001
o Let x = .5
60 Por i I to j ... ,i
,0 Let x =M"x"(1 x)
o If i > j then plot M. x
90 Next
'00 Next M
.10 End
1IPURCATION plotslhe birurcationdiagrrun oflhequadraticfamily (QJlI for J1
in [po q] by increments of 0.00I, llsing iterates from \lIe U+ l)stitemte to the nth
iterateof 5. We need toselect the valuc..<; of j. n, p, and q.
APPENDIX: COMPU'IllR PROGRAMS
289
Program 5: HENON
10 Setwindow - 2. 2,- 1.5. 1.5
20 Plol lines: 1.5, 0; 1.5, 0
30 PIOI lines: 0, 1.5; 0, 1.5
40 Plotlines: I, 0; I, .05
50 PIOI lines: 0, I; .05, I
60 Input 0, x, y
70 POt i = 1 to 5000
80 Lel v= l-o"x"x+)'
90 Let w = (.3)"x
100 Let x =v
110 LeI y:: W
120 Hi>50 then plot x, y
130 Next
140 End
JlENONdrawsUle 1I(!lloll auraclor of H (.3) It plots from the 5Ist iterate of \lIe
o
initial point (.t, y) to Ule 5000lh iterate. Weneed toseleclthcparruneler 0 and the
initial point (x, y).
' ~ ' ~ ' ' ' ' ' ' ~ ' ' I ' - , ~ ~ , , .
--
290 "!,I'ENI,IX: COMI'HlH! I'R()(Ht"MS
Program6: .JlJUA
10 SCI window - 2.8, 2.8, 2. 2
20 Inpul G, I,. x, y, n
30 For i=I 10 n
40 Let /I=: X - G
50 Let v=y- b
60 If /I 0 then let 1= 3.1415912
70 rr /I >() then leI 1= HIll
80 If II <0 tJlen leI t=3.14I5!) +alII (\'1,,)
90 \.('1 r:c sqr(II"'1I+
100 LeI 1= 112 +int(2*rnd}"'3.141Y)
110 LeI r sqr(r)
120 LeI x r*COs(l)
130 I,el y"'"r"'sill(l)
140 If i < 100 Ihcn J!.o 10 170
I 1'101 x.'y
160 1'101 x, - Y
170 Next
180
11 JI JAplols IJle JuliascI for e=G +ill. Let +e=w. Thelllibackward
ileraleor Ii' is z suchUmtz=vw-c or e. w=x+iy. Ifll=x
- G and v "')' h. Ihcn z=: VII+iv. In lillcs (i()90 we write 1/ +iv in irs
polar rOnll /pi'. In lines we ntm]olllly choose olle ofthe twosquaremob
of II +iv. Disregarding the firsl 99hackwanl iterales(line 140), Ule progrmnplots
tllc IOOtJl iterate through the11th iterale. Symmetry is used in line 160. We need lo
seleCI G and II (ror e), Ule initial point (x, v). and the nUllifier n ofilerates 10
he
,
APfNDZX: COMfVIERPROGRAMS 291
Program7: MANDELBROT
10 Set window - 2, I, - l.l.1.1
20 Lct incx 11300
30 Let iney= 11400
40 -"or j =0 to 400
50 Far j = 0 to 900
60 Let s=-2+rincx
70 Let t =0+j*iney
80 Let x s
90 Let y I
IOO For k= 1 to 80
110 Let z=xx y*y+s
120 Let w=2*xy+1
130 Let v=z*z+ww
140 If v>4 Ulen goto200
150 Let X=Z
160 Let y=w
170 Next k
180 Plot points: s,t
190 Plot points: s, - t
200 Next j
210 Next
220 EJJd
MANDELDROTdraws !lIe Malldelbrot set It uses llie synunetry ofUle setabout
Ule x axis to draw llie poinL<; below llie x axis (line 190). 100 program analYls
iteratesof z=0 for Bc(z)=Z2 +c, where c isin [- 2, IJ x [0, IJ. Thenumber c
begins at llie point (- 2. 0) and is altered, willi llie first coordinate increasing in
increments of 1/300 and Ule second coordinate III IIIcremcuLs of 1/400. III llie
program, iftJ1C first 80 iterates are no more than 2 in abSOlute value, llien c is
plotted.OtJlerwisec is notplotted.
