Hamiltonian Formalism

Legendre transformations









Legendre transformation:
) , ( y x f
Adrien-Marie
Legendre
(1752 1833)
dy
y
f
dx
x
f
df
c
c
+
c
c
=
y
f
v
x
f
u
c
c
=
c
c
=
vdy udx+ =
ux f g = xdu udx df dg = xdu udx vdy udx + =
xdu vdy dg =
u
g
x
y
g
v
c
c
=
c
c
=
du
u
g
dy
y
g
c
c
+
c
c
=
) , ( u y g
u
g
x
y
g
v
ux y x f u y g
c
c
=
c
c
=
=
;
) , ( ) , (
What is H?




Conjugate momentum

Then



So

=
=
M
m
m m M M
q p t q q q q L H
1
1 1
) , ,..., , ,..., (

L q
q
L
H
M
m
m
m

c
c
=

=1

m
m
p
q
L
=
c
c

=
+ =
M
m
m m M M
M M
q p t q q q q L
t p p q q H
1
1 1
1 1
) , ,..., , ,..., (
) , ,..., , ,..., (

u
g
x
y
g
v
ux y x f u y g
c
c
=
c
c
=
=
;
) , ( ) , (
What is H?

=
|
|
.
|

\
|
c
c

c
c
=
M
m
m
m
m
m
q d
q
L
dq
q
L
1

=
+ =
M
m
m m
q p L H
1

|
.
|

\
|
+ =

=
M
m
m m
q p d dL dH
1

( )

=
+ +
c
c

M
m
m m m m
dp q q d p dt
t
L
1

m
m
p
q
L
=
c
c

( ) dt
t
L
dp q dq p
M
m
m m m m
c
c
+ =

=1

|
|
.
|

\
|
c
c
=
c
c
m m
q
L
dt
d
q
L

( )
m m
p p
dt
d

= =
What is H?
m
m
p
q
H

=
c
c
( ) dt
t
L
dp q dq p dH
M
m
m m m m
c
c
+ =

=1

m
m
q
p
H

=
c
c
t
L
t
H
c
c
=
c
c
t
H
p
p
H
q
q
H
dt
dH
M
m
m
m
m
m
c
c
+
|
|
.
|

\
|
c
c
+
c
c
=

=1

( )
t
H
p q q p
M
m
m m m m
c
c
+ + =

=1

t
H
dt
dH
c
c
=
dt
dH
=
What is H?

If




Then

Kinetic energy

In generalized coordinates
2 1 0
,
2 1 2
2 1 1 2 1 0
) , ,..., , (
) , ,..., , ( ) , ,..., , (
L L L q q t q q q l
q t q q q l t q q q L L
j
j i
i M ij
i
i M i M
+ + = +
+ =

0 2
L L H =

=
i
i i
r m T
2
2
1

) , ,..., , (
2 1
t q q q r r
M i i

=
2
2
1
|
|
.
|

\
|
c
c
+
c
c
=

j
j
j
i i
i
i
q
q
r
t
r
m T


What is H?







For scleronomous generalized coordinates





Then

If
0 2
L L H =
) ,..., , (
2 1 M i i
q q q r r

=
2
2
1
|
|
.
|

\
|
c
c
+
c
c
=

j
j
j
i i
i
i
q
q
r
t
r
m T



|
|
.
|

\
|
c
c

c
c
+
|
|
.
|

\
|
c
c

c
c
+
k j
k j
i
k
i
j
i
i
j
j
i
i
j
i
i
q q
q
r
q
r
m q
t
r
q
r
m
,
2
1

2
2
1
|
.
|

\
|
c
c
=

t
r
m
i
i
i

|
|
.
|

\
|
c
c

c
c
=
k j
k j
i
k
i
j
i
i
q q
q
r
q
r
m T
,
2
1


2
L =
0
L T =
0
L V =
mec
E V T H = + =
What is H?



For scleronomous generalized coordinates, H is a
total mechanical energy of the system (even if H
depends explicitly on time)

If H does not depend explicitly on time, it is a
constant of motion (even if is not a total mechanical
energy)

In all other cases, H is neither a total mechanical
energy, nor a constant of motion
2 1 0
L L L L + + =
Hamiltons equations

Hamiltonian:



Hamiltons equations of motion:
m
m
q
H
p
c
c
=

m
m
p
H
q
c
c
=

t
L
t
H
c
c
=
c
c
Sir William Rowan
Hamilton
(1805 1865)
) , ,..., , ,..., (
) , ,..., , ,..., (
1 1
1
1 1
t q q q q L
q p t p p q q H
M M
M
m
m m M M

=
Hamiltonian formalism

For a system with M degrees of freedom, we have
2M independent variables q and p: 2M-dimensional
phase space (vs. configuration space in Lagrangian
formalism)

Instead of M second-order differential equations in
the Lagrangian formalism we work with 2M first-order
differential equations in the Hamiltonian formalism

Hamiltonian approach works best for closed
holonomic systems

Hamiltonian approach is particularly useful in
quantum mechanics, statistical physics, nonlinear
physics, perturbation theory
Hamiltonian formalism for open
systems

j
j j
Q
q
L
q
L
dt
d
+
c
c
=
|
|
.
|

\
|
c
c

j
j
j
Q
q
L
dt
dp
+
c
c
=
m
m
m
Q
q
H
p +
c
c
=

m
m
p
H
q
c
c
=

Hamiltons equations in symplectic

notation

Construct a column matrix (vector) with 2M
elements

Then



Construct a 2Mx2M square matrix as follows:
j j M j j
p q = =
+
q q ;
j
j M
j
j
p
H H
q
H H
c
c
=
|
|
.
|

