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CAMBRIDGE TRACTS IN MATHEMATICS

General Editors

B. BOLLOB Á S, W . FU L T O N , A . K A T O K , F . K I R W A N ,
P. SARNAK, B. SIMON, B. TOTARO

186 Dimensions, Embeddings, and Attractors

Dimensions, Embeddings, and Attractors

JAMES C. ROBINSON
University of Warwick
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C J. C. Robinson 2011

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Robinson, James C. (James Cooper), 1969–
Dimensions, Embeddings, and Attractors / James C. Robinson.
p. cm. – (Cambridge Tracts in Mathematics ; 186)
Includes bibliographical references and index.
ISBN 978-0-521-89805-8 (hardback)
1. Dimension theory (Topology) 2. Attractors (Mathematics)
3. Topological imbeddings. I. Title. II. Series.
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To my family: Tania, Joseph, & Kate.
 Contents

Preface page xi
Introduction 1

PART I: FINITE-DIMENSIONAL SETS

1 Lebesgue covering dimension 7
1.1 Covering dimension 8
1.2 The covering dimension of In 10
1.3 Embedding sets with finite covering dimension 12
1.4 Large and small inductive dimensions 17
Exercises 18
2 Hausdorff measure and Hausdorff dimension 20
2.1 Hausdorff measure and Lebesgue measure 20
2.2 Hausdorff dimension 23
2.3 The Hausdorff dimension of products 25
2.4 Hausdorff dimension and covering dimension 26
Exercises 29
3 Box-counting dimension 31
3.1 The definition of the box-counting dimension 31
3.2 Basic properties of the box-counting dimension 33
3.3 Box-counting dimension of products 35
3.4 Orthogonal sequences 36
Exercises 39
4 An embedding theorem for subsets of RN in terms of the
upper box-counting dimension 41

vii
viii Contents

5 Prevalence, probe spaces, and a crucial inequality 47

5.1 Prevalence 47
5.2 Measures based on sequences of linear subspaces 49
Exercises 56
6 Embedding sets with dH (X − X) finite 57
6.1 No linear embedding is possible when dH (X) is finite 58
6.2 Embedding sets with dH (X − X) finite 60
6.3 No modulus of continuity is possible for L−1 62
7 Thickness exponents 64
7.1 The thickness exponent 65
7.2 Lipschitz deviation 67
7.3 Dual thickness 69
Exercises 73
8 Embedding sets of finite box-counting dimension 75
8.1 Embedding sets with Hölder continuous
parametrisation 75
8.2 Sharpness of the Hölder exponent 77
Exercises 81
9 Assouad dimension 83
9.1 Homogeneous spaces and the Assouad dimension 83
9.2 Assouad dimension and products 86
9.3 Orthogonal sequences 88
9.4 Homogeneity is not sufficient for a bi-Lipschitz
embedding 91
9.5 Almost bi-Lipschitz embeddings 94
9.6 Sharpness of the logarithmic exponent 99
9.7 Consequences for embedding compact
metric spaces 100
Exercises 100

PART II: FINITE-DIMENSIONAL ATTRACTORS

10 Partial differential equations and nonlinear semigroups 105
10.1 Nonlinear semigroups and attractors 105
10.2 Sobolev spaces and fractional power spaces 106
10.3 Abstract semilinear parabolic equations 108
10.4 The two-dimensional Navier–Stokes equations 109
Exercises 113
 Contents ix

11 Attracting sets in infinite-dimensional systems 115

11.1 Global attractors 115
11.2 Existence of the global attractor 115
11.3 Example 1: semilinear parabolic equations 118
11.4 Example 2: the two-dimensional Navier–Stokes
equations 119
Exercises 121
12 Bounding the box-counting dimension of attractors 123
12.1 Coverings of T [B(0, 1)] via finite-dimensional
approximations 125
12.2 A dimension bound when Df ∈ Lλ/2 (B), λ < 21 129
12.3 Finite dimension when Df ∈ L1 (X) 130
12.4 Semilinear parabolic equations in Hilbert spaces 130
Exercises 132
13 Thickness exponents of attractors 136
13.1 Zero thickness 136
13.2 Zero Lipschitz deviation 138
Exercises 143
14 The Takens Time-Delay Embedding Theorem 145
14.1 The finite-dimensional case 145
14.2 Periodic orbits and the Lipschitz constant for ordinary
differential equations 152
14.3 The infinite-dimensional case 154
14.4 Periodic orbits and the Lipschitz constant for semilinear
parabolic equations 156
Exercises 158
15 Parametrisation of attractors via point values 160
15.1 Real analytic functions and the order of vanishing 161
15.2 Dimension and thickness of A in C r (, Rd ) 163
15.3 Proof of Theorem 15.1 165
15.4 Applications 167
Exercises 169

Solutions to exercises 170

References 196
Index 202
 Preface

The main purpose of this book is to bring together a number of results concern-
ing the embedding of ‘finite-dimensional’ compact sets into Euclidean spaces,
where an ‘embedding’ of a metric space (X, ̺) into Rn is to be understood as a
homeomorphism from X onto its image. A secondary aim is to present, along-
side such ‘abstract’ embedding theorems, more concrete embedding results
for the finite-dimensional attractors that have been shown to exist in many
infinite-dimensional dynamical systems.
In addition to its summary of embedding results, the book also gives a unified
survey of four major definitions of dimension (Lebesgue covering dimension,
Hausdorff dimension, upper box-counting dimension, and Assouad dimension).
In particular, it provides a more sustained exposition of the properties of the box-
counting dimension than can be found elsewhere; indeed, the abstract results
for sets with finite box-counting dimension are those that are taken further in
the second part of the book, which treats finite-dimensional attractors.
While the various measures of dimension discussed here find a natural
application in the theory of fractals, this is not a book about fractals. An
example to which we will return continually is an orthogonal sequence in an
infinite-dimensional Hilbert space, which is very far from being a ‘fractal’. In
particular, this class of examples can be used to show the sharpness of three of
the embedding theorems that are proved here.
My models have been the classic text of Hurewicz & Wallman (1941) on
the topological dimension, and of course Falconer’s elegant 1985 tract which
concentrates on the Hausdorff dimension (and Hausdorff measure). It is a
pleasure to acknowledge formally my indebtedness to Hunt & Kaloshin’s 1999
paper ‘Regularity of embeddings of infinite-dimensional fractal sets into finite-
dimensional spaces’. It has had a major influence on my own research over the
last ten years, and one could view this book as an extended exploration of the
ramifications of the approach that they adopted there.

xi
xii Preface

My interest in abstract embedding results is related to the question of whether

one can reproduce the dynamics on a finite-dimensional attractor using a finite-
dimensional system of ordinary differential equations (see Chapter 10 of Eden,
Foias, Nicolaenko, & Temam (1994), or Chapter 16 of Robinson (2001), for
example). However, there are still only partial results in this direction, so this
potential application is not treated here; for an up-to-date discussion see the
paper by Pinto de Moura, Robinson, & Sánchez-Gabites (2010).
I started writing this book while I was a Royal Society University Research
Fellow, and many of the results here derive from work done during that
time. I am currently supported by an EPSRC Leadership Fellowship, Grant
EP/G007470/1. I am extremely grateful to both the Royal Society and to the
EPSRC for their support.
I would like to thank Alexandre Carvalho, Peter Friz, Igor Kukavica, José
Langa, Eric Olson, Eleonora Pinto de Moura, and Alejandro Vidal López, all of
whom have had a hand in material that is presented here. In particular, Eleonora
was working on closely-related problems for her doctoral thesis during most of
the time that I was writing this book, and our frequent discussions have shaped
much of the content and my approach to the material. I had comments on a
draft version of the manuscript from Witold Sadowski, Jaime Sánchez-Gabites,
and Nicholas Sharples: I am extremely grateful for their helpful and perceptive
comments. David Tranah, Clare Dennison, and Emma Walker at Cambridge
University Press have been most patient as one deadline after another was
missed and extended; that one was finally met (nearly) is due in large part to
a kind invitation from Marco Sammartino to Palermo, where I gave a series of
lectures on some of the material in this book in November 2009.
Many thanks to my parents and to my mother-in-law; in addition to all their
other support, their many days with the children have made this work possible.
Finally, of course, thanks to Tania, my wife, and our children Joseph and Kate,
who make it all worthwhile; this book is dedicated to them.
 Introduction

Part I of this book treats four different definitions of dimension, and investigates
what being ‘finite dimensional’ implies in terms of embeddings into Euclidean
spaces for each of these definitions.
Whitney (1936) showed that any abstract n-dimensional C r manifold is C r -
homeomorphic to an analytic submanifold in R2n+1 . This book treats embed-
dings for much more general sets that need not have such a smooth structure;
one might say ‘fractals’, but we will not be concerned with the fractal nature
of these sets (whatever one takes that to mean).
We will consider four major definitions of dimension:

(i) The (Lebesgue) covering dimension dim(X), based on the maximum

number of simultaneously intersecting sets in refinements of open covers
of X (Chapter 1). This definition is topologically invariant, and is primarily
used in the classical and abstract ‘Dimension Theory’, elegantly developed
in Hurewicz & Wallman’s 1941 text, and subsequently by Engelking
(1978), who updates and extends their treatment.
(ii) The Hausdorff dimension dH (X), the value of d where the ‘d-dimensional
Hausdorff measure’ of X switches from ∞ to zero (Chapter 2). Hausdorff
measures (and hence the Hausdorff dimension) play a large role in geo-
metric measure theory (Federer, 1969), and in the theory of dynamical
systems (see Pesin (1997)); the standard reference is Falconer’s 1985
tract, and subsequent volumes (Falconer, 1990, 1997).
(iii) The (upper) box-counting dimension dB (X), essentially the scaling as
ǫ → 0 of N(X, ǫ), the number of ǫ-balls required to cover X, i.e.
N(X, ǫ) ∼ ǫ −dB (X) (Chapter 3). This dimension has mainly found appli-
cation in the field of dynamical systems, see for example Falconer (1990),
Eden et al. (1994), C. Robinson (1995), and Robinson (2001).

1
2 Introduction

(iv) The Assouad dimension dA (X), a ‘uniform localised’ version of the box-
counting dimension: if B(x, ρ) denotes the ball of radius ρ centred at
x ∈ X, then N(X ∩ B(x, ρ), r) ∼ (ρ/r)dA (X) for every x ∈ X and every
0 < r < ρ (Chapter 9). This definition appears unfamiliar outside the
area of metric spaces and most results are confined to research papers
(e.g. Assouad (1983), Luukkainen (1998), Olson (2002); but see also
Heinonen (2001, 2003)).

For any compact metric space (X, ̺) we will see that

dim(X) ≤ dH (X) ≤ dB (X) ≤ dA (X),

and there are examples showing that each of these inequalities can be strict. We
will check that each definition satisfies the natural properties of a dimension:
monotonicity (X ⊆ Y implies that d(X) ≤ d(Y )); stability under finite unions
(d(X ∪ Y ) = max(d(X), d(Y ))); and the dimension of Rn is n (a consistent
way to interpret this so that it makes sense for all the definitions above is that
d(K) = n if K is a compact subset of Rn that contains an open set). We will
also consider how each definition behaves for product sets.
Our main concern will be with the embedding results that are available
for each class of ‘finite-dimensional’ set. The embedding result for sets with
finite covering dimension, due to Menger (1926) and Nöbeling (1931) (given
as Theorem 1.12 here), is in a class of its own. The result guarantees that when
dim(X) ≤ d, a generic set of continuous maps from a compact metric space
(X, ̺) into R2d+1 are embeddings.
The results for sets with finite Hausdorff, upper box-counting, and Assouad
dimension are of a different cast. They are expressed in terms of ‘prevalence’
(a version of ‘almost every’ that is applicable to subsets of infinite-dimensional
spaces, introduced independently by Christensen (1973) and Hunt, Sauer, &
Yorke (1992), and the subject of Chapter 5), and treat compact subsets of
Hilbert and Banach spaces. Using techniques introduced by Hunt & Kaloshin
(1999), we show that a ‘prevalent’ set of continuous linear maps L : B → Rk
provide embeddings of X when d(X − X) < k, where

X − X = {x1 − x2 : x1 , x2 ∈ X}

and d is one of the above three dimensions (see Figure 1). Note that if one
wishes to show that a linear map provides an embedding, i.e. that Lx = Ly
implies that x = y, this is equivalent to showing that Lz = 0 implies that z = 0
for z ∈ X − X. This is why the natural condition for such results is one on the
‘difference’ set X − X; but while dB (X − X) ≤ 2dB (X), there are examples of
 Introduction 3

Figure 1 The linear map L : B → Rk embeds X into Rk . The inverse mapping

L−1 provides a parametrisation of X using k parameters.

sets for which dH (X) = 0 but dH (X − X) = ∞ (and similarly for the Assouad
dimension).
Where the embedding results for these three dimensions differ from one
another is in the smoothness of the parametrisation of X provided by L−1 . In the
Hausdorff case this inverse can only be guaranteed to be continuous (Chapter 6);
in the upper box-counting case it will be Hölder (Chapter 8); and in the Assouad
case it will be Lipschitz to within logarithmic corrections (Chapter 9). Simple
examples of orthogonal sequences in ℓ2 (or related examples in c0 , the space of
sequences that tend to zero) show that the results we give cannot be improved
when the embedding map L is linear.
Chapter 4 presents an embedding result for subsets X of RN with box-
counting dimension d < (N − 1)/2. The ideas here form the basis of the results
for subsets of Hilbert and Banach spaces that follow, and justify the development
of the theory of prevalence in Chapter 5 and the definition of various ‘thickness
exponents’ (the thickness exponent itself, the Lipschitz deviation, and the dual
thickness) in Chapter 7.
Part II discusses the attractors that arise in certain infinite-dimensional
dynamical systems, and the implications of the results of Part I for this class of
finite-dimensional sets. In particular, the embedding result for sets with finite
box-counting dimension is used toward a proof of an infinite-dimensional ver-
sion of the Takens time-delay embedding theorem (Chapter 14) and it is shown
that a finite-dimensional set of real analytic functions can be parametrised using
a finite number of point values (Chapter 15).
Chapter 10 gives a very cursory summary of some elements of the theory
of Sobolev spaces and fractional power spaces of linear operators, which are
4 Introduction

required in order to discuss the applications to partial differential equations.

It is shown how the solutions of an abstract semilinear parabolic equation,
and of the two-dimensional Navier–Stokes equations, can be used to generate
an infinite-dimensional dynamical system whose evolution is described by a
nonlinear semigroup.
The global attractor of such a nonlinear semigroup is a compact invariant
set that attracts all bounded subsets of the phase space. A sharp condition
guaranteeing the existence this global attractor is given in Chapter 11, and it is
shown that such an object exists for the semilinear parabolic equation and the
Navier–Stokes equations that were treated in the previous chapter.
Chapter 12 provides a method for bounding the upper box-counting dimen-
sion of attractors in Banach spaces. While there are powerful techniques avail-
able for attractors in Hilbert spaces, these are already presented in a number
of other texts, and outlining the more general Banach space technique is more
in keeping with the overall approach of this book (the Hilbert space method is
covered here in an extended series of exercises). In particular, we show that any
attractor of the abstract semilinear parabolic equation introduced in Chapter 10
will be finite-dimensional.
Before proving the final two ‘concrete’ embedding theorems in Chapters 14
and 15, Chapter 13 provides two results that guarantee that an attractor has zero
‘thickness’: we show first that if the attractor consists of smooth functions then
its thickness exponent is zero, and then that the attractors of a wide variety of
models (which can be written in the abstract semilinear parabolic form) have
zero Lipschitz deviation. This, in part, answers a conjecture of Ott, Hunt, &
Kaloshin (2006).
Most of the chapters end with a number of exercises. Many of these carry
forward portions of the argument that would break the flow of the main text, or
discuss related approaches. Full solutions of the exercises are given at the end
of the book.
All Hilbert and Banach spaces are real, throughout.
 PA RT I

Finite-dimensional sets
 1
Lebesgue covering dimension

There are a number of definitions of dimension that are invariant under home-
omorphisms, i.e. that are topological invariants – in particular, the large and
small inductive dimensions, and the Lebesgue covering dimension. Although
different a priori, the large inductive dimension and the Lebesgue covering
dimension are equal in any metric space (Katětov, 1952; Morita, 1954; Chapter
4 of Engelking, 1978), and all three definitions coincide for separable metric
spaces (Proposition III.5 A and Theorem V.8 in Hurewicz & Wallman (1941)).
A beautiful exposition of the theory of ‘topological dimension’ is given in the
classic text by Hurewicz & Wallman (1941), which treats separable spaces
throughout and makes much capital out of the equivalence of these definitions.
Chapter 1 of Engelking (1978) recapitulates these results, while the rest of his
book discusses dimension theory in more general spaces in some detail.
This chapter concentrates on one of these definitions, the Lebesgue covering
dimension, which we will denote by dim(X), and refer to simply as the covering
dimension. Among the three definitions mentioned above, it is the covering
dimension that is most suitable for proving an embedding result: we will show
in Theorem 1.12, the central result of this chapter, that if dim(X) ≤ n then a
generic set of continuous maps from X into R2n+1 are homeomorphisms, i.e.
provide an embedding of X into R2n+1 .
There is, unsurprisingly, a topological flavour to the arguments involved
here, and consequently they are very different from those in the rest of this
book. However, any survey of embedding results for finite-dimensional sets
would be incomplete without including the ‘fundamental’ embedding theorem
that is available for sets with finite covering dimension.

7
8 Lebesgue covering dimension

1.1 Covering dimension

Let (X, ̺) be a metric space, and A a subset1 of X. A covering of A ⊆ X is a
finite collection {Uj }rj =1 of open subsets of X such that
r

A⊆ Uj .
j =1

The order of a covering is the largest integer n such that there are n + 1
members of the covering that have a nonempty intersection. A covering β is a
refinement of a covering α if every member of β is contained in some member
of α.

Definition 1.1 A set A ⊆ X has dim(A) ≤ n if every covering has a refine-

ment of order ≤ n. A set A has dim(A) = n if dim(A) ≤ n but it is not true that
dim(A) ≤ n − 1.

Clearly dim is a topological invariant. We now prove some elementary

properties of the covering dimension, following Munkres (2000) and Edgar
(2008).

Proposition 1.2 Let B ⊆ A ⊆ X, with B closed. If dim(A) = n then

dim(B) ≤ n.

Proof Let α be a covering of B by open subsets {Uj } of X. Cover A by the

sets {Uj }, along with the open set X \ B. Let β be a refinement of this covering
that has order at most n. Then the collection

β ′ := {U ∈ β : U ∩ B = ∅}

is a refinement of α that covers B and has order at most n. 

The assumption that B is closed makes the proof significantly simpler, but
the result remains true for an arbitrary subset of A, see Theorem 3.2.13 in
Edgar (2008), or Theorem III.1 in Hurewicz & Wallman (1941). However, the
following ‘sum theorem’ is not true unless one of the spaces is closed: in fact,
dim(X) = n if and only if X can be written as the union of n + 1 subsets all
of which have dimension zero (see Theorem III.3 in Hurewicz & Wallman
(1941)).

1 In the context of metric spaces it is somewhat artificial to make the definition in this form, since
(A, ̺) is a metric space in its own right. But our main focus in what follows will be on subsets
of Hilbert and Banach spaces, where the underlying linear structure of the ambient space will be
significant.
 1.1 Covering dimension 9

Proposition 1.3 Let X = X1 ∪ X2 , where X1 and X2 are closed subspaces

of X with dim(X1 ) ≤ n and dim(X2 ) ≤ n. Then dim(X) ≤ n.

Of course, it follows that if X = X1 ∪ · · · ∪ Xk , each Xj is closed and

dim(Xj ) ≤ n for every j = 1, . . . , k then dim(X) ≤ n. In fact one can extend
this to countable unions of closed sets, see Theorem III.2 in Hurewicz &
Wallman (1941) (and Theorem 3.2.11 in Edgar (2008) for the case n = 1).

Proof We will say that an open covering α of X has order at most n at points
of Y if every point in Y lies in no more than n + 1 elements of α.
First we show that any open covering α of X has a refinement that has order
at most n at points of X1 . Any such covering of X provides a covering of X1 ,
which has a refinement β ′ that has order at most n. For every V ∈ β ′ , there
exists an element UV ∈ α such that V ⊂ UV . Then

β = {UV : V ∈ β ′ } ∪ {U \ X1 : U ∈ α}

is the required refinement of α. We can repeat this argument starting with the
covering β of X, and obtain a covering γ that refines β and has order at most
n at points of X2 .
We now define a further covering of X, which will turn out to be a refinement
of α of order at most n. As a first step in our construction, define a map
f : γ → β by choosing, for each G ∈ γ , an f (G) ∈ β such that G ⊂ f (G)
(this is possible since γ refines β). Now for each B ∈ β, let

d(B) = {G ∈ γ : f (G) = B},

and let δ be the union of all the sets d(B) (over B ∈ β).
Now, δ is a refinement of α, since d(B) ⊂ B for every B ∈ β, and β is a
refinement of α. Also, δ still covers X since γ covers X and every G ∈ γ is
contained in some B ∈ β (as γ refines β). All that remains is to show that δ
has order at most n.
Suppose that x ∈ X with x ∈ d(B1 ) ∩ · · · ∩ d(Bk ), with all the d(Bk ) distinct
(thus B1 , . . . , Bk are distinct). It follows that for each j = 1, . . . , k, x ∈ Gj
where f (Gj ) = Bj ; since B1 , . . . , Bk are distinct, so are G1 , . . . , Gk . Thus

x ∈ G1 ∩ · · · ∩ Gk ⊂ d(B1 ) ∩ · · · ∩ d(Bk ) ⊂ B1 ∩ · · · ∩ Bk .

If x ∈ X1 then k ≤ n + 1 because β has order at most n at points of X1 ; and if

x ∈ X2 then k ≤ n + 1 because γ has order at most n at points of X2 . 
We do not prove a result on the covering dimension of products here,
although it is the case that dim(X × Y ) ≤ dim(X) + dim(Y ) (Theorem III.4 in
10 Lebesgue covering dimension

Hurewicz & Wallman (1941)): this can be proved as a corollary of a characteri-

sation of the covering dimension in terms of the upper box-counting dimension,
see Exercise 3.4.

1.2 The covering dimension of In

It is by no means trivial to show that the covering dimension of Rn is n. Note
that it suffices to show that dim(In ) = n, where In = [− 12 , 12 ]n denotes the unit
cube in Rn , since as remarked after Proposition 1.3, the covering dimension is
in fact stable under countable unions of closed sets.
We refer to Theorem 50.6 in Munkres (2000) for a direct proof of the upper
bound on dim(In ) (see also Exercise 1.2 for compact subsets of R2 ). One can
also deduce the upper bound from the general fact that the covering dimension is
bounded by the Hausdorff dimension (Theorem 2.11); it is very simple to show
that the Hausdorff dimension of a subset of Rn is bounded by n (Proposition
2.8(iii)).
While the proof of the upper bound is more notationally awkward than tech-
nically difficult, the proof of the lower bound involves the powerful Brouwer
Fixed Point Theorem (see IV (C) of Hurewicz & Wallman (1941) for a proof).

Theorem 1.4 Any continuous map f : In → In has a fixed point, i.e. there
exists an x0 ∈ In such that f (x0 ) = x0 .

We give a proof of the lower bound (essentially the ‘Lebesgue Covering

Theorem’) adapted from Hurewicz & Wallman’s book, for the two-dimensional
unit cube I2 = [− 12 , 12 ]2 . The general result (for In ) is not significantly more
involved, but the argument can be somewhat simplified in this case without
losing its essential flavour. (An alternative proof of a similar two-dimensional
result is given as Theorem 3.3.4 in Edgar (2008).) Before the proof we introduce
some notation.
Given a set U ⊂ (X, ̺) we define the diameter of U , written |U |, as

|U | = diam(U ) = sup ̺(u1 , u2 ).

u1 ,u2 ∈U

(We only use the notation diam(U ) when |U | would be ambiguous.) The mesh
size of a covering of A is the largest of the diameters of the elements of the
covering.
For two sets A, B ⊂ X we write

dist(A, B) = sup inf ̺(a, b)

a∈A b∈B
 1.2 The covering dimension of In 11

for the Hausdorff semidistance between A and B. Note that if B is closed then
dist(A, B) = 0 implies that A ⊆ B.
Theorem 1.5 Let I2 = [− 12 , 12 ]2 ⊂ R2 . Then dim(I2 ) ≥ 2.
Proof We want to show that any covering α of I2 with sufficiently small mesh
size contains at least three sets with nonempty intersection. To this end, take
a covering α with mesh size < 1 so that no element of the covering contains
points of opposite faces.
The first step is to construct a refinement α̃ of α consisting of closed, rather
than open, sets. To do this, observe that every x ∈ I2 is contained in some
Ux ∈ α, and we can find an open set Vx such that x ∈ Vx ⊂ V̄x ⊂ Ux . Since I2
is compact and {Vx : x ∈ I2 } is an open cover of I2 , there is a finite subcover
{Vxj }. We take α̃ to be the collection of all the closed sets {V̄xj }. By construction
this is a refinement of α consisting of closed sets.
We now show that α̃ contains at least three sets with nonempty intersection,
from which it is immediate (since α̃ is a refinement of α) that α contains at
least three sets with nonempty intersection.
Let Ŵ1 denote the side of I2 with x = − 21 , Ŵ1′ the side with x = 12 , Ŵ2 the
side with y = − 21 , and Ŵ2′ the side with y = 12 . Let L1 denote the union of
those elements of α̃ that intersect Ŵ1 ; L2 the union of those elements of α̃ that
are not in L1 and intersect Ŵ2 ; and let L3 be the union of all the other elements
of α̃ (those that intersect neither Ŵ1 nor Ŵ2 ). See Figure 1.1(a).
If we define K1 = L1 ∩ L3 then K1 separates Ŵ1 and Ŵ1′ in I2 , i.e. there exist
open sets U1 and U1′ such
I2 \ K1 = U1 ∪ U1′ , U1 ∩ U1′ = ∅
and Ŵ1 ⊂ U1 , Ŵ1′ ⊂ U1′ . The set K2′ = L1 ∩ L2 ∩ L3 separates Ŵ2 ∩ K1 from
Ŵ2′ ∩ K1 in K1 . One can then find a new closed set K2 , with K2 ∩ K1 ⊆ K2′ ,
that separates Ŵ2 and Ŵ2′ in I2 , i.e. such that there exist open sets U2 and U2′
such that
I2 \ K2 = U2 ∪ U2′ , U2 ∩ U2′ = ∅
and Ŵ2 ⊂ U2 , Ŵ2′ ⊂ U2′ . These constructions are illustrated in Figure 1.1(b). (If
the ‘proof by diagram’ of this last step is unconvincing, see IV.3 A) in Hurewicz
& Wallman (1941), or Exercise 1.3.)
Now for each x ∈ I2 , let v(x) be the 2-vector with components
⎧
⎨dist(x, Ki ) x ∈ Ui ,
⎪
⎪
vi (x) = 0 x ∈ Ki ,
⎪
⎪
⎩−dist(x, K ) x ∈ U ′ ,
i i
12 Lebesgue covering dimension

Γ2
L1 K1

Γ1
K2
K2

Γ1

L2

(a) Γ2 (b)

Figure 1.1 (a) A covering of I2 , divided into sets L1 (lightly shaded), L2 (more
heavily shaded), and L3 (not shaded). (b) K1 (lightly shaded) separates Ŵ1 and Ŵ1′
in I2 ; K2′ (a subset of K1 , shaded more heavily) separates K1 ∩ Ŵ2 and K1 ∩ Ŵ2′ in
K1 ; K2 (the dark line) separates Ŵ2 and Ŵ2′ in I2 , with K2 ∩ K1 ⊆ K2′ .

and set f (x) = x + v(x); note that f (x) ∈ I2 , and that f is continuous. It
follows from the Brouwer Fixed Point Theorem (Theorem 1.4) that f has
a fixed point, i.e. there exists an x0 ∈ I2 such that f (x0 ) = x0 . In particu-
lar, this implies that dist(x0 , K1 ) = dist(x0 , K2 ) = 0, i.e. that K1 ∩ K2 ⊂ K2′ =
L1 ∩ L2 ∩ L3 is nonempty. Since each of the original elements of α̃ is contained
in only one of the Lj s, there are three elements of α̃ that contain a common
point. 

1.3 Embedding sets with finite covering dimension

We now prove the fundamental embedding result that any space with covering
dimension n can be topologically embedded into R2n+1 ; note that this charac-
terises sets of finite covering dimension as homeomorphic images of subsets of
finite-dimensional Euclidean spaces. The embedding result in the compact case
(which we treat here) is due to Menger (1926) and Nöbeling (1931); we follow
the presentation of Hurewicz & Wallman (1941, Theorem V.2) and Munkres
(2000, Theorem 50.5). A similar result is possible in the general (non compact)
case, see Theorem V.3 in Hurewicz & Wallman (1941).
The proof uses the Baire Category Theorem, which we state here for con-
venience. For a proof see Munkres (2000, Theorem 48.2), for example.
 1.3 Embedding sets with finite covering dimension 13

Theorem 1.6 Let (X, ̺) be a complete metric space, and {Xj }∞

j =1 a countable
collection of open and dense subsets of X. Then
∞

Xj
j =1

is a dense subset of X.

We begin with a useful characterisation of the covering dimension of com-

pact sets.

Lemma 1.7 A compact set A ⊆ (X, ̺) has dim(A) ≤ n if and only if it has
coverings of arbitrarily small mesh size and order ≤ n.

Proof First we show that if α is a covering of A then there is an η > 0

such that every subset of A with diameter less than η is entirely contained
in some member of α (the largest such η is called the ‘Lebesgue number’ of
the covering α). If not, there exists a sequence {Aj }∞ j =1 of subsets of A with
diameters tending to zero not wholly contained in any member of α. Choose
xj ∈ Aj ; since A is compact, there exists a subsequence (which we relabel)
such that xj → x ∗ . Of course, x ∗ ∈ U ∈ α. But since U is open, B(x ∗ , δ) ⊂ U
for some δ > 0, from which it follows that Aj ⊂ U ∈ α for all j sufficiently
large, contradicting our initial assumption.
So now take an initial covering α of A. By assumption there exists a covering
β of A of mesh size < η and of order ≤ n; we have just shown that each element
of this covering β lies entirely within an element of α. It follows that β is a
refinement of α of order ≤ n, and so dim(A) ≤ n.
Now suppose that dim(A) ≤ n. Consider the collection of all open balls
in A of radius ǫ/2. Since A is compact, there is a covering of A by a finite
collection of these balls. It follows from the fact dim(A) ≤ n that there is a
refinement of this covering (still consisting of sets whose diameter is no larger
than ǫ) of order ≤ n. 
We say that a continuous map g : X → Rk is an ǫ-mapping if

diam[g −1 (x)] < ǫ for all x ∈ g(X).

We will show that for each n ∈ N, the set of all 1/n-mappings is open and
dense, and our embedding result will then follow using the Baire Category
Theorem (Theorem 1.6) and the following simple lemma.

Lemma 1.8 If (X, ̺) is compact then g is a homeomorphism of X into Rk if

and only if g is a 1/n-mapping for each n ∈ N.
14 Lebesgue covering dimension

Proof If g is a 1/n-mapping for each n ∈ N then diam[g −1 (x)] = 0 for every

x ∈ g(X), i.e. g −1 (x) consists of a single point, so that g is one-to-one. But
a one-to-one continuous mapping of a compact set is a homeomorphism, see
Exercise 1.4. The converse is clear. 
Lemma 1.9 Let (X, ̺) be compact. Then for each ǫ > 0 the set Fǫ of all
ǫ-mappings is open in C(X, Rk ).

Proof Suppose that g ∈ C(X, Rk ) is an ǫ-mapping. Since X is compact so is

X × X, and since

{(x, x ′ ) ∈ X × X with ̺(x, x ′ ) ≥ ǫ}

is a closed subset of X × X, it too is compact. It follows that

η = inf{|g(x) − g(x ′ )| : x, x ′ ∈ X with ̺(x, x ′ ) ≥ ǫ} > 0;

if η were zero then g could not be an ǫ-mapping. If f is any mapping with

̺(f, g) < η/2 and f (x) = f (x ′ ) it follows that |g(x) − g(x ′ )| < η, and hence
that ̺(x, x ′ ) < ǫ, i.e. f is also an ǫ-mapping. 
The density of Fǫ is much more delicate, and requires the following geo-
metric result, for which we follow the presentation in Munkres (2000). Given a
collection {x1 , . . . , xk } of two or more points in RN , the affine space gen-
erated by {x1 , . . . , xk }, A(x1 , . . . , xk ) is the collection of all points of the
form
k
 k

aj xj with aj = 1.
j =1 j =1

It is easy to check that this is the same as the affine space through x1 spanned
by {xj − x1 }kj =2 , i.e. all points of the form
k

x1 + cj (xj − x1 )
j =2

for all cj ∈ R (one could also form the same space by taking any xi and
considering all points of the form xi + j =i cj (xj − xi )). We say that the
points {x1 , . . . , xn } in RN are in general position in RN if no xj lies in the affine
space generated by any subcollection of the {xi } consisting of ≤ N elements
that does not contain xj .
An equivalent and more elegant definition makes use of the following
concept. We say that a set {y1 , . . . , yk } of k points in RN are geometrically
 1.3 Embedding sets with finite covering dimension 15

independent if
k
 k

aj yj = 0 and aj = 0,
j =1 j =1

then aj = 0 for j = 1, . . . , k. A set of points in RN are in general position if

any k of these points, k ≤ N + 1, are geometrically independent. Note that if
the points {y1 , . . . , yk } are geometrically independent then so are the points
{y1 + z, . . . , yk + z} for any z ∈ RN .
(For later use we note that the simplex spanned by {x1 , . . . , xk } is the convex
hull of {x1 , . . . , xk }; or equivalently the affine combinations ki=1 ai xi with
k k
i=1 ai = 1 and ai ≥ 0 for every i = 1, . . . , k. If the {xj }j =1 are geometrically
independent then the dimension of the simplex is (by definition) k − 1. A
polyhedron is a finite union of simplices in some RN ; its dimension is (by
definition) the maximum of the dimension of these simplices.)
We now show that near any collection of points in RN , there is a set of points
that are in general position.

Lemma 1.10 Given points x1 , . . . , xn ∈ RN and δ > 0, there exist points

y1 , . . . , yn ∈ RN such that |xi − yi | < δ and the {y1 , . . . , yn } are in general
position in RN .

Proof We prove this by induction. Suppose that we have a collection of

k − 1 points, {y1 , . . . , yk−1 }, in general position in RN . There are a finite
number of subcollections of the yi s consisting of ≤ N elements, each of which
generates an affine subspace of dimension ≤ N − 1. The measure of each of
these subspaces is zero; and so is the measure of their union S. So there certainly
exists a yk ∈ B(xk , δ) \ S. The set {y1 , . . . , yk } is in general position: indeed,
if we choose ≤ N + 1 of these yj , either none of these is yk in which case
the induction hypothesis guarantees that they are geometrically independent,
or one of them is yk which we have just constructed to ensure geometric
independence. 
Proposition 1.11 Let (X, ̺) be a compact metric space of dimension ≤ n.
Then for each ǫ > 0, Fǫ is dense in C(X, R2n+1 ).

Proof Take f ∈ C(X, R2n+1 ) and η > 0. We will construct a g ∈ Fǫ such

that ̺(f, g) < η.
Since X is compact, f is uniformly continuous and so there exists a δ < ǫ
such that

̺(x, x ′ ) < δ ⇒ ̺(f (x), f (x ′ )) < η/2. (1.1)

16 Lebesgue covering dimension

Since X is compact and dim(X) ≤ n, there exists a covering {Uj }rj =1 of X of

order ≤ n such that diam(Uj ) < δ for all j . It follows from (1.1) that

diam(f (Uj )) < η/2 (1.2)

for each j .
Now use Lemma 1.10 to select points {pj }rj =1 in R2n+1 such that

dist(pj , f (Uj )) < η/2 (1.3)

and the {p1 , . . . , pr } are in general position in R2n+1 .

For each point x ∈ X and 1 ≤ i ≤ r define

wi (x) = dist(x, X \ Ui ).

Clearly wi (x) > 0 if x ∈ Ui and wi (x) = 0 if x ∈ / Ui . For each x at least one

of the wi (x) is positive, since X ⊂ ∪j Uj ; and no more than n + 1 are positive,
since the covering {Uj } is of order ≤ n. Set
wi (x)
ϕi (x) = r ;
j =1 wj (x)

as with wi (·), ϕi (x) ≥ 0, since ϕi (x) = 0 iff x ∈ Ui , for each x ∈ X at least if

and only if one and no more than n + 1 of {ϕj (x)} are nonzero, and
r

ϕj (x) = 1 for every x ∈ X.
j =1

We now set2
r

g(x) = ϕi (x) pi . (1.4)
i=1

Since the only nonzero terms in the sum are for values of i for which x ∈ Ui ,
it follows from (1.2) and (1.3) that for such values of i, |pi − f (x)| < η and
hence
r
 r

|g(x) − f (x)| = ϕi (x) (pi − f (x)) ≤ ϕi (x)|pi − f (x)| < η
i=1 i=1

for all x ∈ X.

2 In fact g maps X into an n-dimensional polyhedron. Since no more than n + 1 of the ϕk s are
nonzero at any one time, for every x ∈ Ui the image g(x) is contained in some fixed simplex
Si of dimension ≤ n. Then g(X) ⊂ ∪ri=1 Si , where the right-hand side defines a polyhedron of
dimension ≤ n. This remark will prove useful later in the proof of Theorem 2.12.
 1.4 Large and small inductive dimensions 17

Now if g(x) = g(x ′ ) then

r

g(x) − g(x ′ ) = [ϕk (x) − ϕk (x ′ )] pk = 0,

k=1 ck
i.e.
r
 r
 r
 r

ck pk = 0 with ck = ϕk (x) − ϕk (x ′ ) = 1 − 1 = 0.
k=1 k=1 k=1 k=1
We have a vanishing linear combination of the pk s, with coefficients that sum
to zero. Since no more than n + 1 of the ϕk s are nonzero for each x ∈ X,
no more than 2n + 2 of the ck s are nonzero. Since the {pk } are in general
position in R2n+1 , any subcollection of the {pk } with ≤ 2n + 2 elements
must be geometrically independent: it follows that ϕk (x) = ϕk (x ′ ) for every
k = 1, . . . , r. In particular, since x ∈ Ui for some i, ϕi (x) > 0; therefore
ϕi (x ′ ) > 0, and hence x ′ ∈ Ui too.
Thus x, x ′ ∈ Ui ; since diam(Ui ) < δ < ǫ it follows that g ∈ Fǫ . 
We can now use the Baire Category Theorem to show that a ‘large’ class of
functions in C(X, R2n+1 ) are homeomorphisms. In common terminology, we
show that in fact such functions are ‘generic’, meaning that they are a dense
Gδ (a countable intersection of open sets).
Theorem 1.12 Let X be a compact metric space with dim(X) ≤ n. Then
there is a dense Gδ of functions in C(X, R2n+1 ) that are homeomorphisms of
X into R2n+1 .
Proof For each j ∈ N, F1/j is open and dense in C(X, R2n+1 ). It follows from
the Baire Category Theorem (Theorem 1.6) that ∩j F1/j is a dense Gδ in this
space. But by Lemma 1.8 this is precisely the collection of all homeomorphisms
of X into R2n+1 . 
An example due to Flores (1935) shows that this result cannot be improved:
the collection of all faces of a 2n + 2-dimensional cell (see Section V.9 in
Hurewicz & Wallman (1941)) that have dimension ≤ n form an n-dimensional
space which cannot be embedded into R2n (see also Exercise 1.11.F in
Engelking (1978)).

1.4 Large and small inductive dimensions

The small inductive dimension, ind(·), is defined as follows, where we use ∂U
to denote the boundary of U:
(i) the empty set has ind(∅) = −1;
18 Lebesgue covering dimension

(ii) ind(X) ≤ n if for every point p ∈ X, p has arbitrarily small neighbour-

hoods U with ind(∂U ) ≤ n − 1;
(iii) ind(X) = n if ind(X) ≤ n but it is not true that ind(X) ≤ n + 1.
The argument showing that the small inductive dimension and the covering
dimension are equal in separable metric spaces is outlined in Exercises 1.5–
1.7.
The large inductive dimension, Ind(·), is defined similarly, but with (ii)
replaced by
(ii′ ) Ind(X) ≤ n if for every closed set A ⊂ X and each open set V ⊂ X that
contains the set A there exists an open set U ⊂ X such that
A⊂U ⊂V and Ind(∂U ) ≤ n − 1.
The large inductive dimension and the covering dimension coincide in any
metric space (in fact, in any metrisable space), see Theorem 4.1.3 in Engelking
(1978); clearly ind(X) ≤ Ind(X) always.

Exercises
1.1 Suppose that for every open cover {U1 , . . . , Un+2 } of X, there exists a
cover of X by closed sets {F1 , . . . , Fn+2 }, with Fj ⊆ Uj and ∩n+2
j =1 Fj = ∅.
Show that dim(X) ≤ n. [Hint: first show that the assumption implies that
the same is true with the {Fj } open.] (Theorem 3.2.1 in Edgar (2008)
shows that in fact the assumption here and dim(X) ≤ n are equivalent.)
1.2 Find a covering of R2 of order 3 and mesh size no larger than 1. Deduce that
any compact subset X of R2 has dim(X) ≤ 2. [Hint: any open covering of
X has a Lebesgue number that is strictly positive, see the proof of Lemma
1.7.]
1.3 Let A1 , A2 , and B be mutually disjoint subsets of a space X. We say that
B separates A1 and A2 in X if there exist two disjoint sets U1 and U2 ,
open in X, such that
A1 ⊂ U1 , A2 ⊂ U2 , and X \ B ⊂ U1 ∪ U 2 .
Now let A be a closed subset of X, C and C ′ a pair of disjoint closed
subsets of X, and K a closed subset of A that separates A ∩ C and A ∩ C ′
in A. Show that there exists a closed set B that separates C and C ′ in X
and satisfies A ∩ B ⊂ K.
1.4 Show that a one-to-one continuous mapping of a compact set is a homeo-
morphism.
 Exercises 19

1.5 Assume that if M is a subspace of (X, ̺) with ind(M) ≤ 0 then given any
two open sets U1 and U2 that cover M, there exist disjoint open sets V1
and V2 with V1 ⊂ U1 and V2 ⊂ U2 such that V1 and V2 still cover M. Use
induction to show that if {U1 , . . . , Ur } is an open cover of M then there
exists an open cover {V1 , . . . , Vr } of M such that
Vj ⊂ Uj and Vi ∩ Vj = ∅ for i = j;
i.e. that ind(M) ≤ 0 implies that dim(M) = 0.
1.6 As mentioned immediately before the statement of Proposition 1.3, a
fundamental result in the theory of the small inductive dimension is that
a set A ⊆ (X, ̺) has ind(A) ≤ n if and only if it is the union of n + 1
subspaces of dimension ≤ 0. Use this result along with that of the previous
exercise to show that dim(A) ≤ ind(A).
1.7 Deduce from the following three facts that dim(X) = ind(X) for any sep-
arable metric space (reference is given to the relevant results in Hurewicz
& Wallman (1941)):
(i) any separable metric space X with dim(X) ≤ n can be embedded
n
into M2n+1 ∩ I2n+1 , the set of points in I2n+1 at most n of whose
coordinates are rational (Theorem V.5);
(ii) ind(M2n+1 ) = n (Example IV.1); and
(iii) A ⊆ B implies that ind(A) ≤ ind(B) (Theorem III.1).
 2
Hausdorff measure and Hausdorff dimension

The Hausdorff dimension, which we denote by dH , is one of the most widely

used definitions. It finds extensive application in geometric measure theory
(see Federer (1969), for example), and in the theory of dynamical systems (see
Pesin (1997), Boichenko, Leonov, & Reitmann (2005)). Much of its power
is due to the fact that it is defined in terms of Hausdorff measures, naturally
linking dimension and measure.
It occupies an intermediate position between the covering dimension and
the box-counting dimension (dB ), with dim(X) ≤ dH (X) ≤ dB (X) (Theorem
2.11 and Lemma 3.3(v)). Since dim(X) ≤ dH (X) we can use Theorem 1.12 to
guarantee that any set with finite Hausdorff dimension can be topologically
embedded into a Euclidean space. However, we will see at the beginning of
Chapter 6 that there are examples of sets with finite Hausdorff dimension that
cannot be embedded into a Euclidean space using any map that is linear.

2.1 Hausdorff measure and Lebesgue measure

Although we will ultimately consider subsets of Banach spaces, we begin in a
relatively abstract way by defining the s-dimensional Hausdorff measure H s ,
and the Hausdorff dimension dH , for subsets of a metric space (X, ̺).
An outer measure μ on X assigns a nonnegative real number to every subset
of X, with the properties
(i) μ(∅) = 0;
(ii) if A ⊆ B then μ(A) ≤ μ(B); and
(iii) if {Aj }∞
j =1 are subsets of X then
⎛ ⎞
∞
 ∞

μ ⎝ Aj ⎠ ≤ μ(Aj ). (2.1)
j =1 j =1

20
 2.1 Hausdorff measure and Lebesgue measure 21

We do not distinguish in what follows between ‘outer measures’ and ‘mea-

sures’; strictly speaking a ‘measure’ is only defined on a σ -algebra of mea-
surable sets (sets for which μ(E) = μ(E ∩ A) + μ(E \ A)), but any measure
can be extended to an outer measure, and any outer measure gives rise to a
measure when restricted to the σ -algebra of measurable sets (for more details
see Chapter 1 of Mattila (1995), or of Rogers (1998)). A probability measure
on (X, ̺) is a measure μ with μ(X) = 1.
We now define an approximation to the s-dimensional Hausdorff measure,
and show that it is an outer measure. For a subset U of X, we recall that
|U | = supx,y∈U ̺(x, y); for A ⊆ X, s ≥ 0, and δ > 0, we define
∞ 

s s ∞
Hδ (A) = inf |Ui | : X ⊆ ∪i=1 Ui with |Ui | ≤ δ .
i=1

Note that any sets {Ui } are allowable in this cover of X (they need not be open).
Lemma 2.1 Hδs in an outer measure on (X, ̺) for each δ > 0.
Proof Fix δ > 0. Clearly (i) Hδs (∅) = 0 and (ii) Hδ(s) (A) ≤ Hδs (B) when-
ever A ⊆ B. To prove (iii) let {Aj }∞j =1 be a collection of subsets of X. Given
(i) ∞
ǫ > 0 there exists a sequence {Bj }i=1 of subsets of X such that
∞
 ∞

Aj ⊂ Bj(i) , |Bj(i) | ≤ δ, and |Bj(i) |s ≤ Hδs (Aj ) + ǫ2−j .
i=1 i=1

It follows that
⎛ ⎞
∞
 ∞
 ∞
 ∞
 ∞

Aj ⊂ Bj(i) and Hδs ⎝ Aj ⎠ ≤ |Bj(i) |s ≤ǫ+ Hδs (Aj ).
j =1 i,j =1 j =1 i,j =1 j =1
 ∞  ∞
Since this is valid for any ǫ > 0, Hδs j =1 Aj ≤ j =1 Hδs (Aj ) as
required. 
One obtains the s-dimensional Hausdorff measure by refining the cover
involved in the definition of Hδs , i.e. taking the limit as δ → 0:
H s (X) = lim Hδs (X).
δ→0

The limit exists (it may be infinity) since Hδs (X) increases as δ decreases. It
follows immediately from Lemma 2.1 that H s is an outer measure; in fact
more is true.
Theorem 2.2 H s is a metric outer measure, i.e.
H s (A ∪ B) = H s (A) + H s (B) (2.2)
22 Hausdorff measure and Hausdorff dimension

whenever dist(A, B) > 0.

Proof We have already remarked that H s is an outer measure, so we have
only to prove (2.2). Let A, B be subsets of X such that dist(A, B) > 0 and let
δ < dist(A, B). It is easy to see that
Hδs (A ∪ B) = Hδs (A) + Hδs (B).
Taking δ → 0 yields H s (A ∪ B) = H s (A) + H s (B), as required. 
A set A ⊂ X is said to be H s -measurable if for each E ⊂ X
H s (E) = H s (E ∩ A) + H s (E ∩ Ac ).
Since H s is a metric outer measure, it follows (for a proof see Theorem 1.5 in
Falconer (1985)) that every closed subset of X is H s -measurable; and hence
that every Borel subset of X is H s -measurable. In particular, if {Aj } are disjoint
Borel sets then
⎛ ⎞
∞
 ∞
s⎝
H Aj =
⎠ H s (Aj ),
j =1 j =1

i.e. equality holds in (2.1).

We end this section with the result that for subsets of Rn , H n is a constant
multiple of n-dimensional Lebesgue measure. We will require the fact that the
volume of any subset of Rn is no larger than the volume of a ball with the same
diameter; for a proof see Section 2.2 in Evans & Gariepy (1992). We use L n
to denote n-dimensional Lebesgue measure.
Theorem 2.3 For any bounded subset A of Rn ,
 
n |A| n
L (A) ≤ n ,
2
where n = π n/2 / Ŵ(n/2 + 1) is the volume of the unit ball in Rn .
Theorem 2.4 If A is a bounded subset of Rn then
H n (A) = 2−n n L n (A).
Proof First, given any ǫ > 0 cover A by sets {Ui } such that

|Ui |n < H n (A) + ǫ.
i

Using Theorem 2.3,

 
  |Ui | n
n
L (A) ≤ n
L (Ui ) ≤ n < 2−n n [H n (A) + ǫ],
i i
2
 2.2 Hausdorff dimension 23

which implies that L n (A) ≤ 2−n n H n (A). The lower bound relies on the
Vitali Covering Theorem, and since we only make use of the upper bound in
what follows we refer to Falconer (1985) for both the covering theorem (his
Theorem 1.10) and the proof of the lower bound (his Theorem 1.12). 

