In this paper we find conditions which guarantee that a given flow $Φ$ on a compact metric space $X$ admits a Lyapunov one-form $ω$ lying in a prescribed Čech cohomology class $ξ\in \check H^1(X;\R)$. These conditions are formulated in terms of the restriction of $ξ$ to the chain recurrent set of $Φ$. The result of the paper may be viewed as a generalization of a well-known theorem of C. Conley about the existence of Lyapunov functions.
We find conditions which guarantee that a given flow on a closed smooth manifold admits a smooth Lyapunov one-form lying in a prescribed de Rham cohomology class. These conditions are formulated in terms of Schwartzman's asymptotic cycles of the flow.
In this paper, following J. Franks' work on Lyapunov graphs of nonsingular Smale flows on $S^3$, we study Lyapunov graphs of nonsingular Smale flows on $S^1 \times S^2$. More precisely, we determine necessary and sufficient conditions on an abstract Lyapunov graph to be associated with a nonsingular Smale flow on $S^1 \times S^2$. We also study the singular type vertices in Lyapunov graphs of nonsingular Smale flows on 3-manifolds.
Baraviera and Bonatti proved that it is possible to perturb, in the c^1 topology, a volume-preserving and partial hyperbolic diffeomorphism in order to obtain a non-zero sum of all the Lyapunov exponents in the central direction. In this article we obtain the analogous result for volume-preserving flows.
Consider a $C^1$ vector field together with an ergodic invariant probability that has $\ell$ nonzero Lyapunov exponents. Using orthonormal moving frames along certain transitive orbits we construct a linear system of $\ell$ differential equations which is a reduced form of Liao's "standard system". We show that the Lyapunov exponents of this linear system coincide with all the nonzero exponents of the given vector field with respect to the given probability. Moreover, we prove that these Lyapunov exponents have a persistence property that implies that a "Liao perturbation" preserves both sign …
We study $C^1$-generic vector fields on closed manifolds without points accumulated by periodic orbits of different indices and prove that they exhibit finitely many sinks and sectional-hyperbolic transitive Lyapunov stable sets with residual basin of attraction. This represents a partial positive answer to conjectures in \cite{am}, the Palis conjecture \cite{pa} and extend the Araujo's thesis to higher dimensions \cite{a}.
We give necessary and sufficient conditions for the existence of smooth Lyapunov 1-forms for the flow of a smooth vector field in terms of the behavior of certain locally finite invariant measures. The main statement generalizes a result of Schwartzman, whereas the methods are adapted from work of Sullivan.
We consider volume-preserving perturbations of the time-one map of the geodesic flow of a compact surface with negative curvature. We show that if the Liouville measure has Lebesgue disintegration along the center foliation then the perturbation is itself the time-one map of a smooth volume-preserving flow, and that otherwise the disintegration is necessarily atomic.
We show that a linear Young differential equation generates a topological two-parameter flow, thus the notions of Lyapunov exponents and Lyapunov spectrum are well-defined. The spectrum can be computed using the discretized flow and is independent of the driving path for triangular systems which are regular in the sense of Lyapunov. In the stochastic setting, the system generates a stochastic two-parameter flow which satisfies the integrability condition, hence the Lyapunov exponents are random variables of finite moments. Finally, we prove a Millionshchikov theorem stating that almost all, in…
The aim of this paper is to study in detail the relations between strong chain recurrence for flows and Lyapunov functions. For a continuous flow on a compact metric space, uniformly Lipschitz continuous on the compact subsets of the time, we first make explicit a Lipschitz continuous Lyapunov function strict -that is strictly decreasing- outside the strong chain recurrent set of the flow. This construction extends to flows some recent advances of Fathi and Pageault in the case of homeomorphisms; moreover, it improves Conley's result about the existence of a continuous Lyapunov function strict…
We prove that oriented and standard shadowing properties are equivalent for topological flows with finite singularites that are Lyapunov stable or Lyapunov unstable. Moreover, we prove that the direct product $ϕ_1 \times ϕ_2$ of two topological flows has the oriented shdowing property if $ϕ_1$ with finite singuralities has the oriented shadowing property, while $ϕ_2$ has the limit set consisting of finite singularities that are Lyapunov stable or Lyapunov unstable.
We prove that in a $C^1$-open and $C^k$-dense set of some classes of $C^k$ Anosov flows all Lyapunov exponents have multiplicity 1 with respect to appropriate measures. The classes are geodesic flows with equilibrium states of Hölder-continuous potentials, volume-preserving flows, and all fiber-bunched Anosov flows with equilibrium states of Hölder-continuous potentials. In the proof, we use and prove perturbative results for jets of flows to modify eigenvalues of certain Poincaré maps and, using a Markov partition, apply the simplicity criterion of Avila and Viana.
