Fractals: theory and applications

Didier Gonze

Unité de Chronobiologie Théorique

Service de Chimie Physique - CP 231
Université Libre de Bruxelles
Belgium
Overview

§ Theory  of  fractals

Definition  and  properties
Dimension

§ Examples  of  fractals

Cantor  set  &  devil's  staircase
Mandelbrot  set
Julia  set
Sierpinsky  triangle

§ Appications  in  biology

Physiology
Biological  time  series
Kinetics
Definition

A  fractal  is  generally  "a  rough  or  fragmented  geometric  shape  

that  can  be  subdivided  in  parts,  each  of  which  is  (at  least  
approximately)  a  reduced-­size  copy  of  the  whole"  (B.  
Mandlebrot).  This  property  is  called  self-­similarity.  

The  term  was  coined  by  Benoît  Mandelbrot  in  1975  and  was  
derived  from  the  Latin  fractus meaning  "broken"  or  "fractured".

Benoît  Mandelbrot  
(1924-­2010)

Source:  wikipedia
Britain  coast

How  long  is  the  coast  of  Bretagne?

Britain  coast

Lewis Fry Richardson (1881-1953)

While  studying  the  causes  of  war  between  two  countries,  
Richardson  decided  to  search  for  a  relation  between  the  
probability  of  two  countries  going  to  war  and  the  length  of  their  
common  border.  While  collecting  data,  he  realised  that  there  was  
considerable  variation  in  the  various  gazetted  lengths  of  
international  borders.  For  example,  that  between  Spain  and  
Portugal  was  variously  quoted  as  987  or  1214  km  while  that  
between  The  Netherlands  and  Belgium  as  380  or  449  km.

As  part  of  his  research,  Richardson  

investigated  how  the  measured  length  of  a  
border  changes  as  the  unit  of  measurement  is  
changed.  He  published  empirical  statistics  
which  led  to  a  conjectured  relationship.  This  
research  was  quoted  by  mathematician  Benoît  
Mandelbrot in  his  1967 paper  "How  Long   Is  
the  Coast  of  Britain"?

http://fr.wikipedia.org/wiki/Lewis_Fry_Richardson
Britain  coast

This  hypothetic  map  illustrates  the  notion  of  self-­similarity.  Note  however  
that  in  reality,  coasts  are  not  purely  self-­similar!  
Properties

A  fractal  often  has  the  following   features:

§ It  has  a  fine  structure  at  arbitrarily  small  scales.
§ It  is  self-­similar (at  least  approximately).
§ It  is  too  irregular to  be  easily  described  in  traditional  Euclidean  geometric  
language.
§ It  has  a  dimension which  is  non-­integer  and  greater  than  its  topological  
dimension  (i.e.  the  dimension  of  the  space  required  to  "draw"  the  fractal).
§ It  has  a  simple  and  recursive  definition.

Because  they  appear  similar  at  all  levels  of  magnification,  fractals  are  often  considered  
to  be  infinitely  complex  (in  informal  terms).  Natural  objects  that  approximate  fractals  to  a  
degree  include  clouds,  mountain  ranges,  lightning  bolts,  coastlines,  and  snow  flakes.  
However,  not  all  self-­similar  objects  are  fractals  — for  example,  the  real  line  (a  straight  
Euclidean  line)  is  formally  self-­similar  but  fails  to  have  other  fractal  characteristics.
Examples  of  natural  fractals

Brocoli Lung

Mountain  landscape
Fern
Geographic  map
Examples  of  mathematical  fractals

Mandelbrot  set Julia  set

Koch  snowflake Dragon  curve Sierpinsky  

triangle
Cantor  set

The Cantor set is obtained by deleting recursively the 1/3 middle

part of a set of line segments:
S0
S1
S2
S3
S4
S5
S6
...
S∞

Properties of the Cantor set C (obtained after an infinite number of

iterations):
• C has a structure as arbitrarily small scale (like worlds within worlds).
• C is self-similar: it contains smaller copies of itself at all scales.
• The dimension of C is not an integer (see later).

