Evolution of the Probability Measure for the Majda Model: New Invariant Measures and Breathing PDFs

In 1993, Majda proposed a simple, random shear model from which scalar intermittency was rigorously predicted for the invariant probability measure of passive tracers. In this work, we present an integral formulation for the tracer measure, which leads to a new, comprehensive study on its temporal evolution based on Monte Carlo simulation and direct numerical integration. An interesting, non-monotonic “breathing” phenomenon is discovered from these results and carefully defined, with a solid example for special initial data to predict such phenomenon. The signature of this phenomenon may persist at long time, characterized by the approach of the PDF core to its infinite time, invariant value. We find that this approach may be strongly dependent on the non-dimensional Péclet number, of which the invariant measure itself is independent. Further, the “breathing” PDF is recovered as a new invariant measure in a distinguished time scale in the diffusionless limit. Rigorous asymptotic analysis is also performed to identify the Gaussian core of the invariant measures, and the critical rate at which the heavy, stretched exponential regime propagates towards the tail as a function of time is calculated.     

Computing Invariant Densities and Metric Entropy

We present a method for accurately computing the metric entropy (or, equivalently, the Lyapunov exponent) of the absolutely continuous invariant measure μ for a piecewise analytic expanding Markov map T of the interval. We construct atomic signed measures μ _M supported on periodic orbits up to period M, and prove that super-exponentially fast. We illustrate our method with several examples. Received: 25 July 1999 / Accepted: 7 January 2000     

Singular measures in circle dynamics

Critical circle homeomorphisms have an invariant measure totally singular with respect to the Lebesgue measure. We prove that singularities of the invariant measure are of Hölder type. The Hausdorff dimension of the invariant measure is less than 1 but greater than 0.Partially supported by NSF grant #431-3604A     

A Novel Moment Approach for Calculation of the Perron–Frobenius Spectrum

The spectral properties of the Perron–Frobenius operator of the one-dimensional maps are studied by using the moment. In this paper we make an investigation into the properties of self-similar measures related to the theory of orthogonal polynomials. Numerical investigation of a particular family of maps shows that the spectrum generates the invariant measure. Analytical considerations generalize the results to a broader class of the maps. Some examples of this method are presented through out the paper.     

Semi-Focusing Billiards: Hyperbolicity

In this paper we answer affirmatively the question concerning the existence of hyperbolic billiards in convex domains of ℝ³. We also prove that a related class of semi-focusing billiards has mixed dynamics, i.e., their phase space is an union of two invariant sets of positive measure such that the dynamics is integrable on one set and is hyperbolic on the other. These billiards are the first rigorous examples of billiards in domains of ℝ³ with divided phase space. The first author was partially supported by the NSF grant #0140165 and the Humboldt Foundation. The second author was partially supported by the FCT (Portugal) through the Program POCTI/FEDER.     

Constrained Markovian Dynamics of Random Graphs

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the ‘mobility’ (the number of allowed moves for any given graph). As an application of the general theory we analyze the properties of degree-preserving Markov chains based on elementary edge switchings. We give an exact yet simple formula for the mobility in terms of the graph’s adjacency matrix and its spectrum. This formula allows us to define acceptance probabilities for edge switchings, such that the Markov chains become controlled Glauber-type detailed balance processes, designed to evolve to any required invariant measure (representing the asymptotic frequencies with which the allowed graphs are visited during the process). As a corollary we also derive a condition in terms of simple degree statistics, sufficient to guarantee that, in the limit where the number of nodes diverges, even for state-independent acceptance probabilities of proposed moves the invariant measure of the process will be uniform. We test our theory on synthetic graphs and on realistic larger graphs as studied in cellular biology, showing explicitly that, for instances where the simple edge swap dynamics fails to converge to the uniform measure, a suitably modified Markov chain instead generates the correct phase space sampling.     

Nonequilibrium Gas and Generalized Billiards

Generalized billiards describe nonequilibrium gas, consisting of finitely many particles, that move in a container, whose walls heat up or cool down. Generalized billiards can be considered both in the framework of the Newtonian mechanics and of the relativity theory. In the Newtonian case, a generalized billiard may possess an invariant measure; the Gibbs entropy with respect to this measure is constant. On the contrary, generalized relativistic billiards are always dissipative,and the Gibbs entropy with respect to the same measure grows under some natural conditions. In this article, we find the necessary and sufficient conditions for a generalized Newtonian billiard to possess a smooth invariant measure, which is independent of the boundary action: the corresponding classical billiard should have an additional first integral of special type. In particular,the generalized Sinai billiards do not possess a smooth invariant measure. We then consider generalized billiards inside a ball, which is one of the main examples of the Newtonian generalized billiards which does have an invariant measure. We construct explicitly the invariant measure, and find the conditions for the Gibbs entropy growth for the corresponding relativistic billiard both formonotone and periodic action of the boundary.     

