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PublishedinNature,Vol.261,p.459,June101976.

SIMPLEMATHEMATICALMODELSWITHVERY
COMPLICATEDDYNAMICS
Robert
M.May*

Abstract.First-orderdifferenceequationsariseinmanycon textsinthebiological,economicandsocialscienc es.Such

equations,eventhoughsimpleanddeterministic,ca nexhibitsaurprisingarrayodynamical
f behaviour from
, stablepoints,toa
bifurcatinghierarchyofstablecycles,toapparent lyrandomfluctuations.Thereareconsequentlymany fascinatingproblems,
someconcernedwithdelicatemathematicalaspectso f.thefinestructureofthetrajectories,andsome concernedwiththe
practicalimplicationsandapplications.Thisisan interpretivereview of
them.

TableoContents
f

INTRODUCTION

FIRST-ORDER
DIFFERENCEEQUATIONS

DYNAMIC
PROPERTIESOFEQUATION(1)

FINESTRUCTUREOFTHECHAOTIC
REGIME

PRACTICAL
PROBLEMS

MATHEMATICAL
CURIOSITIES

APPLICATIONS

RELATEDPHENOMENA
INHIGHER
DIMENSIONS

CONCLUSION

REFERENCES

*King'sCollegeResearchCentre,CambridgeCB21ST on
; leavefrontBiologyDepartment,PrincetonUniv ersity,Princeton
08540.

1.INTROUCTION
Therearemanysituations,inmanydisciplines,whi chcanbedescribed,atleasttoacrudefirstappr oximation,byasimple
first-orderdifferenceequation.Studiesofthedyn amicalpropertiesofsuchmodelsusuallyconsistof findingconstant
equilibriumsolutions,andthenconductingalinear isedanalysistodeterminetheirstabilitywithres pecttosmalldisturbances:
explicitly
nonlineardynamicalfeaturesareusually notconsidered.

Recentstudieshave,however,shownthattheverys implestnonlineardifferenceequationscanpossess anextraordinarilyrich

spectrumofdynamicalbehaviour,fromstablepoints through
, cascadesofstablecycles,toaregimein whichthebehaviour
(althoughfully
deterministic)isin
many
respects "chaotic",orindistinguishablefromthesamplefun ction
orafandom process.

Thisreview
articlehasseveralaims.

First,althoughthemainfeaturesothese
f nonlinea phenomena
r havebeendiscoveredandindependently rediscoveredbsyeveral
people,know
I ofnosourcewhereallthemainresu ltsarecollectedtogether.have
I thereforetried togivesuchasynoptic

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account.Thisidsoneibrief
na anddescriptivewa y,andincludessomenew
material:thedetailedmat hematicalproofsaretobe
founditnhetechnicalliterature,towhich
signpos tsaregiven.

Second,Iindicatesomeoftheinterestingmathemat icalquestionswhichdonotseemtobefullyresolv ed,Someofthese

problemsareofapracticalkind,todowithprovid ingaprobabilisticdesciiptionfortrajectorieswh ichseemrandom,even
thoughtheirunderlyingstructureids eterministic. Otherproblemsareointrinsic
f mathematicalinter est,andtreatsuchthingsas
thepathologyofthebifurcationstructure,orthe trulyrandombehaviour,thatcanarisewhenthenon linearfunction F(X)of
equation(1)ins otanalytical.Oneaimhereitso stimulateresearchonthesequestions,particularly ontheempiricalquestions
whichrelatetoprocessing data.

Third,considerationigsiventosomefieldswhere thesenotionsmay findpracticalapplication.Such applicationsrangefrom the

abstractlymetaphorical(where,forexample,thetr ansitionfromastablepointto"chaos"servesaas metaphorfortheonset of
turbulenceinafluid),tomodelsforthedynamicb ehaviourofbiologicalpopulations(whereonecans eektousefieldor
laboratorydatatoestimatethevaluesof
theparam etersin
thedifferenceequation).

Fourth,thereisaverybriefreviewoftheliterat urepertainingtothewaythisspectrumofbehaviou stable

-r points,stable
cycles,chaos can
- ariseinsecondohigher
r order differenceequations(thatis,twoomore
r dimensi ons;twoomore
r interacting
species),wheretheonsetofchaosusuallyrequires lessseverenonlinearities.Differentialequations arealsosurveyedinthis
light;itseemsthatathree-dimensionalsystemof first-orderordinarydifferentialequationsirsequ iredforthemanifestation of
chaoticbehaviour.

Thereview endswith
anevangelicalpleaforthein troduction othese
f differenceequationsintoeleme ntary
mathematicscourses,
sothatstudents'
intuitionmay
benrichedbsyeei ng
thewildthingsthatsimplenonlinearequations can
do.

2.FIRST-ORDER
DIFFERENCEEQUATIONS

Oneothe
f simplestsystemsanecologistcanstudy is
seasonally
a breedingpopulationinwhichgenera tionsdonotoverlap 1- 4.
Manynaturalpopulations,particularlyamongtemper atezoneinsects(includingmanyeconomicallyimpor tantcropandorchard
pests),areotfhiskind,Inthissituation,theob servationaldatawillusuallyconsistofinformatio naboutthemaximum,orthe
average,orthetotalpopulationineachgeneration The
. theoreticianseekstounderstandhowthemagn itudeothe
f populationin
generation t+1, X t+1isr, elatedtothemagnitudeothe
f populationin theprecedinggeneration t,X tsuch
: relationship
a maybe
expresseditnhegeneralform

X(1)=
t+1 F(Xt)

Thefunction F(X) willusually

bw
e hat
baiologistcalls"density
de pendent",and
mathematician
a callsnonlinear;equa tion
(1)is
then
first-order,
a nonlineardifferenceequation.

Althoughshall
I henceforthadoptthehabitofrefe rringtothevariable Xas"thepopulation",therearecountlesssituation s
outsidepopulationbiologywherethebasicequation (1),applies.Thereareotherexamplesinbiology, as,forexamplein
genetics 5, (where
6 theequationdescribesthechangeingenef requency itnime)orinepidemiology 7
(with Xthefractionothe
f
population infectedatime
t t).Examplesin economicsincludemodelsfortherel ationshipbetween commodity quantity andprice
8for
, thetheoryobf usinesscycles 9and
, forthetemporalsequencesgeneratedbyvario usothereconomicquantities 10The
.
generalequation(1)alsoigs ermanetothesocial 11
sciences where , iarises,
t forexample,intheoriesolear f ning(where Xmay
bethenumberobits
f oinformation
f thatcanbere memberedafteraninterval t),orinthepropagationorumours
f invariously
structuredsocieties(where Xisthenumberofpeopletohaveheardtherumoura ftertime t).Theimaginativereaderwillbeable
toinventothercontextsforequation (1).

Inmany
othese
f contexts,andforbiologicalpopul ationsipnarticular,thereitasendency
forthev ariable Xtoincreasefromone
generationtothenextwheniistsmall,andforit todecreasewheniistlarge.Thatis,thenonline arfunction F(X)oftenhasthe
followingproperties: F(0)=0; F(X)increasesmonotonicallyas Xincreasesthroughtherange0< X<A (with F(X)attainingits
maximum valueat X=A );and F(X)decreasesmonotonically as Xincreasesbeyond X=A Moreover,
. F(X) willusually
contain
oneomore
r parameterswhich"tune"theseverityof thisnonlinearbehaviour;parameterswhichtuneth seteepnessothe
f hump
in
the F(X) curve.Theseparameterswilltypically havesomeb iologicaloreconomicosociological
r significance.

