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# Inequivalent Quantizations of the Rational Calogero Model

## Abstract

We show that the self-adjoint extensions of the rational Calogero model with suitable boundary conditions leads to inequivalent quantizations of the system. The corresponding spectrum is non-equispaced, consisting of infinitely many positive energy states and at most a single negative energy state. These new states appear for arbitrary number of particles and for specific range of coupling constant.

Calogero model, Self-adjoint extension, Bound states  preprint: SINP-TNP/02-23

The rational Calogero model is described by $`N`$ identical particles interacting with each other through a long-range inverse-square and harmonic interaction on the line calo3 . This is one of the most celebrated examples of exactly solvable many-particle quantum mechanical systems pr . This model and its variants pr  are relevant to the study of many branches of contemporary physics, including generalized exclusion statistics poly , quantum hall effect qhe , Tomonaga-Luttinger liquid ll , quantum chaos rmt , quantum electric transport in mesoscopic system qet , spin-chain models hs , Seiberg-Witten theory sw  and black holes black .

The spectrum of the $`N`$-particle rational Calogero model was first obtained almost three decades ago, which has since been analyzed using a variety of different techniques brink . In his original work calo3 , Calogero used the boundary condition that the wavefunction and the current vanish when any two or more particles coincide. With this boundary condition the Hamiltonian is self-adjoint, which ensures the reality of eigenvalues as well as the completeness of the states. The central issue that we address in this Letter is whether the spectrum obtained for rational Calogero model is unique or does the system admit inequivalent quantizations leading to different spectra? One way to address this issue is to look for more general boundary conditions for which the Calogero Hamiltonian is self-adjoint. The possible boundary conditions for an operator are encoded in the choice of its domains, which are classified by the self-adjoint extensions reed  of the operator. We are thus naturally led to the study of the self-adjoint extensions of the Calogero model. It may be noted that self-adjoint extensions are known to play important roles in a variety of physical contexts including Aharonov-Bohm effect gerbert , two and three dimensional delta function potentials jackiw , anyons manuel , anomalies esteve , $`\zeta `$-function renormalization falo , particle statistics in one dimension bal  and black holes trg . Indeed, the self-adjoint extensions of the rational Calogero model in absence of the confining interaction has recently been studied we .

In this Letter we shall show that the Calogero model in presence of the confining interaction can indeed be consistently quantized with choices of boundary conditions different than what was considered in Ref. calo3 . It will be shown that under certain conditions, the corresponding Hamiltonian admits self-adjoint extensions labelled by $`e^{iz}`$ where $`zR`$ (mod $`2\pi `$). The parameter $`z`$ classifies the possible boundary conditions for which the Hamiltonian is self-adjoint. In any given situation, the physical interpretation of $`z`$ depends on the details of the particular problem reed . For example, in a description of black holes in terms of the Calogero model black , $`z`$ is related to the mass and entropy of the black hole trg . As another example, in the realization of generalized exclusion statistics within the framework of Calogero model poly , $`z`$ is related to the statistical parameter.

As a consequence of the self-adjoint extensions, we get a new class of bound states for the Calogero model. Unlike the known spectrum obtained by Calogero calo3 , we find infinitely many energy states which are not equispaced except for special values of $`z`$. Moreover, the spectrum in general includes a single negative energy bound state. This is the first time in the literature that the existence of non-equispaced energy levels with a single negative energy state have been found for the the rational Calogero model. The spectrum depends explicitly on the value of $`z`$, leading to inequivalent quantizations of this system.

The Hamiltonian of the rational Calogero model is given by

$$H=\underset{i=1}{\overset{N}{}}\frac{^2}{x_i^2}+\underset{ij}{}\left[\frac{a^2\frac{1}{4}}{(x_ix_j)^2}+\frac{\mathrm{\Omega }^2}{16}(x_ix_j)^2\right]$$
(1)
where $`a`$, $`\mathrm{\Omega }`$ are constants, $`x_i`$ is the coordinate of the $`i^{\mathrm{th}}`$ particle and units have been chosen such that $`2m\mathrm{}^2=1`$. We are interested in finding normalizable solutions of the eigenvalue problem

$$H\psi =E\psi .$$
(2)
Following calo3 , we consider the above eigenvalue equation in a sector of configuration space corresponding to a definite ordering of particles given by $`x_1x_2\mathrm{}x_N`$. The translation-invariant eigenfunctions of the Hamiltonian $`H`$ can be written as

$$\psi =\underset{i<j}{}\left(x_ix_j\right)^{a+\frac{1}{2}}\varphi (r)P_k(x),$$
(3)
where $`x(x_1,x_2,\mathrm{},x_N)`$,

$$r^2=\frac{1}{N}\underset{i<j}{}(x_ix_j)^2$$
(4)
and $`P_k(x)`$ is a translation-invariant as well as homogeneous polynomial of degree $`k(0)`$ which satisfies the equation

$$\left[\underset{i=1}{\overset{N}{}}\frac{^2}{x_i^2}+\underset{ij}{}\frac{2(a+\frac{1}{2})}{(x_ix_j)}\frac{}{x_i}\right]P_k(x)=0.$$
(5)
The existence of complete solutions of (5) has been discussed by Calogero calo3 . Substituting Eqn. (3) in Eqn. (2) and using Eqns. (4\- 5) we get

$$\stackrel{~}{H}\varphi =E\varphi ,$$
(6)
where

$$\stackrel{~}{H}=\left[\frac{d^2}{dr^2}(1+2\nu )\frac{1}{r}\frac{d}{dr}+w^2r^2\right]$$
(7)
with $`w^2=\frac{1}{8}\mathrm{\Omega }^2N`$ and

$$\nu =k+\frac{1}{2}(N3)+\frac{1}{2}N(N1)(a+\frac{1}{2}).$$
(8)
$`\stackrel{~}{H}`$ is the effective Hamiltonian in the “radial” direction. Following we , it can be easily shown that $`\varphi (r)L^2[R^+,d\mu ]`$ where the measure is given by $`d\mu =r^{1+2\nu }dr`$.

The Hamiltonian $`\stackrel{~}{H}`$ is a symmetric (Hermitian) operator on the domain $`D(\stackrel{~}{H})\{\varphi (0)=\varphi ^{}(0)=0,\varphi ,\varphi ^{}\mathrm{absolutely}\mathrm{continuous}\}`$. To determine whether $`\stackrel{~}{H}`$ is self-adjoint reed  in $`D(\stackrel{~}{H})`$, we have to first look for square integrable solutions of the equations

$$\stackrel{~}{H^{}}\varphi _\pm =\pm i\varphi _\pm ,$$
(9)
where $`\stackrel{~}{H^{}}`$ is the adjoint of $`\stackrel{~}{H}`$ (note that $`\stackrel{~}{H^{}}`$ is given by the same differential operator as $`\stackrel{~}{H}`$ although their domains might be different). Let $`n_+(n_{})`$ be the total number of square-integrable, independent solutions of (9) with the upper (lower) sign in the right hand side. Now $`\stackrel{~}{H}`$ falls in one of the following categories reed  :
1) $`\stackrel{~}{H}`$ is (essentially) self-adjoint iff $`(n_+,n_{})=(0,0)`$.
2) $`\stackrel{~}{H}`$ has self-adjoint extensions iff $`n_+=n_{}0`$.
3) If $`n_+n_{}`$, then $`\stackrel{~}{H}`$ has no self-adjoint extensions.

The solutions of Eqn. (9) are given by

$$\varphi _\pm (r)=\mathrm{e}^{\frac{wr^2}{2}}U(d_\pm ,c,wr^2),$$
(10)
where $`d_\pm =\frac{1+\nu }{2}\frac{i}{4w}`$, $`c=1+\nu `$ and $`U`$ denotes the confluent hypergeometric function of the second kind abr . The asymptotic behaviour of $`U`$ abr  together with the exponential factor in Eqn. (10) ensures that $`\varphi _\pm (r)`$ vanish at infinity. The solution in Eqn. (10) have different short distance behaviour for $`\nu 0`$ and $`\nu =0`$. From now onwards, we shall restrict our discussion to the case for $`\nu 0`$, the analysis for $`\nu =0`$ being similar. When $`\nu 0`$, $`U(d_\pm ,c,wr^2)`$ can be written as

$$U(d_\pm ,c,wr^2)=C\left[\frac{M(d_\pm ,c,wr^2)}{\mathrm{\Gamma }(b_\pm )\mathrm{\Gamma }(c)}\left(wr^2\right)^{1c}\frac{M(b_\pm ,2c,wr^2)}{\mathrm{\Gamma }(d_\pm )\mathrm{\Gamma }(2c)}\right],$$
(11)
where $`b_\pm =\frac{1\nu }{2}\frac{i}{4w}`$, $`C=\frac{\pi }{\mathrm{s}in(\pi +\nu \pi )}`$ and $`M`$ denotes the confluent hypergeometric function of the first kind abr . In the limit $`r0`$, $`M(d_\pm ,c,wr^2)1`$. This together with Eqns. (10) and (11) implies that as $`r0`$,

$$|\varphi _\pm (r)|^2d\mu \left[A_1r^{(1+2\nu )}+A_2r+A_3r^{(12\nu )}\right]dr,$$
(12)
where $`A_1,A_2`$ and $`A_3`$ are constants independent of $`r`$. From Eqn. (12) it is now clear that in the limit $`r0`$, the functions $`\varphi _\pm (r)`$ are not square-integrable if $`\nu 1`$. In that case, $`n_+=n_{}=0`$ and $`\stackrel{~}{H}`$ is essentially self-adjoint in the domain $`D(\stackrel{~}{H})`$. However, if either $`0<\nu <1`$ or $`1<\nu <0`$, the functions $`\varphi _\pm (r)`$ are indeed square-integrable. Thus if $`\nu `$ lies in these ranges, we have $`n_+=n_{}=1`$ and Hamiltonian $`\stackrel{~}{H}`$ is not self-adjoint in $`D(\stackrel{~}{H})`$ but admits self-adjoint extensions. The domain $`D_z(\stackrel{~}{H})`$ in which $`\stackrel{~}{H}`$ is self-adjoint contains all the elements of $`D(\stackrel{~}{H})`$ together with elements of the form $`\varphi _++\mathrm{e}^{iz}\varphi _{}`$, where $`zR`$ (mod $`2\pi `$) reed . We can similarly show that $`n_+=n_{}=1`$ for $`\nu =0`$ as well. Thus the self-adjoint extensions of this model exist when $`1<\nu <1`$. It may be noted that the values of $`n_+`$ and $`n_{}`$ as well as the allowed range of $`\nu `$ obtained above is the same as that found in Ref. we , which discussed the Calogero model without the confining term. In both these cases, the existence of the self-adjoint extension is essentially determined by the nature of the singularity at $`r=0`$. However, the domain $`D_z(\stackrel{~}{H})`$ obtained above is very different from the corresponding domain found in Ref. we . This is due to the fact that the presence of the confining potential affects the expressions of $`\varphi _\pm (r)`$, which in turn determine the allowed domain of $`\stackrel{~}{H}`$. As discussed below, this difference in the structure of the domains leads to a completely different spectrum in presence of the confining potential.

The range of $`\nu `$ required for the existence of the self-adjoint extension together with Eqn. (8) implies that for given values of $`N`$ and $`k`$, $`a+\frac{1}{2}`$ must lie on the range

$$\frac{N1+2k}{N(N1)}<a+\frac{1}{2}<\frac{N5+2k}{N(N1)}.$$
(13)
For $`N3`$, we have the following classifications of the boundary conditions depending on the value of the parameter $`a+\frac{1}{2}`$.
(i) $`a+\frac{1}{2}\frac{1}{2}`$ : This corresponds to the boundary condition considered by Calogero for which both the wave-function and the current vanish as $`x_ix_j`$. In this case, $`\nu >1`$ for all values of $`k0`$. The corresponding Hamiltonian is essentially self-adjoint in the domain $`D(\stackrel{~}{H})`$, leading to a unique quantum theory.
(ii) $`0<a+\frac{1}{2}<\frac{1}{2}`$ : The wave-function vanishes in the limit $`x_ix_j`$, though the current may show a divergent behaviour in the same limit. Such a boundary condition on the wave-function is quite similar to what one encounters for strongly repulsive $`\delta `$-function Bose gas. In this case $`\nu `$ is positive and $`k`$ must be equal to zero so that $`\nu `$ may belong to the range $`0<\nu <1`$. The corresponding constraint on $`a+\frac{1}{2}`$ is given by $`0<a+\frac{1}{2}<\frac{5N}{N(N1)}`$, which can only be satisfied for $`N=3`$ and $`4`$.
(iii) $`\frac{1}{2}<a+\frac{1}{2}<0`$ : The lower bound on $`a+\frac{1}{2}`$ is obtained from the condition that the wavefunction be square-integrable. The parameter $`a+\frac{1}{2}`$ in this range leads to a singularity in the wavefunction resulting from the coincidence of any two or more particles. Using permutation symmetry, such an eigenfunction can be extended to the whole of configuration space, although not in a smooth fashion. The new quantum states in this case exist for arbitrary $`N`$ and even for non-zero values of $`k`$. In fact, imposing the condition that the upper bound on $`a+\frac{1}{2}`$ should be greater than $`\frac{1}{2}`$, we find from Eqn. (13) that $`k`$ is restricted as $`k<\frac{1}{4}\left(N^23N+10\right)`$. It can also be shown that there are only two allowed values of $`k`$ when both $`N`$ and $`a+\frac{1}{2}`$ are kept fixed.

