This is post a continuation of posts I am making based upon my reading of the first lecture of Arnold’s PDE.

Recall our goal: we are trying to find a characteristic field for the general first-order PDE in the J^1(\mathbb{R}^n, \mathbb{R}) space. The field should arise from the field of contact planes, dy = pdx and the surface \Gamma^{2n} given by the PDE. The problem we have encountered is that the intersection of the surface and the contact planes (which are hyperplanes of dimension 2n) at regular points is a (2n-1)-dimensional space. How are we suppose to determine a vector in each one of these (2n-1)-dimensional space to obtain a smooth vector field that uniquely corresponds to our PDE?

Key idea: We endow the space of tangent vectors lying on each contact plane (this is a 2n-dimensional vector space) with the so-called ‘symplectic structure’. Unlike in the Euclidean space, the orthogonal complement to a hyperplane would be a 1-dimensional subspace ‘lying outside’ of the hyperplane, in this case, the orthogonal complement would be a 1-dimensional subspace lying inside the hyperplane. Thus, the characteristic vector field we want is obtained by taking the orthogonal complement (2n-1)-dimensional intersection space in terms of the symplectic structure.

Step 1: Defining the symplectic structure on the contact planes.

Recall, in the last post, we defined the 2-form \omega^2 = d\alpha. This is the linear part of integrating \alpha = dy - pdx around the parallelogram with sides \xi, \eta and vertex at 0 (\xi, \eta are the 2 inputs for our 2-form). We have shown that \omega|_{\alpha = 0} is defined up to a non-zero multiple at each point, i.e. the 2-forms obtained from \alpha and f \alpha (where f is a function of x, y, p) by exterior differentiation are the same when restricted to the contact planes.

Last time, we found the expression for the 2-form to be: d\alpha = - \sum dp_i \wedge dx_i.

Given two arbitrary vectors \xi = (x_1, ..., x_n, y, p_1, ..., p_n) and \eta = (\tilde{x_1}, ..., \tilde{x_n}, \tilde{y}, \tilde{p_1}, ..., \tilde{p_n}) on the same contact plane:

d\alpha(\xi, \eta) = \sum(-x_k \tilde{p_k} + p_k \tilde{x_k}).

A new view: Just like how we can interpret a 1-form as the map \xi \mapsto \vec{v} \cdot \xi for some fixed \vec{v}, we can also interpret the 2-form as the following map:

(\xi, \eta) \mapsto (\eta)^{T} \bf{A} \xi for some fixed square matrix \bf{A}.

Let’s find the corresponding matrix for d\alpha.

In \mathbb{R}^3, the action of the 2-form is:

\bf{A}_1 := (\begin{bmatrix} x \\ y \\ p \end{bmatrix}, \begin{bmatrix} \tilde{x} \\ \tilde{y} \\ \tilde{p} \end{bmatrix}) \mapsto -x \tilde{p} + p \tilde{x}

It is easy to see that the corresponding matrix is:

\begin{bmatrix} 0 & 0 & 1 \\ 0 & 0 & 0 \\ -1 & 0 & 0 \end{bmatrix}

in the coordinates x, y, p

Generalizing this to \mathbb{R}^{2n+1}, we obtain:

\bf{A}_n := \begin{bmatrix} 0_{n \times n} & 0_{n \times 1} & I_{n \times n} \\ 0_{1 \times n} & 0 & 0_{1 \times n} \\ -I_{n \times n} & 0_{n \times 1} & 0_{n \times n} \end{bmatrix}

Notice that this matrix is invertible. Hence, for any non-zero (x_1, ..., x_n, y, p_1, ..., p_n), there exists (\tilde{x_1}, ..., \tilde{x_n}, \tilde{y}, \tilde{p_1}, ..., \tilde{p_n}) such that:

(\tilde{x_1}, ..., \tilde{x_n}, \tilde{y}, \tilde{p_1}, ..., \tilde{p_n}) \bf{A}_1 (x_1, ... , x_n, y, p_1, ..., p_n)^{T} \neq 0.

Claim: \omega|_{\alpha = 0} is a symplectic structure.

A symplectic structure is a non-degenerate skew-symmetric form in an even-dimensional space. It is easy to see that this claim is true.

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