An Introduction To The Classical Three-Body Problem: From Periodic Solutions To Instabilities and Chaos
An Introduction To The Classical Three-Body Problem: From Periodic Solutions To Instabilities and Chaos
An Introduction To The Classical Three-Body Problem: From Periodic Solutions To Instabilities and Chaos
The Longitude Act (1714) of the British Parliament offered £20,000 for a method to determine the longitude
at sea to an accuracy of half a degree. This was important for marine navigation at a time of exploration
of the continents. In the absence of accurate clocks that could function at sea, a lunar table along with the
observed position of the Moon was the principal method of estimating the longitude. Leonhard Euler, Alexis
Clairaut and Jean-Baptiste d’Alembert competed to develop a theory accounting for solar perturbations to
the motion of the Moon around the Earth. For a delightful account of this chapter in the history of the
three-body problem, including Clairaut’s explanation of the annual 40◦ rotation of the lunar perigee (which
had eluded Newton), see [3]. Interestingly, Clairaut’s use of Fourier series in the three-body problem (1754)
predates their use by Joseph Fourier in the analysis of heat conduction!
The French mathematical astronomer Urbain Le Verrier (1846) was intrigued by the discrepancies between
the observed and Keplerian orbits of Mercury and Uranus. He predicted the existence of Neptune (as was
widely suspected) and calculated its expected position based on its effects on the motion of Uranus around
the Sun (the existence and location of Neptune was independently inferred by John Adams in Britain). The
German astronomer Johann Galle (working with his graduate student Heinrich d’Arrest) discovered Nep-
tune within a degree of Le Verrier’s predicted position on the very night that he received the latter’s letter.
It turned out that both Adams’ and Le Verrier’s heroic calculations were based on incorrect assumptions
about Neptune, they were extremely lucky to stumble upon the correct location!
The simplest example of an orbital resonance occurs when the periods of two orbiting bodies (e.g., Jupiter
and Saturn around the Sun) are in a ratio of small whole numbers (T S /T J ≈ 5/2). Resonances can enhance
their gravitational interaction and have both stabilizing and destabilizing effects. For instance, the moons
Ganymede, Europa and Io are in a stable 1 : 2 : 4 orbital resonance around Jupiter. The Kirkwood gaps
in the asteroid belt are probably due to the destabilizing resonances with Jupiter. Resonances among the
natural frequencies of a system (e.g., Keplerian orbits of a pair of moons of a planet) often lead to difficulties
in naive estimates of the effect of a perturbation (say of the moons on each other).
If we ignore the non-zero size of celestial bodies, Newton’s sec- As preparation for the
three-body problem, we
ond law for the motion of two gravitating masses states that begin by reviewing some
key features of the
(r2 − r1 ) (r1 − r2 )
m1 r̈1 = α and m2 r̈2 = α . (1) two-body problem.
|r1 − r2 |3 |r1 − r2 |3
A 2 − m 2 α2
L · A = 0 and E= . (6)
2mL2
Newton used the solution of the two-body problem to understand Wolfgang Pauli (1926)
the orbits of planets and comets. He then turned his attention derived the quantum
to the motion of the Moon around the Earth. Lunar motion is mechanical spectrum of
the Hydrogen atom
significantly affected by the Sun. For instance, A is not conserved using the relation
and the lunar perigee rotates by 40◦ per year. Thus, he was led to between E, L2 and A2
study the Moon–Earth–Sun three-body problem. before the development
of the Schrödinger
equation. Indeed, if we
3. The Three-Body Problem postulate circular Bohr
orbits which have zero
eccentricity (A = 0) and
We consider the problem of three point masses (ma with position
quantized angular
vectors ra for a = 1, 2, 3) moving under their mutual gravitational momentum L2 = n2 2 ,
2
attraction. This system has 9 degrees of freedom, whose dynam- then En = − 2mα2 n2 where
ics is determined by 9 coupled second order nonlinear ODEs: α = e2 /4π0 is the
electromagnetic
d2 ra rb − ra analogue of Gm1 m2 .
