LECTURE NOTES ON HYPERBOLIC DYNAMICS

ALEJANDRO KOCSARD

1. Introduction
In this course we shall deal with autonomous deterministic dynamical systems.
They can be used to represent or modelize any phenomenon that changes along the
time in such a way that the current state of the system completely determines the
future evolution and the law that drives this evolution does not change along the
time. Mathematically, an autonomous deterministic dynamical system (a dynam-
ical system, for short) is given by a set M , usually called the phase space, which
represents the set of possible states of the system, a subsemigroup T Ă R that
represents the time set, and “a law” Φ : T ˆ M Ñ M that determines the evolution
of the system in such a way that given the current state of our system x0 P M ,
at time t P T the corresponding state will be xt “ Φpx0 , tq. The autonomy of the
system is reflected in the so called flow (or semi-flow) condition function Φ satisfies:
` ˘ ` ˘
(1) Φpt ` s, xq “ Φ t, Φps, xq “ Φ t, Φps, xq , @t, s P T, @x P M.
We will consider two different kinds of dynamical systems: discrete time and
continuous time ones, i.e. where T “ N0 and T “ Rě0 , respectively. Moreover, we
will also consider invertible systems where the current state of the systems does
not just determine the future but the past as well. When dealing with invertible
discrete dynamical systems, the time set will be T “ Z, and in the case of invertible
continuous time ones, we will have T “ R.
The main goal of Dynamical Systems consists in describing the orbits of the
systems, i.e. the sets
OΦ pxq :“ tΦpt, xq : t P Tu , @x P M.
Exercise 1.1 (Discrete time generator). Given a discrete time dynamical system
Φ : T ˆ M Ñ M , show that Φ satisfies the flow condition (1) if and only if there is
f : M ý such that
Φpn, xq “ f n pxq, @x P M, @n P N0 ,
where the iteration of f is inductively defined by f 0 :“ idM and f n`1 “ f ˝ f n , for
every n ě 0. Show that Φ is` invertible
˘n if and only if f is bijective and, in such a
case, one can define f ´n :“ f ´1 , for all n ě 0.
On the other hand, one can find infinitesimal generators for continuous time
smooth dynamical systems:
Exercise 1.2 (Continuous time generator). Let M be a differentiable closed manifold
(i.e. compact and boundaryless) and Φ : R ˆ M Ñ M a continuous time dynamical
2
system (that satisfies the
ˇ flow condition 1). If we assume Φ is a C map and we
define Xppq :“ Bt Φpt, pq t“0 P Tp M , for every p P M , then for every x0 P M , the
ˇ
function Φp¨, x0 q : R Ñ M is the unique solution of the initial value problem
` ˘
xptq
9 “ X xptq , xp0q “ x0 .
In other words, the vector field X is the infinitesimal generator of the flow Φ.

Date: May 16, 2024.

1
2 ALEJANDRO KOCSARD

A very first example of a result in Dynamical Systems might be the following

classical
Theorem 1.1 (Banach fixed point theorem). Let pM, dq be a complete metric space
and f : M ý be uniform contraction, i.e. f is a Lipschitz function and
` ˘
d f pxq, f pyq
λ “ Lippf q :“ sup ă 1.
x‰y dpx, yq
Then there exists a unique point p P M such that f ppq “ p and it holds
lim f n pxq “ p, @x P M.
nÑ`8

Proof. Given any x P M , one can show by induction on n that

` ˘
d f n pxq, f n`1 pxq ď λn dpx, f pxqq, @n P N0 .
So, for every m, n P N it holds
` ˘ n´1
ÿ ` ˘
d f m pxq, f m`n pxq ď d f m`i pxq, f m`i`1 pxq
i“0
n´1
ÿ ` ˘ λm ` ˘
ď λm`i d x, f pxq ď d x, f pxq .
i“0
1´λ
` ˘
Hence, the sequence f n pxq ně0 is Cauchy, and since M is complete, it converges
to a point p P M . By continuity of f , p is a fixed point of f . On the other hand,
since f is a contraction, it has at most one fixed point. □
Exercise 1.3 (Perturbations of contractions). Let f : Rd ý be a uniform contraction
and r ą 0 be arbitrary. We define the following balls
" *
0 0 d d
Br pf q :“ g P C pR , R q : }f ´ g}C 0 :“ sup }f pxq ´ gpxq} ă r ,
xPRd
and
␣ (
BrL pf q :“ g P C 0 pRd , Rd q : }f ´ g}L :“ }f ´ g}C 0 ` Lippf ´ gq ă r .
Show that given any r ą 0, there is a g P Br0 pf q which is not a contraction and
such that Fixpgq :“ tx P Rd : gpxq “ xu is an infinite set.
On the other hand, show that given the uniform contraction f , there exists r0 ą 0
such that every g P BrL0 pf q is a uniform contraction, and hence it exhibits a unique
fixed point pg P Rd . Finally, prove that given any ε ą 0, there exists δ P p0, r0 q
such that
}pf ´ pg } ă ε, @g P BδL pf q.
Another important example is the following one:
Example 1.2 (Gradient flows). Let M be the unit sphere S2 :“ tv P R3 : }v} “ 1u
and consider the function L : S2 Ñ R given by
Lpx, y, zq :“ ´z, @px, y, zq P S2 ,
and the flow Φ : R ˆ S2 Ñ S2 generated by the vector field Xpvq :“ ´∇Lpvq, for
every v P S2 and where ∇ denotes the gradient operator on S2 .
One can easily show that p0, 0, ´1q and p0, 0, 1q are the only singularities of X
(i.e. the critical points of L), or equivalently, the fixed points of Φ, and it holds
Φt pvq Ñ p0, 0, ´1q, and Φ´t pvq Ñ p0, 0, 1q,
as t Ñ `8, for every v P S2 ztp0, 0, ˘1qu.
Generalizing this example, one can consider an arbitrary compact differentiable
manifold M endowed with a Riemannian structure x¨, ¨y and a smooth function
 HYPERBOLIC DYNAMICS 3

L : M Ñ R. Then we can define the gradient of L as the only vector field ∇L such
that
Y L “ dLpY q “ x∇L, Y y,
for every vector field Y on M .
So, if we consider the flow Φ : RˆM Ñ M induced by the vector field X :“ ´∇L,
one can easily check that
ˇ 2
Bt pL ˝ Φt qppqˇ
t“0
“ ´ }∇Lppq} “ ´x∇Lppq, ∇Lppqy, @p P M.
That means, given any point p P M the map R Q t ÞÑ L ˝ Φt ppq P R is not
increasing, and it is strictly decreasing if and only if p is a regular point for L is a
regular point of L, i.e. dLp : Tp M Ñ R is not identically zero.
Moreover, if L has a finite number of critical points (i.e. points where the de-
rivative dL vanishes), then one can show that for every p P M , there exist critical
points of L αp , ωp P M such that
Φ´t ppq Ñ αp , Φt ppq Ñ ωp ,
as t Ñ `8.

