What We Cannot Know: Explorations at the Edge of Knowledge

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Indeed, Newton was doing so badly at school that his mother decided the whole thing was a waste of time and that he’d be better off learning how to manage the family farm in Woolsthorpe. Unfortunately, Newton was equally hopeless at managing the family estate, so he was sent back to school. Although probably apocryphal, it is said that Newton’s sudden academic transformation coincided with a blow to the head that he received from the school bully. Whether true or not, Newton’s academic transformation saw him suddenly excelling at school, culminating in a move to study at the University of Cambridge.

When bubonic plague swept through England in 1665, Cambridge University was closed as a precaution. Newton retreated to the house in Woolsthorpe. Isolation is often an important ingredient in coming up with new ideas. Newton hid himself away in his room and thought.

Truth is the offspring of silence and meditation. I keep the subject constantly before me and wait ’til the first dawnings open slowly, by little and little, into a full and clear light.

In the isolation of Lincolnshire, Newton created a new language that could capture the problem of a world in flux: the calculus. This mathematical tool would be key to our knowing how the universe would behave ahead of time. It is this language that gives me any hope of gleaning how my casino dice might land.

MATHEMATICAL SNAPSHOTS

The calculus tries to make sense of what at first sight looks like a meaningless sum: zero divided by zero. As I let my dice fall from my hand, it is such a sum that I must calculate if I want to try to understand the instantaneous speed of my dice as it falls through the air.

The speed of the dice is constantly increasing as gravity pulls it to the ground. So how can I calculate what the speed is at any given instance of time? For example, how fast is the dice falling after one second? Speed is distance travelled divided by time elapsed. So I could record the distance it drops in the next second and that would give me an average speed over that period. But I want the precise speed. I could record the distance travelled over a shorter period of time, say half a second or a quarter of a second. The smaller the interval of time, the more accurately I will be calculating the speed. Ultimately, to get the precise speed I want to take an interval of time that is infinitesimally small. But then I am faced with calculating 0 divided by 0.

Calculus: making sense of zero divided by zero

Suppose that a car starts from a stationary position. When the stopwatch starts, the driver slams his foot on the accelerator. Suppose that we record that after t seconds the driver has covered t × t metres. How fast is the car going after 10 seconds? We get an approximation of the speed by looking at how far the car has travelled in the period from 10 to 11 seconds. The average speed during this second is (11 × 11 – 10 × 10)/1 = 21 metres per second.

But if we look at a smaller window of time, say the average speed over 0.5 seconds, we get:

(10.5 × 10.5 – 10 × 10)/0.5 = 20.5 metres per second.

Slightly slower, of course, because the car is accelerating, so on average it is going faster in the second half second from 10 seconds to 11 seconds. But now we take an even smaller snapshot. What about halving the window of time again:

(10.25 × 10.25 – 10 × 10)/0.25 = 20.25 metres per second.

Hopefully the mathematician in you has spotted the pattern. If I take a window of time which is x seconds, the average speed over this time will be 20 + x metres per second. The speed as I take smaller and smaller windows of time is getting closer and closer to 20 metres per second. So, although to calculate the speed at 10 seconds looks like I have to figure out the calculation

⁄

, the calculus makes sense of what this should mean.

Newton’s calculus made sense of this calculation. He understood how to calculate what the speed was tending towards as I make the time interval smaller and smaller. It was a revolutionary new language that managed to capture a changing dynamic world. The geometry of the ancient Greeks was perfect for a static, frozen picture of the world. Newton’s mathematical breakthrough was the language that could describe a moving world. Mathematics had gone from describing a still life to capturing a moving image. It was the scientific equivalent of how the dynamic art of the Baroque burst forth during this period from the static art of the Renaissance.

Newton looked back at this time as one of the most productive of his life, calling it his annus mirabilis. ‘I was in the prime of my age for invention and minded Mathematicks and Philosophy more than at any time since.’

