Autumn 2008 Newsletter of the Department of Mathematics at the University of Washington
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Ergodic Theory
MATH41112/61112 Ergodic Theory Charles Walkden 4th January, 2018 MATH4/61112 Contents Contents 0 Preliminaries 2 1 An introduction to ergodic theory. Uniform distribution of real se- quences 4 2 More on uniform distribution mod 1. Measure spaces. 13 3 Lebesgue integration. Invariant measures 23 4 More examples of invariant measures 38 5 Ergodic measures: definition, criteria, and basic examples 43 6 Ergodic measures: Using the Hahn-Kolmogorov Extension Theorem to prove ergodicity 53 7 Continuous transformations on compact metric spaces 62 8 Ergodic measures for continuous transformations 72 9 Recurrence 83 10 Birkhoff’s Ergodic Theorem 89 11 Applications of Birkhoff’s Ergodic Theorem 99 12 Solutions to the Exercises 108 1 MATH4/61112 0. Preliminaries 0. Preliminaries 0.1 Contact details § The lecturer is Dr Charles Walkden, Room 2.241, Tel: 0161 275 5805, Email: [email protected]. My office hour is: Monday 2pm-3pm. If you want to see me at another time then please email me first to arrange a mutually convenient time. 0.2 Course structure § This is a reading course, supported by one lecture per week. I have split the notes into weekly sections. You are expected to have read through the material before the lecture, and then go over it again afterwards in your own time. In the lectures I will highlight the most important parts, explain the statements of the theorems and what they mean in practice, and point out common misunderstandings. As a general rule, I will not normally go through the proofs in great detail (but they are examinable unless indicated otherwise). -
Perfect Filtering and Double Disjointness
ANNALES DE L’I. H. P., SECTION B HILLEL FURSTENBERG YUVAL PERES BENJAMIN WEISS Perfect filtering and double disjointness Annales de l’I. H. P., section B, tome 31, no 3 (1995), p. 453-465 <http://www.numdam.org/item?id=AIHPB_1995__31_3_453_0> © Gauthier-Villars, 1995, tous droits réservés. L’accès aux archives de la revue « Annales de l’I. H. P., section B » (http://www.elsevier.com/locate/anihpb) implique l’accord avec les condi- tions générales d’utilisation (http://www.numdam.org/conditions). Toute uti- lisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impression de ce fichier doit conte- nir la présente mention de copyright. Article numérisé dans le cadre du programme Numérisation de documents anciens mathématiques http://www.numdam.org/ Ann. Inst. Henri Poincaré, Vol. 31, n° 3, 1995, p. 453-465. Probabilités et Statistiques Perfect filtering and double disjointness Hillel FURSTENBERG, Yuval PERES (*) and Benjamin WEISS Institute of Mathematics, the Hebrew University, Jerusalem. ABSTRACT. - Suppose a stationary process ~ Un ~ is used to select from several stationary processes, i.e., if Un = i then we observe Yn which is the n’th variable in the i’th process. when can we recover the selecting sequence ~ Un ~ from the output sequence ~Yn ~ ? RÉSUMÉ. - Soit ~ Un ~ un processus stationnaire utilise pour la selection de plusieurs processus stationnaires, c’ est-a-dire si Un = i alors on observe Yn qui est le n-ième variable dans le i-ième processus. Quand peut-on reconstruire ~ Un ~ à partir de ~ Yn ~ ? 1. INTRODUCTION Suppose a discrete-time stationary stochastic signal ~ Un ~, taking integer values, is transmitted over a noisy channel. -
MA427 Ergodic Theory
MA427 Ergodic Theory Course Notes (2012-13) 1 Introduction 1.1 Orbits Let X be a mathematical space. For example, X could be the unit interval [0; 1], a circle, a torus, or something far more complicated like a Cantor set. Let T : X ! X be a function that maps X into itself. Let x 2 X be a point. We can repeatedly apply the map T to the point x to obtain the sequence: fx; T (x);T (T (x));T (T (T (x))); : : : ; :::g: We will often write T n(x) = T (··· (T (T (x)))) (n times). The sequence of points x; T (x);T 2(x);::: is called the orbit of x. We think of applying the map T as the passage of time. Thus we think