293
2n APPENnlX' COMI'!rrER PRO(;RAMS
!
Program8: ITERATED FUNCTIONSYSTEM
10 SCI window - .5, I.t), ,- ,I, 1.4
20 Inpul x. y. n
30 ror i=1 10 n
40 LeI P= 3"'md
50 IfP< I tilen go10 100

60
If " <2 thengo10 130
70 LeI X= ,5".1'
80 LeI y== .S"'y
'"
90 Goto 160
100 LeI x= .5"x+.5
110 Let y== .s"y
120 Go10160
130 LeI x::: .5"x+ .25
..
140 I.el y::: .5"y+.5
150 Go10160
160 If i> 100 I1lell plol X,J
170 Nexl
180 End
..
,.
RJNCnON plolstlleilerales in the itermedFunClion Syslem
givenbyI1lme funclions I1lal arcdefinedinlines70-80, 100-110,and 130-140. For
each k, oneofI1le Ihreegiven functions ischosennlndomlyby lines40--60. and the
..
kl1l itemIe of tile inillal poilll (x, y) is piolled. 'Ille resulting figure is I1le
Sierpinski gasket. We need 10 selecl I1le initial poinl (x. y), well-a'! Ure total
number n ofilermes10 beevalualed.
......
APPENDIX: COMPlJmRPROGRAMS
Program9: FERNLEAF
10 Set window: - 14. 14.- 1,22
20 Input x,y, n
30 ror i J to n
40 LeI fI = 100"rnd
50 If P<85 Ulen goto 1J0
60
If " <92 then go 10 140
70
If " <99 then go10 17()
SO
Let x'"0
90 Let y:= .17"y
J(X)
Go to 190
110 Let x = .S5"'.\' + J)4"'y
120
LeI y =- J)4"'x+.8Sy+3
130 Go to f90
14{)
Let x=.2"'.1' - .2o"'y
150
Let y = .23"x+ .22"y+ 1.4
160 Go to 190
170
LeI x=- .25*x+ .2S"'y
180
LeI y = .26*x+ .24*y+ .4
190 Ifi> 100 then plOI x,y
200 Next
210 End
fo'ERN LEAP plots the iterates given by Ule four functions given in lines 80-90.
110-120, J40-150, and 170-180. TIle probability ofselecting each oftlle four
functions is given in lines 50-70. Notice I1lal approximately 85% ofthe time I1le
function in lines 110-120 will be chosen, and only aboul 1% of the time Ule
fUllction in lilies 80-90 will be chosen. We need to select tile initial point (x. y)
and the total numberofilemtes II to beevaluated.
294 APPENDIX: coMPtm,R I'ROORAMS
Program 10: CHAOS GAME
10 Set window --.4, 1.4, -.1, .8
20 Input AI, A2, B I, B2, CI, C2, x, y, rI
30 Por i = I to rI
40 Let p =3+rlltl
50 If P < I then go to 100
60 If P < 2 thclI go to 130
70 Let x::: (x -I- A 1)12
80 Let y (y + A2)12
90 Go to 150
100 Let x =(x + B1)12
1I0 Let y =(y + 112)12
120 Go to 150
130 Let x (x + CI)I2
140 Lei y == (y + e2)12
150 If i > 50 then plot x, y
160 Next i
170 End
CHAOS GAME selects Ule midpoint of Ule line between a given point lUlll one of
three given points A =(AI, A2), B =(81, H2), lUld C =(CI, C2). Which of A,
B, or C Is chosen is random (lines 40-(0). 'Ille process continues, and eventually
yields a (deformed) Sierpinski gusket. The first 50 Iterates in Ule process arc ignored.
