Two classical examples of integrable systems

Florian Beck 37th day in quarantine

String Math Seminar (Summer 2020) Recap Equations of motion in Darboux coordinates (pi , qj ) ∂H ∂H q˙j = , p˙i = − . ∂pj ∂qi The ((M, ω), H) is called Liouville/completely integrable if there are n independent, Poisson commuting

conserved quantities F1,..., Fn, {H, Fj } = 0.

Liouville theorem: let Mf be a level set of n F := (F1,..., Fn): M → R .

In Darboux coordinates around m ∈ Mf define the Z q X S(F , q) := pi (F , q)dqi , pi = pi (F , q). q0 i

Recap (I)

Phase space of a mechanical / Hamiltonian system is a symplectic 2n manifold (M , ω) with Hamiltonian H : M → R.

1 ∂H ∂H q˙j = , p˙i = − . ∂pj ∂qi The Hamiltonian system ((M, ω), H) is called Liouville/completely integrable if there are n independent, Poisson commuting

conserved quantities F1,..., Fn, {H, Fj } = 0.

Liouville theorem: let Mf be a level set of n F := (F1,..., Fn): M → R .

In Darboux coordinates around m ∈ Mf define the action Z q X S(F , q) := pi (F , q)dqi , pi = pi (F , q). q0 i

Recap (I)

Phase space of a mechanical / Hamiltonian system is a symplectic 2n manifold (M , ω) with Hamiltonian H : M → R.

Equations of motion in Darboux coordinates (pi , qj )

1 The Hamiltonian system ((M, ω), H) is called Liouville/completely integrable if there are n independent, Poisson commuting

conserved quantities F1,..., Fn, {H, Fj } = 0.

Liouville theorem: let Mf be a level set of n F := (F1,..., Fn): M → R .

In Darboux coordinates around m ∈ Mf define the action Z q X S(F , q) := pi (F , q)dqi , pi = pi (F , q). q0 i

Recap (I)

Phase space of a mechanical / Hamiltonian system is a symplectic 2n manifold (M , ω) with Hamiltonian H : M → R.

Equations of motion in Darboux coordinates (pi , qj ) ∂H ∂H q˙j = , p˙i = − . ∂pj ∂qi

1 Liouville theorem: let Mf be a level set of n F := (F1,..., Fn): M → R .

In Darboux coordinates around m ∈ Mf define the action Z q X S(F , q) := pi (F , q)dqi , pi = pi (F , q). q0 i

Recap (I)

Phase space of a mechanical / Hamiltonian system is a symplectic 2n manifold (M , ω) with Hamiltonian H : M → R.

Equations of motion in Darboux coordinates (pi , qj ) ∂H ∂H q˙j = , p˙i = − . ∂pj ∂qi The Hamiltonian system ((M, ω), H) is called Liouville/completely integrable if there are n independent, Poisson commuting

conserved quantities F1,..., Fn, {H, Fj } = 0.

1 In Darboux coordinates around m ∈ Mf define the action Z q X S(F , q) := pi (F , q)dqi , pi = pi (F , q). q0 i

Recap (I)

Phase space of a mechanical / Hamiltonian system is a symplectic 2n manifold (M , ω) with Hamiltonian H : M → R.

Equations of motion in Darboux coordinates (pi , qj ) ∂H ∂H q˙j = , p˙i = − . ∂pj ∂qi The Hamiltonian system ((M, ω), H) is called Liouville/completely integrable if there are n independent, Poisson commuting

conserved quantities F1,..., Fn, {H, Fj } = 0.

Liouville theorem: let Mf be a level set of n F := (F1,..., Fn): M → R .

1 Recap (I)

Phase space of a mechanical / Hamiltonian system is a symplectic 2n manifold (M , ω) with Hamiltonian H : M → R.

Equations of motion in Darboux coordinates (pi , qj ) ∂H ∂H q˙j = , p˙i = − . ∂pj ∂qi The Hamiltonian system ((M, ω), H) is called Liouville/completely integrable if there are n independent, Poisson commuting

conserved quantities F1,..., Fn, {H, Fj } = 0.

Liouville theorem: let Mf be a level set of n F := (F1,..., Fn): M → R .

In Darboux coordinates around m ∈ Mf define the action Z q X S(F , q) := pi (F , q)dqi , pi = pi (F , q). q0 i 1 F1,..., Fn, ψ1 := ∂S/∂F1, . . . , ψn := ∂S/∂Fn

in a neighborhood of m ∈ Mf . Equations of motion in these coordinates:

F˙i = {H, Fi } = 0, ψ˙j = {H, ψj } =: Ωj , Ωj = Ωj (F ). Hence completely integrable systems are solvable ‘by quadrature’. Plan for today: • Two classical examples (Kepler and Neumann problem) with direct application of Liouville theorem. • . • Example of Hamiltonian reduction. • Relation to algebraic curves.

Recap (II)

Then the following are conjugate coordinates

2 Equations of motion in these coordinates:

F˙i = {H, Fi } = 0, ψ˙j = {H, ψj } =: Ωj , Ωj = Ωj (F ). Hence completely integrable systems are solvable ‘by quadrature’. Plan for today: • Two classical examples (Kepler and Neumann problem) with direct application of Liouville theorem. • Separation of variables. • Example of Hamiltonian reduction. • Relation to algebraic curves.

Recap (II)

Then the following are conjugate coordinates

F1,..., Fn, ψ1 := ∂S/∂F1, . . . , ψn := ∂S/∂Fn

in a neighborhood of m ∈ Mf .

2 Hence completely integrable systems are solvable ‘by quadrature’. Plan for today: • Two classical examples (Kepler and Neumann problem) with direct application of Liouville theorem. • Separation of variables. • Example of Hamiltonian reduction. • Relation to algebraic curves.

Recap (II)

Then the following are conjugate coordinates

F1,..., Fn, ψ1 := ∂S/∂F1, . . . , ψn := ∂S/∂Fn

in a neighborhood of m ∈ Mf . Equations of motion in these coordinates:

F˙i = {H, Fi } = 0, ψ˙j = {H, ψj } =: Ωj , Ωj = Ωj (F ).

2 Plan for today: • Two classical examples (Kepler and Neumann problem) with direct application of Liouville theorem. • Separation of variables. • Example of Hamiltonian reduction. • Relation to algebraic curves.

Recap (II)

Then the following are conjugate coordinates

F1,..., Fn, ψ1 := ∂S/∂F1, . . . , ψn := ∂S/∂Fn

in a neighborhood of m ∈ Mf . Equations of motion in these coordinates:

F˙i = {H, Fi } = 0, ψ˙j = {H, ψj } =: Ωj , Ωj = Ωj (F ). Hence completely integrable systems are solvable ‘by quadrature’.

2 • Two classical examples (Kepler and Neumann problem) with direct application of Liouville theorem. • Separation of variables. • Example of Hamiltonian reduction. • Relation to algebraic curves.

Recap (II)

Then the following are conjugate coordinates

F1,..., Fn, ψ1 := ∂S/∂F1, . . . , ψn := ∂S/∂Fn

in a neighborhood of m ∈ Mf . Equations of motion in these coordinates:

F˙i = {H, Fi } = 0, ψ˙j = {H, ψj } =: Ωj , Ωj = Ωj (F ). Hence completely integrable systems are solvable ‘by quadrature’. Plan for today:

2 • Separation of variables. • Example of Hamiltonian reduction. • Relation to algebraic curves.

Recap (II)

Then the following are conjugate coordinates

F1,..., Fn, ψ1 := ∂S/∂F1, . . . , ψn := ∂S/∂Fn

in a neighborhood of m ∈ Mf . Equations of motion in these coordinates:

F˙i = {H, Fi } = 0, ψ˙j = {H, ψj } =: Ωj , Ωj = Ωj (F ). Hence completely integrable systems are solvable ‘by quadrature’. Plan for today: • Two classical examples (Kepler and Neumann problem) with direct application of Liouville theorem.

2 • Example of Hamiltonian reduction. • Relation to algebraic curves.

Recap (II)

Then the following are conjugate coordinates

F1,..., Fn, ψ1 := ∂S/∂F1, . . . , ψn := ∂S/∂Fn

in a neighborhood of m ∈ Mf . Equations of motion in these coordinates:

F˙i = {H, Fi } = 0, ψ˙j = {H, ψj } =: Ωj , Ωj = Ωj (F ). Hence completely integrable systems are solvable ‘by quadrature’. Plan for today: • Two classical examples (Kepler and Neumann problem) with direct application of Liouville theorem. • Separation of variables.

2 • Relation to algebraic curves.

