Solvable Dynamical Systems in the Plane with Polynomial Interactions
Francesco Calogero, Farrin Payandeh

TL;DR
This paper presents examples of algebraically solvable two-dimensional dynamical systems with polynomial interactions, using a novel technique involving the evolution of polynomial zeros to identify solvable systems.
Contribution
Introduces a new method to find algebraically solvable dynamical systems based on polynomial zero evolution, expanding the class of solvable systems.
Findings
Examples of solvable systems with low-degree polynomial interactions
A new technique for identifying algebraically solvable dynamical systems
Explicit solutions based on polynomial zero evolution
Abstract
In this paper we report a few examples of algebraically solvable dynamical systems characterized by 2 coupled Ordinary Differential Equations which read as follows: x_n = P(n) (x1, x2) , n = 1, 2 , with P(n) (x1, x2) specific polynomials of relatively low degree in the 2 dependent variables x1 = x1 (t) and x2 = x2 (t) . These findings are obtained via a new twist of a recent technique to identify dynamical systems solvable by algebraic operations, themselves explicitly identified as corresponding to the time evolutions of the zeros of polynomials the coefficients of which evolve according to algebraically solvable (systems of) evolution equations.
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Taxonomy
TopicsAdvanced Differential Equations and Dynamical Systems · Quantum chaos and dynamical systems · Fractional Differential Equations Solutions
Solvable Dynamical Systems in the Plane with Polynomial Interactions
Francesco Calogeroa,b
, Farrin Payandehc e-mail: [email protected]: [email protected]: [email protected]: f[email protected]
Abstract
In this paper we report a few examples of algebraically solvable dynamical systems characterized by coupled Ordinary Differential Equations which read as follows:
[TABLE]
with specific polynomials of relatively low degree in the dependent variables and . These findings are obtained via a new twist of a recent technique to identify dynamical systems solvable by algebraic operations, themselves explicitly identified as corresponding to the time evolutions of the zeros of polynomials the coefficients of which evolve according to algebraically solvable (systems of) evolution equations.
a**Physics Department, University of Rome ”La Sapienza”, Rome, Italy
b**INFN, Sezione di Roma 1
c**Department of Physics, Payame Noor University, PO BOX 19395-3697 Tehran, Iran
1 Introduction
It has been recently noted [1] that, if the quantities respectively denote the zeros respectively the coefficients of a generic time-dependent monic polynomial of degree ,
[TABLE]
there hold the following identities relating the time evolution of these quantities:
[TABLE]
Notation 1.1. Hereafter all quantities are a priori assumed to be complex numbers, with the following exceptions: indices such as , , take positive integer values (over ranges specified on a case-by-case basis: indeed, in most of this paper the range is limited just to the values and for , and to and or , and for ); while the independent variable (”time”) is real and it is generally assumed to run from [math] to . The -dependence of time-dependent variables such as and is often not explicitly displayed (even, inconsistently, in the same formula: of course when this is unlikely to cause misunderstandings); and superimposed dots on these variables denote of course time-differentiations, . It is of course not excluded that complex numbers take real or imaginary values, as indicated below on a case-by-case basis: indeed the words ”in the plane” in the title of this paper refer to the standard case in which the two coordinates and are interpreted as the real coordinates of a point moving in the Cartesian -plane, or as the complex coordinates of points moving in the complex plane (or, equivalently, of real two-vectors moving in a plane: see below).
Analogous formulas to (2) also exist for higher time-derivatives [2] [3], and via such formulas many new algebraically solvable dynamical systems have been recently identified and discussed, especially dynamical systems characterized by second-order Ordinary Differential Equations (ODEs) of Newtonian type (”accelerations equal forces”): for an overview see [4] and references therein. But in this paper our treatment is confined to systems involving first-order time-derivatives.
In this paper we moreover confine attention to the very simplest such systems: characterized by first-order Ordinary Differential Equations involving only dependent variables. Let us tersely review here—in this very simple context—how this approach works.
