CHAPTER FIVE HAMILTONIAN SYSTEMS INTRODUCTION Lagrange’s equations of motion have been introduced first for systems of particles and then for rigid bodies. We also looked at the variational principles that also led to the equations of motion. The power of the Lagrangian formulation was based fon being able to use generalized coordinates to develop the equations of motion, Lagrange’s equations are invariant under well-defined coordinate transformations. With the appropriate choice of coordinates, we ended up with the minimal number of equations necessary to describe the dynamics of a system. Coordinates chosen to be compatible with constraints eliminated the necessity to deal with constraint forces, Nevertheless, the Lagrangian formulation is not the most general formulation in analytical dynamics. The equations of motion thus developed are equal in number to the number of degrees of freedom. The equations are of the second order. ‘The solutions of Lagrange’s equations describe the trajectory of a single point in the configuration space. This space, however, is not the best place to analyze the solutions, Through each point in the configuration space, an infinite number of dif ferent solutions may pass. depending on the given velocities at that point. Take, for example, a simple harmonic oscillator. The configuration space is the real ine. An infinite number of solutions to the equations of motion may pass through any point ‘on the real line, is much more valuable to consider position and velocity as independe' ables. Thus we analyze the motion of a point in the plane: one axis for the position and one axis forthe velocity. This is similar to the energy method discussed in Chap- {er 1. Now each point in this state space has two coordinates: one for position and. 248LEGENORE TRANSFORMATIONS — 249 the other for velocity. Conversely, the pair of coordinates defines a unique state of the system. A unique solution (0 the problem passes through any point in the state space. Thus, the state space is the logical place for analysis We write Lagrange’s equations of motion as aL aq 6.) LEGENDRE TRANSFORMATIONS Suppose that f(x) isa twice-dfferetiable function that is strictly convex, that i, sa) >0 (52) ‘on some interval. We introduce a new variable, called the tangential coordinate, defined by pas (5.3) which isthe slope of the curve. By the Inverse Function Theorem, Equation (5.3) can be solved for xp) based on the convexity assumption (5.2) on f(x). We now introduce a new function a(p) =p ~ fo) Sa) which is regarded as a function of p. The transformation from the variable pair Lx, f(0)1 to the variable pair [p. @(p)] defined by (5.4) is known as the Legendre ‘Transformation of f(x) with respect to the variable.x. This transformation has some remarkable properties. First, by definition (5.3) ofthe tangential coordinate p. Hence x isthe tangential coordinate for g(p). Also, the Legendre transformation of g(p) with respect tothe variable p is px — a(p) = px —lxp ~ fo) =f) Hence there is a duality between the variable pairs (x, f(x)] and [p. @(p)]250 HAMILTONIAN SYSTEMS For example, if f(x) = mx2/2, then p = mx and sox = p/m, so that Now we can apply a Legendre transformation to a function of several variables. Let LC 125000 ni Ys Y2e-e+ Yn) be a function of 1 +m variables with the property that the Hessian with respect to the variables 1,92... «Yn does not vanish, that is, es 55) «(= £) #0 (3.5) m 3.6) By the Implicit Function Theorem, the condition (5.5) guarantees that we can solve the system of equations (5.6) for vi =e vm) (5.7) Now we define the Legendre transformation of f Mls devs Jw as ith respect to the variables BOT AD NEEL (5.8) in which it is understood that the old variables are expressed in terms of the new ‘ones by the relations (5.7). As in the one-dimensional case, it follows that ag 59) ay 6 % and that Pei, 5.10) Hence the transformations are completely symmetrical, There is a duality between the two sets of variables and functions, There is one more property tha is worth not- ing. The variables x1,.x2.... .» do not actively participate in the transformation, but from the transformation (5.8), it follows thatHAMILTONS CANONICAL EQUATIONS 251 ag af Ox Oxy ey for cach ofthe subscripts k = 1.2. We have already encountered the Legendre transformation, Recall thatthe gene alized momenta conjugate to ignorable coordinates are constants. That i, 3 Kc, (6.12) qi {or all generalized coordinates not appearing in the Lagrangian. Equations (5.12) can be solved for the generalized velocities dj associated with the ignorable coordinates. If we treat the constants C; as tangential coordinates. then the Legendre transforma- tion of the Lagrangian with respect to the generalized velocities associated with the ignorable coordinates is, which of course is the Routhian function. It is the property (5.11) that allows us to formulate the equations of motion for the nonignorable coordinates in terms of the HAMILTON'S CANONICAL EQUATIONS: ‘We are now in the position to make the appropriate change of variables. We take the Legendre transformation of the Lagrangian with respect to all of the generalized velocities. The tangential coordinates associated with the generalized velocities in the Lagrangian function are the conjugate momenta conveniently given by aL =# 3) Fa (8.13) i ‘The Lagrangian function is quadratic in the generalized velocities and in fact is a positive-definite function of the generalized velocities. Hence condition (5.5) is ev- ‘dently satisfied, This allows us (o solve Equations (5.13) for all of the generalized velocities 4; in terms of the conjugate momenta pj. The Legendre transformation of the Lagrangian with respect to all of the generalized velocities is H=D vidi -b (5.14) =I ‘The dual function H in (5.14) is a function of the generalized