# Noise and chaotic disturbance on self-similar set11footnote 1

## 1 Introduction

Many dynamical systems have an attractor or a repellor that has in some way a self-similar structure. In reality, fractal growth is always under the influence of the environment. In order to simulate realistic fractal growth, it is important to in corporate disturbances or noises into the iteration procedure.

The effect of noise on chaotic dynamical systems is of great interest and has been studied by many authors. The early work on this problem was carried out by Crutchfield et al$`^{\text{[1]}}`$, who studied the effect of noise on period doubling in a discrete system. Additional work was carried out by Svensmark and Samuelson$`^{\text{[2]}}`$ on the Josephson junction. Wiesenfeld and McNamara$`^{\text{[3]}}`$ have studied the amplification of a small resonant periodic perturbation in the presence of noise near the period doubling threshold. Arecchi et al$`^{\text{[4]}}`$ have studied the effect of noise on the forced Duffing oscillator in the region of parameter space, where different chaotic attractors coexist. Kautz$`^{\text{[5]}}`$ has investigated the problem of thermally induced escape from the basin of attraction in a dc-biased Josephson junction. Last, Kapi-taniak$`^{\text{[6]}}`$ has studied the behavior of the probability density function of a driven nonlinear system, his result implies that the noise may introduce a degree of order in a chaotic system, and the exponent is a random number and has a corresponding probability density function.

Some authors have studied the effects of noise on discrete dynamical systems. For example, Crutchfield and Packard$`^{\text{[7]}}`$ have studied the symbolic dynamics of chaotic maps when they are perturbed by a noise term. Carlson and Schieve$`^{\text{[8]}}`$ considered noise to the standard shift map. García-Pelayo and schieve$`^{\text{[9]}}`$ introduced noise to the affine contractive iterated function system. Cole and Schieve$`^{\text{[10]}}`$ studied effect noise on triadic Cantor set. More resently, Chia-Chu Chen$`^{\text{[11]}}`$ studied the effect of chaotic disturbance on triadic Cantor set. Chia-Chu Chen$`^{\text{[11]}}`$ pointed out that it will be more interesting if we can show that truncation of a fractal set under the influence of chaotic noise is a general phenomenon. Based the thought of ref., in this paper we study the effect of noise and chaotic disturbance on a class of more general fractal set, i.e. self-similar set.

## 2  Fractal constructure of self-similar sets and noise

Denote the $`d`$-dimensional Euclidean space by $`𝐑^d`$, and fixed $`K<\mathrm{}`$. Let and

$$S_j(x)=\xi _jR_jx+b_j,0<\xi _j<1,R_j\text{ orthogonal,}b_j𝐑^d,jJ=\{1,2,\mathrm{}K\}$$

be contractive similarities map on a compact set $`E_0`$ which satisfies $`\overline{Int(E_0)}=E_0`$, and assume that $`Int(S_j(E_0))Int(S_i(E_0))=\mathrm{}`$ for $`ji`$. For natural number $`n`$, let

$`E_{j_1j_2\mathrm{}j_n}`$ $`=`$ $`S_{j_1}\mathrm{}S_{j_n}(E_0)`$   
$`E(n)=`$ $`_{j_iI}E_{j_1\mathrm{}j_n}.`$   
It is obvious that

$$E_{j_1\mathrm{}j_n}E_{j_1\mathrm{}j_{n1}},E(n)E(n1).$$

Then

$$E=_{n=1}^{\mathrm{}}E(n)$$

is called self-similar set, and $`E_{j_1\mathrm{}j_n}`$ is called generating set of $`n`$th stage. From ref., the fractal dimension $`s`$ of $`E`$ is the solution of equation $`_{j=1}^K\xi _j^s=1.`$

Examples: Cantor’s set , Cantor’s $`k`$-bars, Von Koch snowflake and Sierpinski gasket are self-similar set.