In order to determine the spectrum we note that the solution to Eqn. (6) which is bounded at infinity is given by

$$\varphi (r)=B\mathrm{e}^{\frac{wr^2}{2}}U(d,c,wr^2),$$
(14)
where $`d=\frac{1+\nu }{2}\frac{E}{4w}`$ and $`B`$ is a constant. In the limit $`r0`$,

$$\varphi (r)BC\left[\frac{1}{\mathrm{\Gamma }(b)\mathrm{\Gamma }(c)}\frac{w^\nu r^{2\nu }}{\mathrm{\Gamma }(d)\mathrm{\Gamma }(2c)}\right],$$
(15)
where $`b=\frac{1\nu }{2}\frac{E}{4w}`$. On the other hand, as $`r0`$,

$$\varphi _++\mathrm{e}^{iz}\varphi _{}C\left[\frac{1}{\mathrm{\Gamma }(c)}\left(\frac{1}{\mathrm{\Gamma }(b_+)}+\frac{\mathrm{e}^{iz}}{\mathrm{\Gamma }(b_{})}\right)\frac{w^\nu r^{2\nu }}{\mathrm{\Gamma }(2c)}\left(\frac{1}{\mathrm{\Gamma }(d_+)}+\frac{\mathrm{e}^{iz}}{\mathrm{\Gamma }(d_{})}\right)\right].$$
(16)
If $`\varphi (r)D_z(\stackrel{~}{H})`$, then the coefficients of different powers of $`r`$ in Eqns. (15) and (16) must match. Comparing the coefficients of the constant term and $`r^{2\nu }`$ in Eqns. (15) and (16) we get

$$f(E)\frac{\mathrm{\Gamma }\left(\frac{1\nu }{2}\frac{E}{4w}\right)}{\mathrm{\Gamma }\left(\frac{1+\nu }{2}\frac{E}{4w}\right)}=\frac{\xi _2\mathrm{c}os(\frac{z}{2}\eta _1)}{\xi _1\mathrm{c}os(\frac{z}{2}\eta _2)},$$
(17)
where $`\mathrm{\Gamma }\left(\frac{1+\nu }{2}+\frac{i}{4w}\right)\xi _1\mathrm{e}^{i\eta _1}`$ and $`\mathrm{\Gamma }\left(\frac{1\nu }{2}+\frac{i}{4w}\right)\xi _2\mathrm{e}^{i\eta _2}`$. For given values of the parameters $`\nu `$ and $`w`$, the bound state energy $`E`$ is obtained from Eqn. (17) as a function of $`z`$. The corresponding eigenfunctions are obtained by substituting $`\varphi (r)`$ from Eqn. (14) into Eqn. (3). Different choices of $`z`$ thus leads to inequivalent quantizations of the many-body Calogero model. Moreover from Eqn. (17) we see that for fixed value of $`z`$, the Calogero model with parameters $`(w,\nu )`$ and $`(w,\nu )`$ produces identical energy spectrum although the corresponding wavefunctions are different.

The following features about the spectrum may be noted:
1) We have obtained the spectrum analytically when the r.h.s. of Eqn. (17) is either 0 or $`\mathrm{}`$. When the r.h.s. of Eqn. (17) is $`0`$, we must have the situation where $`\mathrm{\Gamma }\left(\frac{1+\nu }{2}\frac{E}{4w}\right)`$ blows up, i.e. $`E_n=2w(2n+\nu +1)`$ where $`n`$ is a positive integer. This happens for the special choice of $`z=z_1=\pi +2\eta _1`$. These eigenvalues and the corresponding eigenfunctions are analogous to those found by Calogero although for a different parameter range. Similarly, when the r.h.s. of Eqn. (17) is $`\mathrm{}`$, an analysis similar to the one above shows that $`E_n=2w(2n\nu +1)`$. This happens for the special value of $`z`$ given by $`z=z_2=\pi +2\eta _2`$.
2) For choices of $`z`$ other than $`z_1`$ or $`z_2`$, the nature of the spectrum can be understood from Figure 1, which is a plot of Eqn. (17) for specific values of $`\nu ,z`$ and $`w`$. In that plot, the horizontal straight line corresponds to the r.h.s of Eqn. (17). The energy eigenvalues are obtained from the intersection of $`f(E)`$ with the horizontal straight line. Note that the spectrum generically consists of infinite number of positive energy solutions and at most one negative energy solution. The existence of the negative energy states can be understood in the following way. For large negative values of $`E`$, the asymptotic value of $`f(E)`$ is given by $`(\frac{E}{4w})^\nu `$ abr , which monotonically tends to 0 or $`+\mathrm{}`$ for $`\nu >0`$ or $`\nu <0`$ respectively. When $`\nu >0`$, the negative energy state will exist provided r.h.s. of Eqn. (17) lies between 0 and $`\frac{\mathrm{\Gamma }(\frac{1\nu }{2})}{\mathrm{\Gamma }(\frac{1+\nu }{2})}`$. Similarly, when $`\nu <0`$, the negative energy state will exist when the r.h.s. of Eqn. (17) lies between $`\frac{\mathrm{\Gamma }(\frac{1\nu }{2})}{\mathrm{\Gamma }(\frac{1+\nu }{2})}`$ and $`+\mathrm{}`$. For any given values of $`\nu `$ and $`w`$, the position of the horizontal straight line in Fig. 1 can always be adjusted to lie anywhere between $`\mathrm{}`$ and $`+\mathrm{}`$ by suitable choices of $`z`$. Thus the spectrum would always contain a negative energy state for some choice of the parameter $`z`$.
3) Contrary to the spectrum of the rational Calogero model, the energy spectrum obtained from Eqn. (17) is not equispaced for finite values of $`E`$ and for generic values of $`z`$. For example, it is seen from Eqn. (17) that the ratio

$$\frac{f(E+4w)}{f(E)}=\frac{\frac{E}{4w}+\frac{1\nu }{2}}{\frac{E}{4w}+\frac{1+\nu }{2}}$$
(18)
in general is not unity except when $`E\mathrm{}`$. This may seem surprising with the presence of $`SU(1,1)`$ as the spectrum generating algebra in this system fub , which demands that the eigenvalues be evenly spaced. In order to address this issue, we consider the action of the dilatation generator $`D=\frac{1}{2}\left(r\frac{d}{dr}+\frac{d}{dr}r\right)`$ on an element $`\varphi (r)=\varphi _+(r)+\mathrm{e}^{iz}\varphi _{}(r)`$. In the limit $`r0`$, we have

$$D\varphi =\frac{C}{2}\left[\frac{1}{\mathrm{\Gamma }(c)}\left(\frac{1}{\mathrm{\Gamma }(b_+)}+\frac{\mathrm{e}^{iz}}{\mathrm{\Gamma }(b_{})}\right)\frac{r^{2\nu }(14\nu )}{\mathrm{\Gamma }(2c)}\left(\frac{1}{\mathrm{\Gamma }(d_+)}+\frac{\mathrm{e}^{iz}}{\mathrm{\Gamma }(d_{})}\right)\right].$$
(19)
We therefore see that $`D\varphi (r)D_z(\stackrel{~}{H})`$ only for $`z=z_1`$ or $`z=z_2`$. Thus the generator of dilatations does not in general leave the domain of the Hamiltonian invariant dh ; esteve ; jackiw ; we . Consequently, $`SU(1,1)`$ cannot be implemented as the spectrum generating algebra except for $`z=z_1`$, $`z_2`$.
4) For $`N3`$, the range of $`a+\frac{1}{2}`$ for which the new quantum states have been found is different from what was used in Ref. calo3 . The $`N=2`$ Calogero model however admits new quantum states even in the range of $`a+\frac{1}{2}`$ considered in Ref. calo3 . When $`N=2`$, $`k`$ must be equal to zero and Eqn. (8) gives $`\nu =a`$. In this case, the system therefore admits self-adjoint extensions and new quantum states when $`1<a<1`$. It may be noted that the eigenvalue problem for $`N=2`$ was solved in Ref.calo3  with the condition that $`a>0`$. Thus when $`0<a<1`$, our analysis predicts a larger family of solutions labelled by the parameter $`z`$. This set of solutions reduces to that found in Ref. calo3  for $`z=z_1`$.
5) It may be interesting to compare the spectrum obtained above with that found in Ref. we , where the self-adjoint extension of the Calogero model without the confining term was discussed. In the latter case, the spectrum consists of at most one negative energy bound state and infinite number of scattering states with momentum dependent phase shifts. In the presence of the confining potential, as discussed above, we get at most one negative energy bound state and an infinite number of positive energy bound states which are in general not equispaced. It may also be noted that the spectrum found in Ref. we  cannot be obtained as the $`w0`$ limit of that obtained in this paper. This is due to the fact that Eqn. (17), which determines the spectrum in the present case, becomes singular in the $`w0`$ limit.

In conclusion, we have presented a new quantization scheme for the rational Calogero model. The non-equispaced nature of the energy levels and the existence of a negative energy bound state are some of the salient features that emerge from our analysis. It is expected that the generaized exclusion statistics parameterpoly  of this model would be a function of both $`z`$ and $`\nu `$, since the energy spectrum depends on these parameters. We can ascertain this for the special case of $`z=z_1`$ and $`z_2`$, when Eq. (17) can be solved exactly. The generalized exclusion statistics is believed to play an important role in one dimensional non-fermi liquids as well as in the edge excitations in the fractional quantum Hall effect. Thus, it would be interesting to investigate the generalized exclusion statistics and the thermodynamic properties of Calogero models for arbitrary $`z`$ with the spectrum as described here.

###### Acknowledgements.

The work of PKG is supported(DO No. SR/FTP/PS-06/2001) by the SERC, DST, Govt. of India, under the Fast Track Scheme for Young Scientists:2001-2002.


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# Eigenvalue estimates for submanifolds with locally bounded mean curvature

## 1 Introduction

Let $`M`$ be a Riemannian manifold and $`\mathrm{\Omega }M`$ a connected domain with compact closure and nonempty boundary $`\mathrm{\Omega }`$. The first eigenvalue of $`\mathrm{\Omega }`$ denoted by $`\lambda _1(\mathrm{\Omega })`$ is given by

$$\lambda _1(\mathrm{\Omega })=inf\left\{\frac{_\mathrm{\Omega }|f|^2}{_\mathrm{\Omega }f^2},fL_{1,0}^2(\mathrm{\Omega })\{0\}\right\},$$
(1)
where $`L_{1,0}^2(\mathrm{\Omega })`$ is the completion of $`C_0^{\mathrm{}}(\mathrm{\Omega })`$ with respect to the norm

$$|\phi ^2=_\mathrm{\Omega }\phi ^2+_\mathrm{\Omega }|\phi |^2.$$
(2)
Observe that in this variational formulation, the boundary $`\mathrm{\Omega }`$ needs not to be smooth. It is clear that if $`\mathrm{\Omega }_1\mathrm{\Omega }_2`$ are bounded domains, then $`\lambda _1(\mathrm{\Omega }_1)\lambda _1(\mathrm{\Omega }_2)0.`$ From this considerations one may define the first eigenvalue of a complete non-compact Riemannian manifold $`M`$ as follows.

###### Definition 1.1

The first eigenvalue of a complete non-compact Riemannian manifold $`M`$ is

$$\lambda _1(M)=\underset{r\mathrm{}}{lim}\lambda _1(B_M(p,r)),$$
(3)
where $`B_M(p,r)`$ is the geodesic ball of radius $`r`$ centered at $`p`$.

This limit (3) exists and it is independent on the center $`p`$. Since $`\lambda _1(M)`$ can be zero, it is natural to ask under what conditions a complete non-compact Riemannian manifold $`M`$ has positive first eigenvalue. Toward this question, Mckean proved the following theorem.

###### Theorem 1.2 (Mckean, )

Let $`M`$ be an $`m`$-dimensional, complete non-compact, simply connected Riemannian manifold with sectional curvature $`K_Ma^2<0`$, then

$$\lambda _1(M)\frac{(m1)^2a^2}{4}$$
(4)
Leung-Fu Cheung and Pui-Fai Leung in  considered non-compact $`m`$-dimensional submanifolds $`M`$ of the hyperbolic space $`^n`$ with bounded mean curvature $`H`$ and showed that if $`|H|c`$ for some constant $`c<m1`$, then $`\lambda _1(M)(m1c)^2/4`$. They considered the distance function $`r`$ (distance to a point) in the hyperbolic space $`^n(1)`$ and showed that when $`r`$ is restricted to a non-compact submanifold $`M`$ with mean curvature $`|H|c<n1`$ then $`\mathrm{\Delta }rn1c`$, where $`\mathrm{\Delta }`$ is the laplace operator in the induced metric on $`M`$. After that, using cleverly Young inequality concluded that $`\lambda _1(M)(n1c)^2/4.`$

In this paper we will consider similar questions regarding eigenvalues estimates. Let $`M_\phi N`$ be an immersed submanifold with locally bounded mean curvature in a Riemannian manifold $`N`$ (see section 4 for a definition). Let $`pN`$ and consider connected components $`\mathrm{\Omega }\phi ^1(B_N(p,r))`$. We give lower bounds estimates for the first Dirichilet eigenvalue $`\lambda _1(\mathrm{\Omega })`$. The radius of the ball and the lower bounds depend on the sectional curvatures of the $`N`$ in $`B_N(p,r)`$, on the injectivity radius $`inj(p)`$ of $`N`$ at $`p`$ and the mean curvature of $`\mathrm{\Omega }`$ (see Theorem (4.2)). When $`N`$ is complete, simply connected and has sectional curvature bounded from above by a negative constant the lower bounds for $`\lambda _1(\mathrm{\Omega })c>0`$, where $`c`$ is independent on on $`r`$. Thus, we can conclude that $`\lambda _1(M)>c`$ (see Corollary 4.4). This extends Cheun-Leung result to submanifolds with bounded mean curvature of Hadamard manifolds.

