# American Institute of Mathematical Sciences

January  2011, 29(1): 193-212. doi: 10.3934/dcds.2011.29.193

## Dynamics and abstract computability: Computing invariant measures

 1 Dipartimento di Matematica Applicata, Universita di Pisa, Italy 2 LORIA, Vandoeuvre-lès-Nancy, France 3 Fields Institute, Toronto, Canada

Received  January 2010 Revised  May 2010 Published  September 2010

We consider the question of computing invariant measures from an abstract point of view. Here, computing a measure means finding an algorithm which can output descriptions of the measure up to any precision. We work in a general framework (computable metric spaces) where this problem can be posed precisely. We will find invariant measures as fixed points of the transfer operator. In this case, a general result ensures the computability of isolated fixed points of a computable map.
We give general conditions under which the transfer operator is computable on a suitable set. This implies the computability of many "regular enough" invariant measures and among them many physical measures.
On the other hand, not all computable dynamical systems have a computable invariant measure. We exhibit two examples of computable dynamics, one having a physical measure which is not computable and one for which no invariant measure is computable, showing some subtlety in this kind of problems.
Citation: Stefano Galatolo, Mathieu Hoyrup, Cristóbal Rojas. Dynamics and abstract computability: Computing invariant measures. Discrete and Continuous Dynamical Systems, 2011, 29 (1) : 193-212. doi: 10.3934/dcds.2011.29.193
##### References:
 [1] L. Ambrosio, N. Gigli and G. Savare, Gradient flows: In metric spaces and in the space of probability measures, in "Lectures in Mathematics ETH Zürich," Birkhäuser Verlag, Basel, (2005). [2] J. Avigad, P. Gerhardy and H. Towsner, Local stability of ergodic averages, Transactions of the American Mathematical Society, 362 (2010), 261-288. doi: doi:10.1090/S0002-9947-09-04814-4. [3] L. Bienvenu and W. Merkle, Effective randomness for computable probability measures, Electr. Notes Theor. Comput. Sci., 167 (2007), 117-130. doi: doi:10.1016/j.entcs.2006.08.010. [4] I. Binder, M. Braverman and M. Yampolsky, Filled Julia sets with empty interior are computable, Journal FoCM, 7 (2007), 405-416. [5] I. Binder, M. Braverman and M. Yampolsky, On computational complexity of Siegel Julia sets, Commun. Math. Phys., 264 (2006), 317-334. doi: doi:10.1007/s00220-006-1546-3. [6] M. L. Blank, Pathologies generated by round-off in dynamical systems, Physica D., 78 (1994), 93-114. doi: doi:10.1016/0167-2789(94)00103-0. [7] M. L. Blank, Small perturbations of chaotic dynamical systems, Russian Mathematical Surveys, 44 (1989), 1-33. doi: doi:10.1070/RM1989v044n06ABEH002302. [8] Vasco Brattka and Gero Presser, Computability on subsets of metric spaces, Theoretical Computer Science, 305 (2003), 43-76. doi: doi:10.1016/S0304-3975(02)00693-X. [9] M. Braverman and M. Yampolsky, Non-computable Julia sets, Journ. Amer. Math. Soc., 19 (2006), 551-578. doi: doi:10.1090/S0894-0347-05-00516-3. [10] A. A. Brudno, Entropy and the complexity of the trajectories of a dynamical system, Trans. Mosc. Math. Soc., 44 (1983), 127-151. [11] J-R. Chazottes, P. Collet and B. Schmitt, Statistical consequences of the Devroye inequality for processes. Applications to a class of non-uniformly hyperbolic dynamical systems, Nonlinearity, 18 (2005), 2341-2364. doi: doi:10.1088/0951-7715/18/5/024. [12] P. Collins, Computability and representations of the zero set, Theoretical Computer Science, 221 (2008), 37-43. [13] M. Dellnitz and A. Hohmann, A subdivision algorithm for the computation of unstable manifolds and global attractors, Numerische Mathematik, 75 (1997), 293-317. doi: doi:10.1007/s002110050240. [14] M. Dellnitz and O. Junge, On the approximation of complicated dynamical behavior, SIAM