Fractals and Chaos

lyapunov.gif (16030 bytes)

Lyapunov Exponents  

Lab Report

Dewdney's "Zircon Zity" Colored in Various Ways
ZirconZityA.jpg (40645 bytes)
ZirconZityB.jpg (70469 bytes)
ZirconZityC.jpg (74564 bytes)

Purpose
The purpose of this project is to describe how to compute and display the Lyapunov exponents of the logistic map with periodic forcing (and to compute and display some very interesting graphics images).

Mathematical Background

Initial Condition
x
0 = 0.5

 

Periodic Forcing Sequence
e.g., "Zircon Zity" Sequence
{ r n } = {bbbbbbaaaaaa  bbbbbbaaaaaa  ...}

 

Logistic Equation

LyapunovLogisticEquation.gif (371 bytes)

 

General Lyapunov Exponent

LyapunovLambda.gif (747 bytes)

Use 600 "warmup" iterations,
and approximate Lyapunov Exponent with N = 4000.

 

Derivative of Logistic Equation
for Lyapunov Exponent calculation

LyapunovLogisticDerivative.gif (487 bytes)

Materials and Equipment

Software Requirements
Windows 98
Delphi 4.02/5 (to recompile)
Lyapunov.EXE

Hardware Requirements
VGA display with 640-by-480 screen in high/true color display mode

Procedure

  1. Double click on the Lyapunov.EXE icon to start the program.

ScreenLyapunovefg1112A.jpg (41670 bytes)

  1. Make the two "Quick Settings" selections, or individually specify the a and b min and max, number of pixels in each dimension, the number of iterations, the name, and the sequence.

The names for several of the Parameter Sets (ZirconZity, Jellyfish, Swallow, LyapunovSpace) are the names A.K. Dewdney gave for several of the images in his Scientific American article [Dewdney91], even though these images appeared unnamed in [Markus89] and [Markus90].  The Parameter Set names with a prefix of "Hess" are images from [Markus89], while the names with a prefix of "Markus" are images from [Markus90].

For initial computations, choose a fairly small bitmap size because of the large number of iterations that are made for each pixel computation.  Once you think you have an interesting "subject" in an image, re-compute it with a large bitmap size.

I would have reversed the "a" and "b" labels to be consistent with normal "x" and "y" axes conventions, but conform here with the same convention as used by Markus.

ScreenLyapunovefg1112B.jpg (122629 bytes)

  1. Press the Start button (where the Continue button is above).   Interrupt/continue the computation any number of times.

For each parameter pair, (a,b), the Lyapunov exponent is computed using double-precision floating-point arithmetic.  [Markus89] suggests using 600 "warmup" iterations and found reliable convergence with an additonal 4000 iterations at each point. 

The "Raw Image" of the Lyapunov map is formed by storing raw IEEE floating-point "single" values (trunctated from the computations that used double-precision values) as the pixel data in a pf32bit bitmap.  The mouse cursor can be used to inspect the value at any point, which is shown below and to the left of the image.  In this experiment of displaying floating point values, the floating-point exponent is ignored, and the floating-point fraction becomes the 24-bit RGB value that is displayed.  (I'm curious how this technique might work in displaying other computations, such as Fourier transforms.)

[Markus89] also suggests speeding up the computation process by using a logarithm lookup table.  He used 5000 values with equidistant arguments in the interval [0, 4].  I just computed all base-2 logarithms in a brute force way:   Remember "We should forget about small efficiencies, say about 97% of the time:  premature optimization is the root of all evil."  -- Donald Knuth

ScreenLyapunovefg1112C.jpg (41546 bytes)

  1. Click on any of the color boxes above to change the color using the standard color dialog.

The various regions of the ab parameter map are either "stable" or "chaotic."  Different coloring schemes can be used to empahsize each region.  Feel free to experiment with various color schemes.

[Markus89] often used a shades-of-gray gradient, or a black-to-yellow gradient for coloring "order" and a black-to-red gradient for color "chaos."  In some images in [Markus90], a black-to-gray gradient was used to color order and a solid black was used to color chaos.  Another color scheme used in [Markus90] was the black-to-yellow as described in [Markus89] for order, but a back-to-blue color mapping for chaos -- these are the current color scheme defaults.

Computation of the "rainbow" colors are explained in more detail in the Spectra Lab Report.

