Fixed points

Let U be a neighborhood of O=(0,0), f:U\to \mathbb{R}^2 be a local diffeomorphism fixing O. Then O is said to be stable if every open neighborhood V\subset U of O contains an invariant neighborhood of O. It is said to be unstable if there is an open neighborhood V\subset U of O such that \bigcap_{n\in\mathbb{Z}}f^nV=\{O\}. It is said to be mixed if it is neither stable nor unstable.

Example. (1) When f is a rotation, then O is stable. (2) When O is a hyperbolic fixed point, then it is unstable. (3) Using complex coordinate z, let f(z)=\frac{z}{1-z}. Then f^n(z)=\frac{z}{1-n z}. Picking z=\frac{1}{n} and letting n\to 0, we see that O is not stable; picking z=i/n and letting n\to 0, we see that O is not unstable. Therefore, O is mixed.

Example. Let \phi(x,y)=(x^2+y^2)^n. Consider the rotation (\dot x, \dot y)= (y, -x) and its nonlinear perturbation (\dot x, \dot y)= (y+\phi(x,y)x, -x+\phi(x,y)y). Then \frac{d}{dt} (x^2+y^2) =2x\dot x+ 2y\dot x = 2\phi(x,y)(x^2+y^2)>0 whenever (x,y)\neq O. It follows that O is unstable.

When the suspension flow is Reeb

Let f be a homeomorphism on a compact space X. Given a ceiling function \tau: X \to (0, \infty), we consider the mapping torus X_{\tau} and the suspension flow f_t on X_{\tau}, which is just the flow on X\times \mathbb{R}, (x,s) \mapsto (x, s+t) respecting the equivalence relation (x, s) \sim (f(x), s- \tau(x)).

Let (M, \omega) be an exact symplectic manifold, f be a Hamiltonian diffeomorphism. Then for any primitive 1-form \lambda, that is, d\lambda =\omega, consider the 1-form \lambda + ds on M\times \mathbb{R}. When does it descend to a 1-form on M_{\tau}? If so, then \lambda + ds is a contact form on M_{\tau} and f_t is the corresponding Reeb flow on (M_{\tau}, \lambda + ds).

Recall that f^{\ast}\lambda -\lambda = d\phi for some function \phi on M. Therefore, \lambda + ds descends to a 1-form on M_{\tau} if and only if \tau - \phi is constant. Note that different choices of \lambda result in an additional coboundary of \phi and hence an additional coboundary of the ceiling function \tau on M.

A serious issue about the assumption of exactness of M is that closed symplectic manifolds are never exact by Stokes’s Theorem. So in order to construct a contact flow using a symplectic map f on a closed symplectic manifold (M, \omega), one can blow up the manifold M at an elliptic fixed point or along an elliptic periodic orbit, and denote the new manifold by \bar M. Then we extend f to \bar f on \bar M, construct the suspension (\bar M)_{f}. It is a contact manifold with boundary. One can glue a solid torus twisted along the boundary component of (\bar M)_{f} and obtain a closed contact manifold.

Radon measures

Let X be a set, and \Sigma be a \sigma-algebra on X. A function \mu: \Sigma \to \mathbb{R} is called a (signed) measure if it satisfies \mu(\varnothing)=0 and \sigma-additive. Note that \mu(\varnothing)=0 is automatic whenever there exists E\in \Sigma with finite measure.

Now suppose X is a topological space. There is a natural \sigma-algebra, the Borel \sigma-algebra \mathcal{B} on X. Then a measure \mu is called Borel if \mathcal{B} \subset \Sigma(\mu).

Regularity. A Borel measure \mu is inner regular if for any open subset U, \mu(U)=\sup \mu(K) over compact subsets K\subset U. It is outer regular if for any Borel subset E, \mu(E) =\inf \mu(U) over open subsets U \supset E. It is locally finite if for any x\in X, \mu(U) is finite for some neighborhood U\ni x. Note that if X is locally compact, then being locally finite is equivalent to that \mu(K) is finite for any compact subset K.

There are different ways to define Radon measures.

Definition 1. A Borel measure \mu is called a Radon measure if it is inner regular, outer regular and locally finite.

Definition 2. A Radon measure is a (positive) continuous linear functional L on C_c(X, \mathbb{R}), where C_c(X, \mathbb{R}) is the vector space of real-valued continuous functions with compact support.

By Riesz-Markov representation theorem, the two definitions are equivalent.

