Given a dynamical system (typically is a compact metric space and is continuous), we commonly encounter real-valued functions in one of the following two roles.
- An observable function represents a measurement of the system, so that the sequence of functions represents measurements made at different times, about which we want to make predictions. In the cases we are interested in, these predictions will be probabilistic and will be in terms of the Birkhoff averages , where is the th Birkhoff sum.
- A potential function is used to assign weights to different trajectories of the system for purposes of selecting an invariant measure with specific dynamical or geometric properties. Generally the orbit segment is assigned a weight given by . A potential function also assigns weights to invariant measures by integration; in particular, we can study equilibrium measures for , which are invariant probability measures maximizing . (Here is Kolmogorov–Sinai entropy.)
Before moving on we remark that can also play the role of a density function, especially if we are looking for an invariant measure that is absolutely continuous with respect to some reference measure, but for today we will focus on the two roles described above.
Let denote the set of -invariant Borel probability measures on . Then each induces a map by as in the second item above. It is natural to ask when two functions have . One immediate observation to make is that the defintion of -invariance implies that for all and , so that in particular we have . Thus the function has . We call such a function a coboundary; we have just shown that
Moreover, since integration is linear in , we have
If and differ by a coboundary, we say that they are cohomologous; in this case we can write for some , which we call the transfer function. Note that is a coboundary if and only if it is cohomologous to the zero function.
Remark 1 For a discussion of how this is connected to the notion of cohomology in algebraic topology, see Terry Tao’s blog post from December 2008.
In general the answer is no, as one can quickly see by letting be an irrational circle rotation, so that the only invariant measure is Lebesgue, and there are many continuous functions on the circle that have Lebesgue integral but are not coboundaries. When has hyperbolic behavior, however, the story is quite different, and this is what we will discuss in this post.
If is a diffeomorphism and is a topologically transitive locally maximal hyperbolic set, then satisfies the following result.
Theorem 3 (Closing Lemma) For every there exists such that if and are such that , then there exists such that and for all .
Moreover, in this case every Hölder continuous has the following property, introduced by Walters in 1978.
Theorem 4 (Walters Property) For every there exist such that if and are such that for all , then .
Both the Closing Lemma and the Walters Property also hold when is a subshift of finite type and is Hölder continuous.
Using these properties we can formulate and prove an important result.
Theorem 5 (Livsic Theorem) Let be a compact metric space, a continuous map satisfying the Closing Lemma and possessing a point whose orbit is dense, and a continuous function satisfying the Walters Property. Then is a coboundary if and only if for every periodic point , we have .
The forward implication is immediate: if is a coboundary, then for every invariant , in particular for . Equivalently one can observe that Birkhoff sums of coboundaries have the following behavior: if , then
and consequently whenever . We must prove the reverse implication, that if whenever , then is a coboundary. To this end note that if is a continuous (hence uniformly continuous) transfer function for , then (1) immediately determines along the entire forward orbit of a point by
(A similar procedure defines along the backward orbit if is invertible.) If is a point whose orbit is dense in , then this determines on all of by continuity. Thus it suffices to prove that (2) defines a uniformly continuous function on the orbit of . To this end, given , let be given by the Walters Property, and then let be given by the Closing Lemma. Suppose that are two points on the orbit of such that . Since lie on the same orbit, there is such that or . Without loss of generality we assume the first case, so that . By the Closing Lemma there is a periodic point such that for all . By (2) and the Walters Property, this implies that
where the last equality uses the fact that Birkhoff sums of vanish around periodic orbits. This proves uniform continuity of on the orbit of , so extends uniformly continuously to , and it is an easy exercise using continuity of both sides of the equation to verify that this relationship continues to hold on all of , so that is indeed a coboundary. This completes the proof of the Livsic Theorem.
Let be as in the Livsic Theorem; then for any satisfying the Walters Property, the following are equivalent:
- for some ;
- for all ;
- for all periodic orbit measures.
Here is one final remark on a specific example of cohomologous potentials: one immediately sees that for every , and so under the conditions of the Livsic Theorem one can conclude that each Birkhoff average is cohomologous to . In fact this can be shown directly, without using the Livsic Theorem, by putting
Then we have
which demonstrates that and are cohomologous.