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Sbornik: Mathematics, 2023, Volume 214, Issue 7, Pages 897–918
DOI: https://doi.org/10.4213/sm9864e
(Mi sm9864)
 

This article is cited in 3 scientific papers (total in 3 papers)

Geodesic flow on an intersection of several confocal quadrics in Rn

G. V. Belozerov

Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia
References:
Abstract: By the Jacobi-Chasles theorem, for each geodesic on an n-axial ellipsoid in n-dimensional Euclidean space, apart from it there exist also n2 quadrics confocal with it that are tangent to all the tangent lines of this geodesic. It is shown that this result also holds for the geodesic flow on the intersection of several nondegenerate confocal quadrics. As in the case of the Jacobi-Chasles theorem, this fact ensures the integrability of the corresponding geodesic flow. For each compact intersection of several nondegenerate confocal quadrics its homeomorphism class is determined, and it turns out that such an intersection is always homeomorphic to a product of several spheres. Also, a sufficient condition for a potential is presented which ensures that the addition of this potential preserved the integrability of the corresponding dynamical system on the intersection of an arbitrary number of confocal quadrics.
Bibliography: 16 titles.
Keywords: geodesic flow, integrable system, confocal quadrics, elliptic coordinates, Jacobi-Chasles theorem.
Funding agency Grant number
Russian Science Foundation 22-71-10106
This research was carried out at Lomonosov Moscow State University and supported by the Russian Science Foundation under grant no. 22-71-10106, https://rscf.ru/en/project/22-71-10106/.
Received: 28.11.2022 and 21.12.2022
Bibliographic databases:
Document Type: Article
MSC: 14P05, 37D40, 53C22
Language: English
Original paper language: Russian

§ 1. Introduction

Earth’s surface can well be approximated by an ellipsoid, namely, by an ellipsoid of revolution. In this connection the problem of the structure of shortest curves on an ellipsoid was among the most important problems in the 18th and 19th century, when geodesy was developing. Since shortest curves on smooth surfaces are geodesics, researchers of that time were to investigate the structure of the geodesic flow on an ellipsoid.

Geodesics on a sphere are simple: these are cross-sections by planes passing through the centre of the sphere. Clairaut showed that the geodesic flow on an ellipsoid of revolution has an additional first integral, while Lagrange, Oriani and Bessel developed methods for the solution of triangles on it.

Jacobi [1], [2] considered the most general case when an ellipsoid has different axes. Going over to elliptic coordinates and using the method of separation of variables he proved that the geodesic flow on an n-axial ellipsoid in Rn is integrable. The French researcher Chasles [3] showed that the tangent lines to all points on a fixed geodesic on a triaxial ellipsoid in R3 are also tangent to another quadric confocal to this ellipsoid. This result is now known as the Jacobi-Chasles theorem.

Theorem 1 (Jacobi-Chasles theorem). At all points on a fixed geodesic on an ellipsoid in n-dimensional Euclidean space the tangent lines to it are also tangent to n2 quadrics confocal with this ellipsoid, which are the same for all points on the geodesic.

Remark 1. The parameters of these quadrics, together with the energy, form a system of functionally independent commuting (with respect to the standard Poisson bracket) first integrals.

The reader can find a state-of-the-art proof of the Jacobi-Chasles theorem in Arnold’s book [4]. An illustration to this theorem is shown in Figure 1.

The geodesic flow on a triaxial ellipsoid is an integrable Hamiltonian system with two degrees of freedom. The topology of the corresponding Liouville foliation was thoroughly examined by Bolsinov and Fomenko [5]. They showed that the geodesic flow on an ellipsoid is continuously orbitally equivalent to the Euler system with area constant equal to zero. (The definition of orbital equivalence and its invariants for systems with two degrees of freedom were presented in [6].)

Zung [7] described the topology of the Liouville foliation for the geodesic flow on an n-axial ellipsoid in Rn with different semiaxes in a neighbourhood of singular points. Davison, Dullin and Bolsinov [8] described the singularities of the geodesic flow on a three-dimensional ellipsoid with equal middle semiaxes. Note that one consequence of Theorem 1 is that the billiard system bounded by an ellipsoid is integrable. In fact, consider an n-axial ellipsoid, and let its smallest semiaxis tend to zero. In the limit we obtain a domain bounded by an ellipsoid E of dimension n1. Furthermore, the geodesic flow turns to the billiard system bounded by E, and the parameters of caustics confocal with the original ellipsoid turn to the parameters of caustics confocal with E. Moreover, billiard systems bounded by several confocal quadrics are also integrable. Planar billiards bounded by arcs of confocal quadrics were considered by Kozlov and Treshchev [9], Dragović and Radnović [10], and also Vedyushkina [11], [12]. Vedyushkina classified all locally planar topological billiards bounded by arcs of confocal ellipses and hyperbolae up to Liouville equivalence (see [13]).

Fairly recently Kibkalo considered the question of the integrability of the billiard flow on the intersection of several confocal quadrics. He proved that if such an intersection has dimension two, then the corresponding geodesic flow is integrable. This result has turned out to hold for any intersection of several confocal quadrics. Moreover, the following result holds.

The proof of this theorem takes § 5. Before reading it, we advise the reader to look at §§ 24: they underlie the proof of Theorem 2.