\
|
c
c
c
c
=
|
|
.
|

\
|
c
c
+

;
(

=
0 1
1 0
J
(
(
(
(

=
1 ... 0 0
... ... ... ...
0 ... 1 0
0 ... 0 1
1
(
(
(
(

=
0 ... 0 0
... ... ... ...
0 ... 0 0
0 ... 0 0
0
Hamiltons equations in symplectic
notation

Then the equations of motion will look compact in
the symplectic (matrix) notation:




Example (M = 2):

J
c
c
=
H

(
(
(
(

c c
c c
c c
c c
(
(
(
(

=
(
(
(
(

2
1
2
1
2
1
2
1
/
/
/
/
0 0 1 0
0 0 0 1
1 0 0 0
0 1 0 0
p H
p H
q H
q H
p
p
q
q

Lagrangian to Hamiltonian

Obtain conjugate momenta from a Lagrangian



Write a Hamiltonian




Obtain from

Plug into the
Hamiltonian to make it a function of coordinates,
momenta, and time
m
m
q
L
p

c
c
=

=
+ =
M
m
m m
q p L H
1

) , ,..., , ,..., (
1 1
t p p q q q q
M M m m

=
) , ,..., , ,..., (
1 1
t p p q q q q
M M m m

=
Lagrangian to Hamiltonian

For a Lagrangian quadratic in generalized velocities




Write a symplectic notation:

Then a Hamiltonian



Conjugate momenta

+ +
=
n m
n m M mn
m
m M m
M M M
q q t q q b q t q q a
t q q L t q q q q L
,
1 1
1 0 1 1
) , ,..., ( ) , ,..., (
) , ,..., ( ) , ,..., , ,..., (


q b q a q

~
2
1 ~
0
+ + = L L
L H = p q
~

q b q a q p q

~
2
1 ~ ~
0
= L q b q a p q

~
2
1
) (
~
0
= L
q
p
~

c
c
=
L
|
.
|

\
|
+ +
c
c
= q b q a q
q

~
2
1 ~
~
0
L q b a

+ =
nm mn
b b =
Lagrangian to Hamiltonian



Inverting this equation



Then a Hamiltonian
q b q a p q

~
2
1
) (
~
0
= L H
q b a p

+ =
q b a p

=
q a p b

=

) (
1
q b a p
~
)
~ ~
(
1

=

) ( )
~ ~
(
2
1
) ( )
~ ~
(
1 1
0
1
a p bb b a p a p b a p =

L
0
1
) ( )
~ ~
(
2
1
L H =

a p b a p
Example: electromagnetism

) (
2
) (
A r q q
r r m
L

= |
j j
j
j
qA r m
r
L
p + =
c
c
=

m
qA p
r
j j
j

=

m
A q p
r

=
L r p H =


|
|
.
|

\
|

+
|
|
.
|

\
|

= A
m
A q p
q q
m
A q p m
m
A q p
p H

|
2
2
m
A A q A p
q
q
m
A A q A p q p p
m
A p q p p

+
+

= |
2
2
2
Example: electromagnetism

|
|
.
|

\
|

+
|
|
.
|

\
|

= A
m
A q p
q q
m
A q p m
m
A q p
p H

|
2
2
( )
| q
m
A q p
H +

=
2
2

m
A A q A p q
q
m
A A q p p
m
p p
2
2 2
2 2
2
2 2

+
+

= |
m
A A q
2
2

+
m
p p
2

=
m
A p q
q
2
2

+ |
Hamiltons equations from the
variational principle

Action functional :







Variations in the phase space :
dt t p p q q H q p
dt t q q q q L I
t
t
M M
M
m
m m
t
t
M M
}

}
|
.
|

\
|
=
=
=
2
1
2
1
) , ,..., , ,..., (
) , ,..., , ,..., (
1 1
1
1 1

) ( ) ( ) , (
) ( ) ( ) , (
0
0
t t p t p
t t q t q
m m m
m m m
ov o
o o
+ =
+ =
0 ) ( ) (
0 ) ( ) (
2 1
2 1
= =
= =
t t
t t
m m
m m
v v

Hamiltons equations from the
variational principle







Integrating by parts
dt
d
dH
p
d
q d
q
d
dp
d
dI
t
t
m
m
M
m
m
m
}

|
.
|

\
|
+ =
=
2
1
1
o o o o

dt
p
H
q
H
p q
t
t
M
m
m
m
m
m
m m m m
}

=
|
|
.
|

\
|
c
c

c
c
+ =
2
1
1
v v

= =
+
|
|
.
|

\
|
c
c

c
c
=
M
m
t
t
m m
t
t
M
m
m
m
m
m
m m m m
p dt
p
H
q
H
p q
1 1
2
1
2
1
v v

dt
q
H
p
p
H
q
t
t
M
m
m
m
m m
m
m
}

=
|
|
.
|

\
|
|
|
.
|

\
|
c
c
+
|
|
.
|

\
|
c
c
=
2
1
1
v

Hamiltons equations from the
variational principle






For arbitrary independent variations
0
2
1
1
=
|
|
.
|

\
|
|
|
.
|

\
|
c
c
+
|
|
.
|

\
|
c
c
=
}

=
dt
q
H
p
p
H
q
d
dI
t
t
M
m
m
m
m m
m
m
v
o

m
m
m
m
q
H
p
p
H
q
c
c
=
c
c
=

;
Conservation laws





If a Hamiltonian does not depend on a certain
coordinate explicitly (cyclic), the corresponding
conjugate momentum is a constant of motion

