# What is the smallest positive integer that will never be used?

This is a bit like the “what is the smallest uninteresting number?” paradox, but not paradoxical: we do not have to name it (and hence make it thought about/interesting) to reason about it.

I will first give a somewhat rough probabilistic bound, and then a much easier argument for the scale of this number. TL;DR: the number is likely smaller than $10^{173}$.

# Probabilistic bound

If we think about $k$ numbers with frequencies $N(x)$, $N(x)$ approaches some probability distribution $p(x)$. To simplify things we assume $p(x)$ is a decreasing function of $x$; this is not strictly true (see below) but likely good enough.

If we denote the cumulative distribution function $P(x)=\Pr[X we can use the k:th order statistics to calculate the distribution of the maximum of the numbers: $F_{(k)}(x) = [P(x)]^{k}$. We are interested in the point where it becomes is likely that the number $x$ has not come up despite the trials, which is somewhere above the median of the maximum: $F_{(k)}(x^*)=1/2$.

What shape does $p(x)$ have? (Dorogovtsev, Mendes, Oliveira 2005) investigated numbers online and found a complex, non-monotonic shape. Obviously dates close to the present are overrepresented, as are prices (ending in .99 or .95), postal codes and other patterns. Numbers in exponential notation stretch very far up. But mentions of explicit numbers generally tend to follow $N(x)\sim 1/\sqrt{x}$, a very flat power-law.

So if we have $k$ uses we should expect roughly $x since much larger x are unlikely to occur even once in the sample. We can hence normalize to get $p(x)=\frac{1}{2(k-1)}\frac{1}{\sqrt{x}}$. This gives us $P(x)=(\sqrt{x}-1)/(k-1)$, and hence $F_{(k)}(x)=[(\sqrt{x}-1)/(k-1)]^k$. The median of the maximum becomes $x^* = ((k-1)2^{-1/k}+1)^2 \approx k^2 - 2k \ln(2)$. We are hence not entirely bumping into the $k^2$ ceiling, but we are close – a more careful argument is needed to take care of this.

So, how large is $k$ today? Dorogovtsev et al. had on the order of $k=10^{12}$, but that was just searchable WWW pages back in 2005. Still, even those numbers contain numbers that no human ever considered since many are auto-generated. So guessing $x^* \approx 10^{24}$ is likely not too crazy. So by this argument, there are likely 24 digit numbers that nobody ever considered.

# Consider a number…

Another approach is to assume each human considers a number about once a minute throughout their lifetime (clearly an overestimate given childhood, sleep, innumeracy etc. but we are mostly interested in orders of magnitude anyway and making an upper bound) which we happily assume to be about a century, giving a personal $k$ across a life as about $10^{8}$. There has been about 100 billion people, so humanity has at most considered $10^{19}$ numbers. This would give an estimate using my above formula as $x^* \approx 10^{38}$.

But that assumes “random” numbers, and is a very loose upper bound, merely describing a “typical” small unconsidered number. Were we to systematically think through the numbers from 1 and onward we would have the much lower $x^* \approx 10^{19}$. Just 19 digits!

One can refine this a bit: if we have time $T$ and generate new numbers at a rate $r$ per second, then $k=rT$ and we will at most get $k$ numbers. Hence the smallest number never considered has to be at most $k+1$.

Seth Lloyd estimated that the observable universe cannot have performed more than $10^{120}$ operations on $10^{90}$ bits. If each of those operations was a consideration of a number we get a bound on the first unconsidered number as $<10^{120}$.

This can be used to consider the future too. Computation of our kind can continue until proton decay in $\sim 10^{36}$ years or so, giving a bound of $10^{173}$ if we use Lloyd’s formula. That one uses the entire observable universe; if we instead consider our own future light cone the number is going to be much smaller.

But the conclusion is clear: if you write a 173 digit number with no particular pattern of digits (a bit more than two standard lines of typing), it is very likely that this number would never have shown up across the history of the entire universe except for your action. And there is a smaller number that nobody – no human, no alien, no posthuman galaxy brain in the far future – will ever consider.

# Newtonmas fractals: rose of gravity

Continuing my intermittent Newtonmas fractal tradition (2014, 2016, 2018), today I play around with a very suitable fractal based on gravity.

The problem

On Physics StackExchange NiveaNutella asked a simple yet tricky to answer question:

If we have two unmoving equal point masses in the plane (let’s say at $(\pm 1,0)$) and release particles from different locations they will swing around the masses in some trajectory. If we colour each point by the mass it approaches closest (or even collides with) we get a basin of attraction for each mass. Can one prove the boundary is a straight line?

User Kasper showed that one can reframe the problem in terms of elliptic coordinates and show that this implies a straight boundary, while User Lineage showed it more simply using the second constant of motion. I have the feeling that there ought to be an even simpler argument. Still, Kasper’s solution show that the generic trajectory will quasiperiodically fill a region and tend to come arbitrarily close to one of the masses.

The fractal

In any case, here is a plot of the basins of attraction shaded by the time until getting within a small radius $r_{trap}$ around the masses. Dark regions take long to approach any of the masses, white regions don’t converge within a given cut-off time.

The boundary is a straight line, and surrounding the simple regions where orbits fall nearly straight into the nearest mass are the wilder regions where orbits first rock back and forth across the x-axis before settling into ellipses around the masses.

The case for 5 evenly spaced masses for $r_{trap}=0.1$ and 0.01 (assuming unit masses at unit distance from origin and $G=1$) is somewhat prettier.

