J. F. Cariñena, J. de Lucas
The geometric theory of Lie systems is used to establish integrability conditions for several systems of differential equations, in particular some Riccati equations and Ermakov systems. Many different integrability criteria in the literature will be analysed from this new perspective, and some applications in physics will be given.
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The geometric theory of Lie systems will be used to establish integrability conditions for several systems of differential equations, in particular Riccati equations and Ermakov systems. Many different integrability criteria in the literature will be analyzed from this new perspective and some applications in physics will be given.
We present a substantial generalisation of a classical result by Lie on integrability by quadratures. Namely, we prove that all vector fields in a finite-dimensional transitive and solvable Lie algebra of vector fields on a manifold can be integrated by quadratures.
Integrability conditions for Lie systems are related to reduction or transformation processes. We here analyse a geometric method to construct integrability conditions for Riccati equations following these approaches. This approach provides us with a unified geometrical viewpoint that allows us to analyse some previous works on the topic and explain new properties. Moreover, this new approach can be straightforwardly generalised to describe integrability conditions for any Lie system. Finally, we show the usefulness of our treatment in order to study the problem of the linearisability of Ricca…
The theory of Lie systems has recently been applied to Quantum Mechanics and additionally some integrability conditions for Lie systems of differential equations have also recently been analysed from a geometric perspective. In this paper we use both developments to obtain a geometric theory of integrability in Quantum Mechanics and we use it to provide a series of non-trivial integrable quantum mechanical models and to recover some known results from our unifying point of view.
We provide a given algebraic structure with the structure of an infinitesimal algebraic skeleton. The necessary conditions for integrability of the absolute parallelism of a tower with such a skeleton are dispersive nonlinear models and related conservation laws given in the form of associated linear spectral problems.
Time-dependent frequency harmonic oscillators (TDFHO's) are studied through the theory of Lie systems. We show that they are related to a certain kind of equations in the Lie group SL(2,R). Some integrability conditions appear as conditions to be able to transform such equations into simpler ones in a very specific way. As a particular application of our results we find t-dependent constants of the motion for certain one-dimensional TDFHO's. Our approach provides an unifying framework which allows us to apply our developments to all Lie systems associated with equations in SL(2,R) and to gener…
We consider the integrability of a two-parameter deformation of the Wess-Zumino-Witten model, previously introduced in relation with Poisson-Lie T-duality. The resulting family of Poisson-Lie dual models is shown to be integrable by using the Maillet r/s formalism.
A regular approach to studying the Lax type integrability of the AKNS hierarchy of nonlinear Lax type integrable dynamical systems in the vertex operator representation is devised. The relationship with the Lie-algebraic integrability scheme is analyzed, the connection with the tau-function representation is briefly discussed.
Lie integrability by quadratures for symplectic, cosymplectic, contact and cocontact Hamiltonian systems
本文建立辛、余辛、切触与余切触流形上 Hamilton 系统的 Lie 可积求积定理，证明运动常数与动力向量场对称性的可解 Lie 代数等价，从而可通过求积求解运动方程。
We prove a series of van Est type theorems relating the cohomologies of strict Lie 2-groups and strict Lie 2-algebras and use them to prove the integrability of Lie 2-algebras anew.
A generalized KdV equation is formulated as an exterior differential system, which is used to determine the prolongation structure of the equation. The prolongation structure is obtained for several cases of the variable powers, and nontrivial algebras are determined. The analysis is extended to a differential system which gives the Camassa-Holm equation as a particular case. The subject of conservation laws is briefly discussed for each of the equations. A Backlund transformation is determined using one of the prolongations.
In this paper we present the solution to a longstanding problem of differential geometry: Lie's third theorem for Lie algebroids. We show that the integrability problem is controlled by two computable obstructions. As applications we derive, explain and improve the known integrability results, we establish integrability by local Lie groupoids, we clarify the smoothness of the Poisson sigma-model for Poisson manifolds, and we describe other geometrical applications.
Each H^k Sobolev inner product defines a Hamiltonian vector field X_k on the regular dual of the Lie algebra of the diffeomorphism group of the circle. We show that only X_0 and X_1 are bi-Hamiltonian relatively to a modified Lie-Poisson structure.