ma = Gma mb for a = 1, 2 and 3. (7)
dt 2
ba
|rb − ra |3
As before, the three components of momentum P = a ma ṙa ,
three components of angular momentum L = a ra × pa and
energy
1 Gm m
3
a b
E= ma ṙ2a − ≡T +V, (8)
2 a=1 |r
a<b a
− rb |
The 18 phase space variables of the three-body problem (components of r1 , r2 , r3 , p1 , p2 , p3 ) satisfy 18 first
order ODEs ṙa = pa , ṗa = −∇ra V. Lagrange (1772) used the conservation laws to reduce these ODEs to a
system of 7 first order ODEs. Conservation of momentum determines 6 phase space variables comprising
the location RCM and momentum P of the CM. Conservation of angular momentum L = ra × pa and
energy E lead to 4 additional constraints. By using one of the coordinates as a parameter along the orbit (in
place of time), Lagrange reduced the three-body problem to a system of 7 first order nonlinear ODEs.
The planar three-body problem is the special case where the masses In Lagrange’s solutions,
always lie on a fixed plane. For instance, this happens when the bodies lie at vertices of
CM is at rest (J̇3 = 0) and the angular momentum about the CM equilateral triangles
while they are collinear
vanishes (LCM = M1 J1 × J̇1 + M2 J2 × J̇2 = 0). In 1767, the in Euler’s solutions. In
Swiss scientist Leonhard Euler discovered simple periodic solu- both cases, the force on
tions to the planar three-body problem where the masses are al- each body is always
ways collinear, with each body traversing a Keplerian orbit about toward the common
center of mass and
their common CM. The line through the masses rotates about the proportional to the
CM with the ratio of separations remaining constant (see Fig- distance from it.
ure 3). The Italian/French mathematician Joseph-Louis Lagrange
rediscovered Euler’s solution in 1772 and also found new periodic
In Lagrange’s equilateral It is convenient to identify the plane of motion with the complex
solution, the size and plane C and let the three complex numbers za=1,2,3 (t) denote the
angular orientation of positions of the three masses at time t. For e.g., the real and imag-
the triangle may change
with time. In the limiting inary parts of z1 denote the Cartesian components of the position
case of zero angular vector r1 of the first mass. In Lagrange’s solutions, za (t) lie at
momentum, the three the vertices of an equilateral triangle while they are collinear in
bodies move toward or Euler’s solutions. In both cases, the force on each body is always
away from their CM
along straight lines. toward the common CM and proportional to the distance from it.
These implosion or For instance, the force on m1 in a Lagrange solution is:
explosion solutions are
called Lagrange r2 − r1 r3 − r1
F1 = Gm1 m2 + Gm1 m3
homotheties. |r2 − r1 |3 |r3 − r1 |3
Gm1
= (m1 r1 + m2 r2 + m3 r3 − M3 r1 ) , (12)
d3
Gm1 rCM − r1
F1 = M3 (rCM − r1 ) ≡ Gm1 δ1 , (13)
d 3 |rCM − r1 |3
Three-body configurations in which the acceleration of each particle points towards the CM and is propor-
tional to its distance from the CM (ab = ω2 (RCM − rb ) for b = 1, 2, 3) are called ‘central configurations’.
A central configuration rotating at angular speed ω about the CM automatically satisfies the equations of
motion (7). Euler collinear and Lagrange equilateral configurations are the only central configurations in
the three-body problem. In 1912, Karl Sundmann showed that triple collisions are asymptotically central
configurations.
Unlike in the restricted the gravitational potential of two fixed masses m1 and m2 . Initial
three-body problem, in conditions can be chosen so that m always moves on a fixed plane
the Euler three-body, the containing m1 and m2 . Thus, we arrive at a one-body problem
rest-frame of the
primaries is an inertial with two degrees of freedom and energy:
frame, so there are no
centrifugal or Coriolis
forces. This 1
μ1 μ2
E = m ẋ2 + ẏ2 − − . (17)
simplification allows the 2 r1 r2
Euler three-body
problem to be exactly
solved. Here, (x, y) are the Cartesian coordinates of m, ra the distances of
m from ma and μa = Gma m for a = 1, 2 (see Figure 7).
