Logistic Map

Outline Review. The period doubling bifurcation. Newtons method and Feigenbaums constant Feigenbaum renormalization.
Lecture4
The period doubling route in the logistic family.
Feigenbaum renormalization.
Shlomo Sternberg
Shlomo Sternberg
Lecture4 The period doubling route in the logistic family. Feigenbaum renormalization.
1 Review.
2 The period doubling bifurcation.
3 Newtons method and Feigenbaums constant
4 Feigenbaum renormalization.
Shlomo Sternberg
The logistic family.

Recall that the logistic function is defined by
L (x) := x(1 x).
(1)
Here we consider the range 0 < 4 so that L maps the unit

interval into itself.
The fixed points of L are 0 and 1 1 . Since L0 (x) = 2x,
L0 (0) = ,
L0 (1
1
) = 2 .
Shlomo Sternberg
0 < < 1.
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
For 0 < < 1, 0 is the only fixed point of L on [0, 1] since the
other fixed point, 1 1 , is negative.
Shlomo Sternberg
0 is an attractive fixed point for 0 < < 1.
For 0 < < 1, 0 is the only fixed point of L on [0, 1] since the
other fixed point, 1 1 , is negative. On this range of , the point
0 is an attracting fixed point since 0 < L0 (0) = < 1. Under
iteration, all points of [0, 1] tend to 0.
Shlomo Sternberg
= 1.
For = 1 we have
L1 (x) = x(1 x) < x, x > 0.
Each successive application of L1 to an x (0, 1] decreases its
value. The limit of the successive iterates can not be positive since
0 is the only fixed point. So all points in (0, 1] tend to 0 under
iteration, but ever so slowly, since L01 (0) = 1. In fact, for x < 0,
the iterates drift off to more negative values and then tend to .
Shlomo Sternberg
> 1.
For all > 1, the fixed point, 0, is repelling, and the unique other
fixed point, 1 1 , lies in [0, 1].
Shlomo Sternberg
1 < < 3.
For 1 < < 3 we have
|L0 (1
1
)| = |2 | < 1,
so the non-zero fixed point is attractive, and the basin of attraction

of 1 1 is the entire open interval (0, 1), but the behavior is
slightly different for the two domains, 1 < 2 and 2 < < 3:
In the first of these ranges there is a steady approach toward the
fixed point from one side or the other; in the second, the iterates
bounce back and forth from one side to the other as they converge
in towards the fixed point. The graphical iteration spirals in.
Shlomo Sternberg
= 2 - the fixed point is superattractive.
When = 2, L02 ( 12 ) = 0. The fixed point, 12 is superattractive - the

iterates zoom into the fixed point faster than any geometrical rate.
Shlomo Sternberg
= 3.
Much of the analysis of the preceding case applies here. The

differences are: the quadratic equation
2 x 2 + (2 + )x 1.
for seeking points of period two now has a (double) root. But this
root is 23 = 1 1 which is the fixed point. So there is still no point
of period two other than the fixed points. The iterates continue to
spiral in, but now ever so slowly since L0 ( 23 ) = 1.
Shlomo Sternberg
> 3, points of period two appear.
For > 3 we have

L0 (1
1
) = 2 < 1
so both fixed points, 0 and 1 1 are repelling. But now

2 x 2 + (2 + )x 1. has two real roots which are
p2 =
1
1
1 p
+
( + 1)( 3).
2 2 2
Shlomo Sternberg
= 3.3, graphs of y = x, y = L (x), y = L2 (x).

1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Notice that now the graph of L2 has four points of intersection

with the line y = x: the two (repelling) fixed points of L and two
points of period two.
Shlomo Sternberg
The derivative of L2 at these points of period two is given by

(L2 )0 (p2 ) = L0 (p2+ )L0 (p2 )
= ( 2p2+ )( 2p2 )
= 2 22 (p2+ + p2 ) + 42 p2+ p2
1
1
= 2 22 (1 + ) + 42 2 ( + 1)
2
= + 2 + 4.
This last expression equals 1 when = 3 as we already know.
It
decreases as increases reaching the value 1 when = 1 + 6.
Shlomo Sternberg
Graphical iteration for = 3.3, nine steps.
Notice the spiraling out from the fixed point.

Shlomo Sternberg
Graphical iteration for = 3.3, twenty five steps.
The attractive period two points become evident.

Shlomo Sternberg
3<<1+
6.
In this range the fixed points are repelling and both period two
points are attracting. There will be points whose images end up,
after a finite number of iterations, on the non-zero fixed point. All
other points in (0, 1) are attracted to the period two cycle. We
omit the proof.
Shlomo Sternberg
Superattracting period two points.

