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A. M. Vinogradov, B. A. Kupershmidt, The structures


of Hamiltonian mechanics, Russian Mathematical Surveys,
1977, Volume 32, Issue 4, 177–243
DOI: 10.1070/RM1977v032n04ABEH001642

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Russian Math. Surveys 32:4 (1977), 177-243
From Uspekhi Mat. Nauk 32:4 (1977), 175-236

THE STRUCTURES OF
HAMILTONIAN MECHANICS

A. M. Vinogradov and B. A. Kupershmidt

Contents

Introduction 177
§ 0. Definitions, notation, and basic facts 178
§ 1. The universal 1-form. Lagrangian manifolds 182
§ 2. Fields and 1-forms on Φ 185
§ 3. Poisson brackets 188
§ 4. Symmetries 189
§ 5. The structure of Hamiltonian systems with a given degree of
symmetry 191
§ 6. Completely integrable systems 197
§ 7. The theorems of Darboux and Weinstein 202
§ 8. Invariant Hamilton—Jacobi theory 207
§ 9. Hamiltonians of mechanical type 213
§ 10. Mechanical systems. Examples 215
Appendix I. Bifurcations 229
Appendix II. A. V. Bocharov and A. M. Vinogradov, The Hamiltonian
form of mechanics with friction, non-holonomic mechanics, invariant
mechanics, the theory of refraction and impact 232
References 239

Introduction
The account we present of the foundations of Hamiltonian mechanics
and its mathematical language — the Hamiltonian formalism — represents
the contents of a course of lectures given by A. M. Vinogradov in the
Faculty of Applied Mathematics at the Moscow Institute of Electronic
Machine Construction in the Faculty of Mechanics and Mathematics at the
Moscow State University, and at the eighth Voronezh winter school. What

177
1 7 8
Α. Μ. Vinogradov and Β. Α. Kupershmidt

these lectures aimed at was a logical account of mechanics, for example, the
question when basic facts can be derived from basic concepts by "rules of
grammar". Since the language of Hamiltonian mechanics is the calculus of
differential forms and vector fields on smooth manifolds, the basic formulae
of this calculus play the role of such grammatical rules. A pleasant conse-
quence of this approach is the possibility of avoiding the manner of arguing
by calculations which is usual in analytical mechanics.
Lack of space prevents us from considering more special questions (non-
holonomic systems, the theory of impact and refraction, friction, optimal
control). 1 So we only remark that they too admit a very simple invariant
treatment starting out from the point of view we have taken. We have also
not described the natural connection of mechanics with the general theory
of differential equations, which is a problem of paramount importance. The
algebraic—logical side of this connection is indicated in [16]; for the geo-
metrical basis see [10] and [13].
We analyse very briefly the connection between the Hamiltonian and
Langrangian approaches to mechanics. We remark, therefore, that we do not
share the widespread view that the Langrangian approach is more funda-
mental than the Hamiltonian. In this context we draw the reader's
attention to § 10, where we make an attempt to show how the Hamiltonian
point of view can be placed directly (that is, without the Lagrangian) at
the basis of mechanics as a physical theory.
So that the reader can get an idea of areas where the methods of
Hamiltonian mechanics can be applied and developed fruitfully, we have
included in the list of references works on Hamiltonian field theory
[54]—[61] and non-linear differential equations [62]—[74], which are of
interest from this point of view. From the works [31] —[53] one can see
what topics connected with the Hamiltonian formalism are of interest to
modern mathematicians, and also to specialists in mathematical and
theoretical physics. The list of references does not pretend to be complete,
and as a rule we restrict ourselves to indicating works of a survey and
general character, in which the reader can find further references.
It is a pleasure for the authors to state that this paper was written
thanks to the initiative of S. G. Krein, and also thanks to the support it
found from S. V. Fomin.

§0. Definitions, notation, and basic facts


We present the necessary facts from analysis on manifolds (for more
details, see [1] or [2]).
If Μ is a smooth (=C~) manifold, then SF{M) denotes the ring of
smooth functions on M, 3)(M) the J^i^O-module of vector fields on

See Appendix II.


The structure of HamUtonian mechanics 179

M, Ak{M) (0 < k < η = dim M) the ^(M)-module of differential it-forms

on Μ (Α°(Μ) =J?(M)), and A(M) = © Λ*(Αί).


ifc = 0
The homomorphism of rings of functions .¥\N) -*• JiF{M) induced by a
smooth map F: Μ -+ Ν is denoted by F * : F*(f)(x) = /(FOO), / G ^(TV).
The tangent space. By a tangent vector at a point α G Μ we mean an
R-linear map £: J^'(M) -»· R satisfying Leibniz' rule: %{fg) = g(a)^(f)+f(a)^(g),
f,g£ ff~{M). The totality of tangent vectors at a point a G Μ forms an
«-dimensional linear space Ta(M) over R, the so-called tangent space at a.
U Τ AM), the tangent space T(M) (to M), is furnished with a smooth
α<ΞΜ
structure in a natural way: if (JC 1 ; . . . , xn) are local coordinates on M,
then ( ^ ( x , ) , . . . , π*(χη), υ^, . . . , υη) are special local coordinates on
T(M); here π: Γ(Λί) -> Μ, if(Ta(M)) = a, is the natural projection, and the
point % G T(M) with the above local coordinates gives rise to the tangent

vector ξ = Σ υ,· -^— at the point a G Λί with local coordinates

(*!, . . . , xn). If F: Μ -»· iV is a smooth map, ξ G Ta(M), then the tangent


vector F fl (£) = dFa{£) in TF^(N) is defined by the equation
^ e (S) = I ° Ft-
Vector fields. A vector field X on Μ is an R-linear map
X: ^{M) ->- ^ ( M ) satisfying Leibniz' formula: X(fg) = gX(f) + fX(g). A
vector field X gives rise at every point a G Μ to a tangent vector
X a : A^(/) = X{f) (a). Conversely, a smooth field of tangent vectors
Xa G Ta(M) determines a vector field X: X(f)(a) = Xa(f). If F: Μ -»• Ν is
a smooth map and there is a vector field Υ G iZJ(TV) for which
F * ο y = χ ο F*, then X is said to be compatible with F, and Υ = F(X)
is the image of X. When F is a diffeomorphism, any field X has an image
l
F(X) = F*~ °X°F*.
Trajectories and shift operators. Let j - G 3)(B), X G 3? (M). A local tra-
jectory of Ζ is a map F: I -* Μ of the interval / C R such that
FT(-7~ | T ) = ^/T(T), Vr G /. F is a local trajectory if and only if
(-7~

o f* = f* ο X. If (xj, . . . , xn) are local coordinates in the chart

U 9 α = F(T), Λ ^ = Σ α,·(χ)-5—, then F is a local trajectory if and only


x
/= 1 "i

if -—- = α,Ο) (/ = 1, . . ., η). If Ff. /,- -> Μ (/ = 1, 2) are two local


trajectories passing through the point a = Fx {τι) = F 2 ( r 2 ) , then
Fi(t) = F2(t + r2 - Τχ) for all t sufficiently close to τ γ. In the case
/ = R the trajectory is called global, and if there is a global trajectory
180 AM. Vinogradov and Β. A. Kupershmidt

through every point a G M, then X is called full. The maps


At: a -*• F{F~l(a) + t), which are defined, generally speaking, for sufficiently
small | t | (depending on a G M), determine a smooth (local) one-parameter
group {At} of diffeomorphisms of M; this is denoted by {At} <=> X.
Here X = lim (A* - E)/t, X°A* = A*°X= %-°A*. If / G &{Μ), and
d t
f-0
X(f) = a = const, then Af{f) = f + a t. Let F: Μ -»• Λ^ be a smooth map
and F(X) = Υ G 3)(iV), {5 t } *=* Y; then F°,4 f = 5,°^. If
Χ, Υ G 2?(M), {^IJ <=» Z, {5,} •*=" Y, then [X, 7] = 0 if and only if
AtoBs = BsoAt (locally).
A vector field dependent on time. A field X G 3) (Μ χ R) is said to be
time dependent on Μ if it is compatible with π 2 : Μ X R ->• R and
π 2 (Χ) = -τ-. A family of fields Xt G 3)(M) is defined by the formula
Xt = gfoXo π*, where π χ : Λ/ X R -* Μ, and gt: Μ -> Λί X R, £,(x) = (χ, r).
If {At} *=* X, then the family of diffeomorphisms
Gt: Μ ^ M, Gt = g~^l°At°g0, is a shift operator on t along the family of
fields Xt. Here Xt = {G*Yl{-~ Gf). Conversely, for a smooth family of
diffeomorphisms Gt this formula defines a time-dependent field Xt, for
which the shift operator along its trajectories is Gt.
p-covectors, the cotangent space, differential forms. A p-covector ω at
a point a G Μ is a p-polylinear function on Ta(M). The totality of
1-covectors, or simply covectors, at a G M, forms an «-dimensional
cotangent space T*{M). By analogy with T(M), the cotangent, or phase,
space T*{M) = Φ = U T*(M) is a smooth manifold with special local

coordinates (π*(χι), . . . , π*(χη), pu . . . , pn); here ^


π: Φ ->• Μ, π(Τ*(Μ)) = α, is the natural projection, and the point ω with
η

the above local coordinates corresponds to the covector ω = Σ pidxi at


the point a € Μ with the local coordinates ( x 1 ; . . . , xn).
The totality of p-covectors at a point a forms a (" )-dimensional linear
space Αζ(Μ). If F: Μ ->· Ν is a smooth map, ω G A£(a)(iV), then the
p-covector Ρ*(ω) G Λ^(Λ/) is defined by the equation

A differential p-form, or p-covector field ω, is a smooth function on


3!(M) that is skew p-polylinear over ^~(Μ). It properly determines a
smooth field of p-covectors {ωα}, a G M, by the equation
ω β « ι , · • · . Ip) = ( ω ( Χ 1 ; - · · , Xp))(a), where X,.|fl = ^ G 7 e (M).
Conversely, a smooth field of p-covectors ωα , a G M, defines a differential
p-form ω by the same formula. If F: Μ -*• Ν is a smooth map, ω G AP(7V),
P
then the p-form F*(w) G A (M) is determined by the equation
The structure of Hamtttonian mechanics 181

ΛΊ, ...,Χρ) (α) = ω ^ ω ( ^ ( Λ Ί ) , . . . , F e (X p )), X,- € £P(Af). The


most important example of a 1-form is the differential of a function: if
/ Ε #·(Μ), then df Ε Λ 1 (jli): (d/) (X) = X(f), X Ε SJ(ilf).
The operator of outer differentiation (the differential) d: Λ (Μ)-^Α (Μ).
This operator is uniquely determined by the properties: 1) R-linearity;
2) d2 = 0; 3) ά{ωχ Λ ω 2 ) = άω1 Λ ω 2 + ( - i y ω ι Λ dw a , ω ! <ΕΑΡ(Μ);
4) if / Ε JF (Λ/) = Λ°(Λί), then (df/) (Ζ) = Χ(/). If ω Ε ΑΡ(Μ), Ρ > 0,
and Xi, . . . , Χρ +1 S3) (Μ), then
P+i
i+1
(0.1) (dco) (X lt . . . , X p + 1 ) = 2 ( - l ) Z ; ((o(Xu . . . , * „ . . . , X p +

+ ι Σ ( - 1 ) 1 + ί ω ( [ Χ , , Χ , ] , Xj, . . . , X i 7 . . . , X,-, . . . , X p M ) ,

where the symbol " A " signifies the omission of the corresponding argument.
The operator d is natural: if F: Μ -*• Ν is a smooth map, then
dMoF* = F * o r f j v .
A form ω Ε Λ Ρ (Μ) is said to be closed if άω = 0 and exact if
ω = dv, ν Ε ΑΡ~1(Μ). Locally, every closed form is exact (Poincare's
lemma).
lie derivatives. The shift operators {^1,} allow us to define the Lie
derivative of objects of a different nature. In particular, if Υ Ε 3)(Μ), then

(0.2) X (Y) = lim A>(Y]-Y =-jrAt (Y) |^o = [Y, X];

and if ω Ε ΛΡ (Μ), then


(0.3) Χ (ω) = lim ^ ( ω ) ~ ω =J-Af (ω) μ 0 = Χ -J dv + d (Χ _, ω),
£ α ί
ί0
where the symbol " J " d e n o t e s the inner product:
(X J ω) CY3, . . . , Xp) = ω(Χί, X2, . . . , Xp). We note that
Xod = doX and Χ(ωι Λ ω 2 ) = Χ(ωχ) Λ ω 2 + ωι Λ Χ ( ω 2 ) .
LEMMA 0.1. JT(30 = 0 or Χ(ω) = 0 if and only if At(Y) = Υ or
Α*(ω) = ω.
Submanifolds. The implicit function theorem. Suppose that x 0 e M, and
that the functions f1, . . . , fk in ,f{M), regarded as maps /}: Μ -*• R, are
such that dfx \x , . . . , dfk \x are linearly independent. Then in some
neighbourhood U of JC 0 , the subset Ν defined by
Ν = {χ Ε U\fi(x) - fjtxo), ί = 1, . . . , Λ) is a closed submanifold of U.
Conversely, any closed submanifold of Μ can be obtained in this way. Let
F: Μ -»· Ν be a smooth map, dim Μ < dim iV, Ker Fx = 0 V ^ £ Λ ί
and F U j ) ^ F ( x 2 ) if JS^ ^ x 2 . If F(7W) is a closed or open submanifold
of N, then F is called an embedding; in general, F(M) is called an embedded
submanifold.
182 AM Vinogradov and Β. A. Kupershmidt

§ 1 . The universal 1-form. Lagrangian manifolds

1.1. So as to geometrize the concept of a 1-form, we define its graph. By


the graph of a 1-form ω on Μ we mean the map
£ ω : Μ ->• Φ, 5 ω (α) = ωα G T*{M). Here 5 ω is a smooth section of the
vector foliation π: Φ -*• Μ. (We recall that Φ = Τ*(Μ) is the phase space.)
Sometimes the submanifold Ξω(Μ) C Φ is called the graph of ω.
1.2. From the technical point of view, the basic structural unit of
Hamiltonian mechanics is a 1-form ρ G Λ ^ Φ ) , uniquely characterized by
the following universal property:

(1.1) S£(p) = ω Vo> 6 Λ^Μ).


Thus, the study of the set of forms ω G Λ 1 ^ ) reduces to that of one
universal form p. The form ρ defined by the equation
(1-2) Pv = (Λΐν)*(ν)
satisfies (1.1). In (1.2) the point ν G Φ is at the same time interpreted as
a covector at the point ir{v) G M. We claim that ρ is unique. Let p' be
another form satisfying (1.1), ρ = ρ - ρ'. Then S*(p) = 0 V ω G Λ 1 (Μ),
or p p (£) = 0 V£ G Γ,(5 ω (Λί)) C Γ,,(Φ). But the vectors £ G Γ β (Φ) tan-
gent to all the graphs SJM) passing through ν clearly generate Τν(Φ).
Therefore, "pv = 0 Vi> G Φ, that is, ρ = ρ'.
In special local coordinates (p, x) in Φ, (1.2) gives

rf7r Σ = Σ
P/dx/»
= t h a t is
P(p.x) (p,x)( Pidxl·* '
/= 1 ι- 1
η
ώ
(1.3) ρ = ρώ = 2Ρ« ί·
i=l
The reader acquainted with the usual mechanics course will recognize in
our universal form ρ the differential of the classical action.
1.3. Let us see what geometrical property distinguishes graphs of closed
1-forms among others. Since the operator d is natural,
άω = dS^(p) = S*(dp). Therefore, if ω is closed, that is, άω = 0, then
S*(dp) = 0. Denoting the embedding £ ω (Λί) C Φ by i, we have
i*(dp) = dp\s ( Λ ί ) = 0. Manifolds of dimension η in the phase space Φ of
dimension In on which the form dp (= dp Λ dx) vanishes are called
Lagrangian. They play an important role in mechanics. Thus, we have
proved that a manifold Ξω(Μ) C Φ is Lagrangian if and only if do) = 0.
Lagrangian manifolds are not exhausted by the graphs of closed forms.
For example, the manifold T*(M) C Φ is Lagrangian, because
Ρ\τ*(Μ) = 0 by (1.3). Since {dp)\L = d(p\L), L is Lagrangian if and only
if the form p\L is closed.
How do we recover / when L = Sdf(M) is known? Let γ: / -*• Μ be a
curve, 7 = Sdf°y. Since 7(7) C i , we have
The structure of Hamiltonian mechanics 183

j df = j 53/(P) = j y*(SUp)) = J 7*(P) = J Ρ = J PL··


v(J) t(.i) ι ι y(i) y(i)

As J df does not depend on the path of integration, nor does ] p\L.

w
Therefore, we can write \ p\L in place of J p\L and
Wo V(/)
χ ν
w h e r e
Ax) ~ /Uo) = \ df = ] P\L> s
df(xo) = JV Sdf(x) = y, or
X« Wo

κ&ο) ~ xo> n(y) = x


- Thus,
w
(1.4) f(x)= \ P| L + const, x = n(y).
vo v

If L is an arbitrary Lagrangian manifold, then p\L is closed and \ p\L


is, generally speaking, a many-valued function on L. In this case (1.4)


determines a many-valued function on M, the "graph of the differential"
(it makes sense to take this to be L). We note that this function is many-

valued for two reasons: because \ p\L is many-valued and because the
Wo

inverse image ( π | ^ ) " 1 ( χ ) is.


1.4. As the coordinate notation shows, the form dpv is a skew-bilinear
non-degenerate form on Τν(Φ), ν Ε Φ. We therefore examine the geometry
of a skew-bilinear non-degenerate form Ω on an even-dimensional vector
space V, dim V = 2n. We remark that every bilinear form Ω on V defines
a homomorphism 7: V -> V* by the formula [τ(£)] (τ?) = Ω(ξ, η) and,
conversely, the same formula associates a bilinear form Ω with a given 7.
The non-degeneracy of Ω is equivalent to 7 being an isomorphism. We
call two vectors | and η skew-orthogonal (relative to Ω) if Ω(£, η) = 0.
The non-degeneracy of Ω means that the only vector skew-orthogonal to
the whole space is {0}.
A basis (£j, ηχ, . . . , £„, ηη) of V is said to be canonical for Ω if
Ω(ξ,·, %j) = Ω(η(·, η;·) = 0, Ω(£;-, r?;) = δ ί; ·. As is well known, there always
is a canonical basis. Its existence allows us to construct an isomorphism
between any two 2«-dimensional linear spaces Vx and V2 with skew non-
degenerate forms Ω! and Ω 2 given on them that carries one form into the
other. This isomorphism is an operator carrying some canonical basis for
Ω χ into some canonical basis for Ω 2 ·
We now consider Lagrangian planes — maximal subspaces on which Ω
184 Α. Μ. Vinogradov and Β. Α. Kupershmidt

vanishes.
LEMMA 1.1. If A is a Lagrangian plane, then dim Λ = η.
k
Let dim Λ =fc,(£1, . . . , £ Λ ) be a basis of Λ, Λ' = Π Ker y(^). Then
/= ι
Λ' 3 Λ, for if η G A, then 0 = Ω(£,-, τ?) = γ(ξ,) (η) (/ = 1, . . . , k).
Therefore, dim Λ' = 2n - k > k = dim Λ, hence k < n. If k < n, then
Α' Φ A and, taking £ G Λ' \ Λ, we see that Ω| /(Λ< ϊ } = 0, where /(Δ, £)
is the linear span of the set Δ U %. But this contradicts the maximality
of Λ. Thus, k = n.'
2n l
Let V ~ be a hyperplane in V. We consider functional Φ G F* for
2n l
which Ker ψ = V ~ . The totality of such functionals, together with zero,
2 1
forms a one-dimensional subspace (that is, a line) Ann F " " in F*. Let
2n x 1 2n l 2 1
A{V - ) = γ " (Ann V ~ ). If 0 Φ ξ G ^ F " " ) , then
0 = Ω(£, £) = 7(£) (I)· Hence it follows that %, and therefore also
AiV2"'1), belongs to F 2 " " 1 . We call the line A(.V2n~l) (or a vector
£ G ^ ( F " - 1 ) ) the direction line {vector) of F 2 " " 1 . Thus, ^ ( F 2 " " 1 ) is the
2

one-dimensional subspace consisting of all vectors £ such that Ω(£, ι?) = 0


for all τ? e V2"'1. An important fact is the /mear absorption principle:
a Lagrangian plane Λ lying in a hyperplane F 2 " " 1 contains the direction
line of that hyperplane. For otherwise Ω would vanish on the (n + 1)-
dimensional subspace /(A, ^ ( F 2 " " 1 ) ) .
1.5. We shall need the following lemma.
LEMMA 1.2. Let L be a Lagrangian plane. Then any basis
(£i > · · · > %n) °f L can be extended to a canonical basis
($i. τ?ι> · · • . £«> *?„)·
The proof is by induction. For η = 1 the assertion is obvious. Let η > 1. We consider
F, = n ΚβΓ7(ξ,·). Now K, D /. and dim Κ, = η + 1. Therefore, Ω(η,, ξ,) # 0 for any
ί>1
η, e K\ L, otherwise, l(L, η,) would be an (n + l)-dimensional Lagrangian plane. We normalize η , so
that Ω(£,, η,) = 1. It is not hard to see that /(£,, η,) and V= ΚβΓγίξ,) Π Ker γ (TJt ) give a decomposition
01 V into a skew-orthogonal sum: K = / ( f , , T ) , ) « K, and the restriction of Ω to Κ is non-degenerate. Now
Kcontains (with respect to Ω|^) the Lagrangian plane L = / ( £ 2 , . . . , £ n ) with the basis ( £ 2 , . . . , £ n ), and
by the inductive hypothesis it can be extended to a canonical one (with respect to Ω| γ) by vectors
17,,. . . , rj n e K. Clearly, (TJ, , . . . , rj n ) are the required vectors.·
We now consider the question in how many ways a basis (ξ1} . . . , £„)
of a Lagrangian plane L can be complemented to a canonical basis
(£i> · · · > £ « ) f?i> · · · > τ?Λ) of F. Every such complementation gives rise t o
a decomposition of F into the direct sum of Lagrangian planes L and
L' = / O h , · • · ) Vn), V = Ζ, Φ L ' . We claim that the converse is also true.
LEMMA 1.3. For given L, %x, . . . , %n and L' satisfying the above
conditions, the complementary vectors ηλ, . . . , ηη can be uniquely
recovered.
The required vector η;· must belong to Vj = n Ker->•(£,·) and Vj n /.'; now Vj D L and dim Vj = η + 1.

