Nonexistence of SBR Measures for some Di eomorphisms that are \Almost Anosov" Huyi Hu and Lai-Sang Young* Department of Mathematics, University of Arizona, Tucson, AZ 85721 Abstract. The purpose of the paper is to present some simple examples that are hyperbolic everywhere except at one point, but which do not admit SBR measures. Each example has a xed point at which the larger eigenvalue is equal to one and the smaller eigenvalue is less than one. x0 Introduction Let f : M ! M be a C Anosov dieomorphism of a compact connected Riemannian manifold, and let m denote the Riemannian measure on M . A result of Sinai (see e.g. S]) says that f admits a unique invariant Borel probability measure with the property that has absolutely continuous conditional measures on unstable manifolds. This is the invariant measure that is observed physically, for if : M ! IR is a continuous function, then for m -a.e. x 2 M , Z ;1 1 nX i n (f x) ! d 2 i=0 as n ! 1. The dynamical system (f ) is \chaotic" in the following sense: it has positive Lyapunov exponents its metric entropy is equal to the sum of its positive Lyapunov exponents (f ) is measure-theoretically isomorphic to a Bernoulli shift and it has exponential decay of correlations for Holder continuous test functions. These results have been extended to Axiom A attractors by Bowen, Ruelle, etc. (See e.g. B].) In this article we will refer to an invariant measure having absolutely continuous conditional measures on unstable manifolds as a Sinai-Bowen-Ruelle measure or an SBR measure. The work of Oseledec, Pesin and others allows us to extend this notion to a nonuniform setting. (See P] and LS].) While some of the properties of SBR measures carry over (see e.g. LY], Part I), the question of existence of SBR measures in this broader context remains poorly understood. We formulate this question more precisely: given a dieomorphism which appears to be hyperbolic in a large part of phase space, can one decide whether or not it admits an SBR measure? So far there are very few results outside of Axiom A, and these results involve delicate estimates. See e.g. BC], BY] for results on the Henon attractors. The purpose of the paper is to present some very simple examples that are hyperbolic everywhere except at one point, but which do not admit SBR measures. Precise statements of our results are given in x1. For now imagine slowly deforming a hyperbolic toral automorphism near the origin O until its derivative has one eigenvalue equal to 1 and the other eigenvalue less than 1. Our theorem says that for the resulting dieomorphism, * This research is partially supported by the National Science Foundation. 1 ; P f i x ! O for almost every x with respect to Lebesgue measure. (x denotes Dirac measure at x.) This example can be made to be topologically conjugate to the original toral automorphism, and so it is topologically \chaotic". From the statistical point of view, however, it is totally deterministic in the sense that for almost every initial condition, the trajectory spends nearly one hundred percent of its time arbitrarily near the origin O. Our result can be thought of as a two dimensional version of the following result. Let f : 0 1] ! 0 1] be a piecewise C 2, piecewise expanding map of the unit interval with f 0 = 1 at a xed point. Then f cannot admit a nite absolutely continuous invariant measure. (See PI].) The two dimensional situation is, however, not entirely identical to that in one dimension, for clearly there exist area preserving dieomorphisms with positive Lyapunov exponents and nonhyperbolic xed points. A more detailed analysis of whether or not systems that are \almost Anosov" can admit SBR measures will be given in a forthcoming paper by the rst named author. 1 n n 1 i=0 x1 Assumptions and Statements of Results Let M be a C 1 two dimensional compact manifold without boundary, let m denote the Riemannian measure on M , and let f 2 Di2(M ). We assume throughout this paper that f satises the following two conditions. Assumption I. 1. f has a xed point p, i.e. fp = p. 2. There exist a constant s < 1, a continuous function u with 1 u(x) = > 1 at x = p , elsewhere, and a decomposition of the tangent space Tx M at every x 2 M into TxM = Exu Exs such that kDf vk kvk kDf vk (x)kvk 8v 2 E 8v 2 E kDf vk = kvk 8v 2 E : x x and s u s x u x u p p Assumption II. f is topologically transitive on M . Denition 1.1. An f ;invariant Borel probability measure on M is called an SBR measure for f : M ! M if i) (f ) has positive Lyapunov exponents almost everywhere ii) has absolutely continuous conditional measures on unstable manifolds. 