Symbolic Software for the Painleve Test of Nonlinear Ordinary and Partial Differential Equations

The automation of the traditional Painleve test in Mathematica is discussed. The package PainleveTest.m allows for the testing of polynomial systems of ordinary and partial differential equations which may be parameterized by arbitrary functions (or constants). Except where limited by memory, there is no restriction on the number of independent or dependent variables. The package is quite robust in determining all the possible dominant behaviors of the Laurent series solutions of the differential equation. The omission of valid dominant behaviors is a common problem in many implementations of the Painleve test, and these omissions often lead to erroneous results. Finally, our package is compared with the other available implementations of the Painleve test.Comment: Published in the Journal of Nonlinear Mathematical Physics (http://www.sm.luth.se/math/JNMP/), vol. 13(1), pp. 90-110 (Feb. 2006). The software can be downloaded at either http://www.douglasbaldwin.com or http://www.mines.edu/fs_home/wherema

A list of all integrable 2D homogeneous polynomial potentials with a polynomial integral of order at most 4 in the momenta

We searched integrable 2D homogeneous polynomial potential with a polynomial first integral by using the so-called direct method of searching for first integrals. We proved that there exist no polynomial first integrals which are genuinely cubic or quartic in the momenta if the degree of homogeneous polynomial potentials is greater than 4.Comment: 22 pages, no figures, to appear in J. Phys. A: Math. Ge

Darboux points and integrability of homogeneous Hamiltonian systems with three and more degrees of freedom

We consider natural complex Hamiltonian systems with $n$ degrees of freedom given by a Hamiltonian function which is a sum of the standard kinetic energy and a homogeneous polynomial potential $V$ of degree $k>2$. The well known Morales-Ramis theorem gives the strongest known necessary conditions for the Liouville integrability of such systems. It states that for each $k$ there exists an explicitly known infinite set \scM_k\subset\Q such that if the system is integrable, then all eigenvalues of the Hessian matrix V''(\vd) calculated at a non-zero \vd\in\C^n satisfying V'(\vd)=\vd, belong to \scM_k. The aim of this paper is, among others, to sharpen this result. Under certain genericity assumption concerning $V$ we prove the following fact. For each $k$ and $n$ there exists a finite set \scI_{n,k}\subset\scM_k such that if the system is integrable, then all eigenvalues of the Hessian matrix V''(\vd) belong to \scI_{n,k}. We give an algorithm which allows to find sets \scI_{n,k}. We applied this results for the case $n=k=3$ and we found all integrable potentials satisfying the genericity assumption. Among them several are new and they are integrable in a highly non-trivial way. We found three potentials for which the additional first integrals are of degree 4 and 6 with respect to the momenta.Comment: 54 pages, 1 figur

Perturbed Three Vortex Dynamics

It is well known that the dynamics of three point vortices moving in an ideal fluid in the plane can be expressed in Hamiltonian form, where the resulting equations of motion are completely integrable in the sense of Liouville and Arnold. The focus of this investigation is on the persistence of regular behavior (especially periodic motion) associated to completely integrable systems for certain (admissible) kinds of Hamiltonian perturbations of the three vortex system in a plane. After a brief survey of the dynamics of the integrable planar three vortex system, it is shown that the admissible class of perturbed systems is broad enough to include three vortices in a half-plane, three coaxial slender vortex rings in three-space, and `restricted' four vortex dynamics in a plane. Included are two basic categories of results for admissible perturbations: (i) general theorems for the persistence of invariant tori and periodic orbits using Kolmogorov-Arnold-Moser and Poincare-Birkhoff type arguments; and (ii) more specific and quantitative conclusions of a classical perturbation theory nature guaranteeing the existence of periodic orbits of the perturbed system close to cycles of the unperturbed system, which occur in abundance near centers. In addition, several numerical simulations are provided to illustrate the validity of the theorems as well as indicating their limitations as manifested by transitions to chaotic dynamics.Comment: 26 pages, 9 figures, submitted to the Journal of Mathematical Physic

Non integrability of a self-gravitating Riemann liquid ellipsoid

We prove that the motion of a triaxial Riemann ellipsoid of homogeneous liquid without angular momentum does not possess an additional first integral which is meromorphic in position, impulsions, and the elliptic functions which appear in the potential, and thus is not integrable. We prove moreover that this system is not integrable even on a fixed energy level hypersurface.Comment: 14 pages, 8 reference

Analytic and Asymptotic Methods for Nonlinear Singularity Analysis: a Review and Extensions of Tests for the Painlev\'e Property

