Article Outline
Glossary
Definition of the Subject
Introduction
Dynamical Systems
Curves and Dimension
Chaos Comes of Age
The Advent of Fractals
The Merger
Future Directions
Bibliography
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- Dimension :
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The traditional meaning of dimension in modern mathematics is “topological dimension ” and is an extension of the classical Greek meaning. In modern concepts of this dimension can be defined in terms of a separable metric space. For the practicalities of Fractals and Chaos the notion of dimension can be limited to subsets of Euclidean n‑space where n is an integer. The newly arrived “fractal dimension ” is metrically based and can take on fractional values. Just as for topological dimension.
As for topological dimension itself there is a profusion of different (but related) concepts of metrical dimension. These are widely used in the study of fractals, the ones of principal interest being:
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Hausdorff dimension (more fully, Hausdorff–Besicovitch dimension),
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Box dimension (often referred to as Minkowski–Bouligand dimension),
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Correlation dimension (due to A. Rényi, P. Grassberger and I. Procaccia).
Other types of metric dimension are also possible. There is “divider dimension” (based on ideas of an English mathematician/meteorologist L. F. Richardson in the 1920s); the “Kaplan–Yorke dimension” (1979) derived from Lyapunov exponents, known also as the “Lyapunov dimension ”; “packing dimension” introduced by Tricot (1982). In addition there is an overall general dimension due to A. Rényi (1970) which admits box dimension, correlation dimension and information dimension as special cases. With many of the concepts of dimension there are upper and lower refinements, for example, the separate upper and lower box dimensions. Key references to the vast (and highly technical) subject of mathematical dimension include [31,32,33,60,73,92,93].
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- Hausdorff dimension :
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(Hausdorff–Besicovitch dimension). In the study of fractals, the most sophisticated concept of dimension is Hausdorff dimension, developed in the 1920s.
The following definition of Hausdorff dimension is given for a subset A of the real number line. This is readily generalized to subsets of the plane, Euclidean 3-space and Euclidean n‑space, and more abstractly to separable metric spaces by taking neighborhoods as disks instead of intervals. Let \({\{U_i \}}\) be an r‑covering of A, (a covering of A where the width of all intervals U i , satisfies \({w(U_i)\le r}\)). The measure m r is defined by
$$ m_r (A)=\inf \left(\sum\limits_{i=1}^\infty w(U_i) \right)\:, $$where the infimum (or greatest of the minimum values) is taken over all r‑coverings of A.
The Hausdorff dimension \({D_\mathrm{H}}\) of A is:
$$ D_\mathrm{H} = \lim\limits_{r\to 0} m_r(A)\:, $$provided the limit exists. The subset \( E=\{1/n\colon n=1,2,,3,\ldots\}\) of the unit interval has \({D_{\text{H}}=0}\) (the Hausdorff dimension of a countable set is always zero). The Hausdorff dimension is the basis of “fractal dimension” but because it takes into account intervals of unequal widths it may be difficult to calculate in practice.
- Box dimension :
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(or Minkowski–Bouligand dimension, known also as capacity dimension, cover dimension, grid dimension). The box counting dimension is a more direct and practical method for computing dimension in the case of fractals. To define it, we again confine our attention to the real number line in the knowledge that box dimension is readily extended to subsets of more general spaces.
As before, let \({\{U_i \}}\) be an r‑covering of A, and let \({N_r(A)}\) be the least number of sets in such a covering. The box dimension \({D_\mathrm{B}}\) of A is defined by:
$$ D_\mathrm{B} =\lim\limits_{r\to 0} \frac{\log N_r(A)}{\log 1/r}\:. $$The box dimension of the subset \( E=\{1/n\colon n=1,2,3,\ldots\}\) of the unit interval can be calculated to give \({D_\mathrm{B}=0.5}\).
In general Hausdorff and Box dimensions are related to each other by the inequality \({D_\mathrm{B} \ge D_\mathrm{H}}\), as happens in the above example. The relationship between \({D_\mathrm{H}}\) and \({D_\mathrm{B}}\) is investigated in [49]. For compact, self‐similar fractal sets \({D_\mathrm{B}=D_\mathrm{H}}\) but there are fractal sets for which \({D_\mathrm{B} > D_\mathrm{H}}\) [76]. Though Hausdorff dimension and Box dimension have similar properties, Box dimension is only finitely additive, while Hausdorff dimension is countably additive.