Since L and L' form a direct sum, dim {Vj n /,') = 1. If 0 Φ rjj e K;· n Z,', then Ω(έ;·, η]) # 0, otherwise
The structure of Hamiltonian mechanics 185

Ωι ν = 0 , contradicting the fact that dim V, = η + 1. Setting η,· = τ)!·/Ω(ί., TJJ), we obtain the required
Wj ° ) ] J I J
basis. Its uniqueness follows from the fact that Ω({;·, n) = 1 for only one vector η on the line Vj n £ ' . •
LEMMA 1.4. The space of Lagrangian planes complementary to a given
Lagrangian plane L is homotopically trivial (= contractible).
(For facts about h o m o t o p y theory, see [ 5 ] ) .
Let V be a Lagrangian plane complementing £ , ( £ , , . . . , ξη) a basis of Ζ,, ( η , , . . . , vn) a basis of/,'
such that Ω(£,·, nj) = δ ^ (Lemma 1.3), and ( a , , . . . , a n , 0 , , . . . , 0 n ) coordinates with respect to the
basis (ξ; £ n , η , , . . . , rj n ). Then every complementary plane L" is given by a system of equations

ο,· = Σ af 0fe (/ = 1,. . . , n)> where the matrix || β* || is uniquely determined by L". A straightforward
k — l
verification shows that Z," is Lagrangian if and only if II a* II is symmetric. Thus, the space of complement-
ing Lagrangian planes is homeomorphic to the space of symmetric matrices of order n, which is
contractible."

§2. Fields and 1-forms on Φ


2.1. Having studied the geometry of the localization of dp at some point
ν G Φ, we now consider the situation globally. A global analogue to 7 is
the map Γ: 3)(Φ) -> Λ1 (Φ) defined by the formula
Γ(Χ) = dp{ , X) = -Χ Δ dp. This Γ is clearly .F^)-linear, and its
localization is (—7), since
[T{X){Y)] (y) = dp(Y, X){v) = dpv{Yv, Xv) = -yv(Xv)(Yv), ν G Φ, that
is, T(X)V = —yv(Xv). Since 7 is an isomorphism at every point ν G Φ, Γ
is also an isomorphism.
We remark that if U is a domain in Φ, then in the same way we can
define an isomorphism I V 3)(U) ->- Λ^ί/).
In special coordinates {p, q) on Φ (earlier written (p, x) we have
dp = dp Λ dq, therefore,
(2.1) :

2.2. Canonical manifolds and canonical coordinates. We have seen that there
is a canonical structure on the manifold Φ = Τ*(Μ), that is, a non-degenerate
closed 2-form dp. Similarly, there is such a structure on any domain
U C Φ. However, there also occur other situations where it is necessary to
study a closed non-degenerate 2-form Ω on a manifold Κ (necessarily even-
dimensional owing to the skew-symmetry and non-degeneracy of Ω) that
need not be the phase space of any manifold. In this context we introduce
the concept of a canonical manifold, so that some of our subsequent con-
structions and results can be stated in reasonable generality, and also so
that it is clear what part of the principles of Hamiltonian mechanics derives
solely from the presence of a canonical structure on Φ, and what from
more subtle circumstances.
By a canonical structure on a 2«-dimensional manifold Κ we mean a non-
degenerate closed 2-form Ω on K, and by a canonical manifold the pair
(Κ, Ω).
186 Α. Μ. Vinogradov and Β. Α. Kupershmidt

By canonical coordinates on Κ we mean (local) coordinates (p,q) in


which Ω can be written in the form Ω = dp Λ ί ? . As we shall prove in
§7, such coordinates exist in a neighbourhood of any point α Ε Κ. An
example of canonical coordinates are special coordinates on Φ.
Just as in the case of a phase space, we can introduce the concept of a
Lagrangian manifold L on an arbitrary canonical manifold K. Namely, L is
called Lagrangian if Sl\L = 0 and L has maximal dimension, namely, n. We
can also define a map Γ by the formula Y{X) = Ω( , X). From the non-
degeneracy of Ω it follows, as before, that Γ is an isomorphism. We note
that Γ is also given in canonical coordinates by (2.1).
We shall make use of the isomorphism Γ and call a vector field X
Hamiltonian if the 1-form Γ(Χ) is the differential of some function
Η Ε JF(K). In classical mechanics, every function on the phase space is
called Hamiltonian. We extend this term to apply also in the case of
arbitrary canonical manifolds. We write the fact that Η is a Hamiltonian
of a field X in this way: T(X) = dH, or Η «•* X, or X = XH.
If a field X is Hamiltonian and in the canonical coordinate system
(p, q) we have X = α. -τ— + β -^—, then, as follows from (2.1),
oq op
βί = ~Hq., (Χι = Η . The differential equations corresponding to the
Hamiltonian field X are
(2-2) q = Hp, p = - H q .

These then are the famous Hamilton equations corresponding to a


Hamiltonian function H.
2.3. By a canonical transformation in Κ we mean a diffeomorphism
A: K -*• Κ preserving Ω, that is, ^4*(Ω) = Ω. This also means that
near, Y) = (Α*(Ω))(χ, Υ) = si(A(X), A(Y)), VZ, Υ e ®(Κ). if
L C K, then A*(oS)\L = A*{a)\A(L)} for any diffeomorphism Α: Κ -> Κ
and any form ω Ε AP(K). If Α*(ω) - ω, then ω|^ = -4*{ω| Αα .,}. Hence
a canonical transformation carries Lagrangian manifolds into Lagrangian
manifolds. If {/I,} is a one-parameter group of canonical transformations,
{At} <=*· X, then Λ"(Ω) = lim — = 0. In this connection, a vector
r
f-0
field X for which Λ"(Ω) = 0 is called an infinitesimal canonical transformation.
The one-parameter group {At} corresponding to an infinitesimal canonical
transformation consists of canonical transformations (Lemma 0.1).
2.4. If the form ω Ε Α1 (Κ) is closed, but not exact, then it is only
locally the differential of some function / Ε Jf(K). Therefore, it is natural
to call vector fields corresponding to closed forms under the isomorphism
Γ locally Hamiltonian. For such fields the Hamiltonian exists only locally.
We remark that if Κ is simply-connected (in the case Φ = Τ*(Μ) this is
The structure of HamUtonian mechanics 187

equivalent to Μ being simply-connected), then locally Hamiltonian fields


are Hamiltonian. The connection between locally Hamiltonian fields and
infinitesimal canonical transformations is described by the so-called funda-
mental theorem of mechanics.
FUNDAMENTAL THEOREM OF MECHANICS. Locally Hamiltonian
vector fields are infinitesimal canonical transformations, and vice versa.
We have Χ(Ω) = d(X J Ω) + X J dSl = -dT(X). Therefore, if X is
locally Hamiltonian, that is, dT(X) = 0, then Χ(Ω) = 0; and if X is an
infinitesimal canonical transformation, that is, Χ(Ω) = 0, then dV(X) = 0."
Since the form Ω β on Ta(K) is non-degenerate, ί \ ^ Λ . . ^_Λ Ω β Φ 0
η times
(this can be checked by writing Ω β in some canonical basis). Therefore,
Ω = Ω Λ . . . Λ Ω is a volume form on K. If X is an infinitesimal
η times
canonical transformation, {At} ·*=> X, then Χ(Ω) = 0, so that
Α*(Ω,) = Ω. In particular, by virtue of the fundamental theorem of
mechanics we have the following result.
LIOUVILLE'S THEOREM. Shift operators along trajectories of a
Hamiltonian vector field preserve the ("phase") volume, that is, the form
Ω.
2.5. The form ρ is natural. Let A: Mt -»M, be a diffeomorphism. We construct a map
A: T*(Ml)-*T*(M2)by the rule Α\γ*(Μ ^ = (A*)'1. Now A is a foliated smooth map, with a smooth
inverse A'1, therefore, A is a foliated diffeomorphism: π 2 ο Ά = Α ° w,. Let ω 2 6Λ'(Μ,), ω% =Α*(ω1),
and 5 ω be sections corresponding to the forms wp i = 1, 2. Then V * e M , , ^ ί ( 5 ω (χ)) =
= U p " 1 (ω, \χ) = Μ·)" 1 ( 4 · ( « , | Α ( χ ρ ) = ω 2 | Α ( Λ ) = S W a (4W), that is,,4 ο S ^ = S W j . X.
COROLLARY 2.1. Let p{ be the universal form on Φ,· (i = 1, 2). 77ien ^4*(p2) = ρ,, ίΛοί is, rte universal
form ρ is natural.
Let ω, GA1(Ml),u2=(A*r1(u>1);thenSZJi(A*(p1)) = (A°Su)t)*(Pi) = (SOJ_ioA)*(p11) =
= A*(S^ (^) 2 ))=>l*(tj J ) = o; 1 ,thatis, 5 * ω (/1*(ρ2)) = ω 1 Vω, e Λ1 (Μ,). Since the universal form
p , is unique,^4*(ρ 2 ) = p , . ·
COROLLARY 2.2. IfA.M^Mis a diffeomorphism, then A*(p) = p.
We now turn to the infinitesimal version of the preceding arguments. Let X e Ζ {Μ), {Αι} <=> ΛΓ,
{At} «• Χ. Since Af(ρ) = ρ, we have X(p) = 0, and from Tr°A~t=At° π it follows that π(Χ) = Ζ : χ ο π* =
= (djdt) Λ?|,=ο° ** = W/*> W* °/*)lt=0 = W/*)(ir* - -4?)Ι^ο = «'W/'iO^il^o = ! * ° Χ S i n c e
Τ(Χ) = d(p(X)) - Χ(ρ) = d(p(X)), Χ is a Hamiltonian field with the Hamiltonian Η = ρ(Χ). Let us compute
p(X) at ρ e Φ. Since ρ ν = π*(ι;), we see that ρ CY) (v) =P j , ( i y ) = ,r*(p) (£„) = y (ΤΓ,,(^)) = ν (Χη(ν))-
Thus

(2.3) p(X)(v) = v ( X n ( v ) ) .

We mention without proof a fact that we do not use later: Jet Β: Φ->Φ(Κε ^ ( Φ ) ) be a diffeomorphism
such that Β*(ρ) = ρ (Y(p) = 0; then B(Y) has the form A(X) for some /1(X).
2.6. Transformation properties of canonical manifolds. Let (Kj, Ω ζ ), /"= 1, 2,
be canonical manifolds, and A: Kx -*• K2 a canonical diffeomorphism, that
is, ν4*(Ω 2 ) = Ω ^
1
LEMMA 2.1. Γ 2 °ν1 = W " ) * T j .
188 AM. Vinogradov and Β. A. Kupershmidt

VX, Υ & 3) (Κ,), ΤΧ(Χ){Υ) = Ω, (7, Χ) = Α*(Ω2(Α(Υ), Α{Χ))) =


= Α*[Γ2(Α(Χ)), (Α(Υ))] = [Α*(Γ2(Α(Χ)))] (Υ), that is,
Γ,(Χ) = A*[F2(A(X))].m
COROLLARY 2.3. Let h € &(ΚΧ) and g = A*(h). Then A(Xg) = Xh.
Applying Lemma 2.1 to the field X = X , we find that
Γ2(Α(Χ)) = (Α'1)* [Γ,ΟΤ )] = (A'1)* (dg) = dh, hence,
1
A(Xg) = F2 (dh)= Xh.m
COROLLARY 2.4. Let A: K -+ Κ be a canonical transformation. Then
Γ(Α(Χ)) = (Α-'^ίΠΧ)) VX e 3S(K).
Let Ζ e a>(Z). We denote by Z ^ : 3){K) -> SJ(^) and
Ζ Λ : Λ1 (Κ) -*• Λ1 (AT) the corresponding Lie derivatives.
LEMMA 2.2. Let Ζ be an infinitesimal canonical transformation. Then
T°ZZ + Ζ Λ ° Γ = 0.
The transformations {Gt}, {Gt} ·*=> Ζ are canonical, and by Corollary
2.4, r(Gt(X)) = ( G : 1 ) * (Γ(Ζ)), V i e f (K). Hence
[r(Gf(Z)) - Γ(Χ)]/ί = r[(Gt-E)/t(X)] = [G*t(T(X))-F(X)]/t =
= (GZt-E)/t(T(X)). As f -• 0, we obtain Γ(Ζ(Χ)) = -Ζ(Γ(Χ)).«

§3. Poisson brackets

3.1. Let Χγ and X 2 be two Hamiltonian fields on Κ with Hamiltonians


H1 and / i 2 , respectively. Applying Lemma 2.2 for Ζ = Xy to I 2 , we
obtain 0 = Γ((Ζ Χ )(Χ 2 )) + ^ ( Γ ^ ) ) = Γ([Χ 2 , Χ, ]) + X^dHi), that is,
r([Zi, Z 2 ]) = c?(Zj (/T2)). Thus, the commutator of two Hamiltonian fields
Χι and X2 is another Hamiltonian field, with Hamiltonian X1(H2) = {H1, H2
which is called the Poisson bracket of Hi and H2. By definition,
{#!, # 2 } = X!(H2) is the derivative of H2 along the field Xl = ΛΓ^. We
note thatftfi, H2\= dH2(Xi) = Γ ( ^ ) ( Α Ί ) = Ω(Χ 1 ( ΛΓ2). Hence, t h e '
Poisson bracket is bilinear over R and skew-symmetric. Furthermore, the
Jacobi identity is satisfied: V#i, H2, H3 Ε Jf{K),
(3.1) {Hu {H2, H3}} + {H2, {H3, Hr}} + {H3, {Hu H2}} = 0,
because the left-hand side of (3.1) is {Hu X2(HS)} - {H2, Zi(fi"3)} —
- [ * ! , X2] (H3) = Χ,(Χ 2 (// 3 )) -Ζ 2 (Χ,(// 3 )) ~[ΑΊ, X 2 ](^ 3 ) = 0. Thus, the
Poisson bracket makes JF(K) into a Lie algebra, which is denoted by 3)go.
If 3)&ρ is the Lie algebra of Hamiltonian fields on K, we come to a homo-
1
morphism of Lie algebras X = Γ- ο d: 3)^o -*- SB^e-
The following formulae are obtained straight from the definition:

(3.2) {#i, Ii2H3} = {Hi, H2}H3 + {Hi, Η.ό} Η%.


ft
If {H, H^ = 0 (i = 1, . . . , k), φ G J^(R ), then

(3.3) {H, ff,(Hlt ..., Hh)} = 0 .


The structure of Hamiltonian mechanics 189

If (p, q) are canonical coordinates, then

(3 4) [Η Η \= Υ ldHLdH2__dKLdH1\ =
dH^dH±_dHLdH±
I \ 1. 2/ A \ d?i dqi d q i dp
. ) dp
gq gq dp .
t=l

3.2. Let A: Kl -*• K2 be a canonical diffeomorphism, and let {,}*


denote the Poisson bracket with respect to the form Ω;· (/ = 1, 2).
LEMMA 3.1. //_/, g G &(Kt), then A* ({/, gh) = {A* (/), A* (*)},.
Let / = A*(f), g = A*(g). Then A{Xj) = Xf, A(X~) = Xg (Corollary 2.3).
Therefore A* ( fLg_2)=A*(ft2(Xf, X)) = Ω , ^ " 1 ^ ) , ^ " 1 ^ ) ) =
= n1(Xr,Xi)={f,g}i.m
LEMMA 3.2. Lei {H, f) = α = const, {At} <=> XH. Then
A*(f) = f + ut.
{i?,/} = X H (/) = a = const. For details, see § 0 . "
3.3. Vertical fields on Φ. The following useful facts follow from (2.1).
LEMMA 3.3. Let ω G Al(M), X = Γ'^π^ω)). Then X is vertical, that
is, is tangent to the fibres of the projection π: Φ -»• Μ, and is constant
along these fibres. In particular, if f Ε F(M), then the field Χπ*^ is vertical.
COROLLARY 3.1. / / / g G F{M), then {n*(f), n*(g)} = 0.
COROLLARY 3.2. Let ω, ν G Λ 1 (Μ), {At} «=> Γ~ 1 (τΓ*(ω)). Then
A
t°Sv = S
v-tv

§4. Symmetries

4.1. Let XH be a Hamiltonian field on K. It is natural to call a canonical


transformation A: Κ-*- Κ a symmetry of the Hamiltonian system with
Hamiltonian Η if it preserves the field XH: A(XH) = XH. By Corollary 2.3,
A(XH) <=> 04~* )*(//). Since the Hamiltonian of a Hamiltonian system is
uniquely determined up to a constant, Η = (A~l)*(H) + const, or
A*{H) = Η + const. Conversely, if A*(H) = Η + const, then A(XH) = XH.
It is natural to define a symmetry of a Hamiltonian Η as a canonical
transformation A such that A*(H) = H. Clearly a symmetry of the
Hamiltonian Η is also a symmetry of the system XH, but the converse is
false.
EXAMPLE 4.1. A particle in a gravitational field. Κ = T*(R), Ω = dp, Η = — + q, where q is a co-
ordinate on R. ltA{q, p) = (q + α, p), e e R , ihenA*(q) = q + a, A*(p) = ρ, Α*(Ω) = Ω,Α*(Η) = Η + α.
For α Φ 0, A is a symmetry of the system XH, but not a symmetry of the Hamiltonian H.
Thus, there may be fewer symmetries of the Hamiltonian Η than of the system XH. However, for
"the majority" of Hamiltonians the totality of their symmetries is the same as that of symmetries of
the corresponding Hamiltonian system. For if A *(H) = H + a, 0 # « e R , then the level surfaces
{x I H(x) = c} and {x I H(x) = c + a) must be "identical", since they are carried into each other by
A, that is, the family of level surfaces of the function Η is periodic with period a. Consequently, if this
family is not periodic for any a e R, then the symmetries of Η and XH are the same.
EXAMPLE 4.2. The harmonic oscillator. Let Κ = 7"*(R), H=(p2 + q*)/2. That the level surfaces of
Η are non-periodic follows from the fact that the surfaces {H = c } are empty sets if c < 0 and non-
empty if c > 0.
190 Α. Μ. Vinogradov and Β. Α. Kupenhmidt

In connection with this example we remark that if the domain of


definition of Η is not R, then the family of level surfaces of this function
is necessarily non-periodic.
In the physical literature it is usual to consider symmetries of H,
although from the point of view of the theory of systems of canonical
equations it is more natural to consider symmetries of XH. Therefore,
henceforth we call symmetries of XH non-standard symmetries of H, and
the usual symmetries of Η standard.
4.2. We now consider the infinitesimal version of the preceding argu-
ments. Let {At} be a one-parameter group of symmetries of XH and
{At} «=* Y. Then 1) 7(Ω) = 0; 2) Y(XH) = [Y, XH] = 0. It is natural
to call a field Υ satisfying 1) and 2) an infinitesimal symmetry of XH. In
other words, an infinitesimal symmetry is an infinitesimal canonical trans-
formation that commutes with XH. There is a natural connection between
infinitesimal and finite symmetries.
LEMMA 4.1. Let Υ be an infinitesimal symmetry of XH and
{At} <=* Y. Then At is a non-standard symmetry of H.
Since Γ(Ω) = 0 and Y(XH) = 0, we have Α*(Ω) = Ω and At(XH) = XH.
By the fundamental theorem of mechanics, the field Υ in question is
locally Hamiltonian. Let h be its local Hamiltonian; then
0 = T([XH, Y]) = d{H, h}, hence {h, Η) = α = const. Let us explain the
meaning of this constant. Since At is a non-standard symmetry,
Af{H) - Η = c(0 is also constant. Since {At} is a group,
c(t + s) + H = A*+S(H) = A*(A?(H)) = A*(c(s) +ff) = c(t) + c(s) + H, that is,
c(t + s) = c(t) + c(s). Since c(t) is smooth, c(t) = cot. Hence the symmetries
occurring in {At} for / Φ 0 are simultaneously either all standard (if
c 0 = 0) or all non-standard (if c0 Φ 0). Further, {h, H) = Y(H) =
= (d/dt) (A*(H))\t=0 = c0. Thus, oc = c0. Therefore, if {h, H) = 0 (for
any local Hamiltonian h of Y), then Υ should be called a standard
infinitesimal symmetry of H, and non-standard if {h, H) = const Φ 0.
REMARK 4.1. If there is a point χ G Κ where dHx = 0, then Η has
no non-standard symmetries, since {k, H} (x) = dHx(Yh\x) = 0 Vfe 6 ^{K).
We consider the infinitesimal analogue to the example with a particle in
a gravitational field. Let Υ = j — , then At(q, p) = (q + t, p), h= p, {h, H] = 1,
Af(H) = Η + t, that is, Υ is a non-standard infinitesimal symmetry.
We remark that if there is a non-standard infinitesimal symmetry Υ and
Υ is full, then all the level surfaces of Η are diffeomorphic, so that
At({H = a}) = {H = a + ct), c Φ 0. But if Υ is a standard infinitesimal
symmetry, then Υ is tangent to the level surfaces of H, so that Y(H) = 0.
In what follows we shall often omit the word "infinitesimal" in front
of "symmetry", and we call a function / £ .^(K) with {/, H) = const a
symmetry (standard or not) of the Hamiltonian H.
The structure ofHamiltonian mechanics 191

4.3. Having discussed symmetries of Hamiltonian systems, we now


consider the general case of a canonical manifold. Here it is appropriate
to introduce one particular type of symmetry that arises on the phase
space T*(M). Let Η G ^ ( Φ ) , X e 2)(M), X G 2>(φ). Since p(X) is the
Hamiltonian of X, we have the following lemma.
LEMMA 4.2. If X(H) = 0, then {p(X), H) = 0.
It is precisely symmetries of this special type that are, as a rule, utilized
by physicists. Their popularity is explained by the fact that they are
"visible", since they are directly related to the configuration space Μ (see
§10.7). The other, "hidden", symmetries, are not immediately obvious,
and sometimes it is not at all easy to guess whether they exist (see §10.6).
4.4. Every domain U of a canonical manifold Κ can itself be regarded as a canonical manifold on which
the canonical structure is given by the form Ω\υ- Furthermore, with every Hamiltonian Ηe S-{K) we
can associate its {/-part Ηυ = H\u, which can be regarded as a Hamiltonian on U. Here the restriction of
XH to ί/is, clearly, a Hamiltonian field on U with Hamiltonian Ηυ. Thus, we can speak of the {/-part of
Η or XH and, consequently, of symmetries of all the above types for these parts. We call such symmetries
partiaL It is clear that the restriction to U of every symmetry of one type or another is a partial symmetry.
The converse is false, because the whole may be less symmetrical than a part. In particular, the Hamiltonian
may fail to possess non-standard (infinitesimal) symmetries, while some {/-part of it does have them.
EXAMPLE 4.3. The harmonic oscillator. As we have seen above, the harmonic oscillator has no non-
standard symmetries. With the same notation, we take for U the phase plane without the origin of co-
ordinates, that is, U = K2 \ {0}. On U there is defined the many-valued function Arctan (p/q) whose
differential is single-valued, because the separate branches of Arctan (p/q) differ from one another by a

constant nk: d(Arctan (p/q)) = ^—^——- = λ- The form λ is closed, but not exact on U, so that the field
P2 + Q2
a 9 Ό 3 ρ2 + q2
Χ=Γ'ι(\) = — + is locally Hamiltonian. Since X( ) = 1, JHs an infinites-
q2+q2 dq q + q2
2
dp 2
2 2
P + Ct .
imal non-standard symmetry of the Hamiltonian— 1^.

