SOLUTIONS MANUAL FOR

Discrete Chaos,
Second Edition:
With Applications in
Science and Engineering

by
Saber N. Elaydi

C6985.indd 1 9/27/07 3:28:28 PM

C6985.indd 2 9/27/07 3:28:28 PM
 SOLUTIONS MANUAL FOR
Discrete Chaos,
Second Edition:
With Applications in
Science and Engineering

by
Saber N. Elaydi

Boca Raton London New York

Chapman & Hall/CRC is an imprint of the

Taylor & Francis Group, an informa business

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Contents

1 The Stability of One-Dimensional Maps 1

Exercises - (1.2–1.4) . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Exercises - (1.5 and 1.6) . . . . . . . . . . . . . . . . . . . . . . . . 4
Exercises - (1.7) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Exercises - (1.8) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
Exercises - (1.9) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

2 Attraction and Bifurcation 23

Exercises - (2.2 and 2.3) . . . . . . . . . . . . . . . . . . . . . . . . 23
Exercises - (2.4) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
Exercises - (2.5) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
Exercises - (2.6) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

3 Chaos in One Dimension 33

Exercises - (3.2 and 3.3) . . . . . . . . . . . . . . . . . . . . . . . . 33
Exercises - (3.4) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
Exercises - (3.5) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
Exercises - (3.6 and 3.7) . . . . . . . . . . . . . . . . . . . . . . . . 37
Exercises - (3.8) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

4 Stability of Two-Dimensional Maps 43

Exercises - (4.1 and 4.2) . . . . . . . . . . . . . . . . . . . . . . . . 43
Exercises - (4.3 and 4.4) . . . . . . . . . . . . . . . . . . . . . . . . 45
Exercises - (4.5–4.7) . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Exercises - (4.8) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
Exercises - (4.9) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
Exercises - (4.10 and 4.11) . . . . . . . . . . . . . . . . . . . . . . . 54
Exercises - (4.12) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

6 Fractals 59
Exercises - (6.1–6.3) . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
Exercises - (6.4) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
Exercises - (6.5) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63

7 The Julia and Mandelbrot Sets 65

Exercises - (7.2 and 7.3) . . . . . . . . . . . . . . . . . . . . . . . . 65
Exercises - (7.4 and 7.5) . . . . . . . . . . . . . . . . . . . . . . . . 67

i
1
The Stability of One-Dimensional Maps

Exercises - (1.2–1.4)
1.
1
x(n + 1) = x(n) + 2, x(0) = c
2 
 n  n 
1 1 − 12
x(n) = c+2
2 1 − 12
 n  n
1 1
= c+4−4
2 2
 n
1
x(n) = 4 + (c − 4)
2

1 1
3. (a) Letting x(n) = z(n) yields z(n + 1) = α z(n) + αβ .
(b) 
1
 1

αn c
β
+ α−1 1− αn if α = 1,
z(n) =
c + nβ if α = 1.
Since z(0) = z0 = c, we have

β
z0 + (α−1) (αn − 1) /αn if α = 1,
z(n) =
z0 + nβ if α = 1.

Now  x0 (α−1)αn
1 (α−β−1)+βx0 αn if α = 1,
x(n) = = x0
z(n) 1+nx0 β if α = 1.
This implies

(α−1)
β if |α| > 1,
lim x(n) =
n→∞ 0 if α = 1 or |α| < 1.

If α = −1, every solution is periodic of period two and has two

points {x0 , −x0 /(1 + βx0 )} for any initial point x0 .

1
2 Discrete Chaos

4. x(n + 1) = 2x(n)[1 − x(n)]

Let x(n) = 12 [1 − y(n)]. Then we have
 
1 1
(1 − y(n + 1)) = (1 − y(n)) 1 − (1 − y(n))
2 2
1 1 1 1 1 1
− y(n + 1) = 1 − + y(n) − y(n) + y(n) − y 2 (n).
2 2 2 2 2 2
(2n )
This yields y(n + 1) = y 2 (n). Then by iterations we have y(n) = y0 ,
where y0 = y(0). Hence
1 (2n )
1 − y0
x(n) = .
2
But y0 = 1 − 2x0 which implies that
1 n
x(n) = 1 − (1 − 2x0 )2 .
2
5. Let x(n) = sin2 θ(n). Then θ(n) = sin−1 x(n).
sin θ(n + 1) = 4 sin θ(n)(1 − sin2 θ(n))
2 2

= 4 sin2 θ cos2 θ
= sin2 2θ(n)
θ(n + 1) = 2θ(n)
θ(n) = 2n θ(0)
sin−1 x(n) = 2n sin−1 x(0)
2 √
n −1
x(n) = sin (2 sin x0 )

7. a(n + 1) = rq(1 − m)a(n) = 2a(n)

(a) a(n + 1) = 2a(n)
(b) a(1) = 20, a(2) = 40, . . . , a1 0 = 210 · 10
(c)
The Stability of One-Dimensional Maps 3

9. (a) a(n + 1) = rq(1 − m)a(n) − 9

(b) a(n + 1) = 2a(n) − 9

11. (a)

y  = −y + 1, y(0) = 0, 0 ≤ t ≤ 1, h = 0.25
y(n + 1) = y(n) + 0.25(−y(n) + 1)
3 1
y(n + 1) = y(n) +
4 4
(b)
y(n)

.75 DE

.5 Δ E

.25

1 2 3 4
n
h = .25 .5 .75 1

(c)
 
d
(yet ) = et
dt
yet = et + c
y = 1 + ce−t
0 = y(0) = 1 + c ⇒ c = −1
y(t) = 1 − e−t

t 0 .25 .5 .75 1 n 01 2 3 4
DE ΔE
y(t) 0 .22 .39 .53 .63 y(n) 0 .25 .44 .5 .63
4 Discrete Chaos

Exercises - (1.5 and 1.6)


x − 1 if x ≥ 1
1. (a) f (x) = |x − 1| =
1 − x if x < 1
f(x)

y=x

x
x*

There are no fixed points for x ≥ 1.

1 − x = x ⇒ x∗ = 12 is a fixed point.

(b) The eventually fixed points are ± 23 , ± 25 , ± 2k+1

2 ,...

μ−1
2. (b) There are two fixed points x∗1 = 0, x∗2 = .
μ

μ=2: x∗1 is unstable; x∗2 is asymptotically stable.

μ = 2.5 : x∗1 is unstable; x∗2 is asymptotically stable.
μ = 3.2 : Both x∗1 x∗2 are unstable.

3. (a) Let f (x) = 2x(x − 1)(x − 2)(x + 1) + x. Then f has four unstable
fixed points x∗1 = 0, x∗2 = 1, x∗3 = 2, x∗4 = −1. Notice that

f  (0) = 5, f  (1) = −6, f  (2) = 8, f  (−1) = −11.

All four fixed points are unstable.

(b) f (x) = x2 + 1 has no fixed points since x2 + 1 = x or x2 − x + 1 = 0
has two complex roots.
(c) Let f (x) = x2 − 12 . Then f (x) has two fixed points obtained by
solving the equation
1
x2 − x − = 0.
2
√ √
The fixed point x∗1 = 1+2 3 , x∗2 = 1−2 3 is asymptotically stable
√
since√f  (x) = 2x, f  (x∗1 ) = 1 + 3 > 1, x∗1 is unstable. |f2 (x∗2 )| =
|1 − 3| < 1, x∗2 is asymptotically stable.
The Stability of One-Dimensional Maps 5
6
4. f (x) = 5 −
x
To find the fixed points, let f (x) = x.

6
5− = x, x = 0
x
x2 − 5x + 6 = (x − 3)(x − 2) = 0
x∗1 = 3, x∗2 = 2

From the cob-web diagram, x∗1 = 3 is asymptotically stable and x∗2 = 2

is unstable.

5. (a)

αx(n)
x(n + 1) = , α > 1, β>0
1 + βx(n)
αx
=x
1 + βx
βx2 + x(1 − α) = 0

Hence the positive equilibrium point is given by x∗ = α−1

β .

7. Let x0 = x(0) = 0. Then

(a) x(1) = f (x(0)) = f (0) = 0, x(2) = f (x(1)) = f (0) = 0, . . . , x(n) =

0.
(b) If x(m) = 0 for some m, then x(m + 1) = f (x(m)) = f (0) = 0,
which contradicts the graph.

8. Qc (x) = x2 + c

(a)

x2 + c = x
x2 − x + c = 0
√
1 ± 1 − 4c
x=
√ 2 √
∗ 1 + 1 − 4c ∗ 1 − 1 − 4c
x1 = , x2 = .
2 2
1 1
Both exist if 1 − 4c ≤ 0 ⇒ c ≤ . If c > , we have no fixed points.
4 4
From the cob-web diagram it is clear that x∗1 is unstable, while x∗2
3
is asymptotically stable if c > − .
4
6 Discrete Chaos

9. Let x0 = k/2n in its reduced form with 0 < k/2n ≤ 1. Then


T (x0 ) = (1.1)
2n−1
whether x0 < 12 or x0 ≥ 12 . Now on the interval [0, 1] there are only
finitely many points of the form 2r , and thus x0 is eventually periodic.
By (1.1) no point repeats in the orbit of x0 and hence x0 must be
eventually fixed. In fact x0 is an eventually fixed point of the fixed point
x∗1 = 0, since the eventually fixed points of x∗2 = 23 all have denominators
of multiples of 3.
11. x(n + 1) = 12 sin(πx(n))
There are three fixed points.
1
x∗1 = : asymptotically stable
2
1
x∗2 = − : asymptotically stable
2
x∗3 = 0 : unstable

13. (a) 2xe−x = x

∗
We have two fixed points x∗1 = 0 and x∗2 with 2e−x2 = 1. Hence
−x∗ 1 ∗
e 2 = 2 or e 2 = 2. Thus x2 = ln 2. Now f (x) = 2e−x − 2xe−x .
x ∗ 

x∗1 = 0 is unstable.
(b) f  (ln 2) = 1 − ln 2 < 1. Hence x∗2 = ln 2 is asymptotically stable.

Exercises - (1.7)
1. Fixed Points: x∗1 = 0, x∗2 = 1
Now
f  (x) = 2x
f  (0) = 0 ⇒ x∗1 is asymptotically stable
f  (1) = 2 ⇒ x∗2 is unstable

2. x(n + 1) = 12 x3 (n) + 12 x(n)

The equilibrium points are givn by
1 3 1
x + x=x
2 2
1 2
x(x − 1) = 0
2
x∗1 = 0, x∗2 = −1, x∗3 = 1.
The Stability of One-Dimensional Maps 7

To find their stability we evaluate f  .

3 1
f  (x) = x2 (n) +
2 2
1
f  (0) = implies by Theorem 1.3, that x∗1 is asymptotically stable.
2
f  (−1) = 2 implies by Theorem 1.3, that x∗2 is unstable and similarly
for x∗3 .

3. x(n) = 3x(n)[1 − x(n)]

There are two fixed points x∗1 = 0, x∗2 = 23 . Now f (x) = 3x − 3x2 ,
f  (x) = 3 − 6x. Since f  (0) = 3, it follows by Theorem 1.3, that x∗1 is
unstable. However, since f  23 = −1 we appeal to Theorem 1.5. The
Schwarzian derivative of f at x∗2 is given by
 2
f  (x) 3 f  (x)
Sf (x) =  −
f (x) 2 f  (x)
3
Sf (x∗2 ) = − (36) < 0.
2
This implies by Theorem 1.5, that x∗2 is asymptotically stable.

x∗1 = 0 is unstable
2
x∗2 = is asymptotically stable
3

4. Fixed Points: tan−1 (x) = x ⇒ tan x = x

1 −2x 6x2 − 2
f  (x) = , f  (x) = , f  (x) =
1 + x2 (1 + x2 )2 (1 + x2 )3

Fixed Points: x∗1 = 0, f  (0) = 1, f  (0) = 0, f  (0) = −2

Hence by Theorem 1.11, x∗1 is asymptotically stable.

5. x(n + 1) = x(n) exp(1.5(1 − x(n)))

f (x) = xe1.5(1−x) , f  (x) = e1.5(1−x) − 1.5x2 e1.5(1−x)

Fixed Points: x∗1 = 0, f  (0) = e1.5 > 1 ⇒ x∗1 = 0 is unstable.

e1.5(1−x) = 1 ⇒ x∗2 = 1
f (1) = 1 − 1.5 = −.5 ⇒ x∗2 = 1 is asymptotically stable.


6. There is only one fixed point x∗ = 0. Since f  (0) = 0.8, x∗ is asymptot-

ically stable by Theorem 1.3.
8 Discrete Chaos

y=x

0.4

0 1/2 1

7. x(n + 1) = −x3 (n) − x(n)

f (x) = −x3 − x, f  (x) = −3x2 − 1, f  (x) = −6x, f  (x) = −6
Fixed Points: −x3 − 2x = −x(x2 + 2) = 0
x∗1 = 0, f  (0) = −1

3
Sf (0) = −f  (0) − [f  (0)]2
2
=6>0
Hence by Theorem 1.13, x∗1 = 0 is unstable.
8. There are two fixed points x∗1 = 0, x∗2 = 1. Since f  (0) = 2, x∗1 is
unstable by Theorem 1.3. Now f  (1) = 2 implies that x∗2 is unstable by
Theorem 1.3.
f(x)

1
y=x

x
1/2 1

αx(n)
9. x(n + 1) = 1+βx(n) , α > 1, β>0

αx α(1 + βx) − αβx α

f (x) = , f  (x) = =
1 + βx (1 + βx)2 (1 + βx)2
αx
Fixed Points: 1+βx =x

βx2 + x(1 − α) = 0 x∗1 = 0, f  (0) = α > 1 ⇒ x∗1 = 0 is unstable

 
∗ α−1  α−1 α 1
x2 = , f = 2
= <1
β β (1 + α − 1) α
∗ α−1
⇒ x2 = is asymptotically stable.
β
The Stability of One-Dimensional Maps 9

10. Since f  (x) is continuous, |f  (x)| is also continuous. Since |f  (x∗ )| < 1,
 ∗
there exists M > 0 such that  ∗ |f 1(x ∗)| <1 M < 1. Suppose that for
each n, there exists xn ∈ x − n , x + n such that |f  (xn )| > M .
Since xn → x∗ as n → ∞, it follows that lim |f  (xn )| = |f  (x∗ )|. This
n→∞
implies that |f  (x∗ )| ≥ M , which is a contradiction. Hence there exists
η > 0 such that x ∈ (x∗ − η, x∗ + ε) implies that |f  (x)| ≤ M .