of T (x) as where the point x has moved to after time 1, T 2(x) is where the point x has moved to after time 2, etc. Some points x 2 X return to where they started. That is, T n(x) = x for some n > 1. We say that such a point x is periodic with period n. By way of contrast, points may move move densely around the space X. (A sequence is said to be dense if (loosely speaking) it comes arbitrarily close to every point of X.) If we take two points x; y of X that start very close then their orbits will initially be close. However, it often happens that in the long term their orbits move apart and indeed become dramatically different. -
Conformal Fractals – Ergodic Theory Methods
Conformal Fractals – Ergodic Theory Methods Feliks Przytycki Mariusz Urba´nski May 17, 2009 2 Contents Introduction 7 0 Basic examples and definitions 15 1 Measure preserving endomorphisms 25 1.1 Measurespacesandmartingaletheorem . 25 1.2 Measure preserving endomorphisms, ergodicity . .. 28 1.3 Entropyofpartition ........................ 34 1.4 Entropyofendomorphism . 37 1.5 Shannon-Mcmillan-Breimantheorem . 41 1.6 Lebesguespaces............................ 44 1.7 Rohlinnaturalextension . 48 1.8 Generalized entropy, convergence theorems . .. 54 1.9 Countabletoonemaps.. .. .. .. .. .. .. .. .. .. 58 1.10 Mixingproperties . .. .. .. .. .. .. .. .. .. .. 61 1.11 Probabilitylawsand Bernoulliproperty . 63 Exercises .................................. 68 Bibliographicalnotes. 73 2 Compact metric spaces 75 2.1 Invariantmeasures . .. .. .. .. .. .. .. .. .. .. 75 2.2 Topological pressure and topological entropy . ... 83 2.3 Pressureoncompactmetricspaces . 87 2.4 VariationalPrinciple . 89 2.5 Equilibrium states and expansive maps . 94 2.6 Functionalanalysisapproach . 97 Exercises ..................................106 Bibliographicalnotes. 109 3 Distance expanding maps 111 3.1 Distance expanding open maps, basic properties . 112 3.2 Shadowingofpseudoorbits . 114 3.3 Spectral decomposition. Mixing properties . 116 3.4 H¨older continuous functions . 122 3 4 CONTENTS 3.5 Markov partitions and symbolic representation . 127 3.6 Expansive maps are expanding in some metric . 134 Exercises .................................. 136 Bibliographicalnotes. 138 4 -
Writing the History of Dynamical Systems and Chaos
Historia Mathematica 29 (2002), 273–339 doi:10.1006/hmat.2002.2351 Writing the History of Dynamical Systems and Chaos: View metadata, citation and similar papersLongue at core.ac.uk Dur´ee and Revolution, Disciplines and Cultures1 brought to you by CORE provided by Elsevier - Publisher Connector David Aubin Max-Planck Institut fur¨ Wissenschaftsgeschichte, Berlin, Germany E-mail: [email protected] and Amy Dahan Dalmedico Centre national de la recherche scientifique and Centre Alexandre-Koyre,´ Paris, France E-mail: [email protected] Between the late 1960s and the beginning of the 1980s, the wide recognition that simple dynamical laws could give rise to complex behaviors was sometimes hailed as a true scientific revolution impacting several disciplines, for which a striking label was coined—“chaos.” Mathematicians quickly pointed out that the purported revolution was relying on the abstract theory of dynamical systems founded in the late 19th century by Henri Poincar´e who had already reached a similar conclusion. In this paper, we flesh out the historiographical tensions arising from these confrontations: longue-duree´ history and revolution; abstract mathematics and the use of mathematical techniques in various other domains. After reviewing the historiography of dynamical systems theory from Poincar´e to the 1960s, we highlight the pioneering work of a few individuals (Steve Smale, Edward Lorenz, David Ruelle). We then go on to discuss the nature of the chaos phenomenon, which, we argue, was a conceptual reconfiguration as -
AN INTRODUCTION to DYNAMICAL BILLIARDS Contents 1
