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A family of non-Volterra quadratic operators corresponding to permutations

U. U. Jamilov [email protected], [email protected] Romanovskiy Institute of Mathematics, Uzbekistan Academy of Sciences. 9 University str., Tashkent, Uzbekistan 100174. Akfa University. 264, National Park Street, Barkamol MFY, Yangiabad village, Qibray district, Tashkent, Uzbekistan 111221. National University of Uzbekistan, 4, University str., 100174, Tashkent, Uzbekistan.
Abstract

In the present paper we consider a family of non-Volterra quadratic stochastic operators depending on a parameter α\alpha and study their trajectory behaviors. We find all fixed points for a non-Volterra quadratic stochastic operator on a finite-dimensional simplex. We construct some Lyapunov functions. A complete description of the set of limit points is given, and we show that such operators have the ergodic property.

keywords:
quadratic stochastic operator; Volterra and non-Volterra operator; trajectory; simplex
\msc

37N25, 92D10. \VOLUME31 \YEAR2023 \NUMBER1 \DOIhttps://doi.org/10.46298/cm.10135 {paper}

1 Introduction

The quadratic stochastic operators frequently arise in many models of mathematical genetics, namely, in the theory of heredity (see [ASZT], [Ber], [BlJaSc], [GGJ], [Gsb], [GMR], [GS], [Jlob], [Jjph], [Jdnc], [JL], [JLM], [JSW], [K], [Khukr], [L], [RZhmn], [RZhukr], [U], [Zus], [ZhRsb]). Consider a biological population and suppose that each individual in this population belongs precisely to one of the species (genotype) 1,,m1,\dots,m. The scale of species is such that the species of the parents ii and jj, unambiguously, determine the probability of every species kk for the first generation of direct descendants. Denote this probability, called the heredity coefficient, by pij,k=P(k|(i,j))p_{ij,k}=P(k|(i,j)). It is then obvious that pij,k0p_{ij,k}\geq 0 for all i,j,ki,j,k and that

k=1mpij,k=1,i,j,k=1,,m.\sum^{m}_{k=1}p_{ij,k}=1,\quad i,j,k=1,\dots,m.

The state of the population can be described by the tuple (x1,x2,,xm)(x_{1},x_{2},\dots,x_{m}) of species probabilities, that is, xk=P(k)x_{k}=P(k) is the fraction of the species kk in the total population. In the case of panmixia (random interbreeding) the parent pairs ii and jj arise for a fixed state 𝐱=(x1,x2,,xm)\mathbf{x}=(x_{1},x_{2},\dots,x_{m}) with probability xixj=P(i,j)=P(i)P(j)x_{i}x_{j}=P(i,j)=P(i)P(j). Hence, the total probability of the species kk in the first generation of direct descendants is defined by

xk=i,j=1mP(k|(i,j))P(i)P(j)=i,j=1mpij,kxixj,k=1,,m.x^{\prime}_{k}=\sum^{m}_{i,j=1}P(k|(i,j))P(i)P(j)=\sum^{m}_{i,j=1}p_{ij,k}x_{i}x_{j},\quad k=1,\dots,m.

The association 𝐱𝐱\mathbf{x}\mapsto\mathbf{x}^{\prime} defines an evolutionary quadratic operator. Thus evolution of a population can be studied as a dynamical system of a quadratic stochastic operator [L]. See [GMR] and [MG] for a review of QSOs. Recently in [Khukr], [RHqtds] a quasi-strictly non-Volterra QSO is studied. We refer the reader to [JRjoca20] for a review on convex combinations of quadratic stochastic operators. The main goal of the present paper is to study a family of operators which contains a convex combination of two non-Volterra QSOs. The paper is organised as follows. In Section 2 we recall definitions and well known results from the theory of Volterra and non-Volterra QSOs. In Section 3 we consider a class of non-Volterra QSOs and study trajectory behaviors of such operators. We show that each QSO from this class has the two fixed points. Moreover, we prove that such operator is ergodic.

2 Preliminaries

Let

Sm1={𝐱=(x1,x2,,xm)m:for any i,xi>0 and i=1mxi=1}S^{m-1}=\left\{\mathbf{x}=(x_{1},x_{2},\dotsc,x_{m})\in\mathbb{R}^{m}\colon\textup{for any }i,\ x_{i}>0\textup{ and }\sum_{i=1}^{m}x_{i}=1\right\}

be the (m1)(m-1)-dimensional simplex. A map VV of Sm1S^{m-1} into itself is called a quadratic stochastic operator (QSO) if

(V𝐱)k=i,j=1mpij,kxixj(V\mathbf{x})_{k}=\sum_{i,j=1}^{m}p_{ij,k}x_{i}x_{j} (1)

for any 𝐱Sm1\mathbf{x}\in S^{m-1} and for all k=1,,mk=1,\dots,m, where

pij,k0,pij,k=pji,k for all i,j,kandk=1mpij,k=1.p_{ij,k}\geq 0,\quad p_{ij,k}=p_{ji,k}\ \textup{ for all }i,j,k\quad\textup{and}\quad\sum_{k=1}^{m}p_{ij,k}=1. (2)

Assume {𝐱(n)Sm1:n=0,1,2,}\{\mathbf{x}^{(n)}\in S^{m-1}:n=0,1,2,\dots\} is the trajectory (orbit) of the initial point 𝐱Sm1\mathbf{x}\in S^{m-1}, where 𝐱(n+1)=V(𝐱(n))\mathbf{x}^{(n+1)}=V(\mathbf{x}^{(n)}) for all n=0,1,2,n=0,1,2,\dots, with 𝐱(0)=𝐱\mathbf{x}^{(0)}=\mathbf{x}. One of the main problems in mathematical biology is to study the asymptotic behavior of the trajectories. This problem deeply studied for the Volterra QSOs (see [Gsb], [Gmn]).

