The US rural and urban population and the relevant processed data (1790–1960).
Abstract
Chaos associated with bifurcation makes a new science, but the origin and essence of chaos are not yet clear. Based on the well-known logistic map, chaos used to be regarded as intrinsic randomicity of determinate dynamics systems. However, urbanization dynamics indicates new explanation about it. Using mathematical derivation, numerical computation, and empirical analysis, we can explore chaotic dynamics of urbanization. The key is the formula of urbanization level. The urbanization curve can be described with the logistic function, which can be transformed into one-dimensional map and thus produce bifurcation and chaos. On the other hand, the logistic model of urbanization curve can be derived from the rural–urban population interaction model, which can be discretized to a two-dimensional map. An interesting finding is that the two-dimensional rural–urban coupling map can create the same bifurcation and chaos patterns as those from the one-dimensional logistic map. This suggests that the urban bifurcation and chaos come from spatial interaction between rural and urban populations rather than pure intrinsic randomicity of determinate models. This discovery provides a new way of looking at origin and essence of bifurcation and chaos in physical and social sciences.
Keywords
- period-doubling bifurcation
- chaos
- complexity
- scaling
- interaction
- urbanization
1. Introduction
Chaos is one of the important subjects of science in the twentieth century. However, the problems of origin and essence of chaos were not really solved in last century, and they are passed on to the new century. The simplest model for understanding chaos is the well-known logistic map. The complicated behavior of the logistic growth brought to light by May [1] led to a profound insight into complex dynamics. Thus, chaos is always regarded as intrinsic randomicity of determinate dynamical systems. A pending question is how and why determinate systems have complicated behavior. Many studies are devoted to this problem, and many interesting conjectures are proposed. But the essence of bifurcation and chaos is still puzzling. In fact, a revealing research can be made from the viewpoint of urban dynamics. Urbanization provides a new way of understanding the origin and essence of chaos. Urban systems are complex systems, and the process of urbanization and urban evolution are nonlinear process associated with chaos and fractals [2, 3, 4, 5, 6, 7]. Using mathematical derivation, numerical computation, and empirical analysis, we can reveal new knowledge about bifurcation and chaos based on the nonlinear dynamics of urban evolution.
New progress may be made by a simple formula of urbanization ratio. A basic and important measurement of urbanization is the proportion of urban population to the total population, which is termed “level of urbanization” in urban geography. The curve of urbanization level is termed “urbanization curve” and can be described with sigmoid functions such as logistic function, which can be discretized to a one-dimensional map. Using the formula of urbanization level, we can derive the logistic equation from the rural–urban population interaction model, which can be discretized to a two-dimensional map. Thus the one-dimensional logistic map can be associated with the two-dimensional rural–urban interaction map. As will be shown below, the two-dimensional rural–urban map can create the bifurcation and chaos that are identical in patterns to those produced by the one-dimensional logistic map. This suggests that the origin of bifurcation and chaos is two-population coupling and interaction rather than intrinsic randomicity of determinate models [8].
The study of chaos associated with bifurcation can help us understand natural and social systems deeply. This paper is a development based on a series of previous studies [8, 9, 10, 11, 12, 13, 14]. The rest of this work is organized as follows. In Section 2, the bifurcation and chaos from rural–urban population interaction dynamics are illustrated by using a two-dimensional map, and a phase portrait analysis of rural–urban interaction is performed. In Section 3, an empirical analysis is made by means of American census data to verify the rural–urban interaction model. The case study lays the foundation of experiments for the urbanization model. In Section 4, several related questions are discussed. First, the two-population interaction model is generalized to explain the ecological phenomena including logistic growth and oscillations of population. Second, the scaling laws of period-doubling cascade are compared with those of hierarchy of cities. Third, the nonlinear dynamics of urbanization curve is further generalized to the fractal dimension curve of urban growth. Fourth, the nonlinear replacement dynamics is outlined. Finally, the discussion is concluded with a brief summary.
2. Mathematical models
2.1. The two-population interaction model
A rural–urban population interaction model can lead to a new understanding of chaos. The theoretical model has been verified by the observational and statistical data from the real world [4]. Based on several assumptions, the spatial interaction model for rural–urban migration can be expressed as below [8]:
in which
It can be proved that the system of differential equations on rural–urban interaction is equivalent to the logistic equation of urbanization curve. For simplicity, Eq. (1) can be rewritten as follows:
in which.