coordinates qj and the generalized momenta p and is defined as the Hamiltonian function252 HAMILTONIAN SYSTEMS ‘We now make use of the interesting properties of the Legendre transformation. It immediately follows from properties (5.9) and (5.10) that aH ait 5.15) in (5.15) 4a and that the Legendre transformation of the Hamiltonian function, with respect to the generalized momenta, is the Lagrangian function L=Sna—m 16 i ‘The generalized coordinates q are not transformed. Hence, by (5.11). on (5.17) aq ~ But by Lagrange’s equations of motion, we have and soit follows that an 1 = 5.18) ” qi oe ‘What we now have is a formulation based on neo sets of independent variables, the generalized coordinates g; and the conjugate momenta. The rates of change of these variables are given by Equations (5.15) and (5.18), Thus we have a total of 2n first-order differential equations. aH in (5.19) aH oH 0) bana, (5.20) which are known as Hamilton's Canonical Equations of Motion. The first set of equations (5.19) merely express the kinematic relationship between the generalized velocities and the corresponding generalized momenta. The second set of equations (5.20) actually represent the laws of motion, giving the time rate of change of the system momenta, Nevertheless, there isa pleasing symmetry about these equations, suggesting a balance between the generalized coordinates and the conjugate mo- ‘menta, Since the Hamiltonian was derived as the Legendre transformation of the Lagrangian, these equations are also valid for any set of generalized coordinates and corresponding momenta. However, by considering the generalized momenta as‘THE HAMILTONIAN FUNCTION — 259 independent variables on equal basis with the coordinates, a much wider class of transformations of variables exists. This makes it easier to find transformations that will make the equations much simpler in form: Examples of Hamiltonian Functions: i) Simple harmonic oscillator: 1 Ha. p) = 5 + sha? (i) Simple pendulum: 2 Hq. p) = 55 ~ mal cos (il) Panicle of mass m in a potential eld Ha Lott ot p+ Vey.) (iv) Particle of mass m in spherical coordinates: re Pe Wa Tot at ata TM 0.8) ‘The canonical equations for (iv) are be m 2 hy inr res? av mr?sin'@ 30" ‘THE HAMILTONIAN FUNCTION ‘There is a more direct relationship between the Hamiltonian function and the La- ‘grangian of a mechanical system. Recall that the Jacobi energy function was defined aL eda254 HAMILTONIAN SYSTEMS Solving (5.13) for the generalized velocities and substituting, we find that, HO. p.t) = Map.) which shows that the Hamiltonian is merely the Jacobi energy function expressed terms of the generalized momenta instead of the generalized velocities. This also ‘shows that the Hamiltonian isa form of energy, with H=h-T+V¥ Furthermore, for natural systems, the kinetic energy is purely quadratic inthe veloc- ities, That is, and so the Hamiltonian H=T+v which isthe total mechanical energy of the system. ‘The time rate of change of the Hamiltonian is dH (aH, | aH G-b (fare ‘The summation represents the implicit dependence on through the coordinates and momenta, The last term represents the explicit dependence of the Hamiltonian on time 1. Upon substitution of the canonical equations (5.19) and (5.20), we have au aw an 6.21) Which shows another interesting property that the Hamiltonian changes with time only if there is an explicit dependence on t. Equation (5.21) shows that if the Hamil- tonian does not depend on time, then the Hamiltonian function H is a constant ‘throughout the evolution of the system. That is, the Hamiltonian is an integral of the motion, representing the conservation of some portion of the total energy. So from the remarks above, for a natural conservative system, we have THVsE Thats he tl mechanical energy is conserved. Furthermore snes not ative inthe Legendre nsforaton fellows em the popr (11) tha ou ab ar arIGNORABLE COORONATES 255 which means that the variable ¢ appears in the Hamiltonian if and only if appears in the Lagrangian function. IGNORABLE COORDINATES ‘A generalized coordinate that does not appear in the Lagrangian is an ignorable co- ordinate. The coordinates do not participate in the Legendre transformation used to construct the Hamiltonian function. So, by Equation (5.17), an ignorable coordinate ‘will also be absent from the Hamiltonian. Ifa coordinate, say qn, is ignorable, then the Hamiltonian function is ofthe form HH 42-0 dnt Phe Poo Pat) (5.22) ‘The equation governing the momentum conjugate to gy is on Pn ° Hence the momentum py is conserved and an integral of motion becomes Pn = Po ‘This substitution now makes the Hamiltonian (5.22) a function of only 2n ~2.canon- ical variables: HH qi dno nate Phe Pees Pre BaD (5.23) ‘This means that one degree of freedom has effectively been eliminated. The num- ber of canonical equations is also 2n ~ 2, which can in principle be solved for the remaining variables. We can now return (othe equation forthe ignorable variable, on Pn in which the right-hand side is given in terms of the solutions for the remaining variables. ‘Asan example, let us consider the Hamiltonian H = 4p + $73 + ninpi + Vig) in which (1) is given function of time. Since the variable q2 does not appear in the ‘Hamiltonian, itis ignorable. The equation for the conjugate momentum is 2 = 0, so that pr = Pr256 HAMILTONIAN SYSTEMS ‘The other equation of the pairs then G2 2. We can now write the Hamiltonian as H (qi, Pv Ba) = Spt + eC) pi + Vg) + SAE which contains only one pair of conjugate variables and a parameter fi. Hence the number of degrees of freedom has been reduced by 1. The equations forthe remain- ing variables are av aq Garth. A which can be solved for qi(t) and py(t). From above, we also have qa(t) = flat + gute) Lis important to note that whether coordinates are ignorable or not depends