Deriving the size estimate

The Mandelbrot set is full of hyperbolic components (the circle-like and cardioid-like regions), each of which has a nucleus at its center, which has a superstable periodic orbit. For example the biggest cardioid has center 0 and period 1, while the circle to the left has center -1 and period 2 (verify by: \((0^2 + (-1))^2) + (-1) = 0\)).

Suppose we know the location of the nucleus (the \(c\) parameter) and we want to render a picture of the corresponding hyperbolic component. To do this we need to know its size. I tried to derive a size estimate myself, using Taylor series for \(\frac{\partial}{\partial z}\) using the fact that this derivative tends to \(1\) at the boundary of the component and is \(0\) at the nucleus, but the truncation error smashed everything to pieces. So I fell back on plan B: trying to understand the existing size estimate I found on ibiblio.org.

The size estimate using the notation on that page (go read it first) is \(\frac{1}{\beta \Lambda_n^2}\). I found the page a bit confusing at the first many readings, but reading the referenced paper and thinking hard while writing notes on paper helped me crack it. The size estimate forms a small section of the paper near the start, for reference:

Structure in the parameter dependence of order and chaos for the quadratic map
Brian R Hunt and Edward Ott
J. Phys. A: Math. Gen. 30 (1997) 7067–7076

Many dynamical systems are thought to exhibit windows of attracting periodic behaviour for arbitrarily small perturbations from parameter values yielding chaotic attractors. This structural instability of chaos is particularly well documented and understood for the case of the one-dimensional quadratic map. In this paper we attempt to numerically characterize the global parameter-space structure of the dense set of periodic "windows" occurring in the chaotic regime of the quadratic map. In particular, we use scaling techniques to extract information on the probability distribution of window parameter widths as a function of period and location of the window in parameter space. We also use this information to obtain the uncertainty exponent which is a quantity that globally characterizes the ability to identify chaos in the presence of small parameter uncertainties.

The basic idea is that under iteration of \(z\to z^2+c\), the small neighbourhood of the nucleus \(c\) bounces around the complex plane, being slightly distorted and stretched each time, except for one "central interval" at which the neighbourhood of \(z_{k p}\) contains the origin \(0\) and the next iteration folds the interval in half with quadratic scaling. Now the bouncing around the plane can be approximated as linear, with scaling given by the first derivative (with respect to \(z\)), and there is only one interval \(n = kp\) in which the full quadratic map needs to be preserved. We end up with something like this:

\[\begin{aligned} z_{n + p} = & c + \frac{\partial}{\partial z} z_{n+p-1} ( \\ & \vdots \\ & c + \frac{\partial}{\partial z} z_{n+3} ( \\ & c + \frac{\partial}{\partial z} z_{n+2} ( \\ & c + \frac{\partial}{\partial z} z_{n+1} ( \\ & c + z_n^2 ) ) ) \ldots ) \end{aligned}\]

Expanding out the brackets gives:

\[ z_{n + p} = \left(\prod_{k = 1}^{p - 1} \frac{\partial}{\partial z} z_{n + k}\right) z_n + \left(\sum_{m = 1}^p \prod_{k = m}^{p - 1} \frac{\partial}{\partial z} z_{n+k}\right) c \]

Writing:

\[\begin{aligned} \lambda_m &= \prod_{k = 1}^{m} \frac{\partial}{\partial z} z_{n + k} \\ \Lambda &= \lambda_{p - 1} \end{aligned}\]

the sum can have a factor of \(\Lambda\) drawn out to give:

\[ z_{n + p} = \Lambda \left( z_n^2 + \left( 1 + \lambda_1^{-1} + \lambda_2^{-1} + \ldots + \lambda_{p - 1}^{-1} \right) c \right) = \Lambda \left( z_n^2 + \beta c \right) \]

The final step is a change of variables where \(c_0\) is the nucleus:

\[\begin{aligned} Z &= \Lambda z \\ C &= \beta \Lambda^2 \left(c - c_0\right) \end{aligned}\]

Now there is self-similarity (aka renormalization):

\[Z_{n+1} = Z_n^2 + C\]

ie, one iteration of the new variable corresponds to \(p\) iterations of the original variable. (Exercise: verify the renormalization.) Moreover the definition of \(C\) gives the scale factor in the parameter plane, which gives the size estimate when we multiply by the size of the top level window (the paper referenced above uses \(\frac{9}{4}\) as the size, corresponding to the interval \(\left[-2,\frac{1}{4}\right]\) from cusp to antenna tip - using \(\frac{1}{2}\) makes circles' sizes approximately their radii).

Finally some C99 code to show how easy this size estimate is to compute in practice (see also my mandelbrot-numerics library):

double _Complex m_size(double _Complex nucleus, int period) {
  double _Complex l = 1;
  double _Complex b = 1;
  double _Complex z = 0;
  for (int i = 1; i < period; ++i) {
    z = z * z + nucleus;
    l = 2 * z * l;
    b = b + 1 / l;
  }
  return 1 / (b * l * l);
}

As a bonus, using complex values gives an orientation estimate in addition to the size estimate - just use \(\arg\) and \(\left|.\right|\) on the result.