In the present paper we give a positive answer to some questions posed by Viana on the existence of positive Lyapunov exponents for Hamiltonian linear differential systems. We prove that there exists an open and dense set of Hamiltonian linear differential systems, over a suspension flow with bounded roof function, displaying at least one positive Lyapunov exponent. In consequence, typical cocycles over a uniformly hyperbolic flow are chaotic. Finally, we obtain similar results for cocycles over flows preserving an ergodic, hyperbolic measure with local product structure.
This paper studies characteristic exponents of flows in relation with the dynamics of flows on flag bundles. The starting point is a flow on a principal bundle with semi-simple group $G$. Projection against the Iwasawa decomposition $G = KAN$ defines an additive cocycle over the flow with values in $\frak{a} = \log A$. Its Lyapunov exponents (limits along trajectories) and Morse exponents (limits along chains) are studied. It is proved a symmetric property of these spectral sets, namely invariance under the Weyl group. It is proved also that these sets are located in certain Weyl chambers, def…
We compute the sum of the positive Lyapunov exponents of the Hodge bundle with respect to the Teichmuller geodesic flow. The computation is based on the analytic Riemann-Roch Theorem and uses a comparison of determinants of flat and hyperbolic Laplacians when the underlying Riemann surface degenerates.
For the time-one map $f$ of a contact Anosov flow on a compact Riemann manifold $M$, satisfying a certain regularity condition, we show that given a Gibbs measure on $M$, a sufficiently large Pesin regular set $P_0$ and an arbitrary $δ\in (0,1)$, there exist positive constants $C$ and $c$ such that for any integer $n \geq 1$, the measure of the set of those $x\in M$ with $f^k(x) \notin P_0$ for at least $δn$ values of $k = 0,1, \ldots,n-1$ does not exceed $C e^{-cn}$.
We investigate the Lyapunov spectrum of separated flows and their dependence on the numerical discretization. The chaotic flow around the NACA 0012 airfoil at low Reynolds number and large angle of attack is considered to that end, and t-, h- and p-refinement studies are performed to examine each effect separately. Numerical results show that the time discretization has a small impact on the dynamics of the system, whereas the spatial discretization can dramatically change them. In particular, the asymptotic Lyapunov spectrum for time refinement is achieved for CFL numbers as large as $\mathca…
We study the relationship between the Lyapunov exponents of the geodesic flow of a closed negatively curved manifold and the geometry of the manifold. We show that if each periodic orbit of the geodesic flow has exactly one Lyapunov exponent on the unstable bundle then the manifold has constant negative curvature. We also show under a curvature pinching condition that equality of all Lyapunov exponents with respect to volume on the unstable bundle also implies that the manifold has constant negative curvature. We then study the degree to which one can emulate these rigidity theorems for the hy…
In this paper, we first discuss the regular level set of a nonsingular Smale flow (NSF) on a 3-manifold. The main result about this topic is that a 3-manifold $M$ admits an NSF flow which has a regular level set homeomorphic to $(n+1)T^{2}$ $(n\in \mathbb{Z}, n\geq 0)$ if and only if $M=M'\sharp n S^{1}\times S^{2}$. Then we discuss how to realize a template as a basic set of an NSF on a 3-manifold. We focus on the connection between the genus of the template $T$ and the topological structure of the realizing 3-manifold $M$.
We present an extension of the notion of infinitesimal Lyapunov function to singular flows, and from this technique we deduce a characterization of partial/sectional hyperbolic sets. In absence of singularities, we can also characterize uniform hyperbolicity. These conditions can be expressed using the space derivative DX of the vector field X together with a field of infinitesimal Lyapunov functions only, and are reduced to checking that a certain symmetric operator is positive definite at the tangent space of every point of the trapping region.
We define oscillating sequences which include the Möbius function in the number theory. We also define minimally mean attractable flows and minimally mean-L-stable flows. It is proved that all oscillating sequences are linearly disjoint from minimally mean attractable and minimally mean-L-stable flows. In particular, that is the case for the Möbius function. Several minimally mean attractable and minimally mean-L-stable flows are examined. These flows include the ones defined by all $p$-adic polynomials, all $p$-adic rational maps with good reduction, all automorphisms of $2$-torus with zero t…
Let $Q\rightarrow X$ be a continuous principal bundle whose group $G$ is reductive. A flow $ϕ$ of automorphisms of $Q$ endowed with an ergodic probability measure on the compact base space $X$ induces two decompositions of the flag bundles associated to $Q$. A continuous one given by the finest Morse decomposition and a measurable one furnished by the Multiplicative Ergodic Theorem. The second is contained in the first. In this paper we find necessary and sufficient conditions so that they coincide. The equality between the two decompositions implies continuity of the Lyapunov spectra under pe…
In this paper, we use abstract Lyapunov graphs as a combinatorial tool to obtain a complete classification of Smale flows on $\mathbb{S}^2\times\mathbb{S}^1$. This classification gives necessary and sufficient conditions that must be satisfied by an abstract Lyapunov graph in order for it to be associated to a Smale flow on $\mathbb{S}^2\times\mathbb{S}^1$.