Journal on Numerical Analysis, 36 (1999), 491-515. doi: doi:10.1137/S0036142996313002. [15] J. Ding, Q. Du and T. Y. Li, High order approximation of the Frobenius-Perron operator, Applied Mathematics and Computation, 53 (1993), 151-171. doi: doi:10.1016/0096-3003(93)90099-Z. [16] J. Ding and A. Zhou, The projection method for computing multidimensional absolutely continuous invariant measures, Journal of Statistical Physics, 77 (1994), 899-908. doi: doi:10.1007/BF02179467. [17] P. Gács, Lectures notes on descriptional complexity and randomness, Boston University, 1993, 1-67. [18] S. Galatolo, Orbit complexity by computable structures, Nonlinearity, 13 (2000), 1531-1546. doi: doi:10.1088/0951-7715/13/5/307. [19] P. Gács, M. Hoyrup and C. Rojas, Randomness on computable probability spaces-A dynamical point of view, (Susanne Albers and Jean-Yves Marion, editors), in "26th International Symposium on Theoretical Aspects of Computer Science," (STACS 2009), 469-480. [20] S. Galatolo, M. Hoyrup and C. Rojas, A constructive Borel-Cantelli lemma. Constructing orbits with required statistical properties, Theor. Comput. Sci., 410 (2009), 2207-2222. doi: doi:10.1016/j.tcs.2009.02.010. [21] S. Galatolo, M. Hoyrup and C. Rojas, Effective symbolic dynamics, random points, statistical behavior, complexity and entropy, Inf. Comput., 208 (2010), 23-41. doi: doi:10.1016/j.ic.2009.05.001. [22] S. Galatolo and M. J. Pacifico, Lorenz like flows: Exponential decay of correlations for the Poincaré map, logarithm law, quantitative recurrence,, preprint, (). [23] P. Hertling, Is the Mandelbrot set computable, Math. Logic Quart, 51 (2005), 5-18. doi: doi:10.1002/malq.200310124. [24] M. Hoyrup and C. Rojas, Computability of probability measures and Martin-Löf randomness over metric spaces, Inf. Comput., 207 (2009), 830-847. doi: doi:10.1016/j.ic.2008.12.009. [25] B. Hunt, Estimating invariant measures and Lyapunov exponents, preprint, http://www.chaos.umd.edu/ bhunt/research/eimale.pdf, 1995. [26] S. Isola, On systems with finite ergodic degree, Far East Journal of Dynamical Systems, 5 (2003), 1-62. [27] M. Keane, R. Murray and L. S. Young, Computing invariant measures for expanding circle maps, Nonlinearity, 11 (1998), 27-46. doi: doi:10.1088/0951-7715/11/1/004. [28] Y. Kifer, General random perturbations of hyperbolic and expanding transformations, Journal d'Analyse Mathématique, 47 (1986), 111-150. doi: doi:10.1007/BF02792535. [29] C. Liverani, Rigorous numerical investigations of the statistical properties of piecewise expanding maps-A feasibility study, Nonlinearity, 14 (2001), 463-490. doi: doi:10.1088/0951-7715/14/3/303. [30] K. Palmer, "Shadowing in Dynamical Systems-Theory and Applications. Mathematics and its Applications," 501, Kluwer Academic Publishers, Dordrecht, 2000. [31] M. Pollicott and O. Jenkinson, Computing invariant densities and metric entropy, Comm. Math. Phys., 211 (2000), 687-703. doi: doi:10.1007/s002200050832. [32] H. Rogers, "Theory of Recursive Functions and Effective Computability," MIT Press Cambridge, MA, USA, 1987. [33] S. G. Simpson, "Subsystems of Second Order Arithmetic," Perspectives in Mathematical Logic, Springer-Verlag, Cambridge University Press, 1999. [34] W. Tucker, The Lorenz attractor exists, C. R. Acad. Sci. Paris, 328 (1999), 1197-1202. [35] A. Turing, On computable numbers, with an application to the Entscheidungsproblem, Proc. Lond. Math. Soc. 2, 42 (1936), 230-265. [36] M. Viana, "Stochastic Dynamics of Deterministic Systems," Brazillian Math, IMPA, Colloquium 1997. [37] L. S. Young, What are SRB measures, and which dynamical systems have them?, Journal of Statistical Physics, 108 (2002), 733-754. doi: doi:10.1023/A:1019762724717. [38] K. Weihrauch, "A Simple Introduction to Computable Analysis," Technical Report 171 7-1995, FernUniversitat, 1995. [39] K. Weihrauch, "Computable Analysis. An Introduction," Springer, 2000.

