PHYSICAL REVIEW E 107, 064206 (2023)
Arnol’d cat map lattices
Minos Axenides ,1,* Emmanuel Floratos ,1,2,† and Stam Nicolis
3,‡
1
Institute for Nuclear and Particle Physics, NCSR “Demokritos”, Aghia Paraskevi 15310, Greece
2
Physics Department, University of Athens, Athens, 15771 Greece
3
Institut Denis Poisson, Université de Tours, Université d’Orléans, CNRS, Parc Grandmont, 37200 Tours, France
(Received 28 November 2022; accepted 17 March 2023; published 7 June 2023)
We construct Arnol’d cat map lattice field theories in phase space and configuration space. In phase space
we impose that the evolution operator of the linearly coupled maps be an element of the symplectic group, in
direct generalization of the case of one map. To this end we exploit the correspondence between the cat map and
the Fibonacci sequence. The chaotic properties of these systems also can be understood from the equations of
motion in configuration space. These describe inverted harmonic oscillators, where the runaway behavior of the
potential competes with the toroidal compactification of the phase space. We highlight the spatiotemporal chaotic
properties of these systems using standard benchmarks for probing deterministic chaos of dynamical systems,
namely, the complete dense set of unstable periodic orbits, which, for long periods, lead to ergodicity and mixing.
The spectrum of the periods exhibits a strong dependence on the strength and the range of the interaction.
DOI: 10.1103/PhysRevE.107.064206
I. INTRODUCTION AND OVERVIEW
Low-dimensional systems with few degrees of freedom
have provided a fertile ground for the development of the
concepts and methods of deterministic chaos with their characteristic disordered behavior at the classical and quantum
level [1–4]. While the original focus of interest centered
around dissipative and Hamiltonian low-dimensional systems,
progress was quickly followed by efforts to understand the
complex dynamics of high-dimensional systems consisting of
many coupled chaotic degrees of freedom [5–8]. They are
spatially extended systems, which can be driven away from
equilibrium and exhibit spatiotemporal chaos (STC). They
give rise to diverse pattern formation [9,10] as the result of
their highly complex dynamical behavior. STC models possess either continuous or discrete-time dynamics (maps). The
spatial degrees of freedom are either discrete or continuous,
giving rise, respectively, to lattice dynamics or an effective
hydrodynamic description in terms of continuous fields. Such
systems described are described by their equations of motion:
partial differential equations, systems of coupled ordinary
differential equations, or as coupled map lattices (CMLs)
with continuous state spaces. Another way is using cellular
automata with discrete state spaces [11].
Indicators for chaos for spatiotemporal systems have been
proposed, namely, the finite amplitude Lyapunov exponents
and covariant Lyapunov vector exponents [12], as well as
benchmark dynamical entropies, like the Kolmogorov-Sinai
entropy [13,14].
While the approach to the problem of describing spatiotemporal chaos in coupled map lattices is mostly numerical
*
axenides@inp.demokritos.gr
mflorato@phys.uoa.gr
‡
stam.nicolis@lmpt.univ-tours.fr; stam.nicolis@idpoisson.fr
†
2470-0045/2023/107(6)/064206(17)
and a comprehensive understanding from the analytical side
is still lacking, there has been some activity recently in an
effort to acquire an analytical understanding of the dynamics
of linear CMLs [15–18]. One aim of this program of research
is to define chaotic field theories made up of chaotic oscillator
constituents, in an effort to provide a local description of some
of the coherent structures that emerge from the dynamics
of continuous fluid systems in the regime of weak turbulent
flows [19]. However, it isn’t clear whether the complexity
of these structures is due to the known complex behavior of
their constituents, the result of the way they are coupled, or
both. The reason is that the typical way for establishing such
a relation, namely, the study of symmetries, has proven to be
very difficult to follow for these systems.
There are, however, cases where this approach is possible.
Our present work focuses on the systematic construction of a
special class of CMLs, the lattice field theories of Arnol’d cat
maps in various dimensions, taking into account their symmetries in phase space—namely, covariance under symplectic
transformations—and how these are related to the symmetries
in configuration space.
In the present paper we provide the classical framework for
describing the dynamics of chaotic oscillators via the dynamics of n, linearly coupled, Arnol’d cat maps (CACMLs), subject to periodic boundary conditions. Their phase space is the
torus T 2n [Z]. and their dynamics is represented by elements
M of the symplectic group, Sp2n [Z]. This is the generalization
for n cat maps of the symmetry properties of one cat map.
Within this framework we can vary the dimensionality of the
lattice, the number of oscillators, and the strength of their
interactions as well as the range of the nonlocality thereof.
We can therefore study in detail the classical chaotic properties of this system, since it’s possible to obtain explicit
expressions that can be reliably evaluated. We focus, as an
example, on the classical spatiotemporal chaotic properties
of CACMLs in one dimension, using a benchmark of chaos
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©2023 American Physical Society
PHYSICAL REVIEW E 107, 064206 (2023)
AXENIDES, FLORATOS, AND NICOLIS
of any chaotic system, namely, the set of all of its unstable
periodic orbits [2,20].
The periodic orbits of the CACMLs are classified by initial
conditions, which have rational coordinates in the toroidal
phase space, with common denominator N. Upon varying
N = 3, 5, 7, . . . , over the primes and, more, generally, the odd
integers (even integers have subtle issues, particularly in the
quantum case [21,22], and so require special study) we obtain
all the periodic orbits (which are all unstable) [13]. For large N
and for fixed size of the toroidal phase space we can approach
a scaling limit. For long periods the periodic trajectories lead
to ergodicity and strong mixing [13,14,23]. This limit already
can be subtle for one map [24].
In the case of translational invariant couplings we find
explicitly (1) all the periodic orbits, (2) the Lyapunov spectra, and (3) the Kolmogorov-Sinai entropy of the CACMLs
as a function of the strength and the range of interactions.
Armed with these analytic results we find that the maximum
Lyapunov exponent of these systems is an increasing function
of both the coupling constant and the range of the interaction.
We also provide a method for determining the periods of
the orbits based on the properties of matrix Fibonacci polynomials. These periods are random functions of N, and they
have stronger dependence on the coupling and the range of
the interaction than in the noninteracting case, i.e., for the
single cat map. We present several numerical examples in
support of this observation. The dependence of the periods
on N provides information about the quantum spectra of these
systems, which deserve a study in their own right.
For the case of the single cat map, which corresponds to
n = 1, a detailed study of the periods, their relation to the energy spectrum, and its asymptotic properties for the quantum
system can be found in Refs. [25–28].
Now we would like to discuss our particular motivation for
this study. This derives from the realization that the physics
of quantum black holes is a prime example of a chaotic manybody system, when the microstates can be resolved. Therefore
it has become of topical interest to construct models for both
the probes and for the near-horizon geometry, which is defined
by the microstates. This is why a consistent description of
chaotic field theories has become a fascinating bridge that
establishes novel relations between the subjects of interest to
the high-energy community and the community of classical
and quantum chaos. This can be summarized as follows.
Black holes are at present understood to be physical systems of finite entropy, which, for an observer at infinity, is
described by the dynamics of the microstates of the black
hole, which live in the near-horizon geometry. The chaotic
dynamics of these microstates has new features, such as fast
scrambling and nonlocality. Specifically it has been conjectured that black holes are the fastest information scramblers
in nature [29–33] and exhibit unitary quantum evolution. This,
in turn, motivated the search for models that can capture these
features. One class of such models builds upon the relation
between the near-horizon shock wave geometries and the socalled gravitational memory effects. In these models it seems,
indeed, possible—in principle—that the near-horizon region
of a black hole could form a chaotic memory, i.e., a basin of
purely geometrical data of all of its past and recent history,
through the ’t Hooft mechanism of permanent space-time
displacements caused by high-energy scattering events of infalling wave packets [34–41]. In the language of Refs. [42–44]
such data can be identified with the soft hair of the black
hole, whose origin is the infinite number of conservation
laws, described by the Bondi-van der Burg-Metzner-Sachs
group. Proposals for a chaotic dynamics, within a discretized
spacetime, for the microscopic degrees of freedom of the
stretched horizon have been discussed for quite some time in
the literature [45–50].