11. (a) f  (x) = 2ax + b, f  (x) = 2a. By Theorem 1.5 x∗ is unstable since
f  (x∗ ) = 0.
2
f  (x∗ )
(b) Notice that f  (x) = 0. Hence Sf (x∗ ) = − 32 f  (x) < 0. By
Theorem 1.6, x∗ is asymptotically stable.

12.
g(x)
fN (x) = x −
g  (x)
g(x∗ )
fN (x∗ ) = x∗ −  ∗
g (x )
g(x) g  (x∗ )
lim∗  = lim∗  ∗
x→x g (x) x→x g (x )

which is defined.

13. There are two fixed points x∗1 = 0 and x∗2 = 1. f  (x) = 1 + α −
2αx, f  (x) = −2α, f  (x) = 0, x∗1 : f  (0) = 1 + α. Thus x∗1 = 0 is
asymptotically stable if |1 + α| or −2 ≤ α < 0.

(i) α = 0, f  (0) = 1. Since f  (0) = 0, by Theorem 1.5, x∗1 = 0 is

unstable if a = 0.
(ii) α = −2, f  (0) = −1, Sf (0) = − 32 (−2α)2 < 0. Hence by Theorem
1.6, x∗1 is asymptotically stable. Thus x∗1 is asymptotically stable
for −2 ≤ α < 0.

x∗2 : f  (1) = 1 − α. Thus x∗2 is asymptotically stable if |1 − α| < 1 or

0 < α < 2.

(i) If α = 0, f  (1) = 1. Since f  (1) = 0, by Theorem 1.5, x∗2 is

unstable.
(ii) If α = 2, f  (1) = −1. Now Sf (1) = − 32 (−2α)2 < 0 and by Theo-
rem 1.5, x∗2 is asymptotically stable. Therefore x∗2 is asymptotically
stable if 0 < α ≤ 2. x∗2 = 1 is asymptotically stable if 0 < α ≤ 2

14. Suppose that |f  (x∗ )|> 1. Let |f  (x∗)| > M > 1. Assume that for each
n there exists xn ∈ x∗ − n1 , x∗ + n1 such that |f  (xn )| < M . Since
lim xn = x∗ , lim |f  (xn )| = |f  (x∗ )|. This implies that |f  (x∗ )| ≤
n→∞ n→∞
10 Discrete Chaos

M , which is a contradiction. Hence there exists η > 0 such that x ∈

(x∗ − η, x∗ + η) = I implies |f  (x)| ≥ M > 1. Let ε = η. Now for
x0 ∈ I, |f (x0 ) − x∗ | = |f  (0)||x0 − x∗ | where c is between x0 and x∗
and hence is in I. Thus |f (x0 ) − x∗ | ≥ M |x0 − x∗ |. If f n−1 (x0 ) ∈ I,
|f n (x0 ) − x∗ | ≥ M n |x0 − x∗ |. Thus there exists a positive integer N
such that f N (x0 ) ∈ I, and hence x∗ is unstable.

15. Part 2. Since f  (x∗ ) = 1, f  (x∗ ) = 0 and f  (x∗ ) > 0, it follows that
x∗ is an inflection point of f . Furthermore, for a sufficiently small open
interval I around x∗ , f  (x) < 0 to the left of x∗ and f  (x) > 0 to the
right of x∗ . Thus on I, f  (x) ≥ M > 1. This implies that for x0 ∈ I
|f (x0 ) − f (x∗ )| = |f (x0 ) − x∗ | ≥ M |x0 − x∗ |. By induction, we conclude
that |f n (x0 ) − x∗ | ≥ M n |x0 − x∗ |. This implies that x∗ is unstable.

16. Let g = f 2 and assume that x∗ is asymptotically stable.

(a) Since x∗ is stable with respect to g, given ε > 0, there exists

δ > 0 such that |x0 − x∗ | < δ implies |g n (x0 ) − x∗ | < ε for all
n ∈ Z+ . This is equivalent to saying that |f 2n (x0 ) − x∗ | < ε for all
n ∈ Z+ . Suppose that for this x0 , there exists a least N such that
|f 2N +1 (x0 ) − x∗ | ≥ ε. But then we have |f 2N (x0 ) − x∗ | < ε and
|f 2N +2 (x0 ) − x∗ | < ε. Now there are two cases to consider.
Case (i)
f 2N +1 (x0 ) > x∗ + ε > f 2N (x0 ). Then f 2N +2 (x0 ) < f 2N +1 (x0 ).
Hence the function g(x) = f (x) − x changes sign between f 2N (x0 )
and f 2N +1 (x0 ) and thus has a root there. This implies that f has
a fixed point different from x∗ .
Case (i)
The second case where f 2N +1 (x0 ) < x∗ −ε < f 2N (x0 ) is analogous.
Assuming that there are no other periodic or fixed points in the
vicinity of x∗ we have a contradiction. To prove attractivity, it
suffices to notice that if lim f 2n (x0 ) = x∗ , then by the continuity
n→∞
of f it follows that lim f (f 2n (x0 )) = lim f 2n+1 (x0 ) = f (x∗ ) =
n→∞ n→∞
x∗ .

18. The fixed points are given by

x3 + x3 + x = x
x2 (x + 1) = 0

Hence x∗ = 0 is a fixed point. Notice that f  (0) = 1, f  (0) = 2 > 0.

Hence x∗ is semiasymptotically stable from the left.
The Stability of One-Dimensional Maps 11

19.

x3 − x2 + x = x
x2 (x − 1) = 0 ⇒ x∗1 = 0, x∗2 = 1
f  (x) = 3x2 − 2x + 1, f  (x) = 6x − 2

x∗1 : f  (0) = 1, f  (0) = −2 < 0 ⇒ x∗1 = 0 is semiasymptotically

stable from the right.
x∗2 : f  (1) = 2. x∗2 = 1 is unstable.

Exercises - (1.8)
1. Q(x) = x2 − .85
Fixed Points: x2 − x − .85 = 0
√ √
1 + 1 + 3.4 1− 4.4
x∗1 = ≈ 1.5488, x∗2 = ≈ −.5488,
2 2
2-period points: Q2 (x) = x or (x2 − .85)2 − .85 = x

x4 − 1.7x2 − x − .1275 = 0
(x2 − x − .85)(x2 + x + .15) = 0
Solve x2 + x + .15 = 0
√
−1 + .4
x1 = ≈ −.1838
2√
−1 − .4
x2 = ≈ −.8162
2
The 2-cycle is {x1 , x2 }

|Q (x1 )Q (x2 )| = |(−.1838)(−.8162)| = .15 < 0.

The 2-cycle is stable.

3. f (x) = xe2(1−x)

(a) Fixed Points: xe2(1−x) = x. Hence there are two fixed points
x∗1 = 0 and x∗2 = 1.
(b) 2-cycles: f 2 (x) = x
2(1−x)
xe2(1−x) e2(1−xe )
=x
12 Discrete Chaos

Discarding the fixed point x∗1 = 0 we can divide by x to get

2(1−x)
e2(1−x) · e2(1−xe ) = 1.

Hence
2(1 − x) + 2 1 − xe2(1−x) = 0
or
2 − x − xe2(1−x) = 0.
Let h(x) = 2 − x − xe2(1−x) . Then h(1) = 0.
h(x)

x
1

Moreover,
h (x) = −1 − e2(1−x) + 2xe2(1−x) , h (1) = 0

and

h (x) = 4e2(1−x) − 4xe2(1−x)


>0 if x < 1,
h (x) = 4e2(1−x)[1 − x]
<0 if x > 1.
Thus for x < 1, h (x) < 0 and hence h(x) > 0; for x > 1, h (x) > 0
and hence h(x) < 0. Hence 1 is the only zero of h. We conclude
that there are no 2-cycles.
6 6
4. g(x) = 5 − , g  (x) = 2
x x
There are two fixed points x∗1 = 2, x∗2 = 3.
6 6x 19x − 30
g 2 (x) = 5 − 6 =5− =
5− x
5x − 6 5x − 6
g 2 (x) = x implies
19x − 30 = 5x2 − 6x
5x2 − 25x + 30 = 0 or x2 − 5x + 6 = 0
x̄1 = 2 = x∗1 , x̄2 = 3 = x∗2
Hence there are no cycles of period 2. Since g  (2) = 32 and g  (3) = 23 ,
x∗1 = 2 is unstable while x∗2 = 3 is asymptotically stable.
The Stability of One-Dimensional Maps 13

5. Every point is a 2-periodic cycle under h, since h2 (x) = x. Moreover,

every point is stable but not asymptotically stable.
6. f (x) = |x − 1|, f 2 (x) = ||x − 1| − 1|. To find the 2-periodic cycles let
||x − 1| − 1| = x.

y=x |x−1|

Then either (i) |x − 1| − 1 = x or (ii) |x − 1| − 1 = −x.

For (i) if x > 1, then there is no solution. On the other hand, if x ≤ 1,
we have x̄1 = 0. The 2-periodic cycle is given by {0, 1}.
For (ii) if x ≥ 1, we have x̄1 = 1 which leads to the same cycle. On the
other hand if x < 1 we have no solution. Since f  (1) is undefined, we
cannot use Theorem 1.6. Now

2 |x − 2| if x > 1,
f (x) =
|x| if x < 1.

1 1
 1 2 every point in the interval [0, 1] is in fact a 2-periodic point: 2 , 2 ,
Thus
3 , 3 , . . ., {0, 1} and more generally {t, 1 − t}. Moreover, every other
point is eventually periodic point. Thus every periodic point is stable
but not asymptotically stable.
7. Q(x) = ax2 +bx+c, a = 0, Q (x) = 2ax+b, [Q2 (x)] = Q (Q(x))Q (x)
(a) [Q2 (x0 )] = Q (x0 )Q (x1 ) = −1.
We need to find SQ2 . Observe that
h(x) = Q2 (x) = a[ax2 + bx + c]2 + b[ax2 + bx + c] + c.
14 Discrete Chaos

Then

h (x) = 2a(ax + b)[ax2 + bx + c] + b[ax + b]

h (x) = 2a[ax + b]2 + 4a2 (ax2 + bx + c) + 2ab
h (x0 ) = 2a[Q (x0 )]2 + 4a2 x1 + 2ab
= 2a[(Q (x0 ))2 + Q (x1 )]
h (x) = 8a2 [2ax + b] + 4a2 (2ax + b)
h (x0 ) = 12a2 Q (x0 ).

Hence

3
SQ2 (x0 ) = −12a2Q (x0 ) − [2a(Q (x0 ))2 + Q (x1 )]2
2
 2
1
= −12a2Q (x0 ) − 6a2 (Q (x0 ))2 − 
Q (x0 )
= −12a2Q (x0 ) − 6a2 (Q (x0 ))4
6a2
+ 12a2 Q (x0 ) − < 0.
(Q (x0 ))2

Hence by Theorem 1.14, the cycle {x0 , x1 } is asymptotically stable.

(b) Here we need to apply Theorem 1.12 to Q2 .
 
1
h (x0 ) = 2a (Q (x0 ))2 +  .
Q (x0 )

If h (x0 ) = 0, then (Q (x0 ))3 = −1 or Q (x0 ) = −1. Hence

Q (x1 ) = −1. This implies that

h (x0 ) = −12a2 < 0

and the 2-cycle {x0 , x1 } is then asymptotically stable by Theorem

1.12. On the other hand if Q (x0 ) = −1, then h (x0 ) = 0 and the
2-cycle {x0 , x1 } is unstable by Theorem 1.12.
8. g  (0) = −b, g  (1) = 3a − b
|g  (0)g  (1)| = |b2 − 3ab| < 1 or

−1 < b2 − 3ab < 1 (1.2)

Since g(1) = 0, a − b + 1 = 0 or a = b − 1. Substituting in (1.2) yields

−1 < b2 − 3b(b − 1) < 1

−1 < −2b2 + 3b < 1
The Stability of One-Dimensional Maps 15
   √ √ 
1  3 − 17 3 + 17
S1 = −∞, (1, ∞), S2 = , ≈ (−.28, 1.78),
2 4 4
 
1 
b ∈ S1 ∩ S2 = −.28, (1, 1.78).
2

2x if 0 ≤ x ≤ 12
9. (a) B(x) =
2x − 1 if 12 < x ≤ 1
B(x)

x
1/2 1

Fixed Points:2x = x ⇒ x∗1 = 0

2x − 1 = x ⇒ x∗2 = 1

⎧
⎪
⎪4x if 0 ≤ x ≤ 14
⎪
⎨4x − 1 if 14 < x ≤ 12
B 2 (x) =
⎪4x − 2
⎪
⎪ if 12 < x ≤ 34
⎩
4x − 3 if 34 < x ≤ 1

B 2 (x)

x
1/4 1/2 3/4 1

2-periodic points:x∗1 = 0, x∗2 = 1

1 2
x1 = , x = is a 2-cycle
3 3

|B  (x1 )B  (x2 )| = |2 · 2| = 4 > 1 ⇒ the 2-cycle is unstable.

