Abstract
In this paper, we study the extended Hamilton–Jacobi Theory in the context of dynamical systems with symmetries. Given an action of a Lie group G on a manifold M and a G-invariant vector field X on M, we construct complete solutions of the Hamilton–Jacobi equation (HJE) related to X (and a given fibration on M). We do that along each open subset , such that has a manifold structure and , the restriction to U of the canonical projection , is a surjective submersion. If is not vertical with respect to , we show that such complete solutions solve the reconstruction equations related to and G, i.e., the equations that enable us to write the integral curves of in terms of those of its projection on . On the other hand, if is vertical, we show that such complete solutions can be used to construct (around some points of U) the integral curves of up to quadratures. To do that, we give, for some elements of the Lie algebra of G, an explicit expression up to quadratures of the exponential curve , different to that appearing in the literature for matrix Lie groups. In the case of compact and of semisimple Lie groups, we show that such expression of is valid for all inside an open dense subset of .
1. Introduction
In the last few years, several generalizations of the classical Hamilton–Jacobi equation (HJE) have been developed for Hamiltonian systems on different contexts: on symplectic, cosymplectic, contact, Poisson and almost-Poisson manifolds, and also on Lie algebroids. The resulting Hamilton–Jacobi theories were applied to nonholonomic systems, dissipative and time-dependent Hamiltonian systems, reduced systems by symmetries and Hamiltonian systems with external forces [1,2,3,4,5,6,7,8]. In all of them, the following ingredients are present: a fibration (i.e., a surjective submersion) defined on the phase space M of each system; the solutions of the generalized HJE, which we shall call -HJE, given by sections of such a fibration ; the complete solutions , given by local diffeomorphisms such that, for each , is a solution of the -HJE. This clearly generalizes the classical situation [9,10], where the involved fibration is the cotangent projection of a manifold Q and the solutions are exact 1-forms on Q.
In [11], an extension to general (i.e., not necessarily Hamiltonian) dynamical systems, of the previously mentioned Hamilton–Jacobi theories, was carried out, focusing on the connection between complete solutions and the integrability by quadratures of the involved systems.
The main aim of the present paper is to further study such an extended theory in the context of dynamical systems with symmetry. Concretely, given a general action (not necessarily free or proper) of a Lie group G on a manifold M and a G-invariant vector field X on M (with respect to ), we investigate how to use to construct (local) fibrations of M and related solutions of the -HJE for X. We first show that, around almost every point of M (depending on the isotropy subgroups of G), there exists a neighborhood U, such that the canonical projection restricted to U, namely , defines a fibration (even though is neither free nor proper). Then, we consider two kinds of vector fields: those for which is not vertical with respect to , which we call horizontal, and the vertical ones. For the horizontal vector fields, we show that, related to the action , there exists a submersion transverse to (which plays the role of a flat principal connection), such that
with a submanifold of G, is a complete solution of the -HJE for . Such a can be seen as a solution of a reconstruction problem, in the sense that, if we know the integral curves of the projected vector field Y of on , then the integral curves of are given by , with . For the vertical vector fields, we show that we can construct up to quadratures a submersion transverse to , such that
with N a submanifold of G, is a complete solution of the -HJE for . Moreover, we prove that the integral curves of also can be constructed up to quadratures around some points of M. To do that, we first show that the exponential curves of G, for some elements of its Lie algebra , can be constructed up to quadratures. As it is well-known, there exist several explicit expressions of for the case of matrix Lie groups. What we are giving here is an alternative expression for such curves, valid also for non-matrix Lie groups. In the case in which G is semisimple or compact, we show that such an expression is valid for all in an open dense subset of .
The paper is organized as follows. In Section 2, we make a brief review of the extended Hamilton–Jacobi Theory appearing in [11,12]. We also present a result that ensures, in the presence of a complete solution and in the context of symplectic manifolds, the integrability by quadratures of general vector fields. It extends a result proved in [11] for Hamiltonian vector fields only. In Section 3, given a dynamical system with symmetry, we construct the complete solutions (1) and (2) for horizontal and vertical vector fields, respectively. In Section 4, we show the intimate relationship that exists between the complete solutions of a horizontal (and invariant) vector field and the so-called reconstruction processes. Finally, in Section 5, using the abovementioned result of Section 2, we show that the exponential curves of G, for some points , can be constructed up to quadratures. Then, based on that, we state sufficient conditions under which a vertical (and invariant) vector field can also be integrable up to quadratures.
We assume that the reader is familiar with the main concepts of differential geometry (see [13,14,15]) and with the basic ideas related to Hamiltonian systems, symplectic geometry and Poisson geometry in the context of geometric mechanics (see for instance [9,16,17,18]). We shall work in the smooth (i.e., ) category, focusing exclusively on finite-dimensional smooth manifolds. Regarding the terminology associated to the concept of “integrability by quadratures,” we shall adopt the following convention. We shall say that “a function" can be constructed up to quadratures ,” or simply “can be constructed,” if its domain P and its values (for all ):
- are simply known;
- they can be determined by making a finite number of arithmetic operations (as the calculation of a determinant) and/or solving a finite set of linear equations (which actually can be reduced to arithmetic operations);
- or they can be expressed in terms of the derivatives, primitives (i.e., quadratures) and/or lateral inverses (by using the implicit or inverse function theorem) of other known functions.