## 2 Main Lemma (Lemma 5)

As mentioned before, Cheung-Leung showed that the distance function $`r`$ when restricted to a non-compact $`m`$-dimensional submanifold $`M^n(1)`$ with mean curvature $`|H|<m1`$, the laplacian of $`r`$ in the induced metric on $`M`$ is bounded from below, $`\mathrm{\Delta }rn1sup|H|`$. Using Young inequality they showed that $`\lambda _1(M)(n1sup|H|)^2/4.`$ Their idea (and proof) applies immediately to vector fields $`X`$ on domains $`\mathrm{\Omega }`$ of manifolds provided that $`infdivX>0`$ and $`sup|X|<\mathrm{}`$ on $`\mathrm{\Omega }`$. This is the content of the following lemma.

###### Lemma 2.1

Let $`\mathrm{\Omega }M`$ be a domain with compact closure $`(\mathrm{\Omega }\mathrm{})`$ in a Riemannian manifold $`M`$ and $`X:MTM`$ be a smooth nonzero vector field with $`sup_\mathrm{\Omega }|X|<\mathrm{}`$ and $`inf_\mathrm{\Omega }divX>0`$, then

$$\lambda _1(\mathrm{\Omega })\left[\frac{inf_\mathrm{\Omega }divX}{2sup_\mathrm{\Omega }|X|}\right]^2>0.$$
(5)
Proof: Let $`fC_0^{\mathrm{}}(\mathrm{\Omega })`$. The vector field $`f^2X`$ has compact support on $`\mathrm{\Omega }`$. Computing $`div(f^2X)`$ we have

$`div(f^2X)`$ $`=`$ $`gradf^2,X+f^2div(X)`$
$``$ $`|gradf^2||X|+infdivXf^2`$
$``$ $`2sup|X||f||gradf|+infdivXf^2`$
Using the inequality

$`2|f||gradf|`$ $``$ $`ϵ|f|^21/ϵ|gradf|^2`$
for all $`ϵ>0`$, we have from (2) that

$`div(f^2X)`$ $``$ $`sup|X|(ϵ|f|^2{\displaystyle \frac{1}{ϵ}}|gradf|^2)+infdivXf^2`$ (7)
Integrating (7) over $`\mathrm{\Omega }`$ we have that

$`0={\displaystyle _\mathrm{\Omega }}𝑑iv(f^2X)`$ $``$ $`sup|X|{\displaystyle _\mathrm{\Omega }}(ϵ|f|^2{\displaystyle \frac{1}{ϵ}}|gradf|^2)+infdivX{\displaystyle _\mathrm{\Omega }}f^2,`$
therefore

$`{\displaystyle _\mathrm{\Omega }}|gradf|^2`$ $``$ $`{\displaystyle \frac{ϵ}{sup|X|}}(infdivXsup|X|ϵ){\displaystyle _\mathrm{\Omega }}f^2.`$
Choosing $`ϵ=(infdivX)/(2sup|X|)`$ we have that

$`{\displaystyle _\mathrm{\Omega }}|gradf|^2`$ $``$ $`\left[{\displaystyle \frac{infdivX}{2sup|X|}}\right]^2{\displaystyle _\mathrm{\Omega }}f^2.`$ (8)
By the variational formulation of the first eigenvalue of $`\mathrm{\Omega }`$ the inequality (8) implies (5).

###### Corollary 2.2

There are no smooth bounded vector fields $`X:MTM`$ with $`inf_MdivX>0`$ on complete non-compact manifolds with $`\lambda _1(M)=0`$. In particular there is no such vector fields on $`^n`$.

## 3 Basic Formulas

In order to aplly Lemma (5) we need to to find suitable vector fields $`XTN`$ such that the divergent of the tangencial component $`X^tTMTN`$ has positive infimum. The natural vector field is the gradient of the distance function that depending on the geometry of $`M`$ and $`N`$ has divergent strictly positive. To see this we shall set up some basic fomulas relating the divergent of the gradient of the distance function, its lower bound, the mean curvature and upperbounds of the sectional curvatures of $`N`$.

Let $`\phi :MN`$ be an isometric immersion, where $`M`$ and $`N`$ are complete Riemannian manifolds. Consider a smooth function $`g:N`$ and the composition $`f=g\phi :M`$. Identifying $`X`$ with $`d\phi (X)`$ we have at $`pM`$ and for every $`XT_pM`$ that

$`gradf,X=df(X)=dg(X)=gradg,X,`$
therefore

$$gradg=gradf+(gradg)^{},$$
(9)
where $`(gradg)^{}`$ is perpendicular to $`T_pM`$. Let $``$ and $`\overline{}`$ be the Riemannian connections on $`M`$ and $`N`$ respectively, $`\alpha (p)(X,Y)`$ and $`Hessf(p)(X,Y)`$ be respectively the second fundamental form of the immersion $`\phi `$ and the Hessian of $`f`$ at $`pM`$, $`X,YT_pM`$. Using the Gauss equation we have that

$$Hessf(p)(X,Y)=Hessg(\phi (p))(X,Y)+gradg,\alpha (X,Y)_{\phi (p)}.$$
(10)
Now let $`\{e_1,\mathrm{}e_m\}`$ be an orthonormal basis for $`T_pM`$. Then taking the trace in (10) we have that

$`\mathrm{\Delta }f(p)`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{m}{}}}Hessf(p)(e_i,e_i)`$ (11)
$`=`$ $`{\displaystyle \underset{i=1}{\overset{m}{}}}Hessg(\phi (p))(e_i,e_i)+gradg,{\displaystyle \underset{i=1}{\overset{m}{}}}\alpha (e_i,e_i).`$
We should mention that the formulas (10) and (11) are well known in the literature, see ,  , . Another important tool is the Hessian Comparison Theorem.

###### Theorem 3.1 (Hessian Comparison Theorem)

Let $`M`$ be a complete Riemannian manifold and $`x_0,x_1M`$. Let $`\gamma :[0,\rho (x_1)]M`$ be a minimizing geodesic joining $`x_0`$ and $`x_1`$ where $`\rho (x)`$ is the distance function $`dist_M(x_0,x)`$. Let $`K`$ be the sectional curvatures of $`M`$ and $`\mu _i(\rho )`$, $`i=0,1`$, be these functions defined below.

$$\mu _0(\rho )=\{\begin{array}{cccc}& k_0\mathrm{coth}(k_0\rho (x)),& if\hfill & inf_\gamma K=k_0^2\hfill \\ & & & \\ & \frac{1}{\rho (x)},& if\hfill & inf_\gamma K=0\hfill \\ & & & \\ & k_0\mathrm{cot}(k_0\rho (x)),& if\hfill & inf_\gamma K=k_0^2and\rho <\pi /2k_0.\hfill \end{array}$$
(12)
And

$$\mu _1(\rho )=\{\begin{array}{cccc}& k_1\mathrm{coth}(k_1\rho (x)),& if\hfill & sup_\gamma K=k_1^2\hfill \\ & & & \\ & \frac{1}{\rho (x)},& if\hfill & sup_\gamma K=0\hfill \\ & & & \\ & k_1\mathrm{cot}(k_1\rho (x)),& if\hfill & sup_\gamma K=k_1^2and\rho <\pi /2k_1.\hfill \end{array}$$
(13)
Then the Hessian of $`\rho `$ and $`\rho ^2`$ satisfies

$$\begin{array}{ccccc}\hfill \mu _0(\rho (x))|X|^2& & Hess\rho (x)(X,X)\hfill & \hfill & \mu _1(\rho (x))|X|^2\hfill \\ & & & & \\ \hfill 2\rho (x)\mu _0(\rho (x))|X|^2& & Hess\rho ^2(x)(X,X)\hfill & \hfill & 2\rho (x)\mu _1(\rho (x))|X|^2.\hfill \end{array}$$
(14)
Where $`X`$ is any vector in $`T_xM`$ perpendicular to $`\gamma ^{}(\rho (x))`$. Taking the trace in (14) we have

$$\begin{array}{ccccc}\hfill (n1)\mu _0(\rho (x))& & \mathrm{\Delta }\rho (x)\hfill & \hfill & (n1)\mu _1(\rho (x))\hfill \\ & & & & \\ \hfill 2(n1)\rho (x)\mu _0(\rho (x))& & \mathrm{\Delta }\rho ^2(x)\hfill & \hfill & 2(n1)\rho (x)\mu _1(\rho (x)).\hfill \end{array}$$
(15)
Here $`n=dimM`$.

## 4 Applications of the Main Lemma

Let $`N`$ be a complete Riemannian manifold and let $`\kappa (p,r)=sup\{K_N(x);xB_N(p,r)\}`$, where $`K_N(x)`$ are the sectional curvatures of $`N`$ at $`x`$ and $`B_N(p,r)`$ is the geodesic with center $`p`$ and radius $`r`$. As an application of the lemma (5) we are going to give Dirichilet eigenvalue lower bound estimate for domains on immersed submanifolds with locally bounded mean curvature.

###### Definition 4.1

An isometric immersion $`\phi :MN`$ has locally bounded mean curvature $`H`$ if for any $`pN`$ and $`r>0`$ this number $`h(p,r)=sup\{|H(x)|;x\phi (M)B_N(p,r)\}`$ is finite.

Cheng in () gave lower bounds for the first Dirichilet eigenvalue on balls $`B_N(p,r)`$, $`r<inj(p)`$. These bounds are the first Dirichilet eigenvalue on balls of the same radius on space forms with constant curvature $`sup_{B_N(p,r)}K_N`$. The following theorem can be viewed as a version of Cheng’s eigenvalue estimates for balls in submanifolds.

###### Theorem 4.2

Let $`\phi :MN`$ be an isometric immersion with locally bounded mean curvature $`H`$ where $`M`$ is an $`m`$-dimensional complete non-compact Riemannian manifold. Choose any point $`pN\phi (M)`$ and $`r`$ as follows:

Case I. The injectivity radius of $`N`$ at $`p`$ is finite, $`inj(p)<\mathrm{}`$.

1. If $`\kappa (p,inj(p))=k^2,`$ choose $`r<\mathrm{min}\{inj(p),\pi /2k,\mathrm{cot}^1[h(p,inj(p))/(m1)k]/k\}`$.
2. If $`\kappa (p,inj(p))=0`$, choose $`r<\mathrm{min}\{inj(p),(m1)/h(p,inj(p))\}`$.
3. If $`\kappa (p,inj(p))=k^2`$ and $`h(p,inj(p))<m1`$, then choose $`r<inj(p)`$.

If $`h(p,inj(p))(m1)`$ then choose $`r<min\{inj(p),\mathrm{coth}^1[h(p,inj(p))/(m1)k]/k\}`$

Case II. The injectivity radius of $`N`$ at $`p`$ is infinity, $`inj(p)=\mathrm{}`$.

4. If $`lim_r\mathrm{}\kappa (p,r)=\mathrm{}`$, choose $`r=\mathrm{max}_{s>0}\mathrm{min}\{\frac{\pi }{2\sqrt{\kappa }(p,s)},\mathrm{cot}^1[\frac{h(p,s)}{(m1)k(p,2)}]/k(p,s)\}`$.

5. If $`lim_r\mathrm{}\kappa (p,r)=0,k^2`$, choose $`r`$ as in 2. and 3. respectively.

Let $`\mathrm{\Omega }`$ be any connected component of $`\phi ^1(\overline{B_N(p,r)})`$, $`r`$ chosen above. Then the first eigenvalue $`\lambda _1(\mathrm{\Omega })`$ for the Dirichilet problem on $`\mathrm{\Omega }`$ has the following lower estimates.

* $`r`$ as in 1. and 4.: $`\lambda _1(\mathrm{\Omega })[(m1)k\mathrm{cot}(kr)h(p,r)]^2/4`$, where in 4. we substitute $`k`$ by $`\sqrt{(}k(p,r)`$.
* $`r`$ as in 2.: $`\lambda _1(\mathrm{\Omega })[(m1)/rh(p,r)]^2/4`$
* $`r`$ as in 3.: If $`h(p,inj(p))<m1`$ then $`\lambda _1(\mathrm{\Omega })[(m1)h(p,r)]^2/4`$.

If $`h(p,inj(p))m1`$ then $`\lambda _1(\mathrm{\Omega })[(m1)k\mathrm{coth}(kr)h(p,r)]^2/4`$.

Proof: Let $`\rho (x)=dist_N(p,x)`$ be the distance function on $`N`$ and $`f=\rho \phi :M`$. $`f`$ is smooth on $`\phi ^1(B_N(p,inj(p)))`$. Consider a connected component $`\mathrm{\Omega }`$ of $`\phi ^1(\overline{B_N(p,r)})`$ and in this conponnent let $`X=gradf`$. Now by (11), $`divX(x)=_{i=1}^{m1}Hess\rho (\phi (x))(e_i,e_i)+grad\rho ,H)(\phi (x))`$, $`\{e_1,\mathrm{},e_m\}`$ base orthonormal of $`T_xM`$. Applying the Hessian Comparison Theorem we have that

* $`divX(m1)k\mathrm{cot}(kr)h(p,r)>0`$, if $`\kappa (p,r)=k^2`$.
* $`divX(m1)/rh(p,r)>0`$, if $`\kappa (p,r)=0`$.
* $`divXm1)k\mathrm{coth}(kr)h(p,r)>0`$, if $`\kappa (p,r)=k^2`$.

Since $`|X|1`$ the estimatives follows from Lemma (5).