As $r_{trap}\rightarrow 0$ the basins approach ellipses around their central mass, corresponding to orbits that loop around them in elliptic orbits that eventually get close enough to count as a hit. The onion-like shading is due to different number of orbits before this happens. Each basin also has a tail or stem, corresponding to plunging orbits coming in from afar and hitting the mass straight. As the trap condition is made stricter they become thinner and thinner, yet form an ever more intricate chaotic web oughtside the central region. Due to computational limitations (read: only a laptop available) these pictures are of relatively modest integration times.

I cannot claim credit for this fractal, as NiveaNutella already plotted it. But it still fascinates me.

Wada basins and mille-feuille collision manifolds

These patterns are somewhat reminiscent of the classic Newton’s root-finding iterative formula fractals: several basins of attraction with a fractal border where pairs of basins encounter interleaved tiny parts of basins not member of the pair.

However, this dynamics is continuous rather than discrete. The plane is a 2D section through a 4D phase space, where starting points at zero velocity accelerate so that they bob up and down/ana and kata along the velocity axes. This also leads to a neat property of the basins of attraction: they are each arc-connected sets, since for any two member points that are the start of trajectories they end up in a small ball around the attractor mass. One can hence construct a map from $[0,1]$ to $(x,y,\dot{x},\dot{x})$ that is a homeomorphism. There are hence just N basins of attraction, plus a set of unstable separatrix points that never approach the masses. Some of these border points are just invariant (like the origin in the case of the evenly distributed masses), others correspond to unstable orbits.

Each mass is surrounded by a set of trajectories hitting it exactly, which we can parametrize by the angle they make and the speed they have inwards when they pass some circle around the mass point. They hence form a 3D manifold $\theta \times v \times t$ where $t\in (0,\infty)$ counts the time until collision (i.e. backwards). These collision manifolds must extend through the basin of attraction, approaching the border in ever more convoluted ways as $t$ approaches $\infty$. Each border point has a neighbourhood where there are infinitely many trajectories directly hitting one of the masses. They form 3D sheets get stacked like an infinitely dense mille-feuille cake in the 4D phase space. And typically these sheets are interleaved with the sheets of the other attractors. The end result is very much like the Lakes of Wada. Proving the boundary actually has the Wada property is tricky, although new methods look promising.

The magnetic pendulum

This fractal is similar to one I made back in 1990 inspired by the dynamics of the magnetic decision-making desk toy, a pendulum oscillating above a number of magnets. Eventually it settles over one. The basic dynamics is fairly similar (see Zhampres’ beautiful images or this great treatment). The difference is that the gravity fractal has no dissipation: in principle orbits can continue forever (but I end when they get close to the masses or after a timeout) and in the magnetic fractal the force dependency was bounded, a $K/(r^2 + c)$ force rather than the $G/r^2$.

That simulation was part of my epic third year project in the gymnasium. The topic was “Chaos and self-organisation”, and I spent a lot of time reading the dynamical systems literature, running computer simulations, struggling with WordPerfect’s equation editor and producing a manuscript of about 150 pages that required careful photocopying by hand to get the pasted diagrams on separate pieces of paper to show up right. My teacher eventually sat down with me and went through my introduction and had me explain Poincaré sections. Then he promptly passed me. That was likely for the best for both of us.

Appendix: Matlab code

showPlot=0; % plot individual trajectories
randMass = 0; % place masses randomly rather than in circle

RTRAP=0.0001; % size of trap region
tmax=60; % max timesteps to run
S=1000; % resolution

x=linspace(-2,2,S);
y=linspace(-2,2,S);
[X,Y]=meshgrid(x,y);

N=5;
theta=(0:(N-1))*pi*2/N;
PX=cos(theta); PY=sin(theta);
if (randMass==1)
s = rng(3);
PX=randn(N,1); PY=randn(N,1);
end

clf

hit=X*0;
hitN = X*0; % attractor basin
hitT = X*0; % time until hit
closest = X*0+100;
closestN=closest; % closest mass to trajectory

tic; % measure time
for a=1:size(X,1)
disp(a)
for b=1:size(X,2)
[t,u,te,ye,ie]=ode45(@(t,y) forceLaw(t,y,N,PX,PY), [0 tmax], [X(a,b) 0 Y(a,b) 0],odeset('Events',@(t,y) finishFun(t,y,N,PX,PY,RTRAP^2)));

if (showPlot==1)
plot(u(:,1),u(:,3),'-b')
hold on
end

if (~isempty(te))
hit(a,b)=1;
hitT(a,b)=te;

mind2=100^2;
for k=1:N
dx=ye(1)-PX(k);
dy=ye(3)-PY(k);
d2=(dx.^2+dy.^2);
if (d2<mind2) mind2=d2; hitN(a,b)=k; end
end

end
for k=1:N
dx=u(:,1)-PX(k);
dy=u(:,3)-PY(k);
d2=min(dx.^2+dy.^2);
closest(a,b)=min(closest(a,b),sqrt(d2));

if (closest(a,b)==sqrt(d2)) closestN(a,b)=k; end
end
end

if (showPlot==1)
drawnow
pause
end
end
elapsedTime = toc

if (showPlot==0)
% Make colorful plot
co=hsv(N);
mag=sqrt(hitT);
mag=1-(mag-min(mag(:)))/(max(mag(:))-min(mag(:)));
im=zeros(S,S,3);
im(:,:,1)=interp1(1:N,co(:,1),closestN).*mag;
im(:,:,2)=interp1(1:N,co(:,2),closestN).*mag;
im(:,:,3)=interp1(1:N,co(:,3),closestN).*mag;
image(im)
end