If a Hamiltonian does not depend on a certain
conjugate momentum explicitly (cyclic), the
corresponding coordinate is a constant of motion

If a Hamiltonian does not depend on time explicitly,
this Hamiltonian is a constant of motion
t
H
dt
dH
p
H
q
q
H
p
m
m
m
m
c
c
=
c
c
=
c
c
= ; ;

Higher-derivative Lagrangians

Let us recall:




Lagrangians with i > 1 occur in many systems and
theories:
1. Non-relativistic classical radiating charged particle
(see Jackson)
2. Diracs relativistic generalization of that
3. Nonlinear dynamics
4. Cosmology
5. String theory
6. Etc.
|
|
.
|

\
|
c
c
n
i
n
n m
i
x
x
x
,
) (
L
? ,... , , ,
? ... 3 , 2 , 1 , 0
t z y x x
i
n
=
=
( ) t dt t r d L dxdydz
i
m
i
, / ) ( =
}
L
z y x m
r r r r , , =
Higher-derivative Lagrangians

For simplicity, consider a 1D case:


Variation
Mikhail Vasilievich
Ostrogradsky
(1801 - 1862)
,...) , , , ( x x x x L L

=
) ( ) ( ) , (
0
t t x t x oq o + =
} }
|
.
|

\
|
+
c
c
+
c
c
+
c
c
+
c
c
= =
2
1
2
1
...
t
t
t
t
dt
x
L
x
L
x
L
x
L
dt
d
dL
d
dI
q q q q
o o

2
1
2
1
2
1
t
t
t
t
t
t
x
L
dt
x
L
dt
d
dt
x
L
q q q

c
c
+
|
.
|

\
|
c
c
=
c
c
} }
Higher-derivative Lagrangians

} }
|
.
|

\
|
+
c
c
+
c
c
+
c
c
+
c
c
= =
2
1
2
1
...
t
t
t
t
dt
x
L
x
L
x
L
x
L
dt
d
dL
d
dI
q q q q
o o

2
1
2
1
2
1
t
t
t
t
t
t
x
L
dt
x
L
dt
d
dt
x
L
q q q

c
c
+
|
.
|

\
|
c
c
=
c
c
} }
2
1
2
1
2
1
2
2
t
t
t
t
t
t
x
L
dt
d
x
L
dt
x
L
dt
d
q q q
|
.
|

\
|
c
c

c
c
+
|
.
|

\
|
c
c
=
}

Higher-derivative Lagrangians

} }
|
.
|

\
|
+
c
c
+
c
c
+
c
c
+
c
c
= =
2
1
2
1
...
t
t
t
t
dt
x
L
x
L
x
L
x
L
dt
d
dL
d
dI
q q q q
o o

2
1
2
1
2
1
t
t
t
t
t
t
x
L
dt
x
L
dt
d
dt
x
L
q q q






c
c
+
|
.
|

\
|
c
c
=
c
c
} }
2
1
2
1
2
1
2
2
t
t
t
t
t
t
x
L
dt
d
x
L
dt
x
L
dt
d
q q q

|
.
|

\
|
c
c

c
c
+
|
.
|

\
|
c
c
=
}
2
1
2
1
2
1
2
1
2
2
3
3
t
t
t
t
t
t
t
t
x
L
dt
d
x
L
dt
d
x
L
dt
x
L
dt
d
q q q q
|
.
|

\
|
c
c
+
|
.
|

\
|
c
c

c
c
+
|
.
|

\
|
c
c
=
}

Higher-derivative Lagrangians














Generalized coordinates/momenta:
0 ... ...
...
...
...
2
1
2
1
2
1
2
1
2
2
3
3
2
2
= +
|
.
|

\
|

c
c
+
|
|
.
|

\
|
+
|
.
|

\
|
c
c

c
c
+
|
|
.
|

\
|

|
.
|

\
|
c
c
+
|
.
|

\
|
c
c

c
c
+
|
|
.
|

\
|
+
|
.
|

\
|
c
c

|
.
|

\
|
c
c
+
|
.
|

\
|
c
c

c
c
=
}
t
t
t
t
t
t
t
t
x
L
x
L
dt
d
x
L
x
L
dt
d
x
L
dt
d
x
L
dt
x
L
dt
d
x
L
dt
d
x
L
dt
d
x
L
d
dI
q
q
q
q
o

... ; ; ; ;
4 3 2 1
x q x q x q x q

= = = =
...