Our contribution to this quest started with the study of
single-particle probes, sent by observers at infinity, in order to
learn about the near-horizon AdS2 geometries of black holes,
taken as discrete and nonlocal dynamical systems [51–53].
More specifically we have shown how the so-called
Arnol’d cat maps, acting in a AdS2 discrete near-horizon
geometry, can capture the properties of its single particleprobes. We constructed explicitly an exact discrete version of
AdS2 /CFT1 correspondence with chaotic and mixing dynamics for Gaussian single-particle wave packets, which is shown
to provide an example of the so-called “Eigenstate Thermalization Hypothesis” [54]. Finally, we have demonstrated that
the model for their discrete and chaotic [55], near-horizon
geometry admits a continuum limit [24], where the smooth
classical geometry is recovered.
The long-term objective of our recent work is to provide
models of nonlocal chaotic quantum dynamics of the tuneable
rate of mixing (and its quantum avatar, scrambling) for the
degrees of the horizon itself by n-particle systems. Our conjecture is that this can be achieved through the construction of
the quantum CMLs of Arnol’d cat maps [56].
Therefore, while our previous work focused on the properties of single-particle probes of the near-horizon geometry, in
the present work, we construct many-body systems that possess the necessary features expected of the interacting black
hole microstates themselves, namely, nonlocality, chaos, and
strong mixing (scrambling). Therefore these many-body systems can be considered as effective models of the dynamics of
the near-horizon geometry itself. Below we present the plan
and summarize the results of the paper.
In Sec. II we present the general setting of the dynamics
of systems of n particles with evolution maps that are integral
toral automorphisms of the 2n-dimensional phase space,T 2n ,
i.e., elements of the symplectic group Sp2n [Z], acting on
points of the torus T 2n of radius R ≡ 1 mod 1.
The completely chaotic and mixing dynamics is described
by the maximally hyperbolic elements of this group, i.e.,
whose eigenvalues are pairs of positive real numbers,(λ >
1, 1/λ < 1), thus decomposing the phase space into symplectic planes with hyperbolic motion [3,13,57].
In Sec. III we discuss how to obtain elements of Sp2n [Z],
which describe n coupled Arnold cat maps that are maximally
hyperbolic. Starting from the most general way for linearly
coupling Fibonacci integer sequences, we construct a family of coupled Arnold cat map lattices (CACMLs) in any
dimension d = 1, 2, . . . imposing symplectic interactions of
tuneable nonlocality, and we show that they are all maximally
hyperbolic toral automorphisms.
In Sec. IV for the case of translation-invariant couplings, in
d = 1, we determine explicitly all the orbits of the CACML
(periodic and nonperiodic).
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In Sec. V we discuss further measures of STC, namely,
the Lyapunov spectra and the Kolmogorov-Sinai entropy, and
find that the latter scales as the volume of the system. This
property is a significant check of the consistency of our calculations and shows that the CACML defined in this way
does have sensible thermodynamics. We observe also that the
Kolmogorov-Sinai entropy is a good proxy for the mixing
time (scrambling) of the dynamical system: the bigger the
K-S entropy the faster the mixing time, so by tuning the K-S
entropy with the parameters of the system we can tune its mixing time. The corresponding property for the quantum system
pertains to the entanglement entropy of subsystems and its
time evolution (cf. also [58,59]). We discuss the dependence
of the Lyapunov spectra on the dimensionality, the size of the
system, n, the strength G, and the range, l, of the interactions.
In Sec. VI we determine the periods of the periodic orbits.
To do that we discretize the toroidal phase space by considering all the initial conditions, which are rational numbers
with a common demoninator N. This new phase space we call
T 2n [N]. In this discrete phase space the toral automorphisms
are elements of the group Sp2n [ZN ]. The set of all periodic
orbits of the corresponding dynamical systems on the continuous phase space T 2n [R] are given by the set of all different
orbits of the CACML in T 2n [N] mod N, by considering all
possible values of N.
The spectra of the periods T [N] of the CACML are the
lengths of its orbits, and they are random functions of N.
They are determined by properties of the matrix Fibonacci
polynomials mod N.
We study numerically the spectrum of the periods, for
fixed values of the number n of coupled Arnol’d cat maps,
the modular integer N, and the strength and the range of the
interactions. We observe, as might be expected, a random and
stronger dependence on N for larger values of n, as well for
increasing values of the strength and the range of interactions.
In Sec. VII we present our conclusions and possible applications, as well as open problems.
In Appendix A we review, for completeness, some useful properties of the Fibonacci polynomials and their matrix
generalizations, and in Appendix B we determine and discuss
possible conserved quantities of the ACML systems, which
can be expressed as quadratic functions of the position and
momenta of the system. The corresponding conservation laws
restrict the volume of the toroidal phase space available to the
trajectories of the system and lead to the vanishing of some
of the Lyapunov exponents of the system (namely, through
eigenvectors of the evolution operator with eigenvalue one).
at the mth time step (m = 0, 1, 2, . . .), along with the initial
condition xm=0 = x0 ∈ T 2n . We have taken the length of the
sides of the torus equal to 1.
In this notation, xm = (qm , pm ), where qm and pm are the
positions and the momenta of the n particles at time step m.
By definition any element M ∈ Sp2n [Z] preserves the
(symplectic) inner product, x′ , x of any two vectors x and
x′ ,
x′ , x =
I=1
(qI p′I − qI′ pI ).
This inner product can be rewritten as
′
T
x , x = x′ Jx,
where J is the symplectic matrix
0
−In×n
J=
.
In×n
0
(2.2)
(2.3)
(2.4)
We can decompose M in blocks of n × n (integer) matrices
A B
.
(2.5)
M=
C D
The invariance of J under the action of any element M ∈
Sp2n [Z],
J = MT JM,
(2.6)
implies the constraints
AT D − CT B = In×n ,
AT C = CT A,
T
(2.7)
T
B D = D B.
The second and third constraints express that AT C and BT D
are symmetric, integer-valued, matrices.
To visualize the motion, in the toroidal phase space, T 2n ,
under the action of M, it is useful to decompose it into
“simpler” actions. It is possible to show that any matrix M ∈
Sp2n [Z] can be decomposed into the product of three, simpler, symplectic matrices that generate the symplectic group,
namely,
T
U
In×n SR
In×n
0
0
,
(2.8)
M=
SL In×n
0
In×n
0
U−1
where SR,L are integer symmetric matrices and U an invertible, integer matrix, which can be determined, given the
matrices A, B, C, D, as follows:
U = AT ,
II. DYNAMICS OF SYMPLECTIC AUTOMORPHISMS
OF THE TOROIDAL PHASE SPACE T 2n
In this section we provide a short review of the mathematical tools that are necessary for studying the dynamics of n
particles, in a toroidal phase space, T 2n = R2n /(Zn × Zn ).
The discrete time evolution will be described by discrete time
maps, M, that are elements of the symplectic group, Sp2n [Z],
that act on the toroidal phase space as
xm+1 ≡ xm M mod 1
n
(2.1)
SL = CA−1 ,
(2.9)
−1
SR = A B.
These relations hold, iff A is invertible, with integer entries. If
this isn’t the case, it is possible to redefine M so that A does
have the desired properties.
This decomposition also will be useful for the study of
the quantum mechanics of this system, since the properties of
the unitary evolution operator of the latter are, indeed, those
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AXENIDES, FLORATOS, AND NICOLIS
of the metaplectic representation of the symplectic group
[51,60].