When the function F above is an integral curve of a vector field and such a curve can be constructed up to quadratures, we shall say that can be integrated up to quadratures, or by quadratures.
2. Preliminaries: Complete Solutions, First Integrals and Integrability
2.1. The Extended Hamilton–Jacobi Equation
Consider a manifold M, a vector field and a surjective submersion (ipso facto an open map). Related to these data (see [11]), we have the -Hamilton–Jacobi equation (-HJE) for X:
whose unknown is a section of (ipso facto a closed map). If solves the equation above, we shall say that is a (global) solution of the -HJE for X. On the other hand, given an open subset , we shall call local solution of the -HJE for X along U to any solution of the -HJE for . (Here, we are seeing as a submersion onto and as an element of ). Note that is a solution of the -HJE for X if, and only if,
where
i.e., the vector fields and are -related. (Moreover, it can be shown that is a solution of Equation (3) if, and only if, its image is an X-invariant closed submanifold). This means that, in order to find the trajectories of X along the image of , we can look for the integral curves of .
Given another manifold such that , a complete solution of the -HJE for X is a surjective local diffeomorphism such that, for all ,
is a solution of the -HJE for X. The local version is obtained by replacing M, X, and N by U, , and , respectively, being U an open subset of M. Each section is called a partial solution. We showed in [11] that a (local) complete solution exists around every point for which .
Denoting by and the projections of onto N and , respectively, it is easy to prove that a surjective local diffeomorphism is a complete solution if, and only if,
being the unique vector field on satisfying
Note that , with , so, in particular,
Furthermore, the fields X and are -related. This implies that all the trajectories of X can be obtained from those of . More precisely, since each integral curve of is clearly of the form , for some fixed point (see Equation (9)), those of X are given by
So, for each , we only need to find the curves , which are the integral curves of the vector field .
2.2. The “Complete Solutions—First Integrals” Duality
Consider again a manifold M, a vector field and a surjective submersion . We shall say that a submersion is a first integrals submersion if
Remark 1.
Note that, if , the components of F define a set of l (functionally) independent first integrals, in the usual sense.
Moreover, we shall say that F is transverse to if
It was shown in [11] that, given a complete solution of the -HJE for X, we can construct around every point of M a neighborhood U and a submersion such that
- (first integrals),
- (transversality).
In other words, from we have, around every point of M, a first integrals submersion transverse to . The subset U and the function F are given by the formulae
where is an open subset for which is a diffeomorphism onto its image.
2.3. Integrability by Quadratures on Symplectic Manifolds
Let be a symplectic manifold. Given a distribution (resp. and a linear subspace ), by , we shall denote, as usual, the symplectic orthogonal of w.r.t. . The following result is a slight extension to general dynamical systems of a result given in [11] (only valid for Hamiltonian systems).
Theorem 1.
Let be a surjective submersion and a vector field, such that:
- I.
- (first integrals);
- II.
- ,i.e., F isisotropic;
- III.
- and , with (if for some function , i.e., , this point is always satisfied);
then the trajectories of X can be integrated up to quadratures.
Proof.
We shall proceed in four steps.
- a.
- Given a point , consider an open neighborhood U of m and a surjective submersion transverse to . (As it is well-known, such can be constructed just by fixing a coordinate chart and solving linear equations). Using the point (I) above and the results of the last section, it is clear (shrinking U if necessary) that (see Equation (14)), which can be constructed by using the inverse function theorem, is a local complete solution of the -HJE for X. According to Theorem 3.12 of [11] (replacing there by ), this implies that (recall Equation (8))omitting the restrictions to U of and .
- b.
- Using Equation (7) and the fact that is a diffeomorphism, the point (III) is equivalent toFor each , let us define such that
- c.
- Assuming that is closed, we can assume (without loss of generality) thatNow, we can proceed as in [11] (see Section 3.3.1 in [11]). In fact,and, thus, a real -function can be constructed up to quadratures (shrinking U if needed), such thatIn turn, the family of functions ’s gives rise to a real -function satisfyingIn particular, since , it follows thatTherefore, we deduce thatAs a consequence, in terms of the functions , given bythe Equation (20) along an integral curve of translates to (using similar calculations as in the previous step)or equivalently,
- d.
- Finally, since each is an immersion (see Proposition 3.16, [11]), from the above equation, we can construct the curves (by using the implicit function theorem), from which all the integral curves of can be obtained. In fact, the latter are given by the formula , as explained at the end of Section 2.1 (see Equation (10)). Since all that can be done around every , then all the integral curves of X can be constructed in the same way.
□
Given a surjective submersion and a 1-form , the vector field
satisfies the point (I) above, for another submersion , if, and only if,
If, in addition,
then and consequently
So, given a symplectic manifold , examples of dynamical systems satisfying the points (I)–(III) of Theorem 1 are given by submersions F and G satisfying (25), being F isotropic, 1-forms satisfying (24) and vector fields given by (23). These examples can be seen as a generalization of the non-commutative integrable systems, as we show below, and they will appear in the last section of the paper.
2.4. Non-Commutative Integrability and Casimir 1-Forms
A Mishchenko-Fomenko or non-commutative integrable (NCI) system [19] (see also [20] and references therein) can be defined as a triple given by a symplectic manifold , a Hamiltonian vector field and a surjective submersion such that:
- 1.
- ;
- 2.