We might as well assume $`|E_0|=1`$, where $`|E_0|`$ denote the diameter of $`E_0`$. It is easy to see

$$L_0=|E_0|=1,L_{j_1\mathrm{}j_n}=|E_{j_1\mathrm{}j_n}|=\xi _{j_1}\xi _{j_2}\mathrm{}\xi _{j_n}.$$
(1)   
The noise is introduced by the above rules with the addition of $`K`$ independent stochastic variables, $`\delta _1,\mathrm{},\delta _K`$. Under this correction, we have

$$L_0=|E_0|=1,L_{j_1\mathrm{}j_n}=\xi _{j_n}(L_{j_1\mathrm{}j_{n1}}+\delta _{j_n}).$$
(2)   
The generating set $`E_{j_1\mathrm{}j_n}`$ is said to ’collapse’ when $`L_{j_1\mathrm{}j_n}`$ becomes less than or equal to zero. We terminate the iteration of a generating set only when it collapse. But we may not terminate the iteration other generating set which is not subset of this generating set as the same time.

## 3 Distribution function

We want to obtain

###### Theorem 1

The distribution function that describes the probability that the generating set will collapse on $`n`$th iteration for two different cases can be given out definitely.

For case 1, our ’noises’ $`\delta _i`$, $`(i=1,2,\mathrm{},K)`$ are stochastic variables that can take the values $`\mathrm{}_i`$, $`0`$, $`\mathrm{}_i`$ with a probability of $`1/3`$, where $`\mathrm{}(0,1)`$. For case 2, our ’noises’ $`\delta _i`$, $`(i=1,2,\mathrm{},K)`$ are stochastic variables with an arbitrary normalized probability functions.

For any generating set $`E_{j_1\mathrm{}j_n}`$, from (2) we have

$$L_{j_1\mathrm{}j_n}=\xi _{j_1}\mathrm{}\xi _{j_n}+N_{j_1\mathrm{}j_n},$$
(3)   
where

$$N_{j_1\mathrm{}j_n}=\xi _{j_n}\delta _{j_n}+\xi _{j_n}\xi _{j_{n1}}\delta _{j_{n1}}+\mathrm{}+\xi _{j_n}\mathrm{}\xi _{j_1}\delta _{j_1}$$
(4)   
denote the noise term. From (2) we also have

$$N_{j_1\mathrm{}j_n}=\xi _{j_n}(N_{j_1\mathrm{}j_{n1}}+\delta _{j_n}).$$
(5)   
From (4), the generating set collapse if and only if $`N_{j_1\mathrm{}j_n}\xi _{j_n}\mathrm{}\xi _{j_1}`$.

We denote $`C_{j_1\mathrm{}j_n}`$ the probability distribution describing the chance that the generating set $`E_{j_1\mathrm{}j_n}`$ collapse, $`NT_{j_1\mathrm{}j_n}`$ the probability that the previous $`n1`$ generating sets $`\{E_{j_1},\mathrm{},E_{j_1\mathrm{}j_{n1}}\}`$ do not collapse,$`LE_{j_1\mathrm{}j_n}`$ the probability that the noise term is $`\xi _{j_n}\mathrm{}\xi _{j_1}`$, $`GE_{j_1\mathrm{}j_n}`$ the probability that the noise term is $`\xi _{j_n}\mathrm{}\xi _{j_1}`$. Then

$$C_{j_1\mathrm{}j_n}=NT_{j_1\mathrm{}j_n}LE_{j_1\mathrm{}j_n}.$$
(6)   
It is easy to see $`GE_{j_1\mathrm{}j_n}=LE_{j_1\mathrm{}j_n}`$.

### 3.1  Distribution function for case 1.

First, we determine $`LE_{j_1\mathrm{}j_n}`$.

We denote $`\xi =\mathrm{max}_{1iK}\xi _i`$, $`\mathrm{}=\mathrm{max}_{1iK}\mathrm{}_i`$, $`\mathrm{}^{}=\mathrm{min}_{1iK}\mathrm{}_i`$. Since $`\xi <1`$, then $`_{n=1}^{\mathrm{}}\xi ^n=\frac{\xi }{1\xi }<\mathrm{}`$. For $`\xi `$ and $`\mathrm{},\mathrm{}^{}`$, we assume

$$\xi \frac{\mathrm{}^{}}{2\mathrm{}+\mathrm{}^{}}.$$
(7)   
From (4), we have

$$\frac{\xi \mathrm{}}{1\xi }N_{j_1\mathrm{}j_n}\frac{\xi \mathrm{}}{1\xi }.$$
(8)   
For any $`n`$, we must have the following three cases.