In urban geography, the level of urbanization is formulated as
where
Substituting Eq. (2) into Eq. (5) gives
For simplicity, we can postulate that the region is a close system, which has no population exchanged with outside. In this case, we have
As indicated above,
Based on the level of urbanization defined by Eq. (4), the logistic equation is readily derived as below:
In literature, Eq. (9) is always expressed as follows:
in which
2.2. Bifurcation and chaos based on two-dimensional map
Discretizing the rural–urban population interaction model yields a two-dimensional map, which can be employed to make numerical analysis. Since Eq. (10) can be derived from Eq. (1) through mathematical transformations, we expect that the complicated dynamical behaviors such as period-doubling oscillation and chaos can also be created by the two-dimension maps based on Eq. (1). Discretizing Eq. (1) yields a pair of iterative functions such as
in which the parameters
The numerical iterations can be fulfilled by mathematical software such as MATLAB or even by the well-known spreadsheet, Microsoft Excel. In order to correspond the two-dimension rural–urban maps to the one-dimension logistic map, a limiting condition is set as
A comparison can be drawn between the results from the one-dimension logistic mapping and those from the two-dimension rural–urban interaction mappings. An interesting finding comes from the comparative analysis. In fact, Eq. (10) can be discretized as a one-dimension mapping such as
Another finding is the inherent relation between order and chaos. There are narrow ranges of periodic solutions in the chaotic “band.” If
One of properties of chaos is the sensitive dependence on the initial conditions. The property can be testified by the urbanization curve based on the rural–urban interaction mapping. Suppose that the parameter values are given as
Urban chaos is an interesting issue, but it seems to appear in the mathematical world instead of the physical world. The model parameter values such as
2.3. Phase portraits of two-dimension map
Using the two-dimensional map, we can draw the phase portraits of the logistic process based on the one-dimensional map. The spatiotemporal feature of urbanization dynamics can be revealed with the phase portraits. Taking rural population
Despite the fact that no chaotic attractor can be found, these scatter points follow certain mathematical rule. The distance from a data point (
which quantifies the spatial relationships of the scattered points. Thus the distribution of the scattered points in the phase space meets a logarithmic relation as below:
in which
The derivative of the logarithmic function is a hyperbolic function. This implies that the density of the points in the phase portrait of chaotic state decays gradually from the origin, and the density change can be characterized by a hyperbolic curve. Despite the fact that both a city and a system of cities bear fractal structure [3, 4, 5, 16, 17], the phase portrait of the urban chaos does not display self-similar pattern. The reciprocal function of the logarithmic function is just an exponential function. This suggests that the basic property of the logarithmic distribution can be understood through the exponential distribution. Compared with the Gaussian distribution, the exponential distribution implies complexity [18], while compared with the exponential distribution, the power-law distribution implies complexity [19, 20]. This suggests that complexity seems to be a relative concept. Exponential distribution falls between the simplicity based on normal distribution and the complexity based on power-law distribution. According to the dual relation between the exponential function and the logarithmic function, the logarithmic distribution of the scattered points in the phase space of urban chaos indicates a process appearing between simplicity and complexity.
3. Empirical analysis
3.1. Data and method
The above-shown numerical iterations are based on the two-dimensional map from the rural–urban population interaction model. It is necessary to make empirical analysis using the dynamic equations of urbanization and observational data. There are two central variables in the study of spatial dynamics of city development: population and wealth [21]. According to the aim of this study, only the first variable, population, is chosen to test the models on urban chaos. In fact, population represents the first dynamics of urban evolution [22]. Generally speaking, the population measure falls roughly into four categories: rural population
The American rural and urban data comes from the US ten-yearly population censuses. There are 23 times of census data from 1790 to 2010 available on the website of American population census. However, only the data from 1790 to 1960 are adopted in this work (Table 1). In fact, the definition of cities in America was changed in 1950, and the new definition came into use since 1970. The US urban population caliber after 1970 may be inconsistent with that before 1960. The observational data can be fitted to the discretization expressions of the United Nations model [23] and the generalized Lotka-Volterra model [24, 25, 26], respectively. The parameters of models are estimated by the multiple linear regression based on the ordinary least squares (OLS) method. The advantage of the OLS method is to keep the key parameters, slopes, come into a proper range. Two sets of tests can be made after parameter estimation: one is statistical tests and, the other, logical tests. The latter is usually neglected in literature. First, failing to pass the statistical tests indicates that it has some problems like incomplete or redundant variables, inaccurate parameter values, and so on. If so, the modeling process should be reconsidered. Second, failing to pass the logical tests indicates some structural problem. In this instance, the model cannot explain the situation at present and cannot predict the tread of development in the future. Statistical tests bear conventional procedure. However, the logical tests must be made by means of mathematical reasoning and numerical analyses.