Just as the Kepler problem simplifies in plane-polar coordinates
(r, θ) centered at the CM, the Euler three-body problem simplifies
in an elliptical coordinate system (ξ, η). The level curves of ξ and
η are mutually orthogonal confocal ellipses and hyperbolae (see
Figure 7) with the two fixed masses at the foci 2 f apart:
Here, ξ and η are like the radial distance r and angle θ, whose
level curves are mutually orthogonal concentric circles and radial
rays. The distances of m from m1,2 are r1,2 = f (cosh ξ ∓ cos η).
We have seen that the Kepler problem is more easily solved in polar coordinates and momenta (r, θ, pr , pθ )
than in Cartesian phase space variables (x, y, px , py ). This change is an example of a canonical trans-
formation (CT). More generally, a CT is a change of canonical phase space variables (q, p) →
(Q(p, q, t), P(p, q, t)) that preserves the form of Hamilton’s equations. For one degree of freedom, Hamil-
ton’s equations q̇ = ∂H ∂p
and ṗ = − ∂H∂q
become Q̇ = ∂K∂P
and Ṗ = − ∂Q∂K
where K(Q, P, t) is the new
Hamiltonian (for a time independent CT, the old and new Hamiltonians are related by substitution:
H(q, p) = K(Q(q, p), P(q, p))). The form of Hamilton’s equations is preserved provided the basic Pois-
son brackets (PB) do not change i.e.,
Here, the Poisson bracket of two functions on phase space f (q, p) and g(q, p) is defined as
∂ f ∂g ∂ f ∂g
{ f (q, p), g(q, p)} = − . (20)
∂q ∂p ∂p ∂q
For one degree of freedom, a CT is simply an area and orientation preserving transformation of the
q-p phase plane. Indeed, the condition {Q, P} = 1 simply states that the Jacobian determinant J =
det ∂Q , ∂Q | ∂P
∂q ∂p
, ∂P = 1 so that the new area element dQ dP = J dq d p is equal to the old one. A CT
∂q ∂p
can be obtained from a suitable generating function, say of the form S (q, P, t), in the sense that the equa-
tions of transformation are given by partial derivatives of S :
∂S ∂S ∂S
p= , Q= and K=H+ . (21)
∂q ∂P ∂t
For example, S = qP generates the identity transformation (Q = q and P = p) while S = −qP generates a
rotation of the phase plane by π (Q = −q and P = −p).
When the primaries Bonnet’s theorem however does not give us all the trajectories of
coalesce at the origin the Euler three-body problem. More generally, we may integrate
( f → 0), Whittaker’s the equations of motion by the method of separation of variables
constant reduces to the
conserved quantity L2 of in the Hamilton–Jacobi equation (see [12] and Boxes 6, 7 and
the planar 2-body 8). The system possesses two independent conserved quantities:
problem. energy and Whittaker’s constant [2, 10]
Here, θa are the angles between the position vectors ra and the
positive x-axis and L1,2 = mr1,22 θ̇ ẑ are the angular momenta
1,2
about the two force centers (Figure 7). Since w is conserved,
it Poisson commutes with the Hamiltonian H. Thus, the planar
Euler three-body problem has two degrees of freedom and two
conserved quantities in involution. Consequently, the system is
integrable in the sense of Liouville.
