A NNALES DE L ’I. H. P., SECTION A
V IVIANE B ALADI
S TEFANO I SOLA B ERNARD S CHMITT
Transfer operator for piecewise affine approximations of interval maps
Annales de l’I. H. P., section A, tome 62, n
o3 (1995), p. 251-265
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251
Transfer operator for piecewise affine approximations of interval maps
Viviane BALADI
Stefano ISOLA
Bernard SCHMITT ETH Zurich, CH-8092 Zurich, Switzerland (On leave from CNRS, UMR 128, ENS Lyon, France)
Dipartimento di Matematica, Universita degli Studi di Bologna,
1-40127 Bologna, Italy.
Universite de Bourgogne, Laboratoire de Topologie, URA 755, 21004 Dijon, France.
Vol. 62, n° 3, 1995, Physique theorique
ABSTRACT. - We consider a natural
approximation
scheme forpiecewise expanding, piecewise C1+Lipschitz, mixing
Markov interval mapsf by piecewise
affine maps. We prove that the densities of theabsolutely
continuous invariant
probability
measures of theapproximations
convergeexponentially
fast to thedensity
of theabsolutely
continuous invariantprobability
measure off
in the uniform norm. To do this we compare the relevant transferoperators
of theapproximations
with that off ,
and userecently developed perturbation techniques.
Nous considerons un
algorithme
natureld’ approximation
par des transformations affines par morceauxd’ applications
de l’intervallef
dilatantes et
C1+Lipschitz
par morceaux,melangeantes
et markoviennes.Nous montrons que les densites des mesures de
probabilite
invariantes absolument continues desapproximations convergent
uniformement vers la densite de la mesure deprobabilite
invariante absolument continue def ,
avec une vitesse
exponentielle.
Nous utilisons pour cela destechniques perturbatives
recemment introduitesqui
nouspermettent
de comparer lesoperateurs
de transfert desapproximations
avec celui def .
Annales de Henri Poincaré - Physique théorique - 0246-0211
Vol. 62/95/03/$ 4.00/@ Gauthier-Villars
252 V. BALADI, S. ISOLA AND B. SCHMITT
1. INTRODUCTION
A transformation
f
of[0, 1] ]
is called Markov if there existdisjoint
open intervals
7i,...,~,
the union of whose closures is[0, 1 ],
suchthat
f
restricted to each7~
is monotone andcontinuous,
and such that the closure of each is the closure of a union of intervals When thisproperty holds,
one maystudy
thedynamical system generated by
the iteration off using symbolic dynamics
and transferoperators
which are the same as those inequilibrium
statistical mechanics[13].
However,
the statisticalproperties
of thedynamical
orbits off
canonly
befully
described in terms of Markov chains if the restriction of the Markov mapf
to each interval7~
is affine.Indeed,
in thiscase, the associated transfer
operator (see below)
has a finite matrixrepresentation. Thus, given
a(non-linear)
Markov transformationf ,
whichwe will assume to be
topologically mixing,
we are faced with theproblem
ofapproximating
it with a sequence ofpiecewise
affine Markovmaps.
We show that the above
problem
can be solvedconstructively.
Moreprecisely,
we obtain a sequence of finite Markov stochastic matrices whose normalisedeigenvectors
to theeigenvalue
oneapproach
thestationary probability density
off exponentially
fast in the uniform norm. Our main technical tool is a non-standardperturbative argument,
first used in[3]
to deal with stochasticperturbations.
Theproblem
offinding
theinvariant
probability
measureby
discretization of the transferoperator
was first raised
by
Ulam[ 17]
and has been studiedby
many authors. Inparticular,
Gora andBoyarski [6]
considered moregeneral approximation
schemes than ours, and did not need any Markov
assumption. However, they only
obtained theL 1
convergence of the invariantdensities,
and no estimate on thespeed
of this convergence(we
believe that the methods from[3]
used in thepresent
article wouldyield
anotherproof
of theL1
convergence of the invariant densities obtained
by [6,
p.865]
forpiecewise affine,
Markovapproximations
oftopologically mixing piecewise
monotoneinterval maps which are not
necessarily Markov).
See[ 11 ], [9,
p.328]
forother
approximation schemes,
also with results in anL1 framework,
and[ 16]
for some numerical results. See also[ 14],
and referencestherein,
for related results.This work was made
possible by
a visit of the first two named authors tothe Universite de
Bourgogne
and we aregrateful
for the warmhospitality enjoyed
in the Laboratoire deTopologie.
