A NNALES DE L ’I. H. P., SECTION A
F. C ALOGERO J.-P. F RANÇOISE
Integrable dynamical systems obtained by duplication
Annales de l’I. H. P., section A, tome 57, n
o2 (1992), p. 167-181
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Article numérisé dans le cadre du programme Numérisation de documents anciens mathématiques
167
Integrable dynamical systems obtained by duplication
F. CALOGERO
(*) Dipartimento di Fisica, Universita di Roma "La Sapienza", 00185 Roma, Italy,
Istituto Nazionale di Fisica Nucleare, Sezione di Roma
J.-P.
FRANÇOISE
Mathematiques, Universite de Paris-VI, 75252 Paris, France
Vol. 57,n"2, 1992, Physique theorique
ABSTRACT. - New
integrable dynamical
systems aregenerated
fromknown ones,
by using
an argument of symmetry; and theirproperties
areexhibited.
RESUME. 2014 Nous construisons des nouveaux
systemes dynamiques
inte-grables
apartir
de casdeja
connus en utilisant un argument desymetrie.
Nous decrivons aussi leurs
proprietes.
1. INTRODUCTION
Almost twenty years ago it was
pointed
out, in the context of nonrela- tivistic quantummechanics,
that the one-dimensionalN-body problem
Classification A.M.S. : 58 F 07.
PACS number: 03.20. + i; 02.30. Hq.
(*) On leave while serving as Secretary-General, Pugwash Conferences on Science and World Affairs, Geneva London Rome.
Annales de l’Institut Henri Poincaré - Physique theorique - 0246-0211
Vol. 57/92/02/167~5/$3.50/c) Gauthier-Villars
168 F. CALOGERO AND J.-P. FRANÇOISE
with
interparticle
inverse-cubeforces,
andpossibly
in addition an external(or, equivalently, interparticle)
harmonicinteraction,
is solvable[ 1 ] .
Sucha system is characterized
by
the hamiltonianwith
Subsequently
J. Moser has shown that this system(with ~==0),
inthe context of classical
(rather
thanquantum) mechanics,
iscompletely integrable [2];
and soon thereafter it has been shown[3]
that this property is alsopossessed by
the hamiltonian( 1.1 ),
with~==0,
in the moregeneral
case .
where ~ denotes the Wierstrass’
elliptic
function[of
which( 1. 2 a),
as wellas
are
special cases].
Thesefindings
have been followedby
various extensions andapplications (including
theproof
that thedynamical
system character- izedby
the hamiltonian( 1.1 )
with( 1. 2 a)
and ~0 is alsointegrable);
they
haveopened
an entire researchfield,
that has been reviewed about ten years agoby
M. A.Olshanetsky
and A. M.Perelomov [4],
and morerecently by
A. M. Perelomov[5].
Here we limit ourselves to recall that the system characterizedby
the hamiltonianhas also been shown to be
completely integrable,
withv (x) taking
anyone of the determinations
(1.2~,~,c,~)
if~=0,
or the determination( 1. 2 a)
if~~0;
andarbitrary
constants. Theintegrability
of thedynamical
system characterizedby
this hamiltonianoriginates
from thepossibility
toreplace
theoriginal many-body
hamiltonian( 1.1 ),
whosepotential
energy part contains a sum over theinterparticle
distancesby
a(more general
if lessphysical) analogous hamiltonian,
whosepotential
energy part consists of an
analogous
sum, butextending
instead over theroot
systems
associated withsemisimple
Liealgebras [4].
Itis, however,
well known that
analogous (albeit slightly
lessgeneral)
results can also beobtained
directly
from themany-body
hamiltonian( 1.1 )
via a process of"duplication"
based on anargument
of symmetry, as reviewed in thefollowing
Section.The process of
"duplication"
had been hitherto confined to the real axis(see, however, [6], [7]).
