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TheoremProved

Period-doubling of the logistic map at r = 3

Statement

For the logistic map f(x)=rx(1−x)f(x)=rx(1-x), the nontrivial fixed point x∗=1−1rx^* = 1-\tfrac{1}{r} is stable for 1<r<31<r<3 and loses stability exactly at r=3r=3, where it undergoes a period-doubling bifurcation into a stable 2-cycle.

Why is it true?

The derivative of the map at a fixed point measures how a tiny perturbation there grows or shrinks after one step; when its magnitude crosses 1 the point flips from attracting to repelling, and since the map's second iterate has slope (−1)2=1(-1)^2=1 exactly at that threshold, a new period-2 orbit is precisely what can bifurcate off.

Proof sketch

Step 1 (find the fixed points). Solve rx(1−x)=xrx(1-x)=x, i.e. x[r(1−x)−1]=0x[r(1-x)-1]=0. This gives x=0x=0 or the nontrivial fixed point x∗=1−1rx^* = 1-\tfrac{1}{r}, which lies in (0,1)(0,1) precisely when r>1r>1.

Step 2 (linearize). Differentiating, f′(x)=r−2rxf'(x)=r-2rx. Evaluating at the nontrivial fixed point, f′(x∗)=r−2r(1−1r)=r−2r+2=2−rf'(x^*) = r - 2r\left(1-\tfrac1r\right) = r - 2r + 2 = 2-r, so f′(x∗)=2−rf'(x^*) = 2-r.

Step 3 (stability criterion). A fixed point is locally stable exactly when ∣f′(x∗)∣<1|f'(x^*)|<1, i.e. ∣2−r∣<1|2-r|<1, which rearranges to 1<r<31<r<3. So x∗x^* attracts nearby orbits throughout this whole range.

Step 4 (the bifurcation at r = 3). At r=3r=3 exactly, f′(x∗)=−1f'(x^*)=-1: the linearization is marginal. For rr slightly above 3, ∣f′(x∗)∣>1|f'(x^*)|>1 and x∗x^* becomes repelling. Meanwhile the second-iterate map f∘ff\circ f has, by the chain rule, derivative f′(x∗)2=1f'(x^*)^2=1 at x∗x^* exactly at r=3r=3; expanding f∘ff\circ f to higher order shows this degenerate point splits into two genuine new fixed points of f∘ff\circ f (a stable 2-cycle of ff) as rr increases past 3 — the period-doubling bifurcation.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Steven H. Strogatz (2015). Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering
  2. Edward N. Lorenz (1963). Deterministic Nonperiodic Flow
  3. Robert M. May (1976). Simple mathematical models with very complicated dynamics
  4. Warwick Tucker (2002). A Rigorous ODE Solver and Smale's 14th Problem