This invaluable book examines qualitative and quantitative methods for nonlinear differential equations, as well as integrability and nonintegrability theory. Starting from the idea of a constant of motion for simple systems of differential equations, it investigates the essence of integrability, its geometrical relevance and dynamical consequences. Integrability theory is approached from different perspectives, first in terms of differential algebra, then in terms of complex time singularities and finally from the viewpoint of phase geometry (for both Hamiltonian and non-Hamiltonian systems). As generic systems of differential equations cannot be exactly solved, the book reviews the different notions of nonintegrability and shows how to prove the nonexistence of exact solutions and/or a constant of motion. Finally, nonintegrability theory is linked to dynamical systems theory by showing how the property of complete integrability, partial integrability or nonintegrability can be related to regular and irregular dynamics in phase space. Contents: Integrability: An Algebraic Approach; Integrability: An Analytic Approach; Polynomial and Quasi-Polynomial Vector Fields; Nonintegrability; Hamiltonian Systems; Nearly Integrable Dynamical Systems; Open Problems. Readership: Mathematical and theoretical physicists and astronomers and engineers interested in dynamical systems.

This book is devoted to the relation between two different concepts of integrability: the complete integrability of complex analytical Hamiltonian systems and the integrability of complex analytical linear differential equations. For linear differential equations, integrability is made precise within the framework of differential Galois theory. The connection of these two integrability notions is given by the variational equation (i.e. linearized equation) along a particular integral curve of the Hamiltonian system. The underlying heuristic idea, which motivated the main results presented in this monograph, is that a necessary condition for the integrability of a Hamiltonian system is the integrability of the variational equation along any of its particular integral curves. This idea led to the algebraic non-integrability criteria for Hamiltonian systems. These criteria can be considered as generalizations of classical non-integrability results by Poincaré and Lyapunov, as well as more recent results by Ziglin and Yoshida. Thus, by means of the differential Galois theory it is not only possible to understand all these approaches in a unified way but also to improve them. Several important applications are also included: homogeneous potentials, Bianchi IX cosmological model, three-body problem, Hénon-Heiles system, etc. The book is based on the original joint research of the author with J.M. Peris, J.P. Ramis and C. Simó, but an effort was made to present these achievements in their logical order rather than their historical one. The necessary background on differential Galois theory and Hamiltonian systems is included, and several new problems and conjectures which open new lines of research are proposed. - - - The book is an excellent introduction to non-integrability methods in Hamiltonian mechanics and brings the reader to the forefront of research in the area. The inclusion of a large number of worked-out examples, many of wide applied interest, is commendable. There are many historical references, and an extensive bibliography. (Mathematical Reviews) For readers already prepared in the two prerequisite subjects [differential Galois theory and Hamiltonian dynamical systems], the author has provided a logically accessible account of a remarkable interaction between differential algebra and dynamics. (Zentralblatt MATH)

Since the time of Lagrange and Euler, it has been well known that an understanding of algebraic curves can illuminate the picture of rigid bodies provided by classical mechanics. A modern view of the role played by algebraic geometry has been established iby many mathematicians. This book presents some of these techniques, which fall within the orbit of finite dimensional integrable systems. The main body of the text presents a rich assortment of methods and ideas from algebraic geometry prompted by classical mechanics, whilst in appendices the general, abstract theory is described. The methods are given a topological application to the study of Liouville tori and their bifurcations. The book is based on courses for graduate students given by the author at Strasbourg University but the wealth of original ideas will make it also appeal to researchers.

Starting with the basics of Hamiltonian dynamics and canonical transformations, this text follows the historical development of the theory culminating in recent results: the Kolmogorov–Arnold–Moser theorem, Nekhoroshev's theorem and superexponential stability. Its analytic approach allows students to learn about perturbation methods leading to advanced results. Key topics covered include Liouville's theorem, the proof of Poincaré's non-integrability theorem and the nonlinear dynamics in the neighbourhood of equilibria. The theorem of Kolmogorov on persistence of invariant tori and the theory of exponential stability of Nekhoroshev are proved via constructive algorithms based on the Lie series method. A final chapter is devoted to the discovery of chaos by Poincaré and its relations with integrability, also including recent results on superexponential stability. Written in an accessible, self-contained way with few prerequisites, this book can serve as an introductory text for senior undergraduate and graduate students.