on the choice of coordinates. For example, in a central-force problem, the angular co- ‘ordinates are ignorable if one uses polar coordinates. Using rectangular coordinates. none of the variables are ignorable In an idea! situation, all of the generalized coordinates are ignorable. This is pos- sible, since the momenta are treated as independent variables. Thus the Hamiltonian isa function of only the momenta and possibly time. We then have HH (pi pres Past) In this situation the system becomes completely integrable. This means that the prob- lem can be solved entirely by elementary integration. The second half of the equa- tions of motion give m first integrals in which the constants depend on inital conditions. Thus the Hamiltonian actually looks like H = HOB. Bae Bret) ‘The first set of equations gives aH ap 4a nt) in which a(t) isa known function of time, Hence the coordinates are solved as sin founiePHASE SPACE 257 In case of a conservative system, the Hamiltonian is independent of time, and then so are the functions «(¢). Then we get gilt) = ait tay ‘Thus we have a complete solution in terms of 2n constants a and i PHASE SPACE “The solution of Lagrange's equations with n degrees of freedom is represented by a trajectory ofa single point in an n-dimensional configuration space. The solution to the problem consists of finding the m functions y(t). given the initial configura- tion and velocities at some intial time f. The subsequent values of qi) give the coordinates of the moving point in the configuration space. The values 4i(0) give the corresponding components of the velocity vector, whichis zangent to the path in the configuration space. This intuitively makes sense, but there is one drawback to the analysis of paths in configuration space. Through each point in the configuration space. there may be an infinite number of different paths going through that point. Each individual path corresponds to the fictitious particle moving with a specific velocity vector at that point Hamilton's equations are a system of 2n coupled first-order differential equations. “The equations represent the evolution of the canjugate pairs of variables and display no preference between the configurational coordinates and the associated momenta, That is, they govern the evolution of a set of 21 independent variables qt) and ‘i(1). The Solution of Hamilton's equations describes the motion ofa point in a 2n- «dimensional space. By treating the momenta as independent variables, each momen tum gets its own axis in his representation. These dimensions add more flexibility in the analysis of the dynamics ofthe system. This combined configuation-momentum space is called the phase space of the system. The terminology was first introduced by Josiah W. Gibbs. 'A point in the phase space specifies not only the configuration ofthe system but also, Separately, the momenta of the system. This has obvious advantages, since for any configuration in physical space, the system can in principle have an infinite com- bination of diferent velocities. Thus these combinations are represented by different Points in the phase space. Together, the set of all canonical variables (gi. ps) repre- sents the stat ofthe system. Since all of the variables are now considered as independent, we can string the entire set of variables together into a single 2n-dimensional vector. The generalized coordinates may be denoted by x},x2.... 4 and the momenta conjugate to these variables may be denoted as t»41. 442: --» an. So that each phase point has co- ‘ordinates C1 RDG ae nts oo 2a)258 HAMILTONIAN SYSTEMS ‘The Hamiltonian of a system can thus be expressed as HH aes Xu Rnb nd ADHD and the canonical equations in terms of these variables are an an eat EAR where i = 1,2,... ,1. These equations of motion are combined and expressed in vector form as. Fon (5.24) ‘or in scalar form as = Fou (5.25) ‘The vector F = (Fi, Fo... . Fax) is known as the phase velocity. It represents a vector field on the phase space. The components of the phase velocity are functions Of the coordinates and possibly time ¢. The system of equations (5.24) or (5.25) can also be written as diy _ dey dew FRR Ay hich can in principle be solved forthe fanetions w= 6) (tahoe ah) (5.26) ‘The vector x” = (x29... .x9,) specifies the initial value ofeach variable at some specified time 1 = to. Each point inthe allowable domain of motion may be assigned asa possible ini Lial condition. Geometrically. the solutions (5.26) represent families of curves inthe phase space, parameterized by r. Thus we can imagine the solution curves going {hrough each point as representing a flow in the phase space. Thus the entire dynam- ies of a system is given by the phase flow. At any point in the phase space. Equa- tion (5.24) assigns a velocity vector to that point. So on any given path, the phase velocity is tangent o each point on the path. The set ofall phase curves represents the totality ofall possible motions ofthe system. the phase velocity given by the vector field (5.24). is independent of time then the system is called auzonomous. This means that the phase velocity depends only on the coordinates ofa point. I the equations of state, that is, Hamilton's equations. do not involve time explicitly, then the cures in the phase space do not cross. This i a distinct advantage for constructing the phase curves. Each point in the phase space will ie on a unique phase curve. That i, the phase curves donot intersect.HYDRODYNAMICAL ANALOGY — 258) If the vector field (5.24 is also an explicit function of time, then the system is called nonautonomous. For nonautonomous systems, the phase Curves may intersect, since (wo different states may, at different times 1) and f2, have the sane position and momenta. This is because the phase velocity, like the wind, may