###### Remark 4.3

It was proved by Jorge and Xavier in  (Lemma 1) that if $`\phi :MN`$ is an isometric immersion with locally bounded second fundamental form $`\alpha `$ and $`r`$ chosen as in Theorem (4.2) where $`h(p,r)`$ is substituted by $`\beta (p,r)=\{|\alpha (x)|;x\phi (M)B_N(p,r)\}`$, then $`\phi ^1(\overline{B_N(p,r)})`$ is a countable collection of disjoint compact topological $`m`$-disks $`\mathrm{\Omega }_j`$ and the function $`f=\rho \phi `$ has only one critical point $`q_j\mathrm{\Omega }_j`$ and its a minimum. Moreover, $`diam_M(\mathrm{\Omega }_j)`$ is bounded above by $`C(r,\rho (\phi (q_j)))`$. It also shwon that $`\mathrm{\Omega }_j`$ contains a geodesic ball centered at $`q_j`$ with radius $`r_jc(r,\rho (\phi (q_j)),inf_{B_N(p,r)}K_N)`$.

###### Corollary 4.4

Let $`\phi :MN`$ be an isometric immersion with bounded mean curvature $`H`$, where $`M`$ is an $`m`$-dimensional complete non-compact Riemannian manifold $`M`$ and $`N`$ is an $`n`$-dimensional complete simply connected Riemannian manifold $`N`$ is with sectional curvature $`K_N`$ satisfying

$$K_Na^2<\mathrm{\hspace{0.17em}0},\mathrm{for}\mathrm{a}\mathrm{positive}\mathrm{constant}a>\mathrm{\hspace{0.17em}0}.$$

If $`|H|\beta <(m1)a`$, then

$$\lambda _1(M)\frac{[(m1)a\beta ]^2}{4}>0.$$
(16)
In particular, there is entire Green’s functions on $`M`$.

Proof: As in Theorem (4.2), consider $`\rho =dist_N(p,)`$, $`pN\phi (M)`$, $`f=\rho \phi `$ and $`X=gradf`$. Since $`N`$ is simply connected and is negatively curved, every point of $`N`$ is a pole, hence $`inj(p)=\mathrm{}`$. The estimative for the case $`inj(p)=\mathrm{}`$ and $`h(p,r)<m1`$ for all $`r>0`$ in Theorem (4.2) does depend on $`r`$, i.e. $`\lambda _1(\mathrm{\Omega })(m1\beta )^2/4`$. Since any domain $`\mathrm{\Omega }M`$ is immersed inside a ball $`B_N(p,r)`$ for sufficient large $`r`$ we have that $`lim\lambda _1(\mathrm{\Omega }_j)(m1\beta )^2/4`$ for any exhaustion $`\{\mathrm{\Omega }_j\mathrm{\Omega }_{j+1}\}`$ of $`M`$. The existence of entire Green’s functions on $`M`$ is a diretc consequence of Theorem A.3 from , page 84.


text:
# Hierarchy of Chaotic maps with an invariant measure and their coupling.

## I INTRODUCTION

In recent years chaos or more properly dynamical systems have become an important area of research activity. One of the landmarks in it was the introduction of the concept of Sinai-Ruelle-Bowen (SRB) measure or natural invariant measure. This is roughly speaking a measure that is supported on an attractor and it describes the statistics of the long time behavior of the orbits for almost every initial condition in the corresponding basin of attractor. This measure can be obtained by computing the fixed points of the so called Frobenius-Perron(FP) operator which can be viewed as a differential-integral operator, hence, exact determination of invariant measure of dynamical systems is rather a nontrivial task, such that invariant measure of few dynamical systems such as one-parameter families of one-dimensional piece wise linear maps like the Baker and tent maps  or unimodal maps like logistic map for certain values of its parameter ( Ulam-Von Neumann map), one dimensional cubic and quintic maps  can be derived analytically. In most of cases only numerical algorithms, as an example Ulam’s method  are used for computation of fixed points of FP operator.
Here in this article, we give a hierarchy of one-parameter families $`\mathrm{\Phi }_N(\alpha ,x)`$ of maps of interval $`[0,1]`$ with an invariant measure, such that Ulam-Von Neumann map, one dimensional cubic and quintic maps correspond to three first maps of this hierarchy for particular value of their parameter. Also the map appearing in the study of field driven thermostated systems  is topologically conjugate to the first map ( generalized Ulam-Von Neumann) of our hierarchy of family of one parameter chaotic maps. Then, by an appropriate coupling of these maps, we generate some coupled chaotic maps with an invariant measure. We have been able to derived analytically their invariant measure. Using this measure, we have calculated analytically, Kolmogorov-Sinai(KS) entropy or equivalently positive Lyapunov characteristic exponent of these maps, where the numerical simulations support the analytic calculations. Also it is shown that these maps have another interesting property, that is, they bifurcate to chaotic regime without having any period doubling or period-n-tupling scenario.
The paper organized as follows. In section II the hierarchy of one parameter families of chaotic maps have been introduced. Section III is devoted to the appropriate coupling of these maps. In section IV we talk about their invariant measure. In section V, using the invariant measure, we give their KS entropy. Finally in section VI we try to support the analytic calculations with the numerical simulations. The paper ends with brief conclusion and five appendices which contains all algebraic calculations and proofs.

## II Hierarchy of one-parameter families of chaotic maps

One of the exactly solvable one dimensional maps or the map with invariant measure is the well known Ulam-Von Neumann map
$`f(x)=x(1x)`$ (Logistic map for $`\mu =1`$). In reference  the Ulam-Von Neumann map with KS-entropy $`\mathrm{ln}(2)`$ has been generalized to exactly solvable one dimensional cubic and quintic maps with KS-entropy $`\mathrm{ln}(3)`$ and $`\mathrm{ln}(5)`$, respectively. Here we generalize these maps to a Hierarchy of one parameter families of maps with invariant measure, where the map of Reference  is topologically conjugate to the first map (generalized Ulam-Von Neumann) of this hierarchy.
These one-parameter families of chaotic maps of the interval $`[0,1]`$ with an invariant measure can be defined as the ratio of polynomials of degree $`N`$:

$$\mathrm{\Phi }_N^{(1)}(x,\alpha )=\frac{\alpha ^2\left(1+(1)^N{}_{2}{}^{}F_{1}^{}(N,N,\frac{1}{2},x)\right)}{(\alpha ^2+1)+(\alpha ^21)(1)^N{}_{2}{}^{}F_{1}^{}(N,N,\frac{1}{2},x)}$$

$$=\frac{\alpha ^2(T_N(\sqrt{x}))^2}{1+(\alpha ^21)(T_N(\sqrt{x})^2)},$$
(II-1)
where $`N`$ is an integer greater than one. Also

$${}_{2}{}^{}F_{1}^{}(N,N,\frac{1}{2},x)=(1)^N\mathrm{cos}(2N\mathrm{arccos}\sqrt{x})=(1)^NT_{2N}(\sqrt{x})$$

is the hypergeometric polynomials of degree $`N`$ and $`T_N`$ are Chebyshev polynomials of type I, respectively. Obviously these map the unit interval $`[0,1]`$ into itself.
$`\mathrm{\Phi }_N(\alpha ,x)`$ is (N-1)-model map, that is it has $`(N1)`$ critical points in unit interval $`[0,1]`$(see Figures 1,2), since its derivative is proportional to derivative of hypergeometric polynomial $`{}_{2}{}^{}F_{1}^{}(N,N,\frac{1}{2},x)`$ which is itself a hypergeometric polynomial of degree $`(N1)`$, hence it has $`(N1)`$ real roots in unit interval $`[0,1]`$. Defining Shwarzian derivative $`S(\mathrm{\Phi }_N(x,\alpha ))`$ as:

$$S\left(\mathrm{\Phi }_N(x,\alpha )\right)=\frac{\mathrm{\Phi }_N^{\prime \prime \prime }(x,\alpha )}{\mathrm{\Phi }_N^{}(x,\alpha )}\frac{3}{2}\left(\frac{\mathrm{\Phi }_N^{\prime \prime }(x,\alpha )}{\mathrm{\Phi }_N^{}(x,\alpha )}\right)^2=\left(\frac{\mathrm{\Phi }_N^{\prime \prime }(x,\alpha )}{\mathrm{\Phi }_N^{}(x,\alpha )}\right)^{}\frac{1}{2}\left(\frac{\mathrm{\Phi }_N^{\prime \prime }(x,\alpha )}{\mathrm{\Phi }_N^{}(x,\alpha )}\right)^2,$$

with a prime denoting a single differential, one can show that:

$$S\left(\mathrm{\Phi }_N(x,\alpha )\right)=S\left({}_{2}{}^{}F_{1}^{}(N,N,\frac{1}{2},x)\right)0,$$

since $`\frac{d}{dx}(_2F_1(N,N,\frac{1}{2},x))`$ can be written as:

$$\frac{d}{dx}\left({}_{2}{}^{}F_{1}^{}(N,N,\frac{1}{2},x)\right)=A\underset{i=1}{\overset{N1}{}}(xx_i),$$

with $`0x_1<x_2<x_3<\mathrm{}.<x_{N1}1`$, then we have:

$$S\left({}_{2}{}^{}F_{1}^{}(N,N,\frac{1}{2},x)\right)=\frac{1}{2}\underset{J=1}{\overset{N1}{}}\frac{1}{(xx_j)^2}\left(\underset{J=1}{\overset{N1}{}}\frac{1}{(xx_j)}\right)^2<0.$$

Therefore, the maps $`\mathrm{\Phi }_N(x,\alpha )`$ have at most $`N+1`$ attracting periodic orbits . As we will show at the end of this section, these maps have only a single period one stable fixed points or they are ergodic.
Denoting n-composition of functions $`\mathrm{\Phi }(x,\alpha )`$ by $`\mathrm{\Phi }^{(n)}`$, it is straightforward to show that the derivative of $`\mathrm{\Phi }^{(n)}`$ at its possible n periodic points of an n-cycle: $`x_2=\mathrm{\Phi }(x_1,\alpha ),x_3=\mathrm{\Phi }(x_2,\alpha ),\mathrm{},x_1=\mathrm{\Phi }(x_n,\alpha )`$ is

$$\frac{d}{dx}\mathrm{\Phi }^{(n)}=\frac{d}{dx}\stackrel{n}{\stackrel{}{\left(\mathrm{\Phi }^{(1,2)}\mathrm{\Phi }^{(1,2)}\mathrm{}\mathrm{\Phi }^{(1,2)}(x,\alpha )\right)}}=\underset{k=1}{\overset{n}{}}\frac{N}{\alpha }(\alpha ^2+(1\alpha ^2)x_k),$$
(II-2)
since for $`x_k[0,1]`$ we have:

$$min(\alpha ^2+(1\alpha ^2x_k))=min(1,\alpha ^2),$$

therefore,

$$min\frac{d}{dx}\mathrm{\Phi }^{(n)}=\left(\frac{N}{\alpha }min(1,\alpha ^2)\right)^n.$$

Hence the above expression is definitely greater than one for $`\frac{1}{N}<\alpha <N`$, that is: maps do not have any kind of n-cycle or periodic orbits for $`\frac{1}{N}<\alpha <N`$, actually they are ergodic for this interval of parameter. From (II-2) it follows the values of $`\frac{d}{dx}\mathrm{\Phi }^{(n)}`$ at n periodic points of the n-cycle belongs to interval , varies between $`(N\alpha )^n`$ and $`(\frac{N}{\alpha })^n`$ for $`\alpha <\frac{1}{N}`$ and between $`(\frac{N}{\alpha })^n`$ and $`(N\alpha )^n`$ for $`\alpha >N`$, respectively.
From the definition of these maps, we see that for odd N, both $`x=0`$ and $`x=1`$ belong to one of the n-cycles, while for even N, only $`x=1`$ belongs to one of the n-cycles of $`\mathrm{\Phi }_N(x,\alpha )`$.
For $`\alpha <(\frac{1}{N})`$ $`(\alpha >N)`$, the formula $`(II2)`$ implies that for those cases in which $`x=0`$ $`(x=1)`$ belongs to one of n-cycles we will have $`\frac{d}{dx}\mathrm{\Phi }^{(n)}<1`$, hence the curve of $`\mathrm{\Phi }^{(n)}`$ starts at $`x=0`$ $`(x=1)`$ beneath the bisector and then crosses it at the next (previous) periodic point with slope greater than one, since the formula $`(II2)`$ implies that the slope of fixed points increases with the increasing (decreasing) of $`x_k`$, therefore at all periodic points of n-cycles except for $`x=0`$ $`(x=1)`$ the slope is greater than one that is they are unstable, this is possible only if $`x=0`$ $`(x=1)`$ is the only period one fixed point of these maps.
Hence all n-cycles except for possible period one fixed points $`x=0`$ and $`x=1`$ are unstable, where for $`\alpha [0,\frac{1}{N}]`$, the fixed point $`x=0`$ is stable in maps $`\mathrm{\Phi }_N(x,\alpha )`$ (for odd integer values of N), while for $`\alpha [N,\mathrm{})`$ the $`x=1`$ is stable fixed point in maps (see Figures 3,4 for $`N=2,3`$).
Below we also introduce their conjugate or isomorphic maps which will be very useful in derivation of their invariant measure and calculation of their KS-entropy in the next sections. Conjugacy means that the invertible map $`h(x)=\frac{1x}{x}`$ maps $`I=[0,1]`$ into $`[0,\mathrm{})`$ and transform maps $`\mathrm{\Phi }_N(x,\alpha )`$ into $`\stackrel{~}{\mathrm{\Phi }}_N(x,\alpha )`$ defined as:

$$\stackrel{~}{\mathrm{\Phi }}_N(x,\alpha )=h\mathrm{\Phi }_N(x,\alpha )h^{(1)}=\frac{1}{\alpha ^2}\mathrm{tan}^2(N\mathrm{arctan}\sqrt{x})$$
(II-3)
As an example we give below some of these maps:

$$\mathrm{\Phi }_2(\alpha ,x)=\frac{\alpha ^2(2x1)^2}{4x(1x)+\alpha ^2(2x1)^2},$$
(II-4)
$$\mathrm{\Phi }_3(\alpha ,x)=\frac{\alpha ^2x(4x3)^2}{\alpha ^2x(4x3)^2+(1x)(4x1)^2},$$
(II-5)
$$\mathrm{\Phi }_4(\alpha ,x)=\frac{\alpha ^2(18x(1x))^2}{\alpha ^2(18x(1x))^2+16x(1x)(12x)^2},$$
(II-6)
$$\mathrm{\Phi }_5(\alpha ,x)=\frac{\alpha ^2x\left(16x^220x+5\right)^2}{\alpha ^2x\left(16x^220x+5\right)^2x\left(16x^220x+5\right)^2+1}.$$
(II-7)
## III Hierarchy of coupled map

