Consider a random product of two symplectic matrices {A_0, A_1 \in Sp(V)} on a real symplectic vector space {V} of dimension {\textrm{dim}(V)=2d}, that is, the (symplectic) linear cocycle

\displaystyle F: \{0,1\}^{\mathbb{Z}}\times V\rightarrow \{0,1\}^{\mathbb{Z}}\times V

given by

\displaystyle F(x,v) = (\sigma(x), A_{x_0}v)

where {x=(x_n)_{n\in\mathbb{Z}}} and {\sigma(x):=(x_{n+1})_{n\in\mathbb{Z}}} is the shift map equipped with the Bernoulli measure {\mathbb{P}=(\frac{1}{2}\delta_0 + \frac{1}{2}\delta_1)^{\mathbb{Z}}}.

By Oseledets multiplicative ergodic theorem, the Lyapunov exponents of the random product of {A_0} and {A_1} (i.e., the linear cocycle {F}) are well-defined quantities {\lambda_1\geq\dots\geq\lambda_{2d}} (depending only on {A_0} and {A_1}) describing the exponential growth of the singular values of the random products

\displaystyle A_{x_{m}}\dots A_{x_0}, \quad m\in\mathbb{N}

for any {\mathbb{P}}-typical choice of {x=(x_n)_{n\in\mathbb{Z}}}.

Moreover, the fact that {A_0} and {A_1} are symplectic matrices implies that the Lyapunov exponents are symmetric with respect to the origin, i.e., {\lambda_{2d-k-1} = -\lambda_k} for each {k=1,\dots,d}. In other words, the Lyapunov exponents of the symplectic linear cocycle {F} have the form:

\displaystyle \lambda_1\geq\dots\geq\lambda_d\geq-\lambda_d\geq\dots\geq-\lambda_1

In fact, this structure of the Lyapunov exponents of a symplectic linear cocycle reflects the fact that if {\theta} is an eigenvalue of a symplectic matrix {B}, then {\theta^{-1}} is also an eigenvalue of {B}.

A natural qualitative question about Lyapunov exponents concerns their simplicity in the sense that there are no repeated numbers in the list above (i.e., {\lambda_j > \lambda_{j+1}} for all {k=1,\dots,d}).

The simplicity property for Lyapunov exponents is the subject of several papers in the literature: see, e.g., the works of Furstenberg, Goldsheid-Margulis, Guivarch-Raugi, and Avila-Viana (among many others).

Very roughly speaking, the basic philosophy behind these papers is that the simplicity property holds whenever the monoid {\mathcal{M}} generated by {A_0} and {A_1} is rich. Of course, there are several ways to formalize the meaning of the word “rich”, for example:

  • Goldsheid-Margulis and Guivarch-Raugi asked {\mathcal{M}} to be Zariski-dense in {Sp(V)};
  • Avila-Viana required {\mathcal{M}} to be
    • pinching: there exists {C\in\mathcal{M}} whose eigenvalues are all real with distinct moduli; such a {C} is called a pinching matrix;
    • twisting: there exists a pinching matrix {C\in\mathcal{M}} and a twisting matrix {D\in\mathcal{M}} with respect to {C} in the sense that {D(F)\cap F'=\{0\}} for all isotropic {C}-invariant subspaces {F} and all coisotropic {C}-invariant subspaces {F'} with {\textrm{dim}(F) + \textrm{dim}(F')=2d}.

Of course, these notions of “richness” of a monoid {\mathcal{M}} are “close” to each other, but they differ in a subtle detail: while the Zariski-density condition on {\mathcal{M}} is an algebraic requirement, the pinching and twisting condition on {\mathcal{M}} makes no reference to the algebraic structure of the linear group {Sp(V)}.

In particular, this leads us to the main point of this post:

How the Zariski-density and pinching and twisting conditions relate to each other?

The first half of this question has a positive answer: a Zariski-dense monoid {\mathcal{M}} is also pinching and twisting. Indeed:

  • (a) a modification of the arguments in this blog post here (in Spanish) permits to prove that any Zariski-dense monoid {\mathcal{M}} contains a pinching matrix {C}, and
  • (b) the twisting condition on a matrix {D} with respect to a pinching matrix {C} can be phrased in terms of the non-vanishing of certain (isotropic) minors of the matrix of {D} written in a basis of eigenvectors of {C}; thus, a Zariski-dense monoid {\mathcal{M}} contains a twisting matrix with respect to any given pinching matrix.

On the other hand, the second half of this question has a negative answer: we exhibit below a pinching and twisting monoid {\mathcal{M}} which is not Zariski dense.

Remark 1 The existence of such examples of monoids is certainly known among experts. Nevertheless, I’m recording it here because it partly “justifies” a forthcoming article joint with Artur Avila and Jean-Christophe Yoccoz in the following sense.

The celebrated paper of Avila-Viana quoted above (on Kontsevich-Zorich conjecture) shows that the so-called “Rauzy monoids” are pinching and twisting (and this is sufficient for their purposes of proving simplicity of Lyapunov exponents of the Kontsevich-Zorich cocycle for Masur-Veech measures).

On the other hand, since a pinching and twisting monoid is not necessarily Zariski dense (as we are going to see below), the results of Avila-Viana (per se) can not answer a question of Zorich (see also Remark 6.12 in Avila-Viana paper) about the Zariski density of Rauzy monoids.

In this direction, Artur, Jean-Christophe and I solve (in an article still in preparation) Zorich’s question about Zariski density of Rauzy monoids in the special case of hyperelliptic Rauzy diagrams, and the main example of this post (which will be included in our forthcoming article with Artur and Jean-Christophe) serves to indicate that the results obtained by Artur, Jean-Christophe and myself can not be deduced as “abstract consequences” of the arguments in Avila-Viana paper.

Remark 2 The main example of this post also shows that (a version of) Prasad-Rapinchuk’s criterion for Zariski density (cf. Theorem 9.10 of Prasad-Rapinchuk paper or Theorem 1.5 in Rivin’s paper) based on Galois-pinching (in the sense of this paper here) and twisting properties is “sharp”: indeed, an important feature of the main example of this post is the failure of the Galois-pinching property (cf. Remark 4 below for more comments).

1. A monoid of 4×4 symplectic matrices

Let {\rho} be the third symmetric power of the standard representation of {SL(2,\mathbb{R})}. In concrete terms, {\rho} is constructed as follows. Consider the basis {\mathcal{B} = \{X^3, X^2Y, XY^2, Y^3\}} of the space {V} of homogenous polynomials of degree {3} on two variables {X} and {Y}. By letting {g=\left(\begin{array}{cc} a & b \\ c & d \end{array}\right)\in SL(2,\mathbb{R})} act on {X} and {Y} as {g(X)=aX+cY} and {g(Y)=bX+dY}, we get a linear map {\rho(g)} on {V} whose matrix in the basis {\mathcal{B}} is

\displaystyle \rho\left(\begin{array}{cc} a & b \\ c & d \end{array}\right) = \left(\begin{array}{cccc} a^3 & a^2 b & a b^2 & b^3 \\ 3 a^2 c & a^2 d + 2 a b c & b^2 c + 2 a b d & 3 b^2 d \\ 3 a c^2 & b c^2 + 2 a c d & a d^2 + 2 b c d & 3 b d^2 \\ c^3 & c^2 d & c d^2 & d^3 \end{array}\right)

Remark 3 The faithful representation {\rho} is the unique irreducible four-dimensional representation of {SL(2,\mathbb{R})}.

The matrices {\rho(g)} preserve the symplectic structure on {V} associated to the matrix

\displaystyle J = \left(\begin{array}{cccc} 0 & 0 & 0 & -1 \\ 0 & 0 & 1/3 & 0 \\ 0 & -1/3 & 0 & 0 \\ 1 & 0 & 0 & 0 \end{array}\right)

Indeed, a direct calculation shows that if {g=\left(\begin{array}{cc} a & b \\ c & d \end{array}\right)}, then

\displaystyle (\rho(g))^T\cdot J\cdot \rho(g) = \left(\begin{array}{cccc} 0 & 0 & 0 & -(a d - b c)^3 \\ 0 & 0 & \frac{(a d - b c)^3}{3} & 0 \\ 0 & - \frac{(a d - b c)^3}{3} & 0 & 0 \\ (a d - b c)^3 & 0 & 0 & 0 \end{array}\right)

where {(\rho(g))^T} stands for the transpose of {\rho(g)}.

