Ergodic theory and visualization. I. Mesochronic plots for visualization of ergodic partition and invariant sets

We present a computational study of a visualization method for invariant sets based on ergodic partition theory, first proposed by Mezic? (Ph.D. thesis, Caltech, 1994) and Mezic? and Wiggins [Chaos 9, 213 (1999)]. The algorithms for computation of the time averages of observables on phase space are developed and used to provide an approximation of the ergodic partition of the phase space. We term the graphical representation of this approximation--based on time averages of observables--a mesochronic plot (from Greek: meso--mean, chronos--time). The method is useful for identifying low-dimensional projections (e.g., two-dimensional slices) of invariant structures in phase spaces of dimensionality bigger than two. We also introduce the concept of the ergodic quotient space, obtained by assigning a point to every ergodic set, and provide an embedding method whose graphical representation we call the mesochronic scatter plot. We use the Chirikov standard map as a well-known and dynamically rich example in order to illustrate the implementation of our methods. In addition, we expose applications to other higher dimensional maps such as the Froe?schle map for which we utilize our methods to analyze merging of resonances and, the three-dimensional extended standard map for which we study the conjecture on its ergodicity [I. Mezic?, Physica D 154, 51 (2001)]. We extend the study in our next paper [Z. Levnajic? and I. Mezic?, e-print arXiv:0808.2182] by investigating the visualization of periodic sets using harmonic time averages. Both of these methods are related to eigenspace structure of the Koopman operator [I. Mezic? and A. Banaszuk, Physica D 197, 101 (2004)].     

Metrics for ergodicity and design of ergodic dynamics for multi-agent systems

In this paper we propose a metric that quantifies how far trajectories are from being ergodic with respect to a given probability measure. This metric is based on comparing the fraction of time spent by the trajectories in spherical sets to the measure of the spherical sets. This metric is shown to be equivalent to a metric obtained as a distance between a certain delta-like distribution on the trajectories and the desired probability distribution. Using this metric, we formulate centralized feedback control laws for multi-agent systems so that agents trajectories sample a given probability distribution as uniformly as possible. The feedback controls we derive are essentially model predictive controls in the limit as the receding horizon goes to zero and the agents move with constant speed or constant forcing (in the case of second-order dynamics). We numerically analyze the closed-loop dynamics of the multi-agents systems in various scenarios. The algorithm presented in this paper for the design of ergodic dynamics will be referred to as Spectral Multiscale Coverage (SMC).     

A multifractal analysis of equilibrium measures for conformal expanding maps and Moran-like geometric constructions

In this paper we establish the complete multifractal formalism for equilibrium measures for Hölder continuous conformal expanding maps andexpanding Markov Moran-like geometric constructions. Examples include Markov maps of an interval, beta transformations of an interval, rational maps with hyperbolic Julia sets, and conformal toral endomorphisms. We also construct a Hölder continuous homeomorphism of a compact metric space with an ergodic invariant measure of positive entropy for which the dimension spectrum is not convex, and hence the multifractal formalism fails.     

Estimating generating partitions of chaotic systems by unstable periodic orbits

An outstanding problem in chaotic dynamics is to specify generating partitions for symbolic dynamics in dimensions larger than 1. It has been known that the infinite number of unstable periodic orbits embedded in the chaotic invariant set provides sufficient information for estimating the generating partition. Here we present a general, dimension-independent, and efficient approach for this task based on optimizing a set of proximity functions defined with respect to periodic orbits. Our algorithm allows us to obtain the approximate location of the generating partition for the Ikeda-Hammel-Jones-Moloney map.     

General Dynamical Equations for Free Particles and?Their Galilean Invariance

Dynamical equations describing evolution of state functions in space-time of a given metric are important components of physical theories of particles. A method based on a group of the metric is used to obtain an infinite set of general dynamical equations for a scalar and analytical function representing free and spinless particles. It is shown that this set of equations is the same for any group of the metric that consists of an invariant Abelian subgroup of translations in time and space. For Galilean space-time, such group is the extended Galilei group. Using this group, it is proved that the infinite set of equations has only one subset of Galilean invariant dynamical equations, and that the equations of this subset are Schr?dinger-like equations.     