Source:  Strogatz
Cantor  set

The Cantor set is obtained by deleting recursively the 1/3 middle

part of a set of line segments:
S0
S1
S2
S3
S4
S5
S6
...
S∞
How long in the Cantor set?
Each set Sn completely covers all the sets that come after it in the construction.
Hence the Cantor set C=S∞ is  covered  by  each  of  the  set  Sn.  So  the  total  length  of  
the  Cantor  set  must  be  less  than  the  total  length  of  Sn,  for  any  n.  Let  Ln denote  the  
length  of  Sn.  Then  from  the  construction,  we  see  that  L0=1,  L1=2/3,  
L2=2/3*2/3=(2/3)2,  and  in  general  Ln=(2/3)n.  Since  Ln -­>  ∞ as  n -­>  ∞,  the  Cantor  set  
as  a  length  =  limn-­>∞((2/3)n)=0.
This  suggest  that  the  Cantor  set  id  small.  However,  the  Cantor  set  contains  an  
infinite  (uncountable)  number  of  points....   Source:  Strogatz
Dimension

Any  point on  a  1D curve can  be   Euclidian

represented  by  one  number,  the   geometry
distance  d from  the  start  point.

Any  point on  a  2D  surface can  

be  represented  by  two  numbers.  
One  possible  method  is  to  grid  
the  surface  and  to  measure  two  
distance  along  the  grid  lines

Any  point in  3D can  be  

represented  by  three  numbers.  
Typically  these  numbers  are  the  
coordinated  of  the  point  using  an  
orthogonal  corrdinate  system.
Dimension

Any  point on  a  1D curve can  be   Euclidian

represented  by  one  number,  the   geometry
distance  d from  the  start  point.

reference  
point

0
distance
Koch  curve

The  Koch  curve is  obtained  as  

follows:  start  with  a  line  segment  
S0.  To  generate  S1,  delete  the  
middle  1/3  part  of  S0 and  
replace  it  with  two  other  2-­sides  
of  an  equilateral  triangle.  
Subsequent  stages  are  
generated  recursively  by  the  
same    rule.  The  limit  K=S∞ is  the  
von  Koch  curve.

Source:  Strogatz
Koch  curve
What  is  the  length  of  the  Koch  cuve?
Following  the  same  procedure  as  for  the  
Cantor  set,  we  find:
L0=1
L1=4/3
L2=(4/3)2
Ln=(4/3)n
L∞=limn-­>∞(4/3)n  =  ∞
The  length  is  thus  infinite.
In  fact  the  same  infinite  limit  is  obtained  for  
any  value  of  L0.  Thus,  the  distance  
between  any  pair  of  points  on  the  Koch  
curve  is  infinite.
This  suggests  that  K  is  more  than  1D,  but  
would  we  say  that  it  is  2D?  It  has  no  
"area"...  
Source:  Strogatz
Fractal  dimension
The  simplest  fractals  (such  as  the  Cantor  set  and  the  Koch  curve)  are  self-­similar:  
they  are  made  of  scale-­down  copies  of  themselves.  The  dimension  of  such  fractals  
can  be  defined  by  extending  an  elementary  observation  about  "classical"  self-­similar  
objects.  A  mathematical  description  of  dimension  is  based  on  how  the  "size"  of  an  
object  behaves  as  the  linear  dimension  increases.  
Example:

number  of  squares  =  m  =  1 m  =  4 m  =  9

scale  factor  =  r  =  1   r  =  2   r  =  3  

If  we  shrink  the  square  by  a  factor  of  2  in  each  direction,  it  takes  4  of  the  small  
squares  to  equal  the  whole.  If  we  scale  the  originl  square  by  a  factor  of  3,  we  need  
9  small  squares.  In  general,  if  we  reduce  the  side  dimensions  of  the  square  by  a  
factor  r,  it  takes  r2 smaller  squares  to  equal  the  original.  
If  we  play  the  same  game  with  cubes,  we  notice  that  we  need  8  cubes  of  scale  2,  27  
cube  of  scale  3,  ...  i.e.  r3 cubes  of  scale  r. Source:  Strogatz
Fractal  dimension
In  summary:
In  1D  (line  segment),  we  need  r  segments  of  scale  r  to  equal  the  original  segment.  
In  2D  (squares)  we  need  r2 squares  of  scale  r  to  equal  the  original  square.  
In  3D  (cube)  we  need  r3 cubes  of  scale  r  to  equal  the  original  cube.  

