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The General Topology
of Dynamical Systems
The General Topology
of Dynamical Systems
Ethan Akin

Graduate Studies
in Mathematics
Volume I

> :
i. _ ; . American Mathematical Society
. .,..·
 EDITORIAL BOARD
Ronald R. Coifman
William Fulton
Lance W. Small

1991 Mathematics Subject Classification. Primary 58Fxx;

Secondary 34Cxx, 34Dxx.

ABSTRACT. Recent work in smooth dynamical systems theory has highlighted certain topics from
topological dynamics. This book organizes these ideas to provide the topological foundations for
dynamical systems theory in general. The central theme is the importance of chain recurrence.
The theory of attractors and different notions of recurrence and transitivity arise naturally as
do various Lyapunov function constructions. The results are applied to the study of invariant
measures and topological hyperbolicity.

Library of Congress Cataloging-in-Publication Data

Akin, Ethan, 1946-
The general topology of dynamical systems/Ethan Akin.
p. cm.-(Graduate studies in mathematics, ISSN 1065-7339; v. 1.)
Includes bibliographical references and index.
ISBN 0-8218-3800-8 hardcover (alk. paper)
I. Differentiable dynamical systems. 2. Topological dynamics. I. Title. II. Series.
QA614.8.A39 1993 92-41669
515 1 .35-dc20 CIP

Copying and reprinting. Individual readers of this publication, and nonprofit libraries acting
for them, are permitted to make fair use of the material, such as to copy an article for use
in teaching or research. Permission is granted to quote brief passages from this publication in
reviews, provided the customary acknowledgment of the source is given.
Republication, systematic copying, or multiple reproduction of any material in this publi-
cation (including abstracts) is permitted only under license from the American Mathematical
Society. Requests for such permission should be addressed to the Manager of Editorial Services,
American Mathematical Society, P.O. Box 6248, Providence, Rhode Island 02940-6248.
The owner consents to copying beyond that permitted by Sections 107 or 108 of the U.S.
Copyright Law, provided that a fee of $1.00 plus $.25 per page for each copy be paid directly to
the Copyright Clearance Center, Inc., 27 Congress Street, Salem, Massachusetts 01970. When
paying this fee please use the code 1065-7339/93 to refer to this publication. This consent does
not extend to other kinds of copying, such as copying for general distribution, for advertising or
promotional purposes, for creating new collective works, or for resale.

Copyright @ 1993 by the American Mathematical Society. All rights reserved.

The American Mathematical Society retains all rights
except those granted to the United States Government.
Printed in the United States of America.
The paper used in this book is acid-free and falls within the guidelines
established to ensure permanence and durability. §
This publication was typeset using A.MS-TEX,
the American Mathematical Society's TEX macro system.
10 9 8 7 6 54 3 2 I 98 97 96 95 94 93
 For Paul Akin
May 30, 1908 - May 26, 1992
 Contents

Preface ix
0. Introduction: Gradient Systems
1. Closed Relations and Their Dynamic Extensions 5
2. Invariant Sets and Lyapunov Functions 25
3. Attractors and Basic Sets 41

4. Mappings-Invariant Subsets and Transitivity Concepts 59

5. Computation of the Chain Recurrent Set 79

6. Chain Recurrence and Lyapunov Functions for Flows 103

7. Topologically Robust Properties of Dynamical Systems 123
8. Invariant Measures for Mappings 153
9. Examples-Circles, Simplex, and Symbols 179

