A Decomposition of the Rotation of Circle

The paper concerns the dynamics-related properties of the rotation map of a circle (rotation of the plane). A self-similar structure of orbits of the rotation map is established. That is, a possibility of decomposition of orbits of a given rotation map into a finite set of orbits of other such maps is proved—it is shown that every orbit of iterates of the rotation of circle on irrational angle, after linear re-scaling of its argument can be represented as a finite set of such orbits situated on another circles. A pointwise self-similarity of classical trigonometric system is established and an application to Fourier expansion, which emphasizes a possibility of shifting of signals with respect to time, is presented. The free mechanical motion is also considered. A special dynamical spectrum of frequencies or speeds, associated with a given uniform circular or rectilinear motion, is defined. We prove that an appropriate fragmentation of time axis yields a decomposition of a given orbit of the free continuous-time motion into a set of such orbits propagating in new time and such decomposition is consistent with the decomposition of the per time unit discrete motion. Particularly, our theorems assert that due to a piecewise-linear transform of spatial and time variables the rectilinear rays change their direction.     

On critical circle homeomorphisms

We prove that an analytic circle homeomorphism without periodic orbits is conjugated to the linear rotation by a quasi-symmetric map if an only if its rotation number is of constant type. Next, we consider automorphisms of quasi-conformal Jordan curves, without periodic orbits and holomorphic in a neighborhood. We prove a Denjoy theorem that such maps are conjugated to a rotation on the circle.Dedicated to the memory of R. MañéPartially supported by NSF grant DMS-9704368 and the Sloan Foundation.     

Construction of invariant measures of Lagrangian maps: minimisation and relaxation

If F is an exact symplectic map on the{\it d}-dimensional cylinder , with a generating function h having superlinear growth and uniform bounds on the second derivative, we construct a strictly gradient semiflow on the space of shift-invariant probability measures on the space of configurations . Stationary points of are invariant measures of F, and the rotation vector and all spectral invariants are invariants of . Using and the minimisation technique, we construct minimising measures with an arbitrary rotation vector , and with an additional assumption that F is strongly monotone, we show that the support of every minimising measure is a graph of a Lipschitz function. Using and the relaxation technique, assuming a weak condition on (satisfied e.g. in Hedlund's counter-example, and in the anti-integrable limit) we show existence of double-recurrent orbits of F (and F-ergodic measures) with an arbitrary rotation vector , and action arbitrarily close to the minimal action . Received November 4, 1999; in final form July 29, 2000 / Published online April 12, 2001     

Dual representation of convex sets of probability measures on totally bounded spaces

Convex sets of probability measures, frequently encountered in probability theory and statistics, can be transparently analyzed by means of dual representations in a function space. This paper introduces totally bounded spaces, whose structure is defined by a set of bounded real-valued functions, as a general framework for studying such representations. The reinterpretation of classical theorems in this framework clarifies the role of compactness and leads to simple existence criteria. Applications include results on the existence of probability measures satisfying given sets of conditions and an equivalence of consistent preferences and families of probability measures. Moreover, countable additivity of probabilities is seen to be a consequence of elementary consistency assumptions.     

A canonical system of two differential equations with periodic coefficients and the Poincaré-Denjoy theory of differential equations on a torus

The passage from Cartesian to polar coordinates in a canonical system with periodic coefficients gives rise to a nonlinear differential equation whose right-hand side is periodic in time and the polar angle and thus this equation can be regarded as a differential equation on a torus. In accord with Poincaré-Denjoy theory, the behavior of a solution to a differential equation on a torus is characterized by the rotation number and some homeomorphic mapping of a circle onto itself. We study connections of strong stability (instability) of a canonical system, including the membership in the nth stability (instability) domain, with the rotation number and fixed points of this mapping.     

Existence of infinite non-Birkoff periodic orbits for area-preserving monotone twist maps of cylinders

The exact monotone twist map of infinite cylinders in the Birkhoff region of instability is studied. A variational method based on Aubry-Mather theory is used to discover infinitely many non-Birkhoff periodic orbits of fixed rotation number sufficiently close to some irrational number for which the angular invariant circle does not exist.     

Examples of attracting sets of birkhoff type

We discuss an explicit example of a map of the plane R ² with a nontrivial attracting set. In particular, we are concerned with the concept of rotation number introduced by Poincaré for maps of the circle and its subsequent extension by Birkhoff to maps of the annulus. The use of rotation number allows nontrivial attractors to be distinguished. The map we discuss has an attracting set containing a set of orbits with infinitely many different rotation numbers. We obtain the map by considering an Euler iteration of a family of vector fields originally described by Arnold and find that the resulting Euler map undergoes some bifurcations which are analogous to those of the family of vector fields. Specifically, there are Hopf bifurcations where changes of stability of a fixed point result in the creation of an attracting circle. The circle which grows from the fixed point is then shown to undergo structural changes giving nontrivial attracting sets. This arises from Euler map behaviour for which the corresponding vector field behaviour is a heteroclinic saddle connection. It is possible to give an explicit trapping region for the Euler map which contains the attracting set and to describe some of its properties. Finally, an analogy is drawn with attracting sets which arise for forced oscillators.     