AN INTRODUCTION TO DYNAMICAL BILLIARDS SUN WOO PARK 2 Abstract. Some billiard tables in R contain crucial references to dynamical systems but can be analyzed with Euclidean geometry. In this expository paper, we will analyze billiard trajectories in circles, circular rings, and ellipses as well as relate their charactersitics to ergodic theory and dynamical systems. Contents 1. Background 1 1.1. Recurrence 1 1.2. Invariance and Ergodicity 2 1.3. Rotation 3 2. Dynamical Billiards 4 2.1. Circle 5 2.2. Circular Ring 7 2.3. Ellipse 9 2.4. Completely Integrable 14 Acknowledgments 15 References 15 Dynamical billiards exhibits crucial characteristics related to dynamical systems. Some billiard tables in R2 can be understood with Euclidean geometry. In this ex- pository paper, we will analyze some of the billiard tables in R2, specifically circles, circular rings, and ellipses. In the first section we will present some preliminary background. In the second section we will analyze billiard trajectories in the afore- mentioned billiard tables and relate their characteristics with dynamical systems. We will also briefly discuss the notion of completely integrable billiard mappings and Birkhoff's conjecture. 1. Background (This section follows Chapter 1 and 2 of Chernov [1] and Chapter 3 and 4 of Rudin [2]) In this section, we define basic concepts in measure theory and ergodic theory. We will focus on probability measures, related theorems, and recurrent sets on certain maps. The definitions of probability measures and σ-algebra are in Chapter 1 of Chernov [1]. 1.1. Recurrence. Definition 1.1. Let (X,A,µ) and (Y ,B,υ) be measure spaces. -
Russell David Lyons
Russell David Lyons Education Case Western Reserve University, Cleveland, OH B.A. summa cum laude with departmental honors, May 1979, Mathematics University of Michigan, Ann Arbor, MI Ph.D., August 1983, Mathematics Sumner Myers Award for best thesis in mathematics Specialization: Harmonic Analysis Thesis: A Characterization of Measures Whose Fourier-Stieltjes Transforms Vanish at Infinity Thesis Advisers: Hugh L. Montgomery, Allen L. Shields Employment Indiana University, Bloomington, IN: James H. Rudy Professor of Mathematics, 2014{present. Indiana University, Bloomington, IN: Adjunct Professor of Statistics, 2006{present. Indiana University, Bloomington, IN: Professor of Mathematics, 1994{2014. Georgia Institute of Technology, Atlanta, GA: Professor of Mathematics, 2000{2003. Indiana University, Bloomington, IN: Associate Professor of Mathematics, 1990{94. Stanford University, Stanford, CA: Assistant Professor of Mathematics, 1985{90. Universit´ede Paris-Sud, Orsay, France: Assistant Associ´e,half-time, 1984{85. Sperry Research Center, Sudbury, MA: Researcher, summers 1976, 1979. Hampshire College Summer Studies in Mathematics, Amherst, MA: Teaching staff, summers 1977, 1978. Visiting Research Positions University of Calif., Berkeley: Visiting Miller Research Professor, Spring 2001. Microsoft Research: Visiting Researcher, Jan.{Mar. 2000, May{June 2004, July 2006, Jan.{June 2007, July 2008{June 2009, Sep.{Dec. 2010, Aug.{Oct. 2011, July{Oct. 2012, May{July 2013, Jun.{Oct. 2014, Jun.{Aug. 2015, Jun.{Aug. 2016, Jun.{Aug. 2017, Jun.{Aug. 2018. Weizmann Institute of Science, Rehovot, Israel: Rosi and Max Varon Visiting Professor, Fall 1997. Institute for Advanced Studies, Hebrew University of Jerusalem, Israel: Winston Fellow, 1996{97. Universit´ede Lyon, France: Visiting Professor, May 1996. University of Wisconsin, Madison, WI: Visiting Associate Professor, Winter 1994. -
Decomposing the Dynamics of the Lorenz 1963 Model Using Unstable
Decomposing the Dynamics of the Lorenz 1963 model using Unstable Periodic Orbits: Averages, Transitions, and Quasi-Invariant Sets Chiara Cecilia Maiocchi∗ and Valerio Lucarini† Centre for the Mathematics of Planet Earth, University of Reading and Department of Mathematics and Statistics, University of Reading Unstable periodic orbits (UPOs) are a valuable tool for studying chaotic dynamical systems. They allow one to extract information from a system and to distill its dynamical structure. We consider here the Lorenz 1963 model with the classic parameters’ value and decompose its dynamics in terms of UPOs. We investigate how a chaotic orbit