Recap (II)

Then the following are conjugate coordinates

F1,..., Fn, ψ1 := ∂S/∂F1, . . . , ψn := ∂S/∂Fn

in a neighborhood of m ∈ Mf . Equations of motion in these coordinates:

F˙i = {H, Fi } = 0, ψ˙j = {H, ψj } =: Ωj , Ωj = Ωj (F ). Hence completely integrable systems are solvable ‘by quadrature’. Plan for today: • Two classical examples (Kepler and Neumann problem) with direct application of Liouville theorem. • Separation of variables. • Example of Hamiltonian reduction.

2 Recap (II)

Then the following are conjugate coordinates

F1,..., Fn, ψ1 := ∂S/∂F1, . . . , ψn := ∂S/∂Fn

in a neighborhood of m ∈ Mf . Equations of motion in these coordinates:

F˙i = {H, Fi } = 0, ψ˙j = {H, ψj } =: Ωj , Ωj = Ωj (F ). Hence completely integrable systems are solvable ‘by quadrature’. Plan for today: • Two classical examples (Kepler and Neumann problem) with direct application of Liouville theorem. • Separation of variables. • Example of Hamiltonian reduction. • Relation to algebraic curves. 2 Kepler problem Historically, the first (higher-dimensional) integrable system introduced by Kepler (∼ 1600) and first solved by Newton (1687). Hamiltonian system: 3 6 X • (M := R , ω) where ω = dxi ∧ dyi i=1 (x1, x2, x3) ∈ M center of mass coordinates. • Hamiltionian: 3 1 X 2 H = 2 yi + V(r) , r = k(x1, x2, x3)k. i=1 In two-body problem: V (r) = C/r. For us: any potential dependent only on r.

Statement (I)

3 Motion of two (point) particles in R only interacting with each other.

3 Hamiltonian system: 3 6 X • (M := R , ω) where ω = dxi ∧ dyi i=1 (x1, x2, x3) ∈ M center of mass coordinates. • Hamiltionian: 3 1 X 2 H = 2 yi + V(r) , r = k(x1, x2, x3)k. i=1 In two-body problem: V (r) = C/r. For us: any potential dependent only on r.

Statement (I)

3 Motion of two (point) particles in R only interacting with each other. Historically, the first (higher-dimensional) integrable system introduced by Kepler (∼ 1600) and first solved by Newton (1687).

3 3 6 X • (M := R , ω) where ω = dxi ∧ dyi i=1 (x1, x2, x3) ∈ M center of mass coordinates. • Hamiltionian: 3 1 X 2 H = 2 yi + V(r) , r = k(x1, x2, x3)k. i=1 In two-body problem: V (r) = C/r. For us: any potential dependent only on r.

Statement (I)

3 Motion of two (point) particles in R only interacting with each other. Historically, the first (higher-dimensional) integrable system introduced by Kepler (∼ 1600) and first solved by Newton (1687). Hamiltonian system:

3 (x1, x2, x3) ∈ M center of mass coordinates. • Hamiltionian: 3 1 X 2 H = 2 yi + V(r) , r = k(x1, x2, x3)k. i=1 In two-body problem: V (r) = C/r. For us: any potential dependent only on r.

Statement (I)

3 Motion of two (point) particles in R only interacting with each other. Historically, the first (higher-dimensional) integrable system introduced by Kepler (∼ 1600) and first solved by Newton (1687). Hamiltonian system: 3 6 X • (M := R , ω) where ω = dxi ∧ dyi i=1

3 • Hamiltionian: 3 1 X 2 H = 2 yi + V(r) , r = k(x1, x2, x3)k. i=1 In two-body problem: V (r) = C/r. For us: any potential dependent only on r.

Statement (I)

3 Motion of two (point) particles in R only interacting with each other. Historically, the first (higher-dimensional) integrable system introduced by Kepler (∼ 1600) and first solved by Newton (1687). Hamiltonian system: 3 6 X • (M := R , ω) where ω = dxi ∧ dyi i=1 (x1, x2, x3) ∈ M center of mass coordinates.

3 In two-body problem: V (r) = C/r. For us: any potential dependent only on r.

Statement (I)

3 Motion of two (point) particles in R only interacting with each other. Historically, the first (higher-dimensional) integrable system introduced by Kepler (∼ 1600) and first solved by Newton (1687). Hamiltonian system: 3 6 X • (M := R , ω) where ω = dxi ∧ dyi i=1 (x1, x2, x3) ∈ M center of mass coordinates. • Hamiltionian: 3 1 X 2 H = 2 yi + V(r) , r = k(x1, x2, x3)k. i=1

3 For us: any potential dependent only on r.

Statement (I)

3 Motion of two (point) particles in R only interacting with each other. Historically, the first (higher-dimensional) integrable system introduced by Kepler (∼ 1600) and first solved by Newton (1687). Hamiltonian system: 3 6 X • (M := R , ω) where ω = dxi ∧ dyi i=1 (x1, x2, x3) ∈ M center of mass coordinates. • Hamiltionian: 3 1 X 2 H = 2 yi + V(r) , r = k(x1, x2, x3)k. i=1 In two-body problem: V (r) = C/r.

3 Statement (I)

3 Motion of two (point) particles in R only interacting with each other. Historically, the first (higher-dimensional) integrable system introduced by Kepler (∼ 1600) and first solved by Newton (1687). Hamiltonian system: 3 6 X • (M := R , ω) where ω = dxi ∧ dyi i=1 (x1, x2, x3) ∈ M center of mass coordinates. • Hamiltionian: 3 1 X 2 H = 2 yi + V(r) , r = k(x1, x2, x3)k. i=1 In two-body problem: V (r) = C/r. For us: any potential dependent only on r.

3 The rotational symmetry corresponds to the conserved angular momentum

J = (J1, J2, J3), εijk Jk = Jij := xi yj − xj yi .

Note: compontents of J do not Poisson commute. Instead consider

2 2 2 2 H, J3 = J12, J := J12 + J23 + J13.

These are three independent Poisson commuting conserved quantities =⇒ completely integrable.

Statement (II)

∂V (r) Equations of motions:x ¨i = − . ∂xi

4 εijk Jk = Jij := xi yj − xj yi .

Note: compontents of J do not Poisson commute. Instead consider

2 2 2 2 H, J3 = J12, J := J12 + J23 + J13.

These are three independent Poisson commuting conserved quantities =⇒ completely integrable.

Statement (II)

∂V (r) Equations of motions:x ¨i = − . ∂xi The rotational symmetry corresponds to the conserved angular momentum

J = (J1, J2, J3),

4 Note: compontents of J do not Poisson commute. Instead consider

2 2 2 2 H, J3 = J12, J := J12 + J23 + J13.

These are three independent Poisson commuting conserved quantities =⇒ completely integrable.

Statement (II)

∂V (r) Equations of motions:x ¨i = − . ∂xi The rotational symmetry corresponds to the conserved angular momentum

J = (J1, J2, J3), εijk Jk = Jij := xi yj − xj yi .

4 Instead consider

2 2 2 2 H, J3 = J12, J := J12 + J23 + J13.

These are three independent Poisson commuting conserved quantities =⇒ completely integrable.

Statement (II)

∂V (r) Equations of motions:x ¨i = − . ∂xi The rotational symmetry corresponds to the conserved angular momentum

J = (J1, J2, J3), εijk Jk = Jij := xi yj − xj yi .

Note: compontents of J do not Poisson commute.

4 These are three independent Poisson commuting conserved quantities =⇒ completely integrable.

Statement (II)

∂V (r) Equations of motions:x ¨i = − . ∂xi The rotational symmetry corresponds to the conserved angular momentum

J = (J1, J2, J3), εijk Jk = Jij := xi yj − xj yi .

Note: compontents of J do not Poisson commute. Instead consider

2 2 2 2 H, J3 = J12, J := J12 + J23 + J13.

4 =⇒ completely integrable.

Statement (II)

∂V (r) Equations of motions:x ¨i = − . ∂xi The rotational symmetry corresponds to the conserved angular momentum

J = (J1, J2, J3), εijk Jk = Jij := xi yj − xj yi .

Note: compontents of J do not Poisson commute. Instead consider

2 2 2 2 H, J3 = J12, J := J12 + J23 + J13.

These are three independent Poisson commuting conserved quantities

4 Statement (II)

∂V (r) Equations of motions:x ¨i = − . ∂xi The rotational symmetry corresponds to the conserved angular momentum

J = (J1, J2, J3), εijk Jk = Jij := xi yj − xj yi .

Note: compontents of J do not Poisson commute. Instead consider

2 2 2 2 H, J3 = J12, J := J12 + J23 + J13.

These are three independent Poisson commuting conserved quantities =⇒ completely integrable.

4 • canonical one-form α = pr dr + pθdθ + pϕdϕ • conserved quantities:   H = 1 p2 + 1 p2 + 1 p2 + V (r), 2 r r 2 θ r 2 sin2 θ ϕ J2 = p2 + 1 p2 , θ sin2 θ ϕ

J3 = pϕ. 2 3 Fix a (regular) value f of (H, J , J3): M → R . On Mf , we can separate variables:

pr = pr (r), pθ = pθ(θ), pϕ = pϕ(ϕ). (1)

Then (r, θ, ϕ) are called separated variables on Mf . In particular, α is closed along Mf .