An explicit example is that of the single Arnol’d cat map
(n = 1), which can be written as
1 0
1 1
1 1
=
M=
1
,
(2.10)
1 1 2×2 0 1
1 2
and the exercise we shall solve in the following sections is to
find the generalization for n such maps.
Let us now consider the initial condition, x0 =
(k1 /N, k2 /N, . . . , kn /N, l1 /N, l2 /N, . . . , ln /N ),
with
0 kI N, 0 lI N, and kI , lI , N integers. Since the
length of each side of the hypercube that defines T 2n is taken
equal to 1, the evolution equation (2.1) can be rewritten as
(k, l )m+1 = (k, l )m M mod N.
(2.11)
The set of vectors (k, l ) mod N defines the lattice ZnN ×
which can be identified with T 2n [N]. Since the number
of rational points of T 2n , with fixed denominator N, is equal
to N 2n , the matrix M mod N, which belongs to the finite group
Sp2n [ZN ], has a finite period, T [N], where T [N] is the smallest integer such that MT [N] ≡ In×n mod N.
This period does not depend, generically, on the initial
condition and, thus, defines the length of the corresponding
periodic orbit. It does depend “randomly” on N, and, for large
N, there exist “short” periodic orbits, for which T [N] << N.
It is known, for the case n = 1 [61] and M the Arnol’d cat
map, that the smallest period corresponds to N, a Fibonacci
integer, fq . In this case, T [ fq ] = 2q.
What is significant about the period, T [N], of the hyperbolic map, M, is that it controls the rate of “spreading,” with
time, of a localized distribution of initial conditions and, due
to the compactness of the phase space, the rate of mixing
[61]. Although, for finite N, there isn’t any rigorous notion of
ergodicity and of mixing, we can get important information,
for reasonably large values of N, about the mixing time by
considering evolution times equal to half of the period. In the
case of the Arnol’d cat map, for N a Fibonacci integer, the
mixing time, tmixing scales as log N.
It is this property that implies that the dynamics of the
Arnol’d cat map is chaotic and that it is possible to acquire
information about the chaotic behavior by studying orbits
whose period takes “large” values. The reason is that it is
known that chaotic orbits, whether for Hamiltonian or nonHamiltonian systems, essentially can be identified as unstable
periodic orbits of infinite period [2,17]. For chaotic systems,
described by the dynamics of symplectic linear maps, i.e.,
elements of Sp2n [Z] and phase space T 2n , these linear maps
must be hyperbolic, i.e., their eigenvalues must be real and
positive.
One consequence of the above is that these eigenvalues
come in pairs, (λ, 1/λ), with λ > 1. These pairs define planes
in the 2n-dimensional phase space, spanned by the corresponding eigenvectors, where the flow expands along the
eigenvector, corresponding to the eigenvalue λ and contracts
along the eigenvector, corresponding to the eigenvalue 1/λ.
Closing this section we recall, for completeness, properties
of the finite group Sp2n [ZN ].
The mod N reduction of the symplectic group, Sp2n [Z],
defines the finite symplectic group, Sp2n [ZN ] as follows:
Sp2n [ZN ] = {M mod N, ∀M ∈ Sp2n [Z]}.
(2.12)
The mod N reduction is a homomorphism from Sp2n [Z] to
Sp2n [ZN ], with kernel the principal congruent subgroup,
Ŵsp [N] = {M ∈ Sp2n [Z]|M ≡ I2n×2n mod N }.
(2.13)
We can describe the decomposition of the finite group
Sp2n [ZN ] into the direct product of finite groups of the form
Sp2n [Z pk ], where p is a prime and k is a positive integer,
corresponding to the decomposition in prime factors of N
N=
L
pkl l .
(2.14)
l=1
Indeed, using the Chinese Remainder Theorem [62], we can
show that
ZnN ,
Sp2n [ZN ] =
L
Sp2n Z pkl .
(2.15)
l
l=1
This allows us to obtain the order of the group, Sp2n [ZN ],
since the order of each term of this decomposition is known,
namely [63],
ord(Sp2n [Z pk ]) = p(2k−1)n
2
+(k−1)n
n
i=1
(p2i − 1).
(2.16)
III. INTERACTING ARNOL’D CAT MAPS FROM
SYMPLECTIC COUPLINGS OF n, k-FIBONACCI
SEQUENCES
In the previous section we defined evolution operators
Sp2n [Z] ∋ M : T 2n → T 2n that act on the points of the 2ntorus. These evolution operators describe the dynamics in the
phase space of n oscillators, each defined on a lattice of n sites.
However, this construction doesn’t show how the oscillators
are actually coupled. So we must show how it is possible
to obtain the evolution operator of n oscillators, in terms of
the evolution operator of one oscillator, and how the phase
space of one is embedded in the phase space of all. This is the
subject of the present section.
We shall show how to couple n Arnol’d cat maps. We know
that the evolution operator for each is an element of Sp2 [Z],
the set of rational points of a 2-torus, T 2 . The total phase
space of the system will be T 2n , and the 2n-dimensional torus
and the proposed dynamics will be described by appropriate
elements of the symplectic group, Sp2n [Z].
The idea is to exploit the known correspondence between
the Arnol’d cat map and the Fibonacci sequence and describe
the coupling between the Arnol’d cat maps by the coupling
between the sequences, so that the evolution operators of
n coupled Arnol’d cat maps can be understood as iteration
matrices of n coupled generalized Fibonacci sequences.
Coupled Fibonacci sequences have been considered in the
literature, for instance, in [64–66]. However, in these papers
the possible applications to Hamiltonian dynamics were not
the topic of interest and, moreover, the corresponding maps
were not symplectic.
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ARNOL’D CAT MAP LATTICES
In the literature it has been a matter of debate how to couple
together Arnol’d cat maps. What we propose in this paper
is to define the coupling between Arnol’d cat maps, through
the coupling between generalized Fibonacci sequences, by
requiring that the resulting map be symplectic.
To understand how this works, let us show how this works
for two maps.
We shall define the coupling between two n = 2 cat maps
using the coupling between n = 2 generalized Fibonacci sequences, { fm } and {gm } (but we write the expressions in a way
that generalizes immediately to arbitrary n), as follows:
of Sp4 [Z]:
0
A=
1
⎛
0
⎜0
⎜
⎝1
0
(3.1)
where ai , bi , ci , di are integers, f0 = 0 = g0 and f1 = 1 = g1
are the initial conditions, and m = 1, 2, 3, . . .. A by-product
of our analysis will be how to define the coupling between
k-Fibonacci sequences (in particular the case k = 1, which
corresponds to the case of two Arnol’d cat maps).
Based on the properties of symplectic matrices that we
reviewed in the previous section, we write these equations in
the following matrix form:
⎞
⎞⎛
⎞ ⎛
⎛
fm−1
0
0
1
0
fm
⎜
⎟
⎜gm ⎟ ⎜ 0
0
0
1⎟
⎟ ⎜gm−1 ⎟
⎟ ⎜
Xm+1 ≡ ⎜
⎝ fm+1 ⎠ = ⎝b1 d1 a1 c1 ⎠ ⎝ fm ⎠ .
gm
d2 b2 c2 a2
gm+1
Xm
(3.2)
In this expression we now focus on the 2 × 2 matrices
a
c1
d1
b
, C≡ 1
D≡ 1
c2 a2
d2 b2
(3.3)
in terms of which the one-time-step evolution equation (3.2)
can be written in block form as
0n×n In×n
Xm+1 =
Xm .
(3.4)
D
C
In analogy with the case of a single Fibonacci sequence and
its relation with the Arnol’d cat map, we impose the constraint
[cf. (A3)]
T
0n×n In×n
0n×n In×n
= −J.
(3.5)
J
D
C
D
C
C = CT .
(3.6)
Therefore a1 = k1 , a2 = k2 , c1 = c2 = c.
