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# Hyperhamiltonian dynamics

## Introduction

The description provided by Hamiltonian dynamics applies to many fields of physics; due to its rich geometrical structure, it is also very convenient and indeed widely used whenever possible.

Hamiltonian formalism is based on symplectic structures; a special but relevant class of symplectic manifolds is provided by Kahler manifolds. Actually, in any symplectic manifold $`M`$ we can give locally (and globally if $`M`$ is contractible, e.g. $`M=𝐑^{2n}`$) a complex structure associated to the symplectic one and, by the introduction of a suitable metric, a Kahler structure.

In relatively recent years, mathematicians on the one hand, and (theoretical and mathematical) physicists on the other, have become interested in a special kind of Kahler structures, i.e. hyperkahler ones . These are Kahler with respect to three different complex structure, having such relations among them so that, roughly speaking, they can be seen as the complex structures associated to the three independent imaginary units of the quaternions field.

A riemannian manifold (necessarily of dimension $`4n`$) equipped with a hyperkahler structure is called a hyperkahler manifold. These turn out to be very interesting from the point of view of Geometry , and also relevant in the description of (non-abelian) monopoles ; they also bear a close connection, which we will not discuss here, with twistors  and thus in particular to interesting classes of integrable systems . It has also been realized that hyperkahler (and quaternionic-kahler ) manifolds are relevant in supersymmetry and supergravity theories and related to sigma-models, see e.g. . Canonical examples of hyperkahler manifolds are quaternion linear spaces $`𝐇^n𝐑^{4n}`$ and cotangent bundles of (special) Kahler manifolds ; a specially fruitful method of constructing nontrivial hyperkahler manifolds is through a generalization of Marsden-Weinstein momentum map . For an overview of recent results in quaternionic and hyperkahler geometry (not needed in the present work), the reader is referred to .

It is obvious that a hyperkahler structure can be described in symplectic terms; we speak then of a hypersymplectic structure. It is remarkable, and came much to our surprise, that it is possible to provide a generalization of Hamilton mechanics based on such a hypersymplectic structure, which we do here. What is more relevant is that this hyperhamiltonian dynamics retains most of the appealing features of standard hamiltonian mechanics, as we show in the present note.

Our initial motivation was provided by integrable systems. We will consider a special class of these, i.e. quaternionic oscillators (see sect. 7), which we expect to be the paradigm of a nontrivial integrable hyperhamiltonian system.

Limiting to consider systems with compact energy manifolds, a $`2m`$-dimensional hamiltonian integrable system can be described by means of suitable real (action-angle) coordinates $`(I_a,\phi _a)`$, or more compactly complex coordinates $`z_a=I_a\mathrm{exp}[i\phi _a]`$ so that its evolution is described by $`m`$ constant complex rotations, $`\dot{z}_a(t)=i\omega _az(t)`$.

In slightly different (but equivalent) terms, we can use coordinates $`(I_a,g_a)`$ where $`g_aG=U(1)`$; here of course $`g_a=\mathrm{exp}[i\phi _a]`$ so that we are just describing action angle coordinates in group-theoretical terms, using the isomorphism $`S^1𝐂_1U(1)`$ (here $`𝐂_1`$ are the complex numbers of unit norm). In this language, the evolution is described by $`dI_a/dt=0`$, $`dg_a/dt=\gamma _a`$, constant elements of the Lie algebra $`u(1)`$; indeed, as well known, the isomorphism $`S^1𝐂_1U(1)`$ identifies the Lie algebra of $`U(1)`$ with imaginary numbers.

As discussed below, a $`4n`$-dimensional hyperhamiltonian integrable system can be described by real (spin) coordinates $`(I_a;g_a)`$, where $`g_aG=SU(2)`$. Its evolution is accordingly described by $`dI_a/dt=0`$, $`dg_a/dt=\gamma _a`$, constant elements of the Lie algebra $`su(2)`$.

As well known, an integrable hamiltonian system in a $`2m`$ dimensional phase space $`M`$ is associated to a fibration of $`M`$ in tori $`𝐓^m`$. In the case of integrable hyperhamiltonian systems in a $`4k`$ dimensional phase space, we will not have a fibration in tori $`𝐓^{2k}=S^1\times \mathrm{}\times S^1U(1)\times \mathrm{}\times U(1)`$, but rather in manifolds $`𝐕^k=S^3\times \mathrm{}\times S^3SU(2)\times \mathrm{}\times SU(2)`$.

### Acknowledgements.

We would like to thank S. Marchiafava, G. Marmo and M. Tarallo for several discussions at various stages of this work, and the referees for useful suggestions and remarks.

## 1 Quaternionic symplectic structures.

In this section we recall the basic geometric definitions to be used in the following. These will mainly concern hyperkahler and quaternionic geometry; for a short introductions to these the reader is referred to , while more details on these are provided e.g. by . Symplectic geometry is discussed e.g. in ; for hamiltonian mechanics see e.g. .

We preliminarly recall that if $`M`$ is a $`2m`$ dimensional manifold equipped with a (riemannian) metric $`g`$, a complex structure on $`M`$ is a $`(1,1)`$ type tensor field $`Y`$ such that $`Y^2=I`$ which is covariant constant; a symplectic form $`\omega `$ on $`M`$ is a non-degenerate and closed two-form. Then $`\omega (v,w)`$ can be written as $`g(v,Jw)`$ for some $`(1,1)`$-type antisymmetric tensor field on $`M`$. If this $`J`$ is orthogonal for $`g`$, we say that $`\omega `$ is compatible with the metric (or briefly $`g`$-compatible), or equivalently that $`\omega `$ is unimodular. If this is the case, then $`(1/m!)\omega \mathrm{}\omega =s\mathrm{\Omega }`$, with $`s=\pm 1`$ and $`\mathrm{\Omega }`$ the volume form on $`M`$. We say accordingly that unimodular symplectic forms are of positive or negative type.

We also recall that $`M`$ is a Kahler manifold if it is equipped with a metric $`g`$, a complex structure $`Y`$ and a symplectic form $`\omega `$, satisfying the Kahler relation $`\omega (v,w):=g(v,Yw)`$, or equivalently $`g(v,w)=\omega (Yv,w)`$.

In local coordinates, if $`Y_j^i(x)`$ describes the complex structure, the associated symplectic form is given by $`\omega =(1/2)K_{ij}(x)\mathrm{d}x^i\mathrm{d}x^j`$ with $`K_{ij}(x)=g_{im}(x)Y_j^m(x)`$.

We can pass to consider hyperkahler manifolds. Now – and always in the following – $`M`$ will be a smooth $`4n`$ dimensional real manifold endowed with a riemannian metric $`g`$, and $`ϵ`$ will denote the completely antisymmetric (Levi-Civita) symbol.

Definition 1. A hypercomplex structure on $`M`$ is an ordered triple $`𝐘=(Y_1,Y_2,Y_3)`$ of complex structures on $`M`$ satisfying $`Y_\alpha Y_\beta =ϵ_{\alpha \beta \gamma }Y_\gamma \delta _{\alpha \beta }I`$. If the $`Y_\alpha `$ are orthogonal complex structures on $`(M,g)`$, we say that $`𝐘`$ is orthogonal.

Remark 1. The $`Y_\alpha `$ making up a hypercomplex structure satisfy the quaternionic relations. In Lie algebraic terms, the $`\stackrel{~}{Y}_\alpha =(1/2)Y_\alpha `$, which satisfy $`[\stackrel{~}{Y}_\alpha ,\stackrel{~}{Y}_\beta ]=ϵ_{\alpha \beta \gamma }\stackrel{~}{Y}_\gamma `$, realize the $`su(2)`$ algebra. $``$

Definition 2. A hyperkahler structure on $`M`$ is a quadruple $`(g,Y_1,Y_2,Y_3)`$ where: $`g`$ is a metric on $`M`$; the $`Y_\alpha `$ are an orthogonal hypercomplex structure $`(M,g)`$; and the two-forms $`\omega _\alpha `$ defined by the complex structures $`Y_\alpha `$ via the Kahler relation are closed and nondegenerate on $`M`$.

Notice that the forms $`\omega _\alpha `$ are therefore (independent) symplectic forms on $`M`$. As dealing with differential forms is equivalent to – but rather more convenient in practice – than dealing with $`(1,1)`$ tensor fields, we will generally find more convenient to focus on these.

Definition 3. A hypersymplectic structure $`𝐎=\{\omega _1,\omega _2,\omega _3\}`$ on the riemannian manifold $`(M,g)`$ is an ordered triple of $`g`$-compatible symplectic structures on $`M`$, such that the complex structures $`Y_\alpha `$ defined by the $`\omega _\alpha `$ via the Kahler relation are a hypercomplex structure on $`M`$.

If $`𝐎`$ is a hypersymplectic structure on $`(M,g)`$, the linear span (with real coefficients) of the $`\omega _\alpha `$ is the real linear space $`𝒬:=\{_\alpha c_\alpha \omega _\alpha \}\mathrm{\Lambda }^2(M)`$. This is called the quaternionic symplectic structure  generated by the hypersymplectic structure $`𝐎`$, and $`𝐎`$ is an admissible basis for $`𝒬`$ . The unit sphere in $`𝒬`$ (with the natural metric, see below) will be denoted as $`𝒮`$ ($`𝒮S^2`$).

Remark 2. The $`𝒮`$ defined above is related to the twistor space on $`M`$ . $``$

The natural scalar product in $`𝒬`$ (seen as a linear space) between $`q_1=a_\alpha \omega _\alpha `$ and $`q_2=b_\alpha \omega _\alpha `$ is $`(q_1,q_2):=a_\alpha b_\alpha `$. If we choose a local coordinates system, and we associate to $`q_i`$ the matrices $`Q_i`$, this coincides with the natural scalar product in the linear space $`𝐐`$ generated by the complex stuctures $`\{Y_\alpha \}`$, i.e. $`(Q_1,Q_2):=(4n)^1\mathrm{Tr}(Q_1^{}Q_2)`$.

Lemma 1. Any nonzero $`\omega 𝒬`$ is a symplectic structure on $`M`$. If $`\omega 𝒬`$, then $`\omega `$ is unimodular (and thus defines a Kahler structure in $`M`$) if and only if $`\omega 𝒮`$.

Proof. The first part is trivial. As for the second, if $`\omega =c_\alpha \omega _\alpha 𝒬`$, then $`\omega `$ yields the complex structure $`Y=c_\alpha Y_\alpha `$, where the $`\{Y_\alpha \}`$ are the hyperkahler structure (so that, in particular, $`\{Y_\alpha ,Y_\beta \}=2\delta _{\alpha \beta }`$ ). We have therefore $`Y^2=Y^TY=(_\alpha c_\alpha ^2)I`$, and hence the statement. $`\mathrm{}`$

The three symplectic structures $`\omega _\alpha `$ can be seen as associated to the imaginary units of the quaternions; it is thus natural that if we operate a (pure imaginary) rotation in the quaternions, we obtain three different symplectic structures which still generate the same quaternionic structure. In other words, we can change the basis in $`𝒬`$ preserving the quaternionic relations, i.e. passing to a different admissible basis. Notice that in this case the sphere $`𝒮𝒬`$ is invariant.

Definition 4. Two hypersymplectic structures $`(𝐎,g)`$ and $`(\widehat{𝐎},g)`$ on $`M`$, spanning the same quaternionic symplectic structure are said to be equivalent.

Remark 3. More generally, consider a map $`\mathrm{\Phi }:MM`$ and let $`\mathrm{\Phi }^{}`$ be its pullback; if we consider local coordinate $`\{x^i\}`$ on $`M`$, we can write $`\omega =(1/2)K_{ij}(x)\mathrm{d}x^i\mathrm{d}x^j`$; then $`\mathrm{\Phi }^{}(\omega )=(1/2)(A^+KA)_{ij}(x)\mathrm{d}x^i\mathrm{d}x^j`$, where $`A=(D\mathrm{\Phi })`$ is the jacobian of $`\mathrm{\Phi }`$. Thus if $`A(x)O(4n,𝐑)`$, then $`\mathrm{\Phi }^{}`$ is a morphism of hyperkahler structures of $`(M,g)`$; if $`A^+𝐐A=𝐐`$, then $`\mathrm{\Phi }^{}`$ maps $`𝒬`$ into itself (and necessarily preserves $`𝒮`$), i.e. maps $`𝐎`$ to an equivalent hypersymplectic structure. $``$

## 2 Equations of motion.

In this section we define a class of equations of motion in a hyperkahler manifold; these are associated to the hyperkahler structure and define a Liouville dynamics on the manifold.

Let us consider a hyperkahler manifold $`(M,g,Y_1,Y_2,Y_3)`$ of real dimension $`4n`$. This can be equivalently seen as a hypersymplectic manifold $`(M,g,\omega _\alpha )`$ with $`\omega _\alpha `$ the symplectic forms associated to $`Y_\alpha `$ via $`g`$; in the following we will refer to the hyperkahler structure even when we will focus on the symplectic aspect. The symbol $`s`$ will have value $`\pm 1`$, depending if we are considering positive or negative type symplectic forms $`\omega _\alpha `$. We define, for ease of notation, $`\zeta _\alpha =\omega _\alpha \mathrm{}\omega _\alpha `$ (with $`2n1`$ factors).

Any triple of smooth functions $`^\alpha :M𝐑`$ ($`\alpha =1,2,3`$), defines a vector field $`X:M\mathrm{T}M`$ by the equations of motion

$$X\text{  }\text{ }\mathrm{\Omega }=\frac{1}{(2n1)!}\underset{\alpha =1}{\overset{3}{}}\mathrm{d}^\alpha \zeta _\alpha .$$
$`(1)`$
We call this the hyperhamiltonian vector field on $`(M,g,𝐎)`$ associated to the triple $`^\alpha `$.

