Kuznetsov, Reitmann - Attractor Dimension Estimates For Dynamical Systems - Theory and Computation

Emergence, Complexity and Computation ECC
Nikolay Kuznetsov
Volker Reitmann
Attractor Dimension
Estimates
for Dynamical
Systems: Theory
and Computation
Dedicated to Gennady Leonov
Emergence, Complexity and Computation
Volume 38
Series Editors
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Nikolay Kuznetsov Volker Reitmann
•
Attractor Dimension
Estimates for Dynamical
Systems: Theory
and Computation
Dedicated to Gennady Leonov
123
Nikolay Kuznetsov Volker Reitmann
Department of Applied Cybernetics Department of Applied Cybernetics
Faculty of Mathematics and Mechanics Faculty of Mathematics and Mechanics
St. Petersburg State University St. Petersburg State University
St. Petersburg, Russia St. Petersburg, Russia
Faculty of Information Technology
University of Jyväskylä
Jyväskylä, Finland
ISSN 2194-7287 ISSN 2194-7295 (electronic)

Emergence, Complexity and Computation
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Preface
In this book, we continue the investigations of global attractors and invariant sets
for dynamical systems by means of Lyapunov functions and adapted metrics. The
effectiveness of such approaches for the approximation and localization of attractors
for different classes of dynamical systems was already shown in Abramovich et al.
[1, 2] and in [30, 32]. In particular, Lyapunov functions and adapted metrics were
constructed for global stability problems and the existence of homoclinic orbits in
the Lorenz system using frequency-domain methods and reduction principles.
In 1980, investigators of differential equations and general dynamical systems
were greatly impressed by a paper about upper estimates of the Hausdorff dimen-
sion of flow and map invariant sets written by Douady and Oesterlé [12]. The
Douady–Oesterlé approach, the significance of which can be compared with that of
Liouville’s theorem, has been developed and modificated in many papers for var-
ious types of dimension characteristics of attractors generated by dynamical sys-
tems: Ledrappier [22], Constantin et al. [11], Smith [42], Eden et al. [13], Chen [9],
Hunt [17], Boichenko and Leonov [4].
After Ya. B. Pesin had worked out [39] a general scheme of introducing metric
dimension characteristics, this method made it possible to define from a unique
point of view various types of outer measures and dimensions, such as the
Hausdorff dimension, the fractal dimension, the information dimension as well as
the topological and metric entropies. The Pesin scheme naturally led to the char-
acterization of a class of Carathéodory measures [25, 27], which are adapted to the
specific character of attractors of autonomous differential equations, i.e. to the fact
that these attractors consist wholly of trajectories. The neighborhoods of pieces
of these trajectories form a covering of the attractor. It serves as the base for
introducing the special outer Carathéodory measures. A number of effective tools
for estimating these measures were developed within the theory of differential
equations in Euclidean space and well-known results by Borg [8], Hartman and
Olech [15], when analysing the orbital stability of solutions. The most important
property, used in dimension theory, is the fact that the Carathéodory measures are
majorants for the associated Hausdorff measures.
v
vi Preface
Early in the nineties of the last century, G. A. Leonov and his co-workers
observed deep inner connections between the mentioned direct method of
Lyapunov in stability theory and estimation technics for outer measures in
dimension theory. Introducing the Lyapunov functions and varying Riemannian
metrices (Leonov [24], Noack and Reitmann [38]) into upper estimates of dimen-
sion characteristics of invariant sets made it possible to generalize and improve
[4, 6, 28, 29] some well-known results of R. A. Smith, P. Constantin, C. Foias,
A. Eden, and R. Temam.
On the other hand, Pugh’s closing lemma [40] and theorems about the spanning
of two-dimensional surfaces on a given closed curve gave the opportunity to apply
some theorems about the contraction of Hausdorff measures to global stability
investigations of time-continuous dynamical systems (Smith [42], Leonov [24], Li
and Muldowney [35]). In this book, the effectiveness of introducing the Lyapunov
functions into dimensional characteristics is shown for a number of concrete
dynamical systems: the Hénon map, the systems of Lorenz and Rössler as well as
their generalizations for various physical systems and models (rotation of a rigid
body in a resisting medium, convection of liquid in a rotating ellipsoid, interaction
between waves in plasma, etc.).
Additionally to the derivation of upper Hausdorff dimension estimates, exact
formulas for the Lyapunov dimensions for Lorenz type systems were shown
[26, 28]. Many of these results were presented in [7].
In the following decade, the modified Douady–Oesterlé approach was also used
for new classes of attractors [33].
It was also possible to get different versions of the Douady–Oesterlé theorem for
piecewise continuous maps and differential equations [37, 41]. For cocycles gen-
erated by non-autonomous systems, the upper Hausdorff dimension estimates are
derived in [31, 34]. Some of these results are included in the present book which
provides a systematic presentation of research activities in the dimension theory of
dynamical systems in finite-dimensional Euclidean spaces and manifolds. Let us
briefly sketch the contents of the book.
In Part I, we consider the basic facts from attractor theory, exterior products and
dimension theory. Chapter 1 is devoted to the investigation of various types of
global attractors of dynamical systems in general metric spaces (global B-attractors,
minimal global B-attractors and others). The theoretical results are applied to the
generalized Lorenz system and dynamical systems on the flat cylinder. One section
is concerned with the existence proof of a homoclinic orbit in the Lorenz system
(Leonov [23], Hastings and Troy [16], Chen [10]).
In Chap. 2, some facts on singular values of matrices, the exterior calculus for
spaces and matrices and the Lozinskii matrix norm, necessary for estimation
techniques of outer measures, are presented. In addition to this, the Yakubovich–
Kalman frequency theorem and the Kalman–Szegö theorem about the solvability of
certain matrix inequalities are formulated and used for the estimation of singular
values.
Preface vii
Chapter 3 is an introduction to dimension theory. It starts with the definition and

the basic properties of the topological dimension in the spirit of Hurewicz and
Wallman [18]. Next, the notions of Hausdorff measure, Hausdorff dimension and
fractal dimension are introduced. After this, the topological entropy of a continuous
map is discussed. The last part of the chapter deals with Pesin’s scheme of intro-
ducing the Carathéodory dimension characteristics.
In Part II, we investigate dimension properties of dynamical systems in
Euclidean spaces. It includes estimates of topological dimension of the Hausdorff
and fractal dimensions for invariant sets of concrete physical systems and estimates
of the Lyapunov dimension.
Chapter 4 is concerned with the investigation of dimension properties of almost
periodic flows [3]. We thank M. M. Anikushin for helping us to prepare the first
version of Chap. 4.
Chapter 5 begins with the so-called limit theorem about the evolution of
Hausdorff measures under the action of smooth maps in Euclidean spaces. This
theorem gives the opportunity to include into Hausdorff dimension and Hausdorff
measure estimates, certain varying functions which turn over into Lyapunov
functions when the theorem is applied to differential equations. The method of
varying functions is used in estimations of fractal dimension and topological
entropy. Simultaneously, with the introduction of Lyapunov functions in estimates
for the Hausdorff measure, the logarithmic norms were used by Muldowney [36],
for estimating the two-dimensional Riemannian volumes of compact sets shifted
along the orbits of differential equations. One of the main goals of Chap. 5 is to
combine the Lyapunov function and logarithmic norm approaches (Boichenko and
Leonov [5]), in order to solve a number of problems in the qualitative theory of
ordinary differential equations, such as the generalization of the Liouville formula
and the Bendixson criterion.
Chapter 6 is devoted to finite-dimensional dynamical systems in Euclidean space
and its aim is to explain, in a simple but rigorous way, the connection between the
key works in the area: Kaplan and Yorke (the concept of Lyapunov dimension [19]
1979), Douady and Oesterlé (estimation of Hausdorff dimension via the Lyapunov
dimension of maps [12]), Constantin, Eden, Foias, and Temam (estimation of
Hausdorff dimension via the Lyapunov exponents and Lyapunov dimension of
dynamical systems [13]), Leonov (estimation of the Lyapunov dimension via the
direct Lyapunov method [20, 24]), and numerical methods for the computation of
Lyapunov exponents and Lyapunov dimension [21]. We also concentrate in this
chapter on the Kaplan–Yorke formula and the Lyapunov dimension formulas for
the Lorenz and Hénon attractors (Leonov [26]).
In Part III, we consider dimension properties for dynamical systems on mani-
folds. Chapter 7 gives a presentation of the exterior calculus in general linear
spaces. It contains also some results about orbital stability for vector fields on
manifolds.
Chapter 8 is devoted to dimension estimates of invariant sets and attractors of
dynamical systems on Riemannian manifolds. The Douady–Oesterlé theorem for
the upper Hausdorff dimension estimates for invariant sets of smooth dynamical
viii Preface
systems on Riemannian manifolds is proved. Chapter 8 contains also an important

result on the estimation of the fractal dimension of an invariant set on an arbitrary
finite-dimensional smooth manifold by the upper Lyapunov dimension, which goes
back to Hunt [17], Gelfert [14]. Then we discuss the construction of the special
Carathéodory measures for the estimation of Hausdorff measures connected with
flow invariant sets on Riemannian manifolds.
In Chap. 9, we derive dimension and entropy estimates for invariant sets and
global B-attractors of cocycles. A version of the Douady–Oesterlé theorem (Leonov
et al. [31]) is proved for local cocycles in a Euclidean space and for cocycles on
Riemannian manifolds. As examples, we consider cocycles, generated by the
Rössler system with variable coefficients. We also introduce time-discrete cocycles
on fibered spaces and define the topological entropy of such cocycles. We thank
A. O. Romanov for helping us to prepare this chapter.
In Chap. 10, we derive some versions of the Douady–Oesterlé theorem for
systems with singularities. In the first part of this chapter, we consider a special
class of non-injective maps, for which we introduce a factor describing the “degree
of non-injectivity” (Boichenko et al. [6]). This factor can be included in the
dimension estimates of Chap. 8 in order to weaken the condition to the singular
value function. In the second part of Chap. 10, we derive the upper Hausdorff
dimension estimates for invariant sets of a class of not necessarily invertible and
piecewise smooth maps on manifolds with controllable preimages of the
non-differentiability sets in terms of the singular values of the derivative of the
smoothly extended map (Reitmann and Schnabel [41], Neunhäuserer [37]) These
estimates generalize some Douady–Oesterlé type results for differentiable maps in a
Euclidean space, derived in Chaps. 5 and 8.
In the last section of Chap. 10, we discuss some classes of functionals which are
useful for the estimation of topological and metric dimensions.
St. Petersburg, Russia Nikolay Kuznetsov

Volker Reitmann
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Preface ix
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12. Douady, A., Oesterlé, J.: Dimension de Hausdorff des attracteurs. C. R. Acad. Sci. Paris, Ser.
A. 290, 1135–1138 (1980)
13. Eden, A., Foias, C., Temam, R.: Local and global Lyapunov exponents. J. Dynam. Diff. Equ.
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14. Gelfert, K.: Maximum local Lyapunov dimension bounds the box dimension. Direct proof for
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(ZAA). 22(3), 553–568 (2003)
15. Hartman, P., Olech, C.: On global asymptotic stability of solutions of ordinary differential
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16. Hastings, S.P., Troy, W.C.: A shooting approach to chaos in the Lorenz equations. J. Diff.
Equ. 127(1), 41–53 (1996)
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attractors. Nonlinearity. 9, 845–852 (1996)
18. Hurewicz, W., Wallman, H.: Dimension Theory. Princeton Univ. Press, Princeton (1948)
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Functional Differential Equations and Approximations of Fixed Points, 204–227, Springer,
Berlin (1979)
20. Kuznetsov, N.V.: The Lyapunov dimension and its estimation via the Leonov method.
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21. Kuznetsov, N.V., Leonov, G.A., Mokaev, T.N., Prasad, A., Shrimali, M.D.: Finite-time
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x Preface
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Acknowledgements
While still working on this book, our coauthor Prof. G. A. Leonov, corresponding
member of the Russian Academy of Science, died in 2018. This work is dedicated
to his memory, with our deepest and most sincere admiration, gratitude, and love.
He was an excellent mathematician with a sharp view on problems and a wonderful
colleague and friend. He will stay forever in our mind.
The preparation of this book was carried out in 2017–2019 at the St. Petersburg
State University, at the Institute for Problems in Mechanical Engineering of the
Russian Academy of Science, and at the University of Jyväskylä within the
framework of the Russian Science Foundation projects 14-21-00041 and
19-41-02002.
One of the authors (V.R.) was supported in 2017–2018 by the Johann Gottfried
Herder Programme of the German Academic Exchange Service (DAAD).
The authors of the book are greatly indebted to Margitta Reitmann for her
accurate typing of the manuscript in LATEX.
St. Petersburg, Russia Nikolay Kuznetsov

February 2020 Volker Reitmann
xi
Contents
Part I Basic Elements of Attractor and Dimension Theories

1 Attractors and Lyapunov Functions . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1 Dynamical Systems, Limit Sets and Attractors . . . . . . . . . . . . . 3
1.1.1 Dynamical Systems in Metric Spaces . . . . . . . . . . . . . 3
1.1.2 Minimal Global Attractors . . . . . . . . . . . . . . . . . . . . . 10
1.2 Dissipativity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.2.1 Dissipativity in the Sense of Levinson . . . . . . . . . . . . . 15
1.2.2 Dissipativity and Completeness of The Lorenz
System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.2.3 Lyapunov-Type Results for Dissipativity . . . . . . . . . . . 20
1.3 Existence of a Homoclinic Orbit in the Lorenz System . . . . . . . 25
1.3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.3.2 Estimates for the Shape of Global Attractors . . . . . . . . 25
1.3.3 The Existence of Homoclinic Orbits . . . . . . . . . . . . . . 28
1.4 The Generalized Lorenz System . . . . . . . . . . . . . . . . . . . . . . . 33
1.4.1 Definition of the System . . . . . . . . . . . . . . . . . . . . . . . 33
1.4.2 Equilibrium States . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
1.4.3 Global Asymptotic Stability . . . . . . . . . . . . . . . . . . . . 35
1.4.4 Dissipativity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2 Singular Values, Exterior Calculus and Logarithmic Norms . . . . . 41
2.1 Singular Values and Covering of Ellipsoids . . . . . . . . . . . . . . . 41
2.1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.1.2 Definition of Singular Values . . . . . . . . . . . . . . . . . . . 43
2.1.3 Lemmas on Covering of Ellipsoids . . . . . . . . . . . . . . . 45
xiii
xiv Contents
2.2 Singular Value Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

2.2.1 The Fischer-Courant Theorem . . . . . . . . . . . . . . . . . . . 47
2.2.2 The Binet–Cauchy Theorem . . . . . . . . . . . . . . . . . . . . 48
2.2.3 The Inequalities of Horn, Weyl and Fan . . . . . . . . . . . 50
2.3 Compound Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
2.3.1 Multiplicative Compound Matrices . . . . . . . . . . . . . . . 52
2.3.2 Additive Compound Matrices . . . . . . . . . . . . . . . . . . . 56
2.3.3 Applications to Stability Theory . . . . . . . . . . . . . . . . . 58
2.4 Logarithmic Matrix Norms . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
2.4.1 Lozinskii’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 60
2.4.2 Generalization of the Liouville Equation . . . . . . . . . . . 66
2.4.3 Applications to Orbital Stability . . . . . . . . . . . . . . . . . 69
2.5 The Yakubovich-Kalman Frequency Theorem . . . . . . . . . . . . . 73
2.5.1 The Frequency Theorem for ODE’s . . . . . . . . . . . . . . . 73
2.5.2 The Frequency Theorem for Discrete-Time
Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
2.6 Frequency-Domain Estimation of Singular Values . . . . . . . . . . 77
2.6.1 Linear Differential Equations . . . . . . . . . . . . . . . . . . . . 77
2.6.2 Linear Difference Equations . . . . . . . . . . . . . . . . . . . . 81
2.7 Convergence in Systems with Several Equilibrium States . . . . . 84
2.7.1 General Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
2.7.2 Convergence in the Lorenz System . . . . . . . . . . . . . . . 88
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
3 Introduction to Dimension Theory . . . . . . . . . . . . . . . . . . . . . . . . . 95
3.1 Topological Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
3.1.1 The Inductive Topological Dimension . . . . . . . . . . . . . 96
3.1.2 The Covering Dimension . . . . . . . . . . . . . . . . . . . . . . 101
3.2 Hausdorff and Fractal Dimensions . . . . . . . . . . . . . . . . . . . . . . 105
3.2.1 The Hausdorff Measure and the Hausdorff
Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
3.2.2 Fractal Dimension and Lower Box Dimension . . . . . . . 114
3.2.3 Self-similar Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
3.2.4 Dimension of Cartesian Products . . . . . . . . . . . . . . . . . 122
3.3 Topological Entropy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
3.3.1 The Bowen-Dinaburg Definition . . . . . . . . . . . . . . . . . 125
3.3.2 The Characterization by Open Covers . . . . . . . . . . . . . 128
3.3.3 Some Properties of the Topological Entropy . . . . . . . . 131
3.4 Dimension-Like Characteristics . . . . . . . . . . . . . . . . . . . . . . . . 136
3.4.1 Carathéodory Measure, Dimension and Capacity . . . . . 136
3.4.2 Properties of the Carathéodory Dimension
and Carathéodory Capacity . . . . . . . . . . . . . . . . . . . . . 139
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
Contents xv
Part II Dimension Estimates for Almost Periodic Flows and

Dynamical Systems in Euclidean Spaces
4 Dimensional Aspects of Almost Periodic Dynamics . . . . . . . . . . . . . 149
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
4.2 Topological Dimension of Compact Groups . . . . . . . . . . . . . . . 150
4.3 Frequency Module and Cartwright’s Theorem on Almost
Periodic Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
4.4 Minimal Sets in Euclidean Spaces . . . . . . . . . . . . . . . . . . . . . . 157
4.5 Almost Periodic Solutions of Almost Periodic ODEs . . . . . . . . 158
4.6 Frequency Spectrum of Almost Periodic Solutions
for DDEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
4.7 Fractal Dimensions of Almost Periodic Trajectories
and The Liouville Phenomenon . . . . . . . . . . . . . . . . . . . . . . . . 171
4.8 Fractal Dimensions of Forced Almost Periodic Regimes
in Chua’s Circuit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
5 Dimension and Entropy Estimates for Dynamical Systems . . . . . . . 191
5.1 Upper Estimates for the Hausdorff Dimension of Negatively
Invariant Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
5.1.1 The Limit Theorem for Hausdorff Measures . . . . . . . . . 191
5.1.2 Corollaries of the Limit Theorem for Hausdorff
Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
5.1.3 Application of the Limit Theorem to the Hénon
Map . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
5.2 The Application of the Limit Theorem to ODE’s . . . . . . . . . . . 206
5.2.1 An Auxiliary Result . . . . . . . . . . . . . . . . . . . . . . . . . . 206
5.2.2 Estimates of the Hausdorff Measure and of Hausdorff
Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
5.2.3 The Generalized Bendixson Criterion . . . . . . . . . . . . . 212
5.2.4 On the Finiteness of the Number of Periodic
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
5.2.5 Convergence Theorems . . . . . . . . . . . . . . . . . . . . . . . . 214
5.3 Convergence in Third-Order Nonlinear Systems Arising
from Physical Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
5.3.1 The Generalized Lorenz System . . . . . . . . . . . . . . . . . 215
5.3.2 Euler’s Equations Describing the Rotation
of a Rigid Body in a Resisting Medium . . . . . . . . . . . 220
5.3.3 A Nonlinear System Arising from Fluid Convection
in a Rotating Ellipsoid . . . . . . . . . . . . . . . . . . . . . . . . 221
5.3.4 A System Describing the Interaction of Three Waves
in Plasma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
xvi Contents
5.4 Estimates of Fractal Dimension . . . . . . . . . . . . . . . . . . . . . . . . 225

5.4.1 Maps with a Constant Jacobian . . . . . . . . . . . . . . . . . . 225
5.4.2 Autonomous Differential Equations Which
are Conservative on the Invariant Set . . . . . . . . . . . . . 229
5.5 Fractal Dimension Estimates for Invariant Sets
and Attractors of Concrete Systems . . . . . . . . . . . . . . . . . . . . . 230
5.5.1 The Rössler System . . . . . . . . . . . . . . . . . . . . . . . . . . 230
5.5.2 Lorenz Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
5.5.3 Equations of the Third Order . . . . . . . . . . . . . . . . . . . 239
5.5.4 Equations Describing the Interaction Between
Waves in Plasma . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
5.6 Estimates of the Topological Entropy . . . . . . . . . . . . . . . . . . . . 247
5.6.1 Ito’s Generalized Entropy Estimate for Maps . . . . . . . . 247
5.6.2 Application to Differential Equations . . . . . . . . . . . . . . 252
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
6 Lyapunov Dimension for Dynamical Systems in Euclidean
Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
6.1 Singular Value Function and Invariant Sets of Maps
of Dynamical Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
6.2 Lyapunov Dimension of Maps . . . . . . . . . . . . . . . . . . . . . . . . . 263
6.3 Lyapunov Dimensions of a Dynamical System . . . . . . . . . . . . . 265
6.3.1 Lyapunov Exponents: Various Definitions . . . . . . . . . . 269
6.3.2 Kaplan-Yorke Formula of the Lyapunov
Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
6.4 Analytical Estimates of the Lyapunov Dimension
and its Invariance with Respect to Diffeomorphisms . . . . . . . . . 279
6.5 Analytical Formulas of Exact Lyapunov Dimension
for Well-Known Dynamical Systems . . . . . . . . . . . . . . . . . . . . 286
6.5.1 Hénon Map . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286
6.5.2 Lorenz System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
6.5.3 Glukhovsky-Dolzhansky System . . . . . . . . . . . . . . . . . 291
6.5.4 Yang and Tigan Systems . . . . . . . . . . . . . . . . . . . . . . 292
6.5.5 Shimizu-Morioka System . . . . . . . . . . . . . . . . . . . . . . 293
6.6 Attractors of Dynamical Systems . . . . . . . . . . . . . . . . . . . . . . . 294
6.6.1 Computation of Attractors and Lyapunov
Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 294
6.7 Computation of the Finite-Time Lyapunov Exponents
and Dimension in MATLAB . . . . . . . . . . . . . . . . . . . . . . . . . . 298
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
Contents xvii
Part III Dimension Estimates on Riemannian Manifolds

7 Basic Concepts for Dimension Estimation on Manifolds . . . . . . . . . 309
7.1 Exterior Calculus in Linear Spaces, Singular Values
of an Operator and Covering Lemmas . . . . . . . . . . . . . . . . . . . 309
7.1.1 Multiplicative and Additive Compounds
of Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 309
7.1.2 Singular Values of an Operator Acting Between
Euclidean Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318
7.1.3 Lemmas on Covering of Ellipsoids in an Euclidean
Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321
7.1.4 Singular Value Inequalities for Operators . . . . . . . . . . . 323
7.2 Orbital Stability for Flows on Manifolds . . . . . . . . . . . . . . . . . 325
7.2.1 The Andronov-Vitt Theorem . . . . . . . . . . . . . . . . . . . . 325
7.2.2 Various Types of Variational Equations . . . . . . . . . . . . 326
7.2.3 Asymptotic Orbital Stability Conditions . . . . . . . . . . . . 329
7.2.4 Characteristic Exponents . . . . . . . . . . . . . . . . . . . . . . . 343
7.2.5 Orbital Stability Conditions in Terms of Exponents . . . 347
7.2.6 Estimating the Singular Values and Orbital Stability . . . 348
7.2.7 Frequency-Domain Conditions for Orbital Stability
in Feedback Control Equations on the Cylinder . . . . . . 354
7.2.8 Dynamical Systems with a Local Contraction
Property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 358
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
8 Dimension Estimates on Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . 365
8.1 Hausdorff Dimension Estimates for Invariant Sets
of Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
8.1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
8.1.2 Hausdorff Dimension Bounds for Invariant
Sets of Maps on Manifolds . . . . . . . . . . . . . . . . . . . . . 366
8.1.3 Time-Dependent Vector Fields on Manifolds . . . . . . . . 371
8.1.4 Convergence for Autonomous Vector Fields . . . . . . . . 376
8.2 The Lyapunov Dimension as Upper Bound of the Fractal
Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
8.2.1 Statement of the Results . . . . . . . . . . . . . . . . . . . . . . . 379
8.2.2 Proof of Theorem 8.5 . . . . . . . . . . . . . . . . . . . . . . . . . 380
8.2.3 Global Lyapunov Exponents and Upper Lyapunov
Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387
8.2.4 Application to the Lorenz System . . . . . . . . . . . . . . . . 388
8.3 Hausdorff Dimension Estimates by Use of a Tubular
Carathéodory Structure and their Application to Stability
Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
xviii Contents
8.3.1 The System in Normal Variation . . . . . . . . . . . . . . . . . 390

8.3.2 Tubular Carathéodory Structure . . . . . . . . . . . . . . . . . . 394
8.3.3 Dimension Estimates for Sets Which are Negatively
Invariant for a Flow . . . . . . . . . . . . . . . . . . . . . . . . . . 396
8.3.4 Flow Invariant Sets with an Equivariant Tangent
Bundle Splitting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
8.3.5 Generalizations of the Theorems of Hartman-Olech
and Borg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 406
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 408
9 Dimension and Entropy Estimates for Global Attractors
of Cocycles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 411
9.1 Basic Facts from Cocycle Theory in Non-fibered Spaces . . . . . . 411
9.1.1 Definition of a Cocycle . . . . . . . . . . . . . . . . . . . . . . . . 411
9.1.2 Invariant Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413
9.1.3 Global B-Attractors of Cocycles . . . . . . . . . . . . . . . . . 413
9.1.4 Extension System Over the Bebutov Flow
on a Hull . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 416
9.2 Local Cocycles Over the Base Flow in Non-fibered Spaces . . . . 418
9.2.1 Definition of a Local Cocycle . . . . . . . . . . . . . . . . . . . 418
9.2.2 Upper Bounds of the Hausdorff Dimension
for Local Cocycles . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
9.2.3 Upper Estimates for the Hausdorff Dimension
of Local Cocycles Generated by Differential
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
9.2.4 Upper Estimates for the Hausdorff Dimension
of a Negatively Invariant Set of the Non-autonomous
Rössler System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 425
9.3 Dimension Estimates for Cocycles on Manifolds (Non-fibered
Case) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429
9.3.1 The Douady-Oesterlé Theorem for Cocycles
on a Finite Dimensional Riemannian Manifold . . . . . . . 429
9.3.2 Upper Bounds for the Haussdorff Dimension of
Negatively Invariant Sets of Discrete-Time
Cocycles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435
9.3.3 Frequency Conditions for Dimension Estimates
for Discrete Cocycles . . . . . . . . . . . . . . . . . . . . . . . . . 438
9.3.4 Upper Bound for Hausdorff Dimension of Invariant
Sets and B-attractors of Cocycles Generated by
Ordinary Differential Equations on Manifolds . . . . . . . 440
9.3.5 Upper Bounds for the Hausdorff Dimension of
Attractors of Cocycles Generated by Differential
Equations on the Cylinder . . . . . . . . . . . . . . . . . . . . . . 444
Contents xix
9.4 Discrete-Time Cocycles on Fibered Spaces . . . . . . . . . . . . . . . . 450

9.4.1 Definition of Cocycles on Fibered Spaces . . . . . . . . . . 450
9.4.2 Global Pullback Attractors . . . . . . . . . . . . . . . . . . . . . 451
9.4.3 The Topological Entropy of Fibered Cocycles . . . . . . . 451
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 454
10 Dimension Estimates for Dynamical Systems with Some
Degree of Non-injectivity and Nonsmoothness . . . . . . . . . . . . . . . . . 457
10.1 Dimension Estimates for Non-injective Smooth Maps . . . . . . . . 457
10.1.1 Hausdorff Dimension Estimates . . . . . . . . . . . . . . . . . . 457
10.1.2 Fractal Dimension Estimates . . . . . . . . . . . . . . . . . . . . 465
10.2 Dimension Estimates for Piecewise C1 -Maps . . . . . . . . . . . . . . 471
10.2.1 Decomposition of Invariant Sets of Piecewise
Smooth Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 471
10.2.2 A Class of Piecewise C1 -Maps . . . . . . . . . . . . . . . . . . 472
10.2.3 Douady-Oesterlé-Type Estimates . . . . . . . . . . . . . . . . . 476
10.2.4 Consideration of the Degree of Non-injectivity . . . . . . 479
10.2.5 Introduction of Long Time Behavior Information . . . . . 481
10.2.6 Estimation of the Hausdorff Dimension for Invariant
Sets of Piecewise Smooth Vector Fields . . . . . . . . . . . 484
10.3 Dimension Estimates for Maps with Special Singularity Sets . . . 491
10.3.1 Definitions and Results . . . . . . . . . . . . . . . . . . . . . . . . 492
10.3.2 Proof of the Main Result . . . . . . . . . . . . . . . . . . . . . . 493
10.3.3 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 495
10.4 Lower Dimension Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . 499
10.4.1 Frequency-Domain Conditions for Lower
Topological Dimension Bounds of Global
B-Attractors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 499
10.4.2 Lower Estimates of the Hausdorff Dimension
of Global B-Attractors . . . . . . . . . . . . . . . . . . . . . . . . 503
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 506
Appendix A: Basic Facts from Manifold Theory . . . . . . . . . . . . . . . . . . . 509

Appendix B: Miscellaneous Facts. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 527
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 539
Part I
Basic Elements of Attractor and Dimension
Theories
Chapter 1
Attractors and Lyapunov Functions
Abstract The main tool in estimating dimensions of invariant sets and entropies
of dynamical systems developed in this book is based on Lyapunov functions. In
this chapter we introduce the basic concept of global attractors. The existence of a
global attractor for a dynamical system follows from the dissipativity of the system.
In order to show the last property we use Lyapunov functions. In this chapter we
also consider some applications of Lyapunov functions to stability problems of the
Lorenz system. A central result is the existence of homoclinic orbits in the Lorenz
system for certain parameters.
1.1 Dynamical Systems, Limit Sets and Attractors
1.1.1 Dynamical Systems in Metric Spaces
Suppose that (M, ρ) is a complete metric space. Let T be one of the sets R, R+ , Z or
Z+ . A map ϕ (·) (·) : T × M → M resp. a triple ({ϕ t }t∈T , M, ρ) is called a dynamical
system on (M, ρ) if the following conditions are satisfied ([2, 11]):
(1) ϕ 0 (u) = u , ∀ u ∈ M ;
(2) ϕ t+s (u) = ϕ t (ϕ s (u)) , ∀ t, s ∈ T, ∀ u ∈ M ;
(3) If T ∈ {R, R+ } the map (t, u) ∈ T × M → ϕ t (u) is continuous;
if T ∈ {Z, Z+ } the map u ∈ M → ϕ t (u) is continuous on M for any t ∈ T.
If the metric space (M, ρ) is fixed we denote the dynamical system shortly by
{ϕ t }t∈T . The sets T and M are called time sets and phase space, respectively. The
dynamical system ({ϕ t }t∈T , M, ρ) forms a group, if T ∈ {R, Z}, and a semi-group if
T ∈ {R+ , Z+ }. If T ∈ {R, R+ } we say that the dynamical system is with continuous
time, if T ∈ {Z, Z+ } we say that the system is with discrete time. A dynamical system
({ϕ t }t∈T , M, ρ) is called flow if T = R, semi-flow if T = R+ , and cascade if T = Z.
© The Editor(s) (if applicable) and The Author(s), under exclusive license 3
to Springer Nature Switzerland AG 2021
N. Kuznetsov and V. Reitmann, Attractor Dimension Estimates for Dynamical
Systems: Theory and Computation, Emergence, Complexity and Computation 38,
https://doi.org/10.1007/978-3-030-50987-3_1
4 1 Attractors and Lyapunov Functions
Example 1.1 Consider the autonomous differential equation
ϕ̇ = f (ϕ) , (1.1)
where f : Rn → Rn is assumed to be locally Lipschitz. The Euclidean norm in Rn

is denoted by | · |. Suppose also that any maximal solution ϕ(·, u) of (1.1) starting
in u at t = 0 exists for any t ∈ R. Let now ϕ t (·) ≡ ϕ(t, ·) : Rn → Rn be the time
t-map of (1.1). Clearly, that by the solution properties of (1.1) (uniqueness theo-
rem and theorem of continuous dependence on initial condition, [12, 34]) the triple
({ϕ t }t∈R , Rn , | · |) defines a dynamical system with the additive group T = R, i.e. a
flow.
Example 1.2 Assume that

ϕ̇ = f (t, ϕ) (1.2)
is a non-autonomous differential equation with f : R × Rn → Rn . Let us suppose

that f is continuously differentiable, T -periodic in the first argument and that any
solution exists on R. Denote the solution of (1.2) starting in u at t = t0 by ϕ(·, t0 , u).
Again by the uniqueness theorem and the theorem of continuous dependence of
solutions on initial conditions for ODE’s it follows that the family of maps ϕ m (·) ≡
ϕ(m T, 0, ·), m ∈ Z, defines a dynamical system ({ϕ m }m∈Z , Rn , | · |) which is a cas-
cade. Let us demonstrate this. Clearly, ϕ 0 (u) = ϕ(0, 0, u) = u, ∀ u ∈ Rn . In order to
show the property (2) of a dynamical system we consider arbitrary m, k ∈ Z. Define
the two functions c1 (t) := ϕ(t, 0, ϕ(mT, 0, u)) and c2 (t) := ϕ(t + mT, 0, u). From
the T -periodicity of f in the first variable it follows that c2 is also a solution of (1.2)
on R, i.e.
ċ2 (t) = f (t + mT, ϕ(t + mT, 0, u)) = f (t, c2 (t)).
Since c2 (0) = ϕ(mT, 0, u), it follows by the uniqueness theorems that

c1 (t) = c2 (t), ∀ t ∈ R.
If we put t = kT , the last property results in c1 (kT ) ≡ ϕ k (ϕ m (u)) = c2 (kT ) ≡
ϕ k+m
(u).
Example 1.3 Suppose that

ϕ:M→M (1.3)
is a continuous invertible map on the complete metric space (M, ρ). Let us define
the family of maps
⎧
⎪
⎪ ϕ ◦ ϕ ◦ ··· ◦ ϕ for m = 1, 2, . . . ,
⎪
⎪
⎪
⎨ m-times
ϕ m := idM for m = 0 , (1.4)
⎪
⎪ −1 −1 −1
⎪
⎪ ϕ ◦ ϕ ◦ · · · ◦ ϕ for m = −1, −2, . . . .
⎩
⎪
-m-times
1.1 Dynamical Systems, Limit Sets and Attractors 5
Using well-known properties of the composition of continuous invertible maps, i.e.

of homeomorphisms, it is easy to show that the properties (1)–(3) of a dynamical
system with the additive group T = Z are satisfied. This means that (1.4) defines a
cascade.
Example 1.4 Let (M, g) be a Riemannian n-dimensional C k -manifold
(k ≥ 2), F : M → T M a C 2 -vector field (see Sect. A.6, Appendix A). Consider
the corresponding differential equation
ϕ̇ = F(ϕ) . (1.5)
Assume that any maximal integral curve ϕ(·, u) of (1.5) satisfying ϕ(0, u) = u exists
on R. Define ϕ (·) (u) := ϕ(·, u) and denote with ρ the metric generated by the metric
tensor g. Then ({ϕ t }t∈R , M, ρ) is a flow defined by the vector field (1.5).
Instead of (1.5) we can consider a C 1 -diffeomorphism
ϕ:M→M. (1.6)
It is clear that (1.6) generates the dynamical system ({ϕ m }m∈Z , M, ρ) .

Example 1.5 Suppose that Ω2+ := ω = (ω 0 , ω1 , . . .) | ωi ∈ {0, 1} is the set of all
one-sided infinite sequences of the symbols 0 and 1. The metric on Ω2+ is given by
∞
ρ(ω, ω ) := 2−i | ωi − ωi | ,
i=0
where ω = (ω 0 , ω1 , . . .) and ω = (ω0 , ω1 , . . .) are from Ω2+ . It is easy to see that

ρ is really a metric and (Ω2+ , ρ) is a complete metric space.
Define the (left) shift map ϑ : Ω2+ → Ω2+ by
ϑ(ω) = (ω1 , ω2 , . . .) for ω = (ω 0 , ω1 , . . .) ∈ Ω2+ .
The map ϑ is continuous since for arbitrary ω, ω ∈ Ω2+ we have
∞ ∞
−i 1
ρ(ϑ(ω), ϑ(ω )) = 2 | ωi+1 − ωi+1 | = 2 | ωi+1 − ωi+1 |
i=0 i=0
2i+1
∞
1
≤2 | ωi+1 − ωi+1 | = 2 ρ(ω, ω ) .
i=−1
2i+1

It follows that {ϑ m }m∈Z+ , Ω2+ , ρ is a dynamical system with discrete time.
Let us define now some properties of a dynamical system ({ϕ t }t∈T , M, ρ). For an
arbitrary fixed u ∈ M, the map t → ϕ t (u), t ∈ T defines a motion of the
dynamical
system starting from u at time t = 0. For any u ∈ M the set γ (u) := t∈T ϕ t (u)
is the orbit through u. If T ∈ {R, Z} we consider also the positive and the negative
semi-orbit through u defined by

γ + (u) := ϕ t (u) resp. γ − (u) := ϕ t (u) .
t∈T∩R+ t∈T∩R−
An orbit γ (u) is called stationary, critical or an equilibrium if γ (u) = {u}. The orbit
γ (u) of a dynamical system is called T -periodic with period T if T > 0 is the smallest
positive number in T such that ϕ t (u) = ϕ t+T (u), ∀ t ∈ T. A set Z ⊂ M is said to be
positively invariant if ϕ t (Z) ⊂ Z, ∀ t ∈ T ∩ R+ , invariant if ϕ t (Z) = Z, ∀ t ∈ T,
and negatively invariant, if ϕ t (Z) ⊃ Z, ∀ t ∈ T ∩ R+ . The positively invariant set
Z of the dynamical system ({ϕ t }t∈T , M, ρ) is said to be stable if in any neighborhood
U of Z there exists a neighborhood U such that ϕ t (U ) ⊂ U, ∀t ∈ T+ . Z is called
asymptotically stable if it is stable and ϕ t (u) → Z as t → +∞ for each u ∈ U .
The set Z is said to be globally asymptotically stable if Z is stable and ϕ t (u) → Z
as t → +∞ for each u ∈ M. The set Z is called uniformly asymptotically stable if
it is stable and limt→+∞ {dist(ϕ t (u), Z) | u ∈ U } = 0.
For any u ∈ M the ω-limit set of u under {ϕ t }t∈T is the set
ω(u) := {υ ∈ M | ∃{tn }n∈N , tn ∈ T , tn → +∞ , ϕ tn (u) → υ for n → +∞} .
For a subset Z ⊂ M we define its ω-limit set ω(Z) under {ϕ t }t∈T as the set of the
limits of all converging sequences of the form ϕ tn (u n ), where u n ∈ Z, tn ∈ T, and
tn → +∞.
Example 1.6 Consider a class of modified horseshoe maps ϕ which are defined
on an open neighborhood U = (−δ, 1 + δ) × (−δ, 1 + δ) ⊂ R2 of the unit square
C = [0, 1] × [0, 1], where δ > 0 is a sufficiently small number. The map is defined
for points (x, y) ∈ C in such a way that it first contracts C horizontally with a factor
α < 21 and stretches it vertically with a function f , then it is folded along a horizontal
line such that the vertical edge of the resulting rectangle is greater than 2, and finally
it is formed into an horseshoe (see Fig. 1.1) in such a way that the map can be con-
tinuously extended
to U and is continuously differentiable on an open neighborhood
of K = ∞
U ϕ i
(C) , where ϕ i (·) for negative numbers i means the preimage
i=−∞
−i
under the map ϕ .
For example we take α = 13 and let the function f stretch C with factor β1 = 3,
if y ≤ 5165
=: h, with a factor β2 between 3 and 5, if 51 65
< y < 45 and with factor 5,
if y ≥ 45 , the resulting rectangle is folded on the image of the line y = 51 65
and then
it is formed to an horseshoe in such a way, that the map satisfies
⎧
⎪
⎪
1
x, 3y − 13 1
if 0 ≤ y ≤ 14 ,
⎨ 3

39
ϕ(x, y) = 1 − 13 x, 148 − 3y if 19583
≤ y ≤ 148 ,
⎪
⎪
65

195
⎩ 1 − 1 x, 5y − 4 if 4 ≤ y ≤ 1 .
3 5
Fig. 1.1 Modified horseshoe map
∞
The set K = i=−∞ ϕ i (C) is invariant under the map. Therefore if we take K = K,
then ϕ (K) ⊂ K
j is satisfied for any j = 1, 2, . . . . The set K can be constructed step
by step starting with K0 = C. At every step i > 1 we get Ki := Ki−1 ∩ ϕ(Ki−1 ) ∩
−1 ∞
ϕ (K ) and in the limit the invariant set K as K = i=0
i−1
Ki . The set Ki consists
of 6 rectangles where the lengths of the edges are horizontally 31i and vertically 31i
i
and 51i , respectively (see Fig. 1.1).

It is easy to verify that the following proposition is true ([4, 7, 38]).
Proposition 1.1 For any subset Z ⊂ M the ω-limit set under {ϕ t }t∈T is given by

ω(Z) = ϕ t (Z) .
s≥0 t≥s
s∈T t∈T
Here for a set Z ⊂ M we denote by Z its closure in the topology of the metric
space (M, ρ).
If T ∈ {R, Z} we also consider the α-limit set of a point u ∈ M under {ϕ t }t∈T
defined by
α(u) := {υ ∈ M | ∃{tn }n∈N , tn ∈ T, tn → −∞, ϕ tn (u) → υ for n → +∞}
and the α-limit set ω(Z) of a set Z ⊂ M under {ϕ t }t∈T given as the set of the limits of
all converging sequences of the form ϕ tn (u n ), where pn ∈ Z, tn ∈ T, and tn → −∞.
A set Zmin ⊂ M is called minimal for ({ϕ t }t∈T , M, ρ) if it is closed, invariant, and
does not have any proper subset with the same properties. The following proposition
is taken from [33, 36].
Proposition 1.2 Suppose that Z ⊂ M is non-empty, compact and invariant for
({ϕ t }t∈T , M, ρ). Then Z contains a minimal set Zmin .
Proof (For the case that T is a semi-group). If Z has no proper subset, which is
closed and invariant, then Z is minimal, and the proposition is proved.
Suppose that there exists Z1 ⊂ Z, Z1 = Z, such that Z1 is closed and invariant.

If Z1 contains no proper subset being closed and invariant, then it is minimal.
Suppose again that there exists a closed invariant set Z2 ⊂ Z1 with Z2 = Z1 . If
we can continue this process and at any step we obtain a new minimal set Zi , we get
the sequence of closed invariant sets
Z0 := Z ⊃ Z1 ⊃ Z2 ⊃ · · · .
∞
The intersection of these sets Zω := i=0 Zi is non-empty and compact. Let us show
that Zω is invariant. Suppose that u ∈ Zω is arbitrary. Then for any integer k ≥ 0
we have u ∈ Zk . It follows that ϕ t (u) ∈ Zk , t ≥ 0, for any k. But this means that
ϕ t (u) ∈ Zω and, consequently, Zω ⊂ ϕ t (Zω ). The inverse inclusion can be proved
analogously. Thus the set Zω is invariant.
If the set Zω is not minimal then there exists a closed and invariant set Zω+1 ⊂ Zω
with Zω+1 = Zω . If we can continue this process and if β is the transfinite limit
number for which the sets Zα are constructed for all α < β, we put

Zβ := Zα .
α<β
Clearly, the set Zβ is closed and invariant. Thus we get the transfinite sequence of
sets
Z ⊃ Z1 ⊃ · · · ⊃ Zk ⊃ · · · ⊃ Zω ⊃ · · · ⊃ Zβ ⊃ · · · .
According to the Baire-Hausdorff theorem ([16], Theorem A.14.1) there exists a

transfinite number β of the second class such that Zβ = Zβ+1 , i.e. the set Zβ has no
proper closed and invariant subset. Consequently, Zβ is a minimal set.
The next result follows immediately from Proposition 1.2.
Proposition 1.3 Suppose that the positive semi-orbit of ({ϕ t }t∈T , M, ρ) , starting
in p, is relatively compact. Then ω( p) contains a minimal set.
Some important properties of ω-limit sets are proved in the next proposition ([18]).
Proposition 1.4 Let ({ϕ t }t∈T , M, ρ) be a dynamical system with a semi-group as

andt let Z ⊂ M be a non-empty set such that for some t0 > 0, t0 ∈ T, the
time set
set ϕ (Z) is relatively compact.
t≥t0 ,t∈T
Then ω(Z) is non-empty, compact and invariant. Furthermore, ω(Z) is a minimal
closed set which attracts Z.
Proof Recall that relative compactness ofa set means that the closure of this set
is compact. Since Z = ∅ the sets Bs = ϕ t (Z) are non-empty for all s ≥ 0,
t≥s,t∈T
s ∈ T. Consequently, the sets B s are non-empty compact sets for s ≥ t0 and B s1 ⊂ B s2

for all s1 ≥ s2 in T. Therefore ω(Z) = Bs is a non-empty compact set and
s≥0,s∈T
attracts Z.
If u ∈ ϕ t (ω(Z)) then for a certain υ ∈ ω(Z) we have u = ϕ t (υ). Hence there
exists a sequence u m ∈ Z and a sequence {tm }, tm ∈ T, tm → +∞ as m → +∞,
such that limm→+∞ ϕ t (ϕ tm (u)) = limm→+∞ ϕ t+tm (u m ) = ϕ t (υ) = u. But this means
that u ∈ ω(Z).
Let us prove the reverse inclusion. If υ ∈ ω(Z) a sequence u m ∈ Z and a sequence
{tm } from T exist such that tm → +∞ as m → +∞, 1 + t0 + t ≤ t1 < t2 < · · · , and
ϕ tm (u m ) → υ for m → +∞ . (1.7)
For tm≥ t the sequence ϕ tm −t (u m ) belongs to the relatively compact set

ϕ t (Z). Consequently, passing if necessary to a subsequence, we may sup-
t≥t0 +1,
t∈T
pose that there exists a point u ∈ M such that
ϕ tm −t (u m ) → u as m → +∞ .
But this means that u ∈ ω(Z). Since
ϕ tm (u m ) = ϕ t (ϕ tm −t (u m )) → ϕ t (u) as m → +∞ ,
by (1.7) we have υ = ϕ t (u). Thus, υ ∈ ϕ t (ω(Z)).

It remains to show that ω(Z) is a minimal closed set which attracts Z. Let us
argue as in [18]. Suppose the contrary and let C be a proper closed subset of ω(Z)
which attracts Z. As ω(Z) is compact so is C. Choose any υ ∈ ω(Z) \C. For ε >
0 small enough the ε-neighborhoods Uε (υ) and Uε (C) do not intersect. Since C
attracts Z there is a t = t (ε) ≥ 0 such that ϕ t (Z) ⊂ Uε (C), ∀t ≥ t (ε). On the other
hand since υ ∈ ω(Z), υ = limk→∞ ϕ tk (u k ) for some u k ∈ Z and tk → +∞ is a
sequence. Consequently, ϕ tk (Z) ∩ Uε (υ) = ∅ for sufficiently large tk . Hence Uε (υ)
∩ Uε (C) = ∅, a contradiction.
Assume that ({ϕ t }t∈T , M, ρ) is a dynamical system with a group as time set and
u ∈ M is an arbitrary point. The sets
W s (u) := {υ ∈ M| lim ϕ t (υ) = u} and

t→+∞
W u (u) := {υ ∈ M| lim ϕ t (υ) = u}

t→−∞
are called stable and unstable manifold, respectively, in u. Since the orbits are invari-
ant, the sets W s (u) and W u (u) are also invariant. Suppose that u and υ are equilibria
of the dynamical system. Then any orbit which is contained in W s (u) ∩ W u (υ) is
called heteroclinic if u = υ, and homoclinic if u = υ.
Let Z ⊂ M be an arbitrary invariant subset. Then the stable and unstable manifold
of Z are the sets
W s (Z) := {υ ∈ M| lim dist(ϕ t (υ), Z) = 0} and

t→+∞
W u (Z) := {υ ∈ M| lim dist(ϕ t (υ), Z) = 0},

t→−∞
respectively.
1.1.2 Minimal Global Attractors
Now we come to some of the basic definitions in our book. For arbitrary nonempty
sets Z1 , Z2 ⊂ M we define dist(Z1 , Z2 ) := sup inf ρ(u, υ). By Uε (Z) we denote
u∈Z1 υ∈Z2
the ε-neighborhood of a set Z, i.e. Uε (Z) := {υ ∈ M | dist (υ, Z) < ε}.
Definition 1.1 Suppose that ({ϕ t }t∈T , M, ρ) is a dynamical system.

(1) We say that a set Z0 ⊂ M attracts the set Z ⊂ M if for any ε > 0 there exists
a t0 = t0 (ε, Z) such that for all t ≥ t0 , t ∈ T, we have ϕ t (Z) ⊂ Uε (Z0 ).
(2) An attractor A for ({ϕ t }t∈T , M, ρ) is a non-empty closed and invariant set which
attracts all points from some set Z with a non-empty interior. The largest set with
non-empty interior which is attracted by A is called the domain of attraction.
(3) A global attractor for ({ϕ t }t∈T , M, ρ) is a non-empty, closed and invariant set
which attracts all points of M.
(4) A global B-attractor is a non-empty, closed and invariant set which attracts any
bounded set B of M.
(5) A minimal global attractor (minimal global B-attractor) is a global attractor
(global B-attractor) which is a minimal set among all global attractors (global
B-attractors).
(6) A set Z0 ⊂ M is said to be B-absorbing for ({ϕ t }t∈T , M, ρ) if for any bounded
set B in M there exists a t0 = t0 (B) such that ϕ t (B) ⊂ Z0 for any t ≥ t0 , t ∈ T.
(7) A dynamical system is said to be pointwise dissipative (B-dissipative) if it pos-
sesses a pointwise absorbing (B-absorbing set) B0 . The set B0 is called region
of pointwise dissipativity (of B-dissipativity).
(8) A set Z0 ⊂ M is said to be pointwise absorbing for ({ϕ t }t∈T , M, ρ) if for any
u ∈ M there exists a t0 = t0 (u) such that ϕ t (u) ⊂ Z0 for any t ≥ t0 , t ∈ T.
Let us use the following abbreviations for the attractors of a dynamical system
({ϕ t }t∈T , M, ρ): A—an arbitrary attractor, AM —a global B-attractor, AM,min —
a minimal global B-attractor, AM —a global attractor, A M,min —a minimal global
attractor.
A direct consequence of Definition 1.1 is the following proposition.
Proposition 1.5 Let A be a global B-attractor and ε > 0 an arbitrary number. Then
the ε-neighborhood of A is B-absorbing for the dynamical system.
Remark 1.1 Minimal global attractors and B-attractors where introduced by

O.A. Ladyzhenskaya in [18]. Our Definition 1.1 follows the representation given
in [18]. Important properties of minimal global attractors are also derived in [6, 7,
15, 35, 37].
The existence of a global B-attractor is shown in the next proposition ([17]).

Note that if a global B-attractor exists, then it contains a minimal global B-
attractor.
Proposition 1.6 Suppose that the dynamical system ({ϕ t }t∈T , M, ρ) is

tot the bounded B-absorbing set B0 and there exists a t0 > 0
B-dissipative according
such that the set ϕ (B0 ) is relatively compact. Then
t≥t0 ,t∈T
AM,min := {ω(B) | B ⊂ M, B bounded}
is a minimal global B-attractor and

M,min :=
A ω(u)
u∈M
is a minimal global attractor of the dynamical system.
Proof Since by Proposition 1.4 every bounded set B ⊂ M is attracted to its ω-

limit set ω(B) and to AM,min , it is attracted to ω(B) ∩ AM,min . Since ω(B) is
minimal, it lies in AM,min . The set AM,min , is invariant and minimal. It follows that
ω(AM,min ) = AM,min and the representation for AM,min , is shown.

The fact that u∈M ω(u) is a minimal global attractor follows from the properties
of an ω-limit set.
Remark 1.2 In contrast to the minimal global attractor given by Proposition 1.6 a
minimal global attractor can be unbounded. The dynamical system generated by the
ODE
ẋ = 0 , ẏ = − ay , a>0
has as a minimal global B-attractor AR2 ,min the x-axis (see Sect. 2.1, Chap. 2)
Other examples of minimal global attractors and global B-attractors will be con-
sidered in the sequel.
A dynamical system ({ϕ t }t∈T , M, ρ) is called locally completely continuous if

for any u ∈ M there exists a δ = δ(u) > 0 and an l = l(u) > 0, l(u) ∈ T+ , such
that ϕ l (Bδ (u)) is relatively compact. It is clear that a dynamical system given in a
locally compact space is locally completely continuous.
The next proposition is a result of [4].
Proposition 1.7 For a locally completely continuous dynamical system pointwise

dissipativity and B-dissipativity are equivalent.
Proof We have to show that a dynamical system which is pointwise dissipative is

also B-dissipative. From the pointwise dissipativity it follows that there exists a
non-empty compact set K ⊂ M such that for each ε > 0 and u ∈ M there exists a
δ(u) > 0 and a τ (ε, u) such that
<ε
dist (ϕ t (υ), K) (1.8)
for all t ≥ τ (ε, u), t ∈ T, and all υ ∈ Bδ(u) (u). Suppose B is an arbitrary bounded set
which is contained in a compact set K. Then for any u ∈ K there exists a δ = δ(u) > 0
and τ = τ (ε, u) > 0 such that (1.8) is satisfied. Consider an open cover {Bδ(u) (u)}u∈K
of K. Since K is compact and M is a complete metric space there is a finite subcover
{Bδ(u i ) (u i )}i=1
m
of K.
˜
Define l(ε, K) := max{τ (ε, u i )|i = 1, . . . , m}. Then it follows from (1.8) that
˜ K).
dist (ϕ t (K), K) < ε, ∀t > l(ε,
Since for dynamical systems in locally compact metric spaces pointwise dissipa-
tivity and B-dissipativity are equivalent we call these properties shortly dissipativity.
The next proposition is proved in [7]. It shows that Lyapunov functions can give
a good inside in the structure of an attractor.
In this book the term Lyapunov function for a dynamical system ({ϕ t }t∈T , M, ρ)
means a scalar valued continuous function V which is considered along the orbits
and whose properties allow some conclusions about the qualitative behaviour of the
dynamical system. If M is a manifold and V is differentiable the properties of V
depend on the Lie derivative of V w.r.t. the dynamical system (see Subsect. 1.2.3).
Proposition 1.8 Suppose for the dynamical system ({ϕ t }t∈T , M, ρ) with a group as
time set there exists a compact global B-attractor AM and a continuous function
V : M → R with the following properties:
(1) For any u ∈ M the function V (ϕ t (u)) is non-increasing with respect to t ∈ T+ ;
(2) If for some t0 > 0, t0 ∈ T+ , the equation V (u) = V (ϕ t0 (u)) holds, then u is
an equilibrium of the dynamical system.
Then: (a) AM = W u (C), where C is the set of equilibrium points of the dynamical
system.
(b) The global minimal attractor A M,min of the dynamical system is C.
Remark 1.3 Suppose ({ϕ t }t∈T , M, ρ) is a dynamical system with a group as time
set, which has a bounded minimal global B-attractor A. Then W u (C) ⊂ A, where C
is the set of equilibria of the dynamical system. For a proof see [7].
For dynamical systems ({ϕ t }t∈T , M, ρ) given on a Riemannian smooth n-dimen-

sional manifold (M, g) we define a Milnor attractor as a closed invariant set A
having the property limt→+∞ dist(ϕ (u), A) = 0 for each u ∈ S, where S is a set of
t
positive Lebesgue measure.

If the manifold is compact we define the minimal global Milnor attractor as a

minimal closed invariant set A having the property limt→∞ dist(ϕ t (u), A) = 0 for
any u ∈ S, where S is a Lebesgue measurable set with the full Lebesgue measure,
i.e. μ L (S) = μ L (M).
In the following we denote a Milnor attractor by A and a minimal global Milnor
attractor by A min .
We will consider the minimal global Milnor attractor also for dynamical systems
given in Rn and possessing a bounded open positively invariant absorbing set B0 . In
this case we can restrict our system on the positive semi-group T+ on B0 , considering
B0 with relative topology as compact manifold.
Example 1.7 Let us consider Van der Pol’s equation
ẍ + ε(x 2 − 1)ẋ + x = 0
where ε > 0 is a parameter. This equation can be written as planar system
ẋ = y , ẏ = −ε(x 2 − 1)y − x . (1.9)
It is well-known that (1.9) generates a semi-flow ({ϕ t }t≥0 , R2 , | · |) and the origin
(0, 0) is an unstable equilibrium of this semi-flow. Furthermore, there is a single
orbitally stable periodic orbit (Fig. 1.2). Any orbit of the semi-flow, different from
the equilibrium (0, 0), tends for t → +∞ to this periodic orbit.
It is easy to see that the minimal global B-attractor is AR2 ,min is the closed disk
around the origin and bounded by the unit circle S 1 = {(x, y) | x 2 + y 2 = 1}, the
minimal global attractor is AR2 ,min = S 1 ∪ {(0, 0)}, the minimal global Milnor attrac-
tor is Amin = S and a non-global attractor is given by A = S 1 .
1
Fig. 1.2 Attractors of Van

der Pol’s system
Consider the dynamical system ({ϕ t }t∈T , (M, ρ)) on the metric space (M, ρ).
Suppose B = B(M) is the σ -algebra of Borel sets on M and μ is a finite
Borel measure on B, i.e., μ(M) < +∞. The bounded set A μ (M) ⊂ M is called
global Milnor attractor w.r.t. the dynamical system ({ϕ t }t∈T , (M, ρ)) and the
measure μ if A μ (M) is a minimal, closed and invariant set having the property
limt→∞ dist(ϕ t (u), A μ (M)) for μ-a.e. point u ∈ M. Sometimes the global Milnor
attractor is called stochastic attractor.
If the metric space (M, ρ) is compact we define the minimal global Mil-
nor attractor as a minimal closed invariant set A min,μ (M) having the property
limt→∞ dist(ϕ t (u),
Amin,μ (M)) = 0 for μ-a.e. point u ∈ M.
Suppose that M = E is a linear metric space and E∗ is the dual to E, i.e., the linear
space of linear bounded functionals on E. The sequence {u n }∞ n=1 from E is called
weakly convergent to u ∈ E if (u n ) → (u) , ∀ ∈ E∗ . We denote this by u n u
for n → ∞. The set Z ⊂ E is called weakly closed if it contains the weak limit u
of arbitrary weakly convergent sequences {u n } ⊂ Z. In the weak topology the open
sets are given by arbitrary unions of sets
O(υ; 1 , 2 , . . . , n ; ε1 , ε2 , . . . , εn )

:= u ∈ E | 1 (u − υ) | < ε1 , 2 (u − υ) < ε2 , . . . , |n (u − υ) | < εn
where υ ∈ E , i ∈ E∗ , εi > 0 (i = 1, 2, . . . , n) are numbers.
By definition the empty set ∅ is open.

A non-empty set O which is open in the weak topology and which contains the
set Z ⊂ E is called weak neighborhood of Z.
Suppose that M = E is a linear metric space. The set Aw (M) ⊂ M is called
weak global B-attractor w.r.t. ({ϕ t }t∈T , (E, ρ)) if Aw (M) is a bounded and weakly
closed invariant set such that for any weak neighborhood O of the set Aw (M) and
any bounded set B ⊂ M there exists a t0 = t0 (O, B) such that ϕ t (B) ⊂ O for all
t ≥ t0 .
Let us note that if the linear space M = E has finite dimension and for the
dynamical system the global attractor AM exists and is weakly closed then also
exists Aw (M) and Aw (M) = AM .
In Table 1.1 we present the various types of attractors and their symbols.
Example 1.8 Let us consider as complete metric space M the Hilbert space
L 2 (a, b) of quadratically integrable functions on (a, b). It follows from the Riesz the-
orem that the any linear bounded functional on L 2 (a, b) is given by (u) = Ω uυd x,
where υ ∈ L 2 (a, b) and Ω = (a,
b). Thus we have the properties u n u for n → ∞
in L2 (a, b) ⇔ Ω u n υd x → Ω uυd x for n → ∞ and any υ ∈ L 2 (a, b). Assume
∞
that {ei }i=1 ∞basis of L (a, b). Then
is an orthonormal 2
any function υ ∈ L 2 (a, b)
can be represented as υ = i>1 ci ei , where ci = Ω υei d x, i = 1, 2, . . . , are the
∞ 2
Fourier coefficients satisfying υ2L 2 (a,b) = i>1 ci < ∞. Consider the functions
u n = en , n = 1, 2, . . . . Then for any υ ∈ L (a, b) we have
2
Table 1.1 Types of attractors and their symbols

Symbol Type of attractor Sections
A Arbitrary attractor 1.1.2
AM Global B-attractor 1.1.2
AM,min Minimal global B-attractor 1.1.2
M
A Global attractor 1.1.2
M,min
A Minimal global attractor 1.1.2

A Milnor attractor 1.1.2
min
A Minimal global Milnor attractor 1.1.2
Aw (M) Weak global B-attractor 1.1.2

lim en υd x = lim cn en2 d x = lim cn = 0, i.e., en 0 for n → ∞ in L 2 (a, b).
n→∞ Ω n→∞ Ω n→∞
From the other side we have en 0 as n → ∞ in L 2 (a, b) since en 2 = 1,

n = 1, 2, . . . .
1.2 Dissipativity
1.2.1 Dissipativity in the Sense of Levinson
This section is devoted to the concepts of dissipativity, region of dissipativity, and

its estimation for autonomous differential equations. These notions arose for the
first time in stability theory. Later they turned out to be very useful in the study of
attractors since they give the possibility to localize attractors in the phase space.
Consider the dynamical system ({ϕ t }t∈T , Rn , | · |) which in the continuous-time
case is given by the autonomous ODE
ϕ̇ = f (ϕ) , (1.10)
where f : Rn → Rn is continuously differentiable, and in the discrete-time case is

given by the continuous map
ϕ : Rn → Rn . (1.11)
Definition 1.2 The dynamical system ({ϕ t }t∈T , Rn , | · |) is called dissipative in the
sense of Levinson, if there exists an R > 0 such that for any u ∈ Rn
lim sup |ϕ t (u)| < R .

t→+∞
Proposition 1.9 The dynamical system ({ϕ t }t∈T , Rn , | · |) is dissipative in the sense
of Levinson if and only if there exists a bounded set D ⊂ Rn that attracts any point
in Rn .
Proof Let the dynamical system be dissipative in the sense of Levinson. Choose as
the set D a ball of radius R, where R is from Definition 1.2, and with center in the
origin. It is obvious that such a D attracts every point in Rn .
Conversely, let D be a set for the dynamical system which attracts every point of
Rn , and let ε > 0 be an arbitrary number. Choose R so large that the ball of radius R
with center in the origin contains the ε-neighborhood Dε of D. It is clear that such
an R satisfies Definition 1.2.
It is easy to see that if the dynamical system is dissipative in the sense of Levinson
with D as region of dissipativity, then any attractor A of the dynamical system satisfies
the inclusion A ⊂ D.
1.2.2 Dissipativity and Completeness of The Lorenz System
Consider the Lorenz system ([28, 30, 39])
ẋ = −σ x + σ y , ẏ = r x − y − x z , ż = −bz + x y (1.12)
where σ, r and b are positive parameters. Let us show that equation (1.12) is dissi-
pative. Introduce the auxilary function V : R3 → R+ given by
1 2
V (x, y, z) := x + y 2 + (z − σ − r )2 . (1.13)
2
Direct computation along an arbitrary solution u = (x, y, z) of (1.12) shows that the
derivative of V along
b b
V̇ (x, y, z) = − σ x 2 − y 2 − (z − σ − r )2 + (σ + r )2 .
2 2
Thus in R3 we have
b
V̇ ≤ (σ + r )2 . (1.14)
2
On the set
b b
E1 := (x, y, z) | σ x 2 + y 2 + (z − σ − r )2 ≤ (σ + r )2
2 2
1.2 Dissipativity 17
the inequality V̇ ≥ 0 is true and on the set R3 \ E1 we have V̇ < 0. For large R the ball
B R = {(x, y, z) | V (x, y, z) < R} contains the ellipsoid E1 . On the boundary of B R ,
i.e. on the set S R = {(x, y, z) | V (x, y, z) = R} the inequality V̇ < 0 is satisfied. It
follows that B R is a bounded absorbing set. If we put κ = min{σ, 1, b2 } we conclude
that along the solution of (1.12)
b
V̇ ≤ −2κ V + (σ + r )2 .
2
This means that any solution of (1.12) enters the ellipsoid
1 2 b
E2 := (x, y, z) | x + y 2 + (z − σ − r )2 ≤ (σ + r )2
2 4κ
and remains there during the positive existence interval. From (1.14) we have
b
V (x(t), y(t), z(t)) ≤ V (x(0), y(0), z(0)) + (σ + r )2 t
2
for t ≥ 0. Since V cannot go to infinity in a finite positive time, each of |x(t)|, |y(t)|,
and |z(t)| cannot go to infinity in a finite positive time. Thus the Lorenz system is
complete in positive time. Thus the Lorenz system defines a semi-flow in R3 . From
(1.13) it follows that for a sufficiently large κ1 > 0 we have
b
V̇ + κ1 V ≥ (σ + r )2 =: c1 (1.15)
2
From (1.15) we get
d κ1 t
(e V ) ≥ c1 e κ1 t .
dt
Thus for t ≤ 0 we have
c1
V (x(0), y(0), z(0)) − e κ1 t V (x(t), y(t), z(t)) ≥ [1 − e κ1 t ]
κ1
c1
or V (x(t), y(t), z(t)) ≤ e−κ1 t V (x(0), y(0), z(0)) + [1 − e−κ1 t ] .
κ1
Thus V (x(t), y(t), z(t)) cannot go to infinity in finite negative time. Hence each
of |x(t)|, |y(t)| and |z(t)| cannot got to infinity in finite negative time and the system
is complete in negative time ([8]).
Let us obtain other estimates for the region of dissipativity for (1.12). Consider
next the function
1 2 1 2 1 2
V1 (x, y, z) := x + y + z − (σ + r )z .
2 2 2
Let us show that for an arbitrary solution u = (x, y, z) of (1.12) with b > 1 we have
lim sup V1 (x(t), y(t), z(t)) ≤ c2 , (1.16)

t→+∞
(σ +r )2 (b−2)2
where c2 := 8(b−1)
. Indeed, a calculation shows that
V̇1 + 2V1 = −(σ − 1)x 2 − (b − 1)z 2 + (σ + r )(b − z)z

≤ −(b − 1)z 2 + (σ + r )(b − 2)z ≤ 2 c2 .
Therefore we have
d
(V1 − c2 ) + 2 (V1 − c2 ) ≤ 0 .
dt
Multiplying the last inequality by e2t we get for t ≥ 0
d
[(V1 − c2 )e2t ] ≤ 0 . (1.17)
dt
Integrating (1.17) on [0, t], we obtain
V1 (x(t), y(t), z(t)) − c2 ≤ [V1 (x(0), y(0), z(0)) − c2 ] e−2t ,
from which the inequality (1.16) results. From (1.16) it follows that the ellipsoid
1 2 1 2
{(x, y, z) ∈ R3 | x 2 + y + z − (σ + r )z ≤ c2 }
2 2
is a region of dissipativity for (1.12).
Let us now show that for an arbitrary solution u = (x, y, z) of (1.12)
lim sup [y 2 (t) + (z(t) − r )2 ] ≤ l 2 r 2 (1.18)

t→+∞
and, if 2σ − b ≥ 0,
lim inf [2 σ z(t) − x 2 (t)] ≥ 0 . (1.19)
t→+∞
The parameter l in (1.18) is defined by

1, if b ≤ 2 ,
l := (1.20)
√b
2 b−1
, if b ≥ 2 .
In order to prove (1.18) we put for (x, y, z) ∈ R3
1 2
V2 (y, z) := y + (z − r )2 .
2
Suppose that κ0 := min{1, b}. Then for any κ ∈ (0, κ0 ) we have

b
V̇2 + 2κ V2 = (κ − 1)y 2 + (κ − b)z 2 − 2 r κ − z + κr 2
2
r (κ − b/2) !2 r 2 (κ − b/2)2
≤ (κ − b) z − − + κr 2
κ −b κ −b
(κ − b/2)2 ! 2 b2 r 2
≤ κ− r = .
κ −b 4 (b − κ)
It follows that
b2 r 2
lim sup V2 (y(t), z(t)) ≤ . (1.21)
t→+∞ 8 (b − κ)κ
Minimizing the right-hand side of (1.21) over κ ∈ (0, κ0 ) we obtain (1.18). To prove
(1.19) we put
1
V3 (x, z) := σ z − x 2 .
2
The direct computation shows that
2σ 1 2 !
V̇3 = −b σ z − x ≥ −b V3 .
b 2
The last relation implies (1.19).
From (1.18) it follows that the region of dissipativity D satisfies the inclusion
D ⊂ D1 ,
where D1 := {(x, y, z) | y 2 + (z − r )2 < l 2 r 2 } is a cylinder in R3 .

Under the condition 2σ − b ≥ 0 it follows from (1.18) and (1.19) that
D ⊂ D1 ∩ {(x, y, z) | z ≥ 0} .
Remark 1.4 Using the Lyapunov function (1.13) and Proposition 1.7 one sees that
the Lorenz system has a compact attracting set which attracts bounded sets. It follows
that the Lorenz system is B-dissipative and has a minimal B-attractor AR3 ,min which
satisfies AR3 ,min ⊂ D. Note that any other attractor of (1.12) also belongs to D.
Remark 1.5 Let us consider the system
ẋ = −σ x + σ y , ẏ = r x − y + x z , ż = −bz + x y (1.22)
with positive parameters σ, r and b. This system differs from the Lorenz system (1.12)
only in the sign of the nonlinearity x z in the second equation and the divergence of the
right-hand side of (1.22) is −(σ + 1 + b) < 0, i.e. the same as in the Lorenz system.
However, it was shown in [14] that system (1.22) for any positive parameters has
solutions converging to infinity for t → +∞. But this means that system (1.22) is
not dissipative. We need certain extra conditions on the right-hand side in order to
guarantee dissipativity.
1.2.3 Lyapunov-Type Results for Dissipativity
Let us consider the dynamical system ({ϕ t }t∈T , M, ρ) on the Riemannian n-

dimensional C k -manifold (M, g) which is, for continuous time, given by (1.5)
and for discrete time by (1.6). Suppose that there exists a scalar valued function
V : M → R which is C 1 in the continuous-time case and C 0 in the discrete-time
case. Define the Lie derivative V̇ (u) w.r.t. the dynamical system in the continuous-
time case by
d
V̇ (u) := V (ϕ t (u))|t=0 = (F(u), grad V (u)) (1.23)
dt
and in the discrete-time case by
V̇ (u) := V (ϕ(u)) − V (u). (1.24)
Let us establish the following theorem which is a generalization of a result from

[40, 41], obtained for differential equations in Rn .
Proposition 1.10 Suppose that there exists a function as introduced above and such
that the following conditions are satisfied:
(1) V is proper for M, i.e. for any compact set K ⊂ R the set V −1 (K) ⊂ M is
compact and V is bounded from below on M ;
(2) There exists an r > 0 such that V̇ (u) ≤ 0 for u ∈ / Br (0) ;
(3) The dynamical system does not have a motion ϕ (·) (υ) with ϕ t (υ) ∈
/ Br (0) and
V̇ (ϕ t (υ)) ≡ 0 for t ≥ t0 .
Then the dynamical system ({ϕ t }t∈T , M, ρ) is dissipative.
Proof Let us put η := max V (u) and consider the set D := {u ∈ M|V (x) ≤ η}. In
u∈Br (0)
the discrete-time case we choose η so large that additionally D ⊃ ϕ 1 (Br (0)). By
assumption (1) we can write D = {u ∈ M | θ ≤ V (x) ≤ η}, where θ := inf u∈M
V (u) > −∞. Since K := [θ, η] is compact again by assumption (1) we conclude
that D is bounded. It follows from the definition of D that ϕ t (D) ⊂ D for all t ∈ T+ ,
proposed that u ∈ Br (0).
Let us show this. Assume to the contrary that there is a u ∈ D and a time t1 ∈ T+
such ϕ t1 (u) ∈
/ D.
Consider at first the continuous-time case. Here exists a maximum time t such
that 0 < t < t1 and ρ(ϕ t (u), 0) = r or put t := 0.
It follows that V (u) ≤ η and on the interval (t , t1 ) we have ρ(ϕ t (u), 0) > r.
Now we conclude by continuity that V (ϕ t1 (u)) ≤ V (u) ≤ η, a contradiction. In the
discrete-time case there must exist a time t2 ∈ (0, t1 ) ∩ Z+ such that ϕ t2 (u) ∈ D ∩
Br (0), but ϕ t2 +1 (u) ∈
/ D. But this is impossible by the choice of D in the discrete-time
case.
Let us show now that for any point u ∈ M with u ∈ / Br (0) there exists a time
t1 > 0 such that ϕ t1 (u) ∈ Br (0). Suppose the opposite, i.e. ϕ t (u) ∈ / Br (0) for all
t ∈ T+ . Then the positive semi-orbit of the motion ϕ (·) (u) is bounded. Indeed, by
condition (2) we have V (ϕ t (u)) ≤ V (u) for all t ∈ T+ . From this and assumption (1)
we obtain the boundedness of the semi-orbit. In virtue of this boundedness according
to Proposition 1.4, the ω-limit set of the semi-orbit of ϕ (·) (u) is non-empty. Let
υ ∈ ω(u) be an arbitrary point. According to our assumption we have υ ∈ / Br (0).
The function V (ϕ t (u)) is bounded on T+ and does not increase. Therefore, there
exists the limit
lim V (ϕ t (u)) = V (υ) . (1.25)
t→+∞
Consider the motion ϕ (·) (υ). By Proposition 1.4 we have ϕ t (υ) ∈ ω(u) for all t ∈ T+ .
It follows that for any t ∈ T+ there exists a sequence tm → +∞ as m → +∞ such
that ϕ tm (u) → ϕ t (υ) as m → +∞. Hence by (1.25) we have
V (ϕ t (υ)) ≡ V (υ) ,
which contradicts the assumption (3). Thus, for arbitrary u ∈ Rn with u ∈

/ Br (0)
there exists a time t1 ∈ T+ such that ϕ t1 (u) ∈ Br (0).
Example 1.9 Consider the equation of a pendulum
ẍ + ε ẋ + sin x = 0 ,
where ε > 0 is a parameter. This equation is equivalent to the planar system
ẋ = y , ẏ = −ε y − sin x . (1.26)
Since the right-hand side of (1.26) is globally Lipschitz we have global existence
and uniqueness of all solutions. Let us denote the dynamical system generated by
(1.26) by ({ϕ t }t≥0 , R2 , | · |). It is well-known that any semi-orbit of this system tends
to an equilibrium for t → +∞. The phase portrait is shown in Fig. 1.3
It follows that the minimal global attractor A R2 ,min of (1.26) is the stationary set,
i.e. the set of all equilibria C.
Consider now a ball Bδ with small radius δ > 0 and center at a point
u 0 = (x0 , y0 ) on the stable manifold of a saddle (Figs. 1.3 and 1.4).
It is obvious that ϕ t (Bδ ) converges for t → +∞ to a set consisting of a saddle
point and of two heteroclinic orbits coming from this saddle point and going to stable
equilibria. It follows that the minimal global B-attractor is the union of the stationary
set C and the heteroclinic orbits (Fig. 1.5).
Fig. 1.3 Minimal global attractor of (1.26)
Fig. 1.4 Deformation of a small ball under the flow of (1.26)
Fig. 1.5 Minimal global B-attractor of (1.26)
In order to apply Proposition 1.10 one has to construct a Lyapunov-type function V

satisfying the assumptions (1)–(3). Very often this is a sufficiently difficult problem.
In some cases one can avoid this as the next proposition ([32]) shows.
Consider the dynamical system ({ϕ t }t∈T , Rn , | · |) which is given for continuous
time by the ODE
ϕ̇ = Aϕ + g(ϕ) , (1.27)
and for discrete time by the map
u → Au + g(u) , u ∈ Rn . (1.28)
In both cases A is an n × n matrix and g : Rn → Rn is continuous. The matrix

A is assumed to be stable, i.e. all eigenvalues of A have negative real part in the
continuous-time case, and all eigenvalues have moduli smaller one in the discrete-
time case.
Proposition 1.11 Suppose that the dynamical system is given by (1.29) resp. (1.30)
and g is a bounded map. Then the dynamical system is dissipative.
Proof Suppose that |g(u)| ≤ c0 in Rn with some constant c0 > 0. Any motion ϕ (·) (u)
of the dynamical system can be written as
t
ϕ t (u) = e At u + e A(t−τ ) g(ϕ τ (u)) dτ , t ≥ 0 , (1.29)
0
in the continuous-time case, and as
t−1
ϕ t (u) = At u + At−τ −1 g(ϕ τ (u)) , t = 1, 2, . . . , (1.30)
τ =0
in the discrete-time case.

From (1.29), and the stability of A it follows that there exist constants γ > 0 and
c1 > 0 such that
∞
−γ t
|ϕ (u)| ≤ c1 (e
t
|u| + c0 eγ (t−τ ) dτ ), t ≥ 0 . (1.31)
0
From (1.30) and the stability of A we get with some constants δ ∈ (0, 1) and c2 > 0
the representation
∞
|ϕ t (u)| ≤ c2 δ t |u| + c0 δ t+τ +1 , t = 1, 2, . . . . (1.32)
τ =0
From (1.31) and (1.32) the assertion follows immediately.
Definition 1.3 The equilibrium p of the dynamical system ({ϕ t }t∈T , M, ρ) is said
to be globally asymptotically stable if p is asymptotically Lyapunov stable and for
any q ∈ M we have ϕ t (q) → p for t → +∞.
The next theorem was proved by E. A. Barbashin and N. N. Krasovskii in [1] for
continuous time. For discrete time it was shown in [29].
Theorem 1.1 Suppose that p is an equilibrium of the dynamical system ({ϕ t }t∈T ,
Rn , | · |) and there exists a function V : Rn → R (C 1 in the continuous-time case
and C 0 in the discrete-time case) such that the following conditions are satisfied:
(1) V ( p) = 0 and V (u) > 0 for all u ∈ Rn \{ p} ;
(2) V̇ ( p) = 0 and V̇ (u) < 0 for all u ∈ Rn \{ p} ;
(3) V (u) → +∞ for |u| → +∞ .
Then the equilibrium p is globally asymptotically stable.
Proof Let for simplicity be p = 0. It follows from the Lyapunov theorem that p = 0
is asymptotically Lyapunov stable. Suppose that ϕ (·) (q) is an arbitrary motion of the
dynamical system.
Using assumption (3) we choose r so large that
q ∈ Br (0) and
V (u) > V (q) for all |u| ≥ r . (1.33)
From assumption (2) we conclude that
V (ϕ t (q)) ≤ V (q) for all t ∈ T+ . (1.34)
Thus, if we take into consideration (1.33) we have
|ϕ t (q)| < r for all t ∈ T+ .
Let us put c = lim V (ϕ t (q)) and show that c = 0. If we assume that c > 0 there
t→+∞
exists a number r1 ∈ (0, r ) such that |ϕ t (q)| ≥ r1 for all t ∈ T+ . It follows that
r1 ≤ |ϕ t (q)| < r for t ∈ T+ . The proof is complete if we argue as in the Lyapunov
theorem.
Example 1.10 Let us show that the equilibrium u 1 = (0, 0, 0) of the Lorenz system
(1.12) is globally asymptotically stable. Take the function
1 2
V (x, y, z) := (x + σ y 2 + σ z 2 ) .
2
A direct computation shoes that

V̇ (x, y, z) = −σ x 2 − (1 + r ) x y + y 2 + bz 2
1 − r 2 1+r
= −σ (x + y 2 ) + bz 2 + (x − y)2
2 2
1 − r 2
≤ −σ (x + y ) + bz .
2 2
2
Thus by the continuous-time version of Theorem 1.1 we conclude that
u 1 = (0, 0, 0) is globally asymptotically stable if 0 < r < 1.
1.3 Existence of a Homoclinic Orbit in the Lorenz System 25
1.3 Existence of a Homoclinic Orbit in the Lorenz System
1.3.1 Introduction
In this section we consider again the Lorenz system. We give estimates for the shape of
a global B-attractor and prove the existence of homoclinic orbits for certain parameter
values. It will be shown that in certain cases these estimates are asymptotically
exact. Since all estimates are uniform with respect to the parameters, it becomes
possible to prove the existence of a homoclinic orbit using the formulae of asymptotic
integration. The Lorenz system
ẋ = −σ (x − y), ẏ = r x − y − x z, ż = −bz + x y, (1.35)
which is a three-mode approximation of a two-dimensional thermal convection, is

now one of the classical models for the transition from global stability to chaotic
behaviour and to the generation of attractors with non-integer Hausdorff dimension.
Sometimes the phrase “homoclinic explosion” is used to refer to the appearance of
various types of chaotic behaviour when parameters are perturbed from the bifurca-
tion parameter of a homoclinic orbit. In such a process the role of homoclinic orbits,
which appear for bifurcation values of parameters is very important. These orbits
and the attractors of the Lorenz system are located in certain domains of the phase
space which can be estimated. We shall suppose further that σ , r , b are positive
numbers. Let, in addition, r > 1 and 2σ > b. Note that if one of these restrictions
is violated then system (1.35) is convergent, i.e. any its orbit tends to a certain equi-
librium when t → +∞ (Example 1.10). Along with system (1.35) we consider the
equivalent system
ξ̇ = η, η̇ = −μη − ζ ξ − ϕ(ξ ), ζ̇ = −Aζ − Bξ η, (1.36)

√ √
where ϕ(ξ
√ ) = −ξ + γ ξ 3
, ξ = εx/
√ 2σ , η = ε 2
√ (y − x)/ 2 , ζ = ε2 (z − x 2 /b),
t = t1 σ /ε, μ = ε(σ + 1)/ σ , A = εb/ σ , ε = (r − 1)−1/2 , B = 2
(2σ − b)/b, γ = 2σ/b.
1.3.2 Estimates for the Shape of Global Attractors
In this section we shall obtain estimates which are for b ≤ 2 and great r asympto-
tically exact for a global B-attractor with respect to the coordinates ξ and η. From
these estimates if follows that a global B-attractor of system (1.36) is located in
domains which are uniformly bounded with respect to parameter r ∈ (1, +∞). This
fact will be used for the demonstration of the existence of homoclinic orbits.
It was shown in Sect. 1.2 that the surfaces
S1 := {(r − z)2 + y 2 = l 2 + ς } and S2 := {z − x 2 /(2σ ) = −ς },
where ς > 0 and l is given by (1.20), are transversal (“contact-free”) for the solutions
of system (1.35). Hence the following inequalities hold on a global attractor of system
(1.35):
(r − z)2 + y 2 ≤ l 2 , z ≥ x 2 /(2σ ) . (1.37)
Hence it follows that on a global attractor of system (1.36)

√ √
l σξ l σξ
−√ −√ ≤η≤ √ −√ , (1.38)
2 (r − 1) r −1 2 (r − 1) r −1
ζ > −Bξ 2 /2, ∀ ξ = 0 . (1.39)
Using estimate (1.37), we introduce the comparison system ([19, 20])
ξ̇ = η, η̇ = −μη + ξ − ξ 3 , (1.40)
which is equivalent to the first-order equation
dP
P + μP − ξ + ξ 3 = 0. (1.41)
dξ
Let us consider positive solutions P1 (ξ ) of (1.41) on the set [0, ξ0 ) with initial condi-
tion P1 (ξ0 ) = 0. They define for system (1.36) in the half-space {ξ ≥ 0} the contact-
free surfaces
η = P1 (ξ ), η > 0, ξ ∈ [0, ξ0 ] , {η < 0, ξ = ξ0 }. (1.42)
Negative solutions P2 (ξ ) of (1.41) on (−ξ0 , 0] with the initial condition

P2 (−ξ0 ) = 0 define for system (1.36) in the half-space {ξ ≤ 0} the contact-free
surfaces
η = P2 (ξ ), η < 0, ξ ∈ [−ξ0 , 0] , {η > 0, ξ = −ξ0 }. (1.43)
From this and from estimate (1.38) it follows that if the graph of the function
η = P1 (ξ ) intersects the graph of the straight line
√
l σ
η= √ −√ ξ
2 (r − 1) r −1
in a certain point ξ1 on the interval (0, ξ0 ), then the inequalities
ξ < ξ0 , η < P1 (ξ ) for ξ ∈ [ξ1 , ξ0 ] (1.44)
hold on a global attractor A of system (1.36). Similarly, if the graph of the function
η = P2 (ξ ) intersects the graph of the straight line
√
l σξ
η = −√ −√
2 (r − 1) r −1
in a certain point ξ2 on the interval (−ξ0 , 0) then the inequalities
ξ > −ξ0 , η > P2 (ξ ) for [−ξ0 , ξ2 ] (1.45)
of system (1.36). Note that the surfaces

are true on the global attractor A
{ζ = C − Bξ 2 /2, C > Bξ02 /2} are contact-free for system (1.36) in the strip
{|ξ | ≤ ξ0 }. Hence the estimate
ζ ≤ B(ξ02 − ξ 2 )/2 (1.46)
holds on a global attractor of system (1.36). We have thus proved the following
result ([24]).
Theorem 1.2 Estimates (1.37)–(1.38), (1.44)–(1.46) hold on a global attractor of
system (1.35).
Let us give now a simple estimate of ξ0 . To do this we note that the inequali-
√ hold if the graph of η = P1 (ξ ) intersects the graph of the straight line
ties (1.44)
η = l/( 2 (r − 1)). From the positiveness of μ in equation (1.41) it follows that
1 4
P1 (ξ )2 > (ξ 2 − ξ02 ) − (ξ − ξ04 ).
2
Therefore, a sufficient condition for the above intersection to take place is that
1 l2
(1 − ξ02 ) − (1 − ξ04 ) = .
2 2(r − 1)2
This inequality implies that "

l
ξ0 = 1+ . (1.47)
r −1
Similar reasoning may also be applied to estimate (1.45). It follows from relation
(1.47) that any global attractor of (1.36) lies in a domain which is bounded uniformly
with respect to the parameter r ∈ (1, +∞). For a global B-attractor in the case b ≤ 2,
the estimates (1.37)–(1.38) are asymptotically the best possible as r → +∞. Indeed,
in this case, as r → +∞ the following inequalities hold on the global B-attractor:
√ √
|η| ≤ 1/ 2, |ξ | ≤ 2.
We recall that a part of a global B-attractor consists of the unstable manifold of

the zero equilibrium, which may be represented approximately (for small ε) by the
formulae
ζ = −Bξ 2 /2, η2 = ξ 2 − ξ 4 /2 .
√
√ r the global B-attractor has points close to the planes {|ξ | =
So for large 2},
{|η| = 1/ 2}.
1.3.3 The Existence of Homoclinic Orbits
Let ξ + , η+ , ζ + denote a solution of (1.36) associated with the positive branch of the
unstable manifold of the saddle point (0, 0, 0), that goes into the half-plane {ξ > 0},
that is, a solution of (1.36) such that
lim (ξ + (t), η+ (t), ζ + (t)) = (0, 0, 0)

t→−∞
and ξ + (t) > 0 for t ∈ (−∞, T ). Here T is a certain number or +∞. It is well-known
([20, 25, 27]) that if the values of σ and b and the value of r are close enough to 1,
then T = +∞.
Let us consider a smooth path s ∈ [0, 1] → (b(s) , σ (s) , r (s)) in the parameter
space {b, σ, r }. The main result of this section is the following theorem ([24]).
Theorem 1.3 Suppose that for system (1.36) with parameters b(0), σ (0), r (0) there
exist numbers T > τ such that the relations
ξ + (T ) = η+ (τ ) = 0, ξ + (t) > 0, ∀ t < T, (1.48)

+
η (t) = 0, ∀ t < T, t = τ (1.49)
hold. Suppose also that for system (1.36) with parameters b(1), σ (1), r (1) the
inequality
ξ + (t) > 0, ∀ t ∈ R (1.50)
is true. Then there exists a number s0 ∈ [0, 1] such that system (1.36) with parameters
b(s0 ), σ (s0 ), r (s0 ) has a solution (ξ + , η+ , ζ + ) corresponding to a homoclinic orbit.
In order to prove this assertion we shall need the following lemmas.
Lemma 1.1 If the conditions
η+ (τ ) = 0, η+ (t) > 0, ∀ t ∈ (−∞, τ ),
hold for system (1.36), then η̇+ (τ ) < 0.

Proof Suppose the contrary, i.e. η̇+ (τ ) = 0. Then we derive from the two last equa-
tions of system (1.36) that
η̈+ (τ ) = Aζ + (τ ) ξ + (τ ) . (1.51)
It follows from the relations η+ (t) > 0, ξ + (t) > 0, ∀ t ∈ (−∞, τ ) and from the last
equation of (1.36) that ζ + (t) < 0 , ∀ t ∈ (−∞, τ ]. This inequality and (1.51) imply
the inequality η̈+ (τ ) < 0 follows. But this contradicts the assumption η̇+ (τ ) = 0 and
the conditions of the lemma. This contradiction proves Lemma 1.1.
Lemma 1.2 Consider system (1.36). Suppose that the relations (1.48), (1.49) and
the inequalities
η+ (t) > 0, ∀ t ∈ (−∞, τ ), η+ (t) ≤ 0, ∀ t ∈ (τ, T ) (1.52)
are true. Then inequality (1.49) also holds.

Proof Suppose the contrary. Then we conclude that a number ς ∈ (τ, T ), exists such
that
η+ (ς ) = η̇+ (ς ) = 0, η̈+ (ς ) = Aξ + (ς )ζ + (ς ) < 0, η+ (t) < 0, ∀ t ∈ (ς, T )
are valid. Note that the orbit corresponding to the solution (ξ(t), η(t), ζ (t)) =
(0, 0, ζ (0) exp(−At)) belongs to the stable manifold of the saddle point (0, 0, 0).
Hence, from the conditions (1.48), (1.49) and from the above relations it follows
that the positive branch of the unstable manifold corresponding to the solution
(ξ + , η+ , ζ + ) and the stable manifold intersect. Then the positive branch of the unsta-
ble manifold belongs completely to the stable manifold of the saddle, and the relation
ξ + (t) > 0, ∀ t ≥ ς is valid. The latter relation contradicts the hypothesis (1.48). This
contradiction proves Lemma 1.2.
Remark 1.6 It is possible to give the following geometrical interpretation of this
proof in the phase space with the coordinates ξ, η, ζ . A piece of the stable manifold of
the saddle ξ = η = ζ = 0 is situated “under” the set {ξ > 0, η = 0, ζ ≤ 1 − γ ξ 2 }.
This property does not allow the trajectory with the initial data from the set to reach
the plane ξ = 0 if it remains in the quadrant {ξ ≥ 0, η ≤ 0}.
Let us consider the polynomial
λ3 + aλ2 + bλ + c, (1.53)
where a, b, c are positive numbers.

Lemma 1.3 Either all zeros of the polynomial (1.53) have negative real parts, or
two of them have non-zero imaginary parts.
Proof It is well-known ([9]) that all the zeros of (1.53) have negative real parts if
and only if ab > c. If ab = c the polynomial (1.53) has two pure imaginary zeros.
Suppose now that for certain a, b, c with ab < c the polynomial (1.53) has only real
zeros. Since the coefficients are positive it follows that these zeros are negative. This
leads to the inequality ab > c which contradicts our assumption.
Proof of Theorem 1.3 It is well-known ([12]) that the semi-orbit of system (1.36)
{(ξ + (t), η+ (t), ζ + (t)) | t ∈ (−∞, t0 )} depends continuously on parameter s. Here
t0 is an arbitrary fixed number. It follows from this and from Lemma 1.1 that, if
conditions (1.48)–(1.49) hold for system (1.36) with parameters b(s1 ), σ (s1 ), r (s1 )
then these conditions also hold for b(s), σ (s), r (s) provided that s ∈ (s1 − δ, s1 + δ).
Here δ is a certain sufficiently small number and the numbers τ and T depend on
parameter s. It follows from the above reasoning that the relations (1.48)–(1.49) are
valid for a certain interval (0, s0 ). Further we shall assume that (0, s0 ) is the maximal
interval where the relations (1.48)–(1.49) are valid. Let us demonstrate that there
exists a certain homoclinic orbit which corresponds to the values b(s0 ), σ (s0 ), r (s0 ).
We first note that for these parameters and some value τ
η+ (t) > 0, ∀ t < τ, η+ (t) ≤ 0, ∀ t ≥ τ,

(1.54)
ξ + (t) > 0, ∀ t ∈ (−∞, +∞).
Indeed, if there exist numbers T2 > T1 > τ , for which
ξ + (t) > 0, ∀ t ∈ (−∞, T2 ), ξ + (T2 ) = 0, η+ (T1 ) > 0,

+
η (t) > 0, ∀ t < τ, η+ (τ ) = 0, η̇+ (τ ) < 0
are true then for s sufficiently close to s0 and such that s < s0 the inequality
η+ (T1 ) > 0 still holds. This contradicts the definition of the number s0 . If there exist
numbers T1 > τ , for which η+ (T1 ) > 0, η+ (t) > 0, ∀ t < τ , η+ (τ ) = 0, η̇+ (τ ) < 0,
and ξ + (t) > 0, ∀ t ∈ (−∞, +∞), then again for s sufficiently close to s0 and such
that s < s0 the inequality η+ (T1 ) > 0 remains true and again we have a contradic-
tion with the definition of the number s0 . If there exist numbers T > τ , for which
ξ + (t) > 0, ∀ t < T , ξ + (T ) = 0, η+ (t) > 0, ∀ t < τ , η+ (t) ≤ 0, ∀ t ∈ [τ, T ], then
the inequality (1.49) is true according Lemma 1.2. Consequently for s = s0 relations
(1.48)–(1.49) are fulfilled and then (0, s0 ) is not the maximal interval, for which these
relations are true. By these contradictions inequalities (1.54) are proven. It follows
from (1.54) that for s = s0 only an equilibrium can be the ω-limit set of the orbit of
√
(ξ + , η+ , ζ + ). Let us demonstrate that the equilibrium (ξ, η, ζ ) = (1/ γ , 0, 0) can
not be an ω-limit point of this orbit. The linearization in the neighborhood of this
equilibrium gives the characteristic polynomial
λ3 + (A + μ)λ2 + (Aμ + 2/γ )λ + 2 A.

Suppose that for s = s0 the ω-limit set of the positive branch of the unstable manifold
√
corresponding to the solution ξ + , η+ , ζ + includes the point (ξ, η, ζ ) = (1/ γ , 0, 0).
+ + +
By Lemma 1.3 and by the fact that the semi-orbits {ξ (t), η (t), ζ (t) | t ∈
(−∞, t0 )} depend continuously on the parameter s we obtain the following asser-
tion. For the values s which are sufficiently close to s0 the positive branch of the
unstable manifold corresponding to (ξ + , η+ , ζ + ) either tend to an equilibrium state
√
(ξ, η, ζ ) = (1/ γ , 0, 0) as t → +∞, or oscillate in some time-interval with chang-
ing sign of the coordinate η. Both of these possibilities contradict properties (1.48)–
(1.49). Hence, for system (1.36) with parameters b(s0 ), σ (s0 ), r (s0 ) the orbit of
(ξ + , η+ , ζ + ) tends to the trivial equilibrium state as t → +∞.
Remark 1.7 Note that the proof of Theorem 1.3 actually yields a stronger result,
which may be formulated as follows. If relations (1.48)–(1.49) hold for s ∈ [0, s0 ),
but not for s = s0 , then system (1.36) with parameters b(s0 ), σ (s0 ), r (s0 ) has a
homoclinic orbit.
Let us apply Theorem 1.3 in various specific cases. Fix the numbers b and σ . It is
well-known ([20, 27]) that inequality (1.50) is true for r sufficiently close to 1. We
will show that if
3σ − 2b > 1 (1.55)
and r is sufficiently large, then relations (1.48)–(1.49) will hold. Indeed, consider
the system
dQ dP
Q = −μQ − Pξ − ϕ(ξ ), Q = −A P − B Qξ, (1.56)
dξ dξ
which is equivalent to system (1.36) in the sets {ξ ≥ 0, η > 0} and {ξ ≥ 0, η < 0},
where P and Q are solutions of (1.56) which are functions of ξ . Since Theorem 1.2
implies that the quantities (ξ + (t), η+ (t), ζ + (t)) are bounded uniformly with respect
to the parameter r , we can carry out an asymptotic integration of the solutions of
system (1.56) with a small parameter ε that correspond to the branch of the unstable
manifold under consideration. In the first approximation these solutions may be
written in the form
ξ # ξ #
ξ4
Q 1 (ξ ) = ξ −
2 2
− 2μ ξ 1 − ξ 2 /2 dξ − 2 AB ξ 1 − 1 − ξ 2 /2 dξ,
2
0 0
$ % #
β
Q 1 (ξ ) ≥ 0, P1 (ξ ) = − ξ 2 + AB 1 − 1 − ξ 2 /2 ,
2
Q 2 (ξ )2 =
√ √
2 & 2 $ & %
2 ξ4 4 2
ξ − − 2μ ξ 1 − ξ /2 dξ − μ + 2 AB
2 ξ 1 + 1 − ξ /2 dξ − AB,
2
2 3 3
ξ ξ
$ % $ & %
B
Q 2 (ξ ) ≤ 0, P2 (ξ ) = − ξ 2 + AB 1 + 1 − ξ 2 /2 .
2
It follows from these formulae that if inequality (1.56) holds, then for some T > τ
relations (1.48)–(1.49) will also hold and at the same time
ζ + (T ) = P2 (0) = 2 AB,
# &
√
η+ (T ) = Q 2 (0) = − 8(AB − μ)/3 = − 8ε(3σ − 2b − 1)/(3 σ ).
Thus, all the conditions of Theorem 1.3 hold for the path s → (b(s), σ (s), r (s))
with b(s) ≡ b, σ (s) = σ, r (0) = r1 , r (1) = r2 , where r1 is sufficiently large and r2
is sufficiently close to 1. We may therefore formulate the following result.
Corollary 1.1 For any positive numbers b and σ satisfying the inequality (1.55) a
number r ∈ (1, +∞) exists, such that system (1.36) with these parameters b, σ and
r has a solution (ξ + , η+ , ζ + ) corresponding to a homoclinic orbit.
Remark 1.8 Corollary 1.1 was first obtained in [21, 22] and discussed later in [5,
13, 23].
Now fix σ = 10 and r = 28, and consider the parameter b ∈ (0, +∞). It is well-
known ([5]) that for
3σ − 1
b>
2
condition (1.50) is fulfilled. To analyse system (1.36) for small b, we reduce it to the
form
ε(2σ − b) 2
ξ̇ = η, η̇ = −μη − uξ + ξ − ξ 3 , u̇ = −Au + √ ξ , (1.57)
σ
where u = ζ + Bξ 2 /2. Since the semi-orbit {(ξ + (t), η+ (t), ζ + (t))|t ∈ (−∞, t0 ]}
depends continuously on the parameter b, it follows that, when b is small, the system
(1.57) may be replaced by the system
ε(σ + 1) √
ξ̇ = η, η̇ = − √ η − uξ + ξ − ξ 3 , u̇ = 2ε σ ξ 2 . (1.58)
σ
Numerical integration of the solution (ξ + , η+ , ζ + ) of system (1.58) for σ = 10,

r = 28 shows that conditions (1.48)–(1.49) are satisfied. Hence, the above arguments,
using Theorem 1.3, yield the following.
Corollary 1.2 Let σ = 10 and r = 28. Then there exists a positive number b0
such that system (1.36) with parameters b = b0 , σ = 10 and r = 28 has a solu-
tion (ξ + , η+ , ζ + ) corresponding to a homoclinic orbit.
1.4 The Generalized Lorenz System
1.4.1 Definition of the System
To obtain examples for the illustration of the results proved above, we consider a
differential equation in R3 with four parameters ([10, 31]). Since this system includes
as a special case the well-known Lorenz system, it is called by us “generalized Lorenz
system”. Many systems which appear in physics can be reduced in a certain sense to
this system.
In this chapter the basic properties of the system are considered. This concerns
the existence of equilibrium states, conditions for global stability, dissipativity, and
estimates of the dissipativity region. At the end of the section we prove a theorem
on the convergence behaviour of the generalized Lorenz system.
Thus, consider the generalized Lorenz system
ẋ = −σ x + σ y − ayz, ẏ = r x − y − x z, ż = −bz + x y, (1.59)
where σ , b, r are positive parameters, a is a real parameter. In the case a = 0 this

system coincides with the Lorenz system, which, as it was noted in Sect. 1.3, for
certain values of parameters has a strange attractor . System (1.59) in the form given
above, or in a form very close to it, was studied by numerical methods in many
physical papers. In these papers it was shown numerically that (1.59) may posses
a strange attractor also for a = 0. Besides interest connected with the existence of
strange attractors, the Lorenz system also attracts the attention of scientists because
it has appeared as a model of convection in the atmosphere, and was used for the
description of other physical processes. The utility of reducing systems describing
different phenomena to the Lorenz system is conditioned by the fact that in previous
years the Lorenz model was studied intensively both by numerical and analytical
methods. Consequently, many results obtained can be applied to the original systems.
Similar to system (1.12), it encloses a large family of concrete systems. Several of
them will be considered below.
Let us pass to the investigation of the simplest properties of the generalized Lorenz
system. We shall define its equilibrium states in depending on the parameters and
shall show that in the case of unique equilibrium state the system (1.59) is globally
stable. In addition to this we shall prove the dissipativity of the system and find some
estimates for its dissipativity region.
1.4.2 Equilibrium States
In Subsect. 1.4.1 we have investigated the equilibrium states of system (1.59) for
a = 0. The following theorem ([26]) describes the equilibrium states of the system
for a = 0.
Theorem 1.4 Suppose that a = 0.

(1) If σ + a > 0, r < 1 or √
(2) σ + a < 0, r < σ/a + 2 −σ/a, then system (1.59) has the unique equilib-
rium state (0, 0, 0).
(3) If r > 1, then system (1.59) has exactly the three equilibrium states (0, 0, 0)
and (±x1 , ±y1 , z 1 ). √
(4) If σ + a < 0, σ/a + 2 −σ/a < r < 1, then (1.59) has exactly the five equi-
librium states (0, 0, 0), (±x1 , ±y1 , z 1 ) and (±x2 , ±y2 , z 2 ).
Here
√
σ b ζk # σ ζk
xk = , yk = ζk , z k = (k = 1, 2)
σ b + aζk σ b + aζk
and the numbers ζ1 and ζ2 are given by
σb #
ζ1,2 = a(r − 2) − σ ± (ar − σ )2 + 4aσ .
2a 2
Proof The number of equilibrium states of system (1.59) is defined by the number
of positive roots of the quadratic equation
σb σ 2 b2
ζ2 − a(r − 2) − σ ζ − (r − 1) = 0. (1.60)
a2 a2
If positive roots are missing, then there is only one equilibrium state; if there exists
exactly one positive root, then there are three equilibrium states; if both roots are
positive and different, then there are five equilibrium states. The above-mentioned
numbers ζ1 and ζ2 are the roots of the equation (1.60). Let us write them in the form
&
σb 2
ζ1,2 = a(r − 2) − σ ± a(r − 2) − σ + 4a 2 (r − 1) . (1.61)
2a 2
From (1.61) the validity of the theorem follows directly under condition (3).
Denote by Δ the expression under the square root in equality (1.61). Then we get

Δ = a 2 (r − σ/a)2 + 4σ/a .
√
√ a > 0 or a < 0 and r > σ/a + 2 −σ/a then
It is easy to see that in the case when
Δ > 0; if a < 0 and r < σ/a + −σ/a then we have Δ < 0.
From the last relation the validity of the theorem follows under condition (2).
Let condition (1) be satisfied. If a > 0, then a(r − 2) − σ < 0 and ζ1 ≤ 0. If
1.4 The Generalized Lorenz System 35
√ √
a < 0, then 1 ≤ − −σ/a. Therefore if r < 2 + σ/a, then r < σ/a + 2 −σ/a
and, consequently, Δ < 0, and if r > 2 + σ/a, then a(r − 2) − σ < 0 and ζ1 < 0.
Thus, the theorem holds if condition (1) is satisfied.
Let condition (4) be true. Then Δ > 0, a(r − 2) − σ = a(r − 1) − (a + σ ) > 0,
and the assertion of the theorem follows from (1.61).
1.4.3 Global Asymptotic Stability
It is easy to check that for r < 1 and any a the unique equilibrium state (0, 0, 0) in
(1.59) is asymptotically Lyapunov stable.
The following theorem on the global asymptotic stability of the equilibrium
state (0, 0, 0) generalizes the result of Example 1.10 in the case of arbitrary a ([3,
30, 39]).
Theorem 1.5 The equilibrium state (0, 0, 0) of system (1.59) is global asymptoti-
cally stable if one of two conditions is satisfied:
(1) σ + a > 0 and r < 1; √
(2) σ + a < 0 and r < σ/a + 2 −σ/a.
Proof Suppose that condition (1) is satisfied and we put
1 2
V1 (x, y, z) := [x + σ y 2 + (σ + a)z 2 ].
2
Then
V̇1 (x, y, z) = −b(σ + a)z 2 − σ x 2 + σ (r + 1)x y − σ y 2 < 0
for all (x, y, z) = (0, 0, 0), because the quadratic form x 2 − (r + 1)x y + y 2 is pos-
itive definite for r < 1.
Suppose that condition (2) is satisfied. In this case the following inequality
r 2 − 2 σa r + σa 2 + 4 σa < 0 holds. Consequently, one can find a small ε such that the
2
inequality
σ σ2 σ
r 2 + 2 r + 2 − 4 < 0, (1.62)
ã ã ã
is true, where ã = −a + ε. Let us put
1 2
V2 (x, y, z) := (x + ã y 2 + εz 2 ).
2
Then
V̇2 (x, y, z) = −εbz 2 − σ x 2 + (σ + ãr )x y − ã y 2 < 0
for all (x, y, z) = 0, since the quadratic form σ x 2 − (σ + ãr )x y + ã y 2 is positive

definite in virtue of inequality (1.62).
Now the statement of the present theorem follows from Theorem 1.1.
Remark 1.9 From Theorem 1.5 it follows in particular that chaotic behaviour of
system (1.59), as in the case of the Lorenz system, is possible only if the system has
several equilibrium states.
1.4.4 Dissipativity
Let us show that system (1.59) is B-dissipative and let us obtain some estimates of
the dissipativity region.
Take arbitrary numbers κ, κ1 and a number ς , such that
κ < min(1, b, σ ), κ1 + a > 0, ς− ≤ ς ≤ ς+ ,
where #
ς± := σ + κ1r ± 2 κ1 (σ − κ)(1 − κ),
and put for arbitrary (x, y, z) ∈ R3
1 2 1 1
W (x, y, z) := x + κ1 y 2 + (κ1 + a)z 2 − ς z .
2 2 2
Lemma 1.4 Let u = (x, y, z) be an arbitrary solution of system (1.59). Then

lim sup W x(t), y(t), z(t) ≤ R, (1.63)
t→+∞
where
ς 2 (b − 2κ)2
R := .
8κ(κ1 + a)(b − κ)
Proof We have
Ẇ (x, y, z) + 2κ W (x, y, z) = − (σ − κ)x 2 − κ1 (1 − κ)y 2 − (κ1 + a)(b − κ)z 2

+ (σ + κ1r − ς )x y + ς (b − 2κ)z
≤ −(γ κ1 + a)(b − κ)z + ς (b − 2κ)z ≤ 2κ R, ∀t ≥ 0.
2
Therefore along an arbitrary solution u = (x, y, z) of (1.59) we have
d
(W (x(t), y(t), z(t)) − R) + 2κ(W (x(t), y(t), z(t)) − R) ≤ 0, ∀t ≥ 0.
dt
From this, after multiplication with e2κt , we get for all t ≥ 0

1.4 The Generalized Lorenz System 37
d
(W (x(t), y(t), z(t)) − R)e2κt ≤ 0.
dt
Integrating the last inequality from 0 to t, we obtain

W x(t), y(t), z(t) − R ≤ W x(0), y(0), z(0) − R e−2κt , ∀t ≥ 0 .
whence it follows that (1.63) holds.
Thus, all orbits of system (1.59) enter the ellipsoid
E := (x, y, z) ∈ R3 | x 2 + κ1 y 2 + (κ1 + a)z 2 − 2ς z ≤ 2 R
and remain in it.

Let us obtain two other estimates for the dissipativity region of the generalized
Lorenz system ([26]).
Lemma 1.5 Let u = (x, y, z) be an arbitrary solution of system (1.59). Then

lim sup y(t)2 + (z(t) − r )2 ≤ l 2 r 2 ,
t→+∞
where the number l is defined by (1.20).
Proof Let us put for arbitrary y, z ∈ R
1 2
W (y, z) := [y + (z − r )2 ].
2
Then for any κ ∈ (0, κ0 ), where κ0 = min (1, b), we have
b
Ẇ (x, y, z) + 2κ W (x, y, z) = (κ − 1)y 2 + (κ − b)z 2 − 2r (κ − )z + κr 2
2
' (
r (κ − b/2) 2 r 2 (κ − b/2)2
≤ (κ − b) z − − + κr 2
κ −b κ −b
) *
(κ − b/2)2 2 b2 r 2
≤ κ− r = , ∀(x, y, z) ∈ R3 .
κ −b 4(b − κ)
From this it follows that along an arbitrary solution u = (x, y, z) of (1.59)
b2 r 2
lim sup W (y(t), z(t)) ≤ .
t→+∞ 8(b − κ)κ
Minimizing by κ the right-hand side of the last inequality, we obtain the claimed
estimate.

It follows from Lemma 1.5 that system (1.59) has a dissipativity region D satis-
fying the inclusion
D ⊂ R × D1 ,
where D1 = {(y, z) ∈ R2 | y 2 + (z − r )2 < l 2 r 2 }.

Lemma 1.6 Suppose that 2σ − b ≥ 0 and a(b − 2) ≥ 0. Let u = (x, y, z) be an
arbitrary solution of system (1.59). Then the estimate

lim inf 2(σ − ar )z(t) − x(t)2 + ay(t)2 ≥ 0 (1.64)
t→+∞
is valid.
Proof If we introduce in R3 the function
1 a
W (x, y, z) = (σ − ar )z − x 2 + y 2 ,
2 2
then the derivative of W with respect to (1.59) is given by
2σ 1 2 2 a 2
Ẇ (x, y, z) = −b (σ − ar )z − x + y ≥ −bW.
b 2 b2
Using this we obtain inequality (1.64).
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with Discontinuous Nonlinearities. World Scientific, Singapore (2004)
Chapter 2
Singular Values, Exterior Calculus
and Logarithmic Norms
Abstract Global stability and dimension properties of nonlinear differential equa-

tions essentially depend on the contraction properties of k-parallelopipeds or k-
ellipsoids under the flow of the associated variational equations. The goal of this
second chapter is to develop some elements of multilinear algebra for the investiga-
tion of linear differential equations. This includes the discussion of singular value
inequalities for linear operators in finite-dimensional spaces, the Fischer-Courant
theorem as an extremal principle for eigenvalues of Hermitian matrices, exterior
powers of operators and spaces, the logarithmic norm calculation and the use of
the Kalman-Yakubovich frequency theorem for the effective estimation of time-
dependent singular values of the solution operator to linear differential equations.
The Kalman-Yakubovich frequency theorem is also used to get sufficient conditions
for convergence in dynamical systems.
2.1 Singular Values and Covering of Ellipsoids
2.1.1 Introduction
Dimension theory for linear differential equations is mainly connected with dimen-
sions of linear spaces V over a field K ∈ {R, C}. If V has a basis with a finite number
of vectors, then V is called finite-dimensional. Any basis of a finite-dimensional li-
near space V has the same number of vectors. This number is said to be the geometric
dimension of V and denoted by dim V. If there is no finite basis for V we say that the
space is infinite dimensional and write dim V = ∞. The geometric dimension of the
linear space consisting only of the null vector is 0. A linear space V has dim V = 0
if and only if V consists only of the null vector.
Suppose that (V, (·, ·)) is a real or complex Euclidean space given by the n-
dimensional linear space V over K and the scalar product (·, ·). Using the standard
norm |z| := (z, z)1/2 , z ∈ V, we can, in addition to the linear structure, consider the
topology generated by this norm. It will be shown in Chap.3 that other dimensions
https://doi.org/10.1007/978-3-030-50987-3_2
42 2 Singular Values, Exterior Calculus and Logarithmic Norms
of V such as the topological dimension, Hausdorff dimension or Fractal dimension

(for bounded subsets) coincide with the geometrical dimension of V.
Let us briefly consider one of the main topics of this book restricted to linear
differential equations with constant coefficients in the plane. Assume the differential
equation in R2
ẋ = −x , ẏ = −y . (2.1)
The solution of (2.1) starting for t = 0 at (x0 , y0 ) has the form ϕ t ((x0 , y0 )) :=
(e−t x0 , e−t y0 ) , t ∈ R. It follows that for each (x0 , y0 ) ∈ R2 we have limt→+∞ ϕ t
((x0 , y0 )) = (0, 0) and, according to Definition 1.1, Chap. 1, AR2 ,min := {(0, 0)} is
the minimal global B-attractor of (2.1), i.e. AR2 ,min is a minimal closed and invariant
set (satisfying ϕ t ((0, 0)) ≡ (0, 0), t ∈ R) which attracts all bounded sets in R2 . To see
this last property it is sufficient to consider arbitrary parallelopipeds P := [a, b] ×
[c, d] ⊂ R2 with numbers a < b, c < d. Since ϕ t (P) = [e−t a, e−t b] × [e−t c, e−t d]
we have limt→+∞ ϕ t (P) = (0, 0). Furthermore the flow ϕ (·) (·) of (2.1) shrinks
arbitrary 2-dimensional and 1-dimensional volumes vol2 and vol1 , respectively, of
parallelopipeds. This follows from the fact that
vol2 ϕ t (P) = e−2t (b − a) (d − c) → 0 as t → +∞,

vol1 (ϕ t (P) ∩ (R × {0})) = e−t (b − a) → 0 as t → +∞ and
vol1 (ϕ t (P) ∩ ({0} × R)) = e−t (d − c) → 0 as t → +∞ .
These properties imply, as it will be shown, that for any considered dimension
dim AR2 ,min = 0.
Since in the example AR2 ,min = {(0, 0)} is known, this last property is evident.
Consider now a second linear equation in the plane given by
ẋ = 0 , ẏ = −y . (2.2)
The solution of (2.2) starting at t = 0 in (x0 , y0 ) ∈ R2 has the form ϕ t ((x0 , y0 )) :=

(x0 , e−t y0 ). It follows that limt→+∞ ϕ t ((x0 , y0 )) = (x0 , 0) for each (x0 , y0 ) ∈ R2 .
This implies that AR2 ,min := R × {0} is the minimal global B-attractor of (2.2), i.e.
AR2 ,min is a minimal closed and invariant set (satisfying ϕ t (R × {0}) = R × {0}, t ∈
R) which attracts all bounded sets. To see the last property we consider paral-
lelopipeds of the type P := [a, b] × [c, d]. Since ϕ t (P) = [a, b] × [e−t c, e−t d]
it follows that dist(ϕ t (P), AR2 ,min ) → 0 as t → +∞. Again 2-dimensional vol-
umes of parallelopipeds are shrinking since vol2 ϕ t (P) = e−t (b − a)(d − c) → 0
as t → +∞. But arbitrary 1-dimensional volumes are not shrinking. Consider for
example vol1 (ϕ t (P) ∩ R × {0}) = (b − a) 0 as t → +∞. It will be shown in the
following that this property is one of the reasons that dim AR2 ,min = 1 in this case.
2.1 Singular Values and Covering of Ellipsoids 43
2.1.2 Definition of Singular Values
In this subsection some important properties of matrices which are useful for dimen-
sion estimates are considered. If K = R or K = C we denote by Kn the n dimen-
sional vector space over K. As elements of the vector space we write u ∈ Kn as a
row, meanwhile in the matrix calculus u is written as column. Let Mm,n (K) and
Mn (K) denote the m × n resp. n × n matrices over K ∈ {R , C}. The transpose
of a matrix A ∈ Mm,n (K) is denoted by A T . The adjoint matrix A∗ is defined as
A∗ := (A)T where A denotes the matrix A consisting of conjugate complex ele-
ments. For A ∈ Mm,n (R) we use both notations A T and A∗ (which coincide in
this case) for the transpose of A. We define thescalar product in Kn = Cn by
n n
(u, υ) := i=1 ξi ηi and in Kn = Rn by (u, υ) := i=1 ξi ηi for all u = (ξ1 ,√. . . , ξn )
and υ = (η1 , . . . , ηn ) from K . The Euclidean norm for u ∈ Kn is |u| := (u, u).
n
If it is necessary to distinguish between the scalar product in Cn (Rn ) and a second

space Cm (Rm ), we write (·, ·)n for the scalar product in Cn (Rn ) and (·, ·)m for the
scalar product in Cm (Rm ), respectively.
Let us recall some well-known definitions related to matrices. A matrix A ∈
Mn (C) (A ∈ Mn (R)) is said to be Hermitian (symmetric) if A∗ = A (A T = A).
The Hermitian (symmetric) matrix A ∈ Mn (C) (A ∈ Mn (R)) is called positive semi-
definite if (Au, u) ≥ 0 for all u ∈ Cn (u ∈ Rn ) and positive definite if (Au, u) > 0
for all u ∈ Cn , u = 0 (u ∈ Rn , u = 0).
For a given positive semi-definite matrix A ∈ Mn (K) any positive semi-definite
matrix B ∈ Mn (K) satisfying the relation B 2 = A is called (positive semi-definite)
square root of the matrix A. √ 1
A positive semi-definite root of A is denoted by A or A 2 . It is well-known
that the square root of a positive semi-definite matrix exists and can be uniquely
determined.
A non-singular matrix A ∈ Mn (C) (A ∈ Mn (R)) is called unitary (orthogonal) if
A−1 = A∗ (A−1 = A T ).
From the last definition one immediately concludes that for a unitary (orthogonal)
matrix A ∈ Mn (C) (A ∈ Mn (R))
(Au, Aυ) = (u, υ), |Au| = |u|, ∀ u, υ ∈ Cn (Rn ).
Consequently the transformation given by a unitary (orthogonal) matrix trans-

forms an orthonormal basis of Cn (Rn ) onto itself.
Let us introduce the basic definition of singular values [24, 25, 38, 44, 52].
Definition 2.1 For a matrix A ∈ Mn (K) the singular values are the non-negative
square roots of the eigenvalues of either A∗ A or A A∗ .
The singular values of a matrix A ∈ Mn (K) are denoted by αi (A) (or shortly αi ) and
are arranged in a non-increasing order α1 (A) ≥ α2 (A) ≥ · · · ≥ αn (A).
Note that the number of positive singular values of A is equal to the rank of A.
Proposition 2.1 Suppose that A ∈ Mn (K) is non-singular and αi > 0, i = 1, 2,

. . . , n are its singular values. Then αi−1 , i = 1, 2, . . . , n are the singular values
of A−1 .
Proof It is sufficient to prove that the matrices (A−1 )∗ A−1 and (A∗ A)−1 = A−1
(A∗ )−1 have the same eigenvalues. But this follows immediately from the equation
∗
det((A−1 ) A−1 − λI ) = det A−1 ((A−1 )∗ A−1 − λI )A = det(A−1 (A∗ )−1 − λI ) ,
∀λ ∈ C .
Let us demonstrate some geometric properties of the singular values of a matrix

A ∈ Mn (R) viewing A as a linear map on Rn . Since (A∗ A)1/2 is self-adjoint and
non-negative there exists an orthonormal basis of Rn , e1 , . . . , en , which consists of
eigenvectors of (A∗ A)1/2 associated with the eigenvalues α1 ≥ α2 ≥ · · · ≥ αn ≥ 0,
(the singular values of A) such that (A∗ A)1/2 ei = αi ei , i = 1, 2, . . . , n. We observe
that (Aei , Ae j ) = (A∗ Aei , e j ) = αi2 (ei , e j ), so that the vectors Aei are orthogonal
and |Aei | = αi , Aei = 0, if and only if αi > 0. So we obtain an orthogonal decom-
position of Rn into the space Rn0 , the nullspace of A, and the space Rn1 , the space
spanned by the vectors Aei = 0, i.e. with αi > 0. Any u ∈ Rn can be written as
Ae
u = nj=1 ξ j e j with ξ j ∈ R. It follows that Au = nj=1 ξ j Ae j = α j >0 ξ j α j α j j ,
i.e. the image of the closed unit ball in Rn under the map u → Au is the set

Ae j η j 2
ηj ≤1 ,
αj >0
α j α >0 α j
j
an ellipsoid1 in Rn1 with semi-axes Ae j and the length of these semi-axes equal to
α j , α j > 0. So we have observed the following proposition [52].
Proposition 2.2 Let A ∈ Mn (R) be an arbitrary matrix with singular values α1 ≥

α2 ≥ · · · ≥ αn ≥ 0 and let Br (0) be an arbitrary closed ball in Rn of radius r > 0
and with the center in 0. Then the image of Br (0) under the map u → Au, u ∈ Rn ,
is an ellipsoid E in the subspace Rn1 whose semi-axes are the vectors Aei (ei the
eigenvectors of (A∗ A)1/2 associated with eigenvalues αi > 0); the length of the
semi-axes are the numbers α j r, α j > 0.
Further, we use the following notation. Let α1 (A) ≥ α2 (A) ≥ · · · ≥ αn (A) be the
singular values of A ∈ Mn (K). For any k ∈ {0, 1, 2, . . . , n} we put
1 Suppose (E, (·, ·)

E ) is an m-dimensional Euclidean space and {u i }i=1
is an orthonormal basis of E.
m
m m ξi 2
If a1 ≥ a2 ≥ · · · am > 0 are arbitrary positive numbers the set E := { i=1 ξi u i | i=1 ( ai ) ≤ 1}
is called (non-degenerated) ellipsoid in E with semi-axes u 1 , . . . , u m and length of semi-axes
a1 , . . . , am .
2.1 Singular Values and Covering of Ellipsoids 45

α1 (A)α2 (A) . . . αk (A) , for k > 0 ,
ωk (A) := (2.3)
1, for k = 0 .
Suppose d ∈ [0, n] is an arbitrary number. Clearly, it can be represented as

d = d0 + s, where d0 ∈ {0, 1, . . . , n − 1} and s ∈ (0, 1]. Now we put

ωd0 (A)1−s ωd0 +1 (A)s , for d ∈ (0, n] ,
ωd (A) := (2.4)
1, for d = 0 ,
and call ωd (A) the singular value function of A of order d.
2.1.3 Lemmas on Covering of Ellipsoids
For the proof of the limit theorem in Chap. 5 we need some lemmas on the covering
of ellipsoids by balls. The substantial role of ellipsoids and singular values of linear
maps for the estimates of the Hausdorff measure and dimension can be understood by
the following. The definition of the Hausdorff measure of a set (see Chap. 3) involves
its coverings by balls. Considering some differentiable transformation of this set, one
can replace the image of each ball entering into the covering by the image of the
differential of this map. But under a linear map a ball of radius r transforms into an
ellipsoid with semi-axes {r αi }, where αi are the singular values of the linear map
(see Proposition 2.2).
Let E be an ellipsoid in Rn , ak (E) be the lengths of its semi-axes, a1 (E) ≥ a2 (E) ≥
· · · ≥ an (E) ordered with respect to its size. For an arbitrary number d ∈ [0, n], which
we represent in the form d = d0 + s with d0 ∈ {0, 1, . . . , n − 1} and s ∈ (0, 1], let
us introduce the d-dimensional ellipsoid measure by

a1 (E) · · · ad0 (E)ad0 +1 (E)s , for d ∈ (0, n]
ωd (E) := (2.5)
1 , for d = 0 .
As before we denote by Br (u) a ball of radius r with center in u. The next three
lemmas have been obtained in [13, 26, 28, 52].
Lemma 2.1 Let E ⊂ Rn be an ellipsoid such that a1 (E) ≤ δ, ωd (E) ≤ κ and 0 <
κ ≤ δ d . Then for any η > 0 the set E + Bη (0) is contained in the ellipsoid E such
that
ωd (E ) ≤ (1 + cη)d κ,
where c := (δ d0 /κ)1/s .
Proof Denote ς := ad0 +1 (E). Without loss of generality we can assume that
ωd (E) = κ, ad0 +1 (E) = · · · = an (E) = ς.

Then κ ≤ δ d0 ς s and, consequently,
ς ≥ (κ/δ d0 )1/s . (2.6)
It is clear that Bς (0) ⊂ E. Therefore
η η η
E + Bη (0) = E + Bς (0) ⊂ E + E = 1 + E. (2.7)
ς ς ς
Put E := (1 + η/ς )E. We have
ωd (E ) = (1 + η/ς )d ωd (E) ≤ (1 + η/ς )d κ (2.8)
and the assertion of the lemma follows from (2.6)–(2.8).
Lemma 2.2 Let E ⊂ Rn be an ellipsoid with center in 0. Then for any η > 0 the
ellipsoid E := 1 + η/an (E) E contains the set E + Bη (0).
Proof Let δ := an (E). Since Bδ (0) ⊂ E, we have
E + Bη (0) = E + η/δ Bδ (0) ⊂ E + η/δ E = (1 + η/δ) E .
For an arbitrary bounded set A ⊂ Rn we shall denote by NA (r ) the minimal number

of balls of radius r necessary for covering of A.
Lemma 2.3 Let E ⊂ Rn be an ellipsoid and 0 < r ≤ an (E). Then

√
NE ( n r ) ≤ 2n ωn (E)/r n .
Proof The ellipsoid E can be inscribed into a parallelepiped with edges of length
2a1 (E), . . . , 2an (E) that adopts a covering by N cubes with edges of length 2r , where
n n
a j (E) a j (E)
N= + 1 ≤ 2n .
j=1
r j=1
r
To finish the proof, remark

√ that in Rn a cube with edge of length 2r can be inscribed
into a ball of radius n r .
2.2 Singular Value Inequalities 47
2.2 Singular Value Inequalities
2.2.1 The Fischer-Courant Theorem
In the following we need a classical theorem from linear algebra which is due to
Courant and Fischer. Let us formulate this theorem for completeness (see [18]).
Theorem 2.1 (Fischer-Courant) Suppose that A ∈ Mn (K) is Hermitian (K = C) or
symmetric (K = R), and λ1 ≥ λ2 ≥ · · · ≥ λn are its eigenvalues. Then we have
λ1 = max (Au, u)/|u|2 , (2.9)

u =0
λk = min max (Au, u)/|u|2 , k = 2, . . . , n . (2.10)

|υ j |=1 u =0,
(u,υ j )=0,
j=1,2,...,k−1
From the Fischer-Courant theorem we directly derive the following corollaries.

Corollary 2.1 Let A, B ∈ Mn (K) be two Hermitian (K = C) or symmetric
(K = R) matrices. Suppose that λ1 ≥ λ2 ≥ · · · ≥ λn and ν1 ≥ ν2 ≥ · · · ≥ νn are
the eigenvalues of A and A + B, respectively. Then, if B is positive semi-definite
(positive definite) we have for j = 1, 2, . . . , n the inequalities λ j ≤ ν j ( λ j < ν j
respectively).
Recall now that for an arbitrary A ∈ Mn,m (K) the operator norm |A| is defined
as
|A| := sup |Au| .
|u|=1,
u∈Km
Corollary 2.2 Let the matrix A ∈ Mn (K) be arbitrary with the singular values α1 ≥
α2 ≥ · · · ≥ αn . Then we have
|A| = α1 .
Proof From the Fischer-Courant theorem it follows that
α12 = sup (A∗ Au, u) = sup |Au|2 = |A|2 .

|u|=1 |u|=1

In the next corollary denote by Lk ⊂ Rn an arbitrary linear subspace of dimension
k ≤ n and by γ > 0 an arbitrary number.
Corollary 2.3 Suppose A ∈ Mn (R) and |Au| ≤ γ |u| , ∀ u ∈ Lk . Then we have
αn−k+1 ≤ γ . (2.11)
If the matrix A is non-singular and |Au| ≥ γ |u| , ∀ u ∈ Lk , then
αk ≥ γ . (2.12)
Proof Let us prove (2.11). Suppose that m ∈ {1, 2, . . . , n} is arbitrary and Pn−m+1 is
an arbitrary linear subspace of Rn of dimension n − m + 1. By the Fischer-Courant
theorem we have
αm2 ≤ max (A∗ Au, u)/|u|2 .
u∈Pn−m+1,
u =0
Putting k = n − m + 1 and taking Lk in the role of the subspace Pn−m+1 , we obtain

from above that
αn−k+1
2
≤ max |Au|2 /|u|2 ≤ γ 2 .
u∈Lk ,
u =0
The last inequality is equivalent to (2.11). Let us now prove (2.12). Since A is
non-singular, the subspace Pk := {Au | u ∈ Lk } of Rn has the dimension k. Let u ∈
Pk be arbitrary. Then A−1 u ∈ Lk and by assumption, |u| = |A A−1 u| ≥ γ |A−1 u|,
i.e. |A−1 u| ≤ γ −1 |u|. From Proposition 2.1 it follows that 1/αk is the (n − k +
1)th singular value of A−1 . Thus by (2.10) we have α1k ≤ γ −1 and the corollary is
proved.
2.2.2 The Binet–Cauchy Theorem
In this subsection we discuss the Binet-Cauchy formula [2, 6] for matrices, and
derive from this formula Horn’s inequality for the singular value function. Our rep-
resentation is based on the book [18].

Proposition 2.3 (Binet-Cauchy formula) Let A = ai j ∈ Mm,n (K) and B = bi j
∈ Mn,m (K) with m ≤ n be two arbitrary matrices and C := AB. Then we have
⎛ ⎞ ⎛ ⎞
a1r1 . . . a1rm b1r1 . . . b1rm
det C = det ⎝ . . . . . . . . . . . . ⎠ det ⎝ . . . . . . . . . . . . ⎠ .
1≤r1 <···<rm ≤n amr1 . . . amrm bmr1 . . . bmrm
The Binet–Cauchy formula allows us to express arbitrary minors of the prod-

uct of two rectangular matricesby minors of the two cofactors. Let two matrices
A = ai j ∈ Mn,l (K) and B = bi j ∈ Ml,m (K) be given, and define C = (ci j ) =
AB. Consider an arbitrary minor C[α | β] of C with α = (i 1 , . . . , i k ) and β =
( j1 , . . . , jk ), i.e. ⎛ ⎞
ci1 j1 . . . ci1 jk
C[α | β] := det ⎝. . . . . . . . . . . .⎠ .
cik j1 . . . cik jk
We assume here that 1 ≤ i 1 < i 2 < · · · < i k ≤ n, 1 ≤ j1 < j2 < · · · < jk ≤ m, and
k ≤ min{n, m, l}. The matrix composed of elements of this minor is the product of
the two rectangular matrices
⎛ ⎞ ⎛ ⎞
ai1 1 . . . ai1 l b1 j1 . . . b1 jk
⎝. . . . . . . . . . . .⎠ and ⎝. . . . . . . . . . . .⎠ .
aik 1 . . . aik l bl j1 . . . bl jk
Therefore, by the Binet–Cauchy formula we get for the minor C[α | β] the useful
representation
⎛ ⎞ ⎛ ⎞
ai1 r1 . . . ai1 rk br1 j1 . . . br1 jk
C[α | β] = det ⎝. . . . . . . . . . . .⎠ det ⎝ . . . . . . . . . . . . ⎠ . (2.13)
1≤r1 <···<rk ≤l aik r1 . . . aik rk brk j1 . . . brk jk
Let us now derive a further corollary from the Binet–Cauchy formula. Suppose
that υ1 , υ2 , . . . , υk are vectors from the space Kn , given in the canonical basis of Kn
by υ j = (υ j1 , υ j2 , . . . , υ jn ), j = 1, 2, . . . , k. Then it holds the generalized Lagrange
identity
⎛ ⎞ ⎛ ⎞
(υ1 , υ1 ) . . . (υ1 , υk ) υ1r1 . . . υkr1
det ⎝ . . . . . . . . . . . . . . . . . . ⎠ = det 2 ⎝. . . . . . . . . . . .⎠ . (2.14)
(υk , υ1 ) . . . (υk , υk ) 1≤r1 <···<rk ≤n υ1rk . . . υkrk
Note that the validity of (2.14) results from the Binet–Cauchy formula since in the
left-hand side of equation (2.14) there is the determinant of the matrix A∗ A, where
A is an n × k matrix whose columns are the vectors υ1 , υ2 , . . . , υk .
For k = 2 equality (2.14) gives the well-known Lagrange identity
2
υ1i υ2 j − υ1 j υ2i = |υ1 |2 |υ2 |2 − (υ1 , υ2 )2 .
1≤i< j≤n
The Binet–Cauchy formula can be used to prove the following lemma which
we need in the sequel for singular value estimations. Let k ∈ {1, 2, . . . , n} be a
natural number and consider in Kn the two arbitrary sets of vectors υ1 , υ2 , . . . , υk
and w1 , w2 , . . . , wk . Let us introduce for them a determinant of the form
⎛ ⎞
(υ1 , w1 ) (υ1 , w2 ) . . . (υ1 , wk )
⎜(υ2 , w1 ) (υ2 , w2 ) . . . (υ2 , wk )⎟
[(υi , w j )] := det ⎜ ⎟
⎝. . . . . . . . . . . . . . . . . . . . . . . . . . .⎠ .
(υk , w1 ) (υk , w2 ) . . . (υk , wk )
The following lemma is due to Horn [24].

Lemma 2.4 Let P ∈ Mn (K) be a positive semi-definite matrix, k ∈ {1, 2, . . . , n} be

a natural number and u 1 , u 2 , . . . , u k be an arbitrary set of vectors from Kn . Then
[(Pu i , u j )] ≤ ωk (P)2 [(u i , u j )] .
2.2.3 The Inequalities of Horn, Weyl and Fan
Let us consider for arbitrary n × n matrices A and B the singular value function
ωd (AB) which was introduced in Sect. 2.1.2. Our aim is to estimate this function by
ωd (A) and ωd (B).
The next proposition which gives this estimate and which also goes back to Horn
and Johnson [25] is a direct consequence of Lemma 2.4.
Proposition 2.4 (Horn’s inequality) Let A, B ∈ Mn (K) and d ∈ [0, n] be arbitrary.
Then we have
ωd (AB) ≤ ωd (A)ωd (B). (2.15)
The next proposition is a direct corollary of the previous one.

Proposition 2.5 Suppose that A, S ∈ Mn (K), S is non-singular and k ∈ {1, 2, . . . , n}
is arbitrary. Then we have

ωk S −1 AS ≤ |S|k |S −1 |k ωk (A), (2.16)
where | · | denotes the operator norm of a matrix.

Proof By Proposition 2.4 we have

ωk S −1 AS ≤ ωk (S)ωk (S −1 )ωk (A). (2.17)
Denote by s1 ≥ s2 ≥ · · · ≥ sn > 0 the singular values of the matrix S. Using

Proposition 2.1 and Corollary 2.2 from the Fischer-Courant theorem (Theorem 2.1)
we get
k
−1 s1 s2 sk s1
ωk (S)ωk (S ) = ··· ≤ = |S|k |S −1 |k . (2.18)
sn sn−1 sn−k+1 sn
Thus (2.16) follows from (2.17) and (2.18).

The inequality to be proved in the following proposition goes back to Weyl [53].
The proof is borrowed from [18].
Proposition 2.6 (Weyl’s inequality) Let λ1 , λ2 , . . . , λn be the eigenvalues of the
matrix A ∈ Mn (K), ordered as |λ1 | ≥ |λ2 | ≥ · · · ≥ |λn |, and let k ∈ {1, 2, . . . , n}
be arbitrary. Then
|λ1 ||λ2 | · · · |λk | ≤ ωk (A).
Proof Assume K = C. Let us consider the matrix A as operator in the space Cn and
let e1 , e2 , . . . , en be a basis of Cn in which A = (ai j ) has a triangular form. The latter
is possible on the basis of Schur’s lemma [18, 44].
For i, j ∈ {1, 2, . . . , k} we have
i

j

q
(Aei , Ae j ) = ari er , as j es = ari a s j (er , es ), where q = min{i, j}.
r =1 s=1 r,s=1
Therefore,
(Aei , Ae j ) = det AkT (ei , e j ) det Ak , (2.19)
where Ak is the k × k matrix, consisting of the first k rows and columns of the
matrix A, AkT is the transposed of the matrix Ak , and Ak is the matrix, consisting
of the complex conjugated elements of Ak . The matrix A is triangular, whose main
diagonal consists of eigenvalues. Without loss of generality it can be assumed that
they are ordered as λ1 , λ2 , . . . , λn . Consequently, det Ak = λ1 . . . λk and

(Aei , Ae j ) = |λ1 |2 . . . |λk |2 (ei , e j ) . (2.20)
On the other hand, by Horn’s lemma (Lemma 2.4) we have

(Aei , Ae j ) = (A∗ Aei , e j ) ≤ ωk2 (A) (ei , e j ) . (2.21)
The validity of Proposition 2.6 follows now from (2.20) and (2.21).
The next proposition was shown in [14] (see also [37, 39]).
Proposition 2.7 (Fan’s inequality) If α1 , α2 , . . . , αn is the complete system of eigen-

values of the matrix A ∈ Mn (K) ordered so that
Re α1 ≥ Re α2 ≥ · · · ≥ Re αn ,
λ1 ≥ λ2 ≥ · · · ≥ λn is the complete system of eigenvalues of the matrix (A∗ + A)/2,

and k ∈ {1, 2, . . . , n} is arbitrary, then
Re (α1 + α2 + · · · + αk ) ≤ λ1 + λ2 + · · · + λk .
Proof Let us assume that ε > 0 is arbitrary and s1 ≥ s2 ≥ · · · ≥ sn are the singular
values of the matrix I + ε A. By the Weyl inequality (Proposition 2.6) we have for
any k ∈ {1, 2, . . . , n}
|1 + ε α1 |2 |1 + ε α2 |2 . . . |1 + ε αk |2 ≤ s12 s22 . . . sk2 . (2.22)

Here the numbers s12 , s22 , . . . , sn2 are the eigenvalues of the matrix
(I + ε A∗ )(I + ε A) = I + ε(A∗ + A) + ε2 A∗ A.
For small ε this gives for any j = 1, 2, . . . , n
s 2j = 1 + 2 ελ j + O(ε2 ). (2.23)
It follows then by (2.22) and (2.23) that
1 + 2 εRe (α1 + α2 + · · · + αk ) + O(ε2 ) ≤ 1 + 2 ε(λ1 + λ2 + · · · + λk ) + O(ε2 ).
The last inequality completes the proof of Proposition 2.7.
2.3 Compound Matrices
2.3.1 Multiplicative Compound Matrices

Let n ∈ N and k ∈ {1, . . . , n} be arbitrary numbers. For any i ∈ {1, . . . , nk } let
(i) := (i 1 , i 2 , . . . , i k ) be the ith k-tupel of natural numbers 1 ≤ i 1 < i 2 < · · · <
i k ≤ n with respect to the lexicographic ordering, i.e. (i) = (i 1 , . . . , i k ) < ( j) =
( j1 , . . . , jk ) if and only if there exists a t ∈ {1, . . . , k}, such that i t < jt and i s = js
for all s ∈ {1, . . . , t − 1}. Denote by Q k,n the lexicographically ordered set of such
k-tupels.
Example 2.1 Suppose that n = 3 and k = 2. Then we can write
Q 2,3 = {(1), (2), (3)} with (1) = (1, 2), (2) = (1, 3) and (3) = (2, 3).
Suppose that A = (ai j ) ∈ Mn,m (K) and k ∈ {1, . . . , min(n, m)}. For any
(i) ∈ Q k,n and ( j) ∈ Q k,m let A[(i), ( j)] denote the k × k submatrix of A the (s, t)th
element (s, t ∈ {1, . . . , k}) of which is ais jt . Now we can give the following definition
[8, 16, 18, 37, 44].
Definition 2.2 Let A ∈ Mn,m (K) and k ∈ {1, . . ., min(n,
m)} be arbitrary. The kth
multiplicative compound matrix of A is the nk × mk matrix A(k) the (i, j)th element
of which is det A[(i), ( j)] with (i) ∈ Q k,n and ( j) ∈ Q k,m .
Example 2.2 Assume that n = 2, m = 3 and k = 2. Then Q 2,2 = {(1, 2)}, Q2,3 =
{(1, 2), (1, 3), (2, 3)}. If A = (ai j ) is a given 2 × 3 matrix then A(2) is the 1 × 23 =
1 × 3 matrix given by A(2) = [det A[(1, 2)|(1, 2)], det A[(1, 2)|(1, 3)], det A[(1, 2)
|(2, 3)]] .
Using now the language of compound matrices we can state the following second
version of the Binet-Cauchy theorem. We omit a direct proof. The result can be
immediately deduced from Proposition 7.10, Chap. 7.
2.3 Compound Matrices 53
Proposition 2.8 Let A ∈ Mm,n (K), B ∈ Mn, p (K) and the number k ∈ {1, . . . ,
min(m, n, p)} be arbitrary. Then we have
(AB)(k) = A(k) B (k) .
In the next proposition [19, 29, 37, 39, 44] we shall give an overview over the most
important properties of multiplicative compound matrices.
Proposition 2.9 Let A ∈ Mn (K) and k ∈ {1, . . . , n} be arbitrary. Then it holds:
(a) A(1) = A; A(n) = det A;
(b) In(k) = I(nk) ; (λA)(k) = λk A(k) ∀ λ ∈ K;
(c) If A is non-singular then A(k) is non-singular and (A(k) )−1 = (A−1 )(k) ;
(d) (A T )(k) = (A(k) )T ; (A∗ )(k) = (A(k) )∗ ;
(e) If A is unitary or symmetric, then also A(k) ;
(f)If A is a lower (upper) triangular matrix, then A(k) is also a lower (upper)
triangular matrix ;
(g) The complete system of eigenvalues of A(k) consists of all possible nk products
of the form λi1 · λi2 · · · λik with 1 ≤ i 1 < i 2 < · · · < i k ≤ n where λ1 , . . . , λn is
the complete system of eigenvalues of A (Kronecker’s theorem);
(k) (n−1
) (k)
i , . . . , ik
(h) det A = (det A) k−1 , tr A = A 1 .
1≤i 1 <i 2 <···<i k ≤n i1 , . . . , ik
Proof We restrict ourselves to the proof of (c), (e), (g) and (f).
(c) From A A−1 = In it follows with Proposition 2.8 and the part (b) of this propo-
sition that
(A A−1 )(k) = A(k) (A−1 )(k) = I(nk) .
(e) With A A∗ = In , by Proposition 2.8 and (d) we conclude that
(A A∗ )(k) = A(k) (A∗ )(k) = A(k) (A(k) )∗ = I(nk) .
(g) From Schur’s lemma it follows that there exists an upper triangular matrix
T ∈ Mn (C) and a unitary matrix U ∈ Mn (C) such that A = U T U ∗ and the
main diagonal elements of T are the eigenvalues λ1 , . . . , λn of A. Hence from
Proposition 2.8 and (d) it follows that A(k) = (U T U ∗ )(k) = U (k) T (k) (U ∗ )(k) =
U (k) T (k) (U (k) )∗ .
From (f) we see, that T (k) is upper triangular and the main diagonal elements are
the numbers λi1 · λi2 · · · λik with arbitrary indices 1 ≤ i 1 < i 2 < · · · < i k ≤ n.
Since U (k) is unitary (see (e)), the eigenvalues of A(k) are the diagonal elements
of T (k) .
(h) From (g) it follows that det A(k) = 1≤i1 <···<ik ≤n λi1 · λi2 · · · λik =
n
λi (k−1) = (det A)(k−1) , since n−1 gives the number of combinations to
n−1 n−1
i=1 k−1
the (k − 1)th class of n − 1 elements without repeating.
The second claim of (h) follows immediately from the definition.
From Proposition 2.9 we can deduce the following corollaries.

Corollary 2.4 If A ∈ Mn (K) is positive definite (positive semi-definite) then A(k) is
also positive definite (positive semi-definite).
Corollary 2.5 Suppose A ∈ Mn (K) is a positive semi-definite matrix and λ1 (A) ≥

· · · ≥ λn (A) ≥ 0 are the ordered eigenvalues of A. If k ∈ {1, . . . , n} is arbitrary and
λ1 (A(k) ) ≥ · · · ≥ λ(nk) (A(k) ) denotes the ordered eigenvalues of A(k) then
λ1 (A(k) ) = λ1 (A) · λ2 (A) · · · λk (A)
and
λ(nk) (A(k) ) = λn−k+1 (A) · · · λn (A).
exterior product u 1 ∧ u 2 ∧ · · · ∧ u k of the vectors u 1 , . . . , u k ∈

Definition 2.3 The
Kn (k ≤ n) is the nk -vector A(k) where the n × k matrix A has as columns the vectors
u1, . . . , uk .
Let us consider the most important properties of exterior products [15, 16, 29,
37, 44].
Proposition 2.10 (a) The exterior product is multilinear, i.e. linear in any argument
if the remaining arguments are fixed;
(b) span{u 1 ∧ u 2 ∧ · · · ∧ u k , u i ∈ Kn } = K(k ) ;
n
(c) The vectors u 1 , u 2 , . . . , u k ∈ Kn are linearly independent if and only if u 1 ∧

u 2 ∧ · · · ∧ u k = 0;
(d) If π is an arbitrary permutation of {1, 2, . . . , k} then
u π(1) ∧ · · · ∧ u π(k) = (sign π )u 1 ∧ · · · ∧ u k ;
(e) For arbitrary A ∈ Mn (K), k ∈ {1, . . . , n} and u 1 , . . . , u k ∈ Kn we have
A(k) (u 1 ∧ · · · ∧ u k ) = Au 1 ∧ · · · ∧ Au k ;
(f) For arbitrary vectors u 1 , . . . , u k and υ1 , . . . , υk from Kn (k ≤ n) we have
(u 1 ∧ · · · ∧ u k , υ1 ∧ · · · ∧ υk )K(nk) = det[(u s , υt )Kn |ks,t=1 ] .
Proof We shall restrict ourselves to the proof of (e) and (f).

(e) Let u 1 , . . . , u k ∈ Kn be arbitrary column vectors. By definition of the exterior
product and by Proposition 2.8 we have
A(k) (u 1 ∧ · · · ∧ u k ) = A(k) [u 1 , . . . , u k ](k) = (A[u 1 , . . . , u k ])(k)

= [Au 1 , . . . , Au k ](k) = Au 1 ∧ · · · ∧ Au k .
(f) Denote by C and D the n × k matrices whose columns consist of u 1 , . . . , u k and

υ1 , . . . , υk , respectively. By definition of the exterior product, the scalar product
in K(k ) , and by Proposition 2.8 we conclude that
n
(u 1 ∧ · · · ∧ u k ,υ1 ∧ · · · ∧ υk )K(nk)

= det C [γ |1, . . . , k] · det D[γ |1, . . . , k]
γ ∈Q k,n

= det C T [1, . . . , k|γ ] · det D T [1, . . . , k|γ ]
γ ∈Q k,n
= det (C T D) = det[(u s , υt )Kn |ks,t=1 ] .
Corollary 2.6 If A ∈ Mn (K) and u 1 , . . . , u k , υ1 , . . . , υk ∈ Kn are arbitrary, then

(A(k) (u 1 ∧ · · · ∧ u k ), υ1 ∧ · · · ∧ υk )K(nk) = det (Au i , υ j )Kn |i,k j=1 .
Corollary 2.7 For arbitrary vectors u 1 , . . . , u k ∈ Kn and a positive semi-

definite matrix A ∈ Mn (K) with the complete system of real eigenvalues
λ1 (A) ≥ λ2 (A) ≥ · · · ≥ λn (A) we have
k
|u 1 ∧ · · · ∧ u k |2K(nk) λn−i+1 (A) ≤ (A(k) (u 1 ∧ · · · ∧ u k ), u 1 ∧ · · · ∧ u k )K(nk)
i=1
k
≤ |u 1 ∧ · · · ∧ u k |2K(nk) λi (A) .
i=1
Remark 2.1 (a) For arbitrary u 1 , . . . , u n ∈ Kn and A ∈ Mn (K) by Propositions

2.9(a) and 2.10(e) it follows that
Au 1 ∧ · · · ∧ Au n = A(n) (u 1 ∧ · · · ∧ u n ) = det A(u 1 ∧ · · · ∧ u n ).
This means that det A is the distortion factor of the exterior product of u 1 , . . . , u k
w.r.t. A.
(b) For arbitrary u 1 , . . . , u k ∈ Kn (k ≤ n) we have by Proposition 2.10(f)

|u 1 ∧ · · · ∧ u k |K(nk) = det[(u s , u t )|ks,t=1 ] = Gr{u 1 , . . . , u k } , (2.24)
where Gr{u 1 , . . . , u k } denotes Gram’s determinant of the vectors u 1 , . . . , u k .

2.3.2 Additive Compound Matrices
We define the additive compound matrix in the following way [37, 39, 46]:
Definition 2.4 Let A ∈ Mn (K) and k ∈ {1, . . . , n} be arbitrary. Then we call
d
A[k] := (I + h A)(k) |h=0
dh
the kth additive compound matrix of A.
We shall present some of the most important properties of additive compound

matrices in the next proposition [37, 39, 44].
Proposition 2.11 Let A, B ∈ Mn (K) and k ∈ {1, . . . , n} be arbitrary. Then we

have:
(a) A[k] (u 1 ∧ · · · ∧ u k ) = Au 1 ∧ · · · ∧ u k + u 1
∧ Au 2 ∧ · · · ∧ u k + · · · + u 1 ∧ · · · ∧ Au k , ∀ u 1 , . . . , u k ∈ Kn ;
(b) (β A + β B)[k] = β A[k] + β B [k] , ∀ β, β ∈ K ;
(c) The complete system of eigenvalues of A[k] consists of all possible nk sums of
the form λi1 + · · · + λik , where λ1 , . . . , λn is the complete system of eigenvalues
of the matrix A and 1 ≤ i 1 < · · · < i k ≤ n ;
(d) A[1] = A ; A[n] = tr A .
Proof (a) By definition, from Proposition 2.9 and the product rule for exterior pro-
ducts it follows that for arbitrary u 1 , . . . , u k ∈ Kn
d
A[k] (u 1 ∧ · · · ∧ u k ) = (I + h A)(k) (u 1 ∧ · · · ∧ u k )|h=0
dh
d
= [(I + h A)u 1 ∧ · · · ∧ (I + h A)u k ] |h=0
dh
= Au 1 ∧ · · · ∧ u k + u 1 ∧ Au 2 ∧ · · · ∧ u k + · · · + u 1 ∧ · · · ∧ Au k .
(b) From Proposition 2.9 we have for arbitrary h ∈ R, β, β ∈ K ,
(I + h β A)(k) (I + h β B)(k) = ((I + h β A)(I + h β B))(k)

= (I + h(β A + β B) + h 2 ββ AB)(k) ,
which proves the second assertion.

(c) As a conclusion of Schur’s lemma [44] there exists an upper triangular matrix
T ∈ Mn (C) with elements λi on the main diagonal and a unitary matrix U ∈ Mn (C),
so that A = U T U ∗ . Hence by definition and by Propositions 2.8 and 2.9 one gets
for arbitrary h ∈ R
(In + h A)(k) = (In + h U TU ∗ )(k)

= (U (In + h T )U ∗ )(k) = U (k) (In + h T )(k) (U (k) )∗ .
Obviously In + h T is an upper triangular matrix with main diagonal elements of

the form 1 + h λi (i = 1, . . . , n). Hence by Proposition 2.9(f, g) it follows, that
(In + h T )(k) is also an upper triangular matrix with main diagonal elements of
the form kj=1 (1 + hλi j ), where 1 ≤ i 1 < · · · < i k ≤ n are arbitrary elements from
Q k,n . Since U is unitary, then by Proposition 2.9(e) the matrix U (k) has the same
property and the eigenvalues of A[k] are the eigenvalues of dh d
(In + h T )(k) |h=0 , i.e.
[k]
the complete system of eigenvalues of A consists of all possible values
k
d
(1 + hλi j )|h=0 = λi1 + · · · + λik
dh j=1
with 1 ≤ i 1 < i 2 < · · · < i k ≤ n.

(d) The first property follows immediately from definition, the second follows
from the relation
d d
A[n] = (I + h A)(n)
|h=0 = det (I + h A)|h =0 = tr A .
dh dh

Let us express explicitly the elements of A[k] through the elements of A. We give the
result in form of a proposition [16, 37, 46].
Proposition 2.12 Suppose A = (ai j ) ∈ Mn (K) and k ∈ {1, . . . , n} are arbitrary.

Then the nk × nk matrix A[k] = (ai[k]
j ) can be computed as follows:
⎧ k
⎪
⎪
⎪ ais is , if (i) = ( j) ∈ Q k,n ,
⎪
⎪
⎨s=1
ai[k] = (−1)r +s air js , if exactly one entry ir in (i) does not occur in
j
⎪
⎪
⎪
⎪ (j) and js does not occur in (i),
⎪
⎩
0, if (i) differs from (j) in two or more entries.
Proof Consider for simplicity k = 2. By definition the element of (I + h A)(2) which

belongs to the ith row and the jth column with (i) = (i 1 , i 2 ) and ( j) = ( j1 , j2 ) is
(δi1 j1 + hai1 j1 )(δi2 j2 + hai2 j2 ) − (δi2 j1 + hai2 j1 )(δi1 j2 + hai1 j2 ) ,
where δkl is the Kronecker symbol. It follows immediately that

⎧
⎪
⎪ai1 i1 + ai2 i2 , if (i) = ( j) ,
⎪
⎨(−1)r +s a , if exactly one ir does not occur in
ai[2]
ir js
=
j
⎪
⎪ ( j) and js does not occur in (i),
⎪
⎩
0, if none of numbers from (i) occurs in ( j).
Example 2.3 Suppose n = 3 and

⎛ ⎞
a11 a12 a13
A = ⎝a21 a22 a23 ⎠ is a given matrix.
a31 a32 a33
Let us consider the cases k = 1, 2, 3.

For k = 1 we have Q 1,3 = {1, 2 , 3} and
!
aii , if i = j ,
ai[1]
j =
(−1)1+1 ai j , if i = j .
It follows that A[1] = A .

