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# Advancement of estimation fidelity in continuous quantum measurement

## 1 Introduction

The standard object of quantum inference is the value $`\sigma `$ of some hermitian observable $`\widehat{\sigma }`$ of the given quantum system. The process of inference is called quantum measurement. One can consider the apriori quantum state $`\widehat{\rho }`$ of the given system as an additional object of inference . The limitations as well as the optimization of state determination are in the focus of recent investigations  especially in the field of quantum information and communication . A completely unknown state $`\widehat{\rho }`$ can not be inferred from a single system: the fidelity of the estimate $`\widehat{\rho }^{}`$ will be poor. If the apriori state $`\widehat{\rho }`$ is pure then the estimate $`\widehat{\rho }^{}`$ must also be pure, and the simple bilinear expression $`F=\text{tr}[\widehat{\rho }^{}\widehat{\rho }]`$ defines its fidelity. If we assume that the apriori pure $`\widehat{\rho }`$ is completely random then lower and upper limits become analytically calculable for the average fidelity $`\overline{F}`$ . For a single two-state system (qubit) one obtains:

$$\frac{1}{2}\overline{F}\frac{2}{3}.$$
(1)
Any deliberate trial $`\widehat{\rho }^{}`$, when completely unrelated to $`\widehat{\rho }`$, will yield the same worst value $`1/2`$. The best value can be attained in many ways. Let us, for instance, measure the Pauli-polarization matrix $`\widehat{\sigma }`$ along a single randomly chosen spatial direction. Let $`\sigma =\pm 1`$ be the results of the projective measurement. It is then natural to identify the estimate pure state $`\widehat{\rho }^{}(\sigma )`$ with the standard aposteriori pure state $`\widehat{\rho }(\sigma )`$ taught in textbooks:

$$\widehat{\rho }^{}(\sigma )=\widehat{\rho }(\sigma )\frac{\widehat{I}+\sigma \widehat{\stackrel{}{\sigma }}}{2}.$$
(2)
Trivial calculation can prove that the average fidelity over random apriori pure states $`\widehat{\rho }`$ is $`2/3`$.

No quantum measurement however involved could improve on $`\overline{F}=2/3`$. In particular, it would make no sense to perform a second projective measurement on the given single qubit. We can, however, consider non-projective measurements  from the beginning. A typical non-projective measurement yields less information than an ideal measurement would do. Hence it makes sense to combine successive non-projective measurements on a single system  in order to improve fidelity. In what follows, we mean non-projective measurements unless we say otherwise.

The general case involving a sequence of repeated measurements is beyond the capacity of analytic calculations. There is, nonetheless, an effective theory for long sequences. Then the measured value $`\sigma `$, the aposteriori state $`\widehat{\rho }(\sigma )`$, and the state estimate $`\widehat{\rho }^{}(\sigma )`$ all become time dependent and satisfy coupled stochastic differential equations. The ‘conditional’ master equation of the aposteriori state  as well as its coupling to the measured value  have been well-known from long ago (see also ) as the ultimate formalism of earlier continuous measurement models . The equation of the estimate state has remained undefined and we outline its derivation in the Appendix.

In Sect.2 we discuss state estimate from a single measurement. We succeed to express the average fidelity in terms of aposteriori states. In Sect.3 this result is generalized for a sequence of measurements. In Sect.4 the conditional ‘master’ equation is introduced for the aposteriori state. In Sect.5 we calculate the progression of fidelity for long sequences of very unsharp measurements and we prove how fidelity will saturate to $`2/3`$. Although we develop the concrete equations for two-state systems, most results can trivially be extended for higher dimensions $`N`$.

## 2 Fidelity from single measurements

We approximate the exact eigenstates of a given hermitian observable $`\widehat{\sigma }`$ by approximate Gaussian projectors of precision $`\mathrm{\Delta }`$:

$$\widehat{\mathrm{\Pi }}(\sigma )=\frac{1}{\sqrt{2\pi \mathrm{\Delta }^2}}\mathrm{exp}\left[\frac{(\widehat{\sigma }\sigma )^2}{2\mathrm{\Delta }^2}\right].$$
(3)
They satisfy the completeness condition

$$\widehat{\mathrm{\Pi }}(\sigma )𝑑\sigma =\widehat{I},$$
(4)
and form a POVM . In the simplest case, the corresponding (non-projective) measurement of $`\widehat{\sigma }`$ will transform the apriori state $`\widehat{\rho }`$ into the following aposteriori state:

$$\widehat{\rho }\widehat{\rho }(\sigma )=\frac{\widehat{\mathrm{\Pi }}^{1/2}(\sigma )\widehat{\rho }\widehat{\mathrm{\Pi }}^{1/2}(\sigma )}{\text{tr}\left[\widehat{\mathrm{\Pi }}(\sigma )\widehat{\rho }\right]},$$
(5)
where $`\sigma `$ is the random outcome of the measurement. It may take any real value with the normalized probability density

$$p(\sigma )=\text{tr}\left[\widehat{\mathrm{\Pi }}(\sigma )\widehat{\rho }\right].$$
(6)
The theory of (non-projective) measurements does not imply a theory for the estimate $`\widehat{\rho }^{}`$. One could mistakenly think the aposteriori state $`\widehat{\rho }(\sigma )`$ a reasonable estimate for the apriori state $`\widehat{\rho }`$. Unfortunately, the experimenter has no access to it. He/she infers the measured value $`\sigma `$ and it is, contrary to the projective measurement (2) , not enough to derive the aposteriori state. It is only sufficient to identify the approximate projector $`\widehat{\mathrm{\Pi }}(\sigma )`$. Its normalized form can be a reasonable estimate:

$$\widehat{\rho }^{}(\sigma )=\frac{\widehat{\mathrm{\Pi }}(\sigma )}{\text{tr}\widehat{\mathrm{\Pi }}(\sigma )}.$$
(7)
This is a mixed state. If the apriori states $`\widehat{\rho }`$ are unknown pure states then the estimate should also be pure. To this end, the experimenter must refine his/her first choice (7) . The estimate will be one of the pure eigenstates of the mixed state estimate (7) , chosen randomly with probability equal to the corresponding eigenvalue. (The optimum estimate would be the most probable eigenstate .)

