One-dimensional maps

Simple dynamical systems do not necessarily

lead to simple dynamical behavior .
(R. M. May, 1976)
__________________________
R. M. May, Simple mathematical models with very complicated dynamics, Nature, 261, 459, 1976.

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Maps
The solutions of dynamical models with discrete time,
are characterized by sequences of points, each of which
is determined from an initial point (the initial condition).
Such models are called recurrence relationships,
recurrences, iterations, or simply maps. Their explicit
form is written:

X is a p-dimensional real vector, n denotes the discrete

time, is a parameter vector, X0 is the vector of initial
conditions.

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Maps (cont.)
Maps arise in various ways:

As model of natural phenomena

E.g.: Capital growth: C n

C n (1

I ) , where I is the annual rate of interest

As tools for analyzing differential equations

E.g.: Forward Euler Integration Formula:

f (x )

xk

xk

hf (x k )

As simple examples of chaos

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Maps (cont.)
If the vector X has dimension 1, we have onedimensional maps:

xn

f (x n ),

x (n

0)

x0

f is a smooth function from the real line to itself

and x0 is the initial condition.

The sequence x0, x1, x2, . is called the

orbit (or trajectory) starting from x0 .
Simple examples of one-dimensional maps:

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Maps (cont.)
A geometric way of thinking:
Cobweb construction to
iterate the map graphically:

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Fixed points
Definition
Suppose x* satisfies f (x*) = x*.
Then, if xn = x*, it follows that
xn+1 = f (xn) = f (x*) = x*
Hence the orbit remains at x* for all future
iterations.
x* is called a fixed (or equilibrium) point.

Fixed points are the intersections of the map

with the straight line xn+1 = xn
What about the stability of a fixed point?
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Fixed points (cont.)

Linear stability of a fixed point x*
xn = x* + n : does n grow or decay as n increases?
xn+1 = x* + n+1 = f (x* + n) = f (x*) + f (x*) n + (n2 )
n+1 f (x*) n n , with
1 = 0 ,

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2 = 1 = 2 0 , ..... ,

= f (x*) Then
n = n 0

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Fixed points (cont.)

Linear stability

If the multiplier satisfies

f (x *)

then the fixed point x* is (linearly) stable.

If f (x *)

1 the fixed point is unstable.

Nothing can be said about the marginal case

f (x *) 1 . In this case, graphical way can help!

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Fixed points (cont.)

Problem:
Consider the map x n 1 sin x n . Determine the
stability of the fixed point x* = 0.
f (0) cos(0) 1 .
At x* = 0 we have
Nothing can be said about stability. We use a
geometrical approach:

x* = 0 is a stable equilibrium point!

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Logistic Map
Logistic (or quadratic) map[*]:
(1)

xn

rx n (1 x n )

________________________________
[*] Discrete-time analog of the logistic equation for population growth
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10

Logistic Map (cont.)

Fixed points:

x*

0,

x*

(0 r
1
, (r
r

4)
1)

REMARKS:
For 0 < r < 1 there is just an equilibrium point at the origin (x* can not
be negative)
A second equilibrium point appears for r > 1
It is stable for 1< r < 3
For r > 3 a period-2 cycle is born
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11

Bifurcations
A bifurcation represents the sudden
appearance of a qualitatively different solution
for a nonlinear system as some parameter is
varied.

Logistic map

Bifurcations occur in four basic varieties:

flip, fold, pitchfork, and transcritical (Rasband 1990)
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12

Bifurcations (cont.)
In the logistic map, at r = 1 the equilibrium x = 0
becomes unstable and a new equilibrium point appears:
that is called a transcritical bifurcation.
At r = 3, x* becomes unstable and a 2-cycle appears.
That is called a flip (or period-doubling) bifurcation
FLIP

TRANSCRITICAL

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Bifurcations (cont.)
In one-dimensional maps a 2-cycle exists if and
only if there are two points p and q such that

f (p) = q and f (q) = p

Equivalently, p must satisfy
f ( f (p)) = p
Hence, p is a fixed point of the second-iterate
map f 2(x) = f ( f (p)) . The same for q.

In conclusion:
p and q are fixed points of the second-iterate
map.
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Bifurcations (cont.)

