A symposium specific to a tribute to Benoit Mandelbrot will take place at the Ecole Polytechnique on the 17th and 18th of March 2011. Entrance is free but upon registration :
Title of the event is “Universalities and fractals”. You can find the absolutely fascinating program at the previous address.
Here are just a few presentations :
- Heinz-Otto Peitgen. University of Bremen and Florida Atlantic University « The Mandelbrot Set: Revitalizing Iteration Theory and Popularizing Mathematics »
- Luciano Pietronero, Universita La Sapienza, Rome « Fractal Cosmology »
- Laurent Calvet, HEC Paris et National Bureau of Economic Research (USA) « Risque extrême et régularité fractale en finance » (Extreme risk and fractal regularity in finance)
- Jens Feder, Physics of Geological Process, Université d’Oslo, “Fractals flow and Fracture”
- Peter Jones, Yale University « Product Formulas for Measures and Applications to Analysis »
By the way of this blog, I much thank the organizing committee as it seems to me that Mandelbrot was one of the greatest genius of the XXth century. I have been much awaiting this kind of tribute in France. That’s why I will deeply regret for a long time the fact that there is no way I can come on the Friday.
Here is a reminder of the few articles I wrote about Mandelbrot:
Everything you have always wanted to know about fractals without daring to ask.
These two movies about fractals and chaos are amazing.
Thank you Prof. Mandelbrot for teaching us how to describe nature !
Benoit Mandelbrot is, imho, the biggest genius of the XXth century and our time. His work has already technologically changed our world (CGI, cell phone antennas, processors shapes, unerstanding stock market krachs, etc.). But the day, the philosophy, the epistemology, behind his work is understood, the day, the “language of nature” that Mandelbrot taught us, is understood, this day, the world will be a lot more peaceful.
Back in February 2009, I wrote that the celebrity I would love most to meet was Benoit Mandelbrot. I could partially fullfill that dream almost exactly one year ago (on the Sunday 24th of October 2009). While he was in Paris to present the amazing movie Fractals: Hunting the hidden dimension I got the privilege to talk to Benoit Mandelbrot on the phone. I have never posted about that because the talk was quite personal but I guess I will someday. For now, I can say for sure that Benoit Mandelbrot was a great man with an amazing kindness and a very nice sense of humor. He was so kind to tell me to call him after I sent him an email. And on the phone, when I asked him why he was not giving more conferences, he answered me : “you know, I am old, most people think I am already dead.”
Well before that encounter I grew up reading Mandelbrot’s books, among them “The Fractal Geometry of Nature”. Prof. Mandelbrot, I already miss you.
About memories, here is a best of the posts I wrote about fractals, Benoit Mandelbrot, chaos and controls. The first article was a short portrait of Mandelbrot where I campaigned for him to have the Nobel Prize in ALL categories : economy, physics, medecine (biology), chemistry, and even litterature and peace.
If you wish to pay a tribute to Benoit Mandelbrot, please, feel free to do so in the comments.
Children making a snow battle under a magnificient fractal tree.
Benoit Mandelbrot is leaving us way too soon, even at 86. There is still so much to do to educate people about fractals.
I got the incredible luck to speak to him on the phone almost exactly one year ago (on the Sunday 24th of October 2009). He was still in good shape and he had quite a lot of projects. Among them, he was preparing a book of his memories. I hope he had the time to finish it.
I am shocked by this news.
All my thoughts go to his familly.
In an interesting but sad coincidence that life can do, I met this current week Nassim Nicholas Taleb who is, in some sort, Mandelbrot’s disciple.
The king is dead. Long live the king.
Mandelbrot is dead. Long live Taleb.
For more information, see the links given by the message sent by the Finance and Mandelbrot Facebook group :
Philippe Herlin October 17 at 10:01am R.I.P. BENOIT MANDELBROT, 1924-2010
“He Gave Us Order Out of Chaos” — R.I.P. Benoît Mandelbrot, 1924-2010, Wired
Benoît Mandelbrot, Novel Mathematician, Dies at 85, New York Times
Le mathématicien Benoît Mandelbrot est mort, Le Monde http://www.lemonde.fr/carnet/article/2010/10/16/la-mathematicien-benoit-mandelbrot-est-mort_1427385_3382.html
Finance & Mandelbrot
A visualization of chaos is given by fractals. I showed you the pictures of fractal trees taken during a walk at the Parc de Sceaux after a snowfall in Paris. But I had taken a few more pictures of the very beautiful French garden of this Park.
