Exploring chaos in the canonical logistic equation

Mathematics High-Level Internal Assessment

INTRODUCTION

Throughout history, the modelling of populations has been an area of interest for
many biologists, sociologists, economists, and, even if it does not seem related at
first glance, mathematics. This relationship between mathematics, a science-
based heavily on abstract concepts detached from my reality, and population, has
always interested me. After a quick search on the internet, you learn about the
exponential model introduced by Thomas Malthus and how it got refined into the
well-known logistic model.

My first thought was that, even though it is a very interesting topic to both
investigate and explain, it was not complex enough for the IB standards in
reference to the Internal Assessment, therefore, I would have to look for another
area of investigation. It was then that I saw an article titled “Simple mathematical
models with very complex dynamics”1, by Robert May. In this article, he
discovered that, surprisingly, there is a relationship between this apparently
simple model and chaos, a concept that I had been very interested in since I
learned about Koch’s snowflake, fractals, the Mandelbrot set, etc. Then I learned
about Feigenbaum’s constant and how, even within the greatest of chaos, there
are still some rules that are always followed.

This investigation will be centred on an exploration of Thomas Malthus’ model

for exponential growth (as well as his belief on how the end of the world was
close), Robert May’s formulation of the canonical logistic equation, its
relationship to chaos, and, finally, Mitchell Feigenbaum’s discovery of
Feigenbaum’s constant.

1
May, R. M. (1976). Simple mathematical models with very complicated dynamics. Nature, 261(5560),
459–467. https://doi.org/10.1038/261459a0
MALTHUSIAN EXPONENTIAL GROWTH

Suppose that a colony of insects has an annual life cycle (each individual lives one
year) and that the population multiplies by a number k each year in relation to
the past one. If P0 is the initial population, at the end of the first year there will
be P1 = k P0, at the end of the second year there will be P2 = k P1, which equals k2
P0, and so on. Therefore, at n years the population would be:

Pn = k Pn-1 = kn P0

The above model can be expressed as a function: Pn = P (t). The number of

individuals in the population is now a function of time, so:

P0 (Initial population) = P (0) (Population at time 0)

P1 (Population after first year) = P (1) = k· P (0)

At any time t, the population will be P (t) = P (0) kt. The graphs of this function
for different values of k are as follows:

2
Hernández, V. A. (2019, May 21). La Ecuación Logística y el caos. VicMat. Retrieved April 10, 2022,
from http://vicmat.com/la-ecuacion-logistica-caos/
This exponential equation was introduced as a model for population by British
economist Thomas Malthus (1766-1834)3, who published in 1798 an essay
entitled “An Essay on the Principle of Population Relating to Human Society and
its Evolution.”4 What worried Malthus was that, since the population had
exponential growth, as we have already seen, resources would have linear
growth, more characteristic of an arithmetic progression (An = A1 + (n-1) d) than
of a geometric one (An = A1 rn-1). This can be clearly seen in the following graph:

COLLAPSE

An = A1 + (n-1) d

An = A1 rn-1

The point at which both functions intersect Malthus called “the collapse”, but
today we can see that there was, actually, no collapse. The problem is that
Malthus was unable to predict the incredible advances that were made in
subsequent years during the industrial revolution in food production, reduced
production costs, improved quality of life, etc. However, his research and
discoveries were of great help in creating subsequent population models,
specifically the logistical model.

3
MacRae, D. G. (n.d.). Thomas Malthus. Encyclopædia Britannica. Retrieved April 17, 2022, from
https://www.britannica.com/biography/Thomas-Malthus
4
Malthus, T. R. (2018). An Essay on the Principle of Population Relating to Human Society and its
Evolution. The Economics of Population, 223–226. https://doi.org/10.4324/9781351291521-32
LOGISTIC GROWTH AND THE CANONICAL LOGISTIC EQUATION

The evolution of a population in a real physical environment is strongly

conditioned by a number of factors that limit the exponential growth presented
by Malthus. If the population is small, so is the effect of these limitations, but as
the population grows, so does the impact of these constraints. This must mean
that there is a maximum number of individuals, which we will call M, which will
usually be unknown. This would generate a graph of these characteristics:

This graph is described by the famous logistic equation:

1
P (t) =
1+𝑒 −𝑡

However, this equation is incomplete when it comes to describing a population,

simply because the only variable is time t, and clearly, this is not the only variable
related to population growth, as it does not have into account the previous
population, the growth/reproduction rate or the maximum population possible.

