Integrability and Nijenhuis Tensors

14
Integrability and Nijenhuis Tensors

In this chapter, we link the theory of the Nijenhuis tensors and the questions
of integrability, trying to give some general view on integrability based on the
theory of Nijenhuis tensors and their fundamental elds. In the example of
several nite and innite dimensional dynamical systems, we show how these
ideas work. Finally, we show the natural way the Nijenhuis tensors arise when
we have compatible Poisson tensors. The development of these ideas leads to
the notion of Poisson-Nijenhuis manifold (P-N manifold), which we introduce
here. This notion is crucial for our treatment of the integrable Hamiltonian
systems.
14.1 Integrability Criteria and Nijenhuis Tensors
Nowadays the inverse scattering transform method (IST) is universally recog-
nized as one of the important techniques for integration of partial dierential
evolution equations [1], provided the corresponding equation can be cast into
Lax form. Its applications are numerous, and without exaggeration it is one
of the signicant mathematical discoveries of the 20-th century. However, in
spite of its success, a compact a priori criterion of complete integrability is, to
date, not available. On the other hand, if we consider the soliton equations as
dynamical systems on innite-dimensional manifolds, the IST can be regarded
as transformation so to say from generic coordinates (potentials) to action-
angle variables [2], and this gives hopes that such criterion could be found in
terms of the original Lax pairs. These hopes are strengthened by the natural
way, in which, using the Lax representation, one calculates an important op-
erator, (the operator, squared eigenfunctions operator, recursion operator),
as has been shown in the rst part of the present book. The point is that,
as we shall see, the adjoint of this operator ts in the geometric picture as a
mixed tensor eld N on the phase manifold / and plays on it the same role
as it does in the nite dimensional case. Such a tensor eld N has usually the
following properties:
Gerdjikov, V.S. et al.: Integrability and Nijenhuis Tensors. Lect. Notes Phys. 748,
473513 (2008)
DOI 10.1007/978-3-540-77054-1 14 c Springer-Verlag Berlin Heidelberg 2008
474 14 Integrability and Nijenhuis Tensors
1. It is invariant under the dynamics (this is also known as N being a strong
symmetry, or in other words, if is the dynamical system (vector eld),
we have L
(N) = 0.
2. Its Nijenhuis torsion vanishes (also known as hereditary property).
3. It has a doubly degenerate continuous spectrum (in a certain well-dened
manner), and when dealing with generic potentials it has a nite num-
ber of discrete eigenvalues. The set of the discrete eigenvalues denes
the so-called soliton sector. The eigenspaces corresponding to the discrete
eigenvalues are invariant with respect to the evolution and generically are
two-dimensional. We have two possibilities here, which have been investi-
gated up to now:
(a). There exist exactly two eigenvectors in each such space. We shall
call this case a diagonalizable case.
(b). Each eigenspace in the soliton sector is spanned by a true eigenvec-
tor and a generalized one; this corresponds to a matrix with a single
2 2 Jordan block. We call this case nondiagonalizable.
In both cases, the set of the eigenvectors (true and generalized) in the
soliton sector, together with eigenvectors for the continuous spectrum,
forms a complete set.
Using the rst two properties there has been constructed a geometric inte-
grability scheme, see [3, 4], and in the recent years much attention has been
given to the diagonalizable case, because when we have it, we are able to
construct sequences of conservation laws, Abelian algebras of symmetries and
hierarchies of integrable nonlinear equations [5, 6, 7, 8].
However, in spite of the fact that the diagonalizable case occurs more fre-
quently, the nondiagonalizable case can also occur. That is why we would
like to propound an a priori separability criterion, which can include this new
spectral option. In what follows, we deal with the nondiagonalizable case; from
the very construction, it will be clear how one can deal with the diagonalizable
one. We shall see also that, as far as soliton dynamics is concerned, integra-
bility can be proved without further hypotheses. For background-radiation
dynamics (the part described by the continuous spectrum), it is still unclear
how to formulate a priori integrability criterion. The considerations we give
below probably can be formulated directly in the terms of the corresponding
Lax representations (considered in terms of the bundles for which the phase
manifold is the base) [9], provided these representations could be put into the
frames of the above geometric picture, but in our opinion up to now conclusive
results in that direction have not been obtained.
Suppose that on the manifold / one has a vector eld , and Nijenhuis
tensor eld N (that is a mixed tensor eld with vanishing Nijenhuis bracket)
which is invariant for the ow of , that is L
N = 0. Suppose that N has

the properties listed in the above. We propose the following.
Integrability criterion. The dynamics dened by the vector eld com-
pletely separates into 1-degree of freedom dynamics. The components associated
14.1 Integrability Criteria and Nijenhuis Tensors 475
to the degrees of freedom corresponding to eigenvalues which are not
stationary (depend on the time) are integrable and Hamiltonian [10].
Below, we shall give a sketch how the above criterion can be obtained,
assuming that the calculations we perform can be justied.
Denote by
i
the generic discrete eigenvalue of N, and just in order to x
the ideas, assume that the continuous spectrum of N lls the real semiaxis
R
+
and does not overlap with the discrete spectrum. Then the vanishing of
the Nijenhuis torsion R
N
associated with N means that for all
1
(/)
and X, Y T (/)
R
N
(, Y, X) = , [(L
NX
N) N(L
X
N)]Y ) = 0 . (14.1)
(Here ., .) is the natural pairing between the 1-forms and vector elds).
According to our assumptions there exists a basis
e
i
,
i
, f
1,(k)
, f
2,(k)
; i = 1, 2, . . . , n, k R
+
of T (/), such that

Ne
i
=
i
e
i
N
i
=
i
i
+e
i
; i = l, 2, . . . , n
Nf
l,(k)
= kf
l,(k)
; l = 1, 2, and k R
+
. (14.2)
Let us now introduce the corresponding dual basis,
t
i
,
i
,
1,(k)
,
2,(k)
; i = 1, 2, . . . , n, k R
+
(14.3)
of
1
(/), that is a basis, for which
t
i
, e
j
) =
i
,
j
) =
i
j
l,(k)
, f
p,(h)
) =
l,(k)
p,(h)
t
i
,
j
) =
i
, e
j
) = t
i
, f
l,(k)
) = 0
i
, f
l,(k)
) =
l,(k)
, e
i
) =
l,(k)
,
i
) = 0 , (14.4)
where i, j = 1, 2, . . . , n, and
l,(k)
p,(h)
=
l
p
(kh), where (kh) is the Dirac
function. The relations (14.4) written in terms of the above 1-forms read
N
t
i
=
i
t
i
+
i
N
i
=
i
i
; i = l, 2, . . . , n
N
l,(k)
= k
l,(k)
; l = 1, 2, and k R
+
, (14.5)
where N
denotes the formal adjoint of N. As we shall see, no more ingredients

are needed to prove the separability into one degree of freedom dynamics, and
(except for the assumption that the
i
s are not stationary at any point) the
integrability of the discrete part of it can also be proved. Our analysis starts
with the observation that the condition (14.1) can be cast into the following
form:
L
e
i
j
= 0, L
f
l,(k)
i
= 0, (
i
j
)L
j
= 0
(N
i
)(N
i
)[e
i
, e
j
] = 0, (N
i
)(N
j
)
2
[e
i
,
j
] = 0
(N
i
)
2
(N
j
)
2
[
i
,
j
] = 0, (N k)(N h)[f
l,(k)
, f
p,(h)
] = 0
(N
i
)(N k)[e
i
, f
l,(k)
] = 0, (N
i
)(N k)[
i
, f
l,(k)
] = 0 . (14.6)
Then it is easily seen that the (14.6) are equivalent to
i
d
i
=
i
t
i
dt
i
=
1,(k)

2,(k)

l,(k)
= 0 , (14.7)
this implying, by the Frobenius theorem, that without loss of generality, the
s, ts and s can be considered to be closed forms, or as it is also said , the
basis
e
i
,
i
, f
1,(k)
, f
2,(k)
; i = 1, 2, . . . , n, k R
+
,
can be chosen to be a holonomic frame.
On the other hand, from the rst line in (14.6), we get that d
i
= (L
i
)
i
,
this implying
N
d
i
=
i
d
i
. (14.8)
In particular, this means that the s can be chosen to be equal to the d
i
s
if, as we assumed, we have d
i
,= 0. Furthermore, the fact that the frame is
holonomic implies that the set of functions
1
,
2
, . . . ,
n
can be completed
to form a local coordinate system
(
1
,
2
, . . . ,
n
,
1
,
2
, . . . ,
n
,
1,k
,
2,k
; k R
+
)
(some of the variables may be periodic) in such a way, that
e
i
=

i
,
i
=

i
, f
l,(k)
=

l,(k)
. (14.9)
Then the tensor N can be written into the following canonical form
N =
i
_

i
d
i
+

i
d
i
+

i
d
i
_
+
2
l=1
_
0
dk k

(k) . (14.10)
Now, it can be checked that the condition L
N = 0 we have on N and is
equivalent to the following system of equations:
d
i
, ) = 0,

j
d
i
, ) = 0,

l,(k)
d
i
, ) = 0
14.2 Recursion Operators in Dissipative Dynamics 477
(
i
j
)

j
d
i
, ) = 0,

l,(k)
, ) = 0
l,(k)
, ) = 0, (k h)

l,(h)
p,(k)
, ) = 0 . (14.11)
From the above equations separability and integrability follow. More speci-
cally, the rst equation in the rst line of (14.11) means the vanishing of the
-components of , the second and the third equation in the rst line
mean the independence of the -components on the s, and on the con-
tinuous coordinates. In the second line, the rst equation means that each
i
-component depends only on the corresponding
i
. The last set of equations
shows that the continuous components cannot depend on the discrete variables
and that each continuous component can only be a function of the continuous
variables with the same continuous index. The most general form of is then
=
n
i=1
i
(
i
)

i
+
2
=1
_
0
dk
(k)
_
1
(k),
2
(k)
_

(k)
. (14.12)
The dynamic equations decouple in the following second-order systems for the
continuous degrees of freedom (background radiation dynamics):
1,(k)
=
1,k
(
1,(k)
,
2,(k)
)
2,(k)
=
2,k
(
1,(k)
,
2,(k)
) , (14.13)
and the following (trivially integrable) equations:
i
=
i
(
i
),

