411 REFERENCE · Wikibooks
Fractals/Mathematics/Derivative
Reference material by Wikibooks contributors. This retains its source identity and is not 411 news reporting.
Derivative of Iterated function (map)mathoverflow question : whats-a-natural-candidate-for-an-analytic-function-that-interpolates-the-tower/43003Faa di Bruno and derivatives of an iterated function ON MAY 20, 2017 BY DCHOYLEfractalforums.org : some-questions-about-the-mandelbrot-derivative
of the function f with respect to variable ...
following the derivativeA Cheritat wiki : Mandelbrot_set - Following_the_derivative
the rolling derivative fractalforums.org: period-detection
the derivative of order n: first, second, ...
Keep track of derivatives ...
notation
variable z
constant parameter c
function f
derivative d
iteration number p
wrt = with respect to
Notation typesNotation_for_differentiation in wikipedia
Leibniz's notation
Euler's notation
Newton's notation ( dot notation)
Lagrange's notation ( prime mark notation)
Informal description
The derivative gives you what is called the gradient. For 2D, consider the terrain as a contour map. The gradient tells you the rate of change in x and y directions. The slope is the magnitude of the gradient, and the contours are closer together for higher slope. For 3D the gradient is the rate of change in x, y and z, and the slope is still the magnitude of the gradient. Technically, slope is only 1D, and the gradient also tells you the direction of the slope. When we talk about derivative giving you the slope we are being casual. ( xenodreambuie )fractalforums.org : some-questions-about-the-mandelbrot-derivative
Derivative of the iterated function
"the derivative basically as it's calculated for anlytical DE using the implementation of the chain rule for the derivative of f(g(x)) where f(x) is say g(x)^p+c and the value of g(x) is current z. So f'(g(x)) is p*z^(p-1) and g'(x) is the derivative from the previous iteration, so on each iteration the new derivative is: dz = dz*p*z^(p-1) and new z = z^p+c as normal" FractalDavefractalforums.org : all-periodic-bulbs-as-point-attractors
For Julia set:
// initial values:
c is const
z = z0 ( z is a variable, read initial value from the pixel)
dz = 1
// Recurrence steps:
dz = f'(z)*dz // calculating dz and multiply the previous d
z = f(z) // forward iteration
For Mandelbrot set:
// initial values:
z = critical point ( critical pointis 0 for multibrot sets, z is variable)
c = ( c is a variable, read initial value from the pixel)
dc = 0
// Recurrence steps:
dc = f'(z)*dc + 1 // calculating dc and multiply the previous dc
z = f(z) // forward iteration
It can be computed with Maxima CAS :
display2d:false;
f:1/(z^3+d*z);
dz : diff(f,z,1); // first derivative of f wrt variable z
dc : diff(f,c,1); // first derivative of f wrt parameter c
Rational function
degree 3
wrt z
// function
f(z)= 1/(z^3 + c*z )
// first derivativwe wrt z
d = f'(z) = -(3z^2 +c)/(z^3 + cz)^2
// iteration:
z_(n+1) = f(z_n)
// initial values:
z = z
d = 1
// Recurrence steps:
d = - d*(3z^2 +c)/(z^3 + cz)^2
z = 1/(z^3 + c*z)
degree 5
thumb|right|Julia set f(z)=1 over az5+z3+bz
display2d:false;
f: 1/(a*z^5+ z^3 + b*z);
dz: diff(f,z,1);
in plain text:
dz = -(5*a*z^4+3*z^2+b)/(a*z^5+z^3+b*z)^2
Example:
1/((0.15*I+0.15)*z^5+(3*I-3)*z + z^3)
degree 5 by Buschmann
thumb|right|Julia set drawn by distance estimation, the iteration is of the form in black and white
f(z):=z^5/(4*z+2)-z^2+c+1
(%i4) diff(f(z), z,1);
(%o4) (5*z^4)/(4*z+2)-(4*z^5)/(4*z+2)^2-2*z
Polynomials
+ First derivative wrt z degree Function f(z) derivative wrt z 2 3 4 d
C src code for making exterior DEM/M images of Multibrot sets: Mandelbrot sets for where q is a degree of unicritical monomial:
#include <complex.h>
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