The main contribution of this paper is topoint
out
that, by extending
the"duplication"
process to thecomplex plane,
new(real) integrable
systems can be obtained. The mostinteresting
instance of such systems, on which ourpresentation
will bemainly focussed,
is characterizedby
thefollowing (real) equations
of motionswith À and ’Y
arbitrary (real )
constants andClearly
thisdynamical
system can beinterpreted
asdescribing
the classicalevolution of m + n nonrelativistic one-dimensional unit-mass
particles, m
of one kind and n of
another,
with the forcefe acting
betweenequal particles
and theforce fd
betweendifferent particles.
Note that these forcesdepend
on the coordinates of the twointeracting particles
notmerely
viatheir difference.
It is
easily
seen that theseequations
areassociated,
in the standard manner, with the hamiltonianwhere
Vo!.57,n’2-1992.
170 F. CALOGERO AND J.-P. FRANÇOISE
so that
Note the
negative sign
in front of the "kinetic energyterm",
as well as the"potential
energyterm",
for theparticles
of secondkind,
in thehamiltonian
( 1. 4 e).
Of course aspecial
case is that in whichonly
one type ofparticles
ispresent (say, ~==0).
Below we show that this
dynamical
system iscompletely integrable,
andmoreover
that,
if~0,
all its orbits areperiodic
with the sameperiod 21t/À, independently
of the values of the(real )
constants g and y, and ofcourse of the initial
conditions;
while if ~==0(in
which case the motion isunbounded,
with theparticles incoming
frominfinity
in the remote past andescaping
toinfinity
in the remotefuture),
the interactiongives
rise toa
scattering
process whose final outcome ismerely
a reversal of theasymptotic
velocities of eachparticle,
so thatparticles incoming
from theleft
(right)
in the remote past return to the left(right)
in the remotefuture,
with the same
asymptotic velocity (in modulus-opposite
insign)
in theremote future that each of them had in the remote past.
Another
interesting dynamical
system, which we also show below to beintegrable
and to behave in ananalogous
fashion to the system describedabove,
is characterizedby
thefollowing equations
of motion:with  and a
arbitrary (real )
constants andNote the differences in
sign
among( 1. 5 a)
and(1. 5&).
Of course in thiscase as well one may restrict attention to
systems
withonly
one kind ofparticles, namely
set m = 0 or n = o.As mentioned
above,
these results are obtained via a process of genera- tion of newintegrable
systems from known ones, that we have called"duplication".
This process(which
may have varioustwists;
seebelow)
can be used in several other situations as well. We treat below those
presented
above asexamples
to illustrate thegeneral
method.Let us end this Section
by pointing
out that both systems,( 1. 4)
and( 1. 5),
describedabove,
have theproperty
to be invariant under thetransformation that
changes
thesign
of any coordinate(leaving
the othersunchanged). Thus,
without loss ofgenerality,
one canactually
restrict thestudy
of these systems to the case when all the coordinates arepositive,
i. e. all the
particles
are on thepositive
real axis(~>0, ~>0).
2. THE DUPLICATION PROCESS
Let us start from the
(integrable) dynamical
system characterizedby
thehamiltonian
( 1.1 ), namely by
theequations
of motionwith
v (x) given by ( 1. 2 a) [actually,
for~==0,
thedynamical
system(2 .1 )
is
integrable
for any one of the 4 determination( 1. 2 a, b, c, d )
ofv (x);
inthe
following
we will concentrate on the determination( 1. 2 a),
thatyields
more
interesting results].
There is a well-known process that allows to obtain a new
integrable
system from this. Consider the case with an even number of
particles, N = 2 n,
and note that an initialconfiguration
that issymmetrical
aroundthe
origin
remainssymmetrical
under the flow(2 .1 ) [since v (x)
is an evenfunction],
so that one can set,compatibly
with(2 .1 ),
There thus result for the
equations
of motionthat may indeed be obtained in the standard manner from the hamiltonian
Vol.57,n°2-1992.