Generating functions

Let \hat A=\mathbb{R} \times [0,1] be the universal cover of the annulus A= \mathbb{T} \times [0,1], f be a diffeomorphism on A preserving the 2-form \omega = dx \wedge dy, F be a lift of f. Suppose f is monotone twist. That is, given F(x,y)=(x_1, y_1), the function y\mapsto x_1 is strictly increasing.

Let B be the set of points (x, x') \in \mathbb{R}^2 such that F(I_x) \cap I_{x'} \neq \emptyset. It follows that we can reinterpret the function F as (x, x') \in B \mapsto (y,y'). In fact, there exists a function h: B\to \mathbb{R} such that y=-\partial_1 h(x,x') and y'=\partial_2 h(x,x'). Such a function is called a generating function of f.

For the existence of a generating function, a necessary and sufficient condition is \partial_2 y(x,x') + \partial_1 y'(x,x')=0. The last equation holds since f preserves the 2-form \omega = dx \wedge dy.

Then we compare the two expressions h(x,x')=\int y'(x,t)dt + \phi(x) and h(x,x')=\int y(t,x')dt + \psi(x') and get a formula for the generating function.

In the other direction, if such a generating function exists, then f preserves the 2-form \omega =dx \wedge dy.


Newton’s laws of motion are three physical laws that, together, laid the foundation for classical mechanics. The second law provides a differential equation for the motion: given an initial position and an initial velocity, one can find the position at any given time t\ge 0.

After Newton, one might wonder why the nature behaves this way. When we throw a stone in the air, the stone doesn’t know any math and still ‘knows’ where to land. This leads to the least action principle in Lagrangian mechanics: among all the possible choices of paths from one point to another (in the configuration space), the one with least action is the physical one. This leads to the Euler-Lagrange equation.

The Euler-Lagrange equation is a second order different equation about the motion x(t). One can introduce the velocity variable v=\dot x and reduces E-L to a system of first order differential equations on the phase space (x,v). However, the different equation about v is implicit.

The Hamiltonian mechanics is kind of dual to the Lagrangian mechanics. It involves the momentum p instead of the velocity v. This is not an artificial change: the new space admits a natural (symplectic) structure, and the differential equations of motion become explicit: it is given by the Hamiltonian vector field of the Hamiltonian function.

Lipschitz invariant curves

Let \Gamma=E(a,b) be an ellipse with a > b > 0, F be the billiard map on the phase space M= \Gamma\times [0,\pi]. Note that F is a monotone twist map. The rotation interval of F is \rho(F)=[0,1]. Moreover, for any \rho \in [0,1], \rho\neq 1/2, there is a unique invariant curve of rotation number \rho. The case \rho=1/2 is special: it consists of a periodic orbit \{p_0, p_1\} of period 2 and two pairs of heterolinic connections between them, say the upper pair (U_0, U_1) and the lower pair (L_0, L_1). These pairs are invariant but not smooth: both are singular at the periodic orbits. However, they are the only two ways to form invariant curves of rotation number 1/2: (U_j, L_{1-j}) is smooth, but not invariant.

Now let m,n\ge 1, M_{j,k}=j\Gamma \times [0,k\pi] be a covering space of M that is j copies in the horizontal direction and then k copies in the vertical direction. It can be viewed as a standard annulus. Let F_{j,k} be the lift of F to the new annulus M_{j,k}. Then the rotation interval is \rho(F_{j,k})=[0, k/j]. For each \rho=\frac{k'+\frac{1}{2}}{j}, k'=0,\dots, k-1, there are exactly two invariant curves of rotation number \rho, both having 2j singular points.

The unit tangent bundle of S^2

Let S^2 \subset \mathbb{R}^3 be the stand sphere with the induced Riemannian metric, M =UTS^2 be the unit tangent bundle of S^2. There is a natural map f from M to M_3(\mathbb{R}). That is, let (p, v)\in M, set f(p,v)=(p, v, p\times v). It is easy to see that f(M) \subset SO(3). Moreover, f: M\to SO(3) is bijective and hence a homeomorphism.

Let \gamma: S^1 \to S^2, t\mapsto (\cos t, \sin t, 0) be the equator, which is a simple closed geodesic. Let D\gamma \subset M be the lifted closed orbit of the geodesic flow on S^2, and \hat \gamma = f(D\gamma) \subset SO(3) be the corresponding curve of matrices. Note that \hat\gamma(t) = [R_t, 1].

