Integrals In Involution Research Articles

A family of integrable maps associated with the Volterra lattice

Recently Gubbiotti, Joshi, Tran and Viallet classified birational maps in four dimensions admitting two invariants (first integrals) with a particular degree structure, by considering recurrences of fourth order with a certain symmetry. The last three of the maps so obtained were shown to be Liouville integrable, in the sense of admitting a non-degenerate Poisson bracket with two first integrals in involution. Here we show how the first of these three Liouville integrable maps corresponds to genus 2 solutions of the infinite Volterra lattice, being the g = 2 case of a family of maps associated with the Stieltjes continued fraction expansion of a certain function on a hyperelliptic curve of genus g⩾1 . The continued fraction method provides explicit Hankel determinant formulae for tau functions of the solutions, together with an algebro-geometric description via a Lax representation for each member of the family, associating it with an algebraic completely integrable system. In particular, in the elliptic case (g = 1), as a byproduct we obtain Hankel determinant expressions for the solutions of the Somos-5 recurrence, but different to those previously derived by Chang, Hu and Xin. By applying contraction to the Stieltjes fraction, we recover integrable maps associated with Jacobi continued fractions on hyperelliptic curves, that one of us considered previously, as well as the Miura-type transformation between the Volterra and Toda lattices.

A modified parameterization method for invariant Lagrangian tori for partially integrable Hamiltonian systems

In this paper we present an a-posteriori KAM theorem for the existence of an (n−d)-parameter family of d-dimensional isotropic invariant tori with Diophantine frequency vector ω∈Rd, of type (γ,τ), for n degrees of freedom Hamiltonian systems with (n−d) independent first integrals in involution. If the first integrals induce a Hamiltonian action of the (n−d)-dimensional torus, then we can produce n-dimensional Lagrangian tori with frequency vector of the form (ω,ωp), with ωp∈Rn−d. In the light of the parameterization method, we design a (modified) quasi-Newton method for the invariance equation of the parameterization of the torus, whose proof of convergence from an initial approximation, and under appropriate non-degeneracy conditions, is the object of this paper. We present the results in the analytic category, so the initial torus is real-analytic in a certain complex strip of width ρ, and the corresponding error in the functional equation is ɛ. We heavily use geometric properties and the so called automatic reducibility to deal directly with the functional equation and get convergence if γ−2ρ−2τ−1ɛ is small enough, in contrast with most of KAM results based on the parameterization method, that get convergence if γ−4ρ−4τɛ is small enough. The approach is suitable to perform computer assisted proofs.

The Toda flow on Hessenberg elements of real, split simple Lie algebras

In this work, we consider the Toda flow associated with compact/Borel decompositions of real, split simple Lie algebras. Using the primitive invariant polynomials of Chevalley, we show how to construct integrals in involution which are invariants of the maximal compact subgroup, and moreover, we show that the number of such integrals is given by a formula involving only Lie-theoretic data. We then introduce the space of Hessenberg elements, characterize the generic Hessenberg coadjoint orbits, and show that the dimension of such orbits is precisely twice the number of nontrivial invariants which appeared earlier. For the class of classical, real split simple Lie algebras, we construct angle-type variables which in particular shows that the Toda flow is Liouville integrable on generic Hessenberg coadjoint orbits.

