Integrable system
In mathematics, integrability is a property of certain dynamical systems. While there are several distinct formal definitions, informally speaking, an integrable system is a dynamical system with sufficiently many conserved quantities, or first integrals, that its motion is confined to a submanifold of much smaller dimensionality than that of its phase space.
$_$_$DEEZ_NUTS#1__subtextDEEZ_NUTS$_$_$
$_$_$DEEZ_NUTS#1__answer--0DEEZ_NUTS$_$_$
$_$_$DEEZ_NUTS#1__answer--1DEEZ_NUTS$_$_$
$_$_$DEEZ_NUTS#1__answer--2DEEZ_NUTS$_$_$
$_$_$DEEZ_NUTS#1__answer--3DEEZ_NUTS$_$_$
$_$_$DEEZ_NUTS#1__answer--4DEEZ_NUTS$_$_$
$_$_$DEEZ_NUTS#1__answer--5DEEZ_NUTS$_$_$
General dynamical systems[edit]
In the context of differentiable dynamical systems, the notion of integrability refers to the existence of invariant, regular foliations; i.e., ones whose leaves are embedded submanifolds of the smallest possible dimension that are invariant under the flow. There is thus a variable notion of the degree of integrability, depending on the dimension of the leaves of the invariant foliation. This concept has a refinement in the case of Hamiltonian systems, known as complete integrability in the sense of Liouville (see below), which is what is most frequently referred to in this context.
An extension of the notion of integrability is also applicable to discrete systems such as lattices. This definition can be adapted to describe evolution equations that either are systems of differential equations or finite difference equations.
The distinction between integrable and nonintegrable dynamical systems has the qualitative implication of regular motion vs. chaotic motion and hence is an intrinsic property, not just a matter of whether a system can be explicitly integrated in an exact form.
Hamiltonian systems and Liouville integrability[edit]
In the special setting of Hamiltonian systems, we have the notion of integrability in the Liouville sense. (See the Liouville–Arnold theorem.) Liouville integrability means that there exists a regular foliation of the phase space by invariant manifolds such that the Hamiltonian vector fields associated with the invariants of the foliation span the tangent distribution. Another way to state this is that there exists a maximal set of functionally independent Poisson commuting invariants (i.e., independent functions on the phase space whose Poisson brackets with the Hamiltonian of the system, and with each other, vanish).
In finite dimensions, if the phase space is symplectic (i.e., the center of the Poisson algebra consists only of constants), it must have even dimension and the maximal number of independent Poisson commuting invariants (including the Hamiltonian itself) is . The leaves of the foliation are totally isotropic with respect to the symplectic form and such a maximal isotropic foliation is called Lagrangian. All autonomous Hamiltonian systems (i.e. those for which the Hamiltonian and Poisson brackets are not explicitly time-dependent) have at least one invariant; namely, the Hamiltonian itself, whose value along the flow is the energy. If the energy level sets are compact, the leaves of the Lagrangian foliation are tori, and the natural linear coordinates on these are called "angle" variables. The cycles of the canonical -form are called the action variables, and the resulting canonical coordinates are called action-angle variables (see below).
There is also a distinction between complete integrability, in the Liouville sense, and partial integrability, as well as a notion of superintegrability and maximal superintegrability. Essentially, these distinctions correspond to the dimensions of the leaves of the foliation. When the number of independent Poisson commuting invariants is less than maximal (but, in the case of autonomous systems, more than one), we say the system is partially integrable. When there exist further functionally independent invariants, beyond the maximal number that can be Poisson commuting, and hence the dimension of the leaves of the invariant foliation is less than n, we say the system is superintegrable. If there is a regular foliation with one-dimensional leaves (curves), this is called maximally superintegrable.
