Fractals

FRACTAL GEOMETRY MN1
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
1
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
References
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 1970s 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 rst (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 indenitely! You then get a decreasing sequence of sets, C0 C1 C2 , and the Cantor set C is the intersection of all these sets (see g 1):
C=
k=0
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 3k 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 3k 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 nite 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 dened 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 g 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 2k , 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
FRACTAL GEOMETRY MN1 k
3 2k = 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) = (x, y) = (x, y), where > 0 is called the scaling factor of S. A translation T applied to (x, y) is given by T (x, y) = (x + , y + ) = (x, y) + (, ), where ( ) R2 . And nally a rotation of (x, y) of an angle around the origin (we can always move everything to the origin and back by a translation) is R(x, y) = (cos x sin y, sin x + cos y).
In vector notation we have (in above notation (x, y) = v, (, ) = ) S(v) = v T (v) = v + cos sin R(v) = sin cos
v = M()v
Using the vector notation we can see also what the similarity transformations are for higher dimensional objects, the only thing that changes appearently is the rank of M(), for example a rotation by in 3 dimensions about the z -axis can be written as cos sin 0 Mz () = sin cos 0 . 0 0 1 Since a general similarity transformation is a combination of these we can always write (v) = M()v + (rst a rotation, then a scaling and nally a translation). When we have a general silimarity as above, we can also call the number the ratio of the mapping. Remark. Of course we could have dened a scaling as S(x, y) = (1 x, 2 y) that is a different scaling factor along different axes. Now we have dened what is called a similarity transformation, or sometimes a similtude or an afne transformation, we can also say that two sets A and B are similar if there exists a similarity transformation s.t. A = (B). What is important to us however is the notion of self-similar sets, that is sets that are similar to them self in some way. Denition 1. 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.t. k=1
n
A = WS (A) =
k=1
Sk (A)
The operator WS is sometimes reffered to as the Hutchinson operator. (See g 4) Self similarity in this sense means that the set is made up by a number of small copies similar to it self. Another kind of self-similarity is what is sometimes called statistical self-similarity which means that the sets are almost self-similar, or maybe only self-similar down to some small scale. This kind of self-similarity is the most occuring one in reality, but I will not treat it here, however you could note that each successive approximation of the Cantor set is statistical self-similar but the true Cantor set is (strictly)
S2 (K)
S3 (K)
S1 (K)
S4 (K)
F IGURE 4. Similarity in the Coch Curve self-similar. Also most of the famous fractals known as Mandelbrot and Julia sets are statistically self-similar. To get a concise notation I will dene what will later turn out to be a very useful method of both generating fractals and also to study some of their ner properties, the Iterated Function Systems (short hand IFS) was rst (AFAIK) rigourosly treated in a classical article by Hutchinson ([4]), then later Barnsley made them really popular with his Fractals Everywhere ([2]). We will return to the theory and practice of IFS in chapter 8. Denition 2. An Iterated Function System (IFS) in general is a set of mappings { f1 , f2 , . . . , fk } on a metric space (usually R2 for us). From here on, unless otherwise stated the mappings of any IFS will be similtudes, and will be denoted by S = {S1 , . . . , Sn }. Denition 3. A Hyperbolic IFS is an IFS that consists of contractions, i.e. here all mappings are similtudes with scaling factors 0 < ri < 1. Denition 4. A set A is said to be invariant for the IFS {Sk }n iff A = 1 n Sk (A). 1 Example. If S1 (x) = 1 x, and S2 (x) = 1 x + 2 {S1 , S2 } is a hyperbolic IFS 3 3 3 with ratios 1 , 1 and the Cantor set C is invariant under it. 3 3 3.2. Classical notions of Dimension. There is a variety of dimension concepts that you will encounter during this presentation, but for now I will try to explain the classical approach. First of all we have what we will call the topological dimension (which in turn really is a whole bunch of dimensions, see for example [3] chapter 3 or the classic work [10]), loosely speaking this is what makes points have dimension zero, lines dimension 1, surfaces dimension 2 etc. The denitions are made in an inductive manner; heuristcally we want to imprison a point by an n-dimensional set in an n+1-dimensional space. If we just have a point we cant move it anywhere, 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, hence the line have dimension 1. A point on a surface can
be imprisoned by a circle (i.e. a line) so a surface have dimension 2, and a point in space can be imprisoned by a closed sphere (i.e. a surface) around it so the space have dimension 3, and we can keep on like this for as long as we wish. 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. Of course we can do this formally, and in more general situations than for the Euclidean spaces, but in order to do so we need to know more about topology, so it will be postponed to section 9.3. 3.3. Dimension of self-similar sets. In the previous section we saw that neither the one-dimensional or the two-dimensional Lebesgue measure could distinguish between certain sets, but as we will see; 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. Suppose that we have the line segment [0, 1] and we divide it into N equal pieces each of length r, then the relation between N and r is Nr = 1. If we instead had a square [0, 1] [0, 1] and we construct a set of N similar subsquares with side length r, then Nr2 = 1. In general if we have an ncube [0, 1]n = [0, 1] [0, 1] (n times) and we divide it into N smaller n-cubes with sides r then Nrn = 1 (see g 5).
N = 4, r =
1 2
N = 16, r =
1 4
N = 64, r =
1 8
F IGURE 5. Similarity in the unit square Since we only used that the cubes [0, 1]n are self-similar we can extend this denition in the obvious way to other self-similar sets. Consider the Cantor set C constructed on [0, 1]. For each k we can divide C into Nk = 2k similar sets of length rk = 3k (the scale is the full length). We now get the relation
d Nk rk = 1 which gives 32d = 1 2 = 3d d = ln(2) 0.63. So we ln(3) really have that the dimension of the Cantor set is between 0 and 1 as we suspected. I will give a formal denition. k
Denition 5. (Similarity Dimension) Suppose we have a set A and hyperbolic IFS, i.e. a list of ratios 0 < ri < 1 i = 1, 2 . . . , n together with a set of similtudes S = {S1 , S2 , . . . Sn } where Si
have scaling factor ri s.t. A=
Si (A)
i=1
then the similarity dimension D of the IFS {Si } is the unique number D that satises (*)
i=1
riD = 1.
Note that the set A can have several IFS giving rise to different similarity dimensions, but we always have that the similarity dimension of A , DS (A) D. 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, for example we can assume the so called Morans open set condition, if we do that then the similarity dimension will equal the Hausdorff dimension which is unique (see below). Proposition 1. Keep the notation from the above denition. If there exists / an open set U A s.t. Si (U) S j (U) = 0 if i = j and Si (U) U for all i, then the IFS S is said to satisfy Morans open set condition and then the similarity dimensions of the set A and the IFS S agree, DS (A) = D. This proposition in either this form or in an equivalent form is proved in most of the books, for example [2] or [3].
1 Example 2. As we saw before {S1 , S2 } = { 3 x, 1 x + 2 } is a hyperbolic IFS, 3 3 the cantor set C is invariant under this IFS, and also if U = (0, 1) then S1 (U) is the left part of C and S2 (U) is the right part. Both of these are disjoint and contained in U, so the similarity dimension D, of C is given by 1 1 + D = 1, D 3 3 D , or D = ln 2 as above. i.e. 2 = 3 ln 3
3.4. Exercises. Exercise 6. Prove that the number D in equation () above is unique. (2p) Exercise 7. Let S be the Sierpinski gasket as in example 2.2. Find an IFS with S as invariant set and calculate the similarity dimension. Can you get another similarity dimension for S? Motivate. (2p) Exercise 8. Give an example of a set together with two different IFSs which gives you two different similarity dimensions. (2p) Exercise 9. The Menger Sponge M (see gure 6) is constructed starting from a cube with sides 1. In the rst step we divide it into 27 similar cubes and remove the center cube plus all cubes at the center of the faces. Then we continue to do the same to each of the 27 new cubes. Determine the similarity dimension of M. (2p)
10
F IGURE 6. Construction of the Menger Sponge Exercise 10. If you instead of the usual Cantor set proceed as suggested before, and removed the 2nd and 4th fourth, i.e. in step one remove ( 1 , 1 ), ( 3 , 1] 4 2 4 etc. (See gure 2) you arrive at a Cantor set C . Find an IFS that have this set as invariant set and determine the similarity dimension. (2p) 4. M ETRIC SPACES 4.1. Introduction. Consider the real line R. We know what we mean with a distance along R, the distance between x, y R is just the absolute value of the difference, i.e. d(x, y) = |x y|. In R2 and R3 this works in the same way, d(x, y) = |x y|. What might be surprising at rst is that we can consider other distances than the usual ones. Another example of a distance most people are familiar with is what could be called effective distances, i.e. if you are travelling between two points A and B in the real world you cant usually get there by going in a straight line between them. 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. Lets say that you have to travel from A to B in a city which looks like 7, using a car the distance you have to travel is then measured along the streets, and whatever way you will take you must drive at least 7 units. However if you were able to y you would only need to travel 5 units to reach B. The primary reference for this section is [8].