I 0. Fixed Points 199

II. Hyperbolic Sets and Axiom A Homeomorphisms 221

Historical Remarks 253
References 255
Subject Index 259

VII
 Preface

A large branch of modern dynamical systems theory has grown out of the
work of Smale and his colleagues. The germinal technical concept, hyperbol-
icity, extended from a fixed point to more general invariant sets, consists of
conditions imposed upon the tangent maps of the system. However, devel-
opment of the subject revealed the fruitfulness of a number of purely topo-
logical concepts such as attractor, basic set, filtration, and chain recurrence.
While some of these ideas were new, many were familiar objects of study in
topological dynamics. The latter was a well established subject, flourishing,
and somewhat separated from the differentiable theory. However, perusal of
surveys like Bhatia and Szego ( 1970) and Nemytskii and Stepanov ( 1960)
reveals that topological dynamics drew much of its motivation, as well as
many of its examples, from the still older qualitative theory of differential
equations originating with Poincare and exemplified in Andronov, Vitt, and
Khaikin's great book ( 1937).
The recent global results associated with hyperbolicity have provided a new
perspective on topological dynamics. For me this new view began with a look
at Shub and Smale's 1972 paper, Beyond hyperbolicity. This book is the result
of an often interrupted contemplation of the best way to organize the parts
of topological dynamics which are most useful for the nonspecialist. John
Kelley wrote in the preface to his justly famous book, General topology, that
he was, with difficulty, prevented by his friends from using the title "What
every young analyst should know". The reader will note that I have adapted
his title. This is partly gratitude (and an attempt at sympathetic magic),
but mostly because my intent is inspired by his. I hope to have described
what every dynamicist should know, or at least be acquainted with, from
topological dynamics.
While the book is thus intended as a service text and reference, its sub-
ject eventually organized itself into a unified story whose central theme is
the role of chain recurrence in the study of dynamical systems on compact
metric spaces. The assumption of metrizability is, for most of the results,
just a convenience, but compactness is essential. We repeatedly use the

ix
X PREFACE

preservation of compactness by continuous maps. Even more often we need

the observation that for a decreasing sequence of nonempty compact sets,
{An}, the intersection, A, is nonempty and if U is any neighborhood of
A , then An c U for sufficiently large n . On the other hand, we study the
iterations not just of continuous maps but of more general closed relations
on the space. At first glance, this appears to be one of those tedious and
mechanical generalizations more honored in the omission than in the tran-
scribing. Instead, even the homeomorphisms which are our primary interest
are best studied by thickening them up to relations in various ways (Joseph
Auslander's prolongations). Also, the relation results can be used to partly
mitigate the unfortunate demand for compactness. Given a homeomorphism
of a locally compact space we can restrict to a large compact subset, A . Of
course, if A is an invariant set then the restriction is still a homeomorphism.
But even if A is not even positive invariant, the restriction is a closed re-
lation on A , though not a mapping. Furthermore, the relation results yield
constructions on A , e.g., Lyapunov functions, more powerful than would be
obtained by a further restriction to the largest invariant subset of A .
As for prerequisites, except for the measure theory in Chapter 8 and oc-
casional forays into differentiable territory, what is needed is fluency in the
topology of metric spaces. However, a reader whose background includes a
modern treatment of differential equations like Hirsch and Smale ( 1974) or
Arnold ( 1973) will have a better understanding of why we take up the topics
that we do.
In Chapters 1-3 we develop the fundamentals of the dynamics of a closed
relation. We introduce and apply various kinds of recurrence and invariant
sets, the theory of attractors, and the construction of Lyapunov functions.
With Chapters 4 and 5 we return to mappings to discuss topological transi-
tivity, minimal subsets, decompositions and constructions converging upon
the chain recurrent set. In Chapter 6 we derive the related results for flows
and obtain special results for Lyapunov functions and chain recurrence in
the vector field case. Chapter 7 concerns perturbation theory. Since our per-
turbations are topological rather than differentiable, the structural stability
results associated with hyperbolicity do not apply, but we describe Takens'
results on Zeeman's "tolerance stability conjecture". In Chapter 8 we de-
scribe invariant measures and compare topological notions of ergodicity and
mixing with the measure theoretic versions. In Chapter 9 we apply the results
to some important examples, e.g., shift maps on spaces of symbols and flows
on the torus. Finally, in Chapters 10 and 11 we describe the hyperbolicity re-
sults for fixed points and for Axiom A homeomorphisms, respectively. This
latter is the topological generalization of Smale's differential idea.
The results from the exercises in the text are used as lemmas and so should
at least be read. The straightforward proofs are better performed by the
reader (guided by the hints) or omitted entirely than laid out in detail on the
printed page.
 Chapter 0. Introduction: Gradient Systems

