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The dyadic transformation (also known as the dyadic map, bit shift map, 2''x'' mod 1 map, Bernoulli map, doubling map or sawtooth map) is the mapping (i.e., recurrence relation) : T: , 1) \to [0, 1)^\infty : x \mapsto (x_0, x_1, x_2, \ldots) (where [0, 1)^\infty is the set of sequences from [0, 1)) produced by the rule : x_0 = x : \text n \ge 0,\ x_ = (2 x_n) \bmod 1. Equivalently, the dyadic transformation can also be defined as the iterated function map of the piecewise linear function : T(x)=\begin2x & 0 \le x < \frac \\2x-1 & \frac \le x < 1. \end The name ''bit shift map'' arises because, if the value of an iterate is written in binary notation, the next iterate is obtained by shifting the binary point one bit to the right, and if the bit to the left of the new binary point is a "one", replacing it with a zero. The dyadic transformation provides an example of how a simple 1-dimensional map can give rise to chaos. This map readily generalizes to several others. An important one is the beta transformation, defined as T_\beta (x)=\beta x\bmod 1. This map has been extensively studied by many authors. It was introduced by
Alfréd Rényi Alfréd Rényi (20 March 1921 – 1 February 1970) was a Hungarian mathematician known for his work in probability theory, though he also made contributions in combinatorics, graph theory, and number theory. Life Rényi was born in Budapest to ...
in 1957, and an invariant measure for it was given by Alexander Gelfond in 1959 and again independently by
Bill Parry William or Bill Parry may refer to: Sports *William Parry Crake (1852–1921), or William Parry, Wanderers footballer *Bill Parry (footballer, born 1873) (1873–1923), Welsh international footballer *Bill Parry (footballer, born 1914) (1914–196 ...
in 1960.


Relation to the Bernoulli process

The map can be obtained as a homomorphism on the
Bernoulli process In probability and statistics, a Bernoulli process (named after Jacob Bernoulli) is a finite or infinite sequence of binary random variables, so it is a discrete-time stochastic process that takes only two values, canonically 0 and 1. Th ...
. Let \Omega = \^ be the set of all semi-infinite strings of the letters H and T. These can be understood to be the flips of a coin, coming up heads or tails. Equivalently, one can write \Omega = \^ the space of all (semi-)infinite strings of binary bits. The word "infinite" is qualified with "semi-", as one can also define a different space \^ consisting of all doubly-infinite (double-ended) strings; this will lead to the
Baker's map In dynamical systems theory, the baker's map is a chaotic map from the unit square into itself. It is named after a kneading operation that bakers apply to dough: the dough is cut in half, and the two halves are stacked on one another, and comp ...
. The qualification "semi-" is dropped below. This space has a natural shift operation, given by :T(b_0, b_1, b_2, \dots) = (b_1, b_2, \dots) where (b_0, b_1, \dots) is an infinite string of binary digits. Given such a string, write :x = \sum_^\infty \frac. The resulting x is a real number in the unit interval 0 \le x \le 1. The shift T induces a homomorphism, also called T, on the unit interval. Since T(b_0, b_1, b_2, \dots) = (b_1, b_2, \dots), one can easily see that T(x)=2x\bmod 1. For the doubly-infinite sequence of bits \Omega = 2^, the induced homomorphism is the
Baker's map In dynamical systems theory, the baker's map is a chaotic map from the unit square into itself. It is named after a kneading operation that bakers apply to dough: the dough is cut in half, and the two halves are stacked on one another, and comp ...
. The dyadic sequence is then just the sequence :(x, T(x), T^2(x), T^3(x), \dots) That is, x_n = T^n(x).


The Cantor set

Note that the sum :y=\sum_^\infty \frac gives the Cantor function, as conventionally defined. This is one reason why the set \^\mathbb is sometimes called the
Cantor set In mathematics, the Cantor set is a set of points lying on a single line segment that has a number of unintuitive properties. It was discovered in 1874 by Henry John Stephen Smith and introduced by German mathematician Georg Cantor in 1883. Thr ...
.


