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P. A. DAMIANOU

C. SOPHOCLEOUS

University of Cyprus

P. O. Box 537, Nicosia, Cyprus

abstract We classify the symmetry groups of an autonomous Hamiltonian system with two

degrees of freedom. With the exception of the harmonic oscillator or a free particle where

the dimension is 15, we obtain all dimensions between 1 and 7. For each system in the

classification we examine integrability.

Introduction

The objective of this paper is a complete classification of the symmetry groups for a Hamiltonian system with two degrees of freedom. We actually study the equations in Newtonian

form since a first order system always has an infinite number of symmetries. We consider

the motion of a particle of unit mass in the plane (q1 , q2 ) under the influence of a potential

of the form V (q1 , q2 ). We will assume that the Hamiltonian is time independent. This is

not really a restriction because a time-dependent ndimensional system is equivalent to a

time-independent (n + 1)dimensional system by regarding the time variable as the new coordinate. For the most part we assume that the system is two-dimensional with Hamiltonian

1

1

(1)

H(q1 , q2 , p1 , p2 ) = p21 + p22 + V (q1 , q2 ) .

2

2

However, in section VI we generalize some of the results to the n-dimensional case. The real

valued function V (q1 , q2 ) is assumed to be smooth on some open, connected subset of R2 .

Hamiltons equations, in Newtonian form, become

V

q1 = q

1

V

q

2

q2 =

(2)

.

We search for point symmetries of the system (2). That is, we search for the infinitesimal

transformations of the form:

t0 = t + T (t, q1 , q2 ) + O(2 )

q10 = q1 + Q1 (t, q1 , q2 ) + O(2 )

q20 = q2 + Q2 (t, q1 , q2 ) + O(2 ) .

(3)

The functions V (q1 , q2 ) such that the system (2) admit such transformations are completely

classified. Therefore, in the following analysis we determine the functions V , T , Q 1 and Q2 .

Equations (2) admit Lie transformations of the form (3) if and only if

(2) {

q 1 + V q1 } = 0

(2)

{

q 2 + V q2 } = 0 ,

(4)

+ Q1

+ Q2

.

(5)

t

q1

q2

For the reader who is unfamiliar with the definition and properties of Lie point symmetries,

there are a number of excellent books on the subject e.g. [1], [2], [3], [4].

Equations (4) give two identities of the form:

=T

E1 (t, q1 , q2 , q1 , q2 ) = 0

E2 (t, q1 , q2 , q1 , q2 ) = 0 ,

2

(6)

V

V

where, we have used that q1 = q

and q2 = q

. The functions E1 and E2 are explicit

1

2

polynomials in q1 and q2 . We impose the condition that equations (6) are identities in five

variables t, q1 , q2 , q1 and q2 which are regarded as independent. These two identities enable

the infinitesimal transformations to be derived and ultimately impose restrictions on the

functional forms of V , T , Q1 and Q2 .

After some straightforward calculations one can show, see e.g. ref. [5], that the generators

necessarily have the following form:

Q1 = b01 (t)q12 + b02 (t)q1 q2 + c11 (t)q1 + c12 (t)q2 + d1 (t)

Q2 = b01 (t)q1 q2 + b02 (t)q22 + c21 (t)q1 + c22 (t)q2 + d2 (t) .

(7)

In this paper we classify the symmetry groups of the system according to the form of the

generators. Here is a preview of the various cases and the potentials that appear.

Case 1. b1 6= 0, b2 6= 0.

In this case the potential is of the form

V =

2

q1 + q22 + 1 q1 + 2 q2 .

2

isomorphic to sl(4, R).

Case 2. b1 = b2 = 0.

In other words, T is function of time only. We consider two possibilities according to a 00 6= 0

or a00 = 0.

First Subcase:

a00 6= 0

2a

V =

(q1 + q22 ) +

2

(q1 + q2 )2

2b

V =

2

(q1 + q22 ) + 2

2

q2

2c

V =

1

2

(q1 + q22 ) + 2 ()

2

q2

where = qq12 . For arbitrary we end up with a 3-parameter symmetry group. For special

types of we obtain a 4-parameter group.

Second Subcase:

a00 = 0

This is the case where T is a linear function of time.

2d

V = q22 + 1 q1 q2 + () ,

3

quadratic we obtain a 7-parameter group and setting 1 = 0, for some special forms of

(exponential, logarithmic, nth power) results in a 5-parameter group of symmetries.

2e

V = 1 q22 + (q1 )

The case 1 = 0 is the case of a separable potential with one variable missing. We will

comment on this case separately. If 1 6= 0, we end up with a 4-parameter group.

2f The dimensions of the symmetry groups in this case are all equal to 2 except for the

last three systems where the dimension is 3. Specifically, we obtain the following list of

potentials:

1.

V

2.

= q2N ( qq21 )

= 1 log q2 + ( qq12 )

V

3.

= eq1 (q2 )

4.

= eq1 (q1 q2 )

V

5-10

V

= 1 f1 (q1 ) + 2 f2 (q2 ) ,

where f1 (q1 ) = q1n , log q1 , eq1 and f2 (q2 ) = q2m , log q2 , eq2 .

11.

V

= (q12 + q22 )

12.

V

= (q12 + q22 )n ,

n 6= 1, 0, 1

13.

V

14.

V

= sin1

q12 q22

q12 +q22

Finally, we note that the potential V (q1 , q2 ) = q1k has a 15-parameter group of symmetries

for k = 0, 1, a 7-parameter group for k = 2, a 6-parameter group for k = 2 and a 5parameter group of symmetries otherwise. These dimensions generalize for arbitrary n 2

to (n + 2)2 1, n2 + 3, n2 + 2, n2 + 1 respectively.

4

In this paper we will not consider the general case of motion in Rn , however for the case

n = 3, the classification of symmetry groups is in progress; see [6]. In this case, we end

up again with a maximal dimension of (n + 2)2 1 = 24 for the harmonic oscillator or a

free particle, but the dimensions of the other groups in the classification vary from 1 to 12

(n2 + 3). We did not obtain the dimension 8 and any dimension between 13 and 23.