Symmetric Toda, gradient flows, and tridiagonalization

The Toda lattice (1967) is a Hamiltonian system given by n points on a line governed by an exponential potential. Flaschka (1974) showed that the Toda lattice is integrable by interpreting it as a flow on the space of symmetric tridiagonal n×n matrices, while Moser (1975) showed that it is a gradient flow on a projective space. The symmetric Toda flow of Deift, Li, Nanda, and Tomei (1986) generalizes the Toda lattice flow from tridiagonal to all symmetric matrices. They showed the flow is integrable, in the classical sense of having d integrals in involution on its 2d-dimensional phase space. The system may be viewed as integrable in other ways as well. Firstly, Symes (1980, 1982) solved it explicitly via QR-factorization and conjugation. Secondly, Deift, Li, Nanda, and Tomei (1986) ‘tridiagonalized’ the system into a family of tridiagonal Toda lattices which are solvable and integrable. In this paper we derive their tridiagonalization procedure in a natural way using the fact that the symmetric Toda flow is diffeomorphic to a twisted gradient flow on a flag variety, which may then be decomposed into flows on a product of Grassmannians. These flows may in turn be embedded into projective spaces via Plücker embeddings, and mapped back to tridiagonal Toda lattice flows using Moser’s construction. In addition, we study the tridiagonalized flows projected onto a product of permutohedra, using the twisted moment map of Bloch, Flaschka, and Ratiu (1990). These ideas are facilitated in a natural way by the theory of total positivity, building on our previous work (2023).

Topological classification of billiards bounded by confocal quadrics in three-dimensional Euclidean space

We study billiards on compact connected domains in bounded by a finite number of confocal quadrics meeting in dihedral angles equal to . Billiards in such domains are integrable due to having three first integrals in involution inside the domain. We introduce two equivalence relations: combinatorial equivalence of billiard domains determined by the structure of their boundaries, and weak equivalence of the corresponding billiard systems on them. Billiard domains in are classified with respect to combinatorial equivalence, resulting in 35 pairwise nonequivalent classes. For each of these obtained classes, we look for the homeomorphism class of the nonsingular isoenergy 5-manifold, and we show this to be one of three types: either , or , or . We obtain 24 classes of pairwise nonequivalent (with respect to weak equivalence) Liouville foliations of billiards on these domains restricted to a nonsingular energy level. We also define bifurcation atoms of three-dimensional tori corresponding to the arcs of the bifurcation diagram. Bibliography: 59 titles.

Impulse control of a two-link manipulation robot

A nonlinear problem of controlling the movements of a two-link manipulation robot is considered. The free mechanical system has two first integrals in involution. Methods of classical mechanics are used for analytical integration of the system of nonlinear differential equations. A trajectory connecting the initial and final positions of the two-link manipulation robot in the configuration space is found. Impulse controls at the initial moment of time impart the necessary energy to the robot to enter this trajectory. Impulse controls are also used to damp the speeds of the robot at the end position. In a computer simulation of the proposed procedure for moving the robot, generalized impulse controls are approximated by rectangular impulses.

A HYDRODYNAMICAL HOMOTOPY CO-MOMENTUM MAP AND A MULTISYMPLECTIC INTERPRETATION OF HIGHER-ORDER LINKING NUMBERS

AbstractIn this paper a homotopy co-momentum map (à la Callies, Frégier, Rogers and Zambon) transgressing to the standard hydrodynamical co-momentum map of Arnol’d, Marsden, Weinstein and others is constructed and then generalized to a special class of Riemannian manifolds. Also, a covariant phase space interpretation of the coadjoint orbits associated to the Euler evolution for perfect fluids, and in particular of Brylinski’s manifold of smooth oriented knots, is discussed. As an application of the above homotopy co-momentum map, a reinterpretation of the (Massey) higher-order linking numbers in terms of conserved quantities within the multisymplectic framework is provided and knot-theoretic analogues of first integrals in involution are determined.