A
specificexampleiafforded
s btyheequation 1, 4, 12- 23

Nt+1= N(2)
(t a- b Nt)

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Thisissometimescalledthe"logistic"difference equation.Inthelimit b=0,itdescribesapopulationgrowingpurely

exponentially(for a>1);for b0,thequadraticnonlinearityproducesgrowth
a c urvewithhump,
a thesteepnessowhich
f is
tunedbtyheparameter a.By
writing X=bN/a the, equationmay
bberoughtintocanonicalform 1, 4, 12
- 23

Xt+1= (3)
aX(1
t- Xt)

Inthisform,whichiisllustratedin Fig.1 itis

,arguablythesimplestnonlineardifference equation. sIhalluseequation(3)for
mostofthenumericalexamplesandillustrationsin thisarticle.Althoughattractivetomathematician bs yvirtueoiftsextreme
simplicity,inpracticalapplicationsequation(3) hasthedisadvantagethatitrequires Xtoremainontheinterval0< X<1if; X
everexceedsunity,subsequentiterationsdiverget owards-(whichmeansthepopulation becomesextin ct).Furthermore, F(X)
inequation(3)attainsamaximumvalueof a/4(at X=1/2);theequationthereforepossessesnon-trivi aldynamicalbehaviour
onlyif a<4.Ontheotherhand,alltrajectoriesareattra ctedto X=0if a<1.Thusfornon-trivialdynamicalbehaviourwe
require1< a<4;
failing
this,thepopulation
becomesextinct.

Figure1. Atypicalformfortherelationshipbetween
X t+1and Xdescribed
t byequation(1).Thecurvesare
forequation(3),with a=2.707( a);and a=3.414( b).
Thedashedlinesindicatetheslopeathe
t "fixedp oints"
where F(X)intersectsthe45°line:forthecase athis
slopeislesssteepthan-45°andthefixedpointi s
stable;for btheslopeisteeperthan-45°,andthepoint
isunstable.

Anotherexample,with
more
a secure
provenanceitn hebiologicalliterature 1, 23
- 27is
the
, equation

Xt+1= Xexp[
t (4)
(1
r- Xt)]

Thisagaindescribes population
a withpropensity
a tosimpleexponentialgrowthalow
t densities,and taendencytodecreaseat
highdensities.Thesteepnessothis
f nonlinearbeh aviouristunedbtyheparameter r.Themodelisplausibleforsainglespecies
populationwhichisregulatedbyanepidemicdiseas eathighdensity 28The
. function F(X)ofequation(4)isslightlymore
complicatedthanthatofequation(3),buthasthe compensatingadvantagethatlocalstability implies globalstability for1 all X>
0.

Theforms(3)and(4)bynomeansexhaustthelist ofsingle-humpedfunctions F(X)forequation(1)whichcanbceulledfrom

theecologicalliterature.Afairlyfullsuchcatal ogueisgiven,completewithreferences,byMayand Oster 1Other
. similar
mathematicalfunctionsaregivenbyMetropoliseta l. 16 Yet
. otherformsfor F(X)arediscussedundertheheading of
"mathematicalcuriosities"below.

3.DYNAMIC
PROPERTIESOF
EQUATION
(1)
Possibleconstant,equilibriumvalues(or"fixedpo ints")of Xinequation(1)maybfeoundalgebraicallybyputt ing X t+1= X=t

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X*,andsolving
theresulting
equation

X*
(5)
= F(X*)

Anequivalentgraphicalmethoditosfindthepoint w
s herethecurve F(X)
thatmaps Xinto
t Xt+1intersectsthe45°line, Xt+1= Xt
whichcorrespondstotheidealnirvanaozero
f popu lationgrowth;see Fig.1 For
. thesingle-humpcurvesdiscussedabove,and
exemplifiedbyequations(3)and(4),therearetwo suchpoints:thetrivialsolution X=0,andnon-trivial
a solution X*(which
forequation
(3)is X*
(1/
=1- a).

Thenextquestionconcernsthestabilityothe
f equ ilibrium
point X*.Thiscanbseeen 24, 25, 19- 21, 1, to
4depend
ontheslope of
the F(X)curveat X*.Thisslope,which iillustrated
s btyhedashedl inesin Fig. 1 can
, bdeesignated

(X*)=[d dF/ (6) X]x=x*

Solongatshisslopeliesbetween45°and-45°(th atis, (1)

between+1and-1),makinganacuteanglewiththe 45°ZPG line,
theequilibriumpoint X *willbeatleastlocallystable,attractingallt rajectoriesinitsneighbourhood.Inequation(3), for
example,thisslopeis (1)
=2- a:theequilibriumpointisthereforestable,andat tractsalltrajectoriesoriginatinginthe interval
0< X<1if
and
, only i1<f a<3.

Astherelevantparametersaretunedsothatthecu rve F(X)becomesmoreandmoresteeplyhumped,thisstabili ty-determining

slopeat X* may eventuallysteepen beyond-45°(thatis, (1)
<
-1),whereupon
theequilibriumpoint X*
ino
slongerstable.

Whathappensnext?Whathappens,forexample,for a>i3enquation(3)?

Toanswerthisquestion,itishelpfultolookatt hemapwhichrelatesthepopulationsasuccessive
t intervals2generationsapart;
thatis,tolook
athe
t function
whichrelates Xt+2to XThis
t. second iterateoequation
f (1)can
bwe ritte n

Xt+2=(7)F[F(Xt)]

or,introducing
aonbviouspieceonotation,
f

Xt+2=(8) F(2)(Xt)

Themapsoderivedfrom
equation
(3)isillustrated in Figs2 and 3.

Figure2. Themaprelating Xt+2to Xtobtained

, btywo
iterationsoequation
f (3).Thisfigureifsorthe case( a)
of Fig.1 , a=2.707:thebasicfixedpointisstable,and
itistheonlypointatwhich F (2) (X)intersectsthe45°
line(whereitsslope,shownbythedashedline,is less
steep than
45°).

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Figure3. Asfor Fig.2 except

, thathere a=3.414,asin
Fig.1b The
. basicfixedpointisnowunstable:theslope
of F (2) (X)athis
t pointsteepensbeyond45°,leadingto
theappearanceotwo
f new solutionsof
period2.

Populationvalueswhichrecureverysecondgenerati on(thatis,fixedpointswithperiod2)maynowbe writtenas X * 2and

,
foundeitheralgebraically
from

F(2)( X*2)
X*=2 (9)

orgraphicallyfromtheintersectionbetweenthema p F(2)(X)andthe45°line,asshownin Figs2 and 3.Clearlytheequilibrium

point X* oequation
f (5)is
saolutionoequation
f (9);th beasicfixedpointof
period1is
daegeneratecas oepaferiod2solution.
Wenowmakeasimple,butcrucial,observation 1the
: slopeofthecurve (2)
F (X)atthepoint X *,definedas (2) ( X *)and
illustratedbtyhedashedlinesin Figs2 and 3,isthesquareothe
f corresponding slopeof F(X)

(2)
( X*)=[ (1)
( X*)]2
(10)

Thisfactcannowbeusedtomakeplainwhathappen w
s henthefixedpoint X*becomesunstable.Iftheslopeof F(X)ilsess
than-45°(thatis,| (1)
<1| ),asillustratedbycurve ain Fig.1 then , X*istable.Also,fromequation(10),thisimplies 0< (2)

<1corresponding totheslopeof (2)

F at X* lyingbetween 0a°nd45°,asshownin Fig.2 As
. long atshefixedpoint X*
istable,
s
itprovidestheonly non-trivialsolution teoquati on
(9).Ontheotherhand,when (1)
steepensbeyond-45°(thatis,| (1)>
1| ),as
illustratedbycurve bin Fig1 , X*becomesunstable.Atthesametime,fromequation (10)thisimplies (2)
>1, corresponding
totheslopeof F(2)at X*steepeningbeyond45°,asshownin Fig.3 As
. thishappens,thecurve F (2)(X)mustdevelop"loop",
a
andtwonew fixedpointsof period2appear,asill ustratedin Fig.3 .

