Abstract
This paper investigates the behaviour of open billiard systems in high-dimensional spaces. Specifically, we estimate the largest Lyapunov exponent, which quantifies the rate of divergence between nearby trajectories in a dynamical system. This exponent is shown to be continuous and differentiable with respect to a small perturbation parameter. A theoretical analysis forms the basis of the investigation. Our findings contribute to the field of dynamical systems theory and have significant implications for the stability of open billiard systems, which are used to model physical phenomena. The results provide a deeper comprehension of the behaviour of open billiard systems in high-dimensional spaces and emphasise the importance of taking small perturbations into consideration when analysing these systems.
MSC:
37B10; 37D50; 37D20; 34D08
1. Introduction
Billiards represent dynamic systems where a particle travels at a constant speed and collides with the boundary of the billiard’s domain following the principles of geometrical optics, which state that “the angle of incidence equals the angle of reflection”. Open billiards are a specialised category of billiard systems that occur within unbounded regions. In these scenarios, the domain encompasses the area outside a finite number of strictly convex compact obstacles. These obstacles satisfy the no-eclipse condition (H) established by Ikawa [1]. This condition ensures that the convex hull formed by any pair of obstacles does not intersect with any other obstacle, effectively preventing the existence of a straight line that passes through more than two obstacles. This condition preserves the smoothness and predictability of the open billiard system by ensuring that trajectories within the system avoid tangent points and singularities. This simplifies the analysis and understanding of the system’s behaviour, allowing for a clearer study of particle motion within the open billiard system. One way to quantify the behaviour of this system is through the use of Lyapunov exponents. Lyapunov exponents measure the rate at which neighbouring trajectories in a dynamical system diverge or converge, revealing the growth or decay of small perturbations. In the case of open billiards, the hyperbolic non-wandering set of the billiard map indicates the presence of positive and negative Lyapunov exponents. Numerous studies have investigated Lyapunov exponents for billiards, (see [2,3,4,5,6,7]). In this paper, we continue our investigation of the regularity properties of Lyapunov exponents from [8] for open billiards in Euclidean spaces. In [8], we studied the case of open billiards in the plane; here we deal with the higher-dimensional case.
Our primary findings are as follows:
The largest Lyapunov exponent for an open billiard in is
where is the distance between two reflection points along trajectories, and is related to the curvature of the unstable manifold, as defined in (2).
To comprehend the following theorems, an understanding of non-planar billiard deformations and their concepts is required. A small deformation parameter characterises billiard deformations, which include position, rotation, and obstacle reshaping. The initial boundary parameterisation and deformation parameter are used to parameterise the obstacle borders. This was introduced in [9]. Billiard deformations and notations in the subsequent theorems are explained in Section 4. This study assumes that billiard deformation is a differentiable function for both parameters, providing the foundation for the theorems.
Theorem 1.
Let be a billiard deformation in . Let be the largest Lyapunov exponent for . Then, the largest Lyapunov exponent is continuous as a function of α.
Theorem 2.
Let be a billiard deformation in . Let be the largest Lyapunov exponent for . Then is with respect to α.
The demonstration of the continuity and differentiability of the largest Lyapunov exponent for open billiards is highly significant. Open billiards represent a chaotic physical system (see, e.g., [1,10,11]), which appears naturally in scattering theory and tomography. Unlike many systems, which often exhibit complex and unpredictable behaviour in response to perturbations, open billiards show a more regular response, offering insights into the predictability of chaotic systems’ dynamics. This understanding is critical to improving our understanding of complex systems and their applications.
2. Preliminaries
2.1. Open Billiards
Let be strictly convex, disjoint, and compact subsets of with smooth boundaries , and satisfying condition (H) of Ikawa [1]: for any the convex hull of does not have any common points with . Let be the exterior of K (i.e., ), where . Let
where is the outwards unit normal vector to at q. For and , the billiard flow is defined as , where and represent the position and velocity of the x at time t. Let represent the set of all points of that have bounded trajectories. Let
Let , where , represent the time of j-th reflection. The billiard map is defined as where and . Clearly, B is a smooth diffeomorphism on M. Define the canonical projection map by . Let be the non-wandering set of the billiard map B, that is, . It is clear that is invariant under B. See [3,4,12,13,14] for general information about billiard dynamical systems.