In 1973, engineer, mathematician, physicist, and biologist Robert May (1936-

2020), who studied the logistic equation extensively, came up with a new
equation including all of these factors, in which he multiplied the Malthusian
growth equation, Pn = k Pn-1, by a factor dependent on M, specifically, the number
of individuals missing to reach the maximum value M. This leaves us with:

Pn+1 = k Pn (M – Pn)
This equation can be further simplified if we consider that M=1, which represents
100% of the population capacity. So Pn, which we will now call xn, ceases to be
the number of individuals in the population in question and becomes a number
between 0 and 1, which represents the percentage of the population relative to
the maximum possible. This means that if xn=0. 5, the population is at 50% of its
maximum capacity. This new equation is called the canonical logistic equation (as
it does not describe graphically a logistic equation) and it is expressed as follows:

xn+1 = k xn (1 – xn)

It is also very important to note that, for the canonical logistic equation to
represent a population evolution model, the constant k cannot take any value.
For example, xn cannot take negative values or greater than 1, so k > 1. We also
have stated that xn+1 has to be a number between 0 and 1, therefore:
1
0 ≤ k xn (1 – xn) ≤ 1 ⇒ xn (1 – xn) ≤
𝑘

1
The function xn (1 – xn) reaches its maximum value when xn = , as we can see in
2
the following graph:

1 1 1 1
Therefore, xn (1 – xn) ≤ (1 – ) = ≤ , which means that 0 ≤ k ≤ 4.
2 2 4 𝑘
BEHAVIOUR OF THE CANONICAL LOGISTIC EQUATION BY VALUES OF k

Robert May not only refined Malthus' exponential theory by adapting it to the
reality of the 20th century, but further continued his research on this equation.
He realized that the logistic equation differs in form according to the values of k.

When studying the evolution over time of a population governed by the logistic
equation, it can be observed how for some values of k the population reaches a
certain value, S, and from that value, it does not change anymore and remains
fixed for successive years.

For example, if we introduce the value k = 2 and a population percentage of

xn = 0.43 we can see the following iteration take place:

xn+1 = 2 × 0.43(1-0.43) =0.4902

xn+2 = 2 × 0.4902(1-0.4902) =0.4998
xn+3 = 2 × 0.4998(1-0.4998) =0.4999
xn+4 = 2 × 0.4999(1-0.4999) =0.5
xn+5 = 2 × 0.5(1-0.5) =0.5

In this case, the value for a would be 0.5. In these circumstances where xn = xn+1
and xn = xn+1 = S, we can isolate a and express it as a function of k:

S = ka (1 – S) ⇒ 0 = k S – kS2 – S ⇒ 0 = S (k-1) – kS2 ⇒

⇒ 0 = S [(k-1) – kS] ⇒ S = 0 y S = (k-1) / k

The population reaches a fixed point when it acquires one of the two previous
𝑘−1
values: 0 or . However, the logistic equation shows different behaviours
𝑘
depending on the values of the constant k. The following situations are described:

