Many important high-dimensional dynamical systems exhibit complex chaotic behaviour. Their complexity means that their dynamics are necessarily comprehended under strong reducing assumptions. It is therefore important to have a clear picture of these
reducing assumptions range of validity. The highly influential chaotic hypothesis of Gallavotti and Cohen states that the large-scale dynamics of high-dimensional systems are effectively hyperbolic, which implies many felicitous statistical properties. We demonstrate, contrary to the chaotic hypothesis, the existence of non-hyperbolic large-scale dynamics in a mean-field coupled system. To do this we reduce the system to its thermodynamic limit, which we approximate numerically with a Chebyshev Galerkin transfer operator discretisation. This enables us to obtain a high precision estimate of a homoclinic tangency, implying a failure of hyperbolicity. Robust non-hyperbolic behaviour is expected under perturbation. As a result, the chaotic hypothesis should not be assumed to hold in all systems, and a better understanding of the domain of its validity is required.
Intermittent maps of the interval are simple and widely-studied models for chaos with slow mixing rates, but have been notoriously resistant to numerical study. In this paper we present an effective framework to compute many ergodic properties of the
se systems, in particular invariant measures and mean return times. The framework combines three ingredients that each harness the smooth structure of these systems induced maps: Abel functions to compute the action of the induced maps, Euler-Maclaurin summation to compute the pointwise action of their transfer operators, and Chebyshev Galerkin discretisations to compute the spectral data of the transfer operators. The combination of these techniques allows one to obtain exponential convergence of estimates for polynomially growing computational outlay, independent of the order of the maps neutral fixed point. This enables numerical exploration of intermittent dynamics in all parameter regimes, including in the infinite ergodic regime.
Diffusion maps is a manifold learning algorithm widely used for dimensionality reduction. Using a sample from a distribution, it approximates the eigenvalues and eigenfunctions of associated Laplace-Beltrami operators. Theoretical bounds on the appro
ximation error are however generally much weaker than the rates that are seen in practice. This paper uses new approaches to improve the error bounds in the model case where the distribution is supported on a hypertorus. For the data sampling (variance) component of the error we make spatially localised compact embedding estimates on certain Hardy spaces; we study the deterministic (bias) component as a perturbation of the Laplace-Beltrami operators associated PDE, and apply relevant spectral stability results. Using these approaches, we match long-standing pointwise error bounds for both the spectral data and the norm convergence of the operator discretisation. We also introduce an alternative normalisation for diffusion maps based on Sinkhorn weights. This normalisation approximates a Langevin diffusion on the sample and yields a symmetric operator approximation. We prove that it has better convergence compared with the standard normalisation on flat domains, and present a highly efficient algorithm to compute the Sinkhorn weights.
The long-term average response of observables of chaotic systems to dynamical perturbations can often be predicted using linear response theory, but not all chaotic systems possess a linear response. Macroscopic observables of complex dissipative cha
otic systems, however, are widely assumed to have a linear response even if the microscopic variables do not, but the mechanism for this is not well-understood. We present a comprehensive picture for the linear response of macroscopic observables in high-dimensional coupled deterministic dynamical systems, where the coupling is via a mean field and the microscopic subsystems may or may not obey linear response theory. We derive stochastic reductions of the dynamics of these observables from statistics of the microscopic system, and provide conditions for linear response theory to hold in finite dimensional systems and in the thermodynamic limit. In particular, we show that for large systems of finite size, linear response is induced via self-generated noise. We present examples in the thermodynamic limit where the macroscopic observable satisfies LRT, although the microscopic subsystems individually violate LRT, as well a converse example where the macroscopic observable does not satisfy LRT despite all microscopic subsystems satisfying LRT when uncoupled. This latter, maybe surprising, example is associated with emergent non-trivial dynamics of the macroscopic observable. We provide numerical evidence for our results on linear response as well as some analytical intuition.
