\input amstex \documentstyle{amsppt} \refstyle{A} \magnification=1200 \pageno=1 \def\a{\alpha} \def\la{\lambda} \def\La{\Lambda} \def\diam{\operatorname {diam}} \def\ov{\overline} \def\ve{\varepsilon} \def\loc{\text{ loc}} \leftheadtext{Ch. Bonatti, L. J. D\'\i az and M. Viana} \rightheadtext{Discontinuity of Hausdorff Dimension} \topmatter \title DISCONTINUITY OF THE HAUSDORFF DIMENSION OF HYPERBOLIC SETS \endtitle \author Ch. Bonatti, L. J. D\'\i az and M. Viana \footnote"*"{L.J.D. and M.V. are partially supported by CNPq, Brazil.\newline} \endauthor \abstract We prove that the Hausdorff dimension of a hyperbolic basic set may vary discontinuously with the dynamics if the dimension of the ambient manifold is bigger than two. This loss of continuity is associated to the occurrence of intersections between the stable (resp. unstable) manifold and the strong unstable (resp. strong stable) manifold of some periodic point. \endabstract \endtopmatter \heading 1. Introduction \endheading We begin by recalling a few basic facts concerning hyperbolicity and Hausdorff dimension, see e.g. \cite{HP} and \cite{F} for details. Given a $\Cal C^r$-diffeomorphism $f\colon M\to M$, $1\le r \le \infty$, we say that a compact $f$-invariant set $\La_f\subset M$ is {\it hyperbolic\/} if there is a splitting $E^s_{\La_f} \oplus E^u_{\La_f}$ of the tangent bundle $T_{\La_f}M$ and there are constants $C >0$, $\la<1$, such that $$|| D_x f^{n} (v)|| \le C \la^n ||v|| \text{\ \ \ and\ \ \ } || D_x f^{-n} (w)|| \le C \la^n ||w||$$ for all $v\in E^s_x$, $w\in E^u_x$, $x \in \La_f$ and $n\ge 1$. We call $\La_f$ a {\it basic set\/} if it is {\it transitive\/} (i.e. there is a dense orbit of $f$ in $\La_f$) and {\it isolated\/} (i.e. $\La_f =\cap_{i\in \Bbb Z} f^i (U)$ for some neighbourhood $U$ of $\La_f$) and contains a dense subset of periodic points. An important feature of basic sets is their persistence under perturbation of the dynamics: there is a neighbourhood $\Cal V^r$ of $f$ in Diff$^r(M)$ such that for all $g\in\Cal V^r$ $$\La_g = \bigcap_{i \in \Bbb Z} g^i (U) \text{\ \ \ (the\ {\it continuation}\ of\ }\La_f\text{)}$$ is a basic set of $g$ and, moreover, $g|\La_g$ is {\it conjugate\/} to $f|\La_f$: there is a homeomorphism $h\colon\La_f\to\La_g$ such that $(g|\La_g)\circ h=h\circ(f|\La_f)$. Given $\a>0$, the {\it Hausdorff $\a$-measure\/} of a compact metric space $X$ is $$m_\a (X) = \lim_{\ve \to 0^+} \inf \sum_{ U \in \Cal U} \diam (U)^\a,$$ where the infimum is taken over all finite coverings $\Cal U$ of $X$ by sets with diameter less than $\ve$. Then there is a unique $d\in[0,\infty]$ such that $m_\a (X) = \infty$ if $\a < d$ and $m_\a (X) = 0$ if $\a > d$. One calls $d$ the {\it Hausdorff dimension\/} of $X$ and writes $d =HD (X)$. Here we make use of the (easy) fact that the Hausdorff dimension is non-increasing under Lipschitz maps. The Hausdorff dimension of basic sets of surface diffeomorphisms depends in a quite regular way on the diffeomorphism: the function $$\Cal V^r\ni g \mapsto HD(\La_g)$$ is continuous, McCluskey-Manning \cite{MM} (see also \cite{PV1}), and even of class $\Cal C^{r-1}$, Ma\~n\'e \cite{M}. The purpose of this article is to prove that such a regularity of the Hausdorff dimension breaks down in higher dimensional manifolds: \proclaim{Theorem} Suppose $M$ is an $m$-manifold, $m\ge 3$. Then, for any $1\le r\le \infty$, the