Rate of information loss and sensitive dependence on initial conditions

One hallmark of chaotic dynamics is the loss of information as simulation occurs. If we start with information on the first ''s'' bits of the initial iterate, then after ''m'' simulated iterations (''m'' < ''s'') we only have ''s'' − ''m'' bits of information remaining. Thus we lose information at the exponential rate of one bit per iteration. After ''s'' iterations, our simulation has reached the fixed point zero, regardless of the true iterate values; thus we have suffered a complete loss of information. This illustrates sensitive dependence on initial conditions—the mapping from the truncated initial condition has deviated exponentially from the mapping from the true initial condition. And since our simulation has reached a fixed point, for almost all initial conditions it will not describe the dynamics in the qualitatively correct way as chaotic. Equivalent to the concept of information loss is the concept of information gain. In practice some real-world process may generate a sequence of values (''x''''n'') over time, but we may only be able to observe these values in truncated form. Suppose for example that ''x''0 = 0.1001101, but we only observe the truncated value 0.1001. Our prediction for ''x''1 is 0.001. If we wait until the real-world process has generated the true ''x''1 value 0.001101, we will be able to observe the truncated value 0.0011, which is more accurate than our predicted value 0.001. So we have received an information gain of one bit.


Relation to tent map and logistic map

The dyadic transformation is topologically semi-conjugate to the unit-height tent map. Recall that the unit-height tent map is given by :x_ = f_1(x_n) = \begin x_n & \mathrm~~ x_n \le 1/2 \\ 1-x_n & \mathrm~~ x_n \ge 1/2 \end The conjugacy is explicitly given by :S(x)=\sin \pi x so that :f_1 = S^ \circ T \circ S That is, f_1(x) = S^(T(S(x))). This is stable under iteration, as :f_1^n = f_1\circ\cdots\circ f_1 = S^ \circ T \circ S \circ S^ \circ \cdots \circ T \circ S = S^ \circ T^n \circ S It is also conjugate to the chaotic ''r'' = 4 case of the
logistic map The logistic map is a polynomial mapping (equivalently, recurrence relation) of degree 2, often referred to as an archetypal example of how complex, chaotic behaviour can arise from very simple non-linear dynamical equations. The map was popular ...
. The ''r'' = 4 case of the logistic map is z_=4z_n(1-z_n); this is related to the bit shift map in variable ''x'' by :z_n =\sin^2 (2 \pi x_n). There is also a semi-conjugacy between the dyadic transformation (here named angle doubling map) and the quadratic polynomial. Here, the map doubles angles measured in turns. That is, the map is given by :\theta\mapsto 2\theta\bmod 2\pi.


Periodicity and non-periodicity

Because of the simple nature of the dynamics when the iterates are viewed in binary notation, it is easy to categorize the dynamics based on the initial condition: If the initial condition is irrational (as
almost all In mathematics, the term "almost all" means "all but a negligible amount". More precisely, if X is a set, "almost all elements of X" means "all elements of X but those in a negligible subset of X". The meaning of "negligible" depends on the math ...
points in the unit interval are), then the dynamics are non-periodic—this follows directly from the definition of an irrational number as one with a non-repeating binary expansion. This is the chaotic case. If ''x''0 is rational the image of ''x''0 contains a finite number of distinct values within forward orbit of ''x''0 is eventually periodic, with period equal to the period of the Binary numeral system">binary expansion of ''x''0. Specifically, if the initial condition is a rational number with a finite binary expansion of ''k'' bits, then after ''k'' iterations the iterates reach the fixed point 0; if the initial condition is a rational number with a ''k''-bit transient (''k'' ≥ 0) followed by a ''q''-bit sequence (''q'' > 1) that repeats itself infinitely, then after ''k'' iterations the iterates reach a cycle of length ''q''. Thus cycles of all lengths are possible. For example, the forward orbit of 11/24 is: : \frac \mapsto \frac \mapsto \frac \mapsto \frac \mapsto \frac \mapsto \frac \mapsto \frac \mapsto \cdots, which has reached a cycle of period 2. Within any subinterval of [0, 1), no matter how small, there are therefore an infinite number of points whose orbits are eventually periodic, and an infinite number of points whose orbits are never periodic. This sensitive dependence on initial conditions is a characteristic of list of chaotic maps">chaotic maps Chaotic was originally a Danish trading card game. It expanded to an online game in America which then became a television program based on the game. The program was able to be seen on 4Kids TV (Fox affiliates, nationwide), Jetix, The CW4Kids, ...
.