Definition 2.1.

A quadratic stochastic operator is called a Volterra operator if

pij,k=0p_{ij,k}=0 for any k{i,j},i,j,k=1,,mk\notin{{\{i,j\}}},\ \ i,j,k=1,\dots,m.

Definition 2.2.

A point 𝐱Sm1\mathbf{x}\in S^{m-1} is called a periodic point of VV if there exists an nn so that Vn(𝐱)=𝐱V^{n}(\mathbf{x})=\mathbf{x}. The smallest positive integer nn satisfying the above is called the prime period or least period of the point 𝐱\mathbf{x}. A period-one point is called a fixed point of VV.

Denote the set of all fixed points by Fix(V)\text{Fix}\,(V) and the set of all periodic points of (not necessarily the smallest) period nn by Pern(V)\text{Per}_{n}\,(V). Evidently that the set of all iterates of a periodic point form a periodic trajectory (orbit). Let D𝐱V(𝐱)=(Vi/xj)(𝐱)D_{\mathbf{x}}V(\mathbf{x^{*}})=(\partial V_{i}/\partial x_{j})(\mathbf{x^{*}}) be a Jacobian of VV at the point 𝐱\mathbf{x^{*}}.

Definition 2.3 ([Dev]).

A fixed point 𝐱\mathbf{x}^{*} is called hyperbolic if its Jacobian D𝐱V(𝐱)D_{\mathbf{x}}V(\mathbf{x}^{*}) has no eigenvalues on the unit circle.

Definition 2.4 ([Dev]).

A hyperbolic fixed point 𝐱\mathbf{x^{*}} is called:

  • i)

    attracting, if all the eigenvalues of the Jacobian D𝐱V(𝐱)D_{\mathbf{x}}V(\mathbf{x^{*}}) are less than 1 in absolute value;

  • ii)

    repelling, if all the eigenvalues of the Jacobian D𝐱V(𝐱)D_{\mathbf{x}}V(\mathbf{x^{*}}) are greater than 1 in absolute value;

  • iii)

    a saddle, otherwise.

Definition 2.5.

A QSO VV is called regular if for any initial point 𝐱Sm1\mathbf{x}\in S^{m-1}, the limit limnV(𝐱(n))\lim\limits_{n\to\infty}V(\mathbf{x}^{(n)}) exists.

Note that the limit point is a fixed point of a QSO. Thus, the fixed points of a QSO describe limit or long run behavior of the trajectories for any initial point. The limit behavior of trajectories and fixed points play an important role in many applied problems (see [BlJaSc], [GGJ], [Gsb], [GMR], [Jlob], [Jjph], [Juzmj], [JL], [JLM], [K], [L], [RZhmn], [Zus], [ZhRsb]). The biological treatment of the regularity of a QSO is rather clear: in the long run the distribution of species in the next generation coincides with the distribution of species in the previous one, i.e., it is stable. For nonlinear dynamical systems (1) Ulam [U] suggested an analogue of a measure-theoretic ergodicity, the following ergodic hypothesis:

Definition 2.6.

A QSO VV is said to be ergodic if the limit

limn1nk=0n1Vk(𝐱)\lim_{n\to\infty}\frac{1}{n}\sum_{k=0}^{n-1}V^{k}(\mathbf{x})

exists for any 𝐱Sm1\mathbf{x}\in S^{m-1}.

On the basis of numerical calculations Ulam, in [U], conjectured that the ergodic theorem holds for any QSO. In [Zus] Zakharevich proved that this conjecture is false in general. Later, in [GZ], a sufficient condition of non-ergodicity for QSOs defined on S2S^{2} was established. In [GGJ] have shown the correlation between non-ergodicity of Volterra QSOs and rock-paper-scissors games. In [JSW] the random dynamics of Volterra QSOs is studied. The biological treatment of non-ergodicity of a QSO is the following: in the long run the behavior of the distributions of species is unpredictable. Note that a regular QSO is ergodic, but in general from ergodicity does not follow regularity. Let ωV(𝐱(0))\omega_{V}\big{(}\mathbf{x}^{(0)}\big{)} be the set of limit points of the trajectory

{Vn(𝐱(0))Sm1:n=0,1,2,}.\left\{V^{n}\left(\mathbf{x}^{(0)}\right)\in S^{m-1}\colon n=0,1,2,\dotsc\right\}.
Definition 2.7.