2.2 Hausdorff dimension

We now show that there is a ‘critical value’ of s at which the s-dimensional
Hausdorff measure switches (as s is decreased) from being zero to being
infinite – this will be how we define the Hausdorff dimension.
Proposition 2.5 Let A be a subset of (X, ̺). Take s ′ > s > 0: if H s (A) < ∞
′ ′
then H s (A) = 0, and if H s (A) > 0 then H s (A) = ∞.
Proof The two statements are equivalent; we prove the first. If H s (A) < ∞
then for any δ > 0 there is a cover of A by sets {Bj } with diameters ≤ δ such
that
∞
|Bj |s ≤ H s (A) + 1.
j =1
′
It follows that for s > s
∞ ∞

′ ′ ′
|Bj |s ≤ δ s −s |Bj |s ≤ δ s −s [H s (A) + 1],
j =1 j =1
′
and hence H s (A) = 0. 
We can now define the Hausdorff dimension.
Definition 2.6 For any A ⊆ (X, ̺), the Hausdorff dimension of A is
dH (A) = inf{d ≥ 0 : H d (A) = 0}.
In the light of this definition, the following simple lemma will be useful.
Lemma 2.7 If A ⊆ X and s > 0 then H s (A) = 0 if and only if for every
ǫ > 0 there is a countable covering of A, {Uj }∞
j =1 , such that
∞

|Uj |s < ǫ. (2.3)
j =1

Proof Suppose that H s (A) = 0. Then for any δ > 0 there is a cover of
A by sets {Uj } with |Uj | < δ such that (2.3) holds; in particular one such
cover exists. Conversely, given any δ > 0, choose ǫ > 0 such that ǫ 1/s < δ,
24 Hausdorff measure and Hausdorff dimension

and find a covering that satisfies (2.3). Then this must be a covering by sets
with |Uj | < δ that satisfies (2.3), and hence H s (A) < ǫ for every ǫ > 0, i.e.
H s (A) = 0. 
We now prove some basic properties of the Hausdorff dimension.
Proposition 2.8
(i) If A, B ⊆ (X, ̺) and A ⊆ B then dH (A) ≤ dH (B);
(ii) the Hausdorff dimension is stable under countable unions: if Xk ⊆ X
then
∞ 

dH Xk = sup dH (Xk ); (2.4)
k=1 k

(iii) if U is an open subset of Rn then dH (U ) = n, in particular dH (Rn ) = n;

and
(iv) if f : (X, ̺X ) → (Y, ̺Y ) is Hölder continuous with exponent θ ∈ (0, 1],
̺Y (f (x1 ), f (x2 )) ≤ C ̺X (x1 , x2 )θ ,
then dH (f (X)) ≤ dH (X)/θ .
Proof (i) The proof is immediate from the definition.
(ii) If supk dH (Xk ) = ∞ then it follows from (i) that dH (X) = ∞. So we can
assume that supk dH (Xk ) < ∞, and take s > supk dH (Xk ): then H s (Xk ) = 0
for every k, and since H s is an outer measure (2.1) H s (∪k Xk ) = 0 and hence
dH (X) < s, from which (2.4) follows.
(iii) By considering U = ∪∞ j =1 [U ∩ B(0, j )] and using (ii), it suffices to
show that dH (U ) = n for any bounded open set U . Certainly U is contained
in some cube C with sides of length R. Given δ > 0, choose k ∈ N such that
√
k > R n/δ, and divide C into k n subcubes with sides of length R/k (and so
√ √
with diameters nR/k < δ); then Hδn (C) ≤ R n k n (k −1 n)n ≤ R n nn/2 and it
follows that H n (C) < ∞, whence dH (C) ≤ n. It follows from part (i) that
dH (U ) ≤ n. To show the lower bound, it follows from Theorem 2.4 that
H n (U ) ≥ 2n −1 n
n L (U ) > 0, and hence dH (U ) ≥ n.
(iv) Take s > dH (X). Then for any ǫ > 0 there exists a cover {Uj } of X with

|Uj |s < ǫ.
j

Then {f (Uj )} is a cover of f (X) and |f (Uj )| ≤ C|Uj |θ , from which it follows
that

|f (Uj )|s/θ < C s ǫ.
j
 2.3 The Hausdorff dimension of products 25

Lemma 2.7 guarantees that H s/θ (f (X)) = 0, and hence dH (f (X)) ≤ s/θ . 

Note that it is immediate from (ii) that the Hausdorff dimension of any
countable set is zero. In subsequent chapters we will frequently have recourse
to the example of an orthogonal sequence in a Hilbert space,

{aj ej }∞
j =1 ∪ {0}

where |aj | → 0 and {ej }∞

j =1 is an orthonormal set. In the light of this remark,
any such set will have zero Hausdorff dimension.

2.3 The Hausdorff dimension of products

It is generally hard to find lower bounds on the Hausdorff dimension, but the
following powerful theorem (‘Frostman’s Lemma’) is very useful for this. We
will only prove the implication in one direction, which is easy. The argument
to prove the converse is very involved, see Mattila (1995, Theorem 8.8; he also
gives a proof, due to Howroyd (1995), valid in compact metric spaces).

Theorem 2.9 Let X be a closed subset of Rn . Then H s (X) > 0 if and only
if there exists a probability measure μ supported on X such that

μ(B(x, r)) ≤ cr s for all x ∈ X, r > 0.

Proof We only prove the ‘if’ part. Take any cover {Bri (xi )} of X with ri ≤ δ;
then
 
    
1 = μ(X) = μ X ∩ Bri (xi ) ≤ μ X ∩ Bri (xi ) ≤ c ris .
i i

Taking the infimum, it follows that H s (X) ≥ 1/c. 

Using this result we can show that dH (X × Y ) ≥ dH (X) + dH (Y ). While the
result remains true in greater generality, since we use Theorem 2.9 we state
it for subsets of Euclidean spaces. We take the norm on Rn × Rm to be the
standard norm on Rn+m .

Proposition 2.10 Let X ⊂ Rn and Y ⊂ Rm be closed sets. Then

dH (X × Y ) ≥ dH (X) + dH (Y ).

Proof Given s < dH (X) and t < dH (Y ), H s (X) > 0 and H t (Y ) > 0. It fol-
lows from Theorem 2.9 that there exist probability measures μ and ν supported
26 Hausdorff measure and Hausdorff dimension

on X and Y respectively such that

μ(B(x, r) ∩ X) ≤ c1 r s and ν(B(y, r) ∩ Y ) ≤ c2 r t .

Since B((x, y), r) ⊂ B(x, r) × B(y, r), the measure μ × ν on Rn × Rm satis-

fies (μ × ν)(X × Y ) = μ(X)ν(Y ) = 1 and

(μ × ν)(B((x, y), r) ∩ (X × Y )) ≤ μ(B(x, r) ∩ X)ν(B(y, r) ∩ Y ) ≤ c1 c2 r s+t .

It follows that H s+t (X × Y ) > 0, and hence dH (X × Y ) ≥ s. 

The reverse inequality does not hold in general, as the following example
shows (Theorem 5.11 in Falconer (1985)). Let m0 = 1, mk+1 = k kj =0 mj .
Let X consist of those numbers in [0, 1] that have a zero in the rth decimal
place for mk + 1 ≤ r ≤ mk+1 and k even, and let Y consist of the numbers in
[0, 1] with a zero in the rth decimal place for mk + 1 ≤ r ≤ mk+1 and k odd.
Each of these sets X and Y has Hausdorff dimension zero. For X, consider
the first mk+1 decimal places, with k even; X can be covered by 10nk intervals
{Ij } of length 10−mk+1 , where

nk = (m2 − m1 ) + (m4 − m3 ) + · · · + (mk − mk−1 ).

Then
 k k
|Ij |1/k ≤ 10nk × 10−mk+1 /k ≤ 10 j =0 mj
× 10− j =0 mj
= 1,
j

by the choice of mk . It follows that dH (X) = 0. A similar argument shows that

dH (Y ) = 0.
However, any z ∈ (0, 1) can be written in the form z = x + y with x ∈ X and
y ∈ Y , and the mapping f : X × Y → R given by (x, y) → x + y is Lipschitz.
It follows that

1 = dH (0, 1) ≤ dH (f (X × Y )) ≤ dH (X × Y )

using Proposition 2.8(iv).

2.4 Hausdorff dimension and covering dimension

We are now in a position to show that the Hausdorff dimension bounds the cov-
ering dimension. The proof given here, which works directly with the covering
dimension, rather than the small inductive dimension as in Theorem VII 3 of
 2.4 Hausdorff dimension and covering dimension 27

Hurewicz & Wallman (1941), is due to Edgar (2008, Theorem 6.3.11). A sim-
ilar argument, valid in any separable metric space, is given by Charalambous
(1999).
Note that an immediate consequence of this result is that dim(X) ≤ n for
any compact subset of Rn , since Proposition 2.8(iii) shows that dH (Rn ) = n,
and dH is monotonic (part (i) of the same proposition), so that dH (X) ≤ n for
any subset of Rn .
Theorem 2.11 Let X be a compact metric space. Then dim(X) ≤ dH (X).
Proof We use the characterisation of covering dimension from Exercise 1.1.
Let n = dim(X), so that it is not true that dim(X) ≤ n − 1. Then there must
exist an open cover {Ui }n+1
i=1 of X such that for any closed sets {Fi } with Fi ⊂ Ui
that still form a cover of X, ∩n+1
i=1 Fi = ∅.
Now define
δi (x) = dist(x, X \ Ui ) i = 1, . . . , n + 1
and δ(x) = δ1 (x) + · · · + δn+1 (x). Then each δi is Lipschitz continuous, and
hence so is δ:
|δi (x) − δi (y)| ≤ ̺(x, y) and |δ(x) − δ(y)| ≤ (n + 1)̺(x, y).
Since the {Ui } form a cover of X, x ∈ Ui for some i, and so δi (x) > 0; it
follows that δ(x) > 0 for every x ∈ X, and so since X is compact, there exist
b > a > 0 such that a ≤ δ(x) ≤ b for every x ∈ X. Define h : X → Rn+1 by
 
δ1 (x) δ2 (x) δn+1 (x)
h(x) = , ,··· , .
δ(x) δ(x) δ(x)
The function h is again Lipschitz, since
δj (x) δj (y) |δ(y)δj (x) − δ(x)δj (y)|
− =
δ(x) δ(y) δ(x)δ(y)
≤ a −2 [δ(y)|δj (x) − δj (y)| + δj (y)|δ(y) − δ(x)|]
≤ a −2 b(n + 2) ̺(x, y),
and so
√
|h(x) − h(y)| ≤ a −2 b(n + 2) n ̺(x, y).
Now, since h is Lipschitz, dH (h(X)) ≤ dH (X) (Proposition 2.8(iv)). The
proof is concluded by showing that h(X) contains the simplex
n+1

T = {(t1 , . . . , tn+1 ) ∈ Rn+1 : ti > 0 and ti = 1},
i=1
28 Hausdorff measure and Hausdorff dimension

which clearly has dH (T ) ≥ n since it is bi-Lipschitz equivalent to an open

subset of Rn . To this end, take a point t = (t1 , . . . , tn+1 ) ∈ T and consider the
sets
 
δi (x)
Fi = x ∈ X : ≥ ti .
δ(x)
Each Fi is closed, Fi ⊆ Ui , and the {Fi } form a cover of X since
n+1

[δi (x)/δ(x)] = 1.
i=1

Since ∩n+1
i=1 Fi = ∅, there exists an x ∈ X with δi (x)/δ(x) ≥ ti for each i. But
[δ
i i (x)/δ(x)] = 1 and i ti = 1, whence it follows that δi (x)/δ(x) = ti , i.e.
that h(x) = t, and so h(X) ⊇ T . 
Of course, this inequality can be strict, since dim(X) is an integer-valued
definition of dimension, and there exist sets for which dH (X) ∈
/ N. However,
we always have equality for some homeomorphic image of X:

Theorem 2.12 If (X, ̺) is compact and dim(X) = n then there is a homeo-

morphism h : X → R2n+1 such that dH (h(X)) = n.

The proof is taken from Hurewicz & Wallman (1941, Theorem VII.4).

Proof Take s > n, and consider the collection Ks of all those functions f ∈
C(X, R2n+1 ) for which H s (f (X)) = 0. The condition that H s (f (X)) = 0
means that for each i ∈ N there exists a finite cover {Xj }kj =1 of X such that
k

|f (Xj )|s < 1/ i. (2.5)
j =1

Let X denote a finite cover {Xj }kj =1 of X, and denote by GX i,s the set of all
functions f ∈ C(X, R2n+1 ) that satisfy (2.5) for this decomposition. Then
⎡ ⎤
∞ 
Ks = ⎣ GX i,s .
⎦
i=1 all possible X

Since each GX i,s is an open subset of C(X, R

2n+1
), so is the expression in square
brackets for each i. It follows that Ks is a Gδ in C(X, R2n+1 ).
Now, as noted during the proof of the embedding theorem for sets with
dim(X) finite, the embedding map g defined in (1.4) maps X into an n-
dimensional polyhedron. Thus the set of maps f ∈ C(X, R2n+1 ) that map X
 Exercises 29

into such a polyhedron is dense; for any such map,

dH (f (X)) ≤ dH (polyhedron) ≤ n.

Since all such maps must therefore lie in Ks , Ks contains a dense subset of
C(X, R2n+1 ), so is itself dense.
We have shown that Ks is a dense Gδ in C(X, R2n+1 ), and Theorem 1.12
guarantees that the set of maps EX that are embeddings of X is also a dense
Gδ . It follows from the Baire Category Theorem (Theorem 1.6) that

EX ∩ Kn+(1/j )
j ≥1

is also a dense Gδ . In particular this set is nonempty, so there exists a homeo-

morphism f of X into R2n+1 such that H s (X) = 0 for all s ≥ n, i.e. for which
dH (f (X)) ≤ n. 
As a corollary, we give what amounts to an alternative definition of the
covering dimension. It is immediate from this definition that dim is a topological
invariant, but in no way clear that dim must be an integer (cf. Prosser, 1970).

Corollary 2.13 If X is a compact space then

dim(X) = inf{dH (X′ ) : X′ homeomorphic to X}.

Mandelbrot (1982) defined a ‘fractal’ as a set for which dim(X) < dH (X).
Luukkainen (1998) makes the nice comment that the result of this corollary
implies that ‘there is no purely topological reason for X to be fractal’.

Exercises
2.1 Let X be a subset of Rn , and let f : X → Rm satisfy

|f (x1 ) − f (x2 )| ≤ C|x1 − x2 |θ ,

with C > 0 and θ ∈ [0, 1]. Show that the Hausdorff dimension of the
graph

G = {(x, f (x)) : x ∈ X} ⊂ Rn+m

is less than or equal to n + (1 − θ )m.

2.2 Show that if Jq are open subsets of [0, 1] such that
 
|Jq | = 1 and |Jq |s < ∞, (2.6)
q
30 Hausdorff measure and Hausdorff dimension

then [0, 1] \ ∪Jq has s-dimensional Hausdorff measure zero. (This result
has applications to bounding the set of singular times in weak solutions of
the three-dimensional Navier–Stokes equations, see Scheffer (1976).)
2.3 Define the ‘d-dimensional spherical Hausdorff measure’ of a set X by
S d (X) = limδ→0 Sδd (X), where
 ∞

 
d d
Sδ (X) = inf ri : X ⊆ B(xi , ri ) : ri ≤ δ .
i=1
d
Show that dH (X) = inf{d : S (X) = 0}.
2.4 Suppose that X is a bounded subset of Rn that is covered by a collec-
tion of balls {B(x, r(x))}x∈X . Show that there exists a finite or countably
infinite disjoint subcollection of this cover, {B(xj , r(xj ))}∞
j =1 , such that
{B(xj , 5r(xj ))}∞
j =1 still covers X. [Hint: set M = sup x∈X r(x). Define

Xk = {x ∈ X : ( 43 )k M < r(x) ≤ ( 34 )k−1 M},

and given {x1 , . . . , xnk } such that
kn

∪x∈Xk B(x, r(x)) ⊆ B(xi , 5r(xi )), (2.7)
i=1

find points {xnk +1 , . . . , xnk+1 } in

nk−1

Xk′ = {x ∈ Xk : B(x, r(x)) ∩ B(xi , r(xi )) = ∅},
i=1

such that (2.7) holds with k replaced by k + 1.]

2.5 Suppose that f ∈ L1loc (Rn ). For some 0 ≤ d < n and some δ > 0 define
 " 
1
S = x ∈ Rn : lim sup d |f (x)| dx > δ .
r→0 r B(x,r)

Use the results of the previous two exercises to show that H d (S) = 0.
[Hint: first show that L n (S) = 0.] (This result forms the final piece in
the proof of the partial regularity of the three-dimensional Navier–Stokes
equations due to Caffarelli, Kohn, & Nirenberg (1982).)
 3
Box-counting dimension

The study of the box-counting dimension forms the core of Part I of this
book. We concentrate on the upper box-counting dimension (Definition 3.1),
since this is the least restrictive definition of dimension that allows one to
obtain a parametrisation of a ‘finite-dimensional’ set, using a finite number
of parameters, that has a well-defined degree of continuity (Hölder). But it
is also of interest since the upper box-counting dimension of many attractors
arising in the infinite-dimensional dynamical systems is finite. We explore the
implications of this fact in Part II.
As with the topological and Hausdorff dimensions, we give general results
for subsets of metric spaces; but as we switch to particular examples (and then
later embedding results) we specialise to subsets of Hilbert and Banach spaces.

3.1 The definition of the box-counting dimension

Let N(X, ǫ) denote the minimum number of balls of radius ǫ (‘ǫ-balls’) with
centres in X required to cover X. We define the box-counting dimension of X
as

log N(X, ǫ)
dbox (X) = lim ; (3.1)
ǫ→0 − log ǫ

essentially N(X, ǫ) ∼ ǫ −dbox (X) as ǫ → 0.

However, the limit in (3.1) need not exist in general, as the following
example shows (cf. Exercise 3.8 in Falconer (1990)). Form a Cantor-like set
C = ∩∞ j =1 Cj , where Cj is the set at the end of stage j of the following con-
struction: at stage 2j − 1 remove the middle half (i.e. the two middle quarters)
2j −1 times, and at stage 2j remove the middle third 2j −1 times. By considering

31
32 Box-counting dimension

C2j −1 , one can see that C requires

j
+2j −1 −2 j
−1) −(2j −1 −1)
N2j −1 := 22 intervals of length ǫ2j −1 := 4−(2 3 ,

to cover it; by considering C2j , C requires

j +1 j
−1) −(2j −1)
N2j := 22 −2
intervals of length ǫ2j := 4−(2 3

for a cover. Thus

log N2j −1 (2j + 2j −1 − 2) log 2 3 log 2
= j j −1
→ ,
− log ǫ2j −1 (2 − 1) log 4 + (2 − 1) log 3 2 log 4 + log 3
while
log N2j (2j +1 − 2) log 2 2 log 2
= j j
→ .
− log ǫ2j (2 − 1) log 4 + (2 − 1) log 3 log 4 + log 3
We therefore make the following two definitions.

Definition 3.1 Let (X, ̺) be a metric space, and A ⊆ X. Let N(A, ǫ) denote
the minimum number of closed balls of radius ǫ with centres in A required to
cover A. The upper box-counting dimension of A is
log N(A, ǫ)
dB (A) = lim sup , (3.2)
ǫ→0 − log ǫ
and the lower box-counting dimension of A is
log N(A, ǫ)
dLB (A) = lim inf .
ǫ→0 − log ǫ
The inequality dLB (A) ≤ dB (A) is clear, with the above Cantor-like set show-
ing that it can be strict. The ‘box-counting dimension’ (3.1) only exists when the
lower and upper box-counting dimensions coincide; but since we will (almost)
always be interested in the upper box-counting dimension in what follows, we
will usually refer to the quantity dB (X) defined in (3.2) as the box-counting
dimension.1 (We will see in Section 8.2 that sets with finite lower box-counting
dimension do not enjoy the same embedding properties as sets with finite upper
box-counting dimension.)
It is immediate from the definition that if d > dB (A) then there exists an ǫ0
such that

N(A, ǫ) < ǫ −d for all ǫ < ǫ0 , (3.3)

1 In much of the dynamical systems literature the upper box-counting dimension is referred to as
the ‘fractal dimension’; although a little inelegant, ‘box-counting dimension’ is to be preferred
for obvious reasons.
 3.2 Basic properties of the box-counting dimension 33

while if d < dB (A) then there exists a sequence ǫj → 0 such that

N(A, ǫ) > ǫj−d .
We will often make use of these (particularly (3.3)) in what follows.
Note that we could just as well take a covering by open balls, since any
covering by open balls of radius ǫ yields a covering by closed balls of the same
radius, and any covering by closed balls of radius ǫ yields a covering by open
balls of radius 2ǫ. A number of other alternative, but equivalent, definitions are
discussed in Exercise 3.1.
Sometimes it is useful to be able to calculate the box-counting dimension by
taking the limit (superior) through a sequence {εk } of values of ǫ, rather than
a continuous limit. The Cantor set example above shows that one cannot do
this without imposing some restrictions on εk , such as those in the following
lemma, whose main application is to the geometric sequence εk = cα k .
Lemma 3.2 If εk is a decreasing sequence tending to zero with εk+1 ≥ αεk
for some α ∈ (0, 1), then
log N(A, εk ) log N(A, εk )
dB (A) = lim sup and dLB (A) = lim inf . (3.4)
k→∞ − log εk k→∞ − log εk
Proof Clearly the right-hand side of (3.4) is bounded by dB (A). Given ǫ with
0 < ǫ < 1 let k be such that εk+1 ≤ ǫ < εk ; then
log N(A, ǫ) log N(A, εk+1 )
≤
− log ǫ − log εk
log N(A, εk+1 )
=
− log εk+1 + log(εk+1 /εk )
log N (A, εk+1 )
≤
− log εk+1 + log α
and so (3.4) follows. The argument for dLB (A) is similar. 

3.2 Basic properties of the box-counting dimension

We now prove a number of properties of the box-counting dimension. In contrast
to the topological (and to a lesser extent Hausdorff) dimension, the proofs are
very straightforward.
Lemma 3.3 Let (X, ̺) be a metric space, and A and B subsets of X.
(i) If A ⊆ B then dB (A) ≤ dB (B);
(ii) dB (A) = dB (A), where A denotes the closure of A in (X, ̺);
34 Box-counting dimension

(iii) dB (A ∪ B) ≤ max(dB (A), dB (B));

(iv) if f : (X, ̺X ) → (Y, ̺Y ) is Hölder continuous with exponent θ ,
̺Y (f (x1 ), f (x2 )) ≤ C ̺X (x1 , x2 )θ for all x1 , x2 ∈ X
then
dB (f (A)) ≤ dB (A)/θ ;

(v) dH (A) ≤ dLB (A) ≤ dB (A); and

(vi) if In = [0, 1]n ⊂ Rn then dLB (In ) = dbox (In ) = dB (In ) = n.
Proof (i) If A ⊆ B then N(A, ǫ) ≤ N(B, ǫ) and the result is immediate.
(ii) Any finite cover of A by closed balls must cover A, and hence dB (A) ≤
dB (A). Equality follows using (i), since A ⊆ A.
(iii) Clearly N(A ∪ B, ǫ) ≤ N (A, ǫ) + N(B, ǫ); the result is again immedi-
ate from the definition.
(iv) Given d > dB (A), choose ǫ0 sufficiently small such that N(A, ǫ) ≤ ǫ −d
for all 0 < ǫ < ǫ0 . Cover A with no more than ǫ −d balls of radius ǫ. The image
of this cover under f provides a covering of f (A) by sets (not necessarily
closed) of diameter no larger than C(2ǫ)θ ; but these are certainly contained in
closed balls of radius 2C(2ǫ)θ . So
N(f (A), 2C(2ǫ)θ ) ≤ ǫ −d ⇒ N (f (A), δ) ≤ 2d (δ/2C)−d/θ = cδ −d/θ ,
and hence dB (f (A)) ≤ dB (A)/θ .
(v) If s > dLB (A) then there is a sequence ǫj → 0 such that N(A, ǫj ) < ǫj−s ;
thus
H2ǫs j (A) ≤ N (A, ǫj )(2ǫj )s < 2s < ∞,
and hence H s (A) < 2s < ∞, from which it follows that dH (A) ≤ s. So
dH (A) ≤ dLB (A); that dLB (A) ≤ dB (A) is immediate from the definitions.
(vi) In can be covered by k n cubes of side 1/k. The sequence εk = 1/k satis-
fies the requirements of Lemma 3.2, and so dB (In ) ≤ n. We have already shown
that dH (In ) = n (Proposition 2.8(iii)), and so dB (In ) ≥ dLB (In ) ≥ dH (In ) ≥ n.
It follows that dB (In ) = dbox (In ) = dLB (In ) = n. 
Note that it follows immediately from parts (i) and (vi) of the above lemma
that any compact subset A of Rn has dB (A) ≤ n, and that if this A contains an
open set then in fact dB (A) = n.
In Part II of this book we will be particularly interested in sets X that are
subsets of Banach (or Hilbert) spaces. In this case, one can often view X simul-
taneously as a subset of different spaces. Since the quantity N (X, ǫ) depends
on the norm in which one chooses the ǫ-balls, the box-counting dimension will
 3.3 Box-counting dimension of products 35

vary depending on the space in which one views X as lying. In the final chapter
of this book, the following simple observation will prove useful: if B1 and B2
are two Banach spaces with X ⊂ B1 ⊆ B2 , then
uB2 ≤ cuB1 ⇒ dB (X; B2 ) ≤ dB (X; B1 ) (3.5)
(the proof is immediate since NB2 (X, cǫ) ≤ NB1 (X, ǫ)).

3.3 Box-counting dimension of products

In Proposition 2.10 we saw that the Hausdorff dimension obeys2
dH (X × Y ) ≥ dH (X) + dH (Y ),
and showed by example that this inequality could be strict. Here we show that
the lower box-counting dimension behaves similarly, but that for the upper
box-counting dimension the inequality is reversed.
Proposition 3.4 Let (X, ̺X ) and (Y, ̺Y ) be metric spaces, and X × Y the
product space equipped with the metric
̺α ((x, y), (ξ, η)) = [̺X (x, ξ )α + ̺Y (y, η)α ]1/α (3.6)
for some α ∈ [1, ∞), or
̺∞ ((x, y), (ξ, η)) = max(̺X (x, ξ ), ̺Y (y, η)). (3.7)
Then
dB (X × Y ) ≤ dB (X) + dB (Y ) and dLB (X × Y ) ≥ dLB (X) + dLB (Y ).
(3.8)
Consequently, if the box-counting dimensions dbox (X) and dbox (Y ) are both
well defined then so is dbox (X × Y ) and
dbox (X × Y ) = dbox (X) + dbox (Y ). (3.9)
Proof For the upper bound, take δX > dB (X) and δY > dB (Y ); then there
exists an ǫ0 > 0 such that
N(X, ǫ) < ǫ −δX and N(Y, ǫ) < ǫ −δY 0 < ǫ < ǫ0 .
It follows that X × Y can be covered by ǫ −(δX +δY ) balls of radius 21/α ǫ, and
hence dB (X × Y ) ≤ dB (X) + dB (Y ).
For the lower bound, take s < dLB (X) and t < dLB (Y ). Then there exists an
ǫ0 > 0 such that for all ǫ < ǫ0 there are at least ǫ −s disjoint balls of radius ǫ
2 One can obtain an upper bound on the Hausdorff dimension of a product if one is prepared to
involve the upper box-counting dimension: dH (X × Y ) ≤ dH (X) + dB (Y ), see Exercise 3.5.
36 Box-counting dimension

with centres in X, and at least ǫ −t disjoint balls of radius ǫ with centres in Y .

There are certainly, therefore, more than ǫ −(s+t) disjoint balls of radius 21/α ǫ
in X × Y , and hence dLB (X × Y ) ≥ dLB (X) + dLB (Y ).
Finally, (3.9) follows immediately from (3.8) if dLB (X) = dB (X) = dB (X)
and dLB (Y ) = dB (Y ) = dB (Y ). 
Both inequalities can be strict. The example at the end of Section 2.3 can be
used to show this for the lower box-counting dimension, since nk /mk+1 → 0 as
k → ∞ implies that dLB (X) = dLB (Y ) = 0, and dLB (X × Y ) ≥ dH (X × Y ) ≥
1 (cf. Edgar, 1998, p. 43). The construction of an example for the upper box-
counting dimension seems to be more delicate: in this case one can take X
and Y to be ‘inhomogeneous’ Cantor sets like the example used in Section
3.1, chosen in such a way that N(X, ǫ) is large (i.e. ∼ ǫ −d with d large) when
N(Y, ǫ) is small and vice versa; see Sharples (2010) for details.

3.4 Orthogonal sequences

Now, following Ben-Artzi, Eden, Foias, and Nicolaenko (1993), we investigate
the box-counting dimension of ‘orthogonal sequences’. In fact we consider a
class of examples that are bona fide orthogonal sequences in the Hilbert space
ℓ2 , and behave very much like orthogonal sequences in the sequence spaces ℓp
with 1 ≤ p ≤ ∞. These examples will be used later to show that the estimates
in various embedding theorems are sharp.
Let {ei }∞ i=1 be the standard basis for these spaces, so that
ei = (0, . . . , 0, 1, 0, . . .) is the sequence with 1 in the ith place and 0 in
every other place.3 Let {ai }∞ i=1 be a sequence of nonzero real numbers such
that |an | ≥ |an+1 | > 0 and limn→∞ |an | = 0. We consider the compact set
A = {α1 , α2 , . . .} ∪ {0}, where αi = ai ei for every i = 1, 2, . . . Since A is
countable, it follows that dH (A) = 0 whatever values are chosen for the ai .

Lemma 3.5 In every ℓp , 1 ≤ p ≤ ∞, the (upper) box-counting dimension

of A is given by
log n
dB (A) = lim sup (3.10)
n→∞ − log |an |
∞

= inf{d : |an |d < ∞}. (3.11)
n=1

3 This is not in fact a basis for ℓ∞ , but only for c0 , the subspace of ℓ∞ consisting of sequences
that tend to zero.
 3.4 Orthogonal sequences 37

Furthermore,
log n
dLB (A) = lim inf . (3.12)
n→∞ − log |an |
We will use (3.10) and (3.12) immediately to consider some simple exam-
ples. The alternative form of (3.10), (3.11), will be useful later.

Proof First we prove (3.10). Given any ǫ with 0 < ǫ < |a1 |, let n = n(ǫ) be
the integer such that

|an | > ǫ ≥ |an+1 |.

The set A can be covered by n + 1 ǫ-balls, one centred at the origin and the
other n centred at {α1 , . . . , αn }. Thus
log N(X, ǫ) log n(ǫ) + 1 log n
dB (A) = lim sup ≤ lim sup ≤ lim sup .
ǫ→0 − log ǫ ǫ→0 − log |an(ǫ) | n→∞ − log |an |
The upper bound in (3.12) follows similarly.
To prove the reverse inequality, for any n large enough that |an | < 1, let n′
denote the integer n′ ≥ n for which

|an | = |an+1 | = · · · = |an′ | > |an′ +1 |,

and set ǫ(n) = 41 (|an′ | + |an′ +1 |). It follows that any two elements from
{α1 , . . . , αn′ } are at least |an′ | > 2ǫ(n) apart (in any ℓp norm), and hence
N(A, ǫ(n)) ≥ n′ .
Since n′ ≥ n, |an | = |an′ |, and |an′ | < 4ǫ(n), it follows that
log n log n′ log N(A, ǫ(n))
≤ ≤ ,
− log |an | − log |an′ | − log(4ǫ(n))
and hence that
log n log N(A, ǫ(n)) log N(A, ǫ)
lim sup ≤ lim sup ≤ lim sup = dB (A).
n→∞ − log |an | n→∞ − log(4ǫ(n)) ǫ→0 − log(4ǫ)
Again, the lower bound in (3.12) follows similarly.
We now show that the right-hand sides of (3.10) and (3.11), which we call
d1 and d2 respectively, are equal. Take d > d2 , so that ∞ d
n=1 |an | = M. Then
d
since |an | is nonincreasing, this implies that n|an | ≤ M for any n, from which
it is easy to see that d1 ≤ d, and hence d1 ≤ d2 . Conversely, if d > d1 then for
all n sufficiently large, log n/(− log |an |) ≤ d, and so |an | ≤ n−1/d . It follows
that for any d ′ > d, ∞ d′ ′ ′
n=1 |an | < ∞. Thus d2 ≤ d for all d > d1 , and so
d2 ≤ d1 . It follows that d1 = d2 . 
38 Box-counting dimension

As a simple application of this result, consider the set

Hα = {0} ∪ {n−α en }∞
n=1 .

Then
log n 1
dB (Hα ) = lim sup = . (3.13)
n→∞ α log n α
More strikingly (since all these examples have zero Hausdorff dimension), the
set

Hlog = {0} ∪ {en / log n}∞

n=2

has
log n
dB (Hlog ) = lim sup = +∞.
n→∞ log log n

By combining these two examples, one can obtain a set with dB (Ĥ ) = ∞ but
dLB (Ĥ ) < ∞: the idea is to choose the coefficients {an } such that |an+1 | ≤ |an |
and there exist sequences nj → ∞ such that anj = 1/nj and mj → ∞ such
that amj = 1/ log mj . In more detail, define

e(x) = ⌊ex ⌋,

where ⌊x⌋ is the greatest integer ≤ x, and then set

a1 = a2 = 1,
a3 = 1/(log 3),
a4 = a5 = · · · = ae(4) = 1/4,
ae(4)+1 = 1/ log(e(4) + 1),
ae(4)+2 = · · · = ae(e(4)) = 1/(e(4) + 2),
ae(e(4))+1 = 1/ log(e(e(4)) + 1),

etc. Then
log n
dB (Ĥ ) = lim sup = ∞,
n→∞ − log |an |
but
log n
dLB (Ĥ ) = lim inf = 1.
n→∞ − log |an |
 Exercises 39

Exercises
3.1 Show that
log M(A, ǫ)
dB (A) = lim sup ,
ǫ→0 − log ǫ
if M(A, ǫ) denotes:
(i) the minimum number of closed balls of radius ǫ with arbitrary centres
that are required to cover A;
(ii) the largest number of disjoint balls of radius ǫ with centres in A; or
(iii) for a subset of Rn , the number of boxes of the form

[m1 ǫ, (m1 + 1)ǫ] × · · · × [mn ǫ, (mn + 1)ǫ], mj ∈ Z,

that intersect A (hence the name ‘box-counting dimension’).

3.2 Suppose that X is a compact subset of Rn . Define
L n (O(X, ǫ))
c(X) = lim inf ,
ǫ→0 log ǫ
where L n is n-dimensional Lebesgue measure, and

O(X, ǫ) = {y ∈ Rn : dist(y, X) < ǫ}.

Show that dB (X) = n − c(X).

3.3 Show that for any compact metric space X with dim(X) ≤ n there exists
a homeomorphism h : X → R2n+1 such that

dim(X) = dim(h(X)) = dH (h(X)) = dLB (h(X))

and deduce that

dim(X) = inf{dLB (X′ ) : X′ is homeomorphic to X}. (3.14)

[Hint: let Kn consist of all mappings f ∈ C(X, R2n+1 ) such that

dLB (f (X)) ≤ n. Show first that for each k ∈ N the set

Kn,k = {f ∈ C(X, R2n+1 ) : No (f (K), ǫ) ≤ ǫ −n /k for some ǫ > 0}

is open, where No (X, ǫ) is the number of open balls of radius ǫ that covers
X. Then use the characterisation

dLB (X) = inf{r : for every η > 0 there exists an ǫ > 0

such that No (X, ǫ) < ηǫ −r }

to deduce that Kn is open. Finally follow the argument of Theorem 2.12 to

show that Kn is also dense and conclude the proof as there.] This result is
40 Box-counting dimension

due originally to Pontrjagin & Schnirelmann (1932); the relatively simple

proof outlined here is due to Prosser (1970).
3.4 The result of the previous exercise remains true if one replaces the
lower box-counting dimension by the upper box-counting dimension in
(3.14). (Luukkainen (1981) pointed out that the argument of Pontrjagin &
Schnirelmann (1932) can also be used to obtain this result.) Combine this
with Proposition 3.4 to show that dim(X × Y ) ≤ dim(X) + dim(Y ).
3.5 Let (X, ̺X ) and (Y, ̺Y ) be metric spaces. For A ⊆ X and B ⊆ Y show
that dH (A × B) ≤ dH (A) + dB (B).
3.6 Unlike the Hausdorff dimension, the box-counting dimension is not sta-
ble under countable unions. To try to rectify this, one can introduce the
modified (upper) box-counting dimension,
 ∞


dMB (X) = inf sup dB (Xi ) : X ⊂ Xi .
i i=1

Note that dH (X) ≤ dMB (X) since dH (X) ≤ dB (X) and the Hausdorff
dimension is stable under countable unions (2.4). Let X be a compact
subset of a Hilbert space H , and suppose that
dB (X ∩ U ) = dB (X)
for all open subsets U of H that intersect X. Use the Baire Category
Theorem (Theorem 1.6) to show that dMB (X) = dB (X).
3.7 Set

Pδs (X) = sup{ |Bi |s : {Bi } are disjoint balls with centres in X}
i i

and define
P0s (X) = lim Pδs (X).
δ→0

To obtain a measure, define

 ∞

 
s
P (X) = inf P0s (Xi ) : X⊂ Xi ,
i i=1

the s-dimensional packing measure. The packing dimension of X is defined

as
dP (X) = inf{s : P s (X) = 0}.
(The definition is due to Tricot (1980).) Show that dP (X) = dMB (X) (a
result due to Falconer (1990)). (For more on the packing dimension see
Section 5.9 in Mattila (1995), and Howroyd (1996).)
 4
An embedding theorem for subsets of RN in
terms of the upper box-counting dimension

In this chapter we prove an embedding theorem for subsets of RN in terms

of the upper box-counting dimension: X ⊂ RN can be ‘nicely’ embedded into
Rk for any integer k > 2dB (X). The proof forms a model for those that follow
for subsets of infinite-dimensional spaces (Theorems 6.2, 8.1, and 9.18), and
motivates the definitions of ‘prevalence’ in Chapter 5 and of various ‘thickness
exponents’ in Chapter 7.
The idea is to show that ‘almost every’ linear map L : RN → Rk is one-to-
one on X with L−1 |LX Hölder continuous. As remarked in the Introduction,
since L is linear, L : X → Rk is one-to-one if and only if Lz = 0 implies that
z = 0 for z ∈ X − X, where X − X is the ‘difference set’

X − X = {x − y : x, y ∈ X}.

Embedding results for linear maps therefore rely essentially on properties

of X − X rather than on properties of X itself. For the upper box-counting
dimension, however, dB (X − X) ≤ 2dB (X). This follows since dB (X × X) ≤
2dB (X) (Proposition 3.4) and X − X is the image of X × X under the Lipschitz
map (x, y) → x − y; part (iv) of Lemma 3.3 shows that such mappings cannot
raise the box-counting dimension.
If X and Y are Banach spaces, we denote the space of all bounded linear maps
from X into Y by L (X, Y ), and abbreviate L (X, X) to L (X). We can view
any linear map L ∈ L (RN , Rk ) as a collection of k linear maps Lj : RN → R,
so that

Lx = (L1 x, L2 x, . . . , Lk x);

and each Lj is equivalent to taking the inner product with some lj ∈ RN ; we

write lj∗ for the linear map from RN into R given by x → (lj , x).

41
42 An embedding theorem for subsets of RN

Figure 4.1 The shaded region indicates those l ∈ BN with |α + (l · x)| ≤ ǫ.

We will consider a restricted set E of linear maps, namely those of the form
E = {(l1∗ , . . . , lN∗ ) : lj ∈ BN },
where√BN = BN (0, 1) is the unit ball in RN . Note that any L ∈ E has norm at
most N.
Identifying E with (BN )k , we define a probability measure μ on E to be that
induced by choosing each lj according to the uniform probability measure λ on
BN (λ is the Lebesgue measure L N normalised by N ), i.e. μ is the product
measure ⊗kj =1 λ on (BN )k .
The following estimate lies at the heart of the proof of the embedding
theorem of this chapter (Theorem 4.3).
Lemma 4.1 For any α ∈ Rk and x ∈ RN ,
 k
ǫ
μ{L ∈ E : |α + Lx| ≤ ǫ} ≤ cN k/2 , (4.1)
|x|
where c is an absolute constant.
Proof Let α = (α1 , . . . , αk ). Then
k
#
μ{L ∈ E : |α + Lx| ≤ ǫ} ≤ μ{L ∈ E : |αj + Lj x| ≤ ǫ}
j =1
k
#
= λ{l ∈ BN : |αj + (l · x)| ≤ ǫ},
j =1

using the product structure of μ. Now,

" min(−α/|x|+ǫ/|x|,1)
N−1
λ{l ∈ BN : |α + (l · x)| ≤ ǫ} = (1 − r 2 )(n−1)/2 dr,
N max(−α/|x|−ǫ/|x|,−1)

see Figure 4.1.

 An embedding theorem for subsets of RN 43

Since the integrand is bounded by 1 and the range of integration is no larger

than 2ǫ/|x|,
N−1 2ǫ
λ{l ∈ BN : |α + (l · x)| ≤ ǫ} ≤ .
N |x|
Since n = π n/2 / Ŵ(n/2 + 1) and
$
2π % z &z  
Ŵ(z) = 1 + O(z−1 )
z e
(Stirling’s Formula) one can deduce that
ǫ
λ{l ∈ BN : |α + (l · x)| ≤ ǫ} ≤ c′ N 1/2 , (4.2)
|x|
and the inequality (4.1) now follows. 
The other key element of the proof is the Borel–Cantelli Lemma.

Lemma 4.2 (Borel–Cantelli Lemma) Let μ be a probability measure on E,

∞
and suppose that {Qj }∞ j =1 are subsets of E such that j =1 μ(Qj ) < ∞. Then
μ-almost every element x of E lies in only finitely many of the Qj , i.e. for each
such x there exists a jx ∈ N such that x ∈ / Qj for all j ≥ jx .

Proof Consider

Q = ∩∞ ∞
n=1 ∪j =n Qj .

Then Q consists precisely of those x ∈ E for which x ∈ Qj for infinitely many

∞
values of j . Now, for any n we must have μ(Q) ≤ μ(∪∞j =n Qj ) ≤ j =n μ(Qj ).
∞ ∞
Since j =1 μ(Qj ) < ∞, it follows that j =n μ(Qj ) → 0 as n → ∞, and
hence μ(Q) = 0. 
We now put these ingredients together. Note that the following theorem only
has any content if dB (X) < (N − 1)/2.

Theorem 4.3 Let X be a compact subset of RN . If k > 2dB (X) then given
any α with
2d
0<α <1−
k
and any linear map L0 ∈ L (RN , Rk ), for μ-almost every linear map L ∈ E
there exists a C = CL such that L′ = L0 + L satisfies

|x − y| ≤ C|L′ x − L′ y|α for all x, y ∈ X; (4.3)

in particular, L′ is one-to-one on X with a Hölder continuous inverse.

44 An embedding theorem for subsets of RN

With L0 = 0 the theorem says that μ-almost every L′ ∈ E satisfies (4.3); but
the slight strengthening here is the key idea in the notion of ‘prevalence’ which
is defined in the next chapter and allows for similar results when X is a subset
of an infinite-dimensional space (Theorem 8.1). We prove a generalised version
of this theorem for subsets of RN using a wider class of mappings from RN
into Rk (but without the Hölder continuity of the inverse) in Lemma 14.4. The
proof of the result in this form is due to Hunt & Kaloshin (1999), but earlier
results along these lines, using density instead of prevalence, can be found in
Ben-Artzi et al. (1993) and Eden et al. (1994).

Proof Take a fixed L0 ∈ L (RN , Rk ). We try to bound the measure of

linear maps L that are ‘bad’, i.e. do not satisfy |(L0 + L)z| > |z|1/α for
some z ∈ X − X. To do this, we consider a collection of subproblems on
a family of subsets Zn of X − X that are bounded away from the origin:
define

Zn = {z ∈ X − X : |z| ≥ 2−n }

and set

Qn = {L ∈ E : |(L0 + L)z| ≤ 2−n/α for some z ∈ Zn }.

This Qn is essentially the set of ‘bad’ linear maps for which (4.3) (with C = 1)
does not hold for some (x, y) with |x − y| ≥ 2−n .
We now use the fact that dB (X − X) ≤ 2dB (X). Choose and fix d > dB (X);
then Zn ⊂ X − X can be covered by a collection of no more than N := 22nd/α
balls of radius 2−n/α , {B(zj , 2−n/α )}, whose centres zj lie in Zn .
Let Yj = Zn ∩ B(zj , 2−n/α ). Now note that if
√
|(L0 + L)zj | > 2−n/α (1 + 2 k + 2L0 )

then

|(L + L0 )z| > 2−n/α for every z ∈ Yj .

√
Define M := 1 + 2 k + 2L0 . It follows that if |(L0 + L)z| ≤ 2−n/α , then
L0 + L must map zj close to the origin,

|(L0 + L)zj | ≤ 2−n/α M.

See Figure 4.2.

 An embedding theorem for subsets of RN 45

n/α
n/α

n/α

Figure 4.2 If |(L0 + L)zj | > 2−n/α M then |(L0 + L)z| > 2−n/α for every z ∈ Y .

Since |zj | ≥ 2−n , it follows using (4.1) that

μ{L ∈ E : |(L0 + L)z| ≤ 2−n/α for some z ∈ Zn ∩ B(zj , 2−n/α )}

≤ μ{L ∈ E : |(L0 + L)zj | ≤ 2−n/α M}
= μ{L ∈ E : |(L0 zj ) + Lzj | ≤ 2−n/α M}
 −n/α k  −n/α k
2 M ′ 2
≤ CN,k ≤ CN,k,L0
|zj | 2−n
′
= Cn,k,L 0
2nk(1−(1/α)) .

Thus the total measure of Qn , i.e. those maps for which things fail for some
z ∈ Zn , is bounded by
′
μ(Qn ) ≤ 22nd/α · CN,k,L 0
′
2nk(1−(1/α)) = CN,k,L 0
· 2[k−(k−2d)/α]n .

To apply the Borel–Cantelli Lemma (Lemma 4.2) we require that

∞
n=1μ(Qn ) < ∞, and this is ensured if
(k − 2d)
k− < 0.
α
This means that we must take k > 2d, and then α < 1 − (2d/k) as in the
statement of the theorem. Thus μ-almost every L lies in only a finite number
of the Qj : for such an L, there exists a jL such that L ∈
/ Qj for all j ≥ jL , i.e.

|z| ≥ 2−j ⇒ |(L0 + L)z| ≥ 2−j/α for all j ≥ jL .

Then, if X − X ⊂ B(0, R), for |z| > 2−jL

2−jL /α 1/α
|(L0 + L)z| ≥ 2−jL /α ≥ |z| ,
R 1/α
46 An embedding theorem for subsets of RN

while if 2−(j +1) < |z| ≤ 2−j with j ≥ jL then

|(L0 + L)z| ≥ 2−(j +1)/α ≥ 2−1/α |z|1/α ,
from which it follows that
' (
2−jL /α
|(L0 + L)z| ≥ max 2−1/α , 1/α |z|1/α ,
R
which implies (4.3). 
In order to prove a similar result for a subset of an infinite-dimensional
Hilbert space H (in fact we will also cover the case of a general Banach space)
there are a number of ingredients that we need to adapt.
Firstly, we require a notion of what might be meant by ‘almost every’ linear
map from H into Rk . This is provided by the concept of ‘prevalence’, discussed
in the next chapter; essentially we have to find an analogue of the distinguished
space E of linear maps, and define an appropriate probability measure μ on E. A
set S of linear maps is then prevalent if for every L0 ∈ L (H, Rk ), L0 + L ∈ S
for μ-almost every L ∈ E.
Secondly, given a suitable space E and measure μ, we will require a version
of the key inequality (4.1),
 k
ǫ
μ{L ∈ E : |α + Lx| ≤ ǫ} ≤ cN k/2 , (4.4)
|x|
that holds in this more general setting. In a Hilbert space H we can construct
the space E based on a sequence Vj of finite-dimensional subspaces of H , in
such a way that the estimate
 k
ǫ
μ{L ∈ E : |α + Lx| ≤ ǫ} ≤ c (dim Vj )k/2 (4.5)
Pj x
holds, where Pj is the orthogonal projection onto Vj . We provide this, and
an equivalent result in Banach spaces, once we have introduced the notion of
prevalence in the following chapter.
Finally, inequality (4.4) was used in the proof of the theorem above with
ǫ ∼ 2−n/α and |x| ≥ 2−n . To be able to make use of a similar argument using
(4.5), when x ≥ 2−n we would like (ideally) to have Pj x ≥ c2−n . This
is possible if X lies sufficiently close (within 2−n /3, say) to the space Vj .
Since the dimension of Vj occurs in (4.5), we will require some control over
how dim Vj grows as dist(X, Vj ) decreases. This is provided by the thickness
exponent (and variants), which are discussed in Chapter 7.
 5
Prevalence, probe spaces, and
a crucial inequality

The term ‘prevalence’ was coined by Hunt et al. (1992), for a generalisation of
the notion of ‘almost every’ that is appropriate for infinite-dimensional spaces.
Essentially the same definition was used earlier by Christensen (1973), although
for him a set was prevalent if its complement was a Haar null set; we adopt here
the more recent and more descriptive terminology. A nice review of the theory
of prevalence is given by Ott & Yorke (2005). We only develop the theory here
as far as we will need it in what follows; more details can be found in the above
papers and in Benyamini & Lindenstrauss (2000, Chapter 6).
Once we have introduced prevalence, we show how the idea can be adapted to
treat certain classes of linear maps from infinite-dimensional spaces into finite-
dimensional Euclidean spaces (Section 5.2), and then prove a generalisation of
the inequality (4.1) that is a key element of the subsequent embedding proofs.