On groups of hyperbolic length

We investigate the recently introduced notion of rotation numbers for periodic orbits of interval maps. We identify twist orbits, that is those orbits that are the simplest ones with given rotation number. We estimate from below the topological entropy of a map having an orbit with given rotation number. Our estimates are sharp: there are unimodal maps where the equality holds. We also discuss what happens for maps with larger modality. In the Appendix we present a new approach to the problem of monotonicity of entropy in one-parameter families of unimodal maps. This work was partially done during the first author’s visit to IUPUI (funded by a Faculty Research Grant from UAB Graduate School) and his visit to MSRI (the research at MSRI funded in part by NSF grant DMS-9022140) whose support the first author acknowledges with gratitude. The second author was partially supported by NSF grant DMS-9305899, and his gratitude is as great as that of the first author.     

Rotation Numbers of Discontinuous Orientation-Preserving Circle Maps

We extend a few well-known results about orientation preserving homeomorphisms of the circle to orientation preserving circle maps, allowing even an infinite number of discontinuities. We define a set-valued map associated to the lift by filling the gaps in the graph, that shares many properties with continuous functions. Using elementary set-valued analysis, we prove existence and uniqueness of the rotation number, periodic limit orbit in the case when the latter is rational, and Cantor structure of the unique limit set when the rotation number is irrational. Moreover, the rotation number is found to be continuous with respect to the set-valued extension if we endow the space of such maps with the Haussdorff topology on the graph. For increasing continuous families of such maps, the set of parameter values where the rotation number is irrational is a Cantor set (up to a countable number of points).     

Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations

We study the moment space corresponding to matrix measures on the unit circle. Moment points are characterized by non-negative definiteness of block Toeplitz matrices. This characterization is used to derive an explicit representation of orthogonal polynomials with respect to matrix measures on the unit circle and to present a geometric definition of canonical moments. It is demonstrated that these geometrically defined quantities coincide with the Verblunsky coefficients, which appear in the Szegö recursions for the matrix orthogonal polynomials. Finally, we provide an alternative proof of the Geronimus relations which is based on a simple relation between canonical moments of matrix measures on the interval [−1, 1] and the Verblunsky coefficients corresponding to matrix measures on the unit circle.     

H−C Maps and elliptic SPDEs with polynomial and exponential perturbations of Nelson's Euclidean free field

Elliptic stochastic partial differential equations (SPDE) with polynomial and exponential perturbation terms defined in terms of Nelson's Euclidean free field on R^d are studied using results by S. Kusuoka and A.S. Üstünel and M. Zakai concerning transformation of measures on abstract Wiener space. SPDEs of this type arise, in particular, in (Euclidean) quantum field theory with interactions of the polynomial or exponential type. The probability laws of the solutions of such SPDEs are given by Girsanov probability measures, that are non-linearly transformed measures of the probability law of Nelson's free field defined on subspaces of Schwartz space of tempered distributions.     

On the numerical approximation of the rotation number

The starting point of this paper is a polygonal approximation of an invariant curve of a map. Using this polygonal approximation an approximation for the circle map (the restriction of the map to the invariant curve) is obtained. The rotation number of the circle map is then approximated by the rotation number of the approximated circle map. The error in the obtained approximate rotation number is discussed, and related to the error in the polygonal approximation of the invariant curve. Simple algorithms for the approximation of the rotation number are described. A numerical example illustrates the theory.     

Topological and ergodic aspects of partially hyperbolic diffeomorphisms and nonhyperbolic step skew products

We review some ergodic and topological aspects of robustly transitive partially hyperbolic diffeomorphisms with one-dimensional center direction. We also discuss step skew-product maps whose fiber maps are defined on the circle which model such dynamics. These dynamics are genuinely nonhyperbolic and exhibit simultaneously ergodic measures with positive, negative, and zero exponents as well as intermingled horseshoes having different types of hyperbolicity. We discuss some recent advances concerning the topology of the space of invariant measures and properties of the spectrum of Lyapunov exponents.     