- ;
- 3.
- is integrable.
When , i.e. F is Lagrangian, the third point is automatic. In such a case, we have a so-called Liouville-Arnold or commutative integrable (CI) system [16,21]. It is well-known that all these systems are integrable by quadratures. The traditional way of proving that relies on the Lie theorem on integrability by quadratures [14,22] (see also [23]).
Usually, in the definition of NCI and CI systems, one more requirement is included: F has compact and connected leaves. In such a case, besides integrability by quadratures, action-angle coordinates can be found for such systems (see [24,25]). We do not consider this case here.
Remark 2.
An alternative definition can be given in terms of subsets of functions . The conditions 3 and 2 above are replaced by asking to be a Poisson sub-algebra and complete (see [20]), respectively, and 1 is replaced by asking that the elements of Poisson commute with H.
To analyze the relationship between NCI systems and the systems given at the end of the last section, let us consider an arbitrary surjective submersion . On the one hand, it can be shown that a Hamiltonian vector field belongs to if, and only if, there exists a function , such that . So, if we ask that and that F is isotropic, then
On the other hand, it is well-known (see, for instance, [26] Prop. 7.18) that is integrable if, and only if, is a Poisson manifold with bi-vector , given by the formula
and F is a Poisson morphism. In such a case, the condition , for given by Equation (27), is equivalent to (compare to Equation (24))
which says precisely that is a Casimir 1-form for (and h is a Casimir function). In the case when F is Lagrangian, then , and consequently every 1-form on is a Casimir. Thus, the NCI systems are a subclass of the systems given at the end of the last section, where is a Poisson manifold, is a Poisson morphism and is an exact Casimir 1-form with respect to the Poisson structure on .
3. Complete Solutions and Symmetries
Given a general action (not necessarily free or proper) of a Lie group G on a manifold M and a G-invariant vector field X on M (with respect to ), we shall construct in this section, based on and the canonical projection , local fibrations of M and related complete solutions of the -HJE for X. Let us begin with the local fibrations based on .
3.1. The Vertical Submersions
3.1.1. General Actions and Regular Points
Let be an action of a Lie group G on M. Let us introduce some basic notation and recall some well-known facts.
As usual, given and , by and we shall denote the maps and , such that . Moreover, we shall denote by the Lie algebra of G and by the isotropy subgroup of m.
For latter convenience, let us note that
where is the identity element and is the Lie algebra of . Furthermore, recall that the fundamental vector field associated with is given by
Let be the canonical projection and consider on the quotient topology. Recall that, since each is a homeomorphism for all , then is open (besides continuous). Recall also the identities
When is free (i.e., if for all ) and proper, then, as it is well-known (see [9]), has a unique manifold structure, such that is a surjective submersion. For more general actions, we shall show a similar result, but at a local level around a regular point.
Definition 1.
We shall say that is ρ-regular if there exists an open neighborhood U of , such that
We shall call such neighborhood U admissible if, in addition, U is connected. The (open) subset of all the ρ-regular points will be denoted .
Remark 3.
Note that if is a ρ-regular point, then the assigning
defines a vector subbundle of the trivial vector bundle for each admissible neighborhood U.
Given , there exists an admissible neighborhood U of , such that for all , i.e., U is a G-invariant subset. To show it, note that given such that for some g, we have that , and consequently
Then, given any admissible neighborhood V of , it is clear that
includes , is open, G-invariant and admissible. As a consequence, the set is G-invariant.
If the action is free, then every element of M is -regular, and M (if connected) is an admissible neighborhood. For acting on with the natural action , we have that for and . Thus, all the points of except 0 are -regular. In general, we have the following result.
Proposition 1.
is a G-invariant open dense subset of
Proof.
We already saw that is G-invariant. We shall prove that
- 1.
- if k is the minimum dimension of the isotropy subgroups and then is a -regular point;
- 2.
- the complement of has an empty interior.
For the first point, define
and such that Consider the Lie algebra of and a linear complement of it. For any element , we have that
where is the action of on M induced by . Then, by continuity, there exists a neighborhood U of , such that
This means that for all . However, k is the minimum dimension, hence for all . This says precisely that is a -regular point.
For the second point, suppose that the complement has interior, i.e., for some there exists an open subset , such that . Consider the Lie algebra of and a linear complement of it. Proceeding as above, we can ensure that there exists a neighborhood of , such that for all . Since , there must exist , such that . Otherwise, would be a -regular point (with admissible neighborhood ). Repeating this reasoning for , we can ensure the existence of a neighborhood of , for which for all , and consequently, the existence of a point , such that . In this way, since the dimension of is finite, in some step of this procedure, we shall find , such that . Since such must belong to , we have arrived at a contradiction. □
3.1.2. The Submersions
Now, let us construct smooth local versions of the canonical projection .
Proposition 2.
Given , there exists a neighborhood U for , such that the open subset has a manifold structure and the restriction is a submersion satisfying
and, consequently,
Moreover, U can be taken G-invariant.
Proof.
Let be an admissible neighborhood of and consider the distribution given by
Since is clearly generated by the fundamental vector fields (see Equation (29)), with , then is involutive (see, for instance, [9]). Moreover, for the same reason,
which is constant and equal to for all (because of Equation (31)). Then, defining and using the Frobenius Theorem, we can find a local chart
in such that ,
with and open subsets in and , respectively, and
Now, we can consider the G-invariant open subset U of M given by
It is clear that and, moreover, and the canonical projection is a surjective submersion. □
From now on, by admissible, we shall mean any admissible neighborhood U of for which the last proposition holds.
