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INTG 002: Mathematical magic D. DeTurck University of Pennsylvania April 8, 2014 D. DeTurck INTG 002 001 2014A:Magic 1 / 28

INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

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Page 1: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

INTG 002: Mathematical magic

D. DeTurck

University of Pennsylvania

April 8, 2014

D. DeTurck INTG 002 001 2014A:Magic 1 / 28

Page 2: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

deBruijn sequences

• Crux of the trick:There were 32 = 2× 2× 2× 2× 2 cards.

• And the question “Who has red cards?” can be answered in32 possible ways.

• The deck was arranged so each consecutive set of five cardshas a different color pattern.

• My memory is not so prodigious, so there’s a little more tothe trick that I might explain at the end of class.

D. DeTurck INTG 002 001 2014A:Magic 2 / 28

Page 3: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

deBruijn sequences

• Crux of the trick:There were 32 = 2× 2× 2× 2× 2 cards.

• And the question “Who has red cards?” can be answered in32 possible ways.

• The deck was arranged so each consecutive set of five cardshas a different color pattern.

• My memory is not so prodigious, so there’s a little more tothe trick that I might explain at the end of class.

D. DeTurck INTG 002 001 2014A:Magic 2 / 28

Page 4: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

How to arrange the deck?

• Let’s try it with just 8 = 2× 2× 2 cards.

• Sequences:

RRR RRB RBR RBB BRR BRR BRB BBR BBB

• Want to find a sequence of eight R/B colors so each set ofthree occurs just once.

RRRBBBRB

“going around the corner”

D. DeTurck INTG 002 001 2014A:Magic 3 / 28

Page 5: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

How to arrange the deck?

• Let’s try it with just 8 = 2× 2× 2 cards.

• Sequences:

RRR RRB RBR RBB BRR BRR BRB BBR BBB

• Want to find a sequence of eight R/B colors so each set ofthree occurs just once.

RRRBBBRB

“going around the corner”

D. DeTurck INTG 002 001 2014A:Magic 3 / 28

Page 6: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Zeros and ones

• Replace R by 1 and B by 0 so RRRBBBRB becomes11100010.

• deBruijn sequence with window length k : total length 2k suchthat every k consecutive digits occurs just once (going aroundthe corner). So 11100010 has window length 3.

• For the trick, need a sequence of window length 5.

• Math problem: Given k do there exist deBruijn sequences ofwindow length k? If so, how many are there and how do youfind them?

D. DeTurck INTG 002 001 2014A:Magic 4 / 28

Page 7: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Zeros and ones

• Replace R by 1 and B by 0 so RRRBBBRB becomes11100010.

• deBruijn sequence with window length k : total length 2k suchthat every k consecutive digits occurs just once (going aroundthe corner). So 11100010 has window length 3.

• For the trick, need a sequence of window length 5.

• Math problem: Given k do there exist deBruijn sequences ofwindow length k? If so, how many are there and how do youfind them?

D. DeTurck INTG 002 001 2014A:Magic 4 / 28

Page 8: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Graph theory approach:

• To find a deBruijn sequence of window length 3, take thedirected graph whose vertices are all (four) two-bit sequences,and draw an edge vertex A to vertex B if the last bit of A isthe same as the first bit of B. (In general we would have thelast k − 1 bits of A the same as the first k − 1 bits of B.)

D. DeTurck INTG 002 001 2014A:Magic 5 / 28

Page 9: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Euler circuits again

• The problem becomes one of finding an Euler circuit (rememberthose?) in this graph that obeys the arrows. This is possible ifand only if each vertex has the same number of arrows goingout as coming in.

• So we’re in luck and now we know there’s at least one deBruijnsequence for each k.

D. DeTurck INTG 002 001 2014A:Magic 6 / 28

Page 10: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Greedy algorithm

• DeBruijn sequences can also be constructed by the “greedyalgorithm” :

• Start with a sequence of k zeros and then add a 1 to thesequence whenever possible (i.e., when adding a 1 doesn’tform a pattern already seen), otherwise add a zero.

• For instance, for k = 4 this gives:

0000111101100101(000)

D. DeTurck INTG 002 001 2014A:Magic 7 / 28

Page 11: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

How many?

• How many deBruijn sequences are there with a fixed windowlength?

• Consider two to be the same if they differ only by a cyclicshift. Then for k = 3 there are only two:

00011101 and 11100010.

• For k = 4 there are 16. For k = 5 there are 211 = 2048.

• The reason they’re called deBruijn sequences is that heproved:For any k there are exactly 22

k−1−k different deBruijnsequences.

• Lots of open questions about these.

D. DeTurck INTG 002 001 2014A:Magic 8 / 28

Page 12: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

How many?

• How many deBruijn sequences are there with a fixed windowlength?

• Consider two to be the same if they differ only by a cyclicshift. Then for k = 3 there are only two:

00011101 and 11100010.

• For k = 4 there are 16. For k = 5 there are 211 = 2048.

• The reason they’re called deBruijn sequences is that heproved:For any k there are exactly 22

k−1−k different deBruijnsequences.

• Lots of open questions about these.

D. DeTurck INTG 002 001 2014A:Magic 8 / 28

Page 13: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Applications?

• Location of robot along a hallway.

• 2D versions of deBruijn sequences (deBruijn tori) for locationin a room — or location on a page.

• 4-by-4 version with 2-by-2 window.