Notice also that there is a unique value of in this range where
1
p2+ () = .
2
Indeed, looking at the
p formula for p2+ we see that this amounts to
the condition that ( + 1)( 3) = 1 or
2 2 4 = 0.
The positive solution to this equation is given by = s2 where
s2 = 1 + 5.
Shlomo Sternberg
At
s2 = 1 +
the period two points are superattracting, since one of them

coincides with 21 which is the maximum of Ls2 .
Shlomo Sternberg
3.449499... < < 3.569946....
Once passes 1 + 6 = 3.449499... the points of period two

become unstable and (stable) points of period four appear. Initially
these are stable, but as increases they become unstable (at the
value = 3.544090...) and bifurcate into period eight points,
initially stable.
Shlomo Sternberg
Graphical iteration for = 3.46, twenty five steps.
The attractive period four points become evident.

Shlomo Sternberg
Reprise.
The total scenario so far, as increases from 0 to about 3.55, is as

follows: For < b1 := 1, there is no non-zero fixed point. Past the
first bifurcation point, b1 = 1, the non-zero fixed point has
appeared close to zero. When reaches the first superattractive
value , s1 := 2, the fixed point is at .5 and is superattractive. As
increases, the fixed point continues to move to the right. Just after
the second bifurcation point, b2 := 3, the fixed point has become
unstable and two stable points of period two appear, one to the
right and one to the left of .5.
Shlomo Sternberg
Just after the second bifurcation point, b2 := 3, the fixed point has
become unstable and two stable points of period two appear, one
to the right and one to the left of .5.
The leftmost period two
point moves to the right as we increase ,
and at = s2 := 1 + 5 = 3.23606797... the point .5 is a period
two point, and so the period two points are superattractive.
When
passes the second bifurcation value b2 = 1 + 6 = 3.449.. the

period two points have become repelling and attracting period four
points appear.
Shlomo Sternberg
In fact, this scenario continues. The period 2n1 points appear at

bifurcation values bn . They are initially attracting, and become
superattracting at sn > bn and become unstable past the next
bifurcation value bn+1 > sn when the period 2n points appear. The
(numerically computed) bifurcation points and superstable points
are tabulated as:
Shlomo Sternberg
n
1
2
3
4
5
6
7
8
9
bn
1.000000
3.000000
3.449499
3.544090
3.564407
3.568759
3.569692
3.569891
3.569934
3.569946
sn
2.000000
3.236068
3.498562
3.554641
3.566667
3.569244
3.569793
3.569913
3.569946
3.569946
Shlomo Sternberg
The values of the bn are obtained by numerical experiment. Later,

we shall describe a method for computing the sn using Newtons
method.
Shlomo Sternberg
The graph of the first four bifurcations.
Shlomo Sternberg
I should explain how this figure was drawn: For each value of r
ranging in steps of .005 from 0 to 3.55 the values of Lk
r (x0 ) were
computed for 100 values of k (where x0 was chosen as 0.4). Then
only the last 30 values were kept, and these were plotted against r.
In the next slide I will give the MATLAB program for doing this,
modified very slightly from Lynch.
Shlomo Sternberg
clear, itermax=100;
finalits=30;finits=itermax-(finalits-1);
for r=0:0.005:4
x=0.4; xo=x; for n=2:itermax
xn=r*xo*(1-xo);
x=[x xn];
xo=xn;
end
plot(r*ones(finalits),x(finits:itermax),.,MarkerSize,1)
hold on
end
fsize=15; set(gca,xtick,[0:1:4],FontSize,fsize),
set(gca,ytick,[0,0.5,1],FontSize,fsize)
xlabel(mu,FontSize,fsize), ylabel(itx,FontSize,fsize), hold off
Shlomo Sternberg
We should point out that this is still just the beginning of the
story. For example, an attractive period three cycle appears at
about 3.83. We shall come back to all of these points, but first go
back and discuss theoretical problems associated to bifurcations, in
particular, the period doubling bifurcation.
Shlomo Sternberg
Review.
In the last lecture we studied the general theory of the period

doubling bifurcation, where an attractive fixed point becomes
repelling and two attractive double points appear, as illustrated in
the following diagram:
Shlomo Sternberg
0.8
" attracting double point
0.6
0.4
0.2
! attracting fixed point
repelling fixed point!
-0.2
-0.4
-0.6
-0.8
-1
-1
-0.8
-0.6
-0.4
-0.2
0.2
0.4
Shlomo Sternberg
0.6
0.8
The first period doubling bifurcation in the logistic family
To visualize the phenomenon in the logistic family, we plotted the

