Vous êtes sur la page 1sur 21

# Double pendulum and -divisor

## V. Z. Enolskii, M. Pronine, and P. H. Richter

Abstract. The equations of motion of integrable systems involv-
ing hyperelliptic Riemann surfaces of genus 2 and one relevant
degree of freedom are integrated in the framework of the Jacobi
inversion problem, using a reduction to the -divisor on the Jacobi
variety, i. e., to the set of zeros of the -function. Explicit solutions
are given in terms of Kleinian -functions and their derivatives.
The procedure is applied to the planar double pendulum without
gravity, but it is worked out for any Abelian integral of rst or
second kind.
1. Introduction
Modern investigations in the area of completely integrable mechan-
ical systems with f degrees of freedom have accumulated an impressive
number of solutions in cases where the spectral variety is represented
by an algebraic curve of genus g = f, see [9] for a review. Examples
are the Jacobi problem of geodesic ows on ellipsoids, the Neumann
problem of motion on an n-dimensional sphere in the presence of a qua-
dratic potential, the Kovalevskaya problem of rigid body motion, and
the periodic Toda problem. In all these cases, the same hyperelliptic
curve carries the motion of all f independent coordinates.
A priori, the requirement f = g seems arbitrary, and indeed, it is
easy to conceive of systems where f < g. Motion of a particle in a
polynomial potential of degree higher than 4 is an obvious example
[23, 11]. The non-trivial part of the motion of a double pendulum
without gravity belongs to this class (f = 1, g = 2), and so does
a symmetric rigid body (Lagrange case) in a Cardan frame of nite
moment of inertia (f = 1, g = 3).
VZE is grateful to ESPRC for the support grant No GR/R2336/01, and to the
Isaak Newton Institute, Cambridge, for the invitation to participate in the program
Integrable systems in 2001, where the nal version was worked out, and Bremen
University for the hospitality in November-December 2000 and September 2001.
1
2 V. Z. ENOLSKII, M. PRONINE, AND P. H. RICHTER
The integration of such systems leads to the Jacobi inversion prob-
lem on the -divisor in the Jacobi variety J(V ), i. e., on the set of zeros
of the fundamental -function. It is classically known [8] that the inte-
gration of such systems can be executed in terms of appropriate deriva-
called divisors with deciency). Traditionally the theory of completely
integrable systems [27] considers the complement of the -divisor as
the natural domain for the nite-gap solutions, but the idea that the
-divisor can also serve as a carrier of integrability attracts now more
and more attention, see e.g. [2, 26, 1, 18, 17]. Nevertheless, to the
best knowledge of the authors there have been no attempts to use the
-divisor for explicit calculations of the dynamics of systems associated
with decient divisors. We shall do that in this paper.
Namely, we present here the results of an investigation which was
motivated by the double pendulum problem but applies to the general
case of systems with f = 1 where an Abelian integral of rst or second
kind on a hyperelliptic curve V of genus 2 is to be inverted. The
double pendulum has served as a key example of non-integrable, chaotic
motion [24, 25], but this is not the issue here. Our aim is to understand
the integrable limit of high energy, or vanishing gravity. We found
it intriguing that a simply dened integrable system seemed to defy
attempts to analytically integrate it. We show that solutions can be
found by reducing the Jacobi inversion problem to the -divisor. We
use the fact (contained in Riemanns vanishing theorem) that the Abel
map, plus an appropriate constant shift, takes the curve V uniformly
to the -divisor, and that this relationship can be inverted. We give a
detailed recipe how this is done.
Admittedly, the procedure is not very apt for practical purposes.
Direct numerical integration of the equations of motion is certainly a
faster way to obtain the time course of the motion. But the point
of our investigation is (i) to show that an analytic integration of this
integrable system is possible, and (ii) to elucidate its nature.
We shall also demonstrate that the Klein-Weierstrass realization of
hyperelliptic functions (see [3, 4] and also [5, 6]) represents a conve-
nient and eective framework to integrate dynamical systems associ-
ated with decient divisors.
The paper is organized as follows. In Section 2 we recall the dy-
namical equations of the gravity free planar double pendulum and show
that time as a function of the relevant coordinate is an Abelian integral
of the second kind on a curve of genus 2. This part is elementary. Sec-
tion 3 reviews the Jacobi inversion problem, the use of -functions, and
the nature of the -divisor. For integrals of the rst kind, the solutions
DOUBLE PENDULUM AND -DIVISOR 3
of the inversion problem are given explicitly in terms of -functions
and their derivatives. Most of this is classical material and well known
in the community of soliton researchers [3, 12, 9], but a restriction of
the Jacobi inversion to the theta divisor has not been applied before.
Section 4 contains the relevant material for integrals of the second kind,
necessary to complete the analysis of the double pendulum. Finally, in
Section 5, we comment on generalizations to higher genera g.
Readers who wish to have pictorial representations of the behavior
of -functions should visit the electronic version of this journal. There
we show a color-coded surface of a unit cell of the universal covering
of the Jacobi variety, and thereby provide an illustration of how the
-divisor looks like. We also provide a Maple .mws le where the
detail.
2. Double pendulum without gravity
Figure 1 shows a planar double pendulum with a space-xed axis A
1
and the second axis A
2
xed in the rst body; let their distance be a.
It is assumed that the center of gravity of the rst body C
1
lies on the
line connecting A
1
and A
2
, a distance s
1
from A
1
(when C
1
is above A
1
,
s
1
is taken as negative). The angular position
1
of the rst pendulum
is measured from a xed direction. Together with the relative angle
2
between the lines A
1
A
2
and A
2
C
2
, it denes the conguration of the
system, (
1
,
2
) T
2
. In the usual exposition of the double pendulum
problem [19], gravity is assumed to act in the direction
1
= 0. The
dynamics is then non-integrable except in two limiting cases: small
harmonic oscillations at very low energy, and motion with conserved
angular momentum in the absence of gravity. The latter limit applies
when the total energy is very large compared to the gravitational po-
tential, or when the motion takes place in a plane perpendicular to the
eld of gravity. The chaotic motion in the general case of intermediate
energies has been analyzed in great detail. It provides a beautiful ex-
ample for the transition to global chaos via the break-up of a golden
KAM torus [24, 25, 22, 20]. Mathematical proof for the existence of
chaos was given in terms of the application of Melnikovs method [10].
Hence, the chaotic nature of the double pendulum is fairly well
understood. The same is true for the low energy integrable limit [15].
What has been missing so far is the analytic treatment of the integrable
limit at high energy, or vanishing gravity.
2.1. The integrable limit of zero gravity. When gravity is
absent, the angle
1
is a cyclic variable and the system is trivially
4 V. Z. ENOLSKII, M. PRONINE, AND P. H. RICHTER
S
S
S
S
S
S
S
,
,
,
,

