C ONTENTS 1. 2. 2.1. 2.2. 2.3. 3. 3.1. 3.2. 3.3. 3.4. 4. 4.1. 4.2. 4.3. 4.4. 4.5. 5. 5.1. 6. 6.1. 6.2. 6.3. 6.4. 6.5. 7. 7.1. 7.2. Introduction Examples of classical fractals The Cantor Set The Sierpinski gasket Exercises Self-similarity and mappings of the plane Similarity transformations Classical notions of Dimension Dimension of self-similar sets Exercises Metric spaces Introduction Properties of Metric spaces Compact sets Mappings in Metric spaces Exercises Normed Spaces Exercises Measure Theory Elements of Measure Theory Construction of the Lebesgue measure More about measures Probability measures Exercises Hausdorff and other Fractal dimensions The Hausdorff dimension Other Fractal dimensions

2 2 2 4 5 5 5 7 8 9 10 10 12 13 15 16 17 20 21 21 22 23 25 25 27 27 30



7.3. 7.4. 8. 8.1. 8.2. 8.3. 8.4. 8.5. 9. 9.1. 9.2. 9.3.

Covering-type dimensions Exercises Iterated Function Systems Invariant sets Invariant measure Addresses of points of attractors The Universal IFS Exercises Topology Open sets - Closed sets Continuous functions Topological dimension revised

30 32 35 36 38 40 42 48 51 51 55 56 57


1. I NTRODUCTION Mathematicians have known about the sets we call fractals for a long time, but considered them as pathological examples of no practical use at all. In the mid 1970’s Mandlbrot wrote his famous book “The fractal Geometry of Nature” [7]. There he showed a multitude of natural phenomena that could best be described with fractal geometry. Nature is not Euclidean! Other than man-made objects everything is more fractal than classic. etc etc. 2. E XAMPLES OF CLASSICAL FRACTALS 2.1. The Cantor Set. The Cantor set is maybe one of the first (most wellknown) examples of a set that behaves “weird” in terms of classical geometry and set theory but that can be understood with the means of fractal geometry. In 1883 George Cantor(1845-1918) constructed a set with length zero but with an uncountable number of points. The construction is made as follows; take the closed unit interval [0, 1] and delete the open middlethird ( 1 , 2 ). Call the resulting set C1 = [0, 1 ] ∪ [ 2 , 1] = I11 ∪ I12 and from 3 3 3 3 each of the I1 j erase their open middle thirds. Now continue this process indefinitely! You then get a decreasing sequence of sets, C0 ⊃ C1 ⊃ C2 · · · , and the Cantor set C is the intersection of all these sets (see fig 1):


Ck .



C0 . C1 . C2 . C3 . C4 . C5 .

F IGURE 1. Construction of the Cantor Set So which points are in this set? • First of all we have all endpoints of all the closed intervals in Ck = Ik1 ∪ · · · ∪ Ik2k there are 2k+1 such points in each step, so we get limk→∞ 2k+1 = ∞ points this way, but it is still a countable set. • To see which are the really the points of C, we express the points of [0, 1] in a more convenient way, i.e. in base-3. Let x ∈ [0, 1] then we can write x = ∑∞ ck 3−k with ck ∈ {0, 1, 2}. With this description of k=1 the interval we see that in step 1 we throw away all points that have c1 = 1 and in the second step those points with c2 = 1 etc. Thus the points that are with us when we take it to the limit are precisely those points that have a base-3 expansion with ck ∈ {0, 2} (note “have a” since some numbers have more than one triadic expansion). The number of such points is uncountable (see exercise 5). So in some sense it seems that we have as many points as we started with, but the Cantor set is sometimes also called Cantor dust, and for a good reason. The length of each of the Ik j is 3−k and there is 2k of these so the length of any Ck is |Ck | =
2 k 3

→ 0 as k → ∞.

The length of C must be 0 so in most aspects C is just a bunch of points without any real “mass”. What is here referred to as length or mass is what formally is called the 1-dimensional Lebsegue measure (see section 6). Example 1. Consider a set in [0, 1], not the whole interval. On one hand we could have a point set with a finite number of elements (i.e. {0, 0.5, 0.75} etc) or a set with a countable number of elements, for example the rational numbers Q ∩ [0, 1]. All these sets can be considered “thin” since they will have zero mass. Now on the other hand we have sets with uncountably many points, for example the irrational numbers ([0, 1] \ Q ∩ [0, 1]) which have the same mass as the interval [0, 1]. Some where in between we have the Cantor set as defined above, with zero mass but uncountably many points.



If we take another example which is similar to the above so called Cantor middle-third set, instead of taking away the intervals ( 1 , 2 ) etc we take away 3 3 the second and fourth quarters in each step, i.e. ( 1 , 1 ) and ( 3 , 1) etc. 4 2 4
˜ C0 . ˜ C1 . ˜ C2 . ˜ C3 . ˜ C4 .

F IGURE 2. Construction of a different Cantor Set This set is obviously “smaller” than the middle-third set since we always take away more than we did before. But it still have uncountably many points, so how exactly do they differ and how much? In the later chapters we will learn how to use fractal dimensions to distinguish these sets from eachother. But now over to another classical example. 2.2. The Sierpinski gasket. This example is of a set in the plane. The Sierpinski gasket is another of the classical examples of fractals. The construction is similar to the Cantor set, in that we start with an equilateral triangle of sidelength 1. Then we divide the triangle into 4 similar triangles 1 with sidelenghts 2 and remove the open middle triangle, then we proceed with the remaining triangles dividing them into smaller and removing the middle ones (see fig 3).

F IGURE 3. Construction of the Sierpinski gasket If we go on like this we obtain a decreasing sequence of sets S0 ⊃ S1 ⊃ S2 · · · ⊃ S where S = ∩Sk is the limit set which we call the Sierpinski gasket. Now Sk √ consists of√ k equilateral triangles with sides 2−k , thus the area of 3 k 3 −2k = 43 3 → 0 as k → ∞ so the area of S = 0 (i.e. the Sk = 3k 4 2 4 two dimensional Lebesgue measure is 0). note that the boundary of every triangle in Sk remains in all later approximations Sn , n ≥ k, hence the length of S is greater than the length of Sk for every k, that is greater than 3k · 3 ·



3 2−k = 3 2 → ∞ so the length of S is ∞ (i.e. the one dimensional Lebesgue measure is ∞) so length is not a very good charasteric for S either.

2.3. Exercises. In most of the exercises on C it is best to use the base-3 representation. Exercise 1. Show that the point
1 4

belongs to the cantor set C. (2p)

Exercise 2. Some of the most famous properties of the Cantor set. (a) (b) Show that C contains no interval of positive length. (1p) Show that C has no isolated points, that is, if x ∈ C then every interval of positive length centered at x will intersect C in more than one point (i.e. not only in x). (1p)

Exercise 3. Find a “base-n” characterization of the variant of Cantor set that appeared in example 1. (1p) Exercise 4. Find a characterization of all points in the Sierpinski gasket S similar to the simple base-3 characterization of C above. (3p) Exercise 5. Show that C contains an uncountable number of points. (Hint: how do you usually prove the same for the interval [0, 1]?) (2p) Exercise* 1 Find a bijection (one-to-one mapping) between the Cantor middle-third set and the interval [0, 1]. (Hint: use the ternary expansion) (4p) 3. S ELF - SIMILARITY AND MAPPINGS OF THE PLANE The two examples of fractals we encountered in the previous section is what is called self-similar (or sometimes strict self-similar) fractals. In this section we will discuss the concept of similarity transformations and selfsimilarity. 3.1. Similarity transformations. A similarity transformation of the plane is a mapping which consists of a combination of translating, scaling and rotating. If (x, y) ∈ R then a scaling S is obtained by S(x, y) = (λx, λy) = λ · (x, y), where λ > 0 is called the scaling factor of S. A translation T applied to (x, y) is given by T (x, y) = (x + α, y + β) = (x, y) + (α, β), where (α β) ∈ R2 . And finally a rotation of (x, y) of an angle θ around the origin (we can always move everything to the origin and back by a translation) is R(x, y) = (cos θ · x − sin θ · y, sin θ · x + cos θ · y).

6 FRACTAL GEOMETRY MN1 In vector notation we have (in above notation (x. A set A is said to be self-similar if there exists a non-trivial (not just the identity) collection of similtudes S = {Sk }n s. Now we have defined what is called a similarity transformation. or maybe only self-similar down to some small scale.t. 0 0 1 Since a general similarity transformation Φ is a combination of these we can always write Φ(v) = λ · M(θ)v + α (first a rotation. y) = v. When we have a general silimarity as above. β) = α) S(v) = λ · v T (v) = v + α cos θ − sin θ R(v) = sin θ cos θ v = M(θ)v Using the vector notation we can see also what the similarity transformations are for higher dimensional objects. then a scaling and finally a translation). (See fig 4) Self similarity in this sense means that the set is made up by a number of small copies similar to it self. however you could note that each successive approximation of the Cantor set is statistical self-similar but the true Cantor set is (strictly) . Remark. What is important to us however is the notion of self-similar sets. but I will not treat it here. This kind of self-similarity is the most occuring one in reality. A = Φ(B). or sometimes a similtude or an affine transformation. Definition 1. (α. for example a rotation by θ in 3 dimensions about the z -axis can be written as   cos θ − sin θ 0 Mz (θ) =  sin θ cos θ 0  . that is sets that are similar to them self in some way. Of course we could have defined a scaling as S(x. the only thing that changes appearently is the rank of M(θ). Another kind of self-similarity is what is sometimes called statistical self-similarity which means that the sets are almost self-similar. we can also call the number λ the ratio of the mapping. k=1 n A = WS (A) = k=1 Sk (A) The operator WS is sometimes reffered to as the Hutchinson operator.t. we can also say that two sets A and B are similar if there exists a similarity transformation Φ s. λ2 y) that is a different scaling factor along different axes. y) = (λ1 x.

If S1 (x) = 1 x. loosely speaking this is what makes points have dimension zero. fk } on a metric space (usually R2 for us). . see for example [3] chapter 3 or the classic work [10]). . A Hyperbolic IFS is an IFS that consists of contractions. and S2 (x) = 1 x + 2 {S1 . . then later Barnsley made them really popular with his “Fractals Everywhere” ([2]).e. An Iterated Function System (IFS) in general is a set of mappings { f1 . and will be denoted by S = {S1 . lines dimension 1. First of all we have what we will call the topological dimension (which in turn really is a whole bunch of dimensions. To get a concise notation I will define what will later turn out to be a very useful method of both generating fractals and also to study some of their finer properties. i. Also most of the famous fractals known as Mandelbrot and Julia sets are statistically self-similar. We will return to the theory and practice of IFS in chapter 8. Similarity in the Coch Curve self-similar. . A set A is said to be invariant for the IFS {Sk }n iff A = 1 ∪n Sk (A). 1 Example.2. here all mappings are similtudes with scaling factors 0 < ri < 1. f2 . . Classical notions of Dimension. Definition 3. S2 } is a hyperbolic IFS 3 3 3 with ratios 1 . 1 and the Cantor set C is invariant under it. There is a variety of dimension concepts that you will encounter during this presentation. so we can say that a point have dimension 0 and if we have a point on the line we can imprison it by two points. unless otherwise stated the mappings of any IFS will be similtudes. . From here on. . Sn }. hence the line have dimension 1.FRACTAL GEOMETRY MN1 7 S2 (K) S3 (K) S1 (K) S4 (K) F IGURE 4. surfaces dimension 2 etc. heuristcally we want to “imprison” a point by an n-dimensional set in an n+1-dimensional space. the Iterated Function Systems (short hand IFS) was first (AFAIK) rigourosly treated in a classical article by Hutchinson ([4]). but for now I will try to explain the classical approach. A point on a surface can . If we just have a point we can’t move it anywhere. Definition 4. Definition 2. The definitions are made in an inductive manner. . 3 3 3.

