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Chapter 1

Introduction

In his 1954 plenary address to the International Congress of Mathematicians


in Amsterdam, the Russian mathematician Andrey Kolmogorov announced
a theorem that wowed the mathematical world. Mathematicians quickly
realized that, if true as stated, the theorem resolved a paradox that had
stood since Henri Poincares work at the end of the 19th century, and
possibly also invalidated Ludwig Boltzmanns ergodic hypothesis1 that lay
at the foundations of statistical mechanics. Even more, if the theorem could
be successfully applied to models of planetary motion based on Newtonian
physics, the centuries-old goal of showing that the solar system is stable
might finally be reached.
Its rare for a mathematical theorem to have such impact, and although
Kolmogorov sketched a proof of the theorem that year (in a Russian mathematics journal [Kol54]), and discussed it a few years later (in the proceedings of the Amsterdam congress [Kol57]), the world still waited for definitive mathematical proof with all details spelled out. This came several
years later in a series of remarkable papers by Kolmogorovs young student
Vladimir Arnold and the German-American mathematician J
urgen Moser.
Arnold was the first to show that Kolmogorovs proof-techniques worked
by using them to solve a previously intractable circle map problem [Ar61].
The following year, Moser combined Kolmogorovs proof-techniques with
other methods to prove a specialized (low-dimensional) version of Kolmogorovs theorem [Mos62] (with one hypothesis that was unexpectedly
weakmaking the theorem unexpectedly strong). Then in 1963, Arnold
proved a version of Kolmogorovs theorem valid in all dimensions [Ar63a]
(as Kolmogorov had announced in 1954), together with a closely related
1 Terms appearing in slanted text (as opposed to italics) are defined or discussed in the
glossary in Appendix F.

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The KAM Story

version that he applied to models of solar system stability [Ar63b], though


under very restrictive conditions.
Thus was Kolmogorov-Arnold-Moser theory2 born, and it soon became
customary to use the acronym KAM3 to refer to it. And although KAM
theory has continued to evolve to the present day, passing through periods
of fashionability and even mild controversy, it also unfortunately suffers
undeserved obscurity among non-specialists.

1.1

What this book is, and how it came about

This book presents classical4 KAM theory in its broadest context. It is intended for mathematicians, physicists and other interested scientists whose
training in classical mechanics stopped at the level of, say, (one of the editions of) H. Goldsteins book [Gold59], [Gold80], [GoldPS02] but who are
nevertheless curious about what lies beyond. Experts may also find certain
portions interesting, and I hope that they will add to or correct parts of
the story with which theyre especially familiar.5 Finally, the historical and
speculative parts should also appeal to anyone interested in the history of
ideas.
But let me be frank right from the start: this book will not teach you
about KAM theory at a very deep mathematical level. I do not present a
complete proof of a KAM theorem in these pages. Instead, the mathematical part of the story is connected by a century-long thread running from
Henri Poincare to Kolmogorov, Arnold, Moser, and beyond. I trace this
thread by way of a Hamiltonian function in modern notation, using it to
2 One hears KAM theory more often than the KAM theorem. As was evident right
from the start when the founders announced several different versions, there is no one
theorem, but instead many variations, each reflecting choices made in the underlying
hypotheses and methods of proof. Many of these variations will be detailed below. For
another succinct discussion of the early results focusing more on priority, see Part D.1.1
of the readers guide in Appendix D.
3 The acronym KAM was coined in [IzC68] by F.M. Izrailev and B.V. Chirikov. Note
that in English, one customarily pronounces the three letters separately (K-A-M),
whereas in Russian (and French), it is a true acronym, pronounced as the one-syllable
word kam.
4 By classical KAM theory, I mean the theory as it was originally developed for finitedimensional Hamiltonian systems and twist maps of the annulus. The expansion of KAM
theory outside its original framework is also touched upon in this book, but is not a main
emphasis.
5 See the books website http://thekamstory.wordpress.com/ to read or to submit
corrigenda.

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Introduction

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show, in a simplified way, how mathematicians dealt with the problem of