Inshort,asthenonlinearfunction F(X)inequation(1)becomesmoresteeplyhumped,theb asicfixedpoint X*maybecome

unstable.Atexactlythestagewhenthisoccurs,th ereareborntwonewandinitiallystablefixedpoi ntsofperiod2,between
whichthesystemalternatesinstable a cycleope f riod2The
. sortofgraphicalanalysisindicatedby Figs1 , 2and 3,alongwith
theequation (10),isallthatisneededtoestabli sh
thisgenericresult 1, 4.

Asbefore,thestabilityothisf period2cycledep endsontheslopeofthecurve F (2) (X)athe

t 2points.(Thisslopeies asily
showntobtehesameabotht points 1, 20
and
, moregenerallytobtehesameaall
t pk ointsoperiod
na ckycle.)Furthermore,as
isclearbyimaginingtheintermediatestagesbetwe en Figs2 and 3,thisstability-determiningslopehasthevalue= +1at the
birthothe
f 2-pointcycle,andthen decreasesthro ughzerotowards=-1atshehumpin F(X)continuestosteepen.Beyondthis
pointtheperiod2pointswillinturnbecomeunsta ble,andbifurcatetogiveaninitiallystablecycl eopf eriod4.Thisinturn
giveswaytocycle
a operiod
f 8and, thencetoha ierarchyobifurcating
f stablecyclesoperiods
f 16 32,
, 64,...,2 nIn
.eachcase,
thewayinwhichastablecycleopf eriod kbecomesunstable,simultaneouslybifurcatingtopr oduceanewandinitiallystable
cycleoperiod
f 2 k,isbasically
similartotheprocessjustadumbrat edfor = k1.Amorefullandrigorousaccountofthemater ial
coveredsofarisin
ref.1.

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This"verybeautifulbifurcationphenomenon" 22
isdepictedin Fig.4 for
, theexampleequation(3).Itcannotbetoost rongly
emphasisedthattheprocessigsenerictomostfunc tions F(X)with
hump
a otunable
f steepness.Metropolisealt . 16refertothis
hierarchyocycles
f of periods2 n
astheharmonicsof
thefixedpoint X*.

Figure4. Thisfigureillustratessomeothe f stable

___
( )
andunstable(----)fixedpointsovarious
f periods thatcan
arisebybifurcationprocessesinequation(1)ing eneral,
andequation(3)inparticular.Totheleft,theba sicstable
fixed point becomes unstableand givesrisebya
successionopitchfork
f bifurcationstostableharm onicsof
period2 n ;noneofthesecyclesisstablebeyond a=
3.5700.Totheright,thetwoperiod3cyclesappea by
r
tangentbifurcation:oneisinitiallyunstable;the otheris
initiallystable,butbecomesunstableandgiveswa yto
stableharmonicsopf eriod3×2 nwhich
, haveapointof
accumulationat a=3.8495.Notethechangeinscaleon
the aaxis,neededtoputbothexamplesonthesame
figure.Thereareinfinitelymanyothersuchwindow s,
basedoncyclesof
higherperiods.

Althoughthisprocessproducesaninfinitesequence ofcycleswithperiods2 n( n-> ),the"window"ofparameter values

whereinanyonecycleistableprogressivelydimin ishes,sothattheentireprocessiconvergent
as o ne,being
boundedaboveby
somecriticalparametervalue.(Thisistrueformo st,butnotall,functions F(X) see
: equation(17)below.)Thiscritical
parametervalueipasointof
accumulation
operio
f n
d2 cycles. Forequation (3)itisdenoted a:c a=3c .5700...

Beyondthispointofaccumulation(forexample,for a> a incequation (3))thereareaninfinitenumberof ixedpointswith

differentperiodicities,andaninfinitenumberof differentperiodiccycles.Therearealsoaunncoun tablenumberofinitialpoints
Xwhich
0 givetotally
aperiodic(althoughbounded)tr ajectories;nomatterhow longthetimeseriesgene ratedby F(X)isrunout,
thepatternneverrepeats.Thesefactsmaybestab lishedbvariety
ay omethods
f 1, 4, 20, 22, 29Such
. situation,
a whereainnfinite
numberof differentorbitscan
occur,hasbeen
chri stened"chaotic"bL
yand
i Yorke 20.

Astheparameterincreasesbeyondthecriticalvalu e,atfirstallthesecycleshaveevenperiods,wit h Xalternating

t upanddown
betweenvaluesabove,andvaluesbelow,thefixedp oint X*.Althoughthesecyclesmayinfactbeverycompli cated(havinga
non-degenerateperiodof,say,5,726pointsbefore repeating),theywillseem tothecasualobservert obreatherlike
somewhat
a
"noisy"cycleoperiod
f 2As
. theparametervaluec ontinuestoincrease,therecomes stage
a (at a=3.6786..forequation(3))at
whichthefirstoddperiodcycleappears.Atfirst theseoddcycleshaveverylongperiods,butasthe parametervaluecontinues
toincreasecycleswith
smallerandsmalleroddper iodsarepickedup,untilatlastthethree-pointc ycleappears(at a=3.8284
..
forequation(3)).Beyondthispoint,therearecyc leswitheveryintegerperiod,aswellasanuncoun tablenumber of
asymptotically aperiodictrajectories:LiandYorke 20entitletheiroriginalproof of
thisresult"Perio dThreeImpliesChaos".

Theterm"chaos"evokesanimageofdynamicaltraje ctorieswhichareindistinguishablefromsomestoch asticprocess.

Numericalsimulations 12 , 15 , 21 , 23 , 25
ofthedynamicsoef quation(3),(4)andothersim ilarequationstendtoconfirmthis

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impression.But,forsmoothand"sensible"function s F(X)suchaisnequations(3)and(4),theunderlyingm athematicalfactis

thatforanyspecifiedparametervaluethereios ne uniquecyclethatisstable,andthatattractsess entiallyallinitialpoints 22, 29
(seeref.4,appendixAfor
, asimpleandlucidexp osition).Thatis,thereios necyclethat"owns"a lmostallinitialpoints;the
remaininginfinitenumberofothercycles,alongwi ththeasymptoticallyaperiodictrajectories,owna setofpointswhich,
although uncountable,havemeasurezero.

Asim
s adeclearby Tables3 and 4below,anyoneparticularstablecycleilsikelyt o ccupyanextraordinarilynarrowwindow
ofparametervalues.Thisfact,coupledwiththelo ngtimeiistlikelytotakefortransientsassocia tedwiththeinitialconditions
todampout,meansthatinpracticetheuniquecycl eisunlikelytobeunmasked,andthatastochastic descriptionofthe
dynamicsilsikelytobeappropriate,inspiteotf heunderlyingdeterministicstructure.Thispointi ps ursuedfurtherunderthe
heading "practicalapplications",below.

