We discuss a notion of phase transitions in multicomponent systems and clarify relations between deterministic chaotic and stochastic models of this type of systems. Connections between various definitions of SRB measures are considered as well.
We give a geometric proof, offering a new and quite different perspective on an earlier result of Ledrappier and Young on random transformations. We show that under mild conditions, sample measures of random diffeomorphisms are SRB measures. As sample measures are the limits of forward images of stationary measures, they can be thought of as the analog of physical measures for deterministic systems. Our results thus show the equivalence of physical and SRB measures in the random setting, a hoped-for scenario that is not always true for deterministic maps.
In this paper, we study the existence of SRB measures for infinite dimensional dynamical systems in a Banach space. We show that if the system has a partially hyperbolic attractor with nontrivial finite dimensional unstable directions, then it has an SRB measure.
We consider classes of dynamical systems admitting Markov induced maps. Under general assumptions, which in particular guarantee the existence of SRB measures, we prove that the entropy of the SRB measure varies continuously with the dynamics. We apply our result to a vast class of non-uniformly expanding maps of a compact manifold and prove the continuity of the entropy of the SRB measure. In particular, we show that the SRB entropy of Viana maps varies continuously with the map.
In this paper, we study the existence of SRB measures and their properties for infinite dimensional dynamical systems in a Hilbert space. We show several results including (i) if the system has a partially hyperbolic attractor with nontrivial finite dimensional unstable directions, then it has at least one SRB measure; (ii) if the attractor is uniformly hyperbolic and the system is topological mixing and the splitting is Hölder continuous, then there exists a unique SRB measure which is mixing; (iii) if the attractor is uniformly hyperbolic and the system is non-wondering and and the splitting…
We study dynamical systems generated by skew products: $$T: [0,1)\times\mathbb{R}\to [0,1)\times\mathbb{R} \quad\quad T(x,y)=(bx\mod1,γy+ϕ(x))$$ where integer $b\ge2$, $0<γ<1$ and $ϕ$ is a real analytic $\mathbb{Z}$-periodic function. We prove the following dichotomy for the SRB measure $ω$ for $T$: Either the support of $ω$ is a graph of real analytic function, or the dimension of $ω$ is equal to $\min\{2,1+\frac{\log b}{\log1/γ}\}$. Furthermore, given $b$ and $ϕ$, the former alternative only happens for finitely many $γ$ unless $ϕ$ is constant.
SRB measures are limiting stationary distributions describing the statistical behavior of chaotic dynamical systems. Directional derivatives of SRB measure densities conditioned on unstable manifolds are critical in the sensitivity analysis of hyperbolic chaos. These derivatives, known as the SRB density gradients, are by-products of the regularization of Lebesgue integrals appearing in the original linear response expression. In this paper, we propose a novel trajectory-driven algorithm for computing the SRB density gradient defined for systems with high-dimensional unstable manifolds. We app…
We show that existence of positive Lyapounov exponents and/or SRB measures are undecidable (in the algorithmic sense) properties within some parametrized families of interesting dynamical systems: quadratic family and Hénon maps. Because the existence of positive exponents (or SRB measures) is, in a natural way, a manifestation of ``chaos'', these results may be understood as saying that the chaotic character of a dynamical system is undecidable. Our investigation is directly motivated by questions asked by Carleson and Smale in this direction.
For a C^{1+α} diffeomorphism f preserving a hyperbolic ergodic SRB measure μ, Katok's remarkable results assert that μcan be approximated by a sequence of hyperbolic sets \{Λ_n\}_{n\geq1}. In this paper, we prove the Hausdorff dimension for Λ_n on the unstable manifold tends to the dimension of the unstable manifold. Furthermore, if the stable direction is one dimension, then the Hausdorff dimension of μcan be approximated by the Hausdorff dimension of Λ_n. To establish these results, we utilize the u-Gibbs property of the conditional measure of the equilibrium measure of -ψ^{s}(\cdot,f^n) and…
We consider $C^2$ Fréchet differentiable mappings of Banach spaces leaving invariant compactly supported Borel probability measures, and study the relation between entropy and volume growth for a natural notion of volume defined on finite dimensional subspaces. SRB measures are characterized as exactly those measures for which entropy is equal to volume growth on unstable manifolds, equivalently the sum of positive Lyapunov exponents of the map. In addition to numerous difficulties incurred by our infinite-dimensional setting, a crucial aspect to the proof is the technical point that the volum…
We obtain entropy formulas for SRB measures with finite entropy given by inducing schemes. In the first part of the work, we obtain Pesin entropy formula for the class of noninvertible systems whose SRB measures are given by Gibbs-Markov induced maps. In the second part, we obtain Pesin entropy formula for invertible maps whose SRB measures given by Young sets, taking into account a classical compression technique along the stable direction that allows a reduction of the return map associated with a Young set to a Gibbs-Markov map. In both cases, we give applications of our main results to sev…
An important class of `physically relevant' measures for dynamical systems with hyperbolic behavior is given by Sinai-Ruelle-Bowen (SRB) measures. We survey various techniques for constructing SRB measures and studying their properties, paying special attention to the geometric `push-forward' approach. After describing this approach in the uniformly hyperbolic setting, we review recent work that extends it to non-uniformly hyperbolic systems.