#include <omp.h> //OpenM
/*
fork of
mandelbrot-book how to write a book about the Mandelbrot set by Claude Heiland-Alle
https://code.mathr.co.uk/mandelbrot-book/blob/HEAD:/book/
https://stackoverflow.com/questions/77135883/why-do-my-functions-not-work-in-parallel
gcc s.c -lm -Wall -fopenmp
./a.out >ed.ppm // P6 = binary Portable PixMap see en wikipedia: Netpbm#File_formats
*/
const double pi = 3.141592653589793;
/*
int q = 5 ;
complex double f(complex double z, int q){ return cpow(z,q) + c;}
complex double d(complex double z, int q) {return q*cpow(z, q-1); }
*/
complex double f(complex double z, complex double c){ return z*z*z*z*z + c;}
complex double d(complex double z) {return 5*z*z*z*z; }
double cnorm(double _Complex z) // https://stackoverflow.com/questions/6363247/what-is-a-complex-data-type-and-an-imaginary-data-type-in-c
{
return creal(z) * creal(z) + cimag(z) * cimag(z);
}
void hsv2rgb(double h, double s, double v, int *red, int *grn, int *blu) {
double i, f, p, q, t, r, g, b;
int ii;
if (s == 0.0) { r = g = b = v; } else {
h = 6 * (h - floor(h));
ii = i = floor(h);
f = h - i;
p = v * (1 - s);
q = v * (1 - (s * f));
t = v * (1 - (s * (1 - f)));
switch(ii) {
case 0: r = v; g = t; b = p; break;
case 1: r = q; g = v; b = p; break;
case 2: r = p; g = v; b = t; break;
case 3: r = p; g = q; b = v; break;
case 4: r = t; g = p; b = v; break;
default:r = v; g = p; b = q; break;
}
}
*red = fmin(fmax(255 * r + 0.5, 0), 255);
*grn = fmin(fmax(255 * g + 0.5, 0), 255);
*blu = fmin(fmax(255 * b + 0.5, 0), 255);
}
int main()
{
const int aa = 4;
const int w = 800 * aa;
const int h = 800 * aa;
const int n = 1024;
const double r = 2;
const double px = r / (h/2);
const double r2 = 25 * 25;
unsigned char *img = malloc(3 * w * h);
#pragma omp parallel for schedule(dynamic)
for (int j = 0; j < h; ++j)
{
double _Complex c;
double _Complex z;
double _Complex dc;
double y = (h/2 - (j + 0.5)) / (h/2) * r;
for (int i = 0; i < w; ++i)
{
double x = (i + 0.5 - w/2) / (h/2) * r; // for q=2 add -0.5
c = x + I * y;
//double _Complex
dc = 0; // first derivative of zn with respect to c
//double _Complex z = 0;
z = 0;
int k;
for (k = 0; k < n; ++k)
{
//
dc = d(z)*dc +1;
z = f(z,c);
if (cnorm(z) > r2)
break;
}
// color
double hue = 0, sat = 0, val = 1; // interior color = white
if (k < n)
{ // exterior and boundary color
double _Complex de = 2 * z * log(cabs(z)) / dc;
hue = fmod(1 + carg(de) / (2 * pi), 1); // ? slope of de
sat = 0.25;
val = tanh(cabs(de) / px / aa);
}
// hsv to rgb conversion
int red, grn, blu;
hsv2rgb(hue, sat, val, &red, &grn, &blu);
// save rgb color to array
img[3*(j * w + i)+0] = red;
img[3*(j * w + i)+1] = grn;
img[3*(j * w + i)+2] = blu;
}
}
//
printf("P6\n%d %d\n255\n", w, h);
fwrite(img, 3 * w * h, 1, stdout);
free(img);
return 0;
}
C src code for making exterior DEM/J images of Julia sets for where q is a degree of unicritical monomial:
#include <complex.h>
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
#include <omp.h> //OpenM
/*
fork of
mandelbrot-book how to write a book about the Mandelbrot set by Claude Heiland-Alle
https://code.mathr.co.uk/mandelbrot-book/blob/HEAD:/book/
https://stackoverflow.com/questions/77135883/why-do-my-functions-not-work-in-parallel
gcc j.c -lm -Wall -fopenmp
./a.out >ed.ppm // P6 = binary Portable PixMap see en.wikipedia: Netpbm#File_formats
*/
complex double examples [6] = {0, 0, I, -0.0649150006787816892861875745218343125883 +0.76821968591243610206311097043854440463 *I, -0.239026451915233+0.415516996006582*I, 0};
const double pi = 3.141592653589793;
int q = 4 ; // degree of multibrot set
/*
complex double f(complex double z, int q){ return cpow(z,q) + c;}
complex double d(complex double z, int q) {return q*cpow(z, q-1); }
*/
complex double f(complex double z, complex double c){ return z*z*z*z + c;} // multibrot z^q + c