If $`\xi _{j_1}\mathrm{}\xi _{j_n}>\frac{\xi \mathrm{}}{1\xi }`$, then from (8), the generating set $`N_{j_1\mathrm{}j_n}`$ can not $`\xi _{j_1}\mathrm{}\xi _{j_n}`$, hence $`LE_{j_1\mathrm{}j_n}=0`$.

If $`\xi _{j_1}\mathrm{}\xi _{j_{n1}}>\frac{\xi \mathrm{}}{1\xi }`$ and $`\xi _{j_1}\mathrm{}\xi _{j_n}\frac{\xi \mathrm{}}{1\xi }`$, since the possible values of $`N_{j_1\mathrm{}j_n}`$ are evenly spaced, from ref., the number of these values in a given range is proportional to the length of the range, the points of the numerator are confined to the region $`[\frac{\xi \mathrm{}}{1\xi },\xi _{j_1}\mathrm{}\xi _{j_n}]`$, while the points of the denominator are in $`[\frac{\xi \mathrm{}}{1\xi },\frac{\xi \mathrm{}}{1\xi }]`$, hence

$`LE`$ $`={\displaystyle \frac{\text{ number of possible values of}N_{j_1\mathrm{}j_n}\text{ less than}\xi _{j_1}\mathrm{}\xi _{j_n}}{\text{ total number of possible values of}N_{j_1\mathrm{}j_n}}}`$   
$`{\displaystyle \frac{\frac{\xi \mathrm{}}{1\xi }\xi _{j_1}\mathrm{}\xi _{j_n}}{2\frac{\xi \mathrm{}}{1\xi }}}={\displaystyle \frac{\xi \mathrm{}(1\xi )\xi _{j_1}\mathrm{}\xi _{j_n}}{2\xi \mathrm{}}}.`$   
Our approximation becomes very good for $`\mathrm{}<<1`$.

If $`\xi _{j_1}\mathrm{}\xi _{j_{n1}}\frac{\xi \mathrm{}}{1\xi }`$, we have $`\xi _{j_1}\mathrm{}\xi _{j_n}\xi _{j_n}\frac{\xi \mathrm{}}{1\xi }`$. when $`\delta _{j_n}=\mathrm{}_{j_n}`$, from (5) and (8), we have $`\xi _{j_n}(\frac{\xi \mathrm{}}{1\xi }\mathrm{}_{j_n})N_{j_1\mathrm{}j_n}\xi _{j_n}(\frac{\xi \mathrm{}}{1\xi }\mathrm{}_{j_n})`$. From (7), we have $`\xi _{j_n}(\frac{\xi \mathrm{}}{1\xi }\mathrm{}_{j_n})\xi _{j_n}\frac{\xi \mathrm{}}{1\xi }`$. Hence $`N_{j_1\mathrm{}j_n}\xi _{j_1}\mathrm{}\xi _{j_n}`$. This means that if the last step was negative then the generating set must collapse. But when $`\delta _{j_n}0`$, since $`N_{j_1\mathrm{}j_{n1}}>\xi _{j_1}\mathrm{}\xi _{j_{n1}}`$ and

$$N_{j_1\mathrm{}j_n}=\xi _{j_n}N_{j_1\mathrm{}j_{n1}}+\xi _{j_n}\delta _{j_n},$$

we have $`N_{j_1\mathrm{}j_n}>\xi _{j_1}\mathrm{}\xi _{j_n}`$. Hence the generating set can collapse only if $`\delta _{j_n}`$ was negative. Hence

$$LE_{j_1\mathrm{}j_n}=(\text{ probability that}\delta _{j_n}=\mathrm{}_{j_n})=1/3.$$

Second, we determine $`NT_{j_1\mathrm{}j_n}`$.