In section II we will also consider the simplest system, with one degree of freedom, maily to

illustrate the procedure we use for the two-dimensional case. The classification for a general

ordinary differential equation of second order with one dependent and one independent

variable goes back to Sophus Lie [7]. He showed that the dimensions of a maximal admitted

algebra take only the values 1, 2, 3 and 8. Lie actually gave a group classification of all

arbitrary order O.D.E.s. In this way he identified all equations that can be reduced to lowerorder equations or completely integrated by group theoretical methods [8]. The problem of

classifying symmetry groups for a system of differential equations is open. This is mentioned

in [9] where some known facts are presented. Some results for linear systems of second order

ordinary differential equations can be found in [10].

Of course the ultimate goal in classical mechanics is to integrate explicitly the equations

of motion. Such systems are called integrable. For the definition and basic concepts of

Hamiltonian Systems and Symplectic Geometry there are a number of good references e.g.

[11], [12], [13], [14], [15]. The key result is the following theorem of Liouville which in the

2-dimensional case translates as follows: Consider a Hamiltonian system with two degrees

of freedom. If in addition to the Hamiltonian H there is a second integral of motion I,

independent of H, then the system is integrable, i.e. in principle one can solve the equations

by quadratures. Even though most of the well known systems of classical mechanics are

Liouville integrable, the fact is, that most Hamiltonian systems are not integrable, a result

demonstrated by Poincare. It is not surprising that most of the symmetry groups that appear

in our classification correspond to integrable potentials. The non-integrable potentials appear

mainly in case 2f, where the size of the symmetry group is small. The integrability of twodimensional systems has been the subject of numerous investigations; see for example [16],

[17], [18], [19],[20], [21], [22]. Of course a system with symmetries should be expected to be

integrable, after all this is the essence of Noethers theorem; in this direction see for example

the review [23]. On the other hand one can give a number of examples of integrable systems

whose symmetry group is trivial (i.e. one dimensional). Some of the chaotic systems that do

not appear in our list, for example the famous Henon-Heiles system, are known to have only

as a single symmetry. Of course, we should point out that all the systems which do not

t

as a single symmetry. One can construct a number

of systems possessing only one symmetry. For example, one can take

V = q12 + 2q22 + q1k q2 ,

(8)

with k > 1.

As was discussed in [24] there are integrable systems which possess only one symmetry. This

situation is also investigated in [25]. We would like to point out another example:

V = 4q12 + q22 +

r1 r2

.

+

q1 q22

(9)

We should point out that integrable systems have symmetries other than point symmetries.

For example, one of the integrable cases of Henon-Heiles corresponds to the presence of a

nonlocal symmetry.

For the integrable systems that appear in the list we actually give the second integral (whenever it is not obvious) or a reference. Since integrability is preserved under various transformations e.g. translations, rotations, scalings, time reflections, we construct the second

invariant for a representative of that class. Generally we choose the potential to be as simple

as possible in order to illustrate the symmetry group and demonstrate integrability.

II

Before attacking the two-dimensional case, we classify the symmetries for a one-dimensional

system, just to illustrate the techniques we use on the two-dimensional case. We consider a

Hamiltonian of the form

1

H = p2 + V (q) .

(10)

2

The equation of motion of the particle is

q =

V

.

q

(11)

t0 = t + T (t, q) + O(2 )

q 0 = q + Q(t, q) + O(2 ) .

(12)

(2) {

q + Vq } = 0 ,

(13)

+Q

.

(14)

t

q

The definition of the second prolongation is the following: First we define the first prolongation

i

h

(1) = + Tq q2 + (Qq Tt )q + Qt

.

(15)

q

=T

h

(2) = (1) + (Qq 2Tt 3Tq q)

. (16)

E(t, q, q)

=0,

6

(17)

The coefficient of q3 in (17) gives Tqq = 0. Similarly, the coefficient of q 2 gives Qqq = 2Ttq .

Therefore,

T = a(t) + b(t)q

Q = b0 (t)q 2 + c(t)q + d(t) .

(18)

2V

V

V

2 0

00

00

0

3b

+ 3qb a + 2c q + q b + qc + d

+ (2a0 c)

+ q 2 b000 + qc00 + d00 = 0 . (19)

2

q

q

q

#

"

3b

V

+ 3qb00 a00 + 2c0 = 0 .

q

(20)

Case 1. b 6= 0.

Case 2. b = 0.

Case 1. b 6= 0.

From equation (20) we obtain

1 2

q + 2 q + 3 .

(21)

2

One easily calculates that the algebra of symmetries has dimension 8. It is a simple Lie

algebra isomorphic to sl(3, R).

V =

Case 2. b = 0.

From (20) we have

1

c = a0 + c 1

2

2V

V

[q(a + 2c1 ) + 2d] 2 + (3a0 2c1 )

+ a000 q + 2d00 = 0 .

q

q

0

(22)

(1 q + 2 )Vqq + 3 Vq = 4 q + 5 .

(23)

1. 1 = 2 = 3 = 4 = 5 = 0. In this case we get a(t) =constant, c1 = 0 and d(t) = 0.

Therefore for V arbitrary we have T = c2 , Q = 0. In other words the symmetry group

is trivial (one dimensional).

2. 1 = 3 = 0, 2 6= 0. In this case, V is quadratic, a case already examined.

7

terms. We obtain a 2-parameter group of symmetries with T = 2c1 t+c2 and Q = 4c1 .

4. 1 6= 0, 3 = 0. From (23) we obtain V = q log q. The symmetry group here is also

trivial.

5. 1 6= 0, 3 6= 0. Without loss of generality we take 2 = 0 in (23) and we obtain either

i. V = q n , n 6= 0, 1, 2,

or

ii. V = log q.

i. We substitute V = q n into (22) to obtain a(t) = c2 t2 + 2c3 t + c4 , d(t) = c1 = 0

if n = 2, and a(t) = 2(2n)

c t + c2 , d(t) = 0 if n 6= 2. To summarize, we have for

n+2 1

V = q2 ,

T = c2 t2 + 2c3 t + c4

Q = (c2 t + c3 )q ,

(24)

T =

Q =

2(2n)

ct

n+2 1

4c1

q.

n+2

+ c2

(25)

ii. When V = log q we get a(t) = 2c1 t + c2 and d(t) = 0. Therefore,

T = 2c1 t + c2

Q = 2c1 q .

(26)

To summarize the results: In the case of one degree of freedom we obtain a maximal dimension of 8 for the harmonic oscillator or a free particle, but the dimensions in the other groups

in the classification vary from 1 to 3. We do not obtain any dimension between 4 and 7.

