Hamiltonian Mechanics unter besonderer

Ber ucksichtigung der h ohreren Lehranstalten

Ivar Ekeland
1
, Roger Temam
2
Jerey Dean, David Grove, Craig Chambers,
Kim B. Bruce, and Elsa Bertino
1
Princeton University, Princeton NJ 08544, USA,
I.Ekeland@princeton.edu,
WWW home page: http://users/~iekeland/web/welcome.html
2
Universite de Paris-Sud, Laboratoire dAnalyse Numerique, B atiment 425,
F-91405 Orsay Cedex, France
Abstract. The abstract should summarize the contents of the paper
using at least 70 and at most 150 words. It will be set in 9-point font
size and be inset 1.0 cm from the right and left margins. There will be
two blank lines before and after the Abstract. . . .
Keywords: computational geometry, graph theory, Hamilton cycles
1 Fixed-Period Problems: The Sublinear Case
With this chapter, the preliminaries are over, and we begin the search for periodic
solutions to Hamiltonian systems. All this will be done in the convex case; that
is, we shall study the boundary-value problem
x = JH

(t, x)
x(0) = x(T)
with H(t, ) a convex function of x, going to + when |x| .
1.1 Autonomous Systems
In this section, we will consider the case when the Hamiltonian H(x) is au-
tonomous. For the sake of simplicity, we shall also assume that it is C
1
.
We shall rst consider the question of nontriviality, within the general frame-
work of (A

, B

)-subquadratic Hamiltonians. In the second subsection, we shall

look into the special case when H is (0, b

)-subquadratic, and we shall try to

derive additional information.
The General Case: Nontriviality. We assume that H is (A

, B

)-sub-
quadratic at innity, for some constant symmetric matrices A

and B

, with
B

positive denite. Set:

: = smallest eigenvalue of B

(1)
: = largest negative eigenvalue of J
d
dt
+A

. (2)
Theorem 1 tells us that if + < 0, the boundary-value problem:
x = JH

(x)
x(0) = x(T)
(3)
has at least one solution x, which is found by minimizing the dual action func-
tional:
(u) =
_
T
o
_
1
2
_

1
o
u, u
_
+N

(u)
_
dt (4)
on the range of , which is a subspace R()
2
L
with nite codimension. Here
N(x) := H(x)
1
2
(A

x, x) (5)
is a convex function, and
N(x)
1
2
((B

) x, x) +c x . (6)
Proposition 1. Assume H

(0) = 0 and H(0) = 0. Set:

:= liminf
x0
2N(x) |x|
2
. (7)
If < < , the solution u is non-zero:
x(t) ,= 0 t . (8)
Proof. Condition (7) means that, for every

> , there is some > 0 such that

|x| N(x)

2
|x|
2
. (9)
It is an exercise in convex analysis, into which we shall not go, to show that
this implies that there is an > 0 such that
f |x| N

(y)
1
2

|y|
2
. (10)
Fig. 1. This is the caption of the gure displaying a white eagle and a white horse on
a snow eld
Since u
1
is a smooth function, we will have |hu
1
|

for h small enough,

and inequality (10) will hold, yielding thereby:
(hu
1
)
h
2
2
1

|u
1
|
2
2
+
h
2
2
1

|u
1
|
2
. (11)
If we choose

close enough to , the quantity

_
1

+
1

_
will be negative, and
we end up with
(hu
1
) < 0 for h ,= 0 small . (12)
On the other hand, we check directly that (0) = 0. This shows that 0 cannot
be a minimizer of , not even a local one. So u ,= 0 and u ,=
1
o
(0) = 0. .
Corollary 1. Assume H is C
2
and (a

, b

)-subquadratic at innity. Let

1
,
. . . ,
N
be the equilibria, that is, the solutions of H

() = 0. Denote by
k
the
smallest eigenvalue of H

(
k
), and set:
:= Min
1
, . . . ,
k
. (13)
If:
T
2
b

< E
_

T
2
a

_
<
T
2
(14)
then minimization of yields a non-constant T-periodic solution x.
We recall once more that by the integer part E[] of IR, we mean the
a ZZ such that a < a + 1. For instance, if we take a