We find that

$$NT_{j_1\mathrm{}j_n}=1(\text{ probability that one of generating sets}E_{j_1},\mathrm{},E_{j_{n1}}\text{ collapse}),$$
(9)   
hence

$`NT_{j_1\mathrm{}j_n}`$ $`=`$ $`1{\displaystyle \underset{i=1}{\overset{n1}{}}}C_{j_1\mathrm{}j_i}`$ (10)   
$`=`$ $`1{\displaystyle \underset{i=1}{\overset{n1}{}}}NT_{j_1\mathrm{}j_i}LE_{j_1\mathrm{}j_i}.`$   
From $`NT_{j_1}=1`$ and (10), we can determine $`NT_{j_1\mathrm{}j_n}`$. Then from (6) we can determine $`C_{j_1\mathrm{}j_n}`$ for any generating set $`E_{j_1\mathrm{}j_n}`$.

### 3.2  Distribution functions for case 2.

We assume that the density function of $`\delta _i`$ ($`i=1,2,\mathrm{},K`$) are $`f_i(x)`$. Denote $`F_{j_1\mathrm{}j_n}(x)`$ the density function of noise term $`N_{j_1\mathrm{}j_n}`$. Since the density function of $`\xi _{j_1}\delta _{j_1}`$ is

$$F_{j_1}(x)=\frac{1}{\xi _{j_1}}f_{j_1}(\frac{x}{\xi _{j_1}}),$$

we have

$$LE_{j_1}=_{\mathrm{}}^{\xi _{j_1}}\frac{1}{\xi _{j_1}}f_{j_1}(\frac{x}{\xi _{j_1}})𝑑x,$$

and $`NT_{j_1}=1`$, then $`C_{j_1}=LE_{j_1}`$. For next stage, since $`N_{j_1j_2}=\xi _{j_2}N_{j_1}+\xi _{j_2}\delta _{j_2}`$, $`N_{j_1j_2}`$ will have a density function $`F_{j_1j_2}(x)`$that is the convolution of the density functions of $`\xi _{j_2}N_{j_1}`$ and $`\xi _{j_2}\delta _{j_2}`$. If the iteration of $`E_{j_1}`$ is not terminated we know that $`N_{j_1}`$ must greater than $`\xi _{j_1}`$, this means the density function of $`N_{j_1}`$ must equal zero in $`(\mathrm{},\xi _{j_1})`$. Hence, when we take the convolution we should use

$$_{j_1}(x)=\frac{I(x+\xi _{j_1})F_{j_1}(x)}{1C_{j_1}}$$

for the density function of $`N_{j_1}`$, where

$$I(x)=\{\begin{array}{cc}0,\hfill & (x0)\hfill \\ 1,\hfill & (x>0)\hfill \end{array}$$

We divide by $`1C_{j_1}`$ in order to normalize $`_{j_1}(x)`$. Hence

$$F_{j_1j_2}(x)=_{\mathrm{}}^{\mathrm{}}\frac{1}{\xi _{j_2}^2}_{j_1}(\frac{t}{\xi _{j_2}})f_{j_2}(\frac{xt}{\xi _{j_2}})𝑑t.$$

$$LE_{j_1j_2}=_{\mathrm{}}^{\xi _{j_1}\xi _{j_2}}F_{j_1j_2}(x)𝑑x,$$

and $`NT_{j_1j_2}=1C_{j_1}`$, and hence $`C_{j_1j_2}=NT_{j_1j_2}LE_{j_1j_2}`$ is obtained. For any generating set $`E_{j_1\mathrm{}j_n}`$, from (5) we will have

$$LE_{j_1\mathrm{}j_n}=_{\mathrm{}}^{\xi _{j_1}\mathrm{}\xi _{j_n}}F_{j_1\mathrm{}j_n}(x)𝑑x,$$

where

$$F_{j_1\mathrm{}j_n}=_{\mathrm{}}^{\mathrm{}}\frac{1}{\xi _{j_n}^2}_{j_1\mathrm{}j_{n1}}(\frac{t}{\xi _{j_n}})f_{j_n}(\frac{xt}{\xi _{j_n}})𝑑t,$$

and

$$_{j_1\mathrm{}j_{n1}}(x)=\frac{I(x+\xi _{j_1}\mathrm{}\xi _{j_{n1}})F_{j_1\mathrm{}j_{n1}}(x)}{1C_{j_1\mathrm{}j_{n1}}}.$$

Then $`NT_{j_1\mathrm{}j_n}=1_{i=1}^{n1}C_{j_1\mathrm{}j_i}`$, hence we can obtain $`C_{j_1\mathrm{}j_n}`$.

