June 2000
Different ways of looking at numbers
There are all sorts of ways of writing numbers. We can use
arithmetics with different bases, fractions, decimals,
logarithms, powers, or simply words. Each is more convenient for
one purpose or another and each will be familiar to anyone who
has done some mathematics at school. But, surprisingly, one of
the most striking and powerful representations of numbers is
completely ignored in the mathematics that is taught in schools
and it rarely makes an appearance in university courses, unless
you take a special option in number theory. Yet continued
fractions are one of the most revealing representations of
numbers. Numbers whose decimal expansions look unremarkable and
featureless are revealed to have extraordinary symmetries and
patterns embedded deep within them when unfolded into a continued
fraction. Continued fractions also provide us with a way of
constructing rational approximations to irrational numbers and
discovering the most irrational numbers.
Every number has a continued fraction expansion but if we
restrict our ambition only a little, to the continued fraction
expansions of "almost every" number, then we shall find ourselves
face to face with a simple chaotic process that nonetheless
possesses unexpected statistical patterns. Modern mathematical
manipulation programs like Mathematica have continued fraction
expansions as built in operations and provide a simple tool for
exploring the remarkable properties of these master keys to the
secret life of numbers.
The Nicest Way of Looking at Numbers
Introducing continued fractions
Consider the quadratic equation
\setcounter{equation}{0}
Dividing by we can rewrite it as
\setcounter{equation}{1}
Now substitute the expression for given by the right-hand side of this
equation for in the denominator on the right-hand side:
\setcounter{equation}{2}
We can continue this incestuous procedure indefinitely, to produce a
never-ending staircase of fractions that is a type-setter's nightmare:
\setcounter{equation}{3}
This staircase is an example of a \textit{continued fraction}. If we return
to equation 1 then we can simply solve the quadratic equation to find the
positive solution for that is given by the continued fraction expansion
of equation 4; it is
\setcounter{equation}{4}
Picking , we have generated the continued fraction expansion of the
\textit{golden mean},:
\setcounter{equation}{5}
This form inspires us to define a general continued fraction of a number as
\setcounter{equation}{6}
where the are positive integers, called
the \textit{partial quotients} of the continued fraction expansion (cfe). To
avoid the cumbersome notation we write an expansion of the form equation
7 as
\setcounter{equation}{7}
Continued fractions first appeared in the works of the Indian
mathematician
Aryabhata in the 6th century. He used them to solve linear
equations. They re-emerged in Europe in the 15th and 16th
centuries and
Fibonacci attempted to define them in a general way. The term
"continued fraction" first appeared in 1653 in an edition of the
book Arithmetica Infinitorum by the Oxford
mathematician,
John Wallis. Their properties were also much studied by one
of Wallis's English contemporaries,
William Brouncker, who along with Wallis, was one of the
founders of the Royal Society. At about the same time, the famous
Dutch mathematical physicist,
Christiaan Huygens made practical use of continued fractions
in building scientific instruments. Later, in the eighteenth and
early nineteenth centuries,
Gauss and
Euler explored many of their deep properties.
How long is a continued fraction?
Continued fractions can be finite in length or infinite, as in our example
above. Finite cfes are unique so long as we do not allow a quotient of
in the final entry in the bracket (equation 8), so for example, we should
write 1/2 as rather than as We can always eliminate
a from the last entry by adding to the previous entry.
\par
If cfes are finite in length then they can be evaluated level by level
(starting at the bottom) and will reduce always to a rational fraction; for
example, the cfe . However, cfes can be infinite in length,
as in equation 6 above. Infinite cfes produce representations of
irrational numbers. If we make some different choices for the constant
in equations 4 and 5 then we can generate some other interesting
expansions for numbers which are solutions of the quadratic equation. In
fact, all roots of quadratic equations with integer coefficients, like
equation 5, have cfes which are eventually periodic, like
or . Here are the leading
terms from a few notable examples of infinite cfes:
\setcounter{equation}{8}
\setcounter{equation}{9}
\setcounter{equation}{10}
\setcounter{equation}{11}
These examples reveal a number of possibilities. All of the expansions
except that for have simple patterns whilst that for , which
was first calculated by John Wallis in 1685, has no obvious pattern at all.
There also seems to be a preference for the quotients to be small numbers in
these examples. The cfe for was first calculated by
Roger Cotes, the Plumian Professor of Experimental Philosophy
at Cambridge, in 1714.
Continued fractions allow us to probe an otherwise hidden order within the
realm of numbers. If we had written the number as a decimal
() or even in binary () then it looks
a pretty nondescript number. Only when it is written as a continued fraction
does its unique structure emerge.