shift with ime. However, if we add in the time variable as an addtional coordinate, then what we have is called the extended phase space. The curves (r,x(0)), which are actualy the graphs of the solutions over time, are called integral curves. These integral curves do not cross, because the added dimension of time distinguishes between the points (11,x(1) and (¢2,x(¢2), even though it might happen that x(t;) = x(t). The phase curves are the projections of the integral curves onto the phase space. The phase flow of a conservative system has extremely useful and intresting properties. Since the Hamiltonian is constant, that is an integral of the motion, the Hamiltonian represents the equation of a surface in the phase space. Any trajectory starting off on a particular surface must continue to stay onthe same surface. In other words, the trajectories are confined to the level sets of the Hamiltonian function. Therefore the geometry ofthese level sets provides qualitative information on the dynamics ofthe system. ‘The doubling of dimensions seems at frst an unnecessary complication, but it actually gives a convenient way to distinguish between two different states of mo- Lion, Initial conditions are given as the coordinates of a point, instead of a position and a velocity vector. The integral curves do not intersect, and hence we can better understand the geometry of the dynamics. The configuration space is actually the ‘projection of the phase space onto the positional coordinates. Ths the phase trajec- tories are collapsed. This i like projecting a circle onto the real line. The projection is merely aline segment, and so the geometric information is lost. HYDRODYNAMICAL ANALOGY ‘The analysis of the dynamics in the phase space is enhanced by an analogy to the motion of a fluid. For the purpose of illustration, we consider the two-dimensional motion ofa fluid inthe x1=x2 plane, The kinematic analysis of afuid continuum is based either on the Eulerian (field) description or the Lagrangian (particle) descrip- tion. In the Eulerian description, the velocity field of the fluid is given by the vector field = FG, a= Falta) 621) ‘These equations specify the velocity vector of a fluid particle located at a point (x1, x2) al time t, At any fied instant of time, the collection of curves that are tangent to the velocity field are Called streamlines, These curves highlight the motion of the fluid at that instant. The streamlines, which in general vary with time, are obtained260 HAMILTONIAN SYSTEMS by integration of the equations ox ds ' ds rb in which si the arclengeh parameter. These equations can also be combined into a single differential equation any _ dee (5.28) AR In cither case, the time variable # i held constant. “The pathline ofthe Mud race the actual motion of the individual particles. These curves are obiained by integration, with respect o time, of Equations (5.27). In gen- eral, the pathlines and streamlines do not necessarily represent the same collection of curves. Ihe system of equations (5.27)is autonomous, then the velocity fed is indepen- dent of time. In fluid dynamics, ths type of flow is called steady flow. This means that the velocity at any given point inthe plane is constant. The particles are stil in rmotion,but the overall picture ofthe low is the same at any given instant of ime. If the low is steady ulonomous), then the pathlnes and streamlines coincide. In this case citer set of equations (5.27) or (5.28) canbe integrated to obtain th ’An alternate approach isthe Lagrangian description, in which the coordinates ofan individual uid particle are tracked in time. This is also known asthe material description. A particle occupying the location (x0. x) a some ime f wll be carried by the flow to the location 1) = Ot XP 29) 221) = 20.3489) (5.29) So at any time 1, the location of a particle is given as a function of time and its initial location. The velocity components as a function of time and initial position are given by 61 aon eS gO a ae (5.30) Actually, the Functions (5.29) represent the solution of the differential equations (5.27), with (4°, x9) as initial conditions. Given the panicle description (5.29), the differential equations (5.27) can be recovered by eliminating the inital conditions from the combined set of equations (5.29) and (5.30 Note that Equations (5.29) may also be interpreted asa time-advance mapping of the inital position ofthe fluid particles, The particle description gives the location of ll luid particles at any later time r. Since the initial conditions in (5.29 ae arbitrary. we obtain a mapping or transformation ofthe plane int itself. These transformations are parameterized by , so there is a mapping corresponding to each instant o time.HYDRODYNAMICAL ANALOGY 261 A fluid is incompressible if an arbitrary volume of particles moves along the flow field without any change in volume. This means that a collection of particles moves in such a way that the shape may change but the roral volume of fluid particles remains the same during the motion. Analyticaly, this concept can be expressed two different ‘ways. In the vector field formulation, the incompressibility ofthe fluid is given by ar ar Ox Oe div) ‘An equivalent way of saying this is that the (otal lr of the fluid across any closed. curve in the plane is equal to zero. For the particle description, the incompressibility condition is translated to a con- dition on (5.29) as a mapping in the plane. If we consider an arbitrary ensemble of particles in some initial domain Do, then the area is given by do= fi astasy lb, “The area ofthe ensemble of points at a ater time 1s given by awn ff aside lb in which the domain Dp is mapped under (5.29) into domain D. But fp ana ff uiasoarg lb bn in which |J| isthe Jacobian of the mapping (5.29), given by a(d1.d2 Ly] = der| 21-62). [33] Now incompressibility means that the areas A(t) and Ao are equal. This will hold for arbitrary areas if and only if et 3 (1. 