WEBVTT

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Here is an equation you could write on
a biology exam without anybody blinking.

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Next year's population is this year's,

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multiplied by a growth rate,
multiplied by however much room is left.

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Nothing about it looks dangerous.

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And yet if we turn that growth
rate up slowly and watch, this little

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rule stops settling down and starts doing
something nobody had any right to expect.

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So let us write it down properly.

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Call x sub n the population in year n,

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measured not in animals but as a fraction
of the most the environment could support.

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Then next year's is r times
x n, times one minus x n.

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Read the two factors separately.

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The first is plain growth:

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more of them this year
means more of them next year.

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The second is crowding.

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While the population is small that factor
sits near one and hardly bites, and as the

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population approaches capacity it drags
the whole product down towards nothing.

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Two things are fixed
for the rest of the lecture.

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The population x always
lies between zero and one,

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nought being extinction
and one being a full house.

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And r is a knob, which we shall turn
from one up to four and no further.

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The equation has a name, the logistic
map, and the word map is worth noticing.

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This is not a differential equation and
there is no time flowing smoothly along.

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There is this year, and there
is next year, and a rule joining them.

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Here it is drawn as a picture,
with the knob set at two point six.

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Input along the bottom,
output up the side.

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Feed in a population,
read off the one that follows it.

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It is a hump.

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A small population gives a small answer.

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A population near capacity
gives a small answer too,

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because there is nowhere to put the young.

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And the best year of all comes
from starting somewhere near the middle.

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Now the only thing that ever happens

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in this lecture is that we apply
the rule again, and again, and again.

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So start somewhere.

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Say a fifth of capacity, nought point two.

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One turn of the handle takes nought
point two to nought point four one six.

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On the picture that is going straight up

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from nought point two
until you hit the curve.

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There is the answer, measured up the side.

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And here is the move that makes
the whole construction work.

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That answer has to become next
year's input, so somehow it must get

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from the vertical axis
back onto the horizontal one.

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The green line,
y equals x, does exactly that.

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Go across to it, and you are now
standing above nought point four one six.

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Then climb to the curve for the year
after, and cross back down to the line,

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and carry on.

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Each pair of moves is one year.

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Let it run for ten years
and watch where it goes.

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The staircase spirals inwards

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and parks itself exactly
where the curve crosses the line.

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A little over six tenths of capacity,
and it stays there for ever after.

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Start anywhere else
and it goes to the same place.

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That crossing is the whole story
of the settled state, because a crossing

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is precisely a year in which next
year's population equals this year's.

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So there are two questions.

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What is it?

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And why did the staircase walk
towards it rather than away?

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Start with the settled state, since
that is what we just watched happen.

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A population that has stopped moving
is one where next year equals this year.

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Call that value x star.

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Then x star must equal r x
star times one minus x star.

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Now x star could of course be zero, and
we shall come back to that in a moment.

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Otherwise divide both sides by it.

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One equals r times one minus x star.

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Rearrange, and there it is.

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The settled population
is one minus one over r.

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With the knob at two point six
that comes to nought point six one five,

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which is precisely
where our staircase parked.

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But now the question
this whole lecture turns on.

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Why did the staircase
walk towards that point?

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Nothing in the algebra we
just did says it has to.

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Zero satisfies the very same equation,

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and orbits run away
from zero as fast as they can go.

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The answer is the steepness
of the curve where it crosses the line.

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So differentiate the rule.

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F prime of x is r times one minus two x.

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Substitute the fixed point, one minus one
over r, and the r cancels beautifully.

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The slope at the crossing
is simply two minus r.

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At two point six that is nought
point six, with a minus sign in front.

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Here is what
that number does for a living.

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Suppose you are a small
distance away from x star.

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Very near a crossing

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the curve is almost
exactly its own tangent line,

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so one turn of the handle takes that
distance and multiplies it by the slope.

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Multiply a distance by minus nought point
six and it shrinks, and it changes sides.

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Multiply again and it shrinks
and changes sides again.

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Which is exactly
the inward spiral we watched:

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over, under, over, under, closing in.

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And notice there are two flavours.

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A positive slope smaller than one
shrinks distances without changing sides,

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and the staircase climbs to the crossing
like an ordinary flight of stairs.