Some Useful Applications
Approximating Pi
If we chop off an infinite cfe after a finite number of steps then we will
create a \textit{rational approximation} to the original irrational. For
example, in the case of , if we chop off the cfe at we
get the
familiar rational approximation for of .
If we keep
two more terms then we have , an
even better
approximation to .This approximation was known to the
early Chinese. The first eight rational approximations are
\setcounter{equation}{12}
The more terms we retain in the cfe, the better the rational approximation
becomes. In fact, the cfe provides the best possible rational approximations
to a general irrational number. Notice also that if a large number occurs in
the expansion of quotients, then truncating the cfe before that will produce
an exceptionally good rational approximation. Later on we shall see that, in
some sense, it is probable that most cfe quotients are small numbers ( or
), so the appearance in the cfe of of a number as large as
so
early in the expansion is rather unusual. It also leads to an extremely good
rational approximation to
Pythagorean musical scales
The ancient Pythagoreans discovered that the division of the string of a
musical instrument by a ratio determined by small integers resulted in an
appealing relationship. For example, a half length gives a frequency
ratio of , the
musical octave, and a third length gives a ratio of , the musical
fifth, a quarter length gives a frequency ratio , the musical fourth, a
frequency ratio , the major third. We can now ask how the Pythagorean
scale fits together. For example, how many major thirds equal an integral
number of octaves; that is, when is
\setcounter{equation}{13}
Taking logarithms to the base , we are looking for a solution
. Since the is irrational there cannot be any exact
solutions for integers and . But there are "almost" solutions. To
find them we just look at the cfe of .
Chopping it after the first fractional term gives the rational approximation
, so the approximate solution to our problem
is , , and
\setcounter{equation}{14}
If we used the next cf approximant we would get which is rather
awkward to handle.
Gears without tears
Saturn
Huygens was building a mechanical model of the solar system and wanted to
design the gear ratios to produce a proper scaled version of the planetary
orbits. So, for example, in Huygens' day it was thought that the time
required for the planet Saturn to orbit the Sun is years (it is now
known to be years). In order to model this motion correctly to
scale, he needed to make two gears, one with teeth, the other
with
teeth, so that is approximately . Since it is hard to fashion
small gears with a huge number of teeth, Huygens looked for relatively small
values of and . He calculated the cfe of and read off the
first few rational approximations: .
Thus, to simulate accurately Saturn's motion with respect to that of the
Earth's, Huygens made one gear with teeth and the other with
teeth.
A schematic of Huygens' gear train
One of Ramanujan's tricks revealed
The remarkable Indian
mathematician
Srinivasa Ramanujan (1887-1920)
was famous for his uncanny intuition about numbers and their
inter-relationships. Like mathematicians of past centuries he was fond of
striking formulae and would delight in revealing (apparently from nowhere)
extraordinarily accurate approximations (can you show that
?). Ramanujan was especially fond of cfes and
had an intimate
knowledge of their properties. Knowing this one can see how he arrived at
some of his unusual approximation formulae. He knew that when some
irrational number produced a very large quotient in the first few term of
its cfe then it could be rationalised to produce an extremely accurate
approximation to some irrational. A nice example is provided by Ramanujan's
approximation to the value of ,
\setcounter{equation}{15}
which is good to parts in . How did he arrive at this? Knowing of
his fascination with continued fractions we can guess that he knew something
interesting about the cfe of . Indeed, there is something
interesting to know: quotient number six in the continued fraction expansion
of is huge:
\setcounter{equation}{16}
By using the rational approximation that comes from truncating the cfe before
you get a remarkably accurate approximation to ; now just
take its fourth root.
Ramanujan was also interested in other varieties of nested expansion. In
1911 he asked in an article in the \textit{Journal of the Indian
Mathematical Society} what the value was of the following strange formula,
an infinite nested continued root:
\setcounter{equation}{17}
A few months went by and no one could supply an answer. Ramanujan revealed
that the answer is simply and proved a beautiful general formula for
continued roots:
\setcounter{equation}{18}
Applied mathematicians have found that by approximating functions by
continued function expansions, called Pad\'e approximants, they often obtain
far more accurate low-order approximations than by using Taylor series
expansions. By truncating them at some finite order, they end up with an
approximation that is represented by the ratio of two polynomials.
Rational approximations - how good can they get?
