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E ective solutions of Clebsch and C. Neumann systems

Angel Zhivkov and Ognyan Christov

y

Faculty of Mathematics and Informatics, Soa University, 5 J. Bourchier blvd., 1164 Soa, Bulgaria

e-mails: zhivkov@fmi.uni-soa.bg christov@fmi.uni-soa.bg 30.01.1998

Abstract

We solve in Riemann theta functions the classical Clebsch system and its particular case { the C. Neumann system. Going from a new Lax representation (with rational parameter) we work out the solutions. Separately, using relations between theta func- tions, we check that the corresponding expressions in theta functions satisfy Clebsch and Neumann systems.

Table of contents

1 Introduction 1

2 Algebro{geometric integration 7

3 Proof of Theorem 2 15

4 Closed geodesics on the 3{axial ellipsoid 22

1 Introduction

The equations of motion of a rigid body in an ideal uid are 3, 6, 5]

x_ = x @H@p p_ = x @H@x + p @H@p (1)

where H is certain quadratic form in x and p. A nontrivial integrable case of equations (1) is the Clebsch case which is characterized with

H = 12X3

j=1(ajp2j +cjx2j) (2)

Partially supported by DFG project number 436 BUL 113/86/5

yPartially supported by Grant MM 523/95 with the Ministry of Science of Republic Bulgaria

1

(2)

and c2;c3

a1 +c3;c1

a2 +c1;c2 a3 = 0: (3)

The Clebsch case (2), (3) can be easely reduced to the system with the Hamiltonian H = 12X3

j=1(p2j +ajx2j) = h1 (4)

and then (3) is automatically satised 5]. So, the Clebsch system takes the form x_1 = p3x2;p2x3 p_1 = (a3;a2)x3x2

x_2 = p1x3;p3x1 p_2 = (a1;a3)x1x3 (5) x_3 = p2x1;p1x2 p_3 = (a2;a1)x1x2

where a1 a2 a3 are dierent and nonzero constants. In vector notations the system reads x_ = x p x= (x1x2x3) p= (p1p2p3)

p_ = x Ax A= diag(a1 a2 a3): (6)

The additional rst integrals are

h2 =a1p21+a2p22+a3p23 ;a2a3x21;a3a1x22;a1a2x23 h3 =x1p1+x2p2+x3p3 = hx pi

h4 =x21+x22+x23 :

Theorem 1

The Clebsch system (5) is equivalent to the Lax equation L_ = LM] =LM ;ML

(7) L=

0

B

B

B

@

1=a1 0 0 0

0 1=a2 0 0 0 0 1=a3 0

0 0 0 0

1

C

C

C

A

+

0

B

B

B

@

0 ;p3=pa1a2 p2=pa3a1 ix1=pa1 p3=pa1a2 0 ;p1=pa2a3 ix2=pa2

;p2=pa3a1 p1=pa2a3 0 ix3=pa3

;ix1=pa1 ;ix2=pa2 ;ix3=pa3 0

1

C

C

C

A

M =

0

B

B

@

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1

1

C

C

A+i

0

B

B

@

0 0 0 ;pa1x1

0 0 0 ;pa2x2

0 0 0 ;pa3x3

pa1x1 pa2x2 pa3x3 0

1

C

C

A satis ed for every 2C.

The proof is straightforward.

A Lax representation for the Clebsch system, quadratic in the spectral parameter, is found in 15]. Another Lax pair, with parameter varying on an elliptic curve, is found in 1].

The kind of the Lax pair (7) aords to connect in a simple way the Clebsch system and Manakov's geodesic ow on SO(4) 11].

(Z +h):= Z +h(Z) +h] Z = (zij)2so(4) 2

(3)

= diag(1234) = diag(1234) (Z) = (ijzij) ij = i ;j

i ;j: This connection is well known and an isomorphism between the two cases is established in 2] with the help of above mentioned Lax pair with the spectral parameter varying on an elliptic curve.

In our case, the Clebsch system can be presented as a geodesic ow on SO(4) with the specic metric

12=13=23= 0 j4 =;aj j= 123: The explicite change of variables is linear:

;z1 z2 z3 z4 z5 z6 =

p1

pa2a3 ppa12a3 ppa31a2 ; ix1

pa1 ; ix2

pa2 ; ix3

pa3

: The aim of this article is to solve the system (5).