16 Discrete Chaos

(b) There are 21 fixed points, 22 points of period 2 including the fixed
points. There are 23 points of period 3 with two 3-cycles and two
fixed points. Hence there are (2k ) k-periodic points.
10. Let x̄ = i
m, where m = 2r + 1, 1 ≤ i ≤ m − 1.
(i) Suppose first that i ≤ r. Then mi < 12 . The Baker map can be
written as B(x) = 2x mod 1 identifying 0 and 1. There exists least
n0 such that
 
i 2n0 i 1
B n0 = > ,
2r + 1 2r + 1 2
 
i 2n0 −1 i 1
B n0 −1 = < ,
2r + 1 2r + 1 2
 
i n0
2 i 2n0 +1 i − 2r − 1
B n0 +1 = −1= .
2r + 1 2r + 1 2r + 1
1 2 2r
Hence the possible values of B n i
2r+n are 2r+1 , 2r+1 , ···, 2r+1 .
2r+1 n0
The value is not possible since in this case 2 i would be
2r+1
either odd or not an integer. Hence the orbit of x̄ has at most 2r
elements and consequently, it is eventually periodic. Hence there
exists a least nonnegative integer m and a least nonnegative integer
s such that B m (x̄) = B s (x̄), m < s. If m = 0, we are done and x̄ is
m−1
s-periodic. But suppose that m  >1 0. Then
 1 B (x̄) and B s−1 (x̄)
cannot be in the same interval  0, 2  or 2 , 1 . Assume  1 without
 loss
1
of generality that B m−1
(x̄) ∈ 0, 2 and B s−1
(x̄) ∈ 2 , 1 . Then
B m (x̄) = 2(B m−1 (x̄)) = even
B s (x̄) = 2[B s−1 (x̄)] − 1 = odd
which is a contradiction.
Another solution.
k
Let x̄ = 2r+1 , r ≥ 1. Then in the binary system x̄ cannot be
represented by a finite string of 0’s and 1’s. For example
1
1
= 4 1 = 0.010101 . . .
3 1− 4
 
1 2
B = = 0.10101 . . .
3 3
 
2 1
B = 2x − 1 = 1.010101 − 1 = .
3 3
There exists a least positive integer s such that 2s − 1 = 2r + 1 or
2s − 1 = t(2r + 1), t is an odd integer < 2s . If 2s − 1 = 2r + 1, then
1
= 0.00 . . . 100 . . . 100 . . . 1 . . .
2r + 1
The Stability of One-Dimensional Maps 17

where 1 appears in the sth slot. This gives an s-periodic point. If

1
on the other hand 2s − 1 = t(2r + 1). Then 2st−1 = 2r+1 and we
arrive at a similar conclusion.
11. x(n) = c0 + (−1)n c1 is a 2-periodic solution. So

c0 + (−1)n+1 c1 = μ(c0 + (−1)n c1 )[1 − c0 − c1 (−1)n ]

c0 − (−1)n c1 = μ[c0 (1 − c0 ) − c21 ] + μc1 (−1)n (1 − 2c0 )

which is equivalent to

c0 = μ[c0 (1 − c0 ) − c21 ]
c1 = −μc1 (1 − 2c0 )

whose solution is
 
1 1 (μ + 1)(μ − 3)
c0 = 1+ , c21 = .
2 μ 4μ2
This solution is real if and only if μ ≥ 3. In this case we have
1
x(n) = μ + 1 + (−1)n (μ + 1)(μ − 3) , if μ > 3;
2μ
 
1 1 2
x(n) = 1+ = , if μ = 1 which is a fixed point.
2 μ 3

13.
αx(n)
x(n + 1) = (1.3)
1 + βx(n)
Let x(n) = c0 + (−1)n c1 . Then substitution into equation (1.3),

α(c0 + (−1)n c1 )
c0 − (−1)n c1 =
1 + β(c0 + (−1)n c1 )
c0 (1 + βc0 ) + (−1)n βc0 c1 − (−1)n c1 (1 + βc0 ) − βc21 = αc0 + (−1)n αc1 .
(1.4)

Comparing both sides of equation (1.4) we get

c0 (1 + βc0 ) − βc21 − αc0 = 0 (1.5)

βc0 c1 − c1 (1 + βc0 ) = αc1
(1 + α)c1 = 0. (1.6)

If α = −1, then c1 = 0 which leads to the fixed point x(n) = c0 . In this

case the equation has no nontrivial 2-periodic solution.
If α = −1, then we have two cases:
(i) If β = 0, then c0 = 0 and x(n) = (−1)n c1 , c1 arbitrary, is a 2-cycle.
18 Discrete Chaos
c0 (2+βc0 )
(ii) If β = 0, then c21 = β .

For any c0 for which c1 is real, the solution is


c0 (2 + βc0 )
x(n) = c0 + (−1)n . (1.7)
β

If β < 0, there is a family of 2-periodic solutions: for any c0 < 0 or any

c0 > − β2 . However, for β > 0 there is a family of 2-periodic solutions:
for any c0 > 0 or any c0 < − β2 . The solution is given by equation (1.7).

14. x(n + 1) = μx(n)e−x(n) , x(n) ≥ 0, μ > 0.

Solution 1
A periodic point of period 2 is of the form x(n) = c0 + (−1)n c1 . And
a 2-cycle is given by {c0 − c1 , c0 + c1 }. Hence by substituting into the
equation we obtain

μ(c0 − c1 )ec1 −c0 = c0 + c1

μ(c0 + c1 )e−c1 −c0 = c0 − c1
μ2 (c0 − c1 )e−2c0 = c20 − c21 .

1
If c20 = c21 , e−2c0 = μ2 ⇒ ec0 = μ

c0 = ln μ

since both c0 − c1 and c0 + c1 are positive, c0 > 0 and c0 > c1 . Hence

μ > 1.
Solution 2

x(x + 2) = x(n)
2 −x −μxe−x
μ xe e =x
−x
ex+μxe = μ2
x + μxe−x = ln(μ2 )

since every term on the left side is positive, μ2 > 1 or μ > 1.

The Stability of One-Dimensional Maps 19

Exercises - (1.9)
1. Fμ (x) = μx(1 − x), Fμ (x) = μ − 2μx, Fμ (x) = −2μ, Fμ (x) = 0

[Fμ2 (x)] = Fμ (Fμ (x))Fμ (x)

[Fμ2 (x)] = Fμ (Fμ (x))Fμ (x) + Fμ (Fμ (x))[Fμ (x)]2
√ √
[Fμ2 (x̄1 )] = −2(1 + 6)Fμ (x̄2 ) − 2(1 + 6)[Fμ (x̄1 )]2
[Fμ2 (x)] = Fμ (Fμ (x))Fμ (x) + Fμ (Fμ (x))Fμ (x)Fμ (x)
+ 2Fμ (Fμ (x))Fμ (x)Fμ (x) + Fμ (Fμ (x))[Fμ (x)]3
[Fμ2 (x̄1 )] = 0 + 4μ2 Fμ (x̄1 ) + 8μ2 Fμ (x̄1 ) + 0
√
= 12(1 + 6)2 Fμ (x̄1 )
√ 3 √
SFμ2 (x̄1 ) = −12(1 + 6)2 Fμ (x̄1 ) − 4(1 + 6)2 [Fμ (x̄1 )]4
√ 2 √ 
− 8(1 + 6)2 Fμ (x̄1 ) + 4(1 + 6)2 /[Fμ (x̄1 )]2
√  
= −6(1 + 6)2 [Fμ (x̄1 )]4 + 1/[Fμ (x̄1 )]2 < 0.

Hence {x̄1 , x̄2 } is asymptotically stable.

2. Fμ (x) = μx(1 − x)

(a) Fixed point: There are 21 fixed points

(b) 2-cycles: Fμ (x) = x gives μ(μx(1 − x))[1 − μx(1 − x)] = x a poly-
nomial of degree 22 . There are 22 roots but 21 of them are fixed
points. Hence there are 22 −21 = 21 periodic points of prime period
2. Hence we have only one cycle of prime period 2.
(c) 3-cycles: Fμ3 (x) = x

μ(μx(1 − x))[1 − μx(1 − x)][1 − μx(1 − x)[1 − μx(1 − x)]] = x

which is of degree 23 . Hence we have 23 − 21 = 2 · 3 = 6 points of

prime period 3 or 2 cycles of prime period 3.
4-cycles: There are 24 − 22 = 22 · 3 = 4 · 3 periodic points of prime
period 4 and thus we have 3 cycles of prime period 4.
5-cycles: There are 25 − 22 = 21 periodic points of prime period 5
(25 − 21 = 6 · 5) and consequenty we have 6 cycles of prime period
5.
6-cycles: There are 26 − 23 − 2 = 9 × 6 periodic points of prime
period 6 and thus we have 9 cycles of primer period 6.

3. Use Maple, Mathematica, or Phaser.

20 Discrete Chaos
√ √
(a) x∗1 = 1+ 21−4μ , x∗2 = 1− 21−4μ , x∗1 is unstable, x∗2 is asymptotically
stable if − 43 < μ < 0.
 √ √ 
(b) x1 = −1+ 2−3−4μ , x2 = −1− 2−3−4μ is a 2-cycle which is asymp-
totically stable if − 54 < μ < − 34 .
(c) μ1 = −0.75, μ2 = −1.25, μ3 = −1.35708, μ4 = −1.38
(d)

5. Gμ (x) = μ sin πx, 0 < μ ≤ 1, −1 ≤ x ≤ 1

Fixed points: Gμ (x) = x = μ sin πx

(i) x∗1 = 0 is a fixed point.

Gμ (x) = μπ cos πx
|Gμ (0)| = |μπ| < 1 ⇒ μ < π1
x∗1 = 0 is asymptotically stable if 0 < μ < π1 . If μ = π1 , then
Gμ (0) = 1. Now Gμ (0) = 0, G 3
μ (0) = −μπ < 0. By Theorem 1.5,
x1 = 0 is asymptotically stable for μ = π . For μ > π1 , x∗1 = 0 is
∗ 1

unstable.
1
(ii) The second fixed point x∗2 , x∗2 = μ sin πx∗ appears when μ > π.
Gμ (x∗2 ) = μπ cos πx∗2 .

8. k = 2m, k = 4, m = 2
4-periodic points are given by
nπ nπ
x(n) = c0 + (−1)n c2 + c1 cos + d1 sin
2 2

n = 0, x(0) = c0 + c2 + c1
n = 1, x(1) = c0 − c2 + d1
n = 2, x(2) = c0 + c2 − c1
n = 3, x(3) = c0 − c2 − d1
The Stability of One-Dimensional Maps 21

since x(4) = x(0), we get by substitution in the equation

x(4) = x(0) = μx(3)[1 − x(3)]

c0 + c2 + c1 = μ(c0 − c2 − d1 )[1 − c0 + c2 + d1 ] (1.8)
x(5) = x(1) = μx(4)[1 − x(4)] = μx0 (1 − x0 )
c0 − c2 + d1 = μ(c0 + c2 + c1 )[1 − c0 − c2 − c1 ] (1.9)
c0 + c2 − c1 = μ(c0 − c2 + d1 )[1 − c0 + c2 − d1 ] (1.10)
c0 − c2 − d1 = μ(c0 + c2 − c1 )[1 − c0 − c2 + c1 ]. (1.11)

We have 4 equations in 4 unknowns; using Maple we obtain c0 , c1 , c2 , d1 .

2
Attraction and Bifurcation

Exercises - (2.2 and 2.3)

1. 
x2 for −3 ≤ x ≤ 5,
f (x) = √
4 x − 3 for 1 < x ≤ 9.

There are three fixed points x∗1 = 0, x∗2 = 1, x∗3 = 9. Now

• f  (0) = 0 ⇒ x∗1 = 0 is asymptotically stable

• f  (1) = 2 ⇒ x∗2 = 1 is unstable
2
• f  (9) = 3 ⇒ x∗3 = 9 is asymptotically stable

W s (0) = (−1, 1), W s (0) = [−3, −1) ∪ (1, 9]

3. Let y ∈ W s (f (x̄)), and let g = f k . Then lim g n (f (x̄)) = y. Now

n→∞
g n (f (x̄)) = f nk+1 (x̄) = f (f nk (x̄)). Suppost that f nk (x̄) → z ∈ W s (x̄),
then f (f nk (x̄)) → f (z) = y. Thus y ∈ f (W s (x̄)). Conversely, let
u ∈ f (W s (x̄)). Then there exists v ∈ W s (x̄) with f nk (x̄) → v as
n → ∞ and u = f (v). But f nk (f (x̄)) = f (f kn (x̄)) → f (v) = u as
n → ∞. Thus u ∈ W s (f (x̄)). This implies that W s (f (x̄)) = f (W s (x̄)).

23
24 Discrete Chaos

5. ⎧
⎪
⎨2
x
0 ≤ x ≤ 0.2,
f (x) = 3x − 12 0.2 < x ≤ 12
⎪
⎩ 1
2 − 2x 2 < x ≤ 1.

There are three fixed: x∗1 = 0, x∗2 = 14 , x∗3 = 23 .

⎧
⎪ 1
⎨2 0 ≤ x ≤ 0.2,

f (x) = 3 0.2 < x ≤ 12
⎪
⎩
−2 12 < x ≤ 1.

Hence the only asymptotically stable fixed point is x∗1 = 0 and the other
  ∞
two fixed points are unstable. W s (0) = 0, 14 ∪ G, where G = ∪ Gi
i=1
defined as follows. G1 (f −1 (0.25), 1] = (0.875, 1], G2 = (t1 , t2 ), t1 , t2 ∈
f −1 (0.875). We find t1 , t2 by solving 3x − 12 = 0.875, 2 − 2x = 0.875.
We obtain t1 ≈ 0.4583, t2 ≈ 0.5625. G3 = (f −1 (t1 ), f −1 (t2 )), etc.

7. Let y ∈ Int(M ). Since f is continuous and one-to-one, f is either strictly

increasing or strictly decreasing. Assume, without loss of generality, that
f is increasing. Then M must contain a fixed point either as an interior
point or a right end point. In either case, an interior point is mapped
to an interior point.

10. (i) For 0 < μ < 1, there is only one fixed point x∗1 = 0.

μK(K + (μ − 1)p) − (μ − 1)μKp

f  (p) =
[K + (μ − 1)p]2
μK 2
=
[K + (μ − 1)p]2

f  (0) = μ. Hence x∗1 = 0 is asymptotically stable for 0 < μ < 1.

For μ = 1, we have f  (0) = 1. Now f  (0) = 0 implies by Theorem
1.5 that for μ = 1, x∗1 = 0 is unstable. Moreover, for 0 < μ < 1,
W s (0) = [0, ∞).
(ii) For μ > 1, x∗1 = 0 is unstable and there is a new positive fixed
point x∗2 = K.
1
f  (K) = < 1 for μ > 1.
μ
Hence x∗2 = K is asymptotically stable. Furthermore, W s (K) =
(0, ∞).