In our work, we discuss pure apriori states and, accordingly, we use the above mentioned pure state estimates. In other words, the pure state estimate will be an eigenstate of $`\widehat{\mathrm{\Pi }}(\sigma )`$, with probability proportional to the corresponding eigenvalue of $`\widehat{\mathrm{\Pi }}(\sigma )`$. By construction, the average of these pure state estimates is identical with the mixed state estimate (7) . This has a useful consequence in fidelity calculations. The bilinearity of fidelity $`\text{tr}[\widehat{\rho }^{}\widehat{\rho }]`$, valid originally between two pure states, will be preserved for the expected fidelity of our estimates:

$$F=\text{tr}\left[\widehat{\rho }^{}(\sigma )\widehat{\rho }\right]p(\sigma )𝑑\sigma \text{}\text{tr}[\widehat{\rho }^{}(\sigma )\widehat{\rho }],$$
(8)
where $`\widehat{\rho }^{}`$ is defined by (7) and E stands for stochastic expectation value.

We benefit from the bilinearity. We are going to find a simpler expression for $`F`$. While we retain the notation $`\widehat{\rho }`$ for the pure apriori state, we imagine a hypothetical apriori state $`\widehat{\rho }^\mathrm{?}=\widehat{I}/N`$ as well, which is totally mixed. We apply the non-projective measurement (5,6) to $`\widehat{\rho }^\mathrm{?}`$. This yields the simple relationship $`\widehat{\mathrm{\Pi }}(\sigma )=Np^\mathrm{?}(\sigma )\widehat{\rho }^\mathrm{?}(\sigma )`$ where $`p^\mathrm{?}(\sigma )=N^1\text{tr}\widehat{\mathrm{\Pi }}(\sigma )`$ is the probability distribution of the outcomes for the measurement on the hypothetical apriori state $`\widehat{\rho }^\mathrm{?}`$. Substituting these relationships into (7) and inserting the result into (8) , we obtain the following new form:

$$F=N\left(\text{tr}\left[\widehat{\rho }^\mathrm{?}(\sigma )\widehat{\rho }\right]\right)^2p^\mathrm{?}(\sigma )𝑑\sigma N\text{}\left(\text{tr}\left[\widehat{\rho }^\mathrm{?}(\sigma )\widehat{\rho }\right]\right)^2.$$
(9)
Note that the stochastic average is to be taken with the hypothetical probability distribution $`p^\mathrm{?}(\sigma )`$ instead of the true $`p(\sigma )`$. The new expression (9) contains the (hypothetical) aposteriori state while the old formula (8) contained the (true) estimate state. It pays because the aposteriori states will satisfy simpler equations than the estimate states, see Sect.4 and the Appendix.

If we follow the example of Sect.1, we have to average the fidelity (9) over random pure qubit states $`\widehat{\rho }`$:

$$\overline{F}=\frac{1}{3}+\frac{1}{3}\text{}\text{tr}[\widehat{\rho }^\mathrm{?}(\sigma )]^2.$$
(10)
This formula of the average fidelity will be generalized for the continuous estimation of random pure states in Sect.3.

## 3 Fidelity from sequential measurements

We start from the sequence $`\widehat{\mathrm{\Pi }}_1(\sigma _1),\mathrm{},\widehat{\mathrm{\Pi }}_n(\sigma _n)`$ of $`n`$ measurements (3-6). The measured observables $`\widehat{\sigma }_1,\mathrm{},\widehat{\sigma }_n`$ need not to be identical. Thus our measurements may not commute. It is well-known that a sequence of measurements is formally equivalent with a single (though complicated) measurement. Applying the Eq. (5) $`n`$ times repeatedly, the aposteriori state becomes:

$$\widehat{\rho }\widehat{\rho }(\sigma _.)=\frac{\widehat{G}_n(\sigma _.)\widehat{\rho }\widehat{G}_n^{}(\sigma _.)}{\text{tr}\left[\widehat{\mathrm{\Pi }}_n(\sigma _.)\widehat{\rho }\right]}.$$
(11)
The sequentially composed Kraus-operator  reads:

$$\widehat{G}_n(\sigma _.)=\widehat{\mathrm{\Pi }}_n^{1/2}(\sigma _n)\mathrm{}\widehat{\mathrm{\Pi }}_1^{1/2}(\sigma _1),$$
(12)
where the shorthand notation $`(\sigma _1,\mathrm{},\sigma _n)=(\sigma _.)`$ is being used. The new POVM elements

$$\widehat{\mathrm{\Pi }}_n(\sigma _.)=\widehat{G}_n^{}(\sigma _.)\widehat{G}_n(\sigma _.)$$
(13)
are normalized for all $`n`$:

$$\widehat{\mathrm{\Pi }}(\sigma _.)𝑑\sigma _1\mathrm{}\sigma _n=\widehat{I},$$
(14)
as it follows from Eqs.(4,12,13). The probability of the whole sequence of outcomes can be written into the compact form:

$$p_n(\sigma _.)=\text{tr}\left[\widehat{\mathrm{\Pi }}_n(\sigma _.)\widehat{\rho }\right].$$
(15)
The Eqs. (11-15) constitute a single (complicated) measurement. We invoke all considerations of state estimate from Sect.2. In such a way shall we introduce the mixed state estimate

$$\widehat{\rho }_n^{}(\sigma _.)=\frac{\widehat{\mathrm{\Pi }}_n(\sigma _.)}{\text{tr}\widehat{\mathrm{\Pi }}_n(\sigma _.)}$$
(16)
whose eigenstates, like in case of (7) , will be the pure state estimates. Same considerations that led to fidelities (8,10) in Sect.2 apply invariably. We can, for instance, write the average fidelity in terms of the aposteriori state (11) emerging from a hypothetical apriori qubit state $`\widehat{\rho }^\mathrm{?}=\widehat{\rho }_0^\mathrm{?}=\widehat{I}/2`$:

$$\overline{F}_n=\frac{1}{3}+\frac{1}{3}\text{}\text{tr}[\widehat{\rho }_n^\mathrm{?}(\sigma _.)]^2.$$
(17)
It is obvious that $`\overline{F}_0=1/2`$, and we expect $`\overline{F}_n`$ is a monotone function of $`n`$. In Sect.5 we prove that $`\overline{F}_n`$ achieves the upper limit (1) even when each individual measurement is very unsharp. Actually, we shall prove that $`\widehat{\rho }_n^\mathrm{?}`$ tends to be pure for large $`n`$. The Sect.4 prepares the mathematical tool of the proof.

