Integrability Definition and 67 Threads

In mathematics, integrability is a property of certain dynamical systems. While there are several distinct formal definitions, informally speaking, an integrable system is a dynamical system with sufficiently many conserved quantities, or first integrals, such that its behaviour has far fewer degrees of freedom than the dimensionality of its phase space; that is, its evolution is restricted to a submanifold within its phase space.
Three features are often referred to as characterizing integrable systems:
the existence of a maximal set of conserved quantities (the usual defining property of complete integrability)
the existence of algebraic invariants, having a basis in algebraic geometry (a property known sometimes as algebraic integrability)
the explicit determination of solutions in an explicit functional form (not an intrinsic property, but something often referred to as solvability)Integrable systems may be seen as very different in qualitative character from more generic dynamical systems,
which are more typically chaotic systems. The latter generally have no conserved quantities, and are asymptotically intractable, since an arbitrarily small perturbation in initial conditions may lead to arbitrarily large deviations in their trajectories over sufficiently large time.
Complete integrability is thus a nongeneric property of dynamical systems. Nevertheless, many systems studied in physics are completely integrable, in particular, in the Hamiltonian sense, the key example being multi-dimensional harmonic oscillators. Another standard example is planetary motion about either one fixed center (e.g., the sun) or two. Other elementary examples include the motion of a rigid body about its center of mass (the Euler top) and the motion of an axially symmetric rigid body about a point in its axis of symmetry (the Lagrange top).
The modern theory of integrable systems was revived with the numerical discovery of solitons by Martin Kruskal and Norman Zabusky in 1965, which led to the inverse scattering transform method in 1967. It was realized that there are completely integrable systems in physics having an infinite number of degrees of freedom, such as some models of shallow water waves (Korteweg–de Vries equation), the Kerr effect in optical fibres, described by the nonlinear Schrödinger equation, and certain integrable many-body systems, such as the Toda lattice.
In the special case of Hamiltonian systems, if there are enough independent Poisson commuting first integrals for the flow parameters to be able to serve as a coordinate system on the invariant level sets (the leaves of the Lagrangian foliation), and if the flows are complete and the energy level set is compact, this implies the Liouville-Arnold theorem; i.e., the existence of action-angle variables. General dynamical systems have no such conserved quantities; in the case of autonomous Hamiltonian systems, the energy is generally the only one, and on the energy level sets, the flows are typically chaotic.
A key ingredient in characterizing integrable systems is the Frobenius theorem, which states that a system is Frobenius integrable (i.e., is generated by an integrable distribution) if, locally, it has a foliation by maximal integral manifolds. But integrability, in the sense of dynamical systems, is a global property, not a local one, since it requires that the foliation be a regular one, with the leaves embedded submanifolds.
Integrable systems do not necessarily have solutions that can be expressed in closed form or in terms of special functions; in the present sense, integrability is a property of the geometry or topology of the system's solutions in phase space.

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  1. B

    Can a Bounded Function on a Rectangle be Integrable over Q?

    Homework Statement Let Q=I\times I (I=[0,1]) be a rectangle in R^2. Find a real function f:Q\to R such that the iterated integrals \int_{x\in I} \int_{y\in I} f(x,y) \; and \int_{y\in I} \int_{x\in I} f(x,y) exists, but f is not integrable over Q. Edit: f is bounded Homework...
  2. qspeechc

    Hamiltonian Systems and Liouville Integrability

    Hi I am a mathematics junior and I am doing a research project on hamiltonian systems and liouville integrability (don't ask why...). I am using the book by Vilasi, a graduate level book, but I am finding it quite difficult and badly written; for instance he uses functional analysis and...
  3. M

    (Riemann) Integrability under composition of functions

    Homework Statement I've been looking at how integrable functions behave under composition, and I know that if f and g are integrable, f(g(x)) is not necessarily integrable, but it -is- necessarily integrable if f is continuous, regardless of whether g is. So I was wondering, what about if g is...
  4. P

    Does \(\int_0^\infty \frac{\sin(x)}{x^a}\) Converge for \(a \in (0,2)\)?

