Math 2.0

Dynamical systems and ergodic theory Definition

Transfer operator

Builds on Koopman operatorLebesgue measure

Definition

Let XX be a set and let f ⁣:X→Xf \colon X \to X be a map such that each x∈Xx \in X has finitely many preimages. Let g ⁣:X→ℂg \colon X \to \C be a function, called the weight. The transfer operator ℒg\mathcal{L}_g acts on functions φ ⁣:X→ℂ\varphi \colon X \to \C by (ℒgφ)(x)=∑y∈f−1(x)g(y) φ(y),(\mathcal{L}_g \varphi)(x) = \sum_{y \in f^{-1}(x)} g(y) \, \varphi(y), where an empty sum is 00.

Remarks

In practice XX carries more structure, and ℒg\mathcal{L}_g is studied on a suitable Banach space of functions, such as Hölder or bounded variation functions.

Example: let f(x)=2x mod 1f(x) = 2x \bmod 1 on [0,1)[0,1) and g=1/2g = 1/2. Then (ℒgφ)(x)=12(φ(x/2)+φ((x+1)/2))(\mathcal{L}_g \varphi)(x) = \frac{1}{2}\big(\varphi(x/2) + \varphi((x+1)/2)\big), and ℒg1=1\mathcal{L}_g 1 = 1. The substitutions y=x/2y = x/2 and y=(x+1)/2y = (x+1)/2 give, for integrable φ\varphi and bounded ψ\psi, ∫01(ℒgφ) ψ dx=∫01φ (ψ∘f) dx.\int_0^1 (\mathcal{L}_g \varphi) \, \psi \, dx = \int_0^1 \varphi \, (\psi \circ f) \, dx. So ℒg\mathcal{L}_g is the adjoint of the Koopman operator ψ↦ψ∘f\psi \mapsto \psi \circ f for Lebesgue measure, and taking ψ\psi an indicator function shows that φ dx\varphi \, dx is ff-invariant exactly when ℒgφ=φ\mathcal{L}_g \varphi = \varphi.

Non-example of this duality: with the weight g=1g = 1 for the same map, ℒ11=2\mathcal{L}_1 1 = 2, and ∫ℒ1φ dx=2∫φ dx\int \mathcal{L}_1 \varphi \, dx = 2 \int \varphi \, dx, so ℒ1\mathcal{L}_1 is not the adjoint of a Koopman operator for Lebesgue measure.

For a piecewise smooth expanding map of an interval, the weight g=1/∣f′∣g = 1/\abs{f'} gives the Perron–Frobenius operator, the adjoint of the Koopman operator for Lebesgue measure.

Reading path

To understand this page from the ground up, read these 6 pages in order. The foundations come first.

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  1. Borel sigma-algebra concept
  2. Euclidean space object
  3. Koopman operator concept
  4. Outer measure concept
  5. Lebesgue measure object
  6. Transfer operator definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Transfer_operator
About this page
Tag340GV29CGE
URIm2://340GV29CGE
Kinddefinition
WritingW0 stub
MSC37C30, 37A30, 37D20
DefinesTransfer operator
UsesKoopman operator, Lebesgue measure

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