individual chapters in paper printout format

stable version 12,   June 27 2008      icons explained:

CHAOS: CLASSICAL AND QUANTUM

book cover

Part I: Classical chaos

contents    index
1 Overture
2 Go with the flow
3 Discrete time dynamics
4 Local stability
5 Cycle stability
6 Get straight
7 Hamiltonian dynamics
8 Billiards
9 World in a mirror
10 Qualitative dynamics, for pedestrians
11 Qualitative dynamics, for cyclists
12 Fixed points, and how to get them
13 Counting
14 Transporting densities
15 Averaging
16 Trace formulas
17 Spectral determinants
18 Cycle expansions
19 Discrete factorization
20 Why cycle?
21 Why does it work?
22 Thermodynamic formalism
23 Intermittency
24 Deterministic diffusion
25 Turbulence?
26 Noise
27 Relaxation for cyclists
28 Irrationally winding
pinball

Part II: Quantum chaos

29 Prologue
30 Quantum mechanics, briefly
31 WKB quantization
32 Semiclassical evolution
33 Semiclassical quantization
34 Quantum scattering
35 Chaotic multiscattering
36 Helium atom
37 Diffraction distraction
Epilogue

Part III: Web appendices

A Brief history of chaos
B Linear stability
C Implementing evolution
D Symbolic dynamics techniques
E Counting itineraries
F Finding cycles
G Transport of vector fields
H Discrete symmetries of dynamics
I Convergence of Fredholm determinants
J Infinite dimensional operators
K Statistical mechanics recycled
L Noise/quantum corrections
S Solutions
T Projects
T.1 Deterministic diffusion, zig-zag map
T.2 Deterministic diffusion, sawtooth map
Cardioid billiard
Ray splitting billiard
list of other projects
billiards

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Part I: Classical chaos


contents

index

Chapter 1 - Overture

An overview of the main themes of the book. Recommended reading before you decide to download anything else.
appendix A - You might also want to read about the history of the subject.

Chapter 2 - Go with the flow

A recapitulation of basic notions of dynamics. The reader familiar with the dynamics on the level of an introductory graduate nonlinear dynamics course can safely skip this material, hop to chapter 14: Transporting densities.

Chapter 3 - Discrete time dynamics

Discrete time dynamics arises by considering sections of a continuous flow. There are also many settings in which dynamics is discrete, and naturally described by repeated applications of a map.

Chapter 4 - Local stability

Review of basic concepts of local dynamics: local linear stability for flows and maps.

Chapter 5 - Cycle stability

Topological features of a dynamical system - singularities, periodic orbits, and the ways in which the orbits intertwine - are invariant under a general continuous change of coordinates. Surprisingly, there exist quantities - such as the eigenvalues of periodic orbits - that depend on the notion of metric distance between points, but nevertheless do not change value under a smooth change of coordinates.

Chapter 6 - Get straight

We can make some headway on locally straightening out flows.

Chapter 7 - Hamiltonian dynamics

Review of basic concepts of local dynamics: Hamiltonian flows, stability for flows and their Poincaré sections.
appendix C - Stability of Hamiltonian flows (more details, especially for the helium)

Chapter 8 - Billiards

Billiards and their stability.

Chapter 9 - World in a mirror

Symmetries simplify the dynamics in a beautiful way: If dynamics is invariant under a set of discrete symmetries, it can be reduced to dynamics within the fundamental domain. If the symmetry is continuous, the dynamics is reduced to a lower-dimensional desymmetrized system. Families of symmetry-related cycles are replaced by fewer and often much shorter ``relative" cycles.

Chapter 10 - Qualitative dynamics, for pedestrians

Qualitative properties of a flow partition the state space in a topologically invariant way: Smale horseshoes and symbolic dynamics. The topological dynamics is incoded by means of transition matrices/Markov graphs.
appendix E - further, more advanced symbolic dynamics techniques.

Chapter 11 - Qualitative dynamics, for cyclists

Does there exist a ``natural,'' intrinsically optimal coordinate system? Yes: The intrinsic coordinates are given by the stable/unstable manifolds, and a return map should be plotted as a map from the unstable manifold back onto the immediate neighborhood of the unstable manifold. The level is distinctly cyclist, in distinction to the pedestrian tempo of the preceding chapter.