Apart from partial symmetries, it is sometimes useful to consider local symmetries of a Hamiltonian
near some fixed point j e i , that is, germs of partial symmetries at x. The study of local symmetries is
significantly easier than that of global ones. Besides, in the most interesting cases, they can be completely
computed. In §7.4 it will be shown that near non-singular points all Hamiltonians have identical structures.
The Lie algebras of local symmetries close to the simplest singular points can also be described, but to do
this is already rather complicated, and we omit it (we treat a particular case in §6.5).

§5. The structure of Hamiltonian systems


with a given degree of symmetry
We now study some structural features of a Hamiltonian system that
arise as a consequence of its symmetry properties. More precisely, we con-
sider an invariant that characterizes the symmetry of such a system, which
we call the "degree of symmetry", and we clarify what structural properties
a system with a given degree of symmetry has. We shall show, in particular,
that the symmetries generate a double fibering of K.
Unfortunately, a theory that could be used to test the presence of one
symmetry or another of a given Hamiltonian and, in particular, to calculate
its degree of symmetry, is still waiting to grow out of "alchemy" into
192 AM. Vinogradov and B. A. Kupershmidt

"chemistry". The classical many-body problem is a well-known illustration


of our helpnessness with similar questions. Therefore, eschewing alchemy,
we shall pass this problem by in silence.
5.1. We say that a system of functions fx, . . . , fk G cF{K) is
essentially independent if the set {x G Κ \ rank (dfx \x, . . . , dfk\x) < k}
has no interior points. By the degree of symmetry s(H) of a Hamiltonian
Η we mean the largest number k such that there is an essentially
independent system of functions fx, . . . , fk G JF(K) for which
{U, U) = {/,, H) = 0 (1 < /, / < * ) .
LEMMA 5.1. //{/;, fj} = 0, 1 < i, j < k, then the fields Xi = Xf. are
tangent to the manifolds Pc = Ρ(θχ, .. . , ck) = {x e K\f^x) = ct, 1 < / < & }
{provided, of course, that Pc is a manifold).
%i(fi) ~ {/i> fj] = 0» therefore Xt is tangent to the surfaces
{fj = Cj}, 1 < / < / : , hence also to their intersection Pc.»
COROLLARY 5.1. 1 < s(H) < n.
Let (/i, . . . , fk) be the system of functions figuring in the definition of
s{H), and χ G Κ a point such that dfx \x, . . . , dfk \x are linearly independent.
Let PF(x) = {y G K\fj(y) = /f(;c), 1 < i < k}. Then near x, by the implicit
function theorem, Pp(x) is a (2n ~ fc)-dimensional submanifold of K. By
Lemma 5.1, Xt is tangent to PF(xy, in particular, Xt\x G TX(PF^). Since
the Xt are linearly independent, dim Tx (Pp(X·)) - 2n - k > k, hence k < n,
that is, s(H) < n. On the other hand, if the system consisting of the
function fx = Η is essentially independent, that is, the set
Β = {χ Ε K\dHx = 0} has no interior points (int Β = φ), then s(H) = 1.
If int Β Φ φ we can take for / t a function that coincides with Η on
Κ \ int Β and for which int [{x G K\ dfx \x = 0} Π int Β] = φ.
We omit the proof that such a function exists, both because it is banal
and because Hamiltonians of this sort do not occur "in nature"."
5.2. We start by studying Hamiltonian systems of degree of symmetry
> k. Let fx, . . . , fk be some collection of essentially independent
symmetries of a Hamiltonian Η, Χ = XH, Xi = Xt and {A*} *=> Xt. Since
{/i. ti) = 0, we have [Xp A)] = 0 and A\ * A\ = A\° A\. The first
important structural feature of our system consists in the possibility of
fibering Κ into a family of disjoint submanifolds (with singularities) of
dimension 2n — k, "woven" out of the trajectories of X. To construct
these manifolds, we consider the level surfaces of the functions
f{. Ρ,·(λ) = {x\fi(x) = λ} and their intersection
k
Pc = ΓΊ PjiCj), c = ( c t , . . . , ck). By Lemma 5.1, the trajectories of X
i"=l
lie on the manifolds Pc. In what follows it is convenient for us to assume
that fx - Η (for otherwise we could add Η to the functions fx, . . . , fk
and argue as in the proof of Corollary 5.1). Under this assumption, the
sets Pc lie on the level surfaces of H. If χ G Pc and dfx \x, • • • , dfk \x
The structure of Hamiltonian mechanics 193

are linearly independent, then near χ the set Pc is a submanifold of


dimension 2« - k, that is, Pc Π U is a submanifold, where U is some
neighbourhood of χ in A". By the essential independence of the system of
functions fl} . . . , fk, the points where the differentials dfx \x, . . . , dfk \x
are linearly dependent form the "inessential" part of AT. Therefore, loosely
speaking, Pc is a submanifold near almost all points χ Ε Pc. Henceforth
we call the sets Pc manifolds, regardless of the fact that they may have
singularities, and we bear in mind that all our arguments for which it in
fact matters that the Pc are genuine manifolds (without singularities) are valid
for those points χ Ε Κ near which Pc is a manifold. Clearly, Pc Π Pc· is
non-empty only if c = c, and U Pc = AT. In this sense we say that Κ is
fibred by the ^-parameter family {Pc}, c G R 4 , of manifolds of dimension
2n-k.
Let 7: / -*• Κ be a trajectory of XH, / C R. Since y(I) C Pc for some
c Ε Rk, and since Pc is closed, the closure of y(I) also lies in Pc. This
shows that "the more symmetrical the Hamiltonian system, the less
intricate are its trajectories in AT". Furthermore, we obtain the following
necessary geometrical condition for a Hamiltonian system to have degree
of symmetry > k: there must be room for the closures of all the
trajectories of the Hamiltonian system on (2n — &)-dimensional sub-
manifolds of AT. This circumstance enables us to give fix an upper estimate
for the degree of symmetry of a Hamiltonian system if we know some of
its trajectories. We must, however, remark that it is very difficult to realize
this possibility in practice.
5.3. It is pertinent to ask how far the functions f1, . . . , fk that form
a maximal collection of pairwise commuting symmetries of a given
Hamiltonian Η are uniquely determined. If we form new functions
fi ~ <Pi(fi, • • · , /#) 0 = 1, · · · , &)> so that they are essentially independent,
for which it is enough to insist that the determinant vanishes on a
9// I
set S C Rk = {(/^ . . ., fh)} without interior points, then, by (3.3),
{fi, H) = {fi, 7;·} = 0 ( 1 < i, j < k), that is, Jy, . . . , Jk again form a
maximal collection of commuting symmetries of H. If we form the_
manifolds P- - {χ Ε K\ft(x) = c{}, c = (Εγ, . . . , ck), then Pc C P-,
where c,- = φ^Ογ, . . • , ck). And if, moreover, c ^ S, then c,· can be
expressed in terms of ct, P- C ? c , hence, Pc = P^. Thus, the collection of
manifolds Pc coincides with P^ if we disregard the hypersurface

S = \ χ Ε ATI j (x) = (H . Clearly, the converse also holds, so that we


have the following result.
PROPOSITION 5.1. The symmetries f1; . . . , fk of the Hamiltonian Η
are uniquely determined up to a transformation ft = φ£/χ,. . . , f k ) , i= 1, . . . , k,
194 Α. Μ. Vinogradov and Β. Α. Kupershmidt

if and only if the collection of manifolds Pc is uniquely determined by H.


An example of a non-unique collection is given by the Hamiltonian
2 2
Η = ql G ^(T*(R )% where (<?,-) (i = 1, 2) are coordinates in R , and
(qit p{) is the corresponding special system of coordinates. The collection
= =
Λ Qi> ίϊ ?2> is clearly not functionally related to the collection
<7i. P2-
There are, however, Hamiltonians for which Pc is uniquely determined.
A relevant example will be given in §6.5. We remark that the reason for
uniqueness in that example lies in the fact that the trajectories of XH fill
out everywhere densely "almost all" the manifolds Pc, which are, therefore,
invariantly defined as the closures of the trajectories of XH. A similar cir-
cumstance apparently occurs for "almost all" Hamiltonians whose level
surfaces are compact. A priori one can suppose that there are similar but
more complicated mechanisms for the behaviour of the trajectories of XH
ensuring the uniqueness of the family {Pc} in general.
To sum up, we can say that the degree of symmetry characterizes the
degree of intricacy of the trajectories of XH, while the character of
intricacy of these trajectories is connected with the problem of the unique-
ness of the family {Pc}· Arguments to be introduced in §6 below for the
case k = η show that the ratio s(H)/n, 0 < s{H)jn < 1, can be interpreted
as the degree of integrability of the corresponding Hamiltonian system, so
that integrability and symmetry are practically one and the same. The inter-
relations between properties of symmetry and solubility (integrability) that
arise in Hamiltonian mechanics are essentially the same as in the theory of
algebraic equations, where they are described by Galois theory. Unfortunately,
the lack of methods of finding the algebra Sym Η is a serious obstacle to
the practical use of a "Hamiltonian Galois theory", even if it were
constructed.
5.4. For further investigation of the structure of a Hamiltonian system
in a neighbourhood of an arbitrary point χ G Κ we make use of the map
o^: (ti, . . . , tk) = t -*• At(x) - A] o . . . ο Α* (χ). Generally speaking, ax
is not defined for all ( G R 4 , because the fields Χγ, . . . , Xk need not be
full. On the other hand, it is not hard to see that there is in R* a
neighbourhood Ux of zero such that o^. is defined on Ux. Decreasing Ux
if necessary, we can choose a neighbourhood Vx, 0 G Vx C Ux, such that
Alt°A't(x) = A'tp A\,(x) for any t e Vx. Such neighbourhoods Vx we call
admissible. We ; denote by Nx the set a ^ ) = {y € K\y = At(x), t G Vx).
Our next aim is to describe the structure of Nx.
LEMMA 5.2. Suppose that rankC*!^, . . . , Xk\x) = s. Then
rank (X1\y, . . . , Xk\y) = s for any point y e Nx.
Let y = 0^.(0 = At(x), t G Vx. Then Xt\y = (dAt\x)(Xj\x) in view of
the fact that At maps Xi to itself. Furthermore, dAt\x is an isomorphism,
since At is a diffeomorphism. Therefore, rank (T, \y, . . . , Xk\y) =
CTjlx, . . . , Xk\x) = s. •
The structure of Hamiltonian mechanics 195

LEMMA 5.3.If rank (X1 \x, . . . , Xk\x) = s, then Nx is an s-dimensional


embedded manifold.
1) Let s - k. By Lemma 5.2, rank dax \t = k, t Ε Vx. Hence Nx is an
embedded manifold of dimension k.
2) Let s < k. We choose s linearly independent vectors from among
Xl\x, • • • , %k\x- Let these be, for example, Xy\x, • • • , Xs\x- We denote
by Vx the intersection of Vx with the subspace
{τ} == {(*!, . . ., ts, 0, . . ., 0)} in R*, and let ax = o j p . By Lemma 5.2,
rank dax = s, and from the part of Lemma 5.3 already proved we conclude
that Nx = Ιτηοίχ is an embedded manifold of dimension s. Further,
Nx = Nx, since Xs+1, . . . , Xk are tangent to Nx: at χ this is so because
Xs+1 \x, . . . , Xk\x can be expressed linearly in terms of X1 \x, . . . , Xs\x,
and since (dAr\x) (Xj\x) = XjL· (T), the vectors
Xs+1 \a (T), · · · , Xk[a (T) c&n i n the same way be expressed linearly in
t e r m s οί Χ,\αχ{τ), ..., Χ,\αχ{τ).·
REMARK 5.1. The map ax and the manifold Vx can, clearly, be formed
by means of the construction we have described, for an arbitrary system
of commuting fields Xlt . . . , Xk on some manifold M. In particular, the
fields Xj = Y~l{dfi), where {/,, fj} = const, are such a collection.
REMARK 5.2. Let rank {Xx \x, . . . , Xk\x) = k. Then
.4,(0,(0) = dx(t + t') = (^{r^t')), where t, t' e Vx, rt{t') = t + t''.
Since — (rre_) = -^—, where ei is the /-th basis vector in R*,(i ; ·^·) = δ / ; ),
=
we have o^ (-^T-) XJ\N • Thus, ax identifies Nx with Vx and the

system of fields Xt\N with the system of coordinate fields, that is, OLX
is a multidimensional analogue to the concept of a trajectory (see §0).
Let y G Nx, y = At(x), and ζ Ε Ny, ζ = At<(y). As we remarked above,
the point At'+t(x) may be undefined (because the Xt are not full), whereas
the point At>(At(x)) = At-(y) = ζ may be defined. Therefore, it is natural
to consider the "transitive completion" of Λ^, that is, the set
k
Nx = {y G K\ 3 t1, . . . , ti <E R : y = Ati° . . . °At (x)}. It is clear that
if Nx η Ny is non-empty, then Λ^ = Ny. By Lemmas 5.2 and 5.3, the
set Nx, which consists of the Ny, y Ε Νχ, is an embedded submanifold.
Thus, we see that Κ is fibred into non-disjoint fibres formed by the
embedded submanifolds Nx. Also, owing to the essential independence of
the functions fl, . . . , fk, the open everywhere dense set UQ in Κ where
the differentials dfx, . . . , dfk are linearly independent is fibred into
embedded submanifolds of dimension k. In the complement Vl = Κ \ Uo
we can choose a set Ul, open in Vx, on which rank (dfi, . . . , dfk) = k - 1,
and in the same way it is fibred into embedded submanifolds of dimension
k-\, and so on. Thus, the collection of symmetries of a Hamiltonian
196 Α. Μ. Vinogradov and Β. Α. Kupershmidt

system determines a "hierarchic" division of the canonical manifold Κ


into submanifolds Us( s = 0, . . . , k) at whose points the rank of the
system dfx, . . ., dfk is equal to k - s and each of the submanifolds Us
is "fibred" by submanifolds of the form Nx of dimension k - s.
Thus, the system of symmetries determines two fiberings of K: into
the manifolds Pc and into the manifolds Nx. Lemma 5.1 shows that every
Nx lies in Pc, c = F{x). Thus, the Nx, χ G Pc, in their turn fibre the
manifolds Pc, so that we get a "double" fibering. It is useful to note that
the Λ^ are pre-Lagrangian, that is, Ω[/ν = 0. For
ilx(Xi\x, Xj\x) = {ft, //} (x) = 0, and the vectors Xt\x(i = 1, . . . , k)
generate TX{NX). Therefore, Ω Χ | Γ φ ) = 0.
5.5. We turn now to the case when the fields X{\^ are full. Here we
can completely describe the structure of the manifolds Nx.
THEOREM 5.1. If the fields X<\z are full and
rank {Xx \x, . . . , Xk\x) - s, then Nx is diffeomorphic to a manifold of
the form Tm X R s ~ m , where Tm = Sl X . . . X S1 is an m-dimensional
m times
torus.
Just as in the proof of Lemma 5.3, we can reduce the proof to the
case s = k. Owing to the fullness of the fields Χ{\^ the map <xx is
defined on the whole of Rk, and by Lemma 5.2 it is a local
diffeomorphism. We consider Ker ax = {t G Rk\ax(t) = x). Now Ker o^
is a subgroup of Rk. For if tit t2 G Kerc^, then «^.(^ + t2)-OLa ^t^(t2)-
= o^it^^x a n d χ = a x ( 0 ) = c x x ( t i + ( - 1 ^ ) - a ^t ^(- ί χ ) - αχ(- ίχ), t h a t
is, ( - i ^ G K e r a ^ . together with tl. It is not hard to see that Ker ax is
discrete. This means that every bounded set in R* contains only finitely
many points of Ker ax or, equivalently, that there is a neighbourhood W
of the origin in R* such that W η Ker ax = {0}. This last is true in view
of the fact that ax is a local diffeomorphism.
a t =
Let y G Λ^. and c^Oi) = ax(t2) = y. Then c^Oi - t2) - ax(t1)^~ i)
= (xy(-t2)=A_(t>)(y) = x, that is, t^-t2 G Ker o^. Conversely, if
t' G Ker o^, then αχ(ίχ + t') = a„ ( ί ' ) 0 ι ) = α*Οι) = y- Thus,
(^(ίι) = Οίχ(ί2) if and only if tx—t2 G Ker ax, that is, if and only if
tt and t2 lie in one and the same coset of Ker ax. For this reason, the
formula ^ ( [ i ] ) = 0^.(0, where [t] is the cqset of t G Rk under Ker o^.,
gives a well-defined map οζ,: R^/Ker o^ -*• Nx. This is clearly a one-to-
one correspondence and coincides locally with ax because ax is discrete.
Therefore, o^ is a diffeomorphism. By the theorem on discrete subgroups
of R* (see [25]), R^/Ker o^ « Tm X Rk~m, where m is the dimension
of the linear space spanned by Ker o^., which is equal to the number of
integral generators of this subgroup."
The structure of Hamiltonian mechanics 197

§6. Completely integrable systems

We now examine in greater detail for s(H) = η the situation described


in the preceding section. In view of Corollary 5.1, we should then call the
corresponding Hamiltonian system completely symmetric. But for reasons
that will become clear later, such systems are called completely integrable
(see also §5.3).
6.1. An important property of completely integrable systems is the
following: the manifold Nx is Lagrangian if Λ: is a point in general position,
that is, rank (Χλ \x, . . . , Xk\x) = n. For in this case dim Nx = η and, as
we saw above, Ω | ^ = 0. In the case in question, the manifolds Pc, "as a
rule", also are of dimension n, so that if Nx C Pc, then Nx coincides with
one of the non-singular components of Pc. (By a non-singular component
we mean a connected component of Pc \ Pfng, where Pfngis the set of
singular points of Pc.)
We now assume in addition that the fields Xt (i = 1, . . . , « ) are full (or
full in the relevant domain of K). In this case all the fibres Nx = Nx of
general form are of dimension η and, by Theorem 5.1, Nx = Tm X R"~m.
The integer m in this equation depends, of course, on Nx, that is, on x.
Thus, we arrive at a function m = m(x) which takes integer values and is
defined for all points χ Ε Κ where dim Nx - n. It is clear that
mix) = m(At(x)) and that m(x) is constant along the fibres Nx. We
investigate its structure in more detail.
Suppose that an «-dimensional submanifold W C Κ satisfies the conditions
(Τ): χ G W, W is Lagrangian, W η Nw = w Vw Ε W, TW(W) η TW(NJ = 0,
and m is defined on W. If W is a Lagrangian manifold intersecting Nx
transversally at x, then a sufficiently small neighbourhood of χ in W
satisfies (T) (since Nx is a submanifold). This shows that there are
manifolds satisfying (T). We consider the map
a = aw: W X R" -»• K, a(w, t) = aw(t) = At(w), w G W, t Ε R".
LEMMA 6.1. α is a local diffeomorphism.
We must show that da\(w t): T(w t)(W X R") -> Ta(w t)(K) is an iso-
morphism for V(w, t) G W X R " . B u t it follows from' (T) that this is so
for the points (w, 0). We now introduce rT: W X R" ^ W X Rn, rT(w, t) = (w, t + τ).
Then α = Ατ° α ° r_T, so that doc\(w f ) = dAt\w° da\(w 0)° dr_t\(wJ) for
τ = t, from which it is clear that da\^wj^ is also an isomorphism."
It is obvious that the set <x(W X R ") = U Nw is open, contains Nx, and is
uelf
invariant under all At. If y €= a(W X R"), then there is some w G W such
that y G Nw . Hence m(y) = m(w) and in studying the function m near χ
it is enough to study it only on W.
LEMMA 6.2. There is a neighbourhood V of χ in W such that
m(x) < m(w) Vu> G V.
We note that oTl{W) Γ) (w X Rn) = K e r c ^ . Since α is a local
198 Α. Μ. Vinogradov and Β. Α. Kupershmidt

diffeomorphism, α" 1 {W) is an «-dimensional submanifold of W X R"


transversally intersecting the fibres a" 1 (Nw) = w X R". We denote by Wt
the connected component of a" 1 (W) containing t G Ker otx, and we set
Wt = Wt. (i = 1, . · . , mix)), where tx, . . . , tm(x) is a basis of the discrete
' . mix)
subgroup Ker a,. Let F,· = {w G W \ Wt Π (w X R") Φ Φ}. Then V= D V, is a

non-empty open neighbourhood of * in F. The intersection Wr η (w X R")


if it is not empty, consists of a single point, which we denote by lt(w),
and we set /,· = /,. Since L(w) depends smoothly on w, the vectors
' 'i
l;(w) (/ = 1, . . . , m(x)) are independent in some neighbourhood F C V of
χ in W. But lj(w) G Ker o^ , so that rank (Ker <xw) > m{x) if w G F,
that is, m(iw) > m(x). •
COROLLARY 6.1. 77?e function m{x) is locally constant, that is, the
union of the open sets on which m(x) is constant is everywhere dense in
its domain of definition.
This follows from Lemma 6.2 and the fact that m(x) is integral-valued."
LEMMA 6.3. Suppose that m(x) is constant near χ and that the neigh-
bourhood V constructed in the proof of the preceding lemma is connected.
Then a'l(V) = U Wt, where Wt = Wt η « " ' ( F ) .
r e Ker αχ
Let Ε be some connected component of a~l (V), distinct from all the
Wt, i e K e r o ^ , and WE = {w G V\(w X R") η Ε Φ φ). Clearly, WE is
open in F and χ £ WE. Let e(w) be the unique point of intersection of
w X R" with E, w G WE. Since e(u>) G Ker aw, rank (Ker a^) = m(x),
and the vectors li(w), . . . , lm(x^(_w) are linearly independent for w G F,
we see that e(«;) = Σ \i(w)li(w), where the 1((ιυ) are rational numbers.
/= ι
The functions Xj(w) are clearly continuous, hence are constants λ(·, so
that the domain WE, which is diffeomorphic to E, is connected. If
mix)
w0 G WE\ WE, then the point e(w0) - Σ λ.·/·(ΐϋ0) lies in Ker cr, , being a
i=l

limit point for Ε - U e(w). For the same reason its connected com-
ponent E' in of'CE) contains E, and E' \E 3 e(u70). This contradicts the
fact that £ is a connected component."
COROLLARY 6.2. lx (IU), . . . , lm(x)(w) form a basis of Ker a^ /or
w G F.
6.2. Suppose that W satisfies (Τ), υ,- = a*(/j), r,· = π*(ί ; ), where
it(w, t) = t = (f j , . . . , /„ ), (iw, 0 G W X R". Since α is a local diffeo-
morphism, the form Ω = α*(Ω) defines a canonical structure on W X R".
It is clear that α (——)= X{. Hence the fields— is Hamiltonian (with
The structure of Hamiltonian mechanics 199

respect to Ω), α*(/}) = υ,- is its Hamiltonian (Corollary 2.2), and


9
r — (Ω) = 0. We calculate Ω in the coordinates (υ, τ). If

Ω = Σ aijdVj dTj + Σ (bk!dTk Λ drx + ckldvk Λ duj), then


1< i j < K k < K n

it follows from ^-
dT
(Ω) = 0 that dT^ = ~dT =^-dr = 0, that is,
s s s s
aijt bkl, and ckl are functions of the variables υ only. Next, Nw, and hence
also w X R" = a" 1 (JV^) are Lagrangian manifolds. Therefore,
0 = £l\WXRn - Σ bkl(v(w)) drk A <&7 from which it follows that
k,l
bkl = 0. Because W X {0} C H/ X R" is Lagrangian, we have
0 = £l\wx {0 )= Σ ckl{v)dvk f\ dv;, that is, ί λ / = 0. Finally, since
k,l
η

dVj - -Ω3/3τ, = Σ dij^dv^ we have αί;·(υ) = δ^-, so that we have proved

the following result.


