Integrable system

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In mathematics, integrability is a property of certain dynamical systems. While there are several distinct formal definitions, informally speaking, an integrable system is a dynamical system with sufficiently many conserved quantities, or first integrals, such that its behaviour has far fewer degrees of freedom than the dimensionality of its phase space; that is, its evolution is restricted to a submanifold within its phase space.


Three features are often referred to as characterizing integrable systems: [1]

Integrable systems may be seen as very different in qualitative character from more generic dynamical systems, which are more typically chaotic systems. The latter generally have no conserved quantities, and are asymptotically intractable, since an arbitrarily small perturbation in initial conditions may lead to arbitrarily large deviations in their trajectories over sufficiently large time.

Complete integrability is thus a nongeneric property of dynamical systems. Nevertheless, many systems studied in physics are completely integrable, in particular, in the Hamiltonian sense, the key example being multi-dimensional harmonic oscillators. Another standard example is planetary motion about either one fixed center (e.g., the sun) or two. Other elementary examples include the motion of a rigid body about its center of mass (the Euler top) and the motion of an axially symmetric rigid body about a point in its axis of symmetry (the Lagrange top).

The modern theory of integrable systems was revived with the numerical discovery of solitons by Martin Kruskal and Norman Zabusky in 1965, which led to the inverse scattering transform method in 1967. It was realized that there are completely integrable systems in physics having an infinite number of degrees of freedom, such as some models of shallow water waves (Korteweg–de Vries equation), the Kerr effect in optical fibres, described by the nonlinear Schrödinger equation, and certain integrable many-body systems, such as the Toda lattice.

In the special case of Hamiltonian systems, if there are enough independent Poisson commuting first integrals for the flow parameters to be able to serve as a coordinate system on the invariant level sets (the leaves of the Lagrangian foliation), and if the flows are complete and the energy level set is compact, this implies the Liouville-Arnold theorem; i.e., the existence of action-angle variables. General dynamical systems have no such conserved quantities; in the case of autonomous Hamiltonian systems, the energy is generally the only one, and on the energy level sets, the flows are typically chaotic.

A key ingredient in characterizing integrable systems is the Frobenius theorem, which states that a system is Frobenius integrable (i.e., is generated by an integrable distribution) if, locally, it has a foliation by maximal integral manifolds. But integrability, in the sense of dynamical systems, is a global property, not a local one, since it requires that the foliation be a regular one, with the leaves embedded submanifolds.

Integrable systems do not necessarily have solutions that can be expressed in closed form or in terms of special functions; in the present sense, integrability is a property of the geometry or topology of the system's solutions in phase space.

General dynamical systems

In the context of differentiable dynamical systems, the notion of integrability refers to the existence of invariant, regular foliations; i.e., ones whose leaves are embedded submanifolds of the smallest possible dimension that are invariant under the flow. There is thus a variable notion of the degree of integrability, depending on the dimension of the leaves of the invariant foliation. This concept has a refinement in the case of Hamiltonian systems, known as complete integrability in the sense of Liouville (see below), which is what is most frequently referred to in this context.

An extension of the notion of integrability is also applicable to discrete systems such as lattices. This definition can be adapted to describe evolution equations that either are systems of differential equations or finite difference equations.

The distinction between integrable and nonintegrable dynamical systems has the qualitative implication of regular motion vs. chaotic motion and hence is an intrinsic property, not just a matter of whether a system can be explicitly integrated in exact form.

Hamiltonian systems and Liouville integrability

In the special setting of Hamiltonian systems, we have the notion of integrability in the Liouville sense. (See the Liouville–Arnold theorem.) Liouville integrability means that there exists a regular foliation of the phase space by invariant manifolds such that the Hamiltonian vector fields associated to the invariants of the foliation span the tangent distribution. Another way to state this is that there exists a maximal set of Poisson commuting invariants (i.e., functions on the phase space whose Poisson brackets with the Hamiltonian of the system, and with each other, vanish).

