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, that its motion is confined to a submanifold of much smaller dimensionality than that of its phase space.
Three features are often referred to as characterizing integrable systems:[1]
the existence of a maximal set of conserved quantities (the usual defining property of complete integrability)
the existence of algebraic invariants, having a basis in algebraic geometry (a property known sometimes as algebraic integrability)
the explicit determination of solutions in an explicit functional form (not an intrinsic property, but something often referred to as solvability)
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 a sufficiently large time.
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).
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.
Integrability does not necessarily imply that generic solutions can be explicitly expressed in terms of some known set of special functions; it is an intrinsic property of the geometry and topology of the system, and the nature of the dynamics.
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 an 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 with the invariants of the foliation span the tangent distribution. Another way to state this is that there exists a maximal set of functionally independent Poisson commuting invariants (i.e., independent 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 tori. The motion on the invariant tori, expressed in terms of these canonical coordinates, is linear in the angle variables.
The Hamilton–Jacobi approach
In canonical transformation theory, there is the Hamilton–Jacobi 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 Hamilton–Jacobi 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 τ-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 τ-function. These are now referred to as the 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 interpreted by Mikio Sato[3] and his students,[4][5] at first for the case of integrable hierarchies of PDEs, 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 τ-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 Plücker relations, characterizing the Plücker embedding of the Grassmannian in the projectivization 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]
In mathematics, a dynamical system is a system in which a function describes the time dependence of a point in an ambient space, such as in a parametric curve. Examples include the mathematical models that describe the swinging of a clock pendulum, the flow of water in a pipe, the random motion of particles in the air, and the number of fish each springtime in a lake. The most general definition unifies several concepts in mathematics such as ordinary differential equations and ergodic theory by allowing different choices of the space and how time is measured. 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 space may be a manifold or simply a set, without the need of a smooth space-time structure defined on it.
In dynamical systems theory and control theory, a phase space or state space is a space in which all possible "states" of a dynamical system or a control 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. It is the direct product of direct space and reciprocal space. The concept of phase space was developed in the late 19th century by Ludwig Boltzmann, Henri Poincaré, and Josiah Willard Gibbs.
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.
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 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.
A Hamiltonian system is a dynamical system governed by Hamilton's equations. In physics, this dynamical system describes the evolution of a physical system such as a planetary system or an electron in an electromagnetic field. These systems can be studied in both Hamiltonian mechanics and dynamical systems theory.
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
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 mechanics, a constant of motion is a physical quantity 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 energy, linear momentum, angular momentum and the Laplace–Runge–Lenz vector.
In classical mechanics, action-angle variables are a set of canonical coordinates that are useful in characterizing the nature of commuting flows in integrable systems when the conserved energy level set is compact, and the commuting flows are complete. Action-angle variables are also important in obtaining the frequencies of oscillatory or rotational motion without solving the equations of motion. They only exist, providing a key characterization of the dynamics, when the system is completely integrable, i.e., the number of independent Poisson commuting invariants is maximal and the conserved energy surface is compact. This is usually of practical calculational value when the Hamilton–Jacobi equation is completely separable, and the separation constants can be solved for, as functions on the phase space. Action-angle variables define a foliation by invariant Lagrangian tori because the flows induced by the Poisson commuting invariants remain within their joint level sets, while the compactness of the energy level set implies they are tori. The angle variables provide coordinates on the leaves in which the commuting flows are linear.
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 level sets of all first integrals are 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.
Tau functions are an important ingredient in the modern mathematical theory of integrable systems, and have numerous applications in a variety of other domains. They were originally introduced by Ryogo Hirota in his direct method approach to soliton equations, based on expressing them in an equivalent bilinear form.
Donagi, R.; Markman, E. (1996). "Spectral covers, algebraically completely integrable, Hamiltonian systems, and moduli of bundles". Integrable systems and quantum groups. Lecture Notes in Mathematics. Vol.1620. Springer. pp.1–119. doi:10.1007/BFb0094792. ISBN978-3-540-60542-3.
↑ 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.
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