In a first course in differential equations you learn methods for solving

the associated initial value problem. Given an initial position you follow
the solution path forward or backward in time by using an explicit analytic
formula. But these solution methods apply only in very special cases. The
geometric study of a differential equation attempts instead to visualize the be-
havior of the entire system at once. The first picture which allows this heroic
perspective is the gradient picture. Once glimpsed this description reappears
in applications to all of the sciences and whenever it applies it displays its
power by organizing the system with a single vision. When compelled by
the complexities of more sophisticated systems to move beyond it, you leave
with regret and never abandon it completely. Always you look first for those
aspects of the system where the intuitions of that initial vision still endure.
Imagine a flat plane each point of which represents a state of the system.
Over this plane appear~ a landscape, the graph of a smooth real-valued func-
tion. The associated gradient dynamic represents a tendency to move upward
on this landscape in the direction of steepest ascent. Rest points, equilibria,
occur at critical points, i.e., local maxima, minima or saddle points. In the
usual case, illustrated in Figure 0.1, the critical points are isolated and each
solution path approaches an equilibrium asymptotically as time tends to in-
finity. Figure 0.1 A shows the motion on the landscape while Figure 0.1 B
shows its image on the state plane below, the phase portrait of the system.
The local maxima, M 1 and M 2 , are attracting equilibria (locally asymptoti-
cally stable). Each is contained in an open set called its domain of attraction
consisting-as the name suggests-of points tending toward it in the limit.
In applications these are the observable equilibria. The relationship between
any real system and its dynamic model is inevitably noisy, that is, there are
real effects ignored by the model. To assert that the model represents re-
ality accurately is to presume that these disturbances are relatively small.
Nonetheless, they suffice to perturb a point off a saddle point like S or the
trajectories tending to S and into one of the neighboring domains of at-
traction. In contrast the dynamic tends to restore an equilibrium like M 1
or M 2 against such perturbations. Despite this phantom existence, the un-
stable equilibria are important because the-usually lower dimensional-set
2 INTRODUCTION

\ s
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FIGURE O.lB

of trajectories tending toward them form the separatrices between domains

of attraction, i.e., removing them leaves an open subset which is the union
of the disjoint domains of attraction. Thus, the important points to locate
and understand are the recurrent points, in this case the equilibria, while the
remaining points, the transients, are best described by relating their destiny
to the recurrents.
The same general analysis applies even if the system is not the gradient,
provided that the height function is a strict Lyapunov function for the system.
This means that, except at equilibrium, the motion is still always ascending.
Instead of the steepest direction of ascent of a mountain goat, imagine the
spiraling upward of a mountain road. Furthermore, even in the complex
systems which follow we will retain the crucial distinction between transient
and recurrent points and the associated emphasis on recurrence. In fact, our
central theme will be to elaborate the meaning and consequences of different
notions of recurrence.
The simplest recurrence phenomenon beyond equilibrium is periodicity
and with it we leave the gradient picture behind. In the phase portrait of
Figure 0.2, we illustrate a limit cycle. If the system has a periodic nonequi-
librium solution then it cannot admit a strict Lyapunov function and so
cannot be a gradient system. You cannot ascend continuously and yet return
to your initial position if the height function is single-valued. Notice that
in the Figure 0.2 example, angle () is constantly increasing but () is not a
 INTRODUCTION 3

FIGURE 0.2. dOfdt = 1, drfdt = r(1- r).

single-valued function. In this example the periodic orbit and the central
equilibrium are the recurrent points. The periodic orbit is attracting with
domain of attraction the punctured plane, while the center is a repellor, i.e.,
an attracting equilibrium if time is run backward, with domain the interior
of the unit circle.
Periodicity is the simplest example of nonequilibrium recurrence. Further-
more, the limit cycle example of Figure 0.2 is important because it is, to use
an important but vague term, robust. A property of a dynamical system is
robust if it is preserved under small perturbations, that is, if the property still
holds for dynamical systems sufficiently close to the original. In any appli-
cation the vagueness is eliminated by specifying the meaning of "sufficiently
close", i.e., topologizing the dynamical systems, and by describing precisely
in what way the property "still holds". For the example in Figure 0.2, given
e > 0 there exists o > 0 such that if a vector field o small in the C 1 sense
(small at every point and with continuous small derivatives at every point)
is added to the original, then the new vector field has a unique limit cycle e
close to the original one.
The dynamical systems which we will analyze come in two closely related
varieties: continuous vs. discrete time models, or, differential vs. difference
equations, or again, flows vs. maps. Given a smooth vectorfield on a compact
manifold X we can integrate it to obtain the corresponding flow rp: X x ~ ---+
X where rp(x, t) for fixed x is the solution path with initial condition x.
In general, a continuous map rp: X x [0, oo) ---+ X is called a semiflow if
f 0 (x) = x and f 1 o fs = f 1+s, where / 1 : X---+ X is the map defined by
f 1(x) = rp(x, t). If the maps f 1 are homeomorphisms, then we can define
f- 1 = (/ 1)- 1 and extend rp to the associated flow, mapping X x ~ to X.
The particular map f 1 is called the time-one map of the semiflow.