2 We give the precise meaning of the second condition above. Let be a measurable partition of a measure space X , and let be a probability ; measure on X . Then there is a family of probability measures fx : x 2 X g with x (x) = 1 such that for every measurable set B X , x ! x(B) is measurable and B = Z X x(B)d (x): (1:1) The family fxg is called a canonical system of conditional measures for and . (For a reference, see e.g. R].) Suppose now that f : (M ) ! (M ) has positive Lyapunov exponents almost everywhere. Then for a.e. x, the unstable manifold W u(x) exists and is an immersed submanifold of M (see P]). A measurable partition of M is said to be subordinate to unstable manifolds if for -a.e. x, (x) W u(x) and contains an open neighborhood of x in W u(x). Let mux denote the Riemannian measure induced on W u(x). We say that has absolutely continuous conditional measures on unstable manifolds if for every measurable partition that is subordinate to unstable manifolds, x is absolutely continuous with respect to mux (written x << mux) for -a.e. x 2 M . (For more details, see e.g. LS]). It is easy to verify that if x << mux for one measurable partition subordinate to unstable manifolds, then the same property holds for all other measurable partitions subordinate to unstable manifolds. We now state our results. Let f and M be as in the beginning of this section. Theorem A. f does not admit SBR measures. Theorem B. For m -a.e. x 2 M , n ;1 X 1 lim f i x = p n!1 n i=0 where z is the Dirac measure at z, and the above convergence is in the weak topology. As a by-product of our proofs for Theorem A and Theorem B, we obtain the following. Theorem C. f has an innite invariant measure with the following properties: (i) if U is any open neighborhood of p in M , then (M nU ) < 1 (ii) has absolutely continuous conditional measures on weak unstable manifolds. Remark 1.2. Weak unstable manifolds are dened in Proposition 2.2 (2). Note that the denition of absolutely continuous conditional measures on unstable manifolds makes sense even though is a ;nite measure. One could think of as an innite SBR measure. In this paper, however, the term \SBR measure" without any qualications will always be reserved for probability measures. x2. Preliminaries Lemma 2.1. The maps x ! fExug and x ! fExs g are continuous. 3 This is an easy consequence of the \gap" between s and 1 = inf fu(x) : x 2 M g. The proof is left to the reader. We will use the following notation: for > 0, Exu( ) = fv 2 Exu : jvj g, Exs ( ) = fv 2 Exs : jvj g, and Ex( ) = Exu( ) Exs ( ). Proposition 2.2. There exist two continuous foliations F u and F s on M tangent to E u and E s respectively for which the following hold. (1) The leaf of F s through x, denoted by F s(x), is the stable manifold at x, i.e. F (x) = W (x) = fy 2 M : 9C = C s.t. d(f x f y) C ( ) 8n 0g: (2) The leaf of F through x, denoted by F (x), is the unstable or \weak unstable" s manifold at x, i.e. s n y u F n s n u u ;n ;n (x) = fy 2 M : nlim !1 d(f x f y ) = 0g: (3) There exist constants > 0 and D > 0 such that for all x 2 M , if Fu(x) is the component of F u(x) \ expx Ex( ) containing x, then exp;x 1 Fu(x) is the graph of a function ux : Exu( ) ! Exs ( ) with ux(0) = 0 and kuxkC2 D. The analogous statement holds for Fs(x). Proof: These results follow from Theorem 5.5 and Theorem 5A.1 in HPS]. We indicate how F u is obtained. Let x 2 M be xed. If : Exu( ) ! Exs ( ) is a function with (0) = 0 and Lip() 1, we let Gx : Efux( ) ! Efsx ( ) be the function dened by ; graph(Gx) = exp;f x1 f expx(graph ) \E fx ( ): Note that Gx is always well dened, even though f is not uniformly hyperbolic. The function ux in assertion (3) is then obtained as the pointwise limit as n ! 