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A negative one gives the spiral.

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Either way, less than one
in size means the point holds.

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So the condition is this, and it is the
only piece of theory in the whole lecture.

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The fixed point holds on as long as
the size of two minus r is less than one,

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and that is the same as saying
r lies between one and three.

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Watch it get feeble.

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Turn the knob up to two point nine.

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The crossing has shifted
a little to the right,

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and the slope there is now
minus nought point nine.

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Start from a fifth of capacity again.

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Each year the distance from the crossing
shrinks by only a tenth of itself,

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so the staircase takes an age.

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But a tenth of a tenth of a tenth
is nothing in the end, and it still parks.

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At r exactly three, the slope
at the crossing is exactly minus one.

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Distances are no longer shrunk at all.

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They are simply reflected, over and back,
over and back, at the same size for ever.

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The fixed point has stopped pulling,
and it has not yet started pushing.

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So go past it.

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Three point two.

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The slope at the crossing is minus one
point two, and each year the distance

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from it is multiplied by one point two.

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Now start almost exactly
on the fixed point, a hair above it,

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and watch what the construction does.

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It leaves.

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The staircase spirals outwards,

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away from a value that satisfies
the fixed point equation perfectly well.

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The point has not gone anywhere.

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It has simply lost the ability to hold on
to anything, and everything near it is now

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on its way out.

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Which leaves an obvious gap in the story.

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The population is not
going to the fixed point.

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It is trapped between zero
and one so it cannot run off.

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Where on earth is it going?

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So here is the knob

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at three point two again, and here is an
orbit starting from a fifth of capacity.

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I have drawn the first ten years in grey,
because they are only the transient:

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the population finding its feet.

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And here is what it finds.

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Not a point at all.

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A square.

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Read that square as a timetable.

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Up to the curve and across to the line
is one year. Then again is the next year.

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And the fourth move brings you
back exactly where you started,

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so year three is a repeat of year one.

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So the population never
settles. It alternates.

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A lean year, a crowded year, a lean
year, a crowded year, without end.

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Nought point five one three,

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then nought point eight,
then nought point five one three again.

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And notice how far apart
those two values are.

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This is not the old fixed point
with a small wobble on top.

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The population is swinging from half
capacity to four fifths and back,

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every single year,
and it will do that for ever.

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The two values are locked to each other.

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F of p is q, and f of q is p, so applying
the rule twice brings each of them home.

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This is called a two cycle,

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and it appeared at exactly the value
of r where the fixed point lost its grip.

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That is no coincidence,
and there is a clean way to see why.

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If a population repeats every two years,

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then applying the rule twice
must bring it back to itself.

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So let us look at the map that takes
this year straight to the year after next.

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That is f of f of x, and here it is in
red, sitting on top of the original hump.

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It has two humps of its own, and it
meets the line y equals x in four places.

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Two of those crossings are old friends.

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Zero is fixed under one step,
so it is certainly fixed under two.

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And so is x star, the fixed point we
already had, which is still sitting there

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at nought point six eight seven five.

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The other two are new, and they
are our lean year and our crowded year.

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Each is a perfectly good
fixed point of this doubled map.

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And look at how the red curve
meets the line at those two.

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It crosses gently.

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A shallow slope means attracting.

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Now here is the event at r equal to three.

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Below three the red
curve looked like this:

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tucked up against the line,
touching it only at x star.

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As r passed three it pushed straight
through, and made two new crossings,

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one on each side.

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One solution became three, and the
middle one was the one that failed.

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It is worth saying
plainly what did not happen.

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Nothing was destroyed and no solution
went missing. The fixed point is exactly

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where it always was, and no
population will ever go to it again.

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So here is the pattern, and it
is about to happen over and over.

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A point holds on while the slope
there is shallower than one in size.

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When the slope reaches minus
one, the point does not vanish.

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It stays, it turns repelling, and a cycle
of twice the period is born around it.

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Which invites the obvious question.

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Our new two cycle has a slope
of its own, measured on that red curve.

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What do you suppose happens
when that one reaches minus one?

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Turn the knob again.

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At r equal to three point four
four nine the two cycle fails,

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in exactly the way the fixed point failed.