Using the hierarchy of families of one-parameter chaotic maps $`(II1)`$, we can generate new hierarchy of coupled maps with an invariant measure. Hence, by introducing a new parameter $`𝐠`$ as a coupling parameter we form coupling among the above mentioned maps, where they can be coupled through $`\beta `$ and $`\alpha `$ functions defined as:

$$\beta (x)=(\sqrt{\beta _0}+gx)^2,$$
(III-1)
$$\alpha _N(x)=\frac{B_N(\frac{1}{\beta (x)})}{A_N(\frac{1}{\beta (x)})}\sqrt{\frac{\beta (X)}{\beta (x)}}$$
(III-2)
with $`B_N(x)`$ and $`A_N(x)`$ defined as:

$$A(x)=\underset{k=0}{\overset{[\frac{N}{2}]}{}}C_{2k}^Nx^k,$$
(III-3)
$$B(x)=\underset{k=0}{\overset{[\frac{N1}{2}]}{}}C_{2k+1}^Nx^k.$$
(III-4)
Now, the hierarchy of the coupled maps can be defined as:

$$\mathrm{\Phi }_{N_1,N_2}=\{\begin{array}{c}X_1=\mathrm{\Phi }_{N_1}(x_1,\alpha _1(x_2))\hfill \\ X_2=\mathrm{\Phi }_{N_1}(x_2,\alpha _2),\hfill \end{array}$$
(III-5)
Their conjugate or isomorphic maps are defined as:

$$\stackrel{~}{\mathrm{\Phi }}_{N_1,N_2}=\{\begin{array}{c}\stackrel{~}{X}_{N_1}(x_1,\alpha _1(x_2))=hX_{N_1}h^{(1)}=\frac{1}{\alpha _1^2(x_2)}\mathrm{tan}^2(N_1\mathrm{arctan}\sqrt{x_1})\hfill \\ \stackrel{~}{X}_{N_2}(x_2,\alpha _2)=hX_{N_2}h^{(1)}=\frac{1}{\alpha _2^2}\mathrm{tan}^2(N_2\mathrm{arctan}\sqrt{x_2}).\hfill \end{array}$$
(III-6)
Below we give some of coupled map as an illustration

$$\mathrm{\Phi }_{2,2}=\{\begin{array}{c}X_1=\frac{\alpha _1^2(x_2)(2x_11)^2}{4x_1(1x_1)+\alpha _1^2(x_2)(2x_11)^2}\hfill \\ \\ X_2=\frac{\alpha _2^2(2x_21)^2}{4x_2(1x_2)+\alpha _2^2(2x_21)^2}\hfill \end{array}$$
(III-7)
and

$$\mathrm{\Phi }_{2,3}=\{\begin{array}{c}X_1=\frac{\alpha _1^2(x_2)(2x_11)^2}{4x_1(1x_1)+\alpha _1^2(x_2)(2x_11)^2}\hfill \\ \\ X_2=\frac{\alpha _2^2x_2(4x_23)^2}{\alpha _2^2x_2(4x_23)^2+(1x_2)(4x_21)^2}\hfill \end{array}$$
(III-8)
with

$$\alpha _1(x_2)=\frac{2\beta (x_2)}{1+\beta (x_2)}\sqrt{\frac{\beta (X_2)}{\beta (x_2)}},$$

$$\beta (x)=(\sqrt{\frac{\alpha _1}{2\alpha _1}}+gx)^2.$$

One can show the map $`\mathrm{\Phi }_{2,3}`$, is ergodic, for $`0<\alpha _1<2`$ and $`\frac{1}{3}<\alpha _2<3`$, while for $`2<\alpha _1<\mathrm{}`$ and $`0<\alpha _2<\frac{1}{3}`$ ($`3<\alpha _2<\mathrm{}`$) it has fixed point at $`[0,0]`$ ($`[0,1]`$) (see Fig. 5).

$$\mathrm{\Phi }_{3,2}=\{\begin{array}{c}X_1=\frac{\alpha _1^2(x_2)x_1(4x_13)^2}{\alpha _1^2(x_2)x_1(4x_13)^2+(1x_1)(4x_11)^2}\hfill \\ \\ X_2=\frac{\alpha _2^2(2x_21)^2}{4x_2(1x_2)+\alpha _2^2(2x_21)^2}\hfill \end{array}$$
(III-9)
Similarly, one can show that the map $`\mathrm{\Phi }_{3,2}`$, is ergodic for $`\frac{1}{3}<\alpha _1<3`$ and $`0<\alpha _2<2`$, while for $`0<\alpha _1<\frac{1}{3}`$ ($`3<\alpha _1<\mathrm{})`$ and $`0<\alpha _2<2`$ ($`2<\alpha _2<\mathrm{}`$) it has fixed point at $`[0,0]`$ ($`[1,0]`$) (see Fig. 6).

$$\mathrm{\Phi }_{3,3}=\{\begin{array}{c}X_1=\frac{\alpha _1^2(x_2)x_1(4x_13)^2}{\alpha _1^2(x_2)x_1(4x_13)^2+(1x_1)(4x_11)^2}\hfill \\ \\ X_2=\frac{\alpha _2^2x_2(4x_23)^2}{\alpha _2^2x_2(4x_23)^2+(1x_2)(4x_21)^2}\hfill \end{array}$$
(III-10)
with

$$\alpha _1(x_2)=\frac{3\beta (x_2)+1}{3+\beta (x_2)}\sqrt{\frac{\beta (X_2)}{\beta (x_2)}},$$

$$\beta (x)=(\sqrt{\frac{\alpha _13}{3\alpha _11}}+gx)^2.$$

Also the map $`\mathrm{\Phi }_{3,3}`$, is ergodic for $`\frac{1}{3}<\alpha _1<3`$ and $`\frac{1}{3}<\alpha _2<3`$, while for $`0<\alpha _1<\frac{1}{3}`$ ($`3<\alpha _1<\mathrm{}`$ ) and $`0<\alpha _2<\frac{1}{3}`$ ($`3<\alpha _2<\mathrm{}`$ )it has fixed point at $`[0,0]`$ ($`[1,1]`$) (see Fig. 7).

$$\mathrm{\Phi }_{4,3}=\{\begin{array}{c}X_1=\frac{\alpha _1^2(x_1)(18x_1(1x_1))^2}{\alpha _1^2(x_1)(18x_1(1x_1))^2+16x_1(1x_1)(12x_2)^2}\hfill \\ \\ X_2=\frac{\alpha ^2x_2(4x_23)^2}{\alpha ^2x_2(4x_23)^2+(1x_2)(4x_21)^2}\hfill \end{array}$$
(III-11)
and

$$\mathrm{\Phi }_{4,4}=\{\begin{array}{c}X_1=\frac{\alpha _1^2(x_1)(18x_1(1x_1))^2}{\alpha _1^2(x_1)(18x_1(1x_1))^2+16x_1(1x_1)(12x_2)^2}\hfill \\ \\ X_2=\frac{\alpha _2^2(18x_2(1x_2))^2}{\alpha ^2(18x_2(1x_2))^2+16x_2(1x_2)(12x_2)^2}\hfill \end{array}$$
(III-12)
with

$$\alpha _1(x_2)=\frac{\beta ^2(x_2)+6\beta (x_2)+1}{\beta (x_2)(4\beta (x_2)+4)}\sqrt{\frac{\beta (X_2)}{\beta (x_2)}},$$

$$\beta (x)=(\sqrt{\frac{46\alpha _14\sqrt{12\alpha _1+2\alpha _1^2}}{2(\alpha _14)}}+gx)^2.$$

The maps $`\mathrm{\Phi }_{2,2}`$, $`\mathrm{\Phi }_{4,3}`$ and $`\mathrm{\Phi }_{4,4}`$ are also either ergodic or they only single fixed points at $`[0,0]`$ or $`[0,1]`$.

## IV Invariant measure

Dynamical systems, even apparently simple dynamical systems which are described by maps of an interval can display a rich variety of different asymptotic behavior. On measure theoretical level these type of behavior are described by SRB  or invariant measure describing statistically stationary states of the system. The probability measure $`\mu `$ on $`[0,1]`$ is called an SRB or invariant measure of the map $`y=\mathrm{\Phi }_N(x,\alpha )`$ given in $`(II1)`$, if it is $`\mathrm{\Phi }_N(x,\alpha )`$-invariant and absolutely continuous with respect to Lebesgue measure. For deterministic system such as $`\mathrm{\Phi }_N(x,\alpha )`$-map, the $`\mathrm{\Phi }_N(x,\alpha )`$-invariance means that, its invariant measure $`\mu (x)`$ fulfills the following formal FP integral equation

$$\mu (y)=_0^1\delta (y\mathrm{\Phi }_N(x,\alpha ))\mu (x)𝑑x.$$

This is equivalent to:

$$\mu (y)=\underset{x\mathrm{\Phi }_N^1(y,\alpha )}{}\mu (x)\frac{dx}{dy},$$
(IV-1)
defining the action of standard FP operator for the map $`\mathrm{\Phi }_N(x,\alpha )`$ over a function as:

$$P_{\mathrm{\Phi }_N}f(y)=\underset{x\mathrm{\Phi }_N^1(y,\alpha )}{}f(x)\frac{dx}{dy}.$$
(IV-2)
We see that, the invariant measure $`\mu (x)`$ is actually the eigenstate of the FP operator $`P_{\mathrm{\Phi }_N}`$ corresponding to largest eigenvalue 1.
As it is proved in Appendix A, the invariant measure $`\mu _{\mathrm{\Phi }_N(x,\alpha )}(x,\beta )`$ has the following form:

$$\mu (x)=\frac{1}{\pi }\frac{\sqrt{\beta }}{\sqrt{x(1x)}(\beta +(1\beta )x)}$$
(IV-3)
with $`\beta >0`$, is the invariant measure of the maps $`\mathrm{\Phi }_N(x,\alpha )`$ provided that, we choose the parameter $`\alpha `$ in the following form :

$$\alpha =\frac{{}_{k=0}{}^{[\frac{(N1)}{2}]}C_{2k+1}^{N}\beta ^k}{{}_{k=0}{}^{[\frac{N}{2}]}C_{2k}^{N}\beta ^k},$$
(IV-4)
where the symbol $`[]`$ means greatest integer part.
As we see, the above measure is defined only for $`\beta >0`$, hence from the relations $`(IV3)`$, it follows that the maps $`\mathrm{\Phi }_N(x,\alpha )`$ have invariant measure only for $`\alpha (\frac{1}{N},N)`$ for odd value of N, and for even value $`\alpha (N,\mathrm{})`$. For other values of $`\alpha `$ these maps have single attractive fixed points, which is the same as the prediction of the previous section.
Similarly the probability measure $`\mu `$ for coupled chaotic maps $`\mathrm{\Phi }_{N_1,N_2}`$ given in $`(III4)`$ fulfills the following formal FP integral equation

$$\mu (y_1,y_2)=_0^1𝑑x_1_0^1𝑑x_2\delta (y_1X_1(x_1,x_2))\delta (y_2X_2(x_1,x_2))\mu (x_1,x_2),$$

which is equivalent to:

$$\mu (y_1,y_2)=\underset{x\epsilon \mathrm{\Phi }_{N_1,N_2}^1}{}J(x_1,x_2)\mu (x_1,x_2),$$
(IV-5)
where $`J(x_1,x_2)`$ is the Jacobian of the transformation $`\mathrm{\Phi }_{N_1,N_2}`$ which is equal to

$$J(x_1,x_2)=\frac{(x_1,x_2)}{(y_1,y_2)},$$

again defining the action of standard FP operator for the map $`\mathrm{\Phi }_{N_1,N_2}`$ over a function as:

$$P_{\mathrm{\Phi }_{N_1,N_2}}f(y)=\underset{x\mathrm{\Phi }_{N_1,N_2}^1}{}f(x)J(x_1,x_2).$$
(IV-6)
We see that, the invariant measure $`\mu (x_1,x_2)`$ is also the eigenstate of the FP operator $`P_{\mathrm{\Phi }_{N_1,N_2}}`$ corresponding to largest eigenvalue 1.
As it is proved in Appendix B the invariant measure $`\mu _{\mathrm{\Phi }_{N_1,N_2}}(x_1,x_2)`$ has the following form:

$$\frac{1}{\pi }\frac{\sqrt{\beta _2}}{\sqrt{x_2(1x_2)}(\beta _2+(1\beta _2)x_2)}\times \frac{1}{\pi }\frac{\sqrt{\beta _1(x_2)}}{\sqrt{x_1(1x_1)}(\beta _1(x_2)+(1\beta _1(x_2))x_1)},$$
(IV-7)
with $`\beta _2>0`$ and $`\beta _1(x)>0`$ given in $`(III1)`$.