transforming a slightly nonintegrable Hamiltonian into integrable form.
This approach should give the newcomer an idea of what the founders did,
and a taste of the new techniques they (and others) created along the way.
Since there is no shortage of rigorous mathematical treatments of KAM theory in the literature, readers who want to see complete proofs can choose
from a wide selection.6
What does seem to be missing from the literatureand what I provide
here alongside the simplified mathematicsis an overview of KAM theory,
something that explains its content, history, and significance in relatively
simple terms. I mean to clear up some common misunderstandings, to give
a rough but understandable account of the main ideas, and to show how
and why these ideas are important in mathematics, physics, and the history
of science.
I can reveal one of the reasons for KAM theorys celebrity right away:
Henri Poincare famously said that understanding perturbations of integrable Hamiltonian systems was the fundamental problem of dynamics.
This innocuous sounding statement by the father of dynamical systems
conferred upon Hamiltonian perturbation theory (HPT) a fashionability
that it enjoys to this day. Since KAM theory is the key result of HPT, it of
course basks in the same glory; but it receives a furthervery dramatic
boost from the fact that Poincare not only did not foresee KAM theory,
but hinted that he thought it could not be true. In this sense (and in others
to be explained) KAM theory went against the grain of its time.
This book grew out of an informal lecture on KAM theory that I gave
in a number of places during the last decade. My view of the subject
was formed by many years of being an American in Paris, where in the
early days I worked in an area of HPT called Nekhoroshev theory7 which is
closely related to KAM theory. Because Paris is a crossroads of European
mathematics, I had a front-row seat from which to view many developments
in the subject. As I looked on in amazement, over the years several odd
things became evident. First of all, for a mathematical discipline, KAM
theoryor HPT generallyis somewhat unsettled. Along each of several
dimensions, theres a wider range of views than is ordinarily the case for a
6 See Part D.1.2 of Appendix D for suggestions of where to find nice proofs of KAM
theorems.
7 So named after its developer Nikolai Nekhoroshev (19462008), a former student of
V.I. Arnold at Moscow State University. See 6.2 for more details.

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relatively mature mathematical subject. Let me run through just a few of


these dimensions: physicists and mathematicians often differ markedly in
their understanding of, use of, and enthusiasm for KAM theory. Researchers
from different countries often seem to view and understand KAM theory
differently. Occasionally, disagreement erupts over how much Kolmogorov
proved in 1954 (some say his sketch-of-a-proof had such big gaps that it
wasnt a proof at all; others say that it was complete enough to drop the
A and M and simply call the KAM theorem Kolmogorovs theorem). Still
others think that C.L. Siegels name should be attached to the theorem
(cf. 4.1 below to see why). In the early days after the announcement
and proofs of KAM, there was some controversy over what the theorem
might mean for mathematical physics, and physics generally. Did KAM
really imply that the solar system was stable (or just that a toy model
of it was)? Did it really invalidate the ergodic hypothesis, thus throwing
statistical mechanics into a foundational crisis? Later, in the area of HPT
dealing with instability, a number of published results were found to have
errors, and an uncharacteristic rancor and controversy erupted. Finally,
although KAM theory sits right at the heart of chaos theory8 and is called
by enthusiasts one of the high points of 20th century mathematics, there
is remarkable ignorance of it among scientific journalists and chroniclers of
chaos theory, especially in the U.S. All these thingsand moreare well
known among experts, but experts themselves are rare.

1.2

Representative quotations and commentary

To show the reader that what I say above is not simply a way to generate
interest in the subjectthat KAM theory really does evoke a wide range of
reactions among mathematicians and physicistsI offer here some quotes
from (relatively) recent books, in chronological order.
First, from an edition of the book most often used in American universities over the last half-century to teach classical mechanics to graduate
students in physics, we have this (the only mention of KAM theory that
appears9 ):
8 Its difficult to write the words chaos or chaos theory without quotation marks, as
these terms are quite elastic and have never been given universally accepted meanings by
mathematicians. (But see the chaos entry in the glossary in Appendix F.) This ambiguity
also makes them very useful terms, and I wont shy away from them in the sequel.
9 However, the latest (2002) edition of this book [GoldPS02] (now with coauthors) contains a new chapter on classical chaos with a brief (2-page) section on KAM theory.

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Only in the last few decades has the [solar system]


stability question been freshly illuminated, by the application of new (and highly abstract) mathematical techniques.
[. . .] A series of investigations, associated with the names
C.L. Siegel, A.N. Kolmogorov, V.I. Arnold, and J. Moser,
have shown that stable, bounded motion is possible for a
system of n bodies interacting through gravitational forces
only. [. . .] The brilliance of the achievement and the power
of the new methods are probably of greater significance
than the specific result, for the fate of the solar system will
likely be determined by dissipative and other nongravitational forces.
H. Goldstein, Classical Mechanics (2nd Ed.), 1980
[Gold80] (p. 530)
Next, from a mathematics book that does include a chapter on KAM
theory, with an outline of a proof:
The KAM theorem originated in a stroke of genius by
Kolmogorov [. . . ]
P. Lochak & C. Meunier, Multiphase Averaging for
Classical Systems, 1988 [LocM88] (p. 154)
From another mathematics book that provides careful and detailed
treatments of many topics in perturbation theory comes a kind of apology for not treating KAM theory:
. . . in the conservative case, the theory is very technical and deserves to be considered one of the high points of
twentieth-century mathematics. It is called KolmogorovArnold-Moser theory (frequently abbreviated to KAM),
and is far too difficult to discuss in any detail here.
J. Murdock, Perturbations. Theory and Methods,
1991 [Mur91] (p. 332)
One of the more interesting and revealing passages comes from a book
intended for graduate students in physics:
In many ways the KAM theorem possesses sociological similarities to Godels famous theorem in logic. (a)
Both are widely known and talked about, yet many people