172 F. CALOGERO AND J.-P. FRANÇOISE
Let us moreover note that
if,
in theduplication
process, weadd (static) particles
at theorigin,
we get theequations
of motioncorresponding
to the hamiltonianBut this is not a new system,
being clearly
thespecial
case of( 1. 3) corresponding
to(X2 = J.1 g2
and[32 = _ 2 1 g2.
What seems less known
(see, however, [6], [7])
is thepossibility
togenerate a new model
by putting
twoconfigurations
ofparticles,
one onthe real axis and the other on the
imaginary
axis. One has moreover theoption
to add some(static) particles
at theorigin.
In this manner, as we
presently show,
one can manufacture anintegrable dynamical
systemfeaturing
two different types of"particles".
Let usemphasize
that this is a different kind of trick from that which generatestwo types of
particles by
anappropriate
shift of theircoordinates,
asexplained
in[3],
and studied in[8]
in the casev (x) _ [sinh (ax)] - 2.
So we start
again
from the system(2 .1 ),
but now with 2 mparticles
ina
configuration symmetrical
around theorigin
on the realaxis,
2 nparticles
in a
configuration symmetrcial
around theorigin
on theimaginary axis, and
staticparticles
at theorigin;
thatis,
we setN=2(~+~)+~
andIt is clear that these
positions
arecompatible
with(2 .1 ),
andthey yield
for the m
"particles
of the firsttype",
of(real) coordinates xj
and(real)
momenta
(or, equivalently, velocities)
y~, theequations
of motionand for the n
"particles
of the secondtype",
of(real ) coordinates 03BEj
and(real)
momenta(or velocities)
11., theequations
of motionIt is
easily
seen that these two systems ofcoupled
second-order ODEscan be obtained from the
following (real )
Hamiltonian:These results
imply
of course that the Hamiltonian system(2.6),
thatas we have seen can be considered to describe the motion of two groups of
particles
of two different types, iscompletely integrable
if v(x)
isgiven by
any one of the determinations(1.2~,6,c,~)
and~=0,
or ifv (x)
isgiven by ( 1. 2 a)
and ~, is anarbitrary (real )
constant. Inparticular,
in thelatter case, to which our treatment is
actually
limited(this
restrictionbeing
instrumental to
guarantee
thereality
of the coordinates x~,~),
this systemcoincides with
( 1. 4),
withVol. 57, n° 2-1992.
174 F. CALOGERO AND J.-P. FRAN~OISE
Note however
that,
while this derivation would seem to suggest that the system( 1. 4)
isintegrable only
for thespecial
values ofy2 given by
thisformula
with
anonnegative integer,
in fact( 1. 4)
iscompletely integrable
for any
arbitrary
value of the constanty2 (as implied by
the results of Section 4below).
In our discussion below we willhowever,
forsimplicity,
restrict attention to the case when the constant
~y2
ispositive.
3. SYSTEMS OF "MOLECULES" AND ITERATED DUPLICATIONS
In the case when
v (x)
isgiven by ( 1. 2 a),
it iseasily
seen that theequations
of motion(2 . 6 a, b)
for and~~ (t)
becomeidentical,
so thatit is consistent to set m = n
and,
as aspecial configuration (compatible
with the
motion),
Note
that,
in thisconfiguration,
the hamiltonian(2 . 6 c)
becomes a(vanish- ing)
constant. On the other hand theequations
of motion(2 . 6
a,b)
remainvalid,
andthey
read as follows:with
and
This
m-body
system is therefore anotherexample
ofintegrable problem;
we refer to
it,
in the title of thissection,
as asystem
of"molecules",
sinceeach
particle
may be considered as made up of twotightly
bound differentparticles
of theprevious
system, whose coordinatesactually
coincide[see (3.1)].
Let us note
that,
as in the case discussed in thepreceding Section,
while(3 . 2 b)
seems toimply
a limitation on thepermitted
range of values fora2 (arising
from the conditionthat
be anonnegative integer),
thetreatment
given
belowimplies
that thecomplete integrability
of the models discussed in this Sectionactually
holds for anyarbitrary
value ofa2 (although
forsimplicity
we will in thefollowing generally
assumea2
tobe
positive).