We stress that the vector field $`X`$ is uniquely defined by this. Also note that, for any $`\alpha `$, one gets $`\omega _\alpha \mathrm{}\omega _\alpha =[(2n)!]s\mathrm{\Omega }`$ (the $`\omega _\alpha `$ involved in the wedge product are $`2n`$). Using this relation, the equations of motion can also be rewritten as

$$X\text{  }\text{ }\underset{\alpha =1}{\overset{3}{}}\omega _\alpha \zeta _\alpha =(6sn)\underset{\alpha =1}{\overset{3}{}}\mathrm{d}^\alpha \zeta _\alpha .$$

Lemma 2. Equation (1) defines a Liouville vector field on $`M`$, i.e. $`_X(\mathrm{\Omega })=0`$.

Proof. By the general definition of Lie derivative, $`_X(\mathrm{\Omega })=\mathrm{d}(X\text{  }\text{ }\mathrm{\Omega })+X\text{  }\text{ }(\mathrm{d}\mathrm{\Omega })`$, and obviously $`\mathrm{d}\mathrm{\Omega }=0`$. If $`X`$ satisfies (1) we have therefore $`_X(\mathrm{\Omega })=_\alpha \mathrm{d}(\mathrm{d}^\alpha \zeta _\alpha )`$, which is zero since the forms $`\zeta _\alpha `$ are closed. $`\mathrm{}`$

Lemma 3. The vector field $`X`$ defined by (1) can be rewritten as $`X=X_1+X_2+X_3`$, where $`X_\alpha `$ satisfies $`X_\alpha \text{  }\text{ }\omega _\alpha =\mathrm{d}^\alpha `$ for $`\alpha =1,2,3`$.

Proof. It is immediate to check that $`X=_\alpha X_\alpha `$ with $`X_\alpha `$ defined as above yields a solution to (1). As $`X`$ is uniquely defined by (1), this proves the statement. $`\mathrm{}`$

Remark 4. It follows from these that if $`\omega _\alpha =(1/2)K_{ij}^{(\alpha )}\mathrm{d}x^i\mathrm{d}x^j`$, then the hyperkahler vector field (1) can be written as $`X=f^i_i`$ where $`f^i=_\alpha K_\alpha ^{ij}_j^\alpha `$ $``$

Remark 5. If we have a hyperkahler manifold $`(M,g)`$ and an hamiltonian vector field $`X`$ (with respect to a symplectic structure $`\omega `$ being part of a hypersymplectic structure $`𝐎`$), this can obviously be seen as a hyperhamiltonian vector field just by choosing two of the $`^\alpha `$ to be constant. One could wonder if all the hyperhamiltonian vector fields on $`M`$ can be hamiltonian by a suitable choice of a symplectic structure; this is not the case even in the simplest setting ($`M=𝐑^4`$), as we show by explicit example in lemma 5 (see section 6). $``$

The hyperhamiltonian vector field in $`M`$ induces a vector field (which we also call hyperhamiltonian) in extended phase space, i.e. in $`M\times 𝐑`$, where the $`𝐑`$ space has coordinate $`t`$ (and represents the time).

If we introduce local coordinates $`\{x^1,\mathrm{}x^{4n},t\}`$ in $`M\times 𝐑`$, the dynamics in $`M\times 𝐑`$ will be described by a vector field $`Z=z^0(x,t)_t+z^i(x,t)_i`$ (here and in the following we write $`_i`$ for $`/x^i`$, $`_t=/t`$). The equations of motion given above are equivalent to defining the vector field $`Z`$ to be $`Z=_t+X`$, where obviously $`X`$ is defined by (1).

Due to the closeness of $`\omega _\alpha `$, we can locally find one-forms $`\sigma _\alpha `$ such that $`\omega _\alpha =\mathrm{d}\sigma _\alpha `$, and locally define forms $`\phi ,\vartheta `$ in $`\mathrm{\Lambda }^{(4n1)}(M\times 𝐑)`$ given by

$$\phi =\underset{\alpha =1}{\overset{3}{}}\sigma _\alpha \zeta _\alpha ,\vartheta =\phi +(6sn)\underset{\alpha =1}{\overset{3}{}}^\alpha \zeta _\alpha \mathrm{d}t.$$
$`(2)`$
Note, for later use, that the $`(4n)`$-form $`\mathrm{d}\vartheta `$ is nonsingular, and that $`\mathrm{d}\phi `$ is proportional to the volume form $`\mathrm{\Omega }`$.

When $`\omega _\alpha `$ is exact (in particular if $`M`$ has vanishing second cohomology group, e.g. for $`M=𝐑^{4n}`$), the $`\sigma _\alpha `$ and related forms are globally defined. In order to avoid repeating too frequently that the considerations to be presented are local, we will assume from now on that the $`\omega _\alpha `$ are exact.

Theorem 1. Let $`M`$ be a hyperkahler manifold, and let $`^\alpha :M𝐑`$ ($`\alpha =1,2,3`$) be assigned smooth functions; let $`\vartheta `$ be the form defined by (2). Then the equations of motion (1) are equivalent to

$$Z\text{  }\text{ }\mathrm{d}\vartheta =0,Z\text{  }\text{ }\mathrm{d}t=1$$
$`(3)`$
where $`Z`$ is a vector field on $`M\times 𝐑`$.

Proof. The equation $`Z\text{  }\text{ }\mathrm{d}t=1`$ means that we can write $`Z`$ in the form $`Z=_t+Y`$; the other equation $`Z\text{  }\text{ }\mathrm{d}\vartheta =0`$ yields then, with simple algebra and separating forms with and without a $`\mathrm{d}t`$ factor, two equations:

$$Y\text{  }\text{ }\underset{\alpha =1}{\overset{3}{}}\omega _\alpha \zeta _\alpha =(6sn)\underset{\alpha =1}{\overset{3}{}}\mathrm{d}^\alpha \zeta _\alpha \mathrm{and}Y\text{  }\text{ }\underset{\alpha =1}{\overset{3}{}}\mathrm{d}^\alpha \zeta _\alpha =\mathrm{\hspace{0.17em}0}.$$

The second of these is a trivial consequence of the first one; but the first is just (1). Thus, as (1) uniquely determines $`X`$, we have $`YX`$. $`\mathrm{}`$

## 3 Conservation laws and Poisson-like brackets

For the class of systems defined above we have a natural conserved $`(4n1)`$-form $`\mathrm{\Theta }`$, canonically associated to the triple $`\{^1,^2,^3\}`$ and defined as

$$\mathrm{\Theta }:=\underset{\alpha =1}{\overset{3}{}}\mathrm{d}^\alpha \zeta _\alpha .$$
$`(4)`$
Theorem 2. Let $`(M,g,\omega _\alpha )`$ be a hyperkahler manifold, $`\{^\alpha \}`$ be any triple of functions $`^\alpha :M𝐑`$, $`X`$ be the hyperhamiltonian flow defined by (1), and $`\mathrm{\Theta }`$ defined by (4). Then $`_X(\mathrm{\Theta })=0`$.

Proof. The form $`\mathrm{\Theta }`$ is closed, hence $`_X(\mathrm{\Theta })=\mathrm{d}(X\text{  }\text{ }\mathrm{\Theta })`$; the explicit expression of $`\mathrm{\Theta }`$ and the equations of motion (1) give

$$(X\text{  }\text{ }\mathrm{\Theta })=(2n1)!\left[X\text{  }\text{ }\left(X\text{  }\text{ }\mathrm{\Omega }\right)\right],$$

which is identically zero since we are contracting twice an alternating form with the same vector. $`\mathrm{}`$

Notice that $`(4n1)`$ forms $`\chi `$ on $`M`$ are canonically associated to vector fields $`Y`$ on $`M`$ via $`Y\text{  }\text{ }\mathrm{\Omega }=\chi `$; we write $`Y=F(\chi )=Y_\chi `$. There is a natural operation $`\{.,.\}:\mathrm{\Lambda }^{(4n1)}(M)\times \mathrm{\Lambda }^{(4n1)}(M)\mathrm{\Lambda }^{(4n1)}(M)`$, defined as follows. Given forms $`\chi ,\mathrm{\Psi }\mathrm{\Lambda }^{(4n1)}(M)`$, we consider the associated vector fields $`Y_\chi ,Y_\mathrm{\Psi }`$; take the commutator $`Y_\mathrm{\Gamma }:=[Y_\chi ,Y_\mathrm{\Psi }]`$. This defines an associated form $`\mathrm{\Gamma }\mathrm{\Lambda }^{(4n1)}(M)`$, and we define $`\{\chi ,\mathrm{\Psi }\}`$ to be just $`\mathrm{\Gamma }`$. In other words,

$$\{\chi ,\mathrm{\Psi }\}:=F^1\left([F(\chi ),F(\mathrm{\Psi })]\right).$$
$`(5)`$
We stress that with this notation, $`\mathrm{\Theta }=F(X)`$ with $`X`$ the hyperhamiltonian vector field. Note also that if we have two conserved $`(4n1)`$-forms $`\mathrm{\Theta }_i`$, we can generate another (possibly not independent from these, or zero) conserved form $`\{\mathrm{\Theta }_1,\mathrm{\Theta }_2\}`$. In this respect, $`\{.,.\}`$ is reminiscent of the Poisson brackets of standard Hamiltonian mechanics; however we have to remark that the situation differs substantially from the standard Poisson brackets, because to define our brackets we don’t use the hyperkahler structure of the manifold, but only the isomorphism between vector fields and $`(4n1)`$-forms induced by the volume form on $`M`$.

## 4 Variational formulation

In this section we will formulate a local variational principle related to the hyperhamiltonian equations of motion introduced in section 2.

In order to state in a geometrical framework our principle, we need to consider a local fiber bundle structure on the hyperkahler manifold $`M`$. This local fibration allows to describe a particular class of variations (“vertical” with respect to the fibration, as we precise in a moment) that generalize isochronous variations considered in the variational principle for standard hamiltonian mechanics.

Let us consider a hyperkahler manifold $`(M,g,\omega _\alpha )`$ of real dimension $`4n`$, and a triple $`\{^\alpha \}`$ of hamiltonian functions; we will consider the extended phase space $`M\times 𝐑`$, which we see as a trivial fiber bundle $`t:M\times 𝐑𝐑`$.

In order to properly set the local variational problem in a chart $`M_i`$ of $`M`$, we will need to consider a double fibration

$$M_i\times 𝐑\stackrel{\pi _i}{}B_i\stackrel{\tau _i}{}𝐑$$

where the base manifold $`B_i`$ of the fiber bundle $`\pi _i:M_i\times 𝐑B_i`$ is a manifold of dimension $`(4n1)`$, fibered itself over $`𝐑`$ with projection $`\tau _i`$. We also require, obviously, that $`\tau _i\pi _i=t`$ on $`M_i\times 𝐑`$.

For ease of notation, we will from now on just write $`M`$ for $`M_i`$ and $`B`$ for $`B_i`$, i.e. use a “global” notation. We stress that the double fibration considered here is not a general global construction associated to the geometrical structure of an hyperkahler manifold; anyway, this double fibration can be considered locally in $`M_i`$ for a generic hyperkahler manifold $`M`$, and the choice of the local base manifold $`B_i`$ is widely arbitrary. Note that in the simple but relevant case $`M=𝐑^{4n}`$ the double fibration exists globally.

We denote the sets of sections of the bundles introduced above, respectively, by $`\mathrm{\Gamma }(\pi )`$ and $`\mathrm{\Gamma }(\tau )`$; and similarly for $`\mathrm{\Gamma }(t)`$. We denote by $`𝒱(\pi )`$ the set of vertical vector fields for the fibration $`\pi :M\times 𝐑B`$.

For $`V𝒱(\pi )`$, we denote by $`\psi _s:M\times 𝐑M\times 𝐑`$ the flow generated by $`V`$. We want to consider variations of sections<sup>4</sup><sup>4</sup>4Should the reader be misled by our “global” notation, we note these are actually local sections $`\mathrm{\Phi }_i\mathrm{\Gamma }(\pi _i)`$, i.e. $`\mathrm{\Phi }_i:M_iM_i\times 𝐑`$. $`\mathrm{\Phi }\mathrm{\Gamma }(\pi )`$ under the action of $`V𝒱(\pi )`$ .

Definition 5. Let $`\mathrm{\Phi }\mathrm{\Gamma }(\pi )`$. The variation of $`\mathrm{\Phi }`$ under the vertical vector field $`V`$ is the section $`\stackrel{~}{\psi }_s(\mathrm{\Phi }):=\psi _s\mathrm{\Phi }\mathrm{\Gamma }(\pi )`$.

Remark 6. The nature of the double fibration $`M\times 𝐑\stackrel{\pi }{}B\stackrel{\tau }{}𝐑`$, where $`\tau \pi =t`$, ensures that vertical vector fields $`V𝒱`$ cannot have components along $`_t`$; that is, we are actually considering isochronous variations. We also recall that, in order to consider variation of the section $`\mathrm{\Phi }`$, we don’t need a vertical vector field $`V`$ defined on all $`M\times 𝐑`$, but just a vertical vector field defined along $`\mathrm{\Phi }`$. $``$

The main object to be considered is the $`(4n1)`$-form $`\vartheta `$ on $`M\times 𝐑`$, defined by (2). We recall that $`\vartheta :=_{\alpha =1}^3\left[\sigma _\alpha \zeta _\alpha +(6ns)^\alpha \zeta _a\mathrm{d}t\right]`$, where $`\mathrm{d}\sigma _\alpha =\omega _\alpha `$.