III

We return now to the case of two-degrees of freedom. The analysis is analogous to the one

used in the case of one-degree of freedom. We substitute the forms of T , Q1 , Q2 in (7) into

equations (6).

The coefficient of q1 in equation (6) [E2 = 0] gives

V

2 b1

c21

b1 + 2 q2 +

2

q2

t

t

=0.

(27)

c12

2 b2

V

b2 + 2 q1 +

2

q1

t

t

=0.

(28)

3b1

c11

2 b2 2 a

V

2 b1

V

+ b2

+ 3q1 2 + q2 2 2 + 2

=0,

q1

q2

t

t

t

t

(29)

3b2

V

V

2 b2

2 b1 2 a

c22

+ b1

+ 3q2 2 + q1 2 2 + 2

=0.

q2

q1

t

t

t

t

(30)

If b1 (t) 6= 0 and b2 (t) 6= 0, then from equations (27) and (28) we deduce that V is quadratic

in q1 and q2 . We also note that if b1 = 0, b2 6= 0 (or b1 6= 0, b2 = 0), then from equations (28)

and (29) V has again a quadratic form. We therefore split the analysis into two exclusive

cases:

Case 1. b1 6= 0, b2 6= 0.

Case 2. b1 = b2 = 0.

IV

Case 1

V = 1 q12 + 2 q22 + 3 q1 + 4 q2 + 5 .

(31)

Now, substituting (31) into (6) the coefficients of q1 q1 in E1 and q2 q1 in E2 give respectively:

3(b001 + 21 b1 ) = 0

3(b001 + 22 b1 ) = 0 .

(32)

In the case 1 = 2 = 0, V is linear. We shall present the symmetries for this case, but in

the remaining part of the analysis we shall ignore linear terms in the form of V . Adding a

constant to equations (2) has no effect on the symmetry groups.

V = 1 q1 + 2 q2 + 3

Subcase 1a

Note that we have taken 1 = 2 = 0 in (31) and then renamed the constants. Without

presenting any calculations, we state that the system (2) with V linear has the following 15

symmetries:

1 =

2 =

3 =

4 =

5 =

6 =

7

8

9

10

11

12

13

14

15

=

=

=

=

=

=

=

=

=

q1

q2

2

q1 t

t t

+ ( 12 q1 34 1 t2 ) q1 + ( 12 q2 34 2 t2 ) q2

+ (q1 t 21 t3 q1 + (q2 t 22 t3 ) q2

t2 t

2

q2 t

(2tq2 + 2 t3 ) t

+ (2q1 q2 + 2 t2 q1 1 t2 q2 12 1 2 t4 ) q1 + (2q22 12 22 t4 ) q2

+ (2q12 12 21 t4 ) q1 + (2q1 q2 + 1 t2 q2 2 t2 q1 12 1 2 t4 ) q2

(2tq1 + 1 t3 ) t

(q2 + 12 2 t2 ) q1

(q1 + 12 1 t2 ) q2

t q1

t q2

(q1 + 12 1 t2 ) q1

(q2 + 12 2 t2 ) q2 .

I = 21 p22 + 2 q2 . It also has constants of motion linear in the momenta, for example I =

2 p1 + 1 p2 .

V = 2 (q12 + q22 )

Subcase 1b

We will choose = 1. We substitute the form of V into equations (6) and equate coefficients.

In E1 , q1 q1 = 0 implies

d 2 b1

+ b1 = 0 .

dt2

In E1 , q1 q2 = 0 implies

d 2 b2

+ b2 = 0 .

dt2

In E1 , q2 = 0 implies

dc12

=0,

dt

therefore c12 is constant. Similarly by examining the coefficient of q1 in E2 we see that c21 is

also constant.

In E1 , q1 = 0 and in E2 q2 = 0, imply that

dc11

d2 a

2

=0,

dt2

dt

10

and

dc22

d2 a

2

=0.

2

dt

dt

Similarly, using the coefficient of q1 = 0 in E1 and q2 = 0 in E2 , we obtain

da

d2 c11

+2

=0,

2

dt

dt

and

d2 c22

da

+2

=0.

2

dt

dt

Finally, E1 = 0 and E2 = 0 imply that the functions d1 (t) and d2 (t) are solutions of the

equation

d2 x

+x=0 .

dt2

Therefore the form of the generators in this case is the following:

T = k1 + k2 cos 2t + k3 sin 2t + (k4 cos t + k5 sin t)q1 + (k6 cos t + k7 sin t)q2

Q1 = (k4 sin t + k5 cos t)q12 + (k6 sin t + k7 cos t)q1 q2 +

(k2 sin 2t + k3 cos 2t + c11 )q1 + c12 q2 + k8 cos t + k9 sin t

Q2 = (k4 sin t + k5 cos t)q1 q2 + (k6 sin t + k7 cos t)q22 +

c21 q1 + (k2 sin 2t + k3 cos 2t + c22 )q2 + +k10 cos t + k11 sin t .

We note that the system (2) with V = 2 (q12 + q22 ) admit a 15-parameter group of transformations isomorphic to sl(4, R).

Remark: This system is the 2-dimensional isotropic oscillator. A second integral is I 1 =

1 2

p + 12 q12 or I2 = 21 p22 + 12 q22 . We also have constants of motion linear in the momenta, for

2 1

example I3 = q2 p1 q1 p2 .

Remark: Cases 1a and 1b give the most general form of Hamiltonian for which the second

invariant is linear in the momenta [21].

Case 2

E1

E2

E1

E2

: q2

: q1

: q1

: q2

=0

=0

=0

=0

11

c012 = 0

c021 = 0

2c011 a00 = 0

2c022 a00 = 0 .

(33)

Therefore, c12 = c1 , c21 = c2 , c11 = 12 a0 + c3 and c22 = 12 a0 + c4 . Here and elsewhere the ci

are constants. Using these results, equations (6) take the form

and

(a0 q1 + 2c3 q1 + 2c1 q2 + 2d1 )Vq1 q1 +

0

(3a 2c3 )Vq1 2c1 Vq2 + a000 q1 + 2d001 = 0 ,

(34)

(a0 q2 + 2c2 q1 + 2c4 q2 + 2d2 )Vq2 q2 +

(3a0 2c4 )Vq2 2c2 Vq1 + a000 q2 + 2d002 = 0 .