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It is the same mechanism one level down.

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The two cycle is a fixed point of the
doubled map, so it has a slope of its own,

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and that slope walks down
through minus one as we turn.

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When it crosses, each of the two
values sheds a pair, and we have four.

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Here is the knob at three point five.

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Grey for the transient again,
and then the settled orbit in yellow.

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Four points, and the population
visits them in a fixed order.

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Nought point three eight three,
then nought point eight two seven,

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then nought point five zero one,
then nought point eight seven five,

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and then back to the first.

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So the years no longer come in two kinds.

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They come in four, and the pattern
closes only every fourth year.

00:11:50.057 --> 00:11:52.412
A good year, a terrible year,

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a middling year, a very good
year, and only then a repeat.

00:11:58.041 --> 00:11:59.350
Push the knob a little further,

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to three point five five,
and every one of those four splits again.

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The orbit now needs eight years to close.

00:12:07.081 --> 00:12:11.363
The picture is already becoming hard
to read, and that is exactly the point.

00:12:11.446 --> 00:12:14.652
So look instead at how
little I had to turn the knob.

00:12:14.964 --> 00:12:17.995
From three to three point
four five was a long way.

00:12:18.192 --> 00:12:22.361
From three point four five to three
point five four was a fifth of that.

00:12:22.813 --> 00:12:26.738
From there to three point
five six, shorter still.

00:12:27.534 --> 00:12:31.923
The doublings are arriving faster and
faster. Which means we should stop looking

00:12:31.923 --> 00:12:34.327
at pictures for a moment
and look at the numbers.

00:12:35.840 --> 00:12:38.787
Here are the values of r
at which the period doubles,

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the gap from each one to the next, and
the ratio of one gap to the one after it.

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Two to four, then four to eight,

00:12:46.180 --> 00:12:49.560
then eight to sixteen,
then sixteen to thirty two.

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The gaps collapse:

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nearly a half at the start,
and under a thousandth four steps later.

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But the ratio does not collapse with them.

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Look down the last column.

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Four point seven five,

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four point six six, four point six
seven, and then it simply stops moving.

00:13:08.739 --> 00:13:13.093
Carry the cascade on and that ratio
converges on a definite number.

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Four point six six nine two
zero one, and on it goes.

00:13:17.621 --> 00:13:21.709
It is called the Feigenbaum
constant, and it is written delta.

00:13:22.505 --> 00:13:27.022
Two things about it deserve a pause,
and the first is only arithmetic.

00:13:27.219 --> 00:13:30.758
Because the gaps shrink
by a fixed factor every time,

00:13:30.841 --> 00:13:34.242
they behave like a geometric
series, and a geometric series

00:13:34.242 --> 00:13:38.481
with ratio bigger than one in the
denominator adds up to something finite.

00:13:39.277 --> 00:13:42.050
So the doublings do not
go on for ever in r.

00:13:42.133 --> 00:13:46.114
They pile up at a finite value,
three point five six nine nine and a bit,

00:13:46.197 --> 00:13:49.959
and by the time you arrive there
the period has doubled infinitely often.

00:13:50.756 --> 00:13:52.812
The second thing is much stranger.

00:13:53.008 --> 00:13:56.318
That number has nothing whatever
to do with our particular hump.

00:13:56.770 --> 00:14:02.122
Replace r x times one minus x with a sine
arch, or with almost any smooth curve

00:14:02.122 --> 00:14:07.626
that has one rounded maximum, run the same
cascade, and out comes the same constant.

00:14:08.841 --> 00:14:11.765
Mitchell Feigenbaum found
that in nineteen seventy five,

00:14:11.848 --> 00:14:15.854
on a pocket calculator, and it took
him three years to get it published.

00:14:16.166 --> 00:14:20.080
Which leaves the place where the doublings
pile up, and everything past it.

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Let me put every one
of those answers on one picture.

00:14:24.465 --> 00:14:26.533
Along the bottom, the knob.

00:14:26.729 --> 00:14:30.257
Up the side, the population,
but only where it ends up:

00:14:30.340 --> 00:14:33.963
the values the orbit visits
once the transient is over.

