Chaotic quadratic maps

Fig.1 illustrates stretching and folding transformations for the quadratic maps fc (for example the Myrberg-Feigenbaum point c = -1.401155 is chosen). The segment Ic = [-x2 , x2] is mapped into itself (here x2 is the right repelling fixed point). Points outside Ic go to infinity. We see that after one application of fc , there are no points in [-x2 , c). The segment (c2+c, x2] is stretched every iteration. Points leave it and never return back. Thus eventually all points from Ic come into [c, c2+c] attractor, bounded by the g1(c) = c and g2(c) = c2+c curves.

"Period three implies chaos"

In 1975 T.Y.Li and J.A.Yorke published the famous "Period three implies chaos" paper. It turns out that nonlinear 1D map with period-3 orbit has continuum of chaotic orbits. In short, let a,b,c make period-3 cycle
    f(a) = b,   f(b) = c,   f(c) = a.
It follows from the Fig.2 that inverse function f(x)-1 is multivalued in (b,c). When iterated f(x)-1 value gets in this interval we can chouse any branch at random and make chaotic orbits.

Sharkovskii's theorem

Moreover if a map has period-3 orbit then it has orbits with every period. It is particular case of Sharkovskii's theorem that a map with period-n orbit has orbits with all periods n' preceding n in the list
    1 ◅ 2 ◅ 22 ◅ 23 ◅ ... ◅ 227 ◅ 225 ◅ 223 ◅ ... ◅ 2·7 ◅ 2·5 ◅ 2·3 ◅ ... ◅ 7 ◅ 5 ◅ 3
where   ... 7 5 3 are odd numbers.

Stable and unstable period-p cycles for quadratic map appear after tangent bifurcation of the fop(x) map. With decreasing c stable cycle loses its stability and two period-2p cycles appear. Unstable cycles never die. Therefore after period doubling cascade completion quadratic maps have infinite set of unstable periodic orbits.

Chaotic dynamics for c = -2

Let us consider quadratic maps for c = -2
    xn+1 = xn2 - 2 .
It maps the interval [-2,2] onto itself. After substitution x = 2 cos(πy) we get
    cos(πyn+1) = 2 cos2(πyn ) - 1 = cos(2πyn ).
For yn ≤ 1/2 it follows
    yn+1 = 2yn .
For yn > 1/2 by means of formula cos(2πyn ) = cos(2π - 2πyn ) we reduce cosine argument to the interval [0,π] and get
    yn+1 = 2 - 2yn .
It is chaotic tent map. Therefore quadratic map for c = -2 also has dense set of unstable periodic orbits and continuum of chaotic orbits.

Invariant densities

From x = 2 cos(πy) one gets
    |dx| = 2π |sin(πy)| dy = π(4 - x2)½ dy.
Chaotic tent map (as like as the sawtooth map) has the uniform density ρ(y)=1. Relative number of points of a chaotic orbit in a small interval dy is ρ(y)dy = dy. As since all these points are mapped in interval dx, therefore the number is equal to ρ(x)dx = dy and corresponding invariant density is
    ρ(x) = dy / |dx| = 1/π(4 - x2).
The average expansion along a chaotic orbit for c = -2 is
    ∫ |2x| ρ(x) dx = 8/π = 2.546 .
The density is shown qualitatively to the left in blue-green-red colors (see bifurcation diagram).
Similar densities for band merging and interior crisis points are shown above.

Lyapunov exponent

As since for quadratic maps f '(x) = 2x therefore for c = -2 the Lyapunov exponent is
    λ = ∫ ln|2x| ρ(x) dx = ln 2 = 0.693 .
You see below chaotic quadratic map for c = -2. Change xo to test that Lyapunov exponents L (calculated for shown finite orbit segments) are close to the precise value Λ and orbits are chaotic (i.e. L > 0) for almost all initial points (except a set of point with zero measure e.g. xo = 0).

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updated 3 Nov 2006