We need to selecl the three points A, n. IIlId C, Ule inltilll point (x, y), lind the
10lai number rI of itcrates 10 be eVllluated.
ANSWERS TO
SELECTED
EXERCISES
C-HAPTER"1
Section 1.1
l. n. 0.7390851332 b. 0.7390851332
c. 0.7390851332
3. They do; O. 739()X5 1332 5. 11lcy oscillate between 1/3 arId 213.
7. The limit cxists precisely whcn lal < I; then its value is b( I - a).
9. 2,(l946
II. a. Approximate zero of J: - 0.2554228711
b. Error message because I'(l ) =0
c. Overflow messnge
d. Approximllte zero of J: 0.2554228711
Section 1.2
I. O. 3; hoUI arc repelling 3. 0 is repelling; I is allmclillg
5. (J is repelling 9, b. No; /,(x) .. I if x", 0
11. No. because 1'(0) docs not exist
13.
a. p = bl( I - a); it is attracting if 101 < 1 alld is repelling if lal> 1
23. The illlcrvnl (- I, I) 25. l11c interval (- 0.5, 1.5)
IIJ-::\ . 1I,r;; ..
29.
n. - - - V 2 Is nltractmg, nnd - + - V 2 IS rcpelllllg
2 4 2 4
1 I,r;; 1 1,r;;
b. (----V2 --v2)
2 4 '2 4
31. a. AUracting
b. J(x) =Sill
2
X + X
Section 1.3
5. {O.5130445()<)5, O.7994554905}
7. II. 1/7 h. 1117 c. III J
11. Fixed poitlL';; 0 (IntI I; pcriod-2 points: 1/3 lind 2/3
13. 2"
~ S
-1
297
296 ANSWERSTOSI'LE,TFJ)
I I.r.;; I . I .r.;;
19. b=a+1 willi a ineilher (- - V 17, --)orm (0.-- V 11)
4 4 2 4
23. c. I(x)= - x
Section 1.4
I. n. Eventuallyperiodic h. Periodic
lI/ c. Eventuallyperiodic d. Periodic
e. Eventunllyfixcd
3. n. 30 b. 2182
1. n. Z' IJI" b.
f1
.}i!
II. n. 1
h. Ifx S 1, Olcn = I; if x>1, thell limn......, 00.
13. q,.. isnllmcling; 1',.. isrcpclling
ill
Section 1.5
3 I.r.;;
5. ,P(4-11)116 II. a. - +- V 11
2 2
...
Section 1.6
I. TangentbifurCl'ltiOIl 3. I; neither
5. llleimcrval isapproxinmtely (3.626. 3.635).
Section 1,7
1. a. Approximatcly3.89995
5. R. Let I havcdomain {O, 1.2.3.4), mullct 1(0)=0.1(1)_2/(2)= 1._
...
1(3)= 4, 1(4)=5. and 1(5)= 3.
b. No, byI1lc Li-YorkcTheorem
Section 1.8
1. - 1/2 1. a>1
9. ( IIYz.IIYz)
II. c. I d. No: SI(x) >fornn x ill (0, I)
f. 2-qc\e
13. I 15.
ANSWERSTOSElJlCffiOEXERQSES
CHAPTER2
Section 2.1
3. n. ACt) =In 2 if x is 1101 adyadic rational
b. 2 In 2
7. b. Inlp- 21
Section2.2
I. Bn =In. (0) for n=1.2...
1. a. x such Illal h(.t)=0 100 1000 10000...
13. a. 2/1', 41p. 611', ...(I' - 1}/p
Section2.3
1. [I/p- 1, IIpl
5. n. 0.165448 b. 0.292293
9. No. If II 0 Q
il
=Ii0 II WiOI " IinC3r. Olen h(x)=x or "(x) 1- x, ncil11cr
ofwhichis possible.