then Nr2 = 1. so it will be postponed to section 9. In the previous section we saw that neither the one-dimensional or the two-dimensional Lebesgue measure could distinguish between certain sets.e. So we ln(3) really have that the “dimension” of the Cantor set is between 0 and 1 as we suspected. r = 1 2 N = 16. N = 4. and a point in space can be imprisoned by a closed sphere (i. 1]n = [0. 1] × [0. Suppose that we have the line segment [0. and in more general situations than for the Euclidean spaces. Similarity in the unit square Since we only used that the cubes [0.63. 2 . a surface) around it so the space have dimension 3. a list of ratios 0 < ri < 1 i = 1. then the relation between N and r is Nr = 1. We now get the relation d Nk rk = 1 which gives 32d = 1 ⇔ 2 = 3d ⇔ d = ln(2) ≈ 0. Consider the Cantor set C constructed on [0. r = 1 4 N = 64. Of course we can do this formally. . i. 1] × · · · × [0. If we instead had a square [0. 1]. but as we will see.3.8 FRACTAL GEOMETRY MN1 be imprisoned by a circle (i. 1]n are self-similar we can extend this definition in the obvious way to other self-similar sets. 1] and we construct a set of N similar subsquares with side length r. . for self-similar sets like the Cantor set and the Sierpinski gasket we have a quite natural way to extend one particular sort of dimension. . . 3. k Definition 5.e. 1] and we divide it into N equal pieces each of length r. I will give a formal definition. (Similarity Dimension) Suppose we have a set A and hyperbolic IFS. In general if we have an ncube [0. r = 1 8 F IGURE 5. n together with a set of similtudes S = {S1 . Dimension of self-similar sets. 1] (n times) and we divide it into N smaller n-cubes with sides r then Nrn = 1 (see fig 5).e. S2 . and we can keep on like this for as long as we wish. Sn } where Si . a line) so a surface have dimension 2. For each k we can divide C into Nk = 2k similar sets of length rk = 3−k (the scale is the full length). Physically speaking we can say that the topological dimension of a space is the number of parameters for a free particle moving in this space.3. . but in order to do so we need to know more about topology. .

1 x + 2 } is a hyperbolic IFS. Find an IFS with S as invariant set and calculate the similarity dimension. DS (A) = D.4. DS (A) ≤ D. Si (U) ∩ S j (U) = 0 if i = j and Si (U) ⊆ U for all i. n Note that the set A can have several IFS giving rise to different similarity dimensions. for example we can assume the so called Moran’s open set condition. (2p) Exercise 8. A= n Si (A) i=1 then the similarity dimension D of the IFS {Si } is the unique number D that satisfies (*) i=1 ∑ riD = 1. if we do that then the similarity dimension will equal the Hausdorff dimension which is unique (see below). This proposition in either this form or in an equivalent form is proved in most of the books.2.e.FRACTAL GEOMETRY MN1 9 have scaling factor ri s. If there exists / an open set U ⊆ A s. Both of these are disjoint and contained in U. 2 = 3 ln 3 3.t. for example [2] or [3]. Keep the notation from the above definition. and also if U = (0. The Menger Sponge M (see figure 6) is constructed starting from a cube with sides 1. (2p) Exercise 9. Can you get another similarity dimension for S? Motivate. or D = ln 2 as above. Determine the similarity dimension of M. of C is given by 1 1 + D = 1. In the first step we divide it into 27 similar cubes and remove the center cube plus all cubes at the center of the faces. 1) then S1 (U) is the left part of C and S2 (U) is the right part. Give an example of a set together with two different IFS’s which gives you two different similarity dimensions. Prove that the number D in equation (∗) above is unique. 3 3 the cantor set C is invariant under this IFS. i. As we saw before {S1 . Exercise 6.t. Then we continue to do the same to each of the 27 new cubes. D 3 3 D . (2p) . S2 } = { 3 x. so the similarity dimension D. Let S be the Sierpinski gasket as in example 2. (2p) Exercise 7. 1 Example 2. Exercises. but we always have that the similarity dimension of A . To make sure we have an IFS giving the correct similarity dimension we have to impose a condition that prevents too much overlap between the images. Proposition 1. then the IFS S is said to satisfy Moran’s open set condition and then the similarity dimensions of the set A and the IFS S agree.

The primary reference for this section is [8]. and whatever way you will take you must drive at least 7 units. i. if you are travelling between two points A and B in the real world you can’t usually get there by going in a straight line between them. in step one remove ( 1 . ( 3 . using a car the distance you have to travel is then measured along the “streets”. y) = |x − y|. (See figure 2) you arrive at a Cantor set C .e. Consider the real line R. If you are driving a car you have to keep on the streets and if you go by train you have to stick to the railway. What might be surprising at first is that we can consider other “distances” than the usual ones. (2p) 4.e.1. y ∈ R is just the absolute value of the difference. If you instead of the usual Cantor set proceed as suggested before. However if you were able to fly you would only need to travel 5 units to reach B. Introduction. In R2 and R3 this works in the same way. . Find an IFS that have this set as invariant set and determine the similarity dimension. d(x. i.e. the distance between x. y) = |x − y|. M ETRIC SPACES 4. 1] 4 2 4 etc. Construction of the Menger Sponge Exercise 10. Let’s say that you have to travel from A to B in a city which looks like 7.10 FRACTAL GEOMETRY MN1 F IGURE 6. Another example of a distance most people are familiar with is what could be called “effective distances”. We know what we mean with a distance along R. and removed the 2nd and 4th fourth. 1 ). d(x. i.

z ∈ X then (1) h(x. . y) + h(y. x). A tuplet (X.e. x) = 0. When we think of the kind of distances we know of the most obvious properties are that if d(x. x) = 0 for x. y. y ∈ X. y) ≥ 0 and d(x. z) ≤ h(x. |A −C| ≤ |A − B| + |B −C| in this case. if x. i. y) = 1 if x = y and d(x. y) = d(y. y) > 0. x2 ). y) is a distance then d(x. y ∈ X and d(x.FRACTAL GEOMETRY MN1 A 11 B C F IGURE 7. y2 ) ∈ R2 is defined by dmanhattan (x. (2) h(x. i. This is called the discrete metric. y = (y1 . y) = |x1 − y1 | + |x2 − y2 |. These properties are however not enough for a distance to be of practical use. Metric Let X be a space and h a real-valued function on X × X. (3) h(x. Example. Why it is named the manhattan metric is obvious.e. The Manhattan Metric Definition 6. and h(x. Then we say that h is a distance function or a metric if it satisfies the following. The most important non-trivial property is the triangle inequality which in some sense tells us that if we first visit B and then C we have travelled a longer distance than if we had gone to C directly. if x = y. z). The manhattan metric The manhattan metric dmanhattan between two points x = (x1 . Let X be a space and let d(x. Then it is obvious that d is a metric. x) = 0. d) where X is a space and d is a metric is called a metric space. x) for all x. Definition 7. y) = h(y. Sometimes when d is implicit one just say that X is a metric space.

/ / Nr (x) ∩ E = 0 and Nr (x) ∩ (X \ E) = 0. . q) < M for all p ∈ E. If for every ε > 0 there exists a number N s. Let E be the set in R2 E = [0. 4.t. d) be a metric space and E ⊆ X. Fact 1. d and h metrics on X. E is dense in X if every point of X is a limit point of E. l > N we have d(xk . then the closure of E is the set E = E ∪ E . N ⊂ E. y) ≤ 2 if x. the neighbourhood Nr (x) intersects both E and its complement E c . p) < r}.2. d(p. Let X be a space. E is bounded since d(x. There is some standard notations we must know here. E is bounded if ∃M ∈ R and a point q ∈ X s. E is closed since all limit points [0.12 FRACTAL GEOMETRY MN1 Definition 8. A set E is open if and only if its complement is closed. x ∈ X is a boundary point of E if for every r > 0. Let (X. q ∈ E. (h) (i) (j) (k) (l) Example 3. 1] ⊂ E. xl ) < ε then we say that the sequence {xk } is a Cauchy sequence. y ∈ E. c1 h(x. or a point of E (or both) Let E denote the set of limit points of E. y) for all x. 1] are the limit points for E.t. y) ≤ c2 h(x. E is perfect if E is closed and if every point of E is a limit point of E. for k. The point x = 2 is an isolated point of E. i. • • • • • The points of [0.t.t. A point p ∈ X is said to be a limit point of the set E if every neighbourhood of p contains a point q = p s. Suppose that {xk } is a sequence of points in X. then we define the following (a) (b) (c) (d) (e) (f) (g) A neighbourhood of a point p is a set Nr (p) = {x ∈ X : d(x. E is closed if every limit point of E is a point of E.t.e. r is called the radius of Nr (p). E is not perfect since 2 is not a limit point of E. Definition 9. A point p is an interior point of E if there is a neighbourhood N of p s. Properties of Metric spaces. y) ≤ d(x. 1]∪{2}. y ∈ X then we say that d and h are equivalent metrics. E is open if every point of E is an interior point. If there exists real positive constants c1 and c2 s. If p ∈ E and p is not a limit point of E then p is called an isolated point of E. Then we can go through the above properties and see what we get (see figure 8).

A subset K of a metric space X is called compact if every open cover of K contains a finite subcover. d) then we say that the sequence is convergent if there exists a point x ∈ X s. If (X. Fact 5. and of course the primary example of a complete metric space is Rn . then we say that the metric space (X. E ⊆ F then E ⊆ F. Facts about compact sets (1) Compact subsets of metric spaces are closed. d(xk .t. Example of a subset in R2 Fact 2. Note that every convergent sequence is a Cauchy sequence (see exercise 17). E is closed and E = E if and only if E is closed. x) → 0 as k → ∞. d) is complete. Definition 13.3. Definition 12. Any intersection of closed sets is closed and any finite union of closed sets is closed. (2) Closed subsets of compact sets are compact. Compact sets. If {xk } is a sequence of points in a metric space (X. Fact 4.FRACTAL GEOMETRY MN1 13 E 0 1 2 F IGURE 8. Furthermore. Fact 3.t.t. . An open cover of a set E in a metric space X is a collection of open subsets of X s. if F is a closed set s. Any union of open sets is open and any finite intersection of open sets is open. Definition 11. d) is a metric space and every Cauchy sequence converge. 4. We like complete metric spaces very much since it is usually quite easy to verify that a sequence is a Cauchy sequence. Definition 10. E ⊂ α Gα (see figure 9).

(4) E ⊂ Rk is compact if and only if (a) E is closed and bounded. By compactness this maximum is attained so there is some points a ∈ A . B) = d(x. b ∈ B s. H (R). y). By far the most important example of a metric space we will encounter is the space of compact subsets of the plane. d) be a metric space and consider compact subsets A.14 FRACTAL GEOMETRY MN1 X E F IGURE 9. We therefore define the Hausdorff distance between A and B as Definition 15. then (H (X). A) = d(p.e. d(p. B) = max{d(b. d) is a complete metric space. or (b) every infinite subset of E has a limit point in E. A) = min{d(p. i. Let (X. h) is also a complete metric space. d. The metric in connection with this space is defined as follows in the case of a general metric space. i. We can now define the distance from the point p to the set A by d(p. A) : b ∈ B}. then E has a limit point in K. The distance between A and B is then defined as d(A. a) for some a ∈ A. d(A.t. . Since A is compact the minimum is actually attained at a point of A. Definition 14. d(A.e. This distance is however not so useful since it is not symmetric. With X. a) : a ∈ A}. Open Cover of E (3) If E is an infinite subset of a compact set K. A) in general. If (X. B ⊂ X and a point p ∈ X. h as above we define the space H (X) as the space of all non-empty compact subsets of X together with the Hausdorff metric h. B) = d(B.