S
S

S
S

S
S
S
S
S
S
S
S
S
S
S
S
S
S

S
S
S
S
SS

A
1
A
2
C
1 C
2
s
1
s
2

2
Figure 1. Planar double pendulum. The rst pendu-
lum swings around a xed axis A
1
and carries the axis
A
2
of the second body. The centers of gravity C
1
and C
2
are distances s
1
and s
2
apart from the axes; the distance
between A
1
and A
2
is a. The conguration is determined
by the two angles
1
and
2
.
integrable. It is an elementary exercise to show that the Lagrangian
is [25, 20]
L =
1
2
(
1
+ m
2
a
2
)
2
1
+
1
2

2
(
1
+
2
)
2
+ m
2
s
2
a
1
(
1
+
2
) cos
2
,
(1)
where
1
,
2
are the moments of inertia of the two bodies with respect
to the respective suspension points, and m
2
is the mass of the second
pendulum. Scaling energies with
2
, all possible double pendulums are
described by the two parameters
(2) A :=

1
+ m
2
a
2

2
, :=
m
2
s
2
a

2
.
For the standard textbook case [19] with equal point masses at massless
rods of equal lengths, the values are A = 2 and = 1. In general, the
positivity of the moments of inertia implies A >
2
.
With the scaled Lagrangian
(3) L =
1
2
A
2
1
+
1
2
(
1
+
2
)
2
+
1
(
1
+
2
) cos
2
,
DOUBLE PENDULUM AND -DIVISOR 5
the angular momenta are
p
1
= (A + 1 + 2cos
2
)
1
+ (1 + cos
2
)
2
,
p
2
= (1 + cos
2
)
1
+
2
,
(4)
and the Hamiltonian becomes
(5) H =
1
2
p
2
1
2Q(cos
2
) p
1
p
2
+ P
1
(cos
2
) p
2
2
P
2
(cos
2
)
,
where
(6) Q(x) = 1 + x, P
1
(x) = A + 1 + 2x, P
2
(x) = A
2
x
2
.
Energy and total angular momentum are rst integrals, H =: h, p
1
=: l,
hence for xed h, l the motion is restricted to a Liouville torus T
h,l
.
The equations of motion are easily derived with the canonical for-
malism. Their integration conveniently starts with
2
=
2
(
2
, p
2
; l)
where p
2
is then replaced with the solution of (5) for p
2
(
2
, l, h). The
result is
(7) t =

2
0
d
2

2
=

2
0
P
2
(cos
2
)
d
2
w
,
where
(8) w
2
= P
2
(cos
2
)[2hP
1
(cos
2
) l
2
].
This gives time t as a function of
2
. The complete integral over a
cycle of
2
gives the period T
2
.
The angle
1
can also be obtained as a function of
2
, after dividing
the two equations for
1
and
2
:
(9)
1
=

2
0
Q(cos
2
)
P
1
(cos
2
)
d
2
+ l

2
0
P
2
(cos
2
)
P
1
(cos
2
)
d
2
w
.
The complete integral over a cycle of
2
gives
1
=: 2W, where W
is the winding number of the orbit on T
h,l
.
The above integrals can also be derived with action angle variables
(
1
,
2
, I
1
, I
2
). The actions are dened as
(10) I
i
=
1
2

i
(p
1
d
1
+ p
2
d
2
) (i = 1, 2),
where
i
are two fundamental paths on T
h,l
. We choose
1
: d
2
= 0
and
2
: d
1
= 0. The rst action I
1
is then simply p
1
= l, the second
is the complete integral
(11) 2I
2
= l

2
Q(cos
2
)
P
1
(cos
2
)
d
2
+

2
w
P
1
(cos
2
)
d
2
.
6 V. Z. ENOLSKII, M. PRONINE, AND P. H. RICHTER
With l = I
1
this is an implicit representation of the new Hamiltonian
h = h(I
1
, I
2
). We then require that the transformation (
1
,
2
, p
1
, p
2
)
(
1
,
2
, I
1
, I
2
) be canonical; this xes the angle variables associated with
the new momenta I
1
, I
2
. The corresponding generating function that
achieves this is
(12) F(
1
,
2
, I
1
, I
2
) = I
1

1
+

2
0
p
2
(
2
, I
1
, I
2
)d
2
.
From there, the new angles are obtained as

1
=
F
I
1
=
1
+

2
0
p
2
I
1
d
2
=
1
t, (13)