A
11
F IGURE 7. The Manhattan Metric Denition 6. The manhattan metric The manhattan metric dmanhattan between two points x = (x1 , x2 ), y = (y1 , y2 ) R2 is dened by dmanhattan (x, y) = |x1 y1 | + |x2 y2 |. Why it is named the manhattan metric is obvious. When we think of the kind of distances we know of the most obvious properties are that if d(x, y) is a distance then d(x, y) 0 and d(x, y) = d(y, x) for all x, y X and d(x, x) = 0. These properties are however not enough for a distance to be of practical use. The most important non-trivial property is the triangle inequality which in some sense tells us that if we rst visit B and then C we have travelled a longer distance than if we had gone to C directly, i.e. |A C| |A B| + |B C| in this case. Denition 7. Metric Let X be a space and h a real-valued function on X X. Then we say that h is a distance function or a metric if it satises the following, i.e. if x, y, z X then (1) h(x, y) > 0, if x = y, and h(x, x) = 0, (2) h(x, y) = h(y, x), (3) h(x, z) h(x, y) + h(y, z). Example. Let X be a space and let d(x, y) = 1 if x = y and d(x, x) = 0 for x, y X. Then it is obvious that d is a metric. This is called the discrete metric. A tuplet (X, d) where X is a space and d is a metric is called a metric space. Sometimes when d is implicit one just say that X is a metric space.
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Denition 8. Let X be a space, d and h metrics on X. If there exists real positive constants c1 and c2 s.t. c1 h(x, y) d(x, y) c2 h(x, y) for all x, y X then we say that d and h are equivalent metrics. 4.2. Properties of Metric spaces. There is some standard notations we must know here. Denition 9. Let (X, d) be a metric space and E X, then we dene the following (a) (b) (c) (d) (e) (f) (g) A neighbourhood of a point p is a set Nr (p) = {x X : d(x, p) < r}. r is called the radius of Nr (p). 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.t. q E. If p E and p is not a limit point of E then p is called an isolated point of E. E is closed if every limit point of E is a point of E. A point p is an interior point of E if there is a neighbourhood N of p s.t. N E. E is open if every point of E is an interior point. x X is a boundary point of E if for every r > 0, the neighbourhood Nr (x) intersects both E and its complement E c , i.e. / / Nr (x) E = 0 and Nr (x) (X \ E) = 0. E is perfect if E is closed and if every point of E is a limit point of E. E is bounded if M R and a point q X s.t. d(p, q) < M for all p E. E is dense in X if every point of X is a limit point of E, or a point of E (or both) Let E denote the set of limit points of E, then the closure of E is the set E = E E . Suppose that {xk } is a sequence of points in X. If for every > 0 there exists a number N s.t. for k, l > N we have d(xk , xl ) < then we say that the sequence {xk } is a Cauchy sequence.
(h) (i) (j) (k) (l)
Example 3. Let E be the set in R2 E = [0, 1]{2}. Then we can go through the above properties and see what we get (see gure 8). The points of [0, 1] are the limit points for E. The point x = 2 is an isolated point of E. E is closed since all limit points [0, 1] E. E is not perfect since 2 is not a limit point of E. E is bounded since d(x, y) 2 if x, y E.
Fact 1. A set E is open if and only if its complement is closed.
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F IGURE 8. Example of a subset in R2 Fact 2. Any union of open sets is open and any nite intersection of open sets is open. Fact 3. Any intersection of closed sets is closed and any nite union of closed sets is closed. Fact 4. E is closed and E = E if and only if E is closed. Furthermore, if F is a closed set s.t. E F then E F. Denition 10. An open cover of a set E in a metric space X is a collection of open subsets of X s.t. E G (see gure 9). Denition 11. If {xk } is a sequence of points in a metric space (X, d) then we say that the sequence is convergent if there exists a point x X s.t. d(xk , x) 0 as k . Denition 12. If (X, d) is a metric space and every Cauchy sequence converge, then we say that the metric space (X, d) is complete. Note that every convergent sequence is a Cauchy sequence (see exercise 17). We like complete metric spaces very much since it is usually quite easy to verify that a sequence is a Cauchy sequence, and of course the primary example of a complete metric space is Rn . 4.3. Compact sets. Denition 13. A subset K of a metric space X is called compact if every open cover of K contains a nite subcover. Fact 5. Facts about compact sets (1) Compact subsets of metric spaces are closed. (2) Closed subsets of compact sets are compact.
14
X E
F IGURE 9. Open Cover of E (3) If E is an innite subset of a compact set K, then E has a limit point in K. (4) E Rk is compact if and only if (a) E is closed and bounded, or (b) every innite subset of E has a limit point in E. By far the most important example of a metric space we will encounter is the space of compact subsets of the plane, H (R). The metric in connection with this space is dened as follows in the case of a general metric space. Denition 14. Let (X, d) be a metric space and consider compact subsets A, B X and a point p X. We can now dene the distance from the point p to the set A by d(p, A) = min{d(p, a) : a A}. Since A is compact the minimum is actually attained at a point of A, i.e. d(p, A) = d(p, a) for some a A. The distance between A and B is then dened as d(A, B) = max{d(b, A) : b B}. By compactness this maximum is attained so there is some points a A , b B s.t. d(A, B) = d(x, y). This distance is however not so useful since it is not symmetric, i.e. d(A, B) = d(B, A) in general. We therefore dene the Hausdorff distance between A and B as Denition 15. With X, d, h as above we dene the space H (X) as the space of all non-empty compact subsets of X together with the Hausdorff metric h. If (X, d) is a complete metric space, then (H (X), h) is also a complete metric space.
15
Denition 16. Another of the more important metric spaces we will encounter later is the so called code space on N digits (letters) which consists of innite sequences of integers between 1 and N. Let N and be a nite integer, we start by dening the code space of level k, k (N) (where k is nite) by k (N) = = (1 2 3 . . . k ) | j {1, . . . N} = {1, . . . N}
j=1 k
then we can se the full code space as the limit, (N) = limk k (N). (N) = = (1 2 3 . . .) | j {1, . . . N} = {1, . . . N}.
j=1
To make k (N) and (N) into metric spaces we dene metrics k and by k (, ) = for , k (N) and (, ) = for , (N) 4.4. Mappings in Metric spaces. In a metric space we cant in general have rotations and translations as we could in Rn before. But we can still have contractions and that is what we will use. Denition 17. Let (X, d) be a metric space. A mapping T : X X is called a contraction on X if there is a positive real number < 1 s.t. for all x, y X d(T x, Ty) d(x, y). The smallest such number is called the contractivity factor of the map T . Denition 18. Let (X, d) be a metric space,and let S : X X be a map. If there is a real number r > 0 s.t. for all x, y X d(Sx, Sy) = r d(x, y), then we say that S is a similtude. Denition 19. Let (X, d) be a metric space,and let f : X X be a map. If there is a real number c > 0 s.t. for all x, y X d( f (x), f (y)) c d(x, y), then f is said to be a Lipchitz mapping and c is said to be a Lipchitz constant of f . The smallest Lipchitz constant of f is denoted Lip( f ).
j=1
(N + 1) j
| j j |
| j j |
j=1
(N + 1) j
16
Denition 20. Let (X, d) be a metric space,and let f : X X be a map. If there are two real numbers c1 , c2 > 0 s.t. for all x, y X c1 d(x, y) d( f (x), f (y)) c2 d(x, y), then f is said to be a bi-Lipchitz mapping and c1 and c2 are called the upper resp lower Lipchitz constants of f . Theorem 1. (Banach Fixed Point Theorem) / Let (X,d) be a complete metric space, X = 0. Let T : X X be a contraction. Then T has a unique xed point, x f X, i.e. f (x f ) = x f .. Furthermore, dene T 1 x = x, and T k x = T (T k1 x), k = 2, . . . Then for any x X we have lim T n x = x f ,
n
in the metric d. Proof. See [5]. This theorem is one of the most important and powerful theorems we have to use. 4.5. Exercises. Exercise 11. Show that the manhattan metric dened above is indeed a metric. (1p) Exercise 12. For x, y R dene functions d j as below. Determine for each of d j if it is a metric or not. (1p+1p+1p+1p) (a) (b) (c) (d) d1 (x, y) = (x y)2 , d2 (x, y) = |x y|, d3 (x, y) = |x2 y2 |, d4 (x, y) = |x 2y|,
Exercise 13. Determine the Hausdorff distance between A and the sets B, C and D in gure 10. (3p) Exercise 14. Show that the euclidean metric and the manhattan metric on R2 are equivalent (see def 8). (2p) Exercise 15. Can you think of any reason why we should be especially interested in the Manhattan metric? (1p) Exercise 16. Let f : R2 R2 be a mapping. Look at the extension of f into H (R2 ) dened by f (A) = { f (v) : v A} for A H (R2 ).
Show that if f : R2 R2 is a contraction then f : H (R2 ) H (R2 ) is also a contraction. (2p)