Solution (I)

Work in spherical coordinates (r, θ, ϕ):

5 • conserved quantities:   H = 1 p2 + 1 p2 + 1 p2 + V (r), 2 r r 2 θ r 2 sin2 θ ϕ J2 = p2 + 1 p2 , θ sin2 θ ϕ

J3 = pϕ. 2 3 Fix a (regular) value f of (H, J , J3): M → R . On Mf , we can separate variables:

pr = pr (r), pθ = pθ(θ), pϕ = pϕ(ϕ). (1)

Then (r, θ, ϕ) are called separated variables on Mf . In particular, α is closed along Mf .

Solution (I)

Work in spherical coordinates (r, θ, ϕ):

• canonical one-form α = pr dr + pθdθ + pϕdϕ

5 2 3 Fix a (regular) value f of (H, J , J3): M → R . On Mf , we can separate variables:

pr = pr (r), pθ = pθ(θ), pϕ = pϕ(ϕ). (1)

Then (r, θ, ϕ) are called separated variables on Mf . In particular, α is closed along Mf .

Solution (I)

Work in spherical coordinates (r, θ, ϕ):

• canonical one-form α = pr dr + pθdθ + pϕdϕ • conserved quantities:   H = 1 p2 + 1 p2 + 1 p2 + V (r), 2 r r 2 θ r 2 sin2 θ ϕ J2 = p2 + 1 p2 , θ sin2 θ ϕ

J3 = pϕ.

5 On Mf , we can separate variables:

pr = pr (r), pθ = pθ(θ), pϕ = pϕ(ϕ). (1)

Then (r, θ, ϕ) are called separated variables on Mf . In particular, α is closed along Mf .

Solution (I)

Work in spherical coordinates (r, θ, ϕ):

• canonical one-form α = pr dr + pθdθ + pϕdϕ • conserved quantities:   H = 1 p2 + 1 p2 + 1 p2 + V (r), 2 r r 2 θ r 2 sin2 θ ϕ J2 = p2 + 1 p2 , θ sin2 θ ϕ

J3 = pϕ. 2 3 Fix a (regular) value f of (H, J , J3): M → R .

5 pr = pr (r), pθ = pθ(θ), pϕ = pϕ(ϕ). (1)

Then (r, θ, ϕ) are called separated variables on Mf . In particular, α is closed along Mf .

Solution (I)

Work in spherical coordinates (r, θ, ϕ):

• canonical one-form α = pr dr + pθdθ + pϕdϕ • conserved quantities:   H = 1 p2 + 1 p2 + 1 p2 + V (r), 2 r r 2 θ r 2 sin2 θ ϕ J2 = p2 + 1 p2 , θ sin2 θ ϕ

J3 = pϕ. 2 3 Fix a (regular) value f of (H, J , J3): M → R . On Mf , we can separate variables:

5 Then (r, θ, ϕ) are called separated variables on Mf . In particular, α is closed along Mf .

Solution (I)

Work in spherical coordinates (r, θ, ϕ):

• canonical one-form α = pr dr + pθdθ + pϕdϕ • conserved quantities:   H = 1 p2 + 1 p2 + 1 p2 + V (r), 2 r r 2 θ r 2 sin2 θ ϕ J2 = p2 + 1 p2 , θ sin2 θ ϕ

J3 = pϕ. 2 3 Fix a (regular) value f of (H, J , J3): M → R . On Mf , we can separate variables:

pr = pr (r), pθ = pθ(θ), pϕ = pϕ(ϕ). (1)

5 In particular, α

is closed along Mf .

Solution (I)

Work in spherical coordinates (r, θ, ϕ):

• canonical one-form α = pr dr + pθdθ + pϕdϕ • conserved quantities:   H = 1 p2 + 1 p2 + 1 p2 + V (r), 2 r r 2 θ r 2 sin2 θ ϕ J2 = p2 + 1 p2 , θ sin2 θ ϕ

J3 = pϕ. 2 3 Fix a (regular) value f of (H, J , J3): M → R . On Mf , we can separate variables:

pr = pr (r), pθ = pθ(θ), pϕ = pϕ(ϕ). (1)

Then (r, θ, ϕ) are called separated variables on Mf .

5 Solution (I)

Work in spherical coordinates (r, θ, ϕ):

• canonical one-form α = pr dr + pθdθ + pϕdϕ • conserved quantities:   H = 1 p2 + 1 p2 + 1 p2 + V (r), 2 r r 2 θ r 2 sin2 θ ϕ J2 = p2 + 1 p2 , θ sin2 θ ϕ

J3 = pϕ. 2 3 Fix a (regular) value f of (H, J , J3): M → R . On Mf , we can separate variables:

pr = pr (r), pθ = pθ(θ), pϕ = pϕ(ϕ). (1)

Then (r, θ, ϕ) are called separated variables on Mf . In particular, α is closed along Mf .

5 Z r Z θ Z ϕ 0 0 0 S(r, θ, ϕ) = pr dr + pθ dθ + pϕ dϕ . r0 θ0 ϕ0 2 The conjugate coordinates ψH = ∂S/∂H, ψJ2 = ∂S/∂J ,

ψJ3 = ∂S/∂J3 satisfy ˙ ˙ ˙ ψH = 1, ψJ2 = 0, ψJ3 = 0. (2)

HOMEWORK: check these equations.

Hence we obtain the standard solution( ψH (t0) = 0) : Z r dr 0 t − t0 = √ . 2(H−V (r 0))−J2/r 02) r0

Solution (II)

Let us apply Liouville’s theorem and define the action

6 2 The conjugate coordinates ψH = ∂S/∂H, ψJ2 = ∂S/∂J ,

ψJ3 = ∂S/∂J3 satisfy ˙ ˙ ˙ ψH = 1, ψJ2 = 0, ψJ3 = 0. (2)

HOMEWORK: check these equations.

Hence we obtain the standard solution( ψH (t0) = 0) : Z r dr 0 t − t0 = √ . 2(H−V (r 0))−J2/r 02) r0

Solution (II)

Let us apply Liouville’s theorem and define the action

Z r Z θ Z ϕ 0 0 0 S(r, θ, ϕ) = pr dr + pθ dθ + pϕ dϕ . r0 θ0 ϕ0

6 ˙ ˙ ˙ ψH = 1, ψJ2 = 0, ψJ3 = 0. (2)

HOMEWORK: check these equations.

Hence we obtain the standard solution( ψH (t0) = 0) : Z r dr 0 t − t0 = √ . 2(H−V (r 0))−J2/r 02) r0

Solution (II)

Let us apply Liouville’s theorem and define the action

Z r Z θ Z ϕ 0 0 0 S(r, θ, ϕ) = pr dr + pθ dθ + pϕ dϕ . r0 θ0 ϕ0 2 The conjugate coordinates ψH = ∂S/∂H, ψJ2 = ∂S/∂J ,

ψJ3 = ∂S/∂J3 satisfy

6 HOMEWORK: check these equations.

Hence we obtain the standard solution( ψH (t0) = 0) : Z r dr 0 t − t0 = √ . 2(H−V (r 0))−J2/r 02) r0

Solution (II)

Let us apply Liouville’s theorem and define the action

Z r Z θ Z ϕ 0 0 0 S(r, θ, ϕ) = pr dr + pθ dθ + pϕ dϕ . r0 θ0 ϕ0 2 The conjugate coordinates ψH = ∂S/∂H, ψJ2 = ∂S/∂J ,

ψJ3 = ∂S/∂J3 satisfy ˙ ˙ ˙ ψH = 1, ψJ2 = 0, ψJ3 = 0. (2)

6 Solution (II)

Let us apply Liouville’s theorem and define the action

Z r Z θ Z ϕ 0 0 0 S(r, θ, ϕ) = pr dr + pθ dθ + pϕ dϕ . r0 θ0 ϕ0 2 The conjugate coordinates ψH = ∂S/∂H, ψJ2 = ∂S/∂J ,

ψJ3 = ∂S/∂J3 satisfy ˙ ˙ ˙ ψH = 1, ψJ2 = 0, ψJ3 = 0. (2)

HOMEWORK: check these equations.