00:14:34.876 --> 00:14:40.159
For r below three there is one value,
and it climbs gently as we turn.

00:14:40.472 --> 00:14:41.701
That is the fixed point,

00:14:41.784 --> 00:14:45.953
one minus one over r, drawn once
for every setting of the knob.

00:14:46.749 --> 00:14:48.480
At three it splits.

00:14:48.793 --> 00:14:50.846
Above three there are two values,

00:14:50.929 --> 00:14:55.771
the lean year and the crowded year,
and the gap between them widens as we go.

00:14:56.567 --> 00:15:01.189
At three point four four nine each
of those splits again, and there are four.

00:15:01.501 --> 00:15:05.461
You can see the tuning fork
shape repeating at a smaller size.

00:15:06.258 --> 00:15:09.590
And then the splittings come
so fast that I cannot draw them.

00:15:09.787 --> 00:15:15.046
Eight, sixteen, thirty two, all crammed
into this sliver, all of them piling up

00:15:15.046 --> 00:15:17.450
at three point five six nine nine.

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Past that line, something else entirely.

00:15:20.940 --> 00:15:25.121
The orbit no longer settles onto
any finite list of values at all.

00:15:25.224 --> 00:15:28.580
It wanders over a whole band,
and that band is where the rest

00:15:28.580 --> 00:15:30.101
of this lecture lives.

00:15:31.753 --> 00:15:35.434
So let us go inside it,
and put the knob at three point nine.

00:15:35.538 --> 00:15:39.370
Same rule,
same construction, same everything.

00:15:39.683 --> 00:15:41.739
Only r has changed.

00:15:42.117 --> 00:15:43.581
Twenty years of it.

00:15:45.184 --> 00:15:48.192
No square. No loop of any size.

00:15:48.389 --> 00:15:52.778
The staircase covers the box,
and shows no sign at all of closing up.

00:15:52.975 --> 00:15:55.135
And nothing random went into this.

00:15:55.331 --> 00:15:58.197
Every one of those legs
was computed from the one before it

00:15:58.280 --> 00:16:00.719
by multiplying three numbers together.

00:16:01.632 --> 00:16:04.454
Which is the thing people
find hardest to accept.

00:16:04.557 --> 00:16:07.493
There is no dice roll
anywhere in the logistic map.

00:16:07.576 --> 00:16:11.721
The unpredictability is manufactured out
of arithmetic, and here is the property

00:16:11.721 --> 00:16:13.637
that does the manufacturing.

00:16:15.150 --> 00:16:19.400
Take two starting populations
that differ in the third decimal place.

00:16:19.596 --> 00:16:23.753
Nought point four zero zero,
and nought point four zero one.

00:16:23.950 --> 00:16:27.712
Run both for twenty years,
and plot them against the year.

00:16:28.625 --> 00:16:32.060
For the first ten years or so you
would not know there were two of them.

00:16:32.143 --> 00:16:34.440
They rise together and crash together.

00:16:34.523 --> 00:16:37.228
Then, somewhere around
here, they part company.

00:16:37.607 --> 00:16:40.194
And after that they
have nothing to say to each other.

00:16:40.277 --> 00:16:42.923
One is booming
while the other has collapsed.

00:16:43.006 --> 00:16:44.411
The tiny difference we started

00:16:44.411 --> 00:16:47.453
with has been magnified
until it is the whole picture.

00:16:48.366 --> 00:16:51.548
It grows by roughly half
again every single year.

00:16:51.745 --> 00:16:56.479
So a difference of one part in a thousand
takes about fifteen years to become total,

00:16:56.562 --> 00:16:59.953
and a difference of one part
in a million takes about thirty.

00:17:00.150 --> 00:17:03.134
Improving your measurement
buys you almost nothing.

00:17:03.676 --> 00:17:07.100
The rule is completely deterministic
and completely useless for long term

00:17:07.100 --> 00:17:10.979
prediction, and those two facts
sit together quite comfortably.

00:17:11.176 --> 00:17:14.169
But the diagram we drew
has one more surprise in it,

00:17:14.252 --> 00:17:17.608
and it is the one that made
people take all of this seriously.

00:17:18.730 --> 00:17:22.444
Here is the right hand end
of that diagram, magnified.