5.1 Prevalence
Let V be a normed linear space. First we define what it means for a subset
of V to be ‘shy’, the equivalent in this setting of ‘having measure zero’; the
complement of a shy set is said to be ‘prevalent’.
Definition 5.1 A Borel set S ⊂ V is shy if there exists a compactly supported
probability measure1 μ on V such that
μ(S + v) = 0 for every v ∈ V. (5.1)
More generally, a set is shy if it is contained in a shy Borel set.
1 Hunt et al. (1992) in fact make what initially appears to be a weaker definition: there need only
exist some measure μ such that 0 < μ(U ) < ∞ for some compact set U , for which (5.1) holds.
They then, however, make the observation that given such a measure one can always take instead
an appropriately weighted restriction of μ to U to obtain a compactly supported probability
measure for which (5.1) still holds.

47
48 Prevalence, probe spaces, and a crucial inequality

It is easy to show that in Rn a set is shy if and only if it has measure zero.

Lemma 5.2 If S ⊂ Rn then S is shy if and only if its Lebesgue measure is

zero.

Proof Since subsets of Borel sets with Lebesgue measure zero also have
Lebesgue measure zero, and the same is true of ‘shyness’, we need only consider
Borel sets. If a Borel set S has Lebesgue measure zero then one can take μ to
be Lebesgue measure on the unit ball in Rn (weighted by the inverse of the
volume of the ball), and clearly μ(S + v) = 0 for every v ∈ Rn .
Conversely, let S be a Borel set and suppose that there exists a compactly
supported probability measure μ such that (5.1) holds for every v ∈ Rn ; let ν
be Lebesgue measure. Then by the Tonelli Theorem
" "
0= μ(S − y) dν(y) = ν(S − x) dμ(x) = ν(S)μ(Rn ) = ν(S),
Rn Rn

and so S has Lebesgue measure zero. 

A set is prevalent if its complement is shy. For a more intuitive version of
the definition of prevalence, one can think of E = supp(μ) as a ‘probe space’
of allowable perturbations: then S is prevalent if for every v ∈ V , v + e ∈ S
for μ-almost every e ∈ E.
In this form it is clear that if S is prevalent then S is dense: given any ǫ > 0,
since E is compact it can be covered by a finite number of balls of radius ǫ.
At least one of these balls, B(x, ǫ), has positive μ-measure. So for any v ∈ V ,
v + B(0, ǫ) = v − x + B(x, ǫ) contains a point of S.
We now show that the union of a finite number of shy sets is shy; this requires
some proof since each set may be ‘shy’ with respect to a different measure.

Lemma 5.3 The union of a finite number of shy sets is shy.

Proof We show that the union of two shy sets is shy, and the result then
follows by induction. To this end, given two shy sets S ′ and T ′ , find shy Borel
sets S and T that contain them, with corresponding probability measures μ
and ν.
Let μ × ν be the product measure on V × V , and for a Borel set S ⊂ V
define

S = {(x, y) ∈ V × V : x + y ∈ S}.

Then S is a Borel subset of V × V , and we define

μ ∗ ν(S) = (μ × ν)(S ).
 5.2 Measures based on sequences of linear subspaces 49

Since
" "
μ ∗ ν(S) = μ(S − y) dν(y) = ν(S − x) dμ(x),
V V

it follows that

μ ∗ ν([S ∪ T ] + v) ≤ μ ∗ ν(S + v) + μ ∗ ν(T )

" "
= μ(S + v − y) dν(y) + ν(T − x) dμ(x) = 0
V V

for all v ∈ V , and so S ∪ T is shy. 

Corollary 5.4 The intersection of a finite number of prevalent sets is preva-

lent.

With a little more work one can show that the countable union of shy sets is
shy, and so the countable intersection of prevalent sets is prevalent. We will not
require this (potentially powerful) result in what follows; a proof can be found
in Hunt et al. (1992, Fact 3′′ ), Ott & Yorke (2005, Axiom 3), or Benyamini &
Lindenstrauss (2000, Proposition 6.3).

5.2 Measures based on sequences of linear subspaces

In the theorems that follow that give embeddings of finite-dimensional subsets
of infinite-dimensional spaces into Euclidean spaces, the construction of an
appropriate probe space E and the associated measure μ, tailored to the set
(and to the particular definition of dimension being considered) is critical.
While the exact choice will vary, all the constructions we will use fit into the
following general framework, which gives a compactly supported probability
measure on the space L (B, Rk ) of all bounded linear maps from some Banach
space B into Rk . The basic construction, along with the proof of Lemma 5.6
and the key ideas behind the proof of Lemma 5.9, is due to Hunt & Kaloshin
(1999).
In the case of a Hilbert space the construction is slightly more straightfor-
ward, and obtaining bounds on the measure of linear maps in E that map a
given x close to the origin is elementary (essentially we have already made the
required estimates in Lemma 4.1). We treat this case first, before considering
the construction in Banach spaces.
50 Prevalence, probe spaces, and a crucial inequality

5.2.1 The probe set and its measure in a Hilbert space

Let H be a real Hilbert space, and V = {Vj }∞ j =1 a sequence of finite-
dimensional linear subspaces of H . Denote by dj the dimension of Vj , and
let Sj be the unit ball in Vj ; using an orthonormal basis for Vj we can identify
Sj with Bdj , the unit ball in Rdj .
Given any l ∈ H , we denote by l ∗ the element of H ∗ (the dual of H ) given
by l ∗ (x) = (l, x). For a fixed γ > 0 define the probe space Eγ (V ) (we will call
this space E for short) as the collection of all maps L : H → Rk given by
 ∞ ∗ 

−γ
Eγ (V ) = L = (l1 , . . . , lk ) : ln = i φn,i , φn,i ∈ Si .
i=1

Clearly E = E0k , where

 ∞ ∗ 

−γ
E0 = i φi : φi ∈ Si .
i=1

The factor i −γ in the expression for ln is there to ensure convergence of the

sum. In general, we need γ > 1 (and convergence then follows using the
triangle inequality), but in the particular case that the spaces Vj are orthogonal
it suffices to take γ > 1/2 (we will only make use of this observation in the
proof of Theorem 9.18, an embedding result involving the Assouad dimension).
It is straightforward to show that E is compact (see Exercise 5.2).
To define a measure on E, we first define a probability measure λi on each
Si by identifying Si with Bdi , and using the uniform probability measure on
Bdi . Then each φn,i is chosen at random and independently using the measure
λi on Si . To formalise this, we consider the product space
 ∞ k
#
k
E = E0 := Si ,
i=1

and define a measure μ on E to be that obtained from k copies of the product

measure
∞
)
μ0 := λi
i=1

defined on E0 (so that μk0 is defined on E).

Our aim, given f ∈ L (H, Rk ) and x ∈ H , is to find a bound on

μ{ L ∈ E : |(f + L)(x)| < ǫ }.

 5.2 Measures based on sequences of linear subspaces 51

We have essentially already obtained the following simplified version of

this estimate (from which the bound we require follows fairly easily) in
Lemma 4.1.

Lemma 5.5 If α ∈ R and x ∈ H then

 
1/2 ǫ
λj {φ ∈ Sj : |α + (φ, x)| < ǫ} ≤ cdj , (5.2)
Pj x
where Pj is the orthogonal projection onto Vj , and c is a constant which does
not depend on α or j .

Proof We identify Vj with Rdj and Sj with Bdj in the obvious way. Noting
that for v ∈ Sj we have (v, x) = (v, Pj x), the estimate follows immediately
from (4.2). 
Given the result of the previous lemma, the following key estimate is rela-
tively straightforward.

Lemma 5.6 If x ∈ H and f ∈ L (H, Rk ) then for every j ,

 k
1/2 ǫ
μ{ L ∈ E : |(L + f )(x)| < ǫ } ≤ c j γ dj , (5.3)
Pj x
where c is a constant independent of j and f , and Pj is the orthogonal
projection onto Vj .

Proof We wish to bound

μ{L ∈ E : |(f + L)(x)| < ǫ}

≤ μ{L = (l1 , . . . , lk ) ∈ E : |(fn + ln )(x)| < ǫ for each n = 1, . . . , k}
k
#
= μ0 {l ∈ E0 : |(fn + l)(x)| < ǫ}.
n=1

So we take an f0 ∈ H ∗ and consider

* ∞
+ ∞

) 
λi {φi }∞
i=1 ∈ E0 : f0 (x) + i −γ (φi , x) < ǫ
i=1 i=1
* ∞
+⎧ ∞
⎫
) ⎨ ,  - ⎬
= λi {φi }∞
i=1 ∈ E0 : f0 (x) + i −γ (φi , x) + j −γ (φj , x) < ǫ .
⎩ ⎭
i=1 i =j

∞ −γ
Lemma 5.5 shows that for α = f0 (x) + i =j i (φi , x) fixed, the bound on

λj {φ ∈ Sj : |α + j −γ (φ, x)| < ǫ}

52 Prevalence, probe spaces, and a crucial inequality

is independent of α. It follows from the product structure of the measure ⊗∞

j =1 λj
that

μ0 {l ∈ E0 : |(fn + l)(x)| < ǫ} ≤ λj {φ ∈ Sj : |j −γ (φ, x)| < ǫ},

and the inequality (5.3) now follows from the estimate (5.2). 
In the proof of Theorem 9.18 we will require a more refined result. We
specialise to the case in which the {Vj } are mutually orthogonal, and dim(Vj ) ≤
d for every j . Rather than using Sj , the unit ball in Vj , in our construction of
E, we instead use a ‘unit cube’ Cj , where

Cj = {u ∈ Vj : |(u, ej,i )| ≤ 21 , i = 1 . . . , j },
dj
with {ej,i }i=1 an orthonormal basis for Vj . The measure on Cj is now induced
by Lebesgue√measure on Idj := [− 21 , 12 ]dj . Since any element of Cj has norm
bounded by d, we can use the orthogonality of the {Vj } to allow any γ > 1/2
in the definition of E.
We will require the following result of Ball (1986) about the volume of
(d − 1)-dimensional slices through the unit cube in Rd . The key point is that
the upper bound (which is sharp) does not depend on the dimension d. (Hensley
(1979) proved a similar result but with the upper bound 5.)

Theorem 5.7 Let Id = [− 12 , 12 ]d be the unit ball in Rd , and let S be a codi-

mension 1 subspace in Rd with unit normal a. Then for any r ∈ R
√
L d−1 ((S + ra) ∩ Id ) ≤ 2.

Given this, we can prove the following bound.

Lemma 5.8 In the situation described above, given any x ∈ H and any
f ∈ L (H, Rk ), for any j
 k
ǫ
μ{ L ∈ E : |(L + f )(x)| < ǫ } ≤ c j γ d 1/2 , (5.4)
j x
where c is a constant independent of j and f , and j is the orthogonal
projection onto V1 ⊕ V2 ⊕ · · · ⊕ Vj .

Proof Arguing as in the proof of Lemma 5.6, the left-hand side of (5.4) is
bounded by
⎡ ⎤
)n n
# n

⎣ λj ⎦ {(φ1 , . . . , φn ) ∈ Cj : j −γ φj∗ (j x) < ǫ}.
j =1 j =1 j =1
 5.2 Measures based on sequences of linear subspaces 53

As in Lemma 5.3, the estimate now depends on an entirely finite-dimensional

problem. Indeed, each Vj ≃ Rdj , and Cj (the ‘unit cube’ in Vj ) is isomorphic
to Idj . Set D = nj=1 dj . The vector (P1 x, . . . , Pn x) corresponds to a vector
a = (a1 , . . . , an ) ∈ RD ; if we set

a ′ = (a1 , 2−s a2 , · · · , n−s an ) and â = a ′ /|a ′ |

and let μ denote the uniform probability measure on ID (i.e. Lebesgue measure),
the problem is to bound, for any y ∈ R,
1
μ{x ∈ ID : |y + (x · a ′ )| ≤ ǫ} = μ{x ∈ ID : |y + (x · â)| ≤ ǫ}
|a ′ |
ns
≤ μ{x ∈ ID : |y + (x · â)| ≤ ǫ},
|a|
where â = a ′ /|a ′ |. The result is now a consequence of Theorem 5.7, since
√
μ{x ∈ ID : |y + (x · â)| ≤ ǫ} ≤ 2ǫ|(Sâ − y â) ∩ ID | ≤ 2ǫ 2,

where Sâ is the hyperplane through the origin with normal â. 

5.2.2 The probe set and its measure in a Banach space

Kakutani (1939) showed that if there is an linear isometry from the dual of
each finite-dimensional subspace of B onto some linear subspace of B ∗ , then
B must be a Hilbert space. This means that we cannot extend directly the
construction of the previous section – where we associated elements of Sj to
elements of H ∗ via the Riesz mapping x → (x, ·) – to the Banach space case.
In order to circumvent this problem, we can use a similar construction, but one
that begins with a sequence of subspaces of B ∗ rather than of B.
So let V = {Vj }∞
j =1 be a sequence of finite-dimensional linear subspaces of
∗
B , let dj denote the dimension of Vj , and let Sj be the unit ball in Vj . For
a fixed γ > 0 define the probe space Eγ (V ) to be the collection of all maps
L : B → Rk given by
⎧ ⎫
⎨ ∞ ⎬
Eγ (V ) = L = (L1 , . . . , Lk ) : Ln = j −γ φn,j , φn,j ∈ Sj .
⎩ ⎭
j =1

To define a measure on E, first choose a basis for Vj , so that by means of

the coordinate representation with respect to this basis one can identify Sj
with a symmetric convex set Uj ⊂ Rdj (recall that dim Vj = dj ). The uni-
form probability measure on Uj (Lebesgue measure normalised by the vol-
ume of Uj ) induces the probability measure λj on Sj ; we now proceed as
54 Prevalence, probe spaces, and a crucial inequality

before, choosing each φn,j independently and at random according to the

measure λj .
Of course, one could just as well define the probe space this way in the
Hilbert space setting; in terms of the construction outlined in Section 5.2.1, the
subspaces Vj of H are simply replaced by the subspaces Vj∗ obtained by the
isometry x → (x, ·); the unit ball Sj in Vj corresponds to the unit ball in Vj∗
under the same mapping, and Uj = Bdj (0, 1).
The proof of the Banach space version of Lemma 5.5 is significantly more
involved than that for the Hilbert space case.

Lemma 5.9 If α ∈ R and x ∈ B then

 
ǫ
λj {φ ∈ Sj : |α + φ(x)| < ǫ} ≤ dj , (5.5)
|g(x)|
for any g ∈ Sj .

Proof Write ρ for the left-hand side of (5.5). If g(x) = 0 then the inequality
is trivially true. So assume that g(x) = 0, and let P be the subspace of B ∗ that
annihilates x.
If h is any other element of Sj with h(x) = 0 then since

[g(x)h − h(x)g](x) = 0,

it follows that g(x)h = h(x)g + p for some p ∈ P . One can therefore write any
element of Sj in the form p + rg for some p ∈ P and r ∈ R. That this expansion
is unique can be seen easily by applying both sides of p1 + r1 g = p2 + r2 g
to x.
Now, ρ is bounded above by the probability that φ ∈ Sj lies between
   
r ǫ r ǫ
− − g+P and − + g + P.
g(x) |g(x)| g(x) |g(x)|
If P is represented by the hyperplane  in Rdj , and g by the vector γ , then
by definition this is the fraction of the measure of Uj that lies between

(−β − ǫ|g(x)|−1 )γ +  and (−β + ǫ|g(x)|−1 )γ + .

Now consider the intersections of Uj with translates of : for s ∈ R set

Uj ∩ ( + sγ ) = Ks . (5.6)

It follows from the Brunn–Minkowski Inequality (see Exercise 5.3) that

L dj −1 (Ks ) attains its maximal value  when s = 0, i.e. on the ‘slice’ through
the origin.
 5.2 Measures based on sequences of linear subspaces 55

Π γ

K+
θ

Uj

K0
K−

Figure 5.1 The hatched area, between K+ = K−β+(ǫ/|g(x)|) and K− =

K−β−(ǫ/|g(x)|) indicates those elements of Uj corresponding to some φ ∈ Sj for
which |α + φ(x)| < ǫ. The dark line represents K0 , the ‘slice’ with maximal
(dj − 1)-volume . The lightly shaded cone provides a lower bound on the mea-
sure of Uj .

If θ denotes the (smallest) angle that γ makes with  then

 
2ǫ
ρ L dj (Uj ) ≤ |γ | sin θ.
|g(x)|
Since Uj is convex it contains the cone with base K0 = Uj ∩  and vertex γ ,
along with its mirror image (i.e. the cone with base K0 and vertex −γ ). Thus
2|γ | sin θ
L dj (Uj ) ≥ ,
dj
and so
 
ǫ
ρ ≤ dj (5.7)
|g(x)|
and (5.5) follows. See Figure 5.1. 
Note that one cannot improve significantly on the argument leading to (5.7),
since the ‘double cone’

U = {(x1 , . . . , xn ) : |(x1 , . . . , xn−1 )| ≤ 1 − |xn |, |xn | ≤ 1}

is a convex symmetric subset of Rn whose volume is n−1 /n, and hence the
ratio of the largest (n − 1)-dimensional ‘slice’ through the origin (n−1 ) to the
volume is precisely n.
We now follow the argument of Lemma 5.6, using the estimate (5.5), to
obtain the Banach-space version of (5.3).
56 Prevalence, probe spaces, and a crucial inequality

Lemma 5.10 If x ∈ B and f ∈ L (B, Rk ) then for every j ∈ N

 k
ǫ
μ{ L ∈ E : |(f + L)(x)| < ǫ } ≤ j γ dj (5.8)
|g(x)|
for any g ∈ Sj .

Exercises
11
5.1 Show that 0 f (x) dx = 0 for a prevalent set of functions in f ∈ L1 (0, 1).
5.2 Show that Eγ (V ) is a compact subset of L (H, Rk ).
5.3 The Brunn–Minkowski Inequality (see Gardner (2002), for example) says
that if L and M are two convex subsets of Rn then
L n ((1 − t)L + tM)1/n ≥ (1 − t)L n (L)1/n + tL n (M)1/n
for t ∈ [0, 1]. Use this to show that the map s → L dj −1 (Ks )1/(dj −1) is
concave, where Ks is defined in (5.6), and deduce that L dj −1 (Ks ) attains
its maximal value when s = 0.
 6
Embedding sets with dH (X − X) finite

We now give the first application of the constructions of the previous chapter
to prove a ‘prevalent’ version of a result first due to Mañé (1981). He showed
that if X is a subset of a Banach space B and dH (X − X) < k, then a residual
subset of the space of projections onto any subspace of dimension at least k are
injective on X.
We show here that in general no linear embedding into any Rk is possible
if we only assume that dH (X) is finite (Section 6.1). If we want an embedding
theorem for such sets, we must fall back on Theorem 1.12 which guarantees
the existence of generic embeddings of sets with finite covering dimension (we
can apply this result since dim(X) ≤ dH (X) by Theorem 2.11).
While we prove in Theorem 6.2 the existence of a prevalent set of linear
embeddings into Rk when dH (X − X) < k, we will see that even with this
assumption one cannot guarantee any particular degree of continuity for the
inverse of the linear mapping that provides the embedding (Section 6.3).
In this chapter and those that follow, we will often wish to show that certain
embedding results are sharp, in the sense that the information we obtain on
the modulus of continuity for the inverse of the embedding map cannot be
improved. In this context, the following decomposition lemma, which allows
us to reduce the analysis of general linear maps to the analysis of orthogonal
projections, is extremely useful.
Lemma 6.1 Let H be a Hilbert space and suppose that L : H → Rk is a
linear map with L(H ) = Rk . Then U = (ker L)⊥ has dimension k, and L can
be decomposed uniquely as MP , where P is the orthogonal projection onto U
and M : U → Rk is an invertible linear map.
Proof Let U = (ker L)⊥ and suppose that there exist m > k linearly indepen-
dent elements {xj }m m
j =1 of U for which Lxj = 0. Then {Lxj }j =1 are elements of
k
R ; since m > k at least one of the {Lxj } can be written as a linear combination

57
58 Embedding sets with dH (X − X) finite

of the others:

Lxi = cj (Lxj ).
j =i

It follows that
%  &
L xi − cj xj = 0,
j =i

and hence

xi − cj xj ∈ ker L ∩ (ker L)⊥ = {0}.
j =i

Thus xi = j =i cj xj and the {xj }m j =1 are not linearly independent, which

contradicts the definition of U .
Let P denote the orthogonal projection onto U , and M the restriction of
L to U . Take x ∈ H , and decompose x = u + v, where u ∈ U and v ∈ ker L.
Note that this decomposition is unique. Clearly Lx = Lu = Mu = M(P x). It
remains to show that M is invertible. This is clear since dim U = dim Rk = k
and M is linear. 
We state a Banach space version of this result in Lemma 8.2.

6.1 No linear embedding is possible when dH (X) is finite

It is not possible to prove a result guaranteeing the existence of injective linear
maps (or projections) for sets with finite Hausdorff dimension. Kan (in the
appendix to the paper of Sauer et al. (1991)) gave the following construction
of a compact subset Km of Rm such that no proper projection of Rm is injective
on Km . Once such a set Km is constructed, we will follow Ben-Artzi et al.
(1993) to find a subset K of an infinite-dimensional Hilbert space that has zero
Hausdorff dimension but for which no linear map into any finite-dimensional
Euclidean space can be injective.
For each m, the set Km is formed by the union of two sets A and B, with the
property that the images of A and B under any proper projection of Rm must
intersect.
First, let C be the Cantor set formed of all x whose binary expansion
x = x 1 x 2 x 3 · · · has x l = 0 for every l ∈ (M2k , M2k+1 ], or x l = 1 for every
l ∈ (M2k , M2k+1 ], where the sequence Mk is chosen so that
Mk+1
0 = M0 < M 1 < M 2 < · · · and lim = +∞
k→∞ Mk
 6.1 No linear embedding is possible when dH (X) is finite 59

2
(e.g. Mk = 0 and Mk = 2k for k ≥ 1). The set C can be covered by 2rk intervals
of length 2−M2k+1 , where
k

rk = k + (M2j − M2j −1 ) = k + M2k − 1.
j =1

The set A is given as the union of m sets Aj , each lying on a face of the unit
m-cube. Aj consists of points a = (a1 , . . . , am ) with aj = 0 and ai for i = j
an element of the Cantor set C constructed above.
Since for i = j , the one-dimensional orthogonal projection of Aj onto the
ith coordinate axis is precisely C, it follows that Aj can be covered by 2(m−1)rk
cubes whose edges have length 2−M2k+1 . It is easy to see that for any s > 0,

2(m−1)rk [2−M2k+1 ]s → 0

as k → ∞, and hence dH (Aj ) = 0. Since A is a finite union of the {Aj }m j =1 ,

dH (A) = 0.
We let B be the union of sets Bj , where b = (b1 , . . . , bm ) ∈ Bj if bj = 1 and
the other components lie in C (bi ∈ C for i = j ); the argument above shows
that dH (B) = 0, and so Km = A ∪ B also has Hausdorff dimension zero.
Now let P be a projection (not necessarily orthogonal) of rank strictly less
than m. Choose v = (v1 , . . . , vm ) ∈ ker P with |vi | ≤ 1 for all i and vj = 1 for
some index j ∈ {1, . . . , m}. We show that v = b − a with b ∈ Bj and a ∈ Aj :
it will then follow that

0 = Pv = Pb − Pa ⇒ P b = P a,

and so P is not injective. We take for all k ≥ 0

ail = 0 and bil = vil l ∈ (M2k , M2k+1 ],

ail = (vil + 1) mod 2 and bil =1 l ∈ (M2k+1 , M2k+2 ].

Clearly a ∈ Aj , b ∈ Bj , and v = b − a.
Given an infinite-dimensional Hilbert space H , take a countable orthonormal
set {ej }∞ ′
j =1 , and let Km be the subset of H obtained from Km by identifying the
coordinate axes of R with {ej }m
m
j =1 . Set

∞

K = {0} ∪ 2−m Km′ .
m=1

Then K is a compact subset of H with dH (K) = 0.

Now suppose that L is a linear map such that L : H → Rk is injective on
K. This provides a linear mapping from Rm into Rk that is injective on Km , and
60 Embedding sets with dH (X − X) finite

using the decomposition lemma (Lemma 6.1) this yields a rank k projection in
Rm that is injective on Km , a contradiction.
In the light of the result of Theorem 6.2, the set K has dH (K) = 0 but
dH (K − K) = ∞.

6.2 Embedding sets with dH (X − X) finite

We now prove that linear embeddings do exist when dH (X − X) is finite.
Mañé showed that under this condition a generic set of projections onto any
subspace of B of dimension greater than dH (X − X) are one-to-one. The result
here provides a version of his result in terms of prevalence, and replaces such
projections by linear maps into Rk . Given that we have already set up the
machinery of prevalence and proved the inequality (5.8), the proof here is
much simpler than Mañé’s.

Theorem 6.2 Let X be a compact subset of a real Banach space B such that
dH (X − X) < k, where k is a positive integer. Then a prevalent set of linear
maps L : B → Rk are one-to-one between X and its image.

We use the notation  · ∗ to denote the norm in B ∗ .

Proof Let Vn be a sequence of linear subspaces of B ∗ defined as follows. For

each n, cover the set

Zn = {z ∈ X − X : z ≥ 2−n }

using a collection of balls of radius 2−(n+1) whose centres zj lie in Zn . Since

Zn is compact, there are a finite number of these balls.
Now, using the Hahn–Banach Theorem, there exists a corresponding set ψj
of elements of B ∗ such that ψj (zj ) = zj  and ψj ∗ = 1. Observe that for
any z ∈ Zn , there exists a j such that z ∈ B(zj , 2−(n+1) ), and hence

|ψj (z)| = |ψj (z − zj ) + ψj (zj )| ≥ zj  − z − zj  ≥ 2−(n+1) .

Let Vn be the subspace of B ∗ spanned by the {ψj }, and write dn = dim(Vn ).

Let V = {Vn }∞
n=1 and for any γ > 1 let E = Eγ (V ) and let μ be the associated
probability measure as defined in Section 5.2.
Now take f ∈ L (B, Rk ), and let M be a Lipschitz constant valid for all
{f + L : L ∈ E}. Let

Qn = {L ∈ E : (f + L)(z) = 0 for some z ∈ Zn }

 6.2 Embedding sets with dH (X − X) finite 61

be the set of all linear maps in E for which f + L fails to be injective for some
pair x, y ∈ X with x − y ≥ 2−n .
We will now show that ∞ n=1 μ(Qn ) = 0.
Choose δ > 0, and for each n (which is taken to be fixed for this portion of
the argument) cover Zn with a collection of balls B(zj , ǫj ) such that
  −1
ǫjk < 2−n δ dnk n2k 2nk , (6.1)
j

which is possible since dH (Zn ) ≤ dH (X − X) < k (see Lemma 2.7).

Let Yj = Zn ∩ B(zj , ǫj ) and take z0 ∈ Yj . Then

|(f + L)(z0 )| > 2Mǫj ⇒ |(f + L)(z)| > 0

for all z ∈ Yj . The measure of

Qnj = {L ∈ E : (f + L)(z) = 0 for some z ∈ Yj }

is therefore bounded by the measure of

Q̂nj = {L ∈ E : |(f + L)(z0 )| ≤ 2Mǫj }.

Now, since z0 ∈ Zn , by construction there exists a ψ ∈ Vn with ψ∗ = 1

such that |ψ(z0 )| ≥ 2−(n+1) , and Lemma 5.10 implies that

μ(Q̂nj ) ≤ c(dn n2 2Mǫj |ψ(z0 )|−1 )k ,

whence

μ(Qnj ) ≤ c(4M)k dnk n2k 2nk ǫjk .

Using (6.1) this implies that


μ(Qn ) ≤ μ(Qnj ) ≤ c(4M)k 2−n δ. (6.2)
j

Now,
∞

Zn = (X − X) \ {0},
n=1

and so
∞

Qn = {L ∈ E : (f + L)(z) = 0 for some nonzero z ∈ X − X}
n=1
62 Embedding sets with dH (X − X) finite

is the set ‘Ebad ’ of all L ∈ E such that f + L is not injective on X. It follows

from (6.2) that
∞

μ(Ebad ) ≤ μ(Qn ) ≤ c(4M)k δ.
n=1

Since δ > 0 is arbitrary, μ(Ebad ) = 0 and the theorem is proved. 

6.3 No modulus of continuity is possible for L−1

We now use a particular choice of orthogonal sequence in a Hilbert space (cf.
Section 3.4) to show that dH (X − X) < ∞ is not sufficient to guarantee any
specified functional form of the modulus of continuity of L−1 . The argument
is based on that of Ben-Artzi et al. (1993), who considered a similar question
in the context of the upper box-counting dimension (see Section 8.2).
The following lemma is the key to this analysis (we will prove a more
general version of this result later in Lemma 8.3).
Lemma 6.3 Let P be any orthogonal projection in H , and {ej }∞
j =1 any
orthonormal subset of H . Then
∞

rank P ≥ P ej 2 ,
j =1

with equality guaranteed if {ej }∞

j =1 is a basis for H .

Proof Suppose that P has rank k. Then there exists an orthonormal basis
{u1 , . . . , uk } for P H , so that for any x ∈ H ,
k

Px = (x, uj )uj .
j =1

k
In particular, P ei = j =1 (ei , uj )uj , so that
k
 k

P ei 2 = (P ei , P ei ) = (P ei , ei ) = (ei , uj )(uj , ei ) = |(ei , uj )|2 .
j =1 j =1

It follows that
∞
 ∞ 
 k  ∞
k  k

P ei 2 = |(ei , uj )|2 = |(ei , uj )|2 ≤ uj 2 = k,
i=1 i=1 j =1 j =1 i=1 j =1

with equality if the {ei }∞

i=1 form a basis for H . 
 6.3 No modulus of continuity is possible for L−1 63

Given any nondecreasing function f : [0, ∞) → [0, ∞) with f (0) = 0, we

will show that there exists a compact set X with dH (X − X) = 0 such that the
inequality
P a ≥ ǫf (a) for all a∈X (6.3)
cannot hold for any ǫ > 0 and any finite-rank orthogonal projection P .
The set X will be an orthogonal sequence of the form {αn en }∞ n=1 ∪ {0},
where {en } is an orthonormal set in H . Note that dH (X − X) = 0, since X − X
is countable.
Suppose that (6.3) does hold. Then
P (αj ej ) = |αj |P ej  ≥ ǫf (|αj |) for all j = 1, . . . ,
i.e. P ej  ≥ ǫf (αj )/αj . Using Lemma 6.3 it follows that
∞ ∞  

2 2
 f (αj ) 2
rank(P ) ≥ P ej  ≥ ǫ . (6.4)
j =1 j =1
αj

Now given any choice of f , set φn = nf (1/n), let Nn be the first integer
j
greater than or equal to 1/φn , and define Tj = n=1 Nn ; for Tj ≤ i ≤ Tj +1 set
αi = 1/j . This gives an orthogonal sequence X for which the right-hand side
of (6.4) is infinite, and hence no finite-rank orthogonal projection can satisfy
(6.3).
Since 0 ∈ X, X ⊂ X − X; so there can be no finite-dimensional projection
P for which
P (x1 − x2 ) ≥ ǫf (x1 − x2 ) for all x1 , x2 ∈ X,
for any value of ǫ > 0. It follows from the decomposition lemma (Lemma 6.1)
that if one can rule out such a modulus of continuity for orthogonal projections,
the same follows for more general finite-rank linear maps.
Note that this argument also shows that one cannot prove a better embedding
theorem than Theorem 6.2 if one strengthens the assumption to one on the
modified box-counting dimension introduced in Exercise 3.6: all the above
examples are countable sets, and so have modified box-counting dimension
zero.
 7
Thickness exponents

Theorem 4.3 gave an embedding result for subsets of RN in terms of their

upper box-counting dimension. As remarked at the end of Chapter 4, if we
want to generalise the argument to subsets of infinite-dimensional spaces, we
encounter a possible problem.
The proof of Theorem 4.3 relied on an application of the inequality
 k
k/2 ǫ
μ{L ∈ E : |α + Lx| ≤ ǫ} ≤ cN ,
|x|

with ǫ = c2−n/α and |x| ≥ 2−n . In Chapter 6 we proved a generalised version

of this inequality for subsets of a Hilbert space H ,
 k
k/2 ǫ
μ{L ∈ E : |α + Lx| ≤ ǫ} ≤ c (dim Vj ) , (7.1)
Pj x
where Pj is the orthogonal projection onto some subspace Vj of H used in
the construction of E. If x ≥ 2−j then we can ensure that Pj x is bounded
below by (a constant multiple of) 2−j if we choose the space Vj appropriately.
If

dist(X, Vj ) ≤ 2−j /3

then, recalling that in the proof x was an element of the set of differences
X − X, i.e. x = x1 − x2 with x1 , x2 ∈ X, it follows that

Pj x = Pj (x1 − x2 ) ≥ x1 − x2 −x1 − Pj x1 −x2 − Pj x2  ≥ 2−j /3.

While this gives a lower bound on Pj x of the required form, the dimension
of Vj occurs in the estimate (7.1). In order to carry the argument through
successfully, we will need some control on how the dimension of Vj grows
with j . This is provided by the thickness exponent, τ (X), introduced by Hunt

64
 7.1 The thickness exponent 65

& Kaloshin (1999), and discussed in Section 7.1. This exponent can be shown
to be zero when the set X consists of C ∞ functions, see Lemma 13.1.
A related quantity which can be defined for subsets of Hilbert spaces is the
Lipschitz deviation dev(X), covered in Section 7.2. Introduced by Olson &
Robinson (2010) and refined further by Pinto de Moura & Robinson (2010b),
this can replace the thickness exponent in the generalised (infinite-dimensional)
version of Theorem 4.3, and can be shown to be zero for the attractors arising in
the infinite-dimensional dynamical systems generated by a number of canonical
partial differential equations (Section 13.2).
Finally, in Section 7.3 we define a version of the thickness, the ‘dual thick-
ness’ τ ∗ (X), appropriate for subsets of Banach spaces. In a Hilbert space
τ ∗ (X) ≤ dev(X) ≤ τ (X); it is not clear how the thickness and dual thickness
are related for subsets of Banach spaces, but one can prove the useful result
that τ (X) = 0 implies that τ ∗ (X) = 0 (Proposition 7.10).

7.1 The thickness exponent

The ‘thickness exponent’ (or simply ‘thickness’) was introduced by Hunt &
Kaloshin (1999), although a similar idea was used in the paper by Foias &
Olson (1996) without leading to any formal definition.

Definition 7.1 Let X be a subset of a Banach space B. The thickness

exponent of X in B, τ (X; B) is given by
log dB (X, ǫ)
τ (X; B) = lim sup ,
ǫ→0 − log ǫ

where dB (X, ǫ) is the dimension of the smallest linear subspace V of B such

that

distB (X, V ) ≤ ǫ,

i.e. every point in X lies within ǫ of V (in the norm of B).

We will usually drop the space B from the notation in what follows, pre-
ferring the simpler d(X, ǫ) and τ (X). But note that, as with the box-counting
dimension, the definition depends on the space in which we consider X. We note
here for use later that if B1 and B2 are two Banach spaces with X ⊂ B1 ⊆ B2 ,
then

uB2 ≤ cuB1 ⇒ τ (X; B2 ) ≤ τ (X; B1 ). (7.2)

66 Thickness exponents

As observed by Hunt & Kaloshin, the thickness is always bounded by the

box-counting dimension.

Lemma 7.2 If X is a subset of a Banach space B then τ (X) ≤ dB (X).

Proof Given ǫ > 0, cover X with N(X, ǫ) balls of radius ǫ. Then every point
of X lies within ǫ of the linear subspace V that is spanned by the centres of
these balls. (This is essentially the way that the idea was used by Foias & Olson
(1996).) Since the dimension of V is no greater than N(X, ǫ), this implies that
d(X, ǫ) ≤ N(X, ǫ) and the lemma follows. 
We now show that for the example of an orthogonal sequence in a Hilbert
space (as considered in Lemma 3.5), the thickness is in fact equal to the box-
counting dimension. To show this we will require the following lemma due to
M. Doré (personal communication).

Lemma 7.3 Let X = {v1 , . . . , vn } be an orthogonal set in a Hilbert space H .

Then

d(X, ǫ) ≥ n(1 − ǫ 2 /M 2 ),

where M = min{v1 , . . . , vn ).

Proof If d(X, ǫ) = d then there exist vi′ ∈ H such that vi′ − vi  < ǫ, and
such that the space spanned by {v1′ , . . . , vn′ } has dimension d. Let P be the
orthogonal projection onto U , the n-dimensional space spanned by {v1 , . . . , vn }
and let vi′′ = P vi′ . Since P vi = vi we still have the inequality vi′′ − vi  < ǫ
and clearly the dimension of the linear span of {v1′ , . . . , vn′ } is at least that of
the linear span of {v1′′ , . . . , vn′′ }.
Suppose that the linear span of {v1′′ , . . . , vn′′ } has dimension n − r. We can
write any element of U in terms of the {vj′′ } and an orthonormal basis for their
r-dimensional orthogonal complement in U , {u1 , . . . , ur }. So
n
 n 
 r
nǫ 2 ≥ vi′′ − vi 2 ≥ |(vi , uj )|2
i=1 i=1 j =1
r 
n 2
 vi
= vi 2 (uj , )
j =1 i=1
vi 
r 
n 2
 vi
≥ M2 (uj , ) = M 2 r.
j =1 i=1
vi 

It follows that d(X, ǫ) ≥ n(1 − ǫ 2 /M 2 ) as claimed. 

 7.2 Lipschitz deviation 67

We now use this to find an expression for τ (A) when A is an orthogonal

sequence (the proof follows Pinto de Moura & Robinson (2010a)).
Lemma 7.4 Let A = {an en }∞ ∞
n=1 ∪ {0}, where {ej }j =1 is an orthonormal sub-
set of a Hilbert space H , and an → 0 with |an+1 | ≤ |an |. Then
log n
τ (A) = lim sup . (7.3)
n→∞ − log |an |
Proof Combining the results of Lemmas 3.5 and 7.2 shows that τ (A) is
bounded by the right-hand side of (7.3).
The argument leading to the reverse inequality is similar to that used for
Lemma 3.5. Choose n large enough that |an | < 1, denote by n′ the unique
integer n′ ≥ n such that
|an | = |an+1 | = · · · = |an′ | > |an′ +1 |,
and set ǫn2 = (|an′ |2 + |an′ +1 |2 )/4. Since |an′ |2 > 2ǫn2
ǫn2
1− > 12 ,
|an′ |2
and so Lemma 7.3 implies that
 
ǫ2 n′
d(A, ǫn ) ≥ n′ 1 − n 2 > .
|an′ | 2
Combining this inequality with 2ǫn > |an′ |, n′ ≥ n, and |an | = |an′ |, we obtain
log d(A, ǫn ) log(n/2) log n
τ (A) ≥ lim sup ≥ lim sup ≥ lim sup . 
n→∞ − log ǫn n→∞ log(2/|an |) n→∞ − log |an |

Friz & Robinson (1999) showed that if U is a sufficiently regular bounded

domain in Rn and X is a subset of L2 (U ) that consists of functions that are
uniformly bounded in the Sobolev space H s (U ), it follows that τ (X) ≤ n/s, see
Lemma 13.1. In particular this shows that the attractors of partial differential
equations that are ‘smooth’ (bounded in H s for all s) have thickness exponent
zero.

7.2 Lipschitz deviation

The m-Lipschitz deviation was introduced by Olson & Robinson (2010) as a
first step towards generalising the thickness exponent. Denote by δm (X, ǫ) the
smallest dimension of a linear subspace U of H such that
dist(X, GU [φ]) < ǫ
68 Thickness exponents

for some m-Lipschitz function φ : U → U ⊥ ,

φ(u) − φ(v) ≤ mu − v for all u, v ∈ U,
where U ⊥ is the orthogonal complement of U in H and GU [φ] is the graph of
φ over U :
GU [φ] = { u + φ(u) : u ∈ U }.
The m-Lipschitz deviation is given by
log δm (X, ǫ)
devm (X) = lim sup .
ǫ→0 − log ǫ
The Lipschitz deviation of X (Pinto de Moura & Robinson, 2010b) is
dev(X) = lim devm (X);
m→∞

since devm (X) is nonincreasing in m the limit clearly exists provided that
devm (X) is finite for some m > 0.
Note that dev(X) is bounded above by τ (X), since devm (X) ≤ τ (X) for
every m > 0 (one can always approximate by the graph of the zero function,
which is m-Lipschitz). We now show, following Pinto de Moura & Robinson
(2010b), that this inequality can be strict.

7.2.1 An example with dev(X) < τ (X).

Let {ej }∞
j =1 be an orthonormal set in a Hilbert space H , and consider the set
 
1 1
X= e1 + 2 en : n ≥ 2 ∪ {0}.
n n
It is relatively easy to show that X is contained in the graph of a 3-Lipschitz
function of the one-dimensional subspace E1 spanned by e1 : define φ on the
discrete set of points {e1 /n}n∈N ∪ {0} by
en
φ(e1 /n) = 2 n≥2 and φ(0) = 0.
n
On its domain of definition, φ is Lipschitz: for m > n,
en em
|φ(e1 /n) − φ(e1 /m)| = 2 − 2
n m
3
= n−2 + m−2 ≤ n−2 + (n + 1)−2 <
n(n + 1)
and
e1 e1 1 1 1 1 1
− = − > − = ,
n m n m n n+1 n(n + 1)
 7.3 Dual thickness 69

and so
e1 e1
|φ(e1 /n) − φ(e1 /m)| ≤ 3 − .
n m
The function φ can be extended to a 3-Lipschitz function defined on the whole
of E1 (see Wells & Williams (1975), for example). It follows that dev3 (X) = 0,
and so dev(X) = 0.
We now show that τ (X) ≥ 1, following the argument used above to prove
Lemma 7.4. For n ≥ 1 set
e1 en+1
an = + ;
n + 1 (n + 1)2
note that an  ≥ an+1  and limn→∞ an  = 0. Let X = {a1 , a2 , . . .}. Set ǫn2 =
(an 2 + an+1 2 )/4. Since aj 2 ≥ an 2 > 2ǫn2 for j = 1, . . . , n, it follows
from the above lemma that
 
ǫn2 n
d(X, ǫn ) ≥ d({a1 , . . . , an }, ǫn ) ≥ n 1 − 2
≥ .
an  2

Since (n + 1)−1 < an  < 2ǫn ,

log d(X, ǫn ) log(n/2)
τ (X) ≥ lim sup ≥ lim sup = 1.
n→∞ − log ǫn n→∞ log 2(n + 1)

7.3 Dual thickness

The definition of the Lipschitz deviation requires a splitting of the space into
a finite-dimensional subspace U and its orthogonal complement. In a Banach
space it is not obvious how to perform such a splitting. Instead we define yet
another new quantity, the ‘dual thickness’. We will see that in a Hilbert space
this is bounded by the Lipschitz deviation, so in this setting offers a further
refinement of the thickness exponent.
The definition is based on the construction used in the proof of Theorem
6.2, and encodes precisely the property of ‘approximation’ that is needed in the
argument used to prove the embedding theorem that follows in the next chapter
(Theorem 8.1).

Definition 7.5 Given θ > 0, let nθ (X, ǫ) denote the lowest dimension of any
linear subspace V of B ∗ such that for any x, y ∈ X with x − y ≥ ǫ there
exists an element ψ ∈ V such that ψ∗ = 1 and

|ψ(x − y)| ≥ ǫ 1+θ .

70 Thickness exponents

Set
log nθ (X, ǫ)
τθ∗ (X) = lim sup ,
ǫ→0 − log ǫ
∗
and define the dual thickness τ (X) by

τ ∗ (X) = lim τθ (X).

θ→0

It is also useful to introduce the following more straightforward definition.

Definition 7.6 Given θ > 0, let mα (X, ǫ) denote the lowest dimension of any
linear subspace V of B ∗ such that for any x, y ∈ X with x − y ≥ ǫ there
exists an element ψ ∈ V such that ψ∗ = 1 and

|ψ(x − y)| ≥ αǫ.

Define
log mα (X, ǫ)
σα∗ (X) = lim sup .
ǫ→0 − log ǫ
It would now be natural to define σ ∗ (X) = limα→0 σα∗ (X); this gives another
possible definition of a ‘dual thickness’, but with the more tortuous definition of
τ ∗ (which is never larger than σ ∗ , see below) we can still prove an embedding
theorem, and more importantly we can show that zero thickness (in the sense of
Hunt & Kaloshin’s definition) implies zero dual thickness (Proposition 7.10);
this does not seem to be possible using σ ∗ .
The following lemma shows that σα∗ (X) provides an upper bound for τ ∗ (X)
for any α > 0.

Lemma 7.7 If X is a compact subset of a Banach space B then τ ∗ (X) ≤

σα∗ (X) for any α > 0.

Proof If V is an n-dimensional subspace of B ∗ such that for all x, y ∈ X

with x − y ≥ ǫ there exists a ψ ∈ V with ψ∗ = 1 and |ψ(x − y)| ≥ αǫ,
then it is clear that

|ψ(x − y)| ≥ ǫ 1+θ

for all ǫ small enough that ǫ θ < α, and so τθ∗ (X) ≤ σα∗ (X) for all θ > 0. 
The following simple corollary shows that τ ∗ (X) ≤ dB (X), i.e. that the dual
thickness is well adapted for use with sets that have finite box-counting dimen-
sion. Corollary 8.4 shows that there are sets for which this upper bound is
attained, so τ ∗ (X) is not always zero (there are possible definitions of ‘thick-
ness exponents’ that one might expect to be useful but which turn out to be
 7.3 Dual thickness 71

zero whenever X has finite box-counting dimension, see Exercise 7.2 for one
example).

Corollary 7.8 Let X be a compact subset of a Banach space B; then

τ ∗ (X) ≤ dB (X).

Proof Take d > dB (X). Then there exists an ǫ0 > 0 such that for all ǫ < ǫ0 ,
X can be covered with a collection B(xj , ǫ/12) of N ≤ ǫ −d balls, where the
xj are chosen to be linearly independent. To see that this is possible, first cover
X with a collection of balls B(zj , ǫ/13). This is a finite collection; since B is
infinite-dimensional one can perturb each zj in turn to some xj such that the
resulting collection {x1 , . . . , xn } is linearly independent for each n ≤ N. One
can then enlarge slightly the radius of each ball.
Now use the Hahn–Banach Theorem to define a collection of linear func-
tionals ψj with the property

ψj (xi ) = δij xj  and ψj ∗ = 1,

and let V be the subspace of B ∗ spanned by the ψj .

Now, given x, y ∈ X with x − y ≥ ǫ, there exist xj , xk such that
ǫ ǫ
x − xj  ≤ and y − xk  ≤ ,
12 12
and so in particular xj − xk  ≥ 5ǫ/6.
Clearly ψj − ψk ∈ V , and

1 ≤ ψj − ψk ∗ ≤ 2,

so that (ψj − ψk )/ψj − ψk ∗ is an element of V with norm 1. We have

ψj − ψk ψj − ψk
(x − y) = [(x − xj ) + xj − xk + (xk − y)]
ψj − ψk ∗ ψj − ψk ∗
ǫ xj  + xk  ǫ
≥− + −
12 ψj − ψk ∗ 12
xj − xk  ǫ
≥ −
2 6
5ǫ ǫ ǫ
≥ − = .
12 6 4
∗
It follows that σ1/4 (X) ≤ d, and since d > dB (X) was arbitrary, τ ∗ (X) ≤
∗
σ1/4 (X) ≤ dB (X). 
In a Hilbert space we can do better than this, showing that the dual thickness
is bounded by the Lipschitz deviation (and hence by the thickness).
72 Thickness exponents

Lemma 7.9 If X is a compact subset of a Hilbert space H then τ ∗ (X) ≤

dev(X) ≤ τ (X).
∗
Proof In fact the argument here shows that σ1/6m (X) ≤ devm (X), and the
result as stated is a consequence of Lemma 7.7.
Suppose that X ⊂ H and V is a linear subspace of H such that there exists
an m-Lipschitz function φ : V → V ⊥ with

dist(X, GV [φ]) ≤ ǫ/6m,

where m ≥ 1. It follows that for each x ∈ X there exists a p ∈ V such that

x − (p + φ(p)) ≤ ǫ/6m. Writing P for the orthogonal projection onto V ,
and Q = I − P ,

x − (P x + φ(P x)) = Qx − φ(P x)

≤ Qx − φ(p) + φ(p) − φ(P x)
≤ Qx − φ(p) + mp − P x
≤ 2mx − (p + φ(p)) ≤ ǫ/3.

