A First Course in Chaotic Dynamical Systems: Theory and Experiment
A First Course in Chaotic Dynamical Systems: Theory and Experiment
A First Course in Chaotic Dynamical Systems: Theory and Experiment
Robert L. Devaney
Boston University
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CONTENTS ix
Contents
C h a p t e r 1. A M a t h e m a t i c a l a n d Historical Tour 1
1.1 Images from Dynamical Systems 1
1.2 A Brief History of Dynamics 5
C h a p t e r 2. Examples of Dynamical Systems 9
2.1 An E x a m p l e from Finance 9
2.2 An E x a m p l e from Ecology 11
2.3 Finding Roots and Solving Equations 12
2.4 Differential Equations 15
C h a p t e r 3. Orbits 17
3.1 Iteration 17
3.2 Orbits 18
3.3 Types of Orbits 19
3.4 O t h e r Orbits 22
3.5 T h e Doubling Function 24
3.6 Experiment: T h e C o m p u t e r May Lie 25
C h a p t e r 4. Graphical Analysis 29
4.1 Graphical Analysis 29
4.2 Orbit Analysis 32
4.3 T h e P h a s e P o r t r a i t 33
C h a p t e r 5. Fixed a n d Periodic Points 36
5.1 A Fixed Point T h e o r e m 36
5.2 Attraction and Repulsion 37
5.3 Calculus of Fixed Points 38
5.4 W h y Is T h i s True? 42
5.5 Periodic Points 46
5.6 Experiment: Rates of Convergence 48
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x DYNAMICAL SYSTEMS
C h a p t e r 6. Bifurcations 52
6.1 Dynamics of the Q u a d r a t i c M a p 52
6.2 T h e Saddle-Node Bifurcation 57
6.3 T h e Period-Doubling Bifurcation 61
6.4 Experiment: T h e Transition to Chaos 63
C h a p t e r 7. T h e Q u a d r a t i c Family 69
7.1 T h e Case c = - 2 69
7.2 T h e Case c < - 2 71
7.3 T h e C a n t o r Middle-Thirds Set 75
C h a p t e r 8. Transition to Chaos 82
8.1 T h e Orbit Diagram 82
8.2 T h e Period-Doubling R o u t e to Chaos 89
8.3 Experiment: Windows in the Orbit Diagram 92
C h a p t e r 9. Symbolic Dynamics 97
9.1 Itineraries 97
9.2 T h e Sequence Space 98
9.3 T h e Shift M a p 103
9.4 Conjugacy 106
C h a p t e r 10. Chaos 114
10.1 T h r e e Properties of a Chaotic System 114
10.2 Other Chaotic Systems 121
10.3 Manifestations of Chaos 126
10.4 Experiment: Feigenbaum's Constant 128
Chapter 11. Sarkovskii's T h e o r e m 133
11.1 Period 3 Implies Chaos 133
11.2 Sarkovskii's T h e o r e m 137
11.3 T h e Period 3 Window 142
11.4 Subshifts of Finite T y p e 146
C h a p t e r 12. T h e Role of the Critical Orbit 154
12.1 T h e Schwarzian Derivative 154
12.2 T h e Critical Point a n d Basins of Attraction 157
C h a p t e r 13. Newton's Method 164
13.1 Basic Properties 164
13.2 Convergence a n d Nonconvergence 169
C h a p t e r 14. Fractals 176
14.1 T h e Chaos G a m e 176
CONTENTS xi