The following result will be useful later.
Proposition 3.
Given and an admissible neighborhood U of , the subset
is a closed submanifold of , of dimension , and the surjective map
is smooth and also a submersion.
Proof.
Consider the admissible G-invariant open subset (see Equation (32)), the related subset and the related surjective map (given as in Equations (35) and (36)). If we prove the proposition for , since and , then we would proved it for U.
Using that the space of orbits is a quotient smooth manifold and a classical result (see, for instance, [27]), we deduce that is a closed submanifold of (and of ). As a consequence, since
is smooth, the same is true for the surjection . To find the dimension of and show that is a submersion, it is enough to calculate the rank of and show that it is constant (since is surjective). Let us do that.
Consequently, for all ,
which ends our proof. □
3.1.3. Symplectic Actions and Momentum Maps
Suppose that M is a symplectic manifold, with symplectic form , and is a symplectic action , i.e.,
or equivalently
Proposition 4.
Under the above conditions, for each admissible neighborhood U, we have that:
- 1.
- The manifold has a Poisson structure , characterized by the conditionwith respect to which is a Poisson morphism.
- 2.
- Let X be a G-invariant vector field, i.e.,Then there exists a unique vector field such that
Proof.
This result is proven in [18] under the hypothesis that U is G-invariant and that the G-action on U is free and proper. However, in that proof, the key point is that the space of orbits is a quotient manifold, as in our case.
It is also a well-known result (see, for instance [28]) that if U is a principal G-bundle over , then every G-invariant vector field over U is projectable over . However, as in , the key point in order to prove this fact is that is a quotient manifold. So, proceeding in a similar way as in [28], we deduce . □
Suppose that has a (global) momentum map, i.e., a function , such that
Proposition 5.
For each admissible neighborhood U,
For proof of this result see, for instance, [9].
Suppose in addition that K can be chosen -equivariant, i.e.,
where, as usual, denotes the adjoint action and
the co-adjoint one.
Proposition 6.
If , then there exists a G-invariant open subset , such that
Proof.
Let be such that , and let be an admissible neighborhood of . Given a G-invariant admissible neighborhood of (with respect to the co-adjoint action), define
It is clear that U is a G-invariant open subset and Moreover, for all . Then for all , because of the G-invariance of V, and consequently (see Equation (44))
This completes our proof. □
The previous result will be useful at the end of the paper.
3.2. The Horizontal Submersions
In this subsection, for each admissible neighborhood U, we shall construct submersions transverse to the restricted canonical projection . In terms of such submersions , we shall present at the end of the section the complete solutions that we are looking for.
3.2.1. Trivializations and (Local) Flat Connections for Principal Bundles
Suppose that is free and proper and consider the associated principal G-bundle . Given a local section of , with and an open subset, we have a trivialization
given by , or equivalently
( is well-defined and invertible because is free). Note that the map satisfies
Furthermore,
and consequently
On the other hand, it is easy to show that the map given by
is a local principal connection for . In fact, for all , it follows from Equations (47) and (48) that
and
In addition, since , the horizontal distribution is integrable, i.e., A is a flat connection. In the next section, we shall construct an object similar to A, but related to an arbitrary action and its regular points.
3.2.2. A Flat-Connection-Like Object for
Now, suppose that is a general Lie group action. For each -regular point , we shall construct a family of submersions transverse to (being U an admissible neighborhood of ). To do that, we need the next results.
Lemma 1.
Let be a submersion, and a linear complement of . Then, there exists a neighborhood V of and a local section of G, such that
Proof.
Let be a coordinate system of P around . Consider the annihilator of and suppose that the co-vectors
give a basis for . Define as
It is clear that . Then, since and are complementary, is a diffeomorphism onto its image , shrinking U if needed. As a consequence, the function such that
is a smooth local section of G and satisfies . Furthermore, given , . In particular, since is surjective, even restricted to , then . So, the wanted result follows for . □
Note that the construction of the section S has been made just by using algebraic manipulations and the inverse function theorem.
For the rest of the section, fix a -regular point , an admissible neighborhood U and a section of such that
Lemma 2.
The function
is an open map around .
Proof.
So, it is enough to show that . Given and , if
(where we have used Equation (51)), then, applying above,
On the other hand, from Equation (30), we have that
Since in addition is the identity, then . Hence, is given by the vectors , such that , i.e., (recall Equation (28)). This ends our proof. □
Now, the main result of the section.
Theorem 2.
Proof.
First, let us make some observations about the submersion of Proposition 3.