11. g  (1) = 12 implies that x∗ = 1 is asymptotically stable. However, x∗ = 1

is not globally asymptotically stable since 12 → 32 → 0.
Attraction and Bifurcation 25

Exercises - (2.4)

1. f (x) = x + x3 has positive Schwarzian derivative for − √16 ≤ x ≤ √1 .

6

3. Consider the function f (x) = 2 cot−1 x. There are two asymptoti-

cally stable fixed points x∗1 ≈ −1.8, x∗2 ≈ 1.8 where 2 cot−1 x∗1 = x∗1 ,
μ cot−1 x∗2 = x∗2 .

2 cot −1 x

−2
Lμ (x) =
1 + x2
2
|Lμ (x)| = < 1 ⇒ 1 < x2 ⇒ either x > 1 or x < −1.
1 + x2

So we have two attracting fixed points with basins of attraction (−∞, −1)
and (1, ∞), respectively. Another example: f (x) = 2 sin x on [−π, π].
26 Discrete Chaos

5.
x
f (x) = xer(1− k )
x r r(1− xk )
f  (x) = er(1− k ) − xe
k
x rx
= er(1− k ) 1 −
k
r r(1− xk ) rx r x

f (x) = − e 1− − er(1− k )
k k k
r r(1− xk ) rx
=− e 2−
k k
r2 r(1− xk ) rx r2 x

f (x) = 2 e 2− + 2 er(1− k )
k k k
r2 r(1− xk ) rx
= 2e 3−
k k
2 (3 − rx )
 2
r 3 r2 2 − rx
Sf (x) = 2 k
− k
k (1 − rx k ) 2 k 2 1 − rx k
 2  2
r2 (3 − rx )(1 − rx
) − (2 − rxk ) 1 r2 2 − rx
= 2 k k
2
− k
k (1 − rx k ) 2 k2 1 − rx
k
  2
r2 1 1 r2 2 − rx
= 2 2
− k
<0
k (1 − rx k ) 2 k 2 1 − rx k

7. Let h = f ◦ g.

h (x) = f  (g(x))g  (x)

h (x) = f  (g(x))[g  (x)]2 + f  (g(x))g  (x)
h (x) = f  (g(x))[g  (x)]3 + 2f  (g(x))g  (x)g  (x)
+ f  (g(x))g  (x)g  (x) + f  (g(x))g  (x)

f  (g(x))  2 2f  (g(x))g  (x) f  (g(x))g  (x)

S(h) = · [g (x)] + +
f  (g(x)) f  (g(x)) f  g(x))
  2
g  (x) 3 f  (g(x))g  (x) g  (x)
+  − + 
g (x) 2 f  (g(x)) g (x)
   2 

 2 f (g(x)) 3 f (g(x)) 3f  (g(x))g  (x)
= [g (x)] − +
f  (g(x)) 2 f  (g(x)) f  (g(x))
 2
g  (x) 3 g  (x) 3f  (g(x))g  (x)
+  − 
−
g (x) 2 g (x) f  (g(x))
= Sf (g(x)) · (g  (x))2 + Sg(x)
Attraction and Bifurcation 27

11.

Gμ (x) = μ sin x : [0, π] → [0, π]

π
Gμ (x) = μ cos x, x̃ = is a critical point
2
Gμ (x) = −μ sin x
G
μ (x) = −μ cos x
3
SGμ (x) = −1 − tan2 x < 0
2

13. (i) By Formula (2.6)

S(f ◦ g)(x) = Sf (g(x))[g  (x)]2 + Sg(x).

If Sf < 0 and Sg < 0, then S(f ◦ g)(x) < 0.

(ii) We use mathematical induction on k.
• The statement is true for k = 1 as Sf < 0.
• Assume that the statement is true for n = k, that is, Sf k < 0.
Then by Formula (2.6)

S(f k+1 )(x) = S(f k ◦ f )(x)

= Sf k (f (x)) · [f  (x)]2 + Sf (x)
< 0.

Exercises - (2.5)
1. Notice that H0 (0) = 0 and thus x∗ = 0 is a fixed point at μ∗ = 0.
∂2 H
Moreover, H0 (0) = −1 and ∂μ∂x (0, 0) = −1 = 0. Hence by Theorem
2.7, the map Hμ undergoes a period-doubling bifurcation at μ∗ = 0.
28 Discrete Chaos

3. H0 (0) = 0 implies that x∗ = 0 is a fixed point at μ∗ = 0. ∂H∂x = 1 + 2x,

∂2 H
∂x (0, 0) = 1. Moreover, A = ∂x (0, 0) = 1 = 0, B = ∂x2 = 2 = 0.
∂H ∂H
2 2
In addition, ∂∂μH2 = 0 and ∂∂xH2 = 2 exists and continuous. By Theorem
2.5, we have a saddle (tangent)-node bifurcation at μ∗ = 0.

5. Hμ (x) = μx(1 − x) + α, α = 0. Now Hμ (x) = μ(1 − 2x). Fixed

points: Hμ (x) = x = μx(1 − x) + α, μx2 + (1 − μ)x − α = 0. Consider
1
x∗1 = μ−1
2μ + 2μ (1 − μ)2 + 4αμ. For Hμ (x) = 1, we have μ[1 − x∗1 ] = 1.
∗ 2
Hence (1 − μ)2 + 4αμ = 0 or α∗ = −(1−μ 4μ∗
)
. Plugging this value of α
in x∗1 yields x∗1 = μ−1
2μ . At these values of α∗
, μ∗ , we have a saddle node
bifurcation by Theorem 2.5.

7. Consider μ = p(x). Then the derivative of B(p(x), x) is given by

dB ∂B ∂B
(p(x), x) = (p(x), x) + (p(x), x)p (x). (2.1)
dx ∂x ∂μ

∗ ∗
Since B(p(x), x) = 0, dB dx (p(x), x) = 0. Since in (2.1)
∂B
∂x (μ , x ) = 0,
∗ ∗
∂B
∂μ (μ , x ) 
= 0, it follows that p (x∗ ) = 0.

Exercises - (2.6)
1. 0.0010111010

5. f : [1, 7] → [1, 7], f (1) = 4, f (2) = 7, f (3) = 6, f (4) = 5, f (5) = 3,

Attraction and Bifurcation 29

f (6) = 2, f (7) = 1.
[1, 2] → [4, 7] → [1, 5] → [3, 7] → [1, 6] → [2, 7] → [1, 7] → [1, 7]
[2, 3] → [6, 7] → [1, 2] → [4, 7] → [1, 5] → [3, 7]
[3, 4] → [5, 6] → [2, 3] → [6, 7] → [1, 2] → [4, 7]
[4, 5] → [3, 5] → [3, 6] → [2, 6] → [2, 7] → [1, 7]
[5, 6] → [2, 3] → [6, 7] → [1, 2] → [4, 7] → [1, 5]
[6, 7] → [1, 2] → [4, 7] → [1, 5] → [3, 7] → [1, 6]
Hence all intervals [i, i + 1], with the possible exception of [4, 5], have no
points of period 5. If x̄ is a 5-periodic point in [4, 5], then f (x̄) ∈ [3, 5].
Either f (x̄) ∈ [3, 4] and in this case f 5 (x̄) ∈ [1, 2] which is impossible
or f (x̄) ∈ [4, 5]. This implies that f 2 (x̄) ∈ [3, 5]. Again f 2 (x̄) must
be in [4, 5]. Similarly, one may show that x̄, f (x̄), f 2 (x̄), f 3 (x̄), f 4 (x̄)
are all in [4, 5]. Now on [4, 5], f (x) = −2x + 13, f 2 (x) = 4x − 13,
f 3 (x) = −8x + 39, f 4 (x) = 16x − 65, f 5 (x) = −32x + 143. f 5 (x) = x
yields x̄ = 133 which coincides with the fixed point f . Hence f has no
points of period 5.
6. Consider the map f : [1, 9] → [1, 9] defined by f (1) = 5, f (2) = 9
f (3) = 8, f (4) = 7, f (5) = 6, f (6) = 4, f (7) = 3, f (8) = 2, f (9) = 1.

9
8
7
6
5
4
3
2
1

1 2 3 4 5 6 7 8 9

Thus {1, 2, 3, 4, 5, 6, 7, 8} is a 9-cycle, and each of these integers is of

prime period 9. We will now show that there are no points in [1, 9] of
prime period 7. Notice that
f f f f f f f
[1, 2] → [5, 9] → [1, 6] → [4, 9] → [1, 7] → [3, 5] → [6, 8] → [2, 4].
Hence f 7 [1, 2] ∩ (2, 4] = ∅ and there are no 7-cycles in the inverval
[1, 2]. Observe also that all other intervals, with the exception of [5, 6],
is mapped, after some interations, to the interval [1, 2] which would
eliminate the possibility of having a 7-cycle. It remains to show that
the interval [5, 6] has no 7-cycles.
30 Discrete Chaos

7. Let f : [1, 2k + 1] → [1, 2k + 1] be defined as follows:

f (1) = k+1, f (2) = 2k+1, f (3) = 2k, . . . , f (k+1) = k+2, f (k+2) = k,

f (k + 3) = k − 1, f (k + 4) = k − 2, . . . , f (2k) = 2, f (2k + 1) = 1.

Then connect the points in the graph linearly.


˜ f (x) + 8 for 1 ≤ x ≤ 5,
8. f (x) =
x−8 for 9 ≤ x ≤ 13.
f˜[1, 13] → [1, 13] where f (1) = 3, f (2) = 5, f (3) = 4, f (4) = 2, f (5) = 1.
Observe that none of the points 1, 2, 3, 4, 5, 9, 10, 11, 12 is of period 6;
they all belong to a 10-cycle. Moveover, if x ∈ [1, 5], then f˜(x) =
f (x) + 8 ∈ [9, 13] and f˜2 (x) = f (x). Since f has no points of period 3, it
follows that f˜ has no points of period 6 in the intervals [1, 5] and [9, 13].
The situation with the interval [9, 13] requires a different argument.
Since f˜6 [5, 9] = [4, 10], it follows by Theorem 1.2, f˜6 has a fixed point
p ∈ (5, 9). Now if for any n, 1 ≤ n ≤ 5, f˜n (p) ∈ (5, 9), then f˜n+r (p) ∈
[1, 5] ∪ [9, 13] for all r > 0. This implies that f˜6 (p) = p, a contradiction.
Thus p, f˜(p), . . . , f˜5 (p) ∈ (5, 9). By simple computations, one may show
that the only fixed point of f˜, f˜2 , . . . , f˜6 is p = 19 ˜
3 . Hence f has no
points of prime period 6.
9. A map with 2 × 7 cycle but no 2 × 5 cycles. First we start with the
map f in problem 5. Then define the double map f˜ : [1, 19] → [1, 19] as
follows. 
˜ f (x) + 12, 1 ≤ x ≤ 7
f (x) =
x − 12, 13 ≤ x ≤ 19

10. The general procedures for constructing a continuous map of prime pe-
riod 2(2n + 1) but no points of prime period 2(2n − 1) may be explained
as follows.
We start with a map f : [1, 1 + h] → [1, 1 + h] with points of prime
period (2n + 1) but no points of prime period (2n − 1). We define the
double map f˜ : [1, 1 + 3h] → [1, 1 + 3h] as follows:

f (x) + 2h for 1 ≤ x ≤ 1 + h,
f˜(x) =
x − 2h for 1 + 2h ≤ x ≤ 1 + 3h

and by linearity for 1 + h < x < 1 + 2h.

12. To construct a map with a prime period 8 but no points of prime period
16, we start with the map f : [1, 4] → [1, 4] defined as follows:

f (1) = 3, f (2) = 4, f (3) = 2, f (4) = 1,

and on each interval [n, n + 1] we assume f to be linear.

Attraction and Bifurcation 31

4
3
2
1

1 2 3 4

Now we use the double map


f (x) + 6 for 1 ≤ x ≤ 4,
f˜(x) =
x−6 for 7 ≤ x ≤ 10
f˜ : [1, 10] → [1, 10]

Then f˜ has points of period 8 but no points of period 16.

10
9
8
7
6
5
4
3
2
1

1 2 3 4 5 6 7 8 9 10

16. Let f : I → I defined  as follows: f (1) = 1, f (x) = fk (x)  if x ∈

Ik = 1 − 31k , 1 − 3k+12
, k ∈ Z 
+
, where
2 7 f 0 (x) : 0, 1
3 → 0, 1
3 defined
2 7 13
by f0 (x) = x, f1 (x) =
 8 25 3 9, → ,
3 9 defined by f 1 (x) = −x  8+739;
8 25 49
f2 (x) = 9 , 27 → 9 , 27 defined  by f2 (x) = −x + 27 for x ∈ 9 , 81 ,
2 74 25
f2 (x) = x − 81 for x ∈ 81 , 27 and then connect linearly. In general,
k+1  
we have fk (x) = −x + 2(33k+1)−5 for x ∈ 1 − 31k , 1 − 31k + 3k+2 1
and
2
fk (x) = x − 3k+2 and then connect linearly.

18. Let f : [a, b] → [a, b] be continuous such that there exists x0 ∈ [a, b]
with either f 2 (x0 ) < x0 < f (x0 ) or f (x0 ) < x0 < f 2 (x0 ). Assume that
f 2 (x0 ) < x0 < f (x0 ). Let w = min{x|x0 ≤ x ≤ f (x0 ) such that f (x) = x}.
Now we have two cases to consider.

(a) If f has no fixed points in [a, x0 ], then f 2 (a) ≥ a and f 2 (x0 ) < x0
implies that we have a periodic point with prime period 2 in [a, x0 ].
32 Discrete Chaos

(b) If f has a fixed point in [a, x0 ], let

t = max{x|a ≤ x ≤ x0 such that f (x) = x}.