Given a Lax pair (LM), there exists an algorithm called algebro{geometric integration, leading to an integration of the system (5), that is to representation of x1x2x3p1p2p3 as certain functions depending of the time t. These functions are always theta functions.

Especially convenient and simple formulae are found by Dubrovin 5].

Let us sketch the algorithm of the algebro{geometric integration. Using the Lax equation (7), one constructs the algebraic curve:

C : det;L();=4+I13+I222 +I33+I42+I5+I62+I7 = 0 (8)

where

I1 = ;1=a1;1=a2;1=a3 I2 = (a1+a2+a3)(a1a2a3);1 I3 = ;(a1a2a3);1

I4 = ;I3h2 I5 = I3h1;I2h4 I6 = I3h4

I7 = I3h23 :

are rst integrals of the system (5). Therefore, the curve C does not depend on t. Adding four innite points

1j = =1 = 1aj

j = 123 14 ==1 = 0 we compactify the curve C to a (closed) Riemann surface ; of genus 3.

Next, we x a canonical basis in the one{dimensional homologies H1(;Z). This basis denes the matrix of the periods B of ;. B is a symmetric (3 3) matrix with negatively dened real part: Bt=B and ReB <0.

The lattice of the periods = f2iN+BMjNM 2Z3g has rank 6. The Jacobi variety (Jacobian of ;)

J(;) =C3= is a six{dimensional real torus.

3

(4)

Let us dene the Riemann theta functions of genus 3. Recall that the Riemann theta function of genus g with characteristics mn2Rg is given by its Fourier series

B mn ](z) = mn ](z) = X

M2ZgexpDB 2

M +m 4

+z+in M + m 2

E (9)

z 2 Cg, B is a symmetric (g g) matrix, ReB < 0 7]. If m and n are integers 1, they are called semi-periods.

Finally, we write down the solutions of (5) as functions 3, which are ratios of genus 3 theta functions with arguments z = z(t) 2 C3, linearly depending on the time t { it is said that the ow of (5) is linearized on the Jacobian J(;) of ;. The functions 3 depend on certain constants which are Abelian integrals on ;.

In this paper, the term \eective" has been used in the following sense. We consider that eective mathematical operations are summation, subtraction, multiplication, division and in- nite summation when the sum is an entire function. The solutions of certain dynamical system are considered eective, when the general solution of the system is expressed via eectively computing functions.

For example, theta functions are eectively computed if there are no restrictions for the argument z 2Cg and the matrixB.

The obtained in 5] theta functions 3 are not eective. One of the reasons is the symmetry L(;) =;Lt() M(;) =;Mt()

of the Lax matricesLandM. This symmetry means that there exists an holomorphic involution , acting on the Riemann surface ;:

: ;!; () = (;;) 2 = identity:

The involutionhas 4 xed points: 11121314. Hence, by the Riemann{Hurwitz formula, the factor{surface ;1 = ;= has genus 1, i.e. is an elliptic curve2. The Jacobian J(;1) of ;1 is a two{dimensional real torus, dened by a rank two sublattice 2 of the lattice . The factor

Prym(;)def= J(;) J(;1)

is a two{dimensional complex variety, called Prym variety of ; relative to 7].

The symmetry makes the three{dimensional theta functions factor in two{dimensional and one{dimensional theta functions 7]. Then, the solutions 3 of (5) are reduced to ex- pressions 21, including two{dimensional theta functions with arguments on Prym(;) and one{dimensional theta functions with arguments on J(;1).

On the other hand, the elliptic theta functions onJ(;1) can be reduced to two{dimensional theta functions exactly on Prym(;). This can be done using the Fay formula 7, p.219]. As a result we get formulae only in terms of theta functions on Prym(;).

In section 2, using two Fay formulae we get rid of the noneectivity in 2. The main result of this paper is the following theorem, giving eective solutions of the Clebsch system (5).

1Usually the notationsm=2 andn=2 instead ofmandnare used. We prefer the integer notations.

