Expansive systems
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Curator: Dr. Jorge Lewowicz, Faculty of Engineering, University of the Republic, Montevideo Uruguay
Curator: Prof. Marcelo Cerminara, Engineering, Univ. de la Republica, Uruguay
A discrete invertible (the case we shall mainly refer to) expansive system is a
dynamical system such that every point of the underlying space has a distinctive behaviour. A homeomorphism
from the compact metric space
onto
is expansive if there exists
, (called expansivity constant of
) such that if
and
for every
then,
.
Thus, if
, then for some
Expansive systems are then wholly sensitive to initial conditions and therefore, in this sense, chaotic.
Assume the dynamics of
is observed with a precision that permits to distinguish points at a distance larger than
meanwhile, points at a distance less than
are not distinguished. Then, a
-small neighbourhood of, say,
with infinite points, will be seen -at present- as only one point. However, for some
, the
-iterate through
of this point, will show many of them, since points at a distance larger than
are distinguished by the observer (see [B]).
Since
is compact, on account of the expansiveness of
it
is not difficult to show that given a
like in the preceding paragraph,
, there is a
neighbourhood
of
, such that if
, and
for every
then
for all
Therefore the relation
is an equivalence relation on
. The canonical projection
is closed and consequently
is a Hausdorff compact topological space and therefore the
is a
compact metrizable space, and
defined by
, is an expansive homeomorphism of
Again, an observer that can not distinguish points at a distance less than
will see the motion as taking place in
(instead of
) under the action of
.
Clearly, homeomorphisms conjugate to an expansive one, are also expansive.
Contents |
Examples
The shift
Consider
and the distance:
With this metric, which induces the product toplogy,
is compact.
Let
be defined by
where
.
is the usual shift
homeomorphism. If
then, for some
, and , therefore
showing that the shift is an expansive homeomorphism.
The Denjoy map
Take a rotation of
by an angle
, where
is irrational, and replace the points of a dense orbit, say
,with arcs of diameter decreasing with
in order to get a new space also homeomorphic to
. The Denjoy map,
, may be defined by assigning to each point not
on the added arcs, the former image under the rotation, and mapping (length) linearly the arc replacing
onto the one replacing
. It is easy to see that this map is a homeomorphism of
, and that the set
of points not lying in the interior of the added arcs
is compact and invariant under the Denjoy map (in fact this set is homeomorphic to the Cantor set). A non-trivial arc whose end points lie on this set contains some of the added arcs, and, consequently, some iterate of this arc will include the one replacing
of diameter, say
.
Thus,
will be an expansivity constant for the restriction of
to
.
Anosov and quasi-Anosov diffeomophisms.
Let
be a diffeomorphism of a compact, Riemannian, smooth manifold
onto itself;
is Anosov if there exitsts
, and continuous non trivial
invariant sub-bundles
of
, such that
,
for
, and
and
.
If
is a compact
-invariant subset of
and the above decomposition holds on
,
is called a hyperbolic set. The restriction
, of
to a hyperbolic set
is also expansive.
Anosov difeeomorphisms may also be characterized in a different way (see [L1]). Let
be a continuous quadratic form, i.e,
is a quadratic form on the vector space
that depends continuously on
. A diffeomorphism
is quasi-Anosov if there exists such a
with the property
for every
, and each
. A diffeomorphism
is
Anosov if and only if it is quasi-Anosov and
is
non-degenerate for all
. There are quasi-Anosov diffeomorphisms that fail to be Anosov (see [FR], the examples in this paper have a strange attractor and a strange repeller [M] and the motion of most points evolves to the attractor and comes from the reppeller). This characterization of
quasi-Anosov (Anosov) diffeomorphisms permits to conclude the existence of a
neighbourhood of
such that any finite composition of diffeomorphisms in that neighbourhhod is also quasi-Anosov (Anosov). We shall see below
that Anosov and quasi-Anosov diffeomorphisms (and hyperbolic sets) are expansive.
Pseudo-Anosov homeomorphisms.