Then f has no fixed points in (t, x0 ]. Let u ∈ [t, x0 ] such that

f (u) = x0 (this is true since f [t, x0 ] ⊃ [t, x0 ]). Since f 2 (u) > u and
f 2 (x0 ) < x0 , we have a point of prime period 2 in [t, x0 ].
3
Chaos in One Dimension

Exercises - (3.2 and 3.3)

1. Let us wrtie each x ∈ [0, 1] in its binary expansion, x = 0.x1 x2 x3 . . . ,where
each xi is either 0 or 1. There are two fixed points 0 = 0.0 and 1 = 0.1.
The Baker map acts as a shift map, B(0.x1 x2 x3 x4 . . . ) = 0.x2 x3 x4 . . . .

(a) A periodic point of period n is of the form

x1 x2 xn x1 x2
x = 0.x1 x2 . . . xn = + 2 + · · · + n + n+1 + n+2 + . . .
2 2 2 2 2
xn
+ ....
22n
Thus x = r
2n −1 for 0 ≤ r ≤ 2n − 2.
(b) Let y ∈ (0, 1) be written in its binary form y = 0.y1 y2 y3 . . . . For a
given ε > 0, 21k < ε for some k ∈ Z+ . Consider the periodic point x
of period k, x = 0.x1 x2 . . . xk , where x1 = y1 , x2 = y2 , . . . , xk = yk .
Then
∞ ∞

xi − yi 1 1
|x − y| = i
< = k < ε.
2 2i 2
i=k+1 i=k+1

Hence PerB is dense [0,1].

2. (a) Let a = rs be a periodic point of period n. Then B n (a) = a =

2n (a) mod 1. Hence a = 2n a − r. Consequently a = 2nr−1 , r =
0, 1, 2, . . . , 2n − 2.
(b) Let J = (a, b) ⊂ [0, 1] with t = b − a. Choosen sufficiently large 
n
such that 2n −1 > 2t . Consider now the set A = 2n1−1 , 2n2−1 , 22n −2
−1
which consists of periodic points by Problem 8 for any two consec-
1
n −1 , 2n −1 − 2n −1 = 2n −1 < 2 . Hence the
utive numbers 2nr−1 , 2r+1 r+1 r t

set J must contain one of the numbers in the set A. Hence the set
of periodic points is dense in [0, 1].

3. Write x ∈ [0, 1] in its ternary expansion x = 0.x1 x2 x3 x4 . . . , where xi is

0, 1, or 2. Then f (x) = 0.x2 x3 x4 . . . . Consider the point y ∈ (0, 1) of

33
34 Discrete Chaos

∞
yj
the form y = 3j , where yj ’s appear as follows:
j=1

012 00 01 02 10 11 12 20 21 22 000 001 002 010 020 . . .

.
1 − block 2 − block 3 − block

∞
xi
We claim that the orbit O(y) is dence in [0, 1]. Let x = 3i be
i=1
1
an arbitrary point [0, 1], and let ε > 0 be given. Then < ε for
2N
some N ∈ Z+ . Now the string x1 , x2 , . . . , xN must appear as one of
the N -blocks in the ternary expansion of y. Thus for some k, f k (y) =

∞
1 1
0 · x1 x2 . . . xN zN +1 zN +2 . . . . Now |f k (y) − x| ≤ 2j = 2n < ε.
j=N +1
This proves the claim. Hence f is transitive on [0, 1].

5. Let U = {θ : θ1 < θ < θ2 } and V = {θ : θ3 < θ < θ4 } be two open

arcs in S 1 . Now f (U ) is an arc of length 2|θ2 − θ1 |, f 2 (U ) is an arc of
length 4|θ2 − θ1 |, etc. There exists k ∈ Z+ such that f k (U ) ⊃ S 1 and
consequently, f k (U ) ∩ V = ∅. Thus g is transitive.

7. Let us write θ as eiθ . Then h(eiθ ) = e3iθ . If x0 = eiθ is k-periodic,

k
then hk (eiθ ) = ei3 θ = eiθ . Thus 3k θ = θ + 2nπ, n = 0, 1, . . . , 3k − 2.
2(n+1)π
Hence θ = 32nπ 2nπ
k −1 . Now if θ(n) = 3k −1 and θ(n + 1) = 3k −1 are two
consecutive angles in the periodic orbit of x0 , then θ(n+1)−θ(n) = 3k2π −1 .
Let U = {θ | θ1 < θ < θ2 } be open arc in S 1 . Let d = (θ2 − θ1 )/2.
Choose k sufficiently large such that 2π/(3k − 1) < d. Hence there exists
n and k such that θ(n) = 2nπ/(3k − 1) ∈ U . Hence the set of periodic
points is dense in S 1 .

Exercises - (3.4)
1. (a) n = 5, f 5 (0.1+ 0.01) = f 5 (0.11) = 0.97, f 5 (0.1) = 0.59
λ(0.1) ≈ 15 ln 0.97−0.59
0.01 ≈ 0.73
(b) n = 6, f 6 (0.11) = 0.12, f 6 (0.1) = 0.97
λ(0.1) ≈ 16 ln 0.12−0.97
0.01 = 0.74
(c) n = 7, f 7 (0.11) = 0.42,f 7 (0.1) = 0.11
 0.42−0.11
1
λ(0.1) ≈ 7 ln 0.01 = 0.49

3. (a) n = 5, |f 5 (0.31) − f 5 (0.3)| = 0.0080057346, λ(x0 ) ≈ −0.044

(b) n = 6, λ(x0 ) = −0.044
(c) n = 7, λ(x0 ) ≈ −0.043
Chaos in One Dimension 35
⎧
⎪
⎨3x, 0 ≤ x ≤ 13
5. f (x) = 2 − 3x, 13 < x ≤ 23
⎪
⎩
3 − 3x, 23 < x ≤ 1

|f (x)| = 3

1 
n−1
(a) λ(x0 ) = lim n ln |f  (x(k))| = log 3 ≈ 1.0986
n→∞ k=0

(b) Let ε = 1. Let x0 ∈ [0, 1]. If |x0 − y| = δ > 0, then |f n (x0 ) −

f n (y)| = |(f n (x0 )) − (f n (y)) ||x0 − y| = 3n δ. Choose n large
enough such that 3n δ > 1. Hence f possesses sensitive dependence
on initial conditions.

9. 1 < μ < 3, μ = 2. Show λ(x) = ln |2 − μ| for the logistic map

1 
n−1
λ(x0 ) = lim ln |μ − 2μx(k)|.
n→∞ n
K=0

Since 1 < μ < 3, x(n) = Fμn (x0 ) → x∗ = μ−1 

μ . Thus Fμ (x(n)) →
 ∗ 
Fμ (x ) = 2 − μ and consequently, ln |Fμ (x(n))| → ln |2 − μ| as n → ∞.
Let ε > 0. Then there exists N1 such that for n > N .

ln |2 − μ| − ε < ln |Fμ (x(n))| < ln |2 − μ| + ε.

Hence for n > N

n−N 1 
n
(ln |2 − μ| − ε) = (ln |2 − μ| − ε)
n n
K=N +1

1 n
< ln |Fμ (x(n))|
n
K=N +1

1 n
< (ln |2 − μ| + ε)
n
K=N +1
n−N
= ln(|2 − μ| + ε).
n

1

N
Since for large n, n ln |Fμ (x(n)) < ε,
K=0

 
1  1  
n−1 N n−1
1
lim ln |Fμ (x(n))| = lim 
ln |Fμ (x(n))| + ln |Fμ (x(n))|
n→∞ n n→∞ n n
K=0 K=0 K=N +1

= ln |2 − μ|.
36 Discrete Chaos

11. Given ε > 0, there exists N such that |xn − x| < ε

2 for n > N1 . There
x1 +x2 +···+xN1 ε
exists N2 > N1 such that n < 2 for n > N2 . Thus for
n > N2 we have

1 1 
n 1 N n
1
xi − x ≤ xi + xi − x
n n n
i=1 i=1 i=N1 +1

ε 1 
n
< + |xi − x|
2 n
i=N1 +1
ε ε
< + = ε.
2 2

Exercises - (3.5)
1. Let U = {z : |f i (z) − f i (p)| < ε, 0 ≤ i ≤ k − 1}. Then U = ∅ since it
contains the point p. Now for each j, the set Uj = {z : |f j (z) − f j (p)| <
k−1
ε} is an open interval of the form (aj , bj ) containing p. Since U = ∩ Uj ,
j=0
it follows that U is open.

4. Consider f (x) = −x, defined on R. Then every point is periodic of

period 2. Clearly f does not possess sensitive dependence on initial
conditions.

5. Let U = {θ ∈ X : θ1 < θ < θ2 }, V = {θ ∈ X : θ3 < θ < θ4 }. Then

f (U ) is an arc, minus countably many points, with double the length
of U , f 2 (U ) is an arc with four times the length of U , etc. Eventually,
f k (V ) ⊃ X for some k. Hence f k (U ) ∩ V = ∅, and f is topologically
transitive.
Let us write a periodic point x0 as eiθ . If x0 is of period k, then
2nπ
f k (θ) = e2ikθ = eiθ . Hence θ + 2nπ = 2kθ. This gives θ = 2k−1 ∈ X.
Consequently, f has no periodic points in X.

3
2 x, 0 ≤ x ≤ 12  
7. f (x) = 3 1 3
on 0, 34
2 (1 − x), 2 < x≤ 4

 1 
3 3
− − x = 32 x if 0 ≤ x ≤ 12
(a) f (x) = 4
3
2
3
 2 
4 − 2 x − 12 = 32 (1 − x) if 12 < x ≤ 1
Chaos in One Dimension 37

(b)

3
|f  (x)| =
2
1
n−1
3
λ(x) = lim log
n→∞ n 2
k=0
1 3
= lim · n log
n→∞ n 2
3
= log > 0
2

Hence f possesses sensitive dependence on initial conditions.

.75

.5

.25

.25 .5 .75

 
(c) Let x ∈ 0, 38 . Then there exists r > 0 such that f r (x) ≥ 12 .
Claim that if z ≥ 12 , then f (z) ≥ 38 . Assume the contrary, that is,
3 3 3 3 3
2 (1 − z) < 8 . Then 2 −  2z < 8 3which
 implies that z > 34 , which is
3
 f  0, 4 = 0, 4 . Hence f has no periodic points
not possible since
in the interval 0, 38 .

Exercises - (3.6 and 3.7)

1. (a)


1
3x if x ≤ 2
h(x) = 1
3(1 − x) if x > 2
3
x∗1 = 0, x∗2 = = .75
4
38 Discrete Chaos

(b) Algorithm:

0.75
3 × 0.75 = 2.25
3 × 0.25 = 0.75
3 × 0.75 = 2.25
3 × 0.25 = 0.75

In ternary expansion

x∗1 = 0.0 x∗2 = 0.2020

Justification:
x1 x2 x3
.75 = + + + ...
3 3 3
x2 x3
2.25 = 3 × 0.75 = x1 + + + · · · ⇒ x1 = 2, etc.
3 3
         
1 2 h 1 2 h 3 h 3 h 9
2. , → , → 1, → − , 0 → − , 0 . . . (−∞, 0)
9 9 3 3 2 2 2
3. (a) Let x = ·x1 x2 x3 · · · ∈ E be in a ternary expansion. If x ∈ K, then
for some i, xi = 1. There are two cases to consider.
(i) x1 = 2. Then
x2 x3 xi
h(x) = 3 − x1 + + 2 + · · · + i−1 + . . .
3 3 3
= ·2̄ − ·x2 x3 x4 . . .
= ·y1 y2 y3 . . .

where xi = yi−1 = 1.
(ii) x1 = 0. Then h(x) = ·x2 x3 . . . xi · · · = ·y1 y2 . . . yi−1 . . . with
xi = yi−1 = 1. Hence in either case h(x) = ·xi xi+1 · · · =
1 xi+1
3 + 32 + . . . which implies that h (x) = 1 · xi+1 xi+2 · · · > 1, a
i

contradiction. Thus E ⊂ K. Conversely, let x = ·x1 x2 x3 · · · ∈

K in ternary expansion, xi ∈ {0, 2}. Then clearly hn (x) ∈ [0, 1]
for all n ∈ Z+ , and consequently, K ⊂ E. This implies that
E = K.
(b) The map f (x) = 13 x is clearly a homeomorphism.
∞
4. Consider ∧ = ∩ An .
n=1

(i) ∧ is totally disconnected. Given any open interval (a, b) with d =

1
b − a, then by Lemma there exists large n such that (1+ε) n < d.

Thus (a, b) may not be contained in any subinterval of An .

Chaos in One Dimension 39

(ii) Perfect. Let p ∈ ∧. Then p ∈ An for each n. Hence p ∈

1
[an−1 , bn−1 ] ⊂ An , with bn−1 − an−1 < (1+ε) n. It follows that
1
|an−1 − p| < (1+ε)n . Thus lim |an−1 − p| = 0 which implies that
n→∞
lim an = p.
n→∞

5. (i) Clearly K̃ = ∩∞
n=1 S̃n is closed, being the intersection of closed sets.
(ii) Totally disconnected.
n Notice that the length of each subinterval
 in
n
Sn is 25 . If K̃ contains an interval of length d, then d > 25
for all large n, which is absurd.
(iii) Perfect. Assume that p ∈ K̃. Then n p ∈ S̃n for all n.
 nHence
p ∈ [an , bn ] ⊂ S̃n , with bn − an = 25 . Thus |an − p| < 25 . For
 N
ε > 0, let N be large enough such that 25 < ε. Then for n > N ,
|an − p| < ε. This implies that an → p as n → ∞.

7. Ω = {x ∈ 2 : x contains no consecutive zeros}
(a) If x = {x0 x1 x2 x3 . . . } has no consecutive zeros, then σ(x){x0 x1 x2 x3 . . . }
has no consecutive zeros either. Thus Ω is invariant.
(b) Infinite
fixed points 2-cycles 3-cycles 4-cycles . . .
1 3 4 7

This looks like the fibonacci sequence

Fn+1 = Fn + Fn−1 F0 = 1, F1 = 3.