For k = 2 we have Q 2,3 = {(1), (2), (3)} with (1) = (1, 2), (2) = (1, 3) and
(3) = (2, 3). Using the above formula we get
⎛ ⎞
a11 + a22 a23 −a13
A[2] = ⎝ a32 a11 + a33 a12 ⎠ .
−a31 a21 a22 + a33
3
For k = 3 we have Q 3,3 = {(1, 2, 3)} and A[3] = i=1 aii = tr A .
2.3.3 Applications to Stability Theory
Let us demonstrate how to use the properties of compound matrices for the investiga-
tion of linear differential equations. Suppose that A(·) is a continuous n × n matrix
valued function and consider the equation
dυ
= A(t)υ . (2.25)
dt
Proposition 2.13 Let Φ(·) be the fundamental matrix of (2.25) and let the number
k ∈ {1, . . . , n} be arbitrary. Then it holds:
(a) Φ(·)(k) is the fundamental matrix of the system
dw
= A(t)[k] w ; (2.26)
dt
(b) If υ1 (·), υ2 (·), . . . , υk (·) are arbitrary solutions of system (2.25) then
w(·) = υ1 (·) ∧ υ2 (·) ∧ · · · ∧ υk (·) is a solution of (2.26).
Proof (a) Since Φ(·) is the fundamental matrix of (2.25) we have for small h and
arbitrary fixed t ∈ R

Φ(t + h) = I + h A(t) Φ(t) + o (h) .
Thus, by Proposition 2.8
Φ(t + h)(k) = (I + h A(t))(k) Φ(t)(k) + o (h) .
From this representation it follows that Φ(·)(k) is a solution of (2.26). It is clear that
for any t the matrix Φ(t)(k) is non-singular. Thus the statement (a) is proved.
Let us prove (b). For this we put U (t) := (υ1 (t), υ2 (t), . . . , υk (t)). Let us take
a constant n × k matrix C such that U (t) = Φ(t)C where Φ(·) is the fundamental
matrix of (2.25). By Proposition 2.8 we have U (t)(k) = Φ(t)(k) C (k) , i.e. by (a) the
function U (t)(k) = υ1 (t) ∧ · · · ∧ υk (t) is a solution of system (2.26).
Let us show now that the set of all solutions of (2.25) that converge to zero for
t → +∞ can be characterized by the geometric dimension of a solution subspace or
by the asymptotic stability of a compound equation (2.26). In Chap. 5 linear equations
(2.25) arise as variational equations with respect to solutions of nonlinear differen-
tial equations. It will be shown there that, under certain conditions, the geometric
dimension properties of the variational equations are connected with Hausdorff and
fractal dimension bounds of invariant sets of the nonlinear equation.
Let us recall some standard stability properties for the trivial solution υ(t) ≡ 0 of
(2.25). We consider this solution for t ≥ t0 .
Definition 2.5 We say that the trivial solution of (2.25) is:
(a) Lyapunov stable, if for every ε > 0 and every t1 ≥ t0 there exists δ > 0 such
that any solution υ(·) of (2.25) with |υ(t1 )| < δ exists on [t1 , ∞) and satisfies |υ(t)| <
ε for all t ≥ t1 ;
(b) asymptotically Lyapunov stable, if it is Lyapunov stable, and if for each t1 ≥ t0
there exists an η > 0 such that for any solution υ(·) of (2.25) with |υ(t1 )| < η we
have limt→+∞ |υ(t)| = 0 ;
(c) globally asymptotically Lyapunov stable, if it is Lyapunov stable, and if for each
t1 ≥ t0 and each solution υ(·) of (2.25) on [t1 , +∞) we have limt→+∞ |υ(t)| = 0 ;
(d) uniformly Lyapunov stable, if for every ε > 0 there exists δ > 0 such that for
any t1 ≥ t0 each solution υ(·) of (2.25) with |υ(t1 )| < δ exists on [t1 , ∞) and satisfies
|υ(t)| < ε for all t ≥ t1 .
(e) exponentially asymptotically stable, if there exists a λ > 0 and, given any
ε > 0, there exists a δ = δ(ε) > 0 such that for any t1 ≥ t0 each solution υ(·) of
(2.25) with |υ(t1 )| < δ exists on [t1 , ∞) and satisfies |υ(t)| ≤ εe−λ(t−t1 ) for all t ≥ t1 .
It is easy to see that the trivial solution of (2.25) is asymptotically Lyapunov stable
if and only if it is globally asymptotically Lyapunov stable. Note that the stability
property of any solution of the linear system, (2.25) is equivalent to the stability of
the trivial solution. Thus one may associate that property to the Eq. (2.25).
Now we come to a proposition from [46] for the dimension-like characterization
of the set of solutions of (2.25) which converge to zero.
Proposition 2.14 Suppose that (2.25) is uniformly Lyapunov stable. Then (2.25) has
an (n − k + 1)-dimensional subspace with k ∈ {1, . . . , n} of solutions υ(·) satisfying
limt→+∞ υ(t) = 0 if and only if the kth compound equation (2.26) is asymptotically
Lyapunov stable.
Proof (a) Suppose (2.25) has an (n − k + 1)-dimensional subspace of solutions υ(·)

satisfying limt→+∞ υ(t) = 0. We can assume that there are (n − k + 1)-linearly
independent solutions υ1 , . . . , υn−k+1 having the property that limt→+∞ υi (t) =
0, i = 1, . . . , n − k + 1. Let us complete this system to a basis {υ1 , . . . , υn } of
the n-dimensional solution space of (2.25). It is clear from Proposition 2.10 that
the solution space of the kth compound equation (2.26) is nk -dimensional and has a
basis consisting of all exterior k-products υi1 ∧ · · · ∧ υik with 1 ≤ i 1 < · · · < i k ≤ n.
It follows that any solution of (2.26) can be written as linear combination of such
k-products. But in any k-products υi1 ∧ · · · ∧ υik is at least one solution from the set
{υ1 , . . . , υn−k+1 } which converges to zero as t → +∞. Using the uniform Lyapunov
stability of (2.25) it follows now that (2.26) is Lyapunov stable and that all solutions
υi are bounded on [t0 , ∞). Thus the k-products υi1 (t) ∧ · · · ∧ υik (t) converge to zero
as t → +∞.
(b) Let us assume now that (2.26) is globally asymptotically Lyapunov stable. We
have to show that (2.25) has an (n − k + 1)-dimensional subspace of solutions υ(·)
which satisfy limt→+∞ υ(t) = 0.
Suppose that υ1 , . . . , υn are n linearly independent solutions of (2.25) on [t0 , ∞)
and that there are m ≥ k of them, say υ1 , . . . , υm , having the property that υi (t) 0
for t → +∞, i = 1, . . . , m. Consider any k-product of solutions υi1 ∧ · · · ∧ υik ,
1 ≤ i 1 < · · · < i k ≤ m. Since this is a solution of (2.26) we have υi1 (t) ∧ · · · ∧
υik (t) → 0 as t → +∞. But this implies that υi1 (t0 ) ∧ · · · ∧ υik (t0 ) = 0, a contra-
diction to the fact that the vectors υi1 (t0 ), . . . , υik (t0 ) are linearly independent. The
contradiction shows that m < k and that there are at least n − k + 1 solutions of the
basis set {υ1 , . . . , υn } which converge to zero as t → +∞.
2.4 Logarithmic Matrix Norms
2.4.1 Lozinskii’s Theorem
For estimating the growth of solutions of differential equations, the well-known

Wåzewski inequality can be used. But a more flexible result gives an estimate of
Lozinskii, which is based on the use of logarithmic matrix norms [17, 20]. In this
2.4 Logarithmic Matrix Norms 61
subsection we shall give a short introduction to such norms which is based on [9,
10, 41]. Let · be some vector norm in Rn . Any such vector norm induces for
A ∈ Mn (R) an operator matrix norm which is given by the equality
A := max Aξ .

ξ =1,
ξ ∈Rn
Further, some such matrix norms will be used under the assumption that they are
induced by means of the corresponding vector norms. The operator matrix norm of
A induced by the Euclidean vector norm | · | is denoted by |A|.
Definition 2.6 The logarithmic norm or Lozinskii norm of a square matrix A ∈

Mn (R) is the number Λ(A) given by
" "
" I + h A" − 1
Λ(A) := lim .
h→0+ h
The number Λ(·) depends on the choice of the matrix norm. Note that the log-
arithmic norm does not possess all the properties of a usual norm. The following
example shows that it may be negative.
Example 2.4Suppose that the matrix norm of A = (ai j ) ∈ M2 (R) is given by

A = maxi j |ai j |. Consider the matrix

−5 1
A= .
2 −3
Then Λ(A) = −1.
Table 2.1 shows the matrix norm and other notions.
Proposition 2.15 Definition 2.6 is correct, i.e. for any A ∈ Mn (R) the number Λ(A)
exists.
Table 2.1 Frequently used notions and their symbols

Symbol Notion Sections
A(k) kth multiplicative compound
matrix 2.3.1
u 1 ∧ · · · ∧u k Exterior product of vectors
2.3.1
A[k] kth additive compound matrix
2.3.2
Λ(A) Logarithmic norm or Lozinskii
norm 2.4.1
Proof Consider for h > 0 the function f (h) := I +hhA−1 . Let us show that f (h)
is decreasing for h → 0+ and bounded from below. Suppose k ∈ (0, 1) is arbi-
trary. Then we have by the triangle inequality kh f (kh) = I + kh A − 1 = k(I +
h A) + (1 − k)I − 1 ≤ kI + h A + 1 − k − 1 = kh (I +hhA−1) = kh f (h).
It follows that f (kh) ≤ f (h) ∀ k ∈ (0, 1), i.e. f (θ ) is decreasing if θ is decreas-
ing. The boundedness from below follows immediately from the inequality

1 − hA − 1
f (h) ≥ = −A ,
h
which is satisfied for small h > 0.
The logarithmic matrix norm has several basic properties, which follow directly
from its definition:
Proposition 2.16 Suppose that A and B are real n × n matrices, · is the con-
sidered matrix norm and β ∈ R+ is a number. Then it holds:
(1) Λ(A + B) ≤ Λ(A) + Λ(B) ;
(2) Λ(β A) = βΛ(A) ;
(3) Λ(A) ≤ A .
Proof In order to prove the assertion (1) we can write for any h > 0
1
I + h(A + B) − 1 = (I + 2 h A + I + 2 h B − 2)
2
1 1
≤ (I + 2 h A − 1) + (I + 2 h B − 1) .
2 2
From this it follows that
I + h(A + B) − 1 I + 2 h A − 1
lim ≤ lim
h→0+ h h→0+ 2h
I + 2 h B − 1
+ lim = Λ(A) + Λ(B) .
h→0+ 2h
Let us show (2). If β = 0 then Λ(0) = 0 = 0 · Λ (0). Suppose β > 0. We have by

definition
I + βh A − 1 I + βh A − 1
Λ(β A) = lim = β lim = βΛ(A).
h→0+ h βh→0+ βh
The last assertion follows from the inequality
1 + hA − 1
Λ(A) ≤ lim = A .
h→0+ h
We now consider the system
dυ
= A(t)υ, (2.27)
dt
where A(·) is a continuous n × n matrix function on R+ and supt≥0 |A(t)| < ∞. Let
υ(·) be an arbitrary non-trivial
solution of system (2.27) and λ1 (t) be the greatest
eigenvalue of the matrix A(t) + A(t)∗ /2. By the Fischer-Courant theorem (Theo-
rem 2.1) we have

d
|υ(t)| = A(t)υ, υ + υ, A(t)υ = A(t) + A(t)∗ υ, υ
2 ≤ 2λ1 |υ(t)|2 , ∀ t ≥ 0.
dt
It follows that # t
λ1 (τ ) dτ
|υ(t)| ≤ |υ(0)|e 0 , ∀ t ≥ 0.
This estimate is called the Wåzewski inequality.

Denote by Φ(t) the Cauchy matrix of system (2.27), i.e. the fundamental matrix,
satisfying the initial condition Φ(0) = I . Then the following theorem holds [12, 56].
Theorem 2.2 (Lozinskii estimate) Suppose that · is an arbitrary operator norm

generated by the vector norm · and Λ is the corresponding logarithmic norm.
Then # t

" " Λ A(τ ) dτ
"Φ(t)" ≤ e 0 , ∀ t ≥ 0. (2.28)
Proof Assume that υ(t) = Φ(t)υ0 is an arbitrary solution of (2.27). Consider for
t ≥ 0 the function n(t) := υ(t) and denote by D + n(t) the right derivative of n(·)
at t. By definition we have
n(t + h) − n(t)
D + n(t) = lim+
h→0 h
υ(t) + h A(t)υ(t) − υ(t)
= lim+ . (2.29)
h→0 h
If we use the inequality
υ(t) + h A(t)υ(t) ≤ I + h A(t) υ(t)
in (2.29) we conclude that
D + n(t) ≤ Λ(A(t))n(t) . (2.30)

Since n(t) > 0 for t ≥ 0, we get from (2.30)
D + n(t)
≤ Λ(A(t)) , ∀ t ≥ 0 . (2.31)
n(t)
The integration of inequality (2.31) on [0, t] gives

$t
Λ(A(τ ))dτ
υ(t) = Φ(t)υ0 ≤ υ0 e 0 . (2.32)
Since υ0 = 0 is arbitrary (2.32) implies (2.28).
The Lozinskii estimate (2.28) can be used to derive sufficient conditions for the
stability of (2.27). This is shown in the next corollary [46] where t0 ≥ 0 is an arbitrary
number.
Corollary 2.8 The linear system (2.27)#is:

t
(a) Lyapunov stable, if lim supt→+∞ Λ(A(τ ))dτ < ∞ ;
t0 # t
(b) asymptotically Lyapunov stable, if limt→+∞ Λ(A(τ ))dτ = −∞ ;
# t t0
(c) uniformly Lyapunov stable, if Λ(A(τ ))dτ ≤ M, t0 ≤ s ≤ t < ∞ ,

s
M independent of s and t.
If we make use of logarithmic norms (Lozinskii’s estimate, in particular), then

the following proposition may be useful.
Proposition 2.17 Let the logarithmic norm Λ for n × n matrices be defined through
the Euclidean vector norm, let λ1 ≥ λ2 ≥ · · · ≥ λn be the eigenvalues of the matrix
(A + A∗ )/2 and let k ∈ {1, 2, . . . , n}. Then
Λ(A[k] ) = λ1 + λ2 + · · · + λk .
Proof Firstly, we prove that

Λ(A) = λ1 . (2.33)
For any h ∈ R a vector ξh , |ξh | = 1, can be found such that

I + h A2 = (I + h A)ξh , (I + h A)ξh = (I + h(A∗ + A))ξh , ξh + o(h).
Consequently,

I + h A − 1 =
h ∗ h
(A + A)ξh , ξh + o(h) ≤ sup (A∗ + A)ξ, ξ + o(h) = hλ1 + o(h).
2 2 |ξ |=1
Therefore, Λ(A) ≤ λ1 . Let us show

the opposite inequality. Choose a vector η,
|η| = 1, such that (A∗ + A)η, η = 2λ1 . Then in the same way as above we get

I + h A − 1 ≥ h (A∗ + A)η, η + o(h) = hλ1 + o(h).
2
It follows that Λ(A) ≥ λ1 and (2.33) is proved.
Since the square matrix A from (2.33) is arbitrary, we can replace it by A[k] . Then
Λ(A[k] ) = λ,
∗
where λ is the maximal eigenvalue of the matrix A[k] + A[k] /2. Since
∗ [k]
A[k] + A[k] = A + A∗
(see (2.25) and (2.26)), by Proposition 2.12 we get
λ = λ1 + λ2 + · · · + λk .
Remark 2.2 Often used vector norms for u = (u 1 , . . . , u n ) ∈ Rn , different from the
standard Euclidean norm, are

u1 = max |u i | and u2 = |u i |.
i=1,...,n
i
By using Definition 2.6 it is easy to check that for A = (ai j ) ∈ Mn (R)

Λ1 (A) = max aii + |ai j | , Λ2 (A) = max a j j + |ai j | .
i j
j =i i=j
Writing the elements of the matrix A[k] through the elements of the matrix A, we
obtain the value Λ(A[k] . In the case k = 2 which is of great interest (as it will be
seen further) we have

[2]

Λ1 (A ) = max ai1 i1 + ai2 i2 + |ai1 j | + |ai2 j | , (2.34)
(i)
j ∈(i)
/

Λ2 (A[2] ) = max a j1 j1 + a j2 j2 + |ai j1 | + |ai j2 | . (2.35)
( j)
i ∈(
/ j)
Remark 2.3 Generally speaking, the Lozinskii estimate (2.28) is non-invariant

with respect to a Lyapunov transformation % υ = Q(t)υ, where Q is a Lyapunov
matrix, i.e. a continuously differentiable square matrix, satisfying the conditions
| det Q(t)| ≥ const > 0, ∀ t ≥ 0, supt≥0 |Q(t)| < ∞, and maxt≥0 | Q̇(t)| < ∞. The
% is a
non-invariance takes place, for example, for the norms · 1 and · 2 . If Φ(t)
Cauchy matrix for the transformed system, then by Theorem 2.2 we have for τ ≥ 0
#
" " " "" " τ
% )" ≤ " Q(τ )−1 " " Q(0)" exp
"Φ(τ Λ( Q̇(t) Q(t)−1 + Q(t) A(t) Q(t)−1 ) dt.
0
Sometimes this inequality may give an estimate which is better than (2.28).
2.4.2 Generalization of the Liouville Equation
It is well-known that the Cauchy matrix Φ(t) of system (2.27) satisfies the Liouville
equation # t
det Φ(t) = exp tr A(τ ) dτ, ∀ t ∈ R+ . (2.36)
0
Now we find some inequalities for singular values of the Cauchy matrix, which
generalize formula (2.36). Let α1 (t) ≥ α2 (t) ≥ · · · ≥ αn (t) be the singular values of
the matrix Φ(t), Λ(·) be an arbitrary logarithmic norm and · be the vector norm
being used for the definition of the norm Λ. The next proposition goes back to [5].
Proposition 2.18 For k = 1, 2, . . . , n and t ≥ 0 the following inequalities are true:

# t
α1 (t)α2 (t) · · · αk (t) ≤ β1 (t; k) exp Λ(A(τ )[k] ) dτ, (2.37)
0
# t
αn (t)αn−1 (t) · · · αn−k+1 (t) ≥ β2 (t; k) exp − Λ(−[A(τ )∗ ][k] ) dτ . (2.38)
0
Here β1 (· ; k), β2 (· ; k) ∈ C(R+ ) are two functions, depending on k and the norm
· such that there exist positive constants ci1 , ci2 , satisfying the inequalities ci1 ≤
βi (t; k) ≤ ci2 . In addition, βi (0; k) = 1 and, if the norm · coincides with the
Euclidean norm, βi (t; k) ≡ 1(i = 1, 2; k = 1, 2, . . . , n).
To prove Proposition 2.18 we need the following lemma. Let us for the numbers
k = 1, 2, . . . , n consider the kth compound system of (2.27), i.e.
dw
= A(t)[k] w. (2.39)
dt
Lemma 2.5 Suppose that k = 1, 2, . . . , n, Ψ is the Cauchy matrix of (2.39) and

| · | is the operator matrix norm based on the Euclidean vector norm. Then

α1 (t)α2 (t) · · · αk (t) ≤ Ψ (t), ∀ t ≥ 0.
Proof Let us fix t ≥ 0. An orthogonal matrix T can be found such that for the Cauchy
matrix Φ(·) of (2.36)

T ∗ Φ(t)∗ Φ(t)T = diag α1 (t)2 , α2 (t)2 , . . . , αn (t)2 .
& the matrix, consisting of the first k columns of T . Then

Denote by T

&∗ Φ(t)∗ Y Φ(t)T
T & = diag α1 (t)2 , α2 (t)2 , . . . , αk (t)2 .
& takes the form

The matrix Φ(t)T

& = υ1 (t), υ2 (t), . . . , υk (t) ,
Φ(t)T
where υi (t) are some solutions of system (2.27). Therefore,

⎛ ⎞
(υ1 , υ1 ) (υ2 , υ1 ) . . . (υk , υ1 )
⎜(υ1 , υ2 ) (υ2 , υ2 ) . . . (υk , υ2 ) ⎟
α1 (t)2 · · · αk (t)2 = det ⎜ ⎟
⎝. . . . . . . . . . . . . . . . . . . . . . . . . . . ⎠ .
(υ1 , υk ) (υ2 , υk ) . . . (υk , vk )

Let us introduce now the notation U (t) = υ1 (t), υ2 (t), . . . , υk (t) . By (2.24)
2
α1 (t)2 · · · αk (t)2 = |υ1 (t) ∧ · · · ∧ υk (t)|2 = U (k) (t) .
Taking
(k) into account that Φ(0) = I and T is an orthogonal matrix, we obtain
U (0) = 1. But by Proposition 2.13 υ1 (t) ∧ · · · ∧ υk (t) is a solution of system
(2.39). Hence
α1 (t) · · · αk (t) ≤ sup |w(t, w0 )|,
w0 ∈Rn ,
|w0 |=1
where w(t, w0 ) is the solution of (2.39) satisfying for t = 0 the initial condition
w(0, w0 ) = w0 .
Proof of Proposition 2.18. By Lemma 2.5 we have for t ≥ 0

α1 (t) · · · αk (t) ≤ Ψ (t),
where Ψ (t) is the Cauchy matrix of system (2.39). By Lozinskii’s estimate (2.28)
we get # t
" "
"Ψ (t)" ≤ exp Λ(A(τ )[k] ) dτ.
0
Estimate (2.37) follows now from the last two inequalities, if we put β1 (t; k) =
|Ψ (t)|/Ψ (t). Note that the existence of two constants, bounding β1 , is a conse-
quence of the equivalence of any two norms in the finite-dimensional space.
In order to prove the lower estimate (2.38), consider the Cauchy matrix W for the
following system which is the adjoint of (2.27):
dw
= −A(t)∗ w. (2.40)
dt
Since the identity Φ(t)∗ W (t) ≡ I holds, by Proposition 2.1 we see that αn (t)−1 ≥
· · · ≥ α1 (t)−1 are the singular values of the matrix W (t). Applying to W the upper
estimate, proved above, we obtain
#
1 t
≤ β(t; k) exp Λ (−A(τ )∗ )[k] dτ.
αn (t)αn−1 (t) · · · αn−k+1 (t) 0
From this inequality, putting β2 (t; k) = 1/β(t; k), we get (2.38).
Let λ1 (t) ≥ λ2 (t) ≥ · · · ≥ λn (t) be the complete system of eigenvalues of the
matrix A(t) + A(t)∗ /2.
Choosing in Proposition 2.18 the logarithmic norm, defined by the Euclidean
vector norm, and taking into account Proposition 2.17, we obtain the following
inequality from [51]:
Corollary 2.9 For k = 1, 2, . . . , n and t ≥ 0 the inequalities
# t
α1 (t)α2 (t) · · · αk (t) ≤ exp λ1 (τ ) + λ2 (τ ) + · · · + λk (τ ) dτ, (2.41)
0
# t
αn (t)αn−1 (t) · · · αn−k+1 (t) ≥ exp λn (τ ) + λn−1 (τ ) + · · · + λn−k+1 (τ ) dτ
0
(2.42)
are true.
For k = n Corollary 2.9 results in the Liouville equation (2.36).

The next corollary is based on the paper [51].
Corollary 2.10 Suppose that there exists a constant real symmetric positive-definite
n×n matrix Q and a real valued function Θ continuous on [0, t] such that
A(τ )∗ Q + Q A(τ ) + 2Θ(τ )Q ≥ 0 , ∀τ ∈ [0, t] . (2.43)
If 1 ≤ k ≤ n, then
α1 (τ )α2 (τ ) . . . αk (τ )
# τ
≤ λ1 (Q)k/2 λ1 (Q −1 )k/2 exp (n − k)Θ(s) + tr A(s) ds, ∀ τ ∈ [0, t] ,
0
(2.44)
where λ1 (Q) and λ1 (Q −1 ) denote the largest eigenvalues of Q and Q −1 , respectively.
Proof Let the symmetric matrix R be the positive-definite square root of the positive-
definite matrix Q. Then Q = R 2 , R = R ∗ and λ1 (R) = λ1 (Q)1/2 . When (2.43) is
multiplied on both sides by R −1 it reduces to
M(τ )∗ + M(t) + 2Θ(t)In ≥ 0 ,
where M(τ ) := R A(τ )R −1 , τ ∈ (0, t]. This shows that % λi (τ ) ≥ −Θ(τ ) for i =
λ1 (τ ) ≥ · · · ≥ %
1,2, . . . , n, where% λn (τ ) are the eigenvalues of the symmetric matrix
1
2
M(τ )∗ + M(τ ) . Hence for any τ ∈ [0, t]
%
λ1 (τ ) + %
λ2 (τ ) + · · · + %
λk (τ ) + (n − k)Θ(τ )
%
≤ λ1 (τ ) + · · · + %λn (τ ) = tr M(τ ).
If S(τ ) := R A(τ )R −1 , then S(0) = In and Ṡ(τ ) = M(τ )S by (2.43). Applying

(2.41) to the differential equation Ṡ = M(τ )S, we obtain
# τ

α1 (τ )%
% α2 (τ ) . . . %
αk (τ ) ≤ exp %
λ1 (s) + %
λ2 (s) + · · · + %
λk (s) ds
0
# τ

≤ exp (n − k)Θ(s) + tr M(s) ds ,
0
where % α1 (τ ), . . . , %
αn (τ ) denote the singular values of S(τ ) arranged so that %
α1 (τ ) ≥
α2 (τ ) ≥ · · · ≥ %
% αn (τ ) > 0. It follows from Proposition 2.5 that the singular values
αi (τ ) of the matrix S(τ ) are connected with the singular values αi (τ ) of the matrix
%
X (τ ) = R −1 S(τ )R by the relation αi (τ ) ≤ λ1 (R −1 )% αi (τ )λ1 (R). Consequently
# τ
α1 (τ )α2 (τ ) . . . αk (τ ) ≤ λ1 (R)k λ1 (R −1 )k exp (n − k)Θ(s) + tr M(s ] ds .
0
Since tr M(τ ) = tr A(τ ) and λ1 (R)k λ1 (R −1 )k = λ1 (Q)k/2 λ1 (Q −1 )k/2 , (2.44) is

proved.
2.4.3 Applications to Orbital Stability
In this subsection we consider only the continuous time case. Suppose that
({ϕ t }t∈R+ , Rn , | · |) is a semi-flow generated by the equation
u̇ = f (u) (2.45)
with the C 1 -vector field f : Rn → Rn . A solution of (2.45) starting in p for t = 0 is

denoted by u(·, p). Clearly, then ϕ (·) (·) ≡ u(·, ·).
We introduce some notations [7, 11, 43].
Definition 2.7
(1) A solution u(·, p) of (2.45) is called orbitally stable or Poincaré stable if for any
ε > 0 there exists δ > 0 such that for any q ∈ Bδ ( p) the inequality
dist(u(t, q), γ + ( p)) < ε , ∀ t ≥ 0
is satisfied.
(2) If in addition to (1) there exists an η > 0 such that for each q ∈ Bη ( p) the relation
dist(u(t, q), γ + ( p)) → 0 as t → +∞
holds, then the solution u(·, p) is said to be asymptotically orbitally stable or

asymptotically Poincaré stable.
(3) We say that the solution u(·, p) of (2.45) has an asymptotic phase if there exists
an η1 > 0 such that for any solution u(·, q) of (2.45) with
dist(q, γ + ( p)) < η1 a constant Δ can be found such that
|u(t + Δ, q) − u(t, p)| → 0 as t → +∞ . (2.46)
Proposition 2.19 If an orbitally stable solution u(·, p) of (2.45) has an asymptotic

phase, then it is asymptotically orbitally stable.
Proof For t ≥ |Δ| we have
dist (u(t, q), γ + ( p)) = inf |u(t, q) − u(t1 , p)|

t1 ≥0
≤ |u(t, q) − u(t − Δ, p)| . (2.47)
From (2.47) and (2.46) we obtain limt→+∞ dist (u(t, q), γ + ( p)) = 0 .
Suppose that Eq. (2.45) has a T -period solution u. Consider the variational equa-
tion along this solution
v̇ = D f (u(t))v . (2.48)
Let Φ(·) be the fundamental matrix of (2.48) with Φ(0) = I. Recall that Φ(T ) is
the monodromy matrix of (2.48) and the eigenvalues of Y (T ) are the multipliers of
the period solution u(·). Denote them by ρ1 , ρ2 , . . . , ρn assuming that |ρ1 | ≥ |ρ2 | ≥
· · · ≥ |ρn | .
A basic result for multipliers is the following
Proposition 2.20 At least one of the multipliers of the periodic solution u is equal
to one.
Proof The function ξ(t) := f (u(t)) is a solution of the variational equation (2.48).
It follows that ξ(t) = Φ(t)ξ(0). Furthermore we have ξ(0) = f (u(0)) = ξ(T ). But
this implies that ξ(0) = Φ(T )ξ(0).
For completeness let us state the following Andronov-Vitt theorem [1].
Theorem 2.3 Suppose that (2.45) has a T -periodic solution u with multipliers
ρ1 , ρ2 , . . . , ρn . If ρ1 = 1 and |ρ j | < 1, j = 2, 3, . . . , n, then u is asymptotically
orbitally stable and has an asymptotic phase.
Denote by λ1 (u) ≥ λ2 (u) ≥ · · · ≥ λn (u) the eigenvalues of the symmetrized

Jacobi matrix
1
D f (u) + D f (u)∗ .
2
Corollary 2.11 (Poincaré criterion) Suppose n = 2 and u is a T -periodic solution
of (2.45). If
# T

λ1 (u(t)) + λ2 (u(t)) dt < 0 , (2.49)
0
then u is asymptotically orbitally stable and has an asymptotic phase.
Proof By the Liouville equation (2.36), we have

# T
ρ1 ρ2 = det Y (T ) = exp [λ1 (u(t)) + λ2 (u(t))] dt < 1 . (2.50)
0
According to Proposition 2.20 one of the multipliers of u is equal to one. Hence,

from (2.50) it follows that the second multiplier has an absolute value less than
one.
Now we state and prove a higher-dimensional analogy of the Poincaré criterion

[5, 46].
Theorem 2.4 Suppose that u is a T -period solution of (2.45). Suppose also that
there exists a logarithmic norm Λ such that
# T
Λ(D f (u(t))[2] ) dt < 0 . (2.51)
0
Then the solution u is asymptotically orbitally stable and has an asymptotic phase.
Proof Let Y (·) be the fundamental matrix of the variational system (2.48), let
α1 (t) ≥ · · · ≥ αn (t) be the singular values of Y (t), and let |ρ1 (t)| ≥ · · · ≥ |ρn (t)| be
the absolute values of the eigenvalues of Y (t). Using Proposition 2.6, and Proposition
2.18, and also condition (2.51), we obtain
|ρ1 (mT )| |ρ2 (mT )| ≤ α1 (mT )α2 (mT ) < 1

for sufficiently large integer m > 0. Since Y (mT ) = Y (T )m , we have |ρi (mT )| =
|ρi (T )|m . Therefore, |ρ1 (T )| |ρ2 (T )| < 1 and, consequently, |ρi (T )| < 1, i = 2,
. . . , n. Now the result follows from Theorem 2.3.
If the logarithmic norm is defined in terms of the Euclidean norm, then we obtain
the following result [34, 46].
Corollary 2.12 Let u be a T -periodic solution to the system (2.45), and let the
following inequality hold:
# T
[λ1 (u(t)) + λ2 (u(t))] dt < 0 .
0
(Here λ1 (u) ≥ λ2 (u) ≥ · · · ≥ λn (u) denote the eigenvalues of 12 [D f (u) + D f (u)∗ ]).
Then the solution u is asymptotically orbitally stable and has an asymptotic phase.
We have noted above that in the case n = 2 inequality (2.49) is equivalent to the
Andronov-Vitt condition. In higher-dimensional case this is not true as is shown in
the next example.
Example 2.5 Let us consider Lanford’s system which was derived in [23] for the
simulation of turbulence in a fluid:
ẋ = (ν − 1)x − y + x y ,
ẏ = x + (ν − 1)y + yz , (2.52)
ż = νz − (x + y + z ) .
2 2 2
Here ν denotes a parameter. One directly checks that this equation has for
ν ∈ ( 21 , 1) the periodic solution u(t; ν) = (R(ν) cos t, R(ν) sin t, ν − 1) , where
√
R(ν) = −2ν 2 + 3ν − 1 . It was shown in [23] that the Andronov-Vitt condition
holds for all ν ∈ ( 21 , 23 ), and consequently for each value of ν from this interval the
solution u(·; ν) is asymptotically orbitally stable and has an asymptotic phase.
Let us try to use Corollary 2.11: The symmetrized Jacobi matrix of the right-hand
side of Lanford’s system (2.52) with respect to the solution u(·; ν) has the form
⎛ ⎞
2ν − 2 0 − 21 R cos t
⎝ 0 0 − 21 R sin t ⎠ .
− 21 R cos t − 21 R sin t 3ν − 2

Its eigenvalues are 0 and 21 (3ν − 2) ± 1
2
(3ν − 2)2 + R 2 . Therefore, we have

λ1 + λ2 = 3ν − 2 + 7ν 2 − 9ν + 3 .
As it is easy to see, the inequality λ1 + λ2 < 0 is not true for any value ν ∈ ( 21 , 1).
2.5 The Yakubovich-Kalman Frequency Theorem 73
2.5 The Yakubovich-Kalman Frequency Theorem
2.5.1 The Frequency Theorem for ODE’s
In the present subsection we shall discuss frequency-domain theorems for ODE’s

and some other related systems. Let us note that frequency-domain theorems can
be considered as generalizations of the well-known Lyapunov theorems for the sol-
vability of a matrix equation. For a proof see [55].
Theorem 2.5 (Lyapunov) Suppose A ∈ Mn (K) is Hurwitzian. Then for any matrix
G = G ∗ ∈ Mn (K) there exists a unique solution P = P ∗ ∈ Mn (K) of the matrix
equation A∗ P + P A = G.
If G is negative definite then P is positive definite.
Theorem 2.6 (Lyapunov) Suppose A ∈ Mn (C) is a given square matrix with eigen-
values λ1 , . . . , λn satisfying the inequalities λk + λ j = 0 for all k, j = 1, . . . , n.
Then for any G ∈ Mn (C) the equation
A∗ P + P A = G
has a unique solution P ∈ Mn (C).

From Theorem 2.6 immediately follows:
Corollary 2.13 Suppose A is as in Theorem 2.6. Then the inequality
2 Re (Au, Pu)n < 0, ∀ u ∈ Cn
has a solution P ∈ Mn (C).

Let us now consider pairs of matrices (A, B), where A is a (complex or real)
matrix of order n × n and B is a (complex or real) matrix of order n × m. Consider
also an arbitrary Hermitian form F(u, ξ ) of vectors u ∈ Cn and ξ ∈ Cm , i.e.
F(u, ξ ) = (F1 u, u)n + 2Re (F2 ξ, u)n + (F3 ξ, ξ )m . (2.53)
Here F1 , F3 are Hermitian matrices of order n × n, m × m respectively, F2 is a

matrix of order n × m. The scalar products (norms) in Kn and Km are denoted by
(·, ·)n (| · |n ) and (·, ·)m (| · |m ), respectively. In applications the matrices A and B,
and also the coefficients of the form F(u, ξ ) are usually real. This case is called in
the sequel the real one. The form F(u, ξ ) is given in this case for real vectors u ∈ Rn ,
ξ ∈ Rm . Then the form F(u, ξ ) defined by (2.53) is the extension of the real form to
a Hermitian one.
We now introduce the following definitions [27, 55].
Definition 2.8 The pair (A, B) of matrices A ∈ Mn (K) and B ∈ Mn,m (K) is called
controllable, if the rank of matrix (B, AB, A2 B, . . . , An−1 B) is equal to n.
Definition 2.9 A pair (A, B) of matrices A ∈ Mn (K) and B ∈ Mn,m (K) is called
stabilizable if there exists an n × m matrix E such that the matrix A + B E ∗ is
Hurwitzian, i.e. all its eigenvalues are located to the left of the imaginary axis.
The two following theorems are called frequency-domain theorems of Yakubovich-

Kalman [27, 48, 54].
Theorem 2.7 Let the pair (A, B) of matrices A ∈ Mn (K) and B ∈ Mn,m (K) be
controllable. For the existence of a Hermitian n × n matrix P, real in the real case,
such that for all u ∈ Cn , ξ ∈ Cm the inequality
2 Re (Au + Bξ, Pu)n − F(u, ξ ) ≤ 0,
is satisfied it is necessary and sufficient that
F[(iωI − A)−1 Bξ, ξ ] ≥ 0
for all ξ ∈ Cm and ω ∈ (−∞, ∞) with det(iωI − A) = 0.
stabilizable. For the existence of a Hermitian n × n matrix P, real in the real case,
and such that for all u ∈ Cn and ξ ∈ Cm with |u|n + |ξ |m = 0 the inequality
2 Re (Au + Bξ, Pu)n − F(u, ξ ) < 0
is satisfied, it is necessary and sufficient that there exists an ε > 0 such that
F(u, ξ ) ≥ ε(|u|2n + |ξ |2m )
for all u ∈ Cn , ξ ∈ Cm and for all ω ∈ (−∞, ∞) with det(iωI − A) = 0, which are
connected by the equality
Au + Bξ = iωu.
In the case that the matrix A does not have pure imaginary eigenvalues, for the
existence of a Hermitian matrix P real in the real case, it is necessary and sufficient
that the inequality
F[(iωI − A)−1 Bξ, ξ ] > 0
holds for all ξ ∈ Cm , ξ = 0, and all ω ∈ (−∞, ∞) and
lim F(iω − A)−1 Bξ, ξ ) > 0 , ∀ξ ∈ Cm .

ω→±∞
Theorems 2.7 and 2.8 give conditions for the existence of a Hermitian matrix
P. But sometimes we need information about the spectrum of this matrix. For this
purpose the two following lemmata seem to be useful.
Lemma 2.6 Let an n × n matrix A and a Hermitian n × n matrix P satisfy the

matrix inequality
A∗ P + P A < 0.
Then for the positive definiteness of the matrix P it is necessary and sufficient that
the matrix A is Hurwitzian.
In order to formulate the second lemma let us introduce the notion of observability.
Definition 2.10 The pair (A, C) with A ∈ Mn (K) and C ∈ Mn,m (K) is called
observable, if the rank of the matrix (C, A∗ C, (A∗ )2 C, . . . , (A∗ )n−1 C) is equal to n.
Lemma 2.7 Let the pair (A, C) of matrices A ∈ Mn (K) and C ∈ Mn,m (K) be
observable and the Hermitian n × n matrix P satisfy the inequality
2 Re (Au, Pu)n ≤ −|C ∗ u|2m , ∀ u ∈ Cn .
Then the given matrix A does not have eigenvalues on the imaginary axis, det P = 0,
and the number of negative eigenvalues of the matrix P is equal to the number of
eigenvalues of the matrix A located to the right of the imaginary axis. (Eigenvalues
are counted with respect to their multiplicity.)
The proof of Theorems 2.6 and 2.7 and also of Lemmata 2.6 and 2.7 can be found
in [55].
2.5.2 The Frequency Theorem for Discrete-Time Systems
The first result in this subsection concerns the solvability of a matrix equation which
is useful for the investigation of discrete-time systems. The proof of the following
theorem can be reduced to Theorem 2.5.
Theorem 2.9 (Lyapunov) Suppose A ∈ Mn (K) is a matrix having all eigenvalues
strongly inside the unit circle. Then for any matrix G = G ∗ ∈ Mn (K) there exists a
unique solution P = P ∗ ∈ Mn (K) of the matrix equation
A∗ P A − P = G .
If G is negative definite then P is positive definite.

Let us state in this subsection a variant of the frequency-domain theorems which
is useful for the investigation of discrete-time systems and which is also called the
Kalman–Szegö theorem [4, 55].
controllable and let F be a Hermitian form. For the existence of a Hermitian n × n
matrix P, satisfying the inequality
(P(Au + Bξ ), Au + Bξ )n − (Pu, u)n − F(u, ξ ) ≤ 0 (2.54)
for all u ∈ Cn and ξ ∈ Cm , it is necessary and sufficient that the inequality
F[(λI − A)−1 Bξ, ξ ] ≥ 0
is satisfied for all ξ ∈ Cm and λ ∈ C such that det(A − λI ) = 0.
Proof At first, we prove the sufficiency. Let us choose a number z ∈ C, |z| = 1,

such that det(A + z I ) = 0 and put
1
A0 := (A − z I )(A + z I )−1 , B0 := √ (I − A0 )B, (2.55)
2

−1 υ 1
u := z (I − A0 ) √ − Bξ . (2.56)
2 2
Inequality (2.54) in this notation takes the form
2 Re (A0 υ + B0 ξ, Pυ)n − F(u, ξ ) ≤ 0 , ∀ υ ∈ Cn , ∀ ξ ∈ Cm .
It is easy to check that the pair (A0 , B0 ) is controllable. According to Theorem 2.6,
the existence of the desirable matrix P is equivalent to the inequality F ≥ 0 for all
υ = (iωI − A0 )−1 B0 ξ , ∀ ξ ∈ Cm , ∀ ω ∈ R : det(ωI − A) = 0 .
It can easily be seen that the last equality is equivalent to the relation
u = (λI − A)−1 Bξ
for λ = z 1+iω
1−iω
, ω ∈ R. Thus, the sufficiency is proved.
The necessarity follows immediately from the identity
F(Bλ ξ, ξ ) ≡ 0 for |λ| = 1,
where F(u, ξ ) = 2 Re (A0 u + B0 ξ, Pu)n and Bλ = (λI − A)−1 B.
Using the following result one gets more information about the matrix P, deter-
mined by Theorem 2.10.
Lemma 2.8 Let P = P ∗ , A and C be matrices of order n × n, n × n and n × m,

respectively, and let the pair (A, C) be observable. Suppose that the inequality
(P Au, Au)n − (Pu, u)n ≤ −|C ∗ u|2m

is satisfied for all u ∈ Rn . Then A has no eigenvalues on the unit circle, det P = 0
and the number of negative (resp. positive) eigenvalues of P is equal to the number
of eigenvalues of A, which lie outside (resp. inside) the unit circle.
stabilizable and let F be a Hermitian form. For the existence of a Hermitian n × n
matrix P, satisfying the inequality
(P(Au + Bξ ), Au + Bξ )n −(Pu, u)n − F(u, ξ ) < 0 ,

∀ u ∈ Cn , ∀ ξ ∈ Cm :|u|n + |ξ |m = 0 , (2.57)
it is necessary and sufficient that the inequality
F((λI − A)−1 Bξ, ξ ) > 0 , ∀ ξ ∈ Cm , |ξ | = 0 , ∀ λ ∈ C : det(A − λI ) = 0

(2.58)
is satisfied.
Proof The proof is similar to that of Theorem 2.10.
2.6 Frequency-Domain Estimation of Singular Values
2.6.1 Linear Differential Equations
In this subsection we derive by frequency-domain techniques lower and upper esti-

mates for the singular values α1 (t) ≥ α2 (t) ≥ · · · ≥ αn (t) of the Cauchy matrix Φ(·)
to the linear differential equation
υ̇ = A(t)υ , (2.59)
where A(·) is a continuous real n × n matrix valued function on R+ . The main

references for this subsection are [31, 33, 35].
Let us start with two lemmas. Consider a constant symmetric n × n matrix M1
having at least k ∈ {1, 2, . . . , n} negative eigenvalues, the quadratic form V1 (υ) =
(υ, M1 υ)n (υ ∈ Rn ), and the set G1 = {υ ∈ Rn |V1 (υ) < 0}.
Lemma 2.9 If for a scalar continuous function Θ1 (·) on R+ and any point z ∈ G1
the inequality
(A(t)z, M1 z)n + Θ1 (t)(z, M1 z)n ≤ 0 , ∀ t ≥ 0 , (2.60)
is satisfied, then there exists a number c1 > 0 such that

# t
αk (t) ≥ c1 exp − Θ1 (τ )dτ , ∀t ≥ 0 . (2.61)
0
Proof Let υ0 ∈ G1 be arbitrary and υ(·) be the solution of (2.59) with initial condition
υ(0) = υ 0 . By (2.60) we have
# t
d
(V1 (υ(t)) exp 2 Θ1 (τ )dτ ) ≤ 0 , ∀ t ≥ 0 ,
dt 0
and, consequently,
# t
V1 (υ(t)) ≤ V1 (υ0 ) exp −2 Θ1 (τ )dτ , ∀t ≥ 0 .
0
From this and from the assumptions on the eigenvalues of the matrix M1 we conclude
that there exists a k-dimensional linear subspace Lk of Rn and numbers c1 such that
for any υ0 ∈ Lk and any t ≥ 0 the estimate
# t
|Φ(t)υ0 | = |υ(t)| ≥ c1 |υ0 | exp − Θ1 (τ )dτ
0
holds. To finish the proof it remains to refer to Corollary 2.3 of the Fischer-Courant
theorem.
Consider now a real constant symmetric n × n matrix M2 having at least k ∈

{1, 2, . . . , n} positive eigenvalues, the quadratic form V2 (υ) = (M2 υ, υ)n (υ ∈ Rn ),
and the set G2 = {υ ∈ Rn |V2 (υ) > 0}.
Lemma 2.10 Let for some scalar continuous function Θ2 (·) on R+ and for any point
w ∈ G2 the inequality
(M2 A(t)w, w)n + Θ2 (t)(M2 w, w)n ≤ 0 , ∀ t ≥ 0 (2.62)
hold. Then there exists a number c2 > 0 such that

# t
αn−k+1 (t) ≤ c2 exp − Θ2 (τ )dτ , ∀t ≥ 0 . (2.63)
0
Proof Passing from system (2.59) to the adjoint system
ẇ = A(t)∗ w , (2.64)
and taking into account that the singular values of the Cauchy matrix of system (2.64)
are the numbers αn (t)−1 ≥ αn−1 (t)−1 ≥ · · · ≥ α1 (t)−1 , on the basis of Lemma 2.9
we obtain the estimate
2.6 Frequency-Domain Estimation of Singular Values 79
# t
αn−k+1 (t)−1 ≥ c2−1 exp Θ2 (τ )dτ , ∀ t ≥ 0 ,
0
where c2 > 0 is a constant. From the last inequality the assertion (2.63) follows.
Consider now system (2.59) with the matrix A(t) = A + Bψ(t), i.e. the system
υ̇ = [A + Bψ(t)] υ . (2.65)
Here A and B are constant real matrices of order n × n and n × l, respectively, ψ(·) is
a continuous on R+ real l × n matrix-valued function. Consider for k = 1, 2, . . . , n
the Hermitian forms Fk (u, ξ ) (u ∈ Cn , ξ ∈ C l ). Suppose that for these forms there
exist constant real n × l matrices Ck and a number ε > 0 such that the inequalities
Fk (u, Ck∗ u) ≤ − ε|Ck∗ u|l2 , ∀ u ∈ Rn , k = 1, 2, . . . , n , (2.66)
hold. Suppose also that the inequalities
Fk (u, ψ(t)u) ≤ 0 , ∀ u ∈ Rn , ∀ t ≥ 0, k = 1, 2, . . . , n , (2.67)
are satisfied.
Theorem 2.12 Let the pair (A, B) be controllable, the pairs (A, Ck ) be observable
and let for some numbers β1 ≤ β2 ≤ · · · ≤ βn the following conditions be satisfied:
(1) The matrix A + BCk∗ + βk I has at least k eigenvalues with positive real part;
(2) For any k = 1, 2, . . . , n and all ω ∈ R the inequality

Fk [(iω − βk )I − A]−1 B ζ, ζ ) ≥ 0 , ∀ ζ ∈ Cl (2.68)
is true.
Then there exist numbers ck > 0 such that the singular values αk (t) of the Cauchy
matrix of system (2.65) satisfy
αk (t) ≥ ck e−βk t , ∀ t ≥ 0 . (2.69)
Proof From condition (2) of the theorem according to the Yakubovich-Kalman fre-
quency theorem (Theorem 2.7) it follows that for any k = 1, 2, . . . , n there exists a
constant symmetric n × n matrix Pk such

2 (A + βk I )u + Bξ, Pk u n − Fk (u, ξ ) ≤ 0 , ∀ u ∈ Rn , ∀ ξ ∈ Rl . (2.70)
Putting in (2.70) ξ = Ck u, by (2.66) we obtain the inequality

2 (A + βk I + BCk∗ )u, Pk u n ≤ − ε|Ck∗ u|l2 , ∀ u ∈ Rn . (2.71)
From condition (1) of the present theorem and Lemma 2.7 it follows that the matrix
Pk has at least k negative eigenvalues. From relations (2.67) and (2.70) it follows that
for the function Vk (υ) := (Pk υ, υ)n (υ ∈ Rn ) and for any solution υ(·) of system
(2.65) we have

V̇k (υ(t)) + βk Vk (υ(t)) = 2 (A + βk I )υ(t) + Bψ(t)υ(t), Pk υ(t) n (2.72)
− Fk (υ(t), ψ(t)υ(t)) + Fk (υ(t), ψ(t)υ(t)) ≤ 0 , ∀ t ≥ 0 .
From (2.72) by Lemma 2.10 the statement of Theorem 2.12 follows.
Using Lemma 2.10, by an analogous proof we obtain the following theorem.
Theorem 2.13 Let the pair (A, B) be controllable, the pairs (A, Fk ) be observable,
and let for some numbers β1 ≥ β2 ≥ · · · ≥ βn the following conditions hold:
(1) The matrix A + BCk∗ + βk I has at least k eigenvalues with negative real part;
(2) For any k = 1, 2, . . . , n and for all ω ∈ R the inequalities

F [(iω − βk )I − A]−1 Bζ, ζ ≥ 0 , ∀ ζ ∈ C l
are satisfied.
Then there exist numbers ck > 0, k = 1, 2, . . . , n, such that the singular values
of the Cauchy matrix of system (2.65) satisfy the inequalities
αn−k+1 (t) ≤ ck e−βk t , ∀ t ≥ 0 .
Consider now system (2.65) in the particular case l = 1, i.e.
υ̇ = [A + b ψ(t)c∗ ]υ , (2.73)
where b and c are constant n vectors and ψ(·) is again a continuous scalar-valued
function. Let us suppose that ψ satisfies with some constant κ > 0 the inequality
0 ≤ ψ(t) ≤ κ , ∀ t ∈ R+ , (2.74)
and consider the transfer function W given for all z ∈ C, det(z I − A) = 0, by
W (z) = c∗ (z I − A)−1 b . (2.75)
Theorem 2.14 Let in (2.73) the pair (A, b) be controllable, the pair (A, c) be
observable, and let for some numbers β1 ≤ β2 ≤ · · · ≤ βn the following conditions
hold:
(1) The matrix A + βk I has at least k eigenvalues with positive real part ;
(2) For any k = 1, 2, . . . , n and all ω ∈ R+ we have
κ −1 − Re W (iω − βk ) ≥ 0 .
Then there exist constants ck > 0, k = 1, 2, . . . , n, such that for the singular
values αk (t) of the Cauchy matrix to system (2.69) the inequalities
αk (t) ≥ ck e−βk t , ∀ t ≥ 0, k = 1, 2, . . . , n (2.76)
are satisfied.
Proof For the proof it is sufficient to use Theorem 2.12 with the quadratic forms
Fk (u, ξ ) = ξ ∗ (κ −1 − Ck∗ u) + (κ −1 ξ − Ck∗ u)ξ ,
where for any k = 1, 2, . . . , n we can put Ck = δc with δ > 0 sufficiently small.
2.6.2 Linear Difference Equations
Consider now the linear difference equation
υt+1 = A(t)υt , t = 0, 1, . . . , (2.77)
where A(t) is for any t = 0, 1, . . . a real n × n matrix. We define by
t
Φ(t) = A(s) , t = 0, 1, . . . (2.78)
s=0
the Cauchy matrix of Eq. (2.77). Let α1 (t) ≥ α2 (t) ≥ · · · ≥ αn (t) be its singular
values.
Our aim is to find frequency-domain conditions for lower and upper estimates of
these numbers. The results of this subsection have been obtained in [32, 33]. Suppose
that M1 is a constant real symmetric n × n matrix having at least k ∈ {1, 2, . . . , n}
negative eigenvalues. Let us define the quadratic form V1 (υ) = (M1 υ, υ)n (υ ∈ Rn )
and the set G1 = {υ ∈ Rn |V1 (υ) < 0}.
Lemma 2.11 Let for a certain positive number Θ1 and an arbitrary point w ∈ G1
the inequality
1
(M1 A(t)w, A(t)w)n ≤ (Mw, w)n , t = 0, 1 . . . ,
Θ12
hold. Then there exists a number c1 > 0 such that
αk (t) ≥ c1 Θ1t , t = 0, 1, . . . .
Proof The proof of this lemma is analogous to the proof of Lemma 2.9.
Let us consider a constant real symmetric n × n matrix M2 having at least

k ∈ {1, 2, . . . , n} positive eigenvalues.
Lemma 2.12 Suppose that det A(t) = 0 for all t = 0, 1, . . . , and there is a positive
number Θ2 such that for all w ∈ Rn the inequality
1
(M2 A(t)w, A(t)w)n ≤ (M2 w, w)n , t = 0, 1 . . . ,
Θ22
is satisfied. Then there exists a number c2 > 0 such that
αn−k+1 (t) ≤ c2 Θ2t , t = 0, 1, . . . .
Proof The proof of this lemma is analogous to the proof of Lemma 2.10.
Assume now that we have the Eq. (2.77) with
A(t) = A + Bψ(t)C ∗ , t = 0, 1, . . . . (2.79)
Here A, B and C are constant real matrices of order n × n, n × l, and n × r,

respectively, ψ(t) is for any t = 0, 1, . . . an l × r matrix.
Let us introduce for z ∈ C, det( p I − A) = 0 , the function
W (z) = C ∗ (z I − A)−1 B , (2.80)
and the Hermitian form Fk (w, ξ ) for (w, ξ ) ∈ C r × Cd . Suppose that
Fk (w, 0) ≤ 0 , ∀ w ∈ Rr , (2.81)
and
Fk (w, ψ(t)w) ≤ 0 , ∀ w ∈ Rr , t = 0, 1, . . . . (2.82)
Theorem 2.15 Suppose that there exist positive numbers 0 < ρ1 ≤ ρ2 ≤ · · · ≤ ρn

such that the following conditions are satisfied:
(1) The matrix ρk−1 A has at least k eigenvalues outside the unit circle with center at
the origin;
(2) For all z ∈ C with |z| = 1 the inequalities
Fk (W (ρk z)ζ, ζ ) > 0 , ∀ ζ ∈ Cl \{0}
hold. Then there exist positive numbers ck > 0 such that
αk (t) ≥ ck ρkt , t = 0, 1, . . . .
Proof From condition (2) of the theorem it follows by the Kalman-Szegö theorem
(Theorem 2.10) that there exists a constant symmetric matrix Pk such that
1
(Pk (Au + Bξ ), Au + Bξ )n − (Pk u, u)n − Fk (C ∗ u, ξ ) < 0 (2.83)
ρk2
for all u ∈ Rn and ξ ∈ Rl with |u|n + |ξ |l = 0. Putting in (2.83) ξ = 0 and taking

into account (2.81) we obtain the inequality

1 1
Pk Au , Au − (Pk u, u)n < 0 , ∀ u ∈ Rn \ {0} . (2.84)
ρk ρk n
From this and from condition (1) of the theorem it follows on the basis of Lemma
2.8 that the matrix Pk has at least k negative eigenvalues. From relations (2.82) and
(2.83) we deduce that the inequalities needed in Lemma 2.11 are true. The reference
to this lemma concludes the proof.
Let us suppose now that instead of conditions (2.81) and (2.82) we have the
following ones:
Fk (0, ξ ) ≤ 0 , ∀ ξ ∈ Rl , (2.85)
Fk (ψ(t)∗ ξ, ξ ) ≤ 0 , ∀ ξ ∈ Rl , t = 0, 1, . . . . (2.86)
Analogously to the proof of the previous theorem the next one can be proved.
Theorem 2.16 Suppose that det A(t) = 0, for t = 0, 1, . . . , and there are numbers
0 < ρ1 ≤ ρ2 ≤ · · · ≤ ρn such that the following conditions hold:
(1) The matrix ρk−1 A has at least k eigenvalues inside the complex unit circle with
center at the origin;
(2) For all z ∈ C with |z| = 1 the inequality
Fk (w, W (ρk z)∗ w) > 0 , ∀ w ∈ Cr \{0} ,
is satisfied. Then there are numbers ck > 0 such the singular values αn−k+1 (t) of the
Cauchy matrix of Eq. (2.77) satisfy the inequalities
αn−k+1 (t) ≤ ck ρkt , t = 0, 1, . . . .
Let us consider now the particular case l = r = 1 and suppose that for certain
numbers κ1 ≤ κ2 such that κ1 κ2 < 0 the inequality
κ1 ≤ ψ(t) ≤ κ2 , t = 0, 1, . . . ,
is true.
Theorem 2.17 Let for certain positive numbers ρ1 ≥ ρ2 ≥ · · · ≥ ρn the following

conditions hold:
(1) The matrix ρk−1 A has at least k eigenvalues outside the complex unit circle with
center at the origin ;
(2) For all z ∈ C with |z| = 1 the inequality
Re[(1 − κ1 W (ρk z)) (1 − κ2 W (ρk z))] > 0
is true. Then for any singular value αk (·) of the Cauchy matrix of equation (2.77)
there exists a number ck > 0 such that
αk (t) ≥ ck ρkt , t = 0, 1, . . . .
Proof In order to prove this theorem it is sufficient to apply Theorem 2.10 with the
Hermitian form
Fk (w, ζ ) = (ζ − κ1 w)(ζ − κ2 w) + (ζ − κ1 w)(ζ − κ2 w) .
2.7 Convergence in Systems with Several Equilibrium

States
2.7.1 General Results
Suppose that ({ϕ t }t∈T , M, ρ) is a dynamical system with more than one equilibrium
state. This implies that none of them can be globally asymptotically stable. Never-
theless, it may be interesting to know whether every semi-orbit approaches one of
the equilibrium points. For such systems an oscillatory behaviour is excluded. It is
well-known that if the dynamical system is generated by a gradient field of a function
F(x) which tends to infinity as |x| → +∞ and has finitely many critical points then
every solution of ẋ = −gradF(x), tends to one of these critical points. This leads to
the following definition.
Definition 2.11 Suppose ({ϕ t }t∈T , M, ρ) is a dynamical system with the set of
equilibria C. The positive semi-orbit γ + ( p) is said to converge to an equilibrium q
if ϕ t ( p) → q as t → +∞ and is said to converge to the set C if dist(ϕ t ( p), C) → 0
as t → +∞.
Remark 2.4 The dynamical system is called quasi-gradient flow-like if each positive
semi-orbit converges to the set C, but is called gradient flow-like if each positive semi-
orbit converges to an equilibrium [22, 36].
2.7 Convergence in Systems with Several Equilibrium States 85
Let us start with a general Lyapunov-type result for the gradient-flow-behaviour

[49]. For time-continuous systems in Rn this result has been obtained in [55].
Theorem 2.18 Suppose that ({ϕ t }t∈T , M, ρ) is a dynamical system generated in

the continuous-time case by (1.5, Chap. 1) and in the discrete-time case by (1.6,
Chap. 1). Suppose also that the set of equilibria C of the dynamical system consists
of isolated points only and there exists a continuous function V : M → R such that
the following conditions are satisfied:
(a) V is proper w.r.t. M, i.e. for any compact set K ⊂ R the set V −1 (K) ⊂ M is
compact ;
(b) V (ϕ t ( p)) is non-increasing in T+ along any motion ϕ (·) ( p) ;
(c) If ϕ (·) ( p) is a motion for which there exists a τ ∈ T+ , τ > 0, such that
V (ϕ τ ( p)) = V ( p) then ϕ (·) ( p) is an equilibrium.
Then each positive semi-orbit of ({ϕ t }t∈T , M, ρ) converges to the set of equilibria.
If the time is continuous then each positive semi-orbit converges to an equilibrium.
Proof Suppose ϕ is an arbitrary motion. By assumption b) we have V (ϕ t ( p)) ≤

V ( p), ∀ t ∈ T+ . From this and assumption a) it follows that the positive semi-orbit
γ + ( p) is bounded and the ω-limit set ω( p) = ∅. Since the function t → V (ϕ t ( p))
is bounded and non-decreasing there exists the limit
lim V (ϕ t ( p)) = c . (2.87)

t→+∞
Suppose q ∈ ω( p) is arbitrary. It follows from Proposition 1.4, Chap. 1, that

ϕ t (q) ∈ ω( p), ∀ t ∈ T+ . From (2.87) we conclude that V (ϕ t (q)) = c, ∀ t ∈ T+ .
From assumption c) we see that ϕ t (q) ≡ q. This means that ω( p) ⊂ C. Suppose that
for a motion ϕ we have ϕ t ( p) C for t → +∞. This means that there exist an α > 0
and a sequence tk → +∞ as k → +∞ such that dist (ϕ tk ( p), C) > α, k = 1, 2, . . . .
From the last property it follows that ϕ has at least one ω-limit point outside C. But
this is a contradiction. If the time is continuous, the ω-limit set ω( p) is connected.
Since ω( p) ⊂ C, this limit set is a single point.
Corollary 2.14 Under the assumptions of Theorem 2.18 the set C of equilibria is a
global minimal attractor for the system.
We derive now sufficient conditions for the convergence behaviour of the system
υ̇ = w , ẇ = −g(υ, w) + z ∗ C f (υ) − φ(υ) , ż = Az + B f (υ)w , (2.88)
where A is a constant Hurwitzian n × n matrix, i.e. a matrix whose eigenvalues have

a negative real part. B and C are constant n × m matrices, f : R → Rm is a C 1 -
function, φ and g are scalar-valued C 1 -functions on R resp. R × R. Let us assume
that with some κ0 > 0 we have g(υ, w) ≥ κ0 w2 , ∀ (υ, w) ∈ R2 .
We suppose that system (2.87) has only isolated equilibrium states and any solu-
tion exists on R+ .
Note that some models of an induction motor [42] can be written in the form
(2.88). In case when f and φ are periodic system (2.88) describes also mathematical
models of synchronous machines [36].
Let us show that the Lorenz system (1.12), Chap. 1 for r > 1 can be also written
in the form (2.88). Recall that for 0 < r < 1 the Lorenz system has the globally
asymptotical equilibrium (0, 0, 0). For r > 1 we can use the change of variables
(with ε = (r − 1)−1/2 )
√ √
2σ 2 1 2σ
(x, y, z) → υ, (w + ευ), (z + υ)
ε ε2 ε 2 b
and the new time t → √ε t. We get a system (2.88) with

σ
b
n = m := 1, A := −ε √ , B := 2β A−1 , C := −1,
σ
g(υ, w) := κ0 w, f (υ) := υ, φ(υ) := (1 − β A−1 )υ 3 − υ,
σ +1 2σ − b
κ0 := ε √ , and β := ε √ .
σ σ
Consider now the general system (2.87) and introduce for all s ∈ C with
det(s I − A) = 0 the matrix function
W (s) := C ∗ (s I − A)−1 B .
The next theorem is due to [30].

Theorem 2.19 Suppose that there is a positive number κ such that the inequality
κ0 κ −1 I − Re W (iω) > 0, ∀ ω ∈ [−∞, +∞] (2.89)
is true. Then each bounded positive semi-orbit of a solution u = (υ, w, z) of (2.88)

which satisfies the condition
lim sup | f (υ(t))|2 < κ

t→+∞
converges to an equilibrium.
Proof Let us show that with the quadratic form F(z, ξ ) = κ0 κ −1 |ξ |2 − (Cξ, z) there
exists an n × n matrix P = P ∗ such that the inequality
2(Az + Bξ, Pz) − F(z, ξ ) < 0 , (2.90)

holds for all z ∈ Rn and ξ ∈ Rm with |z| + |ξ | = 0. According to the Yakubovich-

Kalman theorem (Theorem 2.7) for this it is sufficient that the pair (A, B) is stabi-
lizable and the inequality

F (iω − A)−1 Bξ, ξ > 0, ∀ ξ ∈ Cm , ξ = 0 , ∀ ω ∈ [−∞, +∞] (2.91)
is true.
The pair (A, B) is stabilizable since A is a Hurwitzian matrix.
Condition (2.91) is equivalent to the inequality

ξ ∗ κ0 κ −1 I − Re W (iω) ξ > 0 , ∀ ξ ∈ Cm , ξ = 0, ∀ ω ∈ [−∞, +∞] ,
which is true by hypothesis (2.89).

Putting now ξ = 0 in (2.90) and taking into account that A is Hurwitzian, by
Lemma 2.6, we get P > 0.
Inequality (2.90) implies the existence of a δ > 0 such that
2(Az + Bξ, P z) − κ0 κ −1 |ξ |2 + (Cξ, z) ≤ −δ|z|2 , ∀ z ∈ Rn , ∀ ξ ∈ Rm .

(2.92)
Introduce the function
# υ
1
V (υ, w, z) = (Pz, z) + w2 + φ(σ ) dσ .
2 0

It follows from relation (2.92) that any solution u(t) = υ(t), w(t), z(t) of system
(2.88) satisfies for t ≥ 0 the estimate
V̇ (u(t)) ≤ −δ|z(t)|2 + κ0 κ −1 | f (υ(t))w(t)|2 − (C f (υ(t))w(t), z(t))

− g(υ(t), w(t))w(t) + (C f (υ(t))w(t), z(t)) − φ(υ(t))w(t) + φ(υ(t))w(t)
≤ −δ|z(t)|2 + κ0 κ −1 | f (υ(t))w(t)|2 − κ0 w(t)2
= −δ|z(t)|2 − κ0 w(t)2 (1 − κ −1 | f (υ(t))|2 ) . (2.93)
This means that in the case when the positive semi-orbit of a solution u = u(·, p) =
(υ(·, p), w(·, p), z(·, p)) of (2.88) is bounded and satisfies
lim sup | f (υ(t, p))|2 < κ , (2.94)

t→+∞

the function V u(t, p) does
not increase
on a certain interval (t0 , +∞). From this
and the boundedness of V u(t, p) it follows that there exists a finite limit

lim V u(t, p) = c .
t→+∞
Since the positive semi-orbit of u(·, p) is bounded the set ω of its ω-limit points is
non-empty. Let q ∈ ω be arbitrary.
Then the solution u(·, q) satisfies u(t, q) ∈ ω for
all t ≥ 0. Consequently, V u(t, q) = c for all t ≥ 0. Condition (2.94) also implies
that | f (υ(t, q))|2 < κ for t ≥ 0. From this and (2.93) it follows that z(t) ≡ 0 and
w(t, q) ≡ 0. From (2.88) and w(t, q) ≡ 0 we conclude that θ (t) ≡const. Thus, we
see that ω consists of equilibrium states of system (2.88). But this is a contradiction,
since we supposed that system (2.88) has only isolated equilibrium states.
2.7.2 Convergence in the Lorenz System
Let us apply Theorem 2.19 to the Lorenz system. In the notation of system (2.88)
we have W (s) = 2 β(A − s)−1 A−1 and, consequently,
2β A − iω
W (iω) = , ω ∈ R.
A A2 + iω2
Since Re W (iω) < 2 β/A2 , inequality (2.89) holds if
β < κ0 A2 (2κ)−1 .
The last inequality can be written as
(σ + b)b2 −1
2σ − b < κ . (2.95)
2 σ (r − 1)
Now, from (2.95), the dissipativity of the Lorenz system, and Theorem 2.19 we obtain
the following result [30].

Theorem 2.20 Suppose that a solution u = x, y, z of the Lorenz system (1.12),
Chap. 1 satisfies the condition
(2 σ − b) lim sup x(t)2 < b2 (σ + 1) . (2.96)

t→+∞
Then the positive semi-orbit of this solution converges to some equilibrium state.
The next result shows that the upper limit in Theorem 2.20 can be effectively
estimated.
Lemma 2.13 Suppose that l is defined by (1.20), Chap. 1.

Then each solution u = (x, y, z) of system (1.12), Chap. 1 satisfies the estimate
lim sup x(t)2 ≤ l 2 r 2 .

t→+∞
Proof From (1.18, Chap. 1) we have the estimate

lim sup y(t)2 + (z(t) − r )2 ≤ l 2 r 2 .
t→+∞
Now we consider the two sets

' (
G1 := x, y, z| y 2 + (z − r )2 ≤ l 2 r 2 , x > lr
' (
and G2 := x, y, z| y 2 + (z − r )2 ≤ l 2 r 2 , x < −lr .
Let us show that if at a certain time t we have (x(t), y(t), z(t)) ∈ G1 then ẋ(t) < 0. If
we assume the opposite from the first equation of system (1.12), Chap. 1 it follows that
y(t) ≥ x(t) > lr . Thus, y(t)2 + (z(t) − r )2 > l 2 r 2 . But this inequality contradicts
the assumption that the considered solution belongs to G1 at the time t.
Analogously one proves that if at a time t the solution belongs to G2 then
ẋ(t) > 0.
From Theorem 2.20 and Lemma 2.13 we directly obtain that under the condition
b2 (σ + 1)
2σ −b <
l 2r 2
any positive semi-orbit of the Lorenz system converges to an equilibrium.
As a special case from this follows the well-known Yudovich condition [47] for
the convergence of positive semi-orbits of the Lorenz system to an equilibrium point.
Corollary 2.15 Suppose that 2 σ − b < 0 then any positive semi-orbit of the Lorenz
system converges to an equilibrium.
Remark 2.5 For σ = 10 and b = 8/3 Theorem 2.20 guarantees the convergence of
positive semi-orbits of the Lorenz system for r < 2. This result will be essentially
improved later on.
Consider now an example that demonstrates the convergence behaviour for a

concrete physical system.
Example 2.6 The equation of motion of a director n in the dynamics of nematic

liquid crystals can be written as the [21]

d d d
n = [Ω, n] , I n, n = −γ Ω + χ (H, n) [n, H ] . (2.97)
dt dt dt
Here Ω and H are 3-dimensional vectors, I, γ and χ are positive constants, (·, ·)
and [·, ·] denote the scalar and vector products, respectively. In [21] the Eqs. (2.97)
were investigated numerically in the scalar variables ξ = (H, n), η = (H, [Ω, n])
and ζ = |Ω|2 . In these variables we can write the system (2.97) as
ξ̇ = η ,
η̇ = −γ I −1 η − ζ ξ + χ I −1 ξ(|H |2 − ξ 2 ) , (2.98)
−1 −1
ζ̇ = −2 γ I ζ + 2χI ξη .
Making in (2.98) the change of variables [3]

γ γ2 γ2 x2
(ξ, η, ζ ) → √ x, √ (y − x) , (z − )
4 Iχ 8I Iχ 4 I2 4
and t → 2I
γ
t, we obtain the new system
ẋ = −x + y, ẏ = (1 + 4 I γ −2 χ |H |2 )x − y − x z, ż = −4 z + x y. (2.99)
Thus, Eq. (2.98) is transformed into the Lorenz system (1.12), Chap. 1 with σ = 1,
b = 4, and r = 1 + 4I γ −1 χ |H |2 .
Obviously, the Yudovich condition 2σ − b < 0 is satisfied for (2.99). This means
that each positive semi-orbit of system (2.99) tends to one of the equilibria (0, 0, 0)
or (±|H |, 0, 0). Chaotic behaviour as was found in numerical simulations in [21] for
Eq. (2.99) is not possible.
Remark 2.6 The numerical study of the Lorenz system (1.12), Chap. 1 has shown a
very complicated behaviour of orbits for certain values of parameters. In this remark
we give some of the numerical results [40, 45] relating to bifurcations in system
(1.12), Chap. 1.
The simplest analysis of system (1.12, Chap. 1) shows that for 0 < r ≤ 1 the
system has√the unique equilibrium
√ state u 1 = (0, 0, 0). For r > 1 however two states
u 2,3 = ± (r − 1)b, ± (r − 1)b, r − 1 arise.
If we linearize system (1.12), Chap. 1 near the equilibrium u 1 , the Jacobian matrix
at u 1 will have eigenvalues, which can be found from the equation

(λ + b) λ2 + (σ + 1)λ + σ (1 − r ) = 0.
For r < 1 all three eigenvalues are negative, for r > 1 one value is negative and the
two others are positive. Consequently, for r > 1 the point u 1 is a saddle equilibrium.
The Jacobian matrices of system (1.12), Chap. 1 being linearized near the equi-
librium states u 2,3 have eigenvalues which are defined by the equation
λ3 + (σ + b + 1)λ2 + (r + σ )bλ + 2σ b(r − 1) = 0.
For r > 1 it has one negative root and two complex conjugate roots. The complex
conjugate values become purely imaginary if the product of coefficients of λ2 and λ
is equal to the constant term, i.e., for r = σ (σ +b+3)
σ −b−1
.
Lorenz [40] carried out his numerical experiments for σ = 10, b = 8/3, and
changing r . Assuming that σ and b have the values mentioned, we consider the
following sequence of bifurcations which are basic in the further account.
r < 1.
The equilibrium state u 1 is a global attractor. In other words, any orbit of system
(1.12), Chap. 1 tends to the origin as t → +∞.
1 < r <≈ 13.926.
Two new equilibria u 2 and u 3 arise. Together with the equilibrium u 1 they form
a global attractor, i.e., any orbit of system (1.12), Chap. 1 tends to one of these
equilibrium states as t → +∞.
r ≈ 13.926.
Two homoclinic orbits arise, which issue out of the point u 1 by a one-dimensional
unstable manifold and enter the point u 1 by a two-dimensional stable manifold. One
of these orbits enters the half-space x > 0, the other enters the half-space x < 0.
Each of these orbits is also called a separatrix loop of the saddle.
13.926 ≈< r < 24.74 = σ (σ +b+3)
σ −b−1
.
Two homoclinic orbits turn into heteroclinic orbits. One of them, which issues out
of the point u 1 into the subspace x > 0, enters u 2 . The other, which issues out of the
point u 1 into the subspace x < 0, enters u 3 .
r > 24.74.
The so-called Lorenz attractor arises. This is a global attractor. In a simplified form,
we may locally represent it as the product of a piece of smooth two-dimensional
surface and a Cantor set. Due to its very complicated and unusual structure it is
called a “strange” attractor.
Lorenz [40] has studied this attractor in detail by numerical methods in the case
r = 28. At the present time the parameters values σ = 10, b = 8/3, and r = 28 have
become canonical values. They are repeatedly used in publications connected with
system (1.12), Chap. 1. We shall further refer to them as to Lorenz’s values.
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(Russian)
Chapter 3
Introduction to Dimension Theory
Abstract In Chap. 2 the dimension of a vector space was defined as the maximal
number of linearly independent vectors existing in it. The simplest example of an
n-dimensional space, whose dimension is understood in this sense, is the space Rn .
The dimension theory, which was developed in the early 20th century, has extended
this conception to more general classes of spaces and sets. In the following we give a
short introduction into important notions of dimension for sets in general topological
or metric spaces. We restrict ourselves to those dimensions and their properties which
are especially useful in the investigation of ODE’s.
3.1 Topological Dimension
We start our discussion of some elements of dimension theory with the definition of
topological dimension. The notion of topological dimension in general topological
spaces can be considered from different points of view. In the present section the
topological dimension will be characterized in two ways:
The first one is connected with an inductive approach, the idea of which goes back
to Poincaré [41] and the exact definition is given by Brouwer [7, 8], Urysohn [50]
and Menger [34, 35]. On the basis of this inductive definition the main properties of
topological dimension are obtained.
The second approach is due to Lebesgue [31]. The covering dimension is defined
by the minimal order of arbitrary finess for the given topological space. Since for
separable metric spaces both definitions coincide we call its common value briefly
topological dimension.
All definitions and results stated in this section are standard in topological dimen-
sion theory. Most of them one can find in the monographs [2, 12, 24].
https://doi.org/10.1007/978-3-030-50987-3_3
96 3 Introduction to Dimension Theory
3.1.1 The Inductive Topological Dimension
Let M be a topological space. Denote by ∂Z the boundary of an arbitrary subset

Z ⊂ M. By definition we have ∂Z = Z ∩ (M \ Z), where Z denotes the topolog-
ical closure of a set Z ⊂ M. If Z is open, then it is obvious that ∂Z = Z \ Z.
In the following definition [7, 34, 35] n ≥ 0 is an integer number.
Definition 3.1 The value ind M is called small inductive dimension of the space
M, if the following conditions are satisfied:
(1) ind M = −1 if and only if M = ∅;
(2) ind M ≤ n if for any point p ∈ M and any neighborhood U of p there exists
an open set V with p ∈ V ⊂ U, mboxsuchthat ind ∂V ≤ n − 1;
(3) ind M = n if ind M ≤ n and not ind M ≤ n − 1;
(4) ind M = ∞ if ind M ≤ n is not true for any n.
The topology of M induces in each subset Z ⊂ M the relative topology: a set

U ⊂ Z is by definition open in Z if there can be found a set U open in M and such
that U = U ∩ Z. It follows that for each subset Z of M considered as topological
space the value ind Z is also defined.
Example 3.1 It can be easily seen that R and any interval have the small inductive
dimension 1.
Example 3.2 The space Rn has the small inductive dimension n. By induction on
n it is easy to verify that the inequality ind Rn ≤ n holds. The proof of the opposite
inequality is non-trivial and is not given here (see [12, 24]).
Let us consider now the main properties of the small inductive dimension. The
standard references for this representation are [2, 12, 24].
The following statement immediately follows from Definition 3.1.
Proposition 3.1 Let M1 and M2 be homeomorphic topological spaces. Then

ind M1 = ind M2 .
Proposition 3.2 Let M be a topological space and ind M = n < ∞. Then for any
integer m, −1 ≤ m ≤ n, the space M contains some subset of small inductive dimen-
sion m.
Proof Since ind M ≥ n − 1, we can find a point p0 ∈ M and a neighborhood U0 of

this point which possesses the following property: if V is an arbitrary open set with
p0 ∈ V ⊂ U0 , then
ind ∂V ≥ n − 1. (3.1)
On the other hand, since ind M ≤ n, there can be found an open set V0 such that
p0 ∈ V0 ⊂ U0 and ind ∂V0 ≤ n − 1. Since inequality (3.1) is satisfied for any neigh-
borhood of the point p0 which is in U0 , it is also true for V0 , i.e., ind ∂V0 ≥ n − 1.
3.1 Topological Dimension 97
Consequently, the boundary of V0 is a subset of the space M and has the small
inductive dimension n − 1.
Repeating this process if necessary we shall obtain the desired subset of the
required dimension.
Proposition 3.3 Suppose that Z ⊂ M and ind M ≤ n. Then ind Z ≤ n.
Proof For n = −1 the statement is obvious. Suppose that it is true for n − 1, n ≥ 0
integer. Let ind M ≤ n and p ∈ Z. Also let U be a neighborhood of p in Z. It means
that there exists a neighborhood U of the point p in M such that U = U ∩ Z. Since
ind M ≤ n, there can be found a set V, which is open in M and such that
p ∈ V ⊂ U and ind ∂V ≤ n − 1.
Let V = V ∩ Z. Then V is open in Z, p ∈ V ⊂ U . Suppose that B is the boundary

of V in M and B be the boundary of V in Z (B = V \ V and B = (V \ V ) ∩ Z).
Then B ⊂ B ∩ Z. According to the induction hypothesis ind B ≤ n − 1.
For the next step, it is useful to consider in some detail a very important special
case of a space having a zero small inductive dimension.
By Definition 3.1 the equality ind M = 0 means that any point p ∈ M has arbi-
trary small neighborhoods with empty boundary, i.e. for any neighborhood U of the
point p there can be found an open set V such that
p ∈ V ⊂ U and ∂V = ∅.
Proposition 3.4 Let M be a metric space with metric ρ. If the space M is at most
countable, then ind M = 0.
Proof Let p be an arbitrary point of M, U be an arbitrary neighborhood of this
point. Choose a number ε > 0 such that Bε ( p) ⊂ U. Let p1 , p2 , . . . be the points of
M. Obviously, there can be found a positive number ε < ε such that ε = ρ( p j , p)
for all j. But in this case a ball Bε ( p) is contained in U and its boundary is empty.
Example 3.3 The set Q of rational numbers in R has the small inductive dimension
zero.
Example 3.4 The set I of irrational numbers has the inductive dimension zero.
Really, let U be an arbitrary neighborhood of an irrational point p. Let us choose
the irrational numbers p1 and p2 such that p1 < p < p2 and a set V consisting of
the irrational numbers which are from U between p1 and p2 . In the space I of the
irrational numbers the set V is open and has an empty boundary, since any irrational
point, which is a limit point of V, lies between p1 and p2 and, consequently, belongs
to V.
Example 3.5 The set I2 of all points in the plane with irrational coordinates has the
small inductive dimension zero. More generally, the set In of all points of Rn , with
irrational coordinates, is zero-dimensional.
Really, any point of the plane is in arbitrary small rectangles bounded by straight
lines, which are perpendicular to the axes and intersect them at the points with
rational coordinates. The boundaries of these rectangles do not intersect I2 . The
same reasoning would also be valid in the general case In .
The union of sets with small inductive dimension zero may be non zero-
dimensional. This shows the decomposition of the straight line into sets of rational
and irrational numbers
R = Q ∪ I.
On the other hand (Examples 3.1, 3.3 and 3.4) we have
ind R = 1, ind Q = 0 and ind I = 0.
This is the reason why we need an additional assumption in the following formula
on dimension of the union of zero-dimensional sets. We give this formula without
proof (see [24]).
Proposition 3.5 Let Z j ⊂ M, j = 1, 2, . . . , be some subsets of the topological
space M and M = ∪ j Z j . If the sets Z j are closed and ind Z j = 0, then ind M = 0.
Example 3.6 Suppose that 0 < m ≤ n are natural numbers. Denote by Qnm the set
of points from Rn having exactly m rational coordinates. Then ind Qnm = 0. Indeed
for any m indices j1 , j2 , . . . , jm , chosen from numbers 1, 2, . . . , n, and m rational
numbers r1 , r2 , . . . , rm , the system of equations
u j1 = r1 , u j2 = r2 , . . . , u jm = rm
defines a (n − m)-dimensional linear subspace. Denote by Z j the subset of this

subspace consisting of points, all other coordinates of which are irrational. Each
Z j is isometric with In−m and, consequently, has the small inductive dimension 0
(Example 3.5). It is clear that Z j is closed in Qnm and that the union of sets Z j
coincides with Qnm . It follows that ind Qnm = 0 by virtue of Proposition 3.5.
Let us return to arbitrary topological spaces and consider the small inductive
dimension of the union of sets in the general case. But at first we shall prove a useful
proposition.
When investigating the inductive dimension of subsets in a space M, it will
sometimes be convenient to define their dimension by neighborhoods with respect to
the whole subspace M. In the next proposition we consider subspaces of completely
normal spaces. Recall that a topological space M is called completely normal if for
any subsets A and B with A ∩ B = ∅, A ∩ B = ∅ there can be found a closed set
C and disjunct sets U and V such that M \ C = U ∪ V, A ⊂ U, B ⊂ V. Any metric
space M is completely normal (see, for example, [43]).
Proposition 3.6 Suppose that M is a completely normal topological space and
Z ⊂ M is a subset. Then ind Z ≤ n if and only if any point from Z has arbitrary
small neighborhoods in M such that the intersection of their boundaries with Z has
dimension ≤ n − 1.
Proof Suppose that Z satisfies the conditions of the proposition. Let us show that
in this case ind Z ≤ n. Let p be an arbitrary point of Z, U be a neighborhood of
this point in Z. Then there exists a neighborhood U of the point p in M such that
U = U ∩ Z. Consequently, in M there can be found an open set V such that
p ∈ V ⊂ U, ind (∂V ∩ Z) ≤ n − 1.
Let V := V ∩ Z. Then V is an open set in Z, p ∈ V ⊂ U . Denote by B and B the

boundaries of V in M and the boundaries of a set V in Z, respectively. It is clear
that B ⊂ B ∩ Z. This means that ind B ≤ n − 1 and it follows that ind Z ≤ n.
Suppose now that ind Z ≤ n and let us show that Z satisfies the conditions of the
proposition. Let p ∈ Z, U be a neighborhood of this point in M. Then U = U ∩ Z
is a neighborhood of p in Z. Therefore a neighborhood V of the point p in Z can
be found such that
p ∈ V ⊂ U , ind B ≤ n − 1,
where B is a boundary of V in Z. None of the disjunct sets V and Z \ V contains

limit points of the other set. Since M is completely normal, there can be found an
open set W such that
V ⊂ W, W ∩ (Z \ V ) = ∅.
Replacing, if it is necessary, W by the intersection W ∩ U, one can suppose that

W ⊂ U. The set W \ W = ∂W does not contain any points from V and from Z \ V .
It follows that the intersection of Z with ∂V is contained in B and, consequently
(Proposition 3.3), has the small inductive dimension ≤ n − 1. Thus, the conditions
of the proposition are satisfied.
Let us now prove a proposition concerning the small inductive dimension of

the union of two sets. As it was noted above (see Example 3.5), the small inductive
dimension of Z1 ∪ Z2 is in general not determined by the small inductive dimensions
of the sets Z1 and Z2 . Nevertheless the following proposition holds.
Proposition 3.7 For any two subsets Z1 , Z2 of the topological space M the
inequality
ind (Z1 ∪ Z2 ) ≤ 1 + ind Z1 + ind Z2
is satisfied.
Proof Let us make use of a double induction on the dimensions of subsets Z1 and
Z2 . The proposition is obvious in the case of ind Z1 = ind Z2 = −1.
Let ind Z1 = m, ind Z2 = n. Suppose that the inequality holds if one of the two
conditions
ind Z1 ≤ m and ind Z2 ≤ n − 1,

or ind Z1 ≤ m − 1 and ind Z2 ≤ n
is satisfied. Let p ∈ Z1 ∪ Z2 . Suppose that p ∈ Z1 . Let U be a neighborhood of p

in M. By Proposition 3.6 there can be found an open set V such that
p ∈ V ⊂ U, ind (W ∩ Z1 ) ≤ m − 1,
where W is the boundary of V. Since W ∩ Z2 is a subset of Z2 , it follows that

ind (W ∩ Z2 ) ≤ n. By the induction hypothesis we have

ind W ∩ (Z1 ∪ Z2 ) ≤ m + n.
By Proposition 3.6 it can be concluded that
ind (Z1 ∪ Z2 ) ≤ m + n + 1.
The following result is important for deducing a small inductive dimension esti-
mate of a minimal set of a differential equation.
Proposition 3.8 Let Z ⊂ Rn . Then ind Z = n if and only if Z contains an inner

point.
In order to prove this proposition we need a lemma, whose proof will be omitted
(see [24]).
Lemma 3.1 For any two countable and dense subsets A and B in Rn there exists a
homeomorphism of the space Rn , which maps A on B.
Proof of Proposition 3.8 Suppose that p is an inner point of Z. Let us choose

ε > 0 such that Bε ( p) ⊂ Z. But Bε ( p) is obviously homeomorphic to Rn and, con-
sequently, ind Bε ( p) = n. Therefore ind Z = n.
Let ind Z = n. Now let us show that Z has an inner point. Suppose the opposite.
Then the supplement of the set Z, which we denote by G, is dense in Rn . Since Rn can
be represented as the union of rational balls (i.e. balls whose radii and coordinates of
their centers are rational), it follows that having considered non-empty intersections
of such balls with the set G and having chosen one point from G in each ball, we
obtain a countable dense set in G. Denote it by G0 . From the density of G in Rn it
follows that G0 is also dense in Rn . By Lemma 3.1 the sets Rn \ G0 and Rn \ Qn are
homeomorphic. Here Qn is a subset of Rn , consisting of all points having rational
coordinates. Having used the notation of Example 3.6, we represent the complement
to the set Qn as a union of zero-dimensional sets
Rn \ Qn = Qn0 ∪ Qn1 ∪ · · · ∪ Qnn−1 .

Since each Qnj is zero-dimensional, by Proposition 3.7 we obtain

ind (Rn \ Qn ) ≤ n − 1. Further, we have
ind Z = ind (Rn \ G) ≤ ind (Rn \ G0 ) = ind (Rn \ Qn ) ≤ n − 1.
Thus, we have arrived at a contradiction to the assumption that ind Z = n. This

contradiction concludes the proof.
Let us formulate two more propositions (see the proof in [2]).
Proposition 3.9 For a topological space M = ∅ we have ind M ≤ n if and only if

M can be represented as the union of (n + 1) subspaces, i.e.
M = ∪nj=0 M j
and ind M j = 0, j = 0, 1, . . . , n.
Example 3.7 In the notation of Example 3.6 we have the decomposition
Rn = ∪nj=0 Qnj
with ind Qnj = 0, j = 0, 1, . . . , n.
Proposition 3.10 Suppose that (M, ρ) and (M , ρ ) are two separable metric
spaces one of which is compact. Then ind(M × M ) ≤ ind M + ind M .
3.1.2 The Covering Dimension
Let us consider now the definition of a topological dimension which is based on

the use of covers of the given space. For the class of separable metric spaces this
definition gives the same value as the inductive dimension. The proof of this fact
can be found in the monograph [2]. The contents of Sect. 3.1.2 follows the standard
representation [12, 24].
Let M be a topological space. Let U be some set of subsets of M. We say that U
is a cover of M, if for any point p ∈ M there exists a subset U ∈ U such that p ∈ U.
A cover U is said to be open (closed) if all its sets are open (closed).
Definition 3.2 A cover V is called a refinement of U (we say also that V refines
U) if for any V ∈ V there exists U ∈ U such that V ⊂ U. The property, that V is a
refinement of U, is written as U ≺ V.
Definition 3.3 Let n ≥ 0 be an integer number. We shall say that a cover U has the
multiplicity ≤ n if any n + 1 sets from U have empty intersection. If a cover U has
the multiplicity ≤ n but has not the multiplicity ≤ n − 1, then we say that U has the
multiplicity n.
Definition 3.4 For each topological space M the covering dimension Cov M is a
value which is characterized in the following way:
(1) Cov M ≤ n if any finite open cover of the space M has a finite
open refinement with a multiplicity ≤ n + 1;
(2) Cov M = n if the inequality Cov M ≤ n is true and Cov M ≤ n − 1
is not true;
(3) Cov M = ∞ if Cov M ≤ n is not true for any n.
It follows immediately from Definition 3.4 that if M = ∅, then Cov M = −1

(since an order of a cover consisting of an empty set is zero).
Let us suppose that (M, ρ) is a compact metric space, i.e., consider a situation
which is given in many applications.
We now prove a useful lemma which will be used not only in this section but also
in section devoted to the topological entropy.
Lemma 3.2 For an arbitrary open cover U of the compact metric space M there
exists a number ε > 0 such that any subset U of the space M having diameter less
than ε is contained in some elements of the cover U.
Proof If such number ε does not exist, then for any natural number n a subset Un ⊂
M with the diameter < 1/n can be found, which is not contained in the elements of
the cover U. When a point pn is chosen arbitrarily in Un , consider the set { pn }. Since
M is compact, we see that this set has at least one limit point p0 . Let be p0 ∈ U0 ∈ U
and let δ be a distance from p0 to M \ U0 . If n > 2/δ and ρ( p0 , pn ) < δ/2, then
δ 1
ρ( p0 , p) ≤ ρ( p0 , pn ) + ρ( pn , p) ≤ + <δ
2 n
for any point p ∈ Un . It means, contrary to the supposition, that Un ⊂ U0 .
The number ε, which can be found in Lemma 3.2 is called the Lebesgue number
of the cover U.
A cover U of a metric space M is called an ε-cover if the diameter of each set
from U is less than ε.
Proposition 3.11 The inequality Cov M ≤ n is true if and only if for any ε > 0
there exists a finite open ε-cover of the space M having the multiplicity ≤ n + 1.
Proof According to Lemma 3.2, if ε is the Lebesgue number of the cover U, then
any ε-cover V is inscribed in U.
Proposition 3.12 The inequality Cov M ≤ n is true if and only if for any ε > 0
there exists a finite closed ε-cover of the space M with multiplicity ≤ n + 1.
Proposition 3.12 immediately follows from Proposition 3.11 and the following
lemma.
Lemma 3.3 Let ε > 0 be an arbitrary positive number. For the existence of a finite
open ε-cover of the space M with multiplicity ≤ n the existence of the finite closed
ε-cover of the space M with multiplicity ≤ n is necessary and sufficient.
Proof Let U = {U1 , U2 , . . . , Um } be an open ε-cover of the space M with multiplicity

≤ n. Let us construct a finite closed ε-cover with multiplicity ≤ n. For this purpose
we consider the supplement to the open set U2 ∪ U3 ∪ · · · ∪ Um . Denote this closed
set by C1 . It is obvious that it can be covered by the set U1 and there can be found an
open set V1 such that C1 ⊂ V 1 ⊂ U1 . Assume that the open sets V1 , V2 , . . . , Vk−1 be
already chosen. Let us construct a set Vk . Denote by Ck the closed set, which is the
supplement to the union
V1 ∪ · · · ∪ Vk−1 ∪ Uk+1 ∪ · · · ∪ Um .
It is clear that Ck can be covered by the set Uk and it is possible to find an open set Vk
such that Ck ⊂ V k ⊂ Uk . Obviously, the cover {V 1 , V 2 , . . . , V m } is a desirable closed
ε-cover of multiplicity ≤ n.
Conversely, assume that there exists a closed ε-cover U = {U1 , U2 , . . . , Um } of
the space M with multiplicity ≤ n. Let us show the existence of the corresponding
open cover. For an arbitrary δ > 0 denote by Ui (δ) the open δ-neighborhoods of the
sets Ui , i = 1, 2, . . . , m. We now choose an arbitrary subsystem
Sδ = {U i1 (δ), U i2 (δ), . . . , U in+1 (δ) }, 1 ≤ i 1 < i 2 < · · · < i n+1 ≤ m.
Let us show that for sufficiently small δ the intersection of sets, which are a part
of it, is empty. Indeed, suppose the opposite. Then for any natural number j and
for δ j = 1/j a point a j can be found such that it belongs to all sets of the system
Sδ j . By the compactness of the space M there exists a point a such that it is a limit
point of the sequence {a j }, and by virtue of the fact that the cover U is closed, this
limit point must belong to the intersection of the sets {Ui1 , Ui2 , . . . , Uin+1 }. But this
contradicts to the property that the multiplicity of U is ≤ n. The number of subsystems
of the type Sδ is finite. Therefore, taking for δ0 the least of numbers δ we obtain a
cover {U 1 (δ0 ), U 2 (δ0 ), . . . , U m (δ0 )} of the space M with multiplicity ≤ n. Since the
diameter of each closed set Ui is less than ε, we can choose δ0 > 0 so small that the
diameter of each set U i (δ0 ) will be, moreover, less then ε. It is clear that the cover
{U1 (δ0 ), U2 (δ0 ), . . . , Um (δ0 )} is the desired open ε-cover of multiplicity ≤ n.
Propositions 3.11 and 3.12 permit us to reformulate Definition 3.4 for compact
metric spaces:
Definition 3.5 Suppose that (M, ρ) is a compact metric space. Then the covering
dimension CovM is a number which is characterized by the following properties:
(1) Cov M ≤ n if for any ε > 0 there exists an open (closed) ε-cover of the space
M with multiplicity ≤ n + 1;
(2) Cov M = n if Cov M ≤ n and for some ε > 0 the space M does not have an
open (closed) ε-cover of multiplicity ≤ n;
(3) Cov M = ∞ if Cov M ≤ n is not true for any n.
∞
Example 3.8 Consider the Cantor set Z := j=0 Z j , where
Z0 := [0, 1],
Z1 := [0, 1]\ (1/3, 2/3) = [0, 1/3] ∪ [2/3, 1] ,
Z2 := [0, 1/9] ∪ [2/9, 3/9] ∪ [6/9, 7/9] ∪ [8/9, 1],
..
.
Thus we have Z0 ⊃ Z1 ⊃ · · · and each Zn , n = 1, 2, . . . , is the union of 2n intervals

of length 1/3n (Fig. 3.1). We shall show that Cov Z = 0.
Let ε > 0 be an arbitrary number. Choose the integer number j > 0 such that
3− j < ε. Then the closed intervals forming the set Z j give a closed ε-covering
of multiplicity ≤ 1. Therefore Cov Z ≤ 0. The inverse inequality is obvious since
Z = ∅.
We finish this section with a proposition which is proved, for example, in [2].
Proposition 3.13 Suppose that (M, ρ) is a separable metric space. Then

ind M = CovM.
This leads to the following:
Definition 3.6 Suppose (M, ρ) is a separable metric space. The topological dimen-
sion dim T M of M is given by dim T M := ind M = Cov M.
Fig. 3.1 Construction of the

Cantor set
3.2 Hausdorff and Fractal Dimensions 105
3.2 Hausdorff and Fractal Dimensions
3.2.1 The Hausdorff Measure and the Hausdorff Dimension
This subsection presents the main properties of the Hausdorff measure and the Haus-
dorff dimension introduced in [4, 20]. The treatment of this subsection may be found
in the books [13, 14, 40, 44].
Suppose that (M, ρ) is a metric space, Z is an arbitrary subset of M and d ≥ 0,
ε > 0 are numbers. Let us cover Z by at most a set of countable many balls Br j of
radii r j ≤ ε and define the Hausdorff premeasure at level ε and of order d
⎧ ⎫
⎨ ⎬
μ H (Z, d, ε) := inf r dj r j ≤ ε, Z ⊂ Br j ,
⎩ ⎭
j≥1 j≥1
where the infimum is taken over all such countable ε-covers of Z and the convention
that inf ∅ = +∞. It is obvious that for fixed Z and d the function μ H (Z, d, ε) does
not decrease with decreasing ε. Thus there exists the limit (which may be infinite)
μ H (Z, d) := lim μ H (Z, d, ε) = sup μ H (Z, d, ε).

ε→0+0 ε>0
In the following proposition we show that {μ H (·, d)} is a family of metric outer
measures on M.
Proposition 3.14 For any fixed d ≥ 0 the function μ H (·, d) is a metric outer measure
on M, i.e., it possesses the following properties:
(1) μ H (∅, d) = 0;
(2) μ H (Z
1 , d) ≤ μ H (Z2
, d) for all sets Z1 ⊂ Z2 ⊂ M;
(3) μ H ( j≥1 Z j , d) ≤ j≥1 μ H (Z j , d) for all sets Z j ⊂ M, j = 1, 2, . . . .
Proof Let us note that for any d ≥ 0 and ε > 0 the function μ H (·, d, ε) is a metric
outer measure on M: We have μ H (∅, d, ε) = 0 and for arbitrary sets Z1 ⊂ Z2 ⊂ M
it follows that μ H (Z1 , d, ε) ≤ μ H (Z2 , d, ε) since any ε-cover of Z2 is also an ε-cover
of Z1 . In order to prove the third property of a metric outer measure we consider two
cases.
Case1: There exists an i 0 ≥ 1 with μ H (Zi0 , d, ε) = +∞. It follows that
μ H ( Zi , d, ε) ≥ μ H (Zi0 , d, ε) = +∞.
i≥1
Case 2: For all i ≥ 1 we have μ H (Zi , d, ε) < +∞. Suppose that δ > 0 is an arbitrary
number. For any i ≥ 1 we choose a countable ε-cover of Z
i consisting of balls with
radij ri, j ≤ ε for j = 1, 2, . . ., such that Zi ⊂ Bri, j and ri,d j ≤ μ H (Zi , d, ε) +
j≥1
j≥1

2−i δ. It follows that Bri, j is a countable ε-cover of Zi and μ H ( Zi , d, ε) ≤
i≥1 j≥1 i≥1 i≥1
d −i
ri,d j ≤ ( ri, j ) ≤ μ H (Zi , d, ε) + 2 δ ≤ μ H (Zi , d, ε) + δ. To
i, j≥1 i≥1 j≥1 i≥1 i≥1 i≥1
finish the proof of the proposition let us note that if M = {m} is a family of metric
outer measures on M than Z ⊂ M → μ(Z) := sup m(Z) defines also a metric
m∈M
outer measure on M. In the present situation this family of metric outer measures is
given by M := { μ H (·, d, ε)}.
Definition 3.7 The function μ H (·, d) is called Hausdorff-d-measure on M.
Proposition 3.15 (1) For any fixed Z ⊂ M the function μ H (Z, ·) has exactly one
critical value
dcr = dcr (Z) ∈ [0, ∞] such that
μ H (Z, d) = ∞ for any 0 ≤ d < dcr

and μ H (Z, d) = 0 for any d > dcr . (3.2)
(2) If M = Rn , then dcr (Rn ) ≤ n.
Proof (1) We distinguish two cases.

Case 1: There exists a value d ≥ 0 with μ H (Z,
d) < +∞. Take arbitrary δ > 0 and
ε > 0 and consider μ H (Z, d + δ, ε) = inf{ rid+δ , ri ≤ ε, Bri ⊃ Z}
i≥1

≤ εδ inf rid , ri ≤ ε, Bri ⊃ Z = εδ μ H (Z, d, ε). It follows that
i≥1
μ H (Z, d ) = 0 for all d > d. (3.3)
Thus, we can define the critical value satisfying (3.2) as
dcr (Z) := inf{d | μ H (Z, d) < +∞}.
Case 2: For any d ≥ 0 we have μ H (Z, d) = +∞. Here we define dcr (Z) := +∞.
(2) Let M = Rn . Let us show that in this case dcr ≤ n. Denote by C an arbitrary
cube in Rn with edges of length 1. Take a natural number k > 0 and divide C into k n
cubes√with edges of length 1/k. Each of these cubes is contained in a ball of radius
1 −1 1 −1 √
2
k n. Thus, if ε ≥ 2
k n, then
1 √ n
μ H (C, n, ε) ≤ k n k −1 n = 2−n n n/2 .
2
It follows that μ H (C, n) < ∞ and by (3.3) we have μ H (C, d) = 0 for all d > n.
Since Rn can be represented as a countable union of such cubes, we obtain
μ H (Rn , d) = 0 and, consequently, μ H (Z, d) = 0 (here the fact that μ H (·, d) is an
Fig. 3.2 The critical value

of the Hausdorff measure
outer measure has been used). Then d > dcr and, since d is an arbitrary number
greater than n, we get dcr ≤ n.
Definition 3.8 For any set Z ⊂ M the value
dim H Z = dcr (Z) = inf{d ≥ 0 | μ H (Z, d) = 0} = sup{d ≥ 0 | μ H (Z, d) = ∞}
is called the Hausdorff dimension of the set Z.
Remark 3.1 In the above definition of the Hausdorff dimension one can choose
coverings of the set Z by at most countable many sets U j of diameter ≤ ε to obtain
the same value of the Hausdorff dimension.
By using Proposition 3.15, we can draw the graph of the function μ H (Z, ·) on R+
(for the case 0 < dcr < +∞ and μ H (Z, dcr ) < +∞ see Fig. 3.2)
In practical dimension estimations the following properties of the Hausdorff
dimension of a set Z ⊂ M (metric space) are useful:
(P1) μ H (Z, d) > 0 ⇒ dim H Z ≥ d ;

(P2) dim H Z > d ⇒ μ H (Z, d) = +∞ ;
(P3) μ H (Z, d) < +∞ ⇒ dim H Z ≤ d ;
(P4) dim H Z < d ⇒ μ H (Z, d) = 0 .
Let us consider two examples in which the Hausdorff dimension can be immediately
calculated by Definition 3.8.
Example 3.9 Consider again the Cantor set Z from Example 3.8
Let us show that μ H (Z, d) = 1, where d = log 2/ log 3 = 0.6309 . . . and, con-
sequently, dim H Z = log 2/ log 3.
Since Z can be covered by 2 j closed intervals of length 3− j , which form the set
Z j , taking into account that 3d = 2, we have
μ H (Z, d, 3−1 ) ≤ 2 j (3− j )d = 2 j 2− j = 1.
Thus, we get μ H (Z, d) ≤ 1 as j → +∞.

We now prove the inverse inequality. For this purpose we need to show that if I
is an arbitrary set of intervals covering Z, then

1≤ |J |d . (3.4)
J ∈I
Here | · | is the length of the interval J . Because of the compactness of Z, it is

sufficient to prove that inequality (3.4) is satisfied under the assumption that I consists
of the finite number of intervals. Let J be some interval from I. Without loss of
generality it can be supposed that J contains intervals, a pair J , J , which take part
in the construction of Z. Further we shall suppose that in J the intervals J and J are
the intervals of maximal length. Let J = J \ (J ∪ J ). Obviously, |J | ≥ |J | |J |.
Therefore,
3 d 1 1
|J |d = (|J | + |J | + |J |)d ≥ (|J | + |J |) =2 |J |d + |J |d ≥ |J |d + |J |d .
2 2 2
Here we make use of the facts that the function t → t d is concave and 3d = 2. Thus,
the replacement of J in (3.4) by two closed intervals J and J does not increase
the sum in (3.4). Continuing in the same way, i.e., replacing J by intervals J and
J , after a finite number of steps we obtain a covering of Z by intervals of the same
length, for example, 3− j . This covering must include all intervals which compose
Z j and therefore we have

|J |d ≥ 2 j (3− j )d = 1.
J ∈I
Remark 3.2 It remains to note that the Cantor set is the simplest example of a set
having a non-integer Hausdorff dimension, the value of which can be computed
precisely. Sets of a more complicated structure, such as the strange attractor of a
dynamical system, also have non-integer Hausdorff dimension, but in this case often
there can be found only estimates of its dimension.
For ‘regular’ sets the Hausdorff dimension has an integer value which is intuitively
clear. This can be shown by the following example.
Example 3.10 Let in R3 a smooth surface S be given by
S = {(x, y, z) | z = f (x, y), (x, y) ∈ C}

where f (·, ·) is a continuously differentiable function on the unit square C of the

plane. We shall show that dim H S = 2.
Let {Br j } be an ε-cover of the surface S. The projection of balls Br j on the (x, y)-
plane form an ε-cover of the square C consisting of discs.
A ball Br j of radius r j is
projected on a disc having the area πr 2j . Thus, we have πr 2j ≥ 1, i.e., r 2j ≥ π −1 .
Consequently, μ H (S, 2) > 0 and dim H S ≥ 2.
Let us now show that dim H S ≤ 2. Since f is continuously differentiable, there
can be found a number M > 0 such that
| f (u ) − f (u )| ≤ M|u − u |, ∀u , u ∈ C. (3.5)
We choose an integer number k > 0 and divide in an obvious way the square C into
k 2 equal squares with sides 1/k. By (3.5), each part of the surface S being placed
above by such small square, may be embedded
√
into a cube with the edge length M/k,
which is included in a ball of radius 23 M/k. Thus, the surface S is covered by cubes
√
and, if 2
3
M/k ≤ ε, then
√ 2
3 9 2
μ H (S, 2, ε) ≤ k 2
M/k = M .
2 4
It follows that μ H (S, 2) < ∞ and, consequently, dim H S ≤ 2.
The following proposition gives some basic properties of the Hausdorff dimen-
sion.
Proposition 3.16 Suppose (M, ρ) is a metric space. Then the following statements
are true:
(1) dim H ∅ = 0;
(2) dim H Z ≥ 0 for any Z ⊂ M; if M = Rn and Z ⊂ Rn then dim H Z ≤ n;
(3) dim H Z1 ≤ dim H Z2 for any sets Z1 ⊂ Z2 ⊂ M;
(4) dim H ( j≥1 Z j ) = sup j≥1 dim H Z j for any sets Z j ⊂ M, j = 1, 2, . . . ;
(5) If the set Z ⊂ M is at most countable, then dim H Z = 0.
Proof The validity of (1)–(3) follows directly from the definition of the Hausdorff
dimension. Assertion (5) results from (4).
It remains to show the validity of (4). Let d = sup j dim Z j . Suppose that d < ∞
and we take an arbitrary d > d . Then dim Z j < d and, consequently, μ H (Z j , d) = 0
for j ≥ 1. Using the fact that μ H (·, d) is an outer measure, we obtain

μH Zj, d ≤ μ H (Z j , d) = 0.
j≥1 j≥1

H ( j≥1 Z j ) ≤ d. Therefore, by virtue of arbitrariness of d > d , we have
Then dim
dim H ( j≥1 Z j ) ≤ d . The validity of the inverse inequality follows directly from (3),

since Z j ⊂ i≥1 Zi for any j ≥ 1. Thus, property (4) is proved under the assumption
d < ∞. The case d = ∞ is trivial.
In studying ordinary differential equations the change of variables is often used.

The following proposition shows that the Hausdorff dimension of a compact set in
the phase space of such a system is invariant with respect to a smooth transformation
of the phase variables.
Proposition 3.17 Suppose that K ⊂ Rn is a compact set, U with K ⊂ U is an open

set and Φ: U ⊂ Rn → Φ(U) is a diffeomorphism. Then
dim H K = dim H Φ(K) .
Proof Let d ≥ 0, δ > ε > 0 be fixed numbers. Denote by Br (u) the ball with radius
r and center u in Rn and let Kδ be a closed δ-neighborhood of K such that Kδ ⊂ U.
Suppose that {Br j (u j )} is an arbitrary ε-cover of K. Then, since Φ is a diffeomor-
phism, there can be found a constant M1 > 0 such that
|Φ(u ) − Φ(u )| ≤ M1 |u − u | for all u , u ∈ Kδ .
In particular, for u ∈ Br j (u j ) we have
|Φ(u ) − Φ(u j )| ≤ M1 |u − u j | ≤ M1r j .
Consequently,
the set Φ(Br j (u j )) is contained
in the ball B M1 r j (Φ(u j )) and we have
K ⊂ j≥1 Br j (u j ). It follows that Φ(K) ⊂ j≥1 B M1 r j (Φ(u j )).
Thus, for an arbitrary ε-cover of K there can be found an (M1 ε)-cover of the set
Φ(K). Since
r dj = M1−d (M1r j )d ,
j j
we have
μ H (K, d, ε) ≥ M1−d μ H (Φ(K), d, M1 ε).
Therefore
μ H (K, d) ≥ M1−d μ H (Φ(K), d).
Using the same line of reasoning as above, but taking the set Φ(K) vice K and
mapping Φ −1 vice Φ, we obtain
μ H (Φ(K), d) ≥ M2−d μ H (K, d),
where M2 > 0 is a corresponding constant for Φ −1 .

Finally, we get
M1−d μ H (Φ(K), d) ≤ μ H (K, d) ≤ M2d μ H (Φ(K), d).
Therefore dim H K = dim H Φ(K).
Remark 3.3 Proposition 3.17 follows from a more general result. Suppose that
(M, ρ) and (M , ρ ) are metric spaces, Φ : M → M is a Lipschitz continuous
map, i.e., there exists a constant L > 0 such that ρ (Φ(u), Φ(υ)) ≤ Lρ(u, υ) for
any u, υ ∈ M. Then for any set Z ⊂ M we have dim H Φ(Z) ≤ dim H Z.
Further, everywhere in this section, we shall suppose that M = Rn .

Earlier we introduced the Hausdorff d-measure, based on covers by balls. The
Hausdorff measure so defined is often called spherical. However, instead of spherical
balls in the covers it is also possible to use balls of another type, as for example cubes.
Let Z be an arbitrary subset of Rn and d ≥ 0, ε > 0 numbers. Cover the set Z by
n-dimensional cubes having edges with length l j ≤ ε and denote

μ H (Z, d, ε) = inf
l dj ,
j
where the infimum is taken over all such ε-covers of Z. Let us define now the function

μ H (Z, d) (cubical Hausdorff d-measure) in the same way as the spherical Hausdorff
d-measure was introduced above.
Proposition 3.18 For any Z ⊂ Rn and d ≥ 0 the equality
μ H (Z, d) =
μ H (Z, d)
holds.
√
Proof Any cube C with edges of length l can be included in a ball of radius nl/2.
On the other hand any ball of radius l/2 is contained in an included in this cube C.
Therefore the following inequalities
√
μ H (Z, d, nl/2) ≤
μ H (Z, d, l) ≤ μ H (Z, d, l/2)
are true. Going to the limit as l → 0, we get the desirable equality.
Taking into account Proposition 3.18, we shall use further the notation μ H (·, ·)
both for the spherical and as cubical Hausdorff d-measure.
Denote by μL (Z, n) the n-dimensional Lebesgue measure of a measurable set
Z ⊂ Rn . From the following proposition it follows that any open set in Rn has the
Hausdorff dimension n.
Proposition 3.19 If μL (Z, n) > 0 then dim H Z = n.

Proof Let ε > 0 be fixed and {Br j } be a countable cover of Z by balls with radius
r j ≤ ε such that
r nj < μ H (Z, n) + ε.
j
Since μL (Br j , n) = cn r nj , where cn is a constant depending only on n (the volume of

the n-dimensional unit ball), we have

μL (Z, n) ≤ μL (Br j , n) = cn r nj < cn μ H (Z, n) + cn ε.
j j
Therefore μ H (Z, n) ≥ cn−1 μL (Z, n) and, consequently, μ H (Z, n) > 0. From this it
follows that dim H Z ≥ n. The reverse inequality results from Proposition 3.15.
Remark 3.4 In Example 3.10, starting directly from the definition of the Hausdorff
dimension, we found that the dimension of any piece of a smooth surface is equal to
2. Now it is clear that this fact is a simple corollary of Propositions 3.17 and 3.19.
Corollary 3.1 (a) dim H Rn = n ;

(b) For any open set Z ⊂ Rn we have dim H Z = n ;
(c) If (M, g) is a smooth n-dimensional Riemannian manifold then
dim H M = n .
Proposition 3.20 Suppose that for a set Z in the separable metric space (M, ρ)
we have dim T Z = n (0 ≤ n < ∞). Then μ H (Z, n) > 0 and, consequently,
dim T Z ≤ dim H Z. (3.6)
Remark 3.5 The Cantor set Z gives an example which shows that inequality (3.6)
may be strictly. A fractal is a space whose Hausdorff dimension is greater than its
topological dimension. For any non-empty open set Z ⊂ Rn inequality (3.6) goes
over in an equality. This property follows from Proposition 3.8 and from Proposition
3.19. The following theorem from [37] establishes an important link of the topological
dimension with the Hausdorff dimension. Let (M, ρ) be a separable metric space.
Then dim T M = inf dim H M , where the infimum is taken over all separable metric
spaces homeomorphic to M.
To prove Proposition 3.20 we need the following lemma. Denote by Sr ( p) the bound-
ary of a ball Br ( p). Put Sr ( p) = Sr ( p) ∩ Z.
Lemma 3.4 Suppose that μ H (Z, l + 1) = 0 for someinteger l ≥ 0. Then if p is an

arbitrary point of Z, then for almost all r we have μ H Sr ( p), l = 0.
(Almost all means for all, excluding some set of Lebesgue measure zero).

Proof Let us fix a point p ∈ Z. For any natural m a collection of balls B (m)
j j∈I(m)
with some index set I(m) can be found, which forms a cover of Z such that
(m) l+1 1
rj < . (3.7)
m
j∈I(m)
Here r (m)
j is the radius of ball B (m)
j .
Put
(m) (r (m) l (m)
j ) , if B j ∩ Sr ( p) = ∅,
h j (r ) = (m)
0, if B j ∩ Sr ( p) = ∅,
and
h (m) (r ) = h (m)
j (r ).
j∈I(m)
From the definition of h (m)

j (r ) it follows that
∞ δ (m) (m)
j +2r j (m) l+1
h (m)
j (r ) dr ≤ h (m)
j (r ) dr = 2 r j ,
0 δ (m)
j
where δ (m)
j is the distance from p to the ball B (m)
j . Therefore (3.7)
∞ (m) l+1
h (m) (r ) dr ≤ 2 rj .
0 j∈I(m)
By virtue of it follows that the sequence of functions h (m) (r ) converges in mean

to zero. Therefore [49] there exists a subsequence h (m k ) (r ) converging to zero for
Lebesgue-almost all r .
If B (m)
j ∩ Sr ( p) = ∅, then
(m) l
rj = h (m)
j (r ).
Hence for almost all r

(m ) l
r j k → 0 as k → +∞. (3.8)
j∈I (m k )
Here I (m k ) denotes a subset of I(m k ) consisting of all that indices j, for which
B (m)
j ∩ Sr ( p) = ∅.
Since
Sr ( p) ⊂ B (m
j
k)
,
j∈I (m k )

relation (3.8) means that μ H Sr ( p), l = 0 for almost all r .
Proof of Proposition 3.20 Suppose that the assertion of the proposition is not true,
i.e., μ H (Z, n) = 0. If we prove that this implies the inequality dim T Z ≤ n − 1, then
we obtain a contradiction to the assumptions of Proposition 3.20, which proves the
assertion.
Thus, it is sufficient to show that μ H (Z, n) = 0 implies dim T Z ≤ n − 1.
We shall prove it by induction. Let n = 0. The condition μ H (Z, 0) = 0 means that
Z = ∅. Indeed, if Z contains at least one point, then μ H (Z, 0) ≥ 1. Since Z = ∅,
we see that dim T Z = −1.
Supposing that the statement is proved for n, we show the trueness for n + 1.
Suppose that μ H (Z, n + 1) = 0. We have to prove that dim T Z ≤ n. On the base of
Proposition 3.6 it is sufficient to state that any point p ∈ Z possesses in M arbitrarily
small neighborhoods such that the intersection of their boundaries with Z has the
topological dimension ≤ n − 1. But this directly follows from the lemma proved
above and the induction hypothesis.
3.2.2 Fractal Dimension and Lower Box Dimension
In this subsection we take a closer look at the fractal dimension and lower box
dimension of a set [12, 13, 29, 42].
Let (M, ρ) be a metric space and Z ⊂ M be an arbitrary totally bounded set.
Recall that a set Z ⊂ M is said to be totally bounded if for each ε > 0 the set Z can
be written as finite union of subsets of M with a diameter smaller than ε. According
to Hausdorff’s theorem [53] a set Z of a complete metric space M is totally bounded
if and only if Z is relatively compact. Denote by Nε (Z) the minimal number of balls
of radius ε > 0 which are necessary to cover Z.
Definition 3.9 The fractal dimension or upper box dimension of the set Z is given
by
log Nε (Z)
dim F Z ≡ dim B Z := lim sup .
ε→0 log 1/ε
The lower box dimension of the set Z is defined by
log Nε (Z)
dim B Z := lim inf .
ε→0 log 1/ε
If dim B Z = dim B Z := dim B Z the value dim B Z is called box dimension

of Z.
Let us give now an equivalent description of the fractal dimension of the set
Z. Let d ≥ 0, ε > 0 be numbers and put μ B (Z, d, ε) := εd Nε (Z) (capacitive d-
measure at level ε), μ F (Z, d) ≡ μ B (Z, d) := lim sup μ B (Z, d, ε) (upper capaci-
ε→0
tive d-measure) and μ B (Z, d) := lim inf μ B (Z, d, ε) (lower capacitive d-measure).
ε→0
It is easy to see that for the functions μ F (Z, ·) and μ B (Z, ·) there exists, as in the
Hausdorff measure case, a critical value dcr .
Proposition 3.21 For any totally bounded set Z ⊂ M we have
dim B Z = inf{d ≥ 0| μ F (Z, d) = 0} and dim B Z = inf{d ≥ 0 | μ B (Z, d) = 0} .
Proof Let us prove the first statement and put
log Nε (Z)
d1 := inf{d| μ F (Z, d) = 0}, d2 := lim sup .
ε→0 log 1/ε
Firstly, we show that d1 ≤ d2 . If d1 = 0, then this statement is obvious. Then we

shall suppose that d1 > 0. For a given γ ∈ (0, d1 ), choose a sequence of numbers
εm > 0 such that ε → 0 + 0 and
∞ = μ F (Z, d1 − γ ) = lim μ F (Z, d1 − γ , εm ).

m→+∞
Then for all sufficiently large m we have
εmd1 −γ Nεm (Z) ≥ 1. (3.9)
Passing if necessary to a subsequence, one can suppose that there exists the following
limit
log Nεm (Z)
lim ≤ d2 . (3.10)
m→+∞ log 1/εm
By (3.9) we have
log Nεm (Z)
d1 ≤ γ + .
log 1/εm
Passing to the limit as m → +∞ and taking into account (3.10), we obtain d1 ≤

d2 + γ . By virtue of arbitrariness of γ it follows that d1 ≤ d2 .
Now we show that d1 ≥ d2 . Let γ > 0 be an arbitrary number. Let us choose a
sequence of numbers εm > 0 such that εm → 0 + 0 and
log Nεm (Z)

d2 = − lim . (3.11)
m→+∞ log εm
Passing if necessary to a subsequence, one can suppose that
0 = μ F (Z, d1 + γ ) = lim μ F (Z, d1 + γ , εm ).

m→+∞
Then for all sufficiently great m we obtain

d1 +γ
εm Nεm (Z) ≤ 1.
Then d1 ≥ −γ − log Nεm (Z)/ log εm . Passing to the limit as m → +∞ and taking
into account (3.11), we get d1 ≥ d2 − γ . Since γ is arbitrary, then d1 ≥ d2 .
Remark 3.6 Since the inequality μ H (Z, d, ε) ≤ μ B (Z, d, ε) is obvious, we have

μ H (Z, d) = lim μ H (Z, d, ε) = lim inf rid ri ≤ ε, Bri ⊃ Z
ε→0 ε→0
≤ lim inf Nε (Z)εd = μ B (Z, d) ≤ lim sup Nε (Z)εd = μ F (Z, d) .

ε→0 ε→0
Therefore
dim H Z ≤ dim B Z ≤ dim F Z. (3.12)
Example 3.11 Returning now to Examples 3.8 and 3.10 of the previous subsection,
we can easily find that the fractal dimension of the Cantor set is log 2/ log 3 and the
fractal dimension of a smooth surface in R3 is 2. Let us demonstrate the first fact.
Suppose {εn }∞
n=1 is a sequence of numbers with
1 1 1 1
n
< εn ≤ , n = 1, 2, . . . .
2 3 2 3n−1
It follows from the construction of the Cantor set Z in Example 3.8 that Nεn (Z)
log 2n log 2
≤ 2n , n = 1, 2, . . . , and thus dim F Z ≤ lim sup log(2·3 n−1 ) = log 3 . Assume now that
n→∞
εn }∞
{ n=1 is a sequence with 2 3n+1 ≤
1 1
εn < 21 31n , n = 1, 2, . . . . It is easy to see that
each ball Bεn intersects at most one of the intervals Zn from Example 3.8. It follows
that
Nεn (Z) ≥ 2n , n = 1, 2, . . . ,
n
log 2 log 2
and thus dim B Z ≥ lim inf log(2·3 n+1 ) = log 3 . Putting together the two estimates we
n→∞
get
log 2 log 2
≤ dim B Z ≤ dim B Z ≤ .
log 3 log 3
This gives, together with the result from Example 3.8, for the Cantor set the dimen-
sions
log 2
dim H Z = dim B Z = .
log 3
Let us consider an example which demonstrates that the Hausdorff dimension and
the fractal dimension may not coincide.
Example 3.12 Let M = [0, 1] with the usual metric from R and Z = {0, 1, 21 ,
1
3
, . . . }. We show that dim H Z = 0 and dim B Z = dim F Z = 1/2. Indeed, since Z
is a countable set, we have by Proposition 3.16 dim H Z = 0.
Put p0 := 0 and p j := 1/j for j > 0. Let us show at first that dim B Z ≥ 1/2.
Assuming an arbitrary integer number m > 0 to be fixed we put εm := 2m(m+1) 1
.
Since j − j+1 = j ( j+1) , it follows that none of two points p j , where 1 ≤ j ≤ m,
1 1 1
can be covered by one interval of length 2εm . Consequently, Nεm (Z) ≥ m. Thus,
log Nεm (Z) log m log m m→+∞ 1

≥ = −→ .
log 1/εm log[2m(m + 1)] log 2 + 2 log m + log(1 + 1
m
) 2
It follows that dim B Z ≥ 1/2.

Let us show now that dim F Z ≤ 1/2. Suppose that ε ∈ (0, 1) is an arbitrary
number. Let us choose an integer m > 0 such that 2m(m+1) 1
< ε ≤ m12 .
The points p0 , p j with j ≥ m(m + 1) belong to the interval [0, m(m+1)
1
], which can
be covered with one interval of length 2ε. The points p j with j satisfying m < j <
m(m + 1) belong to the interval [ m(m+1)
1
, m1 ], which, obviously, can be covered by
m + 1 intervals of length 2ε. Consequently Nε (Z) ≤ 1 + m + 1 + m = 2(m + 1).
Therefore we have
log Nε (Z) log[2(m + 1)] log 2 + log m + log(1 + 1

)
m m→+∞ 1
≤ 2
= −→ .
log 1/ε log m 2 log m 2
Together with the inequality from above we have 1/2 ≤ dim B Z ≤ dim F Z ≤ 1/2.
Example 3.13 Let H be a separable Hilbert space with scalar product ·, · and an
associated norm · . Let {e j }∞
j=1 be an orthonormal basis in H. Consider the set
1
Z := 0 ∪ e j | j = 2, 3, . . . .
log j
Since the compact set Z is countable, we have dim H Z = 0 (Proposition 3.16). Let
us prove that dim F Z = ∞.
Write for shortness p j := log1 j e j , j > 1. Further, fix an arbitrary integer m, and
put
1
εm := √ .
2 log m
For the distance between arbitrary points pi and p j we have

!2 !2 √
1 1 2
| pi − p j | = + > ≥ 2εm ,
log i log j log j
assuming that 2 ≤ i < j ≤ m. Therefore, p j − p j+1 > 2εm , j = 2, 3, . . . ,

m − 1. This means that in any cover of Z with sets of radius εm each of the points
p2 , p3 , . . . , pm must be covered by an extra ball. It follows, that Nεm (Z) ≥ m − 1
and therefore we have
log Nεm (Z) log(m − 1) m→+∞

≥ √ −→ ∞.
log 1/εm log( 2 log m)
Hence dim F Z = ∞.
The main properties of the lower and upper box dimension can be found in the
next proposition [39, 40].
Proposition 3.22 Suppose that (M, ρ) is a metric space. Then it holds:
(1) dim B ∅ = dim F ∅ = 0;
(2) dim B Z1 ≤ dim B Z2 , dim F Z1 ≤ dim F Z2 , if Z1 ⊂ Z2 ⊂ M are totally bounded
sets;
(3) dim F j≥1 Z j ≥ sup j≥1 {dim F Z j }, dim B ( j≥1 Z j ) ≥ sup j≥1 dim B Z j ,
where Z j ⊂ M, j = 1, 2, . . . are totally bounded sets;

(4) dim F kj=1 Z j = max1≤ j≤k {dim F Z j } for arbitrary totally bounded sets
Z j ⊂ M, j = 1, 2, . . . , k;

(In general dim B ( kj=1 Z j ) = max1≤ j≤k {dim B Z j } is not true.)
(5) If the set Z ⊂ M is finite, then dim B Z = dim F Z = 0;
(6) If (M , ρ ) is a second metric space and Φ : M → M is a bijection such that
Φ and Φ −1 are Lipschitz then for any totally bounded set Z ⊂ M we have
dim B Z = dim B Φ(Z) and dim F Z = dim F Φ(Z) ;
(7) If Z ⊂ M is a totally bounded set, Z is the closure in M, then dim B Z =
dim B Z and dim F Z = dim F Z, i.e. the lower and upper box dimensions do not
distinguish between a set and its closure;
(8) If (M, g) is an n-dimensional compact Riemannian manifold, then
dim B M = n.
Proof Let us demonstrate (2). For any ε > 0 we have Nε (Z1 ) ≤ Nε (Z2 ). It follows
that for all ε which are sufficiently small
log Nε (Z1 ) log Nε (Z2 )

≤
log 1/ε log 1/ε
and
log Nε (Z1 ) log Nε (Z2 )
lim sup ≤ lim sup .
ε→0 log 1/ε ε→0 log 1/ε
Let us show the first assertion of (4) and consider for simplicity the case k = 2. Since
Z1 ⊂ Z1 ∪ Z2 and Z2 ⊂ Z1 ∪ Z2 we conclude by (3) that maxi=1,2 dim F (Zi ) ≤
dim F (Z1 ∪ Z2 ). In order to prove the opposite inequality we use for Z := Z1 ∪ Z2
and arbitrary ε > 0 the inequality
Nε (Z) ≤ Nε (Z1 ) + Nε (Z2 ).
We know that there exists a sequence {εn }, εn → 0 such that dim F Z =

log Nεn (Z)
limn→∞ log 1/ε n
.
If necessary we choose a subsequence of {εn } (with the same notation) in order

to have also the two limits
log Nεn (Zi )
βi := lim (i = 1, 2) .
n→∞ log 1/εn
log Nεn (Z1 ) log Nεn (Z2 )
Clearly, βi ≤ dim F Z2 , i = 1, 2 . Define an := log 1/εn
− log 1/εn
,
n = 1, 2, . . . . It follows that for all these n
an log 1/εn = log Nεn (Z1 ) − log Nεn (Z2 )
and, consequently,
Nεn (Z2 ) = Nεn (Z1 )εnan , Nεn (Z) ≤ Nεn (Z1 ) [1 + εnan ] and
log Nεn (Z) ≤ Nεn (Z1 ) + log(1 + εnan ) .
W.l.o.g. we consider β1 > β2 . It follows that there exists an a > 0 and n 0 > 0, n 0 ∈
N, such that an ≥ a, n = n 0 , n 0 + 1, . . . . Thus we can choose a constant c1 > 0 such
that
log Nεn (Z) ≤ log Nεn (Z1 ) + c1 εnan , n = n 0 , n 0 + 1, . . . .
It follows that
a
log Nεn (Z) log Nεn (Z1 ) c1 εn n
≤ + and dim F Z ≤ β1 ≤ max{dim F Z1 , dim F Z2 } .
log 1/εn log 1/εn log 1/εn

Example 3.14 (a) Assume Z := Q ∩ [0, 1] denotes the set of rational numbers in
[0, 1]. It follows from Proposition 3.22, that dim F Z = dim F Z = dim F ([0, 1]) = 1 .
∞
Since the rational numbers are countable we can write Z = {qi }i=1 .
Using Proposition (3.16), we conclude that dim H Z = 0. This implies that dim H Z =
dim H Z = dim H ([0, 1]) = 1.
Since supi≥1 dim F {qi } = supi≥1 0 = 0, we see that assertion (3) in Proposition
3.22 is really an inequality.
Remark 3.7 Suppose that M is an arbitrary topological space. A map Φ : M →
R N is called a topological or C 0 -embedding if the restriction Φ : M → Φ(M) is a
homeomorphism.
It is a classical result (Menger [34], Nöbeling [37], and Hurewicz [24]) that a space
with dim T M = n < ∞ can be topologically embedded in the space R2n+1 and the
set of such homeomorphisms forms a dense set G δ (i.e., a countable intersection
of open sets.) Because of inequality (3.12), any set Z in a metric space with finite
Hausdorff dimension dim H Z can thus topologically be embedded in R[2 dim H Z+1] .
(Here, [k] denotes for a real number k the smallest integer greater than or equal to
k.) Important embedding results and their relation to dimensions are presented in
the book by Whitney [52]. One can construct subsets of a Hilbert space with finite
Hausdorff dimension that cannot be embedded by an orthogonal projection into R N
for any N [47]. In 1981 R. Mané [32] showed that “most” projections of a set M in a
Banach space with a finite fractal dimension dim F M onto subspaces of dimension
> dim F M + 1 are injective. “Most” means here that the set of injective projections
contains a countable intersection of dense sets in the space of all projections endowed
with the norm topology. However this does not allowed any statement on the fractal
dimension of the projected set. Ben-Artzi et al. [3] showed in the finite dimensional
case the existence of such projections whose inverse is in edition Hölder continuum
on the projected set.
This result has been generalized by Foias and Olsen [17], Robinson [46] to Hilbert
spaces. In the works of Hunt and Kaloshin [22] and Hunt et al. [23] it was shown
that the former results also can be expected generically in a probabilistic sense
which is called prevalence. In the paper of Okon [38] such an embedding result
for compacta with finite fractal dimension for Banach spaces is generalized to metric
spaces. Embedding results for dynamical systems on infinite-dimensional manifolds
are shown in Reitmann and Popov [45].
3.2.3 Self-similar Sets
Let (M, ρ) be a separable complete metric space. If Φ : M → M is a map, then

the Lipschitz constant of Φ is
ρ (Φ( p), Φ(q))

Lip Φ := sup .
p =q ρ ( p, q)
The map Φ is Lipschitz if Lip Φ < ∞ and Φ is a contraction if Lip Φ < 1.

Let {Φ1 , . . . , Φm }(m ≥ 2) be contractions on M. A non-empty compact set K ⊂
M is called self-similar with respect to {Φ1 , . . . , Φm } if K satisfies the equation
K = Φ1 (K) ∪ · · · ∪ Φm (K) . (3.13)
One can show that (3.13) has for Lipschitz maps a unique non-empty compact solu-
tion K = K(Φ1 , . . . , Φm ). The Hausdorff dimension and the topological dimension
of K(Φ1 , . . . , Φm ) can be estimated by the following theorem [19].
Theorem
m 3.1 Let δ = δ(Φ1 , . . . , Φm ) be the unique root of the equation
j=1 (Lip Φ j )δ = 1. Then we have
dim H K(Φ1 , . . . , Φm ) ≤ δ .
Proof We follow the proof in [19]. Let Wnm be the set of all finite words of length n ∈
N of m symbols {1, . . . , m}. For any w = (w1 , . . . , wm ) ∈ Wmn we consider the set
Kw := Φw1 ◦ Φw2 ◦ · · · ◦ Φwn (K(Φ1 , . . . , Φm )).
It follows from (3.13) that
K(Φ1 , . . . , Φm ) = Kw . (3.14)
w∈Wnm
Moreover, denoting by diam Z the diameter of a set Z, we have
diam Kw ≤ λn diam K(Φ1 , . . . , Φm ) =: εn ,
where λ := max j=1,...,m Lip Φ j < 1. Since {Kw }w∈Wnm is a finite εn -covering of
K(Φ1 , . . . , Φm ) by (3.14), it follows for the corresponding outer Hausdorff mea-
sure at level εn and of order δ that

μ H (K(Φ1 , . . . , Φm ), δ, εn ) ≤ (diam Kw )δ
w∈Wnm
⎛ ⎞n

m
≤ (diam K(Φ1 , . . . , Φm ))δ ⎝ (Lip Φ j )δ ⎠ = (diam K(Φ1 , . . . , Φm ))δ < ∞ .
j=1
Letting n → ∞ we have μ H (K(Φ1 , . . . , Φm ), δ) < ∞ which implies that

dim H K(Φ1 , . . . , Φm ) ≤ δ.
A map Φ : M → M is a similitude if there is a fixed 0 < r < 1 such that
ρ(Φ( p), Φ(q)) = rρ ( p, q), ∀ p, q ∈ M.
Let the similitude Φ have a fixed point a, let Lip Φ = r , and let T be the orthonormal
transformation given by T ( p) := r1 [Φ( p + a) − a]. Then Φ( p) = r T ( p − a) + a.
According to [25] we write Φ = (a, r, T ) for this representation. A set of maps
{Φ1 , . . . , Φm } on M satisfies the open set condition if there exists a non-empty open
set U such that

(i) mj=1 Φ j (U) ⊂ U , and
(ii) Φi (U) ∩ Φ j (U) = ∅ if i = j .
Suppose that there is a closed set C ⊂ M with the interior int C = ∅ such that
(a) Φi (C) ⊂ C if i = 1, . . . , m, and
(b) int Φi (C)∩ int Φ j (C) = ∅ if i = j .
Then the open set condition is satisfied [25]. The following theorem was proved by
Moran [36] and Hutchinson [25].
Fig. 3.3 The Koch curve
Theorem 3.2 If {Φ1 , . . . , Φm } is a set of similitudes of Rn and if this set satisfies

the open set condition, then
dim H K(Φ1 , . . . , Φm ) = dim B K(Φ1 , . . . , Φm ) = δ,

m
where δ is the unique solution of j=1 (Lip Φ j )δ = 1 .
Proof The estimate dim H K(Φ1 , . . . , Φm ) ≤ δ follows from Theorem 3.1. For the
lower estimate dim H K(Φ1 , . . . , Φm ) ≥ δ see [36] or [25]. From (3.12) it follows that
δ ≤ dim B K(Φ1 , . . . , Φm ) ≤ dim B K(Φ1 , . . . , Φm ). Using the same technique as in
the proof of Theorem 3.1 one shows that dim B K(Φ1 , . . . , Φm ) ≤ δ.
Example 3.15 (a) Let {Φ1 , Φ2 } be similitudes Φi : R → R given by Φ1 = (0, 13 , I )
and Φ2 = (1, 13 , I ) (I is the identity map). Then K(Φ1 , Φ2 ) =: Z = Φ1 (Z) ∪
Φ2 (Z), where Z is the Cantor set (see Examples 3.8 and 3.9).
(b) Let a1 , a2 , a3 , a4 , a5 be points as shown in Fig. 3.3. Let {Φ1 , Φ2 , Φ3 , Φ4 } be
similitudes of R2 , where Φi : R2 → R2 , i = 1, . . . , 4, is the unique similitude map-
ping a−− → −−−→
1 a5 to ai ai+1 and having positive determinant. The set K = K{Φ1 , Φ2 , Φ3 , Φ4 }
is called Koch curve. Figure 3.3 shows the approximation of K.
(c) The open set condition holds for (a) with C = [0, 1] and for (b) with C the
triangle (a1 , a5 , a3 ). It follows from Theorem 3.2 that for the set Z = K(Φ1 , Φ2 )
from (a) we have dim H Z = dim B K(Φ1 , Φ2 ) = log 2/ log 3, where δ = log 2/ log 3
is the unique solution of (1/3)δ + (1/3)δ = 1.
It follows from the same theorem that for the set Z = K(Φ1 , Φ2 , Φ3 , Φ4 ) from
(b) we have dim H Z = dim B Z = log 4/ log 3, where δ = log 4/ log 3 is the unique
solution of
(1/3)δ + (1/3)δ + (1/3)δ + (1/3)δ = 1 .
3.2.4 Dimension of Cartesian Products
The subject of this subsection is the study of dimension properties of Cartesian prod-
ucts. We follow the representation in [14, 21, 51]. Let (M, ρ) and (M , ρ ) be metric
spaces. We consider in the Cartesian product M × M the &metric ρ
given for arbi-
trary ( p, p ), (q, q ) ∈ M × M by ρ (( p, p ), (q, q )) := ρ( p, q)2 + ρ ( p , q )2 .
It follows that for arbitrary r > 0, r > 0 and points p0 ∈ M, p0 ∈ M
Br ( p0 ) × Br ( p0 ) ⊂ B√ ( p0 , p0 )
r 2 +r 2
&
= ( p, p ) | ρ
(( p, p ), ( p0 , p0 )) ≤ r 2 + r 2 .
Example 3.16 (a) Suppose that M and M are n-resp. m-dimensional smooth
Riemannian manifolds. Then we have dim H M = n, dim H M = m, and dim H (M ×
M ) = m + n = dim H M + dim H M .
(b) It is shown in [14] that there exist sets Z, Z ⊂ R with dim H Z = dim H Z = 0
but dim H Z × Z ≥ 1.
Proposition 3.23 Suppose that (M, ρ) and (M , ρ ) are metric spaces, Z ⊂ M

and Z ⊂ M are compact sets. Then
dim F (Z × Z ) ≤ dim F (Z) + dim F (Z ).
Proof We show the mean idea of the proof. Suppose that for ε > 0 the expressions
Nε (Z) and Nε (Z ) denote the minimal number of balls of radius ε, necessary for
the covering of Z and Z , respectively.
√ It follows that Z × Z is already covered by
Nε (Z)Nε (Z ) balls of radius 2 ε and
log[Nε (Z)Nε (Z )]
dim F (Z × Z ) ≤ lim sup √
ε→0 − log( 2ε)
' (
log Nε (Z) log Nε (Z )
= lim sup √ + √
ε→0 − log( 2ε) − log( 2ε)
log Nε (Z) log Nε (Z )
≤ lim sup √ + lim sup √
ε→0 − log( 2ε) ε→0 − log( 2ε)
= dim F Z + dim F Z .
Proposition 3.24 Suppose that (M, ρ) and (M , ρ ) are metric spaces, Z ⊂ M

and Z ⊂ M are compact sets. Then
dim H (Z × Z ) ≤ dim H Z + dim F Z .
Proof Suppose that s > dim H Z and t > dim F Z are arbitrary numbers. Let us
choose ε0 > 0 so small that
εt Nε (Z ) ≤ 1 , ∀ε ∈ (0, ε0 ) . (3.15)

Suppose that {Bri } is for ε ∈ (0, ε0 ) an ε-cover of Z such that i ri2 < 1. For each i
let {Bri ( pi j )} be a cover of Z with the minimal number Nri (Z ) of balls with radius ri .
It follows that in M × M each set Bri × Z is covered by Nri (Z ) balls B √ ⊃

√ 2ri
Bri × Bri ( pi j ) . But this implies that Z × Z ⊂
B 2ri and, using (3.15),
i j
√ √
μ H (Z × Z , s + t, 2 ε) ≤ ( 2 ri )s+t
i j
√ √
≤ Nri (Z )( 2)s+t ris+t ≤ ( 2)s+t ris < + ∞.
i i
√
Thus we have a constant c > 0 such that μ H (Z × Z , s +√t, 2 ε) ≤ c and, conse-
quently, μ H (Z × Z , s + t) = supε>0 μ H (Z × Z , s + t, 2 ε) ≤ c . It follows that
dim H (Z × Z ) ≤ s + t. Since s > dim H Z and t > dim F Z are arbitrary, we get
dim H (Z × Z ) ≤ dim H Z + dim F Z .
The next proposition is shown in [51] and we state it without proof.
Proposition 3.25 Suppose that (M, ρ), (M , ρ ) are metric spaces, Z ⊂ M and
Z ⊂ M are arbitrary subsets. Then we have
dim H (Z × Z ) ≥ dim H Z + dim H Z .
Corollary 3.2 Suppose that (M, ρ), (M , ρ ) are metric spaces, Z ⊂ M and
Z ⊂ M are totally bounded sets, and dim H Z = dim F Z . Then
dim H (Z × Z ) = dim H Z + dim H Z .
Proof From Proposition 3.25 it follows immediately that
dim H Z + dim H Z ≤ dim H (Z × Z )
and from Proposition 3.24 and the assumption of the corollary we conclude that
dim H (Z × Z ) ≤ dim H Z + dim F Z = dim H Z + dim H Z .
Example 3.17 (a) Suppose (M, ρ) is a metric space, Z ⊂ M is totally bounded

and Z := [a, b] ⊂ R. Then we have dim H Z = dim F Z = 1 and, by Corollary 3.2,
dim H (Z × [a, b]) = dim H Z + 1 .
(b) Suppose Z is as in a) and Z is the Cantor set. We have shown in Examples
3.8 and 3.11 that dim H Z = dim F Z = log 2
log 3
. It follows from Corollary 3.2 and also
log 2
that dim H (Z × Z ) = dim H Z + dim H Z = dim H Z + log 3
.
3.3 Topological Entropy 125
3.3 Topological Entropy
In 1965 Adler et al. [1] defined the topological entropy as an analogon of the metric
entropy introduced previously by Kolmogorov and Sinai [28, 48]. In contrast to the
last one, the topological entropy is defined without using any invariant measure. An
equivalent definition of topological entropy was introduced by Bowen [5, 6] and
Dinaburg [10] using spanning and separated sets. The application of the concept of
topological entropy to one-dimensional maps is one of the best-investigated cases.
Here, for example, it is shown that the positiveness of entropy of a map is equiva-
lent to its random behaviour. The applications of topological entropy to the study of
high-dimensional discrete and continuous-time dynamical systems is less well under-
stood. However also in this case there were found some interesting connections with
dimension-like characteristics of attractors.
3.3.1 The Bowen-Dinaburg Definition
In the present subsection we shall give a definition of topological entropy and describe
its essential properties. The representation is based on the papers [5, 6, 33]. The
analysis is done in a compact metric space M with a metric ρ. We also suppose that
a continuous map ϕ : M → M is given. Let us recall that by Br ( p) there is denoted
a ball of radius r with its centre p in the space M

Br ( p) = q ∈ M| ρ( p, q) < r .
For any integer number m > 0 we define in M the Bowen ball with centre in p
and radius r by the equality

Br ( p, m) := q ∈ M| max ρ ϕ j ( p), ϕ j (q) < r .
0≤ j≤m−1
Since ϕ is continuous, it follows that for any ε > 0 and any integer m > 0 there
can be found a number δ > 0 such that Bδ ( p) ⊂ Bε ( p, m). Therefore the Bowen
ball is an open set. Consequently, in virtue of compactness of M, the number of the
Bowen balls which are necessary to cover M is finite.
Let Nε (M, m) be a minimal number of such balls. It is clear that Nε (M, m) ≤
Nε (M, m) for ε ≥ ε. Whence it follows that the following definition is correct.
Definition 3.10 The topological entropy of the continuous map ϕ : M → M of

the compact metric space (M, ρ) is given by
1
h top (ϕ, M) ≡ h top (ϕ) = lim lim sup log Nε (M, m).
ε→0+ m→+∞ m
The set P ⊂ M is said to be (m, ε)-spanning set for M with respect to ϕ, if for
any p ∈ M there exists an q ∈ P such that p ∈ Bε (q, m). The number Nε (M, m)
introduced above may be considered as the smallest cardinality of an (m, ε)-spanning
set for M with respect to ϕ.
A set R ⊂ M is said to be (m, ε)-separated with respect to ϕ if for any p, q ∈ R
with p = q the inequality

max ρ ϕ j ( p), ϕ j (q) > ε
0≤ j≤m−1
is satisfied. Let Sε (M, m) denote the largest cardinality of an (m, ε)-separated set
R ⊂ M with respect to ϕ. Actually, it follows from the next lemma that both
Sε (M, m) as Nε (M, m) are finite numbers.
Lemma 3.5 Suppose that ε > 0 and m ∈ N are arbitrary. Then the following
inequalities hold:
(1) Nε (M, m) ≤ Sε (M, m) ≤ Nε/2 (M, m);
(2) Sε (M, m) ≤ Sε (M, m) for any ε ≥ ε.
Proof Prove that Sε (M, m) ≤ Nε/2 (M, m). Let R be an (ε, m)-separated set, and P
be an (ε/2, m)-spanning set for M with respect to ϕ. We define a map ψ : R → P
in the way. For p ∈ R we choose some point ψ( p) ∈ P such that p ∈
following
Bε/2 ψ( p), m . If ψ( p) = ψ(q) for p, q ∈ R, then
ε ε
max ρ ϕ j ( p), ϕ j (q) ≤ + = ε.
0≤ j≤m−1 2 2
Therefore p = q. Consequently, ψ is a bijective map from R on ψ(R) ⊂ P. It

follows that the cardinality of R is not greater than the cardinality of P.
We now prove that Nε (M, m) ≤ Sε (M, m). Let R be an (m, ε)-separated set
of a maximal cardinality Sε (M, m). Let us show that R is an (m, ε)-spanning set.
Assuming the opposite, that there exists an p ∈ M such that
/ Bε (q, m), for all q ∈ R.

p∈
Then R ∪ { p} is also an (m, ε)-separated set which contradicts the choice of R.

Thus, part (1) of the lemma is proved. Assertion (2) is obvious.
The following proposition is an immediate corollary of the lemma proved above.
Proposition 3.26 Suppose (M, ρ) is a compact metric space and ϕ : M → M is

continuous. Then
1
h top (ϕ, M) = lim lim sup log Sε (M, m).
ε→0+ m→+∞ m
Example
3.18 Suppose ϕ : M → M is an isometry, i.e. for all p, q ∈ M one has
ρ ϕ(M), ϕ(q) = ρ( p, q). Then h top (ϕ, M) = 0.
Indeed, for an isometry we have Bε ( p, m) = Bε ( p) for any p ∈ M, ε > 0 and
m ∈ N. In other words, each Bowen ball coincides with the usual metric ball. There-
fore Nε (M, m) does not depend on m and the result follows immediately from
definition.

Example 3.19 Consider Example 1.5, Chap. 1, i.e. the dynamical system {ϑ m }m∈Z+ ,
Ω2+ , ρ . Let us show that h top (ϑ, M) = log 2.
Denote by P k the set of finite sequences (ω1 , ω2 , . . . , ωk ), consisting of 0
and 1. Obviously, the number of elements in P k is 2k . Let l be an arbitrary
natural number. From the inequality ρ(ω, ω ) > 2−l it follows that there can be
found a j ∈ {1, 2, . . . , l} such that ω j = ω j or, more generally, the inequality

ρ ϑ m (ω), ϑ m (ω ) > 2−l implies the existence of j ∈ {1, 2, . . . , m + l} such that
ω j = ω j . Consequently, the number of elements in any (m, 2−l )-separated set R of
the space M does not exceed the number of elements in the set P m+l . Therefore
S2−l (M, m) ≤ 2m+l .
Let us enumerate all elements of the set P m and to each its j-th element ( j =
1, 2, . . . , 2m ) assign an element from the space M in accordance with the rule
(ω1 , . . . , ωm ) → (ω1 , . . . , ωm , 0, . . . , 0, 1, 0, . . . ),
i.e., on the (m + j)-th place is 1, and the other elements of a ’tail’ are zero. It is clear
that the subset of M, constructed above, is an ( 21 , m)-separated one. It follows that
S 21 (M, m) ≥ 2m .
Let ε ∈ (0, 21 ) be an arbitrary number. Let us choose a natural l such that 2−l < ε.
Using the monotonicity of the value Sε (M, m) with respect to ε, we obtain
S 21 (M, m) ≤ Sε (M, m) ≤ S2−l (M, m).
Consequently,
2m ≤ Sε (M, m) ≤ 2m+l .
It follows that
!
1 l
log 2 ≤ log Sε (M, m) ≤ 1 + log 2 and
m m
1
lim sup log Sε (M, m) = log 2.
m→+∞ m
3.3.2 The Characterization by Open Covers
In this subsection we give a characterization of topological entropy suggested in [1].

Suppose that for an open cover U of the compact metric space (M, ρ) the expression
N (U) is the minimal number of elements of U which is necessary to cover M. For
any continuous map ϕ : M → M and any open covers U and V of M introduce the
notion

U ∨ V := U ∩ V | U ∈ U, V ∈ V ,

ϕ −1 U := ϕ −1 (U) | U ∈ U and H (U) := log N (U).
Note that the product U ∨ V of two covers and the preimage ϕ −1 (U) are open covers
of M. Define the entropy of the map ϕ with respect to the cover U by
1
h(ϕ, U) := lim log N (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m−1) U). (3.16)
m→+∞ m
In order to verify the correctness of the given definition, it is necessary to prove the
existence of the limit in the right-hand side of (3.16). This follows from the following
lemmas.
Lemma 3.6 Suppose that ϕ : M → M is continuous and U and V are open covers
of M. Then the following relations are true:
(1) ϕ −1 (U ∨ V) = ϕ −1 U ∨ ϕ −1 V;
(2) H (U ∨ V) ≤ H (U) + H (V);
(3) H (ϕ −1 U) ≤ H (U);
(4) H (ϕ −1 U) = H (U), if ϕ is surjective.
Proof The validity of this lemma follows directly from the definitions of U ∨ V,
ϕ −1 U and H (U).
Lemma 3.7 Let {am }m≥1 be a sequence of real numbers such that am+i ≤ am + ai
for any m, i ∈ N. Then the limit
am
lim
m→+∞ m
am
exists and is equal to inf .
m∈N m
Proof Let us consider a natural i to be fixed and represent m in the form m = ki + j,

where k, j are non-negative integer numbers and 0 ≤ j < i. We have
am aki+ j aki aj kai aj

= ≤ + ≤ + .
m ki + j ki ki ki ki
If m → +∞, then also k → +∞. Therefore

am ai
lim sup ≤ .
m→+∞ m i
Consequently,
am ai
lim sup ≤ inf .
m→+∞ m i i
On the other hand

ai am
inf ≤ lim inf .
i i m→+∞ m
Lemma 3.8 The limit in the right-hand side of (3.16) exists.
Proof By Lemma 3.6 for any natural numbers m and i we have
H (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m+i−1) U)

= H U ∨ · · · ∨ ϕ −(m−1) U ∨ ϕ −m (U ∨ · · · ∨ ϕ −(i−1) U)

≤ H (U ∨ · · · ∨ ϕ −(m−1) U) + H ϕ −m (U ∨ · · · ∨ ϕ −(i−1) U)
≤ H (U ∨ · · · ∨ ϕ −(m−1) U) + H (U ∨ · · · ∨ ϕ −(i−1) U).
Therefore the validity of Lemma 3.8 follows from Lemma 3.7, if we put for any
m∈N
am = H (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m−1) U).
Thus, the correctness of the definition of the entropy of ϕ with respect to U, i.e.
h(ϕ, U) is proven.

continuous. Then h top (ϕ, M) = sup h(ϕ, U), where the supremum is taken over all
finite open covers U of M.
Proof Denote for brevity h ∗ := sup h(ϕ, U), where the supremum is taken over all
U
finite open covers U of M.
We show at first that h ∗ ≤ h top (ϕ, M). Let U := {U1 , . . . , Ur } be some open cover
of M and δ be the Lebesgue number of U (see Sect. 3.1.2). Let also P be an (m, δ/2)-
spanning set of minimal cardinality for M. For q ∈ P, choose U j0 (q ), . . . , U jm−1 (q )
in U such that

Bδ/2 ϕ k (q ) ⊂ U jk (q ), k = 0, 1, . . . , m − 1.
It follows that

C(q ) := U j0 (q ) ∩ ϕ −1 U j1 (q ) ∩ · · · ∩ ϕ −(m−1) U jm−1 (q )
is an element of the cover U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m−1) U.

We have
M= C(q ),
q ∈P
since for every p ∈ M, there can be found

a q ∈ P such
that p ∈ Bδ/2 (q , m)
and, consequently, p ∈ ϕ −k Bδ/2 ϕ k (q ) ⊂ ϕ −k U jk (q ) , 0 ≤ k ≤ m − 1. There-
fore p ∈ C(q ).
Thus,
N (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m−1) U) ≤ cardP = Nδ/2 (M, m) (3.17)
and
1
h(ϕ, U) ≤ lim sup log Nδ/2 (M, m).
m→+∞ m
If we let δ tend to 0, then we obtain h ∗ (ϕ) ≤ h ∗top (ϕ, M).

In order to prove the opposite equality, suppose that a δ > 0 is given. Let us
choose for M an open cover U = {U1 , . . . , Ur } such that diam (U j ) < δ for all
j = 1, 2, . . . , r. Let R be an (m, δ)-separated subset of M with maximal cardinality.
It should be noted that two elements p, q ∈ R, p = q can not belong to one and the
same element of U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m−1) U, since if
)
m−1

p, q ∈ ϕ −k U jk ,
k=0
then
max ρ ϕ k ( p), ϕ k (q) < δ
0≤k≤m−1
and therefore p = q. Thus,
N (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m−1) U) ≥ card R = Sδ (M, m).
Thus,
1
h ∗ (ϕ) ≥ h(ϕ, U) ≥ lim supm→+∞ log Sδ (M, m).
m
If we let δ tend to 0, then we obtain h ∗ (ϕ) ≥ h top (ϕ, M).

3.3.3 Some Properties of the Topological Entropy
In this subsection we shall consider some important properties of the topological

entropy of a map or of a flow. Most of these properties can be found in [1, 27, 30].
Proposition 3.28 Suppose if ϕ : M → M is a homeomorphism of the compact
metric space (M, ρ). Then
h top (ϕ, M) = h top (ϕ −1 , M) .
Proof By the properties (4) and (1) of Lemma 3.6 we have for any finite open cover
U of M and any natural m

H (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m−1) U) = H ϕ m−1 (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m−1) U)
−1 −(m−1)
= H (U ∨ ϕU ∨ · · · ∨ ϕ m−1 U) = H U ∨ (ϕ −1 ) U ∨ · · · ∨ (ϕ −1 ) U .
Therefore h(ϕ, U) = h(ϕ −1 , U) and the assertion follows from Proposition 3.27.