« η
LEMMA 6.4. Ω = Σ dvt f\ drt.
i=l
COROLLARY 6.3. (complement theorem). Suppose that in a domain
U C Κ the differentials of the functions &Ί, . . ., <ίΡη are independent
and that {&i, &)} = 0. T/ze« for V u 6 (/ i/?ere is fl neighbourhood
U' C U and functions Qlt . . . , Qn Ε &(U') such that the family (S 5 , Q)
forms a canonical system of coordinates in U'.
Let χ = u, ft = &>{ and (x X 0) C V' C W X R" be a domain such
that a(K') C U and α | κ - is a diffeomorphism. Then we can set
ot(V) = J7' and Qi = (oc\v\)*(Ti).m
6.3. Action-angle variables. We consider the coordinates qi = f{\w on H7,
and let (ρ{, qj) be special coordinates on T*{W). The map
β: T*(W) -> Η/ χ R" given by j3*(uf) = qt, β*(τ() = pt is, by Lemma 6.4,
an anticanonical diffeomorphism, that is, β*(Ω) = ~ Ω ^ . We assume hence-
forth that V = W satisfies the conditions of Lemma 6.3 and is, in addition,
simply-connected. Then /,· = β~χ° /,-: W -*• T*(W) is a section of the fiber-
ing T*(W) •+ W and l^W) C {<χ°β)~ι(\\/) is Lagrangian, since W is.
Therefore, /,· = sdw_, where w^q^, . . . , qn) G ,ψ{\¥). It follows from the
independence of the vectors /,·(«;) that the differentials dwi are independent
therefore, the system of functions w1} . . . , wm(x) can be complemented
by functions Wjiq^, . . . , qn) (j = m(x) + 1, . . . , « ) to a coordinate system
in W. We consider the special coordinate system (ιυ{, π;·) in T*(W)
corresponding to the coordinate system w{ in W. Then
(α ο β)~1(]\>) = U {7Tj- = nt\ i = 1, . . . , m(x)}, where we have set
ZW
« = ( « ! , . . . , «OT(X)), «, G Z. We define a free action of the group
200 Α. Μ. Vinogradov and Β. Α. Kupershmidt

on T*(W) by the rule: k '(wj,,. . . , wn, πι,. . . , πη) =


= iw1)...,wn,n1 +kl,..., nm(x) + kmM, irm(Jtl+1,. . . , πη), where
k = (kx, . . . , kmM) G Zm(-XK By construction lj(w) is the point of the
fibre 7^ (HO with coordinates π;· = δ^·, i = 1, . . . , mix). Hence, if
a(z) = y, y GNW, then (αo0)-i(y) = Γ > „ < » ) = Fl{z + K e r a J =
= β~λ(ζ) +β~1(Κ&τ aw) is the orbit of β~1(ζ) under the given action of
jm(x) Th U S ) t h e m a p a o β i n d U C es a diffeomorphism
7: T*(W)/ZmM -> a(fV Χ Λ"), T ( Z m ( j c ) ·«) = a(j3(w)), Μ G Γ * ( ^ ) . If
g: T*{W) ->• r*(W)/Z m ( ; c ) is the natural projection, then there are many-
valued functions φ{ = π , · 0 ^ " 1 , μ,· = ιν{ ° g~l defined on T*(W)/Zm^x\ In
actual fact they are clearly single-valued, with the exception of
ψχ, . . . , φ^χ), which are defined mod 1. In particular, their differentials
are always single-valued, so that the form Ω = Σ άμί f\ άφί is well-defined
I

and γ*(Ω) = Ω. Setting &Ί = (7~ 1 )*(μ ί ), &t = ( τ " 1 ) * ^ ) , and noting that
I^J = Wj(fi, . . . , / „ ) (see above), we arrive all in all at the following
theorem.
THEOREM 6.1. Let Η be a completely integrable Hamiltonian,
f\, ·•·>/„ be a complete collection of symmetries of it, and let the fields
Xf. be full. Then for every point χ G Κ near which mix) is constant,
there is some neighbourhood U, invariant with respect to the operators At,
and canonical coordinates β,·, ^ , , of which fix, . . ., fim(a, are many-
valued functions defined mod 1, such that Η = ψ(&ι, . . ., 5 s n ).
REMARK 6.1. When mix) = n, all the coordinates β^ are defined mod 1,
that is, they are cyclic (or "angles")- In view of the formula below, the
variables &Ί are called "actions", and all together action-angle variables.
6.4. In the coordinate system ((§, SF>) we have constructed the
Hamiltonian system in question has the form
(6.1) ®t = H&it ^ =0 (1=1, . . . , B ) .

Therefore, &Ί - a ; = const, and β;· = |3;/ + j3°, where


β· = Hga{ax, . . ., an), so that the system has been completely integrated,
which explains its name. The numbers |3; = j3,(x) (z = 1, . . . , mix)) can be
understood as the frequencies with which a point moving along the
trajectory of XH passing through χ runs round the torus TmM (by virtue
of the diffeomorphism Nx = Tm{x) X R " - ^ * ) constructed above). The
frequency vector β = (/3l5 . . . , /3m(x>) is not uniquely determined by Η
and x, since it depends on the choice of the representation of Nx in the
m m
form T X R"~ . But in the important special case m = η the frequency
vector (j3i, . . . , |3n) is uniquely determined by the choice of cyclic
coordinates on the torus Tn « Nw. The tori Nw are, generally speaking,
in this case completely determined by Η itself. For if all the frequencies
The structure of Hamiltonian mechanics 201

βι, . . . , βη on Nw «* T" are independent over Z, then the trajectories of


XH are everywhere dense on Nw, so that Nw is in this case the closure of
one of the trajectories. If the "frequency map"
Nw -> β(ιυ) = (βλ (w), . . . , βη (w)) is an epimorphism, then the trajectories
of XH are everywhere dense on almost all tori Nw. Therefore, these tori
and, as is not hard to see from continuity arguments, all the others are in
this case uniquely determined by H. This is certainly so if
dm
Φ Ο on U. In this case the Hamiltonian system is called non-
degenerate. The cyclic coordinates @,t on Nw « T" are uniquely determined
by the choice of basis in Ker o^, that is, up to a integral unimodular
transformation. Since such a transformation must depend continuously on
iv, but is integral, it does not, in fact, depend on w. So we come to the
following result.
PROPOSITION 6.1. Suppose that m = η and that the Hamiltonian system
under discussion is non-degenerate on the domain U of Theorem 6.1. Then
the tori Nw, w €ϊ U, are uniquely determined by the Hamiltonian, and the
frequency function β(ιυ) = {β\{τν), . . . , βη(ιν)) is uniquely determined up
to a integral unimodular transformation of the image.
6.5. Cyclic "actions". We now indicate a method of finding the
coordinates eT^, . . . , eFm(3C) introduced above directly. Let
7,·(α), a = (fl!, . . . , an), at = f^w), be the cycle on Nw « Tm(x) X R"
defined by the equations (sLj = 0, j Φ i. If ρ - Σ Ι ^ ^ β * , ' then

il\u = dp' and \ p' = \ &Ίά@,(~ΰ^ι I dfij^^j, since ^ \Nw is


Υ;(α) Yj(a) γ. (a)
constant. Let p" be another form such that dp" = Ω ^ . Then

d{p' — p") = 0 and ] {p — p") does not depend on a, that is, it is

a constant σ,-. This follows from Stokes' formula owing to the fact that
the cycles 7;(<z) and 7,-(a') are, obviously, homologous. Therefore,

j ρ = j p" + at. And so


Υ; (α) Y; (a)

Y ; (a)

Complementing the system obtained in (6.2) by functions


<95i = (95j (fi, . . - , /„) (i = m + 1, . . . , ή) in such a way that the system
aPt, . . . , a^n is independent, we obtain half of the coordinates introduced
above, with Η = Η{$Ί, . . . , <^n). This is enough to study the frequency
map and the frequencies of the system in question. To find the
corresponding coordinates 6,t we consider any Lagrangian manifold V
intersecting all the fibres Nw, w Ε U, transversally. Then, if Yt = .
202 Α. Μ. Vinogradov and Β. Α. Kupershmidt

and {4} <-• Yu the manifolds Κ = (A\ ° . . . ο A" ) (V) are the
surfaces {$;=*; | i = 1 , . . . , « } . Therefore, the question of constructing
the functions (Hi is reduced to the integration of the Hamiltonian fields
Yi,..., Yn.
If m = n, then (6.2) defines all the functions ^ t . In the case Κ = T*{M)
we can take for ρ the universal form ρ = Σ ρ,-ify,·, whose integrals along
one path or another are customarily called the action. Therefore, the
($;» $*ύ a r e in this case called "action-angle variables".
6.6. To conclude this section, we apply the theory we have set out to the problem of the local
classification of Hamiltonians at a singular point.
Let η = 1, that is, dim Φ = 2, H(x) = h(x) = 0, dH = dHx = 0. We ask, is there a canonical
transformation in a sufficiently small neighbourhood^ of χ that takes Η to h and leaves χ fixed? For this, first
of all, it is necessary that there is an ordinary (not canonical) transformation satisfying the stipulated
conditions. By Morse's lemma (see [9]), the equivalence of the Hessians of Η and h at x, provided that
they are non-degenerate, is necessary and sufficient for this. We recall that the Hessian Hess(ip) of a
function φ at a point χ where ά(φ)χ = 0 is the following bilinear form on TX(K): Hess(^)(£, r,) =
= Χ(Υ(φ))(χ), ξ, η e TX(K), Xx = t,Yx = η. The formula άω(Χ, Υ) = Χ(ω(Υ)) - Υ(ω(Χ)) - ω([Χ Υ]),
applied to ω = άφ, shows that Χ(άψ(Υ))(χ) = Y(d<t(X))(x), from which it follows that Hessfa) is
symmetric and well-defined, that is, does not depend on the extensions X and Υ of the vectors ξ and η.
Next, we suppose that Hess Η and Hess h are positive-definite, hence equivalent. Then the level surfaces
of Η and h near χ are closed curves.
We construct the action-angle variables 3d, & for Η in a neighbourhood of x. By § §6.4 and 6.5, the
function 5° is uniquely determined up to a constant by the level lines of H, which we normalize by setting
^(x) = 0, and the cyclic coordinate & is uniquely determined up to a constant. In the same way, we
construct action-angle coordinates &', &' for the Hamiltonian h. The required canonical transformation
(if it exists) must take the level lines οϊ Η to level lines of/!, consequently, the normalized action 3° to
the normalized action 3°'\ the cyclic coordinates & and &' must go into each other, up to a constant.
Therefore, there is a canonical transformation carrying Η to h if and only if Η and h, as functions of their
normalized actions, coincide. What we have said shows that knowledge οι Η together with all its derivatives
at a singular point does not allow us to recover the Hamiltonian itself up to a canonical transformation;
for example, we can add to Η any function of 3^ that is flat at x.
We should mention that under the above hypotheses (m = η = 1, positive-definiteness of the Hessians),
the algebras of local symmetries are nonetheless unique, that is, are carried into each other by a
canonical transformation. For these algebras, which consist only of functions of the actions, are identified
d
under identification of the coordinates 3°, (E and 3 ', &'.

§7. The theorems of Darboux and Weinstein

One of the possible formulations of the classical theorem of Darboux


asserts that locally all canonical manifolds of dimension In have the same
structure. We shall prove this below, together with vastly more general facts
discovered recently by A. Weinstein. We recommend the reader also to look
at the classical proof of Darboux' theorem (see, for example, [2]).
7.1. We consider the following situation. Let Ω ο and Ώ,λ be two closed
non-degenerate 2-forms on a manifold M, dim Μ = 2n. By an exact
deformation A = ( ω ρ φ{) of Ω ο and Ω,χ we mean two f-smooth families
of forms ω Γ Ε A2(M) φί e A1 (M), 0 < t < 1, such that ω 0 = Ω ο ,
ωχ — Ωι, άωί = 0, άφ( = — ω( and ω( is non-degenerate for all t. We
The structure of Hamtttonian mechanics 203

call x Ε Μ a fixed point of such a deformation if ψ( \x = 0, 0 < t < 1.


The set fix (Δ) of fixed points of Δ is clearly closed.
THEOREM 7.1. Suppose that two closed non-degenerate 2-forms Ω ο and
Ω! on Μ are joined by an exact deformation Δ = ( ω ρ φ{). Then there are
domains Uo and 6Ί of M, Uo η U1 D Ώχ(Δ), and a diffeomorphism
F: Uo -»• U1 such that F * ^ ^ ) = Ω ο Ι ^ and F | f i x ( A ) = id.
We try to construct a family of diffeomorphisms Ft such that the form
F*(cot) does not depend on /, that is j - F*(co f ) = 0, 0 < t < 1, and Fo
is the identity map. Except for the condition F | f l x ( A ) = id, this would give
us the result needed, because Ω ο = ω 0 = F$(to o ) = F*(CUI) = ^ ( Ω χ ) and
we can set F = Fv But 0 = j - F*(<of) = F*(7 f ( W f ) + £-ω() = F*(r f (w f ) + d<pt),
where Yl e 2){M) is the family of vector fields corresponding to the
family Ft (see §0), from which it follows that 0 = Y\ut) + άφν Since
άω( = 0, we have Υ'(ω{) = d(Yl J cof), and we arrive at the condition
d(Y' J ω ? ) + άφ{ = 0, which is satisfied if we define Y{ by
Y1 J ω{ — —φΓ Since ω( is non-degenerate, this equation is uniquely
soluble (see §2.2) and defines a smooth family of fields Y( Ε 3)(Μ).
Since φι\αΧ(Α)= 0, we see that ^VIXCA) = 0' therefore, if Uo is the set of
points where F^ is defined, clearly Uo is open,
Λΐίϊχ(Δ) = ^ . Uo D ίϊχ(Δ) and U, = F,{Uo) => βχ(Δ).·
REMARK 7.1. The proof we have given shows that if Μ is compact,
then we can take for the domains Uo and U1 the whole of M.
COROLLARY 7.1. (Darboux' theorem). Let {Kt, Ω,·) (/ = 0, 1) be In-
dimensional canonical manifolds, and a,- €= Kt. Then there are neighbour-
hoods Ui of ai and a diffeomorphism F: Uo -* ϋχ such that
F*(£ll\u ) = Ω ο | { / , that is, all canonical manifolds of one and the same
dimension locally have the same structure.
Since, by §1.4, the 2-forms Ω,·^. are isomorphic, we choose a linear
map a: Ta (Ko) -*• Ta (Κχ) giving rise to some isomorphism of the forms
Ω,·|β., and we extend it to a diffeomorphism A: Vo -*• Vx of certain
neighbourhoods Vi of at (that is, dA\a = a). Then >1*(Ω 1 | 2 ι ) = Ω 0 | β ,
hence in some neighbourhood Vo C Vo of a0 the form
ω{ = Ω ο + ί(^4*(Ω χ ) - Ω ο ) , 0 < t <^1, is non-degenerate (because
ω{\α Ξ ί ί ο | β ) and closed. Shrinking Vo, if necessary, we can find a
φ EAl(V0), V| flo = 0, such that (Α*(Ω,χ) - Ω ο ) | ^ = άφ. Then, setting
φ{ = φ, we arrive at an exact deformation Δ = (cof, φ() of Ω ο into
Α*(Ώ,χ) on Vo, with a0 Ε ίϊχ(Δ). When we now apply Theorem 7.1 to
the situation in hand, we find a diffeomorphism
F: Uo -+ Ult a0 Ε (Uo Π υλ) C Vo, such that
(Ω,χ )|gf ) = Ωοΐ^ . We obtain the required diffeomorphism F and
204 Α. Μ. Vinogradov and Β. Α. Kupenhmidt

the domain Ul C Ki by taking F = A ° F, U1 =


7.2. We now consider the problem of canonical coordinates (see §2.2).
From the results of Section 7.1 we deduce the following proposition.
PROPOSITION 7.1. Every point χ of an arbitrary canonical manifold Κ
has a neighbourhood furnished with a canonical system of coordinates.
Let R 2 " be the space of sequences (ql9 . . . , qn, ρχ, . . . , pn). We
η
introduce a canonical structure on R 2 " via the form Ω! = Σ dp{ Λ dq(. Let
/=i
2
y G R ". Then by Corollary 7.1 there is a diffeomorphism F: Uo -> U1}
χ G Uo C K, y G Ux C R 2 ", such that ^ * ( Ω 1 | ^ ) = Ω | ί ν Therefore,
the functions 07s j = F*{pt), S; = F*(<?,·) form a canonical system of
coordinates in t / 0 . "
7.3. Our next aim is to investigate the structure of a canonical manifold
Κ near some Lagrangian manifold L. With the help of Theorem 7.2 we
shall show that it is the same as that of T*(L) near/, = so(L), O e A ' ( L ) .
In what follows we prepare the ground for the application of this theorem.
Let L C Κ be a Lagrangian manifold, and X(x) the totality of all
Lagrangian planes in TX(K), χ S L, transversal to the Lagrangian plane
TX{L) C TX(K). Then X{x) is a contractible manifold (Lemma 1.4). The
set X = U X(x) can be naturally furnished with the structure of a
smooth manifold. We have the obvious projection p : X -»- L, p(X(x)) = x,
which is, clearly, a smooth fibering with fibres X(z). The fact of
elementary topology according to which there exist sections of a fibering
with contractible fibres (see, for example, [7]), together with a procedure
of smooth approximation proves the validity of the following assertion.
LEMMA 7.1. There is a family of Lagrangian planes
l(x) G X{x), χ G L, depending smoothly on x.
We remark that the map vx: lx -* T*{L) defined by the formula
(^χ(α)> Ό = Ω χ (α, ξ), α G l(x), % G TX(L), is an isomorphism (see §1.5).
The totality ./V of all vectors a G l(x), χ G L, is, clearly, a submanifold
of T(K), and the projection π ^ : Ν -*• L (IT: T(K) -*• K) turns it into a
smooth vector bundle over L with fibres l(x). The map ν: Ν -> T*(L)
defined by the formula v\ux) = vx is an isomorphism of vector bundles.
The vector bundle TV -*• L is, clearly, a fibering isomorphic to the
normal fibering of L in K. We identify L with the zero section of
Ν -*• L and Tx(l(x)) with l(x), χ G L. This allows us to identify
with TX(K). The "tubular neighbourhood" theorem (see [11]) then
guarantees that there is a diffeomorphism a: U' -*• K, where U' is some
neighbourhood of L in TV, such that a\L: L -+ L and
dax: TX(N) -*• TX(K), χ G L, are the identity maps. Let U = v(U'). Then
b = a o v~l: U -* Κ is a diffeomorphism, and by construction
b*(Sl)x = (SlL)x Vx e L, where Ω ζ G A2(T*(L)) is a canonical 2-form
The structure of HamUtonian mechanics 205

on T*(L). We set Ω ο = %(ί/)> Ω ι = ( * * Γ 1 ( Ω Χ ) . Then Ω ο and i2 t are


closed non-degenerate 2-forms on b(U) D L, Ω0\χ = Ω ^ , V* G L, and
Ω 0 | Λ = Ω 1 \L, since L is Lagrangian. The form to r = Ω ο + ί{£Ιλ - Ω ο ) is
such that ω(\χ - Ω0\χ, Vx G Z,. Hence, there is a tubular neighbourhood
Vo, b(U) D F o D L, such that co f | K is non-degenerate for all
t, 0 < t < 1. Let # : Γ * α ) -> Γ*(Ζ,°) be a "homothety" with coefficient
(1 - / ) , that is, β'((λχ) = (\-t)\x, \x £ T*(L) C T*{L), β, =
= 6 ο /j; ο ( Ζ Γ ) ^ : F o ->• Κο, and let r f G 35(FO) be the family of vector
1

fields on VQ corresponding to the family |3 f . If ω = Ω χ ~ Ω 0 , then


άω = 0 and Υ*(ω) = d(Y{ J ω). Therefore,
£ = ά{β*(Υι J ω)} and
β?(ω) - ω = d | |'/3*(r f J ω) dt) . Since jSj = i ° ( π ^ ) ! ^ ° a" 1 , where
Ό
i: L -+ Κ is the natural embedding, and /*(ω) = ω\ι = 0, we see that
ι
β*(ω) =0,hence, ω = άφ, where φ = - Ι β*(Υ[ J ω) dt. Noting, finally, that

