Estudamos nesta dissertação o tempo de recorrência em sistemas dinâmicos, concentrando-nos na estatística do tempo de retorno. Calculamos numericamente a distribuição de tempo de retorno a uma região específica do espaço de fases de sistemas caóticos e comparamos com a distribuição binomial, deduzida para um processo aleatório. Os principais resultados obtidos foram: surgimento do efeito que denominamos memória de curto alcance, típico de sistemas determinísticos e associado à distribuição das órbitas periódicas instáveis; a distribuição de tempo de retorno caracteriza as principais propriedades temporais no caso de sistemas intermitentes. As conexões do tempo de retorno com regimes de transporte anômalo foram apresentadas, ressaltando suas limitações. O tempo de retorno foi utilizado ainda para analisar séries temporais, obtidas tanto de um modelo de mistura de um contaminante escalar passivo, como experimentalmente no plasma confinado magnéticamente. No primeiro caso constatamos que os retornos da série temporal assemelham-se às recorrências no espaço de fases do sistema dinâmico responsável pela mistura do contaminante: o mapa padrão com fase aleatória. Constatamos o surgimento de caudas de lei de potência na distribuição de tempo de retorno e calculamos sua dependência com o aumento da não linearidade e da aleatoriedade do sistema. Destacamos o efeito de múltiplas caudas de lei de potência, ausente no caso das distribuições obtidas no espaço de fases. Às séries obtidas em Tokamaks aplicamos o modelo de cascata log-normal para explicar sua função densidade de probabilidade. A distribuição de tempo de retorno destas séries mostrou estar diretamente relacionada com a correlação de curto e longo alcance presente na série. / We study the recurrence time in dynamical systems. The statistics of the recurrence time to a specific region of the phase space of chaotic dynamical systems were obtained numerically and compared with the binomial-like distribution, deduced for a random process. The main results are: the presence of the so called short time memory effect, typical for deterministic systems and related to the distribution of the unstable periodic orbits; the return time distribution captures the main temporal properties of intermittent systems. The possible connections of the recurrence time statistics to the anomalous transport were presented, with special attention to their limitations. The return time statistics was applied to analyze time series obtained from an Hamiltonian model and from magnetically confined plasma. In the first case we noticed that the recurrences of the series were similar to the recurrences obtained in the phase space of the Hamiltonian dynamical system: the standard map with a random phase. We analyze the dependence of the power-law tails of the distributions with the non-linearity and with the randomness of the system. One effect that appears only in the time series case is the multiple power law tails. We apply the log-normal cascade model to explain the probability density function of the series obtained in Tokamaks. The recurrence time statistics of the series is closely related to the short and long time correlation present on the series.

After reviewing some properties of the two dimensional hyperbolic toral automorphism called Arnold's discrete cat map, including its generalizations with matrices having positive unit determinant, this thesis contains a definition of a novel cat map where the elements of the matrix are found in the sequence of Pell numbers. This mapping is therefore denoted as Pell's cat map. The main result of this thesis is a theorem determining the upper bound for the minimal period of Pell's cat map. From numerical results four conjectures regarding properties of Pell's cat map are also stated. A brief exposition of some applications of Arnold's discrete cat map is found in the last part of the thesis.