Chapter 12 - Fixed points, and how to get them

In this chapter we describe some of the methods for finding periodic orbits for maps, billiards and flows. There is also a neat way to find Poincaré sections.

Chapter 13 - Counting

You learn here how to count distinct orbits, and in the process touch upon all the main themes of this book, going the whole distance from diagnosing chaotic dynamics to - while computing the topological entropy from transition matrices/Markov graphs - our first zeta function.

Chapter 14 - Transporting densities

A first attempt to move the whole phase space around - natural measure and fancy operators.

Chapter 15 - Averaging

On the necessity of studying the averages of observables in chaotic dynamics. Formulas for averages are cast in a multiplicative form that motivates the introduction of evolution operators.

Chapter 16 - Trace formulas

If there is one idea that one should learn about chaotic dynamics, it happens in this chapter: the (global) spectrum of the evolution is dual to the (local) spectrum of periodic orbits. The duality is made precise by means of trace formulas.

Chapter 17 - Spectral determinants

We derive the spectral determinants, dynamical zeta functions. While traces and determinants are formally equivalent, determinants are the tool of choice when it comes to computing spectra.

Chapter 18 - Cycle expansions

Spectral eigenvalues and dynamical averages are computed by expanding spectral determinants into cycle expansions, expansions ordered by the topological lengths of periodic orbits.

Chapter 19 - Discrete factorization

Symmetries simplify and improve the cycle expansions in a rather beautiful way, by factorizing the cycle expansions.
appendix I - Further examples of discrete symmetry: rectangles and squares.

Chapter 20 - Why cycle?

In the preceeding chapters we have moved at rather brisk pace and derived a gaggle of formulas. Here we slow down in order to develop some fingertip feeling for the objects derived so far. Just to make sure that the key message - the ``trace formulas'' and their ilk - have sunk in, we rederive them in a rather different, more intuitive way, and extol their virtues. This part is bedtime reading.

Chapter 21 - Why does it work?

We face up to singular kernels, infinite dimensional vector spaces and all those other subtleties that are needed to put the spectral determinants on more solid mathematical footing, to the extent this can be achieved without proving theorems.

Chapter 22 - Thermodynamic formalism

Generalized dimensions, entropies and such.

Chapter 23 - Intermittency

What to do about sticky, marginally stable trajectories? Power-law rather than exponential decorrelations? Problems occur at the borderline between chaos and regular dynamics where marginally stable orbits present still unresolved challenges.

Chapter 24 - Deterministic diffusion

We derive exact formulas for diffusion constants transport coefficients when diffusion is normal, and the anomalous diffusion exponents when it is not. All from first principles, without invoking any Boltzmann-Gibbs probabilistic notions.

Chapter 25 - Turbulence?

Flows described by PDEs are said to be `infinite dimensional' because if one writes them down as a set of ODEs, one needs infinitely many of them to represent the dynamics of one PDE. The long-time dynamics of many such systems of physical interest is finite-dimensional. Here we cure you of the fear of infinite-dimensional flows.

Chapter 26 - Noise

About noise: how it affects classical dynamics, and the ways it mimicks quantum dynamics. As classical noisy dynamics is more intuitive than quantum dynamics, this exercise helps demystify some of the formal machinery of semiclassical quantization.

Chapter 27 - Relaxation for cyclists

In Chapter 12 we offered an introductory, hands-on guide to extraction of periodic orbits by means of the Newton-Raphson method. Here we take a very different tack, drawing inspiration from variational principles of classical mechanics, and path integrals of quantum mechanics.

Chapter 28 - Irrationally winding

Circle maps and their thermodynamics analyzed in detail.


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Part II: Quantum chaos


Chapter 29 - Prologue

In the Bohr - de Broglie old quantum theory one places a wave instead of a particle on a Keplerian orbit around the hydrogen nucleus. The quantization condition is that only those orbits contribute for which this wave is stationary. Here we shall show that a chaotic system can be quantized by placing a wave on each of the infinity of unstable periodic orbits.

Chapter 30 - Quantum mechanics, briefly

We recapitulate basic notions of quantum mechanics and define the main quantum objects of interest, the quantum propagator and the Green's function.

