List of Dynamical Systems

Introduction

This article lists the dynamical systems the corpus introduces. A dynamical system is a space with a transformation or a flow that preserves a structure, and a row below names one system, records its entropy, its ergodicity and its mixing properties, and points to the article that introduces it. Every row points to an article; this article introduces nothing and proves nothing. The systems are grouped by the layer that introduces them: the rotations and translations, the expanding maps and the symbolic systems, the hyperbolic systems, the systems of geometry and mathematical physics, and the statistical invariants — entropy, Lyapunov exponent and Bowen–Ruelle measure — that the theory computes. The rows that record a failure — a rotation that is ergodic but not mixing, a toral automorphism that is not hyperbolic, an integrable system whose entropy vanishes — stand beside the systems as non-examples.

Rotations, Translations and Equidistribution

Object Its entropy, ergodicity and mixing Introduced in
the irrational rotation $x \mapsto x+\alpha$ entropy $0$; ergodic, and not weakly mixing: the Koopman operator has the full circle of eigenvalues Ergodic Theory; Equidistribution
the rational rotation $x \mapsto x+p/q$ entropy $0$; not ergodic, its orbits being the cosets of $\frac1q\mathbb{Z}/\mathbb{Z}$ Ergodic Theory
the rotation on a torus, and the Kronecker flow entropy $0$; ergodic for independent irrational frequencies, and not mixing Ergodic Theory of Group Actions; Equidistribution
the doubling map $x \mapsto 2x \bmod 1$ entropy $\log2$; ergodic and mixing; the one-sided binary shift Ergodic Theory
the Gauss map $x \mapsto 1/x \bmod 1$ entropy $\pi^2/(6\log2)$; ergodic and mixing for the Gauss measure; the generator of the continued fraction Ergodic Theory; Diophantine Approximation and Continued Fractions
a general expanding map of the circle and of an interval entropy $\int\log\lvert T'\rvert\,d\mu$; ergodic and mixing for an absolutely continuous invariant measure Smooth Dynamical Systems

Symbolic and Markov Systems

Object Its entropy, ergodicity and mixing Introduced in
the full shift on $k$ symbols topological entropy $\log k$; the Bernoulli shift with the uniform measure is ergodic and mixing Symbolic Dynamics
the Bernoulli shift $(\sigma,\mu)$ metric entropy $H(p) = \sum_ip_i\log(1/p_i)$; ergodic and mixing; classified by Ornstein's theorem Ergodic Theory; Symbolic Dynamics
a subshift of finite type, and a topological Markov chain topological entropy $\log\rho(A)$ with $\rho(A)$ the spectral radius of the transition matrix; the Markov measure is ergodic and mixing when the matrix is irreducible and aperiodic Symbolic Dynamics
a sofic shift topological entropy $\log\rho(A)$ of the underlying graph; the measure-theoretic properties as in the finite-type case Symbolic Dynamics; Dynamics and Number Theory
a suspension flow over a symbolic system entropy of the flow $h_\mu(T)/\int\tau\,d\mu$ with $\tau$ the roof function Hyperbolic Dynamics and Anosov Systems
a Markov partition of a hyperbolic system the symbolic model conjugate to the system off a measure-zero set Hyperbolic Dynamics and Anosov Systems

Hyperbolic Systems

Object Its entropy, ergodicity and mixing Introduced in
a hyperbolic toral automorphism $T_A$, $\lvert\operatorname{tr}A\rvert>2$ entropy $\log\lvert\lambda\rvert$ for the larger eigenvalue; ergodic, mixing, and the prototype of hyperbolicity Ergodic Theory; Homogeneous Dynamics
an Anosov diffeomorphism topological entropy as the maximum and metric entropy given by Pesin's formula; ergodic and mixing in the volume case Hyperbolic Dynamics and Anosov Systems
an Anosov flow entropy from the Lyapunov exponent; the Bowen–Ruelle measure is the equilibrium state Hyperbolic Dynamics and Anosov Systems
an Axiom A diffeomorphism and its spectral decomposition the decomposition into finitely many topologically transitive basic sets, each with a Markov partition Hyperbolic Dynamics and Anosov Systems; Smooth Dynamical Systems
the Smale horseshoe topological entropy $\log2$ on the invariant Cantor set; the model of chaotic behaviour Chaos and Strange Attractors; Bifurcation Theory
a hyperbolic set with the shadowing and specification properties the pseudo-orbit is shadowed by a true orbit; specification gives the entropy and the periodic-point statistics Hyperbolic Dynamics and Anosov Systems