Let us consider a compact $`(4n1)`$ dimensional submanifold with boundary $`CB`$. We define a functional $`I:\mathrm{\Gamma }(\pi )𝐑`$ given by

$$I(\mathrm{\Phi }):=_C\mathrm{\Phi }^{}(\vartheta )$$
$`(6)`$
where $`\mathrm{\Phi }^{}(\vartheta )`$ denotes, as customary, the pullback of $`\vartheta `$ by $`\mathrm{\Phi }`$.

In the following we will consider only vertical vector fields $`V𝒱(\pi )`$ such that $`V`$ vanish on $`\pi ^1(C)`$, where $`C`$ is the boundary of $`C`$. This is just the familiar condition of zero variation on the boundary of the integration region. We denote these as $`𝒱_C(\pi )`$.

Definition 6. A section $`\mathrm{\Phi }\mathrm{\Gamma }(\pi )`$ is extremal for $`I`$ if and only if

$$\frac{\mathrm{d}}{\mathrm{d}s}\left[_C\left(\stackrel{~}{\psi }_s(\mathrm{\Phi })\right)^{}(\vartheta )\right]_{s=0}=0$$
$`(7)`$
whenever $`V𝒱_C(\pi )`$. In this case we write $`(\delta I)(\mathrm{\Phi })=0`$.

Theorem 3a. A section $`\mathrm{\Phi }\mathrm{\Gamma }(\pi )`$ is extremal for $`I`$ defined by (6) if and only if $`\mathrm{\Phi }^{}(V\text{  }\text{ }\mathrm{d}\vartheta )=0`$ for all $`V𝒱_C(\pi )`$.

Proof. This is a standard theorem of variational analysis, see e.g. chapter XII of . $`\mathrm{}`$

Remark 7. Note that $`𝒱(\pi )`$ is two dimensional as a module over the algebra of smooth functions $`F:M\times 𝐑𝐑`$. With $`V_1,V_2`$ a pair of generators for $`𝒱(\pi )`$, the condition $`\mathrm{\Phi }^{}(V\text{  }\text{ }\mathrm{d}\vartheta )=0`$ $`V𝒱_C(\pi )`$ can be written as $`\mathrm{\Phi }^{}\left(V_1\text{  }\text{ }\mathrm{d}\vartheta \right)=0=\mathrm{\Phi }^{}\left(V_2\text{  }\text{ }\mathrm{d}\vartheta \right)`$. This is independent of $`C`$. $``$

Sections $`\mathrm{\Phi }`$ which are extremal for $`I`$ are related to the hyperhamiltonian vector field $`Z`$ in that $`Z`$ is the characteristic vector field for $`\mathrm{\Phi }`$, as discussed below.

The relation between $`I`$ and $`Z`$ is better understood in the language of ideals of differential forms  (some basic definitions used here are recalled in the appendix), which we will call just ideals for short. With this language, and recalling remark 7, theorem 3a above can be restated as follows:

Theorem 3b. Let $`V_1,V_2`$ generate $`𝒱(\pi )`$. A section $`\mathrm{\Phi }\mathrm{\Gamma }(\pi )`$ is extremal for $`I`$ defined by (6) if and only if $`\mathrm{\Phi }`$ is an integral manifold of the ideal $`𝒥`$ generated by $`V_1\text{  }\text{ }\mathrm{d}\vartheta `$ and $`V_2\text{  }\text{ }\mathrm{d}\vartheta `$.

In view of this fact, we will say that $`𝒥`$ is the ideal associated to the variational principle $`\delta I=0`$.

We can now discuss the relation between the vector field $`Z`$ introduced in section 2 and the variational principle based on $`I`$. We will first establish a simple lemma and an immediate corollary thereof.

Lemma 4. Let $`\alpha `$ be a nonzero $`N`$-form in the $`(N+1)`$-dimensional manifold $`M`$. Let $`X,V_1,V_2`$ be three independent and nonzero vector fields on $`M`$. Then $`V_1\text{  }\text{ }(X\text{  }\text{ }\alpha )=0=V_2\text{  }\text{ }(X\text{  }\text{ }\alpha )=0`$ implies (and is thus equivalent to) $`X\text{  }\text{ }\alpha =0`$. Moreover, the space of vector fields $`Y`$ satisfying $`Y\text{  }\text{ }\alpha =0`$ is a one dimensional module over $`\mathrm{\Lambda }^0(M)`$.

Proof. Choose local coordinates $`\{x^0,x^1,\mathrm{},x^N\}`$ in $`M`$; we can always take $`X=_0`$, $`V_1=_1`$, $`V_2=_2`$. We write $`\mathrm{\Omega }=\mathrm{d}x^0\mathrm{}\mathrm{d}x^N`$; then, in full generality, $`\alpha =_{k=0}^Nc_k(_k\text{  }\text{ }\mathrm{\Omega })`$. Now $`_1\text{  }\text{ }(_0\text{  }\text{ }\alpha )=0`$ implies $`c_j=0`$ for $`j0,1`$; and $`_2\text{  }\text{ }(_0\text{  }\text{ }\alpha )=0`$ implies $`c_j=0`$ for $`j0,2`$. Imposing both equations yields $`\alpha =c_0(_0\text{  }\text{ }\mathrm{\Omega })c_0(X\text{  }\text{ }\mathrm{\Omega })`$. This satisfies, of course, $`X\text{  }\text{ }\alpha =0`$; conversely $`Y\text{  }\text{ }\alpha =0`$ implies $`Y=fX`$. $`\mathrm{}`$

Corollary. Let $`\alpha ,V_1,V_2`$ be as above. Then the ideal $`𝒥`$ generated by $`\{\mathrm{\Psi }_1=(V_1\text{  }\text{ }\alpha ),\mathrm{\Psi }_2=(V_2\text{  }\text{ }\alpha )\}`$ is nonsingular and admits a one-dimensional characteristic distribution $`D(𝒥)`$; this is given by vector fields satisfying $`X\text{  }\text{ }\alpha =0`$.

Proof. As $`\mathrm{\Psi }_1,\mathrm{\Psi }_2`$ are both $`N1`$ forms, $`(X\text{  }\text{ }\mathrm{\Psi }_j)𝒥`$ is equivalent to $`X\text{  }\text{ }\mathrm{\Psi }_j=0`$. Thus the corollary is merely a restatement of lemma 4; notice this implies that the space of vector fields satisfying $`X\text{  }\text{ }\alpha =0`$ has constant dimension, i.e. $`𝒥`$ is nonsingular. $`\mathrm{}`$

Theorem 4. Let $`(M,g,\omega _\alpha )`$ be a hyperkahler manifold of real dimension $`4n`$; let $`\{^\alpha :M𝐑\}`$ be three smooth functions. Let $`\vartheta `$ be the $`(4n1)`$-form defined by (2), and let $`𝒥`$ be the nonsingular ideal associated to the variational principle defined by $`I`$. Then the characteristic distribution $`D(𝒥)`$ for $`𝒥`$ is one-dimensional and is generated by the hyperhamiltonian vector field $`Z`$ defined by (3).

Proof. Specialize lemma 4 and its corollary to the case $`\alpha =\mathrm{d}\vartheta `$, and use theorem 1. $`\mathrm{}`$

Remark 8. It follows from this that the vector field $`Z`$ is everywhere tangent to integral manifolds of $`𝒥`$, i.e. to extremal sections for $`I`$. Moreover, by proposition A1 (see the appendix), it also shows that the $`(4n1)`$-dimensional extremal sections $`\mathrm{\Phi }`$ for $`I`$ can be described by assigning their value on a suitable $`(4n2)`$-dimensional manifold and pulling them along integral curves of $`Z`$. $``$

## 5 Integral invariants.

The Poincaré invariants (Poincaré form and Poincaré-Cartan integral invariant) play a central role in the canonical structure of Hamiltonian mechanics. In hyperhamiltonian mechanics, we have objects enjoying the same properties; these turn out to be, respectively, the forms $`\vartheta `$ and $`\phi `$ introduced above, see (2).

We consider as usual a differentiable manifold $`M`$ of dimension $`4n`$ equipped with a hypersymplectic structure $`\{\omega _\alpha \}`$, and the extended phase space $`M\times 𝐑`$.

Theorem 5. Let $`\gamma _0`$ be a closed and oriented $`(4n1)`$ submanifold of the extended phase space $`M\times 𝐑`$; let $`\gamma _t`$ be the manifold obtained by transporting $`\gamma `$ along the flow of the hyperhamiltonian vector field $`Z`$ defined in (3). Then

$$\frac{\mathrm{d}}{\mathrm{d}t}_{\gamma _t}\vartheta =0.$$
$`(8)`$
Proof. Let $`Z_t`$ denote the flow of $`Z`$. We have

$$\frac{\mathrm{d}}{\mathrm{d}t}_{\gamma _t}\vartheta =\frac{\mathrm{d}}{\mathrm{d}t}_{\gamma _0}Z_t^{}\vartheta =_{\gamma _0}\frac{\mathrm{d}}{\mathrm{d}t}(Z_t^{}\vartheta )=_{\gamma _0}Z_t^{}[d(Z\text{  }\text{ }\vartheta )+Z\text{  }\text{ }\mathrm{d}\vartheta ]=\mathrm{\hspace{0.17em}0},$$
$`(9)`$
where the last integral vanishes because $`Z\text{  }\text{ }\mathrm{d}\vartheta =0`$ and (by Stokes’ theorem) because $`\gamma _0`$ is closed. $`\mathrm{}`$

We consider the special case of the construction considered above (leading to the Poincaré-Cartan invariant) in which the manifold $`\gamma _0`$ lie on a hyperplane at $`t`$ constant.

This gives the Poincaré relative invariant, that should also be reinterpreted as the conservation of the volume form under the hyperhamiltonian flow.

Theorem 6. Let $`\gamma _0`$ be a closed and oriented $`(4n1)`$ submanifold of the extended phase space $`M\times 𝐑`$ lying in the fiber over $`t_0`$ of the fibration $`t:M\times 𝐑𝐑`$. let $`\gamma _t`$ be the manifold obtained by transporting $`\gamma `$ along the flow of the hyperhamiltonian vector field $`Z`$ defined in (3). Then

$$\frac{\mathrm{d}}{\mathrm{d}t}_{\gamma _t}\phi =0.$$
$`(10)`$
Proof. In this case $`\mathrm{d}t=0`$ on $`\gamma _t`$ and the integration of $`\vartheta `$ on $`\gamma _t`$ reduces to the integration of $`\phi `$ on the same manifold $`\gamma _t`$. Therefore (8) means that the integral of $`\phi `$ over $`\gamma _t`$ is constant, i.e. (10). $`\mathrm{}`$

## 6 Hypersymplectic structures in $`𝐑^4`$.

### 6.1 Standard structures

After developing the general theory in abstract terms, it will be useful to consider the simplest nontrivial example of hypersymplectic manifold. This is provided by $`M=𝐑^4`$ with standard euclidean metric $`g_{ij}(x)=\delta _{ij}`$.

Despite the fact this is just a (simple) exercise of linear algebra, we will explicitly write the hyperhamiltonian equations, and this for three reasons: (a) this is the simplest case in which our construction applies, and having a fully explicit example can only help our understanding; (b) the explicit formulation of the equation of motion in the standard case will be useful in Section 7 when we discuss quaternionic oscillator; (c) discussion of this simple case will clarify some points which were not fully discussed above, referring instead to this explicit example.

The latter were: first, the reason why we left the possibility that the orientation of the metric and the orientation of the symplectic structure disagree; and second, we use the standard structure to give an explicit example of a hyperhamiltonian vector field that is not hamiltonian, whatever symplectic structure we define on $`M`$, showing that the dynamic that we propose is a real extension of Hamiltonian dynamics.

We use cartesian coordinates $`x^i`$ in $`𝐑^4`$, and the volume form will be $`\mathrm{\Omega }=\mathrm{d}x^1\mathrm{d}x^2\mathrm{d}x^3\mathrm{d}x^4`$. The space $`\mathrm{\Lambda }^2(𝐑^4)`$ is six dimensional, and is spanned by

$$\begin{array}{ccccc}\hfill \mu _1=& \mathrm{d}x^1\mathrm{d}x^2+\mathrm{d}x^3\mathrm{d}x^4\hfill & ,& \hfill \eta _1=& \mathrm{d}x^1\mathrm{d}x^3+\mathrm{d}x^2\mathrm{d}x^4,\hfill \\ \hfill \mu _2=& \mathrm{d}x^1\mathrm{d}x^4+\mathrm{d}x^2\mathrm{d}x^3\hfill & ,& \hfill \eta _2=& \mathrm{d}x^4\mathrm{d}x^1+\mathrm{d}x^2\mathrm{d}x^3,\hfill \\ \hfill \mu _3=& \mathrm{d}x^1\mathrm{d}x^3+\mathrm{d}x^4\mathrm{d}x^2\hfill & ,& \hfill \eta _3=& \mathrm{d}x^2\mathrm{d}x^1+\mathrm{d}x^3\mathrm{d}x^4.\hfill \end{array}$$

Note that the $`\mu `$ span the space $`\mathrm{\Lambda }_+^2(M)`$ of self-dual forms, the $`\eta `$ span the space $`\mathrm{\Lambda }_{}^2(M)`$ of anti-self-dual forms.