## 4  Chaotic disturbance on self-similar sets.

For any infinite sequence $`\{j_iI\}_{i=1}^{\mathrm{}}`$, in this section, in (2) $`\delta _{j_n}`$ is assigned by a chaotic map. We will first concentrate on the case where the chaotic map is a tent map. The tent map is given by

$$x_{n+1}=\{\begin{array}{cc}2x_n,& x_n<1/2\\ 2(1x_n),& x_n1/2.\end{array}$$
(11)   
This map is iterated together with the rule given by (2). The sequence begins with a position $`x_0`$ chosen arbitrarily. A sequence $`\{x_n\}`$ is then generated according to (11) and $`\delta _{j_n}`$ is assigned by

$$\delta _{j_n}=\{\begin{array}{cc}ϵ,& x_n<1/2\\ ϵ,& x_n1/2.\end{array}$$
(12)   
where $`ϵ`$ is positive constants less than $`1`$. For $`\xi `$ and $`ϵ`$, we assume that

$$\xi +\frac{ϵ}{1\xi }<1.$$
(13)   
In this section, for any $`x_0[0,1]`$ and any infinite sequence $`\{j_iI\}_{i=1}^{\mathrm{}}`$, we will show that

###### Theorem 2

Under the condition (13), the iteration with the rules given by (2) and (12) according to the infinite sequence must be terminated at finite order, i.e. there is a generating set at finite stage collapse. From the arbitrarity of the infinite sequence, we can see that the self-similar structure is truncated at finite order of iteration.

First we establish the fact that for $`\delta _{j_n}`$ given by (12), there exist an interval $`(0,a)`$ and $`n_0`$ such that for $`x_0(0,a),N_{j_1\mathrm{}j_{n_0}}<\xi _{j_1}\mathrm{}\xi _{j_{n_0}}`$. If $`\delta _{j_i}=ϵ,(i=1,2,\mathrm{},n_0)`$, from (4), $`N_{j_1\mathrm{}j_{n_0}}<\xi _{j_1}\mathrm{}\xi _{j_{n_0}}`$ implies

$$1+\frac{1}{\xi _{j_1}}+\frac{1}{\xi _{j_1}\xi _{j_2}}+\mathrm{}+\frac{1}{\xi _{j_1}\mathrm{}\xi _{j_{n_0}}}>\frac{1}{ϵ}.$$

It is sufficient that

$$1+\frac{1}{\xi }+\mathrm{}+(\frac{1}{\xi })^{n_01}>\frac{1}{ϵ},$$

it becomes

$$(\frac{1}{\xi })^{n_0}>\frac{\frac{1}{\xi }1}{ϵ}+1,$$

hence

$$n_0>\mathrm{log}(1+\frac{\frac{1}{\xi }1}{ϵ})/\mathrm{log}(\frac{1}{\xi }),$$

then it is sufficient to take

$$n_0=[\mathrm{log}(1+\frac{\frac{1}{\xi }1}{ϵ})/\mathrm{log}(\frac{1}{\xi })]+1,$$

where $`[A]`$ means the integer part of $`A`$. By knowing $`n_0`$, for $`\delta _{j_i}=ϵ,(i=1,2,\mathrm{},n_0)`$ we have $`2^{n_0}a=1/2`$ which implies $`a=1/2^{n_0+1}`$.