Everything around us is in a state of flux, so it was no wonder that this mathematics would be so influential. But for Newton the calculus was a personal tool that helped him reach the scientific conclusions that he documents in the Principia, the great treatise published in 1687 that describes his ideas on gravity and the laws of motion.

Writing in the third person, he explains that his calculus was key to the scientific discoveries contained inside: ‘By the help of this new Analysis Mr Newton found out most of the propositions in the Principia.’ But no account of the ‘new analysis’ is published. Instead, he privately circulated the ideas among friends, but they were not ideas that he felt any urge to publish for others to appreciate.

Fortunately this language is now widely available and it is one that I spent years learning as a mathematical apprentice. But in order to attempt to know my dice I am going to need to mix Newton’s mathematical breakthrough with his great contribution to physics: the famous laws of motion with which he opens his Principia.

THE RULES OF THE GAME

Newton explains in the Principia three simple laws from which so much of the dynamics of the universe evolve.

Newton’s First Law of Motion: A body will continue in a state of rest or uniform motion in a straight line unless it is compelled to change that state by forces acting on it.

This was not so obvious to the likes of Aristotle. If you roll a ball along a flat surface it comes to rest. It looks like you need a force to keep it moving. There is, however, a hidden force that is changing the speed: friction. If I throw my dice in outer space away from any gravitational fields then the dice will indeed just carry on flying in a straight line at constant speed.

In order to change an object’s speed or direction you needed a force. Newton’s second law explained how that force would change the motion, and it entailed the new tool he’d developed to articulate change. The calculus has already allowed me to articulate what speed my dice is going at as it accelerates down towards the table. The rate of change of that speed is got by applying calculus again. The second law of Newton says that there is a direct relationship between the force being applied and the rate of change of the speed.

Newton’s Second Law of Motion: The rate of change of motion, or acceleration, is proportional to the force that is acting on it and inversely proportional to its mass.

To understand the motion of bodies like my cascading dice I need to understand the possible forces acting on them. Newton’s universal law of gravitation identified one of the principal forces that had an effect on, say, his apple falling or the planets moving through the solar system. The law states that the force acting on a body of mass m

by another body of mass m

which is a distance of r away is equal to

where G is an empirical physical constant that controls how strong gravity is in our universe.

With these laws I can now describe the trajectory of a ball flying through the air, or a planet through the solar system, or my dice falling from my hand. But the next problem occurs when the dice hits the table. What happens then? Newton has a third law which provides a clue:

Newton’s Third Law of Motion: When one body exerts a force on a second body, the second body simultaneously exerts a force equal in magnitude and opposite in direction to that of the first body.

Newton himself used these laws to deduce an extraordinary string of results about the solar system. As he wrote: ‘I now demonstrate the system of the World.’ To apply his ideas to the trajectory of the planets he began by reducing each planet to a point located at the centre of mass and assumed that all the planet’s mass was concentrated at this point. Then by applying his laws of motion and his new mathematics he successfully deduced Kepler’s laws of planetary motion.

He was also able to calculate the relative masses for the large planets, the Earth and the Sun. He explained a number of the curious irregularities in the motion of the Moon due to the pull of the Sun. He also deduced that the Earth isn’t a perfect sphere but should be squashed between the poles due to the Earth’s rotation causing a centrifugal force. The French thought the opposite would happen: that the Earth should be pointy in the direction of the poles. An expedition set out in 1733 which proved Newton – and the power of mathematics – correct.

NEWTON’S THEORY OF EVERYTHING

It was an extraordinary feat. The three laws were the seeds from which all motion of particles in the universe could potentially be deduced. It deserved to be called a Theory of Everything. I say ‘seeds’ because it required other scientists to grow these seeds and apply them to more complex settings than Newton’s solar system made up of point particles of mass. For example, in their original form the laws are not suited to describing the motion of less rigid bodies or bodies that deform. It was the great eighteenth-century Swiss mathematician Leonhard Euler who would provide equations that generalized Newton’s laws. Euler’s equations could be applied more generally to something like a vibrating string or a swinging pendulum.

