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Classical and Quantum Chaos Part I: Deterministic Chaos

Classical and Quantum Chaos Part I: Deterministic Chaos Predrag Cvitanovi´ c – Roberto Artuso – Per

Predrag Cvitanovi´c Roberto Artuso Per Dahlqvist Ronnie Mainieri Gregor Tanner G´abor Vattay Niall Whelan An- dreas Wirzba

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version 10, Aug 26 2003 www.nbi.dk/ChaosBook

printed September 1, 2003

comments to: predrag@nbi.dk

ii

Contents

Volume I: Classical chaos

Contributors

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xi

Acknowledgements

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xiv

1 Overture

1

1.1 Why this book?

2

1.2 Chaos ahead

3

1.3 The future as in a mirror

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1.4 A game of pinball

9

1.5 Chaos for cyclists

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13

1.6 Evolution

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19

1.7 From chaos to statistical mechanics

21

. guide to exercises 24 - resum´e 25 - references 27 - exercises 29

1.8

Guide to literature

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23

2 Flows

31

2.1 Dynamical systems

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31

2.2 Flows

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35

2.3 Computing trajectories

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38

. resum´e 43 - references 43 - exercises 45

2.4

Infinite-dimensional flows

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38

3 Maps

49

3.1 Poincar´e sections

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49

3.2 Constructing a Poincar´e section

52

3.3

Do it again

. resum´e 56 - references 56 - exercises 58

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53

4 Local stability

61

4.1 Flows transport neighborhoods

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61

4.2 Linear flows

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63

4.3 Stability of flows

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67

4.4 Stability of maps

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70

4.5 Stability of periodic orbits

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71

4.6

Neighborhood of a cycle

. resum´e 76 - references 76 - exercises 77

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74

iii

iv

CONTENTS

5 Newtonian dynamics

79

5.1 Hamiltonian flows

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79

5.2 Billiards

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81

5.3 Stability of billiards

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84

resum´e 87 - exercises 88

6 Get straight

91

6.1 Changing coordinates

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91

6.2 Rectification of flows

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92

6.3 Rectification of maps

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94

6.4 Smooth conjugacies and cycle stability

 

96

resum´e 97 - references 98 - exercises 99

7 Transporting densities

101

7.1 Measures

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101

7.2 Perron-Frobenius operator

103

7.3 Invariant measures

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105

7.4 Density evolution for infinitesimal times

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109

resum´e 113 - references 113 - exercises 114

 

8 Averaging

119

8.1 Dynamical averaging

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119

8.2 Evolution operators

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125

8.3 . Why not just run it on a computer?

8.4

Lyapunov exponents

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. resum´e 133 - references 134 - exercises 135

9 Qualitative dynamics, for pedestrians

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127

131

137

9.1 Itineraries

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137

9.2 Stretch and fold .

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143

9.3 Going global: Stable/unstable manifolds

 

144

9.4 Temporal ordering: itineraries

146

9.5 Spatial ordering

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148

9.6 Topological dynamics

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150

9.7 Symbolic dynamics, basic notions

153

resum´e 156 - references 156 - exercises 159

 

10 Counting, for pedestrians

161

10.1 Counting itineraries

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161

10.2 Topological trace formula

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164

10.3 Determinant of a graph

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165

10.4 Topological zeta function

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170

10.5 Counting cycles

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171

10.6 Infinite partitions

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176

. resum´e 180 - references 180 - exercises 182

10.7

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Shadowing

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177

11 Trace formulas

189

11.1 Trace of an evolution operator

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189

11.2 A trace formula for maps

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191

11.3 A trace formula for flows

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193

CONTENTS

v

. resum´e 198 - references 198 - exercises 199

11.4

An asymptotic trace formula

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196

12 Spectral determinants

201

12.1 Spectral determinants for maps

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202

12.2 Spectral determinant for flows

203

12.3 Dynamical zeta functions

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205

12.4 False zeros

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208

12.5 More examples of spectral determinants

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209

. resum´e 214 - references 214 - exercises 216

12.6

All too many eigenvalues?

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211

13 Why does it work?

221

13.1 The simplest of spectral determinants: A single fixed point

 

222

13.2 Analyticity of spectral determinants

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225

13.3 Hyperbolic maps

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232

13.4 Physics of eigenvalues and eigenfunctions

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236

resum´e 241 - references 241 - exercises 243

14 Fixed points, and how to get them

245

14.1 Where are the cycles?

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246

14.2 One-dimensional mappings

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248

14.3 Multipoint shooting method

249

14.4 d-dimensional mappings

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251

14.5 Flows

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14.6

. Stability of cycles for maps

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252

256

15 Cycle expansions

263

15.1 Pseudocycles and shadowing

263

15.2 Cycle formulas for dynamical averages

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269

15.3 Cycle expansions for finite alphabets

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273

15.4 Stability ordering of cycle expansions

274

. resum´e 280 - references 281 - exercises 282

15.5

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Dirichlet series

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277

16 Why cycle?

285

16.1 Escape rates

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285

16.2 Flow conservation sum rules

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289

16.3 Correlation functions

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290

. resum´e 294 - references 295 - exercises 296

16.4

Trace formulas vs. level sums

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291

17 Thermodynamic formalism

299

17.1

R´enyi entropies

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299

. resum´e 307 - references 308 - exercises 309

17.2

Fractal dimensions

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304

vi

CONTENTS

18 Intermittency

311

18.1 Intermittency everywhere

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312

18.2 Intermittency for pedestrians

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315

18.3 Intermittency for cyclists

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327

. resum´e 336 - references 336 - exercises 338

18.4

BER zeta functions

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332

19 Discrete symmetries

341

19.1 Preview

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342

19.2 Discrete symmetries

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346

19.3 Dynamics in the fundamental domain

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348

19.4 Factorizations of dynamical zeta functions

 

352

19.5 C 2 factorization

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354

19.6 C 3v factorization: 3-disk game of pinball

 

356

resum´e 359 - references 360 - exercises 362

 

20 Deterministic diffusion

 

365

20.1 Diffusion in periodic arrays

 

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366

20.2 Diffusion induced by chains of 1-d maps

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370

20.3 Marginal stability and anomalous diffusion

 

377

resum´e 382 - references 383 - exercises 385

 

21 Irrationally winding

387

21.1 Mode locking

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388

21.2 Local theory: “Golden mean” renormalization

 

394

21.3 Global theory: Thermodynamic averaging

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396

21.4 Hausdorff dimension of irrational windings

 

398

21.5 Thermodynamics of Farey tree: Farey model

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400

resum´e 405 - references 405 - exercises 407

CONTENTS

vii

Volume II: Quantum chaos

22 Prologue

409

22.1 Quantum pinball

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410

22.2 Quantization of helium

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412

guide to literature 413 - references 413 -

23 Quantum mechanics, briefly