INTEGRABLE

AND NONINTEGRABLE

HAMILTONIAN

SYSTEMS

Ian Percival School of Mathematical S c i e n c e s Q u e e n M a r y College U n i v e r s i t y of London, Mile E n d Road L o n d o n E1 4NS. U.K. 1: Modern Dynamics and Its Applications

Introduction

T r a d i t i o n a l l y Hamiltonian s y s t e m s w i t h a f i n i t e n u m b e r o f d e g r e e s some k i n d o f r e g u l a r ordered

of f r e e d o m h a v e

b e e n d i v i d e d i n t o t h o s e w i t h f e w d e g r e e s o f f r e e d o m w h i c h w e r e s u p p o s e d to e x h i b i t motions and t h o s e with l a r g e n u m b e r s of d e g r e e s of f r e e d o m f o r w h i c h t h e m e t h o d s o f s t a t i s t i c a l m e c h a n i c s s h o u l d be u s e d . The l a s t f e w d e c a d e s h a v e s e e n a c o m p l e t e c h a n g e o f v i e w [1]. affects which almost has all the practical for applications, many decades particularly by linear in This change of view mathematical physics,

been

dominated

mathematics, coming from

q u a n t u m theory.

The

motion

of

Hamiltonian

system

is usually

neither

completely

regular

nor

properly described by the methods of statistical mechanics. It exhibits both regular and irregular or chaotic motion for different initial conditions, and the transition

between the two types of motion, as the initial conditions are varied, is complicated, subtle and beautiful. The n a t u r e as that of of the r e g u l a r the traditional with a combinations. motion in a s y s t e m o f m d e g r e e s o f f r e e d o m i s t h e same integrable discrete For systems; when bounded when it the is quasiperiodic with their is Hamiltonian

almost everywhere, integer linear

s e t of m f r e q u e n c i e s , conservative systems,

t%, t o g e t h e r

i n d e p e n d e n t of t h e time, t h e r e g u l a r motion f o r a g i v e n i n i t i a l c o n d i t i o n i s c o n f i n e d to a n m - d i m e n s i o n a l r e g i o n in t h e 2 m - d i m e n s i o n a l p h a s e s p a c e .

By c o n t r a s t ~ t h e n a t u r e of c h a o t i c motion i s s t i l l n o t f u l l y u n d e r s t o o d . in a strong exponential sense. For a conservative system it

I t is u n s t a b l e cannot be

usually

c o n f i n e d t o a n y s m o o t h r e g i o n o f d i m e n s i o n l e s s t h a n 2m-1, t h e c o n f i n e m e n t r e q u i r e d by energy conservation.

13

But i t d o e s n o t n o r m a l l y o c c u p y t h e w h o l e o f a n e n e r g y e r g o d i c p r i n c i p l e of traditional s t a t i s t i c a l mechanics. neighbourhood of regular regions it does not.

shell as required

by the

Far away from regular regions Chaotic motion is common for

of p h a s e s p a c e , t h e c h a o t i c motion r e s e m b l e s a s i m p l e d i f f u s i o n p r o c e s s , b u t i n t h e c o n s e r v a t i v e s y s t e m s of 2 d e g r e e s of freedom.

Now c o n s i d e r how t h i s c h a n g e o f v i e w a f f e c t s some s p e c i f i c a p p l i c a t i o n s o f d y n a m i c s and also t h e relation b e t w e e n dynamical t h e o r y and applications.

Classical S t a t i s t i c a l M e c h a n i c s
The f o u n d a t i o n s o f s t a t i s t i c a l m e c h a n i c s r e q u i r e t h e n u m b e r of d e g r e e s o f f r e e d o m t o tend to i n f i n i t y . may b e Real s y s t e m s very large but have the finite numbers of degrees of freedom. The in the numbers m e t h o d s of s t a t i s t i c a l m e c h a n i c s a r e applied

e v e n w h e n t h e n u m b e r i s q u i t e small, a s f o r t h e E d d i n g t o n t h e o r y o f s t a r s s m o o t h e d g r a v i t a t i o n a l f i e l d o f galaxies~ o r t h e r e d i s t r i b u t i o n in m o l e c u l e s .

of modes of v i b r a t i o n

A model o f t h e l a t t e r w a s u s e d i n a k e y n u m e r i c a l e x p e r i m e n t o f F e r m i , Ulam [2] (1955). interaction was studied by computer.

Pasta and

A o n e d i m e n s i o n a l d y n a m i c a l s y s t e m of 64 p a r t i c l e s w i t h n o n l i n e a r

The r e s u l t s 80,000 basic equipartition

were Fourier analysed and time units. They among the of e n e r g y

p l o t t e d a s a f u n c t i o n o f time f o r 30,000 o r very little, if any, tendency be towards by of freedom as would required

showed degrees

statistical mechanics.

Thus, t h e r e is a p p a r e n t l y of f r e e d o m where none

r e g u l a r motion in a s y s t e m with l a r g e n u m b e r s of d e g r e e s was expected. This result is related to the theory of

s o l i t o n s , a s well a s t o c h a o t i c motion. Since t h e n it h a s - b e e n p o s s i b l e to i n v e s t i g a t e t h e t r a n s i t i o n f r o m r e g u l a r to c h a o t i c

motion in s u c h c h a i n s a n d t h e s e h a v e b e e n s t u d i e d p a r t i c u l a r l y b y F o r d , C a s a t i a n d their collaborators [2]. They have found that when the motion is sufficiently there the

chaotic, the are now

thermal conductivity for which the

is n o r m a l t o a g o o d a p p r o x i m a t i o n , so t h a t number of particles is

systems

s u f f i c i e n t l y small f o r

d y n a m i c s to b e c o m p u t a b l e , y e t a n e f f e c t i v e c o m p a r i s o n c a n b e made w i t h t h e r e s u l t s of s t a t i s t i c a l m e c h a n i c s .