In finite dimensions, if the phase space is symplectic (i.e., the center of the Poisson algebra consists only of constants), it must have even dimension , and the maximal number of independent Poisson commuting invariants (including the Hamiltonian itself) is . The leaves of the foliation are totally isotropic with respect to the symplectic form and such a maximal isotropic foliation is called Lagrangian. All autonomous Hamiltonian systems (i.e. those for which the Hamiltonian and Poisson brackets are not explicitly time dependent) have at least one invariant; namely, the Hamiltonian itself, whose value along the flow is the energy. If the energy level sets are compact, the leaves of the Lagrangian foliation are tori, and the natural linear coordinates on these are called "angle" variables. The cycles of the canonical -form are called the action variables, and the resulting canonical coordinates are called action-angle variables (see below).

There is also a distinction between complete integrability, in the Liouville sense, and partial integrability, as well as a notion of superintegrability and maximal superintegrability. Essentially, these distinctions correspond to the dimensions of the leaves of the foliation. When the number of independent Poisson commuting invariants is less than maximal (but, in the case of autonomous systems, more than one), we say the system is partially integrable. When there exist further functionally independent invariants, beyond the maximal number that can be Poisson commuting, and hence the dimension of the leaves of the invariant foliation is less than n, we say the system is superintegrable. If there is a regular foliation with one-dimensional leaves (curves), this is called maximally superintegrable.

Action-angle variables

When a finite-dimensional Hamiltonian system is completely integrable in the Liouville sense, and the energy level sets are compact, the flows are complete, and the leaves of the invariant foliation are tori. There then exist, as mentioned above, special sets of canonical coordinates on the phase space known as action-angle variables, such that the invariant tori are the joint level sets of the action variables. These thus provide a complete set of invariants of the Hamiltonian flow (constants of motion), and the angle variables are the natural periodic coordinates on the torus. The motion on the invariant tori, expressed in terms of these canonical coordinates, is linear in the angle variables.

The HamiltonJacobi approach

In canonical transformation theory, there is the HamiltonJacobi method, in which solutions to Hamilton's equations are sought by first finding a complete solution of the associated Hamilton–Jacobi equation. In classical terminology, this is described as determining a transformation to a canonical set of coordinates consisting of completely ignorable variables; i.e., those in which there is no dependence of the Hamiltonian on a complete set of canonical "position" coordinates, and hence the corresponding canonically conjugate momenta are all conserved quantities. In the case of compact energy level sets, this is the first step towards determining the action-angle variables. In the general theory of partial differential equations of HamiltonJacobi type, a complete solution (i.e. one that depends on n independent constants of integration, where n is the dimension of the configuration space), exists in very general cases, but only in the local sense. Therefore, the existence of a complete solution of the Hamilton–Jacobi equation is by no means a characterization of complete integrability in the Liouville sense. Most cases that can be "explicitly integrated" involve a complete separation of variables, in which the separation constants provide the complete set of integration constants that are required. Only when these constants can be reinterpreted, within the full phase space setting, as the values of a complete set of Poisson commuting functions restricted to the leaves of a Lagrangian foliation, can the system be regarded as completely integrable in the Liouville sense.

Solitons and inverse spectral methods

A resurgence of interest in classical integrable systems came with the discovery, in the late 1960s, that solitons, which are strongly stable, localized solutions of partial differential equations like the Korteweg–de Vries equation (which describes 1-dimensional non-dissipative fluid dynamics in shallow basins), could be understood by viewing these equations as infinite-dimensional integrable Hamiltonian systems. Their study leads to a very fruitful approach for "integrating" such systems, the inverse scattering transform and more general inverse spectral methods (often reducible to Riemann–Hilbert problems), which generalize local linear methods like Fourier analysis to nonlocal linearization, through the solution of associated integral equations.