2
=
F
I
2
=

2
0
p
2
I
2
d
2
=
2
t. (14)
The constant frequencies
i
are given as
i
= h/I
i
. For
2
2/T
2
the identity
(15) T
2
= 2
I
2
h

I
1
gives the complete form of the integral (7). To get the rst period
1
,
we use the relation
(16) W =

1
2
=

1

2
=
I
2
I
1

h
and obtain for
1
the complete form of the integral (9).
2.2. The hyperelliptic nature of the problem. Let us now in-
troduce the more convenient coordinate x := cos
2
, dx =

1 x
2
d
2
,
and the polynomial of degree 5
(17) P
5
(x) = 4

1x
2

2
x
2

x
l
2
4h
+
A + 1
2

=: 4
5

i=1
(xe
i
),
which denes the hyperelliptic curve V (z) of genus 2
(18) V := {z = (x, y) C
2
: y
2
= P
5
(x)}.
Its branch points (e
k
, 0) all lie on the real x-axis; we call them e
k
for
short and arrange them in the order e
1
e
2
. . . e
5
< e
6
:= .
Two of them are 1; they are the boundaries of the physically accessible
range x
2
cos
2

2
1. Two other roots of P
5
(x) are

A/; they
only depend on the parameters of the double pendulum and lie outside
the physical range. The root
(19) r :=
l
2
4h

A + 1
2
DOUBLE PENDULUM AND -DIVISOR 7
depends on the angular momentum; its collisions with the xed roots
indicate bifurcations in the set of Liouville tori. At the maximum
possible value of l
2
, l
2
max
:= 2h(A + 1 + 2), we have r = 1. With
decreasing l
2
, the root r moves towards the point 1 and reaches it
at l
2
sep
:= 2h(A + 1 2). This marks the bifurcation from oscillatory
to rotational behavior of the angle
2
. There is another collision of
roots when r =

## A/; this happens at l

2
= l
2
res
:= 2h

A 1

2
inside the rotational regime, but it does not involve a critical Liouville
torus. Instead, it marks the resonance W = 0 between the two angular
motions (
1
= 0). Finally, at l
2
= 0 we have r = (A + 1)/2.
Summing up, there are three regimes with physical motion:
e
1
=

, e
2
= 1, e
3
= r, (l
2
sep
< l
2
< l
2
max
);
e
1
=

, e
2
= r, e
3
= 1, (l
2
res
< l
2
< l
2
sep
); (20)
e
1
= r, e
2
=

, e
3
= 1, (0 < l
2
< l
2
res
).
The roots e
4
= 1 and e
5
=

## A/ are always the same. Writing the

polynomial P
5
(x) as

5
k=0

k
x
k
, we have the coecients

5
= 4
4
=
2

A + 1
l
2
2h

1
=
4A

2
,
0
=

4
A

2
, (21)

3
= (
1
+
5
),
2
= (
0
+
4
).
The Riemann surface of the curve V shall now be equipped with
the homology basis (a
1
, a
2
; b
1
, b
2
) H
1
(V, Z) shown in Figure 2. The
physical motion takes place in the range e
3
x e
4
which means that
a
2
is the cycle of interest. As e
4
= 1 corresponds to the angle
2
= 0,
we choose this point as the starting point of integration. Let us collect
the relevant integrals:
t =

x
e
4
(A
2
x
2
)
dx
y
(time) (22)
T
2
=

a
2
(A
2
x
2
)
dx
y
(period) (23)
2W = c + l

a
2
A
2
x
2
A + 1 + 2x
dx
y
(winding number) (24)
2I
2
= 2Wl 2hT
2
(action) (25)
8 V. Z. ENOLSKII, M. PRONINE, AND P. H. RICHTER

e
1
e
2

a
1
-

e
3
e
4

a
2
-

e
5
e
6
=
b
1
-
b
2
-
Figure 2. Homology basis on the Riemann surface of
the curve V (z) with real branch points e
1
< e
2
< . . . <
e
6
= (upper sheet). The cuts are drawn from e
2i1
to
e
2i
, i = 1, 2, 3. The bcycles are completed on the lower
sheet (dotted lines).
The constant c is determined with the theorem of residues:
(26) c = 2

1
1
1 + x
A + 1 + 2x
dx

1 x
2
=

1
A 1

(A + 1)
2
4
2

.
The dicult part of the problem is the inversion of the Abelian
integral (22). In integrable systems where it has been solved (see, e. g.,
[9]), the number f of degrees of freedom coincides with the genus g of
the Riemann surface which is shared by all f = g coordinates. These
coordinates x
1
, . . . , x
g
are conned to g mutually dierent branch cuts,
and together, as a set, they are determined by the Jacobi inversion
of the Abel mapping. In our case, like in many others that occur in
physics, the genus of the hyperelliptic curve, g = 2, is larger than the
number of the eective degrees of freedom, f = 1: the motion of
2
takes place along the branch cut a
2
, and
1
is passively coupled to it.
There is no dynamic role to the other real branch cuts. But then, how
do we solve the inversion problem?
The answer involves the -divisor of the Jacobi variety.
3. Jacobis inversion problem and the -divisor
Let V (x, y) C
2
be a hyperelliptic Riemann surface of genus g 2,
and z (x, y) a point on it. An Abelian integral
(27) u = u(z) =

z
z
0
R(x, y)dx =:

z
z
0
du,
DOUBLE PENDULUM AND -DIVISOR 9
where z
0
is any xed reference point and R(x, y) a rational function in
x and y, cannot be considered a one-to-one map V (z) C(u) because
its inverse would have to be a 2g-periodic function on C, and such
functions do not exist (in contrast to the case g = 1 where the doubly
periodic elliptic functions are the inverse of Abel maps). Jacobi realized
that the problem ought to be formulated in terms of a g-dimensional
complex variety, namely, the Jacobi variety J(V ) of the curve V .
3.1. The case of genus 2: preliminaries. As the double pen-
dulum involves a curve of genus 2, we treat this case in detail. To
start, we choose a basis of canonical holomorphic dierentials du
t
=
(du
1
, du
2
) and associated meromorphic dierentials of the second kind,
dr
t
= (dr
1
, dr
2
), in such a way that their periods
2
ik
=

a
k
du
i
, 2

ik
=

b
k
du
i
, (28)
2
ik
=

a
k
dr
i
, 2

ik
=

b
k
dr
i
, (29)
satisfy the generalized Legendre relation
(30)

0 1
2
1
2
0

t
=
i
2

0 1
2
1
2
0

,
where 1
2
is the 2 2 unit matrix. Such a set of dierentials can be
realized with (see [3])
(31) du
1
=
dx
y
, du
2
=
x dx
y
,
and
(32) dr
1
=

3
x + 2
4
x
2
+ 12x
3
4y
dx, dr
2
=
x
2
y
dx.
The periods 2
ik
, 2
ik
are real, the periods 2

ik
, 2

ik
imaginary. We
shall also need the normalized holomorphic dierentials
(33) dv = (2)
1
du,
as well as the symmetric matrices of periods
(34) :=
1

, := (2)
1
.
It is an important fact that is a Riemann matrix, i. e., i is negative
denite.
In the example of the double pendulums time dierential, we have
from (22)
1

2
dr
2
,
10 V. Z. ENOLSKII, M. PRONINE, AND P. H. RICHTER
which involves only two of the four basic dierentials. But let us de-
velop the solution procedure for a general dierential of the rst or
second kind,
(36) dt = a du
1
+ b du
2
+ c dr
1
+ d dr
2
.
The Jacobi variety J(V ) is a two-dimensional complex torus C
2
/,
where is the lattice generated by the periods of the canonical holo-
morphic dierentials; denote as

J(V ) the complex torus C
2
/

, where

## is the lattice generated by the periods of the normalized holomorphic

dierentials. The Abel maps u : V J(V ) or v : V

J(V ), dened
by
(37) u
i
(z) =

z
z
0
du
i
, v
i
(z) =

z
z
0
dv
i
, (i = 1, 2)
respectively, generate one-dimensional images of the Riemann surface
V in the two-dimensional Jacobi variety. Obviously, with these maps,
it would not make sense to look for preimages of every point in J(V ) or

## J(V ). But if we consider the Abel-Jacobi map A : S

2
V J(V ) from
the set of pairs of points {z
1
, z
2
} to the Jacobi variety, dened by
(38) u({z
1
, z
2
}) =

z
1
z
0
du +

z
2
z
0
du = u(z
1
) +u(z
2
)
(and similarly for the normalized version), then almost everywhere this
map establishes a one-to-one correspondence between points {z
1
, z
2
}
S
2
V and u J(V ). This is Jacobis setting for the inversion problem.
3.2. Theta functions. The key to its solution are theta func-
tions [13, 12]. They come in two forms, and both are needed. First,
the canonical -function (v|) is a map

J(V ) C:
(39) (v|) =

mZ
2
exp i

m
t
m+ 2v
t
m

.
As function on the universal covering C
2
of

J(V ), it is even, periodic
in the real, or -directions, and quasi-periodic in the imaginary, or

-directions:
(v|) = (v|), (40)
(v +n|) = (v|), (41)
(v + n|) = e
in
t
n2iv
t
n
(v|), (42)
where n is any vector from Z
2
. The exponential multiplier in (42)
makes (v|) a multivalued function on

J(V ).
DOUBLE PENDULUM AND -DIVISOR 11
Second, Riemanns
e
-function
e
( |) : V C, is the composition
of Abels map, normalization, translation, and the canonical -function:
(43)
e
(z|) =

(2)
1
u(z) e|

v(z) e|

,
where e
t
= (e
1
, e
2
)

## J(V ) is an arbitrary xed vector.

The zeros of these two -functions are of particular importance.
Notice rst that the set of zeros has four-fold periodicity in C
2
because
the multiplier in (42) is always non-zero. Clearly, the solutions of
(v|) = 0 form a set
zero
of complex co-dimension 1 in

J(V ), called
the -divisor. As to the zeros of the
e
-function, they are precisely
those z V which the Abel map, followed by the shift e, carries to

zero
. Riemanns vanishing theorem (Nullstellensatz) relates them to
the solution of the inversion problem [13, 12]:
Theorem 3.1 (Riemanns vanishing theorem in the case of genus 2).
The function
e
(z|) either vanishes identically on V or else has pre-
cisely g = 2 zeros. In the latter case, the zeros z
1
, z
2
fulll the identity
(44) v({z
1
, z
2
}) =

z
1
z
0
dv +

z
2
z
0
dv = e +K
z
0
,
where K
z
0
= (K
1
, K
2
)
t
is the Riemann vector associated with the base
point z
0
:
K
1
=
1 +
11
2

a
2
dv
2
(z)

z
z
0
dv
1
,
K
2
=
1 +
22
2

a
1
dv
1
(z)

z
z
0
dv
2
.
(45)
The Riemann vectors for two dierent base points z, z
0
are related by
(46) K
z
= K
z
0
+

z
z
0
dv.
For all v = K
z
, the canonical -function vanishes, (K
z
|) = 0.
Hence, the Riemann -function vanishes identically when e is chosen
as K
z
0
because then
(47)
Kz
0

z
z
0
dv|

z
z
0
dv +K
z
0
|

= (K
z
|) = 0.
In the usual applications of the theorem [9], the two preimages z
1
,
z
2
of a point v

