Composition of Lie transforms with rigorous estimates and applications to Hamiltonian perturbation theory

In this paper we exhibit a rigorous perturbation theory for nearly integrable Hamiltonian systems, based on the composition of Lie Transforms. Precisely, we first study the algorithm for the composition of Lie transforms, and provide rigorous estimates for the convergence radius and the truncation errors of the series; then we use our estimates for a particular model-example, namely a system of weakly coupled harmonic oscillators having Diophantine frequencies, and work out Nekhoroshev-like exponential estimates for the stability times.     

On the persistence of elliptic lower-dimensional tori in Hamiltonian systems under the first Melnikov condition and Rüssmann’s non-degeneracy condition

In this paper we formulate a theorem on the persistence of elliptic lower-dimensional invariant tori for nearly integrable analytic Hamiltonian systems under the first Melnikov condition and Rüssmann’s non-degeneracy condition, and give the measure estimates of parameters for the non-resonance conditions under Rüssmann’s non-degeneracy condition, which is essential for the proof of our result.     

The Exponential Type of the Fundamental Solution of an Indefinite Hamiltonian System

The fundamental solution of a Hamiltonian system whose Hamiltonian H is positive definite and locally integrable is an entire function of exponential type. Its exponential type can be computed as the integral over ${\sqrt{\det H}}$ . We show that this formula remains true in the indefinite (Pontryagin space) situation, where the Hamiltonian is permitted to have finitely many inner singularities. As a consequence, we obtain a statement on non-cancellation of exponential growth for a class of entire matrix functions.     

KAM-Type Theorem on Resonant Surfaces for Nearly Integrable Hamiltonian Systems

Summary. In this paper, we consider analytic perturbations of an integrable Hamiltonian system in a given resonant surface. It is proved that, for most frequencies on the resonant surface, the resonant torus foliated by nonresonant lower dimensional tori is not destroyed completely and that there are some lower dimensional tori which survive the perturbation if the Hamiltonian satisfies a certain nondegenerate condition. The surviving tori might be elliptic, hyperbolic, or of mixed type. This shows that there are many orbits in the resonant zone which are regular as in the case of integrable systems. This behavior might serve as an obstacle to Arnold diffusion. The persistence of hyperbolic lower dimensional tori has been considered by many authors [5], [6], [15], [16], mainly for multiplicity one resonant case. To deal with the mechanisms of the destruction of the resonant tori of higher multiplicity into nonhyperbolic lower dimensional tori, we have to deal with some small coefficient matrices that are the generalization of small divisors. Received December 18, 1997; revised December 30, 1998; accepted June 21, 1999     

Gevrey-smoothness of elliptic lower-dimensional invariant tori in Hamiltonian systems under Rüssmann's non-degeneracy condition

In this paper we prove Gevrey-smoothness of elliptic lower-dimensional invariant tori for nearly integrable analytic Hamiltonian systems under Rüssmann's non-degeneracy condition by an improved KAM iteration.     

Optimal Stability and Instability for Near-Linear Hamiltonians

In this paper, we will prove a very general result of stability for perturbations of linear integrable Hamiltonian systems, and we will construct an example of instability showing that both our result and our example are optimal. Moreover, in the same spirit as the notion of KAM stable integrable Hamiltonians, we will introduce a notion of effectively stable integrable Hamiltonians, conjecture a characterization of these Hamiltonians and show that our result proves this conjecture in the linear case.     

Gevrey-smoothness of invariant tori for analytic nearly integrable Hamiltonian systems under Rüssmann's non-degeneracy condition

In this paper we prove Gevrey smoothness of the persisting invariant tori for small perturbations of an analytic integrable Hamiltonian system with Rüssmann's non-degeneracy condition by an improved KAM iteration method with parameters.     

Multiscale KAM theorem for Hamiltonian systems

In this paper, we study the persistence of invariant tori in nearly integrable multiscale Hamiltonian systems with highorder degeneracy in the integrable part. Such Hamiltonian systems arise naturally in planar and spatial lunar problems of celestial mechanics for which the persistence problem connects closely to the stability of the systems. We introduce multiscale nondegenerate condition and multiscale Diophantine condition, comparable to the usual Diophantine condition. Using quasilinear KAM method, we prove a multiscale KAM theorem.     

Generic perturbations of linear integrable Hamiltonian systems

In this paper, we investigate perturbations of linear integrable Hamiltonian systems, with the aim of establishing results in the spirit of the KAM theorem (preservation of invariant tori), the Nekhoroshev theorem (stability of the action variables for a finite but long interval of time) and Arnold diffusion (instability of the action variables). Whether the frequency of the integrable system is resonant or not, it is known that the KAM theorem does not hold true for all perturbations; when the frequency is resonant, it is the Nekhoroshev theorem that does not hold true for all perturbations. Our first result deals with the resonant case: we prove a result of instability for a generic perturbation, which implies that the KAM and the Nekhoroshev theorem do not hold true even for a generic perturbation. The case where the frequency is nonresonant is more subtle. Our second result shows that for a generic perturbation the KAM theorem holds true. Concerning the Nekhrosohev theorem, it is known that one has stability over an exponentially long (with respect to some function of ε ^?1) interval of time and that this cannot be improved for all perturbations. Our third result shows that for a generic perturbation one has stability for a doubly exponentially long interval of time. The only question left unanswered is whether one has instability for a generic perturbation (necessarily after this very long interval of time).     

