Fractals, Self-Similarity and Hausdorff Dimension
Undergraduate Colloquium:
Fractals, Self-similarity and Hausdorff Dimension
Andrejs Treibergs
University of Utah
Wednesday, August 31, 2016 2. USAC Lecture on Fractals
The URL for these Beamer Slides: “Fractals: self similar fractional dimensional sets” http://www.math.utah.edu/~treiberg/FractalSlides.pdf 3. References
Michael Barnsley, “Lecture Notes on Iterated Function Systems,” in Robert Devaney and Linda Keen, eds., Chaos and Fractals, Proc. Symp. 39, Amer. Math. Soc., Providence, 1989, 127–144. Gerald Edgar, Classics on Fractals, Westview Press, Studies in Nonlinearity, Boulder, 2004. Jenny Harrison, “An Introduction to Fractals,” in Robert Devaney and Linda Keen, eds., Chaos and Fractals, Proc. Symp. 39, Amer. Math. Soc., Providence, 1989, 107–126. Yakov Pesin & Vaughn Climengha, Lectures on Fractal Geometry and Dynamical Systems, American Mathematical Society, Student Mathematical Library 52, Providence, 2009. R. Clark Robinson, An Introduction to Dynamical Systems: Continuous and Discrete, Pearson Prentice Hall, Upper Saddle River, 2004. Shlomo Sternberg, Dynamical Systems, Dover, Mineola, 2010. 4. Outline.
Fractals Middle Thirds Cantor Set Example Attractor of Iterated Function System Cantor Set as Attractor of Iterated Function System. Contraction Maps Complete Metric Space of Compact Sets with Hausdorff Distance Hutchnson’s Theorem on Attractors of Contracting IFS Examples: Unequal Scaling Cantor Set, Sierpinski Gasket, von Koch Snowflake, Barnsley Fern, Minkowski Curve, Peano Curve, L´evy Dragon Hausdorff Measure and Dimension Dimension of Cantor Set by Covering by Intervals Similarity Dimension Similarity Dimension of Cantor Set Similarity Dimension for IFS of Similarity Transformations Moran’s Theorem Similarity Dimensions of Examples Kiesswetter’s IFS Construction of Nowhere Differentiable Function 5. Fractal. Cantor Set.
A fractal is a set with fractional dimension. A fractal need not be self-similar. In this lecture we construct self-similar sets of fractional dimension. The most basic fractal is the Middle Thirds Cantor Set. One starts from an interval I1 = [0, 1] and at each successive stage, removes the middle third of the intervals remaining in the set.
1 2 I = 0, ∪ , 1 2 3 3 1 2 1 2 7 8 I = 0, ∪ , ∪ , ∪ , 1 3 9 9 3 3 9 9 1 2 1 2 7 8 1 I = 0, ∪ , ∪ , ∪ , 4 27 27 9 9 27 27 3 2 19 20 7 8 25 26 ∪ , ∪ , ∪ , ∪ , 1 3 27 27 9 27 27 27 ···
T∞ Then the Cantor Set is the limit C = n=1 In. 6. Picture of Cantor Sets
Figure: The sequence {In} approximating the middle thirds Cantor Set. 7. “Butterfly” Attractor of Lorenz Equations.