The Systems of Geometry and Physics

Object Its entropy, ergodicity and mixing Introduced in
the geodesic flow of a compact hyperbolic surface entropy equal to the topological entropy of the surface, positive; ergodic and mixing for the Liouville measure The Geodesic Flow; Hyperbolic Dynamics and Anosov Systems
a homogeneous flow and a unipotent flow the Ratner classification of closures and equidistribution; equidistributed in the homogeneous space Homogeneous Dynamics; Ratner's Theorems
a flow of an ergodic action of a Lie group ergodic and mixing for the Haar measure under the Howe–Moore property Ergodic Theory of Group Actions
a Hamiltonian system, and a Lagrangian system entropy $0$ in the integrable case; the symplectic form and the Euler–Lagrange flow in general Lagrangian and Hamiltonian Systems
an integrable system and the soliton equations entropy $0$; the invariant tori of Liouville and the inverse-scattering solution Integrable Systems; Soliton Theory
the Lorenz system positive Lyapunov exponents and a strange attractor; the numerical prototype of chaos Chaos and Strange Attractors
the Hénon map a strange attractor of non-integer dimension; the Kaplan–Yorke formula Chaos and Strange Attractors
the logistic family $x \mapsto \mu x(1-x)$ period doubling, the Feigenbaum cascade and the chaotic window; the entropy grows with $\mu$ Bifurcation Theory; Chaos and Strange Attractors
a random dynamical system the multiplicative ergodic theorem gives the Lyapunov spectrum; the invariant measure is random Random Dynamical Systems
a stochastic flow and its generator the Markov semigroup and the Fokker–Planck equation; the invariant measure and its rate of convergence Stochastic Differential Equations

The Statistical Invariants

Object What it measures Introduced in
the Kolmogorov–Sinai entropy the exponential rate of information, $h_\mu(T)$; an isomorphism invariant, computed by the Kolmogorov–Sinai theorem Ergodic Theory
the topological entropy the exponential growth of the number of distinguishable orbit segments; the maximum of the metric entropies Topological Dynamics; Symbolic Dynamics
ergodicity the absence of nontrivial invariant sets; the identity of time and space averages Ergodic Theory
mixing, weak mixing and the K-property the decay of correlations, and the hierarchy of mixing notions; the K-property implies mixing, which implies ergodicity Ergodic Theory
the Lyapunov exponents the exponential rates of separation of nearby orbits; the Oseledets theorem gives their existence Hyperbolic Dynamics and Anosov Systems
Pesin's formula the identity of the metric entropy with the total positive Lyapunov exponent Ergodic Theory; Hyperbolic Dynamics and Anosov Systems
the Bowen–Ruelle measure the invariant measure that is the equilibrium state for the geometric potential, the physical measure of an attractor Hyperbolic Dynamics and Anosov Systems; The Geodesic Flow
the invariant measure and the ergodic decomposition the measure preserved by the system, decomposed into ergodic components Ergodic Theory
the Poincaré recurrence theorem the almost-sure return of the orbit to a set of positive measure Ergodic Theory; Topological Dynamics

Systems and Invariants That Fail a Property

Object The property that fails Introduced in
the irrational rotation is ergodic but not weakly mixing: the Koopman operator has eigenvalues of modulus one Ergodic Theory
the rational rotation is not ergodic; the invariant sets are the unions of cosets Ergodic Theory
the identity map has entropy $0$ and is not ergodic when the space is not a single atom Ergodic Theory
an integrable Hamiltonian system has zero entropy, so it is not chaotic; the KAM tori obstruct ergodicity Lagrangian and Hamiltonian Systems; Integrable Systems
a non-hyperbolic toral automorphism, $\lvert\operatorname{tr}A\rvert \leq 2$ has no hyperbolic splitting and entropy $0$; the elliptic and parabolic cases Ergodic Theory; Homogeneous Dynamics
a system with a rigid factor is ergodic but not mixing Ergodic Theory
a measure-preserving transformation with an invariant set of intermediate measure is not ergodic, however large the set Ergodic Theory
two Bernoulli shifts of different entropy are not isomorphic; Ornstein's theorem separates them Ergodic Theory
a system whose only invariant measure is supported on a periodic orbit has vanishing metric entropy and no chaotic statistics Chaos and Strange Attractors; Topological Dynamics

Summary

This list gathers the dynamical systems of the corpus: the circle rotations and translations, the doubling and Gauss maps, the Bernoulli and Markov shifts, the hyperbolic toral automorphisms, Anosov and Axiom A systems and the horseshoe, the geodesic and homogeneous flows, the Hamiltonian, integrable, Lorenz, Hénon and logistic systems, the random and stochastic systems, and the invariants — Kolmogorov–Sinai and topological entropy, ergodicity, mixing, the Lyapunov exponents, the Bowen–Ruelle measure and the Poincaré recurrence theorem. The closing table records the systems and invariants that fail a property of the theory.

Summary of Notation

The objects are named by their standard symbols; the tables use the following.

Symbol Meaning
$T$, $\sigma$ a transformation, the shift
$\mu$, $h_\mu(T)$ an invariant measure, the Kolmogorov–Sinai entropy
$T_A$ the toral automorphism induced by $A \in SL_n(\mathbb Z)$
$\lambda$, $\chi_i$ an eigenvalue, a Lyapunov exponent
$H(p)$, $\rho(A)$ the entropy of a probability vector, the spectral radius of a transition matrix
$h_{\mathrm{top}}$ topological entropy

Further Reading

  • Peter Walters, An Introduction to Ergodic Theory (Springer, 1982), for the entropy, ergodicity and mixing of the standard systems.
  • Anatole Katok and Boris Hasselblatt, Introduction to the Modern Theory of Dynamical Systems (Cambridge University Press, 1995), for the catalogue of examples and the hyperbolic theory.
  • Rufus Bowen, Equilibrium States and the Ergodic Theory of Anosov Diffeomorphisms (Springer, 1975), for the Bowen–Ruelle measure, Markov partitions and specification.