The basic idea of this method is to introduce a linear operator that is determined by the position in phase space and which evolves under the dynamics of the system in question in such a way that its "spectrum" (in a suitably generalized sense) is invariant under the evolution, cf. Lax pair. This provides, in certain cases, enough invariants, or "integrals of motion" to make the system completely integrable. In the case of systems having an infinite number of degrees of freedom, such as the KdV equation, this is not sufficient to make precise the property of Liouville integrability. However, for suitably defined boundary conditions, the spectral transform can, in fact, be interpreted as a transformation to completely ignorable coordinates, in which the conserved quantities form half of a doubly infinite set of canonical coordinates, and the flow linearizes in these. In some cases, this may even be seen as a transformation to action-angle variables, although typically only a finite number of the "position" variables are actually angle coordinates, and the rest are noncompact.

Hirota bilinear equations and -functions

Another viewpoint that arose in the modern theory of integrable systems originated in a calculational approach pioneered by Ryogo Hirota, [2] which involved replacing the original nonlinear dynamical system with a bilinear system of constant coefficient equations for an auxiliary quantity, which later came to be known as the -function. These are now are referred to as Hirota equations. Although originally appearing just as a calculational device, without any clear relation to the inverse scattering approach, or the Hamiltonian structure, this nevertheless gave a very direct method from which important classes of solutions such as solitons could be derived.

Subsequently, this was beautifully interpreted, by Mikio Sato [3] and his students, [4] [5] at first for the case of integrable hierarchies of PDE's, such as the Kadomtsev-Petviashvili hierarchy, but then for much more general classes of integrable hierarchies, as a sort of universal phase space approach, in which, typically, the commuting dynamics were viewed simply as determined by a fixed (finite or infinite) abelian group action on a (finite or infinite) Grassmann manifold. The -function was viewed as the determinant of a projection operator from elements of the group orbit to some origin within the Grassmannian, and the Hirota equations as expressing the Plucker relations, characterizing the Plücker embedding of the Grassmannian in the projectivizatin of a suitably defined (infinite) exterior space, viewed as a fermionic Fock space.

Quantum integrable systems

There is also a notion of quantum integrable systems.

In the quantum setting, functions on phase space must be replaced by self-adjoint operators on a Hilbert space, and the notion of Poisson commuting functions replaced by commuting operators. The notion of conservation laws must be specialized to local conservation laws. [6] Every Hamiltonian has an infinite set of conserved quantities given by projectors to its energy eigenstates. However, this does not imply any special dynamical structure.

To explain quantum integrability, it is helpful to consider the free particle setting. Here all dynamics are one-body reducible. A quantum system is said to be integrable if the dynamics are two-body reducible. The Yang–Baxter equation is a consequence of this reducibility and leads to trace identities which provide an infinite set of conserved quantities. All of these ideas are incorporated into the quantum inverse scattering method where the algebraic Bethe ansatz can be used to obtain explicit solutions. Examples of quantum integrable models are the Lieb–Liniger model, the Hubbard model and several variations on the Heisenberg model. [7] Some other types of quantum integrability are known in explicitly time-dependent quantum problems, such as the driven Tavis-Cummings model. [8]

Exactly solvable models

In physics, completely integrable systems, especially in the infinite-dimensional setting, are often referred to as exactly solvable models. This obscures the distinction between integrability in the Hamiltonian sense, and the more general dynamical systems sense.

There are also exactly solvable models in statistical mechanics, which are more closely related to quantum integrable systems than classical ones. Two closely related methods: the Bethe ansatz approach, in its modern sense, based on the Yang–Baxter equations and the quantum inverse scattering method provide quantum analogs of the inverse spectral methods. These are equally important in the study of solvable models in statistical mechanics.