“Butterfly” ODE limit set is a non self-similar fractal 1 < dimH (A) < 2 8. Cantor Set as the Attractor of an Iterated Function System
The Cantor Set may be constructed using Iterated Function Systems. The IFS is given by two maps on the line, F = {`, r}, where x x + 2 `(x) = ; r(x) = . 3 3 ` and r make two shrunken copies of the original interval located at the left and right ends. Define the induced union map taking compact sets A ⊂ R to new compact sets consisting of both shrunken copies F(A) = `(A) ∪ r(A) where `(A) = {`(x): x ∈ A}. Consider the dynamical system of iterating the maps. We get the Cantor Set as its its attractor (limit) ◦n I2 = F(I1), I3 = F(I2),..., C = lim F (I1) n→∞ where we define F ◦ F(A) = F(F(A)) and
n times z }| { F ◦n(A) = F ◦ F ◦ · · · ◦ F(A) 9. Metric Spaces
Why does the sequence of sets converge? Let us put the structure of a metric space on the space of compact sets and do a little analysis. n For example, the distance function d on Euclidean Space X = E is v u n uX 2 d(x, y) = kx − yk = t (xi − yi ) . i=1
Euclidean Space has the structure of a metric space, namely, for all x, y, z ∈ X we have d(x, x) = 0, d(x, y) = d(y, x), d(x, z) ≤ d(x, y) + d(y, z) triangle inequality (which implies d(x, x) ≥ 0), d(x, y) = 0 implies x = y. 10. Complete Metric Spaces
n {xi } ⊂ E is a Cauchy Sequence if for every > 0 there is an N such that
d(xi , xj ) < whenever i, j ≥ N.
Euclidean Space is a complete metric space because all Cauchy Sequences n converge. Namely, if {xi } is a Cauchy Sequence, then there is z ∈ E such that xi → z as i → ∞, i.e., for all > 0, there is N > 0 such that
d(xi , z) < whenever i > N.
A set K is compact if every sequence {xi } ⊂ K has a subsequence that n converges to a point of K. In Euclidean Space, K ∈ E is compact if and only if it is closed and bounded (Heine Borel Theorem). n n Surprisingly, the space K(E ) of all compact sets E and can be endowed with the structure of a complete metric space under the Hausdorff Metric. 11. -Collar of a Set
n Let K(E ) denote the nonempty compact subsets. n For any A ∈ K(E ) and ≥ 0 define the the -collar of A to be points within of A
n A = {x ∈ E : d(x, y) ≤ for some y ∈ A}.
The distance of a point x to A is
d(x, A) = inf d(x, y). y∈A
It is zero if x ∈ A. The -collar may also be given
n A = {x ∈ E : d(x, A) ≤ }.
The infimum is achieved since A is compact. There Figure: -Collar of A. is a y ∈ A so that
d(x, y) = d(x, A). 12. Hausdorff Distance
n Given compact sets A, B ∈ K(E ), if we let d(A, B) = max d(x, B). x∈A d(A, B) ≤ implies that A ⊂ B. BUT d(A, B) MAY NOT EQUAL d(B, A) so it is not a metric. e.g., 2 A = {x ∈ E : |x| ≤ 1}, B = {(2, 0)} then d(B, A) = 1 so B ⊂ A1 but d(A, B) = 3 and A 6⊂ B1. Hausdorff introduced
h(A, B) = max{d(A, B), d(B, A)} = inf{ ≥ 0 : A ⊂ B and B ⊂ A}
n Theorem (Completeness of K(E )) n K(E ) with Hausdorff Distance h is a complete metric space. n Furthermore, h satisfies for all A, B, C, D ∈ K(E )
h(A ∪ B, C ∪ D) ≤ max{h(A, C), h(B, D)} n 13. Proof of the Completeness Theorem for (K(E ), h)
Proof. Symmetry (h(A, B) = h(B, A)) and positive definiteness (h(A, B) ≥ 0 with h(A, B) = 0 ⇐⇒ A = B) are obvious. To prove the triangle inequality it suffices to show
d(A, B) ≤ d(A, C) + d(C, B).