2.2. Symbolic Coding for Open Billiards
Each particular can be coded by a bi-infinite sequence
in which , for all , and indicates the obstacle such that . For example, if there are three obstacles and as above and a particular x repeatedly hits , then the bi-infinite sequence is . Let be the symbol space, which is defined as:
Define the representation map by . Let be the two-sided subshift map defined by where .
It is known that the representation map is a homeomorphism (see, e.g., [12]). See [1,10,11,12,15], for topics related to symbolic dynamics for open billiards.
2.3. Lyapunov Exponents
For the open billiard in we will use the coding from Section 2.2, which conjugates B with the shift map , to define Lyapunov exponents. It follows from the symbolic coding that there are ergodic -invariant measures on . Let be an ergodic -invariant probability measure on . The following is a consequence of Oseledets Multiplicative Ergodic Theorem (see, e.g., [16,17]):
Theorem 3 (A Consequence of Oseledets Multiplicative Ergodic Theorem).
There exist real numbers and vector subspaces and of , , , depending measurably on such that:
- 1.
- and for almost all ;
- 2.
- and for all and all , and
- 3.
- For almost all there existswhenever (), however, .Andwhenever (), however, .
Here, “for almost all x” means “for almost all x” with respect to . The numbers are called Lyapunov exponents, while the invariant subspaces are called Oseledets subspaces.
2.4. Propagation of Unstable Manifolds for Open Billiards
This part explains the relationship between unstable manifolds for the billiard ball map and the billiard flow in . Recall that represents the non-wandering set of the billiard ball map, while represents the non-wandering set of the billiard flow. For the billiard map, the unstable manifolds of size are
Similarly, for the unstable manifolds for the billiard ball flow are
It is known that the unstable manifolds for the billiard ball map and the billiard flow naturally are related. This correspondence can be described as follows geometrically. Given a point in the non-wandering set , and a small number , let . Then, there exists a one-to-one correspondence map between the unstable manifold and the unstable manifold . In addition, it follows from Sinai [13,14], that the unstable manifold has the form
where is a smooth -dimensional hypersurface in containing the point and is strictly convex with respect to the unit normal field .
Likewise, for all , there exists one-to-one correspondence between the unstable manifolds and , where and , for a small positive . Moreover, takes the form , where is also a smooth -dimensional hypersurface in containing the point and is strictly convex with respect to the unit normal field .
The following are the commutative diagrams involving the unstable manifolds for open billiard maps and for the billiard flows, as shown above:
where . Similarly, the following are the commutative diagrams involving the corresponding tangent spaces of unstable manifolds under the derivative of the billiard ball maps and the derivative of the billiard flows:
where and , and . Since the derivatives and , for all j, are uniformly bounded [13], then there exist global constants such that
This will be used to calculate the largest Lyapunov exponent for the open billiard map in Section 3.
Based on the prior discussion, we now apply the concept of unstable manifold propagation to write the main theorem, which involves the propagation of an appropriate convex curve on a convex hypersurface. This theorem was proved in reference [18] and is utilised to calculate the largest Lyapunov exponent, .
Let and let be the local unstable manifold for for sufficiently small . Then, , where X is a convex curve on a smooth hypersurface containing q such that is strictly convex with respect to the unit normal field . This follows from (cf. [13,14]), see also [18]. Let be the curvature operator (second fundamental form). Since is strictly convex, then the curvature is positive definite with respect to the unit normal field .
Let X be parameterised by , such that for a small , and by the unit normal field . Let be the j-th reflection points of the forward billiard trajectory generated by . We assume that is sufficiently small so that the j-th reflection points belong to the same boundary component for every . Let be the times of the reflections of the ray at . Let be the curvature of at and be the collision angle between the unit normal to and the reflection ray of at . Also, let be the distance between two reflection points, i.e., , .
Given a large , let . Set , and . Let . Then , is a parameterisation of the curve .
Let be the normal curvature of at in the direction of where . For let
be the curvature operator of at , and define by
Set
Theorem 4 ([18]).
For all we have
2.5. Curvature of Unstable Manifolds
Following [13,14,19] (see also [20]), here we express the curvature operator of the convex front at using certain related objects:
- represents the convex front passing before collision, that is , where .
- represents the convex front passing after collision, that is , where . We write to indicate to .
- is the hyperplane of at , i.e., , which is perpendicular to .
- is the hyperplane of at , i.e., , which is perpendicular to .
- is the hyperplane of at , i.e., , which is perpendicular to .
Now, the curvature operator is given by
where
- is the curvature operator of , which defined as or we can write .
