Siegel disks
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Author: Prof. Xavier Buff, Laboratoire E. Picard, Université Paul Sabatier
Author: Dr. Arnaud Chéritat, Laboratoire E. Picard, Université Paul Sabatier
Author: Dr. Lasse Rempe, Department of Mathematical Sciences, University of Liverpool
Dr. Xavier Buff accepted the invitation on 24 November 2007 (self-imposed deadline: 24 May 2008).
Dr. Arnaud Chéritat accepted the invitation on 24 November 2007 (self-imposed deadline: 9 July 2008).
Dr. Lasse Rempe accepted the invitation on
Work In Progess
A Siegel disk of a discrete holomorphic one-variable dynamical system is a maximal domain in which the system is conjugate to an irrational rotation on a disk.
Example: Consider the map
from
to
, where
is the complex number with modulus one and argument
and
denotes the golden mean. It has a Siegel disk, shown in Figure 1. This particular example is known to be bounded by a fractal Jordan curve, whose Hausdorff dimension lies strictly between 1 and 2.
Problems regarding the existence and structure of Siegel disks appear to be among the most subtle in holomorphic dynamics. There has been consistent and at times spectacular progress in their study over time, but a number of important problems remain unsolved. Some of the key questions in the study of Siegel disks are:
- When do Siegel disks exist?
- What happens at the boundary of a Siegel disk? What is the topology of this boundary?
- What is the geometry of a Siegel disk?
Contents |
The linearization problem
The question of the existence of Siegel disks is a subset of the linearization problem and closely related to small divisors. A short overview of these topics is given here, but for more detail the reader should refer to the separate subpage on linearization.
Setting and terminology
A discrete dynamical system is modeled by
where
represents the state at time
.
A change of variables (or change of coordinates, or conjugacy) consists in looking at
instead of
. Then
for some other map
that can be explicitly computed interms of
and
:
. For a well chosen change of variables, this new map may be easier to iterate. Mathematicians say that
conjugates
to
.
Statement of the linearization problem and first properties
A fixed point is a periodic point of period one, i.e. a point
such that
.
If
is differentiable, it is well approximated by its linear part, i.e. its differential at
.
Linear maps are easy to iterate, and the linearization problem is the question whether or not a change of variable can be found for which f is conjugated its linear part.
This encyclopedia entry focuses on holomorphic dynamical systems in one variable. For instance
from
to
, where
is any given parameter.
Equivalence of topological and holomorphic linearizability. For holomorphic maps in one variable, it turns out that linearizability by a continuous conjugacy implies linearizability by a holomorphic conjugacy.
The multiplier and irrationally indifferent fixed points.
If
is a holomorphic map and
is a fixed point, then the multiplier is the complex number
. The multiplier is invariant under holomorphic conjugacy. The linear part of
at the fixed point is the map
. If
, then
is an indifferent fixed point and the linear part of
is a rotation. Write
for some
. The number
is called the rotation number. If
, then
is called irrationally indifferent.
Brjuno's arithmetic condition
Brjuno's condition is an arithmetical condition that plays an important role in the question of when a holomorphic map
is linearizable near an irrationally indifferent fixed point. To state this condition, let
be an irrational real number:
. Also let
be the sequence of continued fraction convergents of
. (For background on continued fraction expansions, see Linearization.)
Definition. The number
is said to satisfy Brjuno's condition (also called the Brjuno-Rüssmann condition) whenever
.
It can be checked that all Diophantine numbers satisfy Brjuno's condition.
Theorem. let
be irrational.
- If
satisfies Bjruno's condition, then all fixed points with multiplier
are linearizable.
- If
does not, then there exists maps with a non linearizable fixed point with multiplier
.
The first part of the previous theorem is due to Brjuno and Rüssmann. Yoccoz later proved the second part, and also gave an independent proof of the first.
In general, a fixed point with any non-Brjuno rotation number
may be linearizable. Indeed, the rotation
is linearizable by definition; the same is true for any map obtained from this rotation by a local holomorphic change of variable. However, when one restricts the class of functions under consideration, more can be said. Indeed, Yoccoz proved the following, more precise version of his theorem that completely settles the linearization question for quadratic polynomials: (a quadratic poylnomial is a polynomial of degree two)
Theorem. If
does not satisfy Bjruno's condition, then the fixed point
of the quadratic polynomial
is not linearizable.