14

However,

we a r e

not

able

to

predict

analytically

whether

particular

result

of

s t a t i s t i c a l m e c h a n i c s will b e v a l i d f o r a g i v e n s y s t e m o f a f i n i t e n u m b e r o f d e g r e e s of f r e e d o m , e x c e p t f o r g r o s s l y s i m p l i f i e d m o d e l s .

Confinement of Particles Charged p a r t i c l e s may b e c o n f i n e d (by electromagnetic fields) for long periods of

time in f i n i t e r e g i o n s o f s p a c e .

This happens naturally in the radiation belts where the particles are trapped by the Earth's magnetic field. This is approximated well by the trapping of a charged

particle b y a magnetic dipole, a nonintegrable Hamiltonian system with both regular and chaotic motion [3].

But

the

more

well

known

examples confined by

of

confinement

of

particles

are

artificial. systems,

Fundamental

particles are

electromagnetic

fields in v a c u u m

accelerated and sometimes stored for m a n y hours, so that they are available for high energy collisions to aid the basic studies of particle interactions. in plasmas at high temperature production of useful energy reactions. and density in order to prepare Ions are confined for the eventual thermonuclear

by thermonuclear

reactions - controlled

In

both

cases

the

apparatus

is

very

expensive

and

for

maximum

value

the

experimenters

want

to confine the particles for as long as possible

at as high a

density as possible. The high densities devices of ion produce the their own electromagnetic field of one fields. beam like In beam-beam modifies Tokamaks difficult the the the to

interaction particle electron control. increases

electromagnetic For produce motion o f

particle devices fields

orbit and the

the

other.

plasma strong the

containment magnetic particles

currents of

that so

are

These e l e c t r o m a g n e t i c fields r e a c t back on t h e p a r t i c l e s . equations change

As t h e d e n s i t y particles

that

become m o r e d i f f i c u l t to c o n f i n e .

15

Often

the

reason

for

this

is

that

the

particle

motion

becomes

chaotic

over

s i g n f i c a n t f r a c t i o n of t h e p h a s e s p a c e . F o r t h i s r e a s o n t h e t r a n s i t i o n f r o m r e g u l a r to c h a o t i c m o t i o n i s p a r t i c u l a r l y i m p o r t a n t f o r c o n f i n e m e n t , a n d m a n y of t h e o r i g i n a l s t u d i e s of t h i s t r a n s i t i o n w e r e s t i m u l a t e d b y p r o b l e m s of c o n f i n e m e n t [4].
I shall be discussing the problem of confinement Partially understood. in more detail later. It is only

S o l a r System Classical dynamics originated laws of motion. with the Solar System. The apparently regular motion

of t h e S u n a n d t h e p l a n e t s i n t h e h e a v e n s

led d i r e c t l y to t h e d i s c o v e r y of t h e b a s i c

We n o w

know

that it consists of the Sun, the planets, their satellites, their rings,

the asteroids and the comets, all of them subject to the laws of dynamics.

H o w regular is the motion?

At one extreme the motion of the comets appears

to be irregular and at the other

t h e m o t i o n of t h e p l a n e t s a p p e a r s it c a n n o t bet b e c a u s e the irregular they have the irregular m o t i o n of a n y o t h e r .

to b e p e r f e c t l y

regular.

B u t i s it?

In one sense

motion of any body in the Solar System implies B u t t h e m a s s e s of t h e c o m e t s a r e so s m a l l t h a t o v e r m i l l i o n s of y e a r s and also, to a

that the masses of the satellites are combined

a negligible effect on the planets

first approximation, one can suppose with those of the planets.

Asteroids do affect the inner planets.

Is t h e m o t i o n of t h e S o l a r S y s t e m r e g u l a r of t h e Sun and 9 planets? We s t i l l do

in this restricted not know.

s e n s e of t h e d y n a m i c s theorem in this

A crucial

c o n n e c t i o n is the famous Koimogorov-Arnold-Moser

(KAM) theorem, which shows that

for sufficiently small and smooth perturbations of an integrable Hamiltonian System, most o f the phase space is c~cupied by regular orbits. If we suppose the S u n to

have infinite mass and neglect the interactions System is integrable, the interaction t h e o r y to a p p l y .
as N e w t o n d i s c o v e r e d .

between the planets, then the Solar Although the perturbation caused by small f o r t h e KAM

b e t w e e n t h e p l a n e t s i s small~ i t is n o t s u f f i c i e n t l y

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I n f a c t Hdnon [5] s h o w e d A r n o l d ' s p r o o f o n l y a p p l i e s i f t h e p e r t u r b a t i o n

10 -333 and Moser's if it is less than 10 -48, in appropriate units.

is l e s s t h a n

The latter is less

than the gravitation perturbation of a football in Spain b y the motion of a bacterium in Australia!

