Fundamental Constraints on Uncertainty Evolution in Hamiltonian Systems

A realization of Gromov's nonsqueezing theorem and its applications to uncertainty analysis in Hamiltonian systems are studied in this note. Gromov's nonsqueezing theorem describes a fundamental property of symplectic manifolds, however, this theorem is usually started in terms of topology and its physical meaning is vague. In this note we introduce a physical interpretation of the linear symplectic width, which is the lower bound in the nonsqueezing theorem, in terms of the eigenstructure of a positive-definite, symmetric matrix. Since uncertainty is often represented in terms of a positive definite, symmetric matrix in control theory, our study can be applied to uncertainty analysis by applying the nonsqueezing theorem to the uncertainty ellipsoid. We find a fundamental inequality for the evolving uncertainty in a linear dynamical system and provide some numerical examples