i
= 0 , (14.14)
for the discrete part (the soliton dynamics). Consequently, the discrete part
of the dynamics (the soliton dynamics) is Hamiltonian with respect to the
family of symplectic forms
0
=
i
f
i
(
i
)d
i
d
i
, (14.15)
where f is a function that does not vanish on the points of the discrete spec-
trum.
Remark 14.1. is not supposed to be a Hamiltonian system. Its admissible
Hamiltonian structures are generated by the hypothesis that the eigenspaces
of N are bidimensional and the requirements d
i
,= 0.
14.2 Recursion Operators in Dissipative Dynamics
We have seen that a nonlinear evolution equation u
t
= [u], dened by the
vector eld [u], is integrable if there exists a mixed tensor eld N on /,
satisfying the conditions described at the beginning of the preceding section
and that this even imply the existence of symplectic forms (at least on the
soliton sector) with respect to which the dynamics is Hamiltonian. In that
case, the integrability is of the Liouville-Arnold type. On the other hand, we
mentioned also that there are many interesting cases, in which the dynamics is
not an integrable Hamiltonian one and in which suitable generalization of the
above geometric scheme could still be useful. We are going to present one such
example, in which an invariant mixed tensor eld is used in order to analyze
dissipative dynamics. It seems that one needs only to remove that part of the
assumptions on N, which lead to the existence of constants of motion. Thus
we shall assume that N has zero Nijenhuis bracket and is invariant under
but is not real-diagonalizable, that is, the eigenvalues are complex. A good
example illustrating this situation is provided by the Burgers equation
u
t
= 2uu
x
+u
xx
. (14.16)
As is well known, this equation is the simplest one in which nonlinearity and
diusion eects compensate in such a way that we have no undesirable eects
on the evolution.
14.2.1 The Burgers Equation Hierarchy
It is a classical result, (see [11, 12] or [13]), that the Burgers equation linearizes
through the so-called Cole-Hopf transformation (map)
u = h[v] =
v
x
v
, (14.17)
that is, if u is as in the above, and if v satises the Heat Equation
v
t
= v
xx
, (14.18)
then, u satises the Burgers equation.
It can be shown, (see [14]), that the Burgers Equation is a member of a
hierarchy of nonlinear evolution equations which linearize, through the same
transformation (14.17) and which are reduced to the equations of the following
type
v
t
= D
n
v; n = 1, 2, . . . . (14.19)
where D stands for the x-derivative operator. The elements of this hierarchy
have dierent properties. The even elements of (14.19) are equations with
dissipative dynamics. The odd elements are equations with integrable Hamil-
tonian systems with respect to the following symplectic form:
[
1
v,
2
v] =
_
+
1
v(x)(D
1
2
v)(x)dx , (14.20)
where
(D
1
f)(x) =
_
x
f(y)dy , (14.21)
and the corresponding Hamiltonian functions (functionals) are given by
H
p
[v] =
1
2
_
+
(D
p
v)
2
dx . (14.22)
In order that (14.20), (14.22) make sense, some assumptions on the functional
space / must be made, for example, to assume that / consists of Schwartz-
type functions on the line. Then one easily checks that
N[v] = D (14.23)
is a Nijenhuis -invariant tensor for the heat equation hierarchy. In the ge-
ometric approach, (14.17) plays the role of a map from one manifold into
another, and thus a Nijenhuis -invariant tensor operator for the Burgers hi-
erarchy is readily obtained from

N[v] (see [14, 15]). In other words, requiring
N and

N to be v[u]-related
N[u] = (
v
u
)
1

N[v](
v
u
) , (14.24)
easily yields
N[u] = D +DuD
1
. (14.25)
The Burgers hierarchy is obtained by repeated applications of the operator
(14.25) to the eld
0
= u
x
, that is
k
= N
k
0
. (14.26)
The rst elds of the hierarchy are
0
= u
x
1
= 2uu
x
+u
xx
2
= (3u
3
+ 3uu
x
+u
xx
)
x
....................................... (14.27)
From a geometric point of view this hierarchy is v[u]-related to the linear one,
and roughly speaking (the manifolds for the Burgers hierarchy and the linear
hierarchy are not dieomorphic), one can translate what can be said for
(14.19) to the Burgers hierarchy. In this way, one obtains that (14.26) splits
into the following two subhierarchies, which we call the Dissipative and the
Hamiltonian hierarchy:
Dissipative hierarchy
N
0
, N
3
0
, . . . , N
2n+1
0
, . . . (14.28)
Hamiltonian hierarchy
0
, N
2
0
, . . . , N
2n
0
, . . . . (14.29)
The equations from these hierarchies are sequences of dissipative and Hamilto-
nian vector elds, respectively. The above situation can be better understood
examining the spectral properties of N. Its block diagonal form is
N =
_
0
k
_
e
(k)
,(k)
e
(k)
k
_
dk , (14.30)
where
e
(k)
[u] =
_

dx(ucos kx k sin kx) exp

_
_
x
udy
_

u(x)
(14.31)
e
(k)
[u] =
_

dx(usin kx +k cos kx) exp

_
_
x
udy
_

u(x)
(14.32)
form a basis in the generic invariant subspace of N, and
(k)
(k)
is the
corresponding dual basis:
Ne
(k)
= ke
(k)
, Ne
(k)
= ke
(k)
(k)
, e
(h)
) =
(k)
, e
(h)
) = (h k)
(k)
, e
(h)
) =
(k)
, e
(h)
) = 0 . (14.33)
The conditions :
[e
(k)
, e
(h)
] = [e
(k)
, e
(h)
] = [e
(k)
, e
(h)
] = 0 , (14.34)
imply that the frame is holonomic, that is, ensure (at least locally) the exis-
tence of coordinates (q
(k)
, p
(k)
), such that:
e
(k)
=

q
(k)
, e
(k)
=

p
(k)
. (14.35)
The operator N can be restricted to the two-dimensional integral manifold
spanned by e
(k)
, e
(k)
, then it reads:
J
(k)

(k)
(k)
J
(k)
(14.36)
where
J
(k)
=
1
2
_
q
(k)
2
+p
(k)
2
_
,
(k)
= tan
1
(
q
(k)
p
(k)
) (14.37)
are action-angle type variables. Then, one can see that operator N moves a
dissipative integrable eld of the type
X
(k)
D
= J
(k)

J
(k)
, (14.38)
into a Hamiltonian one
X
(k)
H
= J
(k)

(k)
(14.39)
and vice versa.
The above alternating character of N is responsible for the splitting of
(14.26) into two subhierarchies. Furthermore, we observe that
The operator N has two-dimensional invariant spaces, but is not real di-
agonalizable.
The operator N
2
, generating the Hamiltonian subhierarchy, is diagonaliz-
able, with doubly degenerate constant eigenvalues.
For none of these subhierarchies the integrability criterion we have pro-
pounded holds. However, we note that the projections of dissipative elds
dene nite degree of freedom dynamics on the two-dimensional invariant
spaces, while for the Hamiltonian elds, the existence of a functional J
(k)
[u]
(integrals of motion) ensures the integrability of the corresponding projec-
tion. It is worthy of remark also that the functionals J
(k)
[u] play the role of
a Liapunov functional for the projection of the dissipative dynamics on the
two-dimensional invariant sub-manifolds, ensuring the asymptotic stability of
the solutions for which J
(k)
[u] = 0.
Let us consider more closely the Hamiltonian subhierarchy (14.29). First of
all, some care is needed for the appropriate choice of the functional space /
on which the dynamics is dened. It is natural to take / to be the functional
space, whose elements u tend to constant as x , as it is the space on
which lies the typical solitary wave of Burgers hierarchy. However, with such
a choice, it would not be possible to introduce a Hamiltonian structure on /.
Indeed, if we go back to the linear hierarchy of the Heat Equation, we shall
see that the functions v (see the transformation (14.17)) behave like exp(kx)
as x . But then the Hamiltonian which we had written in (14.22) is
not dened. Thus, it is natural to restrict / in such a way that both the
symplectic structures and Hamiltonian function (14.22) make sense. This can
be accomplished by considering the phase space to be the space of functions
v(x) that tend to some constants fast enough as x + and x (and
then the functions u(x) vanish as x ). Also, we can circumvent the
diculties related to the ambiguities inverting the dierentiation operator
passing to the corresponding space of equivalence classes, requiring that in
each class the integral on the whole axis of v(x) has some xed value.
The above construction ensures the existence of a symplectic form such
that the subhierarchy, which we called Hamiltonian, is indeed a hierarchy
of Hamiltonian vector elds. Note also the interesting fact that despite the
fact that the eigenvalues of the operator N
2
are constant, N
2
generates a
sequence of integrals of motion. The example we have given and its analysis
shows the importance of the hypothesis on the spectrum of the invariant mixed
tensor eld N for the properties of the corresponding dynamical systems. We
have seen that if we drop the hypothesis that N is diagonalizable, we can
consider also dissipative dynamics within the geometric scheme. However, the
spectral properties depend strongly on the particular choice of N, and their
investigation is not an easy matter. For example, the rst part of this book is
almost entirely dedicated to this topic for the ZS. So, we shall limit ourselves
to the study of the geometric constructions permitting to obtain Nijenhuis
tensors N. From the next chapter onwards the book is dedicated to this.
14.3 Noncommutative Integrability Criteria
Let us consider again the nite dimensional case, that is, we assume that we
have a symplectic manifold (/, ) of dimension 2n and a Hamiltonian vector
eld on it. We shall discuss now how the usual scheme of integrability
can be generalized. Such generalization is necessary, because if the number of
independent rst integrals of is greater than n, they cannot be anymore in
involution. Indeed, for such a set of functions their Hamiltonian vector elds
must be independent and are orthogonal with respect to , that is, at each
point they span an isotropic space. We know, however, that the dimension of
such space cannot exceed n. From the other side, the Poisson bracket of two
rst integrals ia a rst integral too, so it is natural to assume that possesses
a set of rst integrals f
a
1am
T(/) which close a (non-commutative)
Lie algebra A over R with respect the Poisson bracket. We shall say that two
elements f, g A Poisson-commute if their Poisson bracket is zero.
Let us recall now some notions we shall use. If g is a nite dimensional
Lie algebra and g
is a covector, then the annihilator Ann () of is the

