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N. Theodorakopoulos- Nonlinear physics (solitons, chaos, discrete breathers)

N. Theodorakopoulos- Nonlinear physics (solitons, chaos, discrete breathers)

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Nonlinear physics(solitons, chaos, discrete breathers)
N. TheodorakopoulosKonstanz, June 2006
 
Contents
Foreword vi1 Background: Hamiltonian mechanics 1
1.1 Lagrangian formulation of dynamics . . . . . . . . . . . . . . . . . . . . . . . 11.2 Hamiltonian dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.2.1 Canonical momenta . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.2.2 Poisson brackets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.2.3 Equations of motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.2.4 Canonical transformations . . . . . . . . . . . . . . . . . . . . . . . . . 21.2.5 Point transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . 31.3 Hamilton-Jacobi theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31.3.1 Hamilton-Jacobi equation . . . . . . . . . . . . . . . . . . . . . . . . . 31.3.2 Relationship to action . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.3.3 Conservative systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.3.4 Separation of variables . . . . . . . . . . . . . . . . . . . . . . . . . . . 51.3.5 Periodic motion. Action-angle variables . . . . . . . . . . . . . . . . . 51.3.6 Complete integrability . . . . . . . . . . . . . . . . . . . . . . . . . . . 61.4 Symmetries and conservation laws . . . . . . . . . . . . . . . . . . . . . . . . 61.4.1 Homogeneity of time . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71.4.2 Homogeneity of space . . . . . . . . . . . . . . . . . . . . . . . . . . . 71.4.3 Galilei invariance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71.4.4 Isotropy of space (rotational symmetry of Lagrangian) . . . . . . . . . 71.5 Continuum eld theories . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81.5.1 Lagrangian field theories in 1+1 dimensions . . . . . . . . . . . . . . . 81.5.2 Symmetries and conservation laws . . . . . . . . . . . . . . . . . . . . 81.6 Perturbations of integrable systems . . . . . . . . . . . . . . . . . . . . . . . . 9
2 Background: Statistical mechanics 11
2.1 Scope . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112.2 Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112.2.1 Phase space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112.2.2 Liouvilles theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122.2.3 Averaging over time . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122.2.4 Ensemble averaging . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122.2.5 Equivalence of ensembles . . . . . . . . . . . . . . . . . . . . . . . . . 132.2.6 Ergodicity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3 The FPU paradox 15
3.1 The harmonic crystal: dynamics . . . . . . . . . . . . . . . . . . . . . . . . . 153.2 The harmonic crystal: thermodynamics . . . . . . . . . . . . . . . . . . . . . 163.3 The FPU numerical experiment . . . . . . . . . . . . . . . . . . . . . . . . . . 17i
 
Contents 
4 The Korteweg - de Vries equation 20
4.1 Shallow water waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204.1.1 Background: hydrodynamics . . . . . . . . . . . . . . . . . . . . . . . 204.1.2 Statement of the problem; boundary conditions . . . . . . . . . . . . . 214.1.3 Satisfying the bottom boundary condition . . . . . . . . . . . . . . . . 214.1.4 Euler equation at top boundary . . . . . . . . . . . . . . . . . . . . . . 224.1.5 A solitary wave . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234.1.6 Is the solitary wave a physical solution? . . . . . . . . . . . . . . . . . 244.2 KdV as a limiting case of anharmonic lattice dynamics . . . . . . . . . . . . . 244.3 KdV as a eld theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254.3.1 KdV Lagrangian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254.3.2 Symmetries and conserved quantities . . . . . . . . . . . . . . . . . . . 264.3.3 KdV as a Hamiltonian eld theory . . . . . . . . . . . . . . . . . . . . 27
5 Solving KdV by inverse scattering 28
5.1 Isospectral property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285.2 Lax pairs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285.3 Inverse scattering transform: the idea . . . . . . . . . . . . . . . . . . . . . . 295.4 The inverse scattering transform . . . . . . . . . . . . . . . . . . . . . . . . . 295.4.1 The direct problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295.4.2 Time evolution of scattering data . . . . . . . . . . . . . . . . . . . . . 315.4.3 Reconstructing the potential from scattering data (inverse scatteringproblem) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325.4.4 IST summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 345.5 Application of the IST: reflectionless potentials . . . . . . . . . . . . . . . . . 355.5.1 A single bound state . . . . . . . . . . . . . . . . . . . . . . . . . . . . 355.5.2 Multiple bound states . . . . . . . . . . . . . . . . . . . . . . . . . . . 365.6 Integrals of motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395.6.1 Lemma: a useful representation o
a
(
k
) . . . . . . . . . . . . . . . . . 395.6.2 Asymptotic expansions of 
a
(
k
) . . . . . . . . . . . . . . . . . . . . . . 395.6.3 IST as a canonical transformation to action-angle variables . . . . . . 41
6 Solitons in anharmonic lattice dynamics: the Toda lattice 42
6.1 The model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 426.2 The dual lattice . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436.2.1 A pulse soliton . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 446.3 Complete integrability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456.4 Thermodynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
7 Chaos in low dimensional systems 48
7.1 Visualization of simple dynamical systems . . . . . . . . . . . . . . . . . . . . 487.1.1 Two dimensional phase space . . . . . . . . . . . . . . . . . . . . . . . 487.1.2 4-dimensional phase space . . . . . . . . . . . . . . . . . . . . . . . . . 507.1.3 3-dimensional phase space; nonautonomous systems with one degreeof freedom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 517.2 Small denominators revisited: KAM theorem . . . . . . . . . . . . . . . . . . 527.3 Chaos in area preserving maps . . . . . . . . . . . . . . . . . . . . . . . . . . 537.3.1 Twist maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 537.3.2 Local stability properties . . . . . . . . . . . . . . . . . . . . . . . . . 547.3.3 Poincar´e-Birkhoff theorem . . . . . . . . . . . . . . . . . . . . . . . . . 557.3.4 Chaos diagnostics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 557.3.5 The standard map . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 587.3.6 The Arnold cat map . . . . . . . . . . . . . . . . . . . . . . . . . . . . 637.3.7 The baker map; Bernoulli shifts . . . . . . . . . . . . . . . . . . . . . . 64ii

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