= 0, Corollary 2
tells us that x exists and is non-constant provided that:
T
2
b

< 1 <
T
2
(15)
or
T
_
2

,
2
b

_
. (16)
Proof. The spectrum of is
2
T
ZZ + a

. The largest negative eigenvalue is

given by
2
T
k
o
+a

, where
2
T
k
o
+a

< 0
2
T
(k
o
+ 1) +a

. (17)
Hence:
k
o
= E
_

T
2
a

_
. (18)
The condition < < now becomes:
b

<
2
T
k
o
a

< a

(19)
which is precisely condition (14). .
Lemma 1. Assume that H is C
2
on IR
2n
0 and that H

(x) is non-degenerate
for any x ,= 0. Then any local minimizer x of has minimal period T.
Proof. We know that x, or x + for some constant IR
2n
, is a T-periodic
solution of the Hamiltonian system:
x = JH

(x) . (20)
There is no loss of generality in taking = 0. So (x) ( x) for all x in
some neighbourhood of x in W
1,2
_
IR/TZZ; IR
2n
_
.
But this index is precisely the index i
T
( x) of the T-periodic solution x over
the interval (0, T), as dened in Sect. 2.6. So
i
T
( x) = 0 . (21)
Now if x has a lower period, T/k say, we would have, by Corollary 31:
i
T
( x) = i
kT/k
( x) ki
T/k
( x) +k 1 k 1 1 . (22)
This would contradict (21), and thus cannot happen. .
Notes and Comments. The results in this section are a rened version of [1]; the
minimality result of Proposition 14 was the rst of its kind.
To understand the nontriviality conditions, such as the one in formula (16),
one may think of a one-parameter family x
T
, T
_
2
1
, 2b
1

_
of periodic
solutions, x
T
(0) = x
T
(T), with x
T
going away to innity when T 2
1
,
which is the period of the linearized system at 0.
Table 1. This is the example table taken out of The T
E
Xbook, p. 246
Year World population
8000 B.C. 5,000,000
50 A.D. 200,000,000
1650 A.D. 500,000,000
1945 A.D. 2,300,000,000
1980 A.D. 4,400,000,000
Theorem 1 (Ghoussoub-Preiss). Assume H(t, x) is (0, )-subquadratic at
innity for all > 0, and T-periodic in t
H(t, ) is convex t (23)
H(, x) is Tperiodic x (24)
H(t, x) n(|x|) with n(s)s
1
as s (25)
> 0 , c : H(t, x)

2
|x|
2
+c . (26)
Assume also that H is C
2
, and H

(t, x) is positive denite everywhere. Then

there is a sequence x
k
, k IN, of kT-periodic solutions of the system
x = JH

(t, x) (27)
such that, for every k IN, there is some p
o
IN with:
p p
o
x
pk
,= x
k
. (28)
.
Example 1 (External forcing). Consider the system:
x = JH

(x) +f(t) (29)

where the Hamiltonian H is (0, b

)-subquadratic, and the forcing term is a

distribution on the circle:
f =
d
dt
F +f
o
with F L
2
_
IR/TZZ; IR
2n
_
, (30)
where f
o
:= T
1
_
T
o
f(t)dt. For instance,
f(t) =

kIN

k
, (31)
where
k
is the Dirac mass at t = k and IR
2n
is a constant, ts the pre-
scription. This means that the system x = JH

(x) is being excited by a series

of identical shocks at interval T.
Denition 1. Let A

(t) and B

(t) be symmetric operators in IR

2n
, depending
continuously on t [0, T], such that A

(t) B

(t) for all t.

A Borelian function H : [0, T] IR
2n
IR is called (A

, B

)-subquadratic
at innity if there exists a function N(t, x) such that:
H(t, x) =
1
2
(A

(t)x, x) +N(t, x) (32)

t , N(t, x) is convex with respect to x (33)
N(t, x) n(|x|) with n(s)s
1
+ as s + (34)
c IR : H(t, x)
1
2
(B

(t)x, x) +c x . (35)
If A

(t) = a

I and B

(t) = b

I, with a

IR, we shall say that

H is (a

, b

)-subquadratic at innity. As an example, the function |x|

, with
1 < 2, is (0, )-subquadratic at innity for every > 0. Similarly, the
Hamiltonian
H(t, x) =
1
2
k |k|
2
+|x|

(36)
is (k, k +)-subquadratic for every > 0. Note that, if k < 0, it is not convex.
Notes and Comments. The rst results on subharmonics were obtained by Ra-
binowitz in [5], who showed the existence of innitely many subharmonics both
in the subquadratic and superquadratic case, with suitable growth conditions
on H