Time (year) [ | Interval (years) [∆ | Rural population [ | Urban population [ | Rural rate of growth [∆ | Urban rate of growth [∆ | |
---|---|---|---|---|---|---|
1790 | 10 | 3,727,559 | 201,655 | 191305.67 | 125855.30 | 12071.60 |
1800 | 10 | 4,986,112 | 322,371 | 302794.21 | 172831.00 | 20308.80 |
1810 | 10 | 6,714,422 | 525,459 | 487322.03 | 223077.60 | 16779.60 |
1820 | 9.8125 | 8,945,198 | 693,255 | 643391.97 | 284153.58 | 44228.48 |
1830 | 10 | 11,733,455 | 1,127,247 | 1028443.23 | 348484.30 | 71780.80 |
1840 | 10 | 15,218,298 | 1,845,055 | 1645549.78 | 439908.20 | 172944.10 |
1850 | 10 | 19,617,380 | 3,574,496 | 3023569.39 | 560942.30 | 264202.20 |
1860 | 10 | 25,226,803 | 6,216,518 | 4987478.10 | 342920.70 | 368584.30 |
1870 | 10 | 28,656,010 | 9,902,361 | 7359287.97 | 740346.40 | 422737.40 |
1880 | 10 | 36,059,474 | 14,129,735 | 10151800.00 | 481402.70 | 797653.00 |
1890 | 10 | 40,873,501 | 22,106,265 | 14346837.12 | 512383.50 | 810856.70 |
1900 | 9.7917 | 45,997,336 | 30,214,832 | 18235956.49 | 425582.20 | 1210127.90 |
1910 | 9.7917 | 50,164,495 | 42,064,001 | 22879255.97 | 163788.26 | 1244862.74 |
1920 | 10.25 | 51,768,255 | 54,253,282 | 26490822.68 | 221831.22 | 1454372.39 |
1930 | 10 | 54,042,025 | 69,160,599 | 30336844.29 | 341720.60 | 554473.90 |
1940 | 10 | 57,459,231 | 74,705,338 | 32478532.68 | 373837.30 | 1542285.60 |
1950 | 10 | 61,197,604 | 90,128,194 | 36448706.03 | 506197.80 | 2293539.90 |
1960 | 10 | 66,259,582 | 113,063,593 | 41776788.81 |
3.2. Parameter estimation and model selection
The above-stated model on rural–urban interaction is an equation system coming from empirical analysis. One of the general forms of urbanization dynamics models can be expressed as
This is in fact the urbanization model of United Nations [23], in which
which corresponds to Eq. (1). Clearly, the model parameters
To examine the relationship between the one-dimensional map and the two-dimensional mapping of urbanization, we can investigate the US urbanization curve. According to Eq. (9), the level of urbanization should follow the logistic curve. It is easy to calculate the urbanization ratio using the data in Table 1. For convenience, we set time dummy
The goodness of fit is about
As a reference, the American rural and urban data can be fitted to the predator–prey interaction model. The independent variables include
3.3. Numerical experiment
As a complement analysis, the US census data of urban, rural, and total population as well as the level of urbanization can be generated using the rural–urban interaction model. A comparison between the simulation value and observed data shows the effect of urban modeling. The numerical simulation results are based on Eq. (15) and are displayed in Figures 5 and 6, respectively. Clearly, the change of the urban and total population takes on of the sigmoid curves, while the rural population takes on a unimodal curve (Figure 5). What is more, the urbanization level is also an S-shaped curve, which can be described with the logistic function (Figure 6). The changing trends of four types of curves based on the numerical simulation are supported by the observation data from the real world [4, 27]. In the model, the capacity parameter of the urbanization level is evaluated as 100%, and this does not accord with reality of urban evolution. Nevertheless, the basic characters of the rural and urban development can be brought to light by Eq. (15). Anyway, there is no logical contradiction in the results from the numerical computation based on the rural–urban mapping.
So far, we have finished the building work of the model of urbanization based on the population observation in the real world. To sum up, the calculation results lend empirical support to the theoretical models and relations. First, the rural–urban population interaction model is testified, at least for a number of developed countries. The American model of rural–urban population interaction can be expressed by Eq. (1). This is the experimental foundation of theoretical analysis of discrete urbanization dynamics. Second, the relationship between the one-dimensional map of logistic growth and the two-dimensional map of rural–urban interaction is verified. By using the system of rural–urban interaction models, we can produce the logistic curve of urbanization. What is more, the curves of urban population, rural population, and total population are empirically acceptable. In the following section, I will discuss the related questions about bifurcation, chaos, complexity, and scaling law from the theoretical angle of view.