function L2
for the values = 2.9 and = 3.3. For = 2.9 the
curve crosses the diagonal at a single point, which is in fact a fixed
point of L and hence of L2
. This fixed point is stable. For
= 3.3 there are three crossings. The non-zero fixed point of L
has derivative smaller than 1, and hence the corresponding fixed
point of L2
has derivative greater than one. The two other
crossings correspond to the stable period two orbit.
Shlomo Sternberg
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
Shlomo Sternberg
0.8
0.9
When applied to F2 each of the two branches (the two fixed

points of F2 ) splits into two attractive points of period four as in
our diagram. Notice that the two branches split at the same value
of since this is the point where F2 has derivative -1, and the
derivative of F2 is the same at each of the two fixed points of F2 .
Shlomo Sternberg
Also, in the last lecture, we proved a general theorem giving

conditions that a period doubling bifurcation occur. I will not
repeat this here.
Shlomo Sternberg
Although the bifurcation values bn for the logistic family are hard
to compute except by numerical experiment, the superattractive
values can be found by applying Newtons method to find the
solution, sn , of the equation
n1
L2
1
1
( )= ,
2
2
L (x) = x(1 x).
(2)
This is the equation for which says that 12 is a point of period

2n1 of L . Of course we want to look for solutions for which 12
does not have lower period.
Shlomo Sternberg
So we set
n1
P() = L2
1
1
( )
2
2
and apply the Newton algorithm

k+1 = N (k ),
N () =
P()
.
P 0 ()
with 0 now denoting differentiation with respect to .
Shlomo Sternberg
As a first step, must compute P and P 0 . For this we define the

functions xk () recursively by
1
1
1
x0 , x1 () = (1 ),
2
2
2
xk+1 = L (xk ),
so, we have
0
xk+1
= [xk (1 xk ))]0
= xk (1 xk ) + xk0 (1 xk ) xk xk0
= xk (1 xk ) + (1 2xk )xk0 .
Shlomo Sternberg
Let
N = 2n1
so that
1
P() = xN ,
2
P 0 () = xN0 ().
Shlomo Sternberg
Thus, at each stage of the iteration in Newtons method we

compute P() and P 0 () by running the iteration scheme
xk+1 = xk (1 xk )
0
xk+1
= xk (1 xk ) + (1 2xk )xx0
x0 = 21
x00 = 0
for k = 0, . . . , N 1. We substitute this into Newtons method,

get the next value of , run the iteration to get the next value of
P() and P 0 () etc.
Shlomo Sternberg
Suppose we have found s1 , s2 , ...., sn . What should we take as the

initial value of ? Define the numbers n , n 2 recursively by
2 = 4 and
sn1 sn2
, n 3.
(3)
n =
sn sn1
We have already computed
s1 = 2,
s2 = 1 +
5 = 3.23606797 . . . .
We take as our initial value in Newtons method for finding sn+1

the value
sn sn1
n+1 = sn +
.
n
The following facts are observed:
Shlomo Sternberg
For each n = 3, 4, . . . , 15, Newtons method converges very rapidly,

with no changes in the first nineteen digits after six applications of
Newtons method for finding s3 , after only one application of
Newtons method for s4 and s5 , and at most four applications of
Newtons method for the computation of each of the remaining
values.
Suppose we stop our calculations for each sn when there is no
further change in the first 19 digits, and take the computed values
as our sn . These values are strictly increasing. In particular this
implies that the sn we have computed do not yield 12 as a point of
lower period.
Shlomo Sternberg
The sn approach a limiting value, 3.569945671205296863.

The n approach a limiting value,
= 4.6692016148.
This value is known as Feigenbaums constant. While the limiting
value of the sn is particular to the logistic family, is universal in
the sense that it applies to a whole class of one dimensional
iteration families. We shall go into this point in the next section,
where we will see that this is a renormalization group
phenomenon.
Shlomo Sternberg
We have already remarked that the rate of convergence to the

limiting value of the superstable points in the period doubling
bifurcation, Feigenbaums constant, is universal, i.e. not restricted
to the logistic family. That is, if we let
= 4.6692....
denote Feigenbaums constant, then the superstable values sr in
the period doubling scenario satisfy
sr = s B r + o( r )
where s and B depend on the specifics of the family, but
applies to a large class of such families.
Shlomo Sternberg
There is another universal parameter in the story. Suppose that

our family f consists of maps with a single maximum, Xm , so that
Xm must be one of the points on any superstable periodic orbit.
(In the case of the logistic family Xm = 21 .) Let dr denote the
difference between Xm an the next nearest point on the superstable
2r orbit; more precisely, define
dr = fs2r
Then
dr D()r
r 1
(Xm ) Xm .
where
.
= 2.5029...
is again universal. This would appear to be a scale parameter (in