## J(V ) are obtained with e = v K

z
0
, assuming that

e
does not vanish identically on V . Explicit solutions of the inversion
problem will be given later, see (63). We shall be interested in the
opposite case: the restriction of v to
zero
.
12 V. Z. ENOLSKII, M. PRONINE, AND P. H. RICHTER
Before we address this problem, let us get familiar with the Riemann
vectors. The formal denition (45) looks cumbersome, but Riemann
developed a surprisingly simple characterization in explicit terms [13].
At this point it is convenient to introduce the half-integer charac-
teristics [],
(48) [] =

1

2

,
where
1
,
2
and

1
,

2
are taken from the set {0,
1
2
}. Theta-functions
with characteristics are dened as
(49) [](v|) =

mZ
2
exp i

(m+

)
t
(m+

) +2(v +)
t
(m+

.
Their importance lies in the fact that they are a convenient manner to
describe -functions with shifted arguments. A simple relation holds
between [](v|) and the fundamental -function (v|) = [
0
0
0
0
] (v|):
(50) [](v|) = exp

2i
t
(v + +
1
2

(v + +

|).
It follows that a shift by a vector from the half-lattice,
(51) v v + +

,
transforms the -functions in a simple way. In particular, if [](0|)
vanishes, then ( +

## ) = 0. It can be checked that under inversion

v v, all -functions with half-integer characteristics are either even
or odd:
(52) [](v|) = e
4i
t

[](v|).
Among the 16 possible half-integer characteristics [], there are 6 for
which 4
t

## = 1; these are the odd characteristics. For them it follows

that [](0|) = 0 = ( +

## ). The other 10 half-characteristics are

called even; there [](0|) and hence ( +

## ) does not vanish.

Let us list the six points of the half-lattice in

J(V ) where (v|)
vanishes. They are
v
1
=
1
2
(0, 1)
t
+
1
2
(0, 1)
t
, v
2
=
1
2
(1, 1)
t
+
1
2
(0, 1)
t
,
v
3
=
1
2
(1, 1)
t
+
1
2
(1, 0)
t
, v
4
=
1
2
(1, 0)
t
+
1
2
(1, 0)
t
, (53)
v
5
=
1
2
(1, 0)
t
+
1
2
(1, 1)
t
, v
6
=
1
2
(0, 1)
t
+
1
2
(1, 1)
t
.
By denition, they are part of the -divisor. A look at the homology
basis of Fig. 2 and the denition of periods (28) shows that modulo
lattice vectors, v
k
v
j
=

e
k
e
j
dv. This is the specialization of (46) to
the branching points of our Riemann curve,
(54) K
e
i
= v
i
.
DOUBLE PENDULUM AND -DIVISOR 13
More generally we may say that the -divisor is the set of all possible
Riemann vectors.
Notice that modulo integer lattice vectors, we have
(55) v
1
+v
3
+v
5
= v
2
+v
4
+v
6
= 0.
This reects the fact that with the basis in Fig. 2, the cycle around
the branch cut from e
5
to e
6
is homologous to (a
1
+ a
2
), while the
cycle around e
2
and e
3
, going back on the lower sheet, is homologous
to b
1
b
2
. It follows, for example, that
(56) K
e
6
= v
6
= v
2
v
4
=

e
2
e
6
dv

e
4
e
6
dv,
but the signs do not matter because 2K
e
6
is a lattice vector.
3.3. Explicit solutions. How does this help solving the Jacobi
inversion problem? Consider rst the case where v = (2)
1
u does not
lie on
zero
, and take, for example, e
6
as the base point for integration
in (38). Then Riemanns theorem states that z
1
, z
2
are the two zeros
of
(57)
e
(z) =

z
e
6
dv e|

z
e
6
dv

z
1
e
2
dv

z
2
e
4
dv|

because e =

z
1
e
6
dv +

z
2
e
6
dv K
e
6
=

z
1
e
2
dv +

z
2
e
4
dv. Let us check
that
e
(z
1
) = 0:
(58)

z
1
e
6
dv e|

e
2
e
6
dv

z
2
e
4
dv|

K
e
4

z
2
e
4
dv|

K
z
2
|

= 0.
In a similar way, we nd
e
(z
2
) = 0.
Let us absorb the Riemann vector in the denition of a shifted Abel-
Jacobi map. Instead of (38) consider
(59) u({z
1
, z
2
}) =

z
1
e
6
du +

z
2
e
6
du 2K
e
6
=

z
1
e
2
du +

z
2
e
4
du.
Then z
1
= (x
1
, y
1
), z
2
= (x
2
, y
2
) are the zeros of
e
(z) with e =
(2)
1
u. The theory of Abelian functions now tells us [4, 6] that this
inversion problem is equivalent to nding the roots of the quadratic
equation
(60) x
2

22
(u)x
12
(u) = 0,
14 V. Z. ENOLSKII, M. PRONINE, AND P. H. RICHTER
where
ij
are second logarithmic derivatives of the fundamental -
function,
(61)
ij
(u) =

2
ln (u)
u
i
u
j
=

i

ij

2
.
The function (u) is closely related to the -function:
(62) (u) = C exp{u
t
u}

