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0, and a finite set 'lj;1,' .. ,'lj;N of vectors in 1i, there is a finite set a1,' .. ,an in G such that for every a in G and every 1 :::::: j :::::: N there is 1 :::::: i :::::: n such that II(Ra(z) - Rdz»'lj;j II : : : e. In other words, the full family of translated of R(z) being well approximated on vectors by a finite number of them, repeats itself infinitely many times up to infinity.
The virtue of this definition comes from the construction of the 'hull'. Indeed let z be in the resolvent set p( H) of H, and let H be homogeneous. Then let Q(z) be the strong closure of the family {Ra(z) ::::: U( a)(zl - H)-l U( a)-I; a E G}. It is therefore a compact space, which is metrizable since the Hilbert space 1i has a countable basis. Moreover, it is endowed with an action of the group G by means of the representation U. This action defines a group of homeomorphisms of Q(z). We first remark that if z' is another point in p( H) the spaces Q( z) and Q( z') are actually homeomorphic. For indeed, we have for a E G
(2.4.1)
Ra(z') = {I + (z' - z)Ra(z)} -1 Ra(z) ,
{I + (z' -
Z
)Ra (z)) -1 = {I - (z' -
Z
)Ra (z')} ,
so that {Ra,(z); i :::: O} converges strongly to R if and only if {Ra,(z'); i :::: O} converges strongly to some R' and the map R E Q( z) - t R' E Q( z') is an homeomorphism. Identifying them gives rise to an abstract compact metrizable space Q endowed with an action of G by a group of homeomorphisms. If w E Q and a E G we will denote by Ta. w the result of the action of a on w, and by Rw( z) the representative of w in Q( z). Then one gets
(2.4.2) U(a)Rw(z)U(a)*::::: RTa.w(Z) , (2.4.3) Rw(z') - Rw(z) = (z - z')Rw(z')Rw(z) = (z - z')Rw(z)Rw(z') . In addition, z - t Rw(z) is norm-holomorphic in p(H) for every w E Q, and - t Rw( z) is strongly continuous.
w
Definition. Let H be a homogeneous operator on the Hilbert space 1-{ with respect to the representation U of the locally compact group G. Then the hull
J. Bellissard
565
of H is the dynamical system (.0, G, U) where .0 is the compact space given by the strong closure of the family {Ra(z) = U( a)(zl - H)-l U( a)-I; a E G}, and G acts on .0 through U. The equation (2.4.3) is not sufficient in general to insure that Rw(z) is the resolvent of some self-adjoint operator H w, for indeed one may have Rw (z) = 0 if no additional assumption is demanded. A sufficient condition is that H be given by Ho + V where Ho is self-adjoint and G-invariant, whereas V is relatively bounded with respect to H o, i.e. II(z - Ho)-l VII < 00, and limlzl--
Rw(z) = {l- (z - HO)-lVw } -l(Z - HO)-l where (z - HO)-lVw is defined as the strong limit of (z - HO)-lVail which obviously exists. So Rw(z) is the resolvent of Ho + Vw. In the case of Schrodinger operator, the situation becomes simpler. Let us consider the case of a particle in JR n submitted to a bounded potential V and a uniform magnetic field with vector potential A, such that (2.4.4 ) The Schrodinger operator is given by (2.4.5)
H = (1/2m)
L
(PI' - eAIl)2
+V
= Ho
+V
.
IlE[l,n]
The unperturbed part Ho is actually translation invariant provided one uses magnetic translations [ZA64] defined by (if a E JRn, 'ljJ E L2(JRn)) (2.4.6)
U(a)'ljJ(x) = exp {(ie/Ii)
1
dX 11l AIl(X
I )}
'ljJ(x - a) .
[x-a,x]
It is easy to check that the U( a) 's give a projective representation of the translation group. The main result in this case is given by
Theorem 4. Let H be given by (2.4.4) and (2.4.5) with V a measurable essentially bounded function over JRn. Let Es{L2(JRn)} represent the space of bounded linear operators on L2(JRn) with the strong topology, let L~(JRn) be the space of measurable essentially bounded real functions over JR n with the weak topology of Ll(JRn), and let z be a complex number with non zero imaginary part. Then, the map V E L~(JRn) --7 {z - Ho - V}-l E Es{L2(JR n )} is continuous. The proof of this theorem can be found in [NB90, Appendix]. As a consequence we get Corollary 2.4.1. Let H be given by (2.4.4) and (2.4.5) with V a real, measurable, essentially bounded function over JR n. Then H is homogeneous with respect to the representation U (Eq. (2.4.6)) of the translation group.
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Chapter 12. Gap Labelling Theorems for Schrodinger Operators
Proof. Indeed, any ball in LR'(JR.n) is compact for the weak topology of Ll(JR.n). Moreover, U(a)VU(a)* = Va where Va(x) = Vex - a) almost surely. So Va belongs to the ball {V' E LR'(JR.n); IIV'II :::; I/VII}, and the weak closure of the family {Va; a E JR.n} in LR'(JR.n) is compact. Thanks to Theorem 4, it follows that the strong closure of the family {( z - Ho - Va) -1; a E JR. n} is the direct image of a compact set by a continuous function, and is therefore compact. 0 Another consequence of this result is given by the following characterization of the hull Corollary 2.4.2. Let H be as in Corollary 2.4.1. Then the hull of H is homeomorphic to the hull of V namely the weak closure of the family Q = {Va; a E
]Rn} in LR'(JR.n). Moreover, there is a Borelian function v on Q such that Vw(x) = v(T-Xw) for almost every x E JR.n and all w E Q. If in addition V is uniformly continuous and bounded, v is continuous. Proof. Let Pk be non negative functions on ]R n such that f)Rn dnXPk( x) = 1 and that for each 8 > 0 limk-+oo ~xl>O dnXPk(X) = O. Vw is an element of L~(JR.n). Let Vk(W) be defined by Vk(W) = f)Rn dnxVw(X)Pk(X), By definition of the hull, this is a sequence of continuous functions on Q uniformly bounded by I/Vlloo. We set v(w) = limk-+oovk(w) if the limit exists. This is a Borelian function because if I is a closed interval in JR., the set 2:(1) = {w E Q; v(w) E I} is given as 2:(1) = nn2::1 Uk2::1 np2::kiw E Q; vp(w) E I(l/n)}, where I(e) is the set of points in JR. within the distance e from I. Since Vk is continuous, 2:(I) is a Borel set. If now F E Ll(JR.n), one gets f)Rn dnxv(T-xw)F(x) = limk-+oo f)R2n dnxdnyVT-xw(Y)Pk(y)F(x), which by the covariance property is nothing but limk-+oof)R2n dnxdnYVw(X)Pk(y)F(x - y). Since the convolution limk-+oo f)Rn dnYPk(y)F(x - y) converges to F in Ll(JR. n ), it follows that v(T-Xw) = Vw(x) for almost all x's, and all wE Q. Let V be uniformly continuous and bounded on JR.n. Then Vw exists as an element of LR'(JR. n). We claim that (Vk )k2:: 0 is a Cauchy sequence for the uniform topology. For indeed, by definition of the hull, for each w E Q, there is a sequence {ad in JR. n, such that f)Rn d n x Vw( x )F( x) = limi-+oo f)Rn dnxV(x - ai)F(x), for every F E £1 (JR.n). In particular, we get IVk(W) - vkl(w)1 :::; limi->oo f)R2 dnxdny/V(x - ai) - V(y - ai)lpk(X)Pkl(y). Since V is uniformly continuous, given e > 0, there is 8 > 0 such that if Ix - yl < 8:::} /V(x) - V(y)1 < e/2. Therefore, using Ix - yl > 8:::} Ixl > 8/2 or Iyl > (j /2, we get whenever k < k'
1
)R2n
dnxdny/V(x - ai) - V(y - ai)lpk(X)Pkl(y) :::;
e/2 + 21IViloo
(f
Jxl>O/2 j
dnXPk(X)
+f
Jxl>o/2
dnXPk'{X)),
1
Choosing N big enough, for k, k' > N the right hand side is dominated bye, proving the claim. Therefore, the sequence Vk converges uniformly to a continuous function v. 0
J. Bellissard
567
The situation is very similar and actually technically simpler for a discrete Schrodinger operator on a lattice. Let us consider a Bravais lattice, that will be identified with zn, and let us consider the Hilbert space 12(zn) of square summable sequences indexed by n-uples x = {Xl, ... ,x n } E Z n. Let us consider the operator H acting on [2(zn) as follows
(2.4.7)
H1/;(x) =
L
H(X,XI)1/;(XI) ,
x'EZn
where the sequence {H(X,XI);XI E zn} satisfies IH(x,XI)1 :::; f(x - Xl) with L::aEZn f(a) < 00. Therefore H is bounded, and there is no need to consider resolvents anymore. Then we get the following theorem, where we let now U be the unitary representation of the translation group zn given by
(2.4.8)
U(a)1/;(x) = 1/;(x - a) ,
Theorem 5. Let H be given by (2.4.7). Then H is homogeneous with respect to the representation U (Eq. (2.4.8)) of the translation group. Moreover, if fl is the hull of H, there is a continuous function vanishing at infinity h on fl X zn, such that Hw(X,XI) = h(T-Xw,Xl - x), for every pair (x, Xl) E zn and wE fl.
Proof. Let D(a) be the disc in the complex plane centered at zero with radius f(a). Let flo be the product space I1(x,x')EZn xzn D(x - Xl). By Tychonov's theorem, it is a compact space for the product topology. The sequence H(a) = {H(x - a, Xl - a); (x, Xl) E zn x zn} belongs to flo for every a E zn. Therefore the closure fl ofthe family {H(a);a E zn} is compact. Forw E fllet Hw(X,XI) be the (X,XI) component of w. For the product topology the projections on components being continuous, the map wE fl ---t Hw(X,XI) E C is continuous for each pair (x, Xl) E zn x zn. Moreover we easily get IHw(x, xl)1 :::; f(x - Xl) for all pairs (X,XI) E zn x zn. Let now Hw be the operator defined by (2.4.7) with H replaced by Hw' Its norm is bounded by IIHwll:::; L::aEZn f(a), and the map w E fl ---t Hw is weakly continuous, and therefore strongly continuous. In particular, the family {Hw;w E fl} is strongly compact. We also remark that if w is the limit point of the sequence H(ai) in flo then Hw is the strong limit of the sequence U( a;)HU( a;)*. At last, let Ta be the action of the translation by a in flo defined by Ta HI = {HI(x - a, Xl - a); (x, Xl) E zn x zn} whenever HI E flo then one has (2.4.9)
U(a)HwU(a)* = HT:;
a E zn,w E fl .
So that H is indeed homogeneous, and its hull is precisely fl. Moreover, (2.4.9) implies that Hw(x-a,x l -a) = HT:;(x,X I ), namely, Hw(X,XI) = HT-"'w(O,x l x). Thus h(w,x) = Hw(O,x). 0 Some examples of Hamiltonians for which the hull can be explicitly computed will be especially studied in Section 3.