2. The Fundamental Theorem of Dynamical Systems

Motivated by Example 1.2, we would like to find functions decreasing along the
orbits of arbitrary topological dynamical systems.
Definition 2.1 (Lyapunov function). Given a continuous dynamical systems f : M ý
on a metric space M , a Lyapunov function for f is a continuous function L : M Ñ R
such that ` ˘
L f pxq ď Lpxq, @x P M.
Of course, according to this definition every constant function is a Lyapunov one
for every topological dynamical system, which does not seem to be very interesting.
So, we are going to look for the “best possible” Lyapunov function.
2.1. Different forms
` of˘ recurrence. It would be desirable to find a Lyapunov func-
tion such that L f pxq ă Lpxq for every x P M . However this is clearly impossible
when f has, for instance, a fixed point, i.e. a point p P M such that f ppq “ p. The
set of fixed points of f will be denoted by Fixpf q.
More generally, a point p P Perpf q is said
Ť to be periodic when there is n ě 1
such that f n ppq “ p. We define Perpf q :“ ně1 Fixpf n q.
Another form of recurrence that represents an obstruction for the existence of a
Lyapunov functions satisfying the strict inequality for every p P M is the following:
we say that a point p P M is recurrent for f when there exists strictly increasing
sequence of natural numbers nj Ò `8 such that f nj ppq Ñ p, as nj Ñ `8. The set
of recurrent points of f shall be denoted by Recpf q.
Given a point p P M , we define its ω-limit set by
ωf ppq :“ tx P M : Dnj Ò 8, f nj ppq Ñ x, as nj Ñ `8u .
When f is invertible, we also define the α-limit set of p P M by αf ppq :“ ωf ´1 ppq,
and the so called limit set of f by
ď
Lpf q :“ αf ppq Y ωf ppq.
pPM

We say that a point p P M is non-wandering when for every neighborhood U of

p, there exists n ě 1 such that U X f ´n pU q ‰ H. The set of non-wandering points
for f is usually denoted by Ωpf q.
When f : M ý is bijective, we say that K Ă M is an f -invariant set when
f pKq “ K.
4 ALEJANDRO KOCSARD

Exercise 2.1. Let M denote a compact metric space and f : M ý be a homeomor-

phism. Show that
Fixpf q Ă Perpf q Ă Recpf q Ă Lpf q Ă Ωpf q,
and all these sets are f -invariant.
(1) Show that Fixpf q and Ωpf q are compact.
(2) Show that Recpf q X Recpf ´1 q ‰ H. (Hint: show that there exists a non-
empty compact subset K Ă M which is minimal for f , i.e. K is f -invariant
and it does not contain any proper compact f -invariant subset).
(3) Show that` if ˘L : M Ñ R is a Lyapunov function for f and p P Ωpf q, then it
holds L f ppq “ Lppq.
Finally we introduce the notion of chain recurrence. Given a homeomorphism
f : M ý on the compact metric space pM, dq and an arbitrary ε ą 0, a sequence
pxn qnPZ of points of M is said to be an ε-chain or ε-pseudo-orbit when
` ˘
d f pxi q, xi`1 ă ε, @n P Z.
A point p P M is said to be chain recurrent when for every ε ą 0 there exists a an
ε-chain pxn qnPZ and k ě 1 such that p “ x0 “ xk . The set of chain recurrent points
is denoted by Rpf q.
Exercise 2.2. Show that Rpf q is a compact f -invariant set and Ωpf q “ Ωpf ´1 q Ă
Rpf q “ Rpf ´1 q. On the other
` hand,
˘ show that if L : M Ñ R is a Lyapunov function
for f and p P Rpf q, then L f ppq “ Lppq.
Given any p P M and any ε ą 0, we define the ε-chainable set from p as the set
Rf pp, εq :“ tx P M : Dpxn qnPZ ε-chain, Dk P N, x0 “ p, xk “ xu ,
and the chainable set from p by
č
Rf ppq :“ Rf pp, εq.
εą0
So, we have p P Rpf q if and only if p P Rf ppq. Then we have the following
Exercise 2.3 (Chain-recurrence classes). If f : M ý is a homeomorphism on the
compact metric space pM, dq, and x, y P Rpf q then either Rf pxqXRpf q and Rf pyqX
Rpf q coincide, or they are disjoint. So, when x P Rpf q the set Rf pxq X Rpf q is
called the chain-recurrence class of x.
Now we can formulate the so called “Fundamental Theorem of Dynamical Sys-
tems” due to Conley [Con78]:
Theorem 2.1 (Existence of complete Lyapunov functions). Given a homeomorphism
f : M ý on the compact metric space pM, dq, there exists a complete Lyapunov
function for f , i.e. a continuous function L : M Ñ R such that the following con-
ditions hold:
` ˘
(1) L`f pxq˘ ď Lpxq, for every x P M ,
(2) L f pxq “ Lpxq if and only if x P Rpf q,
(3) Lpxq
` “ Lpyq,
˘ with x, y P Rpf q if and only if Rf pxq “ Rf pyq,
(4) L Rpf q is a compact totally disconnected set, i.e. it does not contain any
open interval.
Now we are going to discuss some fundamental ideas and concepts that are
needed for the proof of Theorem 2.1. See for instance [FM02] for a complete proof
of this result.
A non-empty open set U Ă M is said to be a trapping region for f when it hods
f pU q Ă U . Observe that the whole space M is, by definition, a trivial trapping
region for f .
 HYPERBOLIC DYNAMICS 5

Lemma 2.2. The ε-chainable set Rf pp, εq is a trapping region for every p P M and
every ε ą 0.
Proof. Let ε ą 0 be an arbitrary number and p P M an arbitrary point. By its
definition, it is clear the ε-chain set Rf pp, εq is open and non-empty. On the other
hand,
` since ˘M is compact, f is uniformly continuous. So there is δ ą 0 such that
d f pxq, f pyq ă ε, for every x, y P M with dpx, yq ă δ. We can assume δ ă ε.
Now, let y P Rf pp, εq be an arbitrary point. We want to show that f pyq P
Rf pp, εq. Since y P Rf pp, εq, there exists z in the open ball Bδ pyq X Rf ppq and
thus,
` an ε-chain
˘ pxn qnPZ with x0 “ p and xk “ z. Since dpy, zq ă δ, we get
d f pyq, f pzq ă ε and hence x0 “ p, x1 , . . . , xk “ z, f pyq is a new ε-chain and
hence, f pyq P Rf ppq. □

Then, given a trapping region U Ă M we can define its associated attracting set
AU Ă M by
č
AU :“ f n pU q.
ně0

Analogously, when U ‰ M , the non-empty open set M zU is a trapping region

for f ´1 . So we can define the dual repelling set A‹U Ă M by
č ` ˘
A‹U :“ f ´n M zU .
ně0

Exercise 2.4. Show AU and A‹U are compact, non-empty and f -invariant (i.e. f pAU q “
AU and f pA‹U q “ A‹U ), and it holds Rpf q Ă AU Y A‹U .
The pair pAU , A‹U q is called the attracting-reppeling pair associated to U .
Then, we finally need the following lemmas:
Lemma 2.3. The set tpAU , A‹U q attracting-repelling pairu is either finite or count-
able.
Lemma 2.4. We have
č
Rpf q “ pAU Y A‹U q,
pAU ,A‹U q

where the intersection is taken over all attracting-repelling pairs.

Lemma 2.5. Given trapping region U Ă M ˇ with U ˇ‰ M , there exists a Lyapunov
function L : M Ñ r0, 1s for f such that f ˇA ” 0, f ˇA‹ ” 1 and it hods
U U

0 ă Lpf pxqq ă Lpxq ă 1, @p P M zpAU Y A‹U q.

Proof of Lemma 2.3. It is easily follows from the fact that, since M is compact, its
topology admits a countable base. □

Proof of Lemma 2.4. It follows from Lemma 2.2 and Exercise 2.4. □

Proof of Lemma 2.5. It is left as an exercise. □

Exercise 2.5. If M is a compact metric space and f : M ý is a homeomorphism,

show that
` ˇ ˘
R f ˇ “ Rpf q X Λ,
Λ
for every compact f -invariant set Λ Ă M , i.e. where
` ˇ f pΛq
˘ “ Λ.
On the other hand, give an example where Ω f ˇΩpf q ‰ Ωpf q.
6 ALEJANDRO KOCSARD