Note that the above result is nontrivial: it is not a consequence of the classical Jacobi-Chasles theorem. In fact, consider coordinate surfaces in spherical coordinates. These are spheres, cones with vertex at the origin and axis Oz, and half-planes bounded by the Oz-axis. These sets are limiting cases of confocal quadrics in R3 for a1=a2=a3. The intersection of the sphere x21+x22+x23=1 and the cone x21+x220.2x23=0 consists of two circles, which are not geodesics on the sphere or cone (Figure 2). That is, in the general case a geodesic on the intersection of several confocal quadrics is not a geodesic on any of these quadrics.

We will see in §§ 4 and 5 that in elliptic coordinates the first integrals implied in part 1 of Theorem 2 depend only on the coordinates themselves and the squares of their velocities. Hence the geodesic billiards on intersections under consideration, with boundaries formed by confocal quadrics in the same family are also Liouville integrable, although in the piecewise smooth sense. Thus we obtain a new class of integrable billiards.

By Kozlov’s theorem on topological obstructions to the integrability of the geodesic flow on a two-dimensional surface (see [14]) and in view of Theorem 2, a component of a two-dimensional compact intersection of several confocal nondegenerate quadrics is either homeomorphic to a 2-sphere or to a 2-torus. The same conclusion was previously made by Kibkalo. However, this argument does not work in the case when the intersection has dimension greater than 2. Nevertheless, we can determine the homeomorphism class of a compact intersection of several confocal quadrics without mentioning the integrability of the corresponding geodesic flow but only using elliptic coordinates.

Theorem 3. Let Q1,,Qk be confocal nondegenerate quadrics of different types in Rn, and let Q=ki=1Qi be compact. Then Q is homeomorphic to a direct product of k spheres. The dimensions of these spheres coincide with the numbers of free elliptic coordinates on Q occurring in between pairs of successive fixed coordinates.

This result was possibly known before, but the author could not find its statement in the literature, so we prove Theorem 3 in § 6 for completeness.

Remark 2. The spheres mentioned in Theorem 3 can have dimension zero. (Recall that a zero-dimensional sphere is the disjoint union of two points.)

Remark 3. Gitler and López de Medrano [15] showed that the intersection of the coaxial quadrics associated with moment-angle manifolds can be homeomorphic, under certain assumptions, to a direct sum of several direct products of spheres.

As Bolsinov and Fomenko showed (see [5]), the geodesic flow on an ellipsoid is continuously orbitally equivalent to the Euler system on the Lie algebra so(3). Generic orbits of the coadjoint actions on so(3) are two-dimensional spheres S2. It is well known that so(4)so(3)×so(3), and generic orbits of the coadjoint action on so(4) are direct products of two 2-spheres S2×S2. By Theorems 2 and 3 the geodesic flow on a compact intersection of several confocal quadrics is integrable, while the intersection itself if homeomorphic to a direct product of spheres. It is reasonable to believe that there exists an intersection of confocal quadrics the geodesic flow on which is continuously orbitally equivalent, or at least Liouville equivalent, to the Euler system on so(4). This was conjectured by Fomenko, but has not been proved so far.

The following observation plays a central role in the proof of Theorem 2: for a fixed family of confocal quadrics there exist smooth functionally independent functions F0,F1,,Fn1 defined on the whole of TRn whose restrictions to any intersection of several confocal nondegenerate quadrics are commuting first integrals (with respect to the standard Poisson bracket) of the geodesic flow on this intersection. Using the method described by Kozlov in [16], in § 7 we find a sufficient condition on the potential V in Rn that ensures the fulfillment of the above assumption.

Theorem 4 (Belozerov). Let a family of confocal quadrics be fixed, and let V:RnR be a smooth function that satisfies the following system of differential equations in the elliptic coordinates:

2Vλjλk(λjλk)=VλkVλj,j,k=1,,n.
Then the problem of the motion of a point mass on the intersection of several nondegenerate confocal quadrics in this family in the presence of the potential V is square integrable.

Similarly to geodesic flows, geodesic billiard systems with potential V from Theorem 4 that arise on an intersection of several confocal quadrics with other quadrics in this family forming the smooth faces of the boundary, are Liouville integrable in the piecewise smooth sense.

Acknowledgements

The author is grateful to V. A. Kibkalo, who posed the question, to A. T. Fomenko for his attention to this work and to N. A. Khotin for his assistance in research.

§ 2. Confocal quadrics and elliptic coordinates

In this section we discuss the family of confocal quadrics and its properties, derive a formula connecting elliptic coordinates with Cartesian ones, and introduce some notation required in what follows.

Definition. A family of confocal quadrics in n-dimensional Euclidean space is the set of quadrics defined by an equation

x21a1λ+x22a2λ++x2nanλ=1,
where a1>a2>>an are fixed numbers and λ is a real parameter.

Remark 4. If λ=ai for some i, then the quadric corresponding to this value of the parameter is not defined. To define it we must multiply (2.1) by the product j(aλj) and then set λ=ai in the resulting equation. It is easy to see that the parameter equal to ai corresponds to the hyperplane xi=0.

Jacobi [2] showed that there are precisely n confocal quadrics passing through an arbitrary point in Rn not lying on any hyperplane of the form xi=0. Moreover, letting λ1<<λn denote the parameters of these quadrics, we have λ1(,an), λ2(an,an1), , λn(a2,a1). It turns out that the functions λ1,,λn extend in a unique way to continuous functions on the whole of Rn which are smooth almost everywhere (except on the hyperplanes xi=0, i=1,,n1). The set of functions (λ1,,λn) is called the elliptic coordinates associated with this family of confocal quadrics.

The following result was proved by Jacobi; it describes the connection between the elliptic and Cartesian coordinates of a point.