Proposition 3.29 Suppose that (M1 , ρ1 ) and (M2 , ρ2 ) are compact metric spaces,
ϕ j : M j → M j ( j = 1, 2) are continuous maps and χ : M1 → M2 is a homeo-
morphism such that χ ◦ ϕ1 = ϕ2 ◦ χ , i.e. χ is a conjugacy between ϕ1 and ϕ2 . Then
h top (ϕ1 , M1 ) = h top (ϕ2 , M2 ). In particular, the topological entropy does not depend
on the choice of the metric.
Proof By relations (4) and (1) of Lemma 3.6 we have for an arbitrary finite open
cover U of M and arbitrary natural m

H (U ∨ ϕ2−1 U ∨ · · · ∨ ϕ2−(m−1) U) = H χ −1 (U ∨ ϕ2−1 U ∨ · · · ∨ ϕ2−(m−1) U)
= H (χ −1 U ∨ ϕ1−1 χ −1 U ∨ · · · ∨ ϕ1−(m−1) χ −1 U).
Therefore, h(ϕ2 , U) = h(ϕ1 , χ −1 U) and the assertion follows from Proposition

3.27.
Proposition 3.30 Suppose that ϕ : M → M is a continuous map of the com-
pact metric space (M, ρ) and Z ⊂ M is a closed and ϕ-invariant subset. Then
h top (ϕ, Z) ≤ h top (ϕ, M).
Proof Let
U be some finite open cover of Z. For each U∈ U there can be found an

open subset U such that U = U ∩ Z. A family of such sets U together with the open
set M \ Z forms a finite open cover U of the set M.
Suppose that
ϕ = ϕ|Z and let m be an arbitrary natural number. Then
H ( ϕ −1
U∨ ϕ −(m−1)
U ∨ ··· ∨ U) ≤ H (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m−1) U).
ϕ,
Therefore h( U) ≤ h(ϕ, U) and the assertion follows from Proposition 3.27.

continuous. Then for any natural k
h top (ϕ k , M) = k h top (ϕ, M). (3.18)
Proof If k is an arbitrary natural and U is an arbitrary finite open cover of M, then
h top (ϕ k , M) ≥ h(ϕ k , U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(k−1) U)

= lim k H (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −k+1 U ∨ ϕ −k U ∨ · · · ∨ ϕ −(mk−1) U)/mk = k h(ϕ, U).
m→+∞
Consequently, h top (ϕ k , M) ≥ k h top (ϕ, M).

On the other hand, since there is the refinement
U ∨ (ϕ k )−1 U ∨ · · · ∨ (ϕ k )−(m−1) U ≺ U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(mk−1) U,
by (3.16) we have
h(ϕ, U) = lim H (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(mk−1) U)/mk ≥ h(ϕ k , U)/k.

m→+∞
And the assertion again follows the Proposition 3.27.
Let us consider on the metric space (M, ρ) a family of continuous maps {ϕ t }t∈R ,
having the following properties:
(1) ϕ 0 is the identity
map on M;
(2) ϕ t+s ( p) = ϕ t ϕ s ( p) for any t, s ∈ R and p ∈ M;
(3) The map (t, p) → ϕ t ( p) is continuous on R × M.
The family {ϕ t }t∈R , satisfying (1)–(3) is called C 0 -flow in M.
For such a C 0 -flow the following generalization of formula (3.18) is valid [6].
Proposition 3.32 Suppose {ϕ t }t∈R is a C 0 -flow on the compact metric space (M, ρ).
Then for any t ∈ R
h top (ϕ t , M) = |t| h top (ϕ 1 , M).
Proof Let us show that for any t, s > 0
t
h top (ϕ t , M) ≤ h top (ϕ s , M). (3.19)
s
From the continuity of the flow it follows that
∀ε > 0 ∃ δ > 0 ∀ p, q ∈ M, ρ( p, q) ≤ δ : ρ(ϕ r ( p), ϕ r (q)) ≤ ε, 0 ≤ r ≤ s.

Suppose P ⊂ M is an (n, δ)-spanning set for M w.r.t. ϕ s , i.e. assume that

∀ p ∈ M ∃ q ∈ P ρ( p, q) ≤ δ, . . . , ρ ϕ s(n−1) ( p), ϕ s(n−1) (q) ≤ δ.
It follows that for all 0 ≤ r ≤ s

ρ(ϕ r ( p), ϕ r (q)) ≤ ε, . . . , ρ ϕ s(n−1)+r ( p), ϕ s(n−1)+r (q) ≤ ε .
But this implies that P is an (m, ε)-spanning set for M with respect to ϕ t if mt ≤
s(n − 1) + s = ns, and
* mt +
Nε (M, m, ϕ t ) ≤ Nδ M, + 1, ϕ s .
s
(Here [·] denotes the integer part.) As a consequence we have
1 t
lim sup log Nε (M, m, ϕ t ) ≤ h top (ϕ s , M),
m→∞ m s
and, consequently, the inequality (3.19).

Now we can write with t > 0 and s = 1
1
h top (ϕ t , M) ≤ t h top (ϕ 1 , M) ≤ t h top (ϕ t , M) = h top (ϕ t , M).
t
For negative t consider the map ψ := ϕ −1 and write for s = −t
h top (ψ s , M) = s h top (ψ 1 , M) = (−t)h top (ϕ −1 , M) = (−t)h top (ϕ, M)
(Propositions 3.28 and 3.31).

Since ϕ 0 = idM we conclude from Example 3.18 that h top (ϕ 0 , M) = 0.
Consider again a metric space (M, ρ), a continuous map ϕ : M → M and the
associated dynamical system {ϕ k }k∈Z+ . A point p ∈ M is said to be non-wandering
with respect to the map ϕ (or the dynamical system {ϕ k }k∈Z ) if for any open neigh-
borhood U of the point p and arbitrary k > 0 it can be found a natural number
m > k, m ∈ N, such that ϕ m (U) ∩ U = ∅.
We have the following result [5, 6].
Proposition 3.33 Suppose that N W(ϕ)

is the set of all non-wandering points of ϕ.
Then h top (ϕ, M) = h top ϕ, N W(ϕ) .
In the previous sections, when introducing different dimensions, we found rela-

tions between their values and finally got the chain
dim T Z ≤ dim H Z ≤ dim F Z. (3.20)

It is natural to find a connection between the topological entropy of a map ϕ on M

and the dimension of the space M, in which ϕ acts. Such results are found for all
three types of dimensions in (3.20) (see, for example, [11, 15, 18, 26] and references
in these works). But in these cases on the continuous map ϕ the different additional
constraints are imposed. The following simple example gives a representation about
results of this kind.
Example 3.20 Suppose that ϕ : M → M is a Lipschitz continuous map, i.e., there

exists a constant λ > 0 such that

ρ ϕ( p), ϕ(q) ≤ λ ρ( p, q), for all p, q ∈ M.
Let us show that under the condition that dim F M < +∞
h top (ϕ, M) ≤ max{0, log λ} dim F M.
Choose an arbitrary d > dim F M. Then
log Nδ (M)
<d
log δ −1
for all sufficiently small δ > 0. Let us also choose an arbitrary γ > λ and ε > 0.
Consider at first the case λ ≥ 1.
The condition ρ( p, q) < γ −m ε results in the following relation

ρ ϕ j ( p), ϕ j (q) < λ j γ −m ε ≤ γ −(m− j) ε < ε
for j = 0, 1, . . . , m − 1. Therefore Bδ ( p) ⊂ Bε ( p, m) with δ = γ −m ε. Thus,

Nε (M, m) ≤ Nδ (M). Then for all sufficiently large m we have
!
log Nε (M, m) log Nδ (M) log δ −1 log ε
≤ < d log γ − .
m log δ −1 m m
Consequently h top (ϕ, M) ≤ d log γ and h top (ϕ, M) ≤ log λ dim F M.

If ϕ is Lipschitz with λ < 1 it also satisfies a Lipschitz condition with λ = 1.
From the considered case above it follows that h top (ϕ, M) = 0.
Let us return again to Examples 3.18 and 3.19. If ϕ is an isometry, then ϕ is a
Lipschitz map with λ = 1. Therefore from Example 3.20 we immediately obtain
h top (ϕ, M) = 0. If ϕ is a shift operator on the space M from Example 3.19, then ϕ
is a Lipschitz map with λ = 2. Since h top (ϕ, M) = log 2, it follows from Example
3.20 that dim F M ≥ 1.
The next proposition which is taken from [27] shows that the degree of a map can
give useful information on a lower bound for the topological entropy.
Proposition 3.34 Suppose that (M, g) is an n-dimensional compact orientable Rie-

mannian C k -manifold and ϕ : M → M is a C r -map (k ≥ r ≥ 1).
Then h top (ϕ, M) ≥ log | deg ϕ |.
Proof Suppose μ is a volume form on M, β ∈ (0, 1) is a number and define for

p∈M
β
J ϕ( p) := det Dϕ( p) , L := sup |J ϕ( p) |, ε := L − β−1 ,
p∈M
V := { p ∈ M | |J ϕ( p) | ≥ ε}. Choose an open cover U with Lebesgue number

δ > 0 of V such that ϕ is injective on the elements of U. It follows that if
p, q ∈ V, ρ ( p, q) ≤ δ then ϕ( p) = ϕ(q). Fix now n ∈ N and define the set
U := { p ∈ M | card(V ∩ { p, . . . , ϕ n−1 ( p)} ≤ βn}.
This implies that if p ∈ U then
,
n−1
|J ϕ n ( p) | = | J ϕ(ϕ j ( p)) | < L βn(1−β)n ε = (ε1−β L β )n = 1.
j=0
- -
It follows that voln (ϕ n (U)) = ϕ n (U ) μ = U J ϕ n μ < voln (U).
Sard’s theorem (Theorem A.3, Appendix A) guarantees us the existence of a
regular value p ∈ M \ ϕ n (U) of ϕ n . Take now an (n, δ)-separated set in ϕ −n ( p).
Since p is a regular point for ϕ, the point p has w.r.t. ϕ at least N := deg ϕ preimages
(see Sect. B.3, Appendix B). If all N points belong to V we put R1 := ϕ −n ( p) ∩ V.
In the other case let the set R1 contain exactly one preimage outside V. It follows
that R1 ⊂ ϕ −n ( p) consists of regular points of ϕ.
The same procedure will be repeated for each point q ∈ R1 in order to get the
inclusions R2 ⊂ ϕ −2 ( p), . . . , Rn ⊂ ϕ −n ( p).
Let us show that the set Rn is (n, δ)-separated for ϕ. Suppose q1 , q2 ∈ Rn are
arbitrary points and ρ(ϕ k (q1 ), ϕ k (q2 )) ≤ δ for k = 0, 1, . . . , n − 1. Then we have
ϕ n−1 (q1 ) = ϕ n−1 (q2 ). This follows from the fact that by construction ϕ n−1 (q1 ) ∈
V, ϕ n−1 (q2 ) ∈ V, δ is the Lebesgue-number, and p = ϕ(ϕ n−1 (q1 )) = ϕ(ϕ n−1 (q2 )) =
p gives a contradiction.
In the same way one shows that ϕ n−2 (q1 ) = ϕ n−2 (q2 ), . . . , q1 = q2 . Since
Rn ⊂ ϕ −n ( p) ⊂ ϕ −n (M\ϕ n (A)) ⊂ M\U it follows that Rn ∩ U = ∅.
But this implies that for each q ∈ Rn there exist at least βn time-values k ∈
{0, . . . , n − 1} for which ϕ k (q) ∈ V. In this case cardRn ≥ N m ≥ N βn and
Sδ (M, n, ϕ) ≥ N βn . By definition we have
1
h top (ϕ, M) = lim lim sup Sδ (M, n, ϕ) ≥ β log N , ∀β ∈ (0, 1).
δ→0 n→∞ n

3.4 Dimension-Like Characteristics
In this section the basic ideas of dimension-like characteristics introduced by Pesin

[39, 40] are described. This approach is based on the notion of Carathéodory measure
[9, 16]. It will be shown that Hausdorff and fractal dimensions, are special types of
such dimension-like characteristics.
It is demonstrated in [39] that the topological entropy and the topological pressure
can also be considered as dimension-like characteristics.
In Chap. 5 dimension-like characteristics are used for the estimation of Hausdorff
dimension of invariant sets. All constructions and statements, represented in this
section, can be found, together with complete proofs, in [39, 40].
3.4.1 Carathéodory Measure, Dimension and Capacity
Let M be an arbitrary set, F be some set of subsets of M, P := [d ∗ , +∞) for finite d ∗

or P := R be a parameter set, and let the following three functions ξ : F × P → R+ ,
η : F × R → R+ and ψ : F → R+ be given. We shall suppose that the following
conditions are satisfied:
(A1) ∅ ∈ F, ξ(∅, d) = 0, ψ(∅) = 0;

(A2) ξ(U, d + d ) = η(U, d )ξ(U, d), ∀ U ∈ F , ∀ d, d ∈ P;
(A3) For any ε > 0 there exists δ > 0 such that for any U ∈ F with ψ(U) ≤ δ, it
holds η(U, d) ≤ ε if d > 0 and η(U, d) ≥ ε−1 if d < 0;
(A4) For any ε > 0 there exists U ∈ F for which ψ(U) = ε.
We say that Z ⊂ M is an admissible set if for any ε > 0 there can be found some
finite or countable set U of subsets from F, forming a cover of Z. Moreover we have
ψ(U) = ε for any U ∈ U.
We shall also suppose that one more condition is satisfied:
(A5) Any subset Z ⊂ M is admissible.
In analogy to [39] we call such a collection (F, P, ξ, η, ψ) which satisfies (A1)–

(A5) a Carathéodory (dimension) structure on M.
Let Z be an arbitrary subset of M and d ≥ d ∗ , ε > 0 numbers. Define the
Carathéodory d-measure at level ε of Z with respect to (F, P, ξ, η, ψ) by

μC (Z, d, ε) := inf ξ(U, d),
U ∈U
where the infimum is taken over all finite or countable sets U of subsets from F
covering Z and such that ψ(U) ≤ ε for all U ∈ U. It is obvious that μC (Z, d, ε) for
fixed Z and d does not decrease with decreasing ε. It follows that there exists a limit
3.4 Dimension-Like Characteristics 137
μC (Z, d) := lim μC (Z, d, ε).

ε→0
A simple check shows the validity of the following assertion.

Proposition 3.35 Assuming d ∈ P to be fixed, the function μC (·, d) is an outer mea-
sure on M, i.e. it possesses the following properties:
(1) μC (∅, d) = 0 ;
(2) μC (Z1 , d) ≤ μC (Z2
, d) if Z1 ⊂ Z2 ⊂ M ;

(3) μC ( j≥1 Z j , d) ≤ μC (Z j , d) for all Z j ⊂ M ( j = 1, 2, . . . ) .
j≥1
Definition 3.11 The function μC (·, d) is called Carathéodory d-measure with

respect to (F, P, ξ, η, ψ).
From assumptions (A1)–(A5) it can be easily seen that the following proposition
is true.
Proposition 3.36 If Z ⊂ M is kept fixed then for the function μC (Z, ·) there exists
dcr (Z) ∈ P such that for d ∈ P
μC (Z, d) = ∞ f or d < dcr (Z), μC (Z, d) = 0 for d > dcr (Z) .
Definition 3.12 The value dimC Z := dcr (Z) is called Carathéodory dimension of
the set Z with respect to the structure (F, P, ξ, η, ψ).
Example 3.21 For a standard Carathéodory structure let M be a separable metric
space, F the family consisting of open balls B(u, r ) in M with center u and radius r
and the empty set, P = R+ , ξ(B(u, r ), d) = r d , η(B(u, r ), s) = r s , ψ(B(u, r )) = r ,
ξ(∅, d) = ψ(∅) = 0, and η(∅, s) = 1 for each u ∈ M, r > 0 and each d ≥ 0, s ∈ R.
It is easy to see that such a system (F, P, ξ, η, ψ) defines a Carathéodory structure
on M. We denote by μ H (·, d, r ), μ H (·, d) and dim H the resulting Carathéodory
measures and Carathéodory dimension which are in fact the Hausdorff d-measure
at level r , the Hausdorff d-measure and the Hausdorff dimension, respectively, intro-
duced in Sect. 3.2.1.
Let Z be an arbitrary subset of M and d ∈ P, ε > 0 numbers. Put

mC (Z, d, ε) := inf ξ(U, d),
U ∈U
where the infimum is taken over all finite or countable systems U of subsets from F,
forming a cover of Z and such that ψ(U) = ε for all U ∈ U.
Let us put
mC (Z, d) := lim sup m C (Z, d, ε).
ε→0
and m C (Z, d) := lim inf m C (Z, d, ε).

ε→0
Definition 3.13 The function mC (·, d)(m C (·, d)) is called upper (lower) capacitive
Carathéodory d-measure with respect to the structure (F, P, ξ, η, ψ).
The functions mC (·, d) and m C (·, d) for fixed d satisfy properties similar to these
which are described in Proposition 3.35. It follows that the values
capC Z : = inf {d ∈ P | mC (Z, d) = 0} and

cap Z : = inf {d ∈ P | m C (Z, d) = 0}
C
are defined.
Definition 3.14 The value capC Z(cap Z) is called upper (lower) Carathéodory
C
capacity of the set Z with respect to the structure (F, P, ξ, η, ψ).
Example 3.22 Let M be a compact metric space, F be the family of all open balls
in M, and P := [0, ∞). For an arbitrary Bε ∈ F with ε > 0 and arbitrary d ∈ P put
ξ(Bε , d) ≡ η(Bε , d) := εd and

ψ(Bε ) ≡ Φ(Bε ) := ε .
It is clear that the structure (F, P, ξ, ψ, φ) so introduced satisfies the conditions

(A1)–(A5) and the upper Carathéodory capacity cap Z of a set Z ⊂ M obtained in
this case coincides with the fractal dimension dim F Z, introduced in Sect. 3.2.2.
Table 3.1 shows the dimension-like characteristics and their symbols.
Table 3.1 Symbols of dimension-like characteristics

Symbol Dimension-like characteristics Sections
ind M Small inductive dimension 3.1.1
Cov M Covering dimension 3.1.2
dim T M Topological dimension 3.1.2
dim H Z Hausdorff dimension 3.2.1
dim F Z Fractal dimension 3.2.2
dim B Z Lower box dimension 3.2.2
dim B Z Upper box dimension 3.2.2
dim B Z Box dimension 3.2.2
h top (ϕ, M) Topological entropy 3.3.1
dimC Z Carathéodory dimension 3.4.1
capC Z Upper Carathéodory capacity 3.4.1
cap Z Lower Carathéodory capacity 3.4.1
C
3.4.2 Properties of the Carathéodory Dimension and

Carathéodory Capacity
The following result on the main properties of the Carathéodory dimension is a

direct corollary of Proposition 3.35. The proof goes parallel to the proofs of similar
results for the Hausdorff dimension in Sect. 3.2.1.
Proposition 3.37 Suppose that (F, P, ξ, η, ψ) is a Carathéodory structure on M
which satisfies (A1)–(A5). Then the following properties are true:
(1) dimC ∅ = d ∗ ;
(2) dimC Z1 ≤ dimC Z2 for any Z1 ⊂ Z2 ⊂ M;
(3) dimC ( j≥1 Z j ) = sup j≥1 {dimC Z j } for any Z j ⊂ M, j = 1, 2, . . . .
Proposition 3.38 Suppose that (F, P, ξ, η, ψ) and (F , P , ξ , η , ψ ) are two
Carathéodory structures satisfying (A1)–(A5) on M and M , respectively with
P=P.
Suppose also that there exists a bijective map χ : M → M and a constant c > 0
such that for any U ∈ F, U ∈ F , d ∈ P
(1) χ −1 (U ) ∈ F, χ (U)
∈F;
(2) c−1 ξ (U , d) ≤ ξ χ −1 (U ), d ≤ cξ (U , d);
(3) c−1 η (U , d) ≤ η χ −1 (U ), d ≤ cη (U , d);
(4) c−1 ψ (U ) ≤ ψ χ −1 (U ) ≤ cη (U ).
Then for any Z ⊂ M we have
dimC,F ,ξ ,η ,ψ Z = dimC,F,ξ,η,ψ χ −1 (Z ) ,
capC,F ,ξ ,η ,ψ Z = capC,F,ξ,η,ψ χ −1 (Z ) ,
cap Z = cap χ −1 (Z ) ,
C,F ,ξ ,η ,ψ C,F,ξ,η,ψ
where dimC,F,ξ,η,ψ , capC,F,ξ,η,ψ , and cap (dimC,F ,ξ ,η ,ψ , capC,F ,ξ ,η ,ψ , and

C,F,ξ,η,ψ
cap ) denote the Carathéodory dimension, upper and lower Carathéodory
C,F ,ξ ,η ,ψ
capacity of a set w.r.t. the structures (F, P, ξ, η, ψ) and (F , P , ξ , η , ψ ) respec-
tively.
Proof Let us show the result for the Carathéodory dimension.
Suppose that Z ⊂ M is a set and that G := {U } is an arbitrary ε-cover of
Z . It follows that G := {χ −1 (U ) | U ∈ G } is a c ε-covering of χ −1 (Z ) with
ψ(χ −1 (U )) ≤ c ψ (U) ≤ c ε, ξ(χ −1 (U ), d) ≤ c ξ (U , d). Furthermore we have

ξ(χ −1 (U ), d) ≤ c ξ (U , d) .
χ −1 (U ) χ −1 (U )
ψ (U )≤ε ψ (U )≤ε
It follows that

μc (χ −1 (Z ), d, c ε) = inf ξ(U, d) ≤ inf ξ(χ −1 (U ), d)
G −1 (U )
G:χ
ψ(U )≤c ε U ∈G ψ(U )≤ε

≤ c inf ξ (U , d) = c μc (Z , d, ε).
G
ψ(U )≤ε U ∈G
This implies that for any d ∈ P we have μc (χ −1 (Z ), d) ≤ cμc (Z , d) and, conse-

quently, dimC,F,ξ,η,ψ (χ −1 (Z )) ≤ dimC,F ,ξ ,η ,ψ (Z ). In the same way one shows
the opposite inequality.
The simplest properties of capacity are given by the next proposition.
Proposition 3.39 Suppose that (F, P, ξ, η, ψ) is a Carathéodory structure on M
satisfying (A1)–(A5). Then the following properties are true:
(1) capC ∅ = cap ∅ = d ∗ ;
C
(2) dimC Z ≤ cap Z ≤ capC Z for any Z ⊂ M;
C
(3) capC Z1 ≤ capC Z2 , cap Z1 ≤ cap Z2 for any Z1 ⊂ Z2 ⊂ M;
C C
(4) capC ( j≥1 Z j ) ≥ sup{capC Z j }, cap ( j≥1 Z j ) ≥ sup{cap Z j } for any
C C
j≥1 j≥1
Z j ⊂ M, j = 1, 2, . . . .
We shall consider further some conditions, under which the inequality in state-
ment (4) of Proposition 3.39 turns out to be an equality.
Suppose also that in addition to conditions (A1)–(A5) the following condition is
satisfied:
(A6) There exist two functions κ, Φ : F → R+ such that
ξ(U, d) = κ(U)Φ(U)d , η(U, d) = Φ(U)d , ∀d ∈ P, ∀U ∈ F ,

(3.21)
and the equality
Φ(U1 ) = Φ(U2 ), for U1 , U2 ∈ F is satisfied if ψ(U1 ) = ψ(U2 ) .

(3.22)
Using relation (3.22) we can define for ε > 0 the function
φ(ε) := Φ(U), where U ∈ F is an arbitrary set with ψ(U) = ε.
Let us put for arbitrary ε > 0 and Z ⊂ M

Υ (Z, ε) := inf κ(U), (3.23)
U ∈U
where the infimum is taken over all finite or countable sets U of subsets from the
family F forming a covering of Z such that ψ(U) = ε, ∀U ∈ U.
For the function φ(ε) the following lemma is true.
Lemma 3.9 Under the above conditions we have
lim φ(ε) = 0 .
ε→0
Proof Suppose the opposite. Then it can be found a number γ > 0 and a sequence
εm → 0 such that
φ(εm ) ≥ γ for all m ≥ 1.
By condition (A3) it can be found δ > 0 such that for any U ∈ F, for which
ψ(U) ≤ δ, the inequality Φ(U) ≤ γ /2 is satisfied. Choose m to be so large that
εm ≤ δ and take U ∈ F such that ψ(U) = εm . Then φ(εm ) ≤ γ /2. Thus, we obtain
a contradiction.
The statement to be proved below generalizes the results of the previous section
on two equivalent definitions of fractal dimension.
Proposition 3.40 Suppose (F, P, ξ, η, ψ, κ, φ) is a Carathéodory structure for M

satisfying (A1)–(A6). Then for any Z ⊂ M
log Υ (Z, ε) log Υ (Z, ε)

capC Z = lim sup and cap Z = lim inf .
ε→0 log 1/φ(ε) C ε→0 log 1/φ(ε)
Proof Put
log Υ (Z, ε)
d1 := capC Z, d2 := lim sup .
ε→0 log 1/φ(ε)
For a given γ > 0, choose a sequence εm → 0 such that
∞ = mC (Z, d1 − γ ) = lim mC (Z, d1 − γ , εm ).

m→+∞
Then mC (Z, d1 − γ , εm ) ≥ 1 for all sufficiently large m. Therefore by (3.21)–(3.23)

for all sufficiently large m we obtain
φ(εm )d1 −γ Υ (Z, εm ) ≥ 1. (3.24)
Passing, if necessary, to a subsequence, we can suppose that there exists a limit
log Υ (Z, εm )
lim ≤ d2 . (3.25)
m→+∞ log 1/φ(εm )
According to (3.24)
log Υ (Z, εm )
d1 ≤ γ + .
log 1/φ(εm )
Passing to the limit as m → +∞ and taking into account (3.25), we obtain
d1 ≤ d2 + γ . (3.26)
We now choose a sequence εm → 0 such
log Υ (Z, εm )
d2 = − lim . (3.27)
m→+∞ log φ(εm )
Passing, if necessary, to a subsequence, we can suppose that
0 = mC (Z, d1 + γ ) = lim mC (Z, d1 + γ , εm ).

m→+∞
Then mC (Z, d1 + γ , εm ) ≤ 1 for all sufficiently large m. Therefore by virtue of (3.27)

we have for all sufficiently large m
φ(εm )d1 +γ Υ (Z, εm ) ≤ 1.
It follows that d1 ≥ −γ − log Υ (Z, εm )/ log φ(εm ). Passing to the limit as m →

+∞ and taking into account (3.27), we get
d1 ≥ d2 − γ . (3.28)
Since γ is an arbitrary number, it follows from (3.26) and (3.28) that d1 = d2 . The
second statement is proved similarly.
Now we can refine statement (4) of Proposition 3.39.
Proposition 3.41 Suppose (F, P, ξ, η, ψ, κ, φ) is a Carathéodory structure for M

satisfying (A1)–(A6). Let Z j ⊂ M, j = 1, 2, . . . , k be arbitrary sets. Then
k

capC Z j = max {capC Z j }.
1≤ j≤k
j=1

k
I n general it is not tr ue that cap Z j = max1≤ j≤k {cap Z j } .
C C
j=1
Proof Let us show the first assertion. Obviously, it is sufficient to consider the case
k = 2. Suppose that Z = Z1 ∪ Z2 . Then from (3.23) for all ε > 0 we have
Υ (Z, ε) ≤ Υ (Z1 , ε) + Υ (Z2 , ε). (3.29)
By Proposition 3.39 there can be found the sequence εm → 0 such that

log Υ (Z, εm )
capC Z = − lim .
Passing, if it is necessary, to a subsequence, we shall suppose that there exist the

limits
log Υ (Z j , εm )
d j = − lim ≤ capC Z j , j = 1, 2.
Put
log Υ (Z1 , εm ) log Υ (Z2 , εm )
am = − .
log 1/φ(εm ) log 1/φ(εm )
Whence it follows that

Υ (Z1 , εm )
= φ(εm )−am .
Υ (Z2 , εm )
Therefore by (3.29) we get

log Υ (Z, εm ) ≤ log Υ (Z1 , εm ) + log 1 + φ(εm )am . (3.30)
Let us consider three cases.

Case 1: d1 > d2 . There exists a > 0 such that am ≥ a for all sufficiently large m.
Since log(1 + t) ≤ t for t ≥ t0 , from (3.30) it follows that for such m we have
log Υ (Z, εm ) ≤ log Υ (Z1 , εm ) + φ(εm )am ,
Therefore
log Υ (Z, εm ) log Υ (Z1 , εm ) φ(εm )am
≤ − am .
log(1/φ(εm )) log(1/φ(εm )) log(φ(εm )am )
Passing to the limit as m → +∞, taking into account Lemma 3.9,
capC Z ≤ d1 ≤ max{capC Z1 , capC Z2 }. (3.31)
Case 2: d1 = d2 . Suppose that it can be found a number q such that φ(εm )am ≤ q ≤ 1
for all sufficiently large m. Then since log(1 + t) ≤ c log 1/t for all t ∈ (0, q) with
a certain constant c > 0, we have

log 1 + φ(εm )am ≤ cam log 1/φ(εm ) ,
Therefore, using inequality (3.30) for log(1/φ(εm )) and passing to the limit as m →
+∞, we arrive at (3.31).
If such number q does not exist, then, passing to a subsequence, if it is neces-
sary, we may consider that φ(εm )am → 1. By inequality (3.30) for log(1/φ(εm )) and
passing to the limit for m → +∞, we again obtain at (3.31).
Case 3: d1 < d2 . This case is analogous to case (1), but the values Υ (Z1 , ε) and
Υ (Z2 , ε) change over.
Thus, in all cases inequality (3.31) holds. Then the validity of the proposition
being proved follows from statement (4) of Proposition 3.39.
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Part II
Dimension Estimates for Almost Periodic
Flows and Dynamical Systems in Euclidean
Spaces
Chapter 4
Dimensional Aspects of Almost Periodic
Dynamics
Abstract The first part (Sects. 4.2, 4.3, 4.5 and 4.6) of the present chapter contains
several approaches to the investigation of the Fourier spectrum of almost periodic
solutions to various differential equations. The core element here is the Cartwright
theorem [6] that links the topological dimension of the orbit closure of an almost
periodic flow and the algebraic dimension of its frequency module (Theorem 4.8).
The next step is an extension of this theorem to non-autonomous differential equations
(Theorem 4.11) originally presented in [7]. Applications of Cartwright’s theorems are
given for almost periodic ODEs based on the approach due to R. A. Smith (Theorem
4.12) and for DDEs based on results of Mallet-Paret from [16] (Theorem 4.14).
In Sect. 4.7 we develop a method for studying fractal dimensions of forced almost
periodic oscillations using some kind of recurrence properties. This approach differs
from the one due to Douady and Oesterlé and highly relies on almost periodicity.
Some fundamental ideas firstly appeared in the works of Naito (see [17, 18]) and then
were developed in [1, 2]. In Sect. 4.8 we study forced almost periodic oscillations in
Chua’s circuit and compare the analytical upper estimates of the fractal dimension
of their trajectory closures with numerical simulations given by the standard box-
counting algorithm.
4.1 Introduction
Almost periodic differential equations naturally appear in many fields of science

including physics, chemistry, biology and ecology. The simplest models describe
periodically or almost periodically forced oscillations in mechanics, behaviour of
chemical reactions under the influence of periodic or almost periodic perturbations
or population dynamics with time-dependent seasonal effects in ecology. A nice
list of references on quasi-periodicity phenomena discovered in applied problems is
given in [9].
https://doi.org/10.1007/978-3-030-50987-3_4
150 4 Dimensional Aspects of Almost Periodic Dynamics
A possible way to study such systems is based on the method of small parameter
[14, 20]. On the other hand, nonlocal results can be derived with the use of topological
(see, for example, [3, 6, 7, 16, 26]) and operator (see [1, 2, 5, 14, 15, 17–19])
methods.
In this chapter we are mainly interested in dimension-like properties of almost
periodic solutions to various differential equations. Namely, those are the properties
established by Cartwright’s theorems and estimation of the fractal dimension of
almost trajectories closures.1 Unlike the former that has purely topological nature,
the latter problem (i.e. the study of fractal dimensions) is closely related to a method
proving the existence of almost periodic solutions. We present here an application
based on a method of Krasnosel’skii (Theorem 4.17 and [5, 14]). One more approach
which we do not discuss here is based on the method of strongly monotone operators
that often leads to the existence of a globally exponentially stable almost periodic
solution [15, 19, 29]. It can be applied to study variational inequalities [19] and
provides (under suitable conditions) all the required information about the solution:
its regularity and estimation of the Diophantine dimension (see Theorem 4.16, and
the discussion in [2]).
4.2 Topological Dimension of Compact Groups
In this section we give an introduction to topological groups theory (see [21]). We

omit most of the proofs and concentrate on the role of the Lebesgue covering dimen-
sion in the proof of Theorem 4.2, which will be used later to prove the Cartwright
theorem (Theorem 4.8). Note that many results in the case of our interest, i.e. for
compact and discrete groups, can be shown in a much easier manner.
Recall that the rank of an abelian group G is the maximal number of linearly
independent elements in G. It is denoted by rank G.
Remark 4.1 If the group is torsion-free then the rank is the minimum dimension
of Q-vector space in which the group G can be embedded. To see this suppose
x1 , . . . , xk is a maximal linearly independent system in G. For each x ∈ G the family
x, x1 , . . . , xk is linearly dependent and we have ax = a1 x1 + · · · + ak xk with integer
coefficients a, a1 , . . . , ak and a = 0. The map x → (a1 /a, . . . , ak /a) from G to Qk
is well-defined and realizes the required embedding.
Suppose that G is a topological group, i.e. there is a topology and a group structure
on G such that the operations of multiplication ((x, y) → x y) and the inverse (x →
x −1 ) are continuous maps. In the sequel we will deal only with abelian Hausdorff
topological groups. Simple examples such groups are given by the flat torus Tm =
Rm /Zm and Rm . The character group (or dual group) G is defined by the set of all
continuous homomorphisms from G to the circle group T∗ = {z ∈ C : |z| = 1}.
1 Thatcan be regarded as estimation of the fractal dimension of minimal sets consisting of almost
periodic orbits of skew-product flows which is an extension of an almost periodic minimal flow.
4.2 Topological Dimension of Compact Groups 151
given by the pointwise product. Since

There is a natural abelian group structure on G
is a subset in the space of all complex-valued continuous maps on G we endow
G
with the compact-open topology. If G is locally compact then it can be shown
G
is also locally compact. For x ∈ G consider the map αx : G
that G → T∗ defined as
Clearly, αx is a character of G,
αx (χ ) := χ (x) for χ ∈ G. The following
i.e. αx ∈ G.
fundamental fact is known as the Pontryagin duality.
Theorem 4.1 For every locally compact abelian group G the homomorphism x →

αx is a topological isomorphism2 between G and G.
The dual group G is discrete provided that G is compact and G

is compact provided
that G is discrete. This fact along with the Pontryagin duality allows us to express
topological properties of a compact group in purely algebraic terms of its discrete
character group.
For a closed subgroup H ⊂ G we define the annihilator of H as the set Ann(H) :=
{χ ∈ G | χ (x) = 1 ∀x ∈ H}. Clearly, Ann(H) is a subgroup of G. In order to find
the characters group of H or G/H one has the following facts:
∼
(1) H Ann(H);
= G/
=
(2) G/H ∼ Ann(H).
For our purposes we also need the following lemma.
Lemma 4.1 Suppose G is discrete. Then for every neighborhood U of zero in G

with positive Lebesgue measure there exists a finitely generated group H ⊂ G such
that Ann(H) ⊂ U.
Suppose we have a continuous map f : M → N between two topological spaces.

We say that f refines the covering U of M if for every q ∈ N the preimage f −1 (q)
entirely lies in some element of U.
Lemma 4.2 Let M be a compact Hausdorff space. Let dim T M = n < ∞. Then
there exists a finite open cover U0 of M with the property that for arbitrary Hausdorff
space N and arbitrary continuous mapping f : M → N , if f refines the covering
U0 then it is necessary dim T N ≥ n.
Proof Let U0 be an open cover of M such that any refinement of it has order
≥ n + 1. Suppose f refines U0 . For any w ∈ N we have w = V w , where the
Vw−1of w.Let U ∈ U0 be such that
intersection is taken over all open neighborhoods
f −1 (w) ⊂ U. Since f −1 (w) = f −1 Vw = f V w ⊂ U we have a system
of closed subsets whose intersection lies in an open set. Due to compactness of
M for some Vw we have f −1 (V w ) ⊂ U. In particular, for every w ∈ N there is an
open neighborhood Vw such that f −1 (Vw ) entirely lies in some element of A0 . Let
V be a finite open cover of N by such neighborhoods Vw , w ∈ N . Suppose that
2 That is, the mentioned mapping is an isomorphism of groups and a homeomorphism of topological
spaces.
dim T N < n. Then there exists a refinement, say V0 , of V with order ≤ n. Since
f −1 (V) is a refinement of U0 the same holds for f −1 (V0 ). The order of V0 is not
lesser than the order of f −1 (V0 ) that is ≥ n + 1 by the particular choose of U0 . This
is a contradiction.
Theorem 4.2 Let G be compact. We have

dim T G = rank G. (4.1)
By Theorem 4.1 we
Proof For convenience, we put n := dim T G and r := rank G.

may consider G as the character group of G.
(1) Lets show that n ≤ r . Let U be a finite open cover of G (below we will
emphasize an additional property for U). For every x ∈ G there exists an
open neighborhood of zero Vx such that x + 2Vx entirely lies in some ele-
ment from U. Let Vx1 , . . . , Vxm be a finite cover of G by such sets and put
V := Vx1 ∩ . . . ∩ Vxm . Since G is discrete, by Lemma 4.1 there exists a finitely

generated subgroup X ⊂ G with Ann(X) ⊂ V. By the fundamental theorem of
finitely generated abelian groups X ∼ = Zk ⊕ F, where k ≤ r and F is a finite
∼
abelian group. Clearly, X = (T ) ⊕ F and since
∗ k
X∼ = G/ Ann(X) we have
dim T (G/ Ann(X)) = k ≤ r . Now let U = U0 be an open cover given by Lemma
4.2. Since the natural projection π : G → G/ Ann(X) refines the covering U we
have n = dim T G ≤ dim T (G/ Ann(X)) and, consequently, n ≤ r .
(2) Consider an arbitrary k ≤ r (or k < r if r = ∞) and suppose that S is a maximal
system of linearly independent elements in G. Then S contains at least k ele-

ments, say χ1 , . . . , χk . Put S = S\{χ1 , . . . , χk }. Let X be the subgroup of all ele-
ments χ ∈ G such that the family χ ∪ S is linearly dependent. Clearly, the factor

G/X is torsion-free and [χ1 ], . . . , [χk ] is a maximal linearly independent system
Consider the annihilator Ann(X) as a subgroup of G. The group Ann(X)
in G.
is the character group of G/X. We will show that dim T Ann(X) ≥ k that implies
dim T G ≥ k. Consider the cube Qk = {x ∈ Rk | |x j | ≤ 1/3, j = 1, . . . , k}. For
every x ∈ Qk we define a character ξx of G/ Ann(X) as follows. For every

[χ ] ∈ G/ Ann(X) the family [χ ], [χ1 ], . . . , [χk ] is linearly dependent so we
have a[χ ] = a1 [χ1 ] + · · · + ak [χk ] for some integers a, a1 , . . . , ak with a = 0.
Consider
ξx ([χ ]) := ei2π ( a x1 +···+ a xk ) .
a1 ak
(4.2)
Clearly, ξx is a character (see Remark 4.1). Moreover, the map x → ξx defines a

homeomorphism between Qk and a subset of Ann(X). Therefore, dim T Ann(X) ≥ k
that finishes the proof.
4.3 Frequency Module and Cartwright’s Theorem on Almost Periodic Flows 153
4.3 Frequency Module and Cartwright’s Theorem

on Almost Periodic Flows
Many presented facts of the theory of almost periodic functions may be found in [8,
15, 19]. The proof of Cartwright’s theorem (see [6]) based on the Pontryagin duality
was borrowed from [30].
Frequency Spectrum First of all, we will introduce the concept of the Fourier
spectrum for general almost periodic functions.
Let E be a Banach space (over R or C) with the norm · and let u : R → E be
a continuous function. For a given ε > 0 denote by Tε (u) the set of τ ∈ R such that
u(· + τ ) − u(·)∞ ≤ ε, where · ∞ stands for the uniform norm. Such a number
τ is called an ε-almost period of u(·). Remind that a subset A ⊂ R is relatively dense
if there is a number L > 0 such that the intersection A ∩ [a, a + L] is not empty for
all a ∈ R. The function u(·) is called E-almost periodic (or simply, almost periodic)
if the set Tε (u) is relatively dense for every ε > 0. From the definition it follows that
almost periodic functions are uniformly continuous and compact. It is clear that the
set of almost periodic functions is a closed subset of Cb (R; E).
The mean value of u(·) is the limit
T
1
M {u(·)} := lim u(t)dt. (4.3)
T →+∞ 2T −T
Its existence for almost periodic functions is known as the Bohr theorem. For ν ∈ R
consider the Fourier transform of u(·):

1 T
U (ν) := M u(·)e−iν· = lim u(t)e−iνt dt. (4.4)
T →+∞ 2T −T
It is known that U (ν) = 0 for an at most countable set of ν’s, say {ν1 , ν2 , . . .}. Call
this set the spectrum of u and denote this set by Sp(u) and put Uk := U (νk ). Then
there is a formal Fourier series of u(·):
∞
u(t) ∼ Uk eiνk t . (4.5)
k=1
The smallest additive subgroup of reals containing the set Sp(u) is called Z-module
and denoted by modZ (u). The linear subspace of R over Q spanned by Sp(u) is called
Q-module and denoted by modQ (u). The real numbers ω1 , . . . , ωm are called rational
base for u(·) if for every νk ∈ Sp(u), k = 1, 2, . . ., there is a unique representation
m
νk = r (k)
j ωj, (4.6)
j=1
with r (k)
j ∈ Q. If (4.6) holds with r j ∈ Z then ω1 , . . . , ωm are an integral base or
k
frequencies. In the latter case the function u(·) is called quasi-periodic. The unique-
ness of (4.6) is equivalent to linear independence of ω1 , . . . , ωm over Q (rational
independence).
The following theorem is due to Bochner and gives a characterization of almost
periodic functions.
Theorem 4.3 A bounded continuous function u(·) is almost periodic if and only if
the set of its translates {u(· + s)}s∈R is relatively compact in the topology of uniform
convergence.
From Theorem 4.3 it is clear that a sum of two almost periodic functions is also
almost periodic.
Almost Periodic Flows Suppose we have a continuous flow {ϕ t }t∈R on a subset
M of a Banach space E such that ϕ t (M) ⊂ M for every t ∈ R. For u 0 ∈ M the
motion t → ϕ t (u 0 ) is called almost periodic if the function u(t) := ϕ t (u 0 ) is E-
almost periodic. Let Mu be the closure of γ (u 0 ) := {ϕ t (u 0 ) | t ∈ R} = u(R) in E.
Theorem 4.4 The flow {ϕ t }t∈R can be uniquely extended from γ (u 0 ) to Mu in such
a way that
(1) The set Mu is minimal and every motion t → ϕ t (υ), υ ∈ Mu , is almost periodic
with the same frequencies.
(2) The family {ϕ t }t∈R is equicontinuous on Mu .
Proof (1) Since {ϕ t } is continuous on γ (u 0 ) for every ε > 0 and T > 0 there exists
δ > 0 such that for υ1 , υ2 ∈ γ (u 0 ) we have
ϕ t (υ1 ) − ϕ t (υ2 ) ≤ ε, 0 ≤ t ≤ T,
provided that υ1 − υ2 < δ. Let L > 0 be a number such that Tε (u) ∩ [a, a + L]
is non-empty for every a ∈ R and take T > L. Then for every t there is an ε-almost
period τ such that t = τ + r , 0 ≤ r ≤ L. Hence, for t ∈ R we have
ϕ t (υ1 ) − ϕ t (υ2 ) ≤ ϕ t (υ1 ) − ϕ r (υ1 ) + ϕ r (υ1 ) − ϕ r (υ2 )

(4.7)
+ ϕ r (υ2 ) − ϕ t (υ2 ) ≤ 3ε.
So the flow {ϕ t } is equicontinuous on γ (u 0 ).

(2) Now suppose that u m = u(tm ) = ϕ tm (u 0 ) → υ ∈ Mu for some sequence tm ,
m = 1, 2 . . .. We have from (1) that for ε > 0 there is M = M(ε) such that
ϕ t (u m ) − ϕ t (u m+ p ) < ε, p = 1, 2, . . . (4.8)
provided that m > M. In other words, the definition ϕ t (υ) := limm→+∞ ϕ t (u m ) is

correct and the limit exists uniformly in t ∈ R. The motion t → ϕ t (υ) =: υ(t) is
almost periodic. Indeed, for τ ∈ Tε (u) we have
υ(t + τ ) − υ(t) ≤ υ(t + τ ) − ϕ t+τ (u m ) + ϕ t+τ (u m ) − ϕ t (u m )

(4.9)
+ ϕ t (u m ) − υ(t) ≤ 3ε.
Now the minimality of Mu is obvious. The equicontinuity of {ϕ t } on Mu follows

from (1) and (2). Since we have
∞
u(t + tm ) ∼ Uk eiνk tm eiνk t , (4.10)
k=1
it follows that Sp(υ) = Sp(u). Thus, the theorem is proved.
Remark 4.2 Further, for an almost periodic function u(·) we will study some
dimensional-like properties of the set Mu := Cl(u(R)). In the case u(·) is an almost
periodic motion of a flow we say that Mu is the closure of an almost periodic orbit,
otherwise (i.e. when the curve given by u(·) has self-intersections) we refer to Mu
as the closure of an almost periodic trajectory.
Now we define a group structure on Mu . For υ1 , υ2 ∈ Mu such that ϕ tn (u 0 ) → υ1

and ϕ sn (u 0 ) → υ2 we put
u0
υ1 + υ2 := lim ϕ tn +sn (u 0 ). (4.11)
n→∞
u0 u0
Theorem 4.5 The above definition of + is correct and (Mu , +) is a compact con-
nected abelian group.
Proof The family {ϕ t }t∈R is equicontinuous on γ (u 0 ) and, therefore, the uniformly

u0
continuous on a dense subset γ (u 0 ) × γ (u 0 ) function + can be uniquely extended to
a continuous function on Mu × Mu in the way we did in (4.11). Now it is clear from
u0
(4.11) that the operation + is associative, commutative and u 0 is the zero element. If
ϕ tn (u 0 ) → υ then, by Theorem 4.3, tn can be chosen such that the sequence ϕ −tn (u 0 )
u0 u0 u0
is also convergent and its limit −υ is the inverse of υ, i.e. υ + (−υ) = u 0 . Topological
properties of Mu are obvious.
The Cartwright Theorem Now our purpose is to show that for every almost periodic
function there is a corresponding almost periodic flow. Consider the hull H(u) of an
E-almost periodic function u(·) defined by the set Cl{u(· + s) | s ∈ R}, where the
closure is taken in the uniform topology of the space Cb (R; E). By Theorem 4.3, the
set H(u) is compact. The family of shift operators ϑ s : Cb (R; E) → Cb (R; E), where
s ∈ R and ϑ s (υ) := υ(· + s) for υ ∈ Cb (R; E), restricted to H(u) defines an almost
periodic flow ({ϑ s }s∈R , H(u)) for which the set H(u) is minimal, i.e. H(u) = H(υ)
for every υ ∈ H(u). In particular, the function U(t) := ϑ t (u) is Cb (R; E)-almost
periodic. The following proposition can be shown by straightforward calculations,
which we omit here.
Proposition 4.1 For U(·) we have

∞
U(t) ∼ Uk eiνk t , (4.12)
k=1
where Uk (s) = eiνk s Uk with Uk and νk from (4.5). In particular, Sp(U) = Sp(u).
As it was shown before there is a group structure on H(u) given by the operation
u
+. The following theorem shows that if u(·) is given by an almost periodic motion
then the group structures on Mu and H(u) are topologically isomorphic.
Theorem 4.6 Suppose the motion t → ϕ t (u 0 ) is almost periodic and u(t) :=

u0 u
ϕ t (u 0 ); then the groups (Mu , +) and (H(u), +) are topologically isomorphic.
Proof We define a map i : H(u) → Mu as follows. Put i(ϑ t (u)) := ϕ t (u 0 ) for every
t ∈ R and then extend it by continuity. Note that if ϑ tn (u) → υ in Cb (R; E) then
ϕ tn (u 0 ) → υ(0) in E. Thus, i(υ) = υ(0) for any υ ∈ H(u) and i(ϑ t (υ)) = ϕ t (υ(0)).
In particular, i is continuous. In order to show the injectivity of i note that i(υ) =
u 0 implies υ(0) = u 0 and, consequently, υ ≡ u. If ϕ tn (u 0 ) → υ0 ∈ Mu then the

Bochner theorem guarantees there is a subsequence {tn } ⊂ {tn } such that ϑ tn (u)
converges uniformly to some υ ∈ H(u). It is obvious that i(υ) = υ0 and this shows
the surjectivity of i. Finally, the map i is a continuous bijective map between compact
metric spaces and, therefore, is a homeomorphism.
In order to apply results from the previous section we need to describe the character
group of H(u) to calculate its rank.
Theorem 4.7 For any E-almost periodic function u(·) we have3
∼
H(u) = modZ (u). (4.13)
Proof Suppose u(·) has the Fourier series as in (4.5). Then for any υ ∈ H(u) we have
that υ(t) ∼ ∞
k=1 Uk e
iθk (υ) iνk t
e , where θk (υ) is defined modulo 2π . Define χk (υ) :=
u
eiθk (υ) . From (4.11) it is clear that χ (υ1 + υ2 ) = χ (υ1 )χ (υ2 ). The homomorphism
χk (υ) is continuous and, therefore, is a character of H(u). For any finite set of
integers a1 , . . . , am the homomorphism χ1a1 · . . . · χmam is also a character. It turns out
that there is no other characters (for a proof see [30]). Any character χ (·) satisfies
χ (ϑ t (u)) = eiθt with θ = m k=1 ak νk for some integers a1 , . . . , am . The map χ → θ
defines a group isomorphism.
Now the Cartwright theorem can be formulated as follows.
3 Here
by H (u) ∼
= modZ (u) we mean a group isomorphism. In general, it is not a homeomorphism

since the character group H (u) is discrete and modZ (u) can be a dense subgroup of R.
Theorem 4.8 For any E-almost periodic function u(·) we have
dim T H(u) = dim modQ (u). (4.14)
In particular, if u(t) = ϕ t (u 0 ), where t → ϕ t (u 0 ) is an almost periodic motion, then

dim T Mu = dim modQ (u).
Proof From Theorem 4.2 we have

dim T H(u) = rank H(u). (4.15)
By Theorem 4.7 and since modQ (u) is the least Q-vector space containing modZ (u)
= dim modQ (u). The second part of the
it follows (see Remark 4.1) that rank H(u)
theorem directly follows from Theorem 4.6.
4.4 Minimal Sets in Euclidean Spaces
In this subsection we shall prove Hilmy’s theorem (see [11]) on the estimation
of the topological dimension for a minimal set Mmin of a dynamical system
({ϕ t }t∈R , M, ρ) on the open subset M ⊂ Rn with the Euclidean distance ρ and
with a group as time set, i.e. T ∈ {R, Z}.
Theorem 4.9 Suppose Mmin ⊂ M is a compact minimal set of ({ϕ t }t∈T , M, ρ).
Then dim T Mmin ≤ n − 1.
For the proof of Theorem 4.9 we need two lemmas.
Lemma 4.3 Let S ⊂ M be an invariant set of ({ϕ t }t∈T , M, ρ). If the boundary ∂S
is non-empty then ∂S is also invariant.
Proof Suppose that ∂S = ∅ and u 0 ∈ ∂S. Consider an arbitrary t ∈ T and an arbi-

trary ε > 0. By the continuity of the dynamical system w.r.t. the map u 0 → ϕ t (u 0 )
it is possible to find a number δ > 0 such that Bδ (u 0 ) ⊂ M and
ϕ t (Bδ (u 0 )) ⊂ Bε (ϕ t (u 0 )),
where Bδ (u 0 ) (resp. Bε (ϕ t (u 0 ))) denotes the ball of radius δ (resp. ε) and centrum
at u 0 (resp. ϕ t (u 0 )). Since Bδ (u 0 ) contains points of S as well as points of M\S,
it follows that ϕ t (Bδ (u 0 )) and, consequently, Bε (ϕ t (u 0 )), posses the same property.
But ε was an arbitrary positive number. Therefore, ϕ t (u 0 ) ∈ ∂S.
Lemma 4.4 If Mmin is a minimal set of ({ϕ t }t∈T , M, ρ) then all points of Mmin
are either boundary points or all are inner points.
Proof Suppose to the contrary that Mmin contains boundary points as well as inner
points. Since Mmin is closed, we have ∂Mmin ⊂ Mmin . From Lemma 4.3 it follows
that ∂Mmin is an invariant set. This shows that ∂Mmin is a proper subset of Mmin
which is also invariant. But this contradicts the fact that Mmin is minimal.
Proof of Theorem 4.9 Suppose that dim T Mmin = n. Then by Proposition 3.8,
Chap. 3, the set Mmin must contain inner points. But according to Lemma 4.4 this is
impossible, since from the compactness of Mmin it follows that ∂Mmin = ∅.
Suppose that ({ϕ t }t∈R , Mu ) is an almost periodic flow defined on the closure
Mu ⊂ Rn of an almost periodic motion t → ϕ t (u 0 ) = u(t). Recall that its frequen-
cies is the Fourier exponents Sp(u) of u(·). Since the set Mu is minimal, Theorems
4.8 and 4.9 guarantee that dim T Mu = dim modQ (u) ≤ n − 1, i.e. the frequencies
of the flow have a rational base with no more that n − 1 terms. We omit a proof of
the following theorem that is a mix of results of Cartwright and Kodaira and Abe
(see [6]).
u0
Theorem 4.10 If dim T Mu = n − 1 then (Mu , +) is isomorphic to the (n − 1)-
dimensional torus group and the frequencies of the flow have an integral base with
n − 1 terms.
The second part of Theorem 4.10 says that almost periodic flows in Rn having the
highest possible dimension (i.e. n − 1) are quasi-periodic.
4.5 Almost Periodic Solutions of Almost Periodic ODEs
Structure of the Frequency Spectrum In what follows we will deal with the fol-
lowing ODE in Rn
u̇ = f (t, u), (4.16)
where f (t, u) is continuous. We also assume that
(A1) f (t, u) is almost periodic in t uniformly in u from compact subsets of Rn .

(A2) The solutions to (4.16) are unique.
Remark 4.3 Condition (A1) means that f is almost periodic as a function t →

f (t, ·) ∈ C(K; Rn ) for every compact K ⊂ Rn . We say that the corresponding
ε-almost periods are the ε-almost periods of f (·, u) uniformly in u ∈ K. Since
C(K; Rn ) is a Banach space, we have all the introduced Fourier theory for such
functions, namely, one can write
∞
∗
f (t, u) ∼ Fk (u)eiνk t , (4.17)
k=1
4.5 Almost Periodic Solutions of Almost Periodic ODEs 159
where Fk (·), k = 1, 2, . . ., are continuous functions that is not identically zero on Rn .

Thus, we can consider the Z-module modZ ( f ) of f generated by all the exponents
from (4.17).
The following lemma is due to E. Kamke (see Theorem 3.2 in [10]).

Lemma 4.5 Let G ⊂ Rn be an open subset and consider a sequence gk ∈ C(R ×
G; Rn ), k = 1, 2, . . .. Let u k (·) be a maximal solution to u̇ = gk (t, u). Suppose that
gk converges to g in the compact-open topology and u k (0) converges to some u 0 ∈ G;
then
(A) there is a subsequence of u k (·) converging to a solution u(·) of u̇ = g(t, u) with
u(0) = u 0 . The convergence is uniform on the compact intervals on which u
exists.
(B) If the solution to u̇ = g(t, u) with u(0) = u 0 is unique then the entire sequence
u k (·) converges to u(·).
Condition (A2) is essential for the following lemma which will be used in the
future.
Lemma 4.6 Suppose (A1)–(A2) hold and u is an almost periodic solution to (4.16).
Let the sequence tm , m = 1, 2, . . ., be such that (ϑ tm ( f ))(t, υ) = f (t + tm , υ) →
f (t, υ) uniformly in (t, υ) ∈ R × M(u), where M(u) = Cl(u(R)). If u(tm ) con-
verges to some υ̃0 then u(· + tm ) converges to the solution υ̃ of (4.16) with υ̃(0) = υ̃0
which is almost periodic.
Proof By Lemma 4.5 we get the convergence of u(· + tm ) to υ̃(·) on compact subsets
in the interval of its existence. Since u(·) is bounded we deduce that υ̃ is defined on
the whole real axis and, consequently, the convergence of u(· + tm ) is uniform and
υ̃ is almost periodic.
It may happen that an almost periodic solution, say u, to (4.16) may have the
Fourier exponents (frequencies) that do not belong to the Q-module of f . We call
these frequencies additional. For example, if f is independent of t then any fre-
quency of u is additional. In the latter case we know from Theorems 4.8 and 4.9
that dim modQ (u) ≤ n − 1. It turns out that a similar fact holds within the non-
autonomous situation. Namely, the dimension of the subspace generated by addi-
tional frequencies is always bounded from above by n − 1. This is also a result of
M. L. Cartwright (see [7]) and can be formulated as follows.
Theorem 4.11 Suppose (A1)–(A2) hold and u is an almost periodic solution to

(4.16). Denote the set of additional exponents by SpC (u). If SpC (u) is not empty
then there exists an almost periodic flow {ϕ0t } defined on the set A0 ⊂ Rn consisting
of initial conditions υ0 such that the solution υ(t) = υ(t, 0, υ0 ) to (4.16) is almost
periodic. Moreover, the Q-module of this flow is the subspace generated by SpC (u).
In particular,
modQ (u, f )
dim = dim span(SpC (u)) ≤ n − 1. (4.18)
modQ ( f )
Remark 4.4 The first assertion of Theorem 4.11 (i.e. the existence of an almost
periodic flow) can be proved for cocycles in a Banach space for which the driving
system is an almost periodic minimal flow. The ideas of the proof is almost identical
to the ones presented below. Then some reduction principle as in Theorem 4.12 can
be used to show a similar inequality as in (4.18).
In order to prove Theorem 4.11 we need to establish some auxiliary facts. Firstly,
we choose a maximal linearly independent set {ν l∗ } ⊂ Sp( f ) by a standard procedure,
i.e. we put ν ∗1 := ν1∗ and then ν ∗2 := νk∗0 where k0 is the smallest number k such that
νk is linearly independent with ν1 and by induction we define ν l∗ as νk∗0 where k0
is the smallest number k such that νk is linearly independent with ν ∗1 , . . . , ν l−1
∗
. By
similar procedure we choose a subset {ν j } ⊂ Sp(u) which complements the set {ν l∗ }
to a basis of modQ (u, f ). Then any exponent of u can be uniquely represented as
J (k) L(k)
∗ ∗
νk := r j,k ν j + rl,k νl , (4.19)
j=1 l=1
∗
where r j,k and rl,k are some rational numbers. Let Pε be a sequence of trigonometric
polynomials approximating u with an error of ≤ ε. The polynomial Pε can be written
as
J (k)
N (ε) L(k)
i r j,k ν j t i ∗ ∗
rl,k νjt
Pε (t) = Pk(ε) e j=1
·e l=1 . (4.20)
k=1
Along with (4.20) we consider the family of functions Φε (t, θ1 , . . . , θ M(ε) ) defined
as
J (k)
N (ε) L(k)
i r ν θ
(ε) j=1 j,k j j i ∗ ∗
rl,k νl t
Φε t, θ1 , . . . , θ M(ε) := Pk e · e l=1 , (4.21)
k=1
where M(ε) := max J (k). The following proposition holds.

1≤k≤N (ε)
Proposition 4.2 The limit4

Φ(t, θ1 , θ2 , . . .) := lim Φε t, θ1 , . . . , θ M(ε) (4.22)
ε→0
exists uniformly in t, θ1 , θ2 , . . . ∈ R. Moreover,

(1) u(t) = Φ(t, t, t, . . .);
(2) For every θ1 , θ2 , . . . and υ0 = Φ(0, θ1 , θ2 , . . .) the solution υ(t) = υ(t, 0, υ0 )
to (4.16) is almost periodic and υ(t) = Φ(t, θ1 + t, θ2 + t, . . .).
4 Notethat at the current moment we know nothing about the number of variables of Φ so we do
not exclude the case when this number may be infinite.
Proof To get the uniformity in (4.22) choose 0 < ε1 , ε2 ≤ ε and consider the cor-
responding functions Φε1 and Φε2 . Fix t ∈ R and θ1 , . . . , θ M + ∈ R, where M + =
max{M(ε1 ), M(ε2 )}. We will show that t˜ ∈ R can be chosen such that the differ-
ences

Φε1 t, θ1 , . . . , θ M(ε1 ) − Pε1 (t˜) and Φε1 t, θ1 , . . . , θ M(ε2 ) − Pε2 (t˜) (4.23)
will be arbitrarily small. It is clear that from this we immediately get that

Φε1 t, θ1 , . . . , θ M(ε1 ) − Φε2 t, θ1 , . . . , θ M(ε2 ) ≤ ε1 + ε2 ≤ 2ε (4.24)
for all t, θ1 , . . . , θ M + ∈ R and, consequently, the limit in (4.22) is uniform. We get

what we need if the sequence tm , m = 1, 2, . . . , is chosen to satisfy the following
conditions
J (k) J (k)
(I) r j,k ν j θ j − r j,k ν j tm → 0 (mod 2π ) as m → ∞;
j=1 j=1
L(k) L(k)
∗ ∗ ∗ ∗
(II) rl,k νl t − rl,k ν l tm → 0 (mod 2π ) as m → ∞
l=1 l=1
for all k = 1, . . . , N + , where N + = max{N (ε1 ), N (ε2 )}. Finally, (I) and (II) will
be satisfied if as m → ∞
ν j tm − ν j θ j → 0 (mod 2π Q), j = 1, . . . , J + := max + {J (k)},

1≤k≤N
(4.25)
ν l∗ tm − ν l∗ t →0 +
(mod 2π Q), l = 1, . . . , L := max + {L(k)}
1≤k≤N
for a proper choose of Q.5 Since ν 1 , . . . , ν J + , ν ∗1 , . . . , ν ∗L + are linearly independent

+ +
the winding on the (J + + L + )-dimensional torus R J +L /2π QZ in the correspond-
ing direction is dense and, consequently, the required sequence {tm } exists.
Item (1) of the theorem is obvious.
To get (2) put υ̃(t) := Φ(t, θ1 + t, θ2 + t, . . .). It is clear that υ̃ is almost peri-
odic as the uniform limit of the functions Φε (t, θ1 + t, . . . , θ M(ε) + t) which are
trigonometric polynomials for fixed θ1 , θ2 , . . .. As above we can find a sequence {tm }
such that Pε (t + tm ) → Φε (t, θ1 + t, . . . , θ M(ε) + t) uniformly in t. From this we
conclude
|u(t + tm ) − υ̃(t)| ≤ |u(t + tm ) − Pε (t + tm )|

+ Pε (t + tm ) − Φε t, θ1 + t, . . . , θ M(ε) + t (4.26)

+ Φε t, θ1 + t, . . . , θ M(ε) + t − υ̃(t)
5 For ∗ for 1 ≤
example, if Q is the least common multiple of the denominators of all r j,k and rl,k
+ +
j ≤ J ,1 ≤ l ≤ L ,1 ≤ k ≤ N . +
that shows u(· + tm ) → υ̃(·) uniformly. Moreover, from the arithmetic nature of
almost periods, the sequence {tm } can be chosen such that (ϑ tm ( f ))(t, υ) = f (t +
tm , υ) → f (t, υ) uniformly in (t, υ) ∈ R × Mu . Therefore, we are in the situation
of Lemma 4.6 and υ̃ ≡ υ(t).
Now consider the set A0 := {Φ(0, t, t, . . .) | t ∈ R}. For p = Φ(0, s, s, . . .) ∈

A0 we put ϕ0t ( p) := Φ(0, t + s, t + s, . . .). The following proposition shows the
correctness of such a definition and, as a consequence, {ϕ0t } is an almost periodic
flow on A0 .
Proposition 4.3 Suppose for some t1 , t2 ∈ R we have the identity Φ(0, t1 , t1 , . . .)
= Φ(0, t2 , t2 , . . .). Then either t1 = t2 or span SpC (u) = span{ν 1 } and t1 − t2 = 0
(mod 2π Q/ν 1 ) for some integer Q. Moreover, in the latter case the flow {ϕ0t } is
2π Q/ν 1 -periodic.
Proof Since we have, by Proposition 4.2, υ1 (t) := Φ(t, t1 + t, t1 + t, . . .) and

υ2 (t) := Φ(t, t2 + t, t2 + t, . . .) are almost periodic solutions to (4.16) from
υ1 (0) = υ2 (0) and (A2) we get that υ1 ≡ υ2 . Considering the Fourier expansions of
υ1 and υ2 we get
J (k) J (k)
r j,k ν j t1 r j,k ν j t2
Uk e j=1
= Uk e j=1 , (4.27)
where Uk is the Fourier coefficient of u corresponding to νk from (4.19). In virtue

the choice of {ν j } for every j there exists k such that (4.27) takes the form
ν j (t1 − t2 ) = 0 (mod 2π ). (4.28)
If there are more than one of such j’s then from (4.28) it follows that t1 = t2 . Oth-
erwise ν 1 forms a basis for the set of additional exponents and
r1,k ν 1 (t1 − t2 ) = 0 (mod 2π ), k = 1, 2, . . . . (4.29)
It is easy to see that (4.29) is satisfied if t1 − t2 = 2π Q/ν 1 for a proper integer Q.

For such a choice of t1 and t2 in virtue of the uniqueness of Fourier expansions we
have Φ(t, t1 + t, t1 + t, . . .) = Φ(t, t2 + t, t2 + t, . . .). So the flow {ϕ0t } is 2π Q/ν 1 -
periodic.
Now we can finish the proof.
Proof of Theorem 4.11 We have defined the flow {ϕ0t } on the set A0 consisting of
initial conditions of almost periodic solutions to (4.16). For p = Φ(0, 0, 0, . . .) ∈ A0
the function υ(t) = ϕ0t ( p) = Φ(0, t, t, . . .) is almost periodic and it has the Fourier
expansion
∞
J (k)
r j,k ν j t
υ(t) ∼ Uk e i j=1 . (4.30)
k=1
By Theorem 4.4 the flow {ϕ0t } can be extended to a minimal almost periodic flow
on the compact set Mυ and from Theorems 4.8 and 4.9 we get dim span(C (u)) =
dim T Mυ ≤ n − 1.
Sharper Estimates under the Squeezing Property. Results in this paragraph are
based on ideas of Smith ([26], see also [3]).
Let S ⊂ Rn be some subset and consider for system (4.16) the following condi-
tions
(A3) There exist constants κ > 0, ε > 0 and a constant real symmetric matrix P
such that for all t ∈ R and all u 1 , u 2 ∈ S
(P[ f (t, u 1 ) − f (t, u 2 ) + κ(u 1 − u 2 )], u 1 − u 2 ) ≤ −ε|u 1 − u 2 |2 ; (4.31)
(A4) P has j negative eigenvalues and n − j positive eigenvalues;
If V (u) := (Pu, u) and u(·), υ(·) are solutions of (4.16), (A3) gives
d 2κt
e (V (u(t)) − V (υ(t)))
dt
= 2e2κt (P[ f (t, u(t)) − f (t, υ(t)) + κ(u(t) − υ(t))], u(t) − υ(t)) (4.32)
≤ −2ε|u(t) − υ(t)|2 e2κt , for all t such that u(t), υ(t) ∈ S.
Remark 4.5 Inequality (4.32) is often called squeezing property. In inertial man-
ifold theory the eigenvalue properties of P in (A4) are connected with the gap
condition [23].
If κ ≥ 0 is the constant in (A3) then a solution u(·) of (4.16) issaid to be amenable
τ
in (−∞; τ ], for some τ ∈ R, if u(t) ∈ S for −∞ < t ≤ τ and −∞ e2κt |u(t)|2 dt <
+∞. For each τ let Aτ denote the subset of S consisting of points u(τ ) taken over
all solution u(·) of (4.16) which are amenable in (−∞; τ ]. Then Aτ is called an
amenable set of (4.16) in S.
Lemma 4.7 Let u and υ be two amenable in (−∞; τ ] solutions of (4.16); then
V (u(t) − υ(t)) ≤ 0 for every t ∈ (−∞, τ ].
Proof Integrating inequality (4.32) on [r, t], r ≤ t ≤ τ , we get

t
e2κt V (u(t) − υ(t)) ≤ e2κr V (u(r ) − υ(r )) − 2ε e2κs |u(s) − υ(s)|2 ds. (4.33)
r
t
Since −∞ e2κs |u(s) − υ(s)|2 ds < ∞ there exists a sequence sk → −∞ such that
e2κsk |u(sk ) − υ(sk )|2 → 0 as k → ∞. Putting r = sk in (4.33) and taking it to the
limit as k → ∞ we get that V (u(t) − υ(t)) ≤ 0.
If P satisfies (A3) there exists an invertible real n × n matrix Q such that Q ∗ P Q =

diag(−I j , In− j ), where Ir denotes the unit r × r -matrix. The quadratic form V (u) =
(Pu, u) is therefore reduced to the canonical form V (u) = |η|2 − |ζ |2 by the linear
substitution x = Q(ζ, η)T in which ζ ∈ R j and η ∈ Rn− j . Let Π : Rn → R j be the
linear map defined by Π u := ζ for all u ∈ Rn . Since |Q −1 u| = |ζ |2 + |η|2 we have
V (u) + 2|Π u|2 = |Q −1 u|2 ≥ |Π u|2 , ∀u ∈ Rn . (4.34)
Consider two arbitrary amenable in (−∞; τ ] solutions u and υ of (4.16). Under

the assumption that (A3) and (A4) are satisfied from Lemma 4.7 it follows that
V (u(t) − υ(t)) ≤ 0, t ≤ τ , and (4.34) implies that
2|Π (u(τ ) − υ(τ ))|2 ≥ |Q −1 (u(τ ) − υ(τ ))|2 ≥ |Π (u(τ ) − υ(τ ))|2 . (4.35)
Thus, for any p1 , p2 ∈ Aτ we have
2|Π p1 − Π p2 |2 ≥ |Q −1 ( p1 − p2 )|2 ≥ |Π p1 − Π p2 |2 . (4.36)
This shows, that the restricted mapping Π : Aτ → Π Aτ gives a homeomorphism of

Aτ onto the subset Π Aτ of R j .
Theorem 4.12 Suppose that (4.16) satisfies (A1)–(A4). If u is an almost periodic

solution to (4.16) such that Mu ⊂ S then
modQ (u, f )
dim = dim span(SpC (u)) ≤ j − 1. (4.37)
modQ ( f )
Proof Since κ > 0 any bounded on the entire line solution which lies in S is
amenable and, in particular, so is u. From Theorem 4.11 we get the flow ϕ0t
on the set A0 ⊂ Mu ⊂ S which consists of initial conditions corresponding to
almost periodic solutions of (4.16). In particular, A0 ⊃ A0 . Since by (4.36) the
map Π : A0 → Π A0 ⊂ R j is a homeomorphism it takes the flow {ϕ0t } to the
flow {ψ0t } on the set B0 := Π A0 defined by ψ0t (w) := (Π ◦ ϕ0t ◦ Π −1 )(w) for all
w ∈ B0 and t ∈ R. Let z = Π w. Note that ζ (t) := ψ0t (z) is almost periodic and
modZ (ζ ) = modZ (υ), where υ(t) = ϕ0t (w). In particular the dimensions of the Q-
modules of the flows coincide. From this and Theorems 4.8 and 4.9 we establish that
dim modQ (υ) = dim modQ (ζ ) ≤ j − 1 that is (4.37).
Frequency-Domain Conditions. Let us consider a generalized feedback control

system
u̇ = Au + Bξ + g(t), υ = Cu,
(4.38)
ξ = φ(υ),
in which φ : R × Rs → Rr is a locally Lipschitz continuous function; A, B, C are

constant real matrices of order n × n, n × r , s × n, respectively and g(t) is an Rn -
almost periodic function. It is assumed that there exists a quadratic form F : Rs ×

Rr → R such that
F(υ, 0) ≥ 0, ∀υ ∈ Rs , (4.39)
F(υ1 − υ2 , φ(t, υ1 ) − φ(t, υ2 )) ≥ 0, ∀t ∈ R, ∀υ1 , υ2 ∈ Rs . (4.40)
Denote by FC the Hermitian extension of F onto Cs × Cr .

Theorem 4.13 Suppose that there exists parameters κ > 0 and δ > 0 such that the
following conditions hold:
(1) The pair (A + κ I, B) is stabilizable;
(2) The matrix A + κ I has j ≥ 1 eigenvalues with positive real part and n − j
eigenvalues with negative real part;
(3) FC (Cυ, ξ ) ≤ −δ(|υ|2 + |ξ |2 ), ∀υ ∈ Cn , ∀ξ ∈ Cr , ∀ω ∈ R such that iωυ =
(A + κ I )υ + Bξ .
Then (A1)–(A4) holds for (4.38) with S = Rn . In particular, any almost periodic
solution u(·) of (4.38) satisfy (4.37).
Proof Since (A + κ I, B) is stabilizable and the frequency-domain condition (3) is

satisfied, we conclude from the Yakubovich-Kalman frequency theorem (Theorem
2.7, Chap. 2) that there exists a real n × n matrix P = P ∗ and δ > 0 such that for all
u ∈ Rn , ξ ∈ Rr
2 (u, P[(A + κ I )u + Bξ ]) + F(Cu, ξ ) ≤ −δ |u|2 + |ξ |2 . (4.41)
If we put in (4.41) ξ = 0 we get, using (4.39), the inequality
2 (u, P(A + κ I )u) ≤ −δ|u|2 , ∀u ∈ Rn . (4.42)
It follows from Lemma 2.8, Chap. 2 and the assumption (2) of the theorem that the
matrix P has exactly j negative and (n − j) positive eigenvalues. Consider (4.41)
with u = u 1 − u 2 and ξ = φ(t, Cu 1 ) − φ(t, Cu 2 ), where u 1 , u 2 ∈ Rn are arbitrary.
It follows that
2 (u 1 − u 2 , P[A(u 1 − u 2 ) + B(φ(t, u 1 ) − φ(t, u 2 )) + κ(u 1 − u 2 )])

(4.43)
+F(Cu 1 − Cu 2 , φ(t, Cu 1 ) − φ(t, Cu 2 )) ≤ −δ|u 1 − u 2 |2 .
From the assumption (3) we have
F(Cu 1 − Cu 2 , φ(t, Cu 1 ) − φ(t, Cu 2 )) ≥ 0. (4.44)
This and (4.43) imply that for f (t, u) := Au + Bφ(t, Cu) + g(t) the hypothesis
(A3) is satisfied. Thus Theorem 4.12 is applicable.
4.6 Frequency Spectrum of Almost Periodic Solutions

for DDEs
The main results of this section are due to Mallet-Paret [16].

In what follows we study the Fourier spectrum of almost periodic solutions to the
following delay differential equation
u̇(t) = f (u(t), u(t − h 1 ), . . . , u(t − h N )), (4.45)
where u ∈ Rn and f : Rn(N +1) → Rn is continuously differentiable function with

bounded on Rn(N +1) derivative; h j ∈ (0, 1] are constants. We choose as our phase
space the Hilbert space
H = L 2 ([−1, 0], Rn ) × Rn .
We write (ψ(·), ψ(0)) for the elements of H. Then the norm is given by
0
(ψ(·), ψ(0))2 = |ψ 2 (s)|ds + |ψ(0)|2 .
−1
Given (ψ, ψ(0)) ∈ H we consider (4.45) along with the initial value problem
u 0 (s) = u(s) = ψ(s), −1 ≤ s < 0,

(4.46)
u(0) = ψ(0).
Standard techniques show that the initial value problem (4.45), (4.46) has a unique
solution u(·) defined on [0, +∞). So we obtain a semiflow {ϕ t }t≥0 on H such that
ϕ t (ψ(·), ψ(0)) := (u(· + t) [−1,0]

, u(t)), t ≥ 0. (4.47)
Put ϕ := ϕ 1 : H → H. We omit the proof that ϕ is compact (i.e. it takes bounded

sets into the sets of compact closure) and has a continuous Fréchet derivative. For
b > 0 consider the set
Γb :={(ψ(·), ψ(0)) ∈ H | the problem (4.45), (4.46) has a solution u(t),

t ≤ 0, such that |u(t)| ≤ b for t ≤ 0}.
Suppose u(·) is an almost periodic solution to (4.45). It is clear that each υ(·) ∈ H(u)
is also an almost periodic solution to (4.45). Put b := supt∈R |u(t)|. The map υ →
(υ [−1,0] , υ(0)) maps H(u) into Γb continuously. If υ1 [−1,0] = υ2 [−1,0] then, since
the solution to (4.45), (4.46) is unique, υ1 (t) = υ2 (t) for t ≥ 0. It follows that the
Fouries series of υ1 (·) and υ2 (·) coincide and, therefore, υ1 ≡ υ2 . Hence, H(u) is
homeomorphic to a subset of Γb and, in particular, dim T H(u) ≤ dim T Γb . Thus, by
Theorem 4.8, the algebraic dimension of the frequency module mod Q (u) is majorized
by the topological dimension of Γb . We will show the following
4.6 Frequency Spectrum of Almost Periodic Solutions for DDEs 167
Theorem 4.14 The set Γb has finite topological dimension for each b > 0. In par-
ticular, every almost periodic solution to (4.45) has a finite rational frequency base.
In order to prove Theorem 4.14 we need to establish some properties of compact

operators and their negatively invariant sets. In the further text H denotes a separable
Hilbert space.
The set Γb defined above is compact and negatively invariant (i.e. ϕ(Γb ) ⊃ Γb ).
This is due to the following
Proposition 4.4 Suppose ϕ : U → H is continuous and we have V ⊂ U ⊂ H with

U open and V closed. Let ϕ(V) have a compact closure. Then the set
Γ := {x0 ∈ V | ∃{xk }∞
k=1 ⊂ V : ϕ(x k ) = x k−1 }
is compact and negatively invariant.
Proof It is clear that ϕ(Γ ) ⊃ Γ . To prove Γ is compact assume that there is

a sequence {x0(m) }∞ (m) ∞
m=1 ⊂ Γ . For every m there is a sequence {x k }k=1 ⊂ V with
(m) (m)
ϕ(xk ) = xk−1 , k ≥ 1. Consider the following diagram
ϕ ϕ ϕ
x0(1) ← x1(1) ← . . . ← xk(1) . . .
ϕ ϕ ϕ
x0(2) ← x1(2) ← . . . ← xk(2) . . .
.. .. ..
. . .
(m) ϕ (m) ϕ ϕ (m)
x0 ← x1 ← . . . ← xk . . .
Since each point lies in ϕ(V) by using diagonal procedure we can assume that the
sequence in k-th vertical section converges as m → ∞ to some xk∗ ∈ V. From the
continuity of ϕ it follows that ϕ(xk∗ ) = xk−1
∗
for k ≥ 1 and, therefore, x0∗ ∈ Γ and Γ
is compact.
Proposition 4.5 Suppose U ⊂ H is an open set and ϕ : U → H has a continuous

Fréchet derivative. If the closure cl (ϕ(U)) is compact then for every x ∈ U the
differential Dϕ(x) is a compact operator.
Proof Suppose that for some x ∈ U the differential Dϕ(x) is non-compact. Then
there is a weakly convergent sequence ym such that Dϕ(x)ym does not converge
strongly. We may assume that ym 0, ym = 1 and Dϕ(x)ym ≥ ε for some
ε > 0. Let δ > 0 be such that for every
x ∈ U with x −
x ≤ δ we have Dϕ(x) −
Dϕ( x ) ≤ 3ε . Consider
δ
z m := ϕ(x + δym ) = ϕ(x) + Dϕ(x + αym )ym dα
(4.48)
0
= ϕ(x) + δ Dϕ(x)ym + rm ,
where ||rm || ≤ δε3 . Since z m ∈ ϕ(U) we may assume that z m converges strongly to
some z ∈ H. From
2δε
z m − ϕ(x) ≥ δ Dϕ(x)ym − rm ≥
3
we have z − ϕ(x) ≥ 2δε 3

. On the other hand from (4.48) it is clear that z m −
ϕ(x) converges weakly to the same limit as rm and, therefore, z − ϕ(x) ≤
lim sup rm ≤ δε3 . This is a contradiction.
m→∞
Lemma 4.8 Suppose S : H → H is a linear compact operator. Then for each δ > 0
there is a subspace E ⊂ H of finite codimension such that S E ≤ δ.
Proof Suppose the opposite, i.e. there is a δ > 0 such that for every subspace E ⊂ H
of finite codimension we have S E ≥ 2δ. Let {ek }∞ k=1 be an orthonormal basis
for H. Consider the subspaces Em := span{em+1 , em+2 , . . .}. By assumption there is
xm ∈ Em , xm = 1 such that S(xm ) ≥ δ. Note that xm weakly converges to zero
and since T is compact S(xm ) strongly converges to zero. But the norm of S(xm ) is
bounded from below and this is a contradiction.
Proposition 4.6 Suppose U ⊂ H is an open set and ϕ : U → H has a continuous
Fréchet derivative. Let Γ ⊂ U be a compact subset and Dϕ(x) is compact for each
x ∈ Γ . Then there is a subspace E of finite codimension such that
sup Dϕ(x) E < 1. (4.49)

x∈Γ
Proof By Lemma 4.8 for every x ∈ Γ there is a subspace E(x) ⊂ H of finite

codimension with Dϕ(x) E(x) ≤ 13 . Let δ(x) > 0 be such that Dϕ( x ) E(x) ≤ 23
provided by | x − x| < δ. Suppose that Γ is covered by open balls of radii δ(x j ),

j = 1, 2, . . . , J . Take E := Jj=1 E(x j ). Clearly, E has finite codimension and for
every y ∈ Γ there is x j with y − x j < δ(x j ) and, therefore,
2
Dϕ(y) E ≤ Dϕ(y) E(x j )
≤ .
3

In what follows d(A) denotes the diameter of A ⊂ H. For given δ > 0 and d ≥ 0
we consider the corresponding Hausdorff pre-measure μ H (·, d, δ) giving by the
covers of arbitrary sets with diameter ≤ δ. The final ingredient is
Theorem 4.15 Suppose Γ ⊂ U ⊂ H, where Γ is compact and U is open. Let
ϕ : U → H have a continuous Fréchet derivative and ϕ(Γ ) ⊃ Γ . Suppose further
there is a linear subspace E ⊂ H with finite codimension and such that
sup Dϕ(x) E < 1. (4.50)

x∈Γ
Then the topological dimension of Γ is finite.

Before giving a proof, we need the following lemma.
Lemma 4.9 Suppose Z ⊂ Rn has diameter η < ∞ and let p > 0 be an integer. Then
there exists a partition of Z into not more than p n sets, with each set of diameter at
most 2ηn 1/2 p −1 .
Proof Enclose Z in a ball of diameter 2η, and the ball in a cube of edge 2η. Partition
the cube into p n subcubes Ki , each of edge 2ηp −1 , and, therefore, having diameter
2ηn 1/2 p −1 . Clearly, the sets Ki ∩ Z form the required partition.
Proof of Theorem 4.15 We will show that there exist constants α, β ∈ (0, 1),
δ0 > 0 and N > 0 such that for given sets {Si } with
∞

Γ = Si and diam(Si ) ≤ δ < δ0 (4.51)
i=1
there are sets Qi j ⊂ H, i ≥ 1, 1 ≤ j ≤ Ji , such that
∞
Ji
Γ ⊂ Qi j , diam(Qi j ) ≤ αδ
i=1 j=1 (4.52)
diam(Qi j ) ≤ β N
diam(Si ) .N
ij i
By appropriate choosing of Si we can make the sum i diam(Si ) N arbitrarily close

to μ H (Γ, N , δ). So we obtain
μ H (Γ, N , αδ) ≤ βμ H (Γ, N , δ), for δ ≤ δ0 . (4.53)
Iterating (4.53) we get
μ H (Γ, N , α m δ) ≤ β m μ H (Γ, N , δ), for m = 1, 2, . . . , (4.54)
which implies that μ H (γ , N ) = 0 since for compact sets any pre-measure is finite.
Therefore by Proposition 3.20, Chap. 3, dim T Γ ≤ dim H Γ < ∞. Now we are going
to show the existence of α, β, δ0 and N , and construct Qi j ’s.
Since Γ is compact there are constants K > 0, a ∈ (0, 1) and an open neighbor-
hood (without less of generality U) of Γ such that
Dϕ(x) ≤ K , Dϕ(x) E ≤ a, for all x ∈ U. (4.55)
Let δ0 > 0 be the distance between Γ and H\U. Suppose Si and δ are as in (4.51).
Let F be the orthogonal complement of E and set n := dim F. Since H is a Hilbert
space, the projections πE and πF on E and F respectively have norm one. Hence
ξi := diam(πE (Si )) ≤ diam(Si ) ≤ δ,

(4.56)
ηi := diam(πF (Si )) ≤ diam(Si ) ≤ δ.
Suppose pi > 0 is an integer (to be determined later) and by Lemma 4.9 there are
subsets Zi j ⊂ Si with 1 ≤ j ≤ Ji ≤ pin such that

Ji
πF (Si ) = Zi j and diam(Zi j ) ≤ 2ηi n 1/2 pi−1 for all j.
j=1
Let Pi j := πF−1 (Zi j ) ∩ Si and Qi j := ϕ(Pi j ). We have

⎛ ⎞

Qi j = ϕ ⎝ Pi j ⎠ = ϕ(Si ) and
j j

Qi j = ϕ Si = ϕ(Γ ) ⊃ Γ.
i, j i
Denote the convex hull of Si by conv(Si ). Clearly,
diam(Si ) = diam(conv(Si )) ≤ δ < δ0 ,
so that Si ⊂ conv(Si ) ⊂ U. Now we will estimate diam(Qi j ) to show (4.52). For

u ∈ H we write u = (υ, w), where υ ∈ E, w ∈ F. By definition, for u 1 , u 2 ∈ Pi j the
points T (u 1 ) and T (u 2 ) are arbitrary points in Qi j . We have immediately
υ1 − υ2 ≤ diam(πE (Si )) = ξi ,

w1 − w2 ≤ diam(πF (Pi j )) = diam(Zi j ) ≤ 2ηi n 1/2 pi−1 .
Since conv(Pi j ) ⊂ conv(Si ) ⊂ U, we have

1
ϕ(u 2 ) − ϕ(u 1 ) = Dϕ(u 1 + t (u 2 − u 1 ))(u 2 − u 1 )dt
0
1
= Dϕ(u 1 + t (u 2 − u 1 ))(υ2 − υ1 , 0)dt
0
1
+ Dϕ(u 1 + t (u 2 − u 1 ))(0, w2 − w1 )dt.
0
From (4.55) we conclude
ϕ(u 2 ) − ϕ(u 1 ) ≤ aυ2 − υ1 + K w2 − w1

≤ aξi + 2K ηi n 1/2 pi−1 ,
and hence using (4.56) we get
diam(Qi j ) ≤ aξi + 2n 1/2 ηi pi−1 ≤ (a + 2K n 1/2 pi−1 ) diam(Si ). (4.57)
Put α := (1 + a)/2 < 1 and let pi = p be a large integer such that

a + 2K n 1/2 pi−1 ≤ α. We have
diam(Qi j ) ≤ α diam(Si ) ≤ αδ and diam(Qi j ) N ≤ p n α N diam(Si ) N , (4.58)

j
and for N being sufficiently large
1
diam(Qi j ) N ≤ p n α N diam(Si ) N ≤ diam(Si ) N .
i, j i
2 i
Thus, we can put β := 1

2
and finish the proof.
Summing up the above things we get
Proof of Theorem 4.15 Consider the sets
Vb := {(ψ(·), ψ(0)) ∈ H | |ψ(t)| ≤ b a.e. and |ψ(0)| ≤ b},

Ub := {(ψ(·), ψ(0)) ∈ H | ψ, ψ(0)2 < 3b2 }.
Clearly, Ub is open and V is closed. Thus, the trio Γb ⊂ V ⊂ U along with the operator
ϕ satisfies Propositions 4.4, 4.5, 4.6 and, therefore, Theorem 4.15 is applicable.
4.7 Fractal Dimensions of Almost Periodic Trajectories

and The Liouville Phenomenon
Investigating fractal dimensions of the closures of quasi-periodic trajectories we

face the following obstacle. Since a quasi-periodic function u(·) is the restriction of
a periodic function of several, say m, variables to a dense winding on the torus, i.e.
u(t) = Φu (ωt), ω ∈ Rm , the dimensional properties of its closure Mu = Φu (Tm )
depends on how Φu affects the diameters of sets, i.e. on the Hölder-like properties.
But it seems impossible to get some regularity results for Φu in the case of nonlinear
equations since the original differential equation determines the behaviour of Φu only
in the direction of the winding ωt on Tm and do not restrict it in transversal directions.
It appears that this problem can be avoided if we have additional information about
u(·), for example, if u(·) is a forced quasi-periodic oscillation.
In this section we derive several results concerning recurrence properties of
abstract almost periodic trajectories and its link with the fractal dimension. The
results are then applied to study the fractal dimension of forced almost periodic
oscillations in a class of control systems. The main results is based on [1, 2, 4].
The Fundamental Theorem on Diophantine Dimension. First of all, note that the
definition of an almost periodic function given in Sect. 4.3 can be extended to the
functions with values in some metric space X . Suppose u(·) is X -almost periodic.
The set of ε-almost periods Tε (u) is relatively dense, i.e. for some L(ε) > 0 the inter-
section [a, a + L(ε)] ∩ Tε (u) is not empty for all a ∈ R. Let lu (ε) be the minimum
of such numbers L(ε). The limits
ln lu (ε)
Di(u) := lim sup
ε→0+ ln 1/ε
(4.59)
ln lu (ε)
di(u) := lim inf
ε→0+ ln 1/ε
are called the Diophantine dimension and lower Diophantine dimension respectively.
Suppose that χ : X → Y is a map between metric spaces X and Y satisfying the
Hölder condition on Mu with some exponent a ∈ (0, 1], i.e. there is a constant C > 0
such that for all x, y ∈ Mu we have ρY (χ (x), χ (y)) ≤ CρX (x, y)α . Note that χ ◦ u
is Y-almost periodic. The following proposition can be proved by straightforward
calculations.
Proposition 4.7 In the above conditions we have
Di(u)
Di(χ ◦ u) ≤ . (4.60)
α
We know that an almost periodic function is uniformly continuous. Let δ(ε) be
such that ρX (u(t1 ), u(t2 )) ≤ ε provided by t1 − t2 ∞ ≤ δ(ε), where · ∞ is the
sup-norm in Rn . Let δ ∗ (ε) be the supremum of such numbers δ(ε). Consider the
value
ln δ ∗ (ε)
Δ(u) := lim sup . (4.61)
ε→0+ ln ε
It is clear that if u(·) satisfies the Hölder condition with an exponent α ∈ (0, 1] then
Δ(u) ≤ α1 .
Theorem 4.16
dim B H(u) ≤ Di(u) + Δ(u),
(4.62)
dim B H(u) ≤ di(u) + Δ(u).
Proof
ρ∞ (u(· + t) − u(· + t)) ≤ ε. (4.63)
Indeed, there is an ε-almost period τ ∈ [−t, −t + lu (ε)] for u(·). Then t := t +

τ is what we wanted. Now for arbitrary υ ∈ H(u) there exists t ∈ Rn such that
ρ∞ (υ(·), u(· + t)) ≤ ε and, consequently,
4.7 Fractal Dimensions of Almost Periodic Trajectories and The Liouville Phenomenon 173

ρ∞ υ(·), u(· + t) ≤ ρ∞ (υ(·), u(· + t)) + ρ∞ u(· + t), u(· + t) ≤ 2ε. (4.64)
For convenience’ sake for Q ⊂ R let Qu := {u(· + t) | t ∈ Q} ⊂ H(u). It follows

from (4.64) that it is sufficient to cover the set [0, lu (ε)]u by open balls. Let Bε (u(· +
t)) be the open ball centered at u(· + t) with radius ε. It is clear that for t ∈ R

δ ∗ (ε) δ ∗ (ε)
Bε (u(· + t)) ⊃ t − ,t + . (4.65)
2 2 u
Thus, the set [0, lu (ε)]u can be covered by δlu∗(ε) (ε)

+ 1 open balls of radius ε and,
consequently, the set H(u) can be covered by the same number of balls of radius 3ε.
Therefore, N3ε (H(u)) ≤ δlu∗(ε)
(ε)
+ 1 ≤ 2 · δlu∗(ε)
(ε)
and

lu (ε)
ln N3ε (H(u)) ln 2 · δ ∗ (ε)
≤ . (4.66)
ln 1/ε ln 1/ε
∗
For every δ > 0 there exists ε0 > 0 such that ln lnδ ε(ε) ≤ Δ(u) + δ for ε ∈ (0, ε0 ). From
(4.66) we have
ln N3ε (H(u)) ln 2 ln lu (ε)

≤ + + Δ(u) + δ. (4.67)
ln 3 + ln 1/(3ε) ln 1/ε ln 1/ε
Taking it to the lower/upper limit in (4.67) and using an arbitrary choice of δ we

finish the proof.
Remark 4.6 Consider the map i : H(u) → Mu , i(υ) := υ(0), from Theorem 4.6.
In the case of an arbitrary almost periodic function u(·) the map i is not a homeo-
morphism (and the set Mu does not have a natural group structure). Anyway, i is
still surjective and Lipschitz. As a consequence of this and Theorem 4.16 we have
dim B Mu = dim B i(H(u)) ≤ dim B H(u) ≤ Di(u) + Δ(u) and a similar estimate for
dim B Mu . In what follows we will use this fact to obtain some estimates of dimen-
sions for Mu in the case when u(·) is a forced almost periodic oscillation.
Almost Periodic Regimes in Control Systems Consider the following control sys-
tem
u̇ = Au + bφ(υ) + f (t),
(4.68)
υ = (c, u).
where A is a n × n-matrix; b and c are n-vectors; f (·) is a Rn -almost periodic

function and φ(·) is a C 2 scalar function satisfying with κ0 ≤ +∞ the inequality
0 ≤ φ(υ)υ ≤ κ0 υ 2 , ∀υ ∈ R. (4.69)
In [5] I. M. Burkin and V. A. Yakubovich, using a method of M. A. Krasnoselskii

(see Theorem 12.2 in [14]), have obtained frequency domain conditions (see below)
for the existence of exactly two almost periodic solutions to (4.68) one of which
is exponentially stable and one is unstable. We continue this investigation with the
following theorem. Note that the frequency domain conditions for the existence
of Bohr almost periodic solutions in general evolution equations are obtained in
[12, 22].
Theorem 4.17 Under assumptions (C1)–(C7) below for the exponentially stable
almost periodic solution u(·) to (4.68) we have
modZ (u) = modZ ( f ). (4.70)
Moreover,
Di(u) ≤ Di( f ). (4.71)
The estimate in (4.71) allows us to give an upper bound for the fractal dimension
of Mu (see Theorem 4.21 below).
Denote by W (z) = (c, (A − z I )−1 b) the transfer function of system (4.68). In
what follows we assume that the pair (A, b) is completely controllable. Consider the
following conditions
(C1) The matrix A is Hurwitz.
(C2) The matrix A has a leading eigenvalue, i.e. a simple real eigenvalue λ0 such
that λ0 > Re λi , where λi are the other eigenvalues.
(C3) There exists a number ε > 0 satisfying the conditions Re λi < −ε < λ0 and
such that
Re W (ε + iω) > 0 for ω ≥ 0, lim ω2 Re W (ε + iω) > 0.

ω→+∞
(C4) We have the inequality lim [−zW (z)] = (c, b) ≥ 0.

z→∞
(C5) The function φ(·) is monotonically increasing and convex, i.e.
φ (υ) > 0, φ (υ) > 0 for any υ ∈ R,
with
φ (0) < −W (0)−1 .
(C6) The following limits are valid:

φ(υ) −W (0)−1 < κ1 < κ0 (κ0 < +∞),
lim = κ1 , where
υ→+∞ υ −W (0)−1 < κ1 ≤ κ0 (κ0 = +∞);
φ(υ)
lim = κ2 < −W (0)−1 .
υ→−∞ υ
From (C1)–(C4) it follows that W (0) < 0 (Lemma 1.1. in [5]) so the for-
mulation of (C5)–(C6) is correct. Put α0 := −W (0) = −(A−1 b, c) > 0. Since
∞ ∞
−A−1 = 0 e As ds we have α0 = 0 (e As b, c)ds > 0. Let ψ(υ) := υ − α0 φ(υ).
Under assumptions (C5)–(C6) there is a unique maximum of ψ(·) at υ + . Put
β + := ψ(υ + ). Consider the function
t
A(t−s)
g(t) := e f (s), c ds. (4.72)
−∞
The last assumption is
(C7) sup g(t) < β + .

t∈R
Remark 4.7 The method of Krasnoselskii is based on the fact that there is a cone
K ⊂ Rn such that the family of operators e As , s > 0, is strictly monotone w.r.t. K
(i.e. they map the points of K into its interior). Define by K+ the part of K lying in the
half-plane {(c, x) ≥ 0}. From (C1)–(C4) it follows that b ∈ K+ . Conditions (C1)–
(C4) guarantee the existence of a strictly invariant cone K such that the interior of
K has empty intersection with the plane {(c, x) = 0} (Lemma 2.2 in [5]). Therefore,
since e As b ∈ Int K we have (e As b, c) ≥ 0.
Let f (·) be an E-almost periodic function (E is a Banach space). A sequence

{tk } ⊂ R is called f -returning if the sequence { f (· + tk )} converges uniformly to
f (·). The following lemma can be found in [8].
Lemma 4.10 For two almost periodic functions u(·) and f (·) the following condi-
tions are equivalent:
(1) modZ (u) ⊂ modZ ( f ).
(2) For every ε > 0 there is a δ > 0 such that Tε ( f ) ⊂ Tε (u).
(3) For every f -returning sequence there is an u-returning subsequence.
Proof of Theorem 4.17 From the proof of Theorem 12.2 in [14] it follows that the
exponentially stable almost periodic solution u(·) is given by the formula
t

u(t) = e A(t−s) bφ(υ ∗ (s)) + f (s) ds, (4.73)
−∞
where the scalar almost periodic function υ ∗ (·) satisfy the equation
t t
∗
A(t−s) A(t−s)
υ (t) = e b, c φ(υ ∗ (s))ds + e f (s), c ds, (4.74)
−∞ −∞
and υ ∗ (·) is the unique almost periodic solution of (4.74) such that
supt∈R υ ∗ (t) < υ + .
Let us show the inclusion modZ (u) ⊂ modZ ( f ). Let {tk }, k = 1, 2, . . . , be f -

returning, i.e. f (· + tk ) converges to f (·) uniformly. Let a subsequence {tk } ⊂ {tk }
be such that the sequence {υ ∗ (· + tk )} converges to some almost periodic function
υ̂(·). It is easy to see that
t t
∗
A(t−s) A(t−s)
υ (t + tk ) = e b, c φ(υ ∗ (s + tk ))ds + e f (s + tk ), c ds.
−∞ −∞
(4.75)
Since φ(·) is continuously differentiable and υ ∗ (·) is bounded, the sequence {υ ∗ (· +
tk )} converges to a solution of (4.74) and supt∈R υ̂(t) = supt∈R υ ∗ (t) < υ + . Thus, by
the uniqueness, υ̂ = υ ∗ and the sequence {tk } is υ ∗ -returning. Therefore, modZ (υ ∗ ) ⊂
modZ ( f ). The right-hand side of (4.73) for t ↔ t + tk , that is u(t + tk ), converges
uniformly (by the same argument) to u(·) and, consequently, {tk } is u-returning. Now
by Lemma 4.10 we get the inclusion modZ (u) ⊂ modZ ( f ).
To prove the inverse inclusion modZ (u) ⊃ modZ ( f ) note that the function u̇(·)
is Rn -almost periodic with the same Fourier exponents as for u(·) (due to the fact
that Fourier series of u̇(·) is the formal differentiation of the Fourier series for u(·)).
In particular, modZ (u) = modZ (u̇). Now express f (·) from (4.68) and the required
inclusion after what we have said is obvious.
Now we will show (4.71). For convenience, we write υ instead of υ ∗ . Suppose
ε > 0 and τ ∈ Tε ( f ). Put υmax := supt∈R υ(t) < υ + , Mυ (τ ; t) := |υ(t + τ ) − υ(t)|
and Mυ (τ ) := supt∈R Mυ (τ ; t). Then for some t0 we have |Mυ (τ ; t0 ) − Mυ (τ )| ≤ 2ε .
From (4.74) we have
t
A(t−s)
υ(t0 + τ ) − υ(t0 ) − e b, c φ(υ ∗ (s + τ )) − φ(υ ∗ (s)) ds
−∞
(4.76)
t
A(t−s)
= e [ f (s + τ ) − f (s)], c ds.
−∞
Put
t0
A(t0 −s)
I (τ ) := e b, c φ(υ ∗ (s + τ )) − φ(υ ∗ (s)) ds . (4.77)
−∞
From (4.76) we have

Mυ (τ ) − I (τ ) ≤ Cε + ε. (4.78)
Note that (see Remark 4.7)
I (τ ) ≤ −W (0)φ (υmax ) · Mυ (τ ), (4.79)

∞
where α0 = −W (0) = 0 (e As b, c)ds > 0. From (C5)–(C6) we have α0 φ (υmax ) <
α0 φ (υ + ) = 1. From this and (4.78)–(4.79) we deduce there is a constant C >0
such that Mυ (τ ) ≤ Cε, i.e. τ -is an Cε
almost period for υ(·). Now from (4.73) it is
evident that τ is an Ĉε-almost period for u(·) with some constant Ĉ > 0. In particular,
lu (Ĉε) ≤ l f (ε) and, hence, (4.71) holds.
Estimates of the Diophantine Dimension for Quasi-Periodic Trajectories. For

θ ∈ Rm we denote by |θ |m the distance from θ to Zm . Clearly, | · |m defines a metric
on m-dimensional flat torus Tm = Rm /Zm . An equivalent definition of a E-quasi-
periodic function u(·) is that there is a continuous function Φu : Tm → E and a vector
of rationally independent numbers ω = (ω1 , . . . , ωm ) such that u(t) = Φu (ωt). In
this case the numbers ω1 , . . . , ωm are called 1-frequencies and the function Φu is
called the parametrization of u(·) given by 1-frequencies vector ω. Since the motion
t → ωt densely fills the torus Tm the function Φu (·) is uniquely determined by
ω. Note that 1-frequencies have to be multiplied by 2π to become the frequencies
defined in Sect. 4.3. We will also call these 1-frequencies (or the vector ω) an integral
base for u(·).
The integral base ω = (ω1 , . . . , ωm ) is a base of true size m if there is no integral
bases for u(·) with less than m frequencies. Suppose that u(t) = Φu (ωt). Then Φ
induces a map Φ̂ : Tm → H(u) given by Φ̂(θ ) := Φ(ω · +θ ) ∈ H(u). The base
ω1 , . . . , ωm is called maximal if the map Φ̂ is a homeomorphism. It is clear that any
maximal base of m frequencies is a base of true size m. The following fundamental
theorem can be found in [24].
Theorem 4.18 For every E-quasi-periodic function there exists a maximal base.
Corollary 4.1 The hull H(u) of a quasi-periodic function having a base of true size
m is homeomorphic to Tm .
Since by (3.12), Chap. 3, dim B H(u) ≥ dim T H(u) we can combine Corollary 4.1
and Theorem 4.16 to get the following proposition.
Proposition 4.8 Suppose that u(·) is a E-quasi-periodic function having a base of

true size m and satisfying the Hölder condition with an exponent α ∈ (0, 1]; then
1
di(u) ≥ m − . (4.80)
α
Now we are going to investigate the link between the Diophantine dimension of
u(t) = Φu (ωt) and rational approximations of the m-tuple ω.
We say that an m-tuple ω = (ω1 , . . . , ωm ) of real numbers satisfy the Diophantine
condition of order β ≥ 0 if for some C > 0 and all natural q the inequality
1+β
1 m
|ωq|m ≥ C (4.81)
q
holds. In the next paragraph we will study metric properties of the Diophantine-like
numbers. Now we need to formulate a result from the geometry of numbers.
A lattice L in Rn is an additive subgroup generated by n linearly independent
vectors. For example, L = Zn is generated by standard basis e1 , . . . , en . Suppose
that K is a closed convex centrally symmetric body in Rn and 0 is an interior point of
K. For k = 1, . . . , n let sk be the minimal number s such that s · K contains k linearly
independent vectors of L. The numbers s1 , . . . , sn are called successive minima of
K w.r.t. L. Clearly, s1 ≤ s2 ≤ . . . ≤ sn . We have the following fundamental theorem
of Minkowski (see [25]).
Theorem 4.19 In the above constructions for the successive minima of K w.r.t. L
we have
2n
vol(Rn /L) ≤ s1 · . . . · sn · vol(K) ≤ 2n vol(Rm /L). (4.82)
n!
A subset D ⊂ Rn is a fundamental domain of L if the natural projection π : Rn →

R /L, x → [x], is bijective on D. From Theorem 4.19 we deduce the following
n
lemma.
Lemma 4.11 Let ω1 , . . . , ωm satisfy the Diophantine condition of order β ≥ 0 with

β(m − 1) < 1. Then there is K > 0 such that the system of inequalities
|ω1 τ |1 ≤ ε, . . . , |ωm τ |1 ≤ ε (4.83)

1 d
has an integer solution τ in each interval of length L(ε), where L(ε) = K ε
with
(1+β)m
d = 1−β(m−1) .
Proof For convenience put γ := 1+β

m
. For T ≥ 1 consider the parallelepiped

C
ΠT := (x, y1 , . . . , ym ) ∈ Rm+1
: max |ω j x − y j | ≤ γ , |x| ≤ T , (4.84)
1≤ j≤m T
for any fixed C1 < C, where C is from (4.81). Consider the successive minima
s1 , . . . , sm+1 of ΠT w.r.t. L = Zm+1 . It follows that there is no non-zero integer
points in ΠT and, consequently, s1 ≥ 1. Since the volume of ΠT is proportional to
T mγ −1 for some constant C2 > 0 we have
sm+1 ≤ s1 · . . . · sm+1 ≤ C2 T mγ −1 . (4.85)
Therefore, the parallelepiped (n + 1)C2 T mγ −1 · ΠT contains a fundamental domain

of the lattice Zm+1 and, consequently, any translate of it contains an integer point.
So, it follows that for some constants C3 > 0 and C4 > 0 the system
|ωx − θ |m ≤ C3 T (m−1)γ −1 (4.86)

has an integer solution x with A ≤ x ≤ A + C4 T mγ for arbitrary number A and

θ = (θ1 , . . . , θm ) ∈ Rm . Note that (m − 1)γ − 1 = m1 (β(m − 1) − 1) < 0. For all
sufficiently small ε > 0 choose T such that ε = C3 T γ (m−1)−1 and put θ = 0 in (4.86).
d (1+β)m
Since T mγ = C5 1ε , where d = 1−γmγ (m−1)
= 1−β(m−1) and C5 > 0 is a proper con-
d
stant, we have an integer solution τ to (4.83) in each interval of length L(ε) = K 1ε
for an appropriate K > 0 and, thus, the proof is finished.
From Lemma 4.11 we have
Theorem 4.20 Let u(t) = Φu (ω0 t, ω1 t, . . . , ωm t) be an E-quasi-periodic function
with the 1-frequencies ω0 , ω1 , . . . , ωm , m ≥ 1. Suppose that Φu satisfies the Hölder
condition with an exponent α ∈ (0, 1] and the m-tuple ω = ( ωω01 , . . . , ωωm0 ) satisfies
the Diophantine condition of order β ≥ 0 with β(m − 1) < 1. Then we have
1 (1 + β)m
Di(u) ≤ · . (4.87)
α 1 − β(m − 1)
Proof Put χ := Φu and υ(t) := (ωt). Now we can use Proposition 4.7 to get that
Di(u) = Di(χ ◦ υ) ≤ α1 Di(υ). Thus the problem is reduced to the estimation of the
Diophantine dimension for the linear flow on torus.
Case 1: ω0 = 1. Every ε-almost period of υ(·) is a solution to the system
|τ |1 ≤ ε, |ω1 τ |1 ≤ ε, . . . , |ωm τ |1 < ε. (4.88)
We omit the first condition by looking for τ being integer. Then by Lemma 4.11 there
d (1+β)m
is an integer τ in every interval of length L(ε) = 1ε with d = 1−β(m−1) , satisfying
4.88. From this we immediately get (4.87).
Case 2: ω = (ω0 , . . . , ωm ) does not have 1 as a frequency. Then for ε > 0 any ε-
almost period τ of υ(·) is a solution to
|ω0 τ |1 ≤ ε, . . . , |ωm τ |1 < ε. (4.89)
Put ζ := ω0 τ . Then system (4.89) becomes
|ζ |1 ≤ ε, |ω1 ζ |1 ≤ ε, . . . , |ωm ζ |1 ≤ ε, (4.90)

ω
where ωj = ω0j , j = 1, . . . , m. Denote υ (t) := (1, ω1 t, . . . , ωm t). It is clear that
Di(υ) = Di(υ ) as their almost periods are proportional. Thus, the theorem is
proved.
Metric Properties of Diophantine Numbers. Denote the set of m-tuples satisfy-
the Diophantine condition of a given order β ≥ 0 by Dm (β). Let Dm (∩) :=
ing
β>0 Dm (β) ∪ Dm (0). By a theorem of Khinchine (see [25]), the set Dm (β) has
full measure (= its complement has Lebesgue measure zero) for every β > 0 and,
therefore, since Dn (β1 ) ⊂ Dm (β2 ) for β1 < β2 , Dm (∩) is a set of full measure. Let
D̊m be the set of m-tuples in Dm (∩) that are linearly independent. Note that the set
D̊m is also a set of full measure.
j
For 1 ≤ j ≤ m let D̊m be the set of linearly independent m-tuples
ω = (ω1 , . . . , ωm ) such that (ω1 , . . . , ω̂ j , . . . , ωm ) ∈ ω j D̊m−1 .
j
Lemma 4.12 The set D̊m has full measure.
j
Proof Let Cm := Rm \D̊m . For ξ ∈ R consider the sections of Cm along the (m − 1)-
dimensional plane {ω j = ξ }. By Cavalieri’s principle,
+∞

μ(m)
L (Cm ) = μ(m−1)
L {ω j = ξ } ∩ Cm dξ, (4.91)
−∞
where μ(m)
L stands for the m-dimensional Lebesgue measure.
Clearly, for ξ = 0 we
(m−1) (m−1)
have μ L {ω j = ξ } ∩ Cm = μ L R \ξ D̊m−1 = 0 since the set ξ D̊m−1
m−1
has full measure. From this and (4.91) it follows that μ(m)
L (Cm ) = 0.
Liouville Phenomenon in Estimates of Fractal Dimensions. Suppose that f (·) in

(4.68) is an Rn -quasi-periodic function with m frequencies ω = (ω1 , . . . , ωm ), i.e.
f (t) = Φ f (ωt). By Eq. (4.70) from Theorem 4.17 the exponentially stable almost
periodic solution is quasi-periodic with the same frequencies. While u(·) is C 1 we
can not say the same about the parametrization Φu (see also the introduction to this
section). Hence, the results similar to Theorem 4.20 can not be directly applicable. In
this case the fact that Theorem 4.16 requires only the smoothness of u(·) is essential
for our investigations. Suppose that f (·) in (4.68) is an Rn -quasi-periodic function
with m frequencies ω = (ω1 , . . . , ωm ), i.e. f (t) = Φ f (ωt). By equation (4.70) from
Theorem 4.17 the exponentially stable almost periodic solution is quasi-periodic
with the same frequencies. While u(·) is C 1 we can not say the same about the
parametrization Φu (see also the introduction to this section). Hence, the results
similar to Theorem 4.20 can not be directly applicable. In this case the fact that
Theorem 4.16 requires only the smoothness of u(·) is essential for our investigations.
Theorem 4.21 Under assumptions (C1)–(C9) for (4.68) suppose that f (t) =
Φ f (ωt), where ω = (ω0 , ω1 , . . . , ωm ), m ≥ 1, and Φ f satisfies the Hölder condition
with an exponent α ∈ (0, 1]. Suppose also that ( ωω01 , . . . , ωωm0 ) satisfy the Diophantine
condition of order β ≥ 0 and β(m − 1) < 1. Then the exponentially stable almost
periodic solution u(·) to (4.68) is quasi-periodic and we have
1 (1 + β)m
dim B Mu ≤ · + 1. (4.92)
α 1 − β(m − 1)
Proof Inequality (4.71) from Theorem 4.17 gives us Di(u) ≤ Di( f ). Since u̇ is
almost periodic and, in particular, bounded we have Δ(u) ≤ 1. In virtue of Theorem
(1+β)m
4.20 we get Di( f ) ≤ α1 · 1−β(m−1) . Thus from 4.16 we obtain (4.92).
The dependence on the quality of rational approximations β in (4.92) is because of

inability to control any regularity of Φu in nonlinear systems. If the frequency-vector
ω is in some sense well-approximable it seems that an appearance of the Liuoville
phenomenon is possible. Its resulting effect is in that we can not control the fractal
dimension of forced quasi-periodic oscillations with well-approximable frequencies.
Note that in virtue of results in the previous paragraph for almost all ω we may put
β = 0 in (4.92).
4.8 Fractal Dimensions of Forced Almost Periodic Regimes

in Chua’s Circuit
In this section we show the existence of forced almost periodic oscillations in Chua’s
circuit using the approach of Krasnosel’skii (partially described in Sect. 4.7) and
compare the analytical upper estimates of the fractal dimension of the trajectory
closures with numerical simulations given by the standard box-counting algorithm.
The main results are borrowed from [4].
Existence of Almost Periodic Regimes Consider the perturbed Chua’s circuit [27]
⎧
⎪
⎨ẋ = η1 (y − x + h(x)) + f 1 (t),
ẏ = x − y + z + f 2 (t), (4.93)
⎪
⎩
ż = −(η2 y + η3 z) + f 3 (t),
where h(x) = κ1 x + 21 (κ0 − κ1 )(|x + 1| − |x − 1|) and η1 , η2 , η3 , κ0 , κ1 are param-

eters. For certain values of the parameters system (4.93) may demonstrate a regular
behaviour as well as the chaotic one; there is the possibility of presence of hidden
chaotic attractors and limit cycles (see [27] and the links therein). In the almost
periodically perturbed system the appearance of the so-called strange non-chaotic
attractors is possible [28]. Here we use the previously discussed method of Kras-
nosel’ski to obtain conditions for existence of an exponentially stable almost periodic
solution to (4.93). Next, we study the fractal dimensions of its closure and compare
the analytical upper estimates with the estimates provided by numerical experiments.
All the main results is borrowed from [4].
We write system (4.93) as a control system (4.68), where
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
−η1 η1 0 η1 1
A = ⎣ 1 −1 1 ⎦ , b = ⎣ 0 ⎦ , c = ⎣0⎦ ,
0 −η2 −η3 0 0
and φ(υ) = κ1 υ + 21 (κ0 − κ1 )(|υ + 1| − |υ − 1|).

The perturbation f (t) = ( f 1 (t), f 2 (t), f 3 (t)) is supposed to be almost periodic.
For two elements u, υ of a closed subspace E ⊂ Cb (R; R) we write u ≺ υ, if

υ − u ≥ 0. A cone segment u, υ in E is the set of all w ∈ E such that u ≺ w ≺ υ.
Theorem 4.22 Let (C1)–(C4) (defined in the previous section) be satisfied and in
addition suppose that
(CH1) 0 < κ0 < −W (0)−1 < κ1

(CH2) For υ0 ∈ (0, 1] consider M := W (0)φ(υ0 ) + υ0 = (1 + W (0)κ0 )υ0 > 0
and for g(t) from (4.72) we have
− M < sup g(t) < M. (4.94)

t∈R
Then system (4.93) has an exponentially stable almost periodic solution u ∗ (·) which
lies in {−υ0 < c∗ u < υ0 } and satisfies
modZ (u ∗ ) = modZ ( f ) and Di(u ∗ ) ≤ Di( f ). (4.95)
Proof Consider the integral operator

t t A(t−s)
[Π υ](t) := e A(t−s) b, c φ(υ(s))ds + e f (s), c ds (4.96)
−∞ −∞
in the space AP(R; R) of scalar almost periodic functions with the uniform norm.
From (C1)–(C4) we have (e As b, c) ≥ 0 for all s ≥ 0 (see Remark 4.7). Since the
inequality in (4.94) is strict, we may assume that υ0 ∈ (0, 1). Consider two constant
function υ1 (t) ≡ −υ0 and υ2 (t) ≡ υ0 . We have
[Π υ1 ](t) + υ0 = −W (0)φ(−υ0 ) + υ0 + g(t) = M + g(t) > 0,

υ0 − [Π υ2 ](t) = υ0 + W (0)φ(υ0 ) − g(t) = M − g(t) > 0. (4.97)
From the monotonicity of φ and (4.97) it follows that the operator Π is monotone on
the cone segment −υ0 , υ0 and leaves it invariant. Now suppose υ1 , υ2 ∈ AP(R; R)
and −υ0 ≺ υ1 ≺ υ2 ≺ υ0 . We have
t A(t−s)
0 ≺ [Π υ1 ] − [Π υ2 ](t) = m 0 e b, c (υ1 (s) − υ2 (s))ds ≺ S(υ1 − υ2 ),
−∞
(4.98)
where the linear operator S is defined on AP(R; R) as
t A(t−s)
[Sυ](t) = κ0 e b, c υ(s)ds. (4.99)
−∞
It is obvious that S = −W (0)κ0 < 1. In virtue of Theorem 10.2 from [14] the
operator Π has a unique fixed point υ ∗ on −υ0 , υ0 . It is clear that the formula
4.8 Fractal Dimensions of Forced Almost Periodic Regimes in Chua’s Circuit 183
t t
u ∗ (t) = e A(t−s) bφ(υ ∗ (s))ds + e A(t−s) f (s)ds (4.100)
−∞ −∞
defines an almost periodic solution to (4.93) and (u ∗ (t), c) = υ ∗ (t) ∈ (−υ0 , υ0 ) is

satisfied for all t ∈ R. The exponential stability of u ∗ follows from the fact that it is a
solution of a linear system with the Hurwitz matrix. A proof of (4.95) can be carried
out analogously to the proof of Theorem 4.17.
Now, for simplicity, we put f (t) = Φ f (ω1 t, ω2 t), where Φ f : T2 → R3 satisfies

the Hölder conditions with an exponent α ∈ (0, 1], and ω = ωω21 is an irrational num-
ber. Suppose that the k-th convergent of ω, say qk , k = 1, 2, . . . , for some β ≥ 0
1+β
satisfy qk+1 = O(qk ) for all k. From basic properties of continued fractions (see,
for example, [13]) it follows the latter is equivalent to the existence of a constant
C > 0 such that for all integer p and positive integer q we have
C
|ωq − p| ≥ , (4.101)
q 1+β
i.e. ω satisfies the Diophantine conditions of order β ≥ 0. Analogously to Theorem

4.21 we have
Theorem 4.23 Suppose the assumptions of Theorem 4.22 and the above conditions
on f and ω hold. Then for the exponentially stable almost periodic solution u ∗ we
have
1+β
dim B Mu ∗ ≤ + 1. (4.102)
α
It is well-known that the numbers ω which satisfies the Diophantine condition
of order 0 (= badly approximable numbers) have bounded terms in its continued
fraction expansion and vice versa. In particular, these √are all the quadratic irrationals
√ √
(see [13]), i.e. 2, 3 or the golden mean ϕ0 := 1+2 5 .
Numerical Experiments Figure 4.1 shows a numerically constructed domain in the
space of parameters η2 ∈ [0, 5], η3 ∈ [0, 5], and η1 = 1.4 for which system (4.93)
satisfies (C1)–(C4). In the sequel we give a more formal investigation of the condi-
tions of Theorem 4.22 for a certain parameters.
We consider system (4.93) with parameters η1 = 1.4, η2 = 2.2, and η3 = 4.8. For
these parameters the characteristic polynomial of A has 3 real roots: λ0 ≈ −0.258,
λ1 ≈ −3.125, and λ2 ≈ −3.817. We put ε := 1.5. By straightforward calculations
we get
z 2 + (η3 + 1)z + η2 + η3
W (z) = −η1 · (4.103)
z 3 + (1 + η1 + η3 )z 2 + (η2 + η3 + η1 η3 )z + η1 η2
Fig. 4.1 The domain (black)

of η2 (horizontally) and η3
(vertically) for which system
(4.93) with η1 = 1.4 satisfies
(C1)–(C4). Taken from [4]
and, as a corollary,
(2.7ω2 + 4.675) · (−ω2 + 0.55) + 2.8ω · (ω3 + 1.13ω)

Re W (iω − ε) = 1.4 · .
(2.7ω2 + 4.675)2 + (ω3 + 1.13ω)2
(4.104)
The simplest analysis of the numerator in (4.104) shows that W (iω − ε) > 0 for all
ω. Next, it is clear that Re W (iω − ε) ∼ 0.14
ω2
as ω → ∞. Thus conditions (C1)–(C4)
for the linear part is satisfied. From (4.103) it follows that
η3 35
W (0) = −1 − =− .
η2 11
Therefore, to satisfy condition (CH1) we may take κ0 < 11

35
< κ1 . We choose κ0 := 1
5
and κ1 := 1. Then for υ0 = 1 we have
7 4
M = (1 + W (0)κ0 )υ0 = 1 − = .
11 11
Therefore, if for the chosen parameters the perturbation f (t) = ( f 1 (t), f 2 (t), f 3 (t))
in (4.93) satisfy

4 A(t−s)
t 4
− < sup e f (s), c ds < , (4.105)
11 t∈R −∞ 11
Theorem 4.22 gives us the exponentially stable almost periodic solution lying in
{−1 < (c, u) < 1}. Since the matrix A is diagonalisable for the operator norm ·
associated with the Euclidean norm | · | in R3 we have e At = e J t = eλ0 t , where
J is the Jordan form of A. Put sups∈R | f (s)| =: κ. We have
+∞
t A(t−s) κ
e f (s), c ds ≤ κ eλ0 s ds = .
−∞ 0 |λ0 |
In particular, the inequality in (4.105) is satisfied if κ < 1

11
.
Consider the Weierstrass function
∞
w(t) = a k cos(bk t), (4.106)
k=1
where b ∈ Z and a ∈ R are parameters. We take a = b−α , where α ∈ (0, 1]. It is

known (see [31] p. 47) that the function in (4.106) satisfies the Hölder condition with
the exponent − ln a
ln b
= α. We will use this function for numerical simulations.
Let the function Φ f : T2 → R3 satisfy the Hölder condition with √
an exponent
ω1
α ∈ (0, 1] and consider f (t) := Φ f (ω1 t, ω2 t), where ω2 = ϕ0 = 2 . Suppose that
1+ 5
κ = sups∈R | f (s)| < 11

1
. Then for the fractal dimension of Mu ∗ , where u ∗ is the
exponentially stable almost periodic solution of (4.93) given by Theorems 4.22,
4.23 gives the estimate
1
dim B Mu ∗ ≤ + 1. (4.107)
α
In what follows we will compare this upper estimate with an estimates given by
numerical simulations.
In numerical experiments we use the standard box-counting algorithm. The coor-
dinates x, y, z in (4.93) are stretched in 25 times to prevent possible problems while
counting the boxes of large diameter. The set Mu ∗ is approximated by a part of the
trajectory u(·) with initial value u(0) = 0 (which is attracted to u ∗ ) considered on
[0, T ]. We calculate the values of the solution in 108 points, which are uniformly dis-
tributed on [0, T ], with the use of Runge-Kutta method of 4–5th order.6 We calculate
ε-boxes required to cover u([0, T ]) (denote its number N (ε, T )) for ε = εk = 2−k/2 ,
where k = 10, . . . , 14. Next, by observations N (ε, T ) we have to estimate N (ε).
Note that the estimate of the Diophantine dimension in (4.95) allows to estimate the
time T for which the set Mu ∗ will lie in the δ-neighborhood of the set u ∗ ([0, T ]).
For such T we may calculate the number of ε-boxes for ε " δ. In our case we have
1/α
T ≤ C 1δ . Thus, for α = 23 and δ = 2−9 the estimate for T has the order of 104 .
From this it follows that in simulations for large enough T the numbers N (ε, T ) stop
to change significantly and therefore they can be considered as an estimate of N (ε).
For the observations (− ln ε, ln N (ε)), where N (ε) is the estimated number of ε-
boxes, the dependence ln N (ε) on − ln ε is approximated in two ways. The first one
is the least squares method to find the parameters of the linear model y = d x + υ.
The coefficient d is then considered as a estimate of the fractal dimension of Mu ∗ .
For the second approximation we use the nonlinear model y = d x + βe−x + υ and
6 We use the implementation of the method within the procedure solve_ivp of package scipy.integrate
of programming language Python 3.7.1. Parameter max_step of the procedure is chosen to be 2−9 .
Fig. 4.2 The set Mu ∗ from Example 4.1. Taken from [4]
Fig. 4.3 Plots of the linear and nonlinear regressions expressing the dependence of ln N (ε) (ver-
tically) on − ln ε (horizontally) considered in Example 4.1. The estimates of dim B Mu ∗ is equal to
2.11 and 2.16 for the linear and nonlinear models respectively. Taken from [4]
again the method of least squares to estimate its parameters, where the coefficient
d is considered as an estimate of the fractal dimension. Below we consider these
two numerical estimates of dim B Mu ∗ with the analytical upper estimate provided
by Theorem 4.23.
Example 4.1 Consider Φ f (θ1 , θ2 ) := (0, C2 · w(2π θ1 ) + C1 · cos(2π θ2 ), C2 · w

(2π θ2 )) with C2 = 17 , C1 = 25
1
and put f (t) := Φ f (ω1 t, ω2 t), where ω1 = 2π
1
and
√
ϕ0
ω2 = 2π (we recall that ϕ0 = 1+2 5 ). The Weierstrass function (4.106) is considered
for b = 10 and α = 23 . It can be shown that κ = sups∈R | f (s)| < 11 1
and therefore
all the conditions of Theorem 4.22 are satisfied. The set Mu ∗ is shown in Fig. 4.2.
The values N (ε, T ) were close enough for T from 1000 to 20,000. Both models pro-
vided an estimate of dim B Mu ∗ approximately equal to 2.15 ± 0.05 (Fig. 4.3) that is
largely differs from the analytical upper estimate of 2.5 given by Theorem 4.23.
Example 4.2 Consider Φ f (θ1 , θ2 ) := (0, C1 · sin(2π t), C2 · (cos(2π t) + sin(2π t)))
ϕ0
with C1 = C2 = 20
1
and put f (t) := Φ f (ω1 t, ω2 t), where ω1 = 2π 1
and ω2 = 2π .
It can be shown that κ = sups∈R | f (s)| < 11 and therefore all the conditions of
1
Theorem 4.22 are satisfied. The set Mu ∗ is shown in Fig. 4.4. As an estimate for N (ε)
we chose N (ε, T ) for T = 20,000. Both models provided an estimate of dim B Mu ∗
approximately equal to 2 (Fig. 4.5) that coincide with the analytical upper estimate
given by Theorem 4.23.
Example 4.3 Consider Φ f (θ1 , θ2 ) := (0, C2 · w(2π θ1 ) + C1 · cos(2π θ2 ), C2 · w

(2π θ2 ) · sin(2π θ1 )) with C2 = 17 , C1 = 25
1
and put f (t) := Φ f (ω1 t, ω2 t), where
ϕ0
ω1 = 2π and ω2 = 2π . Consider the Weierstrass function (4.106) with the parame-
1
ters b = 10 and α = 23 . It can be shown that κ = sups∈R | f (s)| < 11

1
and therefore all
the conditions of Theorem 4.22 are satisfied. The set Mu ∗ is shown in Fig. 4.6. The
values N (ε, T ) were close enough for T from 1000 to 20,000. The linear regression
gave the estimate of dim B Mu ∗ approximately equal to 2.51 (see Fig. 4.7) that almost
coincide with the analytical upper estimate given by Theorem 4.23. The nonlinear
model gave the estimate of 2.76 that largely exceeds the analytical upper estimate of
2.5 and with the other estimated parameters (β = 14.72 and υ = −2.86) suggests
its unusability in this situation.
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Chapter 5
Dimension and Entropy Estimates
for Dynamical Systems
Abstract In the present chapter various approaches to estimate the fractal dimension
and the Hausdorff dimension, which involve Lyapunov functions, are developed. One
of the main results of this chapter is a theorem called by us the limit theorem for the
Hausdorff measure of a compact set under differentiable maps. One of the sections of
Chap. 5 is devoted to applications of this theorem to the theory of ordinary differential
equations. The use of Lyapunov functions in the estimates of fractal dimension and of
topological entropy is also considered. The representation is illustrated by examples
of concrete systems.
5.1 Upper Estimates for the Hausdorff Dimension

of Negatively Invariant Sets
5.1.1 The Limit Theorem for Hausdorff Measures
In this subsection we shall derive an upper estimate for the Hausdorff dimension
of negatively invariant sets which is a generalization of the well-known Douady-
Oesterlé theorem [18]. For other generalizations see [1, 35]. We start with a statement
for differentiable maps, apply this result in Sect. 5.1.2 to the description of fixed points
and invariant curves of maps and deduce in Sect. 5.1.3 a first upper estimate for the
Hausdorff dimension of the invariant sets of the Hénon map.
Let U be an open set in Rn , K ⊂ U be a compact set, and
ϕ : U → Rn (5.1)
be a C 1 -map. It follows that for any point u ∈ U and each h ∈ Rn with u + h ∈ U

the Taylor expansion
ϕ(u + h) − ϕ(u) = Dϕ(u)h + o(h) (5.2)
https://doi.org/10.1007/978-3-030-50987-3_5
192 5 Dimension and Entropy Estimates for Dynamical Systems
holds, where Dϕ(u) denotes the differential of ϕ at u. For any d ∈ [0, n] we denote,
according to (2.4), Chap. 2, by ωd (Dϕ(u)) the singular value function of order d
for Dϕ(u) and according to Sect. 3.2, Chap. 3, by μ H (Z, d) the outer Hausdorff
d-measure of a compact set Z.
Theorem 5.1 Suppose that for (5.1) there exist a sequence {Um }∞
m=0 of open subsets
of U, a compact set K ⊂ U, a sequence of compact sets {Km }∞ and a number
m=0
d ∈ (0, n] such that the following conditions are satisfied:
(1) For any m = 1, 2, . . . the m-th iterate ϕ m is defined on Um ;
(2) For any m = 1, 2, . . . we have Km ⊂ Um and ϕ j (Km ) ⊂ K for j = 0, 1, . . . ,
m − 1;
(3) There exists a continuous positive scalar function κ : K → R+ and a number
d ∈ [0, n] such that

κ ϕ(u)
sup ωd Dϕ(u) < 1. (5.3)

u∈K κ(u)
Then it holds:
(a) If μ H (Km , d) ≤ const for m = 1, 2, . . ., then
limm→+∞ μ H ϕ m (Km ), d = 0;
(b) If Km ⊂ K ⊂ ϕ m (Km) for m = 1, 2, . . ., then
dim H K < d and μ H ϕ m (Km ), d = 0 for all sufficiently large m.
Further, Theorem 5.1 [29–31] is called by us the limit theorem for the Hausdorff
measure. It’s proof will be given below. In the following subsection three important
corollaries of this theorem will be obtained.
Remark 5.1 The function κ in (5.3) can be considered as a regulating function for
If we define V (u) := log κ(u), u ∈ K,
the contraction property of ωd (Dϕ(·)) in K.
the inequality (5.3) is equivalent to
sup[log ωd (Dϕ(u)) + V (ϕ(u)) − V (u)] < 0 . (5.4)

u∈K
The inequality (5.4) contains the first difference of V with respect to the dynamical
system {ϕ k }k∈N0 . Thus V = log κ can be considered as Lyapunov function for this
system.
In order to prove Theorem 5.1 we need the following lemma. Recall that for
a compact set Z ⊂ Rn , a number d ∈ (0, n] and a number δ > 0 the expression
μ H (Z, d, ε) denotes the Hausdorff outer measure of Z at level ε and of order d.
For an ellipsoid E ⊂ Rn and a number d ∈ (0, n] the symbol ωd (E) denotes the
d-dimensional ellipsoid measure (cf. (2.5), Chap. 2).
Lemma 5.1 Let d ∈ (0, n] and ε > 0 be numbers and E ⊂ Rn be an ellipsoid such
1/d
that ωd (E) ≤ ε. Then the inequality
5.1 Upper Estimates for the Hausdorff Dimension of Negatively Invariant Sets 193
μ H (E, d, λε) ≤ Mωd (E)

√
holds, where λ := d0 + 1, M := 2d0 (d0 + 1)d/2 and d = d0 + s with d0 ∈ {0, 1,
. . . , n − 1}, s ∈ (0, 1].
Proof Let E be given by

⎧ ⎫
⎨ n ⎬
E := (u 1 , . . . , u n ) ∈ Rn (u j /a j )2 ≤ 1 ,
⎩ ⎭
j=1
where a1 ≥ a2 ≥ · · · ≥ an > 0 are the lengths of the semi-axes of E. Introduce

the notions E0 := E ∩ Rd0 , Rd0 := {(u 1 , . . . , u d0 )}, and ς := ad0 +1 . We have ς ≤
1/d
ωd (E) ≤ ε. In this case we can inscribe E0 into the parallelopiped P :=
[−a1 , a1 ] × [−a2 , a2 ] × · · · × [−ad0 , ad0 ] and cover P by N cubes with edge of
length 2ς , where
d0

N := [a j /ς ] + 1 .
j=1
Since a j /ς ≥ 1 for j ≤ d0 , we have

d0
d0
N ≤ 2d0 (a j /ς ) = (2/ς )d0 aj.
j=1 j=1
ς (0), where B
The ellipsoid E is contained in E0 × B ς (0) := Bς (0) ∩ Rn−d0 . Con-
sequently, E can be covered by sets of the form C × B ς (0), where C is a cube with
edges of length 2ς . If we introduce a rectangular coordinate system with the origin
in the center of such set and choose the first d0 of coordinate axes to be parallel to
edges of the cube, then the coordinates of points of this set which are the most distant
from the center satisfy the following relations
|υ1 | = · · · = |υd0 | = ς, υd20 +1 + · · · + υn2 = ς 2 .

√
It means that such a set is contained in a ball of radius ς d0 + 1.
Consequently

μ H (E, d, d0 + 1ε) ≤ N (d0 + 1)d/2 ς d ≤ 2d0 (d0 + 1)d/2 a1 . . . ad0 ς s = Mωd (E).
Proof of Theorem 5.1 From the hypothesis of Theorem 5.1 it follows that there
exists a positive number κ1 < 1 such that

κ ϕ(u)
sup ωd Dϕ(u) ≤ κ1 . (5.5)

u∈K κ(u)
For an arbitrary integer m ≥ 1 we introduce the notation
κ(u)
κ(m) := κ1m sup . (5.6)
u∈Km κ ϕ m (u)
Let l > 0 be an arbitrary number. Obviously, there can be found a number m 0 > 0
such that for all m > m 0 the inequality
κ(m) < l (5.7)
is true. Let us fix m > m 0 and denote by Dϕ m (u) the differential of the map ϕ m at
the point u ∈ Km . The chain rule gives
Dϕ m (u) = Dϕ(ϕ m−1 (u)) · Dϕ(ϕ m−2 (u)) · · · Dϕ(u) . (5.8)
Applying Horn’s inequality (Proposition 2.4, Chap. 2), it follows from (5.8) for
u ∈ Km that
m

ωd Dϕ m (u) ≤ ωd Dϕ(ϕ m− j (u)) .
j=1
Using this and taking into account (5.5) and (5.6), we get

m
κ ϕ m− j (u) κ(u)
ωd Dϕ (u) ≤
m
κ1 m− j+1 = κ1m m ≤ κ(m).
j=1
κ ϕ (u) κ ϕ (u)
Thus,
sup ωd Dϕ m (u) ≤ κ(m). (5.9)
u∈Km
Let us use Lemma 2.1, Chap. 2, with κ = κ(m) and a number δ such that
sup |Dϕ m (u)| ≤ δ, κ(m) ≤ δ d ,

u∈Km
and choose η > 0 such that (1 + cη)d κ(m) < l (this is possible by (5.7)). Let ε > 0
be so small that an ε-neighborhood of the compact set Km is contained in Dm and
the inequality
|ϕ m (υ) − ϕ m (u) − Dϕ m (u)(υ − u)| ≤ η|υ − u| (5.10)
is true for all υ ∈ Br (u) with r ≤ ε. The following inclusion


ϕ m Br (u) ⊂ ϕ m (u) + E + Bηr (0),
where E := Dϕ m (u)Br (0), follows from (5.10). By virtue of Proposition

2.2, Chap.
2,
the set E is an ellipsoid in Rn whose semi-axes have the lengths r α j Dϕ m (u) .
Taking into account (5.9), we have
1
ωd (E) = r d ωd E = r d ωd Dϕ m (u) ≤ κ(m)r d .
r
According to Lemma 2.1, Chap. 2, the set E + Bηr (0) is included into an ellipsoid
E for which
ωd (E ) ≤ (1 + κη)d κ(m)r d < lr d .
Thus, if {Br j (u j )} is a covering of Km by balls of radii r j ≤ ε, then we can construct

1/d
a covering of ϕ m (Km ) by ellipsoids with ωd (E j ) ≤ l 1/d r j and
ωd (E j ) ≤ l r dj . (5.11)
j j
For an arbitrary compact set K ⊂ Rn we put

μ(K , d, ε) := inf ωd (E j ),
j
where the infimum is taken over all finite coverings of K by ellipsoids E j , for which
1/d
ωd (E j ) ≤ ε. From (5.6) it follows that

μ ϕ m (Km ), d, l 1/d ε ≤ lμ H (Km , d, ε).
(5.12)
From Lemma 5.1 for an arbitrary compact set K ⊂ Rn we obtain the inequality
μ H (K , d, λε) ≤ c
μ(K , d, ε). (5.13)
Indeed, for a finite covering of the compact set K by ellipsoids {E j } with

1/d
ωd (E j ) ≤ ε we have

μ H (K , d, λε) ≤ μ H E j , d, λε ≤ μ H (E j , d, λε) ≤ M ωd (E j ).
j j j
From this it follows that (5.13) is true.

Using (5.13) with K := ϕ m (Km ) and then (5.12), we obtain

μ H ϕ m (Km ), d, λl 1/d ε ≤ M
μ ϕ m (Km ), d, l 1/d ε ≤ Mlμ H (Km , d, ε). (5.14)
Suppose that μ H (Km , d) ≤ μ0 < ∞ for m = 1, 2, . . . . Passing to the limit in

(5.14) as ε → 0, we obtain

μ H ϕ m (Km ), d ≤ Mlμ H (Km , d) ≤ Mlμ0 . (5.15)
From (5.7) it follows that for sufficiently large m the number l and, consequently, the
right-hand side of (5.15) will be as small as desired. So, assertion (a) is proved.
To prove assertion (b), let us assume that an arbitrary number l satisfies the
conditions λl 1/d < 1 and Ml < 1. In this case μ H (Km , d, ε) ≤ μ H (Km , d, λl 1/d ε),
and from (5.14) we obtain the inequality

μ H ϕ m (Km ), d, λl 1/d ε ≤ Mlμ H (Km , d, λl 1/d ε).
Taking into account the inclusion Km ⊂ K ⊂ ϕ m (Km ) for m = 1, 2, . . . , from the

last inequality we can see that
μ H (K, d, λl 1/d ε) ≤ Mlμ H (K, d, λl 1/d ε).

Therefore μ H (K, d, λl 1/d ε) = 0 and, consequently, μ H ϕ m (Km), d, λl 1/d ε = 0.
Passing to the limit as ε → 0 in these two equalities, we get μ H ϕ m (Km ), d = 0
and μ H (K, d) = 0. From the last equality it follows that dim H K ≤ d. Note that
inequality (5.3) is also satisfied for d − ε with ε > 0 sufficiently small. This implies
that dim H K ≤ d − ε, i.e. dim H K < d.
5.1.2 Corollaries of the Limit Theorem for Hausdorff

Measures
In this subsection we prove three corollaries from Theorem 5.1 originating from [9].
Corollary 5.1 Suppose that for (5.1) on a compact set K ⊂ U there exists a contin-
uous positive function κ : K → R+ and a number d ∈ [0, n] such that

κ ϕ(u)
sup ωd Dϕ(u) < 1.
u∈K κ(u)
Then it holds:

(a) If μ H (K, d) < ∞, then limm→+∞ μ H ϕ m (K), d = 0;
(b) If K ⊂ ϕ(K), then dim H K < d.
:= K and to define
Proof For the proof it is sufficient to put in Theorem 5.1 K
recurrently the sequences of sets {Um } and {Km } by
U1 := U, Um+1 := ϕ −1 (Um ), K1 := K, Km+1 := K ∩ ϕ −1 (Km ), m = 1, 2, . . . .
Here ϕ −1 (·) denotes the preimage of a given set under the map ϕ.
In the following corollaries we denote by α1 (u) ≥ α2 (u) ≥ · · · ≥ αn (u) the sin-
gular values of Dϕ(u).
Corollary 5.2 Suppose for (5.1) that U is an open simply connected domain in Rn
and a continuous positive on K
and there exist a compact set K function κ : K
→ R+
such that the relations
⊂ U,
ϕ(U) ⊂ K (5.16)
κ(u)
α1 (u)α2 (u) < , ∀u ∈ K. (5.17)
κ ϕ(u)
are true.
Then in U there can not exist any smooth and closed curve Γ which satisfies
ϕ(Γ ) = Γ .
In order to prove Corollary 5.2 we need the following lemma which is connected
with the existence problem of minimal surfaces spanning a given curve, the so-called
Plateau problem [16, 23, 42].
Lemma 5.2 Given a closed smooth curve Γ in Rn (n ≥ 3). Then there exists a rec-
tifiable surface S of finite Lebesgue area which spans it.
Proof (Sketch) Suppose that γ : [0, 1] → Rn is a smooth parameterization of Γ

such that γ (0) = γ (1) and γ ([0, 1]) = Γ . Choose a point z ∈ / Γ and connect any
point of Γ with z by the segment of a straight line. In the result we get a piecewise
smooth surface S with finite two-dimensional Lebesgue measure since the lengths of
segments connecting Γ with z are bounded from above by a constant and the length
of Γ is finite. Note that S can have self-intersections. It is clear that the piecewise
smoothness of S is preserved.
Proof of Corollary 5.2 Suppose the opposite, i.e. suppose that there exists such
a curve Γ . Let us span on Γ some piecewise smooth surface S ≡ K ⊂ U of finite
area with μ H (S, 2) < ∞. The existence of such a surface is guaranteed by Lemma
5.2. Since ϕ m (Γ ) = Γ for m = 1, 2, . . . we have

inf μ H ϕ m (K), 2 > 0. (5.18)
m≥0
On the other hand by Theorem 5.1 with Um := U and Km := ϕ(K) we obtain

lim μ H ϕ m (K), 2) = 0,
m→+∞
which contradicts the inequality (5.18)

The following corollary is a generalization of a result in [40].

Corollary 5.3 Suppose that D is an open simply connected domain and ϕ : D → D
and a continuous
is an analytic map. Suppose also that there exist a compact set K

on K positive function κ : K → R+ such that
ϕ(D) ⊂ K ⊂ D, (5.19)
κ(u)
α1 (u)α2 (u) < , ∀u ∈ K. (5.20)
κ(ϕ(u))
Then the map ϕ has in D at most a finite number of fixed points.

Proof First of all notice that by Corollary 5.2 in D there is no smooth closed curve
Γ satisfying the relation ϕ(Γ ) = Γ .
Let us suppose now that the conclusion is not valid, i.e. that D contains an infinite
sequence {u m } of different fixed points of ϕ. By (5.19) we have for all u m ∈ K.

Since K is a compact set, there exists a limit point υ of the sequence {u m } and

υ − ϕ(υ) = limm→∞ u m − ϕ(u m ) = 0 (we remain the old indices). Since u − ϕ(u)
is an analytic function we see that in the neighborhood of υ the representation
u − ϕ(u) = (I − Dϕ(υ)) (u − υ) + h(u), (5.21)

is possible, where h(u) is analytic in D and h(u) = O u − υ 2 as u → υ.
Denote by λ1 = λ1 (υ), . . . , λn = λn (υ) the eigenvalues of Dϕ(υ) numbered so
that |λ1 | ≥ |λ2 | ≥ · · · ≥ |λn |. Using Weyl’s inequality (Proposition 2.6, Chap. 2)
|λ1 . . . λk | ≤ α1 (υ) . . . αk (υ), k = 1, . . . , n
and inequality (5.20) we obtain
κ(υ)
|λ1 λ2 | < = 1.
κ(ϕ(υ))
If the number |λ1 | is less than 1, then the fixed point υ is asymptotically stable for
the iterations of ϕ and, consequently, it is an isolated point. Since υ is not an isolated
one, we have |λ1 | ≥ 1 > |λ2 |. Thus, it follows that λ1 is a real number. By Jordan’s
theorem there exists a regular real n × n matrix M such that
M −1 Dϕ(υ)M = diag (λ1 , C), (5.22)
where C is a real (n − 1) × (n − 1) matrix with eigenvalues all have modulus smaller

than 1. In order to find all fixed points of the map ϕ in the neighborhood of υ let us
perform in (5.21) the change u = υ + M (x, y)T with x ∈ R and y ∈ Rn−1 . Using
(5.22), we replace the fixpoint equation u − ϕ(u) = 0 by the pair of equations
x − λ1 x + h 1 (x, y) = 0, (I − C)y + h 2 (x, y) = 0, (5.23)

where h 1 , h 2 are analytic functions such that |h 1 |, |h 2 | = O(|x|2 + |y|2 ) as (x, y) →

(0, 0). Since det(I − C) = 0 from the implicit function theorem it follows that the
second equation in (5.23) has a solution y(x), which is analytic in some interval x ∈
(−δ, δ), and y(0) = 0. Therefore each solution
of
system (5.23) in a neighborhood
of (0, 0) can be represented in the form x, y(x) , where in a neighborhood of 0 the
number x is a root of the equation

x − λ1 x + h 1 x, y(x) = 0. (5.24)
Since υ is a non-isolated fixed point and the right-hand side of (5.24) is analytic
for x ∈ (−δ, δ) it is identically equal to zero in all the interval.Thus, the solution
of system (5.23) in a neighborhood of (0, 0) is an analytic arc x, y(x) with x ∈
(−δ, δ).
Thus, it follows that any non-isolated fixed point υ of the map ϕ lies on an analytic
curve passing through υ and entirely consists of fixed points of ϕ. Moreover all fixed
points in the neighborhood of υ belong to this curve. Let Γ be one of these analytic
curves. Suppose that Γ is not the part of a bigger curve of such kind. It is obvious
that all limit points Γ belong to it. Consequently Γ is a compact set. It follows
by Milnor’s theorem (Theorem A.2, Appendix A) that a smooth one-dimensional
simply connected manifold is diffeomorphic either to an interval of the real axis R or
to the circle S 1 . Consequently Γ is a closed curve. But any point Γ is a fixed point
of ϕ. It means that ϕ(Γ ) = Γ . But this contradicts to the fact which was stated at
the beginning of the proof.
The following results (Lemma 5.3 and Theorem 5.2) were obtained by Smith [40].
Lemma 5.3 For each simple closed contour γ ⊂ Rn there exist a plane E ⊂ Rn
and a closed circular disc D ⊂ E such that D ∩ π γ is a simple arc joining distinct
points p and q on the boundary ∂D of D, where π : Rn → E denotes the orthogonal
projection on E.
Proof Let υ = u 2 − u 1 , where u 1 , u 2 are distinct points on γ . If c ∈ R then Lc =

{u ∈ Rn |(υ, u) = c} is a hyperplane in Rn which is orthogonal to υ with respect to the
usual inner product in Rn . If c1 = (υ, u 1 ) and c2 = (υ, u 2 ), then u 1 ∈ Lc1 , u 2 ∈ Lc2
and c2 − c1 = |υ|2 > 0. Since γ is connected, the set γ ∩ Lc is non-empty when
c1 ≤ c ≤ c2 . If γ ∩ Lc is an infinite set, then Lc is tangential to one of the regular
arcs constituting γ . The values of c for which this property is satisfied form a set
of Lebesgue measure zero by Sard’s theorem (Theorem A.3, Appendix A). We can
therefore choose c with c1 < c < c2 such that γ ∩ Lc is a finite set. At each point p
of this finite set we can assume that γ has a tangent vector τ ( p) with (υ, τ ( p)) = 0.
Choose a point p0 in the finite set γ ∩ Lc and choose an (n − 1)-flat F ⊂ Lτ such
that p0 ∈ F and p ∈ / F for all other points p in γ ∩ Lc . If E is a plane in Rn orthogonal
to F and π : R → E is the orthogonal projection, then π p0 ∈ π γ and π p = π p0
n
for all points p = p0 on γ . Since (υ, τ ( p0 )) = 0, the plane curve π γ has a unique
tangent line L0 at the point π p0 . We can choose a small open arc γ0 ⊂ γ such that
π γ0 is approximately equal to a line segment of L0 which has π p0 as its centre. Since
γ = γ \ γ0 is closed and π p0 ∈ π γ we can choose a small circular disc D ⊂ E
with centre at π p0 such that D ∩ π γ is empty. Then D ∩ π γ = D ∩ π γ0 and this is
a simple are joining distinct points p, q on ∂D.
Remark 5.2 In Lemma 5.3 sufficient smoothness of the simple closed contour, i.e.
of a parameterized 1-boundary in Rn , is assumed. This allows the use of Sard’s
theorem to show the existence of an orthogonal projection onto a plane. This plays
a role similar to that of the rigid rotation R used in the proof of Proposition B.3,
Appendix B.
We now come to a central result which connects for a given map an upper Haus-
dorff dimension bound for invariant sets with the non-existence of invariant closed
curves. The direct proof given below uses Lemma 5.3 which is based on Sard’s the-
orem and properties of the winding number of a vector field in the plane. We shall
note that this result also follows from the more general result of Muldowney and Li
(Theorem 10.12, Chap. 10).
Theorem 5.2 Suppose that U ⊂ Rn is simply-connected and ϕ : U → U is a contin-

uous map which satisfies ϕ(U) ⊂ K0 ⊂ U, where K0 is a compact set. If the maximal
invariant set K1 of ϕ in U has Hausdorff dimension dim H K1 < 2, then ϕ(γ ) = γ
for every simple closed contour γ ⊂ U, supposed that ϕ is one-to-one on γ .
Proof Assume that the theorem is false, i.e. suppose that ϕ(γ ) = γ for some simple
closed contour γ ⊂ U. With this γ , Lemma 5.3 associates an orthogonal projection
π : Rn → E and a circular disc D ⊂ E. For each point q in E \ π γ let w(q) the
winding number about q (see Sect. B.3, Appendix B) of the projected vector field
along the closed plane curve π γ . Then w(q) is an integer which remains constant
as q varies over any connected component of E \ π γ . In particular w(q) is constant
in each of the components D1 , D2 of D \ π γ . Furthermore w(q2 ) = w(q1 ) ± 1 when
q1 ∈ D1 and q2 ∈ D2 . Hence w(q) = 0 in at least one of the components D1 , D2 .
Since dim H K1 < 2, we have dim H π K1 < 2 and therefore neither D1 , nor D2
lies wholly within π K1 . Hence, a point q0 can be chosen in D1 ∪ D2 such that q0 ∈ /
π
K 1 and w(q 0 ) = 0. Then q 0 ∈
/ π ϕ j
(K0 ) for some integer j 0 because π K 1 =
j≥0 π ϕ K0 .
j
Since γ can be continuously contracted to a point within the simply-connected

set U, the plane curve π ϕ k+1 γ can be contracted to a point within the set π ϕ k+1 (U).
Since γ = ϕ k+1 (γ ) and ϕ(U) ⊂ K0 it follows that π γ can be contracted to a point
within π ϕ k (K0 ). Since q0 ∈
/ π ϕ k (K0 ) the winding number about q0 of the contracting
curve remains constant throughout this continuous deformation. Its initial value is
w(q0 ) and its final value is zero because π γ is contracted to a point distinct from q0 .
However, q0 was chosen so that w(q0 ) = 0.
5.1.3 Application of the Limit Theorem to the Hénon Map
Consider the Hénon map ([4, 21, 27, 35, 37]) ϕ : R2 → R2 given by
(x, y) ∈ R2 −→ (a + by − x 2 , x), (5.25)
where a > 0 and 0 < b < 1 are parameters.