Therefore
 √ n  √ n
1− 5 1+ 5
Fn = c1 + c1
2 2
 
√ n+1  √ n+1
1+ 5 1− 5
= + .
2 2

(c) Yes.
1. Transitive: Modify z in the proof of Theorem 3.28 to include
only blocks with no consecutive zeros. Then O(z) = Ω.
2. P = Ω. Let x = {x1 x1 x2 . . . } ∈ Ω. Define a sequence {yn } as
y1 = {x̄0 . . . } if x0 = 1 or {x0 x1 . . . } otherwise. In the first
case let y2 = {x0 x1 . . . } and in the latter y2 = {x0 x1 x2 . . . } if
x2 = 1 or {x0 x1 x2 x3 . . . } if x2 = 0, etc. Then lim yn = x.
n→∞

8. h : K → 2
40 Discrete Chaos

• For x = ·x1 x2 x3 . . . , h(x) = y = {y0 y1 . . . }, yi = x12+1 , h−1 (y) =

x = ·x1 x2 x3 . . . with xi+1 = 2yi . Hence h is one-to-one and onto.
• h is continuous: Let ε > 0 be given, x ∈ C, y = h(x). If ε < 21N let
δ = 31N . Then if d(x, x̃) < δ = 31N , xi = x̃i for i = 1, 2, . . . , N . Thus
h(xi ) = h(x̃i ), i = 0, 1, 2, . . . , N . Hence d(y, h(x̃i )) ≤ 21N < ε. To
show that h is open, let Bδ (x) be an open ball in C, with δ < 31N ,
and y = h(x). Suppose that ỹ ∈ h(Bδ (x)). Then a = d(ỹ, y) < 21N .
Let b = 21N − a. Put ε = min(a, b). Then claim that Bε (ỹ) ⊂
h(Bδ (x)). To show this let z ∈ Bε (ỹ). Then

d(z, y) ≤ d(z, ỹ) + d(ỹ, y)

1 1
< N − a + a = n.
2 2
Hence z ∈ h(Bδ (x)). Thus Bε (ỹ) ⊂ h((Bδ (x)) and the proof is now
complete.

13. In Lemma 3.5, it was shown that Fμ (x) > 1 + ε for all x ∈ A1 . Now for
x ∈ A2 , we have Fμ (x) ∈ A1 . It follows that
 2 
Fμ (x) = Fμ (Fμ (x)) Fμ (x)
> (1 + ε)2

since both Fμ (x) and x are in A1 . Inductively, for x ∈ An

 n 
Fμ (x) > (1 + ε)n . (3.1)

Let [an−1 , bn−1 ] = Is0 s1 ...sn−1 ⊂ An . Then either Fμn (an−1 ) = 0 or

1. Assume Fμn (an−1 ) = 0, then Fμn (bn−1 ) = 1. By the Mean Value
Theorem,

Fμn (bn−1 ) − Fμn (an−1 )  n 

= Fμ (c)
bn−1 − an−1
1
> (1 + ε)n .
bn−1 − an−1
1
Hence bn−1 − an−1 < (1+ε)n .

Exercises - (3.8)
1. ≈ is reflexive: Let h(x) = x. Then h(f (x)) = f (x) = f (h(x)).
≈ is symmetric: Since h : A → B is a homeomorphism, h(f (x)) =
Chaos in One Dimension 41

g(h(x)), it follows that h−1 : B → A is also a homeomorphism. Let

y ∈ B, then for some unique x, h−1 (y) = x or h(x) = y. So

f (x) = h−1 (g(h(x))) or

−1 −1
f (h (y)) = h (g(y)).

Thus g ≈ f .
h1 h2
≈ is transitive: Suppose f1 ≈ f2 , f2 ≈ f3 . Let  h = h2 ◦ h1 . Then
h  0 if Fμn (x) ∈ I0 ,
f1 ≈ f3 . h : ∧ → 2 , h(x) = {a0 a1 a2 . . . }, an =
1 if Fμn (x) ∈ I1 .

3. μ = 5, F5 (x) = 5x(1 − x)
F5 (x)
√
= 5x(1 − x) = 1√⇒ 5x − 5x2 = 1 or 5x2 − 5x + 1 = 0 ⇒ α0 =
5− 5 5+ 5
10 ≈ .2764, α1 = 10 ≈ .7236
I0 = [0, α0 ], I1 = [α1 , 1]
(a)
√
5−1
√ ∈ I0 ⇒ a0 = 0
2 5
√  √  √ 
5−1 ( 5 − 1) 5−1
F5 √ =5 √ 1− √ = 1 ⇒ a1 = 1
2 5 2 5 2 5
√ 
5−1
F5 √ = F5 (1) = 0 ⇒ a2 = 0.
2 5

Therefore
√ 
5−1
h √ = 010.
2 5

(b)
√
5+1
√ ∈ I1 ⇒ a1 = 1
2 5
√ 
5+1
F5 √ = 1 ⇒ a1 = 1
2 5
√ 
5+1
F5 (1) = 0 ⇒ a2 = 1 ⇒ h √ = 110
2 5

5. Let x ∈ ∧ with h(x) = a0 a1 . . . . Then x ∈ Ia0 a1 ...an for all n ∈ Z+ . Now

σ(h(x)) = σ(a0 a1 a2 . . . ) = a1 a2 . . . . Now Fμ (x) ∈ Ia1 ...an for all n ≥ 1.
Thus h(Fμ (x)) = a1 a2 · · · = σ(h(x)).
42 Discrete Chaos

h is continuous: Let ε > 0. Then there exists N such that 21N < ε. Since
√
μ > 2 + 5 there exists γ > 0 such that the length of each subinterval 
1 1
in AN is less than (1+γ) N . Put δ = (1+γ)N . Let a = a0 a1 a2 · · · ∈ 2,
h−1 (a) = x. Then x ∈ Ia0 a1 ...an for all n ∈ Z+ . If d(x, x̃) < δ, then
x, x̃ ∈ Ia0 a1 ...aN . If h(x) = ã, then a1 = ãi , i = 0, 1, 2, . . . , N . Hence
d(a, ã) < 21N < ε.
Similarly, one may show that h−1 is continuous.

7. Gλ (x) = 1 − λx2 a = −λ, b = 0, c=1

μ μ μ2 − 2μ μ2 −2μ
(a) Let h(x) = x− , c = = 1, λ = 4 . It is convenient
λ 2λ 4λ
−1
to use h ,
λ 1
h−1 (x) =
x+
μ 2
λ 1 μ2 + 2μ 1 μ
h(−1) = − + = − + =1−
μ 2 4μ 2 4
2
μ − 2μ 1 μ
h(1) = + =
4μ 2 4
 
Therefore h−1 : [−1, 1] → 1 − μ4 , μ4
(b) Now λ = 2 corresponds to μ = 4. Since F4 ≈ Q2 and F4 is chaotic
on [0, 1], Q2 is chaotic on [−1, 1].
11. Q−2 (x) = x2 − 2, F4 (x) = 4x(1 − x). Using (3.17), we let h(x) =
−4x + 2. Then h is a conjugation map which takes [0, 1] onto [−2, 2].
Moreover, h(F4 (x)) = h(4x(1 − x)) = −16x(1 − x) + 2 = 16x2 − 16x + 2.
Q−2 (h(x)) = Q−2 (−4x + 2) = (4x + 2)2 − 2 = 16x2 − 16x + 2. This
shows that F4 is conjugate to Q−2 . Since F4 is chaotic, it follows by
Theorem 3.9, that Q−2 is chaotic.
4
Stability of Two-Dimensional Maps

Exercises - (4.1 and 4.2)

 
−4.5 5
1. A =
−7.5 8
−4.5 − λ 5
Let |A − λI| = 0 so = (−4.5 − λ)(8 − λ) + 37 =
−7.5 8 − λ
√
3.5± 3.52 −4·1.5
λ2 − 3.5λ + 1.5 = 0. So λ = 2 = 3.5±2.5
 2 .Then  λ1 =  3,
1 −7.5 5 v11 0
λ2 = 2 . For λ1 = 3, (A − λI)v1 = 0. So = .
−7.5 5 v21 0
 
1
Then v11 = 23 v21 . Let v1 = 3 . For λ2 = 12 , (A − λI)v2 = 0. So
     2  
−5 5 v12 0 1
= . Then v12 = v22 . Let v2 = . Let P =
−7.5 7.5 v22 0 1
     n 
11 −2 2 3  0
(v1 v2 ) = 3 , then P −1 = , so An = P n P −1 =
1 3 −2 0 12
 2   
−2 · 3n + 23n 2 · 3n − 2n−1 1
1
. Thus eigenvector is associated with
−3n+1 + 23n 3n+1 − 2n−1 1 3
   2 
1 1 n −2 · 3n + 23n 2 · 3n − 2n−1 1
λ1 = 3, is associated with λ2 = 2 , A =
1 −3n+1 + 23n 3n+1 − 2n−1 1

 8 1
3. A = 3 3
− 34 34
8
−λ 1   
Let |A − λI| = 0, so 3 4 4 3 = 83 − λ 43 − λ + 49 =. Then
−3 3 − λ
2
(3λ − 6)
 2 1   = 0. So λ  λ2 = 2. For λ1 = 2, (A − λI)V1 =0, so
1 =
V 11 0 1
3 3 = . Then V11 = − 21 V21 . Let V1 = . To
− 34 − 23 V21 0 −2
 2 1    
V21 1
find V2 , let (A − λI)V2 = V1 . So 3
4
3
2 = . Then
− − V22 −2
  3 3  
1 1 1
2V21 + V22 = 3. Let V2 = . So P = (V1 V2 ) = , then P −1 =
1 −2 1
1 1  n n−1   n 
2 (n+3) n·2n−1
3 − 3 . So An = P 2 n2 P −1
= 3 3 . The
2 1 n+1
3 3 0 2n − n23 2n(3n−1) 3

43
44 Discrete Chaos
     n n−1

2 (n+3) n·2
1 1 3n+1 3
eigenVector is associated with λ = 2, An = .
−2 1 − n23 2n(3n−1)
3
 
−2 −3
5. A =
1 1
−2 − λ −3
Let |A − λI| = 0, so = (2 + λ)(λ − 1) + 3 = λ2 + λ + 1 = 0.
1 1−λ
√ √ √ √
−1± 1−4 −1± 3i
So λ = 2 = 2 .
Then
 λ1 = −1+2 3i , λ2 = −1−2 3i .
√  
−2 − −1+2 3i −3 √ λ
Since(A − λI)V = 0, therefore −1+ 3i
=
1 1− 2
y
   √   3  √   √ 
0 − 23 + 23 i −2 − 23 − 23 23
. So V = = +i . Then P = ,
0 1 1 0 1 0
  !
0 1 √  −1 2 √ 2
so P −1 = 2√3 √ . Since λ1 = −1+2 3i , therefore |λ1 | = 2 + 23 =
2 √ 3
3 √
1, θ = arctan −21 = arctan(− 3) = 120◦ = 23 π. Then
2

 
cos nω sin nω
An = P · |λ1 |n P −1
− sin nω cos nω
 √ √ 
2nπ
− 3 sin + cos 2nπ −2 3 sin 2nπ
= √
2 3
3
2nπ
3 √ 3 .
3 sin 3 cos 2nπ
3 + 3 sin 2nπ
3

√ √
 √ 
3
−1+ 3i −1− 3i − 32 + 2 i
Thus eigenValues are λ1 = 2 , λ 2 = 2 , V1 = is
1
 √ 
3 3
−2 − 2 i
associated with λ1 , V2 = is associated with λ2 .
1
 √ √ 
2nπ 2nπ 2nπ
− 3 sin + cos −2 3 sin
An = √ 3
2 3 2nπ
3 √ 3 2nπ .
3 sin 3 cos 2nπ3 + 3 sin 3
 8 1  
3 3 1
7. Solve x(n + 1) = Ax(n), A = and x(0) = .
− 43 34 1
 n n−1

2 (n+3) n·2
From Problem 3, An = 3 n
3 . Since x(n + 1) = Ax(n),
−n·2n+1 2 (3−n)
3 3
therefore
  
2n (n+3) n·2n−1
n 3 3 1
x(n) = A x(0) = n
−n·2n+1 2 (3−n) 1
3 3
 
2n−1 (n+2n+6)
= 3
2n (3−3n)
3
 n−1 
2 (n + 2)
X(n) = .
2n (1 − n)
Stability of Two-Dimensional Maps 45
   
2 2 −2 3 n 0
9. Let f : R → R be defined by f (X) = AX, , find f .
1 1 1
From Problem 5,
 √ √ 
2nπ
− 3 sin + cos 2nπ −2 3 sin 2nπ
n
A = √
2 3
3
2nπ
3 √ 3 .
3 sin 3 cos 2nπ
3 + 3 sin 2nπ
3

Then      √ 2nπ

n0 n 0 −2 3 sin
√ 3
f =A = .
1 1 cos 2nπ
3 + 3 sin 2nπ
3

Exercises - (4.3 and 4.4)

 
−1 1
1. A = . The eigenvalues of A are λ1 = −1 and λ2 = 2. The
0 2    
1 1
corresponding eigenvectors are V1 = and V2 = . Thus
0 3
   
1 1
X(n) = k1 (−1)n + k2 2n
0 3
     
1 1 1
X(0) = = k1 + k2
2 0 3
2 1
3k2 = 2 ⇒ k2 = , k1 + k2 = 1 ⇒ k1 = .
3 3
Hence
   
1 1 2 1
X(n) = (−1)n + (2n )
3 0 3 3
 n n+1

1 (−1) + 2
= .
3 2n+1
 
1 1
3. A = . The eigenvalues of A are λ1 = 2 and λ2 = 3. The
−2 4    
1 1
corresponding eigenvectors are V1 = and V2 = . Hence
1 2
   
1 1
X(n) = k1 2n + k2 3n
1 2
 n n

k1 2 + k2 3
= .
k1 2n + 2k2 3n
46 Discrete Chaos
 
31
5. A =
03

X(n) = An X0
 n n−1   
3 3 x1 (0)
=
0 3n x2 (0)
 n 
3 x1 (0) + 3n−1 x2 (0)
=
3n x2 (0)

7. F (n + 2) − F (n + 1) − F (n) = 0. The associated characteristic equation

is given by

λ2 − λ − 1 = 0
√ √
1+ 5 1− 5
λ1 = , λ2 = .
2 2
Hence
 √ n  √ n
1+ 5 1− 5
F (n) = k1 + k2
2 2
 √   √ 
1+ 5 1− 5
F (1) = 1 = k1 + k2 (4.1)
2 2
 √ n  √ n
1+ 5 1− 5
F (2) = 1 = k1 + k2 . (4.2)
2 2

Solving equations (4.1) and (4.2) yields

1 1
k1 = √ , k2 = − √ .
5 5
Hence " √ n  √ n #
1 1+ 5 1− 5
F (n) = √ − .
5 2 2

9. x(n + 2) + 16x(n) = 0. The characteristic equation is given by

λ2 + 16 = 0
λ1 = 4i, λ2 = −4i.