Now, for any u, v ∈ H ,

(P u + φ(P u)) − (P v + φ(P v)) ≤ 2mP u − P v

and if u, v ∈ X with u − v ≥ ǫ, then

(P u + φ(P u)) − (P v + φ(P v)

≥ u − v − Qu − φ(P u) − Qv − φ(P v)
≥ ǫ/3,

which implies that P u − P v ≥ ǫ/6m.

The subspace V has a natural isometric linear embedding into H ∗ via the
mapping u → ϕu , where

ϕu (x) = (x, u).

Given u, v ∈ X with u − v ≥ ǫ, let d = P (u − v)/P (u − v) and ψ = ϕd .

Clearly ψ∗ = 1 and |ψ(u − v)| ≥ ǫ/6m. 
In a Banach space the relationship between the thickness and dual thickness
is not clear in general. Nevertheless, it is possible to show that sets that have
‘zero thickness’ according to Hunt & Kaloshin’s definition also have zero dual
thickness (this is the reason for the slightly torturous definition of the dual
thickness). This will prove particularly useful in Chapter 15.
 Exercises 73

Proposition 7.10 Let X be a compact subset of a Banach space B. If

τ (X) = 0 then τ ∗ (X) = 0.
Proof Take any τ ∈ (0, 1). It follows from the definition of the thickness
exponent that for any β > 0, for every ǫ with 0 < ǫ < 1 there exists a subspace
U of dimension n ≤ cτ ǫ −βτ such that dist(X, U ) ≤ ǫ β .
Let P be a projection onto U with P  ≤ n; the existence of such a projec-
tion is guaranteed by Exercise 7.4. Given any x ∈ B, if dist(x, U ) = δ there
exist u ∈ U and y ∈ B with y = δ such that x = u + y. It follows, since the
norm of Q = I − P is bounded by 1 + n, that
x − P x = Qx = Q(u + y) = Qy ≤ Qy ≤ (1 + n)dist(x, U )
≤ 2cτ ǫ −βτ ǫ β = cτ′ ǫ β(1−τ ) .
Choosing β = 1/(1 − τ ) it follows that for any ǫ > 0 there exists a space U of
dimension n ≤ cτ′′ ǫ −τ/(1−τ ) and a projection P onto U with P  ≤ n such that
sup x − P x ≤ ǫ/3.
x∈X

Now let V be the n-dimensional linear subspace of B ∗ given by

V = {L ◦ P : L ∈ U ∗ },
where, as above, U ∗ is the dual of U , which is also n-dimensional. Given any
x, y ∈ X with x − y ≥ ǫ, one can find an L ∈ U ∗ such that L∗ = 1
and L(P (x − y)) = P (x − y) ≥ ǫ/3. It follows that there exists a ψ ∈ V ,
namely ψ = L ◦ P , such that
ψ∗ ≤ n and |ψ(x − y)| ≥ ǫ/3.
Rescaling ψ by a factor of ψ∗ ≤ n ≤ c′′ ǫ −τ/(1−τ ) , it follows that there exists
a ψ ∈ V with ψ∗ = 1 such that
|ψ(x − y)| ≥ c ǫ 1+(τ/(1−τ )) .
Thus
∗ τ
ττ/(1−τ ) (X) ≤ ,
1−τ
and since τ/(1 − τ ) → 0 as τ → 0, τ ∗ (X) = 0 as claimed. 

Exercises
7.1 Let X be a subset of a Banach space B, and denote by ε(X, n) the minimum
distance between X and any n-dimensional linear subspace of B. Show
74 Thickness exponents

that
log n
τ (X) ≤ lim sup . (7.4)
n→∞ − log ε(X, n)
(One can in fact prove equality here, see Lemma 2 in Kukavica & Robinson
(2004).)
7.2 One could try to define another ‘thickness measure’ for a set X ⊂ H as
follows. For each ǫ > 0, let dLE (X, ǫ) be the smallest n such that there
exists a 2-Lipschitz map φ : Rn → H such that dist(X, φ(Rn )) < ǫ. Define
log dbL (X, ǫ)
τLE (X) = lim sup .
ǫ→0 − log ǫ
The Johnson–Lindenstrauss Lemma (Johnson & Lindenstrauss, 1984)
guarantees that given a set of m points in a Hilbert space H , and an
n > O(ln m), there is a function f : H → Rn such that
1
2
u − v ≤ |f (u) − f (v)| ≤ 2u − v.
Show that τLE (X) = 0 for any set X with dB (X) finite.
7.3 Show that if U is a finite-dimensional Banach space dim(U ) = n then
there exists an ‘Auerbach basis’ for U : a basis {e1 , . . . , en } for U and cor-
responding elements {f1 , . . . , fn } of U ∗ such that ej  = fj ∗ = 1 for
j = 1, . . . , n and fi (ej ) = δij , i, j = 1 . . . , n. [Hint: by identifying U with
(Rn ,  · ) one can work in Rn . For x1 , . . . , xn ∈ Rn let det(x1 , . . . , xn )
denote the determinant of the n × n matrix with columns formed by the
vectors {xj }. Choose {e1 , . . . , en } with ej  = 1 such that det(e1 , . . . , en )
is maximal. Define candidates for the {fj } and check that the fj satisfy
the required properties.]
7.4 Use the result of the previous exercise to show that if U is any n-
dimensional subspace of a Banach space B, there exists a projection
P onto U whose norm is no larger than n, P  ≤ n.
 8
Embedding sets of finite box-counting
dimension

This chapter provides a proof of an infinite-dimensional version of Theo-

rem 4.3: we prove the existence of linear embeddings into Rk for subsets of
infinite-dimensional (Hilbert or Banach) spaces with finite upper box-counting
dimension, and show that these linear maps have Hölder continuous inverses.
This degree of smoothness allows for interesting corollaries for the attractors
of infinite-dimensional dynamical systems, as discussed in Part II.

8.1 Embedding sets with Hölder continuous parametrisation

We prove a result that makes use of the dual thickness τ ∗ (X); note that if the
dual thickness is zero then the Hölder exponent in (8.1) can be made arbitrarily
close to 1 by choosing an embedding space of sufficiently high dimension. In
light of this it is worth recalling from the previous chapter that

τ ∗ (X) ≤ dev(X) ≤ τ (X)

in a Hilbert space (Lemma 7.9), and that in a Banach space

τ (X) = 0 ⇒ τ ∗ (X) = 0

(Proposition 7.10).

Theorem 8.1 Let X be a compact subset of a real Banach space B, with

dB (X) = d < ∞ and τ ∗ (X) = τ . Then for any integer k > 2d and any θ with
k − 2d
0<θ < , (8.1)
k(1 + ατ )
where α = 1/2 if B is a Hilbert space and α = 1 if B is a general Banach
space, there exists a prevalent set of bounded linear maps L : B → Rk such

75
76 Embedding sets of finite box-counting dimension

that
x − y ≤ CL |Lx − Ly|θ for all x, y ∈ X. (8.2)
In particular, L is injective on X.
Foias & Olson (1996) first proved a result along these lines. They showed
that in a Hilbert space there is a dense set of orthogonal projections that are
injective on X and have a Hölder inverse, but did not give any explicit bound
on the Hölder exponent. The proof of the theorem given here, almost identical
to that of Theorem 4.3, is due essentially to Hunt & Kaloshin (1999), but
incorporates the generalised estimate of Lemma 5.10 and the dual thickness,
following Robinson (2009). Separating the more geometric elements of the
proof (the estimates contained in Section 5.2) serves to clarify the argument.
Proof If θ satisfies (8.1), then there exist β > 0, σ > τβ∗ (X), and δ > d such
that
k − 2δ
0<θ < . (8.3)
k(1 + β + ασ )
Since σ > τβ∗ (X), there exists a subspace of B ∗ , Vj , of dimension dj ≤ C1 2j θσ
such that for any x, y ∈ X with x − y ≥ 2−j θ , one can find a ψ ∈ Vj with
ψ∗ = 1 and |ψ(x − y)| ≥ 2−j θ(1+β) . (8.4)
With V = {Vj }∞j =1 , choose γ > 1 and let E = Eγ (V ) and μ the corresponding
probability measure as defined in Section 5.2.
Now let
Zj = {z ∈ X − X : z ≥ 2−θj },
and for a fixed choice of f ∈ L (B, Rk ) let Qj be the set of all those linear
maps in E for which (8.2), with L replaced by f + L, fails for some z ∈ Zj ,
Qj = {L ∈ E : |(f + L)(z)| ≤ 2−j for some z ∈ Zj }.
Since dB (X − X) ≤ 2dB (X) < 2δ, X − X can be covered with no more than
C2 22j δ balls of radius 2−j . Let Y be the intersection of Qj with one of these
balls.
Let M be a Lipschitz constant that is valid for all f + L, L ∈ E. If z, z0 ∈ Y ,
then since z − z0  ≤ 2−(j −1) ,
|(f + L)(z0 )| > (2M + 1)2−j ⇒ |(f + L)(z)| > 2−j for all z ∈ Y.
Thus μ(Y ) is bounded by the μ-measure of those L ∈ E for which
|(f + L)(z0 )| ≤ (2M + 1)2−j .
 8.2 Sharpness of the Hölder exponent 77

It follows from Lemma 5.10 (in the Banach space case) or Lemma 5.6 (in the
Hilbert space case) that
μ(Y ) ≤ [(2M + 1)2−j j 2 C1α 2j θσ α |g(z0 )|−1 ]k
for any g ∈ Sj (recall that dj ≤ C1 2j θσ ). Using the definition of the dual
thickness there exists a ψ ∈ Sj such that
|ψ(z0 )| ≥ z0 1+β ≥ 2−θ(1+β)j
(cf. (8.4)), and so
μ(Y ) ≤ [(2M + 1)2−j j 2 C1α 2j θσ α 2θ(1+β)j ]k .
Since Qj is covered by no more than C2 22j δ balls, we obtain
μ(Qj ) ≤ C2 22j δ [(2M + 1)2−j j 2 C1α 2j θσ α 2θ(1+β)j ]k
= C3 j 2k 2−j [k(1−θ(1+β+σ α))−2δ] .
The assumption (8.3) implies that
k(1 − θ (1 + β + σ α)) − 2δ > 0,
and so the sum ∞ j =1 μ(Qj ) is finite. It follows from the Borel–Cantelli Lemma
(Lemma 4.2) that μ-almost every L belongs to only finitely many of the Qj ,
which implies (8.2) for some appropriate constant CL (the argument is identical
to the concluding part of the proof of Theorem 4.3). 
One could try to repeat this proof, replacing the upper box-counting dimen-
sion by the lower box-counting dimension, but the assumption that dLB (X) < ∞
is not enough to show that L−1 is Hölder, as we will now see.

8.2 Sharpness of the Hölder exponent

As the dimension of the embedding space (k) in the above theorem tends
to infinity, one obtains in (8.1) a limiting Hölder exponent 1/(1 + τ ∗ ) in the
Banach space case, or 1/(1 + (τ ∗ /2)) in the Hilbert space case.
Hunt & Kaloshin (1999) provide an example showing that this limiting
Hölder exponent is sharp in terms of the thickness: an involved construction
based on taking particular paths through a binary tree yields a subset of ℓp for
any 1 ≤ p < ∞, such that dH (X) = dB (X) = d and with the property that if
L : ℓp → RN is any bounded linear map then
d
dH (L(X)) ≤
1 + d/q
78 Embedding sets of finite box-counting dimension

with q the conjugate exponent of p. It follows from the behaviour of the

Hausdorff dimension under θ -Hölder maps (Proposition 2.8(iv)) that one must
therefore have θ < 1/(1 + d/q), cf. (8.8).
It is interesting that the ‘sharpness’ of the bound on the Hölder exponent
must always be understood in terms of the quantities that are being used in the
bound: for example, while Hunt & Kaloshin used their example to show that
in a Hilbert space the bound
k − 2d
0<θ <
k(1 + τ (X)/2)
is sharp in terms of the thickness, we know from Theorem 8.1 that this bound
can be improved in that one can substitute a different quantity for the thickness,
e.g. the Lipschitz deviation or the dual thickness.
Here we show that the ‘orthogonal sequence’ considered in Lemma 3.5
provides a much simpler example that proves the sharpness of the Hölder
exponent (in terms of the dual thickness). In order to do this we require Banach-
space versions of Lemma 6.1 (the decomposition lemma) and Lemma 6.3
(relating the rank of a projection P to the images of an orthonormal set under P ).
The following result can be found in Roman (2007, Theorem 3.5).

Lemma 8.2 Let B be a Banach space. Suppose that L : B → Rk is a

surjective linear map with L(B) = Rk and V is the kernel of L. Then the
quotient space U = B/V has dimension k, and L can be decomposed uniquely
as MP , where P is a projection onto U and M : U → Rk is an invertible linear
map.

The proof of the following version of Lemma 6.3, applicable to projections

in ℓp , is due to Pinto de Moura (see Pinto de Moura & Robinson (2010a)).

Lemma 8.3 Let P be a finite rank projection in ℓp (1 < p < ∞) or c0 (in

which case we take p = ∞). Then
⎧ ⎫1/q
⎨∞ ⎬
q
rank P ≥ P ej ℓp ,
⎩ ⎭
j =1

where {ej }∞ p
j =1 is the canonical basis of ℓ (or c0 ), and q is the conjugate
exponent to p.

Note that the estimate of Lemma 6.3 for the Hilbert space case is better
(rank P ≥ ∞ 2
j =1 P ej  ) since one can use orthogonality in the proof, rather
than just the triangle inequality. However, this does not affect the argument in
Corollary 8.4, where we only require the rank of P to be finite.
 8.2 Sharpness of the Hölder exponent 79

Proof Let U be the range of P . Since P is a finite-dimensional projection, U is

a finite-dimensional subspace of ℓp . By Exercise 7.3, U has an Auerbach basis
{u1 , ...un } with corresponding elements {f1∗ , ..., fn∗ } ∈ U ∗ , such that ui U =
1, fi U ∗ = 1, and fi∗ (uk ) = δik for 1 ≤ i, k ≤ n. Using the Hahn–Banach
Theorem each fi can be extended to an element φi ∈ ℓq with φi q = 1 and
such that φi (uk ) = δik for 1 ≤ i, k ≤ n. Thus for every element x ∈ ℓp , we can
write
n

Px = φi (x)ui .
i=1

It follows in particular that for each j = 1, 2, . . . ,

n

P ej = φi (ej )ui .
i=1

Now, we can expand φi using the canonical basis {ej∗ }∞ q

j =1 of ℓ , so that
∞

φi = λik ek∗ , for every i = 1, 2, . . .
k=1
∞
with k=1 |λik |q = 1. Thus for each j = 1, 2, . . .
2
2 n
2
2
P ej ℓp = 2
2 φi (ej )ui 2
2
i=1 ℓp
n
 n

≤ φi (ej )ui ℓp = |φi (ej )|
i=1 i=1
n ∞
 n

= λik ek∗ (ej ) = |λij |
i=1 k=1 i=1
 n 1/q

1/p q
≤n |λij | .
i=1

Therefore,
∞
 ∞ 
 n ∞
n 
 
q q−1 q q−1 q
P ej ℓp ≤n |λij | = n |λij | ≤ nq .
j =1 j =1 i=1 i=1 j =1


As a corollary, one can show that for the orthogonal sets introduced in
Lemma 3.5, the box-counting dimension and the dual thickness coincide (for
a direct argument that gives this value for the thickness in ℓ2 and does not use
80 Embedding sets of finite box-counting dimension

Theorem 8.1 see Lemma 7.4); from this it follows that the Hölder exponent
in Theorem 8.1 is asymptotically sharp, using ℓ2 (p = q = 2) for the Hilbert
space case and c0 (‘p = ∞’, q = 1) for the Banach space case.
Corollary 8.4 Let A = {aj ej }∞ p
j =1 ∪ {0} be an ‘orthogonal’ subset of ℓ as
in Lemma 3.5. Then τ ∗ (A) = dB (A) and if there exists a finite-dimensional
projection P in ℓp and a θ ∈ (0, 1) such that
αℓp ≤ CP αθℓp , for each α ∈ A, (8.5)
then
1
θ≤ . (8.6)
1+ (τ ∗ (A)/q)
Proof Since P (aj ej ) = aj P ej , it follows from (8.5) applied to aj ej that
|aj | ≤ C|aj |θ P ej θℓp , i.e. P ej ℓp ≥ C −1/θ |aj |(1/θ)−1 .
Lemma 8.3 implies that for such a P ,
⎛ ⎞1/q ⎛ ⎞1/q
∞
 ∞
q
rank P ≥ ⎝ P ej ℓp ⎠ ≥ C −θ ⎝ |aj |q[(1/θ)−1] ⎠ .
j =1 j =1

In particular, if P is a finite-rank projection then

∞

|aj |q[(1/θ)−1] < ∞. (8.7)
j =1

Now, using the expression for the box-counting dimension of these

sequences, (3.11) from Lemma 3.5,
∞

dB (A) = inf{d : |an |d < ∞},
n=1

it follows that
dB (A) ≤ q[(1/θ ) − 1],
which implies that
1
θ≤ . (8.8)
1 + (dB (A)/q)
We now deduce that in fact τ ∗ (A) = dB (A), which will give (8.6). We know
that in general τ ∗ (A) ≤ dB (A) (Lemma 7.8), so suppose that τ = τ ∗ (A) <
dB (A). Then the result of the embedding theorem (Theorem 8.1) coupled with
the Decomposition Lemma (Lemma 8.2) implies that for some k sufficiently
 Exercises 81

large one can find a projection P of rank k such that (8.5) holds for some
θ > 1/(1 + (dB (A)/q)). But this contradicts (8.8), and so τ ∗ (A) = dB (A). 

When p = 2, i.e. in the Hilbert space case, one can deduce that τ ∗ (A) =
τ (A) = dev(A) = dB (A) for this particular class of examples.
The same argument shows that one cannot replace the upper box-counting
dimension by the lower box-counting dimension and still obtain a Hölder
inverse. Indeed, the sequence Ĥ defined at the end of Chapter 3 has dLB (Ĥ ) =
1/α but dB (Ĥ ) = ∞. For p = 2 (the Hilbert space case) the condition (8.7)
becomes
∞

|aj |2[(1/θ)−1] < ∞. (8.9)
j =1

But the values of the {aj } used to define Ĥ are constant, of order 1/x, for ∼ex
values of j , for ever larger values of x. It follows that whatever the value of θ ,
the sum on the left-hand side of (8.9) diverges.
It is natural to ask how much the requirement of linearity restricts the
regularity of L−1 that can be attained. In particular, one can ask whether it is
possible to find, in general, an embedding (not necessarily linear) of X into some
Rk that is bi-Lipschitz (i.e. L and L−1 are Lipschitz). In the next chapter we
introduce the Assouad dimension, and show that a necessary condition for the
existence of such an embedding is that the Assouad dimension of a set is finite
(this condition is not sufficient, however, see Section 9.4); a simple example
(Lemma 9.9) shows that there are sets with finite box-counting dimension but
infinite Assouad dimension, so that a bi-Lipschitz embedding result for sets
with finite box-counting dimension is not possible. A more involved example
that illustrates the same thing was given by Movahedi-Lankarani (1992); again,
his set is one with infinite Assouad dimension.

Exercises
8.1 Foias & Olson (1996) prove that if P0 and P are orthogonal projections
on a real Hilbert space H of equal (finite) rank and P x = 0 implies that
P x ≤ ǫx for some ǫ ∈ (0, 1) then P − P0  ≤ ǫ. Use this result
along with Lemma 6.1 to deduce from Theorem 8.1 that if X ⊂ H , kǫN
with k > 2dB (X), and θ satisfies (8.1) with α = 1/2 then a dense set of
rank k orthogonal projections in H are injective on X and satisfy

x − y < CP (x − y)θ ,

82 Embedding sets of finite box-counting dimension

for some C > 0. (This is essentially the result of Foias & Olson (1996),
although they do not give an explicit bound on θ .)
8.2 Suppose that {Xn }n∈Z is a family of subsets of B, such that dB (Xn ) ≤ d for
each n ∈ Z. Show that if k > 2d then there exists a linear map L : B → Rk

and a θ > 0 such that L is injective on j ∈Z Xj , and for each n ∈ N there
exists a Cn > 0 such that

x − y ≤ Cn |Lx − Ly|θ for all x, y ∈ Xj .
|j |≤n

[Hint: use the fact that a countable intersection of prevalent sets is preva-
lent.] (A version of this result is proved in Langa & Robinson (2001) for
the attractors of nonautonomous systems, in Langa & Robinson (2006) for
random dynamical systems, and in Robinson (2008) for general cocycle
dynamical systems.)
8.3 Use Lemma 6.3 (or Lemma 8.3) to show that if X ⊂ H contains a set of
the form {0} ∪ {αj }∞j =1 , where the αj are orthogonal, then no linear map
L : H → Rk can be bi-Lipschitz on X. (As discussed above, in the next
chapter we will see examples of sets for which no map, whether linear or
not, can provide a bi-Lipschitz embedding into a Euclidean space.)
 9
Assouad dimension

9.1 Homogeneous spaces and the Assouad dimension

A long-standing open problem in the theory of metric spaces is to find conditions
guaranteeing that a space (X, ̺) can be embedded in a bi-Lipschitz way into
some Euclidean space (see Heinonen (2003)). The Assouad dimension was
introduced in this context (Assouad, 1983; see also Bouligand (1928) for an
earlier definition), and is most naturally defined as a concept auxiliary to the
notion of a homogeneous set:
Definition 9.1 A subset A of a metric space (X, ̺) is said to be (M, s)-
homogeneous (or simply homogeneous) if the intersection of A with any ball
of radius r can be covered by at most M(r/ρ)s balls of smaller radius ρ.
In terms of the notation used in the previous chapters, this says that
N(B(x, r) ∩ A, ρ) ≤ M(r/ρ)s
for every x ∈ A and r > ρ. In the light of this, it is convenient to define
NA (r, ρ) = sup N(B(x, r) ∩ A, ρ).
x∈A

(Of course, if one takes A = X then the ‘∩ A’ is redundant.)

Lemma 9.2 Any subset of RN is (2N+1 , N)-homogeneous.
Proof The cube [−r, r]N in RN can be covered by [(2r/ρ) + 1]√ N
cubes of
side ρ. Since each cube of side 1/ρ lies within a ball of radius N /ρ, the
sphere of radius r (which lies within [−r, r]N ) can be covered by fewer than
[(2r/ρ) + 1]N ≤ 2N+1 (r/ρ)N
balls of radius ρ. Clearly if X is any subset of RN , X ∩ B(x, r) can be covered
by fewer than 2N+1 (r/ρ)N balls of radius ρ. 

83
84 Assouad dimension

Homogeneity is preserved under bi-Lipschitz mappings.

Lemma 9.3 Suppose that (X, ̺X ) is (M, s)-homogeneous and that the map
f : (X, ̺X ) → (Y, ̺Y ) is bi-Lipschitz:

L−1 ̺X (x1 , x2 ) ≤ ̺Y (f (x1 ), f (x2 )) ≤ L ̺X (x1 , x2 )

for some L > 0. Then f (X) is an (ML2s , s)-homogeneous subset of Y .

Proof Take y ∈ f (X) and consider BY (y, r) ∩ f (X). Then y = f (x) for some
x ∈ X. Since f −1 is Lipschitz,

f −1 [BY (y, r) ∩ f (X)] ⊆ BX (x, Lr) ∩ X.

Since X is (M, s)-homogeneous, BX (x, Lr) ∩ X can be covered by N ≤

M(Lr/(ρ/L))s balls of radius ρ/L,
N

BX (x, Lr) ∩ X ⊆ BX (xj , ρ/L).
j =1

Since f is Lipschitz, f (BX (xj , ρ/L)) ⊆ BY (f (xj ), ρ), whence

N
 N

BY (y, r) ∩ f (X) ⊆ f (BX (x, Lr) ∩ X) ⊆ BY (f (xj ), ρ).
j =1 j =1

Hence f (X) is (ML2s , s)-homogeneous. 

It follows from these two elementary observations (Lemmas 9.2 and 9.3) that
A ⊆ (X, ̺) must be homogeneous if it is to admit a bi-Lipschitz embedding into
some RN . However, as we will see below, there are examples of homogeneous
spaces that cannot be bi-Lipschitz embedded into any Euclidean space, so
homogeneity is not sufficient for the existence of such an embedding.
A more pleasing, but equivalent, definition is that of a ‘doubling’ set: A ⊆
(X, ̺) is said to be doubling if the intersection with A of any ball of radius r
can be covered by at most K balls of radius r/2, where K is independent of r
(see Luukkainen (1998)).

Lemma 9.4 A set A ⊆ (X, ̺) is homogeneous iff it is doubling.

Proof That a homogeneous set is doubling is immediate. To show the con-

verse, suppose that NA (r, r/2) ≤ K. Given 0 < ρ < r, choose n such that
r/2n ≤ ρ < r/2n−1 ; then

NA (r, ρ) ≤ NA (r, r/2)NA (r/2, r/4) · · · NA (r/2n−1 , r/2n ) ≤ K n

 9.1 Homogeneous spaces and the Assouad dimension 85

and since n − 1 ≤ log2 (r/ρ) it follows that

NA (r, ρ) ≤ K(K n−1 ) ≤ K(r/ρ)log2 K . 
We now define the Assouad dimension.
Definition 9.5 The Assouad dimension of X, dA (X), is the infimum of all s
such that (X, ̺) is (M, s)-homogeneous for some M ≥ 1.
The following lemma gives some elementary properties of this definition.
Observe that with (iv) we have now shown that for any compact set X,
dim(X) ≤ dH (X) ≤ dLB (X) ≤ dB (X) ≤ dA (X). (9.1)
Lemma 9.6
(i) if A, B ⊆ (X, ̺) and A ⊆ B then dA (A) ≤ dA (B);
(ii) if A, B ⊂ (X, ̺) then dA (A ∪ B) = max(dA (A), dA (B));
(iii) if X is an open subset of RN then dA (X) = N;
(iv) if X is compact then dB (X) ≤ dA (X); and
(v) dA is invariant under bi-Lipschitz mappings.
Proof (i) and (ii) are obvious and (v) follows from Lemma 9.3. For (iii), clearly
dA (X) ≤ N, since any subset of RN is (2N+1 , N)-homogeneous (Lemma 9.2).
If X is an open subset of RN then it contains an open ball B = B(x, r). Suppose
that dA (X) < N; then dA (B) < N, so that B is (M, s)-homogeneous for some
s < N. It follows that B can be covered by M(r/ρ)s balls of radius ρ, and so
μ(B) ≤ M(r/ρ)s N ρ N .
Since ρ > 0 is arbitrary and s < N, this implies that μ(B) = 0. So dA (X) = N
as claimed.
For (iv), since X is compact, X ⊂ B(0, R) for some R > 0; thus for any
s > dA (X),
N(X, ρ) = N(X ∩ B(0, R), ρ) ≤ M(R/ρ)s = [MR s ]ρ −s ,
and hence dB (X) ≤ dA (X). 
In line with the characterisation of the covering dimension in terms of the
Hausdorff dimension (Corollary 2.13), and the lower and upper box-counting
dimensions (Exercises 3.3 and 3.4), Luukkainen (1998) proved that
dim(X) = inf{dA (X′ ) : X′ homeomorphic to X}.
Given (9.1), this shows in particular that any set X has a homeomorphic image
X′ such that
dim(X′ ) = dH (X′ ) = dLB (X′ ) = dB (X′ ) = dA (X′ ). (9.2)
86 Assouad dimension

We again repeat Luukkainen’s remark that ‘there is no purely topological reason

for X to be fractal’, which is given considerably more force by (9.2).

9.2 Assouad dimension and products

The Assouad dimension behaves like the upper box-counting dimension under
the operation of taking products.
Lemma 9.7 If (X, ̺X ) and (Y, ̺Y ) are metric spaces then
dA (X × Y ) ≤ dA (X) + dA (Y ),
where X × Y is equipped with any of the product metrics ρα , 1 ≤ α ≤ ∞,
defined in (3.6) and (3.7).
Proof We use the metric
̺∞ ((x1 , y1 ), (x2 , y2 )) = max(̺X (x1 , x2 ), ̺Y (y1 , y2 ))
on X × Y in the proof. Since this is equivalent to any of the ρα metrics (for
1 ≤ α < ∞) and the Assouad dimension is invariant under bi-Lipschitz map-
pings (Lemma 9.6(v)) this will sufficient to prove the lemma.
If dA (X) < α and dA (Y ) < β, there exist MX and MY such that
 α  β
r r
NX (r, ρ) < MX and NY (r, ρ) < MY .
ρ ρ
Let B be a ball of radius r in X × Y . Then B = U × V , where U and V are
balls of radius r in X and Y , respectively. Cover U by balls Ui of radius ρ, and
the ball V by balls Vi of radius ρ. Then the products Ui × Vj form a cover of
B by balls in X × Y of radius ρ, and at most
 α+β
r
MX MY
ρ
are required. It follows that dA (X × Y ) ≤ dA (X) + dA (Y ). 
The inequality here can be strict, as the following example due to Larman
(1967) shows. For each m ∈ N, divide the interval
m+1 m
(2−2 , 2−2 )
m m+1
into 22 − 1 intervals, each of length 2−2 . Let Km denote the collection of
2m
the 22 endpoints of these intervals. Set
∞
 ∞

A = {0} ∪ K4m and B = {0} ∪ K4m+2 .
m=1 m=1
 9.2 Assouad dimension and products 87

Lemma 9.8 For the sets A and B defined above,

dA (A) = dA (B) = dA (A × B) = 1.
4n
Proof Clearly dA (A) ≤ 1 and dA (B) ≤ 1. Let rn = 2−2 , and consider
∞

(−rn , rn ) ∩ A = {0} ∪ K4j .
j =n

4n
Then, since this contains K4n , it requires at least 22 − 1 intervals of length
4n+1
ρn = 2−2 to cover it. So
4n
NA (rn , ρn ) ≥ 22 − 1

and
4n
rn 2−2 4n
= −24n+1 = 22 .
ρn 2
So A cannot be (M, s)-homogeneous for any s < 1. It follows that dA (A) = 1,
and similarly dA (B) = 1.
Now consider A × B. Since A × B contains a copy of A, dA (A × B) ≥ 1.
2m
Take r = 2−2 ; this is the smallest value of r such that
⎡ ⎤ ⎡ ⎤
∞ ∞

B(0, r) ∩ [A × B] = ⎣{0} ∪ K2m+4j ⎦ × ⎣{0} ∪ K2(m+1)+4j ⎦ .
j =0 j =0

The number of balls required in a cover by ρ-balls is essentially determined

2n+1
by the value of t for which B(0, ρ) ⊃ Kt . So choose ρ = 2−2 ; the largest
value of ρ such that Kt is in B(0, ρ) for every t > 2n but not for t = 2n.
Then the number of balls required to cover B(0, r) ∩ [A × B] is bounded
by
2n 2n−2
N ≤ (n − m + 1)2 × 22 × 22 ,

while
r 2n+1 2m
= 22 −2 .
ρ
It follows that N ≤ (r/ρ)s , where

2 log2 (n − m + 1) + 22n + 22n−2

s≤ ≤ 1. 
22n+1 − 22m
88 Assouad dimension

9.3 Orthogonal sequences

We now investigate further some surprising properties of the Assouad dimen-
sion, following Olson (2002). We have used the example of orthogonal
sequences in a Hilbert space in previous chapters, and again this simple class
of examples is illuminating.

Lemma 9.9 Let X = {n−α en } ∪ {0}, where {en }∞

n=1 is an orthonormal subset
of a Hilbert space H . Then dA (X) = ∞.

(Recall that dH (X) = 0 and that dB (X) = 1/α, see (3.13).)

Proof Let rm = m−α , and consider

B(0, rm ) ∩ X = {n−α en : n ≥ m} ∪ {0}.

Now cover B(0, rm ) ∩ X by balls of radius rm /2; each point in this set of norm
more than rm /2 will require its own ball, and since

n−α > rm /2 ⇒ n < (2/rm )1/α = m21/α

it follows that N(B(0, rm ) ∩ X, rm /2) ≥ m21/α − m − 1. Since the right-hand

side tends to infinity as m → ∞, X cannot be doubling. 
As remarked at the end of the previous chapter, this gives a simple example
of a compact set with finite box-counting dimension that cannot be bi-Lipschitz
embedded into any Rk .
However, a geometric sequence has zero Assouad dimension, as the next
(more general) result shows.

Lemma 9.10 Let {en }∞ p

n=1 be the canonical basis of ℓ , 1 ≤ p < ∞, or of c0 ,
∞
and consider the set X = {an en }n=1 ∪ {0}. Suppose that there exist K and α
with K > 0 and 0 < α < 1 such that

K −1 α n ≤ an ≤ Kα n .

Then dA (X) = 0, where the dimension is taken in ℓp (1 ≤ p < ∞) or c0 .

Proof Take 0 < ρ < r. Consider a ball of radius r centred at the origin; then

B(0, r) ∩ X = {an en : an < r} ∪ {0}

⊆ {an en : Kα n < r} ∪ {0}
= {an en : n > (log r − log K)/ log α} ∪ {0}
⊆ {an en : n ≥ [(log r − log K)/ log α] − 1} ∪ {0}.
 9.3 Orthogonal sequences 89

A cover of B(0, r) ∩ X by balls of radius ρ will require a separate ball for each
point of norm greater than ρ; since
K −1 α n > ρ ⇒ an > ρ,
it follows that an > ρ for n < (log ρ + log K)/ log α, so certainly the same is
true for n ≤ [(log ρ + log K)/ log α] + 1. Thus
log ρ + log K log r − log K
N(B(0, r) ∩ X, ρ) ≤ − +2
log α log α
 
1 r 2 log K
= log + + 2.
− log α ρ log α
So X is (M, s)-homogeneous for any s > 0, i.e. dA (X) = 0. 
The lower bound in this result is necessary:
Lemma 9.11 There are sequences an converging arbitrarily fast to zero for
which
X = {an en }∞
n=1 ∪ {0}

has dA (X) = ∞.
Proof Let bj be a sequence that converges to zero. Let an = bj for 2j −1 ≤
n ≤ 2j − 1. Now let r = bj + ǫ and consider
B(0, r) ∩ X = {an en : n ≥ 2j −1 }.
The number of balls of radius r/2 required to cover B(0, r) ∩ X is larger than
2j − 2j −1 , which is unbounded as j → 0. So X is not doubling. Since bj can
converge arbitrarily fast to zero, so can an . 
Assumptions on the set of differences X − X are the key to proving embed-
ding results that use linear maps. We have seen that while for the box-counting
dimension dB (X − X) ≤ 2dB (X), one can have sets with zero Hausdorff dimen-
sion for which dH (X − X) = ∞. Unfortunately the same is true of the Assouad
dimension.
Lemma 9.12 There exists a set X with dA (X) = 0 and dA (X − X) = ∞.
Proof Let {xj } be an orthogonal sequence of the type constructed in the previ-
ous lemma, with xj  ≤ 4−j . Suppose that the complement of the linear span
of the {xj } is infinite-dimensional, and choose a second orthogonal sequence
{yj } in this complement with yj  = 4−j .
Let X be the closure of the set {aj }, where
a2j = yj and a2j +1 = xj + yj .
90 Assouad dimension

Clearly X − X contains {xj }, and so dA (X − X) = ∞. However, Lemma 9.10

implies that dA (X) = 0: for k = 2j ,

ak  = yj  = 4−j = 2−k ,

while for k = 2j + 1,

ak  ≤ xj  + yj  ≤ 4−j + 4−j = 2(4−(k−1)/2 ) = 4 × 2−k

and

ak  ≥ yj  = 2 × 2−k . 

Note that in a very roundabout way we have shown that the Assouad
dimension can increase under Lipschitz continuous transformations, since
dA (X × X) ≤ 2dA (X), and X − X is the image of X × X under the Lipschitz
mapping (x, y) → x − y.
The following result, again due to Olson (see Olson & Robinson (2010)) is
more positive, and will be useful below.

Lemma 9.13 Let X = { xj }∞j =1 be an orthogonal sequence in H . If dA (X) <

∞ then dA (X − X) ≤ 2dA (X).

Proof Suppose that X is (M, s)-homogeneous. Set BX (r, x) = X ∩ B(r, x),

and consider a ball B = BX−X (r, x − y) ⊆ X − X of radius r that is centred
at x − y ∈ X − X. Since B ⊆ BX−X (ρ, 0) ∪ B \ {0} , we need only cover
B \ {0}.
Suppose that x = y, so that B = BX−X (r, 0). Let a − b ∈ B \ {0}. Then
a = b and therefore a is orthogonal to b. It follows that
2 2
2(a − b) − (x − y)22 = a2 + b2 < r 2 .

Hence a, b ∈ BX (r, 0), and consequently

B \ {0} ⊆ BX (r, 0) − BX (r, 0).

Cover BX (r, 0) with M(2r/ρ)s balls BX (ρ/2, ai ) of radius ρ/2 centred at

ai ∈ X. Then
  
BX−X (ρ, ai − aj ) ⊇ BX (ρ/2, ai ) − BX (ρ/2, aj )
i,j i j
⊇ BX (r, 0) − BX (r, 0) ⊇ BX−X (r, 0) \ {0}.

It follows that B is covered by 1 + M 2 (2r/ρ)2s balls of radius ρ.

 9.4 Homogeneity is not sufficient for a bi-Lipschitz embedding 91

Now suppose that x = y. Let a − b ∈ B\{0}. Again a = b and therefore a

is orthogonal to b. Therefore
⎧ 2 2
⎨ a − x + b − y a = y, b = x
2 2 2
(a − b) − (x − y) = a + y + 2x if a = y, b = x ,
⎩ 2 2
2y + b + x a = y, b = x
and so
⎫ ⎧
a ∈ BX (r, x) b ∈ BX (r, y) ⎪⎪ ⎪
⎪ a = y, b=x
⎬ ⎨
a ∈ BX (r, −y) b ∈ BX (r, x) a = y, b=x
if .
a ∈ BX (r, y) b ∈ BX (r, −x) ⎪
⎪ ⎪
⎪ a = y, b=x
⎭ ⎩
a ∈ BX (r, y) b ∈ BX (r, x) a = y, b=x
Therefore
   
B \ {0} ⊆ BX (r, x) − BX (r, y) ∪ BX (r, −y) − BX (r, x)
   
∪ BX (r, y) − BX (r, −x) ∪ BX (r, y) − BX (r, x) .

Cover each of BX (r, x), BX (r, −x), BX (r, y), and BX (r, −y) by M(2r/ρ)s balls
of radius ρ/2. An argument similar to that used before yields a cover of B by
1 + 4M 2 (2r/ρ)2s balls of radius r/2.
Since NX−X (r, ρ) ≤ 1 + 4M 2 (2r/ρ)2s it follows that dA (X − X) ≤ 2s. 

9.4 Homogeneity is not sufficient for a

bi-Lipschitz embedding
We have already remarked that any set that can be bi-Lipschitz embedded into
Rk must be homogeneous, but the following example, due to Lang & Plaut
(2001; after Laakso (2002)) shows that this is not sufficient.
The construction yields a metric space that is doubling but cannot be bi-
Lipschitz embedded into any Hilbert space (finite- or infinite-dimensional). This
example is somewhat simpler than the ‘classical’ example of the Heisenberg
group equipped with the Carnot–Carathéodory metric (see Semmes (1996), for
example).
Let X0 be [0, 1] with the standard Euclidean distance. To construct Xi+1
from Xi , take six copies of Xi and rescale by a factor of 41 . Arrange four in a
‘square’ by identifying pairs of endpoints, and then attach the remaining two
copies at ‘opposite’ points, see Figure 9.1.
At every step Xi has diameter 1, has two endpoints, and consists of 6i
edges each of which has length 4−i . The metric ̺i (x, y) on Xi is the geodesic
92 Assouad dimension

X0

X1

X2

Figure 9.1 The first steps of the construction of the geodesic metric space (X, ̺).
At each stage the bold subset is isometric to X0 .

distance: the shortest distance that one needs to travel on the graph from x
to y. For every j > i, (Xj , ̺j ) contains an isometric copy of (Xi , ̺i ), and
dist(Xj , Xi ) < (1/4)i+1 (see Figure 9.1) and so {(Xi , ̺i )}∞
i=1 forms a Cauchy
sequence in the Gromov–Hausdorff metric1 (see Chapter 3 of Gromov (1999),
or Heinonen (2003)). It follows that this sequence converges to some limiting
compact metric space (X, ̺); there remain isometric copies of (Xi , ̺i ) in (X, ̺).
The exact details of this limiting argument are not necessary here, the key point
is that this process leads to such a limit set containing isometric copies of every
(Xi , ̺i ).
Lemma 9.14 The space (X, ̺) is doubling with doubling constant 6, and if
H is a Hilbert space and f : Xi → H satisfies f (x) − f (y) ≥ ̺(x, y) then
the Lipschitz constant of f is bounded below by (1 + (i/4))1/2 . In particular,
there is no bi-Lipschitz embedding of X into a Hilbert space.
Proof Take x ∈ X and r with 0 < r ≤ 21 . Choose i with
 i
r 1
≤ < 2r,
2 4

1 First, given two subsets A, B of a metric space (X, ̺), define the symmetric Hausdorff distance
distH (A, B) = max(dist(A, B), dist(B, A)). The Gromov–Hausdorff distance between two met-
ric spaces A and B is defined as
dGH (A, B) = inf distH (A′ , B ′ ),
A′ ,B ′ ∈M

where the infimum is taken over all isometric images A′ and B ′ of A and B as subsets of ℓ∞ (at
least one such isometry always exists, see Exercise 9.2).
 9.4 Homogeneity is not sufficient for a bi-Lipschitz embedding 93

and let h : Xi → X be an isometric embedding of Xi into X with x = h(x ′ )

for some x ′ ∈ Xi . Let

Z = ∂B(x ′ , r) ∪ (B(x ′ , r) ∩ {p, q}),

where p and q are the endpoints of Xi . Then since r ≤ 2(4−i ), Z certainly

contains no more than six points, and the closed balls in Xi of radius r centred
at the points of Z cover B(x ′ , 2r). Then the closed balls of radius r centred at
the points of h(Z) also cover B(x, 2r), because the edge cycles generated after
the ith step have length no larger than 4(4−(i+1) ) < 2r: if z lies on such a cycle,
B(z, r) covers the whole cycle. It follows that X is doubling with constant 6.
We show by induction that for any f : Xi → H as in the statement of the
lemma, there exist two consecutive vertices x and x ′ such that
 
′ 2 i  2
f (x) − f (x ) ≥ 1 + ̺ x, x ′ .
4
This is certainly true for i = 0. Take i = k ≥ 1 and assume that the result is
true for i = k − 1. Since Xk contains an isometric copy of Xk−1 , there exist
points x0 , x2 ∈ Xk corresponding to two adjacent vertices of Xk−1 such that
 
k−1
f (x0 ) − f (x2 )2 ≥ 1 + ̺(x0 , x2 )2 . (9.3)
4
Let x1 and x3 be the two midpoints between x0 and x2 ; then ̺(x1 , x3 ) =
1
2
̺(x0 , x2 ). Setting x4 = x0 we have
3

f (x0 ) − f (x2 )2 + f (x1 ) − f (x3 )2 ≤ f (xj ) − f (xj +1 )2 ,
j =0

this ‘quadrilateral inequality’ holding in any inner product space, see Exercise
9.1. Since
 
2 2 k−1
f (x0 ) −f (x2 ) + f (x1 ) − f (x3 ) ≥ 1 + ̺(x0 , x2 )2 + ̺(x1 , x3 )2
4
 
k
= 1+ ̺(x0 , x2 )2 ,
4
it follows that for some j ∈ {0, . . . , 3}
   
1 i k
f (xj ) − f (xj +1 )2 ≥ 1+ ̺(x0 , x2 )2 = 1 + ̺(xj , xj +1 )2 .
4 4 4
Now take x = xj and x ′ to be one of the midpoints between xj and xj +1 to
obtain (9.3) for i = k.
94 Assouad dimension

Now suppose that f : X → H is an embedding of X into H with

L−1 ̺(x, y) ≤ f (x) − f (y) ≤ L̺(x, y).
Setting g(x) = Lf (x) gives a g : (X, ̺) → H such that
̺(x, y) ≤ g(x) − g(y) ≤ L2 ̺(x, y).
But X contains an isometric copy of every Xi , which implies that Lip(g) ≥
1 + (i/4) for all i, a contradiction. 
The strongest result for sets with finite Assouad dimension is due to Assouad
(1983), who showed that any metric space with dA (X) < ∞ can be mapped via
φ : X → Rk into some finite-dimensional Euclidean space in a bi-Hölder way,
1
̺(s, t)α ≤ |φ(s) − φ(t)| ≤ c ̺(s, t)α
c
for all 0 < α < 1; and that this characterises sets with finite Assouad dimension.
Olson & Robinson (2010) showed that such sets can be mapped in an almost
bi-Lipschitz way into an infinite-dimensional Hilbert space: for every γ > 21
there exists a map f : (X, ̺) → H such that for some L > 0
1 ̺(x, y)
≤ f (x) − f (y) ≤ L ̺(x, y),
L (slog ̺(x, y))γ
where slog(x) = log(x + x −1 ) (cf. Proposition 7.18 in Benyamini & Linden-
strauss (2000)).
We will show in the next section that if X − X is a homogeneous compact
subset of a Banach space, then one can find an almost bi-Lipschitz embedding
into some Euclidean space, i.e. an embedding that is bi-Lipschitz to within
logarithmic corrections.

9.5 Almost bi-Lipschitz embeddings

As with the embedding theorems for the Hausdorff and box-counting dimen-
sion, we construct a probe space that is tailored to the particular set (and notion
of dimension) that we are considering. The following simple results (Lemmas
9.15 and 9.16) are the key to the argument used to prove Theorem 9.18.
Lemma 9.15 Suppose that Z is a compact homogeneous subset of a Banach
space B. Then there exists an M ′ > 0 and a sequence of linear subspaces
{Vj }∞ ∗ ′
j =0 of B with dim Vj ≤ M for every j , such that for any z ∈ Z with
2−(n+1) ≤ z ≤ 2−n , there exists an element ψ ∈ Vn such that
ψ∗ = 1 and |ψ(z)| ≥ 2−(n+3) . (9.4)
 9.5 Almost bi-Lipschitz embeddings 95

Proof Write
j = {z ∈ Z : 2−(j +1) ≤ z ≤ 2−j }.
Since j ⊂ B(0, 2−j ) it can be covered by Mj balls of radius 2−(j +3) , with the
(j ) Mj (j )
centres {ui }i=1 of these balls satisfying ui  ≥ 2−(j +2) , where
Mj = NX (2−j , 2−(j +3) ) ≤ 8s M = M ′ .
(j )
For each of the points ui , use the Hahn–Banach Theorem to find a norm 1
(j )
element φi of B ∗ such that
(j ) (j ) (j )
φi (ui ) = ui .
(j ) (j ) (j )
For each n ≥ 0 let Vj be the subspace of B ∗ spanned by {φ1 , φ2 , . . . , φMj }.
By the above, dim Vj ≤ M ′ for all j ≥ 0.
For any z ∈ n there exists a u = u(n)
i such that

z − u < 2−(n+3) .
Writing φ for φi(n) ∈ Vn ,
|φ(x)| = |φ(u) − φ(u − z)| ≥ u − u − z
≥ 2−(n+2) − 2−(n+3) = 2−(n+3) ,
and the lemma follows. 
In a Hilbert space it is more helpful to use the following result; note that
the spaces Vj are now mutually orthogonal, but that the space Vn alone is not
sufficiently ‘rich’ to obtain (9.5) (cf. (9.4), where ψ ∈ Vn is enough).
Lemma 9.16 Suppose that Z is a compact homogeneous subset of a Hilbert
space H . Then there exists an M ′ > 0 and a sequence {Vj }∞j =0 of mutually
′
orthogonal linear subspaces of H , with dim Vj ≤ M for every j , such that for
any z ∈ Z with 2−(j +1) ≤ z ≤ 2−j ,
j z ≥ 2−(j +2) , (9.5)
j
where j is the orthogonal projection onto ⊕i=1 Vi .
Proof Write
Zj = {z ∈ Z : 2−(j +1) ≤ z ≤ 2−j }.
Since Zj ⊂ B(0, 2−j ) it can be covered by Mj balls of radius 2−(j +2) , with
(j ) Mj
centres {ui }i=1 , where
Mj = N(2−j , 2−(j +2) ) ≤ 4s M = M ′ .
96 Assouad dimension

(j ) M
j
Let Uj be the space spanned by {ui }i=1 ; clearly dim(Uj ) ≤ M ′ , and if Pj
denotes the projection onto Uj ,
Pj z ≥ z − z − Pj z ≥ 2−(j +1) − 2−(j +2) = 2−(j +2) .
Finally, define mutually orthogonal subspaces Vj such that
n
3 n
3
Vj = Uj
j =1 j =1

and the result follows since n z ≥ Pn z. 