A PDE APPROACH TO FINITE TIME INDICATORS IN ERGODIC THEORY

For dynamical systems defined by vector fields over a compact invariant set, we introduce a new class of approximated first integrals based on finite time averages and satisfying an explicit first order partial differential equation. These approximated first integrals can be used as finite time indicators of the dynamics. On the one hand, they provide the same results on applications than other popular indicators; on the other hand, their PDE based definition — that we show robust under suitable perturbations — allows one to study them using the traditional tools of PDE environment. In particular, we formulate this approximating device in the Lyapunov exponents framework and we compare the operative use of them to the common use of the Fast Lyapunov Indicators to detect the phase space structure of quasi-integrable systems.     

Some relations between dimension and Lyapounov exponents

We consider differentiable maps and compact invariant sets. We introduce dimensional quantities related to the ergodic invariant measures, and prove some simple relations.     

Dynamical invariants in the deterministic fixed-energy sandpile

The non-ergodic behavior of the deterministic Fixed Energy Sandpile (DFES), with Bak-Tang-Wiesenfeld (BTW) rule, is explained by the complete characterization of a class of dynamical invariants (or toppling invariants). The link between such constants of motion and the discrete Laplacians properties on graphs is algebraically and numerically clarified. In particular, it is possible to build up an explicit algorithm determining the complete set of independent toppling invariants. The partition of the configuration space into dynamically invariant sets, and the further refinement of such a partition into basins of attraction for orbits, are also studied. The total number of invariant sets equals the graphs complexity. In the case of two dimensional lattices, it is possible to estimate a very regular exponential growth of this number vs. the size. Looking at other features, the toppling invariants exhibit a highly irregular behavior. The usual constraint on the energy positiveness introduces a transition in the frozen phase. In correspondence to this transition, a dynamical crossover related to the halting times is observed. The analysis of the configuration space shows that the DFES has a different structure with respect to dissipative BTW and stochastic sandpiles models, supporting the conjecture that it lies in a distinct class of universality.     

Localization of compact invariant sets of the Lorenz system

The problem of finding domains in the state space of a nonlinear system which contain all compact invariant sets is considered. Such domains are computed for the Lorenz system by using different localizing functions.     

Polynomial averages in the Kontsevich model

We obtain in closed form averages of polynomials, taken over hermitian matrices with the Gaussian measure involved in the Kontsevich integral, and prove a conjecture of Witten enabling one to express analogous averages with the full (cubic potential) measure, as derivatives of the partition function with respect to traces of inverse odd powers of the external argument. The proofs are based on elementary algebraic identities involving a new set of invariant polynomials of the linear group, closely related to the general Schur functions.     

Large Deviations for Non-Uniformly Expanding Maps

We obtain large deviation bounds for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets. That is, given a continuous function we consider its space average with respect to a physical measure and compare this with the time averages along orbits of the map, showing that the Lebesgue measure of the set of points whose time averages stay away from the space average tends to zero exponentially fast with the number of iterates involved. As easy by-products we deduce escape rates from subsets of the basins of physical measures for these types of maps. The rates of decay are naturally related to the metric entropy and pressure function of the system with respect to a family of equilibrium states. 2000 Mathematics Subject Classification: 37D25, 37A50, 37B40, 37C40     

On the Hausdorff Dimension of Invariant Measures of Weakly Contracting on Average Measurable IFS

We consider measures which are invariant under a measurable iterated function system with positive, place-dependent probabilities in a separable metric space. We provide an upper bound of the Hausdorff dimension of such a measure if it is ergodic. We also prove that it is ergodic iff the related skew product is.     

Statistics of Wave Functions for a Point Scatterer on the Torus

Quantum systems whose classical counterpart have ergodic dynamics are quantum ergodic in the sense that almost all eigenstates are uniformly distributed in phase space. In contrast, when the classical dynamics is integrable, there is concentration of eigenfunctions on invariant structures in phase space. In this paper we study eigenfunction statistics for the Laplacian perturbed by a delta-potential (also known as a point scatterer) on a flat torus, a popular model used to study the transition between integrability and chaos in quantum mechanics. The eigenfunctions of this operator consist of eigenfunctions of the Laplacian which vanish at the scatterer, and new, or perturbed, eigenfunctions. We show that almost all of the perturbed eigenfunctions are uniformly distributed in configuration space.     

