A.

La Rosa Lecture Notes

PSU-Physics PH 411/511 ECE 598
INTRODUCTION TO
QUANTUM MECHANICS
________________________________________________________________________

From the Hamilton’s Variational Principle to

the Hamilton Jacobi Equation
4.1. The Lagrange formulation and the Hamilton’s variational principle
4.1A Specification of the state of motion
4.1B Time evolution of a classical state: Hamilton’s variational principle
Definition of the classical action
The variational principle leads to the Newton’s Law
The Lagrange equation of motion obtained from the variational principle
Example: The Lagrangian for a particle in an electromagnetic field
4.1C Constants of motion
Cyclic coordinates and the conservation of the generalized momentum
Lagrangian independent of time and the conservation of the Hamiltonian
Case of a potential independent of the velocities: Hamiltonian is the
mechanical energy
4.2 The Hamilton formulation of mechanics
4.2A Legendre transformation
4.2B The Hamilton Equations of Motion
Recipe for solving problems in mechanics
Properties of the Hamiltonian
4.2C Finding constant of motion before calculating the motion itself
Looking for functions whose Poisson bracket with the Hamiltonian vanishes
Cyclic coordinates
4.2D The modified Hamilton’s principle: Derivation of the Hamilton’s equations
from a variational principle.
4.3 The Poisson bracket
4.3A Hamiltonian equations in terms of the Poisson brackets
4.3B Fundamental brackets
4.3C The Poisson bracket theorem: Preserving the description of the classical
motion in terms of a Hamiltonian
a) Example of motion described by no Hamiltonian
b) Change of coordinates to attain a Hamiltonian description
4.4 Canonical transformations
4.4A Canonoid transformations (i.e. not quite canonical)
 Preservation of the canonical equations with respect to a particular
Hamiltonian)
4.4B Canonical transformations
Definition
Canonical transformation theorem
Canonical transformation and the invariance of the Poisson bracket
4.4C Restricted canonical transformation
4.5 How to generate (restricted) canonical transformations
4.5A Generating function of transformations
4.5B Classification of (restricted) canonical transformations
4.5C Time evolution of a mechanics state viewed as series of canonical
transformations
The generator of the identity transformation
Infinitesimal transformations
The Hamiltonian as a generating function of canonical transformations
Time evolution of a mechanical state viewed as a canonical transformation
4.6 Universality of the Lagrangian
4.6A Invariant of the Lagrangian equation with respect to the configuration space
coordinates
4.6B The Lagrangian equation as an invariant operator
4.7 The Hamilton Jacobi equation
The Hamilton principal function
Further physical significance of the Hamilton principal function
From the Hamilton’s Variational Principle to
the Hamilton Jacobi Equation
4.1 The Lagrange formulation and the Hamilton’s variational principle
4.1A Classical specification of the state of motion
The spatial configuration of a system composed by N point masses
is completely described by
3N Cartesian coordinates (x1, y1, z1), (x2, y2, z2), …, (xN , yN , zN ).

If the system is subjected to constrains then the 3N Cartesian coordinates are not
independent variables. If n is the least number of variables necessary to specify the
most general motion of the system, then the system is said to have n degrees of
freedom.
The configuration of a system with n degrees of freedom is fully
specified by n generalized position-coordinates q1, q2, … , qn

The objective in classical mechanics is to find the trajectories,

q = q (t)  = 1 , 2, 3, …, n (1)
or simply q = q (t) where q stands collectively for the set (q1, q2, … qn)
4.1B Time evolution of a classical state: Hamilton’s variational principle
One of the most elegant ways of expressing the condition that determines the
particular path q (t ) that a classical system will actually follow, out of all other possible
paths, is the Hamilton’s principle of least action, which is described below.
The classical action
 One first expresses the Lagrangian L of the system in terms of the generalized
position and the generalized velocities coordinates q and q ( =1,2,…, n).
L( q , q , t ) (2)

Typically L=T-V, where T is the kinetic energy and V is the potential energy of
the system. For example, for a particle of mass m moving in a potential V(x,t), the
Lagrangian is,
L (x, x , t) = (1/2)m x 2 - V(x,t) (3)

 Then, for a couple of fixed end points (a,t1) and (b, t2) the classical action S is
defined as,
 ( b, t 2 )

S (q ) ≡  L( q(t ) , q (t ) , t ) dt Classical action (4)

( a, t1 )
Number (1-dimension case)
or
set of numbers (n-dimension case)
Function
or
set of functions (n-dimension case)

Notice S varies depending on the arbitrarily selected path q that joins the ending
point a and b, at the corresponding times t1 and t2. See figure 1 below.

We emphasize that in (4),

q stands for a function (or set of functions, in the n-dimension case)
Indistinctly we will also call it a path
q(t) is a number (or set of numbers, in the n-dimension case)
It is the value of the function q when the argument is t.
S is evaluated at a function),
i.e. S (q)
L is evaluated at a number (or set of numbers, in the n-dimension case)

Hamilton’s variational principle for conservative systems

 Out of all the possible paths that go from (a, t1) to (b, t2), the system takes only
one.
On what basis such a path is chosen?
Answer: The path followed by the system is the one that makes the functional S
an extreme (i. e. a maximum or a minimum).

S q  q = 0 The variational principle (5)

That is, out of all possible paths by which the system could travel from an initial position
at time t1 to a final position at time t2, it will actually travel along the path for which the
integral is an extremum, whether a maximum or a minimum. The figure below shows
the case for the one-dimensional motion.
 x(t)
xC
b

xC(t)
a

t1 t2 t
Figure 1. For a fixed points (a, t1) and (b, t2), among all the
possible paths with the same end points, the path xC makes
the action S an extremum.

Example: The variational principle leads to the Newton’s law

Consider a particle moving under the influence of a conservative force F (be
dV
gravitational force, spring force, …) whose associate potential is V (i.e. F = - .)
dx
Since the kinetic energy is given by T= (1/2) m x 2, where x means dx/dt, then
L(x, x , t) = (1/2) m x 2 - V(x), and
( b,t 2 ) ( b,t 2 ) 1
S ( x) ≡  a,t
( 1 )
L( x, x,t )dt = 
(a,t ) 2
1
[ mx 2  V ( x )]dt (6)

On the left side, S is evaluated on a path x.

On the right side, the values x(t) and x (t) have to be used
inside the integral, but for simplicity we have just written x
and x respectively
Different paths x give, in general, different values for S (for fixed (a, t1) and (b, t2.)

Let’s assume xC is the path that makes the value of S extremum. One way to obtain
a more explicit form of xC is to probe expression (6) with a family of trial paths that are
infinitesimally neighbors to that particular path. Let’s try, for example,
x( = xC +  h (7)

Function

Scalar
(parameter)
which means
x(( t) = xC(t) +  h(t) (7)’
where h(t) is an arbitrary function subjected to the condition,
 h(t1)= h(t2) =0 (8)
and  is an arbitrary scalar parameter,
In expression (7), when choosing small values for , x( becomes a path just a
“bit” different than the path xC.

Note: In the literature the path difference [x( - xC ] is sometimes called x.
Here we are opting to use h ( a number, and h a function) instead, just
to emphasize that [x(-xC] is a difference between two paths (and not
the difference of just two numbers).

Evaluating expression (6) at the path x(( gives,

( b, t 2 )
S(x() = (a, t { 2 m [ x C(t) +  h (t) ]2 – V( xC(t ) +  h(t ) ) }dt
1
(9)
1)

The condition that xC is an extremum becomes,

dS
0 (10)
d  0

x(t)

b xC(t)

 h(t)


t1 t2 t
Figure 2. For an arbitrary function h, a parametric family of trial paths x(t ) =
xC(t ) +  h(t ) is used to probe the action S given by expression (6).

From (6),
( b, t 2 )
 a, t
dS
 {
1
2
m 2 [ x C(t) +  h (t)] h (t) –V ’h(t) }dt
dα ( 1)

where V’ stands for the derivative of the potential V

( b, t 2 ) ( b, t 2 )
=  a, t
( 1)
{ m x C (t) h (t) – V ’ h(t) }dt +   a, t
( 1)
m [ h (t)]2dt

The last term will be cancelled when evaluated at =0.

 dS ( b, t 2 )

d  0
  a, t
( 1)
{ m x C (t) h (t) – V ’(xC) h(t) }dt (11)

The first term on the right side of the equality above can be integrated
by parts,
( b, t 2 ) ( b, t 2 )
 a, t  a, t
t2
(
x C (t) h (t) dt = x C (t) h(t ) t - x C (t) h(t) dt
1) 1 ( 1)

According to (8), h(t) vanishes at t1 and t2 ; therefore the first terms on

the right side vanishes,
( b, t 2 ) ( b, t 2 )
 a, t
( 1)
x C (t) h (t) dt = -  a, t
( 1)
x C (t)h(t) dt
Expression (11) becomes,

dS ( b, t 2 )
 – { m x C (t) + V ’(xC)} h(t)dt (12)
d  0 ( a, t 1 )