Estudamos nesta dissertação o tempo de recorrência em sistemas dinâmicos, concentrando-nos na estatística do tempo de retorno. Calculamos numericamente a distribuição de tempo de retorno a uma região específica do espaço de fases de sistemas caóticos e comparamos com a distribuição binomial, deduzida para um processo aleatório. Os principais resultados obtidos foram: surgimento do efeito que denominamos memória de curto alcance, típico de sistemas determinísticos e associado à distribuição das órbitas periódicas instáveis; a distribuição de tempo de retorno caracteriza as principais propriedades temporais no caso de sistemas intermitentes. As conexões do tempo de retorno com regimes de transporte anômalo foram apresentadas, ressaltando suas limitações. O tempo de retorno foi utilizado ainda para analisar séries temporais, obtidas tanto de um modelo de mistura de um contaminante escalar passivo, como experimentalmente no plasma confinado magnéticamente. No primeiro caso constatamos que os retornos da série temporal assemelham-se às recorrências no espaço de fases do sistema dinâmico responsável pela mistura do contaminante: o mapa padrão com fase aleatória. Constatamos o surgimento de caudas de lei de potência na distribuição de tempo de retorno e calculamos sua dependência com o aumento da não linearidade e da aleatoriedade do sistema. Destacamos o efeito de múltiplas caudas de lei de potência, ausente no caso das distribuições obtidas no espaço de fases. Às séries obtidas em Tokamaks aplicamos o modelo de cascata log-normal para explicar sua função densidade de probabilidade. A distribuição de tempo de retorno destas séries mostrou estar diretamente relacionada com a correlação de curto e longo alcance presente na série. / We study the recurrence time in dynamical systems. The statistics of the recurrence time to a specific region of the phase space of chaotic dynamical systems were obtained numerically and compared with the binomial-like distribution, deduced for a random process. The main results are: the presence of the so called short time memory effect, typical for deterministic systems and related to the distribution of the unstable periodic orbits; the return time distribution captures the main temporal properties of intermittent systems. The possible connections of the recurrence time statistics to the anomalous transport were presented, with special attention to their limitations. The return time statistics was applied to analyze time series obtained from an Hamiltonian model and from magnetically confined plasma. In the first case we noticed that the recurrences of the series were similar to the recurrences obtained in the phase space of the Hamiltonian dynamical system: the standard map with a random phase. We analyze the dependence of the power-law tails of the distributions with the non-linearity and with the randomness of the system. One effect that appears only in the time series case is the multiple power law tails. We apply the log-normal cascade model to explain the probability density function of the series obtained in Tokamaks. The recurrence time statistics of the series is closely related to the short and long time correlation present on the series.

The use of Hilbert space theory became an important tool for ergodic theoreticians ever since John von Neumann proved the fundamental Mean Ergodic theorem in Hilbert space. Recurrence is one of the corner stones in the study of dynamical systems. In this dissertation some extended ideas besides those of the basic, well-known recurrence results are investigated. Hilbert space theory proves to be a very useful approach towards the solution of multiple recurrence problems in ergodic theory. Another very important use of Hilbert space theory became evident only relatively recently, when it was realized that non-commutative dynamical systems become accessible to the ergodic theorist through the important Gelfand-Naimark-Segal (GNS) representation of C*-algebras as Hilbert spaces. Through this construction we are enabled to invoke the rich catalogue of Hilbert space ergodic results to approach the more general, and usually more involved, non-commutative extensions of classical ergodic-theoretical results. In order to make this text self-contained, the basic, standard, ergodic-theoretical results are included in this text. In many instances Hilbert space counterparts of these basic results are also stated and proved. Chapters 1 and 2 are devoted to the introduction of these basic ergodic-theoretical results such as an introduction to the idea of measure-theoretic dynamical systems, citing some basic examples, Poincairé’s recurrence, the ergodic theorems of Von Neumann and Birkhoff, ergodicity, mixing and weakly mixing. In Chapter 2 several rudimentary results, which are the basic tools used in proofs, are also given. In Chapter 3 we show how a Hilbert space result, i.e. a variant of a result by Van der Corput for uniformly distributed sequences modulo 1, is used to simplify the proofs of some multiple recurrence problems. First we use it to simplify and clarify the proof of a multiple recurrence result by Furstenberg, and also to extend that result to a more general case, using the same Van der Corput lemma. This may be considered the main result of this thesis, since it supplies an original proof of this result. The Van der Corput lemma helps to simplify many of the tedious terms that are found in Furstenberg’s proof. In Chapter 4 we list and discuss a few important results where classical (commutative) ergodic results were extended to the non-commutative case. As stated before, these extensions are mainly due to the accessibility of Hilbert space theory through the GNS construction. The main result in this section is a result proved by Niculescu, Ströh and Zsidó, which is proved here using a similar Van der Corput lemma as in the commutative case. Although we prove a special case of the theorem by Niculescu, Ströh and Zsidó, the same method (Van der Corput) can be used to prove the generalized result. Copyright 2004, University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. Please cite as follows: Beters, FJC 2004, A Hilbert space approach to multiple recurrence in ergodic theory, MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://upetd.up.ac.za/thesis/available/etd-02222006-104936 / > / Dissertation (MSc (Applied Mathematics))--University of Pretoria, 2007. / Mathematics and Applied Mathematics / unrestricted