Lagrangian techniques, such as the finite-time Lyapunov exponent (FTLE) and hyperbolic Lagrangian coherent structures (LCS), have become popular tools for analyzing unsteady fluid flows. These techniques identify regions where particles transported by a flow will converge to and diverge from over a finite-time interval, even in a divergence-free flow. Lagrangian analyses, however, are time consuming and computationally expensive, hence unsuitable for quickly assessing short-term material transport. A recently developed method called OECSs [Serra, M. and Haller, G., `Objective Eulerian Coherent…
Given an arbitrary continuous flow on a manifold M, let CMin be the set of its compact minimal sets, endowed with the Hausdorff metric, and S the subset of those that are Lyapunov stable. A topological characterization of the interior of S, the set of Lyapunov stable compact minimal sets that are away from Lyapunov unstable ones is given, together with a description of the dynamics around it. In particular, int S is locally a Peano continuum (Peano curve) and each of its countably many connected components admits a complete geodesic metric. This result establishes unexpected connections betwee…
Let $ϕ:X\times\mathbb{R} \rightarrow X$ be a continuous flow on a compact metric space $(X,d)$. In this article we constructively prove the existence of a continuous Lyapunov function for $ϕ$ which is strictly decreasing outside $\mathcal{SCR}_d(ϕ)$. Such a result generalizes Conley's Fundamental Theorem of Dynamical Systems for the strong chain recurrent set.
We propose a new Eulerian numerical approach for constructing the forward flow maps in continuous dynamical systems. The new algorithm improves the original formulation developed in [23, 24] so that the associated partial differential equations (PDEs) are solved forward in time and, therefore, the forward flow map can now be determined on the fly. Due to the simplicity in the implementations, we are now able to efficiently compute the unstable coherent structures in the flow based on quantities like the finite time Lyapunov exponent (FTLE), the finite size Lyapunov exponent (FSLE) and also a r…
We introduce the \emph{metric spectrum}, which measures the exponential rate of approximation to an isolated invariant set of points starting in its stable set, and relate it to the Lyapunov spectrum. We determine the metric spectrum of each Morse component of the finest Morse decomposition of a linear induced flow on a generalized flag manifold.
The aim of this paper is twofold. On the one hand, we discuss the notions of strong chain recurrence and strong chain transitivity for flows on metric spaces, together with their characterizations in terms of rigidity properties of Lipschitz Lyapunov functions. This part extends to flows some recent results for homeomorphisms of Fathi and Pageault. On the other hand, we use these characterisations to revisit the proof of a theorem of Paternain, Polterovich and Siburg concerning the inner rigidity of a Lagrangian submanifold $Λ$ contained in an optical hypersurface of a cotangent bundle, under …
In this paper, a class of abstract dynamical systems is considered which encompasses a wide range of nonlinear finite- and infinite-dimensional systems. We show that the existence of a non-coercive Lyapunov function without any further requirements on the flow of the forward complete system ensures an integral version of uniform global asymptotic stability. We prove that also the converse statement holds without any further requirements on regularity of the system. Furthermore, we give a characterization of uniform global asymptotic stability in terms of the integral stability properties and a…
While more rigorous and sophisticated methods for identifying Lagrangian based coherent structures exist, the finite-time Lyapunov exponent (FTLE) field remains a straightforward and popular method for gaining some insight into transport by complex, time-dependent two-dimensional flows. In light of its enduring appeal, and in support of good practice, we begin by investigating the effects of discretization and noise on two numerical approaches for calculating the FTLE field. A practical method to extract and refine FTLE ridges in two-dimensional flows, which builds on previous methods, is then…
It is given notions of singular hyperbolicity and sectional Lyapunov exponents of orders beyond the classical ones, namely, other dimensions besides the dimension 2 and the full dimension of the central subbundle of the singular hyperbolic set. It is obtained a characterization of dominated splittings, partial and singular hyperbolicity in this broad sense, by using Lyapunov exponents and the notion of infinitesimal Lyapunov functions. Furthermore, it is given alternative requirements to obtain singular hyperbolicity. As an application we obtain some results related to singular hyperbolic sets…
We exhibit an explicit sufficient condition for the Lyapunov exponents of a linear cocycle over a Markov map to have multiplicity 1. This builds on work of Guivarc'h-Raugi and Gol'dsheid-Margulis, who considered products of random matrices, and of Bonatti-Viana, who dealt with the case when the base dynamics is a subshift of finite type. Here the Markov structure may have infinitely many symbols and the ambient space needs not be compact. As an application, in another paper we prove the Zorich-Kontsevich conjecture on the Lyapunov spectrum of the Teichmüller flow in the space of translation su…
On the construction of Lyapunov functions with computer assistance
The Institute of Statistical Mathematics（统计数学研究所）；Graduate School of Informatics and Engineering The University of Electro-Communications（电气通信大学信息工程研究生院）
We prove that for the geodesic flow of a rank 1 Riemannian surface which is expansive but not Anosov the Hausdorff dimension of the set of vectors with only zero Lyapunov exponents is large.
