Thinking in Waves Episode 57 / Part XIX — Back to Physics, with the Tools

Tracking down where the 2.2 decades came from

What happens at an edge ──
every edge was a leading correction term Episode 56’s “2.2 decades lost at the ends” is not measured here but derived. For \(\gamma=1\) there is an exact solution, and the answer is \(2\log_{10}\!\big(2/(\pi\varepsilon)\big)=2.2098\).
★ From there, a general law ── decades lost \(=(1/n)\log_{10}(1/\varepsilon)+\)const, with \(n\) the power of the leading correction.
★★★ And a prediction failed ── the slope is not \(2\) but \(2/[\gamma(2-\gamma)]\), which is minimised at \(\gamma=1\) ── exactly \(1/f\).

Tools needed: Episodes 5, 16, 44, 51, 53, 56Computation: kenshou/hashi.js

Episode 56 measured “2.2 decades lost at the ends.” ★ This time we find out where that 2.2 comes from, and fold every edge in this series into one formula.

01Start with one Lorentzian’s bend

Analytic $$\frac{d\ln S}{d\ln\omega}=-\frac{2x^2}{1+x^2},\quad x=\omega\tau\ \Longrightarrow\ \text{bend width}=\log_{10}\frac{2}{\varepsilon}$$
\(\varepsilon\)flat-side edge \(x\)\(-2\)-side edge \(x\)width [dec]\(\log_{10}(2/\varepsilon)\)
0.20.33333.0000.95421.0000
0.050.16016.2451.59111.6021
0.010.070914.1072.29892.3010
0.0050.050119.9752.60102.6021

★ The slope of width against \(\log_{10}(1/\varepsilon)\) is 1.000299 (predicted 1). Both sides have \(x^2\) as their leading correction, so each contributes \(1/2\) decade and the total is 1.

02★★★ Deriving Episode 56’s “2.2 decades”

For \(\gamma=1\) the superposition integral can be done exactly.

Exact solution $$S(\omega)=\frac{\arctan(\omega\tau_{\max})-\arctan(\omega\tau_{\min})}{\omega},\qquad \beta(\omega)=1-\frac{\omega A'}{A}$$
\(\varepsilon\)\(1/f\) [dec]★ lost [dec]\(2\log_{10}\!\frac{2}{\pi\varepsilon}\)
0.210.8941.1061.006
0.110.3271.6731.608
0.059.753★ 2.2475★ 2.2098
0.018.3843.6163.608
0.0057.7864.2144.210

The core of §02 ── what the 2.2 was

lost decades at \(\varepsilon=0.05\) \(=2\log_{10}\dfrac{2}{\pi\varepsilon}=2.2098\)

★ This matches Episode 56’s measured 2.249 / 2.255 ── that 2.2 came from the \(2/(\pi x)\) tails of the two \(\arctan\)s.
★★ A measured number became a derived one. It is Episode 49’s handbook rule — “when a number appears, look for the closed form” — applied to this series itself.
★ The slope, fitted for \(\varepsilon\le0.002\), is 1.9988 (predicted 2): each end carries a \(1/x\) correction (\(n=1\)) and costs one decade.

03★★ A prediction failed ── the slope depends on \(\gamma\)

I expected the slope to be 2 for every \(\gamma\). It is not.

\(\gamma\)lost at \(\varepsilon=0.05\)★ slope (measured)★ predicted \(\frac{2}{\gamma(2-\gamma)}\)
0.62.46952.36952.3810
0.82.29802.07512.0833
1.02.2475★ 1.9926★ 2.0000
1.22.29802.07512.0833
1.42.46952.36952.3810

Because it failed I went back to the asymptotics, and the edges showed themselves ── the effect of cutting at \(\tau_{\max}\) is \((\omega\tau_{\max})^{-\gamma}\) on the low side and \((\omega\tau_{\min})^{2-\gamma}\) on the high side (inverting \(\tau\to1/\tau\) sends \(\gamma\to2-\gamma\)). So the slope is \(1/\gamma+1/(2-\gamma)=2/[\gamma(2-\gamma)]\).

The core of §03 ── ★★★ the best thing this episode found

\(2/[\gamma(2-\gamma)]\) takes its minimum value 2 at \(\gamma=1\).

★★★ And \(\gamma=1\) is exactly \(\beta=1\) ── \(1/f\).
★★ So \(1/f\) is also the spectrum whose edges are cheapest ── move \(\beta\) either way and the same span of \(\tau\) yields fewer decades.
★ This came out only because the prediction (slope 2) failed. A prediction that misses can teach more than one that lands.

04A different edge ── Episode 16’s dispersion, Episode 44’s band edge

The discretised string has \(\omega=(2c/a)\sin(ka/2)\). Over what range does it stay within \(\varepsilon\) of the straight line \(\omega=ck\)?