(2)
1
u|

,
and the indices i, j at mean corresponding derivatives with respect
to u
i
, u
j
. The modulus = (2)
1
was dened in (34); it contains
the periods of the dierentials of the second kind. The constant C can
be given explicitly but does not matter here.
Solving equation (60) we nd for the symmetric combinations of
the two roots
x
1
+ x
2
=
22
(u),
x
1
x
2
=
12
(u).
(63)
Furthermore, the corresponding y
k
can be expressed as
(64) y
k
=
222
x
k
+
122
, k = 1, 2.
This solves the inversion problem in explicit terms, as far as integrals
of the rst kind are concerned. (In the next section, integrals of the
second kind will also be considered.)
In a typical physical situation where this analysis applies [9], the
two points (x
1
, y
1
) and (x
2
, y
2
) on the Riemann surface lie in the re-
gions e
1
x
1
e
2
and e
3
x
2
e
4
, respectively, cf. gure 2. x
1
and x
2
represent two degrees of freedom of the system. Their time
development is given by (63) because u varies linearly with t, as (36)
shows (ignore the second order dierentials for a moment).
But what if only one of the ranges (e
1
, e
2
) or (e
3
, e
4
) has physical
meaning, as in the case of the double pendulum? Then we need a set-
ting where there is a one-to-one correspondence between points on the
Riemann surface and points in the Jacobi variety. This can be estab-
lished by the requirement that v = (2)
1
u lie on the -divisor. The
curve V and
zero
are isomorphic manifolds of complex dimension 1,
so it ought to be possible to recover a single point z that maps to
u
zero
under the Abel map. Let us see how this can be done.
Notice rst that
zero
is also the set of zeros of the -function.
Therefore a naive application of (63) to points of
zero
would produce
innities for x
1
+ x
2
and x
1
x
2
. We must proceed with some care and
consider their ratio. Take the shifted Abel-Jacobi map (59) and let
DOUBLE PENDULUM AND -DIVISOR 15
x
2
e
6
= . Then (46) tells us that
(65) u({z, }) =

z
e
2
du +

e
4
du =

z
e
2
du +K
e
2
= K
z

zero
for any z V , i. e., the map u
0
: V J(V ) dened by
(66) z u
0
(z) = u({z, }) = K
z

zero
J(V ),
takes a point z to its home position on
zero
. If we now approach
the point u(z, ) as lim
x
2

u({z, x
2
}), we nd with (63) that x may
be consistently determined from
(67) x = lim
x
2

xx
2
x + x
2
= lim
0

12

2
2

22
=

2
(u
0
).
This is the explicit inversion of the map (66). We remark that the
equality (67) was obtained in [14].
The last piece in the puzzle is to nd an expression for the time
t =

## dt according to (36), with u

zero
.
4. Solution for integrals of rst and second kind
If dt were a holomorphic dierential, t = a u
1
+ b u
2
, the solution
of our inversion problem could proceed along the following lines. Start
from the denition (u
0
) = 0 of the -divisor, and use it to express u
2
as
a function of u
1
. This gives t = t(u
1
), and x = x(u
1
) by Eq. (67). Invert
the rst relation to obtain u
1
= u
1
(t), hence x = x(u
1
(t)). The bulk of
the technical computations resides in the necessary manipulations of
the -function and its derivatives.
With meromorphic dierentials there is more work to do. We need
to nd -function expressions for the integrals

z
dr
1
and

z
dr
2
. To
this end, we employ a few more relations from the theory of hyper-
elliptic functions [5, 6]. In traditional notation, the rst logarithmic
derivative of is called a -function,
(68)
i
(u) =
log (u)
u
i
=

i

(u).
Then the relations

z
1
e
2
dr
1
+

z
2
e
4
dr
1
=
1
(u) +
1
2

222
(u), (69)

z
1
e
2
dr
2
+

z
2
e
4
dr
2
=
2
(u) (70)
hold [5, 6] and are used in the solution of the Jacobi inversion problem.
The diculty here is that we are interested in the limit z
2
and
16 V. Z. ENOLSKII, M. PRONINE, AND P. H. RICHTER
0, i. e., we must investigate the behavior of the -function and its
derivatives as u u({z
1
, z
2
}) u({z
1
, }) u
0
. We have
(71) u u
0
=

z
2
e
6
du
and consider the following Taylor expansion:
(72)
i
(u) =

i

u
0
+ (u u
0
)

=

i
(u
0
) +
i1
(u
0
)(u
1
u
0,1
) +
i2
(u
0
)(u
2
u
0,2
) + . . .
(u
0
) +
1
(u
0
)(u
1
u
0,1
) +
2
(u
0
)(u
2
u
0,2
) + . . .
.
We need expressions for u
i
u
0,i
=

z
2
e
6
du
i
. Since = e
6
is a branch
point of our hyperelliptic curve, the appropriate local coordinate is :
x = 1/
2
. Inserting this into the denition of du
i
, see (31), we nd
(using e
1
+ e
2
+ e
3
+ e
4
+ e
5
=
4
/4)

z
2
e
6
du
1
=
1
3

3
+

4
40

5
+ O(
7
), (73)

z
2
e
6
du
2
= +

4
24

3
+ O(
5
). (74)
This is inserted into (72) and gives
(75)
i
(u) =

i
(u
0
)
i2
(u
0
) + O(
3
)

