Lyapunov exponents of hyperbolic attractors

 Let μ ₊ be the SBR measure on a hyperbolic attractor Ω of a C ² Axiom A diffeomorphism (M,f) and v the volume measure on M. As is known, μ ₊ -almost every is Lyapunov regular and the Lyapunov characteristic exponents of (f,Df) at x are constants $\lambda^{(i)}(\mu_+,f),1\leq i\leq s$. In this paper we prove that $v$-almost every $x$ in the basin of attraction $W^s(\Omega)$ is positively regular and the Lyapunov characteristic exponents of $(f,Df)$ at $x$ are the constants . Similar results are also obtained for nonuniformly completely hyperbolic attractors. Received: 20 September 2001     

Polynomial diffeomorphisms of C2: V. critical points and Lyapunov exponents

There is an invariant measure μ, which is the pluri-complex version of the harmonic measure of the Julia set for polynomial maps of C.In this paper we give an integral formula for the Lyapunov exponents of a polynomial automorphism with respect to μ, analogous to the Brolin-Manning formula polynomial maps of C.Our formula relates the Lyapunov exponents to the value of a Green function at a type of critical point which we define in this paper. We show that these the critical points have a natural dynamical interpretation.     

Lyapunov Exponents for the Random Product of Two Shears

We give lower and upper bounds on both the Lyapunov exponent and generalised Lyapunov exponents for the random product of positive and negative shear matrices. These types of random products arise in applications such as fluid stirring devices. The bounds, obtained by considering invariant cones in tangent space, give excellent accuracy compared to standard and general bounds, and are increasingly accurate with increasing shear. Bounds on generalised exponents are useful for testing numerical methods, since these exponents are difficult to compute in practice.

     

On the Perron exponents of discrete linear systems

This note studies properties of Perron or lower Lyapunov exponents for discrete time varying system. It is shown that for diagonal system of order s there are at most 2^s-1 lower Lyapunov exponents. By example it is demonstrated that in non-diagonal case it is possible to have arbitrarily many different Perron exponents. Finally it is shown that the exponent is almost everywhere equal to the lower Lyapunov exponent of the matrices coefficient sequence.     

Lyapunov exponents for products of matrices and multifractal analysis. Part II: General matrices

We continue the study in [15, 18] on the upper Lyapunov exponents for products of matrices. Here we consider general matrices. In general, the variational formula about Lyapunov exponents we obtained in part I does not hold in this setting. In any case, we focus our interest on a special case where the matrix function M(x) takes finite values M ₁, ..., M _m . In this case, we prove the variational formula under an additional irreducibility condition. This extends a previous result of the author and Lau [18]. As an application, we prove a new multifractal formalism for a certain class of self-similar measures on ℝ with overlaps. More precisely, let μ be the self-similar measure on ℝ generated by a family of contractive similitudes {S _j = ρx + b _j } _j=1^ℓ which satisfies the finite type condition. Then we can construct a family (finite or countably infinite) of closed intervals {I _j } _j∈Λ with disjoint interiors, such that μ is supported on ⋃ _j∈Λ I _j and the restricted measure of μ on each interval I _j satisfies the complete multifractal formalism. Moreover, the dimension spectrum dim _H (α) is independent of j. The author was partially supported by the direct grant and RGC grants (Projects 400706, 401008) in CUHK, Fok Ying Tong Education Foundation and NSFC (Grant 10571100).     

Lyapunov exponents of free operators

Lyapunov exponents of a dynamical system are a useful tool to gauge the stability and complexity of the system. This paper offers a definition of Lyapunov exponents for a sequence of free linear operators. The definition is based on the concept of the extended Fuglede-Kadison determinant. We establish the existence of Lyapunov exponents, derive formulas for their calculation, and show that Lyapunov exponents of free variables are additive with respect to operator product. We illustrate these results using an example of free operators whose singular values are distributed by the Marchenko-Pastur law, and relate this example to C.M. Newman's “triangle” law for the distribution of Lyapunov exponents of large random matrices with independent Gaussian entries. As an interesting by-product of our results, we derive a relation between the extended Fuglede-Kadison determinant and Voiculescu's S-transform.     