The  exponents  1,2,3  are  not  accident.  They  reflect  the  dimentionality  d of  these  
"classical"  objects.  This  relationship  between  the  dimension  d,  the  scaling  factor  r
and  the  number  m of  rescaled  copies  required  to  cover  the  original  object  is  thus:

Rearranging  the  above  equation  gives  an  expression  for  dimension  depending  
on  how  the  size  changes  as  a  function  of  linear  scaling:

Source:  Strogatz
Fractal  dimension

Application  to  the  Cantor  set

S0
S1
S2
S3
S4
S5
S6
...
S∞

Each  set  is  composed  of  m =  2  copies  of  itself.

Each  copy  is  scaled  by  a  factor  r  =  3.
Thus  the  dimension  of  the  Cantor  set  is

Source:  Strogatz
Fractal  dimension

Application  to  the  Koch  curve  set

Each  set  is  composed  of  m =  4  copies  
of  itself  (from  one  segment,  we  get  4  
segments).
Each  copy  is  scaled  by  a  factor  r  =  3  
(each  segment  has  a  length=1/3  of  the  
length  of  its  parent).
Thus  the  dimension  of  the  Koch  curve  
is:

Source:  Strogatz
Fractal  dimension

The  box  dimension

To  deal  with  fractals  which  are  not  self-­similar,  we  need  to  further  generalize  the  
notion  of  dimension.  Various  definition  have  been  proposed.  All  the  definitions  
share  the  idea  of  "measurement  at  a  scale  ε"  and  how  the  measurement  varies  
as  ε-­>0.
One  kind  of  measurement  involved  covering  the  set  with  boxes  of  size  ε.

The  minimum  number  of  

segments  of  size  ε needed   The  minimum  number  of  squares  of  size  
to  cover  the  original   ε needed   to  cover  the  grey  aera  A  is:
segment  of  length  L  is:
N(ε)  =  A  /  ε2
N(ε)  =  L  /  ε Source:  Strogatz
Fractal  dimension

The  box  dimension

In  general,  for  "classical"  objects,  we  have  a  power-­low  relationship:

N(ε)  ~  1  /  εd
We  interpret  d as  a  dimension,  usually  called  the  box  dimension.  An  equivalent  
definition  is:

Application  to  the  Cantor  set

Recall  that  the  Cantor  set  is  covered  by  each  of  the  set  Sn used  in  its  
construction.  Each  Sn consists  of  2n intervals  of  length  (1/3)n,  so  if  we  pick  
ε=(1/3)n,  we  need  2n of  these  intervals  to  cover  the  Cantor  set.  Hence,  N=2n
when  ε =(1/3)n.  Since  ε -­>0  as  n-­>∞,  we  find:

Note  that  this  is  consistent  with  the  similarity  

measurement  introduced  previously  
Source:  Strogatz
Fractal  dimension

Application  to  a  fractal  that  is  not  self-­similar

Let's  consider  the  following  fractal:  A  square  region  is  divided  into  9  equal  
squares.  One  of  them  is  selected  at  random  and  discarded.  Then  the  process  is  
repeated  on  each  of  the  8  remaining  squares  and  so  on.          

What  is  the  box  dimension  of  this  fractal?