. Again the duality approach enabled Clarke and Ekeland in [2] to treat
the same problem in the convex-subquadratic case, with growth conditions on
H only.
Recently, Michalek and Tarantello (see [3] and [4]) have obtained lower bound
on the number of subharmonics of period kT, based on symmetry considerations
and on pinching estimates, as in Sect. 5.2 of this article.
References
1. Clarke, F., Ekeland, I.: Nonlinear oscillations and boundary-value problems for
Hamiltonian systems. Arch. Rat. Mech. Anal. 78, 315333 (1982)
2. Clarke, F., Ekeland, I.: Solutions periodiques, du periode donnee, des equations
hamiltoniennes. Note CRAS Paris 287, 10131015 (1978)
3. Michalek, R., Tarantello, G.: Subharmonic solutions with prescribed minimal period
for nonautonomous Hamiltonian systems. J. Di. Eq. 72, 2855 (1988)
4. Tarantello, G.: Subharmonic solutions for Hamiltonian systems via a ZZ
p
pseudoin-
dex theory. Annali di Matematica Pura (to appear)
5. Rabinowitz, P.: On subharmonic solutions of a Hamiltonian system. Comm. Pure
Appl. Math. 33, 609633 (1980)
Hamiltonian Mechanics2
Ivar Ekeland
1
and Roger Temam
2
1
Princeton University, Princeton NJ 08544, USA
2
Universite de Paris-Sud, Laboratoire dAnalyse Numerique, B atiment 425,
F-91405 Orsay Cedex, France
Abstract. The abstract should summarize the contents of the paper
using at least 70 and at most 150 words. It will be set in 9-point font
size and be inset 1.0 cm from the right and left margins. There will be
two blank lines before and after the Abstract. . . .
Keywords: graph transformations, convex geometry, lattice computa-
tions, convex polygons, triangulations, discrete geometry
1 Fixed-Period Problems: The Sublinear Case
With this chapter, the preliminaries are over, and we begin the search for periodic
solutions to Hamiltonian systems. All this will be done in the convex case; that
is, we shall study the boundary-value problem
x = JH

(t, x)
x(0) = x(T)
with H(t, ) a convex function of x, going to + when |x| .
1.1 Autonomous Systems
In this section, we will consider the case when the Hamiltonian H(x) is au-
tonomous. For the sake of simplicity, we shall also assume that it is C
1
.
We shall rst consider the question of nontriviality, within the general frame-
work of (A

, B

)-subquadratic Hamiltonians. In the second subsection, we shall

look into the special case when H is (0, b

)-subquadratic, and we shall try to

derive additional information.
The General Case: Nontriviality. We assume that H is (A

, B

)-sub-
quadratic at innity, for some constant symmetric matrices A

and B

, with
B

positive denite. Set:

: = smallest eigenvalue of B

(1)
: = largest negative eigenvalue of J
d
dt
+A

. (2)
Theorem 21 tells us that if + < 0, the boundary-value problem:
x = JH

(x)
x(0) = x(T)
(3)
has at least one solution x, which is found by minimizing the dual action func-
tional:
(u) =
_
T
o
_
1
2
_

1
o
u, u
_
+N

(u)
_
dt (4)
on the range of , which is a subspace R()
2
L
with nite codimension. Here
N(x) := H(x)
1
2
(A

x, x) (5)
is a convex function, and
N(x)
1
2
((B

) x, x) +c x . (6)
Proposition 1. Assume H

(0) = 0 and H(0) = 0. Set:

:= liminf
x0
2N(x) |x|
2
. (7)
If < < , the solution u is non-zero:
x(t) ,= 0 t . (8)
Proof. Condition (7) means that, for every

> , there is some > 0 such that

|x| N(x)

2
|x|
2
. (9)
It is an exercise in convex analysis, into which we shall not go, to show that
this implies that there is an > 0 such that
f |x| N