This implies the triangle inequality for h:
h(A, B) = max{d(A, B), d(B, A)} ≤ max{d(A, C) + d(C, B), d(B, C) + d(C, A)} ≤ max{h(A, C) + h(C, B), h(B, C) + h(C, A)} = h(A, C) + h(C, B). 14. Proof of the Completeness Theorem-
Now to show d(A, B) ≤ d(A, C) + d(C, B),
d(a, B) = min d(a, b) b∈B ≤ min min (d(a, c) + d(c, b)) c∈C b∈B ≤ min d(a, c) + min min d(c, b) c∈C c∈C b∈B ≤ d(a, C) + min d(c, B) c∈C ≤ d(a, C) + min d(C, B) c∈C ≤ d(a, C) + d(C, B) Maximizing the right side over a ∈ A gives d(a, B) ≤ d(A, C) + d(C, B) Maximizing over a ∈ A, d(A, B) ≤ d(A, C) + d(C, B). 15. Proof of the Completeness Theorem- -
Sketch of completeness argument: suppose An is a Cauchy Sequence in (K(X ), h). Define A∞ to be the set of cluster points of sequences {xn} where xn ∈ An. Thus x ∈ A∞ if and only if there is a subsequence of this type such that xkj → x as j → ∞. Since the sets form a Cauchy Sequence, for every > 0 there is an R() so that h(An, Am) < whenever m, n ≥ R(). In particular, Am ⊂ (An) for all m ≥ n ≥ R() so any sequence xm ∈ Am is bounded and thus has a cluster point showing A∞ is nonempty. Limits satisfy A∞ ⊂ (An) for all n ≥ R(), hence A∞ is bounded. A convergent sequence of cluster points is a cluster point, so A∞ is closed, thus A∞ is compact. To show that An ⊂ (A∞) whenever n ≥ R(), pick zn ∈ An. For k ≥ R(), h(An, Ak ) < , so there is xk ∈ Ak so d(xk , zn) < . Let z ∈ A∞ be a cluster point of {xk }. For its converging subsequence d(z, zm) = limj→∞ d(xkj , zm) ≤ so zm ∈ (A∞). Putting the containments together shows h(Am, A∞) ≤ for all m ≥ R(), thus Am converges to A∞ in the Hausdorff metric. 16. Contraction .
n n A mapping f : E → E is a λ-contraction if there is a constant 0 ≤ λ < 1 such that n d(f (x), f (y)) ≤ λd(x, y), for all x, y ∈ E .
Lemma n n n If f : E → E is a λ-contraction, then the induced map on K(E ) is a contraction in the Hausdorff Metric with the same constant
n h(f (A), f (B)) ≤ λh(A, B), for all A, B ∈ K(E ) .
n Proof. Choose A, B ∈ K(E ). d(f (A), f (B)) = max d(f (a), f (B)) ≤ λ max d(a, B) = λd(A, B). a∈A a∈A Similarly, d(f (B), f (A)) ≤ λd(B, A). Combining, h(f (A), f (B)) = max{d(f (A), f (B)), d(f (B), f (A))} ≤ λ max{d(A, B), d(B, A)} = λh(A, B). 17. Hutchnson’s Lemma
Lemma (Hutchinson 1981) n n Let f1,..., fk : E → E be an IFS of contractions with constants λk . n n Then the induced union map on K(E ) given for A ∈ K(E ) by
F(A) = f1(A) ∪ f2(A) ∪ · · · ∪ fk (A) is a contraction with the constant λ = max{λ1, . . . , λk }.
n Proof. Choose A, B ∈ K(E ). Since a point is closer to a union of sets than to any one set in the union,
k k n k o d(F(A),F(B)) = d ∪i=1fi (A), ∪j=1fj (B) = max d(fi (A), ∪j=1fj (B)) 1≤i≤k
≤ max {d(fi (A), fi (B))} ≤ max {λi d(A, B))} ≤ λd(A, B). 1≤i≤k 1≤i≤k
Similarly, d(F(B), F(A)) ≤ λd(B, A). Combining as before h(F(A), F(B)) ≤ λh(A, B). 18. Contraction Mapping Theorem
One of the ten basic facts every math major must know. Theorem (Contraction Mapping) Let (X , d) be a complete metric space and f : X → X be a contraction. Then there is a unique fixed point x∞ ∈ X such that f (x∞) = x∞.