A French garden (“jardin à la française”) is a nice illustration of control. Basically, the gardener controls the shape of the trees. The proximity of the natural trees with their fractal shapes and the gardened trees allowed me to take great pictures that show this contrast between chaos and control.
Let’s begin with my preferred one:
I love the contrast between these cute spherically pruned trees and the majestic naturally shapped oaks behind.
Notice that the apparent complexity of the fractal shape of the tree does not imply it is very difficult to prune a tree. It is more the size and the hardness of the branches that will decide how hard it is to prune the tree into a round shape.
Which tree shape is complex, the natural fractal shape or the artificial round shape? In terms of time, to accurately describe the shape, it is quicker to draw a circle than a fractal, so the circle is much simpler.
In terms of work to obtain the shape, it is the opposite. To get the fractal shape all you need to do is let nature do its job (with simple algorithms). To get a nice spherical shape you will need to prune the tree regularly. It is thus complex to get simple shapes.
Pruning a tree might not sound a complex process. However, the complexity comes from the fact the gardener will want to minimize his work on each tree. He will want to know the minimum frequency at which he needs to prune each of his trees. When in the season, which branch length (according to the tree halth), which tools, that makes many questions that complexify the control algorithm.
So yes gardeners as many other people do optimal control engineering without knowing it. Each time you ask yourself a question such as at which frequency should I do this, you are asking you the central question of control engineering. Too slow and you don’t get the performance you want, too fast and you overwork, you overconsume your energy.
A key factor of success is to do things at the good frequency. Unfortunately, this optimal bandwidth is complex to obtain.
To get back to the simple vs complex question, the key of the simplexity paradox lives in these points:
- A simple natural algorithm leads to a complex shape.
- A complex control algorithm leads to a simple shape.
More generally, we can sum this up like explained in this figure:
Notice that the line from nature to artificial world is continuous. I am not excluding mankind from nature.
Notice also that this separation between a chaotical world and a controlled world is very similar to Nassim Taleb’s separation between extremistan and mediocristan. I had already quickly talked about this description of extremistan and mediocristan as unstable (chaotical) and stable (controlled) systems in a previous post.
Then, here are a few more pictures of the snowed gardened.
Garden with naturally shaped trees in the background
Trees pruned in a conic shape.
Trees pruned in a cubic shape.
Feel free to leave your comments.
I love the description given by the BBC for their documentary “The Secret Life of Chaos” (which you can watch here).
As I have written a few articles about fractals, chaos and controls lately, I have added links internal to this blog to the text.
“Chaos theory has a bad name, conjuring up images of unpredictable weather, economic crashes and science gone wrong. But there is a fascinating and hidden side to Chaos, one that scientists are only now beginning to understand. It turns out that chaos theory answers a question that mankind has asked for millennia - how did we get here?
In this documentary, Professor Jim Al-Khalili sets out to uncover one of the great mysteries of science -
- how does a universe that starts off as dust end up with intelligent life?
- How does order emerge from disorder?
It’s a mindbending, counterintuitive and for many people a deeply troubling idea. But Professor Al-Khalili reveals the science behind much of beauty and structure in the natural world and discovers that far from it being magic or an act of God, it is in fact an intrinsic part of the laws of physics.
Amazingly, it turns out that the mathematics of chaos can explain how and why the universe creates exquisite order and pattern. The natural world is full of awe-inspiring examples of the way nature transforms simplicity into complexity. From trees to clouds to humans - after watching this film you’ll never be able to look at the world in the same way again.”
Notice that this introduction can be sum up by “Chaos vs God” or “Chaotical Design vs Intelligent Design”. However, anyway, one question remains: who created the laws of physics? Or how were created these laws of Physics, if you prefer ;-)
I have often privately said that James Gleick’s Chaos book gives clearer answers than the Bible about our world. Now is the time to say it publicly!
The BBC aired on Thursday, January 14th an excellent documentary about Chaos, Fractals and Nature. You can watch it right here thanks to YouTube. If you are in UK you can also watch it on the BBC website at this address.
I am glad the BBC helps making these subjects popular and fashionnable more than 20 years after James Gleick’s Chaos book.
All parts follow.
As we are still at the beginning of the holiday season, maybe you haven’t bought all your gifts yet. In that case, here are a few lifechanging books you can offer to your loved ones.
By lifechanging, I mean you will never look at the world in the same way after reading one of these books. There is even a good chance you will find the world a lot more simple after your reading because these books give you keys to the behaviour of nature and mankind.