x) associated with the period doubling scenario.
Shlomo Sternberg
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
To understand this scale parameter, examine the central portion of

the figure, and observe that the graph of L2
looks like an
(inverted and) rescaled version of L , especially if we allow a
change in the parameter .
Shlomo Sternberg
Before going into the rescaling operator on functions, I would like

to give an elementary formulation of what is going on, following a
beautiful paper by S.N. Coppersmith A simpler derivation of
Feigenbaums renormalization group equation for the
period-doubling bifurcation sequence which appeared in the
American Journal of Physics, Vol 67 (1999) 53. Also see her
powerpoint presentation available on the web.
Shlomo Sternberg
Take = 3.569946 and plot the values Lj (.5) .5 against j. Then

plot every other value with the ordinate upside down and rescaled
by a factor of 2.502 907 9. The graphs look the same:
every j plotted.
every other j plotted ordinate

upside down.
Shlomo Sternberg
We can check this numerically by computing the vector y (say of

length 21) with y (1) = .5 and y (n + 1) = L (y (n)), then the
vector z with z(i) = y (i) .5 and then comparing the first 11
entries of z with the vector k obtained by taking every other entry
of z and multiplying by -2.502. The results are:
Shlomo Sternberg
0
0.3925
0.1574
0.3040
0.0626
0.3785
0.1190
0.3420
0.0250
0.3903
0.1512
0
0.3939
0.1566
0.2976
0.0626
0.3783
0.1189
0.3380
0.0250
0.3914
0.1505
Shlomo Sternberg
The existence of the scaling (together with some argumentation)

determines the scale parameter as follows: We presume to have
z2j = zj
which, replacing j by j + 1 gives
z2j+2 = zj+1 .
Write
zj+1 = g (zj ). The second equation gives g (g (z2j ) = g (zj ) and
we can substitute z2j = zj / from the first equation to get
g (g (zj /)) = g (zj ).
If we expect this to hold not just for zj but for all values of z we
get the functional equation:
Shlomo Sternberg
g (g (z/)) = g (z).
If we assume that g has a power series expansion, and we compute
up to terms of second order in z, we get an approximate value for
.
Shlomo Sternberg
The rescaling is centered at the maximum, so in order to avoid

notational complexity, let us shift this maximum (for the logistic
family) to the origin by replacing x by y = x 12 . In the new
coordinates the logistic map is given by
1
1
1
1
y 7 L (y + ) = ( y 2 ) .
2
2
4
2
Let R denote the operator on functions given by
R(h)(y ) := h(h(y /())).
(4)
In other words, R sends a map h into its iterate h h followed by a

rescaling.
Shlomo Sternberg
We are going to not only apply the operator R, but also shift the
parameter in the maps
1
1
h (y ) = ( y 2 )
2
2
from one supercritical value to the next. So for each
k = 0, 1, 2, . . . we set
gk0 := hsk
and then define
gk,1 = Rgk+1,0
gk,2 = Rgk+1,1
gk,3 = Rgk+2,1
..
..
.
.
Shlomo Sternberg
It is observed (numerically) that for each k the functions gk,r

appear to be approaching a limit, gk i.e.
gk,r gk .
So
gk (y ) = lim()r gs2k+r (y /()r ).

Hence
Rgk = lim()r +1 2r +1 gsk+r (y /()r +1 ) = gk1 .
Shlomo Sternberg
It is also observed that these limit functions gk themselves are

approaching a limit:
gk g .
Since Rgk = gk1 we conclude that
Rg = g ,
i.e. g is a fixed point for the Feigenbaum renormalization operator
R.
Shlomo Sternberg
Notice that rescaling commutes with R: If S denotes the operator

(Sf )(y ) = cf (y /c) then
R(Sf )(y ) = (c(f (cf (y /(c))/c) = S(R)f (y ).
So if g is a fixed point, so is Sg . We may thus fix the scale in g by
requiring that
g (0) = 1.
Shlomo Sternberg
The hope was then that there would be a unique function g