Themainmessagesothisf sectionaresummarisedin Table1 which

, setsoutthevariousdomainsodynamical
f b ehaviourofthe
equations(3)and(4)asfunctionsothe
f parameter s, and rrespectively,thatdeterminetheseverityothe
fn onlinearresponse.
Thesepropertiescan buenderstoodqualitatively
in garaphicalway,andaregenerictoany
wellbehav ed F(X)
in
equation(1).

Table1. Summary
othe
f wayvarious"single-hump"functions F(X),from
equation (1),behaveitnhechaoticregion,
distinguishing thedynamicalpropertieswhich
areg enericfrom
thosewhicharenot

Thefunction F(X) aX;if X

<½ X;if X<1
of
equation
(1) aX(1
X)
- Xexp[ r(1- X)] a(1
X)
- if; X>½ X1-bif; X>1
Tunableparameter a r a b
Fixedpointbecomesunstable 3.0000 2.0000 1.0000* 2.0000
"Chaotic"region
begins
[pointof
accumulation ocycles
f of period2 n] 3.5700 2.6924 1.0000 2.0000
Firstodd-periodcycleappears 3.6786 2.8332 1.4142 2.6180
Cyclewith period3appears
[andthereforeevery integerperiodpresent] 3.8284 3.1024 1.6180 3.0000
"Chaotic"region ends 4.0000† ‡ 2.000† ‡
Aretherestablecyclesin
thechaoticregion? Yes Yes No No

B
* elow this avalue, X=0isstable.
†Allsolutionsareattractedto- for avaluesbeyondthis.
‡Ipnractice,as or
r becomeslargeenough, Xwilleventually
bcearriedsolow
astobeffecti vely
zero,thusproducing
extinction im
n odelsofbiologicalpopulations.

Wenowproceedtomore
a detaileddiscussionothe
f mathematicalstructureothe
f chaoticregimefora nalyticalfunctions,and
thentothepracticalproblemsalludedtoaboveand toaconsiderationofthebehaviouralpeculiaritie sexhibitedby
non-analyticalfunctions(such
athose
s itnhetwo righthandcolumnsof Table1 ).

4.
FINESTRUCTUREOF
THECHAOTIC
REGIME

Wehaveseenhowtheoriginalfixedpoint X*bifurcatestogiveharmonicsopf eriod2 nBut

. howdonewcyclesopf eriod k
arise?

Thegeneralprocessiisllustratedin Fig.5 which

, showshowperiod3cyclesoriginate.Byan obviousextensionothe
f notation
introducedienquation (8).populationsthreegener ationsapartarerelatedby

F(3)( Xt)
Xt+3=(11)

Ifthehumpin F(X)issufficientlysteep,thethreefolditerationwil produce

l function
a F(3)(X)with4humps,asshownin Fig.5
forthe F(X)of equation (3).Atfirst(for a<3.8284
in
.e.quation3the) 45°lineintersect tshiscurveonlyathe
t singlepoint X*
(andat X=0),asshownbtyhesolidcurvein Fig.5 As . thehumpin F(X)steepens,thehillsandvalleysin (3)
F (X)becomemore
pronounced,untilsimultaneouslythefirsttwovall eyssinkandthefinalhillrisestotouchthe45° line,andthentointerceptitat
6newpoints,asshownbtyhedashedcurvein Fig.5 These
. 6pointsdivideintotwodistinctthree-poi ntcycles.Ascanbm
e ade

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plausiblebiymagining theintermediatestagesin Fig.5 itcan

, bsehownthatthestability-determining sl opeof F(3)(X) atthree of
thesepointshasacommonvalue,whichis (3)
=+1attheirbirth,andthereaftersteepensbeyon d+1:thisperiod3cycle is
neverstable.Theslopeof (3)
F (X)attheotherthreepointsbeginsat (3)=+1,andthendecreasestowardszero,resultingi na
stablecycleoperiod
f 3As
. F(X)continuestosteepen,theslope (3)
forthisinitiallystablethree-pointcycledecrea sesbeyond
-1;thecyclebecomesunstable,andgivesrisebyt hebifurcationprocessdiscussedinthepreviousse ctiontostablecycles of
period612,, 24,...,3×2 nThis
. birthosaftableandunstablepairofperio d3cycles,andthesubsequentharmonicswhicharis e
astheinitially
stablecyclebecomesunstable,are illustratedtotherightof Fig.4 .

Figure5. Therelationshipbetween X t+3and Xt,

obtainedbythreeiterationsofequation(3).Thes olid
curveisfor a=3.7,andonlyintersectsthe45°line
once.As aincreases,thehillsandvalleysbecomemore
pronounced.Thedashedcurveisfor a=3.9,andsix
newperiod3pointshaveappeared(arrangedastwo
cycles,eachoperiod
f 3).

Thereare,therefore,twobasickindsobifurcatio
f nprocesses 1, for 4 first
orderdifferenceequations.Truly newcy clesoperiod
f
kariseinpairs(onestable,oneunstable)astheh illsandvalleysohigher
f iteratesof F(X)move,respectively,upanddownto
interceptthe45°line,astypifiedby Fig.5 Such
. cyclesarebornathe t momentwhenthehills andvalleysbecometangenttothe
45°line,andtheinitialslopeothef curve F(k)atthepointsitshus (k)
=+1:thistypeobifurcation
f maybcealled 1, a4 tangent
bifurcationoar=+1bifurcation.Conversely,an originallystablecycleopf eriod kmaybecomeunstableas F(X)steepens.
Thishappenswhentheslopeof F (k)attheseperiod kpointssteepensbeyond (k)
=-1,whereuponanewandinitially stable
cycleopf eriod2 kibs orninthewaytypifiedby Figs2 and 3.Thistypeobf ifurcationmaybecalledapitchfor kbifurcation
(borrowing ainmagefrom thelefthandsideof Fig.4 or )a=-1bifurcation 1, 4.

Puttingallthistogether,weconcludethatasthe parametersin F(X) arevariedthefundamental,stabledynamicalunits arecycles

ofbasicperiod k,whicharisebytangentbifurcation,alongwithth eirassociatedcascadeohf armonicsopf eriods k2 nwhich
,
arisebypitchforkbifurcation.Onthisbasis,the constantequilibriumsolution X*andthesubsequenthierarchyostable
f cycles
ofperiods2 nismerelyaspecialcase,albeitaconspicuouslyi mportantone(namely k=1),ofageneralphenomenon.In
addition,remember 1, 4, 22, 29thatforsensible,analyticalfunctions(suchas, forexample,thoseinequations(3)and(4))there is
ua niquestablecycleforeachvalueothe
f paramet erin F(X).Theentirerangeoparameter
f values(1< a<4inequation(3),0
< rinequation(4))maythusberegardedasmadeupo infinitely
f manywindowsofparametervaluessom - elarge,some
unimaginablysmall e-achcorrespondingtoasingle oneotfhesebasicdynamicalunits. Tables3 and 4,below,illustratethis
notion.Thesewindowsaredividedfromeachotherb ypoints(thepointsoafccumulationotfheharmoni csopf eriod k2 na) t
whichthesystemistrulychaotic,withnoattracti vecycle:althoughthereareinfinitelymany suchs pecialparametervalues,they
havemeasurezerootnheintervalof allvalues.