A continuous function φ:Sm1R\varphi\colon S^{m-1}\rightarrow R is called a Lyapunov function for a QSO VV if φ(V(𝐱))φ(𝐱)\varphi(V(\mathbf{x}))\geq\varphi(\mathbf{x}) for all 𝐱\mathbf{x} (or φ(V(𝐱))φ(𝐱)\varphi(V(\mathbf{x}))\leq\varphi(\mathbf{x}) for all 𝐱\mathbf{x}).

Note that a Lyapunov function is very helpful to describe an upper estimate of ωV(𝐱0)\omega_{V}(\mathbf{x}^{0}).

Definition 2.8.

A permutation π\pi of En={1,,n}E_{n}=\{1,\dots,n\} is a kk–cycle if there exists a positive integer kk and an integer iEni\in E_{n} such that

  • (1)

    kk is the smallest positive integer such that πk(i)=i\pi^{k}(i)=i, and

  • (2)

    π\pi fixes each jEn{i,π(i),,πk1(i)}j\in E_{n}\setminus\{i,\pi(i),\dots,\pi^{k-1}(i)\}.

The kk-cycle π\pi is usually denoted (i,π(i),,πk1(i))\big{(}i,\pi(i),\dots,\pi^{k-1}(i)\big{)}.

The set supp(π)={iEn:π(i)i}\operatorname{supp}(\pi)=\{i\in E_{n}:\pi(i)\neq i\} denotes the support of π\pi and we let supp(k)\operatorname{supp}(k) denote the support of the kk-cycle, that is, the set

supp(k)={i,π(i),,πk1(i)}.\operatorname{supp}(k)=\{i,\pi(i),\dots,\pi^{k-1}(i)\}.

Any permutation can be represented in the form of a product of cycles without common elements (i.e. disjoint cycles) and this representation is unique to within the order of the factors. Let π=τ1τ2τq\pi=\tau_{1}\tau_{2}\dots\tau_{q} be a permutation of the set Em1={1,,m1}E_{m-1}=\{1,\dots,m-1\}, where τ1,,τq\tau_{1},\dots,\tau_{q} are disjoint cycles and we denote by ord(τi)\operatorname{ord}(\tau_{i}) the order of a cycle τi\tau_{i}. Evidently that

supp(τ1)supp(τq)=supp(π)andsupp(τi)supp(τj)=,for anyij.\operatorname{supp}(\tau_{1})\cup\dots\cup\operatorname{supp}(\tau_{q})=\operatorname{supp}(\pi)\ \ \text{and}\ \ \operatorname{supp}(\tau_{i})\cap\operatorname{supp}(\tau_{j})=\emptyset,\ \ \text{for any}\ \ i\neq j.

The following notations will be used in the below. Let

Sm1={𝐱Sm1:xi=0 for at least one i{1,2,,m}}\partial S^{m-1}=\left\{\mathbf{x}\in S^{m-1}\colon x_{i}=0\textup{ for at least one }i\in\{1,2,\dotsc,m\}\right\}

denote the boundary of Sm1S^{m-1} and let intSm1={𝐱Sm1:x1x2xm>0}\text{int}\,S^{m-1}=\left\{\mathbf{x}\in S^{m-1}\colon x_{1}x_{2}\dotsm x_{m}>0\right\} be the interior of Sm1S^{m-1}.

3 Main results

Consider a non-Volterra QSO defined on a finite-dimensional simplex which has the form

Vπ:{xk=2xmxπ(k),k=1,,m1xm=xm2+(i=1m1xi)2V_{\pi}:\left\{\begin{array}[]{ll}x^{\prime}_{k}=2x_{m}x_{\pi(k)},\ \ k=1,\dots,m-1\\ x^{\prime}_{m}=x_{m}^{2}+\Big{(}\sum\limits_{i=1}^{m-1}x_{i}\Big{)}^{2}\\ \end{array}\right. (3)

where π\pi is a permutation on the set Em1E_{m-1}. It is worth mentioning that if π=(21)(3)\pi=(21)(3) then the QSO (3) coincides up to the rearrangement of the coordinates with the quasi-strictly non-Volterra QSO which is studied in [Khukr]. Let s=LCM(ord(τ1),,ord(τq))s=\text{LCM}\,\big{(}\operatorname{ord}(\tau_{1}),\dots,\operatorname{ord}(\tau_{q})\big{)}.

Theorem 3.1 ([JLKhsaa20]).

For the operator VπV_{\pi} the following statements are true:

  • i)

    if 𝐱(0)Γ={𝐱Sm1:xm=0}{𝐞m}\mathbf{x}^{(0)}\in\Gamma=\{\mathbf{x}\in S^{m-1}:x_{m}=0\}\cup\{\mathbf{e}_{m}\} then ωVπ(𝐱(0))={𝐞m}\omega_{V_{\pi}}\big{(}\mathbf{x}^{(0)}\big{)}=\{\mathbf{e}_{m}\};

  • ii)

    if π=Id\pi=Id then ωVπ(𝐱(0))={𝐱~}\omega_{V_{\pi}}\big{(}\mathbf{x}^{(0)}\big{)}=\{\widetilde{\mathbf{x}}\} for any 𝐱(0)Sm1Γ\mathbf{x}^{(0)}\in S^{m-1}\setminus\Gamma;

  • iii)

    if πId\pi\neq Id then ωVπ(𝐱(0))={𝐱ξ,𝐱ξ1,,𝐱ξs1}\omega_{V_{\pi}}\big{(}\mathbf{x}^{(0)}\big{)}=\{\mathbf{x}_{\xi},\mathbf{x}_{\xi}^{1},\dots,\mathbf{x}_{\xi}^{s-1}\}.