can be approximated in terms of UPOs. At each instant, we rank the UPOs according to their proximity to the position of the orbit in the phase space. We study this process from two different perspectives. First, we find that, somewhat unexpectedly, longer period UPOs overwhelmingly provide the best local approximation to the trajectory, even if our UPO-detecting algorithm severely undersamples them. Second, we construct a finite-state Markov chain by studying the scattering of the forward trajectory between the neighbourhood of the various UPOs. Each UPO and its neighbourhood are taken as a possible state of the system. We then study the transitions between the different states. Through the analysis of the subdominant eigenvectors of the corresponding stochastic matrix we provide a different interpretation of the mixing processes occurring in the system by taking advantage of the concept of quasi-invariant sets. I. INTRODUCTION would suffice in obtaining an accurate approximation of ergodic averages [70–72]. These results are proven to be Unstable periodic orbits (UPOs) play an important valid for dynamical systems exhibiting strong chaoticity role in the analysis of dynamical systems that exhibit [73, 74], such as hyperbolic and Axiom A systems chaotic behaviour and in some cases they provide a [75, 76]. -
Bolles E.B. Einstein Defiant.. Genius Versus Genius in the Quantum
Selected other titles by Edmund Blair Bolles The Ice Finders: How a Poet, a Professor, and a Politician Discovered the Ice Age A Second Way of Knowing: The Riddle of Human Perception Remembering and Forgetting: Inquiries into the Nature of Memory So Much to Say: How to Help Your Child Learn Galileo’s Commandment: An Anthology of Great Science Writing (editor) Edmund Blair Bolles Joseph Henry Press Washington, DC Joseph Henry Press • 500 Fifth Street, NW • Washington, DC 20001 The Joseph Henry Press, an imprint of the National Academies Press, was created with the goal of making books on science, technology, and health more widely available to professionals and the public. Joseph Henry was one of the founders of the National Academy of Sciences and a leader in early American science. Any opinions, findings, conclusions, or recommendations expressed in this volume are those of the author and do not necessarily reflect the views of the National Academy of Sciences or its affiliated institutions. Library of Congress Cataloging-in-Publication Data Bolles, Edmund Blair, 1942- Einstein defiant : genius versus genius in the quantum revolution / by Edmund Blair Bolles. p. cm. Includes bibliographical references. ISBN 0-309-08998-0 (hbk.) 1. Quantum theory—History—20th century. 2. Physics—Europe—History— 20th century. 3. Einstein, Albert, 1879-1955. 4. Bohr, Niels Henrik David, 1885-1962. I. Title. QC173.98.B65 2004 530.12′09—dc22 2003023735 Copyright 2004 by Edmund Blair Bolles. All rights reserved. Printed in the United States of America. To Kelso Walker and the rest of the crew, volunteers all. -
Chao-Dyn/9402001 7 Feb 94
chao-dyn/9402001 7 Feb 94 DESY ISSN Quantum Chaos January Einsteins Problem of The study of quantum chaos in complex systems constitutes a very fascinating and active branch of presentday physics chemistry and mathematics It is not wellknown however that this eld of research was initiated by a question rst p osed by Einstein during a talk delivered in Berlin on May concerning Quantum Chaos the relation b etween classical and quantum mechanics of strongly chaotic systems This seems historically almost imp ossible since quantum mechanics was not yet invented and the phenomenon of chaos was hardly acknowledged by physicists in While we are celebrating the seventyfth anniversary of our alma mater the Frank Steiner Hamburgische Universitat which was inaugurated on May it is interesting to have a lo ok up on the situation in physics in those days Most I I Institut f urTheoretische Physik UniversitatHamburg physicists will probably characterize that time as the age of the old quantum Lurup er Chaussee D Hamburg Germany theory which started with Planck in and was dominated then by Bohrs ingenious but paradoxical mo del of the atom and the BohrSommerfeld quanti zation rules for simple quantum systems Some will asso ciate those years with Einsteins greatest contribution the creation of general relativity culminating in the generally covariant form of the eld equations of gravitation which were found by Einstein in the year and indep endently by the mathematician Hilb ert at the same time In his talk in May Einstein studied the -