= ω = άφ, we conclude that Δ = (ω., φ. = φ) is an exact deformation


at ' '
of Ω ο into Ω! on F o , with L C ίϊχ(Δ), because ω^ = 0, Vx G L.
Applying Theorem 7.1 to this deformation, we find neighbourhoods Uo
and Ult Vo D Ut D L (i - 0, 1) and a diffeomorphism F: Uo -> Ux
such that F*{Q.l\u) = Ω,,ι^, F\L = id. Then the composition
c = b~l° F is such that c*(flL) = Ω\ν and c(L) = L, so that we reach
the following result.
THEOREM 7.2 (Weinstein [12]). Let L C Κ be some Lagrangian
manifold. Then there are neighbourhoods Κ D V D L and T*(L) D W D L
and a diffeomorphism c: V ->· W such that c*(Ω z ) = Ω | κ and c(L) - L
(that is, the neighbourhood V of L in Κ has the same canonical structure
as the neighbourhood W of L = so(L) in T*(L)).
COROLLARY 7.2. Every canonical diffeomorphism /: Κ -*• Κ sufficiently
close to the identity can be included in a family of canonical diffeomorphisms
ft: K^ K, /o = i d , h =f-
We do not make meaning of the words "sufficiently close" precise, and
leave it to the reader to do this on the basis of the proof presented below.
Let π ; : Κ Χ Κ -*• Κ be the projection onto the z-th factor (i = 1, 2) and
ω = πί(Ω) - π£(Ω). Then, clearly, άω = 0 and ω is non-degenerate, that
is, ω is a canonical structure on Κ Χ Κ. Let /: Κ -*• Κ be a canonical
diffeomorphism. Then for the " g r a p h ' ^ Κ -+ Κ Χ Κ οϊ
/: f{x) = (χ, f(x)), we have / * ( ω ) = / * π ? ( Ω ) - /*ττ2*(Ω) =_
= ( π ! θ / ) * ( Ω ) - ( π 2 ο / ) * ( Ω ) = 1*(Ω) - / * ( Ω ) = 0, that is, f{K) is a
Lagrangian manifold in A" X K. If / = id = 1, then 1 (K) = A is the
206 Α. Μ Vinogradov and Β. Α. Kupershmidt

diagonal in Κ Χ Κ. By Theorem 7.2, there are a tubular neighbourhood V


of Δ % Κ in Κ X l a n d a diffeomorphism F: F -»• W C T*(K) such that
= id and ( F - 1 ) * ( w ) = Ω^|^, where Ω^ is a canonical form on
). Now let /: Κ -*• Κ be a canonical diffeomorphism such that
f(K) C F. Then FC/W) C W C T*{K), and if / together with its first
derivatives is sufficiently close to the identity map, then since also
Fi\(K) = so(K) C T*(K), 0 G A^K), it intersects the fibres of the
projection irK: T*(K) ->· isT transversally, that is, it is of the form
sx(K) - F(f(K)), λ G Λ 1 ^ ) · But F(f(K)) is Lagrangian, therefore
d\ = 0, and the canonical field X - T~1(ir^(X)) is such that
^t's\ ~ s(i-t)\' where {^i} ·*=• X (Corollary 3.2). We consider the
manifolds F~ (stx(K)). If / together with its first derivatives is sufficiently
close to 1, then F^fs^iK)) has the form of the "graph" ft{K), where
ft: Κ -*• Κ is some smooth canonical map, 0 < t < 1, owing to the fact
that, as before, the Lagrangian manifolds F~1(stx(K)) like Δ, intersect the
fibres of π χ transversally. Finally, since / i s "sufficiently close" to 1, the
ft are also diffeomorphisms. By construction, / 0 = id, / x = / •
7.4. We now show that all Hamiltonians have the same structure in
neighbourhoods of their non-singular points.
PROPOSITION 7.2. Let Η G .¥(R) and dHx Φ 0. Then there are
canonical coordinates (p, q) near χ such that Η = qx.
Let (&>, β) be some canonical coordinate system near x. By a linear
(non-homogeneous) canonical transformation of the variables (IT1, ©) we
can, clearly, achieve that dHx = d@,x\x, H(x) = β,^χ). Assuming that is so,
we consider the function Ht = Η + ί((2χ — Η) and we try to find a
family of canonical transformations Ft such that Ff{Ht) = const. F o = id.
If we can do this, then in view of the fact that
Η - F$(H0) = F?((Hi), F t is the transformation we are looking for. But

where SB (K)^Yl <=> {Ft}, therefore, the condition ^ - F*(Ht) = 0 leads


us to the condition

Yl{Ht) + (Si — Η = 0, or X' (ht) = fi^ - H,

where Γ(Χι) - dHt, and ht is a local Hamiltonian of Y{. Let TV be a


hypersurface in Κ containing χ and transversal to all the trajectories of all
the fields X', 0 < t < 1. Since by construction dHt\x=d(§,1\x=dHx,
we have Xl\x = — -^^r , so that TV can be taken to be a sufficiently
X

small neighbourhood of χ on a hypersurface TV" containing χ and not


tangent to the vector jp-\ · Now when we give on TV an arbitrary
The structure of Hamiltonian mechanics 207

function φί as initial condition ht\N - φν we can find ht itself by solving


the equations X[(ht) - CLi - H. In view of the fact that the trajectories of
X' do not touch N, this equation can be solved by the method of
characteristics. Thus, the required fields Y' = T^idh^ exist and hence so
does the required transformation F f . "
COROLLARY 7.3. Let xt £ Kt(i = 1, 2), where Kt are canonical mani-
folds of the same dimension. If H^ G Jf(Ki), Ηι{χχ) = H2{x2), and
dH^, Φ 0 (/ = 1, 2), then there are neighbourhoods £/,· of Xj and a
canonical transformation f: U1 -> U2 such that f*(H2) = H1.
We introduce canonical coordinate systems (p, q) and (<9\ (£) near xt
such that Hx = qlt H2 = filt and we identify them."

§8. Invariant Hamilton—Jacobi theory

8.1. In this section we discuss in an invariant way the theory of the


Hamilton—Jacobi (H—J) partial differential equations and the connection
between solutions of these and of the corresponding Hamiltonian system.
Essentially, the whole H—J theory is covered by the following two almost
obvious geometrical facts: 1) a solution of an H—J equation is a Lagrangian
manifold lying on a level surface {H = c}; 2) if there is an «-parameter
family of solutions of an H - J equation, that is, an «-parameter family of
Lagrangian manifolds lying on level surfaces of H, then the parameters,
regarded as functions on Φ, form a family of η pairwise commuting
symmetries of H.
The usual method of developing the H—J theory achieves a certain
mystery by the introduction of coordinates. We draw the reader's attention
to the fact that all the lengthy passages in the following exposition are
concerned only with harmonizing the invariant point of view with the usual
coordinate one.
8.2. We recall that an H—J equation is a first order partial differential
equation of the special form H(q, ^—) = c, where q = (q1, . . . , qn),
du / du du
=
=(
( 5 — , . . . , 5 — ) and c is a constant.
• 9tfi *qn '

A special feature of this equation consists in the fact that Η does not
depend on u. We interpret this invariantly, and to do this we remark that,
as a consequence of the specific nature of the H—J equation, together with
each function u(q) that is a solution of it, all functions of the form
u(q) + const are also solutions. In view of the fact that the totality of
such functions is uniquely characterized by the differential of each of them,
we can say that the H—J equation is an equation in the differential du of
The H-J equations are usually written in the form U( - φ(ί, χ, ux), χ = (χ,,. . . , χη), ux = (ux ,. .. ,ux ).
SettingXj = qr,·, t = qn+i, H(q, Uq) = ut- φ(ί, χ, ux), we arrive at the form indicated.
208 Α. Μ. Vinogradov and Β. Α. Kupenhmidt

an unknown function u(q). We consider next the equation


H(q, p) = c in T*(R"), ρ € T*(Rn). This is the equation of a level surface
Γ of Η on T*(Rn). If u(<?) is a solution of the H - J equation, then the
graph of its differential L = Uq, p)\ ρ = ^- {q)\ lies on Γ. Clearly, the
converse is also true: if L is the graph of the differential of some function
u(q) and if L lies on Γ, then u(q) is a solution of the H—J equation. But,
as we already know, the graphs of differentials of functions on R" are
Lagrangian manifolds in T*(R") that project one-to-one onto R", and vice
versa. Therefore, the solutions of the H—J equation are Lagrangian mani-
folds lying on Γ and projecting one-to-one onto R". On the other hand,
even the simplest H—J equation for the harmonic oscillator
h- (^-
1
+ •=- q2 = c has no global solution, that is, a solution in single-
\ oq
valued functions defined on the whole of R". Fig. 1 illustrates the graph
of a many-valued function u(q), whose differential has the circle
p2 + q2 = 2c as its graph.

Κ
κ
Fig. 1.

It is therefore sensible to give up asking for a one-to-one projection and to


count as solutions of the H—J equation arbitrary Lagrangian manifolds
lying on the surfaces Γ. These Lagrangian manifolds, which have no one-
to-one projections, can be regarded as graphs of the differentials of many-
valued functions (see §1.3).
Resuming what we were saying above, we find it natural to define an
H—J equation as an arbitrary hypersurface Γ (possibly with singularities)
The structure of Hamiltonian mechanics 209

in T*(M) or, more generally, on an arbitrary canonical manifold K, and its


solution as an arbitrary Lagrangian manifold L lying on Γ. Next, by the
H—J problem we mean the task of finding Lagrangian manifolds lying on
Γ. Then the statement of the H—J problem is indeed invariant, since the
terms in which it is expressed do not appeal to coordinates and are
invariant under canonical transformations.
REMARK 8.1. Arguing in a similar way, one can develop a theory of
many-valued solutions of arbitrary non-linear partial differential equations
(see [13]).
8.3. We now turn to the H—J theory, which consists in the study of the
connection between solutions of the H—J equations and those of the system
of Hamilton's ordinary differential equations. This connection is given in an
invariant way by the absorption principle.
Let Γ be a hypersurface (that is, dim Γ = 2n - 1) on a canonical mani-
fold K. As we saw earlier (see §1.4), there is then a field of direction lines
on Γ. Namely, at each point χ Ε Γ there is defined a line (= one-dimensional
subspace) lx (Γ) C Tx (Γ) C Tx (K), the direction line of the hypersurface
^ ( Γ ) in TX(K) with respect to the skew-bilinear form Ω^.
The absorption principle. Every Lagrangian manifold L lying wholly on Γ
is tangent to the direction field of Γ.
What we are saying means that ίχ(Τ) C TX(L) for every point χ €= L.
But this follows from the local (linear) absorption principle (see §1.4). For
the linear space TX(L) is a Lagrangian plane in TX{K) with respect to Ω χ .
Further, since L C Γ, we have TX(L) C ΤΧ(Γ). Consequently, the
Lagrangian plane TX(L) contains the direction line of ^ ( Γ ) , that is,l x (T).*
Properly speaking, from now on we use the absorption principle in the
following form: if a Lagrangian manifold L lies on a non-singular part of a
level surface of H, then the corresponding Hamiltonian vector field XH is
tangent to L. This formulation of the absorption principle follows straight
from the first. For if Γ = {H=c} and χ S L, then
*H\X e / x ( r ) c TX(L).
Since XH is tangent to L under the preceding conditions, L is woven
out of the trajectories of XH, that is, if χ £ L, then the trajectory of XH
passing through χ lies wholly in L, therefore, L is invariant under the shift
operators {At} <=> XH. This can be regarded as a third formulation of the
absorption principle.
8.4. A method of constructing solutions of an H—J problem follows
immediately from the third formulation of the absorption principle. Namely,
let L = U At(L'), where {At} «=*· XH, and let L' be an arbitrary (n - 1)-
dimensional manifold lying on Γ, transversal to XH and such that
€l\L· = 0 (that is, Ω|^' is pre-Lagrangian). For, if χ S At(L'), then
TX(L) = Tx(At(L')) θ {\ΧΗ\χ, λ e R} = Tx(At(L')) θ / χ (Γ). Hence it
follows that TX(L) is a Lagrangian plane in TX(K), that is, L is a Lagrangian
210 Α. Μ. Vinogradov and Β. Α. Kupershmidt

manifold.
In other words, L is the union of the trajectories of XH issuing from
the points of the submanifold L'. Hence it is clear that, although the field
XH and the operators {At} are connected with a specific choice of the
function Η having Γ as a level surface, the manifold L above, which is a
solution of the H—J problem, does not depend on this choice, that is, is
determined only by Γ and the pre-Lagrangian (n — 1 )-dimensional manifold
L' lying on Γ.
8.5. From what we have said above it follows that a solution of an H—J
problem is everywhere locally of the form L - U At(L'), where L' is an
t
(n - 1 )-dimensional pre-Lagrangian manifold in Γ (generally speaking, this
is not true globally). Therefore, at least locally, a solution of an H—J
problem reduces to 1) finding all possible L' and 2) constructing L from
L'. Technically, 2) is connected with the solution of a system of ordinary
Hamilton differential equations with initial conditions lying on L', which
are in principle always soluble. We now consider the question of constructing
(M - 1 )-dimensional pre-Lagrangian manifolds V C Γ = {Η = c).
We suppose first that Κ = T*{M) and ir\L- is a diffeomorphism of L'
onto TT(L') = N. Then TV is an in - 1 )-dimensional submanifold of M. We
note, next, that for any point χ € Ν we have the natural embedding
0^ - CL^iN): TX(N) -*• TX{M) and the associated projection
βχ = a*: T*(M) -+ T*(N). Let 7#(M) = U T*(M) C T*{M). Now
χ(ΞΝ
Tfi(M) is clearly a ( 2 M - 1 )-dimensional submanifold of T*(M) that maps
naturally onto T*(N) via the map β = a* = a*(/V): T$(M) -* T*(N), where
=
β\τ*(Μ)
τ βχ· Thus, β is a linear fibre map, that is, the fibre T*(M) is
mapped by β onto the fibre T*(N). In particular, all the inverse images
Ry = W~*)(y) = ( / ^ O ) , y e T*(N), are lines in the fibres T*(M). We
call these lines characteristic with respect to TV. Now let
ΓΝ = Γ Π T$(M); then ΓΝ is a (2M - 2)-dimensional manifold with
singularities. We denote by Γ^ the non-singular part of Γ^, that is, Γ^
with its singular points discarded. Then Fjy is a (2n - 2)-dimensional
manifold in T$(M) C T*(M). We call a point ζ G Γ^ characteristic if the
characteristic line Ry, y = )3(z), touches Pjy at z, that is,
Tz(Ry) C Γ Ζ (Γ^). The point of the concept of a characteristic point is
made clear by the following proposition.
PROPOSITION 8.1. The map β\Γο is a local diffeomorphism everywhere
except at the characteristic points.
If a point ζ € Γ^ is not characteristic, then
Ker (άβ\ = Tz(Ry) (£ ΤΖ(Γ%), therefore, Ο Φ ) ^ ^ ) = ^ | Γ ^ ) | Ζ is an
isomorphism. These same arguments show that Ker (rf(j3|ro )| z ) = ^ ( R ^ , ) , if
ζ is characteristic."
The structure ofHamiltonian mechanics 211

COROLLARY 8.1. If Ρ C T*(N) is some m-dimensional submanifold


and Ρ Π β(Γ^) = φ, where Tfr is the totality of all characteristic points in
Fjy, then Ρ = (0[ro ) - 1 (P) is an m-dimensional submanifold of Γ%.
Clearly, β has the following natural property.
PROPOSITION 8.2. β*(ρΝ) = P\rft(M)' w h e r e PN is t n e universal \-form
on T*(N) and ρ that on T*(M).
COROLLARY 8.2. The line Tz(Ry) C Tz{Tfi{M)), ζ G Tfi(M), y = β(ζ),
is a direction line of the hypersurface Tfi(M) C T*(M).
We must show that Ω ζ (£, η) = 0, % G Tz(Ry), η G TZ(T$(M)). But
Ω
ΐ7#(Λί) = dP\Tft(M) = 0*(<*ΡΛΓ)· Therefore, if X is a vector field on
T$(M) such that Xa G ^ ( R ^ , ) for all α G 7#(Λί) and £ = Xz, and if
y G 25(Γ&(ΑΟ), r z = η, then ά(β*(ρΝ))(Χ, Υ) = Χ(β*(ρΝ))(Υ)-Υ[β*(ρΝ)(Χ)].
But Ζ is compatible with β, and β(Χ) = 0. Therefore,
β*(βΝΚΧ) = PNWW) = 0 a n d *(0*(P;v)) = /J*tf(-y)(Pjv)) = 0, that is,
ά(β*(ρΝ)ΧΧ, Υ) = 0. In particular, 0 = ά(β*(ρΝ))\ζ(Χζ, Yz) = Ω ζ ( | , τ?).·
COROLLARY 8.3. 77ze / o m Ω | Γ ο Χ Γ ε is non-degenerate, and the map
j3|ro x r c ώ locally a canonical diffeomorphism of(T% \ Γ^, Ω| Γ ο xr c ) mio
(Γ·(Λ0, dpN).
Combining Corollaries 8.1 and 8.3, we came to the following result.
PROPOSITION 8.3. Let L" C T*(N) be some Lagrangian manifold. Then
L
' = tflr0 \r c ) " 1 ( ^ " ) c (Γ% \ r ^ ) is a Lagrangian submanifold of the
canonical manifold (Γ% \ Γ^, Ω| Γ ο x r c ). In particular, dim L' = n - 1,
i 2 | r = 0, and L' C Γ.
Proposition 8.3 provides us with the method of constructing (n - 1)-
dimensional pre-Lagrangian manifolds L' C Γ that we were talking of at
the beginning of this section. For, given some function φ on N, we can
take for L" the graph of the differential of this function, that is,
1
L" = sdf(N) C T*(N), and then find the inverse image (j3|ro ^ c ) " ^ ) = L,
a task that is simplified by the fact that |3|ro xrc is a local diffeomorphism.
Since from the local point of view any Lagrangian manifold in T*(N) can
be represented by means of a suitable canonical transformation in the form
of the graph sdf(N), the above procedure makes it possible to construct
all the pre-Lagrangian manifolds L' described in Proposition 8.3.
Finally, we remark that the method described above for constructing
the manifolds L' works not only when Κ = Τ*(Μ), but also when
Κ = U C T*(M) is some domain of T*(M). To see this we need only
restrict all the above arguments to U. Furthermore, every domain V of an
arbitrary canonical manifold Κ in which canonical coordinates are introduced
is canonically isomorphic to some domain U C T*(M), therefore, our
method works inside such a domain. Finally, we recall that any point
χ Ε Κ has a canonical neighbourhood V. Thus, this method allows us to
212 Α. Μ. Vinogradov and Β. Α. Kupersftmidt

construct, at least locally, all possible pre-Lagrangian manifolds L' C Γ.


REMARK 8.2. Suppose that Ν = {qi = 0} in suitable local coordinates
{fix, . . . , qn). Then to specify a function ψ on Ν is to specify φ for
qi = 0, that is, to give initial conditions by the usual procedure. Therefore,
what we have set out above can be regarded as an invariant theory of
giving initial conditions.
8.6. Thus, we have clarified how solutions of an H—J problem are con-
structed from solutions of Hamilton's equations. We now examine this
procedure in the reverse direction.
To do this we consider the one-parameter family
F c = {H = c), c Ε R, of level surfaces of Η and the corresponding family
of H - J problems. For the sake of brevity, henceforth we call this family
of problems the H—J problem.
We suppose that we have an «-parameter family of solutions of the H—J
problem. More precisely, let U be a domain in K, V a domain in R" (the
parameter space) and φ: U -*• V a regular map onto, where φ~ι(υ) = Lv for
all υ G V is a Lagrangian manifold and a solution of the Hamilton—Jacobi
problem, that is, lies on any one of the level surfaces of H. We denote by
Qj\ V -»• R (/ = 1, . . . , n) the coordinate functions on V. If

F 3 υ = ( c 1 ; . . . , cn), then Lv = Π {Qt=e,}, where Q, = ^*(β,) are


/= 1
the parameters of the Lagrangian manifolds Lv, regarded as functions on
K. The following lemma shows that the Q{ form a family of η commuting
functions on U whose differentials are linearly independent owing to the
regularity of ψ.
LEMMA 8.1. Let Lv be an η-parameter family of Lagrangian manifolds
lying on level surfaces of both fx and f2, where / 1 ; f2 €Ξ &{Κ). Then
{fu U) = 0.
In other words, ft = φ*(Η{), where ht G je-(T) (/ = 1, 2). Clearly,
1
{<£*(«,) = Ci) = φ' {ht — c j , so that all the manifolds Lv lie wholly on
the level surfaces of <p*(ft,·). By the absorption principle the fields
a r e
^ν>*(Λ·) tangent to the Lv. In particular, Χφ*^ ) is tangent to all
Lv, υ Ε V, hence, to the level surfaces of φ*Οι2). Therefore,
0 = ^ · ( Λ ι ^ · ( Λ , ) ) = {^·(Λ 1 ),^·(Λ ϊ )} = {h, / , } . •
As the <2j are constant along the Lu, υ G V, and the latter by the
absorption principle, consist of trajectories of XH, the Qt are also constant
on the trajectories of ΧΗ, that is, they are symmetries of the Hamiltonian
system with Hamiltonian H. So we have proved the following result.
PROPOSITION 8.4. Suppose that the Hamilton—Jacobi problem has a
non-degenerate η-parameter family of solutions in some domain U of the
canonical manifold K. Then the corresponding Hamiltonian system is
completely integrable in U, and as a collection of commuting symmetries
we can take the parameters, regarded as functions on U.
The structure of Hamiltonian mechanics 213

§9. Hamiltonians of mechanical type

In this section we define and study Hamiltonians of mechanical type.