% Gravity
function dudt = forceLaw(t,u,N,PX,PY)
%dudt = zeros(4,1);
dudt=u;
dudt(1) = u(2);
dudt(2) = 0;
dudt(3) = u(4);
dudt(4) = 0;

dx=u(1)-PX;
dy=u(3)-PY;
d=(dx.^2+dy.^2).^-1.5;
dudt(2)=dudt(2)-sum(dx.*d);
dudt(4)=dudt(4)-sum(dy.*d);

% for k=1:N
% dx=u(1)-PX(k);
% dy=u(3)-PY(k);
% d=(dx.^2+dy.^2).^-1.5;
% dudt(2)=dudt(2)-dx.*d;
% dudt(4)=dudt(4)-dy.*d;
% end
end

% Are we close enough to one of the masses?
function [value,isterminal,direction] =finishFun(t,u,N,PX,PY,r2)
value=1000;
for k=1:N
dx=u(1)-PX(k);
dy=u(3)-PY(k);
d2=(dx.^2+dy.^2);
value=min(value, d2-r2);
end
isterminal=1;
direction=0;
end

# Newtonmass fractals 2018

It is Newtonmass, and that means doing some fun math. I try to invent a new fractal or something similar every year: this is the result for 2018.

The Newton fractal is an old classic. Newton’s method for root finding iterates an initial guess $z_0$ to find a better approximation $z_{n+1}=z_{n}-f(z_{n})/f'(z_{n})$. This will work as long as $f'(z)\neq 0$, but which root one converges to can be sensitively dependent on initial conditions. Plotting which root a given initial value ends up with gives the Newton fractal.

The Newton-Gauss method is a method for minimizing the total squared residuals $S(\beta)=\sum_{i=1}^m r_i^2(\beta)$ when some function dependent on n-dimensional parameters $\beta$ is fitted to $m$ data points $r_i(\beta)=f(x_i;\beta)-y_i$. Just like the root finding method it iterates towards a minimum of $S(\beta)$: $\beta_{n+1} = \beta_n - (J^t J)^{-1}J^t r(\beta)$ where $J$ is the Jacobian $J_{ij}=\frac{\partial r_i}{\partial \beta_j}$. This is essentially Newton’s method but in a multi-dimensional form.

So we can make fractals by trying to fit (say) a function consisting of the sum of two Gaussians with different means (but fixed variances) to a random set of points. So we can set $f(x;\beta_1,\beta_2)=(1/\sqrt{2\pi})[e^{-(x-\beta_1)^2/2}+(1/4)e^{-(x-\beta_1)^2/8}]$ (one Gaussian with variance 1 and one with 1/4 – the reason for this is not to make the diagram boringly symmetric as for the same variance case). Plotting the location of the final $\beta(50)$ (by stereographically mapping it onto a unit sphere in (r,g,b) space) gives a nice fractal:

It is a bit modernistic-looking. As I argued in 2016, this is because the generic local Jacobian of the dynamics doesn’t have much rotation.

As more and more points are added the attractor landscape becomes simpler, since it is hard for the Gaussians to “stick” to some particular clump of points and the gradients become steeper.

This fractal can obviously be generalized to more dimensions by using more parameters for the Gaussians, or more Gaussians etc.

The fractality is guaranteed by the generic property of systems with several attractors that points at the border of two basins of attraction will tend to find their ways to other attractors than the two equally balanced neighbors. Hence a cut transversally across the border will find a Cantor-set of true basin boundary points (corresponding to points that eventually get mapped to a singular Jacobian in the iteration formula, like the boundary of the Newton fractal is marked by points mapped to $f'(z_n)=0$ for some n) with different basins alternating.

Merry Newtonmass!

# Fractals and Steiner chains

I recently came across this nice animated gif of a fractal based on a Steiner chain, due to Eric Martin Willén. I immediately wanted to replicate it.

### Make Steiner chains easily

First, how do you make a Steiner chain? It is easy using inversion geometry. Just decide on the number of circles tangent to the inner circle ($n$). Then the ratio of the radii of the inner and outer circle will be $r/R = (1-\sin(\pi/n))/(1+\sin(\pi/n))$. The radii of the circles in the ring will be $(R-r)/2$ and their centres are located at distance $(R+r)/2$ from the origin. This produces a staid concentric arrangement. Now invert with relation to an arbitrary circle: all the circles are mapped to other circles, their tangencies preserved. Voila! A suitably eccentric Steiner chain to play with.

Since the original concentric chain obviously can be rotated continuously without losing touch with the inner and outer circle, this also generates a continuous family of circles after the inversion. This is why Steiner’s porism is true: if you can make the initial chain, you get an infinite number of other chains with the same number of circles.

### Iterated function systems with circle maps

The fractal works by putting copies of the whole set of circles in the chain into each circle, recursively. I remap the circles so that the outer circle becomes the unit circle, and then it is easy to see that for a given small circle with (complex) centre $z$ and radius $r$ the map $f(w)=(w+z)r$ maps the interior of the unit circle to it. Use the ease of rotating the original concentric ring to produce an animation, and we can reconstruct the fractal.

Done.

Except… it feels a bit dry.

Ever since I first encountered iterated function systems in the 1980s I have felt they tend towards a geometric aesthetics that is not me, ferns notwithstanding. A lot has to do with the linearity of the transformations. One can of course add rotations, which cheers up the fractal a bit.