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Chapter 12. Gap Labelling Theorems for Schrodinger Operators
2.5 The Non-Commutative Brillouin Zone Let us consider now a topological compact space Q with a ]R n-action by a group {Ta; a E ]R n} of homeomorphisms. Given a uniform magnetic field B = {Bp,v} we can associate to this dynamical system a C*-algebra C*(Q x ]R n, B) defined as follows. We first consider the topological vector space CK(Q x ]Rn) of continuous functions with compact support on Q x ]R n. It is endowed with the following structure of *-algebra
fg(w, x) = {
jlW,n
(2.5.1)
dnyf(w,y)g(T-Yw,x _ y)e i1r(e/h)Bx/\y ,
f*(w, x) = f(T-Xw, -x)* , where B.xl\y = Bp,vxpYv, f,g E CK(Qx]Rn), andw E Q, x E ]Rn. Here e is the electric charge of the particle and h = 27rfi is Planck's constant. Let us remark here that this construction is very similar to the one given for the algebra of a groupoid (see Section 1.3). Here the groupoid is the set = Q x ]Rn, its basis is reO) = Q, and the laws are given by: r(w,x) = w,s(w,x) = T-Xw,(w,x) = (w, y) 0 (T-Yw, x - V), (w, X)-1 = (T-Xw, -x). This *-algebra is represented on L2 (]R n) by the family of representations {7rw ; W E Q} given by
r
(2.5.2) 7r w(f)'lj;(x) = { dnyf(T-xw, y - x)eirr(e/h)B,y/\x'lj;(y) , jlW,n
'lj; E L2(]Rn)
namely, 7r w is linear and 7rw(fg) = 7r w (f)7r w(g) and 7rw(f)* = 7rw(f*). In addition, 7rw (f) is a bounded operator, for l17rw(f) II ::; IIf1100,1 where
(2.5.3)
IIflltX),l
= Max{suPwH? { dnylf(w,y)l,suPwEil { dnylf*(w,y)i}.
jlW,n
jlW,n
It is a norm such that IIfglloo,l ::; 1111100,1, IIflltX),1 = 1If* 1/00,1, and we will denote by LtX),l(Q x ]Rn; B) the completion of CK(Q x ]Rn) under this norm. We then remark that these representations are related by the covariance condition:
(2.5.4) Now we set
(2.5.5) which defines a C*-norm on LtX),l(Q x ]Rn; B), and permits to define C*(Q x ]Rn,B) as the completion of CK(Q X ]Rn) or of Loo,l(Q x ]Rn;B) under this norm. The main result of this Section is summarized in the:
Theorem 6. Let Ap be the vector potential of a uniform magnetic field B, and let V be in Loo(]Rn). Let H be the operator
J. Bellissard
L
H = (1/2m)
(P/l - eA/l)2
+V
= HB
569
+V
/lE[I,n] and we denote by Q its hull. Then for each z in the resolvent set of H, and for every x E ~n there is an element r(z;x) E C*(Q x ~n,B), such that for each wE Q, 7rw(r(z; x)) = (z - HT-xw)-l. Proof. Since the magnetic field B is uniform, it defines a real 'antisymmetric N x N matrix. By Cartan's theorem, there is an orthonormal basis in ~n{el,e2l···,e21-1,e2[,e21+1,···,en} and positive real numbers Bj(l ::::; j::::; 1 ::::; n/2) such that
(2.5.6)
Be2j-l = Bj e2j ' · f . I 1 1::::; J ::::; , Be2j = -Bje2j-l . Be m = 0, if m :::: 21 + 1 ,
Let A/l be the vector potential in the symmetric gauge, namely, AI-' -(1/2)Bl-'vxv. Then, the operators KI-' = -iO/l - 27re/hA/l obey the following commutation relations
(2.5.7)
[K2j - 1 ,K2j] = i27re/hBj , [K/l,Kvl = 0 otherwise.
Therefore at V = 0, the Schrodinger operator H B will satisfy
exp{-tHB} = (2.5.8)
II exp{-t(h2/87rm)(I
jE[I,I]
2
mE[2j+l,n]
In particular, it acts on 1j; E L2(~n) through
(2.5.9) where fB(X; t)) = iljE[l,l] h(xj; t; Bj) ilmE[2j+l,n] fl (x m ; t), with the following notations if x = (Xll···,X n ), then Xj = (X2j-l,X2j) E ~2 for 1::::; j::::; I, (ii) hex; t) = (t.h/27rm)-lexp{ -27rmx2 /t.h 2} if x E ~, (iii) hex; t; B) = (eB/h)(2sinh(t.eBh/47rm))-1 exp{ -7reBx2 /(2h.tanh(t.eBh/47rm))).
(i)
In particular, the kernel fB(X; t) is smooth and fast decreasing in x. In view of (2.5.2) and (2.5.3), we see that fB(t) E L')O,l(Q x ~n; B) and that 7rw (fB(t)) = exp{ -tHB} whatever Q and wE Q. Now by Dyson's expansion, we get
570
Chapter 12. Gap Labelling Theorems for Schrodinger Operators C-t(Hn+ V ) =c- tHn
+
f)- t iot
n
dS 1 t ' d s 2 ... fos
n=O
io
io
-1
dsne-(t-s,)H n
V e-(Sl-s2)Hn ... Ve- snHn .
Thus it is enough to show that Vet,s) = exp{-tHB}V exp{-sHB} has the form 7rw(g) for some g E Loo,l( DxjRn; B). For indeed the Dyson series converges in norm since V is bounded. Thanks to (2.5.8), we get Vet, s) = 7r w ( vet, s)) with (2.5.10)
v(t,s)(w, x) =
f irRn
dnyfB(Y; t)Vw(y)fB(X - y; s)eirr(e/h)B.yI\X .
N ow we recall that Vw is the weak limit in L 00 (I~ n) of a sequence of the form V(. - a;) as i -> 00. Since f B is smooth and fast decreasing, it follows that the left hand side of (2.5.10) is continuous in both wand x, and that its Loo,l(!l x jRn; B)-norm is estimated by
(2.5.11)
IIv(t,s)lloo,l :::; 11V11001IfB(t)1100,11IfB(S)1100,1 :::; const·llVlloo,
uniformly in s, t. Therefore the Dyson expansion converges in Loo,l (D x!R. n; B), and exp{ -t(H B + Vw )} = 7rw(f 8, vet)) for some fB,v(t) E Loo,l(D x !R. n; B). It follows from (2.5.5) that if Vex) 2': V_ almost surely, we have (2.5.12)
IlfB,v(t)1I :::; e- tV-
.
In particular, since (z - Hw)-l = Iro,ool dtexp{ -t(HB Rc(z) < V_, the theorem is proved.
+ Vw
- z)} provided 0
Problem. When is the C* algebra A generated by the Hamiltonian and the family of its translated, identical to C*( D x !R. n, B)? In most examples, one can prove the equality. But is there a general condition on the potential implying it? 2.6 Non-Commutative Calculus In the previous Section we constructed the non commutative Brillouin zone, which is identified with the C*-algebra A = C*(D x !R.n,B). We now want to show that it is indeed a manifold. In order to do so we will first describe the integration theory and then we will define a differential structure. We have already seen in Section 2.2 that one can indeed integrate functions by means of a trace on A. Let P be now a probability measure on D, invariant and ergodic under the action of !R.n. We associate to P a normalized trace T on A = C*(D x !R.n,B) as follows: (2.6.1 )
T(f)= LP(dw)f(w,O) ,
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571
One can easily check that this formula defines a trace on the dense subalgebra eK(D x jRn). If p 2: 1, we denote by LP(A, r) the completion of eK(D x jRn) under the norm: (2.6.2) In particular, one can check that the space L2(A, r) is a Hilbert space (GNS construction) identical to L2(D x jRn). The map ¢> E L2(A, r) - t f¢> E L2(A, r) defines a representation ?TGNS of A. The weak closure W = ?TGNs(A)", denoted by LOO(A,r), is a Von Neumann algebra. By construction the trace r extends to a trace on this algebra. We remark that if H is a self-adjoint element of A, its eigenprojections are in general elements of the Von Neumann algebra W. The main result is provided by the following theorem
Theorem 7. Let f be an element OfeK(D x jRn). Then its trace can be obtained as the trace per unit volume of the operator ?Tw(f), namely for P-almost all w 's (2.6.3)
where TrA is the restriction of the usual trace in L2(jRn) onto L 2(A). Remark. In the limit A i jRn the subsets A are measurable, their union adds up to jRn, and limAilRn IAL\(A+a)I/IAI = 0, where L\ represents the symmetric difference (F¢lner sequence [GR69]) . Proof. Since f belongs to eK(D x jRn), the operator ?Tw(f) admits a smooth kernel given by Fw(x, y) = f(T-X w, y_x)eiB.XAy (see Eq. (2.5.2)). By Fredholm theory [SI79], the trace of this operator restricted to A is given by: , TrA(?Tw(f)) =
L
dnxFw(x,x) =
L
dnxf(T-xw,O)).
By Birkhoff's ergodic theorem, we get for P-almost all w's
o
which proves the result.
To define the differential structure, we denote by 01' the linear map from eK(D x jRn) into eK(D x jRn) defined by: (2.6.4)
It is quite easy to check that it is a family of mutually commuting *-derivations (see Definition in Section 1.3), which generates an n-parameter group of *automorphisms namely: (2.6.5)
p<;(f)(w,x) = ei<(;,x)f(w,x).
572
Chapter 12. Gap Labelling Theorems for Schrodinger Operators
This group extends by continuity to the C* -algebra A, and therefore the are generators. It is an elementary calculation to show that
a's
(2.6.6) where X" is the position operator namely the multiplication by x" in L2(JR n ). In the periodic case (see Section 2.3), let k E JRn --+ !k be the compact operator valued map associated with J in the Wannier representation (Eq. (2.3.6)), such that L(b)JkL(b)-l = Jk+b for b E T*. Then it is easy to check that {i[Xp,Jlh = aJk/akp" showing that a" is nothing but the derivation with respect to k in the Brillouin zone. In such a way that the differential structure defined by the a's is a natural generalization of the differential structure on the Brillouin zone in the non commutative case.
3. The Lattice Case: Physical Examples In Section 2 we have introduced the Non-Commutative Brillouin zone of an electron in a potential submitted to a uniform magnetic field. The relation between the Schrodinger operator in JR n and the lattice problem has been discussed over and over again and is known in textbooks as the 'tight binding representation'. Recently, several mathematical studies have been proposed to justify such a representation [BE88b, GM90j. One can see this representation in many ways: the usual one consists in starting from Bloch's theory for the periodic crystal. Then one reduces the study to the bands lying in the vicinity of the Fermi level, since only electrons with energy close to the Fermi energy up to thermal fluctuations, contribute to physical effects like electric conductivity. In the roughest approximation, only one band contributes, but in general a finite number of them has to be considered. We then describe the corresponding Hilbert subspace selected in this way by using a basis of Wannier functions. Then adding either a weak magnetic field, or impurities in the crystal, or even the Coulomb potential between electrons results in getting a lattice operator, with short range interaction, where the lattice sites actually label the Wannier basis. In the case of a weak magnetic field, we obtain the main approximation for the effective Hamiltonian by means of the so-called 'Peierls substitution', namely if E(k) is the energy band function as a function of the quasimomentum k E B, we simply replace k by the operator K = (P - eA)jfi , where P = -ifi'V is the momentum operator, and A is the magnetic vector potential. Since E(k) is periodic in k, it can be expanded in Fourier series, it is enough to define by means of a Weyl quantization, the operators exp{i(Klb)} where b E r*. These operators are called 'magnetic translations' [ZA64l. In Section 3.1, we will focus on this question.