2
(u
0
) +
1
2

22
(u
0
) + O(
3
)
=
1

2
+

i2

22
2
2
2
+ O().
In order to use this in the expressions (69) and (70), we must also
determine the asymptotic behavior of the second kind integrals:

z
2
e
6
dr
1
=
1

3
+

4
8
+ O(), (76)

z
2
e
6
dr
2
=
1

+

4
8
+ O(
3
). (77)
For

dr
2
we see immediately that the leading singularities 1/ cancel
on the two sides of (70). Hence we have the result that
(78)

z
1
e
4
dr
2
=

22
2
2
(u
0
) + c
2
,
where
(79) c
2
=

22
2
2
(u
e
4
)
DOUBLE PENDULUM AND -DIVISOR 17
and u
e
4
= (u
e
4
,1
, u
e
4
,2
)
t
= u({e
4
, }) =

e
4
e
4
du +

e
6
e
2
du =

e
6
e
2
du.
The case of

dr
1
is more involved. As (69) shows, we must consider
the expansion of
222
as u u
0
. The formal expansion rst gives
(80)
222
=
2

3

2

4
8

2222

2
2
2
222

22

2
+
3
22
4
3
2
+ O().
But the -independent term can be shown to be zero! To do so, we
employ one of the KdV-type equations which the
ij
functions fulll,
namely [5, 6],
(81)
2222
= 6
2
22
+
1
2

3
+
4

22
+ 4
12
.
Considering its expansion in , and comparing the leading terms of
order
2
and
1
on both sides, we nd

222
=
3
4

2
22

2
+

4
4

2
+
1
,

2222
=

22

2
22
2
2
+

4
2

2
+ 2
1

(82)
on the -divisor. We remark that formulae of the form (82) were de-
rived and implemented in [14, 21]. Inserting them into (80) makes the
constant term vanish.
Collecting all the terms involved in (69), we see that

z
1
e
4
dr
1
=

12
(u
0
)

2
(u
0
)
+

1
(u
0
)
22
(u
0
)
2
2
(u
0
)
2
+ c
1
(83)
=

12
(u
0
)

2
(u
0
)
x
1

22
(u
0
)
2
2
(u
0
)
+ c
1
,
where we used (67) for the last equality and
(84) c
1
=

12
(u
e
4
)

2
(u
e
4
)

1
(u
e
4
)
22
(u
e
4
)
2
2
(u
e
4
)
2
.
We can now return to the dierential dt in (36) and outline a pos-
sible inversion procedure for its integral t(x) =

x
e
4
dt. We require that
u
0
= (u
1
, u
2
)
t
+u
e
4
lie on
zero
, i. e., we use its denition (u
0
) = 0 to
express u
2
as a function of u
1
. Then Eq. (67) allows us to express x as
a function of u
1
,
(85) x =

u
0

u
1
+ u
e
4
,1
, u
2
(u
1
) + u
e
4
,2

= x(u
1
).
18 V. Z. ENOLSKII, M. PRONINE, AND P. H. RICHTER
Next we express the time integral as a function of u
0
on the -divisor,
t(x) =

z
e
4
dt (86)
= a u
1
+ b u
2
+ c

12

2
x
1

22
2
2
+ c
1

+ d

22
2
2
+ c
2

,
where the constants c
1
and c
2
are given in (84) and (79). Using again
= 0 to eliminate u
2
, we get t = t(u
1
). The nal step is to invert this
relation and insert it into (85) to obtain x = x(u
1
(t)).
We found that the -divisor in the Jacobi variety of the systems
hyperelliptic curve can be used to solve the inversion problem, and we
presented a procedure which we checked in detail by numerical compu-
tations. As far as the double pendulum at zero gravity is concerned,
the analytic nature of its integration has thereby been claried.
The analysis ought to be extended to encompass even more in-
volved situations. For example, the time dierential dt may have con-
tributions of the third kind; this situation has not yet been considered.
Another interesting generalization refers to higher genera. The work
of Jorgensen [16] and

Onishi [21] contains hints as to how one would
proceed. Consider a Riemann surface with genus g = 3 as an exam-
ple. The number f of degrees of freedom may be 1, 2, or 3. The case
f = g is the standard situation where u moves linearly with time t
(ignoring complications from dierentials of second and third kind).
The case f = g 1 = 2 involves a restriction to a codimension 1 man-
ifold. This may again be the theta divisor. With du = (du
1
, du
2
, du
3
)
and du
k
= x
k1
dx/y, the theta divisor
zero
is the two-dimensional
manifold (z
0
considered as a xed base point on V )
(87)
2
:= {(z
1
, z
2
) :

z
1
z
0
du +

z
2
z
0
du +K
z
0
}.
It is again characterized by = 0, and the inversion problem from
u
2
to z
1
, z
2
V is solved with x
1
+x
2
=
1
/
3
and x
1
x
2
=
2
/
3
.
The case f = g 2 = 1 requires a further restriction to the set
(88)
1
:= {z :

z
z
0
du +K
z
0
}
which is characterized by = 0 and
3
= 0. The inversion from u
1
to z V is solved with x =
1
/
2
as in (67).
DOUBLE PENDULUM AND -DIVISOR 19
The generalization to arbitrary genus is obvious, at least in princi-
ple. The sets
0
:= {K
z
0
} and
(89)
f
:= {(z
1
, . . . , z
f
) :

z
1
z
0
du + . . . +

z
f
z
0
du +K
z
0
}
(f = 1, . . . , g) dene a stratication
(90)
0

1
. . .
g1
=
zero

g
= J(V ),
and problems with f degrees of freedom should be treated on the stra-
tum
f
.
We are not aware of any previous attempt to put the -divisor to
this use, let alone its generalizations
f
. Let us conclude with a remark
on the computational aspects of this procedure. To identify the Jacobi
variety, we need the periods
ij
and

