Canonical transformations of the extended phase space and integrable systems

We investigate the explicit construction of a canonical transformation of the time variable and the Hamiltonian whereby a given completely integrable system is mapped into another integrable system. The change of time induces a transformation of the equations of motion and of their solutions, the integrals of motion, the methods of separation of variables, the Lax matrices, and the correspondingr-matrices. For several specific families of integrable systems (Toda chains, Holt systems, and Stäckel-type systems), we construct canonical transformations of time in the extended phase space that preserve the integrability property.     

A geometric approach to the separability of the Neumann-Rosochatius system

We study the separability of the Neumann-Rosochatius system on the n-dimensional sphere using the geometry of bi-Hamiltonian manifolds. Its well-known separation variables are recovered by means of a separability condition relating the Hamiltonian with a suitable (1,1) tensor field on the sphere. This also allows us to iteratively construct the integrals of motion of the system.     

Weak convergence of semimartingales and discretisation methods

Given a semimartingale one can construct a system (λ, A, B, C) where λ is the distribution of the initial value and (A, B, C) is the triple of global characteristics. Thus, given a process X and a system (λ, A, B, C) one can look for all probability measures P such that X is a P-semimartingale with initial distribution λ and global characteristics (A, B, C). We say that such a measure P is a solution to the semimartingale problem (λ, A, B, C).The paper is devoted to the study of a special type of semimartingale problem. We look for sufficient conditions to insure the existence of solutions and we develop a method to construct them by means of time-discretised schemes, using weak topology for probability measures.     

Invariant tori for commuting Hamiltonian PDEs

We generalize to some PDEs a theorem by Eliasson and Nekhoroshev on the persistence of invariant tori in Hamiltonian systems with r integrals of motion and n degrees of freedom, r?n. The result we get ensures the persistence of an r-parameter family of r-dimensional invariant tori. The parameters belong to a Cantor-like set. The proof is based on the Lyapunov-Schmidt decomposition and on the standard implicit function theorem. Some of the persistent tori are resonant. We also give an application to the nonlinear wave equation with periodic boundary conditions on a segment and to a system of coupled beam equations. In the first case we construct 2-dimensional tori, while in the second case we construct 3-dimensional tori.     

Nonadiabatic quantum chaos in atom optics

Coherent dynamics of atomic matter waves in a standing-wave laser field is studied. In the dressed-state picture, wave packets of ballistic two-level atoms propagate simultaneously in two optical potentials. The probability to make a transition from one potential to another one is maximal when centroids of wave packets cross the field nodes and is given by a simple formula with the single exponent, the Landau-Zener parameter κ. If κ ? 1, the motion is essentially adiabatic. If κ ? 1, it is (almost) resonant and periodic. If κ ? 1, atom makes nonadiabatic transitions with a splitting of its wave packet at each node and strong complexification of the wave function as compared to the two other cases. This effect is referred as nonadiabatic quantum chaos. Proliferation of wave packets at κ ? 1 is shown to be connected closely with chaotic center-of-mass motion in the semiclassical theory of point-like atoms with positive values of the maximal Lyapunov exponent. The quantum-classical correspondence established is justified by the fact that the Landau-Zener parameter κ specifies the regime of the semiclassical dynamical chaos in the map simulating chaotic center-of-mass motion. Manifestations of nonadiabatic quantum chaos are found in the behavior of the momentum and position probabilities.     

Higher-Order Averaging, Formal Series and Numerical Integration II: The Quasi-Periodic Case

The paper considers non-autonomous oscillatory systems of ordinary differential equations with d≥1 non-resonant constant frequencies ω ₁,…,ω _d . Formal series like those used nowadays to analyze the properties of numerical integrators are employed to construct higher-order averaged systems and the required changes of variables. With the new approach, the averaged system and the change of variables consist of vector-valued functions that may be written down immediately and scalar coefficients that are universal in the sense that they do not depend on the specific system being averaged and may therefore be computed once and for all given ω ₁,…,ω _d . The new method may be applied to obtain a variety of averaged systems. In particular, we study the quasi-stroboscopic averaged system characterized by the property that the true oscillatory solution and the averaged solution coincide at the initial time. We show that quasi-stroboscopic averaging is a geometric procedure, because it is independent of the particular choice of co-ordinates used to write the given system. As a consequence, quasi-stroboscopic averaging of a canonical Hamiltonian (respectively, of a divergence-free) system results in a canonical (respectively, in a divergence-free) averaged system. We also study the averaging of a family of near-integrable systems where our approach may be used to construct explicitly d formal first integrals for both the given system and its quasi-stroboscopic averaged version. As an application we construct three first integrals of a system that arises as a nonlinear perturbation of five coupled harmonic oscillators with one slow frequency and four resonant fast frequencies.     

Symmetry reduction and some exact solutions of a nonlinear five-dimensional wave equation

By using decomposable subgroups of the generalized Poincaré group P(1,4), we perform a symmetry reduction of a nonlinear five-dimensional wave equation to differential equations with a smaller number of independent variables. On the basis of solutions of the reduced equations, we construct some classes of exact solutions of the equation under consideration.     

Symmetry reduction and exact solutions of the multidimensional monge-ampere equation

By using the subgroup structure of the generalized Poincare groupP( 1, 4), we perform a symmetry reduction of the multidimensional Monge-Ampere equation to differential equations with a smaller number of independent variables. On the basis of solutions of the reduced equations, we construct some classes of exact solutions of the equation under consideration.     