An imprecise notion of "exact solvability" as meaning: "The solutions can be expressed explicitly in terms of some previously known functions" is also sometimes used, as though this were an intrinsic property of the system itself, rather than the purely calculational feature that we happen to have some "known" functions available, in terms of which the solutions may be expressed. This notion has no intrinsic meaning, since what is meant by "known" functions very often is defined precisely by the fact that they satisfy certain given equations, and the list of such "known functions" is constantly growing. Although such a characterization of "integrability" has no intrinsic validity, it often implies the sort of regularity that is to be expected in integrable systems. [ citation needed ]

List of some well-known classical integrable systems

Classical mechanical systems (finite-dimensional phase space)
Integrable lattice models
Integrable PDEs in 2 + 1 dimensions

See also

Some key contributors (since 1965)

Related Research Articles

In physics, specifically statistical mechanics, an ensemble is an idealization consisting of a large number of virtual copies of a system, considered all at once, each of which represents a possible state that the real system might be in. In other words, a statistical ensemble is a probability distribution for the state of the system. The concept of an ensemble was introduced by J. Willard Gibbs in 1902.

Phase space Mathematical construction for dynamical systems

In dynamical system theory, a phase space is a space in which all possible states of a system are represented, with each possible state corresponding to one unique point in the phase space. For mechanical systems, the phase space usually consists of all possible values of position and momentum variables. The concept of phase space was developed in the late 19th century by Ludwig Boltzmann, Henri Poincaré, and Josiah Willard Gibbs.

Hamiltonian mechanics Branch of analytical mechanics

Hamiltonian mechanics is a mathematically sophisticated formulation of classical mechanics. Historically, it contributed to the formulation of statistical mechanics and quantum mechanics. Hamiltonian mechanics was first formulated by William Rowan Hamilton in 1833, starting from Lagrangian mechanics, a previous reformulation of classical mechanics introduced by Joseph Louis Lagrange in 1788. Like Lagrangian mechanics, Hamiltonian mechanics is equivalent to Newton's laws of motion in the framework of classical mechanics.

Poisson bracket Operation in Hamiltonian mechanics

In mathematics and classical mechanics, the Poisson bracket is an important binary operation in Hamiltonian mechanics, playing a central role in Hamilton's equations of motion, which govern the time evolution of a Hamiltonian dynamical system. The Poisson bracket also distinguishes a certain class of coordinate transformations, called canonical transformations, which map canonical coordinate systems into canonical coordinate systems. A "canonical coordinate system" consists of canonical position and momentum variables that satisfy canonical Poisson bracket relations. The set of possible canonical transformations is always very rich. For instance, it is often possible to choose the Hamiltonian itself as one of the new canonical momentum coordinates.

Canonical quantization Process of converting a classical physical theory into one compatible with quantum mechanics

In physics, canonical quantization is a procedure for quantizing a classical theory, while attempting to preserve the formal structure, such as symmetries, of the classical theory, to the greatest extent possible.

Martin David Kruskal American mathematician

Martin David Kruskal was an American mathematician and physicist. He made fundamental contributions in many areas of mathematics and science, ranging from plasma physics to general relativity and from nonlinear analysis to asymptotic analysis. His most celebrated contribution was in the theory of solitons.

In mathematical physics, geometric quantization is a mathematical approach to defining a quantum theory corresponding to a given classical theory. It attempts to carry out quantization, for which there is in general no exact recipe, in such a way that certain analogies between the classical theory and the quantum theory remain manifest. For example, the similarity between the Heisenberg equation in the Heisenberg picture of quantum mechanics and the Hamilton equation in classical physics should be built in.

Nonlinear Schrödinger equation

In theoretical physics, the (one-dimensional) nonlinear Schrödinger equation (NLSE) is a nonlinear variation of the Schrödinger equation. It is a classical field equation whose principal applications are to the propagation of light in nonlinear optical fibers and planar waveguides and to Bose–Einstein condensates confined to highly anisotropic cigar-shaped traps, in the mean-field regime. Additionally, the equation appears in the studies of small-amplitude gravity waves on the surface of deep inviscid (zero-viscosity) water; the Langmuir waves in hot plasmas; the propagation of plane-diffracted wave beams in the focusing regions of the ionosphere; the propagation of Davydov's alpha-helix solitons, which are responsible for energy transport along molecular chains; and many others. More generally, the NLSE appears as one of universal equations that describe the evolution of slowly varying packets of quasi-monochromatic waves in weakly nonlinear media that have dispersion. Unlike the linear Schrödinger equation, the NLSE never describes the time evolution of a quantum state. The 1D NLSE is an example of an integrable model.