1 1 0 10 0 0 11 0 0 01 0 1 1

D. DeTurck INTG 002 001 2014A:Magic 9 / 28

Page 14: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Thinking bigger

• This contains every 2-by-2 binary matrix if we view it as atorus (or extend periodically):

0 0 1 0 0 0 1 0 0 0 1 01 1 1 0 1 1 1 0 1 1 1 0

0 1 1 1 0 1 1 1 0 1 1 10 1 0 0 0 1 0 0 0 1 0 00 0 1 0 0 0 1 0 0 0 1 01 1 1 0 1 1 1 0 1 1 1 0

0 1 1 1 0 1 1 1 0 1 1 10 1 0 0 0 1 0 0 0 1 0 00 0 1 0 0 0 1 0 0 0 1 01 1 1 0 1 1 1 0 1 1 1 0

0 1 1 1 0 1 1 1 0 1 1 10 1 0 0 0 1 0 0 0 1 0 0

D. DeTurck INTG 002 001 2014A:Magic 10 / 28

Page 15: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Still bigger

• Here is a 256-by-256 version (dots represent 1s) containing all4-by-4 binary arrays:

D. DeTurck INTG 002 001 2014A:Magic 11 / 28

Page 16: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Dynamical systems

• Dynamical systems (usually expressed as differential ordifference equations) relate the rate of change of somequantity back to the quantity itself.

• Example:

D. DeTurck INTG 002 001 2014A:Magic 12 / 28

Page 17: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Dynamical systems

• Dynamical systems (usually expressed as differential ordifference equations) relate the rate of change of somequantity back to the quantity itself.

• Example:

D. DeTurck INTG 002 001 2014A:Magic 12 / 28

Page 18: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

More realistic

• Here’s a better one – with air resistance, the acceleration of afalling object is the acceleration of gravity minus theacceleration due to air resistance, which for some objects isproportional to the square of the velocity. For such an objectwe have the differential equation:

D. DeTurck INTG 002 001 2014A:Magic 13 / 28

Page 19: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

In a different field

• Radioactive substances decompose at a rate proportional tothe amount present.

D. DeTurck INTG 002 001 2014A:Magic 14 / 28

Page 20: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

The same equation

D. DeTurck INTG 002 001 2014A:Magic 15 / 28

Page 21: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

More realistic for populations

• An ecosystem may have a maximum capacity to support acertain kind of organism.

• In this case, the rate of change of the population isproportional to the number of organisms present and to theamount of excess capacity in the environment (overcrowdingwill cause the population growth to decrease)

• If the carrying capacity of the environment is the constantPmax then we get the equation

dP

dt= kP(Pmax − P).

D. DeTurck INTG 002 001 2014A:Magic 16 / 28

Page 22: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

More realistic for populations

• An ecosystem may have a maximum capacity to support acertain kind of organism.

• In this case, the rate of change of the population isproportional to the number of organisms present and to theamount of excess capacity in the environment (overcrowdingwill cause the population growth to decrease)

• If the carrying capacity of the environment is the constantPmax then we get the equation

dP

dt= kP(Pmax − P).

D. DeTurck INTG 002 001 2014A:Magic 16 / 28

Page 23: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

The slope field for P ′ = 2P(1− P)

D. DeTurck INTG 002 001 2014A:Magic 17 / 28

Page 24: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Discrete version

• From one year to the next: Say

P(n + 1) = kP(n)(1− P(n))

• If 0 ≤ k ≤ 4 then we’ll have 0 ≤ P(n + 1) ≤ 1 provided0 ≤ P(n) ≤ 1.

• It’s surprising that for different values of k in this range, thebehavior of P(n) can be quite different.

D. DeTurck INTG 002 001 2014A:Magic 18 / 28

Page 25: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

First exploration: numerical

D. DeTurck INTG 002 001 2014A:Magic 19 / 28

Page 26: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Iteration plots: yn+1 = 1.8yn(1− yn)

D. DeTurck INTG 002 001 2014A:Magic 20 / 28

Page 27: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Iteration plots: yn+1 = 1.8yn(1− yn)

D. DeTurck INTG 002 001 2014A:Magic 21 / 28

Page 28: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Iteration plots: yn+1 = 1.8yn(1− yn)

D. DeTurck INTG 002 001 2014A:Magic 22 / 28

Page 29: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Iteration plots: yn+1 = 1.8yn(1− yn)

D. DeTurck INTG 002 001 2014A:Magic 23 / 28

Page 30: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Iteration plots: yn+1 = 1.8yn(1− yn)

D. DeTurck INTG 002 001 2014A:Magic 24 / 28

Page 31: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Iteration plots: yn+1 = 2.8yn(1− yn)

D. DeTurck INTG 002 001 2014A:Magic 25 / 28

Page 32: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Iteration plots: yn+1 = 3.3yn(1− yn)

D. DeTurck INTG 002 001 2014A:Magic 26 / 28

Page 33: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Iteration plots: yn+1 = 3.3yn(1− yn)

D. DeTurck INTG 002 001 2014A:Magic 27 / 28

Page 34: INTG 002: Mathematical magicdeturck/isp/april-08.pdfD. DeTurck INTG 002 001 2014A:Magic 2/28 deBruijn sequences Crux of the trick: There were 32 = 2 2 2 2 2 cards. And the question

Geometric approach

• Period doubling and chaotic phenomena

• Real magic: complex behavior from simple systems

• see iterplot worksheet and

• see Logistic map

D. DeTurck INTG 002 001 2014A:Magic 28 / 28