(y)
1
2

|y|
2
. (10)
Fig. 1. This is the caption of the gure displaying a white eagle and a white horse on
a snow eld
Since u
1
is a smooth function, we will have |hu
1
|

for h small enough,

and inequality (10) will hold, yielding thereby:
(hu
1
)
h
2
2
1

|u
1
|
2
2
+
h
2
2
1

|u
1
|
2
. (11)
If we choose

close enough to , the quantity

_
1

+
1

_
will be negative, and
we end up with
(hu
1
) < 0 for h ,= 0 small . (12)
On the other hand, we check directly that (0) = 0. This shows that 0 cannot
be a minimizer of , not even a local one. So u ,= 0 and u ,=
1
o
(0) = 0. .
Corollary 1. Assume H is C
2
and (a

, b

)-subquadratic at innity. Let

1
,
. . . ,
N
be the equilibria, that is, the solutions of H

() = 0. Denote by
k
the
smallest eigenvalue of H

(
k
), and set:
:= Min
1
, . . . ,
k
. (13)
If:
T
2
b

< E
_

T
2
a

_
<
T
2
(14)
then minimization of yields a non-constant T-periodic solution x.
We recall once more that by the integer part E[] of IR, we mean the
a ZZ such that a < a + 1. For instance, if we take a

= 0, Corollary 2
tells us that x exists and is non-constant provided that:
T
2
b

< 1 <
T
2
(15)
or
T
_
2

,
2
b

_
. (16)
Proof. The spectrum of is
2
T
ZZ + a

. The largest negative eigenvalue is

given by
2
T
k
o
+a

, where
2
T
k
o
+a

< 0
2
T
(k
o
+ 1) +a

. (17)
Hence:
k
o
= E
_

T
2
a

_
. (18)
The condition < < now becomes:
b

<
2
T
k
o
a

< a

(19)
which is precisely condition (14). .
Lemma 1. Assume that H is C
2
on IR
2n
0 and that H

(x) is non-degenerate
for any x ,= 0. Then any local minimizer x of has minimal period T.
Proof. We know that x, or x + for some constant IR
2n
, is a T-periodic
solution of the Hamiltonian system:
x = JH

(x) . (20)
There is no loss of generality in taking = 0. So (x) ( x) for all x in
some neighbourhood of x in W
1,2
_
IR/TZZ; IR
2n
_
.
But this index is precisely the index i
T
( x) of the T-periodic solution x over
the interval (0, T), as dened in Sect. 2.6. So
i
T
( x) = 0 . (21)
Now if x has a lower period, T/k say, we would have, by Corollary 31:
i
T
( x) = i
kT/k
( x) ki
T/k
( x) +k 1 k 1 1 . (22)
This would contradict (21), and thus cannot happen. .
Notes and Comments. The results in this section are a rened version of 1980;
the minimality result of Proposition 14 was the rst of its kind.
To understand the nontriviality conditions, such as the one in formula (16),
one may think of a one-parameter family x
T
, T
_
2
1
, 2b
1

_
of periodic
solutions, x
T
(0) = x
T
(T), with x
T
going away to innity when T 2
1
,
which is the period of the linearized system at 0.
Table 1. This is the example table taken out of The T
E
Xbook, p. 246
Year World population
8000 B.C. 5,000,000
50 A.D. 200,000,000
1650 A.D. 500,000,000
1945 A.D. 2,300,000,000
1980 A.D. 4,400,000,000
Theorem 1 (Ghoussoub-Preiss). Assume H(t, x) is (0, )-subquadratic at
innity for all > 0, and T-periodic in t
H(t, ) is convex t (23)
H(, x) is Tperiodic x (24)
H(t, x) n(|x|) with n(s)s
1
as s (25)
> 0 , c : H(t, x)

2
|x|
2
+c . (26)
Assume also that H is C
2
, and H

(t, x) is positive denite everywhere. Then

there is a sequence x
k
, k IN, of kT-periodic solutions of the system
x = JH

(t, x) (27)
such that, for every k IN, there is some p
o
IN with:
p p
o
x
pk
,= x
k
. (28)
.
Example 1 (External forcing). Consider the system:
x = JH

(x) +f(t) (29)

where the Hamiltonian H is (0, b

)-subquadratic, and the forcing term is a

distribution on the circle:
f =
d
dt
F +f
o
with F L
2
_
IR/TZZ; IR
2n
_
, (30)
where f
o
:= T
1
_
T
o
f(t)dt. For instance,
f(t) =

kIN

k
, (31)
where
k
is the Dirac mass at t = k and IR
2n
is a constant, ts the pre-
scription. This means that the system x = JH

(x) is being excited by a series

of identical shocks at interval T.
Denition 1. Let A

(t) and B

(t) be symmetric operators in IR

2n
, depending
continuously on t [0, T], such that A

(t) B

(t) for all t.