Therefore, the image {H=\rho(SL(2,\mathbb{R}))} is a linear algebraic subgroup of the symplectic group {Sp(V)}, and the Zariski closure of the monoid {\mathcal{M}} generated by the matrices

\displaystyle A = \rho\left(\begin{array}{cc} 1 & 1 \\ 0 & 1 \end{array}\right) = \left(\begin{array}{cccc} 1 & 1 & 1 & 1 \\ 0 & 1 & 2 & 3 \\ 0 & 0 & 1 & 3 \\ 0 & 0 & 0 & 1\end{array}\right)


\displaystyle B = \rho\left(\begin{array}{cc} 1 & 0 \\ 1 & 1 \end{array}\right) = \left(\begin{array}{cccc} 1 & 0 & 0 & 0 \\ 3 & 1 & 0 & 0 \\ 3 & 2 & 1 & 0 \\ 1 & 1 & 1 & 1\end{array}\right)

is precisely {\overline{\mathcal{M}}^{Zariski}=H}.

Remark 4 Coming back to Remark 2, observe that {H} does not contain Galois-pinching elements of {Sp(V)} in the sense of this paper here (i.e., pinching elements of {Sp(V)} with integral entries whose characteristic polynomial has the largest possible Galois group for a reciprocal polynomial [namely, the hyperoctahedral group]) because its rank is {1}. Alternatively, a straightforward computation reveals that the characteristic polynomial of {\rho(g)} is

\displaystyle (x^2-\textrm{tr}(g)\det(g)x+\det(g)^3)\cdot (x^2 - \textrm{tr}(g)(\textrm{tr}(g)^2 - 3\det(g))x + \det(g)^3)

and, consequently, the eigenvalues of {\rho(g)} are

\displaystyle \frac{1}{2}\det(g)\left(\textrm{tr}(g)\pm\sqrt{\textrm{tr}(g)^2 - 4 \det(g)}\right),


\displaystyle \frac{1}{2}\left(\textrm{tr}(g)(\textrm{tr}(g)^2 - 3\det(g)) \pm (\textrm{tr}(g)^2 - \det(g)) \sqrt{\textrm{tr}(g)^2 - 4 \det(g)}\right)

In particular, since the characteristic polynomial of {\rho(g)} always splits, it is never the case that {\rho(g)} is Galois-pinching.

On the other hand, the element {A.B\in\mathcal{M}} is pinching because its eigenvalues are

\displaystyle 9+4\sqrt{5} > \frac{3+\sqrt{5}}{2} > \frac{3-\sqrt{5}}{2} > \frac{1}{9+4\sqrt{5}}

Also, the matrix {A\in\mathcal{M}} is twisting with respect to {A.B}. Indeed, the columns of the matrix

\displaystyle M = \left(\begin{array}{cccc} -\frac{1}{4} + \frac{(9 + 4 \sqrt{5})}{4} & 1 - \frac{(3 + \sqrt{5})}{2} & 1 - \frac{(3 - \sqrt{5})}{2} & -\frac{1}{4} + \frac{(9 - 4 \sqrt{5})}{4} \\ \frac{9}{8} + \frac{3(9 + 4 \sqrt{5})}{8} & -2 + \frac{(3 + \sqrt{5})}{2} & -2 + \frac{(3 - \sqrt{5})}{2} & \frac{9}{8} + \frac{3(9 - 4 \sqrt{5})}{8} \\ -\frac{15}{8} + \frac{3(9 + 4 \sqrt{5})}{8} & \frac{(3 + \sqrt{5})}{2} & \frac{(3 - \sqrt{5})}{2} & -\frac{15}{8} + \frac{3(9 - 4 \sqrt{5})}{8} \\ 1 & 1 & 1 & 1 \end{array}\right)

consist of eigenvectors of {A.B}. Thus, {T=M^{-1}\cdot A\cdot M} is the matrix of {A} in the corresponding basis of eigenvectors of {A.B}. Moreover, {A} is twisting with respect to {A.B} if and only if all entries of {T} and all of its {2\times 2} minors associated to isotropic planes are non-zero (cf. Lemma 4.8 in this paper here). Finally, this last fact is a consequence of the following exact calculation (see also the numerical approximations) for {T} and its matrix of {2\times 2} minors:

\displaystyle \begin{array}{rcl} T&=& \left(\begin{array}{cccc} \frac{8(5 + 2 \sqrt{5})}{25} & \frac{2(5 + 3 \sqrt{5})}{25} & \frac{(5 + \sqrt{5})}{25} & \frac{1}{( 5 \sqrt{5})} \\ -\frac{6(5 + 3 \sqrt{5})}{25} & \frac{2(5 + \sqrt{5})}{25} & \frac{7}{5 \sqrt{5}} & -\frac{3(-5 + \sqrt{5})}{25} \\ \frac{3(5 + \sqrt{5})}{25} & -\frac{7}{5 \sqrt{5}} & -\frac{2(-5 + \sqrt{5})}{25} & \frac{6(-5 + 3 \sqrt{5})}{25} \\ -\frac{1}{5 \sqrt{5}} & \frac{(5 - \sqrt{5})}{25} & \frac{2}{5} - \frac{6}{5 \sqrt{5}} & -\frac{(8(-5 + 2 \sqrt{5})}{25} \end{array}\right) \\ &=&\left(\begin{array}{cccc} 3.03108 & 0.936656 & 0.289443 & 0.0894427 \\ -2.80997 & 0.578885 & 0.626099 & 0.331672 \\ 0.868328 & -0.626099 & 0.221115 & 0.409969 \\ -0.0894427 & 0.110557 & -0.136656 & 0.168916 \end{array}\right) \end{array}


\displaystyle \begin{array}{rcl} & & 2\times 2 \textrm{ minors of } T = \\ & & \left(\begin{array}{cccccc} \frac{56}{25} + \frac{24}{5 \sqrt{5}} & \frac{32}{25} + \frac{16}{5 \sqrt{5}} & \frac{18}{25} + \frac{6}{5 \sqrt{5}} & \frac{6}{25} + \frac{2}{5 \sqrt{5}} & \frac{2}{25} + \frac{2}{5 \sqrt{5}} & \frac{1}{25} \\  -\frac{32}{25} - \frac{16}{5 \sqrt{5}} & \frac{6}{25} + \frac{2}{5 \sqrt{5}} & \frac{9}{25} + \frac{9}{5 \sqrt{5}} & \frac{3}{25} + \frac{3}{5 \sqrt{5}} & \frac{11}{25} & -\frac{2}{25} + \frac{2}{5 \sqrt{5}} \\  \frac{6}{25} + \frac{2}{5 \sqrt{5}} & -\frac{3}{25} - \frac{3}{5 \sqrt{5}} & \frac{13}{25} & -\frac{4}{25} & -\frac{3}{25} + \frac{3}{5 \sqrt{5}} & \frac{6}{25} - \frac{2}{5 \sqrt{5}} \\ \frac{18}{25} + \frac{6}{5 \sqrt{5}} & -\frac{9}{25} - \frac{9}{5 \sqrt{5}} & -\frac{36}{25} & \frac{13}{25} & -\frac{9}{25} + \frac{9}{5 \sqrt{5}} & \frac{18}{25} - \frac{6}{5 \sqrt{5}} \\  -\frac{2}{25} - \frac{2}{5 \sqrt{5}} & \frac{11}{25} & \frac{9}{25} - \frac{9}{5 \sqrt{5}} & \frac{3}{25} - \frac{3}{5 \sqrt{5}} & \frac{6}{25} - \frac{2}{5 \sqrt{5}} & -\frac{32}{25} + \frac{16}{5 \sqrt{5}} \\   \frac{1}{25} & \frac{2}{25} - \frac{2}{5 \sqrt{5}} & \frac{18}{25} - \frac{6}{5 \sqrt{5}} & \frac{6}{25} - \frac{2}{5 \sqrt{5}} & \frac{32}{25} - \frac{16}{5 \sqrt{5}} & \frac{56}{25} - \frac{24}{5 \sqrt{5}} \end{array}\right) = \\ & & \left(\begin{array}{cccccc} 4.38663 & 2.71108 & 1.25666 & 0.418885 & 0.258885 & 0.04 \\ -2.71108 & 0.418885 & 1.16498 & 0.388328 & 0.44 & 0.0988854 \\ 0.418885 & -0.388328 & 0.52 & -0.16 & 0.148328 & 0.0611146 \\ 1.25666 & -1.16498 & -1.44 & 0.52 & 0.444984 & 0.183344 \\ -0.258885 & 0.44 & -0.444984 & -0.148328 & 0.0611146 & 0.151084 \\ 0.04 & -0.0988854 & 0.183344 & 0.0611146 & -0.151084 & 0.0933747 \end{array}\right) \end{array}

In summary, the monoid {\mathcal{M}} is pinching and twisting, but not Zariski dense in {Sp(V)}.