If you don’t like too much specialized books, you will like these ones because each one of them will speak about several topics among geology, economy, biology, social sciences, and climate.
Moreover, you will find some element of answers for several popular questions of our days like:
How does the climate evolve?
Why are we in the middle of a great economical crisis? (By the way, if you want good new about the crisis)
Why politicians appear to be “all rotten anyway”?
Is the key to success luck or hard work (or both)?
Why species disappear?
Why can’t we predict the weather nor the stock market?
Can Chaos Theory be actually useful to something? (Chaos theory is also about knowing what you can’t predict exactly so that you can prepare for the worst)
So, let’s go to the point, here are these absolutely marvellous books. Notice, they are somehow sorted by order of importance.
The Black Swan: The Impact of the Highly Improbable by Nassim Nicholas Taleb (If you have already read it, be sure you have read this post about mediocristan and extremistan)
Fooled by randomness by Nassim Nicholas Taleb
So, in case it was not clear, now you see why my Twitter name is @Fractalharry ;-)
You can propose other books in the comments.
Enjoy your reading.
PS I have linked to Amazon for your convenience but I don’t touch any commission!
For some time, I have wanted to post about “crises are natural preludes to wars”. I am definitely not that qualified to say that, so I am glad these guys (LEAP experts) are. They predicted quite well the crisis, they invented the word “global systemic crisis” back in 2006. What they say is very scary. Even if they do their best not to mention “war”, they speak about “global geopolitical dislocation”, “tragic consequences” and say “the world will look more like Europe in 1913 rather than our world in 2007”. However, as I am an optimistic guy, let me remind you that I have good news about the crisis and that controls and that genius can save us.
In case I am not clear about why controls can save the world, here is the short version: uncontrolled systems, like natural systems are almost always unstable and chaotical. Chaotical systems (1) are ‘worse’ than unstable because they look like they are stable, like they are converging to a limit but actually at about any time they can diverge. So nothing is worse than “no control”. At worst a bad control leaves us in an uncontrolled situation.
Therefore, the world needs more control at all scales from “personnal self-control” to “World control” going through cities, regions, states, or countries control systems. In case you wonder, I am really not speaking of some kind of a Big Brother, fascist, centralized control system. I am more speaking of a democratic, distributed (decentralized) control system. If you are a computer scientist think about the Git Distributed Version Control System, (intro to git here, graphical explanation here). I will explain more in details what I am thinking about in a later post. Remember my point for today. There is no real choice it is either control or war. War, being the expression of the natural divergence of an uncontrolled human system; WWIII would be a ‘game over’ for the world. However, once you choose control, there are plenty of possibilities, stay tuned.
(1) Climate or Volcanoes are good examples of chaotical systems. For a long time they look quiet, and all of a sudden they explode. So yes, they should be controlled. CO2 control is an attempt for climate. Not sure it will work, not sure it is really useful but it is definitely worth trying it. I have a humoristic post about a volcano control system in preparation.
PS If you are interested in controls questions, please join the control theory group on Facebook.
PPS If you wonder what ThinkoSphere is doing in all that, I will speak about it in a later post. But you are definitely right, it is related.
He is from a minority. He is American, lives in the US but has a dual culture. He studied in the best universities. He is one of the smartest guys on Earth. He had many awards for his outstanding work along his long and brilliant career. He has always fought received ideas. He is not afraid of complexity but knows to recognize simplicity in the middle of intricated systems that most people consider as infinitely complex. He is not afraid of telling people when they are wrong. He is not afraid of telling them what to do. He does not hesitate to fight alone against the majority but definitely prefers to be with the majority. If listened to earlier, many casualties would have been avoided. He wants to change the world and he has a plan.
No, I am not speaking about Barack Obama. Let me continue. He is Franco-American. He studied aeronautics. He deserves a Nobel prize in all categories: economy, physics, medecine (biology), chemistry, and even litterature and peace, because his work helped describing and understanding the geometry of nature. His work can indeed be applied to stock market, natural borders, lungs description, fluid mechanics, animal population evolution, clouds. He wrote many inspiring books. If more listened to the world would be way more peaceful because better understood and less submitted to crisis.
Yes, I am speaking about Benoit Mandelbrot and the good news is: his work on finance is slowly being recognized by the media and by economists.
Listen to Mandelbrot and global warming, crisis and wars will just be bad memories. OK I am exaggerating, but I am not sure how much ;-).
PS If you know which conferences Mandelbrot is going to attend this year, please let me know in the comments because he is definitely the celebrity I would love most to meet.