Suppose that K ⊂ R2 is a compact set, which is invariant with respect to {ϕ m }.
In order to get Hausdorff dimension estimates for K, we want to use Corollary 5.1.
This corollary says that dim H K < 1 + s for some s ∈ [0, 1], if
κ (ϕ(u))
α1 (u) α2s (u) < 1, ∀ u ∈ K, (5.26)
κ (u)
where α1 (u) ≥ α2 (u) are the singular values of the differential of ϕ at u = (x, y) and
κ (u) is a continuous positive scalar function on K. We demonstrate two variants: the
first employs the function κ (u) ≡ 1, the second is based on a function κ (u) ≡ 1.
It is easy to see that the Jacobian matrix of ϕ at an arbitrary point u = (x, y) is
given by
−2x b
J (x, y) = (5.27)
1 0
and admits the maximal singular value

1 2
α1 (u) ≡ α1 (x) = 4x + (1 + b) + 4x + (1 − b) .
2 2 2
2
Since α1 (x) α2 (x) ≡ | det J (x, y)| = b we can write for the second singular value
b
α2 (x) = . (5.28)
α1 (x)
Suppose that δ > 0 is a number such that
K ⊂ {(x, y) |x| ≤ δ} . (5.29)
The following results (Theorems 5.3 and 5.4) have been obtained in [12].
Theorem 5.3 Suppose that K is a compact and invariant with respect to {ϕ m } set
and the inclusion (5.29) is satisfied. Then
1
dim H K < 1 + .
1 − log b/ log α1 (δ)
Proof Under consideration of (5.28) and (5.29) the condition (5.26) is satisfied if
bs α11−s (x) < 1, ∀x ∈ [−δ, δ].
Since the function α1 (x) takes on [−δ, δ] the maximum for |x| = δ, the last inequality
is satisfied if
bs α11−s (δ) < 1. (5.30)
Using the fact that α1 (x) ≥ 0 for all x, this is equivalent to the inequality
log α1 (δ)
s> .
log α1 (δ) − log b

Remark 5.3 The Hénon map was investigated numerically in [27]. It follows from
the results of this paper that for a = 1.4, b = 0.3 the parameter δ in (5.29) can be
taken as δ = 1.8. Theorem 5.3 gives with such a δ the estimate dim H K ≤ 1.523.
Our next Hausdorff dimension bound for a compact invariant set of the Hénon
map improves the result of Theorem 5.3 and does not need any information from
numerical experiments.
Let us introduce the values
2 −4τ log(aτ 2 )
τ := , κ := .
1−b+ (1 − b)2 + 4a (1 − b)[4 + (1 + b)2 τ 2 ]
Theorem 5.4 Suppose that K is an invariant compact set for the Hénon map and
the inequality
4 τ
κ ≤ min , (5.31)
(1 + b)2 1 − b + τ b
is satisfied. Then
1
dim H K ≤ 1 + ,
1 − 2 log b/M

(1+b)2
where M := 2 log 2 − log κ − 1 + κ 1−b
τ
+ 4
+a .
Proof Since aτ 2 < 1 we have κ > 0. Let s ∈ (0, 1) be arbitrary and define for u =
(x, y) ∈ R2 the scalar function
κ
κ(u) := e(1−s) 2 (x+by) .
A direct calculation shows that

κ(ϕ(u)) κ
= e(1−s) 2 [−x −(1−b)x+a]
2
κ(u)
and the condition (5.26) with this function has the form
1−s κ
bs 2−(1−s) e(1−s) 2 [−x −(1−b)x+a] < 1
2
4x 2 + (1 + b)2 + 4x 2 + (1 − b)2
or
s log b − (1 − s) log 2 + (1 − s)
κ
× log 4x 2 + (1 + b)2 + 4x 2 + (1 − b)2 + [−x 2 − (1 − b)x + a] < 0 .
2
(5.32)
The last inequality is satisfied if
1
s log b + (1 − s) h (x) < 0, ∀x ∈ Proj K,
2
where Proj denotes the projection on the x-axis and
h(x) := log [4x 2 + (1 + b)2 ] − κ[x 2 + (1 − b)x − a].
It follows from Corollary 5.1 that the theorem is proved if h(x) ≤ M, ∀x ∈ Proj K.
We want to show that in fact this inequality is satisfied for all x ∈ R. Let us consider
the following three cases.
2
Case 1: Suppose x ∈ [0, +∞). It follows that 4x 2 < 4 x + 1−b 2
and h(x) <
h 1 (x), where

1−b 2 2 1 − b 2 (1 − b)2
h 1 (x) := log 4 x + + (1 + b) − κ x+ − −a .
2 2 4
Since
8 x + 1−b 1 − b
h 1 (x) = 2
2
− 2κ x +
4 x + 1−b + (1 + b)2 2
2
the points with h 1 (x) = 0 satisfy the equation

! "
1−b 1−b 2
x+ 4−κ 4 x + + (1 + b) 2
= 0.
2 2
Under the condition (5.30) is κ1 − (1 + b)2 /4 ≥ 0. It follows that the function h 1 (x)
has the global maximum on R for x satisfying
2
1−b 1 (1 + b)2
x+ = − .
2 κ 4
# $
1 + b2 1
Consequently, h 1 (x) ≤ 2 log 2 − log κ − 1 + κ + a . From > (1 − b)/4 it
2 τ
follows that
1 + b2 1 − b (1 + b)2
+a ≤ + + a.
2 τ 4
This shows that h 1 (x) ≤ M, ∀x ∈ R, so that h(x) ≤ M, ∀x ∈ [0, +∞).
Case 2: Suppose x ∈ [−1/τ, 0). It follows that

1−b 2
4x 2 + (1 + b)2 = 4 x + − 4(1 − b)x − (1 − b)2 + (1 + b)2
2

1−b 2 1−b
≤4 x+ +4 +b .
2 τ
This demonstrates that h(x) ≤ h 2 (x), where

1−b 2 1 − b 2 (1 − b)2
h 2 (x) := log 4 x + + 4B − κ x+ − −a
2 2 4
and B := (1 − b)/τ + b.
Because of

8 x+ 1−b
1−b
h 2 (x) =
2
− 2κ x + ,
1−b 2 2
4 x+ 2
+ 4B
the points with h 2 (x) = 0 satisfy

! "
1−b 1−b 2
x+ 1−κ x+ +B = 0.
2 2
Because of (5.31), the inequality κ1 − B ≥ 0 holds. From this it follows that h 2 (x)
is maximal on R for such x ∈ R satisfying
2
1−b 1
x+ − = B.
2 κ
This implies
(1 − b)2
h 2 (x) ≤ 2 log 2 log κ − 1 + κ(B + + a)
4
for all x and h 2 (x) ≤ M, ∀x ∈ R. Using this we get h(x) ≤ M, ∀x ∈ [− τ1 , 0).

Case 3: Suppose x ∈ (−∞, − τ1 ). It follows that x > −τ x 2 and
x 2 + (1 − b)x > [1 − τ (1 − b)]x 2 .
With this we get for all x ∈ R h(x) ≤ h 3 (x), where
h 3 (x) := log[4x 2 + (1 + b)2 ] − κ(C x 2 − a)
and C := 1 − τ (1 − b) = aτ 2 . Since
8x
h 3 (x) = − 2κC x,
4x 2 + (1 + b)2
all points with h 3 (x) = 0 satisfy

x{4 − κC 4x 2 + (1 + b)2 } = 0.
Employing C = aτ 2 < 1, we conclude from (5.31) that 4/(κC) − (1 + b)2 ≥ 0.

This guaranties that h 3 (x) is maximal on R for x satisfying
1 (1 + b)2
x2 = − .
κC 4
This means that

(1 + b)2
h 3 (x) ≤ 2 log 2 − log κ − 1 − log C + κ C +a .
4
Using the representation of κ through τ we see, that the right-hand side of the last
inequality is equal to M. It follows that h 3 (x) ≤ M, ∀x ∈ R, and, consequently,
h(x) ≤ M, ∀x ∈ (−∞, −1/τ ).
Consider in (5.25) again the parameters a = 1.4, b = 0.3. A direct calculation

gives τ = 0.63 and κ = 0.450. Since (5.30) is satisfied, we conclude on the base of
Theorem 5.4 that dim H K < 1.510. Suppose that (x± , y± ) are the fixed points of ϕ.
The first coordinates are given by the roots of
x 2 + (1 − b)x − a = 0.
Thus we have
1
x± = −(1 − b) ± (1 − b)2 + 4a .
2
If the compact and invariant set K is a global attractor, all fixed points are contained
in K. However for these points u we have
κ(ϕ(u))
= 1.
κ(u)
As a consequence we see that, independently of the choice of κ(u) in (5.26), there

is no better estimate than
1
dim H K ≤ 1 + . (5.33)
1 − log b/ log α1 (x− )
For the values a = 1.4, b = 0.3 we get from (5.33) dim H K ≤ 1.500 . . . .
Note that the Hausdorff dimension bounds from Theorems 5.3 and 5.4 are also
bounds for the fractal dimension. This fact follows from the equality (5.28) which is
in fact Chen’s condition (see Sect. 5.4).
5.2 The Application of the Limit Theorem to ODE’s
5.2.1 An Auxiliary Result
Consider the system

dϕ
= f (t, ϕ) (5.34)
dt
in J × U. Here J ⊂ R is an open interval containing R+ , U ⊂ Rn is an open set

and f : J × U → Rn is a continuously differentiable function. Let
λ1 (t, u) ≥ λ2 (t, u) ≥ · · · ≥ λn (t, u)
be the eigenvalues of the symmetrized Jacobian matrix of the right-hand side of

(5.34), i.e. of the matrix [D2 f (t, u) + D2 f (t, u)∗ ] at a point (t, u) ∈ J × U.
For a continuously differentiable scalar function V : U → R we shall use the
derivative of V w.r.t. (5.34)
V̇ (t, u) = ( f (t, u), grad V (u)) .
For a number d = d0 + s with d0 ∈ [0, n − 1] integer and s ∈ [0, 1] and a loga-

rithmic Λ we introduce the partial d-trace w.r.t. Λ of D2 f : J × U → R by

tr d,Λ D2 f (t, u) := sΛ D2 f (t, u)[d0 +1] + (1 − s)Λ D2 f (t, u)[d0 ] .
Suppose that there exist a number τ > 0 and an open set U0 (U 0 ⊂ U) satisfying
the following condition: if u ∈ U 0 , then the solution ϕ(·, u) of (5.34) with ϕ(0, u) =
u satisfies ϕ(t, u) ∈ U for t ∈ [0, τ ]. Denote by ϕ τ : U 0 → U the time-τ -map of
system (5.34) which is defined by ϕ τ (u) := ϕ(τ, u).
The following lemma [11] will be used to introduce logarithmic norms and Lya-
punov functions into dimension estimates.
5.2 The Application of the Limit Theorem to ODE’s 207
Lemma 5.4 Let V be a continuously differentiable scalar function in the domain U,

d = d0 + s, with integer d0 ∈ [0, n − 1] and s ∈ (0, 1], and Λ be some logarithmic
norm. Then there exists a continuous positive on U function κ which satisfies the
inequality

κ ϕ τ (u)
ωd Dϕ τ (u)
κ(u)
% τ

≤ tr d,Λ D2 f (t, ϕ(t, u)) + V̇ (t, ϕ(t, u)) dt, ∀u ∈ U.
0
(5.35)
Proof The derivative Dϕ t of the map ϕ t is the Cauchy matrix solution of the system
dυ
= D2 f (t, ϕ(t, u))υ .
dt
Therefore by Proposition 2.18, Chap. 2, we have with a continuous positive function
β1 (·; k)
% τ

ωk Dϕ τ (u) ≤ β1 ϕ(τ, u); k exp Λ D2 f (t, ϕ(t, u))[k] dt,
0
k = 1, 2, . . . , n. (The fact that β1 (·; k) is continuous as function of the phase variable

follows from the construction of β1 in the proof of Proposition 2.18, Chap. 2). Let
us take κ(u) := κ(u)−1 exp V (u), where
κ(u) := β11−s (u; d0 ) β1s (u; d0 + 1).
To finish the proof, take into account the relations

κ ϕ τ (u) κ(u) & '
= τ exp V (ϕ τ (u)) − V (u)
κ(u) κ ϕ (u)
% τ
1
= exp V̇ t, ϕ(t, u) dt (5.36)
κ ϕ(τ, u) 0
and recall that

τ s τ
ωd Dϕ τ (u) = ωd1−s
0
Dϕ (u) ωd0 +1 Dϕ (u) .

5.2.2 Estimates of the Hausdorff Measure and of Hausdorff

Dimension
Let K ⊂ U0 be a compact set satisfying for the time-τ -map of (5.34) the relation
K ⊂ ϕ τ (K) for some τ > 0. Recall that ϕ τ (·) ≡ ϕ(τ, ·) is the solution of (5.34) with
ϕ(0, u) = u.
By using Lemma 5.4 and Corollary 5.1 from the limit theorem we directly obtain
the following theorem [11].
Theorem 5.5 Suppose that there exist an integer number d0 ∈ [0, n − 1], a real
s ∈ (0, 1], a logarithmic norm Λ, and a continuously differentiable on K function
V satisfying with d = d0 + s the inequality
% τ
tr d,Λ D2 f (t, ϕ(t, u)) + V̇ (t, ϕ(t, u)) dt < 0, ∀u ∈ K.
0
Then dim H K < d0 + s.
Choosing the logarithmic norm defined by the Euclidean vector norm, we obtain
Corollary 5.4 Suppose that there exist an integer number d0 ∈ [0, n − 1], a real
number s ∈ (0, 1], and a continuously differentiable on K function V such
% τ
λ1 (t, ϕ(t, u)) + · · · + λd0 (t, ϕ(t, u)) + sλd0 +1 (t, ϕ(t, u))
0

+V̇ (t, ϕ(t, u)) dt < 0, ∀u ∈ K.
Then dim H K < d0 + s.
The following corollary (see [40]) plays an essential role in the estimation of
Hausdorff dimension.
Corollary 5.5 Suppose that there exist a constant real symmetric positive definite
n × n matrix Q and a continuous function : R+ × U → R such that
J (t, u)∗ Q + Q J (t, u) + 2(t, u)Q ≥ 0, ∀(t, u) ∈ R+ × U . (5.37)
Here J (t, u) := D2 f (t, u) denotes the Jacobian matrix of f at (t, u) ∈ R+ × U.

Suppose also that there exists a number T > 0, period of f with respect to t, and
a number d ∈ (0, n] such that
% T
(n − d)(τ, ϕ(τ, u)) + tr J (τ, ϕ(τ, u) dτ < 0, ∀u ∈ K ⊂ U , (5.38)
0
where K is an invariant compact set, i.e. ϕ T (K) = K.

Then dim H K < d.
Proof Consider the map (ϕ T )m := ϕ(mT, ·). Since (ϕ T )m K ⊂ U there exists an

open set Um , K ⊂ Um ⊂ U with ϕ(t, u) ∈ U for all (t, u) in [0, mT ] × Um . Then
(ϕ T )m (u) = ϕ(mT, u) = ϕ mT (u), ∀u ∈ Um . If we put A(t) := J (t, ϕ(t, u)),
(t) := (t, ϕ(t, u)) then (5.37) implies that inequality (2.43) of Corollary 2.10,
Chap. 2, holds for 0 ≤ t ≤ mT. Corollary 2.10, Chap. 2, then gives
α1 (mT, u)α2 (mT, u) · · · αk (mT, u) (5.39)

% mT

≤ λ1 (Q)k/2 λ1 (Q −1 )k/2 exp (n − k)(τ, ϕ(τ, u)) + tr J (τ, ϕ(τ, u)) dτ .
0
Write d = d0 + s with d0 ∈ {0, . . . , n − 1}, s ∈ (0, 1]. Then it follows from (5.39)
that
α1 (mT, u) · · · αd0 (mT, u)αd0 +1 (mT, u)s

% mT
−1 d/2

≤ λ1 (Q) λ1 (Q ) exp
d/2
(n − d) + tr J dτ . (5.40)
0
Choose
% T
β := max (n − d)(τ, ϕ(τ, u)) + tr J (τ, ϕ(τ, u) dτ < 0 ,
p∈K 0
which is possible because of (5.38). Then

sup α1 (mT, u) . . . αd0 (mT, u)αd0 +1 (mT, u)s
u∈K
≤ λ1 (Q)d/2 λ2 (Q −1 )d/2 e−mβ < 1 ,
if m is sufficiently large.
The statement of the corollary follows now from Theorem 5.1.
Example 5.1 Consider the forced Duffing equation
ẍ + 2δ ẋ + x 3 − x = ε cos ωt , (5.41)
where δ, ε, ω are positive parameters. Introducing the new variable y := ẋ + δx , we

get ẏ = ẍ + δ ẋ = (1 + δ 2 )x − x 3 − δy + ε cos ωt. Thus (5.41) is equivalent to the
planar system
ẋ = y − δx, ẏ = (1 + δ 2 )x − x 3 − δy + ε cos ωt . (5.42)
It was shown in [26] by numerical calculations that for certain parameter values
δ, ε, ω there exists a strange attractor in the system generated by (5.42).
Since (5.42) is point-dissipative, there exists a compact invariant set. In the next
theorem [40] we give an upper estimate of the Hausdorff dimension of such a set.
Theorem 5.6 Suppose K is a compact invariant set of (5.42). Then
dim H K ≤ 2 (1 − δ/) (5.43)
with ( ⎫
:= δ + 3 1 + δ 2 + 2−1/2 c 4a 1/2 , ⎬
a := 1/2(1 + δ 2 + 2−1/2 3c , (5.44)
1/2 ⎭
c := δ −1 ε + (δ −2 ε2 + 2(1 + δ 2 )2 .
Proof Let us consider in R2 the real valued function V given by V (x, y) := 2y 2 +

(1 + δ 2 − x 2 )2 . If (x(·), y(·)) is any solution of (5.42), then
d
V (x(t), y(t)) = 4 yε cos ωt − 2 δx 4 − 2 δ V (x, y)
dt
= 4 εy cos ωt − 4 δ y 2 + x 4 − (1 + δ 2 )x 2

= 4 εy cos ωt − 2 δx 4 − 2 δ V (x, y) − (1 + δ 2 )2

≤ 2 ε[2 V (x, y)]1/2 − 2 δ V (x, y) − (1 + δ 2 )2
2
1 2 1
= ε + 2 δ(1 + δ ) − δ ε − (2 V (x, y))
2 2 1/2
.
δ δ
This inequality shows that V̇ (x, y) < 0 if

2
1
V (x, y) ≥ 1δε + (δ −2 ε2 + 2(1 + δ 2 )2 )1/2 = 12 c2 .
2
Introduce the set D := {(x, y) ∈ R2 | V (x, y) ≤ 21 c2 }. Then D is absorbing and pos-

itively invariant for (5.42). Hence D contains every compact invariant set K of (5.42).
If V (x, y) < 12 c2 then (1 + δ 2 − x 2 )2 < 12c2 and 0 ≤ x 2 < 1 + δ 2 + 2−1/2 c. It
follows that
(1 + δ 2 + 2−1/2 c − 2x 2 )2 ≤ (1 + δ 2 + 2−1/2 c)2 , ∀(x, y) ∈ D (5.45)

a 0
Suppose is a constant and Q := is a 2 × 2 matrix with a ∈ R.
0 1
The Jacobi matrix J of the right-hand
an arbitrary point (t, x, y) ∈
side of (5.42) at
−δ 1
R+ × R is given by J (t, x, y) =
2
.
1 + δ 2 − 3x 2 − δ
It follows that

2 a( − δ) a + 1 + δ 2 − 3x 2
J∗Q + QJ + 2 Q = . (5.46)
a + 1 + δ 2 − 3x 2 2 ( − δ)
The Routh-Hurwitz criterion shows that if
> δ and 4 a 2 ( − δ)2 > (a + 1 + δ 2 − 3x 2 )2 , (5.47)
then the matrix (5.46) is positive-definite.

These conditions are equivalent to (5.37) provided that we choose and a as in
(5.44) .
Since tr J ≡ −2 δ, the condition (5.38) reduces to [2 − d] − 2δ < 0.
Corollary 5.5 then shows that every compact invariant set K ⊂ D has dim H K < d.
Hence
dim H K ≤ 2(1 − −1 δ) .
The following simple proposition [11] resulting also from Theorem 5.5 shows the
connection between the divergence of the vector field, the zero Lebesgue measure
of the considered set, and the Hausdorff dimension of this set.
Theorem 5.7 Suppose that there exists a positive continuously differentiable on K

function κ(·) such that
∂(κ f 1 ) ∂(κ f 2 ) ∂(κ f n )

div (κ f ) ≡ + + ··· + <0
∂u 1 ∂u 2 ∂u n
for all (t, u) ∈ [0, τ ] × K. Then K has zero Lebesgue measure.
Proof Since
∂(κ f 1 ) ∂(κ f n )
+ ··· + = κ tr D2 f + κ̇,
∂u 1 ∂u n
the condition of Theorem 5.5 is satisfied with d0 = n − 1, s = 1 and the auxiliary

function V (u) := log κ(u). Consequently, dim H K < n, and by Proposition 3.19,
Chap. 3, μL (K, n) = 0.
Now we suppose that U0 is a bounded set, and the relations K ⊂ U 0 ⊂ U, ϕ(t, u) ∈

U ∀u ∈ U 0 and t ∈ [0, ∞), (ϕ τ )m (u) = ϕ(mτ, u) ∈ U 0 are true for any u ∈ K and
m ≥ 0.
The proof of the following theorem [11] is analogous to the proof of Theorem
5.5. It is also based on the first corollary from the limit theorem.
Theorem 5.8 Suppose the existence of an integer number d0 ∈ [0, n − 1], a real
number s ∈ (0, 1], a logarithmic norm Λ, and a continuously differentiable on U0
function V (·) such that
% τ
tr d,Λ D2 f (t, ϕ(t, u)) + V̇ (t, ϕ(t, u)) dt < 0, ∀u ∈ U 0 .
0
Then, if for d = d0 + s the Hausdorff d-measure satisfies μ H (K, d) < ∞, then

lim μ H (ϕ τ )m (K), d = 0.
m→+∞
Choosing the logarithmic norm defined by the Euclidean vector norm, we obtain
Corollary 5.6 Suppose that there exist an integer number d0 ∈ [0, n − 1], a real
number s ∈ (0, 1], and a continuously differentiable on U0 function V such that
% τ
λ1 (t, ϕ(t, u)) + · · · + λd0 (t, ϕ(t, u)) + sλd0 +1 (t, ϕ(t, u))
0

+ V̇ (t, ϕ(t, u)) dt < 0, ∀u ∈ U 0 .
Then, if for d = d0 + s the Hausdorff d-measure satisfies μ H (K, d) < ∞, then

lim μ H (ϕ τ )m (K), d = 0.
m→+∞
5.2.3 The Generalized Bendixson Criterion
If we put in Corollary 5.2 from the limit theorem ϕ := ϕ τ (the time-τ -map of system
:= ϕ τ (U 0 ), and use Lemma 5.4, then we obtain [11]:
(5.34)), U = U0 , K
Theorem 5.9 Suppose, there exist a logarithmic norm Λ and a continuously differ-
entiable on U function V such that the inequality
% τ
Λ(D2 f (t, ϕ(t, u)) + V̇ (t, ϕ(t, u)) dt < 0, ∀u ∈ U 0 .
0
holds. Then in U0 there is no smooth closed curve Γ which satisfies ϕ τ (Γ ) = Γ .
Choosing again the logarithmic norm defined by the Euclidean norm, we get:
Corollary 5.7 Suppose there exists a continuously differentiable function V such

that
% τ

λ1 (t, ϕ(t, u)) + λ2 (t, ϕ(t, u)) + V̇ (t, ϕ(t, u)) dt < 0, ∀u ∈ U 0 .
0
Then in U0 there is no smooth closed curve Γ which satisfies ϕ τ (Γ ) = Γ .

5.2.4 On the Finiteness of the Number of Periodic Solutions
The proof of the following theorem [11] is based on Corollary 5.3 of the limit theorem.
Theorem 5.10 Suppose that system (5.34) with J := R and U := Rn is dissipative,

analytic, and T -periodic in t. If a logarithmic norm Λ and a continuously differen-
tiable function V (·) can be found such that the inequality

Λ D2 f (t, u)[2] + V̇ (t, u) < 0, ∀(t, u) ∈ R × Rn , (5.48)
is satisfied, then system (5.34) has only a finite number of T -periodic solutions.
Proof Put D := {u| |u| < ς + 1}. By virtue of dissipativity there exist a number
ς > 0 and an integer number k > 0 such that for any u ∈ D the solution ϕ(t, u) of
system (5.34) exists for all t ≥ 0 and |ϕ(kT, u)| ≤ ς .
Let us define the map ϕ : D → D by ϕ(u) = ϕ(kT, u). Then for K = {u| |u| ≤
ς } the inclusions
ϕ(D) ⊂ K⊂D
take place. Obviously, there exists a bounded open set U ⊂ Rn such that ϕ(t, u) ∈ U
for all (t, u) with t ∈ [0, kT ] and u ∈ D. Condition (5.48) implies
& '
sup Λ D2 f (t, u)[2] + V̇ (t, u) < 0
on the compact set [0, kT ] × U. Thus, by Lemma 5.4 we can find a continuous
function κ, such that
positive on K
κ(u)
α1 (u)α2 (u) < , ∀u ∈ K.
κ(ϕ(u))
Since the vector function f is analytic, we see that the map ϕ is also analytic.
Thus, by Corollary 5.3 of the limit theorem ϕ has only a finite number of fixed points
in D. It means that system (5.34) has a finite number of kT -periodic solutions. But
each T -periodic solution is kT -periodic too.
Taking the logarithmic matrix norm defined by the Euclidean vector norm, we
obtain from Theorem 5.10 the following result.
Corollary 5.8 Suppose, system (5.34) with U := Rn is dissipative, analytic, and T -

periodic with respect to t. If there is a continuously differentiable function V such
that the inequality
λ1 (t, u) + λ2 (t, u) + V̇ (t, u) < 0, ∀(t, u) ∈ R × Rn ,
is true, then system (5.34) has only a finite number of T -periodic solutions.
5.2.5 Convergence Theorems
Now let system (5.34) be autonomous, i.e.
dϕ
= f (ϕ), (5.49)
dt
where f : U → Rn is C 1 and U ⊂ Rn is open. Suppose that there exists a bounded

simply connected open set U0 in Rn such that U 0 ⊂ U and any positive semi-orbit of
(5.49) which meets the boundary of U0 crosses it strictly inwards U0 . We also suppose
that system (5.49) has only a finite number of equilibrium states in the domain U0 .
A positive semi-orbit γ+ (u) of a solution ϕ(·, u) of (5.49) with u ∈ U0 is said to
converge to an equilibrium state υ if ϕ(t, u) → υ as t → +∞. Then the following
theorem [31] is true.
Theorem 5.11 Suppose that there exist a logarithmic norm Λ and a continuously
differentiable on U0 function V (·) such that

Λ D f (u)[2] + V̇ (u) < 0, ∀u ∈ U 0 . (5.50)
Then any positive semi-orbit of system (5.49) in U0 converges to one of the equilibrium
states, i.e. the system is gradient-like.
Proof Let ϕ(·, u) be a solution of (5.49) whose positive semi-orbit for t ≥ 0 is

located in U0 . From the boundedness of U0 it follows that the ω-limit set ω(u) of
ϕ(·, u) is not empty.
Let us show that any ω-limit point υ ∈ ω(u) is an equilibrium state.
Suppose the opposite. Then by Pugh’s closing lemma (Theorem A.4, Appendix
A) for any ε > 0 a C 1 -vector function g(·) can be found such that on U0 we have
f − g C 1 < ε, and system (5.49) with the vector field g instead of f has a closed
trajectory Γ passing trough the point υ . Take ε so small that

Λ Dg(u)[2] + V̇ (u) < 0, ∀u ∈ U 0 . (5.51)
and, besides, any trajectory of g meeting the boundary of U0 crosses it strictly inwards
U0 . But in this case by Theorem 5.9 in U0 there is no closed trajectories of system
(5.49). The contradiction obtained shows that the set ω(u) consists of equilibrium
states.
Since we suppose that system (5.49) has only isolated equilibrium states, we see
that from the connectness of the ω-limit set it follows that ω(u) consists of a unique
equilibrium state.
Choosing the logarithmic matrix norm defined by Euclidean vector norm, we

obtain
Corollary 5.9 Suppose that there exists a continuously differentiable on U0 function

V such that
λ1 (u) + λ2 (u) + V̇ (u) < 0, ∀u ∈ U 0 . (5.52)
Then each positive semi-orbit of system (5.49) in U0 converges to one of the equilib-
rium states.
5.3 Convergence in Third-Order Nonlinear Systems

Arising from Physical Models
5.3.1 The Generalized Lorenz System
In this subsection we shall prove a theorem on the convergence behaviour of the

generalized Lorenz system (see system (1.59), Chap. 1)
ẋ = −σ x + σ y − ax y, ẏ = r x − y − x z, ż = −bz + x y , (5.53)
where σ, b, r are positive parameters and a is an arbitrary real parameter.

For any ς > 0 we define the functions
a 2 a 2
P(ς ) :=(σ + b) ς − − (σ + 1) ς + and (5.54)
ς ς
1 a
Q(ς ) := (σ + 1)(σ − ar ) ς + . (5.55)
ς ς
The following theorem [8] on convergence in the generalized Lorenz system (5.53)
is the main result of this subsection.
Theorem 5.12 Each positive semi-orbit of system (5.53) converges to an equilibrium

if for some ς > 0 one of the following conditions holds:
a 1 2
(1) lr P(ς ) ≤ |Q(ς )| and 4(σ + b)(b + 1) − lr ς + + σ − ar > 0;
ς ς
(2) lr P(ς ) > |Q(ς )| and 4(σ + 1)(b + 1)P(ς )
a 2 2 2 1 a 2
− ς− l r p(ς ) − 2 (σ + 1) ς − (σ − ar )2 > 0.
ς ς ς
Here the number l is defined by (1.20), Chap. 1.

For the proof of Theorem 5.12 we need some notions and an auxiliary proposition.
Put for any z ∈ R
h(z) := c1 z 2 + 2c2 z,
where c1 , c2 are arbitrary real numbers.

The following simple lemma from [5] (whose proof we omit) defines the minimum
of h(z) on the segment [−Δ1 , Δ2 ], where Δ1 = (l − 1)r and Δ2 = (l + 1)r .
Lemma 5.5 Let

m := min h(z).
[−Δ1 ,Δ2 ]
Then ⎧
⎪
⎪ h(Δ2 ) , if a) c1 ≤ 0 and c2 + c1r ≤ 0 or
⎪
⎪
⎨ b) c1 > 0 and c2 + c1 Δ2 ≤ 0 ,
m = h(−Δ1 ) , if c) c1 ≤ 0 and c2 + c1r ≥ 0 or
⎪
⎪
⎪
⎪ d) c1 > 0 and c2 − c1 Δ1 ≥ 0 ,
⎩
h(−c2 /c1 ) , if e) c1 > 0 and −c1 Δ2 ≤ c2 ≤ c1 Δ1 .
Proof of Theorem 5.12 Let us make in (5.53) the change of variables (x, y, z) →
(ς x, y, z). Then we obtain the system
σ a
ẋ = −σ x + y − yz, ẏ = ς x(r − z) − y, ż = −bz + ς x y. (5.56)
ς ς
Denote by J (x, y, z) the Jacobian matrix of the right-hand side of (5.56) at (x, y, z)
and let λ1 (y, z) ≥ λ2 (y, z) ≥ λ3 (y, z) be the eigenvalues of the symmetrized matrix
1
2
(J (x, y, z)∗ + J (x, y, z)).
The proof of the theorem is based on Corollary 5.9. Therefore we must check the
inequality λ1 (y, z) + λ2 (y, z) < 0 in the dissipativity region of system (5.53).
We have λ1 (y, z) + λ2 (y, z) = tr J (x, y, z) − λ3 (y, z). In order to verify the
above condition, it is sufficient to prove that the matrix
1
(J (x, y, z)∗ +J (x, y, z)) + λI
2
⎛ 1 σ −az ⎞
λ−σ 2
[ ς + ς (r − z)] 21 (ς − ςa )y
⎜ 1 [ σ −az + ς (r − z)] λ−1 0 ⎟
⎜2 ς ⎟
= ⎜ ⎟
⎝ ⎠
1
2
(ς − a
ς
)y 0 λ − b
is positive-definite for λ = −tr J (x, y, z) = σ + b + 1 on the set

& '
D1 := (y, z) | y 2 + (z − r )2 ≤ l 2 r 2 .
5.3 Convergence in Third-Order Nonlinear Systems Arising from Physical Models 217
Using the Sylvester criterion for this purpose, it is sufficient to state the inequality

1
ψ(y, z) := det (J (x, y, z)∗ + J (x, y, z)) + λI >0 (5.57)
2
for (y, z) ∈ D1 .
We have
1 a 2 2 1 σ − az 2
ψ(y, z) = c − (σ + b) ς − y − (σ + 1) + ς (r − z)
4 ς 4 ς
1 a 2 2 2 1 a 2
≥ c − (σ + b) ς − l r + (σ + b) ς − (z − r )2 (5.58)
4 ς 4 ς
1 σ − az 2 1
− (σ + 1) + ς (r − z) = [h(z) + c3 ],
4 ς 4
where c := (σ + b)(σ + 1)(b + 1) and the coefficients of the polynomial h(z) and
the constant c3 are defined by
a 2 a 2
c1 := (σ + b) ς − − (σ + 1) ς + ,
ς ς

a σ a 2
c2 := (σ + 1) ς + + ςr − (σ + b) ς − r,
ς ς ς
a 2 2 σ 2
c3 := 4c − (σ + b) ς − (l − 1)r 2 − (σ + 1) + ςr .
ς ς
For the estimation of h(z) from below we shall use Lemma 5.5. Note previously
the following obvious relations:
c2 + c1r = Q(ς ), (5.59)

c2 + c1 Δ2 = Q(ς ) + lr c1 , (5.60)
c2 − c1 Δ1 = Q(ς ) − lr c1 . (5.61)
Besides, we get
a 1 2
h(Δ2 ) + c3 = 4 c − (σ + 1) lr ς + − (σ − ar ) , (5.62)
ς ς
a 1 2
h(−Δ1 ) + c3 = 4 c − (σ + 1) lr ς + + (σ − ar ) . (5.63)
ς ς
Therefore if Q(ς ) ≤ 0, then by (5.62)

a 1 2
h(Δ2 ) + c3 = 4 c − (σ + 1) lr ς + + σ − ar . (5.64)
ς ς
And if Q(ς ) ≥ 0, then by (5.63)

a 1 2
h(−Δ1 ) + c3 = 4 c − (σ + 1) lr ς + + σ − ar . (5.65)
ς ς
Finally,
1 a 2 2 2
h(−c2 /c1 ) + c3 = 4cc1 − (σ + b) ς − l r c1 (5.66)
c1 ς
1 a 2
− 2 (σ + b)(σ + 1) ς − (σ − ar )2 .
ς ς
Let us suppose that condition (1) of the theorem is satisfied, i.e. lr c1 ≤ |Q(ς )|.
Assume that c1 ≤ 0. If Q(ς ) ≤ 0, then the validity of the theorem follows from
(5.59), (5.64) and Lemma 5.5 (case (a)). If Q(ς ) ≥ 0, then the validity of the theorem
follows from (5.59), (5.65) and Lemma 5.5 (case (b)).
Assume that c1 > 0. If Q(ς ) ≤ −lr c1 , then the theorem is true according to (5.60),
(5.64) and Lemma 5.5 (case (c)). If Q(ς ) ≥ lr c1 , then the theorem holds by (5.61),
(5.65) and Lemma 5.5 (case (d)). Thus, under condition (1) the theorem is proved.
Now we suppose that condition (2) of the theorem is satisfied, i.e. lr c1 > |Q(ς )|.
In this case the theorem follows from Lemma 5.5 (case (e)) and relations (5.62) and
(5.66).
From Theorem 5.12 we obtain the following simple condition [5] for convergence
of the Lorenz system (1.12), Chap. 1.
Corollary 5.10 Let a = 0. Each positive semi-orbit of system (5.53) converges to

an equilibrium if
r < (b + 1)(b/σ + 1) and b ≤ 2
or
√ 1
2 b−1 1
r< (σ + b)(σ + 1)(b + 1) min , and b ≥ 2.
σb σ +1 b−1
Proof We have P(ς ) := (b − 1)ς 2 , Q(ς ) := σ (σ + 1). Condition (1) of Theorem

5.12 is reduced to the inequalities

lr (b − 1)ς 2 ≤ σ (σ + 1) and ςlr + σ/ς < 2 (σ + b)(b + 1).
√
Take ς := σ/ (σ + b)(b + 1). Then these inequalities take the form
(σ + b)(b + 1)
lr (b − 1)σ ≤ (σ + b)(σ + 1)(b + 1) and r < .
lσ
Thus, it follows that each positive semi-orbit converges to an equilibrium if we have
r < (b + 1)(b/σ + 1) and b ≤ 1
or 1
(σ + b)(σ + 1)(b + 1) 1
r< min , and b > 1.
lσ σ +1 b−1
Recalling now the definition of l, we obtain the conditions formulated in

Corollary 5.10.
Remark 5.4 For σ = 10, b = 8/3 Corollary 5.10 guarantees the convergence in
the Lorenz system (1.12), Chap. 1, for r < 4.4.
The following second corollary [5] of Theorem 5.12 can be useful for the study
of some concrete systems reducible to the generalized Lorenz system.
Corollary 5.11 Suppose that σ = ar . Then each positive semi-orbit of system (5.53)
converges to an equilibrium if
r < (b + 1)(b/σ + 1)/l 2 . (5.67)
Proof We have Q(ς ) ≡ 0. Condition (1) of Theorem 5.12 is reduced to the inequal-
ities a 2 2 2
P(ς ) ≤ 0 and 4(σ + b)(b + 1) − ς + l r > 0. (5.68)
ς
√
Choose ς := a. Then P(ς ) = −4(σ + 1)a < 0, and the second of the inequalities
(5.68) can be written as
(σ + b)(b + 1)
r2 < .
l 2a
Substituting here a := σ/r , we obtain
(σ + b)(b + 1)
r< .
l 2σ

In the proof of Theorem 5.12 for the estimation of the dissipativity region D of
the generalized Lorenz system the inclusion
D ⊂ {x| − ∞ < x < ∞} × D1
was used. A further improvement of conditions for the convergence of system (5.53)
is possible if one uses a better inclusion. In some cases it is possible to use Lemma
1.6, Chap. 1. To show this let us formulate the following result for the Lorenz system
(1.12), Chap. 1.
Theorem 5.13 Let a = 0 and b > 1. If
4(σ + b)(b + 1)
r< 0 ,
2 −4(b−1)2
σ 2 + (σ +b)b
(σ +1)(b−1)
then each positive semi-orbit of system (5.53) converges to an equilibrium.
For σ = 10, b = 8/3 Theorem 5.13 guarantees the convergence in the Lorenz
system (1.12), Chap. 1, for r < 4.5.
Further, for these values of σ and b by using Lyapunov functions, we shall obtain
a stronger result for the Lorenz system.
5.3.2 Euler’s Equations Describing the Rotation of a Rigid

Body in a Resisting Medium
Let us investigate now some concrete physical systems which can be transformed
to the generalized Lorenz system. Consider in a resisting medium the equation for
a rotating rigid body attached to the center of mass with no torque and a constant
angular moment directed along one of the main axes.
Euler’s equations describing such a motion are given by [17]
A1 ω̇1 = (A2 − A3 )ω2 ω3 − s1 ω1 + m,

A2 ω̇2 = (A3 − A1 )ω1 ω3 − s2 ω2 , (5.69)
A3 ω̇3 = (A1 − A2 )ω1 ω2 − s3 ω3 ,
where Ai are the moments of inertia of the body, ωi are the components of the angular
velocity vector, m is the constant moment of external forces, si are the coefficients
of resistance (i = 1, 2, 3).
In order to have several equilibrium states in (5.69) we shall suppose that the
inequality
(A1 − A2 )(A3 − A1 ) > 0, (5.70)
is satisfied. (Under the opposite inequality system (5.69) has only one equilibrium
state for any value of m.) The change of variables [24]
m
(ω1 , ω2 , ω3 ) → − s2 s3 (A3 − A1 )−1 T −1 z , s2 s3 S −1 T −1 y , s2 S −1 x ,
s1
1
t → A2 t , (5.71)
s2
where
21 m
S := A−1
1 A2 |(A3 − A1 )(A2 − A3 )| , T := (A1 − A2 ),
s1
transfers system (5.69) into the generalized Lorenz system (5.53) with parameters
s3 s1 −1 m
σ := A2 A−1
3 , b := A1 A2 , r := (A3 − A1 )T, (5.72)
s2 s2 s1 s2 s3
a := s32 A2 A−1 −1 −2
3 (A1 − A2 )(A3 − A1 ) T . (5.73)
It is easy to see that the relation σ = ar holds. Thus, it is possible to apply to system
(5.69) Corollary 5.11 from the theorem on convergence in the generalized Lorenz
system. An immediate result of the application of this corollary and Theorem 1.5,
Chap. 1, on global asymptotic stability of the equilibrium (0, 0, 0) in the generalized
Lorenz system is the following proposition [7].
Theorem 5.14 Suppose that (A1 − A2 )(A3 − A1 ) > 0.

Then it holds: The unique equilibrium of system (5.69) is asymptotically globally
stable if
m 2 (A1 − A2 )(A3 − A1 ) < s12 s2 s3 .
(b) Each positive semi-orbit of system (5.69) converges to an equilibrium if
m 2 (A1 − A2 )(A3 − A1 ) < s12 A−2

1 (s1 A2 + s2 A1 )(s1 A3 + s3 A1 ),
s1 A2 ≤ 2s2 A1
or
m 2 (A1 − A2 )(A3 − A1 ) < 4s2 A−1 −2 2 2
1 A2 (s1 A2 − s2 A1 )(s1 A3 + s3 A1 ),
2 2
s1 A2 ≥ 2s2 A1 .
5.3.3 A Nonlinear System Arising from Fluid Convection in a

Rotating Ellipsoid
In the book [25] the convection of a fluid within a rotating ellipsoid is considered.
The axis of rotation coincides with one of the main axes of the ellipsoid and the angle
between this axis and the gravity vector is different from zero. Convective motion is
generated by an outer horizontal-irregular heating.
The system of differential equations that appears in this model has the form
δσ 2
ẋ = σ (y − x) − yz,
(δ R + 1)2
R (5.74)
ẏ = (δ R + 1)x − y − x z,
σ
ż = −z + x y,
where σ , R, δ are positive parameters. We call it Glukhovsky-Dolzhansky-system.

System (5.74) coincides with the generalized Lorenz system (5.53) if we put
δσ 2 R
b := 1, a := , r := (δ R + 1).
(δ R + 1)2 σ
For σ = 4, δ = 0.04, R = 250 it is found by numerical simulation that system

(5.74) has a strange attractor.
The following convergence theorem holds [5].
Theorem 5.15 Each positive semi-orbit of system (5.74) converges to an equilibrium

if
1
R< 8δ(σ + 1) + 1 − 1 . (5.75)
2δ
Proof The proof is based on Condition (1) of Theorem 5.12 on convergence of the
generalized Lorenz system. In the notation of this theorem we have l := 1, P(ς ) :=
−4(σ + 1)a. Condition (1) is reduced to the inequality
2
R σ
8(σ + 1) − (δ R + 1)ς + > 0,
σ ς
which holds for

⎡3 ⎤
1 ⎣ δσ δσ 2
R< 4 8(σ + 1) − 4 2 + 1 − 1⎦ .
2δ ς ς
Choosing
σ
ς=√ ,
2(σ + 1)
we arrive at condition (5.75).
From Theorem 1.5, Chap. 1, on global asymptotic stability of the unique equilib-
rium (0, 0, 0) of the generalized Lorenz system it follows that for σ = 4 and δ = 0.04
the unique equilibrium of system (5.74) is globally asymptotically stable if R < 3.5.
From Theorem 5.15 it follows that each positive semi-orbit of system (5.74) is
converging to an equilibrium if R < 7.6.
5.3.4 A System Describing the Interaction of Three Waves in

Plasma
The systems of the two physical examples considered above were reduced to the
generalized Lorenz system with a positive parameter a. Now we shall investigate
a system that, by a change of variables, will be reduced to the generalized Lorenz
system with a < 0.
In the book [34] (see also [36]), studying waves in plasma, the following system
of equations was deduced and analysed:
ẋ = hy − κ1 x − yz, ẏ = hx − κ2 y + x z, ż = −z + x y. (5.76)
This system (we call it Rabinovich’s system) describes the interaction of three reason-
ably coupled waves, two of them being parameterically excited. Here, the parameter
h is proportional to the amplitude of pumping, parameters κ1 , κ2 are normed damping
coefficients.
The change of variables
(x, y, z) → (κ1 κ2 h −1 y , κ1 x , κ1 κ2 h −1 z) , t → κ1−1 t
transforms system (5.76) into the generalized Lorenz system (5.53) with parameters
σ := κ1−1 κ2 , b := κ1−1 , a := −κ22 h −2 , r := κ1−1 κ2−1 h 2 .
System (5.76) was studied by numerical methods for fixed κ1 = 1, κ2 = 4, and
various parameter h. For h = 4.92 the existence of a strange attractor was stated. We
shall suppose further that κ1 = 1 and drop, for brevity, the index of parameter κ2 .
Let ς be a positive number. Denote by ς0 a positive number such that
8κ 2
ς0 2 := .
9(κ + 1)
Now take into consideration the polynomial

4
κ2 2 κ κ2 κ6
P(λ) := λ + 3 2 λ + 3 4 − 8(κ + 1) 2 λ + 6 .
3
ς ς ς ς
Denote by λ(ς ) the maximal real root of the equation P(λ) = 0 and put
λ0 := sup λ(ς ).
ς≥ς0
Theorem 5.16 ([6]) Each positive semi-orbit of system (5.76) converges to an equi-
librium if h 2 < λ0 .
We would like to remark that the result of Theorem 5.16 will be strengthened fur-
ther (see Theorem 5.27) due to the application of a Lyapunov function. But the proof
of this theorem, in contrast to the two previous examples, uses not only condition (1)
but also condition (2) of the Theorem 5.12 on convergence of the generalized Lorenz
system.
Proof of Theorem 5.16 In the notation of Theorem 5.12 on convergence we have
κ2 2κ κ2
l = 1, P(ς ) := 4(κ + 1) , Q(ς ) := (κ + 1)(ς − ).
h2 ς ς h2
Define
κ κ κ2
τ1 (ς ) := 3 − 8(κ + 1) , τ2 (ς ) := .
ς ς 3ς 2
Condition (1) is reduced to the inequalities

2
κ2 h2 κ2 2κ
2ς ≤ ς − , 8(κ + 1) − ς− + > 0,
ς h2 κ ς h2 ς
which may be written in the form
τ1 (ς ) < h 2 ≤ τ2 (ς ).

Note that for ς >ς0 we have the interval τ1 (ς ), τ2 (ς ) = ∅. Consequently, for
h 2 ∈ τ1 (ς ), τ2 (ς ) , ς > ς0 each positive semi-orbit of system (5.76) converges to
an equilibrium.
Condition (2) is reduced to the inequalities
κ2
2ς > ς − , P(h 2 ) < 0. (5.77)
ς h2
The first of them is equivalent to h 2 > τ2 (ς ). Further, since

8κ 4 8κ 2
P(κ 2 /3ς 2 ) = − (κ + 1) ,
3ς 4 9ς 2
we have P(κ 2 /3ς 2 ) < 0 for ς > ς0 . Taking into account the relations P(−∞) =
−∞, P(+∞) = +∞ and P(0) = κ 6 /ς 6 , we can conclude that the inequalities
(5.77) for ς > ς0 are equivalent to
τ2 (ς ) < h 2 < λ(ς ),

where
for ς > ς0 we have an interval τ2 (ς ), λ(ς ) = ∅. Consequently, for h 2 ∈
τ2 (ς ), λ(ς ) and ς > ς0 system (5.76) is convergent.
Let us show that (5.76) is convergent for h 2 < λ(ς ) and arbitrary ς > ς0 . This will
prove the theorem. Let us remark that for h 2 < κ the unique equilibrium of the system
is globally asymptotically stable, since in this case condition (2) of Theorem 1.5,
Chap. 1, on global asymptotic stability of the equilibrium (0, 0, 0) of the generalized
Lorenz system is satisfied. Consequently, if τ1 (ς ) < κ, then the proof is complete.
Suppose that τ1 (ς ) ≥ κ and choose ς1 > ς so large that τ1 (ς1 ) < κ. It is clear
that (5.76) is convergent if h 2 ∈ Z, where

Z := τ1 (β), τ2 (β) .
β∈[ς,ς1 ]
But

0, λ(ς ) ⊂ (0, κ) ∪ Z ∪ τ2 (ς ), λ(ς ) .

For κ1 = 1 and κ2 = 4 Condition (2) of Theorem 1.5, Chap. 1, on global asymp-

totic stability of the equilibrium (0, 0, 0) of the generalized Lorenz system is reduced
for system (5.76) to the inequality h < 2, which guarantees the global asymptotic
stability of the equilibrium (0, 0, 0) of system (5.76). From Theorem 5.12 the con-
vergence of the system follows for h < 2.4.
5.4 Estimates of Fractal Dimension
5.4.1 Maps with a Constant Jacobian
In this subsection we derive for a class of differentiable maps in Rn an upper estimate

of the fractal dimension of an invariant set. Our representation in Sects. 5.4.1 and
5.4.2 is based on the results of [13, 14].
Let us recall that, in various kinds of applications, for chaotic attractors, their frac-
tal dimension is of higher significance than their Hausdorff dimension. One exam-
ple are embedding strategies for dynamical systems with a high-dimensional phase
space, which answers the question how many degrees of freedom for a model system
are sufficient to represent the essential dynamics faithfully. If for such a system, we
have given an attractor of fractal dimension d, Sauer, Yorke and Casdagli [39] show
that in “almost all cases” it can be mapped injectively via a linear transformation
into Rn provided n > 2d. A counterexample by I. Kan in the appendix of [39] points
out that the fractal dimension may not be replaced by the Hausdorff dimension. (See
also Remark 3.7, Chap. 3.) Another example are noisy systems where the volume of
the attractor scales with the magnitude of the noise, with a scaling factor depending
on the fractal dimension of the noiseless attractor [33].
Let
ϕ : Rn → Rn (5.78)
be a continuously differentiable map. Suppose that the compact set K ⊂ Rn is an

invariant set for ϕ, i.e. ϕ(K) = K.
Denote by α1 (u) ≥ · · · ≥ αn (u) the singular values of the differential Dϕ(u) of
the map ϕ at u.
Theorem 5.17 Suppose that
α1 (u) · · · αn (u) ≡ const = 0, ∀u ∈ K, (5.79)
and there exist a real s ∈ [0, 1] and a continuous positive on K function κ(·) such
that
κ(u)
α1 (u) · · · αn−1 (u)αns (u) < , ∀u ∈ K. (5.80)
κ ϕ(u)
Then dim F K ≤ n − 1 + s.
Remark 5.5 Conditions analogous to (5.79) are considered in [14] for invertible
maps as the Hénon system. In contrast to the results in this section the fractal dimen-
sion estimates in [14] are given in terms of Lyapunov exponents and without use of
a “regulating function” κ. In the following we call (5.79) Chen’s condition [14] for
maps. It will be shown in Sect. 8.2, Chap. 8 that the fractal dimension estimate (5.80)
is true under more general assumptions.
Before we come to the proof of Theorem 5.17 let us formulate and prove several
auxiliary results.
Let us introduce the notation
ς := min αn (u), ωn (u) := α1 (u) · · · αn (u), u ∈ Rn . (5.81)

u∈K
Since by (5.79) the quantity ωn (u) is constant on K, we put for u ∈ K
ωn := ωn (u). (5.82)
Lemma 5.6 Consider the compact invariant set K of the map (5.78) and the numbers
ς and ωn defined in (5.81)
√ and (5.82), respectively.
Suppose that ς < ( n)−1 and d > 0 is a number such that
ωn ς d−n ≤ 4−n n −d/2 . (5.83)
Then dim F K ≤ d.
5.4 Estimates of Fractal Dimension 227
Proof Take an η ∈ (0, ς ). Let r0 > 0 be so small that
ϕ(υ) − ϕ(u) − Dϕ(u)(υ − u) ≤ η|υ − u|, ∀u, υ ∈ K, |u − υ| < r0 . (5.84)
Let us fix an arbitrary r ∈ (0, r0 ). By the compactness and invariance of K points

u j ∈ K, j = 1, . . . , NK (r ), can be found such that

K= Br (u j ) ∩ K = ϕ Br (u j ) ∩ K . (5.85)
j j
Denote E j := Dϕ(u j )B1 (0). Let E j be an ellipsoid corresponding to the ellipsoid E j

according to Lemma 2.2, Chap. 2. Using (5.84), we get

ϕ Br (u j ) ∩ K ⊂ ϕ(u j ) + r E j + Bη (0) ⊂ ϕ(u j ) + r E j . (5.86)
√
Now put σ := n ς . From (5.85), (5.86) we have
Nσ r (K) ≤ Nr (K) max Nσ r (r E j ). (5.87)

j
Since ς ≤ αn (u j ) = αn (E j ) < αn (E j ), by Lemma 2.3, Chap. 2, we have
Nσ r (r E j ) ≤ 2n ωn (r E j )(r ς )−n = 2n ωn (E j )ς −n ≤ 2n (1 + η/ς )n ωn (E j )ς −n

≤ 4n ωn (u j )ς −n = 4n ωn ς −n . (5.88)
From the previous inequality, inequalities (5.87) and (5.83 ) we obtain
Nσ r (K) ≤ Nr (K)4n ωn ς −n+d n d/2 σ −d ≤ σ −d Nr (K). (5.89)
Since σ < 1, we can find for ε ∈ (0, r0 ) an integer number l ≥ 0 such that σ l+1r0 ≤
ε < σ l r0 . Consequently, applying l times inequality (5.88), we have
r d r d
Nε (K) ≤ σ −ld Nσ −l ε (K) ≤
0 0
Nσ −l ε (K) ≤ Nσ r0 (K).
ε ε
It follows that
log Nε (K)
dim F K = lim sup ≤ d.
ε→0 log(1/ε)

Lemma 5.7 Let c > 0 be an arbitrary number, and let K be a compact and invariant
set for (5.78) for which the relations (5.79) and (5.80) are true. Then it holds:
(a) There exists an integer m > 0 such that

ωd Dϕ m (u) ≤ c, ∀x ∈ K;
(b) For an integer m > 0 we have

α1 Dϕ m (u) · · · αn Dϕ m (u) = const = 0, ∀u ∈ K.
Proof Let us prove (a). By (5.80) we can find a number 0 < κ < 1 such that

κ ϕ(u)
max ωd Dϕ(u) ≤ κ.
x∈K κ(u)
Using the chain rule

Dϕ m (u) = Dϕ ϕ m−1 (u) · · · Dϕ ϕ(u) Dϕ(u), (5.90)
we obtain

m

m
κ ϕ m− j (u) κ(u)
ωd Dϕ m (u) ≤ ωd Dϕ ϕ m− j (u) ≤ κ m− j+1 = κ m m < c
κ ϕ (u) κ ϕ (u)
j=1 j=1
for all sufficiently large m.

Let us show (b). Since | det Dϕ(u)| = ωn , ∀u ∈ K, by (5.90) we have | det Dϕ m
(u)| = ωn m , ∀u ∈ K.
Proof of Theorem 5.17 Put c := 4−n n −n/2 . Without loss of generality we can sup-
pose that the following inequalities hold:
α1 (u) · · · αn−1 (u)αns (u) ≤ c, ∀u ∈ K, (5.91)

√
ς < ( n)−1 . (5.92)
In the opposite case, taking into account Lemma 5.7, we can use for the dimension
estimation of K the map ϕ m instead of the map ϕ.
According to Lemma 5.6 for the proof of the theorem it is sufficient to check the
inequality
ωn ς s−1 ≤ c.
Let u 0 ∈ K be such that αn (u 0 ) = ς . Then, by (5.89) we obtain
ωn ς s−1 = α1 (u 0 ) · · · αn (u 0 )αns−1 (u 0 ) ≤ c.

5.4 Estimates of Fractal Dimension 229
5.4.2 Autonomous Differential Equations Which are

Conservative on the Invariant Set
Let us consider now some applications of Theorem 5.17 to the differential equation
dϕ
= f (ϕ). (5.93)
dt
Here U ⊂ Rn is an open set, and f : U → Rn is a continuously differentiable func-

tion. Let
λ1 (u) ≥ λ2 (u) ≥ · · · ≥ λn (u)
be the eigenvalues of the symmetrized Jacobian matrix 12 [D f (u) + D f (u)∗ ] at a point

u ∈ U. For a continuously differentiable function V we shall use again the notation
V̇ (u) = ( f (u), grad V (u)). Denote by ϕ(·, u) the unique maximal solution of (5.93)
starting in u ∈ U at t = 0. Suppose that we can find a number τ > 0 and an open
set U0 (U 0 ⊂ U) such that u ∈ U 0 implies that ϕ(t, u) ∈ U for t ∈ [0, τ ]. Denote by
ϕ τ : U 0 → U the solution operator of system (5.93) defined by the equality ϕ τ (u) =
ϕ(τ, u).
Theorem 5.18 Let K ⊂ U0 be a compact set satisfying K = ϕ τ (K) for the solution
operator ϕ τ (·) of (5.93).
Suppose that
tr D f (u) = const, ∀u ∈ K, (5.94)
and there exists a real s ∈ [0, 1], a logarithmic norm Λ, and continuously differen-
tiable on K function V (·) such that

tr n−1+s,Λ D f (u) + V̇ (u) < 0, ∀u ∈ K.
Then we have the estimate dim F K ≤ n − 1 + s.
Proof The proof follows with d0 = n − 1 immediately from Theorem 5.17 and
Lemma 5.4.

Remark 5.6 In analogy with (5.79) we call (5.94) Chen’s condition [14] for differ-
ential equations.
Taking the logarithmic matrix norm defined by Euclidean vector norm we get
Corollary 5.12 Suppose that K ⊂ U0 is a compact set satisfying ϕ τ (K) = K,
tr D f (u) = const, ∀u ∈ K
and there exist a real s ∈ [0, 1] and a continuously differentiable on K function V (·)
such that
λ1 (u) + · · · + λn−1 (u) + sλn (u) + V̇ (u) < 0, ∀u ∈ K.
Then the estimate dim F K ≤ n − 1 + s is true.
5.5 Fractal Dimension Estimates for Invariant Sets and

Attractors of Concrete Systems
In this section we will estimate with the help of Lyapunov functions the fractal
dimension of invariant sets or attractors of the following concrete systems: Rössler’s
system, the Lorenz system, equations of the third order and a system describing the
interaction of waves in plasma.
All these systems can be considered in R3 and satisfy Chen’s condition. Therefore,
in order to find upper fractal dimension estimates, we can use Corollary 5.12, and
the main goal is to verify the inequality
λ1 (x, y, z) + λ2 (x, y, z) + sλ3 (x, y, z) + V̇ (x, y, z) < 0, ∀(x, y, z) ∈ K ,

(5.95)
where λ1 (x, y, z) ≥ λ2 (x, y, z) ≥ λ3 (x, y, z) are the eigenvalues of the symmetrized
Jacobian matrix of the right side of the system at the point (x, y, z), s is some number
from the interval [0, 1], and V̇ (x, y, z) is the derivative of a certain continuously
differentiable function V with respect to the system at a point (x, y, z) ∈ K.
5.5.1 The Rössler System
Let us consider the Rössler system [38]
dx dy dz
= −y − z, = x, = −bz + a(y − y 2 ), (5.96)
dt dt dt
where a and b are positive parameters. Computer simulation shows that for certain
positive values of these parameters system (5.96) has a compact invariant set K with
non-integer fractal dimension.
The following theorem is due to [31].
Theorem 5.19 Let K ⊂ R3 be a compact and invariant set of system (5.96). Then
2b
dim F K ≤ 3 − . (5.97)
b + (a + 2b)2 + b2 + 1
5.5 Fractal Dimension Estimates for Invariant Sets and Attractors of Concrete Systems 231
Proof It is easy to see that the eigenvalues of the symmetrized Jacobian matrix for
the right-hand side of system (5.96) are
1& '
0 and −b ± b2 + 1 + a 2 (1 − 2y)2 .
2
Consequently, condition (5.95) with respect to a Lyapunov function V and a param-
eter s ∈ [0, 1) can be written as

− (1 + s)b + (1 − s) b2 + 1 + a 2 (1 − 2y)2 + 2 V̇ < 0, ∀t ∈ R . (5.98)
Let us choose the function V as

1
V (x, z) := (1 − s)κ(z − bx),
2
where κ is a varying parameter. A direct calculation shows that
1
V̇ = (1 − s)κ (a + b)y − ay 2
2
and inequality (5.98) is equivalent to
− (1 + s)b + (1 − s)h(y; κ) < 0, y ∈ R, (5.99)
where
h(y; κ) = b2 + 1 + a 2 (1 − 2y)2 + κ (a + b)y − ay 2 .
Let us put
m := inf max h(y; κ).
κ∈R y∈R
From (5.99) by virtue of Corollary 5.12 we obtain
m−b 2b
dim F K ≤ 2 + =3− . (5.100)
m+b m+b
We can write h as
1 2
h(y; κ) = − θ b2 + 1 + a 2 (1 − 2y)2 − + θ 2 b2 + 1 + a 2 (1 − 2y)2
2θ
1
+ 2 + κ (a + b)y − ay ,2
4θ
where θ = 0 is a new varying parameter. Using this representation, we can estimate
h for arbitrary y ∈ R by
1
h(y; κ) ≤ θ 2 b2 + 1 + a 2 (1 − 2y)2 + 2 + κ (a + b)y − ay 2
4θ
1
≤ θ (a + b + 1) + 2 − (κa − 4θ a )y − 4θ 2 a 2 − κ(a + b) y
2 2 2 2 2 2
4θ
2 2 2 2
4θ 2 a 2 − κ(a + b) 4θ a − κ(a + b)
= −(κa − 4θ a ) y +
2 2
+
2(κa − 4θ 2 a 2 ) 4(κa − 4θ 2 a 2 )
1
+ θ 2 (a 2 + b2 + 1) + 2 .
4θ
Let us take κ and θ so that κa − 4θ 2 a 2 > 0. Then we get from the above
2 2 2
4θ a − κ(a + b) 1
h(y; κ) ≤ + θ 2 (a 2 + b2 + 1) + 2 .
4(κa − 4θ 2 a 2 ) 4θ
Now if we choose
a + 2b 1
κ := 4θ 2 a , θ 2 := ,
a+b 2 (a + 2b)2 + b2 + 1
we receive the inequality

h(y; κ) ≤ (a + 2b)2 + b2 + 1 , y ∈ R.
The previous estimate shows that (5.100) implies (5.97).
Example 5.2 For a = 0.386 and b = 0.2 numerically was obtained [38] a chaotic
invariant set K in (5.96). From estimate (5.97) we obtain for this set dim F K ≤ 2.731.
5.5.2 Lorenz Equation
Consider again the Lorenz system
ẋ = −σ x + σ y, ẏ = r x − y − x z, ż = −bz + x y. (5.101)
Recall that σ , b, r are positive parameters. Firstly we shall get a fractal dimension
estimate for an arbitrary attractor of system (5.101) without use of a Lyapunov
function V , i.e. in inequality (5.95) V̇ will be identically equal to zero. Consider the
following cubic equation
ζ 3 + a1 ζ 2 + a2 ζ + a3 = 0 (5.102)
with coefficients
a1 := −(σ + b + 1),
1 1 1
a2 := σ + b(σ + 1) − ς 2 l 2 r 2 − σ 2 /ς 2 − σ r,
4 4 2
1 22 2 1 2 1 1
a3 := −σ b + ς l r + σ b/ς + σ br + ς 2 r 2 (b − 1),
2
4 4 2 4
where ς = 0 is a varying parameter and the number l is defined by
!
1, if b ≤ 2,
l= √ (5.103)
0.5b/ b − 1, if b ≥ 2.
Denote by ζ0 the maximal real root of equation (5.102) and put
k := inf max {σ + b + 1, b + ς 2 r (b − 1)/σ, ζ0 }.

ς
The next theorem and Corollary 5.15 are obtained in [7].
Theorem 5.20 Let A be an attractor of system (5.101). Suppose that b > 1. Then
dim F A ≤ 3 − (σ + b + 1)/k.
Proof By the change of variables (x, y, z) → (ς x, y, z) we can transform system

(5.101) into the form
ẋ = −σ (x − ς −1 y), ẏ = (r − z)ς x − y, ż = −bz + ς x y. (5.104)
Recall that system (5.101) is dissipative with a dissipativity domain U0 satisfying

U0 ⊂ {x | − ∞ < x < ∞} × D1 ∩ {z| z ≥ 0} ,
where
D1 := {y, z | y 2 + (z − r )2 < l 2 r 2 }.
Let us take an arbitrary number w satisfying the inequality
w > max {σ + b + 1, b + ς 2 r (b − 1)/σ, ζ0 }. (5.105)
Denote by J (y, z) the Jacobian matrix of the right-hand side of system (5.104). It is
sufficient to prove that the matrix
⎛ ⎞
⎜ −σ + ζ 1 1 ⎟
1 ⎜ 2 [ς (r − z) + σ/ς ] 2 ς y ⎟
J (y, z)∗ + J (y, z) + ζ I = ⎜
⎜2
1 [ς (r − z) + σ/ς ] −1 + ζ 0 ⎟ ⎟
2 ⎝ 1ςy ⎠
2 0 −b + ζ
is positive definite in U0 , since in this case Corollary 5.4 with V (x, y, z) ≡ const
gives the estimate dim F K < d. Here d is an arbitrary non-negative number satisfying
the inequality (3 − d)ζ − (σ + b + 1) < 0. The previous inequality is equivalent to
d > 3 − (σ + b + 1)/ζ . Whence, by (5.105), the proof of the theorem is completed.
In order to prove the positive definiteness, it is sufficient, by virtue of the Sylvester
criterion and the choice of w, to verify that

1 ∗
ψ(y, z) := det (J (y, z) + J (y, z)) + ζ I > 0,
2
when (y, z) ∈ D1 . But for (y, z) ∈ D1 we have

1 1 σ (ζ − b) 2
ψ(y, z) ≥ (ζ − σ )(ζ − 1)(ζ − b) − ς 2 l 2 r 2 + ς 2 (b − 1) z − r + 2
4 4 ς (b − 1)
σ 2 (ζ − b)(ζ − 1)
− .
4ς 2 (b − 1)
(5.106)
Since ζ > b + ς 2 r (b − 1)/σ and z ≥ 0, we see that the expression in square

brackets attains its minimum for z = 0. Taking this fact into account and also the
form of coefficients of equation (5.102), we obtain
ψ(y, z) ≥ ζ 3 + a1 ζ 2 + a2 ζ + a3 .
Consequently, by virtue of the choice of w, ψ(y, z) > 0 in D1 .

Example 5.3 For values of parameters σ = 10, b = 8/3, r = 28 Theorem 5.20 with
ς = 0.6 gives for an attractor A of (5.101) the estimate dim F A < 2.405 . . . .
Corollary 5.13 Let A be an attractor of system (5.101). Suppose, 1 < b ≤ 2. Then
2(σ + b + 1)
dim F A ≤ 3 − . (5.107)
σ + 1 + (σ − 1)2 + 4σ r
Proof Without loss of generality we can assume that the inequality
r ≥ (b + 1)(b/σ + 1) (5.108)
is satisfied, since in the case of validity of the opposite inequality system (5.101) is
gradient-like by Corollary 5.10.
According to hypothesis b ≤ 2, we have l = 1 and equation (5.102) can be written
in the form
(ζ − b) ζ 2 − (σ + 1)ζ + σ − (ςr + σ/ς )2 = 0. (5.109)
√
Let us show that for ς := σ/r the number
1
ζ0 := σ + 1 + (σ − 1)2 + 4σ r
2
is the maximum root of equation (5.102). This follows from the inequality
ζ0 ≥ σ + b + 1 (5.110)
which is equivalent to

(σ − 1)2 + 4σ r ≥ 2b + σ + 1 .
The previous inequality is equivalent to hypothesis

√ (5.108).
From (5.102) it follows also that for ς = σ/r we have
ζ0 > b + ς 2 r (b − 1)/σ = 2b − 1,
since σ + b + 1 > 2b − 1 for b ≤ 2. Thus, by virtue of Theorem 5.20
dim F K ≤ 3 − (σ + b + 1)/ζ0 .

The region of parameters for which the simpler estimate, given by Corollary 5.13
is true, does not include Lorenz’s values of parameters (σ = 10, b = 8/3, r = 28).
The following theorem [31, 32] which is proved with the use of a Lyapunov
function V (x, y, z) ≡ const shows the validity of the estimate (5.107) in another
domain of parameters that includes in particular the Lorenz’s values of parameters.
Theorem 5.21 Let A be an attractor of system (5.101) and assume that b > 1 and
the inequalities
σ + 1 − 2b ≥ 0, σ 2 r (4 − b) + 2σ (b − 1)(2σ − 3b) − b(b − 1)2 ≥ 0 (5.111)
hold. Then the estimate (5.107) is true.

Proof By the linear change of variables
ς (b − 1)
(x, y, z) → (ς x, x + y, z) ,
σ
where ς > 0 is a varying parameter, system (5.101) takes the form
σ
ẋ = (b − σ − 1)x + y,
ς

(b − 1)(σ − b)
ẏ = ς r + x − by − ς x z, (5.112)
σ
ς 2 (b − 1) 2
ż = −bz + x + ς x y.
σ
For the symmetrized Jacobian matrix of the right-hand side of system (5.112)
⎛ ς
(b−1)(σ −b)
ς 2 (b−1)
⎞
σ
b−σ −1 r −z+ + x + 21 ς y
⎜ ς 2 σ ς2 σ
⎟
⎜ 2 r − z + (b−1)(σ −b)
+ σ
−b 0 ⎟
⎜ σ ς2 ⎟
⎜ ⎟
⎝ ς 2 (b−1) ⎠
σ
x + 21 ς y 0 −b
the eigenvalues at a point (x, y, z) are
1
λ1,3 (x, y, z) = −(σ + 1) ± P(x, y, z) , λ2 = −b,
2
where
P(x, y, z) =
2 2
(b − 1)(σ − b) σ 2 ς (b − 1)
ς r −z+ + + 2 x + ς y + (σ + 1 − 2b)2 .
σ ς σ
Note that the first of the inequalities (5.111) guarantees the relations
λ1 (x, y, z) ≥ λ2 ≥ λ3 (x, y, z). Condition (5.95) now takes the form
√
− (σ + 1 + 2b) − (σ + 1)s + (1 − s) P(x, y, z) + 2 V̇ (x, y, z) < 0. (5.113)
In order to exclude the square root, we consider the inequality

√ 1
P ≤ τ2P + , (5.114)
4τ 2
where τ = 0 is a new varying parameter.
Let us take a Lyapunov function V in the form
1
V (x, y, z) = (1 − s)τ 2 V1 (x, y, z), (5.115)
2
where
ς (b − 1)
V1 (x, y, z) := τ1 x + τ2
2
y +z +2
2 2
x y + τ3 z
σ
and τ1 , τ2 , τ3 are also varying parameters.

From (5.114) and (5.115) it follows that (5.113) is valid if the inequality
1−s
− (σ + 1 + 2b) − (σ + 1)s + + (1 − s)τ 2 (P + V̇ ) < 0 , (x, y, z) ∈ K
4τ 2
(5.116)
is satisfied. We have
P(x, y, z) + V̇ (x, y, z) = A1 x 2 + A2 y 2 + A3 z 2 + A4 x y + A5 z + P0 ,
where
ς 2 (b − 1) (b − 1)(σ − b)
A1 := 2τ1 (b − σ − 1) + 2τ2 r+
σ σ
ς 2 (b − 1) ς4
+ τ3 + 4 2 (b − 1)2 ,
σ ς
A2 := −2τ2 + ς 2 , A3 := −2τ2 b + ς 3 ,
σ ς ς 3 (b − 1)
A4 := 2τ1 + 2τ2 (σ r − b2 + 1) + τ3 ς + 4 ,
ς σ σ

(b − 1)(σ − b) σ
A5 := −τ3 b − 2ς ς r + + , P0 := P(0, 0, 0).
σ ς
Let us show now that we can to choose the parameters τ1 , τ2 , and τ3 such that
P(x, y, z) + V̇ (x, y, z) ≤ P0 , (x, y, z) ∈ R3 . (5.117)
Put
2ς (b − 1)(σ − b) σ
τ3 = − ς r+ + . (5.118)
b σ ς
Then A5 = 0.
In order to annul the coefficients A1 and A4 , we choose the parameters τ1 and τ2
such that the following system of equations hold:

ς 2 (b − 1) (b − 1)(σ − b)
(b − σ − 1)τ1 + r+ τ2
σ σ
ς4 1 ς2
= −2 2 (b − 1)2 − τ3 (b − 1),
σ 2 σ
σ ς ς3 1
τ1 + (σ r − b + 1)τ2 = −2 (b − 1) − τ3 ς.
2
ς σ σ 2
The determinant of this system is

ς
Δ := 2b(σ + 1) − (σ 2 r + 2σ + b2 + 1) .
σ
Without loss of generality we can assume that r ≥ 1, since in the opposite case the
equilibrium (0, 0, 0) of system (5.101) is globally asymptotically stable. Therefore
ς ς
Δ≤ 2b(σ + 1) − (σ 2 + 2σ + b2 + 1) = −σ (σ + 1 − 2b) − σ − (b − 1)2 .
σ σ
Taking into account the first of inequalities (5.111), we conclude that Δ < 0 and,
consequently, system (5.119) is uniquely solvable with respect to τ1 and τ2 .
Since by the hypothesis of the theorem b > 1, we have
ς 2 < 2τ2 , (5.119)
A2 ≤ 0 and A3 ≤ 0. From (5.119) it follows that

2
4ς (b − 1) + σ τ3 σ
τ2 = . (5.120)
2 2b(σ + 1) − (σ 2 r + 2σ + b2 + 1)
Substituting into (5.119) the values of τ2 and τ3 defined by equalities (5.120) and
(5.118), respectively, we obtain the condition
σ3
σ 2 r (2 − b) + 2σ (b − 1)(σ − 2b) − b(b − 1) − 2 ≥ 0. (5.121)
ς2
Thus, we have seen that if inequality (5.121) holds, then we can choose the
parameters τ1 , τ2 , τ3 such that inequality (5.117) is satisfied.
Supposing that (5.121) is valid we change inequality (5.116) to
1−s
−(σ + 1 + 2b) − (σ + 1)s + + (1 − s)τ 2 P0 < 0.
4τ 2
Defining τ 2 := 21 (P0 )−1/2 we rewrite the last inequality in the form

−(σ + 1 + 2b) − (σ + 1)s + (1 − s) P0 < 0.
For
ς := σ/ σ r + (b − 1)(σ − b) (5.122)
we have

−(σ + 1 + 2b) − (σ + 1)s + (1 − s) (σ − 1)2 + 4σ r < 0,
which is true if
2(σ + b + 1)
s >1− .
σ + 1 + (σ − 1)2 + 4σ r
Whence it follows that estimate (5.107) holds, since condition (5.121) for ς defined
by equality (5.122) coincides with the second of inequalities (5.111).
Example 5.4 Let A be an attractor of the Lorenz system (5.101) for σ = 10,
b = 8/3, r = 28. For these parameters the inequalities (5.111) are satisfied and the
estimate (5.107) gives dim F A < 2.401 . . . .
Using Corollary 5.12 and the proof of the previous theorem, we can obtain the
following result.
Theorem 5.22 Let inequality (5.111) be satisfied. If
r < (b + 1)(b/σ + 1), (5.123)
then each positive semi-orbit of system (5.101) converges to an equilibrium.
Example 5.5 For σ = 10, b = 8/3 condition (5.123) guarantees the convergence
of all positive semi-orbits of the Lorenz system for r < 4.64.
We recall that for b ≤ 2 condition (5.123) was proved in Sect. 3.4, Chap. 3.
5.5.3 Equations of the Third Order
In this subsection we will derive an upper fractal dimension estimate for the compact
sets, which are invariant with respect to the flow, generated by the equation
...
x + a ẍ + b ẋ + f (x) = 0 , (5.124)
where a, b are positive numbers and f : R → R is a continuously differentiable

function. Assume for this that for any p = ( p1 , p2 , p3 ) ∈ R3 the solution x(·, p) of
(5.124) satisfying x(0, p) = p1 , ẋ(0, p) = p2 , ẍ(0, p) = p3 , exists on R. Define by
ϕ t ( p) := (x(t, p), ẋ(t, p), ẍ(t, p)), t ∈ R, p ∈ R3 ,
the flow in R3 generated by (5.124).

The deduction of the estimate is based on Corollary 5.12 and on the construction
of a Lyapunov function of the form “quadratic + linear forms”. The introduction
of functions of this kind makes it possible to obtain dimension estimates without
localization of attractors in the three-dimensional phase space of the associated flow.
All results of Sect. 5.5.3 are due to [6].
Consider the auxiliary function
0
2
h(x; κ1 , κ2 ) := a 2 + b + f (x)/b − a + (κ1 x + κ2 ) f (x),
where κ1 ≥ 0 and κ2 are arbitrary real numbers.

Theorem 5.23 Suppose that K is a compact set which is invariant with respect to
the flow generated by Eq. (5.124). Then the estimate
dim F K ≤ 3 − 2a/(a + k) (5.125)
with k := inf sup h(x; κ1 , κ2 ) is true.

κ1 ≥0,κ2 ∈R x∈R
Proof Let us make in (5.124) a change of the time variable by t → b−1/2 t and rewrite
the equation in the form
...
x + a1 ẍ + ẋ + f 1 (x) = 0, (5.126)
where a1 := ab−1/2 , and f 1 (x) := b−3/2 f (x). If we put y = ẋ, z = −x − ẍ the

Eq. (5.126) will be transformed to the system
ẋ = y, ẏ = −x − z, ż = −a1 x − a1 z + f 1 (x). (5.127)
(Note that this transformation, different to the standard one, does not change the
fractal dimension of the associated invariant sets.) The symmetrized Jacobian matrix
of the right-hand side of this system in an arbitrary point (x, y, z) has the eigenvalues
0
1
λ1,3 (x) = − a1 ± a12 + 1 + ( f 1 (x) − a1 )2 , λ2 = 0.
2
Now we introduce the function

1 1 2 1 2
V (x, y, z) := (1 − s) τ1 (x z − a1 x y + x + y ) + τ2 (z − a1 y) ,
2 2 2
where s is some number from the interval (0, 1), τ1 ≥ 0 and τ2 are arbitrary real
numbers. A direct computation shows that
1
V̇ = (1 − s) τ1 x f 1 (x) − τ1 a1 y 2 + τ2 f 1 (x) ,
2
where V̇ is the derivative of V with respect to system (5.127). Condition (5.95)

results now from of the inequality
0 2
−(1 + s)a1 + (1 − s) a1 + 1 + ( f 1 − a1 )2 + (τ1 x + τ2 ) f < 0, ∀x ∈ R ,
which is true if
−(1 + s)a + (1 − s) sup h(x; κ1 , κ2 ) < 0 ,
x∈R
where κ1 = τ1 /b and κ2 = τ2 /b. It follows that estimate (5.125) is valid.

Let us illustrate the use of Theorem 5.17 by some examples.

(a) Equations with a quadratic nonlinearity: Consider Eq. (5.124) with f (x) :=
cx − d x 2 , i.e.
...
x + a ẍ + b ẋ + cx − d x 2 = 0 , (5.128)
where c, d are real non-zero parameters.
Theorem 5.24 Let K be a set which is compact and invariant with respect to the
flow generated by equation (5.128). Then we have

dim F K ≤ 3 − 2a/ a + a 2 + b + (ab + |c|)2 /b2 . (5.129)
Proof Take the function h from Theorem 5.23 with κ1 = 0

h(x; 0, κ) = a 2 + b + ( f (x)/b − a)2 + κ f (x)
(we omit for brevity the index of the parameter κ2 ) and represent h in the form

1 2
h(x; 0, κ) = − τ a 2 + b + ( f (x)/b − a)2 −
2τ
1
+ τ 2 a 2 + b + ( f (x)/b − a)2 + 2 + κ f (x),
4τ
where τ = 0 is a new varying parameter. Without loss of generality we can further
suppose that d = 1, since in the opposite case we can make in (5.128) the transfor-
mation x → x/d. We obtain for arbitrary x (which is omitted in h) the inequality
1
h ≤ τ 2 a 2 + b + (c/b − a − 2/bx)2 + 2 + κcx − κ x 2
4τ
2 2 2
4τ 2
(c/b − a)/b − κc 4τ (c/b − a)/b − κc
= − (κ − 4τ /b ) x +
2 2
+
2(κ − 4τ 2 /b2 ) 4(κ − 4τ 2 /b2 )
1
+τ 2 a 2 + b + (c/b − a)2 + 2 .
4τ
If we choose κ and τ such that κ > 4τ 2 /b2 , then

2 2
4τ (c/b − a)/b − κc 1
h≤ + τ 2 a 2 + b + (c/b − a)2 + 2 .
4(κ − 4τ /b )
2 2 4τ
Finally we put
4τ 2 (ab + |c|) 1 2 −1/2

κ := , τ 2 := a + b + (ab + |c|)2 /b2 .
b2 |c| 2
Since we have in this case the inequality

h≤ a 2 + b + (ab + |c|)2 /b2 ,
the estimate (5.129) follows by Theorem 5.23.
Example 5.6 For the values a = 0.1, b = 1, c = d = −0.58 which are considered
in numerical simulations, the estimate (5.129) gives dim F K < 2.848.
It is obvious that the system
ẋ = y − ax, ẏ = z − bx, ż = −cx + d x 2 , (5.130)
can be transformed to an Eq. (5.128). This system is used in [20] for the simulation
of the propagation of excitations in nerve fibers. The study of (5.130) by numerical
simulation in [20] shows the existence of a strange attractor in a certain part of
the parameter space. In particular, a strange attractor of system (5.130) was found
for a = 1, b = 2, c = 3.5, d = 2. In this case we obtain from (5.129) the estimate
dim F K < 2.530.
The Rössler system (5.96), i.e.
ẋ = −y − z, ẏ = x, ż = −βz + α(y − y 2 ), (5.131)
where α and β are positive parameters can also be reduced to an equation of the form
(5.128). Differentiating the second equation of this system twice and using now the
other two equations, we obtain the third order equation
...
y + β ÿ + ẏ + (α + β)y − αy 2 = 0 . (5.132)
From Theorem 5.24 it follows now that for any compact set K which is invariant
with respect to the flow generated by equation (5.132)

dim F K ≤ 3 − 2β/ β + β 2 + 1 + (α + 2β)2 .
(b) Equations with a cubic nonlinearity: Consider Eq. (5.128) with f (x) = cx −
d x 3 , where c, d are positive constants, i.e.
...
x + a ẍ + b ẋ + cx − d x 3 = 0. (5.133)
Theorem 5.25 Let K be a compact set which is invariant with respect to the flow
generated by equation (5.133). Then the estimate

dim F K ≤ 3 − 2a/ a + a 2 + b + (ab + 2c)2 /b2
is true.
Proof The proof is analogous to the proof of the previous theorem if we take the
function h with κ2 = 0.
Example 5.7 For the values of parameters a = 1, b = 3.5, c = 9.6, d = 1 in the

paper [1, 3] it was stated by numerical integration, that a strange attractor for the
flow, generated by equation (5.133), exists. If follows from Theorem 5.25 that its
fractal dimension is not greater than 2.745.
Remark 5.7 Let us remark that in contrast to the case of a quadratic nonlinearity
we obtained in Theorem 5.25 the dimension estimate only for d > 0. This constraint
is due to our method. There are examples [3, 15], which show that for d < 0 the
flow, generated by equation (5.131) has a strange attractor. The condition c > 0 is
not really a constraint, since for c < ab and d > 0 equation (5.133) has no compact
invariant sets different from the equilibrium states. This follows from the next result.
Lemma 5.8 Suppose that the flow {ϕ t }t∈R , generated by equation (5.124), has only
isolated equilibrium states. Then each bounded positive semi-orbit of a motion t →
ϕ t ( p) = (x(t, p), ẋ(t, p), ẍ(t, p)) which satisfies one of the conditions

(1) lim sup f x(t, p) < ab or (2) lim inf f x(t, p) > ab,
t→+∞ t→+∞
tends to an equilibrium state.
Proof Analogously to the proof of Theorem 5.23 let us consider equation (5.126)
instead of equation (5.124). Assuming y = ẋ, z = a1 ẋ + ẍ, f 1 (x) = b−3/2 f (x), we
can write (5.126) in the form of the following system
ẋ = y, ẏ = −a1 y + z, ż = −y − f 1 (x) . (5.134)
Suppose that condition (1) is satisfied and consider the function

% x
1
V (x, y, z) := (y 2 + z 2 ) + y f 1 (x) + a1 f 1 (ζ ) d ζ.
2 0
For the derivative of V with respect to (5.134) we have

V̇ = − a1 − f 1 (x) y 2 = −b−3/2 ab − f (x) y 2 . (5.135)

Therefore, if we denote by u(t, u 0 ) = x(t, u 0 ), y(t, u 0 ), z(t, u 0 ) that solution of
system(5.134) which corresponds to the bounded solution ϕ t ( p), then the func-
tion V u(t, u 0 ) does not increase
in t on some interval (τ, ∞). From this and
from the boundedness
of V u(t, u 0 ) it follows that there exists the finite limit
limt→+∞ V u(t, u 0 ) = l. From the boundedness of the orbit u(t, u 0 ) on (0, ∞) it
follows that the set ω(u 0 ) of its ω-limit points is not empty. Let q ∈ ω(u 0 ) be arbitrary
and let u(t, q) = (x(t, q), y(t, q), z(t, q)) be the solution of (5.134) passing
through

q. By Proposition 1.4, Chap. 1, u(t, q) ∈ ω(u 0 ) ∀t ∈ R. Therefore V u(t, q) ≡ l

∀t ∈ R. From condition (1) of the lemma it follows also that f x(t, q) < ab ∀t ∈ R.
But then, using (5.135), we obtain the identity y(t, q) ≡ 0. Taking this into account,
we get from the second equation (5.134) z(t, q) ≡ 0 and from the first equation
x(t, q) ≡ const. Consequently, all points of ω(u 0 ) are equilibrium states. Since the
equilibrium states are supposed to be isolated, Lemma 5.8 is proved under the assump-
tion that condition (1) is satisfied.
In the case that condition (2) is satisfied the proof of the lemma is analogous if
we use instead of V the function −V .
5.5.4 Equations Describing the Interaction Between Waves in

Plasma
We have shown above that the introduction of a Lyapunov function V in the estimates
of dimension makes it possible to obtain a result without localization of attractors in
the phase space. But if a system is dissipative and for the estimation of its domain of
dissipation some Lyapunov function V is used, then the same function V or, more
generally, a function ψ(V ), where ψ is some continuously differentiable function,
may be used as V . The example considered in the present subsection illustrates this
situation.
Let us return to Rabinovich’s system (5.76) describing the interaction of waves
in plasma
ẋ = hy − x − yz, ẏ = hx − ωy + x z, ż = −z + x y, (5.136)
where h, ω are positive numbers. In Sect. 5.3.4, considering (5.136) in the frames
of the generalized Lorenz system, we obtained a sufficient condition for gradient
flow-like behaviour of this system. Further, this result will be improved. Besides, the
following estimate of attractor dimension [7] of system (5.136) will be obtained.
Theorem 5.26 Let A be an attractor of system (5.136). Then
2(ω + 2)
dim F A ≤ 3 − (5.137)
ω + 1 + (ω − 1)2 + k1 h 2
√
with k1 = (13 13 + 35)/18.
Proof Let us make the change of variables in (5.136) by (x, y, z) → (x, ς y, z),
where ς = 0 is a varying parameter. In the new variable system (5.136) takes the
form
h 1
ẋ = ς hy − x − ς yz, ẏ = x − ωy + x z, ż = −z + ς x y. (5.138)
ς ς
The eigenvalues of the symmetrized Jacobian matrix of the right-hand side of system
(5.138) are
1& '
λ1,3 (x, z) = −(ω + 1) ± P(x, z) , λ2 = −1,
2
where
2 2
1 1 1
P(x, z) := (ω − 1)2 + +ς x2 + +ς h+ −ς z .
ς ς ς
Condition (5.95) can be written in the form

√
− (ω + 3) − (ω + 1)s + (1 − s) P + 2 V̇ < 0. (5.139)
In order to exclude the square root let us consider the inequality

√ 1
P ≤ τ2P + , (5.140)
4τ 2
where τ = 0 is a varying parameter.
From the results of Sect. 1.4, Chap. 1, it follows that: (1) system (5.138) is dis-
sipative, i.e. in the phase space there is an ellipsoid E(ς ) such that any trajectory of
the system arrives to it in a finite time and further remains there; 2) as a dissipativity
domain one can choose also the more “narrow” set G0 , given by
& '
G0 := E(ς ) ∩ x, z| V1 (x, z) ≤ h 2 ,
where V1 (x, z) := x 2 + (z − h)2 . We choose a Lyapunov function V in the form
1
V (x, z) := (1 − s)τ 2 κ V1 (x, z),
2
where κ is a varying parameter. Then, taking into account (5.140), we can conclude
that inequality (5.139) will be satisfied if
1−s
− (ω + 3) − (ω + 1)s + + (1 − s)τ 2 (P + κ V̇1 ) < 0. (5.141)
4τ 2
We have
P + κ V̇1 = φ(x, z) + P0 ,
where φ(x, z) := Ax 2 + Bz 2 + Chz, P0 := P(0, 0), and

2 2
1 1 1
A := +ς − κ, B := −ς − κ, C := 2 − ς + κ.
2
ς ς ς2
Since K ⊂ G0 and for the points of G0 the relation x 2 + z 2 − 2hz ≤ 0 is satisfied,

we have for A ≥ 0, i.e. if 2
1
κ≤ +ς , (5.142)
ς
is true, the inequality Ax 2 ≤ −Az 2 + 2 Ahz. Consequently, for points in G0

(2 A + C)h 2 (2 A + C)2 h 2
φ ≤ −(A − B)z 2 + (2 A + C)hz = −(A − B) z − + .
2(A − B) 4(A − B)
Since A − B = 4, in the case of validity of (5.142) we have φ ≤ (2 A + C)2 h 2 /16.

Further, 2 A + C = 4(1/ς 2 + 1) − κ. Choose now
κ := 4(1/ς 2 + 1)τ,
where τ is a new varying parameter. Then φ ≤ (1 − τ )2 (1/ς 2 + 1)2 h 2 .

Thus, (5.141) will be satisfied if
2 2
1−s 1
− (ω + 3) − (ω + 1)s + + (1 − s)τ (1 − τ )
2 2
+ 1 h + P0 < 0.
2
4τ 2 ς
(5.143)
Let us take τ 2 := 1/(2ι), where
3
1 2
ι := (1 − τ )2 + 1 h 2 + P0 .
ς2
If (5.142) is true, then (5.143) takes the form
− (ω + 3) − (ω + 1)s + (1 − s)ι < 0. (5.144)
Whence
ι−ω−3 2(ω + 2)
s> =1− . (5.145)
ι+ω+1 ι+ω+1
Inequality (5.142) is satisfied for ς 2 ≥ 4τ − 1. Take
1 √ √
τ := ( 13 − 1), ς 2 := 13 − 2.
4
Then from (5.145) we obtain estimate (5.137).
Recall [34] that for ω = 4, h = 4.92 system (5.136) has a strange attractor A.
Theorem 5.26 gives the estimate dim F A < 2.246.
5.6 Estimates of the Topological Entropy 247
Theorem 5.27 Each positive semi-orbit of system (5.136) converges to an equilib-

rium if
h 2 < k2 (ω + 1), (5.146)
√
where k2 := 4(13 13 − 35)/27.
Proof For the proof of this theorem [7] we can use Corollary 5.9. Using the proof
of the previous theorem with s = 0, we get inequality (5.144), which is equivalent
to condition (5.146) if the varying parameters is the same as in the proof of Theorem
5.26.
For ω = 4 Theorem 5.27 guarantees the convergence of all positive semi-orbits

of system (5.136) for h < 2.96.
5.6 Estimates of the Topological Entropy
5.6.1 Ito’s Generalized Entropy Estimate for Maps
In this subsection we derive upper estimates of the topological entropy of a continuous

map acting in a compact metric space (M, ρ) in terms of asymptotic Lipschitz con-
stants and the fractal dimension or the lower box dimension of M. These estimates
involve a known result of Ito [28]. The generalization consists of using in the bound
asymptotic local Lipschitz constants and “regulating functions”. Our representation
in this and the next subsection follows [9, 10].
Let (M, ρ) be a compact metric space,
ϕ:M→M (5.147)
be a continuous map, κ : M × M → (0, +∞) be a positive continuous function.

Suppose that ρ is another metric on M that is equivalent to ρ, i.e. for certain
c1 > 0 and c2 > 0 we have
c1 ρ( p, q) ≤ ρ ( p, q) ≤ c2 ρ( p, q), ∀ p, q ∈ M. (5.148)
Denote

ρ ϕ j ( p), ϕ j (q) κ ϕ j ( p), ϕ j (q)
k j := lim sup sup · (5.149)
ε→0 ρ ( p,q)<ε ρ ( p, q) κ( p, q)
for j = 1, 2, . . . and
1/j
k := inf k j . (5.150)
j≥1
Theorem 5.28 Suppose k < ∞ and dim F M < ∞. Then we have for the map
(5.147)
h top (ϕ, M) ≤ max{0, log k} dim F M. (5.151)
Proof Let us take an arbitrary κ > k and denote by j0 an integer number such
1/j 1/j
that j0 ≥ 1, κ > k j0 0 ≥ k. If j0 > 1, then we also choose an arbitrary κ j > k j ,
j = 1, . . . , j0 − 1. Let κ0 := 1 and κ j0 := κ.
By virtue of (5.149) we can find an ε > 0 such that
j κ( p, q)
ρ ϕ j ( p), ϕ j (q) ≤ κ j j ρ ( p, q),
κ ϕ ( p), ϕ j (q)
j = 0, . . . , j0 , ∀ p, q ∈ M, ρ ( p, q) < c2 ε. (5.152)
Take an arbitrary number ς > dim F M. For all sufficiently small δ > 0
log Nδ (M)
< ς. (5.153)
log δ −1
Denote
κ1 := max κ( p, q) and κ2 := min κ( p, q).
p,q∈M p,q∈M
We consider now separately the cases k ≥ 1 and k < 1.

Case k ≥ 1 Choose an integer l > 0 such that
κ −l
j0 κs κ1 /κ2 < c1 /c2 , s = 1, . . . , j0 .
s
Let us fix an arbitrary integer m > 0. We are going to show that
ρ ( p, q) < κ −(m+l)
j0 c2 ε
implies the inequality
qj κ( p, q)
ρ ϕ j ( p), ϕ j (q) ≤ κ j0 0 κss j ρ ( p, q) (5.154)
κ ϕ ( p), ϕ j (q)
for any integer j ∈ {0, . . . , m − 1}. Here q = [ j/j0 ] and s = j − q j0 .

From (5.154) we have
κ1 −(m− j)
ρ ϕ j ( p), ϕ j (q) ≤ κ j0 0 κss κ −(m+l)
qj
c2 ε ≤ κ j0 c1 ε. (5.155)
κ2 j0
In particular,
ρ ϕ j ( p), ϕ j (q) < c2 ε (5.156)
since κ j0 > k ≥ 1. Now we shall prove (5.154). Suppose that j ≤ j0 ≤ m − 1. Then

(5.154) is true by (5.152).
Suppose now that j = j0 + s ≤ m − 1 and s ∈ {1, . . . , j0 }. Then
j
j s κ ϕ ( p), ϕ (q)
0 j0
ρ ϕ ( p), ϕ (q) ≤ κs j
j
ρ ϕ j0 ( p), ϕ j0 (q) according to (5.156)
κ ϕ ( p), ϕ (q)
j
j
s κ ϕ ( p), ϕ (q) κ( p, q)
0 j0
≤ κs j κ jj00 ρ ( p, q)
κ ϕ ( p), ϕ (q)
j κ ϕ ( p), ϕ j0 (q)
j0
j κ( p, q)
≤ κ j00 κss j ρ ( p, q).
κ ϕ ( p), ϕ j (q)
Suppose that j = 2 j0 + s ≤ m − 1 and s ∈ {1, . . . , j0 }. Then again we have

κ ϕ 2 j0 ( p), ϕ 2 j0 (q) 2 j0
ρ ϕ j ( p), ϕ j (q) ≤ κss j ρ ϕ ( p), ϕ 2 j0 (q)
κ ϕ ( p), ϕ j (q)
according to (5.156)

κ ϕ 2 j0 ( p), ϕ 2 j0 (q) 2 j0 κ( p, q)
≤ κss κ j0 ρ ( p, q)
κ ϕ ( p), ϕ (q)
j j κ ϕ 0 ( p), ϕ 2 j0 (q)
2 j
2j κ( p, q)
≤ κ j0 0 κss j ρ ( p, q) .
κ ϕ ( p), ϕ j (q)
Thus, if we continue this procedure (5.154) is proved.

From (5.155) and (5.148) it follows that if ρ( p, q) < κ −(m+l)
j0 ε, then

ρ ϕ j ( p), ϕ j (q) < ε, j = 0, . . . , m − 1.
Consequently, the inclusion Bδ ( p) ⊂ Bε ( p, m) holds with δ := κ −(m+l)

j0 ε. But then
Nε (M, m) ≤ Nδ (M). Using (5.153), we obtain

log Nε (M, m) log Nδ (M) log δ −1 l log ε
≤ < ς (1 + ) log κ j0 − .
m log δ −1 m m m
Passing to the upper limit as m → +∞, we get
h top (ϕ, M) ≤ ς log κ j0 .
Since ς and κ = κ j0 are arbitrary numbers, the assertion of our theorem is proved
for k ≥ 1.
Case k < 1: In addition suppose now that κ = κ j0 < 1. Let us choose an integer
l > 0 such that
κ lj0 κ1 /κ2 < c1 /c2 and κ lj0 κss κ1 /κ2 < c1 /c2 , s = 1, . . . , j0 .
In the same way we can show that if ρ( p, q) < κ lj0 ε, then

ρ ϕ j ( p), ϕ j (q) < ε, ∀ j ≥ 0.
Therefore Nε (M, m) ≤ Nδ (M) with δ = κ lj0 ε. Using again (5.153), we obtain
log Nε (M, m) l log κ ε

j0
<ς − −
m m m
and, consequently, h top (ϕ) ≤ 0.

Let us consider a C -semi-flow ({ϕ }t≥0 , M, ρ) (see Sect. 3.3.3, Chap. 3). We
0 t
assume that any map ϕ t : M → M is Lipschitz and the Lipschitz constants are
bounded on an interval [0, t0 ] which implies that they are bounded on any interval
[0, t]. Let
ν(t) := inf{ν ∈ R+ | ρ(ϕ t ( p), ϕ t (q)) ≤ νρ( p, q), ∀ p, q ∈ M}.
Since ρ(ϕ t1 +t2 ( p), ϕ t1 +t2 (q)) ≤ ν(t1 )ν(t2 )ρ( p, q) we get ν(t1 + t2 ) ≤ ν(t1 )ν(t2 ) for
any t1 , t2 ≥ 0, i.e. ν is a subexponential function. It follows [19, 41] that there exists
the limit
1
ν := lim log ν(t) .
t→∞ t
Now we can deduce from Theorem 5.28 with ρ( p, q) ≡ 1, ρ ( p, q) ≡ ρ( p, q) and

ϕ = ϕ 1 the following inequality obtained in [19].
Corollary 5.14 The topological entropy of ϕ 1 on M satisfies
h top (ϕ 1 , M) ≤ max{0, ν} dim F M . (5.157)
Proof It is clear that k j ≤ ν( j). Hence, k ≤ [ν( j)]1/j or, equivalently, log k ≤
1
j
log ν( j). Setting j → ∞, we find that log k ≤ ν. The validity of (5.157) follows
now from (5.151).
Using the notion of lower box dimension we now derive a result which sharpens
the estimate (5.151).
Theorem 5.29 Consider the map (5.147). Suppose that for k, defined by (5.150),
we have k < ∞ and let dim B M < ∞. Then
h top (ϕ, M) ≤ max{0, log k}dim B M . (5.158)
Proof The proof is similar to the one of the previous theorem. But instead of the
Bowen-Dinaburg definition of topological entropy we will use the characterization
of the topological entropy by open covers. Let U be an open cover of M. Then there
exists an ε > 0 such that
N (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m−1) U) ≤ Nε (M, m) (5.159)
(see the Proof of Proposition 3.27, Chap. 3, inequality 3.17).

Decreasing ε, if necessary, we can assume that ε from (5.159) is such that (5.152)
is valid. Consider again separately the two cases k ≥ 1 and k < 1.
Case k ≥ 1: By the same way as above we obtain the inequality Nε (M, m) ≤
Nδ (M) with δ = κ −(m+l)
j0 ε. Hence
1 log Nδ (M) log δ −1

log N (U ∨ ϕ −1 U ∨ · · · ∨ ϕ −(m−1) U) ≤ . (5.160)
m log δ −1 m
Since for a decreasing function ψ : R+ → R+ , θ ∈ (0, 1) and ε0 > 0 the equality
log ψ(ε) log ψ(θ m ε0 )

lim inf = lim inf
ε→0 − log ε m→∞ − log(θ m ε0 )
is satisfied ([22], Lemma 6.2) we get
log Nδm (M)

dim B M = lim inf , (5.161)
m→∞ log δm−1
where δm := θ m ε0 , θ := 1/κ j0 and ε0 := κ −l

j0 ε. Let us choose an arbitrary ς >
dim B M. Due to (5.161) there exists a subsequence m → ∞ such that for all suffi-
ciently large m
log Nδm (M)
<ς. (5.162)
log δm−1
Setting in (5.160) m = m → ∞ and taking into account that for the left-hand side
there exists the limit (see Sect. 3.3, Chap. 3), we obtain
h(ϕ, U) < ς log κ j0 .
Since the cover U, numbers ς and κ = κ j0 where arbitrary we have proved (5.158)
for k ≥ 1.
Case k < 1: As in the proof of Theorem 5.28 we have Nε (M, m) ≤ Nδ (M) with
δ := κ lj0 ε.
Consequently, (5.160) is valid. Since δ now does not depend on m, we let m →
+∞ in (5.160) and find that h(ϕ, U) ≤ 0.
Remark 5.8 The estimate (5.158) involves for ρ( p, q) ≡ 1, k = k1 and ρ ( p, q) ≡

ρ( p, q) the related result in [22, 28]. A generalization of this result is given in [2].
5.6.2 Application to Differential Equations
We apply now Theorem 5.28 to the differential equation
dϕ
= f (ϕ), (5.163)
dt
where f : Rn → Rn is a continuously differentiable function such that the flow

{ϕ t }t∈R of (5.163) exists. Let
λ1 ( p) ≥ λ2 ( p) ≥ · · · ≥ λn ( p)
be the eigenvalues of its symmetrized Jacobian matrix 21 [D f ( p) + D f ( p)∗ ] at the

point p ∈ Rn . For a continuously differentiable function V : U → R (U ⊂ Rn an
open set) we shall use as above the notation V̇ ( p) := ( f ( p), grad V ( p)).
Suppose that (5.163) has an invariant compact convex set K ⊂ Rn . Recall that the
invariance means that the equality K = ϕ t (K) holds for all t ∈ R.
According to the definition of topological entropy of a dynamical system, the
topological entropy of system (5.163) with respect to K is the entropy of the operator
ϕ 1 acting on K. Let us denote it by h top (ϕ 1 , K).
To estimate the asymptotic Lipschitz constant k entering in the estimate given
by Theorem 5.28, we use logarithmic norms. Besides, we replace the “regulating”
function κ, which is used in the definition of k j , by a Lyapunov function.
Theorem 5.30 Let Λ be some logarithmic norm in Mn (R) and V : U → R be a

function which is continuously differentiable on a neighborhood U of K. Then the
estimate
h top (ϕ 1 , K) ≤ max{0,
k} dim F K
is true, where the constant

k is defined by
& '

k := max Λ(D f ( p)) + V̇ ( p) .
p∈K
Proof By virtue of Theorem 5.28 it is sufficient to show that for any ς > 0 the
inequality k1 < exp( k + ς ) is true, where k1 is defined by (5.149). For this purpose
it is sufficient to check that for all ς > 0 a number ε > 0 can be found such that with
ϕ ≡ ϕ1
6 1 6
6ϕ ( p1 ) − ϕ 1 ( p2 )6 κ ϕ 1 ( p1 ), ϕ 1 ( p2 )
· < exp( k + ς) ,
p1 − p2 κ( p1 , p2 )
∀ p1 , p2 ∈ U, 0 < p1 − p2 < ε.
Here · denotes the vector norm in Rn , used in the definition of the logarithmic
norm Λ. Now
matrix
6 let us fix ς > 0 and
6choose a number ε> 0 to be so small
that
6Λ D f (ϕ(τ, p1 )) − Λ D f (ϕ(τ, p2 )) 6 < 1 ς V̇ ϕ(τ, p1 ) − V̇ ϕ(τ, p2 ) < ς ,
2
∀ p1 , p2 ∈ K, p1 − p2 < ε, and ∀τ ∈ [0, 1]. We have
%
1
d
ϕ ( p1 ) − ϕ ( p2 ) ≡ϕ(1, p1 ) − ϕ(1, p2 ) =
1 1
ϕ 1, ξ p1 + (1 − ξ ) p2 dξ
0 dξ
% 1

= D2 ϕ 1, ξ p1 + (1 − ξ ) p2 dξ ( p1 − p2 ).
0
(5.164)
Therefore 6 1 6
6ϕ ( p1 ) − ϕ 1 ( p2 )6 6 6
< 6 D2 ϕ(1, p )6 , (5.165)
p1 − p2
where p := ξ p1 + (1 − ξ ) p2 and ξ is some number from [0, 1]. Since the matrix
D2 u is the Cauchy matrix solution of the system
dυ
= D f (ϕ(t, p ))υ,
dt
we can apply the Lozinskii estimate (Theorem 2.2, Chap. 2) to obtain
6 1 6 % 1
6ϕ ( p1 ) − ϕ 1 ( p2 )6
≤ exp Λ D f (ϕ(τ, p )) dτ. (5.166)
p1 − p2 0
Put
&1 '
κ( p1 , p2 ) := exp V ( p1 ) + V ( p2 ) .
2
Then
% 1
κ ϕ 1 ( p1 ), ϕ 1 ( p2 ) 1
= exp V̇ ϕ(τ, p1 ) + V̇ ϕ(τ, p2 ) dτ . (5.167)
κ( p1 , p2 ) 2 0
We have
1 1
V̇ ϕ(τ, p1 ) + V̇ ϕ(τ, p2 ) ≤ V̇ ϕ(τ, p1 ) + V̇ ϕ(τ, p2 ) − V̇ ϕ(τ, p1 ) ,
2 2
6 6
Λ D f (ϕ(τ, p )) ≤ Λ D f (ϕ(τ, p1 )) + 6 D f ϕ(τ, p ) − D f (ϕ(τ, p1 ))6
and p − p1 ≤ p1 − p2 . Therefore, if p1 , p2 ∈ K and 0 < p1 − p2 < ε, then

from (5.165)–(5.167) it follows that
6 1 6
6ϕ ( p1 ) − ϕ 1 ( p2 )6 κ ϕ 1 ( p1 ), ϕ 1 ( p2 )
·
p1 − p2 κ( p1 , p2 )
% 1
'
< exp Λ D f ϕ(τ, p1 ) + V̇ ϕ(τ, p1 ) dτ + ς ≤ exp(
k + ς ).
0

Choosing the logarithmic norm defined by the Euclidean norm, we obtain from
Theorem 5.30 the following:
Corollary 5.15 Let V be a real valued continuously differentiable on a neighbor-
hood of the compact flow-invariant set K of (5.163) function. Then the estimate
h top (ϕ 1 , K) ≤ max{0,
k} dim F K
is true where the constant

k is defined by

k := max λ1 ( p) + V̇ ( p) .
p∈K
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Chapter 6
Lyapunov Dimension for Dynamical
Systems in Euclidean Spaces
Abstract Nowadays there is a number of surveys and theoretical works devoted to

Lyapunov exponents and Lyapunov dimension, however most of them are devoted
to infinite dimensional systems or rely on special ergodic properties of a system. At
the same time the provided illustrative examples are often finite dimensional sys-
tems and the rigorous proof of their ergodic properties can be a difficult task. Also
the Lyapunov exponents and Lyapunov dimension have become so widespread and
common that they are often used without references to the rigorous definitions or pio-
neering works. This chapter is devoted to the finite dimensional dynamical systems
in Euclidean space and its aim is to explain, in a simple but rigorous way, the connec-
tion between the key works in the area: Kaplan and Yorke (the concept of Lyapunov
dimension, 1979), Douady and Oesterlé (estimation of Hausdorff dimension via the
Lyapunov dimension of maps, 1980), Constantin, Eden, Foias, and Temam (estima-
tion of Hausdorff dimension via the Lyapunov exponents and Lyapunov dimension
of dynamical systems, 1985–90), Leonov (estimation of the Lyapunov dimension
via the direct Lyapunov method, 1991), and numerical methods for the computation
of Lyapunov exponents and Lyapunov dimension. In this chapter a concise overview
of the classical results is presented, various definitions of Lyapunov exponents and
Lyapunov dimension are discussed. An effective analytical method for the estimation
of the Lyapunov dimension is presented, its application to self-excited and hidden
attractors of well-known dynamical systems is demonstrated, and analytical formulas
of exact Lyapunov dimension are obtained.
6.1 Singular Value Function and Invariant Sets of Maps

of Dynamical Systems
Consider the autonomous differential equation
u̇ = f (u), (6.1)
https://doi.org/10.1007/978-3-030-50987-3_6
258 6 Lyapunov Dimension for Dynamical Systems in Euclidean Spaces
where f : U ⊂ Rn → Rn is a continuously differentiable vector-function. Suppose

that any solution u(t, p) of (6.1) such that u(0, p) = p ∈ U exists for t ∈ [0, ∞), is
unique, and stays in U. Then the evolutionary operator ϕ t ( p) := u(t, p) is continu-
ously differentiable and satisfies the semigroup property
ϕ t+s ( p) = ϕ t (ϕ s ( p)), ϕ 0 ( p) = p ∀ t, s ≥ 0, ∀ p ∈ U. (6.2)

Thus {ϕ t }t≥0 is a smooth dynamical system in the phase space (U, | · |): {ϕ t }t≥0 ,

(U ⊂ Rn , | · |) . Here |u| = u 21 + · · · + u 2n is the Euclidean norm of the vector
u = (u 1 , . . . , u n ) ∈ Rn . Similarly, we can consider a dynamical system generated
by the difference equation
u t+1 = ϕ(u t ), t = 0, 1, .. , (6.3)
where ϕ : U ⊂ Rn → U is a continuously differentiable vector-function. Here

ϕ t (u) = (ϕ ◦ ϕ ◦ · · · ϕ)(u), ϕ 0 (u) = u, and the existence and uniqueness (in the

t−times
forward-time direction) take place for all t ≥ 0. Further {ϕ t }t≥0 denotes a smooth
dynamical system with continuous or discrete time.
Consider the linearizations of systems (6.1) and (6.3) along the solution ϕ t (u)
υ̇ = J (ϕ t (u))υ, J (u) = D f (u), (6.4)
υt+1 = J (ϕ t (u))υt , J (u) = Dϕ(u), (6.5)
where J (u) is the n × n Jacobian matrix, all elements of which are continuous
functions of u. Consider the fundamental matrix

Dϕ t (u) = υ 1 (t), ..., υ n (t) , Dϕ 0 (u) = I, (6.6)
which consists of linearly independent solutions {υ i (t)}i=1

n
of the linearized system.
An important cocycle property of the fundamental matrix (6.6) is

Dϕ t+s (u) = Dϕ t ϕ s (u) Dϕ s (u), ∀t, s ≥ 0, ∀u ∈ U ⊂ Rn . (6.7)
Consider the singular values of the matrix Dϕ t (u) sorted by descending for each
t ∈ [0, +∞) and u ∈ U ⊂ Rn :
αi (t, u) := αi (Dϕ t (u)), α1 (t, u) ≥ ... ≥ αn (t, u) ≥ 0, ∀t ≥ 0, u ∈ U ⊂ Rn .

(6.8)
Similar to Chap. 2, we introduce the singular value function of Dϕ t (u) of order d
by ωd (Dϕ t (u)).
For a fixed t ≥ 0 one can consider the map defined by the evolutionary operator
ϕ t : U ⊂ Rn → U.
Further we need the following auxiliary statements.
6.1 Singular Value Function and Invariant Sets of Maps of Dynamical Systems 259
Lemma 6.1 From formula (2.4), Chap. 2 it follows that for any u ∈ U and t ≥ 0
the function d → ωd (Dϕ t (u)) is a left-continuous function.
Lemma 6.2 For any d ∈ [0, n] and t ≥ 0 the function u → ωd (Dϕ t (u)) is contin-
uous on U (see, e.g. [30]). Therefore for a compact set K ⊂ U and t ≥ 0 we have
sup ωd (Dϕ t (u)) = max ωd (Dϕ t (u)). (6.9)
u∈K u∈K
Proof It follows from the continuity of the functions u → αi (Dϕ(u)) i = 1, 2, ..., n

on U.
Next, unless otherwise stated, the invariance
t of the set K ⊂ U ⊂ Rn is considered
with respect to the dynamical system {ϕ }t≥0 , (U ⊂ Rn , | · |) : ϕ t (K) = K, ∀t ≥ 0.
Lemma 6.3 For a compact invariant set K and any d ∈ [0, n], the function t →
max ωd (Dϕ t (u)) is sub-exponential, i.e.,
u∈K
max ωd (Dϕ t+s (u)) ≤ max ωd (Dϕ t (u)) max ωd (Dϕ s (u)), ∀t, s ≥ 0; (6.10)
u∈K u∈K u∈K
If maxu∈K ωd (Dϕ t (u)) > 0 for t ≥ 0, then log maxu∈K ωd (Dϕ t+s (u)) is subadditive,
i.e.,
log max ωd (Dϕ t+s (u)) ≤ log max ωd (Dϕ t (u)) + log max ωd (Dϕ s (u)).
u∈K u∈K u∈K
Proof By (6.7) and (6.2)

max ωd (Dϕ t+s (u)) = max ωd (Dϕ t (ϕ s (u))Dϕ s (u))
u∈K u∈K
≤ max ωd (Dϕ t (ϕ s (u))) max ωd (Dϕ s (u)) ≤ max ωd (Dϕ t (u)) max ωd (Dϕ s (u)).
u∈K u∈K u∈K u∈K

Corollary 6.1 For an equilibrium point u eq ≡ ϕ t (u eq ) we have
t
ωd (Dϕ t (u eq )) = ωd (Dϕ(u eq )) , ∀t ≥ 0. (6.11)
Corollary 6.2 Remark that for a compact invariant set K

inf max ωd (Dϕ t (u)) < 1 ⇔ lim inf max ωd (Dϕ t (u)) < 1.
t>0 u∈K t→+∞ u∈K
In this case1
inf max ωd (Dϕ t (u)) = lim inf max ωd (Dϕ t (u)) = 0. (6.12)
t>0 u∈K t→+∞ u∈K
1 Considering additional properties of the dynamical system and the singular value function, one
could get limt→+∞ instead of lim inf t→+∞ , but we do not need it for our further consideration.
Proof Let inf t>0 max ωd (Dϕ t (u)) = M < 1. There are δ > 0 and t0 = t0 (δ) such
u∈K
that max ωd (Dϕ t0 (u)) ≤ 1 − δ. Thus by (6.10) we have for u ∈ K and n ≥ 0
u∈K
0 ≤ ωd (Dϕ nt0 (u)) ≤ max ωd (Dϕ nt0 (u)) ≤ (max ωd (Dϕ t0 (u)))n ≤ (1 − δ)n →n→+∞ 0
u∈K u∈K
and therefore M = lim inf n→+∞ ωd (Dϕ nt0 (u)) = lim inf t→+∞ max ωd (Dϕ t (u)) = 0.
u∈K
The same is true if we consider lim inf t→+∞ max ωd (Dϕ t (u)) < 1 first.
u∈K
Corollary 6.3 If for fixed t > 0 and d ∈ [0, n] we have maxu∈K ωd (Dϕ t (u)) < 1,
then
lim inf max ωd (Dϕ t (u)) = lim inf ωd (Dϕ t (u)) = 0, ∀u ∈ K.
t→+∞ u∈K t→+∞
Lemma 6.4 ([15, 98]) From the sub-exponential behavior of the singular value
function (see (6.10)) on a compact invariant set K it follows that
1/t 1/t
inf max ωd (Dϕ t (u)) = lim max ωd (Dϕ t (u)) , ∀t > 0. (6.13)
t>0 u∈K t→+∞ u∈K
Proof The proof of this result follows from Fekete’s lemma for subadditive functions
[41].2
Corollary 6.4 If ωd (Dϕ t (u)) > 0, then
1 1
inf max log ωd (Dϕ t (u)) = lim max log ωd (Dϕ t (u)) . (6.14)
t>0 u∈K t t→+∞ u∈K t
For a compact set K, t > 0, u ∈ K, and d ∈ [0, n] we consider two scalar functions
gd (t, u) and f d (t, u). Suppose that g0 (t, u) = f 0 (t, u) ≡ c, therefore the following
expressions
dg+ (t, u) = sup{d ∈ [0, n] : gd (t, u) ≥ c}, d +

f (t, u) = sup{d ∈ [0, n] : f d (t, u) ≥ c}
are well defined. Also we consider
dg− (t, u) = inf{d ∈ [0, n] : gd (t, u) < c}, d −

f (t, u) = inf{d ∈ [0, n] : f d (t, u) < c}.
Here and further if the infimum on the empty set is considered, then we assume that
the infimum is equal to n. Define
d+ −
f (t) = sup{d ∈ [0, n] : sup f d (t, u) ≥ c}, d f (t) = inf{d ∈ [0, n] : sup f d (t, u) < c}.
u∈K u∈K
f : Rn → R is a measurable subadditive function, then for every u ∈ Rn there exists the limit
2 If
lim f (tu)
t .
t→∞
6.1 Singular Value Function and Invariant Sets of Maps of Dynamical Systems 261
Lemma 6.5 We have the following properties:

(P1) If for fixed t > 0 and u ∈ K the implication gd (t, u) < c ⇒ f d (t, u) < c
holds ∀d ∈ [0, n], then
inf{d ∈ [0, n] : f d (t, u) < c} ≤ inf{d ∈ [0, n] : gd (t, u) < c}; (6.15)
(P2) If for fixed t > 0 and u ∈ K the inequality f d (t, u) ≤ gd (t, u) holds
∀d ∈ [0, n], then
inf{d ∈ [0, n] : f d (t, u) < c} ≤ inf{d ∈ [0, n] : gd (t, u) < c}; (6.16)
sup{d ∈ [0, n] : f d (t, u) ≥ c} ≤ sup{d ∈ [0, n] : gd (t, u) ≥ c}; (6.17)
(P3) If
sup{d ∈ [0, n] : f d (t, u) ≥ c} = inf{d ∈ [0, n] : f d (t, u) < c}, (6.18)
then
sup{d ∈ [0, n] : sup f d (t, u) ≥ c} = sup sup{d ∈ [0, n] : f d (t, u) ≥ c};

u∈K u∈K
(6.19)
(P4) If for fixed t > 0 the equality
sup f d (t, u) = max f d (t, u) ∀d ∈ [0, n] (6.20)

u∈K u∈K
is valid and (6.18) holds, then
inf{d ∈ [0, n] : sup f d (t, u) < c} = sup inf{d ∈ [0, n] : f d (t, u) < c};
u∈K u∈K
(6.21)
(P5)
inf{d ∈ [0, n] : inf f d (t, u) < c} = inf inf{d ∈ [0, n] : f d (t, u) < c}. (6.22)
t>0 t>0
Proof (P1), (P2): Since in (P1) and (P2) the set of possible d, considered in the
left-hand side of the expression, involves the set of possible d, considered in the
right-hand side of the expression, we have the corresponding inequalities for the
infimums of the sets. Similarly we get the relation for supremums.
(P3): Since f d (t, u) ≤ supu∈K f d (t, u), by (6.17) in (P2) we have

supu∈K d +f (t, u) ≤ d +f (t).

Let supu∈K d +f (t, u) < d +f (t) ⇒ by (6.18) ∃d0 ∈ supu∈K d +f (t, u), d +f (t) :
f d (t, u) < c ∀d ∈ [d0 , n] ∀u ∈ K ⇒ d +f (t) ≤ d0 . Thus we get the contradiction.
(P4): Since supu∈K f d (t, u) < c implies f d (t, u) < c for all u ∈ K, by (P1) we have
d −f (t, u) ≤ d −f (t) for all u ∈ K ⇒ supu∈K d −f (t, u) ≤ d −f (t).

Let supu∈K d −f (t, u) < d −f (t). Then ∃d0 ∈ supu∈K d −f (t, u), d −f (t) . Since
d0 < d −f (t), we have supu∈K f d0 (t, u) ≥ c. Therefore, from condition (6.20),
∃u 0 : f d0 (t, u 0 ) ≥ c. Finally, according to condition (6.18), we have
d0 ≤ sup{d ∈ [0, n] : f d (t, u 0 ) ≥ c} = inf{d ∈ [0, n] : f d (t, u 0 ) < c} = d −f (t, u 0 )
≤ supu∈K d −f (t, u). Thus we get a contradiction.
(P5): Since inf t>0 f d (t, u) ≤ f d (t, u), by (6.16) from (P2) we have d −f (u) ≤ d −f (t, u)
and, thus, d −f (u) ≤ inf t>0 d −f (t, u).

Let d −f (u) < inf t>0 d −f (t, u) ⇒ ∃d0 ∈ d −f (u), inf t>0 d f (t, u) : inf t>0 f d0 (t, u) < c
⇒ ∃t0 : f d0 (t0 , u) < c ⇒ d0 ≥ d −f (t0 , u) ≥ inf t>0 d −f (t, u). Thus we get a contradic-
tion.
Theorem 6.1 ([25, 26]) Let ωd (Dϕ t (u)) > 0. For a compact invariant set K and
d ∈ [0, n] there is a point u cr = u cr (d) ∈ K (it may be not unique) such that
1 1
log ωd (Dϕ t (u cr (d))) ≥ lim sup sup log ωd (Dϕ t (u)) ∀t > 0. (6.23)
t t→+∞ u∈K t
Relation (6.23) is presented in [25, 26] and its proof is based on the theory of positive
operators [12] (see also [32]).
Corollary 6.5 (see, e.g. [25])
1 1
sup lim sup log ωd (Dϕ t (u)) = lim log ωd (Dϕ t (u cr (d)))
u∈K t→+∞ t t
t→+∞
1
= max lim sup log ωd (Dϕ t (u)) (6.24)
u∈K t→+∞ t
1
= lim sup sup log ωd (Dϕ t (u)).
t→+∞ u∈K t
Proof It is easy to check that (see, e.g. [15])
1 1
sup lim sup log ωd (Dϕ t (u)) ≤ lim sup sup log ωd (Dϕ t (u)). (6.25)
u∈K t→+∞ t t→+∞ u∈K t
Thus, taking into account (6.23), we get (6.24).

6.2 Lyapunov Dimension of Maps 263
6.2 Lyapunov Dimension of Maps
The concept of the Lyapunov dimension had been suggested in the seminal paper by
Kaplan and Yorke [39] and later it was developed in a number of papers (see, e.g.
[15, 29]).
The following two definitions are inspirited by Douady-Oesterlé [22], see also
Chap. 5.
Definition 6.1 The (local) Lyapunov dimension3 of a continuously differentiable
map ϕ : U ⊂ Rn → Rn at the point u ∈ U is defined as
dim L (ϕ, u) := sup{d ∈ [0, n] : ωd (Dϕ(u)) ≥ 1}.
For any u ∈ U this value is well-defined since ω0 (Dϕ(u)) ≡ 1.

By Lemma 6.1 we get
dim L (ϕ, u) = max{d ∈ [0, n] : ωd (Dϕ(u)) ≥ 1}. (6.26)
Additionally, since the singular values in (1) are ordered by decreasing, we have
dim L (ϕ, u) = max{d ∈ [0, n] : ωd (Dϕ(u)) ≥ 1} = inf{d ∈ [0, n] : ωd (Dϕ(u)) < 1} (6.27)
if the infimum exists (i.e., there exists d ∈ (0, n] such that ωd (Dϕ(u)) < 1). Here
and further in the similar constructions if the infimum does not exist, we assume that
the infimum and considered dimension are taken equal to n.
Definition 6.2 The Lyapunov dimension of a (continuously differentiable) map

ϕ : U ⊂ Rn → Rn of the compact set K ⊂ U ⊂ Rn is defined as
dim L (ϕ, K) := sup dim L (ϕ, u) = sup sup{d ∈ [0, n] : ωd (Dϕ(u)) ≥ 1}.
u∈K u∈K
Remark that by Lemma 6.5 (property (6.19)) and Lemma 6.2 we have
dim L (ϕ, K) = sup sup{d ∈ [0, n] : ωd (Dϕ(u)) ≥ 1}

u∈K
(6.28)
= sup{d ∈ [0, n] : max ωd (Dϕ(u)) ≥ 1}.
u∈K
Additionally, by (6.27) and Lemma 6.5 (property (6.21)), we have
3 This is not a dimension in a rigorous sense (see, e.g. [35, 36, 43]).
dim L (ϕ, K) = sup inf{d ∈ [0, n] : ωd (Dϕ(u)) < 1}

u∈K
(6.29)
= inf{d ∈ [0, n] : max ωd (Dϕ(u)) < 1}
u∈K
if the infimum exists (i.e., there exists d ∈ (0, n] such that max ωd (Dϕ(u)) < 1).
u∈K
Theorem 6.2 (Douady-Oesterlé, [22]; see also [8, 94, 98], and Chap. 5) If the contin-
uously differentiable map ϕ : U ⊂ Rn → Rn has a negatively invariant or invariant
compact set K ⊂ U, i.e.,
ϕ(K) ⊃ K,
then
dim H K ≤ dim L (ϕ, K).
Remark that under the assumptions of Theorem 6.2 if ωd (Dϕ(u)) < 1 for some
d ≤ 1, then dim H K = 0 (see, e.g. [98]). Thus, taking into account Lemma 6.2, we
have
Lemma 6.6 (see, e.g. [30]) The functions u → dim L (ϕ, u) is continuous on U except
at a point u, which satisfies α1 (Dϕ(u)) = 1, where it is still upper semi-continuous.
Corollary 6.6 By the Weierstrass extreme value theorem for upper semi-continuous
functions, there exists a critical point u L (it may be not unique) such that
sup dim L (ϕ, u) = max dim L (ϕ, u) = dim L (ϕ, u L ). (6.30)

u∈K u∈K

For an invariant compact set K of the dynamical system {ϕ t }t≥0 , (U ⊂ Rn , | · |)
one may consider for a fixed t the evolutionary operator ϕ t (u), then
ϕ t (K) = K
and the corresponding Lyapunov dimension (finite time Lyapunov dimension)
dim L (ϕ t , K) = sup dim L (ϕ t , u) = inf{d ∈ [0, n] : max ωd (Dϕ t (u)) < 1}.
u∈K u∈K
(6.31)
Example 6.1 If for a non-empty compact set K ⊂ U ⊂ Rn it is considered the identi-

cal map ϕ = id, then Dϕ(u) = I and by the definition of the Lyapunov dimension we
have dim L (id, K) = n. Remark that for t = 0 we have ϕ 0 = id and dim L (ϕ 0 , K) = n,
thus we further consider t > 0.
6.2 Lyapunov Dimension of Maps 265
Remark 6.1 For the numerical estimations of dimension, the following remark is
important: for any t > 0 the equality (6.12) for a compact invariant set K implies the
existence of a s = s(t) > 0 such that
dim L (ϕ t+s , K) ≤ dim L (ϕ t , K). (6.32)
While in computations we can consider only a finite time t ≤ T and the evolu-
tionary operator ϕ T (u), from a theoretical point of view, it is interesting to study the
limit behavior of the dynamical system {ϕ t }t≥0 as t → +∞. Next, unless otherwise
stated, K
⊂t U ⊂ R denotes
n
a compact invariant set with respect to the dynamical
system {ϕ }t≥0 , (U ⊂ Rn , | · |) : ϕ t (K) = K, ∀t > 0.
6.3 Lyapunov Dimensions of a Dynamical System
According to Definition 6.2 it is natural to give the following generalization for

dynamical systems.
Definition 6.3 ([44]) The Lyapunov dimension of the dynamical system {ϕ t }t≥0 with
respect to a compact invariant set K is defined as
dim L ({ϕ t }t≥0 , K) := inf dim L (ϕ t , K) = inf sup{d ∈ [0, n] : max ωd (Dϕ t (u)) ≥ 1}.
t>0 t>0 u∈K
(6.33)
By Theorem 6.2 we have
dim H K ≤ dim L ({ϕ t }t≥0 , K) ≤ dim L (ϕ t , K). (6.34)
By (6.31) and Lemma 6.5 (property (6.22)) we have4
dim L ({ϕ t }t≥0 , K) = inf dim L (ϕ t , K) = inf{d ∈ [0, n] : inf max ωd (Dϕ t (u)) < 1}
t>0 t>0 u∈K
(6.35)
and, finally, by (6.12) we have
dim L ({ϕ t }t≥0 , K) = inf dim L (ϕ t , K) = inf{d ∈ [0, n] : lim inf max ωd (Dϕ t (u)) = 0}.
t>0 t→+∞ u∈K
(6.36)
4 While inf and sup give the same values for ωd (Dϕ t (u)) in (6.28) and (6.29), for
inf t>0 max ωd (Dϕ t (u)) we need consider
u∈K
sup{d ∈ [0, n] : ∀d ∈ [0, d] inf t>0 max ωd (Dϕ t (u)) ≥ 1} = inf{d ∈ [0, n] : inf t>0 max ωd
u∈K u∈K
(Dϕ t (u)) < 1}..
It is interesting to consider a critical point u L (T ) ∈ K such that the supremum of

the local finite time Lyapunov dimension dim L (ϕ T , u) is achieved at this point5
Proposition 6.1 Suppose that for a certain t = T > 0 the supremum of the local
finite time Lyapunov dimensions dim L (ϕ T , u) is achieved at one of the equilibrium
points:
dim L (ϕ T , u cr
eq ) = sup dim L (ϕ , u), ϕ (u eq ) ≡ u eq ∈ K.
T t cr cr
(6.37)
u∈K
Then
dim H K ≤ dim L (ϕ T , u cr
eq ) = dim L ({ϕ }t≥0 , K) = dim L (ϕ , K).
t T
(6.38)
Proof From (6.11) we have

t
ωd (Dϕ t (u cr
eq )) = ωd (Dϕ(u eq )) , ∀t ≥ 0.
cr
Therefore

ωd (Dϕ T (u cr
eq )) < 1 ⇔ ωd (Dϕ(u eq )) < 1 ⇔ ωd (Dϕ (u eq )) < 1, ∀t > 0
cr t cr
and
lim inf max ωd (Dϕ t (u)) < 1
t→+∞ u∈K

⇒ lim inf ωd (Dϕ t (u cr
eq )) < 1 ⇔ ωd (Dϕ (u eq )) < 1 .
T cr
t→+∞
By Lemma 6.5 (property (6.15)) we obtain
inf{d ∈ [0, n] : ωd (Dϕ T (u cr

eq )) < 1} = dim L (ϕ , u eq ) ≤ dim L ({ϕ }t≥0 , K).
T cr t
Finally, by from (6.34) we get the assertion of the proposition.

Further, to consider log ωd (Dϕ (u)), we suppose that det J (u) = 0 ∀u ∈ U and
t
thus
αi (t, u) > 0, i = 1, . . . , n. (6.39)
5 If there exists limt→+∞ max ωd (Dϕ t (u)) = 0 then it is interesting to study the existence
u∈K
of a critical point u 0 ∈ K such that limt→+∞ max ωd (Dϕ t (u)) = lim supt→+∞ ωd (Dϕ t (u 0 )),
u∈K
and to compare inf{d ∈ [0, n] : sup lim supt→+∞ ωd (Dϕ t (u)) < 1} or sup lim supt→+∞ sup{d ∈
u∈K u∈K
[0, n] : ωd (Dϕ t (u)) ≥ 1} with dim H K. Remark, it is clear that limt→+∞ max ωd (Dϕ t (u)) ≥
u∈K
sup lim supt→+∞ ωd (Dϕ t (u)). From (6.30) it follows the existence of a critical point u L (t)
u∈K
such that dim L (ϕ t , u L (t)) = maxu∈K dim L (ϕ t , u). Taking into account (6.32) we can con-
sider a sequence tk → +∞ such that dim L (ϕ tk , u L (tk )) is monotonically converging to
inf t≥0 maxu∈K dim L (ϕ t , u). Since K is a compact set, we can consider a subsequence tm = tkm →
+∞ such that there exists a limit critical point u cr L : u L (tm ) → u L ∈ K as tm → +∞. Thus we
cr
have dim L (ϕ , u L (tm )) dim L ({ϕ }t≥0 , K) and u L (tm ) → u L ∈ K as m → +∞.

t m t cr
6.3 Lyapunov Dimensions of a Dynamical System 267
The following definitions of Lyapunov dimension are inspirited by Constantin,

Foias, Temam [15], and Eden [25].6
Definition 6.4 The (global) Lyapunov dimension of the dynamical system {ϕ t }t≥0
with respect to a compact invariant set K is defined as7
1
dimEL ({ϕ t }t≥0 , K) := inf{d ∈ [0, n] : lim max log ωd (Dϕ t (u)) < 0}. (6.40)
t→+∞ u∈K t
The correctness of the definition follows from (6.14).

By (6.39) we have t
lim inf maxu∈K (ωd (Dϕ (u))) < 1 ⇔ lim inf maxu∈K log(ωd (Dϕ t (u))) < 0 and
t→+∞ t→+∞

lim inf maxu∈K 1t log ωd (Dϕ t (u)) < 0 ⇒ lim inf maxu∈K log(ωd (Dϕ t (u))) < 0 .
t→+∞ t→+∞
Thus, taking into account (6.36) and (6.14), by Lemma 6.5 (property (6.15)) we have
dim L ({ϕ t }t≥0 , K)

= inf{d ∈ [0, n] : lim inf max log ωd (Dϕ t (u)) < 0}
t→+∞ u∈K
1
≤ inf{d ∈ [0, n] : lim max log ωd (Dϕ t (u)) < 0} = dimEL ({ϕ t }t≥0 , K).
t
t→+∞ u∈K
(6.41)
Since for fixed t > 0 and d ∈ [0, n]

1 > max ωd (Dϕ t (u))
u∈K
1 1
⇒ 0 > max log ωd (Dϕ t (u)) ≥ lim max log ωd (Dϕ t (u)) ,
u∈K t t→+∞ u∈K t
by Lemma 6.5 (property (6.15)) and (6.34) we have

Proposition 6.2
dim H K ≤ dim L ({ϕ t }t≥0 , K) ≤ dimEL ({ϕ t }t≥0 , K) ≤ dim L (ϕ t , K) ∀t > 0.

(6.42)
1/t
6 In [15] Constantin, Foias, Temam stated that if supu∈K lim supt→+∞ ωd (Dϕ t (u)) <1
1/t
or lim supt→+∞ supu∈K ωd (Dϕ t (u)) < 1, then dim H K ≤ d. In [25] Eden considered the
value dimDO L
(K) = inf{d > 0 : supu∈K ωd (Dϕ t (u)) converges to zero exponentially as t → ∞}
and called it the Douady-Oesterlé dimension of K.
7 Comparing the expressions in the definitions (6.33) and (6.40), remark that we can change
1
t in (6.40) to another scalar positive monotonically decreasing function q(t) such that
inf t>0 q(t) maxu∈K ωd (Dϕ t (u)) = limt→+∞ q(t) maxu∈K ωd (Dϕ t (u)). The last relation is impor-
tant from a computational point of view.
Corollary 6.7 Taking inf t>0 in (6.42), we obtain
dim L ({ϕ t }t≥0 , K) = dimEL ({ϕ t }t≥0 , K). (6.43)
Definition 6.5 The local Lyapunov dimension of the dynamical system {ϕ t }t≥0 at
the point u is defined as
1
dimEL ({ϕ t }t≥0 , u) := inf{d ∈ [0, n] : lim sup log ωd (Dϕ t (u)) < 0}. (6.44)
t→+∞ t
By (6.24) and Lemma 6.5 (property (6.21)) we have
1
sup inf{d ∈ [0, n] : lim sup log ωd (Dϕ t (u)) < 0}
u∈K t
t→+∞
(6.45)
1
= inf{d ∈ [0, n] : sup lim sup log ωd (Dϕ t (u)) < 0}.
u∈K t→+∞ t
Therefore, by (6.25) and Lemma 6.5 (property (6.16)) we get
1
sup dimEL ({ϕ t }t≥0 , u) = sup inf{d ∈ [0, n] : lim sup log ωd (Dϕ t (u)) < 0}
u∈K u∈K t→+∞ t
1
= inf{d ∈ [0, n] : sup lim sup log ωd (Dϕ t (u)) < 0}
u∈K t→+∞ t
1
≤ inf{d ∈ [0, n] : lim sup sup log ωd (Dϕ t (u)) < 0}
t→+∞ u∈K t
= dimEL ({ϕ t }t≥0 , K).

(6.46)
Proposition 6.3 If there is a critical equilibrium point u cr eq such that (6.38) is valid,
then
dim L (ϕ T , u cr
eq ) = dim L ({ϕ }t≥0 , u eq ) = sup dim L ({ϕ }t≥0 , K)
E t cr E t
u∈K
and from (6.42) it follows that
dim H K ≤ dim L ({ϕ t }t≥0 , K) = dimEL ({ϕ t }t≥0 , K) = dimEL ({ϕ t }t≥0 , u cr
eq )
(6.47)
= dim L (ϕ T , K).
In this case for the estimation of the Hausdorff dimension by (6.47) we need only
the Douady-Oesterlé theorem (see Theorem 6.2). In the general case the existence
of a critical point u EL (it may be not unique) such that
dimEL ({ϕ t }t≥0 , u EL ) = sup dimEL ({ϕ t }t≥0 , u) = dimEL ({ϕ t }t≥0 , K) (6.48)
u∈K
follows from (6.24). The so-called Eden conjecture states that u EL corresponds to an
equilibrium point or to a periodic orbit [23].
Finally, from (6.42) and (6.46) we have
Theorem 6.3
dim H K ≤ dim L ({ϕ t }t≥0 , K) = dimEL ({ϕ t }t≥0 , K)

(6.49)
= sup dimEL ({ϕ t }t≥0 , u) ≤ dim L (ϕ t , K) = sup dim L (ϕ t , u).
u∈K u∈K
6.3.1 Lyapunov Exponents: Various Definitions
Definition 6.6 The Lyapunov exponent functions of singular values (also called
finite-time Lyapunov
exponents [1]) of the dynamical system {ϕ t }t≥0 ,
(U ⊂ R , | · |) at the point u ∈ U are denoted by
n
ν i (t, u) = ν i (Dϕ t (u)), i = 1, 2, ..., n,

ν 1 (t, u) ≥ · · · ≥ ν n (t, u), ∀t > 0,
and defined as
1
ν i (t, u) := log αi (t, u).
t
Definition 6.7 The Lyapunov exponents (LEs) of singular values8 of the dynamical
system {ϕ t }t≥0 at the point u are defined (see, e.g. [15, 79]) as
1
ν i (u) := lim sup ν i (t, u) = lim sup log(αi (t, u)), i = 1, 2, .., n.
t→+∞ t→+∞ t
Often ν i (u) are called upper LEs and denoted as ν i (u), while ν i (u) := lim inf
t→+∞
ν i (t, u) are called lower LEs. Remark that the Lyapunov exponents of singular values
are the same for any fundamental matrices of the linearized systems (6.4) or (6.5).
Proposition 6.4 (see, e.g. [46]) For the matrix Dϕ t (u)P, where P is a non-singular
n × n matrix (i.e., det P = 0), one has
lim ν i (Dϕ t (u)) − ν i (Dϕ t (u)P) = 0, i = 1, 2, ..., n.

t→+∞
8 We add “of singular value” to distinguish this definition from other definitions of Lyapunov expo-
nents; if the differences in the definitions are not significant for the presentation, we use the term
“Lyapunov exponents” or “LEs”.
Definition 6.8 The Lyapunov exponent functions of the fundamental matrix columns
(ν 1 (t, u), ..., ν n (t, u)) = Dϕ t (u)
ν L i (t, u) = ν L i (Dϕ t (u)), i = 1, 2, ..., n, u ∈ U
are defined as
1
ν L i (t, u) := log |ν i (t, u)|.
t
The ordered Lyapunov exponent functions of the fundamental matrix columns at the
point u (also called finite-time Lyapunov characteristic exponents) are given by the
ordered set (for all t > 0) of ν L i (t, u):
o o
ν L 1 (t, u) ≥ · · · ≥ ν L n (t, u), ∀t ≥ 0.
Definition 6.9 The Lyapunov exponents of the fundamental matrix columns9 are
defined (see [75]) as
o
ν L i (u) := lim sup ν L i (t, u), i = 1, 2, .., n.
t→+∞
Remark 6.2 The Lyapunov exponents of the fundamental matrix columns may be
different for different fundamental matrices in contrast to the definition of Lyapunov
exponents of singular values (see, e.g. Proposition 6.4). To get the set of all possible
values of Lyapunov exponents of the fundamental matrix columns (the set with
the minimal sum of values), one has to consider the so-called normal fundamental
matrices (see [60, 75]).
Definition 6.10 The relative Lyapunov exponents of singular value functions of the
dynamical system {ϕ t }t≥0 at the point u are defined (see, e.g. [79]) as
ν 1 (u) := lim sup(ν 1 (t, u)),

t→+∞
ν i+1 (u) := lim sup(ν 1 (t, u) + · · · + ν i+1 (t, u))−

t→+∞
− lim sup(ν 1 (t, u) + · · · + ν i (t, u)), i = 1, ..., n − 1.

t→+∞
For k = 1, 2, .., n we have
ν 1 (u) + · · · + ν k (u) = lim sup(ν 1 (t, u) + · · · + ν k (t, u)),

t→+∞
9 Often they are called Lyapunov characteristic exponents (LCE) [60]. In [75] these values are
defined with the opposite sign and called characteristic exponents at the point u.
k k−1
ν k (u) ≤ ν k (u) = lim sup ν i (t, u) − lim sup ν i (t, u)
t→+∞ t→+∞
i=1 i=1
≤ lim sup ν k (t, u) = ν k (u).
t→+∞
From the Fischer-Courant theorem ([34], Theorem 2.1, Chap. 2) it follows (see,
e.g. [3])10 that
ν i (t, u) ≤ ν L i (t, u), ∀t ≥ 0, ∀u ∈ U, i = 1, 2, .., n. (6.50)
Definition 6.11 ([14, 15]) The relative global (or uniform) Lyapunov exponents of
singular value functions of the dynamical system {ϕ t }t≥0 with respect to the compact
invariant set K ⊂ U are defined as
ν 1 (K) := lim sup sup ν 1 (t, u),

t→+∞ u∈K

ν i+1 (K) := lim sup sup ν 1 (t, u) + · · · + ν i+1 (t, u)
t→+∞ u∈K

− lim sup sup ν 1 (t, u) + · · · + ν i (t, u) , i = 1, ..., n − 1.
t→+∞ u∈K
For i = 1, 2, ..., n we have

ν 1 (K) + · · · + ν i (K) = lim sup sup ν 1 (t, u) + · · · + ν i (t, u) .
t→+∞ u∈K
By (6.13) and (6.9) we get (see, e.g. [98])
ν 1 (K) = lim max ν 1 (t, u),

t→+∞ u∈K

ν i+1 (K) = lim max ν 1 (t, u) + · · · + ν i+1 (t, u)
t→+∞ u∈K

− lim max ν 1 (t, u) + · · · + ν i (t, u) , i = 1, ..., n − 1.
t→+∞ u∈K
From (6.25) (see, e.g. [23, 26]) for u ∈ K we obtain the following inequality
ν 1 (u) + · · · + ν i (u) ≤ ν 1 (K) + · · · + ν i (K), i = 1, 2, ..., n. (6.51)
At the same time, according to (6.24), there exists u cr (m) ∈ K (it may be not unique)
such that the above expressions in (6.51) coincide [23, 24, 26]:
1 g(t) − g −1 (t)
10 Forexample [46], for the matrix u(t) = we have the follow-
0 1

ing ordered values: ν L 1 = max lim sup 1t log |g(t)|, lim sup 1t log |g −1 (t)| , ν L 2 = 0; ν 1,2 =
t→+∞
t→+∞
max, min lim sup 1t log |g(t)|, lim sup 1t log |g −1 (t)| ..
t→+∞ t→+∞
ν 1 (K) + · · · + ν m (K) = ν 1 (u cr (m)) + · · · + ν m (u cr (m))

(6.52)
= max ν 1 (u) + · · · + ν m (u) .
u∈K
Various characteristics of chaotic behavior are based on Lyapunov exponents

(e.g., LEs are used in the Kaplan-Yorke formula of the Lyapunov dimension and the
sum of positive LEs may be used [76, 82] as the characteristic of the Kolmogorov-
Sinai entropy rate [40, 93]). The properties of Lyapunov exponents and their various
generalizations are studied, e.g., in [2, 4, 10, 17, 37, 42, 46, 47, 58, 60, 75, 79, 82].
6.3.2 Kaplan-Yorke Formula of the Lyapunov Dimension

Consider the dynamical system {ϕ t }t≥0 , (U ⊂ Rn , | · |) .
6.3.2.1 Kaplan-Yorke Formula with Respect to the Finite Time

Lyapunov Exponents
For t > 0 we have

⎧
⎪
⎪ 0, if d = 0,
1 ⎨
d
log(ωd (Dϕ (u))) = i=1 ν i (t, u), if d = d ∈ {1, . . . , n},
t
t ⎪
⎪ d
⎩
i=1 ν i (t, u) + (d − d) ν d+1 (t, u), if d ∈ (0, n).
(6.53)
If log(ωn (Dϕ t (u))) ≤ 0 for fixed t > 0 and a given point u ∈ K, then by (6.27) for
d(t, u) := dim L (ϕ t , u) we have
1 1
log(ωd(t,u) (Dϕ t (u))) = 0, log(ωd(t,u)+δ (Dϕ t (u))) < 0 ∀δ ∈ (0, n − d(t, u)].
t t
(6.54)
Let for t > 0 be

d0 (t, u) = d0 {ν i (t, u)}n1 := d(t, u) ∈ {0, .., n},

s(t, u) = s {ν i (t, u)}n1 := d(t, u) − d0 (t, u) ∈ [0, 1).
Then for d0 (t, u) ≤ n − 1 from (6.54) it follows that
d0 (t,u) d0 (t,u)+1
ν i (t, u) ≥ 0, ν i (t, u) < 0. (6.55)
i=1 i=1
We have
1 1
log(ωd(t,u) (Dϕ t (u))) = log (ωd0 (t,u) (Dϕ t (u)))(1−s(t,u)) (ωd0 (t,u)+1 (Dϕ t (u)))s(t,u)
t t
d0 (t,u) d0 (t,u)+1
= (1 − s(t, u)) ν i (t, u) + s(t, u) ν i (t, u) = 0.
i=1 i=1
Therefore we get
⎧
⎨ ν 1 (t, u) + · · · + ν d0 (t,u) (t, u) < 1, if d0 (t, u) ∈ {1, . . . , n − 1},
s(t, u) = | ν d0 (t,u)+1 (t, u)|
⎩
0, if d0 (t, u) = 0 or d0 (t, u) = n.
The expression
ν 1 (t, u) + · · · + ν d0 (t,u) (t, u)

dimKY ({ν i (t, u)}n1 ) := d0 (t, u) + (6.56)
L
| ν d0 (t,u)+1 (t, u)|
corresponds to the Kaplan-Yorke formula [39] with respect to the finite time Lya-
punov exponents, i.e., the ordered set {ν i (t, u)}n1 . The idea of the dimKY
L
construction
may be used with other types of Lyapunov exponents (see below).
Further we assume that the relation s(t, u) = 0 for d0 (t, u) = 0 and d0 (t, u) = n
follows from the first expression for s(t, u). Since 1t log(ωd(t,u) (Dϕ t (u))) ≤ 0 ⇔
ωd(t,u) (Dϕ t (u)) ≤ 1 for t > 0, from (6.31) we have
Proposition 6.5
dim L (ϕ t , K) = sup dim L (ϕ t , u) = sup dimKY

L
({ν i (t, u)}n1 )
u∈K u∈K
ν 1 (t, u) + · · · + ν d0 (t,u) (t, u) (6.57)
= sup d0 (t, u) + .
u∈K | ν d0 (t,u)+1 (t, u)|
While in computing we can consider only finite time t ≤ T , from a theoretical

point of view, it may be interesting to study the limit behavior of
supu∈K dimKYL
({ν i (t, u)}n1 ) as t → +∞.
6.3.2.2 Kaplan-Yorke Formula with Respect to the Relative Global

Lyapunov Exponents of Singular Value Functions
m
Let us define d0 = d0 {ν i (K)}n1 := max{m ∈ {0, . . . , n} : ν i (K) ≥ 0},
i=1
⎧
⎨ 0 ≤ ν 1 (K) + · · · + ν d0 (K) < 1, if d0 ∈ {1, . . . , n − 1},
s = s {ν i (K)}1 :=
n | ν d0 +1 (K)|
⎩
0, if d0 = 0 or d0 = n.
ν (K)+···+ν (K)
The expression dimKY L
({ν i (K)}n1 ) := d0 + 1 | ν d +1 (K)|
d0
is the Kaplan-Yorke for-
0
mula of Lyapunov dimension with respect to the relative global Lyapunov exponents
of the singular value function. Then we have
d0

1
lim max log ωd0 +s (Dϕ t (u)) = lim max ν i (t, u) + s ν d0 +1 (t, u)
t→+∞ u∈K t t→+∞ u∈K
i=1
d d +1

0 0
= lim max (1 − s) ν i (t, u) + s ν i (t, u)

t→+∞ u∈K
i=1 i=1
(since, in general, the maximums may be achieved at different points u)
d0 d0 +1
≤ lim max(1 − s) ν i (t, u) + lim max s ν i (t, u)
t→+∞ u∈K t→+∞ u∈K
i=1 i=1
d0 d0 +1
= (1 − s) lim max ν i (t, u) + s lim max ν i (t, u) = 0.
t→+∞ u∈K t→+∞ u∈K
i=1 i=1
Thus, for any s : s < s < 1, lim max 1t log(ωd0 +s (Dϕ t (u))) < 0 and from Defi-
t→+∞ u∈K
nition 6.4 we have
Proposition 6.6 (see, e.g. [15])
dimEL ({ϕ t }t≥0 , K) ≤ dimKY

L
({ν i (K)}n1 ).
Under some conditions we can obtain the equality.
Corollary 6.8 If the critical points u cr (d0 ) and u cr (d0 + 1) from (6.24) coincide,
i.e., u cr = u cr (d0 ) = u cr (d0 + 1), then
d0 d0
lim ν k (t, u cr ) = lim max ν k (t, u),
t→+∞ t→+∞ u∈K
k=1 k=1
(6.58)
d0 +1 d0 +1
lim ν k (t, u ) = lim max
cr
ν k (t, u),
t→+∞ t→+∞ u∈K
k=1 k=1
and
dim L ({ϕ t }t≥0 , K) = dimKY
L
({ν i (K)}n1 ).
In [30] systems, having property (6.58), are called “typical systems”.

6.3.2.3 Kaplan-Yorke Formula with Respect To Relative Lyapunov

Exponents of Singular Value Functions
Let
m
d0 (u) = d0 {ν i (u)}n1 := max{m ∈ {0, . . . , n} : ν i (u) ≥ 0}
i=1
⎧
⎪ ν (u) + · · · + ν d0 (u) (u)
⎨0 ≤ 1 < 1, if d0 (u) ∈ {1, . . . , n − 1},
n
s(u) = s {ν i (u)}1 := | ν d0 (u)+1 (u)|
⎪
⎩
0, if d0 (u) = 0 or d0 (u) = n.
ν (u)+···+ν (u)
The expression dimKYL
({ν i (u)}n1 ) := d0 (u) + 1 | ν d (u)+1 d(u)|
0 (u)
is the Kaplan-Yorke
0
formula of the Lyapunov dimension with respect to the relative Lyapunov exponents
of singular value functions. We have
d (u)
1 0
lim sup log ωd0 (u)+s(u) (Dϕ (u)) = lim sup

t
ν i (t, u) + s(u) ν d0 (u)+1 (t, u)
t→+∞ t t→+∞
i=1
d (u) d (u)+1

0 0
= lim sup (1 − s(u)) ν i (t, u) + s(u) ν i (t, u)

t→+∞
i=1 i=1
d0 (u) d0 (u)+1
≤ lim sup(1 − s(u)) ν i (t, u) + lim sup s(u) ν i (t, u)
t→+∞ t→+∞
i=1 i=1
d0 (u) d0 (u)+1
= (1 − s(u)) lim sup ν i (t, u) + s(u) lim sup ν i (t, u) = 0.
t→+∞ t→+∞
i=1 i=1
(6.59)

Thus, for any d0 (u) < n and s : s(u) < s < 1, lim sup 1t log ωd0 (u)+s (Dϕ t (u)) < 0
t→+∞
and from Definition 6.5 we get
Proposition 6.7
ν 1 (u) + · · · + ν d0 (u) (u)

sup dim L ({ϕ t }t≥0 , u) ≤ sup dimKY ({ν i (u)}n1 ) = sup d0 (u) + .
u∈K u∈K
L
u∈K | ν d0 (u)+1 (u)|
Proposition 6.8 (see, e.g. [23])
sup(dimKY
L
({ν i (u)}n1 )) ≤ dimKY
L
({ν i (K)}n1 ). (6.60)
u∈K
Proof The assertion follows from the relation (see [23])

sup d0 {ν i (u)}n1 = d0 {ν i (K)}n1 (6.61)
u∈K
and inequality (6.51).