The subject this volume is explicit integration, that is, the analytical as opposed to the numerical solution, of all kinds of nonlinear differential equations (ordinary differential, partial differential, finite difference). Such equations describe many physical phenomena, their analytic solutions (particular solutions, first integral, and so forth) are in many cases preferable to numerical computation, which may be long, costly and, worst, subject to numerical errors. In addition, the analytic approach can provide a global knowledge of the solution, while the numerical approach is always local. Explicit integration is based on the powerful methods based on an in-depth study of singularities, that were first used by Poincar and subsequently developed by Painlev in his famous Leons de Stockholm of 1895. The recent interest in the subject and in the equations investigated by Painlev dates back about thirty years ago, arising from three, apparently disjoint, fields: the Ising model of statistical physics and field theory, propagation of solitons, and dynamical systems. The chapters in this volume, based on courses given at Cargse 1998, alternate mathematics and physics; they are intended to bring researchers entering the field to the level of present research.

This book provides a compilation of mathematical-computational tools that are used to analyze experimental data. The techniques presented are those that have been most widely and successfully applied to the analysis of physiological systems, and address issues such as randomness, determinism, dimension, and nonlinearity. In addition to bringing together the most useful methods, sufficient mathematical background is provided to enable non-specialists to understand and apply the computational techniques. Thus, the material will be useful to life-science investigators on several levels, from physiologists to bioengineer.Initial chapters present background material on dynamic systems, statistics, and linear system analysis. Each computational technique is demonstrated with examples drawn from physiology, and several chapters present case studies from oculomotor control, neuroscience, cardiology, psychology, and epidemiology. Throughout the text, historical notes give a sense of the development of the field and provide a perspective on how the techniques were developed and where they might lead. The overall approach is based largely on the analysis of trajectories in the state space, with emphasis on time-delay reconstruction of state-space trajectories. The goal of the book is to enable readers to apply these methods to their own research.

Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. 1hen one day, that they can't see the problem. perhaps you will find the final question. G. K. Chesterton. The Scandal of Father 'The Hermit Oad in Crane Feathers' in R. Brown 'The point of a Pin' . • 1111 Oulik'. n. . Chi" •. • ~ Mm~ Mu,d. ", Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.

This current volume contains 12 new papers on the subject of chaos in the physical sciences, which was initiated with the publication of the book Research Advances in Chaos Theory. It is clear the subject continues to attract a great deal of attention among scientists in the scientific community. This volume looks at such problems as chaos in nonlinear systems, in dynamical systems, quantum chaos, biological applications, and a few new emerging areas as well.

Recent developments in nonlinear dynamics has significantly altered our basic understanding of the foundations of classical physics. However, it is quantum mechanics, not classical mechanics, which describes the motion of the nucleons, atoms, and molecules in the microscopic world. What are then the quantum signatures of the ubiquitous chaotic behavior observed in classical physics? In answering this question one cannot avoid probing the deepest foundations connecting classical and quantum mechanics. This monograph reviews some of the most current thinkings and developments in this exciting field of physics.

Bridging the gap between elementary courses and the research literature in this field, the book covers the basic concepts necessary to study differential equations. Stability theory is developed, starting with linearisation methods going back to Lyapunov and Poincaré, before moving on to the global direct method. The Poincaré-Lindstedt method is introduced to approximate periodic solutions, while at the same time proving existence by the implicit function theorem. The final part covers relaxation oscillations, bifurcation theory, centre manifolds, chaos in mappings and differential equations, and Hamiltonian systems. The subject material is presented from both the qualitative and the quantitative point of view, with many examples to illustrate the theory, enabling the reader to begin research after studying this book.