13. g,..(x)=f,.(x+x
p
) - x,..
Section2.4
5. a. Ncil1lcr
b. Totallydisconnectcd
1. D,,(C)== ( )" ;
Dn(C)=0
3
CHAPTER3
Section3.1
I. Nonnal Conn: ); eigenvalue I has eigenvector (:J; eigenvalue
1
-I haseigcnvector (_I IJ
298 ANSWERSTOsm.11C:mn IiXllRCrSI'.'"
3. Nonnalfonu: :); cigcnvalucsarc I+i and
5. a
2
+,) :?: 0 7. a == d and I,'"()'"c
Section 3.2
1- i
3. Eigenvaluc .!.. hascigcnvcctor ( I); cigcnvaluc 3 haseigenvector
3 ()
5. Eigcnvalue 2 has eigcnvcctor ( :); cigcnvaitrc 3 has eigcnvcctor
15. h. Ilmusthc.
Section3.3
(
112) (1/2)
I. fixcd poinls: I and _ 2 ; area-expandingal boUI
3. fixcd points: and arca-contractingat (::).arca-expandingat (;)
5. BOlh are repelling. 7. (::) is IIttracting; is repelling
9. No,since L[2
1
(v)=: 0 for all v
0) (1/12(1 e)l)
17. lind
13.
(
() 1
Section3.4
0.6314)
3. II. h. A= 1.9219 Illld )1 = 0.1559
(
0.1894
c. Eigenvector[or il is (_IJl); eigcllvcctorror II is (_IA)
1I(I-b)
7. n. h. Allrm:ting
(
b/(1 .- h)
r,
ANSWIlRSTOSELECTEUEXERCISES
299
.....,
c. Forcigenvalue Vb. an eigenvectoris ( I ); for eigenvalue - Vb.
Vb
ancigcnvcctoris ( )
-..Section 3..5
- .
3. h. Let x{= z.
c. X =...0.0'"
CHAPTER4
Section4.1
3. b. !:..L2 V3
.5
7. 1- e(r- I)(ln l)/r
Section4.2
for Ikl n; let x. =: 0 for Ikl>II and z.= 1 for Ikl >II.
and z:= .. 1.1...
"""
In 100 22146' 1--",..it is larger
. In 8
Section4.3
I'"
3. Itis.
Section4.4
121
3. F.1(x):= .t, == - + - x
L
3 - 3 3
300 ANSWERSTOSEI.I'.CTED
7. F;: 112 0 () 112 () {)
112 ()
0 1/2 0 112

112 0 0 112 1/2 112
9. fi: 1/4 () () 1/4 0 0
f;: 1/2 0 0 112 112 0

112 0 () 1/2 114 112
CHAPTER5
Section5.1
I. - 5. I; unstahlesaddlepoint
3. 2; stahledegeneratenode
5. - 5. - 2;Ilsymptoliolllystahlenode
7. - 2+2i. - 2- 2i; asymptotically stahlespiral point
9. I;unstnhledegeneratenode
II.1+ V6. 1- V6; unslIlhle (loint
dJ.
15. a. - == [
dl
dI I R
-=--Q -[
dl LC L
h. TrLCI2
c. Asymptotically stahle for all constallts; spiral point if 1,2 < 4L1C. and
node if R'>4UC
Section5.2
I. Almolit lincar; nJlymplolkallyJltllhle node ".
3. Almost linearat n. whichis an unstahlecritical puint
Almost linearat (:)); canllotlell ahout st.ability
Almost linearal ); call1lot tell aholll stahility (-0
1
5. Almost linear at n, which isan unslahlesaddkpoint
Almost linearal (:). whichisan asymptlltic"lIy stahkspiral point
ANSWEHS TOSELEnE))EXEHCISES 301
Almost linenrnt whichislin unsl/iblesnfJdle poinl
9. h. 0<<2
II. Critical poillts: ( noTr); if nis even,!lIen the critical puintis a saddle point;
jf II is odd. then !lIe criliClll point is a'lymptotic..'llly stahle. Itis a node ifa2
>4b. a spirnl pointif a2<4b. andisadegeneratenodeif a2== 4b.