In fact, x∞ may be found by iteration. Starting from any x0 ∈ X , define the sequence x1 = f (x0), x2 = f (x1), . . . , xn+1 = f (xn), . . . . Then one shows that the sequence converges to a unique point
x∞ = lim xn. n→∞
n n Applying this to iterated function systems, if F : K(E ) → K(E ) is a n contraction then there is a unique invariant set A∞ ∈ K(E ) such that F(A∞) = A∞. It is found as the unique attractor for the dynamical n n system F : K(E ) → K(E ). For any nonempty compact set S,
◦n A∞ = lim F (S). n→∞ 19. Cantor Set with Unequal Intervals
This Cantor set is obtained from IFS F = {f1, f2} on R where
f1(x) = .4x,
f2(x) = .5x + .5
Each fi ’s are contractions with λ1 = .4 and λ2 = .5. Figure: Cantor Set with Unequal Intervals 20. Sierpinski Gasket
The Sierpinski Gasket is obtained from IFS F = {f1, f2, f3} where
1 2 0 x1 f1(x) = 1 , 0 2 x2 1 1 2 0 x1 2 f2(x) = 1 + , 0 2 x2 0 1 2 0 x1 0 f3(x) = 1 + 1 . 0 2 x2 2
Each fi is a contraction with 1 λ = 2 . Figure: Sierpinski Gasket 21. Sierpinski Gasket 0. 22. Sierpinski Gasket 1. 23. Sierpinski Gasket 2. 24. Sierpinski Gasket 3. 25. Sierpinski Gasket 4. 26. Sierpinski Gasket 5. 27. Sierpinski Gasket 6. 28. Sierpinski Gasket 7. 29. von Koch Snowflake
The von Koch Curve is obtained from IFS F = {f1, f2, f3, f4} where in complex notation z = x + iy, 1 Figure: One of Three Sides of the Snowflake f (z) = z, 1 3 eπi/3 1 Helge von Koch (1870–1924) was a f (z) = z + 2 3 3 Swedish mathematician who studied e−πi/3 eπi/3 + 1 systems of infinitely many linear equations. f3(z) = z + He used pictures and geometric language in 3 3 1 2 the 1904 paper to construct his curve as an f (z) = z + . 4 3 3 example of a non-differentiable curve. Weierstrass’s 1872 description of such a 1 Each contraction has λ = 3 . curve used only formulas. 30. von Koch Curve 1. 31. von Koch Curve 2. 32. von Koch Curve 3. 33. von Koch Curve 4. 34. von Koch Curve 5. 35. Barnsley’s Ferns
Images of Big Rectangle under F = {f1, f2, f3}. 36. Barnsley Fern F ◦2 37. Barnsley Fern F ◦4 38. Minkowski Curve
The Minkowski Curve is obtained from IFS F = {f1,..., f8} where
1 f1(z) = 4 z, i 1 f2(z) = 4 z + 4 1 1+i f3(z) = 4 z + 4 i 2+i f4(z) = − 4 z + 4 i 1 f5(z) = − 4 z + 2 1 2−i f6(z) = z + Figure: Minkowski Curve 4 4 i 3−i f7(z) = 4 z + 4 f (z) = i z + 3 The downward line in the middle consists of 8 4 4 1 two segments of length 4 . 1 All λi = 4 . 39. Minkowski Curve 1. 40. Minkowski Curve 2. 41. Minkowski Curve 3. 42. Minkowski Curve 4. 43. Minkowski Curve 5. 44. Peano Curve The Peano Curve is obtained from IFS F = {f1,..., f9} where
1 f1(z) = 3 z, i 1 f2(z) = 3 z + 3 1 1+i f3(z) = 3 z + 3 i 2+i f4(z) = − 3 z + 3 1 2 f5(z) = − 3 z + 3 i 1 f6(z) = − 3 z + 3 f (z) = 1 z + 1−i Figure: Peano Curve 7 3 3 i 2−i f8(z) = 3 z + 3 1 2 This is called a space filling curve. Every f9(z) = 3 z + 3 point of the diamond is on the curve. There The contractions all have are many self-intersection points. 1 λi = 3 . 45. Peano Curve 1. 46. Peano Curve 2. 47. Peano Curve 3. 48. Peano Curve 4. 49. Peano Curve 5. 50. Levy’s Dragons