In terms of these parameters, the recursion relations take
the form
fm+1 = k1 fm + fm−1 + cgm ,
gm+1 = k2 gm + gm−1 + c fm
(3.7)
and can be identified as describing a particular coupling between a k1 - and a k2 -Fibonacci sequence (cf. Appendix A).
This particular coupling is determined by the condition
that the square of the evolution matrix is an element
0
0
0
1
⎛
1
0
k1
c
2
⇒M=A =
⎞2
0
1⎟
⎟
c⎠
k2
1
0
⎜
⎜0
=⎜
⎜k
⎝ 1
1
c
c
c2 + k12 + 1
c
1
C
C
1 + C2
.
(3.8)
k2
k1
c(k1 + k2 )
c
⎞
⎟
⎟
⎟
c(k1 + k2 ) ⎟
⎠
2
2
c + k2 + 1
k2
(3.9)
and represents the discrete time evolution matrix for the coupling of two “generalized” Arnol’d cat maps.
We remark that, if c = 0 and k1 = k2 = 1, we recover two,
decoupled, Arnol’d cat maps; if c = 0 and k1 = k2 = 1, we
can, thereby, identify two “coupled” Arnol’d cat maps, while,
if k1 = k2 = k, the system decouples into two, independent,
(k + c), resp. (k − c) cat maps, for fm ± gm .
The generalization to n cat maps proceeds as follows: We
choose two diagonal matrices, of positive integers, KIJ =
KI δIJ and GIJ = GI δIJ , with I, J = 1, 2, . . . , n. If KI = 1, the
cat maps are Arnol’d cat maps, with their coupling defined by
the vector GI .
One way to write the coupling between the maps is, once
more, to work with the (generalized) Fibonacci sequences. To
this end, we define the translation operator, P and, for n > 2,
we can distinguish between a “closed” and an “open” chain,
of maps, by defining PI,J = δI−1,J mod n for the former (and
setting P1,n = 0 = Pn,1 for the latter). The periodicity is expressed by the fact that Pn = In×n . Moreover, P is orthogonal,
since PPT = In×n .
Now we can define the coupling matrix for n sequences as
C = K + PG + GPT .
(3.10)
The corresponding 2n × 2n evolution matrix, A is given by
0n×n In×n
(3.11)
A=
In×n
C
This condition implies that
D = In×n
C
The role of the coupling is played by the integer c. In
components,
fm+1 = a1 fm + b1 fm−1 + c1 gm + d1 gm−1 ,
gm+1 = a2 gm + b2 gm−1 + c2 fm + d2 fm−1 ,
1
and satisfies the relation AT JA = −J. Its square,
In×n
C
2
M=A =
.
C
In×n + C2
(3.12)
This satisfies the relation MT JM = J, showing that M ∈
Sp2n [Z].
Since A is symmetric (from the property that C = CT ), M
is positive definite and its eigenvalues come in pairs, (λ, 1/λ),
with λ > 1. This property implies that, for all matrices K and
G, this system of coupled maps is hyperbolic.
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It is possible to decompose the classical evolution matrix
M in terms of the generators of the symplectic group (2.8)
In×n
C
In×n 0n×n
.
(3.13)
M=
C
In×n
0n×n In×n
Moreover each factor generates, for any symmetric, integer,
matrix C, an Abelian subgroup of Sp2n [Z]. These factors are
called “left” (resp. “right”) translations.
Equation (3.12) is, indeed, a key result of our paper, since
it shows how the evolution operator of n cat maps is defined
from the evolution operator of the individual maps, in a way
consistent with symplectic covariance.
If C = In×n , we have n decoupled Arnol’d cat maps, while
the off-diagonal elements of C describe their interaction. If
C is diagonal, we have decoupled cat maps, and the band
structure of C encodes the (non-)locality of the interactions.
(This will become clearer when we shall discuss the dynamics
in configuration space.)
An important special case arises if we impose translation
invariance along the chain of maps, i.e., KI = K and GI = G
for all I = 1, 2, . . . , n.
⎛
As an example of the translation invariant closed chain, we
present below the matrix C, for n = 3:
⎛
K
C = ⎝G
G
⎛
0
⎜0
⎜
⎜0
A=⎜
⎜1
⎜
⎝0
0
0
K
G
⎜
⎜0
⎜
⎜0
⎜
M=⎜
⎜K
⎜
⎜G
⎝
G
1
0
0
1
G
G
K
G
G
G
K
G
2G2 + K 2 + 1
G2 + 2GK
G
K
It is interesting that the coupling G appears, not only, in the
off-diagonal 3 × 3 blocks, but, also, in the diagonal elements
of the lower block. On the other hand, setting G = 0 we
recover the case of three, decoupled “k-Arnol’d” cat maps.
Let us now consider the case of the open chain. The only
change involves the operator P, which now must be defined as
PIJ = δI−1,J , for I, J = 1, 2, . . . , n. Due to the absence of the
mod n operation, the “far nondiagonal” (upper right and lower
left) elements are now zero. This express the property that the
nth Fibonacci is not coupled to the first one (and vice versa).
For both, closed or open, chains, we observe certain algebraic properties of the evolution matrix, A. The k-Fibonacci
sequence has the important property that the elements of the
matrix A(k)m are arranged in columns of consecutive pairs of
the sequence. We shall show that this property can be generalized for n interacting k-Fibonacci sequences as follows.
Theorem 1. The mth power of the evolution matrix, A [cf.
Eq. (3.11)] can be written as
Cm−1
Cm
m
A =
,
(3.17)
Cm
Cm+1
where C0 = 0n×n , C1 = In×n and Cm+1 = CCm + Cm−1 , with
m = 1, 2, 3, . . .. This matrix recursion relation generalizes to
matrices the k-Fibonacci sequence for numbers and holds for
any matrix, C, and in particular for the (symmetric, integer)
matrix C, defined by Eq. (3.10).
(3.14)
0
0
0
0
1
0
0
0
0
0
0
1
1
0
0
K
G
G
0
1
0
G
K
G
⎞
0
0⎟
⎟
1⎟
⎟,
G⎟
⎟
G⎠
K
(3.15)
and the symplectic map, M = A2 , of three, coupled K-Arnol’d
cat maps, is given by the expression
0
G2 + 2GK
⎞
G
G⎠.
K
The corresponding evolution map, A, that describes three,
coupled, K-Arnol’d cat maps, is a 6 × 6 matrix, given by the
expression
1
G2 + 2GK
G
K
G
⎞
G
⎟
⎟
⎟
⎟
⎟
⎟.
2
G + 2GK ⎟
⎟
G2 + 2GK ⎟
⎠
2G2 + K 2 + 1
G
K
2G2 + K 2 + 1
G2 + 2GK
(3.16)
Proof. The proof is by induction. For m = 1 it is true, by
definition. If we assume it holds for m > 1, then, by the relation Am+1 = A · Am , we immediately establish that it holds
for m + 1.
It is straightforward to generalize this construction to take
into account interactions between next-to-nearest neighbors
and so on. For the case of the closed chain, the most general
construction is encoded in the matrix C. Its definition (3.10)
can be written as
[n/2]−1
C = KIn×n +
l=1
(Pl Gl + Gl [PT ]l ).
(3.18)
The label l refers to the neighborhood: l = 1 labels the nearest
neighbors, l = 2 the next-to-nearest neighbors, and so on. The
farthest neighbors, on the closed chain, are [n/2] − 1 sites
apart.
The matrices Gl are all diagonal, with integer entries, and
represent the couplings between the maps, at different sites
of the lattice. By construction, the matrix C is symmetric,
therefore the evolution matrix M ∈ Sp2n [Z].
Imposing, once more, translation invariance, the matrices
Gl = Gl In×n , therefore, C becomes
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[n/2]−1
C = KIn×n +
l=1
Gl (Pl + [PT ]l ).
