Book Review

An Introduction to Difference Equations. Second Edition by Saber N. Elaydi, New York: Springer—Verlag, 1999. ISBN 0-387-98830-0. $54.95. Gone are the days when difference equations arose mainly in the context of sections of flows or as finite difference approximations to PDE's. Today difference equations have come into their own, both as objects of intrinsic mathematical interest and as dynamical models in their own right. Discrete models form an important part of dynamical systems theory independently from their continuous cousins. In Saber Elaydi's book dynamicists have the long awaited discrete counterpart to standard textbooks such as Hirsch and Smale (“Differential Equations, Dynamical Systems, and Linear Algebra”). The first edition of this book appeared in 1996. The second edition includes substantial new material including appendices on global stability and periodic solutions, a section on applications to mathematical biology, and a new chapter entitled “Applications to Continued Fractions and Orthogonal Polynomials”. Additional material on Birkhoff's theory now appears in the chapter on asymptotic behavior. The initial chapter covers first order equations, including equilibria, cobwebbing, stability, cycles, and the bifurcations of the discrete logistic equation. Chapter 2 moves on to higher order linear equations and briefly treats the difference calculus (for an in—depth treatment, see “Difference Equations: Theory and Applications. Second Edition” by Ronald E. Mickens, New York: Van Nostrand Reinhold, 1990). The subsequent chapters include systems of difference equations, stability theory, Z—transforms, control theory, oscillation theory, asymptotic behavior, and applications to continued fractions and orthogonal polynomials.

The chapters are composed of short sections, each of which ends with a nice selection of exercises. Answers to the odd—numbered problems appear in the back of the book. The core chapters include sections of applications to various fields such as population biology, economics, and physics. Several famous examples and topics are treated in the applications, including Gambler's Ruin, the Nicholson—Bailey host/parasitoid model, the heat equation, and Markov chains. Many discrete models are noninvertible, yet as many frustrated modelers know, most of the old standard treatments of linearization and the Stable Manifold Theorem., coming as they do from the context of sections of flows, require invertibility. Commendably, Elaydi avoids the needless assumption of invertibility in his stability theorems, and also in the Stable Manifold Theorem. However, invertibility is assumed in the Hartman—Grobman Theorem, where indeed it is necessary to establish conjugacy between the map and its linearization (see “An Introduction to Structured Population Dynamics”, CBMS—NSF Regional Conference Series in Applied Mathematics, Vol. 71, SIAM, Philadelphia, 1998 by J. M. Gushing, for an example of a noninvertible map for which the conjugacy fails. Readers may be interested to know that in this reference a weaker version of the Hartman—Grobman Theorem is proved that does not require invertibility but does establish the desired correspondence between types of hyperbolic equilibria in maps and their linearizations.)

This book is in Springer's Undergraduate Texts in Mathematics series and is indeed a very readable and appropriate text for advanced undergraduates or beginning graduate students. According to the author, the main prerequisites for such a course are calculus and linear algebra, with basic advanced calculus and complex analysis needed only for some topics in the later chapters. This is true; however in most situations the book would be best appreciated by students with a bit more mathematical maturity than is engendered by today's calculus and beginning linear algebra courses.Elaydi's book is a valuable reference for anyone who models discrete systems. It is so well written and well designed, and the content is so interesting to me, that I had a difficult time putting it down. I am pleased to own a copy for reference purposes, and am looking forward to using it to teach a senior topics course in difference equations.     

Number theoretical peculiarities in the dimension theory of dynamical systems

We show that dimensional theoretical properties of dynamical systems can considerably change because of number theoretical peculiarities of some parameter values. Supported by “DFG-Schwerpunktprogramm — Dynamik: Analysis, effiziente Simulation und Ergodentheorie”. We refer to the book of Falconer [6] for an introduction to dimension theory and recommend the book of Pesin [17] for the dimension theory of dynamical systems.     

Strong distributional chaos and minimal sets

In the class T of triangular maps of the square we consider the strongest notion of distributional chaos, DC1, originally introduced by Schweizer and Smítal [B. Schweizer, J. Smítal, Measures of chaos and a spectral decomposition of dynamical systems on the interval, Trans. Amer. Math. Soc. 344 (1994) 737-854] for continuous maps of the interval. We show that there is a DC1 homeomorphism F∈T such that any ω-limit set contains unique minimal set. This homeomorphism is constructed such that it is increasing on some fibres, and decreasing on the other ones. Consequently, F has zero topological entropy. Similar behavior is impossible when F is nondecreasing on the fibres, as shown by Paganoni and Smítal [L. Paganoni, J. Smítal, Strange distributionally chaotic triangular maps, Chaos Solitons Fractals 26 (2005) 581-589]. This result contributes to the solution of an old problem of Sharkovsky concerning classification of triangular maps but it is interesting by itself since it implies interesting open problems concerning relations between DC1 and minimality.     