Hence we obtain the standard solution( ψH (t0) = 0) : Z r dr 0 t − t0 = √ . 2(H−V (r 0))−J2/r 02) r0

6 Neumann problem • harmonic forces (‘harmonic oscillators’) in each direction with frequencies a1 < ··· < aN , ai ∈ R, • motion is constrained to the sphere N N−1 N X 2 S := {(x1,..., xN ) ∈ R : xi = 1}. i=1 Resulting Lagrangian

N  N  X 1 2 2 1 X 2 L(x, x˙) = 2 (x ˙i − ai xi ) + 2 Λ  xj − 1 i=1 j=1

• harmonic oscillators • Lagrange multiplier

Lagrangian statement (I)

N Motion of a particle in R with the following constraints:

7 • motion is constrained to the sphere N N−1 N X 2 S := {(x1,..., xN ) ∈ R : xi = 1}. i=1 Resulting Lagrangian

N  N  X 1 2 2 1 X 2 L(x, x˙) = 2 (x ˙i − ai xi ) + 2 Λ  xj − 1 i=1 j=1

• harmonic oscillators • Lagrange multiplier

Lagrangian statement (I)

N Motion of a particle in R with the following constraints: • harmonic forces (‘harmonic oscillators’) in each direction with frequencies a1 < ··· < aN , ai ∈ R,

7 Resulting Lagrangian

N  N  X 1 2 2 1 X 2 L(x, x˙) = 2 (x ˙i − ai xi ) + 2 Λ  xj − 1 i=1 j=1

• harmonic oscillators • Lagrange multiplier

Lagrangian statement (I)

N Motion of a particle in R with the following constraints: • harmonic forces (‘harmonic oscillators’) in each direction with frequencies a1 < ··· < aN , ai ∈ R, • motion is constrained to the sphere N N−1 N X 2 S := {(x1,..., xN ) ∈ R : xi = 1}. i=1

7 • harmonic oscillators • Lagrange multiplier

Lagrangian statement (I)

N Motion of a particle in R with the following constraints: • harmonic forces (‘harmonic oscillators’) in each direction with frequencies a1 < ··· < aN , ai ∈ R, • motion is constrained to the sphere N N−1 N X 2 S := {(x1,..., xN ) ∈ R : xi = 1}. i=1 Resulting Lagrangian

N  N  X 1 2 2 1 X 2 L(x, x˙) = 2 (x ˙i − ai xi ) + 2 Λ  xj − 1 i=1 j=1

7 • Lagrange multiplier

Lagrangian statement (I)

N Motion of a particle in R with the following constraints: • harmonic forces (‘harmonic oscillators’) in each direction with frequencies a1 < ··· < aN , ai ∈ R, • motion is constrained to the sphere N N−1 N X 2 S := {(x1,..., xN ) ∈ R : xi = 1}. i=1 Resulting Lagrangian

N  N  X 1 2 2 1 X 2 L(x, x˙) = 2 (x ˙i − ai xi ) + 2 Λ  xj − 1 i=1 j=1

• harmonic oscillators

7 Lagrangian statement (I)

N Motion of a particle in R with the following constraints: • harmonic forces (‘harmonic oscillators’) in each direction with frequencies a1 < ··· < aN , ai ∈ R, • motion is constrained to the sphere N N−1 N X 2 S := {(x1,..., xN ) ∈ R : xi = 1}. i=1 Resulting Lagrangian

N  N  X 1 2 2 1 X 2 L(x, x˙) = 2 (x ˙i − ai xi ) + 2 Λ  xj − 1 i=1 j=1

• harmonic oscillators • Lagrange multiplier 7 Lagrangian statement (I)

N Motion of a particle in R with the following constraints: • harmonic forces (‘harmonic oscillators’) in each direction with frequencies a1 < ··· < aN , ai ∈ R, • motion is constrained to the sphere N N−1 N X 2 S := {(x1,..., xN ) ∈ R : xi = 1}. i=1 Resulting Lagrangian

N  N  X 1 2 2 1 X 2 L(x, x˙) = 2 (x ˙i − ai xi ) + 2 Λ  xj − 1 i=1 j=1

• harmonic oscillators • Lagrange multiplier 7 In our example, they are equivalent to N X 2 x¨i = (−ai + Λ)xi , xi = 1. (3) i=1

HOMEWORK: let

L0 := diag(a1,..., aN ), t X := (x1,..., xN ) , t Y := (y1,..., yN ) , N h•, •i : standard Euclidean product on R . Then (3) are equivalent to  2  X¨ = −L0X − kX˙ k − hX , L0X i X

Lagrangian statement (II)

Euler–Lagrange equations: ∂L − d ∂L = 0. ∂xi dt ∂x˙i

8 HOMEWORK: let

L0 := diag(a1,..., aN ), t X := (x1,..., xN ) , t Y := (y1,..., yN ) , N h•, •i : standard Euclidean product on R . Then (3) are equivalent to  2  X¨ = −L0X − kX˙ k − hX , L0X i X

Lagrangian statement (II)

Euler–Lagrange equations: ∂L − d ∂L = 0. ∂xi dt ∂x˙i In our example, they are equivalent to N X 2 x¨i = (−ai + Λ)xi , xi = 1. (3) i=1

8 Then (3) are equivalent to  2  X¨ = −L0X − kX˙ k − hX , L0X i X

Lagrangian statement (II)

Euler–Lagrange equations: ∂L − d ∂L = 0. ∂xi dt ∂x˙i In our example, they are equivalent to N X 2 x¨i = (−ai + Λ)xi , xi = 1. (3) i=1

HOMEWORK: let

L0 := diag(a1,..., aN ), t X := (x1,..., xN ) , t Y := (y1,..., yN ) , N h•, •i : standard Euclidean product on R .

8  2  X¨ = −L0X − kX˙ k − hX , L0X i X

Lagrangian statement (II)

Euler–Lagrange equations: ∂L − d ∂L = 0. ∂xi dt ∂x˙i In our example, they are equivalent to N X 2 x¨i = (−ai + Λ)xi , xi = 1. (3) i=1

HOMEWORK: let

L0 := diag(a1,..., aN ), t X := (x1,..., xN ) , t Y := (y1,..., yN ) , N h•, •i : standard Euclidean product on R . Then (3) are equivalent to

8 Lagrangian statement (II)

Euler–Lagrange equations: ∂L − d ∂L = 0. ∂xi dt ∂x˙i In our example, they are equivalent to N X 2 x¨i = (−ai + Λ)xi , xi = 1. (3) i=1

HOMEWORK: let

L0 := diag(a1,..., aN ), t X := (x1,..., xN ) , t Y := (y1,..., yN ) , N h•, •i : standard Euclidean product on R . Then (3) are equivalent to  2  X¨ = −L0X − kX˙ k − hX , L0X i X 8 Angular momentum:

Jkl = xk yl − xl yk , J := (Jkl ). Hamiltonian N N 1 X 2 1 X 2 H := 4 Jkl + 2 ak xk . k,l k=1 Hamiltonian equations ˙ ∂H ˙ ∂H X = ∂Y = −JX , Y = − ∂X = −JY − L0X .

Hamiltonian statement

2N Let (M := R , ω) be the standard with 2N X ω = dxi ∧ dyi . i=1

9 Hamiltonian N N 1 X 2 1 X 2 H := 4 Jkl + 2 ak xk . k,l k=1 Hamiltonian equations ˙ ∂H ˙ ∂H X = ∂Y = −JX , Y = − ∂X = −JY − L0X .

Hamiltonian statement

2N Let (M := R , ω) be the standard symplectic manifold with 2N X ω = dxi ∧ dyi . i=1 Angular momentum:

Jkl = xk yl − xl yk , J := (Jkl ).

9 Hamiltonian equations ˙ ∂H ˙ ∂H X = ∂Y = −JX , Y = − ∂X = −JY − L0X .

Hamiltonian statement

2N Let (M := R , ω) be the standard symplectic manifold with 2N X ω = dxi ∧ dyi . i=1 Angular momentum:

Jkl = xk yl − xl yk , J := (Jkl ). Hamiltonian N N 1 X 2 1 X 2 H := 4 Jkl + 2 ak xk . k,l k=1

9 ˙ ∂H = −JX , Y = − ∂X = −JY − L0X .

Hamiltonian statement

2N Let (M := R , ω) be the standard symplectic manifold with 2N X ω = dxi ∧ dyi . i=1 Angular momentum:

Jkl = xk yl − xl yk , J := (Jkl ). Hamiltonian N N 1 X 2 1 X 2 H := 4 Jkl + 2 ak xk . k,l k=1 Hamiltonian equations ˙ ∂H X = ∂Y

9 ˙ ∂H Y = − ∂X = −JY − L0X .

Hamiltonian statement

2N Let (M := R , ω) be the standard symplectic manifold with 2N X ω = dxi ∧ dyi . i=1 Angular momentum:

Jkl = xk yl − xl yk , J := (Jkl ). Hamiltonian N N 1 X 2 1 X 2 H := 4 Jkl + 2 ak xk . k,l k=1 Hamiltonian equations ˙ ∂H X = ∂Y = −JX ,

9 = −JY − L0X .

