A direct construction of first integrals for certain non-linear dynamical systems

A direct, constructive approach to the problem of finding first integrals of certain non-linear, second order ordinary differential equations is presented. The idea is motivated by the construction of the energy integral for the equations of motion of the corresponding conservative systems. Although the method developed for the class of equations studied herein is elementary, it yields the same results as the more advanced group-theoretical methods, such as the use of symmetries] in the context of Noether's theorem. The approach reveals some interesting features when it is specialized to the case of linear equations. Finally, a two-dimensional example is considered by extending the methodology developed for scalar equations to their vector counterparts. It is shown that, as a consequence, a first integral which is independent of the energy integral exists for a particular Hamiltonian of the Contopoulos type.     

On the Noether symmetry and Lie symmetry of mechanical systems

The Noether symmetry is an invariance of Hamilton action under infinitesimal transformations of time and the coordinates. The Lie symmetry is an invariance of the differential equations of motion under the transformations. In this paper, the relation between these two symmetries is proved definitely and firstly for mechanical systems. The results indicate that all the Noether symmetries are Lie symmetries for Lagrangian systems meanwhile a Noether symmetry is a Lie symmetry for the general holonomic or nonholonomic systems provided that some conditions hold. The project supported by the National Natural Science Foundation of China (19972010)     

Symmetry classification of first integrals for scalar dynamical equations

We completely classify the first integrals of scalar non-linear second-order ordinary differential equations (ODEs) in terms of their Lie point symmetries. This is performed by first obtaining the classifying relations between point symmetries and first integrals of scalar non-linear second-order equations which admit one, two and three point symmetries. We show that the maximum number of symmetries admitted by any first integral of a scalar second-order non-linear ODE is one which in turn provides reduction to quadratures of the underlying dynamical equation. We provide physical examples of the generalized Emden–Fowler, Lane–Emden and modified Emden equations.     

新型Poisson括号意义下的无穷维Lie代数

本文首先针对ＫｄＶ方程的Ｈａｍｉｌｔｏｎ形式，建立一种比较容易验证的新型Ｐｏｉｓｓｏｎ括号和无穷维Ｌｉｅ代数．其次，研究ＫｄＶ方程的Ｈａｍｉｌｔｏｎ形式的第一积分与新型Ｐｏｉｓｏｎ括号的关系，得到判定第一积分的充分必要条件．最后，构造ＫｄＶ方程的第一积分．     

时间尺度上Hamilton系统的Noether理论

提出并研究时间尺度上Hamilton系统的Noether对称性与守恒量问题．建立了时间尺度上Hamilton原理,导出了相应的Hamilton正则方程．基于时间尺度上Hamilton作用量在群的无限小变换下的不变性,建立了时间尺度上Hamilton系统的Noether定理．定理的证明分成两步：第一步,在时间不变的无限小变换群下给出证明;第二步,利用时间重新参数化技术得到了一般无限小变换群下的定理．给出了经典和离散两种情况下Hamilton系统的Noether守恒量．文末举例说明结果的应用．     

具有可积微分约束的力学系统的Lie对称性

研究具有可积微分约束的力学系统的Ｌｉｅ对称性与守恒量。采用两种方法：一是用不可积微分约束系统的方法;另一是用积分后降阶系统的方法,研究两种方法之间的关系。     

Perturbation to Noether symmetries and adiabatic invariants for disturbed Hamiltonian systems based on El-Nabulsi nonconservative dynamics model

This paper focuses on studying the perturbation to the Noether symmetries and the adiabatic invariants for nonconservative dynamic systems in phase space under nonconservative dynamics model presented by El-Nabulsi. First of all, the El-Nabulsi dynamics model for a nonconservative system is introduced and the El-Nabulsi–Hamilton canonical equations are established. Secondly, the basic formulae for the variation of El-Nabulsi–Hamilton action in phase space are deduced, the definition and criterion of the Noether quasi-symmetric transformation are given, and the exact invariant led directly by the Noether symmetry is obtained. Finally, based upon the concept of high-order adiabatic invariant of a mechanical system, the relationship between the perturbation to the Noether symmetry and the adiabatic invariant after the action of a small disturbance is studied and the conditions that the perturbation of symmetry leads to the adiabatic invariant and its formulation are given. At the end of the paper, two examples are given to illustrate the application of the method and results.     

Application of canonical coordinates for solving single-freedom constraint mechanical systems

This paper introduces the canonical coordinates method to obtain the first integral of a single-degree freedom constraint mechanical system that contains conserva-tive and non-conservative constraint homonomic systems. The definition and properties of canonical coordinates are introduced. The relation between Lie point symmetries and the canonical coordinates of the constraint mechanical system are expressed. By this re-lation, the canonical coordinates can be obtained. Properties of the canonical coordinates and the Lie symmetry theory are used to seek the first integrals of constraint mechanical system. Three examples are used to show applications of the results.     