function $$\Cal V^r\ni g \mapsto HD(\La_g)$$ introduced above is, in general, not continuous. \endproclaim Let us give a brief sketch of the proof of this result, details being provided in the next section. Clearly, it is no restriction to consider $M=\Bbb R^{n+1}$, $n\ge 2$, and we do so from now on. We begin by taking a $\Cal C^r$-diffeomorphism $F$ of $\Bbb R^n$ with a basic set $\Sigma$ (a {\it horseshoe\/}) such that $F|\Sigma$ is conjugate to the full shift on two symbols. We assume that $HD (\Sigma)< 1$. Next, we let $1<\la <2$ and consider the diffeomorphism $$f\,\colon\, \Bbb R^n \times \Bbb R \to \Bbb R^n \times \Bbb R, \quad (X,x)\mapsto (F(X), \la x).$$ Note that $f$ also has a horseshoe $\La_f =\Sigma \times \{0\}$ and $HD (\La_f) = HD (\Sigma )<1.$ Let $P$ be some fixed point of $F$ in $\Sigma$. Then $(P,0)$ is a hyperbolic fixed point of $f$ and $$W^{s}((P,0),f)= W^{s}(P,F)\times \{0\} \text{ and } W^{u}((P,0),f)= W^{u}(P,F)\times \Bbb R.$$ For simplicity, we assume that every expanding eigenvalue of $DF(P)$ is larger than $2$ and then the strong unstable manifold of $(P,0)$ is $$W^{uu}((P,0),f)= W^{u}(P,F)\times \{0\}.$$ Since $W^{s}(P,F)$ and $W^{u}(P,F)$ meet transversely at some $Q\in \Bbb R^n$, the manifolds $W^{s} ((P,0),F)$ and $W^{uu} ((P,0),F)$ have a quasi-transverse intersection at $(Q,0)$. Now we consider arcs of $\Cal C^r$-diffeomorphisms $\{f_t\}_{t \in [-1,1]}$, with $f_0= f$, unfolding generically this intersection and we prove that the continuation $\La_t$ of $\La_0=\La_f$ satisfies $$HD (\La_t)\ge 1 \text{ for every small t\ne 0}$$ (actually, the strict inequality holds). Clearly this implies the Theorem. It is interesting to contrast this construction with some of the results in \cite{PV2}, where geometric invariants of hyperbolic basic sets in any dimension were considered, in a context of bifurcations of diffeomorphisms. Indeed, by Section 4 in that paper, invariants such as the Hausdorff dimension, the limit capacity or the thickness of basic sets, do vary continuously with the dynamics, {\it if one avoids homoclinic trajectories in strong stable or strong unstable manifolds\/} (such as we are making use of here). On the other hand, our present arguments, see also the construction of {\it cs-blenders\/} in \cite{BD, Section 2}, suggest that explosion of the Hausdorff dimension is a fairly general phenomenon in situations involving such {\it strong\/} homoclinic trajectories. In this direction we state \proclaim{Conjecture} Given any $m$-dimensional manifold $M$, $m\ge 3$, and $1\le r\le \infty$, there is a codimension $1$ submanifold $\Cal W^r$ of {\rm Diff\,}$^r(M)$ such that every $f\in\Cal W^r$ has a hyperbolic basic set $\La_f$ containing some strong homoclinic intersection and $f$ is a point of upper semi-discontinuity of the Hausdorff dimension of (the continuation of) $\La_f$. \endproclaim We close this section by posing the following natural question: \proclaim{Question} Is the Hausdorff dimension of basic sets always a lower semi-continuous function of the dynamics? \endproclaim \heading 2. Proof of the Theorem\endheading Now we fill-in the details of our argument. In order to keep the exposition as transparent as possible we deal with a fairly simple example even if, clearly, the present construction has a rather more general scope. As we already said, we start with a diffeomorphism $F$ of $\Bbb