In previous work, we introduced a class of integrable spin Calogero-Moser systems associated with the classical dynamical r-matrices with spectral parameter, as classified by Etingof and Varchenko for simple Lie algebras. Here the main purpose is to establish the Liouville integrability of these systems by a uniform method.
A differential-algebraic approach to studying the Lax type integrability of the generalized Riemann type hydrodynamic hierarchy is revisited, its new Lax type representation and Poisson structures constructed in exact form. The related bi-Hamiltonian integrability and compatible Poissonian structures of the generalized Riemann type hierarchy are also discussed.
We investigate closed ideals in the Grassmann algebra serving as bases of Lie-invariant geometric objects studied before by E. Cartan. Especially, the E. Cartan theory is enlarged for Lax integrable nonlinear dynamical systems to be treated in the frame work of the Wahlquist Estabrook prolongation structures on jet-manifolds and Cartan-Ehresmann connection theory on fibered spaces. General structure of integrable one-forms augmenting the two-forms associated with a closed ideal in the Grassmann algebra is studied in great detail. An effective Maurer-Cartan one-forms construction is suggested t…
On the Lie noncommutative integrability
利用李非交换可积性理论重构三维欧氏空间中的常微分方程可积系统，包括与sl(2,R)相关的Darboux-Brioschi-Halphen系统及Bianchi B类可解三维实李代数实例。
The Rayleigh-Plesset equation (RPE) is a nonlinear ordinary differential equation (ODE) of second order that governs the dynamics of a spherical bubble and plays an essential role in interpreting many real-world phenomena involving the presence of bubbles in engineering and medical fields. In the present paper, we present a relatively comprehensive analysis of the analytical solutions of the RPE. The integrability of the Rayleigh-Plesset equation is investigated and discussed using the Painlevé test. Lie symmetry groups are employed subsequentially to obtain several exact solutions to the simp…
In this paper we study Lie symmetries, Kac-Moody-Virasoro algebras, similarity reductions and particular solutions of two different recently introduced (2+1)-dimensional nonlinear evolution equations, namely (i) (2+1)-dimensional breaking soliton equation and (ii) (2+1)-dimensional nonlinear Schrödinger type equation introduced by Zakharov and studied later by Strachan. Interestingly our studies show that not all integrable higher dimensional systems admit Kac-Moody-Virasoro type sub-algebras. Particularly the two integrable systems mentioned above do not admit Virasoro type subalgebras, event…
A geometric approach is used to study the Abel first order differential equation of the first kind. The approach is based on the recently developed theory of quasi-Lie systems which allows us to characterise some particular examples of integrable Abel equations. Second order Abel equations will be discussed and the inverse problem of the Lagrangian dynamics is analysed: the existence of two alternative Lagrangian formulations is proved, both Lagrangians being of a non-natural class. The study is carried out by means of the Darboux polynomials and Jacobi multipliers.
A differential-algebraic approach to studying the Lax type integrability of the generalized Riemann type hydrodynamic equations at N = 3; 4 is devised. The approach is also applied to studying the Lax type integrability of the well known Korteweg-de Vries dynamical system.
We construct families of functions in involution for transverse Poisson structures at nilpotent elements of Lie-Poisson structures on simple Lie algebras by using the argument shift method. Examples show that these families contain completely integrable systems that consist of polynomial functions. We provide a uniform construction of these integrable systems for an infinite family of distinguished nilpotent elements of semisimple type.
We use foliations and connections on principal Lie groupoid bundles to prove various integrability results for Lie algebroids. In particular, we show, under quite general assumptions, that the semi-direct product associated to an infinitesimal action of one integrable Lie algebroid on another is integrable. This generalizes recent results of Dazord and Nistor.
The Lax type integrability of a two-component polynomial Burgers type dynamical system within a differential-algebraic approach is studied, its linear adjoint matrix Lax representation is constructed. A related recursion operator and infnite hierarchy of Lax integrable nonlinear dynamical systems of the Burgers-Korteweg-de Vries type are derived by means of the gradient-holonomic technique, the corresponding Lax type representations are presented.
Stochastic birth-death processes are described as continuous-time Markov processes in models of population dynamics. A system of infinite, coupled ordinary differential equations (the so-called master equation) describes the time-dependence of the probability of each system state. Using a generating function, the master equation can be transformed into a partial differential equation. In this contribution we analyze the integrability of two types of stochastic birth-death processes (with polynomial birth and death rates) using standard differential Galois theory. We discuss the integrability o…
The necessary number of commuting vector fields for the Chaplygin ball in the absolute space is constructed. We propose to get these vector fields in framework of the Poisson geometry similar to the Hamiltonian mechanics.