.t. . Ωk (N) (where k is finite) by Ωk (N) = ω = (ω1 ω2 ω3 . for all x.and let f : X → X be a map. µ) = for ν. µ ∈ Ωk (N) and ρ(ν. y). µ ∈ Ω(N) 4. Let (X. f (y)) ≤ c · d(x. . . y). Ty) ≤ α · d(x. y ∈ X d(Sx. . But we can still have contractions and that is what we will use. j=1 ∞ To make Ωk (N) and Ω(N) into metric spaces we define metrics ρk and ρ by ρk (ν.t. The smallest Lipchitz constant of f is denoted Lip( f ). d) be a metric space. N}. A mapping T : X → X is called a contraction on X if there is a positive real number α < 1 s. Ω(N) = limk→∞ Ωk (N). If there is a real number c > 0 s. y). y ∈ X d(T x.) | ω j ∈ {1. j=1 ∞ ∑ (N + 1) j |ν j − ω j | k |ν j − ω j | j=1 ∑ (N + 1) j .and let S : X → X be a map.FRACTAL GEOMETRY MN1 15 Definition 16.t. . . y ∈ X d( f (x). . then we say that S is a similtude. d) be a metric space. . Definition 18. ωk ) | ω j ∈ {1. then f is said to be a Lipchitz mapping and c is said to be a Lipchitz constant of f . N} = ∏ {1. If there is a real number r > 0 s. Another of the more important metric spaces we will encounter later is the so called code space on N digits (letters) which consists of infinite sequences of integers between 1 and N. for all x. N} = ∏ {1. Let N and be a finite integer. In a metric space we can’t in general have rotations and translations as we could in Rn before. Sy) = r · d(x. . for all x. . The smallest such number α is called the contractivity factor of the map T . Mappings in Metric spaces. N} j=1 k then we can se the full code space as the limit. . Definition 17. we start by defining the code space of level k.4. . . Ω(N) = ω = (ω1 ω2 ω3 . µ) = for ν. Let (X. Definition 19. . Let (X. d) be a metric space. .

c2 > 0 s. Furthermore. y) = |x − y|. f (x f ) = x f . See [5]. for all x. X = 0. d) be a metric space. y). .d) be a complete metric space. Then for any x ∈ X we have lim T n x = x f . . Determine the Hausdorff distance between A and the sets B. f (y)) ≤ c2 · d(x.. (3p) Exercise 14. y) = (x − y)2 . Exercises. (2p) Exercise 15. Show that the euclidean metric and the manhattan metric on R2 are equivalent (see def 8). Theorem 1. 4. (Banach Fixed Point Theorem) / Let (X. Can you think of any reason why we should be especially interested in the Manhattan metric? (1p) Exercise 16. y) = |x − 2y|. (1p) Exercise 12. n→∞ in the metric d. C and D in figure 10. Let f : R2 → R2 be a mapping. (1p+1p+1p+1p) (a) (b) (c) (d) d1 (x. d2 (x. This theorem is one of the most important and powerful theorems we have to use. x f ∈ X.16 FRACTAL GEOMETRY MN1 Definition 20.t. define T 1 x = x. d3 (x. Exercise 11. y) = |x2 − y2 |. Then T has a unique fixed point. and T k x = T (T k−1 x).and let f : X → X be a map. . Look at the extension of f into H (R2 ) defined by f (A) = { f (v) : v ∈ A} for A ∈ H (R2 ). Determine for each of d j if it is a metric or not.e. If there are two real numbers c1 . i. (2p) . Let T : X → X be a contraction. Show that if f : R2 → R2 is a contraction then f : H (R2 ) → H (R2 ) is also a contraction. k = 2. For x. y) ≤ d( f (x). d4 (x.5. y ∈ X c1 · d(x. Let (X. then f is said to be a bi-Lipchitz mapping and c1 and c2 are called the upper resp lower Lipchitz constants of f . Proof. Show that the manhattan metric defined above is indeed a metric. Exercise 13. y ∈ R define functions d j as below.

λ ∈ R =⇒ λv ∈ V v. Definition 21. (2p) Exercise 18. α β ∈ R v ∈ V So a vector space over R is a space where we can add elements and multiply elements by real numbers and still be in the space.FRACTAL GEOMETRY MN1 1 1 17 A C 1 1 1 1 B D 1 1 F IGURE 10. Show that if {xk } converges then it is a Cauchy sequence. A norm on such a space is a function that is very similar to a metric. Show that the metric ρ defined on the codespace Ω(N) in definition 16 is a metric (3p). and let {xk } be a sequence in X. To learn more about normed spaces and functional analysis in general consult either [6] or [5]. α β ∈ R v ∈ V (α + β)v = αv + βv. d) be a metric space. for example over C. Determine distance between the sets Exercise 17. N ORMED S PACES A normed space is a vector space V together with a norm || · ||. . 5. In a similar manner we can define vector spaces over any field K. Let (X. w ∈ V =⇒ v + w ∈ V (αβ)v = α(βv). (Vector Space) If V is a space then we say that V is a vector space (over R) if the following hold • • • • v ∈ V .

Example 4. y ∈ V and all α ∈ R (1) (2) (3) (4) ||x|| ≥ 0. The notion of “infinity norm” usually means that we take a supremum or maximum over some set. Example 5. or ||x||l p = (∑∞ |xk | p ) p . the so called infinity norm. Consider the vector k=1 space of such sequences. Where ( f + g)(x) = f (x) + g(x). a norm on V is a real valued function x → ||x|| that have the following properties. or in general 1 ≤ p < ∞. i. Instead of the normed space obtained by (d) menitoned above we can also look at the normed spaces: (e) (f) c0 = {{xk }∞ | xk → 0. Other standard examples are various function spaces and the p spaces. for x ∈ [a. or k=1 ||x||l 2 = ∑∞ |xk |2 k=1 1 2 1 . As vector space take C[a. b] and λ ∈ R. y = {yk }∞ and λ ∈ R then k=1 k=1 x + y = {xk + yk }∞ and λx = {λxk }∞ . k → ∞} together with the || · ||∞ norm. b] → R. In (a) we obtain the space l 1 = {x : ||x||l 1 < ∞. Examples of normed spaces we already know of are of course Rn and Cn (with norm given by ||x|| = |x|). ||αx|| = |α| · ||x||. For all x.18 FRACTAL GEOMETRY MN1 Definition 22. A normed space N is also a metric space with a metric defined by via d(x. As a norm on this space we can take || f ||∞ = max{| f (x)| : a ≤ x ≤ b}. y) = ||x − y||. (Norm) Let V be a vector space (over R).e. The normed space defined by the norm in (d) is l ∞ = {x : ||x||∞ < ∞}. the space of all continuous functions f : [a. A normed space is then obtained by restricting ourselves to the sequences that have finite norm. If x = {xk }∞ . Remark 1. b]. Suppose that xk ∈ R and let x = {xk }∞ . ||x|| = 0 ⇔ x = 0.with k=1 ||x||∞ = supk {|xk |}. x. As a norm on this space we can k=1 k=1 take: (a) (b) (c) (d) ||x||l 1 = ∑∞ |xk |. ||x + y|| ≤ ||x|| + ||y||. k=1 or c = {{xk }∞ | {xk } convergent} with the || · ||∞ norm. y ∈ N. k=1 . and similarly (b) gives the space l 2 = {x : ||x||l 2 < ∞} and in general the norm in (c) gives l p = {x : ||x||l p < ∞}. and (λ f )(x) = λ · f (x).

Definition 24. We use the notation f (x) =< f . See [6] page 10-11. for all x ∈ N1 s. Definition 25. T is continuous. Then the set of all bounded linear functions from N to R gives us a normed space N = L(N. (Banach space) A complete normed space is called a Banach space. Proof. Theorem 3. ||T x||N2 ≤ K · ||x||N1 . . ||x||N1 ≤ 1. The norm on N is given as in the above definition.FRACTAL GEOMETRY MN1 19 Definition 23. We say that T is bounded if there exists a K s. x ∈ N1 ||T x||N2 ≤ K. and let T : N1 → N2 be a linear mapping. Notation 1. Theorem 2. If T : N1 → N2 is a bounded linear transformation we define the norm of T by ||T || = sup ||T x||N2 . N2 ). the dual space of N.t. This is easily seen since x ∈ N induces a natural function on N by φx ( f ) = f (x). ||x||N1 ≤1 The space of all bounded linear mappings is denoted by L(N1 .t. x >. R). then N ⊂ N . (Bounded linear mappings) Suppose that N1 and N2 are normed spaces. that is a Banach space. We can also consider the dual of the dual space. let T : N1 → N2 be a linear transformation. All spaces (a)-(f) are examples of Banach spaces. I want to show how to determine some dual spaces. Let N be a normed space then the dual space N is a complete normed space. T is continuous in a point. Completeness (see def 12) is wrt the metric defined by the norm. and the following remarkable fact will be important. Remark 2. Let N be a normed space. Then the following is equivalent: a) b) c) T is bounded. (Main theorem for Linear Mappings) Let N1 and N2 be normed spaces. Example 6. first I want to show that the dual space of l 1 is l ∞ . x = {xk } ∈ l 1 . (The dual space) Let N be a normed space. x >= ∑ ak xk . If a ∈ l ∞ we can define a bounded linear functional fa : l 1 → R by < fa .

e. x − PN (x) > | + | < f − fa . Exercise 19. ek > . a. PN (x) = {x j }N . || · ||l 2 . b. hence f = fa and we are done. Verify that the norms || · ||l 1 .e. Let e j = {δ jk }∞ . xk = 0 only for a finite number of k. Show that the norm || f ||∞ defined in example 4 really is a norm. (1p) Exercise 20. ∑∞ |xk | < δ i. We will show that f = fa as above. ek > | ≤ || f ||(l 1 ) · ||ek ||l 1 = || f ||(l 1 ) thus a ∈ l ∞ and ||a||∞ ≤ || f ||(l 1 ) Suppose that x ∈ E0 then x = ∑N e j x j and f (x) = ∑N a j x j =< fa . (2+2+2+1p) Hint: The Hölder inequality ∞ ∞ 1 p j=1 ∑ |x j y j | ≤ ∑ |xk | p k=1 m=1 ∑ |ym|q ∞ 1 q with p > 1.|| fa ||) there exists f N s. x >. we have E0 ⊂ l 1 ⊂ l 2 ⊂ c0 ⊂ l ∞ . l 2 . where δ jk = k=1 1. j=1 And finally. To show the converse we must use the natural base in l 1 (or in any of the sequence spaces).20 FRACTAL GEOMETRY MN1 Then fa is bounded since | < fa . PN (x) > | || f || · ||x − PN (x)|| + || fa || · ||x − PN (x)|| + 0 || f || · δ + || fa || · δ < ε. and || · ||∞ really are norms in the spaces l 1 . De1 1 note by PN (x) the projection of x on E0 . Introduce the linear space E0 of sequences s.t. x > | = | ∑ ak xk | ≤ ∑ |ak ||xk | ≤ (∑ xk ) · (sup ak ) = ||a||∞ · ||x||l 1 This shows that l ∞ ⊆ (l 1 ) . if x ∈ l 1 and ε > 0 are given. ∈ R. ||x − PN (x)||l 1 < δ. First note that for all k we have |ak | = | < f . l p and l ∞ respectively. i. .1. k = j 0. Then k=N+1 | < f − fa . 1 + 1 = 1 can be used together with the Cauchy-Schwarz inp q equality to prove the Minkowski inequality. Suppose that N is a normed space. Exercises. PN (x) + (x − PN (x)) > | | < f . (2p) Exercise 21. Show that the metric defined by the norm via d(x. 5. || · ||l p . y) = ||x − y|| is a metric. k = j We see that e j ∈ c0 (and the rest) and also that ||e j || = 1 in all norms considered. x > | = ≤ ≤ ≤ | < f − fa . let δ = 2 max(|| ε ||.t. Now let f ∈ (l 1 ) and set ak =< f . Consider C[a. b] with a < b. x − PN (x) > | + | < fa .