Remark that there are examples in which inequality (6.60) is strict (see, e.g.
[23]11 ).
6.3.2.4 Kaplan-Yorke Formula with Respect To the Lyapunov

Exponents of Singular Values
Let (see, e.g. [15]) us introduce

m

d0 (u) = d0 {ν i (u)}n1 := max{m ∈ {0, . . . , n} : ν i (u) ≥ 0},
i=1
⎧
⎪ ν (u) + · · · + ν d0 (u) (u)
⎨0 ≤ 1 < 1, if d0 (u) ∈ {1, . . . , n − 1},
n
s(u) = s {ν i (u)}1 := | ν d0 (u)+1 (u)|
⎪
⎩
0, if d0 (u) = 0 or d0 (u) = n.
ν (u)+···+ν (u)
The expression dimKY L
({ν i (u)}n1 ) := d0 (u) + 1 | ν d (u)+1 d(u)|
0 (u)
is the Kaplan-Yorke
0
formula of the Lyapunov dimension with respect to the Lyapunov exponents of
singular values.
Then it follows that
1
lim sup log ωd0 (u)+s(u) (Dϕ t (u))
t→+∞ t
d0 (u) d0 (u)+1
≤ (1 − s(u)) lim sup ν i (t, u) + s(u) lim sup ν i (t, u)
t→+∞ t→+∞
i=1 i=1
d0 (u) d0 (u)+1
≤ (1 − s(u)) ν i (u) + s(u) ν i (u) = 0.
i=1 i=1

For d0 (u) < n and any s : s(u) < s < 1, lim sup 1t log ωd0 (u)+s (Dϕ t (u)) < 0 and
t→+∞
from Definition 6.5 we have
Proposition 6.9 Under the above assumptions it is true that

ν 1 (u) + · · · + ν d0 (u) (u)
sup dim L ({ϕ t }t≥0 , u) ≤ sup dimKY ({ν i (u)}n1 ) = sup d0 (u) + .
u∈K u∈K
L
u∈K | ν d0 (u)+1 (u)|
11 Let ν 1 (t, u) = (eu )t , ν 2 (t, u) = ( 21 (1 − u))t for all u ∈ K = [0, 1]. Thus ν 1 (u) = ν 1 (u) =
u, ν(u) = ν 2 = log(1 − u) − log 2; ν 1 (K) = 1, ν 2 = −1 − log 2. Here u cr (1) = 1: ν 1 (1) ==
ν 1 (K) = 1; u cr (2) = 0: ν 1 (0) + ν 2 (0) = ν 1 (K) + ν 2 (K) = − log 2. Then supu∈[0,1] dimKY L
({ν i (u)}21 ) = log 2−log(1−u)
u
< 1 + 1+log 1
2 = dim L ({ν i (K)}1 ).
KY 2
6.3.2.5 Kaplan-Yorke Formula with Respect To the Lyapunov

Exponents of Fundamental Matrix Columns
Let us define
m

d0 (u) = d0 {ν L i (u)}n1 := max{m ∈ {0, . . . , n} : ν L k (u) ≥ 0},
k=1
⎧ L L
L ⎨ 0 ≤ ν 1 (u) + · · · + ν d0 (u) (u) < 1, d (u) ∈ {1, . . . , n − 1},
⎪
n 0
s(u) = s {ν i (u)}1 := | ν L d0 (u)+1 (u)|
⎪
⎩
0, d0 (u) = 0 or d0 (u) = n.
ν L (u)+···+ν L (u)
The expression dimKYL
({ν L i (u)}n1 ) := d0 (u) + 1 | ν L d (u)+1 (u)|
d0 (u)
is the Kaplan-Yorke
0
formula of the Lyapunov dimension with respect to the Lyapunov exponents of the
fundamental matrix columns.
Then, similar to (6.59), by (6.50) we obtain
1
lim sup log ωd0 (u)+s(u) (Dϕ t (u))
t→+∞ t
d0 (u) d0 (u)+1
≤ (1 − s(u)) ν i (u) + s(u)
L
ν L i (u) = 0.
i=1 i=1

Thus, for d0 (u) < n and any s : s(u) < s < 1, lim sup 1t log ωd0 (u)+s (Dϕ t (u)) < 0
t→+∞
and from Definition 6.5 we get
Proposition 6.10
sup dim L ({ϕ t }t≥0 , u) ≤ sup dimKY

L
({ν L i (u)}n1 )
u∈K u∈K
ν L 1 (u) + · · · + ν L d0 (u) (u)
= sup d0 (u) + .
u∈K | ν L d0 (u)+1 (u)|
6.3.2.6 Computation by the Kaplan-Yorke Formulas
For a given invariant set K and a given point p ∈ K there are two essential
questions related to the computation of Lyapunov exponents and the use of the
Kaplan-Yorke formulas of local Lyapunov dimension supu∈K dimKY
L
({ν i (u)}n1 ) and
supu∈K dim L ({ν i (u)}1 ):
KY n
?
m
?
m
(a) lim sup ν i (t, p) = lim ν i (t, p) or lim sup( ν i (t, u)) = lim ( ν i (t, u))
t→+∞ t→+∞ t→+∞ 1 t→+∞ 1
(b) if the above limits do not exist, then

?
supu∈K dimKYL
({ν m (u)}n1 ) = supu∈K\{ϕ t ( p),t≥0} dimKYL
({ν i (u)}n1 )
or
?
supu∈K dimKYL
({ν i (u)}n1 ) = supu∈K\{ϕ t ( p),t≥0} dimKY
L
({ν i (u)}n1 ).
In order to get rigorously a positive answer to these questions, from a theoretical
point of view, one may use various ergodic properties of the dynamical system
{ϕ t }t≥0 (see, Oseledec [79], Ledrappier [52], and some auxiliary results in [6, 19]).
However, from a practical point of view, the rigorous use of the above results is a
challenging task (see, e.g. the corresponding discussions in [5, 16, 81, 102] and the
works on Perron effects of the largest Lyapunov exponent sign reversals [47, 60]).
For an example of the effective rigorous use of ergodic theory for the estimation of
the Hausdorff and Lyapunov dimensions see, e.g. [87].
Thus, in the general case, from a practical point of view, one cannot rely on the
above relations (a) and (b) and shall use lim supt→+∞ in the definitions of local
Lyapunov exponents and the corresponding formulas for the Lyapunov dimension
(see, e.g. [98]).
However, if p is an equilibrium point, then the expression “lim supt→+∞ ” in
Definitions 6.7, 6.9, and 6.10 can be replaced by “limt→+∞ ” and we have
Lemma 6.7 Let ϕ t ( p) be a stationary point, i.e. ϕ t ( p) ≡ p. Then for i = 1, 2, ..., n
we have
lim ν i (t, p) = ν i ( p) = ν i ( p) = ν L i ( p).
t→+∞

Thus, for d0 = d0 {ν i (K)}n1 , we get
Proposition 6.11 If the critical points in (6.48) and (6.58) coincide with an equi-
eq , i.e. ϕ (u eq ) ≡ u eq = u L ≡ u (d0 ) = u (d0 + 1), then
cr
librium point u cr t cr cr cr cr
dim L ({ϕ t }t≥0 , u cr

eq ) = dim L ({ϕ }t≥0 , K) = dim L ({ν i (K)}1 )
t KY n
and
dim L ({ϕ t }t≥0 , u cr
eq ) = sup dim L ({ν i (u)}1 ) = sup dim L ({ν i (u)}1 )
KY n KY n
u∈K u∈K
= sup dim L ({ν

KY L
i (u)}1 ) = lim max dim L ({ν i (t, u)}1 ).
n KY n
u∈K t→+∞ u∈K
L = u (d0 ) = u (d0 + 1) belongs to a periodic orbit with period T , then the

If u cr cr cr
same reasoning can be applied for (ϕ T )t .

The last section of this chapter is devoted to the examples in which the maximum
of the local Lyapunov dimension achieves at an equilibrium point.
Taking into account the existence of different definitions of Lyapunov dimension
and related formulas and following [16], we recommend that whatever you call your
Lyapunov dimension, please state clearly how is it being computed.
6.4 Analytical Estimates of the Lyapunov Dimension and its Invariance … 279
6.4 Analytical Estimates of the Lyapunov Dimension

and its Invariance with Respect to Diffeomorphisms
Along with widely used numerical methods for estimating and computing the Lya-
punov dimension (see, e.g. MATLAB realizations of the methods based on QR and
SVD decompositions in [51, 66]) there is an effective analytical approach, proposed
by G.A. Leonov in 1991 [54] (see also [8, 55–57, 59, 62, 66]). The Leonov method
is based on the direct Lyapunov method with special Lyapunov-like functions. The
advantage of this method is that it allows one to estimate the Lyapunov dimension of
an invariant set without localization of the set in the phase space and in many cases
to get effectively exact Lyapunov dimension formula [55, 58, 62–64, 67, 71, 72].
Following [44], next the invariance of Lyapunov dimension with respect to dif-
feomorphisms and its relation with the Leonov method are discussed. An analog of
the Leonov method for discrete time dynamical systems is suggested.
While topological dimensions are invariant with respect to Lipschitz homeomor-
phisms, the Hausdorff dimension is invariant with respect to Lipschitz diffeomor-
phisms and non-integer Hausdorff dimension is not invariant with respect to home-
omorphisms [35]. Since the Lyapunov dimension is used as an upper estimate of
Hausdorff dimension, the question arises whether the Lyapunov dimension is invari-
ant under diffeomorphisms (see, e.g.[44, 80]).
Consider the dynamical system {ϕ t }t≥0 , (U ⊂ Rn , | · |) under the change of
coordinates w = h(u), where h : U ⊂ Rn → Rn is a diffeomorphism. In this case the
semi-orbit γ + (u) = {ϕ t (u), t ≥ 0} is mapped to the semi-orbit defined
by ϕht (w) =
ϕh (h(u)) = h(ϕ t (u)), the dynamical
t
system {ϕ t }t≥0 , (U
⊂ R , | · |) is transformed
n
to the dynamical system {ϕht }t≥0 , (h(U) ⊂ Rn , | · |) , and a compact set K ⊂ U

invariant with respect to {ϕ t }t≥0 is mapped to the compact set h(K) ⊂ h(U) invariant
with respect to {ϕht }t≥0 . Here we have

Dw ϕht (w) = Dw h(ϕ t (h −1 (w))) = Du h(ϕ t (h −1 (w)))Du ϕ t (h −1 (w))Dw h −1 (w),

Du ϕht (h(u)) = Dw ϕht (h(u))Du h(u) = Du h(ϕ t (u)) = Du h(ϕ t (u))Du ϕ t (u).
Therefore it takes place

−1
Dw h −1 (w) = Du h(u)
and −1
Dϕht (w) = Dh(ϕ t (u))Dϕ t (u) Dh(u) . (6.62)
If u ∈ K, then ϕ t (u) and ϕht (h(u)) define bounded semi-orbits. Remark that Dh
and (Dh)−1 are continuous and, thus, Dh(ϕ t (u)) and (Dh(ϕ t (u)))−1 are bounded
in t. From (6.9) it follows that for any d ∈ [0, n] there is a constant c = c(d) ≥ 1
such that for any t ≥ 0

max ωd Dh(u) ≤ c, max ωd (Dh(u))−1 ≤ c, t ≥ 0. (6.63)
u∈K u∈K
Lemma 6.8 If for a fixed t > 0 there exist a diffeomorphism h : U ⊂ Rn → Rn and

a d ∈ [0, n] such that the estimate
−1
max ωd Dϕht (w) = max ωd Dh(ϕ t (u))Dϕ t (u) Dh(u) <1 (6.64)
w∈h(K) u∈K
is valid,12 then for u ∈ K

lim inf ωd Dϕ t (u) − ωd Dϕht (h(u)) = 0
t→+∞
and
lim inf ωd Dϕht (h(u)) = lim inf ωd Dϕ t (u) = 0.
t→+∞ t→+∞
Proof Applying (6.10) to (6.62), we get

−1
ωd Dϕht (h(u)) ≤ ωd Dh(ϕ t (u)) ωd Dϕ t (u) ωd Dh(u) .
By (6.63) we obtain
ωd Dϕht (h(u)) ≤ c2 ωd Dϕ t (u) .
Similarly we have
−1 t
ωd Dϕ t (u) ≤ ωd Dh(ϕ t (u)) ωd Dϕh (h(u)) ωd Dh(u)
and
ωd Dϕ t (u) ≤ c2 ωd Dϕht (h(u)) .
Therefore for any d ∈ [0, n], t ≥ 0, and u ∈ K

c−2 ωd Dϕht (h(u)) ≤ ωd Dϕ t (u) ≤ c2 ωd Dϕht (h(u)) (6.65)
and

(c−2 − 1)ωd Dϕht (h(u)) ≤ ωd Dϕ t (u) − ωd Dϕht (h(u)) ≤ (c2 − 1)ωd Dϕht (h(u)) .

If for a fixed t ≥ 0 there is a d ∈ [0, n] such that supu∈K ωd Dϕht (h(u)) < 1, then
by Corollary 6.3 we have

lim inf ωd Dϕht (h(u)) = 0
t→+∞
12 The expression in (6.64) corresponds to the expressions considered in [54] for p(u) = Dh(u),
[55] and [56] for Q(u) = Dh(u).
and
0 ≤ lim inf ωd Dϕ t (u) − ωd Dϕht (h(u)) ≤ 0.
t→+∞
Corollary 6.9 (see, e.g. [46]) For u ∈ K we have

lim ν i Dϕht (h(u)) − ν i Dϕ t (u) = 0, i = 1, 2, .., n
t→+∞
and, therefore,

lim sup ν i Dϕht (h(u)) = lim sup ν i Dϕ t (u) , i = 1, 2, .., n.
t→+∞ t→+∞
Proof For t > 0 from (6.65) we get

1 1 1 1 1
log c−2 + log ωd Dϕht (h(u)) ≤ log ωd Dϕ t (u) ≤ log c2 + log ωd Dϕht (h(u)) .
t t t t t
(6.66)
Thus for the integer d = m we have
1 1
lim log ωm Dϕ t (u) − log ωm Dϕht (h(u))
t→+∞ t t
m
t m
t
= lim ν i Dϕ (u) − ν i Dϕh (h(u)) = 0.
t→+∞
i=1 i=1
The above statements are rigorous reformulations from [46, 58] and imply the
following
Proposition 6.12 ([44]) The Lyapunov dimension of the dynamical system {ϕ t }t≥0
with respect to the compact invariant set K is invariant with respect to any diffeo-
morphism h : U ⊂ Rn → Rn , i.e.
dim L ({ϕ t }t≥0 , K) = dim L ({ϕht }t≥0 , h(K)). (6.67)

Proof Lemma 6.8 implies that if maxw∈h(K) ωd Dϕht (w) < 1 for a fixed t > 0 and
d ∈ [0, n], then there exists T > t such that

max ωd Dϕ T (u) < 1 (6.68)
u∈K
and vice versa. Thus the set of d, over which inf t>0 is taken in (6.31), is the same
for Dϕ t (u) and Dϕht (w) and, therefore,
inf inf{d ∈ [0, n] : max ωd (Dϕ t (u)) < 1} = inf inf{d ∈ [0, n] : max ωd (Dϕht (w)) < 1}.
t>0 u∈K t>0 w∈h(K)
Corollary 6.10 Suppose H (u) is a n × n matrix, the elements of which are scalar
continuous functions of u and det H (u) = 0 for u ∈ K. If for a fixed t > 0 there is
d ∈ (0, n] such that
−1
max ωd Dϕht (w) = max ωd H (ϕ t (u))Dϕ t (u) H (u) < 1, (6.69)
w∈h(K) u∈K
then by (6.64) with H (u) instead of Dh(u), (6.67) and (6.68) for sufficiently large
t = T > 0 we have
dim H K ≤ dim L ({ϕ t }t≥0 , K) ≤ dim L (ϕ T , K) ≤ d.
If it is assumed that H (u) = κ(u)S, where κ(·) : U ⊂ Rn → R1 is a continuous

positive scalar function and S is a non-singular n × n matrix, then condition (6.69)
takes the form
−1
sup ωd H (ϕ t (u))Dϕ t (u) H (u)
u∈K
(6.70)
d
= sup κ(ϕ t (u))(κ(u))−1 ωd S Dϕ t (u)S −1 < 1.
u∈K
Consider now the Leonov method of analytical estimation of the Lyapunov dimen-
sion and its relation with the invariance of Lyapunov dimension with respect to dif-
feomorphisms. As it is shown below the multiplier of the type κ(ϕ t (u))(κ(u))−1 in
(6.70) plays the role of a Lyapunov-like function.13
Let us apply the linear change of variables w = h(u) = Su with a non-singular
n × n matrix S. Then ϕ t ( p) = u(t, p) is transformed into ϕ St (w0 ):
ϕ St (w0 ) = w(t, w0 ) = Sϕ t ( p) = Su(t, S −1 w0 ).
Consider the transformed systems (6.1) and (6.3)
ẇ = S f (S −1 w) or wt+1 = Sϕ(S −1 wt )
13 In [78] and in Chap. 7 it is interpreted as changes of Riemannian metrics.

and their linearizations along the solution ϕ St (w0 ) = w(t, w0 ) = Sϕ t ( p):
υ̇ = JS (w(t, w0 ))υ or υt+1 = JS (w(t, w0 ))υt ,

(6.71)
JS (w(t, w0 )) = S J (S −1 w(t, w0 )) S −1 = S J (u(t, p)) S −1 .
For the corresponding fundamental matrices we have Dϕ St (w) = S Dϕ t (u)S −1 .

First we consider a continuous time dynamical system. Let λi ( p, S) = λi (Sϕ t ( p)),
i = 1, 2, ..., n, be the eigenvalues of the symmetrized Jacobian matrix
1 1
S J (u(t, p))S −1 + (S J (u(t, p))S −1 )∗ = JS (w(t, w0 )) + JS (w(t, w0 ))∗ ,
2 2
(6.72)
ordered so that λ1 ( p, S) ≥ · · · ≥ λn ( p, S) for any p ∈ U. The following theorem is
rigorous reformulation of results from [55–57].
Theorem 6.4 Let be d = d0 + s ∈ [1, n] with integer d0 = d ∈ {1, . . . , n} and
real s = (d − d) ∈ [0, 1). If there are a differentiable scalar function V (·) : U ⊂
Rn → R1 and a non-singular n × n matrix S such that

sup λ1 (u, S) + · · · + λd0 (u, S) + sλd0 +1 (u, S) + V̇ (u) < 0, (6.73)
u∈K
where V̇ (u) = (grad(V (u)))∗ f (u), then
dim H K ≤ dim L ({ϕ t }t≥0 , K) ≤ dim L (ϕ T , K) ≤ d0 + s
for sufficiently large T > 0.

Proof From the following relations (see Liouville’s formula, Chap. 2, and, e.g., [56])

ωd0 +s S Dϕ t (u)S −1
t
(6.74)
= exp λ1 (Sϕ τ (u)) + · · · + λd0 (Sϕ τ (u)) + sλd0 +1 (Sϕ τ (u))dτ
0
and

d +s t
κ(ϕ t (u))(κ(u))−1 0 = exp V (ϕ t (u)) − V (u) = exp V̇ (ϕ τ (u))dτ
0
we get
d +s
κ(ϕ t (u))(κ(u))−1 0 ωd0 +s S Dϕ t (u)S −1
t

≤ exp λ1 (Sϕ τ (u)) + · · · + λd0 (Sϕ τ (u)) + sλd0 +1 (Sϕ τ (u)) + V̇ (ϕ τ (u)) dτ .
0
(6.75)
Since ϕ t (u) ∈ K for any u ∈ K, for t > 0 by (6.73) we have
d +s
max κ(ϕ t (u))κ(u)−1 0 ωd0 +s S Dϕ t (u)S −1 < 1, ∀t > 0.
u∈K
1
Therefore by Corollary 6.10 with H (u) = κ(u)S, where κ(u) = e V (u) d , we get
the assertion of the theorem.
Now consider a discrete time dynamical system. Let λi ( p, S) = λi (Sϕ t ( p)),

i = 1, 2, ..., n, be the positive square roots of the eigenvalues of the symmetrized
Jacobian matrix

(S J (u(t, p))S −1 )∗ S J (u(t, p))S −1 = JS (w(t, w0 ))∗ JS (w(t, w0 )) , (6.76)
ordered so that λ1 ( p, S) ≥ · · · ≥ λn ( p, S) for any p ∈ U.
Theorem 6.5 ([44]) Let be d = (d0 + s) ∈ [1, n] with integer d0 = d ∈ {1, . . . , n}
and real s = (d − d) ∈ [0, 1). If there are a scalar continuous function
V (·) : U ⊂ Rn → R1 and a non-singular n × n matrix S such that

sup log λ1 (u, S) + · · · + log λd0 (u, S) + s log λd0 +1 (u, S) + V (ϕ(u)) − V (u) < 0,
u∈K
(6.77)
then
dim H K ≤ dim L ({ϕ t }t≥0 , K) ≤ dim L (ϕ T , K) ≤ d0 + s
for sufficiently large T > 0.

t−1
Proof By (2) for Dϕ St (w) = S Dϕ t (u)S −1 = S J (u(τ, p)) S −1 we have
τ =0
−1

ωd0 +s S Dϕ t (u)S

t−1
(6.78)
≤ ωd0 +s S J (u(τ, p)) S −1 .
τ =0
Therefore by the discrete analog of (6.74) we have
t−1
s
ωd0 +s S Dϕ t (u)S −1 ≤ λ1 (Sϕ τ (u)) · · · λd0 (Sϕ τ (u)) λd0 +1 (Sϕ τ (u)) . (6.79)
τ =0
By the relation
d +s
κ(ϕ t (u))κ(u)−1 0 = exp V (ϕ t (u)) − V (u)
t−1
= exp V (ϕ τ +1 (u)) − V (ϕ τ (u))
τ =0
and we get
d +s
log κ(ϕ t (u))κ(u)−1 0 + log ωd0 +s S Dϕ t (u)S −1
t−1
≤ log λ1 (Sϕ τ (u)) + · · · + log λd0 (Sϕ τ (u))
τ =0
+ s log λd0 +1 (Sϕ τ (u)) + V (ϕ(ϕ τ (u))) − V (ϕ τ (u)) .
Since ϕ t (u) ∈ K for any u ∈ K, by (6.77) and Corollary 6.10 with H (u) = κ(u)S,
1
where κ(u) = e V (u) d , we get the assertion of the theorem.
From (6.38) we have
eq ≡ ϕ (u eq ) for a certain t > 0 the

Corollary 6.11 If at an equilibrium point u cr t cr
relation
dim L (ϕ t , u cr
eq ) = d0 + s
holds, then for any invariant set K u cr

eq we get the analytical formula of exact
Lyapunov dimension
dim H K ≤ dim L ({ϕ t }t≥0 , K) = dim L ({ϕ t }t≥0 , u cr

eq ) = d0 + s.
Remark that in the above approach we need only the Douady-Oesterlé theorem
(see Theorem 6.2) and do not use the results on the Lyapunov dimension developed
by Eden, Constantin, Foias, Temam in [15, 26] (see (6.40),(6.44), Propositions 6.6
and 6.7).
In [7, 85] and Chapter 5 it is demonstrated, how a technique similar to the above
can be effectively applied to derive constructive upper bounds of the topological
entropy of dynamical systems.
6.5 Analytical Formulas of Exact Lyapunov Dimension

for Well-Known Dynamical Systems
Next we consider examples smooth dynamical systems generated by difference and

differential equations (for an example of PDE, see e.g. [21]) in which the critical
point, corresponding to the maximum of the local Lyapunov dimension, is one of
the equilibrium points (see (6.47)). In these examples we assume the existence of an
invariant set K in which the corresponding dynamical system {ϕ t }t≥0 is defined, and
use the compact notation dim L (K) for the Lyapunov dimension instead of (6.33).
6.5.1 Hénon Map
Let us consider again (see also Sect. 5.1.3) the Hénon map ϕ : R2 → R2 given by
(x, y) ∈ R2 −→ (a + by − x 2 , x), (6.80)
where a > 0 and 0 < b < 1 are parameters.

fixed points (x
The ± , x± ) of this map
are defined by (x± , x± ) where x± = 21 b − 1 ± (b − 1)2 + 4a . Following [55] we
1 √0 1 √
introduce the matrix S = and parameter γ = , s ∈ [0, 1).
0 b (b−1−2x− ) x−2 +b
It follows that for (x, y) ∈ R2 we have
√
−2x b b
S J (x, y) S −1 = √ and λ1 ((x, y), S) = x 2 + b + |x| , λ2 ((x, y), S) = .
b 0 λ1 ((x, y), S)
If we take now V ((x, y)) = γ (1 − s)(x + by), the condition (6.77) with d0 = 1 and
log |λ1 ((x− , x− ), S)|

s > s∗ =
| log b − log |λ1 ((x− , x− ), S)||
is satisfied for all (x, y) ∈ R2 and we need not localize the invariant set K in the
phase space. By Corollary 6.11 and (6.56), at the equilibrium point u cr eq = (x − , x − )
we get
∗
dim L ((x− , x− )) = dimKY
L ({log λi (x − , x − )}1 ) = 1 + s .
2
Therefore, for a bounded invariant set K (x− , x− ) we have [55]
log |λ1 ((x− , x− ), S)|

dim L (K) = dim L ((x− , x− )) = 1 + .
| log b − log |λ1 ((x− , x− ), S)||
Here for a = 1.4 and b = 0.3 we have dim L (K) = 1.495 ....
6.5 Analytical Formulas of Exact Lyapunov Dimension … 287
6.5.2 Lorenz System
Consider the Lorenz system [74]:

⎧
⎨ ẋ = σ (y − x),
⎪
ẏ = r x − y − x z, (6.81)
⎪
⎩
ż = −bz + x y,
with parameters σ > 0, r > 0, b ∈ (0, 4].

The following estimates are shown in Chap. 1 (see also [53, 59]):
Lemma 6.9 For any solution (x(t), y(t), z(t)) of system (6.81) we have the esti-
mates:
lim sup y 2 (t) + (z(t) − r )2 ≤ l 2 r 2 , (6.82)
t→∞
b(σ +r )2
lim sup x(t)2 + y(t)2 + (z(t) − r − σ )2 ≤ 2c
, (6.83)
t→∞

x(t) 2
lim inf z(t) − 2σ
≥ 0 if 2σ ≥ b. (6.84)
t→+∞

1, for b ≤ 2,
Here l = (see also (1.20), Chap. 1), c = min(σ, 1, b2 ).
√b
2 b−1
, for b > 2,
Corollary 6.12 For system (6.81) we have the absorbing set

Z = (x, y, z) ∈ R3 (x 2 + y 2 + (z − r − σ )2 ) < b(σ +r )2
2c
, (6.85)
where c is defined in Lemma 6.9.
Corollary 6.13 For r > 1, 2σ ≥ b and some C > 0, D > 4Cσ on the global attrac-
tor A of system (6.81) the following estimate
− C x 4 + Dx 2 z ≤ (2D − 4Cσ )σ z 2 (6.86)
is valid.
Theorem 6.6 Suppose A is the global attractor of system (6.81). If
2σ > b (6.87)
and
r ≥ (b + 1)( σb + 1), (6.88)
then
2(σ +b+1)
dim L A = 3 − √ , (6.89)
σ +1+ (σ −1)2 +4σ r
otherwise any positive semi-orbit tends to the equilibria set as t → +∞.
Proof Following [53] let us present the sketch of the proof.

Case (1): r ≤ 1. In this case system (6.81) has the unique equilibrium u 1 = (0, 0, 0).
Using Theorem 1.1 it was shown in Example 1.10, Chap. 1 that the equilibrium u 1
is globally asymptotically stable.
Case (2): r > 1 and 2σ ≤ b. Now system (6.81) has three equilibrium points and the
assumptions of Corollary (2.15), Chap. 2 are satisfied. It follows that any positive
semi-orbit of system (6.81) converges to an equilibrium.
Case (3): 1 < r < (b + 1)( σb + 1), 2σ > b. In this case we apply Corollary 5.9,
Chap. 5. To do this we specify a linear change of coordinates by a nonsingular
(3 × 3)-matrix S and differentiable scalar function V : U ⊂ R3 → R1 to satisfy the
condition
λ1 (u, S) + λ2 (u, S) + V̇ (u) < 0, ∀u ∈ Z, (6.90)
where λ1 (u, S) > λ2 (u, S) > λ3 (u, S) are the eigenvalues of the symmetrized matrix
(see (6.72))
1
Q= S J (u)S −1 + (S J (u)S −1 )∗
2
and ⎛ ⎞
−σ σ 0
J = J (x, y, z) = ⎝ r − z −1 −x ⎠ (6.91)
y x −b
is the 3 × 3 Jacobian matrix of system (6.81).

For that we consider the two cases
#
1 < r < (b + 1)( σb + 1), b ∈ (0, 2],
and r0 ≤ r < (b + 1)( σb + 1), b ∈ [2, 4],
1 < r < r0 , b ∈ [2, 4],
(6.92)
where r0 = (1+l
2
2 ) (b + 1)( σ + 1) and constant l is defined according to (6.82).
b
3.1) For 1 < r < (b + 1)( σb + 1), b ∈ (0, 2] or 1 < r < r0 , b ∈ [2, 4] we con-
⎛r ⎞
σ
00
sider S = ⎝ 0 1 0 ⎠ and V ≡ 0. Then condition (6.90) is equivalent to the relation
0 01
Q + μI > 0, (6.93)
where μ = −trJ = σ + b + 1 > 0. Condition (6.93) means that all leading principal
minors Δ1,2,3 of the corresponding matrix are positive. For the chosen matrix S we
Δ3
2
have Δ1 = −σ + μ > 0, Δ2 = (−b+μ) + Δ3 and relation (6.93) can be expressed
as

−σ + μ Δ3 Δ3

Δ3 = Δ3 −1 + μ > 0,

0 (6.94)
Δ 0 −b + μ
3
√
where Δ3 = r σ − 2z σr , Δ3 = 2y σr . Condition (6.94) can be rewritten as
r z2 y 2 (μ − 1)
((μ − σ ) (μ − 1) − r σ ) − − + r z > 0. (6.95)
σ 4 4 (μ − b)
From (6.95) and (6.82) we conclude that inequality (6.90) is true.

3.2) For r0 ≤ r < (b + 1)( σb + 1) and b ∈ [2, 4] we consider the matrix
⎛ ⎞
−A−1 0 0
S = ⎝ − (b−1)
σ
1 0 ⎠ and the Lyapunov function V (x, y, z) = √ V1 (x,y,z) , where
(σ −1)2 +4σ r
0 01
A = √σ r +(σσ−b)(b−1) and
− y 2 − 2x y) − σb z
4
x2z
V1 (x, y, z) = γ1 (y 2 + z 2 ) + γ2 x 2 + γ3 ( 4σx 2 − σ
(6.96)
with parameters γ1 , γ2 , and γ3 .

x2
Using (6.84) one can for all z ≥ 2σ
obtain the estimate
V̇1 ≤ [2r x y − 2dy 2 − 2bz 2 ]γ1 + [2σ x y − 2σ x 2 ]γ2 +

+ [(4σ + 2b)z 2 + 2(σ − r + d)x y − 2(σ − d)y 2 − 2r x 2 ]γ3 + σ z − σb x y.
(6.97)
It is easy to see that the matrix Q has the eigenvalues

2
λ2 (u, S) = −b, λ1,3 (u, S) = − (σ +1)
2 ± 1
2 (σ + 1 − 2b)2 + Az − 2σ 2
A + A2 σ x ,
y + b−1
for which the relations λ1 (u, S) > λ2 (u, S) > λ3 (u, S) hold.
With these eigenvalues condition (6.90) takes the form

2(λ1 (u, S) + λ2 (u, S) + V̇ (u)) ≤ −(σ + 1 + 2b) + (σ − 1)2 + 4σ r +
$ 2 2 %
+ √ 22
2 2
−σ z + A 4z + A4 y + b−1
σ
x + V̇2 .
(σ −1) +4σ r
A2
Supposing γ1 ≥ 8b
+ γ3 ( 2σb + 1) and using (6.97), we get the estimate
A2 z 2 A2 x2
−σ z + 4
+ 4
(y + x )
b−1 2
σ
+ V̇2 ≤ B1 x 2 + B2 x y + B3 y 2 , ∀z ≥ 2σ
,
where
B1 = −2γ2 σ + A (b−1)
2 2 2
4σ 2
− 2γ3r, B3 = −2γ1 + A4 − 2(σ − 1)γ3 ,
σ
B2 = 2 r γ1 + A (b−1)
2
4σ
− + σ γ2 + (σ + 1 − r )γ3 .
2b
The inequality B1 x 2 + B2 x y + B3 y 2 ≤ 0 holds for any x, y ∈ R if
B1 ≤ 0, B3 ≤ 0, 4B1 B3 − B22 ≥ 0. (6.98)
If we take the coefficients
γ1 = A2 3σ +b−1
8σ (b+2)
, γ3 = A2 8σb−1
+2
, γ2 = r −2
σ
(γ3 − γ1 ) − A2 (b+σ −1)
4σ 2
+ 1
2b
,
conditions (6.98) are equivalent to the condition

(2r −1)σ (8σ +bσ +b2 −b)
b ≥ 1, r σ + (σ − b)(b − 1) > 0, b(b+1) > −3σ 2 + 6σ (b − 1) + (b − 1)2 ,
which are satisfied for b ∈ [2, 4] and r ≥ r0 .

Thus, for these values condition (6.90) takes the form

2(λ1 (u, S) + λ2 (u, S) + V̇ (u)) ≤ −(σ + 1 + 2b) + (σ − 1)2 + 4σ r < 0.
Case (4): r ≥ (b + 1)( σb + 1) and 2σ > b. In this case, following the ideas from
Case (3) we estimate (see condition (6.73))
λ1 (u, S) + λ2 (u, S) + sλ3 (u, S) + V̇ (u, S) < 0
for b ∈ (0, 2] and V = 0 or b ∈ [2, 4] and V = √ V1

and get
(σ −1)2 +4σ r
2(λ1 (u, S) + λ2 (u, S) + sλ3 (u, S) + V̇ (u)) ≤

− (σ + 1 + 2b) − s(σ + 1) + (1 − s) (σ − 1)2 + 4σ r , ∀z ≥ x 2/2σ. (6.99)
Therefore it follows from Theorem 6.4, that
2(σ + b + 1)
dim L A ≤ 3 − .
σ + 1 + (σ − 1)2 + 4σ r
Since the Jacobi matrix J (u) at the equilibrium u 1 has the simple real eigenvalues
$ %
λ1 = −b, λ1,3 = 1
2
−(σ + 1) ± (σ − 1)2 + 4σ r (6.100)
we get
2(σ + b + 1)
dim L u 1 = 3 − .
σ + 1 + (σ − 1)2 + 4σ r
Therefore, finally by Corollary 6.11 we obtain dim L A = dim L u 1 .
The existence of an analytical formula for the exact Lyapunov dimension of the
Lorenz system with classical parameters is known (see, e.g. [70]) as the Eden con-
jecture on the Lorenz system (see [23–25]).
6.5.3 Glukhovsky-Dolzhansky System
Consider a system, suggested by Glukhovsky and Dolzhansky [31] (see also

Sect. 5.3.3., Chapt. 5) ⎧
⎪ẋ = −σ x + z + a0 yz,
⎨
ẏ = R − y − x z, (6.101)
⎪
⎩
ż = −z + x y,
where σ , R, a0 are positive numbers (here u = (x, y, x)). By the change of variables
σ σ
(x, y, z) → (x, R − z, y) (6.102)
a0 R + 1 a0 R + 1
system (6.101) becomes

⎧
a0 σ 2
⎪
⎨ẋ = −σ x + σ y − (a0 R+1)2 yz,
ẏ = σR (a0 R + 1)x − y − x z, (6.103)
⎪
⎩
ż = −z + x y.
System (6.103) is a generalization of the Lorenz system (6.81) and can be written
as ⎧
⎪
⎨ẋ = σ (y − x) − Ayz,
ẏ = r x − y − x z, (6.104)
⎪
⎩
ż = −bz + x y,
where
a0 σ 2 R
A= , r = (a0 R + 1), b = 1. (6.105)
(a0 R + 1) 2 σ
Theorem 6.7 ([67]) If

1. σ = Ar , 4σ r > (b + 1)(b + σ )
or
2. b = 1, r > 2, and
& √
σ > $−3+2
3 √
3
Ar, % if 2 < r ≤ 4,
√
−3+2 3 3r +2 r (2r +1)
σ ∈ 3
Ar, r −4
Ar , if r > 4,
then for a bounded invariant set K (0, 0, 0) of system (6.104) with b = 1 or σ = Ar

we have
2(σ + 2)
dim L K = 3 − . (6.106)
σ + 1 + (σ − 1)2 + 4σ r
If (0, 0, 0) ∈/ K, then the right-hand side of the above relation is an upper bound of
dim L ({ϕ t }t≥0 , K).
Note that this formula coincides with the dimension formula for the Lorenz sys-
tem (6.89) for b = 1. Remark that system (6.101) is dissipative and possesses a
global attractor (see, e.g. [66]).
6.5.4 Yang and Tigan Systems
Consider the Yang system [101]

⎧
⎨ ẋ = σ (y − x),
⎪
ẏ = r x − x z, (6.107)
⎪
⎩
ż = −bz + x y,
where σ > 0, b > 0, and r is a real number. Consider also the T-system (Tigan
system) [99] ⎧
⎨ ẋ = a(y − x),
⎪
ẏ = (c − a)x − ax z, (6.108)
⎪
⎩
ż = −bz + x y.
By the transformation (x, y, z) → ( √xa , √ya , az ) the Tigan system takes the form of
the Yang system with parameters σ = a, r = c − a.
Theorem 6.8 ([63])

(σ +b)
2
1. Assume that r = 0 and the following inequalities b(σ − b) > 0, σ − 4(σ −b)
≥0
are satisfied. Then any bounded on [0, +∞) solution of system (6.107) tends to
a certain equilibrium as t → +∞.
2. Assume that r < 0 and r σ + b(σ − b) > 0. Then any bounded on [0, +∞)
solution of system (6.107) tends to a certain equilibrium as t → +∞.
3. Assume that r > 0 and there are two distinct real roots γ (I I ) > γ (I ) of equation
4br σ 2 (γ + 2σ − b)2 + 16σ bγ (r σ 2 + b(σ + b)2 − 4σ (σ r + σ b − b2 )) = 0

(6.109)
such that γ (I I ) > 0.
In this case
a. if
b(b − σ ) < r σ < b(σ + b),
then any bounded on [0, +∞) solution of system (6.107) tends to a certain
equilibrium as t → +∞.
b. if
r σ > b(σ + b), (6.110)
then
2(σ + b)
dim L K = 3 − √ , (6.111)
σ+ σ 2 + 4σ r
where K (0, 0, 0) is a bounded invariant set of system (6.107). If (0, 0, 0) ∈

/
K, then the right-hand side of the above relation is an upper bound of
dim L ({ϕ t }t≥0 , K).
6.5.5 Shimizu-Morioka System
Consider the Shimizu-Morioka system [92] of the form

⎧
⎨ ẋ = y,
⎪
ẏ = x − by − x z, (6.112)
⎪
⎩
ż = −az + x 2 ,
where a, b are positive parameters.

Using the diffeomorphism of R3
⎛ ⎞ ⎛ ⎞
x x
⎝y⎠ → ⎝y ⎠, (6.113)
x2
z z− 2
system (6.112) can be reduced to the following system

⎧
⎪ ẋ = y,
⎪
⎪
⎪
⎨ x3
ẏ = x − by − x z + , (6.114)
⎪
⎪ $ 2 %
⎪
⎪
⎩ ż = −az + x y + 1 + a x 2 ,
2
where α, λ are the positive parameters of system (6.112). We say that system (6.114)
is the transformed Shimizu-Morioka system.
Theorem 6.9 ([58]) Suppose, K is a bounded invariant set of system (6.114):

(0, 0, 0) ∈ K, and the following relations
' (
3 1 8 + 15a − 8a 2 − 24a 3
b−4≤ 10 + − 13a, b < − a, 4 − b ≤
a a 2a(a + 1)
(6.115)
are satisfied. Then
2(b + a)
dim L K = 3 − √ . (6.116)
b + 4 + b2
If (0, 0, 0) ∈ / K, then the right-hand side of relation (6.116) is an upper bound of

dim L ({ϕ t }t≥0 , K).
In the proof there are used the Lyapunov function of the form
1−s
V (x, y, z) = √ θ,
4 4 + b2
where
4
θ = μ1 (2y 2 − 2x y − x 4 + 2x 2 z) + μ2 x 2 − z
a
4
x x4
+ μ3 (z 2 − x 2 z + + x y) + μ4 (z 2 + y 2 − − x 2 ),
4 4
and the non-singular matrix ⎛ ⎞
− k1 0 0
S = ⎝b − a 1 0⎠ .
0 01
6.6 Attractors of Dynamical Systems
6.6.1 Computation of Attractors and Lyapunov Dimension
The study of a dynamical system typically begins with an analysis of the equilibria,
which are easily found numerically or analytically. Therefore, from a computational
perspective, it is natural to suggest the following classification of attractors, which
is based on the simplicity of finding their basins of attraction in the phase space:
6.6 Attractors of Dynamical Systems 295
Fig. 6.1 Numerical visualization of self-excited chaotic attractor in the Lorenz system. Global
B-attractor (left subfigure), dim L (K) = supu∈K dim L (u) = dim L (S0 ) = 2.4013 according to (93)
global attractor (right subfigure), dim L (K) ≈ 2.0565 by numerical computation. Parameters:
r = 28, σ = 10, b = 8/3
Definition 6.12 [61, 66, 68, 69] An attractor is called a self-excited attractor if its
basin of attraction intersects with any open neighborhood of a stationary state (an
equilibrium), otherwise it is called a hidden attractor .
Self-excited attractor in a system can be found using the standard computational

procedure, i.e., by constructing a solution using initial data from a small neighborhood
of the equilibrium, observing how it is attracted and, thus, visualizes the attractor. For
example, in the Lorenz system (6.81) with classical parameters σ = 10, b = 8/3,
r = 28 there is a chaotic attractor, which is self-excited with respect to all three
equilibria and could have been found using the standard computational procedure
with initial data in vicinity of any of the equilibria (see Fig. 6.1).
Here it is possible to check numerically that for the considered parameters the local
attractor is a global attractor (i.e., there are no other attractors in the phase space).
In this case the global B-attractor involves the chaotic local attractor, three unstable
equilibria and their unstable manifolds attracted to the chaotic local attractor.
However it is known that for other values of parameters, e.g. σ = 10, b = 8/3,
r = 24.5 [95], the chaotic local attractor in the Lorenz system may be self-excited
with respect to the zero unstable equilibrium only. In this case there are three coex-
isting minimal local attractors (see Fig. 6.2): chaotic local attractor and two trivial
local attractors—stable equilibria S1,2 .
Self-excited attractors in a multistable system can be found using the standard
computational procedure, whereas there is no standard way of predicting the exis-
tence of hidden attractors in a system.
While the multistability is a property of the system, the self-excited and hidden
properties are properties of the attractor and its basin. For example, hidden attractors
are attractors in systems with no equilibria or with only one stable equilibrium (a
special case of multistability and coexistence of attractors).
In general, there is no straightforward way of predicting the existence or coexis-
tence of hidden attractors in a system (see, e.g. [18, 45, 48–50, 61, 65, 66, 68, 69]). A
Fig. 6.2 Numerical visualization of self-excited chaotic local attractor in the Lorenz sys-
tem. Local B-attractor involves self-excited chaotic local attractor, unstable zero equilibrium,
and its unstable manifold attracted to the chaotic local attractor (left subfigure), dim L (K) =
supu∈K dim L (u) = dim L (S0 ) = 2.3727 according to (93) Trajectories with the initial data
(±1.3276, ∓9.7014, 28.7491) tend to trivial local attractors—equilibria S1,2 (middle subfigure),
dim L (S1,2 ) = 1.9989. Global attractor is the union of three coexisting local attractors: self-excited
chaotic local attractor and two trivial local attractors (right subfigure), dim L (K) ≈ 2.0489 by numer-
ical computation. Parameters: r = 24.5, σ = 10, b = 8/3
1200 1200
1000 1000
800 800
S2 S
1
600 600
z
400 400
200 200
1000 1000
0 S 500
0 0 500
−60 −40 −60
−20 0 −40 0
0 20 −500
y −20
0
20 −500 y
40 40
x x
Fig. 6.3 Numerical visualization of local B-attractor and hidden local attractor in the Glukhovsky-
Dolzhansky system. Local B-attractor involves outgoing separatrix (blue) of the saddle S0 (red)
attracted to the stable equilibria S1,2 (green) (left subfigure). Hidden local attractor (magenta,
dim L (K) ≈ 2.1322 by numerical computation) coexists with local B-attractor (dim L (K) =
supu∈K dim L (u) = dim L (S0 ) = 2.8917 by (6.106)). Global B-attractor involves the local B-
attractor and the hidden local attractor
numerical search of hidden attractors by evolutionary algorithms is discussed in [104,

105]. Recent examples of hidden attractors can be found in The European Physical
Journal Special Topics: Multistability: Uncovering Hidden Attractors, 2015 (see [9,
27, 28, 38, 73, 83, 86, 89–91, 96, 100, 106]).
For example, in the Glukhovsky-Dolzhansky system and the corresponding gener-
alized Lorenz system (6.104) with parameters r = 700, A = 0.0052, σ = r A, b = 1
a hidden chaotic local attractor can be found [65, 66] (see Fig. 6.3).
Remark that if a system is proved to an absorbing set, then all self-excited or hidden
local attractors of the system are inside this absorbing bounded domain and can be
found numerically. However, in general, the determination of the number and mutual
disposition of chaotic minimal local attractors in the phase space for a system may be
a challenging problem [62] (see, e.g. the corresponding well-known problem for two-
dimensional polynomial systems — the second part of the 16th Hilbert problem on
6.6 Attractors of Dynamical Systems 297
the number and mutual disposition of limit cycles [33]).14 Thus the advantage of the
analytical method for the Lyapunov dimension estimation, suggested in Theorem 6.4,
is that it is useful not only for dissipative systems (see, e.g. estimation of the Lyapunov
dimension for one of the Rössler systems [59]) but also allows one to estimate the
Lyapunov dimension of invariant set without localization of the set in the phase
space.
Remark that, from a computational perspective, it is not feasible to check numer-
ically the attractivity property for all initial states of the phase space of a dynamical
system. A natural generalization of the notion of an attractor is the consideration
of the weaker attraction requirements: almost everywhere or on a set of positive
measure (see, e.g. [77] and Chap. 1). See also trajectory attractors [11, 13, 88]. In
numerical computations, to distinguish an artificial computer generated chaos from
a real behavior of the system, one can consider the shadowing property of the system
(see, e.g., the survey in [84]).
We can typically see an attractor (or global attractor) in numerical experiments.
The notion of a B-attractor is mostly used in the theory of dimensions, where we
consider invariant sets covered by balls. The uniform attraction requirement of the
attractor implies that a global B-attractor involves a set of stationary points S and the
corresponding unstable manifolds W u (see Chap. 1). The same is true for B-attractor
if the considered neighborhood Kε of the attractor contains some of the stationary
points from S. This allows one to get analytical estimations of the Lyapunov dimen-
sion for B-attractors and even formulas since the local Lyapunov dimension at a
stationary point can be easily obtained analytically (but this does not help for chaotic
minimal local attractors, hidden B-attractors since they do not involve any stationary
points).
From a computational perspective, numerically check the attractivity property
of an attractor is also difficult. Therefore, if the basin of attraction involves unsta-
ble manifolds of equilibria, then computing the minimal attractor and the unstable
manifolds that are attracted to it may be regarded as an approximation of the mini-
mal B-attractor. For example, consider the visualization of the Lorenz attractor from
the neighborhood of the zero saddle equilibria. Note that a minimal global attractor
involves the set S and its basin of attraction involves the set W u (S).
For the computation of the Lyapunov dimension of an attractor A we consider a
sufficiently large time T and a sufficiently dense grid of points Agrid on the attractor,
compute the local Lyapunov dimensions by the corresponding Kaplan-Yorke formula
dimKYL
({ν i (T, u)}n1 ), and take the maximum on the grid:
maxu∈Agrid dimKY L
({ν i (T, u)}n1 ).
14 The numerical search of hidden attractors can be complicated by the small size of the basin of
attraction with respect to the considered set of parameters p ∈ P and subset of the phase space
U0 ⊂ U : following [9, 103], the attractor may be called a rare attractor if the measure μ of the
basin of attractors β(K p ) for the considered set of )parameters p ∈ P is small with respect to
μ(β(K p )∩U0 )
the considered part of the phase space U0 ⊂ U , i.e. p∈P μ(U0 ) << 1. Also computational
difficulties may be caused by the shape of basin of attraction, e.g. by Wada and riddled basins.
Since numerically we can check only that all points of the grid belong to
the basin of attraction, the following remark is useful. Let a point u 0 belong to
the basin of attraction of the attractor A. Consider the union of the semi-orbit
γ + (u 0 ) = {ϕ t (u 0 ), t ≥ 0} and the attractor A: K(u 0 ) = A ∪ γ + (u 0 ). According to
the definition of the basin of attraction, the ω-limit set of ϕ t (u 0 ) belong to A, thus
the set K(u 0 ) is compact and invariant. Since A ⊃ K(ϕ t (u 0 )) ⊃ K(u 0 ), we have
dim L (ϕ t , A) = max dim L (ϕ t , u) ≤ max dim L (ϕ t , u) ≤ max dim L (ϕ t , u).

u∈A u∈K(ϕ t (u 0 )) u∈K(u 0 )

Since ρ K(u 0 ), K(ϕ t (u 0 )) → 0 for t → +∞, from the property (6.32) and the
continuity (Lemma 6.2), it follows that
dim L = lim inf max dim L (ϕ t , u).

t→+∞ u∈K(ϕ t (u 0 ))
6.7 Computation of the Finite-Time Lyapunov Exponents

and Dimension in MATLAB
The singular value decomposition (SVD) of a fundamental matrix Dϕ t (u 0 ) has the

form
Dϕ t (u 0 ) = U(t, u 0 )˝(t, u 0 )VT (t, u 0 ) : U(t, u 0 )T U(t, u 0 ) ≡ I ≡ V(t, u 0 )T V(t, u 0 ),
where ˝(t) = diag{α1 (t, u 0 ), ..., αn (t, u 0 )} is a diagonal matrix with positive real
diagonal entries consistingof singular values. We now give a MATLAB implemen-
tation [66] of the discrete SVD method for computing the finite-time Lyapunov
exponents {ν i (t, u 0 )}n1 based on the product SVD algorithm (see, e.g., [20, 97]).
Listing 6.1 productSVD.m – product SVD algorithm
1 f u n c t i o n [U , R , V ] = p r o d u c t S V D ( i n i t F a c t o r i z a t i o n , n I t e r a t i o n s )
2 % Parameters :
3 % i n i t F a c t o r i z a t i o n - the array c o n t a i n s f a c t o r m a t r i c e s of the
4 % f u n d a m e n t a l m a t r i x X , such that :
5 % X = i n i t F a c t o r i z a t i o n (: ,: ,1) * ... * i n i t F a c t o r i z a t i o n (: ,: , end );
6 % n I t e r a t i o n s - the n u m b e r of i t e r a t i o n s in the p r o d u c t SVD a l g o r i t h m .
7
8 % d i m O d e - d i m e n s i o n of the ODEs , n F a c t o r s - the n u m b e r of f a c t o r m a t r i c e s
9 [~ , dimOde , n F a c t o r s ] = size ( i n i t F a c t o r i z a t i o n );
10
11 % A - 2 d array of m a t r i c e s s t o r i n g the f a c t o r m a t r i c e s at each i t e r a t i o n
12 A = zeros ( dimOde , dimOde , nFactors , n I t e r a t i o n s ); A (: , : , : , 1) =
13 initFactorization ;
14
15 % Q - array of m a t r i c e s s t o r i n g o r h o g o n a l m a t r i c e s of the QR d e c o m p o s i t i o n
16 Q = zeros ( dimOde , dimOde , n F a c t o r s +1);
17
18 % U , V - o r t h o g o n a l m a t r i c e s in the SVD d e c o m p o s i t i o n
19 U = eye ( d i m O d e ); V = eye ( d i m O d e );
20
21 % R - array of upper t r i a n g u l a r f a c t o r matrices , such that after
22 % the last i t e r a t i o n \ Sigma = R (: ,: ,1) * ... * R (: ,: , end )
23 R = zeros ( dimOde , dimOde , n F a c t o r s );
24
25 % Main loop
26 for i I t e r a t i o n = 1 : n I t e r a t i o n s
6.7 Computation of the Finite-Time Lyapunov Exponents and Dimension … 299
27 Q (: , : , n F a c t o r s + 1) = eye ( dimOde , d i m O d e );
28 for j F a c t o r = n F a c t o r s : -1 : 1
29 C = A (: , : , jFactor , i I t e r a t i o n ) * Q (: , : , j F a c t o r +1);
30 [ Q (: , : , j F a c t o r ) , R (: , : , j F a c t o r )] = qr ( C );
31 for k C o o r d = 1 : d i m O d e
32 if R ( kCoord , kCoord , j F a c t o r ) < 0
33 R ( kCoord , : , j F a c t o r ) = -1 * R ( kCoord , : , j F a c t o r );
34 Q (: , kCoord , j F a c t o r ) = -1 * Q (: , kCoord , j F a c t o r );
35 end ;
36 end ;
37 end ;
38
39 if mod ( iIteration , 2) == 1
40 U = U * Q (: , : , 1);
41 else
42 V = V * Q (: , : , 1);
43 end
44
45 for j F a c t o r = 1 : n F a c t o r s
46 A (: , : , jFactor , i I t e r a t i o n + 1) = R (: , : , nFactors - j F a c t o r +1) ’;
47 end
48 end
49
50 end
Listing 6.2 computeLEs.m – computation of the Lyapunov exponents

1 f u n c t i o n LEs = c o m p u t e L E s ( extOde , initPoint , tStep , ...
2 nFactors , n S v d I t e r a t i o n s , o d e S o l v e r O p t i o n s )
3 % Parameters :
4 % e x t O d e - e x t e n d e d ODE s y s t e m ( s y s t e m of ODEs + var . eq .);
5 % initPoint - initial point ;
6 % tStep - time - step in the f a c t o r i z a t i o n p r o c e d u r e ;
7 % n F a c t o r s - n u m b e r of f a c t o r m a t r i c e s in the f a c t o r i z a t i o n p r o c e d u r e ;
8 % n S v d I t e r a t i o n s - n u m b e r of i t e r a t i o n s in the p r o d u c t SVD a l g o r i t m ;
9 % o d e S o l v e r O p t i o n s - s o l v e r o p t i o n s ( sover = ode45 );
10
11 % D i m e n s i o n of the ODE :
12 d i m O d e = l e n g t h ( i n i t P o i n t );
13
14 % D i m e n s i o n of the e x t e n d e d ODE ( ODE + Var . Eq .):
15 d i m E x t O d e = d i m O d e * ( d i m O d e + 1);
16
17 tBegin = 0; tEnd = tStep ; tSpan = [ tBegin , tEnd ]; i n i t F u n d M a t r i x =
18 eye ( d i m O d e ); i n i t C o n d = [ i n i t P o i n t (:); i n i t F u n d M a t r i x (:)];
19
20 X = zeros ( dimOde , dimOde , n F a c t o r s );
21
22 % Main loop : f a c t o r i z a t i o n of the f u n d a m e n t a l m a t r i x
23 for i F a c t o r = 1 : n F a c t o r s
24 [~ , e x t O d e S o l u t i o n ] = ode45 ( extOde , tSpan , initCond , o d e S o l v e r O p t i o n s );
25
26 X (: , : , i F a c t o r ) = r e s h a p e (...
27 e x t O d e S o l u t i o n ( end , ( d i m O d e + 1) : d i m E x t O d e ) , ...
28 dimOde , d i m O d e );
29 c u r r I n i t P o i n t = e x t O d e S o l u t i o n ( end , 1 : d i m O d e );
30 c u r r I n i t F u n d M a t r i x = eye ( d i m O d e );
31
32 tBegin = tBegin + tStep ;
33 tEnd = tEnd + tStep ;
34 tSpan = [ tBegin , tEnd ];
35 i n i t C o n d = [ c u r r I n i t P o i n t (:); c u r r I n i t F u n d M a t r i x (:)];
36 end
37
38 % P r o d u c t SVD of f a c t o r i z a t i o n X of the f u n d a m e n t a l m a t r i x
39 [~ , R , ~] = p r o d u c t S V D (X , n S v d I t e r a t i o n s );
40
41 % C o m p u t a t i o n of the L y a p u n o v e x p o n e n t s
42 LEs = z e r o s (1 , d i m O d e ); for j F a c t o r = 1 : n F a c t o r s
43 LEs = LEs + log ( diag ( R (: , : , j F a c t o r )) ’);
44 end ; f i n a l T i m e = tStep * n F a c t o r s ; LEs = LEs / f i n a l T i m e ;
45
46 end
Listing 6.3 lyapunovDim.m – computation of the Lyapunov dimension

1 f u n c t i o n LD = l y a p u n o v D i m ( LEs )
2 % For the given array of finite - time L y a p u n o v e x p o n e n t s at a point the f u n c t i o n
3 % c o m p u t e s the local L y a p u n o v d i m e n s i o n by the Kaplan - Y o r k e f o r m u l a .
4
5 % Parameters :
6 % LEs - array of the finite - time L y a p u n o v e x p o n e n t s .
7
8 % I n i t i a l i z a t i o n of the local L y a p u n o v d i m e n s i o n :
9 LD = 0;
10
11 % N u m b e r of LEs :
12 nLEs = length ( LEs );
13
14 % S o r t e d LEs :
15 s o r t e d L E s = sort ( LEs , ’ d e s c e n d ’ );
16
17 % Main loop :
18 leSum = s o r t e d L E s (1); if ( s o r t e d L E s (1) > 0 )
19 for i = 1 : nLEs -1
20 if s o r t e d L E s ( i +1) ~= 0
21 LD = i + leSum / abs ( s o r t e d L E s ( i +1) );
22 leSum = leSum + s o r t e d L E s ( i +1);
23 if leSum < 0
24 break ;
25 end
26 end
27 end
28 end end
Listing 6.4 genLorenzSyst.m – generalized Lorenz system (6.104) along with the variational
equation
1 f u n c t i o n OUT = g e n L o r e n z S y s t ( t , x , r , sigma , b , a )
2
3 % G e n e r a l i z e d L o r e n z s y s t e m with
4 % parameters : r sigma b a
5
6 OUT (1) = sigma *( x (2) - x (1)) - a * x (2)* x (3); OUT (2) = r * x (1) - x (2)
7 - x (1)* x (3); OUT (3) = - b * x (3) + x (1)* x (2);
8
9 % J a c o b i a n at the p o i n t [ x (1) , x (2) , x (3)]
10 J = [ - sigma , sigma - a * x (3) , -a * x (2);
11 r - x (3) , -1 , -x (1);
12 x (2) , x (1) , - b ];
13
14 X = [ x (4) , x (7) , x ( 1 0 ) ;
15 x (5) , x (8) , x ( 1 1 ) ;
16 x (6) , x (9) , x ( 1 2 ) ] ;
17
18 % Variational equation
19 OUT ( 4 : 1 2 ) = J * X ;
Listing 6.5 main.m – computation of the Lyapunov exponents and local Lyapunov dimension for
the hidden attractor of generalized Lorenz system (6.104)
1 f u n c t i o n main
2
3 % P a r a m e t e r s of g e n e r a l i z e d L o r e n z s y s t e m
4 % that c o r r e s p o n d to the h i d d e n a t t r a c t o r
5 r = 700; sigma = 4; b = 1; a = 0 . 0 0 5 2 ;
6
7 % I n i t i a l p o i n t for the t r a j e c t o r y which v i s u a l i z e s the h i d d e n a t t r a c t o r
8 x0 = [ - 1 4 . 5 5 1 3 3 6 1 3 2 0 1 3 9 5 4 - 1 7 3 . 8 6 8 1 1 7 6 9 2 3 6 8 8 3 7 1 8 . 9 2 0 3 5 6 6 4 0 7 1 2 2 7 ] ;
9
10 tStep = 0.1; n F a c t o r s = 1 0 0 0 0 ; n S v d I t e r a t i o n s = 3;
11
12 % ODE s o l v e r p a r a m e t e r s
13 acc = 1e -8; R e l T o l = acc ; A b s T o l = acc ; I n i t i a l S t e p = acc /10;
14 o d e S o l v e r O p t i o n s = o d e s e t ( ’ R e l T o l ’ , RelTol , ’ A b s T o l ’ , AbsTol , ...
15 ’ I n i t i a l S t e p ’ , I n i t i a l S t e p , ’ N o r m C o n t r o l ’ , ’ on ’ );
16
17 LEs = c o m p u t e L E s ( @ (t , x ) g e n L o r e n z S y s t (t , x , r , sigma , b , a ) , ...
18 x0 , tStep , nFactors , n S v d I t e r a t i o n s , o d e S o l v e r O p t i o n s );
19
6.7 Computation of the Finite-Time Lyapunov Exponents and Dimension … 301
20 f p r i n t f ( ’ L y a p u n o v e x p o n e n t s : %6.4 f , %6.4 f , %6.4 f \ n ’ , LEs );

21
22 LD = l y a p u n o v D i m ( LEs );
23
24 f p r i n t f ( ’ L y a p u n o v d i m e n s i o n : %6.4 f \ n ’ , LD );
25
26 end
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Part III
Dimension Estimates on Riemannian
Manifolds
Chapter 7
Basic Concepts for Dimension Estimation
on Manifolds
Abstract In this chapter we present some auxiliary results from the linear operator
theory and stability theory which are used in the sequel for dimension estimation. In
Sect. 7.1 some elements of the exterior calculus of linear operators in linear spaces
are introduced. Section 7.2 is concerned with orbital stability results for vector fields
on Riemannian manifolds.
7.1 Exterior Calculus in Linear Spaces, Singular Values

of an Operator and Covering Lemmas
7.1.1 Multiplicative and Additive Compounds of Operators
In this subsection we introduce for operators acting between finite dimensional linear
spaces, their multiplicative and additive compounds. It will be shown that in special
bases the matrices of these operators coincide with the multiplicative and additive
compound matrices, respectively, introduced in Sect. 2.3, Chap. 2.
Our representation in Sect. 7.1.1 is based on the results of [10]. Similar problems
in Hilbert space are treated in [13, 31, 34].
Definition 7.1 Suppose that V is an n-dimensional linear space over the field K and
k ∈ {1, 2, . . . , n} is a natural number. With V∧k or Λk V we denote the k-th exterior
power of V, i.e. the linear space consisting of all linear combinations of the formal
expressions ξ1 ∧ ξ2 ∧ · · · ∧ ξk with ξ j ∈ V, j = 1, 2, . . . , k, such that the following
rules hold:
(1) For any permutation π = ( j1 , . . . , jk ) of (1, . . . , k) we have
ξ j1 ∧ · · · ∧ ξ jk = sign π · ξ1 ∧ · · · ∧ ξk , ∀ ξi ∈ V, i = 1, . . . , k ;
(2) ξ1 ∧ ξ2 ∧ · · · ∧ ξk + η1 ∧ ξ2 ∧ · · · ∧ ξk = (ξ1 + η1 ) ∧ ξ2 ∧ · · · ∧ ξk , ∀ ξi , η1 ∈ V, i
= 1, . . . , k ;
(3) (λ ξ1 ) ∧ ξ2 ∧ · · · ∧ ξk = λ(ξ1 ∧ · · · ∧ ξk ) , ∀ λ ∈ K, ∀ ξi ∈ V, i = 1, 2, . . . , k ;
https://doi.org/10.1007/978-3-030-50987-3_7
310 7 Basic Concepts for Dimension Estimation on Manifolds

(4) There exist n linearly independent vectors e1 , . . . , en ∈ V such that the nk
vectors ei1 ∧ · · · ∧ eik , 1 ≤ i 1 < i 2 < · · · < i k ≤ n, are linearly independent in
V∧k .
Proposition 7.1 Suppose V is an n-dimensional linear space over K and

k ∈ {1, 2, . . . , n} is arbitrary. Then:

(1) V∧k has the dimension nk and for any basis e1 , . . . , en of V the vectors
ei1 ∧ · · · ∧ eik , 1 ≤ i 1 < · · · < i k ≤ n, form a basis of V∧k .
(2) ξ1 ∧ · · · ∧ ξk = 0 for ξi ∈ V, i = 1, . . . , k , if and only if ξ1 , . . . , ξk are linearly
dependent in V .
Proof See a standard book on linear algebra .
Remark 7.1 (a) If k > n then any vectors ξ1 , . . . , ξk from V are linearly dependent.
According to Proposition 7.1 it is naturally to define in this case ξ1 ∧ · · · ∧ ξk = 0.
It follows that V∧k = {0} for k = n + 1, n + 2, . . . . Let us define V∧1 := V and
V∧0 := K. Then V∧k exists for all k = 0, 1, . . . . n
(b) Again from Proposition 7.1 we have dim V∧k = nk = n−k = dim V∧(n−k)
for k = 0, 1, . . . , n.
(c) For k = 1, 2, . . . we have V∧k = span{ξ1 ∧ · · · ∧ ξk | ξi ∈ V , i = 1, 2, . . . , k}.
Elements of V∧k which have the form ξ1 ∧ · · · ∧ ξk are called decomposable or sim-
ple k-vectors .
n
(d) V∧ := V∧k is the exterior or Grassmann algebra of V .
k=0
Definition 7.2 Suppose that V and W are linear spaces of dimension n and m,
respectively, over K, k ∈ {1, 2, . . . , n} is a number and S : V → W is a linear map.
The k-th multiplicative compound or k-th exterior power of S is the linear map
S ∧k : V∧k → W∧k , defined for decomposable vectors of V∧k by
S ∧k (ξ1 ∧ · · · ∧ ξk ) = S ξ1 ∧ · · · ∧ S ξk , ξi ∈ V, i = 1, . . . , k ,
and for non-decomposable vectors by linearity, i.e.
S ∧k (β(ξ1 ∧ · · · ∧ ξk ) + β (η1 ∧ · · · ∧ ηk ))
= β S ∧k (ξ1 ∧ · · · ∧ ξk ) + β S ∧k (η1 ∧ · · · ∧ ηk ) , ξi , η j ∈ V,
i, j = 1, . . . , k, β, β ∈ K .
Remark 7.2 It is easy to see that Definition 7.2 is correct, i.e. depends in fact only
on the products ξ1 ∧ · · · ∧ ξk , ξi ∈ V, i = 1, 2, . . . , k.
Proposition 7.2 Suppose that V, W and W are linear spaces of dimension n, m

and r , respectively, over K, and S : V → W and T : W → W are linear maps.
Then we have:
7.1 Exterior Calculus in Linear Spaces, Singular Values of an Operator … 311
(a) If k ∈ {1, 2, . . . , min(m, n, r )} then (T S)∧k = T ∧k S ∧k ;

(b) If k ∈ {1, 2, . . . , n} then (idV )∧k = idV∧k ;
(c) Suppose that n = m, the map S : V → W is invertible and k ∈ {1, 2, . . . , n}.
Then S ∧k : V∧k → W∧k is invertible and (S ∧k )−1 = (S −1 )∧k ;
(d) Suppose that V = W and S : V → V has the eigenvalues λ1 , . . . , λn (each
eigenvalue λi repeated with respect to the algebraic multiplicity) and the asso-
∧k
n eigenvectors e1 , . . . , en . Then, for any k ∈ {1, . . . , n} the map S has the
ciated
k
eigenvalues λi1 , . . . , λik and the associated eigenvectors ei1 ∧ · · · ∧ eik , 1 ≤
i1 < · · · < ik ≤ n ;
(e) Suppose V = W and S : V → V is a linear operator. Then S ∧n = det S.
Proof (a) We have by definition for arbitrary ξi ∈ V, i = 1, . . . , k, and decompos-

able vectors
(T ∧k S ∧k ) (ξ1 ∧ · · · ∧ ξk ) = T ∧k (S ξ1 ∧ · · · ∧ S ξk )
= (T S ξ1 ∧ · · · ∧ T S ξk ) = (T S)∧k (ξ1 ∧ · · · ∧ ξk ) .
For non-decomposable vectors the same formula holds by linearity.

(b) Again we have (idV )∧k (ξ1 ∧ · · · ∧ ξk ) = ξ1 ∧ · · · ∧ ξk = idV∧k ξ1 ∧ · · · ∧ ξk for
all decomposable vectors. The remaining part follows by linearity.
(c) By (a) and (b) we conclude from SS −1 = idW that (S ∧k ) (S −1 )∧k = (idW )∧k =
idW∧k . It follows that (S ∧k )−1 = (S −1 )∧k .
(d) and (e) can be shown as for matrices (see Proposition 2.9, Chap. 2).
Definition 7.3 Suppose that E is an n-dimensional Euclidean space over K with

scalar product (·, ·)E and suppose that k ∈ {1, . . . , n} is arbitrary. A scalar product
(·, ·)E∧k in E∧k is defined for decomposable vectors ξ1 ∧ · · · ∧ ξk ,
η1 ∧ · · · ∧ ηk ∈ E∧k by
(ξ1 ∧ · · · ∧ ξk , η1 ∧ · · · ∧ ηk )E∧k = det [(ξi , η j )E |i,k j=1 ]
and for non-decomposable vectors from E∧k by linearity, i.e.
(β(ξ1 ∧ · · · ∧ ξk ) + β (ξ1 ∧ · · · ∧ ξk ) , η1 ∧ · · · ∧ ηk )E∧k

= β(ξ1 ∧ · · · ∧ ξk , η1 ∧ · · · ∧ ηk )E∧k + β (ξ1 ∧ · · · ∧ ξk , η1 ∧ · · · ∧ ηk )E∧k ,
∀ ξi , ξ j , ηl ∈ E, i, j, l = 1, . . . , k, ∀ β, β ∈ K .
Definition 7.4 Two bases {ξ1 , . . . , ξk } and {η1 , . . . , ηk } of a k-dimensional subspace

space (E, (·, ·)E ) over R have the same orientation
of the n-dimensional Euclidean
if in the representation ηi = kj=1 ci j ξ j with (ci j ) ∈ Mk (R) we have det(ci j ) > 0 .
Proposition 7.3 Suppose that {ξ1 , . . . , ξk } is a system of linearly independent vec-

tors in the n-dimensional Euclidean space (E, (·, ·)E ) over R. If {η1 , . . . , ηk } is some
other linearly independent system in E, then ξ1 ∧ · · · ∧ ξk = η1 ∧ · · · ∧ ηk if and only
if the following conditions are satisfied:
(a) span{ξ1 , . . . , ξk } = span{η1 , . . . , ηk } ;

(b) Both systems have the same orientation ;
(c) det [(ξi , ξ j )E |i,k j=1 ] = det [(ηi , η j )E |i,k j=1 ] .
Proof See [9] or any other text book on linear algebra.
Remark 7.3 The properties of the determinant √ show that (·, ·)E∧k is really a scalar
product. The norm in E∧k is as usual |υ|E∧k = (υ, υ)E∧k , ∀ υ ∈ E∧k .
Proposition 7.4 If {ei }i=1 n

is an orthonormal basis of the n-dimensional Euclidean
space (E, (·, ·)E ), then for any k ∈ {1, . . . , n} the family of vectors
{ei1 ∧ · · · ∧ eik }1≤i1 <···<ik ≤n forms an orthonormal basis in (E∧k , (·, ·)E∧k ) .
Proof Follows immediately from the definition of (·, ·)E∧k .
Definition 7.5 Suppose that (E, (·, ·)E ) and (F, (·, ·)F ) are two n- resp. m-dimensio-
nal Euclidean spaces over R and S : E → F is a linear operator. The linear operator
S [∗] : F → E defined (uniquely) by
(S ξ, η)F = (ξ, S [∗] η)E , ∀ ξ ∈ E, ∀ η ∈ F ,
is the adjoint operator of S.
Example 7.1 (a) Suppose that (E, (·, ·)E ) is an n-dimensional Euclidean space, S :
E → E is a linear operator. Then S [∗] = S ∗ is the usual adjoint operator.
(b) Consider Rn as Euclidean space E with the scalar product (ξ, η)E :=
(ξ, Gη)n , ∀ξ, η ∈ Rn , where G = G ∗ > 0 is a given positive definite matrix. The
Euclidean space F is defined as Rn equipped with the scalar product (ξ, η)F :=
(ξ, G η), ∀ξ, η ∈ Rn , where again G = G ∗ > 0 is an n × n matrix.
Assume that a linear operator is in the canonical basis e1 , . . . , en of Rn given by
the matrix S. By definition the adjoint operator S [∗] is characterized by the equation
(S ξ, η)F = (ξ, S [∗] η)E , ∀ ξ, η ∈ Rn , i.e. by

(Sξ, G η)n = (ξ, G S [∗] η)n , ∀ ξ, η ∈ Rn .
It follows that S [∗] = G −1 S ∗ G , where S ∗ is the usual transposed matrix to S.
Proposition 7.5 Suppose that (E, (·, ·)E ) and (F, (·, ·)F ) are n-resp. m-dimensional
Euclidean spaces over R, S : E → F is a linear operator, and suppose that
k ∈ {1, . . . , n} is arbitrary. Then
(S [∗] )∧k = (S ∧k )[∗] .
Proof It is sufficient to show the assertion for decomposable vectors. Consider for
arbitrary ξi ∈ E, η j ∈ F, i, j = 1, . . . , k,
(ξ1 ∧ · · · ∧ ξk , (S [∗] )∧k (η1 ∧ · · · ∧ ηk ))E∧k = (ξ1 ∧ · · · ∧ ξk , S [∗] η1 ∧ · · · ∧ S [∗] ηk )E∧k

k k
= det (ξi , S [∗] η j )E i, j=1 = det (S ξi , η j )F i, j=1
= (S ξ1 ∧ · · · ∧ S ξk , η1 ∧ · · · ∧ ηk )F∧k = (S ∧k (ξ1 ∧ · · · ∧ ξk ) , η1 ∧ · · · ∧ ηk )F∧k .
It follows that (S [∗] )∧k = (S ∧k )[∗] .
Definition 7.6 Suppose that (E, (·, ·)E ) and (F, (·, ·)F ) are n-dimensional Euclidean
spaces over R and S : E → F is an invertible linear operator. The map S is called
orthogonal if S −1 = S [∗] .
Proposition 7.6 Suppose that (E, (·, ·)E ) and (F, (·, ·)F ) are n-dimensional
Euclidean spaces over R and S : E → F is orthogonal. Then for any
k ∈ {1, . . . , n} the operator S ∧k : E∧k → F∧k is orthogonal and
(S ∧k )−1 = (S ∧k )[∗] = (S [∗] )∧k .
Proof By Proposition 7.2 we have, using the orthogonality,
(S ∧k ) (S [∗] )∧k = (SS [∗] )∧k = (idF )∧k = idF∧k .
From this and by Proposition 7.5 it follows that
(S ∧k )−1 = (S [∗] )∧k = (S ∧k )[∗] .
Definition 7.7 Suppose that V is an n-dimensional linear space over K,

S : V → V is a linear map and k ∈ {1, . . . , n} is arbitrary. The k-th additive com-
pound or k-th derivation operator Sk is the linear operator Sk : V∧k → V∧k , defined
for all ξ1 , . . . , ξk ∈ V by
Sk (ξ1 ∧ · · · ∧ ξk ) = Sξ1 ∧ · · · ∧ ξk + ξ1 ∧ S ξ2 ∧ · · · ∧ ξk + · · · + ξ1 ∧ · · · ∧ S ξk
and extended to V∧k by linearity.
Some frequently used notions and their symbols are presented in Table 7.1.
Proposition 7.7 Definition 7.7 is correct, i.e. for any k ∈ {1, . . . , n} and any
ξ1 , . . . , ξk ∈ V the value Sk (ξ1 ∧ · · · ∧ ξk ) depends only on the product ξ1 ∧ · · · ∧ ξk .

k−1
Proof Case 1: ξ1 ∧ · · · ∧ ξk = 0. Then, w.l.o.g., ξk = β j ξ j with some β j ∈ K. It
j=1

k−1
k−1
follows that ξ1 ∧ · · · ∧ βjξj = β j (ξ1 ∧ · · · ∧ ξk−1 ∧ ξ j ) = 0 . On the other
j=1 j=1
hand we have
Table 7.1 Frequently used notions and their symbols

Symbol Notion Sections
V∧k k-th exterior power of a linear 7.1.1
space
S ∧k k-th multiplicative compound 7.1.1
or exterior power of an
operator
Sk k-th additive compound of a 7.1.1
linear operator
k−1 k−1
Sk ξ1 ∧ · · · ∧ βjξj = β j Sk (ξ1 ∧ · · · ∧ ξk−1 ∧ ξ j )
j=1 j=1
k−1
= β j [ξ1 ∧ · · · ∧ S ξ j ∧ · · · ∧ ξk−1 ∧ ξ j + ξ1 ∧ · · · ∧ ξ j ∧ · · · ∧ S ξ j ] = 0 .
j=1
Case2: ξ1 ∧ · · · ∧ ξk = 0. Suppose that ξ1 ∧ · · · ∧ ξk = η1 ∧ · · · ∧ ηk for some ηi ∈ V.

n
By Proposition 7.3 it follows that η j = ai j ξi with some ai j ∈ K and η1 ∧ · · · ∧ ηk =
i=1
det(ai j ) (ξ1 ∧ · · · ∧ ξk ) with det(ai j ) = 1 . Consequently we have
Sk (η1 ∧ · · · ∧ ηk ) = Sη1 ∧ · · · ∧ ηk + · · · + η1 ∧ · · · ∧ Sηk

= ai1 1 . . . aik k (−1)sign(i1 ,...,ik ) (Sξ1 ∧ · · · ∧ ξk + · · · + ξ1 ∧ · · · ∧ S ξk ) .
But the first factor of the last expression is det(ai j ) = 1 and the second gives
Sk (ξ1 ∧ · · · ∧ ξk ) .
Proposition 7.8 Suppose V is an n-dimensional linear space over K,

S : V → V is a linear operator, and k ∈ {1, . . . , n} is arbitrary. Then
d ∧k
Sk = idV + h S |h=0 .
dh
Proof For arbitrary ξ1 , . . . , ξk ∈ V and h ∈ R we have
[idV + h S]∧k (ξ1 ∧ · · · ∧ ξk ) = (idV + h S)ξ1 ∧ · · · ∧ (idV + h S)ξk

= ξ1 ∧ · · · ∧ ξk + h Sξ1 ∧ · · · ∧ ξk + ξ1 ∧ S ξ2 ∧ · · · ∧ ξk + · · · + ξ1 ∧ · · · ∧ S ξk + o (h)
∧k
= idV + h S | (ξ1 ∧ · · · ∧ ξk ) + h Sk (ξ1 ∧ · · · ∧ ξk ) + o (h) .
h=0

Proposition 7.9 Suppose that (E, (·, ·)E ) is an n-dimensional Euclidean space over
R, k ∈{1, . . . , n} is arbitrary and S, T : E → E are two linear operators. Then we
have:
(a) [S + T ]k = Sk + Tk ; (b) S1 = S, Sn = tr S ;
(c) (idE )k = k idE∧k ; (d) (S [∗] )k = (Sk )[∗] ;
(e) If λ1 , . . . , λn is the complete system of eigenvalues of the operator S then λi1 +
· · · + λik , 1 ≤ i 1 < · · · < i k ≤ n , is the complete system of eigenvalues for Sk .
Proof (a) Follows by definition.

d ∧1 d
(b) S1 = idE + h S |h=0 = S ; Sn = [idE + h S]∧n
|h=0
dh dh
= dhd
det idE + h S |h=0 = dh d
1 + h tr S + o (h) |h=0 = tr S .
(c) For any decomposable vectors ξ1 ∧ · · · ∧ξk with ξ1 , . . . , ξk ∈ E we have
[idE ]k (ξ1 ∧ · · · ∧ ξk ) = k · ξ1 ∧ · · · ∧ ξk . The general case follows by linearity.
(d) By Proposition 7.8 we have
d d [∗]
[S [∗] ]k = [idE + h S [∗] ]∧k
|h=0 = [idE + h S]∧k |h=0
= (Sk )[∗] .
dh dh
(e) If ei1 , . . . , eik are the associated to λi1 , . . . , λik eigenvectors, we have
Sk (ei1 ∧ · · · ∧ eik ) = Sei1 ∧ · · · ∧ eik + · · · + ei1 ∧ · · · ∧ Seik

= [λi1 + · · · + λik ]ei1 ∧ · · · ∧ eik for arbitrary 1 ≤ i 1 < · · · < i k ≤ n.
Proposition 7.10 Suppose that V and W are n-resp. m-dimensional vector spaces
over K, k ∈ {1, . . . , min(n, m)}, {ei }i=1 n
and { f j }mj=1 are bases of V and W, respec-
tively, {ei1 ∧ · · · ∧ eik } and { f j1 ∧ · · · ∧ f jk } are the lexicographically ordered bases of
V∧k and W∧k , respectively, and S : V → W is a linear operator. If [S] and [S ∧k ]
denote the matrices of the operators S and S ∧k , respectively, with the respect to the
above bases then
[S ∧k ] = [S](k) ,
i. e. the k-th multiplicative compound matrix of the matrix [S].
Proof Introduce the lexicographic ordering of the bases of V∧k and W∧k by
n
ei = ei1 ∧ · · · ∧ eik , i = 1, . . . ,
k
, (i) = (i 1 , . . . , i k ) ,
and m

f j = f j1 ∧ · · · ∧ f jk , j = 1, . . . , , ( j) = ( j1 , . . . , jk ) .
k

m
Denote [S] = (si j ) = S, i.e. Sei p = sli p fl , p = 1, . . . , k. It follows that
l=1
⎛ ⎞
m m
ei = Sei1 ∧ · · · ∧ Seik = ⎝
S ∧k s p1 i1 f p1 ∧ · · · ∧ s pk jk f pk ⎠
p1 =1 pk =1
m
= (−1)sign{ p1 ,..., pk } s p1 i1 · s p2 i2 . . . s pk ik ( f p1 ∧ · · · ∧ f pk )
p1 ,..., pk =1
(mk )

= det S ( p)(i)
fp .
p=1
From this we see that

Remark 7.4 Proposition 7.10, can be used to give a short proof of the Binet-Cauchy
theorem (Proposition 2.3, Chap. 2). Consider two given matrices A ∈ Mn,m (K) and
B ∈ Mm, p (K) as matrix realization of the two linear operators S : W → W and
T : V → W, where V, W and W are linear spaces of dimensions p, m and n,
respectively.
Proposition 7.11 Suppose that V = Kn is the n-dimensional vector space of n-

columns over K, k ∈ {1, . . . , n} is a natural number and u 1 , . . . , u k ∈ Kn are arbi-
trary vector columns. Then we have u 1 ∧ · · · ∧ u k = C (k) , where C is the n × k matrix
having as columns the vectors u 1 , u 2 , . . . , u k .

Proof Let us consider for simplicity k = 2 and the n2 -dimensional vector space
(Kn )∧2 . Suppose that
⎛ ⎞ ⎛ ⎞
ξ1 η1
⎜ .. ⎟ ⎜ .. ⎟
u = ⎝ . ⎠ and υ = ⎝ . ⎠ are two vectors of Kn written in components ⎛ ⎞ ⎫with
ξn ηn 0 ⎪
⎪
⎜ .. ⎟ ⎬
⎜.⎟ i.
⎜0 ⎟ ⎪
⎜ ⎟ ⎪ ⎭
respect to the canonical basis{e1 , . . . , en } of K with = ⎜1⎟
n
⎜0 ⎟
⎜.⎟
⎝.⎠
.
0
n
This means that u = i=1 ξi ei and υ = nj η j e j . Using the properties of the
exterior product (see Definition 7.1), the lexicographic ordering (see Sect. 2.3.1,
Chap. 2) and Definition 2.2, Chap. 2 of the multiplicative compound matrix we can
write
n (n2)
ξi1 ηi1
u∧υ = ξi η j (ei ∧ e j ) = ξi ηi2 e(i)
2
i, i=1
j=i
⎛ ⎞(2)
with (i) = (i 1 , i 2 ) and 0 0 ⎫
. .. ⎟ ⎪ ⎛ ⎞
i1 ⎜
⎜ .. .⎟ ⎪
⎪
⎬ 0
⎜1 0⎟ ⎜ .. ⎟ i
⎜. .. ⎟ i 2⎜ . ⎟
= ei1 ∧ ei2 = ⎜ ⎟ ⎪=⎜ 1⎟ ei ∈ K(2) .
n
e(i) ⎜ .. .⎟ ⎪
⎪ ⎜
⎭ ⎝ .. ⎠ ⎟ =
⎜0 1⎟
⎜. .. ⎟ .
⎝. ⎠ 0
. .
0 0
The next proposition shows the connection between additive compounds of an

operator and additive compound matrices.
Proposition 7.12 Suppose that V is an n-dimensional vector space over K, k ∈

{1, . . . , n} is a natural number, {e1 , . . . , en } is a basis of V, { e(nk) } is the
e1 , . . . ,
∧k
lexicographically ordered basis of V given by e j = e j1 ∧ · · · ∧ e jk with ( j) =
( j1 , . . . , jk ). If S : V → V is a linear operator, Sk : V∧k → V∧k is the k-th addi-
tive compound operator of S, and [S] and [Sk ] are the matrices of these operators
in the above bases, then [Sk ] = [S][k] .
Proof For any k-tuple 1 ≤ j1 < · · · < jk ≤ n we can write by definition
Sk (e j1 ∧ · · · ∧ e jk ) = Se j1 ∧ · · · ∧ e jk + · · · + e j1 ∧ · · · ∧ Se jk
n n
= s p1 j1 e p1 ∧ · · · ∧ e jk + · · · + e j1 ∧ · · · ∧ s pk jk e pk
p1 =1 pk =1
n n
= s p1 j1 (e p1 ∧ · · · ∧ e jk ) + · · · + s pk jk (e j1 ∧ · · · ∧ e pk ) , (7.1)
p1 =1 pk =1
n
where the matrix [S] = (si j ) is defined by Se j = i=1 si j ei , j = 1, 2, . . . , n . In
order to determine the element [Sk ]i j of the matrix [Sk ] we consider three cases.
Case1: (i) = ( j) = ( j1 , . . . , jk ). It follows from (7.1) that
[Sk ] j j = s j1 j1 + s j2 j2 + · · · + s jk jk .
Case2: (i) is different from ( j) in more than two symbols. Then we get from (7.1)
[Sk ]i j = 0.
Case3: Exactly one symbol ir from (i) is not included in ( j) and exactly one
symbol j p from ( j) is not included in (i). Thus (i) ∩ ( j) =: {q1 , . . . , qk−1 } with
1 ≤ q1 < · · · < qk−1 ≤ n , where (i) = {q1 . . . , qv , ir , qv+1 , . . . , qk−1 } and ( j) =

{q1 , . . . , qw , j p , qw+1 , . . . , qk−1 } .
This means that the element [Sk ]i j depends only on the terms
eq1 ∧ · · · ∧ eqw ∧ Se j p ∧ eqw+1 ∧ · · · ∧ eqk−1 .
Since Se j p = sir j p eir + . . . , we see that [Sk ]i j is the coefficient of
sir j p (eq1 ∧ · · · ∧ eqw ∧ eir ∧ eqw+1 ∧ · · · ∧ eqk−1 )

= (−1)σ sir j p (eq1 ∧ · · · ∧ eqv ∧ eir ∧ eqr +1 ∧ · · · ∧ eqk−1 ),

p − r if p ≥ r ,
i.e. [Sk ]i j = (−1)σ sir j p , where σ =
r − p if p < r .
In both cases we have (−1)σ = (−1) p+r .

Thus in all three cases the element [Sk ]i j of the matrix [Sk ] is computed from the
elements of the matrix [S] according to the rules of computation for the matrix [S][k]
(see Proposition 2.12, Chap. 2). This shows that [Sk ] = [S][k] .
7.1.2 Singular Values of an Operator Acting Between

Euclidean Spaces
Suppose that E and F are n-dimensional Euclidean spaces with scalar products (·, ·)E
and (·, ·)F , respectively, and S : E → F is a linear operator. Recall that the adjoint
operator S [∗] : F → E is defined uniquely by the relation
(S ξ, η)F = (ξ, S [∗] η)E , ∀ ξ ∈ E, ∀ η ∈ F .
It follows that the operator S [∗] S : E → E is selfadjoint, i.e. (S [∗] S)[∗] = S [∗] S and
non-negative, i.e. (S [∗] S ξ, ξ )E ≥ 0, ∀ ξ ∈ E.
It follows also that the eigenvalues of S [∗] S are non-negative. Denote the complete
and ordered system of eigenvalues of S [∗] S by
λ1 (S [∗] S) ≥ · · · ≥ λn (S [∗] S) .
Definition
7.8 The numbers α1 (S) ≥ α2 (S) ≥ · · · ≥ αn (S) defined by αi (S) :=
λi (S [∗] S) , i = 1, . . . , n, are the singular values of S.
Example 7.2 (a) Suppose that (E, (·, ·)E ) is an n-dimensional Euclidean space
over R and S : E → E is a self-adjoint and non-negative linear operator. In this
case S [∗] S = S 2 and the singular values of S are the eigenvlues of S, i.e. αi (S) =
λi (S), i = 1, . . . , n .
(b) Let us consider the linear operator given by the n × n matrix S from Example
7.1 (b). It was shown that in the notion of this example S [∗] = G −1 S ∗ G . This means
that the singular values αi (S) of the matrix S are the non-negative roots of the
eigenvalues of the matrix G −1 S ∗ G S . Note that the last matrix is similar to the
matrix
G 1/2 G −1 S ∗ G SG −1/2 = G −1/2 S ∗ (G )1/2 (G )1/2 SG −1/2 = A∗ A
with A := (G )1/2 SG −1/2 .

The geometric properties of the singular values of an operator acting between
Euclidean spaces are described in the next proposition.
Proposition 7.13 Suppose that (E, (·, ·)E ) and (F, (·, ·)F ) are two n-dimensional
Euclidean spaces over R, and S : E → F is a linear operator with singular values
α1 ≥ α2 ≥ · · · ≥ αn > 0. Let Br (0) be the closed ball in E of radius r > 0 and with
center at 0. Then the image of Br (0) under S is an ellipsoid E in F whose semi-axes
have the length α j r, j = 1, 2, . . . , n.
Proof Since S [∗] S is self-adjoint there exists an orthonormal basis of E, e1 , . . . , en ,
which consists of eigenvalues of S [∗] S associated with the eigenvalues α12 ≥ α22 ≥
· · · ≥ αn2 > 0. For arbitrary i, j ∈ {1, 2, . . . , n} we have

Sei Se j 1 αj 1 for i = j ,
, = (ei , S [∗] Se j )E = (ei , e j )E =
αi α j F αi α j αi 0 for i = j .
It follows that the vectors { f i }i=1

n
with f i = Sei
αi
, i = 1, 2, . . . , n, form an orthonormal
basis of F. Let us write the given ball as

n n

Br (0) = ξi ei ξi ∈ R, ξi2 ≤r 2
.
i=1 i=1
Then we have SBr (0) =

2
n n n
Sei
n
ξi

= ξi Sei ξi ∈ R, ξi2 ≤r 2
= ξi αi ξi ∈ R, ≤1
αi r
i=1 i=1 i=1 i=1
n n 2
ηi

= ηi f i ηi ∈ R, ≤1 =E.
αi r
i=1 i=1
As in the matrix case the singular values of an operator can be characterized by a
min-max property.
Theorem 7.1 (Fischer-Courant) Suppose that (E, (·, ·)E ) and (F, (·, ·)F ) are two n-
dimensional Euclidean spaces with associated vector norms | · |E and | · |F , respec-
tively, and T : E → F is a linear operator. Then the singular values of T, α1 (T ) ≥
α2 (T ) ≥ · · · ≥ αn (T ), can be computed by
a) α1 (T ) = max |T u|F , (7.2)

|u|E =1
αk (T ) = min max |T u|F , k = 2, 3, . . . , n , (7.3)

L⊂E |u|E =1
dim L=k−1 u∈L⊥
where in (7.3) the minimum is taken over all linear subspaces L of E with dim L =
k − 1 and L⊥ = {u ∈ E | (u, υ)E = 0, ∀υ ∈ L}.
b) αk (T ) = max min | T u |F , k = 1, 2, . . . , n . (7.4)

L⊂E u∈L
dim L=k |u|E =1
Proof We omit the proof which can be done similarly as the proof of Theorem 2.1,
Chap. 2. For a full proof see [5].
Consider a linear operator T : E → F, where (E, (·, ·)E ) and (F, (·, ·)F ) are
Euclidean spaces of dimension n. The singular values of T , i.e., the eigenvalues
of the positive operator (T [∗] T )1/2 : E → E, ordered with respect to its size and
multiplicity we denote by α1 (T ) ≥ α2 (T ) ≥ · · · ≥ αn (T ).
For an arbitrary k ∈ {0, 1, . . . , n} we define ωk (T ) as for a matrix in (2.11), Chap. 2
by

ωk (T ) = α1 (T ) · · · αk (T ) , for k > 0 , (7.5)
1 , for k = 0 .
More generally, for an arbitrary real number d ∈ [0, n] written in the form d = d0 + s
with d0 ∈ {0, 1, . . . , n − 1} and s ∈ (0, 1] we introduce the singular value function
of order d of the operator T : E → F by

ωd (T ) = ωd0 (T )1−s · · · ωd0 +1 (T )s , for d ∈ (0, n] , (7.6)
1 , for d = 0 .
Obviously this can also be interpreted as ωd (T ) = | d0 T |1−s | d0 +1 T |s , where

| k T | stands for the norm of the k-th exterior power of T , i.e., the norm of the
linear operator k T : k E → k F.
If H is a Hilbert space with scalar product and norm (·, ·) and | · |, respectively, and
T ∈ L(H, H) is a linear bounded operator, the singular values α1 (T ) ≥ α2 (T ) ≥ · · ·
are defined by
αk (T ) := sup inf | T u | , k = 1, 2, . . . . (7.7)

L⊂H u∈L
dim L=k | u |=1
It is shown in [34] that in case that T is a compact operator the singular values of
T coincide with the eigenvalues of (T ∗ T )1/2 , where T ∗ denotes the Hilbert adjoint
operator. For each real d ≥ 0 the singular value function ωd (T ) of order d is defined
as above by the formulas (7.5) and (7.6).
7.1.3 Lemmas on Covering of Ellipsoids in an Euclidean

Space
In this subsection we continue the investigation of some covering techniques for ellip-
soids from Sect. 2.1.3, Chap. 2. Let E be an ellipsoid in the n-dimensional Euclidean
space E over R and let a1 (E) ≥ · · · ≥ an (E) denote the length of its semi-axes. For
an arbitrary number d ∈ [0, n] written as d = d0 + s with
d0 ∈ {0, 1, . . . , n − 1} and s ∈ (0, 1] we introduce the d-dimensional ellipsoid mea-
sure ωd (E) by the formula (2.5), Chap. 2.
Assume now that F is another n-dimensional Euclidean space over R. For the
invertible linear operator T : E → F and the ball Br (0) in E of radius r around the
origin 0 of E the image T Br (0) is by Proposition 7.13 an ellipsoid in F with length
of semi-axes αi (T )r, i = 1, 2, . . . , n. In addition, for d ∈ [0, n] it holds
ωd (T Br (0)) = ωd (T ) r d . (7.8)
The next lemma is similar to Lemma 2.1, Chap. 2 and is stated without proof.
Lemma 7.1 Let us consider numbers d ∈ (0, n] (written as above), κ > 0, δ > 0
and η > 0 and assume κ ≤ δ d . Let E be an ellipsoid in E such that a1 (E) ≤ δ and
ωd (E) ≤ κ. Further, we take a ball Bη (0) of radius η in E. Then the set E + Bη (0)
is contained in an ellipsoid E which satisfies
d
δ d0 1
ωd (E ) ≤ 1 +
s
η κ.
κ
We call an ellipsoid E ⊂ E degenerated if ai (E) = 0 for some i ∈ {1, . . . , n}. We

reformulate Lemma 7.1, which is true for a non-degenerated ellipsoid E only. The
following two lemmas where obtained in [12].
Lemma 7.2 Let E be an ellipsoid in an n-dimensional Euclidean space E. Let δ, κ, ς

be positive numbers, d ∈ (0, n] written as d = d0 + s with d0 ∈ {0, 1, . . . , n − 1}
and s ∈ (0, 1] and κ ≤ δ d . Suppose that ωi (E)ς d−i ≤ κ for any i = 0, . . . , d0 ,
ωd (E) ≤ κ and a1 (E) ≤ δ. Then for any η > 0 the sum E + Bη (0) is contained in an
ellipsoid E ⊂ E which satisfies
d
δ d0 1
ωd (E ) ≤ 1 +
s
η κ,
κ

δ d0 1
ad0 +1 (E ) ≤ 1 +
s
η max ς, ad0 +1 (E) . (7.9)
κ
Proof We enlarge the ellipsoid E as follows: If ad0 +1 (E) < ς , we replace the lengths
ad0 +1 (E), . . . , an (E) by ς . These values determine a non-degenerate ellipsoid which
contains E and for which Lemma 7.1 can be applied.
With Lemma 7.2 and with methods developed in [34] and Sect. 2.1, Chap. 2, we
obtain:
Lemma 7.3 We keep the assumptions dof Lemma 7.2. Then for any number η > 0
the set E + Bη (0) can be covered by 2ςdκ balls with radius

δ d0 1
s
1+ η ς
d0 + 1
κ
:= max ς, ad0 +1 (E) .

where we set ς
The next two lemmas are similar to Lemma 2.2 and 2.3, Chap. 2, and are stated
without proof.
Lemma 7.4 Let (E, (·, ·)E ) be an n-dimensional Euclidean space, u 1 , . . . , u n an

orthonormal basis and
2 2
a1 an
n
E = a1 u 1 + . . . + an u n ∈ E (a1 , . . . , an ) ∈ R , + ... + ≤1
α1 (E) αn (E)
an ellipsoid with α1 (E) ≥ . . . ≥ αn (E) > 0. Then for any η > 0, the set E + Bη (0),
where Bη (0) denotes the ball with radius η centered at the origin, is contained in the
η
ellipsoid E = 1 + αn (E)
E.
Lemma 7.5 Let (E, (·, ·)E ) be an n-dimensional Euclidean space, u 1 , . . . , u n an

orthonormal basis,
2 2
a a
E = a1 u 1 + . . . + an u n ∈ E
1 n
+ ... + ≤1
α1 (E) αn (E)
an ellipsoid with α1 (E) ≥ . . . ≥ αn (E) > 0 and 0 < r < αn (E). Then the relation
N√nr (E) ≤ 2 ωrnn(E) holds, where ωn (E) is defined in Chap. 2.
n
7.1.4 Singular Value Inequalities for Operators
In this subsection we derive some inequalities for the products of singular values of an
operator which are useful in dimension estimations. In contrast to similar inequalities
in Sect. 2.2, Chap. 2 we consider here the general case of an operator acting between
Euclidean spaces.
The main references for the first two propositions are [17, 25, 34].
Proposition 7.14 Suppose E, F and F are n-dimensional Euclidean spaces with

scalar product (·, ·)E , (·, ·)F and (·, ·)F , respectively, T : E → F and
S : F → F are linear operators and k ∈ {1, . . . , n} is arbitrary. Then
αk (ST ) ≤ | S | αk (T ) ,
where | S | is the operator norm of S : F → F and αk (·) denotes the singular values
of the operator.
Proof By definition we have for k = 1, 2, . . . , n the following equalities

αk (ST )2 = λk ((ST )[∗] ST ) and αk (T )2 = λk (T [∗] T ), where λk (·) denotes the ordered
eigenvalues λ1 (·) ≥ · · · ≥ λn (·) of the given positive operator. For any ξ ∈ E we can
write
((ST )[∗] ST ξ, ξ )E = ((ST )ξ, (ST )ξ )F
= | (ST )ξ |2F ≤ | S |2 | T ξ |2F = | S |2 ((T [∗] T )ξ, ξ )E .
It follows that

λk (ST )[∗] (ST ) ≤ λk | S |2 (T [∗] T ) = | S |2 λk (T [∗] T ), k = 1, 2, . . . , n.
But this implies that αk (ST ) ≤ | S |αk (T ) k = 1, 2, . . . , n.
Proposition 7.15 Suppose that E and F are n-dimensional Euclidean spaces,

T : E → F is a linear operator and k ∈ {1, 2, . . . , n} is arbitrary.
Then it holds:
(a) α1 (T )α2 (T ) · · · αk (T ) = λ1 ((T ∧k )[∗] T ∧k ) = | T ∧k |, where | T ∧k | is the
operator norm of T ∧k : E ∧k → F∧k ; !
(b) αn−k+1 (T )αn−k+2 (T ) · · · αn (T ) = λ(nk) ((T ∧k )[∗] T ∧k ) .
Proof (a) Using the definition of a singular value and the properties of eigenvalues,
we can write

λ1 (T ∧k )[∗] T ∧k = λ1 T [∗] T λ2 T [∗] T · · · λk T [∗] T = α1 (T )2 · · · αk (T )2 .
Again by definition

| T ∧k |2 = sup T ∧k ξ, T ∧k ξ F∧k = max (T ∧k )[∗] T ∧k ξ, ξ E∧k = λ1 (T ∧k )[∗] T ∧k
ξ ∈E ∧k ξ ∈E ∧k
| ξ |=1 | ξ |=1
by the Fischer-Courant theorem (Theorem 7.1). Part (b) can be shown similarly.
The following proposition is due to [17, 28].
Proposition 7.16 (Generalized Horn’s inequality) Suppose that E, F and F are n-

dimensional Euclidean spaces over R, T : E → F and S : F → F are linear oper-
ators. Then for k ∈ {1, . . . , n − 1} we have ωk (ST ) ≤ ωk (S)ωk (T ) and ωn (ST ) =
ωn (S)ωn (T ).
Proof The first part follows immediately from the operator norm properties and
Propositions 7.2, 7.15:
ωk (ST ) = |(ST )∧k | = |S ∧k | |T ∧k | = ωk (S)ωk (T ) .
The second part follows from these propositions by
ωn (ST ) = |(ST )∧n | = | det(ST )| = | det S| | det T | = ωn (S)ωn (T ) .
We finish this subsection with two statements from [21].
Lemma 7.6 Let T : E → E be a self-adjoint, linear operator on an n-dimensional

Euclidean space E with scalar product (·, ·)E and let α1 (T ) ≥ · · · ≥ αn (T ) denote
the singular values of T ordered with respect to size and multiplicity. Suppose that for
a certain k-dimensional subspace Lk of E (1 ≤ k ≤ n) and for some number κ ∈ R
the relation
(υ, T υ)E ≥ κ |υ |2 for all υ ∈ Lk (7.10)
is satisfied. Then
αk (T ) ≥ κ.
Proof Let υ1 , . . . , υn denote an orthonormal system of eigenvectors of T belonging

to the eigenvalues λ1 (T ) = α1 (T ), . . . , λn (T ) = αn (T ) of T . If k > 1 then choose
υ ∈ Lk such that υ = 0 and
(υ, υi )E = 0 for all i = 1, . . . , k − 1
and if k = 1 then take any υ ∈ L1 with υ = 0. In both cases υ can be written as

n
υ= ai υi with ai ∈ R. Using (7.10) and taking into account the ordering of the
i=k
singular values we obtain
n
κ | υ |2 ≤ (υ, T υ)E = ai2 αi (T ) ≤ αk (T )| υ |2 ,
i=k
7.1 Exterior Calculus in Linear Spaces, Singular Values of An Operator … 325
which completes the proof.
Lemma 7.7 Let T : E → E be as in Lemma 7.6 and furthermore invertible. Suppose

that for a certain k-dimensional subspace Lk of E (1 ≤ k ≤ n) and some number
κ ∈ R the relation
(υ, T υ)E ≤ κ | υ |2 for all υ ∈ Lk (7.11)
is satisfied. Then
αn−k+1 (T ) ≤ κ.
Proof One proceeds analogously as in the proof of Lemma 7.6 considering the
inverse operator T −1 instead of T .
7.2 Orbital Stability for Flows on Manifolds
The results from [21] represented in Sects. 7.2.1–7.2.7 of this section develop and
generalize various approaches and methods for vector fields on manifolds that go
back to [18, 22]. These methods can be used to derive orbital stability criteria for
nonlinear feedback systems in terms of the frequency-domain characteristics and
transfer function of the linear part together with conditions on the nonlinear part of
the dynamical system.
7.2.1 The Andronov-Vitt Theorem
Let (M, g) be a Riemannian manifold of dimension n and smoothness C m (m > 3).

We consider on M the differential equation
u̇ = F(u), (7.12)
where F : M → T M is a vector field of class C l (2 < l ≤ m − 1). For simplicity we

assume that (7.12) has a flow u : R × M → M (which is C l ) and put ϕ t (·) := u(t, ·)
for every t ∈ R. It follows that (see Sect. A.6, Appendix A) the curve t → ϕ t ( p), t ∈
R, is the unique solution of (7.12) with the initial condition ϕ 0 ( p) = p.
Let γ ( p) := {ϕ t ( p) | t ∈ R} denote the orbit through p of (7.12) and let γ+ ( p) :=
{ϕ ( p) | t ≥ 0} be the corresponding positive semi-orbit.
t
By ρ(·, ·) we denote the geodesic distance on the Riemannian manifold (M, g)

and define by dist( p, U) := inf{ρ( p, p̃) | p̃ ∈ U} the distance between the point p
and the set U for an arbitrary p ∈ M and an arbitrary subset U ⊂ M.
An orbit of (7.12) through p is called (positive) Lagrange stable if γ + ( p) (i.e. the
closure of γ+ ( p)) is compact. A solution ϕ (·) ( p) of (7.12) is called (positive) orbitally
stable if for each ε > 0 there exists a δ > 0 such that for all p̃ ∈ M satisfying
ρ( p, p̃) < δ and for all t ≥ 0
dist(ϕ t ( p̃), γ+ ( p)) < ε
holds. We say that ϕ (·) ( p) is asymptotically orbitally stable if ϕ (·) ( p) is orbitally

stable and if there exists a Δ > 0 such that
lim dist(ϕ t ( p̃), γ+ ( p)) = 0
t→∞
holds for each p̃ ∈ M satisfying ρ( p, p̃) < Δ. A solution is called orbitally unstable
if it is not orbitally stable. It is also common to speak of the stability or instability of
the orbit γ ( p) instead of the orbital stability or instability of the solution ϕ (·) ( p).
Note that in case γ ( p) is an equilibrium point of (7.12) then the orbital stability
and asymptotic orbital stability coincide with the stability and asymptotic stability
in the sense of Lyapunov, respectively, of the equilibrium.
For periodic orbits the well-known Andronov-Vitt theorem (e.g. [1, 2]), offers
criteria for stability and instability in terms of the characteristic exponents or multi-
pliers of the periodic orbit. The multipliers of a T -periodic orbit γ ( p) = {ϕ t ( p) | t ∈
[0, T ]} of (7.12) are the eigenvalues ρ1 ( p), ρ2 ( p), . . . , ρn ( p) of the differential
d p ϕ T : T p M → T p M ordered with respect to their modulus and algebraic mul-
tiplicity by |ρ1 ( p)| ≥ |ρ2 ( p)| ≥ · · · ≥ |ρn ( p)|. One can show that the spectrum of
eigenvalues of d p ϕ T consists of 1 and of the eigenvalues of du P : Tu S → Tu S, where
P : S → S is the Poincaré map at an arbitrary chosen point u ∈ γ ( p) with respect
to a local transversal section S ⊂ M. The Andronov-Vitt theorem says that if for
the second multiplier |ρ2 ( p)| < 1 is satisfied (Andronov-Vitt condition), then the
periodic orbit γ ( p) is asymptotically stable and the solution paths near γ ( p) possess
asymptotic phases [1].
7.2.2 Various Types of Variational Equations
The behaviour of the flow of system (7.12) near a given solution ϕ (·) ( p) is described
by the standard variational equation of (7.12)
Dy
= ∇ F(ϕ t ( p))y. (7.13)
dt
Here ∇ F( p) : T p M → T p M is the covariant derivative of F at p ∈ M. The abso-

lute derivative Dy
dt
is taken along the integral curve t → ϕ t ( p). In local coordinates
of a chart x around ϕ t ( p) this derivative of y = y i (t)∂i (ϕ t ( p)) has the form
i
Dy dy
= + Γikj y j ẋ i ∂k (ϕ t ( p)),
dt dt
where x i (t) are the local coordinates of ϕ t ( p) in the chart x.

7.2 Orbital Stability for Flows on Manifolds 327
Remark 7.5 The variational equation (7.13) describes a special linear flow on vector
bundles. Suppose that (M, g) is an n-dimensional Riemannian C 3 -manifold, V is an
m-dimensional real vector space, π : B → M is a C k -vector bundle over M with
typical fiber V. Suppose that on B is defined the C k−1 -bundle metric g ∈ E k−1 (T20 (B))
and a connection with covariant derivative ∇ (see Sect. A.10, Appendix A). Let us
assume that the connection is metrical.
A linear flow Φ on the vector bundle π : B → M is a flow on B preserving fibers
such that
Φ(t, e1 + e2 ) = Φ(t, e1 ) + Φ(t, e2 ) , ∀ t ∈ R, ∀ e1 , e2 ∈ E p ,

Φ(t, α e) = α Φ(t, e) , ∀ t ∈ R, ∀ α ∈ R, ∀ e ∈ E p .
Note that Φ includes a flow π Φ : (id, T) (R × B) → M on the base space M,

which we denote by p · t for t ∈ R, p ∈ M.
Suppose that A : M → L(B, B) is a section in the vector bundle πL : L(B, B) →
M consisting of all bundle maps whose fiber over p ∈ M is the vector space of all
linear maps L : B p → B p . This means that A associates to any point p ∈ M a linear
map A( p) : B p → B p . Let us assume that the linear flow Φ on the vector bundle
π : B → M is C 1 , i.e. there exists a section A as described above such that for any
p ∈ M and υ ∈ B p the curve t → Φ(t, ( p, υ)) satisfies the differential equation
D
Φ(t, ( p, υ)) = A( p · t)Φ(t, ( p, υ)) . (7.14)
dt
D
Here dt denotes the covariant derivative along the curve t → p · t.
The linearization of the flow ϕ, generated by the vector field (7.12), i.e. the map
Φ : R × T M → T M with Φ(t, ( p, υ)) := d p ϕ t (υ) for p ∈ M, ( p, υ) ∈ T M and
t ∈ R, is a linear flow on the tangent bundle T M. For fixed p ∈ M the behaviour
of the flow lines of ϕ in a neighborhood of ϕ (·) ( p) is characterized by the curve
t → Φ(t, ( p, υ)) with υ ∈ T p M, which satisfies for fixed υ the variational equation
(7.14).
Let Y (·, p) be the fundamental operator solution of (7.13) satisfying the initial
condition Y (0, p) = idTp M . Thus Y (t, p) = d p ϕ t for all t ∈ R. Note that, in partic-
ular, F(ϕ (·) ( p)) is a (vector) solution of (7.13).
A short calculation shows that the relation
d Dy(t)
(y(t), y(t)) = 2 , y(t) (7.15)
dt dt
holds for any C 1 -curve y(·) satisfying y(t) ∈ Tϕ t ( p) M for all t ∈ R. Here for every
t ∈ R the term (·, ·) stands for the scalar product in Tϕ t ( p) M introduced by the
Riemannian metric.
For every u ∈ M with F(u) = Ou , where Ou denotes the origin of the tangent
space Tu M, we introduce the linear subspace
T ⊥ (u) := {z ∈ Tu M | (z, F(u)) = 0}
of the tangent space Tu M. To describe how the orthogonal deviation of a perturbation

in the initial conditions evolves we split a solution y(·) of (7.13) into orthogonal
components
y(t) = z(t) + μ(t)F(ϕ t ( p)), (7.16)
with z(t) ∈ T ⊥ (ϕ t ( p)) and μ(t) a time-dependent factor which will be specified
below. Then z(·) is a solution of the system in normal variations with respect to the
solution ϕ (·) ( p) of (7.12) which is of the form
Dz
= A(ϕ t ( p))z (7.17)
dt
with a map A(u) : Tu M → Tu M given by
2(F(u), S∇ F(u)υ)
A(u)υ := ∇ F(u)υ − F(u) (7.18)
|F(u)|2
for all υ ∈ Tu M. In local coordinates of an arbitrary chart x around u the operator

A is defined by
2 j
Aik := ∇i f k − f k g jl f l Si ,
gr s f r f s
where f k , g jl are the coordinates of the vector field F and the Riemannian metric
tensor g in the chart x. Here | · | stands for the norm in the tangent space derived from
j
the scalar product in the space and Si := 21 (g jk ∇k f l gli + ∇i f j ) is the representation
in coordinates of the symmetric part S∇ F of the covariant derivative of the vector
field F. For M = Rn and (gi j ) = I the standard metric the operator (7.18) is given
in Sect. 3.3. Let Z (·, p) denote the fundamental operator solution of (7.17) with
Z (0, p) = idT ⊥ ( p) . From the definition (7.18) of A we see that for any t ∈ R and
p ∈ M the linear operator Z (t, p) acts between the orthogonal subspaces T ⊥ ( p)
and T ⊥ (ϕ t ( p)) of T p M and of Tϕ t ( p) M, respectively.
Now let y(·) be a solution of (7.13). We want to consider the splitting (7.16)
into orthogonal components in more detail. The factor μ(·) is a scalar valued C l−1 -
function determined by
(y(t), F(ϕ t ( p)))
μ(t) := . (7.19)
|F(ϕ t ( p))|2
Differentiating the expressions in formula (7.16) and applying formula (7.16) again
gives ∇ F(ϕ t ( p))z(t) = A(ϕ t ( p))z(t) + μ̇(t)F(ϕ t ( p)). If we take now the scalar
product of this term with z(t) we obtain
(A(ϕ t ( p))z(t), z(t)) = (∇ F(ϕ t ( p))z(t), z(t)). (7.20)
For an arbitrary number k ∈ {1, . . . n} we consider the k-th compound equation

of (7.13)
Dy
= ∇ F(ϕ t ( p)) k y, (7.21)
dt
where (∇ F(u))k : k Tu M → k Tu M is the k-th additive compound operator of

∇ F(u) (see Sect. 7.1.1). The absolute derivative
D
dt
[y1 (·) ∧ · · · ∧ yk (·)] of [y1 (·) ∧ · · · ∧ yk (·)] along t → ϕ t ( p) is defined by
D Dy1 (·) Dyk (·)

[y1 (·) ∧ · · · ∧ yk (·)] = ∧ · · · ∧ yk (·) + · · · + y1 (·) ∧ · · · ∧ ,
dt dt dt
where Dydti (·) is the absolute derivative of yi along t → ϕ t ( p). We remark that relation
(7.15) can be generalized to

d Dy(t)
(y(t), y(t)) k
Tϕ t ( p) M =2 , y(t) ,
dt dt k
Tϕ t ( p) M
which is valid for every k ∈ {1, . . . , n} and every C 1 -curve y(·) with y(t) ∈
k
Tϕ t ( p)M for all t ∈ R. If Y (·, p) is the fundamental operator solution of (7.13)
satisfying Y (0, p) = idTp M then Y ∧k (·, p) is the fundamental operator solution of
(7.21) satisfying Y ∧k (0, p) = idΛk Tp M .
Finally, the trivial solution y ≡ 0 of (7.21) is called exponentially stable if there
exist constants C > 0 and a > 0 such that for any solution y(·) of (7.21) and any
s ≥ 0 the inequality
|y(t)| ≤ C|y(s)|e−a(t−s) (7.22)
holds for all t ≥ s.
7.2.3 Asymptotic Orbital Stability Conditions
The following theorem from [21] provides a result on orbital stability of solutions of
(7.12) requiring exponential stability properties of the compound variational equation
(7.21) for k = 2. The theorem generalizes similar results for systems in Rn (see [3,
6, 14, 22]).
We say that an orbit γ ( p) of (7.12) belongs to B O+ if γ+ ( p) lies in some open
bounded set U = U( p) ⊂ M and any equilibrium of (7.12) which is contained in
the closure U is asymptotically stable.
Theorem 7.2 Consider the equation (7.12) and suppose γ ( p) ∈ B O+ . If the zero
solution of the second compound equation
Dw
= ∇ F(ϕ t ( p)) 2 w (7.23)
dt
is exponentially stable, then the solution ϕ (·) ( p) of (7.12) is asymptotically orbitally

stable.
To investigate the stability of a fixed orbit of (7.12) it suffices to consider stability
properties of the projected flow of system (7.12) orthogonally to the perturbed flow
line. Keeping this in mind the following result from [15] on the reparametrization
of solutions of (7.12) in the neighborhood of a fixed solution is of great importance.
We formulate this result under slightly weaker assumptions (see [21, 26]).
Lemma 7.8 Suppose ϕ (·) ( p) with p ∈ M to be a non-constant solution of (7.12)
with bounded positive semi-orbit γ+ ( p) such that for a certain C0 > 0 the inequality
|F(u)| > C0 is satisfied for all u ∈ γ+ ( p). Then it holds:
(a) For any finite time T0 > 0 there exists a δ = δ(T0 ) > 0 such that for any pair
(r, υ) ∈ [0, δ] × (T ⊥ ( p) ∩ B(O p , 1)) we may find a C l−1 -diffeomorphism (for l = 1
a homeomorphism) s(·, r, υ) : R+ → R+ with s(t, 0, υ) = t for all t ∈ R+ and such
that near γ+ ( p) the reparameterized flow φ(t, r, υ) := ϕ s(t,r,υ) (exp p (r υ)) of (7.12)
satisfies the condition
(D2 φ(t, r, υ), F(φ(t, r, υ))) = 0 (7.24)
for all t ∈ [0, T0 ]. (Here D2 φ(t, r, υ) stands for the derivative of φ with respect to
the second argument.)
(b) Suppose that the zero solution of the equation in normal variations (7.17) (with
respect to the solution ϕ (·) ( p)) is exponentially stable. Then there exist numbers δ > 0
and C > 0 such that for every u = u(r, υ) ∈ B ⊥ ( p, δ) := exp p (B(O p , δ) ∩ T ⊥ ( p)),
parameterized in the above sense, a homeomorphism s(·, r, υ) : R+ → R+ can be
found which satisfies
ρ(ϕ s(t,r,υ) (u(r, υ)), ϕ t ( p)) ≤ Cρ (u(r, υ), p) for all t ≥ 0. (7.25)
Proof (a) Let υ ∈ B ⊥ ( p, 1) be arbitrary. We seek a familiy of parametrizations

s(·, ·, υ) such that the derivative w.r.t. r of φ(t, r, υ) in an arbitrary point ϕ s(t,r,υ)
(u(r, υ)) is a vector which belongs to T ⊥ (ϕ s(t,r,υ) (u(r, υ))). This means that (7.24)
has to be satisfied. Suppose that f i and φ j are the local coordinates of F and φ,
respectively, in a chart x around the point φ(t, r, υ). Then D2 φ(t, r, υ) has the local
representation
dφ i ∂s ∂φ i
= fi + .
dr ∂r ∂r
It follows that
∂s
D2 φ = F(ϕ s(t,r,υ) (u(r, υ)) + du ϕ s(t,r,υ) τ pu (υ) . (7.26)
∂r
Thus for any υ ∈ B ⊥ ( p, 1) we get the Cauchy problem for s(·, ·, υ)

∂s y(s, τ pu(r,υ) (υ)), F(ϕ s (u(r, υ)))
=− , s(t, 0, υ) = t for all t ≥ 0 . (7.27)
∂r |F(ϕ s (u(r, υ)))|2
Here y(·, τ pu υ) is the solution of the variational equation (7.13), computed with
respect to the curve t → ϕ t (u(r, υ)) with initial state y(0, τ pu υ) = τ pu υ.
If we compare the right-hand side of (7.27) with the definition (7.19) of the
∂s
function μ(·) computed also with respect to ϕ (·) (u(r, υ)), we conclude that μ = − ∂r .
Together with (7.16) and (7.26) we get
D2 φ(t, r, υ) = z(s(t, r, υ)τ pu υ) (7.28)
for all t ≥ 0, r ∈ [0, ε] and υ ∈ B ⊥ ( p, 1). Here z(·, τ pu υ) denotes the solution of
(7.17), computed w.r.t. the curve t → ϕ (t) (u(r, υ)), and satisfying z(0, τ pu (υ)) =
τ pu (υ). Since the right-hand side of (7.27) is C l there exist the continuous second-
order derivatives ∂t∂ ∂r ∂s
= ∂r∂ ∂s
∂t
. Furthermore, there is a δ > 0 such that for all
t ∈ [0, T0 ] the solution s(t, ·, υ) exists on [0, δ] and is C l−1 w.r.t. all arguments.
∂s
Additionally we have ∂r ∈ C l−1 . It was shown in [15] that s(·, r, υ) is strongly
monotone increasing.
(b) Since γ+ ( p) belongs to an open bounded set U ⊂ M there exists an ε0 > 0
such that exp−1 u is for any u ∈ γ+ (u) a diffeomorphism on B(u, ε0 ). From part (a) and
from the boundedness of γ+ ( p) it follows that for any finite but fixed T0 > 0 there
exists a δ > 0 such that the parametrization s(·, ·, υ) is defined on [0, T0 ] × [0, δ] for
all u ∈ γ+ ( p) and υ ∈ B ⊥ (u, 1). At the next step we extend the existence interval
[0, T0 ] for the parametrization. Since the right-hand side of (7.27) is C k−1 -smooth
∂s
we see that ∂r (·, ·, ·) is also C k−1 w.r.t. all arguments. It follows that
∂s

sup (t, r, υ) < ∞ . (7.29)
t∈[0,T0 ] ∂r
u(r,υ)∈B⊥ (q,δ), q∈γ+ ( p)
For an arbitrary u(r, υ) ∈ B ⊥ ( p, δ1 ) with arbitrary r ∈ [0, δ] and υ ∈ S ⊥ (0) we

consider the solution z(·, τ pu (υ)) of (7.17) w.r.t. the integral curve t → ϕ t (u(r, υ)).
The Taylor expansion results in
" ∂s #
ϕs
z(s(t, r, υ), τ pu (υ)) = τϕutu z(t) + A(ϕ t ( p))z(t) (t, 0, υ)r + 0 (|z(t)|r 2 ,
∂r
(7.30)
where t ∈ [0, T0 ] is arbitrary, and z(·) is the solution of (7.17) w.r.t. the curve t ↔
ϕ t ( p) and with initial state z(0) = υ. Because of inf |F(u)| > 0 u ∈ γ+ (u) and the
definition of the linear operator A we have supu∈ U |A(u)| < ∞. Together with (7.29)
and (7.30) this gives
|z(s(t, r, υ) , τ pu (υ) | = | z(t)| [1 + 0(r )] (7.31)
for all t ∈ [0, T0 ] and u (r, υ) ∈ B ⊥ ( p, δ). (Note that norms are computed in different
tangent spaces.) Using (7.28) and (7.31) we get for the length of the curve c : r→
φ(t,r , υ) on [0, r ] the formula
$ r $ r
l(c) = |D2 φ(t,
r , υ)|d
r= s, τ
|z( p (υ))|d
u
r = |z(t)|r (1 + 0(r )) . (7.32)
0 0
Here u(r, υ) ∈ B ⊥ ( p, δ) and t ∈ [0, T0 ] are arbitrary and s := s(t,

r , υ),
u :=
r , υ). By assumption the trivial solution of (7.17), is uniformly Lyapunov sta-
u(
ble. It follows that there exists a constant C0 > 0 with |z(t)| ≤ C0 for all t ≥ 0. By
definition of the geodesic distance we have ρ(φ(t, r, υ), ϕ t ( p)) ≤ l(c). Thus (7.32)
implies that
ρ(φ(t, r, υ), ϕ t ( p)) ≤ C0 r (1 + 0(r )) . (7.33)
Therefore, we can find a δ0 ∈ [0, δ] such that
ρ(φ(t, r, υ), ϕ t ( p)) < δ (7.34)
for all t ∈ [0, T0 ] and all r ∈ [0, δ0 ]. After choosing T0 and δ we can continue the
parametrization onto the interval [0, 2 T0 ]. Since the bound in (7.34) does not depend
on the time, we can derive the existence of a parametrization s(t, r, υ) for all t ≥ 0.
With r = ρ(u(r, υ), p) and ρ(φ(t, r, υ), ϕ t ( p)) ≤ l(c) we get directly from (7.33)
that with an appropriate constant C > C0
d(φ(t, r, υ), ϕ t ( p)) ≤ Cρ(u(r, υ), p)
for all t ≥ 0 and all u(r, υ) ∈ B ⊥ ( p, δ0 ) .
Remark 7.6 ([11]) It follows from the construction in Lemma 7.8 that under the
condition inf u∈M |F(u)| > 0 there exists (see Sect. A.10, Appendix A) a unique
foliation F of M of the codimension 1 for which F is a section in the normal
bundle T (F)⊥ . The leaf L of this foliation which contains the point p is a local
transversal section of f in p. In order to see this we consider the (n − 1)-dimensional
submanifold of M given by W := {ϕ s(0,r,υ) (u(r, υ)) | u(r, υ) ∈ B ⊥ ( p, δ)}.
The normal bundle of W contains the vectors of the vector field F|W . It follows
that W is part of the leaf L of the foliation F which contains the point p.
The differential equation (7.13) is a special local version of the system (7.14). The
reparametrization generates a linear local flow φ : U → E, which is defined on an
open neighborhood U of [0, T ] × (E ∩ Tγ ( p) M) in R × E. For any pairs (t, (w, z))
with t ∈ [0, T ], w ∈ W and z ∈ Ew this flow is defined as follows: Any point w ∈
W we can associate uniquely to a point u w ∈ B ⊥ ( p, δ) which is defined by u w =
exp p (rw υw ) with rw ∈ [0, δ) and υw ∈ E p , |υw |E p = 1 such that w = φ(0, rw , υw ).
For this point the reparametrization through u w is defined. Now we introduce the map
h : W → [0, δ) × ∂B ⊥ (0 p , 1) that for any w ∈ W is given by h(w) := (rw , υw ). For

any t ∈ [0, T ] we define the map Pt : W → M through
Pt (w) := φ(t, h(w)) , ∀ w ∈ W.
Now the local flow φ is given for all t ∈ [0, T ], w ∈ W, z ∈ Ew by
φ(t, (w, z)) := dw Pt z .
For any time t ∈ [0, T ] we consider the (n − 1)- dimensional submanifold of M

defined by
Wt := {ϕ s(t,r,υ) (u(r, υ)) | u(r, υ) ∈ B ⊥ ( p, ε)}.
Because of (7.24) this submanifold is part of a leaf F of the foliation. For any point
w ∈ W we have the relation
dw Pt T p W = T pt (w) Wt .
In particular this means that φ(t, (w, ·)) maps the vectors z ∈ Ew into E pt (w) . The
result of the reparametrization is indeed a linear local flow on the subbundle E.
Note that relation (7.25) establishes the orbital stability of ϕ (·) ( p) (Fig. 7.1). It
remains to prove the asymptotic properties.
Remark 7.7 If under the assumptions of Theorem 7.2 the ω-limit set ω( p) of p does
not contain equilibrium points of the vector field (7.12) one can show (see Theorem
7.10), using the asymptotic orbital stability properties, that ω( p) is a periodic orbit
which is asymptotically stable and nearby solution paths have asymptotic phases.
For M = Rn this is done in [15, 24]; for the cylinder it is demonstrated in [20, 23].
Proof of Theorem 7.2. For a given solution ϕ (·) ( p) of (7.12) which is contained in
the set U = U( p) we consider separately the following two cases.
Case1: There exists a sequence {ti }i∈N , ti ≥ 0 and limi→+∞ ti = ∞ such that
lim |F(ϕ ti ( p))| = 0 holds.

i→+∞
Case2:
inf |F(u)| > 0. (7.35)
u∈U
First we will discuss Case 1. Since γ+ ( p) ⊂ U is bounded the sequence {ϕ ti ( p)}

has a convergent subsequence.
Without loss of generality we can assume that there exists a point u ∗ ∈ U such
that
lim ρ (ϕ ti ( p), u ∗ ) = 0. (7.36)
i→+∞
It follows that F(u ∗ ) = Ou ∗ and by the assumption on U we know that u ∗ is an

asymptotically stable equilibrium point of system (7.12). Thus we find an open
neighborhood V(u ∗ ) of u ∗ such that any positive semi-orbit through u ∈ V(u ∗ ) is
attracted by u ∗ . On account of (7.36) there exists k ∈ N such that ϕ tk ( p) ∈ V(u ∗ ),
so we obtain ρ(ϕ t ( p), u ∗ ) → 0 for t → +∞ and also that points of a sufficiently
small neighborhood of p are attracted by u ∗ as well. But this implies the asymptotic
stability of γ ( p).
The proof in the Case 2 needs more work. For the sake of clearness we divide this
proof into four steps.
Step 1. Using the exponential stability of the zero solution of the second compound
equation (7.23) we deduce the exponential stability of the zero solution of (7.17). By
the assumption of the theorem there exist positive numbers δ0 , a and C such that for
any s ≥ 0
|w(t)| ≤ C|w(s)|e−a(t−s) (7.37)
holds for an arbitrary solution w(·) of (7.23) satisfying |w(s)| < δ0 and all
t ≥ s. We consider an arbitrary solution y(·) of the variational equation (7.13) with
y(0) = O p and |y(0) ∧ F( p)| < δ0 . Let z(·) be the solution of the system (7.17) cou-
pled with y(·) in the sense that y(t) = z(t) + μ(t)F(ϕ t ( p)), where the factor μ(·)
is determined by (7.19). In addition, suppose y(0) to be such that z(0) = O p . As
mentioned above F(ϕ (·) ( p)) is a solution of (7.13). Thus, w(·) := y(·) ∧ F(ϕ (·) ( p))
is a solution of (7.23) and by means of the fundamental operator solution Y ∧2 of
Fig. 7.1 Reparametrization of the flow

(7.23) can be written in the form w(t) = Y ∧2 (t)[y(0) ∧ F( p)]. This gives
|w(t)| = |z(t)| · |F(ϕ t ( p))| (7.38)
for all t ≥ 0 and |w(0)| = 0.

The assumed boundedness of γ+ ( p) and the inequality (7.35) imply that there is
a constant C1 > 0 such that
|F(u)|
sup
< C1 , (7.39)
u,u ∈γ+ ( p) |F(u )|
where the norms are taken in the corresponding tangent spaces. Using (7.37) – (7.39)
we derive
|z(t)| ≤ CC1 |z(s)|e−a(t−s) (7.40)
for an arbitrary solution z(·) of (7.17) with 0 < |z(s)| < δ0 /|F( p)| and for all t ≥ s.
Step 2. Utilizing the exponential stability of the zero solution of the system
in normal variations we deduce the orbital stability of the reference orbit by a
reparametrization of the semi-flow near this orbit. Further we investigate some prop-
erties of this reparametrization, which will be used in Step 3. Consider again γ+ ( p)
and an arbitrary point u ∈ M in the (n − 1)-dimensional submanifold B ⊥ ( p, Δ)
through p. As indicated above, u can be uniquely represented by a pair (r, υ)
due to u(r, υ) = exp p (r υ). Under the assumptions of the theorem and with (7.40)
all requirements of the part (b) of the Lemma 7.8 are fulfilled. This yields the
existence of a number δ p ∈ (0, Δ) such that for all solutions ϕ (·) (u(r, υ)) with
u(r, υ) = exp p (r υ) ∈ B ⊥ ( p, δ p ) there is a reparametrization s(·, r, υ) : R+ → R+
for which (7.25) is satisfied. As it was mentioned above from (7.25) the orbital
stability follows.
Step 3. From (7.25) we see that γ ( p) is stable. Let ε > 0 be fixed and choose δ ∈
(0, δ p ) so that for every u(r, υ) ∈ B ⊥ ( p, δ) the corresponding solution stays in the ε-
neighbourhood γ+ ( p) for t ≥ 0. Then, from the construction of the parametrization,
we have for arbitrary u(r, υ) ∈ B ⊥ ( p, δ) and arbitrary t ≥ 0 that there exist r=

r (t) ∈ [0, ε) and υ = υ (t) ∈ T ⊥ (ϕ t ( p)) such that
s(t, r, υ) = s(0,
r,
υ ). (7.41)
By a generalization of Liouville’s formula (see Proposition 2.18, Chap. 2) for any

τ > 0 and any u ∈ M the inequality
" $τ #
|Y (τ, u)| ≤ exp λ1 (ϕ t (u))dt
0
is valid, where Y (τ, u) is, as above, the fundamental operator solution of (7.13)
(·)
% (u)⊥ and λ1 is the largest eigenvalue of the symmetric part of ∇ F.
with respect to ϕ
Put V := U ∪ B (u, ε), where U is the open bounded set introduced above for
u∈∂U
which γ+ ( p) ⊂ U. Then the smoothness of F(ϕ (·) (·)) guarantees sup λ1 (u) < ∞.
u∈V
Hence we obtain
$τ
sup λ1 (ϕ t (u))dt < ∞,
τ ∈[0,ε]
u∈V 0
which implies
sup |Y (τ, u)| < ∞.
τ ∈[0,ε]
u∈V
This, together with the assumption F(u) = Ou for all u ∈ U and relations (7.27) and
(7.44), give the existence of a constant Cs > 0 such that
∂s ∂s

sup (t, r, υ) ≤ sup (0, υ ) < C s
r, (7.42)
t≥0 ∂r
p ∈γ ( p) ∂r
u(r,υ)∈B⊥ ( p,δ)
u ( υ )∈B⊥ (
r , p ,ε)
is satisfied.
For an arbitrary u(r, υ) ∈ B ⊥ ( p, δ) we consider the solution z(·, τ pu (υ)) of (7.17)
with respect to ϕ (·) (u) and initial condition z(0, τ pu (υ)) = τ pu (υ). Since γ ( p) is stable,
we can expand z(s(t, r, υ), τ pu (υ)) by Taylor’s formula to obtain

ϕ s (u) ∂s
z(s(t, r, υ), τ pu (υ))
= z(t) + A(ϕ ( p))z(t) (t, 0, υ)r + O(|z(t)|r ) ,
τϕ t ( p) t 2
∂r
(7.43)
where z(t) is the solution of (7.17) with respect to ϕ (·) ( p) having z(0) = υ. By (7.35)
and the definition of the operator A the inequality supu∈U |A(u)| < ∞ holds. This
fact, (7.42) and (7.43) imply that
|z(s(t, r, υ), τ pu (υ))| = |z(t)|[1 + O(r )] (7.44)
holds for any u(r, υ) ∈ B ⊥ ( p, δ) and all t ≥ 0 in tangent space Tϕ s (u) M.

Step 4. Let us fix now a time t ≥ 0 and υ ∈ T ⊥ ( p) with |υ| = 1 and consider the
C l -curve β(·) := φ(t, ·, υ) on M and the lifted curve w(·) := exp−1 ϕ t ( p) (φ(t, ·, υ))
in the tangent bundle. By the properties of the exponential map for any r ∈ [0, δ)
the tangent vectors β (r ) = D2 φ(t, r, υ) ∈ Tβ(r ) M and w (r ) ∈ Tϕ t ( p) M are related
ϕ t ( p)
by parallel transport between the tangent spaces, i.e. w (r ) = τβ(r ) (β (r )). Thus,
relations (7.28), (7.43), (7.44) and the fact that exp−1
ϕ t ( p) (φ(t, 0, p)) = Oϕ t ( p) yield
&r t
ϕ ( p)
| exp−1
ϕ t ( p) (φ(t, r, υ))| = τϕs (
u) (D 2 φ(t,
r , υ))d
r
0
&r t (7.45)
ϕ ( p)
s, τ
= τϕs (u ) (z( u
p (υ)))d
r |z(t)|r (1 + O(r ))
0
for all u(r, υ) ∈ B ⊥ ( p, δ) and all t ≥ 0, where for brevity we have written

s = s(t, r , υ) and u = u(r , υ). From (7.45) and (7.40) it follows immediately
| exp−1
ϕ ( p)
t (φ(t, r, υ))| → 0 for t → +∞ for arbitrary u(r, υ) ∈ B ⊥ ( p, δ). Since by
definition of φ the inequality

dist ϕ s(t,r,υ) (u(r, υ)), γ ( p) ≤ | exp−1
ϕ t ( p) (φ(t, r, υ))|
holds for all t ≥ 0 and since from the validity of relation (7.25) we have the stability
of the orbit γ ( p), the convergence of | exp−1
ϕ t ( p) (φ(t, r, υ))| to zero establishes the
asymptotic stability of γ ( p).
Using the property of Lyapunov instability we can now formulate the following.
Corollary 7.1 Consider equation (7.12) and p ∈ M. Then holds:
(a) If γ ( p) ∈ B O+ and the zero solution of the system (7.17) with A from (7.18)
is exponentially stable, then the orbit γ ( p) is asymptotically stable.
(b) If ϕ (·) ( p) is a periodic solution of (7.12) and the zero solution of (7.17) is
Lyapunov unstable, then the orbit γ ( p) is unstable.
Proof From the proof of Theorem 7.2 the part (a) of this corollary follows directly.
Let us prove the part (b). Using assertion (a) of Lemma 7.8 we find a number
ε > 0 such that the bundle of parametrizations s(·, ·, ·) : R+ × [0, ε] × T ⊥ ( p) ∩
B(O p , 1)) → R+ exists. Let δ > 0 be chosen as in the proof of Theorem 7.2 and
let S0 := ϕ(s(0, r, υ), u)|u(r, υ) ∈ B ⊥ ( p, δ) be the orthogonal section of γ ( p)
through p. For 0 < ε0 < min(ε, δ) we consider (n − 1)-dimensional submanifolds
U := {ϕ(s(0, r, υ), u)|u = u(r, υ) ∈ B ⊥ ( p, ε0 )} and V := {ϕ(s(T, r, υ), u)|u =
u(r, υ) ∈ B ⊥ ( p, ε0 )} of M. Obviously p ∈ U and U ⊂ S0 . Using the periodicity of
ϕ (·) ( p) we further have p ∈ V and with the relationship (7.24) for the reparametrized
flow φ(t, r, υ) as defined in the proof of Theorem 7.2 φ(T, r, υ) ∈ S0 for all u ∈ U.
This implies V ⊂ S0 .
We now introduce the injective map h : U → B ⊥ (0, ε0 ) given by h(u) = (r, υ)
and define a Poincaré map P : U → V for γ ( p) with respect to the orthogonal section
S0 by
P(u) = φ(T, h(u)).
The properties of the parametrization s(·, ·, ·) guarantee that P is indeed a Poincaré

map. By construction it follows for the differential of P at p
d p P = Z (T, p), (7.46)

where Z (T, p) : T ⊥ ( p) → T ⊥ ( p) denotes the fundamental operator solution of

(7.17) at time t = T. The assumption of the corollary is equivalent to the existence
of an unbounded solution of system (7.17), say, z(·). We start from the contrary and
suppose that γ ( p) is stable. Then we find an open set U0 ⊂ U ∩ V such that all iterates
P k , k ∈ N, of the Poincaré map P : U → V exist on U0 . For sufficiently small δ0 > 0
we introduce the map h 0 : B ⊥ ( p, δ) → U0 given by h 0 (u(r, υ)) := φ(0, r, υ). Then
by the properties of the parametrization s(·, ·, ·) this map is a diffeomorphism. We
introduce further a map qk : [0, δ) → T p S0 = T ⊥ ( p) given by
qk (r ) := exp−1
p (P (h 0 (u(r, υ)))),
k
where r ∈ [0, δ) and υ ∈ T ⊥ ( p), |υ| = 1, are such that u = u(r, υ) = exp p (r υ).
Using Taylor’s formula and qk (0) = 0Tp S we obtain
|qk (r )| = |qk (0) + o(r )|r = (|qk (0)| + o(r ))r.
By definition it holds qk (0) = d p P k ∂r∂ h 0 (u(r, υ))|r =0 . With ∂

h (u(r, υ))|r =0
∂r 0
=
D2 φ(0, 0, υ) = υ we have qk (0) = T p P k υ. Thus
|qk (r )| = (|d p P k υ| + o(r ))r,
for arbitrary k ∈ N. Take now r ∈ [0, δ) fixed and υ := z(0). Using the abbreviation
u := h 0 (u(r, υ)) we get with (7.46)

|qk (r )| = (|z(kT )| + o(r ))r.
But the solution z(·) of (7.17) is unbounded, therefore the last contradicts the assumed
stability of γ ( p).
Remark 7.8 For a T -periodic orbit γ ( p) the n − 1 multipliers different from the
one which is the eigenvalue corresponding to F( p) coincide with the eigenvalues
of the fundamental operator solution Z (T, p) : T p⊥ M → T p⊥ M. Obviously, in this
case the assumption of the first part of Corollary 7.1 is an equivalent formulation of
the Andronov-Vitt condition [2, 6].
We now propose a condition [21] sufficient for the exponential stability of the zero
solution of (7.17). For any u ∈ M denote by λ1 (u) ≥ · · · ≥ λn (u) the eigenvalues
of the symmetric part of the covariant derivative S∇ F(u) ordered with respect to
their size and multiplicity.
Theorem 7.3 If for an orbit γ ( p) of (7.12) with γ ( p) ∈ B O+ there exists a number

κ > 0 and a sequence {t j } j∈N of positive numbers satisfying lim t j = ∞, 0 <
j→+∞
t j+1 − t j ≤ κ for j = 1, 2, . . . and such that
$t j
1
sup λ1 (ϕ t ( p)) + λ2 (ϕ t ( p)) dt < 0, (7.47)
j∈N j
0
then the orbit γ ( p) is asymptotically stable.

Proof We distinguish between the case where the orbit is attracted by an equilibrium
point in U and the case where it is not, and handle the first case completely analogously
as in the proof of Theorem 7.2. In the other case, where relation (7.35) is valid, the
first steps are also similar to the proof of Theorem 7.2. Consider the solution w(·) :=
y(·) ∧ F(ϕ (·) ( p)) of (7.23), where y(·) is a solution of (7.13) with |y(0) ∧ F( p)| = 0
and with properties as in the proof of Theorem 7.2. Let us couple y(·) with a solution
z(·) of (7.17) by means of z(t) = y(t) + μ(t)F(ϕ t ( p)). Then we have already shown
that |w(t)| = |z(t)| · |F(ϕ t ( p))| > 0 for t ≥ 0. A straightforward calculation shows
that for all t ≥ 0
d
|w(t)|2 = 2((S∇ F(ϕ t ( p)))2 υ(t), υ(t))|w(t)|2 ,
dt
where υ(t) = w(t)/|w(t)|. Integrating both sides of the last equality on [0, t] leads
to ⎧ t ⎫
⎨$ ⎬
|w(t)| = |w(0)| exp ((S∇ F(ϕ τ ( p)))2 υ(τ ), υ(τ ))dτ .
⎩ ⎭
0
This gives
⎧ t ⎫
⎨$ ⎬ |F( p)|
|z(t)| ≤ |z(0)| exp λ1 (ϕ τ ( p)) + λ2 (ϕ τ ( p)) dτ (7.48)
⎩ ⎭ |F(ϕ t ( p))|
0
for arbitrary t ≥ 0. Since this holds for an arbitrary non-zero solution of (7.17)
|F(u)|
and supu,u ∈γ+ ( p) |F(u )| < C 1 is satisfied with the constant C 1 , we conclude that the
operator norm of Z (t, p) : T ⊥ ( p) → T ⊥ (ϕ t ( p)), i.e. of the fundamental operator

solution of system (7.17), satisfies
⎧ t ⎫
⎨$ ⎬
|Z (t, p)| ≤ C1 exp λ1 (ϕ τ ( p)) + λ2 (ϕ τ ( p)) dτ . (7.49)
⎩ ⎭
0
The assumption of the theorem implies that there exist an index j0 ∈ N and some
number ε > 0 such that for all times t j with j ≥ j0
$t j

λ1 (ϕ τ ( p)) + λ2 (ϕ τ ( p)) dτ < − jε. (7.50)
0
Let t ≥ t j0 be arbitrary. Then there is an index j ≥ j0 such that t ∈ [t j , t j+1 ]. Since

F is C l -smooth, and fulfills the above condition and since γ+ ( p) is bounded and
&κ

|t j+1 − t j | < κ we have sup λ1 (ϕ t (u)) + λ2 (ϕ t (u))dt < +∞. Using (7.49),
u∈γ+ ( p) 0
(7.50), the relations t j ≤ jκ and t < t j + κ, finally we find a constant C > 0 such
that
ε
|Z (t, p)| ≤ Ce− κ t (7.51)
is valid for t ≥ 0. Thus, the zero solution of (7.17) is exponentially stable. Applying
Corollary 7.1 provides the assertion of Theorem 7.3.
Remark 7.9 If γ ( p) ∈ B O+ is a T -periodic orbit of (7.12) then condition (7.47)

takes the form $ T
[λ1 (ϕ t ( p)) + λ2 (ϕ t ( p))]dt < 0,
0
which guarantees the asymptotic stability of the orbit. If we introduce on M a new

metric tensor by g|u := ρ 2 (u)g|u by means of ρ(u) := e V (u)
2
, where V is a smooth
function on M, the eigenvalues λi of the symmetric part of ∇ F(u) (the covariant
derivative with respect to the new metric tensor) are λi = λi + V̇2 , i = 1, 2, . . . , n ,
where V̇ ≡ L F V is the Lie derivative of V in direction of the vector field F. Thus

λ1 +
λ2 = λ1 + λ2 + V̇ . It follows that the condition
$ T
[λ1 (ϕ t ( p)) + λ2 (ϕ t ( p)) + V̇ (ϕ t ( p))]dt < 0
0
is sufficient for the asymptotic stability of the T -periodic orbit γ ( p). The last condi-
tion is often used for M = Rn in investigations with Lyapunov functions of orbital
or Zhukovskii stability of periodic solutions (see [19, 32]).
Example 7.3 Consider the equation
u̇ = f (u) (7.52)
with a C l -vector field f : Rn → Rn (l > 1). Suppose that the flow ϕ (·) (·) : R ×
Rn → Rn of (7.52) exists. We introduce the subgroup of Rn
m

Γ := ki di |ki ∈ Z , (7.53)
i=1
where m ≤ n, {di }i=1

m
are linearly independent vectors in Rn . The vector field (7.52) is
supposed to have the property f (u + ϑ) = f (u) for every ϑ ∈ Γ and every u ∈ Rn .
In this case system (7.52) is called pendulum-like with respect to Γ [23].
Note that a broad class of differential equations with angular coordinates in
mechanics, phase-synchronization and other fields can be considered as pendulum-
like systems. For the flow of (7.52) we have then the equivariance propery ϕ t (u +
ϑ) = ϕ t (u) + ϑ for every u ∈ Rn , t ∈ R and ϑ ∈ Γ . Therefore, system (7.52) can
be interpreted as vector field F on the flat cylinder Rn /Γ (m < n) or on the flat torus
(m = n), respectively (see Sect. A.1, Appendix A).
A solution ϕ (·) ( p) of (7.52) is called a cycle of the second kind if there exists a
number T > 0 and some ϑ ∈ Γ \{0}, such that ϕ T ( p) = p + ϑ. We call the minimal
positive number T with this property the period of ϕ (·) ( p). Note that any cycle of the
second kind of (7.52) becomes closed for the vector field F on the cylinder or torus.
We will now consider a system (7.52) in R2 of the form
ẋ1 = a sin x1 + b, ẋ2 = −x2 (7.54)
with parameters b > a > 1. Since the right-hand side f of (7.54) is 2π -periodic with
respect to the coordinate x1 , the system can be interpreted as vector field on the flat
cylinder R2 /Γ with respect to the subgroup Γ := {k(2π, 0)|k ∈ Z} of R2 .
On account of the assumption b > a the circle {(x1 , 0)|x1 mod 2π } coincides with
a closed orbit of system (7.54) on R2 /Γ , which we denote by γ . Consider a solution
ϕ(·) of (7.54) which corresponds to γ . Then ϕ(·) is of the form ϕ(t) = (x 1 (t), 0).
The variational system (7.13) with respect to ϕ(·) is given by
ẏ1 = a cos x 1 · y1 , ẏ2 = −y2 . (7.55)
Since f (ϕ(t)) = (a sin x 1 (t) + b, 0), the vectors in T ⊥ ((x 1 , 0)) are of the form z =
(0, x) with x ∈ R. Observe that the differential equations in system (7.54) for the
tangent and the orthogonal directions are not coupled along γ . Thus, the restriction
of system (7.17) to T ⊥ ((x 1 (t), 0)) can simply be written as differential equation for
x, given by
ẋ = −x . (7.56)
It is obvious that the trivial solution of the system in normal variations (7.56) is
exponentially stable and Corollary 7.1 provides that the orbit γ is asymptotically
stable.
Example 7.4 Consider the geodesic flow (see Sect. A.8, Appendix A) on a compact
Riemannian manifold (M, g) of dimension n and of class C m (m ≥ 3). The geodesics
c p,υ (·) are obtained as solutions of the second order differential equation
D ċ p,υ
(t) = 0 (7.57)
dt
with initial conditions c p,υ (0) = p ∈ M and ċ p,υ (0) = υ ∈ T p M, which is given
in local coordinates of a chart x around some initial p by
ẍ k + Γikj ẋ i ẋ j = 0. (7.58)
The geodesic flow is given by the map φ : R × T M → T M with φ(t, ( p, υ)) =

ċ p,υ (t). We use the notation φ t ( p, υ) ≡ φ(t, ( p, υ)). System (7.58) is equivalent to
the first order system (7.12) on the product manifold M × T M given by
u̇ = υ , υ̇ = G (u, υ), (7.59)
where G : M × T M → T T M is determined in local coordinates of the chart x

through (7.58) by υ̇ i = −Γ jki υ j υ k and υ j are the coordinates of υ.
The tangent space Tυ T M at any υ ∈ T p M is isomorphic to T p M × T p M, so that
w ∈ Tυ T M can be identified with a pair (w1 , w2 ) ∈ T p M × T p M. Now we con-
sider the splitting of w ∈ Tυ T M into parts dπ(w) and Cw, where dπ : Tυ T M →
T p M denotes the differential of the projection map π : T M → M, π(( p, υ)) = p,
defined by dπ(w) = w1 and C denotes the connection map given in local coordinates
j
of some chart x around p by (Cw)i = w2i + Γ jki w1 υ k .
A Jacobi field y(·) : t → Tc(t) M along a geodesic c(t) is a solution of the Jacobi
equation
D2 y
+ K (t)y = 0, (7.60)
dt 2
where K (t)υ = R(υ, ċ(t))ċ(t) and R denotes the Riemannian curvature tensor
(see Sect. A.9, Appendix A). If we identify the differential d p,υ φ t : Tυ T M →
Tφ t ( p,υ) T M at any w ∈ Tυ T M with the pair (dπ(d p,υ φ t w), Cd p,υ φ t w) then the
Jacobi equation, written as a first order system on T M × T M, is the variational
system (7.13) with respect to an integral curve (c p,υ (·), φ (·) ( p, υ)) of system (7.60)
(see [7, 16, 30]).
Let y(·) be a Jacobi field along some geodesic c(·). Then y(·) can be split into a
tangent part y T in direction of ċ and a part y ⊥ = y − y T ∈ T ⊥ (c(t)). Both y T (·) and
2 T ⊥
y ⊥ (·) are Jacobi fields along c(·) and further Ddty2 = 0 (see [16]) and ( Dy dt
, ċ) = 0.
This gives that the integral curve
Dy ⊥
z(t) = (z 1 (t), z 2 (t)) := (y ⊥ (t), (t))
dt
is the solution of the system in normal variations (7.17) of system (7.60) with respect
to (c p,υ (·), φ (·) ( p, υ))
Dz 1 Dz 2
= z 2 (t), = −K (t)z 1 . (7.61)
dt dt
Now we want to investigate the stability behaviour of closed geodesics using
Corollary 7.1. On the base of our general criterion we show the orbital instability of
closed geodesics on negatively curved manifolds, which is of course not surprising
because of the hyperbolic and expansive character of such a geodesic flow [7, 30].
Since the geodesics are curves of constant velocity we can restrict our investigation
to the geodesic flow on the unit tangent bundle SM := {(u, υ) ∈ T M | u ∈ M, υ ∈
Tu M, |υ| = 1}. Let Su M denote the unit tangent space at the point u ∈ M. Fix an
arbitrary geodesic c p,υ (·) with initial velocity υ ∈ S p .
Let us indicate that an appropriate way to write system (7.61) in the bundle of
transversal sections is to use Fermi coordinates along c p,υ (·). This means to take
an orthonormal base {ei (0)}i=1 n−1
of T ⊥ (c p,υ (0)) and to generate an orthonormal base
⊥
{ei (t)}i=1 in T (c p,υ (t)) by parallel transport along c p,υ (·). To define a base in
n−1
Tc p,υ (t) M the tupel {ei (t)}i=1

n−1
is accomplished by ċ p,υ (t) for any time t ∈ R. The
construction implies that dt = 0 for i = 1, . . . , n − 1.
Dei
An arbitrary Jacobi field with initial condition in T ⊥ (υ) × T ⊥ (υ) can be written as
y(t) = ν i (t)ei (t) with C m−1 -functions ν i : R → R and we obtain Dy dt
(t) = ν̇ i (t)ei (t)
D2 y
and dt 2
(t) = ν̈ i ei (t). Hence, replacing the expressions in (7.61) leads to
ν̈ i + K ij ν j = 0, (7.62)
where K ij := (R(ei , ċ)ċ, e j ). We define in Tυ T M the norm

!
|w| = |dπ(w)|Tp M + |Cw|Tp M .
Suppose now that the sectional curvature on M is negative, say, bounded by a

constant −k 2 < 0. Note, that for υ ∈ S p M and any Jacobi field y(·) along c p,υ (·)
holds
(K (t)y(t), y(t)) ≤ −k 2 (y(t), y(t))
for all t ≥ 0. Let Kδ denote the cone, generated by all vectors z ∈ T T M written
(z ,z 2 )T p M
as z = (z 1 , z 2 ) = (dπ(z), C z) which satisfy 1 |z| ≥ δ. A result from [16] says,
that in this situation any such cone Kδ is invariant if δ > 0 is sufficiently small and
further, that there exists a constant ε0 > 0, for which each solution z(·) of (7.61) with
z(0) ∈ Kδ satisfies
d
|z(t)| > ε0 |z(t)|.
dt
This implies |z(t)| ≥ |z(0)|eε0 t for t ≥ 0 and establishes the Lyapunov instability
of the trivial solution z ≡ 0Tυ T M of (7.61). Finally, the application of the second
part of Corollary 7.1, (b) provides that all periodic solutions (c p,υ (·), φ (·) ( p, υ)) are
orbitally unstable and, therefore, all closed geodesics with unit speed are orbitally
unstable.
7.2.4 Characteristic Exponents
Let us consider again on the Riemannian manifold (M, g) the vector field f : M →
T M generating (7.12) and the associated variational equation (7.13) along a solution
ϕ (·) ( p)(·) (u) with the operator solution Y (·, u) normed at t = 0. For such a point
u ∈ M and an arbitrary vector υ ∈ Tu M, υ = 0Tu M , the number
1
χ (u, υ) = lim sup ln |Y (t, u)υ| (7.63)
t→∞ t
is called the characteristic exponent of (7.12) (or of the flow {ϕ (·) ( p)t }) at u ∈ M in
direction υ (see e.g. [30]). Furthermore, we need for k = 1, . . . , n the singular values
of Y ∧k (t, u), i.e., the square roots of the eigenvalues of the positive definite linear
operator (Y ∧k (t, u))∗ Y ∧k (t, u) : k Tu M → k Tu M. These singular values we
denote by α1(k) (t, u) ≥ . . . ≥ α (k)n (t, u), whereas for the singular values of Y (t, u)
(k)
we simply write α1 (t, u) ≥ . . . ≥ αn (t, u).
We continue by listing some well-known properties of the characteristic exponents
(see [29, 30] and, for the case of Rn , [4]).
Lemma 7.9 Let u ∈ M be some point such that the corresponding semi-orbit γ+ (u)
of (7.12) is bounded. Then the following holds:
(1) −∞ < χ (u, υ) < ∞, for all υ ∈ Tu M with υ = 0Tu M ;
1 (u) > . . . >
(2) χ (u, ·) possesses at most n different values, which we denote by χ
N (u) (u) according to size, where 0 < N (u) ≤ n;
χ
(3) provided that in a neighborhood of γ+ (u) no equilibrium point of (7.12) is
contained, then at least one value χ i (u) vanishes.
Proof Here we only give a proof of 3) in order to show briefly in which direction the
characteristic exponent is equal to zero. It appears that in the vector field direction
f (u) at u ∈ M the characteristic exponent always vanishes. Indeed, by the assump-
tion that γ+ (u) ⊂ U for some open bounded set U ⊂ M there exists a constant C > 0
such that sup p∈U | f ( p)| < C holds and since f (ϕ (·) ( p)(·, u)) is a solution of (7.13)
by definition (7.63) we have
1 1
χ (u, f (u)) = lim sup ln | f (ϕ (·) ( p)t (u))| ≤ lim ln C = 0.
t→∞ t t→∞ t
Since the additional assumption of 3) implies inf t≥0 | f (ϕ (·) ( p)t (u))| > 0, we obtain
by an analogous argumentation that χ (u, f (u)) ≥ 0.
We call χ
1 (u) > . . . > χ
N (u) (u) the characteristic exponents of (7.12) in u (or of
the semi-orbit γ+ (u).)
More in general, for an arbitrary u ∈ M, k = 1, . . . , n and arbitrary w ∈ k Tu M
we define the characteristic exponents of (7.12) of order k at u ∈ M in direction
w = 0 k Tu M (see [29]) by
1
χ (k) (u, w) = lim sup ln |Y ∧k (t, u)w|. (7.64)
t→∞ t
Obviously, the above definition (7.63) coincides with (7.64) for the case k = 1, so
χi (u, υ) = χi(1) (u, υ) are, in fact, the characteristic exponents of first order. From
Lemma 7.9 we obtain analogous properties 1) and 2) for the characteristic exponents
of k-th order. This is due to the fact that we only replace the operator solution Y (t, u)
of (7.13) normed at t = 0 operating in the n-dimensional linear space Tϕ (·) ( p)t (u) M
by the operator solution Y ∧k (t, u) of (7.21)
normed at t = 0 operating
in the linear
space k Tϕ (·) ( p)t (u) M of dimension nk . Hence there are at most nk different values
of χ (k) (u, ·) for every k = 1, . . . , n. We denote them by χ 1(k) (u) > . . . > χ
N(k)(k,u)
n
ordered with respect to size, where 0 < N (k, u) ≤ k , and call them characteristic
exponents of (7.12) of order k at u (or of the semi-orbit γ+ (u)). In particular, for k = n,
there is exactly one value χ (n) (u, w) = χ 1(n) (u) for any nonzero w ∈ n Tu M and
by definition (7.64) we have
1
1(n) (u) = lim sup
χ ln |det Y (t, u)|. (7.65)
t→∞ t
The next lemma indicates the relationship between the characteristic exponents
of order k and the singular values of Y ∧k (t, u), which will prove later to be of great
importance in analyzing the stability behavior of the underlying dynamical system.
Lemma 7.10 For arbitrary u ∈ M and k ∈ {1, . . . , n}

1(k) (u) = lim sup 1t ln α1(k) (t, u) and
(1) χ
t→∞
k
(2) for all nonzero w = w1 ∧ . . . ∧ wk ∈ Tu M holds
χ (k) (u, w) ≤ χ (u, w1 ) + · · · + χ (u, wk ). (7.66)
Proof We prove assertion (1) for k = 1. ( For arbitrary k one proceeds analogously.)
Let {yi } be an orthonormal base with respect to (·, ·)Tu M of Tu M. Since χ
1 (u) is the
largest characteristic exponent at u in any direction the relation
χ (u, yi ) ≤ χ
1 (u) (7.67)
is valid for each i ∈ {1, . . . , n}. Let us for any t ≥ 0 denote by υ1 (t) an eigenvector of
Y (t, u)∗ Y (t, u) corresponding to the eigenvalue α12 (t, u), normalized by |υ1 (t)| = 1.
Then there exist functions ai (t) such that
n
υ1 (t) = ai (t)yi
i=1
and, consequently, |ai (t)| ≤ 1 for all t ≥ 0. Since

n
α1 (t, u) = |Y (t, u)υ1 (t)| ≤ |ai (t)||Y (t, u)yi |,
i=1
we find for any t ≥ 0 an index k = k(t) ∈ {1, . . . , n} such that
1
|Y (t, u)yk | ≥ α1 (t, u). (7.68)
n
It follows that for any sequence ti → ∞ there is a subsequence which we also denote
by {ti }i and a fixed index j ∈ {1, . . . , n} such that
1
|Y (ti , u)y j | ≥ α1 (ti , u) for i = 1, 2, . . . (7.69)
n
is satisfied. From this we obtain for all i
1 1 1
ln |Y (ti )y j | ≥ ln α1 (ti , u) − ln n,
ti ti ti
so according to (7.63) and (7.67) we have
1
1 (u) ≥ χ (u, y j ) ≥ lim sup
χ ln α1 (t, u).
t→∞ t
The opposite inequality is obvious since |Y (t, u)υ| ≤ |Y (t, u)| = α1 (t, u) holds for
all υ ∈ Tu M and all times t ≥ 0. The statement 2) follows immediately from the
fact that the supremum over a sum is always less than or equal to the sum over the
suprema.
Now we want to derive some estimates for the characteristic exponents of (7.12)
at u ∈ M in terms of the right hand-side of the variational system (7.21), which
will be needed in the sequel. Let k ∈ {1, . . . , n} be arbitrarily chosen and let w(·)
be an arbitrary nonzero solution of (7.21) considered with respect to ϕ (·) ( p)(·) (u).
Remembering that |w(t)|2 = (w(t), w(t))) k T (·) t M we obtain
ϕ ( p) (u)
d w(t) w(t)
ln |w(t)|2 = 2 (S∇ f (ϕ (·) ( p)t (u))k ,
dt |w(t)| |w(t)|
and
$t
w(τ ) w(τ )
ln |w(t)| = ln |w(0)| + (S∇ f (ϕ (·) ( p)τ (u))k , dτ (7.70)
|w(τ )| |w(τ )|
0
for all t ≥ 0, where S∇ f (·) is as above the symmetric part of the covariant derivative
of f . Then by (7.64) and (7.70) we have
$t
(k) 1
χ (u, w0 ) = lim sup (S∇ f (ϕ (·) ( p)τ (u)))k υ(τ ), υ(τ ) dτ, (7.71)
t→∞ t
0
where υ(t) := w(t)/|w(t)| and w0 := w(0). In terms of the eigenvalues αi

(ϕ (·) ( p)t (u)) of S∇ f (ϕ (·) ( p)t (u)) we derive from (7.71) the estimate
$t
1
1(k) (u)
χ ≤ lim sup (α1 (ϕ (·) ( p)τ (u)) + · · · + αk (ϕ (·) ( p)τ (u)))dτ. (7.72)
t→∞ t
0
In particular, for k = n, we already mentioned that for any w0 = 0 n

Tu M exists
exactly one value χ1(n) (u) = χ (n) (u, w0 ). Then relation (7.71) gives
$t
1
1(n) (u)
χ = lim sup tr S∇ f (ϕ (·) ( p)τ (u))dτ
t→∞ t
0
$t
1
= lim sup div f (ϕ (·) ( p)τ (u))dτ. (7.73)
t→∞ t
0
$t
1
= lim sup (α1 (ϕ (·) ( p)τ (u)) + · · · + αn (ϕ (·) ( p)τ (u)))dτ.
t→∞ t
0
7.2.5 Orbital Stability Conditions in Terms of Exponents
We come back now to the orbital stability investigation beginning with a criterion
for orbital stability of arbitrary bounded solutions written in terms of characteristic
exponents.
Theorem 7.4 Suppose that for an orbit γ (u) of (7.12) with u ∈ W+ the largest
characteristic exponent of order 2 satisfies
1(2) (u) < 0.