About two weeks ago, Weixiao Shen gave the talk “Hausdorff dimension of the graphs of the classical Weierstrass functions” during the Third Palis-Balzan International Symposium on Dynamical Systems.

In the sequel, I will transcript my notes from Shen’s talk.

1. Introduction

In Real Analysis, the classical Weierstrass function is

\displaystyle W_{\lambda,b}(x) = \sum\limits_{n=0}^{\infty} \lambda^n \cos(2\pi b^n x)

with {1/b < \lambda < 1}.

Note that the Weierstrass functions have the form

\displaystyle f^{\phi}_{\lambda,b}(x) = \sum\limits_{n=0}^{\infty} \lambda^n \phi(b^n x)

where {\phi} is a {\mathbb{Z}}-periodic {C^2}-function.

Weierstrass (1872) and Hardy (1916) were interested in {W_{\lambda,b}} because they are concrete examples of continuous but nowhere differentiable functions.

Remark 1 The graph of {f^{\phi}_{\lambda,b}} tends to be a “fractal object” because {f^{\phi}_{\lambda,b}} is self-similar in the sense that

\displaystyle f^{\phi}_{\lambda, b}(x) = \phi(x) + \lambda f^{\phi}_{\lambda,b}(bx)

We will come back to this point later.

Remark 2 {f^{\phi}_{\lambda,b}} is a {C^{\alpha}}-function for all {0\leq \alpha < \frac{-\log\lambda}{\log b}}. In fact, for all {x,y\in[0,1]}, we have

\displaystyle \frac{f^{\phi}_{\lambda, b}(x) - f^{\phi}_{\lambda,b}(y)}{|x-y|^{\alpha}} = \sum\limits_{n=0}^{\infty} \lambda^n b^{n\alpha} \left(\frac{\phi(b^n x) - \phi(b^n y)}{|b^n x - b^n y|^{\alpha}}\right),

so that

\displaystyle \frac{f^{\phi}_{\lambda, b}(x) - f^{\phi}_{\lambda,b}(y)}{|x-y|^{\alpha}} \leq \|\phi\|_{C^{\alpha}} \sum\limits_{n=0}^{\infty}(\lambda b^{\alpha})^n:=C(\phi,\alpha,\lambda,b) < \infty

whenever {\lambda b^{\alpha} < 1}, i.e., {\alpha < -\log\lambda/\log b}.

The study of the graphs of {W_{\lambda,b}} as fractal sets started with the work of Besicovitch-Ursell in 1937.

Remark 3 The Hausdorff dimension of the graph of a {C^{\alpha}}-function {f:[0,1]\rightarrow\mathbb{R}} is

\displaystyle \textrm{dim}(\textrm{graph}(f))\leq 2 - \alpha

Indeed, for each {n\in\mathbb{N}}, the Hölder continuity condition

\displaystyle |f(x)-f(y)|\leq C|x-y|^{\alpha}

leads us to the “natural cover” of {G=\textrm{graph}(f)} by the family {(R_{j,n})_{j=1}^n} of rectangles given by

\displaystyle R_{j,n}:=\left[\frac{j-1}{n}, \frac{j}{n}\right] \times \left[f(j/n)-\frac{C}{n^{\alpha}}, f(j/n)+\frac{C}{n^{\alpha}}\right]

Nevertheless, a direct calculation with the family {(R_{j,n})_{j=1}^n} does not give us an appropriate bound on {\textrm{dim}(G)}. In fact, since {\textrm{diam}(R_{j,n})\leq 4C/n^{\alpha}} for each {j=1,\dots, n}, we have

\displaystyle \sum\limits_{j=1}^n\textrm{diam}(R_{j,n})^d\leq n\left(\frac{4C}{n^{\alpha}}\right)^d = (4C)^{1/\alpha} < \infty

for {d=1/\alpha}. Because {n\in\mathbb{N}} is arbitrary, we deduce that {\textrm{dim}(G)\leq 1/\alpha}. Of course, this bound is certainly suboptimal for {\alpha<1/2} (because we know that {\textrm{dim}(G)\leq 2 < 1/\alpha} anyway).Fortunately, we can refine the covering {(R_{j,n})} by taking into account that each rectangle {R_{j,n}} tends to be more vertical than horizontal (i.e., its height {2C/n^{\alpha}} is usually larger than its width {1/n}). More precisely, we can divide each rectangle {R_{j,n}} into {\lfloor n^{1-\alpha}\rfloor} squares, say

\displaystyle R_{j,n} = \bigcup\limits_{k=1}^{\lfloor n^{1-\alpha}\rfloor}Q_{j,n,k},

such that every square {Q_{j,n,k}} has diameter {\leq 2C/n}. In this way, we obtain a covering {(Q_{j,n,k})} of {G} such that

\displaystyle \sum\limits_{j=1}^n\sum\limits_{k=1}^{\lfloor n^{1-\alpha}\rfloor} \textrm{diam}(Q_{j,n,k})^d \leq n\cdot n^{1-\alpha}\cdot\left(\frac{2}{n}\right)^d\leq (2C)^{2-\alpha}<\infty

for {d=2-\alpha}. Since {n\in\mathbb{N}} is arbitrary, we conclude the desired bound

\displaystyle \textrm{dim}(G)\leq 2-\alpha

A long-standing conjecture about the fractal geometry of {W_{\lambda,b}} is:

Conjecture (Mandelbrot 1977): The Hausdorff dimension of the graph of {W_{\lambda,b}} is

\displaystyle 1<\textrm{dim}(\textrm{graph}(W_{\lambda,b})) = 2 + \frac{\log\lambda}{\log b} < 2

Remark 4 In view of remarks 2 and 3, the whole point of Mandelbrot’s conjecture is to establish the lower bound

\displaystyle \textrm{dim}(\textrm{graph}(W_{\lambda,b})) \geq 2 + \frac{\log\lambda}{\log b}

Remark 5 The analog of Mandelbrot conjecture for the box and packing dimensions is known to be true: see, e.g., these papers here and here).

In a recent paper (see here), Shen proved the following result:

Theorem 1 (Shen) For any {b\geq 2} integer and for all {1/b < \lambda < 1}, the Mandelbrot conjecture is true, i.e.,

\displaystyle \textrm{dim}(\textrm{graph}(W_{\lambda,b})) = 2 + \frac{\log\lambda}{\log b}

Remark 6 The techniques employed by Shen also allow him to show that given {\phi:\mathbb{R}\rightarrow\mathbb{R}} a {\mathbb{Z}}-periodic, non-constant, {C^2} function, and given {b\geq 2} integer, there exists {K=K(\phi,b)>1} such that

\displaystyle \textrm{dim}(\textrm{graph}(f^{\phi}_{\lambda,b})) = 2 + \frac{\log\lambda}{\log b}

for all {1/K < \lambda < 1}.

Remark 7 A previous important result towards Mandelbrot’s conjecture was obtained by Barańsky-Barány-Romanowska (in 2014): they proved that for all {b\geq 2} integer, there exists {1/b < \lambda_b < 1} such that

\displaystyle \textrm{dim}(\textrm{graph}(W_{\lambda,b})) = 2 + \frac{\log\lambda}{\log b}

for all {\lambda_b < \lambda < 1}.

The remainder of this post is dedicated to give some ideas of Shen’s proof of Theorem 1 by discussing the particular case when {1/b<\lambda<2/b} and {b\in\mathbb{N}} is large.

Read More…

It is a pleasure to announce the following two conferences (that I’m helping to organize):

The Third Palis-Balzan International Symposium on Dynamical Systems closes the five-year long Project Palis-Balzan – Dynamical Systems, Chaotic Behaviour-Uncertainty, sponsored by the Balzan Foundation, related to the prestigious award conferred to Jacob Palis (and IMPA) by the Balzan Foundation in 2010.

A detailed description of the program and the titles and abstracts of talks of this conference can be found here and here.

The Workshop on Combinatorics, Number Theory and Dynamical Systems is the second edition of an event organized by C. Mauduit, C. G. Moreira, Y. Lima, J.-C. Yoccoz and myself back in 2013.