space
X g : ad
X
= 0 . (14.40)
As readily seen, Ann () is a subalgebra. Next, we dene the index ind (g) of
a nite dimensional Lie algebra g.
ind (g) = min
g
dimAnn() . (14.41)
It can be shown that when the algebra is semisimple, the index coincides with
the rank of the algebra, that is, with the dimension of the Cartan subalgebra.
Let us denote by r the index ind (A) of our algebra of rst integrals. Now we
are ready to state the noncommutative generalization of the Liouville-Arnold
theorem; see [16, 17, 18]:
Theorem 14.2. Suppose that Hamiltonian vector eld on a symplectic
manifold
_
/
2n
,
_
possesses f
1
, f
2
, . . . , f
k
functionally independent rst in-
tegrals, which span a nite dimensional real Lie algebra A of dimension k. In
addition, let
dim(A) + ind (A) = k +r = dim/ = 2n . (14.42)
14.3 Noncommutative Integrability Criteria 483
Then the submanifolds dened by the conditions f
i
= const , i = 1, 2, . . . , k
are invariant manifolds for . In in some neighborhood of any such manifold
one can dene canonical coordinates (, , p, q) such that
1. The s are coordinates on the invariant manifolds.
2. The Hamiltonian equations corresponding to take the form
i
= 0,
i
=
i
(), p
= 0, q
= 0
i = 1, 2, . . . , r; = r + 1, r + 2, . . . , n . (14.43)
As in the commutative case, if the invariant manifolds are compact and con-
nected, one can prove that they are tori, and the s can be chosen to be angle
variables. The canonical coordinates are called, in this case, generalized ac-
tion angle variables.
The Liouville-Arnold theorem can be recovered from the above formulation.
Indeed, when A is Abelian, its index coincides with its dimension and then
the condition (14.42) shows that dim(A) = n. However, it is interesting that
if the assumption (14.42) holds, and if the algebra satises the so-called FI
condition, (for more details see [16, 18]), on the symplectic manifold / there
exist n =
1
2
dim/ independent rst integrals of , which are in involution,
that is, actually we have the situation as in the Liouville-Arnold theorem.
The proofs of the above results can be found in [18, 19, 20, 21]; here we
shall limit ourselves with a brief sketch of the ideas of the proof of the Theorem
14.2.
Let us discuss rst what happens in the Liouville-Arnold case, when A is
commutative of dimension n. Then the level surfaces of the rst integrals f
i
dene an invariant Lagrangian foliation T
1
of /, that is a disjoint union of
integral leaves, each of which is a Lagrangian manifold; see Denitions (12.17),
(12.18). The Hamiltonian vector elds X
i
associated with the functions f
i
are
commuting vector elds, tangent to the leaves, and at each point of a given leaf
form a basis of its tangent space. They can be used to dene local coordinates
i
on the leaves. The elds X
i
commute with the Hamiltonian vector eld
, which is also tangent to the leaves. Consequently, in a neighborhood of a
point p /, the eld can be written into the form =

i
i
(f) X
i
where
the set (, f) are canonical coordinates, which means that the Hamiltonian
equations for take the following form:

i
=
i
,

f
i
= 0 . (14.44)
In the noncommutative case, we have 2n r rst integrals f
a
. The equations
f
a
= const still dene a foliation T
1
, invariant with respect to the ow of ,
but the leaves now have dimension r n, and the Hamiltonian vector elds
X
a
, associated with the rst integrals f
a
are not necessarily tangent to the
leaves of this foliation. (The elds X
a
of course close an algebra, isomorphic
to A).
However, the condition dim(A) + ind (A) = dim/ ensures that for each
leaf L, there exists a subalgebra of A
L
A, whose associated vector elds
commute with all X
a
on L. The Hamiltonian vector elds

X
i
corresponding
to some basis of A
L
, yield a basis of tangent vector elds for L. We have that
_

X
i
, X
a
_
L
= 0 and therefore
_

X
i
,

X
j
_
L
= 0 if

X
i
,

X
j
A
L
so that each
leaf will be an isotropic manifold. The foliation T
1
is then called isotropic. To
obtain a set of canonical coordinates in a neighborhood of p L and eventually
of the whole of L, one needs to exploit further the properties of T
1
. At each p
L consider the subspace T
p
(L) T
p
(/) and the distribution of symplectically
orthogonal subspaces p (T
p
(L))
. Since
_

X
i
, X
a
_
L
= 0, this distribution
is generated, for all leaves, by the vector elds X
a
. Furthermore, since X
a
satises the hypotheses of the Frobenius theorem, we obtain a distribution
which denes a second foliation a coisotropic foliation T
2
,
1
whose leaves are
themselves foliated by those of the rst foliation T
1
. One can now prove (at
least locally) the existence of canonical coordinates
_
i
,
i
, p
, q
_
, such that
the symplectic structure and the dynamical vector eld take the form
=
i
d
i
d
i
+
dp
dq
, =
i
() X
i
, (14.45)
so that the equations of motion become
i
= 0,
i
=
i
, p
= 0, q
= 0 . (14.46)
The functions
i
describe locally T
2
, and their associated Hamiltonian vec-
tor elds X
i
dene coordinates
i
on T
1
. The elds X
i
are independent and
commute between themselves and with . To understand better this canoni-
cal coordinates, let us note that the momentum map
2
J : / A
, dened
by J : x
x
A
, where
x
(f) = f(x), f A, denes foliation of some
neighborhood | of any leaf of T
2
, where the leaves are L
x
= J
1
(
x
), that
is, they are the leaves of T
1
. Then the neighborhood | can be chosen to be
of the type L
x
T O, where O is the coadjoint orbit through
x
dened
by the connected Lie group A, corresponding to A, and T is some manifold
transversal to O. The symplectic structure , restricted to O, coincides with
the restriction of the Poisson-Lie structure (the Kirillov structure); the co-
ordinates we had in the above (p
, q
) are canonical coordinates on O and
i
are coordinates on T. It can be proved [20] that all needed for the exis-
tence of such local coordinates is actually the existence of the double foliation,
namely, that / possesses an isotropic foliation, such that the distribution of
the subspaces, symplectically orthogonal to the tangent spaces to its leaves,
is integrable.
1
This means that its leaves are coisotropic submanifolds.
2
The reader who is not familiar with this subject can look into subsection 15.2.1
for some relevant denitions.
14.3.1 The Invariant Tensor Fields in the Noncommutative Case
We shall try to characterize now the noncommutative integrability in another
way.
Theorem 14.3. Let be a dynamical system on a 2n-dimensional manifold
/ which admits a (1, 1) mixed tensor eld N, having the properties:
N is -invariant, that is
L
N = 0 . (14.47)
At each point p /, N
p
is diagonalizable with only simple or doubly
degenerate eigenvalues, whose dierentials are linearly independent.
If by S(p), p /, is denoted the sum of all the eigenspaces, associated
with the doubly degenerate eigenvalues of N (p), then for arbitrary vector
eld, such that X (p) S (p), and for arbitrary vector eld Y T (/)
and 1-form , we have
^
N
(, X, Y ) = , R
N
(X, Y )) = 0 , (14.48)
(or equivalently, R
N
(X, Y ) = 0), where R
N
is the Nijenhuis torsion of N,
see (13.37). Then the vector eld is Hamiltonian and denes integrable
separable dynamics.
Proof. Let us denote by
1
,
2
, ..,
r
the doubly degenerate eigenvalues and
by
2r+1
, ...,
2n
let us denote the simple eigenvalues. According to the as-
sumptions, the tensor eld N can be written into the form
N =
r
i=1
i
_
e
i
i
+e
i+r

i+r
_
+
2n
=2r+1
, (14.49)
where the es form a basis of eigenvectors of N and the
s are the elements

of the dual basis. Thus,
Ne
i
=
i
e
i
, Ne
i+r
=
i
e
i+r
, Ne
, i r, 2r + 1
N
i
=
i
i
, N
i+r
=
i
i+r
, N
, i r, 2r + 1.
(14.50)
We know, see (13.37), that
R
N
(X, Y ) = [NX, NY ] +N
2
[X, Y ] N [NX, Y ] N [X, NY ] . (14.51)
Calculating the above expression on the basis vector elds e
1
, . . . , e
2n
yields,
R
N
(e
i
, e
j
) =
(N
i
) (N
j
) [e
i
, e
j
] + (
i
j
)
_
(L
e
i
j
) e
j
+
_
L
e
j
i
_
e
i

R
N
(e
i
, e
) =
(N
i
) (N
) [e
i
, e
] + (
i
) [(L
e
i
) e
+ (L
e
i
) e
i
] ,
(14.52)
where i, j 2r and 2r + 1, and the conditions about the spectrum of N
entail
3
the following relations:
(N
i
) (N
j
) [e
i
, e
j
] = 0, (
i
j
) e
i
(
j
) = 0
(N
i
) (N
) [e
i
, e
] = 0, e
i
(
) = e
(
i
) = 0 . (14.53)
It follows that for any three vector elds e
i
, e
j
, e
we have
[e
i
, e
j
] = ae
i
+be
j
+ce
i+r
+de
j+r
, [e
i
, e
] = fe
i
+ge
i+r
+he
. (14.54)
Thus, any two vector elds e
i
and e
i+r
, belonging to the same eigenvalue
i
,
satisfy the relation:
[e
i
, e
i+r
] = c
i
e
i
+c
i+r
e
i+r
. (14.55)
In this way, if i 1, . . . , r the vector elds e
i
, e
i+r
form a local basis of
a 2-dimensional integrable distribution and through each point of / passes
2-dimensional integral manifold of this distribution. On each such integral
manifold one can nd coordinates (
i
,
i
), such that
e
i
=

i
, e
i+r
=

i
. (14.56)
Then the relations (14.53) ensure that the basis on which the tensor eld
N diagonalize is partially holonomic. On the other hand, using equations
(14.53) we get
d
i
=
j
e
j
(
i
) +
(
i
) =
j
e
j
(
i
) =
i
e
i
(
i
) , (14.57)
and, therefore,
N
d
i
= N
i
e
i
(
i
) =
i
i
e
i
(
i
) =
i
d
i
. (14.58)
Next,
d
= d
=
2r
k=1
i
e
i
(
) +
2n
=1
) =
2n
=1
) , (14.59)
Using the above relations, it is now possible to choose a holonomic basis in
such a way, that N has the following expression
N =
r
j=1
j
_
e
j

j
+e
r+j
d
j
_
+
n
,=2r+1
C
, (14.60)
3
See the proof of the Haantjes theorem.
with
C
=
2n
=2r+1
) [e
)]
1
and d
i
= 0 . (14.61)
In addition, in a neighborhood of each 2-dimensional submanifold, we can
choose coordinates (, , ), such that the tensor N can also be written into
the form:
4
N =
r
j=1
j
(