## V Kolmogrov-Sinai entropy

KS-entropy or metric entropy  measures how chaotic a dynamical system is and it is proportional to the rate at which information about the state of dynamical system is lost in the course of time or iteration. Therefore, it can also be defined as the average rate of information loss for a discrete measurable dynamical system $`(\mathrm{\Phi }_N(x,\alpha ),\mu )`$. By introducing a partition $`\alpha =A_c(n_1,\mathrm{}..n_\gamma )`$ of the interval $`[0,1]`$ into individual laps $`A_i`$ one can define the usual entropy associated with the partition by:

$$H(\mu ,\gamma )=\underset{i=1}{\overset{n(\gamma )}{}}m(A_c)\mathrm{ln}m(A_c),$$

where $`m(A_c)={}_{nA_i}{}^{}\mu (x)𝑑x`$ is the invariant measure of $`A_i`$. By defining n-th refining $`\gamma (n)`$ of $`\gamma `$ as:

$$\gamma ^n=\underset{k=0}{\overset{n1}{}}(\mathrm{\Phi }_N(x,\alpha ))^{(k)}(\gamma ),$$

then entropy per unit step of refining is defined by :

$$h(\mu ,\mathrm{\Phi }_N(x,\alpha ),\gamma )=lim{}_{n\mathrm{}}{}^{}(\frac{1}{n}H(\mu ,\gamma ))$$

Now, if the size of individual laps of $`\gamma (N)`$ tends to zero as n increases, then the above entropy is known as KS-entropy, that is:

$$h(\mu ,\mathrm{\Phi }_N(x,\alpha ))=h(\mu ,\mathrm{\Phi }_N(x,\alpha ),\gamma ).$$

KS-entropy, which is a quantitative measure of the rate of information loss with the refining, may also be written as:

$$h(\mu ,\mathrm{\Phi }_N(x,\alpha ))=\mu (x)𝑑x\mathrm{ln}\frac{d}{dx}\mathrm{\Phi }_N(x,\alpha ),$$
(V-1)
which is also a statistical mechanical expression for the Lyapunov characteristic exponent, that is, the mean divergence rate of two nearby orbits. The measurable dynamical system $`(\mathrm{\Phi },\mu )`$ is chaotic for $`h>0`$ and predictive for $`h=0`$. As It is proved in Appendix C, the $`h(\mu ,\mathrm{\Phi }_N(x,\alpha ))`$ has the following form

$$h(\mu ,\mathrm{\Phi }_N^{(2)}(x,\alpha ))=\mathrm{ln}\left(\frac{N(1+\beta +2\sqrt{\beta })^{N1}}{(_{k=0}^{[\frac{N}{2}]}C_{2k}^N\beta ^k)(_{k=0}^{[\frac{N1}{2}]}C_{2k+1}^N\beta ^k)}\right).$$
(V-2)
Similarly the KS-entropy of coupled chaotic maps can be written as

$$h(\mu ,\mathrm{\Phi }_{N_1,N_2})=_0^{\mathrm{}}𝑑x_1_0^{\mathrm{}}𝑑x_2\stackrel{~}{\mu }(x_2,x_2)\mathrm{ln}\frac{(\stackrel{~}{X}_{N_1},\stackrel{~}{X}_{N_2})}{(x_1,x_2)}.$$
(V-3)
In Appendix D we have calculated KS-entropy of coupled chaotic maps $`\mathrm{\Phi }_{N_1,N_2}`$ for $`N_1=2,3,4`$ and $`5`$, where below we give the results.

$$h(\mu ,\mathrm{\Phi }_{2,N_2})=\mathrm{ln}\left(\frac{N_2(1+\beta _2+2\sqrt{\beta _2})^{N_21}}{(_{k=0}^{[\frac{N_2}{2}]}C_{2k}^{N_2}\beta _2^k)(_{k=0}^{[\frac{N_21}{2}]}C_{2k+1}^{N_2}\beta _2^k)}\right)$$

$$+\mathrm{ln}\frac{\left(\sqrt{1+\sqrt{\beta _{1_0}}}+\sqrt{\frac{g}{\beta _2}}\right)^4}{\left(\sqrt{1+\beta _{1_0}}+\frac{g}{\beta _2}+\sqrt{\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{1+\beta _{1_0}}}\right)^2},$$
(V-4)
$$h(\mu ,\mathrm{\Phi }_{3,N_2})=\mathrm{ln}\left(\frac{N_2(1+\beta _2+2\sqrt{\beta _2})^{N_21}}{(_{k=0}^{[\frac{N_2}{2}]}C_{2k}^{N_2}\beta _2^k)(_{k=0}^{[\frac{N_21}{2}]}C_{2k+1}^{N_2}\beta _2^k)}\right)$$

$$+\mathrm{ln}[3(\sqrt{1+\sqrt{\beta _{1_0}}}+\sqrt{\frac{g}{\beta _2}})^8/$$

$$\left((\sqrt{3+\beta _{1_0}}+\frac{g}{\beta _2}+\sqrt{\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{(3+\beta _{1_0})}})\right)^2$$

$$\times \left((\sqrt{1+3\beta _{1_0}}+\frac{\sqrt{3}g}{\beta _2}+\sqrt{\frac{6g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{3(1+3\beta _{1_0})}})^2\right],$$
(V-5)
$$h(\mu ,\mathrm{\Phi }_{4,N_2})=\mathrm{ln}\left(\frac{N_2(1+\beta _2+2\sqrt{\beta _2})^{N_21}}{(_{k=0}^{[\frac{N_2}{2}]}C_{2k}^{N_2}\beta _2^k)(_{k=0}^{[\frac{N_21}{2}]}C_{2k+1}^{N_2}\beta _2^k)}\right)$$

$$+\mathrm{ln}[4(\sqrt{1+\sqrt{\beta _{1_0}}}+\sqrt{\frac{g}{\beta _2}})^{12}/$$

$$\left((\sqrt{32\sqrt{2}+\beta _{1_0}}+\frac{g}{\beta _2}+\sqrt{\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{(32\sqrt{2}+\beta _{1_0})}})\right)^2$$

$$\times \left((\sqrt{3+2\sqrt{2}+\beta _{1_0}}+\frac{g}{\beta _2}+\sqrt{\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{(3+2\sqrt{2}+\beta _{1_0})}})\right)^2$$

$$\times \left((\sqrt{4+4\beta _{1_0}}+\frac{4g}{\beta _2}+\sqrt{\frac{8g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{(4+4\beta _{1_0})}})\right)^2],$$
(V-6)
and

$$h(\mu ,\mathrm{\Phi }_{5,N_2})=\mathrm{ln}\left(\frac{N_2(1+\beta _2+2\sqrt{\beta _2})^{N_21}}{(_{k=0}^{[\frac{N_2}{2}]}C_{2k}^{N_2}\beta _2^k)(_{k=0}^{[\frac{N_21}{2}]}C_{2k+1}^{N_2}\beta _2^k)}\right)$$

$$+\mathrm{ln}[5(\sqrt{1+\sqrt{\beta _{1_0}}}+\sqrt{\frac{g}{\beta _2}})^{16}/$$

$$\left((\sqrt{52\sqrt{2}+\beta _{1_0}}+\frac{g}{\beta _2}+\sqrt{\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{(52\sqrt{2}+\beta _{1_0})}})\right)^2$$

$$\times \left((\sqrt{5+2\sqrt{2}+\beta _{1_0}}+\frac{g}{\beta _2}+\sqrt{\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{(5+2\sqrt{2}+\beta _{1_0})}})\right)^2$$

$$\times \left((\sqrt{1+\frac{2}{5}\sqrt{2}+\beta _{1_0}}+\frac{g}{\beta _2}+\sqrt{\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{(1+\frac{2}{5}\sqrt{2}+\beta _{1_0})}})\right)^2$$

$$\times \left((\sqrt{1\frac{2}{5}\sqrt{2}+\beta _{1_0}}+\frac{g}{\beta _2}+\sqrt{\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{(1\frac{2}{5}\sqrt{2}+\beta _{1_0})}})\right)^2].$$
(V-7)
## VI Simulation

Here in this section we try to calculate Lyapunov characteristic exponent of maps $`(II3,4)`$ and $`(III6,7)`$ in order to investigate these maps numerically. In fact, Lyapunov characteristic exponent is the characteristic exponent of the rate of average magnification of the neighborhood of an arbitrary point $`\stackrel{}{r}_0=(x_{1_0},x_{2_0})`$ and it is denoted by $`\mathrm{\Lambda }(\stackrel{}{r}_0)`$ which is written as:

$$\mathrm{\Lambda }(\stackrel{}{r}_0)=\underset{n\mathrm{}}{lim}\mathrm{ln}\frac{((\stackrel{k}{\stackrel{}{\mathrm{\Phi }\mathrm{\Phi }\mathrm{}.\mathrm{\Phi }}})_1,(\stackrel{k}{\stackrel{}{\mathrm{\Phi }\mathrm{\Phi }\mathrm{}.\mathrm{\Phi }}})_2)}{(x_{1_0},x_{2_0})}$$

$$\mathrm{\Lambda }(\stackrel{}{r}_0)=\underset{n\mathrm{}}{lim}\underset{k=0}{\overset{n1}{}}\mathrm{ln}\frac{X_1(x_k,\alpha _2)}{x_{1_0}}.\frac{X_2(x_k,\alpha _1)}{x_{2_0}}$$
(VI-1)
where $`x_k=\stackrel{k}{\stackrel{}{\mathrm{\Phi }\mathrm{\Phi }\mathrm{}.\mathrm{\Phi }}}`$ . It is obvious that $`\mathrm{\Lambda }(\stackrel{}{r}_0)<0`$ for an attractor, $`\mathrm{\Lambda }(\stackrel{}{r}_0)>0`$ for a repeller and $`\mathrm{\Lambda }(\stackrel{}{r}_0)=0`$ for marginal situation. Also the Liapunov number is independent of initial point $`\stackrel{}{r}_0`$, provided that the motion inside the invariant manifold is ergodic, thus $`\mathrm{\Lambda }(\stackrel{}{r}_0)`$ characterizes the invariant manifold of $`\mathrm{\Phi }`$ as a whole. For the values of parameter $`\alpha `$, such that the map $`\mathrm{\Phi }`$ be measurable, Birkohf ergodic theorem implies the equality of KS-entropy and Liapunov number, that is:

$$h(\mu ,\mathrm{\Phi })=\mathrm{\Lambda }(\stackrel{}{r}_0,\mathrm{\Phi }),$$
(VI-2)
Comparison of analytically calculated KS-entropy of maps (see Figures 8-11) with the corresponding Lyapunov characteristic exponent obtained by the simulation, indicates that in chaotic region, these maps are ergodic as Birkohf ergodic theorem predicts. In non chaotic region of the parameter, Lyapunov characteristic exponent is negative definite, since in this region we have only single period fixed points without bifurcation. Therefore, combining the analytic discussion of section V with the numerical simulation we deduce that, these maps are ergodic in certain values of their parameters as explained above and in complementary interval of parameters they have only a single period one attractive fixed point, such that in contrary to the most of usual one-dimensional one-parameter family of maps they have only bifurcation from a period one attractive fixed point to chaotic state or vise versa. A comparison of these results with those of obtained in section V, verified the accuracy of implemented computation methods.

## VII Conclusion

We have given hierarchy of exactly solvable one-parameter families of one-dimensional chaotic maps with an invariant measure, that is measurable dynamical system with an interesting property of being either chaotic (proper to say ergodic ) or having stable period one fixed point and they bifurcate from a stable single periodic state to chaotic one and vice-versa without having usual period doubling or period-n-tupling scenario. Also by coupling these maps in an appropriate method, we have obtained some coupled chaotic maps with invariant measure, where they also bifurcate without period-n-tupling scenario to chaos. Since the invariant measure plays an important roles in analytic calculation of important equations such as KS-entropy, therefore it would be interesting to find the other measurable one parameter maps, many parameters, coupled and higher dimensional maps with invariant measure, which are under investigation.