The study of integrability of the mathematical physics equations showed that the differential equations describing real processes are not integrable without additional conditions. This follows from the functional relation that is derived from these equations. Such a relation connects the differential of state functional and the skew-symmetric form. This relation proves to be nonidentical, and this fact points to the nonintegrability of the equations. In this case a solution to the equations is a functional, which depends on the commutator of skew-symmetric form that appears to be unclosed. How…
Lie algebra expansion is a technique to generate new Lie algebras from a given one. In this paper, we apply the method of Lie algebra expansion to superstring $σ$-models with a $\mathbb{Z}_4$ coset target space. By applying the Lie algebra expansion to the isometry algebra, we obtain different $σ$-models, where the number of dynamical fields can change. We reproduce and extend in a systematic way actions of some known string regimes (flat space, BMN and non-relativistic in AdS$_5 \times$S$^5$). We define a criterion for the algebra truncation such that the equations of motion of the expanded a…
The Chiellini integrability condition of the first order first kind Abel equation $dy/dx=f(x)y^2+g(x)y^3$ is extended to the case of the general Abel equation of the form $dy/dx=a(x)+b(x)y+f(x)y^{α-1}+g(x)y^α$, where $α\in \Re$, and $α> 1$. In the case $α=2$ the generalized Abel equations reduces to a Riccati type equation, for which a Chiellini type integrability condition is obtained.
Several instances of integrable Riccati equations are analyzed from the geometric perspective of the theory of Lie systems. This provides us a unifying viewpoint for previous approaches.
Integrability of the differential constraints arising from the singularity analysis of two (1+1)-dimensional second-order evolution equations is studied. Two nonlinear ordinary differential equations are obtained in this way, which are integrable by quadratures in spite of very complicated branching of their solutions.
We discuss the interrelations between symmetry of an Ito stochastic differential equations (or systems thereof) and its integrability, extending in party results by R. Kozlov [J. Phys. A ${\bf 43}$ (2010) \& ${\bf 44}$ (2011)]. Together with integrability, we also consider the relations between symmetries and reducibility of a system of SDEs to a lower dimensional one. We consider both "deterministic" symmetries and "random" ones, in the sense introduced recently by Gaeta and Spadaro [J.Math. Phys. ${\bf 58}$ (2017)].
After a short review of the classical Lie theorem, a finite dimensional Lie algebra of vector fields is considered and the most general conditions under which the integral curves of one of the fields can be obtained by quadratures in a prescribed way will be discussed, determining also the number of quadratures needed to integrate the system. The theory will be illustrated with examples andbn an extension of the theorem where the Lie algebras are replaced by some distributions will also be presented.
In this paper we extend the Lie theory of integration in two different ways. First we consider a finite dimensional Lie algebra of vector fields and discuss the most general conditions under which the integral curves of one of the fields can be obtained by quadratures in a prescribed way. It turns out that the conditions can be expressed in a purely algebraic way. In a second step we generalize the construction to the case in which we substitute the Lie algebra of vector fields by a module (generalized distribution). We obtain much larger class of integrable systems replacing standard concepts…
We review, restate, and prove a result due to Kaushal and Korsch [Phys. Lett. A 276, 47 (2000)] on the complete integrability of two-dimensional Hamiltonian systems whose Hamiltonian satisfies a set of four linear second order partial differential equations. In particular, we show that a two-dimensional Hamiltonian system is completely integrable, if the Hamiltonian has the form $H=T+V$ where $V$ and $T$ are respectively harmonic functions of the generalized coordinates and the associated momenta.
The integrability condition of the Ising model is understood as the SU(2) integrability condition and also as the model parameterized by the elliptic function, where the integrability condition is understood as the addition theorem of the elliptic function. The generalization of this integrability condition is to find the solution of the higher rank Lie group integrability condition and also to find the model parameterized by higher genus hyperelliptic function. For the preparation of this purpose, we give the explicit formula of the addition formula for g = 2 hyperelliptic function.