The classical KAM theorem for Hamiltonian systems via rational approximations

In this paper, we give a new proof of the classical KAM theorem on the persistence of an invariant quasi-periodic torus, whose frequency vector satisfies the Bruno-Rüssmann condition, in real-analytic non-degenerate Hamiltonian systems close to integrable. The proof, which uses rational approximations instead of small divisors estimates, is an adaptation to the Hamiltonian setting of the method we introduced in [4] for perturbations of constant vector fields on the torus.     

Invariant tori of locally Hamiltonian systems close to conditionally integrable systems

We study the problem of perturbations of quasiperiodic motions in the class of locally Hamiltonian systems. By using methods of the KAM-theory, we prove a theorem on the existence of invariant tori of locally Hamiltonian systems close to conditionally integrable systems. On the basis of this theorem, we investigate the bifurcation of a Cantor set of invariant tori in the case where a Liouville-integrable system is perturbed by a locally Hamiltonian vector field and, simultaneously, the symplectic structure of the phase space is deformed. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 1, pp. 71–98, January, 2007.     

A note on degenerate corank-one singularities of integrable Hamiltonian systems

We prove that, in a neighborhood of a corank-1 singularity of an analytic integrable Hamiltonian system with n degrees of freedom, there is a locally-free analytic symplectic \Bbb T^n-1 {\Bbb T}^{n-1} -action which preserves the moment map, under some mild conditions. This result allows one to classify generic degenerate corank-one singularities of integrable Hamiltonian systems. It can also be applied to the study of (non)integrability of perturbations of integrable systems.     

Multiexponential models of (1+1)-dimensional dilaton gravity and Toda-Liouville integrable models

We study general properties of a class of two-dimensional dilaton gravity (DG) theories with potentials containing several exponential terms. We isolate and thoroughly study a subclass of such theories in which the equations of motion reduce to Toda and Liouville equations. We show that the equation parameters must satisfy a certain constraint, which we find and solve for the most general multiexponential model. It follows from the constraint that integrable Toda equations in DG theories generally cannot appear without accompanying Liouville equations. The most difficult problem in the two-dimensional Toda-Liouville (TL) DG is to solve the energy and momentum constraints. We discuss this problem using the simplest examples and identify the main obstacles to solving it analytically. We then consider a subclass of integrable two-dimensional theories where scalar matter fields satisfy the Toda equations and the two-dimensional metric is trivial. We consider the simplest case in some detail. In this example, we show how to obtain the general solution. We also show how to simply derive wavelike solutions of general TL systems. In the DG theory, these solutions describe nonlinear waves coupled to gravity and also static states and cosmologies. For static states and cosmologies, we propose and study a more general one-dimensional TL model typically emerging in one-dimensional reductions of higher-dimensional gravity and supergravity theories. We especially attend to making the analytic structure of the solutions of the Toda equations as simple and transparent as possible.     

Invariant Tori in Hamiltonian Systems with High Order Proper Degeneracy

We study the existence of quasi-periodic, invariant tori in a nearly integrable Hamiltonian system of high order proper degeneracy, i.e., the integrable part of the Hamiltonian involves several time scales and at each time scale the corresponding Hamiltonian depends on only part of the action variables. Such a Hamiltonian system arises frequently in problems of celestial mechanics, for instance, in perturbed Kepler problems like the restricted and non-restricted 3-body problems and spatial lunar problems in which several bodies with very small masses are coupled with two massive bodies and the nearly integrable Hamiltonian systems naturally involve different time scales. Using KAM method, we will show under certain higher order non-degenerate conditions of Bruno–Rüssmann type that the majority of quasi-periodic, invariant tori associated with the integrable part will persist after the non-integrable perturbation. This actually concludes the KAM metric stability for such a properly degenerate Hamiltonian system.     

Stability of equilibrium solutions of Hamiltonian systems under the presence of a single resonance in the non-diagonalizable case

The problem of knowing the stability of one equilibrium solution of an analytic autonomous Hamiltonian system in a neighborhood of the equilibrium point in the case where all eigenvalues are pure imaginary and the matrix of the linearized system is non-diagonalizable is considered. We give information about the stability of the equilibrium solution of Hamiltonian systems with two degrees of freedom in the critical case. We make a partial generalization of the results to Hamiltonian systems with n degrees of freedom, in particular, this generalization includes those in [1].      

