A minimal-variable symplectic method for isospectral flows

Isospectral flows are abundant in mathematical physics; the rigid body, the the Toda lattice, the Brockett flow, the Heisenberg spin chain, and point vortex dynamics, to mention but a few. Their connection on the one hand with integrable systems and, on the other, with Lie--Poisson systems motivates the research for optimal numerical schemes to solve them. Several works about numerical methods to integrate isospectral flows have produced a large varieties of solutions to this problem. However, many of these algorithms are not intrinsically defined in the space where the equations take place and/or rely on computationally heavy transformations. In the literature, only few examples of numerical methods avoiding these issues are known, for instance, the \textit{spherical midpoint method} on \SO(3). In this paper we introduce a new minimal-variable, second order, numerical integrator for isospectral flows intrinsically defined on quadratic Lie algebras and symmetric matrices. The algorithm is isospectral for general isospectral flows and Lie--Poisson preserving when the isospectral flow is Hamiltonian. The simplicity of the scheme, together with its structure-preserving properties, makes it a competitive alternative to those already present in literature.Comment: 17 pages, 9 figure

Isospectral flows on a class of finite-dimensional Jacobi matrices

We present a new matrix-valued isospectral ordinary differential equation that asymptotically block-diagonalizes $n\times n$ zero-diagonal Jacobi matrices employed as its initial condition. This o.d.e.\ features a right-hand side with a nested commutator of matrices, and structurally resembles the double-bracket o.d.e.\ studied by R.W.\ Brockett in 1991. We prove that its solutions converge asymptotically, that the limit is block-diagonal, and above all, that the limit matrix is defined uniquely as follows: For $n$ even, a block-diagonal matrix containing $2\times 2$ blocks, such that the super-diagonal entries are sorted by strictly increasing absolute value. Furthermore, the off-diagonal entries in these $2\times 2$ blocks have the same sign as the respective entries in the matrix employed as initial condition. For $n$ odd, there is one additional $1\times 1$ block containing a zero that is the top left entry of the limit matrix. The results presented here extend some early work of Kac and van Moerbeke.Comment: 19 pages, 3 figures, conjecture from previous version is added as assertion (iv) of the main theorem including a proof; other major change

Post-Lie Algebras and Isospectral Flows

In this paper we explore the Lie enveloping algebra of a post-Lie algebra derived from a classical $R$-matrix. An explicit exponential solution of the corresponding Lie bracket flow is presented. It is based on the solution of a post-Lie Magnus-type differential equation

Post-Lie Algebras, Factorization Theorems and Isospectral-Flows

In these notes we review and further explore the Lie enveloping algebra of a post-Lie algebra. From a Hopf algebra point of view, one of the central results, which will be recalled in detail, is the existence of a second Hopf algebra structure. By comparing group-like elements in suitable completions of these two Hopf algebras, we derive a particular map which we dub post-Lie Magnus expansion. These results are then considered in the case of Semenov-Tian-Shansky's double Lie algebra, where a post-Lie algebra is defined in terms of solutions of modified classical Yang-Baxter equation. In this context, we prove a factorization theorem for group-like elements. An explicit exponential solution of the corresponding Lie bracket flow is presented, which is based on the aforementioned post-Lie Magnus expansion.Comment: 49 pages, no-figures, review articl

An integrable shallow water equation with peaked solitons

We derive a new completely integrable dispersive shallow water equation that is biHamiltonian and thus possesses an infinite number of conservation laws in involution. The equation is obtained by using an asymptotic expansion directly in the Hamiltonian for Euler's equations in the shallow water regime. The soliton solution for this equation has a limiting form that has a discontinuity in the first derivative at its peak.Comment: LaTeX file. Figure available from authors upon reques