i
d
i
+

i
d
i
) +
n
,=2r+1
C
. (14.62)
On the basis we have constructed, the vector eld can be written as
=
r
i=1
(
i
i
+
i

i
) +
n
=2r+1
E
, (14.63)
so that the condition L
N = 0 implies
i
= 0, E
= 0. It follows that
=
r
i=1
i
_
i
,
i
_

i
. (14.64)
Finally, we note that one can nd symplectic structures with respect to which
the vector eld is Hamiltonian. Indeed, the closed 2-form
=
r
k=1
G
k
_
k
,
k
_
d
k
d
k
+
2n
,=2r+1
f
) d
, (14.65)
will be invariant if
i
_
G
i
i
_
= 0 . (14.66)
The nondegeneracy condition for can be cast into the form
det (f
)
r
k=1
G
k
,= 0 . (14.67)
This is equivalent to the requirement that if
i
_
i
,
i
_
vanishes at some point,
then it also vanishes on the integral curve of

i
through that point.
If the vector eld has no singular points, one can immediately point out
a class of symplectic structures with respect to which it is Hamiltonian:
4
The notation has been chosen to correspond to the geometric structure we
previously described.
=
r
k=1
g
k
(
k
)
k
(
k
,
k
)
d
k
d
k
+
2n
,=2r+1
f
) d
, (14.68)
where g
k
and f
are arbitrary functions such that

det (f
)
r
k=1
g
k
k
,= 0 . (14.69)
Remark 14.4. If
k
is identically zero for some index k, we can dene
=
i
g
i
(
i
) d
i
d
i
+
j
g
j
(
j
)
j
(
j
,
j
)
d
j
d
j
+
2n
,=2r+1
f
) d
, (14.70)
where the index i in the sum runs over those eigenspaces, for which
j
= 0.
When has zeroes but does not vanish identically, we have to exclude from
the original manifold the subset of the zeroes of . The resulting manifold is
invariant with respect to the ow of , and we can proceed as before.
If the submanifold = const is compact and connected, we can introduce
as usual action-angle coordinates (J, ) so that the vector eld and the
symplectic structure , in the coordinates (J, , ) take the following form:
=
r
i=1
i
(J
i
)

i
(14.71)
=
r
k=1
f
k
(J
k
) dJ
k
d
k
+
2n
,=2r+1
f
) d
. (14.72)
In this case, the family of symplectic structures with respect to which is
Hamiltonian is described in [20, 22, 23]. The tensor eld N can be used to
generate compatible invariant symplectic structures according to
N
(X, Y ) =
1
(NX, Y ) +
1
(X, NY ) +
2
(X, Y ) (14.73)
with
1
=
r
k=1
f
k
(J
k
) dJ
k
d
k
,
2
=
1
2
2n
,=2r+1
f
) d
.
(14.74)
Let us outline now the construction of mixed tensor elds in the case
of noncommutative integrable systems. Suppose we have a noncommutative
integrable system with properties as in Theorem 14.2. By the analysis we had
in the above, we can assume that they have the symplectic structure
=
i
d
i
d
i
+
dp
dq
and the dynamics is dened by the equations of motion
i
= 0,
i
=
i
, p
= 0, q
= 0
i = 1, 2, . . . , r; = r + 1, r + 2, . . . , n . (14.75)
Denoting by the collection of the ps and qs, we have
i
= 0,
i
=
i
,
= 0 . (14.76)
Consider now the following tensor eld
N =
r
j=1
j
(

i
d
i
+

i
d
i
) +
2n
,
C
()

, (14.77)
where C
() =
is diagonal matrix. It can be veried that N has a vanish-

ing torsion and is invariant, provided the Hamiltonian function is separable,
that is, if H can be written into the form:
H = K
1
() +K
2
() , (14.78)
with
K
1
() =
r
i=1
H
i
(
i
) . (14.79)
If K
1
is not separable but
det
_

2
K
1
i
_
,= 0 , (14.80)
the construction of the invariant tensor eld can be done as in [4]. This shows
that in the noncommutative case, an invariant torsion free tensor eld can
also be found. Of course, such a tensor eld always generates (by repeated
application) Abelian algebras of symmetries. Thus, regardless of the vanish-
ing of the torsion on the whole space the noncommutative features are re-
lated to the nondegenerate eigenvalues and are still described by the term
,
C
()

.
14.3.2 The Kepler Dynamics
The Kepler problem is one of the celebrated problems of Classical Mechanics,
and all theoretical constructions in Mechanics and Symplectic Geometry are
tested on it; see for example the recent monograph [24]. It is interesting to
obtain for it a recursion operator. We believe that its construction deserves a
special subsection, since it is not elementary and has been done quite recently.
As is known, the phase space for the Kepler problem is the symplectic
manifold (/
0
, ), where /
0
= T
(R
3
0) = (R
3
0) R
3
and =
3
i=1
dp
i
dx
i
. The dynamical system (the Kepler dynamics) is dened by
the Hamiltonian function
H =
1
2m
p
2
k
r
. (14.81)
Here p = (p
1
, p
2
, p
3
) is the linear momentum; x = (x
1
, x
2
, x
3
) is the position
vector which length is denoted by r; k is a positive constant and m is the
mass of the particle. Through this section [[ [[ will denote the usual R
3
norm
dened by the standard inner product x, y) =

3
i=1
x
i
y
i
, so r=[[x[[. It is well
known that the angular momentum L = xp is a vector constant of motion:
H, L = 0 , (14.82)
which is a short way to write the relations H, L
i
= 0; i = 1, 2, 3. The above
implies that the trajectory lies in the plane orthogonal to L = const , passing
through the origin. The Kepler problem, however, possesses another vector
rst integral, the so-called Laplace-Runge-Lenz vector, given by:
B =
1
m
p L k
x
r
. (14.83)
In other words, H, B = 0. Of course, since we cannot have 3 additional in-
dependent integrals of motion, there must be a relation between the integrals.
Indeed, one can observe that
B, L) = 0 , (14.84)
which implies that the Laplace-Runge-Lenz vector lies in the plane of the
motion. We also have
L
i
, B
j
=
3
s=1
ijs
B
s
, (14.85)
where
ijs
is the Levi-Civita symbol. One veries also that
B
i
, B
j
=
2H
m
3
s=1
ijs
L
s
. (14.86)
It is well known that for a negative energies the motion is bounded and the
orbits are ellipses. We shall be interested in these kind of motions, so we
restrict our symplectic manifold to the set /, where H < 0. Since / is an
open subset of /
0
it inherits all its structures. On /, we have H < 0, and,
therefore, we can introduce the vector
A =
_
2H
m
_
1
2
B , (14.87)
and the Poisson brackets we had before become:
L
i
, A
j
=
3
s=1
ijs
A
s
, A
i
, A
j
=
3
s=1
ijs
L
s
. (14.88)
As a consequence, for the components of the vector-functions
I =
1
2
(L +A), J =
1
2
(L A) (14.89)
we have the following Poisson brackets
I
h
, I
s
=
hsl
I
l
J
h
, J
s
=
hsl
J
l
I
h
, J
s
= 0 . (14.90)
The above shows that the Lie algebra of the symmetries for the Kepler dy-
namics is the algebra o (3) o (3) o (4) or, which is the same, su (2) su (2).
In particular, the Hamiltonian H can be written into the form
H =
mk
2
2 (L
2
+A
2
)
=
mk
2
4 (I
2
+J
2
)
. (14.91)
In terms of the generators of o (4): L
hk
= L
kh
, (1 k, h 4), k ,= h dened
by:
L
hs
=
hsi
L
i
; h, s = 1, 2, 3
L
h4
= L
4h
= A
h
; h = 1, 2, 3 (14.92)
the Hamiltonian H becomes
H =
mk
2
C
1
, (14.93)
where C
1
=

4
i,j=1
L
ij
L
ij
is the so-called rst Casimir element of o (4).
Our next step is to construct the action-angle variables (J
s
,
s
); s = 1, 2, 3.
The idea to nd them is the following. Let us assume that the Liouville form
=

3
i=1
p
i
dx
i
in the action-angle coordinates equals
=
3
s=1
J
s
d
s
(14.94)
where 0
s
2.
Remark 14.5. Since d(
3
s=1
J
s
d
s
) = = d, the form written in the right-
hand side of (14.94) and the form dier by a closed form . Assuming that
is exact, we have that

3
s=1
J
s
d
s
= +dF, where F is some function. Then
dF will give no contribution in the integration by which we nd the action
variables (see (14.95) below), and we can simply assume that (14.94) holds.
If
s
is the curve obtained when we vary
s
from 0 to 2, while the other
variables remain constant, then
J
s
=
1
2
_
s
. (14.95)
We now note that we shall obtain some linear combinations of the J
i
s if
instead of the curves
i
we use the curves
i
= n
1
i
1
+ n
2
i
2
+ n
3
i
3
with
some integers n
j
i
so it remains to guess some closed curve on the torus where
the motion occurs. This is relatively simple, since the motion dened by our
Hamiltonian is always periodic. After the variables J
i
are obtained, we must
check that the Hamiltonian H depends only on J
i
s as should be. The next
step will be to nd
i
. This would be easy if we are using the Hamilton-Jacobi
equation formalism. How this idea works will be seen below; see also [25].
Let us we consider the Hamilton-Jacobi equation in spherical coordinates
(r, , ) whose origin coincides with (0, 0, 0). The spherical coordinates are
chosen of course because the Hamilton-Jacobi equation for the Kepler prob-
lem in spherical coordinates allows separation of variables, and we can nd the
solution explicitly. In spherical coordinates, the symplectic form, the Hamil-
tonian, and the Hamiltonian vector eld corresponding to H take the form:
= dp
r
dr +dp
d +dp
d (14.96)
H =
1
2m
(p
2
r
+
p
2
r
2
+
p
2
r
2
sin
2
)
k
r
(14.97)
=
1
m
_
p
r
r
+
p
r
2
+
p
r
2
sin
2
1
r
2
_
p
2
+
p
2
sin
2
_

p
r
p
2
cos
r
2
sin
3
k
r
2
_
. (14.98)
Since the Hamiltonian does not depend explicitly on time, the Hamilton-
Jacobi equation
S
t
+
1
2m
_
_
S
r
_
2
+
1
r
2
_
S
_
2
+
1
r
2
sin
2
_
S
_
2
_
k
r
= 0 (14.99)
can be reduced, setting S = W Et, to the form
1
2m
_
_
W
r
_
2
+
1
r
2
_
W
_
2
+
1
r
2
sin
2
_
W
_
2
_
k
r
= E . (14.100)
We look now for a solution W (r, , ) of the type
W (r, , ) = W
r
(r) +W
() +W
() , (14.101)
where W
r
, W
and W
, depend only on the corresponding variable r, and