J. Bellissard
573
Fig. 2. The square lattice in two dimensions. U1 and U2 are the magnetic translations,
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Chapter 13
Circle Maps: Irrationally Winding
. by Predrag Cvi tanovic
1. Introduction In these lectures we shall discuss circle maps as an example of a physically interesting chaotic dynamical system with rich number-theoretic structure. Circle maps arise in physics in a variety of contexts. One setting is the classical H amiltonian mechanics; a typical island of stability in a Hamiltonian 2-d map is an infinite sequence of concentric KAM tori and chaotic regions. In the crudest approximation, the radius can here be treated as an external parameter [2, and the angular motion can be modelled by a map periodic in the angular variable (Shenker 1982; Shenker and Kadanoff 1982). In holomorphic dynamics circle maps arise from the winding of the complex phase factors as one moves around the Mandelbrot cacti (Cvitanovic and Myrheim 1983 and 1989). In the context of dissipative dynamical systems one of the most common and experimentally well explored routes to chaos is the two-frequency mode-locking route. Interaction of pairs of frequencies is of deep theoretical interest due to the generality of this phenomenon; as the energy input into a dissipative dynamical system (for example, a Couette flow) is increased, typically first one and then two of intrinsic modes of the system are excited. After two Hopf bifurcations (a fixed point with inward spiraling stability has become unstable and outward spirals to a limit cycle) a system lives on a two-torus. Such systems tend to mode-lock: the system adjusts its internal frequencies slightly so that they fall in step and minimize the internal dissipation. In such case the ratio of the two frequencies is a rational number. An irrational frequency ratio corresponds to a quasiperiodic motion - a curve that never quite repeats itself. If the mode-locked states overlap, chaos sets in. For a nice discussion of physical applications of circle maps, see the references (Jensen et al. 1983 and 1984; Bak et al. 1985). Typical examples are dynamical systems such as the Duffing oscillator and models of the Josephson junction, which possess a natural frequency WI and are in addition driven by an external frequency W2. Periodicity is in this case imposed by the driving frequency, and the dissipation confines the system to a low dimensional attractor; as the ratio WdW2 is varied, the system sweeps through infinitely many mode-locked states. The likelihood that a mode-locking occurs depends on the strength of the coupling of the internal and the external frequencies.
632
Chapter 13. Circle Maps: Irrationally Winding
By losing all of the 'island-within-island' structure of real systems, circle map models skirt the problems of determining the symbolic dynamics for a realistic Hamiltonian system, but they do retain some of the essential features of such systems, such as the golden mean renormalization (Greene 1979; Shenker and Kadanoff 1982) and non-hyperbolicity in form of sequences of cycles accumulating toward the borders of stability. In particular, in such systems there are orbits that stay 'glued' arbitrarily close to stable regions for arbitrarily long times. As this is a generic phenomenon in physically interesting dynamical systems, such as the Hamiltonian systems with coexisting elliptic islands of stability and hyperbolic homo clinic webs, development of good computational techniques is here of utmost practical importance. vVe shall start by briefly summarizing the results of the 'local' renormalization theory for transitions from quasiperiodicity to chaos. In experimental tests of this theory one adjusts the external frequency to make the frequency ratio as far as possible from being mode-locked. This is most readily attained by tuning the ratio to the 'golden mean' (J5 - 1)/2. The choice of the golden mean is dictated by number theory: the golden mean is the irrational number for which it is hardest to give good rational approximants. As experimental measurements have limited accuracy, physicists usually do not expect that such number-theoretic subtleties as how irrational a number is should be of any physical interest. However, in the dynamical systems theory to chaos the starting point is the enumeration of asymptotic motions of a dynamical system, and through this enumeration number theory enters and comes to play a central role. Number theory comes in full strength in the 'global' theory of circle maps, the study of universal properties of the entire irrational winding set - the main topic of these lectures. We shall concentrate here on the example of a global property of the irrational winding set discovered by Jensen, Bak, and Bohr (Jensen et al. 1983 and 1984; Bak et al. 1985): the set of irrational windings for critical circle maps with cubic inflection has the Hausdorff dimension DH = 0.870 ... , and the numerical work indicates that this dimension is universal. The universality (or even existence) of this dimension has not yet been rigorously established. We shall offer here a rather pretty explanation (Cvitanovic, Gunaratne and Vinson 1990) of this universality in form of the explicit formula (39) which expresses this Hausdorff dimension as an average over the Shenker universal scaling numbers (Shenker 1982; Feigenbaum, Kadanoff and Shenker 1982; Ostlund et al. 1983). The renormalization theory of critical circle maps demands at present rather tedious numerical computations, and our intuition is much facilitated by approximating circle maps by number-theoretic models. The model that we shall use here to illustrate the basic concepts might at first glance appear trivial, but we find it very instructive, as much that is obscured for the critical maps by numerical work is here readily numbertheoretically accessible. Indicative of the depth of mathematics lurking behind physicists' conjectures is the fact that the properties that one would like to establish about the renormalization theory of critical circle maps might turn
P. Cvitanovic
633
out to be related to number-theoretic abysses such as the Riemann conjecture, already in the context of the 'trivial' models. The literature on circle maps is overwhelming, ranging from pristine Bourbakese (Herman 1979; Yoccoz 1984) to palpitating chicken hearts (Glass et al. 1983), and attempting a comprehensive survey would be a hopeless undertaking. The choice of topics covered here is of necessity only a fragment of what is known about the diffeomorphisms of the circle.
2. Mode Locking The Poincare section of a dynamical system evolving on a two-torus is topologically a circle. A convenient way to study such systems is to neglect the radial variation of the Poincare section, and model the angular variable by a map of a circle onto itself. Both quantitatively and qualitatively this behavior is often well described (Arnold 1961, 1965 and 1983) by I-dimensional circle maps x -+ x' = f( x), f( x + 1) = f( x) + 1 restricted to the circle, such as the sme map (1)
mod 1.
f( x) is assumed to be continuous, have a continuous first derivative, and a continuous second derivative at the inflection point. For the generic, physically relevant case (the only one considered here) the inflection is cubic. Here k parametrizes the strength of the mode-mode interaction, and Q parametrizes the WdW2 frequency ratio. For k = 0, the map is a simple rotation (the shift map) (2)
X n +l
= Xn + Q
mod 1,
and Q is the winding number
(3)
W(k, Q) = lim xnln . n->(X)
If the map is monotonically increasing (k < 1 in (1)), it is called l3ubcritical. For sub critical maps much of the asymptotic behavior is given by the trivial (shift map) scalings (Herman 1979; Yoccoz 1984). For invertible maps and rational winding numbers W = PIQ the asymptotic iterates of the map converge to a unique Q-cycle attractor
fQ(Xi)=Xi+P,
i=0,1,2,···,Q-l.
For any rational winding number, there is a finite interval of parameter values for which the iterates of the circle map are attracted to the PIQ cycle. This interval is called the P IQ mode-locked (or stability) interval, and its width is given by
634
(4)
Chapter 13. Circle Maps: Irrationally Winding
L1
P/Q -
Q-2/l P I Q
_
-
Qright _ Qleft
P/Q
P/Q .
Parametrizing mode lockings by the exponent fl rather than the width L1 will be convenient for description of the distribution of the mode-locking widths, as the exponents fl turn out to be of bounded variation. The stability of the P / Q cycle is defined as Ap / Q =
~xQ
= f'(xo)f'(xt) ... !'(xQ-d
uXo
For a stable cycle IAllies between 0 (the supers table value, the 'center' of the stability interval) and 1 (the Q;:i~t, Q~f~ ends of the stability interval (4)).
Fig. 1. The critical circle map (k == 1 in (1)) devil's staircase (Jensen et al. 1983 and 1984; Bak et al. 1985): the winding number W as function of the parameter Q.
For the shift map, the stability intervals are shrunk to points. As Q is varied from 0 to 1, the iterates of a circle map either mode-lock, with the winding number given by a rational number P/Q E (0,1), or do not modelock, in which case the winding number is irrational. A plot of the winding number W as a function of the shift parameter Q is a convenient visualization of the mode-locking structure of circle maps. It yields a monotonic 'devil's staircase' of fig. 1 whose self-similar structure we are to unravel. Circle maps with zero slope at the inflection point Xc
!'(x c ) = O,!"(x c ) = 0 (k = 1, Xc = 0 in (1)) are called critical: they delineate the borderline of chaos in this scenario. As the non-linearity parameter k increases, the mode-locked
P. Cvitanovic
635
intervals become wider, and for the critical circle maps (k = 1) they fill out the whole interval. For numerical evidence see the references (Jensen et al. 1983 and 1984; Bak et al. 1985: Lanford 1985); a proof that the set of irrational windings is of zero measure is given by Swiatek (Swiatek 1988). A critical map has a superstable P / Q cycle for any rational P / Q, as the stability of any cycle that includes the inflection point equals zero. If the map is non-invertible (k > 1), it is called supercritical; the bifurcation structure of this regime is extremely rich and beyond the scope of these (and most other such) lectures. For physicists the interesting case is the critical case; the shift map is 'easy' number theory (Farey rationals, continued fractions) which one uses as a guide to organization of the non-trivial critical case. In particular, the problem of organizing sub critical mode lockings reduces to the problem of organizing rationals on the unit interval. The self-similar structure of the devil's staircase suggests a systematic way of separating the mode lockings into hierarchies of levels. The set of rationals P/Q clearly possesses rich number-theoretic structure, which we shall utilize here to formulate three different partitionings of rationals: 1. Farey series 2. Continued fractions of fixed length 3. Farey tree levels
3. Farey Series Partitioning Intuitively, the longer the cycle, the finer the tuning of the parameter fl required to attain it; given finite time and resolution, we expect to be able to resolve cycles up to some maximal length Q. This is the physical motivation for partitioning mode lockings into sets of cycle length up to Q (Artuso, Cvitanovic and Kenny 1989; Cvitanovic 1987a). In number theory such set of rationals is called a Farey series (Hardy and Wright 1938).
(1) Definition. The Farey series :FQ of order Q is the monotonically increasing sequence of all irreducible rationals between 0 and 1 whose denominators do not exceed Q. Thus Pi/Qj belongs to:FQ if 0
< Pi::; Qi::; Q and (PiIQi) = 1.