The full list of speakers for the 2015 edition of this workshop can be found here.

I guess that this is all I have to say for now (but you can look at their respective webpages for updated information). See you in Paris or Rio!

Last time, we reduced the proof of the exponential mixing property for expanding semiflows to the following Dolgopyat-like estimate:

Proposition 1 Let {T} be an uniformly expanding Markov map on {\Delta:=(0,1)} and let {r:\Delta\rightarrow\mathbb{R}^+} be a good roof function with exponential tails.Then, there exist {\sigma_0'>0}, {T_0\geq 1}, {\beta<1} and {C>0} such that the iterates {L_s^k} of the weighted transfer operator {L_su(x):=\sum\limits_{T(y)=x} e^{-sr(y)}\frac{1}{|T'(y)|}u(y)} satisfy

\displaystyle \|L_s^k u\|_{L^2}\leq C\beta^k\left(\|u\|_{C^0}+\frac{1}{\max\{1,|t|\}}\|Du\|_{C^0}\right):= C\beta^k \|u\|_{1,t}

for all {k\in\mathbb{N}} and {s=\sigma+it} with {|\sigma|\leq\sigma_0'}, {|t|\geq T_0}.

Remark 1 We use the same terminology from the previous post of this series.

Roughly speaking, the basic idea behind the exponential contraction property in Proposition 1 is that “oscillations produce cancellations”. In particular, the analysis of the “size” of {L_s^k u} is divided into two regimes:

  • (A) If {u} exhibits a high oscillation at scale {\frac{1}{|t|}} (in the sense that {\|Du\|_{C^0}\gg |t|\|u\|_{C^0}}), then we will have a “cancelation” (significant reduction of the size of {L_s^k u}) thanks to classical methods (Lasota-Yorke inequality);
  • (B) If the oscillation of {u} at scale {\frac{1}{|t|}} is not high, then we will have a “cancelation” thanks to Dolgopyat’s mechanism, i.e., a combination of high oscillations of Birkhoff sums {r^{(n)}(x)} of the roof function {r} (coming from the fact that {r} is not a {C^1}-coboundary) and the big phases {e^{-itr^{(n)}(y)}}, {|t|\geq T_0}, of the terms {e^{-sr^{(n)}(y)}} in the formula defining {L_s^n u(x)}.

In the remainder of this post, we will formalize this outline of proof of Proposition 1. More precisely, the next section contains a discussion of Lasota-Yorke inequality and the regime (A), and the last section is devoted to Dolgopyat’s cancelation mechanism and the regime (B).

Read More…

In a series of two posts, we will revisit our previous discussion on the exponential mixing property for hyperbolic flows via a technique called Dolgopyat’s estimate.

Here, our main goal is to provide a little bit more of details on how this technique works by offering a “guided tour” through Sections 2 and 7 of a paper of Avila-Goüezel-Yoccoz.

For this sake, we organize this short series of posts as follows. In next section, we introduce a prototypical class of semiflows exhibiting exponential mixing. After that, we state the main exponential mixing result of this post (an analog of Theorem 7.3 of Avila-Goüezel-Yoccoz paper) for such semiflows, and we reduce the proof of this mixing property to a Dolgopyat-like estimate on weighted transfer operators. Finally, the next post of the series will be entirely dedicated to sketch the proof of the Dolgopyat-like estimate.

1. Expanding semiflows

Recall that a suspension flow is a semiflow {T_t:\Delta_r\rightarrow \Delta_r}, {t\in\mathbb{R}_+}, associated to a base dynamics (discrete-time dynamical system) {T:\Delta\rightarrow\Delta} and a roof function {r:\Delta\rightarrow\mathbb{R}^+} in the following way. We consider {\Delta_r:=(\Delta\times\mathbb{R}^+)/\sim} where {\sim} is the equivalence relation induced by {(T(x),0)\sim (x,r(x))}, and we let {T_t} be the semiflow on {\Delta_r} induced by

\displaystyle (x,s)\in \Delta\times\mathbb{R}^+\mapsto (x,s+t)\in\Delta\times\mathbb{R}^+

Geometrically, {T_t}, {0\leq t<\infty} flows up the point {(x,s)}, {0\leq s<r(x)}, linearly (by translation) in the fiber {\{x\}\times\mathbb{R}^+} until it hits the “roof” (the graph of {r}) at the point {(x,r(x))}. At this moment, one is sent back (by the equivalence relation {\sim}) to the basis {\Delta\times\{0\}} at the point {(T(x),0)\sim (x,r(x))}, and the semiflow restarts again.

A more concise way of writing down {T_t} is the following: denoting by {\Delta_r:=\{(x,t):x\in \Delta, 0\leq t<r(x)\}}, one defines {T_t(x,s) := (T^n x, s+t-r^{(n)}(x))} where {r^{(n)}(x)} is the Birkhoff sum

\displaystyle r^{(n)}(x):=\sum\limits_{k=0}^{n-1} r(T^k x) \ \ \ \ \ (1)

and {n} is the unique integer such that

\displaystyle r^{(n)}(x)\leq s+t<r^{(n+1)}(x)

In this post, we want to study the decay of correlations of expanding semiflows, that is, a suspension flow {T_t} so that the base dynamics {T} is an uniformly expanding Markov map and the roof function {r} is a good roof function with exponential tails in the following sense.

Remark 1 Avila-Gouëzel-Yoccoz work in greater generality than the setting of this post: in fact, they allow {\Delta} to be a John domain and they prove results for excellent hyperbolic semiflows (which are more common in “nature”), but we will always take {\Delta=(0,1)} and we will study exclusively expanding semiflows (which are obtained from excellent hyperbolic semiflows by taking the “quotient along stable manifolds”) in order to simplify our exposition.

Definition 1 Let {\Delta=(0,1)}, {Leb} be the Lebesgue measure on {\Delta}, and {\{\Delta^{(l)}\}_{l\in L}} be a finite or countable partition of {\Delta} modulo zero into open subintervals. We say that {T:\bigcup\limits_{l\in L} \Delta^{(l)}\rightarrow \Delta} is an uniformly expanding Markov map if

  • {\{\Delta^{(l)}\}} is a Markov partition: for each {l\in L}, the restriction of {T} to {\Delta^{(l)}} is a {C^1}-diffeomorphism between {\Delta^{(l)}} and {\Delta};
  • {T} is expanding: there exist a constant {\kappa>1} and, for each {l\in L}, a constant {C(l)>1} such that {\kappa\leq|T'(x)|\leq C(l)} for each {x\in\Delta^{(l)}};
  • {T} has bounded distortion: denoting by {J(x)=1/|T'(x)|} the inverse of the Jacobian of {T} and by {\mathcal{H}=\{(T|_{\Delta^{(l)}})^{-1}\}_{l\in L}} the set of inverse branches of {T}, we require that {\log J} is a {C^1} function on each {\Delta^{(l)}} and there exists a constant {C>0} such that

    \displaystyle \left|\frac{h''(x)}{h'(x)}\right| = |D((\log J)\circ h)(x)|\leq C

    for all {h\in \mathcal{H}} and {x\in \Delta}. (This condition is also called Renyi condition in the literature.)

Remark 2 Araújo and Melbourne showed recently that, for the purposes of discussing exponential mixing properties (for excellent hyperbolic semiflows with one-dimensional unstable subbundles), the bounded distortion (Renyi condition) can be relaxed: indeed, it suffices to require that {\log J} is a Hölder function such that the Hölder constant of {\log J\circ h} is uniformly bounded for all {h\in \mathcal{H}}.

Example 1 Let {\Delta=\Delta^{(0)}\cup\Delta^{(1)}=(0,1/2)\cup(1/2,1)} be the finite partition (mod. {0}) of {\Delta} provided by the two subintervals {\Delta^{(l)}=(\frac{l}{2}, \frac{l+1}{2})}, {l=0, 1}. The map {T:\Delta^{(0)}\cup\Delta^{(1)}\rightarrow\Delta} given by {T(x)=2x-l} for {x\in\Delta^{(l)}} is an uniformly expanding Markov map (preserving the Lebesgue measure {Leb}).

An uniformly expanding map {T} preserves an unique probability measure {\mu} which is absolutely continuous with respect to the Lebesgue measure {Leb}. Moreover, the density {d\mu/dLeb} is a {C^1} function whose values are bounded away from {0} and {\infty}, and {\mu} is ergodic and mixing.