Levy’s Dragon Curve is obtained from IFS F = {f1, f2} where 1 + i 1 + i f (z) = − z + 1 2 2 1 − i 1 + i f (z) = z + 2 2 2 Figure: On of Many Levy’s Dragons Both contractions have λ = √1 . Note that f sends i 2 1 Paul L´evy(1886–1971) was first to exploit the interval in the southwest self-similarity. We reaserch focussed on direction to get the dragon probability theory. to “snake.” 51. Levy’s Dragon 1. 52. Levy’s Dragon 2. 53. Levy’s Dragon 3. 54. Levy’s Dragon 4. 55. Levy’s Dragon 5. 56. Levy’s Dragon 6. 57. Levy’s Dragon 7. 58. Levy’s Dragon 8. 59. Levy’s Dragon 9. 60. Levy’s Dragon 10. 61. Levy’s Dragon 11. 62. Levy’s Dragon 12. 63. Levy’s Dragon 13. 64. Levy’s Dragon 14. 65. Levy’s Dragon 15. 66. Self Similar Sets
d A similarity transformation in Euclidean space is a linear map for x ∈ R
T (x) = λRx + b where λ ≥ 0 is a scaling factor, R is a rotation matrix and b is a translation vector. Reflections are also similarity transformations. In two dimensions, this is written in complex notation z = x + iy by
T (z) = az + b, (or T (z) = az¯ + b)
iθ where a = λe ∈ C, λ = |a| is the norm and θ is the argument of a. T is thus dilation by λ followed by rotation by angle θ and then by translation of b ∈ C. d A set A ⊂ R is self-similar if there is a similarity transformation T that identifies the a subset of S ⊂ A with itself T (S) = A. 67. Self-Similarity of the Snowflake Curve
1 f1(z) = 3 z, πi e 3 1 f2(z) = 3 z + 3 − πi πi f (z) = e 3 z + e 3 +1 Figure: The von Koch Curve is 3 3 3 1 2 self-similar. e.g., the cyan subset is f4(z) = 3 z + 3 . similar to the whole curve. are all invertible similarity transformations. In particular The von Koch curve A is the fixed set of the IFS F = {f1, f2, f3, f4}, −1 A = f2 (S)
A = F(A). where the inverse is a similarity transformation The cyan subset is S = f2(A), where πi πi −1 − 3 − 3 z = f2 (w) = 3e w − e 68. Hausdorff Measure of a Set
d d The d-volume of a closed ball Br (x) = {y ∈ R : |x − y| ≤ r} is cd r , whose rate of growth is the dimension. n To measure the s-dimensional volume of A ⊂ R , lets take an -cover U() = {Bi } of balls, namely Bi = Br (xi ) with ri ≤ such that S i A ⊂ i Bi and add their s-volumes. Then minimize over all such possible covers X s m(A, s, ) = inf ri U() Since there are fewer sets in U() as decreases, the function m(A, s, ) increases as decreases. So the refinement limit exists and we obtain the s-dimensional Hausdorff outer measure m(A, s) = lim m(A, s, ) →0+ For compact sets, this agrees with the Hausdorff measure. Observe is that if T is a similarity transformation with factor λ > 0 then m(T (A), s) = λs m(A, s) 69. Facts About the s-Dimensional Hausdorff Outer Measure
Lemma The set function A 7→ m(A, s) has the following properties 1 m(∅, s) = 0 for all s > 0 where ∅ is the empty set.
2 m(A1, s) ≤ m(A2, s) whenever A1 ⊂ A2.
3 (Subadditivity) For any finite or countable collection of subsets Ai , ! [ X m Ai , s ≤ m(Ai , s) i i
As a function of s, the function m(A, s) is infinite for small values of s and zero for large values, Only for one s can m(A, s) be something else.
Definition (Hausdorff Dimension)
dimH (A) = sup{s ∈ [0, ∞): m(A, s) = ∞} = inf{s ∈ [0, ∞): m(A, s) = 0} 70. Hausdorff Dimension
Theorem If s ≥ 0 is such that m(A, s) < ∞ then m(A, t) = 0 for every t > s.
Proof.