We present some exact integrability cases of the extended Liénard equation $y^{\prime \prime }+f\left( y\right) \left(y^{\prime }\right)^{n}+k\left( y\right) \left(y^{\prime }\right)^{m}+g\left(y\right) y^{\prime }+h\left( y\right) =0$, with $n>0$ and $m>0$ arbitrary constants, while $f(y)$, $k(y)$, $g(y)$, and $h(y)$ are arbitrary functions. The solutions are obtained by transforming the equation Liénard equation to an equivalent first kind first order Abel type equation given by $\frac{dv}{dy} =f\left( y\right) v^{3-n}+k\left( y\right) v^{3-m}+g\left( y\right) v^{2}+h\left( y\right) v^{3}$, …
This thesis presents two descriptions of complexity in dynamical systems. The algebraic approach deals with the differential Galois group theory and its restrictions on integrability. The geometric part is a formulation of dynamics in the language of differential geometry with particular application to Lyapunov exponents and variational equations. The algorithm for calculating the Lyapunov spectrum is illustrated with three examples.
In this article we discuss a series of models introduced by Barashenkov, Oxtoby and Pelinovsky to describe some discrete approximations to the ϕ^4 theory which preserve travelling kink solutions. We show, by applying the multiple scale test that they have some integrability properties as they pass the A_1 and A_2 conditions. However they are not integrable as they fail the A_3 conditions.
Non-integrability of the axisymmetric Bianchi IX cosmological model via Differential Galois Theory
本研究针对含物质和宇宙学常数的 Bianchi IX 各向异性宇宙模型，通过分析各向同性不变平面的二阶变分方程的微分伽罗瓦群，应用相关可积性定理，证明该模型无法通过亚纯函数积分。
Notes on the degenerate integrability of reduced systems obtained from the master systems of free motion on cotangent bundles of compact Lie groups
本文研究紧半单李群余切丛上自由运动主系统的约化问题，证明约化系统在商空间光滑分量上的限制继承主系统的退化可积性，且该证明可推广至其他哈密顿约化例子。
The different natures of approximate symmetries and their corresponding first integrals/invariants are delineated in the contexts of both Lie symmetries of ordinary differential equations and Noether symmetries of the Action Integral. Particular note is taken of the effect of taking higher orders of the perturbation parameter. Approximate symmetries of approximate first integrals/invariants and the problems of calculating them using the Lie method are considered.
We study integrability of the Euler-Poisson equations describing the motion of a rigid body with one fixed point in a constant gravity field. Using the Morales-Ramis theory and tools of differential algebra we prove that a symmetric heavy top is integrable only in the classical cases of Euler, Lagrange, and Kovalevskaya and is partially integrable only in the Goryachev-Chaplygin case. Our proof is alternative to that given by Ziglin ({\em Funktsional. Anal. i Prilozhen.}, 17(1):8--23, 1983; {\em Funktsional. Anal. i Prilozhen.}, 31(1):3--11, 95, 1997).
Classical Lie Bialgebras for AdS/CFT Integrability by Contraction and Reduction
本研究基于d(2,1;epsilon)与sl(2)李超代数的已有结果，通过收缩和约化步骤推导AdS/CFT可积结构的经典李双代数，得到带相应经典r矩阵的目标代数，并以在壳场表示验证结果。
The Lie -Bianchi integrability of the full symmetric Toda system
本文利用全对称 Toda 系统的已有对称性及其描述中出现的随机 Lie 代数结构，证明该系统满足 Lie–Bianchi 可积性准则。
A class of exact solutions is obtained for the Liénard type ordinary non-linear differential equation. As a first step in our study the second order Liénard type equation is transformed into a second kind Abel type first order differential equation. With the use of an exact integrability condition for the Abel equation (the Chiellini lemma), the exact general solution of the Abel equation can be obtained, thus leading to a class of exact solutions of the Liénard equation, expressed in a parametric form. We also extend the Chiellini integrability condition to the case of the general Abel equati…
We discuss how point transformations can be used for the study of integrability, in particular, for deriving classes of integrable variable-coefficient differential equations. The procedure of finding the equivalence groupoid of a class of differential equations is described and then specified for the case of evolution equations. A class of fifth-order variable-coefficient KdV-like equations is studied within the framework suggested.
Using the result by D.Gessler (Differential Geom. Appl. 7 (1997) 303-324, DIPS-9/98, http://diffiety.ac.ru/preprint/98/09_98abs.htm), we show that any invariant variational bivector (resp., variational 2-form) on an evolution equation with nondegenerate right-hand side is Hamiltonian (resp., symplectic).