Systems of algebraically solvable first-order ODEs for the zeros are obtained from the identities (2) by assuming that the coefficients satisfy themselves an algebraically solvable system of first-order ODEs. Note that in the very simple case with the equations (2) read simply as follows:
[TABLE]
Now assume that the system of ODEs
[TABLE]
be algebraically solvable (of course, for an appropriate assignment of the functions and ). Then the system
[TABLE]
is as well algebraically solvable, because it clearly corresponds to (3) via the identities
[TABLE]
clearly associated to the polynomial (1) with ,
[TABLE]
Indeed the solution of its initial-values problem—to compute and via (3) from the assigned initial data and —can be achieved via the following steps: (i) from the initial data and compute the corresponding initial data and via the simple formulas (6) (at ); (ii) compute and from the initial data and via the, assumedly algebraically solvable, system of evolution equations (4) characterizing the time-evolution of these variables; (iii) the variables and are then obtained as the zeros of the, now known, polynomial (7) (via an algebraic operation, indeed one that in this case of a polynomial of second-degree can be performed explicitly: note however that this operation yields a priori indistinguishable functions with ; to identify which is and which is these solutions must be followed back—by continuity in time, from the time to the initial time [math]—to identify which one of them corresponds to the initially assigned data respectively ).
The new twist of this approach on which the findings reported in this paper are based is to assume that the two functions with —besides implying the solvability of the system (4)—feature the additional properties to be polynomial in their arguments and moreover to satisfy identically—i. e., for all values of the variable —the relation
[TABLE]
which clearly implies that the polynomials
[TABLE]
contain both the factor . Therefore this condition (8) is sufficient to imply that the system of ODEs (5) in fact feature a polynomial right-hand side:
[TABLE]
with polynomial in its arguments.
In the following Section 2 we discuss a rather simple example manufactured in this manner (hereafter referred to as Example 1), the equations of motion of which read as follows:
Example 1:
[TABLE]
with and two arbitrary parameters.
In Section 3 and its subsections we discuss other somewhat analogous models (hereafter referred to respectively as Examples 2,3,4) obtained via a recent development of the above approach to identify algebraically solvable dynamical systems, in which the role of the generic polynomial (1) is however replaced by a polynomial featuring, for all time, one double zero [5]. The equations of motion characterizing these dynamical systems read as follows:
Example 2:
[TABLE]
[TABLE]
Example 3:
[TABLE]
Example 4:
[TABLE]
again, in each of these cases, with and two arbitrary parameters.
Remark 1.1. Of course in all these examples the presence of the a priori arbitrary parameters and is somewhat insignificant: indeed, both can clearly be replaced by *unity *by rescaling the independent variable () and the dependent variables () (with obvious appropriate assignments of the parameters and ). Moreover all these examples with an arbitrary nonvanishing value of the parameter can be obtained via analogous models with via a simple change of the independent variable (see below Subsection 4.2). While models featuring more arbitrary parameters can be derived from these via a simple change of dependent variables (see below Subsection 4.1).
Indeed, in Section 4 and its subsections we tersely outline some variants of the examples discussed in Sections 2 and 3, thereby enlarging the class of algebraically solvable dynamical systems identifiable via the technique introduced in this paper. These models might be of interest in applicative contexts: indeed, dynamical systems of the type discussed in this paper play a role in an ample variety of such contexts (say, from population dynamics to chemical reaction to econometric projections, etc.: you name it). But in this paper we merely focus on the presentation of the technique that subtends the identification of this kind of algebraically solvable dynamical systems characterized by coupled systems of first-order ODEs with polynomial right-hand sides, see (10).
Finally Section 5 mentions possible future developments of these findings.
2 Example 1
In this Section 2 we demonstrate the algebraically solvable character of the dynamical system (11).
The starting point of our treatment is the dynamical system (3) with
[TABLE]
corresponding to (4) with
[TABLE]
where are a priori arbitrary parameters.
These equations of motion clearly imply that the condition (8) is satisfied provided
[TABLE]
and it is as well easily seen that there then obtains the system (11) with , , via the insertion of (15) in (3) (of course with and : see (6)).