1) When 0 ≤ k < 1, regardless of the initial value P0 from which we start, the
population tends asymptotically to zero, meaning the population will become
extinct in a few generations. This is expectable as if there are fewer people being
born than dying the population decreases until there is no one left.
𝑘−1
2) For 1 ≤ k < 3 it is observed that the population tends to the fixed point
𝑘
regardless of the initial value we take, as we saw on the example before with k=2,
2−1
which tends to the point S = = 0.5.
2
3) When 3 ≤ k < 3. 45 instead of there being a fixed point S, the population
oscillates alternately between two stable fixed values, which is generally called a
2 cycle. We can see this in the equations below using k = 3.2:

xn+1 = 3.2 × 0.43(1-0.43) =0.78432

xn+2 = 3.2 × 0.78432(1-0.78432) =0.54132
xn+3 = 3.2 × 0.54132(1-0.54132) =0.79454
xn+4 = 3.2 × 0.79454(1-0.79454) =0.52239
…
xn+k = 3.2 × 0.51304(1-0.51304) =0.79946
xn+k+1 = 3.2 × 0.79946 (1-0.79946) =0.51304
xn+k+2 = 3.2 × 0.51304(1-0.51304) =0.79946
xn+k+3 = 3.2 × 0.79946 (1-0.79946) =0.51304

4) When 3. 45 < k < 3. 57, it is observed that the final population oscillates
between four, eight, sixteen, etc. Basically, 2n values, which we can see on the
following example with k = 3.5, where there is a 4 cycle:

xn+1 = 3.5 × 0.43(1-0.43) =0.85785

xn+2 = 3.5 × 0.85785(1-0.85785) =0.42680
xn+3 = 3.5 × 0.42680 (1-0.42680) =0.85624
xn+4 = 3.5 × 0.85624 (1-0.85624) =0.43080
…
xn+k = 3.5 × 0.38281(1-038281) =0.82694
xn+k+1 = 3.5 × 0.82694 (1-0.82694) =0.50088
xn+k+2 = 3.5 × 0.50088 (1-0.50088) =0.87499
xn+k+3 = 3.5 × 0.87499 (1- 0.87499) =0.38281
xn+k+4 = 3.5 × 0.38281(1-038281) =0.82694
xn+k+5 = 3.5 × 0.82694 (1-0.82694) =0.50088
xn+k+6 = 3.5 × 0.50088 (1-0.50088) =0.87499
xn+k+7 = 3.5 × 0.87499 (1- 0.87499) =0.38281
5) When 3.57 < k ≤ 4 chaotic behaviour appears. And the graph oscillates
irregularly and unpredictably depending on the initial value with which the
iteration starts, as in the following example with k = 3.8:

xn+1 = 3.8 × 0.43(1-0.43) =0.93138

xn+2 = 3.8 × 0.85785(1-0.85785) =0.24387
xn+3 = 3.8 × 0.42680 (1-0.42680) =0.69875
xn+4 = 3.8 × 0.85624 (1-0.85624) =0.79990
…
xn+k = 3.8 × 0.38281(1-038281) =0.52638
xn+k+1 = 3.8 × 0.82694 (1-0.82694) =0.94736
xn+k+2 = 3.8 × 0.50088 (1-0.50088) =0.18951
xn+k+3 = 3.8 × 0.87499 (1- 0.87499) =0.58367

This chaotic behaviour can be even more clearly seen when graphing S against r:

k
5

5
Madani, M. (2015, December 15). Attracteur de l'équation logistique . researchgate.net. Retrieved
December 8, 2021, from https://researchgate.net/figure/Attracteur-de-lequation-logistique_fig1_2866239.
CHAOS AND FEIGENBAUM’S CONSTANT

By means of this simple formula, the concept of chaos had just been discovered
in the 20th century. Chaos theory, in simple terms, explores patterns and
constants in deterministic systems extremely sensitive to a change in their initial
conditions.6 This refers to a system that, under the same initial conditions, will
always produce the same result, but when the slightest change is done in these
given initial conditions, the system will act in a completely different, and most
importantly, unpredictable manner.