The KAM p r o o f s w e r e a regular they are

vital contribution

to d y n a m i c s to i n t e g r a b l e

because

they

showed that numerically

motion is n o t e f f e c t i v e l y r e s t r i c t e d not yet of practical value.

systems, but

There are considerable efforts

b y Gallavotti,

R u s s m a n n , H e r m a n a n d o t h e r s to i m p r o v e t h e m [6]. Between the comets and the planets are the asteroids and the satellites. s t r o n g e v i d e n c e , p a r t i c u l a r l y f r o m t h e w o r k o f Wisdom t h e i r motion is m a i n l y r e g u l a r , t h a t i r r e g u l a r t h e Kirkwood g a p s in t h e a s t e r o i d s . T h e r e is

a n d o t h e r s [7] t h a t a l t h o u g h

motion p l a y s a r o l e i n t h e f o r m a t i o n o f

Semiclassica] Mechanics

The

use

of

classical dynamics

for

the

study

of

molecules,

atoms,

nuclei

and

fundamental particles is contraversial because q u a n t u m effects can be important or even dominant.

Of course, the planets are also supposed but the specific q u a n t u m

to obey

the laws of q u a n t u m

mechanics, no one

effects are so small as to be unobservable and

takes seriously a q u a n t u m theory of the Solar System.

The

motion of electrons in atoms and

molecules is normally at the other extreme.

The solutions of the classical equations of motion for a system with more than one electron appear to have little relation with the observed behaviour of the systems,

It was this difference that led to the discovery of q u a n t u m mechanics.

T h e vibrations a n d lie between these the

rotations of molecules are particularly interesting because they two nuclei extremes of the [8]. atoms According move in a to the Born-Oppenheimer determined by the

approximation,

potential

electronic motion. determined by

T h e vibrations a n d rotational properties of the molecule are then equation of motion of the atoms in this potential. This

the

approximation is excellent.

Classical d y n a m i c s c a n b e u s e d v e r y e f f e c t i v e l y t o g a i n i n s i g h t i n t o t h e s e p r o p e r t i e s of molecules, e v e n t h o u g h q u a n t u m e f f e c t s are clearly o b s e r v a b l e .

17

The

relation

between

classical

and

quantum

mechanics

appears

on

two

levels:

formulation and solution.

One

relation appears

in the problem

of quantization:

how

can

one

obtain the

formulation of a quantal system from the formulation of the corresponding classical system? An example is the derivation of the wave equation from the classical

llamiltonian. The other relation appears in the problem of semiclassical mechanics: relation of the states or motion An of quantal systems to the what is the of the

motion

corresponding classical system?

example is the approximate

determination of

energy levels from classical orbits, as in the old quantum theory.

The s e c o n d l e v e l may n o t a p p e a r important. not. latter. to be as f u n d a m e n t a l as the f i r s t , b u t it is still

T h e c l a s s i c a l e q u a t i o n s may b e s o l u b l e w h e n t h e q u a n t a l e q u a t i o n s a r e macroscopic classical world and any insight into the relation the the microscopic quantal world helps us to u n d e r s t a n d

We live i n a

between this world and

The

semiclassical mechanics of c o n s e r v a t i v e

systems

of one

degree

of f r e e d o m is

reasonably

well

understood.

There

are

formal

semiclassical

expansions

for

'vibrational and rotational motion and expressions for barrier penetration [9]. There are uniform approximations that bridge the gaps between these cases [10] and for analytic potentials there is even a theory relating exact quantal solution to complex classical orbits Potentials [12].
For integrable systems The of several term degrees in an of freedom the situation is is given almost as by the to one

[11], that

has

been

carried

through

explicitly for

the

quartic

satisfactory.

leading

asymptotic

expression

E i n s t e i n - B r i l l o u i n - K e l l e r (EBK) m e t h o d u s i n g Maslov i n d i c e s [13]. be no f u n d a m e n t a l d i f f i c u l t y in the way of extending the

There appears used for

methods

d e g r e e of f r e e d o m to t h i s case. For n o n i n t e g r a b l e s y s t e m s t h e s i t u a t i o n i s b a d . I n p r a c t i c e t h e EBK m e t h o d a p p e a r s region. [14]. This has to work approximately for t h e r e g u l a r region

a n d e v e n f o r a p a r t o f t h e c h a o t i c r e g i o n if i t is i n s o m e s e n s e c l o s e to t h e r e g u l a r b e e n s h o w n n u m e r i c a l l y f o r some m o d e l a n d molecular potentials T h e r e h a s a l s o b e e n some e f f e c t i v e u s e o f c l a s s i c a l a n d a e m i c l a s s i c a l m e t h o d s

to e s t i m a t e t h e r a t e s o f p r o c e s s e s i n v o l v i n g h i g h l y e x c i t e d a t o m s [15].

18

There is empirical evidence and some theory for the difference in structure between the energy spectra corresponding to completely regular or completely chaotic

s y s t e m s [16] a n d t h e b e g i n n i n g s o f a t h e o r y o f mixed s y s t e m s [17]. exists, b u t much of this c o n t r o v e r s y seems r a t h e r barren.

Much h a s b e e n

w r i t t e n about " q u a n t u m chaos" and t h e r e has b e e n much a r g u m e n t as to w h e t h e r it

Quantal problems described which are by

have

a very

subtle classical limit. and the

The

nature

of this limit is of

semiclassical

mechanics the

correspondence

principle, both for

incomplete

because

nature

of the

limit is u n k n o w n

realistic

nonintegrable systems.