Affine Classical Lie Bialgebras for AdS/CFT Integrability
本文将 gl(2|2) 李双代数的收缩与约化构造推广至仿射代数 sl(2)^(1)×d(2,1;α)^(1)，用以刻画 AdS/CFT 与 Hubbard 模型可积性中 r-矩阵偏离差分形式及 Lorentz boost 对称性。
We propose a new method for solution of the integrability problem for evolutionary differential-difference equations of arbitrary order. It enables us to produce necessary integrability conditions, to determine whether a given equation is integrable or not, and to advance in classification of integrable equations. In this paper we define and develop symbolic representation for the difference polynomial ring, difference operators and formal series. In order to formulate necessary integrability conditions, we introduce a novel quasi-local extension of the difference ring. It enables us to progre…
The work is devoted to constructing a wide class of differential-functional dynamical systems, whose rich algebraic structure makes their integrability analytically effective. In particular, there is analyzed in detail the operator Lax type equations for factorized seed elements, there is proved an important theorem about their operator factorization and the related analytical solution scheme to the corresponding nonlinear differential-functional dynamical systems.
We consider non-Hermitian but PT-symmetric extensions of Calogero models, which have been proposed by Basu-Mallick and Kundu for two types of Lie algebras. We address the question of whether these extensions are meaningful for all remaining Lie algebras (Coxeter groups) and if in addition one may extend the models beyond the rational case to trigonometric, hyperbolic and elliptic models. We find that all these new models remain integrable, albeit for the non-rational potentials one requires additional terms in the extension in order to compensate for the breaking of integrability.
Blobbed topological recursion and KP integrability
本文通过扩展带块拓扑递归的概念，证明了非微扰微分的KP可积性，统一并重新证明了相关猜想。
We study the integrability of the four-dimensional eighth-order nonlinear wave equation of Kac and Wakimoto, associated with the exceptional affine Lie algebra ${\mathfrak e}_6^{(1)}$. Using the Painlevé analysis for partial differential equations, we show that this equation must be non-integrable in the Lax sense but very likely it possesses a lower-order integrable reduction.
The covariant Poisson equation for Lie algebra-valued mappings defined in 3-dimensional Euclidean space is studied using functional analytic methods. Weighted covariant Sobolev spaces are defined and used to derive sufficient conditions for the existence and smoothness of solutions to the covariant Poisson equation. These conditions require, apart from suitable continuity, appropriate local integrability of the gauge potentials and global weighted integrability of the curvature form and the source. The possibility of nontrivial asymptotic behaviour of a solution is also considered. As a by-pro…
The integrability of a four-dimensional sixth-order bilinear equation associated with the exceptional affine Lie algebra $D_4^{(1)}$ is studied by means of the singularity analysis. This equation is shown to pass the Painlevé test in three distinct cases of its coefficients, exactly when the equation is effectively a three-dimensional one, equivalent to the BKP equation.
Generalized AKS scheme of integrability via vertex algebra
本文通过定义顶点李代数的经典R-矩阵，提出构造新顶点李代数的系统方法，并利用Feigin-Frenkel中心建立无穷维可积系统的新方案。
KP integrability of non-perturbative differentials
证明非微扰拓扑递归的KP可积性，该递归可视为Krichever构造的形式$\hbar$-形变，解决了Borot和Eynard 2011年的猜想。
Integrability from categorification and the 2-Kac-Moody Algebra
研究利用范畴化的李代数概念推广拉克斯对构造，引入高维可积性概念，通过引入仿射卡-穆迪代数的更高导出版本支撑二维分次拉克斯可积性，以3d场论为例展示其可积性及相关对称性。
Zero-curvature representations (ZCRs) are one of the main tools in the theory of integrable PDEs. In particular, Lax pairs for (1+1)-dimensional PDEs can be interpreted as ZCRs. In [arXiv:1303.3575], for any (1+1)-dimensional scalar evolution equation $E$, we defined a family of Lie algebras $F(E)$ which are responsible for all ZCRs of $E$ in the following sense. Representations of the algebras $F(E)$ classify all ZCRs of the equation $E$ up to local gauge transformations. In [arXiv:1804.04652] we showed that, using these algebras, one obtains necessary conditions for existence of a Bäcklund t…
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