3. Dynamics of homeomorphisms on one-dimensional manifolds

In this section we start the study of the dynamics of homeomorphisms and
diffeomorphisms of compact manifolds. To do that, we start considering one-
dimensional manifolds, recalling that up to diffeomorphisms, there are only to
compact connected one-dimensional manifolds: the closed interval and the circle
(see Milnor [Mil65] for a proof of this fact).
3.1. Homeomorphisms of the interval. Let I Ă R be a compact non-trivial interval,
i.e. a compact connected subset of the real line that does not reduce to a point.
Given any homeormophism f : I ý, it can either preserve or revert orientation,
or equivalently, it can be either stricly increasing or stricly decreasing, respectively.
3.1.1. Orientation preserving interval homeomorphisms. If f : I ý is a orientation
preserving homeormophism, one can easy show that BI Ă Fixpf q. In particular,
Fixpf q is not empty and, moreover, it holds Rpf q “ Fixpf q.
In order to describe all “different dynamics” that can be found within Homeo` pIq,
the group of orientation preserving homeomorphisms of the interval I, we first need
define the notion of isomorphism in the category of discrete time dynamical systems:
Definition 3.1 (Topological and smooth conjugacy). If M and N are compact metric
spaces, we say that two homeomorphisms f : M ý and g : N ý are topologically
conjugate when there exists a homeormophism h : M Ñ N such that h ˝ f “ g ˝ h.
When M and N are differentiable manifolds and f and g are C r -diffeomorphisms,
then we say f and g are C s -conjugate, with 0 ď s ď r when there is a C s -
diffeomorphisms h : M Ñ N satisfying h ˝ f “ g ˝ h.
Exercise 3.1. Let f : M ý and g : N ý be homeomorphisms
` ˘ and h : M` Ñ N ˘be
homeomorphism
` that
˘ conjugates`them.
˘ Show that h
` Fixpf
˘ q “ Fixpgq, h ` Perpf˘q “
Perpgq, h Recpf q “ Recpgq, h Lpf q “ Lpgq, h Ωpf q “ Ωpgq and h Rpf q “
Rpgq.
Exercise 3.2. Let f, g P Homeo` pIq be orientation perserving homeomorphisms
such that Fixpf q “ Fixpgq “ BI. Show that there are topologically conjugate.
Give an example of f, g P Diff 8 8
` pIq, i.e. orientation preserving C -diffeomorphisms
such that Fixpf q “ Fixpgq “ BI, but they are not C 1 -conjugate.
Finally, give an example of diffeomorphisms f, g P Diff 8 ` pIq with Fixpf q “ Fixpgq,
which are not toplogically conjugate.
The notion of structural stability is another fundamental one in Dynamical Sys-
tems, that is strongly related to the phenomenon of hyperbolicity. We say that a
C r -diffeomorphism f P Diff r pIq is C s -structural stable, with 0 ď s ď r, when there
is an ε ą 0 such that g is topologically conjugate to f , for every g P Bεs pf q, where
" *
Vεs pf q :“ g P Diff s pIq : max max Di f pxq ´ Di gpxq ă ε .
xPI 0ďiďs

Definition 3.2 (Hyperbolic fixed points). On the other hand, given a C 1 -diffeomorphism
f : I ý, a fixed point p P I of f is said to be hyperbolic when |Df ppq| ‰ 1. A hy-
perbolic fixed point p is said to be attracting when |Df ppq| ă 1 and repelling when
|Df ppq| ą 1.
Exercise 3.3. show that hyperbolic fixed points are isolated points of the fixed point
set. In other words, show that given a C 1 -diffeomorphism f : I ý and a hyperbolic
fixed point p P I, there exists r ą 0 such that
Br ppq X Fixpf q “ tpu,
where Br ppq denotes the open ball tx P I : |x ´ p| ă ru.
 HYPERBOLIC DYNAMICS 7

If p is an attracting hyperbolic fixed point, show that there exists ε ą 0 such

that ωf pxq “ tpu, for every x P Bε ppq. Conversely, if p is a repelling hyperbolic
point, show that there exists ε ą 0 satisfying the following properties:
‚ αf pxq “ tpu, for every x P Bε ppq;
‚ for every y P Bε ppqztpu, there exists n ą 0 such that f n pyq R Bε ppq.
Theorem 3.1 (Structural stability for interval diffeomorphisms). A diffeomorphisms
f P Diff 1` pIq is C 1 -structural stable if and only if every fixed point of f is hyperbolic.
On the other hand, for every r P N the set of structural stable diffeomorphisms
pIq :“ f P Diff r` pIq : @p P Fixpf q, p is hyperbolic
r
␣ (
H`
is an open and dense subset of Diff r` pIq, which is endowed with the uniform C r -
topology.
3.1.2. Orientation-reversing homeomorphisms. Given an orientation-reversing home-
omorphism f : I ý one can easily show that it has exactly one fixed-point, the
boundary points of I are the elements of a periodic orbit of prime period 2,
i.e. f pxq ‰ x “ f 2 pxq for each x P BI, and any other periodic point has prime
period 2, too. One can also show that Rpf q “ Perpf q.
On the other hand, we can naturally extend the notion of hyperbolicity for
periodic points of C 1 -diffeomorphisms, saying that a periodic point p is hyperbolic
when Df k ppq ‰ 1 and f k ppq “ p, with k ě 1.
Finally, one can also show that a C 1 orientation reversing diffeomorphisms
f : I ý is C 1 -structural stable if and only if all its periodic orbits are hyperbolic
and the set
pIq :“ f P Diff r´ pIq : @p P Perpf q, p is hyperbolic
r
␣ (
H´
is an open and dense subset of Diff r´ pIq.

3.2. Circle homeomorphisms. In general, there are four usual models for the circle:
it can be either defined as the sub-manifold of R2 given by S1 :“ tpx, yq P R2 :
x2 ` y 2 “ 1u; or as a subset of C given by S1 “ tz P C : |z| “ 1u; or as the real
projective line RP1 :“ R2 zt0u{ „, where v „ w for v, w P R2 zt0u if and only if
Dλ P R with λv “ w; or as the quotient space T :“ R{Z. In all these cases they can
be endowed with natural topologies, metrics, differentiable structures and group
structures, and all them are equivalent, as they are related, for instance, by the
following maps: D : T Ñ S1 Ă C given by
Dpt ` Zq :“ e2πit , @t P R.
Let us introduce a notation that will be very useful along these notes. Given
a topological space X and any point x‹ P X, the pair pX, x‹ q is called a pointed
space. Then, a pointed map of pointed spaces is an object f : pX, x‹ q Ñ pY, y‹ q,
where f : X Ñ Y is a continuous map satisfying f px‹ q “ y‹ .
Returning to our discussion of circle maps, here we shall use the model T “ R{Z
for the circle, but this is just an arbitrary choice. The natural quotient map π : R Ñ
T given by πptq :“ t “ t ` Z, for every t P R turns to be the universal cover of the
circle. So, given any continuous map f : T ý there exists a lift of f (which is never
unique) f˜: R ý that is continuous and satisfies π ˝ f˜ “ f ˝ π.
More precisely, one can show that given a (continuous) pointed map f : pT, x‹ q Ñ
pT, y‹ q and arbitrary points x̃‹ P π ´1 px‹ q Ă R and ỹ‹ P π ´1 py‹ q Ă R, there exists a
unique lift of f which is a pointed map f˜: pR, x̃‹ q Ñ pR, ỹ‹ q.
A continuous map f : T ý is said to be a local homeomorphism when for every
y P T and every x P fˇ ´1 pyq there exist neighborhoods U and V of x and y,
respectively, such that f ˇU : U Ñ V is a homeomorphism.
8 ALEJANDRO KOCSARD