## 4 Conditional master equation

There is a particular class of sequential measurements which is treatable with good accuracy in terms of markovian stochastic differential equations. We assume long sequences of very unsharp measurements:

$$n1,\mathrm{\Delta }1.$$
(18)
The asymptotic limit

$$n,\mathrm{\Delta }\mathrm{},\frac{n}{\mathrm{\Delta }^2}=\text{const}$$
(19)
will be called the ‘continuum limit’. In case of two-state systems, we assume that the measured observables $`\widehat{\sigma }_1,\mathrm{},\widehat{\sigma }_n`$ are Pauli-polarizations chosen independently along random directions. Formally, let us count the succession of measurements as if they happened at constant rate $`\nu =12/\mathrm{\Delta }^2`$. Accordingly, we replace the discrete parameter $`n`$ by the continuous time:

$$t=\frac{12n}{\mathrm{\Delta }^2}.$$
(20)
We consider all quantities as continuous functions of $`t`$, coarse-grained on scales $`1/\nu `$ involving many measurements. In this limit an approximate theory emerges in the form of markovian stochastic differential equations. (The theory becomes exact in the continuum limit.) The aposteriori state, see Eq. (31) of the Appendix, satisfies the conditional (or selective) master equation:

$$\frac{d\widehat{\rho }_t}{dt}=\frac{1}{2}[\widehat{\stackrel{}{\sigma }},[\widehat{\stackrel{}{\sigma }},\widehat{\rho }_t]]+\{\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_t,\widehat{\rho }_t\}\stackrel{}{w}_t,$$
(21)
where $`\widehat{\stackrel{}{\sigma }}_t=\text{tr}[\widehat{\stackrel{}{\sigma }}\widehat{\rho }_t]`$. We have suppressed denoting the functional dependence of $`\widehat{\rho }_t`$ on the outcomes $`\{\sigma _\tau ;0\tau t\}`$. The $`\stackrel{}{w}_t`$ is the standard isotropic white-noise and the equation must be interpreted in the sense of the Ito stochastic calculus. There is a second stochastic differential equation for the outcome:

$$\stackrel{}{\sigma }_t=\widehat{\stackrel{}{\sigma }}_t+\frac{1}{2}\stackrel{}{w}_t.$$
(22)
The features of the above equations have been well understood. In particular, the solution $`\widehat{\rho }_t`$ becomes asymptotically pure for long times . This assures the saturation of average fidelity (17) , as proven in the next section. So far, the stochastic differential equation governing the estimate $`\widehat{\rho }_t^{}`$ has been missing. We construct it in the Appendix.

## 5 Saturation of fidelity

We are going to discuss the time dependence of the average fidelity $`\overline{F}_t`$. Remember that it corresponds to the (coarse-grained) $`n`$dependent fidelity $`\overline{F}_n`$ (17) via $`t=12n/\mathrm{\Delta }^2`$. The latter requires the knowledge of the hypothetical aposteriori state which, for a qubit, we shall parametrize by the polarization vector $`\stackrel{}{s}_t\widehat{\stackrel{}{\sigma }}_t`$:

$$\widehat{\rho }_t^\mathrm{?}=\frac{\widehat{I}+\stackrel{}{s}_t\widehat{\stackrel{}{\sigma }}}{2},|\stackrel{}{s}_t|s_t1.$$
(23)
Recall that the initial state must be the hypothetical state $`\widehat{I}/2`$ implying the initial value $`\stackrel{}{s}_0=0`$. The stochastic ‘master’ equation (21) yields the following stochastic differential equation for the polarization vector:

$$\frac{d\stackrel{}{s}_t}{dt}=4\stackrel{}{s}_t2\left(\stackrel{}{s}_t\stackrel{}{w}_t\right)\stackrel{}{s}_t+2\stackrel{}{w}_t.$$
(24)
This is an isotropic inhomogeneous spatial diffusion process. A stochastic differential equation for the squared norm (purity) follows from it:

$$\frac{ds_t^2}{dt}=4(3s_t^2)(1s_t^2)+4(1s_t^2)s_tw_t,$$
(25)
where $`w_t`$ is the standard white-noise. This is a one-dimensional inhomogeneous diffusion. For long times the norm will approach the unity, therefore the aposteriori state becomes asymptotically pure. The author’s Monte-Carlo calculations have shown that the purity $`s_t^2`$ is dominated by the drift term. Ignoring diffusion, the error remains within $`2\%`$ and the analytic solution is possible:

$$\text{}s_t^2s_t^2=\frac{e^{8t}1}{e^{8t}1/3}.$$
(26)
Let us restore the original variable $`n=t\mathrm{\Delta }^2/12`$ and substitute the above result into the expression (17) :

$$\overline{F}_n=\frac{1}{2}+\frac{1}{6}\text{}s_t^2=\frac{1}{2}+\frac{1}{6}\frac{e^{96n/\mathrm{\Delta }^2}1}{e^{96n/\mathrm{\Delta }^2}1/3}.$$
(27)
The average fidelity approaches the optimum value $`2/3`$ after a characteristic number $`n\mathrm{\Delta }^2/96`$ of unsharp measurements. Recalling the conditions (18) we conclude that our result is valid for very unsharp measurements, i.e., $`\mathrm{\Delta }`$ must be much greater than $`\sqrt{96}10`$.

## 6 Discussion

We have discussed single quantum state determination via sequential non-projective (POVM) measurements in the limit of very unsharp measurements. We have proven that the known optimum average fidelity of estimating random qubits can be approached gradually with many successive random unsharp measurements. Whether this is true for non-random qubits is an open issue, but it is certainly tractable with the method of the present work. It may for instance turn out that one has to replace the strategy of random unsharp measurements by some adaptive strategy.

We profited from analytic tools. We used the standard theory of (markovian) continuous quantum measurement and we completed it with the novel concept of continuous state estimation. The recent work  coined already a similar concept. It has, however, been restricted to the particular case of Gaussian states. Although we have detailed the concept for a single qubit, most of the equations are valid for any higher dimension $`N`$. The standard theory of continuous quantum measurement treats discrete and continuous observables on equal footing with the same formalism. We guess that also our continuous estimation formalism can be applied to the tomography of light quanta , particularly to its Gaussian POVM formulation .

Stochastic differential equations, used so far for continuous measurement, will apply to optimum state determination as well. Continuous state determination is of interest every time when one is accumulating and analyzing information from low rate quantum inference. These conditions are typical for an eavesdropper of secret quantum communication, a cloner of $`n1`$ identical qubits into $`n+1`$ identical qubits, or in tomography with low detection efficiency.

I thank Nicolas Gisin for stimulating correspondence. This work was supported by the Hungarian OTKA Grant 32640.

