Math 2.0

Dynamical systems and ergodic theory Low-dimensional dynamics Theorem

Singer's theorem

Builds on Schwarzian derivativeCritical pointPeriodic pointPeriodic orbitLogistic map

Statement

Let I⊂ℝI \subset \R be a compact interval and let f ⁣:I→If \colon I \to I be a map of class C3C^3 with finitely many critical points. Assume that ff has negative Schwarzian derivative: Sf(x)=f′′′(x)f′(x)−32(f′′(x)f′(x))2<0for every x∈I with f′(x)≠0.Sf(x) = \frac{f'''(x)}{f'(x)} - \frac{3}{2} \left( \frac{f''(x)}{f'(x)} \right)^2 < 0 \quad \text{for every } x \in I \text{ with } f'(x) \neq 0. Let 𝒪\mathcal{O} be an attracting periodic orbit of ff, that is, the orbit of a point pp with fn(p)=pf^n(p) = p and ∣(fn)′(p)∣<1\abs{(f^n)'(p)} < 1. The immediate basin of 𝒪\mathcal{O} is the union of the connected components of its basin of attraction that contain a point of 𝒪\mathcal{O}. Then the immediate basin of 𝒪\mathcal{O} contains a critical point of ff or a boundary point of II. In particular, the number of attracting periodic orbits of ff is at most the number of critical points of ff plus 22.

Remarks

The key fact is that the Schwarzian derivative of a composition satisfies S(g∘f)=(Sg∘f) (f′)2+SfS(g \circ f) = (Sg \circ f) \, (f')^2 + Sf, so negative Schwarzian passes to all iterates fnf^n. Then ∣(fn)′∣\abs{(f^n)'} has no positive local minimum on an interval where fnf^n is monotone (the minimum principle). Suppose the component JJ of the immediate basin that contains pp had no critical point and no boundary point. Then fnf^n would map JJ diffeomorphically onto itself, and the minimum principle applied there gives a contradiction.

Example: for the logistic map fr(x)=rx(1−x)f_r(x) = r x (1 - x) with 1<r≤41 < r \le 4, one computes Sfr=−32(−21−2x)2<0S f_r = -\frac{3}{2} \left( \frac{-2}{1 - 2x} \right)^2 < 0. Its only critical point is 1/21/2, and the boundary points are not in the basin of an interior attracting orbit, since 00 is a repelling fixed point and fr(1)=0f_r(1) = 0. So frf_r has at most one attracting periodic orbit in (0,1)(0, 1), and if it has one, the orbit of 1/21/2 converges to it. This is why, in numerical experiments, one iterates the critical point to find the attracting orbit.

The hypothesis on the Schwarzian derivative is necessary. For N≥3N \ge 3 and 0<a<10 < a < 1, the map f(x)=x+a2πNsin⁡(2πNx)f(x) = x + \frac{a}{2\pi N} \sin(2 \pi N x) is an increasing diffeomorphism of [0,1][0, 1] with no critical points, and it has the NN attracting fixed points 2j+12N\frac{2j + 1}{2N}, 0≤j<N0 \le j < N, where f′=1−af' = 1 - a. This is more than 0+20 + 2, so the Schwarzian derivative of this map cannot be negative everywhere.

Going deeper

For a student

David Singer proved the theorem in 1978. Negative Schwarzian derivative is the standard hypothesis in one-dimensional dynamics: it holds for all real quadratic maps and is preserved under composition. Combined with kneading theory, it gives a fine picture of the logistic family, where at each parameter there is at most one attracting cycle. It is also used in the study of neutral cycles, which with negative Schwarzian are attracting from at least one side.

Reading path

To understand this page from the ground up, read these 26 pages in order. The foundations come first.

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Borel sigma-algebra, concept, no evidence levelBorel sigma-algebraconceptCritical point, concept, no evidence levelCritical pointconceptDifferential equation, concept, no evidence levelDifferential equationconceptDiscrete-time dynamical system, concept, no evidence levelDiscrete-time dynamic…conceptEuclidean space, object, no evidence levelEuclidean spaceobjectFixed point, concept, no evidence levelFixed pointconceptFunction, concept, no evidence levelFunctionconceptInterval, concept, no evidence levelIntervalconceptInvariant measure, concept, no evidence levelInvariant measureconceptLyapunov exponent, concept, no evidence levelLyapunov exponentconceptOuter measure, concept, no evidence levelOuter measureconceptPeriod-doubling bifurcation, concept, no evidence levelPeriod-doubling bifur…conceptPeriodic orbit, concept, no evidence levelPeriodic orbitconceptPeriodic point, concept, no evidence levelPeriodic pointconceptSchwarzian derivative, concept, no evidence levelSchwarzian derivativeconceptTopological conjugacy, concept, no evidence levelTopological conjugacyconceptTopological entropy, concept, no evidence levelTopological entropyconceptOrdinary differential equation, definition, no evidence levelOrdinary differential…definitionLebesgue measure, object, no evidence levelLebesgue measureobjectSolution of an ordinary differential equation, definition, no evidence levelSolution of an ordina…definitionTent map, example, no evidence levelTent mapexampleInitial value problem, definition, no evidence levelInitial value problemdefinitionExponential growth and decay, example, no evidence levelExponential growth an…exampleLogistic equation, example, no evidence levelLogistic equationexampleLogistic map, example, no evidence levelLogistic mapexampleSinger's theorem, statement, no evidence levelSinger's theoremstatement
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Borel sigma-algebra concept
  2. Critical point concept
  3. Differential equation concept
  4. Discrete-time dynamical system concept
  5. Euclidean space object
  6. Fixed point concept
  7. Function concept
  8. Interval concept
  9. Invariant measure concept
  10. Lyapunov exponent concept
  11. Outer measure concept
  12. Period-doubling bifurcation concept
  13. Periodic orbit concept
  14. Periodic point concept
  15. Schwarzian derivative concept
  16. Topological conjugacy concept
  17. Topological entropy concept
  18. Ordinary differential equation definition
  19. Lebesgue measure object
  20. Solution of an ordinary differential equation definition
  21. Tent map example
  22. Initial value problem definition
  23. Exponential growth and decay example
  24. Logistic equation example
  25. Logistic map example
  26. Singer's theorem statement

Where this leads

1 page builds on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Schwarzian_derivative
About this page
TagY2DKZH3CCT
URIm2://Y2DKZH3CCT
Kindstatement, theorem
WritingW0 stub
MSC37E05, 37C25
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AboutSchwarzian derivative
UsesSchwarzian derivative, Critical point, Periodic point, Periodic orbit, Logistic map

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