But still, I love the nonlinearity and harmony of conformal mappings.

### Inversion makes things better!

Enter the circle inversion fractals. They are the sets of the plane that map to themselves when being inverted in any and all of a set of generating circles (or, equivalently, the limit set of points under these inversions). As a rule of thumb, when the circles do not touch the fractal will be Cantor/Fatou-style fractal dust. When the circles are tangent the fractal will pass through the point of tangency. If three circles are tangent the fractal will contain a circle passing through these points. Since Steiner chains have lots of tangencies, we should get a lot of delicious fractals by using them as generators.

I use nearly the same code I used for the elliptic inversion fractals, mostly because I like the colours. The “real” fractal is hidden inside the nested circles, composed of an infinite Apollonian gasket of circles.

Note how the fractal extends outside the generators, forming a web of circles. Convergence is slow near tangent points, making it “fuzzy”. While it is easy to see the circles that belong to the invariant set that are empty, there are also circles going through the foci inside the coloured disks, touching the more obvious circles near those fuzzy tangent points. There is a lot going on here.

But we can complicate things by allowing the chain to slide and see how the fractal changes.

This is pretty neat.

# Håkan’s surface

Here is a minimal surface based on the Weierstrass-Enneper representation $f(z)=1, g(z)=\tanh^2(z)$. Written explicitly as a function from the complex number z to 3-space it is $\Re([-\tanh(z)(\mathrm{sech}^2(z)-4)/6,i(6z+\tanh(z)(\mathrm{sech}^2(z)-4))/6,z-\tanh(z)])$.

It is based on my old tanh surface, but has a wilder style. It gets helped by the fact that my triangulation in the picture is pretty jagged. On one hand it has two flat ends, but also a infinite number of catenoid openings (only two shown here).

I call it Håkan’s surface, since I came up with it on my dear husband’s birthday. Happy birthday, Håkan!

# An elliptic remark

I recently returned to toying around with circle and sphere inversion fractals, that is, fractal sets that are invariant under inversion in a given set of circles or spheres.

That got me thinking: can you invert points in other things than circles? Of course you can! José L. Ramírez has written a nice overview of inversion in ellipses. Basically a point $P$ is projected to another point $P'$ so that $||P-O||\cdot ||P'-O||=||Q-O||^2$ where $O$ is the centre of the ellipse and $Q$ is the point where the ray between $O, P', P$ intersects the ellipse.

In Cartesian coordinates, for an ellipse centered on the origin and with semimajor and minor axes $a,b$, the inverse point of $P=(u,v)$ is $P'=(x,y)$ where $x=\frac{a^2b^2u}{b^2u^2+a^2v^2}$ and $y=\frac{a^2b^2v}{b^2u^2+a^2v^2}$. Basically this is a squashed version of the circle formula.

Many of the properties remain the same. Lines passing through the centre of the ellipse are unchanged. Other lines get mapped to ellipses; if they intersect the inversion ellipse the new ellipse also intersect it at those points. Hence tangent lines are mapped to tangent ellipses. Ellipses with parallel axes and equal eccentricities map onto other ellipses (or lines if they intersect the centre of the inversion ellipse). Other conics get turned into cubics; for example a hyperbola gets mapped to a lemniscate. (See also this paper for more examples).

Now, from a fractal standpoint this means that if you have a set of ellipses that are tangent you should expect a fractal passing through their points of tangency. Basically all of the standard circle inversion fractals hence have elliptic counterparts. Here is the result for a ring of 4 or 6 mutually tangent ellipses:

These pictures were generated by taking points in the plane and inverting them with randomly selected ellipses; as the process continues they get attracted to the invariant set (this is basically a standard iterated function system). It also has the known problem of finding the points at the tangencies, since the iteration has to loop consistently between inverting in the two ellipses to get there, but it is likely that a third will be selected at some point.

One approach is to deliberately recurse downward to find the points using a depth first search. We can take look at where each ellipse is mapped by each of the inversions, and since the fractal is inside each of the mapped ellipses we can then continue mapping the chain of mapped ellipses, getting nice bounds on where it is going (as long as everything is shrinking: this is guaranteed as long as it is mappings from the outside to the inside of the generating ellipses, but if they were to overlap things can explode). Doing this for just one step reveals one reason for the quirky shapes above: some of the ellipses get mapped into crescents or pears, adding a lot of bends:

Now, continuing this process makes a nested structure where the invariant set is hidden inside all the other mapped ellipses.

It is still hard to reach the tangent points, but at least now they are easier to detect. They are also numerically tough: most points on the ellipse circumferences are mapped away from them towards the interior of the generating ellipse. Still, if we view the mapped ellipses as uncertainties and shade them in we can get a very pleasing map of the invariant set:

Here are a few other nice fractals based on these ideas:

Using a mix of circles and ellipses produces a nice mix of the regularity of the circle-based Apollonian gaskets and the swooshy, Hénon fractal shape the ellipses induce.