00:17:22.527 --> 00:17:27.578
Everything from three point seven up to
four, and at first glance it is all band.

00:17:28.375 --> 00:17:30.070
Except that it is not.

00:17:30.267 --> 00:17:33.565
Look here, a little past
three point eight two.

00:17:33.762 --> 00:17:36.641
Right in the middle
of the chaos there is a clean gap.

00:17:37.182 --> 00:17:40.237
And running through the gap,
three sharp curves.

00:17:40.433 --> 00:17:45.298
That is a window: a stretch of r where the
wandering stops dead and the population

00:17:45.298 --> 00:17:49.467
goes back to a strict repeating
schedule, this time of length three.

00:17:50.380 --> 00:17:52.505
Which is worth a moment of disbelief.

00:17:52.702 --> 00:17:55.999
Either side of this narrow strip
the very same rule produces something

00:17:55.999 --> 00:17:58.194
with no pattern in it whatsoever.

00:17:58.391 --> 00:18:00.806
Let us go and look at the orbit itself.

00:18:02.110 --> 00:18:06.741
Knob at three point eight three, and the
same construction we have used all along.

00:18:06.824 --> 00:18:09.983
Grey for the transient,
yellow for what it settles on.

00:18:10.524 --> 00:18:15.294
Three points. Nought point one five
six, then nought point five zero five,

00:18:15.377 --> 00:18:19.136
then nought point nine five seven,
and straight back to the first.

00:18:19.219 --> 00:18:23.284
A crash, a recovery, a boom,
and round again, for ever.

00:18:23.709 --> 00:18:27.877
That is as orderly as anything we
saw at r equal to two point six.

00:18:28.074 --> 00:18:29.883
Now turn the knob by four hundredths,

00:18:29.966 --> 00:18:33.752
to three point eight seven,
and watch the schedule evaporate.

00:18:34.131 --> 00:18:36.117
There it is, wandering again.

00:18:36.221 --> 00:18:40.610
The window really is narrow, and it really
is surrounded on both sides by chaos.

00:18:42.007 --> 00:18:44.050
Now go back to those three
curves and follow them

00:18:44.050 --> 00:18:46.048
to the right hand end of the window.

00:18:46.844 --> 00:18:48.259
Each of them splits into two,

00:18:48.342 --> 00:18:52.102
and then into four, and it
accumulates and gives way to chaos again,

00:18:52.185 --> 00:18:56.934
with the very same ratio four point
six six nine governing the splittings.

00:18:57.731 --> 00:19:00.750
So the window is not
merely an island of order.

00:19:00.854 --> 00:19:05.000
It contains a small copy of the entire
picture we spent this lecture building.

00:19:05.452 --> 00:19:08.376
And magnify that copy
and you find windows inside it,

00:19:08.459 --> 00:19:10.747
each holding a smaller copy again.

00:19:11.230 --> 00:19:16.060
The structure goes all the way down. There
is no scale at which it becomes simple.

00:19:17.875 --> 00:19:21.173
So here is what one innocent
equation turned out to hold.

00:19:21.276 --> 00:19:24.467
For a small growth rate,
a single settled population,

00:19:24.550 --> 00:19:28.696
and a staircase that walks to it
because the curve crosses the line gently.

00:19:29.609 --> 00:19:33.974
As the rate grows, that crossing steepens
until it can no longer hold anything,

00:19:33.974 --> 00:19:35.900
and a two cycle takes over.

00:19:35.983 --> 00:19:41.241
Then the two cycle fails the same way, and
its successor after it, faster and faster,

00:19:41.324 --> 00:19:45.516
with gaps shrinking by a factor
that has nothing to do with our equation.

00:19:46.730 --> 00:19:48.459
Past the point where those pile up,

00:19:48.542 --> 00:19:52.710
orbits that never repeat and that forget
where they started. And inside the chaos,

00:19:52.710 --> 00:19:57.494
windows of perfect order, each containing
the whole story again in miniature.

00:19:58.197 --> 00:20:02.689
None of that was put in. All of it
was sitting inside r x times one minus x,

00:20:02.772 --> 00:20:04.874
waiting for somebody to turn the knob.