1 1
17
F IGURE 10. Determine distance between the sets Exercise 17. Let (X, d) be a metric space, and let {xk } be a sequence in X. Show that if {xk } converges then it is a Cauchy sequence. (2p)
Exercise 18. Show that the metric dened on the codespace (N) in denition 16 is a metric (3p). 5. N ORMED S PACES A normed space is a vector space V together with a norm || ||. To learn more about normed spaces and functional analysis in general consult either [6] or [5]. Denition 21. (Vector Space) If V is a space then we say that V is a vector space (over R) if the following hold v V , R = v V v, w V = v + w V ()v = (v), R v V ( + )v = v + v, 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. In a similar manner we can dene vector spaces over any eld K, for example over C. A norm on such a space is a function that is very similar to a metric.
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Denition 22. (Norm) Let V be a vector space (over R), a norm on V is a real valued function x ||x|| that have the following properties. For all x, y V and all R (1) (2) (3) (4) ||x|| 0, ||x|| = 0 x = 0, ||x|| = || ||x||, ||x + y|| ||x|| + ||y||.
Remark 1. A normed space N is also a metric space with a metric dened by via d(x, y) = ||x y||, x, y N. Examples of normed spaces we already know of are of course Rn and Cn (with norm given by ||x|| = |x|). Other standard examples are various function spaces and the p spaces. Example 4. As vector space take C[a, b], the space of all continuous functions f : [a, b] R. Where ( f + g)(x) = f (x) + g(x), and ( f )(x) = f (x), for x [a, b] and R. As a norm on this space we can take || f || = max{| f (x)| : a x b}, the so called innity norm. The notion of innity norm usually means that we take a supremum or maximum over some set. Example 5. Suppose that xk R and let x = {xk } . Consider the vector k=1 space of such sequences. If x = {xk } , y = {yk } and R then k=1 k=1 x + y = {xk + yk } and x = {xk } . As a norm on this space we can k=1 k=1 take: (a) (b) (c) (d) ||x||l 1 = |xk |, or k=1 ||x||l 2 = |xk |2 k=1
1 2 1
, or in general 1 p < , or
||x||l p = ( |xk | p ) p ,with k=1 ||x|| = supk {|xk |}.
A normed space is then obtained by restricting ourselves to the sequences that have nite norm, i.e. In (a) we obtain the space l 1 = {x : ||x||l 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 < }. The normed space dened by the norm in (d) is l = {x : ||x|| < }. Instead of the normed space obtained by (d) menitoned above we can also look at the normed spaces: (e) (f) c0 = {{xk } | xk 0, k } together with the || || norm, k=1 or c = {{xk } | {xk } convergent} with the || || norm. k=1
19
Denition 23. (Banach space) A complete normed space is called a Banach space. Completeness (see def 12) is wrt the metric dened by the norm. All spaces (a)-(f) are examples of Banach spaces. Denition 24. (Bounded linear mappings) Suppose that N1 and N2 are normed spaces, let T : N1 N2 be a linear transformation. We say that T is bounded if there exists a K s.t. ||T x||N2 K ||x||N1 , x N1 ||T x||N2 K, for all x N1 s.t. ||x||N1 1. If T : N1 N2 is a bounded linear transformation we dene the norm of T by ||T || = sup ||T x||N2 .
||x||N1 1
The space of all bounded linear mappings is denoted by L(N1 , N2 ). Theorem 2. (Main theorem for Linear Mappings) Let N1 and N2 be normed spaces, and let T : N1 N2 be a linear mapping. Then the following is equivalent: a) b) c) T is bounded, T is continuous, T is continuous in a point.
Proof. See [6] page 10-11. Denition 25. (The dual space) Let N be a normed space. Then the set of all bounded linear functions from N to R gives us a normed space N = L(N, R), the dual space of N. The norm on N is given as in the above denition. Theorem 3. Let N be a normed space then the dual space N is a complete normed space, that is a Banach space. We can also consider the dual of the dual space, and the following remarkable fact will be important. Remark 2. Let N be a normed space, then N N . This is easily seen since x N induces a natural function on N by x ( f ) = f (x). Notation 1. We use the notation f (x) =< f , x >. Example 6. I want to show how to determine some dual spaces, rst I want to show that the dual space of l 1 is l . If a l we can dene a bounded linear functional fa : l 1 R by < fa , x >= ak xk , x = {xk } l 1 .
20
Then fa is bounded since | < fa , x > | = | ak xk | |ak ||xk | ( xk ) (sup ak ) = ||a|| ||x||l 1 This shows that l (l 1 ) . To show the converse we must use the natural base in l 1 (or in any of the sequence spaces). Let e j = { jk } , where jk = k=1 1, k = j 0, k = j
We see that e j c0 (and the rest) and also that ||e j || = 1 in all norms considered. Now let f (l 1 ) and set ak =< f , ek > . We will show that f = fa as above. Introduce the linear space E0 of sequences s.t. xk = 0 only for a nite number of k, we have E0 l 1 l 2 c0 l . First note that for all k we have |ak | = | < f , 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 , x >. De1 1 note by PN (x) the projection of x on E0 , i.e. PN (x) = {x j }N . j=1 And nally, if x l 1 and > 0 are given, let = 2 max(|| ||,|| fa ||) there exists f N s.t. |xk | < i.e. ||x PN (x)||l 1 < . Then k=N+1 | < f fa , x > | = | < f fa , PN (x) + (x PN (x)) > | | < f , x PN (x) > | + | < fa , x PN (x) > | + | < f fa , PN (x) > | || f || ||x PN (x)|| + || fa || ||x PN (x)|| + 0 || f || + || fa || < ,
hence f = fa and we are done. 5.1. Exercises. Exercise 19. Suppose that N is a normed space. Show that the metric dened by the norm via d(x, y) = ||x y|| is a metric. (1p) Exercise 20. Consider C[a, b] with a < b, a, b, R. Show that the norm || f || dened in example 4 really is a norm. (2p) Exercise 21. Verify that the norms || ||l 1 , || ||l 2 , || ||l p , and || || really are norms in the spaces l 1 , l 2 , l p and l respectively. (2+2+2+1p) Hint: The Hlder inequality

1 p
j=1
|x j y j | |xk | p
k=1
m=1
|ym|q
1 q
with p > 1, 1 + 1 = 1 can be used together with the Cauchy-Schwarz inp q equality to prove the Minkowski inequality.
21
6. M EASURE T HEORY The measure theory that will be needed in this course is only some basic notions and facts, including something about the important Lebesguemeasure. In order to make a precise denition of the Hausdorffdimension we also need the Hausdorff measure. 6.1. Elements of Measure Theory. 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. 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. In the specic case of the Lebesgue measure as we will see later the volume is the same as the area, i.e. the map is at. Denition 26. Let X be a space and let F be a non-empty collection of subsets of X . Then we say that F is a -algebra if A, B F = A B F A F = X \ A F X F Ai F, i = 1, 2 . . . =
i=1 Ai
Proposition. If D is any collection of subsets of X then there exists a algebra F s.t. (1) (2) FD if G is any -algebra on X with G D, then G F.
The -algebra in the above proposition is called the -algebra generated by D. (Proof can be found in for example [3]). Denition 27. Let (X, d) be a metric space and let B denote the -algebra generated by the open subsets of X. Then B is called the Borel algebra associated with the metric space. An element in B is called a Borel subset of X. Note that the denition of an algebra is the same except the last point. Also note that what I call a -algebra is sometimes denoted a -eld. Denition 28. Let X be a set and F be a -algebra on X. Let : F [0, ] then is called a measure on F if / (1) (0) = 0, and (2) ( Ai ) = (Ai ), for all innite sequences {Ai } F, of i=1 i=1 i=1 disjoint sets. Property 2 is called countable additivity. Denition 29. Let X be a set an outer measure on X is a function : 2X [0, ] that satises
22
/ (1) (0) = 0, and (2) if A B then (A) (B), and (3) ( Ai ) (Ai ), for all innite sequences {Ai } F. i=1 i=1 i=1 We call property 3 countable subadditivity. The big difference between measures and outer measures is that outer measures are dened for all subsets of X. The usual way to dene the most common measures is by starting with an outer measure and then restrict it to certain subsets that behaves nicely. The most common measure if the Lebesgue measure on the real line. In the next section I will show how to construct this using outer measures. If X is a set and F is a -algebra then we call (X, F) a measurable space, and if is a measure on this space we call (X, F, ) a measure space. Example 7. Let X be any set and let F be a -eld on X. Dene a function : F [0, +] by letting (A) = n if A is a nite set with n elements and (A) = + if A is an innite set. Then is a measure, usually called the counting measure on (X, F). Denition 30. Let (X, F, ) be a measure space, then if A X and (A) = 0 we say that A is -negligible or of measure zero. a property that holds on a set B X is said to hold -almost everywhere or -a.e. if the set X \ B is -negligible. the mass of is dened by (X). 6.2. Construction of the Lebesgue measure. In this section I will construct the Lebesgue measure by the method of outer measures, in a similar way as in [3]. This section is not needed in order to understand the rest of the material, but it bears some resemblance to the construction of Hausdorff measure that will be done later. Denition 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 that covers A , i.e. D = N = {[a j , b j ) : j N} A [a j , b j ) and |b j a j | < . Then the Lebesgue outer measure of A is L = inf
1 ND j=1
(b j a j ).
1
Proposition. If A R is an interval then L (A) is the length of A. Proposition. If A R, then L (A) = inf{L (U) : U A, U open}
1 1
23
Denition. Similar to what the previous proposition say, we can dene the Lebesgue inner measure by L1 (A) = sup{L (K) : K A, K compact} Proposition. If A R is an interval then L1 (A) is the length of A. Denition. Let A R. If L (A) < and
1 1
L1 (A) = L (A), we say that A is Lebesgue measurable. If L (A) = we say that A is Lebesgue measurable if A[n, n] is Lebesgue measurable for each n N. If A is Lebesgue measurable we denote the common value by L1 (A) and call it the Lebesgue measure of A. Proposition. Let M1 denote the set of all Lebesgue measurable subsets of R. Then M1 is a -algebra and the Lebesgue measure, L1 is a measure wrt to M1 . Proposition. All compact sets K R and all open sets U R are Lebesgue measurable. Proposition. Let A R. Then A is Lebesgue measurable iff, for every > 0 there exists an open set U and a closed set F with U A F and L1 (U \ F) < . 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 . 6.3. More about measures. In a full treatment of measure theory there should be a mention of signed measures, that is measures that can take negative values as well. There should also be some notion of integration. 6.3.1. Signed measures. (Signed Measure) A signed measure on a -algebra F is a measure : F [, ]. It is said to be nite if neither + or occurs among its values. (Sometimes measures are called positive measures). Denition. If is a signed measure the Jordan Decomposition Theorem tells us that we can express as = + , where + and both are measures and at least one of them are nite. The variation of a signed measure is given by || = + + ,
1
24
and the total variation by |||| = ||(X) = + (X) + (X) Proposition. Suppose that (X, F) is a measurable space. Let M(X, F, R) be the collection of all nite signed measures on (X, F) . Then M(X, F, R) is a vector space over R and together with the totalvariation norm it is a complete normed space. 6.3.2. Integration. Denition. Let (X, F) be a measurable space, and let A F. We say that a function f : A [, ] is measurable if for all t R the set {x A : f (x) t} F. The vector space of all bounded, real-valued measurable functions is written B(X, F, R). Example. If (X, F) is a measurable space, and A F. Then the characteristic function for A, 1, x A A (x) = 0, x A / is measurable. 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 Ak | Ak F, disjoint
these functions are called simple. The non-negative simple functions will be denoted by S+ . Denition. Let (X, F, ) be a measure space. If f S+ is given by f = n ak Ak we dene the integral of f over X with respect to by k=1 f d =
X k=1
ak (Ak ).
If f is an arbitrary [0, +]-valued measurable function we dene the integral of f by f d = sup