Hamiltonian statement

2N Let (M := R , ω) be the standard symplectic manifold with 2N X ω = dxi ∧ dyi . i=1 Angular momentum:

Jkl = xk yl − xl yk , J := (Jkl ). Hamiltonian N N 1 X 2 1 X 2 H := 4 Jkl + 2 ak xk . k,l k=1 Hamiltonian equations ˙ ∂H ˙ ∂H X = ∂Y = −JX , Y = − ∂X

9 Hamiltonian statement

2N Let (M := R , ω) be the standard symplectic manifold with 2N X ω = dxi ∧ dyi . i=1 Angular momentum:

Jkl = xk yl − xl yk , J := (Jkl ). Hamiltonian N N 1 X 2 1 X 2 H := 4 Jkl + 2 ak xk . k,l k=1 Hamiltonian equations ˙ ∂H ˙ ∂H X = ∂Y = −JX , Y = − ∂X = −JY − L0X .

9 • Lagrangian picture: Lagrange multiplier. • Hamiltonian picture: Hamiltonian reduction / Noether’s theorem. In our example:

• the group (R, +) acts on M via (X , Y ) 7→ (X , Y + λX ), λ ∈ R. • To this symmetry corresponds the conserved quantity N 1 X 2 1 2 µ: M → R, µ(X ) = 2 xi = 2 kX k , i=1 i.e. the value of the moment map µ remains constant along the trajectories of the Hamiltonian flow.

Hamiltonian reduction (I)

How to incorporate the constraint kX k = 1 along trajectories?

10 Lagrange multiplier. • Hamiltonian picture: Hamiltonian reduction / Noether’s theorem. In our example:

• the group (R, +) acts on M via (X , Y ) 7→ (X , Y + λX ), λ ∈ R. • To this symmetry corresponds the conserved quantity N 1 X 2 1 2 µ: M → R, µ(X ) = 2 xi = 2 kX k , i=1 i.e. the value of the moment map µ remains constant along the trajectories of the Hamiltonian flow.

Hamiltonian reduction (I)

How to incorporate the constraint kX k = 1 along trajectories? • Lagrangian picture:

10 • Hamiltonian picture: Hamiltonian reduction / Noether’s theorem. In our example:

• the group (R, +) acts on M via (X , Y ) 7→ (X , Y + λX ), λ ∈ R. • To this symmetry corresponds the conserved quantity N 1 X 2 1 2 µ: M → R, µ(X ) = 2 xi = 2 kX k , i=1 i.e. the value of the moment map µ remains constant along the trajectories of the Hamiltonian flow.

Hamiltonian reduction (I)

How to incorporate the constraint kX k = 1 along trajectories? • Lagrangian picture: Lagrange multiplier.

10 Hamiltonian reduction / Noether’s theorem. In our example:

• the group (R, +) acts on M via (X , Y ) 7→ (X , Y + λX ), λ ∈ R. • To this symmetry corresponds the conserved quantity N 1 X 2 1 2 µ: M → R, µ(X ) = 2 xi = 2 kX k , i=1 i.e. the value of the moment map µ remains constant along the trajectories of the Hamiltonian flow.

Hamiltonian reduction (I)

How to incorporate the constraint kX k = 1 along trajectories? • Lagrangian picture: Lagrange multiplier. • Hamiltonian picture:

10 In our example:

• the group (R, +) acts on M via (X , Y ) 7→ (X , Y + λX ), λ ∈ R. • To this symmetry corresponds the conserved quantity N 1 X 2 1 2 µ: M → R, µ(X ) = 2 xi = 2 kX k , i=1 i.e. the value of the moment map µ remains constant along the trajectories of the Hamiltonian flow.

Hamiltonian reduction (I)

How to incorporate the constraint kX k = 1 along trajectories? • Lagrangian picture: Lagrange multiplier. • Hamiltonian picture: Hamiltonian reduction / Noether’s theorem.

10 In our example:

• the group (R, +) acts on M via (X , Y ) 7→ (X , Y + λX ), λ ∈ R. • To this symmetry corresponds the conserved quantity N 1 X 2 1 2 µ: M → R, µ(X ) = 2 xi = 2 kX k , i=1 i.e. the value of the moment map µ remains constant along the trajectories of the Hamiltonian flow.

Hamiltonian reduction (I)

How to incorporate the constraint kX k = 1 along trajectories? • Lagrangian picture: Lagrange multiplier. • Hamiltonian picture: Hamiltonian reduction / Noether’s theorem.

10 • the group (R, +) acts on M via (X , Y ) 7→ (X , Y + λX ), λ ∈ R. • To this symmetry corresponds the conserved quantity N 1 X 2 1 2 µ: M → R, µ(X ) = 2 xi = 2 kX k , i=1 i.e. the value of the moment map µ remains constant along the trajectories of the Hamiltonian flow.

Hamiltonian reduction (I)

How to incorporate the constraint kX k = 1 along trajectories? • Lagrangian picture: Lagrange multiplier. • Hamiltonian picture: Hamiltonian reduction / Noether’s theorem. In our example:

10 • To this symmetry corresponds the conserved quantity N 1 X 2 1 2 µ: M → R, µ(X ) = 2 xi = 2 kX k , i=1 i.e. the value of the moment map µ remains constant along the trajectories of the Hamiltonian flow.

Hamiltonian reduction (I)

How to incorporate the constraint kX k = 1 along trajectories? • Lagrangian picture: Lagrange multiplier. • Hamiltonian picture: Hamiltonian reduction / Noether’s theorem. In our example:

• the group (R, +) acts on M via (X , Y ) 7→ (X , Y + λX ), λ ∈ R.

10 i.e. the value of the moment map µ remains constant along the trajectories of the Hamiltonian flow.

Hamiltonian reduction (I)

How to incorporate the constraint kX k = 1 along trajectories? • Lagrangian picture: Lagrange multiplier. • Hamiltonian picture: Hamiltonian reduction / Noether’s theorem. In our example:

• the group (R, +) acts on M via (X , Y ) 7→ (X , Y + λX ), λ ∈ R. • To this symmetry corresponds the conserved quantity N 1 X 2 1 2 µ: M → R, µ(X ) = 2 xi = 2 kX k , i=1

10 Hamiltonian reduction (I)

How to incorporate the constraint kX k = 1 along trajectories? • Lagrangian picture: Lagrange multiplier. • Hamiltonian picture: Hamiltonian reduction / Noether’s theorem. In our example:

• the group (R, +) acts on M via (X , Y ) 7→ (X , Y + λX ), λ ∈ R. • To this symmetry corresponds the conserved quantity N 1 X 2 1 2 µ: M → R, µ(X ) = 2 xi = 2 kX k , i=1 i.e. the value of the moment map µ remains constant along

the trajectories of the Hamiltonian flow. 10 −1 1 2 N := µ ( 2 ) = {(X , Y ): kX k = 1} ⊂ M. Caveat: not a symplectic manifold. But: preserved by the full symmetry group R. To get the equations of motion we need to consider ∼ 2 N/R = {(X , Y ): kX k = 1, hX , Y i = 0 }

(non-canonical) gauge condition

Hamiltonian reduction: the symplectic form ω descends to a symplectic formω ˆ on N/R. What are the equations of motion on N/R?

Hamiltonian reduction (II)

We next consider the Hamiltonian flow on

11 Caveat: not a symplectic manifold. But: preserved by the full symmetry group R. To get the equations of motion we need to consider ∼ 2 N/R = {(X , Y ): kX k = 1, hX , Y i = 0 }

(non-canonical) gauge condition

Hamiltonian reduction: the symplectic form ω descends to a symplectic formω ˆ on N/R. What are the equations of motion on N/R?

Hamiltonian reduction (II)

We next consider the Hamiltonian flow on

−1 1 2 N := µ ( 2 ) = {(X , Y ): kX k = 1} ⊂ M.

11 But: preserved by the full symmetry group R. To get the equations of motion we need to consider ∼ 2 N/R = {(X , Y ): kX k = 1, hX , Y i = 0 }

(non-canonical) gauge condition

Hamiltonian reduction: the symplectic form ω descends to a symplectic formω ˆ on N/R. What are the equations of motion on N/R?

Hamiltonian reduction (II)

We next consider the Hamiltonian flow on

−1 1 2 N := µ ( 2 ) = {(X , Y ): kX k = 1} ⊂ M. Caveat: not a symplectic manifold.

11 To get the equations of motion we need to consider ∼ 2 N/R = {(X , Y ): kX k = 1, hX , Y i = 0 }

(non-canonical) gauge condition

Hamiltonian reduction: the symplectic form ω descends to a symplectic formω ˆ on N/R. What are the equations of motion on N/R?

Hamiltonian reduction (II)

We next consider the Hamiltonian flow on

−1 1 2 N := µ ( 2 ) = {(X , Y ): kX k = 1} ⊂ M. Caveat: not a symplectic manifold. But: preserved by the full symmetry group R.