As
already
mentioned in theIntroduction,
without loss ofgenerality
wecan hereafter assume that all the
coordinates
arepositive (the equations
are
clearly
invariant under thetransformation xj
~ -xj, even ifperformed only
for thej-th coordinate; indeed, they
are also invariant underx~ ±~).
In any case, asimplied by (3 . 2 a) [and
thepositivity
of(X2;
see
(3 . 2 b)],
thedynamics
prevents fromchanging sign throughout
its time evolution
(the singular repulsive
forceoc2 x - 3 keeps
theparticles
away from the
origin);
moreover thesingular repulsive pair
force(3 . 2 c)
prevents theparticles
fromcrossing
each other.Clearly
the system(3 . 2) implies
the conditions(as
well asthe
possibility
to"duplicate"
this system in the manner of theprevious
Section isthereby
excluded. It is howeverpossible
toperform
adifferent kind of
"duplication", by replacing
m with m + n and thensetting
of course with x~,
for j =1, 2,
... , m, as well as~(~), for j =1, 2,
... , n,being
real coordinates. Then inplace
of the system(3.2)
one gets the, more
general
system characterizedby
thefollowing equations
of motion:This can be described as a system of m + n one-dimensional unit-mass classical
particles,
m of one type and n ofanother;
theprevious system
is of course thespecial
case of thiscorresponding
to~=0;
and another(different)
system,involving again only
one type ofparticles,
is obtainedby setting
instead ~==0. But notethat,
while aspointed
out above theparticles
of first type arerepelled by
theorigin
and alsorepel
eachother,
theparticles
of second type are instead attracted to theorigin (with
aforce that becomes infinite at the
origin),
as well aspairwise
among themselves(again,
with a force that becomes infinite at zerodistance).
Hence,
ifparticles
of the second type are present, the system, inspite
ofits
completely integrable character,
maygive
rise to asingular
behaviour(collapse)
at a finite time. Note moreover that the different behaviour of the two types ofparticles
exclude thepossibility
togenerate
yet anotherdynamical
systemby
the trick ofputting together molecules,
as described above. Indeed it appears that the models described thus far exhaust the range ofpossible "integrable many-body (classical nonrelativistic)
modelson the line" that can be manufactured
by
this kind of tricks(as
mentionedVol. 57, n° 2-1992.
176 F. CALOGERO AND J.-P. FRAN~OISE
above,
one may also try toapply
such tricks with the moregeneral
functions
(1.2~,c,~),
rather than( 1. 2 a);
but theresulting
results are notsufficiently interesting
to warrantreporting here).
4. EXISTENCE OF LAX PAIRS FOR THE FLOWS
The systems described in the two
previous
Sections(and
mentioned in theIntroduction)
are of coursecompletely integrable,
asimplied by
theway
they
have been obtained. In this Section we demonstrate thisby explicitly providing
thecorresponding
Laxrepresentation,
as well as theirsolution.
However,
forsimplicity,
we limit such anexplicit
treatment tothe system
(2 . 6)
with( 1. 2 a)
and(2 . 7) [or, equivalently, ( 1. 4)] .
We start with the N x N matrices
(with
N = 2(m
+n))
associated[9]
withthe system
( 1. 3)
with( 1. 2 a),
that readwith the
(N/2)
x(N/2)
matricesA, B, D, E,
F defined as follows:Here the
indices j
and k run from 1 to m + n =N/2,
and of course03B4jk
=1if j= k, b~k = 0
whileThe
equations
of motioncorresponding
to theintegrable
hamiltonian(1.3)
can be recast,using
thesematrices,
in thefollowing (generalized)
Lax form:
To get the
equations
of the system( 1. 4) [or, equivalently, (2 . 6)
with( 1. 2 a)],
it is now sufficient toperform
the substitutions(2.5~, c).