1 of G ; G ; f 1x f n+1 x G ; f nx (0) where 0 represents the 0 function from Efu;n x( ) to Efs;n x( ), and F u(x) is dened to be n 0 fn ; F u (f ;n x) : Remark 2.3. For convenience we will write W u(x) = F u(x), Wu(x) = Fu(x) etc. u u and refer to W (x) and W (x) as the \unstable manifold" and \local unstable manifold" respectively at x, even though points on these manifolds may not be contracted exponentially in backwards time. The Lipschitzness of the W s ;foliation will be very important for us later on. We give the form of the denition that will be used. Denition 2.4. Let 1 and 2 be twos W u;leaves, and let : 1 ! 2 sbe a continuous map dened by sliding along the W ;leaves, i.e. for x 2 1, (x) 2 2 \W (x). We say W s is Lipschitz if is Lipschitz for every (1 2 ). 4 For y 2 W s(x), let ds(x y) denote the distance between x and y measured along W s(x), and for z 2 W u(x), let du(x z) be dened similarly. Proposition 2.5. The W s;foliation is Lipschitz. In fact, given D1 > 0, there exists s L1 > 0 such that for every (1 2 ) with d (x (x)) < D1 8x 2 1, the Lipschitz constant of is less than or equal to L1. Proof: This result follows from the stronger statement that the map x ! Exs is C 1, which can be obtained using the same ideas in the proof of Theorem 6.3 in HP]. We sketch a more direct proof here for the convenience of the reader. Let x1 2 1 , and let be an arbitrarily short segment in 1 containing x1 . We will argue that l( ) l( ), where l denotes length and \" means \up to a constant". By taking a suitably large iterate of f , we may assume that f n and f n ( ) are very near each other, and l(f n ) ds(f nx f n (x)) for x 2 . Notice that 8x 2 , s n n s n n u d (f (x) f (x)) D1 ( ) 8n > 0. Also, Dfx jEx 1 8n 0. Observe the following: (1) l(f n ) l((f n )) n j u 8x 2 (2) Dfxn jExu Dfx E x (3) 8y1 y2 2 , n n;1 Df j u Y yn1 Ey1 ;1 const d(f i y1 f i y2 ) ;1 const l(f n )n Dfy2 jEyu2 i=0 ;1 const D1(s )nn const: (The proof of (3) uses the boundness of the C 2 norms of ux. See Proposition 2.2.3).) Combining (1)-(3), we get l( ) l( ). Lemma 2.1 and Proposition 2.2 imply that f has a local product structure, i.e. there exist constants 0 < < such that 8y z 2 M with d(y z) < , y z] := Wu(y) \ Ws (z) and z y] := Wu(z) \ Ws(y) each contains exactly one point. A rectangle R is a set in M such that y z 2 R implies y z] z y] 2 R. If u, s are segments of W u; and W s ;leaves respectively, then u s] denotes the rectangle fy z] : y 2 u z 2 sg provided that everything makes sense. If R is a rectangle and x 2 R, we let W u(x R) = Wu(x) \ R and W s (x R) = Ws (x) \ R. If Q and R are two rectangles, we say that f n Q u;crosses R if 8x 2 Q with f n x 2 R, f n W u(x Q) \ R = W u(f n x R). We record a simple fact that will be used in x4. Proposition 2.6. W u(p) and W s (p) are both dense in M . Proof: We only prove the proposition for W s(p). Let P be a rectangle containing p and let R be any other rectangle, both with nonempty interiors. Let R^ be a strictly smaller rectangle lying in the interior of R. By the topological transitivity of f , 9n > 0 such that f nR^ \ P 6= . For n suciently large, f n R is considerably longer than f nR^ in the u;direction. We may therefore assume that f n R u;crosses P . This implies that f ;n W s(p P ) \ R 6= . 5 x3. Distortion Estimates The goal of this section is to prove the following. Proposition 3.1. Given any small rectangle P containing p in its interior, there exist constants > 0 and J > 1 such that if is a W u;segment with l( ) and \ P = , then 8y z 2 and n > 0, ;n u ; 1 J Dfz;n jEzu J: Dfy jEy We write yi = f ;i y, zi = f ;i z and i = f ;i . If ; is a W u;segment in P , let ;~ = fp x] : x 2 ;g. In what follows, the letter C will be used to denote a generic constant, which is allowed to depend only on f . Lemma+ 3.2. Let P + be one of the components of fP nP , and let = W u(x P + ) for some x 2 P . Assume that i P for i = 1 n ; 1. Then for any y z 2 , ;n u Df j u z) : log z;n Ez C d l((y ) Dfy jEyu Proof: First, we have for j n, ;j jY ;1 Df ;1 jE u ; Df ;1 jE u j ;1 X ;1 Df zi yi zi yi z jEzu ;1 jE u : u 1+ C Df j ; Df log ;j = log E zi yi zi yi Dfy;i 1 jEyu Dfy jEyu i=0 i=0 i Using Proposition 2.2 (3) and the Lipschitzness of W s (Proposition 2.5), we see that ;1 Dfzi jEzu i ; Df ; j Cd (z y ) Cl( ) Cl(~ ): yi 1 u Eyui i i i Since the ~i are pairwise disjoint, we have j ;1 X i=1 l(~i ) l(W u(p P )): The arguments above tell us that 8j n, du(zj yj ) C du(z y) : l(j ) l( ) We conclude that ;n n ;1 u X Df z jEzu log ;n u C