Exercise 3.4. Let f : T ý be a continuous map and f˜: R ý be a lift of f . Show

that f is a local homeomorphism if and only if f˜ is a homeomorphism.
One can easily show that given two lifts f˜, g̃ : R ý of the continuous map f : T ý,
there exists an integer number k such that f˜px̃q “ g̃px̃q ` k, for every x̃ P R.
The topological degree of a continuous map f : T ý is the integer number
degpf˜q P Z given by
(2) degpf q :“ f˜px̃ ` 1q ´ f˜px̃q,
for every x̃ P R and any lift f˜: R ý of f .
Exercise 3.5. Show that the real number degpf q given by (2) is indeed an integer
number, which does neither depend on the point x̃ nor on the lift f˜.
Exercise 3.6. Given continuous functions f, g : T ý, show that
degpf ˝ gq “ degpf q degpgq.
Use this equality to prove that if f : T ý is a homeormophism, then it holds
degpf q P t´1, 1u.
Finally, if f : T ý is an arbitrary continuous function and f˜: R ý is a lift of f ,
show that the continuous function ∆f˜ : R Ñ R given by
∆f˜px̃q :“ f˜px̃q ´ degpf qx̃, @x̃ P R,
is Z-periodic and hence, we can consider ∆f˜ P C 0 pT, Rq.
Similarly to interval homeomorphisms, the family of circle homeomorphisms is
divided in orientation preserving and orientation reversing ones: given a homeo-
morphism f : T ý we say that f is orientation preserving when degpf q “ 1 and is
orientation reversing when degpf q “ ´1.
3.2.1. Orientation-reversing homeomorphisms. Let f : T ý be an orientation-reversing
homeomorphism. Then f has exactly two fixed points and any other periodic orbit
has prime period equal to 2.
Exercise 3.7. Show that if f : T ý is an orientation-reversing homeomorphism, then
it holds 7 Fixpf q “ 2 and
Perpf q “ Fixpf 2 q “ Ωpf q.
Give an example where Perpf q ‰ Rpf q.
3.2.2. Orientation-preserving circle homeomorphisms. Let us start considering a
important family of orientation preserving circle diffeomorphisms which are usually
called Möbious transformations. To do that, we shall use the projective line model
RP1 to represent the circle. Recall that the d-dimensional projective space RPd is
defined as Rd`1 zt0u{„, where v „ w with v, w P Rd zt0u if and only if there is λ P R
with λv “ w. The one-dimensional projective is diffeomorphic to T by the map
D1 : T Ñ RP1 given by
”` ˘‰
D1 pt ` Zq :“ cospπtq, sinpπtq , @t P R,

and where rvs denotes the equivalence class of the vector v P R2 zt0u. On the
other hand, let us write gld pRq for the space of d ˆ d matrices with real coefficients
and recall that each A P gld pRq naturally induces a projective map rAs : RPd ý
by rAsrvs :“ rAvs, for every v P Rd zt0u. This map rAs is a diffeomorphism if
and only if det A ‰ 0. So, if we define the d-dimensional special linear group
SLd pRq :“ tA P gld pRq : det A “ 1u, a Möbious transformation is an orientation
preserving circle diffeomorphism rAs : RP1 ý, with A P SL2 pRq.
 HYPERBOLIC DYNAMICS 9

The dynamics of Möbious transformations is completely characterized by the

spectral properties of the corresponding linear transformation. In fact, given any
A P SL2 pRq, let us write λ1 , λ2 P C for its corresponding complex eigenvalues. So,
the matrix A can either be the identity (i.e. A “ I), or can be elliptic (where
λ1 “ λ̄2 P CzR), or parabolic (where λ1 “ λ2 “ ˘1), or hyperbolic (where |λ1 | ą 1
and λ1 “ λ´12 P R).
When A is elliptic, by Jordan normal form theorem we know that there exist
B P SL2 pRq and α P R such that A “ BRα B ´1 , where
ˆ ˙
cosp2παq ´ sinp2παq
Rα :“ .
sinp2παq cosp2παq
That means that A is linearly conjugate to the rotation Rα , and since rAs “
´1
rBs ˝ rRα s ˝ rBs , we conclude that the corresponding Möbious transformations
rAs and rRα s are indeed conjugate.
q
Exercise 3.8. Given α P Q, show that PerprRα sq “ FixprRα s q “ RP1 , where
α “ p{q, with q P N, p P Z and gcdpp, qq “ 1.
On the other hand, show that if αRzQ, then rRα s is minimal, i.e. every orbit is
dense in RP1 .
When A is parabolic, one can show that rAs has exactly one fixed point rvs P RP1 ,
having
trvsu “ FixprAsq “ PerprAsq “ RecprAsq “ LprAsq “ ΩprAsq ‰ RprAsq “ RP1 .
Exercise 3.9. Show that, rAs1 prvsq “ 1.
Finally, when A is hyperbolic the corresponding Möbious map rAs : RP1 ý has
exactly two fixed points rvs s, rvu s P RP1 , with rAs1 rvs s “ |λ1 | and rAs1 rvu s “ |λ2 |.
In this case it holds FixprAsq “ RprAsq.
So, now let us start the study of the dynamical properties of arbitrary orienta-
tion preserving circle homeomorphisms. Let f : T ý be a homeomorphisms with
degpf q “ 1 and f˜: R ý be a lift of f . Then we have that ∆f˜ :“ f˜´idR is Z-periodic
and hence can be considered as a real continuous function defined on T.
Exercise 3.10. Show that if f : T ý is an orientation preserving homeomorphism
and f˜: R ý is a lift, then it holds
n´1
ÿ
∆f˜n “ ∆f˜ ˝ f j , @n P N.
j“0

Can you get an analogous formula for n ă 0?

Now we introduce the most important dynamical invariant associated to (ori-
entation preserving) circle homeomorphisms, the so called rotation number, whose
definition is originally due to Poincaré:
Definition 3.3 (Rotation number). Given an orientation preserving homeomorphism
f : T ý and a lift f˜: R ý, the rotation number is defined by
f˜n px̃q ´ x
ρpf˜q :“ lim ,
nÑ`8 n
for any x̃ P R.
We immediately need the following
Theorem 3.2. The limit defining the rotation number of f˜ exists and is independent
of x̃, and the convergence is in deed uniform on x̃.
10 ALEJANDRO KOCSARD

The following simple lemma will play a crucial role in the proof of Theorem 3.2
and subsequent results:
Lemma 3.3 (Oscillation of ∆f˜). If f : T ý is an orientation preserving homeomor-
phism and f˜: R ý is a lift of f , then it holds
osc ∆f˜ :“ max ∆f˜pxq ´ min ∆f˜pxq ă 1.
xPT xPT

Proof of Lemma 3.3. Since ∆f˜ is Z-periodic when considered as a real function
defined on R, then there exists numbers xm , xM P R such that xm ă xM ă xm ` 1
and ∆f˜pxm q “ min ∆f˜ and ∆f˜pxM q “ max ∆f˜. Reasoning by contradiction, let us
suppose that osc ∆f˜ ě 1. Then it holds
f˜pxM q ´ f˜pxm q “ xM ´ xm ` ∆f˜pxM q ´ ∆f˜pxm q ą 1.
Thus, there exists y P R such that f˜pxm q ă y ă y ` 1 ă f˜pxM q. By continuity of
f˜, there exists two points x0 , x1 P R, such that xm ă x0 ă x1 ă xM , and f˜px0 q “ y
and f˜px1 q “ y ` 1. Then, we have
f πpxi q “ π f˜pxi q “ πpy ` iq “ πpyq,
` ˘ ` ˘

for i “ 0, 1, but since |x1 ´ x0 | ă xM ´xm ă 1, it holds πpx0 q ‰ πpx1 q, contradicting

the injectivity of f . □
We also need the following elementary facts
Lemma 3.4. Let pan qnPN be a sequence of real numbers such that there is a real
constant C ą 0 satisfying
|am`n ´ am ´ an | ď C, @m, n P N.
Then, the following limit exists
an
ρ :“ lim ,
nÑ`8 n
and it holds |an ´ nρ| ď C, for every n P N.
Lemma 3.5. Let pan qnPN be a sequence of real numbers such that
am`n ď am ` an , @m, n P N.
Then, the there exists ´8 ď ρ ă `8 such that
an an
ρ “ lim “ inf
nÑ`8 n ně1 n