For example
I l l 2 1 3 2 3 4 I}
:F5
= { 5'4'3'
5' 2'5' 3'4'5'1
A Farey sequence can be generated by observing that if Pi-l/Qi-l and Pi/Qi are consecutive terms of :FQ, then
The number of terms in the Farey series FQ is given by
636
Chapter 13. Circle Maps: Irrationally Winding Q
(5)
p(Q)
=
L n=l
4>(n) =
3Q2 -2 7l'
+ O(QlnQ).
Here the Euler function 4>( Q) is the number of integers not exceeding and relatively prime to Q. For example, 4>(1) = 1, 4>(2) = 1,4>(3) = 2, ... ,4>(12) = 4,4>(13) = 12, ... As 4>( Q) is a highly irregular function of Q, the asymptotic limits are not approached smoothly: incrementing Q by 1 increases p( Q) by anything from 2 to Q terms. We refer to this fact as the 'Euler noise'. The Euler noise poses a serious obstacle for numerical calculations with the Farey series partitionings; it blocks smooth extrapolations to Q -+ 00 limits from finite Q data. While this in practice renders inaccurate most Fareysequence partitioned averages, the finite Q Hausdorff dimension estimates exhibit (for reasons that we do not understand) surprising numerical stability, and the Farey series partitioning actually yields the best numerical value of the Hausdorff dimension (30) of any methods used so far; for example (Artuso, Cvitanovic and Kenny 1989; Cvitanovic 1987a), the sine map (1) estimate based on 240 Q 250 Farey series partitions yields DB = .87012 ± .00001. The quoted error refers to the variation of DB over this range of Q; as the computation is not asymptotic, such numerical stability can underestimate the actual error by a large factor.
:s :s
4. Continued Fraction Partitioning From a number-theorist's point of view, the continued fraction partitioning of the unit interval is the most venerable organization of rationals, preferred already by Gauss. The continued fraction partitioning is obtained by deleting successively mode-locked intervals (points in the case of the shift map) corresponding to continued fractions of increasing length. The first level is obtained by deleting Ll[l], Ll[2J>" " Ll[ad"" mode-lockings; their complement are the covering intervals R1 , R2 , ••• ,R a1 , ••• which contain all windings, rational and irrational, whose continued fraction expansion starts with [aI, ...J and is of length at least 2. The second level is obtained by deleting Ll[1,2], Ll[1,3], Ll[2,2], .:1[2,3],' .. ,Ll[n.m], ... and so on, as illustrated in fig. 2
(2) Definition. The n-th level continued fraction partition Sn = {a1a2 ... an} is the monotonically increasing sequence of all rationals PdQi between 0 and 1 whose continued fraction expansion is of length n:
P. Cvitanovic
637
The object of interest, the set of the irrational winding numbers, is in this partitioning labelled by Soo = {ala2a3"'}, ak E Z+, i.e., the set of winding numbers with infinite continued fraction expansions. The continued fraction labelling is particularly appealing in the present context because of the close connection of the Gauss shift to the renormalization transformation R, discussed below. The Gauss shift (see for instance Billingsley (Billingsley 1965))
T(x)
1 x
o,
(6)
'x = 0
([ ... J denotes the integer part) acts as a shift on the continued fraction representation of numbers on the unit interval
(7) and maps 'daughter' intervals
faiu2as ...
into the 'mother' interval
€a2 u a ....
n
o e3 I- - - -- - - - +-U-II--oj 1
e2
t,
62
2
---------o!
1 ..... I
1------------------------1 1
t",
t',2
11--11-410-++----1
6'2 Fig. 2. Continued fraction partitioning of the irrational winding set (Artuso,Aurell and CvitanoviC 1990b). At level n=1 all mode locking intervals .1[0.] with winding numbers 1/1, 1/2, 1/3, ... , l/a, ... are deleted, and the cover consists of the complement intervals 10.' At level n=2 the mode locking intervals .1[0.,2], .1[0.,3],'" are deleted from each cover la, and so on.
However natural the continued fractions partitioning might seem to a number theorist, it is problematic for an experimentalist, as it requires measuring infinity of mode-lockings even at the first step of the partitioning. This problem can be overcome both numerically and experimentally by some understanding
638
Chapter 13. Circle Maps: Irrationally Winding
of the asymptotics of mode-lockings with large continued fraction entries (Artuso et al. I990b; Cvitanovic, Gunaratne and Vinson 1990). Alternatively, a finite partition can be generated by the partitioning scheme to be described next.
5. Farey Tree Partitioning The Farey tree partitioning is a systematic bisection of rationals: it is based on the observation that roughly halfways between any two large stability intervals (such as 1/2 and 1/3) in the devil's staircase of fig .. 1 there is the next largest stability interval (such as 2/5). The winding number of this interval is given by the Farey mediant (P + P')/(Q + Q') of the parent mode-lockings P/Q and P' /Q' (Hardy and Wright 1938). This kind of cycle 'gluing' is rather general and by no means restricted to circle maps; it can be attained whenever it is possible to arrange that the Qth iterate deviation caused by shifting a parameter from the correct value for the Q-cycle is exactly compensated by the Q'th iterate deviation from closing the Q'-cycle; in this way the two near cycles can be glued together into an exact cycle of length Q+Q'. The Farey tree is obtained by starting with the ends of the unit interval written as 0/1 and 1/1, and then recursively bisecting intervals by means of Farey mediants. This kind of hierarchy of rationals is rather new, and, as far as we are aware, not previously studied by number theorists. It is appealing both from the experimental and from the the golden-mean renormalization (Feigenbaum 1987a) point of view, but it has a serious drawback of lumping together mode-locking intervals of wildly different sizes on the same level of the Farey tree. The Farey tree partitioning was introduced in the references (Williams and Browne 1947; MacKay 1982; Cvitanovic and Myrheim 1983 and 1989; Cvitanovic, Shraiman and Soderberg 1985) and its thermodynamics is discussed in details by Feigenbaum.
(3) Definition. The n-th Parey tree level Tn is the monotonically increasing sequence of those continued fractions [aJ, a2, . .. , ak] whose entries aj 2: 1, i = 1,2, ... , k - 1, ak 2: 2, add up to E;=l aj = n + 2. For example
T2 = {[4], [2,2j, [1, 1,2], [I,3j} = (
1 1 3 3) 4'5'5'4 .
The number of terms in Tn is 2n. Each rational in Tn- 1 has two 'daughters' in Tn, given by [···,a] ---; {[ ... ,a-I,2], [···,a+1]} Iteration of this rule places all rationals on a binary tree, labelling each by a unique binary label (Cvitanovic, Shraiman and Soderberg 1985). The transcription from the binary Farey labels to the continued fraction labels follows
P. Cvitanovic
639
from the mother-daughter relation above; each block 1···0 ('1' followed by a-I zeros) corresponds to entry ["', a, ... J in the continued fraction label. The Farey tree has a variety of interesting symmetries (such as 'flipping heads and tails' relations obtained by reversing the order of the continued-fraction entries) with as yet unexploited implications for the renormalization theory: some of these are discussed in reference (Cvitanovic, Shraiman and Soderberg 1985).
~.
.L
2 .••...••....•.•....
3
I
4
3;T
5
~I
_1_.·····
',,~,
'\
,/h~,
1'"
_I_
I+~
2 t .L
.\ 1"'.~t' /" _1_:
I+I~
I
_1_
I'" It L
/"7'\
/*' . ;.~
I
I
hI:,
I
Fig. 3. The Farey tree in the continued fraction representation (from Cvitanovic and Myrheim 1983 and 1989)
The smallest and the largest denominator in Tn are respectively given by
(8)
1
[n-2J = - , n-2
Fn+2
[1,1, ... , 1, 2J = - F
(X
P,
n+1
where the Fibonacci numbers Fn are defined by Fn+1 = Fn 0, FI = 1, and p is the golden mean ratio
(9)
+ Fn- 1 ;
Fo =
1+V5 p = - 2 - = 1.61803 ...
Note the enormous spread in the cycle lengths on the same level of the Farey tree: n ::::; Q ::::; pn. The cycles whose length grows only as a power of the Farey
640
Chapter 13. Circle Maps: Irrationally Winding
tree level will cause strong non-hyperbolic effects in the evaluation of various averages. The Farey tree rationals can be generated by backward iterates of 1/2 by the Farey presentation function (Feigenbaum 1987a and 1988a):
(10)
0:::;
fo(x) = x/(l - x) h(x) = (1- x)/x
x
< 1/2
1/2 < x :::; 1 .
(the utility of the presentation function is discussed at length by Feigenbaum in the above references). The Gauss shift (6) corresponds to replacing the binary Farey presentation function branch fo in (10) by an infinity of branches = h
(11)
0
fJa-l)(x) = ~ - a, x
1 a-I
1 a
--<x:::;-,
fco",olbofa(x).
A rational x = [al' a2, ... ,ak] is 'annihilated' by the kth iterate of the Gauss shift, f ala2".ak(X) = O. The above maps look innocent enough, but note that what is being partitioned is not the dynamical space, but the parameter space. The flow described by (10) and by its non-trivial circle-map generalizations will turn out to be a renormalization group flow in the function space of dynamical systems, not an ordinary flow in the phase space of a particular dynamical system. Having defined the three partitioning schemes, we now briefly summarize the results of the circle-map renormalization theory.