Global Synchronization & Anti-Synchronization in N-Coupled Map Lattices

By considering a symmetric N-dimensional map which possesses invariant measure in its diagonal and anti-diagonal invariant sub-manifolds, we have been able to propose an N-coupled map which possesses invariant measure in synchronized or anti-synchronized states. Then chaotic synchronization and anti-synchronization are investigated in the introduced model. We have calculated Kolmogrov–Sinai entropy and Lyapunov exponent as another tool to study the stability of N-coupled map in synchronized and anti-synchronization states.     

On the Recurrence and Robust Properties of Lorenz’63 Model

Lie-Poisson structure of the Lorenz’63 system gives a physical insight on its dynamical and statistical behavior considering the evolution of the associated Casimir functions. We study the invariant density and other recurrence features of a Markov expanding Lorenz-like map of the interval arising in the analysis of the predictability of the extreme values reached by particular physical observables evolving in time under the Lorenz’63 dynamics with the classical set of parameters. Moreover, we prove the statistical stability of such an invariant measure. This will allow us to further characterize the SRB measure of the system.     

Uniqueness of the Invariant Measure¶for a Stochastic PDE Driven by Degenerate Noise

We consider the stochastic Ginzburg–Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear (cubic) term of the Ginzburg–Landau equation. Under these assumptions, we show that the stochastic PDE has a unique invariant measure. The techniques of proof combine a controllability argument for thelow-lying frequencies with an infinite dimensional version of the Malliavin calculus to show positivity and regularity of the invariant measure. This then implies the uniqueness of that measure. Received: 10 September 2000 / Accepted: 13 December 2000     

Exponential Convergence for the Stochastically Forced Navier-Stokes Equations and Other Partially Dissipative Dynamics

 We prove that the two dimensional Navier-Stokes equations possess an exponentially attracting invariant measure. This result is in fact the consequence of a more general ``Harris-like' ergodic theorem applicable to many dissipative stochastic PDEs and stochastic processes with memory. A simple iterated map example is also presented to help build intuition and showcase the central ideas in a less encumbered setting. To analyze the iterated map, a general ``Doeblin-like' theorem is proven. One of the main features of this paper is the novel coupling construction used to examine the ergodic theory of the non-Markovian processes. Received: 23 March 2001 / Accepted: 2 April 2002 Published online: 14 October 2002     

Physical Measures for Multivalued Inverse Iterates Near Hyperbolic Repellors

We study new invariant probability measures, describing the distribution of multivalued inverse iterates (i.e. of different local inverse iterates) for a non-invertible smooth function f which is hyperbolic, but not necessarily expanding on a repellor Λ. The methods for the higher dimensional non-expanding and non-invertible case are different than the ones for diffeomorphisms, due to the lack of a nice unstable foliation (local unstable manifolds depend on prehistories and may intersect each other, both in Λ and outside Λ), and the fact that Markov partitions may not exist on Λ. We obtain that for Lebesgue almost all points z in a neighbourhood V of Λ, the normalized averages of Dirac measures on the consecutive preimage sets of z converge weakly to an equilibrium measure μ ⁻ on Λ; this implies that μ ⁻ is a physical measure for the local inverse iterates of f. It turns out that μ ⁻ is an inverse SRB measure in the sense that it is the only invariant measure satisfying a Pesin type formula for the negative Lyapunov exponents. Also we show that μ ⁻ has absolutely continuous conditional measures on local stable manifolds, by using the above convergence of measures. We prove then that f:(Λ,ℬ(Λ),μ ⁻)→(Λ,ℬ(Λ),μ ⁻) cannot be one-sided Bernoulli, although it is an exact endomorphism of Lebesgue spaces. Several classes of examples of hyperbolic non-invertible and non-expanding repellors, with their inverse SRB measures, are given in the end.     