Minding your p's and q's
Continued fractions allow us to probe an otherwise hidden order within the
realm of numbers. If we had written the decimal part of the number
() or even in binary () then it looks
a pretty
nondescript number. Only when it is written as a continued fraction does its
unique status emerge.
The rational fractions which are obtained by chopping off a cfe at order
are called the \textit{convergents} of the cf. We denote them by .
As increases, the difference between an irrational and its
convergent decreases
\setcounter{equation}{19}
how quickly?
\par
The cfe also allows us to gauge the simplicity of an irrational number,
according to how easily it is approximatable by a rational fraction. The
number is in this sense the "most irrational" of numbers,
converging slowest of all to a rational fraction because all the are
equal to , the smallest possible value. In fact, Lagrange showed that for
any irrational number there are an infinite number of rational
approximations, , satisfying
\setcounter{equation}{20}
where the statement becomes false if is replaced by a
larger number. In the case of the rational approximations to
provided by the cfe, they are as
and they have the weakest convergent rate allowed by
equation 21 with
\setcounter{equation}{21}
Thus the cfe shows that the golden mean stays farther away from the rational
numbers than any other irrational number. Moreover, for any , the
denominator to the rational approximation produced by truncating the cfe of
any number satisfies
\setcounter{equation}{22}
If the cfe is finite then will only extend up to the end of the
expansion. In fact, it is possible to pin down the accuracy of the rational
approximation in terms of the denominators, , from both
directions by
\setcounter{equation}{23}
There are many other interesting properties of cfes but one might have
thought that there could not be any very strong properties or patterns in
the cfes of all numbers because they can behave in any way that you wish.
Pick any finite or infinite list of integers that you like and they will
form the quotients of one and only one number. Conversely, any real
number you care to choose will have a unique cfe into a finite or an
infinite list of integers which form the quotients of its cfe. A search for
general properties thus seems hopeless. Pick a list (finite or infinite) of
integers with any series of properties that you care to name and it will
form the cfe of some number. However, while this is true, if we restrict our
search to the properties of the cfes of \textit{almost any} (a.e.) real
number -- so omitting a set of 'special numbers' which have a zero
probability of being chosen at random from all the real numbers - then
there are remarkable \textit{general} properties shared by all their cfes.
The Patterns Behind Almost Every Number
Gauss's other probability distribution
The general
pattern of cfes was first discovered in 1812 by the great German
mathematician
Carl Friedrich Gauss (1777-1855), but (typically) he didn't
publish his findings. Instead, he merely wrote to
Pierre Laplace in Paris telling him what he had found, that
for typical continued fraction expansions, the probability
$P([0;a_1,a_2,\ldots,a_n,\ldots]
Paul Lévy (1886-1971).
If we consider the infinite cfe of a.e. real number then, in the limit that
grows large, the probability that the quotient is equal to the
integer approaches
\setcounter{equation}{24}
This has some important features. First, check that, because it is a
probability distribution, if we take the sum over all values of from
to , the answer is . Second, we see that large values of
are
rare: in fact, evaluating etc shows that about of the
quotients are expected to be , and to be .
As increases the
probability of larger values of appearing in the quotients is very
small. If we look at our examples in equations 9-12 then we see
that is a member of the special set of real numbers not included in the
designation "almost every". However, appears to be a member. If we
look back at Ramanujan's approximation for , generated from equation
17, we see that the probability of a quotient as large as 16539 is only
about parts in .
\par
If we make large enough to expand the numerator using the binomial
theorem (so that behaves as ), then
as . This means that if we try to find the average (or
arithmetic mean) value of in the cfe of a.e. number we get an infinite
answer. The average is the sum from to of
which
only falls off as as and this
sum diverges.
Lévy's constant
Paul L\'evy showed that when we confine attention to almost every continued
fraction expansion then we can say something equally surprising and general
about the rational convergents. We have already seen in equations 21-24
that the rational approximations to real numbers improve as some
constant times as increases. It can be shown that, for a.e.
number, its cannot grow exponentially fast as increases
($q_nKhinchin's constant
Then the Russian mathematician
Aleksandr Khinchin (1894-1959)
proved the
third striking result about the quotients of almost any cfe. Although the
arithmetic mean, or average, of the does \textit{not} have a finite
value, the geometric mean does. Indeed, it has a finite value that is
universal for the cfes of almost all real numbers. He showed that as
\setcounter{equation}{27}
where Khinchin's constant, , is given by a slowly converging
infinite product
\setcounter{equation}{28}
Thus the geometric mean quotient value is about , reflecting the
domination by small values that we have seen in the probability
distribution. Again, it is interesting to see how closely this value is
approached by the quotients of .
