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Dynamical systems and ergodic theory Definition

Integrable system

Builds on Symplectic manifoldHamiltonian systemPoisson bracketFirst integral

Definition

Let (M,ω)(M, \omega) be a symplectic manifold of dimension 2n2n, and let H ⁣:M→ℝH \colon M \to \R be a smooth function. Let {F,G}\{F, G\} denote the Poisson bracket of smooth functions F,GF, G on MM. The Hamiltonian system with Hamiltonian HH is integrable, or Liouville integrable, if there are smooth functions F1=H,F2,…,Fn ⁣:M→ℝF_1 = H, F_2, \ldots, F_n \colon M \to \R such that:

  1. {Fi,Fj}=0\{F_i, F_j\} = 0 for all i,j∈{1,…,n}i, j \in \set{1, \ldots, n};
  2. the differentials dF1,…,dFndF_1, \ldots, dF_n are linearly independent at each point of an open dense subset of MM.

Remarks

Clause 1 with i=1i = 1 says that each FjF_j is a first integral of the system, since ddtFj={Fj,H}\frac{d}{dt} F_j = \{F_j, H\} along solutions. Functions that satisfy clause 1 are said to be in involution.

Example: on ℝ4\R^4 with coordinates (q1,q2,p1,p2)(q_1, q_2, p_1, p_2), let H=12(p12+q12)+12(p22+q22)H = \frac{1}{2}(p_1^2 + q_1^2) + \frac{1}{2}(p_2^2 + q_2^2) and F2=12(p22+q22)F_2 = \frac{1}{2}(p_2^2 + q_2^2). Then {H,F2}={12(p22+q22),12(p22+q22)}=0\{H, F_2\} = \{\frac{1}{2}(p_2^2 + q_2^2), \frac{1}{2}(p_2^2 + q_2^2)\} = 0, since the first summand of HH does not depend on q2,p2q_2, p_2. The differentials dHdH and dF2dF_2 are independent wherever (q1,p1)≠(0,0)(q_1, p_1) \ne (0, 0) and (q2,p2)≠(0,0)(q_2, p_2) \ne (0, 0), an open dense set.

Non-example: the same HH with F2=HF_2 = H satisfies clause 1 but not clause 2, since dF1=dF2dF_1 = dF_2 everywhere.

Every Hamiltonian system with one degree of freedom (n=1n = 1) is integrable as soon as dH≠0dH \ne 0 on an open dense set. The Liouville–Arnold theorem describes the motion of an integrable system near a compact regular level set.

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  1. First integral concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Integrable_system
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MSC37J35, 70H06
DefinesIntegrable system
UsesSymplectic manifold, Hamiltonian system, Poisson bracket, First integral

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