X X
gd | g S+ , and g f
We will write the integral of f wrt as ( f ) =

X
f d
Also, if M(X, F, R) the formula f ( f ) denes a linear functional on B(X, F, R).
25
6.4. Probability measures. Apart from the Lebesgue measure that is used every day and the Hausdorff measure we will get to later, the probability measures are one of the most important spaces of measures for us. Denition 32. Let (X, d) be a separable metric space (i.e. it has a countable dense subset). A probability measure on X is a Borel measure on X s.t. (X) = 1. Let P(X) denote the vector space of probability measures that satises a certain rst-moment-type condition (see chapter 2.4.5 in [9]). This is a metric space together with the Hutchinson metric (Vasserstein metric etc.), dH given by dH (, ) = sup{|( f ) ( f )| : f Lip1 (X)} where LipL (X) is the set of all continuous real-valued functions satisfying | f (x) f (y)| L d(x, y) for all x, y X. 6.5. Exercises. Exercise 22. Prove that the counting measure in example 7 really is a measure. (2p) Exercise* 2 Let S = {S j }N be a hyperbolic IFS in R, with contraction j=1 factors {r j }N and suppose it has similarity dimension D = s (see denij=1 tion 5). Let A R be a nonempty Lebesgue measurable set. Suppose that L1 (S j (A) Sk (A)) = 0 for j = k, and
N
A=
j=1
S j (A).
Show that if 0 < L1 (A) < , then s = 1. (4p) Exercise 23. Suppose that A R is Lebesgue measurable, and suppose that f : R R is a similarity with ratio r (i.e. | f (x) f (y)| = r|x y|, x, y R). Show that the set f (A) is Lebesgue measurable and that L1 ( f (A)) = r L1 (A). (3p)
Exercise 24. For a complete metric space (X, d) and a probabilistic IFS (X, S, p) we dened an operator M on a space of probability measures on X, P(X) by the formula
1 M(B) = pi (Si (B)). i=1 N
where P(X) and B was a Borel set in X. We know that if (X, S) is contractive, the probabilistic IFS (X, S, p) posesses a unique invariant measure 0 such that M n 0 when n .
26
x Now, let X = R (with euklidean metric), S = {S1 , S2 } with S1 (x) = 3 , S2 (x) = 2 1 1 x 3 + 3 and p = { 2 , 2 }. We are now about to go and nd the invariant measure for (R S, p), it will be done in steps.
First, we know that the invariant measure exists and is attractive because M : P(R) P(R) is a contraction in the Hutchinson metric, dH which is dened by dH (, ) = sup {|( f ) ( f )|} = sup {|
R
f d
R
f d|}
f Lip1 (R)
f Lip1 (R)
where f Lip1 (R) means that | f (x) f (y)| |x y| for all x, y R (note that both contractions and similtudes with scaling factor 1 is in this class). On the real axis we can dene the integral R f d as a so called RiemannStiltjes integral, more precisely, all (really nice enough=regular, but we dont care about that now) Borel measures on R can be written with the help of a distribution function, F (x) = ((, x)) (a non-decreasing and right-continuous function) as ([a, b)) = F (b) F (a), we can then write d = dF(x) = F (x)dx and thus get f d =
R R
f (x)F (x)dx.
Note that for probability measures we have F () = 0 F () = 1. (a) Show that M : P(R) P(R) is a contraction in the Hutchinson metric. (3p)
Since the invariant measure is attractive we can just take any measure and apply M enough times. We take one of the simplest we can think of, namely will be the uniform measure U on [0, 1]. Which means that U is conciding with the Lebesgue measure on [0, 1] but is identically 0 otherwise, or in other words U ([a, b)) = 0 if the interval [a, b) does not intersect [0, 1] and U ([a, b)) =the length of the intersection [a, b) [0, 1] if [a, b) intersects [0, 1]. (b) (c) (d) (f) Determine the distribution function FU for U . (2p) Show that R gdU = 01 g(x)dx. (1p) Compute 1 = MU (give the measure or the distribution function). (2p) Can you with guidance from the above guess what the invariant measure s = limn M n U is? (2p)
The support of a measure is a set A such that for each set B we have that, / if B A = 0 then (B) = 0.) (h) What can you say about the support of s ? (2p)
27 1 0
(i)
Give a function f : [0, 1] R such that 1. (2p)
f (x)dx = 0, bu
1 0
f ds =
7. H AUSDORFF AND OTHER F RACTAL DIMENSIONS 7.1. The Hausdorff dimension. The Hausdorff dimension is the fractal dimension that Mandelbrot found most useful for dening a fractal. To understand and dene this dimension we must possess some knowledge about the Hausdorff measure. Denition. If (X, d) is a metric space and A X we say that the diameter of A, |A| = sup{d(x, y) : x, y A}. If {Ui } is a countable collection of sets of diameter at most that cover F X, i.e. F Ui we say that {Ui } is a -cover of F. Denition. Suppose (X, d) is a metric space, F X and s 0. Then for every > 0 we dene
s H (F) = inf
i=1
|Ui|s : {Ui} is a -cover of F
Now, as decreases the number of possible -covers also decrease and the s inmum H (F) will increase to a limit as 0
s Hs (F) = lim H (F) [0, ]. 0
This limit will exist for at least all Borel subsets of X and is called the s-dimensional Hausdorff measure of F. This can be shown to be a measure. The Hausdorff s-dimensional measure generalizes the Lebesgue measure in the following way. If F Rn is any Borel set, then Hn (F) = 1 n L (F), cn
( n )! where cn = 2n 2n , i.e. the volume of the unit ball in Rn (c0 = 1, c1 = 1, . . .). 2 Similarly for lower dimensional objects we have H1 (F) = number of points in F, H2 (F) = length of a curve F, etc. We also have the following behaviour under certain transformations. Proposition 2. If X and Y are metric spaces and f : X Y is a similarity with ratio r > 0. Then for each s > 0 and each Borel set F X we have Hs ( f (F)) = rs Hs (F).
28
Proposition 3. Suppose that (X, dX ) and (Y, dY ) are metric spaces and that f : X Y satises a Hlder condition, i.e. dY ( f (x), f (y)) c dX (x, y) , where x, y X and c, > 0. Then for any Borel set F Hs/ ( f (F)) cs/ Hs (F). And in particular, if = 1, i.e. f is Lipschitz continuous, dY ( f (x), f (y)) c dX (x, y) then Hs ( f (F)) cs Hs (F) for all Borel sets F. Proof. For = 1, note that if {Uk } is a -cover of F then { f (Uk )} is a c-cover of f (F) and use the denitions. Theorem 4. Let F be a Borel set. Let 0 < s < t. If Hs (F) < , then Ht (F) = 0, and if Ht > 0 then Hs = . Proof. See [3] Now, the previous theorem tells us that there is a unique real number at which Hs steps from innity to zero. More precisely: Denition 33. (Hausdorff dimension) If F is a Borel set, then there exists a unique number s0 [, ] s.t. Hs (F) = , for s < s0 Hs (F) = 0, for s > s0 . This number s0 is called the Hausdorff dimension of the set F and is denoted by DH (F). Example 8. Show that the Hausdorff dimension of the real line R is 1. Solution: By the above remark H1 ([0, 1]) = L1 ([0, 1]) = 1 so DH ([0, 1]) = 1. Now [0, 1] R so H1 (R) 1 hence DH (R) 1. If s > 1 then Hs ([0, 1]) = 0 and also since [n, n + 1] is isometric with [0, 1], Hs ([n, n + 1]) = 0. Now by the properties of being a measure Hs (R)
n=
Hs ([n, n + 1]) = 0.
Hence DH (R) s, and this holds for any s > 1 so DH (R) 1 and therefore DH (R) = 1. From the behaviour of Hausdorff measure under Lipchitz mappings we can deduce some facts about Hausdorff dimension also.
29
Proposition 4. If X and Y are metric spaces and f : X Y satises a Hlder condition dY ( f (x), f (y)) c dX (x, y) with x, y X, and c, > 0. Then DH ( f (F)) Proof. Use proposition 3. Corollary 1. If f : X Y is a Lipchitz mapping, then DH ( f (F)) DH (F) for all Borel sets F. Corollary 2. If f : X Y is a bi-Lipchitz mapping, s.t. c1 dX (x, y) dY ( f (x), f (y)) c2 dX (x, y), then DH ( f (F)) = DH (F) for all Borel sets F. The Last corollary tells us that the Hausdorff dimension is invariant under bi-Lipchitz mappings. Example 9. Let E denote the cantor dust obtained by the following procedure. Start with the unit square E0 , divide it into 16 equal pieces, if you number them starting in the upper-left corner and count row by row you keep number 3,5,12 and 14, this is E1 . Then repeat this indenitely on Ek . Let E = Ek . See gure 11. 1 DH (F).
F IGURE 11. Construction of a Cantor set in 2 Dimensions This is generated by the following IFS: 1 1 (x, y) + (2, 3) 4 4 1 1 w2 (x, y) = (x, y) + (0, 2) 4 4 1 1 w3 (x, y) = (x, y) + (3, 1) 4 4 1 1 w4 (x, y) = (x, y) + (1, 0) 4 4 w1 (x, y) =
30
As in the previous chapter we can see that L2 (E) = 0 since L2 (Ek ) = 1 . However the Hausdorff measure is more convinient here, in fact 1 4k H1 (E) 2. This implies that DH (E) = 1. The calculations follows: Start with the obvious k covering Ek consisting of the 4k squares of sideof 1 length 4k , i.e. with diameter k = 4k2 . With this cover we get an estimate 2 1 H (E) 4k k = 2, 4 1 (E) 2. To get the other estimate note that the and as 0 we get H projection of E on the unit interval [0, 1] is the whole interval, and if we let P(x, y) = x denote this projection we see that |P(x1 , y1 ) P(x2 , y2 )| = |x1 x2 | |x1 x2 |2 + |y1 y2 |2 so P is a Lipchitz mapping, thus 1 = L1 ([0, 1]) = H1 ([0, 1]) = H1 (P(E)) H1 (E) and we get 1 H1 (E) and this of course implies that 2