Following Yoccozz's proof, the necessity of Brjuno's condition for linearization was established for a large number of other families of holomorphic functions. (Compare Geyer, 2004.) On the other hand, it is still an open question whether there exist cubic polynomials with non-Brjuno Siegel disks. It is expected that this is not the case; in fact, the following has been conjectured by Douady.
Conjecture. Let
be a rational function and suppose that
is an irrationally indifferent fixed point of
whose rotation number does not satisfy Brjuno's condition. (A rational function is a quotient of two polynomials.) Then
is not linearizable near
.
Siegel disks
Now suppose that a holomorphic map
has an irrationally indifferent fixed point
, and assume that
is linearizable. Then there is a maximal connected open set
that contains
and on which
is conjugate to a rotation. This domain is called the Siegel disk of
at
. Any Siegel disk is simply connected, and thus homeomorphic to a disk.
Riemann maps are linearizers.
Let
. By Riemann's mapping or uniformization theorem, there exists a conformal isomorphism
from the Siegel disk to either
or
, sending
to 0. (A conformal isomorphism is a holomorphic bijection between two open sets; the inverse of such a map is always itself holomorphic.)
Then, the function
is a conformal automorphism of
respectively
that fixes the origin with multiplier
. Hence
In other words, the linearizing coordinate of the Siegel disk is given by the Riemann mapping.
Siegel disks are Fatou components.
Suppose that
is a polynomial, a rational map or a transcendental entire or meromorphic function. If
is any irrationally indifferent fixed point of
, then
belongs to the Fatou set if and only if it is linearizable. Then the Siegel disk around
is exactly the connected component of the Fatou set of
. These assertions date back to Fatou and Julia. (The Fatou set is defined as the largest open set on which the iterates of
are defined and form a normal family in the sense of Montel. One of the many equivalent definitions of the Julia set is as the complement of the Fatou set.)
Siegel disk boundaries
The behavior of irrational rotations, and hence of the dynamics inside a Siegel disk, is completely understood - although it is more interesting than one might at first think. However, things are different with Siegel disk boundaries.
What does such a boundary look like? Where is it? To quote Zakeri's survey (Zakeri, 2002): "What prevents [the Siegel disk] from going further"? Even today, only partial answers are known: many questions remain open.
Siegel disk boundaries are not analytic curves.
The boundary of a Siegel disk
cannot be an analytic closed curve contained in the domain of definition of
, otherwise the linearizing coordinate could be extended beyond
by Schwarz's reflection principle. In other words, there are two cases:
-
Either the Siegel disk goes to infinity or touches the boundary of the domain of definition of
. Its boundary may or may not be an analytic curve.
Or its boundary is contained in the the domain of definition of
. Then it can be shown it will be analytic nowhere.
For polynomials and rational maps of degree at least two, and for transcendental entire and meromorphic maps, Siegel disk boundaries are always nowhere analytic.
Topology of Siegel disk boundaries
The word topology here refers to a classification of objects up to homeomorphism.
Bounded Siegel disks.
Definition. A Siegel disk
of
is called bounded if it is contained in a compact subset of the domain of definition of
. Otherwise, the Siegel disk is called unbounded.
Note that the domain of definition of a polynomial or a rational function is the entire Riemann sphere. Hence every Siegel disk of such a map is bounded. The following theorem gives a dichotomy for the structure of the boundary of a bounded Siegel disk. Recall that an indecomposable continuum is a compact connected metric space that cannot be written as the union of two closed connected proper subspaces.
Theorem. (J.T. Rogers, 1992) Let
denote the boundary of a bounded Siegel disk
. Then either
-
B is tame: the conformal map from
to the unit disk has a continuous extension to B.
B is wild: it is an indecomposable continuum.
(In this statement, the words "wild" and "tame" are to be taken as adjectives, not as terminology. They are not used in the same context in Rogers's article. Note also that the definition of tame above is not to be mistaken with the following, which turns out to be equivalent to local connectivity of the boundary of
by a theorem of Caratheodory: the conformal map from the unit disk to
has a continuous extension to the boundary of the unit disk.)
A typical example of a boundary in the first case of Rogers's theorem would be any Jordan curve. (A Jordan curve is a subset of the plane homeomorphic to a circle.) A typical example of the second case would be a pseudocircle (caution: several unrelated mathematical objects share this name). Rogers's theorem applies in fact in a more general setting; refer to his article for details.