For any $`x_0(0,1)`$, by the ergodicity of the tent map$`^{\text{[13]}}`$, after a finite number of iterations, falls into the interval $`(0,a)`$. Suppose it takes $`k`$ iterations to move into $`(0,a)`$, we have $`x_n(0,1/2)`$ for $`k<n<k+n_0`$. The noise term generated by $`x_n`$ is

$$N_{j_1\mathrm{}j_n}=\xi _{j_n}ϵ\mathrm{}\xi _{j_n}\mathrm{}\xi _{j_{k+1}}ϵ+\xi _{j_n}\mathrm{}\xi _{j_{k+1}}N_{j_1\mathrm{}j_k},$$
(14)   
where $`N_{j_1\mathrm{}j_k}`$ can either be positive or negative (when $`N_{j_1\mathrm{}j_k}<0`$, we can assume $`N_{j_1\mathrm{}j_k}>\xi _{j_1}\mathrm{}\xi _{j_k}`$, otherwise, we have truncated already). We want to find an integer $`l<n_0`$ such that

$$N_{j_1\mathrm{}j_{k+l}}<\xi _{j_1}\mathrm{}\xi _{j_{k+l}}.$$
(15)   
From (14), (15) implies

$$(\frac{1}{\xi _{j_{k+l1}}\mathrm{}\xi _{j_1}}+\mathrm{}+\frac{1}{\xi _{j_k}\mathrm{}\xi _{j_1}})ϵ\frac{N_{j_1\mathrm{}j_k}}{\xi _{j_k}\mathrm{}\xi _{j_1}}>1.$$

It is sufficient that

$$\frac{ϵ}{\xi _{j_1}\mathrm{}\xi _{j_k}}(1+\frac{1}{\xi }+\mathrm{}+(\frac{1}{\xi })^{l1})\frac{N_{j_1\mathrm{}j_k}}{\xi _{j_1}\mathrm{}\xi _{j_k}}>1,$$

i.e

$$l>\mathrm{log}(1+\frac{1/\xi 1}{ϵ}(\xi _{j_1}\mathrm{}\xi _{j_k}+N_{j_1\mathrm{}j_k}))/\mathrm{log}(1/\xi )>0.$$

Then it is sufficient to take

$$l=[\mathrm{log}(1+\frac{1/\xi 1}{ϵ}(\xi _{j_1}\mathrm{}\xi _{j_k}+N_{j_1\mathrm{}j_k}))/\mathrm{log}(1/\xi )]+1.$$

We must to show $`l<n_0`$. When $`N_{j_1\mathrm{}j_k}0`$, since $`0<\xi _{j_1}\mathrm{}\xi _{j_k}|N_{j_1\mathrm{}j_k}|<1`$, then

$$\mathrm{log}(1+\frac{1/\xi 1}{ϵ}(\xi _{j_1}\mathrm{}\xi _{j_k}|N_{j_1\mathrm{}j_k}|))/\mathrm{log}(1+\frac{1/\xi 1}{ϵ})<1,$$

we obtain $`l<n_0`$. When $`N_{j_1\mathrm{}j_k}>0`$, from (13), since

$`\xi _{j_1}\mathrm{}\xi _{j_k}+N_{j_1\mathrm{}j_k}`$ $`<\xi _{j_1}\mathrm{}\xi _{j_k}+{\displaystyle \frac{1\xi ^{k+1}}{1\xi }}ϵ`$   
$`<\xi ^k+{\displaystyle \frac{ϵ}{1\xi }}<\xi +{\displaystyle \frac{ϵ}{1\xi }}<1,`$   
then

$$\mathrm{log}(1+\frac{1/\xi 1}{ϵ}(\xi _{j_1}\mathrm{}\xi _{j_k}+N_{j_1\mathrm{}j_k}))/\mathrm{log}(1+\frac{1/\xi 1}{ϵ})<1,$$

we have $`l<n_0`$. Thus for the chaotic sequence generated by tent map, our conclusion holds.

Remark: If we define a generating set $`E_{j_1\mathrm{}j_n}`$merges’ when $`\xi _{j_1}\mathrm{}\xi _{j_n}N_{j_1\mathrm{}j_n}`$, we change (12) to

$$\delta _{j_n}=\{\begin{array}{cc}ϵ,& x_n<1/2\\ ϵ,& x_n1/2,\end{array}$$

then similarly, for $`x_0(0,1)`$, there exists a generating set at finite stage merges.

Generalized case. From the above discussion, for any chaotic map, if it is ergodic and there exists an interval $`I_0`$ such that the same negative value of $`\delta _{j_n}`$ are assigned to any $`xI_0`$, then the self-similar structure is truncated at a finite order of iteration.