Chaotic maps and Lyapunov exponents
Quantify infinitesimal sensitivity along an orbit, analyze an expanding circle map, and distinguish positive exponents from a complete chaos claim.
On this page
The question for today
What you’ll understand
- Derive the derivative-product formula for a one-dimensional Lyapunov exponent.
- Calculate exact periodic orbits with positive infinitesimal exponents.
- Explain why bounded recurrence, invariant measures, and finite-precision effects matter to chaos interpretation.
Determinism does not guarantee long-term practical predictability. An iterated map can amplify tiny changes in initial state even though every future state is uniquely specified. A Lyapunov exponent measures that amplification infinitesimally along a particular orbit. It is a local growth statistic accumulated over time, not a universal stamp reading chaotic. To interpret it, ask which orbit or invariant measure is involved, whether motion remains in a recurrent bounded setting, and how a numerical calculation approximates the infinite-time limit.
Multiply derivatives before taking their average logarithm
For a differentiable one-dimensional map F and orbit x next = F(x), the chain rule gives the derivative of the n-fold iterate as the product of derivatives along the orbit. Taking the logarithm of its absolute value turns that product into a sum. When the average converges, its limit is the Lyapunov exponent for that orbit and tangent direction. A positive value means infinitesimal perturbations grow exponentially on average before nonlinear finite separation invalidates the linear approximation.
The limit need not exist for every map or initial state; a limsup can be reported instead but is a different defined quantity. Zero derivatives can produce minus-infinite logarithms, and nondifferentiable points require special treatment. To replace a time average by a measure average, one needs an invariant probability measure, integrability of the logarithmic derivative, and an applicable ergodic theorem. Ergodicity makes the almost-everywhere limit constant for that measure. A long-looking finite sequence does not supply these hypotheses automatically.
An expanding circle map can have periodic sensitive orbits
Take the doubling map on the circle, represented by F(x)=2x modulo one on [0,1). The apparent jump at the interval endpoint is an artifact of the circle coordinate; as a circle map it is smooth with derivative two. Every n-step tangent derivative is two to the n, giving exponent log two. Binary digits shift left under iteration, which connects expansion to symbolic information loss. Dyadic endpoints have two binary representations, so a coding argument must choose a convention or handle that countable ambiguity.
A positive exponent does not mean the chosen exact orbit is aperiodic. The rational point one seventh lies on a period-three orbit under doubling, while its infinitesimal exponent is still log two. Nearby points depart from that orbit, but the orbit itself repeats exactly. On the circle, finite separations also wrap around and cannot grow exponentially without bound. The exponent tracks derivatives of arbitrarily small perturbations before saturation, not the distance between two fixed finite-precision trajectories for all time.
Diagnose numerical evidence without overclaiming
The unbounded linear map x next = 2x has the same positive exponent log two, yet expansion alone creates no bounded recurrent chaotic set for its escaping nonzero orbits. Definitions of chaos vary. For a continuous map on an infinite compact metric space without isolated points, topological transitivity together with dense periodic points implies sensitive dependence; these properties give one common topological chaos framework. A positive exponent is related evidence, not a substitute for whichever complete definition or theorem is being used. The next lesson supplies a symbolic invariant-set construction.
In binary floating-point arithmetic, every represented point of [0,1) is dyadic. Repeated exact doubling modulo one eventually shifts all stored fractional bits out and reaches zero, even though the real map supports rich nonperiodic behavior. A scatter plot or estimated exponent can therefore depend strongly on precision and observation length. For smooth higher-dimensional systems, integrate tangent dynamics with periodic normalization to avoid overflow and report convergence checks. Such estimates remain numerical evidence unless accompanied by validated bounds or a separate analytical result.
Work it through
A periodic orbit with positive exponent
Under F(x)=2x modulo one, follow x(0)=1/7. Find its minimal period and Lyapunov exponent, and explain why there is no contradiction.
The iterates are 1/7, 2/7, 4/7, then 8/7 modulo one = 1/7. Neither of the first two subsequent values equals the starting point, so the minimal period is three.
The derivative of every circle-map step is two. The derivative product over one period is eight, so the per-step exponent is (log 8)/3 = log two.
The exact orbit repeats, but infinitesimal perturbations away from it expand. Positive tangent growth describes the repelling nature of this periodic orbit; it does not assert that the orbit itself is nonperiodic or that finite distances keep growing forever.
The orbit has period three and exponent log two. Periodicity of one trajectory and sensitivity to nearby trajectories are compatible properties.
The living notebook
Explore the model
Interactive lab · optimization
Positive growth can mean escape rather than chaos
Pause and reset, then set both controls to η = 0.5 and x₀ = 0.5. Predict contraction factor 0.5 and exponent log(0.5). For a fresh comparison, pause and reset, then set η = 2.5 and x₀ = 0.5. Predict alternating growth by magnitude factor 1.5, hence positive exponent log(1.5); step until the instrument reports departure from the plot. This exact unbounded linear iteration has no folding or bounded recurrent attractor. It is not a doubling-circle or logistic-map simulation, and its positive exponent alone is not evidence of bounded chaos.
- Position x0
- 2
- Objective x²/2
- 2
- Iteration behavior
- Stable step
Gradient descent on f(x) = x²/2: xₙ = (1 − η)ⁿx₀. Playback advances two discrete iterations per second. Values outside |x| ≤ 4 are explicitly reported. Parameter changes pause playback and recompute the model at the current elapsed time. Reset restores both parameters and returns time to zero. Playback starts paused. Adjust either parameter, then choose Play or Step.
Look forA growth exponent needs the surrounding invariant-set and recurrence information to support a chaos claim.
Pause & reason
Check your understanding
Your turn
Try it yourself
For the circle map G(x)=3x modulo one, start at x=1/8. Find the minimal period and Lyapunov exponent. Explain what would be missing from a claim that this calculation alone proves a general map is chaotic.
Take a moment to make a prediction or work it out on paper. Open a hint when you need one.
Give me a hint
Use exact fractions for two steps and keep the derivative calculation separate from the orbit values.
Compare with the solution
The first step gives 3/8 and the second gives 9/8 modulo one = 1/8, so the minimal period is two. The derivative is three per circle-map step, giving exponent log three, or equivalently half log nine over the cycle. This proves sensitivity of that tangent orbit, not a complete chaos theorem for an arbitrary map. Such a theorem must specify an invariant set and a definition, then establish the required global recurrence or topological properties. An escaping linear map can share a positive exponent without providing that bounded recurrent structure.
Keep the idea
Take it with you
- A Lyapunov exponent averages logarithmic tangent growth along a specified orbit or measure.
- Positive exponents can occur on repelling periodic orbits or escaping trajectories.
- Chaos definitions, invariant-set hypotheses, and finite-precision limitations must accompany numerical sensitivity evidence.
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