## Appendix A Continuous measurement and estimation

In the continuum limit (19) , the outcome $`\stackrel{}{\sigma }_.`$ of sequential measurement (Sect.3) becomes a (vectorial) function $`\stackrel{}{\sigma }_t`$ of time. The basic mathematical objects will be functionals of the outcome. First of all, we define the continuum limit of the sequential Kraus-operators (12) in terms of the time-ordered exponentials:

$$\widehat{G}_t[\stackrel{}{\sigma }]=\text{T}\mathrm{exp}\left[_0^t|\widehat{\stackrel{}{\sigma }}\stackrel{}{\sigma }_\tau |^2𝑑\tau \right].$$
(28)
The normalizing pre-factor of the exponential has been omitted and, as usual, will be incorporated in the functional measure $`d[\stackrel{}{\sigma }]`$. The above operators yield the continuum limit of the sequential POVM (13) :

$$\widehat{\mathrm{\Pi }}_t[\stackrel{}{\sigma }]=\widehat{G}_t^{}[\stackrel{}{\sigma }]\widehat{G}_t[\stackrel{}{\sigma }].$$
(29)
It describes the isotropic continuous polarization measurement in the period $`[0,t]`$. The POVM satisfies the completeness relation at any time, with respect to the functional integration:

$$\widehat{\mathrm{\Pi }}_t[\stackrel{}{\sigma }]d[\stackrel{}{\sigma }]\widehat{I}.$$
(30)
The operators $`\widehat{\mathrm{\Pi }}_t[\stackrel{}{\sigma }]`$, a kind of time-ordered Gaussian projectors, form a functional POVM for all time $`t`$. Given the random outcome $`\{\stackrel{}{\sigma }_\tau ;0\tau t\}`$, the aposteriori state at time $`t`$ takes this form:

$$\widehat{\rho }\widehat{\rho }_t[\stackrel{}{\sigma }]=\frac{\widehat{G}_t[\stackrel{}{\sigma }]\widehat{\rho }\widehat{G}_t^{}[\stackrel{}{\sigma }]}{\text{tr}\left[\widehat{\mathrm{\Pi }}_t[\stackrel{}{\sigma }]\widehat{\rho }\right]},$$
(31)
with the normalized functional probability distribution

$$p_t[\stackrel{}{\sigma }]=\text{tr}\left[\widehat{\mathrm{\Pi }}_t[\stackrel{}{\sigma }]\widehat{\rho }\right].$$
(32)
The Eqs. (28-32) constitute the model of isotropic continuous measurement of the polarization $`\widehat{\stackrel{}{\sigma }}`$. Similarly to the case of a single measurement, the choice of the estimate $`\widehat{\rho }_t^{}`$ is not unique. Following (7) and (16) , as well as for mathematical convenience, we take

$$\widehat{\rho }_t^{}[\stackrel{}{\sigma }]=\frac{\widehat{\mathrm{\Pi }}_t[\stackrel{}{\sigma }]}{\text{tr}\widehat{\mathrm{\Pi }}_t[\stackrel{}{\sigma }]}$$
(33)
and, like in Sect.2, we interprete it as the random average of its pure eigenstates.

Contrary to the aposteriori state $`\widehat{\rho }_t`$, the estimate state $`\widehat{\rho }_t^{}`$ does not satisfy an autonomous stochastic differential equation. Neither the composite object $`\widehat{\rho }_t\widehat{\rho }_t^{}`$ does. To construct a closed set of stochastic differential equations, we introduce the state $`\widehat{\rho }_t^\mathrm{?}`$ where a hypothetical initial state $`\widehat{I}/2`$ would have evolved to under the true operations $`\widehat{G}_t[\stackrel{}{\sigma }]`$ which the true apriori state $`\widehat{\rho }_0=\widehat{\rho }`$ had undergone:

$$\widehat{\rho }_t^\mathrm{?}=\frac{\widehat{G}_t[\stackrel{}{\sigma }]\widehat{G}_t^{}[\stackrel{}{\sigma }]}{\text{tr}\left[\widehat{\mathrm{\Pi }}_t[\stackrel{}{\sigma }]\right]}.$$
(34)
Note in contrast to the preceeding sections, in particular to Sect.2, that here we retain for $`\widehat{\rho }_t^\mathrm{?}`$ the probability (32) of the true continuous measurement. (Actually, we could have modified the notation $`\widehat{\rho }_t^\mathrm{?}`$.) We introduce two normalized variants of the Kraus-operators (28) :

$$\widehat{g}_t=\frac{\widehat{G}_t}{\left[\text{tr}\widehat{\mathrm{\Pi }}_t\widehat{\rho }\right]^{1/2}},\widehat{g}_t^{}=\frac{\widehat{G}_t}{\left[\frac{1}{2}\text{tr}\widehat{\mathrm{\Pi }}_t\right]^{1/2}}.$$
(35)
They will build up the time-dependent aposteriori (31) , the estimate (33) , and the hypothetic state (34) , respectively:

$$\widehat{\rho }_t=\widehat{g}_t\widehat{\rho }\widehat{g}_t^{},\widehat{\rho }_t^{}=\frac{1}{2}(\widehat{g}_t^{})^{}\widehat{g}_t^{},\widehat{\rho }_t^\mathrm{?}=\frac{1}{2}\widehat{g}_t^{}(\widehat{g}_t^{})^{}.$$
(36)
The normalizations $`\text{tr}\widehat{\rho }_t=\text{tr}\widehat{\rho }_t^{}=\text{tr}\widehat{\rho }_t^\mathrm{?}1`$ of these states follow from the normalizations (35) . Two time-dependent expectation values will be defined in function of the normalized operators (35) :

$`\widehat{\stackrel{}{\sigma }}_t`$ $`=\text{tr}\left[\widehat{\rho }(\widehat{g}_t)^{}\widehat{\stackrel{}{\sigma }}\widehat{g}_t\right](`$ $`=\text{tr}\left[\widehat{\rho }_t\widehat{\stackrel{}{\sigma }}\right]),`$ (37)
$`\widehat{\stackrel{}{\sigma }}_t^\mathrm{?}`$ $`={\displaystyle \frac{1}{2}}\text{tr}\left[(\widehat{g}_t^{})^{}\widehat{\stackrel{}{\sigma }}\widehat{g}_t^{}\right](`$ $`=\text{tr}\left[\widehat{\rho }_t^\mathrm{?}\widehat{\stackrel{}{\sigma }}\right]).`$ (38)
For the sake of symmetry, I propose the normalized operators $`\widehat{g}_t`$ and $`\widehat{g}_t^{}`$, yielding $`\widehat{\rho }_t`$ and $`\widehat{\rho }_t^{}`$ via (36) , to formulate a convenient couple of equations. An autonomous stochastic differential equation will exist for $`\widehat{g}_t`$:

$$\frac{d\widehat{g}_t}{dt}=\left[\frac{1}{2}|\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_t|^2+(\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_t)\stackrel{}{w}_t\right]\widehat{g}_t.$$
(39)
This equation is equivalent with the well-known conditional master equation (21) . A new equation can be written down for $`\widehat{g}_t^{}`$:

$$\frac{d\widehat{g}_t^{}}{dt}=\left[|\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_t|^2+\frac{1}{2}|\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_t^\mathrm{?}|^2+|\widehat{\stackrel{}{\sigma }}_t\widehat{\stackrel{}{\sigma }}_t^\mathrm{?}|^2+(\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_t^\mathrm{?})\stackrel{}{w}_t\right]\widehat{g}_t^{}.$$
(40)
This equation couples to the previous equation via $`\widehat{\stackrel{}{\sigma }}_t`$ in addition to the white-noise $`\stackrel{}{w}_t`$. The initial conditions are $`\widehat{g}_0=\widehat{g}_0^{}=\widehat{I}`$. It is straightforward to show that the above equations preserve the normalization of $`\widehat{\rho }_t`$ and $`\widehat{\rho }_t^{}`$.