Periodicity via bit shifts

The periodic and non-periodic orbits can be more easily understood not by working with the map T(x)=2x\bmod 1 directly, but rather with the bit shift map T(b_0,b_1,b_2,\dots) = (b_1, b_2,\dots) defined on the Cantor space \Omega=\^\mathbb. That is, the homomorphism :x=\sum_^\infty \frac is basically a statement that the Cantor set can be mapped into the reals. It is a surjection: every
dyadic rational In mathematics, a dyadic rational or binary rational is a number that can be expressed as a fraction whose denominator is a power of two. For example, 1/2, 3/2, and 3/8 are dyadic rationals, but 1/3 is not. These numbers are important in compute ...
has not one, but two distinct representations in the Cantor set. For example, :0.1000000\dots = 0.011111\dots This is just the binary-string version of the famous 0.999... = 1 problem. The doubled representations hold in general: for any given finite-length initial sequence b_0,b_1,b_2,\dots,b_ of length k, one has :b_0,b_1,b_2,\dots,b_,1,0,0,0,\dots = b_0,b_1,b_2,\dots,b_,0,1,1,1,\dots The initial sequence b_0,b_1,b_2,\dots,b_ corresponds to the non-periodic part of the orbit, after which iteration settles down to all zeros (equivalently, all-ones). Expressed as bit strings, the periodic orbits of the map can be seen to the rationals. That is, after an initial "chaotic" sequence of b_0,b_1,b_2,\dots,b_, a periodic orbit settles down into a repeating string b_k,b_,b_,\dots,b_ of length m. It is not hard to see that such repeating sequences correspond to rational numbers. Writing :y = \sum_^ b_2^ one then clearly has :\sum_^\infty b_2^ = y\sum_^\infty 2^ = \frac Tacking on the initial non-repeating sequence, one clearly has a rational number. In fact, ''every'' rational number can be expressed in this way: an initial "random" sequence, followed by a cycling repeat. That is, the periodic orbits of the map are in one-to-one correspondence with the rationals. This phenomenon is note-worthy, because something similar happens in many chaotic systems. For example,
geodesic In geometry, a geodesic () is a curve representing in some sense the shortest path ( arc) between two points in a surface, or more generally in a Riemannian manifold. The term also has meaning in any differentiable manifold with a connection. ...
s on compact
manifold In mathematics, a manifold is a topological space that locally resembles Euclidean space near each point. More precisely, an n-dimensional manifold, or ''n-manifold'' for short, is a topological space with the property that each point has a n ...
s can have periodic orbits that behave in this way. Keep in mind, however, that the rationals are a set of measure zero in the reals.
Almost all In mathematics, the term "almost all" means "all but a negligible amount". More precisely, if X is a set, "almost all elements of X" means "all elements of X but those in a negligible subset of X". The meaning of "negligible" depends on the math ...
orbits are ''not'' periodic! The aperiodic orbits correspond to the irrational numbers. This property also holds true in a more general setting. An open question is to what degree the behavior of the periodic orbits constrain the behavior of the system as a whole. Phenomena such as Arnold diffusion suggest that the general answer is "not very much".