DH (E) = 1. If we look at the IFS above we can see that the similarity dimension of E is also 1. 7.2. Other Fractal dimensions. We have seen that dimension can be used to characterize sets that might be hard to distinguish using only euclidean techniques. However the rst dimension we used, the similarity dimension is only dened for striclty self-similar sets and can (in principle) only be computed in case we know the corresponding IFS. On the otherhand the Hausdorff dimension is dened for almost all sets, but the nature of its definition (inmum and supremum over continuous variables) does not allow us an easy way to compute it for a general set. In the next subsection we will encounter a certain type of dimension that can be dened for most sets and furthermore is easy to calculate (with a computer). 7.3. Covering-type dimensions. We saw in denition 10 what an open cover in a metric space is. to generalize this we might consider other types of covers. For example we can study covers by open balls, closed balls, open cubes (in case of Rn ) etc. Suppose that we have a complete metric space (X, d) in the rest of what follows. Denition 34. If A H (X) and > 0. Denote a closed ball centered at x X with radius by B(x, ) = {y X : d(x, y) }. The we dene N(A, ) = min M Z+ : A
M n=1
B(xn , ) ,
31
where x1 , . . . , xM is any set of point from X. i.e. N(A, ) is the minimum number of closed balls of radius needed to cover A. If the following limit exists: ln N(A, ) D = lim 0 ln(1/) we say that A have fractal dimension D. I feel very reluctant to call any particular dimension fractal dimension since most authors use the term for different particulars. A rst step on the way to ease up the calculations of fractal dimensions is the following theorem that lets us use a countable set of k instead of the continuous . Theorem 5. Suppose (X, d) is a complete metric space. Let A H (X) and let n = Crn for 0 < r < 1 and C > 0, and integers n = 1, 2, . . .. If D = lim then A has fractal dimension D. Proof. See [2] p. 174. 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). The next theorem gives us a way to calculate a fractal dimension using that grid. Theorem 6. The Box Counting Theorem Let A H (Rm ) (use euclidean metric). Cover Rm by closed square boxes 1 1 of side length 2n . Let Nn (A) denote the number of boxes with side length 2n which intersects A. If ln Nn (A) D = lim 0 ln(2n ) exists, then A have fractal (Box Counting) dimension D, we denote this dimension by DB . Proof. See [2] p. 175. 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 denitions. Real world objects are not completetly scale-invariant, there is always a nest scale, at least we can never expect to gain anything by taking covers smaller than the size of an atom. So, 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.
0
ln N(A, n ) , ln(1/n )
32
Example 10. Suppose we are given a Mandelbrot set (for z = z2 + c) and we want to estimate the fractal dimension of the boundary. Starting with a picture of the set we draw a grid over it and counts the number of boxes that 1 intersects the boundary. I made grids of sizes 2n with n = 1, 2, 3, 4, 5. See the gures in Appendix 1. I obtained the following values:
ln N n Nn (A) ln 2n 1 28 4.8 2 68 3.04 3 178 2.49 4 445 2.19 5 1231 2.053
Plotting ln N against ln 2n resulted in the graph in gure 7.3. Then I tried to t these points on a straight line, our estimate of the fractal dimension is the slope of this line. There are some difculties as you see; to make it easier to t the straight line to the data I discarded either the rst datapoint, since it not so relevant. however I could equally well argue that the last point should be discarded since the scale is so small. (To be sure my curve-tting 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, D 1.5. 1 25
the fractal dimension of the
8 experimental data 1.5*t+2 7
lnN_n(A)
1 -0.5
0.5
1.5 ln2^n
2.5
3.5
7.4. Exercises. Exercise 25. Let K be the Koch Curve (see g 12). Estimate the Boxcounting dimension of K (from the picture), also evaluate its similarity dimension. (3p)
33
F IGURE 12. Large Scale Koch Curve
34
Exercise 26. consider the procedure in example 9, but instead of in each step keeping the 4 squares (3,5,12,14) just keep 3,5 and 12. Let Ek denote the successive stages and E = Ek . Calculate (or estimate) the following for the set E: a) b) c) d) Box-counting dimension DB . (2p) Similarity dimension DS . (1p) Hausdorff dimension DH . (2p) Also compute the DH (E)-dimensional Hausdorff measure of E, HDH (E) (E) or at least an estimate of it. (2p)
Exercise 27. If B Rn show that DH (B) n. Also show that if there is an open ball B(x, r) B then DH (B) = n. (3p) Exercise 28. Let J be the Julia set in gure 13. Estimate the boxcounting dimension of J. (2p)
F IGURE 13. Picture of a Julia set
35
Exercise 29. Let C be the ordinary middle-third Cantor set as in section 2.1 and let C2 [0, 1]2 denote the set C2 = C C = {(x, y) R2 : x C, y C}. 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. I TERATED F UNCTION S YSTEMS Recall the previous denition of IFS and hyperbolic IFS, (Def 2). In this section I will formalize some of the things I have said before about the connection between fractals and IFS:es. For consistency I will repeat some of the earlier denitions. Denition. (IFS) Let (X, d) be a complete metric space, and let S = {Si }N , N < be a i=1 collection of continuous maps on X. Then we say that (X, S) is an Iterated Function System or IFS. Usually, when the space X is ambient we just say that S is an IFS. Denition. (Hyperbolic IFS) Let (X, d) be a complete metric space and S = {Si }N an IFS. Suppose that i each Si is a contraction, i.e. for all 1 j N and all x, y X we have d(S j x, S j y) s j d(x, y), with 0 < s j < 1. Then we say that (X, S) is a Hyperbolic (contractive) IFS. We also say that this IFS have contractivity factor s = max j s j . Denition 35. (Probabilistic IFS) Let (X, S) be an IFS and let = (p1 , p2 , . . . pN ) be an Ndimensional p probability vector, i.e. 0 < pi < 1, and pi = 1.
i=1 N
Then we call (X, S, ) a Probabilistic IFS (or an IFS with probabilities). p Note the condition pi > 0 this is no problem, since if any pi = 0 we just discard the map Si from the system and make a new enumeration. Similarly, if p j = 1 then all other must be 0 so there is no system technically speaking. Denition 36. (The Hutchinson operator) If (X, S) is an IFS we dene an operator on H (X) by
N
W (A) = WS (A) =
i=1
Si (A), for A H (X).
36
This operator is called the Hutchinson operator (the index S can be dropped if there is no ambiguity appearent). The term Iterated function system indicates that we want to iterate the functions in the system, and when we do that we will use the following notation: Notation 2. First if we iterate the Hutchinson operator we use the notation W 0 (A) = A, W 1 (A) = W (A), and W k (A) = W (W k1 (A)), k 2 In connection with iterates of individual maps we also use the notation Si1 i2 ...ik = Sik Sik1 Si1 , Si j S Ai1 i2 ...ik = Si1 i2 ...ik (A), for A X Using the notation k (N) for the space consisting of nite sequences = 1 2 . . . k where j {1, 2, . . . , N} note that W k (A) =
k (N)
Denition 37. Let (X, d) be a metric space and let C H (X). Dene a transformation S0 : H (X) H (X) by S0 (A) = C for all A H (X). Then S0 is called a condensation mapping and C is called a condesation set. Note that a condensation mapping is a contraction with contractivity factor 0 with the condensation set as xed point. Denition 38. Let (X, {S1 , . . . SN }) be a hyperbolic IFS with contractivity factor s, and let S0 : H (X) H (X) be a condensation transformation. Then (X, {S0 , S1 , . . . , SN }) is called a hyperbolic IFS with condensation, with contractivity factor s. 8.1. Invariant sets. Denition. (Invariant set) We say that a set A X is invariant with respect to the IFS (X, S) if WS (A) = A. Theorem 7. Let (X, S) be a hyperbolic IFS (with or without condensation). Then the Hutchinson operator W is a contraction on the metric space (H (X), h) and there exists a unique invariant set AS H (X). Furthermore A H (X), we have lim W n (A) = AS .
n
There is another way to create an hyperbolic IFS, if we say that the attractor should contain some special set. Namely via a condensation set/mapping.
Proof. First prove (H (X), h) is a complete metric space, then show that WS is a contraction mapping on this space (similar to exercise 16). Then use Banach Fixed point theorem (theorem 1).
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So far we have been able to deduce the existence of an invariant set when we are given an IFS, but however nice this might be what we really want to obtain is the converse; given a picture (attractor) we want to nd an IFS that have this picture as invariant set (or a close enough set). The following theorem and its corollary gives us the means to do this. Theorem 8. Let (X, d) be a complete metric space and let f : X X be a contraction mapping with contractivity factor 0 < s < 1, and let the xed point of f be denoted by x f . Then d(x, x f ) 1 d(x, f (x)), x X. 1s
Proof. Since the function d(a, ) : X R is continuous for xed a X we have for all x X: d(x, x f ) = ( ineq)
n n
d(x, lim f n (x)) = lim d(x, f n (x))