(3.19)
PHYSICAL REVIEW E 107, 064206 (2023)
ARNOL’D CAT MAP LATTICES
The chaotic properties of the corresponding matrix M, depend
strongly on how Gl depends on l; namely, whether Gl decreases, is independent of, or increases with l.
As an illustration, we show the matrix C for n = 7, which
can describe couplings up to third nearest neighbors:
⎞
⎛
K G1 G2 G3 G3 G2 G1
⎜G1 K G1 G2 G3 G3 G2 ⎟
⎟
⎜
⎜G2 G1 K G1 G2 G3 G3 ⎟
⎟
⎜
⎟
(3.20)
C=⎜
⎜G3 G2 G1 K G1 G2 G3 ⎟.
⎜G3 G3 G2 G1 K G1 G2 ⎟
⎟
⎜
⎝G2 G3 G3 G2 G1 K G1 ⎠
G1 G2 G3 G3 G2 G1 K
Here we have assumed translation invariance, K = KIn×n , and
we remark that all pairs of symmetric diagonals contain identical elements, G1 , G2 , . . . , G[n/2]−1 = G3 (for n = 7).
Another direction involves considering higher dimensional
lattices of coupled Arnol’d cat maps. For example, the case of
the square lattice (with periodic boundary conditions) can be
described in the following way.
Let fm(I,J ) be the family of sequences, at time step m,
where I, J = 0, 1, 2, . . . , n − 1. Therefore we have n2 Fibonacci sequences. The neighbors of the site (I, J ) are taken
as (I ± 1, J ) and (I, J ± 1). The translation operators, which
connect any site with its neighbors, are P ⊗ In×n , PT ⊗
In×n , In×n ⊗ P, and In×n ⊗ PT . It is easy to convince oneself that these translation operators determine the order of
the n2 Fibonacci sequences along a vector of length n2 .
More explicitly, the ordering is the “lexicographic” ordering.
The second index, J, of fn(I,J ) , is the “fast” index, while
the index I is the “slow” index. In row form the ordering
is the following: ( fm(0,0) , fm(0,1) , . . . , fm(0,n−1) , fm(1,0) , fm(1,1) , . . . ,
fm(1,n−1) , . . . , fm(n−1,0) , fm(n−1,1) , . . . , fm(n−1,n−1) ).
The corresponding matrix C, which encodes the couplings
between nearest neighbors, contains two, diagonal, n2 × n2 ,
matrices, one of which is K, just as for the case of the chain,
along with another matrix G, which contains all the nearestneighbor couplings.
Schematically,
C = K + (P ⊗ I + I ⊗ P)G + G(PT ⊗ I + I ⊗ PT ). (3.21)
In analogy with the one-dimensional case, interactions involving larger neighborhoods can be described by replacing
P, respectively, PT , by Pl , respectively [PT ]l . Higher dimensional (hypercubic) lattices of Arnol’d cat maps can be
described in the same way.
In summary we have constructed the evolution operator for
n Arnol’d cat maps in a way that is consistent with its action
as an element of Sp2n [Z] on the torus T 2n and have shown
how it is built up from the evolution operator of the individual
maps.
If the coordinates of the initial condition are rational then,
as we have explained, the mod 1 operation, which expresses
the fact that the action takes place on the torus, is replaced
by the mod N operation, where N is the least common multiple of the denominators of the coordinates. These symplectic
maps are all elements of Sp2n [Z], since the matrices K and Gl
are all integer-valued. Applying the restriction of the mod N
operation, these maps belong to the group Sp2n [ZN ] and act
on the toroidal lattice T 2n [N]. As noted before, all the orbits
will be periodic, with period T [N] of the corresponding map
M (3.12).
The next step in the study of the dynamics of the map, M,
entails computing its spectrum—from which we can deduce
the Lyapunov exponents and hence the Kolmogorov-Sinai
entropy—and its eigenvectors. This calculation is facilitated
by studying the equations of motion in configuration space,
where, indeed, locality makes more sense than in phase space.
In the next section, therefore, we shall construct, explicitly, starting from Hamilton’s equations, the corresponding
Newton’s equations, which describe the discrete time evolution of the position variables as well as their solutions.
For the case of translation-invariant couplings, i.e., K and
G constant (first, for nearest-neighbor interactions, and, subsequently, for any range 1 < L [n/2] − 1), they take into
account the degree of locality of the interactions through their
dependence on L, the number of interacting neighbors. L = 1
means nearest-neighbor interactions and so on. A particularly
striking property of the equations in configuration space is
that these n coupled maps describe a system of n coupled
inverted harmonic oscillators that don’t exhibit runaway behavior, since this is “cured” by the compactness of the phase
space.
IV. FROM HAMILTON’S TO NEWTON’S DISCRETE
TIME EQUATIONS
The classical equations of motion
xm+1 = xm M,
(4.1)
where m is the iteration time step of the map, can be written
in terms of positions, qm , and momenta, pm , as
1
C
,
(qm+1 , pm+1 ) = (qm , pm )
C 1 + C2
qm+1 = qm + pm C,
(4.2)
2
pm+1 = qm C + pm (1 + C ).
Since C is symmetric, we can unclutter notation considerably
by omitting the “transpose” symbol. Henceforth the row vectors are written without it.
We may solve the first of the last two equations for pm ,
pm = qm+1 C−1 − qm C−1 ⇔ pm+1 = qm+2 C−1 − qm+1 C−1 ,
(4.3)
and insert the result in the second, in order to obtain a recursion relation for qm only, i.e., Newton’s equations of motion:
qm+1 − 2qm + qm−1 = qm C2 .
(4.4)
This equation describes the discrete time evolution of n coupled Arnol’d cat maps, using only the coordinates in position
space. It highlights that the locality properties of the system
are encoded in the band structure of the symmetric matrix C.
This procedure assumes that C is invertible, which fails
to hold when C has a zero mode, which corresponds to a
conserved quantity. In this case, the evolution matrix, M, has
an eigenvalue equal to 1 (for each zero mode). This, in turn,
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AXENIDES, FLORATOS, AND NICOLIS
implies that, if we choose as initial conditions the zero mode
itself, this will not evolve in time. However, we do not need to
assume that C is invertible, in order to obtain Eq. (4.4). In the
following, we shall consider the case of the nonzero modes
and discuss the zero modes separately.
In the subspace of the nonzero modes, the matrix C2 is, by
construction, positive definite, and Eq. (4.4) describes coupled
inverted harmonic oscillators; the coupling is repulsive. The
interest for this system stems from the fact that the phase space
of each of these particles is a two-dimensional torus, so the
motion is strongly chaotic and mixing (cf. also [59]).
We now decouple the modes of Newton’s equations and
diagonalize C by
transform, F† CF ≡ D where
√ (finite) Fourier
√
FIJ = e2πiIJ/n / n ≡ ωnIJ / n. We define the mode variable
rm by qm ≡ rm F. The mode variable rm satisfies Newton’s
equation of motion in the form
rm+1 − 2rm + rm−1 = rm D2 ,
(4.5)
where DIJ = δIJ DJ , with
2π J
(4.6)
n
for the case of nearest-neighbor interactions. We note here
that, if n is even, then the mode J0 = n/2 has zero eigenvalue,
when K = 2G. If n is odd, on the other hand, a zero mode
cannot exist, because K and G are positive integers.
It is possible to include the case of couplings beyond nearest neighbors, i.e., Gl , with 1 < l (n − 1)/2, as follows:
n−1
2
2π lJ
.
(4.7)
Gl cos
DJ = K + 2
n
l=1
DJ = K + 2G cos
We shall now determine the discrete time evolution of the
normal modes of the chain, by setting (rm )I = rI,m ≡ δIJ ρIm aJ
(where I, J = 1, 2, . . . , n). We duly find a quadratic equation for ρI :
|DI |
2 + D2I
±
ρI2 − 2 + D2I ρI + 1 = 0 ⇔ ρ±,I =
D2I + 4.