Let (X. In order to make a precise definition of the Hausdorffdimension we also need the Hausdorff measure. including something about the important Lebesguemeasure. . In the specific case of the Lebesgue measure as we will see later the “volume” is the same as the area. Then we say that F is a σ-algebra if • • • • A. If you imagine X as R2 you can think of a measure as a kind of a “topographic map” that assigns a “volume” to each area in X. 2 . The σ-algebra in the above proposition is called the σ-algebra generated by D. of i=1 i=1 i=1 disjoint sets. and (2) µ ( ∞ Ai ) = ∑∞ µ(Ai ). Definition 26. the “map” is “flat”. ∞] then µ is called a measure on F if / (1) µ(0) = 0. B ∈ F =⇒ A ∪ B ∈ F A ∈ F =⇒ X \ A ∈ F X ∈F Ai ∈ F. Definition 29. If D is any collection of subsets of X then there exists a σalgebra F s. Let µ : F → [0. i. d) be a metric space and let B denote the σ-algebra generated by the open subsets of X.1. =⇒ ∞ i=1 Ai ∈F Proposition. Also note that what I call a σ-algebra is sometimes denoted a σ-field. Let X be a set an outer measure on X is a function µ : 2X → [0.FRACTAL GEOMETRY MN1 21 6. Note that the definition of an algebra is the same except the last point. (1) (2) F⊇D if G is any σ-algebra on X with G ⊇ D. An element in B is called a Borel subset of X. 6. Then B is called the Borel algebra associated with the metric space. i = 1. (Proof can be found in for example [3]). Definition 27. Property 2 is called countable additivity. Elements of Measure Theory. . Let X be a set and F be a σ-algebra on X. You should try to get a feeling of a measure on a space X as something that assigns a weight to each subset of X. M EASURE T HEORY The measure theory that will be needed in this course is only some basic notions and facts. Definition 28. then G ⊇ F.t. Let X be a space and let F be a non-empty collection of subsets of X . for all infinite sequences {Ai }∞ ⊂ F. ∞] that satisfies .e.

The big difference between measures and outer measures is that outer measures are defined for all subsets of X. If X is a set and F is a σ-algebra then we call (X. In the next section I will show how to construct this using outer measures. F.e. Then the Lebesgue outer measure of A is L = inf 1 N∈D j=1 ∑ (b j − a j ). Definition 31. (Lebesgue Outer Measure on R) Suppose that A ⊂ R and let D be the set of families of half-open intervals of length less than ε that covers A . • the mass of µ is defined by µ(X). Construction of the Lebesgue measure. but it bears some resemblance to the construction of Hausdorff measure that will be done later. F) a measurable space. If A ⊂ R. b j ) : j ∈ N} A ⊂ ∪[a j . U open} 1 1 . In this section I will construct the Lebesgue measure by the method of outer measures. usually called the counting measure on (X. and (2) if A ⊆ B then µ(A) ≤ µ(B). i. µ) be a measure space. Definition 30.2. Then µ is a measure.e. and (3) µ ( ∞ Ai ) ≤ ∑∞ µ(Ai ). If A ⊆ R is an interval then L (A) is the length of A. i=1 i=1 i=1 We call property 3 countable subadditivity. 1 ∞ Proposition. • a property that holds on a set B ⊂ X is said to hold µ-almost everywhere or µ-a. 6. The most common measure if the Lebesgue measure on the real line. +∞] by letting µ(A) = n if A is a finite set with n elements and µ(A) = +∞ if A is an infinite set. for all infinite sequences {Ai }∞ ⊂ F. The usual way to define the most common measures is by starting with an outer measure and then restrict it to certain subsets that behaves “nicely”. Let (X. F. D = N = {[a j . Let X be any set and let F be a σ-field on X. b j ) and |b j − a j | < ε . This section is not needed in order to understand the rest of the material.22 FRACTAL GEOMETRY MN1 / (1) µ(0) = 0. then • if A ⊂ X and µ(A) = 0 we say that A is µ-negligible or of measure zero. then L (A) = inf{L (U) : U ⊇ A. and if µ is a measure on this space we call (X. µ) a measure space. Define a function µ : F −→ [0. Example 7. Proposition. if the set X \ B is µ-negligible. in a similar way as in [3]. F).

Proposition. for every ε > 0 there exists an open set U and a closed set F with U ⊇ A ⊇ F and L1 (U \ F) < ε. Then M1 is a σ-algebra and the Lebesgue measure.3. that is measures that can take negative values as well. (Signed Measure) A signed measure ν on a σ-algebra F is a measure ν : F → [−∞. Then A is Lebesgue measurable iff. If A is Lebesgue measurable we denote the common value by L1 (A) and call it the Lebesgue measure of A. we say that A is Lebesgue measurable.FRACTAL GEOMETRY MN1 23 Definition. Let A ⊆ R. K compact} Proposition. If A ⊆ R is an interval then L1 (A) is the length of A. It is said to be finite if neither +∞ or −∞ occurs among its values. If ν is a signed measure the Jordan Decomposition Theorem tells us that we can express ν as ν = ν+ − ν− . L1 is a measure wrt to M1 . Similar to what the previous proposition say.1. where ν+ and ν− both are measures and at least one of them are finite. Note that the steps I performed here to construct the one-dimensional Lebesgue measure L1 on R can be used to construct the d-dimensional Lebesgue measure Ld corresponding to “volumes” in Rd . All compact sets K ⊆ R and all open sets U ⊆ R are Lebesgue measurable. 6. (Sometimes measures are called positive measures). Signed measures. 1 1 . 6. More about measures. Proposition. Proposition. If L (A) < ∞ and 1 1 L1 (A) = L (A). The variation of a signed measure ν is given by |ν| = ν+ + ν− . Let M1 denote the set of all Lebesgue measurable subsets of R. ∞]. In a full treatment of measure theory there should be a mention of signed measures. Definition. Definition. n] is Lebesgue measurable for each n ∈ N. There should also be some notion of integration. If L (A) = ∞ we say that A is Lebesgue measurable if A∩[−n. we can define the Lebesgue inner measure by L1 (A) = sup{L (K) : K ⊆ A. Let A ⊆ R.3.

Integration. R). Then M(X. if µ ∈ M(X. F. R) is a vector space over R and together with the totalvariation norm it is a complete normed space. 6. Let (X. +∞]-valued measurable function we define the integral of f by f dµ = sup X X gdµ | g ∈ S+ . F. . F) . F) be a measurable space. disjoint n these functions are called simple. R). and A ∈ F. Suppose that (X. F. The non-negative simple functions will be denoted by S+ . and let A ∈ F. If f ∈ S+ is given by f = ∑n ak χAk we define the integral of f over X with respect to µ by k=1 f dµ = X k=1 ∑ ak µ(Ak ). R) be the collection of all finite signed measures on (X. real-valued measurable functions is written B(X. n If f is an arbitrary [0. x ∈ A / is measurable. R) the formula f → µ( f ) defines a linear functional on B(X. 1. ∞] is measurable if for all t ∈ R the set {x ∈ A : f (x) ≤ t} ∈ F. We say that a function f : A → [−∞. F. We will write the integral of f wrt µ as µ( f ) = X f dµ Also. Let (X. and g ≤ f . Definition. We also denote by S the set of all functions that are made up from linear combinations of characteristic functions S= f= k=1 ∑ ak χAk | Ak ∈ F. Definition. F. F) is a measurable space. Let M(X. If (X. Example. Then the characteristic function for A.24 FRACTAL GEOMETRY MN1 and the total variation by ||ν|| = |ν|(X) = ν+ (X) + ν− (X) Proposition. The vector space of all bounded. x ∈ A χA (x) = 0.3. F) is a measurable space. µ) be a measure space.2. F.

Probability measures. Exercise 22. We know that if (X. ν) = sup{|µ( f ) − ν( f )| : f ∈ Lip1 (X)} where LipL (X) is the set of all continuous real-valued functions satisfying | f (x) − f (y)| ≤ L · d(x.e. y ∈ X. Apart from the Lebesgue measure that is used every day and the Hausdorff measure we will get to later. Suppose that L1 (S j (A) ∩ Sk (A)) = 0 for j = k. Suppose that A ⊆ R is Lebesgue measurable. Prove that the counting measure in example 7 really is a measure. (4p) Exercise 23. S. dH given by dH (µ. d) be a separable metric space (i. the probabilistic IFS (X. i=1 N where ν ∈ P(X) and B was a Borel set in X. Show that if 0 < L1 (A) < ∞. Let P(X) denote the vector space of probability measures that satisfies a certain “first-moment-type” condition (see chapter 2. (3p) Exercise 24. A probability measure on X is a Borel measure µ on X s. S) is contractive. For a complete metric space (X. and suppose that f : R → R is a similarity with ratio r (i. | f (x) − f (y)| = r|x − y|. Definition 32.4. Exercises. Let (X. y ∈ R). then s = 1. 6. . Show that the set f (A) is Lebesgue measurable and that L1 ( f (A)) = r · L1 (A). d) and a probabilistic IFS (X.5 in [9]). ∀x. y) for all x. with contraction j=1 factors {r j }N and suppose it has similarity dimension D = s (see definij=1 tion 5). (2p) Exercise* 2 Let S = {S j }N be a hyperbolic IFS in R. µ(X) = 1.4.e. and N A= j=1 S j (A).t.). S. Let A ⊆ R be a nonempty Lebesgue measurable set. the probability measures are one of the most important spaces of measures for us.5. P(X) by the formula −1 Mν(B) = ∑ pi ν(Si (B)).FRACTAL GEOMETRY MN1 25 6. it has a countable dense subset). p) we defined an operator M on a space of probability measures on X. p) posesses a unique invariant measure µ0 such that M n ν → µ0 when n → ∞. This is a metric space together with the Hutchinson metric (Vasserstein metric etc.

1] and νU ([a. b) intersects [0. 1]. all (really nice enough=regular. more precisely. b)) = Fν (b) − Fν (a). b) ∩ [0. 1]. (2p) Can you with guidance from the above guess what the invariant measure µs = limn→∞ M n νU is? (2p) The support of a measure ν is a set A such that for each set B we have that. S2 } with S1 (x) = 3 . it will be done in steps. S = {S1 . / if B ∩ A = 0 then ν(B) = 0. b)) = 0 if the interval [a. dH which is defined by dH (µ. Fν (x) = ν((−∞. ν) = sup {|µ( f ) − ν( f )|} = sup {| R f dµ − R f dν|} f ∈Lip1 (R) f ∈Lip1 (R) where f ∈ Lip1 (R) means that | f (x) − f (y)| ≤ |x − y| for all x. We are now about to go and find the invariant measure for (R S. Note that for probability measures we have Fν (−∞) = 0 Fν (∞) = 1. b) does not intersect [0. b)) =the length of the intersection [a.) (h) What can you say about the support of µs ? (2p) .26 FRACTAL GEOMETRY MN1 x Now. (1p) Compute ν1 = MνU (give the measure or the distribution function). 1] if [a. Which means that νU is conciding with the Lebesgue measure on [0. We take one of the simplest ν we can think of. namely ν will be the uniform measure νU on [0. p). but we don’t care about that now) Borel measures on R can be written with the help of a distribution function. we know that the invariant measure exists and is attractive because M : P(R) → P(R) is a contraction in the Hutchinson metric. 1] but is identically 0 otherwise. (2p) Show that R gdνU = 01 g(x)dx. y ∈ R (note that both contractions and similtudes with scaling factor 1 is in this class). or in other words νU ([a. S2 (x) = 2 1 1 x 3 + 3 and p = { 2 . x)) (a non-decreasing and right-continuous function) as ν([a. 2 }. First. (3p) Since the invariant measure is attractive we can just take any measure ν and apply M enough times. (b) (c) (d) (f) Determine the distribution function FνU for νU . let X = R (with euklidean metric). On the real axis we can define the integral R f dµ as a so called RiemannStiltjes integral. we can then write dν = dF(x) = F (x)dx and thus get f dν = R R f (x)F (x)dx. (a) Show that M : P(R) → P(R) is a contraction in the Hutchinson metric.