11 ∼ 2 N/R = {(X , Y ): kX k = 1, hX , Y i = 0 }

(non-canonical) gauge condition

Hamiltonian reduction: the symplectic form ω descends to a symplectic formω ˆ on N/R. What are the equations of motion on N/R?

Hamiltonian reduction (II)

We next consider the Hamiltonian flow on

−1 1 2 N := µ ( 2 ) = {(X , Y ): kX k = 1} ⊂ M. Caveat: not a symplectic manifold. But: preserved by the full symmetry group R. To get the equations of motion we need to consider

11 =∼ {(X , Y ): kX k2 = 1, hX , Y i = 0 }

(non-canonical) gauge condition

Hamiltonian reduction: the symplectic form ω descends to a symplectic formω ˆ on N/R. What are the equations of motion on N/R?

Hamiltonian reduction (II)

We next consider the Hamiltonian flow on

−1 1 2 N := µ ( 2 ) = {(X , Y ): kX k = 1} ⊂ M. Caveat: not a symplectic manifold. But: preserved by the full symmetry group R. To get the equations of motion we need to consider

N/R

11 (non-canonical) gauge condition

Hamiltonian reduction: the symplectic form ω descends to a symplectic formω ˆ on N/R. What are the equations of motion on N/R?

Hamiltonian reduction (II)

We next consider the Hamiltonian flow on

−1 1 2 N := µ ( 2 ) = {(X , Y ): kX k = 1} ⊂ M. Caveat: not a symplectic manifold. But: preserved by the full symmetry group R. To get the equations of motion we need to consider ∼ 2 N/R = {(X , Y ): kX k = 1, hX , Y i = 0 }

11 Hamiltonian reduction: the symplectic form ω descends to a symplectic formω ˆ on N/R. What are the equations of motion on N/R?

Hamiltonian reduction (II)

We next consider the Hamiltonian flow on

−1 1 2 N := µ ( 2 ) = {(X , Y ): kX k = 1} ⊂ M. Caveat: not a symplectic manifold. But: preserved by the full symmetry group R. To get the equations of motion we need to consider ∼ 2 N/R = {(X , Y ): kX k = 1, hX , Y i = 0 }

(non-canonical) gauge condition

11 What are the equations of motion on N/R?

Hamiltonian reduction (II)

We next consider the Hamiltonian flow on

−1 1 2 N := µ ( 2 ) = {(X , Y ): kX k = 1} ⊂ M. Caveat: not a symplectic manifold. But: preserved by the full symmetry group R. To get the equations of motion we need to consider ∼ 2 N/R = {(X , Y ): kX k = 1, hX , Y i = 0 }

(non-canonical) gauge condition

Hamiltonian reduction: the symplectic form ω descends to a symplectic formω ˆ on N/R.

11 Hamiltonian reduction (II)

We next consider the Hamiltonian flow on

−1 1 2 N := µ ( 2 ) = {(X , Y ): kX k = 1} ⊂ M. Caveat: not a symplectic manifold. But: preserved by the full symmetry group R. To get the equations of motion we need to consider ∼ 2 N/R = {(X , Y ): kX k = 1, hX , Y i = 0 }

(non-canonical) gauge condition

Hamiltonian reduction: the symplectic form ω descends to a symplectic formω ˆ on N/R. What are the equations of motion on N/R?

11 Instead we use a time-dependent gauge

(X , Y ) 7→ (X , Y + λ(t)X )

such that d dt hX , Y + λ(t)X i = 0.

HOMEWORK: λ(t) = hX , L0X it is a solution. Under this time-dependent gauge the equation of motions on N/R are given by   X¨ = −L0X − hX˙ , X˙ i − hX , L0X i X .

Exactly as in the Lagrangian picture!

Hamiltonian reduction (III)

First observe: hX , Y i = 0 is not preserved under the equations of motion.

12 d dt hX , Y + λ(t)X i = 0.

HOMEWORK: λ(t) = hX , L0X it is a solution. Under this time-dependent gauge the equation of motions on N/R are given by   X¨ = −L0X − hX˙ , X˙ i − hX , L0X i X .

Exactly as in the Lagrangian picture!

Hamiltonian reduction (III)

First observe: hX , Y i = 0 is not preserved under the equations of motion. Instead we use a time-dependent gauge

(X , Y ) 7→ (X , Y + λ(t)X )

such that

12 HOMEWORK: λ(t) = hX , L0X it is a solution. Under this time-dependent gauge the equation of motions on N/R are given by   X¨ = −L0X − hX˙ , X˙ i − hX , L0X i X .

Exactly as in the Lagrangian picture!

Hamiltonian reduction (III)

First observe: hX , Y i = 0 is not preserved under the equations of motion. Instead we use a time-dependent gauge

(X , Y ) 7→ (X , Y + λ(t)X )

such that d dt hX , Y + λ(t)X i = 0.

12 Under this time-dependent gauge the equation of motions on N/R are given by   X¨ = −L0X − hX˙ , X˙ i − hX , L0X i X .

Exactly as in the Lagrangian picture!

Hamiltonian reduction (III)

First observe: hX , Y i = 0 is not preserved under the equations of motion. Instead we use a time-dependent gauge

(X , Y ) 7→ (X , Y + λ(t)X )

such that d dt hX , Y + λ(t)X i = 0.

HOMEWORK: λ(t) = hX , L0X it is a solution.

12 Exactly as in the Lagrangian picture!

Hamiltonian reduction (III)

First observe: hX , Y i = 0 is not preserved under the equations of motion. Instead we use a time-dependent gauge

(X , Y ) 7→ (X , Y + λ(t)X )

such that d dt hX , Y + λ(t)X i = 0.

HOMEWORK: λ(t) = hX , L0X it is a solution. Under this time-dependent gauge the equation of motions on N/R are given by   X¨ = −L0X − hX˙ , X˙ i − hX , L0X i X .

12 Hamiltonian reduction (III)

First observe: hX , Y i = 0 is not preserved under the equations of motion. Instead we use a time-dependent gauge

(X , Y ) 7→ (X , Y + λ(t)X )

such that d dt hX , Y + λ(t)X i = 0.

HOMEWORK: λ(t) = hX , L0X it is a solution. Under this time-dependent gauge the equation of motions on N/R are given by   X¨ = −L0X − hX˙ , X˙ i − hX , L0X i X .

Exactly as in the Lagrangian picture!

12 N−1 2 2 X Jkl X Fk := x + , Fk = 1. k ak −al k6=l k=1

1 X They descend to N/R and H = 2 ak Fk . k K. Uhlenbeck showed that the Fk are N − 1 independent Poisson commuting functions. Hence the Neumann problem is completely integrable.

Conserved quantities

Consider the function Fk : M → R,

13 1 X They descend to N/R and H = 2 ak Fk . k K. Uhlenbeck showed that the Fk are N − 1 independent Poisson commuting functions. Hence the Neumann problem is completely integrable.

Conserved quantities

Consider the function Fk : M → R,

N−1 2 2 X Jkl X Fk := x + , Fk = 1. k ak −al k6=l k=1

13 K. Uhlenbeck showed that the Fk are N − 1 independent Poisson commuting functions. Hence the Neumann problem is completely integrable.

Conserved quantities

Consider the function Fk : M → R,

N−1 2 2 X Jkl X Fk := x + , Fk = 1. k ak −al k6=l k=1

1 X They descend to N/R and H = 2 ak Fk . k

13 Hence the Neumann problem is completely integrable.

Conserved quantities

Consider the function Fk : M → R,

N−1 2 2 X Jkl X Fk := x + , Fk = 1. k ak −al k6=l k=1

1 X They descend to N/R and H = 2 ak Fk . k K. Uhlenbeck showed that the Fk are N − 1 independent Poisson commuting functions.

13 Conserved quantities

Consider the function Fk : M → R,

N−1 2 2 X Jkl X Fk := x + , Fk = 1. k ak −al k6=l k=1

1 X They descend to N/R and H = 2 ak Fk . k K. Uhlenbeck showed that the Fk are N − 1 independent Poisson commuting functions. Hence the Neumann problem is completely integrable.

13 N 2 X xk N−1 u(ζ) := = 0, X = (x1,..., xN ) ∈ S . ζ−ak k=1 Properties:

• a1 < ζ1 < a2 < ζ2 < ··· < ζN−1 < aN .

• X 7→ (ζ1, . . . , ζN−1) gives coordinates on the open subset N−1 {X ∈ S : xk > 0}. 1 N−1 • 2 Vj := ∂X /∂ζj give an orthogonal frame of TS on that open subset.

Separation of variables (I)

Jacobi and Neumann considered the roots ζ1 < ··· < ζN−1 of

14 Properties:

• a1 < ζ1 < a2 < ζ2 < ··· < ζN−1 < aN .

• X 7→ (ζ1, . . . , ζN−1) gives coordinates on the open subset N−1 {X ∈ S : xk > 0}. 1 N−1 • 2 Vj := ∂X /∂ζj give an orthogonal frame of TS on that open subset.

