Matrix Cocycles Research Articles

Non-Lyapunov annealed decay for 1d Anderson eigenfunctions

In Exact dynamical decay rate for the almost Mathieu operator by Jitomirskaya et al. [Math. Res. Lett. 27(3), 789–808 (2020)], the authors analysed the dynamical decay in expectation for the supercritical almost-Mathieu operator in function of the coupling parameter, showing that it is equal to the Lyapunov exponent of its transfer matrix cocycle, and asked whether the same is true for the 1d Anderson model. We show that this is never true for bounded potentials when the disorder parameter is sufficiently large.

Uniqueness of ergodic optimization of top Lyapunov exponent for typical matrix cocycles

In this article, we consider the ergodic optimization of the top Lyapunov exponent. We prove that there is a unique maximising measure of top Lyapunov exponent for typical matrix cocyles. By using the results we obtain, we prove that in any nonuniquely ergodic minimal dynamical system, the Lyapunov-irregular points are typical for typical matrix cocyles.

Almost everywhere balanced sequences of complexity 2n + 1

We study ternary sequences associated with a multidimensional continued fraction algorithm introduced by the first author. The algorithm is defined by two matrices and we show that it is measurably isomorphic to the shift on the set $\{1,2\}^\mathbb{N}$ of directive sequences. For a given set $\mathcal{C}$ of two substitutions, we show that there exists a $\mathcal{C}$-adic sequence for every vector of letter frequencies or, equivalently, for every directive sequence. We show that their factor complexity is at most $2n+1$ and is $2n+1$ if and only if the letter frequencies are rationally independent if and only if the $\mathcal{C}$-adic representation is primitive. It turns out that in this case, the sequences are dendric. We also prove that $\mu$-almost every $\mathcal{C}$-adic sequence is balanced, where $\mu$ is any shift-invariant ergodic Borel probability measure on $\{1,2\}^\mathbb{N}$ giving a positive measure to the cylinder $[12121212]$. We also prove that the second Lyapunov exponent of the matrix cocycle associated with the measure $\mu$ is negative.

Variational Principle for Nonhyperbolic Ergodic Measures: Skew Products and Elliptic Cocycles

For a large class of transitive non-hyperbolic systems, we construct nonhyperbolic ergodic measures with entropy arbitrarily close to its maximal possible value. The systems we consider are partially hyperbolic with one-dimensional central direction for which there are positive entropy ergodic measures whose central Lyapunov exponent is negative, zero, or positive. We construct ergodic measures with zero central Lyapunov exponent whose entropy is positive and arbitrarily close to the topological entropy of the set of points with central Lyapunov exponent zero. This provides a restricted variational principle for nonhyperbolic (zero exponent) ergodic measures. The result is applied to the setting of \(\mathrm {SL}(2,\mathbb {R})\) matrix cocycles and provides a counterpart to Furstenberg’s classical result: for an open and dense subset of elliptic \(\mathrm {SL}(2,\mathbb {R})\) cocycles we construct ergodic measures with upper Lyapunov exponent zero and with metric entropy arbitrarily close to the topological entropy of the set of infinite matrix products with subexponential growth of the norm.

Lyapunov Spectrum Properties and Continuity of the Lower Joint Spectral Radius

In this paper we study ergodic optimization and multifractal behavior of Lyapunov exponents for matrix cocycles. We show that the restricted variational principle holds for generic cocycles [in the sense of (Bonatti and Viana in Ergod Theory Dyn Syst 24(5):1295–1330, 2004)] over mixing subshifts of finite type. We also show that the Lyapunov spectrum is equal to the closure of the set where the entropy spectrum is positive for such cocycles. Moreover, we show the continuity of the entropy spectrum at boundary of Lyapunov spectrum in the sense that h_{top}(E(alpha _{t})) rightarrow h_{top}(E(beta ({mathcal {A}})), where E(alpha )={xin X: lim _{nrightarrow infty }frac{1}{n}log Vert {mathcal {A}}^{n}(x)Vert =alpha }, for such cocycles. We prove the continuity of the lower joint spectral radius for linear cocycles under the assumption that linear cocycles satisfy a cone condition.

Systematic calculation of finite-time mixed singular vectors and characterization of error growth for persistent coherent atmospheric disturbances over Eurasia.