n n n
lim
m=1
d( f m1(x), f m(x))
1 . 1s
lim d(x, f (x))(1 + s + + sn1 )
d(x, f (x))
Then we arrive at a most intresting corollary of this theorem in the special case of (X, d) = (H (X), h). Corollary 3. (The Collage Theorem) Let (X, d) be a complete metric space. Let L H (X), and > 0 be given. Choose an hyperbolic IFS, S with contractivity factor 0 s < 1, s.t.
N
h L,
n=1
Sn (L)
where h is the Hausdorff metric. Then , 1s where AS is the attractor of the IFS S. Equivalently we have 1 h (L, AS ) h(L,WS (AS )), for all L H (X). 1s h(L, 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. THe following Lemma assures us that this is the case.
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Lemma 1. Let (P, d p ) (the parameter space) and (X, d) be metric spaces, the latter complete. Let w : PX X be a family of contractions, i.e. for each p P the function w(p, ) : X X is a contraction. For each xed x X suppose that w(, x) : P X is continuous then the xed point of w, x f depends continuously on p, that is, the function x f : P X s.t.w(p, x f (p)) = x f (p) is continuous. This Lemma is not enough however, 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. Theorem 9. Let (P, dP ) be a metric space and (X, d) a complete metric space. Let S = {Sn }N be a hyperbolic IFS. And for n = 1 . . . N let Sn n=1 depend on a parameter p P in such a way that d(Sn (p, x), Sn (q, x)) k dP (p, q) for all x X, all p, q P and k independent of n, x p and q. Then the attractor A = A(p) depends continuously on p. Proof. First prove that h(Sn (p, B), Sn (q, B)) k dP (p, q) and use the Collage theorem. To prove this assertion just apply the denition of the metric h. (see exercise 16). We have already seen how we can look at a set and use the Collage theorem to nd an IFS that will have an invariant set that approximates the given set. To really construct this invariant set we have two options (two algorithms). First of all we have the deterministic approach. Algorithm 1. Let (X, S) be a hyperbolic IFS. Choose any A0 H (X), and compute successively An = W n (A). Then you get a sequence A1 , A2 , . . . which converges to the invariant set AS in the Hausdorff metric. Starting in the next subsection we will arrive at another probabilistic approach, what is sometimes called the Chaos game 8.2. Invariant measure. If we have a probabilistic IFS (X, S, p) then we can use the probabilities p to determine a random walk in X. Start by picking some x0 X then choose integers in {1, 2, . . . , N} with probabilities P(in = j) = p j and let xn = Sin (xn1 ) for n = 1, 2 . . .. This procedure is what is called the Chaos game and is the other algorithm mentioned before for generating the attractor, that is what will be shown later on is that this procedure will trace out (almost) the whole attractor. Notation 3. We call the set {xn }n0 for the orbit of x0 (under (S, p)).
39
This randomwalk can be formally treated as what is called a Markov process on X, loosely speaking a Markov process is like a random walk where each step is independent of the previous ones, i.e. P(xn+1 = y | x0 , x1 , . . .) = pi P(Si (xn ) = y) = P(xn+1 = y | xn ).
i=1 N
To be able to study IFS in terms of measures and probabilities we need a different sorts of generating operator, similar to the Hutchinson operator, a Markov operator (M). Denition 39. Dene the operator M on the space of probability measures, P(X) by
1 M(B) = pi (Si (B)), i=1 N
where B B(X). It is easily seen that M maps P(X) into itself since M(X) =
N 1 pi (Si (X)) =
i=1
i=1
pi(X) = pi = 1.
i=1
Furthermore M is weak-* continuous. i.e. if n with weak *-convergence Mn M also in weak *-ly. Remark. (This will appear in the measure-theory (or topology) section in later versions) That measures n converges to in weak *-sense means that n ( f ) ( f ) as n in R, for all continuous bounded real-valued functions. (Remember ( f ) = f d). Remark. (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. Remember that for f N and x N we can write f (x) as < f , x >the adjoint (or dual) operator of T is then the mapping between the dual spaces N and M , T : N M given by < T f , y >=< f , Ty >y M, f N . Denition 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). T f (x) = pi f (Si (x))
i=1 N
Denition 41. A measure P(X) is said to be invariant with respect to the probabilistic IFS (X, S, p) if M = with M as above.
40
Similar to theorem 7 we have a theorem assuring us of the existence of an invariant measure. Theorem 10. Let (X, d) be a complete metric space and let (X, S, p) be a hyperbolic IFS with probabilities and let 0 < s < 1 be the contractivity factor of S. Then (1) M : P(X) : P(X) is a contraction map in the Hutchinson metric, dH , and the contractivity factor of M is s. (2) There exists a unique P(X) s.t. M = , and if P(X), then dH (, M n ) 0, as n . (3) Moreover the support of is the invariant set of the IFS, i.e. supp() = AS . Proof. See [9] page 33-34. The invariant measure above will sometimes be denoted by (S,p) if there is any ambiguities. Denition 42. Let (X, S, p) be a a hyperbolic IFS with probabilities, and let be the unique invariant measure of the IFS. Let T be dened as in denition 40. 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 nite orbit of x that intersects O, i.e. there is a nite sequence i1 i2 . . . in s.t. Si1 Si2 Sin (x) O. It is easy to show that we can formulate this more concise: n N s.t. (T n O )(x) > 0, where O is the characteristic funciton of O, i.e. O (x) is 1 if x O and 0 if x O. / Theorem 11. Let be the invariant measure of the PIFS (X, S, p). If G X is a closed set that is recurrent wrt the IFS, and (G) > 0 , then every nonempty open subset O of G have (O) > 0. The meaning of recurrency of a set is that all interior points will get to the attractor in a nite time (under application of WS ), and the theorem tells us that if the recurrent set itself have an intersection of positive measure with the attractor, then every open subset also intersects it in a set of positive measure. 8.3. Addresses of points of attractors. Let (X, S) be a hyperbolic IFS with invariant set AS and contractivity factor s. For any A H (X) we dened the sequences Ak with k = (i1 i2 . . . ik ) k (N) where Ai1 i2 ...ik = Sik Sik1 Si1 (A). These are of course compact sets, and since all Sn are contractions we see that |Ak | sk |A| and we would expect that for ordinary X (like Rn ) the limiting set A where = (i1 i2 . . .) (N) should converge to a point.
41
The concept of adresses of points on fractals should remind you of the Cantor set in the beginning with its ternary expansion. Example 11. Consider the IFS on R2 given by S = {S0 , S1 , S2 }: S0 (x, y) = S1 (x, y) = S2 (x, y) = 0 0 0 0.5 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 x y + x y x y 0 0 + + 0 0.2 0 0.2
This is an hyperbolic IFS with contraction factor s = max{s1 = 0, s2 = 0.32, s3 = 0.32} = 0.32. The mapping S0 is working as a kind of semicondensation map with the y-axis as invariant set (and xed point 0), so one could say that this is almost an IFS with condensation. Let T denote the unique invariant set of this IFS. Construct the map W (A) = S0 (A) S1 (A) S2 (A), and form the sequence Tn = W n (T0 ) where T0 = the triangle with vertices in (0, 0), (1, 0) and (0.5, 1). The result after 7 iterations is shown in gure 14. We can see that the rst map S0 just squeezes everything to the y-axis, while S1 performs a rotation of followed by a translation of (0, 0.2) and 4 S2 does a rotation by also followed by a translation of (0, 0.2). Note 4 that the real fractal is the foliation while the stem provided by S0 is like a condensation set. If we want to adress points on this fractal (it is a fractal the similarity dimension is DS 1.22) we have to choose a number from {1, 2} (or equivalently {0, 1}) in each step according to the following rule; If we turn left choose 1 and if we turn to the right, choose 2. Thus the whole right branch will have adresses starting with 2 and the left branch will start with 1. If you look at gure 14 you see that the point A have the adress A = (1221 . . .) and B have B = (2212 . . .). (This whole gure is somewhat similar to an ordinary binary tree). This addressing scheme leads to what is called the universal IFS. Example 12. Another adressing example is that of a quadtree that is used in computer science to number points on a screen. The procedure is the following: consider the unit square, divide it in 4 similar parts and number these parts with 1, 2, 3 and 4 starting with the bottom left corner. Then repeat the procedure with each small squares. When you have divided the square enough to have pixel-sized squares (assume this is in step k) you have an adress k (4) for each point in the square.
42
A
o o
o o
F IGURE 14. A fractal tree 8.4. The Universal IFS. In the previous subsection we saw that every point on a self-similar fractal could be adressed by a point in the code space (N). Suppose that we have an IFS (X, S) with attractor AS , let x A = AS . Then x belongs to some (maybe more than one) iterate Ai1 i2 ...ik = Sik Sik1 Si1 (A) and the point S j (x) will belong to Ai1 i2 ...ik j . Denition 43. Let N be a natural number, and let = {i : i () = i, i = 1, 2, . . . N} where i denotes the concatenation i (1 2 . . .) = (i1 2 . . .). Then the IFS (, ) is called the universal IFS. (This is a hyperbolic IFS, which is easy to see.) 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 and an attractor AS . Formally, if (X, S) is an IFS, for x X, = (1 2 . . .) and n N we set n (, x) = S1 S2 . . . Sn (x). Then we let n and set (, x) = lim n (, x).