c1 = 1. i. y) : x.FRACTAL GEOMETRY MN1 27 1 0 (i) Give a function f : [0. δ→0 This limit will exist for at least all Borel subsets of X and is called the s-dimensional Hausdorff measure of F. Then for each s > 0 and each Borel set F ⊆ X we have Hs ( f (F)) = rs Hs (F). . The Hausdorff dimension is the “fractal dimension” that Mandelbrot found most useful for defining a “fractal”. Proposition 2. . Definition. H AUSDORFF AND OTHER F RACTAL DIMENSIONS 7.e. H2 (F) = length of a curve F. If {Ui } is a countable collection of sets of diameter at most δ that cover F ⊆ X. We also have the following behaviour under certain transformations. etc. 1] → R such that 1. F ⊆ X and s ≥ 0. Definition. The Hausdorff s-dimensional measure generalizes the Lebesgue measure in the following way. (2p) f (x)dx = 0. then Hn (F) = 1 n L (F). y ∈ A}. π2 Similarly for lower dimensional objects we have H1 (F) = number of points in F. Then for every δ > 0 we define s Hδ (F) = inf i=1 ∑ |Ui|s : {Ui} is a δ-cover of F ∞ . . i. This can be shown to be a measure. If F ⊆ Rn is any Borel set. cn ( n )! where cn = 2n 2n . If (X. bu 1 0 f dµs = 7. d) is a metric space. To understand and define this dimension we must possess some knowledge about the Hausdorff measure. F ⊆ ∪Ui we say that {Ui } is a δ-cover of F. The Hausdorff dimension. |A| = sup{d(x.e. Now. Suppose (X. as δ decreases the number of possible δ-covers also decrease and the s infimum Hδ (F) will increase to a limit as δ → 0 s Hs (F) = lim Hδ (F) ∈ [0.1. If X and Y are metric spaces and f : X → Y is a similarity with ratio r > 0.). the volume of the unit ball in Rn (c0 = 1. . d) is a metric space and A ⊆ X we say that the diameter of A. ∞].

See [3] Now. y) then Hs ( f (F)) ≤ cs Hs (F) for all Borel sets F. Example 8.e. . Suppose that (X. 1]) = L1 ([0. Hence DH (R) ≤ s. 1] ⊂ R so H1 (R) ≥ 1 hence DH (R) ≥ 1. Solution: By the above remark H1 ([0. n + 1]) = 0.t. f (y)) ≤ c · dX (x. Proof. the previous theorem tells us that there is a unique real number at which Hs steps from infinity to zero. for s > s0 .e. i. y)α . If s > 1 then Hs ([0. where x. 1]) = 0 and also since [n. dX ) and (Y. 1]) = 1. f is Lipschitz continuous. then there exists a unique number s0 ∈ [−∞. Theorem 4. and if Ht > 0 then Hs = ∞. Now by the properties of being a measure Hs (R) ≤ n=−∞ ∑ ∞ Hs ([n. 1]. dY ( f (x). n + 1]) = 0. Let F be a Borel set. Let 0 < s < t. if α = 1. This number s0 is called the Hausdorff dimension of the set F and is denoted by DH (F). note that if {Uk } is a δ-cover of F then { f (Uk )} is a cδ-cover of f (F) and use the definitions. y ∈ X and c. Now [0. then Ht (F) = 0. and this holds for any s > 1 so DH (R) ≤ 1 and therefore DH (R) = 1. And in particular. n + 1] is isometric with [0. Show that the Hausdorff dimension of the real line R is 1. dY ( f (x). α > 0.28 FRACTAL GEOMETRY MN1 Proposition 3. dY ) are metric spaces and that f : X → Y satisfies a Hölder condition. (Hausdorff dimension) If F is a Borel set. Then for any Borel set F Hs/α ( f (F)) ≤ cs/α Hs (F). Proof. ∞] s. Hs (F) = ∞. For α = 1. i. Hs ([n. for s < s0 Hs (F) = 0. f (y)) ≤ c · dX (x. More precisely: Definition 33. If Hs (F) < ∞. From the behaviour of Hausdorff measure under Lipchitz mappings we can deduce some facts about Hausdorff dimension also. 1]) = 1 so DH ([0.

y) + (0. Corollary 2. y) = (x. If f : X → Y is a Lipchitz mapping. Then repeat this indefinitely on Ek . Construction of a Cantor set in 2 Dimensions This is generated by the following IFS: 1 1 (x. f (y)) ≤ c · dX (x. y). and c.FRACTAL GEOMETRY MN1 29 Proposition 4. y) + (3. 1) 4 4 1 1 w4 (x. y) + (1. α F IGURE 11. y) = . Let E = ∩Ek . divide it into 16 equal pieces. Start with the unit square E0 . c1 dX (x. this is E1 . If X and Y are metric spaces and f : X → Y satisfies a Hölder condition dY ( f (x). 2) 4 4 1 1 w3 (x. y ∈ X. 1 DH (F). The Last corollary tells us that the Hausdorff dimension is invariant under bi-Lipchitz mappings.12 and 14. y)α with x. then DH ( f (F)) ≤ DH (F) for all Borel sets F. Example 9. See figure 11. f (y)) ≤ c2 dX (x. Then DH ( f (F)) ≤ Proof. If f : X → Y is a bi-Lipchitz mapping. Corollary 1. y) ≤ dY ( f (x). if you number them starting in the upper-left corner and count row by row you keep number 3. y) + (2. α > 0. 0) 4 4 w1 (x. Use proposition 3. y) = (x. 3) 4 4 1 1 w2 (x. Let E denote the cantor dust obtained by the following procedure.t.5. s. then DH ( f (F)) = DH (F) for all Borel sets F. y) = (x.

Suppose that we have a complete metric space (X. y2 )| = |x1 − x2 | ≤ |x1 − x2 |2 + |y1 − y2 |2 so P is a Lipchitz mapping. in fact 1 ≤ 4k √ H1 (E) ≤ 2. 7. and if we let P(x. We saw in definition 10 what an open cover in a metric space is. i. Definition 34. We have seen that dimension can be used to characterize sets that might be hard to distinguish using only euclidean techniques. open cubes (in case of Rn ) etc. 7. y1 ) − P(x2 .e. With this cover we get an estimate √ 2 √ 1 Hδ (E) ≤ 4k k = 2. However the first dimension we used. y) ≤ ε}. For example we can study covers by open balls. ε) = {y ∈ X : d(x. The calculations follows: Start with the obvious δk covering √ Ek consisting of the 4k squares of sideof 1 length 4k . ε) = min M ∈ Z+ : A ⊆ M n=1 B(xn . closed balls. On the otherhand the Hausdorff dimension is defined for almost all sets. with diameter δk = 4k2 . 1] is the whole interval. to generalize this we might consider other types of covers. 1]) = H1 (P(E)) ≤ H1 (E) and we get 1 ≤ H1 (E) ≤ and this of course implies that √ 2 DH (E) = 1. The we define N(A. but the nature of its definition (infimum and supremum over continuous variables) does not allow us an easy way to compute it for a general set.3. Covering-type dimensions. Denote a closed ball centered at x ∈ X with radius ε by B(x. However the Hausdorff measure is more convinient here.2. In the next subsection we will encounter a certain type of dimension that can be defined for most sets and furthermore is easy to calculate (with a computer). If A ∈ H (X) and ε > 0. . This implies that DH (E) = 1. ε) . y) = x denote this projection we see that |P(x1 . 4 √ 1 (E) ≤ 2. 1]) = H1 ([0.30 FRACTAL GEOMETRY MN1 As in the previous chapter we can see that L2 (E) = 0 since L2 (Ek ) = 1 . Other Fractal dimensions. If we look at the IFS above we can see that the similarity dimension of E is also 1. To get the other estimate note that the and as δ → 0 we get H projection of E on the unit interval [0. d) in the rest of what follows. thus 1 = L1 ([0. the similarity dimension is only defined for striclty self-similar sets and can (in principle) only be computed in case we know the corresponding IFS.

175. Theorem 6. given a picture of a set we should determine the fractal dimension of we must look in the correct range of cover-sizes to get the dimension that the “ideal set” which the picture is trying to represent has. In practical examples of determin the fractal dimension of a set given as a picture you should of course not take the full limit in any of the above definitions. Suppose (X. So. 2. there is always a finest scale.. and integers n = 1. Let A ∈ H (X) and let εn = Crn for 0 < r < 1 and C > 0. Real world objects are not completetly scale-invariant. . N(A. See [2] p.e. Let Nn (A) denote the number of boxes with side length 2n which intersects A. . d) is a complete metric space. See [2] p. . I feel very reluctant to call any particular dimension fractal dimension since most authors use the term for different particulars. . The Box Counting Theorem Let A ∈ H (Rm ) (use euclidean metric). at least we can never expect to gain anything by taking covers smaller than the size of an atom. When we use a computer screen to represent the fractals we study we already have some kind of grid (maybe implicit due to limited resolution). Theorem 5. If ln Nn (A) D = lim ε→0 ln(2n ) exists. ε) D = lim ε→0 ln(1/ε) we say that A have fractal dimension D. Cover Rm by closed square boxes 1 1 of side length 2n . . ε→0 ln N(A. ln(1/εn ) . we denote this dimension by DB . Proof. xM is any set of point from X. ε) is the minimum number of closed balls of radius ε needed to cover A. The next theorem gives us a way to calculate a fractal dimension using that grid. then A have fractal (Box Counting) dimension D. If the following limit exists: ln N(A. A first step on the way to ease up the calculations of fractal dimensions is the following theorem that lets us use a countable set of εk instead of the continuous ε. 174. . .FRACTAL GEOMETRY MN1 31 where x1 . If D = lim then A has fractal dimension D. i. εn ) . Proof.

5. I obtained the following values: ln N n Nn (A) ln 2n 1 28 4. 1 25 the fractal dimension of the 8 experimental data 1. Exercise 25.3. See the figures in Appendix 1. our estimate of the fractal dimension is the slope of this line.053 Plotting ln N against ln 2n resulted in the graph in figure 7.5 3 3. Suppose we are given a Mandelbrot set (for z = z2 + c) and we want to estimate the fractal dimension of the boundary. since it not so relevant. D ≈ 1.19 5 1231 2. however I could equally well argue that the last point should be discarded since the scale is so small.49 4 445 2. (3p) . There are some difficulties as you see. 2.32 FRACTAL GEOMETRY MN1 Example 10. 3.5 4 7. Exercises.5 0 0.5 ln2^n 2 2.04 3 178 2. also evaluate its similarity dimension. to make it easier to fit the straight line to the data I discarded either the first datapoint. Let K be the Koch Curve (see fig 12).8 2 68 3. I made grids of sizes 2n with n = 1.4.5*t+2 7 6 lnN_n(A) 5 4 3 2 1 -0. Starting with a picture of the set we draw a grid over it and counts the number of boxes that 1 intersects the boundary. Estimate the Boxcounting dimension of K (from the picture). (To be sure my curve-fitting is good I should also use a least-square method) 1 What I can conclude is: over the scale 22 to boundary of the mandelbrot set.5. Then I tried to fit these points on a straight line. 4.5 1 1.

FRACTAL GEOMETRY MN1 33 F IGURE 12. Large Scale Koch Curve .