Annales de l’Institut Henri Poincaré -
TRANSFER OPERATOR FOR PIECEWISE AFFINE APPROXIMATIONS
2. MARKOV
TRANSFORMATIONS
OF[0, 1]
AND THEIR PIECEWISE AFFINE APPROXIMATIONS
Our
assumption
on the transformationf : [0, 1]
--+[0, 1]
is that there existpoints
0 = ao a 1 ... a.~ = 1 such that1) for each i
=1,..., l
therestriction/,
= ai[ is monotone,C1
andC1-extends
to with aLipschitz
derivative this extension coincides withf
at least at one of theendpoints
ai-1 or a2 ;2)
there is anumber p
> 1 suchthat p, i
=1,..., ~;
3)
for any1 ~ i, j .~,
if0,
then4)
there exists 1 such that is onto on each branch ofmonotonicity (this
isequivalent
to atopological mixing assumption).
We
set
:==(?/)!} (with
theobvious modification for ao,
a~).
It is well known that under the above conditions there is a
unique absolutely
continuous invariantprobability
measure(a.c.i.p.m.)
whosedensity h
is theunique
normalisedpositive eigenfunction
witheigenvalue
one of a transfer
operator
,C defined on measurablefunctions ~ by
Several
interesting properties
of thedynamical system generated by f
areintimately
related to 03C3(,C),
thespectrum
of(see
e.g.[4]). However,
the latterdepends crucially
on the Banach space considered. If one is interested in theunique a.c.i.p.m.,
one can let £ act on the"large"
function spaceL1 (Lebesgue). Then,
thespectral
radius of isequal
to1,
which is theonly
element of the
spectrum
of on the unit circle and is asimple eigenvalue
with a
positive
normalisedeigenfunction h
mentionedabove, finally
eachz
C C with |z|
1 is aneigenvalue
of £ with infinitemultiplicity [ 10] .
Recall that
given
a Banach space of functions on the interval(B, ~) II)
such that our transfer
operator ,C :
8 -+ 8 isbounded,
we may define theessential
spectral radius,
ress(,C) (B), by:
Vol. 62, n ° 3-1995.
254 V. BALADI, S. ISOLA AND B. SCHMTTT
We define the discrete
spectrum
of Gacting
on B to be the set ofpoints
z in 03C3
(/;)
with|z|
> Tess(/;) (B).
If ja E13,
ress(£,) (S) 1,
and if 1 is theonly eigenvalue
of modulus1, then, setting
for
any ø
E B and any 6; >0,
thespectral decomposition yields
thatIn other
words,
T determines the rate of convergence toequilibrium,
alsocalled rate
of mixing.
We shall consider ,C
acting
on the space of function of bounded variation Recall that the total variationof ø : [0, 1]
-7 R on an interval[a, 6]
isLet then BV :==
{Ø : [0, 1]
-+ R :00}
andThe
spectrum
of ,C in thissetting
has been studiedby
several authors([ 18], [7], [14], [ 10], [2]):
thespectral
radius isequal
to one, ,C has 1 as aneigenvalue (and
no othereigenvalues
on the unitcircle),
and its essentialspectral
radius ress(,C)
isWe now construct a
sequence {fn}
ofpiecewise
affineapproximations
tof .
For any 7~ > 1 let,A~
be the(mod 0) partition
of[0, 1] whose
elementsare the intervals of the form
Ii0
nf-l (7,J
n ... n where7j =] a~ _ 1, a~[ (x.~.,
the iteratef n
is monotone on each I E,~4.~ ) .
Letbe the
partition (in
the strictsense)
of[0, 1 ]
obtainedby adding
one or twoendpoints
to atoms of,A.n,
in such a way that is continuous for each(there might
be several ways ofdoing this).