On the other hand it is easily seen that the system (15) is explicitly solvable: indeed the equations of motion (15) clearly imply the second-order ODE (of Newtonian type: ”acceleration equal force”)
[TABLE]
namely, via (17),
[TABLE]
This second-order ODE—which is of course integrable via two quadratures—is clearly the Newtonian equation of motion of the simplest anharmonic oscillator (although, in the real domain, with a force that at large distance pushes the solution away from the origin). The most direct way to demonstrate the algebraically solvable character of this equation of motion is to exhibit its solution which—as the interested reader will easily verify—reads, in terms (for instance) of the first Jacobian elliptic function (see for instance [6]), as follows:
[TABLE]
where and are determined in terms of the parameter as follows:
[TABLE]
is determined in terms of the initial datum as follows,
[TABLE]
and the parameter is determined in terms of the initial data and as the solution of the following algebraic equation
[TABLE]
where of course (see the first (15) with (17))
[TABLE]
And of course, once is known, is given directly by the first (15) with (17).
Remark 2.1. For given assigned values of and (hence , see (24)), (23) is a quadratic equation for ; the choice of the appropriate solution for among the solutions of this elementary equation must of course be made cum grano salis.
3 Examples 2, 3 and 4
In the 3 subsections of this Section 3 we demonstrate the algebraically solvable character of the dynamical systems (12), (13) and (14).
But let us first summarize some relevant findings of [5].
Let be a time-dependent polynomial of third degree in its argument which, for all time, features a double pole:
[TABLE]
This of course implies that its coefficients are expressed as follows in terms of the double zero and the *zero *(of unit multiplicity) :
[TABLE]
and correspondingly that the coefficients are, for all time, related to each other by the (single) condition implied by the simultaneous vanishing at of both and its -derivative :
[TABLE]
[TABLE]
In an analogous manner (see the treatment in Section 2, and if need be [5]) it is possible to obtain the following pairs of formulas (analogous to, but of course somewhat different from, the formulas (3)):
[TABLE]
[TABLE]
[TABLE]
It is then clear—in close analogy to the treatment described above (see Section 1)—that each of these pairs of formulas opens the way to the identification of algebraically solvable dynamical systems involving the dependent variables and : as separately discussed in the following subsections.
3.1 Example 2
In this Subsection 3.1 we demonstrate the algebraically solvable character of the dynamical systems (12).
Now the starting point of our treatment is—instead of the system (3)— the slightly different system (29). Clearly this system is solvable by algebraic operations if the quantities and satisfy the system (4) and this system is itself solvable. Then the system satisfied by the variables and —obtained by replacing, in the right hand side of (12), and via the equations of motion (4)—reads
[TABLE]
corresponding now to the assignment (26) (instead of (6)) of and in terms of x_{1}\left(t\right)\and .
It is now clear that the conditions on the functions and which are sufficient to guarantee that the right-hand side of the equations of motion (32) be polynomial in the dependent variables and are that these functions and be themselves polynomial in their variables and and moreover that there hold identically—i. e., for all values of —the relation
[TABLE]
We now assume that the time-evolution of the quantities and be again characterized by the equations of motion (15)—the solvable character of which has been pointed out in Section 2—hence by the assignments (16) of the two functions and . It is then easily seen that the condition (33) entails now the relations
[TABLE]
(instead of (17)).
It is then easily seen that the corresponding dynamical system satisfied by the coordinates and is just the system of ODEs (12) (with ).
There remains to report—from [5]—how to obtain from the variables and the variables and The variable is that one of the roots of the—of course explicitly solvable—second-degree polynomial equation in
[TABLE]
(see (28)) which, by continuity in corresponds at to the initially assigned datum While is then given by the formula
[TABLE]
(see the first of the 3 formulas (26)).
3.2 Example 3
In this Subsection 3.2 we demonstrate the algebraically solvable character of the dynamical systems (13).
Now the starting point of our treatment is the system of coupled ODEs (30). Clearly this system is solvable by algebraic operations if the quantities and satisfy the system
[TABLE]
and this system is itself solvable (of course for an appropriate assignment of the functions and ). Then the system satisfied by the variables and —obtained by replacing, in the right-hand side of (30), and via these equations of motion (37)—reads
[TABLE]
corresponding to the assignment (26) of and in terms of x_{1}\left(t\right)\and ; and it is easily seen that sufficient conditions to guarantee that this become a system of ODEs featuring in their right-hand sides a polynomial dependence on the dependent variables x_{1}\left(t\right)\and are that these functions and be themselves polynomial in their variables and and moreover that there hold identically—i. e., for all values of —the relation
[TABLE]
Let us now assume that the two functions and read as follows:
[TABLE]
so that the system (37) reads
[TABLE]
Here the parameters are a priori arbitrary, but clearly to satisfy (39) it is necessary and sufficient that (as we hereafter assume, in this Subsection 3.2)
[TABLE]
It is then a matter of trivial algebra to verify that the corresponding system of ODEs for the dependent variables and is just (13), with , .