# Appendix: Matlab code

% center=[-1 -1 2 1; -1 1 1 2; 1 -1 1 2; 1 1 2 1];
% center(:,3:4)=center(:,3:4)*(2/3);
%
%center=[-1 -1 2 1; -1 1 1 2; 1 -1 1 2; 1 1 2 1; 3 1 1 2; 3 -1 2 1];
%center(:,3:4)=center(:,3:4)*(2/3);
%center(:,1)=center(:,1)-1;
%
% center=[-1 -1 2 1; -1 1 1 2; 1 -1 1 2; 1 1 2 1];
% center(:,3:4)=center(:,3:4)*(2/3);
% center=[center; 0 0 .51 .51];
%
% egg
% center=[0 0 0.6666 1; 2 2 2 2; -2 2 2 2; -2 -2 2 2; 2 -2 2 2];
%
% double
%r=0.5;
%center=[-r 0 r r; r 0 r r; 2 2 2 2; -2 2 2 2; -2 -2 2 2; 2 -2 2 2];
%
% Double egg
center=[0.3 0 0.3 0.845; -0.3 0 0.3 0.845; 2 2 2 2; -2 2 2 2; -2 -2 2 2; 2 -2 2 2];
%
M=size(center,1); % number of ellipses
N=100; % points on fill curves
X=randn(N+1,2);
clf
hold on
tt=2*pi*(0:N)/N;
alpha 0.2
for i=1:M
X(:,1)=center(i,1)+center(i,3)*cos(tt);
X(:,2)=center(i,2)+center(i,4)*sin(tt);
plot(X(:,1),X(:,2),'k');
for j=1:M
if (i~=j)
recurseDown(X,[i j],10,center)
drawnow
end
end
end


## Recursedown.m

function recurseDown(X,ellword,maxlevel,center)
i=ellword(end); % invert in latest ellipse
%
% Perform inversion
C=center(i,1:2);
A2=center(i,3).^2;
B2=center(i,4).^2;
Y(:,1)=X(:,1)-C(:,1);
Y(:,2)=X(:,2)-C(:,2);
X(:,1)=C(:,1)+A2.*B2.*Y(:,1)./(B2.*Y(:,1).^2+A2.*Y(:,2).^2);
X(:,2)=C(:,2)+A2.*B2.*Y(:,2)./(B2.*Y(:,1).^2+A2.*Y(:,2).^2);
%
if (norm(max(X)-min(X))<0.005) return; end
%
co=hsv(size(center,1));
coco=mean([1 1 1; 1 1 1; co(ellword,:)]);
%
%    plot(X(:,1),X(:,2),'Color',coco)
fill(X(:,1),X(:,2),coco,'FaceAlpha',.2,'EdgeAlpha',0)
%
if (length(ellword)<maxlevel)
for j=1:size(center,1)
if (j~=i)
recurseDown(X,[ellword j],maxlevel,center)
end
end
end


# Calabi-Yau and Hanson’s surfaces

I have a glass cube on my office windowsill containing a slice of a Calabi-Yau manifold, one of Bathsheba Grossman’s wonderful creations. It is an intricate, self-intersecting surface with lots of unexpected symmetries. A visiting friend got me into trying to make my own version of the surface.

First, what is the equation for it? Grossman-Hanson’s explanation is somewhat involved, but basically what we are seeing is a 2D slice through a 6-dimensional manifold in a projective space expressed as the 4D manifold $z_1^5+z_2^5=1$, where the variables are complex. Hanson shows that this is a kind of complex superquadric in this paper. This leads to the formulae:

$z_1(\theta,\xi,k_1)=e^{2\pi i k_1 / n}\cosh(\theta+\xi i)^{2/n}$

$z_2(\theta,\xi,k_2)=e^{2 \pi i k_2 / n}\sinh(\theta+\xi i)^{2/n}/i$

where the k’s run through $0 \leq k \leq (n-1)$. Each pair $k_1,k_2$ corresponds to one patch of what is essentially a complex catenoid. This is still a 4D object. To plot it, we plot the points

$(\Re(z_1),\Re(z_2),\cos(\alpha)\Im(z_1)+\sin(\alpha)\Im(z_2))$

where $\alpha$ is some suitable angle to tilt the projection into 3-space. Hanson’s explanation is very clear; I originally reverse-engineered the same formula from the code at Ziyi Zhang’s site.

The result is pretty nifty. It is tricky to see how it hangs together in 2D; rotating it in 3D helps a bit. It is composed of 16 identical patches:

The boundary of the patches meet other patches except along two open borders (corresponding to large or small values of $\theta$): these form the edges of the manifold and strictly speaking I ought to have rendered them to infinity. That would have made it unbounded and somewhat boring to look at: four disks meeting at an angle, with the interesting part hidden inside. By marking the edges we can see that the boundary are four linked wobbly circles:

A surface bounded by a knot or a link is called a Seifert surface. While these surfaces look a lot like minimal surfaces they are not exactly minimal when I estimate the mean curvature (it should be exactly zero); while this could be because of lack of numerical precision I think it is real: while minimal surfaces are Ricci-flat, the converse is not necessarily true.

Changing N produces other surfaces. N=2 is basically a catenoid (tilted and self-intersecting). As N increases it becomes more like a barrel or a pufferfish, with one direction dominated by circular saddle regions, one showing a meshwork of spaces reminiscent of spacefilling minimal surfaces, and one a lot of overlapping “barbs”.

Note that just like for minimal surfaces one can multiply $z_1, z_2$ by $e^{i\omega}$ to get another surface in an associate family. In this case it circulates the patches along their circles without changing the surface much.