Note also that the $`\mu _\alpha \mu _\alpha =\mathrm{\Omega }`$, $`\eta _\alpha \eta _a=\mathrm{\Omega }`$. We will refer to these as standard hypersymplectic structures of positive and negative type respectively. We also denote as $`𝒬_\pm `$ the quaternionic structures spanned by these, and $`𝒮_\pm `$ their unit spheres. Obviously we have $`\mathrm{\Lambda }_\pm ^2(M)=𝒬_\pm `$.

We write two-forms on $`𝐑^4`$ as $`\omega =(1/2)(J)_{im}\mathrm{d}x^i\mathrm{d}x^m`$, with $`J`$ an antisymmetric tensor. We write the tensors corresponding to the $`\mu _\alpha `$ as $`K_\alpha `$, those corresponding to $`\eta _\alpha `$ as $`H_\alpha `$ (and their triples as $`𝐊`$ and $`𝐇`$).

Explicit expressions of these are as follows:

$$K_1=\left(\begin{array}{cccc}0& 1& 0& 0\\ 1& 0& 0& 0\\ 0& 0& 0& 1\\ 0& 0& 1& 0\end{array}\right),K_2=\left(\begin{array}{cccc}0& 0& 0& 1\\ 0& 0& 1& 0\\ 0& 1& 0& 0\\ 1& 0& 0& 0\end{array}\right),K_3=\left(\begin{array}{cccc}0& 0& 1& 0\\ 0& 0& 0& 1\\ 1& 0& 0& 0\\ 0& 1& 0& 0\end{array}\right).$$

$$H_1=\left(\begin{array}{cccc}0& 0& 1& 0\\ 0& 0& 0& 1\\ 1& 0& 0& 0\\ 0& 1& 0& 0\end{array}\right),H_2=\left(\begin{array}{cccc}0& 0& 0& 1\\ 0& 0& 1& 0\\ 0& 1& 0& 0\\ 1& 0& 0& 0\end{array}\right),H_3=\left(\begin{array}{cccc}0& 1& 0& 0\\ 1& 0& 0& 0\\ 0& 0& 0& 1\\ 0& 0& 1& 0\end{array}\right).$$

The complex structures are $`Y_\alpha =g^1J_\alpha `$ and in the present case of euclidean metric we also write them as $`K_\alpha `$ and $`H_\alpha `$ (with a raised index).

Remark 9. The $`𝐊`$ and $`𝐇`$ span $`su(2)`$ algebras, which we denote as $`su(2)_\pm `$; they correspond to the left and right spinor algebras (note indeed that reversing the orientation of space exchanges the $`𝐊`$ and $`𝐇`$). $``$

It is immediate to check that $`[K_\alpha ,H_\beta ]=0`$ for all $`\alpha ,\beta `$; actually, if we look for the centralizer of $`SU(2)_\pm `$ in $`GL(4,𝐑)`$, this is just $`SU(2)_{}`$. This corresponds to the well known relation $`so(4)su(2)_+su(2)_{}`$, or equivalently to $`\mathrm{\Lambda }^2(M)=\mathrm{\Lambda }_+^2(M)\mathrm{\Lambda }_{}^2(M)𝒬_+𝒬_{}`$.

In the case of the standard positive-type hypersymplectic structure in $`M=(𝐑^4,\delta )`$, the equations of motion will be simply

$$\dot{x}^i=\underset{\alpha =1}{\overset{3}{}}(K_\alpha )^{ij}\frac{^\alpha }{x^j}.$$
$`(11)`$
For the negative-type hypersymplectic structure the $`K_\alpha `$ are replaced by the $`H_\alpha `$.

Lemma 5. There are equations of the form (11) which are not hamiltonian, whatever symplectic structure we define in $`M`$.

Proof. To prove this, we use the following result from sect.3 of : Given a linear vector field $`X=A_j^ix^j_i`$, if $`\mathrm{Tr}(A^{2k+1})0`$ for some $`k𝐍`$, this is not hamiltonian with respect to any symplectic structure. Note that vanishing of $`\mathrm{Tr}(A)`$ corresponds to the condition of zero divergence, which is also satisfied by hyperhamiltonian flows.

Thus we only have to exhibit an example where $`^\alpha =(1/2)D_{ij}^\alpha x^ix^j`$ (with $`D^\alpha `$ symmetric matrices) and $`A:=_\alpha K_\alpha D^\alpha `$ satisfies $`\mathrm{Tr}(A^3)0`$. This is obtained e.g. if $`^1=(1/2)[(x^1)^2(x^2)^2+(x^3)^2(x^4)^2+2(x^1x^4x^2x^3)]`$, $`^2=(1/2)|x|^2`$, and $`^3=0`$. $`\mathrm{}`$

We will now consider the standard hypersymplectic structures defined above, and derive explicit expressions for the associated hyperhamiltonian dynamics. We consider the positive-type hypersymplectic structure.

It is immediate to check that, for any $`\alpha =1,2,3`$,

$$\omega _\alpha \omega _\alpha =2\mathrm{\Omega }=2\mathrm{d}x^1\mathrm{d}x^2\mathrm{d}x^3\mathrm{d}x^4.$$

Obviously, with $`X=f^i_i`$, we have

$$\begin{array}{cc}\hfill X\text{}\text{ }\mathrm{\Omega }=& f^1\mathrm{d}x^2\mathrm{d}x^3\mathrm{d}x^4f^2\mathrm{d}x^1\mathrm{d}x^3\mathrm{d}x^4+\hfill \\ \hfill +& f^3\mathrm{d}x^1\mathrm{d}x^2\mathrm{d}x^4f^4\mathrm{d}x^1\mathrm{d}x^2\mathrm{d}x^3.\hfill \end{array}$$

The computation of $`\mathrm{d}^\alpha \omega _\alpha `$ is also immediate, and we get

$$\begin{array}{cc}\hfill _{\alpha =1}^3\mathrm{d}^\alpha \omega _\alpha =& (_3^1+_1^2_2^3)\mathrm{d}x^1\mathrm{d}x^2\mathrm{d}x^3+\hfill \\ & +(_4^1_2^2_1^3)\mathrm{d}x^1\mathrm{d}x^2\mathrm{d}x^4+\hfill \\ & +(_1^1_3^2+_4^3)\mathrm{d}x^1\mathrm{d}x^3\mathrm{d}x^4+\hfill \\ & +(_2^1+_4^2+_3^3)\mathrm{d}x^2\mathrm{d}x^3\mathrm{d}x^4.\hfill \end{array}$$

The equations of motion are immediately obtained by comparing this and the previous expression; these are

$$\{\begin{array}{cc}\dot{x}^1=(^1/x^2)+(^2/x^4)+(^3/x^3)\hfill & \\ \dot{x}^2=(^1/x^1)+(^2/x^3)(^3/x^4)\hfill & \\ \dot{x}^3=(^1/x^4)(^2/x^2)(^3/x^1)\hfill & \\ \dot{x}^4=(^1/x^3)(^2/x^1)+(^3/x^2).\hfill & \end{array}$$

### 6.2 General structures

Let us now consider a general hypersymplectic structure $`𝐎`$; we denote a symplectic structure by $`\omega `$ and a point in $`M=𝐑^4`$ by $`x`$; let $`\omega _x`$ be the evaluation of $`\omega `$ in $`xM`$. The two lemmas below show that $`𝐎`$ is always equivalent to one of the two structures considered above.

Lemma 6. If $`\omega _x`$ is unimodular, it belongs either to $`𝒮_+`$ or to $`𝒮_{}`$ .

Proof. Let $`Y`$ be the complex structure associted to $`\omega `$. We work in coordinates, and write in full generality $`Y(x)=(𝐚𝐊)+(𝐛𝐇)`$. Requiring $`\omega `$ to be unimodular, i.e. $`Y^TY=I`$, we obtain two conditions: the vanishing of off-diagonal terms reads $`a_\alpha b_\beta =0`$ $`\alpha ,\beta =1,2,3`$, so that $`|𝐚||𝐛|=0`$; setting diagonal terms equal to one (together with the previous condition) yields moreover $`|𝐚|^2+|𝐛|^2=1`$. $`\mathrm{}`$

Lemma 7. A hypersymplectic structure in $`M=𝐑^4`$ is made either of positive type symplectic structures, or of negative type symplectic structures, but in no case by symplectic structures of the two kinds.

Proof. A hypersymplectic structure corresponds to a $`su(2)`$ algebra in the way discussed above. As also mentioned above, the spans of the $`𝐊`$ and of the $`𝐇`$ correspond to $`su(2)_\pm `$ algebras, but no $`su(2)`$ algebra is generated by a mixture of matrices belonging to $`su(2)_+`$ and $`su(2)_{}`$ algebras. $`\mathrm{}`$

### 6.3 Extension to 4n dimensions

We stress that the standard structures are immediately extended to structures in higher dimension. In the case $`M=𝐑^{4n}`$ (with euclidean metric), take block reducible structures. By this we mean that $`\omega _\alpha =(1/2)(J_\alpha )_{im}\mathrm{d}x^i\mathrm{d}x^m`$, and the $`Y_\alpha =g^1J_\alpha `$ generate a representation of the $`su(2)`$ algebra in $`𝐑^{4n}`$, which is the direct sum of irreducible representations on four-dimensional subspaces.

In this case the matrices acting on each four dimensional block will be either $`𝐊`$ or $`𝐇`$. We thus have, in block notation, $`J_\alpha =L_\alpha ^{s_1}\mathrm{}L_\alpha ^{s_n}`$, where $`s_k=\pm `$, and $`L_\alpha ^{(+)}=K_\alpha `$, $`L_\alpha ^{()}=H_\alpha `$ (notice that we could get equivalent hypersymplectic structures by orthogonal changes of variables on each $`𝐑^4`$ block). The analysis conducted in $`𝐑^4`$ does apply on each block.

## 7 Quaternionic oscillators.

There is no need to stress the relevance and ubiquitous role of (harmonic and nonlinear) oscillators in standard hamiltonian mechanics; we want to discuss here the hyperhamiltonian oscillators, with a view at the problem of integrable hyperhamiltonian systems (we assume the reader is familiar with hamiltonian integrable systems).

Our intuitive understanding of hyperhamiltonian integrable systems will be that of systems which can be mapped to a system of hyperhamiltonian oscillators.

We will consider systems in $`M=𝐑^{4n}`$ (with standard euclidean metric), and standard (say positive type) hypersymplectic structure; as the hyperkahler structure induces in this case a quaternionic structure, we will speak of quaternionic oscillators.

We will consider nontrivial systems with compact invariant manifolds, and start by discussing the case $`n=1`$.

### 7.1 The standard four dimensional case.

The simplest nontrivial case of hyperhamiltonian dynamics is the one where we have quadratic hamiltonians $`^\alpha `$, i.e. $`^\alpha (x)=(1/2)c_\alpha |x|^2`$, with $`c_\alpha `$ real constants; in this case we get $`\dot{x}^i=c_\alpha K_{ij}^\alpha x^j`$, which is easily integrated (see the more general discussion below).

Let us actually write $`\rho (1/2)|x|^2`$, and consider the class of nonlinear systems where $`^\alpha (x)=^\alpha (\rho )`$, i.e. assume the $`^\alpha `$ are arbitrary smooth functions of $`\rho `$. We call these quaternionic oscillators.

In this case, write $`A^\alpha =\mathrm{d}^\alpha /\mathrm{d}\rho `$; we have $`^\alpha =A^\alpha (\rho )x`$, and the equations of motion (1) read simply (see section 6)

$$\dot{x}^i=\underset{\alpha =1}{\overset{3}{}}A_\alpha (\rho )(K_\alpha )_j^ix^j.$$
$`(9)`$
Notice that $`d\rho /dt=_{\alpha =1}^3A^\alpha (\rho )[x^i(K_\alpha )_{ij}x^j]=0`$; the last equality follows from $`K_\alpha =K_\alpha ^T`$. Therefore $`\rho `$ (and hence $`|x(t)|`$) is a constant of motion under any hyperhamiltonian flow for hamiltonians which are functions of $`\rho `$ alone.

As $`\rho (t)=\rho _0`$, we can on any trajectory rewrite (9) as

$$\dot{x}^i=\underset{\alpha }{}c_\alpha ^0(K_\alpha )_j^ix^j=\nu _0(K_\alpha )_j^ix^j,$$
$`(10)`$
where $`c_\alpha ^0=A_\alpha (\rho _0)`$, and

$$\nu _0:=\sqrt{(c_1^0)^2+(c_2^0)^2+(c_3^0)^2},K_j^i=\frac{1}{\nu _0}\underset{\alpha =1}{\overset{3}{}}c_\alpha ^0(K_\alpha )_j^i.$$

The solution to (10) is obviously $`x(t)=\mathrm{exp}[K\nu _0t]x(0)`$; expanding this in a power series in $`t`$ and using $`K^2=I`$, we obtain immediately

$$x(t)=\left[\mathrm{cos}(\nu _0t)I+\mathrm{sin}(\nu _0t)K\right]x(0).$$
$`(11)`$
This represents a uniform motion on a great circle – identified by the vectors $`𝐱_0=x(0)`$ and $`𝐱_1=Kx(0)`$ – of the sphere $`S^3`$ of radius $`r_0=|x(0)|`$. The frequency $`\nu _0`$ of such motions will be the same for motions on the same sphere: it depends only on the radius $`r_0`$ (note the $`c_\alpha ^0`$ also depend on $`r_0`$).