Tropical representation of Weyl groups associated with certain rational varieties

Starting from certain rational varieties blown-up from N(P¹), we construct a tropical, i.e., subtraction-free birational, representation of Weyl groups as a group of pseudo-isomorphisms of the varieties. We develop an algebro-geometric framework of τ-functions as defining functions of exceptional divisors on the varieties. In the case where the corresponding root system is of affine type, our construction yields a class of (higher order) q-difference Painlevé equations and its algebraic degree grows quadratically.     

Separation of Variables in the Anisotropic Shottky–Frahm Model

We construct separated coordinates for the completely anisotropic Shottky–Frahm model on an arbitrary coadjoint orbit of SO(4). We find explicit reconstruction formulas expressing dynamical variables in terms of the separation coordinates and write the equations of motion in the Abel-type form.     

The perimeter of uniform and geometric words: a probabilistic analysis

Abstract

Let a word be a sequence of n i.i.d. integer random variables. The perimeter P of the word is the number of edges of the word, seen as a polyomino. In this paper, we present a probabilistic approach to the computation of the moments of P. This is applied to uniform and geometric random variables. We also show that, asymptotically, the distribution of P is Gaussian and, seen as a stochastic process, the perimeter converges in distribution to a Brownian motion.     

Matrix Mechanics of the Relativistic Point Particle and String in Clifford Space

We resolve the space-time canonical variables of the relativistic point particle into inner products of Weyl spinors with components in a Clifford algebra and find that these spinors themselves form a canonical system with generalized Poisson brackets. For N particles, the inner products of their Clifford coordinates and momenta form two N × N Hermitian matrices X and P which transform under a U(N) symmetry in the generating algebra. This is used as a starting point for defining matrix mechanics for a point particle in Clifford space. Next we consider the string. The Lorentz metric induces a metric and a scalar on the world sheet which we represent by a Jackiw–Teitelboim term in the action. The string is described by a polymomenta canonical system and we find the wave solutions to the classical equations of motion for a flat world sheet. Finally, we show that the \({SL(2.\mathbb{C})}\) charge and space-time momentum of the quantized string satisfy the Poincaré algebra.     

On maximally superintegrable systems

Locally any completely integrable system is maximally superintegrable system since we have the necessary number of the action-angle variables. The main problem is the construction of the single-valued additional integrals of motion on the whole phase space by using these multi-valued action-angle variables. Some constructions of the additional integrals of motion for the Stäckel systems and for the integrable systems related with two different quadratic r-matrix algebras are discussed. Among these system there are the open Heisenberg magnet and the open Toda lattices associated with the different root systems.     

One family of conformally Hamiltonian systems

We propose a method for constructing conformally Hamiltonian systems of dynamical equations whose invariant measure arises from the Hamiltonian equations of motion after a change of variables including a change of time. As an example, we consider the Chaplygin problem of the rolling ball and the Veselova system on the Lie algebra e*(3) and prove their complete equivalence.     

Courants extrémaux et dynamique complexe

We construct extremal positive closed currents of any bidegree on the complex projective space Pk, which are not current of integration along irreducible analytic subsets. We apply these results to the dynamical study of some polynomial endomorphisms of Ck, for which we construct an ergodic measure of maximal entropy.     

Dynamic convexity for natural thermostatted systems

Natural thermostatted systems are mechanical systems whose Lagrangian is the difference of a kinetic and a potential energy, subjected to the nonholonomic constraint of a constant kinetic energy. When any two points of the configuration space are joined by a thermostatted motion, we say that the system is dynamically convex. A thermostatted charged particle on the plane with a constant electric field is not a dynamically convex system. We prove a general sufficient condition for dynamic convexity, from which whole classes of examples are easily constructed.     

Separation of Variables in the Kovalevskaya–Goryachev–Chaplygin Gyrostat

We construct separation variables for the Kovalevskaya–Goryachev–Chaplygin gyrostat for arbitrary values of the parameters. We show that different separation variables can be constructed for the same integrable system if different integrals of motion are chosen.     

Normally elliptic singular perturbations and persistence of homoclinic orbits

We consider a dynamical system, possibly infinite dimensional or non-autonomous, with fast and slow time scales which is oscillatory with high frequencies in the fast directions. We first derive and justify the limit system of the slow variables. Assuming a steady state persists, we construct the stable, unstable, center-stable, center-unstable, and center manifolds of the steady state of a size of order O(1) and give their leading order approximations. Finally, using these tools, we study the persistence of homoclinic solutions in this type of normally elliptic singular perturbation problems.     

A reducibility theorem for smooth quasiperiodic linear systems

We construct an iterative procedure for finding a change of variables to reduce the linear system. x′ = Ax + P(?)x ?′ = ω where P(?) is l times differentiable, to a system with constant coefficients. Under certain conditions on ω and the eigenvalues of A we use the technique of accelerated convergence to overcome the difficulty of small divisors and show that this sequence of transformations converges to a quasiperiodic transformation. As is always the case in such problems, there is an inevitable loss of derivatives. The best previous result, due to Mitropol'skǐi and Samoǐlenko required $\text{l>}\text{k}\text{(k ? 1)(2 ? k)}\text{[k(m + τ) + 2m + 2]}$, where κ is the exponent of the accelerated convergence (1 < κ < 2), and τ is a constant occurring in the relationship between the eigenvalues of A and ω. Our result requires only that l>τ.     

Extensions of regular polytopes with preassigned Schläfli symbol

We say that a (d+1)-polytope P is an extension of a polytope K if the facets or the vertex figures of P are isomorphic to K. The Schläfli symbol of any regular extension of a regular polytope is determined except for its first or last entry. For any regular polytope K we construct regular extensions with any even number as first entry of the Schläfli symbol. These extensions are lattices if K is a lattice. Moreover, using the so-called CPR graphs we provide a more general way of constructing extensions of polytopes.