(1p) Hausdorff dimension DH . Estimate the boxcounting dimension of J.34 FRACTAL GEOMETRY MN1 Exercise 26. (2p) F IGURE 13. Also show that if there is an open ball B(x. Let J be the Julia set in figure 13. r) ⊂ B then DH (B) = n. but instead of in each step keeping the 4 squares (3.14) just keep 3. consider the procedure in example 9. HDH (E) (E) or at least an estimate of it. Let Ek denote the successive stages and E = ∩Ek .5. Calculate (or estimate) the following for the set E: a) b) c) d) Box-counting dimension DB .5 and 12. If B ⊂ Rn show that DH (B) ≤ n. (2p) Exercise 27. (3p) Exercise 28.12. Picture of a Julia set . (2p) Similarity dimension DS . (2p) Also compute the DH (E)-dimensional Hausdorff measure of E.

if p j = 1 then all other must be 0 so there is no “system” technically speaking. y ∈ X we have d(S j x. In this section I will formalize some of the things I have said before about the connection between fractals and IFS:es. d) be a complete metric space. For consistency I will repeat some of the earlier definitions. with 0 < s j < 1. Then we say that (X. Usually. S) is an IFS we define an operator on H (X) by N W (A) = WS (A) = i=1 Si (A). I TERATED F UNCTION S YSTEMS Recall the previous definition of IFS and hyperbolic IFS.FRACTAL GEOMETRY MN1 35 Exercise 29. S) be an IFS and let → = (p1 . (Hyperbolic IFS) Let (X. Compute the follwing dimensions for C2 : a) b) c) Box-counting dimension (1p) Similarity dimension (1p) Hausdorff dimension DH (or at least try to make an estimate for it) (3p) 8. (Probabilistic IFS) − Let (X. i. →) a Probabilistic IFS (or an IFS with probabilities). i=1 N − Then we call (X. p2 . . since if any pi = 0 we just discard the map Si from the system and make a new enumeration.e. 1]2 denote the set C2 = C ×C = {(x. y). and let S = {Si }N . S) is a Hyperbolic (contractive) IFS. S. . S j y) ≤ s j d(x. (IFS) Let (X. . for A ∈ H (X). y ∈ C}. Similarly. (The Hutchinson operator) If (X. Definition. Definition. (Def 2). Definition 36. y) ∈ R2 : x ∈ C. p Note the condition pi > 0 this is no problem. when the space X is ambient we just say that S is an IFS. i. S) is an Iterated Function System or IFS. d) be a complete metric space and S = {Si }N an IFS. Then we say that (X.1 and let C2 ⊂ [0. for all 1 ≤ j ≤ N and all x. 0 < pi < 1. Suppose that i each Si is a contraction. . N < ∞ be a i=1 collection of continuous maps on X. Definition 35.e. We also say that this IFS have contractivity factor s = max j s j . Let C be the ordinary middle-third Cantor set as in section 2. pN ) be an N−dimensional p probability vector. and ∑ pi = 1.

.. 2. Invariant sets. Define a transformation S0 : H (X) → H (X) by S0 (A) = C for all A ∈ H (X).36 FRACTAL GEOMETRY MN1 This operator is called the Hutchinson operator (the index S can be dropped if there is no ambiguity appearent). . Then use Banach Fixed point theorem (theorem 1). . Then (X. if we say that the attractor should contain some special set. h) is a complete metric space.. .ik = Si1 i2 . {S0 . k ≥ 2 In connection with iterates of individual maps we also use the notation Si1 i2 .. Let (X. . {S1 . . Si j ∈ S Ai1 i2 . and when we do that we will use the following notation: Notation 2. . . Definition 38. 8. and let S0 : H (X) → H (X) be a condensation transformation. h) and there exists a unique invariant set AS ∈ H (X). Let (X. S1 . n→∞ There is another way to create an hyperbolic IFS. W 1 (A) = W (A). . Definition. for A ⊆ X Using the notation Ωk (N) for the space consisting of finite sequences ω = ω1 ω2 . S) if WS (A) = A.ik (A). Let (X. .1. . SN }) is called a hyperbolic IFS with condensation. Then S0 is called a condensation mapping and C is called a condesation set. . The term Iterated function system indicates that we want to iterate the functions in the system. First if we iterate the Hutchinson operator we use the notation W 0 (A) = A. Namely via a condensation set/mapping. N} note that W k (A) = ω∈Ωk (N) Aω Definition 37.. d) be a metric space and let C ∈ H (X). Furthermore ∀A ∈ H (X). Note that a condensation mapping is a contraction with contractivity factor 0 with the condensation set as fixed point. . Theorem 7.ik = Sik ◦ Sik−1 ◦ · · · ◦ Si1 . then show that WS is a contraction mapping on this space (similar to exercise 16). Then the Hutchinson operator W is a contraction on the metric space (H (X). First prove (H (X). Proof.. ωk where ω j ∈ {1. with contractivity factor s. we have lim W n (A) = AS .. . S) be a hyperbolic IFS (with or without condensation). SN }) be a hyperbolic IFS with contractivity factor s. (Invariant set) We say that a set A ⊂ X is invariant with respect to the IFS (X. and W k (A) = W (W k−1 (A)).

∀x ∈ X. but however nice this might be what we really want to obtain is the converse. Corollary 3. 1−s Proof. AS ) ≤ To be able to make proper use of the “Collage theorem” we must be sure that we can tweak the maps in a sensible way without the invariant set changing too much. x f ) = (∆ − ineq) ≤ ≤ ≤ n→∞ n→∞ d(x. Then ε . S with contractivity factor 0 ≤ s < 1. f (x))(1 + s + · · · + sn−1 ) d(x. s. where h is the Hausdorff metric.FRACTAL GEOMETRY MN1 37 So far we have been able to deduce the existence of an invariant set when we are given an IFS. f m(x)) 1 . (The Collage Theorem) Let (X. Let (X. d) be a complete metric space and let f : X → X be a contraction mapping with contractivity factor 0 < s < 1. . lim f n (x)) = lim d(x. and let the fixed point of f be denoted by x f . AS ) ≤ h(L. Let L ∈ H (X). Theorem 8. N h L. d) be a complete metric space. Since the function d(a.t. h). Equivalently we have 1 h (L. f n (x)) n→∞ n n→∞ lim m=1 ∑ d( f m−1(x). ·) : X → R is continuous for fixed a ∈ X we have for all x ∈ X: d(x. Then d(x. for all L ∈ H (X). 1−s where AS is the attractor of the IFS S. THe following Lemma assures us that this is the case. 1−s h(L. f (x)) Then we arrive at a most intresting corollary of this theorem in the special case of (X. 1−s lim d(x. given a picture (attractor) we want to find an IFS that have this picture as invariant set (or a close enough set). n=1 Sn (L) ≤ ε. Choose an hyperbolic IFS. d) = (H (X).WS (AS )). f (x)). and ε > 0 be given. x f ) ≤ 1 d(x. The following theorem and its corollary gives us the means to do this.

Let w : P×X → X be a family of contractions. S) be a hyperbolic IFS. A2 . First prove that h(Sn (p. S. (see exercise 16). . q) and use the Collage theorem. the latter complete. dP ) be a metric space and (X. d) be metric spaces.t. N let Sn n=1 depend on a parameter p ∈ P in such a way that d(Sn (p. x f (p)) = x f (p) is continuous. . and compute successively An = W n (A). Start by picking some x0 ∈ X then choose integers in ∈ {1. To prove this assertion just apply the definition of the metric h. d p ) (the parameter space) and (X. which converges to the invariant set AS in the Hausdorff metric. Proof. And for n = 1 . For each fixed x ∈ X suppose that w(·.2.e. Let (X. p)). x)) ≤ k · dP (p. Starting in the next subsection we will arrive at another “probabilistic” approach. B). . Let (P. x f depends continuously on p. If we have a probabilistic IFS (X. Then you get a sequence A1 . p) then we can use the probabilities p to determine a random walk in X. d) a complete metric space. Sn (q. This procedure is what is called the Chaos game and is the other algorithm mentioned before for generating the attractor.38 FRACTAL GEOMETRY MN1 Lemma 1. . all p. i. Notation 3. that is. Invariant measure. Sn (q. x). .. . First of all we have the “deterministic” approach. . B)) ≤ k · dP (p. We call the set {xn }n≥0 for the orbit of x0 (under (S. to be able to apply the continuous dependence att all points of B ∈ H (X) at once we need a stronger condition on the maps. This Lemma is not enough however. q ∈ P and k independent of n. ·) : X → X is a contraction. for each p ∈ P the function w(p. . x) : P → X is continuous then the fixed point of w. We have already seen how we can look at a set and use the Collage theorem to find an IFS that will have an invariant set that approximates the given set. N} with probabilities P(in = j) = p j and let xn = Sin (xn−1 ) for n = 1. .w(p. Let (P. that is what will be shown later on is that this procedure will trace out (almost) the whole attractor. To really construct this invariant set we have two options (two algorithms). Let S = {Sn }N be a hyperbolic IFS. the function x f : P → X s. . what is sometimes called the “Chaos game” 8. . 2. 2 . Algorithm 1. Then the attractor A = A(p) depends continuously on p. Theorem 9. . x p and q. q) for all x ∈ X. Choose any A0 ∈ H (X).

(This is to appear in the normed-spaces section in later versions) If M and N are normed spaces and T : M → N is a bounded linear mapping. . Define the operator M on the space of probability measures. S. (Remember ν( f ) = f dν).FRACTAL GEOMETRY MN1 39 This randomwalk can be formally treated as what is called a Markov process on X. Ty >y ∈ M. It is easily seen that M maps P(X) into itself since Mν(X) = ∑ N −1 pi ν(Si (X)) = i=1 i=1 ∑ piν(X) = ∑ pi = 1. P(X) by −1 Mν(B) = ∑ pi ν(Si (B)).e. i=1 N N Furthermore M is weak-* continuous. A measure ν ∈ P(X) is said to be invariant with respect to the probabilistic IFS (X. (This will appear in the measure-theory (or topology) section in later versions) That measures νn converges to ν in weak *-sense means that νn ( f ) → ν( f ) as n → ∞ in R. Remember that for f ∈ N and x ∈ N we can write f (x) as < f . loosely speaking a Markov process is like a random walk where each step is independent of the previous ones. y >=< f . i. P(xn+1 = y | x0 .e. similar to the Hutchinson operator. T : N → M given by < T f . x1 . i=1 N where B ∈ B(X). x >the adjoint (or dual) operator of T is then the mapping between the dual spaces N and M . p) if Mν = ν with M as above. a Markov operator (M). for all continuous bounded real-valued functions. . Definition 39.) = ∑ pi P(Si (xn ) = y) = P(xn+1 = y | xn ). if νn → ν with weak *-convergence Mνn → Mν also in weak *-ly. i. T f (x) = ∑ pi f (Si (x)) i=1 N Definition 41. Remark. f ∈ N . i=1 N To be able to study IFS in terms of measures and probabilities we need a different sorts of “generating” operator. Definition 40. Instead of the operator M on P(X) we can study the dual operator T on the space CB(X) of countinuous bounded real-valued functions on X (which is the dual of P(X). Remark. . .