complex double d(complex double z) {return 4*z*z*z; } // q*z^{q-1}
double cnorm(double _Complex z) // https://stackoverflow.com/questions/6363247/what-is-a-complex-data-type-and-an-imaginary-data-type-in-c
{
return creal(z) * creal(z) + cimag(z) * cimag(z);
}
void hsv2rgb(double h, double s, double v, int *red, int *grn, int *blu) {
double i, f, p, q, t, r, g, b;
int ii;
if (s == 0.0) { r = g = b = v; } else {
h = 6 * (h - floor(h));
ii = i = floor(h);
f = h - i;
p = v * (1 - s);
q = v * (1 - (s * f));
t = v * (1 - (s * (1 - f)));
switch(ii) {
case 0: r = v; g = t; b = p; break;
case 1: r = q; g = v; b = p; break;
case 2: r = p; g = v; b = t; break;
case 3: r = p; g = q; b = v; break;
case 4: r = t; g = p; b = v; break;
default:r = v; g = p; b = q; break;
}
}
*red = fmin(fmax(255 * r + 0.5, 0), 255);
*grn = fmin(fmax(255 * g + 0.5, 0), 255);
*blu = fmin(fmax(255 * b + 0.5, 0), 255);
}
int main()
{
const int aa = 4;
const int w = 800 * aa;
const int h = 800 * aa;
const int n = 1024;
const double r = 2;
const double px = r / (h/2);
const double r2 = 25 * 25;
unsigned char *img = malloc(3 * w * h);
double _Complex c = examples[q];
#pragma omp parallel for schedule(dynamic)
for (int j = 0; j < h; ++j)
{
double y = (h/2 - (j + 0.5)) / (h/2) * r;
for (int i = 0; i < w; ++i)
{
double x = (i + 0.5 - w/2) / (h/2) * r; // for q=2 add -0.5
double _Complex z = x + I * y;
double _Complex dz = 1.0; // first derivative of zn with respect to z
int k;
for (k = 0; k < n; ++k)
{
//
dz = d(z)*dz ;
z = f(z,c);
if (cnorm(z) > r2)
break;
}
// color
double hue = 0, sat = 0, val = 1; // interior color = white
if (k < n)
{ // exterior and boundary color
double _Complex de = 2 * z * log(cabs(z)) / dz;
hue = fmod(1 + carg(de) / (2 * pi), 1); // ? slope of de
sat = 0.25;
val = tanh(cabs(de) / px / aa);
}
// hsv to rgb conversion
int red, grn, blu;
hsv2rgb(hue, sat, val, &red, &grn, &blu);
// save rgb color to array
img[3*(j * w + i)+0] = red;
img[3*(j * w + i)+1] = grn;
img[3*(j * w + i)+2] = blu;
}
}
//
printf("P6\n%d %d\n255\n", w, h);
fwrite(img, 3 * w * h, 1, stdout);
free(img);
return 0;
}
Complex quadratic polynomial
z^2+c
First derivative wrt c
On parameter plane :
is a variable
is constant
This derivative can be found by iteration starting with
and then ( compute derivative before next z because it uses previous values of z):
This can be verified by using the chain rule for the derivative.
Maxima CAS function :
dcfn(p, z, c) :=
if p=0 then 1
else 2*fn(p-1,z,c)*dcfn(p-1, z, c)+1;
Example values :
It can be used for:
the distance estimation method for drawing a Mandelbrot set ( DEM/M )
First derivative wrt z
is first derivative with respect to z.
This derivative can be found by iteration starting with
and then :
description arbitrary name formula Initial conditions Recurrence step common namesiterated complex quadratic polynomial z or f first derivative with respect to z dz, d (from derivative) or p ( from prime) of f'
Derivation of recurrence relation:
Following the derivative
"As we iterate z, we can look at the derivatives of P at z. In our case it is quite simple: P′(z)=2z. Multiplying all these numbers along an orbit yields the derivative at z of the composition Pn. This multiplication can be carried on iteratively as we iterate z " A Cheritat
der = 1
z = c # note that we start with c instead of 0, to avoid multiplying the derivative by 0
for n in range(0,N):
new_z = z*z+c
new_der = der*2*z
z = new_z
der = new_der
It can be used for :
computing the external distance to the Julia set (DEM/J)
detection of interior points of Mandelbrot set componnetsA Cheritat wiki : Mandelbrot_set - Interior_detection_methods
unsigned char ComputeColorOfDEMJ(complex double z){
int nMax = IterMax_DEM;
complex double dz = 1.0; // is first derivative with respect to z.