Density formulation

Instead of looking at the orbits of individual points under the action of the map, it is equally worthwhile to explore how the map affects densities on the unit interval. That is, imagine sprinkling some dust on the unit interval; it is denser in some places than in others. What happens to this density as one iterates? Write \rho: ,1to\mathbb as this density, so that x\mapsto\rho(x). To obtain the action of T on this density, one needs to find all points y=T^(x) and write Dean J. Driebe, Fully Chaotic Maps and Broken Time Symmetry, (1999) Kluwer Academic Publishers, Dordrecht Netherlands :\rho(x) \mapsto \sum_ \frac The denominator in the above is the Jacobian determinant of the transformation, here it is just the derivative of T and so T^\prime(y)=2. Also, there are obviously only two points in the preimage of T^(x), these are y=x/2 and y=(x+1)/2. Putting it all together, one gets :\rho(x) \mapsto \frac\rho\!\left(\frac\right) + \frac\rho\!\left(\frac\right) By convention, such maps are denoted by \mathcal so that in this case, write :\left mathcal _T\rho\rightx) = \frac\rho\!\left(\frac\right) + \frac\rho\!\left(\frac\right) The map \mathcal_T is a
linear operator In mathematics, and more specifically in linear algebra, a linear map (also called a linear mapping, linear transformation, vector space homomorphism, or in some contexts linear function) is a mapping V \to W between two vector spaces that pre ...
, as one easily sees that \mathcal_T(f+g)= \mathcal_T(f) + \mathcal_T(g) and \mathcal_T(af)= a\mathcal_T(f) for all functions f,g on the unit interval, and all constants a. Viewed as a linear operator, the most obvious and pressing question is: what is its spectrum? One eigenvalue is obvious: if \rho(x)=1 for all x then one obviously has \mathcal_T\rho=\rho so the uniform density is invariant under the transformation. This is in fact the largest eigenvalue of the operator \mathcal_T, it is the Frobenius–Perron eigenvalue. The uniform density is, in fact, nothing other than the invariant measure of the dyadic transformation. To explore the spectrum of \mathcal_T in greater detail, one must first limit oneself to a suitable space of functions (on the unit interval) to work with. This might be the space of Lebesgue measurable functions, or perhaps the space of square integrable functions, or perhaps even just polynomials. Working with any of these spaces is surprisingly difficult, although a spectrum can be obtained.


Borel space

A vast amount of simplification results if one instead works with the Cantor space \Omega=\^\mathbb, and functions \rho:\Omega\to\mathbb. Some caution is advised, as the map T(x)=2x\bmod 1 is defined on the unit interval of the real number line, assuming the natural topology on the reals. By contrast, the map T(b_0, b_1, b_2, \dots)=(b_1, b_2, \dots) is defined on the Cantor space \Omega = \^, which by convention is given a very different topology, the product topology. There is a potential clash of topologies; some care must be taken. However, as presented above, there is a homomorphism from the Cantor set into the reals; fortunately, it maps open sets into open sets, and thus preserves notions of continuity. To work with the Cantor set \Omega=\^, one must provide a topology for it; by convention, this is the product topology. By adjoining set-complements, it can be extended to a Borel space, that is, a
sigma algebra Sigma (; uppercase Σ, lowercase σ, lowercase in word-final position ς; grc-gre, σίγμα) is the eighteenth letter of the Greek alphabet. In the system of Greek numerals, it has a value of 200. In general mathematics, uppercase Σ is used as ...
. The topology is that of
cylinder set In mathematics, the cylinder sets form a basis of the product topology on a product of sets; they are also a generating family of the cylinder σ-algebra. General definition Given a collection S of sets, consider the Cartesian product X = \prod ...
s. A cylinder set has the generic form :(*,*,*,\dots,*,b_k,b_,*,\dots, *,b_m,*,\dots) where the * are arbitrary bit values (not necessarily all the same), and the b_k, b_m, \dots are a finite number of specific bit-values scattered in the infinite bit-string. These are the open sets of the topology. The canonical measure on this space is the Bernoulli measure for the fair coin-toss. If there is just one bit specified in the string of arbitrary positions, the measure is 1/2. If there are two bits specified, the measure is 1/4, and so on. One can get fancier: given a real number 0 < p < 1 one can define a measure :\mu_p( *,\dots,*,b_k,*,\dots) = p^n(1-p)^m if there are n heads and m tails in the sequence. The measure with p=1/2 is preferred, since it is preserved by the map :(b_0, b_1, b_2, \dots) \mapsto x = \sum_^\infty \frac. So, for example, (0,*,\cdots) maps to the interval ,1/2/math> and (1,*,\dots) maps to the interval /2,1/math> and both of these intervals have a measure of 1/2. Similarly, (*,0,*,\dots) maps to the interval ,1/4cup /2,3/4/math> which still has the measure 1/2. That is, the embedding above preserves the measure. An alternative is to write :(b_0, b_1, b_2, \dots) \mapsto x = \sum_^\infty \left _n p^ + (1-b_n)(1-p)^\right/math> which preserves the measure \mu_p. That is, it maps such that the measure on the unit interval is again the Lebesgue measure.