Geodesic Compatibility: Goldfish Systems

To capture a multidimensional consistency feature of integrable systems in terms of geometry, we give a condition called geodesic compatibility implying the existence of integrals in involution of the geodesic flow. The geodesic compatibility condition is constructed from a concrete example namely the integrable Calogero's goldfish system through the Poisson structure and the variational principle. The geometrical view of the geodesic compatibility gives compatible parallel transports between two different Hamiltonian vector fields

ИНТЕГРИРУЕМЫЕ ПО ЛИУВИЛЛЮ РЕДУКЦИИ УРАВНЕНИЙ АССОЦИАТИВНОСТИ НА МНОЖЕСТВО СТАЦИОНАРНЫХ ТОЧЕК ИНТЕГРАЛА В СЛУЧАЕ ТРЕХ ПРИМАРНЫХ ПОЛЕЙ

In this work, in the case of three primary fields, a reduction of the associativity equations (the Witten–Dijkgraaf–Verlinde–Verlinde system, see (Witten, 1990, Dijkgraaf et al., 1991, Dubrovin, 1994) with antidiagonal matrix ηij on the set of stationary points of a nondegenerate integral quadratic with respect to the first-order partial derivatives is constructed in an explicit form and its Liouville integrability is proved. In Mokhov’s paper (Mokhov, 1995, Mokhov, 1998), these associativity equations were presented in the form of an integrable nondiagonalizable system of hydrodynamic type. In the papers (Ferapontov, Mokhov, 1996, Ferapontov et al., 1997, Mokhov, 1998), a bi-Hamiltonian representation for these equations and a nondegenerate integral quadratic with respect to the first-order partial derivatives were found. Using Mokhov’s construction on canonical Hamiltonian property of an arbitrary evolutionary system on the set of stationary points of its nondegenerate integral of the papers (Mokhov, 1984, Mokhov, 1987), we construct explicitly the reduction for the integral quadratic with respect to the first-order partial derivatives, found explicitly the Hamiltonian of the corresponding canonical Hamiltonian system. We also found three functionally-independent integrals in involution with respect to the canonical Poisson bracket on the phase space for the constructed reduction of the associativity equations and thus proved the Liouville integrability of this reduction. This work is supported by the Russian Science Foundation under grant No. 18-11-00316.

Global dynamics of the Buckingham’s two-body problem

The equations of motion of the Buckingham system are the ones of a two-body problem defined by the Hamiltonian $$ H= \frac{1}{2} \bigl(p_{x}^{2}+p_{y}^{2} \bigr) + A e^{-B \sqrt{x ^{2}+y^{2}}}-\frac{M}{ (x^{2}+y^{2} )^{3}}, $$ where $A$ , $B$ and $M$ are positive constants. The angular momentum $p_{\theta }:= x p_{y}- y p_{x}$ and this Hamiltonian are two independent first integrals in involution. We denote by $I_{h}$ (respectively, $I_{c}$ ) the set of points of the phase space where $H$ (respectively, $p_{\theta }$ ) takes the value $h$ (respectively, $c$ ). Due to the fact that $H$ and $p_{\theta }$ are first integrals, the sets $I_{h}$ and $I_{hc}= I_{h} \cap I_{c}$ are invariant under the flow of the Buckingham systems. We describe the global dynamics of the Buckingham system describing the foliation of its phase space by the invariant sets $I_{h}$ , the foliation of the invariant set $I_{h}$ by its invariant subsets $I_{hc}$ , and the foliation of invariant set $I_{hc}$ by the orbits of the system.

Numerical discretization of completely integrable nonlinear Hamiltonian systems

Completely integrable nonlinear Hamiltonian systems offer attractive models for novel accelerator systems that are being developed to push the frontiers of high intensity and high power beam applications. However, all known numerical methods used to discretize and simulate these systems spoil the integrability property of the original, time-continuous, theoretically integrable system. Since the hallmark of integrability is the existence of sufficiently many functionally independent first integrals in involution, we investigated several methods' performance in terms of invariant preservation over longer timescales. We conclude that, while novel structure preserving integrators would be ideal, symplectic methods under mild restrictions offer adequate invariant preservation. We especially highlight the very good performance of the Stormer-Verlet method at low accuracy and a modified Lobatto method at high accuracy for the Integrable Optics Test Accelerator (IOTA). However, we show that symplectic integrators are limited by numerically induced resonances, which make interpretation of some simulation results challenging. These limitations and workarounds are discussed.