Form invariance, Noether symmetry and Lie symmetry of Hamiltonian systems in phase space

For the holonomic and non-holonomic Hamiltonian systems in phase space, the definitions and criterions of the form invariance of both Hamilton and generalized Hamilton canonical equations are given. The relations among the form invariance, Noether symmetry and Lie symmetry are studied. Two examples are given to illustrate these results.     

Group theoretic methods for approximate invariants and Lagrangians for some classes of y″+εF(t)y′+y=f(y,y′)

Some recent results on the Lie symmetry generators of equations with a small parameter and the relationship between symmetries and conservation laws for such equations are used to construct first integrals and Lagrangians for autonomous weakly non-linear systems, y″+εF(t)y′+y=f(y,y′). An adaptation of a theorem that provides the point symmetry generators that leave the invariant functional involving a Lagrangian for such equations is presented. A detailed example to illustrate the method is given (and other examples are discussed). The (approximate) symmetry generators, invariants and Lagrangians maintain the perturbation order of the ‘small parameter’ stipulated in the equation — first order in this case.     

Stochastic averaging and Lyapunov exponent of quasi partially integrable Hamiltonian systems

An n degree-of-freedom Hamiltonian system with r(1<r<n) independent first integrals which are in involution is called partially integrable Hamiltonian system and a partially integrable Hamiltonian system subject to light dampings and weak stochastic excitations is called quasi partially integrable Hamiltonian system. In the present paper, the averaged Itô and Fokker-Planck-Kolmogorov (FPK) equations for quasi partially integrable Hamiltonian systems in both cases of non-resonance and resonance are derived. It is shown that the number of averaged Itô equations and the dimension of the averaged FPK equation of a quasi partially integrable Hamiltonian system is equal to the number of independent first integrals in involution plus the number of resonant relations of the associated Hamiltonian system. The technique to obtain the exact stationary solution of the averaged FPK equation is presented. The largest Lyapunov exponent of the averaged system is formulated, based on which the stochastic stability and bifurcation of original quasi partially integrable Hamiltonian systems can be determined. Examples are given to illustrate the applications of the proposed stochastic averaging method for quasi partially integrable Hamiltonian systems in response prediction and stability decision and the results are verified by using digital simulation.     

FIRST INTEGRALS AND INTEGRAL INVARIANTS FOR VARIABLE MASS NONHOLONOMIC SYSTEM IN NONINERTIAL REFERENCE FRAMES

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Hamiltonian structures of dynamics of a gyrostat in a gravitational field

The dynamics of a gyrostat in a gravitational field is a fundamental problem in celestial mechanics and space engineering. This paper investigates this problem in the framework of geometric mechanics. Based on the natural symplectic structure, non-canonical Hamiltonian structures of this problem are derived in different sets of coordinates of the phase space. These different coordinates are suitable for different applications. Corresponding Poisson tensors and Casimir functions, which govern the phase flow and phase space structures of the system, are obtained in a differential geometric method. Equations of motion, as well as expressions of the force and torque, are derived in terms of potential derivatives. We uncover the underlying Lie group framework of the problem, and we also provide a systemic approach for equations of motion. By assuming that the gravitational field is axis-symmetrical and central, SO(2) and SO(3) symmetries are introduced into the general problem respectively. Using these symmetries, we carry out two reduction processes and work out the Poisson tensors of the reduced systems. Our results in the central gravitational filed are in consistent with previous results. By these reductions, we show how the symmetry of the problem affects the phase space structures. The tools of geometric mechanics used here provide an access to several powerful techniques, such as the determination of relative equilibria on the reduced system, the energy-Casimir method for determining the stability of equilibria, the variational integrators for greater accuracy in the numerical simulation and the geometric control theory for control problems.     

Fractional generalized Hamiltonian equations and its integral invariants

In this paper, we present a new kind of fractional dynamical equations, i.e. the fractional generalized Hamiltonian equations, and study variation equations and the method of the construction of integral invariants of the system. Based on the definition of Riemann–Liouville fractional derivatives, fractional generalized Hamiltonian equations and its variation equations are established. Then, the relation between first integral and integral invariant of the system is studied, and it is proved that, using a first integral, we can construct an integral invariant of the system. As deductions of above results, a construction method of integral invariants of a traditional generalized Hamiltonian system are given. Further, one example of fractional generalized Hamiltonian system is given to illustrate the method and results of the application. Finally, we study the first integral and integral invariant of the Euler equation of a rigid body which rotates with respect to a fixed-point.     

