Non-integrability of Hamiltonian systems through high order variational equations: Summary of results and examples

This paper deals with non-integrability criteria, based on differential Galois theory and requiring the use of higher order variational equations. A general methodology is presented to deal with these problems. We display a family of Hamiltonian systems which require the use of order k variational equations, for arbitrary values of k, to prove non-integrability. Moreover, using third order variational equations we prove the non-integrability of a non-linear spring-pendulum problem for the values of the parameter that can not be decided using first order variational equations.      

Internal gravity–capillary solitary waves in finite depth

We consider a two‐dimensional inviscid irrotational flow in a two layer fluid under the effects of gravity and interfacial tension. The upper fluid is bounded above by a rigid lid, and the lower fluid is bounded below by a rigid bottom. We use a spatial dynamics approach and formulate the steady Euler equations as a Hamiltonian system, where we consider the unbounded horizontal coordinate x as a time‐like coordinate. The linearization of the Hamiltonian system is studied, and bifurcation curves in the (β,α)‐plane are obtained, where α and β are two parameters. The curves depend on two additional parameters ρ and h, where ρ is the ratio of the densities and h is the ratio of the fluid depths. However, the bifurcation diagram is found to be qualitatively the same as for surface waves. In particular, we find that a Hamiltonian‐Hopf bifurcation, Hamiltonian real 1:1 resonance, and a Hamiltonian 0²‐resonance occur for certain values of (β,α). Of particular interest are solitary wave solutions of the Euler equations. Such solutions correspond to homoclinic solutions of the Hamiltonian system. We investigate the parameter regimes where the Hamiltonian‐Hopf bifurcation and the Hamiltonian real 1:1 resonance occur. In both these cases, we perform a center manifold reduction of the Hamiltonian system and show that homoclinic solutions of the reduced system exist. In contrast to the case of surface waves, we find parameter values ρ and h for which the leading order nonlinear term in the reduced system vanishes. We make a detailed analysis of this phenomenon in the case of the real 1:1 resonance. We also briefly consider the Hamiltonian 0²‐resonance and recover the results found by Kirrmann. Copyright © 2016 John Wiley & Sons, Ltd.     

Hamiltonian Systems on Time Scales

Linear and nonlinear Hamiltonian systems are studied on time scales . We unify symplectic flow properties of discrete and continuous Hamiltonian systems. A chain rule which unifies discrete and continuous settings is presented for our so-called alpha derivatives on generalized time scales. This chain rule allows transformation of linear Hamiltonian systems on time scales under simultaneous change of independent and dependent variables, thus extending the change of dependent variables recently obtained by Do lý and Hilscher. We also give the Legendre transformation for nonlinear Euler–Lagrange equations on time scales to Hamiltonian systems on time scales.     

Three‐dimensional internal gravity‐capillary waves in finite depth

We consider three‐dimensional inviscid‐irrotational flow in a two‐layer fluid under the effects of gravity and surface tension, where the upper fluid is bounded above by a rigid lid and the lower fluid is bounded below by a flat bottom. We use a spatial dynamics approach and formulate the steady Euler equations as an infinite‐dimensional Hamiltonian system, where an unbounded spatial direction x is considered as a time‐like coordinate. In addition, we consider wave motions that are periodic in another direction z. By analyzing the dispersion relation, we detect several bifurcation scenarios, two of which we study further: a type of 00(is)(iκ₀) resonance and a Hamiltonian Hopf bifurcation. The bifurcations are investigated by performing a center‐manifold reduction, which yields a finite‐dimensional Hamiltonian system. For this finite‐dimensional system, we establish the existence of periodic and homoclinic orbits, which correspond to, respectively, doubly periodic travelling waves and oblique travelling waves with a dark or bright solitary wave profile in the x direction. The former are obtained using a variational Lyapunov‐Schmidt reduction and the latter by first applying a normal form transformation and then studying the resulting canonical system of equations.     

Hamiltonian path graphs

The Hamiltonian path graph H(G) of a graph G is that graph having the same vertex set as G and in which two vertices u and v are adjacent if and only if G contains a Hamiltonian u-v path. A characterization of Hamiltonian graphs isomorphic to their Hamiltonian path graphs is presented.     