One can legitimately ask the questions:

I.

What quanta1 properties become classical chaos for small h?

2.

What can we learn about the properties of such quantal systems from the properties of classical chaotic motion?

A major difficulty in answering these questions is that we do not yet fully understand the properties of classical chaotic motion.

19

2:

H a m i l t o n i a n System o f m Degrees o f Freedom

Definitiona
We c a l l t h e s e mF H a m i l t o n i a n s y s t e m s . o f such a system i s r e p r e s e n t e d by a phase p o i n t X in a

The s t a t e

2 m - d i m e n s i o n a l p h a s e s p a c e w i t h g e n e r a l i s e d c o o r d i n a t e s and momenta:

X = (q,p)

= (qz . . . . .

qm; P: . . . . . pm). i t c o u l d be a m a n i f o l d .

(1)

The p h a s e s p a c e n e e d n o t be E u c l i d e a n :

Denoting gradients by: a__ = 8q <a..8_ .,a_~) 8qz' 9 " 8 8 a F~)

.ap .

. I'" (~

(2)
m are:

and scalar products by <a,b>,

Hamilton's equations for arbitrary

aH/ap

-8H/aq .

(3)

The change in the value of the He~iltonian with time is:-

dH 8H d-~ = 8"t

<~, 8H/Sq>

<~, 8H/Sp>

8H/St

(4)

b y (3).

I f t h e s y s t e m i s c o n s e r v a t i v e , t h a t is a u t o n o m o u s , t h e n H is i n d e p e n d e n t o f I f t h i s v a l u e is a n e n e r g y , t h e n t h e e n e r g y We u s e " c o n s e r v a t i v e " to m e a n t h a t t h e

time a n d i t s v a l u e is c o n s e r v e d .

is c o n s e r v e d , b u t n o t n e c e s s a r i l y o t h e r w i s e . v a l u e of t h e Hamiltonian i s c o n s e r v e d .

Area Preserving
The area-preserving to property It of is Hamiltonian equivalent systems to the is fundamental and is For not mF

restricted

1F s y s t e m s .

sympleotic

property.

s y s t e m s w i t h m>l i t is m o r e i m p o r t a n t t h a n L i o u v i l l e t s t h e o r e m o n t h e p r e s e r v a t i o n of volume. T h e a r e a is t h e b a s i c P o i n c a r d i n v a r i a n t f r o m w h i c h all o t h e r s , i n c l u d i n g B u t i t s i n v a r i a n c e d o e s n o t follow f r o m t h e o t h e r s .

the volume, can be obtained.

20 An a r e a in t h e c l o s e d loop C of t h e p h a s e s p a c e is d e f i n e d for a g i v e n c o o r d i n a t e

system (q,p) as the algebraic s u m of the partial areas for qk, Pk:

The figure illustrates this for 2F, with a four-dimensional Euclidean phase space.

./
r

"-C_ z..

/
q~ Pl plane
Fig i.

Phase space: ql P~ q2P~

Components of areas for 2F system.

C i s a c l o s e d l o o p in t h e phase s p a c e . t h e whole loop

Suppose each p o i n t o f i t =ores so t h a t Then t h e change in

a c c o r d i n g t o H a m i l t o n ' s e q u a t i o n s w i t h H a m i l t o n i a n H(q, p~ t ) , moves w i t h t h e H a m i l t o n i a n f l o w .

its area A is given by: dA d-~ d ~ <p, dq>

<~. d~> + ~

JC

<p, d~>

f ~C <~' dq>

f ~C<~l, dp>

[<p,~>]

(6)

=
:

~C

< aq'a}l d q>

: o

~<

ap'aH dp>

(7)

-{.]c

(8)

as H i s s i n g l e - v a l u e d .

E q u a t i o n (6) i s from i n t e g r a t i o n

by p a r t s and

(7) from H a m i l t o n ' s e q u a t i o n s .

21

The area in any closed loop is preserved in a Hamiltonian flow.

From equation (6) w e can derive a converse.

If area is conserved for all time and

for all closed loops, (-p, q) is the gradient of some single-valued function H(q,p,t) and the system is Hamiltonian.

Suppose

(q(t),

p(t))

represents

the

state

of

system

at

time

t,

then

the

transformation:-

Tt

(q(o) ,p(o))

>

(q, (t),p(t))

(9)

preserves area.

Canonical transformations
Let (q,p) and (Q,P) b e two coordinate systems or representations of p o i n t s X in

p h a s e s p a c e , o r two s t a t e s o f t h e s y s t e m in t h e s a m e r e p r e s e n t a t i o n .

Transformations: (q,p) initial ~ to <O,P) final C l e a r l y Tt (10)

>

that preserve area are canonical, symplectic or contact transformations. is a canonical transformation, but there are many others.

It can be s h o w n that ~ the transformation is independent of time and if H(q,p,t) and H(Q,P,t) generate the same flow, then they differ by a constant.