- We have that and from Equation (38), it follows that
For simplicity, let us restrict to a subset , with an open neighborhood of e and an open neighborhood of , such that the above mentioned section S becomes a global section . Moreover, take such that
which can be done because of Equation (51). Let us write
Notice that, since
then
On the other hand, since , then
Now, consider the subset
According to Lemma 2, is open (shrinking W and if needed) and, since is there (see Equation (51)), it is nonempty. Finally, define as
Let us see that is well defined. If , then and
Then, applying on both members of above equality, it follows that , and consequently
In addition, since , then (see Equation (56)). Thus, given we have that
i.e., belongs to the domain of S. From Equation (58), it is clear that and, using Equation (57), the identity Equation (53) follows. A direct consequence of the latter is that, for all ,
which, in turn, implies that
Also, it implies that
for some w. Let us show it. The first implication is immediate by applying both sides of Equation (60) to v, and it is fulfilled for . For the converse, it is enough to note that, from Equation (30),
Something similar to Equation (62) can be said about for . Let us see that. Equation (60) for decreases to
since and
Then
for some w. The first implication follows by applying both sides of Equation (63) to v, and it is fulfilled for . For the converse, note first that, using Equation (63),
Then, applying to the first and the last members and using the first part of Equation (52) and the fact that s is a section of , we have that
and consequently . Finally, combining Equations (59) and (63), the converse of Equation (64) follows. So, from Equation (62) at and Equation (64),
As a consequence (from Equations (61) and (65)), there exists an admissible neighborhood of , such that
which tells us that the rank of is constant and given by (see Equation (34)). In resume, using the constant rank theorem, we can say that, shrinking the original admissible neighborhood U (if necessary), is a closed -dimensional submanifold and is a surjective submersion transverse to , as we wanted to show. □
Remark 4.
Let us study some properties of .
Proposition 7.
For any s-horizontal submersion , we have that
Proof.
First, recall that U is connected (ipso facto path connected) and consequently, the same is true for . On the one hand, given , it follows from Equation (53) for that
which implies that . On the other hand, it is easy to see that, for all and ,
Then, for every vector ,
So, given a curve such that , we have that
and
from which, and the fact that is connected, the proposition follows. □
Furthermore, given and , such that , it can be shown from Equation (53) that
for a unique . Moreover, in infinitesimal terms around ,
for some . In particular, if (see Equation (68)),
As we anticipate at the end of the last subsection, the submersions above defined play a role similar to that of in a trivialization of a principal bundle (see Equation (45)). This follows, for instance, by comparing Equations (46) and (53). In particular, we can see the map
as some kind of flat connection for the submersion . Nevertheless, Equations (49) and (50) are not satisfied in general. In fact, we have from Equation (69) that (for and such that )
and
3.3. Vertical and Horizontal Vector Fields
Fix again a point .
Definition 2.
We shall say that is vertical around if
and that X is horizontal at if
for some admissible neighborhood U of . Finally, we shall say that X is Θ-horizontal if for some horizontal submersion and some admissible neighborhood U of .
From Equation (33), it is clear that if there exists a function such that for all , then X is vertical along We are interested in vertical fields which are in addition G-invariant (see Equation (41)). For them, we have the next result.
Proposition 8.
Consider such that, for some function ,
Then X is G-invariant if, and only if,
for some . We shall say that η is -equivariant if for all .
Proof.
Since and , then
Hence, Equation (41) is fulfilled if, and only if,
and the proposition follows from the fact that . □
Regarding horizontal fields, note that if X is -horizontal and , then X is horizontal at . Reciprocally, we have the next result.
Proposition 9.
If X is horizontal at and G-invariant, then there exist an admissible neighborhood U of , a section of satisfying Equation (51) and a horizontal submersion such that X is Θ-horizontal.
Proof.
According to Proposition 4.13 of [11], if for some admissible neighborhood U of , then, shrinking U if necessary, there exists a submersion transverse to such that
On the one hand, shrinking U again, this gives rise to a diffeomorphism
In terms of the latter, we have the section of given by
which satisfies . So, we have a section of satisfying Equation (51) and, according to Theorem 2, this enables us to construct a horizontal submersion . On the other hand, writing , Equation (73) says that
or equivalently
In addition, the fact that X is G-invariant ensures that (combine Equations (41) and (53))
and consequently (see Equation (30))
and (applying to Equation (74))
Finally, using Equation (67), it follows that , as wanted. □
3.4. Local Complete Solutions from General Group Actions
From the above results and the duality between complete solutions and first integrals, the theorem below easily follows.
Theorem 3.
Fix .
- 1.
- If X is vertical around , then there exists an admissible neighborhood U of such that, for every section of satisfying Equation (51) and every s-horizontal submersion , the mapis a complete solution of the Θ-HJE for .
- 2.
- If X is horizontal at and G-invariant, then there exist an admissible neighborhood U of , a section of satisfying Equation (51) and a s-horizontal submersion such that (by τ we are denoting the flipping map )is a complete solution of the -HJE for .
Proof.
In the first case, we have that and that and are transverse. Using the results of Section 2.2, it follows that, shrinking U if needed, is a complete solution of the -HJE for . We only need to show that . However, from Equation (53), we have for all that
The second case can be proven in the same way, but used in addition to Proposition 9 in order to ensure the existence of the section s and the submersion , such that . □
Remark 5.
Regarding the objects described in Section 3.2.1, it is clear that the complete solutions Σ given in the last theorem, or more precisely, their inverses , define the analogue of a trivialization of a principal bundle.
In summary, given a vertical vector field X around , an admissible neighborhood U of and a smooth section of , we have shown that a submersion and a complete solution of the -HJE for can be constructed up to quadratures. Moreover, given a horizontal vector field X at , if X is G-invariant, then there exists a complete solution of the -HJE for . However, the latter has not been constructed up to quadratures (the proof of Proposition 4.13 of [11], which is used in Proposition 9, is based on the rectification of the field X).