More and more equations appeared that controlled various natural phenomena. Euler produced equations for non-viscous fluids. At the beginning of the nineteenth century French mathematician Joseph Fourier found equations to describe heat flow. Fellow compatriots Pierre-Simon Laplace and Siméon-Denis Poisson took Newton’s equations to produce more generalized equations for gravitation, which were then seen to control other phenomena like hydrodynamics and electrostatics. The behaviours of viscous fluids were described by the Navier–Stokes equations, and electromagnetism by Maxwell’s equations.

With the discovery of the calculus and the laws of motion, it seemed that Newton had turned the universe into a deterministic clockwork machine controlled by mathematical equations. Scientists believed they had indeed discovered the Theory of Everything. In his Philosophical Essay on Probabilities published in 1812, the mathematician Pierre-Simon Laplace summed up most scientists’ belief in the extraordinary power of mathematics to tell you everything about the physical universe.

We may regard the present state of the universe as the effect of its past and the cause of its future. An intellect which at a certain moment would know all forces that set nature in motion, and all positions of all items of which nature is composed, if this intellect were also vast enough to submit these data to analysis, it would embrace in a single formula the movements of the greatest bodies of the universe and those of the tiniest atom; for such an intellect nothing would be uncertain and the future just like the past would be present before its eyes.

This view that, in theory, the universe was knowable, both past and present, became dominant among scientists in the centuries following Newton’s great opus. It seemed as if any idea of God acting in the world had been completely removed. A God might be responsible for getting things up and running, but from that point on the equations of mathematics and physics took over.

So what of my lowly dice? Surely with the laws of motion at hand I can simply combine the geometry of the cube with the initial direction of motion and the subsequent interactions with the table to predict the outcome? I’ve written out the equations on my notepad and they look pretty daunting.

Newton too contemplated the problem of trying to predict the dice. Newton’s interest was prompted by a letter he received from Samuel Pepys. Pepys wanted Newton’s advice on which option he should back in a wager he was about to make with a friend:

(1) Throwing six dice and getting at least one 6

(2) Throwing twelve dice and getting at least two 6s

(3) Throwing eighteen dice and getting at least three 6s

Pepys was about to stake £10, the equivalent of £1000 in today’s money, and he was quite keen to get some good advice. Pepys’s intuition was that (3) was the more likely option, but Newton replied that the mathematics implied the opposite was true. He should put his money on the first option. However, it wasn’t his laws of motion and the calculus to which Newton resorted to solve the problem but the ideas developed by Fermat and Pascal.

But even if Newton could have solved the equations I’ve written out to describe the trajectory of the dice, there turned out to be another problem that could scupper any chance of knowing the future of my dice. Although Pascal was talking about his wager with God, there is an interesting line in his analysis which throws a spanner in the works when it comes to knowing the future: ‘Reason can decide nothing here. There is an infinite chaos which separated us.’

THE FATE OF THE SOLAR SYSTEM

If Newton is my hero, then French mathematician Henri Poincaré should be the villain in my drive to predict the future. And yet I can hardly blame him for uncovering one of the most devastating blows for anyone wanting to know what’s going to happen next. He was hardly very thrilled himself with the discovery, given that it cost him rather a lot of money.

Born a hundred years after Laplace, Poincaré believed, like his compatriot, in a clockwork universe, a universe governed by mathematical laws and utterly predictable. ‘If we know exactly the laws of nature and the situation of the universe at the initial moment, we can predict exactly the situation of the same universe at a succeeding moment.’

Understanding the world was Poincaré’s prime motivation for doing mathematics. ‘The mathematical facts worthy of being studied are those which, by their analogy with other facts, are capable of leading us to the knowledge of a physical law.’