On the complete integrability of the geodesic flow of pseudo-H-type Lie groups

Pseudo-H-type groups $$G_{r,s}$$ form a class of step-two nilpotent Lie groups with a natural pseudo-Riemannian metric. In this paper the question of complete integrability in the sense of Liouville is studied for the corresponding (pseudo-)Riemannian geodesic flow. Via the isometry group of $$G_{r,s}$$ families of first integrals are constructed. A modification of these functions gives a set of $$\dim G_{r,s}$$ functionally independent smooth first integrals in involution. The existence of a lattice L in $$G_{r,s}$$ is guaranteed by recent work of K. Furutani and I. Markina. The complete integrability of the pseudo-Riemannian geodesic flow of the compact nilmanifold $$L \backslash G_{r,s}$$ is proved under additional assumptions on the group $$G_{r,s}$$ .

A-posteriori KAM theory with optimal estimates for partially integrable systems

In this paper we present a-posteriori KAM results for existence of d-dimensional isotropic invariant tori for n-DOF Hamiltonian systems with additional n−d independent first integrals in involution. We carry out a covariant formulation that does not require the use of action-angle variables nor symplectic reduction techniques. The main advantage is that we overcome the curse of dimensionality avoiding the practical shortcomings produced by the use of reduced coordinates, which may cause difficulties and underperformance when quantifying the hypotheses of the KAM theorem in such reduced coordinates. The results include ordinary and (generalized) iso-energetic KAM theorems. The approach is suitable to perform numerical computations and computer assisted proofs.

On the integrability of the geodesic flow on a Friedmann–Robertson–Walker spacetime

We study the geodesic flow on the cotangent bundle of a Friedmann–Robertson–Walker (FRW) spacetime (M, g). On this bundle, the Hamilton–Jacobi equation is completely separable and this property allows us to construct four linearly independent integrals in involution, i.e. Poisson commuting amongst themselves and pointwise linearly independent. As a consequence, the geodesic flow on an FRW background is completely integrable in the Liouville–Arnold sense. For a spatially flat or spatially closed universe, we construct submanifolds that remain invariant under the action of the flow. For a spatially closed universe these submanifolds are topologically R × S1 × S1 × S1, while for a spatially flat universe they are topologically R × R × S1 × S1. However, due to the highly symmetrical nature of the background spacetime, the four integrals in involution also admit regions where they fail to be linearly independent. We identify these regions although we have not been able in a mathematically rigorous fashion to describe the structure of the associated invariant submanifolds. Nevertheless, the phase space trajectories contained in these submanifolds when projected on the base manifold describe radial timelike geodesics or timelike geodesics ‘comoving’ with the cosmological expansion.

Integrable deformations of the Bogoyavlenskij–Itoh Lotka–Volterra systems

We construct a family of integrable deformations of the Bogoyavlenskij-Itoh systems and construct a Lax operator with spectral parameter for it. Our approach is based on the construction of a family of compatible Poisson structures for the undeformed system, whose Casimirs are shown to yield a generating function for the integrals in involution of the deformed systems. We show how these deformations are related to the Veselov-Shabat systems.

Stochastic averaging of quasi partially integrable and resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations

A stochastic averaging method for quasi partially integrable and resonant Hamiltonian systems excited by the combined Gaussian and Poisson white noises is proposed. The averaged stochastic integro-differential equations (SIDEs) and generalized Fokker-Planck-Kolmogorov (GFPK) equation for the quasi partially integrable Hamiltonian system with r(1<r<n) independent first integrals in involution and β(1≤β≤r−2) resonant relations are derived. The dimension of averaged SIDEs and the GFPK equation is equal to the number of the independent first integrals in involution plus the number of resonant relations of the associated Hamiltonian system. A 4-degree-of-freedom (DOF) quasi partially integrable and resonant Hamiltonian system under combined Gaussian and Poisson white noise excitations are calculated as an example to illustrate the application of the proposed method. Different resonant cases and non-resonant case are worked out for the purpose of comparison. The Monte Carlo simulations are also carried out to verify the effectiveness and accuracy of the proposed stochastic averaging method.