Hirota bilinear equations and τ-functions[edit]
Another viewpoint that arose in the modern theory of integrable systems originated in
a calculational approach pioneered by Ryogo Hirota,[2] which involved replacing
the original nonlinear dynamical system with a bilinear system of constant coefficient
equations for an auxiliary quantity, which later came to be known as the
τ-function. These are now referred to as the Hirota equations. Although originally appearing just as a calculational device, without any clear relation
to the inverse scattering approach, or the Hamiltonian structure, this nevertheless gave a very direct method from which important classes of solutions such as solitons could be derived.
Subsequently, this was interpreted by Mikio Sato[3] and his students,[4][5] at first for the case of
integrable hierarchies of PDEs, such as the Kadomtsev–Petviashvili hierarchy, but then
for much more general classes of integrable hierarchies, as a sort of universal phase space approach, in which, typically, the commuting dynamics were viewed simply as determined by a fixed (finite or infinite) abelian group action on a (finite or infinite) Grassmann manifold.
The τ-function was viewed as the determinant
of a projection operator from elements of the group orbit to some origin within the Grassmannian,
and the Hirota equations as expressing the Plücker relations, characterizing the
Plücker embedding of the Grassmannian in the projectivization of a suitably
defined (infinite) exterior space, viewed as a fermionic Fock space.
Exactly solvable models[edit]
In physics, completely integrable systems, especially in the infinite-dimensional setting, are often referred to as exactly solvable models. This obscures the distinction between integrability, in the Hamiltonian sense, and the more general dynamical systems sense.
There are also exactly solvable models in statistical mechanics, which are more closely related to quantum integrable systems than classical ones. Two closely related methods: the Bethe ansatz approach, in its modern sense, based on the Yang–Baxter equations and the quantum inverse scattering method, provide quantum analogs of the inverse spectral methods. These are equally important in the study of solvable models in statistical mechanics.
An imprecise notion of "exact solvability" as meaning: "The solutions can be expressed explicitly in terms of some previously known functions" is also sometimes used, as though this were an intrinsic property of the system itself, rather than the purely calculational feature that we happen to have some "known" functions available, in terms of which the solutions may be expressed. This notion has no intrinsic meaning, since what is meant by "known" functions very often is defined precisely by the fact that they satisfy certain given equations, and the list of such "known functions" is constantly growing. Although such a characterization of "integrability" has no intrinsic validity, it often implies the sort of regularity that is to be expected in integrable systems.
Solitons and inverse spectral methods[edit]
A resurgence of interest in classical integrable systems came with the discovery, in the late 1960s, that solitons, which are strongly stable, localized solutions of partial differential equations like the Korteweg–de Vries equation (which describes 1-dimensional non-dissipative fluid dynamics in shallow basins), could be understood by viewing these equations as infinite-dimensional integrable Hamiltonian systems. Their study leads to a very fruitful approach for "integrating" such systems, the inverse scattering transform and more general inverse spectral methods (often reducible to Riemann–Hilbert problems),
which generalize local linear methods like Fourier analysis to nonlocal linearization, through the solution of associated integral equations.
The basic idea of this method is to introduce a linear operator that is determined by the position in phase space and which evolves under the dynamics of the system in question in such a way that its "spectrum" (in a suitably generalized sense) is invariant under the evolution, cf. Lax pair. This provides, in certain cases, enough invariants, or "integrals of motion" to make the system completely integrable. In the case of systems having an infinite number of degrees of freedom, such as the KdV equation, this is not sufficient to make precise the property of Liouville integrability. However, for suitably defined boundary conditions, the spectral transform can, in fact, be interpreted as a transformation to completely ignorable coordinates, in which the conserved quantities form half of a doubly infinite set of canonical coordinates, and the flow linearizes in these. In some cases, this may even be seen as a transformation to action-angle variables, although typically only a finite number of the "position" variables are actually angle coordinates, and the rest are noncompact.
$_$_$DEEZ_NUTS#6__titleDEEZ_NUTS$_$_$
$_$_$DEEZ_NUTS#6__subtextDEEZ_NUTS$_$_$
$_$_$DEEZ_NUTS#7__titleDEEZ_NUTS$_$_$
$_$_$DEEZ_NUTS#7__subtextDEEZ_NUTS$_$_$