In mathematics, and in particular in the theory of solitons, the Dym equation (HD) is the third-order partial differential equation

Canonical quantum gravity

In physics, canonical quantum gravity is an attempt to quantize the canonical formulation of general relativity. It is a Hamiltonian formulation of Einstein's general theory of relativity. The basic theory was outlined by Bryce DeWitt in a seminal 1967 paper, and based on earlier work by Peter G. Bergmann using the so-called canonical quantization techniques for constrained Hamiltonian systems invented by Paul Dirac. Dirac's approach allows the quantization of systems that include gauge symmetries using Hamiltonian techniques in a fixed gauge choice. Newer approaches based in part on the work of DeWitt and Dirac include the Hartle–Hawking state, Regge calculus, the Wheeler–DeWitt equation and loop quantum gravity.

Asım Orhan Barut was a Turkish-American theoretical physicist.

In mathematics, the inverse scattering transform is a method for solving some non-linear partial differential equations. The method is a non-linear analogue, and in some sense generalization, of the Fourier transform, which itself is applied to solve many linear partial differential equations. The name "inverse scattering method" comes from the key idea of recovering the time evolution of a potential from the time evolution of its scattering data: inverse scattering refers to the problem of recovering a potential from its scattering matrix, as opposed to the direct scattering problem of finding the scattering matrix from the potential.

In mechanics, a constant of motion is a quantity that is conserved throughout the motion, imposing in effect a constraint on the motion. However, it is a mathematical constraint, the natural consequence of the equations of motion, rather than a physical constraint. Common examples include specific energy, specific linear momentum, specific angular momentum and the Laplace–Runge–Lenz vector.

The dynamical system concept is a mathematical formalization for any fixed "rule" that describes the time dependence of a point's position in its ambient space. The concept unifies very different types of such "rules" in mathematics: the different choices made for how time is measured and the special properties of the ambient space may give an idea of the vastness of the class of objects described by this concept. Time can be measured by integers, by real or complex numbers or can be a more general algebraic object, losing the memory of its physical origin, and the ambient space may be simply a set, without the need of a smooth space-time structure defined on it.

The Dirac bracket is a generalization of the Poisson bracket developed by Paul Dirac to treat classical systems with second class constraints in Hamiltonian mechanics, and to thus allow them to undergo canonical quantization. It is an important part of Dirac's development of Hamiltonian mechanics to elegantly handle more general Lagrangians; specifically, when constraints are at hand, so that the number of apparent variables exceeds that of dynamical ones. More abstractly, the two-form implied from the Dirac bracket is the restriction of the symplectic form to the constraint surface in phase space.

In mathematics, a superintegrable Hamiltonian system is a Hamiltonian system on a -dimensional symplectic manifold for which the following conditions hold:

In mathematics, the pentagram map is a discrete dynamical system on the moduli space of polygons in the projective plane. The pentagram map takes a given polygon, finds the intersections of the shortest diagonals of the polygon, and constructs a new polygon from these intersections. Richard Schwartz introduced the pentagram map for a general polygon in a 1992 paper though it seems that the special case, in which the map is defined for pentagons only, goes back to an 1871 paper of Alfred Clebsch and a 1945 paper of Theodore Motzkin. The pentagram map is similar in spirit to the constructions underlying Desargues' theorem and Poncelet's porism. It echoes the rationale and construction underlying a conjecture of Branko Grünbaum concerning the diagonals of a polygon.