Proofs of Lemmas 3.4 and 3.5. Both are left as exercises. □

Proof of Theorem 3.2. As a consequence of Exercise 3.10 Lemma 3.3 we easily get
f˜m`n p0q ´ f˜m p0q ´ f˜n p0q
m`n´1
ÿ ˘ m´1
ÿ ˘ n´1
ÿ
∆f˜ f˜i p0q ´ ∆f˜ f˜i p0q ´ ∆f˜ f˜i p0q
` ` ` ˘
“
i“0 i“0 i“0
n´1
ÿ ´ ` ˘¯ n´1
ÿ
∆f˜ f˜i f˜m p0q ´ ∆f˜ f˜i p0q “ ∆f˜n f˜m p0q ´ ∆f˜n p0q
` ˘ ` ˘
“
i“0 i“0
ď osc ∆f˜n ă 1.
So, by Lemma 3.4 we know that the limit
f˜n p0q
lim
nÑ`8 n
 HYPERBOLIC DYNAMICS 11

exists. Finally, in order to see that the limit defining the rotation number of f˜ is
independent of x̃, and in fact, it is uniform on x̃, it is enough to verify that
f˜n pxq ´ x f˜n p0q ∆f˜n pxq ´ ∆f˜n p0q osc ∆f˜n 1
´ “ ď ď ,
n n n n n
where the last inequality is consequence of Lemma 3.3. □
Some fundamental properties of the rotation number are given by the following
Proposition 3.6. If f : ý is an orientation preserving homeomorphism and f˜: R ý
is a lift of f , then the following properties hold:
(1) ρpf˜q ´ pq “ qρpf˜q ´ p, for every p, q P Z;
(2) @n P Z, Dxn P T such that ∆f˜n pxn q “ nρpf˜q;
(3) f˜n px̃q ´ x̃ ´ nρpf˜q ď 1, for all x̃ P R and every n P Z;
(4) the map ρr : R Ñ R given by ρr : R Q t ÞÑ ρpf˜ ` tq P R is continuous.
Proof. The proof of (1) is left as an exercise. To prove (2), reasoning by contradic-
tion let us suppose there is n P Z such that ∆f˜n pxq ‰ nρpf˜q, for every x P T. With-
out loss of generality, we can assume there is ε ą 0 such that ∆f˜n pxq ą nρpf˜q ` ε,
for every x P T. This implies that
k´1
f˜nk px̃q ´ x̃ 1 ÿ
ρpf˜n q “ lim ∆f˜n f in pxq ě nρpf˜q ` ε,
` ˘
“ lim
kÑ`8 k kÑ`8 k
i“0
for every x̃ P R and x “ πpx̃q, contradicting (1).
Then, estimate (3) is consequence of Lemma 3.3 and (2). In fact, Given any x̃ P R
and any n P Z, by (2) we know that there is xn P T such that ∆f˜n pxn q “ nρpf˜q.
Then, by Lemma 3.3 we know that
f˜n px̃q ´ x̃ ´ nρpf˜q “ ∆f˜n px̃q ´ ∆f˜n pxn q ď osc ∆f˜n ă 1.
Finally, let us see that (4) follows from (3). First observe that is enough to prove
the continuity of ρr at 0 P R. Then, invoking the natural order of R and the fact
that f˜ preserves this order, one can easily check that ρr ptq ě ρr psq, for every t ą s.
So, the right limit ρr p0`q :“ limtÓ0 ρr ptq exists and it clearly holds ρr p0`q ě ρr p0q.
Reasoning
` by contraction, ˘ let us suppose ρr p0`q ą ρr p0q. Then there is n P N such
that n ρr p0`q ´ ρr p0q ą 3. Fixing this n, there is t ą 0 sufficiently small such
that
˘n 1
Tt ˝ f˜ px̃q ´ f˜n px̃q ď , @x̃ P R.
`
2
Then we get a contradiction noticing that
˘n
2 ě Tt ˝ f˜ px̃q ´ x̃ ´ nρr ptq ´ f˜n px̃q ´ x̃ ´ nρr p0q
`

˘n 1
Tt ˝ f˜ px̃q ´ f˜n px̃q ě 3 ´ “ 2.5.
`
ě nρr ptq ´ nρr p0q ´
2
So, ρr p0`q must be equal to ρr p0q. Analogously, one can prove the left continuity
of ρr at 0.
□
In order to state the main result about the crucial role the rotation number
plays in the description of the dynamics of circle homeomorphisms, we first need to
introduce the following
Definition 3.4 (Semi-conjugacy). Given f : M ý and g : N ý continuous maps on
the compact metric spaces M and N , we say that they are semi-conjugate when
there is a continuous surjective map h : M Ñ N such that h ˝ f “ g ˝ h. In such a
case, we also say that f is an extension of g and that g is a factor of f .
12 ALEJANDRO KOCSARD

A mathetical object associated to dynamical systems is said to be a dynamical

invariant when it coincides on systems that are conjugate or semi-conjugate. The
following exercise shows that the rotation number is indeed a dynamical invariant:
Exercise 3.11. Let f, g P Homeo` pTq be given and suppose there is a continuous
map h : T ý with deg h “ 1 such that f ˝ h “ h ˝ g. Then, show that there exist
f˜: R ý and g̃ : R ý lifts of f and g, respectively, such that ρpf˜q “ ρpg̃q.
Theorem 3.7. Let f : T ý be an orientation preserving circle homeomorphism and
f˜: R ý be a lift of f . Then, it holds:
(1) Perpf q ‰ H if and only if ρpf˜q P Q, and if ρpf˜q “ p{q with p, q coprime,
then Perpf q “ Fixpf q q “ Ωpf q.
(2) If ρpf˜q P RzQ, then there exists a unique minimal set for f and f is semi-
conjugate to the rotation Tρpf˜q : T Q x̃ ` Z ÞÑ x̃ ` ρpf˜q ` Z. If f is minimal,
then f and Tρpf˜q are indeed topologically conjugate.

Proof of Theorem 3.7. If x0 P Perpf q and x̃0 P π ´1 pxq Ă R, then there clearly are
numbers q P N and p P Z such that f˜q px̃0 q “ x̃0 ` p. So we have f˜qn px̃0 q “ x̃0 ` np,
for every n P Z and hence,
f˜nq px̃0 q ´ x0 p
ρpf˜q “ lim “ P Q.
nÑ`8 nq q
Reciprocally, if ρpf˜q “ p{q, with p P Z and q P N coprime, then (2) of Propo-
sition 3.6 we know that there is xq P T such that ∆f˜q pxq q “ qρpf˜q “ p P Z.
So, xq P Fixpf q q Ă Perpf q. Since any periodic point of an orientation preserving
interval homeomorphism is fixed and they are the only non-wandering points, we
conclude that Fixpf q q “ Perpf q “ Ωpf q, whenever ρpf˜q “ p{q with p and q coprime.
Now, let us suppose ρpf˜q P RzQ and let Kf Ă T be a minimal set for f . If
Kf “ T, then it is clearly the only minimal set for f . So, let us suppose there
exists another minimal set K Ă T for f which is different from Kf . By minimality,
it holds K X Kf “ H and dpKf , Kq :“ suptdpx, yq : x P Kf , y P Ku “ δ ą 0.
Let I be a connected component of TzKf such that I X K ‰ H. Since f has no
periodic point, we know that I is a wandering
ř set
` mfor f˘, i.e. f m pIq X f n pIq “ H, for
every m, `n P Z and˘ m ‰ n. Hence, mPZ Leb f pIq ď 1, and consequently, ` ˘ we
have Leb f m pIq Ñ 0, as m Ñ 8. So, there is m P N such that Leb f m pIq ď δ{2
and since H ‰ f m pK X Iq “ K X f m pIq, we get a contradiction with the fact that
dpKf , Kq “ δ, noticing that the extreme point of f m pIq belong to Kf .
Finally, in order to show that f is a topological extension of the rigid rotation
Tρpf˜q : T ý, let us start noticing that a continuous map h : T ý with deg h “ 1 is
always surjective and satisfies h ˝ f “ Tρ ˝ h if an only if there is a lift h̃ ý R ý
satisfying h̃ ˝ f˜ “ ρpf˜q ` h̃. Moreover, we have the following

