Integrability and nonintegrability of dynamical systems
algebraic integrabilitydifferential Galois theorydynamical systemshomoclinic orbitintegrabilityKowalevskaya-Painlevé testLax pairsLiouville or complete integrabilityLorenz systemmonodromy groupnonintegrabilityplanar fields
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to ordinary differential equations (34-01) Control problems involving ordinary differential equations (34H05) Entire and meromorphic solutions to ordinary differential equations in the complex domain (34M05) Algebraic aspects (differential-algebraic, hypertranscendence, group-theoretical) of ordinary differential equations in the complex domain (34M15) Singularities, monodromy and local behavior of solutions to ordinary differential equations in the complex domain, normal forms (34M35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to dynamical systems and ergodic theory (37-01) Obstructions to integrability for finite-dimensional Hamiltonian and Lagrangian systems (nonintegrability criteria) (37J30) Completely integrable finite-dimensional Hamiltonian systems, integration methods, integrability tests (37J35) Control/observation systems governed by ordinary differential equations (93C15)
As the author says in the Preface, a general definition of integrability for arbitrary dynamical systems is a very elusive concept, and it seems that a completely satisfactory definition in the general setting is today missing. So, there are several approaches to the integrability (some of them rigorous and others that still remain at a heuristic level):NEWLINENEWLINE1) The existence of a sufficient number of nice global first integrals.NEWLINENEWLINE2) The singularity analysis of the solutions given by the Kowalevskaya-Painlevé test, as a necessary condition in order to the system satisfy the Painlevé property (the generic solution should be meromorphic in complex time).NEWLINENEWLINE3) The dynamical approach, i.e., the absence of any kind of chaotic behavior in the solutions.NEWLINENEWLINEWe remark that the existence of \(n-1\) first integrals for a vector field in a phase space of dimension \(n\) is not a general definition of integrability because, as happen with Hamiltonian systems, perhaps it is necessary to consider an other kind of tensorial invariant objects, not only scalar ones. It is the opinion of this reviewer, that an important open problem is to give a satisfactory general definition of integrability. However, for Hamiltonian systems, people agree that the suitable concept of integrability is the Liouville or complete integrability, i.e., the existence of \(n\) first integrals in involution, being \(n\) the number of degrees of freedom of the system. Here, also it is necessary to clarify what kind of regularity is allowed by the first integrals and/or the solutions and several different notions and approaches are possible:NEWLINENEWLINEa) The algebraic-geometric point of view and its connection to singularity analysis, i.e., the algebraic complete integrability and the existence of Lax pairs studied by \textit{M. Adler} and \textit{P. van Moerbeke} [Commun. Math. Phys. 83, 83--106 (1982; Zbl 0491.58017) and Invent. Math. 97, No. 1, 3--51 (1989; Zbl 0678.58020)] and by \textit{D. Mumford} [Tata lectures on theta. II: Jacobian theta functions and differential equations. Prog. Math. 43. Boston etc.: Birkhäuser (1984; Zbl 0549.14014)] and others.NEWLINENEWLINEb) The Kowalevskaya-Painlevé singularity analysis [see \textit{R. Conte}, The Painlevé approach to nonlinear differential equations, in: The Painlevé property, one century later, CRM Ser. Math. Phys., 77--108 (1999; Zbl 1034.34103) and the book by \textit{M. J. Ablowitz} and \textit{P. A. Clarkson}, Solitons, nonlinear evolution equations and inverse scattering, Cambridge: Cambridge University Press (1991; Zbl 0762.35001)].NEWLINENEWLINEc) The variational equation approach as a necessary condition for the integrability was studied by \textit{S. L. Ziglin} [Funct. Anal. Appl. 16, 181--189 (1983); translation from Funkts. Anal. Prilozh. 16, No. 3, 30--41 (1982; Zbl 0524.58015) and Funct. Anal. Appl. 17, 6--17 (1983); translation from Funkts. Anal. Prilozh. 17, No. 1, 8--23 (1983; Zbl 0518.58016)], by \textit{H. Yoshida} [Physica D 29, 128--142 (1987; Zbl 0659.70012)] and by \textit{J. P. Ramis} and the reviewer [Galoisian obstructions to integrability of Hamiltonian systems. I, II. Methods Appl. Anal. 8, No. 1, 33--95 (2001; Zbl 1140.37352), 8, No. 1, 97--111 (2001; Zbl 1140.37354) and ``A note of the nonintegrability of some Hamiltonian systems with a homogeneous potential, ibid. 113--120 (2001; Zbl 1140.37353)] and others.NEWLINENEWLINEd) The Poincaré-Arnold-Melnikov integral method as a necessary condition for the real dynamical integrability of some kinds of perturbations of integrable systems [\textit{H. Poincaré}, Les méthodes nouvelle de la mécanique céleste, Tome III. Paris: Gauthier-Villars et Fils (1899; JFM 30.0834.08), \textit{V. I. Arnol'd}, Dokl. Akad. Nauk SSSR 156, 9--12 (1964; Zbl 0135.42602) and \textit{V. K. Mel'nikov}, Trans. Mosc. Math. Soc. 12, 1--56 (1963); translation from Tr. Mosk. Mat. O.-va 12, 3--52 (1963; Zbl 0135.31001)].NEWLINENEWLINEWe remark that the above approaches a)--d) are not independent, and one of the main open problems in the field is to clarify completely the connections among them.NEWLINENEWLINEWith the above in mind, the book under review is devoted to the study of the integrability and non-integrability of dynamical systems. The point of view taken by the author is mainly the singularity analysis, b) above, although other approaches are also considered in the book. After an introductory chapter, where planar fields and the Lorenz system are analyzed, the algebraic point of view is studied in Chapter 2, in particular algebraic integrability and Lax pairs. The singularity analysis starts in Chapter 3 and it is applied to the polynomial (and quasi-polynomial) vector fields in Chapter 4 (this chapter is mainly based on the joint research of the author with other authors, see, for instance, the joint paper of the author with \textit{L. Brenig} [Phys. Lett. A 40, 4119--4121 (1989)]. NEWLINENEWLINEIn Chapter 5, some nonintegrability criteria are given by means of the variational equation, i.e., essentially approach c) above (although the author considers Hamiltonian as well as non-Hamiltonian systems here). The algebraic complete integrability and the variational equation approach for Hamiltonian systems are studied in Chapter 6; in particular, the fundamental theorem by Adler and van Moerbeke on the Painlevé property of algebraic completely integrable systems and Ziglin's theorem on the structure of the monodromy group of the variational equation around a particular solution. As it is observed by the author, Ziglin's theorem was generalized by Ramis and this reviewer in the context of the differential Galois theory. Chapter 7 is devoted to study some relations between approaches b) and d) above for some time-periodic perturbations of systems with a homoclinic orbit to a hyperbolic equilibrium point. It is mainly based on a joint paper of the author with \textit{M. Tabor} [Physica D 85, No. 1--2, 93--125 (1995; Zbl 0894.58023)]. The book ends with Chapter 8, where some open problems are proposed.NEWLINENEWLINEThe book remains at an elementary level, each chapter ends with a list of exercises and 25 pages of references are included. So, it is a nice introductory book for people interested in the field of the integrability (and nonintegrability) of dynamical systems.
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