Indeed, the proof of these facts can be found in Aaronson’s book and it involves the study of the spectral properties of the so-called transfer (Ruelle-Perron-Frobenius) operator

\displaystyle Lu(x) = \sum\limits_{T(y)=x} J(y) u(y) = \sum\limits_{h\in\mathcal{H}} J(hx) u(hx)

(as it was discussed in Theorem 1 of Section 1 of this post in the case of a finite Markov partition {\{\Delta^{(l)}\}_{l\in L}}, {\# L<\infty})

Definition 2 Let {T:\bigcup\limits_{l\in L} \Delta^{(l)}\rightarrow \Delta} be an uniformly expanding Markov map. A function {r:\bigcup\limits_{l\in L}\Delta^{(l)}\rightarrow\mathbb{R}^+} is a good roof function if

  • there exists a constant {\varepsilon>0} such that {r(x)\geq\varepsilon} for all {x};
  • there exists a constant {C>0} such that {|D(r\circ h)(x)|\leq C} for all {x} and all inverse branch {h\in\mathcal{H}} of {T};
  • {r} is not a {C^1}coboundary: it is not possible to write {r = \psi + \phi\circ T - \phi} where {\psi:\Delta\rightarrow\mathbb{R}} is constant on each {\Delta^{(l)}} and {\phi:\Delta\rightarrow\mathbb{R}} is {C^1}.

Remark 3 Intuitively, the condition that {r} is not a coboundary says that it is not possible to change variables to make the roof function into a piecewise constant function. Here, the main point is that we have to avoid suspension flows with piecewise constant roof functions (possibly after conjugation) in order to have a chance to obtain nice mixing properties (see this post for more comments).

Definition 3 A good roof function {r:\bigcup\limits_{l\in L}\Delta^{(l)}\rightarrow\mathbb{R}^+} has exponential tails if there exists {\sigma_0 > 0} such that {\int_{\Delta} e^{\sigma_0 r} d Leb < \infty}.

The suspension flow {T_t} associated to an uniformly expanding Markov map {T:\bigcup\limits_{l\in L}\Delta^{(l)}\rightarrow\Delta} and a good roof function {r:\bigcup\limits_{l\in L}\Delta^{(l)}\rightarrow\mathbb{R}^+} with exponential tails preserves the probability measure

\displaystyle \mu_r:=\mu\otimes Leb/\mu\otimes Leb(\Delta_r)

on {\Delta_r}. Note that {\mu_r} is absolutely continuous with respect to {Leb_r:= Leb\otimes Leb} (because {\mu} is absolutely continuous with respect to {Leb}).

Remark 4 All integrals in this post are always taken with respect to {Leb} or {Leb_r} unless otherwise specified.

Remark 5 In the sequel, AGY stands for Avila-Gouëzel-Yoccoz.

2. Statement of the exponential mixing result

Let {(T_t)_{t\in\mathbb{R}}} be an expanding semiflow.

Theorem 4 There exist constants {C>0}, {\delta>0} such that

\displaystyle \left|\int U\cdot V\circ T_t \, d Leb_r - \left(\int U \, d Leb_r\right) \left(\int V\,d\mu_r\right)\right|\leq C e^{-\delta t}\|U\|_{C^1}\|V\|_{C^1}

for all {t\geq 0} and for all {U, V\in C^1(\Delta_r)}.

Remark 6 By applying this theorem with {U(x,t)\cdot \frac{d\mu}{d Leb}(x)} in the place of {U}, we obtain the classical exponential mixing statement:

\displaystyle \left|\int U\cdot V\circ T_t \, d\mu_r - \left(\int U \, d \mu_r\right) \left(\int V\,d\mu_r\right)\right|\leq C e^{-\delta t}\|U\|_{C^1}\|V\|_{C^1}

Remark 7 This theorem is exactly Theorem 7.3 in AGY paper except that they work with observables {U} and {V} belonging to Banach spaces {\mathcal{B}_0} and {\mathcal{B}_1} which are slightly more general than {C^1} (in the sense that {C^1\subset \mathcal{B}_0\subset \mathcal{B}_1}). In fact, AGY need to deal with these Banach spaces because they use their Theorem 7.3 to deduce a more general result of exponential mixing for excellent hyperbolic semiflows (see their paper for more explanations), but we will not discuss this point here.

The remainder of this post is dedicated to the proof of Theorem 4.

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Some of the partial advances obtained by Jacob Palis, Jean-Christophe Yoccoz and myself on the computation of Hausdorff dimensions of stable and unstable sets of non-uniformly hyperbolic horseshoes (announced in this blog post here and this survey article here) are based on the following lemma:

Lemma 1 Let {f:B\rightarrow\mathbb{R}^2} be a {C^1} diffeomorphism from the closed unit ball {B:= \{(x,y)\in\mathbb{R}^2: x^2 + y^2\leq 1\}} of {\mathbb{R}^2} into its image.Let {K\geq 1} and {L\geq 1} be two constants such that {\|Df(p)\|\leq K} and {\textrm{Jac}(f)(p):=|\det Df(p)|\leq L} for all {p\in B}.

Then, for each {1\leq d\leq 2}, the {d}-dimensional Hausdorff measure {H^d_{\sqrt{2}}(f(B))} at scale {\sqrt{2}} of {f(B)} satisfies

\displaystyle H^d_{\sqrt{2}}(f(B)) := \inf\limits_{\substack{\bigcup\limits_{i\in \mathbb{N}} U_i \supset f(B), \\ \textrm{diam}(U_i)\leq \sqrt{2}}}\sum\limits_{i\in\mathbb{N}}\textrm{diam}(U_i)^d \leq 170\pi \cdot \max\{K,L\}^{2-d} \cdot L^{d-1} \ \ \ \ \ (1)

Remark 1 In fact, this is not the version of the lemma used in practice by Palis, Yoccoz and myself. Indeed, for our purposes, we need the estimate

\displaystyle H^d_{r\sqrt{2}}(g(B_r))\leq 170\pi\cdot r^d\cdot K^{2-d}\cdot L^{d-1}

where {B_r} is the ball of radius {r} centered at the origin and {g} is a {C^1} diffeomorphism such that {\|Dg\|\leq K} and {\textrm{Jac}(g)\leq L} for {1\leq L\leq K}. Of course, this estimate is deduced from the lemma above by scaling, i.e., by applying the lemma to {f = h_r^{-1}\circ g\circ h_r } where {h_r:\mathbb{R}^2\rightarrow\mathbb{R}^2} is the scaling {h_r(p)=rp}.

Nevertheless, we are not completely sure if we should write down an article just with our current partial results on non-uniformly hyperbolic horseshoes because our feeling is that these results can be significantly improved by the following heuristic reason.

In a certain sense, Lemma 1 says that one of the “worst” cases (where the estimate (1) becomes “sharp” [modulo the multiplicative factor {170\pi}]) happens when {f} is an affine hyperbolic conservative map {f_K(x,y)=(Kx,\frac{1}{K}y)} (say {K\geq 1}): indeed, since {[-\sqrt{\frac{1}{2}}, \sqrt{\frac{1}{2}}]\times [-\sqrt{\frac{1}{2}}, \sqrt{\frac{1}{2}}]\subset B\subset [-1,1]\times [-1,1]}, the most “economical” way to cover {f_K(B)} using a countable collection of sets of diameters {\leq \sqrt{2}} is basically to use {K^2} squares of sizes {1/K} (which gives an estimate {H^d_{\sqrt{2}}(f(B))\leq K^2(1/K)^d = K^{2-d}}).

However, in the context of (expectional subsets of stable sets of) non-uniformly hyperbolic horseshoes, we deal with maps {f} obtained by successive compositions of affine-like hyperbolic maps and a certain folding map (corresponding to “almost tangency” situations). In particular, we work with maps {f} which are very different from affine hyperbolic maps and, thus, one can expect to get slightly better estimates than Lemma 1 in this setting.

In summary, Jacob, Jean-Christophe and I hope to improve the results announced in this survey here, so that Lemma 1 above will become a “deleted scene” of our forthcoming paper.

On the other hand, this lemma might be useful for other purposes and, for this reason, I will record its (short) proof in this post.

1. Proof of Lemma 1 

The proof of (1) is based on the following idea. By studying the intersection of {f(B)} with dyadic squares on {\mathbb{R}^2}, we can interpret the measure {H^d_{\sqrt{2}}(f(B))} as a sort of {L^d}-norm of a certain function. Since {1\leq d\leq 2}, we can control this {L^d}-norm in terms of the {L^1} and {L^2} norms (by interpolation). As it turns out, the {L^1}-norm, resp. {L^2}-norm, is controlled by the features of the derivative {Df}, resp. Jacobian determinant {Jac(f)}, and this morally explains the estimate (1).