Therefore any sphere $`S^3`$ of radius $`r_00`$ is covered by periodic circular motions, unless $`\nu _0(r_0)=0`$, all of them with the same period $`T_0=2\pi /\nu _0`$; in this way the hyperhamiltonian flow (9) partitions $`S^3`$ into $`S^1`$ equivalence classes (the dynamical orbits) and thus realizes a Hopf fibration $`S^3/S^1=S^2`$ of the three-sphere .

### 7.2 The (4n)-dimensional case.

Let us pass to consider $`M=𝐑^{4n}`$, again with standard euclidean metric; we will use cartesian coordinates $`\{x^1,\mathrm{},x^{4n}\}`$. We also define block variables $`\{\xi _1,\mathrm{},\xi _n\}`$ with $`\xi _p𝐑^4`$ corresponding to $`x`$ coordinates in the $`p`$-th block, $`\xi _p^i=x^{4(p1)+i}`$ (where $`i=1,\mathrm{},4`$ and $`p=1,\mathrm{},n`$); we also write $`\rho _p=(1/2)|\xi _p|^2`$.

We will consider the case where $`𝐑^{4n}`$ is equipped with a standard block reducible hypersymplectic structure (see section 6), $`J_\alpha =L_\alpha ^{s_1}\mathrm{}L_\alpha ^{s_n}`$. We have $`L_\alpha ^+=K_\alpha `$, $`L_\alpha ^{}=H_\alpha `$.

We will now assume the hamiltonians depend only on the $`\rho _p`$ (we say we have a quaternionic $`n`$-oscillator):

$$^\alpha (x)=^\alpha (\rho _1,\mathrm{},\rho _n);$$

we write the jacobian of the $``$ with respect to the $`\rho `$ variables as $`A_p^\alpha :=^\alpha /\rho _p`$. In this case the equations of motion are (sum on repeated greek and latin indices will be implied, except for the block index $`p`$)

$$\dot{x}^i=(J_\alpha )^{ik}_k^\alpha $$

and can be written as (no sum on $`p`$)

$$\dot{\xi }_p^i=A_p^\alpha (\rho _1,\mathrm{},\rho _n)(L_\alpha ^{\sigma _p})_k^i\xi _p^k.$$

Again the $`\rho _p`$ are constants of motion (no sum on $`p`$):

$$\frac{\mathrm{d}\rho _p}{\mathrm{d}t}=\frac{\mathrm{d}\xi _p^i}{\mathrm{d}t}\frac{\rho _p}{\xi _p^i}=A_p^\alpha (\rho _1,\mathrm{},\rho _n)[\xi _p^i(L_\alpha ^{\sigma _p})_k^i\xi _p^k]=0,$$

where the last equality follows from the antisymmetry of the $`L_\alpha ^{\sigma _p}`$.

Hence the matrices $`A_p^\alpha `$ are constant under the flow. If we are given an initial datum $`x(0)`$, and thus the value of the constants of motion $`(\rho _1=b_1,\mathrm{},\rho _n=b_n)`$, we can write

$$\dot{\xi }_{(p)}=\underset{\alpha =1}{\overset{3}{}}c_{(p)}^\alpha (L_\alpha ^{\sigma _p})\xi _{(p)}=\nu _{(p)}L_{(p)}\xi _{(p)},$$
$`(16)`$
where $`c_{(p)}^\alpha =A_p^\alpha (b_1,\mathrm{},b_n)`$, and

$$\nu _p=\sqrt{(c_{(p)}^1)^2+(c_{(p)}^2)^2+(c_{(p)}^3)^2},L_{(p)}=(1/\nu _p)\underset{\alpha }{}c_{(p)}^\alpha L_\alpha ^{\sigma _p}.$$

That is, on each block we have the same situation discussed in subsection 1; notice that the frequencies $`\nu _p`$ depend not only on the value $`b_p`$ of $`\rho _p`$, but also on the values $`b_q`$ of the other variables $`\rho _q`$ ($`pq`$).

## 8 Discussion: the relation between hyperhamiltonian and standard hamiltonian integrability.

We would like to discuss the relation between hyperhamiltonian integrability and standard hamiltonian integrability for the class of systems considered here.

### 8.1 Dimension four.

Let us first of all focus on the case given by $`^1=|x|^2/2`$, $`^2=^3=0`$; this corresponds to two uncoupled and identical harmonic oscillators with conserved energies $`E_a=(1/2)[(x^1)^2+(x^2)^2]`$ and $`E_b=(1/2)[(x^3)^2+(x^4)^2]`$.

The solutions of nonzero energy $`E=E_a+E_b=r_0^2/2`$ describe a circle $`S^1`$ lying on the sphere $`S^3`$ of radius $`r_0`$. When $`E_a`$ and $`E_b`$ are both nonzero (i.e. both oscillators are actually excited) these also lie on a torus $`𝐓^2S^3`$, and the circle $`S^1`$ corresponding to the solution is a combination of the two fundamental cycles of the torus.

The cases $`E_a=0,E_b0`$ and $`E_a0,E_b=0`$ correspond to degenerate situations in which the common level set of $`E_a`$ and $`E_b`$ is not a torus $`𝐓^2`$, but is reduced to a circle $`𝐓^1=S^1`$, which is just the trajectory of the solution.

It should be recalled that the Hopf $`S^3`$ fibration can indeed be described as a singular fibration of $`S^3`$ in $`𝐓^2`$ tori, with two singular fibers, which correspond to the special cases in which all the energy is on one oscillator and the other is not excited; thus these two ways (hyperhamiltonian and standard hamiltonian) of describing the situation are immediately related, as it should be.

Let us now come back to the general (nonlinear) integrable case described by (9), whose solutions are given by (11); on each $`S^3`$ sphere of radius $`r_00`$, i.e. on each nonzero level manifold<sup>5</sup><sup>5</sup>5In this case we can speak of energy level manifolds as the three hamiltonians depend on a single scalar function $`\rho `$. for the energy $`E=\rho `$ we can indeed reduce to a two-oscillators description; see (9) and (10) above. Such a system is integrable in the Arnold-Liouville sense, since the set on which the fibration in tori is singular is of zero measure in the phase space.

However, it should be noticed that in considering this system as an integrable two-oscillator system, we are completely overlooking the quaternionic structure of the system and of the whole class to which it belongs. Also, this system is strongly degenerate if seen in terms of two oscillators: indeed the two oscillators are in 1:1 resonance for all values of $`H`$, i.e. all values of the action variables $`I_1=E_a`$ and $`I_2=E_b`$. Such a degeneration is of course enforced by the quaternionic structure, and thus generic in the frame of “quaternionic oscillators”.

On the other hand, if we recognize the quaternionic structure and the fact that we need therefore only the global constant of motion $`\rho `$ to guarantee integrability (see the above discussion, and the remarks below in this section), we have at once a much stronger information on the structure of the system and also need an easier construction to guarantee integrability.

The situation is similar to the one met when we represent a quaternion by a pair of complex numbers (or a complex number by a pair of real ones): this is possible and correct, but in this way we are overlooking an additional and relevant structure, which we must then introduce by suitable relations between complex (or real) quantities.

Thus, in order to guarantee integrability in the sense of standard hamiltonian mechanics we need two constants of motion and we have to construct a system of two action and two angle coordinates; using the quaternionic structure we only need one constant of motion, i.e. $`\rho `$, and we have to construct a system of coordinates in which to the “action” coordinate $`\rho `$ are associated three “angle-like” coordinates. By “angle-like” we mean coordinates on the sphere $`S^3`$ which can be seen as a generalization, from $`S^1𝐂^\mathrm{𝟏}`$ to $`S^3`$ of the angular coordinates of standard hamiltonian mechanics; as $`S^3𝐇^\mathrm{𝟏}SU(2)`$ (here $`𝐇`$ is the quaternion field and $`𝐇^\mathrm{𝟏}`$ the set of quaternions of unit norm), these are of quaternionic nature. We call them spin coordinates.

Notice that the evolutions along spin coordinates do not commute; thus the equivalent of the familiar integrable hamiltonian evolution equations $`\dot{I}_k=0`$, $`\dot{\phi }_k=\omega _k(I)`$, related to the abelian group $`𝐓^2`$, is now given by (9), (10) or, more intrinsically, by $`\dot{I}=0`$ ($`I\rho `$), $`\dot{\psi }=\alpha (I)`$, where $`\psi `$ represents coordinates on the group $`SU(2)S^3`$, and $`\alpha (I)su(2)`$ is an element of the algebra $`su(2)`$, constant on each level set of $`I\rho `$. This more involved (and not separable) structure is unavoidable, due to the non-abelian nature of $`SU(2)`$.

### 8.2 Higher dimension.

In the standard hamiltonian integrable case with $`m`$ degrees of freedom, i.e. for $`m`$ hamiltonian oscillators (say all of them excited) we have invariant $`𝐓^m`$ tori, and the solutions will cover densely $`𝐓^k𝐓^m`$ tori, with $`km`$ depending on the rational relations between the frequencies of different degrees of freedom on the given $`𝐓^m`$; in the hyperhamiltonian integrable case (for $`n`$ quaternionic oscillators) we have a similar situation, as we now discuss.

First of all we remark that, since $`\rho =(\rho _1,\mathrm{},\rho _n)`$ are constants of motion, the common level sets of the $`\rho _p`$ are invariant manifolds under the dynamics we are considering; these level sets $`\rho ^1(b_1,\mathrm{},b_n)`$ will be, when all the $`b_p`$ are nonzero, manifolds

$$S^3\times \mathrm{}\times S^3=𝐕^n;$$

notice that these $`𝐕^n`$ represent a generalization of tori: in the same way as $`𝐓^n`$ is the topological product of $`n`$ (distinct) $`S^1`$ factors, $`𝐕^n`$ is the topological product of $`n`$ (distinct) $`S^3`$ factors. If $`k`$ out of the $`n`$ numbers $`b_p`$ are zero, the level set $`\rho ^1(b_1,\mathrm{},b_n)`$ will be a $`𝐕^{nk}`$ manifold.

We will denote the trajectory with initial datum $`x(0)`$ as $`\gamma 𝐑^{4n}`$. The previous discussion shows that the projection of $`\gamma `$ to each $`𝐑^4`$ block, given by $`\xi _{(p)}(t)`$, will be periodic.

If all the frequencies $`\{\nu _1,\mathrm{},\nu _n\}`$ are rational with respect to each other, the full solution in $`𝐑^{4n}`$ will also be periodic, i.e. $`\gamma S^1`$; if $`m`$ degrees of freedom are excited (i.e. there are $`m`$ nonzero $`b_p`$’s), this $`\gamma `$ will also be a submanifold of the invariant manifold $`𝐕^m=\rho ^1(b_1,\mathrm{},b_n)`$.

If $`m`$ degrees of freedom are excited and the frequencies corresponding to $`b_p0`$ split in $`km`$ sets, each $`\nu _p`$ being rational with respect to frequencies in the same set and irrational with respect to frequencies in different sets, the solutions $`\gamma `$ will densely cover $`𝐓^k`$ tori.

These $`𝐓^k`$ will be submanifolds of $`𝐕^m`$, and we can always choose the generators $`S^1`$ of $`𝐓^k`$ so that each generator lies in a different generator $`S^3`$ of $`𝐕^m`$. Indeed each generator of $`𝐓^k`$ will be a linear combinations of the projections of $`\gamma `$ to the blocks corresponding to each rational subset of frequencies; we can choose it to be just a single projection and thus to be in a $`S^3`$ factor of $`𝐕^m`$.

## 9 Final remarks

In this final section we briefly present some additional remarks to put our work into perspective and mention directions of future developement. We thank an unknown referee for raising the problem discussed in point 4 below.

(1) First of all, it should be stressed that here we were mostly interested in the local structure of this hyperhamiltonian dynamics, and we have not considered problems arising from the global structure of the hyperkahler manifold $`M`$ on which it is defined. Locally, any such $`M`$ is isomorphic to $`𝐑^{4n}`$, so that we could have limited to consider these spaces (as in sections 6–8).

However, as in the standard hamiltonian case, most of our construction will extend to more general hyperhamiltonian manifolds, so that in our general discussion (sections 1–5) we preferred to deal with a generic hyperkahler manifold, pointing out where our discussion requires to work chart by chart.

Focusing on local properties means, of course, that we are not concerned with the geometrically most interesting recent results on hyperkahler manifolds and their global structure (which is also relevant in connection with Physics); see the references given in the introduction, and in particular , for an overview of these.

A fortiori we are not providing any new insight into hyperkahler geometry nor are we providing any new nontrivial hyperkahler manifold. We actually needed only the very basic definitions of hyperkahler geometry; we supposed that a hyperkahler manifold $`M`$ is given, and we defined a dynamics on $`M`$ related to the choice of three hamiltonian functions.

(2) We should also notice that no attempts to generalize hamiltonian dynamics in the direction proposed here seems to be present in the rapidly growing literature on hyperkahler manifolds (mostly devoted to their geometry and construction of nontrivial examples). A somehow orthogonal approach to a hyperkahler generalization of the structure of standard hamiltonian mechanics, focusing on Poisson structures, was suggested by Xu .

(3) We also mention that in field theory considerations of multiple symplectic structures is suggested by covariance requirements and lies at the basis of the de Donder - Weyl formalism, as discussed in detail in , who call this “multisymplectic field theory”; however our approach (limited to mechanics) seems – at least at the present stage – not related to this theory.

(4) As mentioned in the introduction, a most important result in hyperkahler geometry concerns the construction of nontrivial hyperkahler manifolds via a moment map procedure starting from a (possibly trivial) hyperkahler manifold equipped with a Lie group action . It is natural to ask what happens when a (covariant) hyperhamiltonian dynamics is defined on the first manifold, i.e. how the dynamics descends to the quotient.