Let V1:=VIdV_{1}:=V_{Id} and V2:=VπV_{2}:=V_{\pi}. Consider the convex combination of the QSOs V1,V2V_{1},V_{2}, that is,

Vα=αV1+(1α)V2,α[0,1]V_{\alpha}=\alpha V_{1}+(1-\alpha)V_{2},\ \ \alpha\in[0,1]

It is easy to see that the operator VαV_{\alpha} has the form

Vα:{xk=2xm(αxk+(1α)xπ(k)),k=1,,m1xm=xm2+(i=1m1xi)2V_{\alpha}:\left\{\begin{array}[]{ll}x^{\prime}_{k}=2x_{m}(\alpha x_{k}+(1-\alpha)x_{\pi(k)}),\ \ k=1,\dots,m-1\\ x^{\prime}_{m}=x_{m}^{2}+\Big{(}\sum\limits_{i=1}^{m-1}x_{i}\Big{)}^{2}\\ \end{array}\right. (4)

where π\pi is a permutation on the set Em1E_{m-1}. It is evident that if π=Id\pi=Id then for any α[0,1]\alpha\in[0,1] the operator VαV_{\alpha} coincides with the QSO V1V_{1}. The dynamics of the operator V1V_{1} is given in the Theorem 3.1. In the below we consider the cases πId\pi\neq Id. The QSO (4) can be written as follow

Vα:{xk=2xm(αxk+(1α)xπ(k)),ksupp(π)xk=2xmxk,ksupp(π)xm=xm2+(i=1m1xi)2V_{\alpha}:\left\{\begin{array}[]{lll}x^{\prime}_{k}=2x_{m}(\alpha x_{k}+(1-\alpha)x_{\pi(k)}),\ \,\ \ k\in\operatorname{supp}(\pi)\\ x^{\prime}_{k}=2x_{m}x_{k},\ \ k\notin\operatorname{supp}(\pi)\\ x^{\prime}_{m}=x_{m}^{2}+\Big{(}\sum\limits_{i=1}^{m-1}x_{i}\Big{)}^{2}\\ \end{array}\right. (5)

where π\pi is a permutation on the set Em1E_{m-1}. Consider the function f(x)=2x22x+1,x[0,1]f(x)=2x^{2}-2x+1,\ \ x\in[0,1]. We define fnf^{n} to be the nn-fold composition of ff with itself. One can easily verify the statements of the next proposition about dynamics of the function f(x)f(x).

Proposition 3.2.

For the function f(x)f(x) the following statements are true:

  • i)

    Fix(f)={1,1/2}\text{Fix}\,(f)=\{1,1/2\};

  • ii)

    x=1x=1 is a repelling and the fixed point 1/21/2 is an attracting;

  • iii)

    for any value n2n\geq 2 the function f(x)f(x) has no nn- periodic points, different from fixed points;

  • iv)

    limnfn(x)=1/2\lim\limits_{n\rightarrow\infty}f^{n}(x)=1/2 for any 0<x<10<x<1 and f(0)=f(1)=1f(0)=f(1)=1.

Denote supp(𝐱)={i:xi>0}\operatorname{supp}(\mathbf{x})=\{i:\,x_{i}>0\} and let |supp(𝐱)||\operatorname{supp}(\mathbf{x})| be its cardinality. In the next Proposition we will describe the invariant sets, all fixed points and we give some Lyapunov function.

Proposition 3.3.

For the operator VαV_{\alpha} the following statements are true:

  • i)

    If |supp(π)|<m1|\operatorname{supp}\,(\pi)|<m-1 then Γβ={𝐱Sm1:xi=0,iβ}\Gamma_{\beta}=\{\mathbf{x}\in S^{m-1}:x_{i}=0,\,\forall\,i\in\beta\} is an invariant set for any βEm1supp(π)\beta\subset E_{m-1}\setminus\operatorname{supp}\,(\pi). Also the sets

    Mμ,i={𝐱Sm1:ksupp(τi)xk=μ,xm=1/2}andM_{\mu,i}=\bigg{\{}\mathbf{x}\in S^{m-1}:\,\sum_{k\in\operatorname{supp}(\tau_{i})}x_{k}=\mu,\ \ \,x_{m}=1/2\bigg{\}}\ \ \text{and}
    Mν,i,j={𝐱Sm1:ksupp(τi)xk=νksupp(τj)xk}M_{\nu,i,j}=\bigg{\{}\mathbf{x}\in S^{m-1}:\,\sum_{k\in\operatorname{supp}(\tau_{i})}x_{k}=\nu\,\sum_{k\in\operatorname{supp}(\tau_{j})}x_{k}\,\bigg{\}}

    are invariant sets, where μ0,ν>0\mu\geq 0,\nu>0;