3
2
1
p
p
p

|
.
|

\
|
c
c
|
.
|

\
|
=
...
i k
k
i k
i
x
dt
d
L
dt
d
p
Higher-derivative Lagrangians




Euler-Lagrange equations:





We have formulated a higher-order Lagrangian
formalism

What kind of behavior does it produce?
0
1
1
1
1
2
1
2
1
=
|
.
|

\
|
+
|
|
.
|

\
|
c
c
|
.
|

\
|
=

}

=

k
t
t
k
k
t
t
k
k
k
dt
d
p dt
q
L
dt
d
d
dI
q q
o
0
1
1
=
c
c
|
.
|

\
|

k
k
k
q
L
dt
d
Example

x q =
1
) , , ( x x x L L

=
x
L
dt
d
x
L
p

c
c

c
c
=
1
x q

=
2
x
L
p

c
c
=
2
) , , (
2 2 1 1
x x x L q p q p H

+ =
0
2
=
c
c
|
.
|

\
|
+
c
c

c
c
x
L
dt
d
x
L
dt
d
x
L

1
p
x
L

=
c
c
2 1
p
x
L
p

c
c
=
x
L
p p

c
c
= +
2 1
Example

2
p
x
L
=
c
c

x d
x
L
x d
x
L
dx
x
L
dp q q d p dp q q d p dH

c
c

c
c

c
c
+ + + =
2 2 2 2 1 1 1 1
1
p
x
L

=
c
c
( )
2 2 2 2 1
1 1 2 2 2 2 1 1 2 1
q d p dq p p
dq p dp q q d p dp q dq p


+
+ + + =
2 1
p p
x
L

+ =
c
c
2 2 1 1 2 2 1 1
dq p dq p dp q dp q

+ =
) , , (
2 2 1 1
x x x L q p q p H

+ =
0 ; ; =
c
c
=
c
c
=
dt
dH
q
H
p
p
H
q
m
m
m
m

Example


H is conserved and it generates evolution it is a
Hamiltonian!



Hamiltonian linear in momentum?!?!?!

No low boundary on the total energy lack of
ground state!!!

Produces runaway solutions: the system becomes
highly unstable - collapse and explosion at the same
time
L q p q p H + =
2 2 1 1

L q p q p H + =
2 2 1 1

L q p q p + =
2 2 2 1

2 1
q x q = =

Runaway solutions

Unrestricted low boundary of the total energy
produces instabilities

Additionally, we generate new degrees of freedom,
which require introduction of additional (originally
unknown) initial conditions for them

These problems are solved by means of
introduction of constraints

Constraints restrict unstable behavior and eliminate
unnecessary new degrees of freedom
Canonical transformations

Recall gauge invariance (leaves the evolution of the
system unchanged):


Lets combine gauge invariance with Legendre
transformation:






K is the new Hamiltonian (Kamiltonian )

K may be functionally different from H
dt
dF
L L = '
dt
dF
K Q P H q p
M
m
m m
M
m
m m
+ =

= = 1 1

9.1
t
K
dt
dK
Q
K
P
P
K
Q
m
m
m
m
c
c
=
c
c
=
c
c
= ; ;

} { ' }; {
m m
Q L q L
Canonical transformations



Multiplying by the time differential:






So
dt
dF
K Q P H q p
M
m
m m
M
m
m m
+ =

= = 1 1

9.1
dF Kdt dQ P Hdt dq p
M
m
m m
M
m
m m
+ =

= = 1 1
( ) ( )dt H K dQ P dq p dF
M
m
m m m m
+ =

=1
t
F
H K
Q
F
P
q
F
p
m
m
m
m
c
c
=
c
c
=
c
c
= ; ;
) , ,..., , , ,..., , (
2 1 2 1
t Q Q Q q q q F F
M M
=
Generating functions



Such functions are called generating functions of
canonical transformations

They are functions of both the old and the new
canonical variables, so establish a link between the
two sets

Legendre transformations may yield a variety of
other generating functions
) , ,..., , , ,..., , (
2 1 2 1 1
t Q Q Q q q q F F
M M
=
9.1
Generating functions



We have three additional choices:









Canonical transformations may also be produced by
a mixture of the four generating functions
) , ,..., , , ,..., , (
2 1 2 1 1
t Q Q Q q q q F F
M M
=
9.1

=
=
M
m
m m M M
P Q t P P P q q q F F
1
2 1 2 1 2
) , ,..., , , ,..., , (

=
+ =
M
m
m m M M
p q t Q Q Q p p p F F
1
2 1 2 1 3
) , ,..., , , ,..., , (
( )

=
+ =
M
m
m m m m M M
P Q p q t P P P p p p F F
1
2 1 2 1 4
) , ,..., , , ,..., , (
An example of a canonical
transformation







Generalized coordinates are indistinguishable from
their conjugate momenta, and the nomenclature for
them is arbitrary

Bottom-line: generalized coordinates and their
conjugate momenta should be treated equally in the
phase space

=
=
M
m
m m
Q q F
1
1
t
F
H K
Q
F
P
q
F
p
m
m
m
m
c
c
=
c
c
=
c
c
= ; ;
H K q P p Q
m m m m
= = = ; ;
9.2
Criterion for canonical transformations


How to make sure this transformation is canonical?