Let $`(M,g;\omega _\alpha )`$ be a hyperkahler manifold of dimension $`m`$. Assume that there is a compact Lie group $`G`$ (we denote by $`𝒢`$ the Lie algebra of $`G`$ and by $`𝒢^{}`$ its dual) acting freely on $`M`$ and preserving its metric $`g`$ and the three forms $`\omega _\alpha `$ (thus acting triholomorphically); this defines three moment maps $`\mu _\alpha :M𝒢^{}`$, or a map $`\mu :M𝒢^{}𝐑^3`$. It is known  that the quotient metric on $`N=\mu ^1(0)/G`$ is hyperkahler. We denote by $`\beta _\alpha `$ the reduction of $`\omega _\alpha `$ on $`N`$.

Let $`^\alpha `$ be three $`G`$-invariant smooth functions $`^\alpha :M𝐑`$, $`^\alpha (x)=^\alpha (gx)`$ for all $`gG`$ and $`xM`$, and $`X`$ be the hyperhamiltonian vector field on $`M`$ corresponding to these; we recall that $`X`$ is given by $`X=_\alpha X_\alpha `$ with $`X_\alpha `$ identified by $`X_\alpha \text{  }\text{ }\omega _\alpha =\mathrm{d}^\alpha `$ (no sum on $`\alpha `$).

However, each $`X_\alpha `$ is a hamiltonian vector field, generated by the hamiltonian $`^\alpha `$, with respect to the symplectic structure $`\omega _\alpha `$. Thus, each $`X_\alpha `$ descends to a hamiltonian vector field $`W_\alpha `$ on $`N`$, by standard symplectic reduction. In other words, for each $`\alpha `$ there is a smooth function $`𝒦^\alpha :N𝐑`$ such that $`W_\alpha \text{  }\text{ }\beta _\alpha =\mathrm{d}𝒦^\alpha `$ (no sum on $`\alpha `$). This shows at once that $`X`$ descends to a hyperhamiltonian vector field $`W=_\alpha W_\alpha `$ on the hyperkahler quotient $`N`$.

(5) Physically, one should consider generalizations of the present approach in at least two directions: on the one hand, one would like to consider pseudoriemannian rather than riemannian manifolds; and on the other hand one should consider quantum version of the theory. It appears that both of these are feasible, and we will report on these matters in a separate note.

(6) Finally, we would like to point out that the dynamics introduced here can be obtained in a completely different and quite interesting way. One can look at standard Hamilton equations in terms of complex analysis, and extend them from the complex to the quaternionic case; one obtains then exactly the equations introduced here, as discussed in .

## Appendix. Ideals of differential forms.

In our discussion of the variational formulation of the hyperhamiltonian equations of motion, we used some concepts from the theory of ideals of differential forms (here called just ideals, for short). This is maybe less widely known that the other tools used in the paper, so we collect here some definitions for convenience of the reader; see  or  for further detail.

Definition A1. Let $`M`$ be a smooth $`N`$-dimensional manifold, and $`𝒥_k\mathrm{\Lambda }^k(M)`$, for $`k=0,\mathrm{},N`$. The subset $`𝒥=_{k=0}^N𝒥_k\mathrm{\Lambda }(M)`$ is said to be an ideal of differential forms iff: (i) $`\eta 𝒥`$, $`\psi \mathrm{\Lambda }(M)`$, $`\eta \psi 𝒥`$; (ii) $`\beta _1,\beta _2𝒥_k`$, $`f^1,f^2\mathrm{\Lambda }^0(M)`$, $`f^1\beta _1+f^2\beta _2𝒥_k`$.

Definition A2. Let $`i:SM`$ be a smooth submanifold of $`M`$; $`S`$ is said to be an integral manifold of the ideal $`𝒥`$ iff $`i^{}(\eta )=0`$ for all $`\eta 𝒥`$.

The ideal $`𝒥`$ is said to be generated by the forms $`\{\eta ^{(\alpha )},\alpha =1,\mathrm{},r\}`$ (with $`\eta ^{(\alpha )}𝒥`$) if each $`\phi 𝒥`$ can be written as $`\phi =_\alpha \rho _{(\alpha )}\eta ^{(\alpha )}`$ for a suitable choice of $`\rho _{(\alpha )}\mathrm{\Lambda }(M)`$, $`\alpha =1,\mathrm{},r`$. If $`𝒥`$ is generated by $`\{\eta ^{(\alpha )},\alpha =1,\mathrm{},r\}`$, then $`i:SM`$ is an integral manifold for $`𝒥`$ iff $`i^{}(\eta ^{(\alpha )})=0`$ for all $`\alpha =1,\mathrm{},r`$.

Given an ideal $`𝒥`$, we associate to any point $`xM`$ the subspace $`D_x(𝒥)\mathrm{T}_xM`$ defined by $`D_x(𝒥):=\{\xi \mathrm{T}_xM:\xi \text{  }\text{ }𝒥_x𝒥_x\}`$.

Definition A3. If $`D_x(𝒥)`$ has constant dimension, the ideal $`𝒥`$ is said to be non singular, and the distribution $`D(𝒥)=\{D_x(𝒥),xM\}`$ is its characteristic distribution; any vector field $`XD(𝒥)`$ is said to be a characteristic field for $`𝒥`$.

The following proposition is easy to prove (e.g. using the local coordinates introduced in section 44 of , or directly from definitions above) and is used in remark 8.

Proposition A1. Let $`𝒥`$ be generated by forms of degree $`k`$, and let $`i:SM`$ be an $`r`$-dimensional integral manifold of $`𝒥`$, with $`r<k`$. Let $`X`$ be a characteristic vector field for $`𝒥`$, and let $`X`$ be nowhere tangent to $`i(S)`$. Let $`\phi _t`$ be the local one-parameter group of diffeomorphisms generated by $`X`$. Then the $`(r+1)`$-dimensional manifold $`(\epsilon ,\epsilon )\times S(t,x)\phi _t(x)M`$ is an integral manifold of $`𝒥`$.


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# Asymptotic geometry of non-mixing sequences

## 1. Introduction and definitions

Let $`\alpha `$ be a $`^d`$-action by $`\mu `$-preserving transformations of a non-trivial probability space $`(X,𝒮,\mu )`$. A sequence $`(𝐧_1^{(j)},𝐧_2^{(j)},\mathrm{},𝐧_r^{(j)})`$ of $`r`$-tuples of elements of $`^d`$ with

(1.1)
$$𝐧_s^{(j)}𝐧_t^{(j)}\mathrm{}\text{ as }j\mathrm{}\text{ for every }st.$$

is mixing for $`\alpha `$ if for any sets $`A_1,\mathrm{},A_r𝒮`$,

(1.2)
$$\underset{j\mathrm{}}{lim}\mu \left(\alpha ^{𝐧_1^{(j)}}(A_1)\mathrm{}\alpha ^{𝐧_r^{(j)}}(A_r)\right)=\mu (A_1)\mathrm{}\mu (A_r).$$

If any sequence satisfying (1.1) has (1.2) then $`\alpha `$ is mixing of order $`r`$. As usual, an action that is mixing of order 2 is called simply mixing. The maximum value of $`r`$ for which (1.1) implies (1.2) – if this is finite – is the order of mixing of $`\alpha `$. If (1.1) implies (1.2) for all $`r`$, then $`\alpha `$ is mixing of all orders. A finite set $`\{𝐧_1,\mathrm{},𝐧_r\}`$ of integer vectors is a mixing shape for $`\alpha `$ if

(1.3)
$$\underset{k\mathrm{}}{lim}\mu \left(\alpha ^{k𝐧_1}(A_1)\mathrm{}\alpha ^{k𝐧_r}(A_r)\right)=\mu (A_1)\mathrm{}\mu (A_r).$$

In general, mixing properties of shapes have no bearing on the order of mixing. For example, there are non-mixing actions for which all shapes are mixing (see \[10, Theorem 1.2\]). An algebraic dynamical system – one in which $`X`$ is assumed to be a compact metrizable abelian group, $`\mu `$ is Haar measure, and $`\alpha `$ acts by automorphisms – with all shapes mixing is, in contrast, mixing of all orders. However, it is not clear whether non-mixing shapes detect the exact order of mixing for algebraic systems that are not mixing of all orders – see \[7, Sect. 27, 28\] for an overview of this problem, and  for Ledrappier’s seminal example which showed that mixing algebraic $`^2`$-actions need not be mixing of all orders.

###### Conjecture 1.1.

An algebraic dynamical system for which all shapes of cardinality $`r`$ are mixing is mixing of order $`r`$.

As remarked above, the (suitably interpreted) conjecture holds for “$`r=\mathrm{}`$” in the sense that all shapes mixing implies mixing of all orders for algebraic dynamical systems. It also holds when $`r=2`$ – that is, if each element $`\alpha ^𝐧`$, $`𝐧0`$ is mixing, then the whole action $`\alpha `$ is mixing (see \[7, Theorem 1.6\]). In Theorem 3.2 below we show that the conjecture holds when $`r=3`$ and $`d=2`$. Moreover, a weaker lower bound for the order of mixing for $`d=2`$ is shown in Theorem 3.1, and this is used to give examples with any given order of mixing in Section 4.

## 2. Algebraic $`^2`$-actions

Let $`R_2=[u_1^{\pm 1},u_2^{\pm 1}]`$, the ring of Laurent polynomials with integer coefficients in the commuting variables $`u_1`$, $`u_2`$. Following , associate a given algebraic $`^2`$-action $`\alpha `$ on $`X`$ to an $`R_2`$-module as follows. Let $`M`$ be the countable Pontryagin (character) group of $`X`$, and define $`u_jm=\widehat{\alpha }^{𝐞_j}(m)`$ for all $`mM`$, where $`𝐞_j^2`$ is the $`j`$th unit vector and $`\widehat{\alpha }^{𝐞_j}`$ is the automorphism of $`M`$ dual to $`\alpha ^{𝐞_j}`$ for $`j=1,2`$. A polynomial $`FR_2`$ has the form $`F(u)=_{𝐧^2}c_F(𝐧)u^𝐧`$, where $`c_F(𝐧)`$ and $`c_F(𝐧)=0`$ for all but finitely many $`𝐧^2`$, and $`u^𝐧=u_1^{n_1}u_2^{n_2}`$. Then $`Fm=_{𝐧^2}c_F(𝐧)\widehat{\alpha }^𝐧(m)`$ for every $`mM`$. Conversely, suppose that $`M`$ is a countable $`R_2`$-module, and let $`X_M=\widehat{M}`$ be its compact abelian character group. Each $`u_j`$ is a unit in $`R_2`$, so the map $`\gamma _j`$ defined by $`\gamma _j(m)=u_jm`$ is an automorphism of $`M`$. Define an algebraic $`^2`$-action $`\alpha _M`$ on $`X_M`$ by $`\alpha _M^{𝐞_j}=\widehat{\gamma }_j`$. Thus $`(X_M,\alpha _M)M`$ gives a one-to-one correspondence between algebraic $`^2`$-actions and countable $`R_2`$ modules. See \[7, Chap. II\] for further explanation and many examples.

Approximating indicator functions of the sets $`A_1,\mathrm{},A_r`$ appearing in (1.2) with trigonometric polynomials shows that for the algebraic action $`\alpha `$ corresponding to the $`R_2`$-module $`M`$, (1.2) is equivalent to the statement that for any $`m_1,\mathrm{},m_rM`$, not all zero, the relation

(2.1)
$$m_1u^{𝐧_1^{(j)}}+m_2u^{𝐧_2^{(j)}}+\mathrm{}+m_ru^{𝐧_r^{(j)}}=0$$

holds for only finitely many $`j`$.

In order to use this to make progress with Conjecture 1.1, the following well-known results are needed. A consequence of the algebraic formulation of mixing in (2.1) is that a given sequence $`(𝐧_1^{(j)},𝐧_2^{(j)},\mathrm{},𝐧_r^{(j)})`$ is mixing for $`\alpha _M`$ on $`X_M`$ if and only if it is mixing for $`\alpha _{R_2/𝔓}`$ on $`X_{R_2/𝔓}`$ for every prime ideal $`𝔓R_2`$ associated to the module $`M`$ (see \[4, Theorem 3.3\] or \[8, Theorem 2.2\] for a proof of this). Moreover, if $`X_M`$ is connected (equivalently, if $`M`$ is torsion-free as an additive group), then by , if $`\alpha _M`$ is mixing, it is also mixing of all orders. If $`𝔓`$ is a prime ideal generated by a single prime number then $`\alpha _{R_2/𝔓}`$ is the $`^2`$-shift on $`\{0,\mathrm{},p1\}^^2`$ and is therefore mixing of all orders. Finally, if $`𝔓`$ contains a prime number and is not of the form $`pR_2+FR_2`$ for some non-zero polynomial $`F`$, then $`R_2/𝔓`$ is finite and $`\alpha _{R_2/𝔓}`$ is not mixing. It follows that in order to show Conjecture 1.1 for $`d=2`$, it is sufficient to study algebraic dynamical systems corresponding to cyclic modules of the form $`R_2/𝔓`$ for some prime ideal $`𝔓R_2`$ of the form $`p,F=pR_2+FR_2`$, where $`p`$ is a prime number and $`FR_2`$.