χ
Then the orbit γ (u) is asymptotically stable.
Proof The assumptions of the theorem and statement 1) of Lemma 7.10 provide that
for sufficiently large t > 0
1
ln α1(2) (t, u) ≤ −κ < 0, (7.74)
t
χ1(2) (u). Therefore

where for brevity κ := −
|Y ∧2 (t, u)| = α1(2) (t, u) ≤ e−κt

holds for sufficiently large t > 0. This yields that the trivial solution of (7.23) is
asymptotically stable in the sense of Lyapunov and Theorem 7.2 can be applied.
Remark 7.10 Consider now a T -periodic orbit γ (u) of system (7.12). It is well-
known that the Lyapunov exponents ν of an invariant measure concentrated an γ (u)
are related to the multipliers ρi by (see e.g. [8])
1
ν(u) = ln |ρi (u)|, i = 1, . . . , n. (7.75)
T
This confirms incidently that one of them is equal to zero. On account of the
Andronov-Witt theorem we conclude that if λ1 (u) = 0 and λ2 (u) < 0 then the orbit
is asymptotically stable.
For completeness we formulate an orbital stability result that was proved in [27].
One easily checks that the second statement of this theorem is simply the appropriate
formulation of Theorem 7.3 for the case of a periodic orbit.
Theorem 7.5 Let γ (u) be a T -periodic orbit of system (7.12). Let λ1 (·) ≥ λ2 (·) be
the largest two eigenvalues of S∇ f (·). Suppose that one of the conditions
(1) ρ2 (u) < 1,
&T
(2) λ1 (ϕ (·) ( p)t (u) + λ2 (ϕ (·) ( p)t (u)) dt < 0
0
is satisfied. Then γ (u) is asymptotically stable.
7.2.6 Estimating the Singular Values and Orbital Stability
In this subsection we continue studying the fundamental operator solution Y (t, p)

of the variational system (7.13) along a solution ϕ t ( p) of (7.12) on the manifold
(M, g). In order to use Lyapunov-type functions for upper and lower estimates of
the singular values of the fundamental operator solution of (7.13) we introduce some
formal assumptions. In the next subsection it will be shown that frequency-domain
conditions for feedback-control systems on the cylinder may effectively generate
such type of assumptions.
Let H be a map from an open and bounded set U ⊂ M into the space of linear
operators in tangent space such that
(H1) H (u) : Tu M → Tu M is a linear operator depending C m−1 -smoothly on

u and satisfying H ∗ (u) = H (u) for every u ∈ U.
Further we will suppose that H has one of the following properties:
at least k (1 ≤ k ≤ n) negative eigenvalues.
(H2a) H (u) has for any u ∈ U
at least k (1 ≤ k ≤ n) positive eigenvalues.
(H2b) H (u) has for any u ∈ U
We put Ω H (u) := {υ ∈ Tu M | (υ, H (u)υ) < 0} and

Ω H (u) := {υ ∈ Tu M | (υ, H (u)υ) > 0} for any u ∈ U.
Consider a solution ϕ t ( p) of (7.12) and denote the singular values of the funda-
mental operator solution Y (t, p) of the variational system (7.13) by α1 (t, p) ≥ · · · ≥
αn (t, p).
Proposition 7.17 Let H be a map on the open and bounded set U ⊂ M with prop-
erties (H1) and (H2a). Let U ⊂ M be also open with U ⊂ U and suppose that for the
orbit through p of (7.12) with γ+ ( p) ⊂ U there exists a real function θ : R+ → R
such that
(y(t, υ), H (ϕ t ( p))∇ f (ϕ t ( p))y(t, υ)) + (y(t, υ), dt
D
(H (ϕ t ( p))y(t, υ)))
+ 2θ (t)(y(t, υ), H (ϕ t ( p))y(t, υ)) ≤ 0 (7.76)
for all solutions y(·, υ) of (7.13) with y(0, υ) = υ ∈ Ω H ( p) and for all such times
t ≥ 0 for which y(t, υ) ∈ Ω H (ϕ t ( p)). Then
&t
− θ(τ )dτ
αk (t, p) ≥ βe 0 for all t ≥ 0
with some constant β > 0.

Proof Fix an arbitrary υ ∈ Ω H ( p) and consider the solution y(·, υ) of the variational
system (7.13) with y(0, υ) = υ and the auxiliary function V : R+ → R given by
V (t) := (y(t, υ), H (ϕ t ( p))y(t, υ)). Obviously, V (0) < 0 holds. By the continuity
of the solution of (7.12) and (7.13) we can argue that there is a time t0 = t0 (υ) > 0
such that y(t, υ) ∈ Ω H (ϕ t ( p)) for all t ∈ [0, t0 ]. Therefore inequality (7.76) reads
as
V̇ (t) + 2θ (t)V (t) ≤ 0 for all t ∈ [0, t0 ]. (7.77)
Since (7.77) can be written as

⎛ ⎞
&t
d ⎝ 2 θ(τ )dτ
V (t) e 0 ⎠≤0 for all t ∈ [0, t0 ],
dt
we conclude that
&t
−2 θ(τ )dτ
V (t) ≤ V (0) e 0 for all t ∈ [0, t0 ]. (7.78)
From V (0) < 0 and (7.78) we obtain that the solution y(t, υ) stays inside ΩH (ϕ t ( p))
for all finite times t ≥ 0. This implies that (7.77) as well as (7.78) hold for all t ≥ 0.
Hence by definition of V we have
&t
−2 θ(τ )dτ
(y(t, υ), H (ϕ ( p))y(t, υ)) ≤ (υ, H ( p)υ)e
t 0 (7.79)
for all t ≥ 0 and υ ∈ Ω H ( p). From property (H2a) we know that for every u ∈ U
the linear operator H (u) has at least k negative eigenvalues αn−k+1 (H (u)) ≥ . . . ≥
αn (H (u)). Thus, on account of the symmetry of H (u) we can construct a subspace
L j (u) of Tu M of dimension j ≥ k generated by a system of eigenvectors which
correspond to these k eigenvectors of H (u). Obviously, L j (u) ⊂ Ω H (u) holds. Now
put β := sup αk (Hαn((H
p))
(u))
. From the symmetry of H (u) for every u ∈ U and with (7.79)
u∈U
we derive
&
t
− θ(τ )dτ
|Y (t, p)υ| ≥ β|υ|e 0
for all υ ∈ L j ( p) and t ≥ 0. Applying Lemma 7.6, finishes the proof.
Remark 7.11 The condition of Proposition 7.17 generalizes the eigenvalue con-
dition for the covariant derivative ∇ F given with H (u) ≡ idTu M in the form
(y(t, υ), ∇ F(ϕ t ( p))y(t, υ)) ≤ −θ (t)|y(t, υ)|2 for t ≥ 0 with respect to the solu-
tions of (7.12) and (7.13). Note, that in case U = M for a compact manifold M
property (H1) guarantees that the family of bilinear forms
g (u; υ, w) = g(u; υ, H w)
generates a pseudo Riemannian metric on M and the subspaces L j (u) appearing in
the proof of Proposition 7.17 are constructed in such a way that these bilinear forms
are positive when restricted to L j (u).
Consider now the adjoint to (7.13) variational system
Dy
= −∇ F ∗ (ϕ t ( p))y. (7.80)
dt
Notice that the fundamental operator solution of (7.80) having the identity at t = 0
is given by Y ∗ (−t, u) where Y (t, u) denotes the fundamental operator solution of
the variational system (7.13) satisfying Y (0, p) = idTp M .
Proposition 7.18 Let H be a map on an open and bounded set U ⊂ M with prop-

erties (H1) and (H2b). Let further U ⊂ M be open with U ⊂ U and suppose that for
the orbit through p of (7.12) with γ+ ( p) ⊂ U there exists a real function θ : R → R
such that
(y(t, υ), H (ϕ t ( p))∇ F ∗ (ϕ t ( p))y(t, υ)) + (y(t, υ), dt
D
(H (ϕ t ( p))y(t, υ)))
+ 2θ (t)(y(t, υ), H (ϕ t ( p))y(t, υ)) ≤ 0 (7.81)
for all solutions y(·, υ) of (7.80) with y(0, υ) = υ ∈ Ω H ( p) and for all such times
t ≥ 0 for which y(t, υ) ∈ Ω H (ϕ t ( p)). Then
&t
− θ(τ )dτ
αn−k+1 (t, p) ≤ βe 0 for all t ≥ 0 (7.82)
with constant β > 0.
Proof The argumentation is similar to that of the proof of Proposition 7.17 since the
solutions of (7.80) satisfy an inequality (7.76) which results from inequality (7.81)
if ∇ F is replaced by −∇ F ∗ , H by −H and θ by −θ .
In the next lemma we deduce sufficient conditions for the boundedness on R+ of

the largest singular value of the fundamental solution operator of (7.13).
Lemma 7.11 Assume that for an orbit of (7.12) through p the following conditions
are satisfied:
(a) α2 (t, p) → 0 as t → +∞. (7.83)
(b) There exists a solution y1 (t, p) of (7.13) and constants C1 and C2 such that
0 < C1 ≤ |y1 (t, p)| ≤ C2 for all t ≥ 0. (7.84)
Then α1 (t, p) is bounded on [0, +∞).
Proof Suppose the opposite, i.e., suppose that there exists a sequence tk → +∞
for k → +∞ such that α1 (tk , p) → +∞ for k → +∞. It follows that |Y (tk , p)| →
+∞ as k → +∞ and there exists a solution y2 (t, p) of (7.13), satisfying
|y2 (tk , p)| → +∞ as k → +∞. (7.85)
Take now the vectors y1 (0, p) and y2 (0, p) and numbers ε1 > 0, ε2 > 0 to define
the two-dimensional annular region
αy1 (0, p) + βy2 (0, p) : 0 < ε1 ≤ |αy1 (0, p) + βy2 (0, p)|
≤ ε2 , α, β ∈ R ⊂ T p M. (7.86)
We consider a point αy1 (0, p) + βy2 (0, p) from this region (7.86). We find a δ =
δ(ε1 ) > 0 such that with respect to the above sequence {tk } (or possibly with respect
to some subsequence)
|Y (tk , p)(αy1 (0, p) + βy2 (0, p)| = |αy1 (tk , p) + βy2 (tk , p)| ≥ δ (7.87)
for all k = 1, 2, . . . holds. Indeed, suppose on the contrary that such a δ does not
exist. Then we can assume the existence of bounded sequences of numbers {αk } and
{βk } generating points in the annular region (7.86) and such that
αk y1 (tk , p) + βk y2 (tk , p) → 0 as k → +∞. (7.88)

Take now convergent subsequences (we use the previous notations) αk → α and
βk → β as k → +∞ and consider two cases.
Case1: β = 0. Then it follows from (7.86) that α = 0. But, because of (7.84), this
implies that property (7.88) is impossible.
Case2: β = 0. Passing possibly to a subsequence with (7.85) we conclude that for
some δ > 0 the inequalities
|αy1 (tk , p) + βy2 (tk , p)| ≥ |βy2 (tk , p)| − |αy1 (tk , p)| ≥ δ
hold for all k ∈ N. But this contradicts (7.88). This shows that the property (7.87)
is satisfied. For an arbitrary t ≥ 0 let us take an orthonormalized system of vectors
{u j (t, p)}nj=1 in T p M such that
Y (t, p)∗ Y (t, p)u j (t, p) = α 2j (t, p)u j (t, p) ( j = 1, 2, . . . , n).
Then the vectors Y (t, p)u j (t, p), j = 1, . . . , n, are orthogonal in Tϕ t ( p) M and
|Y (t, p)u j (t, p)| = α j (t, p). Obviously, for any t ≥ 0 we have the unique represen-
tation
n
αy1 (0, p) + βy2 (0, p) = τ j (t, p, α, β)u j (t, p)
j=1
with τ j (t, p, α, β) = (αy1 (0, p) + βy2 (0, p), u j (t, p)) , j = 1, 2, . . . , n. Thus, by
(7.86)
|τ j (t, p, α, β)| ≤ |αy1 (0, p) + βy2 (0, p)| ≤ ε2 for j = 1, 2, . . . , n and t ≥ 0.

(7.89)
It follows Y (t, p) (αy1 (0, p) + βy2 (0, p))
⎛ ⎞
n n
= Y (t, p) ⎝ τ j (t, p, α, β)u j (t, p)⎠ = τ j (t, p, α, β)Y (t, p)u j (t, p).
j=1 j=1
Using (7.83) and (7.89) we get

n
n n
τ j (t, p, α, β)Y (t, p)u j (t, p) ≤ |τ j (t, p, α, β)| |Y (t, p)u j (t, p)| ≤ ε2 α j (t, p)

j=2 j=2 j=2
n
with ε2 α j (t, p) → 0 as t → +∞.
j=2
From this we conclude that with z(t) := τ1 (t, p, α, β) Y (t, p)u 1 (t, p) the esti-
mate
|αy1 (t, p) + βy2 (t, p) − z(t)| → 0 as t → +∞
Fig. 7.2 The annular region
holds. But this contradicts the fact that the image under the fundamental operator
Y (t, p) of the annular region (7.86) has property (7.87) for times tk . Further, on the
other side its image under this non-singular linear map is again an annular region as
shown in Fig. 7.2.
The next theorem contains the main stability result of this section. In Sect. 7.2.7
we will reduce the stability investigation for feedback-control systems on the cylinder
to a situation described in this theorem.
Recall that B O+ denotes the set of all orbits of (7.12) for which there exists an
open bounded set U ⊂ M containing γ+ ( p) and such that any equilibrium of system
(7.12) lying in U is asymptotically stable.
Theorem 7.6 Let γ ( p) be an orbit of (7.12) with γ ( p) ∈ B O+ and U the set con-
taining γ+ ( p). Suppose that the assumptions of Proposition 7.18 are satisfied with
respect to U, k = n − 1 and a function θ (·) which satisfies inf t∈R+ θ (t) > 0. Then
the orbit γ ( p) is asymptotically stable.
Proof Since the assumptions of Proposition 7.18 are satisfied for k = n − 1, we find
a constant B > 0 such that
&t
− θ(τ )dτ
α2 (t, p) ≤ Be 0 (7.90)
for all t ∈ R+ is valid. From this it follows that α2 (t, p) → 0 for t → +∞ and
thus condition (a) of Lemma 7.11 is satisfied. The function y1 (t, p) = F(ϕ t ( p))
is a solution of the variational equation (7.13) and the assumption γ ( p) ∈ B O+
guarantees that y1 (·, p) satisfies the condition (b) of Lemma 7.11. We conclude
with this lemma that α1 (t, p) is bounded on R+ . Denote by α1(2) (t, p) the largest
singular value of the second multiplicative compound operator Y ∧2 (t, p) which is the
fundamental operator solution of the second compound variational equation (7.23).
Since α1(2) (t, p) = α1 (t, p)α2 (t, p) for all t ≥ 0, α1 (·, p) is bounded and α2 (·, p)
satisfies (7.90), there is a constant C > 0 such that for sufficiently large t > 0
&t
α1(2) (t, p) ≤ Ce− 0 θ(τ )dτ
.
Using the assumptions on θ (·) we find a constant a > 0 such that
α1(2) (t, p) ≤ Ce−at
for sufficiently large t > 0. Since α1(2) (t, p) = |Y ∧2 (t, p)|, where | · | denotes the
associated operator norm, it follows by the last inequality that the trivial solution of
the equation (7.23) is exponentially stable. Applying now the statement of Theorem
7.2 we obtain the desired result.
7.2.7 Frequency-Domain Conditions for Orbital Stability in

Feedback Control Equations on the Cylinder
We now consider feedback control systems with one scalar nonlinearity and a linear
part written in the form
ẋ = P x + qξ, ξ = φ(w), w = (r, x), (7.91)
where P is a real n × n matrix, q and r are real n-vectors and φ : R → R is a

continuously differentiable function. We assume that φ is periodic with some period
Δ > 0, for example a sine-type function φ(w) = sin w − ρ with a constant ρ. In
order to define with (7.91) a vector field on the cylinder we suppose also that there
exists a vector d ∈ Rn , d = 0, with Pd = 0 and (r, d) = Δ. Hence we obtain a
system (7.91) which is pendulum-like with respect to the subgroup Γ generated by
the vector d. (See Example 7.3.) It follows that (7.91) can be considered as vector
field on the cylinder Rn /Γ . To explore the stability behaviour of solutions of system
(7.91) we use results from the preceeding subsection as well as the solvability of
special matrix inequalities (see Sect. 2.5, Chap. 2). It will not be difficult to verify
conditions (H1) and (H2) for system (7.91).
Here we consider only solutions ϕ(·, x0 ) of (7.91) with ϕ(0, x0 ) = x0 and γ (x0 ) ∈
B O+ on Rn /Γ. One class of such solutions are the circular solutions, i.e., solutions
of (7.91) for which there exist ε > 0 and τ ≥ 0 such that for w(t) = (r, ϕ(t, x0 ))
the inequality ẇ(t) ≥ 0 (or ẇ(t) ≤ −ε) is satisfied on [τ, ∞). We say that a circular
solution is asymptotically orbitally stable if the corresponding bounded orbit on
Rn /Γ is asymptotically stable.
The variational system (7.13) with respect to a solution ϕ(·, x0 ) of (7.91) is given
by
ẏ = P + φ ((r, ϕ(t, x0 )))qr ∗ y. (7.92)
For brevity we put u(t, x0 ) := φ ((r, ϕ(t, x0 ))). Then u(·, x0 ) is a continuous n-vector
function for fixed x0 and system (7.92) becomes
ẏ = (P + u(t, x0 )qr ∗ )y,
while the adjoint to (7.92) system becomes
ẏ = −(P ∗ + u(t, x0 )rq ∗ )y. (7.93)
Let now ϕ(·, x0 ) be a solution of (7.91) with γ (x0 ) ∈ B O+ . We assume that there
are given a Hermitian form F(·, ·) : C × Cn → R, a real n-vector c and a number
ε > 0 such that
F((c, z), z) ≥ ε(c, z)2 (7.94)
for all z ∈ Rn and

F(u(t, x0 )(q, z), z) ≥ 0 (7.95)
for all t ≥ 0 and z ∈ Rn . We can establish the following result [21].
Theorem 7.7 Consider (7.91) and suppose that the pair (P ∗ , r ) is controllable and
that c is an n-vector such that the pair (P ∗ , c) is observable. Let γ (x0 ) ∈ B O+ and
suppose that F(ξ, z) is a Hermitian form such that with respect to c and u(t, x0 ) :=
φ ((r, ϕ(t, x0 ))) the inequalities (7.94) and (7.95) are satisfied. Let κ > 0 be some
number such that the following conditions hold:
(1) The matrix P ∗ + r c∗ + κ I has at least n − 1 eigenvalues with negative real
part.
(2) F(ξ, [(iω − κ)I − P ∗ ]−1r ξ ) ≤ 0 for all ξ ∈ C, ω ∈ R with
det [(iω − κ)I − P ∗ ] = 0.
Then the solution ϕ(·, x0 ) is asymptotically orbitally stable.
Proof Because of the controllability of (P ∗ , r ) and the assumption 2) of the theorem

the Yakubovich-Kalman theorem (Theorem 2.7, Chap. 2) guarantees the existence
of a real n × n matrix H = H ∗ satisfying
2(H [P ∗ + κ I ]y + r ξ, y) + F(ξ, y) ≤ 0 for all y ∈ Rn and ξ ∈ R. (7.96)
We take, in particular, ξ = (c, y) in (7.96) and use (7.94) to obtain
2(H [P ∗ + r c∗ + κ I ]y, y) ≤ −ε(c, y)2 for all y ∈ Rn . (7.97)
Applying Lemma 2.7, Chap. 2, we see that the observability of the pair (P ∗ , c),
assumption 1) of the theorem, and (7.97) provide that H has at least n − 1 positive
eigenvalues.
If we put ξ = u(t, x0 )(q, y) in (7.96) and use the inequality (7.95) we derive from
(7.96)
(H [P ∗ + u(t, x0 )rq ∗ ]y, y) + κ(H y, y) ≤ 0 for all y ∈ Rn and t ≥ 0.

Taking now M = Rn , U = U (the bounded set containing γ (x0 )) and H (u) ≡ H

on U, we see that for H the assumptions (H1) and (H2b) and the inequality (7.81)
with θ (t) ≡ κ2 are satisfied. Thus, we can apply Theorem 7.6 to conclude that the
orbit γ (x0 ) of (7.91) is asymptotically stable.
Consider now the transfer function of the linear part of (7.91)
W (z) = r ∗ (P − z I )−1 q, (7.98)
which is defined for all z ∈ C with det(P − z I ) = 0. Notice that under our assump-
tion W (·) is a rational function of the form W (z) = R(z)/N (z), where N (z) =
det(z I − P) and R(z) is a polynomial of degree less than n. We say that W (·) is
non-degenerate if the polynomials R(·) and N (·) are coprime. It is well-known that
W (·) is non-degenerate if and only if the pair (P, q) is controllable and the pair
(P, r ) is observable (see [35]).
Notice further that W is non-degenerate if and only if W ∗ is non-degenerate.
Corollary 7.2 Consider system (7.91) and let γ (x0 ) ∈ B O+ . Suppose that the trans-
fer function W (·) of (7.91) is non-degenerate and that there exists a number κ > 0
such that the following conditions are fulfilled:
(1) The matrix P ∗ + κ I has at least n − 1 eigenvalues with negative real part;
(2) There are numbers κ1 < 0 < κ2 such that for u(t, x0 ) := φ ((r, ϕ(t, x0 ))) we
have
κ1 ≤ u(t, x0 ) ≤ κ2 for all t ≥ 0 and

|W (iω − κ)|2 + κ1−1 + κ2−1 Re W (iω − κ) ≤ −κ1−1 κ2−1 (7.99)
for all ω ∈ R.
Then the solution ϕ(·, x0 ) is asymptotically orbitally stable.
Proof We consider in C × Cn the Hermitian form

F(ξ, y) := 2Re (q ∗ y − κ1−1 ξ )∗ (q ∗ y − κ2−1 ξ ) .
Then condition (2) of the present corollary implies condition (2) of Theorem
7.7 for this particular form F. We define the vector c = δq, where δ = 0 is a
sufficiently small number such that the matrix P ∗ + δrq ∗ + κ I , as in condition
n − 1 eigenvalues
(1), hasalso at least with negative real part and the inequality
ε := δ12 1 − κ1−1 δ 1 − κ2−1 δ > 0 holds. It follows immediately that the inequali-
ties (7.94), (7.95) and condition 1) of Theorem 7.7 are satisfied and this theorem is
applicable.
A large class of pendulum-like systems can be written in the second canonical

form (see [20, 23]) as
ẋ = Ax + bφ(w), ẇ = (c, x) + b φ(w), (7.100)
where A is a real m × m matrix, b and c are real m-vectors, φ(·) is a Δ-periodic

function on R and b is a parameter. System (7.100) can easily be brought into
feedback form (7.91) by choosing n = m + 1 and
⎡ ⎤
0
* + * + ⎢ .⎥
A 0 b ⎢.⎥
P= ∗ , q = , r = ⎢ . ⎥.
c 0 b ⎣0⎦
1
We conclude that system (7.100) is pendulum-like with respect to the subgroup Γ

which is generated by the vector d = Δr . The transfer function of (7.100) is given by
W (z) = 1/z[(c, (A − z I )−1 b) − b ]. In analyzing the stability behaviour of circular
solutions of (7.100), the flat cylinder interpretation makes it possible to apply the
above results. In particular, Corollary 7.2 requires that for a certain κ > 0 the matrix
P ∗ + κ I possesses n eigenvalues with negative real part and that the transfer function
W (·) satisfies an appropriate frequency-domain condition.
In the sequel we suppose that the nonlinearity φ(w) in system (7.100) does not
have zeros, i.e., φ(w) = 0 for all w ∈ R, that the matrix A has only eigenvalues with
negative real part and (c, A−1 (b) = b . In this case it is well-known ([23], p.128)
that there exists a cycle of the second kind and all solutions of system (7.100) are
circular ones. In addition system (7.100) is dissipative in the cylindrical phase space
(see Sect. 1.2, Chap. 1), i.e., there exists a number D such that for any solution
(x(t), w(t)) of (7.100) we have lim sup |x(t)| ≤ D. From this and from Corollary
t→+∞
7.2 we obtain the following:
Proposition 7.19 Suppose that the Δ-periodic nonlinearity φ in (7.100) does not
have zeros and that there exist numbers κ1 < 0 < κ2 such that
κ1 ≤ φ (w) ≤ κ2 for all w ∈ R. (7.101)
Suppose further that the transfer function W (·) of (7.100) is non-degenerate,

that there exists a number κ > 0 such that inequality (7.99) is satisfied and that
the matrix A + κ I has only eigenvalues with negative real part. Then system
(7.100) has a unique cycle of the second kind, say, ϕ(·, x0 ) which is asymptoti-
cally orbitally stable and which attracts any other orbit of the system for t → +∞,
i.e., lim dist(ϕ(t, u), γ+ (x0 )) = 0 for any solutions ϕ(·, u) of (7.100).
t→+∞
Remark 7.12 The frequency-domain condition (7.99) coincides with the frequency-
domain condition of the circle criterion for Lagrange stability of system (7.100) in
the phase space Rn [20, 23].
In contrast to the Theorem 7.7, in the circle criterion it is supposed that the
nonlinearity φ has zeros. Thus in case that the nonlinearity φ has zeros by preservation
of the rest of the assumptions on φ and the transfer function W the circular globally
asymptotically stable cycle disappears and system (7.100) becomes stable in the
sense of Lagrange in the phase space Rn .
Example 7.5 ([21]) Consider system (7.100) with the nonlinearity φ(w) =
sin w − γ and the transfer function
1
W (z) = , (7.102)
z(z + β) j
where β is a positive number and j is a natural number. For j = 1 we have the

pendulum equation with constant torque γ ≥ 0 and a viscous resistance β ≥ 0
ẅ + β ẇ + sin w = γ .
If j is an arbitrary natural number the transfer function (7.102) generates a system

(7.100) in the j + 1-dimensional cylindrical phase space. It is easy to see that if we
choose −κ1 = κ2 = 1 the inequality (7.101) is satisfied and condition (7.99) becomes
|W (iω − κ)|2 ≤ 1 for all ω ∈ R. (7.103)
Obviously, for (7.103) it suffices to require that
κ 2 (β − κ)2 j ≥ 1. (7.104)
Since for system (7.100) with W (·) from (7.102) we have det(z I − A) = (z + β) j ,
the assumptions of Proposition 7.19 on A + κ I are satisfied, if κ < β. Define κ =
β
j+1
and write condition (7.104) as
j
j
a j
≥ 1. (7.105)
j +1
Thus on account of Proposition 7.19, if condition (7.105) is satisfied, then for

|γ | > 1 the system (7.100) with the nonlinearity sin w − γ and the transfer function
(7.102) has an globally asymptotically orbitally stable cycle of the second kind. If
|γ | ≤ 1 this cycle disappears and in the covering space R j+1 all positive semi-orbits
of (7.100) are bounded.
7.2.8 Dynamical Systems with a Local Contraction Property
In this subsection we describe general properties of dynamical systems on manifolds

which have a certain contraction property transversal to a considered orbit. It will be
shown that this local property characterizes the global behaviour of the system. All
results in this subsection go back to Stenström [33].
Suppose that (M, g) is an n-dimensional C k -manifold with Riemannian metric.
Let U be an open connected subset of M such that its closure U in M is compact
and its boundary ∂ U is an (n − 1)-dimensional C 1 -submanifold of M. Let F be a
C 1 -vector field on some open set U1 ⊃ U, i.e.
u̇ = F(u) (7.106)
with F : U1 → T U1 . Assume the following conditions:

(A1) F penetrates ∂ U inwards, that is, (F( p), n( p)) > 0 for every p ∈ ∂ U, where
n( p) ∈ T p M is the inner normal to ∂ U at p and (·, ·) stands for the scalar
product in the tangent space induced by the Riemannian metric; | · | is the
corresponding norm.
(A2) For each p ∈ U we have (∇υ F( p), υ) < 0 for every vector υ ∈ T p M with
(F( p), υ) = 0. Here ∇ F( p) : T p M → T p M is the covariant derivative of
F at p ∈ M. Note that in local coordinates (A2) has the following form:
(A3) At each point p ∈ U we have ∂∂ xf j + Γ jki f k ξ j ξ m gim < 0 for every
i
υ = ξ i ∂i ( p) ∈ T p M with f i ξ j gi j = 0 .
Here υ = ξ i ∂i ( p), F = f i ∂i ( p) and gi j are the representations of υ, F and g,
respectively, in an arbitrary chart x around p.
Consider a solution ϕ (·) ( p) of (7.106) starting at p ∈ U at t = 0. The maps
p → ϕ t ( p) form a semi-group on U.
Definition 7.9 For a given ε > 0 the (closed) ε-neighborhood Nε ( p) around a semi-
orbit γ+ ( p) of (7.106) is defined as
Nε ( p) := {q ∈ U|ρ(q, γ+ ( p)) ≤ ε} .
(Here ρ(·, ·) denotes the metric on M generated by g.) If F( p) = 0 we call Nε ( p)

an ε-tube; if F( p) = 0 the set Nε ( p) is called a (closed) ε-ball.
The ε-neighborhood Nε ( p) is called normal if the ε-neighborhood V of every

point of γ+ ( p) has the property that any two points in V can be joined by a unique
geodesic in V. The section at u ∈ γ+ ( p) of a normal ε-tube Nε ( p) consists of those
q in Nε ( p) that can be reached from u along a geodesic in Nε ( p) of length ≤ ε
perpendicular to F(u). Normal ε-neighborhoods always exist when U is compact.
In case γ+ ( p) does not contain an equilibrium point, we require Nε ( p) to satisfy
also the following condition:
(A3) (F(u), τqu F(q)) > 0 for all u, q ∈ U with u ∈ γ+ ( p) and ρ(U, q) ≤ ε .
(Here τqu denotes the parallel transport in M; see Sect. A.8, Appendix A.)
Note that (A3) can be required since the inequality (F(u), τqu F(q)) > 0 is satisfied
on the diagonal of the compact set γ+ ( p) × γ+ ( p) of U × U, and therefore is satisfied
in some neighborhood of the diagonal.
The next theorem is due to [33].
Theorem 7.8 (a) Let Nε ( p) be a normal ε-ball around the equilibrium point p. Then
a solution of (7.106) starting in Nε ( p) approaches p with monotonously decreasing
distance from p.
(b) Let Nε ( p) be a normal ε-tube around γ+ ( p), p not an equilibrium of (7.106),
and suppose u ∈ Nε ( p). Then it holds:
(1) If ϕ (·) ( p) tends to an equilibrium q of (7.106), then also ϕ (·) (u) tends to q ;
(2) If ϕ (·) ( p) does not tend to any equilibrium point of (7.106), then ϕ (·) (u)
approaches γ+ ( p) with monotonously decreasing distance .
Proof Let u ∈ γ+ ( p) and consider any geodesic Γ starting at u. For each point
q ∈ Γ , let υq be the tangent vector of unit length to Γ at q, showing in the direction
away from u. We will show that if (F(u), υu ) = 0 then (F(q), υq ) < 0 for all q ∈
Γ, q = u. Assume the opposite, i.e. suppose that (F(q1 ), υq1 ) ≥ 0 for some q1 ∈ Γ .
The function q → (F(q), υq ) is a C 1 -function on Γ and
∇υ (F(q), υq ) = (∇υ F(q), υq ) + (F(q), ∇υ υq ) .
But ∇υ υq = 0, so by condition (A2) we have (F(q), υq ) < 0 in a neighborhood of

u = q on Γ . By continuity there exists a nearest q2 to u on Γ where (F(q2 ), υq2 ) = 0
and then (F(q), υq ) ≤ 0 between u and q2 on Γ . By the same argument for q2 instead
of u, we find that (F(q), −υq ) < 0 in a neighborhood of q2 = q on Γ , which gives
a contradiction.
Now let s(t) be the distance of ϕ t (q), q ∈ Nε , from u ∈ γ+ ( p). When ϕ t (q) is in
the ε-sphere around p, we find, using normal local coordinates x i around u, that
ds ∂s d x i
= i = gi j ξ j f i = (F, υ) .
dt ∂ x dt
It follows that no solution can leave the ε-tube (resp. the ε-sphere) Nε ( p).
Using Theorem 7.8 we can show the following two results from [33].
Theorem 7.9 If Eq. (7.106) has an equilibrium point, then this point is the limit set
of (7.106).
Proof The proof follows from the fact that the limit set is connected and from
Theorem 7.8.
Theorem 7.10 If Eq. (7.106) has no equilibrium point, then it has a periodic orbit
which is the limit set of (7.106).
Proof Let p be an arbitrary point in the limit set of (7.106). Choose a normal ε-tube
Nε around γ+ ( p) and let Bε ( p) be the ε-ball around p. If ε is small enough, every
solution of (7.106) starting in Bε ( p) stays in Nε and we can find ε1 < ε such that after
some time all the solutions are in the ε1 -tube around γ+ ( p). Since p is in the limit set,
there is a point u with ρ(u, p) < 13 (ε − ε1 ) such that ϕ (·) (u) returns to the 13 (ε − ε1 )-
neighborhood of p for arbitrary large t. Since ϕ t (u) is for t ≥ 0 in the 13 (ε − ε1 )-
tube around γ+ ( p), this means that ϕ T ( p) is in the 23 (ε − ε1 )- neighborhood of p for
some arbitrary large T . Then the section at ϕ T ( p) of the ε1 - tube around γ+ ( p) is
contained in Bε ( p). Every solution of (7.106) starting at t = 0 in Bε ( p) reaches this
section at a time nearly to T , which gives a continuous map of Bε ( p) into the section,
i.e. into Bε ( p). By the Brouwer fixed point theorem (Theorem B.3, Appendix B) this
map has a fixed point. Thus every neighborhood of p contains an initial point for
a periodic solution of (7.106). It follows then from Theorem 7.8 that ϕ (·) ( p) is the
unique periodic solution of (7.106).
Recall for the next theorem from [33] that the solid n-torus (see Sect. A.10,
Appendix A) is the set Rn−1 × S 1 , while the solid Klein bottle is the non-trivial fiber
bundle of Rn−1 over S 1 .
Theorem 7.11 (a) System (7.106) has an equilibrium point if and only if U is home-
omorphic with Rn ;
(b) System (7.106) has a periodic solution if and only if U is homeomorphic with
either a solid torus or a solid Klein bottle.
Proof It follows immediately from Theorem 7.10 and the Euler Poincaré formula
for the Euler characteristic (see Sect. B.4, Appendix B).
In the Euclidean case the obtained theorems lead to the following result. Suppose
that
ẋ = f (x) (7.107)
is a C 1 -vector field f : G → Rn on an open subset G of Rn . Let us assume that U is

an open, connected and bounded subset of G with U ⊂ G and such that f penetrates
∂ U inwards. The scalar product and the norm in Rn are denoted by (·, ·) and | · |,
respectively. Then the following theorem [33] is true.
Theorem 7.12 Suppose that there exists a constant, positive definite, symmetric
n × n matrix P such that for each x ∈ U,
(D f (x)y, P y) < 0 for all y = 0, ( f (x), P y) = 0.
Then it holds:
(a) U is homeomorphic with either Rn or a solid torus ;
(b) If U is homeomorphic with Rn then system (7.107) has an equilibrium point
as limit set ω(U). If U is homeomorphic with a solid torus then system (7.107) has
a limit cycle as limit set ω(U).
Proof Apply the previous Theorem 7.11 with the flat metric on Rn defined by the
matrix P.
Remark 7.13 Suppose that f (y) = 0, ∀y ∈ U, for the vector field (7.107), where
U ⊂ Rn is again a bounded, connected and open set in G. Suppose that ϕ : R+ →
U is a solution of (7.107) with dist (ϕ(t), ∂ U) > ζ > 0, ∀ t ≥ 0. Define ϑ(y) :=
max(D f (y)x, x) for all x, |x| = 1, such that (x, f (y)) = 0, and suppose that ϑ(y) ≤
−c < 0, ∀ y ∈ U.
Then the ω-limit set of ϕ is a periodic solution ϕ0 of (7.106) which has n − 1
characteristic exponents with negative real part and, consequently, is asymptotically
orbitally stable.
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Chapter 8
Dimension Estimates on Manifolds
Abstract In this chapter generalizations of the Douady-Oesterlé theorem (Theorem

5.1, Chap. 5) are obtained for maps and vector fields on Riemannian manifolds.
The proof of the generalized Douady-Oesterlé theorem on manifolds is given in
Sect. 8.1. In Sect. 8.2 it is shown that the Lyapunov dimension is an upper bound for
the Hausdorff dimension. A tubular Carathéodory structure is used in Sect. 8.3 for
the estimation of the Hausdorff dimension of invariant sets.
8.1 Hausdorff Dimension Estimates for Invariant Sets

of Vector Fields
8.1.1 Introduction
In this section a version of the Douady-Oesterlé theorem [5] is obtained by requiring

weaker conditions for the map under consideration. Lyapunov functions are intro-
duced to modify the Jacobian matrix of the tangent map. That includes naturally a
change of the singular values of the Jacobian matrix.
In this section, we also show that these results follow directly from a generalization
of the Douady-Oesterlé theorem to Riemannian manifolds. With slightly stronger
assumptions, such kind of generalization is quoted in [15].
In the last part of this section, the number of closed orbits for autonomous dif-
ferential equations will be estimated from above in the form of a Bendixson-Dulac-
criterion for Riemannian manifolds.
https://doi.org/10.1007/978-3-030-50987-3_8
366 8 Dimension Estimates on Manifolds
8.1.2 Hausdorff Dimension Bounds for Invariant Sets

of Maps on Manifolds
Let (M, g) be a Riemannian manifold without boundary, of dimension n and class

C 1 . Let U ⊂ M be an open subset and let us consider a map ϕ : U → M of class
C 1 . The tangent map of ϕ at a point u ∈ M is denoted by du ϕ : Tu M → Tϕ(u) M.
Remark 8.1 Let u ∈ U be an arbitrary point and consider charts x and x at u and
ϕ(u), respectively. We introduce the matrices G := (gi j (u)) and G = (gi j (u)) that
realize the metric fundamental tensor g in the canonical bases of Tu M and Tϕ(u) M,
respectively. The tangent map of ϕ at u written in coordinates of the charts x and x
is given by the matrix := D(x ◦ ϕ ◦ x −1 )(x(u)). From Example 7.1, Chap. 7, it
follows that the singular values of the tangent√map du ϕ : Tu M → Tϕ(u) M coincide
√
with the singular values of the matrix G G −1 .
The following theorem from [24] generalizes the results of Sect. 5.1, Chap. 5 to
Riemannian manifolds.
Theorem 8.1 Let d ∈ (0, n) be a real number and K ⊂ U be a compact set which
is negatively invariant with respect to ϕ, i.e. ϕ(K) ⊃ K. If the inequality
sup ωd (du ϕ) < 1 (8.1)

u∈K
holds, then dim H K < d .
The proof of Theorem 8.1 is postponed to the end of this subsection. Now we
proceed with some corollaries. The first one concerns a result which has been formu-
lated in Sect. 5.1, Chap. 5 for the case M = Rn using slightly stronger conditions
for the map.
Corollary 8.1 Let K ⊂ U ⊂ M be a compact set satisfying ϕ(K) ⊃ K. If for some

continuous function κ : U → R+ and for some number d ∈ (0, n] the inequality

κ(ϕ(u))
sup ωd (du ϕ) < 1 (8.2)
u∈K κ(u)
holds, then dim H K < d.
Proof On the open set U ⊂ M we introduce a new metric tensor g by g|u :=

κ 2 (u)g|u . It is easy to show that this is really a Riemannian metric equivalent to
the given one on compact subsets of M. Since K is compact, the new equivalent
metric does not alter the value of the Hausdorff dimension of K.
Let us consider an arbitrary point u ∈ K and two charts x and x around u and ϕ(u),
respectively. Suppose that G := (gi j (u)) and G := (gi j (ϕ(u))) are the realizations
with respect to the canonical bases in Tu M and Tϕ(u) M of the metric tensors g and
8.1 Hausdorff Dimension Estimates for Invariant Sets of Vector Fields 367
g , respectively. As indicated in Remark 8.1 the singular values of the tangent map
du ϕ in the new metric are the singular values of the matrix
√ √
G
G −1 = κ(ϕ(u)) G κ(u)−1 G −1 .
Thus, condition (8.2) guarantees, that in the new metric the inequality (8.1) is valid
and Theorem 8.1 can be applied.
The next corollary [24] provides a method for estimating the Hausdorff dimension
without explicit computation of the singular values.
Corollary 8.2 Let K ⊂ U ⊂ M be a compact set which is assumed to be negatively

invariant with respect to ϕ. Let θ : U → R+ be a continuous function and let d ∈
(0, n] be a real number such that the conditions

(a) [(du ϕ)[∗] du ϕ]υ, υ ≥ θ (u)2 |υ|2 , ∀u ∈ K, ∀υ ∈ Tu M, and
| det du ϕ|
(b) < 1 , ∀u ∈ K ,
θ (u)n−d
are satisfied. Then dim H K < d.
Proof From condition a) for the singular values αi (u) of the tangent map du ϕ we
obtain the inequalities
αi (u) ≥ θ (u) , ∀u ∈ K, i = 1, 2, . . . , n.
Thus, for any k ∈ {0, 1, . . . , n} and u ∈ K with α0 (u) := 1 it follows that
α1 (u) · · · αk (u)θ (u)n−k ≤ α1 (u) · · · αn (u) = | det du ϕ|.
For d = d0 + s with d0 ∈ {0, 1, . . . , n − 1} and s ∈ (0, 1] the last relation together

with condition b) of the corollary leads to
1−s s
α1 (u)· · ·αd0(u)αds 0 +1 (u) = α1 (u)· · ·αd0(u) α1 (u) · · · αd0 (u)αd0 +1 (u)
| det du ϕ|1−s | det du ϕ|s | det du ϕ|
≤ (n−d )(1−s) (n−d −1)s
= < 1.
θ (u) 0 θ (u) 0 θ (u)n−d
Now, the only thing left to do is to apply Theorem 8.1.
Let us come back now to the Riemannian manifold (M, g) and consider the
exponential map (see Sect. A.8, Appendix A) expu : Tu M → M at an arbitrary
point u ∈ M. Then the set expu (E) is the image of an ellipsoid E in the tangent
space Tu M centered at 0 under the map expu .
Let K ⊂ U be a compact set, let ε > 0 be a sufficiently small number and let us
fix a number d ∈ (0, n]. The ellipsoid premeasure at level ε and of order d of K is
given by

μ H (K, d, ε) := inf ωd (Ei )
i
where the infimum is taken over all finite covers i expu i (Ei ) ⊃ K, where u i ∈ M,
and Ei ⊂ Tu i M are ellipsoids satisfying ωd (Ei )1/d ≤ ε. Now we show the equiva-
lence of both the Hausdorff premeasure and the ellipsoid premeasure in a similar
way as is done in Sect. 5.1, Chap. 5.
Lemma 8.1 For an arbitrary number d ∈ (0, n] written in the form d = d0 + s with
d0 ∈ {0, 1, √
. . . , n − 1} and s ∈ (0, 1] we define the numbers Cd := 2d0 (d0 + 1)d/2
and λd := d0 + 1. Then for a compact set K ⊂ U and for every sufficiently small
ε > 0 the inequalities
μ H (K, d, ε) ≥ Cd−1 μ H (K, d, λd ε)

μ H (K, d, ε) ≥ (8.3)
hold.
Proof In a number of technical details the proof differs from the one given in Sect.
5.1, Chap. 5.
In analogous manner as in Sect. 5.1, Chap. 5, it is established that for suffi-
ciently small ε > 0, for an arbitrary u ∈ K and any ellipsoid E ⊂ Tu M satisfying
ωd (E)1/d ≤ ε the relation
μ H (expu (E), d, λd ε) ≤ Cd ωd (E) (8.4)
is valid.
Let us now fix a finite cover of K consisting of sets {expu i (Ei )}, where ωd (Ei )1/d ≤
ε holds for all indices i. The properties of the premeasures then guarantee the fol-
lowing relation

μ H (K, d, λd ε) ≤ μ H expu i (Ei ), d, λd ε ≤ μ H (expu i (Ei ), d, λd ε).
i i
Using (8.4) we obtain μ H (K, d, λd ε) ≤ Cd i ωd (Ei ) and since the cover was arbi-
trary among all those satisfying the restriction for ωd we have
μ H (K, d, λd ε) ≤ Cd
μ H (K, d, ε).

Lemma 8.2 Let K ⊂ U be a compact set and consider a map ϕ : U → M of class
C 1 . For a number d ∈ (0, n] we assume that supu∈K ωd (du ϕ) ≤ k. Then, for every
l > k there exists a number ε0 > 0 such that for every ε ∈ (0, ε0 ]
1
μ H (ϕ(K), d, λd l d ε) ≤ Cd l μ H (K, d, ε)
holds, where Cd and λd are defined as in Lemma 8.1.

Proof In a first step we show for sufficiently small numbers ε > 0 the inequality
1

μ H (ϕ(K), d, l d ε) ≤ lμ H (k, d, ε). (8.5)
Obviously it is always possible to find an open set V ⊂ U containing K which

⊂ U with the property
itself lies inside a compact set K
k := sup ωd (du ϕ) < l.

u∈K
We choose a number δ > 0 such that k < δ d and
sup |du ϕ| ≤ δ (8.6)

u∈K
hold. Further we can find a number η > 0 satisfying

1s d
δ d0
1+ η k = l . (8.7)
k
We take ε > 0 small enough such that
1 ϕ(u)
ε≤ inf ρ(u, u ) and |τϕ(υ) dυ ϕτuυ − du ϕ| ≤ η
2 uu∈K
∈U \V
for all u, υ ∈ V with ρ(u, υ) ≤ ε. By ρ(·, ·) we mean the geodesic distance between
the points of M and by τuυ we denote the isometry between Tu M and Tυ M defined
by parallel transport along the geodesic for points lying sufficiently near to each other
(see Sect. A.8, Appendix A).
Let us fix a finite cover with balls {B(u i , ri )}i of radius ri ≤ ε of K. Then every
ball B(u i , ri ) satisfying B(u i , ri ) ∩ K = ∅ is entirely contained in the open set V.
The Taylor formula for differentiable maps provides that for every υ ∈ B(u i , ri )
ϕ(u )
| exp−1 −1 w −1
ϕ(u i ) ϕ(υ) − du i ϕ(expu i (υ))| ≤ sup |τϕ(w) dw ϕτu i − du i ϕ| · | expu i (w)|
i
w∈B(u i ,ri )
(8.8)
holds. Thus, for every ball B(u i , ri ) of the cover with B(u i , ri ) ∩ K = ∅ the image
under the map ϕ is included in the following set

ϕ(B(u i , ri )) ⊂ expϕ(u i ) du i ϕ(BTui M (0, ri )) + BTϕ(ui ) M (0, ηri ) . (8.9)
The notions BTui M (0, ri ) and BTϕ(ui ) M (0, ηri ) stand for balls in the tangent spaces
Tu i M and Tϕ(u i ) M, respectively. Obviously the set du i ϕ(BTui M (0, ri )) is an ellipsoid
with half-axes of length ri α j (u i ) ( j = 1, . . . , n), where α j (u i ) ( j = 1, . . . , n) denote
the singular values of the linear operator du i ϕ. Concerning the definition of k we
may conclude
ωd du i ϕ(BTui M (0, ri )) ≤ rid k . (8.10)
With (8.6) it follows

αi du i ϕ(BTui M (0, ri )) ≤ δri . (8.11)
Further by using (8.7), (8.10) and (8.11) and by Lemma 7.1, Chap. 7 there can be
found an ellipsoid Ei containing exp−1
u i (ϕ(B(u i , ri ))) and satisfying ωd (Ei ) ≤ lri .
d
We can summarize that every finite cover of the compact set K with balls
{B(u i , ri )}i of radius ri ≤ ε such that B(u i , ri ) ∩ K is non-empty, generates a cover
{expu i (Ei )}i of ϕ(K), where Ei denotes an ellipsoid in Tu i M satisfying ωd (Ei ) ≤ lrid .
Therefore, we have
ωd (Ei ) ≤ l rid .
i i
Since the result is valid for every such cover it must be true for the infimum as well.
So we have
ωd (Ei ) ≤ lμ H (K, d, ε).
i
If at the left-hand side we pass to the infimum, then the last inequality becomes (8.5).
Lemma 8.1 and Eq. (8.5) finally guarantee the inequalities
μ H (ϕ(K), d, l d ε) ≥ Cd−1 μ H (ϕ(K), d, λd l d ε).

1 1
lμ H (K, d, ε) ≥
But this is exactly what we wanted to prove.

Proof of Theorem 8.1 The essence of the proof of Theorem 8.1 is contributed by
Lemma 8.2. The lemma claims that the Hausdorff premeasure defined on a Rieman-
nian manifold exhibits the same properties concerning the effect of a map ϕ of class
C 1 as it has in Rn . When applying Lemma 8.2 the statement of Theorem 8.1 follows
directly from arguments that agree with the last steps of the proof of Theorem 5.1 in
Sect.5.1, Chap. 5.
The next theorem provides another important result, the proof of which follows
directly from Lemma 8.2 using the same arguments as in [19].
Theorem 8.2 Let the manifold M be compact and let ϕ : M → M be a map of
class C 1 . Suppose that supu∈M ωd (du ϕ) < 1 holds for a number d ∈ (0, n]. If for a
compact set K ⊂ M the condition μ H (K, d) < ∞ is satisfied, then
lim μ H (ϕ m (K), d) = 0.
m→∞
Remark 8.2 A version of Theorem 8.1 for differential equations in Hilbert spaces
is given in [3]. For vector fields on Hilbert manifolds a similar theorem is shown in
[13, 14].
8.1.3 Time-Dependent Vector Fields on Manifolds
Let (M, g) be a Riemannian manifold without boundary of dimension n and of

class C 2 , let U ⊂ M be an open subset and I1 ⊂ R an open interval with 0 ∈ I1 .
We consider a time-dependent vector field F : I1 × U → T U of class C 1 and the
corresponding differential equation
u̇ = F(t, u) . (8.12)
Suppose, that for a point (t, u) ∈ I1 × U the covariant derivative of the vector field
F is ∇ F(t, u) : Tu M → Tu M. We assume for (8.12) that there can be found an
open set D ⊂ U and an open interval I ⊂ I1 such that the solution ϕ(·, u) of (8.12)
starting at u ∈ D for t = 0 exists everywhere on I. For every t ∈ I we can define
the t-shift operator ϕ t : D → U by ϕ t (u) := ϕ(t, u). In case the differential equation
(8.12) is autonomous, the family {ϕ t }t∈I of all those t-shifts is a local flow.
Since the vector field F is continuously differentiable, the same holds for the
time-t-shift operators ϕ t (t ∈ I). For an arbitrary point u ∈ D, the tangent map du ϕ t
solves the variation equation
y = ∇ F(t, ϕ t (u))y (8.13)
with initial condition du ϕ|t=0

t
= id Tu M . Here the absolute derivative y is taken along
the integral curve t → ϕ (u) in the direction of the vector field F. Let us denote the
t
eigenvalues of the symmetric part of the covariant derivative ∇ F(t, u), i.e., of the
operator
1
S(t, u) := ∇ F(t, u) + ∇ F(t, u)[∗]
2
by λi (t, u) (i = 1, . . . , n) and order them with respect to its size and multiplicity, i.e.,
λ1 (t, u) ≥ · · · ≥ λn (t, u). The divergence divF(t, u) of the vector field F at (t, u) ∈
I1 × U is the trace of the linear operator ∇ F(t, u) : Tu M → Tu M and therefore
divF(t, u) = tr∇ F(t, u) = λ1 (t, u) + · · · + λn (t, u) holds. The next theorem is the
main result of this section and extends a result of [27] to Riemannian manifolds. The
proof is given at the end of the section.
Theorem 8.3 Let d ∈ (0, n] be a real number written in the form d = d0 + s with
d0 ∈ {0, 1, . . . , n − 1} and s ∈ (0, 1] and let K ⊂ D be a compact set satisfying
ϕ τ (K) ⊃ K for a certain τ ∈ I ∩ R+ . If the condition
τ

sup λ1 (t, ϕ t (u)) + · · · + λd0 (t, ϕ t (u)) + sλd0 +1 (t, ϕ t (u)) dt < 0 (8.14)
u∈K
0

Remark 8.3 We shall now consider an arbitrary u ∈ U and a chart x around u.

In local coordinates of x and in the canonical basis ∂1 (u), . . . , ∂n (u) of the tan-
gent space Tu M, the vector field of (8.12) then becomes F(t, u) = f i (t, u)∂i (u)
and the covariant derivative ∇ F(t, u) : Tu M → Tu M : υ → ∇υ F(t, u) is given by
∇υ F(t, u) = ∇i f k (t, u)υ i ∂k (u), where υ = υ i ∂i (u) is an arbitrary vector in Tu M
and
∂f k
∇i f k = + Γikj f j .
∂xi
Here by Γikj the Christoffel symbols in the chart x corresponding to the metric tensor
g are denoted (see Sect. A.5, Appendix A). The symmetric part S(t, u) of ∇ F(t, u)
in the canonical basis of Tu M is realized by the matrix
1 −1 T
G G+ , (8.15)
2
where G is as in Remark 8.1 and = (∇i f k ). The expression for the variational
equation (8.13) in the chart x is
y k = ẏ k + Γikj f j y i = ∇i f k y i .

Let us define f s,i = gst ∇i f t and consider the quadratic form esi = 21 f s,i + f i,s .
Then esi is related to (8.15) in the sense that the eigenvalues of this quadratic form,
i.e., the solutions of det [esi − λgsi ] = 0, coincide with the eigenvalues of the matrix
(8.15).
Let us now, by means of the notion c jk = gik Γ jsi f s , introduce the derivative of the

metric tensor g in the direction of the vector field f i by ġ jk = 21 c jk + ck j . Then
the quadratic form can be written as

1 ∂f k ∂f k
esi = gsk i + s gik + ġsi .
2 ∂x ∂x
Before we devote ourselves to the proof of Theorem 8.3, we shall add some
corollaries. The first one generalizes results from Chap. 5 formulated there for the
case M = Rn and under slightly stronger conditions. Keeping in mind the second
method of Lyapunov which is often used in stability theory, that result is in Sect. 5.1,
Chap. 5 referred to as “introduction of a Lyapunov function in Hausdorff dimension
estimates”.
From the point of view of the present section this approach can be treated as the
introduction of a new metric tensor on the manifold. Note that a special case of this
theorem for vector fields on a cylinder is considered in [17].
For a differentiable function V : U → R the map V̇ : I1 × U → R defined by
V̇ (t, u) = (du V, F(t, u)) is the derivative of V in the direction of the vector field F.
Corollary 8.3 Let K ⊂ D be a compact set such that ϕ τ (K) ⊃ K is true for some
τ ∈ I ∩ R+ . Let V : U → R be a differentiable function and denote by λ1 (t, u) ≥
· · · ≥ λn (t, u) the eigenvalues of S(t, u). If for a real number d ∈ (0, n] written in
the form d = d0 + s with d0 ∈ {0, 1, . . . , n − 1} and s ∈ (0, 1] the condition
τ

sup λ1 (t, ϕ t (u)) + · · · + λd0 (t, ϕ t (u)) + sλd0 +1 (t, ϕ t (u)) + V̇ (t, ϕ t (u)) dt < 0 ,
u∈K
0
(8.16)
Proof We shall introduce on U a new metric tensor g|u = κ 2 (u)g|u by means of
some function κ : U → R+ of class C . Let us fix a point u ∈ U and consider a
1
chart x around u. Further, let the metric tensor g and the vector field F be expressed
in the canonical basis of Tu M by gi j and f i , respectively. The symmetric part of
F(t, u) at u ∈ U with respect to the new metric is then
the covariant derivative ∇
determined according to Remark 8.3 by the matrix representation
1 −1 T κ̇
G G + + Id . (8.17)
2 κ
If, in particular, if we choose
V (u)
κ(u) := e d (u ∈ U)
then κ̇(u) := κ(u) V̇ d(u) implies that the eigenvalues

λi of (8.17) are related to the
eigenvalues with respect to the original metric g by the formula
λi = λi + V̇d . Finally

λ1 + · · · +
λd0 + s
λd0 +1 = λ1 + · · · + λd0 + sλd0 +1 + V̇
guarantees (8.16) and therefore (8.14) of Theorem 8.3.

Suppose that Λ is a logarithmic norm on the space of linear operators L u :
Tu M → Tu M. For a number d = d0 + s with integer d0 ∈ [0, n − 1] and s ∈ [0, 1]
we introduce the partial d-trace w.r.t. Λ of ∇ F(t, u) : Tu M → Tu M
tr d,Λ ∇ F(t, u) = sΛ(∇ F(t, u)[d0 +1] + (1 − s)Λ(∇ F(t, u)[d0 ] .
Then the following Corollary 8.4 is true.

Corollary 8.4 Let K ⊂ D be a compact set such that ϕ τ (K) ⊃ K is true for some
τ ∈ I ∩ R+ . Let Λ be a logarithmic norm and a continuously differentiable on K
function Λ satisfying with d = d0+s the inequality
τ

sup tr d,Λ (∇ F(t, u) + V̇ (t, ϕ t (u)) dt < 0 (8.18)
u∈K
0
To verify the conditions of Theorem 8.3 we need to compute the eigenvalues of the
symmetric part of the covariant derivative. The next two corollaries are variations of
this theorem using conditions on the divergence of the vector field of (8.12). Similar
results for the case M = Rn can be found in Sect. 5.2, Chap. 5.
Corollary 8.5 Let K ⊂ D be a compact set such that ϕ τ (K) ⊃ K holds for some
τ ∈ I ∩ R+ . Assume that for a continuous function θ : I × U → R and for some
d ∈ (0, n] the conditions

(a) S(t, u)υ, υ ≥ −θ (t, u)|υ|2 ∀t ∈ [0, τ ] , u ∈ U, υ ∈ Tu M and
τ

(b) supu∈K divF(t, ϕ t (u)) + (n − d)θ (t, ϕ t (u)) dt < 0
0
Proof From condition (a) we have for the eigenvalues λi of S(t, u),
λi (t, u) ≥ −θ (t, u) ∀(t, u) ∈ [0, τ ] × U, i = 1, . . . , n . (8.19)
Thus, if k ∈ {0, 1, . . . , n}, t ∈ [0, τ ] and u ∈ U are arbitrary then
λ1 (t, u) + · · · + λk (t, u) − (n − k)θ (t, u) ≤ trS(t, u) = divF(t, u).
This implies
λ1 (t, u) + · · · + λd0 (t, u) + sλd0 +1 (t, u) ≤ divF(t, u) + (n − d)θ (t, u).
By using condition (b) and Theorem 8.3 the proof is complete.
Corollary 8.6 Consider (8.12) on an open set U ⊂ Rn . Suppose that system (8.12)
possesses a compact set K satisfying ϕ τ (K) ⊃ K for some τ ∈ I ∩ R+ . Further,
assume that there exist a number d ∈ (0, n], an n × n matrix H = H T > 0 and a
continuous function θ : I × U → R such that the condition b) of Corollary 8.5 and
the inequality
1
H D2 F(t, u) + D2 F(t, u)T H ≥ −θ (t, u)H ∀(t, u) ∈ [0, τ ] × U (8.20)
2
Proof Let us introduce in U a new metric by means of the matrix (gi j ) ≡ H . From
Remark 8.3 it follows that the eigenvalues λi (t, u) of S(t, u) with respect to the new
metric, agree with the eigenvalues of the quadratic form corresponding to (8.15).
Therefore, they satisfy the relation
1
H D2 F(t, u) + D2 F(t, u)T H = λi (t, u)H.
2
Using this and (8.20) we obtain (8.19). All further steps can be analogously be carried
out as in the proof of Corollary 8.5.
Proof of Theorem 8.2 Let us fix an arbitrary u ∈ K, a number k ∈ {1, . . . , n} and
arbitrary υ1 , . . . , υk ∈ Tu M. For every t ∈ [0, τ ] we introduce
w(t) := |du ϕ t υ1 ∧ · · · ∧ du ϕ t υk |2∧k Tϕt (u) M .
Applying the variational equation (8.13) and Definition 7.7, Chap. 7, we achieve for
every t in [0, τ ] the equation

ẇ(t) = 2 S(t, ϕ t (u)) k (du ϕ t υ1 ∧ · · · ∧ du ϕ t υk ), du ϕ t υ1 ∧ · · · ∧ du ϕ t υk ∧k T .
ϕ t (u) M
With Proposition 7.9, Chap. 7, for every t ∈ [0, τ ] this leads to

2 λn−k+1 (t, ϕ t (u)) + · · · + λn (t, ϕ t (u)) w(t)

≤ ẇ(t) ≤ 2 λ1 (t, ϕ t (u)) + · · · + λk (t, ϕ t (u)) w(t). (8.21)
Therefore we conclude
|du ϕ τ υ1 ∧ · · · ∧ du ϕ τ υk |∧k Tϕt (u) M

τ
≤ |υ1 ∧ · · · ∧ υk |∧k Tu M exp λ1 (t, ϕ t (u)) + · · · + λk (t, ϕ t (u)) dt .
0
(8.22)
Let us apply the Fischer-Courant Theorem (Theorem 7.1, Chap. 7) to the product
of the squares of the first k singular values of du ϕ τ and use (8.22) in order to receive
the following result
k
α1 (τ, u)2 · · · αk (τ, u)2 = λ1 (du ϕ τ )∗ du ϕ τ
k 2

= sup du ϕ τ υ k
υ∈∧k Tu M ∧ Tϕ τ (u) M
|υ| k =1
∧ Tu M
= sup |du ϕ τ υ1 ∧ · · · ∧ du ϕ τ υk |2∧k Tϕτ (u) M

υ1 ,...,υk ∈Tu M
|υi |Tu M =1
τ
≤ exp 2 λ1 (t, ϕ t (u)) + · · · + λk (t, ϕ t (u)) dt .
0
This last inequality and the assumptions of Theorem 8.3 finally guarantee that
sup ωd (du ϕ τ ) (8.23)

u∈K
1−s s
= sup α1 (τ, u) · · · αd0 (τ, u) α1 (τ, u) · · · αd0 +1 (τ, u)
u∈K
τ

≤ sup exp λ1 (t, ϕ (u)) + · · · + λd0 (t, ϕ (u)) + sλd0 +1 (t, ϕ (u)) dt < 1 .
t t t
u∈K
0
This shows that for the map ϕ τ , the assumptions of Theorem 8.1 are valid.

Remark 8.4 The inequality (8.21) can be interpreted as a generalization of Liou-
ville’s truncated trace formula for linear differential equations in Euclidean spaces
(Sect. 2.4, Chap. 2). In particular, from (8.21), by setting k = n and indicating that
λ1 (t, ϕ t (u)) + · · · + λn (t, ϕ t (u)) = tr∇ F(t, ϕ t (u)) = divF(t, ϕ t (u)) (8.24)
we obtain Liouville’s trace formula in the form

·
| det du ϕ t | = divF(t, ϕ t (u))| det du ϕ t | ∀t ∈ [0, τ ] , u ∈ K . (8.25)
For a point u and a chart x in the neighborhood of this point let again gi j , f i and
ξ i represent g, F and ϕ t in coordinates of the chart x. Then, formula (8.25) agrees
locally with ·
√ ∂ξ i k√
∂ξ i
γ det = ∇k ξ γ det
∂x j ∂x j
where γ stands for det(gi j ). For a Lebesgue measurable set ⊂ D of finite volume,
we denote the volume of ϕ t () by Vt . Then the formula (8.25) provides the transport
lemma ([1]; see also Sect. A.6, Appendix A) for Riemannian manifolds in the form

V̇t = divFd V.
ϕ t ()
8.1.4 Convergence for Autonomous Vector Fields
We shall now consider compact Riemannian manifolds (M, g) without boundary of

dimension n and of class C 2 . Let on M be given a vector field F : M → T M of
class C 1 and the corresponding differential equation
u̇ = F(u) . (8.26)
We assume that the global flow ϕ : R × M → M of (8.26) exists. As in the previous

subsection we denote by λ1 (u)≥ · · · ≥ λn (u) the eigenvalues of the symmetric part
S(u) = 21 ∇ F(u)[∗] + ∇ F(u) of the covariant derivative ∇ F(u) : Tu M → Tu M
of F at a point u ∈ M.
The main result of this subsection is Theorem 8.4 from [23] which can be con-
sidered as a general formulation of the Bendixson-Dulac-criterion for Riemannian
manifolds of dimension n. Certain generalizations of the original Bendixson-Dulac-
criterion for differential equations in Rn (see Chap. 5) can be derived from that
theorem when adapting it to the particular situation.
In the following, the dimension of the 1-homology group H1 (M) of M is denoted
by b1 , i.e., the first Betti-number of M (see Sect. B.4, Appendix B).
Theorem 8.4 Let the manifold M with Betti-number b1 be compact and suppose
that for the eigenvalues of the symmetric part S of ∇ F one of the inequalities
(a) λ1 (u) + λ2 (u) < 0 or
(b) λn−1 (u) + λn (u) > 0
is valid on M. Then the system (8.26) possesses on M at most b1 non-trivial periodic
orbits.
Proof We shall only consider the case of condition (a), the other one can be performed
in a similar fashion by considering the negative time evolution of the flow of (8.26).
We first take b1 = 0 and show that every closed orbit is constant. Suppose that (8.26)
has a non-trivial closed orbit γ . Let S be a generalized surface in M of minimal
two-dimensional Hausdorff measure 0 < μ H (S, 2) < ∞ with boundary γ . Notice,
that such a surface as solution of the Plateau problem for Riemannian manifolds
[8, 22] in our situation exists. The properties of the flow ensure that for arbitrary
t ≥ 0 the set ϕ t (S) is again a generalized surface in M with boundary γ . Due to
Theorem 8.2 and condition (a), for sufficiently large t > 0 we have
μ H (ϕ t (S), 2) < μ H (S, 2).
But this is in contradiction to the fact that the surface S was taken to be of minimal
two-dimensional Hausdorff measure.
Now, consider the case b1 ≥ 1. Suppose that (8.26) possesses more than b1 closed
non-trivial orbits in M. Then there are at least two orbits γ1 and γ2 among them
which are homologous to each other. Let S be a surface of minimal two-dimensional
Hausdorff measure with boundary γ1 ∪ γ2 . Then again, for arbitrary t > 0 the set
ϕ t (S) is a surface in M with γ1 ∪ γ2 as boundary. For sufficiently large t > 0 the
same argument as above together with Theorem 8.2 leads to a contradiction.
Let us now add a version of Theorem 8.4 for the case n = 2 that in principle agrees
with the classical negative Bendixson-Dulac-criterion. The difference to Theorem
(8.4) is actually that here a modification of the vector field is allowed in the way that
products ς F are considered with a C 1 -smooth function ς : M → R. In the proof
[23] it is confirmed that the introduction of the function ς can be interpreted, similar
to the methods of the previous sections, as a transition to an equivalent Riemannian

metric on M.
Corollary 8.7 Let the manifold M with Betti-number b1 be two-dimensional and
compact. Assume that a function ς : M → R of class C 1 exists such that the diver-
gence div(ς F) does not vanish on M. Then the system (8.26) possesses on M at
most b1 non-trivial periodic orbits.
Proof We pass on M to the new Riemannian metric g|u := κ(u)g|u for u ∈ M.

Consider the two eigenvalues λ1 (u) ≥
λ2 (u) of the symmetric part of the covariant
derivative of F at u ∈ M in the new metric g . Then we have d ivF(u) = λ1 (u) +

λ2 (u) for the divergence of F with respect to
g . On the other hand, a straightforward
calculation using representation (8.17) gives
κ̇ 1
d
ivF = divF + = div(κ F).
κ κ
When combining relation (8.24) with the previous result, it becomes clear that one
of the conditions (a) or (b) of Theorem 8.4 are satisfied if the inequality divF > 0
or divF < 0 holds on M, respectively.
Corollary 8.8 Let the manifold M with Betti-number b1 be compact and suppose
that there exists a continuous function θ : M → R such that for the symmetric part
S of ∇ F one of the following conditions is satisfied:

(a) S(u)υ, υ Tu M ≥ −θ (u)(υ, υ)Tu M and divF(u) + (n − 2)θ (u) < 0
(u ∈ M, υ ∈ Tu M) or
(b) S(u)υ, υ Tu M ≤ θ (u)(υ, υ)Tu M and divF(u) − (n − 2)θ (u) > 0
u ∈ M, υ ∈ Tu M).
Then the system (8.26) possesses on M at most b1 non-trivial periodic orbits.
Proof Again we only prove the case of condition (a). For the second case the same
method can be applied. Analogously to Corollary (8.7) we obtain
λ1 (u) + λ2 (u) ≤ (n − 2)θ + divF < 0
and this coincides with the condition (a) of Theorem 8.4.
We want to add a further corollary for the special case that the manifold has
the Betti-number b1 = 0. It demonstrates what kind of convergence a system (8.26)
satisfying the assumptions of Theorem 8.4 in this situation necessarily exhibits.
Corollary 8.9 Let the manifold M be compact and b1 = 0. Let the set of equilibria
of system (8.26) consists of isolated points only. If one of the conditions (a) or (b)
of Theorem 8.4 holds, then every orbit of (8.26) converges both for t → ∞ and for
t → −∞ to an equilibrium point.
Proof Again we shall restrict ourselves to the case of condition a). Consider an
arbitrary integral curve ϕ(·, q) of (8.26) for t → ∞. The manifold is compact and
therefore the ω-limit set ω(q) is not empty. If we assume that there exists an element
p ∈ ω(q) such that p is not an equilibrium point for (8.26), then by Pugh’s closing
lemma (Theorem A.4, Appendix A) in every small neighborhood of F in X 1 (M) we
can find a vector field F such that the corresponding differential equation possesses
a non-trivial periodic orbit through p.
The compactness of M implies that F can be chosen such that for the first two
eigenvalues λ1 (u) ≥ the
λ2 (u) of the symmetric part of the covariant derivative of F
property λ1 (u) + λ2 (u) < 0 is maintained on M. But this contradicts the statement
of Theorem 8.4. Thus, we can conclude that p has to be an equilibrium point of the
original system (8.26). Remember that the set of all equilibria of (8.26) was assumed
to consist of isolated points only. This finally gives ω(q) = { p}, or in other words,
the considered integral curve converges for t → ∞ to p.
It is clear, that the convergence for t → −∞ follows in analogous manner when
investigating the α-limit set instead.
8.2 The Lyapunov Dimension as Upper Bound

of the Fractal Dimension
8.2.1 Statement of the Results
In this section we shall show that the maximum local Lyapunov dimension of a
set is an upper bound of the fractal dimension. Our representation follows the
paper of Gelfert [10]. Suppose that (M, g) is an n-dimensional Riemannian C 3 -
manifold M. Let U ⊂ M be an open set and let ϕ : U → M be a C 1 -map.
Given u ∈ U, we consider the singular values α1 (du ϕ) ≥ · · · ≥ αn (du ϕ) ≥ 0 of the
tangent map du ϕ : Tu M → Tϕ(u) M. We denote by dim L (ϕ, u) the local Lyapunov
dimension of ϕ at u ∈ U which is defined to be the largest number d ∈ (0, n] for
which ωd (du ϕ) ≥ 1. If α1 (du ϕ) < 1, we set dim L (ϕ, u) = 0. Note that the functions
u → αi (du ϕ), i = 1, . . . , n, are continuous on U. The function u → dim L (ϕ, u) is
continuous on U except at a point u which satisfies α1 (du ϕ) = 1, where it is still
upper semi-continuous. For a compact set K ⊂ M we introduce the notation
:= sup dim L (ϕ, u)

dim L (ϕ, K)

u∈K

and call this value as in the Rn case Lyapunov dimension of ϕ on K.
We can now state the theorem ([10]).
Theorem 8.5 Let (M, g) be a Riemannian C 3 -manifold. Let further U ⊂ M be an

open set and let ϕ : U → M be a C 1 -map. Then for compact sets K,
K for all t ∈ N we have dim F K ≤ dim L (ϕ, K).
⊂ U which satisfy K ⊂ ϕ t (K) ⊂ K
From Theorem 8.5 we deduce the following result [12].
Corollary 8.10 Let U ⊂ Rn be an open set, let ϕ : U → Rn be a C 1 -map, and let

K ⊂ U be a compact invariant set of ϕ (that is, ϕ(K) = K). Then
dim F K ≤ dim L (ϕ, K) .
Remark 8.5 As in Corollary 8.1 it can be shown that Theorem 5.17, Chap. 5 is a
special case of Theorem 8.5.
Theorem 8.5 will be proved in Sect. 8.2.2.
8.2.2 Proof of Theorem 8.5
Let us start with a dimension estimate from [9]. Recall (Sect. 3.2.2, Chap. 3) that
μ B (·, d, ε) denotes the capacitive d-measure at level ε.
Lemma 8.3 Let (M, ρ) be a metric space. If for a compact set K ⊂ M and for
numbers d ≥ 0, η > 0 and 0 < D < 1 we have μ B (K, d, Dη) ≤ μ B (K, d, η) for
every η ∈ (0, η ], then dim F K ≤ d.
Proof Let r ∈ (0, η ) be chosen arbitrarily. Because of D < 1 there exists a number
j ∈ N for which D j η ≤ r < D j−1 η . Therefore,
μ B (K, d, r ) = Nr (K)r d < N D j η (K) (D j−1 η )d = D −d μ B (K, d, D j η ). (8.27)
Setting η = D j−1 η , . . . , η = η we obtain μ B (K, d, r ) < D −d μ B (K, d, η ). Since

K is compact, μ B (K, d, η ) is finite. Thus, μ B (K, d, r ) is uniformly bounded from
above for all r < η which implies dim F K ≤ d.
:= ∪t≥0 ϕ t (K).
Next we shall prove the following lemma in which we set K
Lemma 8.4 Let d ∈ (0, n) written as d = d0 + s with d0 ∈ {0, 1, . . . , n − 1} and

s ∈ (0, 1]. Assume that

2(8 d0 + 1)d ωd (d p ϕ) < 1 ∀ p ∈ K.
Then there exist numbers η0 > 0 and a, b ∈ (0, 1) and a uniformly continuous func-
→ (a, b) such that for any l ∈ N the following holds:
tion ζ : K
8.2 The Lyapunov Dimension as Upper Bound … 381
For every ball B(q, η) with η ∈ (0, η0 ) and q ∈ ϕ l (K) there exists a family of
filial balls F (1) (B(q, η)), each with radius ζ (q)η and center in ϕ l+1 (K), whose union
covers ϕ(B(q, η)) ∩ ϕ l+1 (K). For the minimal number N (q) of balls in F (1) (B(q, η))
we have N (q) ≤ 2(ζ (q))1
d .
Proof We introduce the notation ωd (ϕ, K) := max p∈K ωd (d p ϕ). Choose a number
satisfying
h > ωd (ϕ, K)
d 1
8 d0 + 1 h < (8.28)
2
and an open set Z ⊂ U containing K and which is itself contained within a com-
pact set A ⊂ U satisfying ωd (ϕ, A) < h. Further, choose a number κ < 1 satisfying
ωd (ϕ, A) ≤ κ < h and a number δ > 0 for which κ ≤ δ d and ω1 (ϕ, A) ≤ δ hold
d0 1
and set C := δκ s . At last, choose ς > 0 satisfying
d−l ≤ κ ,
ωm (ϕ, K)ς m = 0, . . . , d0 . (8.29)
The equation
(1 + Cη)d κ = h (8.30)
uniquely determines a number η > 0. Since

1 1
sup αd0 +1 (d p ϕ) ≤ ωd (ϕ, A) d ≤ κ d
p∈A
we have
1
(1 + Cη) sup αd0 +1 (d p ϕ) ≤ h d . (8.31)
p∈A
Denote by expq : Tq M → M the exponential map at a point q ∈ K. Since expq is a

smooth map which satisfies |d Oq expq | = 1, for every point q ∈ M there is a number
is compact,
δq > 0 such that |dυ expq | ≤ 2 for any υ ∈ B(Oq , δq ). Further, since K
there is a number δ0 = minq∈K δ
q > 0 and, consequently,
ρ (expq υ1 , expq υ2 ) ≤ 2|υ1 − υ2 |Tq M
for any q ∈ K and any υ1 , υ2 ∈ B(Oq , δ0 ). Here ρ(·, ·) denotes the geodesic distance
q
on M and τu : Tu M → Tq M denotes the isometric operator defined by the parallel
transport (see Sect. A.7, Appendix A) along the geodesic for points lying sufficiently
close to each other. Let η0 > 0 be so small such that:
(1) For every q ∈ K, the set B(q, 2η0 ) is contained in Z.
(2) η0 (1 + θ + η) ≤ δ0 .
ϕ(q)
(3) |τϕ(w) ◦ dw ϕ ◦ τqw − dq ϕ| ≤ η for all w, q ∈ Z with ρ (w, q) ≤ η0 .
Then every ball B(q, η) (η ≤ η0 ) which intersects K is contained in Z. Taylor’s

formula for the differentiable map ϕ gives for any u ∈ B(q, η) the estimate

exp−1 ϕ(u) − dq ϕ(exp−1 u)
ϕ(q) q
ϕ(q)
≤ sup τϕ(w) ◦ dw ϕ ◦ τqw − dq ϕ | expq−1 u| (8.32)
w∈B(q,η)
which together with property (3) implies the relation

ϕ(B(q, η)) ⊂ expϕ(q) dq ϕ B(Oq , η) + B(Oϕ(q) , ηη0 ) . (8.33)
Because of the choice of ς in (8.29) and because of Lemma 7.2, Chap. 7, for
dκ
every point q ∈ ϕ l (K) the set dq ϕ B(q, η) + B(Oϕ(q) , ηη0 ) can be covered by 2 ςd
√
balls of radius d0 + 1(1 + Cη) ς η where ς
:= max{ς, αd0 +1 (dq ϕ)}. Here the cover
can be evidently chosen in such a way that any ball is contained in a ball of radius
(1 + δ + η)η centered at Oϕ(q) , which follows from ω1 (dq ϕ) < θ and from (8.18)
and (8.28). Hence, by (8.29) and property 2), the set ϕ(B(q, η)) can be covered
d √
by 2ςdκ balls of radius 2 d0 + 1(1 + Cη) ς η. For this cover any ball intersecting
ϕ (K) can be replaced by a ball which is centered at a point in ϕ l+1 (K) and with
l+1
twice the radius.

For u ∈ U we put

κ(u) := 4 d0 + 1 (1 + Cη) · max ς, αd0 +1 (du ϕ) .
Thus, for any q ∈ ϕ l (K) the set ϕ(B(q, η)) ∩ ϕ l+1 (K) can be covered by N (q) balls
B(q j , κ(q)η) , j = 1, . . . , N (q), which are centered at q j ∈ ϕ l+1 (K). Here we have

2d κ d 1
N (q) ≤ 4 d0 + 1(1 + Cη) ≤
κ(q) d 2κ(q)d
where for the second inequality we have used (8.30) and (8.28). The function κ : U →
R, u → κ(u) is uniformly continuous on the compact set K because of smooth
dependence of the singular values of du ϕ on u. Because of (8.31) and (8.28) there
exist numbers a, b ∈ (0, 1) for which
a < κ(u) < b ,

∀ u ∈ K. (8.34)
This proves the lemma.

< n and let us choose an
Proof of Theorem 8.3 Let us assume that dim L (ϕ, K)
n). Recall that
arbitrary number d ∈ (dim L (ϕ, K),

sup ωd (d p ϕ t ) | p ∈ ϕ τ (K) ≤ max ωd (d p ϕ)t

p∈K
τ ≥0
any natural number t. Hence, for sufficiently large number t ∈ N, we have

for √
< 1 and thus the assumption of Lemma 8.4 is satisfied for
2(8 d0 + 1)d ωd (ϕ t , K)
the map ψ := ϕ t .
Let us choose an arbitrary finite cover U := ∪ Jj=1 B( p j , η) of K with p j ∈ K. We
construct a family of filial covers. By Lemma 8.4, for any ball B( p j , η) we find a
family of balls
N ( p)
F (1) (B( p j , η)) = B(qi , κ( p)η) i=1
which cover the set ψ(B( p j , η)) ∩ ψ(K). We call F (1) (B( p j , η)) in accordance
with [2] a family of filial balls for B( p j , η) of order 1. Further, we define a sequence
families of filial balls of order t recursively by setting
(1)
F (t) (B( p j , η)) = F (B) | B ∈ F (t−1) (B( p j , η)) , t ≥ 2, t ∈ N.
Let us denote by r (B) the radius of a ball B. For each family of filial balls of
B( p j , η) , p j ∈ K, of order t we therefore obtain the estimates

r (B)d = r (B )d
B∈F (t) (B( p j ,η)) B∈F (t−1) (B( p j ,η)) B ∈F (1) (B)
r (B)d ηd
≤ ≤ t. (8.35)
2 2
B∈F (t−1) (B( p j ,η))
We shall now assign certain iteration depths. For every point p ∈ K we fix a prehistory
{s0 ( p), s1 ( p), . . . } with respect to ψ as follows:

s0 ( p) := p , si ( p) := q , i = 1, 2, . . . , for some q ∈ u ∈ K : ψ(u) = si ( p) .
(8.36)
Further, we shall choose some number c ∈ (0, 21 ) satisfying

log c
2− log a
< 2−(d+2) . (8.37)
ad
Because of (8.34), to any point p ∈ K we can assign a prehistory of finite length
I ( p) for which the inequalities
ac < κ(s1 ( p)) · · · κ(s I ( p) ( p)) ≤ c (8.38)
hold. Because of (8.34) and (8.38) we obtain ac < b I ( p) and a I ( p) < c, and therefore
log ac log c
> I ( p) > (8.39)
log b log a
for any p ∈ K. Without loss of generality we can assume that c has been chosen
small enough such that I ( p) > 1 for all p ∈ K. We set I := sup p∈K I ( p) which is
finite because of (8.39).
We now construct the homogeneous cover G of K. First, for each point p ∈ K
we construct a ball of radius approximately cη containing p as follows: We take the
history {s0 ( p), s1 ( p), . . . } of p and choose some ball in U which contains the point
s I ( p) ( p) and denote it by B p,I ( p) . Along the orbit
s I ( p) ( p) → s I ( p)−1 ( p) → · · · → s1 ( p) → s0 ( p) = p
of length I ( p) we construct balls B p,I ( p)−(i+1) , i = 0, . . . , I ( p) − 1, which are

defined recursively as follows. The union of filial balls of the family F (1) (B p,I ( p)−i )
covers the set ψ(B p,I ( p)−i ) ∩ ψ i (K). Choose B p,I ( p)−(i+1) as a ball from this cover
which contains the point s I ( p)−(i+1) ( p). We obtain
s I ( p) ( p) ∈ B p,I ( p) , . . . , s0 ( p) = p ∈ B p,0 .
We denote by si ( p) the center point of the corresponding ball B p,i , i = 0, . . . , I ( p).
By construction in the proof of Lemma 8.4, si ( p) ∈ ψ I ( p)−i (K). Since B p,0 is an
element of a family of filial balls for B p,I ( p) of order I ( p) we have
r (B p,0 ) = κ(
s I ( p) ( p)) · · · κ(
s1 ( p)) r (B p,I ( p) ).
Since B p,I ( p) ∈ U, we have r (B p,I ( p) ) = η and therefore
r (B p,0 ) = κ(
s I ( p) ( p)) · · · κ(
s1 ( p))η. (8.40)
Further,
ρ s I ( p)−i ( p),
s I ( p)−i ( p) ≤ η , i = 0, . . . , I ( p). (8.41)
Now we choose a sub-family G := {B pl ,0 } L of the family {B p,0 } p∈K such that the
l=1
union ∪l=1 B pl ,0 covers the compact set K and set
L
R := max r (B pl ,0 ). (8.42)
l=1,...,L
with radius r (B pl ,0 ) and center point pl =

Each ball B pl ,0 in G s0 ( pl ) can be replaced
by the concentric ball with radius R. This gives us a cover
s0 ( pl ), R)}l=1
G := {B( L
of K with balls of equal radius R, where R ∈ (acη, cη] because of (8.38).

For
We shall now study the oscillation of the radii of balls within the cover G.
this, choose some number Δ > 1 satisfying
Δ2d I < 2. (8.43)
From Lemma 8.4 we obtain the uniform continuity of the function κ on K. Further,
uniformly bounded from below by a positive number.
by (8.35) this function is on K
Thus, there exists η1 > 0 such that
κ( p) ρ ( p, q) < η1 .
≤ Δ, ∀ p, q ∈ K, (8.44)
κ(q)
W.l.o.g. we can take η1 = η0 . From (8.41), (8.44) and (8.38), for every l = 1, . . . , L
we conclude
r (B pl ,0 )
= κ( s I ( pl ) ( pl )) ≤ Δ I ( pl ) c.
s1 ( pl )) · · · κ(
η
Analogously we obtain
η Δ I ( pl ) Δ I ( pl )
≤ < .
r (B pl ,0 ) κ(s1 ( pl )) · · · κ(s I ( pl ) ( pl )) ac
we have
Thus, for any two balls B pl ,0 and B pk ,0 from the cover G
r (B pl ,0 ) Δ I ( pk ) I ( pl ) Δ2I
< Δ c≤ .
r (B pk ,0 ) ac a
Finally, for the radius R, from (8.42)
Δ2I
R≤ r (B pl ,0 ) (8.45)
a
follows.
We shall now estimate the capacitive d-measure at level R of K, i.e., the outer
measure μ B (·, d, R) on M. Since K has been covered by balls from G with equal
radius R, we obtain by (8.45)

L
L
Δ2d I
L
μ B (K, d, R) ≤ μ B B( s0 ( pl ), R), d, R = Rd ≤ d r (B pl ,0 )d .
l=1 l=1
a l=1
(8.46)
To each ball B pl ,0 , l = 1, . . . , L , we assigned a ball B( p j , η) ∈ U such that B pl ,0
belongs to the family of filial balls of B( p j , η) of order I ( p j ). Consequently, each
term in sum in the right-hand term in (8.46) occurs at most once as a term in the sum

J
I
r (B)d
j=1 i=I ∗ B∈F (i) (B( p j ,η))
where we have set I ∗ := min p∈K I ( p). Thus, we obtain
∞
Δ2d I Δ2d I 1 d
J I
μ B (K, d, R) ≤ r (B)d ≤ J η (8.47)
a d j=1 i=I ∗ ad i=I ∗
2i
B∈F (i) (B( p j ,η))
where we have used (8.35). By (8.39) and by definition of the number I there holds
log c
< I ∗ ≤ I.
log a
From this we deduce for the capacitive d-measure at level R of K
log c Δ2d I
μ B (K, d, R) < J 2− log a 2ηd .
ad
Now (8.43) and (8.37) imply
log c
2− log a
μ B (K, d, R) < 4 J ηd < 2−d J ηd . (8.48)
ad
We shall now apply Lemma 8.3. The initial cover U of K of balls of radius η
centered at a point in K has been chosen arbitrarily. Any ball intersecting K of
radius η2 can be replaced by one which is centered in K and with radius η. Thus,
we can replace the right-hand side in (8.43) by μ B (K, d, η2 ). All assumptions of
Lemma 8.3 are thus satisfied. From μ B (K, d, R) < μ B (K, d, η2 ) and R ≤ cη < η2
which
the estimate dim F K ≤ d follows. This holds for arbitrary d > dim L (ψ, K)
proves Theorem 8.5.
Remark 8.6 For a C 1 -map in Rn and a compact invariant set Theorem 8.5 has been
shown by Hunt [12], where the author uses the on Rn equivalent definition of the
fractal dimension via a grid covering. For twice continuously Frechét-differentiable
maps in a separable Hilbert space, Blinchevskaya and Ilyashenko [2] extended this
result by showing that a compact invariant set has fractal dimension not exciting k if
the map contracts k-volumina.
8.2.3 Global Lyapunov Exponents and Upper Lyapunov

Dimension
Let us consider the long-term behaviour of the dynamical system ϕ : N × K → K

generated by the iterates ϕ t (t ∈ N) on an invariant set K ⊂ U. We introduce the
global Lyapunov exponents ν1u ≥ · · · ≥ νnu of ϕ on K which are recursively defined
by
1
ν1u + · · · + ν uj := lim log max ω j (d p ϕ t ) , j = 1, . . . , n.
t→+∞ t p∈K
The upper Lyapunov dimension of ϕ on K with respect to the global Lyapunov

exponents is
ν u + · · · + νku
dimuL (ϕ, K) := k + 1
|νk+1
u
|
where k ∈ {0, . . . , n − 1} denotes the smallest number satisfying ν1u + · · · + νk+1

u
< 0.
Using Theorem 8.5 and the method of proof of Theorem 3.3 in [28], we obtain
the following result [10].
Theorem 8.6 Let (M, g) be a Riemannian C 3 -manifold. Let U ⊂ M be an open

set, and let ϕ : U → M be a C 1 -map. For a compact and invariant set K ⊂ U we
have dim F K ≤ dimuL (ϕ, K).
Remark 8.7 Since for invariant sets K the function t → max p∈K ωd (d p ϕ t ) is sub-
exponential (cp. [28]), we have
dimuL (ϕ, K) ≤ inf dim L (ϕ t , K) = lim dim L (ϕ t , K). (8.49)

t∈N t→+∞
Further, recall [15] that
inf dim L (ϕ t , K) = sup dim L (ϕ, μ)

t→+∞ μ
where dim L (ϕ, μ) denotes the Lyapunov dimension with respect to the Lyapunov
exponents νi (μ) of μ and where the supremum is taken over all invariant ergodic
probability measures supported on K.
In correspondence to the global Lyapunov exponents the local Lyapunov expo-

nents ν1 ( p) ≥ · · · ≥ νn ( p) of ϕ at a point p ∈ K (see also Chap. 6) are defined
recursively by
1
ν1 ( p) + · · · + ν j ( p) = lim sup log ω j (d p ϕ t ) , j = 1, . . . , n.
t→+∞ t
The local upper Lyapunov dimension of ϕ at p with respect to the local Lyapunov
exponents is then given by
ν1 ( p) + · · · + νk( p) ( p)
dim L (ϕ, p) := k( p) +
|νk( p)+1 ( p)|
where k( p) ∈ {0, . . . , n − 1} denotes the smallest number satisfying

ν1 ( p) + · · · + νk( p)+1 ( p) < 0.
Remark 8.8 For an invariant set K the inequality
sup dim L (ϕ, p) ≤ dimuL (ϕ, K)

p∈K
has been proven by Eden ([6]). He presumed that for a typical system ([6]) there
always exists a point p satisfying dim L (ϕ, p) = dimuL (ϕ, K). He refers also to exam-
ples for which strict inequality holds.
8.2.4 Application to the Lorenz System
To handle systems on Riemannian manifolds gives us the freedom also to construct

adapted metrics. Recall that, within a class of equivalent metrics, the box dimension
of a compact set is the same. However, notice that the local Lyapunov dimensions
of a differentiable map strongly depends on the Riemannian metric. This fact can
be used to optimize dimension estimates (see, for instance, [4, 19, 23] for a related
approach using adapted Lyapunov functions).
As an example we consider the flow ϕ : R × R3 → R3 of the Lorenz system
ẋ = −σ x + σ y ẏ = r x − y − x z ż = −bz + x y (8.50)
with given parameters b = 83 , σ = 10 and r = 28. The flow is dissipative and has a
global attractor A ⊂ R3 . Since the divergence of the vector field f given by (8.50)
equals div f = −(σ + 1 + b) < 0, the Lorenz system is volume-contracting, hence
the Lorenz attractor has Lebesgue measure zero. It was shown in Sect. 6.5.2, Chap. 6
that the maximal local Lyapunov dimension of the time-1-map ϕ 1 on A equals
the local Lyapunov dimension of ϕ 1 at the equilibrium point p0 = (0, 0, 0) . There
were used certain linear transformations and Lyapunov-type functions. We put this
approach into the framework of adaption of metrics. For this we introduce the family
of matrices
V ( p)
S( p) := exp A , p = (x, y, z) ∈ R3 ,
d
with ⎛ ⎞
a 0 0
A := ⎝− σ1 (b − 1) 1 0⎠
0 0 1
where
1
a := r σ + (b − 1)(σ − b)
σ
and
2 (b − 1)
2
1
V ( p) = (3 − d) κ1 x + κ2 y + z − x
2 2 2
+ κ3 z
2aθ σ2
with
θ := 2 (σ + 1 − 2b)2 + (2σ b)2
and
1 4σ a
κ2 := , κ3 := − ,
2a b
1 # r σ − (b − 1)2 2(b − 1) $
κ1 := − 2κ2 + κ3 + . (8.51)
2σ σ aσ
We consider the metric tensor g on R3 given at a point p ∈ R3 by
V ( p)
g( p)(υ, w) := exp 2 (A T Aυ, w)R3 , υ, w ∈ R3
d
where (·, ·)R3 is induced by the Euclidean metric. Here d is a positive parameter
which will be specified below. Note that with respect to this metric structure the
singular value function of order 2 + s (s ∈ (0, 1)) of the map ϕ 1 can be estimated
as
1 # $
ω2+s (d p ϕ ) ≤ exp
1
λ1 (ϕ τ ( p)) + λ2 (ϕ τ ( p)) + sλ3 (ϕ τ ( p)) dτ
0
+ V (ϕ 1 ( p)) − V ( p) =: Υ2+s (ϕ 1 , p) (8.52)
where λ1 (u) ≥ λ2 (u) ≥ λ3 (u) denote the eigenvalues of the matrix
1
A D f (u) A−1 + (A D f (u) A−1 )T
2
with D f (u) being the Jacobian of f (u). Note that
σ + 1 1
λ2 ( p0 ) = −b , λ1/3 ( p0 ) = − ± (σ − 1)2 + 4σ r
2 2
which implies
2(σ + 1 + b)
dim L (ϕ 1 , p0 ) = 2 + s0 , s0 = −1 +
σ + 1 + (σ − 1)2 + 4σ r
and Υ2+s (ϕ 1 , p0 ) ≤ 1 for any s ≥ s0 . Moreover,
Υ2+s (ϕ 1 , p) ≤ Υ2+s0 (ϕ 1 , p0 ) ( p ∈ R3 , s ≥ s0 )
and thus
dim L (ϕ 1 , p0 ) = sup dim L (ϕ 1 , p).
p∈R3
Since p0 is an equilibrium point, dim L (ϕ 1 , p0 ) = dimuL (ϕ 1 , p0 ). Hence, the dynami-

cal system generated by (8.50) on A is typical in the sense of Remark 8.8. Moreover,
dim F A ≤ dim L (ϕ 1 , p0 ) = dimuL (ϕ 1 , A) = inf dim L (ϕ t , A) ≈ 2.401 . (8.53)

t∈N
The Lorenz attractor A observed numerically has been the object of several ana-
lytic estimates of the box dimension (e.g., Eden et al. [7] obtained dim F A ≤ 2.408).
Since the local Lyapunov dimension of an equilibrium point is invariant under
changes of metrics, estimate (8.53) is optimal in terms of methods developed
in this section and in [4, 7, 12, 28]. However, numerical investigations suggest
dim B A ≈ 2.05.
8.3 Hausdorff Dimension Estimates by Use of a Tubular

Carathéodory Structure and their Application to
Stability Theory
8.3.1 The System in Normal Variation
An important class of invariant sets of dynamical systems are strange attractors

which locally have the structure of the product of a smooth (often one-dimensional)
submanifold directed “along the attractor” and a Cantor-like set, “transversal” to the
attractor [25]. Thus, it is natural to investigate the stability and dimension properties
of such attractors considering the intersection of the attractors with surfaces which
are locally transversal to the attractor [11, 16]. The use of transverse intersections is
well-known in stability theory.
8.3 Hausdorff Dimension Estimates by Use of a Tubular … 391
Consider now a Riemannian manifold (M, g) of dimension n(n ≥ 2) and, for

simplicity, of class C ∞ . Let F : M → T M be a vector field of class C 2 on M and
let us consider the corresponding differential equation
u̇ = F(u). (8.54)
For simplicity, let us assume that the global flow ϕ : R × M → M of (8.54) exists.
This flow ϕ can also be written as a one-parameter family of C 2 -diffeomorphisms
{ϕ t }t∈R with ϕ t (·) = ϕ(t, ·).
The behaviour of system (8.54) near a given solution ϕ (·) ( p) is described by the
variational equation
Dy
= ∇ F(ϕ t ( p))y . (8.55)
dt
All points p ∈ M with F( p) = O p (F( p) = O p ), where O p denotes the origin

of the tangent space T p M, we call regular (singular) points of the vector field F. If
p is a regular point we may consider the system in normal variations with respect to
the solution ϕ (·) ( p) of (8.55)
Dz
= A(ϕ t ( p))z, (8.56)
dt
where the linear operator A( p) : T p M → T p M is given by
A( p) = ∇ F( p) − B( p), where
F( p) (8.57)
B( p)υ = 2 (F( p), S∇ F( p)υ) for all υ ∈ T p M.
|F( p)|2
The scalar product (·, ·) and the associated norm | · | are taken in the tangent space
T p M. In coordinates of an arbitrary chart x : D(x) → R(x) around the regular point
p, the linear operator A( p) is given by
2 j
Aik = ∇i f k − f k g jl f l Si , k, i = 1, . . . , n, (8.58)
gmn f m f n
where f k and g jk are the coordinates of the vector field F and the Riemannian metric
j
tensor g in the chart x and Si = 21 g jk ∇k f p g pi + ∇i f j is the representation in
coordinates of the symmetric part S∇ F( p) of the covariant derivative of the vector
field F in this chart. Note that for ODE’s in Rn with standard metric, the system in
normal variations (8.56) coincides with the system in modified variations. Suppose
that p ∈ M is a regular point of F and y(·) is a solution of (8.56) along ϕ (·) ( p). This
solution can be split for any t ∈ R into two orthogonal components as
y(t) = z(t) + μ(t)F(ϕ t ( p)), (8.59)

where z(·) is the solution of (8.56) with respect to ϕ (·) ( p) with initial condition z(0) =
y(0) and μ(·) is a scalar valued C 1 -function given by μ(t) = (y(t), F(ϕ t ( p)))
/|F(ϕ t ( p))|2 .
For every regular point p ∈ M of F we introduce the (n − 1)-dimensional linear
subspace
T ⊥ ( p) = υ ∈ T p M : (υ, F( p)) = 0
of the tangent space T p M. Denote by S A( p) := 21 [A( p) + A( p)[∗] ] the symmetric

part of the operator A( p). A straight forward calculation shows that for all υ ∈ T ⊥ ( p)
the following two relations
(F( p), S A( p)υ) = 0 and (υ, A( p)υ) = (υ, ∇ F( p)υ) (8.60)
are satisfied. Hence, we have S A( p) : T ⊥ ( p) → T ⊥ ( p). Using this fact one can
easily prove the first part of the following lemma [21].
Lemma 8.5 For an arbitrary regular point p ∈ M of the vector field (8.55), the
eigenvalues of the operator S A( p) : T p M → T p M are the eigenvalues of the
operator S A( p) which is restricted to the linear subspace T ⊥ ( p) and the value
−(∇ F( p)F( p), F( p))/|F( p)|2 . Further we have
F( p)
S∇ F( p)z − (F( p), S∇ F( p)z) = S A( p)z for all z ∈ T ⊥ ( p).
|F( p)|2
In the following, we denote at any regular point p of (8.54) the eigenvalues of the
operator S A( p) restricted to the subspace T ⊥ ( p) by λ⊥ ⊥
1 ( p) ≥ · · · ≥ λn−1 ( p), which
are ordered with respect to size and multiplicity. By Z (t, p) we denote the operator
solution of (8.56) with initial condition Z (0, p) = idT ⊥ ( p) . For every t ∈ R, the linear
operator Z (t, p) : T ⊥ ( p) → T ⊥ (ϕ t ( p)) maps between the subspaces T ⊥ ( p) and
T ⊥ (ϕ t ( p)) being orthogonal to the vector field in p and ϕ t ( p), respectively. The
next lemma can be proved analogously to Theorem 8.3.
Lemma 8.6 Suppose that p ∈ M is a regular point of the vector field (8.54) and
Z (·, p) is the operator solution of (8.56). Let d ∈ (0, n − 1] be written in the form
d = d0 + s with d0 ∈ {0, 1, . . . , n − 2} and s ∈ (0, 1]. Then for all t ≥ 0 it holds

t ⊥ τ ⊥ τ ⊥ τ

ωd (Z (t, p)) ≤ exp λ1 (ϕ ( p)) + · · · + λd0 (ϕ ( p)) + sλd0 +1 (ϕ ( p)) dτ .
0
Let B(O p , r ) denote the ball of radius r around the origin O p of T p M. For a
regular point p ∈ M of F let B ⊥ (O p , r ) := B(O p , r ) ∩ T ⊥ ( p) be the ball in the
subspace T ⊥ ( p) centered in the origin O p of T p M with radius r . Fix p and r
and consider for any t ≥ 0 the ellipsoid E(t) := Z (t, p)B ⊥ (O p , r ) in the subspace
Fig. 8.1 Reparametrization of the flow
T ⊥ (ϕ t ( p)). If a1 (E(t)) ≥ · · · ≥ an−1 (E(t)) are the lengths of the semi-axes of E(t)
and d is an arbitrary number in (0, n − 1] we have by Eq. (7.8), Chap. 7,
ωd (E(t)) = ωd (Z (t, p)) r d . (8.61)
Our aim is to describe the variation of time translated pieces of (n − 1)-dimensional

submanifolds, orthogonal to a considered orbit of (8.54). For this purpose we use the
methods from Sect. 7.2, Chap. 7, developed there for stability investigations of flows
on manifolds. Considering a non-equilibrium solution ϕ (·) ( p) of (8.54) with p ∈ M
the local transformation of small pieces of (n − 1)-dimensional submanifolds can
be described by a reparametrized local flow. For δ > 0, so small that exp p is defined
on B(O p , δ), we shall consider the (n − 1)-dimensional submanifold
B ⊥ ( p, δ) := exp p (B ⊥ (O p , δ))
of M through p which is local transversal at the point p to the trajectory of the

vector field passing through the point p. Every point u ∈ B ⊥ ( p, δ) can be uniquely
written in the form u = exp p (r υ), where υ ∈ T ⊥ ( p) is a vector of length |υ| = 1
and r ∈ [0, δ) measures the arc length of the geodesic c p,υ connecting p and u. This
defines for us a unique representation u = u(r, υ) of a point u ∈ B ⊥ ( p, δ).
The main properties of the reparametrization (see Fig. 8.1) are summarized in the
following lemmata [21] whose proofs are similar ommited to Lemma 7.8, Chap. 7.
Lemma 8.7 Suppose that ϕ (·) ( p) is a non-equilibrium solution of the C 2 -vector field
(8.54). Then for any finite number T0 > 0 there exists a number ε1 > 0 such that
for every u ∈ B ⊥ ( p, ε1 ) there is a monotonously increasing differentiable function
s(·, u) : R+ → R+ satisfying s(·, p) = id|[0,T0 ] and
s(t,u)
exp−1
ϕ t ( p) ϕ (u) , F(ϕ t ( p)) = 0 for all t ∈ [0, T0 ]. (8.62)
The next lemma states that for any regular point p ∈ M of F for the locally
defined reparametrized flow φ t (·) ≡ φ(t, ·) := ϕ(s(t, ·), ·) the differential d p φ t of
φ t restricted to T ⊥ ( p) satisfies (8.56).
Lemma 8.8 Suppose that ϕ (·) ( p) is a non-equilibrium solution of (8.54) and

the function s(·, ·) : [0, T0 ] × B ⊥ ( p, ε1 ) → R+ as given in Lemma 8.7 defines a
reparametrized local flow φ t (u) := ϕ s(t,u) (u). Then for all t ∈ [0, T0 ] there holds
d p φ t |T ⊥ ( p) = Z (t, p),
where Z (t, p) denotes the operator solution of (8.56) with Z (0, p) = idT ⊥ ( p) .
8.3.2 Tubular Carathéodory Structure
In this subsection we define a special Carathéodory structure in the sense of Sect.

3.4.1, Chap. 3, for flow negatively invariant sets on Riemannian manifolds. The outer
measures which arise from this structure will majorize the Hausdorff measures and
will be applied to obtain Hausdorff dimension estimates of flow-invariant sets on the
manifold.
Let (M, g) be a smooth n-dimensional Riemannian manifold and ρ the metric
induced by g. For a piecewise smooth curve c : I → M (I ⊂ R an interval) of finite
length and arbitrary ε > 0 we define the ε-tubular neighborhood (c, ε) of c by
(c, ε) = B(u, ε),

u∈c(I)
where B(u, ε) = { p ∈ M|ρ (u, p) < ε} is a metric ε-ball on M centered at the point
u. For simplicity we call the ε-tubular neighborhood (c, ε) around the curve c of
length l shortly tube of length l.
For a given compact set K ⊂ M and a given number l0 > 0 we denote by Γ (l0 ) =
{c} a family of piecewise smooth curves of a finite length l(c) = l0 such that for any
ε > 0 the following condition is satisfied:
(H1) K is contained in the union of ε-tubular neighborhoods (c, ε) with

c ∈ Γ (l0 ).
For a family Γ (l0 ) satisfying (H1) we define a family of subsets F, a parameter
set P, and the functions ξ : F × P → [0, ∞), η : F × R → [0, ∞), and ψ : F →
[0, ∞) by
F = {(c, ε) ∩ K | c ∈ Γ (l0 ), ε > 0} ∪ {∅}, P = [1, +∞),

ξ((c, ε) ∩ K, d) := ε d−1
, η((c, ε) ∩ K, s) := ε , ψ((c, ε) ∩ K) := ε
s
(8.63)
for c ∈ Γ (l0 ), ε > 0 with (c, ε) ∩ K = ∅, ξ(∅, d) = ψ(∅) = 0, and η(∅, s) = 1
for all d ∈ P, s ∈ R.
Straight forwardly, one can verify that the collection (F, P, ξ, η, ψ) defined via
(8.63) with Γ (l0 ) satisfying (H1) is a Carathéodory structure on K in the sense of
Sect. 3.4, Chap. 3. In the sequel we will call such a structure simply Carathéodory
structure with tubes of length l0 on K. The next proposition ([21]) shows the rela-
tions between the Carathéodory measures and the Hausdorff measures, as well as
between the Carathéodory dimension, generated by this structure, and the Hausdorff
dimension. For the Rn -case we refer to [18].
Proposition 8.1 Suppose that K is a compact set on the smooth n-dimensional

Riemannian manifold (M, g). Suppose that (F, P, ξ, η, ψ) is a tubular Carathéodory
structure on K with tubes of length l0 defined by (8.63) and with respect to this
structure μC (·, d, ε), μC (·, d), and dimC are the Carathéodory d-measure at level
ε, the Carathéodory d-measure, and the Carathéodory dimension, respectively. Then
there exist two numbers k > 0 and ε0 > 0 depending only on K such that for any set
Y ⊂ K and any d ≥ 1 the inequality
μ H (Y, d, ε) ≤ l0 kμC (Y, d, ε) (8.64)
holds for all ε ∈ (0, ε0 ]. Therefore, we have
μ H (Y, d) ≤ l0 kμC (Y, d) and thus dim H Y ≤ dimC Y.
As in the previous subsection we shall consider the complete C 2 -vector field

F : M → T M on a smooth n-dimensional Riemannian manifold M and the cor-
be
responding differential equation (8.54) with the global flow {ϕ t }t∈R . Let K and K
two compact sets in M satisfying
for all t ≥ 0.
K ⊂ ϕ t (K) ⊂ K (8.65)
At first we suppose that the set K does not contain equilibrium points of (8.54).
To construct the family Γ (l0 ) we can denote by S the set of all equilibrium points
and set e1 = 1 dist(Z, K), where dist(Z, K) = inf ρ (u, p), and we
of (8.54) in K 2 u∈Z,
p∈K
can define
∩
Z := K B( p, e1 ). (8.66)
p∈K
and the set Z define the

With respect to the vector field F, the compact set K,
coefficient
|F(u)|Tu M
κ(F, K, Z) := maxu∈K . (8.67)
minu∈Z |F(u)|Tu M
For any p ∈ K we take a time b p > 0 such that ϕ t ( p) ∈ Z for all t ∈ [0, b p ]. Further,
since d p ϕ t |t=0 = idTp M we can suppose that |d p ϕ t | ≤ 2 holds for all t ∈ [0, b p ].
Since K is compact and contains no equilibrium points of F there exists a number
e2 > 0 such that for the length of the integral curve pieces it holds l(ϕ(·, p)|[0,b p ] ) ≥
e2 for any p ∈ K. We put
1
l0 := min{e1 , e2 },
2
introduce for any q ∈ K the number τ (q) > 0 satisfying l(ϕ(·, q)|[0,τ (q)] ) = l0 , and
define the set
Γ = { ϕ(·, q)|[0,τ (q)] | q ∈ K}. (8.68)
Obviously Γ (l0 ) satisfies condition (H1) and (F, P, ξ, η, ψ) defined by (8.63) is

a Carathéodory structure on K.
8.3.3 Dimension Estimates for Sets Which are Negatively

Invariant for a Flow
In the present subsection we derive upper bounds for the Hausdorff dimension of
compact sets being negatively invariant with respect to the flow of (8.54).
Our main result is the following theorem [21].
Theorem 8.7 Let F be the C 2 -vector field (8.54) on the smooth n-dimensional
(n ≥ 2) Riemannian manifold (M, g) satisfying the following conditions:
(a) The flow {ϕ t }t∈R of (8.54) satisfies (8.65) with respect to the compact sets K and
in M, where K does not contain equilibrium points of (8.54).
K
(b) For any p ∈ K let λ⊥ ( p) ≥ · · · ≥ λ⊥ ( p) be the eigenvalues of the symmetric
1 n−1
part S A( p) restricted to the subspace T ⊥ ( p) where A( p) is the operator from
(8.57). There exists a number d ∈ (0, n − 1], written as d = d0 + s with d0 ∈
{0, 1, . . . , n − 2} and s ∈ (0, 1], a number Θ > 0, and a time T0 > 0 such that
T0
⊥ τ
λ1 (ϕ ( p)) + · · · + λ⊥ τ ⊥ τ
d0 (ϕ ( p)) + sλd0 +1 (ϕ ( p)) dτ ≤ −Θ (8.69)
0

is satisfied for all regular points p ∈ K.
Then it holds dim H K < d + 1. If d = 1 we have dim H K ≤ 1.
Before proving Theorem 8.7 let us formulate some lemmata from [21]. For an
arbitrary piecewise smooth curve c : [t1 , t2 ] → M we denote its length by l(c).
Lemma 8.9 Suppose that {ϕ t }t∈R is the flow of (8.54), Z and K are compact sets in
M, Z does not contain any equilibrium of (8.54), and κ(F, K, Z) is the coefficient
from (8.67) and let ct : [t1 , t2 ] → M be the restriction of ϕ(·, p) on [t1 , t2 ] given by
for all
ct (·) := ϕ(t + ·, p)|[t1 ,t2 ] and satisfying c0 ([t1 , t2 ]) ⊂ Z and ct ([t1 , t2 ]) ⊂ K
t > 0. Then the length l(ct ) of such a restriction satisfies l(ct ) ≤ κ(F, K, Z) l(c0 )
for all t ≥ 0.
Proof The statement follows immediately from
t2 t2
|ϕ̇(τ + t, p)| Z)l(c0 ).
l(c ) =
t
|ϕ̇(τ, ϕ ( p))|dτ =
t
|ϕ̇(τ, p)|dτ ≤ κ(F, K,
|ϕ̇(τ, p)|
t1 t1

Lemma 8.10 Suppose {ϕ }t∈R is the flow of (8.54) satisfying (8.65) with respect to
t
the compact sets K and K in M, where K does not contain equilibrium points of
(8.54). Suppose also that Z, κ(F, K, Z), and l0 are given by (8.66), (8.67), and (8.68),
respectively. For p ∈ K let λ1 ( p) be the largest eigenvalue of S∇ F( p), and for a
regular point p ∈ K let λ⊥ ( p) ≥ · · · ≥ λ⊥ ( p) be the eigenvalues of S A( p)|T ⊥ ( p)
1 n−1
where A( p) is the operator from (8.57). Define for a number d ∈ (0, n − 1] written as
d = d0 + s with d0 ∈ {0, 1, . . . , n − 2} and s ∈ (0, 1], and a time T0 > 0 the values
⎧T ⎫
⎨ 0 ⎬
k := max exp λ⊥ τ ⊥ τ ⊥ τ
1 (ϕ ( p)) + · · · + λd0 (ϕ ( p)) + (d − d0 )λd0 +1 (ϕ ( p)) dτ ,
p∈K ⎩ ⎭
0

κ(F, K, Z)
a := exp 3l0 max α1 ( p) ,

p∈K min p∈Z |F( p)|Tp M (8.70)

β :=26 d0 + 1 a, and C := 3κ(F, K, Z) + 1 2d0 β d .
Then for any l > k there exists an ε0 > 0 such that for all ε ∈ (0, ε0 ] the Carathéodory
(d + 1)-measure μC (·, d + 1, ε) at level ε, generated with respect to the
Carathéodory structure on K with tubes of length l0 from (8.68), satisfies the
inequality
μC (ϕ T0 (K) ∩ K, d + 1, βl 1/d ε) ≤ ClμC (K, d + 1, ε). (8.71)
Proof Fix some c ∈ Γ (l0 ). For arbitrary l > k we can choose an ε > 0 such that the
set V := p∈K B( p, ε) contains no equilibrium points of (8.54) and the inequality
⎧T
⎨ 0

k := max exp λ⊥ τ ⊥ τ
1 (ϕ (u)) + · · · + λd0 (ϕ (u))
u∈V ⎩
0

+ (d − d0 )λ⊥d0 +1 (ϕ τ
(u)) dτ <l (8.72)
is satisfied. We set
⎧T ⎫
⎨ 0 ⎬
σ := max exp λ⊥ τ
1 (ϕ ( p))dτ (8.73)
p∈V ⎩ ⎭
0
and take a number m > 0 such that k < m d and σ ≤ m are satisfied. Since l > k
the equation
d0 1/(1−d0 ) d
m
1+ η k = l
k
uniquely defines a number η > 0.

Choose δ > 0 such that for any u ∈ K the map expu maps the ball B(Ou , δ) ⊂
Tu M diffeomorphically onto the geodesic ball B(u, δ) ⊂ M. Further with
|d Ou exp p | = 1 we can suppose that |dυ exp p | ≤ 2 and therefore
ρ (expu υ1 , expu υ2 ) ≤ 2ρ (υ1 , υ2 ) holds for all u and υ1 , υ2 ∈ B(Ou , δ).
To simplify the use of the reparametrized local flow we cover (γ , ε) by a set
T (γ p , ε) as follows. Let for some p ∈ K and the associated time t ( p) > 0 be γ p (·) =
ϕ(·, p)|[0,t ( p)] the integral curve of length 2l0 such that γ p ⊃ γ and for any ε > 0 the
inclusion (γ , ε) ⊂ T (γ p , ε) holds, where
T (γ p , ε) := B ⊥ (u, ε).
u∈γ p
Let p and t ( p) be fixed. We take now ε0 (γ ) < 41 min{ε, δ, dist(K, M\V)} small
enough such that the following conditions are satisfied :
(1) The function s : [0, max{T0 , t ( p)}] × B ⊥ ( p, 4ε0 (γ )) → R+ as characterized
in the Lemma 8.7 defines a local reparametrization of the flow ϕ by φ : [0, max
{T0 , t ( p)}] ×B ⊥ ( p, 4ε0 (γ )) → M with φ(t, ·) ≡ φ t (·) := ϕ s(t,·) (·) for t ∈ [0,
max{T0 , t ( p)}].
(2) φ T0 (B ⊥ ( p, 4ε0 (γ ))) ⊂ B(ϕ T0 ( p), δ)
(3) The distance between the points φ t (u) on an integral curve starting in u =
exp p (r υ) ∈ B ⊥ ( p, ε0 (γ )) and the reference orbit through p for a fixed t ∈ [0, t ( p)]
is of the size
ρ (ϕ t ( p), φ t (u)) = |d p φ t | · r (1 + O(r ))
as r → 0. It holds |d p φ t | ≤ |d p ϕ t | and |d p ϕ t | ≤ 2 for any t > 0 such that l(ϕ([0, t],

p)) ≤ 2l0 . Thus, for any u ∈ B ⊥ ( p, ε0 (γ )) it is ρ (ϕ t ( p), φ t (u)) ≤ 4ρ ( p, u) for
any such t. We can assume analogous assumptions for the flow in reverse time-
direction. Let for ε0 (γ ) > 0 the following be satisfied : If γ = φ([0, t ( p)], u) is
some arc of trajectory intersecting T (γ p , ε0 (γ )) then γ is completely contained in
T (γ p , 4 ε0 (γ )) and satisfies l(γ ) ≤ 3 l0 .
(4) For any u ∈ K and for the associated time ι(u) > 0 such that the integral curve
ϕ([0, ι(u)], u) is of length 3 l0 κ(F, K, ) it holds
ϕ t (u)
sup |τϕ t (q) dq ϕ t τqu − du ϕ t | ≤ a, for all t ∈ (0, ι(u)). (8.74)
q∈B(u,16σ ε0 (γ ))
Suppose that it holds
φ T0 ( p)
sup |τφ T0 (q) dq φ T0 τ pq − d p φ T0 | ≤ η. (8.75)
q∈B⊥ ( p,4ε0 (γ ))
(5) For any u = u(r, υ) ∈ B ⊥ ( p, 4ε0 (γ )) the deviation arising from the local repar-
ametrization of the flow is of the form s(T0 , u(r, υ)) − T0 = O(r ) as r → 0 which
gives for the point φ T0 (u) = ϕ s(T0 ,u)−T0 (ϕ T0 (u)) the representation
exp−1
ϕ T0 (u)
(φ T0 (u)) = Oϕ T0 (u) + F(ϕ T0 (u))O(r ) + o(r )
as r → 0. The vector field√ C 2 -varies on M. So we can suppose that for any point u ∈
B ⊥ (ϕ T0 ( p), δ) for ν < 24 d0 + 1σ ε0 (γ ) any set (φ T0 ◦ ϕ −T0 )B(u, ν) is contained
in a 2ν-tubular neighborhood of a curve ϕ(·, ϕ T0 (u))|(−τ,τ ) of some finite length, say
of length l0 .
Now let r ≤ ε0 (γ ). Suppose ϕ T0 ((γ , r )) ∩ K = ∅. The set B( p, 4r ) is contained

in the open set V. Taylor’s formula for the differentiable map φ T0 provides that for
every u ∈ B ⊥ ( p, 4r )
| exp−1
φ T0 ( p)
φ T0 (u) − d p φ T0 (exp−1
p (u))|
φ T0 ( p)
≤ sup |τφ T0 (q) dq φ T0 τ pq − d p φ T0 | · | exp−1
p (q)| (8.76)
q∈B( p,4r )
holds. Considering the image of B ⊥ ( p, 4r ) under φ T0 with (8.75) we obtain the

inclusion
T0 ⊥
exp−1
φ T0 ( p)
φ B ( p, 4r ) ⊂ d p φ T0 B ⊥ (O p , 4r ) + B ⊥ (Oϕ T0 ( p) , η4r ).

The set d p φ T0 B ⊥ (O p , 4r ) is an ellipsoid with half-axes of length 4r αk ( p), where
αk ( p) (k = 1, . . . , n − 1) denote the singular values of the linear operator d p φ T0 :
T ⊥ ( p) → T ⊥ (ϕ T0 ( p)). Using the definition of k , Lemma 8.6 and Eq. (8.61) we
conclude

ωd d p φ T0 (B ⊥ (O p , 4r )) ≤ (4r )d k . (8.77)
⊥
[24]) an ellipsoid E ⊂ T (ϕ ( p))
T0
By standard covering results (see e.g. Sect. 8.1.2 or
⊥
can be found containing d p φ B (O p , 4r ) + B(Oϕ T0 ( p) , η4r ) and satisfying
T0
√
ωd (E) ≤ l(4r )d . Any set E can be covered by N balls of radius R = d0 + 1αd0 +1 (E).
The number N can be estimated from above by
2d0 ωd (E)
N≤ .
αd0 +1 (E)d
Thus, any set expϕ T0 ( p) (E) and therefore φ T0 (B ⊥ ( p, 4r )) can be covered by N

geodesic balls in M of radius 2R. Fixing such a cover {B( u j , 2R)} j≥1 where
u j ∈ M ( j ≥ 1) we choose in every set K ∩ B(
u j , 2R) ∩ B ⊥ (ϕ T0 ( p), δ) a point u j
and obtain the cover {B j } j≥1 of the set φ T0 (B ⊥ ( p, 4r )) ∩ K with B j = B(u j , 4R) ∩
B ⊥ (ϕ T0 ( p), δ) .
Now we consider the deviation arising from the reparametrization. By the property
(8.76) any set (φ T0 ◦ ϕ −T0 )(B j ) is with precision o(r ) (r ≤ ε0 (γ )) contained in a 4R-
neighborhood of the orbit trough ϕ T0 (u), or more precise, in an 8R-neighborhood of
a trajectory piece ϕ(·, (ϕ T0 ◦ φ −T0 )(u j ))|(−τ,τ ) of length l0 .
By the choice of ε0 (γ ) any trajectory piece in T (γ , 4r ) which intersects T (γ , r )
is of maximal length 3l0 . We shift the balls B((φ T0 ◦ ϕ −T0 )(u j ), 8R) along the flow
lines. Thus, with the above and (8.74) the set ϕ T0 (T (γ , r )) can be covered by N
tubes of length 3l0 κ(F, K, Z) + l0 and diameter 2a · 8R.
Covering each curve arc by curve arcs of length l0 we conclude

μC (ϕ T0 ((γ , r )) ∩ K, d + 1, 26 d0 + 1l 1/d aε0 (γ ))
d
) + 1) 26 a d0 + 1αd0 +1 (E)
≤ N (3κ(F, K, (8.78)
≤ Clε0 (γ )d .
Since Γ is the set of trajectory pieces starting at a point p in the compact

set K we can pass to ε0 = inf γ ∈Γ ε0 (γ ) > 0 such that the (8.78) holds for any
(γ , ε) with γ ∈ Γ and ε ≤ ε0 . Let ε ≤ ε0 . For any ν > 0 there exists a finite
family {(γi , ri )}i≥1 with γi ∈ Γ , ri ≤ ε having the property that i (γi , ri ) ⊃
K and i ri ≤ μC (ϕ (K) ∩ K, d + 1, ε) + ν. We obtain μC (ϕ (K) ∩ K, d +
d T0 T0
1, βl ε) ≤ i μC (ϕ ((γi , ri )) ∩ K, d + 1, βl ε) ≤ Cl i ri ≤ Cl
1/d T0 1/d d
(μC (K, d + 1, ε) + ν) where β and C are defined by (8.70). Since ν has been chosen
arbitrarily, we obtain that (8.71) holds for any ε ∈ (0, ε0 ].
Although we are mainly interested in upper estimates of the Hausdorff dimension

of flow negatively invariant sets, we can deduce upper bounds of its Carathéodory
dimension with respect to the chosen tubular Carathéodory structure.
Proposition 8.2 Let the differential equation (8.54) satisfy the conditions of Theo-
rem 8.7 with the number d ∈ (0, n − 1] in (8.69) and the negatively invariant set K.
Then the Carathéodory dimension of K, determined with respect to the Carathéodory
structure (8.63) on K consisting of tubes with length l0 determined in (8.68), satisfies
dimC K < d + 1.
Proof It follows from (8.69) that for an arbitrarily small number κ ∈ (0, 1) there
exists some number m = m(κ) > 0 such that
mT0
k := sup exp [λ⊥
1 (ϕ t
( p)) + · · · + λ ⊥
d0 (ϕ t
( p)) + sλ ⊥
d0 +1 (ϕ t
( p))]dt
p∈K
0
≤ exp(−mΘ) < κ . (8.79)
Without loss of generality we can assume that this number k satisfies βk 1/d < 1 and
Ck < 1, where β and C are the constants given in (8.70). We choose l > k with
βl 1/d < 1 and Cl < 1. Lemma 8.10, applied to the map ϕ mT0 , guarantees that for
the chosen number l there exists a number ε0 > 0 such that for all ε ∈ (0, ε0 ] the
inequality
μC (ϕ mT0 (K) ∩ K, d + 1, βl 1/d ε) ≤ ClμC (K, d + 1, ε) (8.80)
holds. Let ε ∈ (0, ε0 ] be arbitrarily small. Since K is compact the value μC (K, d +
1, ε) is finite. Since K is negatively invariant with respect to ϕ mT0 we have K =
ϕ mT0 (K) ∩ K. Using the inequality Cl < 1 we conclude μC (K, d + 1, βl 1/d ε) <
μC (K, d + 1, ε). By βl 1/d < 1 and the fact that μC (K, d + 1, ε) is monotonously
increasing as ε → 0 + 0, we get μC (K, d + 1, ε) = 0, which contradicts our assump-
tion. Thus, the equality μC (K, d + 1, ε) = 0 holds for every ε ∈ (0, ε0 ]. We see
that μC (K, d + 1) = 0. This implies dimC K ≤ d + 1. Since (8.79) holds true if we
slightly reduce d we conclude dimC K < d + 1. s
Proof of Theorem 8.4 Applying Propositions 8.1 and 8.2 we obtain dim H K < d +
1. If condition (8.69) is also satisfied for d = 1 it is satisfied for all d ∈ (0, n − 1].
Thus, dim H K < d + 1 for all d ∈ (0, n − 1] and we obtain dim H K ≤ 1. This proves
the Theorem.
in M satisfying (8.65) with respect
Let us again consider compact sets K and K
to the flow of (8.54). We may now assume that the set K possesses equilibrium points
and satisfies the following condition:
(H2) The set K contains at most a finite number of equilibrium points of (8.54). Every
such equilibrium point possesses a local stable manifold with a dimension at
least n − 1. Trajectories starting in local unstable manifolds or local center

manifolds of such an equilibrium point in K, converge for t → +∞ to an
.
asymptotically stable equilibrium point of (8.54) in K
The special structure of equilibrium points satisfying (H2) allows us to obtain the
following theorem.
Theorem 8.8 Let F be a C 2 -vector field (8.54) on the smooth n-dimensional Rie-
mannian manifold (M, g). Suppose that the flow {ϕ t }t∈R of (8.54) satisfies (8.65)
and condition (H2) with respect to compact sets K and K in M. Suppose also that
condition b) of Theorem 8.7 is satisfied. Then the conclusion of Theorem 8.7 holds.
In the following statement from [21] we denote for a differentiable function V :

U ⊂ M → R, U an open subset, by L F V ( p) the Lie derivative of V in p in direction
of the vector field F (Sect. A.3, Appendix A).
Corollary 8.11 Suppose that the flow {ϕ t }t∈R of (8.54) satisfies (8.65) and condition
(H2) with respect to compact sets K and K in M.
Denote by S the set of equilibrium points of (8.54) in M. For p ∈ M\S let
λ⊥ ⊥
1 ( p) ≥ · · · ≥ λn−1 ( p) be the eigenvalues of the symmetric part S A( p) restricted to
⊥
the subspace T ( p), where A( p) is the operator from (8.57), and let V : M\S → R
be a C 1 -function. Suppose also that for a number d ∈ (0, n − 1], written as d =
d0 + s with d0 ∈ {0, 1, . . . , n − 1} and s ∈ (0, 1], and a time T0 > 0 such that
T0
⊥ t
λ1 (ϕ ( p)) + · · · + λ⊥ ⊥
d0 (ϕ ( p)) + sλd0 +1 (ϕ ( p))
t t
0

+ L F V (ϕ t ( p)) dt ≤ −Θ (8.81)
Then the conclusion of Theorem 8.7 holds.

holds for all regular points p ∈ K.
Proof On open and flow positively invariant neighborhoods of equilibrium points

of (8.54) which satisfy (H2), the flow preserves its contracting properties with
respect to the Hausdorff measure. So it remains to show that for any compact,
flow negatively invariant set K1 ⊂ K which does not contain equilibrium points
of (8.54) it holds dim H K1 < d + 1. On M\S we introduce a new metric tensor by
g ( p) := exp 2Vd( p) g( p) for p ∈ M\S. On K1 the Riemannian metric
g is equiv-
alent to g. Changing to the metric g does not alter the Hausdorff dimension of the
compact set K1 . Consider the operator A( p) from (8.57), the symmetric part S A( p)
p), the operator ∇
of A( F( p), and S ∇ F( p), which are defined with regard to the
scalar product in T p M induced by the metric g . As in Sect. 7.2, Chap. 7, one shows
L F V ( p)
that S ∇ F( p) = S∇ F( p) + d idTp M . Using (8.60) we obtain that for a regu-
lar point p ∈ M the eigenvalues p)|T ⊥ ( p) are related to
λi⊥ ( p) of the operator S A(
⊥
the eigenvalues λi ( p), i = 1, . . . , n − 1 with respect to the original metric g by

λi⊥ ( p) = λi⊥ ( p) + L F Vd ( p) . Therefore,

λ⊥ ⊥ ⊥ ⊥ ⊥ ⊥
1 ( p) + · · · + λd0 ( p) + s λd0 +1 ( p) = λ1 ( p) + · · · + λd0 + sλd0 +1 ( p) + L F V ( p)
guarantees (8.81) and thus (8.69) of Theorem 8.7. Hence dim H K1 < d + 1.
Corollary 8.12 Consider a 2-dimensional smooth Riemannian manifold M. Sup-

pose that the flow {ϕ t }t∈R of (8.54) satisfies (8.65) and condition (H2) with respect
to compact sets K and K in M. If div F( p) < 0 holds for any regular points p ∈ K
then dim H K ≤ 1.
Proof For the operator A( p) from (8.57) it holds that tr(S A( p)|T ⊥ ( p) ) =
tr∇ F( p) − (∇ F( p)F( p), F( p))/|F( p)|2 . We define the C 1 -function V on the set
of all regular points p in M by V ( p) := 21 log |F( p)|2 . The statement follows with
Corollary 8.11.
8.3.4 Flow Invariant Sets with an Equivariant Tangent

Bundle Splitting
The considered outer measures, defined via tube covers, show in many cases a bet-
ter contraction behaviour under the flow operator of a vector field in positive time
direction, than conventional outer measures defined via a covering of balls. Using
such an approach for a class of generalized hyperbolic flows on n-dimensional
Riemannian manifolds, we may improve upper Hausdorff dimension estimates which
are obtained with methods from Sect. 5.2, Chap. 5 and Sect. 8.1.
Consider again the vector field (8.54) on the smooth n-dimensional manifold
(M, g). Let us assume that a flow-invariant compact set K ⊂ M possesses an equiv-
ariant tangent bundle splitting TK M = E1 ⊕ E2 with respect to the flow {ϕ t }t∈R , i.e.
(see Sect. A.10, Appendix A) for any p ∈ K and i = 1, 2 the space Eip = Ei ∩ T p M
is an n i -dimensional subspace of T p M such that n 1 + n 2 = n and d p ϕ t (Eip ) = Eiϕ t ( p)
hold for any p ∈ K and t ∈ R.
For d ∈ (0, n − n 2 ] and t ∈ R we introduce the singular value function of order
d of ϕ t on K with respect to the splitting E1 ⊕ E2 which is defined by
E ,E
1 2
ωd,K (ϕ t ) = sup ωd (d p ϕ t |E1 ( p) ).
p∈K
E ,E
1 2
Since ωd,K (ϕ t ) is a sub-exponential function, the limit
1 E1 ,E2
νd = lim log ωd,K (ϕ t )
t→+∞ t
exists [28] for any d ∈ (0, n − n 2 ]. We call the numbers
ν1u := ν1 , νiu := νi − νi−1 , i = 1, 2, . . . , n − n 2
the uniform Lyapunov exponents of the flow {ϕ t }t∈R with respect to the splitting
E1 ⊕ E2 . Let us investigate the splitting TK M = E2 ⊕ E2 such that E1 = T ⊥ with
E1p := T ⊥ ( p) and E2 = T with E2p := T ( p) = span{F( p)}.
With the help of Lemma 8.5 one shows that for any regular point p ∈ M satisfying
(S∇ F( p)z, F( p)) = 0 for all z ∈ T ⊥ ( p) (8.82)
the n − 1 eigenvalues α1 ( p), . . . , αn−1 ( p) of S A( p)|T ⊥ ( p) , with the operator A( p)

from (8.57), coincide with n − 1 eigenvalues of S∇ F( p). The subspace T ( p) is the
eigenspace of the remaining nth eigenvalue λ( p) = (∇ F( p)F( p), F( p))/|F( p)|2
oF S∇ F( p).
We consider now two compact sets K and K of M without equilibrium points
of (8.54) satisfying (8.65) and suppose that (8.82) is satisfied for any p ∈ K. By
λ1 ( p) ≥ · · · ≥ λn ( p), denote the eigenvalues of S∇ F( p). For that case Theorem
8.3 states that if for some d = d0 + s with d0 ∈ {0, . . . , n − 1} and s ∈ (0, 1] the
inequality
λ1 ( p) + · · · + λd0 ( p) + sλd0 +1 ( p) < 0
the estimate dim H K < d is true. For the C 1 -function

holds for all p ∈ K,

V : K → R given by V ( p) := 21 log |F( p)|2 we have L F V ( p) = (∇ F( p)F( p),
If λ( p) ≥ 0 holds for all p ∈ K
F( p))/|F( p)|2 = λ( p) for each p ∈ K. then
λ1 ( p) + · · · + λd0 ( p) + sλd0 +1 ( p) = λ⊥ ⊥ ⊥
1 ( p) + · · · + λd0 −1 ( p) + sλd0 ( p) + L F V ( p).
With this Corollary 8.11 gives an upper bound of dim H K which is less than or equal
to the upper bound we would get applying Theorem 8.3. If d = 1 then Corollary 8.11
gives the better estimate dim H K ≤ 1.
One easily shows that a compact, flow-invariant set K without equilibrium points
possesses an equivariant tangent bundle splitting T ⊥ ⊕ T if and only if (8.82) holds
for any p ∈ K. Obviously the flow {ϕ t }t∈R on K then is already reparametrized
globally if one considers the reparametrization described in Lemma 8.7. For that
case the assumptions of Theorem 8.7 can be weakened if we consider the long-time
behaviour.
Proposition 8.3 Let F be the C 2 -vector field from (8.54) on the n-dimensional
Riemannian manifold M. Suppose that K ⊂ M is a compact and flow-invariant set
without equilibrium points of (8.54) and that K possesses an equivariant tangent
bundle splitting TK M = T ⊥ ⊕ T with respect to the flow. Let D ∈ {0, . . . , n − 1}
be the smallest number such that ν1u + · · · + ν Du + ν D+1
u
< 0. Then it holds
ν1u + · · · + ν Du
dim H K ≤ D + + 1.
|ν D+1
u
|
ν1u +...+ν D u
Proof Take an arbitrary number d ∈ D + |ν D+1
u
|
,n − 1 . Then it holds νd =
ν1d + · · · + νdu0 + sνdu0 +1 < 0. Fix some ε ∈ (0, νd ). By definition of νd there is
⊥ ⊥
T ,T T ,T
a finite number T0 > 0 such that T10 log ωd,K (ϕ T0 ) < νd + ε, i.e. ωd,K (ϕ T0 ) <
exp(T0 (νd + ε)) < 1. Theorem 8.7 basically uses properties of the singular value
function. Thus, the proposition can be proved applying arguments and using the
T ⊥ ,T
property ωd,K (ϕ T0 ) = sup p∈K ωd (d p ϕ T0 |T ⊥ ( p) ).
Example 8.1 Consider the vector field in R2 given by
ẋ1 = a sin x1 , ẋ2 = −x2 + b , (8.83)
where a ≥ 1, b = 0 are parameters. The arising dynamical system can be interpreted

as a dynamical system on the flat cylinder Z (see Sect. A.1, Appendix A), i.e. on a
2-dimensional Riemannian manifold with the standard metric for factor manifolds.
Every solution of (8.83) is bounded in the second coordinate. Obviously, the set K :=
{z ∈ Z |z = [u], u = (x1 , 0), x1 ∈ R} is compact and flow-invariant with respect to
(8.83). The variational system (8.55) and the system in normal variations (8.56) with
respect to any solution (x1 (t), 0) in K are given by
ẏ1 = a cos x1 (t) · y1 , ẏ2 = − ẏ2 ,
and
ż 1 = −a cos x1 (t) · z 1 , ż 2 = −ż 2 ,
respectively. Thus λ⊥1 (z) = −1 for any z = (z 1 , z 2 ) ∈ K and condition (8.69) is sat-
isfied with d = 1 and Θ = T = 1. By Theorem 8.7 we conclude that dim H K ≤ 1.
Note that in the present situation Theorem 8.1 is not applicable since the divergence
of the right-hand side of (8.83) is a cos x1 − 1 which is, in contrast to the assumptions
of Theorem 8.1, not always negative.
8.3.5 Generalizations of the Theorems of Hartman-Olech

and Borg
Consider an arbitrary C 2 -vector field F in R3 with the standard Euclidean metric,

i.e., the differential equation
u̇ = F(u). (8.84)
be two compact
Suppose that for (8.84) the global flow {ϕ t }t∈R exists. Let K and K
sets in R satisfying (8.65). For any u ∈ R the covariant derivative ∇ F(u) can be
3 3
identified with the Jacobi matrix D F(u) of F in u. Suppose that (8.84) possesses
a finite number of equilibrium points and for any such equilibrium point u all
in K
eigenvalues of D F(u) have negative real part.
Consider the symmetric part S D F(u) = 21 (D F(u) + D F(u)∗ ) of D F(u). For any
regular point u of F define the hyperplane T ⊥ (u) := {w ∈ R3 | (w, F(u)) = 0}. Then
the linear operator S A(u) : T ⊥ (u) → T ⊥ (u) is given for w ∈ T ⊥ (u) by
F(u)
S A(u)w := S D F(u)w − (S D F(u)w, F(u)).
|F(u)|2
Denote the eigenvalue of S D F(u), ordered with respect to size and multiplicity, by
λ1 (u) ≥ λ2 (u) ≥ λ3 (u). Suppose that λ⊥ ⊥
1 (u) ≥ λ2 (u) are the eigenvalues of S A(u)
restricted to T (u) and suppose further that λ1 (u) and λ⊥
⊥ ⊥
2 (u) are not eigenvalues of
S D F(u). It is easy to see that λ⊥
1 (u) and λ ⊥
2 (u) are the zeros of the equation

(λI − S D F(u))−1 F(u), F(u) = 0.
We introduce the polynomial
det(λI − D F(u)) ≡ λ3 + δ2 (u)λ2 + δ1 (u)λ + δ0 (u). (8.85)
Note that we have δ2 (u) := −(λ1 (u) + λ2 (u) + λ3 (u)), δ1 (u) := λ1 (u)
Let u ∈ K.
λ2 (u) + λ2 (u)λ3 (u) + λ1 (u)λ3 (u) and δ0 (u) := −λ1 (u)λ2 (u)λ3 (u). From this it fol-
lows that the eigenvalues λi⊥ (u), i = 1, 2, of S A(u) are the zeros of the equation
λ2 + [δ2 (u) + Δ1 (u)] λ + [δ1 (u) + δ2 (u)Δ1 (u) + Δ2 (u)] = 0 ,
where

Δ1 (u) := (D f (u)F(u), F(u)) and Δ2 (u) := D F(u)2 F(u), F(u) . (8.86)
Using this one sees immediately that the assumptions of Corollary 8.11 are satisfied
for (8.84) if we suppose for the function V (u) := 21 log |F(u)|2 , defined for all regular
points of (8.84), the following condition:
→ [0, s] with s ∈ (0, 1] such that for

(H3) There exists a continuous function ζ : K
of (8.84) with h(u) := 1−ζ (u) the inequalities
any regular point u ∈ K 1+ζ (u)
δ2 (u) − h(u)Δ1 (u) > 0 and

1 1
2
(δ2 (u) − h(u)Δ1 (u))2 > (δ2 (u) − Δ1 (u))2 − δ1 (u) − Δ2 (u)
4h(u) 4
hold.
As a corollary of (H3) we get that if the inequalities
δ2 (u) − Δ1 (u) > 0 and δ1 (u) + Δ2 (u) > 0 (8.87)
are satisfied for all regular points u of (8.84) on K then by Corollary 8.11 it holds
that dim H K ≤ 1. Further, the set K consists of a finite number of equilibrium points
and closed trajectories of (8.84).
The Hartman-Olech condition ([11]) requires that λ1 (u) + λ2 (u) < 0 for all reg-
Note that this is always sufficient for the condition (8.87).
ular points u ∈ K.
Let us formulate a further corollary from Theorem 8.8 for the case M = R3 .
of (8.84) and that there
(H4) Suppose that δ2 (u) > 0 for all regular points u ∈ K
exists a continuous function ζ : K → [0, s) with s ∈ (0, 1] such that the
inequalities
1 + ζ (u)
δ2 (u) − Δ1 (u) ≥ 0 and
1 − ζ (u)
ζ (u) ζ (u)
δ2 (u)2 − δ2 (u)Δ1 (u) + δ1 (u) + Δ2 (u) ≥ 0 (8.88)
(1 − ζ (u))2 1 − ζ (u)
of (8.84).
hold for all regular u ∈ K
Under the condition (H4) it follows from Corollary 8.11 that dim H K < 2 + s.
From Sect. 8.1 it follows that a sufficient condition for the dimension estimate
dim H K < 2 + s is the inequality
λ1 (u) + λ2 (u) + sλ3 (u) < 0

for all u ∈ K. (8.89)
It is easy to show that condition (8.88) is always satisfied, supposing that (8.89) is
satisfied.
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Chapter 9
Dimension and Entropy Estimates
for Global Attractors of Cocycles
Abstract In this chapter we derive dimension and entropy estimates for invariant sets
and global B-attractors of cocycles in non-fibered and fibered spaces. A version of the
Douady-Oesterlé theorem will be proven for local cocycles in an Euclidean space and
for cocycles on Riemannian manifolds. As examples we consider cocycles, generated
by the Rössler system with variable coefficients. We also introduce time-discrete
cocycles on fibered spaces and define the topological entropy of such cocycles.
Upper estimates of the topological entropy along an orbit of the base system are
given which include the Lipschitz constants of the evolution system and the fractal
dimension of the parameter dependent phase space.
9.1 Basic Facts from Cocycle Theory in Non-fibered Spaces
9.1.1 Definition of a Cocycle
Studying nonautonomous differential equations leads to considering the theory of

cocycles and their attractors ([5, 14–16, 31]). Using the concept of a cocycle it
proves possible to examine random dynamical systems and the corresponding ran-
dom attractors. Elements of the theory of estimates of the Hausdorff dimension of
random attractors were developed in [6, 7, 12]. Cocycles generated by PDE’s were
considered, e.g. in [10, 11, 30]. Dimension-like properties of cocycles given by
variational inequalities with delay are reported in [27].
Suppose T ∈ {R, Z, } is a time set, (M, ρM ) is a metric space and ({ϕ t }t∈T ,
(M, ρM )) is the base dynamical system.
Definition 9.1 Suppose (N , ρN ) is a metric space. The pair
({ψ t (u, ·)}t∈T+ ,u∈M, (N , ρN )) , (9.1)
https://doi.org/10.1007/978-3-030-50987-3_9
412 9 Dimension and Entropy Estimates for Global Attractors of Cocycles
where ψ t (u, ·) : N → N , ∀t ∈ T+ , ∀u ∈ M is a continuous map is called a cocy-

cle over the base system
({ϕ t }t∈T, (M, ρM )) , (9.2)
if
(1) ψ 0 (u, ·) = idN , ∀u ∈ M ;
(2) ψ t+s (u, ·) = ψ t (ϕ s (u), ψ s (u, ·)), ∀t, s ∈ T+ , ∀u ∈ M .
Shortly we denote such a system by (ϕ, ψ). Let us introduce the product space
:= M × N with the metric
M

ρM ((u, υ ), (u , υ )) := ρM
2
(u, u ) + ρN
2
(υ, υ ) or

ρM
((u, υ), (u , υ )) := max{ρM (u, u ), ρN (υ, υ )}, ∀(u, υ), (u , υ ) ∈ M × N .
The associated dynamical system (skew product dynamical system)
ϕ t }t∈T , (M,
({ ρM
)) (9.3)
is defined by ϕ t (
u = (u, υ) ∈ M × N → u ) := (ϕ t (u), ψ t (u, υ)).
Remark 9.1 Let us show that (9.3) is really a dynamical system:
(1)
ϕ 0 (u, υ) = (ϕ 0 (u), ψ 0 (u, υ)) = (u, υ), ∀(u, υ) ∈ M × N ;
ϕ t+s (u, υ) = (ϕ t+s (u), ψ t+s (u, υ)) = (ϕ t (ϕ s (u)), ψ t (ϕ s (u), ψ s (u, υ)))
(2)
= ϕ t (ϕ s (u), ψ s (u, υ)) =
ϕ t (
ϕ s (u, υ)) , ∀t, s ∈ T+ , (u, υ) ∈ M × N .
Example 9.1 Consider the autonomous differential equation
ϕ̇ = f (ϕ) (9.4)
where f : Rn → Rn is a smooth vector field. Suppose that for any u ∈ Rn there exists
on R the solution ϕ(·, u) satisfying ϕ(0, u) = u. Put ϕ t (u) := ϕ(t, u) and M := Rn
with the Euclidean norm | · |. It follows that ({ϕ t }t∈R , (Rn , | · |)) is a dynamical
system which will be considered as base system. For any u ∈ M the function
(t) := Dϕ t (u) is the solution of the matrix differential equation ˙ = D f (ϕ t (u)),
(0) = I. Furthermore, for any υ ∈ N := R the function ψ(t, υ) := (t)υ is the
n
solution of the vector differential equation
ψ̇ = D f (ϕ t (u))ψ, ψ(0) = υ.
Put ψ t (u, υ) := Dϕ t (u)υ for u ∈ M, υ ∈ N and t ∈ R+ . It is easy to see that the

pair (ϕ, ψ) is a cocycle in the sense of Definition 9.1:
(1) ψ 0 (u, υ) = Dϕ 0 (u)υ = υ, ∀u ∈ M , υ ∈ N ;
(2) ψ t+s (u, υ) = Dϕ t+s (u)υ = Dϕ t (ϕ s (u))Dϕ s (u)υ = ψ t (ϕ s (u), Dϕ s (u)υ)
= ψ t (ϕ s (u), ψ s (u, υ)), ∀u ∈ M, υ ∈ N , t, s ∈ T+ = R+ .
9.1 Basic Facts from Cocycle Theory in Non-fibered Spaces 413
Example 9.2 Consider the non-autonomous differential equation
ψ̇ = g(t, ψ) , (9.5)
where g : R × Rn → Rn is a smooth map. Suppose that for arbitrary u ∈

M := R and υ ∈ N := Rn there exists a unique solution ψ(t, u, υ) of (9.5) satisfy-
ing ψ(u, u, υ) = υ. Let us show that ψ t (u, υ) := ψ(t + u, u, υ), ∀u ∈ R, υ ∈ Rn
defines a cocycle over the base flow ({ϕ t }t∈R (R, | · |)) with ϕ t (u) := t + u, ∀t ∈ R,
∀u ∈ M :
(1) ψ 0 (u, υ) = ψ(u, u, υ) = υ, ∀u ∈ R , ∀υ ∈ Rn , i.e.
ψ 0 (u, ·) = idN , ∀u ∈ R ;
?
(2) ψ t+s (u, υ) = ψ(t + s + u, u, υ) = ψ t (ϕ s (u), ψ s (u, υ))

(∗) s+u ψ(s+u,u,υ)
= ψ(t + s + u, s + u, ψ(s + u, u, υ)) .

(∗∗)
Consider (∗∗) for t = 0 : ψ(s + u, ψ(s + u, u, υ)) = ψ(s + u, u, υ). It follows that
(∗) and (∗∗) are solutions of (9.5) with the same initial point at t = 0. Using the
uniqueness property of solutions this shows that (∗) and (∗∗) coincide.
9.1.2 Invariant Sets
Definition 9.2 (Refs. [14, 15]) Suppose that there is a continuous map M u →
Z(u) ⊂ N and {Z(u)}u∈M is a family of sets depending on u. The family Z :=
{Z(u)}u∈M is called closed (compact or bounded) if for every u ∈ M the set Z(u) ⊂
N is closed (compact or bounded). The family Z = {Z(u)}u∈M is called with respect
to the cocycle (ϕ, ψ) positively invariant if ψ t (u, Z(u)) ⊂ Z(ϕ t (u)), ∀t ∈ T+ ,
∀u ∈ M (Fig. 9.1) negatively invariant, if ψ t (u, Z(u)) ⊃ Z(ϕ t (u)), ∀t ∈ T+ , ∀u ∈
M and invariant if ψ t (u, Z(u)) = Z(ϕ t (u)), ∀t ∈ T+ , ∀u ∈ M .
Remark 9.2 Consider in M = M × N the map M u → Z(u) ⊂ N , i.e., the

set Z = {
u = (u, υ) ∈ M|u ∈ M, υ ∈ Z(u)} .
The set Z⊂ M is positively invariant w.r.t. the skew product flow
ϕ }t∈T , (M, ρM
({ t )) if ⊂Z
ϕ t (Z) , ∀t ∈ T+ , i.e., = {(ϕ t (u), ψ t (u, υ)) |
ϕ t (Z)

u ∈ M, υ ∈ Z(u)} ⊂ {(u, υ) ∈ M|u ∈ M, υ ∈ Z(u)} ⇔ ψ t (u, υ) ∈ Z(ϕ t (u)) ,
u ∈ M, υ ∈ Z(u), t ∈ T+ .
9.1.3 Global B-Attractors of Cocycles
Let us consider the cocycle (ϕ, ψ). Denote by B(N ) the family of non-empty
bounded subsets of the metric space (N , ρN ).
Fig. 9.1 Positive invariance
Definition 9.3 (Refs. [14, 15]) Suppose that (ϕ, ψ) is a cocycle and Z = {Z(u)}u∈M
is a family of subsets of N . The family Z is called
(a) globally B-forward absorbing for (ϕ, ψ) if
∀u ∈ M ∀ B ∈ B(N ) ∃T = T (u, B) : ψ t (u, B) ⊂ Z(ϕ t (u)), ∀t ≥ T (u, B),
t ∈ T+ ;
(b) globally B-pullback absorbing if
∀u ∈ M ∀ B ∈ B(N ) ∃T = T (u, B) : ψ t (ϕ −t (u), B) ⊂ Z(u), ∀t ≥ T (u, B),
t ∈ T+ ;
(c) globally B-forward attracting if
∀u ∈ M ∀ B ∈ B(N ) : limt→∞ dist(ψ t (u, B), Z(ϕ t (u))) = 0;
(d) globally B-pullback attracting if
∀u ∈ M ∀ B ∈ B(N ) : limt→∞ dist(ψ t (ϕ −t (u), B), Z(u)) = 0;
(e) globally B-forward attractor (globally B-pullback attractor) if
Z is compact, invariant and globally B-forward attracting (globally B-pullback
attracting) (Fig. 9.2 and 9.3).
Theorem 9.1 (Kloeden–Schmalfuss [15]).