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Bifurcations (cont.)
p and q are evaluated by solving the equation f 2(x) x = 0:
2

r x (1

x) 1

rx (1

x)

The fixed points of the 1-st iterate are solution of the

above equation (in fact, f (x*) = x*, so also f 2(x*) = x*).
After factoring out x and [x (1 1/r)], we get a
quadratic equation:

x
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1
x
r

1
1
r

1
r

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16

Bifurcations (cont.)
p and q are given by

p, q

(r

1)

(r
2r

3)(r

1)

A 2-cycle exists for all r > 3. For r < 3 the roots are
complex, which means that a 2-cycle does not exist.

What about its stability?

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Bifurcations (cont.)
For evaluating the stability of the 2-cycle, it is sufficient to
evaluate the stability of a fixed point, since p and q are fixed
points of the 2nd-iterate map.
Let us compute the multiplier, say, at p (*):

d
( f ( f (x )))x
dx

f ( f (p))f (p)

f (q )f (p)

_____________________________________
(*) Remember that:

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Bifurcations (cont.)
Evaluate the multiplier at p:

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Bifurcations (cont.)
The first values where bifurcations take place:
1

Source: S. H. Strogatz, Nonlinear dynamics and chaos, Perseus Books, 1994.

What happens if r > r ?

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Chaos
Qualitative definition(1):
Chaos is a bounded aperiodic long-term
behavior in a deterministic system that exhibits
sensitive dependence on the initial conditions,
thereby rendering long-term prediction
impossible.
Bounded: trajectories remain confined in a finite set
2.
Aperiodic long-term behavior: there are trajectories which do not settle
down to fixed points, periodic orbits or quasi periodic orbits as t .
3.
Deterministic: the system has no random or noisy inputs or parameters.
4.
Sensitive dependence on the initial conditions: nearby trajectories separate
exponentially fast.
_____________________________
(1) S.H. Strogatz, Nonlinear dynamics and chaos, p. 323, Perseus Books Pu.,
1994.
1.

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21

Lyapunov Exponent in One Dimension

To what extent two solutions starting from nearly equal
initial conditions are repelling each others?
In a chaotic system neighboring orbits should separate
exponentially fast, on average.
Let us compute the separation between two orbits
starting from two nearby initial conditions: x0 and x0 +
1st

orbit:

2nd

orbit:

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x 0 , f (x 0 ), f (x 0 ),
x0

, f (x 0

, f (x 0 )
2

), f (x 0

),

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, f (x 0

22

Lyapunov Exponent in One Dimension

The absolute value of separation after n iterates of the two
maps is

xn

f (x 0

f (x 0 )

To a 1st order approximation we have

xn

'
x0

f '(x n 1 ) f '(x n 2 )

f '(x 0 )

Then, taking the log

n 1

ln x n
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i 0

ln f '(x i )

ln

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23

Lyapunov Exponent in One Dimension

The average value of the sum is

(x 0 )
So we have

ln x n

1
n

n 1
i 0

ln f '(x i )

n (x 0 )

ln

From which we get

xn

f (x 0

f (x 0 )

n (x 0 )

(x 0 ) is called the Lyapunov exponent (LE) of the orbit.

It represents the mean exponential separation of two orbits that
have near initial conditions. A positive LE is a signature of chaos
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Lyapunov Exponent in One Dimension

Recall the last equation:

xn

f (x 0

f (x 0 )

n (x 0 )

dividing by ||, taking the limit for 0, and

n (x 0 )
xn
e
remembering that
we get

xn

n (x 0 )

df (x )
dx x

f n (x 0 )
0

Taking the limit as n , we get the definition of LE:

xn
1
1
1n1
n
(x 0 ) lim ln
lim ln f (x 0 ) lim
ln f (x i )
n
n
n
n
n
ni 0
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Lyapunov Exponent in One Dimension

Two fundamental facts [*] :
The LE does not depend on the trajectory. More
precisely, it is the same for all the x0 in the basin of
attraction of a given attractor

The limit for n going to infinity exists

In general, one needs to use a computer to

calculate Lyapunov exponents
[*] V.I. Oseledets, A multiplicative ergodic theorem. Lyapunov characteristic numbers
for dynamical systems, Trans.Moscow Math. Soc. 19(1968), 197-231.
Moscov.Mat.Obsch.19(1968),179-210.
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