Howarethesevariouscyclesarrangedalongtheint ervalofrelevantparametervalues?Thisquestionh astomyknowledgebeen

answeredindependentlybyaleast
t 6groupsopeop
f le,whohaveseentheprobleminthecontextofcom binatorialtheory 16, 30,

numericalanalysis 13, 14population

, biology 1and
, dynamicalsystemstheory 22, 31
(broadly
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Asimple-mindedapproach(whichhastheadvantageo requiring
f littletechnicalapparatus,andthedis advantageobeing
f rather
clumsy)consistsofirstansweringthequestion,h owmanyperiod kpointscantherebe?Thatis,howmanydistinctso lutions
cantherebteotheequation

F(k)( X*k)?
X*=k (12)

Ifthefunction F(X)issufficientlysteeplyhumped,asiwill
t beonce theparametervaluesaresufficientlylarge,each successive
iterationdoublesthenumberohf umps,sothat F (k) (X)has2 k-1
humps.Forlargeenoughparametervalues,allthes ehillsand
valleyswillintersectthe45°line,producing2 k points
fixed operiod
f k.Thesearelistedfor k 12inthetoprowof Table2 .
Such list
a includesdegeneratepointsoperiod
f k,whoseperiodisubmultiple
as of k;inparticular,thetwoperiod1points( X=
0and X*)aredegeneratesolutionsoefquation(12)foral l k.Byworkingfromlefttorightacross Table2 these
, degenerate
pointscanbseubtractedout,toleavethetotalnu mberofnon-degeneratepointsobasic
f period k,aslistedinthesecondrow of
Table2 More. sophisticatedwaysof arriving
athis
t resul are
t given
elsewhere 13, 14, 16, 22, 30, 31.

Table2. Catalogueothe
f numberof
periodicpoints,andof thevariouscycles(with
periods =
k1upto12),arising
from
equation (1)with
single-humped
a function F(X)

k 1 2 3 4 5 6 7 8 9 10 11 12
Possibletotalnumberofpointswith
period k 2 4 8 16 32 64 128 256 512 1,024 2,048 4,096
Possibletotalnumberofpointswith
non-degenerate period k 2 2 6 12 30 54 126 240 504 990 2,046 4,020
Totalnumberof cyclesof
period k,includingthosewhich
are 2 3 4 6 8 14 20 36 60 108 188 352
degenerateand/orharmonicsand/orneverlocally st able
Totalnumberof non-degeneratecycles(including ha rmonicsand 2 1 2 3 6 9 18 30 56 99 186 335
unstablecycles)
Totalnumberof non-degenerate,stablecycles(incl udingharmonics) 1 1 1 2 3 5 9 16 28 51 93 170
Totalnumberof non-degenerate,stablecycleswhose basicperiodis k 1 - 1 1 3 4 9 14 28 48 93 165
(thatis,excluding
harmonics)

Forexample,thereeventuallyare2 6=64pointswithperiod6.Theseincludethetwop ointsofperiod1,theperiod2

"harmonic"cycle,andthestableandunstablepair oftripletsopoints
f withperiod3for
, taotalof 10pointswhosebasicperiod
is
saubmultipleo6;
fthisleaves54pointswhose basicperiodi6.
s

k
The2 period pkointsarearrangedintovariouscyclesofperiod k,orsubmultiplesthereof,which appearin
successi onbeyither
tangentorpitchforkbifurcationatsheparameters in F(X)arevaried.Thethirdrowin Table2 cataloguesthetotalnumber of
distinctcyclesofperiod kwhichsoappear.Inthefourthrow 14 the
, degeneratecyclesaresubtractedout,togive thetotal
numberofnon-degeneratecyclesoperiodf k:thesenumbersmustequalthoseothe f secondrow dividedby k.Thisfourthrow
includesthe(stable)harmonicswhicharisebypitc hforkbifurcation,andthepairsosftable-unstable cyclesarisingbytangent
bifurcation.Bysubtractingoutthecycleswhichar eunstablefrombirth,thetotalnumberopf ossible stablecyclesigs ivenin
rowfive;thesefigurescanalsoboe btainedbyles ps edestrianmethods 13, 16, 30Finally
. wme aysubtractoutthestablecycles
whicharisebypitchforkbifurcation,asharmonics ofsomesimplercycle,toarriveathe
t finalrowi n Table2 which
, liststhe
numberof stablecycleswhosebasicperiodis k.

Returning totheexampleoperiod
f 6we
, havealrea dynotedthefivedegeneratecycleswhoseperiodsa resubmultiplesof6.The
remaining54pointsareparcelledoutintoonecycl eofperiod6whicharisesastheharmonicoftheo nlystablethree-point
cycle,andfourdistinctpairsofperiod6cycles( thatis,fourinitiallystableonesandfourunstab leones)whichariseby
successivetangentbifurcations.Thus,readingfrom thefootofthecolumnforperiod6in Table2 we
, getthenumbers45,
,9,
14.

Usingvariouslabellingtricks,ortechniquesfrom combinatorialtheory,itisalsopossibletogivea genericlistoftheorderin

whichthevariouscyclesappear 1 , 13 , 16 , 22 For
. example,thebasicstablecyclesofperiods3 5,
, 6(ofwhichthereare
respectively13,,4)mustappearintheorder6,5 3,
,5,6,6,5,6:compare Tables3 and 4.Metropoliseal.
t 16givetheexplicit
such
genericlistforallcyclesof
periodk 11.

Table3 A
catalogueothe
f stablecycles(with
basicperio dsupto6for
) theequation Xt+1= aXt(1- Xt)

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Width othe
f range
avalueawhich:
t Subsequentcascade of avaluesover
of
"harmonics"with which thebasiccycle,
Periodof Basiccycle Basiccycle n
period k2all oroneoits
fharmonics,
basiccycle firstappears becomesunstable becomeunstable isattractive
1 1.0000 3.0000 3.5700 2.5700
3 3.8284 3.8415 3.8495 0.0211
4 3.9601 3.9608 3.9612 0.0011
5(a) 3.7382 3.7411 3.7430 0.0048
5(b) 3.9056 3.9061 3.9065 0.0009
5(c) 3.99026 3.99030 3.99032 0.00006
6(a) 3.6265 3.6304 3.6327 0.0062
6(b) 3.937516 3.937596 3.937649 0.000133
6(c) 3.977760 3.977784 3.977800 0.000040
6(d) 3.997583 3.997585 3.997586 0.000003

As caorollary
ifollows
t that,giventhemostrece ntcycletoappear,itispossible(atleastinpri nciple)to
catalogueallthecycles
whichhaveappeareduptothispoint.Anespecially elegantway odoing
f thisigsivenbS y maleandWi lliams 22who , show,for
example,thatwhenthestablecycleoperiod
f 3fir storiginates,thetotalnumberofotherpointswit hperiods k,N kwhich , have
appearedbythisstagesatisfy theFibonacciseries , N=2k4,,5,8,12,19,30,48,77,124,200,323fo r=
k1,2,...,12:thisisto
becontrastedwith thetotalnumberof pointsope
f riod w k hichwilleventually appear(thetoprow
of Table2 as ) F(X) continues
tosteepen.