Separation of variables (I)

Jacobi and Neumann considered the roots ζ1 < ··· < ζN−1 of

N 2 X xk N−1 u(ζ) := = 0, X = (x1,..., xN ) ∈ S . ζ−ak k=1

14 • a1 < ζ1 < a2 < ζ2 < ··· < ζN−1 < aN .

• X 7→ (ζ1, . . . , ζN−1) gives coordinates on the open subset N−1 {X ∈ S : xk > 0}. 1 N−1 • 2 Vj := ∂X /∂ζj give an orthogonal frame of TS on that open subset.

Separation of variables (I)

Jacobi and Neumann considered the roots ζ1 < ··· < ζN−1 of

N 2 X xk N−1 u(ζ) := = 0, X = (x1,..., xN ) ∈ S . ζ−ak k=1 Properties:

14 • X 7→ (ζ1, . . . , ζN−1) gives coordinates on the open subset N−1 {X ∈ S : xk > 0}. 1 N−1 • 2 Vj := ∂X /∂ζj give an orthogonal frame of TS on that open subset.

Separation of variables (I)

Jacobi and Neumann considered the roots ζ1 < ··· < ζN−1 of

N 2 X xk N−1 u(ζ) := = 0, X = (x1,..., xN ) ∈ S . ζ−ak k=1 Properties:

• a1 < ζ1 < a2 < ζ2 < ··· < ζN−1 < aN .

14 1 N−1 • 2 Vj := ∂X /∂ζj give an orthogonal frame of TS on that open subset.

Separation of variables (I)

Jacobi and Neumann considered the roots ζ1 < ··· < ζN−1 of

N 2 X xk N−1 u(ζ) := = 0, X = (x1,..., xN ) ∈ S . ζ−ak k=1 Properties:

• a1 < ζ1 < a2 < ζ2 < ··· < ζN−1 < aN .

• X 7→ (ζ1, . . . , ζN−1) gives coordinates on the open subset N−1 {X ∈ S : xk > 0}.

14 Separation of variables (I)

Jacobi and Neumann considered the roots ζ1 < ··· < ζN−1 of

N 2 X xk N−1 u(ζ) := = 0, X = (x1,..., xN ) ∈ S . ζ−ak k=1 Properties:

• a1 < ζ1 < a2 < ζ2 < ··· < ζN−1 < aN .

• X 7→ (ζ1, . . . , ζN−1) gives coordinates on the open subset N−1 {X ∈ S : xk > 0}. 1 N−1 • 2 Vj := ∂X /∂ζj give an orthogonal frame of TS on that open subset.

14 1 0 gjk = − 4 δjk u (ζj ). X What are the coordinates pj conjugate to ζk ? Write α = pj dζj j for the canonical one-form. We obtain

1 pj = 2 hY , Vj i, Y = (y1,..., yN ).

Conserved quantities in terms of (pj , ζk )   jj 2 2 X g pj Fk = x 1 − . k  ζj −ak  j

Separation of variables (II)

The standard metric on SN−1 in this frame is given by

15 X What are the coordinates pj conjugate to ζk ? Write α = pj dζj j for the canonical one-form. We obtain

1 pj = 2 hY , Vj i, Y = (y1,..., yN ).

Conserved quantities in terms of (pj , ζk )   jj 2 2 X g pj Fk = x 1 − . k  ζj −ak  j

Separation of variables (II)

The standard metric on SN−1 in this frame is given by

1 0 gjk = − 4 δjk u (ζj ).

15 X Write α = pj dζj j for the canonical one-form. We obtain

1 pj = 2 hY , Vj i, Y = (y1,..., yN ).

Conserved quantities in terms of (pj , ζk )   jj 2 2 X g pj Fk = x 1 − . k  ζj −ak  j

Separation of variables (II)

The standard metric on SN−1 in this frame is given by

1 0 gjk = − 4 δjk u (ζj ).

What are the coordinates pj conjugate to ζk ?

15 We obtain

1 pj = 2 hY , Vj i, Y = (y1,..., yN ).

Conserved quantities in terms of (pj , ζk )   jj 2 2 X g pj Fk = x 1 − . k  ζj −ak  j

Separation of variables (II)

The standard metric on SN−1 in this frame is given by

1 0 gjk = − 4 δjk u (ζj ). X What are the coordinates pj conjugate to ζk ? Write α = pj dζj j for the canonical one-form.

15 Conserved quantities in terms of (pj , ζk )   jj 2 2 X g pj Fk = x 1 − . k  ζj −ak  j

Separation of variables (II)

The standard metric on SN−1 in this frame is given by

1 0 gjk = − 4 δjk u (ζj ). X What are the coordinates pj conjugate to ζk ? Write α = pj dζj j for the canonical one-form. We obtain

1 pj = 2 hY , Vj i, Y = (y1,..., yN ).

15   jj 2 2 X g pj Fk = x 1 − . k  ζj −ak  j

Separation of variables (II)

The standard metric on SN−1 in this frame is given by

1 0 gjk = − 4 δjk u (ζj ). X What are the coordinates pj conjugate to ζk ? Write α = pj dζj j for the canonical one-form. We obtain

1 pj = 2 hY , Vj i, Y = (y1,..., yN ).

Conserved quantities in terms of (pj , ζk )

15 Separation of variables (II)

The standard metric on SN−1 in this frame is given by

1 0 gjk = − 4 δjk u (ζj ). X What are the coordinates pj conjugate to ζk ? Write α = pj dζj j for the canonical one-form. We obtain

1 pj = 2 hY , Vj i, Y = (y1,..., yN ).

Conserved quantities in terms of (pj , ζk )   jj 2 2 X g pj Fk = x 1 − . k  ζj −ak  j

15 QN−1 X j (λ − bj ) H(λ) = Fk = . λ−ak QN k k (λ − ak )

• Here b1,..., bN−1 are defined by this equation. 2 1 • Key property: pj = − 4 H(ζj ). 1. pj is only a function of ζj ; they are separated variables! ∂S 2. bi form action variables with conjugate variables ψi = . ∂bi

Separation of variables (III)

Z X To define the action S = pj dζj it is convenient to introduce j

16 • Here b1,..., bN−1 are defined by this equation. 2 1 • Key property: pj = − 4 H(ζj ). 1. pj is only a function of ζj ; they are separated variables! ∂S 2. bi form action variables with conjugate variables ψi = . ∂bi

Separation of variables (III)

Z X To define the action S = pj dζj it is convenient to introduce j

QN−1 X j (λ − bj ) H(λ) = Fk = . λ−ak QN k k (λ − ak )

16 2 1 • Key property: pj = − 4 H(ζj ). 1. pj is only a function of ζj ; they are separated variables! ∂S 2. bi form action variables with conjugate variables ψi = . ∂bi

Separation of variables (III)

Z X To define the action S = pj dζj it is convenient to introduce j

QN−1 X j (λ − bj ) H(λ) = Fk = . λ−ak QN k k (λ − ak )

• Here b1,..., bN−1 are defined by this equation.

16 1. pj is only a function of ζj ; they are separated variables! ∂S 2. bi form action variables with conjugate variables ψi = . ∂bi

Separation of variables (III)

Z X To define the action S = pj dζj it is convenient to introduce j

QN−1 X j (λ − bj ) H(λ) = Fk = . λ−ak QN k k (λ − ak )

• Here b1,..., bN−1 are defined by this equation. 2 1 • Key property: pj = − 4 H(ζj ).

16 ∂S 2. bi form action variables with conjugate variables ψi = . ∂bi

Separation of variables (III)

Z X To define the action S = pj dζj it is convenient to introduce j

QN−1 X j (λ − bj ) H(λ) = Fk = . λ−ak QN k k (λ − ak )

• Here b1,..., bN−1 are defined by this equation. 2 1 • Key property: pj = − 4 H(ζj ). 1. pj is only a function of ζj ; they are separated variables!

16 Separation of variables (III)

Z X To define the action S = pj dζj it is convenient to introduce j

QN−1 X j (λ − bj ) H(λ) = Fk = . λ−ak QN k k (λ − ak )

• Here b1,..., bN−1 are defined by this equation. 2 1 • Key property: pj = − 4 H(ζj ). 1. pj is only a function of ζj ; they are separated variables! ∂S 2. bi form action variables with conjugate variables ψi = . ∂bi

16 √ ˙ H(λ) 1 X ζj −H(ζj ) ψ˙i = − = − . (4) λ−bi 4 ζj −bi j (The middle term suggests a dependence on λ but it drops out.) Finally, consider the hyperelliptic curve Σ of genus N − 1 defined by N N−1 2 Y Y s + P(ζ) = 0, P(ζ) = (ζ − ai ) (ζ − bj ) i=1 j=1 with holomorphic differentials ζk dζ/p−P(ζ). Then (4) is equivalent to

ζk dζ k X √ j j λ = 4 Q (λ−a ) dt, k = 0,..., N − 2. (5) −P(ζj ) i i j

The left-hand side are so-called Abel sums (integrals over the ηk ) which define points in the Jacobian of Σ. Equation (5) tells us that the evolution of these points is linear in time.