The reason for singling out these Hamiltonians from the rest is the follow-
ing. Firstly, the kinetic energy of a mechanical system is a positive-definite
quadratic form on its configuration space M, in other words, a Riemannian
metric on M. Secondly, as is well known, the energy of a mechanical
system is made up from its kinetic and its potential energy, which depends
only on the position of the system. Therefore, the Hamiltonian (= energy)
of a mechanical system has the form: Riemannian metric (regarded as a
function on T*(M)) plus n*(V), V £ ep(M). Relativistic mechanics, which
is concerned with the Minkowski metric, makes it necessary to consider
also pseudo-Riemannian metrics. For this reason it is natural to call the
sum of a pseudo-Riemannian metric and a function of position, that is, a
function of the form ir*(V), V e ^{M), a Hamiltonian of mechanical type.
Of course, not every Hamiltonian of mechanical type is the Hamiltonian
of a real mechanical system. However, it is convenient to study the common
properties of genuine mechanical Hamiltonians in a wider framework.
We remark that the possibility we pointed out above of regarding kinetic
energy as a Riemannian metric leads to deep interconnections between
geometry and mechanics, many aspects of which are still waiting to be
studied. We give some examples of this kind in the next section.
9.1. A metric on Μ is a non-degenerate symmetric jF(M)-bilinear form
G(X, Y) on the J^(.M)-niodule SS{M). Its non-degeneracy means that the
map g: 3ΰ(Μ) -*• ΛΧ(Μ), g(X) = G{X, ) is an isomorphism of j^(M)-modules.
As well as by G, a metric can be specified by a non-degenerate symmetric
J^(M)-bilinear form G on Al(M): G(CJ, !>)_= β^~ι{ώ), g~l{v)), ω,ν£Λι(Μ).
The corresponding ^(M^quadratic form <7(ω, ω) defines a function
G e F(<i>) by the equation 0~(ω, ω) = S*(G). Clearly, G is uniquely
recoverable from G.
We call a function Η G F(<fr) o £ t h e form G + ττ*(Κ), V G F(M) a
Hamiltonian of mechanical type, G the kinetic and 7T*(F) the potential
energy^pf the system. We show below that the representation of Η in the
form G + TT*(F) is unique.
9.2. To compare our approach to mechanics with the usual one based
on variational principles (that is, with the Lagrangian approach), we need
some new concepts. First of all, we have to understand the invariant
meaning of a system of second-order ordinary differential equations on a
manifold, which we need for an invariant treatment of the Euler-Langrange
equations of motion. We recall that such a system in R" has the form
<7i = ffa> ά) Ο = 1> · · · , « ) or, equivalents,

?i = vt, vt =ft(q, v) (i = 1, . . ., n).


214 Α. Μ. Vinogradov and Β. Α. Kupershmidt

The latter is a system of first-order differential equations, with which,


according to §0, there is associated a vector field on a 2«-dimensional
manifold with local coordinates (q, υ). In view of the geometrical meaning
of the equations q{ = υ, it is natural to assume that this field is given on
the tangent space to the configuration manifold M, and the equations
qt = u,· express the fact that it is special. More precisely, a field
Υ e 3)(T(M)) is called special if diF(q v)(Y(q υ)) = υ V(<7, υ) G Τ(Μ).
A more substantial global definition of a special field is based on the
concept of a universal derivative. We call a function r(/) G jf(T(M)) a
universal derivative of / G &(M) if for all X G SD{M)

(9.1) S*x(x(f)) = X(f).


Here Sx: Μ -* T{M) is the graph of the vector field X, that is,
Sx(q) = Xq G Tq{M) C T{M), q <E M. Clearly, τ defines an R-linear
derivation of the ring jr(M)into the .^(M)-module F(T(M)). Since (9.1) is
satisfied for all / G JF(M), it can be written in operator form:
(9.2) Si ο τ = Χ.
Using r, we can define special fields on T{M): a field Υ G 35{T{M)) is
special if 7 » π * = τ. This definition is, clearly, equivalent to the first.
9.3. Hamiltonian vector fields on T*(M) are closely connected with
special vector fields on T(M). This connection is realized by means of the
Legendre map, which we are now going to describe.
Let X G 3)(T*(M)). The Legendre map associated with the field X is the
map a.x: T*(M) -> T(M) that is defined by

(9.3) ax(q, P) = (q, dniq, P) (X W , p> )) € Tq(M)cz T(M).


We note that ax = a.x if and only if {Xy ~X2) is π-vertical, that is,
Xi —X2) — 0. If the Hamiltonian field XH is vertical, then
X = π*(Η) for some h G jf(M); hence, we have the following result.
LEMMA 9.1. ax = OL if and only if Η = Η' + ir*(h), h G JT(M).
XH

Being clearly fibred, ax takes sections of the cotangent bundle to


sections of the tangent bundle, and we arrive at a map
ocx: A'(M) -> 3{M). It follows from the definition that

(9.4) ax(<o) = SZ°X*n*.


When X = XH, we write aH and aH instead of <xx and oix, respectively.
It then follows from (9.4) that

(9.5) "£*(<•>)(/) = S*a({H, π*(/)}).

THEOREM 9A. If CL is a diffeomorphism, then OL (X ) is special.


H H H

We verify that OL^X ) ° ¥*(f) = aft'1 °X H ° <x%° ir*(f) = T(J), V/G .ψ{Μ).
H
The structure of Hamiltonian mechanics 215

Since π ° αΗ -π, this reduces to the equation αΗ~*ο χΗο π*(/) =


1
= a%~ ({H, π*(/)}) = T(J), which, by (9.1), is equivalent to the fact that
l
S$ ο a%- {{H, n*(/)})= y(/) for all Υ e D(M). Setting ω = 5 ^ ( 7 ) and
noting that Υ - ύΗ(ώ), ci£° SY = Sw , we arrive at (9.5)."
9.4. Now we can give an invariant characterization of Hamiltonians of
mechanical type.
THEOREM 9.2. A Hamiltonian Η is of mechanical type if and only if the
map aH is an isomorphism of JF{M)-modules or, equivalently,
α :
ϋ\τ*(Μ) TqW) "*" Tq(M) is an isomorphism of linear spaces for all
q 6M
The equivalence of the two formulations follows from the method of
constructing aH from aH.
If Η is a Hamiltonian of mechanical type, then it follows from the
definition that OLH is an isomorphism. Let aH be an isomorphism. We
define G G F&) by 2π* ° S$f(G) = {{H, «·(/)}, n*(f)}, f e &(M). It is
not hard to see that aH = ag. By Lemma 9.1, H-G = ir*(V), VG
Let V = 0 (a free system) and G = gl'{q)ptPj (locally). A straight-
forward calculation shows that the equations corresponding to the field
aH(XH) have the form

(9.6) Vt +
where Γ^ are the Christoffel symbols of the Riemannian connection
associated with the metric || g^\\ = || g1' \\~l. This is the equation of a
geodesic of the metric II gyll (see [1]). From this and the equation
π·αΗ = π we obtain the next result.
PROPOSITION 9.1. The projection of a trajectory of XQ on Μ is a
geodesic of the metric G.
REMARK 9.1. Proposition 9.1 admits the following interpretation: "a
ball rolling by inertia" on a Riemannian manifold describes a geodesic.
9.5. The connection between the Lagrangian and the Hamiltonian
approaches to mechanics consists in the following.
PROPOSITION 9.2. // <xH is a diffeomorphism, then the system of
second-order equations corresponding to the special field aH{XH) is
equivalent to the system of Euler-Lagrange equations corresponding to the
Lagrangian X = (c^ 1 )*(p(XH) - H).
We cannot give here an invariant proof of this proposition because for
this we would need an invariant account of the Lagrangian formalism (see
[6], [8]). The reader can verify it by appealing to coordinates.

§10. Mechanical systems. Examples


From the mathematical point of view, to study the motion of a given
mechanical system whose configuration space is a manifold Μ means to study
216 A.M. VinogradovandB.A. Kupershmidt

the Hamiltonian system XH on T*(M), where Η is the total energy of the


system. This approach to classical mechanics can be called Hamiltonian
mechanics. If we call the theory expounded earlier the Hamiltonian
formalism, then we can say that the language of Hamiltonian mechanics is
the Hamiltonian formalism.
However, the Hamiltonian formalism, serves also as a language for a whole
range of other theories. One example of this kind is geometrical optics. The
equation describing the propagation of rays of light in an inhomogeneous
and anisotropic medium is of the form

i=l

where α^χ) is the speed of propagation of light at the point χ along the
χ,-axis. Now (10.1) is the Hamilton—Jacobi equation corresponding to the
Pi p\ pi
Hamiltonian —αϊ
+—α
+— α
. The corresponding
*- β
mechanical system is of
2 3

mechanical type, and as a result there arises an optical-mechanical


analogy which has played an exceptionally important role in the develop-
ment of a whole range of areas of physics and mathematics. In fact, it was
just this analogy that led Hamilton to create his mechanics (see [14]). It
also played a decisive role in the research of Schrodinger, leading to the
discovery of the fundamental equation of non-relativistic quantum
mechanics — the Schrodinger equation (see [15]).
Here is another example. The symbol of a linear differential operator
SB on a manifold Μ can be regarded as a function on T*(M), that
is, as a Hamiltonian (see [16]), Formally, to do this we must make the
substitution => p,· in the highest terms of SB. The properties of the

Hamiltonian system arising in this way are closely connected, for example,
with properties of local solubility of SB (see [17]). Altogether, the
Hamiltonian formalism is widely used in questions of various kinds in the
theory of linear differential operators (see [18]—[20]). This is the most
important domain of its non-mechanical application.
In this section we restrict ourselves to some specific mechanical questions
connected with the use of the Hamiltonian method, and we discuss a
number of examples.
10.1. Thus, to investigate the motion of a mechanical system by the
methods of Hamiltonian mechanics, we have to find first the configuration
space Μ of this system, and then to specify on its phase space, that is, on
T*(M), the appropriate Hamiltonian function, that is, the energy of the
system. The principles that allow us to give an answer to these two
questions form the physical basis of mechanics. As soon as these questions
are answered, the relevant mechanical problem becomes purely mathematical
The structure ofHamiltonian mechanics 217

and falls within the framework of the Hamiltonian formalism. Thus,


Hamiltonian mechanics, as a physical theory, is made up of two parts: the
physical, which consists of the principles referred to, and the mathematical,
which is the Hamiltonian formalism.
To find the configuration space Μ of a mechanical system S is a purely
geometrical question, because Μ is, by definition, the totality of all possible
positions that S can take. In every mechanical system S one can select a
number of points, say Αχ, . . . , Am, whose position in the physical space
R 3 determines the position of S (we are not considering systems of the type
of a string, which have infinitely many degrees of freedom; for these the
Hamiltonian formalism is more complicated, see [59]). The points
Ax, . . . , Am cannot, generally, speaking, take arbitrary positions in R 3 and
in relation to one another, because, one says, of the presence of constraints.
Analytically, these constraints are given by relations of the form
fj(wx, . . . , wn) = 0 0 = 1> · · • , N), where wk = (xk, yk, zk) are the
coordinates of Ak in R 3 . Thus, the position of S can be characterized by a
point of the space R 3 m = {(wu . . ., wm)} satisfying the system

(10.2) fj(Wl, . . ., wm) = 0 (/ = 1, . . ., N).


In other words, the configuration manifold of S is the submanifold Μ
of R3m given by the system (10.2). Here we assume that the constraints
fx, . . . , fN are independent, which means analytically that the conditions
of the implicit function theorem are satisfied for (10.2). In practice,
systems of mechanical interest, apparently, all satisfy this assumption, from
which it follows that the configuration space is a smooth manifold.
It is possible to have constraints that operate instantaneously, and these
are included when the system arrives at an extreme position. There are all
sorts of restrictions acting as constraints of this kind. For example,
appropriate restrictions do not permit the pendulum of a clock to deviate
from its equilibrium position by more than an angle φ0. Mathematically,
the restrictions are described by inequalities of the form φ(ιν1,. . . , wm)>0,
which define a closed region on the manifold (10.2) defined by constraints
constantly in force. In other words, the configuration space of a system
with restrictions is a manifold with boundary. Constraints of instantaneous
operation can also arise when a system arrives at a position such that some
of its parts collide. The corresponding points of the configuration space are
called exceptional. For example, if the system consists of two free material
points, then Μ = R 3 X R 3 = {(w^ w2)}, where wt is the radius vector of
the z-th point (i = 1, 2). Then the diagonal Δ = {(w, w)} C R 3 χ R 3 and
it alone consists of exceptional points. In situations of a similar sort it is
necessary, in describing the motion of a mechanical system, to add to the
Hamiltonian formalism rules for the behaviour of the system in positions
corresponding to boundary or exceptional points of the configuration space.
218 Α. Μ. Vinogradov and Β. Α. Kupershmidt

In the last example there must be such a rule for the collision of the
particles.
A wheel able to roll without friction on a plane is a system with non-
holonomic constraints, that is, constraints imposed on the speed (or
momentum) of various parts of this system. In this example, the non-
holonomic constraint has the form V = ωτ, where V is the translational
and ω the angular velocity of the wheel, and r its radius.
To describe non-holonomic mechanical systems the Hamiltonian formalism
must be enriched with the theory of reaction constraints. 1
Thus, within the framework of the Hamiltonian formalism developed above
we can study holonomic mechanical systems with configuration spaces with-
out boundary and exceptional points (or their motion in interior domains
without exceptional points). We call such systems admissible.
We remark that not every smooth manifold Μ can play the role of the
configuration space of some admissible system. The fact that Μ is given by
a system of equations of the form (10.2) shows that the normal bundle of
Μ is trivial (see [11]). This entails, in particular, the orientability of M.
There are also other algebraic-topological properties that the configuration
space must have.
10.2. Since all possible positions of a mechanical system are represented
by points of its configuration space M, the motion of S from the position
a0 £ Μ from time t0 up to time i t is represented by a curve
7- [to· h ] ~* M, y(tQ) = a0, where the point 7 ( 0 £ Μ represents the
position of S at time t, t £ [t0, i x ] . The tangent vector to γ at time t
is called the state of the system at this moment of time. Mathematically,
the fact that the system in question is holonomic means that any vector
tangent to Μ can be realized as the state of S in the process of one of its
possible motions. Therefore, T(M) is the state space of S.
The calculation of the kinetic energy of a mechanical system in a given
state is based on the following two principles:
A) The kinetic energy of a material point of mass m moving with velocity
2
V is equal to mV /2;
B) kinetic energy is additive, that is, if a system S is mentally split into
two parts St and S2, then its kinetic energy in some state is equal to the
sum of the kinetic energies of 5Ί and S2 in those states that are defined
by their motion as constituent parts of S.
If S consists of finitely many material points, then the rules A) and B)
allow us to find the kinetic energy by a simple summation process. In the
case of a continuous distribution of mass (for example, in a rigid body)
summation is obviously replaced by integration. The procedure indicated
leads, by A), to some positive-definite quadratic function on Ta(M) for
all a £ M, that is, we obtain a Riemannian metric G on M. Then for the
kinetic part of the Hamiltonian of S we must take the function
See Appendix II.
The structure of Hamiltonian mechanics 219

1/4 G £ &(T*(M)) (see §9.1). The appearance of the factor 1/4 in front
of G is explained by the fact that the kinetic energy is transferred from
T(M) to T*(M) by the Legendre map £%* = o$n, where Η^η is the kinetic
part of the total mechanical energy Η G jf(T*(M)) of S, and the linear
Legendre map aH differs by a factor 2 from the usual metric
identification of the fibres of T*(M) and Ta(M) coming from the metric
(ff M n ) e on T*(M).
The configuration space Μ and the kinetic energy G are determined solely
by the internal structure of S, that is, by the geometry of the system. In
contrast, the potential energy is determined from the external conditions
(external field of force) in which the motion is proceeding. Since for a
system with a given geometry the external conditions can be of a very
diverse physical nature, there can be no general principles for finding the
potential energy. Nevertheless, in view of the fact that the potential energy
depends only on the position of the system, finding the potential energy
never presents difficulties in practice if the physics of the interaction of the
system with the external force field is known.
The remarks made in the preceding paragraphs are, as a rule, sufficient to
construct without difficulty the manifold Μ and the appropriate Hamiltonian
Η on T*(M) for a given specific system S. If 7: / -> T*(M) is a trajectory
of XH, then π ° 7: I -*• Μ describes one of the possible motions of S and,
moreover, every curve in Μ describing the motion of S has the form shown.
It seems to us that this approach to solving specific problems of classical
mechanics is most simple and elegant.
10.3. It is natural to call the motion of a mechanical system free when
external influences are absent, that is, when the motion is determined just
by its geometry; the system itself is alsjo called free. The Hamiltonian of a
free mechanical system is of the form G/4, where G is the Riemannian
metric on Μ determined by its kinetic energy. As we have seen, the geo-
desies of G are the trajectories of the motion of the system in question.
We show now that very often the study of non-free motion of a mechanical
system can be reduced to that of free motion.
Let Η = G + n*(V) be some Hamiltonian of mechanical type and
Pc = {// = c) one of its level surfaces. Let Uc C Μ be the domain con-
sisting of those χ €Ε Μ where V{x) Φ c. Then the function π*(¥) - c
vanishes nowhere in Uc - π " 1 ^ ) , . and so the hypersurface Pc Π Uc in
~ 1 ~ 1
Uc can be given by the equation „., , G = 1. Since Gc = *(V\ ^ is>
clearly, a metric on Uc and Gc = g _ * ^ G\ffc, we see that
Pc Π Uc = {Ga = 1}. This leads to the next lemma.
LEMMA 10.1. The hypersurface Pc C\ Uc in Uc = T*(UC) coincides with
the unit level surface of the metric Gc.
220 A.M. Vinogradov and Β. A. Kupershmidt

Owing to this lemma, the fields X = XH and Υ = YQ are tangent to


Pc Π Uc, and, by the uniqueness of the field of direction lines of a
hypersurface,^we have Ya = /(a)Xa, where a Ε Pc η Uc and
/ G jf (Pc Γ) f/c). We can find the function / by using the linearity of
η (j?t\ tr \JU η * J7< \c-n*(V)] dG + Gdn*(V) . , . . ..
Γ: (dGc)a = f(a)dHa. But dGc = - ± — ^ « ^ j p ^-A so that at the
points a E Pc Γι Uc where Ge = c - π*(Κ)(α), we have

(dGc)a = l-—^~- (a) = - _ f f < ( y ) ( f l ) , that is, / = [ c - π *


Let 7: / -*• Γ*(Λί) be a trajectory of F lying in Pc Γ\ Uc, and y': I ^ I
l
a trajectory of the field y*(f~ ) -.— on /. Then 7 = 7 ° 7' is a trajectory
dt

of JSf, that is, 7* ° X = -J-T ° 7*, where i' is a coordinate on /'. For
y* ο X = y'* ο 7* ο X-y'* ο 7* ο (/" 1 F) = 7'*[7*(/" 1 ) — ο 7*] = J— o 7'* ο y*
d t
dt'

It follows from this fact that im 7 = im7, that is, the trajectories of the
Hamiltonian systems with Hamiltonians Η and Gc on Pc Π Uc coincide
if we regard them as submanifolds of T*(M). As / Φ 0 on Pc Π Uc, 7' is a
diffeomorphism of/' into /, and we can transfer the parameter t' on / '
to / by means of (7'*)" 1 , that is, reparametrize /. Then 7 is a trajectory
of X relative to the parameter t' on /. So we can say that the trajectories
of the system XH lying on Pc Π Uc are obtained from the trajectories of
the system XQ lying on Pc Π Uc by a reparametrization. To find the
parameter t' on / we must solve the equations corresponding to the field
7*(/~1) -τ-. Therefore, t', as a function of t, is given by the equation
dt
t

t' - \ y*(J)dt. Bearing in mind what we have said and the results of §9.

we obtain the following theorem.