2
2
Thus the general solution, for rm can be written as
rm =
a+ ρ+m
+
a− ρ−m ,
(4.9)
and the solution, in terms of qm , is
qm = rm F.
(4.10)
−1
−1
The initial conditions are (q0 , p0 ) = (q0 , q1 C − q0 C ) or,
equivalently, (q0 , q1 ).
We can express the coefficients, a± , in terms of the modes,
r0 and r1 (where ρ± are the diagonal matrices, with elements
ρI,± )
r0 = a+ + a−
a = (r1 − r0 ρ− )(ρ+ − ρ− )−1
⇔ +
.
r1 = a+ ρ+ + a− ρ−
a− = (r0 ρ+ − r1 )(ρ+ − ρ− )−1
(4.11)
These equations, of course, hold only for the nonzero mode
sector, since they are degenerate for the zero modes. For the
zero modes (rm )I = (r0 )I and, similarly, for the corresponding
zero modes of the momenta.
By defining ν± ≡ F† ρ± F, we obtain the exact solution of
Eq. (4.4), for the discrete time evolution of the positions, qm ,
in the form
qm = [(q0 ν+ − q1 )ν+m + (q1 − q0 ν+ )ν−m ](ν+ − ν− ). (4.12)
We notice here that, for initial conditions, (q0 , q1 ) integer
vectors, qm , also will be integer for all times. This is obvious,
since the coupling matrix, C, appearing in Eq. (4.4) is integervalued.
Studying the periodic trajectories, we restricted the initial
conditions to be integer vectors-mod N. In order to find, at
any time step, m, the position qm inside the torus T 2n [ZN ]
we have to realize mod N reduction in Eq. (4.12). The modes
are coupled, in position space, through the matrices ν± . In
components, these read
1
†
(ρ± )MK FKJ = ωn(J−I )K (ρ± )K
(ν± )IJ = FIM
(4.13)
n
since ρ± are diagonal.
(4.8)
We remark that ν± are real, symmetric, and positive definite matrices since (ρ± )K = (ρ± )n−K , for K =
0, 1, 2, . . . , n − 1 and their product ν+ ν− = In×n , since
ρ+ ρ− = In×n .
Having determined explicitly all the periodic orbits of the
system, we shall now study the spectrum of the Lyapunov
exponents.
V. TUNEABLE NONLOCALITY, LYAPUNOV SPECTRA,
AND K-S ENTROPY
In this section we shall obtain analytic expressions for the
Lyapunov spectra and the Kolmogorov-Sinai entropy, based
on the calculations of the previous sections, and we shall discuss their significance for the mixing (scrambling) properties
of the ACML chaotic systems.
Let us start with the spectrum of the Lyapunov exponents,
λI , I = 0, 1, 2, . . . , n − 1, which characterize the spatiotemporal chaotic properties of the chain.
We shall consider two cases:
(1) The case of nearest-neighbor (nn) interactions, viz.,
when Gl = G for l = 1 and 0 for l > 1.
(2) The case of longer-range interactions, viz., when Gl =
0, for l > L, L = 2, 3, .., [(n − 1)/2].
In both cases, the Lyapunov exponents are defined by cf.
(4.8),
|DI |
2 + D2I
2
λ±,I = log ρ±,I = log
±
DI + 4 . (5.1)
2
2
In general, the DJ are given by the expression
[ n−1
2 ]
2π lJ
.
Gl cos
DJ = K + 2
n
l=1
(5.2)
In the first case, typical density plots for the spectra are shown
in Fig. 1.
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(K )
FIG. 1. Histogram of the sorted Lyapunov spectra, of λ+,I
vs I = 0, 1, 2, . . . , n − 1, for n = 100, G = 1, nearest-neighbor interactions:
L = 1–and K = 1, 2, 3.
In the second case, we shall consider uniform couplings,
viz., Gl = G, for l = 1 to l = L < (n − 1)/2 and Gl = 0 for
l > L.
This particular choice is interesting for two reasons: First,
we can compute the sum explicitly, viz.,
DJ(L) = K + 2G
sin(JLπ /n)
cos[π (L + 1)J/n]
sin(Jπ /n)
(5.3)
typical example for the density plot of the spectrum of the
Lyapunov exponents in this case is shown in Fig. 2. An important consistency check of our calculations is that the sum
of the positive Lyapunov exponents, for large values of n,
is a linear function of n. Indeed, this sum can be identified
with the rate of entropy production, which is known as the
Kolmogorov-Sinai entropy [67,68],
for J = 1, 2, . . . , n − 1 [and 1 L (n − 1)/2]. The case
J = 0 must be treated separately, since D0(L) = K + 2GL. A
SKS =
n−1
I=0
λ+,I .
(5.4)
(L)
FIG. 2. Histogram of the sorted Lyapunov spectra, λ+,I
, vs I = 0, 1, 2, . . . , n − 1, for uniform couplings, namely, K = 3, Gl = G =
1, n = 101, and L = 1, 2, 3.
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FIG. 3. The Kolmogorov–Sinai entropy, SKS , of Eq. (5.4) as a function of the chain length, n = 5–101, for K = 1, 2, 3 and G = 1. We
remark deviations from linear behavior at small chain lengths that become negligible at larger lengths.
We plot it, for the same values of K and G as above, for
nearest-neighbor interactions, L = 1, as a function of the
length of the chain, from n = 3 to n = 100, in Fig. 3. We
remark that, for small sizes, there are deviations from linear
behavior, which takes over at large sizes. We observe that the
slope of the K-S entropy is an increasing function of K.
For longer-range, uniform interactions, L = 5, the corresponding K-S entropy is displayed in Fig. 4.
Let us discuss now the importance of the above typical
behavior of the Lyapunov spectra and the K-S entropy. In
the examples we considered we notice the following four
properties of the ACML systems.
First, we see the increase of the average magnitude of the
Lyapunov exponents as functions of the size of the system n,
the coupling constant G, and the constant K, which plays a
role in the mass of the coupled chaotic units, i.e., the Arnold
cat maps.
Second, the shape (curvature) of the Lyapunov spectra
is tuneable, i.e., we may control it if we have many large
or many small Lyapunov exponents or a flat region in the
middle.
Third, we see the increase of the slope of the K-S entropy
as a function of K of the system, for fixed G and nearestneighbor interactions.
FIG. 4. Kolmogorov-Sinai entropy, for n = 5–101 Arnol’d cat maps, K = 3, G = 1 with ranges L = 1 and L = 5.
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Fourth, somewhat surprisingly, the long-range interactions,
generically, do not increase the average magnitude of the
Lyapunov exponents and consequently the K-S entropy—this
can be understood as a result of the oscillations in the spectra
of the Lyapunov exponents.
All these four properties are important for the tuneability
of the mixing properties of the system.
This system of n-coupled chaotic units (ACM) can be
proven by general theorems that it is mixing, because it is
ergodic and it has a compact-bounded phase space, the 2ndimensional torus. The mixing time of the system is defined
as the logarithm of the deviation from the uniform distribution
in time T for an initially chosen probability distribution in the
phase space, divided by the time T, in the large T limit.
The problem of the calculation of the mixing time is an
interesting exercise, whose solution for the present system
will be described in detail in a future publication [69]. For the
case of n = 1 it is equal to the 1/logarithm of the golden ratio
[70]. For n > 1 it is expected to be proportional to 1/SK−S .
In general we would expect that the mixing time is faster,
the greater the K-S entropy, but there are known counterexamples depending on the choice of the initial probability
distribution [71].