In the planar Euler three-body problem, Hamilton’s characteristic function W depends on the two ‘old’
elliptical coordinates ξ and η. The virtue of elliptical coordinates is that the time-independent HJ equation
can be solved by separating the dependence of W on ξ and η: W(ξ, η) = W1 (ξ) + W2 (η). Writing the energy
(17) in elliptical coordinates (18) and using pξ = W1 (ξ) and pη = W2 (η), the time-independent HJ equation
(23) becomes
W (ξ)2 + W2 (η)2 − 2m f (μ1 + μ2 ) cosh ξ − 2m f (μ1 − μ2 ) cos η
E= 1 . (25)
2m f 2 (cosh2 ξ − cos2 η)
Rearranging,
W12 − 2Em f 2 cosh2 ξ − 2m f (μ1 + μ2 ) cosh ξ = −W22 − 2Em f 2 cos2 η + 2m f (μ1 − μ2 ) cos η. (26)
Since the LHS and RHS are functions only of ξ and η respectively, they must both be equal to a ‘separation
constant’ α. Thus, the HJ PDE separates into a pair of decoupled ODEs for W1 (ξ) and W2 (η). The latter
may be integrated using elliptic functions. Note that Whittaker’s constant w (24) may be expressed as
w = −2m f 2 E − α.
Developments that arose The importance of the three-body problem lies in part in the de-
from attempts to solve velopments that arose from attempts to solve it [7, 8]. These have
the three-body problem
had an impact all over astronomy, physics, and mathematics.
have had an impact
across the sciences. Can planets collide, be ejected from the solar system or suffer
significant deviations from their Keplerian orbits? This is the
question of the stability of the solar system. In the 18th cen-
tury, Pierre-Simon Laplace and J L Lagrange obtained the first
significant results on stability. They showed that to first order in
the ratio of planetary to solar masses (M p /MS ), there is no un-
bounded variation in the semi-major axes of the orbits, indicating
stability of the solar system. Siméon Denis Poisson extended this
Haretu’s results result to second order in M p /MS . However, in what came as a
essentially put an end to surprise, the Romanian Spiru Haretu (1878) overcame significant
the hope of proving the technical challenges to find secular terms (growing linearly and
stability or instability of
the solar system using a quadratically in time) in the semi-major axes at third order! This
perturbative approach. was an example of a perturbative expansion, where one expands a
physical quantity in powers of a small parameter (here the semi-
major axis was expanded in powers of M p /MS
1). Haretu’s
result however did not prove instability as the effects of his secu-
lar terms could cancel out (see Box 9 for a simple example). But
it effectively put an end to the hope of proving the stability or
instability of the solar system using such a perturbative approach.
The scale of Delaunay’s The development of Hamilton’s mechanics and its refinement in
hand calculations is the hands of Carl Jacobi was still fresh when the French dynami-
staggering: he applied a cal astronomer Charles Delaunay (1846) began the first extensive
succession of 505
canonical use of canonical transformations (see Box 6) in perturbation the-
transformations to a 7th ory [13]. He arrived at the EOM for m3 in Hamiltonian form
order perturbative using 3 pairs of canonically conjugate orbital variables (3 angular
treatment of the momentum components, the true anomaly, longitude of the as-
three-dimensional
elliptical restricted cending node and distance of the ascending node from perigee).
three-body problem. He obtained the latitude and longitude of the Moon in trigono-
metric series of about 450 terms with secular terms eliminated
(see Box 9). It wasn’t till 1970–71 that Delaunay’s heroic calcu-
The Poincaré-Lindstedt method is an approach to finding series solutions to a system such as the anharmonic
oscillator ẍ + x + gx3 = 0, which for small g, is a perturbation of the harmonic oscillator m ẍ + kx = 0 with
