Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 20 / 3

On a $2n$-dimensional symplectic manifold, a completely integrable Hamiltonian system has $n$ first integrals in involution $F_1=H,F_2,\dots ,F_n$ whose differentials are independent almost everywhere, hence on a dense open regular set:An equivalent formulation allows $H$ to be a function of the $n$ commuting independent integrals. The independence requirement is on the regular set, permitting exceptional critical points and singular fibres.

For example, on ${\mathbb{R}}^{2n}$ take $H={\sum }_{j=1}^n{E}_j$ with $E_j=(p_j^2+{\alpha }_j^2{q}_j^2)/2$ and ${\alpha }_j>0$. The disjoint coordinate pairs make all Poisson brackets $\{E_i,E_j\}$ zero, and the differentials are independent whenever no pair $(q_j,p_j)$ vanishes. Replacing $E_1$ by $H$ is an invertible linear map of this list. Thus $F_1=H,F_j=E_j$ for $j\ge 2$ give the required example. Irrational frequency ratios affect orbit density, but not complete integrability.

The Arnold-Liouville theorem concerns a connected compact component $L$ of a regular common level of $n$ commuting independent smooth functions $F=(F_1,\dots ,F_n)$ on a $2n$-dimensional symplectic manifold. It states that $L$ is a Lagrangian torus, and that a neighbourhood of $L$ has action-angle variablesin which every $F_i$ depends only on $I$. If $H=F_1$ or, more generally, $H=h(F)$, its Hamiltonian flow satisfiesAngles have period $2\pi$ here. The theorem is local near this regular compact component; it does not assert globally defined action-angle variables across singular levels or over an entire base with monodromy.

First, $L$ has dimension of a manifold $n$ by the submersion theorem. The Hamiltonian vector fields $X_{F_i}$ are independent, tangent to $L$, and commute. They span $TL$. Moreoverso $L$ is a Lagrangian submanifold. Compactness makes these restricted vector fields complete. Their joint flow is an ${\mathbb{R}}^n$-action on $L$. Its orbits are open because the fields span $TL$, so connectedness gives one orbit. The stabilizer $\Lambda$ of a point is discrete by the inverse function theorem, andCompactness forces $\Lambda$ to be a full-rank Euclidean lattice: otherwise an unbounded linear coordinate transverse to its span would descend to the quotient. Thus $L$ is an $n$-torus.

Next choose a small ball of regular values near $F(L)$ and a neighbourhood $N$ of this component which is a product family of compact tori $L_c$. This local trivialization follows directly by choosing transverse vector fields $Z_j$ with $d{F}_i(Z_j)={\delta }_{ij}$ and lifting short radial paths in the base; compactness of $L$ gives a uniform neighbourhood where their flows exist. Hence $N$ deformation retracts onto $L$. The commuting joint flows on nearby fibres have smoothly varying full-rank Hamiltonian period lattices. A basis $t^{(j)}(c)\in {\mathbb{R}}^n$ of their periods can be chosen smoothly on this small ball: continue the return equations from a basis at the central fibre, using their nonsingular vertical flow derivatives and the implicit function theorem. No global choice of lattice basis is needed.

Because $\omega {|}_L=0$ and $N$ retracts onto $L$, its closed symplectic form is exact on $N$. Choose a one-form $\lambda$ with $d\lambda =-\omega$. Let ${\gamma }_j(c)$ be the smoothly continued cycles represented by the period basis and define the action integralsFor a transverse variation $v$ of the fibre, differentiating a cycle integral and using Cartan's magic formula eliminates the integral of the exact term. With the cycle parametrized by the joint-flow time $t^{(j)}$, this givesThusThe period matrix is nonsingular, so $I$ gives coordinates on the base. The corresponding Hamiltonian vector fields satisfyTheir time-$2\pi$ flows return along the basis cycles. They commute because each $I_j$ is a function of the commuting $F_i$. Consequently they give a free torus action on $N$.

Choose a section over the action-coordinate ball and use this torus action to define angles $\theta$. Since $X_{I_j}={\partial }_{{\theta }_j}$, the symplectic form takes the formThe closed base two-form $\beta$ is exact on the ball: write $\beta =d\alpha$, $\alpha ={\sum }_j{a}_j(I)d{I}_j$, by the Poincaré lemma. Changing the angular origins by ${\theta }_j^{\prime }={\theta }_j+a_j(I)$ removes this term, since ${\sum }_{j}d{\theta }_j^{\prime }\wedge d{I}_j=\omega$. This completes the construction of action-angle variables. The functions $F_i$ are constant on the fibres, so are functions of $I$ alone, and Hamilton's equations give the claimed straight-line motion. This proves both the topological and symplectic parts of the Arnold-Liouville theorem.