2This is the curve where the parameterfrom the Lax pair in 1] vary

4

(5)

Theorem 2

Let

is an arbitrary symmetric (2 2) matrix with negatively de ned real part

r 6= 0 anda0 are arbitrary complex constants

= (12) and z0 = (z01z02) are arbitrary vectors in C2 . De ne

theta functions mn11mn22](u) =mn11mn22](u) , m1m2n1n2 2Z u2C2

the vector U = (U1U2) =

=

0

@0100]()@1010]()

@2 ;1010]()@0100]()

@2 1100]()@0100]()

@1 ;1000]()@1100]()

@1

1

A

the dierentiation @U =U1@@1 +U2@@2 := 0

the constants h =ln0100]();ln1000]()()0 and K =ln()1000]()0

the vector z =z0+tU

Then the general solution of the Clebsch system (5) is given by x1 = r

W

n0101]()0101](z) +1011]()1101](z)o x2 = ir

W

n1111]()1111](z) +0111]()0111](z)o x3 = ;r

W

n0110]()0110](z) +1110]()1110](z)o p1 = ;i

W

n@U0101]()0101](z) +@U1101]()1011](z)o+hx1 p2 = 1W

n@U1111]()1111](z) +@U0111]()0111](z)o+hx2 p3 = i

W

n@U0110]()0110](z) +@U1110]()1110](z)o+hx3 (10)

W = 1000]()0100](z) +1100]()1100](z) a1 = 0 00101]();K 01001]()

1001]() +a0 a2 = 0 01111]();K 01111]()

1111]() +a0 a3 = 0 00110]();K 01010]()

1010]() +a0 : 5

(6)

Following the above described procedure for algebro{geometric integration, in section 2 we prove Theorem 2. In section 3 we prove Theorem 2 again using only relations between theta functions.

So, the solutions of the Clebsch system (5) are parameterized by the points of 9{dimensional open in C9 subset

=

=

11 12 12 22

r a0= (12) z0 = (z01z02)j Re<0 r6= 0

: The constants 111222ra012z01z02 are called algebro{geometric coordinates of the system (5). The two{dimensional torus, dened by xing ra0 is parameterized by the points z0 2Prym(;). The vector U =U() is the winding vector on this invariant under the ow (5) torus.

Non-eective solutions for the Clebsch system are found by K!otter 10], see also 1]. In the K!otter's formulae, the vector is xed and a1a2a3 are parameters of the problem. As it is seen from Theorem 2, expressing via a1;a0 a2;a0 and a3;a0 is a transcendent problem.

Probably, this is the reason that in 10] and 1] the winding vector U and p1p2p3 are not explicitly computed.

A requirement for eectivity of the solutions is the presenting the solutions as fast converging series. This is always true for the theta functions due to the condition ReB <0 (or Re<0).

Remark.

The choice of the semi-periods of the theta functions in Theorem 2 is not canon- ical. It depends on the choice of the basis in H1(;Z). It turns out that there exist 15 types of similar formulae. Every type corresponds to a nonzero period, equal to the dierence be- tween the rst and the second group of theta periods in the formulae for x1x2::: p3. In Theorem 2, this dierence is the semi-period 10 00] mod(2). Adding the permutations between x1Wx2Wx3W and W one obtains 4!15 = 360 relations between theta functions, solving (5).

In 10], K!otter uses one of these variants.

The special case of the Clebsch system, when the integralhpxi vanishes, is called C. Neu- mann system and describes the motion of a particle on the sphere in the eld of quadratic potential 14, 13]. It turns out that hpxi= 0 i

2S =

8

<

:

: @0100]()

@1 @1100]()

@2 = @0100]()

@2 @1100]()

@1

9

=

: In addition, the C. Neumann system is invariant under the changes

U !ekU pi !ekpi ai !e;2kai i = 123

for all constants k. Then, instead of to be a point on the one{dimensional variety S, we can x = 0 andk 2C.

The constants 111222ka0z01z02 are algebro{geometric coordinates of the C. Neu- mann system.

6

(7)

Theorem 3

The general solution of the C. Neumann system is x1 = 0011]0011](z)

0010]0010](z) p1 =;i@U1101]1101](z)

0100]0100](z) a1 = @U20011] 0011] ;a0 x2 = i 1111]1111](z)

0100]0100](z) p2 = @U0111]0111](z)

0100]0100](z) a2 = @U21111] 1111] ;a0 (11)

x3 = ;0110]0110](z)

0100]0010](z) p3 = i@U1110]1110](z)

0010]0010](z) a3 = @U20110] 0110] ;a0

Herez =z0+tU, abcd]def= abcd](00), U =k@@21100] ;@@11100], k is an arbitrary constant and r = 1.

