overview
1 2008-08-28 Description
| Course: | MATH 665, 2008 Fall |
|---|---|
| Title: | Dynamical Systems and Ergodic Theory |
| Instructor: | N Haydn |
| Where: | DRB265 |
| When: | 2008 Fall. Mondays 3--5pm & Fridays 10--11am, Starting 29th Aug. |
| SVN repository: | doc/math665 |
The course will focus on the measure theoretic and statistical properties of dynamical systems. We begin with the Poincare recurrence theorem and the Birkhoff ergodic theorem (which relates spatial averages to time averages) and some of their applications (including Borel’s theorem on normal numbers). We then look more carefully at the ergodic properties of invariant measures. The set of invariant measures is convex and its extremal points are ergodic measures. Then we will introduce the metric entropy (Kolmogorov entropy) as an average density of the information content of a coding and prove the equivalence to the Shannon entropy (Shannon-McMillan-Breiman theorem). Next we consider invariant measures whose densities are governed by the presence of a potential function. This allows us to introduce the pressure function and prove existence and uniqueness of the associated equilibrium states using thermodynamic formalism which includes the transfer operator which was originally introduced by Ising at the beginning of the 20th century. Its spectral properties allows to deduce statistical properties of a dynamical system and obtain the decay rate of correlation functions. We conclude the course with the dynamical zeta function, its analytic properties and an application similar to the prime number theorem which allows to find the limiting behaviour of the length spectrum of closed orbits. The theoretical aspects will be highlighted by examples and in particular their application to symbolic systems where they have a strong connection to coding theory.
1.1 Short Abstract
Most of the course will focus on the measure theoretic and statistical properties of dynamical systems. we begin with the birkhoff ergodic theorem which compares spatial averages to time averages and then move on to discuss metric entropy and the pressure function. We then introduce the thermodynamic formalism to discuss equilibrium states and the decay of correlations. The theoretical aspects will be highlighted by examples and in particular their application to symbolic systems where they have a strong connection to coding theory.
1.2 Books & Links
- An Introduction to Ergodic Theory, Peter Walters, 1982: http://books.google.com/books?id=eCoufOp7ONMC
- Equilibrium States in Ergodic Theory, Gerhard Keller, 1998: http://books.google.com/books?id=GRxmeTUXVbkC
- JR Brown, Ergodic theory and topological dynamics, Pure and Applied Mathematics, No. 70, Academic Press [Harcourt Brace Jovanovich Publishers], New York, 1976
- KE Petersen, Ergodic Theory, 1983
- springer 1975, Markov Partitions
- D Rudoff, Hamell
- Mariusz Urbanski, Department of Mathematics, University of North Texas: http://www.math.unt.edu/~urbanski/. Ergodic Theory and Dynamical Systems, F Przyticki and M Urbanski is free through this site.
1.3 Grading Policy
Problems will be assigned which will be collected and graded. This accounts for 67% of the grade; 33% is class participation.
1.4 Course Outline
- Poincare Recurrence Theorem
- Birkhoff Ergodic Theorem
- ergodic measures
- Borel's theorem on normal numbers
- decomposition of invariant measures
- measure theoretic entropy
- Pressure, topological entropy
- variational principle
- equilibrium states, measures of maximal entropy
- transfer operator
- Ruelle's perron Frobenius theorem
- decay of correlation
- dynamical Zeta function
- suspended flows