The integrability (solvability via an associated single-valued linear problem) of a differential equation is closely related to the singularity structure of its solutions. In particular, there is strong evidence that all integrable equations have the Painlev\'e property, that is, all solutions are single-valued around all movable singularities. In this expository article, we review methods for analysing such singularity structure. In particular, we describe well known techniques of nonlinear regular-singular-type analysis, i.e. the Painlev\'e tests for ordinary and partial differential equations. Then we discuss methods of obtaining sufficiency conditions for the Painlev\'e property. Recently, extensions of \textit{irregular} singularity analysis to nonlinear equations have been achieved. Also, new asymptotic limits of differential equations preserving the Painlev\'e property have been found. We discuss these also.Comment: 40 pages in LaTeX2e. To appear in the Proceedings of the CIMPA Summer School on "Nonlinear Systems," Pondicherry, India, January 1996, (eds) B. Grammaticos and K. Tamizhman

Systems of Hess-Appel'rot type

We construct higher-dimensional generalizations of the classical Hess-Appel'rot rigid body system. We give a Lax pair with a spectral parameter leading to an algebro-geometric integration of this new class of systems, which is closely related to the integration of the Lagrange bitop performed by us recently and uses Mumford relation for theta divisors of double unramified coverings. Based on the basic properties satisfied by such a class of systems related to bi-Poisson structure, quasi-homogeneity, and conditions on the Kowalevski exponents, we suggest an axiomatic approach leading to what we call the "class of systems of Hess-Appel'rot type".Comment: 40 pages. Comm. Math. Phys. (to appear

Quasi-analytical solutions for APSIDAL motion in the three-body problem: Sun—minor planet—Jupiter

This paper deals with the effect of a third body on the apsidal motion of two bodies. The specific case involves a third body-planet Jupiter and the apsidal line motion of a minor planet that orbits the Sun and has its apsidal line go through the major axis of an ellipse. The third body (Jupiter) which satisfies the Langrangian solution will affect the apsidal line motion and therefore affects the ascending and descending motions of the minor planet. In this case no analytical solutions can be obtained, and therefore specific assumptions are made along with numerical solutions. For convenience, we adopt the Lagrangian solution in the three-body problem and obtain quasi-analytical results, which are used to evaluate the effect of the planet on the d Omega/dt (Omega ascending node) of each minor planet. This method is beneficial for improving our knowledge of the orbital elements of the asteroids, and perhaps even much smaller effects such as the effects of the planets on the interplanetary dust complex. Information on the latter may be provided by using this method to investigate Jupiter\u27s effect on the inclination of the symmetry surface of the zodiacal dust cloud

Motion of Three Vortices near Collapse

A system of three point vortices in an unbounded plane has a special family of self-similarly contracting or expanding solutions: during the motion, vortex triangle remains similar to the original one, while its area decreases (grows) at a constant rate. A contracting configuration brings three vortices to a single point in a finite time; this phenomenon known as vortex collapse is of principal importance for many-vortex systems. Dynamics of close-to-collapse vortex configurations depends on the way the collapse conditions are violated. Using an effective potential representation, a detailed quantitative analysis of all the different types of near-collapse dynamics is performed when two of the vortices are identical. We discuss time and length scales, emerging in the problem, and their behavior as the initial vortex triangle is approaching to an exact collapse configuration. Different types of critical behaviors, such as logarithmic or power-law divergences are exhibited, which emphasizes the importance of the way the collapse is approached. Period asymptotics for all singular cases are presented as functions of the initial vortices configurations. Special features of passive particle mixing by a near-collapse flows are illustrated numerically.Comment: 45 pages, 22 figures Last version of the paper with all update

Jets, Stickiness and Anomalous Transport

Dynamical and statistical properties of the vortex and passive particle advection in chaotic flows generated by four and sixteen point vortices are investigated. General transport properties of these flows are found anomalous and exhibit a superdiffusive behavior with typical second moment exponent (\mu \sim 1.75). The origin of this anomaly is traced back to the presence of coherent structures within the flow, the vortex cores and the region far from where vortices are located. In the vicinity of these regions stickiness is observed and the motion of tracers is quasi-ballistic. The chaotic nature of the underlying flow dictates the choice for thorough analysis of transport properties. Passive tracer motion is analyzed by measuring the mutual relative evolution of two nearby tracers. Some tracers travel in each other vicinity for relatively large times. This is related to an hidden order for the tracers which we call jets. Jets are localized and found in sticky regions. Their structure is analyzed and found to be formed of a nested sets of jets within jets. The analysis of the jet trapping time statistics shows a quantitative agreement with the observed transport exponent.Comment: 17 pages, 17 figure