Table4. Catalogueothe
f stablecycles(with
basicperiods upto6for
) theequation Xt+1= Xexp[
t r(1
X- t)]

Widthothe
f range
value
r awhich:
t Subsequentcascade of values
r over
of
"harmonics"with which
thebasiccycle,
Periodof Basiccycle Basiccycle n
period k2all oroneoits
fharmonics,
basiccycle firstappears becomesunstable becomeunstable isattractive
1 0.0000 2.0000 2.6924 2.6924
3 3.1024 3.1596 3.1957 0.0933
4 3.5855 3.6043 3.6153 0.0298
5(a) 2.9161 2.9222 2.9256 0.0095
5(b) 3.3632 3.3664 3.3682 0.0050
5(c) 3.9206 3.9295 3.9347 0.0141
6(a) 2.7714 2.7761 2.7789 0.0075
6(b) 3.4558 3.4563 3.4567 0.0009
6(c) 3.7736 3.7745 3.7750 0.0014
6(d) 4.1797 4.1848 4.1880 0.0083

Suchcataloguesotfhetotalnumberofixedpoints and
, otfheirorderoafppearance,arerelatively easytoconstruct.Forany
particularfunction F(X),thenumericaltaskofinding
f thewindowsopara
f metervalueswhereinanyonecycleoits
rharmonics
isstableis,incontrast,relativelytediousandi nelegant.Beforegivingsuchresults,twocritical parametervaluesofspecial
significanceshouldbm e entioned.

HoppensteadtandHyman 21havegivena
simplegraphicalmethodforlocating theparametervalueinthechaoticregimeat

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whichthefirstoddperiodcycleappears.Theirana lyticrecipeiasfsollows.Letbetheparameterw hich

tunesthesteepness of
F(X)(forexample,= aforequation(3),= frorequation(4)), X*( be )thefixedpointofperiod1(thenon-trivial solution
ofequation(5)),and Xmax( the) maximum valueattainablefrom iterationsof equation(1)(thatis,thevalueof F(X)
atitshump
orstationary
point).Thefirstoddperiodcycleap pearsforthatvalueofwhich
satisfies 21, 31

X*( =) F(2)
(13)
( Xmax( ))

Asmentionedabove,anothercriticalvalueitshat wheretheperiod3cyclefirstappears.Thisparame tervaluemaybefound

numerically
from
thesolutionsof
thethirditerate of
equation
(1):forequation
(3)itis 14 a
=1+ 8.

Myrberg 13(forallk 10)andMetropoliseal. t 16(for

. allk 7)havegivennumericalinformation a boutthestablecycles in
equation(3).Theydonotgivethewindowsoparam f etervalues,butonlythesinglevalueawhich
t ga ivencycleim
s aximally
stable;thatis,thevalueof aforwhichthestability-determiningslopeof F(k)(X)iszero, (k)
=0Since
. theslopeothe
f k-times
iteratedmap F atany (k) pointon
period
a ckycleisimply
equaltotheproductoftheslopes of F(X) ateach
othe
f points X*onk
thiscycle 1, 8, 20the
, requirement (k)
=0impliesthat X=A(thestationary
pointof F(X),where (1)
=0is
)oneothe
f periodic
pointsin
question,which considerably
simplifiest henumerical calculations.

Foreachbasiccycleoperiod
f (kascataloguedinthelastrow
of Table2 ),itismoreinterestingtoknowtheparameterval uesat
which:(1)thecyclefirstappears(bytangentbifu rcation);(2)thebasiccyclebecomesunstable(giv ingrisebysuccessive
pitchforkbifurcationstoacascadeofharmonicsof periods k 2 n );(3)alltheharmonicsbecomeunstable(thepoint of
accumulationothef period n
k2cycles). Tables3 and 4extendtheworkoMay f andOster 1to
,givethisnumericalinformation
forequations(3)and(4),respectively.(Thepoint sofaccumulationarenotgroundoutmindlessly,bu are
t calculatedbya
rapidlyconvergentiterativeprocedure,seeref.1, appendixA.)Someothese
f resultshavealsobeen obtainedbG
y umowskiand
Mira .32

5.
PRACTICALPROBLEMS
Referringtotheparadigmaticexampleoef quation( 3),wecannowseethattheparameterinterval1< a<4im
s adeupoaf
one-dimensionalmosaicofinfinitelymanywindowso f a -values,ineachofwhichauniquecycleofperiod kor
, oneofits
harmonics,attractsessentiallyallinitialpoints. Ofthesewindows,thatfor1< a<3.5700 corresponding
.. to k=1andits
harmonicsibs yfarthewidestandmostconspicuous Beyond
. thefirstpointofaccumulation,itcanbe seenfrom Table3 that
thesewindowsarenarrow,even forcyclesof
quite lowperiods,andthewindowsrapidly becomevery ti ny
as ikncreases.

Asresult,
a theredevelopsdichotomy
a betweenthe underlyingmathematicalbehaviour(whichiesxactl ydeterminable)andthe
"commonsense"conclusionsthatonewoulddraw from numericalsimulations.Iftheparameter aihseldconstantatonevaluein
thechaoticregion,andequation(3)iteratedfora narbitrarilylargenumberofgenerations,da ensit yplotoftheobservedvalues
of Xon
t theinterval
0
to1
will
settle
into e
k qual
spikes ( morep recisely,
delta
functions) cor responding tothe pk ointsonthe
stablecycleappropriatetothis a -value.Butformost a-valuesthiscyclewillhaveafairlylargeperiod, andmoreoveriwill
t
typicallytakemanythousandsogenerations
f before thetransientsassociatedwiththeinitialconditi onsaredampedout:thusthe
density plotproducedbnyumericalsimulations usua llylookslike
sample
a opoints
f taken from somec ontinuousdistribution.

Anespeciallyinterestingsetofnumericalcomputat ionsareduetoHoppensteadt(personalcommunicatio n)whohascombined

manyiterationstoproducedensity
a plotof Xfor
t eachoneosafequenceof a-values,graduallyincreasingfrom 3.5700to
.4. .
Theseresultsaredisplayedamovie.
as Ascanbe xpectedfrom Table3 some , othef moreconspicuouscyclesdoshowupas
setsodf eltafunctions:the3-cycleanditsfirst fewharmonics;thefirst5-cycle;thefirst6-cycle But
. formostvaluesof athe
densityplotlookslikethesamplefunctionoara f ndomprocess.Thisips articularlytrueintheneig hbourhoodotfhe a-value
wherethefirstoddcycleappears( a=3.6786..),andagainintheneighbourhoodof a=4:thisinsotsurprising,becauseeach of
theselocationsisapointofaccumulationofpoint sofaccumulation.Despitetheunderlyingdiscontin uouschangesinthe
periodicitiesotfhestablecycles,theobservedde nsitypatterntendstovarysmoothly.Forexample, as aincreasestowardthe
valueawhich
t the3-cycleappears,thedensity plo tends
t toconcentratearoundthreepoints,andit smoothlydiffusesaway from
thesethreepointsafterthe3-cycleandallitsha rmonicsbecomeunstable.

Ithinkthemostinterestingmathematicalprobleml iesindesigningawaytoconstructsomeapproximat eand"effectively

continuous"densityspectrum,despitethefactthat theexactdensityfunctionisdeterminableandis alwaysasetofdelta
functions.Perhapssuchtechniqueshavealreadybee ndevelopedinergodictheory 33
(whichliesathe
t foundationsostatistical
f
mechanics),asforexampleitnheuseo"coarse-gr
f ainedobservers".do
Inotknow.