Let us now turn to the details of this argument. Denote by {U:=f(B)} and {\partial U} its boundary. For each integer {k\geq 0}, let {\Delta_k} be the collection of dyadic squares of level {k}, i.e., {\Delta_k} is the collection of squares of sizes {1/2^k} with corners on the lattice {(1/2^k)\cdot\mathbb{Z}^2}.

Consider the following recursively defined cover of {U}. First, let {\mathcal{C}_0} be the subset of squares {Q\in \Delta_0} such that

\displaystyle \textrm{area}(Q\cap U)\geq \frac{1}{5}

Next, for each {k>0}, we define inductively {\mathcal{C}_k} as the subset of squares {Q\in\Delta_k} such that {Q} is not contained in some {Q'\in\mathcal{C}_l} for {0\leq l < k}, and {Q} intersects a significant portion of {U} in the sense that

\displaystyle \textrm{area}(Q\cap U)\geq \frac{1}{5}\textrm{area}(Q) \ \ \ \ \ (2)

In other words, we start with {U} and we look at the collection {\mathcal{C}_0} of dyadic squares of level {0} intersecting it in a significant portion. If the squares in {\mathcal{C}_0} suffice to cover {U}, we stop the process. Otherwise, we consider the dyadic squares of level {0} not belonging to {\mathcal{C}_0}, we divide each of them into four dyadic squares of level {1}, and we build a collection {\mathcal{C}_1} of such dyadic squares of level {1} intersecting in a significant way the remaining part of {U} not covered by {\mathcal{C}_0}, etc.

Remark 2 In this construction, we are implicitly assuming that {U=f(B)} is not entirely contained in a dyadic square {Q\in\bigcup\limits_{k=0}^{\infty}\Delta_k}. In fact, if {U\subset Q}, then the trivial bound {H^d_{\sqrt{2}}(U)\leq \textrm{diam}(Q)^d\leq (\sqrt{2})^d\leq 2} (for {1\leq d\leq 2}) is enough to complete the proof of the lemma.

In this way, we obtain a countable collection {\bigcup\limits_{k=0}^{\infty} \mathcal{C}_k:=(U_i)_{i\in\mathbb{N}}} covering {U=f(B)} such that {\textrm{diam}(U_i)\leq \sqrt{2}} and

\displaystyle H^d_{\sqrt{2}}(f(B))\leq \sum\limits_{i}\textrm{diam}(U_i)^d = \sum\limits_{k=0}^{\infty} N_k\left(\frac{1}{2^k}\right)^d \ \ \ \ \ (3)

where {N_k:=(\sqrt{2})^d\#\mathcal{C}_k}.

By thinking of this expression as a {L^d}-norm and by applying interpolation between the {L^1} and {L^2} norms, we obtain that

\displaystyle \sum\limits_{k=0}^{\infty} N_k\left(\frac{1}{2^k}\right)^d\leq \left(\sum\limits_{k=0}^{\infty} \frac{N_k}{2^k}\right)^{2-d} \left(\sum\limits_{k=0}^{\infty} \frac{N_k}{(2^k)^2}\right)^{d-1} \ \ \ \ \ (4)

This reduces our task to estimate these {L^1} and {L^2} norms. We begin by observing that the {L^2}-norm is easily controlled in terms of the Jacobian of {f} (thanks to the condition (2)):

\displaystyle \sum\limits_{k=0}^{\infty} \frac{N_k}{(2^k)^2} = (\sqrt{2})^d\sum\limits_{k}\sum\limits_{Q\in\mathcal{C}_k} \textrm{area}(Q) \ \ \ \ \ (5)

\displaystyle \begin{array}{rcl} &\leq & (\sqrt{2})^d\sum\limits_{k}\sum\limits_{Q\in\mathcal{C}_k} 5\cdot \textrm{area}(Q\cap U) \\ &\leq& 10 \cdot \textrm{area}(U) = 10 \int_B \textrm{Jac}(f) \\ &\leq& 10\pi\cdot L \end{array}

for any {1\leq d\leq 2}. In particular, we have that

\displaystyle N_0\leq 10\pi L

From this estimate, we see that the {L^1}-norm satisfies

\displaystyle \sum\limits_{k=0}^{\infty} \frac{N_k}{2^k} = N_0+\sum\limits_{k=1}^{\infty} \frac{N_k}{2^k}\leq 10\pi L+\sum\limits_{k>0} \frac{N_k}{2^k} \ \ \ \ \ (6)

Thus, we have just to estimate the series {\sum\limits_{k>0} \frac{N_k}{2^k}}. We affirm that this series is controlled by the derivative of {f}. In order to prove this, we need the following claim:

Claim. For each {k>0} and {Q\in\mathcal{C}_k}, one has

\displaystyle \textrm{length}(Q\cap \partial U)\geq \frac{1}{20}\cdot\frac{1}{2^k} \ \ \ \ \ (7)

Proof of Claim. Note that {U} can not contain {Q}: indeed, since {Q\subset Q'} for some dyadic square {Q'\in\Delta_{k-1}} of level {k-1\geq 0} (and, thus, {4\cdot \textrm{area}(Q) = \textrm{area}(Q')}), if {Q\subset U}, then {\textrm{area}(Q'\cap U)\geq \textrm{area}(Q\cap U) = \textrm{area}(Q)=\frac{1}{4}\textrm{area}(Q')}, a contradiction with the definition of {Q\in\mathcal{C}_k}. Because we are assuming that {U} is not contained in {Q} (cf. Remark 2) and we also have that {Q} intersects (a significant portion of) {U}, we get that

\displaystyle \partial U\cap \partial Q\neq \emptyset

For the sake of contradiction, suppose that {\textrm{length}(\partial U\cap Q)<\frac{1}{20\cdot 2^k}}. Since {\partial U} intersects {\partial Q}, the {\frac{1}{20\cdot 2^k}}-neighborhood {V_k} of {\partial Q} contains {\partial U\cap Q}. This means that

  • (a) either {Q-V_k} is contained in {U}
  • (b) or {Q-V_k} is disjoint from {U}

However, we obtain a contradiction in both cases. Indeed, in case (a), we get that a dyadic square {Q'} of level {k-1} containing {Q} satsifies

\displaystyle \textrm{area}(Q'\cap U)\geq \textrm{area}(Q-V_k) = \left(1-2\cdot\frac{1}{20}\right)^2\textrm{area}(Q) = \frac{81}{400}\textrm{area}(Q'),

a contradiction with the definition of {Q\in\mathcal{C}_k}. Similarly, in case (b), we obtain that

\displaystyle \textrm{area}(Q\cap U)\leq \textrm{area}(Q\cap V_k) = \left(1-\frac{81}{100}\right)\textrm{area}(Q) < \frac{1}{5}\textrm{area}(Q),

a contradiction with (2).

This completes the proof of the claim. {\square}

Coming back to the calculation of the series {\sum\limits_{k>0} N_k/2^k}, we observe that the estimate (7) from the claim and the fact that {\|Df\|\leq K} imply:

\displaystyle \begin{array}{rcl} \sum\limits_{k>0} \frac{N_k}{2^k} &=& (\sqrt{2})^d \sum\limits_{k>0}\sum\limits_{Q\in\mathcal{C}_k} \frac{1}{2^k} \\ &\leq& 20(\sqrt{2})^d\sum\limits_{k>0}\sum\limits_{Q\in\mathcal{C}_k}\textrm{length}(\partial U\cap Q) \\ &\leq& 20(\sqrt{2})^d 2 \cdot \textrm{length}(\partial U) \\ &\leq& 80 K\cdot \textrm{length}(\partial B) = 160\pi K \end{array}

By plugging this estimate into (6), we deduce that the {L^1}-norm verifies

\displaystyle \sum\limits_{k=0}^{\infty} \frac{N_k}{2^k}\leq 170\pi \max\{K,L\} \ \ \ \ \ (8)

Finally, from (3), (4), (5) and (8), we conclude that

\displaystyle H^d_{\sqrt{2}}(f(B))\leq (170\pi)^{2-d}(10\pi)^{d-1}\max\{K,L\}^{2-d} L^{d-1}\leq 170\pi \max\{K,L\}^{2-d} L^{d-1}

This ends the proof of the lemma.

