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Canonical transformations

The concept of the conservation of volume in phase space is very important in Hamiltonian me-

chanics. For a system with n degrees of freedom, volume is defined as

Z

V = dq dp, (3.1)

Ω

where Ω is the integration volume. Thus for a system with one degree of freedom, the volume is

an “area” with units kg m2 s−1 ≡ J s.

Liouville’s theorem: The volume of a phase space flow is conserved for Hamiltonian systems.

Consider a small rectangular region bounded by two paths in phase space, with energies given by

H and H + δH respectively as depicted in Fig. 3.1. The magnitude of the flow vector field is given

by

! !2 !2 1/2

∂H ∂H ∂H ∂H

|v| = ,− = + = |∇H|, (3.2)

∂p ∂q ∂p ∂q

δH

|∇H| ≈ . (3.4)

y

21

H+δH

x

y

p

H

δH

A = xy = |∇H| δt × y = δt × y = δH δt. (3.5)

y

So what this means is that for any point along the two trajectories, the area will be given by δH δt,

and these quantities are chosen by us. Thus the area of the element is conserved as it moves through

phase space.

This result also holds of non-conservative Hamiltonian systems, and for any number of degrees of

freedom.

There are many choices of coordindates to represent a particular Hamiltonian system. A good

choice will

∂H(q, p) ∂H(q, p)

q̇ = , ṗ = − , (3.6)

∂p ∂q

22

P

p

A A

R S

q Q

we wish to find a transformation (q, p) → (Q, P ) that simplifies the analysis of the system and

also ensures that

∂ H̄(Q, P ) ∂ H̄(Q, P )

Q̇ = , Ṗ = − , H(q, p) = H̄(Q, P ). (3.7)

∂P ∂Q

Such a transformation is called a canonical transformation.

tonian system. Consider a region R with area AR in (q, p) space. Suppose it is transformed to a

region S with area AS in the (Q, P ) system, as depicted in Fig. 3.2. The area of the region R is

Z

AR = dq dp, (3.8)

R

Z

AS = dQ dP, (3.9)

S

In general there is no reason to assume that AR and AS will be the same. In fact, it can be shown

that

Z Z

∂(Q, P )

dQ dP = dq dp . (3.10)

S R ∂(q, p)

∂(Q,P )

where ∂(q,p)

is known as the Jacobian of the transformation. It is defined by

∂Q ∂Q

∂(Q, P ) ∂Q ∂P ∂Q ∂P

∂q ∂p

= ∂P ∂P

= − . (3.11)

∂(q, p) ∂q ∂p

∂q ∂p ∂p ∂q

23

Example

We again consider a freely rotating mass. We may choose our set of generalised coordinates as

(q, p) where q is the distance around the circumference of the pivot from a fixed point, and p =

mq̇. An alternative set of coordinates is (φ, ℓ) as considered in Section 2.5.3. The transformation

between the coordinates is

q

φ= , ℓ = ma2 φ̇ = maq̇ = ap. (3.12)

a

The Jacobian is

∂φ ∂φ

1/a 0

∂(φ, ℓ) 1

∂q ∂p

= ∂ℓ ∂ℓ

= = × a − 0 × 0 = 1. (3.13)

∂(q, p) ∂q ∂p

0

a

a

Thus the areas in phase space are identical in the two coordinate systems.

An important result of classical mechanics is that for a flow to be area preserving then the area

must be independent of the coordinate system. This can be compactly expressed as

Poisson brackets

For any two functions f (q, p) and g(q, p) the Poisson bracket is defined as

∂f ∂g ∂f ∂g

{f, g}(q,p) = − . (3.15)

∂q ∂p ∂p ∂q

Another important result is that if the Jacobian of a transformation is unity then the Poisson bracket

of any two functions f and g is also independent of the representation. That is

∂(Q, P )

= 1 ⇒ {f, g}(q,p) = {f, g}(Q,P ) . (3.16)

∂(q, p)

Proof of this fact is left to an exercise.

The Poisson bracket also provides a means of determing time dependence. For example, we see

that

∂q ∂H ∂q ∂H ∂H ∂H ∂H

{q, H}(q,p) = − = 1× −0× = = q̇, (3.17)

∂q ∂p ∂p ∂q ∂p ∂q ∂q

where we have used the fact that q and p are independent variables and Hamilton’s equations.