Annales de l’Institut Henri Poincaré -
DEFINITION. - The n-th
piecewise
’affine
’approximation of f is
thetransformation f n of [0, 1]
suchthat for
any I EAn the
’ restrictionaffine,
’ and ’for
any extremalpoint
xof
1 EAgain, we set |f’n (x) (
:==min{limyy~x |f’n (y)|, limy~x fn (y)|} if x
is anendpoint of I E An,
with the obviousmodification for
ao, at. / The transferoperator
associated ’ tof n
isThe results mentioned above
apply,
inparticular
1 is asimple eigenvalue
of
,Cn acting
onBV,
with normalisedpositive eigenfunction hn equal
tothe
density
of theunique a.c.i.p.m.,
and(2.3) yields
a value8~
for theessential
spectral
radius.We now want to characterize the discrete
spectrum
and thecorresponding eigenfunctions
of BV ~ BV. Let0394n
be the closedn-invariant subspace
of BV definedby
Then,
for any n >1,
we may consider the restrictedoperator
and the coinducedoperator ,Cn~ , acting
on thequotient
spacern
=We have the
decomposition [5] 7 (n)
C (7 ~ 03C3(0393nn). Moreover,
it is easy to check that in the natural basis for
On,
the restriction isgiven by
the .~n matrix definedby:
By
themixing assumption,
the matrix is irreducible andaperiodic,
sothat 03C3
(M(n)) = {1}~03C3n,
where 03C3n isstrictly
contained in the unit disc. On the otherhand,
the norm inducedby (2.2)
oniB, is ~ ~ ~ ~ ( r~ _ ~ ~ ~ - Qn ~ ~ ~ ,
where
Qn :
BV 2014~0~
isgiven by
so that the
spectral
radius of/~ :
BV 2014~ BY iseasily
seen to be8n
and thus ==
8n (see
e.g.[1]). Putting together
these observations we have:Vol. 62, n° 3-1995.
256 V. BALADI, S. ISOLA AND B. SCHMITT
LEMMA 2.1.
In
particular,
the normalisedfixed function hn of ,Cn
is inOn,
and is afixed
vectorof
the matrixWe are now in a
position
to state our main result.THEOREM. - Let
f
be apiecewise
monotone interval mapsatisfying assumptions ( 1 )-(4) from
thebeginning of
thissection,
let h be thedensity of
itsunique a.c.i.p.m.
and T its rateof mixing.
Let,Cn
be thetransfer
operators
of
the n-thpiecewise affine approximation off
Then there is a constant
Cl
> 0 andfor
eachç-2
> T a constantC2
> 0 such thatfor
eachn >
1 the normalisedeigenfunction hn
EOn for
thesimple eigenvalue
1of ,Cn satisfies
Moreover,
the spectrum U~n
with rateof mixing
Tn == E
E~}
1 and ress(,C),
the rates Tn converge to therate of mixing off, i.e.,
lim Tn = T.Remark. - We
only
prove convergence of the maximaleigenvector.
Thisis related to the fact that the nature of our
approximations
forces the useof balanced norms
(see below).
It would beinteresting
to know whethera different
approach
wouldyields
results oneigenvectors corresponding
toother elements of the discrete
spectrum.
Note also that we do not know whether the obtainedexponential
rate of convergence(TI/3)
isoptimal.
The
proof
of our theorem uses two lemmas. Lemma 2.2 is theanalogue
of the
"dynamical"
Lemma 9 in[3]
and Lemma 2.3corresponds
to the"abstract functional lemmas" in
[3].
The Markov situation considered hereyields
asimplification
and astrenghtening
of theresults,
because there are no "bad" intervals ofmonotonicity (in
theterminology
of[3]).
We first make some
preliminary
remarks. For each 6’> ~
there exists1 so that for all
7~ ~ 1~ > 1~1
and allAnnales de l’Institut Henri Poincaré -
and also
(see [2,
Lemma2.3])
(We
may assume thatl~l
is amultiple
ofA;o:
this will be convenientbelow.)
Observe also that for any ()
> ~
there exists a constant C such that for all 1~ > 1 the maximumlength
of the intervals in is notlarger
thanIt will be necessary to make use of balanced norms in BV: for 0 ’1
~
1 defineLEMMA 2.2. - Let 9
ç2
1. Then there ’ existsC3
> 0 suchthat for (3/2) ~ > ~ ~ l~l
Proof of Lemma
2.2. - Fix 6’ with ? 6’ç-2.
We start
by preliminary computations
useful to control the supremumpart
of the norm. For n> k
> we denoteby
and(~n,
the collection of the inverse branches of all the restrictions to the atoms of of
fk
andfn respectively.
Since n~ k,
we havefor 03C6
E BV:where the characteristic functions
x f~ ~I~
=x fn
(1) are the same in bothsums
by
the definition of Therefore3-1995.
258 V. BALADI, S. ISOLA AND B. SCHMITT
A
straightforward
calculationusing (2.6) yields
The second term can be estimated as follows. Let K > 0 be such that 1
(~r)
K for all k > 1(such
a constant K exists because 1 dx, +Gk
1 =111,
and(2.1) implies
that~
and let C > 0 be the constant from(2.8).