Inverse Approach in Ordinary Differential Equations: Applications to Lagrangian and Hamiltonian Mechanics

This paper is on the so called inverse problem of ordinary differential equations, i.e. the problem of determining the differential system satisfying a set of given properties. More precisely we characterize under very general assumptions the ordinary differential equations in \(\mathbb {R}^N\) which have a given set of either \(M\) partial integrals, or \(M first integral, or \(M partial and first integrals. Moreover, for such systems we determine the necessary and sufficient conditions for the existence of \(N-1\) independent first integrals. We give two relevant applications of the solutions of these inverse problem to constrained Lagrangian and Hamiltonian systems respectively. Additionally we provide the general solution of the inverse problem in dynamics.     

Front Speed Enhancement by Incompressible Flows in Three or Higher Dimensions

We study, in dimensions N ≥ 3, the family of first integrals of an incompressible flow: these are ${H^{1}_{\rm loc}}$ functions whose level surfaces are tangential to the streamlines of the advective incompressible field. One main motivation for this study comes from earlier results proving that the existence of nontrivial first integrals of an incompressible flow q is the main key that leads to a “linear speed up” by a large advection of pulsating traveling fronts solving a reaction–advection–diffusion equation in a periodic heterogeneous framework. The family of first integrals is not well understood in dimensions N ≥ 3 due to the randomness of the trajectories of q and this is in contrast with the case N = 2. By looking at the domain of propagation as a union of different components produced by the advective field, we provide more information about first integrals and we give a class of incompressible flows which exhibit “ergodic components” of positive Lebesgue measure (and hence are not shear flows) and which, under certain sharp geometric conditions, speed up the KPP fronts linearly with respect to the large amplitude. In the proofs, we establish a link between incompressibility, ergodicity, first integrals and the dimension to give a sharp condition about the asymptotic behavior of the minimal KPP speed in terms of the configuration of ergodic components.     

Periodic Orbits in Hamiltonian Systems with Involutory Symmetries

We study the existence of families of periodic solutions in a neighbourhood of a symmetric equilibrium point in two classes of Hamiltonian systems with involutory symmetry. In both classes, the involution reverses the sign of the Hamiltonian function, and the system is in 1:1 resonance. In the first class we study a Hamiltonian system with a reversing involution R acting symplectically. We first recover a result of Buzzi and Lamb showing that the equilibrium point is contained in a three dimensional conical subspace which consists of a two parameter family of periodic solutions with symmetry R, and furthermore that there may or may not exist two families of non-symmetric periodic solutions, depending on the coefficients of the Hamiltonian (correcting a minor error in their paper). In the second problem we study an equivariant Hamiltonian system with a symmetry S that acts anti-symplectically. Generically, there is no S-symmetric solution in a neighbourhood of the equilibrium point. Moreover, we prove the existence of at least 2 and at most 12 families of non-symmetric periodic solutions. We conclude with a brief study of systems with both forms of symmetry, showing they have very similar structure to the system with symmetry R.     

Integration of third order ordinary differential equations possessing two-parameter symmetry group by Lie’s method

The solution of a class of third order ordinary differential equations possessing two parameter Lie symmetry group is obtained by group theoretic means. It is shown that reduction to quadratures is possible according to two scenarios: (1) if upon first reduction of order the obtained second order ordinary differential equation besides the inherited point symmetry acquires at least one more new point symmetry (possibly a hidden symmetry of Type II). (2) First, reduction paths of the fourth order differential equations with four parameter symmetry group leading to the first order equation possessing one known (inherited) symmetry are constructed. Then, reduction paths along which a third order equation possessing two-parameter symmetry group appears are singled out and followed until a first order equation possessing one known (inherited) symmetry are obtained. The method uses conditions for preservation, disappearance and reappearance of point symmetries.     

A new boundary integral equation for plane harmonic functions

In this paper, we propose a new boundary integral equation for plane harmonic functions. As a new approach, the equation is derived from the conservation integrals. Every variable in the integral equation has direct engineering interest. When this integral equation is applied to the Dirichlet problem, one will get an integral equation of the second kind, so that the algebraic equation system in the boundary element method has diagonal dominance. Finally, this equation is applied to elastic torsion problems of cylinders of different sections, and satisfactary numerical results are obtained.     

A transformation approach for finding first integrals of motion of dynamical systems

A method for finding a first integral of the motion of a system of equations written in Hamiltonian form, for the case in which no “classical integrals” exist, is introduced and derived in this paper. The present method is based on a canonical transformation applied to the state vector of the system with the objective of obtaining a new Hamiltonian that is time-separable in the new state vector.