    Hello, question: does the integral \int_0^\infty \frac{\sin(x)}{x^a} converge (in the sense of Lebesgue principal value) for all a \in (0;2)? For a=1/2, it's the Fresnel integral, but other than that, I'm not sure how to approach this.
  5. L

    Prove Integrability of a Discontinuous Function

    Homework Statement Let f(x)= { 1 if x=\frac{1}{n} for some n\in the natural numbers, or 0 otherwise} Prove f is integrable on [0,1], and evaluate the integral. Homework Equations This is using Riemann Integrability. I know that the method of providing the solution is supposed to be by...
  6. I

    Integrability question: intro to analysis

    Homework Statement find the integral of f(x) = x by finding a number A such that L(p,f) <= A <= U(p,f) for all partitions p of [0,1]. where a partition p of an interval [a,b] is of the form {x0,x1, ... , xn} Homework Equations L(p,f) is the lower sum of f with respect to the partition p. In...
  7. K

    Integrability of f,g on [a,b] and its Implications

    f,g integrable on [a,b] how does [tex] \\integral from a to b of (f- lamda*g)^2 = 0 imply (\\integral (fg))^(1/2) =< (\\int f^2)^(1/2)(\\int g^2)^(1/2) ? [\tex] Thank you!
  8. M

    Integrability of f^2: Show f is Integrable

    Homework Statement Let f be positive and bounded over [a,b]. If f^2 is integrable over [a,b], then show that f is as well. The Attempt at a Solution I'm just trying to use the fact that the upper and lower sums of f^2 over a partition P are arbitrarily close, and then somehow find an...
  9. S

    Riemann Integrability of f(x) = x on [0,1]

    f(x) = x , if x is rational = 0 , if x is irrational on the interval [0,1] i just wanted to check if my reasoning is right. take the equipartition of n equal subintervals with choices of t_r's as r/n for each subinterval. calculating the integral as limit of this sum (and...
  10. K

    Integrability of multiple integrals

    Q1) Let f(x,y)=3, if x E Q f(x,y)=2y, if y E QC Show that 1 3 ∫ ∫ f(x,y)dydx exists 0 0 but the function f is not (Riemann) integrable over the rectangle [0,1]x[0,3] I proved that the iterated integral exists and equal 9, but I am completely stuck with the second part (i.e. to prove...
  11. P

    Is 1/x Integrable for f>0 and xf(x) Tending to Zero?

    It started out as an attempt to solve a HW question (which I also posted in the appropriate forum), but now I'm just curious as to the general case; Assume f>0 is a measurable function from [0,infinity) to itself. Then if xf(x) tends to zero as x tends to zero, there is a positive \epsilon for...
  12. S

    Integrability of f(x): Adams Textbook Questions

    Ok, so I have two questions regarding something I don't understand in my textbook (Adams) 1. 0 if 0<=x<1 or 1<x<=2 f(x) = 1 if x=1 (by "<=" i mean less than or equal) I'm supposed to show that it is Riemann integrable on that interval. They chose P to be: {0, 1-e/3...
  13. S

    Is the Absolute Value of an Integrable Function Also Integrable?

    hello all Iv been working on a lot of integrability questions and I am having trouble with this problem let f be integrable on [a,b] then show that |f| is integrable and that |\int_{a}^{b}f|\le \int_{a}^{b}|f| now this is what i know \int_{a}^{b^U}f =\int_{a_{L}}^{b}f= \int_{a}^{b}f...
  14. P

    What is the connection between integrability and Lebesgue measure zero?

    My analysis professor, a few weeks ago, when we were talking about integrability, introduced the concept of Lebesgue measure zero. He put up a theorem stating that the set of discontinuities of a function are of Lebesgue measure zero if and only if the function is integrable. This is, of course...
  15. Q

    Signed measures and uniform integrability

    Hello, If u is a positive measure, I need to show that any finite subset of L^1(u) is uniformly integrable, and if {fn} is a sequence in L^1(u) that converges in the L^1 metric to f in L^1(u), then {fn} is uniformly integrable. I know that a collection of functions {f_alpha}_alpha_in_A...
  16. S

    Integrability of a step function

    Let f (x) = 1 if 2<=x<4 2 if x =4 -3, if 4<x<=7 Prove that this function is integrable on [2,7], state its value and prove that it is what you say it is. Obviously integral of f from [2,7] is -7. but its proof and the integrability have me and my friends snagged. Suggestions anyone? SO...
  17. S

    Proof of the integrability of a step function

    My second course in analysis and i have a problem which i can't understand Let f (x) = 1 if 2<=x<4 2 if x =4 -3, if 4<x<=7 Prove that this function is integrable on [2,7], state its value and prove that it is what you say it is. Obviously integral of f from [2,7]...
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