Conley decomposition for closed relations

This paper presents a theory of dynamics of closed relations on compact Hausdorff spaces. It contains an investigation of set valued maps and establishes generalizations for some topological aspects of dynamical systems theory, including recurrence, attractor–repeller structure and the Conley decomposition theorem.     

Measuring complexity in a business cycle model of the Kaldor type

The purpose of this paper is to study the dynamical behavior of a family of two-dimensional nonlinear maps associated to an economic model. Our objective is to measure the complexity of the system using techniques of symbolic dynamics in order to compute the topological entropy. The analysis of the variation of this important topological invariant with the parameters of the system, allows us to distinguish different chaotic scenarios. Finally, we use a another topological invariant to distinguish isentropic dynamics and we exhibit numerical results about maps with the same topological entropy. This work provides an illustration of how our understanding of higher dimensional economic models can be enhanced by the theory of dynamical systems.     

Large dynamics of Yang–Mills theory: mean dimension formula

We study the Yang–Mills anti-self-dual (ASD) equation over the cylinder as a non-linear evolution equation. We consider a dynamical system consisting of bounded orbits of this evolution equation. This system contains many chaotic orbits, and moreover becomes an infinite dimensional and infinite entropy system. We study the mean dimension of this huge dynamical system. Mean dimension is a topological invariant of dynamical systems introduced by Gromov. We prove the exact formula of the mean dimension by developing a new technique based on the metric mean dimension theory of Lindenstrauss–Weiss.     

Full analogy of Sharkovsky's theorem for lower semicontinuous maps

A full analogy of the celebrated Sharkovsky cycle coexistence theorem is established for lower semicontinuous (multivalued) maps on metrizable linear continua. This result is further extended to triangular maps.     

Numerical calculation of invariant manifolds for maps

Many processes in the sciences and in engineering are modelled by dynamical systems and—in discretized version—by nonlinear maps. To understand the often complicated dynamical behaviour it is a well established tool to use the concept of invariant manifolds of the system. In this way it is often possible to reduce the dimension of the system considerably. In this paper we propose a new method to calculate numerically invariant manifolds near fixed points of maps. We prove convergence of our procedure and provide an error estimation. Finally, the application of the method is illustrated by examples.     

Conley index for random dynamical systems

Conley index theory is a very powerful tool in the study of dynamical systems. In this paper, we generalize Conley index theory to discrete random dynamical systems. Our constructions are basically the random version of Franks and Richeson in [J. Franks, D. Richeson, Shift equivalence and the Conley index, Trans. Amer. Math. Soc. 352 (2000) 3305-3322] for maps, and the relations of isolated invariant sets between time-continuous random dynamical systems and corresponding time-h maps are discussed. Two examples are presented to illustrate results in this paper.     

Universal theory of dynamical chaos in nonlinear dissipative systems of differential equations

The article presents a new universal theory of dynamical chaos in nonlinear dissipative systems of differential equations, including autonomous and nonautonomous ordinary differential equations (ODE), partial differential equations, and delay differential equations. The theory relies on four remarkable results: Feigenbaum’s period doubling theory for cycles of one-dimensional unimodal maps, Sharkovskii’s theory of birth of cycles of arbitrary period up to cycle of period three in one-dimensional unimodal maps, Magnitskii’s theory of rotor singular point in two-dimensional nonautonomous ODE systems, acting as a bridge between one-dimensional maps and differential equations, and Magnitskii’s theory of homoclinic bifurcation cascade that follows the Sharkovskii cascade. All the theoretical propositions are rigorously proved and illustrated with numerous analytical examples and numerical computations, which are presented for all classical chaotic nonlinear dissipative systems of differential equations.     

Calculus of variations for functionals containing compositions

Discrete time dynamical systems generated by the iteration of nonlinear maps provide simple and interesting examples of chaotic systems. But what is the physical principle behind the emergence of these maps? In this note we present an approach to this problem by extremizing a Hamiltonian functional defined on spaces of chaotic functions and their invariant measures. We derive a generalized Euler-Lagrange equation that contains a new term involving inverse images of the extremizing map. A number of examples are presented.     

Dissipativity theory for discontinuous dynamical systems: Basic input, state, and output properties, and finite-time stability of feedback interconnections

In this paper, we develop dissipativity theory for discontinuous dynamical systems. Specifically, using set-valued supply rate maps and set-valued connective supply rate maps consisting of locally Lebesgue integrable supply rates and connective supply rates, respectively, and set-valued storage maps consisting of piecewise continuous storage functions, dissipativity properties for discontinuous dynamical systems are presented. Furthermore, extended Kalman–Yakubovich–Popov set-valued conditions, in terms of the discontinuous system dynamics, characterizing dissipativity via generalized Clarke gradients and locally Lipschitz continuous storage functions are derived. Finally, these results are used to develop feedback interconnection stability results for discontinuous dynamical systems by appropriately combining the set-valued storage maps for the forward and feedback systems.     