\(\varepsilon\)\(x_{\max}=ka/2\)\(\sqrt{6\varepsilon}\)difference
0.21.131101.095453.6e−2
0.050.551910.547724.2e−3
0.010.245320.244953.7e−4
0.0050.173340.173211.3e−4

★ The slope of lost decades is 0.5030 (predicted \(1/2\)). Since \(\sin x/x=1-x^2/6+\cdots\), the leading correction is \(x^2\), so \(n=2\). The band edge (Episode 44), going as \((k-k_c)^2\), is in the same family.

05Episode 51’s “window edge” is in that family too

Episode 51 §04 found that a symmetric window with symmetric curvature has its bias cancel. What if a cubic term survives?

half-width \(h\)measured bias\(\frac{3}{5}dh^2\)ratio
0.10.00600300.00600001.0005
0.50.15007500.15000001.0005
2.02.40119982.40000001.0005

★ The bias goes as \(h^2\), so the window that keeps it within \(\varepsilon\) has \(h\propto\sqrt{\varepsilon}\) ── slope 0.500000, exactly the same family as Episode 44’s edge.

06★★★ The general law

The general form of an edge $$Q(x)=Q_0\big(1+Ax^n+\cdots\big)\ \Longrightarrow\ \boxed{\ \text{decades lost}=\frac{1}{n}\log_{10}\frac{1}{\varepsilon}+\text{const}\ }$$
\(n\)\(A\)measured slopepredicted \(1/n\)difference
11 / 0.11.0000001.0000002.4e−15
21 / 0.10.5000000.5000000.0
31 / 0.10.3333330.3333336.7e−16
41 / 0.10.2500000.2500006.1e−16
61 / 0.10.1666670.1666673.3e−16

★ \(A\) — the size of the correction — moves only the intercept; the slope is set by \(n\) alone. An edge’s character lives in the power, not in the magnitude.

07Laying out every edge in the series

edgeleading correction\(n\)dec/decfrom
superposition, low end\((\omega\tau_{\max})^{-\gamma}\)\(\gamma\)1.0Ep. 2, 56
superposition, high end\((\omega\tau_{\min})^{2-\gamma}\)\(2-\gamma\)1.0Ep. 2, 56
a single Lorentzian\(x^2\)20.5Ep. 5, 48
discrete-string dispersion\(x^2/6\)20.5Ep. 16
band edge\((k-k_c)^2\)20.5Ep. 44
window fitting\(\frac{3}{5}h^2\)20.5Ep. 51
frequency resolution\(1/N\)11.0Ep. 51, 53

The core of §07

★ Edges are not types ── they lie along a continuum in \(n\). (The dec/dec column is for \(\gamma=1\).)
★★ An \(n=1\) edge (superposition, resolution) costs one decade for every 10× tightening of \(\varepsilon\); an \(n=2\) edge (Taylor expansion, window) costs only 0.5.
★★★ But a small \(n\) also means the information outside the edge reaches far inside it ── an expensive edge and an edge that lets you see past it are the same thing from two sides.

08Relation to Episode 53

what you spendhow decades growper 10×from
observation time \(T\)\(\log_{10}T\)+1.0 decEp. 53
sample count \(N\) (precision)\(-\frac12\log_{10}N\)3.2× betterEp. 53
tolerance \(\varepsilon\) (\(n=1\))\(\log_{10}(1/\varepsilon)\)−1.0 dechere
tolerance \(\varepsilon\) (\(n=2\))\(\frac12\log_{10}(1/\varepsilon)\)−0.5 dechere
both ends of \(1/f\) (\(\gamma=1\))\(2\log_{10}(1/\varepsilon)\)−2.0 dechere
temperature (activation)\(E/kT\) directlyorders of magnitudeEp. 56

★ Episode 53’s “range can only be bought logarithmically” holds at edges too. But the coefficient is \(1/n\) ── not knowing an edge’s \(n\) means misjudging the precision you need by a factor of two.

