On the 3-cycle of the logistic map

Cheng Zhang

April 17, 2013

Abstract

We review a simple derivation of the onset and bifurcation points the 3-cycle of the logistic map.
The logistic map is defined as
zn+1 = F(zn) = r zn (1 − zn).
We want to find the r values that permit a stable 3-cycle, i.e., a solution of zn+3 = zn, which can sustain a small deviation in the initial z0. The two boundaries r0 and r1 of the stable window (r0, r1) are called the onset and bifurcation points, respectively. By a change of variables
xn = r (zn − 1/2), R = (r2 − 2 r)/4,
(1)
we get a simplified map
xn+1 = f(xn) = Rxn2.
The onset and bifurcation points will be solved in terms of R, and the corresponding r values are obtained by (1).
Let a, b and c be the three points in the 3-cycle:
b=f(a), c=f(b), a=f(c).
(2)
We define the cyclic polynomials X = a+b+c, Xk = ak+bk+ck (for k = 2,3), Y = ab+bc+ca, and Z = abc. The equations of X, Xk, Y, and Z are more helpful than those of a, b and c in determining the two points of the 3-cycle.
Onset point. From (2), we have cb = f(b) − f(a) = −(b+a)(ba); similar, ac = −(c+b)(cb)=(c+b)(b+a)(ba). Now (ba) + (cb) + (ac) = 0 means
1 − (b+a) + (c+b)(b+a) = 0.
Cycling variables ab, bc, ca twice, and adding up the three versions yields
3 − 2X + X2 + Y = 0.
(3)
On the other hand, the sum of (2) gives X = 3RX2 = 3RX2 + 2Y (for X2 = X2 + 2 Y). Using (3) for Y yields
X2X + 2 − R = 0,
(4)
This equation has a real root only if 2 − R ≤ 1/4. Thus, R = 7/4 (so r = 1+√{1+4R} = 1+ √8) is the onset point of the only real 3-cycle [1,2,3,4,5].
Bifurcation point. Let us express cyclic polynomials as linear functions of X. Using (3) and (4), we get
Y = XR − 1,
(5)
and
X2 = X2 − 2Y = 3RX,
(6)
For X3, we have a3 = R aab from b = f(a), summing over cyclic versions yields
X3 = R XY = (R−1) X + R + 1.
(7)
By X3 − 3 Z = X (X2Y) and (4)-(7), we have
Z = −RX + R − 1.
(8)
Now (4) can be rewritten in terms of Z:
R3 − 2R2 + (1+Z)R + (1+Z)2 = 0.
(9)
The composite map f(f(f(x))) is marginally stable at the onset (bifurcation) point, so [(d)/(da)]f(f(f(a))) = f′(c)f′(b)f′(a) = +1 (−1) [1]. As f′(x) = −2x, we get
Z = a b c = ±1/8.
(10)
At the onset point Z = −1/8, (9) becomes
(R−7/4) (R2R/4 + 7/16) = 0,
whose real solution R = 7/4 agrees with the previous result. At the bifurcation point Z = 1/8, we have
R3 − 2 R2 + 9R/8 − 81/64 = 0.
The only real solution is R = [2/3] +[1/4] 3√{ [1915/54] + [5/2] √{201}} +[1/4] 3√{ [1915/54] − [5/2] √{201}} [3,4].
Since a, b and c are the distinct roots of
x3X x2 + Y xZ = 0.
The discriminant ∆ is a square:
X2 Y2 − 4 Y3 − 4 X3 Z + 18 X Y Z − 27 Z2 = (4X2 − 6X + 9)2,
where we have used (5) and (8), and eliminated R by (4). Thus, as long as X is real [which is true after the onset R ≥ 7/4 by (4)], we have ∆ > 0, and the cycle points are real. (Thank Beiye Feng for suggesting this point).

References

[1]
P. Saha and S. H. Strogatz, The birth of period three, Mathematics Magazine 68, 42-47 (1995).
[2]
J. Bechhoefer, The birth of period 3, revisited, Mathematics Magazine 69, 115-118 (1996).
[3]
W. B. Gordon, Period three trajectories of the logistic map, Mathematics Magazine 69, 118-120 (1996).
[4]
J. Burm, P. Fishback, Period-3 Orbits via Sylvester's Theorem and Resultants, Mathematics Magazine 74, 47-51 (2001).
[5]
C. Zhang, Period three begins, Mathematics Magazine 83, 295-297 (2010).



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