We outline the proof of the Eqs.(39,40). The proof will reside on the equation $`\stackrel{}{\sigma }_t=\widehat{\stackrel{}{\sigma }}_t+{\scriptscriptstyle \frac{1}{2}}\stackrel{}{w}_t`$ of continuous measurement theory (22) . Let us substitute it into the definition (28) of the Kraus-operator $`\widehat{G}_t[\stackrel{}{\sigma }]`$. It yields

$$\text{T}\mathrm{exp}\left[_0^t|\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_\tau |^2𝑑\tau +_0^t(\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_\tau )w_\tau 𝑑\tau \right]$$
(41)
times a numeric factor which will be irrelevant for the normalized operators $`\widehat{g}_t`$ and $`\widehat{g}_t^{}`$. It turns out that the above exponential is already the properly normalized $`\widehat{g}_t`$:

$$\widehat{g}_t=\text{T}\mathrm{exp}\left[_0^t|\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_\tau |^2𝑑\tau +_0^t(\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_\tau )\stackrel{}{w}_\tau 𝑑\tau \right].$$
(42)
Indeed, differentiating the above equation yields exactly the Eq. (39) .

Derivation of the novel equation (40) for $`\widehat{g}_t^{}`$ is a bit more complicated. In addition to the exponential in Eq. (42) , we assume a further c-number differential for the sake of normalization (35) :

$`\widehat{g}_t^{}=`$ $`\mathrm{exp}\left[{\displaystyle _0^t}\alpha _\tau 𝑑\tau +\stackrel{}{\beta }_\tau \stackrel{}{w}_\tau \right]`$
$`\times `$ $`\text{T}\mathrm{exp}\left[{\displaystyle _0^t}|\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_\tau |^2𝑑\tau +{\displaystyle _0^t}(\widehat{\stackrel{}{\sigma }}\widehat{\stackrel{}{\sigma }}_\tau )\stackrel{}{w}_\tau 𝑑\tau \right]`$ (43)
We calculate $`d\widehat{g}_t^{}/dt`$ and insert it into the normalization condition $`\text{tr}d\widehat{\rho }_t^{}/dt=0`$. This will yield the unique solutions $`\stackrel{}{\beta }_t=\widehat{\stackrel{}{\sigma }}_t\widehat{\stackrel{}{\sigma }}_t^\mathrm{?}`$ and $`\alpha _t=|\beta _t|^2`$. Inserting these results back into the equation of $`d\widehat{g}_t^{}/dt`$ we obtain the Eq. (40) .

The evolution of the aposteriori $`\widehat{\rho }_t`$ and the estimate state $`\widehat{\rho }_t^{}`$ is indirectly described by the coupled stochastic differential Eqs.(39,40). We mentioned that $`\widehat{\rho }`$ obeys to a closed equation but $`\widehat{\rho }_t\widehat{\rho }_t^{}`$ does not. From the above results it would be trivial to show that $`\widehat{\rho }_t\widehat{g}_t^{}(\widehat{g}_t^{})^{}`$ contains all information on $`\widehat{\rho }_t\widehat{\rho }_t^{}`$ and it does satisfy a closed stochastic differential equation.


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# Geometrical Obstruction to the Integrability of Geodesic Flows: an Application to the Anisotropic Kepler Problem

## 1 Introduction

Let $`M`$ be a manifold and let $`TM`$ and $`T^{}M`$ be the tangent and cotangent bundles of $`M`$, respectively. Moreover let $`g_{ij}(x)`$ be a Riemannian metric on $`M`$. The corresponding flow on $`TM`$ is given by the Lagrangian $`=1/2g_{ij}(x)x^1x^j`$. The resulting Hamiltonian system on $`T^{}M`$ has Hamiltonian $`H=1/2g^{ij}(x)p_ip_j`$.

Such systems are very important examples of Hamiltonian systems, since many problems in mechanics reduce to the study of geodesic flows on Riemann and Finsler metrics  . For example, with a suitable transformation, the Kepler problem can be described as the geodesic flow on a sphere .

In this paper we are interested in developing a geometrical method to investigate whether systems that can be reduced to geodesic flows on a manifold are integrable.

We recall that an Hamiltonian system with $`n`$ degrees of freedom is integrable if there exist $`n`$ first integrals $`I_1,\mathrm{},I_n`$ with the property that $`\{I_i,I_j\}=0`$ for all $`i`$ and $`j`$, and such that they are functionally independent. In particular the definition above can be used when the Hamiltonian describes the geodesic flow on a manifold.

If $`M`$ is an analytic manifold and the metric $`g_{i,j}`$ is analytic then the flow is said to be analytically integrable if the indicated integrals $`I_1,\mathrm{},I_n`$ exist and can be chosen to be analytic.

In  it was proved that the geodesic flow of any analytic metric on an analytic compact two dimensional manifold of genus $`g>1`$ is not analytically integrable and in  the discussion was generalized to $`n`$ dimensional manifolds. However it is clear that the obstructions to integrability are not only of topological origin. This is because different Riemannian metrics can be associated with the same manifold, even if the topology (of the manifold) imposes restrictions to the possible metrics. Indeed Donnay  and Burns and Gerber  have constructed real analytic metrics on the sphere whose geodesic flows are Bernoulli. Knieper and Weiss  constructed real analytic metrics with positive curvature and positive topological entropy. Thus, even if the sphere has genus $`g=0`$ they found that there are metrics on the sphere such that the geodesic flow is not analytically integrable. Hence to refine the criterion of Kozlov (and Taimanov) it is necessary to find a geometrical approach that takes into account the peculiar metric defined on the manifold. Moreover the topological considerations of Kozlov and Taimanov can be applied only to compact manifolds and it would be useful to find a technique applicable in the non compact case. The main purpose of this paper is to consider such geometrical approach that both takes into account the peculiar metric and can be applied to non-compact manifolds.