Similarly it can be shown that

24

For any function f (q, p, t) it can be shown that

∂f

f˙ = {f, H} + , (3.19)

∂t

and you are asked to prove this in your tutorial sheet.

{Q, P }(q,p) = 1. (3.20)

We now show that if Eq. (3.20) is satisfied then the transformation (q, p) → (Q, P ) is canonical

i.e. Hamilton’s equations remain valid under the transformation according to Eq. (3.7).

∂Q ∂Q

Q̇(q, p) = q̇ + ṗ, (3.21)

∂q ∂p

!

∂Q ∂Q ∂Q ∂H

= + − . (3.22)

∂q ∂q ∂p ∂q

As we have H = H̄, then it follows that

∂H ∂ H̄ ∂Q ∂ H̄ ∂P

= + , (3.23)

∂p ∂Q ∂p ∂P ∂p

∂H ∂ H̄ ∂Q ∂ H̄ ∂P

= + , (3.24)

∂q ∂Q ∂q ∂P ∂q

Subsituting Eqs. (3.23) and (3.24) back into Eq. (3.22) gives

! !

∂Q ∂ H̄ ∂Q ∂ H̄ ∂P ∂Q ∂ H̄ ∂Q ∂ H̄ ∂P

Q̇(q, p) = + − + , (3.25)

∂q ∂Q ∂p ∂P ∂p ∂p ∂Q ∂q ∂P ∂q

! !

∂ H̄ ∂Q ∂Q ∂Q ∂Q ∂ H̄ ∂Q ∂P ∂Q ∂P

= − + − , (3.26)

∂Q ∂q ∂p ∂p ∂q ∂P ∂q ∂p ∂p ∂q

∂ H̄ ∂ H̄

= {Q, P }(q,p) = , (3.27)

∂P ∂P

where in the final line we have made use of Eq. (3.20). Similarly it can be shown that (see tutorial

sheet)

∂ H̄

Ṗ (q, p) = − . (3.28)

∂Q

Thus in summary, we have shown that if {Q, P }(q,p) = 1 then the transformation (q, p) → (Q, P )

preserves Hamilton’s equations and is thus known as a canonical transformation.

Aside: A lot of the formalism of classical Hamiltonian mechanics carries through to quantum

mechanics. In particular, the Poisson bracket is replaced by the commutator. When it comes to

considering the dynamics of an operator Â (in what is called the Heisenberg picture), we find that

dÂ ∂ Â

= [Â, Ĥ] + , (3.29)

dt ∂t

25

where Ĥ is the Hamiltonian operator for the system, and we have the definition of the commutator

is

dA ∂A

= {A, H} + . (3.31)

dt ∂t

where now A and H are functions on phase space and H is the Hamiltonian of the system.

One of the main uses of a canonical transformation is to transform to a set of coordinates for which

the equations of motion take on a particularly simple form.

∂ H̄

= 0. (3.32)

∂Q

This has two important consequences:

solution for Q has the simple form

Q(t) = a1 t + a2 . (3.33)

for some constants a1 and a2 that are determined by the boundary conditions.

The action-angle variables (I, θ) are designed specifically to be a transformation of this type. They

are particularly powerful for application to systems displaying periodic motion.

p2

H = H(q, p) = + V (q). (3.34)

2m

We have already shown that H is a constant of the motion. This can be rearranged to give

where you should think of H as a constant value that defined a particular trajectory. The sign of p

depends on the region of phase space the solution is in.

26

We now define the action variable

1 I

I= p dq (3.36)

2π

where the integral is over a complete period of motion. From Eqs. (3.35) and (3.36) we can see

that I is a function of H alone i.e. I = I(H). Since H is a constant of motion, then so too will I.

Inverting the relationship, we can also see that H will be a function of I alone i.e. H = H(I). If

we defin the generalised coordinate conjugate to I as θ, then from Hamilton’s equations we have

∂H

θ̇ = =ω ⇒ θ(t) = ωt + δ, (3.37)

∂I

for some (as yet undetermined) constants ω and δ.