The spaces whose existence is guaranteed by these two Lemmas with Z =
X − X form the basis of the construction of the ‘probe space’ with respect to
which it will be shown that linear embeddings with log-Lipschitz inverses are
prevalent.
We now construct the probe space E and the associated measure μ: in
the Banach space case we take γ > 1 and follow the standard construction of
Section 5.2.2, but in the Hilbert space case we follow the alternative construction
outlined at the end of Section 5.2.1, capitalising on the fact that the spaces {Vj }
are mutually orthogonal so that we can take γ > 1/2, and that dim Vj ≤ M ′
for all j so that we can build our probe space from products of cubes rather
than products of spheres.
The following bound, a consequence of the estimates in Section 5.2, is
central to the proof. (Note that in the Banach space case we only require
Lemma 5.10, but in the Hilbert space case we need the somewhat more subtle
result of Lemma 5.8.)
Lemma 9.17 If z ∈ Z with 2−(j +1) ≤ z ≤ 2−j then for any f ∈
L (B, RN ),
μ{ L ∈ E : |(f + L)z| < ǫ2−j } ≤ Cǫ N j sN , (9.6)
where C = C(N).
Proof In the Banach space case, Lemma 5.10 guarantees that for any ψ ∈ Sj ,
 N
μ{L ∈ E : |(f + L)z| < ǫ} ≤ j s dj ǫ|ψ(z)|−1 .
In the case considered here, dj = dim(Vj ) ≤ M ′ , and using Lemma 9.15 there
exists a ψ ∈ Sj with ψ∗ = 1 such that ψ(z) ≥ 2−(j +3) , from which (9.6)
follows immediately. In the Hilbert space case, Lemma 5.8 ensures that
 k
s ′ 1/2 ǫ
μ{ L ∈ E : |(L + f )(x)| < ǫ } ≤ c j (M ) ,
j x
 9.5 Almost bi-Lipschitz embeddings 97

where j is the orthogonal projection onto V1 ⊕ V2 ⊕ · · · ⊕ Vj , and (9.6)

follows using Lemma 9.16. 
Olson (2002) proved a version of the following theorem for subsets of RN ,
and Olson & Robinson (2010) gave a proof for subsets of a Hilbert space that
yields γ > 3/2 as N → ∞. Robinson (2009) used the probe space construction
of Section 5.2.2 to prove the result for subsets of a Banach space with γ > 2.
The reduction to the optimal exponents here, whose possibility was strongly
suggested by the analysis in Pinto de Moura & Robinson (2010a) – see Section
9.6 – is due to Robinson (2010).
Theorem 9.18 Let X be a compact subset of a real Banach space B such
that dA (X − X) < s < N, where N ∈ N. If
αN + 1
γ > , (9.7)
N −s
where α = 1/2 if B is a Hilbert space and α = 1 if B is a general Banach
space, then a prevalent set of linear maps L : B → RN are injective on X and,
in particular, γ -almost bi-Lipschitz: for some constant cL > 0 and ρL > 0
1 x − y
≤ |Lx − Ly| ≤ cL x − y (9.8)
cL | log x − y |γ
for all x, y ∈ X with x − y < ρL .
Proof Choose ζ > α small enough to ensure that
ζN + 1
γ > . (9.9)
N −s
Let V = {Vn }∞ n=1 , where Vn are the spaces whose existence is guaranteed by
Lemma 9.15, and set E = Eζ (V ) and μ = μζ (V ) following the construction
of Section 5.2.
Denote by S1 the set of all those L ∈ L (B, RN ) for which (9.8) holds for
all x, y ∈ X with x − y < ρL for some ρL > 0. First we show that S1 is
prevalent, and then combine this with the result of Theorem 8.1 to deduce the
result as stated.
Given f ∈ L (B, RN ), let K be a Lipschitz constant valid for all f + L
with L ∈ E. Define a sequence of layers of X − X,
Zj = {z ∈ X − X : 2−(j +1) ≤ z ≤ 2−j }
and the corresponding set of maps that fail to satisfy the almost bi-Lipschitz
property for some z ∈ Zj ,
Qj = { L ∈ Q : |(f + L)(z)| ≤ j −γ 2−j for some z ∈ Zj }.
98 Assouad dimension

By assumption dA (X − X) < s, and so Zj ⊂ B(0, 2−j ) can be covered by

(j )
Nj ≤ Mj γ s balls of radius j −γ 2−j . Let the centres of these balls be zi ∈ Zj
(j )
where i = 1, . . . , Nj . Given any z ∈ Zj there is zi such that
(j )
z − zi  ≤ j −γ 2−j .

Thus
(j ) (j )
|(f + L)(z)| ≥ |(f + L)(zi )| − |(f + L)(z − zi )|
(j )
≥ |(f + L)(zi )| − Kj −γ 2−j ,

which implies, using Lemma 9.17, that

Nj
 (j )
μ(Qj ) ≤ μ{ L ∈ Q : |(f + L)(zi )| ≤ (1 + K)j −γ 2−j }
i=1
 (j ) N
≤ Nj djα j ζ (1 + K)j −γ 2−j |ψ(zi )|−1

for any ψ ∈ Vj .
(j )
Lemma 9.15 implies that there exits a ψ ∈ Vj such that |ψ(zi )| ≥ 2−(j +3) ,
and since Nj ≤ Mj γ s and dj ≤ M ′ ,
 N
μ(Qj ) ≤ c j γ s (M ′ )α j ζ j −γ = c j γ s+N(ζ −γ ) .

Since (9.9) implies that γ s + N(ζ − γ ) < −1, it follows that

∞

μ(Qj ) < ∞.
j =1

Using the Borel–Cantelli Lemma (Lemma 4.2), μ-almost every L is contained

in only a finite number of the Qj : thus for μ-almost every L there exists a jL
such that for all j ≥ jL ,

2−(j +1) ≤ z ≤ 2−j ⇒ |(f + L)(z)| ≥ j −γ 2−j ,

so for z ≤ 2−jL ,

z
|(f + L)(z)| ≥ 2−(1+γ ) . (9.10)
| log z |γ
So the set S1 is prevalent as claimed.
Now, since τ ∗ (X) ≤ dB (X) ≤ dB (X − X) ≤ dA (X − X) we can apply The-
orem 8.1 to obtain a prevalent set S2 of linear functions f : B → RN that are
injective on X. Since the intersection of prevalent sets is prevalent (Corollary
5.4), there exists a prevalent set of linear maps that are injective on X and
satisfy (9.10). 
 9.6 Sharpness of the logarithmic exponent 99

9.6 Sharpness of the logarithmic exponent

We can once more use an appropriate choice of orthogonal sequence to show,
following Pinto de Moura & Robinson (2010a), that the bound on the logarith-
mic exponent in Theorem 9.18 is asymptotically sharp: as N → ∞, we obtain
from (9.7) that it is possible to embed into some RN with any logarithmic
exponent γ > 1 in the Banach space case and γ > 1/2 in the Hilbert space
case.
We consider the ‘orthogonal set’ A = {e−n en }∞n=1 ∪ {0}, where {en } is the
canonical basis of ℓp (1 ≤ p < ∞) or c0 . Lemma 9.10 guarantees that as
a subset of ℓp (1 ≤ p < ∞) and c0 this set has zero Assouad dimension.
Lemma 9.13, which extends to subsets of ℓp of this form, guarantees that
dA (A − A) = 0.
Suppose that there exists a linear map L : ℓp → RN and a ρL > 0 such that
for every x, y ∈ A with x − y < ρL ,
1 x − y
≤ |Lx − Ly| ≤ cL x − y (9.11)
cL | log x − y |γ
for some cL > 0. Then the Decomposition Lemma (Lemma 8.2) ensures that
there exists a rank N projection P that satisfies a lower bound of the same
form,
x − y
P x − P y ≥ c
| log x − y |γ
for all x, y ∈ A with x − y < ρL .
In particular, since 0 ∈ A, one must have
x
P x ≥ c
| log x |γ
for every x ∈ A with x < ρL : for x = e−j ej this gives
e−j ej 
e−j P ej  ≥ c ⇒ P ej  ≥ cj −γ .
jγ
Using Lemma 8.3 it follows that
⎛ ⎞1/q ⎛ ⎞1/q
∞ ∞

N ≥⎝ P ej q ⎠ ≥ c ⎝ j −qγ ⎠ .
j =1 j =1

Thus to allow the existence of a finite-rank linear map satisfying (9.11) we

need the sum on the right-hand side to converge, i.e. we must have γ > 1/q. In
the Hilbert space case (p = 2) this shows that we cannot improve on γ > 1/2,
100 Assouad dimension

while in the Banach space case (taking ‘p = ∞’, i.e. c0 ) we cannot improve
on γ > 1.

9.7 Consequences for embedding compact metric spaces

A result valid for Banach spaces can be converted into a result for metric spaces
via the Kuratowski isometric embedding of (X, ̺) into L∞ (X):
Lemma 9.19 Let (X, ̺) be a compact metric space. Then the mapping
F : (X, ̺) → L∞ (X) given by x → ̺(x, ·) is an isometry.
If X is not compact one can obtain the same result by choosing any a ∈ X and
considering x → ̺(x, ·) − ̺(a, ·).
Proof Since (X, ̺) is compact it is bounded, so |̺(x, y)| ≤ diam(X) for
every x, y ∈ X, i.e. F x∞ ≤ diam(X), so F x ∈ L∞ (X). To show that F is
an isometry, note that by the triangle inequality
|(F x1 )(y) − (F x2 )(y)| = |̺(x1 , y) − ̺(x2 , y)| ≤ ̺(x1 , x2 )
and
|(F x1 )(x1 ) − (F x2 )(x1 )| = ̺(x1 , x2 ),
and so
F x1 − F x2 ∞ = ̺(x1 , x2 ). 
In this way one can interpret ‘X − X’ for an arbitrary metric space (X, ̺),
i.e.
X − X = {f ∈ L∞ (X) : f = ̺(x, ·) − ̺(y, ·), x, y ∈ X}. (9.12)
The following result is then an immediate corollary of Theorem 9.18.
Theorem 9.20 Let (X, ̺) be a compact metric space such that X − X as
defined in (9.12) is a homogeneous subset of L∞ (X). Then for some N ∈ N
there exists an injective almost bi-Lipschitz map f : (X, ̺) → RN .

Exercises
9.1 Show that if x, y, z are elements of any inner product space then
2 22
2x − y + z 2 ≤ 1 x − y2 + 1 x − z2 − 1 y − z2 ,
2 2
(9.13)
2 2 2 2 2 4
 Exercises 101

and deduce that

3

x0 − x2 2 + x1 − x3 2 ≤ xj − xj +1 2 (9.14)
j =0

where x4 = x0 . [Hint: consider the triples {x0 , x1 , x3 } and {x2 , x1 , x3 }.]

9.2 Let (X, ̺) be a separable metric space. If {xj }∞ j =0 is a countable dense
subset of X, show that the map x → s(x) with
sj (x) = ̺(x, xj ) − ̺(xj , x0 ) j = 1, 2, . . .
provides an isometric embedding of (X, ̺) into ℓ∞ . (Unlike the result of
Lemma 9.19 this gives an embedding into a space that does not depend
on X.)
 PA RT I I

Finite-dimensional attractors
 10
Partial differential equations and
nonlinear semigroups

The second part of this book concentrates on the implications of Theorem 8.1
(embedding into Rk for sets with finite upper box-counting dimension) for the
attractors of infinite-dimensional dynamical systems.

10.1 Nonlinear semigroups and attractors

We will consider (for the most part) abstract dynamical systems defined on a
real Banach space B with the dynamics given by a nonlinear semigroup of
solution operators, S(t) : B → B defined for t ≥ 0, that satisfy
(i) S(0) = id,
(ii) S(t)S(s) = S(t + s) for all t, s ≥ 0, and
(iii) S(t)x continuous in t and x.
Such semigroups can be generated by the solutions of partial differential equa-
tions, as we will outline in Sections 10.3 and 10.4. (At other points it will be
useful to consider instead a dynamical system that arises from iterating a fixed
function S : B → B; such a map could be derived from a continuous time
system by setting S = S(T ) for some fixed T > 0.) An attractor for S(·) is a
compact invariant set that attracts all bounded sets.
The general theory of such semigroups and their attractors is covered in
detail in Chepyzhov & Vishik (2002), Chueshov (2002), Hale (1988), Robinson
(2001), Sell & You (2002), and Temam (1988); we give a brief overview of
the existence theory for attractors in Chapter 11, and discuss a very general
method for showing that an attractor has finite upper box-counting dimension
in Chapter 12.
An attractor A has two properties that distinguish it from the more abstract
sets we have considered in Part I: if the semigroup S(t) arises from a partial

105
106 Partial differential equations and nonlinear semigroups

differential equation then A consists of functions (defined on some domain U ),

usually with specific smoothness properties; and there are dynamics associated
with the attractor.
We will show that the smoothness of functions that make up A can be
used to obtain a bound on the thickness of A (Lemma 13.1), and that more
dynamical properties can be used for many examples to show that the Lipschitz
deviation of A is in fact zero (Theorem 13.3).
New questions also arise given the two properties above: it is natural to ask
whether one can find an embedding consisting of point values of the functions
that make up the attractor, and whether there is any ‘dynamical embedding’.
These questions are answered positively here in Chapters 14 and 15, under
the assumption that the attractor has finite upper box-counting dimension (the
result in terms of point values also requires the attractor to consist of real
analytic functions).

10.2 Sobolev spaces and fractional power spaces

Since throughout Part II we will be primarily concerned with properties of
semigroups generated by the solutions of partial differential equations, from
time to time we will require some of the modern language used in the study
of partial differential equations, in particular Sobolev spaces and a little of the
theory of linear operators. We give a very cursory summary here; more detail
can be found in Evans (1998) or Robinson (2001), for example.
Let  ⊂ Rn be an open set with a smooth boundary. The basic space of
functions upon which everything else is built is L2 (), the space of (Lebesgue)
square integrable functions with norm
"
f 2L2 = |f (x)|2 dx.


A function f has weak derivative Di f = g (we abbreviate ∂/∂xi , the partial

derivative in the ith coordinate direction, to Di ) if g ∈ L1loc () and
" "
f (x)(Di ϕ)(x) dx = − g(x)ϕ(x) dx
 

for every ϕ ∈ Cc∞ () (infinitely differentiable functions with compact support
in ).
We use the standard notation H s () for the Sobolev space of functions that,
together with their (weak) partial derivatives of order ≤ s, are square integrable
 10.2 Sobolev spaces and fractional power spaces 107

on  ⊂ Rn ; this space is a Hilbert space when equipped with the H s -norm,


f 2H s () = D α f 2L2 () ,
|α|≤s

where α = (α1 , . . . , αn ) is a multi-index, |α| = α1 + · · · + αn , and

∂ |α|
D α f = D1α1 · · · Dnαn f = f.
∂x1α1 · · · ∂xnαn
We will require little of the detailed theory of Sobolev spaces, but will regularly
make use of the embedding result1
H s () ⊂ C r () with uC r ≤ Cr,s uH s (10.1)
whenever s > r + (n/2); see Exercise 10.1 for a simple proof when n = s = 1
and r = 0.
It is often useful to move between Sobolev spaces and fractional power
spaces of certain linear operators (e.g. the Laplacian), since norms of fractional
powers can be easier to manipulate.
Let H be a Hilbert space with norm  ·  and inner product (·, ·), and
let A be an unbounded positive linear operator with compact inverse that
acts on H . The Hilbert–Schmidt Theorem applied to A−1 guarantees that A
has a set of orthonormal eigenfunctions {wj }∞ j =1 with corresponding positive
eigenvalues λj , Awj = λj wj , which form a basis for H (see Theorem 3.18
and Corollary 3.26 in Robinson (2001), for example), and are such that
∞

Au = λj (u, wj )wj for all u ∈ H.
j =1

In this setting it is straightforward to define the fractional powers of A, Aα , by

∞

Aα u = λαj (u, wj )wj for all u ∈ H, (10.2)
j =1

and if we denote by D(Aα ) the domain in H of Aα , (i.e. u ∈ H such that

Aα u ∈ H ) it follows that
⎧ ⎫
⎨∞ ∞
 ⎬
D(Aα ) = cj wj : λ2α 2
j |cj | < ∞ .
⎩ ⎭
j =1 j =1

This space is a Hilbert space when equipped with the norm

uα = Aα u.
1 This result needs to be understood in the sense that any f ∈ H s () with s > r + (n/2) is equal
almost everywhere to a function in C r ().
108 Partial differential equations and nonlinear semigroups

We now recall some basic properties of these fractional power spaces:

(i) If β > α then D(Aβ ) is a subset of D(Aα ), and the embedding is com-
pact, i.e. a bounded subset of D(Aβ ) is a compact subset of D(Aα ) (see
Exercise 10.2).
(ii) If A is a second order linear elliptic operator with constant coefficients
then there exist constants Cs and Cs′ such that

Cs As/2 u ≤ uH s ≤ Cs′ As/2 u for all u ∈ D(As/2 ). (10.3)

(The first of these is straightforward, the second relies on the theory of ellip-
tic regularity; see Evans (1998), Gilbarg & Trudinger (1983), or Proposition
6.18 in Robinson (2001) for a proof when A = − with Dirichlet boundary
conditions.)

1 a periodic domain , if (a) A = −

(iii) On along with the condition that
s/2
 = 0, or if (b) A = I − , then D(A ) = H s () (see Section 6.3 in
Robinson (2001)).

10.3 Abstract semilinear parabolic equations

Throughout Part II we will use two illustrative examples. The first is an abstract
semilinear parabolic equation, a framework into which many particular models
fit. We follow Henry (1981), but with some simplifications since we will take
A to be an unbounded positive linear operator with compact inverse that acts
on a Hilbert space H (as above), rather than a more general ‘sectorial operator’
(see Henry (1981) for details). We consider semilinear parabolic equations of
the form

du/dt = −Au + g(u) u(0) = u0 ∈ D(Aα ), (10.4)

where g(u) is locally Lipschitz from D(Aα ) into H ,

g(u) − g(v) ≤ L(R)u − vα whenever uα , vα ≤ R, (10.5)

for some α ∈ [0, 1). Given any u0 ∈ D(Aα ), there exists a unique solution
u(t; u0 ) : [0, T ) → D(Aα ), where T depends on u0 α , and this solution is
given by the variation of constants formula
" t
u(t; u0 ) = e−At u0 + e−A(t−s) g(u(s)) ds, (10.6)
0
 10.4 The two-dimensional Navier–Stokes equations 109

where
∞

e−At u = e−λj t (u, wj )wj
j =1

(see Henry (1981, Lemma 3.3.2 and Theorem 3.3.3)). Solutions are continu-
ous from [0, T ) into D(Aα ) and depend continuously on the initial condition
(Henry’s Theorem 3.4.1).
If we assume that unique solutions of (10.4) exist for all t ≥ 0 (this usually
requires an equation-by-equation approach tailored to the particular model
under consideration), then the solutions generate a semigroup on D(Aα ) via
the definition S(t)u0 = u(t; u0 ). Properties (i) and (iii) are immediate from the
above results, and property (ii), S(t + s) = S(t)(s) for all t, s ≥ 0, follows from
the uniqueness of solutions.
The following estimates for the action of e−At between different fractional
power spaces are extremely useful:
 γ −γ −γ
γ e t 0 < t < γ /λ1 ,
e−At L (H,D(Aγ )) = Aγ e−At L (H ) ≤ γ (10.7)
λ1 e−λ1 t t ≥ γ /λ1 ,

and consequently
" ∞ −(1−γ )
e−γ λ1
Aγ e−At L (H ) dt ≤ Iγ := if γ ∈ [0, 1), (10.8)
0 1−γ
see Exercise 10.3. Sometimes it is convenient to rewrite (10.7) as

Aγ e−At L (H ) ≤ cδ t −γ e−δt , (10.9)

where 0 < δ < λ1 and

cδ = γ γ e−γ max(eδγ /λ1 , (λ1 − δ)−γ ). (10.10)

10.4 The two-dimensional Navier–Stokes equations

Our other example will be the two-dimensional Navier–Stokes equations. The
existence of unique solutions for all t ≥ 0 in the three-dimensional case is a
well-known unsolved problem (and is one of the Clay Foundation’s Million
Dollar Millennium Prize Problems); the dynamical systems theory has therefore
concentrated mainly on the two-dimensional case, for which suitable existence
and uniqueness results are available. We will do the same here.
110 Partial differential equations and nonlinear semigroups

Classically, these are equations for the two-component velocity u(x, t) and
the scalar pressure p(t),
∂u
− u + (u · ∇)u + ∇p = f (x) ∇ · u = 0, (10.11)
∂t
where we have set the kinematic viscosity (the coefficient of the Laplacian term)
equal to 1. The right-hand side f represents a body forcing that maintains the
motion (with f = 0 every solution decays to zero and the attractor is trivial,
see Exercise 10.5).
For mathematical simplicity we will concentrate on the periodic case, when
x ∈  = [0, 2π ]2 and
u(x + 2π ei , t) = u(x, t), i = 1, 2, (10.12)
where e1 and e2 are orthonormal vectors in R2 . It is also convenient to assume
the zero-average conditions
" "
f (x) dx = 0 and u0 (x) dx = 0; (10.13)
 
the condition on f ensures that the zero average of u(x, t) is preserved under
the time evolution.
The natural phase space for the problem we will denote2 by H : it is the
completion in the [L2 ()]2 -norm of
"
∞
H = {u ∈ [Cper ()]2 : ∇ · u = 0 and u(x) dx = 0}, (10.14)

∞ ∞
where Cper ()
is the space of all C functions that are periodic as in (10.12);
we equip H with the L2 norm. (Roughly speaking H consists of all functions
in [L2 ()]2 with zero average and (generalised) divergence zero.)
Given f ∈ H and u0 ∈ H , for all t ≥ 0 there exists a unique solution which
we denote by u(t) = u(t; u0 ) (suppressing the x dependence) that is continuous
from [0, ∞) into H , and depends continuously (in the H -norm) on u0 (see
Constantin & Foias (1988), Robinson (2001), or Temam (1977)). As with the
abstract semilinear equation in the previous section, we can use the solution to
define a semigroup on H by setting S(t)u0 = u(t).
It is a standard approach (particularly in the literature that views the two-
dimensional equations as a dynamical system) to reformulate (10.11) in ‘func-
tional form’, essentially as an ordinary differential equation on an appropriate
space. This reformulation is one way to eliminate the pressure from the equa-
tions, capitalising on the observation that the pressure term ∇p is orthogonal
2 Whenever we are dealing with the Navier–Stokes equations our ‘primary’ Hilbert space will be
H , so this should not cause any confusion with more general abstract considerations.
 10.4 The two-dimensional Navier–Stokes equations 111

(in L2 ) to functions that are divergence free (∇ · u = 0):

" "
u · ∇p dx = − p(∇ · u) dx = 0. (10.15)
 

To recast the equation in this form, let V denote the completion of H in

the [H 1 ()]2 norm, and let V ∗ denote the dual of V . Taking the inner product
of (10.11) with v ∈ V , after some integrations by parts (in particular using
(10.15)) we obtain3
d
(u, v) + (Du, Dv) + ((u · ∇)u, v) = (f, v) for all v ∈ V.
dt
Now define a linear operator A : V → V ∗ by
Au, v = (Du, Dv) for all u, v ∈ V ,

where ·, · denotes the pairing between V ∗ and V , and define a bilinear form
B : V × V → V ∗ by
B(u, u), v = ((u · ∇)u, v) for all u, v ∈ V .

Then we can rewrite the Navier–Stokes equations as an ordinary differential

equation in the space V ∗ :
du
+ Au + B(u, u) = f.
dt
The operator A is the ‘Stokes operator’, and is given by A = −, where
 is the orthogonal projection in [L2 ()]2 onto H (divergence-free vector
fields). In the periodic case, A = − on its domain of definition, and so (see
property (iii) of fractional power spaces) the Sobolev spaces H s () coincide
with the fractional power spaces D(As/2 ) with

cs As/2 u ≤ uH s ≤ Cs As/2 u

for some cs , Cs .
In the analysis that follows we will only require the following properties of
A and B:

(Au, u) = Du2 for all u ∈ V, (10.16)

which follows immediately from the definition of A, and two orthogonality

relations for the nonlinear term,

(B(u, v), v) = 0 for all u, v ∈ V (10.17)

3 2 2
The notation (Du, Dv) denotes i,j =1 (Di uj , Di vj ); in particular Du2 = i,j =1 Di uj 2 .
112 Partial differential equations and nonlinear semigroups

(this follows from an integration by parts, and remains true for other boundary
conditions and in the three-dimensional case), and

(B(u, u), Au) = 0 for all u ∈ D(A), (10.18)

which is only true in the two-dimensional periodic case (the proof relies on
expanding the expression ((u · ∇)u, u), then using the divergence-free con-
dition repeatedly in many pairwise cancellations). We will also make use of the
Poincaré inequality,

u ≤ Du for all u ∈ V, (10.19)

which follows making use of the zero-average condition (10.13), and is easy to
see using the Fourier expansion of u (see Exercise 10.6).
Finally we note that the Navier–Stokes equations can be recast in the abstract
form (10.4), where A is the Stokes operator and

g(u) = f − B(u, u).

In this case g(u) is locally Lipschitz from D(Aα ) into H for any α > 1/2:

g(u) − g(v)L2 = B(u, u) − B(v, v)L2

= B(u, u − v) + B(u − v, v)L2
≤ B(u, u − v)L2 + B(u − v, v)L2 .

For the first term we have (since u∞ ≤ cuH 2α as α > 1/2)

B(u, u − v)L2 ≤ u∞ D(u − v)L2

≤ cuH 2α u − vH 1
≤ cuα u − v1/2 ,

while for the second term we use Hölder’s inequality to write

B(u − v, v)L2 ≤ u − vL2/(2α−1) DvL1/(1−α) .

For the first and final time we use the two-dimensional Sobolev embedding
result (see Evans (1998), for example)

H s ⊂ L2/(1−s) with uL2/(1−s) ≤ cs uH s

(which in particular shows that any Lp norm is bounded by the H 1 norm) with
s = 2α − 1 and obtain

B(u − v, v) ≤ cu − vH 1 vH 2α ≤ cu − v1/2 vα .

 Exercises 113

It follows that
g(u) − g(v)L2 ≤ c[uα + vα ]u − v1/2 , (10.20)
α
and in general g is locally Lipschitz from D(A ) into H .
One could therefore could treat the two-dimensional Navier–Stokes equa-
tions within the abstract framework of Section 10.3. However, this would
require us to take an initial condition in D(Aα ) with α > 1/2, and to consider
the dynamical system generated on this space. Instead, it is more useful to
obtain the existence of a solution via other methods (above we stated that a
unique solution exists for any u0 ∈ H ), and then use the more abstract setting
when it makes the analysis more convenient.
We will adopt this approach in Section 13.2, in which we investigate the
Lipschitz deviation of attractors. There, the following observation will be cen-
tral: it follows from (10.20) that if we restrict our attention to a set X that is
bounded in D(Aα ) with α > 12 then g is Lipschitz from D(A1/2 ) into H :
g(u) − g(v)L2 ≤ Cu − v1/2 for all u, v ∈ X.

Exercises
ikx
10.1 If f (x) = k∈Z ck e then f ∈ H 1 (0, 2π ) provided that

f 2H 1 = (1 + |k|2 )|ck |2 < ∞.
Show that f ∞ ≤ cf H 1 , and deduce that f ∈ C 0 ([0, 2π ]).
10.2 Show that D(Aβ ) is compactly embedded in if f ǫH 1 |0, 2π ) then D(Aα )
if β > α.
10.3 If u = ∞ j =1 cj wj then
∞
 2γ
Aγ e−At u2 = λj e−2λj t |cj |2 .
j =1

Derive the bounds in (10.7) and (10.8).

10.4 Suppose that a solution u(t) ∈ D(Aα ) of (10.4) exists on [0, T ). Use
the variation of constants formula (10.6) and the estimates in (10.7) and
(10.9) to show that u(t) ∈ D(Aβ ) for all β < 1.
10.5 Consider the two-dimensional Navier–Stokes equations in functional
form with zero forcing:
du/dt + Au + B(u, u) = 0.
Show that u(t)L2 → 0 as t → ∞.
114 Partial differential equations and nonlinear semigroups

10.6 For u ∈ V (recall that V is the completion of H , defined in (10.14), in

the [H 1 ()]2 norm) prove the Poincaré inequality u ≤ Du using
the Fourier expansion

u= ck eik·x ,
k∈Ż2
1
where Ż2 = Z2 \ {0, 0} (there is no k = 0 term since  u = 0 for u ∈ V ).
 11
Attracting sets in infinite-dimensional systems

11.1 Global attractors

In this chapter we give a basic existence result for attractors (Theorem 11.3),
and show in Proposition 11.4 that the attractor can be characterised in an
‘analytical’ way that is independent of the dynamical definition that is the
primary one here. Sections 11.3 and 11.4 prove the existence of attractors for
the models introduced in the previous chapter.
A set X ⊂ B is said to be invariant if S(t)X = X for all t ≥ 0, and is said
to attract B ⊂ B if

dist(S(t)B, X) → 0 as t → ∞.

A set X ⊂ B is said to be attracting if it attracts all bounded subsets of B.

A set A ⊂ B is said to be the global attractor if it is compact, invariant,
and attracting. If it exists then the global attractor is unique: suppose that A1
and A2 are two global attractors. Then, since A2 is bounded, it is attracted by
A1 ,

dist(S(t)A2 , A1 ) → 0 as t → ∞.

But A2 is invariant, S(t)A2 = A2 , and so dist(A2 , A1 ) = 0. The argument is

symmetric, so dist(A1 , A2 ) = 0, from which it follows that A1 = A2 .
Two alternative characterisations of the attractor follow from a similar argu-
ment: A is the maximal compact invariant set, and the minimal closed set that
attracts all bounded sets, see Exercise 11.1.

11.2 Existence of the global attractor

In this section we will use the following simple lemma repeatedly.

115
116 Attracting sets in infinite-dimensional systems

Lemma 11.1 Let K be a compact subset of B, and xn ∈ B a sequence with

limn→∞ dist(xn , K) = 0. Then {xn } has a convergent subsequence, whose limit
lies in K.

Proof Write xn = kn + zn , where kn ∈ K and zn  → 0 as n → ∞. Then

there is a subsequence such that knj → k ∗ ∈ K, so xnj → k ∗ too. 
We will in fact form the attractor as the union of the omega-limit sets (defined
in the following lemma) of all possible bounded sets. We begin by proving some
properties of these limit sets.

Proposition 11.2 Suppose that there exists a compact attracting set K. Then
for any bounded set B, the set

ω(B) = S(s)B (11.1)
t≥0 s≥t

= {x ∈ B : x = lim S(tn )bn for some tn → ∞, bn ∈ B} (11.2)

n→∞

is a nonempty compact subset of K that is invariant and attracts B.

For the equivalence of (11.1) and (11.2) see Exercise 11.2.

Proof Since there is a compact attracting set, Lemma 11.1 combined with
(11.2) shows that ω(B) ⊆ K; that ω(B) is nonempty follows similarly, taking
any initial sequences {bn } ∈ B and tn → ∞. Using (11.1), ω(B) is a decreasing
sequence of closed sets, and so is a closed subset of the compact set K; thus
ω(B) is compact.
Now suppose that x ∈ ω(B). Then there exist sequences {tn } with tn → ∞
and {bn } with bn ∈ B such that x = limn→∞ S(tn )bn . Then, since S(t) is con-
tinuous,
% &
S(t)x = S(t) lim S(tn )bn = lim S(t + tn )bn ,
n→∞ n→∞

and so S(t)x ∈ ω(B), i.e. S(t)ω(B) ⊆ ω(B).

Now, if y ∈ ω(B) then y = limn→∞ S(tn )bn . For any fixed t, once tn ≥ t,
we can write S(tn )bn = S(t)[S(tn − t)bn ]. Using Lemma 11.1, we know that
S(tn − t)bn has a convergent subsequence, which converges to some β ∈ ω(B).
Taking the limit through this subsequence, it follows that y = S(t)β with
β ∈ ω(B), so ω(B) ⊆ S(t)ω(B), and hence S(t)ω(B) = ω(B).
We now show that ω(B) attracts B. If not, then there exist a δ > 0, and
tn → ∞, bn ∈ B such that

dist(S(tn )bn , ω(B)) > δ.

 11.2 Existence of the global attractor 117

But (by Lemma 11.1) {S(tn )bn } has a convergent subsequence, whose limit
must lie in ω(B), a contradiction. 

The existence theorem for global attractors is essentially an immediate

corollary of the above.

Theorem 11.3 There exists a global attractor A if and only if there exists a
compact attracting set K, in which case A = ω(K).

Proof If A is an attractor then it is a compact attracting set; since S(t)A = A

for all t ≥ 0 we have ω(A ) = A . Conversely, if K is a compact attracting set
then Proposition 11.2 shows that for every bounded set B, the omega-limit set
ω(B) is compact, invariant, and attracts B. Define

A = ω(B). (11.3)
B bounded

The set A is clearly compact (since each ω(B) is contained in the compact
set K), invariant, and attracts every bounded set B, so is the global attractor.
It only remains to show that A = ω(K). It is immediate from (11.3) that
A ⊇ ω(K), while since A is the minimal closed set that attracts bounded sets
(Exercise 11.1) we must have A ⊆ K, and hence A = ω(A ) ⊆ ω(K). 

In many cases we can show something stronger than the existence of a

compact attracting set, namely the existence of a compact absorbing set. We
say that a set X ⊂ B is absorbing if for every bounded subset B ⊂ B there
exists a time tB such that

S(t)B ⊆ X for all t ≥ tB ,

i.e. the orbits of all bounded sets eventually enter and do not leave X. Clearly
the existence of a compact absorbing set implies the existence of a compact
attracting set, which we know implies the existence of a global attractor. In Sec-
tion 11.3 we prove that the existence of a bounded absorbing set for an abstract
semilinear parabolic equation implies the existence of a compact absorbing set,
and hence of the global attractor; in Section 11.4 we will prove the existence of
a global attractor for the two-dimensional Navier–Stokes equations by showing
directly the existence of a compact absorbing set.
Finally we give an alternative, more analytical characterisation of attractors
in terms of complete bounded orbits. This shows that while these objects have
a definition in terms of dynamics, they are of interest independent of their
dynamical interpretation.
118 Attracting sets in infinite-dimensional systems

Proposition 11.4 The global attractor is given by

A = {u0 ∈ B : there exists a solution u(t) defined for all t ∈ R with
u(0) = u0 such that u(t) ≤ M ∀ t ∈ R, for some M > 0}.
Proof Suppose that there is a globally bounded solution through u0 , i.e.
that u0 is an element of the set on the right-hand side of the identity in the
proposition. Then for every t ≥ 0, u0 = S(t)u(−t) with u(−t) ≤ M, i.e.
u(−t) ∈ B(0, M). Then
dist(u0 , A ) = dist(S(t)u(−t), A ) ≤ dist(S(t)B(0, M), A ) → 0 as t → ∞,
and so u0 ∈ A . To prove the opposite inclusion, given u0 ∈ A it is clear that
S(t)u0  is bounded for all t ≥ 0, since S(t)u0 ∈ A . To extend the solution
backwards in time, first find u(−1) ∈ A such that S(1)u(−1) = u0 (this is
possible since S(1)A = A ), and let
u(−1 + t) = S(t)u(−1) for t ∈ [0, 1).
Continue inductively: choose u(−(n + 1)) such that u(−n) = S(1)u(−(n + 1))
and define
u(−(n + 1) + t) = S(t)u(−(n + 1)) for t ∈ [0, 1).
The semigroup property ensures that this gives a solution, and since the solution
lies within A for all t ∈ R it is bounded. 

11.3 Example 1: semilinear parabolic equations

First we consider the semilinear parabolic equation of the form
du/dt = −Au + g(u) u(0) = u0 ∈ D(Aα ), (11.4)
where g is locally Lipschitz from D(Aα ) into H ,
g(u) − g(v) ≤ L(R)u − vα whenever uα , vα ≤ R, (11.5)
as introduced above in Section 10.3. Recall that the solution u(t) of (11.4) is
given by the variation of constants formula
" t
u(t; u0 ) = e−At u0 + e−A(t−s) g(u(s)) ds.
0
Assume that there is a bounded absorbing set in D(Aα ): i.e. that for any R0
there exists a t0 (R0 ) such that
u(t)α ≤ M for all t ≥ t0 (R0 )
 11.4 Example 2: the two-dimensional Navier–Stokes equations 119

(for particular equations such an estimate is usually proved using model-specific

techniques, rather than appealing to a general result for (11.4)). Given this
bounded absorbing set in D(Aα ), one can use the variation of constants formula
to obtain a compact absorbing set, as we now show.
Note that the Lipschitz property of g in (11.5) implies that
|g(u)| ≤ M ′ := |f (0)| + L(M)M when uα ≤ M.
Therefore, choosing ǫ > 0 such that α + ǫ < 1,
u(t)α+ǫ = Aα+ǫ u(t)
2 " t 2
2 α+ǫ −A(t−t ) α+ǫ −A(t−s)
2
= 2A e
2 0
u(t0 ) + A e g(u(s)) ds 2
2
t0
" t
≤ Aǫ e−A(t−t0 ) L (H ) u(t0 )α + Aα+ǫ e−A(t−s) L (H ) M ′ ds,
t0

and using the estimates

" ∞
γ −At −γ −δt
A e L (H ) ≤ ct e and Aγ e−As L (H ) ds ≤ Iγ < ∞
0
from (10.9) and (10.8), one can obtain
u(t)α+ǫ ≤ c(t − t0 )−ǫ e−δ(t−t0 ) u0 α + Iα+ǫ M ′ .
In particular, for all t ≥ t0 (R0 ) + 1,
u(t)α+ǫ ≤ cM + Iα+ǫ M ′ ,
and so there is a bounded absorbing set in D(Aα+ǫ ). Since D(Aα+ǫ ) is compactly
embedded in D(Aα ) (see property (i) at the end of Section 10.2), there is a
compact absorbing set in D(Aα ), and hence a global attractor for the semigroup
defined on D(Aα ).

11.4 Example 2: the two-dimensional

Navier–Stokes equations
We consider the two-dimensional Navier–Stokes equations written in their
functional form
du
+ Au + B(u, u) = f, f ∈ H, (11.6)
dt
see Section 10.4, and prove the existence of a compact absorbing set in H ,
by showing the existence of a bounded absorbing set in V (recall that V is
compactly embedded in H ).
120 Attracting sets in infinite-dimensional systems

First, if one takes the inner product (in H ) of (11.6) with u, since (Au, u) =
Du2 (10.16) and (B(u, u), u) = 0 (10.17) one obtains
1 d
u2 + Du2 = (f, u) ≤ f u. (11.7)
2 dt
Using the Poincaré inequality u ≤ Du (10.19) on the left-hand side, and
Young’s inequality (2ab ≤ a 2 + b2 ) on the right-hand side, one obtains the
differential inequality
d
u2 + u2 ≤ f 2 .
dt
This can be readily integrated (using the integrating factor et ) to deduce that

u(t)2 ≤ u0 2 e−t + f 2 (1 − e−t ),

and so u(t)2 ≤ 2f 2 for all t ≥ t0 (u0 ). This provides a bounded absorbing
set in H . To obtain a compact absorbing set, we will show that there is a bounded
absorbing set in H 1 , i.e. that Du(t)2 is asymptotically bounded, uniformly
in terms of the L2 norm of the initial condition.
We first require a subsidiary estimate. Dealing with (11.7) differently, one
can use the Poincaré inequality and Young’s inequality on the right-hand side
to obtain
d
u2 + Du2 ≤ f 2 .
dt
Integrating this differential inequality from t to t + 1 gives
" t+1
u(t + 1)2 + Du(s)2 ds ≤ f 2 + u(t)2 .
t

In particular, therefore, since u(t)2 ≤ 2f 2 for t ≥ t0 (u0 ),

" t+1
Du(s)2 ds ≤ 3f 2 for all t ≥ t0 (u0 ). (11.8)
t

Now take the inner product of (11.6) with Au, and use the special two-
dimensional periodic orthogonality relation (10.18) to obtain
1 d 1 1
Du2 + Au2 = (f, Au) ≤ f Au ≤ f 2 + Au2 . (11.9)
2 dt 2 2
Absorbing the Au2 from the right-hand side into the same term on the left-
hand side, and dropping the resulting + 12 Au2 , we obtain
d
Du2 ≤ f 2 . (11.10)
dt
 Exercises 121

Take t ≥ t0 (u0 ), and integrate (11.10) from s to t + 1, where t ≤ s ≤ t + 1:

Du(t + 1)2 ≤ f 2 + Du(s)2 .
Now integrate once more, but this time with respect to s between t and t + 1,
which yields
" t+1
Du(t + 1)2 ≤ f 2 + Du(s)2 ≤ 4f 2 ,
t

using (11.8). Since this is valid for all t ≥ t0 (u0 ), it follows that
Du(t)2 ≤ 6f 2 for all t ≥ t0 (u0 ) + 1.
(This ‘double integration’ trick can be formalised as the ‘Uniform Gronwall
Lemma’, see Exercise 11.5.)
This implies the existence of a bounded absorbing set in H 1 , and since H 1
is compactly embedded in L2 , this gives a compact absorbing set in H and
guarantees the existence of a global attractor A for the semigroup on H . With
a little further work one can show that the global attractor is a bounded subset
of D(A) (and hence of H 2 ), see Exercise 11.6.

Exercises
11.1 Show that the global attractor is the maximal compact invariant set, and
the minimal closed set that attracts all bounded sets.
11.2 Show that (11.1) and (11.2) are equivalent.
11.3 Show that A is connected whenever B is connected. [Hint: argue by
contradiction.]
11.4 If X is an invariant set, the unstable set of X is defined by
U (X) := {u0 ∈ B : there exists a globally defined solution u(t) with
u(0) = u0 and dist(u(t), X) → 0 as t → −∞}.
Show that U (X) ⊂ A for any invariant set X.
11.5 Use the double integration method used in Section 11.4 to prove the
‘Uniform Gronwall Lemma’: if x, a, and b are positive functions such
that
dx/dt ≤ ax + b
with
" t+r " t+r " t+r
x(s) ds ≤ X, a(s), ds ≤ A, and b(s) ds ≤ B
t t t
122 Attracting sets in infinite-dimensional systems

for some r > 0 and all t ≥ t0 , then

 
X
x(t) ≤ + B eA
r
1t
for all t ≥ t0 + r. [Hint: use the integrating factor exp(− s a(τ ) dτ ) with
t0 ≤ t ≤ s ≤ t + r.]
11.6 This exercise provides a proof that if f ∈ H then the attractor for the
two-dimensional Navier–Stokes equations is a bounded subset of D(A).
Fix u0 ∈ A and let u(t) = S(t)u0 be the solution with initial condition
u0 . It follows from the invariance of A that u(t) ∈ A for all t ≥ 0, and
hence that u(t)2 ≤ 2f 2 and Du(t)2 ≤ 6f 2 for all t ≥ 0.
(i) Starting from (11.9) show that
" 1
Au(s)2 ds ≤ 7f 2 for all t ≥ 0.
0

(ii) Given the inequality

B(u, u) ≤ c1 u1/2 Du Au1/2 ,
use (11.6) to deduce that
" 1
ut (s)2 ds ≤ It for all t ≥ 0,
0

where ut = du/dt and It depends only on c1 and f .

(iii) Differentiate (11.6) with respect to t, and then use the estimate
|(B(u, v), u)| ≤ c2 u Du Dv (11.11)
along with the uniform Gronwall (double integration) ‘trick’ to
show that
ut (1) ≤ ρt
(where ρt depends only on c1 , c2 , and f ).
(iv) Deduce via (11.6) that Au(1) ≤ ρA (depending only on c1 , c2 , and
f ) and use the invariance of A to conclude that A is bounded
in D(A).
(This method is essentially due to Heywood & Rannacher (1982).)
 12
Bounding the box-counting
dimension of attractors

Powerful techniques are available for bounding the box-counting dimension of

attractors in Hilbert spaces, the case most often encountered in applications.
The most widely-used method was developed for finite-dimensional dynamical
systems by Douady & Oesterlé (1980), and was extended to treat subsets
of infinite-dimensional Hilbert spaces by Constantin & Foias (1985). Much
effort has also been expended in refining the resulting estimates for particular
models, in particular for the two-dimensional Navier–Stokes equations (for a
nice overview see Doering & Gibbon (1995)).
However, general results providing bounds on the dimension of compact
invariant sets go back to Mallet-Paret (1976), who showed that if K is a com-
pact subset of a Hilbert space H , f : H → H is continuously differentiable,
f (K) ⊇ K (‘K is negatively invariant’), and the derivative of f is everywhere
equal to the sum of a compact map and a contraction, then the upper box-
counting dimension of K is finite. Mañé (1981) generalised this argument
to treat subsets of Banach spaces (this was in the same paper in which he
proved a ‘generic’ embedding theorem for sets with dH (X − X) finite, cf. our
Theorem 6.2).
The Hilbert space method is already cleanly and clearly presented in a
number of texts that concentrate more specifically on estimating the dimension
of attractors (e.g. Chepyzhov & Vishik, 2002; Robinson, 2001; Temam, 1988),
and a general technique that covers the Banach space case seems more in
keeping with the rest of this book. We therefore give here a simplified proof of
Mañé’s result, due to Carvalho et al. (2010); the Hilbert space theory is covered
in Exercises 12.4–12.8.
Throughout this chapter we will use the notation BZ (0, r) to denote the ball
of radius r, centred at zero, in the space Z; we will continue to use the simpler
notation B(0, r) for the r-ball in the Banach space B.

123
124 Bounding the box-counting dimension of attractors

All of the arguments that provide bounds on the dimension of attractors

follow similar lines, which we first sketch and then make formal in a lemma.
For the majority of this chapter we treat a compact set K that is invariant under
the action of a map f : B → B; f could be derived from a semigroup S(·) by
setting f = S(T ) for some suitable T .
Suppose that K can be covered by N0 balls of radius ǫ, {B(xj , ǫ)}N 0
j =1 .
Then since f (K) = K, it follows that K can be covered by the images
{f (B(xj , ǫ))}N 0
j =1 . If ǫ is sufficiently small,

f (B(xj , ǫ)) ≃ f (xj ) + ǫDf (xj )[B(0, 1)],

where Df (xj ) is the derivative of f at xj . If we can find an efficient covering
of Df [B(0, 1)] by balls of a smaller radius α < 1, say
N(Df (x)[B(0, 1)], α) ≤ M for all x ∈ K,
then we have a new cover of K by MN balls of radius αǫ. Iterating this
procedure will give a cover of K by M k N balls of radius α k ǫ, from which the
bound dB (K) ≤ log M/(− log α) follows.
We now make this precise.
Lemma 12.1 Let K be a compact subset of a Banach space B that is
invariant for the map f : B → B, i.e. f (K) = K. Suppose in addition that f
is continuously differentiable on a neighbourhood of K, and that there exist α,
0 < α < 1, and M ≥ 1 such that for any x ∈ K,
N(Df (x)[B(0, 1)], α) ≤ M. (12.1)
Then 1
log M
dB (K) ≤ . (12.2)
− log α
Proof First, we ensure that (12.1) is sufficient to provide a bound on the
number of balls required to cover f (B(x, r)) when r is small enough. Since f
is continuously differentiable and K is compact, for any η > 0 there exists an
r0 = r0 (η) such that for any 0 < r < r0 and any x ∈ K,
f (B(x, r)) ⊆ f (x) + Df (x)[B(0, r)] + B(0, ηr),
where A + B is used to denote the set {a + b : a ∈ A, b ∈ B}. It follows that
N (f (B(x, r)), (α + η)r) ≤ M (12.3)
for all r ≤ r0 (η).

1 Alternatively, dB (K) ≤ γ whenever θ γ M < 1. This formulation will be useful in Exercise 12.5.
 12.1 Coverings of T [B(0, 1)] via finite-dimensional approximations 125

Now fix η with 0 < η < 1 − α, and let r0 = r0 (η). Cover K with N(K, r0 )
balls of radius r0 , {B(xj , r0 )}N j =1 , with centres xj ∈ K. Apply f to every
element of this cover. Since f (K) = K, this provides a new cover of K,
{f (B(xj , r0 ))}N
j =1 . It follows from (12.3) that each of these images can be
covered by M balls of radius (α + η)r0 , ensuring that

N(K, (α + η)r0 ) ≤ MN(K, r0 ).

Applying this argument k times implies that

N (K, (α + η)k r0 ) ≤ M k (K, r0 ),

which via Lemma 3.2 (on taking the lim sup through a geometric sequence)
yields
log M
dB (K) ≤ .
− log(α + η)
Since η > 0 was arbitrary we obtain (12.2). 
The key to applying this approach is to be able to prove (12.1), i.e. to
find a way of estimating the number of balls of radius α required to cover
Df (x)B(0, 1). When Df (x) is the sum of a compact map and a contraction,
we reduce the problem of covering Df (x)[B(0, 1)] to the problem of covering
Df (x)[BZ (0, 1)], where Z is some finite-dimensional subspace of B. We then
prove a covering result for balls in finite-dimensional subspaces. If Df (x) is
the sum of a compact map and a contraction for every x ∈ K in some suitably
uniform way we can then obtain (12.1) with the same α and M for every
x ∈ K.

12.1 Coverings of T [B(0, 1)] via finite-dimensional

approximations
We want to cover the image of a ball under a linear map using balls of smaller
radius. In order to do this we show that, given a linear map T that is the sum
of a compact map and a contraction, T [B(0, 1)] can be well approximated by
T [BZ (0, 1)], where Z is some finite-dimensional subspace of B.
We denote by L (B) the space of bounded linear transformations from B
into itself, by K(B) the closed subspace of L (B) consisting of all compact
linear transformations from B into itself, and define

Lλ (B) = {T ∈ L (B) : T = L + C, with C ∈ K(B) and LL (B) < λ}.