The Global Statistics of Return Times: Return Time Dimensions Versus Generalized Measure Dimensions

We investigate return times in dynamical systems, i.e. the time required by a trajectory to complete a return journey to a neighborhood of the initial position. In particular, we study the relations holding between the scaling exponents of phase-space moments of return times in balls of diminishing radius, on the one side, and the generalized dimensions of invariant measures, on the other. Because of a heuristic use of Kac theorem, the former have been used in place of the latter in numerical and experimental investigations: to mark the distinction, we call them return time dimensions. We derive a full set of inequalities linking generalized dimensions of invariant measures and return time dimensions. We comment on their optimality with the aid of two maps due to von Neumann–Kakutani and to Gaspard–Wang. We conjecture a formula for the return time dimensions in a typical system. We only assume that the dynamical system under investigation is ergodic and that motion takes place in a compact, finite dimensional space.     

Multifractal Analysis for Lyapunov Exponents on Nonconformal Repellers

For nonconformal repellers satisfying a certain cone condition, we establish a version of multifractal analysis for the topological entropy of the level sets of the Lyapunov exponents. Due to the nonconformality, the Lyapunov exponents are averages of nonadditive sequences of potentials, and thus one cannot use Birkhoff’s ergodic theorem nor the classical thermodynamic formalism. We use instead a nonadditive topological pressure to characterize the topological entropy of each level set. This prevents us from estimating the complexity of the level sets using the classical Gibbs measures, which are often one of the main ingredients of multifractal analysis. Instead, we avoid even equilibrium measures, and thus in particular g-measures, by constructing explicitly ergodic measures, although not necessarily invariant, which play the corresponding role in our work.Supported by the Center for Mathematical Analysis, Geometry, and Dynamical Systems, through FCT by Program POCTI/FEDER and the grant SFRH/BPD/12108/2003.     

Ergodic Theory of Generic Continuous Maps

We study the ergodic properties of generic continuous dynamical systems on compact manifolds. As a main result we prove that generic homeomorphisms have convergent Birkhoff averages under continuous observables at Lebesgue almost every point. In spite of this, when the underlying manifold has dimension greater than one, generic homeomorphisms have no physical measures—a somewhat strange result which stands in sharp contrast to current trends in generic differentiable dynamics. Similar results hold for generic continuous maps. To further explore the mysterious behaviour of C ⁰ generic dynamics, we also study the ergodic properties of continuous maps which are conjugated to expanding circle maps. In this context, generic maps have divergent Birkhoff averages along orbits starting from Lebesgue almost every point.     

An ergodic algorithm for long-term coverage of elliptical orbits

This paper deals with the coverage analysis problem of elliptical orbits. An algorithm based on ergodic theory, for long-term coverage of elliptical orbits, is proposed. The differential form of the invariant measure is constructed via the perturbation on mean orbital elements resulted from the $J_{2}$ term of non-spherical shape of the earth. A rigorous proof for this is then given. Different from the case of circular orbits, here the flow and its space of the dynamical system are defined on a physical space, and the real-value function is defined as the characteristic function on station mask. Therefore, the long-term coverage is reduced to a double integral via Birkhoff--Khinchin theorem. The numerical implementation indicates that the ergodic algorithm developed is available for a wide range of eccentricities.     

An ergodic algorithm for long-term coverage of elliptical orbits

This paper deals with the coverage analysis problem of elliptical orbits. An algorithm based on ergodic theory, for long-term coverage of elliptical orbits, is proposed. The differential form of the invariant measure is constructed via the perturbation on mean orbital elements resulted from the J2 term of non-spherical shape of the earth. A rigorous proof for this is then given. Different from the case of circular orbits, here the flow and its space of the dynamical system are defined on a physical space, and the real-value function is defined as the characteristic function on station mask. Therefore, the long-term coverage is reduced to a double integral via Birkhoff-Khinchin theorem. The numerical implementation indicates that the ergodic algorithm developed is available for a wide range of eccentricities.