Since this last expression has to be equal to zero for any function h(t), it must happen
that m x C (t) + V ’(xC) =0, or,

x C (t) = – dV (xC) = F

dx
That is,
( b, t 2 ) ( b, t 1 ) 1
S≡  a, t
( 1)
L(x, x,t)dt = ( a, t ) 2
1
[ mx 2  V ( x )]dt ….
(13)
takes an extreme value when the path x(t) . (13)
dV
satisfies the Newton’s Law x (t) = – =F
dx
In the next section, a key expression we will use through the derivation is the following:

Consider an arbitrary function,

S  S ( u , v ,t ) ,
where u  ( u1 , u 2 , u 3 ) and v  ( v1 , v 2 , v 3 )

For arbitrary increments  , , and the value of

S ( u  Δ, v  δ, t  dt )
can be approximated by,
S ( u  Δ, v  δ, t  dt )  S (u, v ,t ) +
S S S
+ 1  2  3 +
u1 u 2 u 3
S S S
+ 1  2  3
v1 v 2 v 3
S
+ dt
t
Sometimes the following notation is used,
S S S S
 ( , , )
u u1 u 2 u 3
Accordingly,
S S S (13)
S ( u  Δ, v  δ, t  dt )  S (u, v ,t ) + Δ   δ + dt
u v t

The Lagrange equations of motion obtained from the Hamilton’s variational

principle
In a more general case, the system may be composed by n particles. Using,
x (t)= (x1(t), x2(t), … , xn(t), x1 (t), x 2 (t), ,…, x n (t) )
the action is defined as
( b, t 2 )

S( x ) ≡ ( a, t 1 )
L( x (t), x (t) , t) dt (14)
where a and b are two fixed point in the configuration space.

Using a family of trial functions of the form

x ( (t) = x (t) +  h (t) (15)
where h (t1) = h (t2) = 0
 x (t)= ( x1(t), x2(t), … , xn(t), x1 (t), x2 (t), ,…, x n (t) )
h (t)= ( h1(t), h2(t), … , hn(t), h1 (t), h2 (t), ,…, hn (t) )

we look for an extreme value of the function

t2
S() =  t1
L( x ((t), x ((t), t) dt (16)

From (15) and (16) one obtains,

dS t2
L L 
d  
 { hi   hi } dt
t1
i xi i xi
L
Notice, the term does not appear in the last expression.
t
Integrating by parts the second term,
t2
L
dS

t2 t2

d
  t1
{
i
L
xi
hi } dt +
i xi
hi - 
t1
{ (
i
d L
dt xi
)hi } dt
t1
 
Since h (t1) = h (t2) = 0, one obtains
dS t2 t2

d
  t1
{
i
L
xi
hi } dt -  t1
{ (
i
d L
dt xi
)hi } dt

 t
t2
L d L
= { -( ) } hi dt
i 1 xi dt xi

L d L  
In the last expression and ( ) are evaluated at x (t) +  h(t ) .
xi dt xi

dS L d L
 t
t2
 { -( ) } hi (t ) dt
d  0 i 1 xi dt xi
L d L 
In the last expression and ( ) are evaluated at x (t).
xi dt xi

The variational principle requires that,

dS L d L
 t
t2
 { -( ) } hi (t ) dt = 0 (17)
d  0 i 1 xi dt xi
for arbitrary trial functions hi (t ) .
This could be satisfied only if,

d L L
 0 for i=1,2, …, n. The Lagrange Equations (18)
dt xi xi

These are second order equations. The motion is completely specified if the initial
values of the n coordinates xi and the n velocities xi are specified. That is, the xi and xi
form a complete set of 2n independent variables for describing the motion.

Remark:
Hamilton’s variational principle involves physical quantities T
and V, which can be defined without reference to a particular
set of generalized coordinates. The set of Lagrange equations is
therefore invariant with respect to the choice of coordinates. !

A key expression we will use through the derivation is the following:

For an arbitrary function, S  S (u, v ,t ) ,

dS S S S
 u 1  u 2  u 3
dt u1 u 2 u 3
S S S
+ v 1  v 2  v 3 +
v1 v 2 v 3
S
+
t
S S S S
Sometimes, the following notation is used  ( , , )
u u1 u 2 u 3
Accordingly,
dS S S S
 u   v  +
dt u v t

Example: The Lagrangian for a particle in an electromagnetic field

This is a case where the force depend on the velocity,
F  q ( E  v  B) (19)
Since the Maxwell’s equation states that   B  0 , then B can be expressed in terms of
a vector potential A  A( x ,t )
B   A (20)
(because the divergence of the rotational is identically equal to zero.)
On the other hand, the third Maxwell’s equation   E  B / t  0 can then be written
(  A)
as   E   0 , or   ( E  A / t )  0 . The quantity with vanishing curl can be
t
written as the gradient of some scalar function, that is E  A / t   , or
A
E     (21)
t
where   ( x ,t )
With these alternative expressions for E and B the equation of motion
m x  q ( E  v  B)
can be expressed as,
A
m x   q  q + q x  (  A) (22)
t
It can be demonstrated (see homework assignment) that,
A
x  (  A)  x 
x
- ( x  ) A (23)

Accordingly, the vector expression (22) can be expressed in term of the components,

m  A A
x     + x   ( x  ) A  = 1, 2, 3
q x t x
The second and the fourth terms on the right side constitute a
exact differential of A

 A dA
  + x    (24)
x x dt
We have to figure out the Lagrangian L, such that the Lagrangian equations (18) lead to
(24). If there were no magnetic field, L would be L  (1/2)m x  q( x ) . The magnetic
2

field introduces a term depending on the velocity. Hence, let’s try,

1
L  m x 2  q( x )  f ( x , x ,t ) (25)
2
where x  ( x2 , x2 , x3 )
L  f
 q 
x x x

L f
 mx 
x x

d L  f  f  f
 mx  ( x  )  ( x  ) 
dt x x x x x t x
   
where stands for ( , , )
x x1 x 2 x3
   
stands for ( , , )
x x1 x 2 x 3

d L L
  0 implies
dt x x
 f  f  f  f
mx  q   ( x  )  ( x  )  (26)
x x x x x x t x
which should be compared with (24)
 A dA
m x   q + qx  q 
x x dt
Notice the right side of (26) contains a term in x , which is not present in (24). Therefore
we require
 f
( x  ) =0
x x
Or, equivalently,
 f
for  = 1, 2, 3 (27)
x  x

A particular solution of (27) is,

f  x  G( x ,t )  x1G1  x 2G2  x3G3 (28)
Replacing (28) in (26),
 G  
mx  q  x   ( x  )G  G
x x x t
The last two terms on the right side constitute a
exact differential of G
  G d
mx  q  x   G (29)
x x dt
which should be compared with (24),
 A dA
m x   q + qx  q 
x x dt
A comparison between (24) and (29) indicates that G  qA . Replacing this solution in
(28) gives,
f  qx  A( x ,t ) (30)
The Lagrangian in (25) is then given by,

1
L( x , x ,t )  m x 2  q ( x )  q x  A( x ,t ) (31)
2
Lagrangian for a particle in an electro-
magnetic field described by a scalar
potential  and vector potential A.
A
E    
t
B   A

4.1C Constants of motion

Cyclic coordinates and the conservation of the generalized momentum
There is another way to identify constant of motion. For example, if the Lagrangian
of the system does not contain a given coordinate x, the corresponding Lagrangian
d L L
equation   0 becomes
dt x x
d L
0
dt x
L
It means that the generalized momentum is constant
x
If a coordinate x does not appear in the Lagrangian, the variable is said to be cyclic.
p = constant for a cyclic coordinate (32)

Lagrangian independent of time and conservation of the Hamiltonian

L
Consider a Lagrangian that does not depend explicitly on time, i.e. = 0.
t
The total time derivative of
 L  L(x, x ) (33)
is,
dL L dxi L dx i
dt
 [ i xi dt
+
x i dt
]

L d L
From the Lagrange equation  , the previous equation can be written as
xi dt xi
dL d L dxi L dx i
dt
 [ i
( )
dt xi dt
+
x i dt
]

d L dxi L dx i
  i
[ ( )
dt xi dt
+
x i dt
]

L
  i
(
d
dt
( xi )
xi
L
 d
dt

i
xi
xi
This implies,
L
i
xi
xi
 L = constant (34)

when L does not depend on t explicitly.

We have just found a constant of motion.
The quantity on the left of expression (34) is called the Hamiltonian H of the system.
L
H ≡ i
xi
xi
 L (35)

A more rigorous definition of the Hamiltonian function will be given in the following
sections.
Expression (34) indicates that, when L does not depend explicitly on time, the
Hamiltonian quantity H is a constant of motion.

Case of a potential independent of the velocities

For the case in which V = V(x),
L(x, x ) = T( x )  V(x)

= 
k
1
2
mk x k
2
 V(x) (36)
 L
= mi xi
x i

L
i
xi
xi
=  i
mi xi
2

= 2 T (x)

L
H ≡ 
i
xi
xi
 L

= 2 T ( x )  L
= 2 T ( x )  ( T( x )  V(x) )
= T( x )  V(x) = Energy (37)

Thus, when the potential does not depend on the the velocity, and L does not depend
on the time explicitly, H is the energy of the system and at the same time a constant of
motion.