126 Bounding the box-counting dimension of attractors

The result of the following lemma allows us to define a quantity νλ (T ), which

measures the ‘effective dimension’ of the range of T if we allow approximation
to within a distance λ. Note that if T has finite rank n then νλ (T ) = n for all
λ > 0.

Lemma 12.2 Let B be a Banach space and T ∈ Lλ/2 (B). Then there exists
a finite-dimensional subspace Z of B such that

dist(T [B(0, 1)], T [BZ (0, 1)]) < λ. (12.4)

We denote by νλ (T ) the minimum n ∈ N such that (12.4) holds for some n-

dimensional subspace of B.

Proof Write T = L + C, where C ∈ K(B) and L ∈ L (B) is chosen such

that LL (B) < λ/2. We show first that for any ǫ > 0 there is a finite-
dimensional subspace Z such that

dist(C[B(0, 1)], C[BZ (0, 1)]) < ǫ.

Suppose that this is not the case. Choose some x1 ∈ B with x1  = 1, and let
Z1 = span{x1 }. Then

dist(C[B(0, 1)], C[BZ1 (0, 1)]) ≥ ǫ,

and so there exists an x2 ∈ B with x2  = 1 such that

Cx2 − Cx1  ≥ ǫ.

With Z2 = span{x1 , x2 }, one can find an x3 with x3  = 1 such that

Cx3 − Cx1  ≥ ǫ and Cx3 − Cx2  ≥ ǫ.

Continuing inductively one can construct in this way a sequence {xj } with
xj  = 1 such that

Cxi − Cxj  ≥ ǫ i = j,

contradicting the compactness of C.

Now let λ̃ < λ be such that 2LL (B) < λ̃ < λ, and choose Z using the
above argument so that

dist(C[B(0, 1)], C[BZ (0, 1)]) < λ − λ̃.

If x ∈ B(0, 1) and z ∈ BZ (0, 1), then

T x − T z ≤ L(x − z) + Cx − Cz ≤ λ̃ + Cx − Cz.

 12.1 Coverings of T [B(0, 1)] via finite-dimensional approximations 127

Hence,

dist(T [B(0, 1)], T [BZ (0, 1)]) ≤ λ̃ + dist(C[B(0, 1)], C[BZ (0, 1)])
< λ,

and this completes the proof. 

We now need to be able to cover T [BZ (0, 1)] with B-balls of a smaller
radius. Since

T [BZ (0, 1)] ⊆ BT (Z) (0, T ),

we consider coverings of a ball in a general finite-dimensional subspace U of

B with B-balls of a smaller radius.
It is easy to estimate the number of balls required to cover a ball in Rn∞ (Rn
equipped with the ℓ∞ norm) with balls of smaller radius, so we find a linear
isomorphism between Rn∞ and U which allows us to translate a covering in
Rn∞ to a covering in U .

Lemma 12.3 If U is an n-dimensional subspace of a real Banach space X,

then
 n
r
N(BU (0, r), ρ) ≤ (n + 1)n 0 < ρ ≤ r,
ρ
where the balls in the cover can be taken to have centres in U .

Proof First we find a linear isomorphism J : Rn∞ → U such that

J L (Rn∞ ,U ) ≤ n and J −1 L (U,Rn∞ ) ≤ 1. (12.5)

Let {x1 , . . . , xn } be an Auerbach basis for U , and {f1 , . . . , fn } the correspond-

ing basis for U ∗ , i.e. xi U = fi U ∗ = 1 for i = 1, . . . , n and fi (xj ) = δij ,
i, j = 1, . . . , n (for the existence of such a basis see Exercise 7.3). Define a
map J : Rn∞ → U by setting
n

J (z) = zj xj ,
j =1

where z = (z1 , . . . , zn ). Then

2 2
2 n 2 n
2 2 
J (z)U = 2 2 z x 2
j j2 ≤ |zj | ≤ nz∞ ,
2 j =1 2 j =1
U
128 Bounding the box-counting dimension of attractors

which gives the first inequality in (12.5). On the other hand, if x ∈ U with
x = nj=1 zj xj and xU ≤ 1 then since zj = fj (x),

J −1 (x)∞ = z∞ = max |zj | = max |fj (x)| ≤ xU ,

j =1,...,n j =1,...,n

which yields the second inequality in (12.5).

Now since

BU (0, r) = J J −1 (BU (0, r)) ⊆ J (BRn∞ (0, J −1 r)),

and BRn∞ (0, J −1  r) can be covered by

 n      n
J −1 r r n r n r
1+ = 1 + J J −1  ≤ 1+n ≤ (n + 1)n
ρ/J  ρ ρ ρ
balls in Rn∞ of radius ρ/J  with centres in U , it follows that BU (0, r) can be
covered by the same number of U -balls of radius ρ. 
Combining these two results we obtain the following corollary.

Corollary 12.4 If B is a Banach space and T ∈ Lλ/2 (B) then

' (
T  n
N(T [B(0, 1)], 2λ) ≤ (n + 1) ,
λ
where n = νλ (T ).

Proof Using Lemma 12.2 there is an n-dimensional subspace Z of B such

that

dist(T [B(0, 1)], T [BZ (0, 1)]) < λ. (12.6)

Noting that T (Z) is also an at most n-dimensional subspace of B, one can

use Lemma 12.3 to cover the ball BT (Z) (0, T ) with balls B(yi , λ), 1 ≤ i ≤ k,
such that yi ∈ B(0, T ) for each i and
' (
T  n
k ≤ (n + 1) .
λ
Thus
k

T [BZ (0, 1)] ⊆ BT (Z) (0, T ) ⊆ B(yi , λ). (12.7)
i=1

We complete the proof by showing that

k

B(yi , 2λ) ⊇ T [B(0, 1)].
i=1
 1
12.2 A dimension bound when Df ∈ Lλ/2 (B), λ < 2
129

If x ∈ B(0, 1), it follows from (12.6) that there is a y ∈ T [BZ (0, 1)] such
that T x − y < λ. Since y ∈ T [BZ (0, 1)], it follows from (12.7) that
y − yi  ≤ λ for some i ∈ {1, . . . , k}, and so

T x − yi  ≤ T x − y + y − yi  < 2λ,

i.e. T x ∈ B(yi , 2λ). 

1
12.2 A dimension bound when Df ∈ Lλ/2 (B), λ < 2

We now show, following Mañé (1981), that if Df (x) ∈ Lλ/2 for every x ∈ K for
some λ with 0 < λ < 21 then we have sufficient control to bound the dimension
of K.

Theorem 12.5 Let B be a Banach space, U ⊂ B an open set, and let

f : U → B be a continuously differentiable map. Suppose that K ⊂ U is
a compact set and assume that for some λ with 0 < λ < 12 ,

Df (x) ∈ Lλ/2 (B) for all x ∈ K.

Then n = supx∈K νλ (Df (x)) and D = supx∈K Df (x) are finite, and
 
log((n + 1)D/λ)
dB (K) ≤ n .
− log(2λ)
Proof First we show that n = supx∈K νλ (Df (x)) is finite. For each x ∈ K,
there exists a finite-dimensional linear subspace Zx such that

dist(Df (x)[B(0, 1)], Df (x)[BZx (0, 1)]) < λ.

Since Df (·) is continuous, it follows that there exists a δx > 0 such that

dist(Df (y)[B(0, 1)], Df (y)[BZx (0, 1)]) < λ

for all y ∈ B(x, δx ), i.e. νλ (y) ≤ νλ (x) for all such y. The open cover of K
formed by the union of B(x, δx ) over x has a finite subcover, whence it follows
that n < ∞.
Now, since n = supx∈K νλ (Df (x)) < ∞, we can use Corollary 12.4 to
deduce that
' (
D n
N (Df (x)[B(0, 1)], 2λ) ≤ (n + 1) for all x ∈ K.
λ
The bound on the dimension now follows using Lemma 12.1. 
130 Bounding the box-counting dimension of attractors

12.3 Finite dimension when Df ∈ L1 (X)

The following corollary can be found in Hale, Magalhães, & Oliva (2002):
Corollary 12.6 Suppose that B is a Banach space, U ⊂ B an open set,
and f : U → B a continuously differentiable map. Suppose that K ⊂ U is
a compact set such that f (K) = K, and that Df (x) ∈ L1 (B) for all x ∈ K.
Then dB (K) < ∞.
Proof It follows from an argument similar to that used in the proof of
Theorem 12.5 to show that n < ∞ that in fact there exists α < 1 such that
Df (x) ∈ Lα (B) for all x ∈ K. Note that
D[f p ] = Df (f p−1 (x)) ◦ · · · ◦ Df (x),
and that if Ci ∈ K(B) and Li ∈ L (B), i = 1, 2, then
(C1 + L1 ) ◦ (C2 + L2 ) = [C1 ◦ C2 + C1 ◦ L2 + L1 ◦ C2 ] +L1 ◦ L2 .

∈ K(B)

It follows that if Df (x) ∈ Lα (B) with α < 1 then [D(f p )](x) ∈ Lαp (B). Thus
for p large enough, D(f p )(x) ∈ Lλ for some λ < 1/4, for every x ∈ K. One
can now apply Theorem 12.5 to f p in place of f (noting that f p (K) = K) to
deduce that dB (K) < ∞. 

12.4 Semilinear parabolic equations in Hilbert spaces

We now prove a general result for the abstract semilinear parabolic equations
we considered in Section 10.3.
Corollary 12.7 Consider the semilinear parabolic equation
du/dt = −Au + g(u) with u(0) = u0 ∈ D(Aα ), (12.8)
α
where α < 1 and g : D(A ) → H is continuously differentiable. If this equa-
tion has a global attractor A that is bounded in D(Aα ), then dB (A ) is finite,
where the dimension is measured in D(Aα ).
With a little more work one can obtain an explicit bound on the dimension
of A , see Exercise 12.3.
Proof For u0 ∈ A , S(t)u0 is given by the variation of constants formula
(10.6),
" t
S(t)u0 = e−At u0 + e−A(t−s) g(S(s)u0 ) ds;
0
 12.4 Semilinear parabolic equations in Hilbert spaces 131

the derivative of S(t) with respect to u at u0 , DS(t; u0 ), is an element of

L (D(Aα )) and satisfies
" t
DS(t; u0 ) = e−At + e−A(t−s) Dg(S(s)u0 )DS(s; u0 ) ds
0

(see Henry (1981, Theorem 3.4.4)). Using the bound on Aγ e−At L (H ) in
(10.9) we obtain
DS(t; u0 )L (D(Aα )) ≤ e−At L (D(Aα ))
" t
+ Aα e−A(t−s) L (H ) Dg(S(s(u0 )))L (D(Aα ),H ) DS(s; u0 )L (D(Aα ))
0
" t
≤ 1 + cM (t − s)−α DS(s; u0 )L (D(Aα )) ds,
0

where
M = sup{Dg(x)L (D(Aα ),H ) : x ∈ A }. (12.9)
It follows from this inequality, using the result of Exercise 12.2, that
1/(1−α)
DS(t; u0 )L (D(Aα )) ≤ K := 2e[2cMŴ(1−α)] t ∈ [0, 1].
for all
(12.10)
Now choose ǫ > 0 such that α + ǫ < 1. Taking advantage of (12.10) one
can use very similar estimates to those above to show that
" t
DS(t)L (D(Aα ),D(Aα+ǫ )) ≤ ct −ǫ + cMK (t − s)−(α+ǫ) ds.
0
α+ǫ α
Since D(A ) is compactly embedded in D(A ), this shows that DS(t) is
compact for any t > 0. That dB (A ) is finite now follows immediately from
Corollary 12.6 applied with B = D(Aα ). 
This approach is also applicable to the two-dimensional Navier–Stokes equa-
tions. We saw in Section 10.4 that the Navier–Stokes equations can be cast in
the form (12.8) with g locally Lipschitz from D(Aα ) into H provided that
α > 1/2, and Exercise 11.6 guarantees that if f ∈ H then the attractor is
bounded in D(A), so A is certainly bounded in D(A3/4 ) (to choose some fixed
α with 1/2 < α < 1). Corollary 12.7 then implies that the dimension of A
measured in D(A3/4 ) is finite; so certainly the dimension of A measured in H
is finite (see (3.5)).
As remarked at the beginning of this chapter, obtaining good bounds on the
dimension of the Navier–Stokes attractor has been an active area of research.
Of course, such bounds use the Hilbert space theory rather than the Banach
space approach developed above. In the periodic case, Constantin, Foias, &
132 Bounding the box-counting dimension of attractors

Temam (1988) showed that

dB (A ) ≤ cf 2/3 (1 + log f )1/3 ;

there are example forcing functions f for which the dimension is bounded
below by c′ f 2/3 (Liu, 1993), so this bound is essentially sharp. For a simpli-
fied proof and further discussion, see Doering & Gibbon (1995).

Exercises
12.1 Let B be a Banach space and assume that f ∈ C 1 (X), that K is a compact
set such that f (K) = K, and that for every x ∈ K the derivative Df (x)
has finite rank ν(x) with supx∈K ν(x) := ν < ∞. Show that dB (K) ≤ ν.
12.2 Suppose that X(t) satisfies
" t
X(t) ≤ a + b (t − s)−α X(s) ds.
0
1/(1−α)
With K = (2bŴ(1 − α)) show that Y (t) = 2aeKt satisfies
" t
Ẏ ≥ a + b (t − s)−α Y (s) ds,
0
Kt
and hence that X(t) ≤ 12ae .
∞
12.3 Recalling that Ŵ(z) = 0 t z−1 e−t dt, take up the argument of Corollary
12.7 immediately after (12.10), and show that
cKMŴ(1 − α)
Qn DS(1; u0 )L (D(Aα )) ≤ e−λn+1 + , (12.11)
(λn+1 − 1)1−α
where Pn is the orthogonal projection onto the space spanned by the first
n eigenfunctions of A and Qn = I − Pn is its orthogonal complement.
(Choosing n large enough that the right-hand side is strictly less than
1/8, one can then apply Theorem 12.5 with B = D(Aα ) and λ = 1/4 to
deduce that
log[4K(n + 1)]
dB (A ) ≤ n .
log 2

Dropping the first term in (12.11) we require λ1−α n+1  cKM, which
using the estimate on K in (12.10) becomes λn+1  cMα ecMα with
1/γ
Mα = M 1/(1−α) . Assuming that λn ∼ nγ , this yields n  Mα ecMα , and
1+(1/γ ) cMα
hence dB (A )  Mα e .)
 Exercises 133

The remainder of the exercises in this chapter outline the more refined theory
that is available to estimate the dimension of attractors in the Hilbert space case.
Exercise 12.4 provides a good estimate on coverings of T [B(0, 1)] in terms
of the singular values of T . Exercise 12.5 converts this into a bound on the
dimension via Lemma 12.1, and the remaining exercises give an indication of
how to apply this method efficiently in applications (which usually arise from
continuous time systems).
The covering argument of Exercise 12.4 requires the following two results.
The proof of the first is essentially the same as that of Lemma 14.2, below,
and the proof of the second can be found in Chepyzhov & Vishik (2002,
Lemma 2.2).

Lemma 12.8 Let T : H → H be a compact linear map, and denote by T ∗ the

Hilbert adjoint of T , i.e. the unique T ∗ ∈ L (H ) such that (T x, y) = (x, T ∗ y)
for every x, y ∈ H . Then T [B(0, 1)] is an ellipsoid whose semiaxes are {T ej },
and T ej  = αj , where {ej } are the eigenvectors of T ∗ T corresponding to its
non-zero eigenvalues αj2 .

Lemma 12.9 Let E be an ellipsoid in H with semiaxes √ α1 ≥ α2 ≥ α3 ≥ · · · .

Then for any r < α1 , the number of balls of radius 2r required to cover E is
less than 4j ωj /r j , where ωj = α1 · · · αj and j is the largest integer such that
r ≤ αj .

Now for a given compact T : H → H , let αj (T ) denote the square roots of

the eigenvalues of T ∗ T listed in decreasing order,

α1 (T ) ≥ α2 (T ) ≥ α3 (T ) ≥ · · · ,

and set ωn (T ) = α1 (T )α2 (T ) · · · αn (T ).

12.4 Let U ⊂ H be an open set, f : U → H a continuously differentiable

map, and K a compact subset of U that is invariant under f . Suppose
that

αn (Df (x)) ≤ ᾱn and ωn (Df (x)) ≤ ω̄n for all x ∈ K,

where ᾱ1 ≥ ᾱ2 ≥ · · · and ᾱnn ≤ ω̄n . Show that, for any choice of d ∈ N,

N(Df (u)[B(0, 1)], θ ) ≤ M for all u ∈ K,

where
√ 1/d 4j ω̄j
θ= 2ω̄d and M = max j/d
.
1≤j ≤d ω̄d
134 Bounding the box-counting dimension of attractors

1/d
[Hint: for each u ∈ K, consider the two cases ω̄d < α1 (Df (u)) and
1/d
ω̄d ≥ α1 (Df (u)) separately.]
12.5 Under the same conditions as in the previous exercise, use Lemma 12.1
to show that if

γ ω̄jd
ω̄d < 1 and ω̄d max j
< 1, (12.12)
1≤j ≤d ω̄d

then dB (K) ≤ γ . [Hint: consider f k rather than f , for some k chosen

sufficiently large. You may assume that ωj (T S) ≤ ωj (T )ωj (S); the proof
of this uses the abstract theory of multilinear operators on Hilbert spaces,
see Chapter V of Temam (1988), for example.]
12.6 Write q̄j = log ω̄j , and assume that q̄j ≤ qj , where qj is a concave func-
tion of j . Show that qn < 0 implies that dB (K) ≤ n. (This observation is
due to Chepyzhov & Ilyin (2004).)

Constantin & Foias (1985) showed that if S(·) is a semigroup on H arising

from the differential equation du/dt = F (u), such that DS(t; u0 ) is the solution
of dU/dt = F ′ (S(t)u0 )U with U (0) = id, then
" t
qn (DS(t; u0 )) ≤ Trn (F ′ (u(s))) ds, (12.13)
0

where
⎧ ⎫
⎨n ⎬
Trn (L) = sup (ψj , Lψj ) : {ψj }nj=1 are orthonormal in H .
⎩ ⎭
j =1

12.7 Let A be an unbounded self-adjoint positive operator with compact

inverse, with eigenvalues {λj }∞
j =1 arranged in nondecreasing order. Show
that for any choice of n orthonormal elements {φj }nj=1 in H ,
n
 n
 n

1/2 2
A φj  = (φj , Aφj ) ≥ λj .
j =1 j =1 j =1

12.8 Consider a semigroup S(·) defined on H that arises from the semilinear
evolution equation

du/dt = −Au + g(u), (12.14)

where A is as in the previous exercise, 0 ≤ α ≤ 21 , and g : D(Aα ) → H

is continuously differentiable. Assuming that DS(t; u0 ) is the solution of

dU/dt = −AU + Dg(u(t))U with U (0) = id,

 Exercises 135

show that dB (A ) ≤ n provided that

n
1
λj > M 1/(1−α) , (12.15)
n j =1

where M is defined in (12.9). (If we assume that λn ∼ nγ , then we have

n 1+γ 1/γ
j =1 λn ∼ n and dB (A )  Mα ; compare this with the bound from
Exercise 12.3 (using the Banach space method), which was exponential
in Mα . However, note that here we have made the additional assumption
that (12.14) makes sense for u0 ∈ H .)
 13
Thickness exponents of attractors

Ott, Hunt, & Kaloshin (2006) conjectured that ‘many of the attractors associated
with the evolution equations of mathematical physics have thickness exponent
zero’.
In this chapter we give two results in this direction. The first, due to Friz &
Robinson (1999), shows that in some sense the thickness exponent is ‘inversely
proportional to smoothness’: if U ⊂ Rm and A is a subset of L2 (U ) that is
bounded in the Sobolev space H s (U ) then τ (A ) ≤ m/s, where the thickness
of A is measured in L2 (U ). So if an attractor is ‘smooth’ (i.e. is bounded in
H s () for every s) then it has zero thickness exponent.
The second result, due to Pinto de Moura & Robinson (2010c), is closer in
spirit to the above conjecture. This shows that the attractors of equations that
can be written as semilinear parabolic equations

du/dt = −Au + g(u) (13.1)

have zero Lipschitz deviation. The argument is related to a backwards

uniqueness property for solutions of (13.1), whose proof is due to Kukavica
(2007).

13.1 Zero thickness

We begin with an ‘analytical’ result which does not rely on the dynamics
associated with the set X or the form of the underlying equations, but only
makes assumptions on the smoothness of functions that make up X.

136
 13.1 Zero thickness 137

Lemma 13.1 Let U ⊂ Rm be a smooth bounded domain. Let X be a compact

subset of [L2 (U )]n such that

sup u[H s (U )]n < ∞

u∈X

for some s ≥ 1. Then τ (X) ≤ m/s.

We will use a similar argument to what follows for Lemma 15.5. The proof
is due to Friz & Robinson (1999), see also Robinson (2008).

Proof A proof for the case n = 1 is sufficient; if n > 1 the argument can
be applied to each component of the functions in X. Let U ′ , U ′′ be smooth
bounded domains such that

U ⊂ U′ and U ′ ⊂ U ′′

with both inclusions strict. Let E : H s (U ) → H s (U ′′ ) be a bounded extension

operator such that for all u ∈ H s (U ),

E[u]H s (U ′′ ) ≤ CuH s (U ) (13.2)

and the support of E[u] is contained in U ′ (e.g. Theorem 7.25 in Gilbarg &
Trudinger (1983)).
Let A denote the Laplacian operator on U ′′ , with Dirichlet boundary con-
ditions (u = 0 on ∂U ′′ ). The Laplacian on such a domain has a sequence
{wj } of eigenfunctions with corresponding eigenvalues λj (Awj = λj wj )
which, if ordered so that λj +1 ≥ λj , satisfy λj ∼ j 2/m (see Davies (1995), for
example).
Since, for any u ∈ X, the support of E[u] is contained in U ′ , E[u] ∈
D(As/2 ). It follows from (13.2) and the inequality

As/2 vL2 (U ′′ ) ≤ vH s (U ′′ ) for all v ∈ D(As/2 )


that E[X] (= u∈X E[u]) is uniformly bounded in D(As/2 ).
Now define the orthogonal projection Pk onto the space spanned by the first
k eigenfunctions of A,
k

Pk v = (v, wj )wj ,
j =1

and its orthogonal complement Qk = I − Pk . Note that Qk A−s u ≤ λ−s

k+1 u.
138 Thickness exponents of attractors

Consider the approximation of u in the k-dimensional subspace spanned by

{wj |U }kj =1 given by (Pk E[u])|U :

u − (Pk E[u])|U L2 (U ) ≤ E[u] − Pk E[u]L2 (U ′′ )

= Qk E[u]L2 (U ′′ )
= Qk A−s/2 As/2 E[u]L2 (U ′′ )
≤ Qk A−s/2 L (H ) As/2 E[u]L2 (U ′′ )
−s/2
≤ λk+1 E[u]H s (U ′′ )
−s/2
≤ Cλk+1 uH s (U )
≤ KuH s (U ) k −s/m ,

for some constant K, and so τ (X) ≤ m/s using Exercise 7.1. 

Clearly if an attractor is ‘smooth’, i.e. bounded in H s () for every s, then
its thickness is zero. For the two-dimensional Navier–Stokes equations this can
be translated to an assumption on the smoothness of the forcing term f .

Corollary 13.2 The attractor of the two-dimensional Navier–Stokes equa-

tions has zero thickness if f ∈ C ∞ ().

Proof Guillopé (1982) showed that if f ∈ C ∞ () then the attractor is

bounded in H k () for every k ∈ N, and the result follows immediately from
Lemma 13.1. 

13.2 Zero Lipschitz deviation

While there are currently no examples of attractors of natural models that have
been proved to have nonzero thickness, there is no proof available that ‘many
attractors’ do have zero thickness exponent.
We now show that the Lipschitz deviation of a large class of attractors is
zero. We work with semilinear parabolic equations of the form

du/dt = −Au + g(u) (13.3)

with g Lipschitz from D(Aα ) into H when restricted to A :

g(u) − g(v) ≤ Lu − vα whenever u, v ∈ A , (13.4)

cf. Section 10.3. We make the additional assumption that 0 ≤ α ≤ 12 .

Abstract existence and uniqueness results for (13.3) under the condition that
g is Lipschitz from D(Aα ) into H require the initial condition to be in D(Aα ),
 13.2 Zero Lipschitz deviation 139

and generate a dynamical system on D(Aα ). However, here we consider the

attractor A as a subset of H , and show that the Lipschitz deviation of A
as measured in H is zero. As remarked in Section 10.4, which treated the
particular example of the two-dimensional Navier–Stokes equations, one can
often obtain existence and uniqueness results in larger spaces (like H ) using
equation-specific methods, and then employ the abstract formulation to deduce
further properties of these solutions (since for t > 0 they will be smooth enough
for the abstract theory to apply, i.e. u(t) ∈ D(Aα )); this is the approach we adopt
here.

Theorem 13.3 Take α ∈ [0, 21 ], and suppose that (13.3) has an attractor A
that is bounded in D(Aα ). Pick M0 such that A ⊂ BH (0, M0 /8).
(i) There exists a constant C > 0 such that
A1/2 (u − v)2
<C for all u, v ∈ A .
u − v2 log(M02 /u − v2 )
(ii) For each n ∈ N there exists a 1-Lipschitz function n : Pn H → Qn H ,
Qn = I − Pn ,

n (p) − n (p̄) ≤ p − p̄ for all p, p̄ ∈ Pn H,

such that

dist(A , GPn H [n ]) ≤ M02 e−λn+1 /2C . (13.5)

(iii) If in addition
λn
lim =∞ (13.6)
n→∞ log n
then dev(A ) = 0 (where the Lipschitz deviation is measured in H).

The proof of (i) is due to Kukavica (2007); Pinto de Moura & Robinson
(2010c) show that (ii) is a consequence of (i) (using an argument of Foias,
Manley, & Temam (1988)) and observe that (iii) follows from (ii) (see also
Pinto de Moura & Robinson (2010b).)
The condition (13.6) will be satisfied in most interesting examples, since for
an elliptic operator of order 2p defined in  ⊂ Rm , λn ∼ n2p/m (see Davies
(1995), for example).

Proof (i) Let w(t) = u(t) − v(t), L(t) = log(M02 /w(t)2 ) (so in particular
L ≥ 1), and set
A1/2 w2 Q(t)
Q(t) = and Q̃(t) = .
w2 L(t)
140 Thickness exponents of attractors

With h(t) = g(u(t)) − g(v(t)), w satisfies

dw
= −Aw + h(t). (13.7)
dt
Then (cf. Constantin, Foias, Nicolaenko, and Temam (1989), or Lemma III 6.1
in Temam (1988))
1 dQ (A1/2 wt , A1/2 w) (w, wt )A1/2 w2
= −
2 dt w2 w4
(−Aw + h, Aw) Q(t)
= − (w, −Aw + h)
w2 w2
 
h
= −Aŵ2 + Q(t)2 + , (A − Q(t)I )ŵ ,
w
where ŵ = w/w. Noting that
(A − Q(t)I )ŵ2 = Aŵ2 − 2Q(t)(Aŵ, ŵ) + Q(t)2 ŵ2
= Aŵ2 − Q(t)2 ,
it follows that
 
1 d h
Q + (A − Q(t)I )ŵ2 = , (A − Q(t)I )ŵ .
2 dt w
Since
dQ̃ dQ dL
= L−1 − QL−2
dt dt dt
and
dL (h, w)
= 2Q(t) − 2 ,
dt w2
we can obtain
1 dQ̃ (A − QI )ŵ2 (h, (A − QI )û) (h, w)Q̃
+ Q̃2 + = + .
2 dt L wL w2 L
The right-hand side is bounded by
h(A − QI )ŵ hQ̃
+
wL wL
1 h2 1 (A − QI )ŵ2 1 2 1 kh2
≤ + + Q̃ + ;
2 w2 L 2 Lk 2 2 w2 L2
since L ≥ 1, we obtain
dQ̃ (A − QI )ŵ2 2h2
+ Q̃2 + ≤ . (13.8)
dt L w2 L
 13.2 Zero Lipschitz deviation 141

Now we use the fact that g is locally Lipschitz (10.5) and that A is bounded
in D(Aα ) to deduce that
h(t) = g(u(t)) − g(v(t)) ≤ Ku(t) − v(t)α = Kw(t)α
for some K > 0; combine this with the interpolation inequality wα ≤
w1−2α w2α
1/2 (see Exercise 13.4) to bound the right-hand side:

2h2 2Kw2α 2Kw4α1/2 2K

≤ ≤ = 1−2α Q̃2α ≤ 2K Q̃2α (13.9)
w2 L w2 L w4α L L
since L ≥ 1 and α ∈ [0, 12 ]. Dropping the third term on the left-hand side of
(13.8) and using Young’s inequality (2K Q̃2α ≤ 21 Q̃2 + K ′ ),
dQ̃ 1 2
+ Q̃ ≤ K ′ . (13.10)
dt 2
Finally the result of Exercise 13.2 guarantees that whatever the value of Q̃(0),
(13.10) implies that
Q̃(1) ≤ 2 + (2K ′ )1/2 .
Since A is invariant, given u, v ∈ A there exist u0 , v0 ∈ A such that
u = S(1)u0 and v = S(1)v0 . It follows that
A1/2 (u − v)2
≤C (13.11)
u − v2 log(M02 /u − v2 )
for all u, v ∈ A .
(ii) Take u, v ∈ A and set w = u − v. Writing w = Pn w + Qn w, observe
that
A1/2 w2 = A1/2 (Pn w + Qn w)2L2
= A1/2 Pn w2 + A1/2 Qn w2
≥ λn+1 Qn w2 .
It follows from (13.11) that
   
A1/2 w2 ≤ C Pn w2 + Qn w2 log M02 /Qn w2 . (13.12)
Now consider a subset X of A that is maximal for the relation
Qn (u − v) ≤ Pn (u − v) for all u, v ∈ X. (13.13)
For every p ∈ Pn X with p = Pn u, u ∈ X, define φn (p) = Qn u; (13.13) shows
that this is well defined, and that
φn (p) − φn (p̄) ≤ p − p̄ for all p, p̄ ∈ Pn X.
142 Thickness exponents of attractors

Since X is a closed subset of the compact set A , Pn X is closed, and so

φn : Pn X → Qn H can be extended to a function n : Pn H → Qn H (i.e. one
defined on the whole of Pn X) with the same Lipschitz constant (see Wells &
Williams (1975)).
If u ∈ A but u ∈
/ X then there is a v ∈ X ⊂ A such that

Qn (u − v) > Pn (u − v). (13.14)

Since λn+1 Qn w2 ≤ A1/2 w2 it follows from (13.12) that

λn+1 Qn w2 ≤ 2CQn w2 log(M02 /Qn w2 ),

and hence

Qn w2 ≤ M02 e−λn+1 /2C .

The inequality (13.5) now follows using (13.14).

(iii) We want to apply the definition of the Lipschitz deviation, using

δ1 (A , εn ) ≤ n with εn = M02 e−λn+1 /2C

from (13.5). Following an argument similar to that used in Lemma 3.2, take
ǫ > 0 with εn+1 ≤ ǫ < εn , and then
log δ1 (A , ǫ) log δ1 (A , εn+1 ) log(n + 1)
≤ ≤ .
− log ǫ − log εn (λn+1 /2C) − 2 log M0
Then dev(A ) ≤ dev1 (A ) = 0 provided that (13.6) holds. 
The increased power of this result over that of Lemma 13.1 is clearly
demonstrated by the following consequence for the two-dimensional Navier–
Stokes equations (recall that H is essentially the space L2 of square integrable
functions).

Corollary 13.4 The attractor of the two-dimensional Navier–Stokes equa-

tions has zero Lipschitz deviation if f ∈ H .

Proof We saw in Section 10.4 that the Navier–Stokes equations can be written
in the form (13.3) where g satisfies

g(u) − g(v) ≤ cα [uα + vα ]u − v1/2

for any α > 1/2 (this was (10.20)). For f ∈ H the attractor is bounded in D(A)
(see Exercise 11.6) and so it follows that uβ is bounded for all u ∈ A , for
any 0 ≤ β ≤ 1. Hence

g(u) − g(v) ≤ Cu − v1/2 for all u, v ∈ A ,

 Exercises 143

i.e. g satisfies (13.4) with α = 1/2. One can therefore apply Theorem 13.3,
since the eigenvalues of the Stokes operator on a two-dimensional periodic
domain satisfy λn ∼ cn (see Exercise 13.3). 
A first version of the result of part (iii) of Theorem 13.3 was proved in Pinto
de Moura & Robinson (2010a), using the dynamical ‘squeezing property’ due
to Eden et al. (1994), see Exercise 13.5. One could also appeal more directly to
results on families of approximate inertial manifolds of exponential order due
to Debussche & Temam (1994) and Rosa (1995).

Exercises
13.1 Suppose that Aβ is Lipschitz on A for some β > 0:

Aβ (u − v) ≤ Lu − v for all u, v ∈ A .

Show that for n sufficiently large

Qn (u − v) ≤ Pn (u − v) for all u, v ∈ A ,

and hence that A is contained in the graph of a 1-Lipschitz function over

Pn H . (This immediately provides a bi-Lipschitz embedding of A into
Rn .)
13.2 Show that if y ≥ 0 and ẏ + γ y 2 ≤ δ with γ > 0, δ ≥ 0, then
 1/2
δ 1
y(t) ≤ + (13.15)
γ γt

for all t ≥ 0. [Hint: consider y(t) = z(t) + (δ/γ )1/2 for t ∈ [0, t0 ] with
t0 chosen so that z(t) ≥ 0.] A more general version of this result, due to
Ghidaglia, can be found as Lemma III.5.1 in Temam (1988).
13.3 The eigenvalues of the Stokes operator on a two-dimensional periodic
domain [0, 2π ]2 are the sums of two square integers. If {λn } are these
eigenvalues arranged in nondecreasing order, show that 12 n ≤ λn ≤ 2n.
13.4 Use Hölder’s inequality and the definition of the fractional powers of A
in (10.2) to show that if u ∈ D(Aβ ) then for any α < β

Aα u ≤ u1−(α/β) Aβ uα/β .

13.5 Let S(t) be the semigroup generated by (10.4), and assume the existence
of a global attractor A ⊂ BH (0, M). Eden et al. (1994) show that there
exists a time t ∗ and an n0 such that for all n ≥ n0 there exists an orthogonal
144 Thickness exponents of attractors

projection Pn of rank n such that for every u, v ∈ A either

Qn (S(t ∗ )u − S(t ∗ )v) ≤ Pn (S(t ∗ )u − S(t ∗ )v) (13.16)
(where Qn = I − Pn ) or
S(t ∗ )u − S(t ∗ )v ≤ δn u − v, (13.17)
with
δn ≤ c0 e−σ λn+1 ,
where c0 and σ are constants depending only on L and α in (10.5). Use
an argument similar to that employed above to prove part (ii) of Theorem
13.3 to show that for each n ≥ n0 , A lies within a 4Mδn neighbourhood
of a 1-Lipschitz graph over an n-dimensional subspace of H . (As in
Theorem 13.3 it then follows that dev(A ) = 0.) This result, the source
of the argument for part (ii) of Theorem 13.3, can be found in Foias et al.
(1988) and Robinson (2001, Proposition 14.2).
13.6 Find an f ∈ L2 such that the attractor of the two-dimensional Navier–
Stokes equations
du/dt + Au + B(u, u) = f
is not bounded in H 3 .
13.7 Show that part (i) of Theorem 13.3 implies that if u(T ) = v(T ) then
u(t) = v(t) for all t ∈ [0, T ], i.e. that solutions have the ‘backwards
uniqueness property’. [Hint: assume that w(0) = 0 and show that
w(t) = 0 for any t ≥ 0. Take the inner product of (13.7) with w and
divide by L(t)w2 ; then use (13.9) and the fact that Q̃(t) is bounded.]
 14
The Takens Time-Delay Embedding Theorem

In his 1981 paper, ‘Detecting strange attractors in turbulence’, Takens showed

that for a generic smooth system x(t) evolving on a smooth d-dimensional
manifold M , the dynamics of solutions can be followed faithfully by taking k
time-delayed copies of a ‘generic measurement’ h : M → R
h(x), h(x(T )), ..., h(x(kT )),
with k ≥ 2d. More formally, he showed that for such an h, the mapping M →
Rk+1 given by
x → (h(x), h(x(T )), . . . , h(x(kT )))
is a diffeomorphism.
Although the conclusions of his theorem are strong, so are its assumptions,
which are hard to verify in general and may in fact fail in a number of practical
applications. The requirement that the dynamics takes place on a compact finite-
dimensional manifold is very restrictive, and excludes any direct application
of the result to the attractors of infinite-dimensional dynamical systems. This
means that in the form above this result provides no rigorous justification for
the use of time-delay reconstruction for data from experiments in spatially
extended systems.
In this chapter we show first how the result can be extended to the attractors
of dynamical systems in RN (following Sauer, Yorke, & Casdagli, (1991)),
and then to the attractors of dynamical systems in infinite-dimensional spaces
(following Robinson (2005)).

14.1 The finite-dimensional case

Sauer et al. (1991) replaced the manifold M with an invariant subset of RN of
(upper) box-counting dimension d and allowed dynamical systems that are only

145
146 The Takens Time-Delay Embedding Theorem

Lipschitz continuous rather than smooth. In this section we give a generalised

version of their argument that is valid for certain classes of Hölder continuous
maps. We use this result in the next section to prove a version of the theorem
valid for finite-dimensional invariant subsets of an infinite-dimensional space.
First we need to recall the definition of the singular values of a matrix and
some of their properties. Let M : Rm → Rn be a linear map, and consider
the m × m symmetric matrix M T M. This matrix has a set of orthonormal
eigenvectors {ej }m T
j =1 with corresponding eigenvalues λj , i.e. M Mej = λj ej .

Lemma 14.1 Each λj is nonnegative, and at most n of them are non-zero.

The singular values of M are {αj }nj=1 , where λj = αj2 . The vectors {Mej }kj =1
corresponding to the nonzero values of λj are orthogonal in Rn , with |Mej | =
αj .
Proof Note that
λj = (λj ej , ej ) = (M T Mej , ej ) = (Mej , Mej ) = |Mej |2 ≥ 0,
so that each eigenvalue is nonnegative. Next,
(Mei , Mej ) = (M T Mei , ej ) = λj (ei , ej ) = λj δij ,
so the {Mei } are orthogonal. Since there can be at most n mutually orthogo-
nal vectors in Rn , it follows that there are at most n nonzero eigenvalues of
M T M. 
We now use these singular values to describe the image of a ball in Rm under
M. We write Bm (r) for the ball in Rm of radius r, centred at the origin, and
Bm = Bm (1).
Lemma 14.2 The image of the unit ball in Rm under a linear map M is an
ellipse in Rn whose semiaxes are {Mej }kj =1 , where M has k non-zero singular
values.
Proof (After Section V 1.3 in Temam (1988).) We have already shown that
the {Mej } are orthogonal in Rn and that |Mej | = αj . Now take some x ∈ Bm ;
we can write
k
 k

x= xj ej + y |xj |2 + |y|2 ≤ 1,
j =1 j =1

where y is orthogonal to the {xj }. Then

k ∞
  Mej
Mx = xj (Mej ) = (xj αj ) .
j =1 j =1
αj
 14.1 The finite-dimensional case 147

This expresses Mx as j ξj êj where the {êj } are orthonormal vectors in the
directions of Mej ; clearly
  ξj  2
≤ 1,
j
αj

and so the image MBm is an ellipse as stated. 

We now prove a simple lemma (after Lemma 4.2 of Sauer et al. (1991)),
which provides the ‘key inequality’ for the finite-dimensional time-delay theo-
rem, just as Lemma 4.1 provided the key inequality for the finite-dimensional
Hölder embedding result of Theorem 4.3.

Lemma 14.3 Let M : Rm → Rn be a linear map. For a positive integer r

(1 ≤ r ≤ n), let αr > 0 be the rth largest singular value of M. Then for any
b ∈ Rn ,
 
Vol {x ∈ Bm (ρ) : |Mx + b| < δ} δ r
≤ Cm,n . (14.1)
Vol(Bm (ρ)) αr ρ
Proof We have just shown that the image of Bm (ρ) under M, MBm (ρ), is
an ellipse, whose semiaxes are {ραi }, where the αi are the singular values of
M (Lemma 14.2). It follows that decreasing the size of any of the singular
values of M can only shrink the size of the image, and so increase the value
of the left-hand side of (14.1). So we can assume that α1 = · · · = αr > 0, and
αr+1 = · · · = αn = 0, which means that MBm (ρ) is an r-dimensional ball of
radius ραr . It is clear that the intersection MBm (ρ) + b with Bn (δ) is maximised
when b = 0, and hence
 r
δ
Vol{x ∈ Bm (ρ) : |Mx + b| < δ} ≤ r m−r ρ m−r .
αr
Since Vol Bm (ρ) = m ρ m and 1 ≤ r ≤ n, the left-hand side of (14.1) is
bounded by
    
r m−r δ r δ r
max ≤ Cm,n . 
1≤r≤n m αr ρ αr ρ

We now use this bound to prove the following lemma, which is the main
component of the proof of the Takens time-delay theorem; it is a version of
Lemma 4.6 from Sauer et al. (1991), but valid for Hölder continuous maps
{Fj }. In some sense it is a generalised version of Theorem 4.3, but without
the Hölder continuity of the inverse; the embedding part of that theorem is an
immediate corollary if one takes F0 , . . . , Fm to be a basis for the linear maps
148 The Takens Time-Delay Embedding Theorem

from Rk into Rn (so that θ = 1), and notes that in this case M(x,y) always has
rank k (see Exercise 14.2).

Lemma 14.4 Let A be a compact subset of RN , and let {F0 , F1 , . . . , Fm } be

θ -Hölder maps from A into Rk . Let Sr be the set of pairs x = y in A for which
the k × m matrix

M(x,y) = (F1 (x) − F1 (y) ··· Fm (x) − Fm (y))

has rank at least r, and suppose that S0 = ∅ and dB (Sr ) < rθ for 1 ≤ r ≤ k.
Then for almost every α ∈ Rm the map Fα : X → Rk given by
m

Fα = F0 + αj Fj
j =1

is one-to-one on A.

We follow Sauer et al. (1991) and say that ‘Gα has property Ŵ with prob-
ability p’ if the Lebesgue measure of the set of α ∈ Bm (R) for which Gα has
property Ŵ is p times the measure of Bm (R).

Proof For j = 0, . . . , m set Gj (x, y) = Fj (x) − Fj (y), and let Gα be the

map given by
m

Gα (x, y) = G0 (x, y) + αj Gj (x, y),
j =1

so that by assumption for each z = (x, y) ∈ Sr the k × m matrix

Mz = (G1 (z) ··· Gm (z))

has rank at least r.

Fix R > 0, and consider the set

Sr,j = {z ∈ Sr : rth largest singular value of Mz > 1/j }.

Since the rank of Mz is at least r for every z ∈ Sr , the rth largest singular value
is always positive, and so Sr = ∪∞ j =1 Sr,j .
Note that

Gα (z) = G0 (z) + Mz α,

and so Lemma 14.3 implies that for z ∈ Sr,j the probability that |Gα (z)| < δ is
no larger than Cm,n (j δ/R)r .
Now fix r and j , and choose d with dB (Sr ) < d < rθ . Since d > dB (Sr )
there exists an ǫ0 > 0 such for any 0 < ǫ < ǫ0 , S r,j can be covered by no more
 14.1 The finite-dimensional case 149

than ǫ −d balls of radius ǫ, {B(zk , ǫ)}. Set

Yk = Sr,j ∩ B(zk , ǫ).
Since |Gα (x) − Gα (y)| ≤ K|x − y|θ ,
|Gα (zk )| > Kǫ θ ⇒ |Gα (z)| > 0 for all z ∈ Yk ;
so to have Gα (z) = 0 for some z ∈ Yk requires |Gα (zk )| ≤ Kǫ θ .
For each fixed zk , Lemma 14.3 guarantees that the probability that
|Gα (zk )| = |G0 (zk ) + Mzk α| ≤ Kǫ θ
is at most Ct,n (j Kǫ θ /R)r . Since there are no more than ǫ −d of the {zk }, it
follows that the probability that Gα (z) = 0 for some z ∈ Sr,j is bounded by
ǫ −d × Cm,n (j K/R)r ǫ θr = Cm,n,j,R,r ǫ θr−d .
Since d < θ r and ǫ is arbitrary, it follows that Gα (z) = 0 for all z ∈ Sr,j with
probability one.
Thus Gα (z) = 0 for all z ∈ Sr with probability 1, and since A = ∪kr=1 Sr , it
follows that Gα (z) = 0 for all z ∈ A with probability 1, i.e. for almost every
α ∈ Bm (R). Since R > 0 was arbitrary, Gα (z) = 0 for all z ∈ A for almost
every α ∈ Rm . 
We now prove a finite-dimensional version of the Takens Theorem, after
Theorem 4.13 of Sauer et al. (1991). However, this version works for certain
Hölder continuous maps, namely maps g for which all iterates g r have the same
Hölder exponent. This condition that g and its iterates have the same Hölder
exponent does not appear a natural one (in general, if g is θ -Hölder then g p will
be θ p -Hölder). However, it is satisfied automatically if g is Lipschitz (θ = 1),
and will in particular be satisfied by the class of maps we consider in the next
section, namely maps of the form
g(x) = L−1 ◦  ◦ L(x),
defined on X = LA , where L : B → Rk is linear,  : B → B is Lipschitz,
and L−1 : X → A is θ -Hölder, since for such maps
g p (x) = L−1 ◦ p ◦ L(x).
The statement of the theorem makes explicit the sense in which the set
of Hölder functions h : RN → R such that Fk [h, g] is one-to-one on X is
‘prevalent’.
Theorem 14.5 Let X be a compact subset of RN with dB (X) = d, and let
g : X → X be such that g r is a θ -Hölder function for any r ∈ N. Take k > 2d/θ
150 The Takens Time-Delay Embedding Theorem

(k ∈ N), and assume that the set Xp of p-periodic points of g (i.e. x ∈ X such
that g p (x) = x) satisfies dB (Xp ) < pθ 2 /2 for all p = 1, . . . , k.
Let h1 , . . . , hm be a basis for the polynomials in N variables of degree at
most 2k, and given any θ -Hölder function h0 : RN → R define
m

hα = h0 + αj hj .
j =1

Then for almost every α ∈ Rm the k-fold observation map Fk : X → RN

defined by
 T
Fk [hα , g](x) = hα (x), hα (g(x)), . . . , hα (g k−1 (x))

is one-to-one on X.

(The condition that iterates of g be θ -Hölder is in fact only required for

g, . . . , g k .)

Proof For i = 0, 1, . . . , m define

⎛ ⎞
hi (x)
⎜
⎜ hi (g(x)) ⎟
⎟
Fi (x) = ⎜ .. ⎟,
⎝ . ⎠
hi (g k−1 (x))
so that by definition
m

Fk (hα , g) = F0 + αj Fj .
j =1

In order to apply Lemma 14.4 we need to check, for each x = y, the rank of
the matrix

M (x,y) = (F1 (x) − F1 (y) · · · Fm (x) − Fm (y))

⎛ ⎞
h1 (x) − h1 (y) ··· hm (x) − hm (y)
=⎝
⎜ .. .. .. ⎟
. . . ⎠.
h1 (g k−1 (x)) − h1 (g k−1 (y)) · · · hm (g k−1 (x)) − hm (g k−1 (y))
In order to analyse this, it is helpful to write M in the form M = J H , where
⎛ ⎞
h1 (z1 ) · · · hm (z1 )
H(x,y) = ⎝ ... .. .. ⎟ ,
⎜
. . ⎠
h1 (zq ) ··· hm (zq )
 14.1 The finite-dimensional case 151

with all of the z1 , . . . , zq distinct (we have q ≤ 2k), and where J(x,y) is a
k × q matrix each of whose rows consists of zeros except for one 1 and one
−1. Given any ξ ∈ Rq , we can find1 a set of coefficients {αj }m j =1 such that
j αj hj (zl ) = ξl , i.e. such that H(x,y) α = ξ . This implies that the rank of H is
q; since J : Rq → Rk , we only need to check the rank of J .
We split the set {(x, y) : x, y ∈ X, x = y} into three disjoint sets of pairs
(x, y), and show that Fα (x) = Fα (y) for almost every α on each of these sets.
It then follows that Fα (x) = Fα (y) for almost every α, for any x, y ∈ X with
x = y.

Case 1: x and y are not both periodic of period ≤ k. In this case with-
out loss of generality {x, g(x), . . . , g k−1 (x)} consists of k discrete points and
{y, . . . , g k−1 (y)} consists of r ≥ 1 points distinct from the iterates of x. So
⎛ ⎞
1 0 ··· ··· 0 −1 0 · · · · · · 0
⎜0 1 ··· ··· 0 0 −1 · · · · · · 0 ⎟
⎜ ⎟
⎜ .. .. ⎟
J(x,y) = ⎜ 0 0
⎜ . ··· 0 0 0 . ··· 0⎟ ⎟,
⎜. . .. .. .. .. .. .. .. ⎟
⎝ .. .. . . 0 . . . . .⎠
0 0 ··· 0 1 0 · · · −1 · · · 0
where the left block is k × k and the right block is r × k (with the top r × r
entries being minus the identity).
It follows that the rank of J : Rk+r → Rk is k, and so is the rank of F = J H .
Since the set of pairs x = y has box-counting dimension at most 2d, and we
have just shown that rank M(x,y) = k > 2d/θ by assumption, the conditions of
Lemma 14.4 are met for this choice of (x, y), i.e. for all such (x, y), Fα (x) =
Fα (y) for almost every α.