Exercise 3.12. Show that if f˜, h̃ : R ý are as above, with ρpf˜q P RzQ, then h̃ is
monotone increasing function. If h is not strictly monotone, i.e. there exists a there
is y P R such that h̃´1 pyq “ ra, bs with a ă b, then the open interval πpa, bq Ă T is
a wandering set for f .
Writing u :“ h̃ ´ idR P C 0 pT, Rq, one can easily check that this function must
satisfies the following cohomological equation:
u f pxq ´ upxq “ ρpf˜q ´ ∆f˜pxq, @x P T.
` ˘

In order to prove the existence of such a function u, we need the so called

Gottschalk-Hedlund theorem:
 HYPERBOLIC DYNAMICS 13

Exercise 3.13 (Gottschalk-Hedlund theorem). Let f : M ý be a minimal home-

omorphisms on the compact metric space M (i.e. every f -orbit is dense in M )
ϕ : M Ñ R be a continuous function. Then, there exists a function u P C 0 pM, Rq
satisffying
u ˝ f ´ u “ ϕ,
if and only if there exists x0 P M such that
n´1
ÿ ` ˘
sup ϕ f j px0 q ă 8.
ně1 j“0

Prove this theorem as a consequence of the following steps:

(1) Prove the implication ùñ .
(2) To prove ð, ` let us start ˘ considering the map F : M ˆ R ý given by
F px, tq :“ f pxq, t ` ϕpxq for every px, tq P M ˆ R and show that there is
a compact F -invariant set K Ă tF n px0 , 0q : n P Zu which is minimal for F .
(3) Show that pr1 pKq “ M , where pr1 : M ˆ R Ñ M denotes the projection
on the first coordinate.
(4) Show that Vs pKqXK “ H, for every s P Rzt0u, where Vs : M ˆR Q px, tq ÞÑ
px, t ` sq P M ˆ R denotes the corresponding vertical translation.
(5) Putting together (2), (3) and (4), show that K is the graph of a continuous
function, i.e. there is u P C 0 pM, Rq such that K “ tpx, upxqq P M ˆ R : x P
M u.
(6) Finally, show that the function u given by (5) satisfies u ˝ f ´ u “ ϕ.
Now, putting together condition (3) of Proposition 3.6 and Gottschalk-Hedlund
theorem, we know that there is a continuous function u : Kf Ñ R such that
u f pxq ´ upxq “ ρpf˜q ´ ∆f˜pxq, @x P Kf .
` ˘

So, defining the map h : Kf Ñ T by hpxq :“ x ` upxq, for every x P Kf , we get a

continuous map h satisffying h ˝ f pxq “ Tρpf˜q ˝ hpxq, for every x P Kf .
Observe that if Kf “ T then, f has no wandering points and hence, by Exer-
cise 3.12, h is an orientation preserving homeomorphism and f and Tρpf˜q are indeed
topological conjugate.
So, it just remain to consider the case where Kf ‰ T. In this case, we still
need to define our map h on TzKf . We will see that this extension of h on Kf
can be defined to be constant in each connected component of TzKf . In fact, if
I is any connected component of TzKf and its boundary is BI “ ta, bu, one has
a, b P Kf and we claim that hpaq “ hpbq. To prove this, observe that h : Kf Ñ T
is a continuous function defined on the compact set K`f , and thus, ˘ it is uniformly
continuous. If we have hpaq ‰ hpbq, we define ε :“ dT hpaq, hpbq ą 0 where dT is
the distance on T given by
dT px, yq :“ mint|x̃ ´ ỹ| : x̃ P π ´1 pxq, ỹ P π ´1 pyqu, @x, y P T.
By uniform continuity, there is a δ ą 0 such that dT phpxq, hpyqq ă ε{2, for every
x, y P Kf with dT px, yq ă δ. On the other hand, since I is a wandering interval for
f , we know that dT pf n paq, f n pbqq Ñ 0, as n Ñ `8, but since Tρpf˜q is an isometry
for the distance dT we get
´ ` ˘ ` ˘¯ ´ ` ˘ n ` ˘¯ ` ˘
dT h f n paq , h f n pbq “ dT Tρp n
f˜q
hpaq , Tρpf˜q
hpbq “ dT hpaq, hpbq “ ε,
for every n P Z, contradicting the uniform continuity.
ˇ
So, hpaq “ hpbq and we just can define hˇI ” hpaq “ hpbq. □
On the circle we have the so called C 8 -closing lemma:
14 ALEJANDRO KOCSARD

Lemma 3.8 (Closing lemma). Let f P Homeo` pTq be a homeomorphism without

periodic orbits. Then, for every non-wandering point z P T and any ε ą 0, there is
t P p´ε, εq such that z is a periodic point for the homeomorphisms ft :“ Tt ˝f : T ý,
where Tt : x ` Z ÞÑ x ` t ` Z.
Proof. Since z P T is non-wandering for a circle homeomorphism, it is a recurrent
point, too. So, there exists n ą 0 such that dT pf n pzq, zq ă ε. Thus, there is p P Z
such that f˜n pz̃q ´ z̃ ´ p ă ε, for every z̃ P π ´1 pzq. Without loss of generality,
we can assume that 0 ď f˜n pz̃q ´ z̃ ´ p ă ε. Then observe that, since f˜ and
T̃t : R Q x̃` x̃`t are increasing functions, we have f˜´ε
n
pz̃q´ z̃ ´p ă 0 ď f˜0n pz̃q´ z̃ ´p,
where f˜t :“ T̃t ˝ f˜. So, by continuity, there is t P r´ε, 0s such that f˜tn pz̃q “ z̃ ` p,
for every z̃ P π ´1 pzq, showing that z P Perpft q. □
On the other hand, every periodic point can be turned into a hyperbolic one
with an arbitrary small perturbation. In fact, we have
Definition 3.5 (Hyperbolic periodic point). Given a C 1 -diffeomorphism f : T ý, a
periodic point x P T is said to be hyperbolic when |Df n pxq| ‰ 1, for n P N such
that f n pxq “ x.
Exercise 3.14. If f P Diff r pTq with r P N and z P T is a periodic point with
f n pzq “ z, then given any ε ą 0 there is g P Diff r pTq such that z is a hyperbolic
periodic point of g satisfying g n pzq “ z and
dC r pf, gq :“ max max Di f˜px̃q ´ Dg̃px̃q ă ε,
x̃PR 0ďiďr

where f˜ and g̃ are appropriate lifts of f and g, respectively.

Finally, any hyperbolic periodic point admits a continuation:
Exercise 3.15 (Continuation of hyperbolic periodic points). Let f : T ý be a C 1 -
diffeomorphism and z P T be a hyperbolic periodic point satisfying f n pzq “ z.
Then, there are ε, r ą such that for every g P Bε1 :“ th P Diff 1 pTq : dC 1 ph, f q ă εu
there is a unique element zg P Fixpg n q with dT pz, zg q ă r.
(Hint: use the implicit function theorem).
Then one can state the main result about C r -generic dynamics of circle diffeo-
morphisms:
Theorem 3.9 (Density of structural stability for circle diffeomorphisms). Given any
r P N, the set of so called Morse-Smale C r -diffeomorphisms given by
MSr pTq :“ tf P Diff r pTq : Perpf q ‰ H, @z P Perpf q, z is hyperbolicu
is C r -dense and C 1 -open in Diff r pTq and every f P MSr pTq is C 1 -structurally
stable.
Sketch of the proof of Theorem 3.9. The fact that MSr pTq is C 1 -open follows from
Exercise 3.15.
The density of MSr pTq follows from Lemma 3.8, Exercises 3.7, 3.14 and 3.15,
and Sard’s theorem (see for instance [Mil65, §3]).
The fact that every Morse-Smale diffeomorphism is C 1 -structurally stable is a
consequence of Exercise 3.2. □

4. Dynamics of linear maps

In order to extend the theory of one-dimensional dynamics we developed in §3
to higher dimensions, we first need to understand the dynamics of linear maps on
finite dimensional vector spaces. More generally, it will be also useful to study the
dynamics of bounded linear operators on Banach spaces.
 HYPERBOLIC DYNAMICS 15