4. Questions and discussion
4.1. Generalization and supposition
According to the theoretical derivation, numerical experiments, and empirical analysis, an inference can be reached that chaos originates from nonlinear interaction between two coupling elements. The reasons are as below. First, a one-dimensional logistic map is actually based on a two-dimensional interaction map between two populations. Second, both the one-dimensional map and the two-dimensional map processes can create the same patterns of bifurcation and chaos. Further, the theoretical findings can be generalized to the other scientific fields. Where dynamical behaviors are concerned, urban systems bear analogy with ecosystems [21]. Both the logistic equation and the predator–prey interaction model coming from ecology and can be applied to urban studies [24]. The predator–prey system can be modeled by different mathematical expressions, which can produce period-doubling bifurcation and chaos [9, 30, 31, 32]. On the one hand, the bifurcation and chaos proceeding from the two-dimension mapping of urbanization dynamics remind us of the complicated behaviors shown by the one-dimension logistic mapping of insect population. On the other, the model of rural–urban interaction reminds us of the Lotka-Volterra model for the predator–prey interaction [25, 26]. Therefore, the conclusions drawn from urban studies may be generalized to ecological field and vice versa (Table 2). A speculation is that the logistic growth in ecology can be interpreted by the two-population interaction, and the Lotka-Volterra model can be revised as below [8]:
in which
Model | Dynamical equation | Urban system | Ecosystem |
---|---|---|---|
Allometric growth | Allometric scaling relations | Two-population competition | |
Two-population interaction | The rural–urban interaction | The predator–prey interaction | |
Generalized two-population interaction | The rural–urban interaction and logistic growth | Two-population competition and predator–prey interaction |
Thus, we can derive a logistic equation from Eqs. (17) and (18) as follows:
Discretizing Eq. (19) yields a one-dimension mapping of logistic growth as below:
where the parameter
A conjecture is that the logistic growth of population in ecology is just an approximate expression. It is the ratio of the predator population to the total population rather than the predator population itself that follows the law of logistic growth. Using the two-dimension mapping based on Eq. (17), we can carry out a numerical simulation experiment. The results show that if the percentage of predator population
4.2. Scaling in bifurcation diagrams
Chaos and fractals are often placed in the same category in literature, although there is no essential correlation between them. A fractal is a hierarchy with cascade structure, which can be testified by urban systems. In fact, a period-doubling bifurcation diagram contains self-similar hierarchy. So, the period-doubling bifurcation route to chaos of urbanization dynamics can be compared with the hierarchical structure of cities. The general character of varied bifurcation diagrams can be reflected by Feigenbaum’s number, which is a universal constant found by Feigenbaum [34]. This constant can also be figured out through the rural–urban interaction mapping. Based on a bifurcation diagram, we can draw the tent map [35] (Figure 8). If we give up the hypothesis of regional closure, the parameter equation
The period-doubling bifurcation process of urbanization and the cascade structure of systems of cities share the same hierarchical scaling. The bifurcation can be described with three exponential functions such as
where
where the proportionality constant is
The physical meaning of this number is not yet clear for the time being and remains to be brought to light in future studies.