2] (rin) ‘There is an analytical too! in fluid mechanics known as a stream function. This is a differentiable function W(x)..x2.1) with the properties that the flow field (5.27) al every point is rangent to the level sets of W., Furthermore, the velocity components, are given by 631)262 HAMILTONIAN SySTEMS From (5.28) i follows that along a streamline dv=0 ‘Thus there can be no flow across a streamline at any instant. Equations (5.31) should look familiar. The stream function in the hydrodynamic analogy plays the role of the Hamiltonian ‘This leads us back to the canonical equations. Based on the hydrodynamical anal- ‘ogy, we can think of the Hamiltonian as a stream function for the flow of an imag nary fluid in a 2n-dimensional space. The velocity field is given by (@.P) ‘The (2n-dimensional) divergence of the flow is div) x ie x é 6m) Subtituing Hailon's equations inthe igh-hand side (32), we get > oH ar and therefore din =0 (ay ‘That is, the phase flow behaves like the flow of a 2n-dimensional incompressible fluid. This property is distinctive of Hamiltonian systems, This interesting result is known as Liouville’s Theorem. One of the consequences is that an arbitrary volume NY Figure S.1‘CANONICAL TRANSFORMATIONS 263, of inital conditions will evolve in such a way that the (otal volume of these phase points remains constant. Another observation is that Equation (5.33) is a necessary condition for a dynamical system to be Hamiltonian. Liouville’s theorem can be illustrated on the phase flow associated with a simple harmonic oscillator (Fig. 5.1). The dynamical system is given by fen, p= otn Since the exact solutions can be found, we can show the evolution ofa collection of phase points. Note that the shape of the ensemble of points changes drastically. But by Liouville’s Theorem, the area ofthe phase points remains constant throughout the ‘evolution of the system. CANONICAL TRANSFORMATIONS, A given Hamiltonian system can often be considerably simplified by a suitable trans- formation of variables. One of the advantages of the Lagrangian formulation is that the equations of motion are invariant under an arbitrary change of generalized co- ‘ordinates. This allowed us to choose coordinates that may be compatible with con- siraints and thus simplify the form of the equations of motion. Since the variables ina Hamiltonian system also contain the momenta, there is ‘much more flexibility in terms of transformations that may be applied. So in this, section we consider transformations ofthe form G= HP. a) (5.34) by which we define new coordinates and momenta. We of course assume that the transformations (5.34) are differentiable and invertible. Thus we also have a new form of the Hamiltonian function: A=AG PO ‘The canonical equations (5.19) and (5.20) can always be transformed using the change of variables (5.34), but most likely, the symmetric structure and properties Of the Hamiltonian equations will be lost, Thus it is of interest to focus on trans- formations that leave the general form of the canonical equations intact. That is, we consider transformations for which the time rate of change of the new canonical variables are given in terms of the new Hamiltonian function. That is, a2 4-2. ‘Transformations that preserve the structure of the canonical equations of motion are called canonical transformations.264 HAMILTONIAN SYSTEMS ‘An example of a canonical transformation on a phase space of two dimensions is G=4c0s'(2p), p= }tam(2p) ‘A canonical transformation that is time dependent is given by 2 GaP 4a. p+) mation on a phase space of four dimensions is Sat (2) —Lt (22) 2 PD. PI () m of view, Hamilton's Principle states that the motion of a dynamical system is such that i + Pie pr (ai +43+ Pi +P}). p= —tn 8 tar=o he But in the Hamiltonian formulation, the canonical variables are the coordinates and the momenta. Hence by the relation (5.16) we have af" (¢ na Now the Euler-Lagrange equations corresponding (othe stationary condition (5.35) are invariant under arbitrary coordinate transformations, Indeed. the dynamics should be independent ofthe particular parameterization of the problem. Hence it must also be true that iano 1335) 3 ’ (5 pa, In order for both variations (5.35) and (5.36) to be simultaneously equal to 7er0 ‘not necessary forthe integrands to be equal. The most general condition under which both variations will simultaneously vanish is that there isa relation between the (wo Lagrangians, that is, integrands, given by a)a=0 536 63)CANONICAL TRANSFORMATIONS 265, in which G(gi.di.1) is an arbitrary function of the old and new variables. The ad- dition of the total derivative of some function G(qi. dj.) does not contribute to the variational statement, since "dG of Te dt = [6044.41.01 ~ Gai. a.) J, ae o since in Hamilton’s Principle, the values of the generalized coordinates are specified al the endpoints ofthe time interval ‘Now expanding the total derivative in relation (5.37) yields (5.38) Substituting the expanded differential (5.38) into the relation (5.37) and rearranging the terms result in .