Frobenius–Perron operator

Denote the collection of all open sets on the Cantor set by \mathcal and consider the set \mathcal of all arbitrary functions f:\mathcal\to\mathbb. The shift T induces a pushforward :f\circ T^ defined by \left(f \circ T^\right)\!(x) = f(T^(x)). This is again some function \mathcal\to\mathbb. In this way, the map T induces another map \mathcal_T on the space of all functions \mathcal\to\mathbb. That is, given some f:\mathcal\to\mathbb, one defines :\mathcal_T f = f \circ T^ This linear operator is called the transfer operator or the ''Ruelle–Frobenius–Perron operator''. The largest eigenvalue is the Frobenius–Perron eigenvalue, and in this case, it is 1. The associated eigenvector is the invariant measure: in this case, it is the Bernoulli measure. Again, \mathcal_T(\rho)= \rho when \rho(x)=1.


Spectrum

To obtain the spectrum of \mathcal_T, one must provide a suitable set of
basis function In mathematics, a basis function is an element of a particular basis for a function space. Every function in the function space can be represented as a linear combination of basis functions, just as every vector in a vector space can be represen ...
s for the space \mathcal. One such choice is to restrict \mathcal to the set of all polynomials. In this case, the operator has a discrete spectrum, and the eigenfunctions are (curiously) the Bernoulli polynomials! (This coincidence of naming was presumably not known to Bernoulli.) Indeed, one can easily verify that :\mathcal_T B_n= 2^B_n where the B_n are the
Bernoulli polynomials In mathematics, the Bernoulli polynomials, named after Jacob Bernoulli, combine the Bernoulli numbers and binomial coefficients. They are used for series expansion of functions, and with the Euler–MacLaurin formula. These polynomials occur in ...
. This follows because the Bernoulli polynomials obey the identity :\fracB_n\!\left(\frac\right) + \fracB_n\!\left(\frac\right) = 2^B_n(y) Note that B_0(x)=1. Another basis is provided by the
Haar basis In mathematics, the Haar wavelet is a sequence of rescaled "square-shaped" functions which together form a wavelet family or basis. Wavelet analysis is similar to Fourier analysis in that it allows a target function over an interval to be repres ...
, and the functions spanning the space are the Haar wavelets. In this case, one finds a
continuous spectrum In physics, a continuous spectrum usually means a set of attainable values for some physical quantity (such as energy or wavelength) that is best described as an interval of real numbers, as opposed to a discrete spectrum, a set of attainable ...
, consisting of the unit disk on the
complex plane In mathematics, the complex plane is the plane formed by the complex numbers, with a Cartesian coordinate system such that the -axis, called the real axis, is formed by the real numbers, and the -axis, called the imaginary axis, is formed by the ...
. Given z\in\mathbb in the unit disk, so that , z, <1, the functions :\psi_(x)=\sum_^\infty z^n \exp i\pi(2k+1)2^nx obey :\mathcal_T \psi_= z\psi_ for k\in\mathbb. This is a complete basis, in that every integer can be written in the form (2k+1)2^n. The Bernoulli polynomials are recovered by setting k=0 and z=\frac, \frac, \dots A complete basis can be given in other ways, as well; they may be written in terms of the Hurwitz zeta function. Another complete basis is provided by the Takagi function. This is a fractal, differentiable-nowhere function. The eigenfunctions are explicitly of the form :\mbox_(x) = \sum_^\infty w^n s((2k+1)2^x) where s(x) is the triangle wave. One has, again, :\mathcal_T \mbox_ = w\;\mbox_. All of these different bases can be expressed as linear combinations of one-another. In this sense, they are equivalent. The fractal eigenfunctions show an explicit symmetry under the fractal groupoid of the