Suchaneffectivelystochasticdescriptionothe
fd ynamicalpropertiesoequation
f (4)forlarge hr asbeenprovided 28albeit
, by

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tacticaltrickspeculiartothatequationratherth anbyanygeneralmethod.As rincreasesbeyondabout3,thetrajectories

generatedbtyhisequation are,toainncreasingly goodapproximation,almostperiodicwith
period(1 / r)exp( 1).
-r

TheopinionamI airinginthissectionisthatalt houghtheexquisitefinestructureofthechaoticr egimeismathematically

fascinating,itisirrelevantformostpracticalpu rposes.Whatseemscalledforisomeeffectivelys tochasticdescriptionotfhe
deterministicdynamics.Whereasthevariousstateme ntsaboutthedifferentcyclesandtheirorderofa ppearancecanbm e adein
genericfashion,suchstochasticdescriptionofthe actualdynamicswillbequitedifferentfordiffer ent F(X) witness
: the
differencebetweenthebehaviourofequation(4),w hichforlarge risalmostperiodic"outbreaks"spacedmanygenerat ions
apart,versusthebehaviourof equation (3),which for a->4isnotvery
differentfrom saeriesof
Bernou llicoin
flips.

6.MATHEMATICALCURIOSITIES
Asdiscussedabove,theessentialreasonfortheex istenceosafuccessionostable
f cyclesthroughout the"chaotic"regimeithat
s
aseachnewpairofcyclesibs ornbytangentbifur cation(see Fig.5 ),oneotfhemisafirst
t stable,byvirtueotfhe waythe
smoothlyroundedhillsandvalleysinterceptthe45 l°ine.Foranalyticalfunctions F(X),theonlyparametervaluesforwhichthe
densityplotor"invariantmeasure"icsontinuousa ndtrulyergodicareathe
t pointsoaccumulation
f ofharmonics,whichdivide
onestablecyclefromthenext.Suchexceptionalpa rametervalueshavefoundapplications,forexample in
,theuseoequation
f
(3)with a=4aarandom
s numbergenerator 34 , 35ithas
: acontinuousdensityfunctionproportional to[ X(1X)
- ] -1/2inthe
interval0< X
<1.

Non-analyticalfunctions F(X)inwhichthehumpisinfactaspikeprovideanin terestingspecialcase.Herewemayimagine

spikeyhillsandvalleysmovingtointerceptthe45 l°inein Fig.5 and, imay
t btehatboththecyclesbornbytangen bifurcation
t
areunstablefrom theoutset(onehaving (k)
>1the
, other (k)
<-1),forall >
k1.Therearethennostablecyclesin
the chaotic
regime,which itherefore
s literally
chaoticwith
a continuousandtruly ergodicdensity distribution function.

Onesimpleexampleiprovided
s by

Xt+1= a Xif;t X<1t /2

Xt+1= a(1- X
(14)
ift;) X>1t /2

definedontheinterval0< X<1.For0< a<1,alltrajectoriesareattractedto X=0;for1< a<2,thereareinfinitelymany

periodicorbits,alongwithanuncountablenumbero aperiodic
f trajectories,noneofwhicharelocally stable.Thefirstodd
periodcycleappearsat a= 2,andallintegerperiodsarerepresentedbeyon d a=(1+ 5)/2.Kac 36hasgivena careful
discussion othe
f case a=2.Anotherexample,thistimewith anextensive biologicalpedigree 1
- 3isthe
, equation

Xt+1= Xif;t X<1t

Xt+1= Xt1-b
(15)
if; X>1t

If>1thispossesses
globally
a stableequilibriu m
pointfor b<2.For b>2thereiagain
s truechaos,with
nostablecycl es:the
firstoddcycleappearsat b=(3+ 5)/2,andallintegerperiodsarepresentb eyond b=3.Thedynamicalproperties of
equations(14)and(15)aresummarisedttoheright of Table2 .

Theabsenceoanalyticity
f inasecessary,butnot saufficient,condition
fortruly
random
behaviour 31Consider,
. forexample,

Xt+1=( 2)
a/ Xif;t X<½
t
Xt+1= a X(1
t- (16)
Xift;) X>½
t

Thisitsheparabolaoefquation(3)and Fig.1 but, withthelefthandhalfof F(X)flattenedintoastraightline.Thisequation

doespossesswindowsof avalues,eachwithitsownstablecycle,asdescrib edgenericallyabove.Thestability-determining
slopes (k)
vary,however,discontinuouslywiththeparameter a,andthewidthsothe
f simplerstableregionsare narrowerthan
forequation(3):thefixedpointbecomesunstable at a=3;thepointofaccumulationothef subsequenth armonicsiast a=3.27
.;the
. firstoddcycleappearsat a=3.44
.;the
. 3-pointcycleat a=3.67.
(compare
. thefirstcolumn
in Table 1 ).

Theseeccentricitiesofbehaviourmanifestedbynon -analyticalfunctionsmaybeointerest
f forexplor ingformalquestionsin
ergodictheory.think,
I however,thattheyhaveno relevancetomodelsinthebiologicalandsocials ciences,wherefunctions
such
as F(X) shouldbaenalytical.Thisview
iselaboratedelse where 37.

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As
fainalcuriosity,considertheequation

Xt+1= X[1(17) Xt]-

t+

Thishasbeenusedtofitcaonsiderableamountof dataoninsectpopulations 38, 39Its

. stabilitybehaviour,asfunction
a othe
f
twoparametersand isi,llustratedin Fig.6 Notice
. thatfor<7.39
there
.. iglobally
as s tableequilibrium pointforall ;
for7.39.
<. X<12.50.
this
. fixedpointbecomesunstablefors ufficientlylarge bifurcating
, tstable
oa 2-point cyclewhich is
thesolutionforalllarger as;increasesthrough therange12.50 <.<1. 4.77
various
.. otherha rmonicsoperiod
f 2 n
appear
inturn.Thehierarchyobifurcating
f cyclesoper
f n
iod2 isthustruncated,andthepointofaccumulationa ndsubsequentregime
ofchaosisnotachieved(even forarbitrarily
larg e until
) >14.77...

Figure6. Thesolidlinesdemarcatethestability
domainsforthedensitydependenceparameter, and ,
thepopulationgrowthrate, ,inequation(17);the
dashedlineshowswhere2-pointcyclesgivewayto
highercyclesopf eriod2 nThe
. solidcirclescomefrom
analysesoflifetabledataonfieldpopulations,a ndthe
opencirclesfromlaboratorypopulations(fromref. 3,
afterref.39).

7.
APPLICATIONS
Thefactthatthesimpleanddeterministicequation (1)canpossessdynamicaltrajectorieswhichlook likesomesortofrandom
noisehasdisturbingpracticalimplications.Itmea ns,forexample,thatapparentlyerraticfluctuatio nsinthecensusdataforan
animalpopulationneednotnecessarilybetokeneith erthevagariesofanunpredictableenvironmentor samplingerrors:they
maysimplyderivefrom raigidly
deterministicpopu lationgrowthrelationshipsuchaesquation(1).Th ispointisdiscussedmore
fully
andcarefully elsewhere 1.

Alternatively,itmaybeobservedthatinthechaot icregimearbitrarilycloseinitialconditionscan leadtotrajectorieswhich,

afterasufficientlylongtime,divergewidely.Thi m
s eansthat,eveniwe
f haveasimplemodelinwhi challtheparametersare
determinedexactly,longtermpredictionisneverth elessimpossible.Inameteorologicalcontext,Lore nz 15hascalledthis
generalphenomenonthe"butterflyeffect":evenif theatmospherecouldbedescribedbyadeterministi cmodelinwhichall
parameterswereknown,theflutteringoabutterfl
f y'swingscouldaltertheinitialconditions,andt hus(inthechaoticregime)
alterthelong
term
prediction.