Section 5.3
OJ
7. 0o=arcsin(- VLtg)
2
Section5.4
9. h. '0= 961
72
11. '0::: 0(1+b+
(1-b-1
d
Rt'.FERENCES 303
I
REFERENCES
I
System.f. and IJifilfcations Of Vector Fields, Springer-Verlag, New Yurk,
ArtMatrix,"FocusonFractals,"videotape, Box8RO. "hllca, New York 14850.
Bamsley,Michael, Fractals Everywllere, Academic Press,SanDiego, 1988.
Boyce, Willirun, ruld Richard Di Prima, Elementary Differential Eqllations and
lloltndaryVallie Problems, FourthEdition, Wiley,NewYork, 1986.
Buck, R. Creighton, Calwills, 'Illird McGraw-llill. New York,
1978.
Bur<.:kel, Robert B., An introdllction to Classical Complex Analysis. Volllllle I,
nirkhUuser, Switzerland, 1979.
Collct, Pierre,I1IllI Jean-Pierre Eckllll1nn, Mill'Sot/llteInten'alasDynamical
Systems, Birkhlluser, Boston, 1980.
Derridll, 13., A. Gervois,lUldY. Pomenu,"UniversalMetric Pr()pertiesofDifurclltions
of Endolllorphisllls," J. Physics A: Math. (Jen., 12 No. 3 (1979), pp.
269-296.
Devaney, Robert L., An Introdllction to Chaotic Dynamical Systems, Second
Edition,Addison-Wesley,Menlo Park,Califomia, 1989.
Devaney, Robert L., Cllaos, Fractals. andDynamics, Addison-Wesley, Menlo Park,
Cl1lirornia, 1990.
Douady, A., and 1. II. Hubbard, des polYllolllesquadratiquescomplexes,"
C.R. Acad. Sci. Paris 1,294(1982), pp. \23-126.
Du, Bau-Sen, 'The Minimal Number ofPeriodic Orbits or Periods Guarrulteed ill
Sharkovskii's'Illeorelll," Bull. Austral. Math. Soc., 31 (1985), pp. 89-103.
FlUlIlcr, J. \)oyne. Edwllrd Oil, and Jame!! A. Yorke, 'The Dimenl'ioll ofChaotic
AUmctors", Physicn71> (1983), pp. 153-180.
Falou, Pierre. "Sur les equatiolls rOllctionllelles:' Bull. Soc. MaUl. France 47
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INDEX
Ahsolulevullle, 205
Argument.206
AnlOld. V. L. 166
Asteroid hell, 93
Astronomical unit. 93
AUractor. 163, 2(X), 210, 221,264
chaotic. 174, 203
116non, 173. 199
Lorcllz. 282
strange,203
Tinkerbcll, 202
Axis
imaginary.205
rcal,205
D-Zchcmicalreaction.60
Jlamsley. Michacl. 197.221.225
Basinboundary,212
Basinofattraction, 16, 26
Belousov,Doris,60
Ilifurcntion, 33
diagram.52
fold,58
period-doubling. 56, 172
pitchfork. 56
point. 33
saddlc.58
L1ngelll, 58
BoI1A1no-WcicrSlnt<;s'1l1corcm.226
Borel, Emile. 99
Box. 189
n-dimcnsional. 188
firahc.Tycho. I
Bultcrnyeffect.2.92, 283
Cantor.Gcorg. 114
Cantorset. 116
Cantortemaryset. 114
Cardano,Girolamo.82
Cauchy. Augustin-Louis. 230
sequcnce.230
Ccnter, 255
Chaos,90
strong. 101. 122, 183
Chaosgame. 196
Characteristicequation.245
Codc,223
Conjugate, 104, 124, 143. 184