Let
be a homeomorphism of an oriented
compact surface
of genus larger than 1 onto itself. The map
is pseudo-Anosov if there exist two
-invariant, transversal foliations with singularities
(see figure 1)
and also two transversal measures
(defined on the space of (stable, unstable) leaves of
respectively
) and
such that
and
.
The existence and expansivity of these homeomorphisms is proved in [T], [FLP].
Another example.
Let
be defined by
For
is Anosov (for
is linear), but for
,
is expansive but is neither Anosov nor quasi-Anosov since
has no non-trivial invariant subspaces.
General Properties.
Question: Why not to define expansivity only for the future?
Answer:
Theorem [U]. Let
be a compact metric space and
be an homeomorphism such that there is
with the property that for
for some
. Then,
is finite.
Stable (unstable) sets
Let
be a homeomorphism; for
, the stable set of
is
and the unstable set is
The local stable (unstable) sets of
are defined as follows: given
Let now
be expansive. May the stable set contain a neighbourhood of
for every
? In other words : may
be Lyapunov stable in the future? The answer is yes; it is easy to find a shift invariant subset of
for which
is Lyapunov stable in the future. Nevertheless,
Theorem [L2 ]. If
is locally connected there are no stable points (either in the future or in the past).
Corollary. If
is locally connected, for every
there is
, such that for every
,
and
contain a compact connected set of diameter larger than
.
(Compare with the Denjoy map
; for points not lying on the added arcs the local stable (unstable) sets are trivial.)
Application. There are no expansive homeomorphisms of
Proof: Assume by contradiction that there exist an expansive homoemorphism on
. Then by the previous Corollary there are non-trivial stable open sets (a connected set of
contains an open arc) and every point of it is a stable point, in contradiction with the above Theorem.
Expansiveness and Lyapunov Functions.
Theorem [L1]. Let
be a homeomophism of
, then
is expansive if and only if there exist a neighbourhood
of the diagonal in
and a real continuous function
(Lyapunov) defined on
, vanishing on the diagonal and such that for
In order to proof expansivity for Anosov and quasi-Anosov diffeomorphisms, the quadratic form
mentioned in the section Anosov and quasi-Anosov diffeomorphisms, can be used to construct a Lyapunov function. In fact, for
close to
, the Lyapunov function is
, where
.
The expansivity of pseudo-Anosov maps may be shown also using Lyapunov functions [L2]. For the examples in (1), choose
On Surfaces.
Classification Theorem ([Hi], [L3]). Let
be an expansive homeomorphism of a compact connected oriented boundaryless surface
. Then,
does not support such a homeomorphism,
- if
is conjugate to an Anosov diffeomorphism
- if the genus of
is larger than 1, then
is conjugate to a pseudo-Anosov homeomorphism.
(
is the unique surface that supports Anosov diffeomorphisms.)
Those properties are consequences of the description of the local stable (unstable) sets of
.
Usually, the study of local stable (unstable) sets are made on the basis of strong assumptions on the dynamics of
, as for Anosov diffeomorphisms, hyperbolic sets, etc. In our case,
even for expansive diffeomorphims, we only have the dialogue between the topology of
and the dynamics of
. Nevertheless, after showing the local connectedness of the connected component containing
of
the following theorem is proved.
Theorem. For
is the union of a finite number
of arcs,
that meet only at
. Stable (unstable) sectors (the sets limited by two consecutive stable (unstable) arcs) are separated by unstable (resp. stable) arcs. If at
,
,
is called a singular point; the set of singular points is finite.
When
, as it is always the case for Anosov diffeomorphisms,
has a neighbourhood
such that if
and
belong to
,
is not void. This is not the case for singular points (see figure 2).
Now a very brief mention of some steps of the proof of the Classification Theorem is given.
For
, if
and
lie in a sector then
and
meet only once. The set of these intersections includes, by the Theorem of invariance of domain, a neighbourhood of
in the sector (local product structure). This implies that singular points can not accumulate and then, their number is finite.
Let now
be the universal cover of
. It is not difficult to show that the lifting to
of a stable or an unstable set is closed and that the union of the lifting of a stable arc and an unstable one can not be homeomorphic to
.
If
supported an expansive homemorphism, and
does not contain singular points, it is homeomorphic to
, and this in turn, implies the existence of stable points; a contradiction.