The Mathematical Heritage of Henri Poincaré
http://dx.doi.org/10.1090/pspum/039.1 THE MATHEMATICAL HERITAGE of HENRI POINCARE PROCEEDINGS OF SYMPOSIA IN PURE MATHEMATICS Volume 39, Part 1 THE MATHEMATICAL HERITAGE Of HENRI POINCARE AMERICAN MATHEMATICAL SOCIETY PROVIDENCE, RHODE ISLAND PROCEEDINGS OF SYMPOSIA IN PURE MATHEMATICS OF THE AMERICAN MATHEMATICAL SOCIETY VOLUME 39 PROCEEDINGS OF THE SYMPOSIUM ON THE MATHEMATICAL HERITAGE OF HENRI POINCARfe HELD AT INDIANA UNIVERSITY BLOOMINGTON, INDIANA APRIL 7-10, 1980 EDITED BY FELIX E. BROWDER Prepared by the American Mathematical Society with partial support from National Science Foundation grant MCS 79-22916 1980 Mathematics Subject Classification. Primary 01-XX, 14-XX, 22-XX, 30-XX, 32-XX, 34-XX, 35-XX, 47-XX, 53-XX, 55-XX, 57-XX, 58-XX, 70-XX, 76-XX, 83-XX. Library of Congress Cataloging in Publication Data Main entry under title: The Mathematical Heritage of Henri Poincare\ (Proceedings of symposia in pure mathematics; v. 39, pt. 1— ) Bibliography: p. 1. Mathematics—Congresses. 2. Poincare', Henri, 1854—1912— Congresses. I. Browder, Felix E. II. Series: Proceedings of symposia in pure mathematics; v. 39, pt. 1, etc. QA1.M4266 1983 510 83-2774 ISBN 0-8218-1442-7 (set) ISBN 0-8218-1449-4 (part 2) ISBN 0-8218-1448-6 (part 1) ISSN 0082-0717 COPYING AND REPRINTING. Individual readers of this publication, and nonprofit librar• ies acting for them are permitted to make fair use of the material, such as to copy an article for use in teaching or research. Permission is granted to quote brief passages from this publication in re• views provided the customary acknowledgement of the source is given. -
Τα Cellular Automata Στο Σχεδιασμό
τα cellular automata στο σχεδιασμό μια προσέγγιση στις αναδρομικές σχεδιαστικές διαδικασίες Ηρώ Δημητρίου επιβλέπων Σωκράτης Γιαννούδης 2 Πολυτεχνείο Κρήτης Τμήμα Αρχιτεκτόνων Μηχανικών ερευνητική εργασία Ηρώ Δημητρίου επιβλέπων καθηγητής Σωκράτης Γιαννούδης Τα Cellular Automata στο σχεδιασμό μια προσέγγιση στις αναδρομικές σχεδιαστικές διαδικασίες Χανιά, Μάιος 2013 Chaos and Order - Carlo Allarde περιεχόμενα 0001. εισαγωγή 7 0010. χάος και πολυπλοκότητα 13 a. μια ιστορική αναδρομή στο χάος: Henri Poincare - Edward Lorenz 17 b. το χάος 22 c. η πολυπλοκότητα 23 d. αυτοοργάνωση και emergence 29 0011. cellular automata 31 0100. τα cellular automata στο σχεδιασμό 39 a. τα CA στην στην αρχιτεκτονική: Paul Coates 45 b. η φιλοσοφική προσέγγιση της διεπιστημονικότητας του σχεδιασμού 57 c. προσομοίωση της αστικής ανάπτυξης μέσω CA 61 d. η περίπτωση της Changsha 63 0101. συμπεράσματα 71 βιβλιογραφία 77 1. Metamorphosis II - M.C.Escher 6 0001. εισαγωγή Η επιστήμη εξακολουθεί να είναι η εξ αποκαλύψεως προφητική περιγραφή του κόσμου, όπως αυτός φαίνεται από ένα θεϊκό ή δαιμονικό σημείο αναφοράς. Ilya Prigogine 7 0001. 8 0001. Στοιχεία της τρέχουσας αρχιτεκτονικής θεωρίας και μεθοδολογίας προτείνουν μια εναλλακτική λύση στις πάγιες αρχιτεκτονικές μεθοδολογίες και σε ορισμένες περιπτώσεις υιοθετούν πτυχές του νέου τρόπου της κατανόησής μας για την επιστήμη. Αυτά τα στοιχεία εμπίπτουν σε τρεις κατηγορίες. Πρώτον, μεθοδολογίες που προτείνουν μια εναλλακτική λύση για τη γραμμικότητα και την αιτιοκρατία της παραδοσιακής αρχιτεκτονικής σχεδιαστικής διαδικασίας και θίγουν τον κεντρικό έλεγχο του αρχιτέκτονα, δεύτερον, η πρόταση μιας μεθοδολογίας με βάση την προσομοίωση της αυτο-οργάνωσης στην ανάπτυξη και εξέλιξη των φυσικών συστημάτων και τρίτον, σε ορισμένες περιπτώσεις, συναρτήσει των δύο προηγούμενων, είναι μεθοδολογίες οι οποίες πειραματίζονται με την αναδυόμενη μορφή σε εικονικά περιβάλλοντα.