4. Horizontal Dynamical Systems and Reconstruction
Consider again a manifold M, a vector field and a group action . Assume by now that is free and proper, which implies that defines a principal fiber bundle. Assume also that X is G-invariant, and consequently -related with a unique vector field , i.e., . In many cases, the integral curves of Y are known, and one is interested in constructing the integral curves of X from those of Y. Any procedure that enables us to do that is usually called reconstruction. The purpose of this section is to show that there exists a deep connection between reconstruction procedures and the complete solutions of a horizontal vector field presented in Theorem 3, even though the action is neither free nor proper.
4.1. The Usual Reconstruction Process
Assume that we are in the setting of the beginning of this section and we want to find the integral curve of X such that . Then, we can (see, for instance, [29]):
- 1.
- consider the integral curve of Y such that ;
- 2.
- fix a principal connection ;
- 3.
- find a curve such thati.e., is the horizontal lift of ;
- 4.
- find , such thatwith and such that .
It is easy to show that is the integral curve that we are looking for. The four steps above constitute the usual reconstruction process , and Equations (75) and (76) the related reconstruction problem.
If X is vertical along all of M (in the usual sense), i.e., , then, and consequently the curves and are constant. In this case, we only have to solve Equation (76), whose solutions are given by the exponential curves. We shall consider this situation in the next section. So, suppose that , for all . In that case, we can consider a connection A such that , i.e., X is horizontal with respect to A (in the usual sense). Then, and for all t. Consequently, the reconstruction problem decreases to solve Equation (75). In other words, we have the following alternative (three steps) reconstruction process:
- 1.
- consider the integral curve of Y such that ;
- 2.
- find a principal connection such that X is horizontal;
- 3.
- find a curve satisfying Equation (75).
Then, the curve , with such that , is the integral curve of X through . In the next subsection, we shall extend this procedure to Lie group actions which are not necessarily free and proper.
4.2. Reconstruction from Complete Solutions
Let us go back to the general setting: a manifold M, a vector field and a general Lie group action . Assume that X is G-invariant and horizontal at every (see Definition 2). According to the second part of Theorem 3, there exist an admissible neighborhood U of , a section of satisfying Equation (51) and a s-horizontal submersion such that
is a complete solution of the -HJE for . The related partial solutions are functions
such that for all (see (6)). In other words,
Theorem 4.
Each vector field (see (5)) is equal, for all , to the unique vector field such that
Proof.
According to Equation (10), the integral curves of X are given by
where is an integral curve of . In other words, the above formula enables us to construct the integral curves of X from those of a vector field in the quotient. Note that and for all t. Then, given , in order to find the integral curve of such that , we have the following (two steps) reconstruction process:
- 1.
- consider the integral curve of Y such that ;
- 2.
- find a submersion such that X is -horizontal.
The curve
is the one we are looking for. So, the complete solution solves the reconstruction problem (around ).
5. Vertical Dynamical Systems and Integrability by Quadratures
In this section, using the integrability result of Section 2 (see Theorem 1), we show that the exponential curves of a Lie group G, for some points of its Lie algebra , can be explicitly constructed up to quadratures. Moreover, we show that, for compact and for semisimple Lie groups, such a construction works for all inside a dense open subset of . Then, we state sufficient conditions under which a vertical (and invariant) vector field is integrable up to quadratures.
5.1. Invariant and Vertical Vector Fields
Consider again a manifold M, a vector field and a Lie group action . Assume that X is vertical around every -regular point (see Definition 2) and consider a complete solution
as those given in the first part of Theorem 3. The related partial solutions are
with for all (see Equation (6)). In other words,
Theorem 5.
Proof.
We know that (see Equation (4))
and consequently . Since is a diffeomorphism onto its image, then
is a linear isomorphism. So, for , there exists a unique vector , such that
Let us apply on both members of above equation. For the first member, we have that
where we have used that and the identity
For the second member, using the G-invariance of X (recall Equation (41)), we have that
Then
and, consequently, Equation (80) follows from Equation (84) and the injectivity of . Finally, using Equation (80) and the fact that (see Equation (5)),
which gives precisely Equation (81). In particular, if X is given by Equations (71) and (72), using Equation (70), we easily obtain Equation (82).
In order to consider concrete examples of vertical and G-invariant fields, suppose that M is a symplectic manifold, with symplectic form , and is a symplectic action with an -equivariant momentum map K.
Proposition 10.
Proof.
The form of X ensures that , for all . Then, for every admissible neighborhood U, we have from Equation (43) that
i.e., X is vertical. To show G-invariance, note first that Equation (44) implies the equality
and in dual form (changing g by and m by )
5.2. The Cotangent Bundle and the Left Multiplication
5.2.1. A Class of Invariant Vertical Vectors
Given a Lie group G, consider its cotangent bundle with its canonical symplectic structure . Consider also the action
such that, for all and ,
Note that is symplectic (see Equation (39)) and has an -equivariant momentum map given by
Furthermore, is a free and proper action, the quotient is a manifold diffeomorphic to and the canonical projection can be seen as the submersion
In other words, every point of is -regular and the whole of is an admissible neighborhood. Then, according to Proposition 4 (see Equation (40)),
defines a Poisson bracket on and is a Poisson morphism between (with its related Poisson structure) and . Moreover, it can be shown that is the Kirillov–Kostant bracket on (see [18]), i.e.,
On the other hand, the map , such that is a global section of and satisfies for all . A related horizontal submersion is the map such that , i.e., the canonical cotangent projection . In fact,
for all .