Note that the action I is simply the area A enclosed by the trajectory with the particular value of

H divided by 2π. Thus, we can equivalently write

1 Z 1 I 1 I

I = dq dp = p(q, H) dq = q(p, H) dp. (3.38)

2π A 2π 2π

To determine θ and its connection to the parameters of periodic motion consider the function W

known as Hamilton’s characteristic function

Z q

W = p(I, q) dq. (3.39)

0

To determine θ we need only impose the area preserving condition of a canonical transformation

Z q

Area δW = δp dq = δI θ. (3.40)

0

∂W

δW = δI θ ⇒ θ= , (3.41)

∂I

i.e.

∂ Zq

θ= p(I, q) dq. (3.42)

∂I 0

To obtain a physical interpretation of θ(t), consider the change in θ over one period of motion

I

∂θ I

∂2W I

∂W

∆θ = dq = dq = dq, (3.43)

∂q ∂q∂I ∂q

where we have used Eq. (3.41) and the fact that I is constant during the motion. From the definition

of the characteristic function Eq. (3.39) we can see that

I

∂W I

dq = p dq = 2πI. (3.44)

∂q

27

p(I+δI,q)

I+δI

p(I,q)

I

p

I

q θ

Figure 3.3: Determination of the variable θ in action-angle coordinates

So this means that over the period of motion θ changes by 2π. But from Eq. (3.37) this means that

ω must be 2π multiplied by the inverse of the period T . That is, ω is the frequency of periodic

motion

2π ∂H

ω = = . (3.45)

T ∂I

Thus, one of the advantages of the action-angle coordinate system becomes clear: without solving

the equations of motion we can find the angular frequency of the motion.

Furthermore, since θ changes by 2π through one period of motion then for any other set of coordi-

nates that we may wish to use to describe the system (e.g. φ, ℓ it follows that

Hamiltonian is

p2 1

H= + mω 2 q 2 , (3.47)

2m 2

and so

1 I

I = p dq, (3.49)

2π Z

1 q1 Z −q1

= (2mH − m2 ω 2 q 2 )1/2 dq + −(2mH − m2 ω 2 q 2 )1/2 dq . (3.50)

2π −q1 q1

28

However, because

Z −a Z a

f (x)dx = − f (x)dx, (3.51)

a −a

1 Z q1

I = (2mH − m2 ω 2 q 2 )1/2 dq. (3.52)

π −q1

The limit of integration q1 is a turning point of the motion where p = 0. So from the Hamiltonian

Eq. (3.48) we see that

s

2H

q1 = (3.53)

mω 2

If we make the variable substitution

s s

2H 2H

q= sin φ ⇒ dq = cos φdφ, (3.54)

mω 2 mω 2

then Eq. (3.52) becomes

s

1/2

1 Z π/2 2H 2H

I = 2mH − m2 ω 2 sin2 φ cos φ dφ, (3.55)

π −π/2 mω 2 mω 2

2H Z π/2

= cos2 φ dφ, (3.56)

π −π/2

H

= , (3.57)

ω

where we have used the result that Z π/2 π

cos2 φ = .

−π/2 2

The frequency of oscillation is given by ∂H/∂I and thus it is clear that ω represents the frequency

of oscillation as before. Also

θt = ωt + δ, (3.58)

where δ is determined by the boundary conditions. Thus we have solved the SHO in the action-

angle coordinate system.

We now use action-angle coordinates to find the general solutions for the dynamics of the pendu-

lum. Remember the Hamiltonian is

ℓ2

H(φ, ℓ) = − mga cos φ. (3.59)

2J

29

We define a new parameter

!1/2

ω12 + H √ √

Λ= , ω1 = Jω0 = mga. (3.60)

2ω12

where H represents the energy of a particular trajectory. Note that from Eq. (2.75) ω12 is the energy

of the system on the separatrix. It follows that

Λ = 1, ⇒ on the separatrices,

Λ < 1, ⇒ libration (within separatrices),

Λ > 1, ⇒ rotation (outside separatrices).

We have already found the solution for motion on the separatrices. We now consider motion inside

and outside.

Librations: Λ < 1

1 I

I(H) = p dq. (3.61)

2π

For the pendulum the generalised coordinate and momentum are φ and ℓ and therefore

!

1 Z φ1 Z −φ1

I(H) = ℓ dφ + ℓ dφ , (3.62)

2π −φ1 φ1

!