Pick  the  unit  of  length  to  equal  the  side  of  the  oringinal  square.  Then  S1 is  covered  
(with  no  wastage)  by  N=8  squares  of  side  ε=1/3.  Similarly  S2 is  covered  by  N=82
squares  of  side  ε=(1/3)2.  In  general  N=8n when  ε=(1/3)n.  hence:

Source:  Strogatz
Fractal  dimension

Hausdorff  dimension
When  computing  the  box  dimension  it  is  not  always  easy  to  find  a  minimal  
cover.  There  is  an  equivalent  way  to  compute  the  bow  dimension  that  avoids  
this  problem.  We  cover  the  set  with  a  square  mesh  of  boxes  of  side  ε,  count  the  
number  of  occupied  boxes  N(ε),  and  compute  d  as  before.
Even  with  this  improvement  the  box  dimension  is  rarely  used  in  practice.  Its  
computation  requires  too  much  storage  and  computer  time.  the  box  dimension  
also  suffers  from  some  mathematical  drawbacks.  
One  alternative  dimension,  called  the  Hausdorff  dimension,  is  also  based  on  
covering  sets  with  boxes  but  uses  boxes  of  varying  sizes.  It  is  however  hard  to  
compute  numerically.  

List  of  fractals  objects  sorted  by  their  Hausdorff  dimension:

http://en.wikipedia.org/wiki/List_of_fractals_by_Hausdorff_dimension
Source:  Strogatz
Multifractals

Multifractals are  a  generalization  of  a  fractals  which  are  not  

characterized  by  a  single  dimension,  but  rather  by  a  continuous  
spectrum  of  dimensions.
Fractal  vs  Euclidian  geometry

Euclidian  geometry Fractal  geometry

traditional modern  invention

based  on  a  characteristic  size  or  scale no  specific  size  or  scale

suits  description  of  man  made  object appropriate  for  geometry  in  nature

described  by  a  usually  simple  formula described  by  an  algorithm

example:   example
x2+y2+z2  =  r2 zn+1=zn2+z0
described  a  sphere describes  the  Mandelbrot  set
Examples  of  fractals
Cantor  set:  variants

Cantor  comb

Cantor  collar

Cantor  quare
Cantor  set:  variants

Cantor  cube
(Cantor  dust)

Cantor  tartan
Devil's  staircase

As  Pacman  eats  the  dots,  he  gets  heavier.  Imagine  that  his  weight  after  eats  
all  the  dots  is  1.  Let’s  graph  his  weight  with  time.  Obviously,  it  will  not  increase  
gradually,  but  will  instead  go  up  like  this:

This  is  called  the  Devil’s  

Staircase.  In  this  picture,  we  
colored  the  area  below  it  to  
make  it  more  visual.

The  Devil's  stair  case  is  also  

called  the  Cantor  function.

Source:  
http://library.thinkquest.org/26242/full/fm/fm7.html
Devil's  staircase
Suppose  that  we  pick  a  point  at  random  from  the  Cantor  set.  The  Cantor  function  
(or  Devil's  stair  case)  actually  gives  the  probability  P(x)  that  this  point  lies  to  the  
left  of  x,  where  0<x<1  is  some  fixed  point.  

P(x)

Source:  Strogatz;;  Figure  from  http://en.wikipedia.org/wiki/Cantor_function

von  Koch  Island
Menger  sponge
Mandelbrot  set

The  Mandelbrot  set is  the  set  of  points  z0 in  the  complex  
plane  for  which  the  iteration  zn+1 =  zn2 +  z0 remains  bounded.
Examples
z0  =  1 z1  =  z02+z0  =  1+1  =  2
z2= z12+z0 =  4+1  =  5
z3= z22+z0 =  25+1  =  26
z4= z32+z0 =  25+1  =  677
...  =>  diverge  =>  does  not  belong  to  the  set  =>  c
z0  =  i z1  =  z02+z0  =  i2  +  i  =  -­1+i
z2  =  z12+z0  =  (-­1+i)2 +  i  =  -­ i
z3  =  z12+z0  =  (-­i)2   +  i =  -­1+i
...  =>  oscillates  between  2  values  =>  bounded  
=>belongs  to  the  set  =>  g
Source:  wikipedia
Mandelbrot  set

The  Mandelbrot  set is  the  set  of  points  z0 in  the  complex  
plane  for  which  the  iteration  zn+1 =  zn2 +  z0 remains  bounded.