Remark 6.
Note that is the left trivialization of Thus, may be identified with and, under this identification, the projections and are just the canonical projections
on the first and second factor, respectively. Moreover, the canonical symplectic structure on is the 2-form on given by
for and (see [9]). In addition, the action is just the left translation on the first factor, that is,
and the momentum map is just the co-adjoint action of G on
(for more details, see [9]).
According to Theorem 3 (part 1), for every vertical vector field along all of ,
is a (global) complete solution of the -HJE for X. If, in addition, X is G-invariant, then its integral curve with initial condition is (recall Equations (81) and (83))
with
We have used above that . This is the case, for instance, of a vector field X of the form
with such that
i.e., is a Casimir 1-form with respect to the Poisson bracket Equation (89). The G-invariance of is immediate from Equations (39) and (41), and the verticality is ensured by Equations (88) and (94). On the other hand, it can be shown that . In fact, using the left trivialization of , we can identify with (see Remark 6). Under this identification, may be considered as a vector field on and, from Equations (90) and (93), it follows that
for all . Thus, using Equation (92) and Remark 6, we deduce that
So, in terms of , the trajectories of can be written
5.2.2. Construction of the Exponential Curves up to Quadratures
In this subsection, we are going to show that (see Equation (93)) is integrable up to quadratures (on a dense subset of ) and, consequently, the exponential curves can be explicitly obtained, also up to quadratures. The proof will be based on Theorem 1.
Proposition 11.
Consider the co-adjoint action and the related isotropy subgroups , with . Then, for every -regular point and any admissible neighborhood of , the function
is a submersion onto the closed submanifold
Moreover,
and
Proof.
It is easy to see that the composition of and
(the inverse of the right trivialization) gives
Then, given an -regular point and an admissible neighborhood of , we have from Proposition 3 (applied to the action ) that restricted to is a submersion onto the closed submanifold . As a consequence, since is a diffeomorphism, the first affirmation of the proposition follows. On the other hand, Equation (96) follows straightforwardly and Equation (97) is a direct consequence of the identity and the inclusion
□
Remark 7.
A similar result was proved in [20] (see Theorem 4.1 there), but in terms of Poisson sub-algebras (see Remark 2).
Because of the form of , it is clear that . As a consequence, (recall Equation (43))
So, using the last proposition and combining Equations (96)–(98), it follows that, for each -regular point , we can construct a neighborhood U of and a submersion (given by Equation (95)), such that
Remark 8.
It can be shown that is an integrable distribution. Then, if ϕ is an exact 1-form, and F define a NCI system on U (see Section 2.4).
In addition, since , we have that
as we saw at the end of Section 2.3 (recall Equations (25) and (26)). This enables us to apply Theorem 1 to .
Remark 9.
For each , the map related to and defined by Equation (17), is given by
with the projection onto the first factor.
According to the proof of Theorem 1, we can construct up to quadratures, a submersion transverse to F, a complete solution and a family of immersions (see Equation (21))
such that the integral curves of are given by , with satisfying (see Equations (22) and (99))
On the other hand, we know that for some and , with given by Equation (91). So, for an integral curve passing through
since
we have that . Consequently
with satisfying (see Equation (100))
and where we have used that (see Equation (101))
Hence, we have shown the next result.
Proposition 12.
Given a Casimir 1-form and a point , the exponential curve can be constructed up to quadratures. More explicitly, it is given by the formula
being a local lateral inverse of the immersion .
It is natural to ask, given , if we can construct up to quadratures. In the following subsection, we shall give a partial answer to that question.
5.2.3. The Case of Semisimple and Compact Lie Groups
Let G be a Lie group with Lie algebra
Theorem 6.
Consider such that
where is the annihilator in of the subspace .
- 1.
- If , then, we can construct a Casimir 1-form such that
- 2.
- The curve can be obtained by quadratures.
Proof.
Take . Then, for all or, in other words, with the isotropy algebra of with respect to the co-adjoint representation of G on . Let be an admissible neighborhood of . Then (see Remark 3) the assigning
defines a vector subbundle of the trivial vector bundle . By using the Inverse Function Theorem, we can construct an open subset containing and a section (of such a bundle) satisfying Note that, since , then , for all . Moreover, consider another open subsets such that and the bump function related to , i.e., is equal to 1 inside and equal to 0 outside . It is clear that given by
satisfies the point The point 2 follows from 1 and Proposition 12 for . □
For an important subclass of Lie groups, we have the following result.
Theorem 7.
Let G be a connected Lie group with Lie algebra and the open dense subset of , which consists of the regular points in with respect to the adjoint action of G on Suppose that there exists a non-degenerate ad-invariant symmetric bilinear form . Then,
- 1.
- The linear map given by , for all , is a isomorphism satisfying , and its inverse is a Casimir 1-form.
- 2.
- For every , the curve can be obtained by quadratures.
Proof.