4.1. Linear operators on Banach spaces. Let pE, }¨}q be a Banach space over either
C or R. A linear operator A : E ý is said to be bounded when it is continuous and
in such a case it holds
(3) }A} :“ supt}Ax} : x P E, }x} “ 1u ă 8.
We shall write LpEq for the vector space of bounded operators on E, which turns
into a Banach algebra when it is endowed with norm given by (3).
When E is a Banach space over the complex field C, we define the spectrum of
the operator A P LpEq as the set
σpAq :“ tλ P C : A ´ λI is not bijectiveu ,
where I P LpEq denotes the identity operator.
When E is a Banach space over the real field R, one can define its complexifi-
cation as the Banach space over C pEC , }¨}C q given by EC :“ E ˆ E, }px1 , x2 q} :“
maxi }xi }, for every px1 , x2 q P EC and the multiplication by a complex number is
defined by
pa ` biqpx1 , x2 q :“ pax1 ´ bx2 , ax2 ` bx1 q, @px1 , x2 q P EC , @a ` bi P C.
We can define Er :“ E ˆ t0u and Ei :“ t0u ˆ E as closed linear subspaces of EC ,
which are isomorphic to E and such that EC “ Er ‘ Ei . Every operator A P LpEq
induces a new operator AC P LpEC q given by AC px1 , x2 q :“ pAx1 , Ax2 q. On the
other hand, an operator B P LpEC q is said to be a real operator when BpEr q Ă Er
and BpEi q Ă Ei . One can show that every operator on EC which is induced by
another one on E is indeed a real operator and reciprocally, every real operator on
EC is induced by one defined on E.
The spectrum of an operator A P LpEq on the real Banach space E is defined as
the spectrum of the induced operator on the complexification of E, i.e. by σpAq :“
σpAC q.
Theorem 4.1 (Spectrum and spectral radius). If E is a Banach space over either R
or C and A P LpEqzt0u, then it spectrum σpAq is a compact non-empty subset of
C. So, if we define the spectral radius of A by
rpAq :“ maxt|λ| : λ P σpAqu,
then it holds
1{n 1{n
(4) rpAq :“ lim }An } “ inf }An } .
nÑ`8 ně1

On the other hand, if A P GLpEq, then it holds

␣ (
(5) σpA´1 q “ z ´1 P C : z P σpAq .
Proof. See for instance [Mur90, §1.2]. □
We shall write GLpEq for the group of invertible bounded linear maps on E,
i.e. GLpEq :“ tA P LpEq : 0 R σpAqu.
Definition 4.1 (Hyperbolic linear automorphisms). Given a Banach space E, n in-
vertible linear automorphism A P GLpEq is said to be hyperbolic when it holds
σpAq X tλ P C : |λ| “ 1u “ H.
Since the spectrum σpAq is compact, when A is hyperbolic there is constant
λ P p0, 1q such that
␣ (
(6) σpAq X z P C : λ ď |z| ď λ´1 “ H.
Any number λ P p0, 1q satisfying condition (6) is called a hyperbolicity constant for
A.
16 ALEJANDRO KOCSARD

We will need the following result about spectral decompositions:

Theorem 4.2. Let E be a Banach space and A P LpEq be a bounded operator. Let
K1 , K2 Ă C be two non-empty compact sets such that σpAq “ K1 \ K2 . Then there
exists `twoˇ closed
˘ proper subspaces E1 , E2 Ă E such that E “ E1 ‘ E2 , ApEi q Ă Ei
and σ AˇEi “ Ki , for i P t1, 2u.

Proof. See for instance [DS88, Chapter VII]. □

As a consequence of Theorem 4.1 we get the following result that characterizes
the dynamics of hyperbolic linear maps:
Theorem 4.3 (Hyperbolic linear maps). Let E be a Banach space and A P HpEq be
s u
a hyperbolic linear automorphism. Let E “ EA ‘ EA be the linear splitting induced
s u
by the sets K :“ σpAq X tz P C : |z| ă 1u and K :“ σpAq X tz P C : |z| ą 1u in
Theorem 4.2. ` ˘
Then, given any hyperbolicity constant λ P 0, 1 for A (i.e. condition (6) holds),
there exist a real constant C ą 0 such that
› ›
}An v s } ď Cλn }v s } and ›A´n v u › ď Cλn }v u } ,
for all n P N and every v s P` EA
s u
˘ v P EA .
and u

Moreover, for every µ P Ah , 1 , there exists a norm |¨| on E, which is equivalent

to }¨}, and such that
(7) |Av s | ď µ |v s | , and A´1 v u ď µ |v u | ,
for every v s P EA
s
and every v u P EA
u
.
Any norm satisfying condition (7) is an called an adapted norm for A.
Corollary 4.4 (Dynamics of hyperbolic linear maps). If E is a Banach space and
s u
A P HpEq, and E “ EA ‘ EA is the linear splitting given by Theorem 4.3, then it
holds
s
EA “ tx P E : An x Ñ 0, as n Ñ `8u ,
u
␣ (
EA “ x P E : A´n x Ñ 0, as n Ñ `8 ,
` s
and An x Ñ 8, as n Ñ ˘8, for every x P Ez EA u
Y EA q.
Proof of Corollary 4.4. It is a straightforward consequence of Theorem 4.3. □
s u
Proof of Theorem 4.3. Since EA and EA are
ˇ closed subspaces, they are Banach
i
spaces themselves. So, let us write Ai :“ AˇE i : EA ý, for i P ts, uu. Let us fix a
` A
real number λ P Ah , 1q. By equation (4), we know that there is N P N such that
}Ans } ă λn , and, by (5), }A´n n
u } ă λ , for every n ě N .
Let us write
␣ n › ´n ›(
C :“ λ´N max }As } , ›Au › .
1ďnďN ´1
Then, given any n P N there exist unique non-negative integers r, q, such that
n “ qN ` r and 0 ď r ă N , and hence,
› ›q
}Ans } ď }Ars } ›AN
s
› ď CλN λN q ă CλN q`r “ Cλn .

Similarly one gets

› ´n › › ´r › › ´N ›q
›Au › ď ›As › ›As › ď CλN λN q ă CλN q`r “ Cλn .
`
In order to construct an adapted norm, let us `fix a real
˘ number µ P Ah , 1q and
let λ be an arbitrary number in the open interval AH , µ . By the above argument,
there is a constant C ą 0 such that }Ans } ď Cλn and }A´n n
u } ď Cλ , for every
 HYPERBOLIC DYNAMICS 17

i
n P N. Then we define the new norm |¨|i on the closed subspace EA , for i P ts, uu
by
`8
ÿ 1 › ›
|xs |s :“ ›Aj xs › , @xs P EA
s
,
µj
j“0

and
`8
ÿ 1 ›› ´j ›› u
|xu |u :“ j
A xu , @xu P EA .
j“0
µ
Then, given an arbitrary vector x P E, it can be uniquely written as x “ xs ` xu ,
i
with xi P EA , an so we can define
|x| :“ maxt|xs |s , |xu |u u.
Exercise 4.1. Show that |¨|s , |¨|u and |¨| are indeed well define norms, and that |¨|
and }¨} are equivalent, i.e. there exists a constant K ą 1 such that
K ´1 }x} ď |x| ď K }x} , @x P E.
Finally observe that
› ›
ÿ ›Aj`1 xs ›
|Axs | “ |Axs |s “ “ µp|xs |s ´ }xs }q ď µ |xs | ,
jě0
µj
s
for every xs P EA and
› ›
ÿ ›A´pj`1q xs ›
´1 ´1
A xu “ A xu “ “ µp|xu |u ´ }xu }q ď µ |xu | ,
u
jě0
µj
u
for every xu P EA . □

5. Local dynamics at hyperbolic periodic points

All along this section M will denote a compact smooth manifold, and we shall
write Diff r pM q for the group of C r -diffeomorphisms of M , for any r P N0 and assum-
ing that Diff 0 pM q is the group of homeomorphisms of M . We will always assume
Diff r pM q endowed with the uniform C r -topology (see for instance Hirsch [Hir76,
Chapter 2]).
Definition 5.1 (Hyperbolic periodic point). Given f P Diff 1 pM q, a fixed point
p “ f ppq P M is said to be hyperbolic when Dfp : Tp M ý is a hyperbolic lin-
ear automorphism, where Tp M denotes the tangent space of M at the point p.
More generally, we say that a periodic point q “ f n pqq P M , with n ě 1 is
hyperbolic when Dfqn : Tq M ý is a hyperbolic linear automorphism.