Proposition 1 (Jacobi). The following equalities hold for k=1,,n:

x2k=ni=1(akλi)jk(akaj).

Proof. We prove this for k=1. The other cases can be treated similarly. We write equalities connecting the elliptic and Cartesian coordinates:
{x21a1λ1+x22a2λ1++x2nanλ1=1,x21a1λ2+x22a2λ2++x2nanλ2=1,x21a1λn+x22a2λn++x2nanλn=1.

For each i we multiply the ith equation in (2.3) by anλi. Then from the first n1 equations we subtract the last one, after which for each i<n we divide the ith equation by λiλn. Suppressing the last equality we obtain the following system of n1 equations for n1 Cartesian coordinates:

{a1an(a1λ1)(a1λn)x21++an1an(an1λ1)(an1λn)x2n1=1,a1an(a1λ2)(a1λn)x21++an1an(an1λ2)(an1λn)x2n1=1,a1an(a1λn1)(a1λn)x21++an1an(an1λn1)(an1λn)x2n1=1.

Now we eliminate the variables xn1,,x2 successively in the same way as above. Then we obtain

jk(akaj)ni=1(akλi)x2k=1,
which yields the required formula.

The proof is complete.

For shorter expressions we introduce the notation

Δk=ni=1(akλi),Δjk=ij(akλi)andρk=jk(akaj);
σmi1,,ik(b1,,bn), where m>0, is the elementary symmetric polynomial of degree m of the variables {b1,,bn}{bi1,,bik}; for m=0 this is identical one, and for m=1 this is identical zero.

Using this notation we can rewrite (2.2):

x2k=Δkρk.

We establish another result required in what follows.

Proposition 2. The following formula holds for ij, i,j=1,,n:

nk=1Δkρk(akλi)(akλj)=0.

Proof. We write out the equations for the ith and jth elliptic coordinates:
{x21a1λi+x22a2λi++x2nanλi=1,x21a1λj+x22a2λj++x2nanλj=1.
Subtracting the second from the first we obtain
(λjλi)x21(a1λi)(a1λj)++(λjλi)x2n(anλi)(anλj)=0.
As ij, we have λiλj in general. Dividing the above equation by λjλi we use (2.4). This completes the proof.

This result has the following geometric interpretation: confocal quadrics are orthogonal at points of their intersection. This was also mentioned by Jacobi in [2].

§ 3. Summation formulae

In this section we prove several results on sums of certain special rational expressions. We use them in § 4, in going over to elliptic coordinates from Cartesian ones.

Proposition 3. Let s and m be nonnegative integers not exceeding n1. Then

nk=1askσmk(a1,,an)(aka1)(akak1)(akak+1)(akan)={(1)mfor m+s=n1,0otherwise.

Proof. Fix s and consider the polynomial P(z) defined by
P(z)=n1m=0(1)mzn1mnk=1askσmk(a1,,an)(aka1)(akak1)(akak+1)(akan).
Interchanging the summation signs we use Vieta’s theorem:
P(z)=nk=1ask(za1)(zak1)(zak+1)(zan)(aka1)(akak1)(akak+1)(akan).

It remains to observe that P(ak)=ask for each k. Therefore, since degPn1, we have P(z)zs. Comparing the coefficients of like powers in P(z) we obtain the required equality.

The proof is complete.

Proposition 4. The following summation formula holds:

nk=11akb1(aka1)(akak1)(akak+1)(akan)=(1)n+1(a1b)(anb).

Proof. On the left-hand side we extract (1)n+1/i(aib). Then we obtain
(1)n+1(a1b)(anb)nk=1(ba1)(bak1)(bak+1)(ban)(aka1)(akak1)(akak+1)(akan)=(1)n+1(a1b)(anb)Q(b),
where Q(b) is a polynomial of degree n1 in b. However, it is not difficult to see that Q(ak)=1 for k=1,,n. Hence Q(b)1.

The proof is complete.

Proposition 5. For all l=1,,n,

nk=1(akb1)(akbl1)(akbl+1)(akbn)(aka1)(akak1)(akak+1)(akan)σmk(a1,,an)=σml(b1,,bn).

Proof. Consider the polynomial R(z) defined by
R(z)=n1m=0(1)mzn1m×nk=1(akb1)(akbl1)(akbl+1)(akbn)(aka1)(akak1)(akak+1)(akan)σmk(a1,,an).
Changing the order of summation and using Vieta’s theorem we obtain
R(z)=nk=1(akb1)(akbl1)(akbl+1)(akbn)(aka1)(akak1)(akak+1)(akan)×((za1)(zak1)(zak+1)(zan)).

Note that R(ak)=(akb1)(akbl1)(akbl+1)(akbn) for all k=1,,n. Since R(z) is a polynomial of degree n1, it follows that

R(z)=(zb1)(zbl1)(zbl+1)(zbn).
Hence the coefficient of zn1m in R(z) is (1)mσml(b1,,bn), which yields the required result.

The proof is complete.

§ 4. Inertial motion of a point in Rn

Before turning to the proof of Theorem 2 we look at an auxiliary problem.

Consider a point mass moving by inertia in Rn with Cartesian coordinates (x1,,xn). We find the parameters of the confocal quadrics in the family (2.1) that are tangent to its trajectory.