Then we will prove that there is a constant C such that for all n > k; :
To obtain
(2.11 )
we will use thefollowing
distorsioninequality:
if/
ispiecewise C1+Lipschitz
andexpanding (in particular,
ispiecewise Lipschitz),
there is a constant C > 0 so that for each interval J ofmonotonicity
of/
and allTo
apply
thisinequality,
we first observe ~ that for all n > l~ >1,
and 0 all’
the mean value ~ theorem(and
0 the remark that( I )
=f n ( I )
for all 0 m~), yields
where each ~2, m is in l. We now combine the distorsion
inequality
with a second
application
of the mean value theorem and obtainpoints
=
(~2 ) E I,
and a constant C > 0 withSince
f ~
andf ~ (~3)
are in the same atom of we mayapply
(2.8).
It then suffices toexchange
numerator and denominator toget
the otherinequality required
for(2.11). (On
distorsioninequalities,
see e.g.[12, 1.2, V.2].)
Therefore, using
6’ç-2,
there isD 1
> 0 so that forall n ~ (3/2)k ~
l~l and ~
E BVTo estimate the
variation,
we writeand bound each term of the
right-hand-side separately.
We consider firstjC~
for k = where
k1
is amultiple
of We may assume that 203B8k1
1çkl
1(otherwise
take1~1
to be alarger multiple
ofUsing
the fact that foreach I E the branch can be extended to a
surjective
functionon the closure of 1
(and
the inverse branchesaccordingly),
we find foreach I E
Vol. 62, n ° 3-1995.
260 V. BALADI, S. ISOLA AND B. SCHMITT
where
,Q
> 0 is the minimumlength
of the atoms of Hencetaking
the sum over the atoms of
Akl
we findFinally, applying recursively
the aboveinequality (and using ~ I£n 4>1
dx =|03C6| dx)
we find a constantDz
> 0 so that forall n ~
k = m.kl
+p >
The estimate for
/~
isexactly
the same:Putting together
these estimates andusing /
we find aconstant
D3
> 0 such that for all??, ~ ~ ~ kl
Annales de l’Institut Henri Poincaré - Physique theorique
TRANSFER OPERATOR FOR PIECEWISE
From
(2.12)
and(2.13)
andusing again
6’ç-2,
we obtainC3
> 0 so that forall n ~ (3/2)k ~ k ~ kl
We
decompose
thespectrum
of ,C on BV into (7(,C)
==~o
U~l
where
~o = {1},
with thecorresponding decomposition
intogeneralised eigenspaces
BV =Xo
EÐXl = ~ h ® Xl,
andprojections Xo,
LEMMA 2.3. - Consider the
operators ,Cn acting
on BV and ’ "ç-2
1.For
’
’ thatT/~’ ç- ç-’ 1,
there ’ existC4
> 0 and~2 >
1 sothat for (3/2) ~ ~ 1~ > 1~2 :
1)
The spectrum adecomposes
intowith
2)
Let7r~ : ~fy
0Xf ---+ ~fy
bethe projection
associated with thisspectral decomposition,
thenfor
>ç-/ç-’
(In particular, Eo = {1}
and ’ 1 is a ’simple eigenvalue
’’
Proof of Lemma 2.3 (We essentially
follow[3]). - 1) Let T’ and 03BE’0
be " such that
Let
1~2 2: 1~1
be a fixedmultiple
oflarge enough
for various purposes.In
particular,
werequire
that for k >k2
For n
2:: (3/2)
k2:: k > l~2
we will showthat ~ ~
7 for A withç-’ 1;B1 Ç-b by proving
that the resolvent R(£~, ~k) _ (Gn - ~k
is a bounded
operator
on If the resolventexists,
it can be written as:Vol. 62, n ° 3-1995.
262 V. BALADI S. ISOLA AND B. SCHMITT
By
Lemma2.2,
it isenough
to show that Since~~) Xi
=Xi
for i =0, 1,
we havefor ~
EX, 114>llçk
= 1Since
= ~ / ~ (x) dx,
there exists a constantAo
> 0 withTherefore and
areuniformlybounded (because
~ !!7ro~!! ~ ~!!7ro~!!~ ~ A~ Ao ~~~~~~
wherewe have used that all norms on
Xo
areequivalent).
