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[ Figure 2 ] MATHEMATICAL AND COMPUTATIONAL METHODS are applied in
various ways in the study of random walks. A random walk is a model for such physical processes as the
Brownian motion
of a small particle suspended in a liquid. The particle undergoes random deflections as it is bombarded by
the molecules
in the liquid; its path can thus be described as a sequence of steps, each taken in a random direction. The
most direct
way to deduce the consequences of the model is by a computer experiment. Many random walks are simulated on a
computer
and their average properties are measured. The diagram shows a histogram in which the height of each bin
records the
number of simulated random walks that were found to have reached a particular range of positions after a
certain time
step. As more trials are included, the shape of the histogram approaches that of the exact distribution of
positions.
For an ordinary random walk it is possible to derive the exact distribution directly. A differential equation
can be
constructed for the distribution, and the equation is simple enough for an exact solution to be given. For
most
differential equations, however, no such exact solution can be obtained, and approximations must be made. In
numerical
approximations the smooth variation of quantities in the differential equation is approximated by a large
number of
small increments. The results shown in the diagram were obtained by a computer program in which the spatial
and temporal
increments were small fractions of the lengths and times for individual steps in the random walk. Algebraic
approximations to the differential equation are found as a series of algebraic terms. The diagram shows the
first three
terms in such a series. The contribution of each term is shown as a solid black line or curve. The line or
curve is
added by superposition to the broken black line or curve that represents the previous order in the
approximation. The
result of the superposition is the current order in the approximation (solid colored curves).

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[ Figure 3 ]
COMPUTATIONAL METHODS alone are used in the study of
self-avoiding random walks. Self-avoiding random walks, which arise as models for physical processes such as
the folding
of polymer molecules, differ from ordinary random walks in that each step must avoid all previous steps. The
complication makes it impossible to construct a simple differential equation that describes the average
properties of
the walk. Conventional mathematical approaches are thus ineffective. Properties of the self-avoiding random
walk are
found by direct simulation.

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[ Figure 4 ] CHAOTIC BEHAVIOR is seen in many natural systems. A familiar example is the dripping faucet, described by a mathematical model formulated in
terms of a differential equation by Robert Shaw of the Institute for Advanced Study. When the rate at which water flows through the faucet is very low, drops of
equal size are formed at regular intervals (left). The model implies that if the position of the top of each drop that forms (arrows) is plotted
against the mass of the drop, a simple closed curve called a limit cycle is obtained (right). The evolution of the system is represented by a point that
traces the curve with time. If the flow is increased, the behavior of the system suddenly becomes more complicated. A phenomenon known as period doubling occurs,
and pairs of drops, often of different sizes, are formed in each cycle. If the flow is further increased, there is a sequence of additional period doublings.
Finally, just before the water flowing from the faucet becomes continuous an irregular stream of drops is produced. The drops have an entire range of sizes, and
the intervals between the formation of consecutive drops appear to be random. The behavior of the system is then described by an irregular curve called a strange
or chaotic attractor. The form of the curve is implied by the differential equation, but in practice it can be found only by numerical-approximation techniques.

[ Figure 5 ] MATHEMATICAL CALCULATIONS are carried out by a computer in this example of a dialogue in the SMP computer language developed by the author. The computer
manipulates algebraic formulas and other symbolic constructs as well as numbers. The commands in the language include all the operations of standard mathematics. The
last few panels show how new operations can be defined and then are applied by the computer to simplify any expression that includes the function.

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[ Figure 6 ] CELLULAR AUTOMATA are simple models that appear to
capture the essential features of a wide variety of natural systems. A one-dimensional cellular automaton is
made up of
a line of cells, shown in the diagram as colored squares. Each cell can take on a number of possible values,
represented
by different colors. The cellular automaton evolves in a series of steps, shown as a sequence of rows of
squares
progressing down the page. At each step the values of all the cells are updated according to a fixed rule. In
the case
illustrated the rule specifies the new value of a cell in terms of the sum of its previous value and the
previous values
of its immediate neighbors. Such rules are conveniently specified by code numbers defined as shown in the
diagram; the
subscript 3 is given because each cell can take on one of three possible values.