Assume that at time t the particle is at a point with coordinates x1,,xn and its velocity vector at this point is (˙x1,,˙xn). Then its trajectory is the straight line which can parametrically be described by

(x1+τ˙x1,,xn+τ˙xn),τR.
To find the points of its intersection with the quadric with parameter μ we must solve the following quadratic equation with respect to τ:
(x1+τ˙x1)2a1μ++(xn+τ˙xn)2anμ=1.

Note that the line is tangent to the quadric if and only if the discriminant of this (quadratic in τ) equation is zero. This can be expressed as follows:

(x1˙x1a1μ++xn˙xnanμ)2=(˙x21a1μ++˙x2nanμ)(x21a1μ++x2nanμ1).
Hence, to find quadrics tangent to the trajectory of the point mass we must solve equations (4.1) with respect to μ.

First we transform the equation (by multiplying out on both sides, taking all terms to the left-hand side and simplifying the expression by separating full squares):

˙x21a1μ++˙x2nanμi<jK2i,j(aiμ)(ajμ)=0.
Here Ki,j=xi˙xjxj˙xi. We multiply both sides by i(aiμ):
nk=1mk(amμ)˙x2ki<jmi,j(amμ)K2i,j=0.
We call the result the equation of tangency. It has degree n1. Let Fm denote the coefficient of 2(1)n1mμnm1. Then we obtain the equalities
Fm=12nk=1σmk(a1,,an)˙x2k12i<jσm1i,j(a1,,an)K2i,j.

Remark 5. All functions Fm are smooth in the phase space of the dynamical system in question. The function F0 is the total mechanical energy of the point mass.

Now we examine the properties of the functions Fm in (4.3). This is not so easy to do in Cartesian coordinates, because the conditions describing tangent confocal quadrics are closely connected with elliptic coordinates. Thus, we go over to elliptic coordinates.

By Proposition 1, x2k=Δk/ρk. We differentiate this and divide by 2:

xk˙xk=12ρkni=1Δik˙λi.
For compactness we do not write the summation sign below. Using (1.1) and (4.4) we obtain
˙x2k=(xk˙xk)2x2k=14ρkΔkΔpkΔqk˙λp˙λq.

Substituting (1.1), (4.4) and (4.5) into (4.1) we remove parentheses and multiply the result by 4:

1ραρβ(aαμ)(aβμ)ΔpαΔqβ˙λp˙λq=ΔβραρβΔα(aαμ)(aβμ)ΔpαΔqα˙λp˙λq1ραΔα(aαμ)ΔpαΔqα˙λp˙λq.

Moving all terms to the left we simplify the resulting equation by collecting the coefficients of the products ˙λp˙λq. Consider two cases, when pq and when p=q.

1) pq. The coefficient of ˙λp˙λq has the following form:

1ραρβ(aαμ)(aβμ)ΔpαΔqβΔβραρβΔα(aαμ)(aβμ)ΔpαΔqα+1ραρβ(aαμ)(aβμ)ΔqαΔpβΔβραρβΔα(aαμ)(aβμ)ΔqαΔpα+2ραΔα(aαμ)ΔpαΔqα.

We simplify the sum of the first two terms. We divide out ΔpαΔqβ and the denominator, simplify the expression in parentheses, after which we represent the rational expression with respect to μ as a difference of two fractions:

1ραρβ(aαμ)(aβμ)ΔpαΔqβΔβραρβΔα(aαμ)(aβμ)ΔpαΔqα=1ραρβ(aαμ)(aβμ)ΔpαΔqβ(1ΔβΔqαΔαΔqβ)=1ραρβ(aαμ)(aβμ)ΔpαΔqβ(1aβλqaαλq)=1ραρβ(aαμ)(aβμ)ΔpαΔqβaαaβaαλq=ΔpαΔqβραρβ(aαλq)(1aβμ1aαμ).
Now we multiply out, and then interchange α with β in the second term. This yields
ΔβΔαραρβ(aβμ)(1(aαλq)(aαλp)(aβλq)1(aβλq)(aβλp)(aαλq)).
We treat the remaining two terms in a similar way:
ΔβΔαραρβ(aβμ)(1(aαλp)(aαλq)(aβλp)1(aβλp)(aβλq)(aαλp)).
The sum of these two expressions is
2ΔβΔαραρβ(aβμ)aβaα(aαλp)(aαλq)(aβλp)(aβλq).

Representing aβaα as aβλpaα+λp, we sum the above expressions with respect to α and then with respect to β:

2ΔβΔαραρβ(aβμ)aβλpaα+λp(aαλp)(aαλq)(aβλp)(aβλq)=2Δβρβ(aβμ)(aβλp)(aβλq)×((aβλp)Δαρα(aαλp)(aαλq)Δαρα(aαλq)).
Using Propositions 1 and 2 we can simplify the result:
2Δβρβ(aβμ)(aβλp)(aβλq)=2ΔpβΔqβρβΔβ(aβμ).

We see that the sum of the first four terms is equal to the fifth with minus sign. Hence the coefficient of ˙λp˙λq is zero for pq. Consider the second case.

2) p=q. The coefficient of ˙λ2p has the following form:

1ραρβ(aαμ)(aβμ)ΔpαΔpβΔβραρβΔα(aαμ)(aβμ)ΔpαΔpα+1ραΔα(aαμ)ΔpαΔpα.