That expansive homeomorphisms
of surfaces of genus
, are conjugate to Anosov or to pseudo-Anosov maps follows from the following two Lemmas.
Lemma
An expansive homeomorphism
on a surface
of genus
is isotopic to an Anosov (if
) or to a pseudo-Anosov map (genus
).
Proof. It follws from [L3] on account of Thurston's results [T].
Definition. Let
be homeomorphisms of the compact metric space
;
is semi-conjugate to g if there exists
continuous and surjective, such that
.
Lemma If the expansive homeomorphism
of the surface
is isotopic to an Anosov diffeomorphism, or to a pseudo-Anosov homeomorphism
, then
is semi-conjugate to
Proof. See [F], [L3].
In both cases,
, a lifting of the semi-conjugacy
is a proper map, and this fact is an essential tool to prove that the semi-conjugacy is, actually, a conjugacy.
Higher Dimension.
Consider now expansive homeomorphisms
defined on
compact boundaryless manifolds
of dimension larger than 2. In the case of surfaces, it follows from the Classification theorem that periodic points are dense on the surface, and , moreover, that on an open and dense set,
. Thus for points
in that set,
includes a topological 1-dimensional manifold and
another such manifold, topologically transversal to the first one at
. The results concerning
assume the existence
of a dense set of periodic points
such that
contains a topological manifold of dimension
, and
a manifold of complementary dimension, topologically transversal to
at
.
Points
with such a behaviour of
and
are called topologically hyperbolic.(This is the case for Anosov diffeomorphisms at
every
).
Theorem([ABP], [V1], [V2]). Let
be an expansive homeomorphism of
with a dense set of topologically hyperbolic periodic points. Then there is an open and dense set with local product structure. Furthermore if
and for some topologically hyperbolic periodic point
, either
or
is one-dimensional,
is a torus and
is conjugate to a linear Anosov diffeomorphism.
Therefore, in this case, in contrast with what happens for surfaces, there are no singularities. This is, essentially, a consequence of the fact that if
, say,
separates small balls centered at
, meanwhile
does not. Of course, if we do not assume that one of this dimensions is one, the result is false: take the product of two pseudo-Anosov maps.
-perturbations of expansive systems.
Let
be a homeomorphism of a compact metric space
onto itself.
a) Persistence.
is persistent if for any
there exists a
-neighbourhood
of
such that for
and
, there exists
with the following property.
b) Topological Stability
is topologically stable if for
, there exists,
, a
neighbourhood of
, such that any
is semi-conjugate to
(see 4)) and
.
c) Shadowing Property
A
pseudo-orbit for
is a sequence
such that
,
. Such a pseudo-orbit is
shadowed if there is
such that
Clearly b) implies a) since the semi-conjugacy
is surjective, but a) does not imply b). All three properties are invariant under conjugacy. Anosov diffeomorphisms satisfy b) ([W1]) and, since because of the classification theorem, every expansive homeomorphism of
is conjugate to an Anosov, then all expansive homeomorphisms of
sastisfy b). A pseudo-Anosov homeomorphism
satisfies a) (see [H]) but not b); because, according to [W2], for expansive systems b) is equivalent to c) and figure 3 shows an
pseudo-orbit shadowed by no
-trajectory; thus
does not satisfy c).
The quasi-Anosov diffeomorphisms
are not even persistent. However each semi-trajectory is persistent : given
, and
there is,
, a
-neighbourhood of
such that for any
there is
, with the property
This is the
persistence of
in the future. We define similarly persistence in the past. A point
could be
persistent in the future and in the past without being persistent on both sides. This is the
case of many points in a quasi-Anosov diffeomorphism. An open question is:
are all the semi-trajectories of an expansive system persistent?
Links with the tangent map.
Let
be a compact boundaryless smooth
manifold, and let
be the set of all expansive diffeomorphisms of
.
Theorem [Ma]. The
-interior of
is the set of quasi-Anosov diffeomorphisms of
.
On surfaces , quasi- Anosov diffeomorphisms are Anosov, and since in case
has genus larger than 1,
does not support Anosov diffeomorphisms, the interior mentioned in the theorem, is, in this case, void. Thus, there are expansive diffeomorphisms which are not approximated by Anosov .