It is on the other hand easily seen that the system (41) is explicitly solvable: by firstly integrating by a quadrature the ODE satisfied by the dependent variable and by then integrating the linear ODE satisfied by the dependent variable . There results the following neat expressions of the variables and :
[TABLE]
[TABLE]
The subsequent computation of the dependent variables and from the quantities and can then be easily performed: it involves the algebraic operation of solving a cubic equation (a task which can actually be performed explicitly), as the interested reader will easily ascertain (or, if need be, see [5]).
Remark 3.2.1. If the parameter is imaginary— (with, here and hereafter, the imaginary unit, so that ) and is real and nonvanishing, —both coefficients and are clearly periodic with period , see (43) with (44): actually is clearly periodic with period ; while is certainly periodic with period but—depending on the value of the initial datum —it might also be periodic with period . Hence the coordinates and are themselves periodic with period (or possibly a small integer multiple of see [7] [8]).
3.3 Example 4
In this Subsection 3.3 we demonstrate the algebraically solvable character of the dynamical systems (14).
Now the starting point of our treatment is system (31). Clearly this system is solvable by algebraic operations if the quantities and satisfy the system
[TABLE]
and this system is itself solvable (of course for an appropriate assignment of the functions and ). Then the system satisfied by the variables and —obtained by replacing, in the right-hand side of (31), and via these equations of motion (45)—reads
[TABLE]
corresponding to the assignment (26) of and in terms of x_{1}\left(t\right)\and ; and it is easily seen that sufficient conditions to guarantee that this become a system of ODEs featuring in their right-hand sides a polynomial dependence on the dependent variables x_{1}\left(t\right)\and are that these functions and be themselves polynomial in their variables and and moreover that there hold identically—i. e., for all values of —the relation
[TABLE]
Let us now assume that the two functions and read as follows:
[TABLE]
so that the system (37) reads
[TABLE]
Here the parameters are a priori arbitrary, but clearly to satisfy (47) it is necessary and sufficient that (as we hereafter assume, in this Subsection 3.3)
[TABLE]
It is then a matter of trivial algebra to verify that the corresponding system of ODEs for the dependent variables and is just (14), with , .
It is on the other hand easily seen that the system (49) is explicitly solvable: it is indeed, up to simple notational changes, identical to the system (41) discussed in the preceding Subsection 3.2.
And the subsequent computation of the dependent variables and from the quantities and can as well be easily performed: it involves again the algebraic operation of solving a cubic equation (a task which can actually be performed explicitly), as the interested reader will easily ascertain (or, if need be, see [5]).
4 Variants
In this Section 4 and its subsections we tersely outline some interesting variants of the algebraically solvable models discussed above, which might be of interest for possible utilizations of these findings in applicative contexts.
4.1 First variant
Each of the dynamical systems identified above as algebraically solvable—see (11), (12), (13), (14)—features only arbitrary parameters, and . Systems featuring more free parameters can of course be obtained from these via the trivial change of dependent variables
[TABLE]
featuring the parameters , , . This change of variables is easily inverted:
[TABLE]
where, here and hereafter,
[TABLE]
Clearly the properties of algebraic solvability are not affected, although the relevant formulas become marginally more complicated, requiring the solution of some (purely algebraic) equations. On the other hand the new systems of ODEs satisfied by the new dependent variables and feature now several more free parameters. For instance for Example 1 the equations that replace (11) read as follows:
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
Note that if then and the equations of motion (54) have homogeneous right-hand sides (of degree ) featuring only the coefficients with and expressed in terms of the arbitrary parameters and with and taking the values and .
It is left to the interested reader to obtain analogous formulas for Examples 2, 3, 4.
4.2 Second variant
If the (autonomous)* *system of coupled ODEs
[TABLE]
features homogeneous functions satisfying the scaling property
[TABLE]
(where is an arbitrary parameter), then by setting
[TABLE]
one gets for the new dependent variables the new (autonomous!) system
[TABLE]
Then—if the original system (63) is algebraically solvable—the solutions of this system satisfy interesting properties: in particular, if is imaginary—with a nonvanishing real parameter and* * a real rational number—then all solutions of these systems (66) are completely periodic with some rational integer multiple of the basic period (isochrony!). For more details on the transformation (65) and its implications see [8] and references therein.