. In this way, the Hamilton-Jacobi equation for W becomes
1
2m
_
_
dW
r
dr
_
2
+
1
r
2
_
dW
d
_
2
+
1
r
2
sin
2
_
dW
d
_
2
_
k
r
= E . (14.102)
Standard reasoning leads to the conclusion that the above equation is equiv-
alent to the system:
dW
d
=
_
dW
d
_
2
=
2
sin
2
(14.103)
_
dW
r
dr
_
2
= 2m
_
E +
k
r
_
r
2
.
where
are constants of integration. The constant
has clear physical

meaning it is simply the projection of the angular momentum on the z-axis.
The constant
is equal to the length of the angular momentum, because

[[L[[
2
= [[x v[[
2
= p
2
+
p
2
sin
2
. (14.104)
If denotes the angle between the plane of the orbit and the (x, y) plane, we
have
p
= [[L[[ cos
cos . (14.105)
Therefore, the solution of the Hamilton-Jacobi equation is S = Et +W:
W =
+
_
d
sin
2
+
_
dr
_
2mE +
2mk
r

2
r
2
. (14.106)
As a consequence,
p
sin
2
(14.107)
p
r
=
_
2mE +
2mk
r

2
r
2
.
Now we implement the scheme for nding the action-angle variables we out-
lined in the above. First we nd the action variables
J
s
=
1
2
_
s
; i = 1, 2, 3 (14.108)
where
= p
d +p
d +p
r
dr (14.109)
and the closed curves
1
,
2
,
3
dene 3 independent cycles in the phase space
the space of the variables (r, , ,
,
r
), for which the Hamiltonian has
negative values. These expressions will become most simple if
1
is given
parametrically by p
= p
(), while the other variables except p
, remain
constant;
2
is given parametrically by p
= p
(), while the other variables

except p
, remain constant and the same for

3
. In this case, we have the
action variables
J
=
1
2
_
d
J
=
1
2
_
sin
2
d (14.110)
J
r
=
1
2
_
3
_
2mE +
2mk
r

2
r
2
dr.
To guess
1
is easy; we can choose it to be parameterized by , since when
varies from 0 to 2, while the other variables remain constant, we have a
closed curve. Thus we obtain
J
. (14.111)
As to the curves
2
,
3
, since the movement is periodic, they can be chosen
to join the turning points, that is, they are xed by the requirement that the
corresponding velocities vanish or, better, the corresponding momenta p
and
p
r
(expressed, of course, in terms of variables
and
) vanish. We have:
p
2
=
2
sin
2
= 0
p
2
r
= 2mE +
2mk
r

2
r
2
= 0 (14.112)
and the rst equation denes two angles
1
,
2
, the second two values of r -
r
1
, r
2
. Then the closed curve
2
parameterized by is dened by p
()
when goes from
1
to
2
and p
() when goes back from

2
to
1
,
while the rest of the variables remain constant. In the same way we dene the
curve
3
. In order to nd J
, we must integrate from

1
to
2
and multiply
the result by 2. The same is true for the integral over r, but we integrate here
from r
1
and r
2
. Using (14.105) we reduce the equation for
1
,
2
to
sin
2
=

2
= cos
2
. (14.113)
Since always lies between 0 and , we have sin > 0 and sin
1
= sin
2
=
cos . We nd that
1
= /2,
2
= /2+. But the integral from /2
to /2 equals the integral from /2 to /2 , and we obtain
J
=
4
2
_
/2
/2
1
sin
_
sin
2
cos
2
d (14.114)
=
2
sin
2
_
/2
0
cos
2
1 sin
2
sin
2
d , (14.115)
where the new variable is introduced, related to the old one by
cos = sin sin . (14.116)
Putting x = tan , we transform the last integral into the form
J
=
2
_
+
0
_
1
1 +x
2

cos
2
1 +x
2
cos
2
_
dx (14.117)
=
2
2

2
cos
_
=
(1 cos ) . (14.118)
and nally, using again (14.105), we get
J
. (14.119)
The integral giving J
r
can be calculated using the Residue Theorem. We rst
remark that the roots r
1
and r
2
of the equation
2mE +
2mk
r

2
r
2
= 0 , (14.120)
which gives the integration limits, are positive if E < 0 (as we have seen
they correspond to the radii of the turning points of the motion). Next, the
function
f (z) =
_
2mE +
2mk
z

2
z
2
, (14.121)
allows analytic continuation from the real axis to the complex plane. It has
two branch points at
z
=
k
2E
_
1
_
1 +
2
2
E
mk
2
_
(14.122)
and a simple pole at z = 0. We cut the complex plane on the line segment
[r
1
, r
2
], and we choose the branch of f
+
(z) of f(z), which on the upper side
of the cut (z = x +i0
+
) equals
f(x) =
_
2mE +
2mk
x

2
x
2
, (14.123)
and on the lower side (z = x i0
+
) equals
f(x) =
_
2mE +
2mk
x

2
x
2
. (14.124)
The function f
+
(z) is analytic in C ([r
1
, r
2
] 0) and has a simple pole at
z = 0. The integral over r, rst integrating from r
1
to r
2
and then integrating
again from r
2
to r
1
, changing the sign of the integrand, can be considered
as complex integral of the function (1/2)f
+
(z), rst going on the lower side
of the cut from r
1
to r
2
and then back on the upper side from r
2
to r
1
.
The Cauchy theorem ensures that the same value will be obtained, if we
take the complex integral (1/2)
_
f
+
(z)dz over a closed contour , oriented
anticlockwise, which encompasses the segment [r
1
, r
2
] and does not encompass
the pole z = 0. Such integral can be calculated using the Residue theorem,
and this gives:
J
r
= i (Res(f; 0) + Res(f; )) . (14.125)
Now, since Res(f
+
; 0) =
_
and Res(f
+
; ) = mk/
2mE, we obtain
J
r
=
+
mk
2mE
. (14.126)
Then from J
+J
, we get
J
+J
+J
r
=
mk
2mE
. (14.127)
The above relation shows that the Hamiltonian function can be written in
terms of the action-angle variables in the following way:
H =
mk
2
2 (J
+J
+J
r
)
2
. (14.128)
Finally, replacing in (14.106) the variables E,
with their expressions in

terms of action coordinates
E =
mk
2
2 (J
+J
+J
r
)
2
= J
= J
, (14.129)
we get the function W as a function of the J
s. This allows us to dene the

corresponding angle variables:
h
=
W
J
h
; h = 1, 2, 3 , (14.130)
where in the above and below we write J
1
= J
r
, J
2
= J
, J
3
= J
in order to
cast the expressions in compact form. After performing the integrations, we
obtain a symplectic map from the original coordinates (p
r
, p
, p
, r, , ) to
the action-angle coordinates
_
J
h
,
h
_
; h = 1, 2, 3. This map is implicitly given
by:
J
1
=
p
2
+
p
2
sin
2
+mk
_
2mk
r

p
2
r
2

p
2
r
2
sin
2
p
2
r
_
1
(14.131)
J
2
=
p
2
+
p
2
sin
2
(14.132)
J
3
= p
(14.133)
1
= J
2
_
m
2
k
2
r
2
+ 2mkJ
2
r J
2
(J
+J
)
2
1
2
(14.134)
+arcsin
mkr J
2
J
_
J
2
(J
+J
)
2
(14.135)
2
=
1
arcsin
[mkr (J
+J
)
2
]J
_
J
2
(J
+J
)
2
(14.136)
arcsin
(J
+J
) cos
_
(J
+J
)
2
J
(14.137)
3
=
2
+ arcsin
J
cot
_
(J
+J
)
2
J
+
1
, (14.138)
where
J = J
1
+J
2
+J
3
= J
r
+J
+J
. (14.139)
In order to dene the map in an explicit way, in the last three relations
J
r
, J
, J
must be expressed in terms of (p

r
, p
, p
, r, , ), using the rst

three of the above equations.
The Hamiltonian H, the symplectic form , and the Hamiltonian vector
eld can be written through the action-angle variables as follows:
H = mk
2
J
2
=
3
h=1
dJ
h
d
h
= 2mk
2
J
3
_

1
+

2
+

3
_
. (14.140)
As already seen, the analysis of a given Hamiltonian system and the search for
alternative symplectic forms and Nijenhuis tensors is much easier in action-
angle variables which was the reason we calculated them here for the Kepler
problem. As one can check, (see [25]), the vector eld is Hamiltonian also
with respect to the symplectic form
1
:
1
=
h,k
R
h
k
dJ
h
d
k
, (14.141)
where the matrix R = (R
h
k
)
1k,h3
is dened by:
R =
1
2
J
r
J
J
r
+J
J
r
+J
. (14.142)
(We prefer to write J
r
, J
, J
instead of J
1
, J
2
, J
3
in the nal expressions).
The form
1
generates new Poisson brackets
f, g
1
=
k,h
(R
1
)
k
h
_
f
J
h
g
k

f
k
g
J
h
_
, (14.143)
and corresponds to the new Hamiltonian function H
1
:
H
1
= 2mk
2
J
1
. (14.144)
In the original coordinates (p, q) the symplectic form
1
is simply written as:
1
=
i
dK
i
d
i
(14.145)
where the functions K
i
(p, q) and
i
(p, q) are given by:
K
1
=
1
4
[J
r
+ (J
)
2
]
K
1
=
1
4
[J
r
+ (J
)
2
]
K
3
=
1
2
J
[J
r
+J
] . (14.146)
(Recall that J
i
= J
i
(p, q),
i
=
i
(p, q)). Since is nondegenerate, one
can construct a mixed invariant tensor eld N
0
, such that (N
0
(X), Y ) =
1
(X, Y ). The tensor N
0
has the form
N
0
=
h,k
_
R
h
k
dJ
h