## 3. Asymptotic geometry

From now on we will only be working in rings of characteristic $`p`$ for a fixed prime $`p`$, so we replace the coefficient ring $``$ with the finite field $`𝔽_p=/p`$. Notationally this replaces the polynomial $`FR_2`$ with the reduced mod $`p`$ polynomial $`f=\overline{F}R_2^{(p)}=𝔽_p[u_1^{\pm 1},u_2^{\pm 2}]`$, and the prime ideal

$$𝔓=<p,F>=pR_2+FR_2$$

with the prime ideal

$$𝔭=<f>=fR_2^{(p)}.$$

Notice that $`R_2/𝔓`$ is then the same ring as $`R_2^{(p)}/𝔭`$. For simplicity of notation we will write $`\alpha =\alpha _{R_2^{(p)}/𝔭}`$ for the $`^2`$-action on the dual of $`R_2^{(p)}/𝔭`$ where $`𝔭=f`$ for a fixed irreducible polynomial $`fR_2^{(p)}`$.

Let $`(\alpha )`$ denote the order of mixing – the largest value of $`r`$ for which (1.1) implies (1.2) – of $`\alpha `$. Finding $`(\alpha )`$ is difficult (see \[7, Sect. 28\]) even for this special class of systems. Our purpose here is to find a new inequality that relates $`(\alpha )`$ to the shape of the polynomial $`f`$.

The polynomial $`f`$ can be written $`f(u)=_{𝐧^2}c_f(𝐧)u^𝐧`$, where $`c_f(𝐧)𝔽_p`$ for all $`𝐧^2`$ and $`c_f(𝐧)=0`$ for all but finitely many $`𝐧^2`$. Let

$$S(f)=\{𝐧^2c_f(𝐧)0\}$$

denote the support of $`f`$, and $`𝒩(f)`$ the convex hull of $`S(f)`$. Thus $`S(f)`$ is some finite set of points in $`^2`$, and $`𝒩(f)`$ is a convex polygon in $`^2`$.

The relationships found below between faces of $`𝒩(f)`$ and measurable properties of the action are essentially equivalent to the geometry of half-spaces and relative entropies in the paper . The approach taken here using non-Archimedean norms seems to be better adapted to attacking Conjecture 1.1.

###### Theorem 3.1.

Assume that $`𝒩(f)`$ is an $`R`$-gon and $`f`$ is irreducible. Let $`\alpha `$ be the $`^2`$-action on the dual of $`R_2^{(p)}/f`$. Then

$$R1(\alpha )<|S(f)|.$$

###### Theorem 3.2.

Conjecture 1.1 holds when $`r=3`$ for algebraic $`^2`$-actions.

The method of proof of Theorem 3.1 is to show that an arbitrary non-mixing sequence for $`\alpha `$ must asymptotically reflect part of the structure of $`𝒩(f)`$ (the slopes of the faces). Theorem 3.2 then holds because the slopes of a triangle determine its shape.

The key step in the proof is to construct norms that reflect the geometry of $`𝒩(f)`$. To clarify this, an example is described in detail (see Example 3.3). Before doing this, some background on non-Archimedean norms and Newton polygons is needed (see \[2, Chap. 2\] or \[5, Chap. IV.3\] for more details). A non-Archimedean norm $`||`$ on an integral domain $`S`$ is a function

$$||:S$$

with the properties

1. $`|a|0`$,
2. $`|a|=0`$ only for $`a=0`$,
3. $`|a+b|\mathrm{max}(|a|,|b|)`$, and
4. $`|ab|=|a||b|`$

for every $`a,bS`$. A norm always extends uniquely to the field $`K`$ of quotients of $`S`$ (or to any intermediate ring between $`S`$ and $`K`$). An immediate consequence of property (iii) is that given any equation in $`S`$ of the form

(3.1)
$$\underset{k=1}{\overset{n}{}}a_k=0\text{ with }a_k0,$$

there must be at least two indices $`ij`$ for which

(3.2)
$$\underset{1kn}{\mathrm{max}}|a_k|=|a_i|=|a_j|.$$

The Newton polygon of a polynomial $`g(x)=g_0+g_1x+\mathrm{}+g_nx^nS[x]`$ with respect to the non-Archimedean norm $`||`$ is defined to be the highest convex polygonal line joining $`(0,\mathrm{log}|g_0|)`$ to $`(n,\mathrm{log}|g_n|)`$ which passes on or below all the points $`(j,\mathrm{log}|g_j|)`$ for $`j=0,\mathrm{},n`$. The vertices of the Newton polygon are the points $`(j,\mathrm{log}|g_j|)`$ where the slope changes, and the slope of a line in the Newton polygon joining the vertices $`(i,\mathrm{log}|g_i|)`$ and $`(j,\mathrm{log}|g_j|)`$ is $`(\mathrm{log}|g_j|\mathrm{log}|g_i|)/(ij)`$. The basic property of the Newton polygon is the following: for each slope $`\lambda `$, there is a non-Archimedean norm $`||^{(\lambda )}`$ on the extension ring $`S[x]/g`$, coinciding with $`||`$ on the constant polynomials (identified with $`S`$), and with $`|x|^{(\lambda )}=\mathrm{exp}(\lambda )`$.

Up to a natural equivalence the (non-trivial) non-Archimedean norms on $`S=𝔽_p[u^{\pm 1}]`$ are those of the form

(3.3)
$$|f|_g=p^{\mathrm{ord}_gf},$$

(where $`g𝔽_p[u]`$ is an irreducible polynomial, and $`\mathrm{ord}_gf`$ denotes the multiplicity of $`g`$ in the prime decomposition of $`f`$), together with the exceptional norm

$$|f|_{\mathrm{}}=p^{\mathrm{deg}f}.$$

###### Example 3.3.

Let $`f(u_1,u_2)=u_2+u_1+u_1^3u_2`$, and view $`f`$ as an element of $`𝔽_p[u_2^{\pm 1}][u_1^{\pm 1}]`$ (cf. Figure 1, showing the support of $`f`$ as dots).

Choose the norm $`||=||_{u_2}`$ on $`𝔽_p[u_2^{\pm 1}]`$, so that $`|u_2|=\frac{1}{p}`$.

How this norm extends to the ring extension $`R=𝔽_p[u_2^{\pm 1}][u_1^{\pm 1}]/f`$ is determined by the Newton polygon of $`f`$ viewed as a polynomial for $`u_1`$ with coefficients in $`𝔽_p[u_2^{\pm 1}]`$:

(3.4)
$$f(u_1)=u_2u_1^0+1u_1^1+0u_1^2+u_2u_1^3.$$

The four points that define the Newton polygon (Figure 2) are therefore

$$(0,\mathrm{log}_p|u_2|)=(0,1),$$

$$(1,\mathrm{log}_p|1|)=(1,0),$$

$$(2,\mathrm{log}_p|0|)=(2,\mathrm{})$$

and

$$(3,\mathrm{log}_p|u_2|)=(3,1)$$

(logarithms base $`p`$ are used for convenience, and $`|0|=0`$). Notice that the Newton polygon of $`f`$ shown in Figure 2 does not coincide with the convex hull of the support in Figure 1 – but they have the same faces pointing towards negative powers of $`u_2`$ in Figure 1 (equivalently, towards monomials for which $`||`$ is big).

From the Newton polygon in Figure 2 it follows that there are two norms $`||_1`$, $`||_2`$ extending $`||`$ to $`R`$; the first has $`|u_1|_1=\frac{1}{p}`$ (from the line segment with slope $`1`$) and the second has $`|u_1|_2=\sqrt[]{p}`$ (from the line segment with slope $`1/2`$).

Thus the vector $`\left(\begin{array}{c}\mathrm{log}_p|u_1|_1\\ \mathrm{log}_p|u_2|_1\end{array}\right)=\left(\begin{array}{c}1\\ 1\end{array}\right)`$ is an outward normal to the face $`F_1`$ of $`𝒩(f)`$. The same expression using $`||_2`$ gives $`\left(\begin{array}{c}\mathrm{log}_p|u_1|_2\\ \mathrm{log}_p|u_2|_2\end{array}\right)=\left(\begin{array}{c}1/2\\ 1\end{array}\right)`$, an outward normal to the face $`F_2`$.

If the norm $`||^{}=||_{\mathrm{}}`$ on $`𝔽_p[u_2]`$ is chosen initially, then $`|u_2|^{}=p`$ (so that the monomials with big norm are in the upper-half plane of Figure 1) and the corresponding Newton polygon is determined from (3.4) by the points

$$(0,\mathrm{log}_p|u_2|)=(0,1),$$

$$(1,\mathrm{log}_p|1|)=(1,0),$$

$$(2,\mathrm{log}_p|0|)=(2,\mathrm{})$$

and

$$(3,\mathrm{log}_p|u_2|)=(3,1).$$

The resulting Newton polygon is shown in Figure 3; it shows there is only one extension to $`R`$, and the resulting norm $`||_1^{}`$ has the property that $`\left(\begin{array}{c}\mathrm{log}_p|u_1|_1^{}\\ \mathrm{log}_p|u_2|_1^{}\end{array}\right)=\left(\begin{array}{c}0\\ 1\end{array}\right)`$ is an outward normal to the face $`F_3`$ of $`𝒩(f)`$.

Example 3.3 generalizes to the next lemma.

###### Lemma 3.4.

For each face $`F`$ of the convex hull $`𝒩(f)`$, there is a norm $`||^{(F)}`$ on the ring $`R_2^{(p)}/f`$ with the property that the vector $`\left(\begin{array}{c}\mathrm{log}_p|u_1|^{(F)}\\ \mathrm{log}_p|u_2|^{(F)}\end{array}\right)`$ is an outward normal to the face $`F`$ of $`𝒩(f)`$.

###### Proof.

Choose a face $`F`$ of $`𝒩(f)`$. If necessary, exchange $`u_1`$ and $`u_2`$ so that $`F`$ is not a vertical line. By replacing $`u_2`$ with $`u_2^1`$ if necessary, assume further that $`F`$ is one of the lower faces of $`𝒩(f)`$ when drawn in the plane (that is, like $`F_1`$ or $`F_2`$ in Figure 1). Let $`||=||_{u_2}`$ be the norm corresponding to the irreducible polynomial $`g=u_2`$ in $`𝔽_p[u_2]`$ as in (3.3). We may also assume (after multiplying $`f`$ by a suitable monomial) that $`f`$ is a polynomial in $`u_1`$ with coefficients in $`𝔽_p[u_2]`$,

(3.5)
$$f=\underset{k=0}{\overset{n}{}}q_i(u_2)u_1^k\text{ with }q_0q_n0.$$

For each non-zero coefficient $`q_i`$, let $`m_i`$ be the largest $`m`$ for which $`u_2^m`$ divides $`q_i(u_2)`$ in $`𝔽_p[u_2]`$. By the definition of the norm $`||`$,

$$\mathrm{log}_p|q_i(u_2)|=m_i.$$

On the other hand, the coefficient of $`u_2^{m_i}`$ in $`q_i`$ is nonzero, so $`(i,m_i)S(f)`$. This shows that the points $`(i,m_i)`$ appear both in the Newton polygon of $`f`$ (considered as a polynomial in $`u_1`$ as in (3.5)) and in the support of $`f`$. Comparing $`𝒩(f)`$ and the Newton polygon shows that the lower faces of $`𝒩(f)`$ comprise exactly the Newton polygon of $`f`$. Thus, there is a norm $`||^{(F)}`$ on $`R_2^{(p)}/f`$ extending $`||`$ for which

$$|u_1|^{(F)}=p^\lambda ,\text{ where }\lambda \text{ is the slope of }F\text{.}$$

The vector

$$\left(\begin{array}{c}\mathrm{log}_p|u_1|^{(F)}\\ \mathrm{log}_p|u_2|^{(F)}\end{array}\right)=\left(\begin{array}{c}\lambda \\ 1\end{array}\right)$$

is therefore an outward normal to the face $`F`$. ∎

These norms will now be used to show that a non-mixing sequence must asymptotically approximate some of the structure of $`𝒩(f)`$, by applying the simple observation that (3.1) implies (3.2) to the algebraic characterisation of mixing, using a norm adapted to the shape $`𝒩(f)`$.

###### Proposition 3.5.

Assume that $`\left(A^{(j)}\right)=(𝐧_1^{(j)},𝐧_2^{(j)},\mathrm{},𝐧_r^{(j)})`$ is a sequence in $`\left(^2\right)^r`$ with the property that

(3.6)
$$m_1u^{𝐧_1^{(j)}}+m_2u^{𝐧_2^{(j)}}+\mathrm{}+m_ru^{𝐧_r^{(j)}}=0$$

for all $`j`$, where $`m_1,\mathrm{},m_rR_2^{(p)}/𝔭`$ are non-zero. Write $`𝒩(A^{(j)})`$ for the convex hull of the set $`\{𝐧_1^{(j)},𝐧_2^{(j)},\mathrm{},𝐧_r^{(j)}\}`$. Fix a face $`F`$ of $`𝒩(f)`$. Then there is a constant $`K>0`$ such that there is a face of $`𝒩(A^{(j)})`$ spanned (without loss of generality) by $`𝐧_1^{(j)},𝐧_2^{(j)}`$, and a vector $`𝐦_{}^{(j)}`$ with the property that the line through $`𝐧_1^{(j)},𝐦_{}^{(j)}`$ is parallel to $`F`$ and $`𝐦^{(j)}𝐧_2^{(j)}K`$.