Note that the dynamical systems of Examples 1,2,3,4 belong to the class (64) if the parameter vanishes, : with in the cases of Examples 1 and 2 (see (11) and (12)), with in the case of Example 3 and in the case of Example 4 (see (13) and (14)); and these properties continue to hold after the generalization described in the preceding Subsection 4.1, provided the parameters and vanish, (see (51)).
4.3 Third variant
Let us note that the dynamical systems detailed in the Examples reported above can be reformulated as describing the evolution of real -vectors lying in a (real) plane. Indeed set
[TABLE]
[TABLE]
Then—as the diligent reader will easily verify—the version of (11) yielded by this notational change reads as follows:
[TABLE]
Here of course the dot among two vectors denotes the standard scalar product, and . Note the covariant character of these equations.
The interested reader will have no difficulty to reformulate in an analogous manner the equations of motion (12) of Example 2; and analogous reformulations of the equations of motion of Examples 3 and 4 are also possible (hint: before applying the same procedure as indicated above, see (67) and (68), replace with in (13), and with in (14)).
5 Outlook
The literature on the simple kind of dynamical systems treated in this paper is of course vast; see for instance [9], [10] and standard compilations of solvable ODEs such as [11]. But it seems to us that—in spite of their simplicity—the findings reported in this paper (including their variants mentioned in Section 4) are new.
Further applications of the approach described in this paper are of course also possible: for instance by exploiting the extension of the results of [5] to time-dependent polynomials featuring zeros of arbitrary multiplicity (see some progress made in this direction by Oksana Bihun’s recent paper [12]; we report additional progress in [13])); or by exploiting the extensions of the fundamental results—such as (2)—on which the findings reported in this paper are based, from polynomials to rational functions [14].
And of course extensions of the approach of this paper to systems of higher-order ODEs (including in particular second-order ODEs of Newtonian type: ”accelerations equal forces”), to PDEs, to discrete-time evolutions (see [4] and [15]) deserve further investigations.
6 Acknowledgements
FP likes to thank the Physics Department of the University of Rome ”La Sapienza” for the hospitality from March to July 2018 (during her sabbatical), when the results reported in this paper were obtained.
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[1] F. Calogero, “New solvable variants of the goldfish many-body problem”, Studies Appl. Math. 137 (1), 123-139 (2016); DOI: 10.1111/sapm.12096.
- 2[2] O. Bihun and F. Calogero, “Novel solvable many-body problems”, J. Nonlinear Math. Phys. 23 , 190-212 (2016). DOI: 10.1080/14029251.2016.1161260.
- 3[3] M. Bruschi and F. Calogero, “A convenient expression of the time-derivative z n ( k ) ( t ) superscript subscript 𝑧 𝑛 𝑘 𝑡 z_{n}^{(k)}(t) , of arbitrary order k 𝑘 k , of the zero z n ( t ) subscript 𝑧 𝑛 𝑡 z_{n}(t) of a time-dependent polynomial p N ( z ; t ) subscript 𝑝 𝑁 𝑧 𝑡 p_{N}(z;t) of arbitrary degree N 𝑁 N in z 𝑧 z , and solvable dynamical systems”, J. Nonlinear Math. Phys. 23 , 474-485 (2016).
- 4[4] F. Calogero, Zeros of Polynomials and Solvable Nonlinear Evolution Equations , Cambridge University Press, Cambridge, U. K., 2018 (in press, about 170 pages).
- 5[5] O. Bihun and F. Calogero, “Time-dependent polynomials with one double root, and related new solvable systems of nonlinear evolution equations”, Qual. Theory Dyn. Syst. (2018). doi.org/10.1007/s 12346-018-0282-3; http://arxiv.org/abs/1806.07502.
- 6[6] A. Erdélyi (editor), Higher Transcendental Functions , vol. 2, Mc Graw-Hill, New York, 1953.
- 7[7] D. Gómez-Ullate and M. Sommacal, ”Periods of the Goldfish Many-Body Problem”, J. Nonlinear Math. Phys. 12 , Suppl. 1, 351-362 (2005).
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