n
Theorem 12. Let (X, d) be a complete metric space, and let (X, S) be a hyperbolic IFS with unique invariant set AS . Then for each x X, each
43
the point y = (, x) AS exists and is independent of x. Furthermore : AS is continuous and onto (i.e. () = AS ). Proof. See page 123 in [2]. In light of the above theorem we use the notation (, x) = (). Denition 44. If p is a probability vector with N elements and = (N), then the Borel eld B()I is generated by the cylinders Cn,k (i){ | l = il , n l n + k} where each il {1, 2, . . . , N} (Cn,0 = Cn ). We then dene a Borel measure by (Cn,k (i)) = pil .
l=n n+k
This is called the Bernoulli measure. Note that = N C1 (i) which is i=1 a disjoint union so () = N (C1 (i)) = N pi = 1, hence is also a i=1 i=1 probability measure. Theorem 13. The probabilistic IFS (, , p) together with the Bernoulli measure have the following properties (1) (2) (3) (4) (5) (, ) is a hyperbolic IFS with attractor A = ; is the unique invariant measure for this probabilistic IFS. is recurrent for , in particular the support of is , independent of p. For all Borel sets B B() and all i = 1, 2, . . . , N: (i (B)) = pi (B). For all continuous functions g C(),
n T g
gd
0, as n .
(6)
The map T is mixing with respect to in the sense that for all f , g C()
n (T g) f d
gd
f d, as n .
Now we know something about this universal IFS and the invariant measure connected to it. In fact we know exactly what the invariant measure is for the universal IFS. Now we will see how this measure can help us nd the invariant measure for any hyperbolic IFS. Theorem 14. Let (X, S, p) be a hyperbolic IFS with probabilities. Then there is a unique invariant measure , given by (E) = (1 (E)), for E B(X) where is the Bernoulli measure on and is as in Theorem 12. Furthermore 1) is attractive for any P(X), i.e. dH (M n , ) 0, and
44
2) 3)
the attractor AS of the IFS (X, S) (without probabilities) is recurrent for the IFS with probabilities, and the support of the invariant measure , supp() = AS .
Proof. Se [1]. Remark 3. Note that if x0 AS then, for every open set O AS there is a sequence = (1 2 . . . n ) s.t. x1 = S1 S2 Sn (x0 ) O, but the same is true for x1 and every other open set U AS . This means that there is an orbit of x0 that will touch every open subset of AS , i.e. we can nd an innite orbit of x0 , {xn }n1 that is dense in AS . This is the background of the Chaos Game. Start with x0 AS and dene xn = Si (xn1 ) with probability pi for n 1. Then the resulting orbit {xn } will be dense in AS with probability 1. The probability that we will visit the part Ai = Ai1 i2 ...in = Si1 Si2 Sin (AS ) in step n is precisely ({w | k = ik , k = 1 . . . n}) = pi1 pi2 pin = (1 (Ai )) = (Ai ). Denition 45. If (X, S) is a hyperbolic IFS with attractor A, = (N) the associated code space and : A as dened above. An address of a point a A is any member of the set 1 (a) = { | () = a}
(1) (2)
The IFS is said to be totally disconnected if each point in A possesses a unique address. The IFS is said to be just-touching if it is not totally disconnected, but the attractor A contains an open set O s.t. / (i) Si (O) S j (O) = 0, i = j. N (ii) i=1 Si (O) O.
Theorem 15. If the IFS (X, S) is hyperbolic with invariant set A, then it is totally disconnected iff / Si (A) S j (A) = 0, i = j {1, 2, . . . , N}. Example 13. A fractal Maple Leaf.
45
Using the mappings S1 (x, y) = S2 (x, y) = S3 (x, y) = S4 (x, y) = S5 (x, y) = 0.29 0.4 0.4 0.3 0.33 0.34 0.39 0.4 0.42 0 0 0.63 0.61 0 0 0.61 0.01 0 0 0.29 x y x y x y x y x y + + + + + 0.28 0.44 0.41 0 0.29 0.36 0.19 0.23 0.5 0.13
and the deterministic algorithm consisting of starting with a triangle, A0 and then applying the corresponding operator WS to obtain An = WS (An1 ). The resulting pictures are shown in gures 15 - 17, and we can see that the convergence is quite rapid. Example 14. (Barnsley Fern) Suppose that we are given a picture of a fern like in gure 18, and that we want to rst nd an IFS that have an attractor close to this picture. How are we to proceed? Well, start making a collage of the fern and try to deduce what mappings to use. If we write the mappings in a general form as S1 (x, y) = S2 (x, y) = S3 (x, y) = S4 (x, y) = r1 cos 1 s1 sin 1 r1 sin 1 s1 cos 1 r2 cos 2 s2 sin 2 r2 sin 2 s2 cos 2 r3 cos 3 s3 sin 3 r3 sin 3 s3 cos 3 r4 cos 4 s4 sin 4 r4 sin 4 s4 cos 4 x y x y x y x y + + + + e1 f1 e2 f2 e3 f3 e4 f4
we can try to identify the parameters r, s, , , e and f for each mapping, suppose that S1 is the map that maps up, S2 the map to the left, S3 the map to the right and S4 the map that gives the stem. First of all, we should determine their xedpoints since we know that all maps are contractions. The xed points are easily read out from the picture (however the accuracy might not be that good), A, B, C and D are the respective xed points. A (0.77, 5.8), B (0.35, 0.28), C (0.15, 0.55), D = (0, 0)
46
F IGURE 15. The Fractal Maple Leaf after 1 iterations
After studying the pictures and attempting collages (se gure 19) we conclude that a good set of parameters might be k r s e f 1 0.85 0.85 -2.5 -2.5 0.075 0.1830 2 0.3 0.3 49 49 0.197 0.4 3 0.3 0.37 120 -50 0.575 -0.0840 4 0 0.160 0 0 0.5 0 Now we want to plot this set. rst we use the deterministic algorithm, which results in the set in gure 20.
47
F IGURE 16. The Fractal Maple Leaf after 2 iterations Then we try the Chaos game with 10000 points and all pi = 0.25, see gure 21. But this looks very bad! All points are so very concentrated, what has happened? Well look at for example the right hand side of the fern and at the 13th copy from the bottom, how many points will land there? (call this set F). The address of a point in F will begin with twelve 1:s and then a 3, i.e. = (1111111111113 . . .) and the measure of F is then (F) = () = p12 p3 1 which for p1 = p2 = p3 = p4 = 0.25 is about 41 0.149 107 , so even 13 if we plot 10000 points we still get only about 0.149 103 = 0.000149. However if we choose p1 = 0.85 and p2 = p3 = p4 = 0.05 the measure of F is (F) = (0.85)12 0.05 0.007 so with 10000 points we get about 70
48
F IGURE 17. The Fractal Maple Leaf after 6 iterations points in the set F. And as expected the gure looks much better, see gure 22. 8.5. Exercises. Exercise 30. Let S be the Sierpinski gasket as in subsection 2.2 (with the corners in (0, 0), (1, 0) and ( 1 , 23 ) ). Let the transformation w : R2 R2 2 be dened by w(v) = Av + t where A= (a)
1 2 2 cos 3 1 2 2 sin 3
1 sin 2 2 3 1 2 2 cos 3
, t=
1 2
Show that w maps S to S. (2p)
49
F IGURE 18. A Barnsley Fern with xed points marked (b) (c) Show that w is a contraction with respect to the usual Euclidean metric. (2p) Either show that w dened on S is a contraction with respect to the metrics d1 and d or make counterexamples. Here d1 is the manhattan metric, and d the supremum metric (2p) d1 ((x1 , x2 ), (y1 , y2 )) = |x1 y1 | + |x2 y2 |, d1 ((x1 , x2 ), (y1 , y2 )) = max{|x1 y1 |, |x2 y2 |} (d) In the case w : S S is a contraction, what is its xed point? If it is a contraction with respect to more than one metric, is the xed point different under different metrics? (1p)
Exercise 31. Verify the claim I made in denition 42, i.e. prove (with the notations in that denition) that equation (*) holds if and only if there is a nite orbit of x that intersects O, i.e. there is a nite sequence i1 i2 . . . in s.t.
50
F IGURE 19. A Barnsley Fern with an attempt of collage
Si1 Si2 Sin (x) O. (*) n N s.t. (T n O )(x) > 0,
where O is the characteristic funciton of O, i.e. O (x) is 1 if x O and 0 if x O. (3p) / Exercise 32. Find an IFS S that has an invariant set equal (or close at least) to the set J R2 depicted in gure 23. Also try to make a picture of the invariant set and (in case you dont get the mappings exactly) the distance between the original set and your set. (6p)
51
F IGURE 20. 30th iteration of a Fern starting with a square 9. 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 rst part of Topology D, i.e. 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. 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). 9.1. Open sets - Closed sets. What is it that makes an open set open? What properties can we extract that is essentially connected with being
52
F IGURE 21. Chaos game Fern, 10000pts and p1 = p2 = p3 = p4 = 0.25 open. Well, as we remember, an open set in a metric space was a set with only interior points, and in the case of the real line for example all intervals
53
F IGURE 22. Chaos game Fern, 10000pts and p1 = 0.85, p2 = 0.05, p3 = 0.05, p4 = 0.05 (a, b) are open, also all unions of such intervals (a, b) (c, d) are open. How about intersections? (a, b) (c, d) is either empty or consists of an
54
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
F IGURE 23. Fractal Christmas tree after 7 iterations

