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Chaos and the Logistic Map

PHYS220 2004
by Lesa Moore
DEPARTMENT OF PHYSICS

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Different Types of Growth
Arithmetic Growth
y = 2x + 10
0
10
20
30
40
50
60
70
0 5 10 15 20 25 30
x
y
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Quadratic Growth
y = x
2
- 2E-13x
0
200
400
600
800
1000
1200
0 5 10 15 20 25 30 35
x
y
(
x
)
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Cyclic Growth & Decay
-1.5
-1
-0.5
0
0.5
1
1.5
0 1 2 3 4 5 6 7
x
y
(
x
)
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Geometric Growth
y = e
0.4055x
0
5
10
15
20
25
30
35
40
45
0 2 4 6 8 10
x
y
(
x
)
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A Population Example
Every generation, the population of fish
in a lake grows by 10%.
N
n
is the population of generation n.
r=1.1 is the constant growth rate.
The difference equation is: N
n+1
=rN
n
.
The population sequence for N
1
=100 is:
100, 110, 121, 133, 146, 161,
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The Analytical Solution
The rate of change of population N is:


Separating the variables:
And integrating both sides:

dt
N
dN
o =
t
N
N
dt
N
dN
t N
N
o
o
=
|
|
.
|

\
|
=
} }
0
0
ln
'
'
'
0
N
dt
dN
o =
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Final Steps
Exponentiating both sides:



Yields:

This example exhibits geometric growth and
the analytic solution is an exponential
function.
t
e
N
N
o
=
|
|
.
|

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

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



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


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

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

?
Consider a population N and saturation level K
such that 0 N K.
Also introduce a variable x where:



Think of x as a fraction of possible population.

K
N
x
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e.g.
Suppose that for Australia, K = 100,000,000.
If the current population is N
n
= 20,000,000
then:



Of course, 0 x
n
1 always
and the remaining capacity is 1 - x
n
.
2 . 0
5
1
= =
K
N
x
n
n
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The Logistic
Difference Equation
Assume that the growth rate is not constant
but proportional to the
remaining capacity:
Growth rate term is now r (1-x
n
).
For small x
n
growth rate is ~r.
For large x
n
growth rate is ~0.
Population from generation n to generation
n+1 is given by: x
n+1
= r (1-x
n
)x
n
.
n
x r 1
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What is r ?
r remains as a parameter in the growth
rate term {r (1-x
n
) }, but r itself is a
variable.
Its lower bound is zero (if r=0,
population goes straight to zero; r<0 as
cannot have a negative population).
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The Growth Rate Term
If you multiply existing population x
n
by
1, you get back the same population
(stable).
If r (1-x
n
) < 1, the population will
decrease.
If r (1-x
n
) > 1, the population will
increase.
Is there an upper bound to r ?

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Lets try r=1.5
Growth rate is 1.5(1-x
n
)
r = 1.5, N(0)=0.1, x(0)=0.1
0
0.5
1
1.5
2
2.5
3
3.5
4
0 1 2 3 4 5 6 7 8 9
Generations
P
o
p
u
l
a
t
i
o
n
Geometric (N)
Logistic (x=N/K)
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Population reaches equilibrium
When the growth rate is equal to 1.5
times the remaining population,
saturation pushes the population into
equilibrium at x=0.33.
Is equilibrium a normal condition for all
values of r ?
We have used an initial population
fraction of x
0
=0.1. What if we change
the initial population?
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Next try r=2.8
Growth rate is 2.8(1-x
n
)
r = 2.8
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0 5 10 15 20 25
n
x
(
n
)
x(0)=0.1
x(0)=0.2
x(0)=0.3
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An Attractor
It appears that no matter what initial
population x
0
we start with, the
population reaches the same
equilibrium value (after transients die
out) for r=2.8.
When a population settles like this, for
any starting value, the eventual
behaviour is known as an attractor.
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r=3.14
Growth rate is 3.14(1-x
n
)
r = 3.14
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0 5 10 15 20 25
n
x
(
n
)
x(0)=0.1
x(0)=0.2
x(0)=0.3
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r=3.45
Growth rate is 3.45(1-x
n
)
r = 3.45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 5 10 15 20 25 30 35 40 45 50 55
n
x
(
n
) x(0)=0.2
x(0)=0.3
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r=3.45
4-cycle
r = 3.45
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 5 10 15 20 25 30 35 40 45 50 55
n
x
(
n
)
x=0.2
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r=3.8
Growth rate is 3.8(1-x
n
)
r = 3.8
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 20 40 60 80 100
n
x
(
n
) x(0)=0.2
x(0)=0.3
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Attractors
r = 2.8 r = 3.14 r = 3.45 r = 3.8
equilibrium 2-cycle 4-cycle aperiodic
constant oscillates oscillates appears
random
Attractors have different behaviours and
values depending on value of r.
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Mapping the Attractor
It can be shown mathematically that
r=4 is a limit for this model.
Can we create a map in Excel