show all references

##### References:
 [1] L. Ambrosio, N. Gigli and G. Savare, Gradient flows: In metric spaces and in the space of probability measures, in "Lectures in Mathematics ETH Zürich," Birkhäuser Verlag, Basel, (2005). [2] J. Avigad, P. Gerhardy and H. Towsner, Local stability of ergodic averages, Transactions of the American Mathematical Society, 362 (2010), 261-288. doi: doi:10.1090/S0002-9947-09-04814-4. [3] L. Bienvenu and W. Merkle, Effective randomness for computable probability measures, Electr. Notes Theor. Comput. Sci., 167 (2007), 117-130. doi: doi:10.1016/j.entcs.2006.08.010. [4] I. Binder, M. Braverman and M. Yampolsky, Filled Julia sets with empty interior are computable, Journal FoCM, 7 (2007), 405-416. [5] I. Binder, M. Braverman and M. Yampolsky, On computational complexity of Siegel Julia sets, Commun. Math. Phys., 264 (2006), 317-334. doi: doi:10.1007/s00220-006-1546-3. [6] M. L. Blank, Pathologies generated by round-off in dynamical systems, Physica D., 78 (1994), 93-114. doi: doi:10.1016/0167-2789(94)00103-0. [7] M. L. Blank, Small perturbations of chaotic dynamical systems, Russian Mathematical Surveys, 44 (1989), 1-33. doi: doi:10.1070/RM1989v044n06ABEH002302. [8] Vasco Brattka and Gero Presser, Computability on subsets of metric spaces, Theoretical Computer Science, 305 (2003), 43-76. doi: doi:10.1016/S0304-3975(02)00693-X. [9] M. Braverman and M. Yampolsky, Non-computable Julia sets, Journ. Amer. Math. Soc., 19 (2006), 551-578. doi: doi:10.1090/S0894-0347-05-00516-3. [10] A. A. Brudno, Entropy and the complexity of the trajectories of a dynamical system, Trans. Mosc. Math. Soc., 44 (1983), 127-151. [11] J-R. Chazottes, P. Collet and B. Schmitt, Statistical consequences of the Devroye inequality for processes. Applications to a class of non-uniformly hyperbolic dynamical systems, Nonlinearity, 18 (2005), 2341-2364. doi: doi:10.1088/0951-7715/18/5/024. [12] P. Collins, Computability and representations of the zero set, Theoretical Computer Science, 221 (2008), 37-43. [13] M. Dellnitz and A. Hohmann, A subdivision algorithm for the computation of unstable manifolds and global attractors, Numerische Mathematik, 75 (1997), 293-317. doi: doi:10.1007/s002110050240. [14] M. Dellnitz and O. Junge, On the approximation of complicated dynamical behavior, SIAM Journal on Numerical Analysis, 36 (1999), 491-515. doi: doi:10.1137/S0036142996313002. [15] J. Ding, Q. Du and T. Y. Li, High order approximation of the Frobenius-Perron operator, Applied Mathematics and Computation, 53 (1993), 151-171. doi: doi:10.1016/0096-3003(93)90099-Z. [16] J. Ding and A. Zhou, The projection method for computing multidimensional absolutely continuous invariant measures, Journal of Statistical Physics, 77 (1994), 899-908. doi: doi:10.1007/BF02179467. [17] P. Gács, Lectures notes on descriptional complexity and randomness, Boston University, 1993, 1-67. [18] S. Galatolo, Orbit complexity by computable structures, Nonlinearity, 13 (2000), 1531-1546. doi: doi:10.1088/0951-7715/13/5/307. [19] P. Gács, M. Hoyrup and C. Rojas, Randomness on computable probability spaces-A dynamical point of