Consider now the case
, where we do have Anosov diffeomorphisms. Since every expansive homeomorphism
is conjugate to a linear Anosov diffeomorphism
;
and according to [Mu]
may be
-approximated by a diffeomorphism
it follows easily, as
is Anosov, that
has arbitrarily
-close Anosov diffeomorphisms. However, it is not known, whether the
-closure of the
-interior of the expansive diffeomorphisms of
includes all the expansive diffeomorphisms of the 2-torus. In other words: Is every expansive diffeomorphism the
-limit of Anosov diffeomorphisms?
On the other hand , according to the results in [K], it is possible to conclude that such an expansive diffeomorphism has a dense set of periodic hyperbolic points.
Expansive flows
We consider flows with no equilibrium points. Such a flow
is expansive if there exist
such that if
and
for every
then
for some
. Here
is a re-parametrization of the flow through
, i.e, a surjective homeomorphism with
. This definition is somewhat more complicated than the one for discrete expansive systems as a consequence of the fact that we ask for geometric (instead of kinematic) separation. Important examples of expansive flows are geodesic flows on compact smooth Riemannian manifolds of negative curvature.
We mention below a short list of papers concerning expansive flows:
- R. Bowen, P. Walters. On expansive one-parameter flows. J. Diff Eq. 12(1972) 180-193
- M. Brunella. Expansive flows on Seifert manifolds and on Torus bundles.Bol. Soc. Brasil. Mat. (N.S.) 24(1993),89-104
- M. Brunella. Surfaces of section for expansive flows on three-manifolds.J.Math.Soc.Japan 47(1995), 491-501
- K. Moriyasu, K. Sakai, W. Sun.
stably expansive flows. J. Differential Equations 213(2005) 352-367.
- J. Lewowicz. Lyapunov functions and Stability of Geodesic Flows. Springer Lecture Notes in Math. 1007(1981),463-480.
- M. Paternain. Expansive flows and the fundamental group. Bol.Soc.Brasil. Mat.(N.S.)24(1993), 179-199
- M. Paternain. Expansive geodesic flows on surfaces. Ergodic Theory Dynam. Systems 13(1993),153-165
- R. Ruggiero, V. Rosas. On the Pesin set of expansive geodesic flows in manifols with no conjugate points Bol.Soc. Brasil. Mat. (N.S.)34(2003), 263-274
- R. Ruggiero. The accesibility property of expansive geodesic flows without conjugate points. Ergodic Theory Dynam. Systems 28(2008), 229-244.
Non-invertible expansive maps
This section refers to continuous maps
of a compact metric
space
to itself that are not necessarily one-to-one. For those maps, a natural analogue to the notion of expansiveness is positive expansiveness.
A map
is positively expansive if
,
implies
. A simple example of such a map is
,
where
is the set of complex numbers
of modulus 1.
As in the preceding section we mention a short list of papers concerning, mainly, positively expansive maps.
- E.Coven and W. Reddy. Positively expansive maps on compact manifolds. Lecture notes in Math 819, Springer Verlag, 1980, 96-110
- K. Hiraide. Positively expansive open maps of Peano spaces, Topology and its Appl. 37 (1990), 213-220
- K. Hiraide. Nonexistence of positively expansive maps on compact connected manifolds with boundary, Proc. Amer. Math.Soc. 110 (1990), 565-568
- M.Nasu. Endomorphisms of Expansive systems on compact metric spaces and the pseudo-orbit tracing property. Trans. of the Am. Math Soc. 352(2000),10, 4731-4757
- W. Reddy. Expanding maps on compact metric spaces. Toplogy and its Appl. 13 (1982) 327-334
- D. Richeson and J. Wiseman. Positively expansive dynamical systems. Topology and its Appl. 154(3), (2007), 604-613
- M.Shub. Endomorphisms of compact differentiable manifolds. Amer. J. Math 91 (1969), 175-199.
References
[ABP] A. Artigue, J. Brum, R. Potrie. Local product structure for expansive homeomorphisms. Toplogy and its Applications, (2008) (To appear).