THEOREM 10.1. Every motion of an admissible mechanical system S with
energy Η = c is described in the domain Uc C Μ by a geodesic v: I -*• Μ of
the metric 4GC, where G is the kinetic energy of S, reparametrized by

=
1 where t is the arc length of i>(Y) in the metric 4GC.
_ a,-/ V
V

The points of the hypersurface {V = c) = Μ \ Uc, where the metric Gc


is not defined, clearly correspond to those positions where the system
moving with energy Η = c stops instantaneously on arrival (the momentum
The structure of Hamiltonian mechanics 221

(or velocity) in this position is zero). If the function V is bounded,


V < c0, then Uc = Μ for energy values c > c 0 , hence, the motion of S with
energy c is everywhere described by the geodesies of the metric 4GC. If Μ
is compact, this is always so.
Theorem 10.1 allows us to use various facts of Riemannian geometry to
obtain mechanical results. For example, the theorem of Lyusternik and Fet
that on every closed Riemannian manifold (that is, compact without
boundary) there is a closed geodesic (see [21]) leads to the following
assertion.
THEOREM 10.2. Every admissible mechanical system with a compact con-
figuration space Μ for energy values Η > max V has at least one periodic
motion.
10.4. In this subsection we present some facts concerning symmetries of
systems of mechanical type.
When do such systems have non-standard infinitesimal symmetries? To
answer this question we find the points y G T*(M) where
dHy = d(G + ir*(V))y = 0. Clearly, we have the following result.
LEMMA 10.2. <JHy = 0 if and only if y G Μ and dVy = 0.
Using now a remark in §4.2, we obtain the next proposition.
PROPOSITION 10.1. A system of mechanical type can have a non-
standard infinitesimal symmetry only when the differential of V does not
vanish anywhere.
We turn now to non-hidden symmetries, that is, symmetries of the form
X, where X G 3) (M). Let X <=»· {At} and X *=> {At}. Then directly from
the definition of At and X we have A*(H) = A*(G + n*(V)) =
= A*(G) + tt*(Af(V)). Thus, Af(H) is once more a Hamiltonian of
mechanical type, and so its decomposition into the components A* (G) and
ir*(Af(V)) is unique. If X is a symmetry of XH, then Af(H) = Η + const,
hence, A*(G) - G and -n*{Af{V)) = it*(V) + const, from which it is obvious
that A*(G) = G, A*(V) = V + const or, equivalents, X(G) = 0,
X(V) = const.
Thus, A t is an isometry of the Riemannian manifold (M, G) and X is
an infinitesimal symmetry of it, also known as the Killing field of G. This
leads to the next result.
THEOREM 10.3^ Every non-hidden infinitesimal symmetry of the
Hamiltonian Η = G + ir*(V) is the Killing field of the metric G for which
X(V) = const.
To conclude this subsection, we clarify the connection between standard
infinitesimal symmetries of the Hamiltonians Η = G + ir*(V) and
Gc = c_J(v) G. Let h G &{Τ·(Μ))- Then {h, Gc) = g _ ^ ( y ) {h, G} +

{h, π* (V)}. In view of the fact that


222 Α. Μ. Vinogradov andB..A. Kupershmidt

G\p = (c - 7Γ*(Κ))|ρ , we have

{h, Gc) | , = [ _ ^ _ ({fc, G} + {h, π* (F)»] p


j
c" c c
c
It is clear from this that a function / i £ f (Τ* (Μ)) that is constant on the
trajectories of XH lying in Pc Γ) Uc is constant on the trajectories of XQ
lying on {Gc = 1} = P c η Uc, and vice versa. Loosely speaking, the
standard infinitesimal symmetries of XH coincide with the symmetries of
XQ on { G c = l } . This follows from the fact that the geometrical shapes
of the trajectories of XH and XQ in Pc ΓΊ Uc are the same (see §10.3).
In conclusion, we consider three classical examples, which have played a
prominent part in the history of mechanics.
10.5. Kepler's problem. This is the problem of the motion of a particle
A in the gravitational field of a fixed point mass. The position of this
mechanical system is uniquely determined by the position of A, that is, its
configuration space is R 3 . Suppose that the fixed attracting mass is situated
at Ο 6 R 3 . This point is clearly exceptional. Let qx, q2, q$ be Cartesian

coordinates in R 3 , q = \fq\ + q\ + q%, q - (<?i, q2, q^)\P\, Pi, P3 be the

respective momenta, ρ2 = Σ pf and ρ = ( p 1 ( p 2 , p 3 ) . For an appropriate


choice of units, the Hamiltonian function of the system in question has the
form Η = Ay ~ —, where a > 0 is some constant. Here G = p2/2 and G is
the standard Euclidean metric on R 3 . Rotations about Ο are isometries of
R 3 that preserve the potential energy ~a/q. An infinitesimal rotation about
the qt axis is of the form X, = - qi+ j -^ + qi+ 2 ^ , where the indices
dl
?/+2 5I+1
are taken mod 3. Then the Hamiltonian of the field Xt is equal to
Mj = - q i + lpi+ 2 + qi+2Pi+i- ^Y Lemma 4.2, {if, Μ{)= 0. We note that
{Mi, Mi+1} - Mi+2. This shows that the linear span of the functions
Μj(j - 1, 2, 3) forms a Lie algebra under Poisson brackets, which is iso-
morphic to the Lie algebra of the group SO(3) (see [2]). Let
3
Μ2 = Σ Mf. Then, clearly, {H, M2} = {Mt, M2} = 0. Therefore,
1=1
fx = H, f2 - M2, f3 = Μχ is a complete collection of pairwise commuting
symmetries of H, s{H) = 3, and Kepler's problem is completely integrable.
REMARK 10.1. We have exploited here the following useful method of
finding pairwise commuting symmetries. Suppose that the Hamiltonian
system admits a finite-dimensional algebra L of symmetries, generated by,
say, the functions hi} . . . , hk. Then every invariant of L (a polynomial
over L* that is invariant under the adjoint action of L on Z,*), regarded as
a polynomial in the //,·, commutes with all the ht, and, clearly, also with H.
The structure of Hamiltonian mechanics 223

We recommend the reader starting from this to find an exact solution of Kepler's problem, using the
methods developed above. We remark that the preceding arguments are valid for any central potential, that
is, a potential of the form <p(q). The Newtonian potential -a/q has, over and above this, the following
remarkable symmetry property, Let Μ = (M,,M2, M3) and A = Μ Χ p - - q (we use the standard vector
notation). Then, as can be verified immediately, {Η, Α ι }= 0, where A = 04,, / ! , , Α3). The functions
Nj= 2\Nr2 At are also, clearly, symmetries of H. Furthermore, a straightforward calculation shows that

Nt} = 0, {Nu iVi+1} =

where the plus sign corresponds to the case Η < 0 and the minus sign to the case Η > 0. The formulae
(10.3) show that the linear span of the functions M;-, Nj (/ = 1, 2, 3) forms a Lie algebra of dimension 6,
isomorphic to the Lie algebra of the group 0(4) ioiH> 0 and of 0 ( 3 , 1) for Η < 0. The triple of pair-
a n a
wise commuting functions H, TV, .Σ Nj forms a collection of commuting symmetries of Η that

cannot be expressed functionally in terms of//, M, and M2. This gives us yet one more example in
connection with the problem discussed in §5.3.
10.6. Geodesies on an ellipsoid. This example demonstrates the fruitful-
ness of the "mechanical" approach to a geometrical problem. We want to
find the geodesies on the triaxial ellipsoid
M= { ^ - + - T + - 7 - = 1 } . a > b > c > 0. Let G be the metric on Μ
induced by the embedding Μ C R 3 . From the mechanical point of view it
is natural to examine the Hamiltonian Η = G/2 of the corresponding free
mechanical system and investigate it for symmetry. If we could find a
symmetry of this Hamiltonian, independent of it, this would mean that it
is completely integrable. We note that, as the ellipsoid has no infinitesimal
symmetries, the symmetries of H, if there are any at all, must be hidden.
The geometrically natural coordinate system on some surface Ρ C R 3
is the system of its lines of curvature. A practically useful way of finding
the lines of curvature is based on a theorem of Dupin, which consists
in the following. Let F^x, y, z) (i = 1, 2, 3) be functions on some
3
domain U C R , where the level surfaces of the Ft intersect at right angles
at all points of U (a tri-orthogonal system). If Ρ = {Fi = c) and
u = F2\P, ν = F3\P, then (u, υ) is a coordinate system on Ρ for which the
lines u = const and υ = const are lines of curvature of Ρ (see [22] p.334).
The functions X;(x, y, z), where λ,·(/ = 1, 2, 3) are the roots of the
x2 v2 z2
e q u a t i o n — r - + f-^ + — r = 1, form, as is not hard to check, a tri-
orthogonal system and Μ = {λχ = 0}. The resulting coordinates (u, υ) on
Μ are connected with the Cartesian ones by the equations
2= a(w —a) ( Ρ — Ό 2 _ b (u — b) (v — b) „_ c (u — c) (v — c)
ύ
(6_a)( c _ 0 ) ' ν (a-b){c — b) ' ' (a — e)(b — e) ·

In the coordinates (u, v) the metric G can be written in the form


•, u— ν
7
-[φ(μ)άιι2 — φ(ν)άν2], where φ (w) = -, , ., w ..
v /
-r \ / i, -r\/ (a—w)(b—w) (c —10)
224 Α. Μ. Vinogradov and Β. Α. Kupershmidt

Therefore,

(10.4) Η = -^—ϊ-4 4τ-Ί.


ν
' u — v L φ(ϋ) φ (ν) J '
where (Μ, υ, plt p2) is a special canonical coordinate system on T*(M). We
rewrite (10.4) in the form

(10-5) -Ar- «P(»)

Then this equation gives Η implicitly. We now make use of the following
general lemma, which lies behind the method of separation of variables.
LEMMA 10.3. Let ο^φχ, . . . , φΗ, Η) = β(Ψι, . . . , φι, Η) be an equation
giving H implicitly, where </>,·, ψ;· G jF(K), Κ is a canonical manifold, and
{<Pi, ψ,·} = 0, 1 < i < k, 1 < / < /. Then {a{$i, ..., <fh, Η), Η) = 0.
From the equations α(φ, Η) = β(ψ, Η) we express H as a function of the

φ, and ψ,·. Then Ηω = -=—'—. Further


ι fi PH~aH
ft ft

t=l
fe
ft ft

But the expression Σ α α {φ;, φ,·}, being both symmetric and skew-

symmetric in i and /, is zero.·


Applying this lemma to (10.5), we find that the function

h = —-v ~ Hu =-¥— ,\ +—— /. is a symmetry of the Hamiltonian

Η and clearly independent of it. The two-parameter family of Lagrangian


manifolds Mc c = {H = c4} Π {h = c2} can be put in the following form by
expressing px and p 2 in terms of Η = c t and h = c2,
p{ = ± yj<p(u)(.c1u + c2), p2 — ± \/^piv)(c1v + c2). From this we find an
explicit expression for the two-parameter family of solutions of the
corresponding Hamilton—Jacobi problem:
(10.6) S(u, v, c,, c2) =

= ±J
We take Η - ®i and Λ = β 2 as one half of new canonical variables and
complement them by the corresponding variables &Ί and <^2. Then in these
The structure of Hamiltonian mechanics 225

• · ·
coordinates Hamilton's equations take the form d£i = S 2 = 0, a/ 5 1 = — 1 ,
^ 2 = 0, so that &i = Ci ( f = l , 2), 5\ = -t + c3, &2 = Ci, ct Ε R (/ = 1,. . . , 4).
But ®x = - H- ( = - - | ^ ) , therefore,

±4-

For fixed values of the constants cj, c 2 and c 4 , (10.8) is a relation


between u and u, that is, it gives an implicit equation of the geodesies. A
parametrization of the geodesies can be derived from (10.7).
10.7. A rigid body. The Hamiltonian formalism on Lie groups. By a
rigid body we mean in mechanics a system of material points (finite or
infinite), the distance between any pair of which is invariable. An ortho-
normal frame of reference rigidly connected to a rigid body uniquely
defines the position of the points of this body in R 3 . We consider a free
rigid body. The configuration space Μ of this mechanical system clearly
coincides with the totality of all orthonormal frames of reference
% = {a; eu ε 2 , ε3} in R 3 , where a Ε R 3 and the ordered triple of vectors
tt is orthonormal. Therefore, Μ = R 3 X SO(3). We fix one such frame
$o- Then every frame % Ε Μ uniquely determines a motion
g{%): R 3 -• R 3 carrying g 0 to %. This lets us identify Μ with the Lie
group "3 (3) of all motions of R 3 . L e t % G M. Then
T%(M) = Ta(R3) ® Te(SO(3)), where % = (e l t ε 2 , ε 3 ), and we can represent
every vector % £T<g(M) uniquely in the form £ = (υ, ω), υ Ε r a ( R 3 ) ,
ω Ε Te{SO(3))j which means that the state of a rigid body is described by
the velocity vector υ of its translational motion and the velocity vector ω
of its angular motion. It is convenient to situate S o at the so-called centre
of gravity of the body, which is defined by the condition that in the
metric G given by the kinetic energy of the body the tangent spaces
3
Ta(R ) and Te(SO(3)) are orthogonal for all g G g (3). The existence
and uniqueness of the centre of gravity are affirmed by an elementary
theorem of Konig, which we do not prove (see [24]). Taking account of
what was said above, the kinetic energy G of a rigid body is the sum of
the kinetic energies of its translational and its rotational motion. The first
3
is equal to m Σ vf/2, where m is the mass of the body and
i= 1
=
v (ui, v2, v3), and the second is a quadratic form in the ω( {i = 1, 2, 3),
3
where ω = Σ ω,-ε,·. By obvious symmetry arguments, it does not depend
/=i
We recall that ω e R 3 denotes the rotation about the axis of the vector ω in the positive direction
with angular velocity Ι ω I.
226 A M. Vinogradov and Β. A. Kupershmidt

on I . Therefore, 8 0 can be affixed to the body (at the centre of gravity)


3

in such a way that this quadratic form is diagonal: Σ /,-ω^/2. The constants

/,· are called the principal moments of inertia of the body in question. Thus,
3 3
G<g = m Σ vf/2 + Σ /,·ω?/2. We now turn our attention to the fact that
z= 1 i= 1
the formula for G is not the usual way of writing the metric in local
coordinates. Essentially, we have introduced a coordinate system (υζ·, ω,·)
on Τ<βο(Μ) and then carried it over via g(g) to T<g(M). This method of
introducing coordinates is not linked with a choice of local coordinates
on M, and just because of this the expression given for G has constant
coefficients. It can be shown that, with the usual way of writing the metric
in terms of a choice of local coordinates, it is impossible to obtain constant
coefficients for G.
The point of carrying out this procedure is explained by the theory of
Lie groups, an elementary knowledge of which we take for granted (see
[2]). Let § be a Lie group, e G § its unit element, and lg: $ ->- §
left multiplication by g G 9. If ( e 1 ; . . . , en) is a basis of Te (9), then it
can be carried over to any Tg(S) via the isomorphism
(dlg)e: Τ,{&)-+• Tg($), which leads to the basis ef = (^) e (e,·). The vector
fields Xj such that Xt\ = ef are clearly left-invariant, that is,
lg(Xi) = Xj Vg G G, and form a basis over R of the space L = L(9) of
all left-invariant fields on 9. If Χ, Υ G L, then clearly [X, Y] G L; L is
called the Lie algebra of G. Let [Xu X] = Σ c^ Xk; the cf; are called
k~ 1
the structure constants of 3 (or of L). Similarly, let (ej, . . . , en) be the
basis of T%(9) dual to (eu ... , en) and if = [(dlg)*] "He,). Then the
forms ωζ- G Λ'(2/), c^L· = ef are left-invariant and form a basis of
L*, R-dual to the basis (Χγ, . . . , Xn) of L. Furthermore, since the X{
r L
(respectively, ω;·) form an ^ (^)-basis of 3)(&) (respectively, of A (^)),
every vector field (respectively, 1-form) on § can be written in the form
η η
Χ = Σ o/.iXi (respectively, ω = Σ α ζ ω,·), where OCJ 6 JF{&)· In particular,
/= ι /= ι
every metric G on "§ can be written in the form

G(X, Υ) = Σ μ^α,/SL where X = Σ α,-*,, F = Σ ft AT,, μ /; = μ« G #r(9).


i,j= 1 i'= 1 i= 1
If G is left-invariant, then the μ^ are constants. The formula for the kinetic
energy of a rigid body is, as is now clear, an expression of a similar kind
when 9 = £(3) = M.
Since G is left-invariant, the Hamiltonian Η = G/4 of a rigid body is
left-invariant. If (pt, v() are coordinates in T*(M) dual to (υ ; , ω,-), then
The structure of Hamiltonian mechanics 227

3
/ p?
L v? \
clearly Η = Σ (-7r - + -^r-| · Thus, the theory of the motion of a rigid
body leads us to the necessity of considering left-invariant Hamiltonian
systems on Lie groups.
The theory of left-invariant Hamiltonian systems on a Lie group "§ is
simplified considerably if we discuss only the left-invariant part of the
Hamiltonian formalism on T*(3). This is justified, because
lg(p) ~ Ρ V g Ε G (Corollary 2.2), that is, the fundamental forms ρ and
dp on T*(G), as well as the map Γ, are left-invariant. This allows us to
make full use of the property of being left-invariant, which clearly entails
the fact that 3 is a group of (non-hidden) symmetries of the left-
invariant Hamiltonian Η on T* (3).
Thus, we consider the left-invariant Hamiltonian formalism on T*(§),
which means that we deal only with functions, forms, fields, etc. on T*(W)
that are invariant under the diffeomorphisms lg, g Ε ^ . Every left-
invariant function φ on T*(S) can be put into one-to-one correspondence
with the function 1(φ) = φ lr*(g) on the linear space T*(§), which is
naturally identified with L*\ I is an isomorphism of the ring of smooth
left-invariant functions on T*(3) and ^(L*). If ψ G ^(T*(S)) and
X G 3)(T*(&)) are left-invariant, then so is the function Χ(φ). Therefore,
the field Χ1 Ε g}(L*) is well defined by Χ'(ψ) = 1(Χ(Γ1(ψ))), ψ 6 JF(L*).
If Η G &{T*(S)) is left-invariant, then so is XH. Therefore, the field
l
X H and the R-linear map Γ,: 3? (L*) -+SB (L·), Γ,(ψ) = Χ%) are
defined. We compute i y The functions π,-. = /(Π,·), where Π,· = ρ{Χ{), form
a coordinate system on i * . The structure formula [Xu Xj] = Σ ^ - Ι ^
η „
leads to [Xj, Xf] = Σ cf-Xk. Applying the form ρ to both sides of the
k=l
equation
X,.(IL) = Π,·, IL = dp(Xi, Χ}) = XMXf)) ~ X}(p(Xi)) - pCiXo Xj]),
we obtain ^(Π,) - Σ cj}Uk, hence X\ = Σ ( Σ c j ^ ) - ^ - . If
π
H ~ Κ ι> · · · > ""«) is some left-invariant Hamiltonian, then
1(H) = / ( π 1 ; . . . , πη) and ^ % Xn. = Σ | ^ - 1,·. Hence
= Σ -%-

To finish this brief excursion into the left-invariant theory, we remark


228 Α. Μ. Vinogradov and Β. Α. Kupershmidt

that any function h invariant under the adjoint representation of § on


L* is a symmetry of any left-invariant function if we regard it as a
function on T*(S) (it is obvious that Λ is an invariant if and only if
Γ;(Λ) = 0). For more details about this, see [23].
Let us return, however, to the rigid body. Above, we took as a basis of
Γβ(£(3)) = Γ ¥ ο (Μ) = r e o ( R 3 ) © Te(SO(3)) the vectors ey, e2, e3 of unit
translations along the inertial axes of the body in question (a basis of
Ta (R 3 )) and the vectors e 4 , es, e6 of unit rotations about the axes
el e2, e3 (a basis of Te(SO(3))). Then

[e 4 , e5] = e e ,
(10.10) \ [e 5 . e6] = e 4 , [e e , e 4 ] = e 5 , [e 4 , e 2 ] = e 3 , [e 4 , e3]= — e2,
= — e3, [e5, e3] = e1, [e6, e t ] = e 2 v [e6, ei] = —ei.
3
pi v? x
When we now apply (10.9) to the Hamiltonian Η = Σ (-^r+fj:)»

and calculate the values of the structure constants, which are given by
(10.10), we obtain
(10.11) χ·Η

£
Thus, the left-invariant Hamiltonian system for a rigid body is:

The Legendre map a^ is clearly left-invariant and gives rise to a map


o:^: L* -*• L. In the case in question, cnlH is given by the formulae
1
Vj = Pi/m, ω/ = t ,-//,·. Therefore, the system of equations on L associated
with the field <*lH(.XlH) has the form

(10.13) ^ . u _ u . 7 ,_Λ

The first three equations of this system are, as is not hard to see, the
laws of conservation of momentum along the coordinate axes, written in
the moving frame g, and are therefore of no interest. But the second
three equations are the famous Euler equations of motion of a rigid body.
For this reason, the field &lH(XlH) on L in the case of an arbitrary left-
The structure of Hamiltonian mechanics 229

invariant Hamiltonian Η on T*(3) can be regarded as a generalization of


Euler's equations for a rigid body (provided, of course, that <xH is a
3 3
diffeomorphism). The functions ρ2 = Σ pf and ν2 = Σ vf are invariants
1=1 i=l
l
of G(3), so that X pl = X^ = 0; hence they are symmetries of H. The
projection of the manifold {H — cx} Π {ρ2 = c 2 } Π {ν2 = c 3 } on the
^space (= T*(SO(3)) C 7^(^(3))) is given by the equations

(10.14) 2-ll^-gr. v-c3.


i=l
Thus, the motion of a rigid body is described in non-parametric form by
the curves (10.11) or, after applying aH, by the curves
3 3

(10.15) 2 /i<o!=const, Σ /?cu? = const,


t=l i=l

which are, therefore, the solutions of Euler's equations.


The following connection between the trajectories of XH and of the
"Euler field" <xlH(XlH) is an immediate consequence of the definitions:
if ω(ί) is a trajectory of the Euler field, then the projection y(t) of the
trajectory y(t) of XH on S is of the form y(t) = exp ω(ί), and vice
versa. Here exp: L -> *? denotes the exponential map (see [2]). The case
of a rigid body fixed at one or two points can be treated similarly.
The theory expounded above is, as we have seen, the restriction of the
Hamiltonian formalism to the subring of JF{T*{¥>)) consisting of left-
invariant functions. A similar theory can be constructed, if instead of
this subring we takejmy other subring of JF(T*(&)) that is invariant
under the operators / g € 13. The smaller this subring, the simpler the
resulting theory. The study of the motion of a rigid body in, say, a
gravitational field can most conveniently be brought within the framework
of such a theory.

APPENDIX I

Bifurcations
Here we want to describe how the manifolds Pc vary with a change of
c € Rk. It is not hard to give to the loose arguments presented below a
rigorous meaning in the framework of the theory of singularities of smooth
maps (see, for example, the survey [6]). In particular, this refers to the
concept of "general position", which lies at the basis of our discussion and
which nonetheless we leave undefined.
We begin with the following general situation: Κ is some m-dimensional
manifold,/!, . . . , fk G Jf(K), k < m, is a collection of functions in
230 Α. Μ. Vinogradov and Β. Α. Kupenhmidt

"general position", Pc = {χ G Κ \ft(x) = cu i = 1, . . . , k },


c = ( c 1 ; . . . , ck) G R*. Then we make modifications, taking into account
the fact that {/;, /;·} = 0. Let
Bif (fx> • • • , fk) = {% G Κ | dfx \x, . . . , dfk\x are linearly independent }.
Generally speaking, Bif (fx, . . . , fk) is a manifold with singularities, whose
points in "general position" are the χ for which
rank {.dfx \x, . . . , dfk\x) = k - 1, dft\x Φ 0 (ι = 1, . . . , k). We restrict
ourselves to the analysis of these points. Let
P'c. = {x EKlftix) = c{, i = 1, . . . , k- 1}, c' = ( c 1 ; . . . , <•*_!) G R * - 1 .
For almost all c G R^" 1 the manifold P'c· can be assumed to be non-singular,
that is, rank {dfx \x, . . . , dfk_x \x) = k - 1. A point χ lies in
P'c- Π Bif (/\, . . . , / „ ) only when d(fk\P<,)\x = 0, that is, when χ is an
extremum point of fk\p, on P'c·. The extremum points of a function in
"general position" form a discrete set (see [6]), so that the set
P^· Π Bif {/χ, . . . , fk) can be regarded as such. When the (k- 1 )-dimensional
parameter c varies, each of the χ £ P'c· η Bif (fx, . . . , fk) also varies and
describes a (k — 1 )-dimensional manifold. Thus,
Bif(Λ, ..., fk)= U (?;- η Bif(fx, ..., fk)) is a (k- l)-dimensional

manifold with singularities.