Poisson Bracket
Let F be a dynamical variable, whose value depends on the phase point X hut not

explicitly on t. The rate of change of F under the flow H is given by ~F aF ~>

< aF aH> aq' ~

IF, H]

<

9F

aH>

(11)

22

where for general dynamical variables A, B, we define the Poisson Bracket as:

[A, aJ

8B> - <~p, 8A ~ 8B> <~, ~

(def)

(12)

For canonical transformations [F,H] is independent of the representation, because is independent of the representation. Since F and H are arbitrary this applies to

any [A, B], and because of this independence the Poisson Bracket (PB) is a n e w dynamical variable. Sometimes, PB's are trivial, for example, [A~ A].

Properties of PB's are: PBI

PB2

linearity in A and B

[A, B] : -[B, A]
[A,[B,C,]) + [B,[C,A]) + [C,[A,B]] = O

(13)

PB3

PB's define a Lie algebra for dynamicsl variables. Examples:

El.

(14)
A is constant for the B-flow B is constant for the A-flow

E2.

Symmetry theory (Noether) For example, consider angular momentum.

The angular momentum Lz is a dynamical variable which, when considered as a Hamiltonian, generates rotation about the z-axis.

23

Suppose H i s a Hamiltonian that remains unchanged when the phase points are rotated about the z-axis, (note that qk and Pk must al_ll be rotated). Then we have:

H i s unchanged with z-rotation

H is c o n s t a n t

for Lz-flow

~
I

(by g l )
Lz i s c o n s t a n t for H-flow.

That is, angular momentum about

the z-axis is conserved.

E3.

Fundamental PB relations.

For a given coordinate system, they are given b y : {qk, ql] [qk,Pl] =
=

= Gkl

[Pk, Pl}

(is)

These results are trivial and easy to check in (q,p) representation, but they are independent of representation, so for any other (Q,P), we can erite:-

80 ' 8P 0 = ( ~
8Q
"

a_Sk aS_
( 8 P ' aQ >

8pI~
8P
-

_ <a_P_k ~Q-~>
8P ' <SP ' 8Q ~

~kl = < aq aq~ "

8PI> 8P

(16)
These are the fundamental PB relations for the representations (q,p) and (Q,P). key are often used to define "canonical" instead of the

integral area-preserving property, but they are not exactly equivalent. Hoeever, because they are local and differential, the PB relations ere

much easier to check than the ares-preserving condition and can be used to obtain canonical transformations with desired properties.

24

3:

Invariant

Tori

Independent Systems
Particles basic can be confined Questions for very long times, when and many time is measured other questions in units of the can

periods.

of confinement

of dynamics

be divided

into two parts.

Q1) other

Accessibility states

and

invariant

sets.

Given arbitrarily

an

initial

state

of

the

system, time?

what

can it reach

or approach

c l o s e to, g i v e n

sufficient

Q2)

Orbits a n d motion.

When

does it get to these stateap or near them?

Clearly if there are conserved

dynamical

variables, the system

will be confined

to

regions of the p h a s e space for w h i c h these variables h a v e their initial values.

Consider

a simple case

in which

the

Hamiltonian

is an energy

and

can

be expressed

as a sum over

1F H a m i l t o n i a n s
m

of the form

H(X)

H(q,p)

~ k=l

Hk(qk,

Pk)

(17)

The

simplest

example form.

is

m independent

conservative

systems,

but

others

may

be

reducible

to t h i s

The energy energy shell.

E of the

whole

system energies action

is conserved

and

this

confines but

the

motion to the are not so for a

The separate use as the

Ek can also be conserved, variables Ik of each or

these

convenient separatrix, variable,

to the where

system.

Except "circle"

motion is confined each circle

to a c l o s e d

curve,

topological I k and

in each by

is labelled Ok, p r o v i d e d

by an action

variable

parametrized

a conjugate

angle

variable

the motion is bounded.

The space

overall which

bounded are

motion by

is thereby the action

confined variable

to m - d i m e n s i o n a l I and

regions by

in the

phase angle

labelled

parametrized

variable

e, w h e r e
e = (el, ..., era). (18)

I = (I 1, .... I m)

o is periodic torus.

of period

2~ i n e a c h

ok , and

the

region

is therefore them.

an

m-dimensional

The dimensionalities

are very

important

so we tabulate

25

T a b l e of D i m e n s i o n s

Number o f d e g r e e s of freedom
Phase space Energy shell Invariant Orbit torus

2m
2m m 1

Each

torus is an invariant

set.

To answer

QI w e

only n e e d

to k n o w

the invariant

tori, not the motion o n them.

To a n s w e r Q2 we n e e d t h e m o t i o n , w h i c h i s g i v e n b y
ek(t) = Wkt + ek(o) or e(t) = tot + e(o) given b y (19)

with periodic conditions o n e.

T h e angular frequencies w a r e

aH/aI
The motion is a quasiperiodic function of time.

(20)

as for the 1F case.

If the w k are not rationally that

related,

that is, there are no integers s k such

Ek S k ~ t k

(s,w)

( s ~ 0) close to every point of the torus: systems this is the typical

(21) it

then the phase point passes arbitrarily e x p l o r e s t h e whole t o r u s . ca$ e . For i n t e g r a b l e

or generic

Otherwise dimension,

there is a resonance: to w h i c h

the m-tori are m a d e The

up

of invariant

tori of lower

the motion is confined.

m-tori are degenerate.