Probability Theory of Random Polygons from the Quaternionic Viewpoint

We build a new probability measure on closed space and plane polygons. The key construction is a map, given by Hausmann and Knutson, using the Hopf map on quaternions from the complex Stiefel manifold of 2‐frames in n‐space to the space of closed n‐gons in 3‐space of total length 2. Our probability measure on polygon space is defined by pushing forward Haar measure on the Stiefel manifold by this map. A similar construction yields a probability measure on plane polygons that comes from a real Stiefel manifold. The edgelengths of polygons sampled according to our measures obey beta distributions. This makes our polygon measures different from those usually studied, which have Gaussian or fixed edgelengths. One advantage of our measures is that we can explicitly compute expectations and moments for chord lengths and radii of gyration. Another is that direct sampling according to our measures is fast (linear in the number of edges) and easy to code. Some of our methods will be of independent interest in studying other probability measures on polygon spaces. We define an edge set ensemble (ESE) to be the set of polygons created by rearranging a given set of n edges. A key theorem gives a formula for the average over an ESE of the squared lengths of chords skipping k vertices in terms of k, n, and the edgelengths of the ensemble. This allows one to easily compute expected values of squared chord lengths and radii of gyration for any probability measure on polygon space invariant under rearrangements of edges. © 2014 Wiley Periodicals, Inc.     

On the transcendence of real numbers with a regular expansion

We apply the Ferenczi-Mauduit combinatorial condition obtained via a reformulation of Ridout's theorem to prove that a real number whose b-ary expansion is the coding of an irrational rotation on the circle with respect to a partition in two intervals is transcendental. We also prove the transcendence of real numbers whose b-ary expansion arises from a non-periodic three-interval exchange transformation.     

Nombre de branchement d’un pseudogroupe

Lyons has defined an average number of branches per vertex of an infinite locally finite rooted tree. This number has an important role in several probabilistic processes such as random walk and percolation. In this paper, we extend the notion of branching number to any measurable graphed pseudogroup of finite type acting on a probability space. We prove that such a pseudogroup is Liouvillian (i.e. almost every orbit does not admit non-constant bounded harmonic functions) if its branching number is equal to 1. In order to prove that this actually generalizes results of C. Series and V. Kaimanovich on equivalence relations with polynomial and subexponential growth, we describe an example of minimal lamination whose holonomy pseudogroup has exponential growth and branching number equal to 1.     

Nombre de branchement d’un pseudogroupe

Lyons has defined an average number of branches per vertex of an infinite locally finite rooted tree. This number has an important role in several probabilistic processes such as random walk and percolation. In this paper, we extend the notion of branching number to any measurable graphed pseudogroup of finite type acting on a probability space. We prove that such a pseudogroup is Liouvillian (i.e. almost every orbit does not admit non-constant bounded harmonic functions) if its branching number is equal to 1. In order to prove that this actually generalizes results of C. Series and V. Kaimanovich on equivalence relations with polynomial and subexponential growth, we describe an example of minimal lamination whose holonomy pseudogroup has exponential growth and branching number equal to 1.     

Critical invariant circles in asymmetric and multiharmonic generalized standard maps

Invariant circles play an important role as barriers to transport in the dynamics of area-preserving maps. KAM theory guarantees the persistence of some circles for near-integrable maps, but far from the integrable case all circles can be destroyed. A standard method for determining the existence or nonexistence of a circle, Greene’s residue criterion, requires the computation of long-period orbits, which can be difficult if the map has no reversing symmetry. We use de la Llave’s quasi-Newton, Fourier-based scheme to numerically compute the conjugacy of a Diophantine circle conjugate to rigid rotation, and the singularity of a norm of a derivative of the conjugacy to predict criticality. We study near-critical conjugacies for families of rotational invariant circles in generalizations of Chirikov’s standard map.A first goal is to obtain evidence to support the long-standing conjecture that when circles breakup they form cantori, as is known for twist maps by Aubry–Mather theory. The location of the largest gaps is compared to the maxima of the potential when anti-integrable theory applies. A second goal is to support the conjecture that locally most robust circles have noble rotation numbers, even when the map is not reversible. We show that relative robustness varies inversely with the discriminant for rotation numbers in quadratic algebraic fields. Finally, we observe that the rotation number of the globally most robust circle generically appears to be a piecewise-constant function in two-parameter families of maps.     

Rotation number quantization effect

We study a class of dynamical systems on a torus that includes dynamical systems modeling the dynamics of the Josephson transition. For systems in this class, we introduce certain characteristics including a sequence of functions depending on the system parameters. We prove that if this sequence converges at a given point in the parameter space, then its limit is equal to the classical rotation number, and we then call this point a quantization point for the rotation number. We prove that the rotation number of such a system takes only integer values at a quantization point. Quantization areas are thus defined in the parameter space, and the problem of effectively describing them becomes an important part of characterizing the systems under study. We present graphs of the rotation number at quantization points and under conditions when it is not quantized (an example of a half-integer rotation number) and diagrams for quantization areas.     

Entropy differential metric, distance and divergence measures in probability spaces: A unified approach

The paper is devoted to metrization of probability spaces through the introduction of a quadratic differential metric in the parameter space of the probability distributions. For this purpose, a φ-entropy functional is defined on the probability space and its Hessian along a direction of the tangent space of the parameter space is taken as the metric. The distance between two probability distributions is computed as the geodesic distance induced by the metric. The paper also deals with three measures of divergence between probability distributions and their interrelationships.