###### Proof.

Pick a face $`F`$ of $`𝒩(f)`$ and use Lemma 3.4 to find a norm $`||`$ on $`R_2^{(p)}/f`$ so that $`\left(\begin{array}{c}\mathrm{log}_p|u_1|\\ \mathrm{log}_p|u_2|\end{array}\right)`$ is an outward normal to $`𝒩(f)`$ through $`F`$. Let $`L=2\mathrm{max}_{i=1,\mathrm{},r}\{\left|\mathrm{log}_p|m_i|\right|\}.`$

Fix $`j`$ for now, and choose $`t`$ to maximize $`|u^{𝐧_t^{(j)}}|`$. This corresponds to $`𝐧_t^{(j)}`$ being extremal in $`𝒩(A^{(j)})`$ in the direction of $`\left(\begin{array}{c}\mathrm{log}_p|u_1|\\ \mathrm{log}_p|u_2|\end{array}\right)`$. Let $`\mathrm{}`$ be the line through $`𝐧_t^{(j)}`$ parallel to $`F`$. Assume that no other point of $`A^{(j)}`$ lies within $`L`$ of the line $`\mathrm{}`$. Then for $`it`$ we get

$$𝐧_i^{(j)}\left(\begin{array}{c}\mathrm{log}_p|u_1|\\ \mathrm{log}_p|u_2|\end{array}\right)<𝐧_t^{(j)}\left(\begin{array}{c}\mathrm{log}_p|u_1|\\ \mathrm{log}_p|u_2|\end{array}\right)L$$

and

$$|m_iu^{𝐧_i^{(j)}}|=|m_i||u^{𝐧_i^{(j)}}|<p^L|m_i||u^{𝐧_t^{(j)}}||m_tu^{𝐧_t^{(j)}}|.$$

This shows that in (3.6) one term is bigger than all the others, which is impossible for a non-Archimedean norm $`||`$. Therefore, for every $`j`$ there must be a second point $`n_s^{(j)}`$ within distance $`L`$ of the line $`\mathrm{}`$. If necessary, pass to a subsequence so that $`t`$ and $`s`$ are independent of $`j`$. By renaming the indices assume $`t=1,s=2`$.

Let $`V`$ be the rational subspace normal to $`\left(\begin{array}{c}\mathrm{log}_p|u_1|\\ \mathrm{log}_p|u_2|\end{array}\right)`$, and choose a basis $`𝐛_1,𝐛_2`$ of $`^2`$ with $`𝐛_1V`$. For every $`𝐧^2`$ the component $`a_2𝐛_2`$ of $`𝐧=a_1𝐛_1+a_2𝐛_2`$ can be found by projection along $`V`$. Since $`𝐧_2^{(j)}`$ is within $`L`$ of the line $`\mathrm{}=V+n_1^{(j)}`$, the projections of $`𝐧_1^{(j)}`$ and $`𝐧_2^{(j)}`$ onto $`𝐛_2`$ are close together, say within distance $`K`$. This shows that $`𝐧_2^{(j)}=𝐦^{(j)}+𝐜^{(j)}`$ with $`𝐦^{(j)}V+n_1^{(j)}`$, $`𝐜^{(j)}<K`$. ∎

###### Proof.

(of Theorem 3.1) First recall that $`S(f)`$ is automatically a non-mixing shape for $`\alpha `$ (see \[7, Examples 27.1\]), so

$$(\alpha )<|S(f)|.$$

On the other hand, the convex hull $`𝒩(A^{(j)})`$ is a convex polygon. By Proposition 3.5, each face $`F`$ of $`𝒩(f)`$ must appear with a uniformly bounded error as one of the faces of $`𝒩(A^{(j)})`$. Since the differences in (1.1) go to infinity, the slope of this matching face approaches the slope of $`F`$. It follows that there must be at least $`R`$ faces on the convex set $`𝒩(A^{(j)})`$, so $`A^{(j)}`$ must have at least $`R`$ points. Thus $`R1(\alpha )`$. ∎

###### Proof.

(of Theorem 3.2) If $`𝒩(f)`$ lies on a line, then $`\alpha `$ cannot be mixing. If $`𝒩(f)`$ is an $`R`$-gon with $`R>3`$ then Theorem 3.1 shows that $`(\alpha )3`$. So assume that $`𝒩(f)`$ is a triangle, with vertices $`𝐝_i`$ for $`i=1,2,3`$. Let $`F_i`$ be the face of $`𝒩(f)`$ spanned by $`𝐝_i,𝐝_{i+1}`$ (reduce subscripts mod $`3`$). Assume additionally that $`\alpha `$ is not mixing of order $`3`$: We will deduce that there is a shape of cardinality $`3`$ which is not mixing.

There exist non-zero elements $`a,b,cR_2^{(p)}/f`$, and three sequences $`𝐧_i^{(j)}`$ of lattice points with (1.1) and

(3.7)
$$au^{𝐧_1^{(j)}}+bu^{𝐧_2^{(j)}}+cu^{𝐧_r^{(j)}}=0$$

for all $`j`$. Without loss of generality, assume that $`𝐧_i^{(j)},𝐧_{i+1}^{(j)}`$ (again, reduce subscripts mod $`3`$) are the two points in $`A^{(j)}`$ satisfying Proposition 3.5 for the face $`F_i`$. Let $`i=1`$. Then there exists $`𝐦^{(j)}^2`$ bounded away from $`𝐧_2^{(j)}`$ such that $`𝐦^{(j)}`$ is actually on the line through $`𝐧_1^{(j)}`$ parallel to $`F_1`$. Passing to a subsequence, we may assume that

$$𝐧_2^{(j)}𝐦^{(j)}=𝐤$$

is independent of $`j`$. Transform equation (3.7) to

$$au^{𝐧_1^{(j)}}+(bu^𝐤)u^{𝐦^{(j)}}+cu^{𝐧_r^{(j)}}=0.$$

In other words, by changing $`b`$ slightly we can assume that $`𝐧_1^{(j)}`$ and $`𝐧_2^{(j)}`$ are actually on a line parallel to $`F`$. By changing $`𝐧_2^{(j)}`$ if necessary by another bounded amount, we can assume that there exists $`s_j`$ with

$$𝐧_2^{(j)}𝐧_1^{(j)}=s_j(𝐝_2𝐝_1).$$

Repeat this for the face $`F_2`$, and change the vector $`𝐧_3^{(j)}`$ accordingly. Now we know that there exists $`t_j`$ such that

$$𝐧_3^{(j)}𝐧_2^{(j)}=t_j(𝐝_3𝐝_2).$$

Using Proposition 3.5 again for the face $`F_3`$, we see that $`𝐧_1^{(j)}`$ and $`𝐧_3^{(j)}`$ are almost on the same line parallel to $`F_3`$. This almost similarity between $`𝒩(f)`$ and $`𝒩(A^{(j)})`$ shows that $`|s_jt_j|`$ is bounded. Changing $`𝐧_3^{(j)}`$, again by a uniformly bounded amount, we can achieve $`s_j=t_j`$ so the triangles are similar. This shows that $`\{𝐝_1,𝐝_2,𝐝_3\}`$ is a non-mixing shape. ∎

## 4. Examples

###### Example 4.1.

Theorem 3.1 shows that if $`f`$ is an irreducible polynomial for which the support $`S(f)`$ coincides with the extreme points of the Newton polygon $`𝒩(f)`$, then $`(\alpha )=|S(f)|1`$. In order to produce an example $`\alpha `$ with prescribed order of mixing $`(\alpha )=k`$, it is therefore sufficient to exhibit such an irreducible polynomial with $`|S(f)|=k+1`$. This may be done using Eisenstein’s irreducibility criterion (see  for a general norm-theoretic treatment of the Eisenstein criterion). Two simple examples will illustrate the method; it is clear from these how to build an example for any order of mixing. We are grateful to Klaus Schmidt for pointing out that an explicit construction of such a family of examples was not known previously.

1. To find an example with order of mixing $`3`$, consider $`f(u_1,u_2)=u_1^2+u_1u_2^2+u_2^3+u_2𝔽[u_2][u_1]`$; the prime $`u_2𝔽[u_2]`$ divides the coefficients $`u_2^2`$ and $`u_2^3+u_2`$ but $`u_2^2`$ does not divide the coefficient $`u_2^3+u_2`$. By Eisenstein’s criterion $`f`$ is irreducible. The support of the polynomial is shown in Figure 4.
2. To find an example with order of mixing $`5`$, let $`f(u_1,u_2)=u_1^6+u_1^5u_2+u_1^3u_2^2+u_2+u_2^3.`$ As before, this is seen to be irreducible by viewing it as a polynomial in $`u_1`$ with coefficients in $`𝔽[u_2]`$. The support of the polynomial is shown in Figure 5.

Notice that in these examples we are choosing the shape of the support freely; it is also possible to find examples for which any prescribed shape is the minimal non-mixing shape by , though not in a constructive fashion.

###### Example 4.2.

Theorem 3.2 shows that the system corresponding to the ideal $`𝔭=2,1+u_1+u_2+u_2^2`$ is 3-mixing, answering a question in \[7, p. 283\].

###### Example 4.3.

In the previous example, we used the fact from  that no shape with cardinality 3 is non-mixing. An alternative method to show this is to use a result of Voloch on solutions to $`ax+by=1`$ in function fields. Consider again $`𝔭=2,1+u_1+u_2+u_2^2`$; then Theorem 3.1 says that

$$2(\alpha )<4,$$

and we wish to show that $`(\alpha )=3`$. To see this, assume that

$$\left(𝐧_1^{(j)},𝐧_2^{(j)},𝐧_3^{(j)}=0\right)$$

is a non-mixing sequence for $`\alpha `$ with $`𝐧_s^{(j)}𝐧_t^{(j)}\mathrm{}`$ as $`j\mathrm{}`$ for $`st`$. Then there are elements $`m_1,m_2,m_3`$ of $`R_2/𝔭`$, not all zero, with

(4.1)
$$m_1u^{𝐧_1^{(j)}}+m_2u^{𝐧_2^{(j)}}=m_3$$

for infinitely many $`j`$. The field of fractions of $`R_2/𝔭`$ may be identified with $`𝔽_2(t)`$ by the map $`u_1t`$, $`u_21+t+t^2`$, and in this field (4.1) becomes

(4.2)
$$ax+by=1$$

with infinitely many solutions for $`x,y`$ in the finitely generated multiplicative subgroup $`G=t,1+t+t^2`$ of $`𝔽_2(t)^{}`$. By , it follows that (4.2) is a $`G`$-trivial equation: there is an $`n1`$ for which $`a^n,b^nG`$. Since $`G`$ is generated by irreducible polynomials, this can only be true if $`a,bG`$. So there is an infinite family of equations

(4.3)
$$u^{𝐦_1^{(j)}}+u^{𝐦_2^{(j)}}=1$$

with $`𝐦_1^{(j)}`$, $`𝐦_2^{(j)}`$, and $`𝐦_1^{(j)}𝐦_2^{(j)}\mathrm{}`$ as $`j\mathrm{}`$. By considering the shape of $`𝒩(1+u_1+u_1^2+u_2)`$, this shows that the polynomial in (4.3) has the same shape as $`𝒩(1+u_1+u_1^2+u_2)`$, so (without loss of generality), $`𝐦_1^{(j)}=(0,m(j))`$ and $`𝐦_2^{(j)}=(2m(j),0)`$ for some $`m(j)\mathrm{}`$. Thus the equation reduces to

(4.4)
$$(1+t+t^2)^{m(j)}=1+t^{2m(j)}.$$

Write $`m(j)=2^e\mathrm{}`$, $`\mathrm{}`$ odd, for some $`e0`$. Then the left-hand side of (4.4) is

$`(1+t+t^2)^{2^e\mathrm{}}`$ $`=`$ $`(1+t+O(t^2))^{2^e}`$
$`=`$ $`1+t^{2^e}+O(t^2)^{2^e}`$
$`=`$ $`1+t^{2^{e+1}\mathrm{}},`$
which is impossible. It follows that $`(\alpha )=3`$.

## 5. Further results

###### Remark 5.1.

(1) An extension of the arguments above using the product formula for norms in function fields can be used to show that the set of ratios of lengths of faces of $`𝒩(A^{(j)})`$ in a sequence that witnesses the failure of $`R`$-fold mixing is bounded.

(2) If $`S(f)`$ is a rectangle, then the methods used above show that the only non-mixing sequences of cardinality $`4`$ asymptotically arise from the non-mixing shape $`S(f)`$. However, if $`|S(f)|=4`$ and $`S(f)`$ has a pair of non-parallel sides, then this approach does not give anything stronger than (1) above. Since this approach does not give Conjecture 1.1 even for $`r=4`$ it has not been pursued further.

(3) Further progress on these problems, particularly when $`S(f)𝒩(f)^{}`$ is non-empty, seems to require Diophantine results on $`S`$-unit equations in finite characteristic.

The method used to prove Proposition 3.5 may also be applied to prove the following theorem, the first part of which relates to $`^d`$-actions for any $`d2`$.

###### Theorem 5.2.

(1) If a sequence $`(𝐧_1^{(j)},𝐧_2^{(j)},\mathrm{},𝐧_r^{(j)})`$ in $`\left(^d\right)^r`$ has the property that, for every $`st`$,

$$\frac{𝐧_s^{(j)}𝐧_t^{(j)}}{𝐧_s^{(j)}𝐧_t^{(j)}}𝐯(s,t),$$

for some vector $`𝐯(s,t)`$ whose entries are linearly independent over $``$, then the sequence is a mixing sequence for any mixing algebraic $`^d`$-action.

(2) Now fix $`d=2`$ and let $`\alpha `$ be determined by an irreducible polynomial $`fR_2^{(p)}`$ as above. Then any shape that does not contain all the faces of $`𝒩(f)`$ as directions of differences is a mixing shape for $`\alpha `$.