mass m = 1 and spring constant k = 1. The latter admits the periodic solution x0 (t) = cos t with initial
conditions x(0) = 1, ẋ(0) = 0. For a small perturbation 0 < g
1, expanding x(t) = x0 (t) + gx1 (t) + · · · in
powers of g leads to a linearized equation for x1 (t)
is unbounded due to the linearly growing secular term (−3/8)t sin t. This is unacceptable as the energy
E = 12 ẋ2 + 12 x2 + 14 gx4 must be conserved and the particle must oscillate between turning points of the
potential V = 12 x2 + g4 x4 . The Poincaré–Lindstedt method avoids this problem by looking for a series
solution of the form
x(t) = x0 (τ) + g x̃1 (τ) + · · · , (29)
where τ = ωt with ω = 1 + gω1 + · · · . The constants ω1 , ω2 , · · · are chosen to ensure that the coefficients of
the secular terms at order g, g2 , · · · vanish. In the case at hand, we have
x(t) = cos(t + gω1 t) + g x̃1 (t) + O(g2 ) = cos t + g x̃˜1 (t) + O(g2 ) where x̃˜1 (t) = x̃1 (t) − ω1 t sin t. (30)
The choice ω1 = 3/8 ensures cancellation of the secular term at order g, leading to the approximate bounded
solution
3 g
x(t) = cos t + gt + (cos 3t − cos t) + O g2 . (32)
8 32
Time evolution is particularly simple if all the generalized coordinates θ j are cyclic so that their conjugate
∂H
momenta I j are conserved: I˙j = − ∂θ j = 0. A Hamiltonian system with n degrees of freedom is integrable in
the sense of Liouville if it admits n canonically conjugate ({θ j , Ik } = δkj ) pairs of phase space variables (θ j , I j )
with all the θ j cyclic, so that its Hamiltonian depends only on the momenta, H = H(I). Here, the Kronecker
symbol δkj is equal to one for j = k and zero otherwise. It follows that the ‘angle’ variables θ j evolve linearly
in time (θ j (t) = θ j (0) + ω j t) while the momentum or ‘action’ variables I j are conserved. Here, ω j = θ̇ j = ∂H ∂I j
are n constant frequencies. Typically, the angle variables are periodic, so that the θ j parametrize circles.
The common level sets of the action variables I j = c j are, therefore, a family of tori that foliate the phase
space. Recall that a torus is a Cartesian product of circles. For instance, for one degree of freedom, θ1 labels
points on a circle S 1 while for 2 degrees of freedom, θ1 and θ2 label points on a 2-torus S 1 × S 1 which looks
like a vada or doughnut. Trajectories remain on a fixed torus determined by the initial conditions. Under
a sufficiently small and smooth perturbation H(I) + gH (I, θ), Andrei Kolmogorov, Vladimir Arnold and
Jürgen Moser showed that some of these ‘invariant’ tori survive provided the frequencies ωi are sufficiently
‘non-resonant’ or ‘incommensurate’ (i.e., their integral linear combinations do not get ‘too small’).
8. Geometrization of Mechanics
The optical path length Fermat’s principle in optics states that light rays extremize the
dτ is proportional
n(r) optical path length n(r(τ)) dτ where n(r) is the (position de-
to dτ/λ, which is the pendent) refractive index and τ a parameter along the path. The
geometric length in units
variational principle of Euler and Maupertuis (1744) is a mechan-
of the local wavelength
λ(r) = c/n(r)ν. Here, c ical analogue of Fermat’s principle [18]. q2It states that the curve
is the speed of light in that extremizes the abbreviated action q p · dq holding energy
1
vacuum and ν the E and the end-points q1 and q2 fixed has the same shape as the
constant frequency.
Newtonian trajectory. By contrast, Hamilton’s principle of ex-
tremal action (1835) states that a trajectory going from q1 at time
t1 to q2 at time t2 is a curve that extremizes the t action. Here, the
action is the integral of the Lagrangian S = t 2 L(q, q̇) dt. Typ-
1
ically, L = T − V is the difference between kinetic and potential
energies.
convention that repeated mi j q̈ j (t) = − m ji,k + mki, j − m jk,i q̇ j (t) q̇k (t). (33)
indices are summed 2
from 1 to n.