As in case 1), we can simplify the sum of the first two terms:

1ραρβ(aαμ)(aβμ)ΔpαΔpβΔβραρβΔα(aαμ)(aβμ)ΔpαΔpα=ΔpαΔpβραρβ(aαλp)(1aβμ1aαμ).
Multiplying out we consider the sum with respect to β of the expressions coming second, in which we use (2.2):
ΔpαΔpβραρβ(aαλp)1aβμΔpβΔpαραρβ(aαλp)1aαμ=Δpβρβ(aβμ)(Δpαρα(aαλp))Δpαρα(aαλp)(aαμ)(Δpβρβ)=Δpβρβ(aβμ)(Δpαρα(aαλp))Δpαρα(aαλp)(aαμ)=Δpβρβ(aβμ)(Δpαρα(aαλp))ΔpαΔpαραΔα(aαμ).
Thus, the coefficient of ˙λ2p has the following form:
Δpβρβ(aβμ)(Δpαρα(aαλp)).

Now we calculate the sum of the expressions Δpαρα(aαλp). To do this we write the terms explicitly:

nα=11aαλp(aαλ1)(aαλp1)(aαλp+1)(aαλn)(aαa1)(aαaα1)(aαaα+1)(aαan).

We can represent each aαλi as aαλp+λpλi. Thus the numerator of each fraction is a polynomial of degree n1 in aαλp. Since all denominators contain the factor aαλp, using summation formula (3.1) we can simplify this sum and write it as

na=11aαλp(λpλ1)(λpλp1)(λpλp+1)(λpλn)(aαa1)(aαaα1)(aαaα+1)(aαan).
All fractions here have the same numerator, so using (3.2) we transform this expression into
(λ1λp)(λp1λp)(λp+1λp)(λnλp)(a1λp)(a2λp)(an1λp)(anλp).
We denote this by Ap; then the coefficient of λp is as follows:
Apnβ=1Δpβρβ(aβμ).

As a result, we have reduced (4.1) to the following form:

np=1(nβ=1Δpβρβ(aβμ))Ap˙λ2p=0.
We multiply this by i(aiμ):
np=1(nβ=1Δpβρβiβ(aiμ))Ap˙λ2p=0.
Since we have started by dividing the equation by 4, it follows from the last relation that
Fm=18np=1(nβ=1Δpβρβσmβ(a1,,an))Ap˙λ2p.

It remains to simplify the inner sum. To do this we use the summation formula (3.3):

nβ=1Δpβρβσmβ(a1,,an)=nβ=1(akλ1)(akλp1)(akλp+1)(aβλn)(aβa1)(aβaβ1)(aβaβ+1)(aβan)σmβ(a1,,an)=σmp(λ1,,λn).

Thus we obtain

Fm=18np=1σmp(λ1,,λn)Ap˙λ2p.

Note that the expressions for the functions Fm look simpler in elliptic coordinates. However, we will examine these functions from the standpoint of Hamiltonian mechanics. So we go over to the coordinate-momentum representation.

We have already noticed that F0 is the total mechanical energy of the point mass (see Remark 5). Set ˆAp=A1p. By the definition of generalized momenta

pi=H˙λi=14Ai˙λi,
which yields ˙λi=4ˆAipi. Therefore,
Fm=2ni=1σmi(λ1,,λn)ˆAip2i.

We prove several results on the properties of the functions Fi. The first and most important property is as follows.

Proposition 6. For all i,j=0,,n1 and k=1,,n,

FiλkFjpkFjλkFipk=0.

Proof. First we calculate the partial derivatives involved in the formula (we set σ(λ1,,λn)=σ for short):
Fiλk=2mkσim,kˆAmp2m+2nm=1σimˆAmλkp2m=2σikˆAkλkp2k+2mk(σi1m,kˆAm+σimˆAmλk)p2m,Fipk=4σikˆAkpk.
Hence the expression FiλkFjpkFjλkFipk is equal to
8ˆAkpkmk((σjkσi1m,kσikσj1m,k)ˆAm+(σjkσimσikσjm)ˆAmλk)p2m.

We claim that for all m we have

(σjkσi1m,kσikσj1m,k)ˆAm+(σjkσimσikσjm)ˆAmλk=0.
In fact, consider the two easily verifiable identities
λmσi1m,k+σim,k=σikandλkσi1m,k+σim,k=σim.
We subtract the second from the first and divide the resulting identity by λmλk. Then we obtain σi1m,k=σikσimλmλk. In a similar way σj1m,k=σjkσjmλmλk. Hence
(σjkσi1m,kσikσj1m,k)ˆAm+(σjkσimσikσjm)ˆAmλk=σjkσimσikσjmλkλmˆAm+(σjkσimσikσjm)ˆAmλk=(σjkσimσikσjm)(ˆAmλkλm+ˆAmλk).

The equality ˆAmλkλm+ˆAmλk=0 can be verified by easy calculation.

Proposition 6 is proved.

Now we can formulate Proposition 6 in terms of Poisson brackets. In the space of smooth functions on TRn we consider the n Poisson brackets {,}1,,{,}n defined by

{F,G}i=FλiGpiGλiFpifor i=1,,n.
Each of these antisymmetric forms satisfies Leibniz’s identity, which is easy to verify.

By Proposition 6 the functions Fi commute pairwise with respect to each Poisson bracket {,}j. This condition is strong and rather unusual. However, it perhaps went unnoticed by classical authors. This observation is key to the proof of Theorem 2.

Recall that the standard Poisson bracket on the cotangent bundle of Rn has the form {,}=ni=1{,}i. This has an important consequence.

Corollary 1. The functions Fm commute with respect to the standard Poisson bracket.

Note that the converse result fails in general: the equality {F,G}=0 does not mean that {F,G}i=0 for all i=1,,n.