- aG a Aa 9 ae L(m-a)eaL (ar gg area Fe Incl tha is equation identically sais by the relations ac ag a Ia (5.39) (5.40) and 5 aG Hanes 41) ‘There are several important interpretations of the system of equations (5.39) and (5.40). Given a transformation (5.34) between the sets of variables, in order for the structure of the canonical equations to be preserved, there must exist some function G(qi. Gi.) for which the relations (5.39) and (5.40) hold between the variables. Fur- thermore, the Hamiltonians associated with the new and old variables are related by (5.41). Ifthe function G does not depend on time ¢ explicitly, then the new Hamilto- nian is obtained from the old one by a direct substitution of the variables: AGi, Bi) = H (GiB. PGB) ‘On the other hand, given a function G(qi, Gi.1), we can define a canonical transfor- mation as follows. As long as the Jacobian determinant does not vanish, that is,266 HAMILTONIAN SYSTEMS a aa( 7%) 20 ( aq185) ) we can solve Equation (5.39) for din terms ofthe old variables g, and p;..Combined with Equation (5.40), we obtain the transformation equations = GPO. w= Pila.P.) ‘The new Hamiltonian function is given by (5.41), and since the transformation is ‘canonical, the equations of motion in the new coordinates and momenta are given by The function G(qi.di.1) is therefore called a generating function forthe transfor- mation. The above shows that a transformation is canonical if there ‘generating function associated with it. Conversely, any function cont ofthe old variables and one-half of the new variables can serve as a generating func tion. The derived relations between the variables automatically define a canonical transformation. This property is independent of the form of the Hamiltonian, That is, a specific canonical transformation will transform any Hamiltonian system into another Hamiltonian system. [Now that we see how canonical transformations are generated, we can investi- ale the conditions under which a given transformation will preserve the form of the canonical equations. Writing Equation (5,37) in differential form, we have DL pida — Lo pidai =H ~ Hyde ~aG (5.42) ‘The right-hand side of Equation (5.42) isa total differential. This means that x 1 dai — YO pidge o (8.43) for some Function &. Equation (5.43) is a necessary and sufficient condition for a transformation (gj. pi) +> (di. Pi) to be canonical. In other words, the ditferential form in (5.43) must be exact. Furthermore, if the transformation is independent of time, then H = H and o G Which is the negative of the associated generating function. Hence Equation (5.43) ccan also be used to construct the generating function ofthe transformationCANONICAL TRANSFORMATIONS 267 We consider, for example, the transformation “'(5): Mads py 3 +P) In this case we have - \ dad dg ~ dg = 5 (a? +p) (PAP) — pag PtP —3(pdq+adp) By inspection, we find that dg — pq =—}4(pq) which is a perfect differential and the ransformation is canonical, Substituting p= qeog) into © = ~pq/2, the generating function for the transformation is Ga. $q2coug) There is another test to see whether or not a transformation is canonical, It can actu- ally be shown by Liouville’s Theorem that a transformation is canonical if and only if the Jacobian of the transformation is equal to 1. The Jacobian is given by 30.6) J = det] 24 PY dear In terms of components, his condition is expressed as OG dre (1A as Ph (5.44) Consider the transformation ai = Phe R=K+P} ‘The Jacobian determinant is268 HAMILTONIAN SySTEMS 0 0 2% 0 0 1 0 2% Jato 4 a H+ 0 4 0 2p” 2ph ooo 8 which in factis equal to J. Hence by condition (5.44), the transformation is canonical GENERATING FUNCTIONS: turns out that there are several alternative forms of the generating function G. The Hamiltonian formulation does not recognize any formal distinction between coordi- nates and momenta. Both types of variables are treated equally. So there is no reason that the momenta should always be related (o the generalized coordinates asin (5.39) and (5.40). There are four basic types of generating functions. The type in the discussion above is a function of the old coordinates and the new coordinates. We can denote this generic type by G=G14.G.9 By taking the Legendre transform of G with respect to the new coordinates gj, we have But from (5.40) we have LMG: G1 = — pia; -G and so G=-) Ag -LNG Hi) ‘can be expressed as Dra, + Gxtai. 7.0 (5.45)[EXAMPLES OF GENERATINGFUNCTIONS 269 TARLE S1_Reationsip Generated by Selected Fontons eerie ated vats rcion z 7, > - Gi Gua = ioe = i a: G2Gi- PD — oa G: ai 4G : aGs ried) Es “ " vs ibe Gain. fit) = _ ai in which G2(qi. 9.1) is a function of the old coordinates and the new momenta Substituting the new form (5.45) into the relation (5.37) results in o.(8Gr__\ 4. 8G2 LGR -a)arn- ae Se 5.46) Equating the coefficients of the independent derivatives in (5.46) results inthe rela- tions G2 Ga (5.47) G2 3G . aa (5.48) and G2 fan Eaquations (5.47) and (5.48) define the relation between the old and new coordinates by the form of the generating function Ga(qj. f.1). The new form of the Hamilto- nian is also dependent on the nature of Go ‘Two other generic forms of generating functions can be similarly constructed by Legendre transformations: Gx( pi.) and Ga(p. fit). The relationships gener- ated by the various generating functions are summarized in Table 5.1. EXAMPLES OF GENERATING FUNCTIONS In this section we examine several types of generating functions and see how they are used:270 HAMILTONIAN SYSTEMS Example (a) Gi(qi.4i) = Df de ‘The relations between the old and new variables are aGy 4 aGy 8a PB ‘The associated transformation interchanges the coordinates and momenta. That is, the new coordinates are the old momenta and the new momenta are the old coor- dinates. Since the generating function is time independent, the new Hamiltonian is ‘obtained by direct substitution in place of the old variables: AGi. pi) = HP.) Example (b) G2(qi. 1) = Di_1 94 ‘The derived relations between the old and new variables are ‘This transformation is the idemtty transformation, Example (e) G2(qi. pi.) = Di. ‘The relations are Sa Neda 2+ dn DPR dnt) Example (d) G(q.4) ‘The derived relations between the variables are aGy = g 8G1 _ mag? Pp smog eo). p= -T4 = et 2sin As an example of actually constructing a canonical transformation, we consider a simple harmonic oscillator. The system has mass.m and a spring constant k. The