Here, mi j,k = ∂mi j /∂qk and pi = ∂∂Lq̇i = mi j q̇ j is the momentum
conjugate to coordinate qi . For instance, the kinetic metric (mrr =
m, mθθ = mr2 , mrθ = mθr = 0) for a free particle moving on a
Given a point p on a surface S embedded in three dimensions, a normal plane through p is one that is
orthogonal to the tangent plane at p. Each normal plane intersects S along a curve whose best quadratic
approximation at p is called its osculating circle. The principal radii of curvature R1,2 at p are the maximum
and minimum radii of osculating circles through p. The Gaussian curvature K(p) is defined as 1/R1 R2 and
is taken positive if the centers of the corresponding osculating circles lie on the same side of S and negative
otherwise.
of the Jacobi–Maupertuis (JM) metric gi j = (E − V(q))mi j (q) on and geodesics coincide but the
Newtonian time along trajec-
M where E = T + V is the energy. This geometric formulation of
tories is not the same as
the Euler–Maupertuis principle (due to Jacobi) follows from the the arc-length parameter along
observation that the square of the metric line element geodesics.
1 dqk dql
ds2 = gi j dqi dq j = (E − V)mi j dqi dq j = mkl mi j dqi dq j
2 dt dt
1
2 1
= mi j q̇i dq j = (p · dq)2 , (34)
2 2
so that the extremization of p · dq is equivalent to the extrem- Loosely, the potential in
ization of arc length ds. Loosely, the potential V(q) on the con- particle mechanics plays
the role of a variable
figuration space plays the role of an inhomogeneous refractive
refractive index in
index. Though trajectories and geodesics are the same curves, the optics.
Newtonian time t along trajectories is in general different from
the arc-length parameter s along geodesics. They are related by
√
ds
dt = 2(E − V) [19].
This geometric reformulation of classical dynamics allows us to Nearby geodesics on a
assign a local curvature to points on the configuration space. For surface of negative
instance, the Gaussian curvature K of a surface at a point (see curvature diverge
exponentially.
Box 11) measures how nearby geodesics behave (see Figure 11),
they oscillate if K > 0 (as on a sphere), diverge exponentially if
K < 0 (as on a hyperboloid) and linearly separate if K = 0 (as on
a plane). Thus, the curvature of the Jacobi–Maupertuis metric de-
fined above furnishes information on the stability of trajectories.
Negativity of curvature leads to sensitive dependence on initial
conditions and can be a source of chaos.
In the planar Kepler problem, the Hamiltonian (5) in the CM
frame is
p2x + p2y α
H= − where α = GMm > 0 and r2 = x2 + y2 .
2m r
(35)
A compact Riemann The corresponding JM metric line element in polar coordinates
Box 12. Inverse Square Potential and its Behavior Under Scaling
The inverse-square potential is somewhat simpler than the Newtonian one due to the behavior of the Hamil-
tonian H = a p2a /2ma − a<b Gma mb /|ra − rb |2 under scale transformations ra → λra and pa → λ−1 pa :
H(λr, λ−1 p) = λ−2 H(r, p) [6]. The infinitesimal version (λ ≈ 1) of this transformation is generated by the
dilatation operator D = a ra · pa via Poisson brackets {ra , D} = ra and {pa , D} = −pa . Here, the PB
between coordinates and momenta are {rai , pb j } = δab δi j where a, b label particles and i, j label Cartesian
components. In terms of PBs, time evolution of any quantity f is given by f˙ = { f, H}. It follows that
Ḋ = {D, H} = 2H, so scaling is a symmetry of the Hamiltonian (and D is conserved) only when the energy
vanishes. To examine long-time behavior we consider the evolution of the moment of inertia in the CM
frame ICM = a ma r2a whose time derivative may be expressed as I˙ = 2D. This leads to the Lagrange–
Jacobi identity I¨ = { I,
˙ H} = {2D, H} = 4E or I = I(0) + I(0)
˙ t + 2E t2 . Hence when E > 0, I → ∞ as t → ∞
so that bodies fly apart asymptotically. Similarly, when E < 0 they suffer a triple collision. When E = 0,
˙ controls asymptotic behavior leaving open the special case when E = 0 and I(0)
the sign of I(0) ˙ = 0. By
−2/3
contrast, for the Newtonian potential, the Hamiltonian transforms as H(λ r, λ p) = λ H(r, p) leading
1/3 2/3
to the Lagrange–Jacobi identity I¨ = 4E − 2V. This is however not adequate to determine the long-time
behavior of I when E < 0.
Acknowledgement
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