(a) Consider the cocycle (9.1), (9.2) where (N , ρN ) is a complete metric space. Sup-
pose that the cocycle (9.1), (9.2) has a compact globally B-pullback attracting set
Z = {Z(u)}u∈M . Then the cocycle (9.1), (9.2) has a unique global B-pullback
attractor A = {A(u)}u∈M where
A(u) = ψ s (ϕ −s (u), Z(ϕ −s (u))), ∀u ∈ M ;

t∈T+ s≥t
s∈T+
Fig. 9.2 Global B-forward attractor
Fig. 9.3 Global B-pullback attractor
(b) Suppose that the cocycle (9.1), (9.2) has a compact globally B-forward attracting
set Z.
Then the cocycle (9.1), (9.2) has a unique global B-pullback attractor
A = {A(u)}u∈M where
A(u) = ψ s (ϕ −s (u), Z), ∀u ∈ M .

t∈T+ s≥t
s∈T+
9.1.4 Extension System Over the Bebutov Flow on a Hull
Let us consider again equation (9.5). Introduce the shift map for the right-hand side
of (9.5) by
R × M (s, u) → ϕ s (u) := g(· + s, ·), where u = g(t, ·) .
Suppose that M ≡ H(g) := {g(· + s, ·) : s ∈ R} is the hull of g. The closure is taken

in the compact-open topology . In this topology we have the property h m → h as
m → ∞(h m , h : R × Rn → Rn ) if and only if for arbitrary compact sets J ⊂ R and
K ⊂ Rn we have sup(t,υ)∈J ×K |h m (t, υ) − h(t, υ)| → 0 as m → ∞.
Some properties of the hull:
(1) H(g) is metrizable. Indeed, suppose {Km }∞

m=1 is a sequence of compact sets in
R × Rn such that Km ⊂ Km+1 , m = 1, 2, . . . and ∪∞ Km = R × Rn . Then the
m=1
metric defined by
∞
sup{|h 1 (t, υ) − h 2 (t, υ)| : (t, υ) ∈ Km }
ρH(g) (h 1 , h 2 ) := 2−m ,
m=1
1 + sup{|h 1 (t, υ) − h 2 (t, υ)| : (t, υ) ∈ Km }
for arbitrary h 1 , h 2 ∈ H(g) generates a topology in H(g) which is equivalent to

the previous one.
(2) The set H(g) is compact if and only if the map R × Rn (t, υ) → g(t, υ) is
bounded and equicontinuous on every set R × K, where K ⊂ Rn is compact.
A function g(t, υ) which is continuous and T-periodic w.r. to t has the last
properties.
On the set M × Rn one considers the evaluation map g : M × Rn → Rn given by

M × Rn (u, υ) → u(0, υ), i.e., g(ϕ t (u), υ). Suppose u = g ∈ H(g). Then
g(ϕ t (g), υ) = g(t, υ), i.e., g is the extension of g. Instead of the single equation
(9.5) we now consider the family of systems (Bebutov flow)
ψ̇ = g(ϕ t (u), ψ) , u ∈ M = H(g) . (9.6)
Theorem 9.2 (Wakeman [30]) Suppose that the following conditions are satisfied
for equation (9.5):
(1) The map g : R × Rn → Rn is continuous;
(2) The map R × Rn (t, υ) → g(t, υ) is locally Lipschitz according to the second
argument and there exist measurable integrable functions α(t) and β(t) such
that
|g(t, υ)| ≤ α(t) · |υ| + β(t), ∀(t, υ) ∈ R × Rn .
Then equation (9.5) generates a cocycle ψ over the Bebutov flow {ϕ t }t∈R on the hull
H(g). This cocycle can be written as
t
ψ t (u, υ) = υ + g(ϕ s (u), ψ s (u, υ))ds , ∀(u, υ) ∈ M × Rn .
0
The cocycle map ψ (·) (·, ·) : R × M × Rn → Rn is continuous.
Example 9.3 Consider the system
ψ̇ = A(t)ψ + h(t, ψ) =: g(t, ψ), (9.7)
where A(t) is a continuous n × n-matrix function and h : R × Rn → Rn is a con-

tinuous function which satisfies the conditions of Theorem 9.2. Then there exists
a cocycle ψ generated by (9.7) and given over the Bebutov base flow {ϕ t }t∈R on
M = H(g), i.e.,
ψ̇ = A(ϕ t (u))ψ + h(ϕ t (u), ψ) =: Au (t)ψ + h u (t, ψ) . (9.8)
Suppose that there exist on R continuous scalar functions c1,u , c2,u , c3,u and constants
c4 > 0 and c0 > 0 such that the following conditions are satisfied:
(A1) (Au (t)υ, υ) ≤ −c1,u (t)|υ|2 , ∀t ∈ R, ∀υ ∈ Rn , ∀u ∈ M ;
(A2) (h u (t, υ), υ) ≤ c2,u (t)|υ|2 + c3,u (t), ∀t ∈ R, ∀υ ∈ Rn , ∀u ∈ M ;
(A3) −c1,u (t) + c2,u (t) ≤ −c0 < 0, ∀t ∈ R, ∀u ∈ M ;
(A4) c3,u (t) ≤ c4 < ∞, ∀t ∈ R, ∀u ∈ M .
Let us show that for (9.8) there exists a global B-pullback attractor. Introduce the
Lyapunov function
1 1
V (υ) := (υ, υ) = |υ|2 , ∀υ ∈ Rn .
2 2
Suppose that ψ(t) is an arbitrary solution of (9.8) with fixed parameter u. Then we
have
d
V (ψ(t)) = (ψ(t), ψ̇(t)) = (ψ(t), Au (t)ψ(t) + h u (t, ψ(t)))
dt
= (ψ(t), Au (t)ψ(t)) + (ψ(t), h u (t, ψ(t)))
(A1),(A2)
≤ −c1,u (t)|ψ(t)|2 + c2,u (t)|ψ(t)|2 + c3,u (t)
(A3),(A4)
≤ −c0 |ψ(t)|2 + c4 = −2c0 V (ψ(t)) + c4 .
It follows that
d
V (ψ(t)) ≤ −2c0 V (ψ(t)) + c4 , ∀t ∈ R .
dt
Introduce the function W : Rn → R by V (υ) = W (υ) + c4

2c0
. Then we have
V̇ (ψ(t)) = Ẇ (ψ(t)) and Ẇ (ψ(t)) + 2c0 W (ψ(t)) ≤ 0 , ∀t ∈ R,
and, consequently,
Ẇ (ψ(t))e2c0 t + 2c0 e2c0 t W (ψ(t)) ≤ 0, ∀t ∈ R.
From this it follows that for arbitrary t0 ≤ t we have

t
d
(W (ψ(t))e2c0 t ) ≤ 0 .
t0 dt
This gives the estimate
W (ψ(t))e2c0 t ≤ W (ψ(t0 ))e2c0 t or W (ψ(t)) ≤ e2c0 (t0 −t) W (ψ(t0 )) , ∀t ≥ t0 .
For the first function V this means that

c4 c4
V (ψ(t)) − ≤ e−2c0 (t−t0 ) V (ψ(t)) − , ∀t ≥ t0 .
2c0 4c0
Finally we get the inequality lim supt→∞ V (ψ(t)) ≤ 2cc40 . From this it follows that
the set Z := {υ ∈ Rn |υ|2 ≤ cc04 } is a globally B-forward attracting set for (9.8). Using
Theorem 9.1 we conclude that there exists a unique global B-pullback attractor
A = {A(u)}u∈M where A(u) ∀u ∈ M, is given by this theorem.
9.2 Local Cocycles Over the Base Flow in Non-fibered

Spaces
9.2.1 Definition of a Local Cocycle
A local cocycle ([19, 23]) on R+ over a base flow ({ϕ t }t∈R , (M, ρM )) is a pair
({ψ t (u, ·)}u∈M, t∈[0,β(u,·)) , (Rn , | · |)), where ψ (·) (·, ·) is continuous on the set
D = {(t, u, υ) | (u, υ) ∈ M × Rn , t ∈ [0, β(u, υ))},
and [0, β(u, υ)) is the non-negative part of the maximal interval of existence of
the mapping ψ t that passes through the point (u, υ). Here ψ satisfies the following
conditions:
9.2 Local Cocycles Over the Base Flow in Non-fibered Spaces 419
(1) ψ 0 (u, ·) = idRn , ∀ u ∈ M,

(2) ψ t+s (u, υ) = ψ t (ϕ s (u), ψ s (u, υ)), ∀ (u, υ) ∈ M × Rn , ∀ s ∈ [0, β(u, υ)),

∀ t ∈ 0, β(ϕ s (u), ψ s (u, υ)) , t + s < β(u, υ).
In the following, for brevity, (ϕ, ψ) denotes the local cocycle
({ψ t (u, ·)}u∈M, t∈[0,β(u,·)) , (Rn , | · |)) on R+ over the base flow ({ϕ t }t∈R, (M, ρM ).
Given a mapping M u → Z(u) ⊂ Rn , the set Z = {Z(u)}u∈M is called

parametrized. A parametrized set Z = {Z(u)}u∈M is said to be compact if the set
Z(u) ⊂ Rn is compact for any u ∈ M.
Definition 9.4 A set Z is called negatively invariant for a local cocycle (ϕ, ψ) if
there exists 0 < τ < min β(u, υ), such that
u∈M
υ∈Z(u)
ψ τ (u, Z(u)) ⊃ Z(ϕ τ (u)), ∀ u ∈ M.
9.2.2 Upper Bounds of the Hausdorff Dimension for Local

Cocycles
Now we can formulate the main result of this section. Suppose that there is given a
local cocycle (ϕ, ψ) with C 1 -smooth maps ψ t (u, ·) : Rn → Rn for all u ∈ M and
t ∈ [0, β(u, ·)).
For the subsequent presentation, we need the following assumptions.
(A5) The parametrized set Z = {Z(u)}u∈M is compact and negatively invariant for
the local cocycle (ϕ, ψ) with some τ > 0 in the sense of Definition 9.4 and
Z(u) ⊂ Z(ϕ τ (u)), u ∈ M.
(A6) Given arbitrary points (u, υ) ∈ M × Rn and t ∈ [0, β(u, ·)), the differential
of the function ψ t (u, υ) with respect to υ is denoted by ∂2 ψ t (u, υ) : Rn → Rn
and satisfies the following conditions:
(a) For any ε > 0 and 0 < t < min β(u, υ) the function
u∈M,
υ∈Z(u)
|ψ t (u, w) − ψ t (u, υ) − ∂2 ψ t (u, υ)(w − υ)|

ηε (t, u) := sup
w,υ∈Z(0), |w − υ|
0<|w−υ|≤ε
is bounded on M and tends to zero as ε → 0 for each fixed t;

(b) For any 0 < t < min β(u, υ) we have
u∈M,
υ∈Z(u)
sup sup |∂2 ψ t (u, υ)|op < ∞,

u∈M υ∈Z(u)
where |L|op denotes the operator norm of an n × n-matrix L.

Theorem 9.3 (Refs. [19, 28]) Under assumptions (A5) and (A6) suppose that:
(1) There exists a compact set K ⊂ Rn such that
Z(u) ⊂ K;
u∈M
(2) There exists a bounded continuous function κ : M × Rn → R+ and a number

κ(ϕ τ (u), ψ τ (u, υ))

sup ωd (∂2 ψ τ (u, υ)) < 1 ,
(u,υ)∈M×K κ(u, υ)
where τ > 0 is the number mentioned in assumption (A5) and ωd is the singular
value function. Then dim H Z(u) ≤ d for any u ∈ M.
Proof From assumption (2) it follows that there exists a number 0 < κ1 < 1 such
that
κ(ϕ τ (u), ψ τ (u, υ))
sup ωd (∂2 ψ τ (u, υ)) ≤ κ1 , ∀u ∈ M . (9.9)
υ∈K κ(u, υ)
Given an arbitrary m ∈ N, we define
κ(ϕ τ (u), ψ τ (u, υ))

κ(m, u) := κ1m sup . (9.10)
υ∈Z(0) κ(u, υ)
Clearly, κ(m, u) can be made arbitrary small for any u ∈ M by taking m sufficiently
large. In other words, for any l > 0 there exists a sufficiently large m 0 ∈ N such that
0 < κ(m, u) < l, ∀m ≥ m 0 , ∀u ∈ M. (9.11)
Let (a sufficiently large) m ≥ m 0 be fixed. In what follows, the construction of the

mapping ψ is based on solving a system of ordinary differential equations. Since
this solution is given on a compact set M × K, it can be extended to the right in
t. Hence, in subsequent considerations it will be assumed that ψ is defined on the
interval [0, mτ ] (for sufficiently large m). Hence, by the chain rule for composition,
we get:
∂2 ψ mτ (u, υ) = ∂2 ψ τ (ϕ (m−1)τ (u), ψ (m−1)τ (u, υ)) ·

· ∂2 ψ τ (ϕ (m−2)τ (u), ψ (m−2)τ (u, υ)) · . . . · ∂2 ψ τ (u, υ).
Using Horn’s inequality (Proposition 2.4, Chap. 2), we get


m
ωd (∂2 ψ mτ (u, υ)) ωd (∂2 ψ τ (ϕ (m− j)τ (u), ψ (m− j)τ (u, υ))). (9.12)
j=1
Further, taking into account (9.9) for arguments of the form

(ϕ (m− j)τ (u), ψ (m− j)τ (u, υ)), j = 1, . . . , m and applying the estimate (9.12), we have
m
κ(ϕ (m− j)τ (u), ψ (m− j)τ (u, υ))
ωd ∂2 ψ mτ (u, υ) κ1 ·
j=1
κ(ϕ (m− j+1)τ (u), ψ (m− j+1)τ (u, υ))
(9.13)
κ(u, υ)
= κ1m · κ(m, u).
κ (ϕ mτ (u), ψ mτ (u, υ))
From assumption (A6) it follows that, for any ε > 0, u ∈ M, and any fixed t = mτ,
mt
ψ (u, w) − ψ mt (u, υ) − ∂2 ψ mt (u, υ)(w − υ) ηε (mτ, u)|w − υ|, (9.14)
∀u ∈ M, ∀w ∈ Br (υ), r ε, w, υ ∈ Z(u).
Also, since ηε (t, u) is bounded, there exists ζ such that, for any ε > 0, u ∈ M and
fixed 0 < t < min β(u, υ) we have ηε (t, u) ≤ ζ. Then (9.14) can be replaced by
u∈M,
υ∈Z(u)
mt
ψ (u, w) − ψ mt (u, υ) − ∂2 ψ mt (u, υ)(w − υ) ζ |w − υ|, (9.15)
∀u ∈ M, ∀w ∈ Br (υ), r ε, w, υ ∈ Z(u).
Since ηε (t, u) −−→ 0, it follows that ζ can be made arbitrarily small by taking suf-
ε→0
ficiently small ε. Further, by (9.15), we have
ψ mτ (u, Br (υ)) ⊂ ψ mτ (u, υ) + ∂2 ψ mτ (u, υ)Br (υ) + Br ζ (υ). (9.16)
Put E := ∂2 ψ mτ (u, υ)Br (υ). It is easily verified (Proposition 2.2, Chap. 2) that E is
an ellipsoid with semiaxes of length ai (E) = r αi (∂2 ψ mτ (u, υ)), i = 1, . . . , n.
According to (9.11), κ(m, u) can be made arbitrarily small by taking sufficiently
large m. Hence there exists a κ2 (m) such that κ(m, u) κ2 (m), ∀u ∈ M. Clearly,
κ2 (m) can also be made arbitrarily small by taking large m.
We apply Lemma 2.1, Chap. 2 with κ = κ2 (m), and take arbitrary δ so that we have
sup |∂2 ψ mτ (u, υ)| δ and κ2 (m) δ d for a sufficiently large m. Also, we choose
υ∈Z(u)
a small ζ so that
1s d
δ d0
1+ ζ κ2 (m) < l (9.17)
κ2 (m)
for fixed κ2 (m) and δ satisfying the above conditions. Here l is the same as in (9.11).
It is then easily verified that the parameters κ := r d κ2 (m), δ := r δ, η := r ζ satisfy
the hypotheses of Lemma 2.1, Chap. 2. Then, by this lemma we have
1s d d
δ d0 δ d0 /s
ωd (E ) 1 + η κ = 1+ ζ κ2 (m)r d < lr d . (9.18)
κ 1/s
κ2 (m)
Here ωd (E) denotes the d-dimensional ellipsoidal measure of E defined as

a1 (E)a2 (E) . . . ad0 (E)ads 0 +1 (E), for d > 0,
ωd (E) :=
1, for d = 0,
where d = d0 + s, d0 ∈ {0, 1, . . . , n − 1}, s ∈ (0, 1], and ai (E) are the lengths of
the semiaxes of E with the ordering a1 a2 . . . an > 0. Further, if Br j (u j ) is
a countable covering of Z(u) by balls of radii r j ε, then we can build a countable
covering of ψ mτ (u, Z(u)) by ellipsoids E j , for which ωd (E j ) lr dj .
Let us introduce some
new notation: for any compact set K ⊂ Rn we define

μ H (K, d, ε) := inf ωd (E j ), the infimum being taken over all countable coverings
j
of K by ellipsoids E j , for which ωd (E j ) εd .
From the definitions of μ H , μ H and inequality (9.18), we get

μ H ψ mτ (u, Z(u)), d, l 1/d ε lμ H (Z(u), d, ε). (9.19)
Using Lemma 2.1. of Chap. 2, once again, for a countable covering of the compact
1/d
set K by ellipsoids E j , for which ωd (E j ) ε, we obtain the following estimate:
√ d
μ H E j , d, d0 + 1 ε 2d0 (d0 + 1) 2 ωd (E j ). Consequently,
d
μ H K, d, d0 + 1 ε 2d0 (d0 + 1) 2 ωd (E j ).
j
Hence, taking the infimum, we obtain

d
μ H K, d, d0 + 1 ε 2d0 (d0 + 1) 2 μ H (K, d, ε). (9.20)
We apply (9.20) and then (9.19) to the set K = ψ mτ (u, Z(u)). This gives
d

μ H ψ mτ (u, Z(u)), d, d0 + 1 l 1/d ε 2d0 (d0 + 1) 2 μ H ψ mτ (u, Z(u)), d, l 1/d ε
d
2d0 (d0 + 1) 2 lμ H (Z(u), d, ε).
(9.21)
Assume that μ H (Z(u), d) μ0 < ∞ and take ε → 0 in (9.21). It follows that
d d
μ H ψ mτ (u, Z(u)), d 2d0 (d0 + 1) 2 lμ H (Z(u), d) 2d0 (d0 + 1) 2 lμ0 . (9.22)
Recall that l is an (arbitrarily small) positive number, for which a sufficiently large m
was chosen so that we were able to apply the above estimates. Hence, for a sufficiently
large m, the right-hand side of (9.22) can be made arbitrarily small. Therefore, for
each u ∈ M, we have shown that if μ H (Z(u), d) < ∞, then
lim μ H (ψ mτ (u, Z(u)), d, ε) = 0. (9.23)

ε→0
Further, since l is an arbitrary number, it may be assumed that it satisfies the following
√ d
restrictions: d0 + 1 l 1/d < 1 and 2d0 (d0 + 1) 2 l < 1. In this case, we have

μ H (Z(u), d, ε) μ H Z(u), d, d0 + 1 l 1/d ε . (9.24)
By assumption (A5) of the theorem, Z(u) ⊂ Z(ϕ τ (u)) ⊂ . . . ⊂ Z(ϕ mτ (u)), and so

μ H (Z(u), d, d0 + 1 l 1/d ε) μ H (Z(ϕ mτ (u)), d, d0 + 1 l 1/d ε). (9.25)
Further, Z is negatively invariant by assumption (A5). In other words, Z(ϕ mτ (u)) ⊂

ψ mτ (u, Z(u)). Hence,

μ H (Z(ϕ mτ (u)), d, d0 + 1 l 1/d ε) μ H (ψ mτ (u, Z(u)), d, d0 + 1 l 1/d ε).
(9.26)
Also, it follows from (9.21) that
d
μ H (ψ mτ (u, Z(u)), d, d0 + 1 l 1/d ε) 2d0 (d0 + 1) 2 lμ H (Z(u), d, ε). (9.27)
Combining together (9.25), (9.26),(9.27), and (9.24), we obtain

d
μ H (Z(u), d, d0 + 1 l 1/d ε) 2d0 (d0 + 1) 2 lμ H (Z(u), d, d0 + 1 l 1/d ε), (9.28)
d
where the factor 2d0 (d0 + 1) 2√l is strictly less than 1 by the choice of l.
It follows that μ H (Z(u), d, d0 + 1 l 1/d ε) can only be 0 for all u ∈ M. Making
ε → 0, we get μ H (Z(u), d) = 0, ∀u ∈ M. Hence, by the definition of the Hausdorff
dimension, dim H Z(u) d, ∀u ∈ M.
Remark 9.3 Using the results of Sect. 5.4, Chap. 5 for fractal dimension estimates of
negatively invariant sets of dynamical systems together with the above technique it is
possible to get a similar estimate for the fractal dimension of negatively invariant sets
of cocycles ([9]). A different approach for fractal dimension estimates is developed
in [17].
9.2.3 Upper Estimates for the Hausdorff Dimension of Local

Cocycles Generated by Differential Equations
Let us consider the non-autonomous ordinary differential equation
ψ̇ = g(t, ψ), (9.29)

where g : R × Rn → Rn is a C k -smooth (k 2) vector field. Relative to the vector

field (9.29) we introduce the hull of g defined by
H(g) = {g(· + t, ·), t ∈ R},
where the closure is taken in the compact open topology.

We assume that H(g) is compact. For this, it suffices to require that g(t, υ) in (9.29)
is not only smooth in υ but also almost periodic in t.
Using the map g, introduced in Subsect. 9.1.4, we can associate with system (9.29)
the following family of vector fields
ψ̇ = g(ϕ t (u), ψ), (9.30)
where u ∈ H(g) is arbitrary. The initial system (9.29) is contained in (9.30) as a

special case.
Using, for example, almost periodicity in t of the map (t, υ) → g(t, υ) and consider-
ing the above assumptions, one may show that for (9.30) there exists a local cocycle
({ψ t (u, ·)}u∈H(g), t∈[0,β(u,·)) , (Rn , | · |)) over the base flow ({ϕ t }t∈R , (H(g), ρ)) (see
[30]), where ψ t is given in terms of the solution operator of system (9.30), and
[0, β(u, υ)) is the non-negative part of the maximal interval of existence of the
motion passing through the point (u, υ) ∈ M × Rn . For a point (u, υ) ∈ M × Rn
let ψ(t, υ) be the solution of the variational equation along the trajectory of the
cocycle through the point (u, υ); this is the solution of the equation
ψ̇ = ∂2 g(ϕ t (u), ψ t (u, υ))ψ (9.31)
with the initial condition ψ(0, ψ0 ) = ψ0 ∈ Rn . Hence ∂2 ψ t (u, υ)w = ψ(t, w) for
0 t < β(u, υ). Let λ 1 (u, υ) λ2 (u, υ) · ·· λn (u, υ) be the ordered eigen-
values of the matrix 21 ∂2 g(u, υ) + ∂2 g(u, υ)T .
Theorem 9.4 (Refs. [19, 28]) Suppose that the local cocycle (ψ, ϕ) generated by
the differential equation (9.29) over the Bebutov flow satisfies assumption (A5) and
the following conditions:
(1) Condition (1) of Theorem 9.3 is satisfied with the set K;
(2) There exists a continuous function V : M × Rn → R with derivative
d
dt
V (ϕ t (u), ψ t (u, υ)) along a given trajectory, and there exists a number
d ∈ (0, n] written as d = d0 + s, where d0 ∈ {0, 1, . . . , n − 1} and s ∈ (0, 1],
such that
τ
[λ1 (ϕ t (u), ψ t (u, υ) + . . . + λd0 (ϕ t (u), ψ t (u, υ)) + sλd0 +1 (ϕ t (u), ψ t (u, υ))
0
d
+ V (ϕ t (u), ψ t (u, υ))]dt < 0
dt
for all u ∈ M and υ ∈ K, where τ > 0 is the number from assumption (A5).
Then dim H Z(u) d for all u ∈ M.
The proof of this theorem and the following one goes parallel to the proof of The-
orem 5.5 and Corollary 5.4, Chap. 5, for dynamical systems and is omitted here.
For a number d = d0 + s with d0 ∈ [0, n − 1] integer and s ∈ (0, 1] and logarithmic

norm Λ on the space of n × n-matrices we introduce as in Sect. 2.4, Chap. 2, the
partial d-trace w.r.t Λ of the map ∂2 g : M × Rn → Rn by

tr d,Λ ∂2 g(u, υ) := sΛ ∂2 g(u, υ)[d0 +1] + (1 + s)Λ ∂2 g(u, υ)[d0 ] ,
for u ∈ M, υ ∈ Rn .
Theorem 9.5 (Refs. [19, 28]) Suppose that there exist an integer number
d0 ∈ [0, n − 1], a real s ∈ (0, 1], a logarithmic norm Λ and a continuously dif-
ferentiable on K function V satisfying with d = d0 + s the inequality
τ
d
tr d,Λ ∂2 g ϕ t (u), ψ t (u, υ) + V ϕ t (u), ψ t (u, υ) dt < 0
0 dt
for all u ∈ M and υ ∈ K, where τ > 0 is the number from assumption (A5).
Then dim H Z(u) ≤ d for all u ∈ M.
Remark 9.4 In a similar way as in Chap. 6 we could introduce different types of

Lyapunov exponents for cocycles and consider the concept of Lyapunov dimension
and Lyapunov dimension formula ([18]).
9.2.4 Upper Estimates for the Hausdorff Dimension of a

Negatively Invariant Set of the Non-autonomous
Rössler System
Consider the non-autonomous Rössler system (see [19, 29])

⎧
⎨ ẏ1 = −y2 − y3 ,
⎪
ẏ2 = y1 , (9.32)
⎪
⎩
ẏ3 = −b(t)y3 + a(t)(y2 − y22 ),
where a, b : R → R+ are functions defined by
a(t) = a0 + a1 (t), b(t) = b0 + b1 (t).

Here a0 and b0 are positive constants, while a1 (·) and b1 (·) are C 1 -smooth functions
satisfying the inequalities
|a1 (t)| εa0 , |b1 (t)| εb0 , ∀ t ∈ R , (9.33)
where ε ∈ (0, 1) is a small parameter. Assume also that there exists l > 0 such that
|ḃ(t)| εl, ∀ t ∈ R (9.34)
and that the hull H(g) with g equal to the right-hand side of (9.32) is compact. For
this purpose, it is sufficient that a and b are almost periodic.
Instead of (9.32), we consider the family of systems of type (9.30):
⎧
⎨ ẏ1 = −y2 − y3 ,
⎪
ẏ2 = y1 , (9.35)
⎪
⎩
ẏ3 = −bu (t)y3 + au (t)(y2 − y2 ).
2
Here, for brevity,

au (t) ≡ a(ϕ t (u)) , bu (t) ≡ b(ϕ t (u)).
Since system (9.32) has all the properties of system (9.29), it generates a local cocycle
({ψ t (u, ·)}u∈H(g),t∈[0,β(u,υ)) , (Rn , | · |)) over the base flow ({ϕ t }t∈R , (H(g), ρH(g) )),
where [0, β(u, υ)) is the non-negative part of the maximal interval on which there
exits a solution of (9.35) passing through the point (u, υ) ∈ M × Rn . Assume
that, for this cocycle, there exists a compact set Z = {Z(u)}u∈H(g) , satisfying
assumption (1) of Theorem 9.3 with the compact set K and there exists a time
0 < τ < min β(u, υ), such that Z is negatively invariant for the local cocycle in
u∈H(g),
υ∈Z(u)
the sense of Definition 9.4 and (A5).
To estimate the Hausdorff dimension of Z from above with the help of Theorem 9.4,
we need to verify the inequality
d
λ1,u (t, y1 , y2 , y3 ) + λ2,u (t, y1 , y2 , y3 ) + sλ3,u (t, y1 , y2 , y3 ) + Vu (t, y1 , y2 , y3 ) < 0 ,
dt
(9.36)
for all t ∈ [0, τ ], (y1 , y2 , y3 ) ∈ K and u ∈ H(g). Here
λk,u (t, y1 , y2 , y3 ) ≡ λk (ϕ t (u), ψ t (u, y1 , y2 , y3 )), k = 1, 2, 3
are the eigenvalues of the symmetrized Jacobi matrix of the right-hand side of (9.35)
arranged in non-increasing order λ1,u λ2,u λ3,u , and
Vu (t, y1 , y2 , y3 ) ≡ V (ϕ t (u), ψ t (u, y1 , y2 , y3 ))

is a Lyapunov-type function defined for all (y1 , y2 , y3 ) ∈ K, u ∈ H(g) and t ∈ [0, τ ]

by the relation
1
V (ϕ t (u), y1 , y3 ) := (1 − s)ξ(y3 − bu (t)y1 ), (9.37)
2
where ξ is a variable parameter. We calculate the eigenvalues λk,u and the derivative
d
V and substitute them into (9.36).
dt u
It is easy to see that

1
λ1,u = −bu (t) + bu2 (t) + 1 + au2 (t)(1 − 2y2 )2 , (9.38)
2
λ2,u = 0,

1
λ3,u = −bu (t) − bu (t) + 1 + au (t)(1 − 2y2 ) .
2 2 2
2
A direct calculation shows that

1
V̇u = (1 − s)ξ (au (t) + bu (t))y2 − bu (t)y1 − au (t)y22 . (9.39)
2
It follows that the inequality (9.36) is satisfied if
−bu (t)(1 + s) + (1 − s) h u (t, y1 , y2 ; ξ ) < 0 , (9.40)

∀ t ∈ [0, τ ], u ∈ H(g) and (y1 , y2 ) ∈ pr y1 ,y2 K,
where
h u (t, y1 , y2 ; ξ ) (9.41)

= bu2 (t) + 1 + au2 (t)(1 − 2y2 )2 + ξ (au (t) + bu (t))y2 − bu (t)y1 − au (t)y22
and pr y1 ,y2 K is the projection of K on the subspace of y1 and y2 .

Let us estimate h(t, y1 , y2 ; ξ ) from above. We can write this expression as

1 2
h u (t, y1 , y2 ; ξ ) = − η bu (t) + 1 + au (t)(1 − 2y2 ) −
2 2 2 (9.42)
2η
1
+ η2 (bu2 (t) + 1 + au2 (t)(1 − 2y2 )2 ) + 2
4η

+ ξ (au (t) + bu (t))y2 − bu (t)y1 − au (t)y22 ,
where η = 0 is another varying parameter.

After some transformations we get for all arguments the inequality
1
h u (t, y1 , y2 ; ξ ) ≤ η2 (au2 (t) + bu2 (t) + 1) + − ξ bu (t)y1 (9.43)
4η2
2
4η2 au2 (t) − ξ(au (t) + bu (t))
− (ξ au (t) − 4η2 au2 (t)) y2 +
ξ au (t) − 4η2 au2 (t)
(4η2 au2 (t) − ξ(au (t) + bu (t)))
+ .
4(ξ au (t) − 4η2 au2 (t))
Let us take ξ and η so that
ξ au (t) − 4η2 au2 (t) > 0, ∀ t ∈ [0, τ ], ∀ u ∈ H(g) . (9.44)
This is possible under our conditions for sufficiently small ε > 0 . Using (9.43) and
(9.44) we get
1
h u (t, y1 , y2 ; ξ ) ≤ η2 (au2 (t) + bu2 (t) + 1) + − ξ bu (t)y1 (9.45)
4η2
(4η2 au2 (t) − ξ(au (t) + bu (t)))2
+ .
4(ξ au (t) − 4η2 au2 (t))
Since pr y1 K is compact there exists an m > 0 such that
|y1 | ≤ m for all y1 ∈ pr y1 K . (9.46)
Let us choose now the parameters as
a0 + 2b0 1
ξ := 4η2 a0 and η2 := . (9.47)
a0 + b0 2 (a0 + 2b0 )2 + b02 + 1
Substituting these values into (9.45), taking a number of direct calculations and using
the estimates (9.44) and (9.46) we finally get the estimate

h u (t, y1 , y2 ; ξ ) ≤ (a0 + 2b0 )2 + b02 + 1 + ε · C (9.48)
for all t ∈ [0, τ ], u ∈ H(g) and (y1 , y2 ) ∈ pr y1 ,y2 K ,
where C is a term which can be directly calculated by means of the parameters

a0 , b0 , ε, l and m of the system and which is bounded from above for all small ε > 0.
In order to use Theorem 9.3 effectively we need to find the minimal s for which the
inequality (9.40) still holds. Thus, from (9.40), (9.48) and Theorem 9.3 it follows
that
2bu (t)
dim H Z(u) ≤ 3 − (9.49)
bu (t) + h u (t, y1 , y2 ; ξ )
2(1 − ε)b0
≤3− .
(1 + ε)b0 + (a0 + 2b0 )2 + b02 + 1 + ε · C
Direct computations with the use of (9.33), (9.34) and Theorem 9.4 finally yield the
estimate
2(1 − ε)b0
dim H Z(u) 3 − (9.50)
(1 + ε)b0 + (a0 + 2b0 )2 + b02 + 1 + ε · C
for all u ∈ H(g), where C is a positive number, which can be obtained from the
parameters a0 , b0 , ε, l, of our system and which is bounded for all small ε > 0.
Returning to the Rössler autonomous system (making ε → 0), we arrive at the
already known estimate for the Hausdorff dimension of a compact negatively invari-
ant set K of the Rössler system,
2b0
dim H K 3 − , (9.51)
b0 + (a0 + 2b0 )2 + b02 + 1
(see Theorem 5.19, Chap. 5).
Remark 9.5 Similar Hausdorff dimension estimates for the Lorenz system are
derived in [3, 19]. Dimension properties of cocycles generated by partial differential
equations are considered in [10, 11]. Borg’s criterion for almost periodic differential
equations is shown in [13].
9.3 Dimension Estimates for Cocycles on Manifolds

(Non-fibered Case)
9.3.1 The Douady-Oesterlé Theorem for Cocycles on a Finite

Dimensional Riemannian Manifold
Suppose that (N , ρN ) is a smooth m-dimensional Riemannian manifold, (M, ρM )

is a complete metric space, ψ t (u, ·) : N → N , u ∈ M, t ∈ R is a family of smooth
maps and ϕ t : M → M is a continuous base system.
To formulate the next theorem, we need the following assumptions.
(A7) The set Z = {Z(u)}u∈M is compact and negatively invariant w.r.t the cocycle.
(A8) For all t > 0 we have
sup sup |∂2 ψ t (u, υ)|op < ∞,

u∈M υ∈Z(u)
where | · |op is the operator norm.

Theorem 9.6 (Ref. [23]) Under the assumptions (A7), (A8) suppose additionally
that:
(1) There exists a set K ⊂ N such that
Z(u) ⊂ K;
u∈M
(2) There exists a bounded function κ : M × N → R+ \ {0}, numbers τ > 0 and

κ(ϕ τ (u), ψ τ (u, υ))

sup ωd (∂2 ψ τ (u, υ)) < 1 (9.52)
κ(u, υ)
and Z(u) ⊂ Z(ϕ τ (u)), u ∈ M. Then dim H Z(u) ≤ d for all u ∈ M.
Proof From assumption (2) of Theorem 9.6 it follows that there exist a bounded
continuous function κ : M × N → R+ \ {0}, numbers τ > 0 and d ∈ (0, n] such
that
κ(ϕ τ (u), ψ τ (u, υ))
sup ωd (∂2 ψ τ (u, υ)) < 1.
Thus, for all u ∈ M
κ(ϕ τ (u), ψ τ (u, υ))

sup ωd (∂2 ψ τ (u, υ)) < 1.
υ∈Z(u) κ(u, υ)
Then there exists a number 0 < κ1 < 1, such that for all u ∈ M
κ(ϕ τ (u), ψ τ (u, υ))

sup ωd (∂2 ψ τ (u, υ)) < κ1 . (9.53)
υ∈Z(u) κ(u, υ)
Given an arbitrary m ∈ N, we define
κ(ϕ τ (u), ψ τ (u, υ))

κ(m, u) := κ1m sup . (9.54)
υ∈Z(u) κ(u, υ)
κ(ϕ τ (u),ψ τ (u,υ))

By assumption, κ is bounded. Hence, sup κ(u,υ)
is finite and not dependent
υ∈Z(u)
on m. Furthermore, for all u ∈ M we can make κ(m, u) arbitrary small by taking
sufficiently large m.
9.3 Dimension Estimates for Cocycles on Manifolds (Non-fibered Case) 431
In other words, for all l > 0 there exists m 0 ∈ N such that

0 ≤ κ(m, u) ≤ l, ∀m ≥ m 0 , u ∈ M. (9.55)
Let m ≥ m 0 be a sufficiently large fixed number. By the chain rule, we get

∂2 ψ mτ (u, υ) = ∂2 ψ τ ϕ (m−1)τ (u), ψ (m−1)τ (u, υ)

◦ ∂2 ψ τ ϕ (m−2)τ (u), ψ (m−2)τ (u, υ) ◦ . . . ◦ ∂2 ψ τ (u, υ).
Using Horn’s inequality, we get

ωd (∂2 ψ mτ (u, υ)) ≤ ωd ∂2 ψ τ (ϕ (m−1)τ (u), ψ (m−1)τ (u, υ))

· ωd ∂2 ψ τ (ϕ (m−2)τ (u), ψ (m−2)τ (u, υ)) · . . . · ∂2 ψ τ (u, υ)

m

= ωd ∂2 ψ τ (ϕ (m− j)τ (u), ψ (m− j)τ (u, υ)) .
j=1
Further, with the use of (9.53) for (ϕ (m− j)τ (u), ψ (m− j)τ (u, υ)), j = 1, . . . , m − 1,
we have the following estimates
κ(u, υ)
ωd (∂2 ψ τ (u, υ)) ≤ κ1 · ,
κ(ϕ τ (u), ψ τ (u, υ))
···
κ(ϕ (m−1)τ (u), ψ (m−1)τ (u, υ))
ωd (∂2 ψ τ (ϕ (m−1)τ (u), ψ (m−1)τ (u, υ))) ≤ κ1 · .
κ(ϕ mτ (u), ψ mτ (u, υ))
(9.56)
Using (9.53) and (9.56), we can deduce that

m
κ(ϕ (m− j)τ (u), ψ (m− j)τ (u, υ))
ωd (∂2 ψ mτ (u, υ)) ≤ κ1 · .
j=1
κ(ϕ (m− j+1)τ (u), ψ (m− j+1)τ (u, υ))
The function κ is positive and bounded. Thus, after simplifying, we get
κ(u, υ)
ωd (∂2 ψ mτ (u, υ)) ≤ κ1m · ≤ κ(m, u).
κ(ϕ mτ (u), ψ mτ (u, υ))
Then for all u ∈ M, υ ∈ Z(u) and sufficiently large fixed m ≥ m 0
ωd (∂2 ψ mτ (u, υ)) ≤ κ(m, u). (9.57)
Let ε > 0 be sufficiently small to fulfill

mτ
ψ (u,υ)
ιψ mτ (u,w) ◦ ∂2 ψ mτ (u, w) ◦ ιwυ − ∂2 ψ mτ (u, υ) ≤ ζ,
for all υ, w such that ρ(υ, w) ≤ ε, where ρ(·, ·) is the geodesic distance on N and
ιwυ is the isometry between Tυ N and Tw N .
Using Taylor’s formula, we get

−1
expψ mτ (u,v) ψ mτ (u, w) − ∂2 ψ mτ (u, υ)(exp−1υ (w)) ≤
mτ
ψ (u,υ)
sup ιψ mτ (u,z) ◦ ∂2 ψ mτ (u, z) ◦ ιυz − ∂2 ψ mτ (u, υ) · exp−1
υ (z) ,
z∈B(υ,r )
for all w ∈ B(υ, r ) with r < ε. It follows that the image of B(υ, r ) under the map ψ
is contained in

ψ mτ (u, B(υ, r )) ⊂ expψ mτ (u,υ) ∂2 ψ mτ (u, υ)(BTu N (0, r )) + BTψ mτ (u,υ) N (0, r ζ ) .
(9.58)
By taking ε sufficiently small we can make ζ arbitrary small. Let E :=
∂2 ψ mτ (u, υ)(BTυ N (0, r )) and ∂2 ψ mτ (u, υ) be a linear operator; hence, by Proposi-
tion 7.13, Chap. 7, the set E is an ellipsoid with semiaxes length ai (E) = r αi (∂2 ψ mτ (u, υ)),
i = 1, . . . , n. We have
sup |∂2 ψ mτ (u, υ)| ≤ δ, and κ(m) ≤ δ d ,

υ∈Z(u)
for all sufficiently large m and

1/s
δ d0
1+ ζ κ(m) < l. (9.59)
κ(m)
Now we need to verify the conditions of Lemma 7.1, Chap. 7. Recall that
ai (E) = r αi (∂2 ψ mτ (u, υ)).
By the Fischer-Courant theorem (Theorem 7.1, Chap. 7) we have
α1 (∂2 ψ mτ (u, υ)) = sup |∂2 ψ mτ (u, υ)|op ≤ δ

υ∈Z(u), |υ|=1
which leads to a1 (E) ≤ r δ and
ωd (E) := a1 (E) · . . . · ad0 (E)ads 0 +1 (E)

= r α1 (∂2 ψ mτ (u, υ)) . . . r αd0 (∂2 ψ mτ (u, υ))r s αds 0 +1 (∂2 ψ mτ (u, υ))
= r d0 +s α1 (∂2 ψ mτ (u, υ)) . . . αd0 (∂2 ψ mτ (u, υ))αds 0 +1 (∂2 ψ mτ (u, υ))
= r d ωd (∂2 ψ mτ (u, υ)).
From (9.57) it follows that
ωd (∂2 ψ mτ (u, υ)) ≤ κ(m, u) ≤ κ(m),
hence,
ωd (E) ≤ r d κ(m).
Furthermore, κ(m) ≤ δ d and r d κ(m) ≤ (r δ)d .

The conditions of Lemma 7.1, Chap. 7, hold for κ := r d κ(m), δ := r δ, η := r ζ . It
follows that the set E + B(0, r ζ ) is contained in the ellipsoid E with
1/s d 1/s d
δ d0 r d0 δ d0
ωd (E ) ≤ 1 + η κ = 1 + d rη κ(m)
κ r κ(m)
d
δ d0 /s
= 1+ η κ(m)r d .
κ 1/s (m)
Moreover, with the use of (9.59) we have

d
δ d0 /s
1+ ζ κ(m) < l
κ (m)
1/s
and then
ωd (E ) < lr d , (9.60)
where l > 0 is an arbitrary small number.

If {B(υ j , r j )} is a countable covering of Z(u) by balls of radius r j ≤ ε we can
construct a countable cover of ψ mτ (u, Z(u)) by ellipsoids E j with ωd (E j ) ≤ lr dj .
For any compact set K ⊂ N define
μ H (K, d, ε) := inf ωd (E j ),
j
where the infimum is taken over all countable coverings of K by ellipsoids E j with
ωd (E j ) ≤ lr dj .
From the definitions of μ H , μ H and (9.60), we get
⎧ ⎫
⎨ ⎬
μ H (Z(u), d, ε) = inf r dj | r dj ≤ ε and
⎩ ⎭
j
⎧ ⎫
⎨ ⎬
μ H (ψ mτ (u, Z(u)), d, l 1/d ε) = inf ωd (E j ) | ωd (E j ) ≤ lεd ,
⎩ ⎭
j

where j ωd (E j ) ≤ l j r dj and ωd (E j ) ≤ lr dj ≤ lεd . Thus,
μ H (ψ mτ (u, Z(u)), d, l 1/d ε) ≤ lμ H (Z(u), d, ε).
We have (ωd (E j ))1/d ≤ ε for each ellipsoid E j from the covering of K, and

μ H (E j , d, d0 + 1ε) ≤ 2d0 (d0 + 1)d/2 ωd (E j ).
Consequently, we get

μ H (K, d, d0 + 1ε) ≤ μ H E j , d, d0 + 1ε
j

≤ μ H (E j , d, d0 + 1ε) ≤ 2 (d0 + 1)d/2
d0
ωd (E j ).
j j
Taking the infimum, we obtain

μ H (K, d, d0 + 1ε) ≤ 2d0 (d0 + 1)d/2 μ H (K, d, ε). (9.61)
Applying (9.61) to the set K = ψ mτ (u, Z(u)), we get

μ H (ψ mτ (u, Z(u)), d, d0 + 1l 1/d ε) ≤ (9.62)
2 (d0 + 1)
d0 d/2
μ H (ψ mτ
(u, Z(u)), d, l 1/d
ε) ≤ m2 (d0 + 1)
d0 d/2
lμ H (Z(u), d, ε).
Assuming that μ H (Z(u), d) ≤ μ0 < ∞ and taking ε → 0, we obtain
μ H (ψ mτ (u, Z(u)), d) ≤ 2d0 (d0 + 1)d/2 lμ H (Z(u), d) ≤ 2d0 (d0 + 1)d/2 lμ0 .
(9.63)
Recall that l is an arbitrary small positive number, for which we chose a sufficiently
large number m so that we were able to apply the above estimates. Hence, for a suffi-
ciently large m the right-hand side of (9.63) can be made arbitrary small. Therefore,
for all u ∈ M, we have shown that if μ H (Z(u), d) < ∞, then
lim μ H (ψ mτ (u, Z(u)), d) = 0.

ε→0
As l is an arbitrary number we can assume that it satisfies

d0 + 1l 1/d < 1, and 2d0 (d0 + 1)d/2 l < 1.
In that case
μ H (Z(u), d, ε) ≤ μ H (Z(u), d, d0 + 1l 1/d ε). (9.64)
By assumption of the theorem, Z(u) ⊂ Z(ϕ τ (u)) ⊂ . . . ⊂ Z(ϕ mτ (u)). This leads
to the inequality

μ H (Z(u), d, d0 + 1l 1/d ε) ≤ μ H (Z(ϕ mτ (u)), d, d0 + 1l 1/d ε). (9.65)
By assumption (A7), Z is negatively invariant, which means that Z(ϕ mτ (u)) ⊂

ψ mτ (u, Z(u)). Then

μ H (Z(ϕ mτ (u)), d, d0 + 1l 1/d ε) ≤ μ H (ψ mτ (u, Z(u)), d, d0 + 1l 1/d ε).
(9.66)
From (9.62), we have

μ H (ψ mτ (u, Z), d, d0 + 1l 1/d ε) ≤ 2d0 (d0 + 1)d/2 lμ H (Z(u), d, d0 + 1l 1/d ε).
(9.67)
Combining (9.64), (9.65), (9.66) and (9.67), we obtain

μ H (Z(u), d, d0 + 1, l 1/d ε) ≤ 2d0 (d0 + 1)d/2 lμ H (Z(u), d, d0 + 1l 1/d ε),
(9.68)
where 2d0 (d0 + 1)d/2 l is strictly less that
√ 1 by the choice of l.
From here we get that μ H (Z(u), d, d0 + 1l 1/d ε) can only be 0 for all u ∈ M.
Taking ε → 0 we have μ H (Z(u), d) = 0 for all u ∈ M. Hence, by the definition of
the Hausdorff dimension, dim H Z(u) ≤ d, for all u ∈ M.
9.3.2 Upper Bounds for the Haussdorff Dimension of

Negatively Invariant Sets of Discrete-Time Cocycles
Let N be an n-dimensional smooth Riemannian manifold equipped with a discrete-

time cocycle ({ψ k (u, ·)} k∈Z+ , (N , g)) over the base flow ({ϕ k }k∈Z , (M, ρM )), where
u∈M
ψ k (u, ·) : N → N . We make the following assumptions:
(A9) The parametrized set Z = {Z(u)}u∈M is compact, negatively invariant for
the cocycle (ϕ, ψ) and satisfies Z(u) ⊂ Z(ϕ(u)), ∀u ∈ M;
(A10) For any k > 0, one has:
sup sup |∂2 ψ k (u, υ)|op < ∞,

u∈M υ∈Z(u)
where |∂2 ψ k (u, υ)|op is the operator norm of the linear mapping
∂2 ψ k (u, υ) : Tυ N → Tψ k (u,υ) N , u ∈ M, υ ∈ Z(u).

Let us give a generalization of the Douady-Oesterlé theorem ([8]) to the case of

discrete time cocycles on a finite-dimensional Riemannian manifold. The proof of
the theorem is similar to the proof of Theorem 9.6 and omitted here.
Theorem 9.7 (Ref. [22]) Let assumptions (A9), (A10) and the following conditions
hold for the cocycle (ϕ, ψ):
(1) There exists a compact set K ∈ N such that
Z(u) ⊂ K;
u∈M
(2) There exists a continuous bounded function κ : M × N → R+ \{0}, a time

j > 0, and a number d ∈ (0, n] such that
κ(ϕ j (u), ψ j (u, υ))

sup ωd (∂2 ψ j (u, υ)) < 1. (9.69)
Then dim H Z(u) d for each u ∈ M.

The following theorem generalizes the result obtained in [24] to the case of discrete-
time cocycles.
Theorem 9.8 (Ref. [22]) Assume that the set {K(u)}u∈M is a negatively invariant
for a discrete-time cocycle
( (ϕ, ψ), K(u) ⊂ K(ϕ(u)), u ∈ M, and let D ⊂ N be an
open set such that K(u) ⊂ D.
u∈M
Assume that there exists a continuous function κ : D → R+ , satisfying the following
conditions:
(1) (w, (∂2 ψ(u, υ))∗ ∂2 ψ(u, υ)w)Tυ N κ 2 (u, υ)(w, w)Tυ N , ∀u ∈ M,
∀υ ∈ K(u), ∀w ∈ Tυ N ;
| det ∂2 ψ(u,υ)|
(2) sup κ(u,υ)n−1
< 1.
u∈M,υ∈K(u)
Then dim H (K) < d.
Proof Consider the tangent mapping ∂2 ψ(u, ·) : Tυ N → Tψ(u,υ) N . For each square
of singular number αi2 := αi2 (u, υ), i = 1, 2, . . . , n of the linear operator ∂2 ψ, there
exists an eigenvector wi = wi (u, υ) ∈ Tυ N such that
(∂2 ψ(u, υ))∗ ∂2 ψ(u, υ)wi = αi2 wi .
It follows from assumption (1) that
αi2 (u, υ) κ 2 (u, υ), i = 1, 2, . . . , n, u ∈ M, υ ∈ K(u), (9.70)

whence
α1 (u, υ) · . . . · αk (u, υ)κ(u, υ)n−k | det ∂2 ψ(u, υ)| (9.71)
for any k ∈ {1, . . . , n}. From this we find that κ(u, υ)n | det ∂2 ψ(u, υ)|. Using
assumption (2) of the theorem, we obtain the inequality
| det ∂2 ψ(u, υ)|

ωd (∂2 ψ(u, υ)) < 1.
κ(u, υ)n−d
The assertion of Theorem 9.8 follows now from Theorem 9.7.

Let us present an example demonstrating the application of Theorem 9.8 to the Hénon
system for the case of parameters depending on some base systems on a metric space.
A similar example for constant parameters can be found in [24].
Example 9.4 Consider the time-varying Hénon system
)
xk+1 = 1 − ak xk2 + yk ,
(9.72)
yk+1 = bk xk , k ∈ Z+ ,
where {ak }∞ ∞
k=0 and {bk }k=0 are sequences of the form ak = a + ak and bk = b + bk .
Here a and b are positive parameters and {ak } and {bk } are bounded sequences
satisfying the inequalities
|ak | εa and |bk | εb, k ∈ Z+ ,
where ε ∈ (0, 1) is a small parameter.

Together with system (9.72), consider the family of systems
)
xk+1 = 1 − au (k)xk2 + yk ,
(9.73)
yk+1 = bu (k)xk , k ∈ Z+ ,
where we write au (k) = a(ϕ k (u)) and bu (k) = b(ϕ k (u)) for brevity. Here
({ϕ k }k∈Z , (M, ρM )) (9.74)
is a base system on a compact metric space (M, ρM ) and a, b : M → R+ are

continuous functions.
Let (ϕ, ψ) be the cocycle generated by systems (9.72) and (9.74). Assume that there
exists a compact invariant set K = {K(u)}u∈M for (ϕ, ψ). Using Theorem 9.8, we
estimate the Hausdorff dimension from above. Let υ = (x, y); then

−2au x 1
∂2 ψ(u, υ) = .
bu 0
Hence | det ∂2 ψ(u, υ)| = bu for all u ∈ M, υ ∈ K. For d = 1 + s, s ∈ [0, 1], con-
sider the function of the singular numbers α1 (u, x) and α2 (u, x) given by
ωd (∂2 ψ) = α1 (u, x)α2s (u, x) = α1 (u, x)1−s bus .
The maximum singular values α1 (u, x) can be computed by the formula

*
4a 2 x + bu2 + 1 (4au2 x + bu2 + 1)2
α12 (u, x) = u + − bu2 .
2 4
Assume that sup α1 (u, x)1−s bu < 1, for some s ∈ [0, 1]; then dim H K(u) <
x∈pr K(u),
u∈M
1 + s for any u ∈ M. Here pr K(u) is the projection of K(u) onto the first coordinate.
Remark 9.6 Hausdorff dimension estimates for the time-varying Hénon system
with a cellular automaton as driven system are derived in [9].
9.3.3 Frequency Conditions for Dimension Estimates for

Discrete Cocycles
Consider the system ([1, 2, 20–22, 26])
υk+1 = Aυk + Bφ(k, wk ), wk = C ∗ υk , k = 0, 1, 2, . . . , (9.75)
where A is a constant n × n matrix and B and C are constant n × m matrices.

Further, let D ⊂ Rm be an open pathwise connected set and let φ : Z × D → Rm be
a nonlinear mapping smooth in the second argument.
Together with (9.75), consider the cocycle (ϕ, ψ). Thus, we have a cocycle that is
described via the family of systems
υk+1 = Aυk + B φ(ϕ k (u), wk ), wk = C ∗ υk , u ∈ M k = 0, 1, 2, . . . . (9.76)
Let W (z) = C ∗ (A − z I )−1 B, z ∈ C : det(A − z I ) = 0, be the transfer function of

the linear part of system (9.75).
The following theorem generalizes the result from [24] to the case of discrete cocy-
cles.
Theorem 9.9 (Refs. [21, 22]) Let {K(u)}
( u∈M be a compact negatively invariant
set for the cocycle (ϕ, ψ) such that K(u) ⊃ K and K(u) ⊂ K(ϕ(u)), u ∈ M.
u∈M
Assume that the pair (A, B) is controllable and the pair (A, C) is observable. Sup-
pose that there exist numbers d ∈ (0, n], λ > 0, and δ > 0 such that the following
conditions hold.
(1) All eigenvalues of λ1 A lie outside the unit circle.
1 ∗
(2) 2
η [(∂2 φ(u, C ∗ υ))∗ + ∂2 φ(u, C ∗ υ)]η δ|η|2 , ∀u ∈ M, ∀υ ∈ D, ∀η ∈ Rn ;
(3) ReW (λz) + δW ∗ (λz)W (λz) 0, ∀z ∈ C, |z| = 1;

| det ∂2 ψ(u,υ)|
(4) sup κ(u,υ)n−1
< 1.
u∈M,
υ∈K(u)
Then dim H (K) < d for each u ∈ M.

To prove this theorem, we need the following lemma.
Lemma 9.1 Let δ > 0 and λ > 0 be real numbers with respect to which the pair
(A, B) of system (9.76) is controllable and the pair (A, C) is observable, and let
conditions (1) − −(3) of Theorem 9.9 be satisfied. Then there exists a real negative
definite n × n matrix P = P ∗ such that
∂2 ψ(u, υ)∗ P∂2 ψ(u, υ) λ2 P, ∀ (u, υ) ∈ M × D.
Proof Consider the quadratic form
F(υ, ξ ) := −ξ ∗ C ∗ υ + δ|C ∗ υ|2 , ξ ∈ Rm , υ ∈ Rn . (9.77)

√
It follows from the assumptions of the lemma that the pair ( λ1 A, δC) is observable
and the inverse matrix (z I − λ1 A) exists for all z ∈ C with |z| = 1. Consider the
following Hermitian extension of the quadratic form F :
FC (υ, ξ ) = −Re(ξ ∗ C ∗ υ) + δ|C ∗ υ|2 , ξ ∈ Rm , υ ∈ Rn .
By assumption 3) of the theorem we have

+ −1 , + −1 ,2
∗ ∗ 1 1 ∗ 1 1
Re ξ C zI − A Bξ + δ C z I − A Bξ 0
λ λ λ λ
for all z ∈ C with |z| = 1 and all ξ ∈ Cm . It follows from the Kalman–Szegö fre-
quency theorem (Theorem 2.10, Chap. 2) that there exists a matrix P = P ∗ satisfying
the inequality
1
(Aυ + Bξ )∗ P(Aυ + Bξ ) − υ ∗ Pυ − ξ ∗ C ∗ υ + δ|C ∗ υ|2 0 , (9.78)
λ2
for all (υ, ξ ) ∈ Rn × Rm . Let ξ = 0, then (9.78) acquires the form
∗
1 1
υ∗ A P Aυ − υ ∗ Pυ −δ|C ∗ υ|2 , ∀υ ∈ Rn .
λ λ
Consequently, the matrix P is negative definite by the Lyapunov lemma.

For arbitrary u ∈ M and υ1 , υ2 ∈ D, set υ = υ1 − υ2 and ξ = φ(u, C ∗ υ1 ) −
φ(u, C ∗ υ2 ). Then we obtain
ξ= ∂2 φ(u, C ∗ υ1 τ + C ∗ υ2 (1 − τ ))C ∗ υdτ

0
and further
-1 ∗
υ ∗ Cξ = υ C∂2 φ(u, C ∗ υ1 τ + C ∗ υ2 (1 − τ ))C ∗ υdτ,
0
-1 1 ∗ ∗ ∗ ∗ ∗ ∗
∗
= 2 υ C ∂2 φ(u, C υ1 τ + C υ2 (1 − τ )) + ∂2 φ(u, C υ1 τ + C υ2 (1 − τ )) C υdτ.
0
It follows from the last relation and assumption 2) of the theorem that for η := C ∗ υ
we have υ ∗ Cξ δ|C ∗ υ|2 for all υ ∈ Rn . Thus, it follows from (9.78) that
1
(Aυ + Bξ )∗ P(Aυ + Bξ ) − υ ∗ Pυ 0, ∀υ ∈ Rn . (9.79)
λ2
Take υ ∈ D, υ2 = υ, and υ1 = υ + h ῡ, h ∈ R, ῡ = 0 such that υ1 ∈ D. We substi-
tute this into inequality (9.79) and obtain
∗
1 φ(u, C ∗ (υ + h ῡ)) − φ(u, C ∗ υ)
Aῡ + B P (9.80)
λ h

φ(u, C ∗ (υ + h ῡ)) − φ(u, C ∗ υ)
× Aῡ + B − ῡ ∗ P ῡ 0.
h
We pass to the limit as h → 0 and use the relation ∂2 ψ(u, υ) = A + B∂2 φ(u, C ∗ υ)C ∗
to obtain
ῡ ∗ ∂2 ψ(u, υ)∗ P∂2 ψ(u, υ)ῡ λ2 ῡ ∗ P ῡ, ∀ῡ ∈ Rn , ∀υ ∈ D, ∀u ∈ M.
Proof of Theorem 9.9 . The proof follows from Theorem 9.8 and the last
lemma.
9.3.4 Upper Bound for Hausdorff Dimension of Invariant

Sets and B-attractors of Cocycles Generated by
Ordinary Differential Equations on Manifolds
Let (N , g) be a finite dimensional Riemannian manifold. Consider the

non-autonomous ordinary differential equation
ψ̇ = g(t, ψ), (9.81)
where g : R × N → T N is a C k -smooth (k ≥ 2) non-autonomous vector field. We

extend this system to a Bebutov flow. Define for this the hull H(g) of g as
H(g) = {g(· + t, ·), t ∈ R}
and the evaluation map g as
ψ̇ = g(ϕ t (u), ψ), u ∈ M, (9.82)
where M := H(g). The initial equation is contained in the extended system as u = g.

Assume that equation (9.82) with initial condition t0 ∈ R, υ0 ∈ N has a unique
continuous solution υ(·, t0 , υ0 ) defined on R+ and υ(t0 , υ0 , υ0 ) = υ0 . Under this
assumption equation (9.82) generates the cocycle {ψ t (u, ·)u∈M,t∈R+ }, (N , ρN )
over the base flow ({ϕ t }t∈R , (M, ρM )).
Now we define the linearization of the cocycle. Let w(t, u 0 , υ0 ) be a solution of the
variation equation along the trajectory of the cocycle through the point (u 0 , υ0 ) ∈
M × N . This variation equation has the form
ẇ = ∇2 g(ϕ t (u 0 ), ψ t (u 0 , υ0 ))w,
(9.83)
w(0, u 0 , w0 ) = w0 ∈ Tυ0 N
where ∇2 g(·, ·) : T N → T N is the covariant derivative with respect to the second

argument. Then
∂2 ψ t (u 0 , υ0 )(w0 ) = w(t, u 0 , w0 )
for all t ∈ R+ . Thus, ∂2 ψ t (u 0 , υ0 )(w0 ) is a fundamental matrix of the (9.83).

Let λ1 (u, υ) ≥ λ2 (u, υ) ≥ . . . ≥ λn (u, υ) be the eigenvalues of
1
∇2 g(u, υ) + ∇2 g(u, υ)∗ ,
2
each eigenvalue appears pi times, where pi is the eigenvalue’s algebraic multiplicity.
Theorem 9.10 (Ref. [23]) Assume that
(1) (A7), (A8) with M = H(g) holds;
(2) there exists a compact set K ⊂ N , such that
Z(u) ⊂ K;
u∈H(g)
(3) there are a continuous function V : H(g) × N → R, such that the derivative
along the trajectory dtd V (ϕ t (u), ψ t (u, υ) exists, a number τ > 0 and a number
d ∈ (0, n], d = d0 + s, where d0 ∈ {0, 1, . . . , n − 1}, s ∈ (0, 1], such that
Z(u) ⊂ Z(ϕ τ (u));

τ
(4) [λ1 (ϕ t (u), ψ t (u, υ)) + . . . + λd0 (ϕ t (u), ψ t (u, υ)) + sλd0 +1 (ϕ t (u), ψ t (u, υ))
0
d
+ V (ϕ t (u), ψ t (u, υ))]dt < 0 for all u ∈ H(g), υ ∈ K.
dt
Then dim H Z(u) ≤ d for all u ∈ H(g).
Proof To prove Theorem 9.10, we need to show the existence of a function

κ : H(g) × N → R+ , such that (9.52) holds.
Recall that ∂2 ψ t (u, υ) is a solution of the variation equation
ẇ = ∇2 g(ϕ t (u), ψ t (u, υ))w, (9.84)
Lets fix u ∈ H(g) k ∈ N. For all t we have

w(t) = ∂2 ψ t (u, υ)υ1 ∧ . . . ∧ ∂2 ψ t (u, υ)υk Λk T .
ψ t (u,υ) N
With the use of the variation equation and Definition 7.7, Chap. 7 we get

ẇ = 2 S(ϕ t (u), ψ t (u, υ)) k (∂2 ψ t (u, υ)υ1 ∧ . . . ∧ ∂2 ψ t (u, υ)υk ), (9.85)
∂2 ψ (u, υ)υ1 ∧ . . . ∧ ∂2 ψ (u, υ)υk Λk Tψ t (u,υ) N , ∀t ∈ [0, τ ].
t t
From Proposition 7.9, Chap. 7, it follows that

ẇ ≤ 2 λ1 (ϕ t (u), ψ t (u, υ)) + . . . + λk (ϕ t (u), ψ t (u, υ)) w(t), (9.86)
for all t ∈ [0, τ ]. Thus
|∂2 ψ τ (u, υ)υ1 ∧ . . . ∧ ∂2 ψ τ (u, υ)υk |.k Tψ τ (u,υ) N (9.87)

) τ
≤ |υ1 ∧ . . . ∧ υk | k Tυ N · exp
. [λ1 (ϕ t (u), ψ t (u, υ)) + . . . +
0
/
+ λk (ϕ t (u), ψ t (u, υ))] dt .
By the Fischer-Courant theorem (Theorem 7.1, Chap. 7) we have


α1 (τ )2 + . . . + αk (τ )2 = λ1 ∧k (∂2 ψ τ (u, υ))∗ ∂2 ψ τ (u, υ) (9.88)
τ
= sup | ∧ ∂2 ψk
(u, υ)w|2∧k Tψ τ (u,υ) N
w∈∧k Tυ N , |w|∧k Tυ N =1
= sup |∂2 ψ τ (u, υ)w1 ∧ . . . ∧ ∂2 ψ τ (u, υ)wk |2∧k Tψ τ (u,υ) N

w1 ,...,wk ∈Tw N , |wi |Tυ N =1
) τ /
≤ exp 2 [λ1 (ϕ (u), ψ (u, υ)) + . . . + λk (ϕ (u), ψ (u, υ))] dt .
t t t t
0
By definition, for all d ∈ (0, n], d = d0 + s, d0 ∈ {0, 1, . . . , n − 1}, s ∈ (0, 1] we

have
ωd (∂2 ψ τ (u, υ)) = ωd1−s
0
(∂2 ψ τ (u, υ))ωds 0 +1 (∂2 ψ τ (u, υ)).
Thus
) τ
ωd (∂2 ψ τ (u, υ)) ≤ exp (1 − s) [λ1,u (t, υ) + . . . + λd0 ,u (t, υ)] dt (9.89)
0
τ /
+s [λ1,u (t, υ) + . . . + λd0 ,u (t, υ) + λd0 +1,u (t, υ)] dt
0
) τ /
= exp [λ1,u (t, υ) + . . . + λd0 ,u (t, υ) + λd0 +1,u (t, υ)] dt
0
We choose κ : H(g) × N → R+ as κ(u, υ) := exp{V (u, υ)} for all u ∈ H(g),

υ ∈ N . Then
κ(ϕ τ (u), ψ τ (u, υ))

= exp{V (ϕ τ (u), ψ τ (u, υ))} (9.90)
κ(u, υ)
) τ /
d
= exp V (ϕ t (u), ψ t (u, υ)) dt.
0 dt
From (9.89) and (9.90) we get
κ(ϕ τ (u), ψ τ (u, υ))

ωd (∂2 ψ τ (u, υ))
κ(u, υ)
) τ
≤ exp [λ1 (ϕ t (u), ψ t (u, υ)) + . . . + λd0 (ϕ t (u), ψ t (u, υ))
0
/
d
+ sλd0 +1 (ϕ (u), ψ (u, υ)) + V (ϕ (u), ψ (u, υ))] dt < exp(0) = 1
t t t t
dt
and by Theorem 9.6 we have dim H Z(u) ≤ d for all u ∈ H(g).

9.3.5 Upper Bounds for the Hausdorff Dimension of

Attractors of Cocycles Generated by Differential
Equations on the Cylinder
Suppose that φ(·, ·) : R × R → R is a bounded, smooth and 2π -periodic with respect

to the second argument function, A is a stable (n − 1) × (n − 1)-matrix (i.e. for all
eigenvalues of A we have Re λ < 0); c and b are (n − 1)-vectors.
Let us consider the differential equation ([1, 2, 20])
θ̇ = c∗ y, ẏ = Ay + bφ(t, θ ). (9.91)
It is well-known that instead of (9.91) we can consider a differential equation on the

cylinder (C, ρC )). With υ = (θ, y) and g(t, υ) = (c∗ y, Ay + bφ(t, θ ))T equation
(9.91) can be represented as
υ̇ = g(t, υ), υ ∈ C. (9.92)
From Subsect. 9.3.4 we can consider the evaluation map g and the equation
υ̇ = g(ϕ t (u), υ), (9.93)
which generates a cocycle ({ψ t (u, ·)}u∈H(g) , (C, ρC )) over the Bebutov flow
({ϕ t (·)}t∈R , (H(g), ρH(g) )), where H(g) is the hull of g.
For a fixed u 0 ∈ H(g) let υ(·, t0 , u 0 , υ0 ) = (θ (·, t0 , u 0 , θ0 , y0 ), y(·, t0 , u 0 , θ0 , y0 )) be
the solution of (9.93) such that υ(t0 , t0 , u 0 , υ0 ) = u 0 , where υ0 = (y0 , θ0 ).
We have for t ≥ t0 the estimates
|υ(t, t0 , u 0 , υ0 )|C ≤ |θ (t, t0 , u 0 , θ0 , y0 )| + |y(t, t0 , u 0 , θ0 , y0 )|

≤ 2π + |y(t, t0 , q0 , θ0 , y0 )|,
where | · | is the Euclidean norm.

Since A is a stable matrix, there exist ε > 0, C2 > 0 such that |e At | ≤ C2 e−εt for all
t > 0. By the Cauchy formula we have

t

|y(t, t0 , u 0 , θ0 , y0 )| ≤ |e (t−t0 )A
y0 | + e (t−t0 −τ )A
bφ(τ, θ )dτ .

t0
From the stability of A we deduce that |e(t−t0 )A y0 | → 0 as t → +∞. From the

boundedness of φ(t, θ ) we get that there is a C1 > 0 such that |φ(t, θ )| ≤ C1 for all
t, θ . Then for all t > t0 we have

t t

e (t−t0 −τ )A
bφ(τ, θ )dτ ≤ |e(t−t0 −τ )A | |b| |φ(τ, θ )|dτ

t0 t0
t t
(t−t0 −τ )A 1
≤ |b|C1 |e |dτ ≤ |b|C1 C2 e(t−t0 −τ ) dτ ≤ |b|C1 C2 .
ε
t0 t0
For all u 0 ∈ H(g) we get
1
lim sup |υ(t, t0 , u 0 , υ0 )|C ≤ |b|C1 C2 2π. (9.94)
t→+∞ ε
Thus, the cocycle ({ϕ t (·)}t∈R , (H(g), ρH(g) )) has a unique global B-forward
attractor A.
Example 9.5 Consider the differential equation
θ̇ = cy, ẏ = ay + bφ(t, θ ), (9.95)
where a < 0, b ∈ R, c > 0 are some parameters, φ(·, ·) : R × R → R is a bounded

and 2π -periodic in the second argument smooth function. Instead of (9.95) we con-
sider the family of systems
θ̇ = cy , ẏ = ay + bφ(ϕ t (u), θ ) (9.96)
where φ : R × S 1 → R is the extension of φ to the hull H(φ). Let us write system

(9.96) in the form
θ̇ = cy , ẏ = ay + bφu (t, θ ) (9.97)
From Theorem 9.2 it follows that equation (9.96) generates a cocycle (ϕ, ψ) on
the phase space R × S 1 . Using Theorem 9.1 we see that this cocycle has a global
B-attractor A. In order to get a dimension estimate we use Theorem 9.10 with V ≡ 1.
λ1,u (t, y , y ) ≥ λ2,u (t,
y , y ) are the eigenvalues of the symmetrized
1 2 1 2
Suppose that
∗
matrix 2 ∇2 gu (t, υ) + ∇2 gu (t, υ) where
1

cy
gu (t, υ) = with υ = (y 1 , y 2 ) = (θ, y) in some
ay + bφu (t, θ )
chart.
Define ηu (t, y 1 ) := ∂∂y 1 φu (t, y 1 ).
(a) The Case of a Trivial Metric Tensor

10
Here we consider the trivial metric tensor (gi j ) = . Then the symmetrized
01
Jacobian matrix has the form

1 0 c + bηu (t, y 1 )
.
2 c + bηu (t, y )
1
2a

Its eigenvalues are λ1,2;u (t, y 1 ) = 21 a ± a 2 + c + (bηu (t, y 1 ))2 . From Theorem
9.10 it follows that in order to show that the Hausdorff dimension of the attractor is
smaller than 1 + s it is sufficient to show that
λ1,u (t, y 1 , y 2 ) + sλ2,u (t, y 1 , y 2 ) < 0 for all t > 0

and (y 1 , y 2 ) ∈ R(A), u ∈ H(g).
Here R(A) denotes the (y 1 , y 2 )-components of the attractor A. The last inequality
is satisfied if
a + a 2 + (c + b)ηu (t, y 1 )2
s > sup ,
a 2 + (c + bηu (t, y 1 ))2 − a
where the supremum is taken over (y 1 , y 2 ) ∈ R(A) and u ∈ H(g).

Assume in the following that ηu (t, y 1 ) = ξu (t) sin(y 1 ) and there exist 0 < κ1 < κ2
such that
κ1 < |bξu (t)| < κ2 , ∀u ∈ H(g), ∀t ≥ 0 . (9.98)
κ1 +κ2
Then if c > 2
we have

a + a 2 + (c + κ2 )2
s≥ .
a 2 + (c − κ2 )2 − a
This estimate holds only if

a + a 2 + (c + κ2 )2
<1
a 2 + (c + κ2 )2 − a
or if
−2a > a 2 + (c + κ2 )2 − a 2 + (c + κ2 )2 .
After taking the square of the left and right sides and dividing by 2 we get

a 2 + (c + κ2 )2 · a 2 + (c + κ2 )2 > c2 + κ22 − a 2 .
c2 κ22 κ1 +κ2
Hence a 2 > c2 +κ22
. It follows that if c ≤ 2
the inequality

a + a 2 + (c + κ2 )2
s≥
a 2 + (c − κ2 )2 − a
c2 κ22
is satisfied for a 2 > c2 +κ22
. This means that for
((c + κ2 )2 − (c − κ1 )2 )2
a2 >
8((c + κ2 )2 + (c − κ1 )2 )
the estimate
a + a 2 + (c + κ2 )2
s≥
a 2 + (c − κ2 )2 − a
holds. From this it follows that
dim H A ≤ 1 + s . (9.99)
(b) The Case of a Non-trivial Metric Tensor

Now we consider the non-trivial metric tensor

2 + sin θ 0
(gi j (θ )) = , θ ∈ S1,
0 r
where r > 0. The symmetrized Jacobian matrix has the form

1 cy 2 cos(y 1 ) c + bηu (t, y 1 )
2 c + bηu (t, y 1 ) 2a
and its eigenvalues are

1 cy 2 cos(y 1 )
λ1,2;u (t, y 1 , y 2 ) = a+ ±
2 2(2 + sin(y 1 ))
0

cy 2 cos(y 1 ) 2 2cy 2 cos(y 1 )
a+ + (c + bη u (t, y 1 ))2 − .
2(2 + sin(y 1 )) 2 + sin(y 1 )
Again we assume that ηu (t, y 1 ) = ξu (t) sin(y 1 ) and ξu (·) satisfies (9.98). From
Theorem 9.10 it follows that in order to show that (9.99) is satisfied for the attractor
A it is sufficient to show that
λ1,u (t, y 1 , y 2 ) + sλ2,u (t, y 1 , y 2 ) < 0 for all t ≥ 0 ∀(y 1 , y 2 ) ∈ R(A), ∀u ∈ H(g).
Hence we have to show that for these arguments

* 2
a + cy cos(y 1 ) + a + cy cos(y 1 ) + (c + bηu (t, y 1 , y 2 ))2 − 2cy cos(y1 )
2 1 2 1 2 1
2(2+sin(y )) 2(2+sin(y )) 2+sin(y )
s > sup * 2 ,
cy 2 cos(y 1 ) 2cy 2 cos(y 1 ) cy 2 cos(y 1 )
a+ + (c + bηu (t, y 1 ))2 − −a−
2(2+sin(y 1 )) 2+sin(y 1 ) 2(2+sin(y 1 ))
where the supremum is taken over (y 1 , y 2 ) ∈ R(A) and u ∈ H(g). Since the attractor
is compact there exist a κ3 > 0 such that1|y | < κ3 for all
2
cos(y )
y 2 ∈ pr 2 (R(A)). Clearly, we have 2+sin(y 1) ≤
√1 for all y 1 ∈ pr (R(A)). Suppose
3 1
that a < −κ√3 c and assume the inequality (9.98).
2 3
It follows that for c > κ1 +κ
2
2
we have

κ√ κ√
a+ 3c
2 3
+ a− 3c
2 3
+ (c − κ2 )2 − 2κ√3 c
2 3
s > * 2 .
κ√ κ√
a− 3c
2 3
+ (c + κ2 )2 − 2κ√3 c
2 3
−a− 3c
2 3
This estimate holds only if

* 2
κ√ κ√
a+ 3c
2 3
+ a− 3c
2 3
+ (c + κ2 )2 − 2κ√3 c
2 3
* 2 <1
κ√ κ√
a− 3c
2 3
+ (c − κ2 )2 − 2κ√3 c
2 3
−a− 3c
2 3
0
or

κ3 c κ3 c 2 2aκ3 c
−2 a + √ > a− √ + (c + κ2 )2 − √
2 3 2 3 3
0 2
κ3 c 2aκ3 c
− a+ √ + (c − κ2 )2 − √ .
2 3 3
After taking squares and dividing by 2, we get

0 0
κ3 c 2 2aκ 3 c κ3 c 2 2aκ3 c
a− √ + (c + κ2 )2 − √ · a+ √ + (c − κ2 )2 − √
2 3 3 2 3 3
κ 3 c aκ 3 c
< c2 + κ22 − (a + √ )2 − √ ,
2 3 3

which is satisfied for a < 21 −2κ√ 3c −
3
κ32 c2 + 4(c2 + κ22 ) .

Thus if c > κ1 +κ
2
2
and a < 21 ( −2κ
√ 3c −
3
κ32 c2 + 4(c2 + κ22 )), we have the estimate
(9.99) provided that
* 2
κ√ κ√
a+ 3c
2 3
+ a− 3c
2 3
+ (c + κ2 )2 − 2κ√3 c
2 3
s > * 2 . (9.100)
κ√ κ√
a− 3c
2 3
+ (c − κ2 )2 − 2κ√3 c
2 3
−a− 3c
2 3
κ1 +κ2
If c ≤ 2
we have (9.100) provided that
* 2
κ√ κ√
a+ 3c
2 3
+ a− 3c
2 3
+ (c + κ2 )2 − 2κ√3 c
2 3
s > * 2 .
κ√ κ√
a− 3c
2 3
+ (c − b1 )2 − 2κ√3 c
2 3
−a− 3c
2 3
This holds if * 2
κ√ κ√
a+ 3c
2 3
+ a− 3c
2 3
+ (c + κ2 )2 − 2κ√3 c
2 3
* 2 <1
κ√ κ√
a− 3c
2 3
+ (c − b1 )2 − 2κ√3 c
2 3
−a− 3c
2 3
0
or if

κ3 c κ3 c 2 2aκ3 c
−2 a + √ > a− √ + (c + κ2 )2 − √
2 3 2 3 3
0 2
κ3 c 2aκ3 c
− a+ √ + (c − b1 )2 + √ .
2 3 3
After taking squares we get

0 2 0 2
κ3 c 2aκ3 c κ3 c 2aκ3 c
2 a− √ + (c + κ2 )2 − √ · a+ √
+ (c − κ1 )2 + √
2 3 3 2 3 3
2
κ3 c 2aκ3 c
< (c + κ2 )2 + (c − κ1 )2 − 2 a + √ − √ .
2 3 3
Obviously the last inequality holds if

*
1 4κ3 c 14 2 2
a< −√ − κ c + 8((c + κ2 ) + (c − κ1 ) .
2 2 (9.101)
4 3 3 3
κ1 +κ2
Thus if c ≤ 2
and (9.101) are satisfied we have the estimate (9.99), provided that
* 2
κ√ κ√
a+ 3c
2 3
+ a− 3c
2 3
+ (c + κ2 )2 − 2κ√3 c
2 3
s > * 2 .
κ√ κ√
a− 3c
2 3
+ (c − κ1 )2 − 2κ√3 c
2 3
−a− 3c
2 3
9.4 Discrete-Time Cocycles on Fibered Spaces
9.4.1 Definition of Cocycles on Fibered Spaces

Assume that {ϕ k }k∈Z , (M, ρM ) is a dynamical system on the complete metric
space (M, ρM ) which is called again base system. Let {(N (u), ρu )}u∈M be a fam-
ily of complete metric spaces. The family of maps ψ k (u, ·) : N (u) → N (ϕ k (u)) is
called discrete-time cocycle over the base system ([12, 15]) if the following condi-
tions are satisfied:
(1) ψ 0 (u, ·) = idN (u) ;
(2) ψ k+ j (u, ·) = ψ k (ϕ j (u), ψ j (u, ·)), ∀k, j ∈ Z+ , u ∈ M ;
(3) For any k ∈ Z+ , u ∈ M the map ψ k (u, ·) : N (u) → N (ϕ k (u)) is continuous.
Example 9.6 Suppose M is a C s -smooth m-dimensional Riemannian manifold,

k ϕ : M → M is
ρM is the metric, a C -diffeomorphisms, 1 ≤ r ≤ s . Introduce the
r
base system {ϕ }k∈Z , (M, ρM ) by

⎧
⎪
⎪ ϕ ◦ ··· ◦ ϕ , if k ∈ N ,
⎪
⎪
⎪
⎨ k -times
ϕk = idM , if k = 0 ,
⎪
⎪ −1
⎪
⎪ ϕ ◦ · · · ◦ ϕ −1 , if − k ∈ N .
⎪
⎩
−k -times
Let us consider the differential du ϕ k : Tu M → Tϕ k (u) M given by (see Appendix A)

1 2
du ϕ k ([u, x, ξ ]) := ϕ k (u), y, (y ◦ ϕ k ◦ x −1 ) (x(u))ξ
where x is a chart around u, y is a chart around ϕ k (u) and ξ ∈ Rm is an arbitrary

vector. Introduce the map ψ k (u, υ) := du ϕ k (υ), where υ = [u, x, ξ ] ∈ Tu N , and
the spaces N (u) := Tu Q. It follows that
ψ k (u, ·) : N (u) → N (ϕ k (u)) ∀k ∈ Z+ , ∀u ∈ M . (9.102)
As it is easy to see we have the cocycle property
ψ k+ j (u, υ) = du ϕ k+ j (υ) = dϕ j (u) ϕ k (du ϕ j (υ))

= ψ k (ϕ j (u), du ϕ j (υ)) = ψ k (ϕ j (u), ψ j (u, υ)), ∀k, j ∈ Z+ .
9.4 Discrete-Time Cocycles on Fibered Spaces 451
9.4.2 Global Pullback Attractors
Let D be a family of parametrized subsets {D(u)}u∈M , D(u) ⊂ N (u). We call a

system D inclusion closed ([12]) if it fulfills the properties.
(1) If D ∈ D then for any u ∈ M the set D(u) ⊂ N (u) is non-empty.
(2) If D ∈ D and ∅ = D (u) ⊂ D(u) for any u ∈ M then D ∈ D.
A parametrized set Z = {Z(u)}u∈M ∈ D is called D-absorbing if for any D ∈
D, u ∈ M, there exists k0 = k(u, D) such that ψ k (ϕ k (u), D(ϕ k (u)) ⊂ Z(u) if
k ≥ k0 . It follows from this definition that the domain of the cocycle operators in
(9.102) in N (ϕ −k (u)), k ≥ 0, is depending on k. But the image set is always con-
tained in N (u). Thus, we can study ω-limit sets contained in a fixed fibre N (u). A
parametrized family A = {A(u)}u∈M ∈ D is called global D- pullback attractor if
for any u ∈ M
ψ k (u, A(u)) = A(ϕ k (u)) for k ∈ Z+ and

ρu
lim distu (ψ k (ϕ −k (u), D(ϕ −k (u)) , A(u)) = {0}
k→∞
for any D ∈ D where distu (Z1 , Z2 ) = sup inf ρu (υ, w).

υ∈Z1 w∈Z2
Theorem 9.11 (Ref. [12]) Let {(N (u), ρu )}u∈M be a family of complete metric
spaces. The family of operators {ψ k (u, ·)}u∈M is defined to be a cocycle over the
flow {ϕ k }k∈Z fulfilling (9.102). The maps ψ k (u, ·), u ∈ M, k ∈ Z+ , are assumed
to be continuous. Moreover, we assume the existence of a D-absorbing set Z =
{Z(u)}u∈M . Each of these sets Z(u), u ∈ M, is supposed to be compact. Then the
cocycle {ψ k (u, ·)}u∈M has a unique global D-pullback attractor
k∈Z+
ρu
A(u) = ψ k (ϕ −k (u), Z(ϕ −k (u))
j≥k0 (u,Z) k≥ j
where k0 (u, Z) is given in the above definition.
9.4.3 The Topological Entropy of Fibered Cocycles
The basic properties of topological entropy for cocycles are considered in

[9, 16, 25]. Topological entropy estimates for systems with multiple time are con-
sidered in [4].
(a) The Characterization by Open Covers
Suppose that (N , ρN ) and (N , ρN ) are compact metric spaces, ψ : N → N is a
continuous map. Suppose also that U and U are open covers of N and N respectively.
Denote by N (U)(resp. N (U )) the minimal number of elements U(resp. U ) necessary

for the covering of N (resp. N ) and define
H (U) := log N (U) (9.103)

(resp.H (U ) := log N (U )) .
The next lemma is an analogon of Lemma 3.6, Chap. 3.

Lemma 9.2 Suppose ψ : N → N is continuous, (N , ρN ) and (N , ρN ) are com-

pact metric spaces, U and V are open covers of N . Then the following holds:
(1) ψ −1 (U ∨ V ) = ψ −1 U ∨ ψ −1 V ;
(2) H (U ) ≤ H (U ∨ V ) ≤ H (U ) + H (V );
(3) H (ψ −1 U ) ≤ H (U );
(4) H (ψ −1 U ) = H (U ) if ψ is surjective.
Proof The proof of the lemma follows directly from the definitions.
Let us assume that the parametrized metric spaces {(N (u), ρu )}u∈M are compact.
Suppose that γ (u) = {ϕ k (u), k ∈ Z} is the orbit of ϕ through u ∈ M. Let us fix a
point u ∈ M and consider the family of open covers Uu := {U(u )}u ∈γ (u) such that
U(u ) is an open cover of N (u ), where u ∈ γ (u). We define the topological entropy
of the cocycle (ϕ, ψ) along the orbit through u with respect to the family of open
covers Uu as
m−1
3
−k
h top ((ϕ, ψ), u, Uu ) := lim sup log N ψ (u, U(ϕ (u)) .
k
m→∞
k=0
It is easy to see that the following lemma is true.

Lemma 9.3 h top ((ϕ, ψ), u, Uu ) = h top ((ϕ, ψ), ϕ 1 (u), Uu ), ∀u ∈ M.
From this we get immediately the next result:
Proposition 9.1 For any u ∈ M and k ∈ Z we have
h top ((ϕ, ψ), u, Uu ) = h top ((ϕ, ψ), ϕ k (u), Uu )
Let us take new covers Uu = {U(u )}u ∈γ (u) for which the maximal diameter of
U(ϕ k (u)) converges to zero for k → ∞. Then we can get arbitrary large values
of h top ((ϕ, ψ), u, Uu )). To avoid this effect we introduce the following definition.
Definition 9.5 The topological entropy of the cocycle (ϕ, ψ) along the orbit through
u is defined by
h top ((ϕ, ψ), u) := sup h top ((ϕ, ψ), u, Uu )
where the supremum is taken over all families of finite covers Uu = {U(u )}u ∈γ (u)
which have a positive Lebesgue number.
9.4 Discrete-Time Cocycles on Fibered Spaces 453
(b) The Bowen-Dinaburg-type Definition

Suppose u ∈ M is arbitrary. On the space N (u) we consider for m ∈ N the family
of metrics given through
ρu,m (υ, w) := max ρϕ k (u) (ψ k (u, υ), ψ k (u, w)).

0≤k≤m−1
A set P ⊂ N (u) we call (m, ε)-spanning if for any υ ∈ N (u) there is a point w ∈
P such that ρu,m (υ, w) < ε. A set R ⊂ N (u) is said to be (m, ε)-separated if
for any υ, w ∈ R, υ = w, we have ρu,m (υ, w) > ε. Suppose Nε (N (u), m) is the
smallest cardinality of an (m, ε)-spanning set in N (u) and Sε (N (u), m) is the largest
cardinality of an (m, ε)-separated set in N (u). Repeating the proof of Lemma 3.5,
Chap. 3, for the fibre N (u) we get the following result which is an analogon of
Proposition 3.26, Chap. 3.
Proposition 9.2 Suppose {(N (u), ρu )}u∈M is a family of compact metric spaces
and ψ k (u, ·) : N (u) → N (ϕ k (u)), u ∈ M, k ∈ Z is a family of continuous maps.
Then for any u ∈ M we have
1
h top ((ψ, ϕ), u) = lim lim sup log Nε (N (u), m)
ε→0+ m→∞ m
1
= lim lim sup log Sε (N (u), m) .
ε→0+ m→∞ m
(c) Upper Estimates for the Topological Entropy

Let us derive an analogon of Ito’s entropy estimate (Theorem 5.28, Chap. 5) for
fibered cocycle systems.
We say that the cocycle (ϕ, ψ) satisfies a Lipschitz condition along the orbit γ (u) of
ϕ if there exist positive numbers λk = λk (u), k = 0, 1, 2, . . . , such that the following
inequalities are satisfied

ρϕ k+1 (u) ψ 1 (ϕ k (u), υ), ψ 1 (ϕ k (u), w)
≤λk ρϕ k (u) (υ, w), ∀υ, w ∈ N (ϕ k (u)), k = 0, 1, . . . .
Theorem 9.12 Suppose u ∈ M is arbitrary, dim F (N (u)) < +∞ and the cocycle
(ϕ, ψ) satisfies along the orbit γ (u) of ϕ a Lipschitz condition with constants λk =
4
m−1
λk (u), k = 0, 1, . . . . Suppose that λ := lim sup m1 log max{λk , 1}.
m→∞ k=0
Then h top ((ϕ, ψ), u) ≤ λ dim F (N (u)), ∀u ∈ M.
Proof Take a number ζ > dim F (N (u)) such that
log Nδ (N (u))
<ζ
log 1/δ
is satisfied for all δ > 0 sufficiently small. Recall that the number Nε (N (u), m)
characterizes in the metric ρu,m the minimal number of balls with radius ε > 0
necessary for covering of N (u). From this it follows that
ρN (ϕ k (u)) (ψ k (u, υ), ψ k (u, w)) ≤ λk−1 · . . . · λ0 ρN (u) (υ, w), ∀υ, w ∈ N (u).
4
m−1
Suppose that m is a positive integer and λm := max{λk , 1} + 2−m . It follows that
k=0
for all sufficiently small ε > 0 we have Bδ ⊂ Bε (u, m), where Bδ and Bε (u, m) are
balls in spaces with metric ρ p and ρm,ρ , respectively, and δ = λε . From this we get
m
the inequality
log Nε (u, m) log Nδ (N (u)) log Nδ (N (u)) log 1/δ

≤ = · .
m m log 1/δ m
Nδ (N (u))
Using the smallness of ε > 0 (and δ) we get the inequality log log < ζ, and,

1/δ
log Nε (N (u),m) log λm log 1/ε
consequently, m
≤ζ m
+ m . From this it follows that
log Nε (N (u), m) 1 m−1

lim sup < ζ lim sup log max{λk , 1}.
m→∞ m m→∞ m
k=0
Now, taking the limit for ε → 0+ and using the fact that ζ is arbitrarily close to
dim F Nu , we get that
h top ((ϕ, ψ), u) ≤ λ dim F N (u) .

Remark 9.7 Theorem 9.12 is used in [9] to derive upper estimates of the topological
entropy for discrete time cocycles, see also Remark 9.3.
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Chapter 10
Dimension Estimates for Dynamical
Systems with Some Degree of
Non-injectivity and Nonsmoothness
Abstract In this chapter dimension estimates for maps and dynamical systems with
specific properties are derived. In Sect. 10.1 a class of non-injective smooth maps
is considered. Dimension estimates for piecewise non-injective maps are given in
Sect. 10.2. For piecewise smooth maps with a special singularity set upper Hausdorff
dimension estimates are shown in Sect. 10.3. Lower dimension estimates are shown
in Sect. 10.4.
10.1 Dimension Estimates for Non-injective Smooth Maps
10.1.1 Hausdorff Dimension Estimates
In Chap. 5 Hausdorff dimension estimates for compact sets K ⊂ Rn that are invariant
under C 1 -maps ϕ are given. The main idea consists in showing that for a number
j ∈ N the Hausdorff outer measure of ϕ j (K) is by a certain factor smaller than the
outer measure of K, i.e. the iterated map is contracting with respect to the Hausdorff
outer measure on K. The contraction constant can be estimated by means of a singular
value function of the tangent map, i.e. if the singular value function is less than 1, then
the map is contracting. In Chap. 5 the condition for the contraction of the Hausdorff
outer measure in Rn is weakened using Lyapunov-type functions. The latter results
are generalized in Chap. 8 to maps on Riemannian manifolds (see also [17]). Using
a technique similar to that of Douady and Oesterlé, Temam gave in [38] (see also
[39]) upper bounds for the Hausdorff and fractal dimensions of semiflow invariant
sets in a Hilbert space. Analogously fractal dimension estimates are derived in [13]
for semiflows on Riemannian manifolds.
In practice the maps and vector fields describing concrete physical or techni-
cal systems are often non-injective (see for instance [4]). For such non-injective
maps it may be possible to use information about the “degree of non-injectivity”
in order to get Hausdorff and fractal outer measure and dimension estimates under
weakened conditions compared with the theorems mentioned above. For the first
https://doi.org/10.1007/978-3-030-50987-3_10
458 10 Dimension Estimates for Dynamical Systems …
time such Douady-Oesterlé-type Hausdorff dimension estimates using the “degree

of non-injectivity” are considered in [25]. There a class of k-1-endomorphisms is
described, where the given invariant set can be split into k compact subsets and
where each of those subsets is mapped onto the whole invariant set. The factor k1 can
be used to compensate the missing contraction property for the Hausdorff outer mea-
sure. Note that another class of modified systems is given by multivalued differential
and difference equations [34].
In the present section we consider a class of maps satisfying even a weaker non-
injectivity condition than the k-1-property. In general, such a class may be described
as follows. Let ϕ be a C 1 -map on a smooth (for simplicity C ∞ ) n-dimensional
Riemannian manifold (M, g) and K ⊂ M a compact set. (A class of maps that
are only piecewise C 1 is considered in [33]. For these maps many results of this
section are also true.) Suppose that for a given outer measure m(·, d) on M (d-
dimensional Hausdorff or fractal outer measure of the given set or of a covering
class of this set) there exist a number 0 < a < 1 and a family {K j } j≥ j0 of sub-
sets of K such that m(ϕ j (K j ), d) = m(ϕ j (K), d) and m(K j , d) ≤ a j m(K, d) for
all j ≥ j0 . A map ϕ with such properties can be considered as piecewise m(·, d)-
expansive on K ( a1 is the expansion parameter and also describes the “degree of non-
injectivity”). It follows that for such a map and any set A ⊂ K there exists a j ≥ j0
such that m(K j , d) ≤ a j m(K, d) ≤ m(A, d) and m(ϕ j (K j ), d) = m(ϕ j (K), d), i.e.
the semidynamical system {ϕ j } j≥0 generated by a piecewise m(·, d)-expansive map
has a certain transitive Markov-type property on K. It will be shown that for neg-
atively invariant sets K of piecewise m(·, d)-expansive maps, where m(·, d) is the
d-dimensional Hausdorff (μ H (·, d)) or fractal outer measure, the parameter d is an
upper bound of the associated dimension. Our presentation in Sect. 10.1 is based on
the results of [5].
Theorem 10.1 Let (M, g) be a smooth n-dimensional Riemannian manifold, U ⊂

M be an open set and ϕ : U → M be a C 1 -map. Suppose K and K are compact sets
⊂ U and ϕ j (K) ⊂ K
satisfying the relations K ⊂ K for any j = 1, 2, . . .. Suppose
that for some numbers d ∈ (0, n] and a > 0 the following conditions are satisfied:
(1) ωd,K (ϕ) < a .
1
(2) There is a number j0 ∈ N such

that for any natural number j ≥ j0 there
exists
a set K j ⊂ K such that μ H ϕ j (K j ), d = μ H (ϕ j (K), d) and μ H K j , d ≤
a j μ H (K, d).
(3) μ H (K, d) < ∞.
Then lim μ H (ϕ j (K), d) = 0.
j→∞
Proof It follows from Chap. 7 that the singular value function satisfies the relation
j
ωd,K (ϕ j ) ≤ ωd,K
(ϕ)
for any j ∈ N. Further for any number δ > 0 using condition (1) we find a number
jδ > j0 so that for d written as d = d0 + s with d0 ∈ {0, . . . , n − 1} and s ∈ (0, 1]
10.1 Dimension Estimates for Non-injective Smooth Maps 459
the inequality
d
2d0 (d0 + 1) 2 (ωd,K
(ϕ) · a) ≤ δ
j
will be true for any j > jδ . Using additionally condition (2) and Lemma 8.2,Chap. 8
we get for any j > jδ the relations
d j
μ H (ϕ j (K), d) = μ H ϕ j (K j ), d ≤ 2d0 (d0 + 1) 2 ωd,K
(ϕ)μ H (K j , d)
d
≤ 2d0 (d0 + 1) 2 (ωd,K
(ϕ) · a) μ H (K, d) ≤ δμ H (K, d).
j
Since δ can be chosen arbitrarily small, by condition (3) we get
lim μ H (ϕ j (K), d) = 0.
j→∞

Corollary 10.1 If the conditions (1) and (2) of Theorem 10.1 are satisfied for cer-
tain numbers a > 0 and d ∈ (0, n] and furthermore ϕ(K) ⊃ K holds, then either
μ H (K, d) = 0, or μ H (K, d) = ∞.
Corollary 10.2 Let the conditions (2) and (3) of Theorem 10.1 be satisfied for certain
numbers a > 0 and d ∈ (0, n]. Furthermore let κ : K → R+ = {x ∈ R | x > 0} be
a continuous function such that the condition

κ(ϕ(u)) 1
sup ωd (du ϕ) < (10.1)

u∈K κ(u) a
is satisfied. Then lim μ H (ϕ j (K), d) = 0.

j→∞
Proof It follows from condition (10.1) that there is a number 0 < κ < 1 with
a κ(ϕ(u)) Therefore by the chain rule and by applying
ωd (du ϕ) < κ for any u ∈ K.
κ(u)
(10.1) we get for any u ∈ K and arbitrary j ∈ N
κ κ(ϕ j−1 (u)) κ κ(u)

a j ωd (du ϕ j ) ≤ a j ωd (dϕ j−1 (u) ϕ) . . . ωd (du ϕ) ≤ a j ...
a κ(ϕ j (u)) a κ(ϕ(u))
κ(u) supu∈K κ(u)
= κj ≤ κj .
κ(ϕ (u))
j
κ(u)
inf u∈K
For any δ > 0 we find a number jδ > j0 such that for d (d = d0 + s with d0 ∈
{0, . . . , n − 1} and s ∈ (0, 1]) the relation
d
2d0 (d0 + 1) 2 a j ωd,K
(ϕ ) ≤ δ
j
will be true for any j > jδ . For these numbers j, similarly as in the proof of Theorem
10.1, we get
d
μ H (ϕ j (K), d) = μ H ϕ j (K j ), d ≤ 2d0 (d0 + 1) 2 ωd,K
(ϕ )μ H (K j , d)
j
d
≤ 2d0 (d0 + 1) 2 ωd,K
(ϕ )a μ H (K, d) ≤ δμ H (K, d)
j j
and therefore, lim μ H (ϕ j (K), d) = 0.

j→∞
Example 10.1 Consider the modified horseshoe map ϕ introduced in Example 1.6,
Chap. 1. Let us choose K1 := K ∩ [0, 1] × [0, 51 65
] and K j := K j−1 ∩ ϕ −1 (K j−1 ),
j = 2, 3, . . .. Then these sets satisfy ϕ j (K j ) = K = ϕ j (K), so the first part of con-
dition (2) of Theorem 10.1 is true. Furthermore the set K j is contained in 4 j rectangles
with edges 31j out of the 6 j rectangles forming K j (see Fig. 10.1). Let ε j denote half
of the minimal distance between two of the different 6 j rectangles. If we cover K
by balls of radii smaller than ε j , then every ball can contain points of only one of
the 6 j rectangles. If we consider only the part of K j−1 which is contained in one
of the 6 j−1 rectangles of K j−1 , then the part of K j which is contained in the same
rectangle consists of four linear copies of the part of K j−1 with a factor 13 . Therefore
for ε < ε j we have
4
μ H (K j , d, ε) = d μ H (K j−1 , d, 3ε)
3
for any d ∈ [0, 2], in the limit ε → 0 + 0 we get
j
4
μ H (K j , d) = μ H (K, d).
3d
So the second part of condition (2) is satisfied with a = 34d . Now we have to
check condition (1), i.e. we have to find a number d ∈ [1, 2] such that ωd,K (ϕ)a < 1
is satisfied. The singular value function here has the form

d−1
3 13 , for u ∈ K1 ,
ωd (du ϕ) = 1 d−1
5 3 , for u ∈ K \ K1 ,
d−1 d−1
so we have ωd,K (ϕ) = 5 13 . It is easy to see that the inequality 34d 5 13 <1

is equivalent to d > 21 lnln20
3
+ 1 ≈ 1.863. For such numbers d the conditions (1)
and (2) of Theorem 10.1 are satisfied, and Corollary 10.1 yields to μ H (K, d) = 0 or
μ H (K, d) = ∞.
Now we want to use the same method as above to find an upper estimate of the
Hausdorff dimension of the set K considered in Theorem 10.1. Let us additionally
assume that K is negatively invariant under ϕ, i. e. K ⊂ ϕ(K) as in Corollary 10.1.
Fig. 10.1 Construction of

the invariant set K
In order to find an upper bound for the Hausdorff dimension of K we can not
assume μ H (K, d) < ∞ as in Theorem 10.1. However it is possible to consider the
Hausdorff outer measure of the class of finite covers of K by balls of radii at most
ε instead of the Hausdorff outer measure of K itself, because the outer measure of a
finite cover is always finite.

M be an open set and ϕ : U → M be a C 1 -map. Suppose K and K are compact sets
⊂ U for any j = 1, 2, . . .. Suppose that for
satisfying the relation K ⊂ ϕ j (K) ⊂ K
some numbers a > 0 and d ∈ (0, n] of the form d = d0 + s with d0 ∈ {0, . . . , n − 1}
and s ∈ (0, 1] the following conditions are satisfied:
(ϕ) < a ;
(1) ωd,K 1
(ϕ) < l < a and j0 ∈ N such that for any natural

(2) There are numbers l with ωd,K 1
number j > j0 there exist a set K j ⊂ K and a number ε j > 0 such that
μ H (ϕ j (K j ), d, ε) = μ H (ϕ j (K), d, ε),
j
μ H K j , d, (d0 + 1)− 2 l − d ε ≤ a j μ H (K, d, ε)
1
holds for any ε ∈ (0, ε j ].

Then dim H K ≤ d.
j
Proof Like in the proof of Theorem 10.1 we have ωd,K (ϕ j ) ≤ ωd,K (ϕ) < l for any
j
j ∈ N. For any δ > 0 we find an integer number jδ > j0 so that the relation 2d0 (d0 +
d
1) 2 (al) j < δ will be true for any j > jδ . Now let j > jδ be fixed and consider
j
0 < ε ≤ min{ε j , (d0 + 1)− 2 l − d ε0 (l j )}, where ε0 is defined in Lemma 8.2, Chap. 8.
1
Then condition (2) and Lemma 8.2, Chap. 8 result in the following inequalities:
μ H (K, d, ε) ≤ μ H (ϕ j (K), d, ε) = μ H (ϕ j (K j ), d, ε)
j
≤ 2d0 (d0 + 1) 2 l j μ H (K j , d, (d0 + 1)− 2 l − d ε)
d 1
d
≤ 2d0 (d0 + 1) 2 (al) j μ H (K, d, ε) ≤ δμ H (K, d, ε).
Since the number δ can be chosen arbitrarily small and μ H (K, d, ε) is finite, this
j
means μ H (K, d, ε) = 0 for any ε ∈ 0, min{ε j , (d0 + 1)− 2 l − d ε0 (l j )} and there-
1
fore, μ H (K, d) = 0. Hence we get dim H K ≤ d.
Using now a Lyapunov-type function we get a corollary of this theorem analogous

to Corollary 10.2.
Corollary 10.3 Let (M, g), U, K, K and ϕ be defined as in Theorem 10.2, and let
κ:K → R+ be a continuous function, such that for some numbers a > 0 and d ∈
(0, n], d = d0 + s with d0 ∈ {0, . . . , n − 1} and s ∈ (0, 1] the following conditions
are satisfied:

κ(ϕ(u))
(1) supu∈K κ(u)
ωd (du ϕ) < a1 ;

κ(ϕ(u))
(2) There are numbers l with supu∈K κ(u)
ωd (du ϕ) < l < a1 and j0 ∈ N such
that for any natural number j > j0 there exist a set K j ⊂ K and a number
ε j > 0 with
μ H (ϕ j (K j ), d, ε) = μ H (ϕ j (K), d, ε),

− d1
− 21 κ(u)
j supu∈K
and μ H K j , d, (d0 + 1) l inf κ(u) ε ≤ a j μ H (K, d, ε)
u∈K
for any ε ∈ (0, ε j ].
Then dim H K ≤ d.
Example 10.2 (Example 10.1 cont’d) For the modified horseshoe map described
before, in the two-dimensional case the first part of condition (2) of Theorem 10.2
is satisfied for arbitrary numbers ε > 0 and d ∈ [1, 2]. Furthermore, we can show
j
the existence of a number l with ωd,K (ϕ) < l < a1 satisfying (d0 + 1)− 2 l − d ≥ γ j .
1
Together with the inequality stated above this yields the second part of condition
(2). Thus we get dim H K ≤ d for any number d > lnlnα−ln 4β2
α+ln γ
. In the limit this yields
dim H K ≤ lnlnα−ln 4β2
α+ln γ
. For the parameters α = 13 , β1 = 3, β2 = 5 we get dim H K ≤
1.863.
If ϕ(K \ K1 ) ⊂ K1 holds then the dimension estimate can be improved by means
of Corollary 10.3. Using an appropriate Lyapunov-type function the condition (1)
of Theorem 10.2 can be replaced by condition (1) of Corollary 10.3. Since here the
singular value function is constant on K1 and K \ K1 , respectively, the simplest type
of Lyapunov function is of the same kind, i. e. κ(u) = 1 for u ∈ K1 and κ(u) = c > 0
for u ∈ K \ K1 . Since the distance between the sets K1 and K \ K1 is positive, such
a function iscontinuous on K = K. The constant c has to be chosen in such a way
κ(ϕ(u))
that supu∈K κ(u) ωd (du ϕ) becomes minimal. Because of
⎧1
κ(ϕ(u)) ⎨ c β2 α d−1 , for u ∈ K \ K1 ,
ωd (du ϕ) = cβ1 α d−1 , for u ∈ K1 , ϕ(u) ∈ K \ K1 ,
κ(u) ⎩
β1 α d−1 , for u ∈ K1 , ϕ(u) ∈ K1 ,
we have to choose c such that 1c β2 = cβ1 , i.e. c = ββ21 . Thus we get the Lyapunov-
type function
1, for u ∈ K1 ,
κ(u) = β2
β1
, for u ∈ K \ K1 .
with this function κ for d ∈ [1, 2] we get

κ(ϕ(u))
sup ωd (du ϕ) = β1 β2 α d−1 ,
u∈K κ(u)
√
which is less than ωd,K (ϕ) = β2 α d−1 . For any number d > ln α−ln 4 β1 β2
ln α+ln γ
the condi-
tions of√Corollary 10.3 are satisfied, and we get the improved estimate dim H K ≤
ln α−ln 4 β1 β2
ln α+ln γ
. For the parameters α = 13 , β1 = 3, β2 = 5 this means dim H K ≤ 1.747
Remark 10.1 In Example 10.2 we would have got the same improved result if we
had changed the standard metric on R2 by multiplying the metric tensor with the
Lyapunov-type function κ.
Since condition (2) of Theorem 10.2 is not easy to check, especially if the map is not
piecewise linear, we now give some stronger conditions which can be checked more
easily.
Corollary 10.4 Let (M, g) be a smooth n-dimensional Riemannian manifold, U ⊂

M an open set, ϕ : U → M a C 1 -map and K ⊂ U a compact ϕ-invariant set.
Suppose that for some numbers a > 0 and d ∈ (0, n] of the form d = d0 + s with
d0 ∈ {0, . . . , n − 1} and s ∈ (0, 1] the following conditions are satisfied:
(1) ωd,K (ϕ) < a1 .

(2) There is a number j0 ∈ N such that for any natural number j ≥ j0 there exist a
set K j ⊂ K with ϕ j (K j ) = K, a natural number N j , a number l0 and C 1 -maps
f i, j : U → M (i = 1, . . . , N j ) with
Nj
d −j
max ωd,K ( f i, j ) < l0 and N j ≤ 2−d0 (d0 + 1)− 2 a j l0 .
j
Kj = f i, j (K),
i=1,...,N j
i=1
Then dim H K ≤ d.
Proof Using Lemma 8.2, Chap. 8 for any j ∈ N with j > j0 there exists a number
ε j such that
j
Nj
d j
μ H K j , d, d0 + 1l0 ε ≤
d
2d0 (d0 + 1) 2 l0 μ H (K, d, ε)
i=1
d j
= N j 2d0 (d0 + 1) 2 l0 μ H (K, d, ε)
≤ a j μ H (K, d, ε)
holds for any ε ∈ (0, ε j ]. Because of N j ≥ 1 and of condition (2) we have 2−d0 (d0 +
−j
1)− 2 a j l0 ≥ 1 and therefore, 2d0 (d0 + 1) 2 l0 ωd,K (ϕ) < 1 for any j ≥ j0 . This
d d j j
means l0 ωd,K (ϕ) < 1, and because of condition (1), there are numbers l ∈ R and
j
j0 ∈ N such that ωd,K (ϕ) < l < a1 and (l0 l) d < d01+1 for any j > j0 are satisfied.
For these numbers j and all ε ∈ (0, ε j ] we have
j

j
μ H K j , d, (d0 + 1)− 2 l − d ε ≤ μ H K j , d, d0 + 1l0d ε ≤ a j μ H (K, d, ε).
1
Applying Theorem 10.2 we get dim H K ≤ d.
Example 10.3 (Example 10.2 cont’d) Since in our example of the modified horse-
shoe map the set K j consists of 4 j linear copies of K we define fi, j to be the linear map
of K onto the ith piece of K j , i = 1, . . . , 4 j . Then for N j = 4 j and a > 4l0 > 4γ d
results in aβ2 α < 1,
d−1
condition (2) of Corollary 10.4 is satisfied. Condition (1)
and the limit for a → 4γ yields dim H (K) ≤ 2 ln 3 + 1 ≈ 1.863. In this way we
d 1 ln 20
get the same result as before without a Lyapunov-type function, but we could reach
it with less expense.
10.1.2 Fractal Dimension Estimates
The first theorem in this subsection provides an upper bound for the fractal dimension
of a negatively invariant set if no information about the “degree of non-injectivity”
is known.

M be an open set and ϕ : U → M be a C 1 -map. Suppose K ⊂ U is a compact set
satisfying the relation K ⊂ ϕ(K) ⊂ U. Assume that
0 < αK (ϕ) := min αn (du ϕ) < n − 2

1
(10.2)
u∈K
and there exists a number d ∈ (0, n] such that
(ϕ) ≤ 8−n n − 2 .
d
ωn,K (ϕ)αK
d−n
(10.3)
Then dim F K ≤ d.
Proof Let η ∈ (0, αK (ϕ)) be an arbitrary number and r1 > 0 be so small that there
exists an open set V ⊂ M containing K which itself lies inside a compact subset of
U such that
ϕ(u)
|τϕ(υ) dυ ϕτuυ − du ϕ| ≤ η (10.4)
for any u, υ ∈ V with ρ(u, υ) ≤ r1 is satisfied, where | · | here denotes the operator
norm. By ρ(·, ·) we mean the geodesic distance between the points of M and by
τuυ we denote the isometry between the tangent spaces Tu M and Tυ M defined by
parallel transport.
Let expu : Tu M → M denote the exponential map at an arbitrary point u ∈ M.
Since expu is a smooth map satisfying |d Ou expu | = 1 for any point u ∈ M we find
a number ru > 0 such that |dυ expu | ≤ 2 for any υ ∈ Bru (Ou ), where Ou denotes
the origin of the tangent space Tu M. Since V is contained in a compact set there
is a number r2 > 0 such that |dυ expu | ≤ 2 is satisfied for any u ∈ V and any υ ∈
Br2 (Ou ). Furthermore there is a number α > 0 such that α1 (du ϕ) < α is satisfied
for any u ∈ V.
Now we can find a number r0 ≤ min{r1 , 2+αr2 +η } such that any ball Br0 (u) con-
taining points of K is entirely contained in V. Let r ∈ (0, r0 ) be fixed. Since K
is compact there is a finite number of points u j ∈ V, j = 1, . . . , Nr (K), such that
r (K)
K = Nj=1 Br (u j ) ∩ K and therefore,
r (K)
N
ϕ(K) = ϕ(Br (u j ) ∩ K)
j=1
is satisfied. The Taylor formula for the differentiable map ϕ guarantees the relation
| exp−1 −1
ϕ(u j ) ϕ(υ) − du j ϕ(expu j (υ))|
ϕ(u )
≤ sup |τϕ(w)j dw ϕτuwj − du j ϕ| · | exp−1
u j (w)| (10.5)
w∈Br (u j )
for every υ ∈ Br (u j ). Thus, using (10.4) and (10.5), the image of every ball Br (u j )
under ϕ satisfies the inclusion
ϕ(Br (u j )) ⊂ expϕ(u j ) (du j ϕ(Br (Ou j )) + Bηr (Oϕ(u j ) )).
Since E j := du j ϕ(B1 (Oϕ(u j ) ))) is an ellipsoid in Tϕ(u j ) M we get for this E j and

η
E j = 1 + αn (E j)
E j with Lemma 7.4, Chap. 7

ϕ(Br (u j )) ⊂ expϕ(u j ) r (E j + Bη (Oϕ(u j ) )) ⊂ expϕ(u j ) r E j .
with √
α := nαK (ϕ) (10.6)
we have
Nαr (ϕ(K)) ≤ Nr (K) max Nαr (expϕ(u j ) (r E j ))
j=1,...,Nr (K)
and therefore,

μ F (ϕ(K), d, αr ) ≤ α d max Nαr (expϕ(u j ) (r E j )) μ F (K, d, r ). (10.7)
j=1,...,Nr (K)
Every ball Bαr (υ), υ ∈ M containing points of expϕ(u j ) (r E j ) is contained in the

ball B(2+α1 (E j ))r (u j ) ⊂ Br2 (u j ), and so we have Bαr (υ) ⊃ expϕ(u j ) (B 21 αr (exp−1
ϕ(u j ) υ)).
This means
Nαr (expϕ(u j ) (r E j )) ≤ N 21 αr (r E j ).
Since αK (ϕ) ≤ αn (du j ϕ) = αn (E j ) ≤ αn (E j ) is satisfied, Lemma 7.5, Chap. 7

yields
n
η
2n ωn (r E j ) 4n ωn (E j ) 4n 1 + αK (ϕ)
ωn (E j ) 8n ωn (du j ϕ)
N 21 αr (r E j ) ≤ = ≤ ≤ .
( 21 r αK (ϕ))n αK
n
(ϕ) αK
n
(ϕ) αK
n
(ϕ)
Using (10.6), (10.7) and the assumption (10.3) we get
8n ωn,K (ϕ)
μ F (K, d, αr ) ≤ μ F (ϕ(K), d, αr ) ≤ α d μ F (K, d, r )
αKn
(ϕ)
d
= n 2 8n ωn,K (ϕ)αK
d−n
(ϕ)μ F (K, d, r ) < μ F (K, d, r ).
Because of (10.3) we have α < 1. Therefore, for any ε ∈ (0, r0 ) we can find a
number l ∈ N0 such that αl+1 r0 ≤ ε < αl r0 is satisfied. Finally we get
μ F (K, d, ε) < μ F (K, d, α −l ε) < Nα−l ε (K)r0d ≤ Nαr0 (K)r0d ≤ α −d μ F (K, d, αr0 ),
which yields μ F (K, d) < ∞ and thus dim F K ≤ d.
Corollary 10.5 Let (M, g), U and ϕ be as in Theorem 10.3, K and K be compact
⊂ U and αK
sets satisfying the relation K ⊂ ϕ j (K) ⊂ K (ϕ) > 0. Suppose that there
exists a number d ∈ (0, n] with
(ϕ)αK
ωn,K (ϕ) < 1.
d−n
(10.8)
Then dim F K ≤ d.
Proof From K ⊂ ϕ j (K) ⊂ K ⊂ U we get K ⊂ ϕ i (K) ⊂ U for any i ∈ N. The iter-

ates of ϕ satisfy the relations
ωn,K (ϕ i ) ≤ ωn,
i
K (ϕ), αK (ϕ ) ≥ αK
i
(ϕ)
i
(10.9)
and therefore, i
ωn,K (ϕ i )αK
d−n
(ϕ i ) ≤ ωn,K
(ϕ)αK
(ϕ) .
d−n
Furthermore we have from the definition
ωn,K (ϕ i )αK
d−n
(ϕ i ) ≥ αK
n
(ϕ i )αK
d−n
(ϕ i ) = αK
d
(ϕ i ). (10.10)
By using (10.8), (10.9) and (10.10) without loss of generality we can assume
(ϕ) ≤ 8−n n − 2 and αK (ϕ) < n − 2 .

d 1
ωn,K (ϕ)αK
d−n
In the opposite case consider the map ϕ i with sufficiently large i. With Theorem
10.3 we get dim F K ≤ d.
Corollary 10.6 Let (M, g), U, K and ϕ be defined as in Theorem 10.3 and κ : U →
R+ be a continuous function. Suppose that the following conditions are satisfied:
(1) ωn (du ϕ) = const = 0 ∀u ∈ K.

κ(ϕ(u))
(2) There exists a number s ∈ (0, 1] such that κ(u)
ωn−1+s (du ϕ) < 1 ∀u ∈ K.
Then dim F K ≤ n − 1 + s.
Proof According to condition (2) there exists a positive number κ < 1 with
κ(ϕ(u))
ωn−1+s (du ϕ) ≤ κ
κ(u)
for any u ∈ K. Therefore, by the chain rule we have
ωn−1+s,K (ϕ i )
κ(ϕ i (u))
≤ maxu∈K κ(u)
ω (d i−1 ϕ) . . . κ(ϕ(u))
κ(ϕ i (u)) κ(ϕ i−1 (u)) n−1+s ϕ (u) κ(u)
ωn−1+s (du ϕ)
maxu∈K κ(u) i
≤ minu∈K κ(u)
κ.
Furthermore the relation ωn−1+s,K (ϕ i ) ≥ αKn−1+s

(ϕ i ) holds. Therefore, without
loss of generality we can assume that ωn−1+s,K (ϕ) < 8−n n 2 and αK (ϕ) < n − 2 is
n−1+s 1
satisfied. In the opposite case consider ϕ with sufficiently large i. We take u 0 ∈ K

i
such that αn (du 0 ϕ) = αK (ϕ). Resulting from condition (1) we obtain
(ϕ) = ωn (du 0 ϕ)αns−1 (du 0 ϕ) = ωn−1+s (du 0 ϕ) < 8−n n

n−1+s
ωn,K (ϕ)αK
s−1 2 .
with Theorem 10.3 we get dim F K ≤ n − 1 + s.
Remark 10.2 Conditions analogous to (1) of Corollary 10.6 are considered in [6] for
invertible maps as the Hénon system. In contrast to our results the fractal dimension
estimates in [6] are given in terms of Lyapunov exponents and without use of a
Lyapunov-type function κ.
Now we want to include the “degree of non-injectivity” in the method of estimating

the fractal dimension developed in Theorem 10.3.

M be an open set and ϕ : U → M be a C 1 -map. Suppose K ⊂ U is a compact
set satisfying the relation K ⊂ ϕ(K) ⊂ U. Suppose αK (ϕ) > 0, and let a, b > 0 be
numbers such that the following conditions are satisfied:
(1) There exists a number d ∈ (0, n] with
αK (ϕ) < a − n b n− 2 ,
1 d−n 1
n
(ϕ) ≤ a − n b n (d−n) 8−n n − 2 ;

d d d
ωn,K (ϕ)αK
d−n
(2) For any j ∈ N there are a compact set K j ⊂ K and a number ε j > 0 such that
μ F (ϕ j (K j ), d, ε) = μ F (ϕ j (K), d, ε),
μ F (K j , d, b j ε) ≤ a j μ F (K, d, ε)
for any ε ∈ (0, ε j ] are satisfied. Then dim F K ≤ d.
Proof Analogous to the proof of Theorem 10.3 let η ∈ (0, αK (ϕ)) be an arbitrary
number. Let r1 , r2 > 0 be so small that there exists an open set V ⊂ M contain-
ing K and that V is a contained in a compact subset of U such that the inequalities
ϕ(u)
|τϕ(υ) dυ ϕτuυ − du ϕ| ≤ η for any u, υ ∈ V with ρ(u, υ) ≤ r1 and |dυ expu | ≤ 2 for
any u ∈ V and any υ ∈ Br2 (Ou ) are satisfied. With α defined in the proof of The-
orem 10.3 we can find a number r0 ≤ min{r1 , 2+αr2 +η , ε1 } such that any ball Br0 (u)
containing points of K is entirely contained in V. Let r ∈ (0, r0 ) be fixed. Since K1
is compact there is a finite number of points u j ∈ V, j = 1, . . . , Nr (K1 ), such that
r (K1 )
K1 = Nj=1 Br (u j ) ∩ K1 and therefore,
r (K1 )
N
ϕ(K1 ) = ϕ(Br (u j ) ∩ K1 )
j=1
is satisfied. Using the Taylor formula we get that the image of every ball Br (u j )
under ϕ satisfies the inclusion
ϕ(Br (u j )) ⊂ expϕ(u j ) (du j ϕ(Br (Ou j )) + Bηr (Oϕ(u j ) )).

η
with E j := du j ϕ(B1 (Oϕ(u j ) )) and E j = 1 + αn (E j )
E j we get by means of Lemma
7.4, Chap. 7

ϕ(Br (u j )) ⊂ expϕ(u j ) r (E j + Bη (Oϕ(u j ) )) ⊂ expϕ(u j ) r E j .
1 n−d √
with α := a n b n nαK (ϕ) we obtain
Nαr (ϕ(K1 )) ≤ Nbr (K1 ) max Nαr (expϕ(u j ) (br E j ))

j=1,...,Nr (K1 )
and therefore,

μ F (ϕ(K1 ), d, αr ) ≤ α d b−d max Nαr (expϕ(u j ) (br E j )) μ F (K, d, r ).
j=1,...,Nr (K1 )
Analogous to the proof of Theorem 10.3 we get Nαr (expϕ(u j ) (br E j )) ≤ N 12 αr

(br E j ).
Since αK (ϕ) ≤ αn (du j ϕ) = αn (E j ) ≤ αn (E j ) is satisfied, Lemma 7.5, Chap. 7
yields
n
η
2n ωn (br E j ) 4n bd ωn (E j ) 4n b d 1 + αK (ϕ)
ωn (E j )
N 21 αr (br E j ) ≤ = ≤
1
( 21 a b
n
n−d
n r αK (ϕ))n
n
aαK (ϕ) n
aαK (ϕ)
8n bd ωn (du j ϕ)
≤ .
aαKn
(ϕ)
Thus we have
μ F (K, d, αr ) ≤ μ F (ϕ(K), d, αr ) = μ F (ϕ(K1 ), d, αr )

8n bd ωn (du j ϕ)
≤ α d b−d μ F (K1 , d, br )
aαK n
(ϕ)
d 8 ωn (du j ϕ)
n
≤ a n b n (n−d) n 2
d d
μ F (K1 , d, br )
aαKn
(ϕ)
≤ μ F (K, d, r ).
Since α < 1, analogous to the end of the proof of Theorem 10.3, this yields
dim F K ≤ d.
Corollary 10.7 Let (M, g), U and ϕ be as in Theorem 10.4, K and K be compact
j
sets satisfying the relation K ⊂ ϕ (K) ⊂ K ⊂ U and αK (ϕ) > 0. Let condition (2)
of Theorem 10.4 be satisfied and assume that there exists a number d ∈ (0, n] with
− n n (d−n)
d d
(ϕ)αK
ωn,K (ϕ) < a
d−n
b . (10.11)
Then dim F K ≤ d.
Proof From K ⊂ ϕ j (K) ⊂ K ⊂ U we get K ⊂ ϕ i (K) ⊂ U for any i ∈ N. The iter-

ates of ϕ satisfy the relations
ωn,K (ϕ i ) ≤ ωn,
i
K (ϕ), αK (ϕ ) ≥ αK
i
(ϕ),
i
and therefore,
d d i
a n b n (n−d) ωn,K (ϕ i )αK (ϕ i ) ≤ a n b n (n−d) ωn,K
di di
(ϕ)αK
(ϕ) .
d−n d−n
Furthermore,
1 n−d d
a n b n (n−d) ωn,K (ϕ i )αK (ϕ i ) ≥ a n b n (n−d) αK
d d d d
d−n n
(ϕ i )αK
d−n
(ϕ i ) = a n b n αK (ϕ i )
holds. Thus without loss of generality we can assume
a n b n (n−d) ωn,K (ϕ)αK (ϕ) ≤ 8−n n − 2 and a n b αK (ϕ) < n − 2 .

d d d 1 n−d 1
d−n n
Otherwise consider the map ϕ i with sufficiently large i and substitute a by a i and
b by bi . With Theorem 10.4 we get dim F K ≤ d.
Example 10.4 Let us again consider the modified horseshoe map in two dimensions.
For the sets K j defined before we have Nε (K j ) ≤ 4 j N εj (K) for sufficiently small
γ
ε > 0, i.e. with a = 4γ d and b = γ condition (2) of Theorem 10.4 is satisfied. Then
condition (10.11) results in
d
4 2 γ d β2 α d−1 < 1, (10.12)
ln α−ln β2
which is equivalent to d > ln 2+ln α+ln γ
. Corollary 10.7 can be applied for any such
ln α−ln β2
d and shows that dim F K ≤ ln 2+ln α+ln γ . For the parameters α
= 13 , β1 = 3, β2 = 5
we get dim F K ≤ 1.800.
By changing the metric with the Lyapunov-type function κ used in Example 10.2
we alter the form of the balls covering K \ K1 . However, again we have Nγ j ε (K j ) ≤
4 j Nε (K), i.e. condition (2) holds with a = 4γ d and b = γ . Condition (10.11) now
d √ ln α− 1 ln β β
results in 4 2 γ d β1 β2 α d−1 < 1, which means dim F K ≤ ln 2+ln2 α+ln1 γ2 . For α = 13 ,
β1 = 3, β2 = 5 we get dim F K ≤ 1.631.
Remark 10.3 For two-dimensional horseshoe maps the upper bound for the frac-
tal dimension of an invariant set obtained by Corollary 10.7 is always smaller than
the bound for the Hausdorff dimension by Theorem 10.2, because for d < 2 condi-
tion (10.12) is weaker than condition (1) of this theorem. For d > 2 this relation is
reversed, i.e. for the considered horseshoe maps in more than two dimensions the
estimates of Subsect. 10.1.2 really will be useful.
10.2 Dimension Estimates for Piecewise C 1 -Maps
10.2.1 Decomposition of Invariant Sets of Piecewise Smooth

Maps
One possibility to handle dimension estimates for non-differentiable maps on an

n-dimensional manifold is to suppose that the set of non-differentiable points is a
finite union of submanifolds having topological dimension less than the dimension
of the manifold and to consider only orbits being without contact to the set of non-
differentiability (see [2]). In contrast to this in the present subsection we consider a
class of piecewise smooth maps whose preimage sets of non-differentiability points
for various iterates are bounded. The maps under consideration are supposed to be
differentiable on the elements of a partition of the given set such that the preimages
of these elements under the iterated map are controllable in a certain sense. For some
large classes of maps, our Hausdorff dimension bounds agree with the dimension of
their invariant sets prevalently.
In concrete physical or technical systems the considered maps are often not only
non-smooth but besides this even non-injective, i.e. they show a “many to one”
behavior (see for instance [4, 5, 11]). For uniformly non-injective maps it is possible
as it was shown in Sect. 10.1 to include into the dimension estimates some information
about the “degree of non-injectivity”. We apply the approach of [5], presented in
Sect. 10.1, to our class of piecewise C 1 -smooth maps.
In general, the singular value function computed for the differential of the basic
map does not satisfy the contraction condition on all parts of the invariant set. Nev-
ertheless in such a situation it may be possible to get a contraction for the outer
Hausdorff measure if higher iterates of the given map are considered. For this pur-
pose we divide the phase space into “good” and “bad” parts in order to compensate
the growth of the outer measure under one iteration in bad parts by the decrease of
such a measure in good parts of the phase space. By investigating the asymptotic
behavior of the system we have to guarantee that any orbit stays sufficiently long in
good parts and not too long in bad parts of the phase space.
The section is organized as follows. The definition of the considered class of
piecewise smooth maps is given in Subsect. 10.2.2. Subsection 10.2.3 is concerned
with the proof of the Douady-Oesterlé formula from [33] for piecewise smooth
maps. The degree of non-injectivity is introduced in the Douady-Oesterlé estimate
in Subsect. 10.2.4. In Subsect. 10.2.5, which is based on [36], some information on
the statistical long time behavior of the orbits is considered in the Douady-Oesterlé
formula.
10.2.2 A Class of Piecewise C 1 -Maps
Let (M, g) be an n-dimensional smooth C ∞ -Riemannian manifold and let ρ(·, ·)

denote the geodesic distance between two arbitrary points of M.
We now characterize a class of piecewise C 1 -smooth maps ϕ : U ⊂ M → M, for
which the Douady-Oesterlé estimate will be proved. Roughly speaking, these maps
possess the property that the non-differentiability set in U have controllable preimage
sets. It will be shown that some well-known classes of piecewise differentiable maps
have this property.
Formally the definition is as follows. We say that a map ϕ : U ⊂ M → M satis-
fies the hypothesis (H) if there exists a finite or infinite index set I ⊂ {1, 2, . . .} and
a partition U = i∈I Ui of subsets Ui ⊂ U having Ui ∩ U j = ∅ for i = j such that
the following conditions (H0)–(H2) hold:
(H0) The restriction ϕ|int Ui is C 1 for every i ∈ I.
(H1) For any m ∈ N the set U can be decomposed into connected subsets Ui(m) ,
i.e. int Ui(m) = ∅ is connected and Ui(m) ⊂ int Ui(m) , so that the map ϕ m is C 1 on the
set int Ui(m) and ϕ m can be extended to a C 1 -map on any Ui(m) .
(H2) There is a natural number k with the property that for arbitrary m ∈ N there
exists a real number ε(m) > 0 such that for any ε ∈ (0,ε(m)] and any u ∈ M with
dist(u, U) ≤ ε(m) the ball B(u, ε) can be decomposed into at most k connected
subsets Ui(m) ∩ B(u, ε).
The following two examples show that certain well-known classes of maps satisfy
the condition (H).
Example 10.5 (Baker’s map) Consider the square U = (0, 1] × [0, 1] ⊂ R2 and the
map ϕ : U → U defined by

(2x, λy), for 0 < x ≤ 21 , 0 ≤ y ≤ 1,
ϕ(x, y) =
(2x − 1, λy + 2 ), for 21 < x ≤ 1, 0 ≤ y ≤ 1
1
10.2 Dimension Estimates for Piecewise C 1 -Maps 473
with λ ∈ (0, 21 ) as a parameter (see [10]). In order to show that the condition

(H) is satisfied we choose the sets U1 = 0, 21 × [0, 1], U2 = 21 , 1 × [0, 1] and
m+1
I = {1, 2}. Then it is easy to see that (H) is satisfied with
k = 2,
ε(m) = 21
and
m m
Ui(m) = 21 (i − 1), 21 i × [0, 1] for i = 1, . . . , 2m , and every m ∈ N.
Example 10.6 Consider the set U = (0, 1] × [0, 1] ⊂ R2 and the map ϕ : U → U
defined by
⎧
⎪
⎪ (l1 x, r1 y + a1 ), for 0 < x ≤ l11 , 0 ≤ y ≤ 1,
⎪
⎨

i−1
i−1 i
ϕ(x, y) = li x − 1
, r y + a , for 1
< x ≤ 1
, i = 2, . . . , r,
⎪
⎪
lk i i lk lk
⎪
⎩ k=1 k=1 k=1
0 ≤ y ≤ 1.
Here it is assumed that r ≥ 2 is a fixed natural number, li , riand ai are

reals with li > 1, 0 ≤ ai < 1, 0 < ri ≤ 1 − ai (i = 1, 2, . . . , r ) and ri=1 l1i = 1.
Suppose
further
that ai + ri < a i+1 for i = 1, 2, . . . , r − 1. We choose the sets
i−1 1 i
U1 = 0, l11 × [0, 1] and Ui = k=1 lk , k=1 lk × [0, 1] (i = 2, 3, . . . , r ) and
1
the index set I = {1, 2, . . . , r }. Obviously the condition (H) is satisfied with k=2
and ε(m) = 21 (maxi=1,...,r li )−m for every m ∈ N.
Since the maps from these examples are not everywhere differentiable the known
methods from [5, 9, 20, 29, 38], presented in Chaps. 5 and 7, can not directly be
applied to get dimension estimates of the invariant sets. We will come back to these
examples later in Subsect. 10.2.3.
We present now an example which illustrates that (H0) and (H1) may be true
although (H2) is not satisfied.
Example 10.7 (Belykh map) Consider the map

ϕ : R2 → R2 given by
ϕ (θ, η) = (θ + δ1 η − δ1 δ2 (F(θ ) − δ3 ), η (1 − δ4 δ1 ) − δ1 δ5 (F(θ ) − δ3 )).

(10.13)
We suppose that in (10.13) the parameters δ2 , δ5 , δ4 are non-negative, δ1 is positive
and δ3 is a real. Suppose that F : R → R is a 2π -periodic function. Note that the
map (10.13) describes certain discrete systems of phase synchronization [4].
We now assume that δ5 > 0 and F is of the special type F(θ )=1 − πθ (θ mod 2π ).
In this case the given map (10.13) can be transformed by x = 2π 1
(θ − (1 − δ3 ) π −
δ1 η δ1 η
a
), y = 2π (θ − (1 − δ3 )π + b ) with λ = (1 − δ4 δ1 ) − a, μ = (1 − δ4 δ1 ) + b,
1
c = 1−δ2
3
, a > 0, b > 0 into the form
ax + by
ϕ(x, y) = (λx, μy) + c mod 1 . (10.14)
a+b
Note that μ − λ = a + b > 0 and, under the condition ( δ1πδ2 + 1) (1 − δ4 δ1 ) −

δ12 s
π
= 0, also λμ = 0.
The map (10.14) can be considered on the two-dimensional torus T 2 , defined by
the equivalence relation
l l
(x, y) ∼ (x , y ) ⇐⇒ x = x + k + , y = y + k + , (k, l ∈ Z).
λ μ
Denote by π : R2 → T 2 the canonical projection. Then the discontinuity set

{k2π, k ∈ Z} of F transforms into the discontinuity set π(G) of ϕ on T 2 , where
−c(a + b) − ax
G := (x, y) ∈ R2 : y = .
b
In the following we suppose that the torus is represented as T 2 = π(Q), where

ax + by aλx + bμy
Q := (x, y) ∈ R2 : 0 ≤ + c < 1, 0 ≤ +c <1 .
a+b a+b
Using this representation the discontinuity set of ϕ m can be written as union of

line segments
aλ j−1 x + bμ j−1 y
π (x, y) ∈ Q : ∃ j ∈ {1, . . . , m} with +c ∈Z .
a+b
It follows that the sets Ui(m) which have to be considered in condition (H1) posses
bounderies consisting of discontinuity points of ϕ m . Since ϕ m here is linear, the
C 1 -extension of this function is possible. Thus, for the considered map (10.14) the
conditions (H0) and (H1) are satisfied. In order to verify (H2) we distinguish two
cases in parameter space.
Case 1 c = 0 and λ < −μ < 0 or μ > λ > 0.
Obviously, π((0, 0)) ∈ T 2 is a fixed point of ϕ. The family of discontinuity line
segments for ϕ m through π((0, 0)) is given by the projection of these segments in Q
aλ j−1 x + bμ j−1 y aλ j−1

+ c = 0, i.e., y=− x.
a+b b μ
For sufficiently small x > 0 the projection of these points lies in T 2 .

For μ = 2, λ = 1, a = 23 , b = 13 and j = 1, 2, 3, 4 these discontinuity sets are
shown in Fig. 10.2a).
As a consequence the number of preimage sets Ui(m) near π((0, 0)) which we have
to consider in (H1) is proportional to m and so it is impossible to find a number k
such that (H2) is satisfied.
a) Discontinuity set for Case 1 b) Discontinuity set for Case 2
Fig. 10.2 Non-differentiability sets for the Belykh map
Case 2 c ∈ R arbitrary and μ = −λ(= a+b 2

> 0). The discontinuity sets of ϕ m
are given by the projections of the line segments in Q written as
aλ j−1 x + bμ j−1 y a 2 j−1 (k j − c)

∃kj ∈ Z : + c = k j , i.e., y = (−1) j x+ .
a+b b b(a + b) j−2
It follows that all these segments are parallel to the line segments y = ab x resp.
y = − ab x in Q. Thus, for any m ∈ N there exist only finitely many such parallels
and, consequently, they may have only finitely many (transversal) intersections. All
these intersection points have a positive distance to neighboring parallels. Thus, in
order to satisfy (H2) it is sufficient to take
k = 4 and to require that for any m ∈ N
the number ε (m) is so small that 2 ε (m) is not greater than the minimum of the
considered distances. For μ = 1, λ = −1, a = b = c = 1 and various j Case 2 is
illustrated in Fig. 10.2b).
Suppose now that (M, g) is an n-dimensional smooth Riemannian manifold and

U ⊂ M is a subset. For a map ϕ : U → M satisfying (H), a number d ∈ [0, n]
and an arbitrary u ∈ U we denote by du ϕ : Tu M → Tϕ(u) M the tangent map of the
C 1 -extension of ϕ and define for any bounded set K ⊂ U the function
ωd,K (ϕ) := sup ωd (du ϕ).

u∈K
We formulate the following lemma which will be used in the next subsection and
which can be proved similarly as the corresponding theorems in Chaps. 5 and 8.
Lemma 10.1 Let ϕ : U ⊂ M → M be a map satisfying (H). Furthermore, let K ⊂

U be a bounded and ϕ-invariant set (i.e. ϕ(K) = K) and d ∈ [0, n] an arbitrary
number. Then the following two statements are true:
(a) ωd (du ϕ 2 ) ≤ ωd (dϕ(u) ϕ) · ωd (du ϕ) for all u ∈ K.
(b) ωd,K (ϕ m ) ≤ (ωd,K (ϕ))m for all m ∈ N.
10.2.3 Douady-Oesterlé-Type Estimates
In Chaps. 5 and 8 Douady-Oesterlé-type Hausdorff dimension estimates for invariant

sets of C 1 -smooth maps are derived. In this section we generalize some of these results
for the class of piecewise smooth maps satisfying (H).
Theorem 10.5 Suppose that ϕ : U ⊂ M → M satisfies (H). Let K ⊂ U be a
bounded and ϕ-invariant set (i.e. ϕ(K) = K) and suppose that for some number
d ∈ (0, n] the inequality ωd,K (ϕ) < 1 is satisfied. Then dim H K ≤ d.
Corollary 10.8 Suppose that ϕ : U ⊂ M → M satisfies (H). Let K ⊂ U be
bounded and ϕ-invariant and suppose that there exists a number d ∈ (0, n) with
ωd,K (ϕ) = 1 and ωd,K ∈ (d, n]. Then dim H K ≤ d.
(ϕ) < 1 for all d
Proof By Theorem 10.5 we have dim H K ≤ d for all d > d. For d → d + 0 we get
dim H K ≤ d.
Corollary 10.9 Suppose that ϕ : U ⊂ M → M satisfies (H). Let K ⊂ U be a com-
pact and ϕ-invariant set and suppose that for a certain number d ∈ (0, n] and some
continuous function κ : K → R+ = {x ∈ R : x > 0} the condition
κ(ϕ(u))
sup ωd (du ϕ) < 1
u∈K κ(u)
is satisfied. Then dim H K ≤ d.

Proof The proof is based on a technique considering κ as Lyapunov-type function
as it is done in Chaps. 5 and 8. We set κ := supu∈K κ(ϕ(u))
κ(u)
ωd (du ϕ) . By assumption
the value κ is less than one. Using the chain rule and applying Lemma 10.1 we have
κ(ϕ j−1 (u)) κ(u)

ωd (du ϕ j ) ≤ ωd (dϕ j−1 (u) ϕ) · . . . · ωd (du ϕ) ≤ κ · ... · κ
κ(ϕ (u))
j κ(ϕ(u))
κ(u) supu∈K κ(u)
= κj ≤ κj
κ(ϕ j (u)) inf u∈K κ(u)
for all j ∈ N and for all u ∈ K. Thus, there exists an integer j such that
supu∈K ωd (du ϕ j ) < 1 holds. Now we can apply Theorem 10.5 to the map ϕ j and we
obtain dim H K ≤ d.
Before proving Theorem 10.5 we formulate a technical lemma, which generalizes

a result in Chap. 8 for the case of bounded sets and piecewise C 1 -maps on manifolds.
Lemma 10.2 Suppose that ϕ : U ⊂ M → M satisfies (H), d ∈ (0, n] is a number

written as d = d0 + s with d0 ∈ {0, 1, . . . , n −√
1} and s ∈ (0, 1], C and λ are con-
stants defined by C = 2d0 (d0 + 1)d/2 and λ = 2 d0 + 1. Suppose that for a bounded
and ϕ-invariant set K ⊂ U and a natural number m the inequality ωd,K (ϕ m ) ≤ k
is satisfied. Then for every l > k there exists a number ε0 > 0 such that for all
ε ∈ (0, ε0 ] and the constant
k from (H) the inequality
μ H (ϕ m (K), d, λ l 1/d ε) ≤
k Clμ H (K, d, ε) (10.15)
holds.
Proof Let number from hypothesis (H) and take ε1 <

ε(m) be the ε(m) such that
for the set V := U ∩ u∈K B(u, ε1 ) the relation k := supu∈V ωd (du ϕ m ) < l holds.
We choose numbers δ > 0 and η > 0 such that k < δ d , supu∈V |du ϕ m | ≤ δ and the
equality
δ d0 1/s d
1+ η k =l
k
is satisfied. We take ε0 < 21 ε1 so small that

m
ϕ (u)
τϕ m (υ) dυ ϕ m τuυ − du ϕ m ≤ η
is satisfied for all u, υ ∈ V with ρ(u, υ) ≤ 2ε0 . Here τ is the isometric map (see
Appendix A).
For a fixed number ε ≤ ε0 we consider a finite cover of K with balls {B(u j ,
r j )}
of radius r j ≤ ε, where each ball contains at least one point from K.
Let j be fixed. Consider the decomposition

B(u j , rj ) ∩ K ⊂ Bi (υ j,i , r j )
i=1,...,q j
with q j ≤ k, r j ≤ 2ε, υ j,i ∈ K, Bi (υ j,i , r j ) = B(υ j,i , r j ) ∩ Us(m) for a certain s
such that the right-hand side is connected, and such that ϕ m is on any such set
extentiable to a C 1 -map. Taylor’s formula is now applied to the differentiable map
ϕ m along a continuous curve, which connects the points u and υ j,i in Bi (υ j,i , r j ) due
to (H1) and yields
| exp−1 −1
ϕ m (υ j,i ) ϕ (u)−dυ j,i ϕ (expυ j,i (u))|
m m
m
ϕ (υ j,i )
≤ sup τϕ m (w) dw ϕ m τυwj,i − dυ j,i ϕ m | exp−1
υ j,i (w)|.
w∈Bi (υ j,i ,r j )
Thus, we have the inclusion

ϕ m Bi (υ j,i , r j ) ∩ K ⊂ expϕ m (υ j,i ) dυ j,i ϕ m (B(Oυ j,i , r j )) + B(Oϕ m (υ j,i ) , ηr j )
for any part Bi (υ j,i , r j ).

Using hypothesis (H2) and following the method in Chap. 8 we get finally the
inequality (10.15).
Proof of Theorem 10.5 From ωd,K (ϕ) < 1 and the statement (b) of Lemma 10.1 it
follows that ωd,K (ϕ m ) becomes arbitrary small for sufficiently large m. Therefore,
1
the number l from Lemma 10.2 can be made so small that the inequalities λl d < 1
and kCl < 1 are satisfied, where λ and C are defined as in Lemma 10.2. Using
K = ϕ(K) = . . . = ϕ m (K), μ H (K, d, ε) < +∞ and Lemma 10.2 we obtain together
with (10.15)
μ H (K, d, ε) ≤ μ H (K, d, λl d ε) = μ H (ϕ m (K), d, λl d ε) ≤

1 1
kClμ H (K, d, ε)
for all ε ∈ (0, ε0 ]. Because of kCl < 1 as a consequence we get μ H (K, d, ε) = 0

for all ε ∈ (0, ε0 ]. This implies μ H (K, d) = 0, and therefore we get dim H K ≤ d.
Now we apply the results of Theorem 10.5 to some examples. In all these cases
the Hausdorff dimension estimates of the considered invariant sets, given on the basis
of Corollary 10.5, are sharp.
Example 10.8 (Example 10.5 cont’d) We consider again the baker’s mapj ϕ
described in Example 10.5. An invariant set K of ϕ is given by K = ∞ j=1 ϕ (U).
The singular values of the linearization d(x,y) ϕ are α1 = 2 and α = λ
2 ln 2 independently
of (x, y) ∈ K. Therefore, we have ω1+s,K (ϕ) < 1 for all s ∈ − ln λ
, 1 . With Corol-
lary 10.8 we get the estimate dim H K ≤ 1 − ln λ . This is a sharp estimation because
ln 2
of the well-known fact that dim H K = 1 − ln ln 2

λ
(see for example [10]).
Example 10.9 (Example 10.6 cont’d) For the map ϕ defined in Example 10.6 a
ϕ-invariant set is, as in Example 10.8, given by K = ∞ k=1 ϕ (U).
k

Suppose that the number s ∈ (0, 1] is determined by the condition ri=1 r i = 1,
s
−
and furthermore li = ri for i = 1, . . . , r is satisfied. For all i = 1, 2, . . . , r and
s
s > s we have ω1+s,K∩Ui (ϕ) = li ris < li ri = 1. It follows that ω1+s,K (ϕ) < 1, and
s
by Corollary 10.8 we get dim H K ≤ 1 + s.

Note that our invariant set may be represented in the form K = A × B, where
A = (0, 1] and B is a modified Cantor set. Since A and B are Borel sets we have
by Proposition 3.25, Chap. 3 that dim H A + dim H B ≤ dim H (A × B). We pay our
attention to the Hausdorff dimension of the set B. With the estimate above and
dim H A = 1 we obtain dim H B ≤ s. Resulting from [14] or [10] (Theorem 9.3) we
have dim H B = s. So our estimate is sharp.
For the special case r = 2, l1 = l2 = 2, r1 = r2 = 13 , a1 = 0 and a2 = 23 we see
that B is the standard Cantor set. Our estimate gives dim H B ≤ s = ln 2
ln 3
which coin-
cides with the well-known value dim H B = ln 3 .ln 2
Example 10.10 (Sierpiński gasket) Consider the map

⎧
⎪
⎪
⎪ 3x, 2 y, 2 z ,
⎪
1 1
for 0 < x ≤ 13 , (y, z) ∈ G,
⎪
⎪
⎨
ϕ(x, y, z) = 3x − 1, 2 y + 2 , 2 z ,
1 1 1
for 1
< x ≤ 23 , (y, z) ∈ G,
⎪
⎪
3
⎪
⎪ √

⎪
⎪
⎩ 3x − 2, 21 y + 41 , 21 z + 4
3
, for 2
3
< x ≤ 1, (y, z) ∈ G,
where G = G1 ∪ G2 ⊂ R2 and the sets Gi are given by

√
G1 = (y, z) : 0 ≤ y ≤ 2 , 0 ≤ z ≤ 3y
1

√ √
and G2 = (y, z) : 2 ≤ y ≤ 1, 0 ≤ z ≤ 3 − 3y .
1
Analogously to Example 10.9 an invariant set K of this map can be represented as

K = A × B, in the given situation with A = (0, 1] and B the well-known Sierpiński
gasket (see [10], Example 9.4). It can be shown that Corollary 10.8 gives the estimate
dim H B ≤ lnln 3
2
. As to be seen in [10] this estimation is also sharp.
Remark 10.4 As it was noted above the Belykh map from Example 10.7 does not
satisfy the condition (H) in general and thus a direct application of Theorem 10.5 for
many parameters is not possible. For μ = |λ| = a+b 2
< 1, however, Theorem 10.5
is applicable and for a compact invariant set K we have the inequality ωd,K (ϕ) =
( a+b
2
)d < 1 for d ∈ (0, 2]. It follows that dim H K = 0. If in other parameter cases
we extend the function ϕ both on U1 and on U2 to C 1 -maps ϕ1 and ϕ2 , respectively,
then we have to consider at most two C 1 -maps for any ball, which is an element of
the cover of an invariant set K. On the base in Chap. 8 this gives for 0 < λμ < 21
the Hausdorff dimension estimate dim H K ≤ lnln λ−ln μ
λ+ln 2
. A different approach to the
dimension investigation of the Belykh family is given in Sect. 10.2 (see also [35]).
10.2.4 Consideration of the Degree of Non-injectivity
In order to use the Douady-Oesterlé-type conditions of the previous subsection for

dimension estimates it is necessary that the contraction condition of the singular
value function ωd,K (ϕ) < 1 is satisfied. This may result in strong restrictions for the
parameters as it happens for instance in Example 10.8, where λ ∈ (0, 21 ) is required.
The question raises how we can get a dimension estimate for the parameters λ > 21 ,
i. e. for the case ωd,K (ϕ) > 1.
It turns out that in certain cases, where the contraction condition of the singular
value function is not fulfilled the exploration of an additional non-injectivity condi-
tion allows to get a contraction for the outer Hausdorff measures. Using the approach
of Sect. 10.1 we investigate piecewise C 1 -maps on n-dimensional smooth manifolds

having the following property. Suppose that for the given d-dimensional Hausdorff
outer measure μ H (·, d, ε) at level ε there exists a number 0 < a < 1 and a family
{K j } j≥ j0 of subsets of the ϕ-invariant set K such that for all j ≥ j0 this outer mea-
sure of K j is at most a j times the outer measure of K and the outer measures of the
sets ϕ j (K j ) and ϕ j (K) are equal. A map with such a property can be considered as
piecewise expansive with respect to the Hausdorff measure on K and the factor a −1
is the expansion parameter which describes the “degree of non-injectivity”.
The next two theorems are borrowed from [36].
Theorem 10.6 Let (M, g) be a smooth n-dimensional Riemannian manifold. Sup-
pose that ϕ : U ⊂ M → M satisfies (H). Let K ⊂ U be a bounded and ϕ-invariant
set. Suppose that for some numbers a > 0 and d ∈ (0, n] of the form d = d0 + s
with d0 ∈ {0, . . . , n − 1} and s ∈ (0, 1] the following conditions are satisfied:
(a) ωd,K (ϕ) < a1 ;
(b) There are numbers l with ωd,K (ϕ) < l < a1 and m 0 ∈ N such that for every
natural number m > m 0 there exist a set Km ⊂ K and a number εm > 0 such
that
μ H (ϕ m (Km ), d, ε) = μ H (ϕ m (K), d, ε),
μ H (Km , d, 2−1 (d0 + 1)− 2 l − d ε) ≤ a m μ H (K, d, ε)

1 m
hold for all ε ∈ (0, εm ].

Then dim H K ≤ d.
Proof The proof uses methods of Sect. 10.1 and Lemma 10.2. By Lemma 10.1 we
have ωd,K (ϕ m ) ≤ ωd,K
m
(ϕ) < l m for all m ∈ N. Thus, for every δ > 0 we find an
integer m δ > m 0 such that
d
k2d0 (d0 + 1) 2 (al)m < δ will be true for all m > m δ . Let
m > m δ be fixed. Using the invariance of the set K and condition (b) we obtain
μ H (K, d, ε) = μ H (ϕ m (K), d, ε) = μ H (ϕ m (Km ), d, ε) (10.16)
for all ε ∈ (0, εm ]. By applying the method of the proof of Lemma 10.2 we can show
that there exists a number ε0 > 0 such that
μ H (ϕ m (Km ), d, ε) ≤
k 2d0 (d0 + 1) 2 l m μ H (Km , d, 2−1 (d0 + 1)− 2 l − d ε) (10.17)
d 1 m
1 m 1 m
holds for every ε ≤ 2(d0 + 1) 2 l d ε0 . If ε ∈ 0, min{εm , 2(d0 + 1) 2 l d ε0 } then the
condition (b) and the relations (10.16) and (10.17) imply now
μ H (K, d, ε) ≤
d
k 2d0 (d0 + 1) 2 (la)m μ H (K, d, ε) < δμ H (K, d, ε),
where the number δ > 0 can be chosen arbitrarily small.

Since μ H (K, d, ε)1 ismfinite
we conclude that μ H (K, d, ε) = 0 holds for all ε ∈ 0, min{εm , 2(d0 + 1) 2 l d ε0 } .
Hence we get μ H (K, d) = 0 and dim H K ≤ d.
Example 10.11 Consider the set U = [0, 1] × [−1, 1) ⊂ R2 and the map ϕ :
U → U defined by

(2x, λy), for 0 ≤ x ≤ 21 , −1 ≤ y < 1,
ϕ(x, y) =
(2 − 2x, λy), for 21 < x ≤ 1, −1 ≤ y < 1,
where λ ∈ (0, 1) is a parameter.