Stability and instability for Gevrey quasi-convex near-integrable Hamiltonian systems

Abstract. – We prove a theorem about the stability of action variables for Gevrey quasi-convex near-integrable Hamiltonian systems and construct in that context a system with an unstable orbit whose mean speed of drift allows us to check the optimality of the stability theorem.?Our stability result generalizes those by Lochak-Neishtadt and P?schel, which give precise exponents of stability in the Nekhoroshev Theorem for the quasi-convex case, to the situation in which the Hamiltonian function is only assumed to belong to some Gevrey class instead of being real-analytic. For n degrees of freedom and Gevrey-α Hamiltonians, α ≥ 1, we prove that one can choose a = 1/2nα as an exponent for the time of stability and b = 1/2n as an exponent for the radius of confinement of the action variables, with refinements for the orbits which start close to a resonant surface (we thus recover the result for the real-analytic case by setting α = 1).?On the other hand, for α > 1, the existence of compact-supported Gevrey functions allows us to exhibit for each n ≥ 3 a sequence of Hamiltonian systems with wandering points, whose limit is a quasi-convex integrable system, and where the speed of drift is characterized by the exponent 1/2(n−2)α. This exponent is optimal for the kind of wandering points we consider, inasmuch as the initial condition is located close to a doubly-resonant surface and the stability result holds with precisely that exponent for such an initial condition. We also discuss the relationship between our example of instability, which relies on a specific construction of a perturbation of a discrete integrable system, and Arnold’s mechanism of instability, whose main features (partially hyperbolic tori, heteroclinic connections) are indeed present in our system. Manuscrit reĉu le 30 décembre 2001. In memoriam Michael R. Herman The present article is the result of a collaboration with Michael Herman, which started in October 1999. He had had the idea of studying the Nekhoroshev theory in the Gevrey category and, using a lemma of his, of producing new examples of unstable orbits for which the instability time could be compared with the distance of the system to integrability. Together we improved both the stability and instability results which he had already obtained, in view of making them match. Michael Herman’s sudden death in November 2000 prevented him from participating to the last developments and to the final writing of a work the main contributor of which he was.     

On the limit-point case of singular linear Hamiltonian systems

This article is concerned with the limit-point case (l.p.c.) of a Hamiltonian system. We present new proofs for several existing equivalent conditions on the l.p.c. established in terms of the asymptotic behaviour of the square integrable solutions of Hamiltonian systems with different spectral parameters and functions in the domain of the corresponding maximal operator, respectively. Further, we give two equivalent conditions in terms of the asymptotic behaviour of the square integrable solutions of Hamiltonian systems with the same complex and real spectral parameters, respectively. In addition, we establish two limit-point criteria which extend the relevant existing results.     

On diffusion in high-dimensional Hamiltonian systems

The purpose of this paper is to construct examples of diffusion for ε-Hamiltonian perturbations of completely integrable Hamiltonian systems in 2d-dimensional phase space, with d large.In the first part of the paper, simple and explicit examples are constructed illustrating absence of ‘long-time’ stability for size ε Hamiltonian perturbations of quasi-convex integrable systems already when the dimension 2d of phase space becomes as large as . We first produce the example in Gevrey class and then a real analytic one, with some additional work.In the second part, we consider again ε-Hamiltonian perturbations of completely integrable Hamiltonian system in 2d-dimensional space with ε-small but not too small, |ε|>exp(-d), with d the number of degrees of freedom assumed large. It is shown that for a class of analytic time-periodic perturbations, there exist linearly diffusing trajectories. The underlying idea for both examples is similar and consists in coupling a fixed degree of freedom with a large number of them. The procedure and analytical details are however significantly different. As mentioned, the construction in Part I is totally elementary while Part II is more involved, relying in particular on the theory of normally hyperbolic invariant manifolds, methods of generating functions, Aubry-Mather theory, and Mather's variational methods.Part I is due to Bourgain and Part II due to Kaloshin.     

Analytic and algebraic conditions for bifurcations of homoclinic orbits I: Saddle equilibria

We study bifurcations of homoclinic orbits to hyperbolic saddle equilibria in a class of four-dimensional systems which may be Hamiltonian or not. Only one parameter is enough to treat these types of bifurcations in Hamiltonian systems but two parameters are needed in general systems. We apply a version of Melnikov?s method due to Gruendler to obtain saddle-node and pitchfork types of bifurcation results for homoclinic orbits. Furthermore we prove that if these bifurcations occur, then the variational equations around the homoclinic orbits are integrable in the meaning of differential Galois theory under the assumption that the homoclinic orbits lie on analytic invariant manifolds. We illustrate our theories with an example which arises as stationary states of coupled real Ginzburg–Landau partial differential equations, and demonstrate the theoretical results by numerical ones.