Posted by: matheuscmss | April 24, 2015

Some comments on the conjectures of Ivanov and Putman-Wieland

During the graduate workshop on moduli of curves (organized by Samuel Grushevsky, Robert Lazarsfeld, and Eduard Looijenga last July 2014), Alex Wright gave a minicourse on the {SL(2,\mathbb{R})}-orbits on moduli spaces of translation surfaces (the videos of the lectures and the corresponding lecture notes are available here and here).

These lectures by Alex Wright made Eduard Looijenga ask if some “remarkable” translation surfaces could help in solving the following question.

Let {S} be a ramified finite cover of the two-torus {T} (say branched at only one point {0\in T}). Denote by {H} the subspace of {H_1(S,\mathbb{Q})} generated by the homology classes of all simple closed loops on {S} covering such a curve on {T}.

Question 1. Is it true that one always has {H=H_1(S,\mathbb{Q})} in this setting?

By following Alex Wright’s advice, Eduard Looijenga wrote me asking if I knew the answer to this question. I replied to him that my old friend Eierlegende Wollmilchsau provided a negative answer to his question, and I directed him to the papers of Forni (from 2006), Herrlich-Schmithüsen (from 2008) and our joint paper with Yoccoz (from 2010) for detailed explanations.

In a subsequent email, Eduard told me that my answer was a good indication that notable translation surfaces could be interesting for his purposes: indeed, the Eierlegende Wollmilchsau is precisely the example described in the appendix of a paper by Andrew Putman and Ben Wieland from 2013 where Question 1 was originally solved.

After more exchanges of emails, I learned from Eduard that his question was motivated by the attempts of Putman-Wieland (in the paper quoted above) to attack the following conjecture of Nikolai Ivanov (circa 1991):

Conjecture (Ivanov). Let {g\geq 3} and {n\geq0}. Consider {\Gamma} a finite-index subgroup of the mapping-class group {\textrm{Mod}_{g,n}} of isotopy classes of homeomorphisms of a genus {g} surface {S} fixing pointwise a set {\Sigma=\{x_1,\dots, x_n\}} of marked points. Then, there is no surjective homomorphism from {\Gamma} to {\mathbb{Z}}.

Remark 1 This conjecture came from the belief that mapping-class groups should behave in many aspects like lattices in higher-rank Lie groups and it is known that such lattices do not surject on {\mathbb{Z}} because they satisfy Kazhdan property (T). Nevertheless, Jorgen Andersen recently proved that the mapping-class groups {\textrm{Mod}_{g,n}} do not have Kazhdan property (T) when {g\geq 2}.

Remark 2 It was proved by John McCarthy and Feraydoun Taherkhani that the analog for {g=2} of Ivanov’s conjecture fails.

In fact, Putman-Wieland proposed the following strategy to study Ivanov’s conjecture. First, they introduced the following conjecture:

Conjecture (Putman-Wieland). Fix {g\geq 2} and {n\geq 0}. Given a finite-index characteristic subgroup {K} of the fundamental group {\pi_1(S_{g,n}, x_{n+1})} of a surface {S=S_{g,n}} of genus {g} with {n} punctures {x_1, \dots, x_n}, denote by {S_K\rightarrow S} the associated finite cover, and let {\overline{S_K}} be the compact surface obtained from {S_K} by filling its punctures.

Then, the natural action on {H_1(\overline{S_K},\mathbb{Q})-\{0\}} of the group of lifts to {\overline{S_K}} of isotopy classes of diffeomorphisms of {S_{g,n}} fixing {x_1,\dots, x_{n+1}} pointwise has no finite orbits.

Remark 3 This conjecture is closely related (for reasons that we will not explain in this post) to a natural generalization of Question 1 to general ramified finite covers {S\rightarrow T}.

Remark 4 The analog of Putman-Wieland conjecture in genus {g=1} is false: the same counterexample to Question 1 (namely, the Eierlegende Wollmilchsau) serves to answer negatively this genus 1 version of Putman-Wieland conjecture.

Remark 5 In the context of Putman-Wieland conjecture, one has a representation {\textrm{Mod}_{g,n+1}\rightarrow \textrm{Aut}(H_1(\overline{S_K}, \mathbb{Q}))} (induced by the lifts of elements of {\textrm{Mod}_{g,n+1}} to {\overline{S_K}}). This representation is called a higher Prym representation by Putman-Wieland. In this language, Putman-Wieland conjecture asserts that higher Prym representations have no non-trivial finite orbits when {g\geq 2} and {n\geq 0}.

Secondly, they proved that:

Theorem 1 (Putman-Wieland) Fix {g\geq 3} and {n\geq 0}.

  • (a) If Putman-Wieland conjecture holds for every finite-index characteristic subgroup {K} of {\pi_1(S_{g-1, n+1}, x_{n+2})}, then Ivanov conjecture is true for any finite-index sugroup {\Gamma} of {\textrm{Mod}_{g,n}}.
  • (b) If Ivanov conjecture holds for every finite-index subgroup of {\textrm{Mod}_{g,n+2}}, then Putman-Wieland conjecture is true for any finite-index characteristic subgroup {K} of {\pi_1(S_{g,n+1}, x_{n+2})}.

Moreover, if Ivanov conjecture is true for all finite-index subgroups of {\textrm{Mod}_{g,n}} for all {n\geq0}, then it is also true for all finite-index subgroups of {\textrm{Mod}_{G,m}} with {G\geq g}, {m\geq 0}.

In other words, Putman-Wieland proposed to approach an algebraic problem (Ivanov conjecture) via the study of a geometric problem (Putman-Wieland conjecture) because these two problems are “essentially” equivalent.

In particular, this gives the following concrete route to establish Ivanov conjecture:

  • (I) if we want to show that Ivanov conjecture is true for all {g\geq 3} and {n\geq 0}, then it suffices to prove Putman-Wieland conjecture for {g=2} (and all {n\geq 0}); indeed, this is so because item (a) of Putman-Wieland theorem would imply that Ivanov conjecture is true for {g=3} (and all {n\geq0}) in this setting, and, hence, the last paragraph of Putman-Wieland theorem would allow to conclude the validity of Ivanov conjecture in general.
  • (II) if we want to show that Ivanov conjecture is false for some {g\geq 3} and {m\geq 2}, then it suffices to construct a counterexample to Putman-Wieland conjecture for {g=3} and {n=m-1}.

Once we got at this point in our email conversations, Eduard told me that Question 1 was just a warmup towards his main question:

Question 2. Are there remarkable translation surfaces giving counterexamples to Putman-Wieland conjecture?

By inspecting my list of “preferred” translation surfaces, I noticed that I knew such an example: in fact, there is exactly one member in a family of translation surfaces that I’m studying with Artur Avila and Jean-Christophe Yoccoz (for other purposes) which is a counterexample to Putman-Wieland conjecture in genus {g=2} (and {n=6}).

In other words, one of the translation surfaces in a forthcoming paper joint with Artur and Jean-Christophe answers Question 2.

Remark 6 This shows that Putman-Wieland’s strategy (I) above does not work (because their conjecture is false in genus {2}). Of course, this does not mean that Ivanov conjecture is false: in fact, by Putman-Wieland strategy (II), one needs a counterexample to Putman-Wieland conjecture in genus {g\geq 3} (rather than in genus {g=2}). Here, it is worth to point out that Artur, Jean-Christophe and I have no good candidates of counterexamples to Putman-Wieland conjecture in genus {g\geq 3} and/or Ivanov conjecture.

Below the fold, we focus on the case {g=2} and {n=6} of Putman-Wieland conjecture.

Update (September 7, 2015): Last June 2015, Eduard gave a talk on algebro-geometrical aspects of mapping-class groups, and he wrote the following summary here where the connections between (a natural generalization of) Question 1 and the conjectures of Ivanov and Putman-Wieland are discussed.

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Last March 25th, Sébastien Gouëzel gave the talk “Subadditive cocycles and horofunctions” at the Ergodic Theory and Dynamical Systems seminar of LAGA , Université Paris 13.

As it is always the case with Sébastien’s expositions, he managed to communicate very clearly the ideas of a mathematically profound subject (and, by the way, this topic is not directly related to his excellent Bourbaki seminar talk from March 21st).

In the sequel, I’ll transcript my lecture notes for Sébastien’s talk. Of course, all errors and mistakes are my entire responsibility.