Separation of variables (IV)

Time evolution:

17 √ ˙ X ζj −H(ζj ) − 1 . (4) 4 ζj −bi j (The middle term suggests a dependence on λ but it drops out.) Finally, consider the hyperelliptic curve Σ of genus N − 1 defined by N N−1 2 Y Y s + P(ζ) = 0, P(ζ) = (ζ − ai ) (ζ − bj ) i=1 j=1 with holomorphic differentials ζk dζ/p−P(ζ). Then (4) is equivalent to

ζk dζ k X √ j j λ = 4 Q (λ−a ) dt, k = 0,..., N − 2. (5) −P(ζj ) i i j

The left-hand side are so-called Abel sums (integrals over the ηk ) which define points in the Jacobian of Σ. Equation (5) tells us that the evolution of these points is linear in time.

Separation of variables (IV)

Time evolution: H(λ) ψ˙i = − = λ−bi

17 (The middle term suggests a dependence on λ but it drops out.) Finally, consider the hyperelliptic curve Σ of genus N − 1 defined by N N−1 2 Y Y s + P(ζ) = 0, P(ζ) = (ζ − ai ) (ζ − bj ) i=1 j=1 with holomorphic differentials ζk dζ/p−P(ζ). Then (4) is equivalent to

ζk dζ k X √ j j λ = 4 Q (λ−a ) dt, k = 0,..., N − 2. (5) −P(ζj ) i i j

The left-hand side are so-called Abel sums (integrals over the ηk ) which define points in the Jacobian of Σ. Equation (5) tells us that the evolution of these points is linear in time.

Separation of variables (IV)

Time evolution: √ ˙ H(λ) 1 X ζj −H(ζj ) ψ˙i = − = − . (4) λ−bi 4 ζj −bi j

17 Finally, consider the hyperelliptic curve Σ of genus N − 1 defined by N N−1 2 Y Y s + P(ζ) = 0, P(ζ) = (ζ − ai ) (ζ − bj ) i=1 j=1 with holomorphic differentials ζk dζ/p−P(ζ). Then (4) is equivalent to

ζk dζ k X √ j j λ = 4 Q (λ−a ) dt, k = 0,..., N − 2. (5) −P(ζj ) i i j

The left-hand side are so-called Abel sums (integrals over the ηk ) which define points in the Jacobian of Σ. Equation (5) tells us that the evolution of these points is linear in time.

Separation of variables (IV)

Time evolution: √ ˙ H(λ) 1 X ζj −H(ζj ) ψ˙i = − = − . (4) λ−bi 4 ζj −bi j (The middle term suggests a dependence on λ but it drops out.)

17 N N−1 2 Y Y s + P(ζ) = 0, P(ζ) = (ζ − ai ) (ζ − bj ) i=1 j=1 with holomorphic differentials ζk dζ/p−P(ζ). Then (4) is equivalent to

ζk dζ k X √ j j λ = 4 Q (λ−a ) dt, k = 0,..., N − 2. (5) −P(ζj ) i i j

The left-hand side are so-called Abel sums (integrals over the ηk ) which define points in the Jacobian of Σ. Equation (5) tells us that the evolution of these points is linear in time.

Separation of variables (IV)

Time evolution: √ ˙ H(λ) 1 X ζj −H(ζj ) ψ˙i = − = − . (4) λ−bi 4 ζj −bi j (The middle term suggests a dependence on λ but it drops out.) Finally, consider the hyperelliptic curve Σ of genus N − 1 defined by

17 with holomorphic differentials ζk dζ/p−P(ζ). Then (4) is equivalent to

ζk dζ k X √ j j λ = 4 Q (λ−a ) dt, k = 0,..., N − 2. (5) −P(ζj ) i i j

The left-hand side are so-called Abel sums (integrals over the ηk ) which define points in the Jacobian of Σ. Equation (5) tells us that the evolution of these points is linear in time.

Separation of variables (IV)

Time evolution: √ ˙ H(λ) 1 X ζj −H(ζj ) ψ˙i = − = − . (4) λ−bi 4 ζj −bi j (The middle term suggests a dependence on λ but it drops out.) Finally, consider the hyperelliptic curve Σ of genus N − 1 defined by N N−1 2 Y Y s + P(ζ) = 0, P(ζ) = (ζ − ai ) (ζ − bj ) i=1 j=1

17 Then (4) is equivalent to

ζk dζ k X √ j j λ = 4 Q (λ−a ) dt, k = 0,..., N − 2. (5) −P(ζj ) i i j

The left-hand side are so-called Abel sums (integrals over the ηk ) which define points in the Jacobian of Σ. Equation (5) tells us that the evolution of these points is linear in time.

Separation of variables (IV)

Time evolution: √ ˙ H(λ) 1 X ζj −H(ζj ) ψ˙i = − = − . (4) λ−bi 4 ζj −bi j (The middle term suggests a dependence on λ but it drops out.) Finally, consider the hyperelliptic curve Σ of genus N − 1 defined by N N−1 2 Y Y s + P(ζ) = 0, P(ζ) = (ζ − ai ) (ζ − bj ) i=1 j=1 with holomorphic differentials ζk dζ/p−P(ζ).

17 The left-hand side are so-called Abel sums (integrals over the ηk ) which define points in the Jacobian of Σ. Equation (5) tells us that the evolution of these points is linear in time.

Separation of variables (IV)

Time evolution: √ ˙ H(λ) 1 X ζj −H(ζj ) ψ˙i = − = − . (4) λ−bi 4 ζj −bi j (The middle term suggests a dependence on λ but it drops out.) Finally, consider the hyperelliptic curve Σ of genus N − 1 defined by N N−1 2 Y Y s + P(ζ) = 0, P(ζ) = (ζ − ai ) (ζ − bj ) i=1 j=1 with holomorphic differentials ζk dζ/p−P(ζ). Then (4) is equivalent to

ζk dζ k X √ j j λ = 4 Q (λ−a ) dt, k = 0,..., N − 2. (5) −P(ζj ) i i j

17 Equation (5) tells us that the evolution of these points is linear in time.

Separation of variables (IV)

Time evolution: √ ˙ H(λ) 1 X ζj −H(ζj ) ψ˙i = − = − . (4) λ−bi 4 ζj −bi j (The middle term suggests a dependence on λ but it drops out.) Finally, consider the hyperelliptic curve Σ of genus N − 1 defined by N N−1 2 Y Y s + P(ζ) = 0, P(ζ) = (ζ − ai ) (ζ − bj ) i=1 j=1 with holomorphic differentials ζk dζ/p−P(ζ). Then (4) is equivalent to

ζk dζ k X √ j j λ = 4 Q (λ−a ) dt, k = 0,..., N − 2. (5) −P(ζj ) i i j

The left-hand side are so-called Abel sums (integrals over the ηk ) which define points in the Jacobian of Σ. 17 Separation of variables (IV)

Time evolution: √ ˙ H(λ) 1 X ζj −H(ζj ) ψ˙i = − = − . (4) λ−bi 4 ζj −bi j (The middle term suggests a dependence on λ but it drops out.) Finally, consider the hyperelliptic curve Σ of genus N − 1 defined by N N−1 2 Y Y s + P(ζ) = 0, P(ζ) = (ζ − ai ) (ζ − bj ) i=1 j=1 with holomorphic differentials ζk dζ/p−P(ζ). Then (4) is equivalent to

ζk dζ k X √ j j λ = 4 Q (λ−a ) dt, k = 0,..., N − 2. (5) −P(ζj ) i i j

The left-hand side are so-called Abel sums (integrals over the ηk ) which define points in the Jacobian of Σ. Equation (5) tells us 17 that the evolution of these points is linear in time. • In general, there is no conceptual way to find them. However, it is possible if the Hamiltonian systems are governed by Lax matrices which we will see later in more detail.

Thank you!

Outlook

• In both examples, the symmetries of the Hamiltonian system were useful to find (candidates for) independent Poisson commuting conserved quantities.

18 Thank you!

Outlook

• In both examples, the symmetries of the Hamiltonian system were useful to find (candidates for) independent Poisson commuting conserved quantities. • In general, there is no conceptual way to find them. However, it is possible if the Hamiltonian systems are governed by Lax matrices which we will see later in more detail.

18 Outlook

• In both examples, the symmetries of the Hamiltonian system were useful to find (candidates for) independent Poisson commuting conserved quantities. • In general, there is no conceptual way to find them. However, it is possible if the Hamiltonian systems are governed by Lax matrices which we will see later in more detail.

Thank you!

18