  • ii)

    Fix(Vα)=X{𝐞m}\text{Fix}\,(V_{\alpha})=X\cup\{\mathbf{e}_{m}\}, where 𝐞m=(0,,0,1)\mathbf{e}_{m}=(0,\dots,0,1) and

    X={𝐱Sm1:xk=xl,k,lsupp(τi),i=1,,q,xm=1/2};X=\{\mathbf{x}\in S^{m-1}:\,x_{k}=x_{l},\,\ \forall\,k,l\in\operatorname{supp}(\tau_{i}),\ \ i=1,\dots,q,\ \ x_{m}=1/2\};
  • iii)

    For any i{1,,q}i\in\{1,\dots,q\} the function φi(𝐱)=ksupp(τi)xk\varphi_{i}\big{(}\mathbf{x}\big{)}=\sum\limits_{k\in\operatorname{supp}(\tau_{i})}x_{k} is a Lyapunov function;

  • iv)

    For any ksupp(π)k\notin\operatorname{supp}(\pi) the function ϕk(𝐱)=xk\phi_{k}\big{(}\mathbf{x}\big{)}=x_{k} is a Lyapunov function.

Proof 3.4.

i) Let |supp(π)|<m1|\operatorname{supp}\,(\pi)|<m-1 then for any ksupp(π)k\notin\operatorname{supp}\,(\pi) from (5) one easily has xk=0x^{\prime}_{k}=0. Hence it follows that the set Γβ\Gamma_{\beta} is a invariant set. Let 𝐱Mμ,i\mathbf{x}\in M_{\mu,i} and τi\tau_{i} is a cycle then from (3) we have

ksupp(τi)xk\displaystyle\sum\limits_{k\in\operatorname{supp}(\tau_{i})}x^{\prime}_{k} =ksupp(τi)(αxk+(1α)xπ(k))\displaystyle=\sum\limits_{k\in\operatorname{supp}(\tau_{i})}\big{(}\alpha x_{k}+(1-\alpha)x_{\pi(k)}\big{)}
=αksupp(τi)xk+(1α)ksupp(τi)xπ(k)\displaystyle=\alpha\sum\limits_{k\in\operatorname{supp}(\tau_{i})}x_{k}+(1-\alpha)\sum\limits_{k\in\operatorname{supp}(\tau_{i})}x_{\pi(k)}
=μ.\displaystyle=\mu.

Therefore V(Mμ,i)Mμ,iV(M_{\mu,i})\subset M_{\mu,i}. Let 𝐱Mν,i,j\mathbf{x}\in M_{\nu,i,j} and τi,τj\tau_{i},\tau_{j} cycles then from (3) we have

ksupp(τi)xkksupp(τj)xk=2xmksupp(τi)xk2xmksupp(τj)xk=ν.\frac{\sum\limits_{k\in\operatorname{supp}(\tau_{i})}x^{\prime}_{k}}{\sum\limits_{k\in\operatorname{supp}(\tau_{j})}x^{\prime}_{k}}=\frac{2x_{m}\sum\limits_{k\in\operatorname{supp}(\tau_{i})}x_{k}}{2x_{m}\sum\limits_{k\in\operatorname{supp}(\tau_{j})}x_{k}}=\nu.

Consequently V(Mν,i,j)Mν,i,jV(M_{\nu,i,j})\subset M_{\nu,i,j}. ii) The equation Vα(𝐱)=𝐱V_{\alpha}(\mathbf{x})=\mathbf{x} has the following form

{xk=2xm(αxk+(1α)xπ(k)), 1km1,xm=2xm22xm+1.\left\{\begin{array}[]{llllll}x_{k}=2x_{m}(\alpha x_{k}+(1-\alpha)x_{\pi(k)}),\ \ 1\leq k\leq m-1,\\[5.69054pt] x_{m}=2x^{2}_{m}-2x_{m}+1.\end{array}\right. (6)

Due to Proposition 3.2 the last equation of the system (6) has the solutions xm=1x_{m}=1 and xm=1/2x_{m}=1/2. Evidently that if xm=1x_{m}=1 then we get the vertex 𝐞m=(0,,0,1)\mathbf{e}_{m}=(0,\dots,0,1). For xm=1/2x_{m}=1/2 from the system of equations

xk=αxk+(1α)xπ(k), 1km1,andx1++xm1=12x_{k}=\alpha x_{k}+(1-\alpha)x_{\pi(k)},\ \ 1\leq k\leq m-1,\ \ \text{and}\ \ x_{1}+\dots+x_{m-1}=\frac{1}{2}

it follows that

xk=xkfor allk,ksupp(τi),i=1,,qandx_{k}=x_{k^{\prime}}\ \ \text{for all}\ \ k,k^{\prime}\in\operatorname{supp}(\tau_{i}),\ \ i=1,\dots,q\ \ \text{and}
xk=xkfor allkFix(π).x_{k}=x_{k}\ \ \text{for all}\ \ k\in\text{Fix}(\pi).