du(zj yj ) C d l((z )y) : Dfy jEy j =0 6 i Proof of Proposition 3.1: Let 0 = n0 = n0 + k0 n1 < n1 + k1 < < nt < nt + kt nt+1 = n be such that j \ P 6= 8n < j < n + k i i i 1 i t and j \ P = otherwise. Then ;ki t ni+1;1 ;1 ;n X t u Df j Dfz jEu X X E u z Df j n z log z;n Ezu = log ;ki i ni + log ;j1 zj : Dfy jEy i=1 Dfyni jEyuni i=0 j=ni+ki Dfyj jEyuj Lemma 3.2 applied to the terms in the rst series gives each a contribution of C 0du(yni zni ), where C 0 is a constant depending on P . This is summable since du(yni zni ) decreases exponentially in i. Each term in the second series is less than or equal to Cdu(yj zj ), so we again have a geometric series. x4 Proof of Theorem A The following one-dimensional fact plays a key role. Lemma 4.1. Let h : ;1 1] ! IR be a C map with h(0) = 0,1h0(0) = 1 and h0(x) 1 8x 2 ;1 1]. Let a 2 0 1], and let a = h; a for i 1. Then P a = 1. 2 0 Proof: i i 0 i=0 i From the Taylor expansion of h, we know that for x > 0, hx x + Lx2 () for some L. Increasing L if necessary, we may assume that a1 L1 . We will show that ai Li1 implies that ai+1 L(i1+1) . Suppose this is not true. Then ai+1 + La 2 i+1 1 1 1 1 1 1 < L(i + 1) 1 + i + 1 = Li 1 ; i + 1 1 + i + 1 < Li ai contradicting () with x = ai+1. With ai Li1 8i 1, the desired conclusion follows. Before giving the proof of Theorem A, we recall some facts from general nonuniform hyperbolic theory. Let f be an arbitrary C 1+ dieomorphism (not having anything to do with the situation in this paper), and suppose that f preserves an SBR measure . Let be a partition subordinate to W u. Then it is proved in L] that for -a.e. x, the density x of x with respect to mx satises 1 ;1 Q u x(z) = i=0 Dfzi jEzi 1 ;1 x(y) Q Dfyi jEyu i i=0 7 for all y z 2 (x). (In particular the quotient on the right makes sense.) The following is also known to be true. Let f lg be the \Pesin sets", i.e. sets on which f n has uniform estimates. Then for every l, 9l > 0 such that Wul (x) exists for every x 2 l. Also, 9Cl > 0 such that 8x 2 l, Cl;1 x((yz)) Cl 8y z 2 W x u l (x): (See e.g. P].) We now return to the situation considered in this paper, i.e. f is again assumed to satisfy Assumptions I and II. Proof of Theorem A: Suppose, to derive a contradiction, that f admits an SBR measure . Then there is a rectangle R M such that (R \ l) > 0 for some l, and W u(x R) Wul (x) 8x 2 R \ l. We x a rectangle of the form P = Wu(p) Ws (p)] and let Q = f ;1 P nP . Let be the partition of Q given by (x) = W u(x Q). An argument similar to that in Proposition 2.6 shows that f n R u;crosses Q for some n > 0. It follows from our discussion above that there is a set Q^ Q \ f n R with Q^ > 0 such that (i) x 2 Q^ =) (x) Q^ and (ii) 9C0 > 0 such that 8x 2 Q^ , C0;1 x((yz)) C0 8y z 2 W x u (x Q): Let Q(i) = fy 2 Q^ : f j y 2 P for j = 1 ig and let ~ (i) be the projection of Q(i) onto W u(p P ) by sliding along W s . Then the density estimate above together with the Lipschitzness of the W s;foliation gives Q(i) Cl(~ (i)): Using the facts that f i Q(i), i = 1 2 , are pairwise disjoint subsets of P , and invariant measure, we have P 1 X i=1 (f i Q(i)) = 1 X i=1 Q(i) C 1 X i=1 is an l(~ (i)): Lemma 4.1 applied to f jWu (p) tells us that this sum diverges, contradicting (M ) = 1. x5 Proofs of Theorems B and C We rst construct some neighborhoods of p that are convenient to work with. For a closed rectangle R, let @ R = fx 2 R : x 2= int W (x R)g. s u 8 Lemma 5.1. There exist rectangles P of the form P = u s] satisfying the follows: u s u s (1) and are segments of W (p) and W (p) respectively such that p lies in the interiors of u and s segment W^ s W s(p) with f W^ s W^ s such that @ sP W^ s ;(2)^ stheres is a compact T and W nW (p P ) int P = (3) there is a compact segment W^ u W u(p) with analogous properties. Moreover, the diameter of P can be chosen arbitrarily small. Proof: Use the fact that W u(p) and W s(p) are dense in M . See Lemma 2.6. We x P as above, and consider the rst return map g : M nP ! M nP . That is, for x 2 M nP , if (x) is the smallest positive integer with f (x) x 2 M nP , then gx = f (x) x. Note that g is not dened on a set of Lebesgue measure 0 on M nP , but this will not concern us. Lemma 5.2. There exists a g;invariant Borel probability measure with the property that has absolutely continuous