Paper 3, Section II, D

Integrable Systems
Part II, 2015

Let L=L(t)L=L(t) and A=A(t)A=A(t) be real N×NN \times N matrices, with LL symmetric and AA antisymmetric. Suppose that

dLdt=LAAL\frac{d L}{d t}=L A-A L

Show that all eigenvalues of the matrix L(t)L(t) are tt-independent. Deduce that the coefficients of the polynomial

P(x)=det(xIL(t))P(x)=\operatorname{det}(x I-L(t))

are first integrals of the system.

What does it mean for a 2n2 n-dimensional Hamiltonian system to be integrable? Consider the Toda system with coordinates (q1,q2,q3)\left(q_{1}, q_{2}, q_{3}\right) obeying

d2qidt2=eqi1qieqiqi+1,i=1,2,3\frac{d^{2} q_{i}}{d t^{2}}=\mathrm{e}^{q_{i-1}-q_{i}}-\mathrm{e}^{q_{i}-q_{i+1}}, \quad i=1,2,3

where here and throughout the subscripts are to be determined modulo 3 so that q4q1q_{4} \equiv q_{1} and q0q3q_{0} \equiv q_{3}. Show that

H(qi,pi)=12i=13pi2+i=13eqiqi+1H\left(q_{i}, p_{i}\right)=\frac{1}{2} \sum_{i=1}^{3} p_{i}^{2}+\sum_{i=1}^{3} \mathrm{e}^{q_{i}-q_{i+1}}

is a Hamiltonian for the Toda system.

Set ai=12exp(qiqi+12)a_{i}=\frac{1}{2} \exp \left(\frac{q_{i}-q_{i+1}}{2}\right) and bi=12pib_{i}=-\frac{1}{2} p_{i}. Show that

daidt=(bi+1bi)ai,dbidt=2(ai2ai12),i=1,2,3\frac{d a_{i}}{d t}=\left(b_{i+1}-b_{i}\right) a_{i}, \quad \frac{d b_{i}}{d t}=2\left(a_{i}^{2}-a_{i-1}^{2}\right), \quad i=1,2,3

Is this coordinate transformation canonical?

By considering the matrices

L=(b1a1a3a1b2a2a3a2b3),A=(0a1a3a10a2a3a20)L=\left(\begin{array}{lll} b_{1} & a_{1} & a_{3} \\ a_{1} & b_{2} & a_{2} \\ a_{3} & a_{2} & b_{3} \end{array}\right), \quad A=\left(\begin{array}{ccc} 0 & -a_{1} & a_{3} \\ a_{1} & 0 & -a_{2} \\ -a_{3} & a_{2} & 0 \end{array}\right)

or otherwise, compute three independent first integrals of the Toda system. [Proof of independence is not required.]