Geometry of Real Forms of the Complex Neumann System

In the paper, we study real forms of the complex generic Neumann system. We prove that the real forms are completely integrable Hamiltonian systems. The complex Neumann system is an example of the more general Mumford system. The Mumford system is characterized by the Lax pair (Lℂ(λ), Mℂ(λ)) of 2 × 2 matrices, where and Uℂ(λ), Vℂ(λ), Wℂ(λ) are suitable polynomials. The topology of a regular level set of the moment map of a real form is determined by the positions of the roots of the suitable real form of Uℂ(λ), with respect to the position of the values of suitable parameters of the system. For two families of the real forms of the complex Neumann system, we describe the topology of the regular level set of the moment map. For one of these two families the level sets are noncompact.In the paper, we also give the formula which provides the relation between two systems of the first integrals in involution of the Neumann system. One of these systems is obtained from the Lax pair of the Mumford type, while the second is obtained from the Lax pair whose matrices are of dimension (n+1) × (n+1).

Integrability of the pentagram map

The pentagram map was introduced by R. Schwartz in 1992 for convex planar polygons. Recently, V. Ovsienko, R. Schwartz, and S. Tabachnikov proved Liouville integrability of the pentagram map for generic monodromies by providing a Poisson structure and the sufficient number of integrals in involution on the space of twisted polygons. In this paper we prove algebraic-geometric integrability for any monodromy, i.e., for both twisted and closed polygons. For that purpose we show that the pentagram map can be written as a discrete zero-curvature equation with a spectral parameter, study the corresponding spectral curve, and the dynamics on its Jacobian. We also prove that on the symplectic leaves Poisson brackets discovered for twisted polygons coincide with the symplectic structure obtained from Krichever-Phong's universal formula.

How many first integrals imply integrability in infinite-dimensional Hamilton system

The classical Liouville integrability means that there exist n independent first integrals in involution for 2 n -dimensional phase space. However, in the mfinite-dimensional case, an infinite number of independent first integrals in involution does not indicate that the system is solvable. How many first integrals do we need to make the system solvable? To answer the question, we obtain an infinite-dimensional Hamilton–Jacobi theory, and prove an infinite-dimensional Liouville theorem . Based on the theorem, we give a criterion of integrability of infinite-dimensional system. According to the criterion, we give a modified definition of the Liouville integrability in infinite dimension. This definition which dose not depend on the inverse scattering method is a natural generalization of the classical Liouville integrability. In general, an infinite number of first integrals is complete if all action variables of a Hamilton system such as KdV equation can be reconstmcted by the set of first integrals. Essentially, our theory only provides an equivalent representation to the statement that an infinite-dimensional dynamical system is integrable if it can be reformulated in terms of action-angle variables. However, our results answer the question on the relation between the first integrals and solvability of infinite-dimensional Hamilton system.

Stochastic stability of quasi-integrable Hamiltonian systems with time delay by using Lyapunov function method

The asymptotic Lyapunov stability of one quasi-integrable Hamiltonian system with time-delayed feedback control is studied by using Lyapunov functions and stochastic averaging method. First, a quasi-integrable Hamiltonian system with time-delayed feedback control subjected to Gaussian white noise excitation is approximated by a quasi-integrable Hamiltonian system without time delay. Then, stochastic averaging method for quasi-integrable Hamiltonian system is used to reduce the dimension of the original system, and after that the Lyapunov function of the averaged Ito equation is taken as the optimal linear combination of the corresponding independent first integrals in involution. Finally, the stability of the system is determined by using the largest eigenvalue of the linearized system. Two examples are used to illustrate the proposed procedure and the effects of delayed time on the Lyapunov stability are discussed as well.