(35)

(a00 q2 + 2d02 )Vq1 q2 + (a00 q1 + 2d01 )Vq1 q1 + 3a00 Vq1 + a0000 q1 + 2d000

1 = 0 ,

(36)

(a00 q1 + 2d01 )Vq1 q2 + (a00 q2 + 2d02 )Vq2 q2 + 3a00 Vq2 + a0000 q2 + 2d000

2 = 0 .

(37)

a00 6= 0 or a00 = 0.

a00 6= 0

Non-linear T

We divide equations (36) and (37) by a00 and then differentiate with respect to t to obtain

respectively,

d0

2 002

a

!0

d0

2 001

a

!0

V q1 q2

d0

+ 2 001

a

!0

V q1 q2

d0

+ 2 002

a

!0

V q1 q1

a0000

+

a00

!0

d000

q1 + 2 100

a

!0

=0,

(38)

V q2 q2

a0000

+

a00

!0

d000

q2 + 2 200

a

!0

=0.

(39)

From equations (38) and (39) we deduce that the function V (q1 , q2 ) satisfies two partial

differential equations of the form

1 V q1 q2 + 2 V q1 q1 + 3 q 1 + 4 = 0 ,

(40)

2 V q1 q2 + 1 V q2 q2 + 3 q 2 + 5 = 0 .

(41)

In order to solve equations (40) and (41) we consider the following cases:

1 6= 0, 2 6= 0

1 = 0, 2 6= 0 (or 1 6= 0, 2 = 0)

1 = 2 = 3 = 4 = 0

12

In the following three subcases we determine the form of V from equations (40) and (41).

The corresponding generators may be obtained with the employment of equations (34)(39).

Subcase 2a

In this case, V takes the form

V =

2

,

(q1 + q22 ) +

2

(q1 + q2 )2

(42)

T = a(t)

Q1 = 12 a0 (t)q1 + 2 c4 q1 c4 q2 + d2 (t)

Q2 = 21 a0 (t)q2 c4 q1 + c4 q2 d2 (t) ,

(43)

Subcase 2b

Setting 1 = 0 in (40) and (41) we deduce that V has the form:

V = k1 q13 + k2 q12 + k3 q1 q22 + k4 q1 q2 + k5 q1 + (q2 ) .

(44)

Therefore, ignoring the linear terms, V takes the form

V =

(q1 + q22 ) + 2 .

2

q2

.

q22

(45)

Finally, using equations (34) and (35) we obtain the forms of the group generators :

T = a(t)

Q1 = c3 q1 + 21 a0 (t)q1 + d1 (t)

Q2 = 21 a0 (t)q2 .

(46)

The case = 0 is equivalent to the system V (q1 , q2 ) = q12 with generators:

1

T = c1 t2 + 2c2 t + c3

Q1 = (c1 t + c2 )q1

Q2 = (c1 t + c2 + c4 )q2 + c5 t + c6 .

We choose the following basis for the Lie algebra of symmetries:

X1

X2

X3

X4

X5

X6

=

=

=

=

=

=

+ q1 q1 + q2 q2

2t t

t2 t

+ q1 t q1 + q2 t q2

q2 q2

t q2

,

q2

13

(47)

[X1 , X2 ]

[X1 , X3 ]

[X1 , X5 ]

[X2 , X3 ]

[X2 , X5 ]

[X2 , X6 ]

[X3 , X6 ]

[X4 , X5 ]

[X4 , X6 ]

=

=

=

=

=

=

=

=

=

2X1

X2

X6

2X3

X5

X6

X5

X5

X6 .

(48)

This algebra is not semi-simple since the ideal generated by X5 , X6 is abelian. It is not

solvable either because L(1) = {X1 , X2 , X3 , X5 , X6 }, and L(2) = L(1) .

Remark: It is clear that Subcase 2b is a special case of Subcase 2a by setting = 0.

Subcase 2c

Since all the coefficients of the terms in equations (38) and (39) vanish, the functions a(t),

d1 (t) and d2 (t) may be determined. From equations (36) and (37) we deduce that

V =

where =

q1

.

q2

2

1

(q1 + q22 ) + 2 ()

2

q2

(49)

We now use equations (34) and (35) to determine the forms of the generators.

arbitrary:

T = a(t)

Q1 = 21 a0 (t)q1

Q2 = 12 a0 (t)q2 ,

where a00 + 4a = c8 . ( A 3-parameter group).

For = 0 the lie algebra has a basis given by

X1 = t

+ q1 q1 + q2 q2

X2 = 2t t

X3 = t2 t

+ tq1 q1 + tq2 q2

[X1 , X2 ] = 2X1

[X1 , X3 ] = X2

[X2 , X3 ] = 2X3 .

=

q2

= q22 :

1

14

(50)

V =

2

(q1 + q22 ) + 2 .

2

q1

(51)

(q1 + q22 ) + 2 .

2

q2

(52)

= = constant:

It follows from (49) that

V =

= 2+1 ec tan :

It follows from (49) that

1

V =

q

2

c tan1 q1

2 .

(q1 + q22 ) + 2

e

2

q1 + q22

(53)

T = a(t)

Q1 = 41 cc1 q1 + c1 q2 + 12 a0 (t)q1

Q2 = 41 cc1 q2 c1 q1 + 12 a0 (t)q2 ,

(54)

The Lie algebra for this system is a direct sum of an sl(2, R) and a one dimensional Lie

algebra. It has a basis consisting of the vectors

X1

X2

X3

X4

with bracket relations

= t

= 2t t

+ q1 q1 + q2 q2

+ tq1 q1 + tq2 q2

= t2 t

= 14 cq1 + q2 q1 + 41 cq2 q1 q2 ,

[X1 , X2 ]

[X1 , X3 ]

[X2 , X3 ]

[Xi , X4 ]

=

=

=

=

2X1

X2

2X3

0

i = 1, 2, 3 .

This example generalizes in n dimension to a Lie algebra which is a direct sum sl(2, R)

so(n, R).

Remark: In polar coordinates this system is

V =

2

(r ) + 2 ec .

2

r

15

Taking () =

r1

2

V =

r1 r2

2

(q1 + q22 ) + 2 + 2 .

