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Chaos Chaos

Chaos. State-of-the-art calculator,1974 (about $400)

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Page 1: Chaos. State-of-the-art calculator,1974 (about $400)

ChaosChaos

Page 2: Chaos. State-of-the-art calculator,1974 (about $400)

State-of-the-artcalculator,1974

(about $400)

Page 3: Chaos. State-of-the-art calculator,1974 (about $400)

State-of-the-artcalculator, 2013

(about $40)

Page 4: Chaos. State-of-the-art calculator,1974 (about $400)

How does the `solve’ function work?

Research (looking in the manual) shows thatit employs something called `the secant method’.

Page 5: Chaos. State-of-the-art calculator,1974 (about $400)

Using the secant method to solve f(x)=x3-1=0:

Guess a solution x0

Is it right?Guess a second solution x1

Is it right?Construct a third guess:

x2 =x1 - (x0-x1)/(f(x0)-f(x1))

(This is where the secant through the first twopoints cuts the x axis)

Repeat indefinitely.

Page 6: Chaos. State-of-the-art calculator,1974 (about $400)

x

f(x)

Find the point(s) at which f(x)=0

Page 7: Chaos. State-of-the-art calculator,1974 (about $400)

x0

f(x0)

First guess: x0

Page 8: Chaos. State-of-the-art calculator,1974 (about $400)

x0

f(x0)

Second guess: x1

x1

f(x1)

Page 9: Chaos. State-of-the-art calculator,1974 (about $400)

Draw the secant and locate x2

x2

Page 10: Chaos. State-of-the-art calculator,1974 (about $400)

Draw another secant and locate x3

x2 x3x1

Page 11: Chaos. State-of-the-art calculator,1974 (about $400)
Page 12: Chaos. State-of-the-art calculator,1974 (about $400)

Does this always work?

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Page 17: Chaos. State-of-the-art calculator,1974 (about $400)

Showing the success ofthe secant method formany different pairs ofinitial guesses:

x0

x1Colour this pointaccording to howlong it takes toget to the right answer.

Page 18: Chaos. State-of-the-art calculator,1974 (about $400)
Page 19: Chaos. State-of-the-art calculator,1974 (about $400)
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Page 21: Chaos. State-of-the-art calculator,1974 (about $400)

Complex Numbers

What is the solution to

x2 = -1?

Page 22: Chaos. State-of-the-art calculator,1974 (about $400)

Complex Numbers

-i 0 i

-i

0

i

-1 0 1

0 0 0

1 0 -1

Page 23: Chaos. State-of-the-art calculator,1974 (about $400)

Complex Numbers

i (0.5+i)

Page 24: Chaos. State-of-the-art calculator,1974 (about $400)

Complex Numbers

Now the equation

x3 - 1 = 0

has 3 roots:

x=1, x=0.5+√3i/2, x=0.5-√3i/2

Page 25: Chaos. State-of-the-art calculator,1974 (about $400)

Complex Numbers

The secant method doesn’t take us to the complex roots unless our initial guesses are complex.

But now our initial two guesses have four components.

Page 26: Chaos. State-of-the-art calculator,1974 (about $400)

Complex Numbers

We flatten the tesseract by one of several strategies:

1. Let x0 be 0, choose x1 freely.

Page 27: Chaos. State-of-the-art calculator,1974 (about $400)
Page 28: Chaos. State-of-the-art calculator,1974 (about $400)

Strategy 2:

Choose x0 freely, let x1 be very close to x0.

Page 29: Chaos. State-of-the-art calculator,1974 (about $400)
Page 30: Chaos. State-of-the-art calculator,1974 (about $400)

Newton’s Method

To find the roots of f(x) = 0, construct the series {xi}, where

xi+1 = xi – f(xi)/f/(xi)

(and x0 is a random guess)

Example: f(x) = x3 -1, so f/(x) = 2x2

x0 = 2, so x1 = 2 –(23-1)/(2*22) = 2 – 7/8 = 1.125

and x2 = 1.125-(1.1253-1)/(2*1.1252) = 0.9575

Page 31: Chaos. State-of-the-art calculator,1974 (about $400)

Newton’s Method

x0

f(x0)

Page 32: Chaos. State-of-the-art calculator,1974 (about $400)

Newton’s Method

x0 x1

Page 33: Chaos. State-of-the-art calculator,1974 (about $400)

Newton’s Method

x0 x1

f(x1)

Page 34: Chaos. State-of-the-art calculator,1974 (about $400)

Newton’s Method

x2

x1

Page 35: Chaos. State-of-the-art calculator,1974 (about $400)

Apply Newton’s method to

z3-1=0

which in the complex plane has threeroots.

Let the x and y axes represent the real andimaginary components of the initial guess.

Colour them according to which root theyreach, and when.

Page 36: Chaos. State-of-the-art calculator,1974 (about $400)
Page 37: Chaos. State-of-the-art calculator,1974 (about $400)
Page 38: Chaos. State-of-the-art calculator,1974 (about $400)

One more equation to solve by Newton’smethod:

(x+1)(x-1)(x+ß)=0

…where ß is our first guess.

Page 39: Chaos. State-of-the-art calculator,1974 (about $400)
Page 40: Chaos. State-of-the-art calculator,1974 (about $400)
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Page 42: Chaos. State-of-the-art calculator,1974 (about $400)

We recognise the Mandelbrot set, which can alsobe generated by a simpler process:

Repeat the calculation

zn = z2n-1+z0

until zn > 2 or you give up. Colour in the complex point z=x+iy according to how long this took.

Page 43: Chaos. State-of-the-art calculator,1974 (about $400)
Page 44: Chaos. State-of-the-art calculator,1974 (about $400)
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Page 46: Chaos. State-of-the-art calculator,1974 (about $400)

Characteristics of Chaos

Two ingredients-- non-linearity and feedback --can give rise to chaos.

Chaos is governed by deterministic rules, yetproduces results that can be very hard to predict.

Images of chaotic processes can display a highlevel of order, characterised by self-similarity.

Page 47: Chaos. State-of-the-art calculator,1974 (about $400)

When can chaos arise?

Trying to get two non-linear programs to converge:

x

y