1 open interval (maybe (c, d)), but on the other hand ( n , 1 ) consists only 1 n of 0 and is thus closed (see exercise ??). As it turns out these are the only properties that characterize open sets. We have;
Denition 46. If X is any space (set) and O = {O } 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, O O. A
A
All nite intersection of sets in O are in O,

n
Ok O.
k=1
/ X and 0 is in O. We are usually sloppy and say that X is a topological space, when we consider some standard topology on X (see below), but otherwise we say that (X, T) is a topological space if X is a set and T is a topology. This give us a system of open sets, and we can then dene the closed sets simply by F X is closed iff X \ F is open.
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Example 15. Examples of topologies we use are: (1) for X = Rn or any other metric space we usually dene the topology by neighbourhoods, i.e. O = {Nr (x), r > 0, x X}. (2) On any set X we can dene the trivial topology, where we have no / more open sets than absolotely necessary, i.e. O = {X, 0}. (3) Another topology we can use on any set X is the discrete topology, where every subset is open, O = {A : A X}, this collection is sometimes named the power set of X and denoted by 2X , 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, then every point x X is either in A or not, i.e. two choices, you can think of it as how many combinations can we make of the elements of X). (4) In normed spaces one generally use the norm to dene the topology in the same way as in the metric case. So in a function space, say L2 (R) we would use the regular L2 norm, i.e. Nr ( f ) = {g L2 (R) : ||g f ||2 < r} = {g : R | f (x) g(x)|2 dx < r}. Denition 47. Suppose that we have a topological space (X, T) and a sequence of points {xk } in X. Then we say that the sequence is convergent if there exists a point x X s.t for every neighbourhood (i.e. every open set) containing x there is also a point from {xk }. Denition 48. Let (X, T) be a topological space. 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, / T = 0 and all points x T , there exists a set U U s.t. x U T . The sets in U are called basic open sets. 9.2. Continuous functions. 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, then which functions f : X Y are continuous? Recall what we know about the behaviour of lets say, the real line, then we know that if f : R R is a continous function then for every open interval (a, b) the inverse image under f , i.e. the set f 1 [(a, b)] = {x R : a < f (x) < b} is an open set (exercise ??). This will be our only requirement of continuous functions between topological spaces. Denition 49. If (X, T) and (Y, V) are two topological spaces, 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, T), i.e. belongs to T.
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We can also view this the other way around, i.e. by starting with a set of functions and try to nd a topology that makes all the functions continuous. Denition 50. If T and T are two topologies and T T then we say that T is weaker than T. 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. Denition 51. Let X be a set and (Y, D) a topological space. Let F = { f } be a family of functions f : X Y . Then there is a weakest topology TF on X s.t. all functions in F are continuous. This topology is called the topology generated by F. Denition 52. Let N be a normed space, and let N be the dual space. Then (a) (b) The family of functions F = N generates a topology on N called the weak topology. The family of functions G = {x : x N} generates a topology on N called the weak *-topology
Example 16. Instead of considering P(X) together with the metric given above we can use the so-called weak *-topology, which is generated by CB(X), the contiuous bounded real-valued functions on X. i.e. we have n (in w ) if and only if |n ( f ) ( f )| 0, f CB(X). 9.3. Topological dimension revised. Now that we know a little more topology we can understand the formal denition of topological dimension. Denition 53. (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. Example 17. The only subsets of R that is both closed and open in R are R / and 0, hence R is not zero-dimensional. Example 18. If S = {x1 , x2 , . . . , 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, hence S is zero-dimensional. Denition 54. 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. Notation 4. Let indS denote the small inductive dimension.
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/ Denition 55. In general we say that ind 0 is 1, and then a topological space X has indX k, with k Z+ if there is a base for the open sets of X consisting of sets U with indU k 1. We then say that indX = k if indX k but indX k. nally if indX k is false for all integers k then we say that indX = . R EFERENCES
[1] M. F. Barnsley and S. Demko. Iterated function systems and global construction of fractals. Proc. R. Soc. Lond. A 399 (1985), (399):243275, 1985. [2] Michael Barnsley. Fractals Everywhere. Academic Press, 2 edition, 1993. [3] Gerald A Edgar. Measure, Topology, and Fractal Geometry. Springer Verlag, 1990. [4] John E. Hutchinson. Fractals and self similarity. Indiana Univ. Math. J., 30(5):713 747, 1981. [5] Erwin Kreyszig. Introductory Functional Analysis with Applications. Wiley Classics Library. Wiley, 1978. [6] Sten Kaijser Leif Abrahamsson. Funktionalanalys. Matematiska Institutionen, Uppsala Universitet, 1993. [7] B. Mandelbrot. The Fractal Geometry of Nature. W.H. Freeman and Co, 1977. [8] Walter Rudin. Principles of Mathematical Analysis. McGraw-Hill, 3 edition, 1976. [9] Fredrik Strmberg. Iterated function systems, the chaos game and invariant measures. Masters thesis, Uppsala University, 1998. [10] H. Wallman W. Hurewicz. Dimension Theory. Princeton University Press, 1941.

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FRACTAL GEOMETRY MN1

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belongs to the cantor set C. (2p)

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have scaling factor ri s.t. A=

FRACTAL GEOMETRY MN1

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(h) (i) (j) (k) (l)

Fact 1. A set E is open if and only if its complement is closed.

FRACTAL GEOMETRY MN1

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FRACTAL GEOMETRY MN1

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Show that if f : R2 R2 is a contraction then f : H (R2 ) H (R2 ) is also a contraction. (2p)

FRACTAL GEOMETRY MN1

FRACTAL GEOMETRY MN1

||x||l p = ( |xk | p ) p ,with k=1 ||x|| = supk {|xk |}.

FRACTAL GEOMETRY MN1

FRACTAL GEOMETRY MN1

FRACTAL GEOMETRY MN1

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If f is an arbitrary [0, +]-valued measurable function we dene the integral of f by f d = sup

We will write the integral of f wrt as ( f ) =

Also, if M(X, F, R) the formula f ( f ) denes a linear functional on B(X, F, R).

FRACTAL GEOMETRY MN1

FRACTAL GEOMETRY MN1

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Give a function f : [0, 1] R such that 1. (2p)

|Ui|s : {Ui} is a -cover of F

FRACTAL GEOMETRY MN1

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FRACTAL GEOMETRY MN1

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the fractal dimension of the

8 experimental data 1.5*t+2 7

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F IGURE 12. Large Scale Koch Curve

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F IGURE 13. Picture of a Julia set

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Si (A), for A H (X).

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FRACTAL GEOMETRY MN1

d(x, lim f n (x)) = lim d(x, f n (x))

lim d(x, f (x))(1 + s + + sn1 )

FRACTAL GEOMETRY MN1

FRACTAL GEOMETRY MN1

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