Although Newton’s laws of motion had spawned an array of mathematical equations to describe the evolution of the physical world, most of them were still extremely complicated to solve. Take the equations for a gas. Think of the gas as made up of molecules crashing around like tiny billiard balls, and theoretically the future behaviour of the gas was bound up in Newton’s laws of motion. But the sheer number of balls meant that any exact solution was well beyond reach. Statistical or probabilistic methods were still by far the best tool to understand the behaviour of billions of molecules.

There was one situation where the number of billiard balls was reasonably small and a solution seemed tractable. The solar system. Poincaré became obsessed with the question of predicting what lay in store for our planets as they danced their way into the future.

Because the gravitational pull of a planet on another planet at some distance from the first planet is the same as if all the mass of the planet is concentrated at its centre of gravity, to determine the ultimate fate of the solar system one can consider planets as if they are just points in space, as Newton had done. This means that the evolution of the solar system can be described by three coordinates for each planet that locate the centre of mass in space together with three additional numbers recording the speed in each of the three dimensions of space. The forces acting on the planets are given by the gravitational forces exerted by each of the other planets. With all this information one just needs to apply Newton’s second law to map out the course of the planets into the distant future.

The only trouble is that the maths is still extremely tricky to work out. Newton had solved the behaviour of two planets (or a planet and a sun). They would follow elliptical paths, with their common focal point being the common centre of gravity. This would repeat itself periodically to the end of time. But Newton was stumped when he introduced a third planet. Trying to calculate the behaviour of a solar system consisting, say, of the Sun, the Earth and the Moon seemed simple enough, but already you are facing an equation in 18 variables: 9 for position and 9 for the speed of each planet. Newton conceded that ‘to consider simultaneously all these causes of motion and to define these motions by exact laws admitting of easy calculation exceeds, if I am not mistaken, the force of any human mind’.

The problem got a boost when King Oscar II of Norway and Sweden decided to mark his sixtieth birthday by offering a prize for solving a problem in mathematics. There are not many monarchs around the world who would choose maths problems as their way to celebrate their birthdays, but Oscar had always enjoyed the subject ever since he had excelled at it when he was a student at Uppsala University.

His majesty Oscar II, wishing to give a fresh proof of his interest in the advancement of mathematical science has resolved to award a prize on January 21, 1889, to an important discovery in the field of higher mathematical analysis. The prize will consist of a gold medal of the eighteenth size bearing his majesty’s image and having a value of a thousand francs, together with the sum of two thousand five hundred crowns.

Three eminent mathematicians convened to choose a number of suitable mathematical challenges and to judge the entries. One of the questions they posed was to establish mathematically whether the solar system was stable. Would it continue turning like clockwork, or, at some point in the future, might the Earth spiral off into space and disappear from our solar system?

To answer the question required solving the equations that had stumped Newton. Poincaré believed that he had the skills to win the prize. One of the common tricks used by mathematicians is to attempt a simplified version of the problem first to see if that is tractable. So Poincaré started with the problem of three bodies. This was still far too difficult, so he decided to simplify the problem further. Instead of the Sun, Earth and Moon, why not try to understand two planets and a speck of dust? The two planets won’t be affected by the dust particle, so he could assume, thanks to Newton’s solution, that they just repeated ellipses round each other. The speck of dust, on the other hand, would experience the gravitational force of the two planets. Poincaré set about trying to describe the path traced by the speck of dust. Some understanding of this trajectory would form an interesting contribution to the problem.

Although he couldn’t crack the problem completely, the paper he submitted was more than good enough to secure King Oscar’s prize. He’d managed to prove the existence of an interesting class of paths that would repeat themselves, so-called periodic paths. Periodic orbits were by their nature stable because they would repeat themselves over and over, like the ellipses that two planets would be guaranteed to execute.

The French authorities were very excited that the award had gone to one of their own. The nineteenth century had seen Germany steal a march on French mathematics, so the French academicians excitedly heralded Poincaré’s win as proof of a resurgence of French mathematics. Gaston Darboux, the permanent secretary of the French Academy of Sciences, declared:

From that moment on the name of Henri Poincaré became known to the public, who then became accustomed to regarding our colleague no longer as a mathematician of particular promise but as a great scholar of whom France has the right to be proud.