Of course, there are 360 possible variants of solutions. Two of them are used in 13, 1], where non-eective (according to accepted in this paper denition) are only the vectors U.

Next, well known change of variables (see (72), section 4) brings the ow of C. Neumann system into the geodesic ow on the ellipsoid 12, 13]. In 16], Weierstrass deals with one of the 360 variants of the relations between theta functions, solving the equation of the ellipsoid x21=a1+x22=a2+x23=a3 = 1.

In section 4, we answer the question when a geodesic on the three{axial ellipsoid is closed#

the answer requires a check whether some theta constant is a rational number.

2 Algebro{geometric integration of the Clebsch system

In this section we realize in details the sketched in the introduction scheme for algebro{geometric integration of the Clebsch system (5). As a result we obtain the formulae for x1x2x3 from the Theorem 2. We comment algebro{geometric coordinates for the Clebsch system by the end of the section.

2.1 Lax pair for the Clebsch system

Straightforward calculations show that the Clebsch system is equivalent to the Lax equation L_ = LM] =LM ;ML, where the matrices L() andM() are dened by (7).

2.2 Riemann surface ; , connected to the Lax equation

Using the matrix L(), we construct the at algebraic curve of degree four

C : det;L();=4+I13+I222+I33+I42+I5+I62+I7 = 0: The coe$cients I1::: I7 of C are polynomials of x1x2x3p1p2p3a1a2 and a3 and are rst integrals of the Clebsch system. If the curve C is non{singular, its genus is equal to

1

2(4;1)(4;2) = 3.

7

(8)

The curve C is compactied by adding four innite points

1k =;=1 ==ak k= 123 14 =;=1 =;I3=I6: The Riemann surface ; = C11121314 has genus 3.

Next, we construct all necessary for the integration of (5) and standard for the theory of Riemann surfaces 7, 8] objects.

Let123123be a basis of cycles in the one{dimensional homologiesH1(;Z) with intersection indices

jk =j k = 0 jk =;kj =jk jk= 123 jk is the Kronecker symbol.

Fix the basis!1!2!3 of holomorphic on ; dierentials, normed by

Z

j!k = 2ijk jk = 123 i=p;1 : Denote by B the matrix of the periods for the Riemann surface ; :

B = (Bjk)3jk=1 Bjk =

Z

j!k :

Let = 2iN +BN j NM 2Z3

be the lattice of the periods of ;. has rank 6 in C3 =R6. The Jacobian of ; J(;) =C3=

is a six dimensional real torus. Let

Div(;) =nD=XN

k=1nkPkjnk 2ZPk 2;o

be the group of divisors on ;# degD=PNk=1nk is the degree of the divisor D and Divp(;) are all divisors of degree p (p2Z). Then, the JacobianJ(;) is isomorphic to Div0(;) modulo the principal divisors, i.e:the divisors of the meromorphic functionsf : ;!CP1. This isomorphism is realized via Abel's map

A : Div0(;) ! J(;) (12)

D=XN

k=1(Pk;Qk) 7! A(D) = XN

k=1

Z Pk

Qk (!1!2!3) :

Remark

. We shall write D instead of A(D) for the Abel's map when this is not mislead- ing. The same notations we shall also use for the multi-valued because of dierent possible integration paths between the points Pk and Qk Abel's map (12) A : Div0(;)!C3.

LetB(z) z 2C3, be the theta function on ; and ^4be the Riemann theta divisor 8]. The Riemann theta divisor ^4possess the fundamental property that for every two pointsP1P2 2;,

B(P1+P2;4^) = 0 : 8

(9)

Let PQ PQ 2;, be the abelian dierential of third kind with simple poles in P and Q, residues (+1) in P, (;1) in Q and zero {periods.

Finally, dene the prime{formE(PQ) PQ2; on Riemann surface ;, via E2(PQ) =

;f(P);f(Q)2 df(P)df(Q) exp

Z

;P+f;1(f(P))

;Q+f;1(f(Q)) PQ (13)

where f : ;!CP1 is an arbitrary meromorphic function 7].