1 Z φ1 q 2

Z −φ1 q

2

= 2J(H + ω1 cos φ) dφ + − 2J(H + ω1 cos φ) dφ , (3.63)

2π −φ1 φ1

where we have divided the integral over a complete period into two integrals for which ℓ > 0 and

ℓ < 0. Due to the symmetry of the integrals this reduces to

1 Z φ1 q

I(H) = 2J(H + ω12 cos φ) dφ. (3.64)

π −φ1

The limit of integration φ1 is the angle at the turning point of the motion, for which ℓ = 0. By

making this substituion into the Hamiltonian we find that

!

−1 −H

φ1 = cos = 2 sin−1 Λ. (3.65)

ω12

The evaluation of the integral is rather lengthy, and instead we simply quote the result

8Jω0 h i

I(H) = E(Λ2 ) − (1 − Λ2 )K(Λ2 ) , Λ < 1, (3.66)

π

where

Z π/2

K(m) = (1 − m sin2 θ)−1/2 dθ, (3.67)

0

30

5 1.8

4 1.6

K(m)

E(m)

3 1.4

2 1.2

1 1

0 0.5 1 0 0.5 1

m m

Figure 3.4: Complete elliptic integrals of the first K(m) and second E(m) kind.

Z π/2

E(m) = (1 − m sin2 θ)1/2 dθ, (3.68)

0

is a complete elliptic integral of the second kind. (See http://mathworld.wolfram.com for a handy

reference to special functions such as these.) These functions are plotted in Fig. 3.4.

" #−1

∂H ∂I(H)

ω = = . (3.69)

∂I ∂H

Using the properties of elliptic integrals we can differentiate Eq. (3.66) with respect to H to find

π ω0

ω(H) = , Λ < 1. (3.70)

2 K(Λ2 )

This result is plotted in Fig. 3.5.

Rotations: Λ > 1

As before we have

1 I 1 Zπ

I(H) = p dq = ℓ dφ. (3.71)

2π 2π −π

where now the pendulum explores all values of φ. We shall assume that the motion is in the

anticlockwise direction, and so ℓ > 0. Thus

1 Zπ q

I(H) = 2J(H + ω12 cos φ) dφ. (3.72)

2π −π

31

1.6

1.4

1.2

0

1

ω(Λ) / ω

0.8

0.6

0.4

0.2

0

0 0.5 1 1.5 2

Λ

Using the fact that cosine is an even function cos φ = cos(−φ) and the result cos φ = 1 −

2 sin2 (φ/2), we can write Eq. (3.72) as

1 Z πh i1/2

I(H) = 2J(H + ω12 − 2ω12 sin2 φ/2) dφ, (3.73)

π 0

√ #1/2

2J 2 1/2

Z π"

2ω12 2 φ

= (H + ω1 ) 1− sin dφ (3.74)

π 0 H + ω12 2

Making the change of variable φ′ = φ/2 we find

q !1/2

2J × 2ω12 H + ω12 Z π/2

1

1/2

I(H) = ×2 1− sin2 φ′ dφ′ , (3.75)

π 2ω12 0 Λ2

√

4ω1 J

= ΛE(1/Λ2 ). (3.76)

π

We find the angular frequency again according to Eq. (3.69) and find

πω1 Λ

ω(H) = √ , Λ > 1. (3.77)

J K(1/Λ2 )

Combining this result with the frequency for Λ < 1 from Eq. (3.70) we get Fig. 3.5. As well as

producing this plot on a computer, we can get it from the series expansion of K(k)

" 2 2 2 #

π 1 1·3 1·3·5

K(m) = 1+ m+ m2 + m3 + . . . . (3.78)

2 2 2·4 2·4·6

and so we see K(m) → π/2 as m → 0. Thus we have the three limiting cases for the frequency

ωΛ → ω0 as Λ → 0,

ωΛ → 0 as Λ → 1, (3.79)

ωΛ → 2Λω0 as Λ → ∞.

32

You should try to derive these results yourself.

Thus, we have exploited one of the advantages of action-angle coordinates: we have found the

angular frequency of the pendulum without actually solving the equations of motion.

We can now work out the full solution to Hamilton’s equations for ℓ(t) and φ(t). We apply

Eq. (3.42) to the pendulum to find

∂ Zφ

θ(φ) = ℓ(φ′ , H) dφ′ . (3.80)

∂I 0

If we solve this for φ(θ, H) and substitute in

θ(t) = ω(H)t + θ(0), (3.81)

then the solutions are

2 cos−1 [dn(ω0 t, Λ2 )], Λ ≤ 1,

φ(t) = (3.82)

2 sin−1 [sn(Λω0 t, 1/Λ2 )], Λ > 1,

where we have taken the boundary condition to be φ(0) = 0. Here we have introduced the Jacobi

elliptic functions dn and sn.