Accurate analytical solutions to nonlinear oscillators by means of the Hamiltonian approach

The purpose of this paper is to apply the Hamiltonian approach to nonlinear oscillators. The Hamiltonian approach is applied to derive highly accurate analytical expressions for periodic solutions or for approximate formulas of frequency. A conservative oscillator always admits a Hamiltonian invariant, H , which stays unchanged during oscillation. This property is used to obtain approximate frequency–amplitude relationship of a nonlinear oscillator with high accuracy. A trial solution is selected with unknown parameters. Next, the Ritz–He method is used to obtain the unknown parameters. This will yield the approximate analytical solution of the nonlinear ordinary differential equations. In contrast with the traditional methods, the proposed method does not require any small parameter in the equation. Copyright © 2011 John Wiley & Sons, Ltd.     

Local Hamiltonian in the Faddeev-Tirkkonen model

A lattice Hamiltonian is constructed by means of the factorization technique for the L-operator developed by Faddeev and Tirkkonen. It is shown that the continuum limit of this Hamiltonian leads to equations of motion of the Liouville model. Bibliography: 5 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 335, 2006, pp. 246–254.     

On the existence of a complete set of solutions of the Lur’e equation

The algebraic Lur’e equations are considered in the general case of an arbitrary pair (A, B) and a nonsingular matrix Γ of quadratic form. The necessary and sufficient conditions for the existence of a complete set of solutions of such equations are obtained. These conditions are other than in the standard case of a definite matrix Γ. For the standard case, the constraints on the pair (A, B) are maximally relaxed. Then the results are extended to the case of a singular matrix Γ. A special representation of Hamiltonian matrices, which forms the basis for the proofs, is developed. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 29, Voronezh Conference-1, 2005.     

Equations for the Missing Boundary Values in the Hamiltonian Formulation of Optimal Control Problems

Partial differential equations for the unknown final state and initial costate arising in the Hamiltonian formulation of regular optimal control problems with a quadratic final penalty are found. It is shown that the missing boundary conditions for Hamilton’s canonical ordinary differential equations satisfy a system of first-order quasilinear vector partial differential equations (PDEs), when the functional dependence of the H-optimal control in phase-space variables is explicitly known. Their solutions are computed in the context of nonlinear systems with ℝ ⁿ -valued states. No special restrictions are imposed on the form of the Lagrangian cost term. Having calculated the initial values of the costates, the optimal control can then be constructed from on-line integration of the corresponding 2n-dimensional Hamilton ordinary differential equations (ODEs). The off-line procedure requires finding two auxiliary n×n matrices that generalize those appearing in the solution of the differential Riccati equation (DRE) associated with the linear-quadratic regulator (LQR) problem. In all equations, the independent variables are the finite time-horizon duration T and the final-penalty matrix coefficient S, so their solutions give information on a whole two-parameter family of control problems, which can be used for design purposes. The mathematical treatment takes advantage from the symplectic structure of the Hamiltonian formalism, which allows one to reformulate Bellman’s conjectures concerning the “invariant-embedding” methodology for two-point boundary-value problems. Results for LQR problems are tested against solutions of the associated differential Riccati equation, and the attributes of the two approaches are illustrated and discussed. Also, nonlinear problems are numerically solved and compared against those obtained by using shooting techniques.     

A Synthetical Two‐Component Model with Peakon Solutions

A generalized two‐component model with peakon solutions is proposed in this paper. It allows an arbitrary function to be involved in as well as including some existing integrable peakon equations as special reductions. The generalized two‐component system is shown to possess Lax pair and infinitely many conservation laws. Bi‐Hamiltonian structures and peakon interactions are discussed in detail for typical representative equations of the generalized system. In particular, a new type of N‐peakon solution, which is not in the traveling wave type, is obtained from the generalized system.     

An Algebraic Approach to Invariant Preserving Integators: The Case of Quadratic and Hamiltonian Invariants

In this article, conditions for the preservation of quadratic and Hamiltonian invariants by numerical methods which can be written as B-series are derived in a purely algebraical way. The existence of a modified invariant is also investigated and turns out to be equivalent, up to a conjugation, to the preservation of the exact invariant. A striking corollary is that a symplectic method is formally conjugate to a method that preserves the Hamitonian exactly. Another surprising consequence is that the underlying one-step method of a symmetric multistep scheme is formally conjugate to a symplectic P-series when applied to Newton’s equations of motion.     