108. 143
Conjllnction. 93
Contraction, 193. 220. 234
ContrnctionMapping'Illcorclll,235
Convectioll,275
Critkal point. 242
asymptoticallystable. 246
slnble.246
unSlnblc, 246
Cycle. 21
limit, 264
Darboux's111corcm, 70
DeMoivre.AbralllUn. 207
DeMoivre's'1l1eorcm,207
Dcndrite,214
Detemlinarll, 129
Diagram
bifurcation. 52
orbit. 55
Differential. 155
Dimension
box, 190
c.1pacity. 190
fmctal,190
Distance. 121. 144, 182,229
Douady. A. 215
Dyadicrational.26. 39
Dynamicscomputerprogram,200
DynamicsofII family. 30
Eigenvalue. 131. 141
complex. 132
ofa linearfunction, 141
Eigcnvector, 131
Electrocardiogram,27.204
3115
306 INDEX
Family
cxponelllial,30
Lorcn7.. 2RI
onc-parruncler,30
lJUlu.lmlic, 30
sinc, 30
lenl, :10
Falou, Pierre, 213
Fatoudust,213
Feigenbaum,Milchell, 50
FeigcnbaulIl
COUSIUIII, 50, 173
IIlJlJlher, 50
Fern, 225
Fixedpoillt, II,209
lIttrucung, 14, 145, 158,209
Ilttrucling-rcpclling,21,31
cvcnlulIlJy, 17
hyperbolic, 161
non-hyperbolic, 161
repelling, 14, 147, 158. 209
FoclIs.254
Fmclal. 191
Frnllcesdlilli, V, .2R3
Fnnctlon
arfine,222
area-conlracting, 157
area-expanding. 157
baker'll,26, 162, 163
chaolic,l)O
cOlllplex. 208
conjugate, 104, 124. 184
continuolls, 122
coordinate, 155
linear, 138
IinearlycOlljIIgatc, 108, 143
one-to-one,98
onto. 99
strongly chaotic, 101, 122
Icnt, 17
trrulsitive, 96
FundamcntalTheoremofAlgebm,209
Garfinkel,Alan,204
lUlalysis.I)
Ilausdorff,Felix,221)
11;1Il'\tI,dr distann',229
lIei...:,Edumd,1)<)
Ileinc-Borcl'1l1corelll,99
Michel, 167
altractor, 173, 199
Homcomorphism, UH, 123
lIollloclinic point, 185
JJubhanl,John,215
Indllctivestep, 15
Inillnl(:I)u(\ilinll, 241
hliCllnclliatc VulueTllclIlCIll, 62
Invariant line, 141
Invariant 147
Invcrse
ofII lincarfunctiun, 142
ofa matrix, 128
Hemtc,6
Iteratcdfunclionsyslem,221
Jacobilln, 157
1I1alrix, 155
JeHl'lell, Calsun,61
Jlllia, Gaston, 78, 212
jUliaset, 212
filledin, 215
Kepler,JOIIlUlllCS, I
Kirkwood, Dalliel.93
Kirkwoodgap,93
Lllw ofinduction, 15
Li,Tien-YiClI, 62
Li-Yorke'1llcorcllI. 65
I.incardiffercnti:llclillalion,243
genera)solUlioll of,243
Lorcllz, Edward,2,91,276,277
Lorcllz
nttmctor,282
frunily, 281
system, 276
r.RCc:ircult, 257
Lyapunov, A. M., 87
Lyap.tnov
dimension,201
eX[lQllCnt, 87
number,200
Mandclbrot.Bcnoit, 191,215
....Mnndelbrotsel,215
Mnnifold
-
- . loelil' stable, 160
local wistablc, 160
Mup, 1&1
cul,166
1 167
horseshoe, 177
leftshift, 122, 183
lincar, 138

associaled,244,258
diagonal, 128
idcntity, 128
inverse, 128
invertible, 128
Jacobiall, 155
IIlmllllr, 132