Using the last one has that a point 𝐱=(x1,,xm)X\mathbf{x}=(x_{1},\dots,x_{m})\in X is a solution of the system (6). iii) Let τi,i{1,,q}\tau_{i},i\in\{1,\dots,q\} be a cycle. Then f(x)1/2f(x)\geq 1/2 for any 0<x<10<x<1 and we can assume that xm1/2x_{m}\geq 1/2. Then from (3) we have

φi(Vα(𝐱))\displaystyle\varphi_{i}\big{(}V_{\alpha}(\mathbf{x})\big{)} =ksupp(τi)xk=ksupp(τi)2xm(αxk+(1α)xπ(k))\displaystyle=\sum\limits_{k\in\operatorname{supp}(\tau_{i})}x^{\prime}_{k}=\sum\limits_{k\in\operatorname{supp}(\tau_{i})}2x_{m}(\alpha x_{k}+(1-\alpha)x_{\pi(k)})
=2xm(αksupp(τi)xk+(1α)ksupp(τi)xπ(k))\displaystyle=2x_{m}\Big{(}\alpha\sum\limits_{k\in\operatorname{supp}(\tau_{i})}x_{k}+(1-\alpha)\sum\limits_{k\in\operatorname{supp}(\tau_{i})}x_{\pi(k)}\Big{)}
=2xm(αφi(𝐱)+(1α)φi(𝐱))=2xmφi(𝐱)\displaystyle=2x_{m}\Big{(}\alpha\varphi_{i}(\mathbf{x})+(1-\alpha)\varphi_{i}(\mathbf{x})\Big{)}=2x_{m}\varphi_{i}(\mathbf{x})
φi(𝐱).\displaystyle\geq\varphi_{i}(\mathbf{x}).

Therefore the functions φi(𝐱)\varphi_{i}(\mathbf{x}) are Lyapunov functions for any i{1,,q}i\in\{1,\dots,q\}. iv) Using xm1/2x_{m}\geq 1/2 from (5) for any ksupp(π)k\notin\operatorname{supp}(\pi) one easily has that

ϕk(Vα(𝐱))=2xmxkxk=ϕk(𝐱).\phi_{k}(V_{\alpha}(\mathbf{x}))=2x_{m}x_{k}\geq x_{k}=\phi_{k}(\mathbf{x}).
Corollary 3.5.

If p=|Em1supp(π)|p=|E_{m-1}\setminus\operatorname{supp}\,(\pi)|, then

ϕ(𝐱)=γ1ϕ1(𝐱)++γpϕp(𝐱)andφ(𝐱)=β1φ1(𝐱)++βqφq(𝐱)\phi(\mathbf{x})=\gamma_{1}\phi_{1}(\mathbf{x})+\dots+\gamma_{p}\phi_{p}(\mathbf{x})\ \ \text{and}\ \ \varphi(\mathbf{x})=\beta_{1}\varphi_{1}(\mathbf{x})+\dots+\beta_{q}\varphi_{q}(\mathbf{x})

are Lyapunov function for the QSO VαV_{\alpha} for any γ10,,γp0\gamma_{1}\geq 0,\dotsc,\gamma_{p}\geq 0 and β10,,βq0\beta_{1}\geq 0,\dotsc,\beta_{q}\geq 0.

In the next Theorem we give the description of the set of limit points of the trajectories.

Theorem 3.6.

For the operator VαV_{\alpha} the following statements are true:

  • i)

    if 𝐱(0)Γ={𝐱Sm1:xm=0}{𝐞m}\mathbf{x}^{(0)}\in\Gamma=\{\mathbf{x}\in S^{m-1}:x_{m}=0\}\cup\{\mathbf{e}_{m}\} then ωVα(𝐱(0))={𝐞m}\omega_{V_{\alpha}}\big{(}\mathbf{x}^{(0)}\big{)}=\{\mathbf{e}_{m}\};

  • ii)

    if α(0,1),πId\alpha\in(0,1),\ \ \pi\neq Id then ωVα(𝐱(0))={𝐛},𝐛X\omega_{V_{\alpha}}\big{(}\mathbf{x}^{(0)}\big{)}=\{\mathbf{b}\},\ \ \mathbf{b}\in X for any 𝐱(0)Sm1(ΓX)\mathbf{x}^{(0)}\in S^{m-1}\setminus(\Gamma\cup X);

  • iii)

    if α=0,πId\alpha=0,\ \ \pi\neq Id then ωVα(𝐱(0))={𝐱ξ,𝐱ξ1,,𝐱ξs1}\omega_{V_{\alpha}}\big{(}\mathbf{x}^{(0)}\big{)}=\{\mathbf{x}_{\xi},\mathbf{x}_{\xi}^{1},\dots,\mathbf{x}_{\xi}^{s-1}\};

  • iv)

    if α=1,πId\alpha=1,\ \ \pi\neq Id then ωVα(𝐱(0))={𝐱~}\omega_{V_{\alpha}}\big{(}\mathbf{x}^{(0)}\big{)}=\{\widetilde{\mathbf{x}}\} for any 𝐱(0)Sm1Γ\mathbf{x}^{(0)}\in S^{m-1}\setminus\Gamma.