Exercise 5.1. Let f P Diff 1 pM q and p P M be a hyperbolic periodic point for f .

Show that f i ppq is a hyperbolic periodic point of f , for every i P Z.
The fundamental results about the local dynamics at hyperbolic periodic points
are the following:
Theorem 5.1 (Continuation and isolation of hyperbolic periodic points). Let f P
Diff 1 pM q be given and p “ f n ppq P M be a hyperbolic periodic point. Then, there
exists a neighborhood U Ă Diff 1 pM q of f (in the C 1 -topology), a neighborhood
V Ă M of p and a continuous map Φf,p : U Ñ V such that Φf,p pf q “ p and
␣ (
Fixpf n q X V “ Φf,p pgq , @g P U.
18 ALEJANDRO KOCSARD

Theorem 5.2 (Hartman-Grobman theorem). Let f and p be as in Theorem 5.1.

Then there exists a neighborhood U of 0 P Tp M , a neighborhood V Ă M of p and a
homeomorphism h : U Ñ V such that
h ˝ Dfpn “ f n ˝ h,
whenever any of these compositions is well defined.
Theorem 5.3 (Local stability at hyperbolic periodic points). Let f and p be as in
Theorem 5.1. Then, there is a neighborhood U of f in Diff 1 pM q such that the
continuation map Φf,p given by Theorem 5.1 is well defined on U, and for every
g P U, there are neighborhoods Uf and Ug of the points p and Φpgq, respectively,
and a homeomorphism h : Uf Ñ Ug such that hppq “ Φf,p pgq and h ˝ f “ g ˝ h,
whenever any of these compositions is well defined.
In order to state the last main result about local dynamics at hyperbolic fixed
points, we need to introduce an auxiliary Riemannian metric x¨, ¨y on M and assume
that M is connected. This metric naturally induces a distance function d on M
given by
"ż 1 *
› 1 › 1
dpp, qq :“ inf ›γ ptq dt : γ : r0, 1s Ñ M C , γp0q “ p, γp1q “ q ,
›
0
a
for every p, q P M , where }v} :“ xv, vy denotes the induced norm on the tangent
bundle T M .
One can show that d is indeed a distance function whose induced topology coin-
cides with the original one of M and it complete whenever M is compact. See for
instance Lee [Lee18, Chapter 2].
Then, if we consider M endowed with the distance d, f : M ý is a C 1 diffeo-
morphism and p P M is a fixed point of f , one can define the so called global stable
and unstable sets of p by
␣ ` ˘ (
W s pp, f q :“ x P M : d f n pxq, p Ñ 0, as n Ñ `8 ,
(8) ␣ ` ˘ (
W u pp, f q :“ W s pp, f ´1 q “ x P M : d f ´n pxq, p Ñ 0, as n Ñ `8 ,
respectively.
Similarly, give any ε ą 0 one defines the local stable and unstable sets of p by
␣ ` ˘ (
Wεs pp, f q :“ x P M : d f n pxq, p ă ε, @n ě 0 ,
(9) ␣ ` ˘ (
Wεu pp, f q :“ Wεs pp, f ´1 q “ x P M : d f ´n pxq, p ă ε, @n ě 0 .
Theorem 5.4 (Local stable/unstable manifold theorem). Let M be a compact smooth
manifold, f P Diff r pM q with r ě 1 and p P M be a hyperbolic fixed point for f with
index s :“ dim Eps . Then, there exists ε ą 0 such that Wεs pp, f q Ă W s pp, f q, and
there is a C r -embedding Φsp,ε : Ds :“ tx P Rs : }x} ă 1u Ñ M such that Φσp,ε p0q “ p,
DΦσp,ε p0qpRs q “ Eps and Φsp,ε pDs q “ Wεs pp, f q.
An analogous result holds for the unstable manifold.
Corollary 5.5 (Global stable/unstable manifold). If M , f and p are as in The-
orem 5.4, then there exists an injective C r -immersion Φsp : Rs Ñ M such that
Φsp p0q “ p, DΦsp pRs q “ Eps and Φsp pRs q “ W s pp, f q.
An analogous result holds for the unstable manifold.
Let us start sketching the main ideas needed to prove these results.
Proof of Theorem 5.1. This result is a consequence of (the proof of) the implicit
function theorem and the fact that 1 R σpDfpn q when p is a hyperbolic periodic
point. □
We will postpone the proof of Theorems 5.2, 5.3 and 5.4 for the next section.
 HYPERBOLIC DYNAMICS 19

5.0.1. Local dynamics on Banach spaces. Let pE, }¨}q be a Banach space over R.
We shall write Cb0 pEq for the space of bounded continuous functions from E to
itself. This is Banach space when it is endowed with the norm
}ϕ} :“ sup }ϕpxq} , @ϕ P Cb0 pEq.
xPE
Our first result is the following
Proposition 5.6. Let A : E ý be a linear automorphism and ϕ P Cb0 pEq be a Lips-
chitz function such that
}ϕpxq ´ ϕpyq} ›› ´1 ››´1
Lip ϕ :“ sup ă A .
x‰y }x ´ y}
Then, A ` ϕ is Lipschitz homeomorphism.
Proof. In order to show that A ` ϕ is injective, it is enough to notice that
}pA ` ϕqpxq ´ pA ` ϕqpyq} ě }Ax ´ Ay} ´ }ϕpxq ´ ϕpyq}
› ›´1
ě ›A´1 › }x ´ y} ´ Lip ϕ }x ´ y}
`› ›´1 ˘
ě ›A´1 › ´ Lip ϕ }x ´ y} ,
for all x, y P E.
To prove that A ` ϕ is surjective let us consider an arbitrary y P E and notice
that there exists x P E satisffying pA ` ϕqx “ y if and only if
` ˘
x “ A´1 y ´ ϕpxq .
So, if we define the operator Ξy : E Ñ E by
` ˘
Ξy pzq :“ A´1 y ´ ϕpzq , @z P E,
we observe that
› › › › › › › ›
›Ξy pzq ´ Ξy pz 1 q› “ ›A´1 ϕpz 1 q ´ A´1 ϕpzq› ď ›A´1 › Lip ϕ ›z ´ z 1 › ,
for every z, z 1 P E. So, Ξy is a contraction and by Theorem 1.1, Ξy has a fixed
point. □

References
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[DS88] N. Dunford and J. Schwartz, Linear operators. Part I: General theory, repr. of the orig.,
publ. 1959 by John Wiley & Sons Ltd. ed., New York etc.: John Wiley &| Sons Ltd.,
1988 (English).
[FM02] J. Franks and M. Misiurewicz, Topological methods in dynamics, Handbook of dynamical
systems, Vol. 1A, North-Holland, Amsterdam, 2002, pp. 547–598.
[Hir76] M. Hirsch, Differential topology, Grad. Texts Math., vol. 33, Springer, Cham, 1976 (Eng-
lish).
[Lee18] J. Lee, Introduction to Riemannian manifolds, 2nd edition ed., Grad. Texts Math., vol.
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[Mur90] G. Murphy, C˚ -algebras and operator theory, Academic Press, Inc., 1990 (English).

IMPA. Estrada Dona Castorina, 110. Rio de Janeiro, 22460–320, Brazil.

Email address: alejandro@impa.br
URL: w3.impa.br/~alejandro