Let \gamma_s, s\in[0, 1], be a family of closed curves that deform \gamma_0 = \gamma to the trivial curve at the north pole N=(0,0,1). That is, \gamma_s(t)=(r\cos t, r\sin t, s), where r^2 + s^2 =1. For each s\in (0, 1), let D'\gamma_s \subset M be the curve induced by D\gamma_s. Let \hat\gamma_s = f(D'\gamma_s), 0\le s <1. This process is not defined directly for s=1. But the limit \lim_{s\to 1}\hat\gamma_s does exist. Therefore, we denote the limit as \hat\gamma_1. It is easy to see that \hat\gamma_1(t)=[(0,0,1), (\cos t, \sin t, 0), (-\sin t, \cos t, 0)], which coincides with f(UT_NS^2).

Similarly, one can deform \hat\gamma to the unit tangent bundle at the south pole S(0,0,-1), say \hat\gamma_{-1}. Note that both cycles wrap around the z-axis counterclockwise. However, the two normal directions (aka the orientation) at N and S are opposite. So we have [\hat\gamma_1 + \hat\gamma_{-1}] = 0 \in \pi_1(M). It follows that [2\hat\gamma] = 0 \in \pi_1(M), while [\hat\gamma] \neq 0. More generally, one can show that a smooth cycle \hat\gamma \subset M with transverse self-intersections is contractible in M if and only if it has an odd number of self-intersections. In particular, \pi_1(M)=\mathbb{Z}_2. This is a topological invariant. Hence it holds for all metrics on S^2.

Non-autonomous flow

Consider a smooth one-parameter family {f_t} of diffeomorphisms on a manifold M. It is a flow if f_0(x)=x and f_{t}\circ f_{s}(x) = f_{s+t}(x) for every x\in M, , t ,s \in \mathbb{R}. Set X(x)=\lim\limits_{h\to 0} \frac{1}{h}(f_h(x) - x). This generates a vector field X: M \to TM.

More generally, one consider a time-dependent vector field. That is, X: M\times \mathbb{R} \to TM, where X(x,t) \in T_xM may change in time. This in turn genertes a one-parameter family (non-autonomous) of maps f_t: M\times \mathbb{R} \to M, t \in \mathbb{R}, such that f_{t'}(f_{t}(x,s), t+s) = f_{t' +t}(x,s).

Perron numbers

Consider a monic polynomial with integer coefficients: p(x)=x^d + a_1 x^{d-1} + \cdots + a_{d-1}x + a_d, a_j \in \mathbb{Z}.
The complex roots of such polynomials are called algebraic integers. For example, integers and the roots of integers are algebraic integers. Note that the Galois conjugates of an algebraic integer are also algebraic integers.

Consider a square matrix A with positive integer entries. By Perron-Frobenius Theorem, there is a unique positive eigenvalue \lambda >0. Moreover, it admits an eigenvector of all positive entries, and satisfies \lambda > |\lambda'| for any other eigenvalue \lambda' of A. In particular, \lambda > |\lambda_{\sigma}| for any of its Galois conjugates. Such a number is called a Perron number. More generally, a weak Perron number is a real algebraic integer whose modulus is greater than or equal to that of all of its Galois conjugates.

Let f be a continuous map on the interval I=[0,1], and h_{\text{top}}(f) the topological entropy. Assume f is postcritically finite: \text{PC}(f)=\{f^n c: c\in \text{Crit}(f)\} is a finite set. Then the partition \alpha of I along the postcritical set \text{PC}(f) is a Markov partition for f, since (1) the endpoints are sent to endpoints, (2) every folding corresponds to a critical point of f. Therefore, \lambda(f)=e^{h_{\text{top}}(f)} is the leading eigenvalue of the incidence matrix A_{f,\alpha} associated to the Markov partition \alpha. It follows that \lambda(f) is a weak Perron number.

Surfaces with boundaries

Let M be a compact surface with boundary. Then its 2nd homology group H_2(M,\mathbb{R})=0, since there is no nontrivial 2-cycle: for any triangulation \{c_j\} of M, \partial (\sum a_j c_j)=0 if and only if a_j=0 for all j. It follows that the 2nd de Rham cohomology group H^2_{dR}(M,\mathbb{R}) \simeq H_2(M,\mathbb{R})=0. Therefore, every 2-form on M (automatically closed) is exact. In particular, the area form \omega on M satisfies \omega = d\lambda for some 1-form \lambda on M: any symplectic surface with boundary is exact.

Recall that for a general symplectic manifold (M,\omega), the one forms \alpha are in 1-1 correspondence to vector fields V:M \to TM via \alpha=i_V\omega. Then \omega=d\lambda being exact is equivalent to the existence of a Liouville vector field — a vector field V satisfying L_V\omega = d\circ i_V\omega = d\lambda =\omega.