Note that the hamiltonian
( 1. 4 e)
isgiven,
via(2 . 5 b)
and(2.5~), by
the formula
Let us recall that the
generalized
Laxequations (4 . 3 a)
can be recast inthe standard Lax form
by
thefollowing
trick. Let us introduce the two N x N matricesIt is then
easily
seen that(4. 3) yield
so
that, by setting
there obtains for W the standard Lax
equation
Of course a standard Lax
equation
is also satisfiedby
the matrixsince
clearly (4 . 6 a) implies
The Lax
representations
for the system( 1. 5)
can be obtained in anal- ogous manner,by using appropriate specializations
of thevariables,
assuggested by
the treatment of Section3;
of course thecorresponding
matrices will be of order N x N with N = 4
(m
+n).
5. EXPLICIT SOLUTION IN THE ~, ~ 0 CASE: PERIODICITY OF THE ORBITS
We now indicate how the system
( 1. 4)
can beexplicitly solved,
via theLax
representation given
in thepreceding Section;
and wethereby
prove thefollowing
THEOREM 5.1. - All the orbits
of
the hamiltonian system(1.4)
areperiodic,
withperiod 21t/À (independently of g
andy).
Vol. 57, n° 2-1992.
178 F. CALOGERO AND J.-P. FRAN~OISE
This result was indeed
expected,
since it holds for theoriginal
system( 1.1 )
with( 1. 2 a),
of which the models treated in this paper are after allmerely special
cases.Of course in this Section the real constant ~, is assumed not to
vanish,
Let us introduce the N x N matrix U
(t)
via the(matrix) Cauchy problem
where the N x N matrix M
(t)
is that defined in Section 4[and
of courseN=2 (m+n)].
We then set
where the matrices X and L are
again
those defined in Section 4.It is then
easily
seen that(5 . 2 a)
and(4 . 3 a) yield
and then
(5 . 2 a), (4 . 3 b)
and(5 . 3 a) yield
This
equation
can beexplicitly integrated:
or,
equivalently [see (5.2 b), (5.3 a)
and(5 . 4)],
This formula
provides
anexplicit expression
of the matrixX (t)
interms of the initial
positions
and velocities of theparticles [see (4 .1 a, b), (4 . 2 a, b, c)
and(2.5~,~,c~)];
on the other hand thepositions
and~~ (t)
of theparticles
at time t arejust
theeigenvalues
of the matrixX (t)
[see (5 . 3 a), (4 .1 b), (4 . 2 c)
and(2 . 5 a, c)].
It is thus seen that the solution of the
problem
ismerely
reduced to thecomputation
of the(real
andimaginary) eigenvalues
of the matrixX (t), given,
in terms of the initialdata, by
theexplicit
formula(5 . 5 c).
Since the matrix
X (t)
isclearly periodic
in time withperiod 21t/À [see (5 . 5 c)],
the set of itseigenvalues
is alsoperiodic
intime,
with the sameperiod;
and this entails theperiodicity
of each one of the resp.~~ (t)’s (the
real resp.imaginary eigenvalues),
since theirordering
on the(positive)
real resp.imaginary
axes cannotchange throughout
the motion(since
theparticles
of each type cannot gothrough
eachother,
asexplained
above).
It is left to the
diligent
reader tospell
out theanalogous technique
ofsolution for the
dynamical
system( 1. 5),
as well as to prove that Theorem 5.1 holds in this case as well(provided
there is nocollapse).
The
only
difference from the treatmentgiven just
above is that the relevant matrices have now4 (m + n) [rather
than2 (m + n)]
rows andcolumns,
andin the
appropriate
identification of thequantities
and forj =1, 2, ... , 2 (m + n) .