On the other hand


If



Then
9.4
) , ( ); , ( p q P P p q Q Q = =
p
Q
p
q
Q
q Q
c
c
+
c
c
=

) , ( ); , ( P Q p p P Q q q = =
P
q
q
H
P
p
p
H
P
H
c
c
c
c
+
c
c
c
c
=
c
c
p
Q
q
H
q
Q
p
H
c
c
c
c

c
c
c
c
=
P
q
p
Q
P
p
q
Q
c
c
=
c
c
c
c
=
c
c
;
P
H
Q
c
c
=

Criterion for canonical transformations

Similarly,






If



Then
9.4
p
P
q
H
q
P
p
H
p
p
P
q
q
P
P
c
c
c
c

c
c
c
c
=
c
c
+
c
c
=

Q
q
q
H
Q
p
p
H
Q
H
c
c
c
c
+
c
c
c
c
=
c
c
Q
q
p
P
Q
p
q
P
c
c
=
c
c
c
c
=
c
c
;
Q
H
P
c
c
=

Criterion for canonical transformations

So,






If
9.4
P
q
p
Q
Q
p
q
P
P
p
q
Q
Q
q
p
P
c
c
=
c
c
c
c
=
c
c
c
c
=
c
c
c
c
=
c
c
; ; ;
; ; ;
Q
H
P
P
H
Q
q
H
p
p
H
q
c
c
=
c
c
=
c
c
=
c
c
=


Canonical transformations in a
symplectic form



After transformation




On the other hand
9.4

J
c
c
=
H

j j M j j
p q = =
+
q q ;
) ( =
j j M j j
P Q = =
+
, , ;

=
c
c
=
M
j
j
j
i
i
2
1
q
q
,
,

=
j
i
ij
A
q
,
c
c

AJ
c
c
=
H

=
c
c
c
c
=
c
c
M
j
i
j
j i
H H
2
1
q
,
, q

A
c
c
=
c
c H H ~

A AJ
c
c
=
H ~

H K
t
F
= =
c
c
0
Canonical transformations in a
symplectic form



For the transformations to be canonical:

Hence, the canonicity criterion is:



For the case M = 1, it is reduced to (check yourself)
9.4

A AJ
c
c
=
H ~

J
c
c
=
H

J A AJ =
~
P
q
p
Q
Q
p
q
P
P
p
q
Q
Q
q
p
P
c
c
=
c
c
c
c
=
c
c
c
c
=
c
c
c
c
=
c
c
; ; ;
1D harmonic oscillator



Let us find a conserved canonical momentum



Generating function
E
kq
m
p
H = + =
2 2
2 2
const P=
0 = P

Q
H
c
c
=
) (P H H =
) , (
1
Q q F F =
Q
F
P
c
c
=
q
F
p
c
c
=
2 2
2 2
kq
m
p
H + =
|
|
.
|

\
|
c
c
=
Q
F
H
( )
2 2
/
2
2
kq
m
q F
+
c c
=
9.3
1D harmonic oscillator



Nonlinear partial differential equation for F

Lets try to separate variables


Lets try
( )
( )
2 2
/
/
2
2
kq
m
q F
Q F H +
c c
= c c
9.3
) ( ) ( q b Q A F =
( )
( )
2 2
'
'
2
2
kq
m
Ab
b A H + =
q b = '
2
2 2
2 2 2
'
q
k
m
A q A
H
|
|
.
|

\
|
+ =
|
|
.
|

\
|

k
m
A
A + =
2
'
m
km A +
=
2
m
km A
dQ
dA +
=
2
}
+

=
km A
dA
m Q
2
|
.
|

\
|
=

km
A
k
m
1
cot
P P H = ) (
1D harmonic oscillator





We found a generating function!
9.3
) ( ) ( q b Q A F =
( ) km A k m Q / cot /
1
= ( ) m k Q km A / cot =
( )
2
/ cot
2
q
m k Q km =
Q
F
P
c
c
=
) / ( sin 2
2
2
m k Q
k q
=
) / ) sin((
2
0
m k t t
k
E
q + =
E P P H = = ) (
1 =
c
c
=
P
H
Q

0
t t Q + =
1D harmonic oscillator

9.3
( )
2
/ cot
2
q
m k Q km F =
q
F
p
c
c
=
( ) m k Q km q / cot =
0
t t Q + =
) / ) cos(( 2
0
m k t t Em + =
) / ) sin((
2
0
m k t t
k
E
q + =
) / ) sin((
2
0
m k t t
k
E
q + =
) / ) cos(( 2
0
m k t t Em p + =
E kq m p = + 2 / 2 /
2 2
1D harmonic oscillator

9.3
p q,
P Q,
Canonical invariants

What remains invariant after a canonical
transformation?


Matrix A is a Jacobian of a space transformation

From calculus, for elementary volumes:



Transformation is canonical if
9.5
j
i
ij
A
q
,
c
c

) ( =
J A AJ =
~
[ [ [
= = =
= =
M
i
M
i
i i ij
M
i
i
d d A d
2
1
2
1
2
1
) det( q q , A

=
=
M
j
j ij i
d A d
2
1
q ,
J A AJ =
~
J A J A =
~
(

=
0 1
1 0
J
1 = J
1
~
= A A
A A
~
=
1
2
= A
1 = A
Canonical invariants





For a volume in the phase space




Magnitude of volume in the phase space is invariant
with respect to canonical transformations:
9.5
[ [
= =
=
M
i
i
M
i
i
d d
2
1
2
1
q , A
[
=
=
M
i
i
d
2
1
q
}
[
=
=
M
i
i
d V
2
1
,
,
q
q V d
M
i
i
= =
}
[
=
2
1
q ,
V V =
Canonical invariants

What else remains invariant after canonical
transformations?
J A AJ =
~
9.5
j
i
ij
A
q
,
c
c