2.3 Dubrovin's formulae for the matrix M

When the diagonal elements Mkk and Mjj of the matrix M in the Lax equation are dierent, then there exist simple formulae in theta functions for the entries Mkj and Mjk of M 5]. In the Lax pair (7), M44 6=M11 =M22 =M33 and Mk4 =;M4k,k = 123. Then, fork = 123

M4kMk4

ak =x2k = B(1k;14+ ^z0 +tU^)B(14;1k+ ^z0 +tU^) akB2(^z0+tU^)E2(1k14)d;1(1k)d;1(14) # (14)

the integration paths k from14 to1k are xed and same for (1k;14) =A(1k;14) and E(1k14)# ^U 2 C3 is the vector of the {periods of the Abelian dierential ^ with a singularity (;d)+(holomorphic part) in14 and zero {periods. The vector ^U reads

U^ = (^U1U^2U^3) = 1 d;1(14)

;!1(14) !2(14) !3(14) : (15)

Now, we intend to reduce the formulae (14) to the formulae in Theorem 2.

2.4 Symmetries on the Riemann surface ;

The Clebsch system is invariant under the involution

: (x1x2x3p1p2p3t) 7! ;(x1x2x3p1p2p3t) :

Denote by and the symmetries resulted from on the objects on the Riemann surface ;.

For the Lax matrices L and M the corresponding to symmetry is Lt() =;L(;) Mt() =;M(;) : The {action on ; is:

: ;!; () = (;;) (1k) =1k k= 1234: (16)

The basis of cycles in H1(;Z) can be chosen such, that 7]

(123123) = (;3;2;1;3;2;1): Then,

!1 =;!3 !2 =;!2 !3 =;!1 ;!k(P) = !k(P) # 9

(10)

the Abel map A possess symmetry Z

(!1!2!3) =

Z

(!1!2!3) =;

Z

(!3!2!1) (17)

where is the{image of the integration path . For :C3 !C3, the symmetry is (z1z2z3) = ;(z3z2z1) (z1z2z3)2C3:

When the integral3 I7 =hpxi2(a1a2a3);1 does not vanish, then the holomorphic involution : ; ! ; has exactly four xed points 11121314. Therefore, the factor ;= is a well dened closed Riemann surface. According to the Riemann{Hurwitz formula, the genus of ;= is equal to ;2 + 1 +42 = 1.

Let: ;!;= be the natural projection. The basis inH1(;=Z) is spanned by1 and 1# a basic dierential in H1(;=C) is(!1;!3). Next, we dene

:J(;=)!J(;) (D) =;1(D) D2Div0(;=) and :C !C3 (z) = (z0;z) :

Let be the (1 1) matrix of the periods of ;=. The constant and the matrixB of the periods of ; are connected by 7]

B =

0

@ 1

2( + 11) 12 12( ;11)

21 222 12

1

2( ;11) 21 12( + 11)

1

A 12= 21: (18)

The matrix will be discussed in the next paragraph.

Finally, denote by 4 the Riemann theta divisor for the factor{surface ;=.

2.5 Prym variety

The matrix = (jk)2jk=1 from (18) is called Prym matrix for the pair (;). The two{

dimensional complex variety

Prym(;) =C2=4 4 =2iN + M j N M 2Z2 (19)

is called Prym variety for the pair (;). 4 is a rank 4 lattice, is a symmetric matrix with negatively dened real part. Actually, Prym(;) is a four dimensional real torus. The map

p : Prym(;)!J(;) (z1z2)7!(z1z2z1) (20)

linearly embed Prym(;) as a codimension one subvariety into the Jacobian J(;). Then, p : J(;) ! Prym(;) has the form p(z1z2z3) = (z1+z3 2z2). In terms of Abel's map, for PQ2;,

2A(P ;Q) =A(P ;Q) + ppA(P ;Q): (21)

3see (8)

10

(11)

The role of a Riemann theta divisor on Prym(;) plays the divisor of degree two D= ^4;4 2D=11+12+13+14 :

As a nal result, we can consider the JacobianJ(;=) and Prym(;) as linearly embedded in the Jacobian J(;) submanifolds:

J(;=) = n(z0;z) mod j z 2C o (22)

Prym(;) = n(z1z2z1) mod j (z1z2)2C2o:

The following identities between theta functions onJ(;)J(;=) and Prym(;) hold:

B(z1z2z3) = X

p=012p0](z1;z3)2p000](z1+z3 2z2) (23)

2p000]

Z P1+P2

D (!1+!3 2!2)

=c(P1P2)2p0]

Z P1+P2

D (!1;!3)

(24)

where

c(P1P2) = B(P1+P2 ;D)

(0);(P1+P2;D) : (25)

The identities (23) and (24) are true for all zk 2C, p= 0 or 1 and P1P2 2; , see 7]4.

2.6 Linearization of the ow (5) on the Prym variety

Now, we can reduce the Dubrovin formulae (14), taking into account the involution : ;!;.

The necessary and su$cient conditions for the existence of the symmetries Lt() = ;L(;) and Mt() =;M(;) are the existence of and the requirement

z^0 2Prym(;) i:e: z^0 = (z01z02z01) (26)

in (14), see 4].

It follows from (15) and (17) that ^U 2 Prym(;). In order to dene the formulae (14), we choose the integration paths k such that

1;1 =2 2;2 =2+2 3;3 =2 : Using the symmetry (!1!2!3) = ;(!3!2!1), it is easy to calculate that

Z

11

1

4

(!1+!3 2!2) = 12

Z

2(!1+!3 2!2) = (0i)

Z

1

2

1

4

(!1+!3 2!2) = 12

Z

2+2(!1+!3 2!2) = (0i+ 22) (27)

Z

13

1

4

(!1+!3 2!2) = 12

Z

2(!1+!3 2!2) = (022) :

Now we reduce the thetas B from (14) to theta functions2 with semi-periods.

4eq. (109), p. 95 and eq. (112), p. 96

11

(12)

Lemma 4

Let

u def=

Z Q4+14

D p! =

Z Q4+14

D (!1+!3 2!2) = p(Q4+14;D) (28)

where Q4Q4 and 14 are the zeroes of three{sheeted function : ; ! CP1, de ned by (8).

Then for k = 123

B(1k;14+ ^z0+tU^)B(14;1k+ ^z0+tU^)

2B( ^z0 +tU^) = c(Q414)c(Q414) c(Q41k)c(Q41k)Fk F1 = 1

w

X

p=012p001](u)2p001](z) F2 = i

w

X

p=012p011](u)2p011](z) (29)

F3 = 1 w

X

p=012p010](u)2p010](z) w = X

p=012p000](u)2p000](z) z =p( ^z0+tU^):

Proof.

The function has divisor

Div() =Q4+Q4+14;11;12;13 : Therefore, on J(;=),

(Q4+14) = 12(Q4+Q4+ 214) = 12X4

k=1

1k =D :

Similarly,(Q4+14) = D. Applying (23) and (24) forP1 =Q4 or Q4 and forP2 =14, we get

B(1k14 + ^z0+tU^)

(23)= X

p=012p0](1k;14)2p000](1k14+ ^z0+tU^)

= X

p=012p0](1k+Q4 ;D)2p000](1k14+z) (30)

(24)= c;1;1k1212Q4 X

p=012p000](1k14+u)2p000](1k14+z):

Now, we convert the arguments 1k14 =R141k(!1+!32!2) of theta functions into semi-periods of 2, using (27), (28), (30) and the formula

21122](z1z2) = 2;(z1z2) +i(12) + 12(12)

expD161(1 2) (12) +i(12) + 2(z1z2)E : 12

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We employ the Cole-Hopf transformation and the Hirota bilinear method to derive multiple-soliton solutions and multiple singular soliton solutions for these equations. The

Furthermore, using the associated vector fields of the obtained symmetry, we give out the reductions by one-dimensional and two-dimensional subalgebras, and some explicit solutions

Furthermore, using the associated vector fields of the obtained symmetry, we give out the reductions by one-dimensional and two-dimensional subalgebras, and some explicit solutions

As for rank one false theta functions, to study the modular trans- formations we follow the lead of higher depth mock modular forms, which were defined in unpublished work of Zagier