modular group In mathematics, the modular group is the projective special linear group of matrices with integer coefficients and determinant 1. The matrices and are identified. The modular group acts on the upper-half of the complex plane by fractional l ...
; this is developed in greater detail in the article on the Takagi function (the blancmange curve). Perhaps not a surprise; the Cantor set has exactly the same set of symmetries (as do the continued fractions.) This then leads elegantly into the theory of
elliptic equation An elliptic equation can mean: * The equation of an ellipse * An elliptic curve, describing the relationships between invariants of an ellipse * A differential equation with an elliptic operator * An elliptic partial differential equation {{dab ...
s and
modular form In mathematics, a modular form is a (complex) analytic function on the upper half-plane satisfying a certain kind of functional equation with respect to the Group action (mathematics), group action of the modular group, and also satisfying a grow ...
s.


Relation to the Ising model

The Hamiltonian of the zero-field one-dimensional Ising model of 2N spins with periodic boundary conditions can be written as :H(\sigma) = g \sum_\sigma_i\sigma_. Letting C be a suitably chosen normalization constant and \beta be the inverse temperature for the system, the partition function for this model is given by :Z = \sum_\prod_Ce^. We can implement the renormalization group by integrating out every other spin. In so doing, one finds that Z can also be equated with the partition function for a smaller system with but N spins, :Z = \sum_\prod_\mathcal ^, provided we replace C and \beta g with renormalized values \mathcal /math> and \mathcal beta g/math> satisfying the equations :\mathcal 2= 4\cosh(2\beta g)C^4, :e^= \cosh(2\beta g). Suppose now that we allow \beta g to be complex and that \operatorname \beta g\frac+\pi n for some n\in \mathbb. In that case we can introduce a parameter t\in[0, 1) related to \beta g via the equation :e^= i\tan\big(\pi(t-\frac)\big), and the resulting renormalization group transformation for t will be precisely the dyadic map: M. Bosschaert; C. Jepsen; F. Popov, “Chaotic RG flow in tensor models”, Physical Review D, 105, 2022, p. 065021. :\mathcal[t]=2t \bmod 1 .


See also

*
Bernoulli process In probability and statistics, a Bernoulli process (named after Jacob Bernoulli) is a finite or infinite sequence of binary random variables, so it is a discrete-time stochastic process that takes only two values, canonically 0 and 1. Th ...
* Bernoulli scheme * Gilbert–Shannon–Reeds model, a random distribution on permutations given by applying the doubling map to a set of ''n'' uniformly random points on the unit interval


Notes


References

* Dean J. Driebe, ''Fully Chaotic Maps and Broken Time Symmetry'', (1999) Kluwer Academic Publishers, Dordrecht Netherlands * Linas Vepstas,
The Bernoulli Map, the Gauss-Kuzmin-Wirsing Operator and the Riemann Zeta
', (2004) {{Chaos theory Chaotic maps