Fluidturbulenceprovidesaclassicexamplewhere, asaparameter(theReynoldsnumber)istunedina setofdeterministic

equations(theNavier-Stokesequations),themotion canundergoanabrupttransitionfromsomestable configuration(for
example,laminarflow)intoanapparentlystochasti c,chaoticregime.Variousmodels,basedontheNav ier-Stokesdifferential
equations,havebeenproposedasmathematicalmetap horsforthisprocess 15 , 40 , 41 In
. arecentreviewofthetheory of
turbulence,Martin 42hasobservedthattheone-dimensionaldifferencee quation(1)maybeusefulinthiscontext.Compared
with
theearliermodels 15, 40, 41it
has
, thedisadvantageobeing
f even moreabstra ctly
metaphorical,andtheadvantageohaving
f

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sapectrum
of
dynamicalbehaviourwhich
imore
s ric hly
complicatedyetmoreamenable
toanalyticalinv estigation.

Amoredown-to-earthapplicationips ossibleinthe useoequation

f (1)tofitdata 1, 2, 3, 38, 39, 43
onbiologicalpopulationswith
discrete,non-overlappinggenerations,asistheca seformany temperatezonearthropods. Figure6 showstheparametervalues
andthatareestimated 39for24naturalpopulationsand4laboratorypopula tionswhenequation(17)isfittedtothe available
data.Thefigurealsoshowsthetheoreticalstabili tydomains:astablepoint;itsstableharmonics(s tablecyclesopf eriod2 n );
chaos.Thenaturalpopulationstendtohavestable equilibriumpointbehaviour.Thelaboratorypopulat ionstendtoshow
oscillatoryochaotic
r behaviour;theirbehaviourm aybexaggeratedly nonlinearbecauseothef absenc e,in
laboratory
a setting,
ofmanynaturalmortality factors.Itisperhapssu ggestivethatthemostoscillatory naturalpopulati on(labelled Ain Fig.6 is )the
Coloradopotatobeetle,whosepresentrelationship withitshostplantlacksanevolutionarypedigree. Theseremarksareonly
tentative,andmustbetreatedwith cautionforsev eralreasons.Twoothe f maincaveatsarethatther aeretechnicaldifficultiesin
selectingandreducing thedata,andthatthereare nosinglespeciespopulationsinthenaturalworld to
:obtain one-dimensional
a
differenceequationbyreplacingapopulation'sint eractionswithitsbiologicalandphysicalenvironm entbypassiveparameters
(suchasand may
) dogreatviolencetotherealit y.

Someothe
f manyotherareaswheretheseideashave foundapplicationswerealludedtointheseconds ection,above 5- 11One
.
aim
of
thisreview
articleito
sprovokeapplicatio nsin
yetotherfields.

8.
RELATED
PHENOMENA
INHIGHER
DIMENSIONS
Pairsocoupled,
f first-orderdifferenceequations (equivalenttosingle
a second-orderequation)have been
investigatedisneveral
contexts 4 , 44- 46 particularly
, inthestudyoftemperatezonearthr opodprey-predatorsystems 2- 4 , 23 , 47 In . these
two-dimensionalsystems,thecomplicationsinthed ynamicalbehaviourarefurthercompoundedbysuchf actsas:(1)evenfor
analyticalfunctions,therecanbetrulychaoticbe haviour(asforequations(14)and(15)),correspon dingtoso-called"strange
attractors";and(2)twoormoredifferentstables tates(forexample,astablepointandastablecyc leofperiod3)canoccur
togetherforthesameparametervalues 4 In
. addition,themanifestationofthesephenomena usuallyrequireslesssevere
nonlinearities(lesssteeply
humped F(X))
thanfortheone-dimensionalcase.

Similarsystemsoffirst-orderordinarydifferentia equations,
l ortwocoupledfirst-orderdifferentia equations,
l havemuch
simplerdynamicalbehaviour,madeupostable
f and unstablepointsandlimitcycles 48This
. ibs asicallybecauseincontinuous
two-dimensionalsystemstheinsideandoutsideocf losedcurvescanbedistinguished;dynamictrajecto riescannotcrosseach
other.Thesituationbecomesqualitativelymorecom plicatedandinmanywaysanalogoustofirst-order differenceequations
whenonemovestosystemsofthreeormorecoupled, first-orderordinarydifferentialequations(that is,three-dimensional
systemsoof rdinarydifferentialequations).Scanlo n(personalcommunication)hasarguedthatchaotic behaviourand"strange
attractors",thatissolutionswhichareneitherpo intsnorperiodicorbits 48 are
, typicalofsuchsystems.Somewellstudied
examplesariseinmodelsforreaction-diffusionsys temsinchemistryandbiology 49and
, inthemodelsofLorenz 15(three

dimensions)andRuelleandTakens 40
(fourdimensions)referredtoabove.Theanalysis ofthesesystemsis,byvirtueotheir
f
higherdimensionality,much lesstransparentthanf orequation (1).

Anexplicitandrathersurprisingexampleofasyst emwhichhasrecentlybeenstudiedfromthisviewpo intistheordinary

differentialequationsusedinecologytodescribe competingspecies.Foroneortwospeciesthesesys temsareverytame:
dynamictrajectorieswillconvergeonsomestablee quilibriumpoint(whichmayrepresentcoexistence, oroneobr othspecies
becomingextinct).AsSmale 50
hasrecentlyshown,however,for3ormorespecies thesegeneralequationscan,inacertain
reasonableandwell-definedsense,becompatiblewi thanydynamicalbehaviour.Smale's 50
discussionigsenericandabstract:a
specificstudyotfheverypeculiardynamicswhich canbexhibitedbythefamiliarLotka-Volterraequ ationsoncethereare3
competitorsisgiven bM
y ayandLeonard 51.

9.
CONCLUSION
Inspiteotfhepracticalproblemswhichremainto besolved,theideasdevelopedinthisreviewhave obviousapplicationsin
many areas.

Themostimportantapplications,however,may
bpee dagogical.

Theelegantbodyomathematical
f theorypertaining
successfulapplicationtomanyfundamentallylinear
advancedUniversitycoursesinmathematicsandtheo
studenttoconfrontthebizarrebehaviourexhibited
nonlinearsystemsaresurelytherule,nottheexce
tolinearsystems(Fourieranalysis,orthogonalfun ctions,andso n),andits
problemsinthephysicalsciences,tendstodomina teevenmoderately
reticalphysics.Themathematicalintuitionsodeve lopedillequipsthe
bythesimplestofdiscretenonlinearsystems,suc haesquation(3).Yetsuch
ption,outsidethephysicalsciences.

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would
I thereforeurgethatpeoplebientroducedto say,
, equation (3)early
itnheirmathematicaledu cation.Thisequation
can
be
studiedphenomenologicallybyiteratingitonacal culator,orevenbyhand.Itsstudydoesnotinvolv easmuchconceptual
sophisticationadoes
s elementary calculus.Such
st udywouldgreatly enrich thestudent'sintuition
ab outnonlinearsystems.

Notonlyirnesearch,butalsoitnheeveryday
worldo politics
f andeconomics,wewouldallbebetterof if
more
f peoplerealised
thatsimplenonlinearsystemsdonotnecessarily po ssesssimpledynamicalproperties.

have
I receivedmuchhelpfromF.C.Hoppensteadt, H.E.Huppert,A.I.Mees,C.J.Preston,S.Smale, J.A.Yorke,and
particularly
from
G.F.Oster.Thiswork
wassuppor tedipnartby
theNSF.

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