In order to satisfy the condition (H) we choose U1 = 0, 21 × [−1, 1), U2 =
1
, 1 × [−1, 1) and the index set I = {1, 2}. The condition (H) is satisfied if we
2
m+1
choose ε(m) = 21 for m ∈ N and k = 2. It is easy to see that U ⊃ ϕ(U) ⊃
. . . ⊃ ϕ m (U) holds for every m ∈ N, so we can define a ϕ-invariant bounded set
K= ∞ m=1 ϕ (U) = [0, 1] × {0}. The singular values of du ϕ are α1 (du ϕ ) = 2
m m m m
and α2 (du ϕ ) = λ .
m m

Define now K1 := K ∩ 0, 21 × {0} and Km := Km−1 ∩ ϕ −1 (Km−1 ) (m = 2,
3, . . .). For arbitrary m ∈ N we have ϕ m (Km ) = K = ϕ m (K). Thus, for all ε > 0
and d ∈ (1, 2] the relation μ H (ϕ m (Km ), d, ε) = μ H (ϕ m (K), d, ε) holds. If the set
K is covered by balls of radii smaller than 1 then the set Km can be covered by linear
copies of sets of the covering for Km−1 scaled by the factor 21 . Thus, we get
1
μ H (Km , d, ε) ≤ μ H (Km−1 , d, 2ε)
2d
for arbitrary m ∈ N, d ∈ (1, 2] and ε < 1. For εm < 1 it follows that μ H (Km , d,
2−m ε) ≤ 2−dm μ H (K, d, ε) holds for all ε ∈ (0, εm ]. For a = 2−d and l = 2 we have
ωd,K (ϕ) = 2λd−1 < l < a1 . Further, there holds 2−1− 2 l − d ≥ 2−m for sufficiently
1 m
large m ∈ N. Because of the property of the outer measure we conclude that
μ H (Km , d, 2−1− 2 l − d ε) ≤ a m μ H (K, d, ε)

1 m
for all ε ∈ (0, εm ] and m ≥ m 0 ≥ 23 d−1

d
. So, all conditions of Theorem 10.6 are
satisfied and we obtain dim H K ≤ d for arbitrary d ∈ (1, 2]. Applying Corollary
10.8 this yields dim H K ≤ 1, which is a sharp estimate.
10.2.5 Introduction of Long Time Behavior Information
In this subsection we investigate maps ϕ for which the singular value function of
the tangent map satisfies a contraction condition on a subset of the ϕ-invariant set K
only. Using some information about the long time behavior of the system we derive
dimension estimates.
Consider again a map ϕ : U ⊂ M → M, which possesses a bounded invariant

set K ⊂ U, and satisfies
the condition (H). Suppose that there exists a partition of
l h
K of the form K = i=1 Ki ∪ i=1 Ki such that ωd,Ki (ϕ) < 1, i = 1, . . . , l,
and ωd,Ki (ϕ) ≥ 1, i = 1, . . . , h. For i = 1, . . . , l we define the numbers (# denotes
the cardinality of a set)
1
Pi = lim inf inf #{k | 0 ≤ k ≤ m − 1, ϕ k (u) ∈ Ki }
m→∞ u∈K m
and for i = 1, . . . , h the numbers
1
Pi = lim sup sup #{k | 0 ≤ k ≤ m − 1, ϕ k (u) ∈ Ki }.
m→∞ u∈K m
Note that in the particular case that {ϕ m } possesses an invariant ergodic probability
measure μ on U, for an arbitrary measurable set A ⊂ U and for μ-almost every u ∈ U
there holds the relation
1
m−1
1
lim χA (ϕ k (u)) = lim #{k | 0 ≤ k ≤ m − 1, ϕ k (u) ∈ A} = μ(A),
m→∞ m m→∞ m
k=0
where χA denotes the characteristic function of A. The following theorem generalizes

a result of [36] to the case of piecewise smooth maps on manifolds.
Theorem 10.7 Let (M, g) be a smooth n-dimensional Riemannian manifold. Sup-
pose that ϕ : U ⊂ M → M satisfies the condition (H) and let K ⊂ U be a bounded
and ϕ-invariant set. Suppose that {Pi }li=1 and {Pi }i=1
h
are the numbers defined above
l h
for ϕ with respect to a given partition K = ( i=1 Ki ) ∪ ( i=1 Ki ). Let Pi and Pi
be numbers with Pi ≤ Pi , i = 1, . . . , l, and Pi ≥ Pi , i = 1, . . . , h, such that
" "
!
l !
h
Pi Pi
ωd,Ki (ϕ) ωd,Ki (ϕ) <1 (10.18)
i=1 i=1
is satisfied. Then dim H K ≤ d.

Proof Without loss of generality we suppose that the inequality (10.18) is satisfied
with numbers Pi < Pi , i = 1, . . . , l, and Pi > Pi , i = 1, . . . , h. Let m be sufficiently
large such that
1
Pi < inf #{k | 0 ≤ k ≤ m − 1, ϕ k (u) ∈ Ki }, i = 1, . . . , l
m u∈K
and
1
Pi > sup #{k | 0 ≤ k ≤ m − 1, ϕ k (u) ∈ Ki }, i = 1, . . . , h
m u∈K
Fig. 10.3 Modified baker’s map
are satisfied. It follows that an arbitrary orbit of length m starting in u ∈ K passes

the set Ki more frequently than Pi m-times (i = 1, . . . , l) and the set Ki less than
Pi m-times (i = 1, . . . , h). For the tangent map du ϕ m in an arbitrary point u ∈ K the
chain rule
du ϕ m = dϕ m−1 (u) ϕ ◦ . . . ◦ du ϕ
holds. Using Lemma 10.1 we get the inequalities

ωd,K (ϕ m ) ≤ sup ωd (dϕ m−1 (u) ϕ)ωd (dϕ m−2 (u) ϕ) . . . ωd (du ϕ)
u∈K " h "
!l
mPi
! mP
≤ ωd,Ki (ϕ) ωd,K (ϕ)
i
i
# i=1l " i=1h "$m
! Pi
! Pi
= ωd,Ki
(ϕ) ωd,K (ϕ) < 1.
i
i=1 i=1
With respect to Theorem 10.5 we conclude that dim H K ≤ d.
Example 10.12 (Modified baker’s map) Let be U = (0, 1] × [0, 1] and consider the
map ϕ : U → U defined by
⎧
⎨ (2x, λ2 y), for 0 < x ≤ 21 , 21 ≤ y ≤ 1,
ϕ(x, y) = (2x, λ1 y), for 0 < x ≤ 21 , 0 ≤ y < 21 ,
⎩
(2x − 1, λ1 y + 2 ), for 21 < x ≤ 1, 0 ≤ y ≤ 1,
1
where λ1 , λ2 are parameters with 0 < λ1 < λ2 < 21 (see Fig. 10.3).
The singular values of the tangent map are α1 (du ϕ) = 2 and α2 (du ϕ) ∈ {λ1 , λ2 }.
Based on Theorem 10.5 we get dim H K ≤ 1 + | lnlnλ22 | .
We want to improve this estimate by using Theorem 10.7. For this purpose we
consider the sets U1 = (0, 21 ] × [ 21 , 1] and U1 = U \ U1 . From ϕ(U1 ) ⊂ U1 it follows
that every point u ∈ U1 satisfies ϕ(u) ∈ / U1 . So we conclude that
1 1
lim sup sup #{k | 0 ≤ k ≤ m − 1, ϕ k (u) ∈ U1 } ≤
m→∞ u∈U1 m 2
and
1 1
lim inf inf #{k | 0 ≤ k ≤ m − 1, ϕ k (u) ∈ U1 } ≥
m→∞ u∈U1 m 2

are satisfied. For the invariant set K = ∞ k=1 ϕ (U) we define K1 = U1 ∩ K and
k
K1 = U1 ∩ K. Note that ωd,K1 (ϕ) = 2λ1 and ωd,K1 (ϕ) = 2λs2 hold for any d = 1 + s
s
with s ∈ [0, 1]. If we put P1 = 21 ≤ P1 and P1 = 21 ≥ P1 , then the condition of The-

1 1
orem 10.7 is fulfilled if (2λs1 ) 2 (2λs2 ) 2 < 1 holds. So we get the estimate dim H K ≤
1 + | ln √λ λ | .
ln 2
1 2
Remark 10.5 There have been done numerical investigations in order to approxi-
mate the essential dynamics of a given system (e.g. [8]). It can be expected that these
methods can be applied to get estimates of the values Pi , Pi from Theorem 10.7
numerically.
10.2.6 Estimation of the Hausdorff Dimension for Invariant

Sets of Piecewise Smooth Vector Fields
The results of this subsection are due to Noack [28] and Schmidt [36]. Suppose that
on the n-dimensional manifold M of smoothness C m (m ≥ 3) there is given a vector
field f : M → T M of smoothness C r (1 ≤ r < m). Let us consider the differential
equation
u̇ = f (u) (10.19)
with the global flow ϕ : R × M → M. Denote by Ωrk (M) the vector space of C r -
smooth k-forms on M. Suppose that β ∈ Ωlk (M) is an arbitrary C l -smooth k-form.
The Lie derivative of β with respect to f at a point u ∈ M is given by [1]
d
L f β(u) = (ϕ t )∗ β(u) (10.20)
dt |t=0
where (ϕ t )∗ β is the pullback of β. This pullback satisfies the variational equation
d t ∗
(ϕ ) β = (ϕ t )∗ L f β (10.21)
dt
of (10.19) with respect to the k-form β.
Assume now that β ∈ Ωrk (M) and Mk ⊂ M is a k-dimensional submanifold of
M. We suppose that there is a normalization Nk , i.e., a smooth map Nk : u ∈ Mk →
Tu Mk ⊕ Nu with Tu Mk ⊕ Nu = Tu M (see [28]). Then for arbitrary u ∈ M and
t ∈ R the pullback of β|Mk is a k-form on Mk with
L f β|Mk (u) = divβ, Nk f (u)β|Mk (u). (10.22)
We call divβ, Nk f (u) divergence of f with respect to β and Nk at the point u.

Suppose now that μ is a volume form on M and μ|Nk is the associated k-form on
Mk . Define the numbers
λ(k) (u) := sup divμ, Nk f (u) (10.23)

Nk
for k = 1, 2, . . . , n, where u ∈ Mk and the supremum is taken over all normaliza-

tions Nk of Mk .
For an arbitrary d ∈ (0, n] written in the form d = k + s with k ∈ [0, . . . , n − 1]
and s ∈ [0, 1] we introduce the function
κd (u) := (1 − s)λ(k) (u) + sλ(k+1) (u) (10.24)
where u ∈ Mk . For the singular value function ωd (du ϕ t ) at an arbitrary point u ∈ Mk

and for an arbitrary t ≥ 0 we have (compare with (8.23), Chap. 8) the inequality
% t
ωd (du ϕ t ) ≤ exp κd (ϕ τ (u))dτ . (10.25)
0
Remark 10.6 Suppose that μ is the volume form on M generated by the Rieman-
nian metric. Then for arbitrary u ∈ M, k ∈ {1, . . . , n} and a k-dimensional subman-
ifold Mk ⊂ M we have
λ(k) (u) = λ1 (u) + · · · + λk (u)
where λ1 (u) ≥ · · · ≥ λn (u) are the eigenvalues of the symmetrized covariant deriva-
tive 21 (∇ f ∗ (u) + ∇ f (u)).
Suppose that (M, g) is an n-dimensional Riemannian C m -manifold (m > 3) and
let f k : M → T M be C r -smooth (0 < r < m) vector fields for k ∈ I ⊂ N. Suppose
also that for any k ∈ I there exists the global flow to the differential equation
u̇ = f k (u). (10.26)
Denote this flow to (10.26) by {ϕk(·) (·)}. Let us assume that there is a partition of
the manifold into subsets Mi and there are C 1 functions Fi : M → R satisfying for
all i ∈ I the following conditions:
(E1) The sets Mi are mutually disjoint and connected;
(E2) If u ∈ M j then there exists a τ = τ (u) > 0 such that ϕ tj (u) ∈ M j for all
t ∈ [0, τ ];
(E3) For any i ∈ I we have Fi (u) = 0 if and only if u ∈ ∂Mi \Mi .

Let us introduce a sequence of maps ξi : M → M and a sequence of functions
ti : M → R+ (i ∈ N0 ) satisfying 0 = t0 (u) < t1 (u) < . . . for all u ∈ M, using the
formulas
ξi (u) = ϕmti (u)

i−1 (u)
(u), (10.27)
ti+1 (u) = t1 (ξi (u))
and suppose that t1 (u) is the time such that ϕkt (u) ∈ Mk for some k ∈ I and all
t ∈ [0, t1 (u)) and ϕkt1 (u) (u) ∈ ∂Mk \Mk .
Let us denote T (u) := {t j (u)| j ∈ N0 } for arbitrary u ∈ M. Define the vector field
f : M → T M by
f |Mi = f i for all i ∈ I.
Then the differential equation

u̇ = f (u) (10.28)
is called piecewise smooth and the points ξi (u) are the switching points of the vector
field (10.28) with respect to u ∈ M . Let us also introduce the coding functions
m i : M → R which define for any u ∈ M and i ∈ N0 the index j ∈ N such that
ξi (u) ∈ M j .
The solution of (10.28) is given by a map ϕ : R+ × M → M which is defined
by
ϕ t (u) = ϕmt 0 (u) (t − t0 (u), ξk (u)) for t ∈ (tk (u), tk+1 (u)]. (10.29)
One can show that ϕ (·) (·) is a semiflow having the property ϕ t+s (u) = ϕ t (ϕ s (u))
for all t, s ∈ R+ and u ∈ M. Let us now introduce the sets Ω0 = D0 = M and
& '
Ωk+1 = Ωk ∩ u ∈ M | L fmk+1 (u) Fm k (u) (ξk+1 (u)) = Ḟm k (u) (ξk+1 (u)) = 0 ,
(10.30)
Dk+1 = Dk ∩ {u ∈ M | ∃l ∈ N0 : ∀t ∈ [tk (u), tk+1 (u)]
'
∃ ε > 0 : ξ1 (ϕ t (B(u, ε)) ∩ Mm k (u) ) ⊂ Ml ,
Q k = Ωk ∩ Dk for all k ∈ N,
( (
Ω := Ωk , D= Dk . (10.31)
k∈N k∈N
The next result follows directly from the Formula (10.30).

Lemma 10.3 The sets Ω := k∈N0 Ωk , D = k∈N0 Dk , and, consequently,
Q = Ω ∩ D are positively invariant w.r.t. the semiflow ϕ (·) (·) to Eq. (10.28).
The next lemmas are generalizations of similar results for piecewise smooth sys-
tems in Rn [12, 36].

Lemma 10.4 Suppose i Mi is a partition of M and Fi are C 1 -functions satisfying
(E1)–(E3). Suppose also that on M there is given a piecewise smooth vector field
(10.28). Then for any j ∈ N and k ∈ I with Mk ∩ Q j = ∅ the function t j : M →
R+ and the map ξ j : M → M from (10.27) is continuously differentiable on the set
Mk ∩ Q j = ∅.
In addition to this for any j ∈ N0 , u 0 ∈ Mk ∩ Q j+1 and t ∈ (t j (u 0 ), t j+1 (u 0 ))
there exists a δ = δ(t) > 0 such that for all u ∈ B(u 0 , δ) ∩ Mk ∩ Q j+1 and ϕ t (·) is
continuously differentiable on B(u 0 , δ) ∩ Mk ∩ Q j+1 .
Proof The proof can be done using the implicit function theorem.
It follows from Lemma 10.4 that the map ϕ t (·) is piecewise C 1 on Q. As a

consequence the differential du ϕ t has a jump at the transition moments ti (u), i ∈ N.
Assume that the jump at time t j (u) can be described by a linear operator S j (u) which
is defined by the property

lim du ϕ t = S j (u) ◦ lim du ϕ t . (10.32)
t→t j (u)+0 t→t j (u)−0
Let us define for arbitrary j ∈ N0 and u ∈ Q j the transition operator S j (u) :

Tξ j (u) M → Tξ j (u) M with initial point u ∈ M by
dξ j (u) Fm j−1 (u) υ

S j (u)υ = ( f m j (u) (ξ j (u)) − f m j−1 (u) (ξ j (u))) + iddξ j (u) M
L fm j−1 (u) Fm j−1 (u) (ξ j (u))
(10.33)
for all υ ∈ Tξ j (u) M. By assumption the dominator in (10.33) is different from zero
for u ∈ Q j .
are given a piecewise smooth vector field f : M →

Lemma 10.5 Suppose that there
T M on the partition M = i∈I Mi and the C 1 -functions Fi : M → R satisfying
the properties (E1)–(E3). Then it holds:
(1) The transition operator (10.33) S j (u) : Tξ j (u) M → Tξ j (u) M has for arbitrary
j ∈ N and u ∈ Q j the property (10.32).
(2) Define for all t ∈ R+ and u ∈ Q the linear operator Y (t, u) : Tu M → Tϕ t (u)M
as Y (t, u) = duϕ t for t ∈ T (u) and all k ∈ N by

Y (tk (u), u) = Sk (u) ◦ lim Y (t, u) .
t→tk (u)−0
Then Y (t, u) has the form Y (t, u) = du ϕmt 0 (u) for t ∈ [0, t1 (u)) and

Y (t, u) = Ym j (u) (t − t j (u), ξ j (u)) ◦ S j (u) ◦ lim Y (τ, u) (10.34)
τ →t j (u)−0
for all j ∈ N and t ∈ [t j (u), t j+1 (u)) with Yk (t, u) := du ϕkt . Moreover the map
Y (·, u) is the normed for t = 0 fundamental solution of the variational equation
Dy
= ∇ f (ϕ t (u))y, (10.35)
dt
given for all t ∈ R+ \T (u).
Proof The first part of the assertion can be shown as in [16] for the linear space.
Let us fix arbitrary j ∈ N0 \{0} and u ∈ Q j . For brevity we put i := m j−1 (u) and
k := m j (u). By Eq. 10.29 we have for ϕ (·) (·) with arbitrary υ ∈ Tu M
t−t (u)
du ϕ t υ = du (ϕk j (ξ j (u)))υ
t−t (u) (10.36)
= − f k (ϕk j (u))du t j υ + Yk (t − t j (u), ξ j (u))du ξ j υ,
where du t j : Tu M → R and du ξ j : Tu M → Tξ j (u) M are the differentials of the

function t j and the map ξ j . Since ϕi0 ( p) = p and dξ ϕi0 = id Tp M for all p ∈ M
and l ∈ I we have
lim du ϕ t υ = − f k (ξ j )du t j υ + du ξ j υ. (10.37)

t→t j +0
By definition we have ξ j (u) = ϕ t j (u) (u) and consequently
du ξ j υ = f i (ξ j (u))du t j υ + lim du ϕ t υ. (10.38)

t→t j −0
t−t j−1 (u)

Let us consider the auxiliary map Ξi,t j (u) := ϕi (ξ j−1 (u)) and the auxiliary
t (u)
function h tj (u)
:= Fi (Ξi, j (t, u)) on M. In particular we have Ξi,j j (u) = ξ j (u).
Furthermore we receive for arbitrary υ ∈ Tu M
du h tj υ = dΞi,t j (u) Fi (du Ξi,t j υ)
t (u)
and since u ∈ Q j we have ḣ jj (u) = L fi Fi (ξ j (u)) = 0. By assumption (E3) we
t (u)
have the relation h jj (u) = 0 for all u ∈ Q j . From this by differentiation we get
L fi Fi (Ξi,t j (u))du t j υ + du h tj υ = 0
for all υ ∈ Tu M. Consequently we get

t (u)
du h jj υ dξ j (u) Fi (du Ξi,t j υ)
du t j υ = − =− . (10.39)
L fi Fi (ξ j (u)) L fi Fi (ξ j (u))
If we put (10.38) and (10.39) into (10.37), we get for arbitrary υ ∈ Tu M

lim du ϕ t υ =( f i (ξ j (u)) − f k (ξ j (u))du t j υ + lim du ϕ t υ (10.40)

t→t j +0 t→t j −0
f i (ξ j (u)) − f k (ξ j (u))
= dξ j (u) Fi (du Ξi,t j υ) + lim du ϕ t υ (10.41)
L fi Fi (ξ j (u)) t→t j −0
and with lim du ϕ t υ = du Ξi,t j υ we receive the assertion (1).

t→t j −0
Let us show now that the operator defined in (2) has the form (10.34). Note
that from the definition it follows immediately that Y (t, u) = du ϕmt 0 (u) for the
t ∈ [0, t1 (u)) . Suppose now that j ∈ N0 \{0} and t ∈ (t j−1 (u), t j (u)) are arbitrary.
Using the definition of Y (t, u) and the fact that f k (ϕ (·) (u)) is the solution of the
variational equation Dydt
= ∇ f k (ϕ t (u))y, we get with (10.36), (10.38) and (10.40)
for arbitrary υ ∈ Tu M
Y (t, u)υ = du ϕ t υ = Yk (t − t j (u), ξ j (u))[− f k (ξ j (u))du t j υ + du ξ j υ]

= Yk (t − t j (u), ξ j (u))[ f i (ξ j (u)) − f k (ξ j (u))]du t j υ + lim du ϕ t υ
t→t j −0
= Yk (t − t j (u), ξ j (u)) lim du ϕ υ t

t→t j +0
where again we have put i = m j−1 (u) and k = m j (u).

From this and assertion (1) of the theorem it follows that (10.34) is true. It remains
to show that any curve t → y(t, u) = Y (t, u)y0 with y(0, u) = y0 is a solution of
the variational equation (10.35). Let an arbitrary t ∈ (t j (u), t j+1 (u)) be fixed. Since
Ym j (u) (·, u) is the normed for t = 0 fundamental operator of the variational equation
Dy
dt
= ∇ f m j (u) y, we get with the presentation (10.34) in coordinates of a chart x
ki as coordinates for y, f m j (u) , Ym j (u) , S j resp.
around ϕ t (u) with y i , f i , Yki , Ski and Y
lim Y (t, u),
t−t j −0
Dy i
= ẏ i + Γlm
i
f l y m = Ẏsi y0s + Γlm
i
f l ym
dt
pr y0p + Γlm
= Ẏsi Srs Y i
f l ym
∂ f i k s r p
= Y S Y y + Γlm
i
f l ym
∂xk s r p 0
= ∇k f i yk.
But this is exactly the assertion in local coordinates of the chart x.

In the next theorem we use together the approach from [36], developed for vector
fields in Rn , and a result from [28]. Let us consider for t > 0 the sets
Ui,k := {u ∈ Mk ∩ Q | t ∈ (ti (u), ti+1 (u))} (10.42)
and write them for brevity as {U j } including in this family only non zero sets U j,k .
Suppose that the family {U j } has the following properties:
(U1) There exists an k0 ∈ N0 such that for arbitrary j ∈ N0 there is an ε0 ( j) > 0

with the property that for all ε ∈ (0, ε0 ] and all u ∈ M the number of j-tupel
(i 1 , . . . , i j ) satisfying B(u, ε) ∩ ϕ − j+1 (Ui j ) ∩ ϕ − j+2 (Ui j−1 ) ∩ . . . ∩ Ui1 = ∅
is not larger than k0 .
(U2) For any j ∈ N there exists an ε1 ( j) > 0 such that for all (i 1 , . . . , i j ) arbitrary
two points u, p ∈ ϕ − j+1 (Ui j ) ∩ ϕ − j+2 (Ui j ) ∩ . . . ∩ Ui j with ρ( p, u) < ε1 can
be connected by a continuous curve c p,u with c p,u \{ p, u} ⊂ B( p, ρ( p, u))
∩ ϕ − j+1 (Ui j ) ∩ ϕ − j+2 (Ui j ) ∩ . . . ∩ Ui j .
Theorem 10.8 Suppose that there are given the piecewise smooth differential equa-
tion (10.28) on the partition i∈I Mi of M and C 1 -smooth functions Fi : M → R
such that the assumptions (E1)–(E3) are satisfied.
Suppose further that K ⊂ Q ⊂ M is a compact set which is ϕ t invariant for some
t > 0. We set N (t, u) := max{ j ∈ N|t j (u) < t}. Assume that the sets Ui , defined in
(10.38), satisfy the properties (U1) and (U2) and the inequality
% N (u)

κd (ϕ s (u))ds + ln ωd (S j (u)) < 0 (10.43)
[0,τ ]\T (u) j=1
for all u ∈ K. Then dim H K ≤ d.
Proof The first steps are similarly to the proof in [36]. Assume that u ∈ K is arbitrary.
Let us introduce the abbreviation N := N (t, u), m i := m i (u), ti := ti (u) and ξi :=
ξi (u). From the representation (10.34) of the for t = 0 normed fundamental operator
Y (t, u) : Tu M → Tϕ t (u) M we get
Y (t, u) = Ym N (t − t N , ξ N ) ◦ S N (u) ◦ Ym N −1 (t N − t N −1 , ξ N −1 ) ◦ · · ·
(10.44)
◦Ym 1 (t2 − t1 , ξ1 ) ◦ S1 (u) ◦ Ym 0 (t1 , u).
Using the generalization of Horn’s lemma (Lemma 2.4, Chap. 2) with the abbrevi-
ation Yi := Ym i (ti+1 − ti , ξi ) and Si := Si (u) and Y Nt := Ym N (t − t N , ξi ), we derive

ωd Y (t, u) = ωd (Y Nt ◦ S N ◦ · · · ◦ Y1 ◦ S1 ◦ Y0 ) (10.45)
≤ ωd (Y Nt ) · . . . · ωd (Y0 )ωd (S N ) · . . . · ωd (S1 ).
Since the linear operator Ym j (·, ξ j ) for any j ∈ {0, . . . , N } is the for t = 0 normed
fundamental operator of the variational equation Dy dt
= ∇ f m j (ϕ t (u))y to the vector
field f m j , we can use the Liouville formula (10.25) and get
% )
t j+1
τ
ωd (Y j ) ≤ exp κd (ϕ (u))dτ (10.46)
tj
for all j ∈ {1, . . . , N − 1} and

% )
t
τ
ωd (Y Nt ) ≤ exp κd (ϕ (u))dτ . (10.47)
tj
From assumption (10.43) of the theorem and (10.45), (10.46) and (10.47) it follows
that
ωd (Y (t, u)) < 1. (10.48)
Now we consider the family of sets Ui . Because of the properties of the semiflow
ϕ (·) (·) and Lemma 10.4 the map ϕ t (·) is on every set int(Ui ) a C 1 -map and extendable
to a C 1 -map on Ui . Assumptions (U1) and (U2) and the inequality (10.48) allow us
to applicate Theorem 10.5. This directly gives the estimate dim H K ≤ d.
Remark 10.7 Suppose that the assumptions of Theorem 10.8 are satisfied. Addi-
tionally it is assumed that the vector field f is continuous. Then by Formula (10.33)
the transition operator S j is given as S j (u) = id Tξ j (u) M and the relation (10.32) has
the form
lim du ϕ t = lim du ϕ t
t→t j (u)+0 t→t j (u)−0
for all j ∈ N. This means that du ϕ t j (u) exists for all j ∈ N. Condition (10.43) sim-
plifies to %
κd (ϕ τ (u))dτ < 0
[0,t]\T (u)
for all u ∈ K.
10.3 Dimension Estimates for Maps with Special

Singularity Sets
In this section, which is based on the results of [27], a Douady-Oesterlé-type estimate

for another class of piecewise smooth dynamical systems is presented than in the
previous section. A special assumption on the Hausdorff measure of the singularity
set and its preimages is needed (see Theorem 10.9). In fact this as assumption is
easy to check for some interesting classes of systems and especially the theorem
is applicable in situation where the results from Sect. 10.2 can not be applied. The
general results will be applied to three classes of systems illustrating these facts.
Estimates of the Hausdorff dimension of invariant sets for the Belykh systems, for
the Lozi systems and for a class of piecewise affine solenoid-like systems will be
derived.
10.3.1 Definitions and Results
Let M be a C ∞ -Riemannian manifold and U ⊂ M. We consider now a special class

of piecewise smooth maps on U.
Definition 10.1 We say that a map ϕ : U → M fullfills condition (PC) if for all
m ∈ N there is a partition {U1m , . . . Ui(m)
m
} of U with connected Borel sets that have
compact closure such that ϕk := ϕ |Uk is a C 1 -map and is C 1 -extendable to some
m m m
open neighborhood of Umk for all k = 1, 2, . . . , i(m).
Remark 10.8 If we would not suppose that the sets Ukm are Borel and have compact
closure but would suppose that they are connected then condition (PC) would be
equivalent to condition (H0) and (H1) of Sect. 10.2
Given ϕ : U → M satisfying (PC) and u ∈ U we define the singular value function

of ϕ by ωd (ϕ, u) := ωd (du ϕ) where du ϕ : Tu M → Tϕ(u) M is the tangent map of
the C 1 -extension of ϕ.
Let us state the main result [27].
Theorem 10.9 Suppose ϕ : U → M satisfying condition (PC). Let K be a compact

ϕ-invariant, i.e. ϕ(K) = K, subset of U. If we have a number d ∈ (0, n] such that
sup ωd (ϕ, x) < 1 and ∀m ∈ N ∀k ∈ {1, . . . , i(m)} :

x∈K

μ H K ∩ (Ukm \ Ukm ), d = 0
then dim H K ≤ d holds.
Remark 10.9 We compare this result with Theorem 10.5 of Sect. 10.2 about the
Hausdorff dimension estimates for invariant sets piecewise smooth maps. We
replaced condition (H2) of this section by the assumption that the intersection of
K with the singularity set and its preimages has zero d-dimensional Hausdorff mea-
sure. We will see in Subsect. 10.3.3 that Theorem 10.9 is applicable in situations
were Theorem 10.5 of Sect. 10.2 is not applicable.
Remark 10.10 In some situations it is useful to replace the map ϕ by a power of ϕ

in order to get better dimension estimates by Theorem 10.9.
In the following corollary of Theorem 10.9 we introduce a Lyapunov function κ

into the dimension estimate.
Corollary 10.10 Suppose ϕ : U → M satisfying condition (PC). Let K be a com-

pact ϕ-invariant, i.e. ϕ(K) = K, subset of U. If we have a number d ∈ (0, n] and a
continuous function κ : K → R+ := {u ∈ R|u > 0} such that
10.3 Dimension Estimates for Maps with Special Singularity Sets 493
κ(ϕ(u))
sup ωd (ϕ, u) < 1 and ∀m ∈ N ∀k ∈ {1, . . . , i(m)} :
u∈K κ(u)

μ H K ∩ (Ukm \ Ukm ), d = 0
then dim H K ≤ d holds.
Proof We get Corollary 10.10 from Theorem 10.9 by the same arguments that were
used in the proof of Corollary 10.9 in Sect. 10.3.
10.3.2 Proof of the Main Result
The following lemma is essential for the proof of Theorem 10.9:

Lemma 10.6 Suppose that ϕ : U → M satisfies condition (PC). Furthermore sup-
pose that for d ∈ (0, n], m ∈ N and for a compact ϕ-invariant set K the inequality
supu∈K ωd (ϕ m , u) < δ holds. Then there exists an ε0 such that for all ε ∈ (0, ε0 ] we
have

i(m)
μ H ϕ m (K), d, c(d)δ 1/dε ≤ C(d)δ μ H (K, d, ε) + μ H (K ∩ (Ukm \ Ukm ), d, ε)
k=1
√
where c(d) = 2 2d + 1 and C(d) = 2d (d + 1)d .
Proof Let
ϕkm be the C 1 -extension of ϕkm to some open neighborhood of Ukm . We
have

i(m)
i(m)
ϕ m (K) = ϕkm (K ∩ Ukm ) ⊂
ϕkm (K ∩ Ukm ).
k=1 k=1
Hence
"

i(m)
μ H ϕ m (K), d, c(d)δ 1/dε ≤ μ H
ϕkm (K ∩ Ukm ), d, c(d)δ 1/dε
k=1

i(m)
≤ μH ϕkm (K ∩ Ukm ), d, c(d)δ 1/dε .
k=1
Fix k ∈ {1, . . . , i(m)}. Since

ϕkm is C 1 on some open neighborhood of the compact
set K ∩ Uk and
m
sup ωd ( ϕkm , u) < δ

u∈K∩Ukm
We get from Lemma 8.2, Chap. 8 that there exits ε0 (k) such that for all
ε ∈ (0, ε0 (k)]

μH
ϕkm (K ∩ Ukm ), d, c(d)δ 1/dε ≤ C(d)δμ H (K ∩ Ukm , d, ε).
Now let ε0 := min{ε0 (k)|k = 1, . . . , i(m)} and ε ∈ (0, ε0 ]. We get

i(m)
μ H ϕ m (K), d, c(d)δ 1/dε ≤ C(d)δ μ H (K ∩ Ukm , d, ε)
k=1
and, using the fact that K ∩ Ukm ⊂ (K ∩ Ukm ) ∪ (Ukm \ Ukm ),
i(m)

μ H ϕ m (K), d, c(d)δ 1/dε ≤ C(d)δ μ H (K ∩ Ukm , d, ε) + μ H K ∩ (Ukm \ Ukm ), d, ε
k=1
i(m)

= C(d)δ μ H (K, d, ε) + μ H (K ∩ (Ukm \ Ukm ), d, ε) .
k=1
To get the last equality we used the fact that Ukm ∩ K are disjoint Borel sets and
μ H (·, d, ε) is a Borel measure (see [31]) and thus especially additive.
We need one another simple lemma that is about the singular value function.
Lemma 10.7 Suppose ϕ : U → M satisfying condition (PC). Let K be a compact
ϕ-invariant, i.e. ϕ(K) = K subset of U and let d ∈ (0, n]. Then we have
sup ωd (ϕ m , u) ≤ (sup ωd (ϕ, u))m .

u∈K u∈K
Proof This lemma follows immediately from Proposition 7.14 of Sect. 7. The proof
can be done in exactly the same way as in the usual situation of C 1 maps (see the
corresponding statements in Chap. 5.
Proof of Theorem 10.9 . We know from Lemma 10.7 that if supu∈K ωd (ϕ, u) < 1
holds we have
lim sup ωd (ϕ m , u) = 0.
m→∞ u,∈K
Hence under first assumptions of our theorem there exist m ∈ N and δ ≥ 0 such
that C(d)δ < 1, c(d)δ 1/d < 1 and supu∈K ωd (ϕ m , u) < δ. Using c(d)δ 1/d < 1 and
the invariance of K we have

μ H (K, d, ε) ≤ μ H K, d, c(d)δ 1/dε = μ H (ϕ m (K), d, c(d)δ 1/dε .
Thus we get from Lemma 10.6 that there exits an ε0 such that for all ε ∈ (0, ε0 ]

i(m)
μ H (K, d, ε) ≤ C(d)δ μ H (K, d, ε) + μ H (K ∩ (Ukm \ Ukm ), d, ε)
k=1
and, using C(d)δ < 1,
C(d)δ
i(m)
μ H (K, d, ε) ≤ μ H K ∩ (Ukm \ Ukm ), d, ε .
1 − C(d)δ k=1
Using the second assumption of the theorem we see that the expression on the
right hand tends to zero for ε → 0. Hence we have μ H (K, d) = 0 and consequently
dim H K ≤ d.
10.3.3 Applications
The Belykh Systems. We consider the class of Belykh systems given by the piecewise
affine transformations
ϕδ : [−1, 1]2 → [−1, 1]2 with

(δ1 x + (1 − δ1 ), δ2 y + (1 − δ2 )), for y ≥ δ3 x,
ϕδ (x, y) =
(δ1 x − (1 − δ1 ), δ2 y − (1 − δ2 )), for y < δ3 x,
where δ = (δ1 , δ2 , δ3 ) is a parameter with δ1 ∈ (0, 1), δ3 ∈ (−1, 1) and δ2 ∈ (1, 2/

(|δ3 | + 1)]) (see Fig. 10.4). The original Belykh map was introduced in [3]. This
version of the Belykh map is due to by Pesin [30] who studied ergodic properties of
this map. Dimensional theoretical properties of the Belykh attractor were studied by
Schmeling [35].
We want to apply Theorem 10.9 to these systems.
Estimate 10.1 Let δ1 ∈ (0, 1), δ3 ∈ (−1, 1) and δ2 ∈ (1, 2/(|δ3 | + 1)]) be given
and let K be a compact set which is invariant under ϕδ . Then
dim H K ≤ 1 − log δ2 / log δ1 .
Proof Let d = (1 − log δ2 / log δ1 ) + ε where ε > 0. Note that d > 1. The singu-
lar values of du ϕδ are constant and given by δ2 > δ1 > 0. Hence ωd (ϕδ , (x, y))
= δ2 δ1d−1 = δ1ε < 1. Obviously we can choose the partitions ({U1m , . . . , Ui(m)
m
}) in
a way such that the partition elements have one dimensional boundary and hence
Fig. 10.4 The Belykh maps
μ H (Ukm \ Ukm , d) = 0. By Theorem 10.9 we get now dim H K ≤ d. Since ε > 0 was
arbitrary our claim is proved.
Remark 10.11
(a) Estimate 10.1 only gives some information if δ2 < δ1−1 . If this is not the case we
have the trivial estimate by dimension two.
(b) Schmeling [35] showed that for almost all parameter values (with some tech-
nical restrictions) the Hausdorff dimension of the Belykh attractor is given by
min{2, 1 − log δ2 / log δ1 }. Thus if δ2 < δ1−1 the estimate obtained by Theorem
10.9 is at least generically sharp.
(c) In Sect. 10.2 it is remarked that we could not apply Theorem 10.5 to the Belykh
systems in general. Thus we see that there are situations where Theorem 10.9 is
more appropriate.
The Lozi Systems. Now for b ∈ (0, 1) and a ∈ (0, 2(1 − b)) we consider the class
of Lozi systems (see [30]) given by the transformations
ϕa,b : [−1/(1 − b), 1/(1 − b)]2 → [−1/(1 − b), 1/(1 + b)]2
ϕa,b (x, y) = (1 + by − a|x|, x).
The Lozi map (see Fig. 10.5) was introduced by Lozi [24]. Ergodic properties of
the map were studied in [7] and estimates of the Hausdorff dimension were given by
Ishii [15].
By Theorem 10.9 we get the following dimension estimate.
Fig. 10.5 The Lozi maps
Estimate 10.2 Let b ∈ (0, 1) and a ∈ (0, 2(1 − b)) and let K be a compact subset
of the set [−1/(1 − b), 1/(1 − b)]2 which is invariant under the Lozi map ϕa,b . Set

β1 = 1/2( (a 2 + b2 + 1)2 − 4b2 + a 2 + b2 + 1) and

β2 = 1/2(− (a 2 + b2 + 1)2 − 4b2 + a 2 + b2 + 1.
Furthermore assume that β2 < 1. Then we have
dim H K ≤ 1 − log β1 / log β2 .
Proof Let d = 1 − log β1 log β2 + ε where ε > 0. Note that for all (x, y) ∈ [−1/
(1 − b), 1/(1 − b)]2 we have

a 2 + 1 −ab
d(x,y) ϕa,b = if x ≥ 0,
−ab b2

a2 + 1 ab
d(x,y) ϕa,b = if x < 0.
ab b2
A simple
√ calculation√shows that the singular values are constant and given by
α1 = β1 and α2 = β2 . We have ωd (ϕa,b , (x, y)) = α1 α2d−1 = α2ε < 1. Further-
more the singularity set of the system ([−1/(1 − b), 1/(1 − b)]2 , ϕa,b ) is given
by S = [−1, 1] × {0} and since ϕa,b is just a affine map on [−1/(1 − b), 0]2 and
m −i
[0, 1/(1 − b)] we see that i=0
2
ϕa,b (S) consists of a finite number of line segments.
Hence we can choose the Uk as domains bounded by a polygon. The boundary of
m
these sets is thus one dimensional and since d > 1 we get μ H (Ukm \ Ukm , d) = 0. We
Fig. 10.6 The action of ϕβ : [−1, 1]3 → [−1, 1]3
are thus in a situation where Theorem 10.9 applies and since ε > 0 was arbitrary our
claim is proved.
Remark 10.12 If we set b = 1.7 and a = 0.1 we get dim H K ≤ 1.18761294 . . .

which is better than the upper estimate by 1.247848 . . . found in [15]. In [15] a lower
bound on the Hausdorff dimension is given by 1.16669 . . . . In fact we do not know
if our upper bound is sharp.
Piecewise Affine Solenoid Like Systems. Consider the following class of three
dimensional piecewise affine maps
ϕβ : [−1, 1]3 → [−1, 1]3

(β1 x + (1 − β1 ), 2y − 1, β3 z + (1 − β3 )) for y≥0
ϕβ (x, y, z) =
(β2 x − (1 − β2 ), 2y + 1, β4 z − (1 − β4 )) for y<0
where β = (β1 , β2 , β3 , β4 ) ∈ P := {(u, υ, s, t)|u, υ, s, t ∈ (0, 1), s + t ≥ 1,

u + υ < 1, u > υ, s > t} (see Fig. 10.6).
Again by Theorem 10.9 we can get a dimension estimate.
Estimate 10.3 Let β = (β1 , β2 , β3 , β4 ) ∈ P and K be a compact ϕβ invariant set.

Then
log(2β1 )
dim H K ≤ 2 − .
log(β3 )
1)
Proof Let d = 2 − log(2β
log(β3 )
+ ε where ε > 0. The singular values at a point (x, y, z)
are given by 2 ≥ β1 ≥ β3 if y ≥ 0 and 2 ≥ β1 ≥ β3 if y < 0. Thus ωd (ϕβ , (x, y, z))=
2β1 β3d−2 if y ≥ 0 and ωd (ϕβ , (x, y, z)) = 2β2 β4d−2 if y < 0. But anyway we have
ωd (ϕβ , (x, y, z)) < 1. It is easy to see that one can choose the sets Uim with two
dimensional boundary and since d > 2 we get μ H (Ukm \ Ukm , d) = 0.
Remark 10.13 It follows from [26] that the Hausdorff dimension of the attractor of
the map ϕβ is always bounded from above by the solution x of β1 β3x−2 + β2 β4x−2 = 1
and that in some parts of the parameter space this upper bound is at least generically
sharp (in the sense of Lebesgue measure). This example shows that the estimates
obtained by Theorem 10.9 can not be expected to be sharp in general. The problem is
that the singular value function is not constant here and Douady-Oesterlé-type esti-
mates take the worst contraction rates of the system everywhere into consideration.
If we consider the symmetric case β1 = β2 and β3 = β4 the singular value function
is constant and the estimate in Theorem 10.9 is generically sharp (see again [26]).
10.4 Lower Dimension Estimates
10.4.1 Frequency-Domain Conditions for Lower Topological

Dimension Bounds of Global B-Attractors
In this subsection we derive a lower topological dimension estimate of a global B-

attractor which is based on the results of [18]. Clearly (see Proposition 3.20, Chap. 3)
that such a bound is also a lower bound for the Hausdorff and fractal dimensions.
Suppose that a discrete-time system in Rn is given by
u t+1 = Au t + b φ ((c, u t )), (10.49)
where A is an n × n matrix, b and c are n-vectors, φ : R → R is a continuous

piecewise linear function having only a countable set of discontinuities of the first
derivative Z := {σ j | j = 1, 2, . . .}. We suppose that all points of Z are isolated in
a strong sense, i.e. there exists a number τ > 0 such that
| σi − σ j | ≥ τ, ∀σi , σ j ∈ Z, i = j.
Let us also assume that
det(A + bc∗ φ (σ )) = 0, ∀σ ∈ R\Z, (10.50)
and that there exist two real numbers κ1 < 0 and κ2 > 0 such that
(φ (σ ) − κ1 ) (φ (σ ) − κ2 ) ≥ 0, ∀σ ∈ R\Z. (10.51)
Introduce the transfer function of the linear part of (10.49) given for z ∈ C with
det(A − z I ) = 0 by
W (z) := c∗ (A − z I )−1 b.
Denote the discrete-time dynamical system, generated through (10.49) by {ϕ t }t∈N0 .

We assume that this dynamical system has a global minimal B-attractor ARn ,min . The
next theorem [18] gives a lower estimate for the topological dimension of this attrac-
tor.
Theorem 10.10 Suppose that there is a number θ > 2 such that the following con-
ditions are satisfied:
(1) The matrix θ1 (A + κ1 bc∗ ) has m eigenvalues (1 ≤ m ≤ n) outside the unit circle
around
the origin and n − m eigenvalues inside this circle;

(2) Re 1 + κ1 W (θ z) 1 + κ2 W (θ z) < 0, ∀z ∈ C, | z | = 1.
Then dim T ARn ,min ≥ m.
Proof According to conditions (1) and (2) of the theorem we can use the Kalman-
Szegö theorem (Theorem 2.10, Chap. 2) to conclude that there exists a real symmetric
n × n matrix P such that
1
(P(Au + b ξ ), Au + b ξ ) − (Pu, u) (10.52)
θ

2
+ ξ − κ2 (c, u) ξ − κ1 (c, u) < 0, ∀u ∈ Rn , ∀ξ ∈ R, |u| + |ξ | = 0.
Here (·, ·) denotes the scalar product in Rn . If we put in (10.52) ξ = κ1 (c, u), u ∈ Rn ,
we get the inequality
1
P(A + κ1 bc∗ )u, (A + κ1 bc∗ )u − (Pu, u) < 0, ∀u ∈ Rn , u = 0.
θ2
From this, condition (1) of the theorem and Lemma 2.8, Chap. 2, it follows that
the matrix P has m negative and n − m positive eigenvalues.
W.l.o.g. let us assume that the matrix P and a vector u ∈ Rn can be written as

−Im 0 x
P= , u= ,
0 In−m y
where Ir denotes the r × r unit matrix and x ∈ Rm , y ∈ Rn−m . Introduce the

quadratic form V (u) := (Pu, u), u ∈ Rn , which now can be written as V (u) =
| x |2 − | y |2 . Consider with δ > 0 at a point u 0 ∈ Rn the closed ball Bδ (u 0 ) := {u ∈

Rn | u − u 0 | ≤ δ}, where
τ
δ< . (10.53)
2|c|
x0
Write u 0 as u 0 = y0
with x0 ∈ Rm , y0 ∈ Rn−m , and consider the linear subspace
x
L0m := {u = y
∈ Rn | y = y0 }.
10.4 Lower Dimension Estimates 501
It follows from the inequality (10.53) that at most one hyperplane of the type
{u | (c, u) = σ j , σ j ∈ Z} can intersect Bδ (u 0 ). Then there exists a point u 1 ∈ Bδ (u 0 )
∩ L0m such that the ball Bδ/2 (u 1 ) is included in Bδ (u 0 ) and Bδ/2 (u 1 ) does not intersect
the hyperplane {u | (c, u) = σ j }. It follows from (10.51) to (10.52) that for ∈ Bδ/2 (u 1 )
we have the inequality
V (ϕ 1 (υ) − ϕ 1 (u 1 )) ≤ θ 2 V (υ − u 1 ).
From this, the inequality θ > 2 and the special representation of V it follows that
Bδ (ϕ 1 (u 1 )) ∩ L1m ⊂ ϕ 1 (Bδ/2 (u 1 ) ∩ L0m ),
where L1m is the linear set spanned by the elements of the set ϕ 1 (Bδ/2 (u 1 ) ∩ L0m ).
It is easy to see that according to the piecewise linearity of φ and the choice of
Bδ/2 (u 1 ) the set L1m is a linear m-dimensional subspace of Rn . Note that the ball
Bδ (ϕ 1 (u 1 )) according to (10.53) can intersect the hyperplane {u | (c, u) = σ j } at most
for one σ j ∈ Z. The preimage of the intersection of the hyperplane with Bδ (ϕ 1 (u 1 ))
is also part of some hyperplane. This follows from the fact that the inverse map
ϕ −1 := (ϕ 1 )−1 exists as a linear and regular map on the set Bδ (ϕ 1 (u 1 )). It is evident
that there exists a vector u 2 ∈ Bδ/2 (u 1 ) ∩ L0m such that Bδ/4 (u 2 ) ⊂ Bδ/2 (u 1 ) and the
ball Bδ/4 (u 2 ) does not have intersections with the set

ϕ −1 {u | (c, u) = σ j } ∩ Bδ (ϕ 1 (u 1 ) .
Again from (10.51) and (10.52) it is follows that, for each υ ∈ Bδ/4 (u 2 ), we have
the inequality
V (ϕ 2 (υ) − ϕ 2 (u 2 )) ≤ θ 4 V (υ − u 2 ).
From this, the inequality θ > 2 and from the special structure of V it follows that
Bδ (ϕ 2 (u 2 )) ∩ L2m ⊂ ϕ 2 (Bδ/4 (u 2 ) ∩ L0m ),
where L2m is the linear set spanned by the elements of the set ϕ 2 (Bδ/4 (u 2 ) ∩ L0m ).
If we continue this procedure we get sequences of points {u k }∞
k=0 and of linear m-
dimensional sets {Lkm }∞
k=0 such that
Bδ (ϕ k (u k )) ∩ Lkm ⊂ ϕ k (Bδ (u 0 )).
Since the sequence {ϕ k (u k )}∞ k=0 belongs for all sufficiently large k to an ε-
neighborhood of the bounded global B-attractor ARn ,min , this sequence is bounded.
Thus we can choose a subsequence ki → ∞ such that ϕ ki (u ki ) → u as i → ∞, where

u ∈ Rn is some point. But then we also find a subsequence, which we denote again
by {ki }, such that the sets B2δ (
u ) ∩ Lkmi converge in the following sense: there exists
a linear m-dimensional subspace L m such that for each υ ∈ B2δ (u) ∩
Lm we have
dist(υ, B2δ (
u ) ∩ Lkmi ) → 0 as i → ∞. Here dist(υ, Z) denotes the distance between
a point υ ∈ Rn and a set Z ⊂ Rn . But this implies that Bδ/2 ( u ) ∩ Lm ⊂ ARn ,min .
From Proposition 3.3, Chap. 3, it follows that
u) ∩
dim T (Bδ/2 ( Lm ) = m ≤ dim T ARn ,min .
It is easy to generalize Theorem 10.10 to the situation where system (10.49)

defines a discrete-time dynamical system on the flat cylinder. Suppose, for this, there
exists a vector Δ ∈ Rn , Δ = 0, such that
ϕ t (u + kΔ) = ϕ t (u) + kΔ, t = 0, 1, 2, . . . , k = 0, 1, 2, . . . , u ∈ Rn .

(10.54)
If this property is given, system (10.49) can be considered on the flat cylinder
Rn /G with G := {kΔ | k ∈ Z}. W.l.o.g. we can assume that system (10.49) is given
with
A0 0 b0
A= ∗ , b = (10.55)
c0 1 q0
and a function φ as above with the additional property
φ(σ + 2π ) = φ(σ ), ∀σ ∈ R. (10.56)
Here A0 is an (n − 1) × (n − 1) matrix having all eigenvalues inside the unit disc,

c0 and b0 are (n − 1)-vectors and qo is a real number.
The transfer function W for the linear part of (10.49), (10.55), and (10.56) is given
by
1 ∗
W (z) = c (A0 − z I )−1 b0 − q0 . (10.57)
1−z 0
Let us assume that system (10.49), (10.55), and (10.56), considered as dynamical
system on the flat cylinder Rn /G with G = {kΔ | k ∈ Z}, Δ∗ = (0, 0, . . . , 2π ), has
a global minimal B-attractor ARn /G,min .
Theorem 10.11 Suppose that there exists a θ > 2 such that the transfer function W
given by (10.57) satisfies the conditions (1) and (2) of Theorem 10.10.
Then dim T ARn /G,min ≥ m.
Example 10.13 Consider a system (10.49), (10.55), and (10.56), with n = 2 and
the transfer function (10.57) given by
β2 z
W (z) = , z ∈ C, z = 1, z = β1 , (10.58)
(z − 1)(z − β1 )
where β1 and β2 are real numbers satisfying 0 < | β1 | < 1, β2 > 0. Suppose that φ
is a continuous piecewise linear 2π -periodic function satisfying (10.50) with −κ1 =
κ2 =: κ.
Note that such a discrete-time dynamical system describes, for example, period-
ically kicked rotators [37] or systems of phase synchronization [22].
It follows from the stability of A0 and the boundedness of φ that the system
given by (10.58) is dissipative on the cylinder Rn /G (see the proof of Proposition
1.6, Chap. 1). According to Proposition 1.6, Chap. 1, there exists a minimal global
B-attractor ARn /G,min .
Let us check the conditions of Theorem 10.11. Assume that θ > 0 is a number.
Then the eigenvalues of θ1 (A + κ1 bc∗ ) are the zeros of the polynomial (θ z − 1)(θ z −
β1 ) −κβ2 θ z. Thus the assumptions (1) and (2) of Theorem 10.11 are satisfied if

(κβ2 + β1 + 1) + (κβ2 + β1 + 1)2 − 4β1 > 2θ
and
(1 + θ )(β1 + θ )
κβ2 > .
θ
It follows that in this case dim T ARn /G,min ≥ 1.
10.4.2 Lower Estimates of the Hausdorff Dimension

of Global B-Attractors
Suppose in this subsection that {ϕ t }t∈T is a dynamical system on the open set D of
the Banach space (E, | · |) and AE ⊂ D is a compact subset.
The next theorem and the corollary are proved in [23]. For definitions see Sect.
B.5, Appendix B.
Theorem 10.12 Suppose:
(a) AE is a global B-attractor of {ϕ t }t∈T ;
(b) There is a bounded sequence {k } of parameterized (m + 1)-surfaces in D and
a sequence {tk } in T, tk → +∞, such that the parameterized m-boundaries of
(ϕ tk ◦ k ), k = 1, 2, . . . , are simple and δ-linked for some δ > 0.
Then dim H AE ≥ m + 1.
Proof Let {Bri } be an open 2ε -cover of AE by balls of radius ri ≤ ε/2. Since AE

attracts bounded sets, ϕ t ( i i (U i )) ⊂ i Bri for t sufficiently large, where U i is

the domain of i . In particular, (ϕ tk ◦ k )(U k ) ⊂ i Bri when k is large and therefore

0 < cm−1 δ m+1 ≤ (2ri )m+1 = 2m+1 rim+1
i i
from Proposition B.3, Appendix B. Thus μ H (AE , m + 1) > 0. It follows from this
and the property (P4), Subsect. 3.2.1, Chap. 3, that dim H AE ≥ m + 1.
Corollary 10.11 Suppose:

(a) AE is a global B-attractor of {ϕ t }t∈T ;
(b) C ⊂ AE , where C is the trace of an ordinary δ-linked parameterized m-boundary
of an parameterized (m + 1)-surface in D ;
(c) ϕ t is one-to-one on C and ϕ t (C) = C for some t > 0.
Then dim H AE ≥ m + 1.
Proof Let : U → D be the parameterized (m + 1)-surface in D such that (∂U) =

C ⊂ AE . Let k := , k = 1, 2, . . . . Since (U) is bounded, {k } is a bounded
sequence of parameterized (m + 1)-surfaces in D. Since ϕ t is one-to-one on C, if
tk := kt, Proposition B.2, Appendix B implies that the boundaries ∂ (ϕ kt ◦ k ) =
ϕ kt ◦ |∂U , k = 1, 2, . . . , are δ-linked. Thus all conditions of Theorem 10.12 are
satisfied.
The estimation technique of M. Y. Li and J. S. Muldowney, represented in Theorem

10.12, is connected with the evolution of functionals and δ-linked boundaries under
the dynamical system. It is naturally to use currents for such estimations. Currents
are generalized surfaces. They are obtained by viewing an m-dimensional oriented
surface as defining a continuous linear functional on the space of differential m-forms
with compact support. In Sect. B.6, Appendix B we have briefly sketched the ideas
from geometric measure theory needed for our presentation. The following are due
to [32].
Let us assume that a C ∞ -smooth dynamical system ({ϕ t }t∈T , Rn , | · |) is given.
Theorem 10.13 Suppose that the following conditions are satisfied:

(i) The set A ≡ ARn is the global B-attractor of the dynamical system {ϕ t }t∈T ;
∞
∞ is a sequence {Tk }k=1 of (m + 1)-dimensional real flat chains
(ii) There
∞
such that
k=1 supp T k is bounded, and there exists a sequence of times {t k k=1 , tk ∈ T,
}
such that ϕ∗tk Tk 0 as k → ∞.
Then dim H A ≥ m + 1.
In order to prove this theorem we need the following lemma.
Lemma 10.8 Let T be a k-dimensional real flat chain T = 0. Then dim H (supp T ) ≥
m + 1.
Proof Suppose that dim H (supp T ) < m + 1. Then the property (P4), Subsect. 3.2.1,
Chap. 3, implies that μ H (supp T, m + 1) = 0. From Theorem B.5, Appendix B it
follows that T = 0. But this contradicts our assumption.
Proof (of Theorem 10.13) Let ε > 0 and δ > 0 be arbitrary numbers and {Bi }i≥1 be
a countable cover of A by balls of radius ri ≤ δ such that

rim+1 ≤ μ H (A, m + 1, δ) + ε. (10.59)
i≥1
Since A attracts bounded sets there exists a t0 ∈ T such that for all t ≥ t0 , t ∈ T,
we have
ϕt supp Tk ⊂ Bi .
k≥1 i≥1
In particular,
ϕ tk (supp Tk ) ⊂ Bi , (10.60)
i≥1
when k is large enough.

Since (see Sect. B.6, Appendix B) supp (ϕ∗tk Tk ) ⊂ ϕ tk (supp Tk ) for k = 1, 2, . . . ,
we get from (10.60) that
supp (ϕ∗tk Tk ) ⊂ Bi , (10.61)
i≥1
when k is large enough.

∞
From Lemma 10.8 it follows that there exists a δ > 0 and a subsequence {tki }i=1
∞
of {tk }k=1 such that (with δ from (10.59))
tk
0 < δ ≤ μ H (supp ϕ∗ i Tki , m + 1, δ). (10.62)
Now it follows from (10.59), (10.61), and (10.62) that

tk

δ ≤ μ H (supp ϕ∗ i Tki , m + 1, δ) ≤ μ H Bi , m + 1, δ ≤ μ H (A, m + 1, δ) + ε.
i≥1
But this implies μ H (A, m + 1) > 0. From (P4), Chap. 3, it follows that dim H A ≥
m + 1.
Remark 10.14 The Koch curve K(φ1 , φ2 ) of Subsect. 3.2.3, Chap. 3, supports an 1-
dimensional integral flat chain T with supp T ⊂ K(φ1 , φ2 ). The construction of such
T for K(φ1 , φ2 ), and, more general, for arbitrary self-similar sets K(φ1 , . . . , φm ), is
considered in [14]. In particular such integral flat chains can be used, in order to
verify the conditions of Theorem 10.13.
Remark 10.15 Various types of other functionals for the Hausdorff dimension esti-
mation are used by Leonov [19] and by Leonov and Florynskii [21]. These function-
als are called Hausdorff-Lebesgue functionals [19] and, more general, Hausdorff
functionals [21]. In a number of dimension estimations for attractors of dynamical
systems the use of such functionals seems to be more efficient than the direct use of
the outer Hausdorff measures.
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Appendix A
Basic Facts from Manifold Theory
A.1 Definition of a Differentiable Manifold
In this section we shall repeat some well-known facts and basic definitions on dynam-
ical systems on finite-dimensional manifolds. Suppose M is an arbitrary set. An n-
dimensional chart on M is a bijection x : D(x) ⊂ M → R(x) ⊂ Rn , where R(x)
is open in Rn .
An n-dimensional atlas of class C k (k ≥ 0) on M is a set A of n-dimensional
charts such that:

(AT1) D(x) = M ;
x∈A
(AT2) x(D(x) ∩ D(y)) is open in Rn for arbitrary x, y ∈ A ;
(AT3) The map y ◦ x −1 : x(D(x) ∩ D(y)) → y(D(x) ∩ D(y)) is of class C k for
each x, y ∈ A.
Suppose A is an n-dimensional atlas of class C k on M and x is an arbitrary n-
dimensional chart on M. This chart is C k -compatible with A if A ∪ {x} is also an
n-dimensional C k -atlas on M. An n-dimensional atlas of class C k is called maximal
if any C k -compatible n-dimensional chart on M belongs to A. Denote this (unique)
maximal atlas by Amax . A pair (M, Amax ), where M is a set and Amax is the maximal
n-dimensional C k -atlas on M, is called n-dimensional C k -manifold. The family of
sets S := {D(x) ⊂ M|x ∈ Amax } can be considered as the basis for a topology. The
topology on M which is generated by S is the canonical topology Tcan . In the sequel,
we assume that any n-dimensional C k -manifold is Hausdorff, i.e. any two distinct
points in M have disjunct neighborhoods.
Note that any n-dimensional C k -manifold is locally compact, i.e. each point in
M has a compact neighborhood. It follows that any manifold is regular, i.e. each
point has, together with an open neighborhood, also a closed neighborhood. Any
n-dimensional C k -manifold is locally connected, i.e. each neighborhood of a point
contains a connected neighborhood. An open set U of an n-dimensional C k -manifold
https://doi.org/10.1007/978-3-030-50987-3
510 Appendix A: Basic Facts from Manifold Theory
M considered with a topology which is induced from the canonical topology of M,

is an n-dimensional C k -manifold.
If M and N are n- and m-dimensional C k -manifolds with the atlas AM and AN ,
respectively, then the cartesian product M × N , associated with the atlas
A = {x × y : D(x) × D(y) → R(x) × R(y), x ∈ AM , y ∈ AN }, is an (n + m)-
dimensional C k -manifold, which is called a product manifold.
Example A.1 (a) The space Rn can be considered as an n-dimensional

C ∞ -manifold. A C ∞ -atlas for Rn is A = {id} with id: Rn → Rn being the identical
map. The maximal C ∞ -atlas contains as charts all C ∞ -diffeomorphisms
x : D(x) ⊂ Rn → R(x) ⊂ Rn with D(x) and R(x) open.

m
(b) Suppose Γ = ki ei , ki ∈ Z is a discrete subgroup of Rn , e1 , . . . , em with
ε=1
m ≤ n are elements of the canonical basis. Consider the canonical projection π :
Rn → Rn /Γ defined as υ ∈ Rn → [υ] = υ + Γ.
An n-dimensional atlas for Rn /Γ is given by A = {π|−1 π(U )
|π(U) → U , U ⊂ Rn
open, π : U → R /Γ is injective}. Then the n-dimensional C ∞ -manifold (Rn /Γ,
n
Amax ) is called a (flat) cylinder. If m = n the (flat) cylinder is called (flat) torus.
The next theorem is called Brouwer’s theorem on the invariance of domain [3, 6].
Theorem A.1 Let S be an arbitrary subset of the n-dimensional Euclidean space En

and φ a homeomorphism of S on another subset φ(S) of En . Then if u is an interior
point of S (with respect to En ), φ(u) is an interior point of φ(S) (with respect to
En ). In particular, if S and S are homeomorphic subsets of En and S is open, then
S is open.
Remark A.1 (a) Theorem A.1 remains true if the n-dimensional Euclidean space
En is replaced by an arbitrary n-dimensional C k -manifold M: For every point
of S there is a neighborhood in M which is homeomorphic to En .
(b) As it is mentioned in [6] Theorem A.1 includes the Theorem on invariance of
dimension of Euclidean spaces, i.e. En and Em are homeomorphic if and only if
n = m.
The following classification theorem for smooth one-dimensional connected man-

ifolds can be found in [9].
Theorem A.2 Any connected C ∞ -smooth one-dimensional manifold is diffeomor-

phic either to S 1 or to some interval of R.
Let us note that an interval of R is any connected subset of R different from a point.
An interval can be finite or infinite, closed, open or semi-open. Since any interval is
diffeomorphic either to [0, 1], to (0, 1] or (0, 1), the above theorem says that there
are exactly four different types of connected one-dimensional C ∞ -manifolds.
Appendix A: Basic Facts from Manifold Theory 511
The definition of a manifold with boundary M is similar to the definition of a

now two kinds of charts. Let R+
n
manifold without boundary. However there are
n 1
denote the region R+ = {(x , . . . , x ) ∈ R x ≥ 0}. In some charts x : D(x) ⊂
n 1 n
M → R(x), the domain D(x) is mapped onto a certain open subset of Rn , in some
other charts y : D(y) ⊂ M → R(y) the domain D(y) is mapped onto a certain
(relative) open subset of Rn+ . As before, the chart’s domains {D(x)} cover M, and
two different charts define differentiable transition functions. The boundary ∂M of
M is by definition the set of all points of M whose images under charts lie on the
boundary of Rn+ defined by x 1 = 0. It is easy to see that ∂M is an (n − 1)-dimensional
manifold of the same class as M.
A.2 Tangent Space, Tangent Bundle and Differential
Suppose that M is an n-dimensional C k -manifold. If p ∈ M is a point, x and y

are two arbitrary charts around p and ξ, η ∈ Rn , then we introduce the equivalence
relation ( p, x, ξ ) ∼ ( p, y, η) ⇔ η = (y ◦ x −1 ) (x( p)) ξ. The equivalence class
[ p, x, ξ ] := {( p, y, η)|( p, y, η) ∼ ( p, x, ξ )}
is called tangent vector at p. The tangent space of M at p ∈ M is the set T p M

of all equivalence classes [ p, x, ξ ] such that p ∈ D(x) and connected with a vector
space structure given by
(1) [ p, x, ξ ] + [ p, x, η] := [ p, x, ξ + η] , ∀ ξ, η ∈ Rn ;
(2) λ[ p, x, ξ ] := [ p, x, λ ξ ] , ∀ λ ∈ R, ∀ ξ ∈ Rn .
It can be shown that this definition is correct, i.e. does not
depend on the chart x.
The tangent bundle T M of M is defined by T M := T p M and the natural
p∈M
projection π is given by π : T M → M with [ p, x, ξ ] → p.
It can be shown that T M can be considered as Hausdorff 2 n-dimensional C k−1 -
manifold.
Suppose that M and N are n-dimensional C k -manifolds. The map φ : M → N
is said to be C r -differentiable (1 ≤ r ≤ k) at p ∈ M if there are charts x around
p and y around φ( p) such that the map y ◦ φ ◦ x −1 is C r -differentiable in x( p). It
is easy to see that the definition does not depend on the charts x and y. The map
φ : M → N is called C r -differentiable if φ is C r -differentiable at any point of M,
and is called a C r -diffeomorphism if φ is bijective, φ is C r -differentiable on M and
φ −1 is C r -differentiable on N .
Suppose that φ : M → N is of class C 1 . The differential of φ at p ∈ M is the
linear map d p φ : T p M → Tφ( p) N given by

d p φ [ p, x, ξ ] = φ( p), y, (y ◦ φ ◦ x −1 ) (x( p))ξ ,
where x is a chart at p ∈ M, y is a chart at φ( p). One can easily show that this
definition is independent of x and y.
The rank of the differential dφ at p is defined by rank (d p φ)
= rank(y ◦ φ ◦ x −1 ) (x( p)), where x and y are arbitrary charts around p and φ( p),
respectively.
If N = Rn we can write T Rn ∼ = Rn × Rn and d φ : T M → Rn × Rn is defined
by
dφ ([ p, x, ξ ]) := (φ ( p), (φ ◦ x −1 ) (x( p)) ξ ) .
In particular one can show that, if x is a chart on M then d x([ p, x, ξ ]) = (x( p),
(x ◦ x −1 ) (x( p))ξ ) = (x( p), ξ ) is a chart and {d x|x ∈ A} is a 2 n-dimensional C k−1 -
atlas on T M.
The subset Z of the n-dimensional C k -manifold M is said to be a submanifold if
there is a natural m < n such that any point p ∈ Z belongs to a domain D(x) with
x(D(x) ∩ Z) = {(x 1 , . . . , x n ) ∈ R(x)|x m+1 = · · · = x n = 0}

= R(x) ∩ Rm × {0} .
The C r -differentiable map φ : M → N is at p ∈ M called regular if

rank (d p φ) = min(n, m). If φ is at any point regular, the map is called C r -submersion,
if n ≥ m, C r -immersion if n ≤ m, and C r -embedding, if n ≤ m and φ maps home-
omorphly the manifold M on φ(M).
Whitney’s embedding theorem [16] states the following. If M is a compact C r -
manifold of dimension n, then there exists a C r -embedding φ : M → R2n+1 . Let
M be a C r -manifold of dimension n. We say that the set Z ⊂ M has the Lebesgue
measure zero ifthere exists a sequence of charts xi : D(xi ) → R(xi ), i = 1, 2, . . . ,
∞
such that Z ⊂ i=1 D(xi ) and μ L (xi (D(xi ) ∩ Z)) = 0 for every i = 1, 2, . . .. (Here
μ L (·) denotes the Lebesgue measure in Rn .)
Suppose that M and N are C r -manifolds of dimension n and m, respectively and
φ : M → N is a C s -map, s ≤ r. A point q ∈ N is called a regular value of φ if
the map d p φ : T p M → Tq N is surjective for any p ∈ φ −1 (q). The point q ∈ N is
called a critical value of φ if q is not regular. The point p ∈ M is called a critical
point of φ if there exists a critical value q ∈ N of φ such that p ∈ φ −1 (q).
Let us state now Sard’s theorem [13], the proof of which can be found in many
books.
Theorem A.3 Let M and N be C r -manifolds, r ≥ 1, of dimension n and m, respec-

tively, φ : M → N a C s -map, max{0, n − m} < s ≤ r. Then the set of critical values
of φ has the Lebesgue measure zero.
A.3 Tensor Products, Exterior Products and Tensor Fields
Suppose that M is an n-dimensional C r -manifold, p ∈ M is an arbitrary point, x a

chart around p. By this chart x : D(x) → R(x), we define an associated isomorphism
Θ p,x : T p M → Rn given by Θ p,x ([ p, x, ξ ]) := ξ ∈ Rn . We call ξ the representant
of the tangent vector in the chart x. If e1 , . . . , en is the canonical basis in Rn , we
define by bi := Θ −1 ∞
p,x (ei ), i = 1, . . . , n, a basis in T p M. Let C (M, R) be the linear
∞
space of C -functions over M. Then every tangent vector [ p, x, ξ ] ∈ T p M can be
identified with the following map:
∂ [ p,x,ξ ] : C ∞ (M, R) → T p M , φ → d p φ ([ p, x, ξ ]) = [φ ( p), id, (φ ◦ x −1 ) (x( p))ξ ] ,
i.e. with the directional derivative of φ in direction [ p, x, ξ ]. This means that ∂i ( p) ≡

bi is the canonical basis of T p M.
In order to define a canonical basis for the cotangential space T p∗ M ≡ (T p M)∗ we
introduce the projection π2 : Rn × Rn → Rn by π2 (u, υ) = υ. The dual basis Θ i ≡
d x i of T p∗ M is defined by Θ i = ei ◦ π2 ◦ d x ∈ T p∗ M and acts as Θ i ([ p, x, ξ ]) =
ei (π2 (d p x([ p, x, ξ ])) = ei (π2 (x( p)ξ )) = ei (ξ ) = ξi ∈ R .
Since Θ i (∂ j ) = Θ i (d p x −1 (x( p), e j )) = ei (π2 (d p x(d p x −1 (x( p), e j )))) =
ei (π2 (x( p), e j )) = ei (e j ) = δ ij we see that Θ i ( p) is indeed the dual basis to ∂ j ( p).
For arbitrary numbers k, h ∈ N0 and p ∈ M we introduce the sets
(T p M)kh := T p M ⊗ · · · ⊗ T p M ⊗ T p∗ M ⊗ · · · ⊗ T p∗ M

k−times h−times
k h
≡ (⊗ T p M) ⊗ (⊗ T p∗ M)
and
Thk M = (T p M)kh .
p∈M
One can show again that if M is an n-dimensional Hausdorff C r -manifold then

Thk M has the canonical structure of an n + n h+k -dimensional Hausdorff C r −1 -
k ∗
manifold. Analogously one shows that k T ∗ M = T p M is a smooth man-
p∈M
ifold. Denote by πhk : Thk M → M the projection operator. A C m -tensor field of the
type (k, h) on M is a C m -section of the bundle Thk M, i.e. a C m -map S : M → Thk M
with πhk ◦ S = idM . The tensor field of type (1, 0) is also called a (contravariant)
vector field. Tensor fields of the type (0, h) we call h-times covariant tensor fields.
A C m -smooth differential form β of degree h (or an h-form of smoothness m
k C∗ ) on
k ∗
M is a C -section of the bundle
m
(T M), i.e. a C -map β : M →
m
(T M).
If β is a k-form and β is an l-form on M the wedge product β ∧ β is a k + l-form
on M defined by (β ∧ β ) p = β p ∧ β p , ∀ p ∈ M. The exterior derivative d for k-
forms is defined as follows. If β is a k-form of class C r , r ≥ 2, on M then dβ is a
(k + 1)-form of class C r −1 such that the following conditions are satisfied:
(i) If β is a 0-form, i.e. β = φ a C r -function on M then dβ is the differential ;

are k-forms of class C r then d(β + β
(ii) If β, β ) = dβ + d β
;
(iii) If β and β are k-resp. l-forms of smoothness C r on M then
d(β ∧ β ) = dβ ∧ β + (−1)k β ∧ d β ;
(iv) d(dβ) = 0 for any k-form β of class C r .
for some (k − 1)-
A k-form on M is called closed if dβ = 0 and exact if β = d β

form β . Suppose that M and N are C -smooth n-resp. m-dimensional manifolds,
k
φ : M → N is a C r -map (r ≤ k) and β is a k-form (k ≥ 1) on N . The pullback of

β is the k-form φ ∗ β on M defined by
(φ ∗ β) p (υ1 , . . . , υk ) = βφ ( p) (d p φ υ1 , . . . , d p φ υk ) ,
∀ p ∈ M, ∀ υ1 , . . . , υk ∈ T p M .
If φ : M → N is a C r -diffeomorphism, the k-form φ∗ β on N defined by
(φ∗ β)φ ( p) (d p φ υ1 , . . . , d p φ υ p ) = β(υ1 , . . . , υk ) ,

∀ p ∈ M, ∀ υ1 , . . . , υk ∈ T p M .
is called push-forward of β. Given a C r -smooth k-form β and a vector field F on

M, the interior product of β and F is a (k − 1)-form which we denote by βF
and which is defined by (βF) p (υ1 , . . . , υk−1 ) = β p (F( p), υ1 , . . . , υk−1 ), ∀ p ∈
M, ∀ υ1 , . . . , υk ∈ T p M . The Lie derivative of β in direction F is the k-form L p β
given by L F β = d(βF) + dβF. Note that if β is a 0-form, i.e. a function, then
L F β = dβF.
A.4 Riemannian Manifolds
A Riemannian manifold is a connected n-dimensional C r -manifold equipped with

a 2-covariant C r -smooth tensor field g (the Riemannian metric) with the following
properties.
(i) g is symmetric ;
(ii) For any p ∈ M the bilinear form g| p is non-degenerate, i.e. from g p (υ, w) =
0, ∀ υ ∈ T p M, it follows that w = 0 .
The Riemannian manifold (M, g) is called proper if g p (υ, υ) > 0, ∀ p ∈ M,
∀ υ ∈ T p M, υ = 0. In other case (M, g) is called pseudo-Riemannian.
Remark A.2 (a) A Riemannian metric of class C r (1 ≤ r ≤ k − 1) can be defined

on an n-dimensional C k -manifold if at any point p ∈ M and any chart x around p
there is given a positive definite (symmetric) n × n matrix G x ( p) with the following
properties:
(1) The map G x (·) : D(x) → Mn (R) is C r ;

T
(2) (y ◦ x −1 ) (x( p)) G y ( p) (y ◦ x −1 ) (x( p)) = G x ( p) for any two charts x
and y around p.
(b) Let us write the metric tensor in the canonical basis. In the dual basis {Θ i } of
T p∗ M the tensor g at the point p can be written as
g p (υ, w) = gi j Θ i Θ j (υ, w) = gi j υ i w j ,
where υ = υ i ∂i , w = wi ∂ j and gi j = g| p (∂i , ∂ j ) .
If c : [a, b] → M is a continuous curve on theRiemannian n-dimensional C k -

b
manifold (M, g) with c|(a,b) ∈ C 1 then (c) := a ċ (t)dt is the length of c.
A piecewise C 1 -curve on M is a continuous map c (·) : [a, b] for which there
exists a finite number of points a = t1 < t2 < · · · < tm = b such that c|(ti ,ti+1 ) (i =
1, . . . , m − 1) is C 1 . The length of this piecewise C 1 -curve c is

m−1
(c) := (c|(ti ,ti+1 ) ).
i=1
q
Denote for arbitrary points p, q ∈ M by C p the set of all piecewise C 1 -curves from
q
p to q. One shows that for any such points C p = ∅. The geodesic distance on M
is a function ρ : M × M → R defined by ρ ( p, q) = infq (c). As an important
c∈C p
property of ρ, it follows that ρ is a metric on M. The topology Tρ , generated by ρ
coincides with the canonical topology Tcan .
The set U ⊂ M is called Lebesgue measurable if for any x ∈ Amax the set
x(U ∩ D(x)) ⊂ Rn is Lebesgue measurable. The function f : U ⊂ M → R is said
to be measurable if U is measurable and for any x ∈ Amax the function f ◦ x −1 is
measurable on x(U ∩ D(x)).
If x : D(x) → R(x) is a chart and gi j is the metric tensor in this chart then the
n-form
μ = det(gi j ) d x 1 ∧ · · · ∧ d x n
is the canonical volume form on M.

Suppose U ⊂ D(x) is measurable. The function f : U → R is integrable on U
w.r.t. μ if ( f ◦ x −1 )(x i ) det(gi j ) is integrable on x(U).
Per definition we put

f dμ = f (x −1 (x i )) det(gi j ) d x 1 . . . d x n .
U x(U )
This definition is correct, i.e. independent on the chart x. Assume that

φ : U ⊂ M → φ(U) ⊂ M is a diffeomorphism, and φ : U → R+ a differentiable
map. Then

φμ = φ ∗ (φμ) (change of variables in the integral).
φ(U ) U
A.5 Covariant Derivative
Consider an n-dimensional Riemannian manifold (M, g) of the class C r with r ≥ 2.

Suppose that p ∈ M is an arbitrary point, x is a chart around p and gi j ( p) is the
metric tensor in this chart. Denote for any i, j, m from {1, . . . , n} the partial derivative
of the metric tensor by
∂(gi j ◦ x −1 )(x( p))
gi j,m := .
∂xm
The n 3 functions Γikj : D(x) → R defined by Γikj := 21 g ks [−gi j,s + g js,i + gsi, j ] are
the Christoffel symbols of the second kind on M, computed with respect to the
chart x.
Suppose that x : D(x) → R(x) is an arbitrary chart, Γikj are the Christoffel sym-
bols of the second kind in this chart, {∂i ( p)} is the canonial basis of T p M for
p ∈ D(x), F is a C s -vector field (1 ≤ s ≤ r − 1) on M written as
F( p) = f i ∂i ( p), ∀ p ∈ D(x), and υ ∈ T p M is an arbitrary vector given as υ =
υ j ∂ j ( p). Then ∇i f k := ∂∂ fx i + Γikj f j is called the covariant derivative of f k (x 1 ,
k
. . . , x n ) with respect to x i and ∇υ F( p) := ∇i f k ∂k ( p)υ i is called the covariant

derivative of F in the direction υ.
The linear operator ∇ F( p) : T p M → T p M defined by υ ∈ T p M → ∇υ F( p)
is the covariant derivative of F at p. In a chart x : D(x) → R(x) around p this li-
near operator is given by (υ i ) → ∂∂ fx i + Γikj f j υ i , where υ = υ i ∂i ( p) and F( p) =
k
f i (x( p))∂ j ( p). If β : M → R is a C 1 -smooth function (0-form), the gradient of β

is the vector field grad β defined by
grad β( p), υ Tp M = d p β(υ), ∀ p ∈ M, ∀ υ ∈ T p M.
In a chart x around p, the canonical basis {∂i ( p)} of T p M and with the me-
tric tensor gli ( p) = ∂l , ∂i Tp M , we can write for υ = υ i ∂i ( p)grad β( p), υTp M =
a l ∂l , υ i ∂i Tp M = gli a l υ i = ∂∂βx j υ j . It follows that gl j a l = ∂∂βx j and a s = g s j ∂∂βx j .
This means that in the chart x the gradient vector field grad β is given as grad β( p) =
g s j ∂∂βx j ∂s ( p).
A.6 Vector Fields
Suppose that M and N are C k -manifolds of dimension n and m, respectively. The

map φ : M → N satisfies on M a local Lipschitz condition if in any chart x of M
around p and any chart y of N the map
y ◦ φ ◦ x −1 : x(D(x) ∩ φ −1 (D(y)) → R(y)
satisfies the usual local Lipschitz condition in Rn . Assume that F : M → T M is

a vector field, x : D(x) → R(x) is a chart around p. Then F( p) can be written as
F( p) = [ p, x, f (x( p))] where f (x( p)) = (π2 ◦ d x ◦ F ◦ x −1 )(x( p)) we call f =
( f 1 , . . . , f n ) the representant of F in the chart x. In the canonical basis {∂ j ( p)} of
T p M the vector field has the form
F( p) = f i (x( p))[ p, x, ei ] = f i (x( p))∂i ( p).
The C 1 -curve ϕ : (a, b) → M with 0 ∈ (a, b) is called an integral curve of the vector
field F : M → T M with initial condition p at t = 0 if
ϕ̇(t) = F(ϕ(t)) for all t ∈ (a, b)
and ϕ(0) = p. The function ϕ(·) (or ϕ(·, p)) is also called the solution of the differ-
ential equation with ϕ(0) = p. In a chart x : D(x) → R(x), the curve ϕ : (a, b) →
D(x) with ϕ(0) = p is an integral curve of F iff
ϕ̇(t) = f i ((x ◦ ϕ)(t)) ∂i (ϕ(t)) , i.e. iff σ = (σ 1 , . . . , σ n ) := x ◦ ϕ
is the solution of the ODE in an open set D(x) ⊂ Rn , i.e.
σ̇ j (t) ∂ j (ϕ(t)) = f i (σ (t)) ∂i (ϕ(t))
or
σ̇ j (t) = f j (σ 1 (t), . . . , σ n (t)) , j = 1, . . . , n , in D(x) .
The Picard-Lindelöf theorem for vector fields together with the theorem on unique-
ness in the large, say that if M is an n-dimensional C k -manifold (k ≥ 2) and
F : M → T M is a locally Lipschitzian vector field, then for every p ∈ M there
exists on some open interval J 0 an integral curve ϕ of F satisfying ϕ(0) = p.
Moreover, if ϕ1 : J1 → M and ϕ2 : J2 → M are two integral curves of F defined
on open intervals J1 and J2 , then ϕ1 = ϕ2 on J1 ∩ J2 . The above theorems imply
that the union of all integral curves ϕ with ϕ(0) = p of F defined on open inter-
vals is the maximal integral curve ϕ(·, p) of F defined on the maximal exis-
tence interval (a p , b p ) with −∞ ≤ a p < 0 < b p ≤ +∞. As for ODE’s in Rn the
set D = {(t, p) ∈ R × M|a p < t < b p } is open in R × M and the maximal flow
ϕ : D → M, (t, p) → ϕ(t, p) is continuous. If D = R × M the local flow is called,

for short, flow.
A vector field F is complete if F generates a flow. It can be shown that for any
C 2 -vector field there exists a C 1 -smooth function ψ : M → R+ such that the vector
field ψ F is complete. (Note that ψ F has the same integral curves as F, but different
parametrizations.) A C 1 -vector field on a compact manifold is complete.
Suppose that μ is an arbitrary volume form on M. The divergence of a smooth
vector field F w.r.t. μ is the scalar valued function divμ F defined
by
L F μ = (divμ F)μ. If μ is the canonical volume form μ = det(gi j ) d x 1 ∧ · · · ∧
d x n then we have divμ F = ∇i f i where F = f i ∂i in a chart x. Let F be a
C r -vector field on the n-dimensional C k -manifold M (k ≥ 2, 1 ≤ r ≤ k − 1), let
({ϕ t }t∈R , M, ρ) be the flow of F, ρ : M → R+ a smooth function and μ a volume
form on M.
Then we have, for any Lebesgue measurable set, B ⊂ M and arbitrary t ∈ R

d
ρμ = divμ (ρ F)μ (Liouville’s theorem).
dt ϕ t (B) ϕ t (B)
Let us consider the flow {ϕ t }t∈R of F on the compact manifold M which preserves the
volume form μ on M, i.e. (ϕ t )∗ μ = μ, ∀ t ∈ R. Here (ϕ t )∗ μ denotes the pull-back
of μ introduced above as
(ϕ t )∗ μ| p (υ1 , . . . , υn ) = μ|ϕ t ( p) (d p ϕ t υ1 , . . . , d p ϕ t υn ), ∀ p ∈ M, ∀υ1 , . . . , υn ∈ T p M .

Then for any measurable set S ⊂ M with μ > 0 and any T ≥ 0 there exists a
S
time t ≥ T such that S ∩ ϕ t (S) = ∅ (Poincaré’s theorem).
Analogously one says that {ϕ t }t∈R preserves a k-form β, if (ϕ t )∗ β = β, t ∈ R,
i.e. if L F β ≡ 0. If β is a 0-form, i.e. β is a scalar valued function, preserving means
that
(ϕ t )∗ β| p = β(ϕ t ( p)) = β( p), ∀ t ∈ R, ∀ p ∈ M .
In this case β is a first integral of the flow {ϕ t }t∈R . The vector field F is called
conservative with respect to the volume form μ if divμ F ≡ 0 on M. A symplectic
manifold is a pair (M, ω), where M is a 2 n-dimensional C k -manifold and ω is a
smooth closed non-degenerate two-form, i.e. dω = 0 and ω| p (υ1 , υ2 ) = 0 ∀ υ1 ∈
T p M at a point p and for a vector υ2 ∈ T p M implies that υ2 = 0.
If p ∈ M is fixed the relation υ ∈ T p M → ω| p (·, υ) defines a 1-form on T p M.
Since ω is non-degenerate, this relation is a linear bijection denoted by i. If J := i −1
and β is an arbitrary 1-form on M, the term Jβ is a vector field on M. For any
smooth function H : M → R the vector field X H := J d H is called Hamiltonian
and H is the associated Hamiltonian.
On a symplectic manifold (M, ω) for arbitrary smooth functions f, g : M → R
the Poisson bracket between f and g is { f, g} := ω(X f , X g ) = d f (X g ). We say
that f and g are in involution if { f, g} ≡ 0. A smooth function f : M → R is a first
integral of X H on M iff { f, H } = 0 on M.
A.7 Spaces of Vector Fields and Maps
Suppose that M is a compact n-dimensional C r -manifold and Diff 1 (M) denotes

the set of all C 1 -diffeomorphisms on M. Since M is compactwe can choose a
m
finite set of charts xi : D(xi ) → R(xi ), i = 1, . . . , m, such that i=1 D(xi ) = M.
For arbitrary ϕ, ψ ∈ Diff (M) and i, j, k ∈ {1, . . . , m} we introduce the maps
1
ϕi j = x j ◦ ϕ ◦ xi−1 : R(xi ) ∩ ϕ −1 (D(x j )) → Rn and ψik = xk ◦ ψ ◦ xi−1 : R(xi ) ∩

ψ −1 (D(xk )) → Rn . Let Di jk := R(xi ) ∩ ϕ −1 (D(x j )) ∩ ϕ −1 (D(xk )) and define the
value
d1 (ϕ, ψ, xi , x j , xk ) := max |ϕi j (ξ ) − ψik (ξ )| + max Dϕi j (ξ ) − Dψik (ξ )

ξ ∈Di jk ξ ∈Di jk
where | · | and · denote the Euclidean norm in Rn and the operator norm in Mn (R),
computed w.r.t. | · |, respectively.
Then d1 (ϕ, ψ) := maxi, j,k=1,...,m d1 (ϕ, ψ, xi , x j , xk ) defines a metric in
Diff 1 (M). Equipped with this metric Diff 1 (M) is a complete metric space. Suppose
that G ⊂ Rn is a domain with compact closure. Introduce the space Diff 1 (G) as space
of equivalence classes for C 1 -diffeomorphisms ϕ, ψ : Rn → Rn , i.e. ϕ ∼ ψ ⇔
ϕ(x) = ψ(x) ∀ x ∈ G. For ϕ, ψ ∈ Diff(G) we define d0 (ϕ, ψ) = maxx∈G |ϕ(x) −
ψ(x)| and
d1 (ϕ, ψ) = d0 (ϕ, ψ) + max Dϕ(x) − Dψ(x) .
x∈G
Denote by Diff i (G), i = 0, 1, the complete metric space derived from Diff(G) with
metric d0 resp. d1 . Let Diff + (G) denote the set of all ϕ ∈ Diff(G) with ϕ(G) ⊂
G. The set Diff + (G) is open in Diff i (G), i = 0, 1. Denote Diff i+ (G) := Diff i (G) ∩
Diff + (G).
Let us now consider C 1 -vector fields on M. Suppose again that xi : D(xi ) →
R(xi ) , i = 1, . . . , m, is a finite set of charts for the compact manifold M with M =
m
i=1 D(x i ). Let F, G : M → T M be two C -smooth vector fields and denote by
1
f i and gi the realizations of F and G in the charts xi . Introduce the value
d1 (F, G) := max |gi (ξ ) − f i (ξ )| + max Dgi (ξ ) − D f i (ξ ) .

ξ ∈R(xi ) ξ ∈R(xi )
Then d1 is a metric. Denote the metric space of all C 1 -vector fields on M with this
metric by X 1 (M).
Assume that G ⊂ U ⊂ Rn are open sets, G is compact and G ⊂ U. Assume also
that ∂ G is a smooth (n − 1) dimensional submanifold of Rn . Denote by X 1 (G) the
set of all equivalence classes of C 1 -vector fields f, g : U → Rn w.r.t. the equivalence
relation f ∼ g ⇔ f (x) = g(x), ∀ x ∈ G. Any class of X 1 (G) is identified with some
vector field f : U → Rn . Now we define for any f, g ∈ X 1 (G) the value
d1 ( f, g) := max | f (x) − g(x)| + sup D f (x) − Dg(x).

x∈G x∈G
Then d1 is a metric and X 1 (G) with this metric is complete. Denote by X + 1

(G) ⊂
X (G) the set of all vector fields f satisfying f ( p) ∈
1
/ T p (∂ G), ∀ p ∈ ∂ G, and
ϕ t ( p) ∈ G, ∀ p ∈ ∂ G, ∀t > 0, sufficiently small (ϕ t (·) is the flow of f ). X +1
(G)
is an open subset of X (G).
1
The point p ∈ M is called a wandering point of the dynamical {ϕ t }t∈R on (M, g)

if there exists a neighborhood U of p and a number t0 > 0 such that

ϕ t (U) ∩ U = ∅ .
|t|>t0
The set of all non-wandering points of {ϕ t }t∈R generated by the vector field F is
denoted by N W(F).
One can show that if γ ( p) is a bounded orbit of the dynamical system {ϕ t }t∈R then
ω( p) ∪ α( p) ⊂ N W(F). This implies that if the dynamical system has a solution
ϕ (·) ( p) such that γ+ ( p) or γ− ( p) is bounded, then N W(F) is non-empty. It is also
well-known that any non-wandering set N W(F) is closed and invariant.
Pugh’s closing lemma [12] plays a crucial role in our global stability investigation:
Theorem A.4 Let X ∈ {X 1 (M), X + 1

(G)}, F ∈ X , and p ∈ N W(F), F( p) = 0.
Then for an arbitrary neighborhood U of F in X there is a vector field G ∈ U
having a periodic orbit passing through p.
Suppose that M and N are n-dimensional C k -manifolds, ϕ : M → M and ψ :

N → N are maps. These maps are called topologically conjugated (C r -conjugated)
if there exists a homeomorphism h : M → N (a C r -diffeomorphism h : M → N )
such that ϕ = h −1 ◦ ψ ◦ h.
Suppose now that F : M → T M and G : N → T N are vector fields, {ϕ t }t∈R
and {ψ t }t∈R are the associated flows. The vector fields F and G (or their flows) are
called C r -equivalent with 0 ≤ r ≤ k (topologically equivalent for r = 0) if there
exists a C r -diffeomorphism h : M → N (a homeomorphism for r = 0) which
transforms the orbits of {ϕ t }t∈R into orbits of {ψ t }t∈R preserving the orientation
of the orbits. If {ϕ t }t∈R and {ψ t }t∈R are C r -equivalent (topologically equivalent)
over h : M → N and if h(ϕ t ( p)) = ψ t (h( p)), ∀ p ∈ M, ∀t ∈ R, then {ϕ t }t∈R
and {ψ t }t∈R are called C r -conjugated (topologically conjugated). Suppose that
ϕ ∈ Diff r (M) and e ∈ { topologically conjugated, C r -conjugated} is an equivalence
relation as defined above.
The diffeomorphism ϕ is called e-stable if there exists a neighborhood U of ϕ in
Diff r (M) such that any ψ ∈ U is e-equivalent to ϕ.
Suppose now that F : M → T M is a C r -vector field with associated flow {ϕ t }t∈R
and e ∈ { topologically equivalent, C r -equivalent, topologically conjugated,
C r -conjugated}.
The vector field F (respectively, the flow {ϕ t }t∈R ) is said to be e-stable if there
exists a neighborhood U of F in X r (M) such that any G ∈ U is e-equivalent to F. In
case if e or
e means “topologically equivalent” the e-or e-stability is called structural
stability. Recall that a topological space X has the Baire property, or is a Baire space,
if every countable intersection of open dense sets in X is itself dense in X . Baire’s the-
orem says that any complete metric space has the Baire property. As noted above, the
metric spaces Diff 0 (M), Diff 1 (M), Diff 0 (G), Diff 1 (G), X 0 (G), X 1 (G), X 0 (M) and
X 1 (M) are complete. It follows that they are Baire spaces. We say that in these spaces
there is given a generic property, if such a property is satisfied for a set which contains
a countable intersection of open and dense sets, then such a set is called residual.
A.8 Parallel Transport, Geodesics and Exponential Map
Suppose that (M, g) is a Riemannian n-dimensional C k -manifold and c : J → M

is a C 1 -curve. A continuous map X : J → T M given by t ∈ J → X (t) ∈ Tc(t) M
is called a vector field along c.
The vector field X : J → T M along c is said to be C r -smooth if for any chart
x ∈ A, the vector field has a representation X (t) = ξ i (t)∂i (c(t)) with C r -smooth
functions ξ i (·).
Let F : M → T M be a smooth vector field and p ∈ M be arbitrary. The covari-
ant derivative ∇ F( p) : T p M → T p M in a chart x is given by
∂ f k
∇υ F( p) = a i
+ a i j
f ( p)Γ k
( p) ∂k ( p) ,
∂x i i j
where F = f i ∂i and υ = a i ∂i . Since the vector field X can be written in this chart
as x i := (x ◦ c)i , we get with ξ k (t) := f k (c(t)) for the vector υ = ċ (t)
∇ċ X (t) = [ξ̇ k (t) + ẋ i (t) ξ j (t) Γikj (c (t))] ∂k (c(t)), t ∈ J s.t. c (t) ∈ D(x).
The vector field X : J → T M is parallel along c if ∇ċ X (t) = 0 on J . Locally in

a chart x this means that
ξ̇ k (t) + ẋ i (t) ξ j (t) Γikj (c (t)) = 0 .
Using the existence and uniqueness theorem for linear differential equations, one
can show that for a given smooth curve c : J → M, arbitrary t0 ∈ J and arbitrary
υ ∈ Tc(t0 ) M, there exists exactly one vector field X υ (t) which is parallel along c and
for which X υ (t0 ) = υ holds.
Suppose c : J → M is a given smooth curve, t0 < t1 are values in J . The map
τ (c)|tt10 : Tc(t0 ) M → Tc(t1 ) M which is defined by υ ∈ Tc(t0 ) M → X υ (t1 ) ∈ Tc(t1 ) M,
where X υ (·) is the unique vector field parallel c with X υ (t0 ) = υ, is called parallel
transport along c from c(t0 ) into c(t1 ). One can show that the map τ (c)|tt10 is linear
and is an isomorphism.
The smooth curve c : J → M on the Riemannian C k -manifold (M, g) is called
a geodesic if the vector field ċ is parallel along c, i.e. if ∇ċ ċ (t) = 0 on J . In a
chart x : D(x) → R(x) we have with x k (t) := (x ◦ c)k (t) and X (t) = ẋ i (t) ∂i (c (t))
the representation ∇ċ ċ (t) = ẍ k (t) + ẋ i (t) ẋ j (t) Γikj (c(t)) ∂k (c(t)). It follows that
c is a geodesic iff in any chart x ẍ k + Γikj ẋ i ẋ j = 0 . From the local existence and
uniqueness theorem for ODE’s, it follows that for arbitrary p ∈ M and υ ∈ T p M,
there exists an ε > 0 and a unique geodesic c : (−ε, ε) → M with c (0) = p and
ċ (0) = υ.
The parallel transport remains the scalar product in the following sense: Suppose
c : J → M is a smooth curve, t0 ∈ J is arbitrary and X, Y : J → M are two vector
fields which are parallel along c. Then g(X (t), Y (t)) = g(X (t0 ), Y (t0 )) , ∀ t ∈ J .
Suppose (M, g) is a Riemannian n-dimensional C k -manifold (k ≥ 3). One can show
that for any p ∈ M and any υ ∈ T p M there exists a unique geodesic ϕ(·, p, υ),
defined for |t| < ε and satisfying ϕ(0, p, υ) = p, ϕ̇(0, p, υ) = υ.
The map (t, p, υ) → ϕ(t, p, υ) is C k−2 -differentiable for υ ∈ T p M with suffi-
ciently small |υ|.
The exponential map υ → exp p υ := ϕ(1, p, υ) is C k−2 in a neighborhood of
0 ∈ T p M. If V is a sufficiently small open neighborhood of 0 then the map exp p :
V → exp p V is a C k−2 -diffeomorphism.
Suppose that p ∈ M is arbitrary and ε > 0 is so small that exp p is a C k−2 -
diffeomorphism on Bε (0 p ) ⊂ T p M. Then for any υ ∈ Bε (0 p ), the curve t →
c (t) := exp p (tυ), t ∈ [0, 1], defines the geodesic c on M with c (0) = p and
ċ (0) = υ.
A.9 Curvature and Torsion
Suppose (M, g) is a Riemannian C k (k ≥ 2)-manifold of dimension n and let F and

H be C r -vector fields (2 ≤ r ≤ k − 1) on M. The Lie bracket of F and H is that
C r −1 -vector field [F, H ] on M, whose components in a chart x : D(x) → R(x) are
defined as
[F, H ]|D(x) = [ f i ∂i h j − h i ∂i f j ] ∂ j ,
where F|D(x) = f i ∂i and H|D(x) = h j ∂ j .
One can show that this definition is correct, i.e. does not depend on the chart x.
Let F, G and H be C r -vector fields on the Riemannian C k -manifold (M, g) of
dimension n (k ≥ 3, 2 ≤ r ≤ k − 1), let λ and μ be numbers and ρ, γ : M → R
be C r -functions. Then we have:
1. [F, G] = − [G, F] ; [F, F] = 0 ; 2. [λF + μG, H ] = λ [F, H ] + μ
[G, H ] ;
3. d[F,G] ρ = d F (dG ρ) − dG (d F ρ) ; 4. [ρ F, G] = ρ [F, G] − (dG ρ)F ;

5. ∇ρ F+γ G H = ρ ∇ F H + γ ∇G H ; 6. ∇ F (G + H ) = ∇ F G + ∇ F H ;
7. ∇ F (ρ G) = (d F ρ)G + ρ ∇ F G .
Suppose that for the above manifold (M, g) and vector fields F, G, H we have
k ≥ 4 and 3 ≤ r ≤ k − 1. The curvature tensor field is the C r −2 -smooth tensor field
R of type (1, 3) given by
R (F, G)H = ∇ F ∇G H − ∇G ∇ F H − ∇[F,G] H ,
the torsion tensor field is the C r −1 -smooth tensor field of type (1, 2) given by
T (F, G) = ∇ F G − ∇G F − [F, G].
By Bianchi’s first identity we have
R (F, G)H + R (G, H )F + R (H, F)G = 0 .
Suppose p ∈ M and f, g, h ∈ T p M with f = F( p) , g = G( p) and h = H ( p)

are arbitrary. Then R p ( f, g)h := R(F, G)H| p is the curvature tensor at p computed
in f, g, h. Analogously the torsion tensor T is defined. The components of the
curvature tensor and the torsion tensor in a chart x : D(x) → R(x) and the associated
Christoffel symbols are
j = ∂i Γ jk − ∂ j Γik + Γ jk Γim − Γik Γ jm

l l l m l m l
Rki
and Tikj = Γikj − Γ jik . Other curvature type tensors are the Riemannian curvature
tensor
Ri jkh := gir R rjkh = ∂k Γ jk,i − ∂h Γ jk,i + Γ jrh Γi h,r − Γ jrh Γik,r ,
where gi j denotes the metric tensor in the chart x, the Ricci tensor

∂ 2 log | det gi j | ∂ ∂
Ri j := Rikjk = − k Γikj − Γihj h log | det gi j | + Γhkj Γikh
∂x ∂x
i j ∂x ∂x
and the scalar curvature
j
R := Rii = g ik Rik = g ik Rik j .
The Theorema egregium by Gauss states that for a 2-dimensional elementary surface
S ⊂ R3 with induced metric tensor gi j the Riemannian curvature K ( p) at a point
p ∈ S is given by
R1212 | p
K ( p) = .
det (gi j )| p
Suppose that(M, g) is a Riemannian manifold of dimension 2, R1212 is a component

R1212
of the curvature tensor and gi j is the metric tensor in a chart x. Then K ( p) := det(gi j|)p| p
is called the Gaussian curvature of M at p. Let (M, g) be a Riemannian C k -manifold
of dimension n ≥ 2 and let p ∈ M be arbitrary. If L is an arbitrary 2-dimensional
subspace of T p M spanned by the vectors u and υ, the number
g(R(u, υ)υ, u)
K (L) :=
g(u, u) g(υ, υ) − g(u, υ)2
is called the section curvature at p with respect to L, i.e. this definition does not
depend on the choice of u and υ in L.
For a Riemannian C k -manifold (M, g) of dimension 2 we have
1
K ( p) = K (T p M) = R( p) , ∀ p ∈ M.
2
A.10 Fiber Bundles and Distributions
A C k -fiber bundle is given by a surjective submersion π : P → M, where P and M

are C k -manifolds. The submersion is assumed to be locally trivial, i.e. there exists
a manifold N such that, for each point p ∈ M, there exists a neighborhood U of p
and a C k -diffeomorphism h : π −1 (U) → U × N with π ◦ h −1 |U = idU . We say that
P is the bundle space, M is the base space, π is the projection, h is a bundle chart
and N is the typical fiber. For any p ∈ M the set π −1 ( p) is the fiber over p.
A C k -vector bundle is a C k -fiber bundle whose fibers have a vector space
structure.
Suppose that M is a C k -manifold (k ≥ 2) of dimension n and T M = p∈M T p M
is the tangent bundle, which has the canonical structure of a C k−1 -manifold of dimen-
sion 2 n. Then the natural projection π : T M → M defines a C k−1 -vector bundle.
The typical fiber in this case is an n-dimensional vector space V. Similarly, if T ∗ M
denotes the cotangent space of M, the projection π : T ∗ M → M is also a C k−1 -
vector bundle.
A C k -vector bundle π : P → M with an n-dimensional C k -manifold M as base
space and an m-dimensional vector space V as typical fiber has the canonical structure
of an (n + m)-dimensional C k -manifold. A C r -section, 1 ≤ r ≤ k, in a C k -vector
bundle π : P → M is a C r -map s : M → P such that π ◦ s = idM . Suppose that
E r (P) is the set of all C r -sections of π : P → M. For the given vector bundle, the
base manifold M can be realized as a submanifold of P, identifying any point p ∈ M
with the zero vector in π −1 ( p). We denote this submanifold by Z(P) and call it zero
section of P. A subset P ⊂ P of a vector bundle π : P → M is a subbundle if there
exists a subspace W ⊂ V and for any b ∈ P a bundle chart h : π −1 (U) → U × V
with b ∈ U and such that h(π −1 (U) ∩ P ) = U × (W × {0}).

Suppose that l, m ∈ N0 are arbitrary. Then Tkl (P) := p∈M Tkl (P p ) is the tensor
bundle of type (l, m) on M with respect to P. A C r -tensor field of type (l, m) is
a C r -section of Tkl (P). A bundle metric g of smoothness C r (1 ≤ r ≤ k) on a C k -
vector bundle π : P → M is a C r -smooth symmetric tensor field g ∈ E r (T20 (P))
for which g| p (·, ·) at any p ∈ M is a positive definite bilinear form on P p .
Suppose π : P → M is a C k+1 -vector bundle and consider the C k -vector bundle
d π : T P → TM . The vertical subbundle for the vector bundle π : P → M is the
subbundle of T P defined by V T P = ker(dπ ). A vector field on P is called vertical
if it takes only values in V T P. In a similar manner one can define the horizontal
subbundle of T ∗ P which is that subbundle H T ∗ P of T ∗ P that annihilates V P. A
one-form on P will be called horizontal if it takes values in H T ∗ P.
Denote by πP : T P → P the natural projection. A connection on P is a map C :
P × T M → T P for which (πP , dπ ) ◦ C = idP×T M and C p : P p × T p M → T P
is for any p ∈ M bilinear. A connection on the vector bundle defines the horizontal
subbundle H T P of T P which is the image of P × T M under C and which is
complementary to V T P, i.e. T P = V T P ⊕ H T P. A C 1 -curve γ : J → P is
called horizontal if γ̇ (t) ∈ H Tγ (t) P for any t ∈ J . Suppose c : J → M is C 1 -
curve in the base manifold M. The horizontal lift of c is the horizontal C 1 -curve c:
J → P with π ◦ c = c. For a C 1 -curve c : J → M, t0 ∈ J , and υ ∈ π −1 (c(t0 )),
there exists exactly one horizontal lift cυ : J → P satisfying cυ (t0 ) = υ. For a given
c(t1 )
C 1 -map c : J → M and arbitrary times t0 , t1 ∈ J , t0 ≤ t1 , we call the map τc(t 0)
:
Pc(t0 ) → Pc(t1 ) which associates to any vector υ ∈ Pc(t0 ) the vector cυ (t1 ) ∈ Pc(t1 )
parallel transport of υ along c from c(t0 ) to c(t1 ). The connection is called metric if
the parallel transport along curves is isometric with respect to the bundle metric.
Suppose that s ∈ E r (P), 1 ≤ r ≤ k, is a C r -section of the C k -vector bundle π :
P → M and c : J → M is a C 1 -curve. The covariant derivative of the section s
at the time t ∈ J in direction ċ (t) is defined as
−1
(t+h)
τcc(t) s (c (t + h)) − s(c (t))
∇ċ (t) s(t) = lim .
h→0+ h
Suppose w ∈ T p M and s ∈ E r (P), 1 ≤ r ≤ k, is a section which is defined in a

neighborhood of p ∈ M. The covariant derivative of s at the point p in direction w
is given by ∇w s( p) = ∇ċ (0) s(0), where c : [−ε, ε] → M is an arbitrary C 1 -curve
with c(0) = p and ċ(0) = w. It can be shown that this definition does not depend on
the choice of c if the initial conditions are satisfied.
The covariant derivative defines a map ∇ : E r (P) × E r (T M) → E r −1 (P).
The absolute derivative of a smooth section X : J → P along the C 1 -curve c :
X (t)
J → M is given at t ∈ J as D dt = ∇ċ(t) X (t). A smooth section X : J → P is
called parallel along the curve c if ∇ċ(t) X (t) = 0, t ∈ J .
Suppose the connection is metric w.r.t. the metric g and (·, ·) is the induced
scalar product in the bundle. Then we have for the absolute derivative of arbitrary
C 1 -sections X 1 , X 2 : J → P along a C 1 -curve c : J → P the formula dtd (X 1 (t),
D
X 2 (t)) = dt X 1 , X 2 + (X 1 , dt
D
X 2 ). Let M be an n-dimensional C k -manifold (k ≥ 3).
A distribution D on M is a subbundle of T M, i.e. the union over all p ∈ M

of linear subspaces of T p M. The rank of D at p, i.e. of D( p), is the dimen-
sion of the subspaces in D( p). Given for 1 ≤ r < k a family of C r -vector fields
V := {F1 , . . . , Fl } on M, we can define a distribution of rank l and smoothness
C r by DV ( p) = span{F1 ( p), . . . , Fl ( p)}, p ∈ M. The distribution DV is said to be
involutive if for any pairs F, G ∈ V and any p ∈ M we have for their Lie bracket
the inclusion [F, G]( p) ∈ D( p). An integral manifold Z of DV is a differentiable
submanifold of M such that T p Z ⊂ D( p) for all p ∈ M. The distribution DV is
said to be integrable if, for all p ∈ M, there exists an integral manifold with the
same dimension as the rank of D. This submanifold of M is called the maximal
integral manifold of D. Frobenius’ theorem states that involutivity and integrability
of distributions are locally equivalent notions.
Suppose that (M, g) is a C k -manifold (k ≥ 3) of dimension n ≥ 2 and F =
{Lα |α ∈ A} is a partition of M in disjunct and connected subsets which are called
leaves. F is called a C k -foliation of M of dimension m if for any point p ∈ M
there exists a chart x : D(x) → R(x) of the manifold such that R(x) = U1 × U2 ,
where U1 ⊂ Rm and U2 ⊂ Rn−m are open connected sets, and for any leaf L ∈ F
we have D(x) ∩ L = x −1 (U1 × υ0 ) with some υ0 ∈ U2 . The number n − m is the
codimension of the foliation. Any leaf L is a connected
immersion of dimension m.
A C k -foliation F on M defines through T F = α∈A p∈Lα T p Lα a subbundle of
T M which is called the tangent bundle of the foliation F. With T ⊥ F we denote
the normal bundle of the foliation. Thus the tangent bundle of M can be written as
T M = T F ⊕ T ⊥ F.
Given a fiber bundle π : E → M with principal fiber F we can define a product
bundle by taking the total space E = M × F with the regular projection π2 : M ×
F → F. The fiber π2−1 ( p) = { p} × F has a unique natural homeomorphism which
is ( p, w) → w for ( p, w) ∈ M × F. Let us construct two fiber bundles over S 1 . Start
with the product bundle Dn−1 × [0, 1] over [0, 1] (n ≥ 2), and glue Dn−1 × {0} to
Dn−1 × {1} by some homeomorphism. The result is a Dn−1 -bundle over S 1 . One can
show that there are two classes of such Dn−1 -bundles, one is orientable and one is
not. The total space of the orientable Dn−1 -bundle over S 1 is the fibered solid torus,
the total space of the non-orientable Dn−1 -bundle over S 1 is the fibered Klein bottle.
The boundary of the fibered solid Klein bottle is the regular Klein bottle. The total
space of the non-orientable D1 -bundle over S 1 is the Möbius band. Similarly one
can define the fibered Klein bottle as total space of the non-orientable Rn−1 -bundle
over S 1 . Note that the trivial fibered solid n-torus over S 1 is the set Dn−1 × S 1 or
Rn−1 × S 1 .
Appendix B
Miscellaneous Facts
B.1 Totally Ordered Sets
A set X is called partially ordered if for certain pairs x, y of its elements there is
defined an order relation x ≤ y satisfying the following conditions:
(i) x ≤ x; (ii) x ≤ y, y ≤ x ⇒ x = y; (iii) x ≤ y, y ≤ z ⇒ x ≤ z.
A partially ordered set (X , ≤) is said to be totally ordered if either x ≤ y or y ≤ x,
for any x, y ∈ X . Any bijective map f of a totally ordered set (X , ≤) onto a totally
ordered set (Y, ≤) is called similarity, if x ≤ x in X implies f (x) ≤ f (x ), for any
x, x ∈ X . Two totally ordered sets (X , ≤) and (Y, ≤) are similar or have the same
ordering number if there exists a similarity which maps X onto Y. The ordering
numbers of infinite totally ordered sets are called transfinite numbers. Suppose A
is a set of transfinite numbers. A transfinite number ξ such that ξ = lim x∈A x is
called limit transfinite number (see [1]). All natural numbers and the number zero
are called transfinite numbers of the first class. The transfinite numbers of countable
totally ordered sets are called transfinite numbers of the second class.
The following Baire-Hausdorff theorem [1] holds.
Theorem B.1 Suppose that X is a topological space with a countable base and
there is a totally ordered decreasing system of closed sets of this space, ordered by
all transfinite numbers of the first and second classes:
S0 ⊃ S1 ⊃ S2 ⊃ · · · ⊃ Sα ⊃ · · · . (B.1)
Then there exists a transfinite number α such that all sets of (B.1), beginning with
some ordering number α, coincide:
Sα = Sα+1 = Sα+2 = · · · .
https://doi.org/10.1007/978-3-030-50987-3
528 Appendix B: Miscellaneous Facts
B.2 Recurrence and Hyperbolicity in Dynamical Systems
Let {ϕ t }t∈T be a dynamical system with T ∈ {R, Z} on the n-dimensional Riemannian

C k -manifold (M, g). The orbit γ ( p) is called positively recurrent if p ∈ ω( p) and
negatively recurrent if p ∈ α( p).
Kneser [7] showed in 1924 that a continuous flow on the regular Klein bottle K2
without equilibrium points has at least one periodic orbit. Later it was shown by
Markley [10] that every positively or negatively recurrent orbit of a continuous flow
on the regular Klein bottle K2 is periodic.
For any non-empty, closed, bounded and invariant set K ⊂ M there exists at
least one minimal set in K (Proposition 1.4, Chap. 1). It follows that if γ+ ( p) (resp.
γ− ( p)) is bounded then ω( p) (resp. α( p)) contains at least one minimal set. The
next theorem (Lemma of Schwartz, [14]) is the Poincaré-Bendixson theorem for
2-dimensional manifolds.
Theorem B.2 Suppose that M is a 2-dimensional manifold of class C 2 , {ϕ t }t∈R is

a C 2 -smooth flow on M and N ⊂ M is a non-empty compact minimal set of the
flow. Then the following three cases are possible.
(i) N is an equilibrium ; (ii) N is a periodic orbit ; (iii) N = M .
In the case (iii) M is compact and the flow doesn’t have equilibrium points. One
can show in this case that M is homeomorphic either with the torus or with the
regular Klein bottle. But on the regular Klein bottle without equilibrium states for
{ϕ t }t∈R , this dynamical system always has, by Kneser’s theorem a cycle. Thus this
case is impossible.
Suppose that {ϕ t }t∈T is a C 1 -smooth dynamical system with T ∈ {N0 , Z, R+ , R}
on the open set U of the Riemannian n-dimensional C k -manifold (M, g)(k ≥ 3).
Assume that K ⊂ U is an arbitrary set and E ⊂ TK M is a subbundle. The subbundle
E is called dϕ t -equivariant if K is ϕ t -invariant and d p ϕ t E p = Eϕ t p for any p ∈ K
and any t ∈ T. Let {ϕ t }t∈T be a C 1 -smooth dynamical system with T ∈ {R, Z} on the
n-dimensional Riemannian C k -manifold (M, g). A compact set K ⊂ M is called
partially hyperbolic for {ϕ t }t∈T if K is ϕ t -invariant and there exist numbers C >
0, λ > 0 and a splitting TK M = E s ⊕ E u ⊕ E c of the tangent bundle TK M into the
dϕ t -invariant subbundles E s , E u and E c such that
−t
dϕ|E
t
s ≤ Cλ
t
and dϕ|E u ≤ Cλ
t
are satisfied for all t > 0, t ∈ T.

If E c belongs to the zero-section, the set K is called a hyperbolic set of {ϕ t }t∈T . The
dynamical system {ϕ t }t∈T on (M, g) is called partially hyperbolic (resp. hyperbolic)
if M is compact and is a partially hyperbolic (resp. hyperbolic) set of {ϕ t }t∈T .
For a time-discrete hyperbolic system {ϕ t }t∈Z , the C 1 -diffeomorphism ϕ 1 : M →
M is called Anosov diffeomorphism. A hyperbolic flow {ϕ t }t∈R generated by F is
said to be an Anosov flow [2] if dim E pc = 1 and F( p) ∈ E pc , ∀ p ∈ M.
Appendix B: Miscellaneous Facts 529
A C 1 -diffeomorphism ϕ : M → M is said to be an Axiom A diffeomorphism

[15] and the associated dynamical system {ϕ t }t∈Z is an Axiom A system if the set
N W(ϕ) of non-wandering points is hyperbolic and the set of periodic points of ϕ is
dense in N W(ϕ).
A flow {ϕ t }t∈R is called Axiom A system if the non-wandering set N W(ϕ) is
hyperbolic and can be written as Z1 ∪ Z2 , where Z1 and Z2 are disjunct compact
invariant sets, Z1 contains a finite number of equilibrium points and in Z2 the periodic
orbits of {ϕ t }t∈R are dense.
B.3 Degree Theory
Suppose γ is a simple curve in R2 , i.e. a compact, without intersection and oriented

curve, given by the continuous and injective parameterization c : [a, b] → R2 . Sup-
pose also that f is a continuous vector field along γ that does not vanish along this
curve. The winding number or rotation of f along γ is an integer number w( f, γ )
which shows how many times the closed continuous path f : γ → R2 \ {0} rotates
in the mathematically positive direction around the origin in R2 .
In the case when γ is an oriented C 1 -regular curve, f = ( f 1 , f 2 ) is a non-
vanishing C 1 -vector field along γ and α is a 1-form given on R2 \ {0} by α =
xdy−yd x
x 2 +y 2
, the winding number can be computed by the formula

1 f 1d f 2 − f 2d f 1
w( f, p) = . (B.2)
2π | f |2
γ
This formula can be used to generalize the winding number to the n-dimensional
space Rn . Suppose for this that Ω ⊂ Rn is a bounded domain with C 1 -boundary
∂ Ω and f = ( f 1 , . . . , f n ) is a non-vanishing C 1 -vector field along ∂ Ω. Then the
winding number w( f, ∂ Ω) of f along ∂ Ω is defined by the integral (Kronecker’s
integral)
n
1 fi
w( f, ∂ Ω) = (−1)i+1 n d f 1 ∧ · · · ∧ d
f i ∧ · · · ∧ d f n . (B.3)
vol(S n−1 ) i=1
| f |
∂Ω
Here vol(S n−1 ) is the volume of the unit sphere S n−1 and d
f i means that this
expression is missing in the exterior product.
It can be shown that if Ω ⊂ Rn is a bounded domain with C 2 -boundary ∂ Ω and
f is a C 1 -vector field on Ω with 0 ∈
/ f (∂ Ω) then
w( f, ∂ Ω) = deg( f, Ω, 0) . (B.4)
If we denote S := S n−1 and use a well-known formula for the volume element
d S of S we can write Kronecker’s integral (B.3) in the form

∂
Ω f ∗d S
w( f, ∂ Ω) = . (B.5)
S dS
This formula, which can also be used for n-dimensional oriented smooth mani-
folds, shows again, how many times the sphere S is covered by the image f (∂ Ω).
Under the consideration of formula (B.4) the relation (B.5) leads to the definition
of the (global) degree of a map φ. Suppose that φ : M → N is a smooth map between
the n-dimensional smooth manifolds M and N . Then the uniquely defined number
degφ which satisfies the relation

∗
φ ω = deg φ ω (B.6)
M N
for any n-form on N , is called the global degree of φ.

A measure of the non-injectivity of a given map is the multiplicity function.
Suppose that M1 and M2 are two arbitrary sets and φ : M1 → M2 is a map. The
multiplicity function N (φ, K, u) of φ with respect to a set K ⊂ M1 at the point
u ∈ M2 , is the cardinality of the set {υ ∈ K|φ(υ) = u}. Suppose that φ : M → M
is a C 1 -map on the orientable n-dimensional smooth Riemannian manifold (M, g).
It can be shown that if the determinant det (du φ) of the tangent map du φ is positive
on M then the multiplicity function of φ with respect to K at u coincides with the
local degree of φ at u.
In the following, we need the extension theorem of Dugundij [4].
Theorem B.3 Suppose that (X , d) is a metric space, (Y, · ) is a Banach space,

N = ∅ is a closed subset of X and T : N → Y is a continuous map. Then there
: X → co T (N ) (convex hull) .
exists a continuous extension T
Consider a map φ : D ⊂ M → N where M, N are oriented differentiable n-

dimensional manifolds and D is relatively compact in M.
Suppose that φ ∈ C 0 (D) ∩ C 1 (D). Let Z denote the critical points of φ on D,
i.e. set of points in D at which the Jacobian Jφ of φ vanishes. Let q ∈ φ(D) be
such that q ∈ φ(∂D) and φ −1 (q) ∩ Z = ∅. By the inverse function theorem the
set φ −1 (q) ⊂ D is discrete and therefore finite since D is compact. Because the
manifolds are oriented, the sign of Jφ is defined at each point of φ −1 (q). The degree
deg (φ, D, q) of φ at q with respect to D is defined by

deg(φ, D, q) = sign Jφ ( p) .
p ∈φ −1 (q)
For q ∈
/ φ(D) we define deg (φ, D, q) = 0. An important theorem says that the
degree of φ is constant in every connected component of N \φ (∂D). In order to
define the degree for any φ ∈ C 0 (D) we use the following theorem: The map C 1 (D) ∩
C 0 (D) → Z given by φ → deg(φ, D, q), q ∈ / φ(∂D), is continuous with respect to
the C 0 -topology. This theorem allows us to define the degree for a continuous map
φ at q with respect to D as
deg(φ, D, q) = lim deg(φn , D, q), q ∈

/ φ(∂D)
n→+∞
where {φn } is a sequence of C 1 -maps which converges to φ in the C 0 -topology.
Theorem B.4 (Brouwer’s fixed point theorem) Let X be a topological space which
is homeomorphic to a bounded and convex set of Rn . If T is a continuous map, which
maps X into itself, then T has at least one fixed point in X .
B.4 Homology Theory
Suppose that in the Euclidean space Rm there are given k + 1 points p0 , p1 , . . . , pk

such that the vectors pi − p0 , i = 1, . . . , k, are klinearly independent.
n The convex hull
of { p0 , . . . , pk }, i.e. the set of all points x = i=0 λi pi with i=0 λi = 1, λi ≥ 0, is
called k-simplex and is denoted by σ k ≡ ( p0 , p1 , . . . , pk ). The points p0 , . . . , pk are
the vertices of σ k . A face of a k-simplex σ k is any simplex whose vertices are a subset
of those of σ k . The orientation of the k-simplex σ k ≡ ( p0 , p1 , . . . , pk ), is by defini-
tion the orientation of the linear space with basis p1 − p0 , p2 − p0 , . . . , pk − p0 . If
σ k is an oriented simplex, −σ k is the same set of points with opposite orientation.
A simplicial complex K is a finite collection of simplices of Rm such that if σ1k ∈ K
then so are all its faces, and if σ1k , σ2l ∈ K then σ1k ∩ σ2l is either a face of σ1k or is
empty.
Let K be a simplicial complex and consider the set theoretic union |K| ⊂ Rm
of all simplices from K. Introduce on |K| a topology that is the strongest of all
topologies in which the embedding of each simplex into |K| is continuous. The set
|K| is the associated polyhedron . The polyhedron |K| is said to be triangulated by
the simplicial complex. A triangulation of a manifold M is a simplicial complex K
together with a homeomorphism h : |K| → M. A k-chain in the simplicial complex
K with coefficients in an abelian group G is a formal sum ck = gi σik , gi ∈ G, σik
a k-simplex in K. The set Ck (K, G) of k-chains in K with coefficients in (G, +)
together with the addition

ck + ck = (gi + gi )σik
form an abelian group. Let σ k+1 ≡ ( p0 , . . . , pk+1 ) be an oriented k + 1 simplex.

The boundary ∂σ k+1 is the k-chain defined by

k+1
∂σ k+1 = (−1)i ( p0 , . . . ,
pi , . . . , pk+1 )
i=0

means that the symbol should be deleted. The boundary of the k-chain
where i gi σik
is i gi ∂σik . A direct computation shows that the maps
∂ ∂
Ck+1 (K, G) −→ Ck (K, G) −→ Ck−1 (K, G)
satisfy ∂ 2 = ∂ ◦ ∂ = 0. The space of k-cycles is given by
Z k (K, G) = {c ∈ Ck (K, G)|∂c = 0} ,
the space of k-boundaries is defined by
Bk (K, G) = {∂c | c ∈ Ck+1 (KG)} .
Then the factor-group Hk (K, G) = Z k (K, G)/Bk (K, G) defines the k-th homology
group of K with coefficients from G. For various triangulations h : |K| → M of a
given manifold, the associated homology groups Hk (K, G) are independent of the
concrete triangulation. Thus we can introduce the k-th homology group Hk (M, G)
of the manifold M with coefficients from G.
Let us now consider G = Z and let us introduce the abbreviations
Bk (M) ≡ Bk (M, Z), Ck (M) ≡ Ck (M, Z) and Hk (M) ≡ Hk (M, Z).
It can be shown that Hk (M) is a finitely generated abelian group, i.e. there exists a
p of elements h 1 , . . . , h p such that any element in Hk (M) may be written
finite number
as h = i=1 ai h i with ai ∈ Z and none of the elements h 1 , . . . , h p can be written as
such a sum of the remaining ones. The number p is the rank of the group. It is well-
known that any group Hk (M) has only generators of finite or infinite order and can
be written as the direct sum of one-dimensional free subgroups and one-dimensional
subgroups of finite order, i.e.
Hk (M) = Z ⊕ Z ⊕ · · · ⊕ Z ⊕ F1 ⊕ · · · ⊕ Fm k (M) .
bk (M)−times
The number bk (M) of free generators is the k-th Betti-number, the orders
r1 , . . . , rm k (M) of the remaining generators are the torsion coefficients. Let us recall
that there are many similarities between chains and differential forms. A closed
differential form ω on M, i.e. such that dω = 0, is also called cocycle . An exact
differential form ω, i.e. such that there exists another differential form Θ with ω =
dΘ, is also called coboundary. Let Z k (M) denote the set of all cocycles with the
natural structure of an additive group over Z and let B k (M) denote the subgroup
of Z k (M) consisting of all coboundaries of degree k. The factor-group H k (M) =
Z k (M)/B k (M) is the k-th cohomology group of M. By the de Rham theorem this
group is isomorphic to the dual of Hk (M).
For a given triangulation h : |K | → M of the manifold M we put

dim M
χ= (−1)k card {σ | σ is a k-dimensional simplex from K } .
k=0
One can show that χ does not depend on the triangulation of M and this defines
a topological invariant χ (M) which is called Euler characteristic of M.
The Euler-Poincaré formula says that on a compact orientable manifold M

dim M
χ (M) = (−1)k bk (M) ,
k=0
where bk (M) are the k-th Betti-numbers of M. The Euler characteristic χ (M) of a
compact orientable manifold is also equal to the sum of the indicies of the (isolated)
zeros of any smooth vector field f on M (Poincaré Hopf theorem).
B.5 Simple δ-Linked Parameterized m-Boundaries
Let us introduce the following concept [8].

Suppose (X , · ) is a Banach space and m is a non-negative integer. A parame-
terized m-boundary (resp. parameterized (m + 1)-surface) in D ⊂ X is a continuous
function Φ whose domain of definition is ∂ U (resp. U), the boundary (resp. closure)
of a non-empty bounded open connected set U ⊂ Rm+1 and whose range is in D.
A parameterized m-boundary Φ is the parameterized boundary of a parameterized
(m + 1)-surface Ψ , denoted Φ = ∂ Ψ, if Φ = Ψ|∂ U , the restriction of Ψ to ∂ U. A
parameterized m-boundary is simple if it is one-to-one on its domain. The trace of a
parameterized m-boundary (resp. (m + 1)-surface) Φ is the set Φ(∂ U) (resp. Φ(U)).
The extension theorem of Dugundji (Theorem B.3) implies that any parameterized m-
boundary Φ : ∂ U → X is the parameterized boundary of a parameterized (m + 1)-
surface in the convex hull co Φ(∂ U).
A sequence of parameterized (m+ 1)-surfaces Φk : U k → X is compact (resp.
bounded) if the closure of the set k Φ k (U k ) is compact (resp. bounded). If u 0 ∈
Rm+1 , δ > 0, let Nδ (u 0 ) = {u ∈ Rm+1 |u − u 0 | < δ}, where | · | is the Euclidean
norm in Rm+1 .
Let N0 , N− , N+ denote the sets of points u ∈ N1 (0), u = (u 1 , . . . , u m , u m+1 ),
for which u m+1 = 0, u m+1 < 0, u m+1 > 0, respectively.
A point u ∈ ∂ U is an ordinary point of ∂ U if there exists a neighborhood W of
u 0 and a homeomorphism h : N1 (0) → W such that h(N0 ) = W ∩ ∂ U, h (N− ) =
W ∩ (Rm+1 \ U) and h(N+ ) = W ∩ U.
A parameterized m-boundary Φ has an m-dimensional tangent space X1 at x0 =

Φ(u 0 ) if u 0 is an ordinary point of ∂ U (realized by a homeomorphism h), Φ0 h |N0 is
Frechét differentiable at 0 and the range X1 of the derivative L = (Φ0 h |,υ0 )(0) has
dimension m. Let X1 be an m-dimensional subspace of X . Then there exists a basis
{e1 , . . . , em} of X1 (called the Auerbach basis), such that ei = 1 and 1 = qi 1 =
sup{qi x x ∈ X1 , x = 1}, where qi x is the ith coordinate of x referred to this
basis, i = 1, . . . , m.
The Hahn-Banach is used to extend the linear m functionals qi to X with qi = 1
and to define the projections P1 , P2 by P1 = i=1 ei qi , P2 = I − P1 . It follows that
P j2 = P j and X = X1 ⊕ X2 , where X j = P j X , j = 1, 2. The projections satisfy
P1 ≤ m, P2 ≤ m + 1. Define a norm · 1 on X by
x1 = (q1 x2 + · · · + qm x2 + P2 x2 )1/2 .
Then
(m + 1)−1/2 x ≤ x1 ≤ (m + (m + 1)2 )1/2 x
so that · and · 1 are equivalent norms and the equivalence is uniform with
respect to the choice of X1 . If δ > 0 and x0 ∈ X , let Bδ1 (x0 ) = {x ∈ X x − x0 1 <
δ}. If γ ≥ δ, let

Tγ1,δ (x0 ) = {Bδ1 (x)x − x0 1 = γ , P1 (x − x0 ) = 0},
x
a torus centered on x0 with axis P1 . A simple parameterized m-boundary Φ : ∂ U →

X is called δ-linked (with some δ > 0) if there exist γ ≥ δ, an ordinary point u 0 ∈
∂ U, a parameterized m-boundary Φ 0 ) and an m-dimensional
: ∂ U → X , x0 = Φ(u
subspace X1 of X such that
(D1) is one-to-one on Φ
Φ −1 (coTγ1,δ (x0 )) ;
(D2) U) ∩ coTγ ,δ (x0 ) = (x0 + X1 ) ∩ coTγ1,δ (x0 ) ;
Φ(∂ 1
(D3)
Φ(u) − Φ(u)
1 < d1 (Φ(u), Tγ1,δ (x0 )), if u ∈ ∂ U. (Here d1 is the distance
defined by · 1 .)
Remark B.1 (a) Note that the perturbation Φ of Φ satisfying (D1) – (D3) need not
be a simple parameterized boundary.
(b) A simple parameterized m-boundary without points where a tangent space exists,
may be δ-linked. The Koch curve (Sect. 3.2.3, Chap.3) is δ-linked.
Let us state the following three propositions, due to M. Y. Li and Muldowney [8].
Proposition B.1 When m > 0 is an integer, a simple parameterized m-boundary Φ
is δ-linked for some δ > 0 if it has an m-dimensional tangent space X1 at some point
x0 = Φ(u 0 ), u 0 ∈ ∂ U.
Proposition B.2 Let Φ and Ψ be two ordinary parameterized m-boundaries which
have the same domain and range. Then if Φ is δ-linked, so also is Ψ .
If | · | is any norm
on R
m+1
or X , and if B is a set in one of these spaces, let
|B| = sup{|x − y| x, y ∈ B} be the diameter of B.
Proposition B.3 Suppose Φ : U → X is a parameterized (m + 1)-surface and that

its parameterized m-boundary is simple and δ-linked. Then

cm−1 δ m+1 ≤ |Bi |m+1
i

if {Bi } is any collection of sets such that Φ(U) ⊂ i Bi , where
cm = 2m+1 [m + (m + 1)2 ](m+1)/2 .
B.6 Geometric Measure Theory
All of the following basic facts from geometric measure theory can be found in
[5, 11]. Suppose m ≥ 0 is a positive integer. A set Z ⊂ Rn is m-rectifiable if Z
is μ H (·, m) ≡ μmH (·)-measurable, μ H (Z, m) < ∞,and there exist m-dimensional
∞ ∞
C 1 -submanifolds {Mi }i=1 in Rn such that μ H (Z \ i=1 Mi , m) = 0. For μ H (·, m)
- a.a x ∈ Z, the tangent spaces at x to distinct Mi containing x are equal. Let Tx Z
be this tangent space where it exists. Both the standard inner product and the duality
pairing for all spaces is denoted by ·, ·.
The space of all C ∞ -differential m-forms in Rn with compact support is Dm . For
β ∈ Dm we define
β := sup{β, ξ | ξ ∈ Λm (Rn ), |ξ | = 1, ξ simple m-vector}.
The dual space is denoted by Dm and is called the space of m-dimensional currents.
Suppose θ is a multiplicity function on Z, i.e. an μ H (·, m)-measurable function θ
with domain Z and range a subset of the positive integers, such that Z θ dμmH < ∞.
Suppose also that there is an orientation ξ , i.e. a μmH -measurable function ξ with
domain Z such that for μmH - a.a. x ∈ Z the orientation ξ(x) is one of the two
simple m-vectors associated with Tx Z, i.e. for μmH - a.a. x ∈ Z we have ξ(x) =
τ1 (x) ∧ · · · ∧ τm (x), where τ1 (x), . . . , τm (x) is an orthonormal basis in Tx Z.
A linear operator on C ∞ m-forms β given by

T (β) := θ (x) < ξ(x), β(x) > dμmH
Z
is called m-dimensional rectifiable current. The set of all m-dimensional rectifiable

currents forms an abelian group which is denoted by Rm .
For each T ∈ Rm , m ≥ 1, we define the boundary operator ∂ T given by Stokes
formula
∂ T (β) = T (dβ) , β an arbitrary C ∞ (m − 1)-form .
It is not necessarily true that ∂ T ∈ Rm−1 . The abelian group of m-dimensional

integral currents is given by
Im := {T ∈ Rm | ∂ T ∈ Rm−1 } , m = 1, 2, . . . ,
I0 := R0 .
We enlarge Rm to the abelian group of m-dimensional integral flat chains, or m-

chains, defined by
Fm := {R + ∂ S | R ∈ Rm , S ∈ Rm+1 } .
The operator ∂ is extendible to a group homomorphism ∂ : Fm → Fm−1 if m ≥ 1.

For T ∈ Rm we define the mass of T by

M(T ) := θ dμmH .
Z
One can extend the definition of M to Dm . For T ∈ Dm we define
M(T ) := sup{T (β) | β ≤ 1 , β ∈ Dm }.
Then one has
Rm = Fm ∩ {T | M(T ) < ∞} ,
Im = Rm ∩ {T | M(∂ T ) < ∞} .
One now defines the integral flat “norm” on Fm by
F(T ) := inf{M(R) + M(S) | T = R + ∂ S, R ∈ Rm , T ∈ Rm+1 }
and the integral flat metric by F (T1 , T2 ) := F (T1 − T2 ) .

If T ∈ Fm , m ≥ 1, and ∂ T = 0 (or if T ∈ F0 ), we say that T is an m-dimensional
integral flat cycle or m-cycle.
If m ≥ 1, it follows by a cone construction that T = ∂ S for some S ∈ Fm+1 .
If T ∈ Fm and T = ∂ S for some S ∈ Fm+1 , we say T is an m-dimensional integral
flat boundary, or m-boundary. Thus if m ≥ 1, every m-cycle is an m-boundary. Let
Em denote the space of all currents T ∈ Dm with compact support.
If T ∈ Em and φ : Rn → Rn is a C ∞ -map, then one defines the push-forward
φ∗ T ∈ Dm by
(φ∗ T )(β) = T (φ ∗ β) , ∀β ∈ Dm .
Here φ ∗ β denotes the pullback of the k-form β (see Sect. A.3). In case T corresponds
to some oriented manifold Z, then φ∗ T corresponds to the oriented image φ(Z). The
push-forward φ∗ T has the following important properties:
(a) φ∗ ∂ T = ∂ φ∗ T ;
(b) supp φ∗ T ⊂ φ(supp T ).
The normal currents are given by
Nm := {T ∈ Em | M(T ) + M(∂ T ) < ∞} .
For T ∈ Dm we define the flat norm F of currents by
F(T ) := min{M(A) + M(B) | T = A + ∂ B ,

A ∈ Em , B ∈ Em+1 } .
The set Fm := F-closure of Nm in Em defines the real flat chains. It is shown in [5]
that Fm ⊂ Fm .
As a corollary from a theorem in 4.1.20 [5] we have the following:
Theorem B.5 If T ∈ Fm (Rn ) and μ H (supp T, m) = 0, then T = 0.
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Index
A of true size, 177

Algebra Bifurcation, 90
exterior, 310 heteroclinic, 91
Grassmann, 310 homoclinic, 91
Almost period, 158 Boundary, 531
Atlas integral flat, 536
maximal, 509 parameterized, 503, 533
n-dimensional, 509 Bracket
Attractor, 10 Lie, 522
global, 10 Poisson, 518
global B-, 10, 504 Bundle
global D- pullback, 451 C k -fiber, 524
global Milnor, 14 C k -vector, 524
globally B-forward, 414 normal, 526
globally B-pullback, 414 product, 526
hidden, 295 tangent, 511
Lorenz, 91
Milnor, 12
minimal global, 10, 11, 21 C
minimal global B-, 10, 11, 21, 42, 500 Cantor
minimal global Milnor, 13 set, 91, 104, 116, 122, 124, 390
self-excited, 295 Capacity
stochastic, 14 upper (lower) Carathéodory, 138
strange, 33, 209, 223, 242, 243, 246, 390 Carathéodory d-measure
trajectory, 297 upper (lower), 138
Auerbach basis, 534 Carathéodory structure, 390, 395
Cascade, 3
Chain
B integral flat, 536
Ball real flat, 537
Bowen, 125 Chaotic, 36
filial, 383 Chart
Base n-dimensional, 509
integral, 177 Christoffel symbol, 516
https://doi.org/10.1007/978-3-030-50987-3
540 Index
Coboundary, 532 D
Cocycle, 532 Decomposable, 310
local, 418 Degree, 530
on fibered spaces, 450 global, 530
over the base system, 412 of non-injectivity, 465
Codimension, 526 Derivative
Complex absolute, 525
simplicial, 531 covariant, 516, 525
Compound exterior, 513
additive, 309 Lie, 20, 514
multiplicative, 309 Diffeomorphism, 511
Anosov, 528
Condition
Axiom A, 529
Andronov-Vitt, 72, 338
Differential, 511
Chen, 206, 226, 229, 230
Differential equation
frequency-domain, 73, 77, 158, 325, 348,
on a cylinder, 444
438, 499
Dimension
Hartman-Olech, 407 box, 114
Hölder, 172 Carathéodory, 137, 395
Lipschitz, 517 covering, 102, 103
open set, 121 Diophantine, 172
Yudovich, 89 fractal, 114, 171, 181, 225
Connection, 525 geometric, 41
Continued fractions, 183 Hausdorff, 107, 191, 366
Contraction, 120 local Lyapunov, 263, 379
Convergence, 84, 214, 376 local upper Lyapunov, 388
Convex hull, 530 lower box, 114
Cover, 101 lower Diophantine, 172
open (closed), 101 Lyapunov, 379
Criterion Lyapunov dimension of a dynamical sys-
Bendixson-Dulac, 377 tem, 265
generalized Bendixson, 212 Lyapunov dimension of a map, 263
Poincaré, 71 of Cartesian product, 122
Current, 535 small inductive, 96
mass, 536 topological, 104, 150, 166, 499
normal, 537 upper box, 114
rectifiable, 535 upper Lyapunov, 387
Dissipative, 20
Curvature
pointwise, 10
Gaussian, 524
Dissipativity, 12, 20, 36
Riemannian, 523
in the sense of Levinson, 15
scalar, 523
region of, 16
section, 524 Distortion factor, 55
Curve Distribution, 526
length, 515 integrable, 526
maximal integral, 517 involutive, 526
piecewise C 1 , 515 Divergence, 485, 518
piecewise smooth, 397 Duality pairing, 535
Cycle, 532 Dynamical system, 3, 258
integral flat, 536 base, 411
of the second kind, 341 dissipative, 15, 20, 23
Cylinder skew product, 412
flat, 341, 405, 510 with a contraction property, 358
Index 541
E differential, 513
Eden conjecture, 269, 388 Hermitian, 73
Ellipsoid, 44 second canonical, 356
degenerated, 321 volume, 515
Embedding, 225, 512 Formula
Entropy Binet-Cauchy, 48
Bowen-Dinaburg definition of topologi- Euler-Poincaré, 533
cal, 125, 250 Kaplan-Yorke, 272
characterization by open covers, 128, 451 Liouville, 66, 376
of the map, 128 Fourier
topological, 125, 247 transform, 153
Equation Frequency
conservative differential, 229 additional, 159
delay differential, 166 Function
Euler, 220 almost periodic, 158, 424
excitations in nerve fibers, 242 analytic, 198
forced Duffing, 209 integrable, 515
Liouville, 66 Lyapunov, 12, 192
of Third order, 239 multiplicity, 535
pendulum, 21 quasi-periodic, 154
phase synchronization, 503 regulating, 192, 226
Van der Pol, 13 singular value, 45, 320
variational, 326 subexponential, 250
with cubic nonlinearity, 242 Weierstrass, 185
with quadratic nonlinearity, 241
Equilibrium
globally asymptotically stable, 23 G
Equivariance propery, 341 Gasket
Euler characteristic, 533 Sierpiński, 479
Exponent Geodesic, 522
global Lyapunov, 387 Geodesic distance, 515
Global Lyapunov dimension, 267
local Lyapunov, 387
Golden mean, 183
Lyapunov, 269
Gradient flow-like, 84
uniform with respect to the splitting, 404
Gram’s determinant, 55
Extension, 416
Group
Extension theorem of Dugundji, 533
annihilator, 151
Exterior power, 309, 310
character, 150
cohomology, 533
compact, 150, 155
F dual, 150
Face, 531 homology, 377, 532
Finite time Lyapunov dimension, 264 topolgical, 150
Finite-time Lyapunov exponents, 269 torsion-free, 150
First integral, 518
Flat cylinder, 502
Flow H
almost periodic, 154 Hermitian
Anosov, 528 extension, 73
Bebutov, 416, 444 Hull, 416, 424
C 0 -, 132
Fluid convection, 221
Foliation, 332, 526 I
Form Identity
542 Index
Bianchi’s first, 523 locally connected, 509

Lagrange, 49 maximal integral, 526
Immersion, 512 n-dimensional C k , 509
Induction motor product, 510
models, 86 regular, 509
Inequality Riemannian, 5, 118, 514
Fan, 51 stable, 9, 10
generalized Horn’s, 324 symplectic, 518
Horn, 50 unstable, 9, 10
Wåzewski, 63 with boundary, 511
Weyl, 50, 198 Map, 520
Interaction baker’s, 472, 478
between waves, 244 Belykh, 473, 495
of three waves, 223 embedding, 119
Invariant set, 257, 365, 413 evaluation, 416
asymptotically stable, 6 exponential, 522
globally asymptotically stable, 6 Hénon, 201, 286
negatively, 413 Lipschitz, 111, 120
positively, 413 Lozi, 496
stable, 6 modified baker’s, 483
uniformly asymptotically stable, 6 modified horseshoe, 6, 463
Involution, 518 orthogonal, 313
piecewise smooth, 471
Poincaré, 326
K
regular, 512
Klein bottle
shift, 5, 416
fibered, 526
topological, 119
regular, 526
Matrix
solid, 361
additive compound, 56
Koch curve, 122, 505, 534
adjoint, 43
Kronecker’s integral, 529
Cauchy, 63
compound, 52
L Hermitian, 43
Leaf, 526 monodromy, 70
Lemma multiplicative compound, 52
Horn, 49 orthogonal, 43
Pugh’s closing, 214, 520 positive definite, 43
Schwartz, 528 positive semi-definite, 43
transport, 376 square root, 43
Lexicographic ordering, 52 symmetric, 43
Lift transpose, 43
horizontal, 525 unitary, 43
Locally completely continuous, 11 Measure
Lozinskii estimate, 63 Carathéodory d-, 137
Lyapunov exponent functions, 269 cubical Hausdorff d-, 111
Lyapunov Exponents (LEs) of singular val- ellipsoid, 45, 321
ues, 269 Hausdorff, 111, 192
Hausdorff-d-, 106
lower capacitive d-, 114
M metric outer, 105
Manifold outer, 137
integral, 526 spherical, 111
locally compact, 509 upper capacitive d-, 114
Index 543
Metric Parallel transport, 522, 525

bundle, 525 Parametrization, 177
integral flat, 536 Partial d-trace, 206
Möbius band, 526 Phenomenon
Module Liouville, 180
Q−, 153 Plateau problem, 197, 377
Z−, 153 Point
Motion, 5 critical, 512
asymptotically orbitally stable, 70 non-wandering, 133
asymptotically Poincaré stable, 70 regular, 391
Multiplicative compound, 310 singular, 391
Multiplicity, 530 wandering, 520
Multiplier, 326 Polyhedron, 531
Multistability, 295 Pontryagin
duality, 151
Premeasure, 105
N Product
Nematic liquid crystals, 89 Cartesian, 122
Norm exterior, 54, 316
logarithmic, 61, 206, 208, 212, 425 wedge, 513
Lozinskii, 61 Projection, 120
Number canonical, 510
badly approximable, 183 natural, 511
Betti-, 377, 378, 532 Property
Diophantine, 179 generic, 521
Lebesgue, 102, 129, 135, 452 Markov-type, 458
limit transfinite, 8, 527 squeezing, 163
rationally independent, 154 Pullback, 514
transfinite, 8, 527 Push-forward, 514, 536
winding, 200, 529
Q
O Quasi-gradient flow-like, 84
Operator
additive compound, 313
adjoint, 312 R
boundary, 535 Rank, 150
compound, 313 Recurrent
derivation, 313 negatively, 528
Orbit, 6, 9, 155 positively, 528
critical, 6 Relative Lyapunov exponents of singular
equilibrium, 6 value functions, 270
heteroclinic, 9 Ricci tensor, 523
homoclinic, 9, 28 Rotation, 529
periodic, 6 Rotator
stationary, 6 periodically kicked, 503
Orientation, 311, 535
S
P Scalar product, 311
Pair Section
controllable, 73 C r -, 524
observable, 75 Semi-flow, 3
stabilizable, 74 Semi-orbit
544 Index
negative, 6 reparametrization, 330

Separatrix loop, 91 uniformly Lyapunov stable, 59
Sequence Space
f -returning, 175 Baire, 521
Set bundle, 524
admissible, 136 completely normal, 98
α-limit, 7 finite-dimensional, 41
bounded, 413 fractal, 112
B-absorbing, 10 Hilbert, 14, 117
closed, 413 infinite dimensional, 41
compact, 413 phase, 3
D-absorbing, 451 tangent, 511
globally B-forward absorbing, 414 Spectrum
globally B-forward attracting, 414 frequency, 166
globally B-pullback absorbing, 414 Stability
globally B-pullback attracting, 414 global asymptotic, 35
hyperbolic, 528 orbital, 69, 329, 347, 354
invariant, 6 structural, 521
Lebesgue measurable, 515 Subbundle, 524
(m, ε)-separated, 126 equivariant, 528
(m, ε)-separated, 91, 453 horizontal, 525
(m, ε)-spanning, 126, 453 vertical, 525
minimal, 7, 157 Submanifold, 512
negatively invariant, 6 Submersion, 512
non-wandering, 520, 529 Surface
ω-limit, 6 parameterized, 533
parametrized, 419 Synchronous machine, 86
partially hyperbolic, 528 System
partially ordered, 527 Axiom A, 529
pointwise absorbing, 10 Belykh, 495
positively invariant, 6 Chua, 181
rectifiable, 535 generalized feedback control, 164
relative compact, 8 generalized Lorenz, 33, 215, 221, 223
self-similar, 120, 505 Glukhovsky-Dolzhansky, 222, 291
time, 3 inclusion closed, 451
totally bounded, 114 in normal variations, 328
totally ordered, 527 Lanford, 72
Similitude, 121 Lorenz, 16, 25, 86, 88, 90, 232
Simplex, 531 Lozi, 496
Singular value function pendulum-like, 340, 354
with respect to the splitting, 403 Rabinovich, 223, 244
Solution, 70 Rössler, 230, 242, 425
amenable, 163 Shimizu-Morioka, 293
asymptotically Lyapunov stable, 59 solenoid like, 498
asymptotically orbitally stable, 354 time-varying Hénon, 437
circular, 354 Yang and Tigan, 292
exponentially asymptotically stable, 59
globally asymptotically Lyapunov sta-
ble, 59 T
Lyapunov stable, 59 Tangent space, 534
orbitally stable, 70 Tensor field
periodic, 213 covariant, 513
Poincaré stable, 70 curvature, 523
Index 545
torsion, 523 Yakubovich-Kalman frequency, 73

Theorem Topological entropy
Andronov-Vitt, 71, 326 of a cocycle, 452
Baire, 521 Topologically
Baire-Hausdorff, 527 conjugated, 520
Barbashin - Krasovsky, 24 equivalent, 520
Binet-Cauchy, 48 Topology
Bochner, 154 canonical, 509
Brouwer’s fixed point, 361, 531 compact-open, 416
Brouwer’s theorem on the invariance of relative, 96
domain, 510 weak, 14
Cartwright, 155 Torsion coefficients, 532
classification, 510 Torus
de Rham, 533 fibered solid, 526
extension theorem of Dugundij, 530 flat, 510
Fischer-Courant, 47, 319 solid, 361
frequency-domain, 73–75 trivial fibered solid, 526
Frobenius, 526 Transverse, 390
Hartman-Olech, 406 Triangulated, 531
Hausdorff, 114 Triangulation, 531
Hilmy, 157 Typical systems, 274
Ito, 247
Kalman-Szegö, 75, 500
Khinchine, 179
V
Kloeden - Schmalfuss, 414
Value
Kneser, 528
critical, 512
limit, 192
regular, 512
Liouville, 518
Lyapunov, 73 singular, 43, 318
Mané, 120 Vector field
Markley, 528 complete, 518
Menger, Nöbeling and Hurewicz, 119 conservative, 518
Milnor, 199 contravariant, 513
Minkowski, 178 Hamiltonian, 518
on invariance of dimension, 510 Jacobi, 342
Picard-Lindelöf, 517 parallel, 521
Poincaré, 518 time-dependent, 371
Poincaré-Bendixson, 528 Vertex, 531
Poincaré-Hopf, 533
Pontryagin duality, 151
Sard, 199, 512 W
Sauer, Yorke and Casdagli, 225 Weak global B-attractor, 14
Theorema egregium, 523 Weak neighborhood, 14
Wakeman, 416 Weakly closed, 14
Whitney’s embedding, 512 Weakly convergent, 14

Kuznetsov, Reitmann - Attractor Dimension Estimates For Dynamical Systems - Theory and Computation

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Emergence, Complexity and Computation ECC

More information about this series at http://www.springer.com/series/10624

ISSN 2194-7287 ISSN 2194-7295 (electronic)

Chapter 3 is an introduction to dimension theory. It starts with the deﬁnition and

systems on Riemannian manifolds is proved. Chapter 8 contains also an important

St. Petersburg, Russia Nikolay Kuznetsov

St. Petersburg, Russia Nikolay Kuznetsov

Part I Basic Elements of Attractor and Dimension Theories

2.2 Singular Value Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

Part II Dimension Estimates for Almost Periodic Flows and

5.4 Estimates of Fractal Dimension . . . . . . . . . . . . . . . . . . . . . . . . 225

Part III Dimension Estimates on Riemannian Manifolds

8.3.1 The System in Normal Variation . . . . . . . . . . . . . . . . . 390

9.4 Discrete-Time Cocycles on Fibered Spaces . . . . . . . . . . . . . . . . 450

Appendix A: Basic Facts from Manifold Theory . . . . . . . . . . . . . . . . . . . 509

1.1 Dynamical Systems, Limit Sets and Attractors

1.1.1 Dynamical Systems in Metric Spaces

Example 1.1 Consider the autonomous differential equation

where f : Rn → Rn is assumed to be locally Lipschitz. The Euclidean norm in Rn

Example 1.2 Assume that

is a non-autonomous differential equation with f : R × Rn → Rn . Let us suppose

Since c2 (0) = ϕ(mT, 0, u), it follows by the uniqueness theorems that

Example 1.3 Suppose that

Using well-known properties of the composition of continuous invertible maps, i.e.

It is clear that (1.6) generates the dynamical system ({ϕ m }m∈Z , M, ρ) .

where ω = (ω 0 , ω1 , . . .) and ω = (ω0 , ω1 , . . .) are from Ω2+ . It is easy to see that

ϑ(ω) = (ω1 , ω2 , . . .) for ω = (ω 0 , ω1 , . . .) ∈ Ω2+ .

The map ϑ is continuous since for arbitrary ω, ω ∈ Ω2+ we have

ω(u) := {υ ∈ M | ∃{tn }n∈N , tn ∈ T , tn → +∞ , ϕ tn (u) → υ for n → +∞} .

Fig. 1.1 Modified horseshoe map

and 51i , respectively (see Fig. 1.1).

α(u) := {υ ∈ M | ∃{tn }n∈N , tn ∈ T, tn → −∞, ϕ tn (u) → υ for n → +∞}

Suppose that there exists Z1 ⊂ Z, Z1 = Z, such that Z1 is closed and invariant.

According to the Baire-Hausdorff theorem ([16], Theorem A.14.1) there exists a

The next result follows immediately from Proposition 1.2.

Proposition 1.4 Let ({ϕ t }t∈T , M, ρ) be a dynamical system with a semi-group as

For tm≥ t the sequence ϕ tm −t (u m ) belongs to the relatively compact set

But this means that u ∈ ω(Z). Since

by (1.7) we have υ = ϕ t (u). Thus, υ ∈ ϕ t (ω(Z)).

W s (u) := {υ ∈ M| lim ϕ t (υ) = u} and

W u (u) := {υ ∈ M| lim ϕ t (υ) = u}

W s (Z) := {υ ∈ M| lim dist(ϕ t (υ), Z) = 0} and

W u (Z) := {υ ∈ M| lim dist(ϕ t (υ), Z) = 0},

1.1.2 Minimal Global Attractors

Definition 1.1 Suppose that ({ϕ t }t∈T , M, ρ) is a dynamical system.

Remark 1.1 Minimal global attractors and B-attractors where introduced by

The existence of a global B-attractor is shown in the next proposition ([17]).

Proposition 1.6 Suppose that the dynamical system ({ϕ t }t∈T , M, ρ) is

AM,min := {ω(B) | B ⊂ M, B bounded}

is a minimal global B-attractor and

is a minimal global attractor of the dynamical system.

Proof Since by Proposition 1.4 every bounded set B ⊂ M is attracted to its ω-

A dynamical system ({ϕ t }t∈T , M, ρ) is called locally completely continuous if

Proposition 1.7 For a locally completely continuous dynamical system pointwise

Proof We have to show that a dynamical system which is pointwise dissipative is

For dynamical systems ({ϕ t }t∈T , M, ρ) given on a Riemannian smooth n-dimen-

positive Lebesgue measure.

If the manifold is compact we define the minimal global Milnor attractor as a

Example 1.7 Let us consider Van der Pol’s equation

where ε > 0 is a parameter. This equation can be written as planar system

ẋ = y , ẏ = −ε(x 2 − 1)y − x . (1.9)

Fig. 1.2 Attractors of Van

By definition the empty set ∅ is open.

Suppose that there exists Z1 ⊂ Z, Z1 = Z, such that Z1 is closed and invariant.

For tm≥ t the sequence ϕ tm −t (u m ) belongs to the relatively compact set

From the other side we have en 0 as n → ∞ in L 2 (a, b) since en 2 = 1,

of system (1.36). Note that the surfaces