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are rather vague on what the theorems actually state, and


very few have actually read the proofs, much less validated
them. (b) Each has been called, by different mathematicians, the most important theorem of the twentieth century. (c) Neither is very useful for practical calculations:
[. . .] the stable phase space estimated by the KAM theorem
is typically too conservative to be of value.
L. Michelotti, Intermediate Classical Dynamics With
Applications to Beam Physics, 1995 [Mic95] (pp. 305306)
And finally, in a book by mathematicians popularizing the last centuryand-a-half of achievements in dynamical systems and celestial mechanics,
we have the following high praise:
. . . the great edifice of KAM theory
[And, at a later point in the book, also in reference to
KAM theory:]
one of the more remarkable mathematical achievements of this century . . .
F. Diacu & P. Holmes, Celestial Encounters, 1996
[DiH96] (p. 146, p. 165)
In these quotations, its interesting that authors seem compelled to pay
tribute to KAM theory, to praise it and its inventors. Physicists (and even
some mathematicians) seem also to want to avoid a direct encounter with
it, saying its too abstract or too hard. But in the quotations from the
physics books by Goldstein and Michelotti, we also hear another reason for
avoiding it: its not very useful. Once you know that many physicists think
this, you realize that much of their praise is politely dismissive.
Mathematicians and physicists are generally civil with each other, and
no one would write a strong statement about the uselessness of KAM theory in a book. But in spoken encounters over the years, Ive heard much
stronger statements and questions, such as Whats so great about KAM
theory?10 or What practical result has ever come from KAM theory?,
or even Im tired of hearing so much hype about KAM theory. In this
book, Ill explore how remarks like these partly reflect a lack of knowledge,
and partly reflect justified frustration on physicists part.
Finally, following these brief quotations from books, I should also point
10 This

became the title of one of my talks to audiences of physicists.

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out that in dynamical systems papers of the 1980s and 90s, it became so
common to see the term celebrated KAM theorem11 that you might think
the adjective celebrated had been permanently attached as part of the
theorems name.12

1.3

Remarks on the style and organization of this book

In these pages, Im going to tell KAM theory as a story, and Im going


to use several simplifying features to try to make the narrative more readable. First, at one end of a spectrum, I imagine people Ill call advocates
or enthusiasts for KAM theory (the reader can think of West European
or Russian mathematicians). At the other end, I imagine skeptics or detractors of KAM theory (think of hard-boiled American physicists). Now
even if these are largely mythological characters, it will nevertheless be
more fun to think of things this way as we go. We can draw on a number
of stereotypes and cliches to keep us awake and make certain pointswe
already know that physicists and mathematicians like to tell jokes about
themselves and each other that turn on these cliches. Likewise, Americans
(and sometimes Britons) comfort themselves about their ignorance of continental European thought by picturing a fog of pointless theory emanating
from the old world, while Europeans are shocked by the crass pragmatism
in America, a place whose main contribution to philosophy has been to
enquire about the cash value of truth.13 From this point of view, my task
on the one hand is to try to educate the reluctant skeptics by penetrating
the fog of theory to find the underlying cash value of KAM theory. On the
other hand, if I occasionally make fun of a few enthusiastic theorists along
the way, so be it.
As mentioned earlier, I dont think KAM theory can be appreciated
properly without at least some knowledge of its history. In order to tell
it quickly and vividly, Ill recount many parts of the narrative using the
great man point of view, rather than the more painstaking process of
documenting all the individuals who contributed, though Ill at least list
11 Whenever I see the word celebrated used this way, I cant help but think of Mark
Twains short story The Celebrated Jumping Frog of Calaveras County. The reader
may recall that in that story, the said celebrated frog did not live up to its owners
expectations, further emphasizing my feeling that much of the praise heaped upon KAM
theory is not wholly heartfelt.
12 I stopped looking once I found a dozen papers with this locution. Unfortunatelydare
I admit it?one of the papers was my own.
13 As gleefully propounded by the Harvard-trained scholars C.S. Peirce and W. James.

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some of them. Ill also employ some terminology anachronistically; a more


detailed approach would carefully follow changes in the meaning of terminology over several centuries.14 In the places where the anachronisms are
especially misleading, Ill say so. Also regarding the way language is used
here, and despite the long time I spent in Europe and the European flavor
of the subject, Ive used something very close to ordinary American15 vernacular to write this down. For my part, thats only natural, but its also
curiously unprecedentedKAM theory is rarely discussed in American.
Finally, this book comes with a lot of scholarly apparatus which the
reader may use according to his or her taste: in-text references to a single
long bibliography, several appendixes that together are almost as long as
the main text, and many footnotesa few pages have more footnotes than
ordinary text. I felt it was important to include the additional material as
a way of pointing to deeper layers of the story. As the reader will see, the
nature of KAM theory means that its story can be told on many levels.

14 As Salomon Bochner puts it, [In history of science] more than in any other history,
the past discloses itself in the future. (See the interesting discussion from which this
fragment is quoted on p. 60 of [Boch66].)
15 Here American is used to mean the variety of English commonly spoken in the U.S.

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