Back to Chaos: Bifurcation and Predictable Unpredictability

Category: Chaos • Chaos • Fractals • goodmath
Posted on: October 20, 2009 10:20 AM, by Mark C. Chu-Carroll


So I'm trying to ease back into the chaos theory posts. I thought that one good way of doing that was to take a look at one of the class chaos examples, which demonstrates just how simple a chaotic system can be. It really doesn't take much at all to push a system from being nice and smoothly predictable to being completely crazy.


This example comes from mathematical biology, and it generates a graph commonly known as the logistical map. The question behind the graph is, how can I predict what the stable population of a particular species will be over time?


If there was an unlimited amount of food, and there were no predators, then it would be pretty easy. You'd have a pretty straightforward exponential growth curve. You'd have a constant, R, which is the growth rate. R would be determined by two factors: the rate of reproduction, and the rate of death from old age. With that number, you could put together a simple exponential curve - and presto, you'd have an accurate description of the population over time.


But reality isn't that simple. There's a finite amount of resources - that is, a finite amount of food for for your population to consume. So there's a maximum number of individuals that could possibly survive - if you get more than that, some will die until the population shrinks below that maximum threshold. Plus, there are factors like predators and disease, which reduce the available population of reproducing individuals. The growth rate only considers "How many children will be generated per member of the population?"; predators cull the population, which effectively reduces the growth rate. But it's not a straightforward relationship: the number of individuals that will be consumed by predators and disease is related to the size of the population!


Modeling this reasonably well turns out to be really simple. You take the maximum population based on resources, Pmax. You then describe the population at any given point in time as a population ratio: a fraction of Pmax. So if your environment could sustain one million individuals, and the population is really 500,000, then you'd describe the population ratio as 1/2.


Now, you can describe the population at time T with a recurrence relation:

P(t+1)= R × P(t) × (1-P(t))

That simple equation isn't perfect, but it's results are impressively close to accurate. It's good enough to be very useful for studying population growth.


So, what happens when you look at the behavior of that function as you vary R? You find that below a certain threshold value, it falls to zero. Cross that threshold, and you get a nice increasing curve, which is roughly what you'd expect. Up until you hit R=3. Then it splits, and you get an oscillation between two different values. If you keep increasing R, it will split again - your population will oscillate between 4 different values. A bit farther, and it will split again, to eight values. And then things start getting really wacky - because the curves converge on one another, and even start to overlap: you've reached chaos territory. On a graph of the function, at that point, the graph becomes a black blur, and things become almost completely unpredictable. It looks like the beautiful diagram at the top of this post that I copied from wikipedia (it's much more detailed then anything I could create on my own).


But here's where it gets really amazing.


Take a look at that graph. You can see that it looks fractal. With a graph like that, we can look for something called a self-similarity scaling factor. The idea of a SS-scaling factor is that we've got a system with strong self-similarity. If we scale the graph up or down, what's the scaling factor where a scaled version of the graph will exactly overlap with the un-scaled graph/


For this population curve, the SSSF turns out to about 4.669.


What's the SSSF for the Mandelbrot set? 4.669.


In fact, the SSSF for nearly all bifurcating systems that we see, and their related fractals, is virtually always exactly 4.669. There's a basic structure which underlies all systems of this sort.


What's this sort? Basically, it's a dynamical system with a quadratic maximum. In other words, if you look at the recurrence relation for the dynamical system, it's got a quadratic factor, and it's got a maximum value. The equation for our population system can be written: P(t+1) = R×P(t)-P(t)2, which is obviously quadratic, and it will always produce a value between zero and one, so it's got a fixed maximum. value, and Pick any chaotic dynamical system with a quadratic maximum, and you'll find this constant in it. Any dynamical system with those properties will have a recurrence structure with a scaling factor of 4.669.


That number, 4.669 is called the Feigenbaum constant, after Mitchell Fiegenbaum, who first discovered it. Most people believe that it's a transcendental number, but no one is sure! We're not really sure of quite where the number comes from, which makes it difficult to determine whether or not it's really transcendental!


But it's damned useful. By knowing that a system is subject to recurrence at a rate determined by Feigenbaum's constant, we know exactly when that system will become chaotic. We don't need to continue to observe it as it scales up to see when the system will go chaotic - we can predict exactly when it will happen just by virtue of the structure of the system. Feigenbaum's constant predictably tell us when a system will become unpredictable.

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