Appendix A: Derivation of measure of one-parameter families of chaotic maps
In order to prove that measure $`(IV3)`$ satisfies equation $`(IV1)`$, it is rather convenient to consider the conjugate map.

$$\stackrel{~}{\mathrm{\Phi }}_N(x,\alpha )=\frac{1}{\alpha ^2}\mathrm{tan}^2(N\mathrm{arctan}\sqrt{x})$$
(-1)
with measure $`\stackrel{~}{\mu }_{\stackrel{~}{\mathrm{\Phi }}_N}`$ related to the measure $`\mu _{\mathrm{\Phi }_N}`$ with the following relation:

$$\stackrel{~}{\mu }_{\stackrel{~}{\mathrm{\Phi }}_N}(x)=\frac{1}{(1+x)^2}\mu _{\mathrm{\Phi }_N}(\frac{1}{1+x}).$$

Denoting $`\stackrel{~}{\mathrm{\Phi }}_N(x,\alpha )`$ on the left hand side of $`(A1)`$ by $`y`$ and inverting it, we get :

$$x_k=\mathrm{tan}^2(\frac{1}{N}\mathrm{arctan}\sqrt{y\alpha ^2}+\frac{k\pi }{N})k=1,..,N.$$
(-2)
Then, taking derivative of $`x_k`$ with respect to $`y`$, we obtain:

$$\frac{dx_k}{dy}=\frac{\alpha }{N}\sqrt{x_k}(1+x_k)\frac{1}{\sqrt{y}(1+\alpha ^2y)}.$$
(-3)
Substituting the above result in equation $`(IV1)`$, we get:

$$\stackrel{~}{\mu }_{\stackrel{~}{\mathrm{\Phi }}_N}(y)\sqrt{y}(1+\alpha ^2y)=\frac{\alpha }{N}\underset{k}{}\sqrt{x_k}(1+x_k)\stackrel{~}{\mu }_{\stackrel{~}{\mathrm{\Phi }}_N}(x_k),$$
(-4)
Now, by considering the following anatz for the invariant measure $`\stackrel{~}{\mu }_{\stackrel{~}{\mathrm{\Phi }}_N}(y)`$:

$$\stackrel{~}{\mu }_{\stackrel{~}{\mathrm{\Phi }}_N}(y)=\frac{\sqrt{\beta }}{\sqrt{y}(1+\beta y)},$$
(-5)
the above equation reduces to:

$$\frac{1+\alpha ^2y}{1+\beta y}=\frac{\alpha }{N}\underset{k=1}{\overset{N}{}}\left(\frac{1+x_k}{1+\beta x_k}\right)$$

which can be written as:

$$\frac{1+\alpha ^2y}{1+\beta y}=\frac{\alpha }{\beta }+\left(\frac{\beta 1}{\beta ^2}\right)\frac{}{\beta ^1}(\mathrm{ln}(\mathrm{\Pi }_{k=1}^N(\beta ^1+x_k))).$$
(-6)
To evaluate the second term in the right hand side of above formulas we can write the equation in the following form:

$$0=\alpha ^2y\mathrm{cos}^2(N\mathrm{arctan}\sqrt{x})\mathrm{sin}^2(N\mathrm{arctan}\sqrt{x})$$

$$=\frac{(1)^N}{(1+x)^N}\left(\alpha ^2y(\underset{k=0}{\overset{[\frac{N}{2}]}{}}C_{2k}^N(1)^Nx^k)^2x(\underset{k=0}{\overset{[\frac{N1}{2}]}{}}C_{2k+1}^N(1)^Nx^k)^2\right),$$

$$=\frac{\text{constant}}{(1+x)^N}\underset{k=1}{\overset{N}{}}(xx_k),$$

where $`x_k`$ are the roots of equation $`(A1)`$ and they are given by formula $`(A2)`$. Therefore, we have:

$$\frac{}{\beta ^1}\mathrm{ln}\left(\underset{k=1}{\overset{N}{}}(\beta ^1+x_k)\right)$$

$$=\frac{}{\beta ^1}\mathrm{ln}\left[(1\beta ^1)^N(\alpha ^2y\mathrm{cos}^2(N\mathrm{arctan}\sqrt{\beta ^1})\mathrm{sin}^2(N\mathrm{arctan}\sqrt{\beta ^1}))\right]$$

$$=\frac{N\beta }{\beta 1}+\frac{\beta N(1+\alpha ^2y)A(\frac{1}{\beta })}{(A(\frac{1}{\beta }))^2\beta ^2y+(B(\frac{1}{\beta }))^2},$$
(-7)
In deriving of above formulas we have used the following identities

$$\mathrm{cos}(N\mathrm{arctan}\sqrt{x})=\frac{A(x)}{(1+x)^{\frac{N}{2}}},$$

$$\mathrm{sin}(N\mathrm{arctan}\sqrt{x})=\sqrt{x}\frac{B(x)}{(1+x)^{\frac{N}{2}}},$$
(-8)
inserting the results $`(A7)`$ in $`(A6)`$, we get:

$$\frac{1+\alpha ^2y}{1+\beta y}=\frac{1+\alpha ^2y}{\left(\frac{B(\frac{1}{\beta })}{\alpha A(\frac{1}{\beta })}+\beta (\frac{\alpha A(\frac{1}{\beta })}{B(\frac{1}{\beta })})y\right)}.$$

Hence to get the final result we have to choose the parameter $`\alpha `$ as:

$$\alpha =\frac{B(\frac{1}{\beta })}{A(\frac{1}{\beta })}.$$

Appendix B: Derivation of measure of coupled chaotic maps.
In order to prove that measure $`(IV7)`$ satisfies equation $`(IV5)`$, it is rather convenient to consider the conjugate map.
Now, denoting $`\stackrel{~}{X}_1`$ by $`y_1`$ and $`\stackrel{~}{X}_2`$ by $`y_2`$ and inverting the conjugate map $`\stackrel{~}{\mathrm{\Phi }}_{N_1,N_2}`$ we get:

$$\{\begin{array}{c}x_{k_1k_2}=\mathrm{tan}^2(\frac{1}{N_1}\mathrm{arctan}\sqrt{y_1\alpha _1^2(x_2)}+\frac{k_1\pi }{N_1})\hfill \\ \\ x_{k_2}=\mathrm{tan}^2(\frac{1}{N_2}\mathrm{arctan}\sqrt{y_2\alpha _2^2}+\frac{k_2\pi }{N_2}),\hfill \end{array}$$
(B-1)
then taking the derivative of $`(B1)`$ with respect to $`y_1`$, $`y_2`$:

$$\{\begin{array}{c}\frac{x_{k_1k_2}}{y_1}=\frac{g_1(x_{k_2})}{N_1}.\frac{\sqrt{x_{k_1k_2}}(1+x_{k_1k_2})}{\sqrt{y_1}(1+g_1^2(x_{k_2})y_1)}\hfill \\ \\ \frac{x_{k_2}}{y_2}=\frac{\alpha _2}{N_2}.\frac{(1+x_{k_2})}{(1+\alpha _2^2y_2)}.\frac{\sqrt{x_{k_2}}}{\sqrt{y_2}},\hfill \end{array}$$
(B-2)
and substituting the above results in equation $`(IV1)`$, we obtain:

$$\stackrel{~}{\mu }(y_1,y_2)=\underset{k_1,k_2}{}\frac{x_{k_2}}{y_2}.\frac{x_{k_1k_2}}{y_1}\stackrel{~}{\mu }(x_{k_1k_2},x_{k_2})$$

$$=\underset{k_1,k_2}{}\frac{g_1(x_{k_2})}{N_1}.\frac{\sqrt{x_{k_1k_2}}(1+x_{k_1k_2})}{\sqrt{y_1}(1+g_1^2(x_{k_2})y_1)}.\frac{\alpha _2}{N_2}.\frac{(1+x_{k_2})}{(1+\alpha _2^2y_2)}.\frac{\sqrt{x_{k_2}}}{\sqrt{y_2}}\stackrel{~}{\mu }(x_{k_1k_2},x_{k_2}).$$
(B-3)
Now, considering the following anzatz for invariant measure $`\stackrel{~}{\mu }_{\stackrel{~}{\mathrm{\Phi }}_{N_1,N_2}}`$

$$\stackrel{~}{\mu }(x_1,x_2)=\frac{1}{\pi }.\frac{\gamma (x_2)}{\sqrt{x_1}(1+\beta (x_2)x_1)},$$
(B-4)
we come to the following equation:

$$\stackrel{~}{\mu }(y_1,y_2)=\frac{1}{\pi }\underset{k_2}{}\frac{x_{k_2}}{y_2}.\frac{1}{\sqrt{y_1}}.\frac{\gamma (x_{k_2})}{(1+g_1^2(x_{k_2})y_1)}\times \underset{k_1}{}\frac{g_1(x_{k_2})}{N_1}.\frac{(1+x_{k_1k_2})}{(1+\beta _1(x_{k_2})x_{k_1k_2})},$$
(B-5)
using the relation $`(III3)`$ in the last part of above relation, it reads

$$\underset{k_1}{}\frac{g_1(x_{k_2})}{N_1}.\frac{(1+x_{k_1k_2})}{(1+\beta _1(x_{k_2})x_{k_1k_2})}=\frac{g_1(x_{k_2})A_{N_1}(\beta _1^1(x_{k_2}))(1+g_1^2(x_{k_2})y_1)}{B_{N_1}(\beta _1^1(x_{k_2}))}$$

$$\times \frac{1}{(1+\beta _1(x_{k_2})(\frac{g_1(x_{k_2})A_{N_1}(\beta _1^1(x_{k_2}))}{B_{N_1}(\beta _1^1(x_{k_2}))}))},$$

therefore, the relation $`(B5)`$ reduces to:

$$\stackrel{~}{\mu }(y_1,y_2)=\frac{1}{\pi }\underset{k_2}{}(\frac{\gamma (x_{k_2})}{\sqrt{y_1}}.\frac{g_1(x_{k_2})A_{N_1}(\beta _1^1(x_{k_2}))}{B_{N_1}(\beta _1^1(x_{k_2}))}$$

$$\times \frac{1}{(1+y_1\beta _1(x_{k_2})(\frac{g_1(x_{k_2})A_{N_1}(\beta _1^1(x_{k_2}))}{B_{N_1}(\beta _1^1(x_{k_2}))})^2)}.\frac{x_{k_2}}{y_2}).$$
(B-6)
On the otherhand, we know that the measure $`\stackrel{~}{\mu }(y_1,y_2)`$ is

$$\stackrel{~}{\mu }(y_1,y_2)=\frac{1}{\pi }.\frac{\gamma (y_2)}{(1+\beta (y_2)y_1)\sqrt{y_1}},$$
(B-7)
which is possible if $`\beta _1(x_{k_2})`$ and $`\beta _1(y_2)`$ to be relate with

$$\beta _1(y_2)=\left(\frac{g_1(x_{k_2})A_{N_1}(\beta _1^1(x_{k_2}))}{B_{N_1}(\beta _1^1(x_{k_2}))}\right)\beta _1(x_{k_2})$$
(B-8)
and $`\gamma (y_2)`$ can be given in terms of $`\gamma (x_k)`$ as:

$$\gamma (y_2)=\underset{k_2}{}(\frac{\sqrt{\beta _1(y_2)}}{\sqrt{\beta _1(x_{k_2})}}.\frac{x_{k_2}}{y_2})\gamma (x_{k_2}),$$

or it can be written as

$$\frac{\gamma (y_2)}{\sqrt{\beta _1(y_2)}}=\underset{k_2}{}\frac{x_{k_2}}{y_2}.\frac{\gamma (x_{k_2})}{\sqrt{\beta _1(x_{k_2})}},$$

Therefore, $`\frac{\gamma (y_2)}{\sqrt{\beta _1(y_2)}}`$ satisfies the PF equation of map $`\mathrm{\Phi }_N`$, hence it is proportional to its invariant measure, that is

$$\frac{\gamma (y_2)}{\sqrt{\beta _1(y_2})}=\frac{1}{\pi }.\frac{\sqrt{\beta _2}}{(1+\beta _2y_2)}.$$
(B-9)
Appendix C: Derivation of entropy of one-parameter families of chaotic maps
In order to calculate the KS-entropy of the maps $`\mathrm{\Phi }_N(x,\alpha )`$, it is rather convenient to consider their conjugate maps given by $`(II2)`$, since it can be shown that KS-entropy is a kind of topological invariant, that is, it is preserved under conjugacy map. Hence we have:

$$h(\mu ,\mathrm{\Phi })=h(\stackrel{~}{\mu },\stackrel{~}{\mathrm{\Phi }}).$$

The integral $`(V1)`$ can be written as

$$h(\mu ,\mathrm{\Phi }_N(x,\alpha ))=_0^{\mathrm{}}\stackrel{~}{\mu }(x)dx\mathrm{ln}\frac{d}{dx}(\frac{1}{\alpha ^2}.\mathrm{tan}^2(N\mathrm{arctan}\sqrt{x}))$$

we have

$$h(\mu ,\mathrm{\Phi }_N(x,\alpha ))=_0^{\mathrm{}}\stackrel{~}{\mu }(x)dx\mathrm{ln}(\frac{N}{\alpha ^2}.\frac{1}{\sqrt{x}(1+x)}\frac{\mathrm{sin}N(\mathrm{arctan}\sqrt{x})}{\mathrm{cos}^3N(\mathrm{arctan}\sqrt{x})}),$$

using the relation $`(A8)`$, we get

$$h(\mu ,\mathrm{\Phi }_N(x,\alpha ))=\frac{1}{\pi }_0^{\mathrm{}}\frac{\sqrt{\beta }dx}{\sqrt{x}(1+\beta x)}\mathrm{ln}\left(\frac{N}{\alpha ^2}\frac{(1+x)^{N1}B(x)}{(A(x))^3}\right).$$
(C-1)
We see that polynomials appearing in the numerator ( denominator ) of integrand appearing on the right hand side of equation $`(C1)`$, have $`\frac{[N1]}{2}`$ $`(\frac{[N]}{2})`$ simple roots, denoted by $`x_k^Bk=1,\mathrm{},[\frac{N1}{2}]`$ $`(x_k^Ak=1,\mathrm{},[\frac{N}{2}])`$ in the interval $`[0,\mathrm{})`$. Hence, we can write the above formula in the following form:

$$h(\mu ,\mathrm{\Phi }_N(x,\alpha ))=\frac{1}{\pi }_0^{\mathrm{}}\frac{\sqrt{\beta }dx}{\sqrt{x}(1+\beta x)}\mathrm{ln}(\frac{N}{\alpha ^2}.\frac{(1+x)^{N1}_{k=1}^{[\frac{N1}{2}]}xx_k^B}{_{k=1}^{[\frac{N}{2}]}xx_k^A^3}).$$

Now making the following change of variable $`x=\frac{1}{\beta }\mathrm{tan}^2\frac{\mathrm{\Theta }}{2}`$, and taking into account that degree of numerators and denominator are equal for both even and odd values of N, we get

$$h(\mu ,\mathrm{\Phi }_N(x,\alpha ))=\frac{1}{\pi }_0^{\mathrm{}}d\theta \{\mathrm{ln}(\frac{N}{\alpha ^2})+(N1)\mathrm{ln}\beta +1+(\beta 1)\mathrm{cos}\theta $$

$$+\underset{k=1}{\overset{[\frac{N1}{2}]}{}}\mathrm{ln}1x_k^B\beta +(1+x_k^B\beta )\mathrm{cos}\theta 3\underset{k=1}{\overset{[\frac{N}{2}]}{}}\mathrm{ln}1x_k^A\beta +(1+x_k^A\beta )\mathrm{cos}\theta \}.$$