ScreenLyapunovefg1112D.jpg (52564 bytes)

  1. Press the Save button to store the image in a pf24bit BMP or a JPG.

  2. Press the Print button and select portrait or landscape orientation and any other desired printer properties.  The following table summarizes the header and footer information printed with the above image:

Lyapunov Image:  efg1112

Sequence:  ab

[image]

a(3.8360 to 3.8405, 360 pixels) vs b(3.845 to 3.851, 480 pixels); Iterations/point:  600 warmup, 4000 maximum
428 seconds creation time; Coloring:  Order=Rainbow, Chaos=Gradient (clBlack to clBlue)

Discussion
(Outline for now)

ScreenLyapunov unit and form:
- LyapunovUpdateCallback
- ResetStartPixel Procedure
- TimerDisplayTimer Procedure with elapsed and estimated completion time
- Keystroke validation:  EditFloatKeyPress, EditIntegerPress, EditSequencePress
- Range validation:  EditLimitsChange, EditPixelsChange, EditIterationsChange
- Start/Pause/Reset Procedures (BitBtnStartClick/BitBtnPauseClick/BitBtnResetClick)
- csOwnerDrawFixed style ComboBox with "hidden" parameters
- UpdateColorScheme
- storing IEEE singles as "pixels" in pf32bit bitmap; displaying floating-point value with ImageLyapunovRawMouseMove
- handling MouseMove events when TImage is stretched
- saving BMP or JPG file (need to provide way to specify JPEG quality)
- ShellExecute to link to web site

LyapunovLibrary unit (separates computations from user interface):
- LyapunovExponent Function
- TLyapunovLambdaMap Class with methods Compute, SetColorScheme, ColorLambdaBitmap, ...

SpectraLibrary unit:
- Rainbow Function
- WavelengthToRGB Function (overloaded)
- ColorToRGBTriple Function

 

Lyapunov Benchmark
640-by-480 bitmap, 600 warmup + 4000 iterations

Dewdney's Name Hours:Minutes:Seconds
Sun SparcStation 2
C
February 1992
33 MHz 486
Turbo Pascal
July 1992
450 MHz Pentium II
Delphi 5/Win 98
April 2000
650 MHz Pentium III
Delphi 5/ Win 2000
April 2000
LyapunovSpace 3:41:06 8:50:59 0:12:39 0:7:55
Jellyfish 3:38:33 8:49:20 0:12:40 0:7:52
Swallow 3:39:24 8:49:46 0:12:39 0:7:53
ZirconZity 3:32:16 9:04:25 0:12:53 0:7:59

pf32bit Enigma.    One Win 98 Pentium reports $FFFFFFFF for the values in a scanline for a new pf32bit bitmap, while two others report a value of $01FFFFFF?  Why should this vary by machine?  Both are valid values for "white" and this should be implemented in a deterministic way.  The $FFFFFFFF value was treated as a -NaN and caused problems in the LambdaValueColor routine in the LyapunovLibrar unit when floating point values were compared.  As a kludge workaround, code was added in the constructor to initialize the bitmap to black instead of the default  white.  I posted a note to borland.public.delphi.graphics to discuss "pf32bit enigma: 'alpha byte' indeterminate in new bitmap?"     efg, 10 April 2000.

Conclusions
Whether you care about the mathematics in this project or not, the images of the Lyapunov Exponent maps can be quite interesting, but take considerable time to compute.


Keywords
Lyapunov Exponent, Logistic Map, Logistic Equation, Chaos, Fractals, Rainbow, WavelengthToRGB, pf32bit, IEEE single, Delphi, DecimalSeparator, Localization

Download
Delphi 4.02/5 Source and EXE:   Lyapunov.ZIP (280 KB)

Improved version of LyapunovLibrary by Adreas Schmidt with roughly 25% speed improvement in the LyapunovExponent function.

Update Log

22 April 2000 Added ability to print images, along with annotations sufficient to reproduce image
17 May 2000 Fixed localization problem.  DecimalSeparator ('.' or ',' or whatever) should work correctly with floats now.
Thanks to Andreas Schmidt from Germany for bringing this problem to my attention.

Future

Many additional features could be added to this project:

Setup Tab

Raw Image Tab

Color Scheme Tab

Final Image Tab


Links:  (Also see Fractals and Chaos Section of efg's Mathematics Reference page)

"Lyapunov Exponent and Dimension of the Lorenz Attractor" by J.C. Sprott
http://sprott.physics.wisc.edu/chaos/lorenzle.htm
Lyapunov Notes and Images by Jan Thor
www.janthor.de/Lyapunov
Markus-Lyapunov Fractals
http://perso.wanadoo.fr/charles.vassallo/en/lyap_art/lyapdoc.html (English)
http://perso.wanadoo.fr/charles.vassallo/fr/lyap_art/lyapdoc.html (French)
Measuring Chaos:  Lyapunov Space (shows very interesting sequences)
http://hypertextbook.com/chaos/44.shtml

References: 

[Dewdney91] A. K. Dewdney, Mathematical Recreations "Leaping into Lyapunov Space," Scientific American, pp. 178-180, Sept. 91.
[Markus89] Mario Markus and Benno Hess, "Lyapunov Exponents of the Logistic Map with Periodic Forcing," Computers & Graphics, Vol. 13, No. 4, pp. 553-558, 1989.
[Markus90] Mario Markus, "Chaos in Maps with Continuous and Discontinuous Maxima," Computers in Physics, pp. 481-493, Sept/Oct 1990.

Updated 14 Jun 2009
Since 9 Apr 2000