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Fractal Patterns in
Nonlinear Dynamics
and Applications
Santo Banerjee
Institute for Mathematical Research
University Putra Malaysia
Serdang, Malaysia
M K Hassan
Dhaka University
Dhaka, Bangladesh
Sayan Mukherjee
Department of Mathematics
Sivanath Sastri College
Kolkata, India
A Gowrisankar
Department of Mathematics
Vellore Institute of Technology
Vellore, Tamil Nadu, India
p,
p,
A SCIENCE PUBLISHERS BOOK
A SCIENCE PUBLISHERS BOOK
CRC Press
Taylor & Francis Group
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identification and explanation without intent to infringe.
Mathematics and Physical Sciences have been used together to describe natural
phenomena. As a result of its numerous successes, there have been a growth of
scientific discoveries. This book is meant for anyone who wants to understand
patterns of fractal geometry in detail along with the physical aspects and basic
mathematical background. It is our goal to give readers a broad interpretation of
the underlying notions behind fractals and multifractals. Furthermore, we want
to illustrate the fundamentals of fractals, stochastic fractals and multifractals
with applications.
Many phenomena in nature exhibit self-similarity. That is, either a part is
similar to the whole or snapshots of the same system at different times are similar
to one another albeit it differs in size. Initially this book describes novel physical
applications and the recent progress through scale-invariance and self-similarity.
In general, mathematics is concerned with sets and functions to model real world
problems which are done by classical Euclidean geometry. However, there are
many phenomena which are traditionally observed as too irregular or complex
to be described using classical Euclidean geometry. In such a case, there is a
need for alternative geometry to resolve these complexities which helps in a
better understanding of natural patterns. The idea of irregular objects has been
revolutionized by Benoit B Mandelbrot and is called fractal geometry. It has
generated a widespread interest in almost every branch of science. The advent of
inexpensive computer power and graphics has led to the study of non-traditional
geometric objects in many fields of science and the idea of the fractal has been
used to describe them. In a sense, the idea of fractals has brought many seemingly
unrelated subjects under one umbrella. The second chapter deals the construction
of fractals through an iterated function system of contractive mappings and
illustrates some examples.
Nature loves randomness and natural objects which we see around us
evolve in time. The apparently complex look of most of natural objects does not
vi < Fractal Patterns in Nonlinear Dynamics and Applications
mean that nature favours complexity, rather that the opposite is true. Often the
inherent and the basic rule is trivially simple; it is in fact the randomness and the
repetition of the same simple rule over and over again that makes the object look
complex. Of course, natural fractals cannot be strictly self-similar rather they are
statistically self-similar. For instance, one can draw a curve describing the tip
of the trees in the horizon but the details of the two pictures drawn by the same
person will never be the same despite how hard one tries. Capturing the generic
feature of cloud distribution without knowing anything about self-similarity
can be described as our natural instinct. The subsequent section attempts to
incorporate both the ingredients (randomness and kinetic) to the various classical
fractals, namely stochastic fractals and multifractals, in order to know what role
these two quantities play in the resulting processes.
Contents
Preface v
Symbols xi
2. Fractals 31
2.1 Introduction 31
2.2 Euclidean geometry 33
2.3 Fractals 35
2.3.1 Recursive Cantor set 37
2.3.2 von Koch curve 40
2.3.3 Sierpinski gasket 42
viii < Fractal Patterns in Nonlinear Dynamics and Applications
3. Stochastic Fractal 69
3.1 Introduction 69
3.2 A brief description of stochastic process 70
3.3 Dyadic Cantor Set (DCS): Random fractal 71
3.4 Kinetic dyadic Cantor set 73
3.5 Stochastic dyadic Cantor set 77
3.6 Numerical simulation 81
3.7 Stochastic fractal in aggregation with stochastic 85
self-replication
3.8 Discussion and summary 95
4. Multifractality 97
4.1 Introduction 97
4.2 The Legendre transformation 99
4.3 Theory of multifractality 101
4.3.0.1 Properties of the mass exponent τ(q) 102
4.3.1 Legendre transformation of τs(q): f (α) spectrum 104
4.3.1.1 Physical significance of α and f(α) 105
4.4 Multifractal formalism in fractal 105
4.4.1 Deterministic multifractal 107
4.5 Cut and paste model on Sierpinski carpet 110
4.6 Stochastic multifractal 115
4.7 Weighted planar stochastic lattice model 115
4.8 Algorithm of the weighted planar stochastic lattice (WPSL) 116
4.9 Geometric properties of WPSL 119
4.9.0.1 Multifractal analysis to stochastic 120
Sierpinski carpet
4.9.0.2 Legendre transformation of the mass 122
exponent τs(q): The f (α) spectrum
4.10 Multifractal formalism in kinetic square lattice 124
4.10.1 Discussions 126
Scaling,
Scale-invariance and
Self-similarity
~2
a0 = m e e2
. (1.1)
4π0
is a dimensionless
√ quantity. Suppose that l = 1m and ω = 9.8cycles/sec
and hence Π = 9.8 in the SI system of units. Now let us change the
system of units so that the unit of mass is decreased by a factor of
M = 1000, the unit of length is decreased by a factor of L = 100, and
the unit of time is decreased by a factor of T = 1. With this change, the
units of frequency will decrease by a factor of T −1 = 1 and the units of
acceleration by a factor of LT −2 = 100. Therefore, the numerical value
of l in the system of units of measurement will be l100 instead of 1
and that of g will be 980. However, the numerical value of Π will still
remain invariant under a change of units and hence it is a dimensionless
quantity.