X t X t−s s m(A, t, ) = inf ri = inf ri ri U() U() i i X t−s s t−s ≤ inf ri = m(A, s, ). U() i Since t − s > 0 we have t−s → 0 as → 0+. But m(A, s, ) ≤ m(A, s) because it is decreasing in , so
lim m(A, t, ) = 0. →0+
Corollary If s ≥ 0 is such that m(A, s) > 0 then m(A, t) = ∞ for every t < s. 71. Hausdorff Dimension of the Middle Thirds Cantor Set
We find the dimension by covering with balls.
The IFS for the Cantor set is F = {f1, f2}. If I = [0, 1] then the k-th approximation to C is F ◦k (I ) k 1 1 which consists of 2 intervals which are balls of radius 2·3k . If 2·3k ≤ this set of balls belongs to U() and for s > 0,
s k X 1 1 2 m(C, ) ≤ r s = 2k = i 2 · 3k 2s 3s
This quantity tends to zero as → 0 (same as k → ∞) if 2 < 3s or ln 2 ln 2 ∼ s > ln 3 . So dimH (C) ≤ ln 3 = .63. ln 2 Show dimH (C) is larger than ln 3 is harder because we need to prove an inequality that holds for ALL covers U(), but it is true. 72. Similarity Argument for Dimension of the Middle Thirds Cantor Set
We exploit the self-similarity to compute dimension of the Cantor Set.
Let’s assume s = dimH C and 0 < m(C, s) < ∞. Because the IFS for the Cantor set consists of similarity transformations F = {f1, f2}, with 1 λi = 3 , the set is self-similar and C = f1(C) ∪ f2(C). By subadditivity and scaling for similarity transformations,
m(C, s) = m(f1(C) ∪ f2(C), s)
≤ m(f1(C), s) + m(f2(C), s) = λs m(C, s) + λs m(C, s) or 1s 1 ≤ 2 . 3 Solving for s, 0 = ln 1 ≤ ln 2 − s ln 3 so ln 2 s ≤ ≈ .63. ln 3 73. Dimension for IFS of Similarity Transformations
If A is the attractor of an IFS F = {f1,..., fk } of similarity transformations with 0 < λi < 1 and if the fi (A) are disjoint, then A is self similar. Assuming that s = dimH (A) and 0 < m(A, s) < ∞
k ! k k [ X X s m(A, s) = m fi (C) ≤ m(fi (C)) = λi m(A, s) i=1 i=1 i=1 which implies s s 1 = λ1 + ··· + λk = j(s) Because the right side is a strictly decreasing function with j(0) = k > 1 and lims→∞ j(s) = 0, there is a unique solution 1 = j(s), called the similarity dimension, which is an upper bound for dimH (A).
Because iterates may overlap, this may not be equal to dimH (S). Moran’s Theorem gives conditions so the similarity dimension equals the Hausdorff dimension. 74. Moran’s Theorem
Theorem (P. Moran, 1945) d Suppose that A ⊂ R is a compact attractor of an IFS F = {f1,..., fk } of similarity transformations with 0 < λi < 1. Assume that either fj (A) are disjoint for j = 1,..., k or that A obtained in the following way: j Suppose Ω1 is an open bounded set and Ω2 = fj (Ω1) be disjoint open j` j sets for j = 1,..., k contained in Ω1. Similarly let Ω2 = f`(Ω1) for ` = 1,..., k be disjont in all j and so on. Suppose A is the intersection of
i j` Ω1, ∪j Ω2, ∪j`Ω3 ,...
Then dimH (A) is the similarity dimension, namely, the unique s > 0 solving s s 1 = λ1 + ··· + λk . The theorem applies to Cantor sets in the line and the Sierpinski Gasket. It does not strictly apply to the von Koch curve. We’ll compute several similarity dimensions. 75. Hausdorff Dimension of the Sierpinski Gasket
The Sierpinski Gasket is obtained from IFS F = {f1, f2, f3} where
1 f1(z) = 2 z, 1 1 f2(z) = 2 z + 2 , 1 i f3(z) = 2 z + 2 .
Each fi is a contraction with 1 λ = 2 . Thus