For quantum systems there is the conjecture, as we discussed in the introduction, that the black holes are the fastest
scramblers of the universe and their scrambling time is proportional to the logarithm of their entropy. However, whether
this scrambling time can be identified with the mixing time
of the quantum dynamical system is an open question, and
different scenarios have been proposed [72].
the order of the evolution matrix M mod N, T (N ), must be a
divisor of the order of Sp2n [ZN ].
In order to determine T (N ) we make use of Theorem
3.17 as follows: Since MT (N ) = I2n×2n mod N, it is obvious
that C2T (N )−1 ≡ In×n mod N and C2T (N ) ≡ 0 mod N, which
reduces the problem of finding the period to finding the
least value of m = T (N ), for which these two relations hold
simultaneously.
The period of M mod N is the smallest integer, T (N ), such
that
MT (N ) ≡ I2n×2n mod N.
(6.2)
This implies that
C2T (N )
C2T (N )−1
mod N
C2T (N )
C2T (N )+1
In×n 0n×n
≡
mod N.
0n×n In×n
MT (N ) =
(6.3)
Therefore C2T (N ) ≡ 0 mod N, C2T (N )−1 ≡ In×n mod N, and
C2T (N )+1 = C · C2T (N ) + C2T (N )−1 ≡ In×n mod N.
From
these relations it is easy to show that 2T (N ) is the period of
the sequence of matrices {Cm mod N}.
Proof. The starting point is the property that
C2T (N )−1 ≡ In×n mod N,
C2T (N ) ≡ 0n×n mod N.
(6.4)
This implies that
C2T (N )+1 = C · C2T (N ) + C2T (N )−1 ≡ In×n = C1 mod N,
C2T (N )+2 = C · In×n ≡ C = C2 mod N,
C2T (N )+3 = C · C2T (N )+2 + C2T (N )+1
VI. THE SPECTRA OF PERIODS OF ACML SYSTEMS
In this section we study the problem of finding the spectrum of the periods of the evolution operator M of n coupled
Arnol’d cat maps mod N. They are expected to be a random
function of N; however, for special values of N, a thorough
study along the lines of Falk and Dyson [61], which has been
done only for single cat map, n = 1, can lead only to bounds
and, only in some cases, to exact expressions.
In this section we shall present an algorithm for finding
the period of the evolution operator of n cat maps, using
properties of the matrix Fibonacci polynomials.
Since the dynamics is that of a system of coupled,
“inverted” harmonic oscillators—which are, however, constrained to a (compact) toroidal phase space, T 2n [N]—we
expect that this system describes maximally chaotic and mixing motion.
To be concrete consider the action of the evolution operator M [cf. Eq. (3.12)], for the system of n coupled Arnol’d
cat maps, on the discrete phase space T 2n [N]. According to
Theorem 3.17 the mth power of M is given by the expression
C2m−1
C2m
m
2m
,
(6.1)
M =A =
C2m
C2m+1
where C0 = 0, C1 = In×n and Cm+1 = CCm + Cm−1 , with
m = 1, 2, 3, . . ..
Since M ∈ Sp2n [Z], its mod N reduction belongs to
Sp2n [ZN ]. The order of the latter finite group can be determined using the relations (2.15) and (2.16). These imply that
≡ In×n + C2 = C3 mod N.
(6.5)
Now the key observation is that Cm is a polynomial in the
matrix C, with positive integer coefficients, and its degree is
equal to m − 1, which is even for m odd and odd for m even.
In fact, these polynomials turn out to be nothing other but the
so-called Fibonacci polynomials, now defined over the space
of integer matrices mod N.
The Fibonacci polynomials are defined by the recursion
relation [73]
Fm+1 (x) = xFm (x) + Fm−1 (x)
(6.6)
with x a formal variable and initial conditions F0 (x) = 0 and
F1 (x) = 1.
The Fibonacci polynomials have been extensively studied
for x ∈ R; what we note here is that they can be defined for
x = C, i.e., matrices, and many of their remarkable properties carry over to this case. In order, therefore, to find the
periods mod N we must find, for a given evolution matrix C,
the values of m, for which the matrix Fibonacci polynomial
F2T (N ) (x = C), vanishes and, simultaneously, F2T (N )−1 (x =
C) = In×n (mod N ).
Using that Cm = Fm (C) and their explicit formula we readily find that
[ m−1
2 ]
− j + m − 1 −2 j+m−1
C
Fm (C) =
,
(6.7)
j
j=0
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where [·] denotes the integer part of the argument.
The reason these polynomials are particularly useful here is
that the evolution in phase space is described by the recursion
relation
(qm , pm ) = (qm−1 , pm−1 ) · M = (q0 , p0 ) · Mm
F
(C)
F2m (C)
= (q0 , p0 ) 2m−1
,
F2m+1 (C)
F2m (C)
(6.8)
and we realize that the coefficients in the last expression are
the Fibonacci polynomials for matrices, which allow us to
write the evolution in phase space in closed form:
qm = q0 F2m−1 (C) + p0 F2m (C),
pm = q0 F2m (C) + p0 F2m+1 (C).
(6.9)
These equations highlight that at step m = T (N ), which is
defined by Eqs. (6.4), qT (N ) = q0 and pT (N ) = p0 , consistent
with T (N ) being the period of motion.
Our framework provides a significant amount freedom for
choosing the dynamics:
(1) The number of maps, n
(2) The positive integer, K, from the K-Fibonacci sequence
(3) The range of the nonlocality, l; l = 1 is for nearestneighbor interactions, l = 2 for next-to-nearest neighbor
interactions, and so on; l lmax = integer part(n − 1)/2.
(4) The couplings, Gl , for l = 1, 2, . . . , lmax , that are also
positive integers.
To simplify matters, we shall provide numerical examples
for the periods, T [N], by choosing all the couplings, Gl ≡
G, and for a given range of nonlocality. Moreover we shall
choose N = p a prime and n = 2–5 (so up to five maps). (The
case n = 1, of the one cat map, has been thoroughly studied
[28,53].)
For these choices, the expression for the order of the group
simplifies considerably:
ord(Sp2n [Z p ]) = pn
2
n
i=1
(p2i − 1).
principle the symplectic invariance of the phase space of the
n-body system.
In configuration space, each ACM is located on a single
site of the lattice and acts on a two-dimensional toroidal
phase space in a way that is hyperbolic and exhibits maximal
mixing.
Our method is based on the representation of the Arnol’d
cat map in terms of Fibonacci sequences with the n-body coupled ACM generalization being realized through the coupling
of n k-Fibonacci sequences.
The n-body system is thus defined on a 2n-dimensional
toroidal phase space, by the action of elements of the symplectic group Sp2n [Z], which is maximally hyperbolic and mixing,
due to the periodic boundary conditions.
The corresponding equations of motion in configuration
space are those of n, linearly coupled, inverted harmonic
oscillators. It is interesting to stress that it is the boundary conditions in the phase space that ensure that the system doesn’t
have runaway behavior. This is an example of how mechanical
systems, with unbounded potentials, can be understood as
chaotic systems, upon imposing periodic boundary conditions
in phase space.
The chaotic properties of the system as a whole are quite
intricate, despite the simplicity of the couplings. They depend,
indeed, on the possibility of tuning their locality and strength
and can be understood through their periods, Lyapunov spectra, and Kolmogorov-Sinai entropies. An interesting point,
which will be the subject of future work, is the discrete conformal symmetry that emerges when the range of the couplings
becomes maximal.
A further topic is the construction of quantum Arnol’d cat
map lattices, along with their continuum (scaling) limit as
field theories. It is here that the issues of closed subsystem
thermalization dynamics and the Eigenstate Thermalization
Hypothesis, as well as the saturation of the fast scrambling
bound for many-body systems can be framed and consistently
treated. A useful diagnostic for this is the set of so-called “out
of time-order correlation functions” [74,75].
(6.10)
To conclude this section we report on the results of the
numerical investigations for T (N ) for selected values of N and
K = G = 1 (cf. Fig. 5).