f (a1 , . . . , ak , . . . , an ) = aα γ
k+1 · · · an Φ((Π1 , . . . , Πk ). (1.11)
and so it is true for the governed parameter S as we can write the di-
mensional relation [S ] ∼ [c2 ]. We therefore can define two dimensionless
governing parameters
Π = φ(Π1 , Π2 ). (1.16)
Figure 1.1: This figure shows how area S for one of the triangle of the above figure
(say the largest triangle) varies as the base b is changed.
Figure 1.2: This shows that if we plot S/c2 vs b/c instead of S vs b then all the three
curves of Fig. (3) collapse on to a single master curve. It implies that for a given
numerical value of the ratio b/c regardless of the size of the triangle corresponding
S/c2 is the same because triangle that satisfies these conditions are similar and hence
the function φ(b/c) is unique.
Scaling, Scale-invariance and Self-similarity 11
Now the question is: what does this data collapse imply? It implies that
if two or more right triangles which have one of the acute angles iden-
tical then such triangles are similar. We shall see later that whenever
we will find a data collapse between two different systems of the same
phenomenon then it would mean that the corresponding systems or
their underlying mechanisms are similar. Similarly, if we find that data
collected from the whole system collapsed with similarly collected data
from a suitably chosen part of the whole system then we can conclude
that the part is similar to the whole. On the other hand, if we have a
set of data collected at many different times for a kinetic system and
find they all collapse onto a single curve then we can say that the same
system at different times are similar. However, similarity in this case is
found of the same system at different times and hence we may coin it
as temporal self-similarity.
Proof of the Pythagoras theorem: The area S of the original right
triangle is determined by the size of its hypotenuse c and the acute angle
θ since S = c2 φ(θ). Now, by drawing the altitude which is perpendicular
to the hypotenuse c we can divide the original triangle into two smaller
right triangles whose hypotenuses are a and b and say their respective
areas are S1 and S2 . The two smaller right triangles will also have their
acute angle theta and hence we can easily show that
S = S1 + S2 , (1.22)
1.4 Similarity
In most cases, before a large and expensive structure or object such
as a ship or aeroplane is built, efforts are always devoted to testing
on a model system instead of working directly with the real system.
The results of testing on model systems are then used to infer the
various physical characteristics of the real object or structure under
their future working conditions. In order to have successful modeling,
it is necessary that we know how to relate the results of testing on
models to the actual manufactured product. Needless to mention that
if such connections are not known or cannot be made then modeling
is simply a useless pursuit. For the purpose of rational modeling, the
12 Fractal Patterns in Nonlinear Dynamics and Applications
Language: Finnish
MAJURIN HOLHOKIT
Kirj.
VASILI NEMIROVITSH-DANTSHENKO
Alkukielestä suomentanut
Emil Mannstén
— Hyvä herra!…
— Mitä tahdotte?
— Meistä ykskaikki!
Siitä päivästä alkaen tulin oikein uteliaaksi. Kukahan oli tuo mies ja
millaista elämää vietti hän?
VI.
— Miksi niin?
— Älä riitele Herran kanssa, Hän kyllä itse tietää mitä varten Hän
koettelee. Meidän sydämemme kovenisivat muuten niinkuin
siannahka ja ottaisivat harjaksia, ellei juuri suru pakottaisi meitä
pyytämään tulla Hänen kaltaisikseen, tulla Hänen kuvakseen. Jos
vaimosi oli hyvä, niin sitä parempi hänelle itselleen siellä ylhäällä.
Sinun ei ole tarvis rukoilla hänen puolestaan, hänen se on tehtävä
sinun edestäsi. Hän on jo tehtävänsä maailmassa päättänyt, mutta
sinä seisot vielä kiusauksille alttiina… Me olemme täällä vielä
ikäänkuin eläimen muodossa. Jos hänellä olikin joitakin syntejä, niin
Jumalan silmissä ne ylhäältä katsoen näyttävät tuollaisilta pieniltä,
eikä Hän suuressa laupeudessaan tahdo niitäkään huomata. Jo on
vuosi aikaa sanot?
— Niin. Ummelleen.
— Kuinka niin?