A SMALL MISTAKE WITH BIG IMPLICATIONS

Preparations began to publish Poincaré’s solution in a special edition of the Royal Swedish Academy of Science’s journal Acta Mathematica. Then came the moment every mathematician dreads. Every mathematician’s worst nightmare. Poincaré thought his work was safe. He’d checked every step in the proof. Just before publication, one of the editors of the journal raised a question over one of the steps in his mathematical argument.

Poincaré had assumed that a small change in the positions of the planets, a little rounding up or down here or there, was acceptable as it would result in only a small change in their predicted orbits. It seemed a fair assumption. But there was no justification given for why this would be so. And in a mathematical proof, every step, every assumption, must be backed up by rigorous mathematical logic.

The editor wrote to Poincaré for some clarification on this gap in the proof. But as Poincaré tried to justify this step, he realized he’d made a serious mistake. He wrote to Gösta Mittag-Leffler, the head of the prize committee,hoping to limit the damage to his reputation:

The consequences of this error are more serious than I first thought. I will not conceal from you the distress this discovery has caused me … I do not know if you will still think that the results which remain deserve the great reward you have given them. (In any case, I can do no more than to confess my confusion to a friend as loyal as you.) I will write to you at length when I can see things more clearly.

Mittag-Leffler decided he needed to inform the other judges:

Poincaré’s memoir is of such a rare depth and power of invention, it will certainly open up a new scientific era from the point of view of analysis and its consequences for astronomy. But greatly extended explanations will be necessary and at the moment I am asking the distinguished author to enlighten me on several important points.

As Poincaré struggled away he soon saw that he was simply mistaken. Even a small change in the initial conditions could result in wildly different orbits. He couldn’t make the approximation that he’d proposed. His assumption was wrong.

Poincaré telegraphed Mittag-Leffler to break the bad news and tried to stop the paper from being printed. Embarrassed, he wrote:

It may happen that small differences in the initial conditions produce very great ones in the final phenomena. A small error in the former will produce an enormous error in the latter. Prediction becomes impossible.

Mittag-Leffler was ‘extremely perplexed’to hear the news.

It is not that I doubt that your memoir will be in any case regarded as a work of genius by the majority of geometers and that it will be the departure point for all future efforts in celestial mechanics. Don’t therefore think that I regret the prize … But here is the worst of it. Your letter arrived too late and the memoir has already been distributed.

Mittag-Leffler’s reputation was on the line for not having picked up the error before they’d publicly awarded Poincaré the prize. This was not the way to celebrate his monarch’s birthday! ‘Please don’t say a word of this lamentable story to anyone. I’ll give you all the details tomorrow.’

The next few weeks were spent trying to retrieve the printed copies without raising suspicion. Mittag-Leffler suggested that Poincaré should pay for the printing of the original version. Poincaré, who was mortified, agreed, even though the bill came to over 3500 crowns, 1000 crowns more than the prize he’d originally won.

In an attempt to rectify the situation, Poincaré set about trying to sort out his mistake, to understand where and why he had gone wrong. In 1890, Poincaré wrote a second, extended paper explaining his belief that very small changes could cause an apparently stable system suddenly to fly apart.

What Poincaré discovered, thanks to his error, led to one of the most important mathematical concepts of the last century: chaos. It was a discovery that places huge limits on what we humans can know. I may have written down all the equations for my dice, but what if my dice behaves like the planets in the solar system? According to Poincaré’s discovery, if I make just one small error in recording the starting location of the dice, that error could expand into a large difference in the outcome of the dice by the time it comes to rest on the table. So is the future of my Vegas dice shrouded behind the mathematics of chaos?

The chaotic path mapped out by a single planet orbiting two suns.