) ( =
) , ( t v v =

A
c
c
=
c
c v v ~
~
~
~
|
|
.
|

\
|
c
c
=
|
|
.
|

\
|
c
c

u u
A

~
|
|
.
|

\
|
c
c
=
u
) , ( t u u =

A
c
c
=
c
c u u ~
A

~
|
|
.
|

\
|
c
cu
J

A
c
cv ~

J
c
c
|
|
.
|

\
|
c
c
=
v u
~ ~
|
|
.
|

\
|
c
c

u
J
c
cv
=
Canonical invariants




For M = 1





For many variables
9.5
|
|
|
|
.
|

\
|
c
c
c
c
|
|
.
|

\
|

|
|
.
|

\
|
c
c
c
c
p
v
q
v
p
u
q
u
0 1
1 0

J

J
c
c
|
|
.
|

\
|
c
c
=
c
c
|
|
.
|

\
|
c
c v u v u
~ ~
|
|
|
|
.
|

\
|
c
c

c
c
|
|
.
|

\
|
c
c
c
c
=
q
v
p
v
p
u
q
u
p
u
q
v
p
v
q
u
c
c
c
c

c
c
c
c
=

|
|
.
|

\
|
c
c
c
c

c
c
c
c
=
c
c
|
|
.
|

\
|
c
c
i
i i i i
p
u
q
v
p
v
q
u v u

~
Poisson brackets

Poisson brackets:





Poisson brackets are invariant with respect to any
canonical transformation
9.5
] , [
~
v u
p
u
q
v
p
v
q
u v u
i
i i i i

|
|
.
|

\
|
c
c
c
c

c
c
c
c
=
c
c
|
|
.
|

\
|
c
c

Simon Denis Poisson

(1781 1840)

|
|
.
|

\
|
c
c
c
c

c
c
c
c
=
|
|
.
|

\
|
c
c
c
c

c
c
c
c
i
i i i i
i
i i i i
P
u
Q
v
P
v
Q
u
p
u
q
v
p
v
q
u
Poisson brackets

Properties of Poisson brackets :
9.5
0 ] , [ = F F
] , [ ] , [ F G G F =
] , [ ] , [ ] , [ X F G F X G F + = +
] , [ ] , [ ] , [ X F G X G F GX F + =
] , [ ] , [ ] , [ X G b X F a X bG aF + = +
0 ]] , [ , [ ]] , [ , [ ]] , [ , [ = + + G F X F X G X G F
Poisson brackets





In matrix element notation:


In quantum mechanics, for the commutators of
coordinate and momentum operators:
9.5
J 1 J 1

= =
c
c
|
|
.
|

\
|
c
c
= ] , [
~
lm m l lm
J , = = ] [ ] , [
0 ] [ =
j i
,q q 0 ] [ =
j i
,p p
ij j i
,p q o = ] [
ij j i
,q p o = ] [
0 ]

[ ]

[ = =
j i j i
p , p q , q
ij j i j i
i q , p p , q o = = ]

[ ]

[
Poisson brackets and equations of
motion

9.6
t
u H u
c
c
+
c
c
|
|
.
|

\
|
c
c
=

~
) , ( t u u =
t
u u
dt
du
c
c
+
|
|
.
|

\
|
c
c
=

~
t
u
H u
c
c
+ = ] , [

J
c
c
=
H

] , [ H u
t
u
dt
du
+
c
c
=
] , [ H H
t
H
dt
dH
+
c
c
=
t
H
dt
dH
c
c
=
] , [ H
t dt
d

+
c
c
=
] , [ H =

Poisson brackets and conservation

laws



If u is a constant of motion




If u has no explicit time dependence



In quantum mechanics, conserved quantities
commute with the Hamiltonian
9.6
] , [ H u
t
u
dt
du
+
c
c
=
0 / = dt du
] , [ u H
t
u
=
c
c
0 ] , [ = u H
Poisson brackets and conservation
laws

If u and v are constants of motion with no explicit
time dependence

For Poisson brackets:







If we know at least two constants of motion, we can
obtain further constants of motion
9.6
0 ] , [ ; 0 ] , [ = = v H u H
0 ]] , [ , [ ]] , [ , [ ]] , [ , [ = + + G F X F X G X G F
0 ]] , [ , [ ]] , [ , [ ]] , [ , [ = + + v u H u H v H v u
0
] , [
=
dt
v u d
Infinitesimal canonical transformations

Let us consider a canonical transformation with the
following generating function ( small parameter):



Then
9.4

=
+ =
M
m
m m m M M
P Q q P P P q q q G F
1
2 1 2 1
) ( ) ,..., , , ,..., , ( c
dt
dF
K Q P H q p
M
m
m m
M
m
m m
+ =

= = 1 1

=
=
M
m
m m
K Q P
1

=
= =
+
+
|
|
.
|

\
|
c
c
+
c
c
+
M
m
m m m
M
m
m m m
M
m
m
m
m
m
P Q q
P Q q P
P
G
q
q
G
1
1 1
) (
) (

c
Infinitesimal canonical transformations

Multiplying by dt










Then
9.4

=
= =
= =
+
+
|
|
.
|

\
|
c
c
+
c
c
+
=
M
m
m m m m
M
m
m m m m
M
m
m
m
m
m
M
m
m m
M
m
m m
dP Q dP q
dQ P dq P dP
P
G
dq
q
G
dt K dQ P Hdt dq p
1
1 1
1 1
) (
) ( c
m
m m
q
G
p P
c
c
= c
m
m m
P
G
q Q
c
c
+ = c
H K =
Infinitesimal canonical transformations