Proof 3.7.

i) Evidently that Vα(𝐱(0))=𝐞mV_{\alpha}\big{(}\mathbf{x}^{(0)}\big{)}=\mathbf{e}_{m} for any 𝐱(0)Γ\mathbf{x}^{(0)}\in\Gamma. ii) Let α(0,1)\alpha\in(0,1) and 𝐱(0)Sm1(ΓX)\mathbf{x}^{(0)}\in S^{m-1}\setminus(\Gamma\cup X). Then by assertion of Proposition 3.2 we obtain limnxm(n)=1/2\lim\limits_{n\rightarrow\infty}x_{m}^{(n)}=1/2. Since f(x)1/2f(x)\geq 1/2 for any 0<x<10<x<1 and we can assume that xm1/2x_{m}\geq 1/2. Let ksupp(π)k\notin\operatorname{supp}\,(\pi). Due to Proposition 3.3 the function ϕk(𝐱)\phi_{k}\big{(}\mathbf{x}\big{)} is a Lyapunov function for the QSO (4). Therefore, we have

ϕk(𝐱(n+1))ϕk(𝐱(n)),ksupp(π),n=0,1,,\phi_{k}(\mathbf{x}^{(n+1)})\geq\phi_{k}(\mathbf{x}^{(n)}),\ \ k\notin\operatorname{supp}\,(\pi),\ \ n=0,1,\dots, (7)

that is there exists limnxk(n)=limnϕk(𝐱(n))=ξk\lim\limits_{n\rightarrow\infty}x^{(n)}_{k}=\lim\limits_{n\rightarrow\infty}\phi_{k}(\mathbf{x}^{(n)})=\xi_{k} for any ksupp(π)k\notin\operatorname{supp}\,(\pi). Denote X~={𝐱Sm1:bk=ξk,ksupp(π),bm=1/2}\widetilde{X}=\Big{\{}\mathbf{x}\in S^{m-1}:b_{k}=\xi_{k},\,\forall\,k\notin\operatorname{supp}\,(\pi),\,b_{m}=1/2\Big{\}}. Let τi,i{1,,q}\tau_{i},i\in\{1,\dots,q\} be a cycle. Consider the function ψi(𝐱)=minksupp(τi)xk\psi_{i}(\mathbf{x})=\min\limits_{k\in\operatorname{supp}(\tau_{i})}x_{k}. Then from (3) we have

ψi(Vα(𝐱))=minksupp(τi)2xm(αxk+(1α)xπ(k))αψi(𝐱)+(1α)ψi(𝐱)=ψi(𝐱).\psi_{i}\big{(}V_{\alpha}(\mathbf{x})\big{)}=\min\limits_{k\in\operatorname{supp}(\tau_{i})}2x_{m}(\alpha x_{k}+(1-\alpha)x_{\pi(k)})\geq\alpha\psi_{i}(\mathbf{x})+(1-\alpha)\psi_{i}(\mathbf{x})=\psi_{i}(\mathbf{x}). (8)

Consequently, we have

ψi(𝐱(n+1))ψi(𝐱(n)),i=1,,q,n=0,1,\psi_{i}(\mathbf{x}^{(n+1)})\geq\psi_{i}(\mathbf{x}^{(n)}),\ \ i=1,\dots,q,\ \ n=0,1,\dots (9)

Therefore the sequence {ψi(𝐱(n))}\big{\{}\psi_{i}(\mathbf{x}^{(n)})\big{\}} is an increasing and bounded sequence. Hence it follows existence the following limit limnψi(𝐱(n))=ξi\lim\limits_{n\rightarrow\infty}\psi_{i}(\mathbf{x}^{(n)})=\xi_{i}. Let ksupp(π)k\in\operatorname{supp}\,(\pi). It is easy to see that for any i{1,,q}i\in\{1,\dots,q\}

ψi(𝐱)ψi(𝐛)andψi(𝐱)=ψi(𝐛)iff𝐱=𝐛,𝐛X~X.\psi_{i}\big{(}\mathbf{x}\big{)}\leq\psi_{i}\big{(}\mathbf{b}\big{)}\ \ \text{and}\ \ \psi_{i}\big{(}\mathbf{x}\big{)}=\psi_{i}\big{(}\mathbf{b}\big{)}\ \ \text{iff}\ \ \mathbf{x}=\mathbf{b},\ \ \mathbf{b}\in\widetilde{X}\cap X.