Hamiltonian is given by Hg. p) which can also be expressed as 9.9 = 2, ( +m)EXAMPLES OF GENERATING FUNCTIONS 271 By noting that the Hamiltonian is essentially a sum of squares, it is reasonable to try a transformation ofthe form (reosigy, — q= AP sing p= Before attempting to find the appropriate function f(A), we verify that using such a transformation will give the Hamiltonian in the new variables as FP 2m AGP) Hence the new coordinate variable is ignorable. Now we determine what f(p) will ‘make the transformation canonical. Using the condition (5.44), we choose a function that will make the Jacobian equal to 1. The Jacobian ofthis transformation is L(P)eoslG) —_f'(P)sinGG -F(PsingG) _f'(P) eostg)| Setting J = 1, we find the condition on f() as LDS (P) = mew [Lis easy to see that a solution of this differential equation is, SB) = VImap “The new Hamiltonian is A) = op ‘which indeed shows thatthe new coordinate is ignorable. “The next example will illustrate the usefulness of canonical transformations to transform a problem (o a simpler form. Consider the Hamiltonian Hq. p.d) If we take the generating function Gx(q. p) = mq? then the corresponding transformation relations are G2 _ 02 202 = 80 1g a4 ma.272 HAMILTONIAN SYSTEMS Hence the forward transformation is 4mqcpy ‘The Hamiltonian function in the new variables is obtained by direct substitution of the old variables in terms of the new ones. Since the generating function is indepen- dent of time, we get AG. Bt HGg.0.0 2g (Br + org ‘The canonical equations inthe transformed coordinates are §=499. p= 2p? wr ‘These equations are semi-decoupled. The second equation can he solved indepen- dently of the frst one. The solution for p(t) can then be substituted into the first {equation to generate a solution for (0. HAMILTON-JACOBI EQUATION now becomes feasible to consider a canonical transformation under which a Hamil tonian function is transformed so that the new Hamiltonian has all of the new coor- dinates ignorable. That is, ac _ Hi Pi + Bp = APIs Paes «Pld (5.49) for some appropriate generating function G. We saw that in this case the system is completely integrable in the new variables. Using the inverse transformations, we can therefore develop the solution to the original formulation of the problem, ‘We can take this even further. Suppose that we can find a canonical transformation for which the new Hamiltonian is identically equal to some constant, whi choose to be zero. In this n, the equations of motion in the new variables are b, 4 ‘which implies that the new variables are also identically constant, sayHAMILTON-JACOBIEQUATION 273, By assumption, the Hamiltonian in the new variables is identically zero. Setting the right-hand side of Equation (5.49) equal to zero, we have (5.50) aG Agi Pt) Gurney In order to attain the situation in Equation (5.50), we have to construct an appropriate generating function G. Let G = S (qi. qi.) denote the generating function for which Equation (5.50) is satisfied for the given Hamiltonian H. Then by (5.39) and (5.40), the old and new variables are related by as as ja ge 651) Substituting (5.51) and the assumed form of the generating function $ into Equation (5.50), we obiain the partial differential equation as), as (0. 58.1) 4% 0 5.52) Equation (5.52) is known as the Hamilton-Jacobi equation for the generating func- tion S. The form of this equation is very simple to write down. Given a specific Hamiltonian function H (qi. pj. 1) the momentum components are formally replaced by the partial derivative of Sas in (5.51), The result isa first-order partial differential equation. By assumption, the new generalized coordinates gj are constants. Hence the form of the generating function is, S = S(O M+ Ons 16 26 ine dependent on the original coordinates and possibly time. So $ isa funtion of + 1 variables and n parameters. The solution of the Hamilton—Jacobi equation (5.52) is ‘equivalent to finding the solution of the original canonical equations of motion. Ifa complete solution for S(q. 1) in terms ofthe parameters a; is known, then ‘the momentum variables are given by as = as 3 rmie 653) andthe constant valucs ofthe new momenta ae given by a 3s 658) 3a; ‘So provided that274 HAMILTONIAN SYSTEMS ‘we can algebraically solve for the original coordinates as = G80) Pilar. 8.1) (5.55) in terms of the constants a and fi. which are the constant values of the new coor- dinates. Equivalently, we can solve the system of 2n equations (5.53) and (5.54) for the constants in terms of the canonical variables: a =a(G.P.. f= Ailg.P.) (5.56) ‘The set of 2m equations (5.56) are a solution to the canonical equations of motion, represented as 2n integrals of motion. This is the most general form of the solutions, ‘The constants a; and 6; are in principle the image of a canonical transformation, given by the solution of the Hamilton-Jacobi equation (5.52). The generating func- tion S of this transformation is chosen so that the Hamiltonian in the new canonical variables is idemtically constant. By setting ¢ = tp in Equation (5.56), we have 4 = a;(a(t0), PUt0). 0) Bi = Bilao). Plto). 