Exponents for the tails of distributions in some polling models

The tail asymptotics of the distribution of the waiting-time W in some polling models is investigated. When this is of the form P[W > ϰ] ∼ αϰ^βe ^-ηϰ for some α,β,η, we show how to calculate the exponents β and η, and we establish the extent and form of their dependence on the distributions of the service-time and switchover-time. The exponents are expressed in terms of the fixed points and Lyapunov exponents of a dynamical system which we associate with the recursion which is used to calculate the moment generating functions of the waiting time. This revised version was published online in June 2006 with corrections to the Cover Date.     

Variation of Lyapunov exponents on a strange attractor

Summary We introduce the idea of local Lyapunov exponents which govern the way small perturbations to the orbit of a dynamical system grow or contract after afinite number of steps,L, along the orbit. The distributions of these exponents over the attractor is an invariant of the dynamical system; namely, they are independent of the orbit or initial conditions. They tell us the variation of predictability over the attractor. They allow the estimation of extreme excursions of perturbations to an orbit once we know the mean and moments about the mean of these distributions. We show that the variations about the mean of the Lyapunov exponents approach zero asL and argue from our numerical work on several chaotic systems that this approach is asL ^–v. In our examplesv 0.5–1.0. The exponents themselves approach the familiar Lyapunov spectrum in this same fashion.     

Smooth interval maps have symbolic extensions

We prove that if X denotes the interval or the circle then every transformation T:X→X of class C ^r , where r>1 is not necessarily an integer, admits a symbolic extension, i.e., every such transformation is a topological factor of a subshift over a finite alphabet. This is done using the theory of entropy structure. For such transformations we control the entropy structure by providing an upper bound, in terms of Lyapunov exponents, of local entropy in the sense of Newhouse of an ergodic measure ν near an invariant measure μ (the antarctic theorem). This bound allows us to estimate the so-called symbolic extension entropy function on invariant measures (the main theorem), and as a consequence, to estimate the topological symbolic extension entropy; i.e., a number such that there exists a symbolic extension with topological entropy arbitrarily close to that number. This last estimate coincides, in dimension 1, with a conjecture stated by Downarowicz and Newhouse [13, Conjecture 1.2]. The passage from the antarctic theorem to the main theorem is applicable to any topological dynamical system, not only to smooth interval or circle maps.     

A hybrid method for computing Lyapunov exponents

In this paper we propose a numerical method for computing all Lyapunov coefficients of a discrete time dynamical system by spatial integration. The method extends an approach of Aston and Dellnitz (Comput Methods Appl Mech Eng 170:223–237, 1999) who use a box approximation of an underlying ergodic measure and compute the first Lyapunov exponent from a spatial average of the norms of the Jacobian for the iterated map. In the hybrid method proposed here, we combine this approach with classical QR-oriented methods by integrating suitable R-factors with respect to the invariant measure. In this way we obtain approximate values for all Lyapunov exponents. Assuming somewhat stronger conditions than those of Oseledec’ multiplicative theorem, these values satisfy an error expansion that allows to accelerate convergence through extrapolation. W.-J. Beyn and A. Lust was supported by CRC 701 ‘Spectral Analysis and Topological Methods in Mathematics’. The paper is mainly based on the PhD thesis [27] of A. Lust.     

Random periodic solutions of random dynamical systems

In this paper, we give the definition of the random periodic solutions of random dynamical systems. We prove the existence of such periodic solutions for a C¹ perfect cocycle on a cylinder using a random invariant set, the Lyapunov exponents and the pullback of the cocycle.     