Hence
x(n) = k1 cos nθ + k2 sin nθ
where θ = tan−1 (4) ≈ 76◦ .
Stability of Two-Dimensional Maps 47

15.


n−1
Y (n) = An Y (0) + An−K−1 g(K)
K=0
 n n−1    n−1  2n−K−1 (n − K − 1)2n−K−2  k 
2 n2 1
= +
0 2n 0 0 2n−K−1 1
K=0
 n  n−1
 k2n−K−1 + (n − K − 1)2n−K−2 
2
= +
0 2n−K−1
K=0
⎛ n−1 ⎞
 (n−1)  −k
n−1
 n 1
k2 −k
+ 2
2 ⎜4 4 ⎟
= + 2n ⎜
⎝
K=0 K=0 ⎟
⎠
0 1 
n−1
−k
2 2
K=0

Using the formula


n−1
(1 − an ) 
n−1
a(1 − an ) − nan+1 (1 − a)
k
a = , kak = .
1−a (1 − a)2
K=0 K=0

We obtain

   n−1 3 
2n n2 − 4n
Y (n) = +
0 2n − 1
 n 
2 + n2n−1 − 34 n
= .
2n − 1

Exercises - (4.5–4.7)
1 
2 0
1. A =
0 12
1
The origin is asymptotically stable since ρ(A) = 2 < 1 (Theorem 4.13).
48 Discrete Chaos
y

λ1 = λ2 = 12
Phase portrait: origin is asymptotically stable.
 
21
3. A =
02
Since ρ(A) = 2 > 1, it follows by Theorem 4.13 that the origin is asymp-
totically stable.

λ1 = λ2 = 2
Phase portrait: origin is unstable.
 
0.5 0.25
5. A =
−0.25 0.5
1
Eigenvalues of A are λ1 = 2 + 14 i, λ2 = 1
2 − 14 i.
! √
1 1 5
|λ1 | = |λ2 | + + = <1
4 16 4

Hence by Theorem 4.12, the origin is asymptotically stable.

Stability of Two-Dimensional Maps 49
y

1
λ1 = 2+ 14 i, λ2 = 12 − 14 i
A stable focus.
 
−3 −4
7. A =
7.5 8
The eigenvalues
  of A are  λ1 
= 2, λ2 = 3. The corresponding eigenvectors
4 2
are V1 = , V2 = , straight-line solutions are
−5 −3
   
4 2
Y1 = 2n , Y2 = 3n .
−5 −3

The origin is unstable since ρ(A) = 3 > 1.

Y1
Y2

λ1 = 2, λ2 = 3
Unstable node.
 
1 2
9. A =
−1 −1
The eigenvalues of A are λ1 = i, λ2 = −i. The origin is stable but not
asymptotically stable.
50 Discrete Chaos
y

λ1 = i, λ2 = −i
A stable center.

Exercises - (4.8)
 
2 3
1. A = trA = 6, det A = 5 − 3a
1+a 4
The point (T, D) = (6, 5 − 3a) moves vertically along the line T = 6
in the trace-determinant plane, as a varies. Note det A < −trA − 1 if
a > 4, where we have an oscillatory source. If a = 4, det A = −trA − 1
and consequently, λ2 = −1 and λ1 = − det A = −6. Hence the origin
is unstable. If a decreases below 4, we have a saddle and thus a = 4
is a bifurcation value. However, when the line T = 6 intersects the
parabola T 2 = 4D when a = − 43 , we have two repeated eigenvales
λ1 = λ2 = 12 trA = 3. In this case, we have an unstable origin and
a = − 43 is a bifurcation value. For a < − 34 , we have spiral source.
(i)
a > 4 : oscillatory source
(ii)
a = 4 : unstable origin (bifurcation value)
(iii)
a < 4 : a saddle
(iv)a = − 43 : unstable origin
(v)a < − 43 : spiral sources
 
2+a 1
3. A =
0 2
trA = 4 + a, det A = 4 + 2a
Hence det A = 2trA − 4.
a. Notice that tr2 A − 4 det A = tr2 A − 8trA + 16 = (trA − 4)2 ≥ 0.
Hence all eigenvalues of A are real.
Stability of Two-Dimensional Maps 51

b. Our line det A = 2trA − 4 intersects the line det A = trA − 1 at

the point (T, D) = (3, 2) when a = −1, while it intersects the line
det A = −trA − 1 at the point (T, D) = (1, −2) when a = −3.
c. The bifurcation value of a is -3, for a < −3 we have an oscillatory
source and for a > −3 we have a saddle. For a = −3, we have the
eigenvalues λ2 = −1 and λ1 = − det A = 2 and hence we have an
unstable (oscillatory) origin.

Bifurcation value: a = −3
a < −3 : a saddle
a = −3 : unstable oscillatory
 
a + 1 a2 + a
5. A =
1 a+1
trA = 2a + 2, det A = a2 + 2a + 1 − a2 − a = a + 1
Hence det A = 12 trA.
Our line intersects
 
(a) the line det A = −tr − 1 at (T, D) = − 31 , − 23 , when a = − 67
 
(b) the line det A = 1 at 12 , 1 , when a = 0
(c) the
 1 parabola
 det A = 4tr2 A at the points (0, 0) when a = −1 and
2 , 1 , when a = 0.

Hence there are three bifurcation values.

(i) a >= − 67 where the eigenvalues are λ2 = −1 and λ1 = − det A = 23

and we have an “oscillatory” stable origin, for a < − 76 , we have an
oscillatory saddle.
(ii) a = −1, the eigenvalues are λ1 = λ2 = 0 and every point is a fixed
point, for − 67 < a < −1, we have a sink, and for −1 < a < 0, we
have a spiral sink.
(iii) a = 0, where the eigenvalues are λ1 = 1, λ2 = 1, where we have
eigher a stable or unstable origin, for a > 0, we have a saddle.
 
a+1 1
7. A =
b 2
trA = a + 3, det A = 2a + 2 − b

Region 5:

det A < trA − 1 and det A > −trA − 1

2a + 2 − b < a + 2 and 2a + 2 − b > −a − 4
a<b and 3a + 6 > b
52 Discrete Chaos

Region 6:

det A < trA − 1 and det A < −trA − 1

a<b and 2a + 2 − b < −a − 4
3a + 6 < b

Region 7:

det A > trA − 1 and det A < −trA − 1

a>b and 3a + 6 < b

Regions 1 and 2:

det A > trA − 1 and det A > −trA − 1 and det A < 1
b<a and b < 3a + 6 and b > 2a + 1

(i) Region 1:

tr2 A > 4 det A

a2 + 6a + 9 > 8a + 8 − 4b
4b > −a2 + 2a − 1
1
b > − (a − 1)2
4

Region 8:

det A > −trA − 1 and tr2 A > 4 det A and det A > 1
1
b < 3a + 6 and b > − (a − 1)2
4
b < 2a + 1

Region 4:

det A > trA − 1 and tr2 A > 4 det A and det A > 1
1
b<a and b > − (a − 1)2 and b < 2a + 1
4
Stability of Two-Dimensional Maps 53

Exercises - (4.9)
1. Let V (x1 , x2 ) = x21 + x22 . Then

ΔV (x1 (n), x2 (n)) = x22 (n)[1 − (x21 (n) + x22 (n))]2

+ x21 (n)[1 − (x21 (n) + x22 (n))]2 − x21 (n) + x22 (n)
= x22 (n)[x21 (n) + x22 (n)]2 − 2x22 (n)(x21 (n) + x22 (n))
+ x21 (n)[x21 (n) + x22 (n)]2 − 2x21 (n)(x21 (n) + x22 (n))
= [x21 (n) + x22 (n)]2 [x21 (n) + x22 (n) − 2].

If x21 + x22 < 2, ΔV < 0 and the origin is asymptotically stable by

Thoerem 4.13.

3. x1 (n + 1) = g1 (x1 (n), x2 (n)), x2 (n + 1) = g2 (x1 (n), x2 (n))

Let V = x1 x2 . Then

ΔV (x1 (n), x2 (n)) = g1 (x1 (n), x2 (n))g2 (x1 (n), x2 (n)) − x1 (n)x2 (n) > 0.
 
Let an = n1 , n1 , n ≥ 1. Then an → (0, 0), and 0 < V (an ) = n12 → 0 as
n → ∞. Hence by Theorem 4.18, the origin is unstable.
   
x 2y − 2yx2
5. f = 1 2
y 2 x + xy
Let V (x, y) = x + 4y 2 . Then
2

 2
1
ΔV = 4y 2 (1 − x2 )2 + 4x2 + y2 − x2 − 4y 2
2
= 4y 2 + 4x4 y 2 − 8x2 y 2 + x2 + 4x2 y 4 + 4x2 y 2 − x2 − 4y 2
= 4x2 y 2 [x2 + y 2 ] − 4x2 y 2
= 4x2 y 2 [x2 + y 2 − 1].

If x2 + y 2 < 1, then the origin is asymptotically stable.

   
x y
7. F = , β > 0.
y αx/(1 + βy 2 )
Let V (x, y) = x2 + y 2 . Then

ΔV (x(n), y(n)) = x2 (n + 1) + y 2 (n + 1) − x2 (n) − y 2 (n)

α2 x2
= y 2 (n) + − x2 (n) − y 2 (n)
[1 + βy 2 (n)]2
≤ (α2 − 1)x2 (n).
54 Discrete Chaos

Case (i) If α2 < 1, then ΔV < 0. In this case X ∗ = 0 is the only fixed
point and by Theorem 4.13, the origin is asymptotically stable.
Case (ii) If α2 = 1, then ΔV ≤ 0 and ΔV = 0 on the x and y-axes.
Hence E = {(x, 0), (0, y) : x, y ∈ R}. There are two subcases:
       
x 0 x x
(i) α = 1; then F = , F2 = . Thus E = M , and
0 x 0 0
the origin is not asymptotically stable.
           
x 0 2 x −x 3 x 0
(ii) α = −1; F = , F = , F = ,
   0 −x 0 0 0 x
0 x
F4 = . Hence E = M and the origin is not asymptoti-
x 0
cally stable.
(iii) α2 > 1 may not be determined by either Theorem 4.13 or Theorem
4.16.
11. Let V (x, y) = xy. Then

ΔV (x(n), y(n)) = y(n)[x(n) + f (x(n))] − x(n)y(n)

= y(n)f (x(n))
2
Δ V (x(n), y(n)) = Δ[y(n)f (x(n))] > 0.

The conclusion now follows from Problem 8.

Exercises - (4.10 and 4.11)

   
0 01
3. Df =
0 α0
 
0 √ √
The eigenvalues of Df are λ1 = α, λ2 = − α, and ρ(A) = |λ1 | =
0
√ √
| α|. Hence by Theorem 4.22, if ρ(A) = | α| < 1 or |α| < 1, then the
origin is aysmptotically stable.
     
∗ 0 0 00
(a) X1 = : Df =
0 0 40
Since ρ(A) = 0, it follows from Theorem 4.22 that X1∗ is asymp-
totically stable.
     
∗ 6 6 12 0
(b) X2 = : A = Df =
3 3 4 −6
The eigenvalues of the matrix A are given by λ1 = 12, λ2 = −6.
Hence ρ(A) > 1. By virtue of Theorem 4.22, X2∗ is unstable.
Stability of Two-Dimensional Maps 55
   
0 α 0
5. A = Df =
0 −1 β
By Theorem 4.11, ρ(A) < 1 if and only if |α + β| < 1 + αβ < 2. Hence
the zero solution is asymptotically stable by virtue of Theorem 4.22.
αβ < 1
6. To find the fixed points we solve the system
1
y2 − x = x (4.3)
2
1 1
x + y = y. (4.4)
4 2
From Eq. (4.4) we have y = 12 x. Substituting in Eq. (4.3) yields
 
1 2 3 1 1
x − x= x x − 3 = 0.
4 2 2 2
   
∗ 0 ∗ 6
Hence x = 0 or x = 6. Hence the fixed points are X1 = , X2 = .
0 3
The Jacobian
 1     1 
− 2 2y 0 −2 0
J= 1 1 , J = 1 1 .
4 2 0 4 2
 
0
(a) X ∗ = is asymptotically stable
0
 
6
(b) X2∗ = is unstable
3
   
0 01
7. A = Df =
0 ab
By Theorem 4.11, ρ(A) < 1 if and only if |b| < 1 − a < 2. Hence by
Theorem 4.22, the origin is asymptotically stable if |b| < 1 − a < 2.
11. Y (n + 1) = AY (n) + g(Y (n))
If V (Y ) = Y T BY , then

ΔV (Y ) = V (Y (n + 1)) − V (Y (n))
= (Y T (n)AT + g T (Y (n))B(AY (n) + g(Y (n))) − Y T (n)BY
= Y T [AT BA − B]Y + Y T AT Bg(y) + g T (Y )BAY + g T (Y )Bg(Y ).

Observe that AT BA − B = −C, where C is a positive definite matrix.

Furthermore, since B is symmetric Y T AT Bg(Y ) = g T (Y )BAY . Hence

ΔV (Y ) = −Y T CY + 2Y T AT Bg(Y ) + V (g(Y )).

56 Discrete Chaos

13. Suppose that f is conjugate to g. Then there exists a homeomorphism

h such that h ◦ f = g ◦ h.
(a) Assume that p is heteroclinic with respect to f . Then lim f n (P ) =
n→∞
X1∗ and lim f −n (P ) = X2∗ . Hence lim g n (h(P )) = lim h(f n (P )) =
n→∞ n→∞ n→∞
h(X1∗ ). Furthermore, lim g −n (h(P )) = lim h(f −n (P )) = h(X2∗ ).
n→∞ n→∞
This proves that h(P ) is heteroclinic with respect to g. Similarly,
one may show that if P is a homoclinic point of f , then h(P ) is
homoclinic with respect to g.