2

q1 q2

The associated Hamilton-Jacobi equation is separable in cartesian and polar coordinates. This

system is an example of a system with closed trajectories under the influence of Noncentral

field [26]. For = 1, the generators take the form:

T = c1 + c2 cos 2t + c3 sin 2t

Q1 = (c2 sin 2t + c3 cos 2t)q1

Q2 = (c2 sin 2t + c3 cos 2t)q2 .

They form a 3-dimensional Lie algebra

X1 = t

q1 sin 2t q1 q2 sin 2t q2

X2 = cos 2t t

X3 = sin 2t t

+ q1 cos 2t q1 + q2 cos 2t q2 ,

[X1 , X2 ] = 2X3

[X1 , X3 ] = 2X2

[X2 , X3 ] = 2X1 .

(55)

In other words, it is a simple Lie algebra of type A1 isomorphic to so(3, R). For = 0 we

obtain a Lie algebra isomorphic to sl(2, R). In [27] the most general form of a differential

equation invariant under the action of the generators of sl(2, R) is determined.

We note that the similar system

V =

r1 r2

2

(4q1 + q22 ) + + 2

2

q1 q2

(56)

has t

as the only symmetry.

In general, the system V = 2 (q12 + q22 ) + q12 ( qq12 ) is integrable: Changing to polar coordinates

2

q1 = r cos , q2 = r sin we find that

V =

B()

2 (cot )

r + 2 2 = r2 + 2 .

2

2

r

r sin

The system V = 2 (q12 + q22 ) +

.

(+)2

(q1 +q2 )2

a00 = 0

T linear

From equations (36) and (37) we deduce that the function V (q1 , q2 ) satisfies two partial

differential equations of the form

16

1 V q1 q1 + 2 V q1 q2 + 3 = 0 ,

(57)

1 V q1 q2 + 2 V q2 q2 + 4 = 0 .

(58)

1 6= 0, 2 6= 0

1 = 0, 2 6= 0 (or 1 6= 0, 2 = 0)

1 = 2 = 3 = 4 = 0

Without giving any more details, using equations (34) and (35), we are led to the following

results:

V = 1 q22 + 2 q1 q2 + ()

Subcase 2d

where = q1 q2 . We obtain various forms of the generators depending on the form of the

function .

= 3 2 :

That is, V is quadratic of the form

V = 1 q22 + 2 q1 q2 + 3 q12 .

(59)

We have followed the common practice of renaming the constants. The corresponding generators are:

T = c6

Q1 = c1 q2 + c3 q1 + d1 (t)

Q2 = c1 q1 + 2 12 23 c1 + c3 q2 + d2 (t) ,

(60)

where d1 (t) and d2 (t) satisfy the o.d.e.s d001 + 23 d1 (t) + 2 d2 (t) = 0, and d002 + 21 d2 (t) +

2 d1 (t) = 0. ( A 7-parameter group).

If 2 = 0 then 1 6= 3 , Q1 = c3 q1 + d1 (t), Q2 = c4 q2 + d2 (t) and d1 (t), d2 (t) satisfy the same

o.d.e.s with 2 = 0.

We describe explicitly the Lie algebra for the potential V (q1 , q2 ) = 12 q12 + 12 q22 . The Lie

algebra is 7-dimensional with generators:

X1

X2

X3

X4

X5

X6

X7

=

=

=

=

=

=

=

q1 q1

et q1

et q1

q2 q2

cos t q2

sin t q2 .

17

[X1 , X3 ]

[X1 , X4 ]

[X1 , X6 ]

[X1 , X7 ]

[X2 , X3 ]

[X2 , X4 ]

[X5 , X6 ]

[X5 , X7 ]

=

=

=

=

=

=

=

=

X3

X4

X7

X6

X3

X4

X6

X7 .

This Lie algebra L is solvable with L(1) = [L, L] = {X3 , X4 , X6 , X7 } and L(2) = {0}.

Remark: The system with Hamiltonian

1

1

(61)

H = p21 + p22 + 1 q12 + 2 q1 q2 + 3 q22 .

2

2

is integrable. We can actually rotate the Hamiltonian to a separable one, obtain the second

integral and then rotate back to obtain the invariant in the original coordinates. So, we set

q1

q2

p1

p2

=

=

=

=

cos Qx + sin Qy

sin Qx + cos Qy

cos px + sin py

sin px + cos py .

Qy , px and py . The coefficient of Qx Qy in the rotated Hamiltonian is

(1 3 ) sin 2 + 2 cos 2 .

If 1 = 3 , we choose = 4 . If 1 6= 3 , then we choose to satisfy

tan 2 =

2

.

3 1

1 2 1 2

px + py + 1 Q2x + 2 Q2y .

2

2

We may choose the second integral to be p2x + 1 Q2x . The second integral for the original

system is

I = (cos p1 sin p2 )2 + 1 (cos q1 sin q2 )2 .

arbitrary:

In this case, V has the form

1 2 2

q ) + (q1 q2 ) ,

V = 2 (q1 q2 +

2 2

The corresponding generators are:

18

(62)

T = c6

Q1 = c2 q1 + c2 q2 + d2 (t)

Q2 = c2 q1 + 1 c2 q2 + d2 (t) ,

(63)

Remark: Assume = 1. The system with Hamiltonian

1

1

H = p21 + p22 + 2 q1 q2 + (q1 q2 )

(64)

2

2

is integrable. We can actually transform the Hamiltonian to a separable one, obtain the

second integral and then rotate back to obtain the invariant in the original coordinates. So,

we set

q1

q2

p1

p2

= 12 Qx + 12 Qy

= 12 Qx + 12 Qy

= 12 px + 12 py

= 12 px + 12 py .

Qy , px and py . Therefore, in the new coordinates the Hamiltonian is separable of the form

1 2 1 2

2

px + py + ( 2Qx ) + (Q2y Q2x ) .

2

2

2

We may choose the second integral to be 12 p2x + ( 2Qx ) 22 Q2x . The second integral for the

original system is

1

2

I = (p1 p2 )2 + (q1 q2 ) (q1 q2 )2 .

4

4

= 3 n , n 6= 0, 1, 2 :

In this case, V has the form

V = 2 (q1 q2 +

1 2 2

q ) + 3 (q1 q2 )n ,

2 2

(65)

with n 6= 0, 1, 2.