R^n$, $n\ge 2$, exhibiting a horseshoe $\Sigma$ $$\Sigma =\bigcap_{i\in \Bbb Z} F^i(R), \quad\text{ with } R=[-1,1]^n \text{ say, }$$ and $F^{-1}(R)\cap R$ consisting of two connected components $\hat D_1$, $\hat D_2$. We take $F$ to be affine on each of these components: there are $s,\, u\ge 1$, with $s+u=n$, and linear maps $S_i\colon\Bbb R^s\to\Bbb R^s$, $U_i\colon\Bbb R^u\to\Bbb R^u$, such that $$DF|\hat D_i=\left(\matrix S_i & 0 \\ 0 & U_i\endmatrix\right) \text{ and } ||S_i||, ||U_i^{-1}|| < 1 \text { for } i=1,\,2.$$ In particular, $\hat D_i=[-1,1]^s\times D_i$, $D_i\subset[-1,1]^u$, for $i=1,\,2$. In what follows $(x^s, x^u)$ are the usual coordinates in $R= [-1,1]^s\times [-1,1]^u$ and we suppose the fixed point $P$ of $F$ to be located at $(0^s, 0^u)\in\hat D_1$. Define the smooth arc $\{f_t\}_{t\in [-1,1]}$ of diffeomorphisms of $\Bbb R^{n+1}$ by f_t(x^s,x^u,x) = \left\{ \aligned &(F(x^s,x^u), \la x) \text{ if } x^u \in D_1,\\ &(F(x^s,x^u), \la x-t) \text{ if }x^u \in D_2. \endaligned\right. We let $1<\la<2$ and $||U_1^{-1}||<1/2$ so that the fixed point $\Cal O = (0^s,0^u,0)$ of $f_t$ has $$W^{uu}_{\loc} ( \Cal O, f_t)=\{0^s\}\times [-1,1]^u \times \{0\} \text{ and } W^{s}_{\loc} (\Cal O, f_t)=[-1,1]^s \times \{0^u\}\times \{0\}.$$ On the other hand, given any $x^s\in[-1,1]^s$ there are $x^s_1$, $x^s_2\in[-1,1]^s$ such that \aligned f_t (\{x^s\} & \times [-1,1]^u \times \{x\}) \supset \\&\supset (\{x^s_1 \} \times [-1,1]^u \times \{\la x\}) \cup (\{x^s_2 \} \times [-1,1]^u \times \{\la x-t \}) \endaligned \tag 1 for every $x\in\Bbb R$. Hence, $$f_t (W^{uu}_{\loc}(\Cal O, f_t)) \supset \{0^s_2\}\times[-1,1]^u\times\{-t\}$$ (note that $0^s_1=0^s$) and so the arc $\{f_t\}_{t \in [-1,1]}$ unfolds generically the quasi-transverse intersection of $W^s(\Cal O,f_0)$ and $W^{uu}(\Cal O,f_0)$ at $(0^s_2, 0^u, 0)$. Denote by $\La_t$ the continuation for $f_t$, small $t$, of the basic set $\La_0=\Sigma\times\{0\}$ of $f_0$. Observe that $\La_t$ coincides with the closure of the set $H(\Cal O ,f_t)= W^s (\Cal O, f_t) \cap W^u(\Cal O, f_t)$ of all (transverse) homoclinic points of $\Cal O$. \proclaim{Lemma} Let $t>0$ (resp. $t<0$) be close to zero and $J\subset [0,t]$ (resp. $J\subset [t,0]$) be an open interval. Then there are $x^s \in [-1,1]^s$ and $j\ge0$ such that $$f_t^j (\{0^s\} \times [-1,1]^u \times J)\supset \{x^s\} \times [-1,1]^u \times \{\la^{-1}t\}.$$ In particular, $(\{0^s \} \times [-1,1]^u \times J) \cap H(\Cal O, f_t)\ne \emptyset$. \endproclaim As a consequence of this Lemma, $$\pi\left(\ov{H(0,f_t)}\right) \supset [0,t], \ \text{ where } \pi \,\colon \, [-1,1]^s\times[-1,1]^u\times \Bbb R \to \Bbb R, \ \pi(x^s,x^u,x)=x.$$ Since $\pi$ is a Lipschitz map, it follows that $$HD(\La_t)\ge HD( \pi (\La_t) ) \ge 1,$$ which proves the Theorem. We are left to give the \demo{Proof of the Lemma} We suppose $t>0$, the case $t<0$ being completely analogous. Consider the affine functions \align &\pi_{1,t} \,\colon\, [0, \la^{-1} t]\to [0,t] ,\ \pi_{1,t} (y) = \la y,\\ &\pi_{2,t} \,\colon\, [\la^{-1} t, t]\to [0,t] ,\ \pi_{2,t} (y) = \la y-t. \endalign Note that $\pi_{2,t}$ is well defined since $1< \la <2$. By (1) \aligned & f_t (\{x^s\} \times [-1,1]^u \times \{x\}) \supset \{ x^s_1\} \times [-1,1]^u \times \{ \pi_{1,t} (x)\} \quad \text { if } x \in [0, \la^{-1} t],\\ & f_t (\{x^s\} \times [-1,1]^u \times \{x\}) \supset \{ x^s_2\} \times [-1,1]^u \times \{ \pi_{2,t} (x)\} \quad \text { if } x \in [\la^{-1} t,t]. \endaligned \tag 2 Write $I_0=J$ and $z_0=0^s$. If $I_0$ contains $\la^{-1}t$ then there is nothing to prove. Hence, we may assume that either $I_0 \subset (0, \la^{-1} t)$ or $I_0 \subset (\la^{-1} t,t)$. We let $i=1$ in the first case and $i=2$ in the second one and we write $I_1 =\pi_{i,t} (I_0)$ and $z_1=0^s_i$. Then, by (2), $$f_t (\{0^s\} \times[-1,1]^u \times I_0) \supset \{z_1\} \times[-1,1]^u \times I_1$$ As above, if $I_1$ contains $\la^{-1}t$ then we are done. Otherwise we apply the previous procedure inductively: for each $j\ge 1$, if $\la^{-1} t\not\in I_{j-1}$ then we construct an open interval $I_j\subset[0,t]$ and a point $z_j\in[-1,1]^s$ so that \align & I_j =\pi_{1,t} (I_{j-1}) \text{ if } I_{j-1}\subset [0,\la^{-1} t] \quad\text{and}\quad I_j =\pi_{2,t} (I_{j-1}) \text{ if } I_{j-1}\subset [\la^{-1} t, t]\\ \intertext{and} & f_t (\{z_{j-1}\}\times [-1,1]^u \times I_{j-1}) \supset(\{z_j\}\times [-1,1]^u \times I_j). \endalign Since $\text{length\,}(I_j) = \la\cdot\text{length\,}(I_{j-1})$ and $\la>1$ there must be a first $j$ such that $\la^{-1} t \in I_j$. This ends the proof of the first part of the Lemma. As for the second one, it is now a direct consequence. Observe that $$f_t( \{x^s\} \times D_2\times \{\la^{-1}t\} ) \cap W^s_{\loc}(\Cal O ,f_t) \ne \emptyset$$ and so $\{x^s\} \times[-1,1]^u\times \{\la^{-1}t\}$ intersects $W^s(\Cal O, f_t)$ at some point $Q_t$. Then, taking $j\ge 0$ as above, $$f_t^{-j}(Q_t)\in(\{0^s \} \times [-1,1]^u \times J)\subset W^u(\Cal O, f_t),$$ which also means that $f_t^{-j}(Q_t)\in H(\Cal O, f_t)$. This completes our argument. \hfill $\square$\enddemo \Refs \nofrills {REFERENCES} \widestnumber\key{MM8} \ref \key BD \by Ch. Bonatti, L. J. D\'\i az \paper Persistence of transitive diffeomorphisms \jour preprint \yr 1994 \endref \ref \key F \by K.J. Falconer \book The geometry of fractal sets \yr 1985 \publ Cambridge Univ. Press \endref \ref \key HP \by M. Hirsch, C. Pugh \paper Stable manifolds and hyperbolic sets \jour Global Analysis, Proc. Symp. in Pure Math. \publ Amer. Math. Soc. \vol 14 \yr 1970 \endref \ref \key MM \by H. McCluskey, A. Manning \paper Hausdorff dimension for horseshoes \yr 1983 \jour Ergod. Th. \& Dynam. Sys. \vol 3 \pages 231-260 \endref \ref \key M \by R. Ma\~n\'e \paper The Hausdorff dimension of horseshoes of diffeomorphisms of surfaces \jour Bull. Braz. Math. Soc. \yr 1990 \pages 1-24 \vol 20 \endref \ref \key PV1 \by J. Palis, M. Viana \paper On the continuity of Hausdorff dimension and limit capacity of horseshoes \vol 1331 \jour Lect. Notes math \yr 1988 \publ Springer Verlag \pages 150-160 \endref \ref \key PV2 \by J. Palis, M. Viana \paper High dimension diffeomorphisms displaying infinitely many periodic attractors \jour Annals Math. \yr 1994 \endref \endRefs \vskip .5cm Christian Bonatti ( bonatti\@satie.u-bourgogne.fr )\newline Lab. Topologie, URA 755, Dep. Math\'ematiques, Univ. Bourgogne\newline B.P. 138, 21004 Dijon Cedex, France. \vskip .2cm Lorenzo J. D\'\i az ( lodiaz\@mat.puc-rio.br )\newline Dto. de Matem\'atica, PUC-RJ, Rua Marqu\^es de S\~ao Vicente 225, G\'avea\newline 22453-900 Rio de Janeiro RJ, Brazil. \vskip .2 cm Marcelo Viana ( viana\@impa.br )\newline IMPA, Estrada D. Castorina 110, Jardim Bot\^anico\newline 22460-010 Rio de Janeiro RJ, Brazil. \enddocument