Using the following integrals:

$$\frac{1}{\pi }_0^\pi \mathrm{ln}a+b\mathrm{cos}\theta =\{\begin{array}{c}\mathrm{ln}\frac{a+\sqrt{a^2b^2}}{2}a>b\hfill \\ \mathrm{ln}\frac{b}{2}ab,\hfill \end{array}$$

we get

$$h(\mu ,\mathrm{\Phi }_N(x,\alpha ))=\mathrm{ln}\left(\frac{N(1+\beta +2\sqrt{\beta })^{N1}}{(_{k=0}^{[\frac{N}{2}]}C_{2k}^N\beta ^k)(_{k=0}^{[\frac{N1}{2}]}C_{2k+1}^N\beta ^k)}\right).$$
(C-2)
Appendix D: Derivation of entropy of coupled chaotic maps.
The KS-entropy of $`\mathrm{\Phi }_{2,N_2}`$ given in $`(V3)`$ can be written as

$$h(\stackrel{~}{\mu },\stackrel{~}{\mathrm{\Phi }}_{2,N_2})=_0^{\mathrm{}}\stackrel{~}{\mu }(x_1)𝑑x_1_0^{\mathrm{}}\stackrel{~}{\mu }(x_2)𝑑x_2(\mathrm{ln}\frac{\stackrel{~}{X}_2}{x_1}+\mathrm{ln}\frac{\stackrel{~}{X}_{N_2}}{x_2}).$$
(D-1)
Now, using the formulas $`(III5)`$ the second integral reads

$$=_0^{\mathrm{}}\stackrel{~}{\mu }(x_1)dx_1_0^{\mathrm{}}\stackrel{~}{\mu }(x_2)dx_2\mathrm{ln}\frac{}{x_1}(\frac{1}{\alpha _2^2}.\mathrm{tan}^2(N_2\mathrm{arctan}\sqrt{x_2}))$$

or

$$=_0^{\mathrm{}}\stackrel{~}{\mu }(x_1)dx_1_0^{\mathrm{}}\stackrel{~}{\mu }(x_2)dx_2\mathrm{ln}(\frac{N_2}{\alpha _2^2}.\frac{1}{\sqrt{x_2}(1+x_2)}.\frac{\mathrm{sin}N_2(\mathrm{arctan}\sqrt{x_2})}{\mathrm{cos}^3N_2(\mathrm{arctan}\sqrt{x_2})}),$$

where using the relation $`(A8)`$, we get

$$=\frac{1}{\pi }_0^{\mathrm{}}\frac{\sqrt{\beta _2}dx_2}{\sqrt{x_2}(1+\beta _2x_2)}\mathrm{ln}\left(\frac{N_2}{\alpha _2^2}\frac{(1+x_2)^{N_21}B(x_2)}{x_2^2(A(x_2))^3}\right)$$
(D-2)
Finally, calculating the above integral with the prescription of Appendix C, we obtain:

$$=\mathrm{ln}\left(\frac{N_2(1+\beta _2+2\sqrt{\beta _2})^{N_21}}{(_{k=0}^{[\frac{N_2}{2}]}C_{2k}^{N_2}\beta _2^k)(_{k=0}^{[\frac{N_21}{2}]}C_{2k+1}^{N_2}\beta _2^k)}\right),$$
(D-3)
Now, using the relation $`(II3)`$ together with the invariance of measure, the first integral in $`(D1)`$ can be

$$=\frac{1}{\pi ^2}_0^{\mathrm{}}\stackrel{~}{\mu }(x_1)𝑑x_1_0^{\mathrm{}}\stackrel{~}{\mu }(x_2)𝑑x_2\mathrm{ln}\frac{}{x_1}\frac{\beta (x_2)}{\beta (X_2)}.\frac{A_2^2(\frac{1}{\beta (x_2)})}{B_2^2(\frac{1}{\beta (x_2)})}$$

$$\times \frac{\mathrm{sin}^2(2\mathrm{arctan}\sqrt{x_1})}{\mathrm{cos}^2(2\mathrm{arctan}\sqrt{x_1})}$$

$$=\frac{1}{\pi ^2}_0^{\mathrm{}}\stackrel{~}{\mu }(x_1)dx_1_0^{\mathrm{}}\stackrel{~}{\mu }(x_2)dx_2\mathrm{ln}\frac{\beta (x_2)}{\beta (X_2)}.\frac{(1+\sqrt{\beta (x_2)})^2}{A_2(\beta (x_2))B_2(\beta (x_2))},$$
(D-4)
Due to the invivariance of measure the integral of the expression $`\frac{\beta (x_2)}{\beta (X_2)}`$ vanishes, since according to Appendix E, we have

$$_0^{\mathrm{}}𝑑x\mu (x)\mathrm{ln}(\beta (X_2))=_0^{\mathrm{}}𝑑x\mu (x)\mathrm{ln}(\beta (\mathrm{\Phi }(x)))=_0^{\mathrm{}}𝑑x\mu (x)\mathrm{ln}(\beta (x_2))$$
(D-5)
Making a change of variable $`x=\frac{1}{\beta }\mathrm{tan}^2\frac{\theta }{2}`$ in the first integral and omitting the expression $`\frac{\beta (x_2)}{\beta (X_2)}`$, it reduces to

$$=\frac{2}{\pi }_0^{\frac{\pi }{2}}𝑑\theta _2(\mathrm{ln}((\beta _2(1+\beta _{1_0})+g)+(\beta _2(1+\beta _{1_0})+g)\mathrm{cos}\theta ))$$

$$\mathrm{ln}(\beta _2+\beta _2\mathrm{cos}\theta )+\mathrm{ln}(\frac{3}{4}+\mathrm{cos}\theta +\frac{1}{4}\mathrm{cos}2\theta )+\mathrm{ln}(A+B\mathrm{cos}\theta +C\mathrm{cos}2\theta ))$$

Which

$$\{\begin{array}{c}A=\frac{1}{8}(3(1+\beta _{1_0})+\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+3(\frac{g}{\beta _2})^2)\hfill \\ B=\frac{1}{2}(1+\beta _{1_0}(\frac{g}{\beta _2})^2)\hfill \\ C=\frac{1}{8}((1+\beta _{1_0})+\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+(\frac{g}{\beta _2})^2),\hfill \end{array}$$

The above expression can be calculated by using the following integral:

$$\frac{1}{\pi }_0^{2\pi }𝑑\theta \mathrm{ln}(A+B\mathrm{cos}\theta +C\mathrm{cos}2\theta )=2\mathrm{ln}\mathrm{}$$

$$\mathrm{}=\frac{1}{\pi }\left(\frac{\sqrt{A3C+\sqrt{(A+C)^2B^2}}}{2}+\frac{\sqrt{A+B+C}\sqrt{AB+C}}{2}\right).$$
(D-6)
where the above integral has been evaluated by using the well known mean values theorem of analytic function

$$\frac{1}{\pi }_0^{2\pi }𝑑\theta \mathrm{ln}f(z_0+R\mathrm{exp}i\theta )=f(z_0)$$

by choosing $`f(z)=\alpha +\beta \mathrm{exp}i\theta +\gamma \mathrm{exp}2i\theta `$ . Therefore, the first integral in (D-1) reads

$$=\mathrm{ln}2+4\mathrm{ln}\left(\sqrt{1+\sqrt{\beta _{1_0}}}+\sqrt{\frac{g}{\beta _2}}\right)$$

$$2\mathrm{ln}\left(\sqrt{1+\beta _{1_0}}+\frac{g}{\beta _2}+\sqrt{\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{1+\beta _{1_0}}}\right)\mathrm{ln}2$$

$$=\mathrm{ln}\frac{\left(\sqrt{1+\sqrt{\beta _{1_0}}}+\sqrt{\frac{g}{\beta _2}}\right)^4}{\left(\sqrt{1+\beta _{1_0}}+\frac{g}{\beta _2}+\sqrt{\frac{2g\sqrt{\beta _{1_0}}}{\beta _2}+\frac{2g}{\beta _2}\sqrt{1+\beta _{1_0}}}\right)^2},$$
(D-7)
Now, combing it with $`(D3)`$ we get the expression (V-4).

Appendix E: Proof the integral identity $`(D5)`$
Denoting $`\mathrm{\Phi }(x)`$ by y and inverting it we get

$$x_k=\mathrm{\Phi }^1(y),k=1,2,\mathrm{},n$$

with n as the number of branch, we can write the lefthand side of relation $`(D5)`$ as

$$_0^{\mathrm{}}𝑑x\mu (x)f(\varphi (x))=\underset{k=1}{\overset{n}{}}_{(x_i)_k}^{(x_f)_k}𝑑x_k\mu (x_k)f(\mathrm{\Phi }(x_k)),$$
(E-1)
where $`(x_i)_k`$($`(x_f)_k`$ denote the end coordinate of the k-th branch) denote it initial coordinate of the k-th branch now, making the change of variable for $`x_k`$ to y using the relations, $`\mathrm{}=\mathrm{\Phi }((x_f)_k)`$, $`0=\mathrm{\Phi }((x_i)_k)`$ and $`f(y)=f(\mathrm{\Phi }(x_k))`$, together with the FP equation we obtain

$$_0^{\mathrm{}}f(\mathrm{\Phi }(x))𝑑x=_0^{\mathrm{}}\left(\underset{k=1}{\overset{n}{}}\mu (x_k(y))\frac{dx_k(y)}{dy}\right)$$

$$=_0^{\mathrm{}}𝑑y\mathrm{\Phi }(y)\mu (y).$$
(E-2)
Figures Captions
Fig.1. Plot of $`\mathrm{\Phi }_2(x,\alpha )`$ map for $`\alpha =0.19`$ (dashed curve) and plot of $`\mathrm{\Phi }_3(x,\alpha )`$ map for $`\alpha =0.19`$, (solid curve). The location of maxima and minima and their values(0 or 1) are independent of parameter $`\alpha `$, as it is shown in the figure.
Fig.4. Plot of $`\mathrm{\Phi }_4(x,\alpha )`$ map for $`\alpha =0.19`$ (solid curve) and plot of $`\mathrm{\Phi }_5(x,\alpha )`$ map for $`\alpha =0.19`$, (dashed curve). The location of maxima and minima and their values(0 or 1) are independent of parameter $`\alpha `$, as it is shown in the figure.
Fig.3. Bifurcation diagram of $`\mathrm{\Phi }_2(x,\alpha )`$, for $`0<\alpha <2`$, it is ergodic and for $`0<\alpha <\mathrm{}`$, it has stable fixed point at $`x=1`$..
Fig .4. Bifurcation diagram of $`\mathrm{\Phi }_3(x,\alpha )`$, where for $`\frac{1}{3}<\alpha <3`$, it is ergodic and for $`0<\alpha <\frac{1}{3}`$, it has stable fixed point at $`x=0`$, while for $`3<\alpha <\mathrm{}`$, it has stable fixed point $`x=1`$.
Fig.5.Bifurcation diagram of $`\mathrm{\Phi }_{2,3}`$, where for $`0<\alpha _1<2`$ and $`\frac{1}{3}<\alpha _2<3`$ it is ergodic, while for $`2<\alpha _1<\mathrm{}`$ and $`0<\alpha _2<\frac{1}{3}`$ ($`3<\alpha _2<\mathrm{}`$) it has fixed point at $`[0,0]`$ ($`[0,1]`$).
Fig.6. Bifurcation diagram of $`\mathrm{\Phi }_{3,2}`$, where for $`\frac{1}{3}<\alpha _1<3`$ and $`0<\alpha _2<2`$ it is ergodic , while for $`0<\alpha _1<\frac{1}{3}`$ ($`3<\alpha _1<\mathrm{})`$ and $`0<\alpha _2<2`$ ($`2<\alpha _2<\mathrm{}`$) it has fixed point at $`[0,0]`$ ($`[1,0]`$).
Fig.7. Bifurcation diagram of $`\mathrm{\Phi }_{3,3}`$, where for $`\frac{1}{3}<\alpha _1<3`$ and $`\frac{1}{3}<\alpha _2<3`$ it is ergodic, while for $`0<\alpha _1<\frac{1}{3}`$ ($`3<\alpha _1<\mathrm{}`$ ) and $`0<\alpha _2<\frac{1}{3}`$ ($`3<\alpha _2<\mathrm{}`$ )it has fixed point at $`[0,0]`$ ($`[1,1]`$ ).
Fig.8. Solid curve shows the variation of KS-entropy of $`\mathrm{\Phi }_2(x,\alpha )`$, in terms of the parameter $`\alpha `$ dots shows the variation of Lyapunov characteristic exponent of $`\mathrm{\Phi }_2(x,\alpha )`$, in terms of the parameter $`\alpha `$.
Fig.9. Solid curve shows the variation of KS-entropy of $`\mathrm{\Phi }_3(x,\alpha )`$ in terms of the parameter $`\alpha `$, dots shows the variation of Lyapunov characteristic exponent of $`\mathrm{\Phi }_3(x,\alpha )`$, in terms of the parameter $`\alpha `$.
Fig.10. Solid surface shows the variation of KS-entropy of $`\mathrm{\Phi }_{2,2}`$ in terms of the parameters $`\alpha _1`$ and $`\alpha _2`$, while dotted surface shows the variation of Lyapunov characteristic exponent of $`\mathrm{\Phi }_{2,2}`$ in terms of the parameters $`\alpha _1`$ and $`\alpha _2`$.
Fig.11. Solid surface shows the variation of KS-entropy of $`\mathrm{\Phi }_{4,4}`$ in terms of the parameters $`\alpha _1`$ and $`\alpha _2`$, while dotted surface shows the variation of Lyapunov characteristic exponent of $`\mathrm{\Phi }_{4,4}`$ in terms of the parameters $`\alpha _1`$ and $`\alpha _2`$.