M n ν) → 0.e. Then (1) M : P(X) :→ P(X) is a contraction map in the Hutchinson metric. p) be a a hyperbolic IFS with probabilities.. and let µ be the unique invariant measure of the IFS. . and since all Sn are contractions we see that |Aωk | ≤ sk |A| and we would expect that for ordinary X (like Rn ) the limiting set Aω where ω = (i1 i2 . See [9] page 33-34. p). Addresses of points of attractors.40 FRACTAL GEOMETRY MN1 Similar to theorem 7 we have a theorem assuring us of the existence of an invariant measure.e. i. Definition 42. The invariant measure above will sometimes be denoted by µ(S. S.) ∈ Ω(N) should converge to a point. and the contractivity factor of M is s. then dH (µ. (2) There exists a unique µ ∈ P(X) s. where χO is the characteristic funciton of O. Proof. (3) Moreover the support of µ is the invariant set of the IFS. Theorem 10. dH . and the theorem tells us that if the recurrent set itself have an intersection of positive measure with the attractor. S. Let (X. .3. as n → ∞. then every nonempty open subset O of G have µ(O) > 0. 8.t. .t. Let T be defined as in definition 40. (T n χO )(x) > 0. .t. For any A ∈ H (X) we defined the sequences Aωk with ωk = (i1 i2 . Si1 ◦ Si2 ◦ · · · ◦ Sin (x) ∈ O. supp(µ) = AS . i. p) be a hyperbolic IFS with probabilities and let 0 < s < 1 be the contractivity factor of S. there is a finite sequence i1 i2 . S. These are of course compact sets. χO (x) is 1 if x ∈ O and 0 if x ∈ O.p) if there is any ambiguities. . d) be a complete metric space and let (X. The meaning of recurrency of a set is that all interior points will get to the attractor in a finite time (under application of WS ). in s. Let (X. Mµ = µ. .. and if ν ∈ P(X). A closed subset G of X is called recurrent if: For all non-empty open subsets O ⊂ G and all points x ∈ G there is a finite orbit of x that intersects O. i.ik = Sik ◦ Sik−1 ◦ · · · Si1 (A). . / Theorem 11.e. then every open subset also intersects it in a set of positive measure. Let (X. If G ∈ X is a closed set that is recurrent wrt the IFS. S) be a hyperbolic IFS with invariant set AS and contractivity factor s. It is easy to show that we can formulate this more concise: ∃n ∈ N s. ik ) ∈ Ωk (N) where Ai1 i2 . Let µ be the invariant measure of the PIFS (X. and µ(G) > 0 .

y) = S1 (x. Consider the IFS on R2 given by S = {S0 . 0. y) = 0 0 0 0.2). 2.4 x y + x y x y 0 0 + + 0 0. S2 }: S0 (x. If we turn left choose 1 and if we turn to the right. Example 11.4 0. The result after 7 iterations is shown in figure 14. This addressing scheme leads to what is called the universal IFS. choose 2. so one could say that this is almost an IFS with condensation. 3 and 4 starting with the bottom left corner. divide it in 4 similar parts and number these parts with 1. 1). while S1 performs a rotation of π followed by a translation of (0. Note 4 that the real “fractal” is the “foliation” while the “stem” provided by S0 is like a condensation set. .22) we have to choose a number from {1. S1 . Thus the whole right branch will have adresses starting with 2 and the left branch will start with 1.) and B have ωB = (2212 .4 −0. 0) and (0.5 0. Then repeat the procedure with each small squares. 0.5. Another adressing example is that of a quadtree that is used in computer science to number points on a screen. Let T denote the unique invariant set of this IFS. If we want to adress points on this fractal (it is a fractal the similarity dimension is DS ≈ 1. .32.2 0 0.32. y) = S2 (x.32} = 0. (1. .4 0.4 0. . Example 12. 1}) in each step according to the following rule. and form the sequence Tn = W n (T0 ) where T0 = the triangle with vertices in (0. The mapping S0 is working as a kind of “semicondensation” map with the y-axis as invariant set (and fixed point 0). When you have divided the square enough to have pixel-sized squares (assume this is in step k) you have an adress ω ∈ Ωk (4) for each point in the square. (This whole figure is somewhat similar to an ordinary binary tree). s2 = 0. 2} (or equivalently {0.).2) and 4 S2 does a rotation by − π also followed by a translation of (0.2 This is an hyperbolic IFS with contraction factor s = max{s1 = 0. If you look at figure 14 you see that the point A have the adress ωA = (1221 . s3 = 0.FRACTAL GEOMETRY MN1 41 The concept of adresses of points on fractals should remind you of the Cantor set in the beginning with its ternary expansion. Construct the map W (A) = S0 (A) ∪ S1 (A) ∪ S2 (A).4 0. The procedure is the following: consider the unit square. 0). .4 −0. We can see that the first map S0 just squeezes everything to the y-axis.4 0.

Definition 43.. Suppose that we have an IFS (X.) = (iω1 ω2 . A fractal tree 8. Let (X. for x ∈ X. . S) be a hyperbolic IFS with unique invariant set AS . Let N be a natural number.42 FRACTAL GEOMETRY MN1 A o o o o B F IGURE 14..ik = Sik ◦ Sik−1 ◦ · · · ◦ Si1 (A) and the point S j (x) will belong to Ai1 i2 . 2. The Universal IFS. . . N} where i · ω denotes the concatenation i · (ω1 ω2 . S) is an IFS. if (X. each ω ∈ . i = 1.4. . Formally.ik j . Then for each x ∈ X. and let Σ = {σi : σi (ω) = i·ω. . which is easy to see. d) be a complete metric space.) Why this is called the universal IFS is because of the mapping of adresses mentioned above in certain cases gives us a one-to-one correspondence between Ω and an attractor AS . x).. and let (X. Then we let n → ∞ and set φ(ω. In the previous subsection we saw that every point on a self-similar fractal could be “adressed” by a point in the code space Ω(N). n→∞ Theorem 12. . . . . S) with attractor AS . Then the IFS (Ω.) ∈ Ω and n ∈ N we set φn (ω.. .). . ω = (ω1 ω2 . (This is a hyperbolic IFS. Σ) is called the universal IFS. let x ∈ A = AS . x) = Sω1 ◦ Sω2 ◦ . x) = lim φn (ω. ◦ Sωn (x). Then x belongs to some (maybe more than one) iterate Ai1 i2 .

Then there is a unique invariant measure µ. µ) → 0. N: ρ(σi (B)) = pi ρ(B). N} (Cn. In light of the above theorem we use the notation φ(ω. Note that Ω = ∪N C1 (i) which is i=1 a disjoint union so ρ(Ω) = ∑N ρ(C1 (i)) = ∑N pi = 1. 2. independent of p. . Now we will see how this measure can help us find the invariant measure for any hyperbolic IFS. i. . l=n n+k This is called the Bernoulli measure. φ(Ω) = AS ). n ≤ l ≤ n + k} where each il ∈ {1. For all continuous functions g ∈ C(Ω). . as n → ∞. See page 123 in [2]. Furthermore φ : Ω → AS is continuous and onto (i. . . dH (M n ν. . Furthermore 1) µ is attractive for any ν ∈ P(X). and .e. The probabilistic IFS (Ω. 2. in particular the support of ρ is Ω.FRACTAL GEOMETRY MN1 43 Ω the point y = φ(ω. p) together with the Bernoulli measure ρ have the following properties (1) (2) (3) (4) (5) (Ω. x) ∈ AS exists and is independent of x. S. Theorem 13. Now we know something about this universal IFS and the invariant measure connected to it. Proof. p) be a hyperbolic IFS with probabilities. In fact we know exactly what the invariant measure is for the universal IFS.e. Σ. x) = φ(ω). n TΩ g − Ω gdρ ∞ → 0. given by µ(E) = ρ(φ−1 (E)). Let (X.0 = Cn ). Definition 44. Ω is recurrent for Σ.k (i){ω ∈ Ω | ωl = il . hence ρ is also a i=1 i=1 probability measure. for E ∈ B(X) where ρ is the Bernoulli measure on Ω and φis as in Theorem 12. as n → ∞. (6) The map TΩ is mixing with respect to ρ in the sense that for all f . We then define a Borel measure by ρ(Cn. . If p is a probability vector with N elements and Ω = Ω(N). then the Borel field B(Ω)I is generated by the cylinders Cn. Theorem 14. .k (i)) = ∏ pil . Σ) is a hyperbolic IFS with attractor AΣ = Ω. ρ is the unique invariant measure for this probabilistic IFS. g ∈ C(Ω) Ω n (TΩ g) f dρ −→ Ω gdρ Ω f dρ. For all Borel sets B ∈ B(Ω) and all i = 1.

This is the background of the Chaos Game. ∀i = j.t. An address of a point a ∈ A is any member of the set φ−1 (a) = {ω ∈ Ω | φ(ω) = a} (1) (2) The IFS is said to be totally disconnected if each point in A possesses a unique address. and the support of the invariant measure µ.44 FRACTAL GEOMETRY MN1 2) 3) the attractor AS of the IFS (X. ∀i = j ∈ {1. / (i) Si (O) ∩ S j (O) = 0. n}) = pi1 pi2 · · · pin = ρ(φ−1 (Ai )) = µ(Ai ). . 2. then it is totally disconnected iff / Si (A) ∩ S j (A) = 0. x1 = Sω1 ◦ Sω2 ◦ · · · ◦ Sωn (x0 ) ∈ O. Note that if x0 ∈ AS then. i. ωn ) s. Start with x0 ∈ AS and define xn = Si (xn−1 ) with probability pi for n ≥ 1. . The IFS is said to be just-touching if it is not totally disconnected. If the IFS (X. {xωn }n≥1 that is dense in AS . . k = 1 . . The probability that we will visit the part Ai = Ai1 i2 . . .. . A fractal Maple Leaf. N}. Definition 45. .in = Si1 ◦ Si2 ◦ · · · ◦ Sin (AS ) in step n is precisely ρ({w ∈ Ω | ωk = ik . supp(µ) = AS . but the same is true for x1 and every other open set U ⊂ AS . Then the resulting orbit {xωn } will be dense in AS with probability 1. N (ii) i=1 Si (O) ⊂ O. Ω = Ω(N) the associated code space and φ : Ω → A as defined above. S) (without probabilities) is recurrent for the IFS with probabilities. Remark 3. If (X. Example 13.t. Theorem 15. This means that there is an orbit of x0 that will touch every open subset of AS . for every open set O ⊂ AS there is a sequence ω = (ω1 ω2 . Proof. we can find an infinite orbit of x0 . but the attractor A contains an open set O s. S) is a hyperbolic IFS with attractor A. Se [1]. . S) is hyperbolic with invariant set A.e..

y) = S3 (x. (Barnsley Fern) Suppose that we are given a picture of a fern like in figure 18. S2 the map to the left. suppose that S1 is the map that maps up.29 x y x y x y x y x y + + + + + 0.23 0.41 0 0. s.35. 0) . The resulting pictures are shown in figures 15 . A ≈ (0. First of all. start making a collage of the fern and try to deduce what mappings to use. y) = S3 (x.33 −0. y) = r1 cos θ1 −s1 sin ψ1 r1 sin θ1 s1 cos ψ1 r2 cos θ2 −s2 sin ψ2 r2 sin θ2 s2 cos ψ2 r3 cos θ3 −s3 sin ψ3 r3 sin θ3 s3 cos ψ3 r4 cos θ4 −s4 sin ψ4 r4 sin θ4 s4 cos ψ4 x y x y x y x y + + + + e1 f1 e2 f2 e3 f3 e4 f4 we can try to identify the parameters r. y) = S2 (x.15.29 0.8). D = (0. S3 the map to the right and S4 the map that gives the “stem”.28). y) = S5 (x.17.61 0. and we can see that the convergence is quite rapid.3 0. y) = S2 (x.44 0. A. θ. B.63 0.01 0 0 0.4 0. If we write the mappings in a general form as S1 (x.36 0.4 −0. and that we want to first find an IFS that have an attractor close to this picture. we should determine their fixedpoints since we know that all maps are contractions.77. 0.13 and the deterministic algorithm consisting of starting with a triangle.29 0.55).61 0 0 0.34 0. y) = 0. ψ. y) = S4 (x.39 0. 5. e and f for each mapping. y) = S4 (x.4 0. A0 and then applying the corresponding operator WS to obtain An = WS (An−1 ).5 0. How are we to proceed? Well. C ≈ (0. Example 14.28 0. B ≈ (−0.42 0 0 0.19 0. C and D are the respective fixed points.FRACTAL GEOMETRY MN1 45 Using the mappings S1 (x. The fixed points are easily read out from the picture (however the accuracy might not be that good). 0.