The generators are:

T = 2c5 t + c6

4

Q1 = c2 (q1 + q2 ) n2

c5 q1 + d2 (t)

4

1

Q2 = c2 (q1 + q2 ) n2 c5 q2 + d2 (t) ,

(66)

If 2 = 0 then d2 (t) = c3 + c4 t and we end-up with a 5-parameter group. Note that for

n = 2 we are in subcase 2a with a 6-parameter group.

If 2 6= 0, then we set c5 = 0 and we end up with a 4-parameter group (the same as

arbitrary).

For example, if V (q1 , q2 ) = q1 q2 + (q1 q2 )3 then the Lie algebra is generated by

19

X1 = t

X2 = (q1 + q2 ) q1 + q2

X3 = cos t q1 + q2

X4 = sin t

q1

q2

[X1 , X3 ]

[X1 , X4 ]

[X2 , X3 ]

[X2 , X4 ]

=

=

=

=

X4

X3

2X3

2X4 .

This Lie algebra L is solvable with L(1) = [L, L] = {X3 , X4 } and L(2) = {0}.

On the other hand, the potential V (q1 , q2 ) = (q1 q2 )3 gives a five dimensional Lie algebra.

This Lie algebra is isomorphic with the symmetry Lie algebra for the potential V (q 1 , q2 ) = q13

which we examine later.

= 3 e :

In this case, V has the form

V = 2 (q1 q2 +

1 2 2

q2 ) + 3 e(q1 q2 ) ,

2

(67)

T = 2c5 t + c6

Q1 = c2 (q1 + q2 ) 4 c5 + d2 (t)

Q2 = c2 (q1 + 1 q2 ) + d2 (t) ,

(68)

If 2 = 0 then d2 (t) = c3 + c4 t and we end-up with a 5-parameter group.

If 2 6= 0, then we set c5 = 0 and we end up with a 4-parameter group (the same as

arbitrary).

The case = = 1 and 2 = 0 is the Toda Lattice, a well-known integrable system [28],

[29]. We will calculate the Lie algebra of symmetries for the potential of the Toda lattice

V (q1 , q2 ) = eq1 q2 . We obtain a five dimensional Lie algebra with generators

X1

X2

X3

X4

= t

= 2t t

4 q1

= (q1 + q2 ) q1 +

= q1 + q2

X5 = t

q1

20

q2

q2

[X1 , X2 ]

[X1 , X5 ]

[X2 , X3 ]

[X2 , X5 ]

[X3 , X4 ]

[X3 , X5 ]

=

=

=

=

=

=

2X1

X4

4X4

2X5

2X4

2X5 .

This Lie algebra L is solvable with L(1) = [L, L] = {X1 , X4 , X5 }, L(2) = {X4 } and L(3) = {0}.

For the case 2 6= 0 we obtain a Lie algebra which is identical with the one in arbitrary.

= 3 log :

Setting 2 = 0, V takes the form

V = 3 log (q1 q2 ) ,

(69)

T = 2c5 t + c6

Q1 = c2 q1 + c2 q2 + 2c5 q1 + d2 (t)

Q2 = c2 q1 + 1 c2 q2 + 2c5 q2 + d2 (t) ,

(70)

If 2 6= 0 the result again is the same as in arbitrary.

V = 1 q22 + (q1 )

Subcase 2e

We obtain various forms of the generators depending on the form of the function .

arbitrary:

The generators take the form:

T = c6

Q1 = 0

Q2 = c4 q2 + d2 (t) ,

(71)

= 2 q1n , n 6= 2, 0, 1, 2 :

If 1 = 0, then

T = 2c5 t + c6

4

c 5 q1

Q1 = 2n

Q2 = c 4 q2 + c 1 t + c 2 ,

(72)

(A 5-parameter group).

If 1 6= 0, we set c5 = 0. We end up with a 4-parameter group. It is the same as in

arbitrary.

We will calculate explicitly the Lie algebra for the potential V (q1 , q2 ) = q13 . For a basis we

choose the following five vector fields:

21

X1

X2

X3

X4

X5

= t

2q1 q1

= t t

= q2 q2

= t q2

= q2 ,

[X1 , X2 ]

[X1 , X4 ]

[X2 , X4 ]

[X3 , X4 ]

[X3 , X5 ]

=

=

=

=

=

X1

X5

X4

X4

X5 .

This Lie algebra L is solvable with L(1) = [L, L] = {X1 , X4 , X5 }, L(2) = {X5 } and L(3) = {0}.

On the other hand, for the potential V (q1 , q2 ) = 12 q22 + q13 we obtain a 4-parameter group

with basis

X1

X2

X3

X4

= t

= q2 q2

= cos t q2

= sin t q2 .

This Lie algebra L is also solvable with L(1) = [L, L] = {X3 , X4 } and L(2) = {0}. It is

isomorphic with the algebra of symmetries of potential (65) which we already examined.

= 2 eq1 :

If 1 = 0, then

T = 2c5 t + c6

Q1 = 4

c

5

Q2 = c4 q2 + d2 (t) ,

(73)

If 1 6= 0, we set c5 = 0. It is the same case as in arbitrary.

= 2 log q1 :

We set 1 = 0. Then V = 2 log q1 and the generators take the form:

T = 2c5 t + c6

Q1 = 2c5 q1

Q2 = c 4 q2 + c 7 t + c 8 ,

(74)

(A 5-parameter group).

Remark: The potentials that appear in this case are clearly integrable, being separable potentials. At this point we have completed the analysis of a separable potential with one variable

missing. The potential q12 was considered in subcase 2b. The potentials q1n for n = 0, 1 are

1

22

covered by Case 1. The potential q12 was considered in subcase 2d. The potential f (q1 ) falls

under subcase 2e.

Subcase 2f :

Equations (36) and (37) are satisfied ( d1 (t) = constant , d2 (t) = constant). From equations

(34) and (35) we obtain the following results:

1.

V

T

Q1

Q2

= q2N ( qq12 )

= 21 c3 (2 N )t + c6

= c 3 q1

= c 3 q2 ,

(75)

a 2-parameter group of transformations. The Lie algebra in this case is the twodimensional non-abelian Lie algebra with bracket [X1 , X2 ] = 21 (2 N )X1 if N 6= 2

and an abelian 2-dimensional Lie algebra if N = 2. We should mention that for certain

choices of we may obtain a larger symmetry group, e.g. for (x) = xN , but generically the Lie algebra is 2-dimensional. Some values of N will also give different results.