(within an appropriate class of functions) satisfying
Rg = g ,
g (0) = 1,
or, spelling this out,

g (y ) = g 2 (y /),
g (0) = 1.
(5)
Notice that if we knew the function g , then setting y = 0 in (5)

gives
1 = g (1)
or
= 1/g (1).
Shlomo Sternberg
In other words, assuming that we were able to establish all these

facts and also knew the function g , then the universal rescaling
factor would be determined by g itself. Feigenbaum assumed
that g has a power series expansion in x 2 took the first seven
terms in this expansion and substituted in (5). He obtained a
collection of algebraic equations which he solved and then derived
close to the observed experimental value. Indeed, if we
truncate (5) we will get a collection of algebraic equations. But
these equations are not recursive, so that at each stage of
truncation modification is made in all the coefficients, and also the
nature of the solutions of these equations is not transparent.
Shlomo Sternberg
So theoretically, if we could establish the existence of a unique

solution to (5) within a given class of functions the value of is
determined. But the numerical evaluation of is achieved by the
renormalization property itself, rather than from g (1) which is not
known explicitly.
The other universal constant associated with the period doubling
scenario, the constant was also conjectured by Feigenbaum to be
associated to the fixed point g of the renormalization operator;
this time with the linearized map J, i.e. the derivative of the
renormalization operator at its fixed point.
Shlomo Sternberg
Later on we will see that in finite dimensions, if the derivative J of

a non-linear transformation R at a fixed point has k eigenvalues
> 1 in absolute value, and the rest < 1 in absolute value, then
there exists a k-dimensional R invariant surface tangent at the
fixed point to the subspace corresponding to the k eigenvalues
whose absolute value is > 1. On this invariant manifold, the map
R is expanding. Feigenbaum conjectured that for the operator R
(acting on the appropriate infinite dimensional space of functions)
there is a one dimensional expanding submanifold, and that is
the single eigenvalue of J with absolute value greater than 1.
Shlomo Sternberg
In the course of the past thirty five years, these conjectures of

Feigenbaum have been verified using high powered techniques from
complex analysis, thanks to the combined effort of such
mathematicians as Douady, Hubbard, Sullivan, McMullen, and. . . .
Shlomo Sternberg

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Outline Review. The period doubling bifurcation. Newtons method and Feigenbaums constant Feigenbaum renormalization.

2 The period doubling bifurcation.

3 Newtons method and Feigenbaums constant

The logistic family.

Here we consider the range 0 < 4 so that L maps the unit

0 is an attractive fixed point for 0 < < 1.

so the non-zero fixed point is attractive, and the basin of attraction

= 2 - the fixed point is superattractive.

When = 2, L02 ( 12 ) = 0. The fixed point, 12 is superattractive - the

Much of the analysis of the preceding case applies here. The

> 3, points of period two appear.

For > 3 we have

so both fixed points, 0 and 1 1 are repelling. But now

= 3.3, graphs of y = x, y = L (x), y = L2 (x).

Notice that now the graph of L2 has four points of intersection

The derivative of L2 at these points of period two is given by

Graphical iteration for = 3.3, nine steps.

Notice the spiraling out from the fixed point.

Graphical iteration for = 3.3, twenty five steps.

The attractive period two points become evident.

Superattracting period two points.

the period two points are superattracting, since one of them

3.449499... < < 3.569946....

Once passes 1 + 6 = 3.449499... the points of period two

Graphical iteration for = 3.46, twenty five steps.

The attractive period four points become evident.

The total scenario so far, as increases from 0 to about 3.55, is as

passes the second bifurcation value b2 = 1 + 6 = 3.449.. the

In fact, this scenario continues. The period 2n1 points appear at

The values of the bn are obtained by numerical experiment. Later,

The graph of the first four bifurcations.

In the last lecture we studied the general theory of the period

" attracting double point

! attracting fixed point

repelling fixed point!

The first period doubling bifurcation in the logistic family

To visualize the phenomenon in the logistic family, we plotted the

When applied to F2 each of the two branches (the two fixed

Also, in the last lecture, we proved a general theorem giving

L (x) = x(1 x).

This is the equation for which says that 12 is a point of period

and apply the Newton algorithm

with 0 now denoting differentiation with respect to .

As a first step, must compute P and P 0 . For this we define the

Thus, at each stage of the iteration in Newtons method we

for k = 0, . . . , N 1. We substitute this into Newtons method,

Suppose we have found s1 , s2 , ...., sn . What should we take as the

We take as our initial value in Newtons method for finding sn+1

For each n = 3, 4, . . . , 15, Newtons method converges very rapidly,

The sn approach a limiting value, 3.569945671205296863.

We have already remarked that the rate of convergence to the

There is another universal parameter in the story. Suppose that

is again universal. This would appear to be a scale parameter (in

To understand this scale parameter, examine the central portion of

Before going into the rescaling operator on functions, I would like

Take = 3.569946 and plot the values Lj (.5) .5 against j. Then

every other j plotted ordinate

We can check this numerically by computing the vector y (say of

The existence of the scaling (together with some argumentation)