- The unitary operator is a projection parallel to , defined as; for all
- is a projection parallel to , defined as; for all
- is a projection parallel to , defined as; for all
- is a projection parallel to , defined as; for all
- is the curvature operator s.f.f. of at .
The operator is bounded by where and are the minimum and maximum eigenvalues of the normal curvature N and again is the collision angle at and . Let and be the eigenvalues of the curvature operator . Then by using these and (5), we obtain
3. Estimation of the Largest Lyapunov Exponent for Non-Planar Open Billiards
Here, we want to estimate the largest Lyapunov exponent for non-planar open billiards. We use Oseledets multiplicative ergodic Theorems 3 and 4.
Assume that is an ergodic -invariant measure on , and let correspond to a typical point in with respect to via the representation map R. As in Theorem 3, there exists a subset of with such that
with .
4. Billiard Deformations in
Let , for some , be a deformation parameter and let be parameterised counterclockwise by . Let be a point that lies on . Denote the perimeter of by , and let .
Definition 1 ([9]).
For any , let be a subset of . For integers , we call a -billiard deformation if the following conditions hold for all :
- 1.
- satisfies the no-eclipse condition .
- 2.
- Each is a compact, strictly convex set with boundary, and for .
- 3.
- For each and all , there is a rectangle and a function , which is an orthonormal parametrisation of at p.
- 4.
- For all integers (apart from ), there exist constants depending only on the choice of the billiard deformation and the parameterisation , such that for all integers ,
We consider the open billiard deformation map, denoted as , defined on the non-wandering set for . As in Section 2.2, we define and as the mapping from to such that . Using the parameterisation defined earlier, we can express the point corresponding to deformed billiard trajectories as , where . We write for brevity.
It was shown in [9] that , where , for a fixed , is differentiable with respect to and its higher derivative is bounded by a constant independent of and j.
Theorem 5.
[9] Let be a billiard deformation with . Then for all , is with respect to α, and there exist constants such that
5. Propagation of Unstable Manifolds for Non-Planar Billiard Deformations
Here, we want to re-describe the propagation of the unstable manifold mentioned in Section 4 for the billiard deformation with respect to the deformation parameter . Let be a billiard deformation in , with . Let be a smooth hypersurface passing through and let X be a convex curve, with respect to the unit normal field , on . Let X be parameterised by for all and set . For , let be the reflection points generated by , be the distance between and , and be the angle of reflection at .
Let for some large . Let Then, is a curve on parameterised by .
Let be the curvature operator of at in the direction of . Let be the curvature operator of X at , which is independent of . And, for let
be the curvature operator of at . Define by
Then
where is the normal curvature of at in the direction , which is given by .
Now, we want to re-write the curvature operator in (5) with respect to the billiard deformation parameter . So, we have for
For brevity, we will write all previous characteristics as, e.g., , , …, in the case . We can write (16) as follows
where . Note that all terms in the last formula are functions of , and are defined as in Section 2.5 with respect to .
5.1. Estimates of the Higher Derivative of Billiard Characteristics in
This section aims to demonstrate the differentiability of the billiard deformation characteristics in high dimensions with respect to . These characteristics are described in Section 5. Furthermore, we establish that the derivatives of these characteristics are bounded by constants independent of deformation parameter and the number of reflections . In particular, we show that the first and second derivatives are bounded, which holds significant relevance for the subsequent Section 7 and Section 8. The higher derivatives are bounded via induction. All corollaries, which are provided here, are based on Definition 1 and Theorem 5.
Corollary 1.
Let be a billiard deformation with , in with . Let belong to . Then is , where , with respect to α, and there exist constants such that
Proof.
Let . Then, from Definition 1 and Theorem 5, is with respect to . For the first derivatives of we have
From Definition 1 and Theorem 5, there exists such that
For the second derivative, we have
As before, there exists such that
This constant is independent of j and . Continuing by induction, we can see that the -th derivative of is bounded by a constant that depends only on and n. Thus, the statement is proved. □
Corollary 2.
Let be a billiard deformation in with . Then is , where , with respect to α, and there exist constants depending only on and n such that
Proof.
Let , where belongs to . Then, from Corollary 1, is and its derivative with respect to is
By using the estimations in Definition 1 and Theorem 5, we obtain
where is a constant depending only on n, and its second derivative is
This is bounded by a constant depending only on n such that
Continuing by induction, we can see that the -th derivative of is bounded by a constant which depends only on n and . This proves the statement. □
Corollary 3.