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[ Figure 7 ] EXPERIMENTAL MATHEMATICS is an exploratory technique
made possible largely through the use of computers. Any set of mathematical rules can be applied repeatedly
by a
computer and their consequences explored in an experimental fashion. For example, in order to study a pattern
generated
by the cellular automaton defined by the rule shown, one begins by explicitly simulating on a computer many
steps in the
evolution of the cellular automaton. Inspection of the pattern obtained then leads to the conjecture that it
is fractal,
or self-similar, in the sense that parts of it, when enlarged, have the same overall form as the whole. The
conjecture,
once made, is comparatively easy to prove by conventional mathematical techniques. The proof can be based on
the fact
that the initial conditions for growth from certain cells in the pattern are the same as the conditions for
growth from
the very first cell. There are an increasing number of mathematical results that were discovered in computer
experiments. Some of them have subsequently been reproduced by conventional mathematical arguments.

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[ Figure 8 ] COMPLEX BEHAVIOR can develop even in systems with
simple components. The eight cellular automata shown in the photographs are made up of lines of cells that
take on one
of five possible values. The value of each cell is determined by a simple rule based on the values of its
neighbors on
the previous line. Each pattern is generated by the rule whose code number is given in the key (see
illustration on
page 197). The patterns in the upper four photographs are grown from a single colored cell. Even in this
case the
patterns generated can be complex, and they sometimes appear quite random. The complex patterns formed in
such physical
processes as the flow of a turbulent fluid may well arise from the same mechanism. Complex patterns generated
by
cellular automata can also serve as a source of effectively random numbers, and they can be applied to
encrypt messages
by converting a text into an apparently random form. The patterns in the lower four photographs begin with
disordered
states. Even though the values of the cells in these initial states are chosen at random, the evolution of
the cellular
automata gives rise to structures of four basic classes. In the two classes shown in the third row of
photographs the
long-term behavior of the cellular automata is comparatively simple; in the two classes shown in the bottom
row it can
be highly complex. The behavior of many natural systems may well conform to this classification.

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[ Figure 9 ] UNDECIDABLE PROBLEMS can arise in the mathematical
analysis of models of physical systems. For example, consider the problem of determining whether a pattern
generated by
the evolution of a cellular automaton will ever die out, so that all the cells become black. The patterns
generated by
the cellular automaton shown above are so complicated that the only possible general approach to the solution
of the
problem is to explicitly simulate the evolution of the cellular automaton. The pattern obtained from the
initial state
shown at the left is found to die out after just 16 steps. The initial state in the center yields a pattern
that takes
1,016 steps to die out. The initial state at the right gives rise to a pattern whose fate remains unclear
even after a
simulation carried out over many thousands of steps. In general no finite simulation of a fixed number of
steps can be
guaranteed to determine the ultimate behavior of the cellular automaton. Hence the problem of whether or not
a
particular pattern ultimately dies out, or halts, is said to be formally undecidable. The cellular automaton
shown here
follows a rule specified by the code number
.

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[ Figure 10 ] COMPUTATIONAL IRREDUCIBILITY is a phenomenon that
seems to arise in many physical and mathematical systems. The behavior of any system can be found by explicit
simulation
of the steps in its evolution. When the system is simple enough, however, it is always possible to find a
short cut to
the procedure: once the initial state of the system is given, its state at any subsequent step can be found
directly
from a mathematical formula. For the system shown schematically at the left, the formula merely requires that
one find
the remainder when the number of steps in the evolution is divided by 2. Such a system is said to be
computationally
reducible. For a system such as the one shown schematically at the right, however, the behavior is so
complicated that
in general no short-cut description of the evolution can be given. Such a system is computationally
irreducible, and its
evolution can effectively be determined only by the explicit simulation of each step. It seems likely that
many physical
and mathematical systems for which no simple description is now known are in fact computationally
irreducible.
Experiment, either physical or computational, is effectively the only way to study such systems.