In the year 1970, physicist Mitchell Feigenbaum (1944-2019)7 was investigating

the rate at which each bifurcation occurred, so he divided the width of each cycle
𝐴
by the width of the next, which in the graph below would be given by .
𝐵

C
x

8
r
𝐴 𝐵
Feigenbaum discovered that, in fact, this rate is a constant ( = ), more
𝐵 𝐶
specifically 4.669… This means that each gap is 4.669… times smaller than the
previous one. Nowadays we know this number as Feigenbaum's constant, but
absolutely nobody knows what this constant is due to, as it is not related to any
other constant in the world of science.

6
Encyclopædia Britannica, inc. (2016, March 4). Chaos theory. Encyclopædia Britannica. Retrieved
December 8, 2021, from https://www.britannica.com/science/chaos-theory.
7
Wikimedia Foundation. (2022, January 30). Mitchell Feigenbaum. Wikipedia. Retrieved April 10, 2022,
from https://en.wikipedia.org/wiki/Mitchell_Feigenbaum
8
Maverick, E. (2020, July 11). The feigenbaum constant. MSU SciComm. Retrieved April 10, 2022,
from https://www.msuscicomm.org/post/the-feigenbaum-constant
CONCLUSION

In conclusion, for a long time scientists have had a particular interest in modelling
population in order to predict its future behaviour: Will it grow? Will it decrease?
Will it remain stationary? Malthus predicted that, due to our exponential growth
tendencies and a lack of supplies, humans will have to face near-extinction
(collapse). May was a little more optimistic, stating that populations simply tend
to auto-regulate themselves: sometimes reaching a fixed point, sometimes
having a cyclic nature, and sometimes having an apparently random behaviour
(chaos). Finally, Feigenbaum showed that, within this chaos, there was a pattern
that repeated itself, but it was still chaotic. What this comes to show is that
population is dependent on so many variables that, although it is possible to have
an approximate estimate, the slightest of changes results in a completely
different outcome, making population, indeed, unpredictable.
It is also an example of one of the aspects that I most enjoy about mathematics
and science in general: collaboration. It is simply unbelievable how an
economist’s theory on population growth inspired an engineer and
mathematician to refine this theory and come up with the concept of chaos, and
then a physicist got that refined model and, by further exploring its behaviour,
came up with a fundamental constant of science, and this new discovery will
probably inspire as well another scientist to further investigate it and, probably,
make another revolutionary discovery. It truly portrays the best in humankind
and our insatiable will for innovation and progress, and, even if it is not that math-
related, that is the lesson that I take from this essay.
BIBLIOGRAPHY
May, R. M. (1976). Simple mathematical models with very complicated dynamics.
Nature, 261(5560), 459–467. Retrieved April 10, 2022, from
https://doi.org/10.1038/261459a0
Hernández, V. A. (2019, May 21). La Ecuación Logística y el caos. VicMat. Retrieved
April 10, 2022, from http://vicmat.com/la-ecuacion-logistica-caos/
MacRae, D. G. (n.d.). Thomas Malthus. Encyclopædia Britannica. Retrieved April 10,
2022, from https://www.britannica.com/biography/Thomas-Malthus
Malthus, T. R. (2018). An Essay on the Principle of Population Relating to Human
Society and its Evolution. The Economics of Population, 223–226. Retrieved April
10, 2022, from https://doi.org/10.4324/9781351291521-32
Madani, M. (2015, December 15). Attracteur de l'équation logistique.
researchgate.net. Retrieved December 8, 2021, from
https://researchgate.net/figure/Attracteur-de-lequation-logistique_fig1_2866239.
Encyclopædia Britannica, inc. (2016, March 4). Chaos theory. Encyclopædia
Britannica. Retrieved December 8, 2021, from
https://www.britannica.com/science/chaos-theory.
Wikimedia Foundation. (2022, January 30). Mitchell Feigenbaum. Wikipedia.
Retrieved April 10, 2022, from https://en.wikipedia.org/wiki/Mitchell_Feigenbaum
Maverick, E. (2020, July 11). The feigenbaum constant. MSU SciComm. Retrieved
April 10, 2022, from https://www.msuscicomm.org/post/the-feigenbaum-constant