6. Local Theory: 'Golden Mean' Renormalization Possible trajectories of a dynamical system are of three qualitatively distinct types: they are either asymptotically unstable (positive Lyapunov exponent), asymptotically marginal (vanishing Lyapunov) or asymptotically stable (negative Lyapunov). The asymptotically stable orbits can be treated by the traditional integrable system methods. The asymptotically unstable orbits build up chaos, and can be dealt with using the machinery of the hyperbolic, 'Axiom A' dynamical systems theory (Ruelle 1978). Here we shall concentrate on the third class of orbits, the asymptotically marginal ones. I call them the 'border of order'; they lie between order and chaos, and remain on that border to all times. The way to pinpoint a point on the border of order is to recursively adjust the parameters so that at the recurrence times t = nl, n2, n3,' .. the trajectory passes through a region of contraction sufficiently strong to compensate for the accumulated expansion of the preceding nj steps, but not so strong as to force the trajectory into a stable attracting orbit. The renormalizaiion operation R implements this procedure by recursively magnifying the neighbourhood of a point on the border in the dynamical space (by rescaling by a factor 0'), in
P. Cvitanovic
641
the parameter space (by shifting the parameter origin onto the border and rescaling by a factor c5), and by replacing the initial map I by the nth iterate In restricted to the magnified neighbourhood
There are by now many examples of such renormalizations in which the new function, framed in a smaller box, is a rescaling of the original function, i. e. the fix-point function of the renormalization operator R. The best known is the period doubling renormalization, with the recurrence times ni = 2i. The simplest circle map example is the golden mean renormalization (Shenker 1982), with recurrence times ni = Fi given by the Fibonacci numbers (8). Intuitively, in this context a metric self-similarity arises because iterates of critical maps are themselves critical, i. e. they also have cubic inflection points with vanishing deri vati ves. The renormalization operator appropriate to circle maps (Feigenbaum, Kadanoff and Shenker 1982; Ostlund et al. 1983) acts as a generalization of the Gauss shift (11); it maps a circle map (represented as a pair of functions (g, I), see fig. 4), of winding number [a, b, c, . .. j into a rescaled map of winding number [b, c, .. .j: (12)
I g) (a ga - 0 I 0 a-I ) ( Ra I = aga-I 0 log 0 a-I
'
Acting on a map with winding number [a, a, a, ... J, Ra returns a map with the same winding number [a, a, ... J, so the fixed point of Ra has a quadratic irrational winding number W = [a, a, a, .. .j. This fixed point has a single expanding eigenvalue c5 a • Similarly, the renormalization transformation Rap . .. Ra2RaJ == RaJa2 ... ap has a fixed point of winding number Wp = [al' a2, . .. ,ap, al, a2,· .. J, with a single expanding eigenvalue c5p (Feigenbaum, Kadanoff and Shenker 1982; Ostlund et al. 1983). A computer assisted proof for the golden mean winding number has been carried out by Mestel (Mestel 1985; we assume that there is a single expanding eigenvalue for any periodic renormalization). For short repeating blocks, c5 can be estimated numerically by comparing successive continued fraction approximants to W. Consider the Pr/Qr rational approximation to a quadratic irrational winding number Wp whose continued fraction expansion consists of r repeats of a block p. Let Dr be the parameter for which the map (1) has a superstable cycle of rotation number Pr/Qr = [p,p, ... ,pj. The c5p can then be estimated by extrapolating from (Shenker 1982) (13) What this means is that the 'devil's staircase' of fig.4 is self-similar under magnification by factor c5p around any quadratic irrational Wp. The fundamental result of the renormalization theory (and the reason why all this is so interesting) is that the ratios of successive Pr/Qr mode-locked
642
Chapter 13. Circle Maps: Irrationally Winding
1.2
1.0
f
0.8 0.6 0.4 0.2 0~~~--+-~-4--+-~-+--~~~~
-0.2 -0.4
-0.6. -0.8 ~.OL-
__________
~
-1.0-0.8-0.6-0.4-0.20
________
~
____
~
0.20.40.60.81.01.2
Fig. 4. The golden-mean winding number fixed-point function pair (j,g) for critical circle maps with cubic inflection point. The symbolic dynamics dictates a unique framing such that the functions (j,g) are defined on intervals (x S x S x/o.,x/o. S x S Xo.), if = f- 1 (0): in this framing, the circle map (f, g) has continuous derivatives across the f-g junctions (from Feigenbaum 1988b).
intervals converge to universal limits. The simplest example of (13) is the sequence of Fibonacci number continued fraction approximants to the golden mean winding number W = [1,1,1, ... J = (v'5 - 1)/2. For critical circle maps with a cubic inflection point 01 = -2.833612 ... ; a list of values of op's for the shortest continued fraction blocks p is given in reference (Cvitanovic, Gunaratne and Vinson 1990). When the repeated block is not large, the rate of increase of denominators Qr is not large, and (13) is a viable scheme for estimating o's. However, for long repeating blocks, the rapid increase of Qr's makes the periodic orbits hard to determine and better methods are required, such as the unstable manifold method employed in reference (Cvitanovic, Gunaratne and Vinson 1990). This topic would take us beyond the space allotted here, so we merely record the golden-mean unstable manifold equation (Feigenbaum and Kenway 1983; Cvitanovic 1985; Cvitanovic, Jensen, Kadanoff and Procaccia 1985; Gunaratne 1986)
(14) and leave the reader contemplating methods of solving such equations. We content ourselves here with stating what the extremal values of op are.
P. Cvitanovic
643
For a given cycle length Q, the narrowest interval shrinks with a power law (Kaneko 1982, 1983a and 1983b; Jensen et al. 1983 and 1984; Bak et al. 1985; Feigenbaum, Kadanoff and Shenker 1982) (15) This leading behavior is derived by methods akin to those used in describing intermittency (Pomeau and Manneville 1980): I/Q cycles accumulate toward the edge of 0/1 mode-locked interval, and as the successive mode-locked intervals 1/ Q, 1/( Q - 1) lie on a parabola, their differences are of order Q-3. This should be compared to the sub critical circle maps in the number-theoretic limit (2), where the interval between l/Q and l/(Q - 1) winding number value of the parameter [l shrinks as I/Q2. For the critical circle maps the RI/Q interval is narrower than in the k=O case, because it is squeezed by the nearby broad .dOll mode-locked interval. For fixed Q the widest interval is bounded by P/Q = Fn-dFn, the nth continued fraction approximant to the golden mean. The intuitive reason is that the golden mean winding sits as far as possible from any short cycle modelocking. Herein lies the surprising importance of the golden mean number for dynamics; it corresponds to extremal scaling in physical problems characterized by winding numbers, such as the KAM tori of classical mechanics (Greene 1979; Shenker and Kadanoff 1982). The golden mean interval shrinks with a universal exponent (16) where P F n - 1 , Q = Fn and ""1 is related to the universal Shenker number 01 (13) and the golden mean (9) by (17)
""1
In 1011
= -1- = 1.08218 ... 2 np
The closeness of fJ-l to 1 indicates that the golden mean approximant modelockings barely feel the fact that the map is critical (in the k=O limit this exponent is "" = 1). To summarize: for critical maps the spectrum of exponents arising from the circle maps renormalization theory is bounded from above by the harmonic scaling, and from below by the geometric golden-mean scaling: (18)
3/2 > ""min;::: 1.08218·· ..
7. Global Theory: Ergodic Averaging So far we have discussed the results of the renormalization theory for isolated irrational winding numbers. Though the local theory has been tested experimentally (Stavans et al. 1985; Gwinn and Westervelt 1987), the golden-mean
644
Chapter 13. Circle Maps: Irrationally Winding
universality utilizes only a few of the available mode-locked intervals, and from the experimental point of view it would be preferable to test universal properties which are global in the sense of pertaining to a range of winding numbers. We first briefly review some of the attempts to derive such predictions using ideas from the ergodic number theory, and then turn to the predictions based on the thermodynamic formalism. The ergodic number theory (Billingsley 1965; Khinchin 1964) is rich in (so far unfulfilled) promise for the mode-locking problem. For example, while the Gauss shift (6) invariant measure (19)
1
ft( x)
1
= In 2 1 + x
was known already to Gauss, the corresponding invariant measure for the critical circle maps renormalization operator R has so far eluded description. It lies on a fractal set - computer sketches are given in references (Farmer and Satija 1985; Umberger Farmer and Satija 1986) - and a general picture of what the 'strange repeller' (in the space of limit functions for the renormalization operator (12) might look like is given by Lanford and Rand (Lanford 1987a and 1987b; Rand 1987 and 1988). In reference (Ostlund et al. 1983) the authors have advocated ergodic explorations of this attractor, by sequences of renormalizations Ro,k corresponding to the digits of the continued fraction expansion of a 'normal' winding number W = [al,a2,a3,"')' A numerical implementation of this proposal (Farmer and Satija 1985; Umberger, Farmer and Satija 1986) by Monte Carlo generated strings aI, a2, a3, . .. yields estimates of 'mean' scalings 1; = 15.5 ±.5 and a = 1.8 ±.1. 1;n is the estimate of the mean width of an 'average' mode-locked interval L::.Pn/Qn' where Pn/Qn is the nth continued fraction approximation to a normal winding number W = [aI, a2, a3,' .. ). In this connection the following beautiful result by Khinchin, Kuzmin and Levy (Khinchin 1964) of the ergodic number theory is suggestive: Theorem. For almost all W E [0,1) the denominator Qn of the n-th continued fraction approximant W = Pn/Qn + En, Pn/Qn = [aI, a2, a3, .. ·, an") converges asymptotically to (20)
1
11"2
lim -lnQn = -21 2 . n ...... oo n 1 n
In physics this theorem pops up in various guises; for example, 11"2 /6ln 2 can be interpreted as the Kolmogorov entropy of 'mixmaster' cosmologies (see references in Csordas and Szepfalusy 1989). In the present context this theorem has been used (Umberger, Farmer and Satija 1986) to connect the ergodic estimate of "8 to 6 estimated (Jensen et al. 1983 and 1984; Bak et al. 1985) by averaging over all available mode-lockings up to given cycle length Q, but it is hard to tell what to make out of such results. The numerical convergence of ergodic averages is slow, if not outright hopeless, so we abandon henceforth the
P. Cvitanovic
645
ergodic 'time' averages (here the 'time' is the length of a continued fraction) and turn instead to the 'thermodynamic' averages (averages over all 'configurations', here all mode lockings on a given level of a resolution hierarchy).
8. Global Theory: Thermodynamic Averaging Consider the following average over mode-locking intervals (4): 00
(21)
51(r) =
L L
l1 p/Q
'
Q=l (PIQ)=l
The sum is over all irreducible rationals P/Q, P < Q, and l1 p / Q is the width of the parameter interval for which the iterates of a critical circle map lock onto a cycle of length Q, with winding number P/Q. The qualitative behavior of (21) is easy to pin down. For sufficiently negative r, the sum is convergent; in particular, for r = -1, Q( -1) = 1, as for the critical circle maps the mode-Iockings fill the entire Q range (Swiatek 1988). However, as r increases, the contributions of the narrow (large Q) mode-locked intervals l1 p / Q get blown up to 1jl1p/Q' and at some critical value of r the sum diverges. This occurs for r < 0, as 51(0) equals the number of all rationals and is clearly divergent. The sum (21) is infinite, but in practice the experimental or numerical mode-locked intervals are available only for small finite Q. Hence it is necessary to split up the sum into subsets Sn = {i} of rational winding numbers P;JQi on the 'level' n, and present the set of mode-Iockings hierarchically, with resolution increasing with the level:
I: l1;T.
Zn(r) =
(22)
iESn
The original sum (21) can now be recovered as the z = 1 value of a 'generating' function Q(z, r) = Ln zn Zn( r). As z is anyway a formal parameter, and n is a rather arbitrary 'level' in some ad hoc partitioning of rational numbers, we bravely introduce a still more general, P/Q weighted generating function for (21):
I: I: 00
(23)
Q(q, r)
e-IIPIQQQ2p.PIQT.