Numerical semigroups and periodic orbits for Markov interval maps

Interval maps constitute a very important class of discrete dynamical systems with a well developed theory. Our purpose in this paper is to study a particular class of interval maps for which the set of periods is a numerical semigroup.     

A framework for synchronization theory

A general framework is proposed for synchronization theory on finite dimensional dynamical systems with the intention to resolve the problem that puzzles some people of how to give a rigorous unified notion for describing the various synchronization phenomena in physical systems.     

Strange distributionally chaotic triangular maps II

The notion of distributional chaos was introduced by Schweizer and Smítal [Measures of chaos and a spectral decomposition of dynamical systems on the interval, Trans Am Math Soc 1994;344:737–854] for continuous maps of the interval. For continuous maps of a compact metric space three mutually non-equivalent versions of distributional chaos, DC1–DC3, can be considered. In this paper we study distributional chaos in the class of triangular maps of the square which are monotone on the fibres. The main results: (i) If has positive topological entropy then F is DC1, and hence, DC2 and DC3. This result is interesting since similar statement is not true for general triangular maps of the square [Smítal and Štefánková, Distributional chaos for triangular maps, Chaos, Solitons & Fractals 2004;21:1125–8]. (ii) There are which are not DC3, and such that not every recurrent point of F₁ is uniformly recurrent, while F₂ is Li and Yorke chaotic on the set of uniformly recurrent points. This, along with recent results by Forti et al. [Dynamics of homeomorphisms on minimal sets generated by triangular mappings, Bull Austral Math Soc 1999;59:1–20], among others, make possible to compile complete list of the implications between dynamical properties of maps in , solving a long-standing open problem by Sharkovsky.     

Rest points of generalized dynamical systems

In this paper we consider generalized dynamical systems whose integral vortex (that is, the set of all trajectories of the system starting at a given point) is an acyclic set in the corresponding space of curves. For such systems we apply the theory of fixed points for multi-valued maps in order to prove the existence of rest points. In this way we obtain new existence theorems for rest points of generalized dynamical systems. Translated fromMatematicheskie Zametki, Vol. 65, No. 1, pp. 28–36, January, 1999.     

Simulation of Effective Subshifts by Two-dimensional Subshifts of Finite Type

In this article we study how a subshift can simulate another one, where the notion of simulation is given by operations on subshifts inspired by the dynamical systems theory (factor, projective subaction …). There exists a correspondence between the notion of simulation and the set of forbidden patterns. The main result of this paper states that any effective subshift of dimension d—that is a subshift whose set of forbidden patterns can be generated by a Turing machine—can be obtained by applying dynamical operations on a subshift of finite type of dimension d+1—a subshift that can be defined by a finite set of forbidden patterns. This result improves Hochman’s (Invent. Math. 176(1):131–167, 2009).     

Dirac reduction for nonholonomic mechanical systems and semidirect products

This paper develops the theory of Dirac reduction by symmetry for nonholonomic systems on Lie groups with broken symmetry. The reduction is carried out for the Dirac structures, as well as for the associated Lagrange–Dirac and Hamilton–Dirac dynamical systems. This reduction procedure is accompanied by reduction of the associated variational structures on both Lagrangian and Hamiltonian sides. The reduced dynamical systems obtained are called the implicit Euler–Poincaré–Suslov equations with advected parameters and the implicit Lie–Poisson–Suslov equations with advected parameters. The theory is illustrated with the help of finite and infinite dimensional examples. It is shown that equations of motion for second order Rivlin–Ericksen fluids can be formulated as an infinite dimensional nonholonomic system in the framework of the present paper.     

Finite dimensional Markov process approximation for stochastic time-delayed dynamical systems

This paper presents a method of finite dimensional Markov process (FDMP) approximation for stochastic dynamical systems with time delay. The FDMP method preserves the standard state space format of the system, and allows us to apply all the existing methods and theories for analysis and control of stochastic dynamical systems. The paper presents the theoretical framework for stochastic dynamical systems with time delay based on the FDMP method, including the FPK equation, backward Kolmogorov equation, and reliability formulation. A simple one-dimensional stochastic system is used to demonstrate the method and the theory. The work of this paper opens a door to various studies of stochastic dynamical systems with time delay.     

Multivalued maps in stability theory of dynamical systems

Summary Multivalued maps like orbit, limit set, prolongations etc., are an useful tool in Dynamical Systems theory. In this work we develop a calculus for multivalued maps associated with a dynamical system. Then we give general definitions of stability and attraction of a compact set with respect to a multivalued map. On the basis of our calculus, we obtain several characterizations of stability and attraction, which generalise well known classical theorems. Such a general theory is applied to total stability of diffentiable dynamical systems. The equivalence among several approaches to total stability is established.