0) which specifies the values of the 2n constants of motion, based on initial conditions. ‘The solution for the canonical variables is then given by the expressions (5.55). CONSERVATIVE SYSTEMS Ifthe Hamiltonian function does not depend explicitly on time, then the Hamiltonian itself isa constant of motion: HG. p= E in which E is an energy constant (not necessarily the total energy). In this ease the Hamilton-Jacobi equation (5.52) reduces to 1 (0.38) +3 <0 om Under specified initial conditions, H = E, so Equation (5.57) is actually as E+ y=0 ‘Thus the time dependence of 5 is very simple and we can assume a special form for S. given by S=W-Er (5.58)‘SEPARATION OF VARIABLES 275: Substituting the assumed form (5.58) into (5.57), we obtain qi Equation (5.59) is called the reduced Hamilton-Jacobi equation. This isa first-order partial differential equation in n dependent variables. We proceed as above. That is, we seek a solution of the form W = Wg gress edna, in which a1,02,... a are arbitrary parameters. Since the solution of (5.59) al ready depends on the energy parameter E, there is no loss in assigning one of the parameters, ay =E So actually RC ee ee) From the previous, ‘SEPARATION OF VARIABLES ‘The Hamilton-Jacobi theory offers an elegant method by which the canonical equa- tions can be solved by reducing the dynamical problem to that of finding a solution to a partial differential equation. Unfortunately, this is no general technique for con- struction of complete solutions to partial differential equations. The most practical method, which works for certain classes of differential equations, is the method of separation of variables. Basicaly, this means that we search for solutions in which the independent variables of the equation are conveniently grouped together. This allows one to convert the original problem into a collection of problems involving ‘only ordinary differential equations. ‘Under certain circumstances, iti Feasible 10 assume certain convenient forms for the solution to the Hamilton-Jacobi equation, We illustrate for conservative Hamil- tonians, whereby276 HAMILTONIAN SYSTEMS If we can find a solution to the Hamilton-Jacobi equation of the form WEg1 ae on) = Welded Wiigu) +o + Wale) (5.60) then it follows that the variables are separable. The Hamilton-Jacobi equation can be solved by separation of variables. The assumed form (5.60) is certainly possible if the canonical variables are grouped by terms in the Hamiltonian. For example, in ‘most practical problems we find that H (qi. pi) = Hi(gus pid +--+ Halas Pad In such cases the reduced Hamilton-Jacobi equation (5.59) becomes. am aw, Hy (01 Et) 4 te (an Me) = 5.61 (0-5) #6 Hee GE) san ‘The ordinary derivative of each W is grouped together with the corresponding co- ordinate q. By successively moving terms to the right side of Equation (5.61). it follows that each individual term must be equal to some constant, More specifically, itiseviden that am) (4. (0. 1 (we) = (5.62) ay pantera, = E 6.63) ‘The remarkable fact now is that each of the equations in (5.62) is an ordinary dif ferential equation containing a parameter aj. Furthermore, each of these ordinary differential equations is ofthe first order. As a result, each of the equations in (5.62) ‘can be integrated by elementary methods to get n parameterized solutions w Wigan) Wr (Gn. n)SEPARATION OF VARIABLES 277 Hence the general solution to the reduced Hamilton-Jacobi equation is S= SOW a) ~ Et ri Atthis point we note that as _ aw; aq 8 and as _ aw; _[9E], 3a; ~ a; Lay ‘The derivative in the brackets is necessary, since there is an assigned relationship between the energy constant E and the arbitrary parameters aj, From (5.63), We have ae inv! ‘Therefore the 2n relations between the old and new coordinates (5.53) and (5.54) are now expressible as im 94 pi (5.64) and (5.65) ‘The first equations (5.64) result in Pi = pila.) and can also be solved for the parameters a; giving n integrals of motion SiG. P) = ‘The second set of n equations (5.65) lead to additional integrals of motion P= 81.0.1) and also to the explicit solutions = OI sata t= Bis Bn) Each of the parameters ax and f depends on initial conditions.278 HaMLTONAN SYSTEMS It should be evident by now that the dynamics of Hamiltonian systems are accom- panied by an elegant and powerful formalism. The theory is quite sophisticated, yet intrinsically beautiful. Upon a first exposure to Hamiltonian dynamics, it might ap- Pear that the tools are complicated relative to the simple problems that can be solved. with them. Itis evident that forthe sole purpose of deriving equations of motion, the Hamiltonian formalism offers no significant advantage over the Lagrangian method, ‘The distinction of the Hamiltonian point of view really begins with the analysis of the equations of motion. Lagrange’s equations are a system of second-order differential equations. For nu- ‘merical analysis, the system is typically converted to first-order form, Although La- ‘erange’s equations are invariant under coordinate transformations, the choices are ‘much more limited. The generalized velocities cannot be independently transformed, the potential energy is simplified by a coordinate transformation, the kinetic energy ‘might end up more complicated, Finally, there is no systematic way of producing ig- norable coordinates under a suitable transformation. ‘The Hamiltonian formalism has numerous significant highlights. Since there are ro derivatives in the Hamiltonian function, the canonical equations are all first or der. Moreover, derivatives only appear on the leftchand side of the equations. The ‘momenta are treated as independent variables. So, although the number of variables are doubled, the advantage is that a wider class of transformations are available to simplify the equations of motion. In principle, all variables can be made ignorable under a suitable canonical transformation. This of course requires solution of the Hamilton-Jacobi equation. Finally, the Hamiltonian formalism is in essence the link between classical mechanics and the modern theories of statistical mechanics and ‘quantum mechanics. PROBLEMS 5.1. Show that the Legendre transformation of (1) = $12 is $p2. 5.2. Find the Legendre transformations ofthe following functions (a) $(x) = sinx (b) 60) = tan (6) O(4) = log @ o@)=ViF8 (©) 60) = (Wayx" (a> 1) 5.3. Determine the Hamiltonian of an anharmonic oscillator with Lagrangian given by La fi? — Jos? + oxi? — a8 5.4, What are the canonical equations for a system with Hamiltonian