Singular vectors (SVs) have long been employed in the initialization of ensemble numerical weather prediction (NWP) in order to capture the structural organization and growth rates of those perturbations or "errors" associated with initial condition errors and instability processes of the large scale flow. Due to their (super) exponential growth rates and spatial scales, initial SVs are typically combined empirically with evolved SVs in order to generate forecast perturbations whose structures and growth rates are tuned for specified lead-times. Here, we present a systematic approach to generating finite time or "mixed" SVs (MSVs) based on a method for the calculation of covariant Lyapunov vectors and appropriate choices of the matrix cocycle. We first derive a data-driven reduced-order model to characterize persistent geopotential height anomalies over Europe and Western Asia (Eurasia) over the period 1979-present from the National Centers for Environmental Prediction v1 reanalysis. We then characterize and compare the MSVs and SVs of each persistent state over Eurasia for particular lead-times from a day to over a week. Finally, we compare the spatiotemporal properties of SVs and MSVs in an examination of the dynamics of the 2010 Russian heatwave. We show that MSVs provide a systematic approach to generate initial forecast perturbations projected onto relevant expanding directions in phase space for typical NWP forecast lead-times.

Continuity of sub-additive topological pressure with matrix cocycles * *The first author is partially supported by NSFC (11901305), the second author is partially supported by NSFC (11771317, 11790274), the third author is partially supported by NSFC (11871361, 11790274) and Qinglan project from Jiangsu Province.

Let A = {A 1, A 2, …, A k } be a finite collection of contracting affine maps, the corresponding pressure function P(A, s) plays the fundamental role in the study of dimension of self-affine sets. The zero of the pressure function always give the upper bound of the dimension of a self-affine set, and is exactly the dimension of ‘typical’ self-affine sets. In this paper, we consider an expanding base dynamical system, and establish the continuity of the pressure with the singular value function of a Hölder continuous matrix cocycle. This extends Feng and Shmerkin’s result in (Feng and Shmerkin 2014 Geom. Funct. Anal. 24 1101–1128) to a general setting.

The K-property for subadditive equilibrium states

ABSTRACT By generalizing Ledrappier's criterion [Mesures d'èquilibre d'entropie complètement positive, in Systèmes dynamiques II – Varsovie, number 50 in Astérisque, Société mathématique de France, 1977, pp. 251–272] for the K-property of equilibrium states, we extend the criterion to subadditive potentials. In particular, supposing that the unique equilibrium state for a subadditive potential with quasi-multiplicativity and bounded distortion is totally ergodic, we show that it has the K-property. We apply this result to subadditive potentials arising from certain classes of matrix cocycles; for the norm potentials of irreducible locally constant cocycles and the singular value potentials of typical cocycles, we show that their unique equilibrium states have the K-property. This partly generalizes the work of Morris [Ergodic properties of matrix equilibrium states, Ergodic Theory Dyn. Syst. 38(6), 2018, pp. 2295-2320] on irreducible locally constant cocycles and their subadditive equilibrium states.

Domination, almost additivity, and thermodynamic formalism for planar matrix cocycles

In topics such as the thermodynamic formalism of linear cocycles, the dimension theory of self-affine sets, and the theory of random matrix products, it has often been found useful to assume positivity of the matrix entries in order to simplify or make feasible certain types of calculation. It is natural to ask how positivity may be relaxed or generalised in a way which enables similar calculations to be made in more general contexts. On the one hand one may generalise by considering almost additive or asymptotically additive potentials which mimic the properties enjoyed by the logarithm of the norm of a positive matrix cocycle; on the other hand one may consider matrix cocycles which are dominated, a condition which includes positive matrix cocycles but is more general. In this article we explore the relationship between almost additivity and domination for planar cocycles. We show in particular that a locally constant linear cocycle in the plane is almost additive if and only if it is either conjugate to a cocycle of isometries, or satisfies a property slightly weaker than domination which is introduced in this paper. Applications to matrix thermodynamic formalism are presented.