J
k
+R
k
h
d
h
k
_
, (14.147)
As easily veried, N
0
has double degenerate eigenvalues and vanishing
Nijenhuis torsion, the last property being equivalent to the compatibility of
the symplectic structures and
1
. However, one can check, see [25], that the
action of N
0
does not give new integrals of motion as one would expect, for
example
N
0
dH = d
_
k
_
m
H
_
. (14.148)
14.4 Compatible Poisson Structures and Poisson-Nijenhuis Structures 499
This is not what we would like to obtain, and so we must look for another
Nijenhuis tensor. It can be found changing the action-angle variables to some
others, closely related to them. As already seen, the Kepler dynamics possesses
ve independent rst integrals, for example, those chosen among Hamiltonian
and the components of the angular momentum and the components of the
Laplace-Runge-Lenz vector. In action-angle coordinates (J, ) we can choose
the following independent ve rst integrals
J
r
, J
, J
,
1
2
,
2
3
. (14.149)
Now, using the so-called Delauney action-angle variables, (I
i
,
i
); i = 1, 2, 3,
(see [24]), which are given by
I
1
= J
r
+J
+J
=
1
I
2
= J
+J
=
3
I
3
= J
=
4
1
=
1
=
1
2
=
2
1
=
5
3
=
3
2
=
6
, (14.150)
and introducing the new variables
1
,
1
,
; = 3, 4, 5, 6, we can construct
the following invariant tensor eld
N =
1
_

1
d
1
+

1
d
1
_
+
6
=3
. (14.151)
As easily checked, the Nijenhuis torsion of this tensor eld is zero. This tensor
eld can be used as Nijenhuis tensor for the Kepler Dynamics Its eigenvalues
give all the rst integrals of the eld .
The above example illustrates the general concept that the integrability is
closely related to the existence of a mixed invariant tensor eld with vanishing
Nijenhuis torsion, though sometimes it is hidden, and it is not an easy task
to nd it.
14.4 Compatible Poisson Structures
and Poisson-Nijenhuis Structures
Following [26] we shall say that on the manifold / is dened P-N struc-
ture (Poisson-Nijenhuis structure) if on /are dened simultaneously Poisson
tensor P and Nijenhuis tensor N, satisfying the following coupling conditions:
(a) NP = PN
(b) PL
N(X)
() PL
X
(N
) +L
P()
(N)(X) = 0 , (14.152)
for arbitrary choice of the vector eld X and the 1-form . We also introduce
the following (2, 1) type tensor eld [P, N] through the property
[P, N](X, ) = PL
N(X)
() PL
X
(N
) +L
P()
(N)(X) . (14.153)
A manifold endowed with a P-N structure will be called Poisson-Nijenhuis
manifold or for shortness P-N manifold.
We present here the condition (b) exactly as it has been initially introduced
by Magri in the rst work that mentioned P-N structures [26] (for more re-
cent developments see [27, 28]). In order to understand its meaning, let us
assume that P is invertible, then B = (P)
1
:
1
(/) T (/) denes a
symplectic form through
B
(X, Y ) = B(X), Y ). The coupling condition (b)
then is a consequence from d
B
= 0, the rst coupling condition, and the re-
lation d
N
(
B
) = 0. For symplectic form that satises (NX, Y ) = (X, NY )
the second coupling condition is equivalent to the requirement d
N
(
B
) = 0.
Recall that the operation d
N
has been introduced earlier in (13.19), and ac-
cording to its denition for a symplectic form, the condition d
N
B
= 0 is
equivalent to di
N
(
B
) = 0 which means that the form i
N
is closed. Since
i
N
(X, Y ) = (NX, Y ) + (X, NY ), all this simply shows that the second
coupling condition ensures that
N
(X, Y ) = (NX, Y ) is a closed 2-form.
The second coupling condition has also natural interpretation in terms
of the so-called Lie bi-algebroid structures [29], which we are not going to
introduce here.
The structure we have introduced seems very specic. However, it turns
out that for the so-called soliton equations it arises in a natural way. The
point is that almost in each approach to the theory of completely integrable
systems one can notice the crucial role played by the so-called compatible
Poisson tensors (see [26, 30, 31, 32, 33]), or as also called Hamiltonian pairs
(see [34, 35]).
Denition 14.6. Two Poisson tensors P and Q are compatible if the tensor
P +Q is Poisson tensor too.
It is evident that for this it is necessary and sucient that
[P, Q]
S
= 0 . (14.154)
If P, Q are compatible it easily follows that for arbitrary constants a, b the
eld aP +bQ is also a Poisson tensor.
After these preliminaries we prove now theorem [26], showing how P-N
structures arise when we have a compatible Poisson pair.
Theorem 14.7. Let P and Q be Poisson tensors on /. Let Q
1
exist, that
is, we assume that there exists a smooth eld of linear maps m Q
1
m
. Then
the tensor elds N = P Q
1
and Q endow the manifold with P-N structure.
Proof. First of all, let us note that if N = P Q
1
, then the rst coupling
condition is already satised, and it remains to prove the second coupling
condition and the fact that N is Nijenhuis tensor. Let us begin with the
second coupling condition.
Let P = NQ and Q be compatible Poisson tensors. This means that
simultaneously [Q, Q]
S
= 0, [NQ, NQ]
S
= 0 and [Q, NQ]
S
= 0. In more
detail
QL
Q
1
2
,
3
) +QL
Q
2
3
,
1
) +QL
Q
3
1
,
2
) = 0 (14.155)
for any three 1-forms
1
,
2
,
3
;
NQL
NQ
1
2
,
3
) +NQL
NQ
2
3
,
1
) +NQL
NQ
3
1
,
2
) = 0 (14.156)
1
,
2
,
3
;
QL
NQ
1
2
,
3
) +QL
NQ
2
3
,
1
) +QL
NQ
3
1
,
2
) +
NQL
Q
1
2
,
3
) +NQL
Q
2
3
,
1
) +NQL
Q
3
1
,
2
) = 0 (14.157)
1
,
2
,
3
. Making use of (14.155) we have:
NQL
Q
1
2
,
3
) = QL
Q
1
2
, N
3
) =
QL
Q
2
(N
3
),
1
) QL
QN
1
,
2
) =
QL
Q
2
(N
3
),
1
) QL
NQ
3
1
,
2
) .
Analogously,
NQL
Q
2
3
,
1
) = QL
Q
3
(N
1
),
2
) QL
NQ
1
2
,
3
)
NQL
Q
3
1
,
2
) = QL
Q
1
(N
2
),
3
) QL
NQ
2
3
,
1
).
Inserting the above expressions into (14.157) we get the following equation
QL
Q
1
(N
2
),
3
)+QL
Q
2
(N
3
),
1
)+QL
Q
3
(N
1
),
2
) = 0 . (14.158)
Thus we see that provided NQ = QN
and Q
= Q are true the relations

[Q, Q]
S
= 0 [Q, NQ]
S
= 0 lead to the equation (14.158) and conversely, this
equation, together with [Q, Q]
S
= 0 leads to [Q, NQ]
S
= 0.
Remark 14.8. It is easy to see that we can introduce the (3, 0) tensor eld
[Q, N]
S
by requirement:
[Q, N]
S
(
1
,
2
,
3
) = (14.159)
QL
Q
1
(N
2
),
3
) +QL
Q
2
(N
3
),
1
) +QL
Q
3
(N
1
), Q
2
) ,
then the calculation we have done show that for arbitrary 1-forms
1
,
2
,
3
we have:
[NQ, Q]
S
(
1
,
2
,
3
) + [Q, N]
S
(
1
,
2
,
3
) = (14.160)
+([Q, Q]
S
(N
1
,
2
,
3
) + cycl (1, 2, 3)) .
We shall show now that if Q is invertible, the relation (14.158) is equivalent
to the coupling condition (14.152 b). Now, in order to obtain (14.152 b) we
transform the three terms in the left-hand side of (14.158). For the second
one, using some simple identities, we get
QL
Q
2
(N
3
),
1
) = L
Q
2
(N
3
), Q
1
) =
L
Q
2
N
3
, Q
1
) +N
3
, L
Q
2
(Q
1
)) =
L
Q
2
3
, NQ
1
) +
3
, N[Q
1
, Q
2
]) =
L
Q
2
3
, NQ
1
) L
Q
2
(N)(Q
1
),
3
) =
QL
Q
2
3
, N
1
) L
Q
2
(N)(Q
1
),
3
) . (14.161)
If we put in (14.155)
3
instead of
1
, N
1
instead of
2
and
2
instead of
3
, the third term can be cast into the form
QL
Q
3
(N
1
),
2
) = QL
Q
2
3
, N
1
) QL
QN
2
,
3
) . (14.162)
Finally, inserting (14.161), (14.162) into (14.158) we arrive at:
QL
Q
1
(N
2
) L
Q
2
(N)(Q
1
) QL
NQ
1
2
,
3
) = 0 . (14.163)
It remains to take into account that
1
,
2
,
3
are arbitrary and that Q is
invertible to obtain that for each 1-form and each vector eld X we have
QL
X
(N
) L
Q
(N)(X) QL
NX
() = 0 , (14.164)
which is none but the coupling condition.
Remark 14.9. With the help of the tensor eld [N, Q]
S
we have introduced in
the remark (14.8), the calculations that we have preformed can be written as
[Q, N]
S
(
1
,
2
,
3
) = [Q, Q]
S
(N
1
,
2
,
3
) +[Q, N](Q
1
,
2
),
3
) . (14.165)
Now we must show that N is Nijenhuis tensor. For this, we shall consider
(14.156) but rst we shall make some preparations. First
NQL
NQ
1
(
2
),
3
) = L
QN
1
(
2
), QN
3
) =
L
QN
2
, QN
3
)
2
, [NQ
3
, NQ
1
]) =
L
QN
1
N
2
, Q
3
)
2
, [NQ
3
, NQ
1
]) =
QL
QN
1
(N
2
),
3
)
2
, N[NQ
1
, Q
3
])
2
, [NQ
3
, NQ
1
]).
Next, using (14.155), (14.158) we obtain:
NQL
NQ
2
(
3
),
1
) = QL
QN
2
(
3
), N
1
) =
QL
Q
3
(N
1
), N
2
) QL
QN
1
(N
2
),
3
) =
QL
Q
1
((N
)
2
2
),
3
) +QL
QN
2
(N
3
),
1
)
QL
QN
1
(N
2
),
3
) = L
Q
1
((N
)
2
2
), Q
3
)
+QL
NQ
2
(N
3
),
1
) QL
QN
1
(N
2
),
3
) =
L
Q
1
(N
)
2
2
, Q
3
) +(N
)
2
2
, L
Q
1
Q
3
)
L
NQ
2
(N
3
), Q
1
) QL
QN
1
(N
2
),
3
) =
L
Q
1
2
, N
2
Q
3
)
2
, N
2
[Q
3
, Q
1
])
L
NQ
2
(N
3
), Q
1
) QL
QN
1
(N
2
),
3
).
We transform also the last term in (14.156) with the help of (14.155) as follows:
NQL
NQ
3
(
1
),
2
) = QL
QN
3
(
1
), N
2
) =
QL
Q
1
(N
2
), N
3
) QL
QN
2
(N
3
),
1
) =
L
Q
1
(N
2
), QN
3
) +L
QN
2
(N
3
), Q
1
) =
L
Q
1
(N
2
), QN
3
) N
2
, L
Q
1
(QN
3
))
+L
QN
2
(N
3
), Q
1
) = L
Q
1
2
, N
2
Q
3
)
+
2
, N[NQ
3
, Q
1
]) +L
QN
2
(N
3
), Q
1
).
Finally, we insert these expressions in (14.156) and get:
2
, [NX
3
, NX
1
] +N
2
[X
3
, X
1
] N[NX
3
, X
1
] N[X
3
, NX
1
]) = 0,
where we have put X
1
= Q
1
, X
3
= Q
3
. As Q is invertible and
1
,
2
,
3
are
arbitrary, we obtain exactly the zero Nijenhuis bracket condition
[NX
3
, NX
1
] +N
2
[X
3
, X
1
] N[NX
3
, X
1
] N[X
3
, NX
1
] = 0.
The theorem is proved.
A construction similar to the one we have used in the above theorem
can be applied also in the following situation. Suppose on the manifold / we
have simultaneously a Poisson tensor P and a closed 2-form (not necessarily
nondegenerate), for example a presymplectic form. Let