It thus suffices to bound There exists a constantA1
> 0 that for EXo
For ~
EX1,
we havefrom which it follows that there is a constant
A2
> 0 withTherefore,
there is a constantA3
> 0 so that for alllarge enough 1~
2)
Note that 1f0 can be viewed as theprojection
associated with(G~, (Eo)~)
for anyk,
andsimilarly
for We willagain
consider afixed k >
k2
and n >(3/2)
k. We writeBb
for the circle of radius b centered at 0 in C. Let03BE’0
be as inpart (1)
andlet y
=Bk
UBrk0
forsome ç-’ ç ~o, with ç- ~7 (~y2~~ (using r~ (~~)2~~
>ç’)
andro >
1.Then
by ( 1 ), Eo
and are contained in the annularregion
boundedby
y, and we haveAnnales de Henri Poincaré - Physique théorique
l
TRANSFER OPERATOR FOR PIECEWISE AFFINE APPROXIMATIONS
Therefore
Using (2.14)
we have= and for a E
B~~
[by (2.15)],
we obtainA4
> 0 such thatFor
IV,
we use~(B~)
=27rr~
toget ~5
> 0 so thatThe assertion in
parenthesis
follows from classicalperturbation results,
seee.g.
[8].
Q.E.D.
Proof of the
Theorem. - LetT/~’ ç- ç-’
1. First we show that forn > (3/2)
l~ > 1~ >~2
the spaceX o
from Lemma 2. 3 is thegraph
of somelinear
Sn : X o
2014~X 1 : Let ø
E sinceit follows from Lemma 2.3
(2) that ~03C01 03C6~03BEk~03C0003C6~03BEk.
Inparticular
if4>, 4>’
EXo
and7ro 4> ==
7ro4>’,
then7r1 4>
==7r14>’
andthus 4> == 4>’.
We now
estimate ~!!~.
Since dimXo
=1,
and~ô = {1},
there exists4>0
=~o (n, Xo~ ~~~o~~~k
=1,
such that3-1995.
264 V. BALADI, S. ISOLA AND B. SCHMITT
For 03BE2
> 7" > 7 andlarge enough &,
Lemma 2.2 thusyields
Therefore,
there exist1~3
>1~2
and a constant B > 0 so that for allIn
particular, writing [?/]
for theinteger part
of y, for(3/2) k3
We need a bound on For
~ (3/2) k;;~ and ~
EX~
wehave, using
the constant
A’
from theproof
of Lemma 2.3( 1 ),
By
definitionNow (ja (~;) + Sn (h) (x))
dx -1 ~
which tends to zerooo
by (2.18).
Therefore(2.17) implies
that for n >(3/2) k3 :
Annales de l’Institut Henri Poincaré - Physique theorique
which proves the existence of
Cl .
We nowbound ~hn - h~~ using again
which proves the existence of
C2.
The statement on the convergence of Tn follows from the
property
of the convergence of the discretespectrum
in[ 1 ], Corollary
to the main theorem.Q.E.D.
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Preprint, 1933, to appear in J. Funct. Anal.
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[3] V. BALADI and L.-S. YOUNG, On the spectra of randomly perturbed expanding maps, Comm. Math. Phys., Vol. 156, 1993, pp. 355-385. (See also Erratum, Comm. Math.
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[4] P. COLLET, Some ergodic properties of maps of the interval, Dynamical Systems and
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[6] P. GORA and A. BOYARSKY, Compactness of invariant densities for families of expanding, piecewise monotonic transformations, Can. J. Math., XLI, 1989, pp. 855-869.
[7] F. HOFBAUER and G. KELLER, Ergodic properties of invariant measures for piecewise
monotonic transformations, Math. Z., Vol. 180, 1982, pp. 119-140.
[8] T. KATO, Perturbation Theory for Linear Operators, Second printing of second ed., Springer-Verlag, Berlin, 1984.
[9] G. KELLER, Stochastic stability in some chaotic dynamical systems, Mh. Math., Vol. 94, 1982, pp. 313-333.
[10] G. KELLER, On the rate of convergence to equilibrium in one-dimensional dynamics, Comm.
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[11] T.-Y. LI, Finite approximation for the Frobenius-Perron operator. A solution to Ulam’s
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[12] W. DE MELO and S. VAN STRIEN, One-Dimensional Dynamics, Springer-Verlag, Berlin, 1993.
[13] D. RUELLE, Thermodynamic Formalism, Addison-Wesley, Reading, 1978.
[14] M. RYCHLIK, Bounded variation and invariant measures, Studia Math., Vol. LXXVI, 1983, pp. 69-80.
[15] M. RYCHLIK and E. SORETS, Regularity and other properties of absolutely continuous
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[16] H. J. SCHOLTZ, Markov chains and discrete chaos, Physica, Vol. 4D, 1982, pp. 281-286., [17] S. ULAM, Problems in modern mathematics, Interscience Publishers, New York, 1960.
[18] S. WONG, Some metric properties of piecewise monotonic mappings of the unit interval,
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(Manuscript received September 9, 1994;
revised version December 20, 1994. )
Vol. 62, n ° 3-1995.