Since the Hamiltonian of the dynamical system under consideration is equal to F0, the functions F1,,Fn1 are first integrals of the inertial motion of a point mass in Rn. Hence the polynomial of tangency does not change along geodesics in Rn (that is, straight lines), which is quite obvious.

The system of functions F0,,Fn1 turns out to be functionally independent. This is ensured by the following result.

Proposition 7. The functions Fm are functionally independent.

Proof. We show that D(F0,,Fn1)D(p1,,pn)0 almost everywhere. We have
Fipj=4σijˆAjpj.
Therefore,
D(F0,,Fn1)D(p1,,pn)=4n|σ01σ0nσn11σn1n|nj=1ˆAjpj.

Note that the expression multiplying the determinant is distinct from zero almost everywhere. To the jth column of the matrix under the determinant sign we assign the polynomial

fj(z)=n1i=0zn1i(1)iσij.
Note that the determinant vanishes if and only if the polynomials f1(z),,fn(z) are linearly dependent. By Vieta’s theorem, for each j we have
fj(z)=(zλ1)(zλj1)(zλj+1)(zλn).

Let λ1,,λn be pairwise distinct; then fj(λi)0 if and only if ij. It immediately follows that for such λ1,,λn the polynomials f1(z),,fn(z) are linearly independent. Since conditions of the form λi=λj for ij describe a nullset in the phase space, the functions F0,,Fn1 are functionally independent.

The proof is complete.

Thus the problem of the motion of a point mass is completely integrable, and its first integrals F0,,Fn1 describe fully the tangency of the trajectory to a family of confocal quadrics.

That the problem of an inertial motion of a point mass in Rn is integrable is well known. In fact, for first integrals one can take the momenta corresponding to Cartesian coordinates. However, it is important for us that our system of functionally independent commuting first integrals F0,,Fn1 is related to tangency of confocal quadrics.

Now we find the number of confocal quadrics tangent to the trajectory of the point mass in Rn. To do this we establish an auxiliary result on separation of variables.

Proposition 8 (formula of separation of variables). On the joint level f0,,fn1 of the first integrals F0,,Fn1 the equations of motion have the following form:

˙λk=±22ik(λiλk)(1)n1ni=1(aiλk)(n1k=0λn1kk(1)kfk).

Proof. Consider the polynomial of tangency
P(μ)=n1k=0μn1k(1)kfk
on the common level (f0,,fn1). Recall that P(μ0)=0 is and only if the trajectory is tangent to the quadric with parameter μ0. By Vieta’s theorem, using (4.7) we obtain
P(μ)=2(1)n1nk=1(λ1μ)(λk1μ)(λk+1μ)(λnμ)ˆAkp2k.
Hence we conclude that for each k=1,,n we have
P(λk)=2(1)n1ni=1(aiλk)p2k.

Using the connection between generalized momenta and velocities and also relations (4.9) we obtain

˙λk=4ˆAjpj=±22ik(λiλk)(1)n1ni=1(aiλk)P(λk).

The proof is complete.

Note that in the formula of separation of variables the expression under the root sign is the polynomial in λi equal to the product of j(ajλi) and the polynomial of tangency. Using this observation we prove the following.

Proposition 9. Let f0,,fn1 be a common level of the first integrals F0,,Fn1. Then the polynomial P(μ)=n1k=0μn1k(1)kfk has n1 real zeros taking account of multiplicities.

Proof. We carry out the proof for odd n (for even n this is similar). Consider the motion equations on the common level F0=f0,,Fn1=fn1 (see (4.8)). They imply that for almost all tuples f0,,fn1 the intervals (,an), (an,an1),,(a2,a1) contains subintervals on which the polynomial
V(z)=ni=1(aiz)(n1k=0zn1k(1)kfk)
takes positive values.

Note that P(z)=n1k=0zn1k(1)kfk tends to as x, while Q(z)=ni=1(aiz) tends to +. Hence V(z) as x. Since the interval (,an) contains a subinterval with V(z)>0, the polynomial V(z) has at least one zero on (,an).

Assume that there is ε>0 such that V(z)<0 for z(an,an+ε); then P(z) has a zero on (an,an1). On the other hand, if V(z)>0 for z(an,an+ε), then P(z) has at least two zeros on (,an). Thus, P(z) has at least two zeros on the interval (,an1). Proceeding by induction in a similar way we obtain the required result.

The proof is complete.

Thus, each straight line in Rn is tangent to at least n1 confocal quadrics. Note that Chasles [3] showed that a straight line in R3 is tangent to precisely two confocal quadrics.

We summarize this section by the following statement.

Corollary 2. The trajectory of a point mass moving in Rn by inertia is tangent to n1 confocal quadrics. The parameters of these quadrics and the energy of the particle form a system of n functionally independent pairwise commuting first integrals.

§ 5. Proof of the main theorem

Proof of Theorem 2. Let Q1,,Qk be confocal nondegenerate quadrics of different types in Rn, and let Q=ki=1Qi. By fixing Qi we fix the elliptic coordinate with some index ci, and vice versa (by fixing an elliptic coordinate we fix a quadric in the family of confocal quadrics). As all the quadrics Qi are nondegenerate and have different types, Q can be defined as a surface on which the k elliptic coordinates λc1,,λck are fixed. The momenta corresponding to these coordinates vanish on Q, while the other elliptic coordinates form a system of coordinates on this intersection.