ij
, and if dierentials of the second
kind play a role, the periods
ij
and

ij
as well. These periods can only
be obtained by numerical integration. But given these periods, we
can discuss the time development in terms of - and -functions for
which there exist ecient computational procedures in the spirit of
Weierstrass recursions [7] . Unfortunately, the picture is not as simple
as in the usual case f = g where the dynamics in the Jacobi variety
is linear. The -divisor is a non-linear object, not simpler than the
Riemann surface itself, hence its usefulness for practical purposes is
limited.
References
1. S. Abenda and Yu.Fedorov, On the weak Kowalevski-Painleve property for hy-
perelliptical separable systems, Acta Appl. Math. 60 (2000), 137178.
2. M. Adler and P. van Moerbeke, Birkho strata, Backlund transformations and
regularization of isospectral operators, Adv. Math. 108 (1994), no. 1-2, 140204.
3. H. F. Baker, Abels theorem and the allied theory of theta functions, Cambridge
Univ. Press, Cambridge, 1897, reprinted 1995.
4. , Multiply Periodic Functions, Cambridge Univ. Press, Cambridge, 1907.
5. V. M. Buchstaber, V. Z. Enolskii, and D. V. Leykin, Hyperelliptic Kleinian
functions and applications, Solitons, Geometry and Topology: On the Cross-
road (V. M. Buchstaber and S. P. Novikov, eds.), Advances in Math. Sciences,
AMS Translations, Series 2, Vol. 179, Moscow State University and University
of Maryland, College Park, 1997, pp. 134.
6. , Kleinian functions, hyperelliptic Jacobians and applications, Reviews
in Mathematics and Mathematical Physics (London) (S. P. Novikov and I. M.
Krichever, eds.), vol. 10:2, Gordon and Breach, 1997, pp. 1125.
7. V. M. Buchstaber and D. V. Leykin, Graded Lie algebras that dene hyperel-
liptic sigma functions, to be published in Doklady RAN, 2002.
8. A. Clebsch and P. Gordan, Theorie der Abelschen Funktionen, Teubner,
Leipzig, 1866.
20 V. Z. ENOLSKII, M. PRONINE, AND P. H. RICHTER
9. B. A. Dubrovin, Theta functions and non-linear equations, Russ. Math. Surveys
36 (1981), no. 2, 1180.
10. H. R. Dullin, Melnikovs method applied to the double pendulum, Z. Phys. B 93
(1994), 521528.
11. J. C. Eilbeck, V. Z. Enolskii, V. B. Kuznetsov, and D. V. Leykin, Linear r-
matrix algebra for systems separable in parabolic coordinates, Phys. Lett. A 180
(1993), 208214.
12. H. M. Farkas and I. Kra, Riemann Surfaces, Springer, New York, 1980.
13. J. D. Fay, Theta functions on Riemann surfaces, Lectures Notes in Mathematics
(Berlin), vol. 352, Springer, 1973.
14. D. Grant, Formal groups in genus two, J. reine angew. Math. 411 (1990), 96
121.
15. G. Hamel, Elementare Mechanik, Teubner, Stuttgart, 1965, Reprint of the rst
edition of 1912.
16. J. Jorgensen, On directional derivatives of the theta function along its divisor,
Israel J. Math. 77 (1992), 273284.
17. Y. Kodama and B. G. Konopelchenko, Singular sector of the Burgers-Hopf hi-
erarchy and deformations of hyperelliptic curves, arXiv: nlin.SI/0205012, 2002.
18. B. G. Konopelchenko, L. M. Alonso, and E. Medina, Singular sector of the
Kadomtsev-Petviashvili hierarchy operators of nonzero index, and associated
integrable systems, J. Math. Phys. 41 (2000), no. 1, 385413.
19. L. D. Landau and E. M. Lifshitz, Mechanics, Pergamon Press, Oxford, New
York, 1984.
20. A. Ohlho and P. H. Richter, Forces in the double pendulum, Z. Angew. Math.
Mech. 80 (2000), no. 8, 517534.
21. Y.

Onishi, Complex multiplication formulae for hyperelliptic curve of genus
three, Tokyo J. Math. 21 (1998), no. 2, 381431.
22. A. Paul and P. H. Richter, Application of Greenes method and the MacKay
residue criterion to the double pendulum, Z. Phys. B 93 (1994), 515520.
23. A. M. Perelomov, Integrable systems of classical mechanics and Lie algebras,
Birkhauser, Basel, 1991.
24. P. H. Richter and H.-J. Scholz, Chaos in classical mechanics: The double pen-
dulum, Stochastic Phenomena and Chaotic Behaviour in Complex Systems
(P. Schuster, ed.), Springer, Berlin, 1984, pp. 8697.
25. , The planar double pendulum, Publ. zu Wiss. Filmen, Sek. Tech.
Wiss./Naturwiss. ser. 9 no. 7, Inst. Wiss. Film, Gottingen, 1986.
26. P. Vanhaecke, Stratication of hyperelliptic Jacobians and the Sato Grassma-
nian, Acta Appl. Math. 40 (1995), 143172.
27. V. E. Zakharov, S. V. Manakov, S. P. Novikov, and L. P. Pitaevski, Theory of
Solitons, Nauka, Moscow, 1984.
DOUBLE PENDULUM AND -DIVISOR 21
Dipartimento di Fisica, E. R. Caianiello, Universita di Salerno,
Via S. Allende, I-84081 Baronissi (SA), Italy