VII. CONCLUSIONS AND OUTLOOK
The study of classical and quantum chaotic field theories
has received considerable attention recently, inspired by work
in turbulence and the problem of statistical n-body thermalization (the so-called Eigenstate Thermalization Hypothesis),
as well as from the motivation to describe the quantum dynamics of black holes. To this end we started by setting forth
the description of the classical n-body lattice field theories,
whose fundamental constituents are Arnol’d cat maps. The
underlying quantum dynamics will be the subject of future
work.
More specifically, in this work we have presented the consistent Hamiltonian dynamics of coupled map lattices of n
classical chaotic oscillators—Arnol’d cat maps (ACM)—in
phase space and in configuration space—with the guiding
ACKNOWLEDGMENT
This research was funded by the CNRS IEA (International
Emerging Actions) program “Chaotic behavior of closed
quantum systems” under Contract No. 318687.
APPENDIX A: THE FIBONACCI POLYNOMIALS AND
THEIR BASIC PROPERTIES
The Fibonacci sequence is one of the integer sequences
which has been studied for a long time, and there are journals
dedicated to its properties and their applications. One generalization is provided by the sequence of polynomials, fm (x),
defined by
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f0 (x) = 0; f1 (x) = 1,
fm+1 (x) = x fm (x) + fm−1 (x),
(A1)
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FIG. 5. Period T (N ) for N = p11 = 31 (the 11th prime) to p31 = 113 (the 31st prime) for l = 1, n = 1 and 2. We remark the dramatic
change from n = 1, one map, to n = 2, two coupled maps. This reflects the dramatic increase in size of the order of the group.
which can be written in matrix form
fm−1 (x)
0 1
fm (x)
.
=
fm (x)
1 x
fm+1 (x)
(A2)
A(x)
The integer Fibonacci sequence is fm = fm (x = 1), and the
integer k-Fibonacci sequence corresponds to fm (x = k) with
k = 2, 3, . . ..
These sequences are related to the “golden” and “silver
ratios” by
√
fm+1 (x)
x + x2 + 4
lim
= γ (x) =
m→∞
fm (x)
2
The matrix A(x) is not a symplectic matrix, but it satisfies
A(x)T JA(x) = −J,
where J is the symplectic matrix (2.4), for n = 1.
(A3)
for x = 1 and 2, respectively.
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The Fibonacci polynomials are given explicitly by the relation
[ m−1
2 ]
− j + m − 1 −2 j+m−1
x
fm (x) =
,
(A5)
j
j=0
where [·] denotes the integer part of the argument.
The Fibonacci polynomials are generated by powers of the
matrix A(x) viz.,
(x)
fm (x)
f
A(x)m = m−1
.
(A6)
fm (x)
fm+1 (x)
This relation is the origin, in fact, of the properties of the
Fibonacci polynomials:
det Am (x) = fm−1 (x) fm+1 (x) − fm (x)2 = (−)m ,
A pq (x) = [A p (x)]q = [Aq (x)] p ,
(A7)
A p (x)Aq (x) = A p+q (x).
ρ(x)
m+1
m
= xρ(x) + ρ(x)
m−1
These imply that
f pq−1 (x)
f pq (x)
f (x)
f pq (x)
= p−1
f p (x)
f pq+1 (x)
f (x)
= q−1
fq (x)
2
⇔ ρ(x) − xρ(x) − 1 = 0 ⇔ ρ(x) ≡ ρ(x)± =
x±
√
x2 + 4
.
2
1
1
=√
2
ρ+ (x) − ρ− (x)
x +4
fm (x) =
−m
m
ρ(x)m
+ − (−) ρ(x)+
.
√
x2 + 4
qm = ma.
(A10)
It’s quite fascinating that the l.h.s. of this expression is a
polynomial in x that, moreover, takes integer values for integer
values of x!
1
aI = √ (−)I ,
n
In this section we study the conservation laws of the discrete evolution equations,
(B1)
[n/2]−1
n
l=1
Gl (Pl + [PT ]l ).
(B2)
In this equation q ∈ T , whose compactness ensures mixing
and implies that in Eq. (B1) there is an implicit “mod 1,” to
ensure that qm ∈ T n for all timesteps.
A conservation law is related either to the existence of
an eigenvalue equal to 1 of the evolution operator, M, or to
a degeneracy of eigenvalues of M. These, in turn, can be
recast in terms of properties of the matrix C. The first case
corresponds to a zero eigenvalue of C. The corresponding
(B4)
where I = 1, 2, . . . , n.
When couplings beyond those between nearest neighbors
are nonzero, n must still be even, and the condition on the
couplings, for the existence of a zero mode, becomes
where C is the symmetric, integer-valued matrix, given by the
expression (3.19),
C = KIn×n +
(B3)
This means that the corresponding Lyapunov exponent vanishes.
For the matrix C defined by Eq. (B2), when Gl = G for l =
1 and Gl = 0 for l > 1 (i.e., nearest-neighbor interactions),
we can verify that such an eigenvector always exists, when
K = 2G, and n is even and is given by the expression
APPENDIX B: THE CONSERVATION LAWS
OF ACML SYSTEMS
qm+1 − 2qm + qm−1 = qm C2 ,
(A9)
eigenvector, a ∈ T n , allows us to identify the symmetry as the
translation qm → qm + a. In this case, there exists a solution
of Newton’s equations which is linear in time, viz.,
whence we find that
and, therefore,
(A8)
For future reference, we call A2 ACM1 to indicate that it
describes the motion of a single particle. Below we shall study
the dynamics of n particles.
Since the matrix A(x) doesn’t depend on m, we can solve
the recursion relation in closed form by setting fm ≡ Cρ(x)m ,
and find the equation, satisfied by ρ(x) :
Therefore, we may express fm (x) as a linear combination of ρ+m (x) and ρ−m (x) = (−)m ρ+−m (x):
f = A+ + A− = 0
,
fm (x) = A+ ρ+m (x) + A− ρ−m (x) ⇔ 0
f1 = A+ ρ(x)+ + A− ρ(x)− = 1
A+ = −A− =
q
f p (x)
f p+1 (x)
p
fq (x)
.
fq+1 (x)
K +2
L
l=1
Gl (−)l = 0.
(B5)
Let us now consider the case when the spectrum of the matrix
C shows degeneracies, which, in turn, correspond to degeneracies in the spectrum of the Lyapunov exponents.
We observe that translation invariance in the target space,
q → q + a, corresponds to a symmetry that is an inhomogeneous transformation, which is the hallmark of zero modes,
while degeneracies correspond to symmetries given by homogeneous transformations.
To look for such transformations we work as follows: Since
the target space is a torus, there exists a group of transformations, beyond the translations mod 1, namely, the orthogonal
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group over the integers, On [Z]. By definition, an element
R ∈ On [Z] satisfies the condition RRT = In×n .
Applying such a transformation to the equation of motion,
we find that the condition
RT CR = C
(B6)
guarantees that these rotations are symmetries of the equations of motion.
All such transformations define a subgroup of On [Z], that
is, the invariance group of the ACML. In this case, the existence of a zero mode a leads to the existence of additional
zero modes, given by aR. This defines a linear subspace of
zero modes, labeled by all such matrices R.
That this group isn’t empty follows from the particular
form of the matrix C, which commutes with the matrix P. The
matrix P belongs to On [Z] and represents, by a shift along the
lattice, a rotation in the target space!
This particular symmetry is the reason for the degeneracy
in the spectrum, DI , I = 1, 2, . . . , n, namely,
DI = Dn−I
(B7)
So, finally, degeneracies of the spectrum of C, are explained
by the existence of rotations R ∈ On [Z], which commute with
P.
The above transformations describe discrete spatial translations as well as rotations in the target space; however, there
exists a further, important, symmetry, of the equations of
motion (B1), namely, that of discrete translations in time,
m → m + 1.
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