similarily, 132
Maximum-MinimumThcorem, 62
MeanValue11lcorem, 11
Mengersponge, 195
Metric, 121
Metricspace, 121
complete,231
Modulus.205
II-cycle,21
Ncwlon.Isaac, I
Newtonmethod,7
Ncwton-Rllphsonmethod,7
Nodl:
asymptolicallystable,247
dcgellemte,250
unstable, 247
One-to-onecorrespondence, 118
INDEX JtJ
Orbit, 6.241
diagrJJu,55
periodic,21
(htledl"A:, V, t,201
!',muncler,30
Parrunetrizcdfrunity offUllctions, 30
Pcndulum,267
syslem, 267, 269
Period-II point.21
Pcrlodicpoint,21
attracting,23
evelltually,25
repelling, 23
Phuscpbmcportrait,269
PilUle
complelt.. 205
Henri. I,91, 240
'"
TIlcorcm,264
Point
asymptotically stable, 14
bifurcation, 33
critical,242
equilibrium,242
fixed. II,209
hOlnocJinic, 185
periOd-II, 21
saddle, 150,159,249
sjliral, 254
stationary, 242
Polarfonn, 206
Portrait, 148,247,269
!'!
PrandUnumber,277
RandomileratioualgoriUun. 222
Raylcigh,Lord,276
Raylcigh number, 276
ResomUlce, 93
Saddlepoint. 150. 159.249
Scale. 190, 191
SchwarL,Hermann.7I
SchwarLianderivative.71
Scnsitivedependence,84
oninitialconditions. 84
:\08 INI.JEX
Sequence
backward, 180
bi-inflllite, 181
Cauchy, 230
convergent. 144, 206
Fibonacci, 166
finite. 97
forward. 179
99
repeating.98
two-sided. 181
Set
bounded,206
Cantor. 116
Cnnlorlemary, 114
dOlled. 115. 206
countable, 116
dense,96
invariant. 147
Julia, 212
Mandelbml,215
p<'rfect, 115
self-similar. 194
totallydisconneclcd, 115
uncountable, 116
Sharkovsky. A. N.,67
Sharkovsky
ordering.67
Theorem,68
Sicrpinski. Waclaw, 192
carpet, 13R. 19'1, 225
192, 220
Similarity, 193
constant, 193
matrix, 132
Singer, David,71
Singer'sTheorem,17
Sink, 158
Smale. Slephen. 177
Solution
I1symptolicallystable, 246, 247, 258
illdq)(,lIdelll,7A5
jp;utrallj'J>t.aVJc 279
Solulion(continued)
sUlble, 246. 258
star, 250
unstable, 246, 247, 258
7.em,244
Source, 158
Spiral point, 254
Stableand Unslnble Manifold
'111corem, 159
Starsolution, 250
Slrongchaos, 101, 122. 183
Symbolicdynamics. 101
System
aimosl linear, 258, 260
mlltrix of,244
llulononlOUS, 258
auxiliary.258
crilical pointof, 242
initial condition of. 241
Lorcn7.., 276
ofdiffercntial cqualions,241
pendulum, 267, 269
solution of, 241
'nlfcc-bodyproblem, 1
Timeseries,26
Trajeclory.241
Triangleproperty.206
Union. 220
Univers.11conSlnnl. 50
VIIn Buskirk.Robert,61
van dcr1'01equation.266
Verhulst. p, r .. 41
von Koch, Helge, 195
von Koch
curve. 195,224
snowflllkc, 197
Wisdom,Jack,94
Yurke, Jallles, 62, 7JX), 202
l'.Jt<thvtlllyJ:li, AuulvJ, (/J
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