26

[ntegrable systems
An i n t e g r a b l e s y s t e m o f m d e g r e e s o f f r e e d o m a n d Hamiltonian H h a s m i n t e g r a l s o f

t h e motion Fk, t h a t a r e in i n v o l u t i o n a n d i n d e p e n d e n t , 8o f o r all k, 1

[H, Fk] = 0

(F k an i n t e g r a l ) (Fk, F 1 i n i n v o l u t i o n ) ~ a = 0 (F k i n d e p e n d e n t ) .

(22a) (22b) (23)

[Fk, F1] = 0 <a, dF> = 0

The m o t i o n o f an i n t e g r a b l e s y s t e m l i e s by F = constant. If t h i s m a n i f o l d is c o m p a c t a n d it i s q u a s i p e r i o d i c

i n a smooth m a n i f o l d o f d i m e n s i o n m d e f i n e d

connected,

then t~k

it i s a n

invariant

torus

and

the

motion o n

with

frequencies

(Liouville, A r n o l d :

Mathematical

M e t h o d s C h l 0 , r e f . I).

T h e involution condition

(22b) implies that not e v e r y

smooth

m-torus in p h a s e

space

c a n b e a n i n v a r i a n t t o r u s o f a n i n t e g r a b l e Hamiltonian s y s t e m . 'Lagrangian manifolds' with the property that for any

They are the special curve Co in the

closed

m a n i f o l d t h a t c a n b e d e f o r m e d to a p o i n t w i t h o u t l e a v i n g t h e manifold, t h e r e l a t i o n ~c~<p, dq> = 0

%,e

(on L a g r a n g i a n m a n i f o l d )

(24)

is satisfied:

The a r e a d e f i n e d on a L a g r a n g i a n m a n i f o l d i s z e r o .

<
Fig 3. Closed curves on an invarient torus.

27

Integrals that are similar in form, but cannot action variables o n the m-tori. 1 2.

be

deformed

to a point, define the

~ J

<p, dq> = I k

(25)

w h e r e t h e Ck a r e m t o p o l o g i c a l l y i n d e p e n d e n t l o o p s a r o u n d t h e t o r u s . of (24) and (25) are doubly invariant. They are Ck invariant that t r a n s f o r m a t i o n of (q, p) a n d for any d e f o r m a t i o n of stays

The i n t e g r a l s canonical torus. on the

under

T h i s i s b e c a u s e t h e t o r u s i s a L a g r a n g i a n manifold.

T h e i n t e g r a l s a r e a n a l o g o u s to

i n t e g r a l s a r o u n d c l o s e d l o o p s o n R i e m a n n s h e e t s in c o m p l e x a n a l y s i s . The dynamics on the torus is d e f i n e d by angle variables and frequencies as for

independent systems.

A n g l e - a c t i o n v a r i a b l e s (e, I) f o r s y s t e m s of m o r e t h a n o n e d e g r e e o f f r e e d o m a r e n o t unique. of w a y s . Independent The l o o p s o n t h e t o r u s c a n b e w o u n d a r o u n d in a n i n f i n i t e n u m b e r angles and actions are related by matrices M with unit different

determinant and integer elements.

O/ = M e I/ = s-* I . (26)

A simple example fop 2F is given b y

ell = 81

e21 =

O, + e z.

(27)

I f a t o r u s i s d e g e n e r a t e it i s a l w a y s p o s s i b l e t o f i n d a t r a n s f o r m a t i o n M s o t h a t t h e degeneracy appears as a resonance angle er / with zero frequency r" This is crucial for perturbed integrable systems.

L i n e ~ i t y and Nonlinearity
S u p p o s e w e w a n t to perturb an integrable system or that it gets perturbed w h e n don't want. Then invariant tori are c h a n g e d or destroyed. we

Linear conservative systems are always integrable.

They

also h a v e the v e r y special

property that the frequencies of all invariant tori are the same. Ykl = ~k/~II = a2H/aIk0II = 0 (linear). (28)

28

The Y-matrix For a linear

can

be used the

as a measure eigenvalues

of the of the one

nonlinearity nonlinearity of the

of an integrable matrix Y are

system. all zero is

system phase space,

throughout

the

space. then

If at least the system I:

eigenvalues

of the

Y-matrix

zero in all phase

may be described linear). spacer then

as partially

linear: (29)

y = Det Y = 0 If Y is nonsingular and y = Det Y ~ 0 over

(all almost

partially all t h e phase

the

system

is nonlinear

(almost

all

I:

nonlinear).

(30)

Linear

conservative

systems

can

be

analysed

entirely special.

in terms We

of

matrices

and

exponential functions of timer but they are v e r y and

consider both linear We shall refer

partially linear systems as limiting cases of nonlinear systems.

to y as the nonlinearity,

The matrix We h a v e

Y is the Jacobian invariant

matrix of transformations actions and I.

between

I-space of phase

and

~-space. where

labelled

tori by their between by their I-space

In domains

space

y ~ 0 the transformation also linear be labelled systems uniquely because

~-space ~J. This

is nonsingular is not possible

so the for

tori can

frequency

(partially)

the transformation

is singular.

The

nonlinearity and

matrix

Y and

the

nonlinearity

are

crucial

for

both

the

KAM

theorem

practical

problems

of confinement.

For nonlinear systems there are resonant frequencies (frequency vectors) arbitrarily close to a n y nonresonant frequency. change Since yr this m e a n s that a n arbitrarily small move it from any nondegenerate

in the initial conditions of an

orbit can

torus to a degenerate torus. in nonlinear dynamics.