The Jacobi elliptic functions are standard forms of elliptic functions. The three basic functions are

denoted cn(u, m), dn(u, m), and sn(u, m), where m = k 2 and k is known as the elliptic modulus.

They arise from the inversion of the elliptic integral of the first kind

Z φ dt

u = K(φ, m) = √ , (3.83)

0 1 − m sin2 t

where 0 < m < 1, and φ = am(u, m) = am(u) is the Jacobi amplitude, giving φ = K −1 (u, m) =

am(u, m).

sin φ = sin(am(u, m)) ≡ sn(u, m), (3.84)

cos φ = cos(am(u, m)) ≡ cn(u, m), (3.85)

q q

1 − k 2 sin2 φ = 1 − m sin2 (am(u, m)) ≡ = dn(u, m). (3.86)

These functions are doubly periodic generalizations of the trigonometric functions satisfying

sn(u, 0) = sin u, cn(u, 0) = cos u, dn(u, 0) = 1. (3.87)

33

3 20

2

(c)

15

l(t) / ω0J

1

φ(t)

0 10

−1

5

−2

(a)

−3 0

0 5 10 0 5 10

t / ω0 t / ω0

2 2.5

2

1

l(t) / ω J

0

1.5

φ(t)

0

1

−1 0.5

(b) (d)

−2 0

0 5 10 0 5 10

t/ω t/ω

0 0

Figure 3.6: Solutions for the pendulum. (a) φ(t) and (b) ℓ(t) for Λ = 0.2 (solid), Λ = 0.6 (dashed),

and Λ = 0.99 (dotted). (c) φ(t) and (d) ℓ(t) for Λ = 1 (solid), Λ = 1.02 (dashed), and Λ = 1.2

(dotted).

34

Full solution: ℓ(t)

ℓ2 (0) ℓ(0)2

H = − mga = − ω12 . (3.88)

2J 2J

Inserting this into the definition of Λ from Eq. (3.60) we have

Λ2 = , (3.89)

2ω12

√

⇒ ℓ(0) = ±2 JΛω1 . (3.90)

Using this as the boundary condition we can then show that the angular momentum is

ℓ(t) = (3.91)

2ω0 JΛ dn(ω0 t, 1/Λ2 )], Λ > 1.

This can be derived by, for example, substituting the solution Eq. (3.82) into the Hamiltonian and

solving for ℓ(t). Examples of the solutions are shown in Fig. 3.6.

Limiting cases

The Jacobi elliptic functions can be written in terms of infinite expansions which allow us to find

simple expressions for φ(t) and ℓ(t) in limiting cases.

u3 u5

sn(u, m) = u − (1 + m) + (1 + 14m + m2 ) + . . . , (3.92)

3! 5!

2 4 6

u u 2 u

cn(u, m) = 1 − + (1 + 4m) − (1 + 44m + 16m ) + . . . , (3.93)

2! 4! 6!

u2 u4 u6

dn(u, m) = 1 − m + m(4 + m) − m(16 + 44m + m2 ) + . . . . (3.94)

2! 4! 6!

Case: Λ ≪ 1

u 2 u4 u 6

cn(u, Λ → 0) = 1 − + − + . . . = cos u, (3.95)

2! 4! 6!

and so we find for the angular momentum

which is the same as the SHO solution in the limit of small oscillations.

35

Case: Λ = 1

Here we find

u2 u4 u6 1

cn(u, Λ = 1) = 1 − + 5 − 61 + . . . = , (3.97)

2! 4! 6! cosh u

and so we have

2ω0 J

ℓ(t) = , (3.98)

cosh(ω0 t)

Case: Λ ≫ 1

Here we have

2 1 u2 1 u4 1 u6

dn(u, 1/Λ → 0) ≈ 1 − 2 + 4 − 6 + . . . ≈ 1. (3.99)

Λ 2! Λ 4! Λ 6!

Ignoring the terms of O(1/Λ2 ) and higher we have

2ω0 J

ℓ(t) = , (3.100)

Λ

which is constant rotation as we might have expected.

36

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