Consider the generic following planar/2D system:
{dxdt=A(x,y)dydt=B(x,y),
where A,B are two functions. Reading Classical Mechanics by Joseph L. McCauley I found the following statements:
Every two dimensional flow, dx/dt=A(x,y),dy/dt=B(x,y), whether dissipative or conservative, has a conservation law,
and, if we rewrite the system equations as dt=dx/A=dy/B,
every differential form B(x,y)dx−A(x,y)dy=0 in two variables either is closed or else has an integrating factor M(x,y) that makes it integrable.
So is really every planar system integrable, or have I missed some detail?
Answer
A global integrability statement for general 2D systems does not hold, but a local integrability statement is true. Let us reformulate OP question as follows.
Suppose that we are given a two-dimensional first-order problem ˙x = f(x,y),˙y = g(x,y), where f and g are two given smooth functions. Is eq. (1) a Hamiltonian system ˙x = {x,H},˙y = {y,H}, with a symplectic structure {⋅,⋅} and Hamiltonian H(x,y)?
The answer is, perhaps surprisingly: Yes, always, at least locally. The Hamiltonian H is the sought-for integral of motion/first integral.
Proof: In two dimensions, a Poisson bracket is completely specified by the fundamental Poisson bracket relations {x,y} = B(x,y) = −{y,x},{x,x} = 0 = {y,y}, where B is some function that doesn't take the value zero. [Exercise: Check that eqs. (3) automatically satisfy the Jacobi identity.] The Hamilton's eqs. (2) become ˙x = B∂H∂y,˙y = −B∂H∂x. Next consider the one-form η := fdy−gdx, which is possibly an inexact differential. However, it is known from the theory of PDE's, that there locally exists an integrating factor 1B, so that the one-form 1Bη = dH is locally an exact differential given by some function H. It is straightforward to check that one can use B as the Poisson structure (3) and H as the Hamiltonian. ◻
Remark. The existence of a pair of canonical variables q(x,y) and p(x,y), with {q,p}=1, are, in turn, guaranteed locally by Darboux' Theorem.
Example: 1D system with friction force: Eqs. of motion: m˙v = −kv−V′(x),˙x = v. According to the theorem there in principle exists locally a Hamiltonian formulation without explicit time dependence, however it is not possible to give a general formula. If we are allowed to have explicit time dependence (which is outside the main topic of this answer), then there is a simple solution: Define e(t):=exp(ktm). Lagrangian: L=e(t)L0, where L0=m2v2−V(x). Momentum: p=e(t)mv. Hamiltonian: H=p22me(t)+e(t)V(x).
Example: Math.SE q1577274.
Counterexample. Solutions to diff. eqs. exist in general only locally. Consider f(q,p) = qq2+p2andg(q,p) = pq2+p2 in the domain D=R2∖{(0,0)}, which is not contractible. It is relatively straightforward to check that η = fdp−gdq = qdp−pdqq2+p2 is a closed 1-form, and there doesn't exist a globally defined Hamiltonian H on D such that eqs. (2) are satisfied. The best one can do is to put H equal to a single-valued branch of arg(q+ip), which is not globally defined.
Counterexample: Contractible domain without global solution: Math.SE q2710698.
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