The approach we consider lies on the simple idea that if you have an integrable system and you add a perturbation that destroys the initial symmetry then, unless a new symmetry appears , you obtain a non integrable system. Examples of this situations are discussed in  and , where suitable generalizations of the Poicaré-Melnikov method (see for example  and references therein) are applied to the perturbed systems. In  the Anisotropic Manev problem is discussed for weak anisotropies, and resorting to the Melnikov method the occurrence of chaos on the zero energy manifold is proven. In  the broken symmetry is the rotational invariance. Similarly in , where we discussed black holes immersed in uniform electric and magnetic fields, the broken symmetry was the rotational invariance.

To formalize this intuitive idea, in the next section some results of Riemannian geometry are recalled, in particular the isometries, the infinitesimal isometries and some of their properties are discussed. Then we observe that the equation of Killing can be used to find the symmetries that preserve the equation of motion and hence if those equation have only the zero solution no first integral can be found other than the Hamiltonian.

In Section 3 we introduce our main example: the Anisotropic Kepler Problem (AKP) and we show that with a suitable canonical transformation it can be reduced to the geodesic flow on a Riemannian surface with non constant curvature. The Anisotropic Kepler Problem describes the motion of one body orbiting around another considered fixed at the origin in an anisotropic space (i.e. such that the force acts differently in each direction). The AKP was carefully studied in a series of paper by various authors (see  for an overview of the problem and of the main results), but not much is known for weak anisotropies. Indeed even if there was evidence of a chaotic behaviour no proof of this fact can be found in the literature (except for the occurrence of chaos on the zero energy level that was proved in ). Moreover the AKP is an example of geodesic flow on a non-compact surface and hence it is particularly suitable to illustrate some of the peculiarities of the technique under discussion in this work. Hence showing the nonintegrability of the AKP for weak anisotropies seems an interesting application.

The last section is devoted to show that the Equations of Killing do not have any non trivial solutions for the AKP and hence that, by the results of Section 3, the Anisotropic Kepler Problem has no analytic first integral independent of the Hamiltonian.

## 2 Isometries and Infinitesimal Isometries: The Killing’s Field

We will now recall some results and known facts from Riemannian geometry that we need in order to prove the main result of the paper; for a more detailed discussion see, for example,  .

Let $`M`$ be a $`n`$-dimensional manifold with a Riemannian metric $`g_{ij}`$. An isometry of $`M`$ is a transformation of $`M`$ which leaves the metric invariant. More precisely, given the coordinates $`x_1,\mathrm{},x_n`$ on $`M`$, a transformation $`x_i=x_i(\overline{x}_1,\mathrm{},\overline{x}_n)`$ is an isometry (or motion of the metric) if

$$\overline{g}_{ij}(\overline{x}_1,\mathrm{},\overline{x}_n)=g_{ij}(x_1(\overline{x}),\mathrm{},x_n(\overline{x})).$$
(1)
It is clear that such motions form a group, that is often called group of motion. Moreover a vector field $`\xi ^i`$ is called an infinitesimal isometry (or a Killing vector field) if the local 1-parameter group of local transformations generated by $`\xi ^i`$ in a neighbourhood of each point of $`M`$ consists of local isometries. The set of infinitesimal isometries of $`M`$, denoted by $`i(M)`$, forms a Lie algebra. Now a transformation is an infinitesimal motions of $`M`$ into itself, i.e. a transformation that preserves the metric if the Lie derivative vanishes, that is, if the equations of Killing

$$L_\xi g_{ij}=\xi ^k\frac{g_{ij}}{x^k}+g_{ik}\frac{\xi ^k}{x^j}+g_{jk}\frac{\xi ^k}{x^i}=0$$
(2)
are satisfied . In order that there may be a non-null motion we must have the additional condition

$$g_{ij}\xi ^i\xi ^j0.$$
(3)
The first fact to verify is that the infinitesimal isometries are all the transformations that preserve the variational problem defined by the Lagrangian $`=1/2g_{ij}x^ix^j`$, so that we can reduce the study of the symmetries preserving the equation of motion to the study of the isometries. This problem is solved by the following

###### Lemma 1

An infinitesimal transformation is an isometry for $`M`$ with the metric $`g_{ij}`$ if and only if it preserves the variational problem defined by the Lagrangian $`=1/2g_{ij}\dot{x}^i\dot{x}^j`$ on $`TM`$.

PROOF Let us remark that a transformation is an infinitesimal isometry if and only if the Lie derivative of the metric is zero, i.e. if the Killing’s equations (2) are satisfied. On the other hand a transformation preserves the variational problem defined by the Lagrangian (13) when the Lie derivative with respect to the field $`\xi ^i`$ is zero,

$$L_\xi ()=\xi ^i\frac{}{x^i}+\frac{\xi ^i}{x^j}\dot{x}^j\frac{}{\dot{x}^i}=0$$
(4)
that after few manipulations takes the form

$$L_\xi ()=\frac{1}{2}\left\{\xi ^s\frac{g_{ij}}{x^s}+\frac{\xi ^k}{x^i}g_{kj}+\frac{\xi ^k}{x^j}g_{ik}\right\}\dot{x}^j\dot{x}^i=0.$$
(5)
It is trivial to see that (2) implies (5). The converse is also true since $`x^i`$ is arbitrary and the tensor in the braces is symmetric. This concludes the proof.

With the preparations above we are well on our way to establishing the following

###### Theorem 1

Let $`M`$ be a analytic $`n`$-manifold with Riemannian metric $`g_{ij}`$ and $`=1/2g_{ij}x^ix^j`$ be the Lagrangian defined on $`TM`$. If the Killing’s equations for $`M`$ have less then $`n1`$ independent solutions the geodesic flow is not analytically integrable.

To complete the proof of the theorem we can remark that to each integral of motion there corresponds a one parameter group of transformation that preserve the equation of motion . Hence, since the equation of Killing admit less than $`n1`$ independent solutions, by Lemma 1, there are less than $`n1`$ transformations that preserve the variational problem. The remark above concludes the proof.

From the previous theorem we easily obtain the following

###### Corollary 1

If the only solution of the Killing’s equations is $`\xi ^i0`$, the corresponding geodesic flow is not analytically integrable.

We now want to consider some more properties of the infinitesimal isometries. A classical result  is the following

###### Proposition 1

The Lie algebra of infinitesimal isometries $`i(M)`$ of a connected Riemannian manifold $`M`$ is of dimension at most $`\frac{1}{2}n(n+1)`$, where $`n=dimM`$. If $`dimi(M)=\frac{1}{2}n(n+1)`$, then $`M`$ is a space of constant curvature.