that
displays the long-term behaviour of the
attractor for 0 r 4 ?
For each r, we can plot a sequence of
values of x
n
for large n (after transients
have died out).
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The Spreadsheet Formula
1
2
3
4
5
6
A B C D E F
n r 0 0.1 0.2 0.3
0 x(0) 0.1 0.1 0.1 0.1
1 =C$1*(1-C2)*C2
2
3
4
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Fill the Spreadsheet
1
2
3
4
5
6
7
8
A B C D E F
n r 0 0.1 0.2 0.3
0 x(0) 0.1 0.1 0.1 0.1
1 0 0.009 0.018 0.027
2 0 0.000892 0.003535 0.007881
3 0 8.91E-05 0.000705 0.002346
4 0 8.91E-06 0.000141 0.000702
5 0 8.91E-07 2.82E-05 0.00021
6 0 8.91E-08 5.63E-06 6.31E-05
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1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
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23
24
25
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27
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29
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31
32
33
34
35
36
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38
39
40
41
42
43
44
45
46
47
A B C D E F G H I J K
n r 0 0.5 1 1.5 2 2.5 3 3.5 4
0 x(0) 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1
1 0 0.045 0.09 0.135 0.18 0.225 0.27 0.315 0.36
2 0 0.021488 0.0819 0.175163 0.2952 0.435938 0.5913 0.755213 0.9216
3 0 0.010513 0.075192 0.216721 0.416114 0.61474 0.724993 0.647033 0.289014
4 0 0.005201 0.069538 0.254629 0.485926 0.592087 0.598135 0.799335 0.821939
5 0 0.002587 0.064703 0.28469 0.499604 0.6038 0.721109 0.561396 0.585421
6 0 0.00129 0.060516 0.305462 0.5 0.598064 0.603333 0.861807 0.970813
7 0 0.000644 0.056854 0.318233 0.5 0.600959 0.717967 0.416835 0.113339
8 0 0.000322 0.053622 0.325441 0.5 0.599518 0.607471 0.850793 0.401974
9 0 0.000161 0.050746 0.329294 0.5 0.60024 0.71535 0.444306 0.961563
10 0 8.04E-05 0.048171 0.331289 0.5 0.59988 0.610873 0.864144 0.147837
11 0 4.02E-05 0.045851 0.332305 0.5 0.60006 0.713121 0.410898 0.503924
12 0 2.01E-05 0.043749 0.332818 0.5 0.59997 0.613738 0.847213 0.999938
13 0 1.01E-05 0.041835 0.333075 0.5 0.600015 0.711191 0.453051 0.000246
14 0 5.03E-06 0.040084 0.333204 0.5 0.599992 0.616195 0.867285 0.000985
15 0 2.51E-06 0.038478 0.333269 0.5 0.600004 0.709496 0.402856 0.003936
16 0 1.26E-06 0.036997 0.333301 0.5 0.599998 0.618334 0.84197 0.015682
17 0 6.28E-07 0.035628 0.333317 0.5 0.600001 0.707991 0.465697 0.061745
18 0 3.14E-07 0.034359 0.333325 0.5 0.6 0.620219 0.870882 0.23173
19 0 1.57E-07 0.033178 0.333329 0.5 0.6 0.706642 0.393564 0.712124
20 0 7.85E-08 0.032078 0.333331 0.5 0.6 0.621897 0.83535 0.820014
21 0 3.93E-08 0.031049 0.333332 0.5 0.6 0.705423 0.481392 0.590364
22 0 1.96E-08 0.030085 0.333333 0.5 0.6 0.623404 0.873788 0.967337
23 0 9.82E-09 0.02918 0.333333 0.5 0.6 0.704315 0.385989 0.126384
24 0 4.91E-09 0.028328 0.333333 0.5 0.6 0.624767 0.829505 0.441645
25 0 2.45E-09 0.027526 0.333333 0.5 0.6 0.7033 0.494993 0.986379
26 0 1.23E-09 0.026768 0.333333 0.5 0.6 0.626008 0.874912 0.053742
27 0 6.14E-10 0.026051 0.333333 0.5 0.6 0.702366 0.383043 0.203415
28 0 3.07E-10 0.025373 0.333333 0.5 0.6 0.627144 0.827124 0.64815
29 0 1.53E-10 0.024729 0.333333 0.5 0.6 0.701503 0.500466 0.912207
30 0 7.67E-11 0.024117 0.333333 0.5 0.6 0.628189 0.874999 0.320342
31 0 3.84E-11 0.023536 0.333333 0.5 0.6 0.700703 0.382814 0.870893
32 0 1.92E-11 0.022982 0.333333 0.5 0.6 0.629155 0.826936 0.449754
33 0 9.59E-12 0.022454 0.333333 0.5 0.6 0.699957 0.500894 0.989902
34 0 4.79E-12 0.02195 0.333333 0.5 0.6 0.630052 0.874997 0.039986
35 0 2.4E-12 0.021468 0.333333 0.5 0.6 0.69926 0.38282 0.153548
36 0 1.2E-12 0.021007 0.333333 0.5 0.6 0.630887 0.826941 0.519885
37 0 5.99E-13 0.020566 0.333333 0.5 0.6 0.698606 0.500884 0.998418
38 0 3E-13 0.020143 0.333333 0.5 0.6 0.631667 0.874997 0.006317
39 0 1.5E-13 0.019737 0.333333 0.5 0.6 0.697991 0.38282 0.025107
40 0 7.49E-14 0.019347 0.333333 0.5 0.6 0.632398 0.826941 0.097905
41 0 3.75E-14 0.018973 0.333333 0.5 0.6 0.697412 0.500884 0.353278
42 0 1.87E-14 0.018613 0.333333 0.5 0.6 0.633086 0.874997 0.913891
43 0 9.36E-15 0.018267 0.333333 0.5 0.6 0.696865 0.38282 0.314778
44 0 4.68E-15 0.017933 0.333333 0.5 0.6 0.633733 0.826941 0.862771
45 0 2.34E-15 0.017611 0.333333 0.5 0.6 0.696347 0.500884 0.473588
}
Only plot
data after
transients
have
died out
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The Logistic Map
0
0.2
0.4
0.6
0.8
1
1.2
0 1 2 3 3.1 3.2 3.48 3.553 3.59 3.69 3.79 3.89 3.99
r
T
h
e