For example, N = 2 falls under subcase 2c.

Remark: In general, this system is not integrable. However, there are some integrable

examples. We mention the Holt potentials [19], [20], [30]

2

where c = 34 , c =

9

2

(76)

and c = 12.

V (q1 , q2 ) =

1

(q12

q22 ) 3

(77)

Case 2f includes Henon-Heiles type potentials of the form cq23 +q12 q2 . They are integrable

for the following values of c: c = 13 , c = 2, and c = 16

[32], [33], [34].

3

Finally we mention the potential

V (q1 , q2 ) =

q1

.

q2

(78)

It was shown by Hietarinta [35] that the second integral for this potential is a transcendental function. It can be expressed as a combination of W+ and W , the standard

Whittaker functions, i.e. the solutions of the equation

1 2

x a y =0 .

y +

4

00

23

(79)

2.

V

T

Q1

Q2

1 log q2 + ( qq12 )

c3 t + c6

c 3 q1

c 3 q2 ,

=

=

=

=

(80)

a 2-parameter group of transformations. The Lie algebra in this case is the twodimensional non-abelian Lie algebra with bracket [X1 , X2 ] = X1 .

3.

= eq1 (q2 )

= 12 c5 t + c6

= c5

= 0,

V

T

Q1

Q2

(81)

Remark: Taking (q2 ) = eq2 we obtain again the Toda lattice. However, we already

have seen that this system has a 5-parameter group of transformations. Therefore,

for the specific potential we do not obtain a maximal admitted algebra. Generically,

the symmetry group is 2-dimensional. For example, taking V (q1 , q2 ) = eq1 q23 gives a

and X2 = t t

2 q1 .

4.

V

T

Q1

Q2

=

=

=

=

eq1 (q1 q2 )

12 c8 t + c6

c8

c8 ,

(82)

non-abelian Lie algebra with bracket [X1 , X2 ] = 21 X1 .

Remark: We should mention that because of symmetry we do not list potentials of the

form V (q1 , q2 ) = eq2 (q2 q1 ). We can also replace q1 q2 with q1 + q2 . Taking

= 1, = 1 and = 2 we obtain the potential V (q1 , q2 ) = eq1 q2 + eq2 . This is

a generalized Toda lattice associated with a Lie algebra of type B2 , first considered by

Bogoyavlensky in [36].

5.

V

T

Q1

Q2

= 1 q1n + 2 q2m

= 12 c5 t + c6

c5

= 2n

q1

c5

= 2m q2 ,

(83)

not both equal to 2. The Lie algebra in this case is the two-dimensional non-abelian

Lie algebra with bracket [X1 , X2 ] = 12 X1 . The symmetry Lie algebra for the potentials

6-10 satisfies precisely the same bracket relation.

24

6.

7.

V

T

Q1

Q2

V

T

Q1

Q2

8.

= 1 q1n + 2 log q2 ,

= 21 c5 t + c6

c5

= 2n

q1

= c25 q2 .

= 1 q1n + 2 eq2 ,

= 21 c5 t + c6

c5

= 2n

q1

= c5 .

V

T

Q1

Q2

9.

10.

n 6= 0, 1, 2

(84)

n 6= 0, 1, 2

(85)

= 1 log q1 + 2 log q2

= 12 c5 t + c6

= c25 q1

= c25 q2 .

(86)

V

T

Q1

Q2

= 1 log q1 + 2 eq2

= 12 c5 t + c6

= c25 q1

= c5 .

(87)

V

T

Q1

Q2

= 1 e 1 q 1 + 2 e 2 q 2

= 12 c5 t + c6

= c51

= c52 .

(88)

11.

(q12 + q22 )

c6

c 1 q2

c1 q1 ,

(89)

(q12 + q22 )n , n 6= 1, 0, 1

2c5 t + c6

2

c 5 q1

c1 q2 n1

2

c 5 q2 ,

c1 q1 n1

(90)

V

T

Q1

Q2

=

=

=

=

moving in a central field, i.e. a potential which is a function of r only. The function

q1 p2 q2 p1 is a second integral. Note that in this case the Lie algebra is abelian.

12.

V

T

Q1

Q2

=

=

=

=

25

non-zero bracket [X1 , X2 ] = 2X1 . The case n = 12 is a Kepler problem. For n = 1

the Lie algebra is 4-dimensional, it falls under subcase 2c. See (53) with = c = 0 and

= 1.

Remark: This potential is a special case of system 1 with N = 2n. Taking n = 2, we

have a system of the form aq14 +bq12 q22 +cq24 . In general (for a, b, c non-zero) this system

has a 2-dimensional group of symmetries unless b = 2a = 2c. Generically the potential

V (q1 , q2 ) = aq14 + bq12 q22 + cq24 is not integrable, but for certain values of the parameters

it becomes integrable. That is the case when b = 6a = 6c or a = 16c, b = 12c or

b = 6a, c = 8a [19], [21], [37].

13.

V

T

Q1

Q2

=

=

=

=

2c5 t + c6

c1 q2 + 2c5 q1

c1 q1 + 2c5 q2 ,

(91)

a 3-parameter group of transformations. The Lie algebra, which is the same as in the

previous case, may not seem interesting, but in n dimensions it is a direct sum of a

2-dimensional Lie algebra with so(n, R).

14.

V

T

Q1

Q2

=

=

=

=

q 2 q 2

2

1

2c5 t + c6

c1 q2 + 2c5 q1

c1 q1 + 2c5 q2 ,

(92)

1 + 2 , in polar coordinates. In other words, it is a linear function of .

VI

Generalizations, Questions

H=

n

1X

p2 + V (q1 , q2 , . . . , qn ) ,

2 i=1 i

qi + Vqi = 0 ,

i = 1, 2, . . . , n .

(93)

As in the case of two degrees of freedom we seek point symmetries of equations (93). We

consider the equations

(2) {

qi + Vqi } = 0 i = 1, 2, . . . , n ,

(94)

26

=T

n

X

Qi

+

.

t i=1 qi

(95)

Ei (t, q1 , q2 , . . . , qn , q1 , q2 , . . . , qn ) = 0

i = 1, 2, . . . , n ,

(96)

V

. The functions Ei are explicit polynomials in q1 , q2 , . . . , qn .

where, we have used that qi = q

i

We impose the condition that equations (96) are identities in the variables t, q i , qi which are

regarded as independent.