Renormalization group, causality, and nonpower perturbation expansion in QFT

The structure of the QFT expansion is studied in the framework of a new “invariant analytic” version of the perturbative QCD. Here, an invariant coupling constant α(Q ² /Λ ² ) = β ₁ α_s(Q ² )/(4π) becomes a Q ² -analytic invariant function α _an (Q²/Λ ² ) ≡A(x), which, by construction, is free of ghost singularities because it incorporates some nonperturbative structures. In the framework of the “analyticized” perturbation theory, an expansion for an observable F, instead of powers of the analytic invariant charge A(x), may contain specific functions A_n(x)=[aⁿ(x)] _an , the “nth power of a(x) analyticized as a whole.” Functions A _n>2(x) for small Q² ≤Λ ² oscillate, which results in weak loop and scheme dependences. Because of the analyticity requirement, the perturbation series for F(x) becomes an asymptotic expansion à la Erdélyi using a nonpower set {A _n (x)}. The probable ambiguities of the invariant analyticization procedure and the possible inconsistency of some of its versions with the renormalization group structure are also discussed. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 119, No. 1, pp. 55–66, April, 1999.     

Lyapunov exponents for products of matrices and multifractal analysis. Part I: Positive matrices

Let (Σ,σ) be a full shift space on an alphabet consisting ofm symbols and letM: Σ→L ⁺(ℝ ^d , ℝ ^d ) be a continuous function taking values in the set ofd×d positive matrices. Denote by λ _M (x) the upper Lyapunov exponent ofM atx. The set of possible Lyapunov exponents is just an interval. For any possible Lyapunov exponentα, we prove the following variational formula, , where dim is the Hausdorff dimension or the packing dimension,P _M(q) is the pressure function ofM, μ is aσ-invariant Borel probability measure on Σ,h(μ) is the entropy ofμ, and . The author was partially supported by a HK RGC grant in Hong Kong and the Special Funds for Major State Basic Research Projects in China.     

Optimal pinching constants of odd dimensional homogeneous spaces

In this article we compute the pinching constants of all invariant Riemannian metrics on the Berger space B ¹³=SU(5)/(Sp(2)×_ℤ2S¹) and of all invariant U(2)-biinvariant Riemannian metrics on the Aloff–Wallach space W ⁷ _1,1=SU(3)/S¹ _1,1. We prove that the optimal pinching constants are precisely in both cases. So far B ¹³ and W ⁷ _1,1 were only known to admit Riemannian metrics with pinching constants .?We also investigate the optimal pinching constants for the invariant metrics on the other Aloff–Wallach spaces W ⁷ _k,l =SU(3)/S¹ _k,l . Our computations cover the cone of invariant T²-biinvariant Riemannian metrics. This cone contains all invariant Riemannian metrics unless k/l=1. It turns out that the optimal pinching constants are given by a strictly increasing function in k/l∈[0,1]. Thus all the optimal pinching constants are ≤.?In order to determine the extremal values of the sectional curvature of an invariant Riemannian metric on W ⁷ _k,l we employ a systematic technique, which can be applied to other spaces as well. The computation of the pinching constants for B ¹³ is reduced to the curvature computation for two proper totally geodesic submanifolds. One of them is diffeomorphic to ℂℙ³/ℤ₂ and inherits an Sp(2)-invariant Riemannian metric, and the other is W ⁷ _1,1 embedded as recently found by Taimanov. This approach explains in particular the coincidence of the optimal pinching constants for W ⁷ _1,1 and the Berger space B ¹³. Oblatum 9-XI-1998 & 3-VI-1999 / Published online: 20 August 1999     

Stability of nonautonomous differential equations in Hilbert spaces

We introduce a large class of nonautonomous linear differential equations v^′=A(t)v in Hilbert spaces, for which the asymptotic stability of the zero solution, with all Lyapunov exponents of the linear equation negative, persists in v^′=A(t)v+f(t,v) under sufficiently small perturbations f. This class of equations, which we call Lyapunov regular, is introduced here inspired in the classical regularity theory of Lyapunov developed for finite-dimensional spaces, that is nowadays apparently overlooked in the theory of differential equations. Our study is based on a detailed analysis of the Lyapunov exponents. Essentially, the equation v^′=A(t)v is Lyapunov regular if for every k the limit of Γ(t)^1/t as t→∞ exists, where Γ(t) is any k-volume defined by solutions v₁(t),…,v_k(t). We note that the class of Lyapunov regular linear equations is much larger than the class of uniformly asymptotically stable equations.     