\par
If we list the appearance of different values of etc
amongst the first terms in the cfe of , then the
values and their
frequencies in decreasing order of appearance, are as follows:
We see that there is already quite good convergence to the predicted values
of for the small values of . If we calculate the geometric mean,
then we find even better convergence to Khinchin's constant,
\setcounter{equation}{29}
Remarkably, if you calculate the cfe of Khinchin's constant itself you will
find that its terms also have a geometric mean that approaches Khinchin's
constant as their number approaches infinity.
A notable exception
The most important number that is not a member of the club of "almost every
number" whose geometric mean value approaches Khinchin's is
. From equation 9, it is easy to work out what happens
to the geometric mean
as . All the 's do nothing to the product
of the 's and what remains is just twice the product of successive
numbers, which introduces and so we can use a good approximation
for it, like Stirling's, to show that as
\setcounter{equation}{30}
Chaotic Numbers
Numbers as chaotic processes
The operation of generating the infinite list of cfe quotients from a.e.
real number is a chaotic process. Suppose the real number we wish to expand
is and we split it into the sum of its integer part (denoted ) and
its fractional part (denoted ), so
\setcounter{equation}{31}
Sometimes we write to denote taking the integer part; for example
. Now if we start with a number like , the first
quotient is just , and the fractional part is
. The next quotient is the integer part of the fractional
part, ; the next fractional
part is , and so
. This
simple procedure gives the first few quotients of , that we listed
above in equation 12. The fractional parts (by definition) are always
real numbers between and . They cannot be equal to or
or the
number would be a rational fraction and the cfe would be finite. The
process of generating successive fractional parts is given by a non-linear
difference equation which maps into and then subtracts the
integer part:
\setcounter{equation}{32}
The function is composed of an infinite number of hyperbolic branches.
Graph 1: The function T(x) (equation 33).
If we apply this mapping over and over again from almost any starting value
given by a real number with an infinite cfe, then the output of values of
approaches a particular probability distribution, first found by Gauss:
\setcounter{equation}{33}
Again, as with any probability distribution, we can check that
.
Graph 2: The probability distribution p(x) (equation
34).
What is chaos?
In order for a mapping like to be chaotic it must amplify small
differences in values of when the mapping is applied over and over
again. This requires the magnitude of its derivative
to be everywhere greater than . Since and $01xx=0\left| dT/dx\right|\delta x\left| dT/dx\right| \delta xT\exp \{\lambda
\delta x\}\lambda =\ln \left| dT/dx\right|xThThnx_ix_0\mathit{F}x01Fa_i(x)FxF(x)=x^{-1}$.
Continued Fractions in the Universe
Continued fractions appear in the study of many chaotic systems. If a
problem of dynamics reduces to the motion of a point bouncing off the walls
of a non-circular enclosure, of which the game of billiards is a classic
example, then continued fraction expansions of the numbers fixing the
initial conditions will describe many aspects of the dynamics as a sequence
of collisions occurs. A striking example of this sort has been discovered in
the study of solutions in the general theory of relativity, which describe the
behaviour of possible universes as we follow them back to the start of their
expansion, or follow the behaviour of matter as it plummets into the central
singularity of a black hole. In each of these cases, a chaotic sequence of
tidal oscillations occurs, whose statistics are exactly described by the
continued fraction expansion of numbers that specify their starting
conditions. Even though the individual trajectory of a particle falling into
the black hole singularity is chaotically unpredictable, it possesses
statistical regularities that are determined by the general properties of
cfes. The constants of Khinchin and L\'evy turn out to characterise the
behaviour of these problems of cosmology and black hole physics.
The Solar System
Continued fractions are also prominent in other chaotic orbit problems.
Numbers whose cfes end in an infinite string of s, like the golden mean,
are called \textit{noble} numbers. The golden mean is the "noblest" of all
because all of its quotients are s. As we have said earlier, this
reflects the fact that it is most poorly approximated by a rational number.
Consequently, these numbers characterise the frequencies of undulating
motions which are least susceptible to being perturbed into chaotic
instability. Typically, a system which can oscillate in two ways, like a
star that is orbiting around a galaxy and also wobbling up and down through
the plane of the galaxy, will have two frequencies determining those
different oscillations. If the ratio of those frequencies is a rational
fraction then the motion will ultimately be periodic, but if it is an
irrational number then the motion will be non-periodic, exploring all the
possibilities compatible with the conservation of its energy and angular
momentum. If we perturb a system that has a rational frequency ratio, then
it can easily be shifted into a chaotic situation with irrational
frequencies. The golden ratio is the most stable because it is farthest away
from one of these irrational ratios. In fact, the stability of our solar
system over long periods of time is contingent upon certain frequency ratios
lying very close to noble numbers.