Q=l (PIQ)=l
The sum (21) corresponds to q = O. Exponents vp/Q will reflect the importance we assign to the P / Q mode-locking, i. e. the measure used in the averaging over all mode-Iockings. Three choices of of the vp/Q hierarchy that we consider here correspond respectively to the Farey series partitioning (definition (1))
646
Chapter 13. Circle Maps: Irrationally Winding 00
(24)
Q(q, r) =
L
L
p(Q)-q
Q=l
Q2 PP IQT,
(PIQ)=l
the continued fraction partitioning (definition (2» 00
(25)
Q(q, r) =
L
L
e- qn
n=l
Q2 p[.1 •...•• nJ T
,
[aJ , ... ,a n ]
and the Farey tree partitioning (definition (3» 00
(26)
Q(q,r) ==
L k=n
2- qn
2n
L
Q?; , Q;/Pi E Tn .
i==l
Other measures can be found in the literature, but the above three suffice for our purposes. Sum (23) is an example of a 'thermodynamic' average. In the thermodynamic formalism a function r( q) is defined by the requirement that the n - t 00 limit of generalized sums (27) is finite. For details on the thermodynamic formalism see the literature (Ruelle 1978; Grassberger 1983; Hentschel and Procaccia 1983; Benzi et al. 1984; Halseyet al. 1986; Feigenbaum 1987b and 1987c). Thermodynamic formalism was originally introduced to describe measures generated by strongly mixing ergodic systems, and for most practitioners Pi in (27) is the probability of finding the system in the partition i, given by the 'natural' measure. What we are using here in the Farey series and the Farey tree cases are the 'equipartition' measures Pi = liNn, where N n is the number of mode-locking intervals on the nth level of resolution. In the continued fraction partitioning this does not work, as N n is infinite - in this case we assign all terms of equal continued fraction length equal weight. It is important to note that as the Cantor set under consideration is generated by scanning the parameter space, not by dynamical stretching and kneading, there is no 'natural' measure, and a variety of equally credible measures can be constructed (Jensen et al. 1983 and 1984; Bak et al. 1985; Artuso, Cvitanovic and Kenny 1989; Cvitanovic 1987a; Artuso 1988b and the above mentioned references on thermodynamical formalism). Each distinct hierarchical presentation of the irrational winding set (distinct partitioning of rationals on the unit interval) yields a different thermodynamics. As far as I can tell, no thermodynamic function q( r) considered here (nor any of the q( r) or f( a) functions studied in the literature in other contexts) has physical significance, but their qualitative properties are interesting; in particular, all versions of mode-locking thermodynamics studied so far exhibit phase transitions.
P. Cvitanovic
647
We summarize by succinctly stating what our problem is in a way suggestive to a number theorist, by changing the notation slightly and rephrasing (21) this way: (4) Definition: The mode-locking problem. Develop a theory of the following 'zeta' function: 00
(8) =
(28)
L L
n-2Pmln8,
n=l (mln)=l
where
fl,
is defined as in (4).
For the shift map (2), zeta functions
= 1, and this sum is a ratio of two Riemann
fl,m/n
(
) = (28 - 1)
8
(28).
For critical maps the spectrum of exponents arising from the circle maps renormalization theory is non-trivial; according to (18) it is bounded from above by the harmonic scaling, and from below by the geometric golden-mean scaling. Our understanding of the (8) function for the critical circle maps is rudimentary - almost nothing that is the backbone of the theory of numbertheoretic zeta functions has been accomplished here: no good integral representations of (28) are known, no functional equations (analogous to reflection formulas for the classical zeta functions) have been constructed, no RiemannSiegel formulas, etc .. We summarize basically all that is known in the remainder of this lecture, and that is not much.
9. The Hausdorff Dimension of Irrational Windings A finite cover of the set irrational windings at the 'n-th level of resolution' is obtained by deleting the parameter values corresponding to the mode-lockings in the subset Sn; left behind is the set of complement covering intervals of widths (29) Here Q'P,.iiQ. (Qp'/Q,) are respectively the lower (upper) edges of the modelocking intervals i1 Pr / Qr (i1 Pt / Q /) bounding Ci and i is a symbolic dynamics label, for example the entries of the continued fraction representation P / Q = [aI, a2, ... , an) of one of the boundary mode-lockings, i = al a2 ... an. Ci provide a finite cover for the irrational winding set, so one may consider the sum (30)
ZnCr)
=
L CiT iESn
648
Chapter 13. Circle Maps: Irrationally Winding
The value of -T for which the n - t 00 limit of the sum (30) is finite is the H ausdorJJ dimension (see for example Falconer 1985) DH of the irrational winding set. Strictly speaking, this is the Hausdorff dimension only if the choice of covering intervals f j is optimal; otherwise it provides an upper bound to D H. As by construction the f j intervals cover the set of irrational winding with no slack, we expect that this limit yields the Hausdorff dimension. This is supported by all numerical evidence, but a proof that would satisfy mathematicians is lacking. Jensen, Bak and Bohr (Jensen et al. 1983 and 1984; Bak et al. 1985) have provided numerical evidence that this Hausdorff dimension is approximately D H = .870 ... and that it is universal. It is not at all clear whether this is the optimal global quantity to test - a careful investigation (Artuso, Cvitanovic and Kenny 1989; Cvitanovic 1987a) shows that DH is surprisingly hard to pin down numerically. At least the Hausdorff dimension has the virtue of being independent of how one partitions mode-lockings and should thus be the same for the variety of thermodynamic averages in the literature. In contrast, the generalized dimensions introduced through the thermodynamical formalism differ from version to version.
10. A Bound on the Hausdorff Dimension We start by giving an elementary argument that the Hausdorff dimension of irrational windings for critical circle maps is less than one. The argument depends on the reasonable, but so far unproven assumption that the golden mean scaling (17) is the extremal scaling. In the crudest approximation, one can replace fJp/Q in (28) by a 'mean' value fJ,; in that case the sum is given explicitly by a ratio of the Riemann (-functions: (31)
Q(T)
=
f
= (( -2TfJ, -=- 1) (( -2TfJ)
Q=l
As the sum diverges at - T = Hausdorff dimension, the 'mean' scaling exponent fJ, and DH are related by the ( function pole at ((1): (32) While this does not enable us to compute DH, it does immediately establish that DH for critical maps exists and is smaller than 1, as the fJ bounds (18) yield
(33)
2
3" <
DH
<
.9240 ...
To obtain sharper estimates of D H, we need to describe the distribution of fJp/Q within the bounds (18). This we shall now attempt using several variants
of the thermodynamic formalism.
P. Cvitanovic
649
11. The Hausdorff Dimension in Terms of Cycles Estimating the n
--t 00
limit of (30) from finite numbers of covering intervals
ei is a rather unilluminating chore. Fortunately, there exist considerably more elegant ways of extracting DR. We have noted that in the case of the 'trivial' mode-locking problem (2), the covering intervals are generated by iterations of the Farey map (10) or the Gauss shift (11). The nth level sum (30) can be approximated by en, where £(y,x) = o(x - f-1(y))lf'(yW; this amounts to approximating each cover width ei by Idr /dxl evaluated on the ith interval. By nothing much deeper than use of the identity log det = tr log, the spectrum of £ can be expressed (Ruelle 1978) in terms of stabilities of the prime (nonrepeating) periodic orbits p of f( x):
zrn IA;lr ) L L -r-l-1/Ar 00
det(l- z£) = exp
(
-
p
p
r=l
P
00
(34)
=
II II (l-znpIApnA!) p k=O
In the 'trivial' Gauss shift (11) renormalization model, the Fredholm determinant and the dynamical zeta functions have been introduced and studied by Mayer (Mayer 1976) who has shown that the eigenvalues of the transfer operator are exponentially spaced, just as for the dynamical zeta functions (Ruelle 1976) for the 'Axiom A' hyperbolic systems. The sum (30) is dominated by the leading eigenvalue of £; the Hausdorff dimension condition Zn( -DR) = 0(1) means that T = -DR should be such that the leading eigenvalue is z = 1. The leading eigenvalue is determined by the k = 0 part of (34); putting all these pieces together, we obtain a pretty formula relating the Hausdorff dimension to the prime cycles of the map f( x):
0= II (1 -l/IApIDH)
(35)
p
For the Gauss shift (11) the stabilities of periodic cycles are available analytically (Mayer 1976; Artuso, Aurell and Cvitanovic 1990b), as roots of quadratic equations: For example, the Xa fixed points (quadratic irrationals with Xa = [a, a, a . .. J infinitely repeating continued fraction expansion) are given by
(36)
and the
Xa
Xab
=
-a+Va2+4 2
= [a,b,a,b,a,.b, ... J
2-cycles are given by
650
(37)
Chapter 13. Circle Maps: Irrationally Winding
Xab
=
-ab+ J(abF +4ab 2b
Aab
=
( XabXba )
-2
=
(ab+2+Jab(ab+4))2 2
We happen to know beforehand that DH = 1 (the irrationals take the full measure on the unit interval; the continuous Gauss measure (19) is invariant under the Gauss shift (6); the Perron-Frobenius theorem), so is the infinite product (35) merely a very convoluted way to compute the number I? Possibly so, but availability of this exact result provides a useful testing ground for trashing out the optimal methods for determining zeros of Fredholm determinants in presence of non-hyperbolicities. The Farey map (10) has one marginal stability fixed point Xo = 0 which is excluded from the cycle expansion of (35), but its ghost haunts us as a nonhyperbolic 'intermittency' ripple in the cycle expansion. One has to sum (Artuso, Aurell and Cvitanovic 1990b) infini ties of cycles of nearly same stability 00
(38)
II (1-IApn = 1 - L IAal
T
+ (curvatures)
a=l
p
in order to attain the exponential convergence expected on the basis of the hyperbolicity (Mayer 1976) of this dynamical ( function. We know from (36) that IAn I ex: n 2 , so the stability grows only as a power of the cycle length n, and these infinite sums pose a serious numerical headache for which we (as yet) know of no satisfactory cure. The sum (38) behaves essentially as the Riemann ( -27), and the analytic number theory techniques might still rescue us. Once the meaning of (35) has been grasped, the corresponding formula (Cvitanovic, Gunaratne and Vinson 1990) for the critical circle maps follows immediately: (39)
0= II (1 - 1/18p I DH )
.
P
This formula relates the dimension (introduced by Jensen et al.) of irrational windings to the universal Shenker parameter scaling ratios bp ; its beauty lies in relating D H to the universal scalings bp , thus rendering the universality of the Jensen et al. dimension manifest. As a practical formula for evaluating this dimension, (39) has so far yielded estimates of DH of modest accuracy, but that can surely be improved. In particular, computations based on the infinite products (34) should be considerably more convergent (Christiansen et al. 1990; Cvitanovic, Christiansen and Rugh 1990) but have not been carried out so far. The derivation of (39) relies only on the following aspects of the 'hyperbolicity conjecture' of references (Cvitanovic, Shraiman and Soderberg 1985; Lanford 1987a and 1987b; Rand 1987 and 1988; Kim and Ostlund 1989; Feigenbaum 1988b):
P. Cvitanovic
1)
2) 3)
651
limits for Shenker D's exist and are universal. This should follow from the renormalization theory developed in (Feigenbaum, Kadanoff and Shenker 1982; Ostlund et al. 1983; Mestel 1985), a general proof is still lacking. Dp grow exponentially with n p, the length of the continued fraction block p. Dp for p = ala2 ... n with a large continued fraction entry n grows as a power of n. According to (15), limn_co Dp ex n 3 • In the calculation of reference (Cvitanovic, Gunaratne and Vinson 1990) the explicit values of the asymptotic exponents and prefactors were not used, only the assumption that the growth of Dp with n is not slower than a power of n.