Note
incidentally
that the fact that the structure of the set ofeigenvalues
of the
matrix X(t)
ispreserved
over time[for instance,
the factthat,
if is aneigenvalue, is]
may be formulated as thefollowing nontrivial, purely
mathematicalREMARK. - Let Z be any matrix,
of
rankN = 2 n, N = 4 n or N = 8 n,
whose characteristicpolynomial,
has one ’
of the following
$(special ) forms:
where the
quantities
Zj or x~, y~ are real. Then there exists a(nonvanishing)
matrix
Q (independent of
t andÀ)
such that the two-parameter setof
matrices
all have characteristic
polynomials
with the samespecial
structure(5.7) (although
withdifferent eigenvalues, of course), for
anyarbitrary
valuesof
À and t.
For
instance,
asimplied by
the resultsabove,
for N=2nwith U any
arbitrary
invertible matrix of rank N andVol. 57, n° 2-1992.
180 F. CALOGERO AND J.-P. FRAN~OISE
where the matrices A and
B,
of rank n =N/2,
have the formwth
b,
c and the nparameters aj
real but otherwisearbitrary.
It is left for the
diligent
reader to exhibitexplicit examples
in the othercases.
6. EXPLICIT SOLUTION IN THE À = 0 CASE:
OUTCOME OF THE SCATTERING PROCESS
The treatment
given
in thepreceding
Section remainsapplicable
in theÀ = 0 case, with obvious modifications: for instance
(5 . 5 c),
for~=0,
readsIn this case the motion
is,
of course,unbounded; and,
for both systems( 1. 4)
and( 1. 5) (but,
in the latter case,only
if there occurs nocollapse),
there holds the
following
THEOREM 6.1:
We omit an
explicit proof
of thisresult,
since it is astraightforward
consequence, via the
"duplication" idea,
of theanalogous
result for the prototypemodel;
a result that was first proven, in thequantal 3-body
case,
by
C. Marchioro[ 10],
and was then extended to thequantal n-body
case in
[ 1 ],
and to the classical case in[2].
[1] F. CALOGERO, Solution of the One-Dimensional n-Body Problem with Quadratic and/or Inversely Quadratic Pair Potentials, J. Math. Phys., Vol. 12, 1971, pp.419-436.
[2] J. MOSER, Three Integrable Hamiltonian Systems Connected with Isospectral Deforma- tions, Adv. Math., Vol. 16, 1975, pp. 1-23.
[3] F. CALOGERO, Exactly Solvable One-Dimensional Many-Body Problems, Lett. Nuovo Cimento, Vol. 13, 1975, pp.411-416.
[4] M. A. OLSHANETSKY and A. M. PERELOMOV, Classical Integrable Finite-Dimensional
Systems Related to Lie Algebras, Physics Reports, Vol. 71, No. 5, 1981, pp. 313-400.
[5] A. M. PERELOMOV, Integrable Systems of Classical Mechanics and Lie Algebras, Vol. I, Birkhäuser, 1990.
[6] F. CALOGERO, Integrable Many-Body Problems in More than One Dimension, Reports Math. Phys., Vol. 24, 1986, pp. 141-143.
[7] F. CALOGERO, Integrable Dynamical Systems and Some Other Mathematical Results
(Remarkable Matrices, Identities, Basic Hypergeometric Functions), Notes of Lectures
Presented at the Summer School Held at the Université de Montréal, July 29-August 16, 1985. In Systèmes Dynamiques Non Linéaires: Intégrabilité et Comportement Qualitatif
P. WINTERNITZ Ed., S.M.S., Vol. 102, Presses de l’Université de Montréal, 1986, pp. 40-70.
[8] M. A. OLSOHANETSKY and V.-B. K. ROGOV, Bound States in Completely Integrable Systems with Two Types of Particles, Ann. Inst. H. Poincaré, Vol. 29, 1978, pp. 169-
177.
[9] J.-P. FRANÇOISE, Systèmes intégrables à m-corps sur la droite, Bull. Soc. Math. France, T. 119, (2), 1991, pp. 111-122.
[10] C. MARCHIORO, Solution of a Three-Body Scattering Problem in One Dimension,
J. Math. Phys., Vol. 11, 1970, pp. 2193-2196.
( Manuscript received April 17, 1991.)
Vol. 57, n° 2-1992.