Algorithm
foreach  z0  in  the  complex  plane A more colourful picture can be
for  i=1:N generated by coloring points not in
z=z^2+z0 the set according to how quickly
end
if  |z|>th
the sequence diverges to infinity
plot  z  in  while
else
plot  z  in  black
end
end
Mandelbrot  set

The  Mandelbrot  set is  the  set  of  points  z0 in  the  complex  
plane  for  which  the  iteration  zn+1 =  zn2 +  z0 remains  bounded.

Image:  wikipedia
Mandelbrot  set

The  Mandelbrot  set is  the  set  of  points  z0 in  the  complex  
plane  for  which  the  iteration  zn+1 =  zn2 +  z0 remains  bounded.

Image:  wikipedia
Mandelbrot  set

Properties  of  the  Mandelbrot   set

§ The  Mandelbrot  set  has  a  fractal  boundary.
§ The  Mandelbrot  set  is  connected (Hubbard  &  Douady).
§ The  area of  the  set  obtained  by  pixel  counting  is  1.50659177 +/- 0.00000008
(Sloane's;;  Munafo;;  Lesmoir-­Gordon  et  al.  2000)  and  by  statistical  sampling  is  
1.506486  +/-­ 0.000004  with  95%  confidence  (Mitchell  2001).
§ The  region  of  the  Mandelbrot  set  centered  around  -­0.75+i is  sometimes  
known  as  the  sea  horse  valley because  the  spiral  shapes  appearing  in  it  
resemble  sea  horse  tails.  Similarly,  the  portion  of  the  Mandelbrot  set  centered  
around  0.3+0i with  size  approximately  0.1+0.1i is  known  as  elephant  valley.

Source:  Wolfram
Mandelbrot  set

A  striking  correspondence  
between  the  Mandelbrot  set  
and  the  logistic  map  

Source:  wikipedia
Julia  set

A  Julia  set is  a  kind  of  mirror  image  of  the  Mandelbrot.  Take  the  
same  basic  family  of  functions:  f(x)=x2+c.  But  instead  of  varying  c  
(as  done  to  obtain  the  Mandelbrot  set),  keep  c  fixed,  and  vary  x.  
The  Julia  set  for  c  is  the  set  of  x-­values  for  which  iterating  f  does  
not  diverge.  There's  an  infinite  number  of  Julia  sets  -­ one  for  every  
possible  c.

c  =  -­0.4+0.6i c  =  0.285+0.01i c  =  0.8+0.156i

Figures:  wikipedia
Julia  set

Link  with  the  

Mandelbrot  set

Figure  from:  
http://mail.colonial.net/~abeckwith/00
6B0D39-­70E903AC-­006B0D39
Weierstrass  function

Weistrass  function
Weierstrass  function

Weistrass  function
Applications  in  biology
Natural  fractals

Both,  geometrically  and  dynamically,  biological  systems  

are  intricate.  Concerning  geometry,  the  natural  world  
can  not  be  described  in  terms  of  the  familiar  geometry  
of  lines,  triangles,  squares,  and  circles.  Instead,  
mountains  clouds,  and  coastlines  are  fractals  structures  
that  always  look  the  same  as  portions  of  them  are  
enlarged.          

Quotation  from:  Agn  et  al (2000)  Cell  Biol  Int

Fractals  in  physiology
Fractals  in  physiology
Some  of  the  most  visually  striking  examples  of  fractal  forms  are  found  in  physiology:  
The  respiratory,  circulatory,  and  nervous  systems  are  remarkable  instances  of  
fractal  architecture,  branches  subdividing  and  subdividing  and  subdividing  again.
Although  no  clear  genetic,  enzymatic,  or  biophysical  mechanism  yet  have  been  
shown  to  be  responsible  for  this  fractal  structure,  few  doubt  this.  Careful  analysis  of  
the  lungs  reveal  fractal  scaling,  and  it  has  been  noted  that  this  fractal  structure  
makes  the  lungs  more  fault-­tolerant  during  growth.