A Borelian function H : [0, T] IR
2n
IR is called (A

, B

)-subquadratic
at innity if there exists a function N(t, x) such that:
H(t, x) =
1
2
(A

(t)x, x) +N(t, x) (32)

t , N(t, x) is convex with respect to x (33)
N(t, x) n(|x|) with n(s)s
1
+ as s + (34)
c IR : H(t, x)
1
2
(B

(t)x, x) +c x . (35)
If A

(t) = a

I and B

(t) = b

I, with a

IR, we shall say that

H is (a

, b

)-subquadratic at innity. As an example, the function |x|

, with
1 < 2, is (0, )-subquadratic at innity for every > 0. Similarly, the
Hamiltonian
H(t, x) =
1
2
k |k|
2
+|x|

(36)
is (k, k +)-subquadratic for every > 0. Note that, if k < 0, it is not convex.
Notes and Comments. The rst results on subharmonics were obtained by Rabi-
nowitz in 1985, who showed the existence of innitely many subharmonics both
in the subquadratic and superquadratic case, with suitable growth conditions
on H

. Again the duality approach enabled Clarke and Ekeland in 1981 to treat
the same problem in the convex-subquadratic case, with growth conditions on
H only.
Recently, Michalek and Tarantello (see Michalek, R., Tarantello, G. 1982 and
Tarantello, G. 1983) have obtained lower bound on the number of subharmonics
of period kT, based on symmetry considerations and on pinching estimates, as
in Sect. 5.2 of this article.
References
Clarke, F., Ekeland, I.: Nonlinear oscillations and boundary-value problems for Hamil-
tonian systems. Arch. Rat. Mech. Anal. 78, 315333 (1982)
Clarke, F., Ekeland, I.: Solutions periodiques, du periode donnee, des equations hamil-
toniennes. Note CRAS Paris 287, 10131015 (1978)
Michalek, R., Tarantello, G.: Subharmonic solutions with prescribed minimal period
for nonautonomous Hamiltonian systems. J. Di. Eq. 72, 2855 (1988)
Tarantello, G.: Subharmonic solutions for Hamiltonian systems via a ZZ
p
pseudoindex
theory. Annali di Matematica Pura (to appear)
Rabinowitz, P.: On subharmonic solutions of a Hamiltonian system. Comm. Pure Appl.
Math. 33, 609633 (1980)
Subject Index
Absorption 327
Absorption of radiation 289292, 299,
300
Actinides 244
Aharonov-Bohm eect 142146
Angular momentum 101112
algebraic treatment 391396
Angular momentum addition 185193
Angular momentum commutation rela-
tions 101
Angular momentum quantization 910,
104106
Angular momentum states 107, 321,
391396
Antiquark 83
-rays 101103
Atomic theory 810, 219249, 327
Average value
(see also Expectation value) 1516, 25, 34,
37, 357
Baker-Hausdor formula 23
Balmer formula 8
Balmer series 125
Baryon 220, 224
Basis 98
Basis system 164, 376
Bell inequality 379381, 382
Bessel functions 201, 313, 337
spherical 304306, 309, 313314, 322
Bound state 7374, 7879, 116118, 202,
267, 273, 306, 348, 351
Boundary conditions 59, 70
Bra 159
Breit-Wigner formula 80, 84, 332
Brillouin-Wigner perturbation theory
203
Cathode rays 8
Causality 357359
Center-of-mass frame 232, 274, 338
Central potential 113135, 303314
Centrifugal potential 115116, 323
Characteristic function 33
Clebsch-Gordan coecients 191193
Cold emission 88
Combination principle, Ritzs 124
Commutation relations 27, 44, 353, 391
Commutator 2122, 27, 44, 344
Compatibility of measurements 99
Complete orthonormal set 31, 40, 160,
360
Complete orthonormal system, see
Complete orthonormal set
Complete set of observables, see Complete
set of operators
Eigenfunction 34, 46, 344346
radial 321
calculation 322324
EPR argument 377378
Exchange term 228, 231, 237, 241, 268,
272
f-sum rule 302
Fermi energy 223
H
+
2
molecule 26
Half-life 65
Holzwarth energies 68