conditional measures on the unstable manifolds of f. Proof: Let L = W u(x P +), where P + is one of the components of fP nP and x 2 P +. Let mL be the Lebesgue measure on L and let gnmL be the push-forward of mL , i.e., (gnmL)(E ) = mL (g;nE ). We may take to be any accumulation point in the weak nP ;1 topology of n1 gi mL . i=0 The g;invariance of is clear. To show that it has absolutely continuous conditional measures, it suces to consider rectangles R in M nP with small diameters. We assume also that int R \ W^ s = , where W^ s is as in Lemma 5.1. The signicance of the second condition is as follows: giL is the disjoint union of W u;segments, each one of which begins and ends at some point in gj W^ s for some j 0. Since f W^ s W^ s, each component of giL that intersects R u;crosses R. Let i denote the density of gi mL with respect to Lebesgue measure on giL. Then by Proposition 3.1, 9J > 0 (independent of i) such that for all x, y in the same component of giL \ R, J ;1 i ((xy)) J: i This bound on densities is passed on to the limit measure . Proof of Theorem C: Let Qi = fx 2 M nP : (x) = ig, where is the return time to M nP . Dene = 1X i;1 X i=1 j =0 fj ( j Qi ): Then is clearly f ;invariant. ; Tn i Let U be a neighborhood of p. Then M nU is contained in M n f P for some i=;n large n, and this latter set clearly has nite ;measure. This proves that is at most 9 ;nite. It cannot be nite because it has absolutely continuous conditional measures on unstable manifolds, and Theorem A says that f does not admit SBR measures. Recall that m denotes the Lebesgue measure on M . We now study the asymptotic behavior of trajectories starting at x for m -a.e. x. Lemma 5.3. Let g and be as in Lemma 5.2. Then (g ) is ergodic. Proof: We will follow the two standard steps in the proof of ergodicity of SBR measures for hyperbolic systems without discontinuities. The rst step is to use Hopf's argument to show that given a rectangle R, m -a.e. x 2 R is \future-generic" with respect to some ergodic measure R, with R possibly depending on R. (\Future-genericity" means nP ;1 R that n1 gi(x) ! d R as n ! +1 for every continuous function : M ! R. i=0 \Past-genericity" is dened similarly.) The second step is to show that R = for all R. Let R M nP be a rectangle. Note that when we use the word \rectangle" or the symbol \W u(x R)" in this paper, we are always referring to the stable and unstable manifolds of f | which are not necessarily stable and unstable manifolds of g! First we need to argue that for suitable R, W u(x R) is indeed a local unstable manifold of g, in the sense that 8y 2 W u(x R), d(g;nx g;ny) ! 0 as n ! 1. This is true if int R \ W^ s = , for this condition will guarantee that 8n 0, f ;n W u(x R) is either entirely in P or it does not intersect P . Similarly, W s (x R) is a local stable manifold of g if R \ W^ u = . We recall Hopf's argument (see, e.g. A]) for a rectangle R with the properties in the last paragraph. Since the conditional measures of are absolutely continuous on unstable manifolds (Lemma 5.2), there exists L = W u(x R) such that mux -a.e. y 2 L is generic (both future and past) with respect to some ergodic measure y . All the y 's are in fact identical because as n ! +1, d(g;ny g;nz) ! 0 8y z 2 L. We call this common measure R. Now if y is future generic with respect to R, then z is future generic with respect to R 8z 2 W s(y R). It then follows from the Lipschitzness of the W s ;foliation (Proposition 2.5) that m -a.e. z 2 R is future generic with respect to R . To carry out the second step, it suces to observe that if R1 and R2 are rectangles with the properties above, then 9n > 0 such that gnR1 \ R2 6= . Proof of Theorem B: We will show that given arbitrarily small numbers > 0 and > 0, there exist neighborhoods P2 P1 of p with diam P1 such that for m -a.e. x 2 M nP2 , #f0 k n : f n x 2 M nP1 g < #f0 k n : f nx 2 P1nP2g for all sucient large n. To see this, let P1 be a rectangle of the type in Lemma 5.1. Let g1 : M nP1 ! M nP1 and 1 be as in Lemma 5.2, and let be the innite measure in the proof of Theorem C. Let P2 be chosen small enough that (M nP1 ) (P1 nP2). Then 2 := jM nP2 is invariant under the rst return map g2 : M nP2 ! M nP2 , and (g2 2) is ergodic. 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