Zero temperature limits of equilibrium states for subadditive potentials and approximation of maximal Lyapunov exponent

In this paper we study ergodic optimization problems for subadditive sequences of functions on a topological dynamical system. We prove that for $t\rightarrow \infty$ any accumulation point of a family of equilibrium states is a maximizing measure. We show that the Lyapunov exponent and entropy of equilibrium states converge in the limit $t\rightarrow \infty$ to the maximum Lyapunov exponent and entropy of maximizing measures. In the particular case of matrix cocycles we prove that the maximal Lyapunov exponent can be approximated by Lyapunov exponents of periodic trajectories under certain assumptions.

Fourier Transform of Rauzy Fractals and Point Spectrum of 1D Pisot Inflation Tilings

Primitive inflation tilings of the real line with finitely many tiles of natural length and a Pisot-Vijayaraghavan unit as inflation factor are considered. We present an approach to the pure point part of their diffraction spectrum on the basis of a Fourier matrix cocycle in internal space. This cocycle leads to a transfer matrix equation and thus to a closed expression of matrix Riesz product type for the Fourier transforms of the windows for the covering model sets. In general, these windows are complicated Rauzy fractals and thus difficult to handle. Equivalently, this approach permits a construction of the (always continuously representable) eigenfunctions for the translation dynamical system induced by the inflation rule. We review and further develop the underlying theory, and illustrate it with the family of Pisa substitutions, with special emphasis on the classic Tribonacci case.

Diffraction of a model set with complex windows

The well-known plastic number substitution gives rise to a ternary inflation tiling of the real line whose inflation factor is the smallest Pisot-Vijayaraghavan number. The corresponding dynamical system has pure point spectrum, and the associated control point sets can be described as regular model sets whose windows in two-dimensional internal space are Rauzy fractals with a complicated structure. Here, we calculate the resulting pure point diffraction measure via a Fourier matrix cocycle, which admits a closed formula for the Fourier transform of the Rauzy fractals.

Renormalisation of Pair Correlation Measures for Primitive Inflation Rules and Absence of Absolutely Continuous Diffraction

The pair correlations of primitive inflation rules are analysed via their exact renormalisation relations. We introduce the inflation displacement algebra that is generated by the Fourier matrix of the inflation and deduce various consequences of its structure. Moreover, we derive a sufficient criterion for the absence of absolutely continuous diffraction components, as well as a necessary criterion for its presence. This is achieved via estimates for the Lyapunov exponents of the Fourier matrix cocycle of the inflation rule. We also discuss some consequences for the spectral measures of such systems. While we develop the theory first for the classic setting in one dimension, we also present its extension to primitive inflation rules in higher dimensions with finitely many prototiles up to translations.

Entropy Spectrum of Lyapunov Exponents for Nonhyperbolic Step Skew-Products and Elliptic Cocycles

We study the fiber Lyapunov exponents of step skew-product maps over a complete shift of N, $${N\ge2}$$ , symbols and with C1 diffeomorphisms of the circle as fiber maps. The systems we study are transitive and genuinely nonhyperbolic, exhibiting simultaneously ergodic measures with positive, negative, and zero exponents. Examples of such systems arise from the projective action of $${2\times 2}$$ matrix cocycles and our results apply to an open and dense subset of elliptic $${\mathrm{SL}(2,\mathbb{R})}$$ cocycles. We derive a multifractal analysis for the topological entropy of the level sets of Lyapunov exponent. The results are formulated in terms of Legendre–Fenchel transforms of restricted variational pressures, considering hyperbolic ergodic measures only, as well as in terms of restricted variational principles of entropies of ergodic measures with a given exponent. We show that the entropy of the level sets is a continuous function of the Lyapunov exponent. The level set of the zero exponent has positive, but not maximal, topological entropy. Under the additional assumption of proximality, as for example for skew-products arising from certain matrix cocycles, there exist two unique ergodic measures of maximal entropy, one with negative and one with positive fiber Lyapunov exponent.

Livšic theorem for matrix cocycles over nonuniformly hyperbolic systems

We prove a nonuniformly hyperbolic version of the Livšic-type theorem, with cocycles taking values in [Formula: see text]. To be more precise, let [Formula: see text] Diff[Formula: see text] preserving an ergodic hyperbolic measure [Formula: see text], and [Formula: see text] be Hölder continuous satisfying [Formula: see text] for each periodic point [Formula: see text], then there exists a measurable function [Formula: see text] satisfying [Formula: see text] for [Formula: see text]-almost every [Formula: see text].