Hanson also notes that by changing the formula to $z_1^{n_1}+z_2^{n_2}=1$ we can get boundaries that are torus-knot-like. This leads to the formulae:

$z_1(\theta,\xi,k_1)=e^{2\pi i k_1 / n_1}\cosh(\theta+\xi i)^{2/n_1}$

$z_2(\theta,\xi,k_2)=e^{2 \pi i k_2 / n_2}\sinh(\theta+\xi i)^{2/n_2}/i$

## Appendix: Matlab code

%% Initialization edge=0; % Mark edge? coloring=1; % Patch coloring type n=4; s=0.1; % Gridsize alp=1; ca=cos(alp); sa=sin(alp); % Projection [theta,xi]=meshgrid(-1.5:s:1.5,1*(pi/2)*(0:1:16)/16); z=theta+xi*i; % Color scheme tt=2*pi*(1:200)'/200; co=.5+.5*[cos(tt) cos(tt+1) cos(tt+2)]; colormap(co) %% Plot clf hold on for k1=0:(n-1) for k2=0:(n-1) z1=exp(k1*2*pi*i/n)*cosh(z).^(2/n); z2=exp(k2*2*pi*i/n)*(1/i)*sinh(z).^(2/n); X=real(z1); Y=real(z2); Z=ca*imag(z1)+sa*imag(z2); if (coloring==0) surf(X,Y,Z); else switch (coloring) case 1 C=z1*0+(k1+k2*n); % Color by patch case 2 C=abs(z1); case 3 C=theta; case 4 C=xi; case 5 C=angle(z1); case 6 C=z1*0+1; end h=surf(X,Y,Z,C); set(h,'EdgeAlpha',0.4) end if (edge>0) plot3(X(:,end),Y(:,end),Z(:,end),'r','LineWidth',2) plot3(X(:,1),Y(:,1),Z(:,1),'r','LineWidth',2) end end end view([2 3 1]) camlight h=camlight('left'); set(h,'Color',[1 1 1]*.5) axis equal axis vis3d axis off 

# Infinite Newton

Apropos Newton’s method in the complex plane, what happens when the degree of the polynomial goes to infinity?

# Towards infinity

Obviously there will be more zeros, so there will be more attractors and we should expect the boundaries of the basins of attraction to become messier. But it is not entirely clear where the action will be, so it would be useful to compress the entire complex plane into a convenient square.

How do you depict the entire complex plane? While I have always liked the Riemann sphere here I tried mapping $x+yi$ to $[\tanh(x),\tanh(y)]$. The origin is unchanged, and infinity becomes the edges of the square $[-1,1]\times [-1,1]$. This is not a conformal map, so things will get squished near the edges.

For color, I used $(1/2)+(1/2)[\tanh(|z-1|-1), \tanh(|z+1|-1), \tanh(|z-i|-1)]$ to map complex coordinates to RGB. This makes the color depend on the distance to 1, -1 and i, making infinity white and zero some drab color (the -1 terms at the end determines the overall color range).

Here is the animated result:

What is going on? As I scale up the size of the leading term from zero, the root created by adding that term moves in from infinity towards the center, making the new basin of attraction grow. This behavior has been described in this post on dancing zeros. The zeros also tend to cluster towards the unit circle, crowding together and distributing themselves evenly. That distribution is the reason for the the colorful “flowers” that surround white spots (poles of the Newton formula, corresponding to zeros of the derivative of the polynomial). The central blob is just the attractor of the most “solid” zero, corresponding to the linear and constant terms of the polynomial.

The jostling is amusing: it looks like the roots do repel each other. This is presumably because close roots require a sharp turn of the function, but the “turning radius” is set by the coefficients that tend to be of order unity. Getting degenerate roots requires coefficients to be in a set of measure zero, so it is rare. Near-degenerate roots exist in a positive measure set surrounding that set, but it is still “small” compared to the general case.

# At infinity

So what happens if we let the degree go to infinity? As I previously mentioned, the generic behaviour of $\sum_{n=1}^\infty a_n z^n$ where $a_n$ is independent random numbers is a lacunary function. So we should not expect anything outside the unit circle. Inside the circle there will be poles, so there will be copies of the undefined outside region (because of Great Picard’s Theorem (meromorphic version)). Since the function is analytic these copies will be conformal mappings of the exterior and hence roughly circular. There will also be zeros, and these will have their own basins of attraction. A few of the central ones dominate, but there is an infinite number of attractors as we approach the circular border which is crammed with poles and zeros.

Since we now know we will only deal with the unit disk, we can avoid transforming the entire plane and enjoy the results:

What happens here is that the white regions represents places where points get mapped onto the undefined outside, while the colored fractal regions are the attraction basins for the zeros. And between them there is a truly wild boundary. In the vanilla $z^3+1$ fractal every point on the boundary is a meeting point of the three basins, a tri-point. Here there is an infinite number of attractors: the boundary consists of points where an infinite number of different attractors meet.

# Newtonmas fractals: conquering the second dimension!

It is Newtonmas, so time to invent some new fractals.

Complex iteration of Newton’s method for finding zeros of a function is a well-known way of getting lovely filigree Julia sets: the basins of attraction of the different zeros have fractal borders.

But what if we looked at real functions? If we use a single function $f(x,y)$ the zeros will typically form a curve in the plane. In order to get discrete zeros we typically need to have two functions to produce a zero set. We can think of it as a map from R2 to R2 $F(x)=[f_1(x_1,x_2), f_2(x_1,x_2)]$ where the x’es are 2D vectors. In this case Newton’s method turns into solving the linear equation system $J(x_n)(x_{n+1}-x_n)=-F(x_n)$ where $J(x_n)$ is the Jacobian matrix ($J_{ij}=dF_i/dx_j$) and $x_n$ now denotes the n’th iterate.

The simplest case of nontrivial dynamics of the method is for third degree polynomials, and we want the x- and y-directions to interact a bit, so a first try is $F=[x^3-x-y, y^3-x-y]$. Below is a plot of the first and second components (red and green), as well as a blue plane for zero values. The zeros of the function are the three points where red, green and blue meet.