Case 2: x and y lie in distinct periodic orbits of period ≤ k. Suppose that

p and q are the minimal integers such that g p (x) = x and g q (y) = y, without
loss of generality 1 ≤ q ≤ p ≤ k. Then J has rank at least p (its top left p × p
entries are the p × p identity matrix). So rank M(x,y) ≥ p in this case, while
by assumption the set of pairs of periodic points of period ≤ p has dimension
< p/θ . So once more we can apply Lemma 14.4.

Case 3: x and y lie on the same periodic orbit of period ≤ k. Suppose that
p and q are the minimal integers such that g p (x) = x and g q (x) = y, with
1 ≤ q < p ≤ k. As an illustrative example, if p = 7 and q = 4, then J is of

1 One can make a linear change of coordinates so that the first components of z1 , . . . , zq are
distinct, and then simply interpolate in one variable.
152 The Takens Time-Delay Embedding Theorem

the form
⎛ ⎞
1 0 0 0 −1 0 0
⎜ 0 1 0 0 0 −1 0 ⎟
⎜ ⎟
⎜ 0 0 1 0 0 0 −1 ⎟
⎜ ⎟
⎜ ⎟
J(x,y) = ⎜ −1 0 0 1 0 0 0 ⎟.
⎜ ⎟
⎜ 0 −1 0 0 1 0 0 ⎟
⎜ ⎟
⎝ 0 0 −1 0 0 1 0 ⎠
0 0 0 −1 0 0 1
The rank of such a matrix is at least p/2, and hence rank M(x,y) ≥ p/2 in
this case. The box-counting dimension of the set of pairs that lie on the same
periodic orbit is bounded by dB (Ap )/θ , since any such (x, y) is contained in
the image of Ap under one of the mappings x → (x, g j (x)) for some j =
1, . . . , k. 

14.2 Periodic orbits and the Lipschitz constant for ordinary

differential equations
If we recast Theorem 14.5 in terms of a continuous flow generated by a Lipschitz
ordinary differential equation (so g = S(T ) for some T > 0 and θ = 1) then
observe that there can be no embedding result if there are periodic orbits
of period T or even 2T . This follows from the statement of the theorem
(since in this case the dimension of X1 and X2 is at least 1, and the condition
dim(Xp ) < p/2 cannot be satisfied for p = 1, 2), but this is not simply an
artefact of the proof, as the following arguments from Sauer et al. (1991) show.
If there is a periodic orbit Ŵ of period T this is a topological circle. But
under the time-delay mapping, any point on Ŵ maps onto a line in Rk . One
cannot map a circle onto a line using any continuous one-to-one mapping, so
the theorem must fail in this case.
Such an embedding is also impossible if there is a periodic orbit Ŵ of period
2. Consider the map x → h̃(x) = h(g(x)) − h(x). Then either h̃(x) ≡ 0 on Ŵ,
or there is some x0 ∈ Ŵ such that h̃(x0 ) = 0. In the latter case,

h̃(g(x0 )) = h(g 2 (x0 )) − h(g(x0 )) = h(x0 ) − h(g(x0 )) = −h̃(x0 ),

so that there must be some x ∗ ∈ Ŵ with h̃(x ∗ ) = 0. But this implies that h(x ∗ ) =
h(g(x ∗ )), so that x ∗ and g(x ∗ ) (which are distinct points) are mapped to the
same point in Rk whatever the value of k.
So it is interesting if we can find a T sufficiently small that there are no
periodic orbits of any period ≤ T . Yorke (1969) showed that if the ordinary
 14.2 Periodic orbits and the Lipschitz constant for ODEs 153

differential equation

ẋ = f (x) with |f (x) − f (y)| ≤ L|x − y|

has a periodic orbit of period T , then one must have T ≥ 2π/L. (Yorke also
gives an example to show that the factor of 2π is sharp.) We give a version
of this result here, following ideas in Kukavica (1994); the result is no longer
sharp (we only obtain T ≥ 1/L), but this sacrifice seems worthwhile given the
simplicity of the proof, which also provides a model for the proof of a similar
infinite-dimensional result (Theorem 14.8).

Theorem 14.6 Any periodic orbit of the equation ẋ = f (x), where f has
Lipschitz constant L, has period T ≥ 1/L.

Proof Fix τ > 0 and set v(t) = x(t) − x(t − τ ). Then

" t
v(t) − v(s) = v̇(r) dr.
s

Integrating both sides with respect to s from 0 to T gives

" T " t 
T v(t) = v̇(r) dr ds
0 s
1T
since 0 v(s) ds = 0 because x is T -periodic. Thus
" T " T " T
T |v(t)| ≤ |v̇(r)| dr ds ≤ T |v̇(r)| dr,
0 0 0

i.e.
" T " T
|x(t) − x(t − τ )| ≤ |v̇(s)| ds = |f (x(s)) − f (x(s − τ ))| ds
0 0
" T
≤L |x(s) − x(s − τ )| ds.
0

Therefore
" T " T
|x(t) − x(t − τ )| dt ≤ LT |x(s) − x(s − τ )| ds,
0 0

and it follows that if LT < 1 then

" T
|x(t) − x(t − τ )| dt = 0.
0

Thus x(t) = x(t − τ ) for all τ > 0, i.e. x(t) is constant. 

154 The Takens Time-Delay Embedding Theorem

14.3 The infinite-dimensional case

We now prove an infinite-dimensional version of the Takens Theorem: we use
the Hölder embedding theorem for sets with finite box-counting dimension
(Theorem 8.1) to produce a finite-dimensional system to which we can apply
the finite-dimensional result of Theorem 14.5.
Theorem 14.7 Let A be a compact subset of a Banach space B with
upper box-counting dimension dB (A ) = d and dual thickness τ ∗ (A ) = τ . Set
α = 1/2 if B is a Hilbert space; otherwise take α = 1.
Suppose that A is an invariant set for a Lipschitz map  : B → B; choose
an integer k > 2(1 + ατ )d, and suppose further that the set Ap of p-periodic
points of  satisfies (1 + ατ )2 dB (Ap ) < p/2 for p = 1, . . . , k − 1. Then a
prevalent set of Lipschitz maps f : B → R make the k-fold observation map
Dk [f, ] : B → Rk defined by
 
Dk [f, ](u) = f (u), f ((u)), . . . , f (k−1 (u))
one-to-one on A .
Proof Given k > 2(1 + ατ )d, first choose N large enough that
' (
2N(1 + ατ ) N − 2d 2 p
k> d and dB (Ap ) <
N − 2d N(1 + ατ ) 2
for p = 1, . . . , k, and then pick α < (N − 2d)/[N(1 + ατ )] such that
k > 2d/α and dB (Ap ) > α 2 p/2 for p = 1, . . . , k.
Use Theorem 8.1 to find a bounded linear function L : B → RN that is
one-to-one on A and satisfies
x − y ≤ c|Lx − Ly|α for all x, y ∈ A .
The set X = LA ⊂ RN is an invariant set for the induced mapping g : X → X
defined by
g(ξ ) = L(L−1 ξ ).
Since
g n (ξ ) = Ln (L−1 ξ )
all the iterates of g are α-Hölder:
|g n (ξ ) − g n (η)| = |Ln (L−1 ξ ) − Ln (L−1 η)|
≤ L|n (L−1 ξ ) − n (L−1 η)|
n
≤ l L|L−1 ξ − L−1 η|
n
≤ c l L|ξ − η|α ,
 14.3 The infinite-dimensional case 155

where L is the operator norm of L : B → RN and l is the Lipschitz constant

of  : B → B.
Observe that if x is a fixed point of j then ξ = Lx is a fixed point of
j
g , and vice versa. It follows that Xp , the set of all points of X that are p-
periodic for g, is given simply by Xp = LAp . Since L is Lipschitz and the
box-counting dimension does not increase under the action of Lipschitz maps
(Lemma 3.3(iv)), dB (Xp ) = dB (LAp ) ≤ dB (Ap ) < p/2(1 + ατ )2 . Similarly,
dB (X) ≤ dB (A ).
Given a Lipschitz map f0 : A → R, define the α-Hölder map h0 : X → R
by
h0 (ξ ) = f0 (L−1 ξ ) for all ξ ∈ X.
With {hj }m j =1 a basis for the polynomials in N variables of degree at most
2k, all the conditions of Theorem 14.5 are satisfied, and hence for almost every
α ∈ Rm , the k-fold observation map on RN given by
 T
Fk [hα , g](ξ ) = hα (ξ ), hα (g(ξ )), . . . , hα (g k−1 (ξ )) ,
where
m

hα (x) = h0 (x) + αj hj (x),
j =1

is one-to-one on X.
Now consider the k-fold observation map on A given by
 T
Fk [hα , g](Lx) = hα (Lx), hα (L(x)), · · · , hα (Lk−1 (x)) .
Since L is one-to-one between A and X, and Fk [h, α, g] is one-to-one between
X and its image, it follows that Fk ◦ L is one-to-one between A and its image.
If we define fj (x) = hj (Lx), then each fj is a Lipschitz map from A into
Rk , and we can write
 T
Fk [hα , g](Lx) = Dk [fα , ](x) = fα (x), fα ((x)), . . . , fα (k−1 (x)) ,
where
M

fα = f0 + αj fj .
j =1

Then if we take
⎧ ⎫
⎨M ⎬
E= αj fj : (α1 , . . . , αM ) ∈ BM (0, 1)
⎩ ⎭
j =1
156 The Takens Time-Delay Embedding Theorem

and equip E with the measure induced by the uniform measure on BM (0, 1), it
follows that a prevalent set of Lipschitz f : A → Rk make the map Dk [f, ]
one-to-one on A . 
Note that the condition on the number of delay coordinates required increases
with the dual thickness of the set A . In the case when A has zero dual
thickness (so, for example, if A is ‘smooth’ so that Lemma 13.1 guarantees
that its thickness is zero, or if the equation is in the right form that Theorem
13.3 shows that the Lipschitz deviation of A is zero) then the condition on
k reduces to the k > 2d one would obtain in the finite-dimensional Lipschitz
case (Theorem 14.5 with θ = 1).

14.4 Periodic orbits and the Lipschitz constant for

semilinear parabolic equations
As before, when  = S(T ) (the time T map of some underlying continuous
time flow) the condition dB (Ap ) < p/2(1 + ατ ) precludes the existence of
periodic orbits of periods pT for all integers p such that p ≤ 2 + ατ . The fol-
lowing infinite-dimensional generalisation of Theorem 14.6, due to Robinson
& Vidal-López (2006), is therefore useful.
The result treats the abstract semilinear parabolic equation
du/dt = −Au + g(u) (14.2)
as considered in Section 13.2; the argument relies crucially on the fact that the
solution u(t) is given by the variation of constants formula
" t
u(t) = e−At u0 + e−A(t−s) g(u(s)) ds.
0

Theorem 14.8 For each α with 0 ≤ α ≤ 1/2 there exists a constant Kα such
that if
g(u) − g(v) ≤ LAα (u − v) for all u, v ∈ D(Aα )
then any periodic orbit of (14.2) must have period at least Kα L−1/(1−α) .
While we assume that g is uniformly Lipschitz, this uniformity need only
hold for u, v contained in the (necessarily bounded) periodic orbit.
Proof On a periodic orbit of period T we have
" T
u(t) = u(t + T ) = e−AT u(t) + e−A(T −s) g(u(s + t)) ds,
0
 14.4 Periodic orbits in semilinear parabolic equations 157

and so
" T
(I − e−AT )u(t) = e−A(T −s) g(u(s + t)) ds.
0

It follows that

u(t) − u(t + τ )
" T
= (I − e−AT )−1 e−A(T −s) [g(u(t + s)) − g(u(t + τ + s))] ds.
0

Since u is T -periodic,
" T " T
g(u(s + t)) ds = g(u(s + t + τ )) ds,
0 0

and so in fact for any constant c

(I − e−AT ) (u(t) − u(t + τ ))

" T
= (e−A(T −s) − cI )(g(u(s + t)) − g(u(s + t + τ ))) ds.
0

Therefore

u(t) − u(t + τ )
" T
6 7
= (I − e−AT )−1 (e−A(T −s) − cI ) (g(u(s + t)) − g(u(s + t + τ ))) ds.
0

For ease of notation we now write

D(t) = u(t) − u(t + τ ) and G(t) = g(u(t)) − g(u(t + τ )).

Then since the eigenfunctions of A are also the eigenfunctions of

(I − e−AT )−1 (e−A(T −s) − cI ),

we have, for each k ∈ N,

" T
α e−λk (T −s) − c
(A D(t), wk ) = λαk (G(t + s), wk ) ds,
0 1 − e−λk T
and so

|(Aα D(t), wk )|
" T 1/2 " T 1/2
λαk −λk s 2 2
≤ (e − c) ds (G(t + s), wk ) ds .
1 − e−λk T 0 0
158 The Takens Time-Delay Embedding Theorem

We now choose c = (1 − e−λk T )/λk T in order to minimise the first integral,

for which we then obtain
" T ' (
1 − e−2λk T (1 − e−λk T )2
(e−λk s − c)2 ds = T − .
0 2λk T (λk T )2
Therefore
" T 1/2
|(Aα D(t), wk )| ≤ T 1/2−α (λk T ) (G(t + s), wk )2 ds ,
0

where
' (1/2
μα 1 − e−2μ (1 − e−μ )2
(μ) := − .
1 − e−μ 2μ μ2
Now, (μ)√ is bounded on [0, ∞) by some constant Cα : it is clear that (μ) ∼
α−1/2
μ √/ 2 as μ → ∞, while a careful Taylor expansion shows that (μ) ∼
μα /2 3 as μ → 0 (see Exercise 14.4).
It follows that for each k ∈ N
" T
|(Aα D(t), wk )|2 ≤ Cα2 T 1−2α |(G(t + s), wk )|2 ds.
0

Summing both sides over all k we obtain

" T " T
|Aα D(t)|2 ≤ Cα2 T 1−2α |G(t + s)|2 ds ≤ Cα2 T 1−2α L2 |Aα D(s)|2 ds.
0 0

Now integrate the left- and right-hand sides of this expression with respect to
t between t = 0 and t = T to obtain
" T " T
|Aα D(t)|2 dt ≤ Cα2 T 2−2α L2 |Aα D(s)|2 ds.
0 0
1−α
Therefore if Cα T L < 1 we must have
" T
|Aα (u(t) − u(t + τ ))|2 dt = 0.
0

It follows that u(t) = u(t + τ ) for all t ∈ [0, T ], and since this holds for any
τ > 0, u(t) must be a constant orbit. Therefore any periodic orbit must have
period at least Kα L−1/(1−α) . 

Exercises
14.1 Show that the nonzero singular values of M are also the square roots of
the eigenvalues of MM T .
 Exercises 159

14.2 Choose some L ∈ L (RN , Rk ), and let {eα }N N

α=1 be a basis for R , and
k k
{êj }j =1 be a basis for R . Write L in the form

L= cα,j Lα,j ,
α,j

where Lα,j is the linear map from RN into Rk given by

Lα,j (z) = (z, eα )êj α = 1, . . . , N; j = 1, . . . , k
(i.e. Lα,j is the linear map that sends eα to êj ). Write Lz = Mz c for some
transformation Mz from RNk into Rk and c ∈ RNk , and show that Mz has
k nonzero singular values, all of which are |z|. [Hint: use the result of the
previous exercise to find the singular values of Mz .]
14.3 Let E be the set of linear maps L : RN → Rk of the form
L = (l1∗ , l2∗ , · · · , lN∗ ),
with N 2
α=1 |lα | ≤ 1; this is equivalent to taking {lα,j } in BNk , the unit
Nk
ball in R . Equip E with a probability measure μ, equal to Lebesgue
measure on BNk , normalised so that the total measure of E is equal to
one. Use Lemma 14.3 combined with the result of the previous exercise
to show that for any x ∈ RN and any ǫ > 0,
 k
ǫ
μ{L ∈ E : |Lx| < ǫ} ≤ c ,
|x|
where c depends on k and N (cf. Lemma 4.1).
14.4 Perform a Taylor expansion of
' (1/2
μα 1 − e−2μ (1 − e−μ )2
(μ) = − .
1 − e−μ 2μ μ2
√
about μ = 0 to show that (μ) ∼ μα /2 3 as μ → 0.
 15
Parametrisation of attractors via point values

The aim of this final chapter is to show that if the attractor A consists of
real analytic functions defined on some domain  then one can parametrise
the attractor using a sufficient number of point values. We will show that if k
is large enough (proportional to the box-counting dimension of A ) then for
almost every choice of k points {xj } in  the mapping
u → (u(x1 ), . . . , u(xk ))
is an embedding of A into Rkd .
More precisely, we will give a proof of the following theorem, first proved
(in a slightly different form) by Friz & Robinson (2001). The proof makes use
of a number of the ideas that have already been discussed: both the Hausdorff
and box-counting dimensions, the thickness and dual thickness, and, of course,
the embedding result of Theorem 8.1. (For a related result in the context of
purely analytic systems see Sontag (2002).)
Theorem 15.1 Let A be a compact subset of L2per (, Rd ) with dB (A )
finite. Suppose also that A consists of real analytic functions. Then, for
k ≥ 16dB (A ) + 1 almost every set x = (x1 , . . . , xk ) of k points in  makes
the map Ex , defined by
Ex [u] = (u(x1 ), . . . , u(xk ))
one-to-one between X and its image.
8
In the statement of the theorem, we set  = m j =1 [0, Lj ], and denote by
L2per (, Rd ) those functions in L2loc (Rm , Rd ) that are periodic with period
Lj > 0 in the {ej } direction,
u(x + Lj ej ) = u(x) for all j = 1, . . . , m.
‘Almost every’ is with respect to Lebesgue measure on k .

160
 15.1 Real analytic functions and the order of vanishing 161

Although we give the result for attractors that consist of periodic functions,
with a little additional work essentially the same techniques can be used to
prove a more general result, valid (for example) on bounded domains with
Dirichlet boundary conditions, see Kukavica & Robinson (2004).
Before starting the proof proper, we give an idea of why the analyticity
condition is required. Suppose that we have chosen (x1 , . . . , xk ), and that these
are in fact a ‘bad’ set of points, which means that there are u, v ∈ A with
u = v such that

u(xj ) = v(xj ) for every j = 1, . . . , k.

Looking instead at the set of differences X = A − A , our chosen points are

‘bad’ if there exists some nonzero w ∈ X such that

w(xj ) = 0 for every j = 1, . . . , k.

In other words, a collection of points is ‘bad’ if there is a nonzero element of

X that is simultaneously zero at all these points. We use the analyticity of w to
limit the size of its set of zeros (Theorem 15.4).
One can readily find (albeit artificial) examples of families of functions that
are not real analytic for which a similar result fails. For example, if

0 −1 ≤ x = 0,
u(x; ǫ) = −ǫ/x 2
e 0<x≤1
and ǫ ∈ [1, 2] then no number of point observations within [−1, 0] will serve
to distinguish different members of this family.

15.1 Real analytic functions and the order of vanishing

15.1.1 Real analytic functions
We give here a very brief treatment of real analytic functions, following John
(1982, Chapter 3.3), with proofs relegated to the exercises. Given a multi-index
α = (α1 , . . . , αm ), we write α! = α1 ! · · · αm ! and x α = x1α1 · · · xmαm . A function
f : Rm → R is real analytic at x if there exists an ǫ > 0 such that for some
real coefficients {cα }α≥0 the equality

f (y) = cα (y − x)α (15.1)
α≥0

holds for all y with |y − x| ≤ ǫ. A function f : Rm → R is real analytic

in , written f ∈ C ω (), if f is real analytic at each x ∈ . A function
162 Parametrisation of attractors via point values

f : Rm → Rd is real analytic if each of its components is real analytic. The

following theorem is a consequence of the results of Exercises 15.2 and 15.3.
Theorem 15.2 If f = (f1 , . . . , fd ) is real analytic on an open set  then for
any compact subset K ⊂  there exist positive constants ǫ, M, and τ , such
that for every x ∈ K,
 1
f (y) = D α f (x)(y − x)α for all y ∈  with |y − x| < ǫ, (15.2)
α≥0
α!

and
|D β fk (x)| ≤ M|β|!τ −|β| for all k = 1, . . . , d. (15.3)

15.1.2 Order of vanishing

The order of vanishing of a C ∞ function f : U → R at a point x is the smallest
integer k such that D α f (x) = 0 for some multi-index α with |α| = k. We say
that f has finite order of vanishing in U if the order of vanishing of u is finite
at every x ∈ U .
Lemma 15.3 If U is a connected open subset of Rn and f ∈ C ω (U ) then f
has finite order of vanishing in U .
Proof We show that f is determined uniquely by its derivatives at any single
point x ∈ U ; then if f does not have finite order of vanishing in U , D α f (x) = 0
for every α ≥ 0 for some x ∈ U , from which it follows that f ≡ 0.
Fix some x ∈ U , and take f, g ∈ C ω (U ) with D α f (x) = D α g(x) for every
α ≥ 0. Let h = f − g, and define
U1 = {x ∈ U : D α h(x) = 0 for all α ≥ 0},
U2 = {x ∈ U : D α h(x) = 0 for some α ≥ 0}.
The set U2 is open because D α h is continuous for every α ≥ 0, and U1 is also
open, since if D α h(x) = 0 for every α ≥ 0, h(y) = 0 in a neighbourhood of x
using (15.2). Since x ∈ U1 , it follows from the connectedness of U that U2 is
empty. 
In fact if f has finite order of vanishing in U , then its order of vanishing is
uniformly bounded on any compact subset K ⊂ U . Arguing by contradiction,
suppose not; then there is a sequence xj ∈ K with the order of vanishing of u at
xj at least j . Since K is compact, xj has a subsequence that converges to some
x ∗ ∈ K; it follows that u vanishes to infinite order at x ∗ , a contradiction. In
particular, when we are dealing with real analytic periodic functions, the order
 15.2 Dimension and thickness of A in C r (, Rd ) 163

of vanishing will be uniformly bounded, since we can restrict our attention to

8
the fundamental compact domain  = m j =1 [0, Lj ].
The following theorem, whose proof can be found in Kukavica & Robinson
(2004), serves to limit the set of possible zeros of parametrised families of such
functions.

Theorem 15.4 Let K be a compact connected subset of Rm . Suppose that

for every fixed p ∈  ⊂ RN the function w = w(x; p),

w : K ×  → Rd ,

has order of vanishing at most j < ∞, and is such that ∂ α w(x; p) depends on
p in a θ -Hölder way for all |α| ≤ j . Then the zero set of w(x; p), i.e.

{(x, p) : w(x, p) = 0},

viewed as a subset of K ×  ⊂ Rm × RN , is contained in a countable union

of manifolds of the form

(xi (x ′ , p), x ′ ; p),

where x ′ = (x1 , . . . , xi−1 , xi+1 , xm ) and xi is a θ -Hölder function of its argu-

ments.

15.2 Dimension and thickness of A in C r (, Rd )

We now show that A is a countable union of sets, all of which have box-
counting dimension in C r (B, Rd ) (for any r ∈ N) bounded by the box-counting
dimension of A in L2 (, Rd ) and all of which have thickness exponent zero
in C r (B, Rd ) (for any r ∈ N).
Since A consists of real analytic functions, and  is compact, for every
element u ∈ A there exist M > 0 and τ > 0 such that

|D α u(x)| ≤ M|α|!τ −|α| for all x ∈ , (15.4)

see (15.3). For j ∈ N, we set

Aj = {u ∈ A : u satisfies (15.4) with M = j, and τ = 1/j }; (15.5)

clearly Aj +1 ⊇ Aj , and A = ∪∞
j =1 Aj .

Lemma 15.5 For any j ∈ N, for every r ∈ N the box-counting dimension

of Aj in C r (, Rd ) is less than or equal to that of A in L2 (, Rd ), and the
thickness exponent of Aj in C r (, Rd ) is zero.
164 Parametrisation of attractors via point values

Proof Standard Sobolev embedding results (see (10.1)) guarantee that

uC r (,Rd ) ≤ CuH r+(d/2)+1 (,Rd ) ,

and if A = − + I , where  is the d-component Laplacian on ,

uH r+(d/2)+1 ≤ cA(r+(d/2)+1)/2 u,

(see (10.3)), whence

uC r (,Rd ) ≤ cA(r+(d/2)+1)/2 u.

Thus, using the simple results of (3.5) and (7.2) (on box-counting dimension
and thickness for sets considered as subsets of different spaces) it is sufficient to
prove the lemma with C r (, Rd ) replaced by D(Ar ). We note here that since
functions in Aj enjoy uniform bounds on their derivatives, Aj is uniformly
bounded in D(Ar ) for each r ∈ N,

Ar u ≤ Rr for all u ∈ Aj . (15.6)

We start with the box-counting dimension. If s > r, then for any u ∈ D(As )
we have the interpolation inequality

Ar u ≤ u1−(r/s) As ur/s

(see Exercise 13.4). It follows from (15.6) that the identity map from Aj onto
itself is Hölder continuous as a map from L2 (, Rd ) into D(Ar ) with Hölder
exponent as close to 1 as we wish. That the box-counting dimension of Aj in
the space D(Ar ) is bounded by dB (Aj ; L2 ) ≤ dB (A ; L2 ) is a consequence of
part (iv) of Lemma 3.3.
In order to show that the thickness exponent is zero, let Pn denote the
projection onto the space spanned by the first n eigenfunctions of A,
n

Pn u = (u, wj )wj
j =1

and set Qn = I − Pn . Recall that the nth eigenvalue of A satisfies λn ∼ n2/d

(see e.g. Davies (1995)). For any k ∈ N we have

|Ar Qn u| = |A−k Qn (Ak+r u)| ≤ A−k Qn L (H ) |Ak+r u| ≤ λ−k

n+1 Rk+r
≤ C(n + 1)−2k/d Rk+r ≤ Cn−2k/d Rk+r .

Therefore,
  CRk+r
distD(Ar ) Aj , Pn D(Ar ) ≤ 2k/d ,
n
 15.3 Proof of Theorem 15.1 165

and hence, using Exercise 7.1,

d
τ (Aj ; D(Ar )) ≤ .
2k
Since this holds for any k, τ (Aj ; D(Ar )) = 0 and the result follows. 

15.3 Proof of Theorem 15.1

We now give the proof of Theorem 15.1: recall that we have to show that almost
every choice of k points x = (x1 , . . . , xk ) from  makes the map

Ex [u] = (u(x1 ), . . . , u(xk ))

one-to-one between A and its image.

Proof Suppose that almost every collection of k points makes Ex one-to-one

on Aj (as defined in (15.5)) for each j . Then almost every collection of points
is one-to-one on every Aj , and hence on A itself: if

Ex (u) = Ex (v)

for some u, v ∈ A (u = v), then u, v ∈ Aj for some j , and hence u = v. So

we can fix j and concentrate on showing that almost every collection of k points
makes Ex one-to-one on Aj .
Let Wj = (Aj − Aj )\{0}. If Ex is to be one-to-one on Aj then it should be
nonzero on Wj . Since Wj consists of real analytic periodic functions, the order
of vanishing of each w ∈ Wj is uniformly bounded on . Let

Wj,r = {w ∈ Wj : the order of vanishing of w is at most r}.

As above, if almost every x makes Ex one-to-one on Wj,r for every r ∈ N, then

almost every x makes Ex one-to-one on Wj .
Lemma 15.5 implies that, for a fixed j and r,

dB (Wj,r ; C r (, Rd )) ≤ 2dB (A ; L2 ) and τ (Wj,r ; C r (, Rd )) = 0.

Thus, using Proposition 7.10 (zero thickness implies zero dual thickness),
τ ∗ (Wj,r ; C r (, Rd )) = 0, and hence Theorem 8.1 (embedding with Hölder
continuous inverse) guarantees that for any

N > 4dB (A ) and θ < 1 − (4dB (A )/N) (15.7)

there is a parametrisation w(x; p) of Wj,r in terms of N coordinates

p ∈  ⊂ R N which is θ -Hölder into C r (, Rd ). It follows that all the
166 Parametrisation of attractors via point values

derivatives of w (with respect to x) up to order r depend in a θ -Hölder way on

the parameter p.
Now, suppose that x = (x1 , . . . , xk ) is a set of k points in  for which Ex is
zero somewhere on Wj,r . Then there must exist a p ∈  such that

w(xi ; p) = 0 for all i = 1, . . . , k.

Theorem 15.4 guarantees that the zeros of w, considered as a subset of

 × , are contained in a countable collection of sets, each of which is the
graph of a θ -Hölder function,

(x ′ , xj (x ′ ; ε); ε),

where x ′ = (x1 , xj −1 , xj +1 , xm ). Each of these manifolds has (m − 1) + N free

parameters.
It follows that collections of k such zeros (considered as a subset of k × )
are contained in the product of k such manifolds. Since the coordinate p is
common to each of these, they are the graphs of θ -Hölder functions from a
subset of RN+(m−1)k into Rk . The result of Exercise 2.1 shows that each of these
sets has Hausdorff dimension at most

N + (m − 1)k + k(1 − θ ),

and using the fact that the Hausdorff dimension is stable under countable unions
(Proposition 2.8(iii)) the same goes for the whole countable collection.
The projection of this collection onto k enjoys the same bound on its
dimension (since Lipschitz maps do not increase the Hausdorff dimension,
Proposition 2.8(iv)), and so to make sure that these ‘bad choices’ do not cover
k ⊂ Rmk we need

N + (m − 1)k + k(1 − θ ) < mk.

This is certainly true if

N
k>
θ
and since the exponent θ can be chosen arbitrarily close to 1 − (4dB (A )/N)
(see (15.7)), it follows that
N2
k>
N − 4dB (A )
1
will suffice. Choosing the integer value of N with 8dB (A ) − 2
≤N <
8dB (A ) + 21 shows that k ≥ 16dB (A ) + 1 is sufficient.
 15.4 Applications 167

Since under this condition the collection of ‘bad choices’ is a subset of

Rkm with Hausdorff dimension less than km it follows from the fact that km-
dimensional Hausdorff measure and Lebesgue measure on Rkm are proportional
(Theorem 2.4) that almost every choice of x (with respect to Lebesgue measure
on k ) makes Ex nonzero on Wj,r . 

15.4 Applications
15.4.1 Determining nodes
The theorem provides an instantaneous version of the ‘determining nodes’ intro-
duced by Foias & Temam (1984): they called a collection of points {x1 , . . . , xk }
in  (asymptotically) ‘determining’ if for two solutions u(x, t) and v(x, t),
max |u(xj , t) − v(xj , t)| → 0 as t →∞ (15.8)
j =1,...,k

implies that
sup |u(x, t) − v(x, t)| → 0 as t → ∞.
x∈

Foias & Temam showed that for the two-dimensional Navier–Stokes equations
there exists a δ such that if for every x ∈ 
|x − xj | < δ for some j ∈ {1, . . . , k}
then the collection of nodes is determining.1 Under a mild additional condition
our ‘instantaneous determining nodes’ are also asymptotically determining.
Lemma 15.6 Suppose that the conditions of Theorem 15.1 hold, and that the
attractor A attracts solutions in the norm of L∞ (). Then almost every set of
k nodes {x1 , . . . , xk } in  is asymptotically determining.
Proof Since A is a compact subset of L∞ , the map Ex−1 : Rkd → L∞ () is
continuous. Thus given any ǫ > 0 there exists a δ, 0 < δ < ǫ, such that for
u, v ∈ A ,
ǫ
max |u(xj ) − v(xj )| < δ ⇒ u − v∞ < .
j =1,...,k 3
Now let u(t) and v(t) be two solutions that agree asymptotically on the nodes
x1 , . . . , xk as in (15.8). Since A attracts in L∞ (), there exists a time T > 0
1 In the same paper they conjectured that for solutions on the attractor coincidence of the values
of u and v at k points (for k large enough) should imply coincidence of u and v; our theorem
proves this conjecture when the attractor consists of real analytic functions. A proof for systems
that possess an inertial manifold was given by Foias & Titi (1991).
168 Parametrisation of attractors via point values

such that for all t ≥ T

δ δ
distL∞ (u(x, t), A ) < , distL∞ (v(x, t), A ) < , (15.9)
3 3
and also
δ
max |u(xj , t) − v(xj , t)| < .
j =1,...,k 3
It follows that there exist functions u∗ (t), v ∗ (t) ∈ A such that
δ δ
u∗ (t) − u(t)L∞ < and v ∗ (t) − v(t)L∞ < ,
3 3
and consequently

max |u∗ (xj , t) − v ∗ (xj , t)| < δ.

j =1,...,k

It follows that u∗ (t) − v ∗ (t)L∞ < ǫ/3, which combined with (15.9) shows
that u(t) − v(t)L∞ ≤ ǫ for all t ≥ T . 

15.4.2 Degrees of freedom in turbulent flows

Foias & Temam (1989) showed that if the forcing function f in the two-
dimensional Navier–Stokes equations is real analytic then the attractor consists
of real analytic functions. This means that as well as its interest as an abstract
result, this theorem has application in the theory of turbulence (and more
generally in any spatially extended system), allowing a rigorous connection
between the attractor dimension and the ‘number of degrees of freedom’.
Using dimensional analysis, Landau & Lifshitz (1959) introduced a heuristic
notion of the ‘number of degrees of freedom’ in a turbulent fluid flow which
has since been extensively applied. The result of their argument is that if l is
‘the minimum significant length scale of the flow’ (a quantity also arrived at
via dimensional analysis), then the number of degrees of freedom of the flow
is the number of boxes of side l needed to fill the domain  that contains the
fluid, i.e. the ‘number of degrees of freedom’ in the flow should be defined as
L n ()
,
ln
where  ⊂ Rn – i.e. the number of ‘little boxes of size l’ that will fit into .
If we identify ‘the number of degrees of freedom of the flow’ with the
dimension of the global attractor (cf. Doering & Gibbon (1995)), then this
suggests that the ‘smallest significant length’ will be given by

l ∼ [dB (A )]−1/n .
 Exercises 169

Theorem 15.1 allows the points {x1 , . . . , xk } to be placed anywhere in the

domain , there just have to be a sufficient number k ∼ dB (A) of them. But if
we decide to divide the space into equal boxes and place one node in each box,
then the side of the box would have length l ∼ dB (A)−1/d . In this way Theorem
15.1 gives a rigorous derivation of Landau–Lifshitz heuristic.
It is particularly interesting to note that in the case of the two-dimensional
Navier–Stokes equations with periodic boundary conditions, this gives an
estimate for l that agrees with the results from the heuristic theory of two-
dimensional turbulence due to Kraichnan (1976) which is the analogue of
Kolmogorov’s celebrated theory of three-dimensional turbulence. For more on
the applications of these results to fluid dynamics see Robinson (2007).

Exercises
15.1 Let α, β be n-component multi-indices, and x ∈ Rn with |xi | < 1 for all
i = 1, . . . , n. Show that
 α! β!
x α−β = , (15.10)
α: α≥β
(α − β)! (1 − x)1+β
1
where 1 = (1, . . . , 1) (n times). [Hint: the left-hand side is D β (1−x)1 .]
n
15.2 Suppose that f : R → R is real analytic at x with

f (y) = cα (y − x)α (15.11)
α≥0

for all |y − x| ≤ ǫ. Fix q ∈ (0, 1). Show that for any multi-index β ≥ 0,
for |y − x| ≤ qǫ, the derivative D β f (y) can be obtained from term-by-
term differentiation of (15.11), and
|D β f (y)| ≤ M|β|!τ −|β| ,
where
μ
M= and τ = (1 − q)ǫ.
(1 − q)n
Deduce that cα = (1/α!)D α f (x).
15.3 Suppose that f ∈ C ω (). Show that for any compact subset K ⊂  there
exist positive constants M and τ such that
|D β f (x)| ≤ M|β|!τ −β
for every x ∈ K.
 Solutions to exercises

1.1 The closed set F1 is contained in the open set U1 ∩ (X \ ∩n+2

i=2 Fi ), and so
there exists an open set V1 with

F1 ⊆ V1 ⊆ V1 ⊆ U1 ∩ (X \ ∩n+2
i=2 Fi ).
9n+2
So V1 ⊂ U1 and V1 ∩ i=2 Fi = ∅. Now, there exists an open set V2 with
  n+2


F2 ⊆ V2 ⊆ V2 ⊆ U2 ∩ X \ V1 ∩ Fi ,
i=3
9n+2
and so V2 ⊆ U2 and V1 ∩ V2 ∩ i=3 Fi = ∅. Continuing in this way shows
that one can take the {Fi } open in the original assumption.
Now let {U1 , . . . , Uk } be an open cover of X. If k ≤ n + 1 then this cover
already has order ≤ n, so we can assume that k ≥ n + 2. Set Vj = Uj for
j = 1, . . . , n + 1, and
k

Vj +2 = Ui .
i=n+2

These sets cover X, and so there exist open sets {Fi }n+2
i=1 such that Fi ⊆ Vi ,
X ⊆ ∪n+2 F
i=1 i , and ∩n+2
F
i=1 i = ∅. Let W i = F i for i ≤ n + 1 and Wi = Fn+2 ∩ Ui
for i ≥ n + 2. Then for every i, Wi ⊆ Ui ,
k
 n+2

X⊆ Wi , and Wi = ∅.
i=1 i=1

One can perform the same construction for every subset of {1, . . . , k} consisting
of n + 2 elements, to deduce that every intersection of n + 2 of the {Wi } is
empty, and hence that dim(X) ≤ n.

170
 Solutions to exercises 171

1.2 Let α2 consist of all open unit squares in R2 of the form

(n, n + 1) × (m, m + 1) n, m ∈ Z;

all the elements of A2 are disjoint. Let α1 consist of all the open edges of these
squares,

{n} × (m, m + 1) or (n, n + 1) × {m},

but expanded to open subsets of R2 , such that the resulting sets are pairwise
disjoint. Let α0 be the collection of all open balls of radius 21 about the points
(n, m) of the integer lattice. Then α = α0 ∪ α1 ∪ α2 is a cover of R2 of mesh
size 1 and of order 3, see the figure below.

α2 α1 α0
The three sets α0 , α1 , and α2 that provide a cover of R2 of order 3.

If X is a compact subset of R2 then any covering β of X has Lebesgue

number δ > 0. Rescale the covering α by a factor of δ/3, which produces a
new covering of R2 of mesh size δ/3 and order 3. The collection of all elements
of this covering that intersect X forms a refinement of α of order 3, and so
dim(X) ≤ 2.

1.3 Since K separates A ∩ C and A ∩ C ′ in A, there exist disjoint open sets

U and U ′ such that

A \ K ⊂ U ∪ U ′, A ∩ C ⊂ U, and A ∩ C′ ⊂ U ′.

Note that since U and U ′ are open and disjoint, Ū ∩ U ′ = ∅.

Since C, C ′ , and K are disjoint closed sets, there are open sets OC , OC ′ , and
OK that contain C, C ′ , and K respectively and whose closures are disjoint. (Let
X1 , X2 , and X3 be closed subsets of X. Then there exist: (i) open sets U1 and
U2 such that X1 ∪ X2 ⊂ U1 , X3 ⊂ U2 , and Ū1 ∩ Ū2 = ∅; (ii) open sets V1 and
V2 such that X1 ∪ X3 ⊂ V1 , X2 ⊂ V2 , and V̄1 ∩ V̄2 = ∅; (iii) open sets W1
and W2 such that X1 ⊂ W1 , X2 ∪ X3 ⊂ W2 , and W̄1 ∩ W̄ = ∅. We set O1 =
U1 ∩ V1 ∩ W1 , O2 = U1 ∩ V2 ∩ W1 , and O3 = U2 ∩ V1 ∩ W2 . Then each Oj
172 Solutions to exercises

is open, Xj ⊂ Oj , and Ōi ∩ Ōj = ∅ if i = j .) Set W = OC ∪ U ; clearly C ∪

U ⊂ W , and since W̄ = ŌC ∪ Ū , W̄ ∩ [C ′ ∪ U ′ ] = ∅.
Now let B = ∂W . It follows that B separates C and C ′ in X; while if
x ∈ W̄ \ W then x ∈ W̄ , so x ∈/ U ′ , and x ∈
/ W , so x ∈
/ U . Thus if x ∈ B ∩ A
it follows that x ∈ K.
1.4 Suppose that X is compact, f : X → Y is continuous and one-to-one, but
f −1 : f (X) → X is not continuous. Then there exists an ǫ > 0, a y ∈ f (X),
and a sequence {yn } ∈ f (X) such that yn → y but
|f −1 (yn ) − f −1 (y)| > ǫ. (S.1)
However, f −1 (yn ) is a sequence in the compact set, so it has a subsequence
(which we relabel) such that f −1 (yn ) → x ∈ X. Since f is continuous, it fol-
lows that yn → f (x), so that y = f (x). But then x = f −1 (y), which contradicts
(S.1).
1.5 The proof proceeds by induction on r; the result is clear if r = 1. So
assume that the proposition holds for r = k; we wish to prove that it holds for
r = k + 1. Take an open cover {U1 , . . . , Uk+1 } of M, and let Uk′ = Uk ∪ Uk+1 .
Then {U1 , . . . , Uk−1 , Uk′ } is an open cover of M by k sets, and so by the
induction hypothesis there exists an open covering {V1 , . . . , Vk−1 , Vk′ } of M
such that
V1 ⊂ U1 , V2 ⊂ U2 , ··· Vk−1 ⊂ Uk−1 , Vk′ ⊂ Uk′
and the sets {V1 , . . . , Vk−1 , Vk′ } are mutually disjoint.
Now, Vk′ ∩ M has dimension ≤ 0, and Uk and Uk+1 cover Vk′ ∩ M. Thus there
exist disjoint open sets Vk and Vk+1 with Vk ⊂ Uk , Vk+1 ⊂ Uk+1 , and Vk′ ∩ M ⊆
Vk ∪ Vk+1 . It follows that {V1 , . . . , Vk+1 } is a refinement of {U1 , . . . , Uk+1 }
consisting of disjoint open sets.
1.6 Write X = ∪n+1 i=1 Xi where ind(Xi ) ≤ 0. If α is a cover of X then α is a
cover of Xi for each i. Since ind(Xi ) ≤ 0 we can find a refinement of α, βi ,
that covers Xi and consists of disjoint sets.
Now, β = ∪i βi is a refinement of α that covers X. Any collection of more
than n + 2 elements of β must contain two elements from one of the βi , and
hence there intersection is empty. So β is a refinement of order ≤ n + 1.
1.7 Since the result of the previous exercise shows that dim(A) ≤ ind(A),
we only have to prove the reverse inequality. Take A with dim(A) ≤ n. Then
n
by (i) A has a homeomorphic image that is a subset of M2n+1 ∩ I2n+1 . By
n n
(ii) ind(M2n+1 ) = n, and so by (iii) ind(M2n+1 ∩ I2n+1 ) ≤ n. Since ind(·) is a
topological invariant, it follows that ind(A) ≤ n.
 Solutions to exercises 173

: ;
2.1 Let ǫ > 0. Since dH (X) ≤ n, we can cover X by a collection B(xi , ri ) i∈I
of balls with centres xi ∈ X such that

rin+ǫ < ∞.
i∈I

It follows that G is covered by the collection

: ;
B(xi , ri ) × B(f (xi ), Criθ ) i∈I .

Since B(f (xi ), Criθ ) is a subset of Rm , we can cover it by mi balls B(yij , ri ),

where mi ≤ K(Criθ−1 )m + 1 with K depending only on m. We therefore
obtain
mi
  
G⊆ B (f (xi ), yij ), 2ri .
i∈I j =1

Since
mi
 
(2ri )n+(1−θ)m+ǫ = 2n+(1−θ)m+ǫ mi rin+(1−θ)m+ǫ
i∈I j =1 i∈I
 
≤ K2n+(1−θ)m+ǫ C m rin+ǫ + rin+(1−θ)m+ǫ < ∞,
i∈I i∈I

we have dH (G) ≤ n + (1 − θ )m + ǫ, and since ǫ > 0 is arbitrary the result

follows.

2.2 Denote by K1 , . . . , Km the closed intervals that make up

n := [0, ∞) \ (J0 ∪ · · · ∪ Jn ).

Clearly n ⊃ . The integers {n + 1, n2 , . . .} can be partitioned into sets of

indices I1 , . . . , Im such that
⎛ ⎞

Kj = ⎝ Jq ⎠ ∪ (KJ ∩ ).
q∈Ij

Since the Lebesgue measure of  is zero, Kj ∩  cannot contribute to the

length of the interval Kj , and so, as the Jq , are disjoint, we must have

|Kj | = |Jq | ≤ ǫ, (S.2)
q∈Ij

using the first inequality in (2.6).

174 Solutions to exercises

Now, n , and so  itself, can be covered by the intervals K1 , . . . , Km . Using

(S.2) it follows that
⎛ ⎞1/2
m m
  m  ∞
|Ki |1/2 = ⎝ |Jq |⎠ ≤ |Jq |1/2 = |Jq |1/2 ≤ ǫ
i=1 i=1 q∈Ii i=1 q∈Ii q=n+1

using the second inequality in (2.6). Thus H 1/2 () = 0 as claimed.

2.3 Clearly Hδd (X) ≤ 2d Sδd (X), since any cover by balls of radius δ provides
a 2δ-cover of X. Also, if {Ui } is a δ-cover of X then any Ui is contained in some
ball of radius δ, so that Sδd (X) ≤ Hδd (X). It follows that S d (X) ≤ H d (X) ≤
2d S d (X), and so the value of d at which S d (X) jumps from ∞ to 0 is the
same as that at which H d (X) makes the same jump.

2.4 Let M = sup{r(x) : x ∈ X} and A1 = {x ∈ A : 3M/4 < r(x) ≤ M}.

Choose some x1 ∈ A1 , and then inductively
k

xk+1 ∈ A1 \ B(xi , 3r(xi )) (S.3)
i=1

while the right-hand side of (S.3) is non-empty. The balls {B(xi ), r(xi )} are
disjoint by definition, and lie in a compact subset of X, so there can be only a
finite number of them, say k1 . Thus
k1

A1 ⊆ B(xi , r(xi )).
i=1

Since r(x) ≤ 2r(xi ) for x ∈ A1 and i = 1 . . . , k1 , this implies that

 k1

B(x, r(x)) ⊆ B(xi , 5r(xi )).
x∈A1 i=1

Now let
A2 = {x ∈ X : ( 43 )2 M < r(x) ≤ 34 M}

and
k1

A′2 = {x ∈ A2 : B(x, r(x)) ∩ B(xi , r(xi )) = ∅}.
i=1

/ A2 \ A′2 there is an i ∈ {1, . . . , k1 } such that B(x, r(x)) ∩ B(xi , r(xi )) =

If x ∈
∅, and so

|x − xi | ≤ r(x) + r(xi ) ≤ 3r(xi ).

 Solutions to exercises 175

Thus
k1

A2 \ A′2 ⊆ B(xi , 3r(xi )). (S.4)
i=1

Now pick xk1 +1 ∈ A′2 , and then choose inductively

k

xk+1 ∈ A′2 \ B(xi , 3r(xi )).
i=k1 +1

As above, there exists a k2 such that the balls B(xi , r(xi )), i = 1, . . . , k2 are
disjoint and
k2

A′2 ⊆ B(xi , 3r(xi )).
i=k1 +1

Arguing as above, now using (S.4), we obtain

 k2

B(x, r(x)) ⊆ B(xi , 5r(xi )).
x∈A2 i=1

Continuing this process gives the required disjoint subfamily.

2.5 Let V be any neighbourhood of S, and choose δ > 0. For each x ∈ S,
choose a ball Br (x) such that Br (x) ⊂ V , r < δ, and
""
1
|f | > δ.
rd Br (x)

Now, using the result of the previous exercise, find a disjoint subcollection of
these balls {Bri (xi )} such that S is still covered by {B5ri (xi )}. Since these balls
are disjoint,
""  "" 
|f | ≥ |f | ≥ δ rid .
V i Bri (xi ) i

Since f ∈ the left-hand side is finite, so i rid ≤ C. Since S is con-

L1loc (),
tained in the union of {B5ri (xi )}, and ri < δ for every i, we must have
 
L n (S) ≤ c (5ri )n ≤ cδ n−d ri d ≤ Kδ n−d .
Since δ > 0 was arbitrary, it follows that L n (S) = 0.
Since |f | is integrable and V is an arbitrary neighbourhood of S (which has
zero measure), we can make
""
1
|f |
δ V
176 Solutions to exercises

as small as we wish by choosing V suitably. The above construction then

furnishes a cover with i rid arbitrarily small, and so H d (S) = 0 as claimed.

3.1 In each case it suffices to show that there exist constants c1 , c2 > 0 and
α1 ≥ 1, α2 ≤ 1 such that

c1 M(A, α1 ǫ) ≤ N(A, ǫ) ≤ c2 M(A, α2 ǫ), (S.5)

since it follows from this that

log M(A, ǫ) log N(A, ǫ)
lim sup = lim sup
ǫ→0 − log ǫ ǫ→0 − log ǫ
(and similarly for the lim inf).