This "structural instability" plays the role of the Devil

4:

Resonances

and

Nonintegrable

Systems_

Res onancea

Systems system

of has

1 degree an

of

freedom circle

have of a that

invariant

circles. This

Suppose is a

IF

nonlinear circle

invariant

zero

frequency.

degenerate

composed

entirely

of fixed points,

is, a resonance.

Almost any

time-independent

perturbation

of the system

destroys

the degenerate

circle and

29

replaces outermost

it by s f i n i t e n u m b e r separatrix the

of fixed p o i n t s is mainly on

joined

by

separatrtxes. circles system.

Within t h e a

motion

invariant

representing

d i f f e r e n t t y p e of motion f r o m t h e m o t i o n o f t h e u n p e r t u r b e d are known as islands or island chains. rotor Hamiltonlan, w h i c h turns into the

Such regions of the f r e e with

An e x a m p l e is t h e p e r t u r b a t i o n Hamiltonlan of a vertical

pendulum,

v i b r a t i o n in t h e i s l a n d a n d r o t a t i o n o u t s i d e it.

>

vorovIo, J
Io

V[8, Io )

FIXED POINTS
<

Outer

Sx

T
AI

ires)

_L
Sx

8
Fig 4. Phase curves for unperturbed and perturbed systems.

I f Ho(I) i s t h e u n p e r t u r b e d w(Io) = aH/alIo

Hamfltonian w i t h a z e r o f r e q u e n c y a t I = Io, s o t h a t = o t h e n t h e p h a s e c u r v e s of t h e p e r t u r b e d (31) system

a n d V(6, l) is a small p e r t u r b a U o n ,

i n t h e n e i g h b o u r h o o d o f Io a r e g i v e n a p p r o x i m a t e l y b y

yo(l
B = where YO :

1o)2
+ v ( e , Zo) (32)

~2H/g]2

IO

(33)

is the nonlinearity

at resonance.

3O

The outermost maximum, and minimum.

separatrix extends

i s d e f i n e d b y t h e f i x e d p o i n t w h e r e V(e,] o) h a s i t s g r e a t e s t from the resonance circle when V has its smallest

furthest

T h e v a l u e of ] is t h e n I(Sx) w h e r e Yo(I(Sx) &V = Var e V(e, Io) =

2

- Io) =
(34)

I(Sx)

Io i Yo (35)

The w i d t h b I ( r e s ) values

of the resonance is given by the distance between the extreme

AI (res) =

[B~V ]H -. Yo

(36)

Fourier Analysis and Resonance ~al~sJs

Let

F(e) -- ~- ... [ Xsei<s,e> a, sm

F(e) of the m angle variables, where

(371

be a Fourier analysis of a function

(e, .....
l

sin)

<s,e>

-- ~

"k e%

(35)

k=l
a n d t h e s u m is o v e r all i n t e g e r vectors s.

2,3 1,2

9 / u /m / s /

'
_ .

'
~

S I
Fig 5. Resonance lines in m o d e space.

31

The

resonance

analysis

is obtained

by

resumming

over

s-vectors

with

a common

integer factor, as illustrated by the radial lines in the figure.

A resonance angle e s is given b y es

where

<s, e>
vector s has value no integer factor except +1 a n d -1. not. can

(39)
For example The resonance by a Thus

the integer

( - 7 , 13) i s a p e r m i t t e d is given resumming we h a v e by a sum over of the

of s, but

( - 2 , 2) a n d resonance lines

(3, - 1 5 ) a r e angle, from and

functions series

of each over

be obtained in s-space.

Fourier

radial

the origin

r(e) :
where the s u m

Ao + [- rE (es)
s

(40)
s, excluding those which are obtained from each

is over

permitted

other by a sign change, a n d ~. Ajs elj<s, e> J the j-sum is over all integers. Fs(e s) : (41)

where

There are

are

an

infinite

number and

of resonance M, s u c h

angles that

but

for

any

one

of the

e s there

representations,

matrices

e s is an angle

variable.

For

many

degrees resonance
V(e,I) =

of freedom, terms
Vo + E s Vs

a small perturbation

V(e,

I) c a n

be

analysed

into

sum over

(e,

I).

(42)

If the

perturbation and
ws

is a function

of only

one

resonance

angle, torus

then

the

system

is

integrable,

has

this one resonance

tr > = 0 .

at the invariant

for which
(43)

= <s,

Typically all terms in the expansion

degenerate torus, arbitrarily

are non-zero, and

there is an island for every

space.

c l o s e to e v e r y

point in phase

If I s is an action given by

for which in

tr

- 0, t h e n variation

the

approximate all the

width angle

of the

resonance and

is y is

(36), w h e r e

(34) t h e

is over

variables, action.

the component

of the nonlinearity

in the direction

of the resonance

32

The

actual

widths

of may

the

resonances

are

determined

by

nonlinear

interactions

between

them, and

be obtained approximately

by expansion

or other iteration

techniques.