Exercises

  1. §03’s prediction (slope 2 for every \(\gamma\)) failed. What did the way it failed reveal?
    Show answer
    That the slope is minimised at \(\gamma=1\) ── another way in which \(1/f\) is special.
    ★ Had the slope been 2 as predicted, the story would have ended at “edges do not depend on \(\gamma\).” ★★ Because it failed, I re-derived the asymptotics and found the asymmetric pair \((\omega\tau_{\max})^{-\gamma}\) and \((\omega\tau_{\min})^{2-\gamma}\).
    ★★★ Inverting \(\tau\to1/\tau\) sends \(\gamma\to2-\gamma\), and the fixed point of that symmetry is \(\gamma=1\). \(1/f\) has the cheapest edges because it is the one self-dual point.
    ★ Episode 30 called \(1/f\) “the scale-invariant fixed point”; here we arrive at the same place from the measurement side.
  2. §07 says a smaller \(n\) means outside information reaches further in. Is that good or bad?
    Show answer
    Bad for measuring, good for learning about the system.
    ★ The bad side: an \(n=1\) edge has a \(1/x\) tail that falls off slowly, so the \(\tau\) outside the window keep affecting the measurement and the clean power-law range shrinks.
    ★★ The good side: for the same reason, information about the \(\tau_{\max}\) outside the window is leaking inside it. Episode 56 said “\(\tau\) longer than the observation are invisible” ── strictly, the knee is invisible but the tail is doing work.
    ★★★ In principle, measuring the edge shape precisely would let you estimate \(\tau_{\max}\) from outside the window ── but only by assuming a model for that shape, which puts the result in Episode 55’s “conditional on a model” category.
  3. Does §06’s law still work when \(n\) is not an integer?
    Show answer
    Yes ── §03 is exactly that case. At \(\gamma=0.6\) the low-end \(n\) is 0.6 and the high-end \(n\) is 1.4, neither an integer. The measured slope 2.3695 agrees with \(1/0.6+1/1.4=2.3810\) to 0.5 %.
    ★ \(n\) is an integer only where a Taylor expansion applies; at edges that come from power-law tails, \(n\) is a continuous quantity.
    ★★ The structure is the same as Episodes 41–42: the order leaves the integers for the same reason the edge’s \(n\) does. ★ Both are the one fact that a power law does not require integers.

Summary — every edge was a leading correction term

Episode 56’s “2.2 decades lost at the ends” is derived here rather than measured.

For \(\gamma=1\), \(S(\omega)=[\arctan(\omega\tau_{\max})-\arctan(\omega\tau_{\min})]/\omega\) is exact, and the decades lost are \(2\log_{10}[2/(\pi\varepsilon)]\) ── 2.2098 at \(\varepsilon=0.05\), matching Episode 56’s measured 2.249 / 2.255. That 2.2 came from the tails of the two \(\arctan\)s.

★★★ The general law ──
decades lost \(=\dfrac{1}{n}\log_{10}\dfrac{1}{\varepsilon}+\)const,
with \(n\) the power of the leading correction.

★ Every edge in this series fits it ── one Lorentzian (\(n=2\)), the discrete-string dispersion (\(n=2\), Episode 16), the band edge (\(n=2\), Episode 44), window fitting (\(n=2\), Episode 51), frequency resolution (\(n=1\)), and the superposition (\(n=\gamma\) and \(2-\gamma\)). Edges are not types; they lie along a continuum in \(n\).

★★ And a prediction failed. I expected the slope to be 2 for every \(\gamma\); it is \(2/[\gamma(2-\gamma)]\). That takes its minimum value 2 at \(\gamma=1\) ── exactly \(1/f\). ★★★ Inverting \(\tau\to1/\tau\) sends \(\gamma\to2-\gamma\), and \(\gamma=1\) is the fixed point ── so \(1/f\) is also the spectrum with the cheapest edges.

★ Episode 53’s “range can only be bought logarithmically” holds at edges too ── but with a coefficient of \(1/n\), so not knowing an edge’s \(n\) means misjudging the precision you need by a factor of two.

This document is Episode 57 of the “Thinking in Waves” series. The computations are in kenshou/hashi.js. On the numbers in this episode: the Lorentzian bend width, the decades lost from the exact \(\gamma=1\) solution, the slopes over a range of \(\gamma\), the useful range of the discrete-string dispersion, the window-fitting bias, and the general \(Q=1+Ax^n\) law are all computed here. The closed form for \(\gamma=1\) via \(\arctan\), the expansion of \(\sin x/x\), and the \(h^2\) scaling of least-squares bias are standard results and are not discoveries of this episode ── what this episode did was collect them into the single form “decades lost \(=(1/n)\log_{10}(1/\varepsilon)\),” lay out the series’ edges along it, and show that the slope is \(2/[\gamma(2-\gamma)]\) with its minimum at \(\gamma=1\). The §03 slopes are fitted for \(\varepsilon\le0.01\) and those of §§01, 02 and 04 for \(\varepsilon\le0.002\) ── at larger \(\varepsilon\) higher-order corrections survive and the slope has not reached its asymptote (this is why the tabulated values sit about 4 % from the prediction). The “dec/dec” column in §07 is for \(\gamma=1\). This episode also uses synthetic data only, and has not been applied to real measurements. ── To print, use your browser’s Print → Save as PDF.

Printing / PDF: ⌘+P (Ctrl+P on Windows). “Show answer” opens the solutions.