4.2 The Hamiltonian formulation of mechanics

An alternative to the Lagrangian description of mechanics, outlined above, is the
Hamiltonia formulation. Instead of dealing with a set of n differential equations of 2nd-
order given in (18), one is resorted to solve 2n differential equations of 1st order, as we
will see below. However one may end up with a similar intensity of difficulty when
solving the corresponding equations. The advantages of the Hamiltonian formulation lie
not necessarily in its use as a calculation tool, but rather in the deeper insight it affords
into the formal structure of mechanics.1 Its more abstract formulation is of interest
because of their essential role in constructing the more modern theories in physics. In
this course it is used as a point of departure for elaborating a quantum theory.
In this section we show that the new formulation is implemented through:
 a change of variables (to be specified later),
(x1, x2, …, xn, x1 , x 2 , …, x n , t) to  (x1, x2, … xn, p1, p2, … pn,, t)
be specified later

 and, instead of L( x, x , t ) , the use another function

H=H(x1, x2, …, xn, p1, p2, …,pn, t) = H(x, p, t)
How to obtain such a transformation? How to choose H?
To get an idea of what transformation is convenient (i. e. what particular combination
between the ( x, x , t ) and ( x, p, t ) variables is suitable for our purpose), let’s familiarize
with the following, much simpler, Legendre transformation
4.2A Legendre transformation
Consider a physical quantity is described by a two-variable function
L=L(x, y) (32)
A differential change of L is given by,
L L
dL = dx + dy
x y
= u dx + v dy (33)
L
It may happen that a description could more convenient in terms of x and .
y
Accordingly, we would like, then, to perform a change of variables
(x, y)  (x, v) (34)
L(x, y)
where v =
y
L(x, y)
(We will assume that the relationship v = allow us to put y in terms of x and v).
y
One way to obtain a quantity B (to replace L) whose differential-change could be
expressed directly in terms of dx and dv (instead of dx and dy) is by defining B=B(x, v)
as follows,
B(x, v) ≡ L(x, y) – y v (35)
L(x, y)
= L(x, y) – y
y
Its corresponding differential is given by
dB = dL – y dv – v dy
using (33)
= u dx + v dy – y dv – v dy
dB = u dx – y dv (36)
(As we said above, we assumed that the definition v = L( x, y ) /  y allows to
put y in terms of x and v. Also, since u= L/ x , the above assumption ensures u
can be put in terms of x and v as well.)
Thus, dB end ups being expressed in terms of the differentials dx and dv (the new
independent variables,) which is what we wanted.
The last expression also gives,
B B
u= and y = – (37)
x v
In summary,
 (x, y)  (x, v)
(x, v) = (x, L/  y )

L(x, y)  B(x, v)
(38)
B(x, v) ≡ L(x, y) – y v
= L(x, y) – y L/  y

dL = ( L/  x ) dx + ( L/  y )dy = u dx + v d y

dB = u dx – y dv

With this background, we will see below that the transformation to transit from the
Lagrangian formulation to the Hamiltonian formulation is of the Legendre’s type. (Just
identify the x variable with the y variable we have used in this section.)

4.2B The Hamilton Equations of Motion

The equation of motion of a system is described by a Lagrange function
 
L  L( x, x , t ) , leading to a set of differential equations of second order,
d L L
 0, i = 1, 2, …, n
dt xi xi

Consider the following transformation of coordinates,

   
( x, x , t )  ( x, p, t ) (39)
L  
where pi  ( x, x, t )
 xi

L  H
   
H ( x, p, t )   x i pi - L( x, x , t ) (40)
i
 
xi has to be expressed in terms of ( x, p, t )
     

 x i ( x, p, t ) pi - L( x, x ( x, p, t ), t )
i

The Hamiltonian function

On one hand,
 
H  H ( x, p, t ) implies,
 H H H
dH = i xi
dxi  
i pi
dpi 
t
dt (41)

   
On the other hand, the expression for H ( x, p, t )   xi pi - L( x, x , t ) given in (40)
i
implies,
L L L
dH =  p dx   x dp  
i
i i
i
i i
i xi
dxi   i xi
dxi 
t
dt

L
(d ) pi
dt xi

( d pi )
dt
p i
Thus, the first and fourth sum-terms cancel out
L
dH =  x dp
i
i i  
i
p i dxi 
t
dt (42)

From (41) and (42) one obtains,

   
H ( x, p, t )   x i pi - L( x, x , t )
i

     
  x i ( x, p, t ) pi - L( x, x ( x, p, t ), t )
i

H
xi  Hamilton canonical
pi equations
H (2n first-order equations) (43)
p i  
xi
i = 1, 2, …, n
and

H L
 (44)
t t
Notice if L does not depend on t explicitly, neither does H.
Recipe for solving problems in mechanics
 
i) Set up the Lagrangian L( x, x , t ) .
L  
ii) Obtain the canonical momenta pi  ( x, x, t )
 xi
    
iii) Obtain H ( x, p, t )   xi pi - L( x, x , t ) in terms of x and p .
i

Example. Two dimensional motion of a particle in a central potential V( r ) =V(r).
1
L( r , , r,) )= T - V = m ( r 2  r 2 2 ) - V(r).
2
Using the definition (39),
L L 2 
pr  = m r and p  = m r 
 r 

Using the definition (40),

H (r, , pr , p )  rpr   p - L(r, , r,)
1
 rpr   p  m ( r 2  r 2 2 ) V(r).
2
L L
The expressions pr  and p  are inverted to
 r 
express r and  in terms of (r , , p, p )

pr p
 pr  2
p  1 m ( ( pr )2  r 2 ( p2 )2 )
m mr 2 m mr
2
p 2
H (r, , pr , p ) = pr  V(r).
2m 2mr 2
Using (30) one obtains the equation of motion for each of the 4 independent variables
r ,  , pr , p .
H pr H p
r  =   =
pr m p mr 2
H V H
p r   = pr   =0
r r 

Properties of the Hamiltonian

The significance of the Hamiltonian was already observed in Section 4.1C, in which,
L
for the case when  0 the Hamiltonian constitutes a constant of motion. Now that
t
we have a more formal definition of the Hamiltonian, given in expression (40), we can
re-state it the following manner:
 dH H
  (45)
dt t
H H H
 xi  
dH
Proof:  p i 
dt i xi i pi t

- p i xi
The first and second sum-term cancel out, which proves the statement. That is,

a Hamiltonian that does not depend explicitly

on time constitutes a constant of motion
(59)

 H is a constant of motion if . (46)

L does not depend explicitly on t.
H L dH H
This follows from the two general results (44)  and (45)  ,
t t dt t
L H dH
Sin  0 implies  0 , and, hence  0.
t t dt

 For a Lagrangian L=T-V where the potential V is independent


of x and the kinetic energy T is homogeneous quadratic (47)

in x , then H is the total energy

T   ki ( xi ) 2 and L then has the form L   ki ( xi )2  V ( x )
i i

L L
One obtains,
xi
= 2ki xi and  i
xi
xi

 2 ki ( xi )2 = 2T
i

L
H= i
xi
xi
 L = 2T – L= 2T – ( T – V )= T + V .

 H may be a constant of the motion but not the energy

(if T is not homogeneous quadratic.) .
L
H may be the energy but not constant (if  0 ). .
t
 H may be neither the energy nor a constant of motion.

In the Hamiltonian approach,

 A mechanical system is completely specified at any time by giving all the
 
x and p coordinates.
 
That is, the state of a system is specified by a point ( x, p) in phase space.
The task is to find how this point moves in time, i.e. the motion in phase space
 The initial condition tell us where in phase space the system starts, but it is the
Hamiltonian which tells us, though the canonical equations (43), how it proceeds
from there.

t=to  
phase ( x, p )
space

 Alternatively, the Hamiltonian determines all the possible motions the system can
perform in phase space, the initial conditions picking out the particular motion
which is the solution to a particular problem.

4.2C Finding constant of motion before calculating the motion itself

a) Looking for functions whose Poisson bracket with the Hamiltonian vanishes
It is possible to use the Hamiltonian to determine directly how a given dynamical
function varies along the solution-motion, even before calculating the motion itself. (For
example, determining whether that quantity is a constant of motion or not.) To that
 
effect, let’s consider a dynamical function F= F ( x, p ,t ) and calculate its total
differential change with time,
dF F F F
dt
 
i xi
xi  
i pi
p i 
t

H H
-
pi xi
F H F H F
  
i xi pi i pi xi t
 dF  F H F H  F
   x    (48)
dt i  i pi pi xi  t
The first term on the right side is called the Poisson bracket between F and H (to be
described in more detailed in the sections below).