The degeneration of the two dimensional garnier system and the polynomial Hamiltonian structure

Summary We study the theory of isomonodromic deformation for the second order linear differential equations on the Riemann sphere and show that the deformation equations are written in the form of Hamiltonian system completely integrable in the sense of Frobenius. We also obtain from them the Hamiltonian systems with the polynomials Hamiltonians.     

Comparison theorems for symplectic systems of difference equations

In the present paper, we prove comparison theorems for symplectic systems of difference equations, which generalize difference analogs of canonical systems of differential equations. We obtain general relations between the number of focal points of conjoined bases of two symplectic systems with matrices W _i and $ \hat W_i $ \hat W_i as well as their corollaries, which generalize well-known comparison theorems for Hamiltonian difference systems. We consider applications of comparison theorems to spectral theory and in the theory of transformations. We obtain a formula for the number of eigenvalues λ of a symplectic boundary value problem on the interval (λ ₁, λ ₂]. For an arbitrary symplectic transformation, we prove a relationship between the numbers of focal points of the conjoined bases of the original and transformed systems. In the case of a constant transformation, we prove a theorem that generalizes the well-known reciprocity principle for discrete Hamiltonian systems.     

From Generalized Clifford Algebras to nambu’s formulation of dynamics

We consider a commutative part of the Generalized Clifford Algebras, denominated asalgebra of multicomplex numbers. By using the multicomplex algebra as underlying algebraic structure we construct oscillator model for the Nambu’s formulation of dynamics. We propose a new dynamicals principle which gives rise to two kinds of Hamilton-Nambu equations inD≥2-dimensional phase space. The first one is formulated with (D−1)-evolution parameter and a single Hamiltonian. The Haniltonian of the oscillator model in such dynamics is given byD-degree homogeneous form. In the second formulation, vice versa, the evolution of the system along a single evolution parameter is generated by (D−1) Hamiltonian.     

Hamiltonization of Higher-Order Nonlinear Ordinary Differential Equations and the Jacobi Last Multiplier

It is known that Jacobi’s last multiplier is directly connected to the deduction of a Lagrangian via Rao’s formula (Madhava Rao in Proc. Benaras Math. Soc. (N.S.) 2:53–59, 1940). In this paper we explicitly demonstrate that it also plays an important role in Hamiltonian theory. In particular, we apply the recent results obtained by Torres del Castillo (J. Phys. A Math. Theor. 43:265202, 2009) and deduce the Hamiltonian of a second-order ODE of the Lienard type, namely, [(x)\ddot]+f(x)[(x)\dot]²+g(x)=0\ddot{x}+f(x){\dot{x}}^{2}+g(x)=0. In addition, we consider cases where the coefficient functions may also depend on the independent variable t. We illustrate our construction with various examples taken from astrophysics, cosmology and the Painlevé-Gambier class of differential equations. Finally we discuss the Hamiltonization of third-order equations using Nambu-Hamiltonian mechanics.     

A three-component generalization of Camassa–Holm equation with N-peakon solutions

A three-component generalization of Camassa–Holm equation with peakon solutions is proposed, which is associated with a 3×3 matrix spectral problem with three potentials. With the aid of the zero-curvature equation, we derive a hierarchy of new nonlinear evolution equations and establish their Hamiltonian structures. The three-component generalization of Camassa–Holm equation is exactly a negative flow in the hierarchy and admits exact solutions with N-peakons and an infinite sequence of conserved quantities.     

Minimum K-hamiltonian graphs

We consider two new classes of graphs arising from reliability considerations in network design. We want to construct graphs with a minimum number of edges which remain Hamiltonian after k edges (or k vertices) have been removed. A simple construction is presented for the case when k is even. We show that it is minimum k-edge Hamiltonian. On the other hand, Chartrand and Kapoor previously proved that this class of graphs was also minimum k-vertex Hamiltonian. The case when k is large (odd or even) is also considered. Some results about directed graphs are also presented.