Lemma. If the boundary
of a bounded Siegel disk is locally connected, then it is a Jordan curve. (All Jordan curves are locally connected.) Moreover, the conjugacy to a rotation extends to the boundary to a homeomorphism that still conjugates the map and the rotation.
Currently, there is no known example of a bounded Siegel disk whose boundary is not a Jordan curve. So it is conceivable that every bounded Siegel disk is bounded by a Jordan curve. If the rotation number is of bounded type, then it is known in many cases that
is a Jordan curve (in fact, even a quasicircle). For Siegel disks of polynomials this was proved by Zakeri in degree 3, by Shishikura in any degree; also for rational maps with two critical points by Zhang. These results have also been generalized to certain families of entire transcendental functions; compare Geyer, Zakeri and Zhang. However, as explained below, there are also entire functions with bounded-type Siegel disks that are unbounded and whose boundary is emphatically not a Jordan curve.
Unbounded Siegel disks. As already mentioned, polynomials and rational maps do not have unbounded Siegel disks. An unbounded Siegel disk may be created from any function with a linearizable fixed point by arbitrarily restricting the domain of definition, but more interesting examples arise from the study of transcendental entire or meromorphic functions. The possible structures of the boundaries of such unbounded Siegel disks appear to be much more difficult to understand than in the bounded case.
The exponential map well illustrates the topological complications of the unbounded case: let
,
where
is the golden mean. This function fixes the origin with multiplier
. Its Siegel disk
is shown in Figure 3.
It was conjectured by Baker that infinity is accessible from
; that is, there exists a curve
in the Siegel disk that tends to infinity in one direction. Computer experiments certainly seems to suggest that this is the case, but the question is still open. In what follows, let us suppose that Baker's conjecture is indeed true. Then any iterated preimage of the curve
will also be a curve to infinity, so the Siegel disk is in fact unbounded "in infinitely many directions". (See Figure 4, and compare Baker and Dominguez, 1999.)
It follows easily that (assuming Baker's conjecture) the boundary
of
satisfies neither of the two alternatives from Rogers's theorem for bounded Siegel disks.
It also seems plausible that
is accessible from the the Julia set. More precisely, it is believed that there is an injective curve
such that
and such that every point of
converges to infinity under iteration of
. Compare Figure 5.
If this is true in addition to Baker's conjecture, then the following statement about the boundary can be made:
is not itself indecomposable, but contains uncountably many indecomposable continua, all pairwise disjoint except for the point at infinity. (See Rempe, 2007.) This illustrates the expected topological complexity of unbounded Siegel disks of entire functions.
Obstructions
We now turn to the question of what happens at the boundary of a Siegel disk
that prevents it from extending further.
-
A Siegel disk which is not compactly contained in the domain of definition cannot be extended.
A Siegel disk cannot contain critical points, periodic points besides its center.
Iterating
, it follows that the Siegel disk cannot contain any preimage of a critical point, of a periodic point (except its center), or any point that eventually gets mapped out of
. For a global map (a rational map or a transcendental entire or meromorphic map) The boundary of the Siegel disk is contained in the Julia set and thus every point on the boundary is accumulated by preimages of any point (with a few exceptions, like infinity for a polynomial; see Milnor, 1999, exceptional points).
Knowing this, many questions arise:
- Given a Siegel disk, does its boundary contain a critical point? A periodic point? Is it unbounded?
- Are there periodic points whose orbit stay close the the boundary?
- Can one identify other kinds of obstructions?
The situation is quite complicated and there are lots of results. Below, the reader will find a few examples. This topic is treated in more detail in the subpage on /Obstructions.
Critical points on the boundary. For instance
Theorem: Let
be a Brjuno number,
and
be its Siegel disk.
- (Ghys, Herman) There exist
such that
has no critical point in its boundary.
(Douady, Ghys, Herman, Świątek) There exist
such that
has a critical point in its boundary.
In both examples, the Siegel disk is a Jordan curve (even better: it is a quasicircle).
-
(Petersen, Zakeri) For almost all
, the boundary of the Siegel disk of
is a Jordan curve, equal to the closure of the orbit of the critical point.
For a general map
, Graczyk and Świątek (2003) have shown that any bounded Siegel disk whose rotation number is of bounded type must contain a critical point on its boundary.
Informally, most bounded Siegel disks contain a critical point on their boundaries. See /Obstructions for more detail.