F, H     F H  F H  (49)

i  xi pi pi xi 
In terms of the Poisson bracket, the time dependence of a physical quantity is expressed
as,
F
 F, H  
dF
(48)
dt t
A quantity F that does not depend explicitly on time, will be a constant of motion if the
Poisson bracket between F and the Hamiltonian H vanishes. Certainly, one would have
to have a lot of intuition to figure out such a function F. We will see later, however, that
there exist systematic methods to find just that. Here we just want to show that the
possibility of finding constant of motion without solving the equations.
To see how this works, let’s take the familiar example of the two dimensional,
symmetric simple harmonic oscillator. 2 For simplicity take k=1 and m=1. Then,
1 1
L( x1 , x2 , x1 , x2 , t )  ( x1  x2 )  ( x1  x2 )
2 2 2 2
(49)
2 2

L
pi  ( x1 , x2 , x1 , x2 , t )  xi for i= 1,2 (50)
 xi
   
H ( x, p, t )   xi pi - L( x, x , t )
i

H ( x1, x2 , p1, p2 , t )  x1 p1  x2 p2 - L( x1, x2 , x1, x2 , t )

1 1
 x1 p1  x2 p2  ( x1  x2 )  ( x1  x2 )
2 2 2 2

2 2

where we have to replace the x i in terms of the pi given in (50)

1 1
 p1 p1  p2 p2  ( p1  p2 )  ( x1  x2 )
2 2 2 2

2 2

1 1
H ( x1, x2 , p1, p2 , t )  ( p1  p2 )  ( x1  x2 )
2 2 2 2
(51)
2 2

Without finding the explicit solution, let’s show that expression (48) tell us that the
angular momentum F,
F ( q1 , q2 , p1, p2 , t )  x1 p2  x2 p1 angular momentum (52)
Is a constant of the motion.
First, let’s calculate,
F H F H
  p2 p1  x2 x1
x1 p1 p1 x1
F H F H
   p1 p2  x1 x2
x2 p2 p2 x2
F
0
t
which gives
2
 F H F H  F
  x  
pi xi  t
=0
i 1  i pi

Accordingly, expression (48) gives,

dF
0 (53)
dt
That is, without explicitly calculating the solution, we know that, for this problem, the
angular momentum is a constant of motion.

b) Cyclic coordinates
According to the definition given in Section 4.1C, a cyclic coordinate xi is one that does
L d L
not appear in the Lagrangian. The Lagrangian equation  then implies that
xi dt xi
L
the generalized momentum pi = is a constant of motion. But the Hamiltonian
x i
H H
equation p i   implies also that in this case  0 ; that is,
xi xi
a coordinate the is cyclic (i.e. absent in the Lagrangian) (54)
will also be absent from the Hamiltonian

This conclusion can also be obtained from the definition of the Hamiltonian,
   
H ( x, p, t )   x i pi - L( x, x , t ) . Notice, H differ from – L by  x i pi , which does
i i
not involved the coordinates xi explicitly.

Hamiltonian with full cyclic coordinates

The solution of the Hamilton’s equation is trivial for the particular case in which the
Hamiltonian does not depend explicitly on time (it is a constant of motion) and all
coordinates xi are cyclic.
 xi i=1, …, n does not appear in the Hamiltonian
H
Under those conditions all the conjugate momenta p i   will be constant.
xi
pi   i
The Hamiltonian then may be written in the form
H  H (1 ,  2 , ... ,  n )
and the equation of motion for the coordinates x i will be,
H
x i    i ( constant )
 i
whose solutions are,
x i  i t   i

It is true that rarely occurs in practice that all the coordinates are cyclic (for, thus, taking
advantage of the easy way to find the solutions.) However, a given problem can be
described by different sets of coordinates. It becomes important then to find a
systematic procedure for transforming from one set of variables to another set of
variables where the solution is more conveniently tractable. That will be the subject of
using canonical transformations, to be described in section 4.4.

4.2D The modified Hamilton’s principle: Derivation of the Hamilton’s equations from a
variational principle.
Hamilton’s canonical equation can be obtained from a variational principle, similar
to the way the Lagrange equations were obtained in Section 4.1B above. However, the
variations will be over paths in the ( x, p) phase-space, which has 2n dimensions, twice

the n dimensions of the x configuration-space. Interestingly enough, the function inside
the integral, upon which the variational principle will be applied, is again the Lagrangian
L, but now considered as a function of ( x, x , p, p ,t ) .

L( x, x , p, p ,t )   x i pi - H ( x, p, t ) (55)
i
As a first step, let’s apply the variational principle to

( x2 , p2 ,,t2 )

S ( x, p) ) ≡  L( x, x , p, p ,t ) dt (56)
( x1 , p1 , t1 )
Inside the integral, we have just written ( x, x , p, p ,t ) for
simplicity, but ( x(t ), x (t ), p(t ), p (t ) ,t ) should be used
instead, respectively.
In applying the variational principle, we realized it is very similar to the case when we
applied it in the configuration space. This time we just have more independent
variables. The result is,

d L L d L L
 0 and   0, for i=1,2, …, n. (57)
dt xi xi dt p i pi
Applying (57) to the Lagrangian given in (55), L( x, x , p, p ,t )   xi pi - H ( x, p, t ) ,
i

L L H
 pi ,  -
xi xi xi
d L L H
  0 implies p i   (58a)
dt xi xi xi
On the other hand,
L L H
0,  xi -
p i pi pi
d L L H
  0 implies xi  (58b)
dt p i pi pi
That is, we obtain in (58) the canonical Hamiltonian equations (43).

4.3 The Poisson bracket

 
Expression (48) evaluates how a given dynamic quantity F= F ( x, p ,t ) varies as a
 
function of time, while x and p evolves according to the Hamilton equations. The first
term of the right hand in (48) turns out to be an important expression in itself; it is
called the Poisson bracket of F and H.
 
In general, the Poisson bracket [S,R] of the dynamical variable S= S ( x, p) with the
 
dynamical variable R= R ( x, p) is defined as,

S, R    S R S R  Poisson bracket of the

  dynamic quantities R and S (55)
i  xi pi pi xi 

Note: Sometimes it will be convenient to express the Poisson bracket as

[S,R](x,p) (56)
to emphasize that the derivatives in the bracket are taken with respect to the
 
variables ( x, p) . For, it may happen that an (invertible) transformation of
coordinates
        
Q  Q( x, p, t ) and P  P ( x, p, t )
may have taken place. Therefore the dynamical quantities will have a
 
dependence on Q and P , and the Poisson bracket of the S and R can be taken
with respect to the new variables,
[S,R](Q,P) (57)
In terms of the Poisson bracket, expression (48) can be expressed as,
dF F
 [F , H ]  (58)
dt t
4.3A The Hamiltonian equations in terms of the Poisson brackets
In the particular case that F = x , expression (58) gives,
dxα x
 [ xα , H ]  α  [ xα , H ]
dt t
 x H xα H  H
But notice that [ xα , H ] =   α  =
i  xi pi pi xi  p
dx H
Therefore α = = [ xα , H ]
dt p

In the particular case that F=p, expression (58) gives,

dp p
 [ p , H ]    [ p , H ]
dt t
 p H pα H  H
But notice that [ pα , H ] =   α   = 
i  xi pi pi xi  x
dpα H
Therefore  [ pα , H ] = 
dt x
Thus,
dxi
 [ xi , H ] Hamilton canonical
dt equations (59)
(2n first-order equations)
dpi
 [ pi , H ]
dt
i = 1, 2, …, n

constitutes an alternative way to express the Hamilton canonical equations.

4.3B Fundamental brackets

 x x x 
x , x     xx
 

 = 0
pi pi xi 
for any 1, 2, ..., n
i  i

 p p p p 

p  , p   
i  x p  p x  = 0 for any 1, 2, ..., n
 i i i i 

p x p 

x , p     xx
 

 = 0
pi pi xi 
for ≠
i  i

p x p 

x , p     xx
 

 = 1
pi pi xi 
for =
i  i

That is,
 [ x , x ]( x, p )  [ p , p ]( x, p )  0 (60)

[ x , p ]( x, p )    … ..

Remark.
Notice, the result (60) appears to be trivial. It is. In fact, this is a property of the Poisson
bracket itself, regardless of the existence of a Hamiltonian.
It turns out, however, that if the bracket of the variables x , p were calculated with

respect to other arbitrary variables (Q,P), the value of [ x , p ](Q, P ) would be, in general,
different than    .
For an arbitrary transformation
[ x , p ](Q, P )    (61) (61)
(x,p)  (Q,P)
But, for a particular type of transformation of coordinates, called canonical
transformations (which are introduced in connection to Hamiltonian description of
motion, to be described in detail in the following sections), the Poisson bracket has the
remarkable property of remaining constant, that is [ x , p ]
( Q, P )
   , regardless of
the new canonical variables used to describe the motion. Hence the usefulness of the
Poisson bracket; it helps to identify such important canonical transformations.

 Here we derive the chain rule that relates the Poisson brackets evaluated with
respect to different coordinates.
   