We have three zeros, one at $x=y=-\sqrt{2}$, one at $x=y=0$, and one at $x=y=\sqrt{2}.$ The middle one has a region of troublesomely similar function values – the red and green surfaces are tangent there.

The resulting fractal has a decided modernist bent to it, all hyperbolae and swooshes:

The troublesome region shows up, as well as the red and blue regions where iterates run off to large or small values: the three roots are green shades.

# Why is the style modernist?

In complex iterations you typically multiply with complex numbers, and if they have an imaginary component (they better have, to be complex!) that introduces a rotation or twist. Hence baroque filaments are ubiquitous, and you get the typical complex “style”.

But here we are essentially multiplying with a real matrix. For a real 2×2 matrix to be a rotation matrix it has to have a pair of imaginary eigenvalues, and for it to at least twist things around the trace needs to be small enough compared to the determinant so that there are complex eigenvalues: $T^2/4 (where $T=a+d$ and $D=ad-bc$ if the matrix has the usual $[a b; c d]$ form). So if the trace and determinant are randomly chosen, we should expect a majority of cases to be non-rotational.

Moreover, in this particular case, the Jacobian tends to be diagonally dominant (quadratic terms on the diagonal) and that makes the inverse diagonally dominant too: the trace will be big, and hence the chance of seeing rotation goes down even more. The two “knots” where a lot of basins of attraction come together are the points where the trace does vanish, but since the Jacobian is also symmetric there will not be any rotation anyway. Double guarantee.

Can we make a twisty real Newton fractal? If we start with a vanilla rotation matrix and try to find a function that produces it the simplest case is $F=[x \cos(\theta) + y \sin(\theta), x\sin(\theta)+y\cos(\theta)]$. This is of course just a rotation by the angle theta, and it does not have very interesting zeros.

To get something fractal we need more zeros, and a few zeros in the derivatives too (why? because they cause iterates to be thrown away far from where they were, ensuring a complicated structure of the basin boundaries). One attempt is $F=[ (x^3-x-y) \cos(\theta)$ $-(y^3-x-y) \sin(\theta),$ $(x^3-x-y) \sin(\theta)+(y^3-y-x) \cos(\theta) ]$. The result is fun, but still far from baroque:

The problem might be that the twistiness is not changing. So we can make $\theta=x$ to make the dynamics even more complex:

Quite lovely, although still not exactly what I wanted (sounds like a Christmas present).

# Back to the classics?

It might be easier just to hide the complex dynamics in an apparently real function like $F=[x^3-3xy^2-1, 3x^2y-y^3]$ (which produces the archetypal $f(z)=z^3-1$ Newton fractal).

It is interesting to see how much perturbing it causes a modernist shift. If we use $F=[x^3-3xy^2-1 + \epsilon x, 3x^2y-y^3]$, then for $\epsilon=1$ we get:

As we make the function more perturbed, it turns more modernist, undergoing a topological crisis for epsilon between 3.5 and 4:

In the end, we can see that the border between classic baroque complex fractals and the modernist swooshy real fractals is fuzzy. Or, indeed, fractal.

# How much should we spread out across future scenarios?

Robin Hanson mentions that some people take him to task for working on one scenario (WBE) that might not be the most likely future scenario (“standard AI”); he responds by noting that there are perhaps 100 times more people working on standard AI than WBE scenarios, yet the probability of AI is likely not a hundred times higher than WBE. He also notes that there is a tendency for thinkers to clump onto a few popular scenarios or issues. However:

In addition, due to diminishing returns, intellectual attention to future scenarios should probably be spread out more evenly than are probabilities. The first efforts to study each scenario can pick the low hanging fruit to make faster progress. In contrast, after many have worked on a scenario for a while there is less value to be gained from the next marginal effort on that scenario.

This is very similar to my own thinking about research effort. Should we focus on things that are likely to pan out, or explore a lot of possibilities just in case one of the less obvious cases happens? Given that early progress is quick and easy, we can often get a noticeable fraction of whatever utility the topic has by just a quick dip. The effective altruist heuristic of looking at neglected fields also is based on this intuition.

# A model

But under what conditions does this actually work? Here is a simple model:

There are $N$ possible scenarios, one of which ($j$) will come about. They have probability $P_i$. We allocate a unit budget of effort to the scenarios: $\sum a_i = 1$. For the scenario that comes about, we get utility $\sqrt{a_j}$ (diminishing returns).

Here is what happens if we allocate proportional to a power of the scenarios, $a_i \propto P_i^\alpha$. $\alpha=0$ corresponds to even allocation, 1 proportional to the likelihood, >1 to favoring the most likely scenarios. In the following I will run Monte Carlo simulations where the probabilities are randomly generated each instantiation. The outer bluish envelope represents the 95% of the outcomes, the inner ranges from the lower to the upper quartile of the utility gained, and the red line is the expected utility.

This is the $N=2$ case: we have two possible scenarios with probability $p$ and $1-p$ (where $p$ is uniformly distributed in [0,1]). Just allocating evenly gives us $1/\sqrt{2}$ utility on average, but if we put in more effort on the more likely case we will get up to 0.8 utility. As we focus more and more on the likely case there is a corresponding increase in variance, since we may guess wrong and lose out. But 75% of the time we will do better than if we just allocated evenly. Still, allocating nearly everything to the most likely case means that one does lose out on a bit of hedging, so the expected utility declines slowly for large $\alpha$.