Infinitesimal canonical transformations:



In symplectic notation:
9.4
... ;
2
c c c c +
c
c
+ =
c
c
+ =
c
c
=
m
m
m
m m
m
m m
p
G
q
P
G
q Q
q
G
p P

J
c
c
+ =
G
c
|
|
.
|

\
|
c
c
c
c
+ =
c
c
=

A
G
c

J
c
c
=
G
c

J
c
c
|
|
.
|

\
|
c
c
=
v u
v u
~
] , [

J 1
c
c
=
v
v ] , [

J
c
c
=
G
G] , [
] , [ G c =
Evolution generation





Motion of the system in time interval dt can be
described as an infinitesimal transformation
generated by the Hamiltonian

The system motion in a finite time interval is a
succession of infinitesimal transformations,
equivalent to a single finite canonical transformation

Evolution of the system is a canonical
transformation!!!
9.6
] , [ G c =
H G= dt = c
] , [ H dt =


= ] , [ H

dt = d =
d + =
Application to statistical mechanics

In statistical mechanics we deal with huge numbers
of particles

Instead of describing each particle separately, we
describe a given state of the system

Each state of the system represents a point in the
phase space

We cannot determine the initial conditions exactly

Instead, we study a certain phase volume
ensemble as it evolves in time
9.9
Application to statistical mechanics

Ensemble can be described by its density a
number of representative points in a given phase
volume


The number of representative points does not
change

Ensemble evolution can be thought as a canonical
transformation generated by the Hamiltonian

Volume of a phase space is a constant for a
canonical transformation
9.9
V
N
D =
const N =
const V =
Application to statistical mechanics

Ensemble is evolving so its density is evolving too



On the other hand




Liouvilles theorem

In statistical equilibrium
9.9
const
const
const
V
N
D = = =
] , [ H D
t
D
dt
dD
+
c
c
=
] , [ D H
t
D
=
c
c
Joseph Liouville
(1809 -1882)
0 ] , [ 0 = =
c
c
D H
t
D
HamiltonJacobi theory

We can look for the following canonical
transformation, relating the constant (e.g. initial)
values of the variables with the current ones:





The reverse transformations will give us a complete
solution
) , ,..., , ,..., (
) , ,..., , ,..., (
1 1 0 0
1 1 0 0
t p p q q p p
t p p q q q q
M M i i
M M i i
=
=
10.1
) , ,..., , ,..., (
) , ,..., , ,..., (
0 10 0 10
0 10 0 10
t p p q q p p
t p p q q q q
M M i i
M M i i
=
=
HamiltonJacobi theory

Let us assume that the Kamiltonian is identically
zero

Then

Choosing the following generating function


Then, for such canonical transformation:
10.1
0 = K
; ;
; 0 / ; 0 /
const P const Q
Q K P P K Q
i i
i i i i
= =
= c c = = c c =

t F H K c c + = /
2
0 / ) , ,..., , ,..., (
2 1 1
= c c + t F t p p q q H
M M

=
i
i i M M
P Q t P P q q F F ) , ,..., , ,..., (
1 1 2
i i
q F p c c = /
2
0 ) , ,..., , ,..., (
2 2
1
2
1
=
c
c
+
c
c
c
c
t
F
t
q
F
q
F
q q H
M
M
i i
P F Q c c = /
2
HamiltonJacobi theory




HamiltonJacobi equation

Conventionally: Hamiltons principal function




Partial differential equation

First order differential equation

Number of variables: M + 1
10.1
2
F S
0 ) , ,..., , ,..., (
2 2
1
2
1
=
c
c
+
c
c
c
c
t
F
t
q
F
q
F
q q H
M
M
Sir William Rowan
Hamilton
(1805 1865)
Karl Gustav Jacob
Jacobi
(1804 1851)
0 ) , ,..., , ,..., (
1
1
=
c
c
+
c
c
c
c
t
S
t
q
S
q
S
q q H
M
M
HamiltonJacobi theory


Suppose the solution exists, so it will produce M + 1
constants of integration:


One constant is evident:



We chose those M constants to be the new
momenta

While the old momenta
10.1
0 / ) , / ,..., / , ,..., (
1 1
= c c + c c c c t S t q S q S q q H
M M
) , ,..., , ,..., (
1 1 1
t q q S S
M M +
= o o
0 / = c c + t S H
1 1 1
1 1 1
) , ,..., , ,..., (
) , ,..., , ,..., (
+
+
+ =
M M M
M M
t q q S
t q q S
o o o
o o
i i
P o =
i
M M
i
q
t q q S
p
c
c
=
) , ,..., , ,..., (
1 1
o o
HamiltonJacobi theory

We relate the constants with the initial values of our
old variables:



The new coordinates are defined as:




Inverting those formulas we solve our problem
10.1
0 0
;
1 1
) , ,..., , ,..., (
t t q q
i
M M
i i
i i
t q q S
Q
= =
c
c
=
o
o o
|
0 0
;
1 1
0
) , ,..., , ,..., (
t t q q
i
M M
i
i i
q
t q q S
p
= =
c
c
=
o o
) , ,..., , ,..., (
) , ,..., , ,..., (
1 1
1 1
t p p
t q q
M M i i
M M i i
| | o o
| | o o
=
=
Have we met before?