If S=S (Q, P ) and R=R (Q, P )
        
where Q  Q( x, p, t ) and P  P ( x, p, t )

S , R( x, p )    S R S R 
  =
i  xi pi pi xi 
 S Qα S Pα R Qβ R Pβ 
   (  ) (  )

i  α Qα xi Pα xi  Q β pi Pβ pi 
 S Qα S Pα R Qβ R Pβ 
   (  ) (  )

i   Qα pi Pα pi  Q β xi Pβ xi 

Qα R Q β S Qα R Pβ

   ( QS 
xi Q β pi Qα xi Pβ pi

i   α

S Pα R Q β S Pα R Pβ

 
Pα xi Q β pi Pα xi Pβ pi
)

S Qα R Q β S Qα R Pβ

   ( Q  
i α pi Q β xi Qα pi Pβ xi
S Pα R Q β S Pα R Pβ
 
Pα pi Q β xi Pα pi Pβ xi
)

S R S R
  ( [Qα ,Q β ]( x, p )  [Qα , Pβ ]( x, p ) 
 Qα Q β Qα Pβ

+ S [ Pα ,Q β ]( x, p ) R  S [ Pα , Pβ ]( x, p ) R )
Pα Q β Pα Pβ
Thus,
   
For S=S (Q, P ) and R=R (Q, P )
       
where Q  Q( x, p, t ) and P  P ( x, p, t )

S,R( x,p )    S R S R 

  
i   x i  p i  pi  x i  (62)

 S R S R
   [Qα ,Q β ]( x, p )  [Qα , Pβ ]( x, p ) 
 Q Q β Qα Pβ
α β  α

S R S R 
 [ Pα ,Q β ]( x, p )  [ Pα , Pβ ]( x, p ) 
Pα Q β Pα Pβ 

Notice, if a particular transformation of coordinates (x,p)  (Q,P) satisfies,
[Qβ , Pα ]( x, p ) = ,

[Qβ , Qα ]( x, p ) = 0, and (63)

[ Pβ , Pα ]( x, p ) = ,

then (62) gives S,R( x,p )    S R  S R  . That is,

i  Qi Pi Pi Qi 

S,R( x,p )  S,R(Q, P ) Valid only for those particular trans- (64)
formation (x,p)  (Q,P) that satisfy (63)

Thus, we have found that those transformation of coordinates (x,p)  (Q,P) satisfying
(63) are very special: the bracket of two arbitrary dynamical quantities R and S remain
invariant, independent of whether we use (x,p) or (Q,P) to evaluate the bracket.

4.3C The Poisson bracket theorem: Preserving the description of the classical motion
in terms of a Hamiltonian
a) Example of a motion for which there is not Hamiltonian to describe it
 
Given a Hamiltonian H ( x, p, t ) we say that the time evolution of the classical system
is generated by H according to the canonical equations (43) and (59).
There are cases, however, in which no Hamiltonian generates a particular motion.
Consider, for example, the following motion:
x  ( p  x 2 )2 (65)
x
p   1 - 2x ( p  x 2 ) 2
2 ( p  x2 )
That there is no H whose associated canonical equation ends up in (60) can be seen by
first requiring,
H
x   ( p  x 2 )2
p
H x
p    1 - 2x ( p  x 2 ) 2
x 2 ( p  x2 )

The first equation gives,

2H 
 ( p  x 2 ) 2  4 x( p  x 2 )
xp x
and the second equation gives,
2H  1 x
 [ - 2x ( p  x 2 ) 2 ]
px p 2 ( p  x 2 )
 x
- 1 - 4x ( p  x 2 )
2 ( p  x 2 )2
The fact that
2H 2H
 (66)
xp px
implies that such a function H does not exist.

b) Change of coordinates to attain a Hamiltonian description

It is interesting to note in the example above that under a proper change of
coordinates (x,p)  (Q,P), a Hamiltonian function K can be found such that
K K
Q  and P  - . The following transformation will do the trick.
P Q
Qx (67)
P (p x ) 2 2

The equations of motion for Q and P are,

Q  x
according to (65)
 ( p  x 2 )2
=P

P  2( p  x 2 )( p  2 xx )
= 2P1/2( p +2Q Q )
according to (65)
x
= 2P1/2 (  1 - 2x ( p  x 2 ) 2 + 2Q Q )
2 (p x )
2

Q
= 2P1/2 (  1 1/2 - 2 Q P  2Q Q )
2P
But Q  P
Q
= 2P1/2 (  1 1/2 )
2P
P   Q
In short, the motion described, in the x,p coordinates, as
x  ( p  x 2 )2
x
p   1 - 2x ( p  x 2 ) 2
2 ( p  x2 )

for which there is not a Hamiltonian,

is alternatively described in the new coordinates Q , P by the following equation of
motion,
Q  P (68)

P   Q
These equations do have a Hamiltonian. Indeed,
K
setting Q   P , gives K(Q,P) = (1/2)P2 + f (Q)
P
K
setting P   2
  Q , gives K(Q,P) = (1/2)Q + g (P)
Q
Therefore,
K(Q,P) = (1/2) Q2 + (1/2) P2 (69)

c) The Poisson bracket theorem

The above remark indicates that, when a Hamiltonian cannot be found, it may be
that we are using the “wrong” coordinates. “Wrong” in the sense that it does not exist a
Hamiltonian K to describe the motion in terms of the canonical equations (43) and (59).
The following Poisson bracket theorem comes handy, then, as a guidance to recognize
situations in which the motion, in the coordinates being used to describe it, can be
generated by a Hamiltonian.
 
Let x(t ), p(t ) be the time development of a system on phase space.
 
This development is generated by a Hamiltonian H ( x, p, t )
if and only if
   
every pair of dynamic variables R( x, p, t ) , S ( x, p, t ) satisfies the
relation
d dR dS
[ R, S ]  [ , S ]  [ R, ] (70)
dt dt dt

An outline of the proof is given in the Appendix-1, at the end of this chapter.

This theorem is used to verify whether or not a given motion is a Hamiltonian motion. If
we knew x=x(t) and p = p(t), we would apply (70) with the choice of R=q and S=p. If
(70) were not fulfilled, then there will be no Hamiltonian to describe such a motion.

4.4 Canonical Transformations

In many occasions, it may be convenient to make a transformation of coordinates
(x,p)  (Q,P). The motivation may not be necessarily to simplify the mathematical
burden in solving the Hamiltonian equations in the new coordinates; instead, more
often it is to identify more clearly those physical quantities that remain constants
throughout the motion (even without solving the equations of motion.) In other
occasions, the transformation of coordinates allows a better interpretation of classical
mechanics formalism as a point of departure for elaborating a quantum theory. The
latter is more pertinent to this course.
The example given in the previous section illustrate, however, that, if we want to
keep a Hamiltonian formalism to describe the motion, we have to be careful when
making a proper change of coordinates. Otherwise we may end up with no Hamiltonian
associated to that motion when described in those new coordinates. In this section we
study those types of transformations of coordinates that allow keeping the description
of the classical motion within a Hamiltonian formalism, i. e. its description according to
the canonical equations (43) and (59). They are called canonical transformations. We
will find that the systematic procedure for generating such transformations, involves the
participation of four types of so called generating functions. Each generating function
produces a corresponding type of canonical transformation.
In the course of constructing a consistent formalism for obtaining canonical
transformations, a fortunate turn of events occurs. It turns out that, finding the proper
generating function (to obtain a canonical transformation of specific characteristics) is
equivalent to finding the solution to the canonical Hamiltonian equations! (This will be
shown in Section 4.5C below.) Further, a particular canonical transformation will lead to
a new Hamiltonian that is identically equal to zero; the equation that such a generating
function must satisfy is the celebrated Hamilton Jacobi equation (this will be addressed
in Section 4.7). In the subsequent chapters, when elaborating a quantum mechanics
formalism, we will require that the quantum mechanics equation should have the
Hamilton Jacobi equation as a limit. The latter justify our current effort for attaining a
god understanding of the Hamilton Jacoby equation. We start by addressing the concept
of canonical transformations first.

Transformation of coordinates
Consider that a classical motion is described by
x(t ), p(t ) (71)
 
for which a Hamiltonian exists; i.e. the changes of x (t ) and p(t ) are governed by a
Hamiltonian H:
H H
xi  and p i   (72)
pi  xi

Consider a transformation of coordinates,

   
( x, p, t ) 
 (Q, P, t ) (73)
       
Q  Q( x, p, t ) ; P  P( x, p, t )
   
As x (t ) and p(t ) change, the variables Q (t ) and P(t ) also change accordingly.
However, nothing ensures that the time evolution of the latter variables preserves the
Hamiltonian formalism given in expression (43). That is, it doesn’t always exists a
K K
function K such that Q i  and Pi   .
Pi  Qi
Those particular transformations that allow preserving the Hamiltonian form of the
equation of motion are called canonical transformation. In this section we address,
 a method to generate such transformations, and
 inquire how to select a canonical transformation that renders a Hamiltonian K
that is a constant function, for, in such a case, the equation of motion becomes
obviously very simple.

t
t

H
t=to
  Transformation t=to
( x, p )
 
phase space ( Q, P )
phase space
Figure 3. For
       
Q  Q( x, p, t ) ; P  P( x, p, t )

4.4A Canonoid transformations (i.e. not quite canonical)

Preservation of the canonical equations with respect to a particular Hamiltonian)
 
Consider a Hamiltonian H = H ( x, p, t ).
   
An invertible transformation of variables ( x, p, t )  (Q, P, t ) such
 
that the time evolution of the new variables Qi (t ) and P(t ) (74)
preserve the form of the Hamiltonian equations,
K K
i.e. there exists a function K such that Q i  and Pi   ,
Pi  Qi
is called canonoid (i.e. not quite canonical) with respect to H.
.
Note: It turns out, a transformation that is canonoid with respect to a given Hamiltonian
need not be so with respect to another.