The function H=F0 is the Hamiltonian of the geodesic flow on Q, so that by Proposition 6 the functions F0,,Fn1 are first integrals of this system. In fact, to restrict some Fj to a quadric Qi we fix the corresponding elliptic coordinate and set its momentum equal to zero. This does not affect the statement of Proposition 6. Hence the equation of tangency (4.2) is preserved along each geodesic on Q. By Proposition 9 this equation always has n1 roots. Some of these roots are known: these are the parameters of the quadrics Q1,,Qk. The other nk1 roots are the parameters of the quadrics tangent (in a nontrivial way) to all tangent lines to the geodesic in question.

To complete the proof we observe that the functions F0,,Fnk1 are functionally independent on Q. This can be verified as in Proposition 7.

Theorem 2 is proved.

§ 6. Topology of compact intersections of confocal quadrics

In this section we prove Theorem 3 on the homeomorphism classes of compact intersections of several nondegenerate confocal quadrics.

First of all note that by Kozlov’s theorem on topological obstructions to integrability (see [14]) the geodesic flow on a compact closed orientable two-dimensional analytic surface has an additional analytic first integral if and only if this surface is a 2-sphere S2 or a 2-torus T2. Note that if the intersection of n2 confocal quadrics in Rn is compact, then by Kozlov’s result and Theorem 2 a connected component of this intersection is homeomorphic to the 2-sphere S2 or the 2-torus T2. This was previously pointed out by Kibkalo.

However, this approach cannot be applied to a larger number of degrees of freedom. First we look at a simpler problem. We find the homeomorphism classes of compact intersections of pairs of confocal quadrics in R4. An intersection is compact if and only if one quadric is an ellipsoid. On the other hand this is equivalent to fixing the elliptic coordinate λ1.

A triaxial ellipsoid in R4 is glued from two equal domains, bounded by ellipsoids, along their boundary. Moreover, the elliptic coordinates λ2, λ3 and λ4 on a triaxial ellipsoid in R4 correspond to the elliptic coordinates λ1, λ2 and λ3 in the domain bounded by a two-dimensional ellipsoid in R3.

Since we examine compact intersections, three cases of fixed coordinates are possible: 1) λ1 and λ2; 2) λ1 and λ3; 3) λ1 and λ4.

Consider case 1). Fixing the elliptic coordinate λ1 inside the two-dimensional ellipsoid we obtain a surface homeomorphic to the 2-sphere S2 (Figure 3, a). Hence by gluing two such domains along the boundary we see that the intersection of two confocal nondegenerate quadrics in R4 corresponding to coordinates λ1 and λ2 is homeomorphic to a disjoint union of two spheres, that is, to the direct product S0×S2 of a zero-dimensional and a two-dimensional sphere.

In case 2), in the domain inside a two-dimensional ellipsoid we must fix the elliptic coordinate λ2. Then we obtain a surface homeomorphic to a cylinder (Figure 3, b). When two such domains are glued, the cylinders glue into a 2-torus T2=S1×S1.

In case 3), fixing λ3 in the domain bounded by a two-dimensional ellipsoid we obtain a disjoint union of two discs (Figure 3, c). In gluing two copies of such a domain four discs are transformed into two 2-spheres, that is, a direct product of spheres S2×S0.

Thus a compact intersection of two nondegenerate confocal quadrics in R4 is always homeomorphic to a direct product of two spheres. Note that the dimensions of these spheres are equal to the number of nonfixed elliptic coordinates between the two fixed ones and to the number of the nonfixed coordinates following the fixed quadric with the greatest index.

Now we go over to the general case. To avoid confusion in notation we assume that

a1<<an,λ1(,a1),λ2(a1,a2),,λn(an1,an).

Assume that the quadrics Q1,,Qk are arranged in the increasing order of their parameters. Let ci be the index of the elliptic coordinate corresponding to Qi. By assumption c1<<ck. Set ck+1=n+1.

Let Q=ki=1Qi be compact: this is equivalent to one of the quadrics Qi being an ellipsoid. In its turn, this is equivalent to fixing the coordinate λ1 on Q, so that c1=1.

We divide the indices of the elliptic coordinates into the following k groups:

I1={c1,,c21},I2={c2,,c31},,Ik={ck,,ck+11}.
Note that these sets are disjoint and exhaust all integers from 1 to n. Moreover, precisely one coordinate in each group is fixed on Q.

Let mj=cj+1cj1 be the cardinality of Ij minus 1. Theorem 3 claims that Q is homeomorphic to the direct product of spheres Sm1××Smk. Now we show this.

Proof of Theorem 3. Recall that elliptic coordinates, regarded as functions of a point in the space Rn with Cartesian coordinates (x1,,xn), are continuous. By Proposition 1 we have equalities (2.2). For each α=1,,k and iIα we write the corresponding equality for xi:
x2i=nj=1(aiλj)ji(aiaj)=jIα(aiλj)jIα,ji(aiaj)jIα(aiλj)jIα(aiaj).
We denote the second factor in this product by Bi(λ). Note that the first factor is the right-hand side of a connection formula of type (2.2) for the elliptic coordinates corresponding to the family of confocal quadrics
z21acαλ+z22acα+1λ++z2mi+1acα+11λ=1.
Hence the first factor in (6.1) is nonnegative, and therefore Bi(λ)0 for each i.