Siegel disks and singular values of entire functions. If
is a transcendental entire functions, then the set
of singular values is a generalization of the set of critical values of a polynomial, and plays a similar role in dynamics. See /Obstructions for more detail. Consider the exponential map
This function fixes the origin with multiplier
and has only one singular value, namely the omitted value
.
Theorem: (Rempe, 2004; Buff and Fagella) If the Siegel disk of an exponential map
is unbounded, then
belong to its boundary.
Boundaries of Siegel disks and the postcritical/postsingular set. For globally defined functions the boundary of the Siegel disk is always closely related to the behavior of singular values. Let the postsingular set of
be the closure of the union of the orbits of all singular values. For a polynomial or a rational map, the singular set is the set of critical values and the postsingular set is also called the postcritical set.
The following theorem is due to Fatou (although he did not state it for transcendental functions).
Theorem: Let
be a rational map or a transcendental entire or meromorphic function, and suppose that
has a Siegel disk. Then its boundary is contained in the postsingular set of
.
For rational functions, Mañe has made this statement more precise. See the subpage on /Obstructions.
Periodic points. Periodic points on the boundary seem less likely to exist:
Theorem: (Rogers) If the boundary
of a Siegel disk of a polynomial of degree
contains a periodic point, then
is an indecomposable continuum.
There is no polynomial for which it is known to occur, as mentionned in the section on bounded Siegel disks. Despite this, periodic points still seem to be closely related to dynamical obstruction. Indeed, if
is a rational (or transcendental entire/meromorphic) function,
is contained in the Julia set of
, which equals the closure of the set of repelling periodic points of
.
Small cycles. Yoccoz has shown that for quadratic polynomials, in the non-linearizable case, there are small cycles: cycles of arbitrarily high period completely contained in arbitrarily small neighborhoods of the fixed point. Does this adapt to other families? To Siegel disks? These questions are far from being settled. In the non-polynomial case, Perez-Marco has constructed examples of non-linearizable fixed points, and of Siegel disks, without small cycles.
Hausdorff dimension
Regarding the geometry of Siegel disk boundaries, there is for instance the following result:
Theorem. (Graczyk and Jones, 2002) If
is a bounded Siegel disk of a holomorphic function
whose boundary is a quasicircle and contains at least one critical point, then the rotation number of
is of bounded type, and the Hausdorff dimension of its boundary is strictly greater than one (and at most two).
On the other hand, Perez-Marco (unpublished) has constructed a bounded Siegel disk whose boundary has Hausdorff dimension equal to two. He also provided the first examples where the Hausdorff dimension is one (see the next section).
Smooth Siegel disks
If the boundary
of a Siegel disk is a Jordan curve containing a critical point, then this curve cannot be differentiable. However, when there is no critical point, then there is a priori no reason why
could not be smooth - and indeed such examples exist! (Here smooth means that it is parametrized by a
function whose derivative vanishes nowhere.)
The first examples of this kind were constructed by Perez-Marco (unpublished). Later, Buff and Chéritat proved that there are quadratic polynomials having Siegel disks with smooth boundaries. This, coincidentally, gives a proof of the existence of Siegel disks whose boundary does not contain the critical point, independent of that of Ghys and Herman. In fact, smooth Siegel disks appear in most families of analytic maps (Avila and Buff, unpublished).
Quadratic Siegel disks
Siegel disks of quadratic polynomials are covered in a separate subpage: /Quadratic Siegel disks. This family of maps, for which much more is known, may seem particular but in fact it has universal properties and its Siegel disks are thought to be typical.
Open problems
Here is a selection of open problems, as of 2008.
- Does there exist a map with a bounded Siegel disk whose boundary is not a Jordan curve?
- What is the exact arithmetic condition for the presence of a critical point in the boundary of the quadratic Siegel disks? Is it Herman numbers? Same question for higher degree polynomials, rational maps, entire maps, etc...
- Is the boundary of a quadratic Siegel disk approximable by cycles of the poylnomial? Same question for higher degree polynomials, rational maps, entire maps, etc...
- Is Brjuno's condition a necessary condition for linearizability of higher degree polynomial? Of rational maps? Entire maps, etc...
Beyond
Well briefly mention a few related topics.