Remember action?
10.1
t
S
q
q
S
dt
dS
i
i
i
c
c
+
c
c
=

i
i
q
S
p
c
c
=
0 / = c c + t S H
H q p
dt
dS
i
i i
=

L =
const Ldt S + =
}
}
=
2
1
t
t
Ldt I
) ( ) (
1 2
t S t S =
Hamiltons characteristic function

When the Hamiltonian does not depend on time
explicitly

Generating function (Hamiltons characteristic
function)
10.1
0 / / = c c = t H dt dH
) ,..., , ,..., (
1 1 2 M M
q q W F o o =
i
i
q
W
p
c
c
=
i i
i
W
P
W
Q
o c
c
=
c
c
=
) ,..., , ,..., (
1
1
M
M
q
W
q
W
q q H H
c
c
c
c
=

c
c
=
i
i
i
q
q
W
dt
dW


=
i
i i
q p
const dq p W
i
i i
+ =
}

Hamiltons characteristic function

Now we require:

So:










Detailed comparison of Hamiltons characteristic vs.
Hamiltons principal is given in a textbook (10.3)
10.3
1
1
1
) ,..., , ,..., ( o =
c
c
c
c
M
M
q
W
q
W
q q H
;
i i
P o =
;
1 i i
Q o =

1 ; / = c c = i W Q
i i i
o |
; /
1 1 1
o | c c + = W t Q
t
W
H K
c
c
+ =
1
o = K
i
i
i
i
P
K
Q
Q
K
P
c
c
=
c
c
=

;
0 =
i
P

Hamiltons characteristic function

What is the relationship between S and W ?



One of possible relationships (the most
conventional):
10.3
t q q W t q q S
M M M M 1 1 1 1 1
) ,..., , ,..., ( ) , ,..., , ,..., ( o o o o o =
0 / = c c + t S H
S
K =
1
o = H
W
K =
0
1
= o H
Periodic motion

For energies small enough we have periodic
oscillations (librations) green curves

For energies great enough we msy have periodic
rotations red curves

Blue curve separatrix trajectory bifurcation
transition from librations to rotations




10.6
Action-angle variables

For either type of periodic motion let us introduce a
new variable action variable (dont confuse with
action!):



A generalized coordinate conjugate to action
variable is the angle variable:


The equation of motion for the angle variable:
10.6
}
= pdq J
const dq p W
i
i i
+ =
}

const Ldt S + =
}
o = ) , ( p q H ) , ( o q p p = ) (o J J = ) , ( J q W W =
J
W
w
c
c
=
const J v = = ) (
J
J H
w
c
c
=
) (

Action-angle variables


In a compete cycle









This is a frequency of the periodic motion
10.6
}
c
c
= A dq
q
w
w
v w=

| + = vt w
}
c c
c
= dq
J q
W
2
J
W
w
c
c
=
}
c
c
c
c
= dq
q
W
J
}
= pdq
dJ
d
J
dJ
d
=
1 =
q
W
p
c
c
=
}
= pdq J
) ( ) ) ( ( | | t + + + = vt t v t v = 1
t / 1 = v
Example: 1D Harmonic oscillator
10.2
q
W
p
c
c
=
( ) m k E q m p
m
H / ;
2
1
2 2 2 2 2
= = + = e e
o e =
|
|
.
|

\
|
+
|
|
.
|

\
|
c
c
=
2 2 2
2
2
1
q m
q
W
m
H
}
= dq
q m
m W
o
e
o
2
1 2
2 2
t dq
q m
m S o
o
e
o =
}
2
1 2
2 2
t
q m
dq m S

=
c
c
=
}
o
e
o o
|
2
1
2
2 2
t
m
q =
o
e
e 2
arcsin
1
2
Example: 1D Harmonic oscillator
10.2
) sin(
2
2
t
m
q e e|
e
o
+ =
q
W
p
c
c
=
2 2 2
2 q m m e o =
t
m
q =
o
e
e
|
2
arcsin
1
2
) cos( 2 t m e e| o + =
E E m q m p = = + o e 2 / ) (
2 2 2 2
) tan( /
0 0 0
t p q m e e| e + =
) sin(
2
2
t
m
E
q e e|
e
+ =
) cos( 2 t mE p e e| + =
}
= dq
q m
m W
o
e
o
2
1 2
2 2
Action-angle variables for 1D harmonic
oscillator









Therefore, for the frequency:
10.6
}
= pdq J
q
W
p
c
c
=
2 2 2
2 q m m e o =
}
= dq q m m
2 2 2
2 e o
z
m
q sin
2
2
e
o
=
}
=
t
e
o
2
0
2
cos
2
zdz
e
to 2
=
t
e
o
2
J
H = =
J
H
v
c
c
=
t
e
2
=
t 2
/ m k
=
Separation of variables in the Hamilton-
Jacobi equation

Sometimes, the principal function can be
successfully separated in the following way:





For the Hamiltonian without an explicit time
dependence:



Functions H
i
may or may not be Hamiltonians
10.4
0 ) , ,..., , , (
1
=
c
c
+
c
c
t
S
t
q
S
q H
i
M
i
i
i i
o o

=
i
M i i
t q S S ) , ,..., , (
1
o o
t W S
i i i
o =
i M
i
i
i i
q
W
q H o o o =
c
c
) ,..., , , (
1