- Correlation dimension :
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For a set of n points A on the real number line, let \({P(r)}\) be the probability that two different points of A chosen at random are closer than r apart. For a large number of points n, the graph of \({v=\log P(r)}\) against \({u=\log r}\) is approximated to its slope for small values of r, and theoretically, a straight line. The correlation dimension \({D_\mathrm{C}}\) is defined as its slope for small values of r, that is,
$$ D_\mathrm{C} = \lim\limits_{r\to 0} \frac{\text{d} v}{\text{d} u}\:. $$The correlation dimension involves the separation of points into “boxes”, whereas the box dimension merely counts the boxes that cover A.
If \({P_i}\) is the probability of a point of A being in box i (approximately \({{n_i}/n}\) where n i is the number of points in box i and n is the totality of points in A) then an alternative definition of correlation dimension is
$$ D_\mathrm{C} = \lim\limits_{r\to 0} \frac{\log \sum\limits_i {P_i^2} } {\log r}\:. $$ - Attractor :
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A point set in phase space which “attracts” trajectories in its vicinity. More formally, a bounded set A in phase space is called an attractor for the solution \({x(t)}\) of a differential equation if
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\({x(0)\in A\Rightarrow x(t)\in A\enskip for\;all\;\enskip t}\). Thus, an attractor is invariant under the dynamics (trajectories which start in A remain in A).
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There is a neighborhood \({U\supset A}\) such that any trajectory starting in U is attracted to A (the trajectory gets closer and closer to A).
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If \({B\subset A}\) and if B satisfies the above two properties then \({B=A}\).
An attractor is therefore the minimal set of points A which attracts all orbits starting at some point in a neighborhood of A.
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- Orbit:
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is a sequence of points \({\{x_i\}=x_0 ,x_1 ,x_2 ,\ldots}\) defined by an iteration \({x_n =f^n(x_0)}\). If n is a positive it is called a forwards orbit, and if n is negative a backwards orbit. If \({x_0 = x_n}\) for some finite value n, the orbit is periodic. In this case, the smallest value of n for which this is true is called the period of the orbit.
For an invertible function f, a point x is homoclinic to a if
$$ \lim f^n(x)=\lim f^{-n}(x)=a\quad {\text{as}}\enskip n\to \infty\:. $$and in this case the orbit \({\{f^n(x_0)\}}\) is called a homoclinic orbit – the orbit which converges to the same saddle point a forwards or backwards. This term was introduced by Poincaré.
The terminology “orbit” may be regarded as applied to the solution of a difference equation, in a similar way the solution of a differential equation \({x(t)}\) is termed a trajectory. Orbit is the term used for discrete dynamical system and trajectory for the continuous time case.
- Basin of attraction :
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If a is an attractive fixed point of a function f, its basin of attraction \({B(a)}\) is the subset of points defined by
$$ B(a)=\{x\colon f^k(x)\to a\,,\;\text{as}\; k\to\infty\}\:. $$It is the subset containing all the initial points of orbits attracted to a. The basins of attraction may have a complicated structure. An important example applies to the case where a is a point in the complex plane C.
- Julia set :
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A set J f is the boundary between the basins of attraction of a function f. For example, in the case where \({z=\pm 1}\) are attracting points (solutions of \({z^2-1=0}\)), the Julia set of the “Newton–Fourier” function \({f(z)=z-((z^2-1)/2z)}\) is the set of complex numbers which lie along the imaginary axis \({x = 0}\) (as proved by Schröder and Cayley in the 1870s). The case of the Julia set involved with the solutions of \({z^3-1=0}\) was beyond these pioneers and is fractal in nature. An alternative definition for a Julia set is the closure of the subset of the complex plane whose orbits of f tend to infinity.
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Crilly, T. (2012). Fractals Meet Chaos. In: Meyers, R. (eds) Mathematics of Complexity and Dynamical Systems. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-1806-1_34
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