(i) It is clear that N(A, ǫ) ≤ M(A, ǫ). In order to prove the lower inequality
in (S.5) consider a cover of A by N (A, ǫ) balls of radius ǫ, B(xi , ǫ).
Discarding any unnecessary balls from this cover, each ball B(xi , ǫ) must
contain a point yi ∈ A. Since

B(yi , 2ǫ) ⊃ B(xi , ǫ)

it follows that M(A, 2ǫ) ≤ N(A, ǫ).

(ii) Let Bj , j = 1, . . . , M(A, ǫ), be disjoint balls of radius ǫ with centres in
A. Any x ∈ A lies within ǫ of one of these balls, otherwise B(x, ǫ) would
be an additional ball disjoint from the Bj , so N(A, 2ǫ) ≤ M(A, ǫ).
Conversely, given such a collection of disjoint balls and another col-
lection Bj′ of ǫ/2-balls (not necessarily disjoint) that covers A, the centre
of each Bj lies in one of the Bj′ , and hence each Bj contains at least one
of the ǫ/2-balls, whence M(A, ǫ) ≤ N(A, ǫ/2).
(iii) In Rn any ǫ-ball is contained in at most 3n boxes of side 2ǫ, while if X
contains a point x in some ǫ-box, the whole box is contained in a ball of
√
radius nǫ centred at x, from which it follows that
√
3−n M(X, 2ǫ) ≤ N(X, ǫ) ≤ M(X, ǫ/ n).

3.2 Take d > dB (X). Then for ǫ sufficiently small X can be covered by ǫ −d
balls of radius ǫ centred in X. It follows that O(X, ǫ) can be covered by ǫ −d balls
of radius 2ǫ, and so L n (O(X, ǫ)) ≤ ǫ −d (2ǫ)n n , from whence c(X) ≤ n − d.
For the opposite inequality, if d < dB (X) then there is a sequence ǫj → 0 such
that there are at least ǫj−d disjoint balls of radius ǫj with centres in X: then
L n (O(X, ǫj )) ≥ ǫj−d n ǫjn , and c(X) ≥ n − d.

3.3 Let n = dim(X), and let Kn consist of all mappings f ∈ C(X, R2n+1 )
such that dB (f (X)) ≤ n. Now, by the characterisation of dLB given in the hint,
 Solutions to exercises 177

dLB (K) ≤ n if and only if for every k ∈ N, there exists a ǫ > 0 such that
No (K, ǫ) ≤ ǫ −n /k. Let Kn,k be the class of all mappings f such that this
inequality holds for some ǫ > 0. Clearly Kn,k is open, and

∞

Kn = Kn,k .
k=1

Now, as noted during the proof of the embedding theorem for sets with
dim(X) finite, the embedding map g defined in (1.4) maps X into an n-
dimensional polyhedron. Thus the set of maps f ∈ C(X, R2n+1 ) that map X
into such a polyhedron is dense; for any such map,

dLB (f (X)) ≤ dLB (polyhedron) ≤ n.

Kn therefore contains a dense subset of C(X, R2n+1 ), so is itself dense.

We have shown that Kn is a dense Gδ in C(X, R2n+1 ), and Theorem 1.12
guarantees that the set of maps EX that are embeddings of X is also a dense
Gδ . It follows from the Baire Category Theorem that Kn ∩ EX is also a dense
Gδ , and in particular nonempty.

3.4 Find a set X′ homeomorphic to X such that dim(X′ ) = dB (X′ ), and a

set homeomorphic to Y such that dim(Y ′ ) = dB (Y ′ ). Then by Proposition 3.4,
dB (X′ × Y ′ ) ≤ dB (X′ ) + dB (Y ′ ). Since X′ × Y ′ is homeomorphic to X × Y and
dim is a topological invariant,

dim(X × Y ) = dim(X′ × Y ′ ) ≤ dB (X′ ) + dB (Y ′ )

= dim(X′ ) + dim(Y ′ ) = dim(X) + dim(Y ).

3.5 Choose s > dH (X) and t > dB (Y ). Then there exists a δ0 > 0 such that
N(Y, δ) ≤ δ −t for all δ ≤ δ0 . Let {B(xi , ri )} be a cover of X such that

ris < 1,
i

which is possible since H s (X) = 0 for s > dH (X). Now for each i cover Y
with Ni := N(Y, ri ) balls of radius ri , {B(yi,j , ri )}N i
j =1 . Thus


X×Y ⊂ B(xi , ri ) × B(yj , ri ).
i j
178 Solutions to exercises

Thus

H2δs+t (X × Y ) ≤ (2ri )s+t
i j

≤ N(y, ri )2s+t ris+t
i

≤2 s+t
ri−t ris+t < 2s+t .
i
s+t
It follows that H (X × Y ) < ∞, and hence that dH (X × Y ) ≤ s + t. Since
s > dH (X) and t > dB (Y ) were arbitrary, this completes the proof.
3.6 Let X ⊆ ∪∞ i=1 Xi with each Xi closed. Then using the Baire Category
Theorem there is an index j and an open set U ⊂ Rn such that X ∩ U ⊂ Xj .
So dB (X) = dB (Xj ). It follows using the definition that dMB (X) ≥ dB (X), and
we already have the reverse inequality.
3.7 If X ⊆ ∪i Xi then
dP (X) ≤ sup dP (Xi ) ≤ sup dB (Xi ).
i i

It follows from the definition of dMB that dP (X) ≤ dMB (X). Conversely, suppose
that s > dimP (X). Then P s (X) = 0, and so we can find a collection of sets Xi
such that X ⊂ ∪i Xi with P0s (Xi ) < ∞ for each i. In particular, Nδ (Xi )δ s is
bounded as δ → 0 for each i, from which it follows that dB (Xi ) ≤ s for each
i, and hence dMB (X) ≤ s.
5.1 Take a probe space E of constant functions
E = {gc ∈ L1 (0, 1) : gc (x) = c for all x ∈ [0, 1], 0 ≤ c ≤ 1},
i.e. a set isometric to [0, 1], equipped with Lebesgue measure. Then
" "
f (x) + gc (x) dx = f (x) dx + c,
1
which is zero for at most one c ∈ [0, 1]. Thus f + g = 0 for almost every
gc ∈ E.
5.2 To show that E is compact it suffices to consider only one ‘component’
of L, i.e. to prove the compactness of E0 . Given a sequence l (n) ∈ E0 with
∞

l (n) = j −γ [φj(n) ]∗ , φj(n) ∈ Sj ,
j =1

since each Sj is compact one can extract successive subsequences and then use
a diagonal argument to find a subsequence (which we relabel) such that for
 Solutions to exercises 179

every j , φj(n) → φj as n → ∞. It is then straightforward to show that

∞

l (n) → l = j −γ φj∗ ,
j =1

where clearly l ∈ E0 .

5.3 Note that for each s one can view Ks as a subset of Rdj −1 , and that the
set (1 − t)Ka + tKb is precisely the intersection of the convex hull of Ka and
Kb with  + ((1 − t)a + tb)γ , and so in particular is a subset of K(1−t)a+b . It
follows from the Brunn–Minkowski inequality that

L dj −1 (K(1−t)a+b )1/(dj −1) ≥ (1 − t)L dj −1 (Ka )1/(dj −1) + tL dj −1 (Kb )1/(dj −1) ,

i.e. that the map s → L dj −1 (Ks )1/(dj −1) is concave. Since Uj is symmetric this
map is also symmetric, and hence it attains its maximum value when s = 0.

7.1 Denote the right-hand side of (7.4) by τ̃ . Taking any σ ∈ (0, τ (X)), there
is a sequence ǫj ∈ (0, 1) converging to 0 such that
< =
d(X, ǫj ) > ǫj−σ ≥ ǫj−σ = nj ,

where ⌊x⌋ denotes the integer part of x. Since ε(X, nj ) ≥ ǫj ,

log nj log⌊ǫj−σ ⌋ log(ǫj−σ − 1)

≥ ≥ ,
− log ε(X, nj ) log(1/ǫj ) log(1/ǫj )
which shows that τ̃ ≥ σ . Since σ < τ was arbitrary, one can conclude that
τ (X) ≤ τ .

7.2 For any d > dB (X), there exists an ǫ0 such that for any ǫ < ǫ0 one can
cover X by no more than Nǫ = ǫ −d balls of radius ǫ, with centres {xj }N ǫ
j =1 .
n
Use the Johnson–Lindenstrauss Lemma to find a function f : H → R , where
n = O(ln Nǫ ), such that
1
xi − xj  ≤ |f (xi ) − f (xj )| ≤ 2xi − xj  for all i, j = 1, . . . , Nǫ .
2
The mapping f −1 |{f (x1 ),...,f (xN )} is 2-Lipschitz onto {x1 , . . . , xN }. In particular,
it can be extended to a 2-Lipschitz map from Rn into H . Since any x ∈ X lies
within ǫ of one of the {xj }, this shows that there exists a 2-Lipschitz mapping
ϕ : Rn → H such that

dist(X, ϕ(Rn )) ≤ ǫ.

Since n = O(ln Nǫ ) = O(−d ln ǫ), it follows that τLE (X) = 0.

180 Solutions to exercises

7.3 Let μ = det(e1 , . . . , en ), and define fj : Rn → R for 1 ≤ j ≤ n by

1
fj (x) = det(e1 , . . . , ej −1 , x, ej +1 , . . . , en ).
μ
Clearly fj (ek ) = δj k , fj is linear, and hence, by the choice of (e1 , . . . , en ),
fj ∗ ≤ 1. Since fj (ej ) = 1, it follows that fj ∗ = 1.

7.4 Let {e1 , . . . , en } be an Auerbach basis for U , and {f1 , . . . , fn } the asso-
ciated elements of U ∗ such that fi U ∗ = 1 and fi (ej ) = δij . Extend each fi
to an element φi ∈ B ∗ with φi B∗ = 1, and define
n

Pu = φj (u)ej .
j =1

Then P is a projection onto U with

n
 n
 n

P u ≤ φj (u)ej  ≤ |φj (u)|ej  ≤ u = nu,
j =1 j =1 j =1

i.e. P  ≤ n. (A significantly more involved argument due to Kadec & Snobar

(1971) provides a projection whose norm is no larger than (dim(U ))1/2 , see
also Proposition 12.14 in Meise & Vogt, 1997).

8.1 Given any rank k orthogonal projection P0 , choose an orthonormal basis

{e1 , . . . , ek } for P0 H and by identifying x ∈ P0 H with the coefficients of x in
its expansion in terms of this basis define a linear map M0 : P0 H → Rk ; note
that for u ∈ P0 H , |M0 u| = u. Set L0 = M0 P0 so that L0 ∈ L (H, Rk ). Since
prevalence implies density (see comment after Lemma 5.2), given any ǫ > 0
there exists a linear map L ∈ E with L < ǫ such that L0 + L is injective on
X and satisfies

x − y ≤ C(L0 + L)(x − y)θ for all x, y ∈ X.

Using Lemma 6.1, L0 + L = MP , where P is an orthogonal projection of rank

k. If P u = 0 then

P0 u = M0 P0 u = L0 u = MP u − Lu = Lu ≤ ǫu,

and so it follows that P − P0  < ǫ.

8.2 For each n ∈ N the set


Xn = Xj
|j |≤n
 Solutions to exercises 181

has dB (Xn ) ≤ d, and hence τ ∗ (Xn ) ≤ d (Lemma 7.9). It follows from Theorem
8.1 that if k > 2d and
k − 2d
0<θ <
k(1 + d)
there is a prevalent set of maps L : B → Rk that are injective on Xn and satisfy

x − y ≤ CL,n |Lx − Ly|θ for all x, y ∈ Xn . (S.6)

Since the countable intersection of prevalent sets is prevalent, there is a prevalent

set of mappings L : B → Rk that satisfy (S.6) for every n ∈ N. In particular,
 
these mappings are injective on j Xj , since if x, y ∈ j Xj , then x, y ∈ Xn
for some n, and L is injective on Xn .

8.3 Let αj = aj ej , where the {ej } are orthonormal. If L is bi-Lipschitz on X

there exists a C > 0 such that

L(aj ej ) − L(0) = |aj |Lej  ≥ Cαj  = C|aj |,

i.e. Lej  ≥ C. Using Lemma 6.1 one can write any L : H → Rk as L = MP ,

with P an orthogonal projection of rank k. It follows that P ej  ≥ C ′ , and so
using Lemma 6.3,
∞

rank(P ) ≥ C ′ = ∞.
j =1

9.1 Expanding the norms as inner products yields

1 1 1
x2 − (x, y) − (x, z) + y2 + z2 + (y, z)
4 4 2
1 2 1 2 1 2
≤ x + y − (x, y) + x
2 2 2
1 1
+ z − (x, z) + (y2 + z2 − 2(y, z));
2
2 4
on cancelling terms
1
0≤ (y2 + z2 − 2(y, z)).
2
Applying (9.13) to {x0 , x1 , x3 } and {x2 , x1 , x3 } we obtain
2 22
2x0 − x1 + x3 2 ≤ 1 x0 − x1 2 + 1 x0 − x3 2 − 1 x1 − x3 2 ,
2 2
2 2 2 2 2 4
2 22
2x2 − x1 + x3 2 ≤ 1 x2 − x1 2 + 1 x2 − x3 2 − 1 x1 − x3 2 ,
2 2
2 2 2 2 2 4
182 Solutions to exercises

and adding these gives

2 22 2 22 3
2x0 − x3 + x1 2 + 2x2 − x3 + x1 2 + 1 x1 − x3 2 ≤ 1
2 2 2 2 
xj − xj +1 2 ;
2 2 2 2 2 2 2 2 j =0

and (9.14) follows using the triangle inequality. (In fact this inequality holds in
any CAT(0) space, see Sato (2009).)
9.2 First note that
|sj (x)| = |̺(x, xj ) − ̺(xj , x0 )| ≤ ̺(x, x0 ),
and so s(x) ∈ ℓ∞ . Then
|sj (x) − sj (y)| = |̺(x, xj ) − ̺(y, xj )|,
from which it follows immediately that s(x) − s(y)ℓ∞ ≤ ̺(x, y). The lower
bound s(x) − s(y)ℓ∞ ≥ ̺(x, y) follows using the fact that {xj } is dense:
in particular for any ǫ > 0 there exists a j ∈ N such that ̺(y, xj ) < ǫ, and
hence
|sj (x) − sj (y)| ≥ ̺(x, y) − 2̺(y, xj ) > ̺(x, y) − 2ǫ.
ikx
10.1 Since f (x) = k ck e it follows that
 1 1/2

|f (x)| ≤ |ck | ≤ 2
(1 + |k|2 )1/2 |ck |
k
1 + |k|
 1/2  1/2
 1 
≤ 2
(1 + |k|2 )|ck |2
k
1 + |k| k

≤ Cu2H 1 .
Since |k|≤n ck eikx is continuous for each n, f is the uniform limit of continuous
functions, so continuous.
10.2 Take a sequence {un }∞ β
n=1 with un bounded in D(A ). Let
∞
 n
 2β
un = cn,j wj , so that Aβ un 2 = λj |cn,j |2 ≤ M
j =1 j =1

for some M > 0. It follows that for each j , {cn,j }∞

n=1 is a bounded sequence
of real numbers, one can find a succession of subsequences and then use the
standard diagonal method to find a subsequence (which we relabel) such that
for every n,
cn,j → cn∗ as j → ∞.
 Solutions to exercises 183

∞ ∗ 2β
Let u = n=1 cn wn ; note that n λn |cn∗ |2 ≤ M. Now,
∞

Aα (un − u)2 = λ2α ∗ 2
j |cn,j − cn |
n=1
m ∞

−2(β−α) 2β
≤ λ2α ∗ 2
j |cn,j − cn | + λm+1 λj |cn,j − cn∗ |2
n=1 n=m+1
m
 −2(β−α)
≤ λ2α ∗ 2
j |cn,j − cn | + 2Mλm+1 .
n=1

Given ǫ > 0, choose m sufficiently large that the second term is ≤ ǫ/2; one
can then choose j large enough to ensure that the first term (with involves only
a finite number of coefficients) is also ≤ ǫ/2.

10.3 Since
d γ −λt
(λ e ) = γ λγ −1 e−λt − tλγ e−λt = λγ e−λt [γ λ−1 − t],
dλ

λγ e−λt attains its maximum when λ = γ /t. Thus


γ γ e−γ t −γ 0 < t < γ /λ1
max λγ e−λt = γ
λ≥λ1 λ1 e−λ1 t t ≥ γ /λ1 ,

from which (10.7) follows. Now

" ∞ " γ /λ1 " ∞
γ
Aγ e−At L (H ) dt ≤ γ γ e−γ t −γ dt + λ1 e−λ1 t dt
0 0 γ /λ1
 1−γ
1 γ γ −1 −γ
≤ γ γ e−γ + λ1 e
1−γ λ1
−γ
γ −1 e
= λ1 .
1−γ

10.4 From the variation of constants formula

" t
u(t) = e−At u0 + e−A(t−s) g(u(s)) ds,
0

and so
" t
Aβ u(t) = Aβ e−At u0 + Aβ e−A(t−s) g(u(s)) ds.
0
184 Solutions to exercises

Using (10.7) and (10.8)

" t
Aβ u(t) ≤ Aβ−α e−At L (H ) Aα u0  + Aβ e−A(t−s) L (H ) Aα u(s) ds
0
≤ t α−β Aα u0  + Iβ sup Aα u(s) < ∞.
0≤s≤t

10.5 Taking the inner product of du/dt + Au + B(u, u) = 0 with u yields

1 d
u2 + Du2 = 0,
2 dt
using (Au, u) = Du2 (10.16) and (B(u, u), u) = 0 (10.17). Now use the
Poincaré inequality (10.19) u ≤ Du, so that
1 d
u2 = −Du2 ≤ −u2 .
2 dt
It follows that

u(t)2 ≤ u0 2 e−2t ,

and so u(t) → 0 as t → ∞.

10.6 Given u = k∈Ż2 ck eik·x ,

 
Dj u = ikj ck eik·x implies that Dj u2 = |kj |2 |ck |2 .
k∈Ż2 k∈Ż2

Thus
2
  
Du2 = Dj u2 = |k|2 |ck |2 ≥ |ck |2 = u2 .
j =1 k∈Ż2 k∈Ż2

11.1 Let X be compact and invariant. Since X is compact it is bounded, so it

is attracted to A . Therefore

dist(S(t)X, A ) = dist(X, A ) → 0 as t → ∞,

i.e. dist(X, A ) = 0 so X ⊆ A . Similarly, if Y attracts all bounded sets then Y

attracts A , and so

dist(S(t)A , Y ) = dist(A , Y ) → 0 as t → ∞,

i.e. dist(A , Y ) = 0 so that A ⊆ Y .

11.2 Clearly if x = limn→∞ S(tn )bn , tn → ∞, and bn ∈ B then


x∈ S(s)B
s≥t
 Solutions to exercises 185

for all t ≥ 0, since the right-hand side is closed. Conversely, if


x∈ S(s)B
t≥0 s≥t

then for any sequence tn → ∞


x∈ S(s)B.
s≥tn

For any n such that x ∈ s≥tn S(s)B, there exists a τn and bn such that x =
S(τn )bn . Otherwise

x = lim S(sj )bj

j →∞

for some sequences sj and bj ∈ B. If sj is unbounded then we are done; if sj

is bounded then one can find a τn and bn ∈ B such that x − S(τn )bn  < 1/n.

11.3 Suppose that A is not connected. Then there exist open sets O1 and O2
such that O1 ∩ A = ∅ and O2 ∩ A = ∅,

O1 ∪ O2 ⊃ A , and O1 ∩ O2 = ∅.

Since the compact attracting set K ⊂ B(0, R) for some R > 0, and a ball in
B is connected, it follows that S(t)B(0, R), the continuous image of B(0, R),
is connected. Since A attracts B(0, R), for t sufficiently large, S(t)B(0, R)
is contained either wholly in O1 or wholly in O2 . Since B(0, R) ⊃ K,
ω(B(0, R)) ⊃ ω(K) and hence A = ω(B(0, R)) is contained in either O1 or
O2 , contradicting our initial assumption.

11.4 For any u0 ∈ U (X), u0 = S(t)u(−t); since u(t) → X as t → −∞, it

follows that γ− = ∪t≤0 u(t) is bounded. Thus

dist(u0 , A ) = dist(S(t)u(−t), A ) ≤ dist(S(t)γ− , X) → 0

as t → ∞, and hence u0 ∈ A .

11.5 1Rearrange the governing inequality and multiply by the integrating factor
t
exp(− s a(u) du):
d % − 1 t a(u) du & 1t
e s x(t) ≤ b(t)e− s a(u) du ≤ b(t).
dt
Integrate this inequality from s to t + r, so that
1 t+r
" t+r
e− s a(u) du x(t + r) ≤ x(s) + b(u) du ≤ x(s) + B,
s
186 Solutions to exercises

i.e.
1 t+r
a(u) du
x(t + r) ≤ e s [x(s) + B] ≤ eA [x(s) + B].
Now integrate again from t to t + r with respect to s to obtain
rx(t + r) ≤ eA [X + rB],
and hence x(t + r) ≤ eA [B + (X/r)].
11.6 (i) Returning to (11.9), we retain the term in Au2 to give
d
Du2 + Au2 ≤ f 2 .
dt
Integrating from 0 to 1 then yields
" 1
2
Du(1) + Au(s)2 ds ≤ f 2 + Du0 2 ≤ 7f 2 .
0

(ii) Using the triangle inequality on (11.6),

ut  ≤ Au + B(u, u) + f 
≤ Au + c1 u1/2 DuAu1/2 + f 
3 c2
≤ Au + 1 uDu2 + f ,
2 2
whence
9 c4
ut 2 ≤ Au2 + 1 u2 Du4 + 2f 2
2 2
9
≤ Au2 + 36c14 f 6 + 2f 2 .
2
It follows that
" 1
9  
ut (s)2 ds ≤ (7f 2 ) + 36c14 f 6 + 2f 2 =: It (c1 , f ).
0 2
(iii) Differentiating (11.6) with respect to t we obtain
dut
+ Aut + B(u, ut ) + B(ut , u) = 0.
dt
Taking the inner product of this with ut yields
1 d
ut 2 + Dut 2 = −(B(ut , u), ut )
2 dt
≤ c2 ut Dut Du
1 c2
≤ Dut 2 + 2 ut 2 Du2 ,
2 2
 Solutions to exercises 187

using the orthogonality property (10.17) and the inequality (11.11). Since
Du(t)2 ≤ 6f 2 it follows that
d
ut 2 + Dut 2 ≤ c22 ut 2 Du2 ≤ 6c22 f 2 ut 2 .
dt
Dropping the Dut 2 and integrating with respect to t from s to 1 yields
" 1
2 2 2 2
ut (1) ≤ ut (s) + 6c2 f  ut (r)2 dr,
s

and integrating once more from 0 to 1 with respect to s we obtain

" 1
2 2 2
ut (1) ≤ (1 + 6c2 f  ) ut (s)2 ds ≤ (1 + 6c22 f 2 )It =: ρt2 .
0

(iv) Once again we use the triangle inequality on (11.6), this time to obtain

Au ≤ ut  + B(u, u) + f 

≤ ut  + c1 u1/2 DuAu1/2 + f 
c12 1
≤ ut  + uDu2 + Au + 2f ,
2 2
whence

Au(1) ≤ 2ut (1) + c12 u(1)Du(1)2 + 2f 

, √ -
≤ 2ρt + 6 2c12 f 3 + f  =: ρA .

Since A is invariant, if u1 ∈ A there exists u0 ∈ A such that u1 = S(1)u0 ,

and hence Au1  = AS(1)u0  ≤ ρA for every u1 ∈ A .

12.1 Clearly, for each λ > 0 and x ∈ K, Df (x) ∈ Lλ/2 (X) for all λ > 0 and
νλ (Df (x)) = ν(x). Consequently, for each 0 < λ < 12 ,
 
log (ν + 1) Dλ
dB (K) ≤ ν .
log(1/2λ)
Taking the limit as λ → 0 we obtain dB (K) ≤ ν.
1t
12.2 For Y (t) to be a supersolution of ẏ = a + b 0 (t − s)α y(s) ds we require
" t
2aeKt ≥ a + 2ab (t − s)−α eKs ds,
0
i.e.
" t " t
2 ≥ e−Kt + 2b (t − s)−α e−K(t−s) ds = e−Kt + 2bK −(1−α) u−α e−u du.
0 0
188 Solutions to exercises

1∞
Since Ŵ(z) = 0 t z−1 e−t dt, this is certainly ensured if
2bŴ(1 − α)
2 ≥ e−Kt + .
K 1−α
So it suffices to choose K = (2bŴ(1 − α))1/(1−α) . (In the case considered in this
exercise, this argument, due to Robinson (1997), offers a significantly simpler
proof than that due to Henry (1981, Lemma 7.1.1); while Henry’s result is
sharper, the bound here is often sufficient in applications.)

12.3 Using the bounds on Aα e−At  in (10.9) and (10.10), there exists a
constant c > 0 such that

Aα e−At Qn  ≤ ct −α e−(λn+1 −1)t for all t ≥ 0.

Therefore

Qn DS(t; u0 )L (D(Aα ))

" t
−λn+1 t
≤e + cM (t − s)−α e−(λn+1 −1)(t−s) DS(s; u0 )L (D(Aα )) ds.
0

Using (12.10), for all 0 ≤ t ≤ 1,

" t
Qn DS(t; u0 )L (D(Aα )) ≤ e−λn+1 t + cKM (t − s)−α e−(λn+1 −1)(t−s) ds
0
" t
−λn+1 t
≤e + cKM u−α e−(λn+1 −1)u du,
0
1∞ z−1 −t
and since Ŵ(z) = 0 t e dt,
cKMŴ(1 − α)
Qn DS(1; u0 )L (D(Aα )) ≤ e−λn+1 + . (S.7)
(λn+1 − 1)1−α
1/d
12.4 If ω̄d < √ α1 (Df (u)) then, using Lemmas 12.8 and 12.9, the number of
1/d
balls of radius 2ω̄d needed to cover Df (u)[B(0, 1)] is bounded by

4j ωj (Df (u))
j/d
,
ω̄d
j/d 1/d
where j is the largest integer such that ω̄d ≤ αj . Since ω̄d ≥ ᾱd , it follows
that j ≤ d. So no more than
4j ωj (Df (uj )) ω̄j
max j/d
≤ max 4j j/d
=: M
1≤j ≤d ω̄d 1≤j ≤d ω̄d
√ 1/d
balls of radius 2ω̄d are required to cover Df (u)[B(0, 1)].
 Solutions to exercises 189

1/d
Alternatively, if ω̄d ≥ α1 (Df (u)) then
1/d
Df (u)[B(0, 1)] ⊆ B(0, α1 (Df (u))) ⊆ B(0, ω̄d ),
√ 1/d
and it requires only one ball of radius 2ω̄d to cover Df (u)[B(0, 1)] in this
case.
1/d
Thus Df (u)[B(0, 1)] can always be covered by M balls of radius 2ω̄d .
12.5 We need to have θ < 1 in order to apply Lemma 12.1. Using the hint
repeatedly, note that for each u ∈ K

ωj (D[f k ](u)) ≤ ωj (Df (f k−1 (u))) · · · ωj (Df (u)) ≤ ω̄jk ;

if we consider f k rather than f we can replace ω̄j by ¯ j := ω̄jk . Thus given d
and γ such that (12.12) holds, we can find a k sufficiently large such that
¯d 1/d k/d
2 = 2ω̄d <1

and
1/d ¯j k/d γ ω̄jk
¯ d )γ max 4j
(2 = (2ω̄d ) max 4j
1≤j ≤d ¯ j/d
 d
1≤j ≤d ω̄d
kj/d

* +k/d
γ d γ ω̄jd
≤ 2 4 ω̄d max j < 1. (S.8)
1≤j ≤d ω̄
d

We now apply Lemma 12.1, making use of the observation in the footnote.

12.6 Since qj is concave, there exist α, β such that qj ≤ −αj + β: choose

α and β such that 0 < qn−1 = −α(n − 1) + β and 0 > qn = −αn + β. In
particular it follows that β/α < n. The argument above leading to the lower
bound on γ uses only upper bounds on the q̄j s, so dB (A ) ≤ γ provided that
j (−αd + β) − d(−αj + β) β(d − j ) βd
γ > max = max ≤ .
1≤j ≤d −αd + β 1≤j ≤d αd − β αd − β
Since d is arbitrary, one can let d → ∞ and show that dB (A ) ≤ γ provided
that γ > β/α. But β/α < n, so dB (A ) ≤ n.
12.7 Denote by wj the eigenfunction corresponding to λj , and expand each
φj in terms of the eigenbasis {wj } to obtain
n n ∞ ∞
 n
 
A1/2 φj 2 = λk |(φj , wk )|2 = λk |(φj , wk )|2 .
j =1 j =1 k=1 k=1 j =1

Since φj  = 1 we have nj=1 ∞ 2

k=1 |(wk , φj )| = n, and since the {φj } are
n 2
orthonormal we have j =1 |(wk , φj )| ≤ 1, from which the result follows.
190 Solutions to exercises

12.8 Given a set {φj }nj=1 that is orthonormal in H , for any u ∈ A we have
n
 n
 n

(φj , −Aφj + Dg(u)φj ) ≤ − A1/2 φj 2 + M Aα φj φj 
j =1 j =1 j =1
n
 n

≤− A1/2 φj 2 + M A1/2 φj 2α φj 2−2α
j =1 j =1
⎛ ⎞α
n
 n

≤− A1/2 φj 21/2 +M ⎝ A1/2 φj 2 ⎠ n1−α
j =1 j =1
⎡ ⎤
n

≤ (1 − α) ⎣− A1/2 φj 2 + M 1/(1−α) n⎦
j =1
⎡ ⎤
n

1/(1−α)
≤ (1 − α) ⎣− λj + M n⎦ .
j =1

It follows from (12.13) that the final line provides an upper bound for
qn (DS(1; u0 )) which is uniform over all u0 ∈ A . Since this bound is a con-
cave function of n, it follows from Exercise 12.6 that dB (A ) ≤ n once the
right-hand side is negative, which gives (12.15).

13.1 Write w = u − v. Then

2β
Aβ w2 = Aβ (Pn w + Qn w)2 = Aβ Pn w2 +Aβ Qn w2 ≥ λn+1 Qn w2

and

L2 w2 = L2 Pn w2 + L2 Qn w2 .

Whence
2β
(λn+1 − L2 )Qn w2 ≤ L2 Pn w2 .
2β
If n is large enough that λn+1 > 2L2 then

Qn (u − v) ≤ Pn (u − v) for all u, v ∈ A . (S.9)

Now define φ : Pn A → Qn H by φ(Pn u) = Qn u for all u ∈ A . The inequality

(S.9) shows that this is well defined and 1-Lipschitz where defined; as in the
proof of Theorem 13.3 this function can be extended to a 1-Lipschitz function
 : Pn H → Qn H .
 Solutions to exercises 191

13.2 If y(0) ≤ (δ/γ )1/2 then clearly y(t) ≤ (δ/γ )1/2 for all t ≥ 0. If y(0) ≥
(δ/γ )1/2 then there exists t0 ∈ (0, ∞) such that

y(t) ≥ (δ/γ )1/2 for 0 ≤ t ≤ t0

and

y(t) ≤ (δ/γ )1/2 for t ≥ t0 .

For t ∈ [0, t0 ] consider z(t) = y(t) − (δ/γ )1/2 ≥ 0; then

y 2 = (z + (δ/γ )1/2 )2 ≥ z2 + (δ/γ ),

and so
 
2 2 δ
ż + γ z ≤ ẏ + γ y − ≤ 0.
γ

Integrating ż + γ z2 ≤ 0 yields

1 1
z(t) ≤ ≤ .
z0−1 + γ t γt

This implies (13.15) for t ∈ [0, t0 ], and since y(t) ≤ (δ/γ )1/2 for all t ≥ t0 the
result follows.

13.3 The eigenvalues are the sums of two square integers (positive and
negative); so we will have reached 2k 2 once we have taken [2(k − 1)]2 + 1
combinations of integers with modulus ≤ k. So if 4(k − 1)2 < n ≤ 4k 2
then

2k 2 ≤ λn < 2(k + 1)2 ;

since k − 1 ≤ (n/4)1/2 ≤ k,

1 1/2
2
n ≤ k < k + 1 < n1/2 ,

and so 21 n ≤ λn < 2n.

192 Solutions to exercises

∞
13.4 Put u = j =1 cj wj . Then
∞

Aα u2 = λ2α
j |(u, wj )|
2

j =1
∞

= λ2α
j |cj |
2α/β
|cj |2(1−(α/β))
j =1
⎛ ⎞β/α ⎛ ⎞1−(α/β)
∞ ∞
2β
≤⎝ λj |cj |2 ⎠ ⎝ |cj |2 ⎠
j =1 j =1
β α/β 1−(α/β)
= A u u ,
using Hölder’s inequality with exponents (α/β, 1/(1 − α/β)).
13.5 Fix an n ≥ n0 , and let X be a subset of A that is maximal for the relation
Qn (u − v)α ≤ Pn (u − v)α for all u, v ∈ X.
As in the proof of Theorem 13.3(ii), it follows that there exists a 1-Lipschitz
function n : Pn H → Qn H such that X ⊂ GPn H [n ].
If u ∈ A but u ∈/ X then there is a v ∈ X such that
Qn (u − v)α ≥ Pn (u − v)α . (S.10)
Since S(t ∗ )A = A (because A is invariant) there exist ū, v̄ ∈ A such that
u = S(t ∗ )ū and v = S(t ∗ )v̄; since (S.10) implies that (13.16) cannot hold, it
follows from (13.17) that
u − v ≤ δn ū − v̄ ≤ 2Mδn .
Since v ∈ GPn H [n ] this implies that A lies within a 4Mδn neighbourhood of
GPn H [n ] as claimed.
13.6 Given a u∗ ∈ H 2 \ H 3 , set f = Au∗ + B(u∗ , u∗ ). Then f ∈ L2 and u∗
is a stationary solution of the equations. The attractor must contain u∗ , and
hence cannot be bounded in H 3 .
13.7 Assume that w(0) = 0; we will show that w(t) = 0 for any t ≥ 0.
Taking the inner product of (13.7) with w yields
1 d
w2 + A1/2 w2 = (w, h(t)).
2 dt
Dividing by L(t)w2 we obtain
1 d 2 (w, h(t)) 1 h2
w + Q̃(t) = ≥ − − ,
2L(t)w2 dt L(t)w2 L(t) L(t)w2
 Solutions to exercises 193

and using (13.9) this gives

1 d
w2 + Q̃(t) ≥ −1 − 2K Q̃2α ≥ −1 − 2α Q̃ − (1 − 2α),
2L(t)w2 dt

using Young’s inequality (ab ≤ (a p /p) + (bq /q) when p−1 + q −1 = 1). Thus
1 d
w2 + cQ̃(t) ≥ −c′ .
2L(t)w2 dt

Since Q̃ is bounded, this inequality is simply

1 d
(− log L(t)) ≥ −C,
2 dt
and so

− log L(t) + log L(0) ≥ −2Ct.

Thus log L(t) ≤ 2Kt + log L(0), and hence w(t) = 0.

14.1 If M T Me = λe then

MM T (Me) = M[M T Me] = M[λe] = λ[Me]

and if MM T ê = λê then

M T [MM T ê] = M T M[M T ê] = M T [λê] = λ[M T ê].

14.2 For any z ∈ RN , write


Lz = cα,j (z, eα )êj = Mz c,
α,j

where c ∈ RNk with components cα,j , and Mz is a transformation from RNk

into Rk with components

[Mz ]i,{α,j } = (z, eα )δij α = 1, . . . , N ; i, j = 1, . . . , k.

In order to apply Lemma 14.3 we need to find the singular values of Mz . We

calculate these by considering Mz MzT rather than MzT Mz , since

[Mz MzT ]r,s = [Mz ]r,{α,j } [Mz ]s,{α,j }
α,j

= (z, eα )δsj (z, eα )δrj = |z|2 δrs :

MM T has k nonzero singular values, all of which are |z|.

194 Solutions to exercises

14.3 Given x ∈ RN and L ∈ E, write Lx = Mx c with Mx as in Exercise 14.2

and c ∈ RNk depending on L. Lemma 14.3 shows that
 k
Vol{c ∈ BNk ) : |Mx c| < δ} δ
≤ CNk,k ,
Vol(BNk ) |x|
since the kth largest singular value of Mx is k, using the result of the previous
exercise.

14.4 We have
* +1/2
μα 2μ − 2μ2 + 34 μ3 − · · · (μ − 21 μ2 + 16 μ3 − · · · )2
(μ) ∼ −
μ − ··· 2μ μ2
μα 6 71/2
= (1 − μ + 32 μ2 − · · · ) − (1 − 12 μ + 61 μ2 )2
μ − ···
μα 6 71/2
= (1 − μ + 32 μ2 − · · · ) − (1 − μ + 14 μ2 + 13 μ2 + . . .)
μ − ···
μα 1 2 μα
= [ 12 μ + · · · ]1/2 ∼ √ .
μ − ··· 2 3

15.1 Using the series expansion of (1 − ξ )−1 for ξ ∈ R repeatedly,

n
1 # 
1
= xnj = xα .
(1 − x) i=1 j ≥0 α≥0

Applying D β to both sides yields (15.10).

15.2 Since α≥0 cα (y − x)α converges for |y − x| ≤ ǫ, it follows that


μ := |cα |ǫ |α| < ∞,
α≥0

and in particular |cα |ǫ |α| ≤ μ for every α ≥ 0.

Now take q with 0 < q < 1. Then for any y with |y − x| ≤ qǫ,
  α!
|D β cα x α | ≤ |cα | q |α−β| ǫ |α−β|
α≥0 α≥β
(α − β)!
μ  α!
≤ |β|
q α−β
ǫ α≥β (α − β)!
μ β!
= |β|
,
ǫ (1 − q)n+|β|
 Solutions to exercises 195

using (15.10). It follows that for |y − x| ≤ qǫ, D β f (y) is continuous and given
by
 α!
D β f (y) = cα (y − x)α−β .
α≥β
(α − β)!

In particular, for any multi-index β,

|D β f (y)| ≤ M|β|!τ −|β| ,
where
μ
M= and τ = (1 − q)ǫ.
(1 − q)n
Finally, differentiating (15.1) at y = x shows that cα = (1/α!)D α f (x).
15.3 For every x ∈  there are positive numbers M(x), τ (x), and ǫ(x) > 0
such that
|D β f (y)| ≤ M(x)|β|!τ (x)−|β| for all |y − x| < ǫ(x).
If K is a compact subset of , a finite number of the balls {B(x, ǫ(x))} covers
K, say {B(xj , ǫ(xj )}N
j =1 . Then for every x ∈ K,

|D β f (x)| ≤ M|β|!τ −|β| ,

where M = maxj M(xj ) and τ = minj τ (xj ).
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 Index

absorbing set, 117 bi-Lipschitz mapping, 84

almost bi-Lipschitz embeddings into Borel–Cantelli Lemma, 43, 45, 77, 98
Euclidean spaces, 97 bounded linear maps, 41
for metric spaces, 100 decomposition in: Banach spaces, 78;
analytic function, see real analytic function Hilbert spaces, 57
approximate inertial manifold, 143 box-counting dimension, 31
Assouad dimension, 81, 83, 85 lower, see lower box-counting dimension
almost bi-Lipschitz embeddings into Hilbert non-existence in general, 31
spaces, 94 of products, 35
bi-Hölder embeddings into Euclidean upper, see upper box-counting dimension
spaces, 94 Brouwer Fixed Point Theorem, 10, 12
bounds upper box-counting dimension, 85 Brunn–Minkowski inequality, 54, 56
embedding into Euclidean spaces when
dA (X − X) < ∞, 97 Cc∞ () (C ∞ functions with compact support
ill-behaved for difference sets, 89 in ), 106
monotonicity, 85 Cantor set, 31, 58
not sufficient for bi-Lipschitz embeddings CAT(0) space, 182
into Euclidean spaces, 92 covering, 8
of orthogonal sequences, 88–91 Lebesgue number, 13, 18
of products, 86 mesh size, 10
of Rn , 85 order, 8
of unions, 85 refinement, 8
attracting set, 115 covering dimension, 7, 8
attractor, see global attractor bounded by Hausdorff dimension, 27
Auerbach basis, 79, 127 characterised in terms of: Assouad
existence, 74 dimension, 85; box-counting dimension,
39; Hausdorff dimension, 29
BN = BN (0, 1) (unit ball in RN ), 42 embedding into Euclidean spaces, 17
BZ (0, r) (r-ball in the space Z), 123 monotonicity, 8
backwards uniqueness, 136, 144 of compact sets, 13
Baire Category Theorem, 13, 17, 177 of products, 9, 40
ball, image under a linear map, 133, 146 of unions, 9
bi-Lipschitz embedding covering lemma, 30
finite Assouad dimension not sufficient, 92
finite box-counting dimension not sufficient, dA , see Assouad dimension
81 dB , see upper box-counting dimension

202
 Index 203

dH , see Hausdorff dimension general method, 124; when Df has finite

dLB , see lower box-counting dimension rank, 132; when Df ∈ L1 , 130; when
decomposition of bounded linear maps Df ∈ Ls , s < t 41 , 129
Banach spaces, 78 contains unstable sets, 121
Hilbert spaces, 57 dimension and degrees of freedom, 168
degrees of freedom, 168 existence for: Navier–Stokes equations,
density of prevalent sets, 48 119; semilinear parabolic equations, 118;
determining nodes, 167 necessary and sufficient condition, 117
diameter of a set, 10 is connected, 121
difference set, 41, 161 is the maximal compact invariant set, 115,
for metric spaces, 100 121
ill-behaved with Assouad dimension, 89 is the minimal closed attracting set, 115, 121
differential inequality is union of all globally bounded solutions,
a version of Henry’s Lemma 7.1.1, 132 118
Ghidaglia’s Lemma, 143 of Navier–Stokes equations: has zero
Uniform Gronwall Lemma, 121 Lipschitz deviation when f ∈ L2 , 142;
dim, see covering dimension is bounded in D(A) when f ∈ H , 122;
dist (Hausdorff semi-distance), 10 is real analytic when f is real analytic,
doubling space, 84 168
if and only if homogeneous space, 84 parametrised by point values, 160
dual thickness, 65, 69 uniqueness, 115
bounded by Lipschitz deviation in a Hilbert graph of a function, Hausdorff dimension, 29
space, 72 Gromov–Hausdorff metric, 92
bounded by the upper box-counting
dimension, 71 H s (), see Sobolev spaces
is zero when thickness exponent is zero, 73 Haar null, 47
Hahn–Banach Theorem, 60, 71, 79, 95
ǫ-mapping, 13 Hausdorff dimension, 23
eigenvalues, asymptotics, 137, 139, 143, 164 bounded by box-counting dimensions, 34
embedding into Euclidean spaces bounds covering dimension, 27
for metric spaces, 100 embedding into Euclidean spaces when
when dA (X − X) is finite, 97 dH (X − X) < ∞, 60
when dB (X) is finite, 43, 75 impossibility of general linear embedding,
when dH (X − X) is finite, 60 58
when dim(X) is finite, 17 Mañé’s embedding result, 57
Euclidean space, see Rn monotonicity, 24
of a graph, 29
fractal, 29 of products, 25, 35, 40
fractional power spaces, 107 under Hölder continuous maps, 24
and Sobolev spaces, 108 Hausdorff measure, 21
compact embeddings, 108, 113 and Lebesgue measure, 22
interpolation inequality, 141, 143, 164 spherical, 30
Frostman’s Lemma, 25 Hausdorff semi-distance, 10
Heisenberg group, 91
Gδ (countable intersection of open sets), 17 Hölder continuity, 24, 34, 43, 149
general position, 14 Hölder continuous inverse
generic, 17 of linear embedding map, 75
geometric independence, 15 homogeneity, 83
global attractor, 105, 115 if and only if doubling, 84
bound on upper box-counting dimension: of subsets of Euclidean spaces, 83
for semilinear parabolic equations, 130; under bi-Lipschitz maps, 84
204 Index

In (unit cube in Rn ), 10 metric outer measure, 21

inductive dimensions, 7, 17, 18 modified upper box-counting dimension, 40,
equal to covering dimension in a separable 63
metric space, 19 equal to packing dimension, 40
inertial manifold, 167 multi-index, 107, 161, 169
interpolation inequality in fractional power
spaces, 141, 143, 164 Navier–Stokes equations, 30, 109–113, 139,
invariant set, 115 144
isometric embedding of metric spaces as a semilinear parabolic equation, 113
ℓ∞ , 101 attractor: existence, 119; has zero Lipschitz
L∞ (X), 100 deviation when f ∈ L2 , 142; has zero
thickness when f is smooth, 138; is
Johnson–Lindenstrauss Lemma, 74 ‘smooth’ when f is smooth, 138; is
bounded in D(A) when f ∈ H , 122; is
K(B) (compact linear maps from B into B), real analytic when f is real analytic, 168
125 determining nodes, 167
Kuratowski embedding, 100 generate a semigroup, 110
heuristic theories of turbulence, 169
L2per (, Rd ) (periodic functions in in functional form, 111
L2 (, Rd )), 160 orthogonality properties of nonlinear term,
Lλ (sums of compact maps and contractions), 111
125 negatively invariant set, 123
L n (n-dimensional Lebesgue measure), 22 nonlinear semigroup, see semigroup
Lebesgue covering dimension, see covering
dimension n (volume of unit ball in Rn ), 22
Lebesgue Covering Theorem, 10 omega limit set, 116, 121
Lebesgue number of a covering, 13, 18, 171 order of a covering, 8
linear operator order of vanishing, 162
fractional powers, 107 and zero set, 163
Lipschitz deviation, 65, 68 orthogonal projection, 81
bounded by the thickness exponent, 68 rank, 62
bounds the dual thickness in a Hilbert space, orthogonal sequence, 25, 63, 78, 82, 99
72 Assouad dimension, 88–91
is zero for the attractors of certain box-counting dimensions, 36
semilinear parabolic equations, 139 dual thickness, 80
lower box-counting dimension, 32, 77 thickness exponent, 67
bounded by upper box-counting dimension, outer measure, 20
32
bounds Hausdorff dimension, 34 packing dimension, 40
in general no embeddings with Hölder equal to modified upper box-counting
inverse, 81 dimension, 40
of orthogonal sequences, 36 periodic orbit
of products, 35 minimal period: for ODEs, 153; for
L (X) (space of bounded linear maps from X semilinear parabolic equations, 156
into X), 41 obstruction to the Takens Time-Delay
L (X, Y ) (space of bounded linear maps from Theorem, 152
X into Y ), 41 periodic point, 150
Poincaré inequality, 112, 114, 120
measurable set, 21, 22 polyhedron, 15
measure, 21 prevalence, 46, 47, 48
mesh size, 10 implies density, 48
 Index 205

preserved under: countable unions, 49; finite thickness exponent, 46, 64, 65
unions, 49 alternative definition, 73
probability measure, 21 bounded by the upper box-counting
probe space, 48 dimension, 66
products of sets bounds the Lipschitz deviation, 68
Assouad dimension of, 86 in two spaces, 65
box-counting dimensions of, 35 of an orthogonal sequence, 67
covering dimension of, 9, 40 of set of real analytic functions, 163
Hausdorff dimension of, 25, 35, 40 related to bounds in Sobolev spaces, 137
projection, see also orthogonal projection zero for: ‘smooth’ sets, 67, 137; the
rank in ℓp , 78 Navier–Stokes attractor when f is
smooth, 138
quadrilateral inequality, 93, 100 zero implies zero dual thickness, 73
zero thickness implies zero dual thickness,
rank 70
of orthogonal projection, 62 turbulence, 169
of projection in ℓp , 78
real analytic function, 160, 161 Uniform Gronwall Lemma, 121
bounds on derivatives, 169 unit ball, volume, 22
has finite order of vanishing, 162 unit cube, hyperplane slices of, 52
zero set, 163 unstable set, 121
refinement of a covering, 8 contained in global attractor, 121
upper box-counting dimension, 32
semigroup, 105 alternative definitions, 39
generated by: a semilinear parabolic bounded by Assouad dimension, 85
equation, 109; the Navier–Stokes bounds: Hausdorff dimension, 34; the dual
equations, 110 thickness, 71; the thickness exponent, 66
semilinear parabolic equation, 108 can be calculated through a geometric
existence of global attractor, 118 sequence, 33
finite-dimensional attractor, 130 embedding into: Rk for subsets of RN , 43;
generates a semigroup, 109 Euclidean spaces, 75
minimal period of periodic orbits, 156 finite for attractors of semilinear parabolic
shyness, 47 equations, 130
for subsets of Rn , 48 impossibility of bi-Lipschitz embeddings in
preserved under finite unions, 48 general, 81
simplex, 15 in two spaces, 35
singular values of a matrix, 146, 158 modified, see modified upper box-counting
Sobolev spaces, 106 dimension
and continuous functions, 107, 113 monotonicity, 33
and fractional power spaces, 108 of an invariant set, 124
spherical Hausdorff measure, 30 of orthogonal sequences, 36
squeezing property, 143 of products, 35
Stokes operator, 111 of set of real analytic functions, 163
eigenvalues on [0, 2π ]2 , 143 of unions, 33
of unit cube in Rn , 34
Takens Time-Delay Embedding Theorem under Hölder continuous maps, 34
in RN , 149 variation of constants formula, 108, 113, 130,
in a Banach space, 154 156
obstruction from existence of periodic Vitali Covering Theorem, 23
orbits, 152
τ (X), see thickness exponent weak derivative, 106