Joint bounds for the Perron roots of nonnegative matrices with applications

Given a finite set {A_x}_{x ∈ X} of nonnegative matrices, we derive joint upper and lower bounds for the row sums of the matrices D⁻¹ A^(x) D, x ∈ X, where D is a specially chosen nonsingular diagonal matrix. These bounds, depending only on the sparsity patterns of the matrices A^(x) and their row sums, are used to obtain joint two-sided bounds for the Perron roots of given nonnegative matrices, joint upper bounds for the spectral radii of given complex matrices, bounds for the joint and lower spectral radii of a matrix set, and conditions sufficient for all convex combinations of given matrices to be Schur stable. Bibliography: 20 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 334, 2006, pp. 30–56.     

SRB measures for partially hyperbolic systems whose central direction is mostly expanding

We construct Sinai-Ruelle-Bowen (SRB) measures supported on partially hyperbolic sets of diffeomorphisms – the tangent bundle splits into two invariant subbundles, one of which is uniformly contracting – under the assumption that the complementary subbundle is non-uniformly expanding. If the rate of expansion (Lyapunov exponents) is bounded away from zero, then there are only finitely many SRB measures. Our techniques extend to other situations, including certain maps with singularities or critical points, as well as diffeomorphisms having only a dominated splitting (and no uniformly hyperbolic subbundle). Oblatum 16-IV-1999 & 29-X-1999?Published online: 21 February 2000     

Normal limit theorems for symmetric random matrices

Using the machinery of zonal polynomials, we examine the limiting behavior of random symmetric matrices invariant under conjugation by orthogonal matrices as the dimension tends to infinity. In particular, we give sufficient conditions for the distribution of a fixed submatrix to tend to a normal distribution. We also consider the problem of when the sequence of partial sums of the diagonal elements tends to a Brownian motion. Using these results, we show that if O _n is a uniform random n×n orthogonal matrix, then for any fixed k>0, the sequence of partial sums of the diagonal of O ^k _n tends to a Brownian motion as n→∞. Received: 3 February 1998 / Revised version: 11 June 1998     

Error analysis of a hybrid method for computing Lyapunov exponents

In a previous paper (Beyn and Lust in Numer Math 113:357–375, 2009) we suggested a numerical method for computing all Lyapunov exponents of a dynamical system by spatial integration with respect to an ergodic measure. The method extended an earlier approach of Aston and Dellnitz (Comput Methods Appl Mech Eng 170:223–237, 1999) for the largest Lyapunov exponent by integrating the diagonal entries from the $QR$ -decomposition of the Jacobian for an iterated map. In this paper we provide an asymptotic error analysis of the method for the case in which all Lyapunov exponents are simple. We employ Oseledec multiplicative ergodic theorem and impose certain hyperbolicity conditions on the invariant subspaces that belong to neighboring exponents. The resulting error expansion shows that one step of extrapolation is enough to obtain exponential decay of errors.     

A formula with some applications to the theory of Lyapunov exponents

We prove an elementary formula about the average expansion of certain products of 2 by 2 matrices. This permits us to quickly re-obtain an inequality by M. Herman and a theorem by Dedieu and Shub, both concerning Lyapunov exponents. Indeed, we show that equality holds in Herman’s result. Finally, we give a result about the growth of the spectral radius of products. Financial support from Pronex-Dynamical Systems, CNP_q 001/2000 and from Faperj is gratefully acknowledged.