46 FRACTAL GEOMETRY MN1 F IGURE 15.5 -2.37 120 -50 0.85 -2.3 49 49 0.0840 4 0 0.3 0.3 0.85 0.160 0 0 0. The Fractal Maple Leaf after 1 iterations After studying the pictures and attempting collages (se figure 19) we conclude that a good set of parameters might be k r s θ ψ e f 1 0. . first we use the deterministic algorithm.5 0. which results in the set in figure 20.4 · 3 0.075 0.197 0.575 -0.1830 2 0.5 0 Now we want to plot this set.

05 the measure of F is µ(F) = (0.e.) and the measure of F is then µ(F) = ρ(ω) = p12 p3 1 which for p1 = p2 = p3 = p4 = 0.149 · 10−3 = 0.85 and p2 = p3 = p4 = 0.25 is about 41 ≈ 0.149 · 10−7 .FRACTAL GEOMETRY MN1 47 F IGURE 16. ω = (1111111111113 . . The address of a point in F will begin with twelve ’1’:s and then a 3. i. so even 13 if we plot 10000 points we still get only about 0. .007 so with 10000 points we get about 70 .85)12 ∗ 0. But this looks very bad! All points are so very concentrated.000149.05 ≈ 0. The Fractal Maple Leaf after 2 iterations Then we try the Chaos game with 10000 points and all pi = 0. how many points will land there? (call this set F).25. However if we choose p1 = 0. what has happened? Well look at for example the right hand side of the fern and at the 13th copy from the bottom. see figure 21.

Show that w maps S to S. 8. 23 ) ). The Fractal Maple Leaf after 6 iterations points in the set F. 0) and ( 1 . Let the transformation w : R2 → R2 2 be defined by w(v) = Av + t where A= (a) 1 2π 2 cos 3 1 2π 2 sin 3 − 1 sin 2π 2 3 1 2π 2 cos 3 . t= 0 1 2 .5. 0). Let S be the Sierpinski gasket as in subsection 2.2 (with the √ corners in (0.48 FRACTAL GEOMETRY MN1 F IGURE 17. Exercise 30. see figure 22. Exercises. (1. And as expected the figure looks much better. (2p) .

Verify the claim I made in definition 42. A Barnsley Fern with fixed points marked (b) (c) Show that w is a contraction with respect to the usual Euclidean metric. . (y1 . there is a finite sequence i1 i2 . y2 )) = |x1 − y1 | + |x2 − y2 |. what is its fixed point? If it is a contraction with respect to more than one metric.e. is the fixed point different under different metrics? (1p) Exercise 31. i. (y1 .t. i. in s. x2 ). . d1 ((x1 . |x2 − y2 |} (d) In the case w : S → S is a contraction. Here d1 is the manhattan metric. . y2 )) = max{|x1 − y1 |. x2 ).e. (2p) Either show that w defined on S is a contraction with respect to the metrics d1 and d∞ or make counterexamples. and d∞ the supremum metric (2p) d1 ((x1 .FRACTAL GEOMETRY MN1 49 F IGURE 18. prove (with the notations in that definition) that equation (*) holds if and only if there is a finite orbit of x that intersects O.

χO (x) is 1 if x ∈ O and 0 if x ∈ O.50 FRACTAL GEOMETRY MN1 F IGURE 19. (6p) . i. A Barnsley Fern with an attempt of collage Si1 ◦ Si2 ◦ · · · ◦ Sin (x) ∈ O. (3p) / Exercise 32. Also try to make a picture of the invariant set and (in case you don’t get the mappings exactly) the distance between the original set and your set. Find an IFS S that has an invariant set equal (or close at least) to the set J ⊂ R2 depicted in figure 23.e.t. (T n χO )(x) > 0. where χO is the characteristic funciton of O. (*) ∃n ∈ N s.

What “our” kind of topology is concerned with is open sets and the main applications will be taking place in metric spaces (which we know well from the previous chapter). 30th iteration of a Fern starting with a square 9.e. i.FRACTAL GEOMETRY MN1 51 F IGURE 20. 9.Closed sets. Open sets . What is it that makes an open set open? What properties can we extract that is essentially connected with “being . T OPOLOGY The kind of topology we need to study here is more or less a condensed version of what is included in “Reell Analys MN1” or the first part of “Topology D”. what is usually called “general topology” or “pointset topology” as in (some) contrast to the more algebraic side of topology that appears in the later sections of for example “Topology D”.1.

Chaos game Fern.25 open”. an open set in a metric space was a set with only interior points. Well.52 FRACTAL GEOMETRY MN1 F IGURE 21. and in the case of the real line for example all intervals . 10000pts and p1 = p2 = p3 = p4 = 0. as we remember.

How about intersections? (a.05 (a. Chaos game Fern. p4 = 0.FRACTAL GEOMETRY MN1 53 F IGURE 22. p3 = 0. b) ∩ (c. d) is either empty or consists of an .05.05.85. p2 = 0. d) are open. b) are open. b) ∪ (c. 10000pts and p1 = 0. also all unions of such intervals (a.

6 0. k=1 / • X and 0 is in O. n Oαk ∈ O.2 0 0. 1 ) consists only 1 n of 0 and is thus closed (see exercise ??).8 0.2 0. but otherwise we say that (X. If X is any space (set) and O = {Oα }α∈ℵ is a collection of subsets of X we say that O is a topology on X (or that O is the open sets in X) if: • All unions of sets in O are contained in O. Fractal Christmas tree after 7 iterations 1 open interval (maybe (c. d)). when we consider some “standard” topology on X (see below). As it turns out these are the only properties that characterize open sets. Definition 46. T) is a topological space if X is a set and T is a topology.4 0.4 0. and we can then define the closed sets simply by F ⊆ X is closed iff X \ F is open. but on the other hand ∞ ( n .54 FRACTAL GEOMETRY MN1 1 0. Oα ∈ O. This give us a system of open sets.6 0.8 1 F IGURE 23. We have. A ⊆ ℵ α∈A • All finite intersection of sets in O are in O. We are usually sloppy and say that X is a topological space. .

T) be a topological space. x ∈ U ⊆ T . then the function f : X → Y is called continuous if for each set V ∈ V the inverse image f −1 [V ] = {x ∈ X : f (x) ∈ V } is open in (X. then every point x ∈ X is either in A or not. T) and a sequence of points {xk } in X.e. O = {A : A ⊆ X}. r > 0. then which functions f : X → Y are continuous? Recall what we know about the behaviour of let’s say. V) are two topological spaces.e. there exists a set U ∈ U s. b) the inverse image under f . 9. Another way to look at topology on a set instead of just open sets is to consider the following question: If X and Y are topological spaces. belongs to T. Definition 49. where we have no / more open sets than absolotely necessary.e. Then we say that the sequence is convergent if there exists a point x ∈ X s. (3) Another topology we can use on any set X is the discrete topology. x ∈ X}. where every subset is open. Examples of topologies we use are: (1) for X = Rn or any other metric space we usually define the topology by neighbourhoods. the real line. O = {Nr (x). T).t for every neighbourhood (i.e. (2) On any set X we can define the trivial topology. Nr ( f ) = {g ∈ L2 (R) : ||g − f ||2 < r} = {g : R | f (x) − g(x)|2 dx < r}. . you can think of it as how many combinations can we make of the elements of X). Definition 47. i. i. say L2 (R) we would use the regular L2 norm. i. 0}. two choices. O = {X. i. Let (X. Suppose that we have a topological space (X. So in a function space.FRACTAL GEOMETRY MN1 55 Example 15.e. (4) In normed spaces one generally use the norm to define the topology in the same way as in the metric case. i.2. Definition 48.e. the reason for this notation is simply that if X have cardinality N (a generalization of “number of points”) then 2X have cardinality 2N (the reason for this in turn is that if we have a set A ⊆ X. T) and (Y. This will be our only requirement of continuous functions between topological spaces. The sets in U are called basic open sets. / T = 0 and all points x ∈ T . every open set) containing x there is also a point from {xk }. the set f −1 [(a. Then a collection U of open subsets of X is said to be a base of the topology T if for all sets T ∈ T. i. b)] = {x ∈ R : a < f (x) < b} is an open set (exercise ??). Continuous functions. If (X.e. then we know that if f : R → R is a continous function then for every open interval (a.t. this collection is sometimes named the power set of X and denoted by 2X .

If T and T are two topologies and T ⊆ T then we say that T is weaker than T. x2 . i. ∀ f ∈ CB(X). Let N be a normed space. . Then (a) (b) The family of functions F = N generates a topology on N called the weak topology. Then there is a weakest topology TF on X s. Let indS denote the small inductive dimension. Definition 50. D) a topological space. Definition 54. Definition 52. Let X be a set and (Y. A topological space X has small inductive dimension 1 iff X is not zero dimensional and there is a base for the open sets consisting of sets with zero dimensional boundary. This topology is called the topology generated by F. hence S is zero-dimensional. 9. xn } is equipped with the discrete topology then a base for this topology is U = {{xk }}n and the set {xk } is both k=1 closed and open. The only subsets of R that is both closed and open in R are R / and 0. . which is generated by CB(X). Notation 4. . A weaker topology have fewer open sets so if we have the same space X but different topologies than we will in general have fewer continuous functions f : X → Y when we have a weaker topology. Let F = { fα } be a family of functions fα : X → Y . Definition 51.e. .56 FRACTAL GEOMETRY MN1 We can also view this the other way around. Example 18. If S = {x1 . (zero dimensional) A subset of a topological space is said to be zero dimensional iff there is a base for the open sets consisting of sets that are both open and closed. the contiuous bounded real-valued functions on X. Instead of considering P(X) together with the metric given above we can use the so-called weak *-topology. Example 17. and let N be the dual space. Topological dimension revised. i. Now that we know a little more topology we can understand the formal definition of topological dimension. . all functions in F are continuous. by starting with a set of functions and try to find a topology that makes all the functions continuous.e.t. we have µn → µ (in w∗ ) if and only if |µn ( f ) − µ( f )| → 0. hence R is not zero-dimensional. Definition 53.3. The family of functions G = {φx : x ∈ N} generates a topology on N called the weak *-topology Example 16.

2 edition. 30(5):713– 747. and then a topological space X has indX ≤ k. [4] John E. finally if indX ≤ k is false for all integers k then we say that indX = ∞. Wiley Classics Library. Dimension Theory. Lond. Principles of Mathematical Analysis. . with k ∈ Z+ if there is a base for the open sets of X consisting of sets U with indU ≤ k − 1. Proc. R. Hutchinson. Wiley. Barnsley and S. 1976. Iterated function systems and global construction of fractals. R EFERENCES [1] M. Uppsala University. [2] Michael Barnsley. Master’s thesis. 1998. W. McGraw-Hill. (399):243–275. Soc. [3] Gerald A Edgar. Indiana Univ. Academic Press. Princeton University Press. the chaos game and invariant measures. 1993. [6] Sten Kaijser Leif Abrahamsson. Fractals Everywhere. and Fractal Geometry. Mandelbrot. [9] Fredrik Strömberg. [5] Erwin Kreyszig. Math. F. 1985.. J. Introductory Functional Analysis with Applications. 1990. [8] Walter Rudin. 1978. Measure. Hurewicz. 1981. Wallman W. Iterated function systems. Fractals and self similarity. 3 edition. Springer Verlag. 1941. In general we say that ind 0 is −1. 1993. Freeman and Co. Topology. [10] H.FRACTAL GEOMETRY MN1 57 / Definition 55. 1977.H. Demko. A 399 (1985). [7] B. Matematiska Institutionen. Uppsala Universitet. We then say that indX = k if indX ≤ k but indX ≤ k. The Fractal Geometry of Nature. Funktionalanalys.