We prove a substantial part of a conjecture of Kontsevich and Zorich on the Lyapunov exponents of the Teichmuller geodesic flow on the deviation of ergodic averages for generic conservative flows on higher genus surfaces. The result on the Teichmuller flow is formulated in terms of a (symplectic) cocycle on the real cohomology bundle over the moduli space of holomorphic differentials introduced by Kontsevich and Zorich. We prove that such a cocycle is non-uniformly hyperbolic, that is, all of its Lyapunov exponents are different from zero. In particular, the number of strictly positive exponen…
We study Brownian flows on manifolds for which the associated Markov process is strongly mixing with respect to an invariant probability measure and for which the distance process for each pair of trajectories is a diffusion $r$. We provide a sufficient condition on the boundary behavior of $r$ at $0$ which guarantees that the statistical equilibrium of the flow is almost surely a singleton and its support is a weak point attractor. The condition is fulfilled in the case of negative top Lyapunov exponent, but it is also fulfilled in some cases when the top Lyapunov exponent is zero. Particular…
We prove that the Lyapunov exponents of typical fiber bunched linear cocycles over Lorenz-like flows have multiplicity one: the set of exceptional cocycles has infinite codimention, i.e. it is locally contained in finite unions of closed submanifolds with arbitrarily high codimension.
We show that the complex-valued ODE \begin{equation*} \dot z_t = a_{n+1} z^{n+1} + a_n z^n+\cdots+a_0, \end{equation*} which necessarily has trajectories along which the dynamics blows up in finite time, can be stabilized by the addition of an arbitrarily small elliptic, additive Brownian stochastic term. We also show that the stochastic perturbation has a unique invariant measure which is heavy-tailed yet is uniformly, exponentially attracting. The methods turn on the construction of Lyapunov functions. The techniques used in the construction are general and can likely be used in other settin…
Oseledets regularity functions quantify the deviation of the growth associated with a dynamical system along its Lyapunov bundles from the corresponding uniform exponential growth. Precise degree of regularity of these functions is unknown. We show that for every invariant Lyapunov bundle of a volume preserving Anosov flow on a closed smooth Riemannian manifold, the corresponding Oseledets regularity functions are in $L^p(m)$, for some $p > 0$, where $m$ is the probability measure defined by the volume form. We prove an analogous result for essentially bounded cocycles over volume preserving A…
We consider a $C^{1,α}$ smooth flow in $\mathbb{R}^n$ which is "strongly monotone" with respect to a cone $C$ of rank $k$, a closed set that contains a linear subspace of dimension $k$ and no linear subspaces of higher dimension. We prove that orbits with initial data from an open and dense subset of the phase space are either pseudo-ordered or convergent to equilibria. This covers the celebrated Hirsch's Generic Convergence Theorem in the case $k=1$, yields a generic Poincaré-Bendixson Theorem for the case $k=2$, and holds true with arbitrary dimension $k$. Our approach involves the ergodic a…
Let $f:M\to M$ be a $C^1$ map of a compact manifold $M$, with dimension at least $2$, admitting some point whose future trajectory has only negative Lyapunov exponents. Then this trajectory converges to a periodic sink. We need only assume that $Df$ is never the null map at any point (in particular, we need no extra smoothness assumption on $Df$), encompassing a wide class of possible critical behavior. Similarly, a trajectory having only positive Lyapunov exponents for a $C^1$ diffeomorphism is itself a periodic repeller (source). Analogously for a $C^1$ open and dense subset of vector field …
We continue the work started in Part I of this article, showing how the addition of noise can stabilize an otherwise unstable system. The analysis makes use of nearly optimal Lyapunov functions. In this continuation, we remove the main limiting assumption of Part I by an inductive procedure as well as establish a lower bound which shows that our construction is radially sharp. We also prove a version of Peskir's \cite{Peskir_07} generalized Tanaka formula adapted to patching together Lyapunov functions. This greatly simplifies the analysis used in previous works.