A Livšic Theorem for Matrix Cocycles Over Non-uniformly Hyperbolic Systems

We prove a Liv\v{s}ic-type theorem for H\"older continuous and matrix-valued cocycles over non-uniformly hyperbolic systems. More precisely, we prove that whenever $(f,\mu)$ is a non-uniformly hyperbolic system and $A:M \to GL(d,\mathbb{R}) $ is an $\alpha$-H\"{o}lder continuous map satisfying $ A(f^{n-1}(p))\ldots A(p)=\text{Id}$ for every $p\in \text{Fix}(f^n)$ and $n\in \mathbb{N}$, there exists a measurable map $P:M\to GL(d,\mathbb{R})$ satisfying $A(x)=P(f(x))P(x)^{-1}$ for $\mu$-almost every $x\in M$. Moreover, we prove that whenever the measure $\mu$ has local product structure the transfer map $P$ is $\alpha$-H\"{o}lder continuous in sets with arbitrary large measure.

Rigidity of equality of Lyapunov exponents for geodesic flows

We study the relationship between the Lyapunov exponents of the geodesic flow of a closed negatively curved manifold and the geometry of the manifold. We show that if each periodic orbit of the geodesic flow has exactly one Lyapunov exponent on the unstable bundle then the manifold has constant negative curvature. We also show under a curvature pinching condition that equality of all Lyapunov exponents with respect to volume on the unstable bundle also implies that the manifold has constant negative curvature. We then study the degree to which one can emulate these rigidity theorems for the hyperbolic spaces of nonconstant negative curvature when the Lyapunov exponents with respect to volume match those of the appropriate symmetric space and obtain rigidity results under additional technical assumptions. The proofs use new results from hyperbolic dynamics including the nonlinear invariance principle of Avila and Viana and the approximation of Lyapunov exponents of invariant measures by Lyapunov exponents associated to periodic orbits which was developed by Kalinin in his proof of the Livsic theorem for matrix cocycles. We also employ rigidity results of Capogna and Pansu on quasiconformal mappings of certain nilpotent Lie groups.

A note on circle maps driven by strongly expanding endomorphisms on

ABSTRACTWe investigate the dynamics of a class of smooth maps of the two-torus of the form T(x, y) = (Nx, fx(y)), where is a monotone family (in x) of orientation preserving circle diffeomorphisms and is large. For our class of maps, we show that the dynamics essentially is the same as that of the projective action of non-uniformly hyperbolic -cocycles. This generalizes a result by L.S. Young [6] to maps T outside the (projective) matrix cocycle case.

Quantitative Pesin theory for Anosov diffeomorphisms and flows

Pesin sets are measurable sets along which the behavior of a matrix cocycle above a measure-preserving dynamical system is explicitly controlled. In uniformly hyperbolic dynamics, we study how often points return to Pesin sets under suitable conditions on the cocycle: if it is locally constant, or if it admits invariant holonomies and is pinching and twisting, we show that the measure of points that do not return a linear number of times to Pesin sets is exponentially small. We discuss applications to the exponential mixing of contact Anosov flows and consider counterexamples illustrating the necessity of suitable conditions on the cocycle.

Lyapunov-maximizing measures for pairs of weighted shift operators

Motivated by recent investigations of ergodic optimization for matrix cocycles, we study the measures of the maximum top Lyapunov exponent for pairs of bounded weighted shift operators on a separable Hilbert space. We prove that, for generic pairs of weighted shift operators, the Lyapunov-maximizing measure is unique, and show that there exist pairs of operators whose unique Lyapunov-maximizing measure takes any prescribed value less than $\log 2$ for its metric entropy. We also show that, in contrast to the matrix case, the Lyapunov-maximizing measures of pairs of bounded operators are, in general, not characterized by their supports: we construct explicitly a pair of operators and a pair of ergodic measures on the 2-shift with identical supports, such that one of the two measures is Lyapunov-maximizing for the pair of operators and the other measure is not. Our proofs make use of the Ornstein $\overline{d}$-metric to estimate differences in the top Lyapunov exponent of a pair of weighted shift operators as the underlying measure is varied.