This Proposition gives the maximum number of infinitesimal isometries and hence also the maximum number of first integrals for a geodesic flow on a manifold of dimension $`n`$. In particular in the two dimensional case we have

###### Corollary 2

If $`M`$ is a two dimensional connected Riemannian manifold of non constant curvature then the Lie algebra of infinitesimal isometries $`i(M)`$ is of dimension at most $`1`$.

One example that illustrates the results above is the Kepler problem on the plane. Such problem can be described as the geodesic flow on a sphere $`S^2`$, hence the isometries form a Lie algebra isomorphic to $`SO(3)`$, and there are three first integrals other than the Hamiltonian (one component of the angular momentum and two components of the Runge-Lenz vector). On the other hand, if we consider, for instance, an homogeneous potential, other than the harmonic oscillator and the Kepler one, we can describe the motion only as a geodesic flow on a surface that has a $`SO(2)`$ symmetry.

## 3 The Anisotropic Problems as Geodesic Flow on a Surface

The Hamiltonian function for the Anisotropic Kepler Problem on the plane can be written as

$$H(𝐪,𝐩)=\frac{𝐩^2}{2}\frac{a}{(q_1^2+\mu q_2^2)^{1/2}}$$
(6)
where $`\mu >1`$ is a constant and $`𝐪=(q_1,q_2)`$ is the position of one body with respect to the other, considered fixed at the origin of the coordinate system, and $`𝐩=(p_1,p_2)`$ is the momentum of the moving particle. The constant measures the strength of the anisotropy and for $`\mu =1`$ we recover the classical Kepler Problem.

With some canonical transformations we want to write the problem as the geodesic flow on a surface. To accomplish this task we need the following Lemma

###### Lemma 2

Let $`(𝐪(t),𝐩(t))`$ be a solution of the Hamiltonian system with Hamiltonian $`H(𝐪,𝐩)`$ which lies on the level surface $`H=0`$. Let us change the time variable $`t`$ to $`\tau `$ along this trajectory according to the formula $`d\tau /dt=1/G(𝐪(t),𝐩(t))0`$. Then $`(𝐪(\tau ),𝐩(\tau ))=(𝐪(t(\tau )),𝐩(t(\tau )))`$ is a solution of the Hamiltonian system (with respect to the same symplectic structure) with Hamiltonian $`\stackrel{~}{H}=HG`$. If $`G=2(H+\alpha )`$ with $`\alpha =\text{const}`$, one can also put $`\stackrel{~}{H}=(H+\alpha )^2`$.

The statement above can be found in  and the proof is based on the idea of extended phase space (see ). If we perform the change of time $`d\tau /dt=(q_1^2+\mu q_2^2)^{1/2}`$ on the submanifold $`H=h`$, according to Lemma 2, we obtain the new Hamiltonian

$$(q_1^2+\mu q_2^2)^{1/2}(Hh)=(q_1^2+\mu q_2^2)^{1/2}\left(\frac{𝐩^22h}{2}\right)a.$$
(7)
Then again change the time $`\tau `$ to $`s`$ by $`ds/d\tau =2((q_1^2+\mu q_2^2)^{1/2}(Hh)+a)`$ on the same level surface $`H=h`$. By the second part of Lemma 2 we obtain the Hamiltonian system with Hamiltonian

$$\stackrel{~}{H}=(q_1^2+\mu q_2^2)\frac{(𝐩^22h)^2}{4}.$$
(8)
Finally, applying Legendre’s transformation, regarding $`𝐩`$ as coordinates and $`𝐪`$ as the canonically conjugate momenta, we can write

$$\{\begin{array}{c}p_1^{}=\frac{\stackrel{~}{H}}{q_1}=\frac{q_1}{2}(𝐩^22h)^2\hfill \\ p_2^{}=\frac{\stackrel{~}{H}}{q_2}=\frac{q_2\mu }{2}(𝐩^22h)^2\hfill \end{array}$$
(9)
where the prime indicates the derivative with respect to $`s`$. Consequently

$$\{\begin{array}{c}q_1=\frac{2p_1^{}}{(𝐩^22h)^2}\hfill \\ q_2=\frac{2p_2^{}}{\mu (𝐩^22h)^2}\hfill \end{array}.$$
(10)
Moreover since we have that

$$=p_1^{}q_1(𝐩,p_1^{})+p_2^{}q_2(𝐩,p_2^{})\stackrel{~}{H}(q_1(𝐩,p_1^{}),q_2(𝐩,p_2^{}),p_1,p_2)=$$
(11)
we obtain a natural Lagrangian system with Lagrangian

$$=\frac{1}{(𝐩^22h)^2}\left(p_1^2+\frac{p_2^2}{\mu }\right)$$
(12)
and if we let $`p_1=x,p_2=y`$ and $`x^i=(x,y)`$ we obtain

$$=\frac{1}{2}g_{ij}\dot{x}^i\dot{x}^j$$
(13)
where

$$g_{ij}=\frac{2}{(x^2+y^22h)^2}\left(\begin{array}{cc}1& 0\\ 0& 1/\mu \end{array}\right).$$
(14)
The Lagrangian above defines a Riemann metric of Gaussian curvature given by

$$K=(1\mu )(x^2y^2)2h(1+\mu )$$
(15)
that for $`\mu =1`$ describes a metric of constant Gaussian curvature (positive for $`h<0`$ and negative for $`h>0`$) . It is interesting to remark that, by Corollary 2, for $`\mu /neq1`$ we have at most one infinitesimal isometry (and hence also at most one first integral), since the curvature is not constant.

## 4 Nonexistence of Solutions of the Killing’s Equations And Nonintegrability in the Anisotropic Problem

In the previous section we reduced the Anisotropic Kepler Problem to a geodesic flow on a two dimensional surface, and hence we can apply the results obtained in Section 2. This section is devoted to prove the nonintegrability of such system. Thus we are well on our way to proving the following

###### Theorem 2

The Anisotropic Kepler Problem is not analytically integrable, i.e. it does not have any analytic first integral independent of the Hamiltonian.