Explicit evaluation of the spectrum was first attempted in reference (Artuso, Aurell and Cvitanovic 1990b )-prerequisite for attaining the exponential {or faster (Christiansen et al. 1990; Cvitanovic, Christiansen and Rugh 1990)) convergence of the cycle expansions are effective methods for summation of infinite families of mode-lockings. At present, those are lacking - none of the tricks from the Riemann-zeta function theory (integral representations, saddle-point expansions, Poisson resummations, etc.) have worked for us - so we have been forced to rely on the rather treacherous logarithmic convergence acceleration algorithms (Levin 1973).
12. Farey Series and the Riemann Hypothesis The Farey series thermodynamics (24) is obtained by deleting all mode-locked intervals .dp, jQ' of cycle lengths 1 :s; Q' :s; Q. What remains are the irrational winding set covering intervals (29). The thermodynamics of the Farey series in the number-theory limit (2) has been studied by Hall and others (Hall 1970; Kanemitsu et al. 1982 and 1984); their analytic results are instructive and are reviewed in references (Artuso, Cvitanovic and Kenny 1989; Cvitanovic 1987a). The main result is that q( T) consists of two straight sections (40)
T/2 q(T) = { 1 +T
T
:s; -2
T
2: -2
and the Farey arc thermodynamics undergoes a first order phase transition at T = -2. What that means is that almost all covering intervals scale as Q-2 (the q = 1 + T phase); however, for T S -2, the thermodynamics average is dominated by a handful of fat intervals which scale as Q-I. The number-theoretic investigations (Hall 1970; Kanemitsu et al. 1982 and 1984) also establish the rate of convergence as Q ---+ 00; at the phase transition point it is very slow, logarithmic (Artuso, Cvitanovic and Kenny 1989; Cvitanovic 1987a). In practice, the Euler noise is such numerical nuisance that we skip here the discussion of the q( T) convergence altogether.
652
Chapter 13. Circle Maps: Irrationally Winding
For the critical circle maps the spectrum of scales is much richer. The l/Q mode-locked intervals which lie on a parabolic devil staircase (Kaneko 1982, 1983a and 1983b; Jensen et al. 1983 and 1984; Bak et al. 1985; Cvitanovic, Shraiman and Soderberg 1985) yield the broadest covering interval C(l, Q) ~ kQ-2, with the minimum scaling exponent /Lm;n = 1. and the narrowest covering interval C( Q, Q - 1) ~ kQ-3, with the exponent /Lmax = 3/2. The Farey series thermodynamics is of a number theoretical interest, because the Farey series provide uniform coverings of the unit interval with rationals, and because they are closely related to the deepest problems in number theory, such as the Riemann hypothesis (Edwards 1974; Titchmarsh 1951). The distribution of the Farey series rationals across the unit interval is surprisingly uniform - indeed, so uniform that in the pre-computer days it has motivated a compilation of an entire handbook of Farey series (Neville 1950). A quantitative measure of the non-uniformity of the distribution of Farey rationals is given by displacements of Farey rationals for PdQi E FQ from uniform spacing: Pi
i
D;=p(Q)-Qi'
i=1,2,···,P(Q)
The Riemann hypothesis states that the zeros of the Riemann zeta function lie on the s = 1/2 + iT line in the complex s plane, and would seem to have nothing to do with physicists' real mode-locking widths that we are interested in here. However, there is a real-line version of the Riemann hypothesis that lies very close to the mode-locking problem. According to the theorem of Franel and Landau (Franel and Landau 1924; Edwards 1974; Titchmarsh 1951), the Riemann hypothesis is equivalent to the statement that
L
IDil = o(Qt+€)
Qi5.Q
for all € as Q -+ 00. The mode-Iockings i1 P1Q contain the necessary information for constructing the partition of the unit interval into the Ci covers, and therefore implicitly contain the 0; information. The implications of this for the circle-map scaling theory have not been worked out, and is not known whether some conjecture about the thermodynamics of irrational windings is equivalent to (or harder than) the Riemann hypothesis, but the danger lurks.
13. Farey Tree Thermodynamics The narrowest mode-locked interval (16) at the n-th level of the Farey tree partition sum (26) is the golden mean interval (41) It shrinks exponentially, and for T positive and large it dominates q( T) and bounds dq( T ) / dT:
P. Cvitanovic
(42)
I
qmax
=
653
In 161 1 In 2 = 1.502642 ...
However, for 7 large and negative, q(7) is dominated by the interval (15) which shrinks only harmonically, and q( 7) approaches 0 as (43)
q(7) = 3lnn 7 nln2
-t
O.
So for finite n, qn(7) crosses the 7 axis at - 7 = D n , but in the n - t 00 limit, the q( 7) function exhibits a phase transition; q( 7) = 0 for 7 < - D H, but is a non-trivial function of 7 for -DH :5 To This non-analyticity is rather severe to get a clearer picture, we illustrate it by a few number-theoretic models (the critical circle maps case is qualitatively the same). An cute version of the 'trivial' Farey level thermodynamics is given by the 'Farey model' (Artuso, Cvitanovic and Kenny 1989; Cvitanovic 1987a), in which the intervals Rp / Q are replaced by Q-2: 2n
(44)
Zn(7) =
L Q;T. ;=1
Here Q; is the denominator of the ith Farey rational Pi/Q;. For example (see definition (3)), Z2(1/2) = 4 + 5 + 5 + 4. Though it might seem to have been pulled out of a hat, the Farey model is as sensible description of the distribution of rationals as the periodic orbit expansion (34). By the 'annihilation' property of the Gauss shift (11), the n-th Farey level sum Zn( -1) can be written as the integral (45) with the sum restricted to the Farey level L: al + '" + ak = n + 2. It is easily checked that f~l ... ak (0) = (-l)kQ[al, ... ,akj' so the Farey model sum is a partition generated by the Gauss map preimages of x = 0, i. e. by rationals, rather than by the quadratic irrationals as in (34). The sums are generated by the same transfer operator, so the eigenvalue spectrum should be the same as for the periodic orbit expansion, but in this variant of the finite level sums we can can evaluate q( 7) exactly for 7 = k /2, k a non-negative integer. First one observes that Zn(O) = 2n. It is also easy to check (Williams and Browne 1947) that Zn(1/2} = L:i Q; = 2· 3n . More surprisingly, Zn(3/2) = L:i Q3 = 54· 7n - 1 • Such 'sum rules', listed in the table 1, are consequence of the fact that the denominators on a given level are Farey sums of denominators on preceding levels (Artuso, Cvitanovic and Kenny 1989; these computations have been made in collaboration with A. D. Kennedy). Regrettably, we have not been able to extend this method to evaluating q( -1/2), or to real 7. A bound on D H can be obtained by approximating (44) by
654
Chapter 13. Circle Maps: Irrationally Winding
In this approximation we have replaced all Cp / Q , except the widest interval €l/n, by the narrowest interval CFn_tlFn (see (16)). The crossover from the harmonic dominated to the golden mean dominated behavior occurs at the r value for which the two terms in (46) contribute equally:
Dn = D"
( 47)
+0
n) ,
(In -;;-
b
1n2 2lnp
= --=.72 ...
Table 1. Recursion relations for the Farey model partition sums (44) for T = 1,.l{2, 1,.: .,7/2; they relate the 2q (r) lim n _ oo Zn+l (r)/ Zn( r) to roots of polynomla equatIOns.
=
r 0
1/2 1 3/2 2 5/2 3
7/2 n/2
2 q(r)
2 3 (5 + Vfi)/2 7 (11 + vTI3)/2
Zn(r) = 2Zn - 1 3Zn- 1
5Z n - 1
-
2Zn - 2
7 + 4V6
7 Zn-l 10Zn- 1 + 9Zn- 2 - 2Zn - 3 14Zn_ 1 + 47Zn - 2
26.20249 ... 41.0183 ... pn
20Zn - 1 + 161Zn- 2 + 40Zn - 3 - Zn-4 29Zn - 1 + 485Zn -2 + 327Zn - 3 p= golden mean
For negative r the sum (46)) is the lower bound on the sum (30), so b is a lower bound on D H. The size of the level-dependent correction in (47) is ominous; the finite n estimates converge to the asymptotic value logarithmically. What this means is that the convergence is excruciatingly slow and cannot be overcome by any amount of brute computation.
14. Artuso Model The Fatey model (30) is difficult to control at the phase transition, but considerable insight into the nature of this non-analyticity can be gained by the following factorization approximation. Speaking very roughly, the stability A ~ ( -1 tQ 2 of a P / Q = [aI, ... ,an) cycle gains a hyperbolic golden-mean factor _p2 for each bounce in the central part of the Farey map (10), and a
P. Cvitanovic
655
power-law factor for every ak bounces in the neighbourhood of the marginal fixed point Xo = O. This leads to an estimate of Q in P/Q = [al,"" an] as a product of the continued fraction entries (Artuso 1988a and 1988b)
In this approximation the cycle weights factorize, Aala2 ... an = Aal Aa2 ... A an , and the curvature corrections in the cycle expansion (38) vanish exactly: 00
l/((q,r)
= 1- 2)pa)2T z a,
z
= Tq
a=l
The q = q(r) condition l/((q,r) = 0 yields '(48)
p-2T
= P(-2r,z)
where P is the Jonquiere function (Fornberg and Kolbig 1975)
p(s,x)
=L 00
n=l
xn 1 -; = F( ) n S
1
00
0
t s- l x
dt-t e - x
The sum (48) diverges for z > 1, so q 2: O. The interesting aspect of this model, easy to check (Artuso 1988a and 1988b), is that the q(r) curve goes to zero at r = -DH, with all derivatives dnq/dr n continuous at DH, so the phase transition is of infinite order. We believe this to be the case also for the exact trivial and critical circle maps thermodynamics, but the matter is subtle and explored to more depth in references (Feigenbaum 1987a and 1988a). There is one sobering lesson in this: the numerical convergence acceleration methods (Levin 1973) consistently yield finite gaps at the phase transition point; for example, they indicate that for the Farey model evaluated at r = -DH+€, the first derivative converges to dq/dr -+ .64± .03. However, the phase transition is not of a first order, but logarithmic of infinite order (Cvitanovic 1987a), and the failure of numerical and heuristic arguments serves as a warning of how delicate such phase transitions can be.