Exercises - (4.12)
⎛ ⎞
 ∗ 1−γ1 γ2 1−γ1 γ2
x1 ⎝1 − b1 − a1 1+γ2 a1 − a1 1+γ2 ⎠
1. A = Df
x∗2 a2 − a2 1−γ1 γ2 1 − b2 − a2 1−γ 1 γ2
1+γ2 1+γ2
0 < ai < 1, 0 < bi < 1, i = 1, 2
3. (a) To find the fixed points we solve

rN e−aP = N
N (1 − e−aP ) = P.

Hence re−aP =1 or −aP = − ln r. Thus P ∗ = a1 ln r. This implies

that N ∗ 1 − 1r = a1 ln r. Hence N ∗ = a(r−1)
r
ln r, r > 1, a > 0.
 ∗  −r 
N 1 ln r
(b) A = Df = r−1 r−1 −1
P∗ r r−1 ln r
We need to show that |tr A| < 1 + det A < 2. But this is evident
since
ln r ln r
1− <1− + ln r < 2.
r−1 r−1
N ∗ is asymptotically stable.
5. (a)
   
x x
T1−1 =
y y − 1 + ax2
  1 
x x
T2−1 = b
y y
   
x y
T3−1 =
y x
Stability of Two-Dimensional Maps 57
 
∗ 1−b− (1 − b)2 + 4a 1
(b) A1 = DH(X1 ) =
b 0
The characteristic equation is given by

λ2 + λ(b − 1 + (1 − b)2 + 4a) − b = 0

(b − 1) − (1 − b)2 + 4a
λ=
* 2
1
± 2(1 − b)2 + 4a + 2(b − 1) (1 − b)2 + 4a + 4b.
2
Now if a > 34 (1 − b)2 , then
*
1−b 1
λ1 < − (1 − b) − [1 − b − (1 − b)2 + 4a]2 + 4b
2 * 2
1 b 1
<− + − [1 − b − (1 − b)2 + 4a]2 + 4b.
2 2 2

(c)

tr A1 = 1 − b − (1 − b)2 + 4a, det A1 = −b

1−1+b+ (1 − b)2 + 4a − b > 0
1+1−b− (1 − b)2 + 4a − b = 2(1 − b) − (1 − b)2 + 4a > 0
4(1 − b)2 > (1 − b)2 + 4a

7. Use the Liapunov function

     
−1 ∗ ∗ p −1 ∗ ∗ q
V (p, q) = (1−α) p − p − p ln ∗
+ c(1 − β) q − q − q ln .
p q∗
6
Fractals

Exercises - (6.1–6.3)
1. (b) Dt = 1
(c)
h N
1 1
1
8
 142 2
4 8
.. ..
 1.n .n
4 8
ln N (h) ln 8n
Df = lim  1  = lim = 1.5
h→0 ln n→0 ln 4n
h

3. (b) Dt = 1
ln 5n ln 5
(c) Df = lim =
h→0 ln 3n ln 3
5. (b) Dt = 1
ln(3n+1 ) ln 3
(c) Df = lim =
n→∞ ln(2n ) ln 2
7. (b) Dt = 2
(c)
h N
1 1
1
3 20
.. ..
 1.n .
3 20n
.. ..
. .
ln 20n ln 20
Df = lim = ≈ 2.73
n→∞ ln 3n ln 3

59
60 Discrete Chaos

9. (b) Dt = 1
ln 4n
(c) Df = lim =2
n→∞ ln 2n

19. Let us find Df (C5 ).

h N
1 1
2
2
 252 2
5 2
.. ..
 2.n .n
5 2
ln 2n ln 2
Df (C5 ) = lim  n =  5 
n→∞ ln 5 ln 2
2
Dt (C5 ) = 0

18. Let N1 (h) and N2 (h) be the smallest number of sets of diameter atmost
h that covers A and B, respectively. If A ⊂ B, then N1 (h) ≤ N2 (h).
Hence ln N1 (h) ≤ ln N2 (h). Thus

ln N1 (h) ln N2 (h)
Df (A) = lim 1 ≤   = Df (B).
h→0 ln
h ln h1

ln 2
20. Dt (C2n+1 ) = 0, Df (C2n+1 ) = ln( 2n+1
n )

Exercises - (6.4)
   
x −x
1. (a) F =
y y
   1 
x −2x
(b) F =
y 2y
(c)
    
x cos π4 − sin π6 x
F =
y sin π4 cos π6 y
√  
2
−1 x
= √22 √32
y
2 2
Fractals 61

3.
  1  
x 0 x
F1 = 3 1
y 0 3 y
  1    
x 0 x 0
F2 = 3 1 + 2
y 0 y
  1 3
    31 
x 0 x
F3 = 3 1 + 31
y 0 3 y
  1     32 
x 0 x
F4 = 3 1 + 3
y 0 3 y 0
  1    2
x 0 x
F5 = 3 1 + 32
y 0 3 y 3

5.
  1   
x 0 x
F1 = 3 1
y 0 3 y
  1    2
x 0 x
F2 = 3 1 + 3
y 0 3 y 0

7.
  1   
x 0 x
F1 = 2 1
y 0 2 y
  1    1
x 0 x
F2 = 2 1 + 2
y 0 2 y 0
  1     
x 0 x 0
F2 = 2 1 + 1
y 0 2 y 2

10. First Iteration

Second Iteration
62 Discrete Chaos

11. Koch Snowflake

12. Weed

13. Leaning Bush

14. Island

15. Chain
Fractals 63

Exercises - (6.5)
√
1. (a) d(A, B) = d(B, A) = D(A, B) = 5
√
(b) d(A, B) = 2 d(B, A) = 2 2 − 1 ≈ 1.8
Therefore D(A, B) = 2.
3.

A d(A,C) B d(B,E)

C d(C,A) E d(E,B)

D(A ∪ B, C ∪ E) = max{d(A ∪ B, C ∪ E), d(C ∪ E, A ∪ B)}

Now

d(a, C ∪ E) = inf{d(a, z) : z ∈ C ∪ E}.

Thus

d(A, C ∪ E) ≤ d(A, C)
d(B, C ∪ E) ≤ d(B, E).

Hence

d(A ∪ B, C ∪ E) ≤ d(A, C), d(B, E)

and

d(C ∪ E, A ∪ B) ≤ d(C, A), d(E, B).

Hence

D(A ∪ B, C ∪ A) ≤ max{d(A, C), d(C, A), d(B, E), d(E, B)}

≤ max{max{d(A, C), d(C, A)}, max{d(B, E), d(E, B)}
≤ max{D(A, C), D(B, E)}.
64 Discrete Chaos

5. By Lemma 8.16, F1 , F2 , . . . , FN are contractions on H. This implies

by Lemma 8.17 that F = ∪N i=1 Fi is also a contraction on H. The
conclusion now follows by applying the contraction mapping principle
(Theorem 8.15).
7. Let F : X → X be a contraction with a contraction factor α ∈ (0, 1).
Now

d(x(n + 1), x(n)) = d(F (x(n)), F (x(n − 1))

≤ αd(x(n), x(n − 1))
..
.
≤ αn d(x(1), x(0)).

Since lim x(i) = x∗ , for a given n there exists a sufficiently large m > n
i→∞
such that
d(x(n), x∗ ) ≤ d(x(m), x(n)). (6.1)
But

d(x(m), x(n)) ≤ d(x(m), x(m − 1)) + d(x(m − 1), x(m − 2))

+ · · · + d(x(n + 1), x(n))
≤ αn (1 + α + α2 + · · · + αm−n )d(x(1), x(0))
αn
≤ d(x(1), x(0)). (6.2)
1−α
From (6.1) and (6.2) we conclude

αn
d(x(1), x∗ ) ≤ d(x(1), x(0)).
1−α
7
The Julia and Mandelbrot Sets

Exercises - (7.2 and 7.3)

1. (a) i = cos π2 + i sin π2
square roots of i: z1 = cos π4 + i sin π4 , z2 = − cos π4 − i sin π4
Z Z
1

Z
2

√ √
(c) −1 + 3i, θ = tan−1 (− 3) = 2π ,r=2
√  3 √  
roots: z1 = 2 cos π3 + i sin π3 , z2 = − 2 cos π3 + i sin π3 ,
Z

Z
1

Z
2

√ √
(e) −2 + 2i, θ = tan−1 (−1), θ = 3π4 ,r = 8=2 2
√  √  
roots: z1 = 4 8 cos 3π 3π 3π 3π
8 + i sin 8 , z2 = − 8 cos 8 + i sin 8 ,
4

Z
1

Z
2

65
66 Discrete Chaos

3. (a) f (z) = az + b, a, b ∈ C
−b
az + b = z ⇒ z = a−1 if a = 1
b
(b) Let h(z) = a + a−1 . Then
b ab
h(f (z)) = h(az + b) = az + b + = az + .
a−1 a−1
b cb
If g(z) = cz, then g(h(z)) = g z + a−1 = cz + a−1 put c = a,
then we have conjugacy.
1
5. Q1/4 (z) = z 2 + 4

1
(a) z 2 − z + 4 = 0, z ∗ = 12 , Q1/4 (z ∗ ) = 1. Now Q1/4 (z) = |2z| < 1 if
and only if |z| < 12 . Observe that |z| < 12 is the interior of a circle
passing through z ∗ = 12 . Hence Q1/4 (z) > 1 for |z| > 12 . Thus
z ∗ = 12 is unstable.
(b)
 2
1 1
z2 + + =2
4 4
1 5
z4 + z2 − z + =0
2 16
 2  
1 2 5
z− z +z+ =0
2 4
 
The two cycles are: − 12 − i, − 21 + i .
Q1/4 (z1 )Q1/4 (z2 ) = 5
Thus the 2-cycles are repelling.
7. f (z) = eiθ z
(a) Let z0 = r0 eiθ0 . Then f n (z0 ) = r0 ei(nθ+θ0 ) . If z0 is n-periodic,
then f n (z0 ) = z0 . Hence nθ + θ0 = 2kπ + θ0 . Solving for θ yields
θ = 2kn π. Hence z0 is periodic if and only if θ is a rational multiple
of π.
(b) Suppose that θ is not a rational multiple of π. Then f m (z0 ) = z0
for m = 1, 2, 3, . . . . Let ε > 0, r0 = |z0 |. Then for m > 2πr ε ,
none of the first m iterates of z0 are the same and there must
be two between which the distance is less than ε. Suppose that
|f m2 (z0 ) − f m1 (z0 )| < ε, m2 > m1 . Hence

r0 ei(θ0 +m2 θ) − r0 ei(θ0 +m1 θ) = ei(θ0 +m1 θ) r0 ei(m2 −m1 )θ − r0

= r0 ei(m2 −m1 )θ − r0
< ε.
The Julia and Mandelbrot Sets 67

Thus
f m2 −m1 (z0 ) − z0 = r0 ei(m2 −m1 )θ − r0 < ε.

Thus the sequence {z0 , f m2 −m1 (z0 ), f 2(m2 −m1 ) (z0 ), . . . } covers the
circle with radius |z0 | = r0 by points that are separated by a dis-
tance less than ε. Hence given any point z on the circle of radius r0 ,
then the neighborhood of z with radius ε must contain an interate
of z0 . So ε is arbitrary, O(z0 ) is dense in the circle with radius r0
and center at the origin.

9. Q2 (z) = z 2 + 2

Exercises - (7.4 and 7.5)

3. K0 = {z ∈ C : |z| ≤ r(c)}, K−1 = Q−1 −1
c (K0 ), . . . , K−n−1 = Qc (K−n ).
Let z ∈ Kc . Then |z| ≤ r(c) and z ∈ K0 . Suppose that z ∈ K−N for
some N ∈ Z+ . Then Qc (z) ∈ K−N +1 , QN c (z) ∈ K0 , a contradiction.
Conversely, let z ∈ ∩K−n . Then for each n ∈ Z+ , Qnc (z) ∈ K0 . Hence
O(z) is bounded, and, consequently, z ∈ Kc .

5. Let z ∈ Kc , then O(z) is bounded. Now Qc (−z) = (−z)2 + c = z 2 + c =

Qc (z). Hence O(−z) is bounded and, consequently, −z ∈ Kc .

7. (a)

|Fμ (z)| = |μ| |z| |1 − z|

≥ |μ| |z| (|z| − 1)
1
≥ |μ| |z|
|μ|
= |z|.
1 1
Now if |z| > |μ| + 1, then |z| − 1 = |μ|−δ for some δ > 0. Then

|μ|
|Fμ (z)| ≥ |z| = M |z|
|μ| − δ
68 Discrete Chaos

where M > 1. By mathematical induction, one may show that

|Fμn (z)| ≥ M n |z| → ∞ as n → ∞.

1
(b) Conclusion: If |z| > |μ| + 1, then |Fμn (z)| → ∞ as n → ∞.
* *
1
9. (a) Suppose that |z| < 2 + 14 − |c|. Then |z| = η 12 + 14 − |c| ,
for some η ∈ (0, 1). Thus

|Qc (z)| = |z 2 + c|
≤ |z|2 + |c|
" ! #
2 1 1 1
=η + − |c| + − |c| + |c|
4 4 4
" ! #
2 1 1
≤η + − |c| .
2 4

By mathematical induction, one may show that

" ! #
1 1
|Qc (z)| ≤ η n+1 + − |c| → 0 as n → ∞.
2 4
* *
1 1 1 1
(b) Suppose that |z| > 2 + 4 + |c|. Then |z| = M 2 + 4 + |c| >
M > 1.

|Qc (z)| = |z 2 + c|
≥ |z 2 | − |c|
 ! 
2 1 1 1
≥M + + |c| + + |c| − |c|
4 4 4
 ! 
2 1 1
≥M + + |c| + |c|(M 2 − 1)
2 4
 ! 
2 1 1
≥M + + |c| .
2 4

By mathematical induction, we conclude that

 ! 
1 1
|Qnc (z)| > M n+1 + + |c| → ∞ as n → ∞.
2 4
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