Let be a billiard deformation in with . Let be the unit speed vector from to . Then, is , where , with respect to α, and there exist constants depending only on n and , such that
Proof.
We can write . And then by using Corollaries 1 and 2, the statement is proved. □
Corollary 4.
Let be a billiard deformation in with . Let be the normal vector field to the boundary of obstacle at the point . Then, is at least , where , and there exist constants depending only on n and such that
Proof.
Let the normal vector field to the boundary of obstacle at the point . We can write
Then, from Definition 1 and Theorem 5, is at least with respect to . To show its derivatives are bounded, we have
Then, there exists a constant depending only on n such that
Next, we want to show that the second derivative of is bounded by a constant.
To simplify the last derivative, we can write , where corresponds to one square bracket […]. The first derivative of with respect to is
And
We can obtain similar estimates for . Therefore, there exists a constant depends only on n such that
So, we can see by induction that the -th derivative, where , is bounded by a constant , which depends only on n and . This proves the statement. □
Corollary 5.
Let be a billiard deformation in with . Let the collision angle at . Then, is , where , and there exist constants depending only on n and such that
Proof.
Recall that . Then, by using Corollaries 3 and 4, the statement is proved. □
Corollary 6.
Let be a billiard deformation in with . Let be the shape operator of at the point . Then is , where , and there exist constants , which depend only on and n such that
Proof.
The shape operator at the point , is defined by , where is the normal vector field to the boundary of obstacle at the point . First, from the expression of , we have
And
This is bounded by a constant depending only on n such that
Also, is with respect to and its first derivative is
Thus, there exists a constant depending only on n such that
And then, by deriving (19) with respect to and using the estimations in (18), (20) and (22), we obtain
which is a constant depending only on n. By induction, we can see that the -derivative of with respect to is bounded by a constant depending only on n and . □
In the next Corollary, we want to show that
is differentiable with respect to and its derivative is bounded by a constant independent of j and .
Corollary 7.
Let be a billiard deformation in with . For all , let as in (24). Then is , where , and there exist constants , which are independent of j and α such that
Proof.
Let be as in (24). From Definition 1 and Theorem 5, is with respect to and its first derivative is
This is bounded by a constant as follows
It is clear that this constant depends only on n. And the second derivative of with respect to is
Again from Definition 1 and Theorem 5, there exists a constant such that
This constant depends only on n. By induction, we can see that the -th derivative of with respect to is bounded by a constant that depends only on and n. This proves the statement. □
The next Corollary follows from Corollaries 6 and 7.
Corollary 8.
Let be a billiard deformation in with . Let be the normal curvature of the boundary at the point in the direction , which is given by . Then is , where and there exist constants which depend only on and n such that
Corollary 9.
Proof.
From (6) and (7), we can write
where the operators and depend on . From Corollaries 3–5, and are . Moreover, we can see that their first derivatives are bounded by the same constant such that,
where . is only depending on n. And the second derivatives of and with respect to are bounded by such that
This constant depends only on n. By induction, we can see that the -th derivatives of and are bounded by a constant that depends only on n and . This proves the statement. □
Corollary 10.
Proof.
The next Corollary follows from Corollaries 5, 6 and 10.
Corollary 11.
Let be a billiard deformation in with . Let . Then, is , where and there exist constants depending only on and n such that
In the next Corollary, we want to show that , such that
and
where is as in (24).
Corollary 12.
Let be a billiard deformation in with . For all , let be as in (31). Then, is , where , and there exist constants , which are independent of j and α such that
Proof.
Let as in (31), where is the hyperplane to the convex front at the point . From Corollaries 3, 4 and 7, is at least with respect to , and there exists a constant such that
This constant depends only on n. By induction, we can see that the -th derivative of with respect to is bounded by a constant that depends only on and n. This proves the statement. □
Corollary 13.
Let be a billiard deformation in with . Then for all , is , where and there exists a constant , which depends on and n such that
Proof.
From (16), recall that
where . Given that every term in the right-hand side of the equation is differentiable with respect to , and we can derive in terms of on the right-hand side, where is independent of , we can conclude that is differentiable with respect to . Specifically, is at least , where and . This result follows from the Corollaries 11 and 9.