Quantum characteristics are phase-space trajectories that arise in the phase space formulation of quantum mechanics through the Wigner transform of Heisenberg operators of canonical coordinates and momenta. These trajectories obey the Hamilton equations in quantum form and play the role of characteristics in terms of which time-dependent Weyl's symbols of quantum operators can be expressed. In the classical limit, quantum characteristics reduce to classical trajectories. The knowledge of quantum characteristics is equivalent to the knowledge of quantum dynamics.

In mathematical physics, the De Donder–Weyl theory is a generalization of the Hamiltonian formalism in the calculus of variations and classical field theory over spacetime which treats the space and time coordinates on equal footing. In this framework, the Hamiltonian formalism in mechanics is generalized to field theory in the way that a field is represented as a system that varies both in space and in time. This generalization is different from the canonical Hamiltonian formalism in field theory which treats space and time variables differently and describes classical fields as infinite-dimensional systems evolving in time.

In dynamical systems theory, the Liouville–Arnold theorem states that if, in a Hamiltonian dynamical system with n degrees of freedom, there are also n independent, Poisson commuting first integrals of motion, and the energy level set is compact, then there exists a canonical transformation to action-angle coordinates in which the transformed Hamiltonian is dependent only upon the action coordinates and the angle coordinates evolve linearly in time. Thus the equations of motion for the system can be solved in quadratures if the level simultaneous set conditions can be separated. The theorem is named after Joseph Liouville and Vladimir Arnold.


Further reading


  1. Hitchin, N.J.; Segal, G.B.; Ward, R.S. (2013) [1999]. Integrable Systems: Twistors, Loop Groups, and Riemann Surfaces. Oxford University Press. ISBN   978-0-19-967677-4.
  2. Hirota, R. (1986). "Reduction of soliton equations in bilinear form". Physica D, Nonlinear Phenomena. 18 (1–3): 161–170. Bibcode:1986PhyD...18..161H. doi:10.1016/0167-2789(86)90173-9.
  3. Sato, M. (1981). "Soliton equations as dynamical systems on infinite dimensional Grassmann manifolds" (PDF). Kokyuroku, RIMS, Kyoto University. 439: 30–46. hdl:2433/102800.
  4. Date, E.; Jimbo, M.; Kashiwara, M.; Miwa, T. (1981). "Operator approach to the Kadomtsev-Petviashvili equation III". Journal of the Physical Society of Japan. 50 (11): 3806–12. doi:10.1143/JPSJ.50.3806.
  5. Jimbo, M.; Miwa, T. (1983). "Solitons and infinite-dimensional Lie algebras". Publ. Res. Inst. Math. Sci. 19 (3): 943–1001. doi: 10.2977/prims/1195182017 .
  6. Calabrese, Pasquale; Essler, Fabian H L; Mussardo, Giuseppe (2016-06-27). "Introduction to 'Quantum Integrability in Out of Equilibrium Systems'". Journal of Statistical Mechanics: Theory and Experiment. IOP Publishing. 2016 (6): 064001. Bibcode:2016JSMTE..06.4001C. doi:10.1088/1742-5468/2016/06/064001. ISSN   1742-5468.
  7. Korepin, V.E.; Bogoliubov, N.M.; Izergin, A.G. (1997). Quantum Inverse Scattering Method and Correlation Functions. Cambridge University Press. ISBN   978-0-521-58646-7.
  8. Sinitsyn, N.A.; Li, F. (2016). "Solvable multistate model of Landau-Zener transitions in cavity QED". Phys. Rev. A . 93 (6): 063859. arXiv: 1602.03136 . Bibcode:2016PhRvA..93f3859S. doi:10.1103/PhysRevA.93.063859. S2CID   119331736.
  9. Calogero, F. (2008). "Calogero-Moser system". Scholarpedia. 3 (8): 7216. Bibcode:2008SchpJ...3.7216C. doi: 10.4249/scholarpedia.7216 .
  10. Clarkson, Peter A.; Nijhoff, Frank W. (1999). Symmetries and Integrability of Difference Equations. London Mathematical Society. 255. Cambridge University Press. ISBN   978-0-521-59699-2.