Resonances are a c t i o n s I. between the The

d e f i n e d in

t e r m s of f r e q u e n c i e s is c r u c i a l f o r the

t~ a n d

p h a s e v o l u m e s in

t e r m s of of

n o n l i n e a r i t y m a t r i x Y is t h e

Jacobian matrix of the understanding

transformation

two s p a c e s and

of p e r t u r b a t i o n s

nonlinear systems. Some invariant tori are preserved under sufficiently small perturbations of a

nonlinear system which has sufficiently large nonlinearity. preserved the w h i c h a r e s u f f i c i e n t l y f a r f r o m all r e s o n a n c e s width. Since there are an infinite

Those invariant tori are

w h e n m e a s u r e d in u n i t s o f of resonances, which

resonance

number

approach

arbitrarily close to any point in phase spacer this requires the resonance sufficiently rapidly with the order s of the resonance. This

widths to converge

requires V(e,I) to be sufficiently smooth for higher Fourier (or resonance) be small. KAM

terms to

prove that for sufficiently small and smooth perturbations a positive This requires a study of the interaction between Variational principles

Liouville measure of tori persists.

resonances, and is crucial for question Q1 on invariant sets.

c a n b e u s e d to s t u d y i n v a r i a n t s e t s a s d i s c u s s e d in M o s e r ' s talk. When two resonances interact chaotic motion is udually found. For weak interaction resonance. or more

it is confined to the neighbourhood For stronger interaction

of each separatrix of an individual of the phase space. When

it fills more

two

resonances

overlap the chaotic motion space occupied developed

(stochasticity) tends to spread This was observed

throughout by Symon

the region of phase and Sessler and

by all of them.

has been

into a useful tool for the practical study of

extended chaos by Chirikov [4]. However, it must be used with care as the higher order perturbations may be necessary to find some of the resonance widths and

there are even special integrable systems for which the method (wrongly, of course) predicts chaos'

C h a o s is t h e

subject

of m a n y

contributions

to t h i s

meeting, and

is e s s e n t i a l

for

q u e s t i o n Q2 o n o r b i t s , motion a n d l i f e t i m e s f o r c o n t a i n m e n t . i s a n e s s e n t i a l d i f f e r e n c e b e t w e e n 2F s y s t e m s a n d the table of dimensions: t h a n t h e 3D e n e r g y from f o r 2F t h e i n v a r i a n t

For c o n t a i n m e n t t h e r e Look a t

mF s y s t e m s w i t h m~2.

t o r i o f 2D h a v e o n e l e s s d i m e n s i o n torus can prevent particles moving people

shell, so a single i n v a r i a n t

one p a r t of p h a s e s p a c e to a n o t h e r , j u s t as

a wall (2D) c a n p r e v e n t

33

from m o v i n g i n 3D from t h e i n s i d e to t h e o u t s i d e o f a room.

But f o r h i g h e r

m, t h e

d i f f e r e n c e i n d i m e n s i o n is 2 o r m o r e , so t h e t o r i do n o t f o r m a n i m p a s s a b l e b a r r i e r , For 3F o r mqre, systems the chaotic regions are all j o i n e d upp (unless there are special of "Arnold

conserved variables}. integrable

I n t h i s c a s e t h e slow c h a o t i c motion f o r small p e r t u r b a t i o n s diffusion and takes place along the (See L i c h t e n b e r g a n d L i e b e r m a n [1].)

is called A r n o l d

w e b " o f r e s o n a n c e s in t h e p h a s e s p a c e .

C o n fin e m e n t

P r a c t i c a l c o n f i n e m e n t is d e t e r m i n e d b y

many factors

that are

not treated

by

pure

c l a s s i c a l Hamiltonian m e c h a n i c s , i n c l u d i n g noise~ d i s s i p a t i o n a n d q u a n t u m e f f e c t s . Neverthelessp the abstract p r o b l e m o f c o n f i n i n g t h e s t a t e o f a Hamiltonian s y s t e m to bearing on the practical confinement necessary but not sufficient for

a g i v e n r e g i o n R in p h a s e s p a c e h a s a s t r o n g problem, Hamiltonian confinement theory is practical confinement.

T h e s t u d y of i n t e g r a b l e s y s t e m s a n d r e s o n a n c e s f o r n o n i n t e g r a b l e s y s t e m s s u g g e s t s the following fairly evident procedures 1. Make a v e r y for confinement.

detailed s t u d y of t h e r e s o n a n c e s n e a r the w o r k i n g r e g i o n of p h a s e

space.

2.

Make p e r t u r b a t i o n s

as

small a n d

as

smooth as

possible as

functions of angle

variables. 3. I n p a r t i c u l a r c o n c e n t r a t e o n Vs(O s, I o) f o r r e s o n a n c e s a) I n t e r n a l to w o r k i n g r e g i o n ( h i g h e r o r d e r ) b) On b o u n d a r y of w o r k i n g r e g i o n (lower o r d e r ) .

Acknowledgements,

should

like

to

thank

France

Vivaldi

for

very

helpful

d i s c u s s i o n s on c o n f i n e m e n t problems.

34

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J Guckenheimer and P Holmes "Nonlinear oscillations, dynamical systems, and bifurcations of vector fields, Applied Mathematical Sciences 42", Springer, New York (1983). Reviews J Ford "Stochastic behaviour in nonlinear oscillator systems" in Lectures in statistical physics ed W L Schieve, Springer, New York (1972). J Ford in "Fundamental Problems in Statistical Mechanics III" ed Cohen, NorthHolland, Amsterdam (1975). K J Whiteman Rep Prog Phys 40, 1033 (1977). M J Berry Y M Treve in Am Inst Phys in Am Inst Phys Conf Proc 46, 16 (1978). Conf Proc 46, 147 (1978).

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