Next, we want to show that the first derivative of with respect to is bounded by a constant independent of and j. First, we have
where and . Second, we derive
From (32), we obtain
Let , , and . So, we can write
To obtain the estimation, we have
Since is independent of , then
From (10) and Corollaries 2, 9 and 11, we have and , where , and
And then
For a large j, converges to 0. Thus, there exists a constant independent of j and , such that
By using the same approach we can see that the -th derivative of is bounded by a constant , which depends only on n and . □
The next Corollary follows from Corollaries 12 and 13.
Corollary 14.
Let be a billiard deformation in with , and . Let be the normal curvature of the unstable manifold at the point in the direction , which is given by . Then, is , where and there exist constants , which depend only on and n such that
Corollary 15.
Let be a billiard deformation in with . Let be as defined in (14). Then, is , where , and there exist constants , which depend on and n such that
Proof.
Recall that
From this and Corollaries 2, 12 and 13, is , where . And its first derivative with respect to is
And again by Corollaries 2, 12 and 13, we have
Then, there exists a depending on n, such that . By induction, we can see that , where is constant depending only on and n. □
6. Estimation the Largest Lyapunov Exponent for Open Billiard Deformation
Recall from Section 4 that and , for a small where . According to Theorem 3 there exists a subset of with such that
for -almost with , and all . In case , we have with , which we showed in Section 3.
The next Lemma shows that for -almost , we can choose such that the last Formula (33) holds for and for all , and also for and , which refers to the initial open billiard.
Lemma 1.
Given an arbitrary sequence
of elements of , for μ-almost all the formula (33) is valid for and for all and also for and .
Proof.
See [8]. □
From the formula for the largest Lyapunov exponent (11), we can write the Lyapunov exponents for and as follows:
where
7. The Continuity of the Largest Lyapunov Exponent for Non-Planar Billiard Deformation
This section provides a rigorous proof that the largest Lyapunov exponent of the billiard deformation in , where , is a continuous function at every perturbation parameter . Our proof closely follows the argument used in the proof of the continuity of the largest Lyapunov exponent for planar billiard deformation [8], as well as the results established in Section 5.1 and previous sections.
Here we prove Theorem 1:
Proof of Theorem 1.
We will show that is continuous at . From this, the continuity is followed at every . To prove that, we will show that for any sequence of points as in Lemma 1 with when , .
From (34), we have
Let . From Corollaries 2 and 15, is with respect to , and its first derivative is
In addition, there exists a constant independent of j and such that,
From this and applying the Mean Value Theorem to (35), we obtain
By letting approach 0 as p approaches infinity, and then letting m approach infinity, we obtain approaching , for any sequence as in as in Lemma 1. This proves the statement. □
8. The Differentiability of the Largest Lyapunov Exponent for the Non-Planar Billiard Deformation
In this section, we present a proof of the differentiability of the largest Lyapunov exponent for the billiard deformation in , with , with respect to a small perturbation . This proof is based on the findings in the preceding sections and resembles the proof in [8] for the case of planar billiard deformation.
Here is the proof of Theorem 2:
Proof of Theorem 2.
We prove differentiability at , and this implies differentiability for any . To prove the differentiability at , we have to show that there exists
Equivalently, there exists a number F such that
for any sequence as in as in Lemma 1. By using this Lemma and the expressions of for and for in (34), we have and when . Let and . And Taylor–Lagrange formula gives
for some . Then,
After multiplying by and summing up for to m, we have
Thus,
where . Next, we showed the first derivative of in (36). As is , we can now proceed to calculate the second derivative as follows:
According to Corollaries 2 and 15, there exists a constant that does not depend on j and such that,
Therefore, implying that
From (37), we have . So, by the Bolzano–Weierstrass Theorem, there exists a convergent subsequence of such that . Then
By letting , and letting , we obtain for every sequence as in as in Lemma 1,
Thus, there exists . This holds for any subsequence . Therefore, for each subsequence, we can conclude that approaches F. Therefore, also converges to F. This means that
exists. Consequently, is differentiable at and . This proves the statement. □
Funding
This research received no external funding.
Data Availability Statement
No new data were created or analyzed in this study. Data sharing is not applicable to this article.
Acknowledgments
Prof. Luchezar Stoyanov is gratefully acknowledged by the author for his insightful advice, helpful criticism, and assistance. The author would also like to thank Dr. Des Hill and the referees for their careful reading, remarks, and suggestions. This work was supported by a scholarship from Najran University, Saudi Arabia.
Conflicts of Interest
The author declares no conflict of interest.
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