The three exponential equations reflect the universal cascade structure of nature and society. An analogy can be drawn between the cascade structure of the bifurcation diagram and the hierarchical structure of urban systems (Table 3). The scaling laws behind the period-doubling bifurcation can be employed to describe the nonlinear process of urbanization, and the variants of the scaling laws can be adopted to characterize the cascade structure of a hierarchy of cities [10, 11, 12, 39]. Moreover, the allometric scaling relation, Eq. (24), bears an analogy with the fractal relation between urban area and population. The allometric growth law asserts that the rate of relative growth of an organ is a constant fraction of the rate of relative growth of the total organism [40, 41, 42]. In urban studies, the allometric scaling law can be utilized to describe the measure relation between the urban area (
Linear scaling law | Period-doubling bifurcation | Hierarchy of cities |
---|---|---|
The first law—number law | ||
The second law—length/size law | ||
The third law—width/area law |
4.3. Dynamics of fractal dimension evolution of urban growth
The nonlinear dynamics of urbanization corresponds to the complex dynamics of urban growth and morphology. Urban growth can be measured with the time series of fractal dimension of urban form. The common fractal dimension can be obtained by box-counting method. In theory, the box dimension of urban form ranges from 0 to 2. However, in practice, the box dimension always comes between 1 and 2. Boltzmann’s equation can be employed to describe the fractal dimension growth of cities [13]. In fact, Boltzmann’s equation was used to model urban population evolution by Benguigui et al. [44]. Urban population is associated with urban form and urbanization. The Boltzmann model of fractal dimension evolution is as follows:
where
where
which is actually based on the normalized fractal dimension. Without loss of generality, let the time interval Δ
Defining
where
The process of urban growth is a dynamic process of urban space filling. An urban region falls into two parts: filled space and unfilled space. We can define a spatial filled-unfilled ratio (FUR) for urban growth [13], that is:
Thus we have
where
Based on a digital map with given resolution, the filled space can be measured with the pixels indicating urban and rural built-up area such as structures, outbuildings, and service areas. In contrast, the unfilled space is the complement of the filled space of built-up area. On the digital map, the unfilled space is just the blank space of an urban figure. If a region is extensively developed and is already occupied by various urban infrastructures and superstructures, it is transformed, and the unfilled space is replaced by filled space. This spatial replacement dynamics can be described by a pair of differential equations:
where
4.4. Replacement dynamics
The logistic growth model and the rural–urban interaction model can be employed to develop the theory of replacement dynamics. Dynamical replacement is one of the ubiquitous general empirical observations across the individual sciences, which cannot be understood in the set of references developed within the certain scientific domain. We can find the replacement processes associated with competition everywhere in nature and society. The theory of replacement dynamics should be developed in the interdisciplinary perspective. It deals with the replacement of one activity by another. One typical substitution is the replacement of old technology by new; another typical substitution is the replacement of rural population by urban population. Urbanization is a process of population replacement, that is, the urban population substitutes for the rural population [47, 48]. The components in a self-organized system, generally speaking, can be distributed into two classes, and the process of a system’s evolution is a process of discarding one kind of component in favor of another kind of component. This process is termed “replacement” [13, 14]. For example, the population in a geographical region can be divided into urban population and rural population, and urbanization is a process of rural–urban replacement of population [48]; the technologies can be divided into new ones and old ones, and technical innovation is a process of new-old technology replacement [49, 50]. In fact, people can be divided into the rich and the poor, the geographical space can be divided into natural space and human space, and so on. Where there are self-organized systems, there is evolution, and where there is evolution, there is replacement. Replacement results from competition and results in evolution. Replacement analysis is a good approach to understanding complex systems and complexity.
The basic and simplest mathematical model of replacement is the logistic function, which can be employed to describe the processes of growth and conversion. Besides, other sigmoid functions such as the quadratic logistic function and Boltzmann’s equation may be adopted to model the replacement dynamics. A number of mathematical methods such as allometric scaling can be applied to analyzing various types of replacement. In fact, the allometric scaling can be used to analyze the relationships between the one thing/group (e.g., urban population) and another thing/group (e.g., rural population). A replacement process is always associated with the nonlinear dynamics described by two-group interaction model. The discrete expression of the nonlinear differential equation of replacement is a one-dimensional map, which is equivalent to a two-dimensional map. The maps can generate various simple and complex behaviors including S-shaped growth, periodic oscillations, and chaos. If the rate of replacement is lower, the growth curve is a sigmoid curve. However, if the replacement rate is too high, periodic oscillations or even chaos will arise. This suggests, no matter what kind of replacement it is—virtuous substitution or vicious substitution—the rate of replacement should be befittingly controlled. Otherwise, catastrophic events may take place, and the system will likely fall apart. The studies on the replacement dynamics are revealing for us to understand the evolution in nature and society, and the relationship between the one-dimension map and the two-dimension map is revealing for our understanding of the replacement dynamics.
5. Conclusions
Researching the origin and essence of bifurcation and chaos in urbanization process offers a new way of looking at complicated dynamics of simple systems. The pattern of phase space cannot be revealed by the one-dimension mapping diagram based on ecological systems, but it can be displayed by the two-dimension mapping diagram based on the rural–urban population migration and transition. This suggests that urban evolution is a good window for examining bifurcation and chaos. Moreover, the similarity between urban dynamics and ecological dynamics will inspire us to explore the implicit substance of natural laws. By the study of urbanization dynamics, we can obtain three aspects of new knowledge about bifurcation and chaos.
Acknowledgments
This research was sponsored by the National Natural Science Foundations of China (Grant No. 41590843 & 41671167). The support is gratefully acknowledged.
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