4.4B Canonical transformations

Definition
A transformation that is canonoid with respect to all Hamiltonians (75)
is called canonical.

Canonical transformation theorem3

 
Let ( x, p) be a set of general coordinates on phase space. The Poisson brackets of any
two dynamic variables R and S will be specified as,

S, R ( x , p )    S R S R 
 
i  xi pi pi xi 
Consider an invertible transformation
Q  Q( x, p, t ) ; P  P( x, p, t )

The following three statements are equivalent:

a) The transformation Q  Q( x, p, t ) ; P  P( x, p, t ) is canonical. (76)
b) There exists a nonzero constant z such that any dynamical
variables R and S satisfy,

S , R (Q,P)  z S , R( x, p) (77)

(That is, the Poisson bracket is practically independent of the
coordinates used to calculate it.)
The transformation Q  Q( x, p, t ) ; P  P( x, p, t ) is canonoid with
respect to all quadratic Hamiltonians of the form,
n

H= C + 

(c x  c' p ) +
1
n n


1 1
+ (  x x   ' x p  " p p ) (78)
  2
1 1 2

where  = , ' = ', ” = ”

An outline of the proof is given in the Appendix-2.

Canonical transformation and the invariance of the Poisson bracket

In short, the theorem above establishes that,
A transformation is canonical if and only if (79)
It preserves the Poisson bracket (to within a constant factor z.)
4.4C Restricted canonical transformations
A canonical transformation Q  Q( x, p, t ) ; P  P( x, p, t ) is called (80)
restricted-canonical transformation if in expression (78) z=1.
That is, S , R   S , R  .
( Q ,P ) ( x, p)

Note: In the literature the restricted canonical transformations are often simply called
canonical transformations.

4.5 How to generate (restricted) canonical transformations

4.5A Generating functions of transformations
In the remaining of the notes, whenever referring to canonical transformations, we
will assume that they are restricted (z=1); that is S , R   S , R  . A way to
( Q ,P ) ( x, p)

generate restricted canonical transformations will result along the way of attempting to
classify them. Toward this end, let’s analyze first the following expression

 x p -  Q P
i
i i
i
i i (81)

where the variables correspond to the transformation (73),

Q  Q( x, p, t ) ; P  P( x, p, t ) (82)
 
It turns out, when (81) is written as a function of ( x, p, t ) it reveals much about the
transformation. It is found that when the transformation (82) is (restricted) canonical,
expression (81) becomes an exact total derivative of a scalar function F. The latter is
then used to generate the transformation

The strategy is to show that there exists a function F that allows express (81) in the
following alternative form,
F F F
 x p -  Q P
i i i i =  x x   p p
i
i
i
i 
t
 ... else (83)
i i i i

To this end, let’s expand the left side in terms of the old coordinates,
i
i 
x p - Q P =
i
i
i i

Qi Qi Q
=  x p
i
i i -  (  x
i k
x k  
k pk
p k  i ) Pi
t
k

Q i
Qm Qm Qi
  xi pi -  ( x xi Pm    p p i Pm   Pi )
i m i i m i i i t
Qm Q Q
  ( pi   Pm ) xi   ( m Pm ) p i    i Pi (84)
i m xi i m pi i t
 i i 
The next step is then to identify, term by term, expressions (83) and (84).
Appendix-3 outlines the demonstration that there exists such a scalar function F such
that,

Qm F
pi   x
m
Pm 
xi
i

Qm F
 Pm  (85)
m pi pi
and
Qi F
 Pi  H K
i t t

Further, replacing (85) in (84),

F F F
 x p -  Q P
i
i i
i
i i =  x x
i
i   p p
i
i  (
t
+ H - K)
i i
Or

     F F F
 xi pi - H  -  Qi Pi  K  =  x x i   p p i 
t
 i   i  i i i i

    
 xi pi - H  -  Qi Pi  K 
dF
= (86)
 i   i  dt

What is remarkable is that the left side is an exact differential.

The function F is called the generating function of the transformation for, as we will see,
once F is given the transformation equations (82).

4.5B Classification of (restricted) canonical transformations

Expression (86) suggests that, in order to effect the transformation between the two
sets of canonical variables, F must be a function of both the old and the new variables. F
is a function of 4n variables plus the time. But only 2n of these are independent,
because the two sets (Q, P) and ( x, p) are connected by the 2n transformation
equations (82). Accordingly, there are four potential forms to express F, which will
depend on the circumstances dictated by the specific problem:
 F1 ( x, Q , t ) = F ( x, p( x, Q ) , t )
F2 ( x, P, t ) = F ( x, p( x, P), t ) ,
F3 ( p, Q , t ) = F ( x( p, Q ), p, t )

F4 ( p, P, t ) = F ( x( p, P), p, t )

Case 1: Assume the function F1 (q, Q , t ) is given.

In this case, (86) states,
    
 xi pi - H  -  Qi Pi  K  = dt ( x, Q , t )
dF1
 i   i 

F1 F1 F1

= xi   Q Q  (87)
xi t
i
i i i

Since the xi and the Qi are independent, then the coefficients of x i and Q i should be
equal,

F1
pi  ( x, Q , t ) i= 1, 2, … , n (88a)
xi
These are used to solve for the n variables
Qi as a function of ( x, p)

F1
Pi   ( x, Q , t ) i= 1, 2, … , n (88b)
Qi
Since the Qi have been determined in (88a),
this expression gives the n variables Pi as a
function of ( x, p)
which leaves (87) with,

F1
K H (88c)
t

Case 2: Assume the function F2 ( x, P, t ) is given.

In this case, (86) states,
    
 xi pi - H  -  Qi Pi  K  = dt ( x, P , t )
dF2
 i   i 
 F2 F2 F2
= xi   P P  (89)
xi t
i
i i i

On the left side, we expand the term  Q P . For convenience we write it as  Q

i
i i
m
m Pm ,

    
 xi pi - H  -  Qm Pm  K  = dt ( x, P , t )
dF2
 i  m 

F2 F2 F2

= x i   P P  (89)’
xi t
i
i i i

Q Q
where we will replace Q m   m xi   m Pi
i xi i Pi
Q Q

m
Q m Pm =  (  m xi   m P i ) Pm
m i xi i Pi
Inverting the order of the summation
Q Q

m
Q m Pm =   m Pm xi   m Pm P i
i m xi i m Pi
(90)

Replacing (90) in (89)’

  Qm Qm
 xi pi - H  -  (  x Pm ) xi   (
dF2
 i  i m i
 P
m
Pm ) P i + K =
dt
( x, P , t )
i i

F2 F2 F2

=  x
i
x i   P P
i
i 
t
i i
(91)

Since the xi and the Pi are independent in (91), then the coefficients of x i and P i
should be equal,
Q F2
pi   m Pm  ( x, P , t )
m xi xi
Q F2
  m Pm = ( x, P , t ) (92)
m Pi Pi
F2
K -H =
t
It is not straightforward to visualize that from the first equation the Pi can be solved as
a function of ( x, p) , since the Qm are involved there. Hence, we perform an extra step.
First, notice that the first equation in (92) can be written as,
  F2
pi 
xi
Q
m
m m P 
xi
( x, P , t )


pi  ( F2   Qm Pm ) (93a)
xi m

Also notice in the second equation of (92),

(Qm Pm ) Q P
m Pi
   m Pm   m Qm
m Pi m Pi

Q
  m Pm    imQm
m Pi m

Q
  m Pm  Qi
m Pi

Hence, the second equation in (92) can be expressed as,

(Qm Pm ) F2
  Qi = ( x, P , t )
m Pi Pi

Qi = ( F2   Qm Pm ) (93b)
Pi m

In term of the function F2’,

F2 '  ( F2   Qm Pm ) ,
m
expressions (92a) and (92b) give,
F2 '
pi 
xi
F2 '
Qi = (94)
Pi
F2 '
K -H =
t

At the end, there will be no interest in the function F2. We already found a F2’ that, if
expressed in terms of (x,P) as independent variables, it will generate a canonical
transformation. Hence, let’s just rename the F2’ as F2.