double distance;
double cabsz;
int n;
for (n=0; n < nMax; n++){ //forward iteration
if (cabs2(z)> ER2 || cabs(dz)> 1e60) break; // big values
dz = derivative_wrt_z(z) * dz;
z = f(z); /* forward iteration : complex quadratic polynomial */
}
if (n==nMax) return iColorOfInterior; // not escaping
// escaping and boundary
cabsz = cabs(z);
distance = 2.0 * cabsz* log(cabsz)/ cabs(dz);
double g = tanh(distance / PixelWidth);
return 255*g; // iColorOfExterior;
}
logistic map
Logistic mapFractalforums.org : exterior-distance-estimation-for-logistic-map
complex cubic polynomial
wrt z
(%i2) display2d:false;
(%o2) false
(%i3) f(z):= z^3 + c;
(%o3) f(z):=z^3+c
(%i4) diff(f(z), z,1);
(%o4) 3*z^2
(%i5) diff(f(z), c,1);
(%o5) 1
thumb|right|Julia set for f(z) = z^3 +z*(0.1008317508132964*i + 1.004954206930806)
// function
f(z)= z^3 + c*z
// first derivativwe wrt z
d = f'(z) = 3*z^2 + c
// iteration:
z_(n+1) = f(z_n)
// initial values:
z = z
d = 1
// Recurrence steps:
d = (3*z^2 + c)*d
z = z^3 + c*z
quarctic
(%i1) display2d:false;
(%o1) false
(%o4) f(z):=z^4+c
(%i5) diff(f(z), z,1);
(%o5) 4*z^3
FAQ
why new d must be computed before new z ? Following_the_derivative by Arnaud Cheritat
Aplications
Vector field gradient
Newton method and recurrence relations
eDEM = Distance Estimation Method for exterior of the set
DEM/M- for Mandelbrot set
DEM/J for Julia set
iDEM = DEM for interior
stability of periodic point ( multiplier)
finding critical points
slope - an algorithm for converting 2D image to 3D
Keep track of derivatives of Z+z wrt. Z1+z1 (where Z0+z0 is at the critical point, usually 0 ). When the absolute value of the derivative drops below a threshold such as 0.001, classify it as interior and stop iterating.
Keep track of derivatives of Z+z wrt. pixel coordinates k . As Z is constant for the whole image, you just need dzdk . An easy way to do this is with dual numbers for automatic numeric differentiation. Set up the pixel coordinates as dual numbers with dual part 1+0i , then transform them to the complex C+c plane of the fractal iterations. At the end you plug the complex derivative into the (directional) distance estimate formula, it is already prescaled by the pixel spacing (this also helps to avoid overflow during iteration). ( Claude Heiland-Allen)
finding equation of normal and tangent to the curve
to find the equation of the normal line to the curve at the given point by Krista King Math:Finding The Equation Of The Normal Line To The Curve by Krista King Math
Take the derivative of the original curve, and evaluate it at the given point. This is the slope of the tangent line, called m.
Find the negative reciprocal of m. This is the slope of the normal line, which we’ll call n. So n = −1/m.
Plug n and the given point into the point-slope formulaPoint–slope form or Point-gradient form of line equation for the equation of the line, (y−y1)=n(x−x1)
Simplify the equation by solving for y
Interior distance estimation
The Interior distance estimation is given by :
where
is the period = length of the periodic orbit
is the point from parameter plane to be estimated
is the complex quadratic polynomial
is the -fold iteration of
is any of the points that make the periodic orbit ( limit cycle )
4 derivatives of evaluated at :
First partial derivative with respect to z
It must be computed recursively by applying the chain rule :
Starting points :
First iteration :
Second iteration :
General rule for p iteration :
First partial derivative with respect to c
It must be computed recursively by applying the chain rule :
Starting points :
First iteration :
Second iteration :
General rule for p iteration :
Second order partial derivative with respect to z
It must be computed :
together with : and
recursively by applying the chain rule
Starting points :
First iteration :
Second iteration :
General rule for p iteration :
Second order mixed partial derivative
How to compute derivative ?
wolfram alpha
Maxima
p-norm of the gradient
The p-norm of the gradient is:fractalforums.org : m-brot-distance-estimation-versus-claudes-fake-de
and set p=-2.
See also
automatic differentiationAutomatic_differentiation in wikipedia
derivatives w.r.t. pixel coordinates by Claude
Pixel = (x + i y); x in [0..w), y in [0..h) (may be fractional if using jitter)
C = r exp(i pi (Pixel - (w + i h) /2) / w) + C0
dc/dpixel = r i pi / w exp(i pi (Pixel - (w + i h) /2) / w)
for z <- z^2 + c:
dz/dpixel <- 2 z dz/dpixel + dc/dpixel
distance estimate in screen space : de = |z| log |z| / |dz/dpixel|
here:
pixel_size = |dc/dpixel| (just divide through by dc/dpixel to get dz/dpixel / dc/dpixel = dz/dc, etc)
dy = (2 * circle_period * Math.PI) / image_size;
dx = dy * height_ratio;
height_ratio is usually 1. Its just there to stretch the image on one direction.
derivatives wrt pixel are less likely to overflow, and give screen space de automatically.fractalforums.org: ultrafractal exponential-map-transform
Also, now that I checked again the e^(x*dx) term, is actually e^(x*dx + offset). I don't know if this changes the things alot.
C value = (e^(x*dx + offset)) * (cos(y * dy) + sin(y* dy)i) + C0
References