15. Summary and Conclusions The fractal set discussed here, the set of all parameter values corresponding to irrational windings, has no 'natural' measure. We have discussed three distinct thermodynamic formulations: the Farey series (all mode-lockings with cycle lengths up to Q), the Farey levels (2n mode-lockings on the binary Farey tree), and the Gauss partitioning (all mode-lockings with continued fraction expansion up to a given length). The thermodynamic functions are different for each distinct partitioning. The only point they have in common is the Hausdorff dimension, which does not depend on the choice of measure. What makes the
656
Chapter 13. Circle Maps: Irrationally Winding
description of the set of irrational windings considerably trickier than the usual 'Axiom A' strange sets is the fact that here the range of scales spans from the marginal (harmonic, power-law) scalings to the the hyperbolic (geometric, exponential) scalings, with a generic mode-locking being any mixture of harmonic and exponential scalings. One consequence is that all versions of the thermodynamic formalism that we have examined here exhibit phase transitions. For example, for the continued fraction partitioning choice of weights t p , the cycle expansions of Artuso et al. (Artuso, Aurell and Cvitanovic 1990a and 1990b) behave as hyperbolic averages only for sufficiently negative values of T; hyperbolicity fails at the 'phase transition' (Artuso, Cvitanovic and Kenny 1989; Cvitanovic 1987a; Artuso 1988a and 1988b) value T = -1/3, due to the power law divergence of the harmonic tails b... n ;::,j n 3 • The universality of the critical irrational winding Hausdorff dimension follows from the universality of quadratic irrational scalings. The formulas used are formally identical to those used for description of dynamical strange sets (Artuso, Aurell and Cvitanovic 1990a), the deep difference being that here the cycles are not dynamical trajectories in the coordinate space, but renormalization group flows in the function spaces representing families of dynamical systems. The 'cycle eigenvalues' are in present context the universal quadratic irrational scaling numbers. In the above investigations we were greatly helped by the availability of the number theory models: in the k = 0 limit of (1) the renormalization flow is given by the Gauss map (6), for which the universal scaling bp reduce to quadratic irrationals. In retrospect, even this 'trivial' case seems not so trivial; and for the critical circle maps we are a long way from having a satisfactory theory. Symptomatic of the situation is the fact that while for the period doubling repeller DH is known to 25 significant digits (Cvitanovic, Christiansen and Rugh 1990), here we can barely trust the first three digits. The quasiperiodic route to chaos has been explored experimentally in systems ranging from convective hydrodynamic flows (Stavans et aI. 1985) to semiconductor physics (Gwinn et al. 1987). Such experiments illustrate the high precision with which the experimentalists now test the theory of transitions to chaos. It is fascinating that not only that the number-theoretic aspects of dynamics can be measured with such precision in physical systems, but that these systems are studied by physicists for reasons other than merely testing the renormalization theory or number theory. But, in all fairness, chaos via circlemap criticality is not nature's preferred way of destroying invariant tori, and the critical circle map renormalization theory remains a theoretical physicist's toy. Acknowledgements These lectures are to large extent built on discussions and/or collaborations with R. Artuso, M.J. Feigenbaum, P. Grassberger, M.H. Jensen, L.P. Kadanoff, A.D. Kennedy, B. Kenny, O. Lanford, J. Myrheim, 1. Procaccia, D. Rand, B. Shraiman, B. Soderberg and D. Sullivan. The author is grateful to P. Moussa for
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657
reading the manuscript with TeXpert eye and thanks the Carlsberg Foundation for the support.
References Arnold V. I. (1961) Izv. Akad. Nauk. SSSR Math. Ser. 25 (1961) 21 Arnold V. I. (1965) Am. Math. Soc. Trans. 46 (1965) 213 Arnold V. I. (1983) Geometrical Methods in the Theory of Ordinary Differential Equations (Springer, New York 1983) Artuso R. (1988a) J. Phys. A21 (1988) L923 Artuso R. (1988b) doctoral thesis, (University of Milano, 1988) Artuso R., Aurell E. and Cvitanovic P. (1990a) Nonlinearity 3 (1990) 325 Artuso R., Aurell E. and Cvitanovic P. (1990b) Nonlinearity 3 (1990) 361 Artuso R., Cvitanovic P. and Kenny B. G. (1989) Phys. Rev. A39 (1989) 268 Bak P., Bohr T. and Jensen M. J., Physica Scripta T9 (1985) 50, reprinted in (Cvi, tanovic 1989) Benzi R., Paladin G., Parisi G. and Vulpiani A. (1984) J. Phys. A17 (1984) 3521 Billingsley P. (1965) Ergodic Theory and Information (Wiley, New York 1965) Christiansen F., Paladin G. and Rugh H. H., (1990) Nordita preprint, submitted to Phys. Rev. Lett. Csordas A. and Szepfalusy P. (1989) Phys. Rev. A40 (1989) 2221, and references therein Cvitanovic P. (1985) in Instabilities and Dynamics of Lasers and Nonlinear Optical Systems, Boyd R. W., Narducci L. M. and Raymer M. G., editors. (Univ. of Cambridge Press, Cambridge, 1985) Cvitanovic P. (1987a) lectures in (Zweifel et al. 1987) Cvitanovic P. (1987b) in XV International Colloquium on Group Theoretical Methods in Physics, R. Gilmore editor. (World Scientific, Singapore 1987) Cvitanovic P. (1989) editor., Universality in Chaos, 2nd. edition, (Adam Hilger, Bristol 1989) Cvitanovic P., Christiansen F. and Rugh H. H. (1990) J. Phys. A, in press. Cvitanovic P., Gunaratne G. H. and Vinson M. (1990) Nonlinearity 3 (1990) 873 Cvitanovic P., Jensen M. H., Kadanoff L. P. and Procaccia I. (1985) Phys. Rev. Lett. 55 (1985) 343 Cvitanovic P. and Myrheim J. (1983) Phys. Lett. A94 (1983) 329 Cvitanovic P. and Myrheim J. (1989) Commun. Math. Phys. 121 (1989) 225 Cvitanovic P., Shraiman B. and Soderberg B. (1985) Physica Scripta 32 (1985) 263 Edwards H. M. (1974) Riemann's Zeta Function (Academic, New York 1974) Falconer K. M. (1985) The Geometry of Fractal Sets (Cambridge Univ. Press, Cambridge, 1985) Farmer J. D. and Satija I. I. (1985) Phys. Rev. A 31 (1985) 3520 Feigenbaum M. J. 1987a) lectures in (Zweifel et al. 1987) Feigenbaum M. J. 1987b) J. Stat. Phys. 46 (1987) 919 Feigenbaum M. J. 1987C~ J. Stat. Phys. 46 (1987) 925 Feigenbaum M. J. 1988a J. Stat. Phys. 52 (1988) 527 Feigenbaum M. J. 1988b Nonlinearity 1 (1988) 577 Feigenbaum M. J., Kadanoff L. P. and Shenker S. J. (1982) Physica 5D (1982) 370 Feigenbaum M. J. and Kenway R. D. (1983), in Proceedings of the ScottIsh Universities Summer School (1983) Fornberg B. and Kolbig K. S. (1975) Math. of Computation 29 (1975) 582 Franel J. and Landau E. (1924) Gottinger Nachr. 198 (1924) Glass L., Guevara M. R., Shrier A. and Perez R. (1983) Physica 7D (1983) 89, reprinted in (Cvitanovic 1989) Grassberger P. (1983) Phys. Lett. 97 A (1983) 227 Greene J. M. (1979) J. Math. Phys. 20 (1979) 1183 Gunaratne G. H. (1986), doctoral thesis, (Cornell University, 1986) Gwinn E. G. and Westervelt R. M. (1987) Phys. Rev. Lett. 59 (1987}'157
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Chapter 13. Circle Maps: Irrationally Winding
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Chapter 14
An Introduction To Small Divisors Problems
by Jean-Christophe Yoccoz
1. Introduction The problems linked with the so-called 'small divisors', i. e. the near resonances of frequencies in a quasiperiodic motion, have been known and studied since the last century. But it is only in the past fifty years, beginning with Siegel (Siegel 1942), that they have started to be overcome. To illustrate these problems, we have chosen, amongst others, two cases where they occur. The first part of the text is devoted to a short survey of the dynamics of diffeomorphisms of the circle. Due to the works of Poincare, Denjoy, Arnold, Moser and Herman, one can say that the theory is now fairly well understood, the only difficulty in this case being the small divisors in their simplest form. On the opposite, the second part of the text is devoted to invariant tori in Hamiltonian dynamics, probably the part of small divisor theory which is most relevant to physics. The dynamics here are only very partially understood, and many important questions are still open. Nevertheless, the theorems of stability of quasiperiodic motions, known as KAM-theory after Kolmogorov, Arnold and Moser, are an essential step in the knowledge of these dynamics. We have not tried to give a complete bibliography on the subject. The interested reader should consult the very good survey by Bost (Bost 1985), and the included references
2. Diffeomorphisms of the Circle 2.1 The Rotation Number We refer in this Section to the work of Herman (Herman 1979).
2.1.1 Introduction. Let '1l'1 = IR/Z be the circle (or I-dimensional torus). We write Diff~('1l'l) for the group of orientation preserving Cr-diffeomorphisms of '1l'1. We may have r = 0, or r E [1,+(0), or r = 00 or r = w (meaning realanalytic). We are interested in the dynamics under iteration of a diffeomorphism
660
Chapter 14. An Introduction To Small Divisors Problems
of the circle. But for practical reasons it is generally easier to work with a lift to lR of such a diffeomorphism, i. e. to work in the group Dr('JI'I) formed by the C r -diffeomorphisms of the real line such that f( x) - x is Z-periodic. We then denote by 1 the induced diffeomorphism of 'JI'1.
2.1.2 Examples. For a E lR (resp. a E 'JI'1), we denote by ROt the translation x I-t x + a which belongs to DW('JI'I) (resp. Diff.+('JI'l)). i)
Blaschke products Let n 2': 0, A E 51 = {z E C,lzl = 1} and let ao, al , ... , an, bl , bz , ... ,bn E D = {z E C, Iz I < I}. Then the formula fez) =
Ann (z-ai)nn (Z-_bi i=O
1 - aiZ
j=1
1 - b·z J
)-1
defines a rational map which preserves 51 and whose restriction to 51 has degree 1. If it has no critical point on 51 (which always occurs provided lail, Ibjl are small enough) it defines an element of Diff'+('JI'l)).
il)
The Arnold family
The formula
fa ,t(x) =
X
+ t + asin(27rx)
,Ial < 2-, 27r t E JR.
defines a 2-parameters family in DW('JI' 1), first studied by Arnold (Arnold 1965).
2.1.3 Definition of the Rotation Number. Let f E DO('JI'l). We give below several equivalent ways, after Poincare, to define the rotation number of f, which is a real number denoted by p(f). (1) Proposition. As n goes to 00, the sequence formly in x to a constant limit p(f). (2) Proposition. Writing rational numbers we define:
D+(f)
(r(x) - x) converges um-
in irreducible form with q 2': 1,
EJR., rex) < x + p} {~E Q, \Ix EJR., rex) > x + p}
= {~E Q,
D-(f) ==
pi q
*
\Ix
These two sets form a Dedekind section of the rational numbers defining p(f).
(3) Proposition. Let f.1 be a probability measure on 'JI'1 invariant under
p(f) =
l
1,
then
(f(x) - x)df.1(x) .
(4) Proposition. There exists a real number a and an non-decreasing map h JR. ~ lR satisfying, for all x E JR.:
J.
hex
+ 1) =
Moreover, one then has
0'
hex)
+1 ,
h(f(x))
=
hex)
-c. Yoccoz
+ 0'
661
•
= p(f).
2.1.4 Equivalence of the Definitions. We briefly indicate how the various above mentioned definitions are related. Write f( x) = x + 1>( x). Then for n ;::: 1, one has: n-l
rex) - x =
L