In summary
F2 F2 F2
pi  ( x, P , t ) , Qi = ( x, P , t ) , K -H =
xi Pi t

solve for Once the Pi are known,

 this gives
Pi  Pi ( x, p, t ) Qi  Qi ( x, p, t )

Invert them to obtain

F2 '
x  x(Q, P , t ) K (Q, P , t ) = H ( x, p, t ) + ( x, P , t )
t
p  p(Q, P , t )

K (Q, P , t ) = H ( x(Q , P , t ), p(Q , P , t ), t ) +

F2 '
+ ( x(Q , P , t ), P, t )
t
4.5C Evolution of the mechanical state viewed as series of canonical transformations

i) The generator of the identity transformation

Consider the generating function
F2 ( x, P, t )   xi Pi (95)
i
Let’s find out the canonical transformation it generates.
Using (94),
F2
pi   Pi (96)
xi
F2
Qi =  xi
Pi
We find the new coordinates (Q, P) are the same old coordinates ( x, p) . That is, the
function in F2 ( x, P, t )   xi Pi generates the identity transformation.
i

I
( x, p)  (Q, P)

ii) Infinitesimal transformations

Consider the generating function
F2 ( x, P, t )   xi Pi +  G( x, p , t ) (97)
i

where  is an infinitesimal number, and G( x, p , t ) an arbitrary function (to be specified

later.)
Due to the small value of , and since  xi Pi generates the identity transformation, we
i
expect the new coordinates (Q, P) will differ from the old ones ( x, p) also by
infinitesimal values; that is,
 Qi = xi   i (98)
Pi = pi   i
Let’s figure out the values of  i and  i .
Applying (94) to (97) gives,
F2 G
pi   Pi   (99a)
xi xi
F2 
Qi =  xi   G ( x , p( P ) , t )
Pi Pi
based on (99a) one obtains
 P
 xi   G ( x , p( P ) , t ) i
pi p i

 xi   G ( x , p( P ) , t ) (99b)
pi

In short, we have obtained:

The function F2 ( x, P, t )   xi Pi +  G( x, p , t ) generates
i
the transformation
G
Pi  pi   (100)
xi
G
Qi  xi  
pi

iii) The Hamiltonian as a generating function of canonical transformations

Notice in (100), if G is the Hamiltonian H ( x, p , t ) , and  is chosen to be the incremental
time differential dt , one obtains,

G H
Pi  pi   = pi  (dt )
xi xi
Using the Hamiltonian equations (43)
= pi  (dt ) ( p i )
But p i (dt ) is the increment of p due to the motion
= pi  dpi

G H
Qi  xi   = xi  (dt )
pi pi
Using the Hamiltonian equations (43)
= xi  (dt ) ( xi )
 = xi  dxi
That is, we have obtained:

The function F2 ( x, P, t )   xi Pi + (dt) H ( x, p , t ) generates the

i

transformation ( x, p) 
 (Q, P)
Qi  xi  dxi (101)
Pi  pi  dpi
where dxi and dpi are, respectively, the changes
in xi and pi due to the motion governed by the
Hamiltonia H. (70)

Notice in (101) that, basically, the Hamiltonian can be viewed as the

generator of the transformation. It transforms the value of the coordinates
( x, p) at the time t, to the value of those coordinates at the time t +dt.
This result is very interesting. It tells us that the evolution of the state of
motion ( xi (t ), pi (t ) ) can be viewed as a series of canonical transformations
generated by the function H, (as the result applying (101) successively one
after another differential time dt.)

iv) Time evolution of a mechanical state viewed as a canonical transformation

Symbolically, the result in (101) can be expressed this way:
Defining F (t,t' )   xi Pi + (t’-t) H ( x, p , t ) (102)
i

F ( t, t' ) F ( t, t" )
 x(t’), p(t’)  x(t”), p((t”)
x (t), p(t)  , …. , (103)

Evolution of the classical state x (t), p(t) over time.

The Hamiltonian in (102) constitutes the generator of the
state’s evolution with time.

Expression (103) also hints an approach, at least conceptually, of how to attain a

solution of the equation of motion. In effect, since the successive applications of
canonical transformations is a canonical transformation, finding the solution x (t), p(t)
of the Hamilton equations can be view as the task of finding a canonical transformation
that takes the initial conditions x(t0), p(t0) (old coordinates) to the values of the state at
the time t, x (t), p(t) (the new coordinates).
 Canonical
transformation
F ( t, t0 )
x(t0), p(t0)   x(t), p(t) (104)
old coordinates new coordinates

4.6 Universality of the Lagrangian

4.6A Invariant of the Lagrangian equation with respect to the coordinates used in the
configuration space
It was stated in the sections 4.1B above that the Lagrangian equations
d L L
 0 (105)
dt xi xi
have the particular interesting property of being independent of the particular
coordinates used in the configuration space. Regardless of the coordinates being used,
the Lagrangian equations look the same. From each new coordinates we would be able
to obtain a corresponding Hamiltonian, by following the procedure of Section 4.2B. Such
a statement may appear to be at odds with the concepts outlined in Section 4.4, where
we had to be careful in not making the wrong transformation of coordinates, otherwise
we would end up with a no Hamiltonian describing the system. The transformation had
to be canonical. The following example helps clarify the issue.

Consider the generating function,

F2 ( x, P, t )   f m ( x t ) Pm (106)
m
where the fi are arbitrary functions.
Using (94),
F2
Qi =  fi ( x t) (107)
Pi

F2 f m ( x t )
pi 
xi i
= 
m xi
Pm

That is, the new coordinates Qi depend only on the old coordinates and time, but do
not involve the old momenta. Such a transformation is then an example of the class of
point transformation, done in the configuration space, which led to the consideration of
the invariant of the Lagrangian equation with respect to a transformation of
coordinates. In this context, such a point transformation (107) are canonical, and
therefore preserve the Hamiltonian description of the motion. We have therefore a
view of the invariance of the Lagrangian from a canonical transformation of coordinates
perspective.

4.6B The Lagrangian equation as an invariant operator

In Section 4.2D, the application of the modified Hamilton’s variational principle to the
generalized Lagrangian L( x, x , p, p ,t ) led to
d L L d L L
  0 and   0 , for i=1,2, …, n (106)
dt xi xi dt p i pi
For simplification purposes in this section let’s use,
( x, p)  ζ
So we express the Lagrangian as,
L( ζ , ζ ,t ) (107)
And the equation (106) take the compact form,
d   
   L( ζ , ζ ,t )  0 , for i=1,2, …, 2n (108)
  
 dt i i 

For new coordinates obtained through a canonical transformation

   
( x, p, t )  (Q, P, t )
which in our new notation will be expressed as,
( ζ , t )  (η, t ) (109)
The application of the variational principle to the Lagrangian
L' (η, η ,t ) (110)
will lead to
d   
   L' (η, η ,t )  0 , for i=1,2, …, 2n (111)
 dt i i 

On the other hand, expression (86) tell us that

     dF
 xi pi - H ( x , p ,t ) -  Qi Pi  K (Q , P ,t ) =
 i   i  dt
or, in the new notation,
dF
L( ζ , ζ ,t ) - L' (η, η ,t )  (112)
dt

Now come the time to highlight further the importance of expression (112). It turns out
that replacing (112) in (108), one obtains,

d   
   L' (η, η ,t )  0 (113)

 dt  i  i 
  
That  d     L( ζ , ζ ,t )  0 and  d     L' (η, η ,t )  0 are the same is
 dt     dt   
 i i   i i 

remarkable.
 It was obtained not obtained because  d     L( ζ , ζ ,t )  0 and
    i 
 dt  i
d   
   L' (η, η ,t )  0 are equations for the same set of motion in the
 dt i i 
phase-space.

 It was obtained only because L and L’ differ by a function dF

dt
 
 It suggest that  d     is a kind of operator independent of the particular
    i 
 dt  i
coordinates being used. For, if the Lagrangian is expressed as L(ζ , ζ ,t ) or
d    renders the
 
 dt    
L' (η, η ,t ) , the application of the operator
 i i 

description of the same set of motion in the phase-space.

4.7 The Hamilton Jacobi equation

The Hamilton principal function
We have been envisioning ways to obtain simple ways to solve the Hamiltonian
equations. In one case, we alluded to the convenience of finding a systematic way to
transform from one set of coordinates to another set of coordinates in such a way that
the new Hamiltonian ends up having all the coordinates xi 1=1, 2,…,n being cyclic.
Another approach was outlined in Section 4.5D, with a canonical transformation relating
the old coordinates (taken as the state variables at a given time t) to the new
coordinates (taken as the state variables at a time t’.)
We will follow this latter approach for being more convenient, since it applies even
when the Hamiltonian depends on time (i.e. it is not a constant of motion.) The outlook
will have a slight variation. We will be looking for a canonical transformation F such that
it transform the coordinates x(t), p(t) to a new set of coordinates x(t0), p(t0)
(the latter are constant values of the initial conditions). In our custom terminology,

F ( t, t0 )
( x(t), p(t) )   ( Q , P ) (114)
( x(t0) , p(t0) )
( x0 , p0 )
New coordinates constant in time
 F ( t, t0 )
H(x , p )   K( Q, P)
One can automatically ensure that the new variables (Q , P) are constant in time by
requiring that the new Hamiltonian K( Q, P) be identically zero!, for then the equations
of motion are,

K
Q i  0 (115)
Pi
K
P i   0
Qi
K is related to the old Hamiltonian H and the generating function by,
F
K  H 
t
which will be zero if,
F
H ( x, p, t )   0 (116)
t
It is convenient to choose ( x, P) as the independent coordinates; that is,
F2 ( x, P, t ) = F ( x, p( x, P), t ) (117)
which gives the
F2
pi  ( x, P , t ) (118)
xi
F2
Qi = ( x, P , t )
Pi

Equation (116) takes the form,

F2 F F2
H ( x, , .... , 2 , t )   0
x1 xn t

Given H, this constitutes an equation for F2. It is customary to denote the solution of
this equation by S, which is called the Hamilton’s principal function.
S S S
H ( x, , .... , , t)   0 (119)
x1 xn t
Hamilton-Jacobi Equation

S  S ( x, P , t ) with P = constant
Hamilton’s principal function
 When solving (119), the n constants of integration can be taken as the Pi s.
S
 Expression pi  ( x, P , t ) evaluated at t0 gives a relationship between the
xi
constant value of P and the initial conditions x0 , p0.
F
 Then using expression (118), Qi = 2 ( x, P, t ) , one has a relationship to find the
Pi
Qis. In particular the Qis can be obtained by evaluating this expression at t0.
F
 Inverting Qi = 2 ( x, P, t ) , one obtains,
Pi
x  x(Q, P, t ) (120)
which gives the the coordinates as a function of time and the initial conditions.

