Overview of Chapter Eight
This chapter covers some basic topics in discrete dynamical systems in
one dimension. The student is introduced to the idea of
iteration together with an overview of what happens when simple
functions are iterated. As in previous sections, a particular model
is highlighted throughout. In this chapter, it is
the discrete logistic model
Pn+1 = kPn(1-Pn).
The pace of this chapter is brisk and the level of sophistication assumed
is somewhat higher than previous chapters, especially in Sections 8.4
(Chaos) and 8.5 (Chaos in the Lorenz System).
One goal of the chapter is to introduce mathematical
topics that are both accessible to students at this level and quite
modern. Very few of our students have ever
seen a theorem of a living mathematician and have no idea that
mathematical research is ongoing. Topics such as chaos and the
bifurcation diagram are easy ways to overcome this myth.
(See also Sections 2.5 and 5.5 on
the Lorenz system and Section 4.5 on recent work on the Tacoma
Narrows Bridge.)
Section 8.1 gives definitions and develops graphical techniques for
plotting orbits.
Sections 8.2 and 8.3 deal with the calculus of fixed and
periodic points and bifurcations
respectively. A discussion of chaos is given in Section 8.4.
In Section 8.5,
we discuss the behavior of the Lorenz equations using a
one-dimensional model. The discrete logistic map appears repeatedly in
Sections 8.1-8.4.
Available Technology
There are many programs available on the web that help illustrate this
material. For the PC, one of our favorites is Rick Parris's
Winfeed.
The web site for the
Dynamical Systems and Technology
Project at Boston University
has java applets that compute orbits and histograms, perform
graphical iteration, and compute the bifurcation diagram.
8.1 The Discrete Logistic Equation
This section introduces the idea of discrete time systems and the
relation to iteration in one dimension. We discuss
graphical techniques for
displaying the iterates, including time series,
histograms, and the graphs of higher iterates of the function.
We also define and discuss fixed points.
Comments on selected exercises
Many of the exercises in this section can be done by hand, but others
(iteration of
cos x and
sin x, for example) require the use of a
calculator or computer.
Exercises 1-8 involve computation of the orbit of 0 for various
functions. Students observe orbits tending to fixed points, to
cycles, to infinity, and so forth.
In Exercises 9-21, students are asked to find fixed points and
periodic points of period 2.
Many of these exercises can be done by
hand. Occasionally the student must resort to looking at the graph of
the function or its second iterate to answer this question (as in the
case of ex,
sin x, or
-ex).
Exercises 24-35 involve experimentation with the tent map.
Exercises 36-39 consider the role of a parameter by studying the
one-parameter family F(x)=x2 + c. These exercises
foreshadow some of our
work with bifurcations in Section 8.3.
8.2 Fixed and Periodic Points
In this section, we study fixed and periodic
points. We classify
them as sources, sinks, or nodes. We also introduce
the process of graphical iteration
(the "web diagram").
Graphing calculators that possess the ability to produce web diagrams
are very useful.
Comments on selected exercises
In Exercises 1-11, the students find and classify
certain fixed
points.
In Exercises 12-17, the number 0 lies on a
cycle. The student must determine the period of the cycle and then
classify it as attracting, repelling, or neutral.
In Exercises 18-25,
students try to determine whether certain fixed points
whose derivative is either 1 or -1
are attracting, repelling, or neutral.
The students generally use the graphs of the function to
classify the cycle.
In Exercises 26 and 28,
the fixed points of certain one-parameter
families are considered.
Newton's method is studied as a discrete dynamical system in
Exercise 30. Newton's method also appears as
Lab 8.1.
8.3 Bifurcations
In this section, we consider
one-parameter families of maps and bifurcations of fixed and
periodic points. The logistic map and
the period doubling route to chaos
are considered in some detail. Toward the end of the section,
the level of sophistication
demanded of students is higher than the preceding sections.
Comments on selected exercises
Exercises 1-7 involve the analysis of basic
bifurcations. Students find these problems difficult because they must
explain what happens to orbits "at, before, and after" the
bifurcation. Students at first do not know how close to take nearby
parameter values in order to be "before" or "after" the
bifurcation. They often simply choose the nearest integer which may
be too far away.
Exercises 8 and 9 involve other families of functions where
the students must determine the specific bifurcation value.
8.4 Chaos
The phenomenon of chaos is observed in the logistic map and studied
for the shift map on decimal expansion (multiplication by 10
modulo 1). The second example gives an introduction to symbolic
dynamics, dense orbits, and sensitive dependence on initial
conditions. Again, the level of mathematical sophistication required is
somewhat higher than in previous sections.
Comments on selected exercises
Exercise 1 studies chaos in the logistic map numerically.
Exercises 2-14
consider the tent map, including an introduction to symbolic
dynamics for this map. This series of exercises could be a good
project for students in an honors class.
8.5 Chaos in the Lorenz System
In this section we return to the Lorenz equations and, using the
template construction, develop the one-dimensional model for the
dynamics on the attractor. If the Lorenz equations have been
studied earlier in the course (Sections 2.5 and 5.5),
this section can be
covered after Section 8.1.
Review Exercises
Exercises 1-10
are "short answer" exercises. The answers
are (usually) one or two sentences. Most (but not all) are
relatively straightforward.
Exercises 11-16
are true/false problems. We always expect
our students to justify their answers.
In Exercise 17,
the student is asked to compute cycles of
period two for the chopping function.
Exercise 18 requests a bifurcation diagram for a
two-parameter family of linear maps.
Exercise 19
asks for the number of points that lie on cycles
for F(x)=x2-2.
Exercise 20
involves a one-parameter family of tent functions.
Comments on the Labs
Lab 8.1. Newton's Method as a Difference Equation
Newton's method on a cubic is studied using the terminology of
discrete dynamical systems. A programmable calculator is sufficient
technology for this lab, and it can be assigned after
Section 8.1. It
provides another approach to complicated behavior of
one-dimensional maps
Lab 8.2. The Delayed Logistic and Iteration in Two
Dimensions
This lab requires the ability to plot phase planes of functions of two
variables. While this idea is natural given our previous work,
students will need some guidance in viewing orbits in this manner.
Lab 8.3 The Bifurcation Diagram
This lab necessitates that students either write a simple program or
use some available software to sketch the bifurcation diagram(s)
requested.