We consider random perturbations of discrete-time dynamical systems. We give sufficient conditions for the stochastic stability of certain classes of maps, in a strong sense. This improves the main result in J. F. Alves, V. Araujo, Random perturbations of non-uniformly expanding maps, Asterisque 286 (2003), 25--62, where it was proved the convergence of the stationary measures of the random process to the SRB measure of the initial system in the weak* topology. Here, under slightly weaker assumptions on the random perturbations, we obtain a stronger version of stochastic stability: convergence…
We present new approaches for solving constrained multicomponent nonlinear Schrödinger equations in arbitrary dimensions. The idea is to introduce an artificial time and solve an extended damped second order dynamic system whose stationary solution is the solution to the time-independent nonlinear Schrödinger equation. Constraints are often considered by projection onto the constraint set, here we include them explicitly into the dynamical system. We show the applicability and efficiency of the methods on examples of relevance in modern physics applications.
We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic stability of such dynamical systems. We show that a certain $C^2$-open class of nonuniformly hyperbolic diffeomorphisms introduced in [Alves, J; Bonatti, C. and Viana, V., SRB measures for partially hyperbolic systems with mostly expanding central direction, Invent. Math., 140 (2000), 351-398] are stochastically stable. Our setting encompasses that of partially hy…
We show that for systems that allow a Young tower construction with polynomially decaying correlations the return times to metric balls are in the limit Poisson distributed. We also provide error terms which are powers of logarithm of the radius. In order to get those uniform rates of convergence the balls centres have to avoid a set whose size is estimated to be of similar order. This result can be applied to non-uniformly hyperbolic maps and to any invariant measure that satisfies a weak regularity condition. In particular it shows that the return times to balls is Poissonian for SRB measure…
Let f be a self-map of a compact manifold M, admitting an global SRB measure μ. For a continuous test function ϕon M and a constant α>0, consider the set of the initial points for which the Birkhoff time averages of the function ϕdiffer from its μ--space average by at least α. As the measure μis an SRB one, the intersection of this set with the basin of attraction of μshould have zero Lebesgue measure. The \emph{special ergodic theorem}, whenever it holds, claims that, moreover, this intersection has the Hausdorff dimension less than the dimension of M. We prove that for Lipschitz maps, the sp…
In this paper we present a rigorous analysis of a class of coupled dynamical systems in which two distinct types of components, one excitatory and the other inhibitory, interact with one another. These network models are finite in size but can be arbitrarily large. They are inspired by real biological networks, and possess features that are idealizations of those in biological systems. Individual components of the network are represented by simple, much studied dynamical systems. Complex dynamical patterns on the network level emerge as a result of the coupling among its constituent subsystems…
We consider the non autonomous dynamical system $\{τ_{n}\},$ where $τ_{n}$ is a continuous map $X\rightarrow X,$ and $X$ is a compact metric space. We assume that $\{τ_{n}\}$ converges uniformly to $τ.$ The inheritance of chaotic properties as well as topological entropy by $τ$ from the sequence $\{τ_{n}\}$ has been studied in \cite{Can1, Can2, Li,Ste,Zhu}. In \cite{You} the generalization of SRB\ measures to non-autonomous systems has been considered. In this paper we study absolutely continuous invariant measures (acim) for non autonomous systems. After generalizing the Krylov-Bogoliubov The…
We introduce the Markov extension, represented schematically as a tower, to the study of dynamical systems with holes. For tower maps with small holes, we prove the existence of conditionally invariant probability measures which are absolutely continuous with respect to Lebesgue measure (abbreviated a.c.c.i.m.). We develop restrictions on the Lebesgue measure of the holes and simple conditions on the dynamics of the tower which ensure existence and uniqueness in a class of Holder continuous densities. We then use these results to study the existence and properties of a.c.c.i.m. for expanding m…
Given a dynamical system with a uniformly hyperbolic (`chaotic') attractor, the physically relevant Sinai-Ruelle-Bowen (SRB) measure can be obtained as the limit of the dynamical evolution of the leaf volume along local unstable manifolds. We extend this geometric construction to the substantially broader class of equilibrium states corresponding to Hölder continuous potentials; these states arise naturally in statistical physics and play a crucial role in studying stochastic behavior of dynamical systems. The key step in our construction is to replace leaf volume with a reference measure that…
We consider the asymptotic consistency of maximum likelihood parameter estimation for dynamical systems observed with noise. Under suitable conditions on the dynamical systems and the observations, we show that maximum likelihood parameter estimation is consistent. Our proof involves ideas from both information theory and dynamical systems. Furthermore, we show how some well-studied properties of dynamical systems imply the general statistical properties related to maximum likelihood estimation. Finally, we exhibit classical families of dynamical systems for which maximum likelihood estimation…
We study the number of visits to balls B_r(x), up to time t/mu(B_r(x)), for a class of non-uniformly hyperbolic dynamical systems, where mu is the SRB measure. Outside a set of `bad' centers x, we prove that this number is approximately Poissonnian with a controlled error term. In particular, when r-->0, we get convergence to the Poisson law for a set of centers of mu-measure one. Our theorem applies for instance to the Hénon attractor and, more generally, to systems modelled by a Young tower whose return-time function has a exponential tail and with one-dimensional unstable manifolds. Along t…
We study the relation between escape rates and pressure in general dynamical systems with holes, where pressure is defined to be the difference between entropy and the sum of positive Lyapunov exponents. Central to the discussion is the formulation of a class of invariant measures supported on the survivor set over which we take the supremum to measure the pressure. Upper bounds for escape rates are proved for general diffeomorphisms of manifolds, possibly with singularities, for arbitrary holes and natural initial distributions including Lebesgue and SRB measures. Lower bounds do not hold in …