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Dynamical systems and ergodic theory Definition

Arnold diffusion

Builds on Hamiltonian systemAction-angle coordinatesIntegrable system

Definition

Let n≥1n \ge 1, let D⊆ℝnD \subseteq \R^n be open and let 𝕋n=ℝn/2πℤn\mathbb{T}^n = \R^n / 2\pi \Z^n. Use action-angle coordinates (I,θ)(I, \theta) on D×𝕋nD \times \mathbb{T}^n. Consider the family of Hamiltonian systems with Hamiltonians Hε(I,θ,t)=H0(I)+εH1(I,θ,t),H_\varepsilon(I, \theta, t) = H_0(I) + \varepsilon H_1(I, \theta, t), where H1H_1 is smooth and may depend periodically on time tt. The family exhibits Arnold diffusion if there is a constant δ>0\delta > 0 with the following property. For every sufficiently small ε>0\varepsilon > 0 there are a solution (I(t),θ(t))(I(t), \theta(t)) of the system of HεH_\varepsilon and a time T>0T > 0 with ∣I(T)−I(0)∣≥δ.\abs{I(T) - I(0)} \ge \delta.

Remarks

The point is that δ\delta does not depend on ε\varepsilon: the actions drift by an amount of order one, while for ε=0\varepsilon = 0 they are constant. The time TT needed tends to infinity as ε→0\varepsilon \to 0.

Example: Arnold's 1964 example is the time-periodic Hamiltonian H(I,θ,t)=12(I12+I22)+ε(cos⁡θ1−1)(1+μ(sin⁡θ2+cos⁡t))H(I, \theta, t) = \tfrac{1}{2}(I_1^2 + I_2^2) + \varepsilon (\cos \theta_1 - 1)\big(1 + \mu (\sin \theta_2 + \cos t)\big) with two angles and periodic time. Arnold proved that for suitable small μ\mu depending on ε\varepsilon there are orbits along which I2I_2 changes by an amount of order one.

Non-example: an autonomous real-analytic system with n=2n = 2 degrees of freedom and isoenergetically nondegenerate H0H_0 has no Arnold diffusion. By the KAM theorem, each 33-dimensional energy level contains invariant 22-tori that cut it into regions. The action of an orbit is trapped between two such tori, so the drift tends to 00 with ε\varepsilon.

For real-analytic HεH_\varepsilon with steep H0H_0, the Nekhoroshev estimates show that the drift time TT grows at least exponentially in a power of 1/ε1/\varepsilon.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Arnold_diffusion
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TagAN7QEWTNBT
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Kinddefinition
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MSC37J40, 70H08
DefinesArnold diffusion
UsesHamiltonian system, Action-angle coordinates, Integrable system

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