We have that (non-degeneracy)
and (ad-invariance)
From Equation (103), we deduce that is an isomorphism of vector spaces. Moreover, using Equation (104), it follows that the following diagram
is commutative, for every So, since G is a connected Lie group, we also have that the diagram
is commutative for every Thus, if (resp. ) is the isotropy group of (resp. with respect to the adjoint (resp. co-adjoint) action of G on (resp. ), we deduce that
This implies that
On the other hand, from Equation (104), we have that
Therefore, given , if we write for some , we have for that
for all . Then, is a Casimir 1-form. This proves the first point. To prove the second point, note that, according to Equation (105), for every , there exists such that . Then, it is enough to use Proposition 12 for . □
Remark 10.
It can be show that, under the conditions of the theorem above,
So, the point 2 of Theorem 7 can also be proven by combining the equation above and Theorem 6.
Under the conditions of the last theorem, we can use Equation (102) for and for all , which gives
with
Remark 11.
In particular, for and close to 0 (in order for to be defined when ), we have the following expression of the exponential map:
Remark 12.
It is worth mentioning that is an exact 1-form, i.e., with given by
Then, according to Remark 8, the related vector field and the submersion F define a NCI Hamiltonian system on U.
For a semisimple Lie group G with Lie algebra , the killing form on satisfies the conditions in Theorem 7 (see for example [30]). On the other hand, a Lie algebra is the Lie algebra of a compact Lie group if and only if admits an ad-invariant scalar product (see, for instance, [31]). So, using Theorem 7, we have the next corollary.
Corollary 1.
Let G be a connected Lie group with Lie algebra and . If G is semisimple or compact, then can be obtained by quadratures.
The last two results tell us that the exponential curve can be constructed by quadratures for living in an open dense subset of . Unfortunately, we cannot ensure the same for every Lie group.
Remark 13.
If is an arbitrary Lie algebra, then the subset
is not, in general, dense in . In fact, let be the nilpotent Lie algebra of the Heisenberg group of dimension 3. Then, we can consider a basis of , such that
and the rest of the basic Lie brackets are zero. So, if we have that
and
Thus, we deduce that
which implies for that
and
5.3. Integrability Conditions for Invariant Vertical Fields
Let us go back to Section 5.1. Consider a manifold M, a vector field and a Lie group action . Assume that X is vertical around every point and G-invariant. Consider a covering of given by admissible neighborhoods U, each one of them with an associated complete solution , as those given in Theorem 3, and the map
given by Equation (81) in Theorem 5. From now on, we shall denote the isotropy sub-algebra related to the point m and the action .
Theorem 8.
If for each U and , we have that
for some , then X is integrable up to quadratures along .
Proof.
For a given U and , we know that the integral curves of X, with initial conditions inside U, are given by the formula (see Equation (83))
with and arbitrary. On the other hand, using Theorem 6, given
we can construct a Casimir 1-form such that . Thus, taking , we have that
and, using Proposition 12 for , it follows that can be constructed up to quadratures. □
Now, let us suppose that M is a symplectic manifold, with symplectic structure , and is a symplectic action with -equivariant momentum map .
Theorem 9.
Consider an equivariant function and the vector field . If
and ϕ is also a Casimir 1-form, then there exists a G-invariant open subset of where X is integrable up to quadratures.
Proof.
Under above condition, according to Proposition 10, is vertical and G-invariant. On the other hand, if , according to Proposition 6, there exists a G-invariant open subset such that . Consider a covering of V as above and the related maps . Using Proposition 10 again,
for some , and the integral curves of X by points of U are of the form
Then, since , it follows that , and consequently, using Equation (106) and Proposition 12 for , we deduce the result. □
More interesting examples can be constructed by using the next lemma.
Lemma 3.
If is a G-invariant function with respect to , then is equivariant and a Casimir 1-form.
For a proof, see [32], Lemma 2.9.
Theorem 10.
Consider G-invariant functions (resp. ), , with respect to (resp. ρ). Suppose that and define
Then, there exists a G-invariant open subset where the vector field X is integrable up to quadratures.
Proof.
Since each field is G-invariant and vertical, the same is true for X. On the other hand, given (as in the proof of Theorem Equation (9)) a G-invariant open subset of such that , a covering of V by admissible neighborhoods U and the related maps , for each , we have that
for some . Then, defining by
which is a Casimir 1-form, we have that
Finally, since (as we saw in the previous theorem), the theorem follows from Proposition 12 for and . □
It is worth mentioning that the vector field X given by Equation (107) is not, in general, a Hamiltonian vector field.
Author Contributions
Conceptualization, S.G., J.C.M. and E.P.; methodology, S.G., J.C.M. and E.P.; software, S.G., J.C.M. and E.P.; validation, S.G., J.C.M. and E.P.; formal analysis, S.G., J.C.M. and E.P.; investigation, S.G., J.C.M. and E.P.; resources, S.G., J.C.M. and E.P.; data curation, S.G., J.C.M. and E.P.; writing—original draft preparation, S.G., J.C.M. and E.P.; writing—review and editing, S.G., J.C.M. and E.P.; visualization, S.G., J.C.M. and E.P.; supervision, S.G., J.C.M. and E.P.; project administration, S.G., J.C.M. and E.P.; funding acquisition, S.G., J.C.M. and E.P. All authors have read and agreed to the published version of the manuscript.
Funding
This work was partially supported by Ministerio de Ciencia Innovación (Spain), FEDER co-financing, grants PGC2018-098265-B-C32 (J.C.M. and E.P.) and CONICET (S.G.).
Conflicts of Interest
The authors declare no conflict of interest.
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