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Arnolds Mathematical Methods of Classical Mechanics

reading group Summer 1999, Week 4


Section 4 Systems with one degree of freedom (revisited)
Problem: Find the tangent lines to the branches of the critical level corresponding to maximal potential energy
.
Solution: Taylor expand the potential
know that we are at energy
, which means that
, which means that
which leads after some algebra to Arnolds answer

. We
, or
,
.

Problem: Let
be the area enclosed by the closed phase curve corresponding to the energy level . Show that the period of motion along this curve is
equal to
.
Solution: We know from conservation of energy that
and thus the area is equal to

where
are the turning point of the motion. Differentiating under the
integral sign, we find:

which we recognize from Week 2 is


, or the total period of motion
(since we go from
to and back to
and the time of travel on the way
back is the same as on the way forward by symmetry).
Arnold does not mention this, but I believe this problem is a special case of a
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more general phenomenon. Given


, consider a classical motion from
to taking total time , and define
(
being the
Lagrangian, kinetic energy minus potential energy). Then a careful chain rule
shows that
, where is the energy of the classical motion. Similarly,
given
, consider a classical motion from
to
at energy , and
define
. One can then show that
, where is
the total duration of the classical motion. All of this can be formulated more
nicely and generally, and perhaps we will get to it later in Arnold.
Problem: Let
Find the period
the point .

be the value of the potential function at a minimum point .


of small oscillations in a neighborhood of

Solution: Sorry, I was thinking about the above while Lyle was doing this. I
think it was a Taylor expansion as in the first problem?
Problem: Consider a periodic motion along the closed phase curve corresponding to the energy level . Is it stable in the sense of Liapunov?.
First, we need to define Liapunov stability. Consider a first-order differential
equation
for
. (You can apply this to higher-order ODEs
by changing them to systems of first-order ones). Let
be its solution with
initial condition
. We say
is Liapunov stable if for all
,
there exists
so that if
, and
is the solution to the ODE
with initial condition , then
for all
.
Conceptually, solutions that start close will stay close for all time.
Solution: It is very rare that a periodic motion will be Liapunov stable, for the
following reason. Consider a periodic motion
with period . Given any
, consider all solutions that begin within of
. Suppose one of these
solutions has a period
. Then, after time , our solution returns to
where it started, but our neighbor is lagging behind by some amount . After
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sufficiently many periods, this lag will accumulate and exceed .


Obviously, this is not a real proof, but its what Arnold probably had in mind.
As he says, the only way to get Liapunov stability is if the period is independent of the energy, such as for a harmonic oscillator. Though you rarely have
Liapunov stability, you can have orbital stability: given
, consider the tube around its image in phase space; we say
is orbitally stable if for all
, there exists
so that if
, then the phase curve
for lies entirely in the -tube around the phase curve for . This is weaker
than Liapunov stability, since
must be within of
for some , not
necessarily
, so synchronization issues as in the above problem are not a
consideration.

Phase flow
Given a point
defines a map

in the phase plane


, consider the solution
with initial conditions . Let
denote
of to itself. The set of is called the phase flow.

Problem: Show that the system with potential energy


a phase flow.

to
. This

does not define

Solution: For most initial conditions , the solution to the ODE


blows up in some finite time (since the integral for time of travel
gives a finite result as
). Thus
is undefined for
. In fact, it seems that for any
not exist.

, there exists

Problem: Find the image of the circle


for
.

for which

does

under the phase flow

Solution: By common sense, one can arrive at the picture shown in Arnold.
However, the question arose as to whether the image was truly a perfect el3

lipse. Lyle said that by direct computation, one can show that it is. Stephanie
presented a way of seeing this by directly computing the phase flow for this
problem (in general, this is impossible to do in closed form). The ODE can be
written as:

Since this is a constant coefficient system, we know its solution immediately:

Thus,

is simply a linear transformation: multiplication by the matrix

Since
is symmetric, it can be diagonalized, i.e. written as a product of a
rotation, a diagonal matrix, and the inverse rotation. The first rotation leaves
the circle a circle; the diagonal matrix turns it into an ellipse, and then the
inverse rotation leaves the ellipse an ellipse. (Stephanie also showed how to
use the diagonalization to compute .)

Section 5 Systems with two degrees of freedom (revisited)


Consider now
a function

for
. We say is conservative if there exists
(called the potential energy) such that
.

Problem: Find an example of a system of the form


servative.

that is not con-

Solution: A common sense solution is to consider a force field that always


points azimuthally, say in the clockwise direction. Then, if you integrate
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over a circle, you will not get zero, which you would get if were conservative,
since it would be
, where is the initial (and final) point of the
chosen circle (more on this is coming in Section 6). For example, one could
choose
. Another way to see this is not conservative is to
observe that
, whereas these partials would both equal
if
were conservative.
Consider a conservative system. Because of conservation of energy, all phase
curves must lie on the constant-energy hypersurface
. For example, for the two dimensional harmonic oscillator,
, the constantenergy surface is a sphere in four-space. The solution takes the form:

Problem: Show that the phase curves are great circles of this sphere.
Solution: We need to find two linearly independent vectors in
ways perpendicular to
. That is, we seek
for all . In other words, we want:
Thus, we want:

or

that are also that

Since a 2-by-4 matrix always has at least two linearly independent vectors in
its kernel, we can always find two linearly independent
.
Problem: Show that the set of phase curves for the 2D harmonic oscillator
forms a two-dimensional sphere.
Solution: The set of all great circles of the constant-energy sphere is isomorphic to the set of planes in containing the origin, which one can show to be
four-dimensional. Evidently in this case we can not achieve all great circles as
phase curves. Indeed, since the above 2-by-4 matrix has special structure, not
all possible pairs of
can occur as its nullvectors.
We can rewrite the solutions as:

). Thus, we may describe a phase curve by


.

Unproven Claim: Two phase curves


and only if one of the following holds
(a)

are equal if

, and

mod

(b)
(c)
Now, consider a sphere in with height and bottom at the origin. Let
be the height of a point on the sphere and
its azimuthal angle. Set
and
. I believe that using the above claim, this map is the
desired isomorphism from the 2-sphere onto the set of phase curves.
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