be the corresponding
eld of linear maps
m

m
: T
m
(/) T
m
(/) . (14.166)
Then the following theorem (see [26]) holds:
Theorem 14.10. If the form that corresponds to

P

is closed, then the
tensor elds P and N = P

dene P-N structure on the manifold /.
The theorem can be proved using simple calculations, similar to what we have
used in the above.
An interesting situation arises on symplectic manifold / with symplectic
form , if in addition there is a nondegenerate Nijenhuis tensor N for which
we have:
N = N
. (14.167)
This condition is an analog of the coupling condition (a) for the P-N structure.
Of course, as usual, here is the eld of maps m
m
: T
m
(/) T
m
(/)
that corresponds to .
In this case, if the eigenvalues of N are smooth functions on / they
generate a system of integrable vector elds, without the additional require-
ments usually imposed on and N, see for example [26]. In order to prove
this other version of the Liouville theorem is used, called the Liouville-Cartan
theorem,
5
[36].
Theorem 14.11. Let (/, ) be a symplectic manifold of dimension 2n, let
be a closed 1-form on / and let X be the Hamiltonian eld that corresponds
to it (i
X
= ). Suppose that
1
,
2
, . . . ,
n1
are closed 1-forms that are rst
integrals of X (
s
(X) = 0, 1 s n 1). Let us assume that the forms
s
have the properties:
1. The forms
s
are in involution (that is,
i
,
j
= 0).
2. The forms ,
1
,
2
, . . . ,
n1
are linearly independent for each point m of
an open set U /.
Then
1. On the set U there exist n linear forms (1-forms) ,
1
,
2
, . . . ,
n1
, such
that
U
= +
n1
s=1
s

s
. (14.168)
2. The 2-forms d, d
1
, d
2
, . . . , d
n1
belong to the ideal generated by the
forms ,
1
,
2
, . . . ,
n1
in the exterior algebra (/).
The 1-forms ,
1
,
2
, . . . ,
n1
generate on U / integrable Pfaan sys-
tem. Let ^ be integral manifold for it and let j : ^ / be the inclusion
map. Then
1. The eld X is tangent to ^ and induces on it a vector eld Z (X and Z
are j-related).
2. The forms j
, j
1
, j
2
, . . . , j
n1
(restrictions of ,
1
,
2
, . . . ,
n1
on ^) are linearly independent at each point of ^.
3. The forms j
1
, j
2
, . . . , j
n1
are rst integrals of Z (j
s
(Z) = 0 and
dj
s
= 0).
4. dj
= 0 and j
(Z) = 1.
The theorem states that one can nd a submanifold ^ of / such that the
eld X is tangent to it and on ^ we have n 1 independent integrals (the
s) for X. Thus X is integrable in quadratures (completely integrable).
Let us return now to the situation when we have a Nijenhuis tensor N
on a symplectic manifold (/, ) coupled with the symplectic structure by
5
Actually in the formulation below, we united two theorems, the so-called theorem
of Gallissot and the Liouville-Cartan theorem.
(14.167). In order to simplify the notations, and to avoid repeating all the time
that we have some property pointwise, we shall use the following conventions.
Let N be a (1, 1) tensor on the manifold /, that is, N is a eld of linear
operators N
m
: T
m
(/) T
m
(/). We shall call it semisimple if N
m
is
semisimple for each m. Next, let us suppose that the eigenvalues
i
(m) of
N
m
are smooth functions and the eigenspaces S
i
(m) corresponding to
i
(m)
have constant dimensions. Then we shall refer to the distributions m S
i
(m)
as the eigenspaces and shall denote them by S
i
. We shall call the dimension
of S
i
(m) the dimension of S
i
and we shall call the functions
i
eigenvalues
corresponding to S
i
. Following the same logic, we shall denote the distribution
m S
i
(m)S
j
(m) by S
i
S
j
. If is symplectic form on /we shall say that
S
i
and S
j
are orthogonal with respect to if S
i
(m) and S
j
(m) are orthogonal
with respect to
m
. If X is a eld we shall say that X S
i
if for each m
X(m) S
i
(m) and so on, each property that holds pointwise for some elds
of objects will be stated as property of the corresponding elds.
Now we have the following proposition (see [37] and [26]).
Proposition 14.12. Let (/, ) be 2n-dimensional symplectic manifold on
which there exists Nijenhuis tensor N, such that N
= N. Let N
be semisimple and let its eigenvalues
i
be smooth functions on /. Let the
dimension of the eigenspaces S
i
corresponding to
i
be constant on /. Then:
1. The eigenspaces S
i
, corresponding to the eigenvalues
i
are orthogonal
with respect to and have even dimension.
2. If none of the functions
i
is locally equal to a constant, that is, there
is no open subset V / such that
i
[
V
= const, then the forms d
i
are independent and are in involution. The Hamiltonian vector elds X
i
corresponding to
i
(i
X
i
= d
i
) belong to the subspaces S
i
.
3. If for each i dim(S
i
) = 2, that is, if each eigenvalue is exactly double
degenerate, and if these eigenvalues are not locally equal to constants then:
(a)
i
n
i=1
is complete set of functions in involution and each vector eld
X
i
is completely integrable Hamiltonian system.
(b) The 2-form can be locally expressed in the following way:
=
n
i=1
i
,
i
= [
S
i
,
i
= d
i

i
,
where
i
are 1-forms on /. If Y
i
are the vector elds corresponding
to
i
(
i
= i
Y
i
) then X
i
, Y
i
span the subspaces S
i
.
If the vector elds X
i
, Y
i
can be chosen in such a way that, [X
i
, Y
i
] = 0,
then L
X
i
N = 0.
(c) If the eigenvalues
i
have no zeroes on /, then the 2-forms
(k)
corresponding to the tensor eld
(k)
= N
k
; k = 0, 1, 2, . . . ,
are again symplectic forms on /.
Proof. At the beginning we recall that a Nijenhuis tensor N, whose eigenspaces
have constant dimension holds the Nijenhuis theorem. Now we start with the
proof.
1. First of all, for m / let us consider, Z
i
S
i
(m), Z
j
S
j
(m), i ,= j.
We have
m
(N
m
Z
i
, Z
j
) =
i
(m)
m
(Z
i
, Z
j
) =
m
(Z
i
, N
m
Z
j
) =
j
(m)
m
(Z
i
, Z
j
).
From here it follows that
m
(Z
i
, Z
j
) = 0, and therefore S
i
and S
j
are orthog-
onal w.r.t. the symplectic form . Naturally, we have also S
i
S
j
= 0.
2. Let i
X
i
= d
i
. Then if i ,= j from the Nijenhuis theorem, it follows
that (X
i
, S
j
) = 0. This entails that X
i
S
i
and therefore d
i
are in
involution. As d
i
,= 0 then X
i
; i = 1, 2, . . . , n belong to dierent subspaces
S
i
and are linearly independent. It follows that d
i
; i = 1, 2, . . . , n are linearly
independent too.
3. Let now
dimS
i
= 2, =
n
i=1
i
,
i
= [
S
i
.
Then d
i
n
i=1
is a complete involutive set of closed 1-forms. Moreover, for
each distribution
S = S
i
1
S
i
2
. . . S
i
k
the 2-form
S
= [S is symplectic form on the corresponding integral sub-
manifolds of S and the forms
d
i
1
, d
i
2
, . . . , d
i
k
form a complete set in involution on that submanifold. According to the
Liouville-Cartan theorem, (14.11), each eld X
i
is then completely integrable
Hamiltonian system and
S
= d
i
1

i
1
+d
i
2

i
2
. . . +d
i
k

i
k
.
Here
i
l
are 1-forms, such that d
i
l
belong to the ideal generated by d
i
l
in
the algebra of dierential forms on the corresponding submanifold. It is not
dicult to check that (at least locally) one can extend these forms to forms on
/and choose them in such a way that d
i
= d
i
i
, where
i
is some 1-form
and d
i

i
=
i
. Let Y
i
be the vector eld corresponding to the 1-form
i
(
i
= i
Y
i
). Then
(X
i
, Y
i
) = 1, (X
i
, Y
j
) = 0; i ,= j.
For this reason Y
i
belongs to S
i
and X
i
, Y
i
span S
i
.
Let us prove now that L
X
i
N = 0. Since we have
(L
X
i
N)(Y ) = [X
i
, NY ] N[X
i
, Y ],
14.5 Principal Properties of Poisson-Nijenhuis Manifolds 507
then taking into account that X
i
, Y
i
span S
i
it is enough to prove that the
right-hand side of the above equation is zero for Y = X
j
, Y
j
. By assumption
[X
i
, Y
i
] = 0 and then
(L
X
i
N)(X
j
) = [d
j
(X
i
)]X
j
= 0; i ,= j
(L
X
i
N)(X
i
) = [d
i
(X
i
)]X
i
= (X
i
, X
i
)X
i
= 0
(L
X
i
N)(Y
j
) = [d
j
(X
i
)]Y
i
= 0 . (14.169)
Finally, it is clear that
(k)
=
n
i=1
k
i
d
i

i
and therefore d
(k)
= 0. The proposition is proved.
The proposition shows that spectral properties are sometimes so restrictive,
that they ensure some of the requirements that we usually impose a priori.
14.5 Principal Properties of Poisson-Nijenhuis Manifolds
Let us return again to the P-N structures. The application of these structures
are motivated by the interesting features of their fundamental elds.
Denition 14.13. The eld X is called fundamental for the P-N structure if
L
X
N = 0, L
X
P = 0 . (14.170)
In other words, X is fundamental eld for the P-N structure if it is funda-
mental for both the tensors P and N.
In the following theorem are collected the most essential properties of the
fundamental elds, see for example [26]:
Theorem 14.14. Let / be P-N manifold. Let
N
be the set of 1- forms
satisfying the conditions:
d = 0, dN
= 0 . (14.171)
N
(/) will be called the set of fundamental forms. Then the set of vector
elds
PN
(/)
X
= P() :
1
(/), d = 0, dN
= 0 (14.172)
are fundamental for the P-N structure. The vector spaces
PN
(/) and
N
(/) are Lie algebras (with respect to the Lie bracket and Poisson bracket
respectively) and P is homomorphism between these algebras:
[X
, X
] = P,
P
. (14.173)
Moreover, the above algebras are invariant under the action of N and N
,
respectively, and N (N
) commute with the Lie algebra operation:

N
,
P
= N
,
P
= , N
P
; ,
N
(/)
N[X
, X
] = [NX
, X
] = [X
, NX
]; X
, X

PN
(/) . (14.174)
Proof. Let be 1-form such that d = dN
= 0. As already seen, the

condition d = 0 is equivalent to the condition
L
X
= d[(X)] = d, X) , (14.175)
for arbitrary vector eld X. Then
L
N(X)
L
X
(N
) = d, NX) dN
, X) = 0.
But from the coupling condition
P(L
N(X)
L
X
(N
)) +L
P()
(N)(X) = 0
it follows that L
P()
N = 0. Thus, the vector eld P() is fundamental for
the tensor N. It is also fundamental for the tensor P (see Proposition 12.24),
and therefore P() is fundamental eld for the P-N structure. Next, if ,
N
(/) we have the following chain of relations:
N
, N
, = N
d, P) dN
, P) =
N
L
P
() L
P
(N
) = [L
P
(N
)] = 0 . (14.176)
Taking into account that , = , , we easily get the rst line of
(14.174). Thus we have also proved that N
, is closed. What remains to

prove is that
N
(/) is invariant under the action of N
. For this it is enough

to prove that if
N
(/), that is, if d = dN
= 0, then d(N
)
2
= 0
too. But this is one of the properties of a Nijenhuis tensor, see proposition
(13.24). Consider now the fundamental elds P. For the Poisson bracket of
two closed forms , , we have
[X
, X
] = P, . (14.177)
Therefore, if
N
(/)
N[X
, X
] = NP, = PN
, = PN
, . (14.178)
From the other hand
[NX
, X
] = [NP, X
] = [PN
, P] = PN
, (14.179)
and nally we get
N[X
, X
] = [NX
, X
] = [X
, NX
] . (14.180)
The theorem is proved.
14.6 Hierarchies of Poisson Structures 509
14.6 Hierarchies of Poisson Structures
It is remarkable that P-N structure generates also a hierarchy of Poisson
structures. More specically, we have the following.
Theorem 14.15. Let the tensors P and N endow the manifold / with P-N
structure. Then on / there exist innite number of Poisson structures P
k
=
N
k
P = P(N
)
k
, k = 1, 2, . . . and there are innitely many P-N structures,
dened by the pairs (P
k
, N
s
), k, s = 1, 2, . . ..
The proof of the above theorem readily follows from some remarkable iden-
tities, introduced in [26], which we shall present below. Let P and N be two
elds of the type P
m
: T
m
(/) T
m
(/); N
m
: T
m
(/) T
m
(/) such that
NP = PN
. Recall that we dened the following tensors (tensor elds):

The (3, 0) type tensor eld [P, P]
S
(Schouten bracket):
[P, P]
S
:
1
(/)
1
(/)
1
(/) T(/)
[P, P]
S
(
1
,
2
,
3
) =
1
, PL
P
2
3
) + cycl (1, 2, 3) , (14.181)
for
1
,
2
,
3

1
(/).
The (2, 1) type tensor eld [P, N]:
[P, N] : T (/)
1
(/) T (/)
[P, N](X, ), ) =
P[L
NX
() L
X
(N
)] +L
P()
(N)X, ) , (14.182)
for ,
1
(/); X T (/).
The (1, 2) tensor eld [N, N] (Nijenhuis bracket):
[N, N] : T (/) T (/) T (/)
[N, N](X
1
, X
2
) = L
NX
1
(N)X
2
NL
X
1
(N)X
2
(14.183)
for X
1
, X
2
T (/), or
[N, N](X
1
, X
2
), ) =
N
2
([X
1
, X
2
]) + [N(X
1
), N(X
2
)], )
N[X
1
, N(X
2
)] +N[N(X
1
), X
2
], ) (14.184)
for
1
(/); X
1
, X
2
T (/).
Then we have
Proposition 14.16. For the tensor elds P (of type (2, 0)) and N (of type
(1, 1)) such that NP = PN
and for
1
,
2
,
3
, ,
1
(/) and X
T (/), hold the following identities:
[NP, NP]
S
(
1
,
2
,
3
) =
[P, P]
S
(N
1
, N
2
,
3
) +
2
, [N, N](P
1
, P
3
))
+ [P, N](P
3
,
1
), N
2
), (14.185)
[NP, N](X, ), ) = [P, N](X, ), N
) +[N, N](P, X), ).

(14.186)
Proof. Let us consider [NP, NP]
S
:
[NP, NP]
S
(
1
,
2
,
3
) =
N
1
, PL
PN
3
) +N
2
, PL
PN
1
) +N
3
, PL
PN
2
) =
[P, P]
S
(N
1
, N
2
,
3
)
3
, PL
PN
1
(N
2
))
+N
2
, PL
P
3
(N
1
)) N
2
, PL
PN
3
(
1
))
+N
3
, PL
PN
1
(
2
)) =
[P, P]
S
(N
1
, N
2
,
3
) +
3
, NPL
PN
1
(
2
) PL
PN
1
(N
2
))
+
2
, NP[L
NP
3
(
1
) L
P
3
(N
1
)) =
[P, P]
S
(N
1
, N
2
,
3
) +[P, N](P
3
,
1
), N
2
)
2
, NL
P
1
(N)(P
3
))
3
, PL
PN
1
(N
)
2
) =
[P, P]
S
(N
1
, N
2
,
3
) +[P, N](P
3
,
1
), N
2
)
+[N, N](P
1
, P
3
),
2
)
2
, L
NP
1
(N)P
3
)
3
, PL
NP
1
(N
)
2
) . (14.187)
But,
3
, PL
NP
1
(N
)P
2
) = P
3
, L
NP
1
(N
)P
2
) =
[L
NP
1
(N
)]
P
3
,
2
) =
2
, L
NP
1
(N)P
3
) , (14.188)
and the last two terms in (14.187) cancel. This proves (14.185).
In order to prove (14.186) we consider the following chain of equalities:
[NP, N](X, ), ) =
NP[L
NX
() L
X
(N
)] +L
NP
(N)X, ) =
NP[L
NX
() L
X
(N
)] + [N, N](P, X) +NL

P
(N)X, ) =
NP[L
NX
L
X
(N
)] +L
P
(N)X, ) +[N, N](P, X), ) =
[P, N](X, ), N
) +[N, N](P, X), ) . (14.189)

This completes the proof of the proposition. Finally, taking into account The-
orem 13.25 the proof of the Theorem 14.15 is easily obtained by induction.
From the above considerations, we get two important corollaries, which
show how the P-N structure generates hierarchies of commuting Hamiltonian
vector elds and hierarchies of Poisson structures for them:
References 511
Corollary 14.17. If ,
N
(/) are in involution (X
and X
commute),
then for arbitrary natural numbers k and n the forms (N
)
k
, (N
)
n
are also
in involution (the elds (N)
k
X
and (N)
n
X
commute).
Corollary 14.18. The elds of the type (N)
k
, where
N
(/), are
Hamiltonian with respect to a hierarchy of Poisson structures P, NP, . . . N
k
P.
If N
1
exists the hierarchy is innite and consists of the Poisson tensors of
the type N
r
P where r is an integer.
Remark 14.19. Naturally, when the manifold / is nite dimensional as a re-
sult of the Caley-Hamilton theorem, we can obtain principally new structures
only up to some number p. After this number (for k > p) the Poisson tensors
N
k
P are linear combinations of the Poisson tensors N
s
P; s = 0, 1, 2, . . . p.
As we shall see, the corollaries (14.17), (14.18) have special application
in the theory of soliton equations. They explain the fact that the soliton
equations occur in hierarchies, have commuting ows, and are Hamiltonian
with respect to a hierarchy of Poisson structures.
We nish the review of the properties of the P-N manifolds with the remark
that the identities (14.160), (14.165) we established in the proof of theorem
(14.7) show that we can invert it in the following way.
Theorem 14.20. If / is a P-N manifold, endowed with Poisson tensor P
and a Nijenhuis tensor N, then P and NP are compatible Poisson tensors.
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Integrability and Nijenhuis Tensors - Gerdjikov

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14

N = 0. Suppose that N has

of T (/), such that

denotes the formal adjoint of N. As we shall see, no more ingredients

dx(ucos kx k sin kx) exp

dx(usin kx +k cos kx) exp

is a covector, then the annihilator Ann () of is the

) are canonical coordinates on O and

s are the elements

486 14 Integrability and Nijenhuis Tensors

are arbitrary functions such that

and the dynamics is dened by the equations of motion

is diagonal matrix. It can be veried that N has a vanish-

, depend only on the corresponding variable r, and

are constants of integration. The constant

has clear physical

is equal to the length of the angular momentum, because

(), while the other variables except p

(), while the other variables

, remain constant and the same for

() when goes back from

, we must integrate from

with their expressions in

s. This allows us to dene the

must be expressed in terms of (p

, r, , ), using the rst

= Q are true the relations

) commute with the Lie algebra operation:

= 0. As already seen, the

, is closed. What remains to

. For this it is enough

. Recall that we dened the following tensors (tensor elds):

) +[N, N](P, X), ).

)] + [N, N](P, X) +NL

) +[N, N](P, X), ) . (14.189)

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