A
t
t
r
a
c
t
o
r
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The Logistic Map
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 1 2 3 3.1 3.2 3.48 3.553 3.59 3.69 3.79 3.89 3.99
r
T
h
e

A
t
t
r
a
c
t
o
r
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The Logistic Map
The Logistic Map looks the same for all
values of starting population fraction x
0

(because the whole map is an attractor,
and we are looking at the long-term
behaviour).
But if we look at r=3.8, for example,
the values for x
0
=0.1 and x
0
=0.2 are
very different at later times.
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Sensitive Dependence on
Initial Conditions (SDOIC)
A small difference in the value of r or x
0

can make a huge difference in the
outcome of the system at generation n
(butterfly effect).
No formula can tell us what x will be at
some specified generation n even if we
know the initial conditions.
The system is unpredictable!!
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Stephen Hawking:
We already know the physical laws
that govern everything we experience
in everyday life It is a tribute to how
far we have come in theoretical physics
that it now takes enormous machines
and a great deal of money to perform
an experiment whose results we cannot
predict.
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CHAOS
The attractor branches into two, then four,
then eight and so on. The sequence follows a
geometric progression, but soon looks like a
mess.
Messy regions are cyclically interspersed with
clear windows.
Existence of period-3 windows implies chaos.
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Features of Chaos
Period 3 region.
Chaotic systems show self-similarity or
fractal behaviour.
SDOIC points that start off close
together can be widely separated at a
later time (also referred to as mixing).