view, (Susanne Albers and Jean-Yves Marion, editors), in "26th International Symposium on Theoretical Aspects of Computer Science," (STACS 2009), 469-480. [20] S. Galatolo, M. Hoyrup and C. Rojas, A constructive Borel-Cantelli lemma. Constructing orbits with required statistical properties, Theor. Comput. Sci., 410 (2009), 2207-2222. doi: doi:10.1016/j.tcs.2009.02.010. [21] S. Galatolo, M. Hoyrup and C. Rojas, Effective symbolic dynamics, random points, statistical behavior, complexity and entropy, Inf. Comput., 208 (2010), 23-41. doi: doi:10.1016/j.ic.2009.05.001. [22] S. Galatolo and M. J. Pacifico, Lorenz like flows: Exponential decay of correlations for the Poincaré map, logarithm law, quantitative recurrence,, preprint, (). [23] P. Hertling, Is the Mandelbrot set computable, Math. Logic Quart, 51 (2005), 5-18. doi: doi:10.1002/malq.200310124. [24] M. Hoyrup and C. Rojas, Computability of probability measures and Martin-Löf randomness over metric spaces, Inf. Comput., 207 (2009), 830-847. doi: doi:10.1016/j.ic.2008.12.009. [25] B. Hunt, Estimating invariant measures and Lyapunov exponents, preprint, http://www.chaos.umd.edu/ bhunt/research/eimale.pdf, 1995. [26] S. Isola, On systems with finite ergodic degree, Far East Journal of Dynamical Systems, 5 (2003), 1-62. [27] M. Keane, R. Murray and L. S. Young, Computing invariant measures for expanding circle maps, Nonlinearity, 11 (1998), 27-46. doi: doi:10.1088/0951-7715/11/1/004. [28] Y. Kifer, General random perturbations of hyperbolic and expanding transformations, Journal d'Analyse Mathématique, 47 (1986), 111-150. doi: doi:10.1007/BF02792535. [29] C. Liverani, Rigorous numerical investigations of the statistical properties of piecewise expanding maps-A feasibility study, Nonlinearity, 14 (2001), 463-490. doi: doi:10.1088/0951-7715/14/3/303. [30] K. Palmer, "Shadowing in Dynamical Systems-Theory and Applications. Mathematics and its Applications," 501, Kluwer Academic Publishers, Dordrecht, 2000. [31] M. Pollicott and O. Jenkinson, Computing invariant densities and metric entropy, Comm. Math. Phys., 211 (2000), 687-703. doi: doi:10.1007/s002200050832. [32] H. Rogers, "Theory of Recursive Functions and Effective Computability," MIT Press Cambridge, MA, USA, 1987. [33] S. G. Simpson, "Subsystems of Second Order Arithmetic," Perspectives in Mathematical Logic, Springer-Verlag, Cambridge University Press, 1999. [34] W. Tucker, The Lorenz attractor exists, C. R. Acad. Sci. Paris, 328 (1999), 1197-1202. [35] A. Turing, On computable numbers, with an application to the Entscheidungsproblem, Proc. Lond. Math. Soc. 2, 42 (1936), 230-265. [36] M. Viana, "Stochastic Dynamics of Deterministic Systems," Brazillian Math, IMPA, Colloquium 1997. [37] L. S. Young, What are SRB measures, and which dynamical systems have them?, Journal of Statistical Physics, 108 (2002), 733-754. doi: doi:10.1023/A:1019762724717. [38] K. Weihrauch, "A Simple Introduction to Computable Analysis," Technical Report 171 7-1995, FernUniversitat, 1995. [39] K. Weihrauch, "Computable Analysis. An Introduction," Springer, 2000.
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