\par
Continued fractions are a forgotten part of our mathematical education but
their properties are vital guides to approximation and important probes of
the complexities of dynamical chaos. They appear in a huge variety of
physical problems. I hope that this article has given a taste of their
unexpected properties.
Further Reading:
-
J.D. Barrow, "Chaotic Behaviour in General Relativity",
Physics Reports 85, 1 (1982).
-
G.H. Hardy and E.M. Wright, An Introduction to the
Theory of Numbers, Oxford University Presss, 4th ed.
(1968).
-
A.Y. Khinchin, Continued Fractions, University of
Chicago Press (1961).
-
C.D. Olds, Continued Fractions, Random House, NY
(1963).
-
M. Schroeder, Number Theory in Science and
Communication, 2nd edn., Springer (1986).
-
D. Shanks and J.W. Wrench, "Khinchin's Constant",
American Mathematics Monthly 66, 276 (1959)
-
J.J. Tattersall, Elementary Number Theory in Nine
Chapters, Cambridge University Press (1999).
About the author
John D.
Barrow is a Professor in the Department of Applied Mathematics
and Theoretical Physics at the University of Cambridge.
He is the Director of our own Millennium Mathematics Project.
Comments
Possible error
When I worked the Saturn problem, I found the 29/1, 59/2, 206/7 ... sequence results from assuming the period is 29.43 years, not from 29.46. Do you have those reversed?
Respectfully,
Crawford Sachs
CLSachs@compuserve.com
chaos and continued fraction
Thanks Professor, for the lucid presentation....How CFE's are related to Mendelbrot set?
Srinivasan Nenmeli
orthographic mistake
As far as I know the mentioned set is called Mandelbrot set and not Mendelbrot set.
Chaos Theory
Could you add some books in Chaos Theory in your "further reading"?
Thank you in advance.
wrong formula detected
The value of the integral for h in equation 36 is wrong. In the denominator on the right side the natural logarithm of two should not be squared. The correct value of the denominator is
6 ln 2 = ln 64. Therefore h = 2,3731382208312509056434459518945..., but from the right side of equation 36 follows h = 3,423714742537303397493525677565... and that is wrong!
Thanks for spotting that, we
Thanks for spotting that, we've corrected it.
citation
Please, can somebody help me to cite this paper... I am writing my thesis paper and I need this paper as a reference, so how can I write its form?. Thanks in advance.
Tiny typo ("any" where "and" belongs).
An excellent, informative, and truly readable article. Thank you very much Professor Barrow.
Just after formula 24, the 2nd occurence of "any" in the following sentence should be "and". Underscores added for contrast.
"Pick any finite or infinite list of integers that you like _any_ they will form the quotients a(n) of one and only one number."
Thanks for this brilliant article, but I found...
I found this article and read with satisfaction after I searched to confirm and streangthen my ideas.
But, I have to point out two errors that I suppose.
[1] In Page 7, regarding the equation P(k)=ln{1+1/k(k+2) }/ln2 (25),
you mentioned in the last sentence "If we make k large enough to expand the 'binominal theorem' (so that k(k+2) behaves as k^2), then P(k) ~ k^(-2) as k→∞". Its formula is not correct . What I thought at thought is the Taylor Expansion, but I found that it's actually possible when making two differece eauations and summing up those before taking its limit to the infinity:
① 2{ln(k+1)-ln k} - {ln(k+2)-ln k}. ② Then, we have Σ(k=1 to ∞) P(k)=ln2/ln2=1.
I was abe to find with your indication that this process is helpful to understand the Khnchin's Constant in his book "Continued Fractions".
[2] In Page 9, In the example for "A notable exeption", you have written the value as follows:
(k_1(e)k_2(e)...k_n(e))^(1/n) → ( 2n/3e)^(1/3)=0.62595n^(1/3). (31)
But, since e=[2; 1,2,1, 1,4,1, 1,6,1, ・・・, 1,2n,1, ・・・], the total products among the first 3n units is still 2^n*n!, then we have the following relation with the help of Stirling formula as (n!)^(1/n)= n/e+O(lon n) and then,
(k_1(e)k_2(e)...k_3n(e))^(1/3n) → ( 2n/e)^(1/3)=0.90277n^(1/3). (31)#
It has to delete the '3' in the denominator of the lefthand side of (31).