Herman rings
A Herman ring is a maximal annulus shaped region on which a map is conjugated to a rotation. For a rational map, a Herman ring is a Fatou component. There can be no Herman ring for polynomials, because their Fatou component are simply connected (apart the comonent containing
). The theory of Herman rings has ties with that of circle maps. Shishikura has shown that Herman rings correspond very closely to Siegel disks: one can transform a map with a Siegel disk into a map with a Herman ring and vice-versa (via the technique of Holomorphic surgery).
Hedgehogs
Hedgehogs are a generalization of the Siegel disk, invented by Ricardo Perez-Marco.
For a given holomorphic map
with irrationnaly indifferent fixed point
, he proved in particular that there exists, close to
, connected subsets containing
, that are forward and backward invariant by the local branch of
. These are the hedgehogs. They form a nested family of compact sets containing
. In some sense, f behaves like a rotation on each hedgehog.
(In fact there is a hedgehog U for any open subset on which
and
are injective and extend analytically to the boundary. If moreover the boundary of U is a smooth curve then this set is unique and equal to the following set: the connected component containing the fixed point, of the closure of the set of points that never escape from the closure of U under forward and backward iteration of
.)
In the non-linearizable case, a hedgehog has a complicated shape, quite hairy. It is never locally connected. In the linearizable case a hedgehog can be either a Siegel disk, or the union of a Siegel disk and some hair. These objects are still mysterious. There is yet no computer picture of hedgehogs, but some of them probably are homeomorphic to Cantor bouquets.
Links with circle maps
After the works of Perez-Marco, the hedgehogs allow to transfer results on fixed points to results on analytic circle diffeomorphisms and conversely. However, subtle differences arise. For instance, the set of rotation numbers so that all any analytic circle diffeomorphisms with that rotation number is analytically linearizable (conjugate to a rotation by an analytic map in a neighborhood of the circle) is different from the set of rotation numbers such that any fixed point is linearizable. The first is the set of Herman numbers, a strict subset of the second which is the set of Brjuno numbers.
Several dimensions
In more than one complex variable, the differential at a fixed point is a linear endomorphism
of a dimension
vector space over
. The preferred analog to the one dimensionnal Siegel disk situation is the following:
is diagonalizable, has eigenvalues
for some real numbers
; moreover these eigenvalues are multiplicatively independent (i.e. the collection
is linearly independent over
).
Then
is equivalent to
, which are just
independent rotations. Moreover, the orbit of most point is a dense subset of a
-dimensional torus.
Almost nothing is known on Siegel disks in higher dimension. Even the correct arithmetical condition on
is not known, for which all fixed points with these rotation numbers are linearizable. There is an analog of the Brjuno condition which is sufficient (see Pöschel, 1986), but there are also examples of
not satisfying this analog, yet for which all fixed points are linearizable. Their boundaries are complete mysteries.
References
References cited here
- Geyer, L. [2004]: Linearization of saturated polynomials, Preprint.
- Graczyk, J. and Jones, P. [2002]: Dimension of the boundary of quasiconformal Siegel disks, Inventiones mathematicae Volume 148, no. 3, pp. 465-493.
- Graczyk, J. and Świątek, G. [2003]: Siegel disks with critical points in their boundaries, Duke Mathematical Journal Volume 119, no. 1, pp. 189-196.
- McMullen, C. T. [1998]: Self-similarity of Siegel disks and Hausdorff dimension of Julia sets, Acta Mathematica Volume 180, no. 2, pp. 247-292.
- Perez-Marco, R. [1997]: Fixed points and circle maps, Acta Mathematica Volume 179, no. 2, pp. 243-294.
- Pöschel, J. [1986]: On invariant manifolds of complex analytic mappings near fixed points, Expositiones Mathematicae Volume 4, pp. 97–109.
- Rogers, J.T. [1992]: Singularities in the boundaries of local Siegel disks, Ergodic Theory and Dynamical Systems Volume 12, no. 4, pp. 803-821.
- Zakeri, S. [2002]: Old and New on Quadratic Siegel Disks In "Shahyad", a volume dedicated to Siavash Shahshahani on the occasion of his 60th birthday.
Recommended reading
- Milnor, J. [1999]: Dynamics in one complex variable: Introductory lectures
- Rogers, J.T. [1998] Recent results on the boundaries of Siegel disks in "Progress in Holomorphic Dynamics", Editor: Hartje Kriete, Pitman Research Notes in Mathematics Series (387), pp. 41-49.
Work In Progess
| Invited by: | Prof. James Meiss, Applied Mathematics University of Colorado |