1. Introduction

Let us warmup by giving a proof of the following theorem:

Theorem 1 (Kohlberg-Neyman (1981)) Let {\phi:\mathbb{R}^d\rightarrow\mathbb{R}^d} be a weak contraction of the Euclidean space {(\mathbb{R}^d, \|.\|)} in the sense that

\displaystyle \|\phi(x)-\phi(y)\|\leq \|x-y\|

for all {x,y\in\mathbb{R}^d}.Then, the sequence

\displaystyle \frac{\phi^n(0)}{n}

converges as {n\rightarrow\infty}.

Remark 1 The origin {0\in\mathbb{R}^d} can be replaced by any point {x_0\in\mathbb{R}^n} because

\displaystyle \|\phi^n(x_0)-\phi^n(0)\|\leq \|x_0\|

so that

\displaystyle \lim\limits_{n\rightarrow\infty}\frac{\phi^n(x_0) - \phi^n(0)}{n} = 0

As the reader might suspect, the fact that such an “innocent-looking” result was proved only in 1981 (in this paper here) indicates that its proof is not easy to find if we don’t use the “correct” setup.

For the purposes of this post, we will show Theorem 1 using a argument of Karlsson (from 2001).

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Posted by: matheuscmss | March 15, 2015

First Bourbaki seminar of 2015 (III): Ambrosio’s talk

For the third (and last) installment of this series of posts (which started here) on the first Bourbaki seminar of 2015, we will discuss a talk that brought me back some good memories from the time I did my PhD at IMPA when I took a course on Geometric Measure Theory (taught by Hermano Frid) based on the books of Evans-Gariepy (for the introductory part of the course) and Guisti (for the core part of the course).

In fact, our goal today is to revisit Luigi Ambrosio’s Bourbaki seminar talk entitled “The regularity theory of area-minimizing integral currents (after Almgren-DeLellis-Spadaro)”. Here, besides the original works of Almgren and DeLellis-Spadaro (in these five papers here), the main references are the video of Ambrosio’s talk and his lecture notes (both in English).

Disclaimer. As usual, all errors and mistakes are my entire responsibility.

1. Introduction

This post is centered around solutions to the so-called Plateau’s problem.

A formulation of Plateau’s problem in dimension {m} and codimension {n} is the following. Given a {(m+n)}-dimensional Riemannian manifold and a {(m-1)}-dimensional compact embedded oriented submanifold {\Gamma\subset M} (without boundary), find a {m}-dimensional embedded oriented submanifold {\Sigma\subset M} with boundary {\partial\Sigma=\Gamma} such that

\displaystyle \textrm{vol}_m(\Sigma)\leq \textrm{vol}_m(\widetilde{\Sigma})

for all oriented {m}-dimensional submanifold {\widetilde{\Sigma}} with {\partial\widetilde{\Sigma} = \Gamma}. (Here, {\textrm{vol}_m(A)} denotes the {m}-dimensional volume of {A}).

This formulation of Plateau’s problem allows for several variants. Moreover, the solution to Plateau’s problem is very sensitive on the precise mathematical formulation of the problem (and, in particular, on the dimension {m} and codimension {n}).

Example 1 The works of Douglas and Radó (based on the conformal parametrization method and some compactness arguments) provided a solution to (a formulation of) Plateau’s problem when {m=2} and the boundary {\Gamma} is circular (i.e., {\Gamma} is parametrized by the round circle {S^1=\{ (x,y)\in\mathbb{R}^2: x^2+y^2=1 \}}). Unfortunately, the techniques employed by Douglas and Radó do not work for arbitrary dimension {m} and codimension {n}.

Example 2 The following example gives an idea on the difficulties that one might found while trying to solve Plateau’s problem (in the formulation given above).Let us consider the case {m=n=2}, {\Gamma\subset\mathbb{R}^4\simeq \mathbb{C}^2} defined as

\displaystyle \Gamma:=\{(\zeta^2,\zeta^3)\in\mathbb{C}^2: |\zeta|=1\}

The singular immersed disk

\displaystyle D:=\{(z, w)\in\mathbb{C}^2: z^3=w^2, |z|\leq 1\}

satisfies {\partial D=\Gamma} and the so-called calibration method can be applied to prove that

\displaystyle \mathcal{H}^2(D)<\mathcal{H}^2(\Sigma)

for all smooth oriented {2}-dimensional submanifold {\Sigma\subset\mathbb{R}^4} with {\partial\Sigma = \Gamma}. (Here, {\mathcal{H}^2} stands for the {2}-dimensional Hausdorff measure on {\mathbb{R}^4}.)

The example above motivates the introduction of weak solutions (including immersed submanifolds) to Plateau’s problem, so that the main question becomes the existence and regularity of weak solutions.

This point of view was adopted by several authors: for example, De Giorgi studied the notion of sets of finite perimeter when {n=1}, and Federer and Fleming introduced the notion of currents.

Remark 1 The “PDE counterpart” of this point of view is the study of existence and regularity of weak solutions of PDEs in Sobolev spaces.

In arbitrary dimensions and codimensions, De Giorgi’s regularity theory provides weak solutions to Plateau’s problem which are smooth on open and dense subsets.

As it was pointed out by Federer, this is not a satisfactory regularity statement. Indeed, De Giorgi’s regularity theory allows (in principle) weak solutions to Plateau’s problem whose singular set (i.e., the subset of points where the weak solution is not smooth) could be “large” in the sense that its ({m}-dimensional) Hausdorff measure could be positive.

In this context, Almgren wrote two preprints which together had more than 1000 pages (published in posthumous way here) where it was shown that the singular set of weak solutions to Plateau’s problem has codimension {2} at least:

Theorem 1 (Almgren) Let {T} be an integral rectifiable {m}-dimensional current in a {(m+n)}-dimensional {C^5} Riemannian manifold {M^{m+n}}.If {T} is area-minimizing (i.e., a weak solution to Plateau’s problem), then there exists a closed subset {\textrm{sing}(T)} of {T} such that:

  • {\textrm{sing}(T)} has codimension {\geq 2}: the Hausdorff dimension of {\textrm{sing}(T)} is {\leq (m-2)}, and
  • {\textrm{sing}(T)} is the singular set of {T}: the subset {T\cap (M-(\textrm{supp}(\partial T)\cup\textrm{sing}(T))} is induced by a smooth oriented {m}-dimensional submanifold of {M}.

We will explain the notion of area-minimizing integral rectifiable currents (appearing in the statement above) in a moment. For now, let us just make some historical remarks. Ambrosio has the impression that some parts of Almgren’s work were not completely reviewed, even though several experts have used some of the ideas and techniques introduced by Almgren. For this reason, the simplifications (of about {1/3}) and, more importantly, improvements of Almgren’s work obtained by DeLellis-Spadaro in a series of five articles (quoted in the very beginning of the pots) were very much appreciated by the experts of this field.

Closing this introduction, let us present the plan for the remaining sections of this post:

  • the next section reviews the construction of solutions to the generalized Plateau problem via Federer-Fleming compactness theorem for integral rectifiable currents;
  • then, in the subsequent section, we revisit some aspects of the regularity theory of weak solutions to Plateau’s problem in codimension {n=1}; in particular, we will see in this setting a stronger version of Theorem 1;
  • after that, in the last section of this post, we make some comments on the works of Almgren and DeLellis-Spadaro on the regularity theory for Plateau’s problem in codimension {n\geq 2}; in particular, we will sketch the proof of Theorem 1 above.

Remark 2 For the sake of exposition, from now on we will restrict ourselves to the study of Plateau’s problem in the case of Euclidean ambient spaces, i.e., {M^{m+n} = \mathbb{R}^{m+n}}. In fact, this is not a great loss in generality because the statements and proofs in the Euclidean setting {M^{m+n} = \mathbb{R}^{m+n}} can be adapted to arbitrary Riemannian manifolds {M^{m+n}} with almost no extra effort.

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Posted by: matheuscmss | March 7, 2015

Journée Surfaces Plates

Luca Marchese and I are organizing a one-day event called “Journée Surfaces Plates” at LAGA, Université Paris 13 next May 20th, 2015.

This event will consist into three talks by Giovanni Forni, Jean-Christophe Yoccoz and Anton Zorich, and a tentative schedule is available here. Also, it is likely that these talks will be recorded, and, in this case, I plan to update this (very short) post by providing a link for the eventual videos of these lectures.

Please note that any interested person can attend this event (as there are no inscription fees).  On the other hand, since our budget is very limited, unfortunately Luca and I  can not offer any sort of financial help (with local and/or travel expenses) to potential participants. In particular, we would ask you to use your own grants to support your eventual participation in “Journée Surfaces Plates”.

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