[B] J.L. Borges. Tigres azules. Obras Completas (3). Emece Editores (1989), 381-388
[FLP}] A. Fathi, F. Laudenbach, V. Poenaru. Travaux de Thurston sur les surfaces. Asterisque (1979)66-67
[F] J. Franks. Anosov Diffeomorphisms.Proceedings of the Symposyum in pure mthematics. 14(1970), 61-94
[F,R}] J. Franks, C. Robinson. A quasi-Anosov diffeomorphism that is not Anosov. Trans. Am. Math.Soc. 283(1976), 267-278.
[H] M. Handel. Global Shadowing of pseudo-Anosov diffeomorphisms. Ergodic Theory Dynam. Systems 5(1985)373.377
[Hi] K. Hiraide. Expansive diffeomorphisms of surfaces are pseudo-Anosov. OsakaJ. Math.27(1990), 117-162.
[K] A. Katok. Lyapunov exponents, entropy and periodic orbits of diffeomorphisms. Publ. Marh. IHES 51 (1980).
[L1] J. Lewowicz. Lyapunov functions and Toplogical Stability. Journal of Diff. Equations. 38(1980) 192-209.
[L2] J. Lewowicz. Persistence in expansive systems. Ergodic Theory Dynam. Systems 3(1983), 567-578.
[L3] J. Lewowicz. Expansive Homeomorphisms of surfaces.Bol. Soc. Bras. Math. 20(1989), 113-133.
[Ma] R. Mañe. Expansive Diffeomorphisms.Lecture Notes in Math.468 (1975), 162-174
[Mu] J. Munkres. Obstructions to the smoothing of piece-wise differentiable homeomorphisms. Ann. of Math. 72(3)(1960), 521-554
[T] W. Thurston. On the geometry and dynamics of diffeomorphisms of surfaces. Bull. Am. Math. Soc. 19 (1988), 417-431
[U] W. Utz. Unstable homeomorphisms. Proc. Am. Math. Soc. 1(1950), 769-774
[V1] J. Vieitez.Three Dimensional expansive homeomorphisms. Pitman Research Notes in Math.285(1993),299-323.
[V2] J. Vieitez. Expansive homeomorphisms and hyperbolic diffeomorphisms on three manifolds. Ergodic Theory Dynam. Systems 16(1996), 591-622.
[W1] P. Walters. Anosov diffeomorphisms are topologically stable.Topology 9(1970), 71-78
[W2] P. Walters. On the pseudo-orbit tracing property and its relation to stability. Lecture Notes in Math. 668 (1978), 231-244.
Internal references
- John W. Milnor (2006) Attractor. Scholarpedia, 1(11):1815.
- Yuri A. Kuznetsov (2007) Conjugate maps. Scholarpedia, 2(12):5420.
- James Meiss (2007) Dynamical systems. Scholarpedia, 2(2):1629.
- Eugene M. Izhikevich (2007) Equilibrium. Scholarpedia, 2(10):2014.
- Boris Hasselblatt and Yakov Pesin (2008) Hyperbolic dynamics. Scholarpedia, 3(6):2208.
- Philip Holmes and Eric T. Shea-Brown (2006) Stability. Scholarpedia, 1(10):1838.
Internal Reference
[M] J. Milnor. Attractor. Scholarpedia 1(11):1815 (2006),1-9.
Recommended reading
- A. Katok, B. Hasselblatt. Introduction to the Modern theory of Dynamical Systems. Encyclopedia of Mathematics and its Applications, 54. Cambridge University Press, Cambridge, 1995. ISBN: 0-521-34187-6
- J. Milnor. Dynamical Lectures. (These are not finished notes)
See also
| Jorge Lewowicz, Marcelo Cerminara (2008) Expansive systems. Scholarpedia, 3(12):2927, (go to the first approved version) Created: 17 January 2007, reviewed: 30 November 2008, accepted: 1 December 2008 |
| Invited by: | Prof. James Meiss, Applied Mathematics University of Colorado |
| Action editor: | Prof. James Meiss, Applied Mathematics University of Colorado |



and the
very close to
is not shadowed by an 