Stochastic Dissipative PDE's and Gibbs Measures

We study a class of dissipative nonlinear PDE's forced by a random force η^{omega( t} , ^x ), with the space variable x varying in a bounded domain. The class contains the 2D Navier–Stokes equations (under periodic or Dirichlet boundary conditions), and the forces we consider are those common in statistical hydrodynamics: they are random fields smooth in t and stationary, short-correlated in time t. In this paper, we confine ourselves to “kick forces” of the form

Phase Transitions for the Growth Rate of Linear Stochastic Evolutions

We consider a discrete-time stochastic growth model on d-dimensional lattice. The growth model describes various interesting examples such as oriented site/bond percolation, directed polymers in random environment, time discretizations of binary contact path process and the voter model. We study the phase transition for the growth rate of the “total number of particles” in this framework. The main results are roughly as follows: If d≥3 and the system is “not too random”, then, with positive probability, the growth rate of the total number of particles is of the same order as its expectation. If on the other hand, d=1,2, or the system is “random enough”, then the growth rate is slower than its expectation. We also discuss the above phase transition for the dual processes and its connection to the structure of invariant measures for the model with proper normalization. Supported in part by JSPS Grant-in-Aid for Scientific Research, Kiban (C) 17540112.     

On global attractors for a class of nonhyperbolic piecewise affine maps

Dynamical behavior of a class of nonhyperbolic discrete systems are considered. These systems are generated by iterating planar maps that are piecewise isometries, and they arise as mathematical models for signal processing, digital filters and modulator dynamics. Planar piecewise isometries may be discontinuous and/or non-invertible. First, the authors consider attraction caused by discontinuity in planar piecewise isometries. Namely, they have shown that the maximal invariant set can induce an invariant measure, and all the Lyapunov exponents are zero under this invariant measure. Second, they discuss various definitions of global attractors and their existence and uniqueness for discontinuous maps, and introduce a few examples in which the attractors are created due to discontinuity. Third, they study the relation between invariance and invertibility for various nonhyperbolic maps, and finally they investigate decomposability of global attractors for certain nonhyperbolic systems.     

Asymptotic Behavior of Thermal Nonequilibrium Steady States for a Driven Chain of Anharmonic Oscillators

We consider a model of heat conduction introduced in [6], which consists of a finite nonlinear chain coupled to two heat reservoirs at different temperatures. We study the low temperature asymptotic behavior of the invariant measure. We show that, in this limit, the invariant measure is characterized by a variational principle. The main technical ingredients are some control theoretic arguments to extend the Freidlin–Wentzell theory of large deviations to a class of degenerate diffusions. Received: 6 January 2000 / Accepted: 4 May 2000     

Convergence to equilibrium distribution. The Klein-Gordon equation coupled to a particle

The Hamiltonian system formed by a Klein-Gordon vector field and a particle in ℝ³ is considered. The initial data of the system are given by a random function, with finite mean energy density, which also satisfies a Rosenblatt- or Ibragimov-type mixing condition. Moreover, initial correlation functions are assumed to be translation invariant. The distribution μ _t of the solution at time t ∈ ℝ is studied. The main result is the convergence of μ _t to a Gaussian measure as t → ∞, where μ_∞ is translation invariant.     

The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process

By application of the Girsanov formula for measures induced by diffusion processes with constant diffusion coefficients it is possible to define the Onsager-Machlup function as the Lagrangian for the most probable tube around a differentiable function. The absolute continuity of a measure induced by a process with process depending diffusion w.r.t. a quasi translation invariant measure is investigated. The orthogonality of these measures w.r.t. quasi translation invariant measures is shown. It is concluded that the Onsager-Machlup function cannot be defined as a Lagrangian for processes with process depending diffusion coefficients.     

Contact Process in a Wedge

We prove that the supercritical one-dimensional contact process survives in certain wedge-like space-time regions, and that when it survives it couples with the unrestricted contact process started from its upper invariant measure. As an application we show that a type of weak coexistence is possible in the nearest-neighbor “grass-bushes-trees” successional model introduced in Durrett and Swindle (Stoch. Proc. Appl. 37:19–31, 1991).     

Three-Manifold Invariants¶from Chern–Simons Field Theory¶with Arbitrary Semi-Simple Gauge Groups

Invariants for framed links in S ³ obtained from Chern–Simons gauge field theory based on an arbitrary gauge group (semi-simple) have been used to construct a three-manifold invariant. This is a generalization of a similar construction developed earlier for SU(2) Chern–Simons theory. The procedure exploits a theorem of Lickorish and Wallace and also those of Kirby, Fenn and Rourke which relate three-manifolds to surgeries on framed unoriented links. The invariant is an appropriate linear combination of framed link invariants which does not change under Kirby calculus. This combination does not see the relative orientation of the component knots. The invariant is related to the partition function of Chern–Simons theory. This thus provides an efficient method of evaluating the partition function for these field theories. As some examples, explicit computations of these manifold invariants for a few three-manifolds have been done. Received: 24 July 2000 / Accepted: 19 September 2000