1. EXERCISE. Prove: If f 1 is invertible, then f 1 is invertible for all t .

(Hint: For 0 < t < 1 ; f 1 = f 1 o f I-I = f I-I o f 1.) Prove continuity
on X x ~ of the associated flow. (Hint: From X x [-1 , l] ---+ X compose
with the homeomorphism f) . If X is a compact Cr ( l :::; r :::; oo) closed
4 INTRODUCTION

manifold and rp: X x [0, oo) ---.. X is a C' semiflow, prove that f 1 is a
C' diffeomorphism and the associated flow is C' if the tangent map Txf 1
is a linear isomorphism at each point x of X. (Use the Implicit Function
Theorem and the fact that f 1 is homotopic to the identity). D
A discrete time dynamical system is defined by a continuous map f: X ---..
X and letting xt+ 1 = f(x 1) for t = 0, 1 , 2, .... The discrete time analogue
of the semiflow is defined by fn(x) where fn is the n-fold composition of
f (n = 0, 1, ... , where / 0 is defined to be the identity). Again, if f is
invertible, we can define f-n = (f- 1 )n and get the discrete time analogue
of the flow.
This emphasis on flows ignores the original vector field. In practical appli-
cations, the vector field provides some extra leverage so that the continuous
time model of a phenomenon is usually easier to use than the discrete time
version. But the theoretical apparatus which we develop here is best con-
structed for the dynamics of a map. We then translate the results back to
vector fields by using the time-one map of the flow. On the other hand, a
homeomorphism can always be embedded in a flow via the following "sus-
pension construction".
2. EXERCISE. Let f: X ---.. X be a homeomorphism of a compact metric
space. Construct the compact metric space Y from X x [0, 1] by identifying
the pairs of points {(x, 1), (f(x), 0)} for all x in X. Define a flow on Y
so that the time-one map is the quotient of the function (x, t)---.. (f(x), t). If
f is a C', orientation preserving diffeomorphism of a C,. compact manifold
X , prove that Y is naturally a C' orientable manifold and that the associated
flow is C'. D
N.B. Unless otherwise mentioned, all spaces throughout the book are as-
sumed to be compact metric spaces.
 Chapter 1. Closed Relations and Their Dynamic Extensions

What does it mean to view a map f: X ---+ X as a dynamical system?

Think of a dynamical system as imposing a temporal ordering on the space.
Given a point x E X we regard f(x) as the next point, the point which
immediately follows x in time. More generally, y follows x if y = fn(x)
for some n = 1 , 2, . . . . If we identify f and its iterates with their graphs
in X x X , this amounts to including f in a larger relation
&f = u:,,
fn, i.e., (x, y) E & f # y = fn(x) for some
n=1,2, ....
Notice that & f is a transitive relation. If y = fn(x) and z = J'n(y),
then z = fn+m(x). However, & f is rarely a closed subset of X x X. In
particular, the set of followers of x, & f(x) = {f(x), f 2 (x), ... } , is rarely
closed. We would like to regard the limit points of this positive orbit of x
as future related to x as well.
The desire to get closure conditions as well as transitivity leads us to in-
clude & f in still larger relations F c X x X . Each extension leads to a
larger set F(x) = {y: (x, y) E F} of future states associated with x.
Each extension has an associated concept of recurrence. With respect to
F, x is recurrent if it lies in its own future: x E F(x) or (x, x) E F,
and so x returns to itself in the F sense. Thus, x = f(x) means x is a
rest point or equilibrium, while x E & f(x) means x is a periodic point:
fn(x) = x for some positive n. This is the discrete time analogue of the
periodic orbits discussed in the introduction.
The original map f gets a bit lost in the tower of relations we construct. In
fact, most of the early results remain unchanged if we begin with f itself just
a relation on X . Because we will want to define concepts such as invariant
set, recurrent point, etc., for the extensions as well as for f, it is useful
to introduce these ideas and constructions for such a general relation. The
special case where f is a map does have associated special properties and
we will gradually shift our emphasis back to this case after laying a general
foundation.
A relation f: X 1 ---+ X 2 can be thought of as a map from X 1 to the power
set of X 2 associating to each x E X 1 a subset f(x) of X 2 • We will adopt
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