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Period-Doubling
Constant > period-two > period-4 >
period-8 > > chaos >
Bifurcations mark the transition from
order into chaos.
Bifurcations follow a pattern, occurring
closer and closer together, ad infinitum.
Look at their relative separations
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Measuring Feigenbaum's Number
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 1 2 3 4
r
r1
r3
r2
this length this length

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Feigenbaums Constant
Feigenbaums constant is:



The Feigenbaum point is at
r=3.5699456

... 10299097 6692016609 . 4 lim
1
1
=

n n
n n
n
r r
r r
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Universality in Chaos
Feigenbaums number is observed
in all chaotic systems.
Measured in physical systems:
Dripping taps.
Oscillation of liquid helium.
Fluctuation of gypsy moth populations.
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Another Chaotic System
The logistic map is a quadratic map in
one dimension the one variable is
x(r).
Chaos can involve multi-dimensional
systems.
An example is the mapping that
generates the attractor of Hnon.
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Attractor of Hnon
Make two columns, one for x and one for y
values.
Can choose (0,0)
as starting point.
Generate subsequent
rows using formulae:
Changing parameters
a and b will generate
different attractors.
10 / 3
5 / 7
1
1
2
1
=
=
=
+ =
+
+
b
a
bx y
ax y x
n n
n n n
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Attractor with parameters
a=7/5, b=3/10
Attractor of Henon
-0.5
-0.4
-0.3
-0.2
-0.1
0
0.1
0.2
0.3
0.4
0.5
-1.5 -1 -0.5 0 0.5 1 1.5
x
y
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The 3-lane feature
Attractor of Henon
0
0.05
0.1
0.15
0.2
0.25
0.3
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x
y
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Chaos is Everywhere
Perfect systems may be easily modelled
according to the laws of physics: with
the massless ropes, frictionless surfaces
and perfect vacuum of physics text-
book problems.
Real systems have friction, air-
resistance and physical variations that
make them unpredictable.
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Examples of Chaos
Laser instabilities.
Fluid turbulence.
Progression to heart attack.
Population biology.
Weather.
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Bifurcation = Branching
Branching is important for life:
Trees, but also blood vessels, nerves.
Clones are not identical:
Branches are not pre-determined;
DNA codes for branching capability;
Makes the code economical.
Non-living systems lightning,
snowflakes.
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Landmark Publications
Lorentz, Edward N., Deterministic Nonperiodic Flow,
J. Atmos. Sci. 20 (1963) 130-141.
Li, Tien-Yien & Yorke, James A., Period 3 Implies
Chaos, American Mathematical Monthly 82 (1975)
343-344.
Hnon, Michel, A two-dimensional mapping with a
strange attractor, Comm. Math. Phys. 50 (1976) 69-
77.
May, Robert M., Simple mathematical models with
very complicated dynamics, Nature 261 (1976) 459-
467.
Feigenbaum, Mitchell J., Quantitative universality for
a class of nonlinear transformations, J. Stat. Phys. 19
(1978) 25-52.
Mandelbrot, Benoit B., Fractal aspects of the iteration
of z z(1-z) for complex and z, Annals NY Acad.
Sciences 357 (1980) 249-257.
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Acknowledgements
This presentation was based on lecture
material for PHYS220 presented by
Prof. Barry Sanders, 2000-2003.
Additional References:
Peitgen, Jrgens & Saupe, Chaos and
Fractals: New Frontiers of Science, 1992.
Gleick, Chaos: Making a New Science,
1987.