Lungs Heart Vessels

Source:  http://classes.yale.edu/fractals/panorama/Biology/Physiology/Physiology.html
Fractals  in  physiology
Dog For  comparison  with  human  lungs,  
here  are  some  other  mammalian  
lungs.  Note  the  considerable  
differences  in  branching  geometry.  

Pig

Manatee
(lamantin)

Camel

http://classes.yale.edu/fractals/panorama/biology/
physiology/animallungs/animallungs.html
Fractals  in  biological  time  series

The  fractal  concept  can  be  applied  

not  just  to  irregular  geometric  forms  
that  lack  a  characteristic  (single)  
scale  of  length,  but  also  to  certain  
complex  processes  that  lack  a  
single  scale  of  time.  Fractal  
processes  generate  irregular  
fluctuations  across  multiple  time  
scales,  analogous  to  scale-­invariant  
objects  that  have  a  branching  or  
wrinkly  structure  across  multiple  
length  scales.  The  irregularity  seen  
on  different  scales  is  not  readily  
distinguishable,  suggesting  
statistical  self-­similarity.

Goldberger  et  al (2002)  Fractal  

dynamics  in  physiology:  Alterations  
with  disease  and  aging,  PNAS
99:2466-­72
Fractals  in  biological  time  series

patient  with  severe  

congestive  heart   Note  that  the  healthy  
failure record  (B)  is  far  from  a  
homeostatic  constant  
state  (it  is  characterized  
by  non-­stationarity  and  
healthy  patient patchiness).  These  
features  are  related  to  
fractal  and  nonlinear  
properties.  Their  
patient  with  severe   breakdown  in  disease  
congestive  heart  failure may  be  associated  with  
the  emergence  of  
excessive  regularity  (A)  
subject  with  a  cardiac   and  (C),  or  uncorrelated  
arrhythmia,  atrial  fibrillation,   randomness  (D).
which  produces  an  erratic  
heart  rate.

Goldberger  et  al (2002)  Fractal  dynamics  in  physiology:  

Alterations  with  disease  and  aging,  PNAS 99:2466-­72
Fractals  in  the  nervous  system

Werner  G  (2010)  Fractals  in  the  nervous  system:  conceptual  implications  for  
theoretical  neuroscience,  Frontiers  in  Physiology
Fractal  (enzyme)  kinetics

Savageau   MA.  (1995)  Michaelis-­Menten  mechanism  reconsidered:  implications  of  fractal  

kinetics. J  Theor  Biol 7:115-­24.
Fractal  (enzyme)  kinetics

Savageau  MA.  (1995)  J  T heor  Biol 7:115-­24.

Savageau  MA.  (1998)  Biosystems 47:9-­36.
Fractal  in  biological  systems

Fractal  geometry  in  physiology

?
Fractal  time  series Fractals kinetics
Some  more  fractals...
Fractals-­generated  landscapes
Examples  of  artistic  fractals
Fractal  crop  circles
Fractals  of  extra-­terrestrial  origin  ;;-­)
In  the  mid  90s  some  of  the  found  
crop  circles  were  based  on  
fractals.  For  instance  the  so-­called  
'Julia  set'  at  Stonehenge   in  1996  
and  the  'Triple  Julia  set'  at  Windmill  
Hill  the  same  year.  Or  the  Koch-­
fractals  in  1997.  
Source:  
http://www.cropcircleconnector.com/
Bert/3dfractals.html
Matlab  code

http://homepages.ulb.ac.be/~dgonze/FRACTALS/fractals.html

§ Cantor
§ Koch
§ Koch  flake
§ Sierpinsky
§ Menger
§ Menger  3D
§ Ford
§ Julia
§ Mandelbrot
§ Tree
§ Fern
§ Landscape
Further  reading