Symplectic methods for isospectral flows and 2D ideal hydrodynamics

The numerical solution of non-canonical Hamiltonian systems is an active and still growing field of research. At the present time, the biggest challenges concern the realization of structure preserving algorithms for differential equations on infinite dimensional manifolds. Several classical PDEs can indeed be set in this framework, and in particular the 2D hydrodynamical Euler equations. In this thesis, I have developed a new class of numerical schemes for Hamiltonian and non-Hamiltonian isospectral flows, in order to solve the 2D hydrodynamical Euler equations. The use of a conservative scheme has revealed new insights in the 2D ideal hydrodynamics, showing clear connections between geometric mechanics, statistical mechanics and integrability theory. The results are presented in four papers.In the first paper, we derive a general framework for the isospectral flows, providing a new class of numerical methods of arbitrary order, based on the Lie--Poisson reduction of Hamiltonian systems. Avoiding the use of any constraint, we obtain geometric integrators for a large class of Hamiltonian and non-Hamiltonian isospectral flows. One of the advantages of these methods is that, together with the isospectrality, they exhibit near conservation of the Hamiltonian and, indeed, they are Lie--Poisson integrators.In the second paper, using the results of paper I and III, we present a numerical method based on the geometric quantization of the Poisson algebra of the smooth functions on a sphere, which gives an approximate solution of the Euler equations with a number of discrete first integrals which is consistent with the level of discretization. The conservative properties of these schemes have allowed a more precise analysis of the statistical state of a fluid on a sphere. On the one hand, we show the link of the statistical state with some conserved quantities, on the other hand, we suggest a mechanism of formation of coherent structures related to the integrability theory of point-vortices.In the third paper, I present and analyse a minimal variable isospectral Lie--Poisson integrator for quadratic matrix Lie algebras. This result comes from a more careful analysis of the isospectral midpoint method derived in paper I. I also present a detailed description of quadratic Lie algebras, showing under which conditions the related Lie--Poisson systems are also isospectral flows.In the fourth paper, we give a survey on the integrability theory of the point-vortex dynamics. In particular, we show that all the results found in literature can be derived in the framework of symplectic reduction theory. Furthermore, our work aims to connect the 2D Euler equations with the point-vortex dynamics, as suggested in paper II

Isomonodromic deformations and supersymmetric gauge theories

Seiberg-Witten solutions of four-dimensional supersymmetric gauge theories possess rich but involved integrable structures. The goal of this paper is to show that an isomonodromy problem provides a unified framework for understanding those various features of integrability. The Seiberg-Witten solution itself can be interpreted as a WKB limit of this isomonodromy problem. The origin of underlying Whitham dynamics (adiabatic deformation of an isospectral problem), too, can be similarly explained by a more refined asymptotic method (multiscale analysis). The case of $N=2$ SU($s$) supersymmetric Yang-Mills theory without matter is considered in detail for illustration. The isomonodromy problem in this case is closely related to the third Painlev\'e equation and its multicomponent analogues. An implicit relation to t\tbar fusion of topological sigma models is thereby expected.Comment: Several typos are corrected, and a few sentenses are altered. 19 pp + a list of corrections (page 20), LaTe

Isospectral deformations of the Dirac operator

We give more details about an integrable system in which the Dirac operator D=d+d^* on a finite simple graph G or Riemannian manifold M is deformed using a Hamiltonian system D'=[B,h(D)] with B=d-d^* + i b. The deformed operator D(t) = d(t) + b(t) + d(t)^* defines a new exterior derivative d(t) and a new Dirac operator C(t) = d(t) + d(t)^* and Laplacian M(t) = d(t) d(t)^* + d(t)* d(t) and so a new distance on G or a new metric on M.Comment: 32 pages, 8 figure

Integrators on homogeneous spaces: Isotropy choice and connections

We consider numerical integrators of ODEs on homogeneous spaces (spheres, affine spaces, hyperbolic spaces). Homogeneous spaces are equipped with a built-in symmetry. A numerical integrator respects this symmetry if it is equivariant. One obtains homogeneous space integrators by combining a Lie group integrator with an isotropy choice. We show that equivariant isotropy choices combined with equivariant Lie group integrators produce equivariant homogeneous space integrators. Moreover, we show that the RKMK, Crouch--Grossman or commutator-free methods are equivariant. To show this, we give a novel description of Lie group integrators in terms of stage trees and motion maps, which unifies the known Lie group integrators. We then proceed to study the equivariant isotropy maps of order zero, which we call connections, and show that they can be identified with reductive structures and invariant principal connections. We give concrete formulas for connections in standard homogeneous spaces of interest, such as Stiefel, Grassmannian, isospectral, and polar decomposition manifolds. Finally, we show that the space of matrices of fixed rank possesses no connection