The only fact that remains to be proved is that the Killing’s equations doesn’t have any non-null solution. The equations of Killing for the metric (14) can be written as

$$\{\begin{array}{c}\frac{\xi ^1}{y}+\frac{1}{\mu }\frac{\xi ^2}{x}=0\\ 4\frac{(x\xi ^1+y\xi ^2)}{(x^2+y^22h)}+2\frac{\xi ^1}{x}=0\\ 4\frac{(x\xi ^1+y\xi ^2)}{(x^2+y^22h)}+2\frac{\xi ^2}{y}=0\end{array}$$
(16)
Subtracting the third equation from the second we get

$$\frac{\xi ^1}{x}=\frac{\xi ^2}{y},$$
(17)
combining (17) with the first equation in system (16) we obtain

$$\frac{^2\xi ^1}{x^2}=\mu \frac{^2\xi ^1}{y^2},\frac{^2\xi ^2}{y^2}=\frac{1}{\mu }\frac{^2\xi ^2}{x^2}.$$
(18)
Now multiplying the second equation in system (16) by $`(x^2+y^22h)`$ (assume $`h<0`$), differentiating with respect to $`x`$ and using equation (17) and the first relation in (16) we get the following second order differential equation

$$2\mu (x^2+y^22h)\frac{^2\xi ^1}{y^2}4\mu y\frac{\xi ^1}{y}+4\xi ^1=0.$$
(19)
Similarly from the third equation in (16) we get another second order differential equation

$$\frac{2}{\mu }(x^2+y^22h)\frac{^2\xi ^2}{x^2}\frac{4}{\mu }x\frac{\xi ^2}{x}+4\xi ^2=0.$$
(20)
It is easy to see that if $`h<0`$, $`y=0`$ is an ordinary point since the functions $`2y/(x^2+y^22h)`$ and $`2/(\mu (x^2+y^22h))`$ are analytical in $`y`$ at $`y=0`$. Let each of these functions be represented by its Taylor series at $`y=0`$ on the real line , then every solution of (19) on $``$ is analytic at $`y=0`$ and can be represented on $``$ by its Taylor series at $`y=0`$. Similarly every solution of (20) can be represented on $``$ by its Taylor series at $`x=0`$ since $`x=0`$ is an ordinary point. Therefore we can look for solutions of equations (19) of the form $`\xi ^1=_{n=0}^{\mathrm{}}a_n(x)y^n`$ and solutions of (20) of the form $`\xi ^2=_{n=0}^{\mathrm{}}b_n(y)x^n`$. Routine calculations show that, from (19) we must have

$$a_2=\frac{a_0}{\mu (x^22h)},a_3=\frac{(\mu 1)a_1}{3\mu (x^22h)}$$
(21)
and the following recurrence relation

$$a_{n+2}=\frac{2+\mu n(n3)}{\mu (x^22h)(n+2)(n+1)}a_n$$
(22)
holds for $`n>1`$. From equation (20) we get

$$b_2=\frac{\mu b_0}{(y^22h)},b_3=\frac{(\mu 1)b_1}{3(y^22h)}$$
(23)
and the recurrence relation

$$b_{n+2}=\frac{2\mu +n(n3)}{(y^22h)(n+2)(n+1)}b_n$$
(24)
for $`n>1`$. With the preparations above we can find the general solution of (19)

$$\begin{array}{c}\xi ^1=a_0(x)\left(1\frac{1}{\mu (x^22h)}y^2+\frac{(1\mu )}{6\mu ^2(x^22h)^2}y^4+\mathrm{}\right)+\hfill \\ +a_1(x)\left(y\frac{\mu 1}{3\mu (x^22h)}y^3+\frac{\mu 1}{30\mu ^2(x^22h)^2}y^5+\mathrm{}\right)\hfill \end{array}$$
(25)
and the general solution of (20)

$$\begin{array}{c}\xi ^2=b_0(y)\left(1\frac{\mu }{(x^22h)}x^2+\frac{(\mu 1)\mu }{6(x^22h)^2}x^4+\mathrm{}\right)+\hfill \\ +b_1(y)\left(x\frac{\mu 1}{3(x^22h)}x^3+\frac{(\mu 1)\mu }{30(x^22h)^2}x^5+\mathrm{}\right)\hfill \end{array}.$$
(26)
We will not need the explicit form of the solutions, but we will retain the recurrence relations. Now we need to check that the solutions we found above satisfy the “consistency” relations (18). Consider a solution of (19) written as a power series $`_{n=0}^{\mathrm{}}a_n(x)y^2`$, using the first of equations (18) we find the relations

$$\frac{d^2a_n}{dx^2}=2\mu a_{n+2}$$
(27)
since, by analyticity, we can exchange the sums with the derivatives. It is easy to check that choosing $`n=0`$ the previous relation reduces to

$$\frac{d^2a_0}{dx^2}=2\mu a_2=\frac{2a_0}{(x^22h)}$$
(28)
that is solved by $`a_0=(x^22h)`$. For $`n=2`$ instead we have

$$\frac{d^2a_2}{dx^2}=2\mu a_4=\frac{1\mu }{3(x^22h)}a_2.$$
(29)
From the first of equations (21) with $`a_0=(x^22h)`$ we get that $`a_2=1/\mu `$ doesn’t satisfy (29) if $`\mu 1`$. Thus the consistency conditions impose that $`a_0=0`$ and consequently $`a_{2n}=0`$ for every integer $`n`$.

Now, to show that the odd terms of the series also vanish, we consider equation (27) with $`n=1`$ and we get

$$\frac{d^2a_1}{dx^2}=2\mu a_3=\frac{2(\mu 1)}{3(x^22h)}a_1$$
(30)
also for $`n=3`$ we obtain

$$\frac{d^2a_3}{dx^2}=2\mu a_5=\frac{a_3}{5(x^22h)}.$$
(31)
Differentiating the second of equations (21) twice and combining the result with equation (30) and (21) we find the following differential equation

$$3(x^22h)\frac{d^2a_3}{dx^2}+12x\frac{da_3}{dx}+2(2+\mu )a_3=0$$
(32)
Combining (31) and (32) we can eliminate the second order derivatives and we obtain the following first order differential equation

$$\frac{da_3}{dx}=\frac{2(2+\mu )+3/5}{12x}a_3=\frac{\gamma }{x}a_3$$
(33)
where $`\gamma =\frac{2(2+\mu )+3/5}{12}`$ and the general solution is $`a_3=Cx^\gamma `$ and satisfies equation (31) if and only if $`C=0`$. Consequently $`a_3=0`$ and hence $`a_{2n+1}=0`$ for ever integer $`n`$. Therefore $`\xi ^10`$.

Similarly we can apply the same reasoning to prove that $`\xi ^20`$. Indeed it is enough to consider again equations (28-33) exchanging $`x`$ and $`y`$, replacing $`\mu `$ with $`1/\mu `$ and $`a_n`$ with $`b_n`$. Therefore we can conclude that there is no non-null motion, i.e. $`g_{ij}\xi ^i\xi ^j=0`$ consequently, by Corollary 1, the geodesic flow is not analytically integrable and thus the initial anisotropic problems does not have any analytic first integrals other than the Hamiltonian. This completes the proof of Theorem 2.

The author is grateful to Scuola Normale Superiore and Centro di Ricerca Matematica Ennio De Giorgi for hospitality. This work was partially supported by an ESF-PRODYN grant and a Howard E. Petch Research Scholarship.

## References