Indeed if 𝐱=𝐛,𝐛X~X\mathbf{x}=\mathbf{b},\ \ \mathbf{b}\in\widetilde{X}\cap X then it is easily follows that ψi(𝐱)=ψi(𝐛)\psi_{i}\big{(}\mathbf{x}\big{)}=\psi_{i}\big{(}\mathbf{b}\big{)} for any i{1,,q}i\in\{1,\dots,q\}. Let ψi(𝐱)=ψi(𝐛),𝐱X~\psi_{i}\big{(}\mathbf{x}\big{)}=\psi_{i}\big{(}\mathbf{b}\big{)},\,\mathbf{x}\in\widetilde{X} for any i{1,,q}i\in\{1,\dots,q\} and 𝐛X~X\mathbf{b}\in\widetilde{X}\cap X then for any i{1,,q}i\in\{1,\dots,q\} we get ψi(𝐱)=xi1xi2xit\psi_{i}\big{(}\mathbf{x}\big{)}=x_{i_{1}}\leq x_{i_{2}}\leq\dots\leq x_{i_{t}}, where t=ord(τi)t=\operatorname{ord}(\tau_{i}). If we assume that some of the inequalities xi1xi2xitx_{i_{1}}\leq x_{i_{2}}\leq\dots\leq x_{i_{t}} are strong inequalities in this case we have contradiction to 𝐱Sm1\mathbf{x}\in S^{m-1}. Therefore we have if ψi(𝐱)=ψi(𝐛)\psi_{i}\big{(}\mathbf{x}\big{)}=\psi_{i}\big{(}\mathbf{b}\big{)} for any i{1,,q}i\in\{1,\dots,q\} and 𝐛X~X\mathbf{b}\in\widetilde{X}\cap X then for any i{1,,q}i\in\{1,\dots,q\} we obtain ψi(𝐱)=xi1=xi2==xit\psi_{i}\big{(}\mathbf{x}\big{)}=x_{i_{1}}=x_{i_{2}}=\dots=x_{i_{t}}. Next we prove that if ξi<ψi(𝐛)\xi_{i}<\psi_{i}(\mathbf{b}) for any i{1,2,,q}i\in\{1,2,\dots,q\}, then limn𝐱(n)=𝐛\lim\limits_{n\rightarrow\infty}\mathbf{x}^{(n)}=\mathbf{b}. Suppose the converse. Then there is a sequence {𝐱(nt)}t=1,2,3,\{\mathbf{x}^{(n_{t})}\}_{t=1,2,3,\dots} such that

limt𝐱(nt)=𝐜𝐛.\lim\limits_{t\rightarrow\infty}\mathbf{x}^{(n_{t})}=\mathbf{c}\neq\mathbf{b}. (10)

Using minf(x)=1/2\text{min}f(x)=1/2 one has

1\displaystyle 1 =ψi(𝐛)ξiψi(𝐛)ξi=limtψi(𝐛)ψi(𝐱(nt+1))ψi(𝐛)ψi(𝐱(nt))\displaystyle=\frac{\psi_{i}(\mathbf{b})-\xi_{i}}{\psi_{i}(\mathbf{b})-\xi_{i}}=\lim\limits_{t\rightarrow\infty}\frac{\psi_{i}(\mathbf{b})-\psi_{i}(\mathbf{x}^{(n_{t}+1)})}{\psi_{i}(\mathbf{b})-\psi_{i}(\mathbf{x}^{(n_{t})})}
=1+limtψi(𝐱(nt))2xm(nt)(αxk(nt)+(1α)xπ(k)(nt))ψi(𝐛)ψi(𝐱(nt))\displaystyle=1+\lim\limits_{t\rightarrow\infty}\frac{\psi_{i}(\mathbf{x}^{(n_{t})})-2x_{m}^{(n_{t})}\Big{(}\alpha x_{k}^{(n_{t})}+(1-\alpha)x_{\pi(k)}^{(n_{t})}\Big{)}}{\psi_{i}(\mathbf{b})-\psi_{i}(\mathbf{x}^{(n_{t})})}
1+limtψi(𝐱(nt))(αxk(nt)+(1α)xπ(k)(nt))ψi(𝐛)ψi(𝐱(nt))\displaystyle\leq 1+\lim\limits_{t\rightarrow\infty}\frac{\psi_{i}(\mathbf{x}^{(n_{t})})-\Big{(}\alpha x_{k}^{(n_{t})}+(1-\alpha)x_{\pi(k)}^{(n_{t})}\Big{)}}{\psi_{i}(\mathbf{b})-\psi_{i}(\mathbf{x}^{(n_{t})})}
1+limtψi(𝐱(nt))1ψi(𝐛)ψi(𝐱(nt))\displaystyle\leq 1+\lim\limits_{t\rightarrow\infty}\frac{\psi_{i}(\mathbf{x}^{(n_{t})})-1}{\psi_{i}(\mathbf{b})-\psi_{i}(\mathbf{x}^{(n_{t})})}
<1.\displaystyle<1.

This is a contradiction. It follows that ξi=ψi(𝐛)\xi_{i}=\psi_{i}(\mathbf{b}) for any i{1,2,,q}i\in\{1,2,\dots,q\}. Thus limn𝐱(n)=𝐛\lim\limits_{n\rightarrow\infty}\mathbf{x}^{(n)}=\mathbf{b} for any α(0,1)\alpha\in(0,1) and an initial 𝐱(0)Sm1(ΓX)\mathbf{x}^{(0)}\in S^{m-1}\setminus(\Gamma\cup X). The proofs of parts iii) and iv) follows from the Theorem 3.1.

Corollary 3.8.

The QSO VαV_{\alpha} is an ergodic transformation.

Acknowledgments

The author thanks the referees for useful comments which helped to improve the presentation.

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April 13, 2020September 09, 2020Utkir Rozikov