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Adiabatic action drift bound: order-ε change of the action on the O(1/ε) time scale

Statement

Let ε>0, A>0, ω0>0, let J^,S^⊆R be open intervals, and let J⊆J^ and S⊆S^ be intervals with nonempty interiors (A one-frequency parameter-dependent action-angle branch, its transformed Hamiltonian and its drift generator, Intervals of R: the nine order-convex forms, nondegeneracy, and length). Let h:J^×S^→R and k:J^×R×S^→R be C2, with k 2π-periodic in θ on J×R×S. Let K⊆J and S0⊆S be compact intervals, let s0∈S0, and suppose

∣∂Ih(I,s)∣≥ω0((I,s)∈K×S0).

Let (I,θ,s):[0,A/ε]→J×R×S be a branch solution of the branch vector field of the datum (A one-frequency parameter-dependent action-angle branch, its transformed Hamiltonian and its drift generator) with s(0)=s0, and suppose that for every t∈[0,A/ε] one has I(t)∈K and s(t)∈S0. Then for every t∈[0,A/ε],

∣I(t)−I(0)∣≤ε[2sup⁡K×[0,2π]×S0∣g∣+Asup⁡K×[0,2π]×S0∣∂Ig ∂θk−∂θg ∂Ik−∂sg∣],

where g=(k−⟨k⟩)/∂Ih is the drift generator of the datum.

Remarks

  • Conditional character. The bound is conditional on the branch solution staying in the compact sets K×S0, i.e. on the action coordinate not leaving the chart along the motion; the trapping is an explicit hypothesis, not a consequence. The chart itself — the existence of a smooth parameter-dependent action-angle family with ∣ω∣≥ω0 — is likewise a hypothesis of the definition, not proved here. No claim of exact invariance is made: the right-hand side is a bound of order ε and grows linearly in the rescaled time A.
  • Comparison with the sources. Both cited treatments derive the order-ε (averaged) statement ⟨I˙⟩=0; Tong's Section 4.6 explicitly remarks that stricter proofs are deferred to the literature, and Likharev's averaged identity likewise treats the parameter as frozen over one period. The present theorem replaces averaging by the exact chain-rule identity (I+εg)′=−ε2(…) and hence yields a uniform-in-time bound on the stated horizon under the explicit trapping and frequency hypotheses. No exact conservation is asserted.

Facts & Assumptions

Given: The intervals J,S, the compact intervals K,S0, the constants ε,A,ω0,s0, the C2 data h,k with k 2π-periodic in θ, the drift generator g, and a branch solution (I,θ,s) as in the statement.

[F1]

The branch vector field is (I,θ,s)′=Φ^ with Φ^(I,θ,s)=(−ε∂θk, ∂Ih+ε∂Ik, ε); consequently s(t)=s0+εt, I′=−ε∂θk(I,θ,s) and θ′=ω+ε∂Ik(I,θ,s) with ω=∂Ih; see A one-frequency parameter-dependent action-angle branch, its transformed Hamiltonian and its drift generator. [given]

[F2]

The angle average ⟨k⟩(I,s)=12π∫02πk(I,θ,s) dθ is of class C1 on the open parameter domain J^×S^, with ∂I⟨k⟩=⟨∂Ik⟩ and ∂s⟨k⟩=⟨∂sk⟩, by differentiation under the integral sign on compact rectangles (Leibniz's rule on a compact rectangle: an interior parameter derivative with a continuous extension may be passed through a Riemann integral). Since ∣∂Ih∣≥ω0>0 on K×S0, the quotient g=(k−⟨k⟩)/∂Ih is C1 on a neighborhood of K×[0,2π]×S0; in particular ∂θg=∂θk/∂Ih there, because ⟨k⟩ does not depend on θ. [given]

[F3]

The suprema in the statement are finite: g and its first partial derivatives and the partial derivatives ∂θk,∂Ik,∂sg are continuous on the compact set K×[0,2π]×S0 (periodicity of k and of its derivatives in θ makes [0,2π] a full period; If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative for the differentiable structure used below). [given]

[F4]

Chain rule for a composite t↦g(I(t),θ(t),s(t)): if g is totally differentiable at the relevant points and t↦(I,θ,s) is differentiable, then ddtg(I,θ,s)=∂Ig I′+∂θg θ′+∂sg s′ (The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a)). [given]

[F5]

Fundamental theorem and norm bound: a differentiable curve on an interval with continuous derivative satisfies u(t)−u(0)=∫0tu′ (If f:[a,b]→Rm is differentiable with integrable f′ then ∫abf′=f(b)−f(a); and a bounded derivative makes f Lipschitz, The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral), and ∣∫0tϕ∣≤∫0t∣ϕ∣ for real continuous ϕ (For a≤b and f:[a,b]→Rm integrable when a<b, ∥∫abf∥2≤∫ab∥f∥2; for a<b, ∥f∥2 is integrable for the one-dimensional case, or monotonicity of the integral). [given]

Proof

technique · direct; conjugate the action by the drift generator so that the fast angle cancels exactly, then integrate the remaining order-$\varepsilon^2$ identity and bound the errors
1.1F1F2F4algebra

Along the branch solution the composite t↦g(t):=g(I(t),θ(t),s(t)) is differentiable, and by [F1], [F2], [F4], g′=∂Ig (−ε∂θk)+∂θg (ω+ε∂Ik)+∂sg ε. Since ∂θg ω=∂θkωω=∂θk by [F2], this gives g′=−ε∂Ig ∂θk+∂θk+ε∂θg ∂Ik+ε∂sg, hence I′+εg′=−ε∂θk+εg′=−ε2(∂Ig ∂θk−∂θg ∂Ik−∂sg), that is, ddt(I+εg(I,θ,s))=−ε2(∂Ig ∂θk−∂θg ∂Ik−∂sg) at every t∈[0,A/ε].

2.1step 1.1F3F5

Integrating: by [F5] applied to the curve u(t):=I(t)+εg(I(t),θ(t),s(t)), whose derivative is continuous by step 1.1 and [F3], u(t)−u(0)=−ε2∫0t(∂Ig ∂θk−∂θg ∂Ik−∂sg)(I(r),θ(r),s(r)) dr, so by [F3] and the norm bound of [F5], ∣u(t)−u(0)∣≤ε2t C≤εAC, where C:=sup⁡K×[0,2π]×S0∣∂Ig ∂θk−∂θg ∂Ik−∂sg∣ and t≤A/ε.

3.1step 2.1F3algebra∎

Conclusion: writing u=I+εg and using the triangle inequality, ∣I(t)−I(0)∣≤∣u(t)−u(0)∣+ε∣g(I(t),θ(t),s(t))∣+ε∣g(I(0),θ(0),s(0))∣≤εAC+2εsup⁡K×[0,2π]×S0∣g∣, which is the displayed bound.

Depends on

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