Chapter 31 - WKB quantization

A review of the Wentzel-Kramers-Brillouin quantization of 1-dimensional systems.

Chapter 32 - Semiclassical evolution

We relate the quantum propagator to the classical flow of the underlying dynamical system; the semiclassical propagator and Green's function.

Chapter 33 - Semiclassical quantization

This is what could have been done with the old quantum mechanics if physicists of 1910's were as familiar with chaos as you by now are. The Gutzwiller trace formula together with the corresponding spectral determinant, the central results of the semiclassical periodic orbit theory, are derived.

Chapter 34 - Quantum scattering

A brief review of the quantum theory of elastic scattering of a point particle from a repulsive potential, and its connection to the Gutzwiller theory for bound systems.
appendix J - Infinite dimensional operators

Chapter 35 - Chaotic multiscattering

Semiclassics of scattering in open systems with a finite number of non-overlapping scatterers.

Chapter 36 - Helium atom

Helium atom spectrum computed via semiclassical spectral determinants.

Chapter 37 - Diffraction distraction

Diffraction effects of scattering off wedges, eavesdropping around corners incorporated into periodic orbit theory.

Chapter 38 - Epilogue

Take-home exam for the third millenium.

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Part III: Material which will be kept on the web


Chapter A - A brief history of chaos

Classical mechanics has not stood still since Newton. The formalism that we use today was developed by Euler and Lagrange. By the end of the 1800's the three problems that would lead to the notion of chaotic dynamics were already known: the three-body problem, the ergodic hypothesis, and nonlinear oscillators.

Chapter B - Linear stability

Symplectic invariance, classical collinear helium stability worked out in detail.

Chapter C - Implementing evolution

To sharpen our intuition, we outline the fluid dynamical vision, have a bout of Koopmania, and show that short-times step definition of the Koopman operator is a prescription for finite time step integration of the equations of motion.

Chapter D - Symbolic dynamics techniques

Deals with further, more advanced symbolic dynamics techniques.

Chapter E - Counting itineraries

Further, more advanced cycle counting techniques: kneading theory (pruning) for unimodal mappings and for Bernoulli shifts. The prime factorization for dynamical itineraries of illustrates the sense in which prime cycles are ``prime.''

Chapter F - Finding cycles

More on Newton-Raphson method: the details expunged from the chapter on finding cycles languish here.

Chapter G - Transport of vector fields

To compute an average using cycle expansions one has to find the right eigenvalue and maybe a few of its derivatives. Here we explore how to do that for several averages, some more physical than others: multi-dimensional Lyapunov exponents, dynamo rates of vector fields.

Chapter H - Discrete symmetries of dynamics

Dynamical zeta functions for systems with symmetries of squares or rectangles worked out in detail.

Chapter I - Convergence of Fredholm determinants

Why does approximating the dynamics by a finite number of cycles work so well? They approximate smooth flow by a tessalation of a smooth curve by piecewise linear tiles. A heuristic estimate of the n-th cummulant.

Chapter J - Infinite dimensional operators

What is the meaning of traces and determinants for infinite-dimensional operators?

Chapter K - Statistical mechanics recycled

Spin systems with long-range interactions (Ising-like spin systems, Feigenbaum scaling function, Fisher droplet model) can be converted into a chaotic dynamical system and recast as a cycle expansion. The convergence to the thermodynamic limit is faster than with the transfer matrix techniques.

Chapter L - Noise/quantum corrections

A formal analogy between the noise and the quantum problem allows us to treat the noise and quantum corrections together. Weak noise is taken into account by corrections to the classical trace formula. The quantum/noise perturbative corrections formulas derived as Bohr and Sommerfeld would have derived them were they cogniscenti of chaos, with some Vattayismo rumminations along the way.

Chapter S - Solutions

Solutions to selected problems - often more instructive than the text itself. Recommended.

Chapter T - Projects

The essence of this subject is incommunicable in print; the only way to developed intuition about chaotic dynamics is by computing, and you are urged to try to work through the essential steps in a project that combines the techniques learned in the course with some application of interest to you.
Consult the open projects and projects homepages for inspiration. Suggestions welcome.

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