We show that all the expressions Bi(λ) are positive on Q. It is sufficient to show that Bi(λ)0 on this intersection. Let Bi(λ)=0 for some i; then there exists jIα such that λj=ai. Since only the two elliptic coordinates λi and λi+1 can assume the value ai, we have j=i+1. As jIα, j belongs to Iα+1 and is the least element in this set. The coordinates with smallest indices in the sets Ik are fixed on Q, so that λj is fixed. Now, since Q1,,Qk are nondegenerate quadrics, on Q we have λi+1(ai,ai+1). Hence λjai. Thus all the Bi(λ) are positive on the intersection under consideration.

Now consider Rn with Cartesian coordinates (y1,,yn), and let f be the map of Q defined by the formulae

yi=xiBi(λ)for all i=1,,n.
Since Bi(λ)>0 on Q, f is well defined. Moreover, as elliptic coordinates are continuous functions of the point, the map f is continuous. In addition, for each α=1,,k and all iIα
y2i=jIα(aiλj)jIα,ji(aiaj).

We show that f is injective. In fact, if we know all the coordinates yi of a point, then we recover the elliptic coordinates of its preimage in a unique way. Further, as, in addition, coordinates of a point and the corresponding coordinates of its image have the same signs, we can recover the f-preimage of the point (y1,,yn).

Since Q is compact and f is a continuous bijection, Q is homeomorphic to f(Q). We find the homeomorphism class of f(Q). Since yci,,yci+11 are connected with λci,,λci+11 in just the same way as elliptic coordinates are connected with Cartesian ones, by fixing a quadric Qi we obtain a constraint of the form

y2ciaciλci++y2ci+11aci+11λci=1.
The surface in Rmi+1(yci,,yci+11) defined by equation (6.2) is an mi-dimensional ellipsoid, which is homeomorphic to the sphere Smi.

Thus, f(Q) is the intersection of the quadrics (6.2) for i=1,,k. Note that each variable yi occurs just once in all these equations, so that f(Q) is homeomorphic to the direct product of spheres Sm1××Smk.

Theorem 3 is proved.

Remark 6. In the above proof we did not use the fact that the corresponding geodesic flow is integrable.

§ 7. Systems with potential

Proposition 6 was a key to the proof of Theorem 3. In this section we describe a class of integrable systems satisfying all the assumptions of this proposition. After that we prove Theorem 4.

Consider the motion of a point mass in Rn under the action of the force field with potential V(x1,,xn). The total mechanical energy of this system is equal to G0=F0+V. Following Kozlov [16] we seek additional first integrals G1,,Gn1, complementing the Hamiltonian G0 in the following form: Gi=Fi+fi, where i=1,,n1 and the functions f1,,fn1 depend only on the space variables.

Remark 7. Kozlov used this method to find additional first integrals of a billiard system with potential inside an ellipse. Using this approach one need not take account of reflections, that is, one can look for first integrals in the problem without reflections.

If we find the functions fi, then by Proposition 7 the functions G0,,Gn1 will be functionally independent.

Now, functions Gi are first integrals of the system in question if and only if {Gi,G0}=0 for each i=1,,n1, that is,

0={Gi,G0}={Fi+fi,F0+V}={Fi,V}{F0,fi}.
We write these equations in terms of the elliptic coordinates:
4nj=1σijˆAjpjVλj4nj=1ˆAjpjfiλj=0.
This is equivalent to the following system of partial differential equations:
fiλj=σijVλjfor all i and j.

This system is solvable if and only if the mixed derivatives are well defined, that is,

λk(σijVλj)=λj(σikVλk),i=1,,n1,j,k=1,,n.

Writing out derivatives of a product and using the equality σijσik=(λjλk)σijk we reduce this system of partial differential equations to the form (1.1). Thus, if a smooth function V satisfies equations (1.1), then functions f1,,fn exist, and therefore the system has n functionally independent first integrals.

This turns out to be a strong condition. If a smooth function V satisfies (1.1), then the functions G0,,Gn1 satisfy Proposition 6 as can easily be verified.

Repeating the argument in the proof of Theorem 2 we see that if a smooth function V satisfies (1.1), then the problem of the motion of a point mass on the intersection of several nondegenerate confocal quadrics under the action of the potential V is square integrable.

Theorem 4 is proved.

Note that a Hooke potential with centre at the origin satisfies the conditions in Theorem 4. The potential V=ni=1αi/x2i discovered by Kozlov is also integrable. (Here the αi are arbitrary real constants.) Although this potential does not satisfy the conditions in Theorem 4, one can find the functions fi for it too.


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Citation: G. V. Belozerov, “Geodesic flow on an intersection of several confocal quadrics in Rn”, Sb. Math., 214:7 (2023), 897–918
Citation in format AMSBIB
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\paper Geodesic flow on an intersection of several confocal quadrics in~$\mathbb{R}^n$
\jour Sb. Math.
\yr 2023
\vol 214
\issue 7
\pages 897--918
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  • This publication is cited in the following 3 articles:
    1. Anatoly Fomenko, “Hidden symmetries in Hamiltonian geometry, topology, physics and mechanics”, Priroda, 2025, no. 1(1313), 23  crossref
    2. G. V. Belozerov, A. T. Fomenko, “Generalized Jacobi–Chasles theorem in non-Euclidean spaces”, Sb. Math., 215:9 (2024), 1159–1181  mathnet  crossref  crossref  mathscinet  adsnasa  isi
    3. A. T. Fomenko, A. I. Shafarevich, V. A. Kibkalo, “Glavnye napravleniya i dostizheniya kafedry differentsialnoi geometrii i prilozhenii na sovremennom etape”, Vestn. Mosk. un-ta. Ser. 1. Matem., mekh., 2024, no. 6, 27–37  mathnet  crossref  elib
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