Again, the functions T and Qi must be of the form

Pn

Pn

0

Qi =

k=1 bk (t)qi qk +

k=1 cik (t)qk + di (t)

P

i = 1, 2, . . . , n .

(97)

We substitute (97) into (96). By considering the coefficient of qk in Ej we obtain the following

n2 equations:

For j 6= k,

V

bk = 0 ,

(98)

b00k (t)qj + c0jk (t) +

qj

and for j = k,

2c0jj (t)

00

a (t) +

3b00j (t)qj

X

V

V

bj +

bi (t) = 0 .

+3

b00i (t)qi +

qj

qi

i6=j

(99)

n

X

V =

i qi2 +

i=1

n

X

i qi ,

i=1

Substituting (100) into (99), we obtain

b00i + 2i bi = 0

i = 2, 3, . . . , n

b00i + 21 bi = 0

i = 2, 3, . . . , n .

and

Therefore for non-zero bi (t), we necessarily have

1 = 2 = . . . = n .

Hence, V is of the form

V =

n

X

q2 ,

2 i=1 i

One can easily deduce the form of the generators:

a(t) is a solution of a second order equation of the form a00 + 4a = c. (3 parameters)

27

(100)

di (t) is a solution of d00i + di = 0. (2n parameters)

cij (t) are constant for i 6= j and ckk = ct + ck 2 a(t)dt. (n2 parameters)

Therefore, the dimension of the symmetry algebra is 3 + 2n + 2n + n2 = (n + 2)2 1.

The case of the harmonic oscillator has been studied in [38] where it is shown that the

symmetry group for a time-dependent harmonic oscillator is SL(n + 2, R).

R

When = 0, the potential energy is zero and we have a free particle moving in Rn . In this

case the generators take the following simple form:

a(t)

bi (t)

di (t)

cii

cij

=

=

=

=

=

c1 + c2 t + ct2

i + i t

i + i t

i + ct

ij i 6= j .

(101)

This dimension is in agreement with the results in [39], where upper bounds for the dimension

of symmetry groups are obtained.

In case 2, bi (t) = 0 for i = 1, 2, . . . , n and equations (99) and (100) imply that

cjk (t) = cjk f or j 6= k

cjj (t) = 12 a0 (t) + cjj ,

where cjk are constants. Equations (96) now become

n

n

X

X

1 000

3 0 V

2V

V

00

a (t)qi + di (t) +

k + a (t)

=0,

cik

2

2

qi k=1 qk

k=1 qi qk

for i = 1, 2, . . . , n, where

n

X

1 0

k = qk a (t) +

ckj qj + dk (t) .

2

j=1

(102)

(103)

1. The potential q12 has an n2 + 3 parameter group of symmetries.

2. The potential

1

q12

/ {2, 0, 1, 2} has an n2 + 1 parameter group of symmetries.

4. The potential f (q1 ) where f is arbitrary but not exponential, logarithmic or a power has

an n2 parameter group of symmetries.

We give the proof for the potential

1

V (q1 , q2 , . . . , qn ) = q12 .

2

The proof for the other three cases is similar. Since the variables q2 , q3 , . . . , qn are missing,

equations (102) for k = 2, 3, . . . , n become

1 000

a qk + d00k ck1 q1 = 0 .

2

28

Therefore, a000 = 0, dk (t) = k + k t, and ck1 = 0 for k = 2, 3, . . . , n. On the other hand, the

first equation in (102) gives

d001

3 0

+ 1 +

a c11 q1 = 0 ,

2

where

n

1 0 X

c1j qj + d1 .

1 = q 1 a +

2

j=1

We obtain the following form for the generators:

T = c1

Q1 = cP11 q1 + c2 cos t + c3 sin t

n

Qk =

j=2 ckj qj + k + k t

(104)

k = 2, . . . , n .

case n = 3 we did not obtain the dimension 8 so far. In n = 4 the dimensions 13 and 14

are probably missing. Can one show that no dimension in the range {n2 + 4, . . . , n2 +

4n + 2} is obtained?

2. It seems that linear combinations of the qik , i = 1, 2, . . . , n and k {2, 0, 1, 2, 3} are

enough for the classification of symmetry groups. One should investigate the connection

with singularity theory.

3. Equations (93) are not the most general second order ordinary differential equations

in n variables. However, using a Laguerre type transformation one can transform the

general system of second order equations closer to the ones in (93). It is natural to

ask what is the classification of symmetry groups for a general system of second order

equations.

4. Is every Lie algebra the symmetry algebra of an equation of the form (93)? The same

question for simple Lie algebras.

Aknowledgement: We would like to thank Peter Leach for sending us preprints of his

work and also for some valuable remarks on the transcript. We would also like to thank Rui

Fernandes and Peter Olver for some helpful comments.

29

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[3] Olver, P. J. Applications of Lie groups to Differential Equations. GTM, 107, SpringerVerlag, New York (1986).

[4] Ovsiannikov, L. V., Group Analysis of Differential Equations. Academic Press, New

York (1982).

[5] Leach P.G.L., J. Math. Phys., 22, 679 (1981).

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1-3, CRC Press, Inc., Boca Raton, Florida (1996).

[9] Gaeta, G., Nonlinear symmetries and nonlinear equations. Mathematics and its Applications, 299, Kluwer, Dordrecht, (1994).

[10] Gorringe, V. M., Leach, P.G.L., Quaestiones Math., 11, 95 (1988).

[11] Abraham R. and Marsden J. E., Foundations of Mechanics, 2nd ed., Benjamin and

Cummings, Reading, MA (1978).

[12] Arnold, V. I., Mathematical Methods of Classical Mechanics, Springer-Verlag, New

York, (1978).

[13] Goldstein, H., Classical Mechanics, 2nd ed., Addison-Wesley, Reading, (1980).

[14] Libermann, P. and Marle, C. M., Symplectic geometry and analytical mechanics. Reidel

Publishing Co., Dordrecht-Boston, Mass. (1989).

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4th ed., Dover, New York, (1944).

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30

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31

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