The  $N=100$ case (where the probabilities are allocated based on a flat Dirichlet distribution) behaves similarly, but the expected utility is smaller since it is less likely that we will hit the right scenario.

# What is going on?

This doesn’t seem to fit Robin’s or my intuitions at all! The best we can say about uniform allocation is that it doesn’t produce much regret: whatever happens, we will have made some allocation to the possibility. For large N this actually works out better than the directed allocation for a sizable fraction of realizations, but on average we get less utility than betting on the likely choices.

The problem with the model is of course that we actually know the probabilities before making the allocation. In reality, we do not know the likelihood of AI, WBE or alien invasions. We have some information, and we do have priors (like Robin’s view that $P_{AI} < 100 P_{WBE}$), but we are not able to allocate perfectly.  A more plausible model would give us probability estimates instead of the actual probabilities.

# We know nothing

Let us start by looking at the worst possible case: we do not know what the true probabilities are at all. We can draw estimates from the same distribution – it is just that they are uncorrelated with the true situation, so they are just noise.

In this case uniform distribution of effort is optimal. Not only does it avoid regret, it has a higher expected utility than trying to focus on a few scenarios ($\alpha>0$). The larger N is, the less likely it is that we focus on the right scenario since we know nothing. The rationality of ignoring irrelevant information is pretty obvious.

Note that if we have to allocate a minimum effort to each investigated scenario we will be forced to effectively increase our $\alpha$ above 0. The above result gives the somewhat optimistic conclusion that the loss of utility compared to an even spread is rather mild: in the uniform case we have a pretty low amount of effort allocated to the winning scenario, so the low chance of being right in the nonuniform case is being balanced by having a slightly higher effort allocation on the selected scenarios. For high $\alpha$ there is a tail of rare big “wins” when we hit the right scenario that drags the expected utility upwards, even though in most realizations we bet on the wrong case. This is very much the hedgehog predictor story: ocasionally they have analysed the scenario that comes about in great detail and get intensely lauded, despite looking at the wrong things most of the time.

# We know a bit

We can imagine that knowing more should allow us to gradually interpolate between the different results: the more you know, the more you should focus on the likely scenarios.

If we take the mean of the true probabilities with some randomly drawn probabilities (the “half random” case) the curve looks quite similar to the case where we actually know the probabilities: we get a maximum for $\alpha\approx 2$. In fact, we can mix in just a bit ($\beta$) of the true probability and get a fairly good guess where to allocate effort (i.e. we allocate effort as $a_i \propto (\beta P_i + (1-\beta)Q_i)^\alpha$ where $Q_i$ is uncorrelated noise probabilities). The optimal alpha grows roughly linearly with $\beta$, $\alpha_{opt} \approx 4\beta$ in this case.

# We learn

Adding a bit of realism, we can consider a learning process: after allocating some effort $\gamma$ to the different scenarios we get better information about the probabilities, and can now reallocate. A simple model may be that the standard deviation of noise behaves as $1/\sqrt{\tilde{a}_i}$ where $\tilde{a}_i$ is the effort placed in exploring the probability of scenario $i$. So if we begin by allocating uniformly we will have noise at reallocation of the order of $1/\sqrt{\gamma/N}$. We can set $\beta(\gamma)=\sqrt{\gamma/N}/C$, where $C$ is some constant denoting how tough it is to get information. Putting this together with the above result we get $\alpha_{opt}(\gamma)=\sqrt{2\gamma/NC^2}$. After this exploration, now we use the remaining $1-\gamma$ effort to work on the actual scenarios.

This is surprisingly inefficient. The reason is that the expected utility declines as $\sqrt{1-\gamma}$ and the gain is just the utility difference between the uniform case $\alpha=0$ and optimal $\alpha_{opt}$, which we know is pretty small. If C is small (i.e. a small amount of effort is enough to figure out the scenario probabilities) there is an optimal nonzero  $\gamma$. This optimum $\gamma$ decreases as C becomes smaller. If C is large, then the best approach is just to spread efforts evenly.

# Conclusions

So, how should we focus? These results suggest that the key issue is knowing how little we know compared to what can be known, and how much effort it would take to know significantly more.

If there is little more that can be discovered about what scenarios are likely, because our state of knowledge is pretty good, the world is very random,  or improving knowledge about what will happen will be costly, then we should roll with it and distribute effort either among likely scenarios (when we know them) or spread efforts widely (when we are in ignorance).

If we can acquire significant information about the probabilities of scenarios, then we should do it – but not overdo it. If it is very easy to get information we need to just expend some modest effort and then use the rest to flesh out our scenarios. If it is doable but costly, then we may spend a fair bit of our budget on it. But if it is hard, it is better to go directly on the object level scenario analysis as above. We should not expect the improvement to be enormous.

Here I have used a square root diminishing return model. That drives some of the flatness of the optima: had I used a logarithm function things would have been even flatter, while if the returns diminish more mildly the gains of optimal effort allocation would have been more noticeable. Clearly, understanding the diminishing returns, number of alternatives, and cost of learning probabilities better matters for setting your strategy.

In the case of future studies we know the number of scenarios are very large. We know that the returns to forecasting efforts are strongly diminishing for most kinds of forecasts. We know that extra efforts in reducing uncertainty about scenario probabilities in e.g. climate models also have strongly diminishing returns. Together this suggests that Robin is right, and it is rational to stop clustering too hard on favorite scenarios. Insofar we learn something useful from considering scenarios we should explore as many as feasible.