We now consider the map F: Κ -> R*, F(x) = (fx(x), . . . , fk(x)). Then
the set bif (fx, . . . , fk) = F(Bif (fx, . . . , fk)), is, in general, also a
(k — 1 )-dimensional manifold in Rfc with singularities and self-intersections.
It is called the bifurcation diagram of the system fx, . . . , fk and it splits
F(K) C R* into a number of connected domains, say Bt. These domains
have the property that under some natural conditions of completeness all
the manifolds Pc, c Ε Bt, are diffeomorphic, while Pc and Ρδ are not
diffeomorphic if c and c belong to different domains Bt. Thus, the
manifold Pc changes on passing through the bifurcation diagram from one
domain Bi to another. Let us prove this.
Let Β ι = F-HBt), x e Bjt c(x) = (fx(x), . . . , fk(x)). Then_
Ker dFx = TX(PC(X))· We introduce a Riemannian metric on Bt (this is
always possible (see [1])) and consider an orthogonal complement Ox
to Ker dFx in TX(K) in the sense of this metric.
Now dFx\o : Ox ->• TF^(Rk) is an isomorphism, since dFx is an
epimorphism because χ G 5,-. Every field Ζ Ε ^ ( 5 £ ) can be lifted to a
field Ζ G ^ ( 5 0 , by setting Zx = {dFx\o Y1 (ZF{x)). Here, clearly,
Z o F * = F * Z . It follows from this equality that F°Ct = Ct<> F, where
{Ct} <!=> Z, {Ct} <=> Ζ at places where C, is defined. In this context we
call F full if Ct is defined on F " 1 (V) whenever Ct is defined on V C i?,-.
The structure of Hamtttonian mechanics 231

LEMMA. Let F be full. Then all the fibres Pc, c Ε B{, are diffeomorphic.
PROOF. Let c, c G B{ and let Ζ G 27 (Bt) be a field such that one of
its trajectories passes through the points c and c~, and Ct{c) = c~ for some
t G R. If V is a neighbourhood of c where Ct is defined, then Cf is
defined on F'1 (V) D Pc. Since F°Ct = C f ° F , we have ζ(/>.) C />-, and
C_t{Pc) C P c , from which it is clear that Ct\P : Pc -»• P- is a diffeomorphism.
We give the following almost obvious proposition without proof.
PROPOSITION. 1) A map F is full if VZ G SB (£,·) and
Va; Ε i?z·, //z<? trajectory of Ζ starting at χ is defined for those t for which
the trajectory of Ζ starting at F(x) is defined.
2) A map F is full if the preceding condition is satisfied for some system
of fields {Za} that generates the &(B^-module 32(B,).
3) The property of a map F of being full does not depend on the choice
of the Riemannian metric in Bt.
4) // F is full, then F\g;. Bt -*• B{ is a smooth fibering with the fibres
Pc = F~Hc), c SBj (see [7]).
We turn now to the case of interest to us, that of a canonical manifold
Κ and a commuting system of essentially independent functions
/ i , . . . , fk. Then a point χ lies in P'c· Π Bif(/ l 5 . . . , f k ) , as before, if
d(fk\p>,)\x = 0. But χ cannot be isolated, because of the conditions
*/(/*) = {/'» /*> = °· Xi = Xf- F o r i 1 : foUows from Xt(fk) = 0 that
^k\p'^\Ai =
*-*' where {A}} *=*• Xj. More precisely, there is some
C Ϊ\Χ) __

(h— 1 )-dimensional manifold Nx· C Pc· passing through χ and consisting of


points where d(fk\P>,) = 0. The manifold Nx is constructed from
f\, • • • , fk-x just as Nx from / x , . . . , fk. Thus, bifC/Ί, . . . , fk) is a
(k- l>parameter family of (k— 1 )-dimensional manifolds, that is, a
manifold of dimension 2k —2. Nevertheless,
Ker dFx Π 7^(Bif(Λ, . . . , fk)) = TX(NX) is of dimension k-\, so that
Bif (/Ί, . . . , fk) is, as before, a (k- l)-dimensional manifold with
singularities. For the rest, everything proceeds as before.
We consider one simple example that illustrates the theory of bifurcation: a "particle in a central

field". In this case Μ = R 2 \ {0 }, T*(M) » Μ X R2 and Η = — - ^ — + ί/(χ), where (q,, ^,) are Cartesian
coordinates in R2 D Λ/", ( ^ p,0 (/ = 1, 2) is the corresponding special coordinate system in T*(Af),
x = V(<7? + q\)- The Hamiltonian //is, clearly, symmetric with respect to rotations about the origin, and
3 d
the field Xe. Σδ(Μ) corresponding to the one-parameter group of turns about the origin is q, q2 ·
dq2 d<7,
Therefore, the Hamiltonian/2 of Xisqlp1 - p , ? , , and {/2, H} = 0. We consider the bifurcations of the
pair/, =H,f1. Since
—LJ- ( 3 l dqi + q2 dq2),

the set Bif (/,, / 2 ) consists of the points where the rank of the matrix
232 Α. Μ. Vinogradov and Β. Α. Kupershmidt

/ Pi Pi y (x) 3l V(x)q2\
V—32 ?1 Pi —pi ) '
where V(x) - U'{x)/x, does not exceed 1. An elementary calculation shows that Bif(/,, / a ) consists of
"pieces of two types:
v
Bif, = {pi=± \/(V(x))qt, p , = + V(^(*))?i. &) > 0} -points in "general position";
Bif, = {pj = p 2 = 0, V(x) = 0} - points "not in general position".
2
The projections of these pieces on the plane R = {/χ, / 2 } are

{ U'(y)y, / a =±
U'(y) > 0,y > 0 is a parameter;
bif2 = JP(Bif!!) = {/1 = a i , / 2 = 0 ) ,

where a,· = U(x{) and the x{ are roots of the equation U\x) = 0. Thus, bif (/",, / 2 ) = F(Bif,) U F(Bif2).
For example, let U(x) = 1/x ("repelling potential"). Then Im F = {/j > 0}, bif(/,, / 2 ) = 0 . But if
t/(x) = - 1/x ("attracting potential"), then Im F = R 1 , bif(/,, /,) = {2/Ji = — 1}.
For other examples, see [26].

APPENDIX II

The Hamiltonian form of mechanics with friction,


non-holonomic mechanics, invariant mechanics, the
theory of refraction and impact
A. V. Bocharov and A. M. Vinogradov
In this appendix we present the Hamiltonian formulation of the branches
of classical mechanics indicated in the heading, about which nothing is said
in the main text. Here, in contrast to the traditional approach, we are in
no way guided by the Lagrangian point of view. The invariant Hamiltonian
formulation of the branches of mechanics discussed in subsections 2, 3, and
5 is apparently new.
1. Mechanics with friction. The action of frictional forces is manifested
by a decrease of the momentum of a mechanical system in "the direction
opposite to its direction of motion". Therefore, the resistive action of
frictional forces can be described by adding to the non-resistive Hamiltonian
field of the system a vertical vector field on T*{M), in which all the vectors
that are tangent to the fibres T*(M) "face" the point (x, 0) G T*(M). In
particular, Xp is such a field. Hence, any field of frictional forces is of the
form \X , where λ is a non-negative function on T*(M). Thus, if SB is
the usual Hamiltonian of the system in question, then its motion, when
friction is taken into account, is described by a vector field on T*(M) of
the form X = T~\dffl + λρ). The function λ is the coefficient of friction,
and its form is determined by the concrete physical conditions.
2. Mechanics of non-holonomic systems.1 The kinematic constraints
imposed on a system by their very meaning must be understood as a
For a Lagrangian treatment of non-holonomic systems see [28]. See also [29].
The structure of Hamiltonian mechanics 233

certain submanifold Π C T*(M) on which the phase trajectories of the


system have to lie. Thus, it is necessary to indicate the principles on which
a vector field Ζ G 3D(U) is constructed for a given Hamiltonian of mechanical
type. It is convenient to formulate it, by introducing the concept of a
partial symplectic structure.
Let Q be a linear subspace of a linear space V, and P = p0 + Q an affine subspace. We say that a bilinear
form Ω: V X V -* R is non-degenerate on Ρ if it is non-degenerate on its associated linear subspace Q,
If Ω is such a form, then Ρ can be uniquely written in the form ρ, + Q, where ρ, is a vector skew-
orthogonal to Q (with respect to Ω), the so-called canonical displacement (with respect to Ω) of the affine
space P.
If a skew-symmetric form Ω is non-degenerate on P, then the map γ Ω :P-+Q*, TfjCO = χ J Ω is an
"isomorphism". We consider the isomorphism Γ Ω : Q-*Q*, r^(y) = y _ΙΩ. The maps γ Ω and Γ Ω are
connected by the relations

(
in which ρ, is the canonical displacement oiP.
Let I be a smooth manifold. We say that a partial symplectic structure
is given on L if there are specified a distribution of affine subspaces
T£(L) C TX{L) VX G L, and a differential 2-form Ω G A2(L), with
1) Ω non-degenerate on Tx for any χ G L, 2) c/Ω = 0.
Together with {T°x} we consider the distribution of linear spaces
T], C TX(L) and the field of canonical displacements <9* (71 = ^ + J i ) .
The family of maps 7 ( "i n ,: «T*1)* "• 7 ? , Γ ( - Ω Χ ) : ( ^ )* "" Tx obviously
defines linear operators
Z: AHL)^3)(L), Y:

By (1), Ζ(ω) = SP + Υ(ω), where aP is the field of canonical


displacements.
DEFINITION. We call the l-form ω a generalized Hamiltonian of the
vector field Ζ(ω). When ω = df we call the function f a Hamiltonian of
the field Ζ(ω).
d γ
1
The existence of the map C°°(L) ->· Λ (L) -* 3){L) allows us to define
on a manifold with a partial symplectic structure a pairing
(/, g) — Y(dp.(g) satisfying all the axioms of the Poisson bracket (see
[16]), except the Jacobi identity.
Let Μ be the configuration manifold of a mechanical system and G its
kinetic energy (a Riemannian metric on M). Let Px C TX(M) be a
distribution of ^-dimensional affine subspaces, realizing the kinematic
constraints imposed on the system. We introduce the following objects:
1°. Οχ·. TX(M) -> T*(M) - the Legendre map associated with the metric
G;
2°. a ^-dimensional distribution IL,. = oix(Px) C T*(M);
3°. a 2A:-dimensional distribution Γ6°(Π) C Tb(H) on the manifold
234 Α. Μ. Vinogradov and Β. Α. Kupershmidt

Π = UL
χ<=Μ

Π(Π) = {leTb(U) \da | 6 (ξ) 6/>„««}


is the inverse image of Px under the natural projection π: Π -> Μ.
FUNDAMENTAL ASSERTION. The distribution T° and the 2-form
(dp)\n give a partial symplectic structure on Π.
If we now understand by non-linear kinematic constraints an arbitrary
submanifold Π C T*(M), fibred over Μ into smooth surfaces Π^. C TX(M),
then the partial symmetric structure on Π must be given "backwards".
Namely, let b € Π, ir(b) = x; we replace the surface Tlx C T*(M) by its
linearization U(b) at b. We construct the element Px(b) =
= α^ΟΪαΟ) C TX(M). We set Γ6°(Π) = { | 6 7^,(11)|Λτ|6(*)€/>«(&)} etc.
Let F Ε Λ 1 (Μ) be the "field" of forcejn which the system is situated,
regarded as a differential 1-form, and let G be the quadratic function on
T*(M) corresponding to the metric^G. By a generalized Hamiltonian of the
system we mean the 1-form Ε = dG - ir*(F), where ir: Τ*(ΑΙ) -*• Μ is the
natural projection.
DEFINITION. Suppose that a manifold Π realizes the kinematic constraints
imposed on a mechanical system, ω £ Ε\π, Ω = (<2ρ)|Π. Then the trajectories
of the vector field Ζ(ω) are called the phase trajectories of this mechanical
system. We assume that the forces admit a force function
F = dU, SS = G - ir*(U). Since a free mechanical system would move along
the trajectories of the Hamiltonian vector field Xgg, the vector
Rffg = Zdg$ — Χ$$ must be taken to be the force of reaction of the non-
holonomic constraints.
Let us describe the objects introduced above in special coordinates on
T(M) and T*(M), assuming that the kinematic constraints are linear, and
let us verify that the well-known Chaplygin—Kanjel equations (see [27])
and the formulae for the force of reaction follow from the principle we
have formulated. Let dim Μ = η, η = k + m.
η ,
1°. The constraints Px = { Σ asi(q)q{ + as0(q) = 0, s = 1, . . . m), where
i= 1

qx, . . . , qn, qx, . . . , qn are special coordinates on T(M).

2°. The Hamiltonian Ε = Σ ~ - φ,· + Σ gt(q, p)dqr

3°. The inverse Legendre map q( = 5 — (i = 1, . . . , « ) , where

< ? ! , . . . , qn, px, . . . , pn are special coordinates on T*(M).

4°. Π = { Σ a s i ~ + aso = 0, s = 1, . . . , m }.

PROPOSITION. For ω = E\n the vector field Ζ(ω) is of the form


The structure of Hamiltonian mechanics 235

η m η

Ρ) - Σ ( » . - Σ ) ^ |
i=l 5=1
where the \s (s = 1, . . . , m) are functions on Π.
In particular, when F = dU, SS=G - n*(U), we have the classical
Chalygin—Kanjel equations
m
dqj _ d&g dP Pii _ I dm
dt dPl ' dt ~~ \ dq,
η

α
2 ^-9ρ~

i=l 5=1

If the configuration manifold of the system is a Lie group &, and the
distribution Pg C Tg(S) and the kinetic energy of the system are left-
invariant, then so is the surface Π C T*(§). In this case the phase
trajectories of the system are projected naturally onto the linear space
He C I * = T*(S), where e is the unit element of the group. Here the
equations of the projected phase flow can be uniquely recovered from the
element of the metric Ge: Te X Te -*• R and the structure constants of
the Lie algebra L = Te(^), similar to the way this happens in the
holonomic case (see §10). In particular, the classical equations "in
quasicoordinates" describing the rocking of a body on a rough plane are
equations of such a flow on the appropriate Lie algebra.
Bringing mechanics with friction and non-holonomic mechanics together,
we come to the following general principle.
If a force field F and a coefficient of friction are given on the
configuration manifold Μ of a non-holonomic mechanical system, then the
non-holonomic constraints on the system must be interpreted as a sub-
manifold Π C T*(M), and the phase trajectories of this system are the
trajectories of the vector field Ζ(ω), where ω = (dG — ir*(F) + λ ρ ) | π .
3. The Hamiltonian formalism with values in a representation of a Lie group.
The formalism developed below is suitable for the description of mechanical
systems whose configuration manifold is a Lie group §, whose kinetic
energy is left-invariant, and whose potential energy is "only slightly non-
invariant". We show below that the study of such a system reduces to that
of a system with left-invariant Hamiltonian on a Lie group "§x, an extension
of S.
We consider the right representation of $ on C°° C§):g'- f-+ R£(f), where Rg is right multiplication
by g. Let V C C°°(i§) be an invariant subspace of this representation, A(V) c C°°(^) the subalgebra
generated by V, and n*(A) = {π·(/) | / ζ A (V)}, (JI : T*{$) ->- g is the projection). We denote by
the algebra of left-invariant Hamiltonians (see §10).
236 Α. Μ. Vinogradov and Β. Α. Kupershmidt

00
FUNDAMENTAL ASSERTION. £7£(Γ*)·ιτ*(/1) is a subalgebra of C (T*($)) and is closed under
the Poisson bracket.
We indicate at once the main source of invariant subspaces of the right representation in C°°C§). Let
Φ: ί§ -»- Aut( WO be a linear representation. We fix a vector eeW. For each £ e W* we define a
function/ t e C°° ( $ ) : /{<£) = ?(*(£)[e] U e S . The space Vof these functions is right-invariant, and
if W is finite-dimensional, so is V.
EXAMPLE. The potential energy of a rigid body, fastened at one fixed
point and situated in a uniform gravitational field, is a function on 50(3),
but is not right-invariant. The orbit of this function under the right
representation has a three-dimensional linear span.
From now on we assume that dim V < °°. Let L = Te($) be the Lie
algebra of &. Regarding V as a commutative Lie algebra, we examine the
action of L on V induced by the right representation, and the corresponding
semidirect product Lx of the algebras L and V. Now the ground ring
Κ = C£(T*)'ir*(A) can be regarded as a ring of functions on
Lf = L* © V* or, equivalently (§10), as a ring of left-invariant
Hamiltonians on the corresponding Lie group &t. In particular, the
Hamiltonian of the original mechanical system G + it*{V) is of this kind
if υ € V.
It is not hard to check that the canonical structure arising on Κ from
the Lie algebra Lx (see [16]) is the same as the structure induced on it
by the Poisson bracket, by the fundamental assertion (see above).
EXAMPLE. For a heavy rigid body fastened at a fixed point, S1 is the
group of motions of three-dimensional Euclidean space. The classical
equations of motion of a rigid body are equations on a trajectory of the
Hamiltonian vector field X&g if t h e Hamiltonian

of the heavy rigid body is regarded as an element of the ring of functions


on Τ*φχ).
4. Invariant mechanics on a uniform space. Generalizing the left-invariant
theory, we can construct an invariant Hamiltonian formalism on a uniform
space. The analogue of the ring CZ(T*{$)) in this case is the ring of
functions on Τ* (Μ) (x 0 is some fixed point) that are invariant under the
action of the stabilizer of ;c 0 ·
From results of Gel'fand (see [30]) it follows, for example, that the
Poisson bracket of any two O(«>invariant functions on T*(G%), where
G* is a Grassman manifold, vanishes.
5. The theory of refraction and impact. We suppose that the phase
space of a mechanical system is divided by a hypersurface Γ into two
domains and that the behaviour of the system in these domains is described
by distinct Hamiltonians. We discuss below the rules of "refraction and
reflection" of a phase trajectory of such a system on Γ.
The structure of Hamiltonian mechanics 237

Let Μ be a smooth manifold and Γ C Μ a hypersurface splitting Μ


into two connected components:

Λ ί \ Γ = Λ/_ U M+.
By a function divided by Μ we mean a pair of functions / T : Mr U Γ -* R,
each of which is infinitely differentiable at interior points and is extended
to a smooth function / T : Μ -> R. (In particular, the restriction of a
divided function to Γ is two-valued.) We denote the ring of divided
functions by^j(M). If Μ is a symplectic manifold, 38 Ε grT(M), then a
Hamiltonian vector field Χ°% and the notion of a trajectory of this field
are defined on each of the components.
A point χ e r is called minus-opposing for 38 if the vector (X^JX points
into M+, and called plus-opposing for 38 if (X^. ) r points into M_.
There is a natural requirement, which we now impose on a trajectory:
the trajectory must pass from opposing points into non-opposing points
along the characteristics of the hypersurface (see §8). Let
ε, Ε Ε R, ε > 0 and let 7_: (—ε, 0] -»• Γ U M_ be a trajectory of the
vector field Xgg_ lying on the level surface {38- = £'}, where
·* = 7_(0) € Γ Π {aR. — Ε}. We consider the characteristic / passing
through x. A point y Ε / is called decisive for χ if 7 lies in
/ Π {c$?_ = £•} and is not minus-opposing or y lies in / Π {α/#+ —Ε) and
is not plus-opposing.
PRINCIPLE OF TRANSITION. A trajectory y_ can be extended from
any decisive point as the trajectory of the corresponding Hamiltonian
vector field (that is, the field X^> in the case of non-plus-opposition and
Xge_ in the case of non-minus opposition).
Having formulated the principle of transition in this form, we deliberately
refrain from quoting the theorem about the uniqueness of the trajectory,
which has an obvious physical justification.
We indicate (in the spirit of [16]) an algebraic interpretation of the
principle of transition. Instead of 3rv{M)vit consider a fairly arbitrary
7?-algebra Κ with a canonical structure { , }. Then the analogue of Γ in
Μ is a self-stabilizing ideal J cz K, and the analogue of the field of
characteristic directions is a family of derivations
χ^: Κ -* K/J, g Ε J, xg(f) = π({§, /}), where π: Κ-+ΚΙ3 is the natural
1
homomorphism. Let / C R be an interval, 0 Ε /, and let F0(I) be the ring of
functions divided by the point 0.
We denote by ,f0(I)cz:^0(I) the subring of functions continuous at zero.
Let m € K.
DEFINITION. We call a homomorphism of Λ-algebras 7: Κ-+ S-0{I) a
trajectory of the Hamiltonian 3£, divided by the ideal J, if
1°. the diagram
238 Α. Μ. Vinogradov and Β. Α. Kupershmidt

v
l — Γ
is commutative;
2°. y{M)ilW)\
3°. it follows from xg(f) = 0 Vg€ J , that )
We examine the case Μ = T*(L); Ν C L is a submanifold of codimension
1, Γ = U T*{L). The axioms 2° and 3° in the definition above have a
Χ(ΞΝ
simple mechanical meaning; 2° is the law of conservation of energy on
passing through TV, and 3° implies the continuity of the projection of the
trajectory on L and the law of conservation of "the component of
momentum tangential to TV".
Let U be a domain in L, and qx, . . . , qn, px, . . . , pn be special
coordinates on T*{U) such that Ν = {qn = 0}, M+ Π T*{U) =
= {qn > 0}, M_ Π T*{U) = {qn < 0}.
Let SS = S8T(qi, • • • , qn, P\, . . . , pn). Then the set of plus-opposing
points of Η is described by the inequality
(3) i^<0,
and the domain of minus-opposing points by the inequality

(4) ψ=->0.
EXAMPLE. We suppose that the branches SB* of &S are positive-
definite quadratic functions on each fibre T*(L).
We consider in T*(L), χ £ TV the pair of surfaces S+ = {38+ = E} and
S_ = {S8- = E). Let / be a characteristic passing through a minus-opposing
point on S_. It is easy to verify that a) / intersects S_ again at a minus-
opposing point, therefore, there is always a "reflected" trajectory: b) if /
intersects S+ at two points, then exactly one of them is plus-opposing and
there is a "refracted" trajectory: c) if / touches S+, then the point of
contact is non-opposing.
The cases b) and c) correspond to refraction of a trajectory of the
system on N, and the case when / does not intersect S+ at all to a
completely internal reflection.
EXAMPLE. (Capture of a trajectory). We consider on T*(R2) and
Γ = {q2 = 0}, the Hamiltonian α^ψ^ψρχρ^. The domains of plus- and
minus-opposition of this Hamiltonian coincide: {px < 0 , q2 = 0}.
Therefore, there are no non-opposing points of &8 on the characteristic
ρ ι — const < 0, and trajectories falling on such a characteristic cannot be
extended. It would be interesting to clarify whether there is any physical
The structure of Hamiltonian mechanics 239

effect corresponding to this mathematical situation.


In conclusion we point out that impulsive motion of systems can also be
studied by means of the formalism we have constructed. For example,
elastic impact of a rigid body at a fixed barrier without friction is
described by reflection of the trajectory of the rigid body from a hyper-
3
surface Γ C T*(SO(3) X R ). Here we must postulate that the
Hamiltonian SS+ is "identically equal to °°", that is, that
{$β+ = Ε) Π Γ = φ for any Ε.

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Received by the Editors 20 October 1975

Translated by A. J. Mclsaac

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