In short, when solving the Hamilton-Jacobi equation, we are at the same time obtaining
a solution of the mechanical problem

Further physical significance of the Hamilton principal function

Let’s evaluate the total derivative of S  S ( x, P, t ) .
dS S S
 xi 
dt i xi t
because the Pis are constant .
S
Using expression (118), pi  ( x, P , t ) , gives
xi
dS S
dt
 
i
pi xi 
t
S
Using the Hamilton Jacobi equation H ( x, p , t )   0, o
t
dS
  pi xi  H
dt i

The term on the right iis the Lagrangian L ( x, p , t ) ; thus,

dS
L (121)
dt
L is then an indefinite time integral of the Lagrangian,
t
S   L( x (t' ), p(t' ) , t' ) dt' (122)
Appendix-1
Poisson bracket theorem
 
Let ( x(t), p(t) ) be the time development of a system on phase space. This
 
development is generated by some Hamiltonian H ( x, p, t )
if and only if
   
every pair of dynamic variables R( x, p, t ) , S ( x, p, t ) satisfies the relation
d
[ R, S ]  [ R , S ]  [ R, S ] (1)
dt
Outline of the proof:
H implying (1) is straightforward.
Hint: The existence of a Hamiltonian implies that any variable F changes
dF F
according to  [F , H ]  ). Use the last expression with F= [R,S].
dt t
 
 That (1) implies the existence of a Hamiltonian governing the variations of x(t)

and p(t) is more elaborated.
The variable x (t), for example, will have the form,
 
x (t)= ( x(t), p(t) ) = 1, 2, …, n
Similarly,
 
p β(t) = ( x(t), p(t) )  = 1, 2, …, n

   (  )
(Below we demonstrate that (1) implies = )
x p

We want to prove  and  can be obtained from a function H such that

H/p    and H/x    .
We need to demonstrate the existence of H.
Note: It may be sufficient to demonstrate that
   (  )
= (2)
x p
For it will ensure not contradicting the fact that, if H existed, it would
2H 2H
have to satisfy 
x p p x

Since, regardless of the existence of a Hamiltonian or not, [ x , p ]    , we

d
start with the following result: [ x , p ]  0 . Expression (1) implies
dt
d
0 [ x , p ]  [ x , p ]  [ x , p  ]
dt

Using x = and p  = one obtains,

0  [  , p ]  [ x ,   ]

   p   p   x   x   

    +      =0
i  xi pi pi xi  i  xi pi pi xi 

   
+ =0
x p
or
   (  )
=
x p
 In other words, (2) does not contradict the quest for finding a function H
that satisfies H/p    and H/x    .

________________________________________________________________________

Appendix-2

Canonical transformation theorem

 
Let ( x, p) be a set of general coordinates on phase space. The Poisson brackets
of any two dynamic variables R and S will be specified as,
 R S R 
S , R ( x , p)    S
 
 
i  xi pi pi xi 
Consider an invertible transformation
       
Q  Q( x, p, t ) ; P  P( x, p, t )
The following three statements are equivalent:
       
a) The transformation Q  Q( x, p, t ) ; P  P( x, p, t ) is canonical.
b) There exists a nonzero constant z such that any dynamical variables R and S
satisfy,
 
S , R   z S , R 
 
( Q ,P ) ( x , p)
(1)
(That is, the Poisson bracket is practically independent of the
coordinates used to calculate it.)
       
c) The transformation Q  Q( x, p, t ) ; P  P( x, p, t ) is canonoid with
respect to all quadratic Hamiltonians of the form,
n

H= C + 

(c x  c' p )
1
n n


1 1
+ (  x x   ' x p  " p p ) (2)
  2
1 1 2

where  = , ' = ', ” = ”

Proof:
 That b) implies a) is a bit straightforward. All it needs to be done is to show
     
d  
[ R, S ]( Q ,P )
 [ R, S ]( Q ,P )
 [ R, S ]( Q ,P )
. For, according to the Poisson bracket
dt
  
theorem (shown above), the latter implies that the evolution of Q (t ) and P(t )
is generated by a Hamiltonian.
 
 
d d  

( Q ,P ) ( x , p)
From b:) [ R, S ] z S , R
dt dt

S , R ( x , p)
d  
z
dt  
Assuming that the evolution of ( x, p) is governed by
a Hamiltonian, Poisson bracket theorem implies,

S , R ( x , p)  z{ [ R , S ]( x , p)  [ R, S ]( x , p) }
d      
z
dt
Using b) again,
   
 [ R , S ](Q ,P)  [ R, S ](Q ,P )
 That c) implies b) is more elaborated.
       
Exploiting the fact that Q  Q( x, p, t ) ; P  P( x, p, t ) is canonoid with respect to
any quadratic Hamiltonian, we will figure out first the value of
     
[ x , x ](Q ,P ) = ? , [ x , p ](Q ,P ) =?, and [ p , p ](Q ,P ) =?,
 
( Q ,P )
which then be used in the result for [ R, S ] obtained in (36).
       
 Lets’ start considering the case that Q  Q( x, p, t ) ; P  P( x, p, t )
is canonoid with respect to H=C (constant).
 
H ( x, p, t )  constant implies,
H const H const
xi   0 and p i    0 (3)
pi pi xi xi
       
Since Q  Q( x, p, t ) ; P  P( x, p, t ) is canonoid with respect to the
 
Hamiltonian H ( x, p, t ) =const, it means (according to the Poisson bracket
theorem) that there exist a Hamiltonian (K= K (Q, P) ) according to which a
   
quantities like [ x , x ](Q ,P ) and [ x , p ](Q ,P ) would evolve in time as,
     
d
[ x , x ](Q , P )  [ x , x ](Q , P )  [ x , x  ](Q , P )
dt
     
d
[ x , p ](Q , P )  [ x , p ](Q , P )  [ x , p  ](Q , P )
dt
      
d
[ p , p ](Q , P )  [ p  , p ](Q , P )  [ p , p  ](Q , P )
dt
But according to (40) all the xi  0 and p i  0 , which gives
 
d
[ x , x ]( Q ,P )
 0;
dt
 
d
[ x , p ](Q , P )  0 ; and (4)
dt
 
d
[ p , p ](Q , P )  0
dt
     
Let’s put [ x , x ](Q , P ) , [ x , p ](Q , P ) , and [ p , p ](Q , P ) as a
 
function of ( x, p, t )
 
 
[ x , x ](Q , P ) ≡ f ( x, p, t ) (5)
 
(Q , P )  
[ x , p ] ≡ g ( x, p, t )
 
(Q ,P )  
[ p , p ] ≡ s ( x, p, t )
 
For a Hamiltonian H ( x, p, t ) =const,
     
 [ f , H]
( x , p)
 0 , [ g , H ]( x , p)  0 , [s, H ]( x , p)  0 ; and
 the time variation of f, g, and s, are given by,
d    
f  [ f , H ]( x , p )  f = f 
dt t t
d    
g  [ g , H ]( x , p )  g = g
dt t t
d    
s  [ s, H ] ( x, p)
 s = g
dt t t

d d d
Since, according to (4), f  0 , g  0 , and s  0 , one
dt dt dt
obtains,
   
f  [ x , x ](Q , P )  0 ; .
t t
   
g  [ x , p ] (Q ,P )
 0 ; and .. (6)
t t
    
s  [ p , p ](Q , P )  0 …
t t    
(Q ,P ) (Q , P )
So, neither [ x , x  ] , [ x , p  ]
 
(Q , P )
nor [ p , p ] depend explicitly on the
time variable. .
Note: Notice that, although we have used the Hamiltonian H=constant to
   
(Q ,P ) (Q , P )
obtain the result (6), neither of the values [ x , x ] , [ x , p ] , or
 
(Q , P )
[ p , p ] depend on the particular Hamiltonian used. They depend
only on the transformation coordinates.
n
 Consider now the Hamiltonian H=  (c x  c' p )
 1
This implies
H H
xi   c 'i and p i    ci (7)
pi xi
       
Since Q  Q( x, p, t ) ; P  P( x, p, t ) is canonoid with respect to this
Hamiltonian H, it means (according to the Poisson bracket theorem) that
there exist a Hamiltonian (K’= K ' (Q, P) ) according to which a quantities like
     
[ x , x ](Q ,P ) , [ x , p ](Q ,P ) and [ p , p ](Q , P ) would evolve in time as,
     
d
[ x , x ](Q , P )  [ x , x ](Q , P )  [ x , x  ](Q , P ) ,
dt
     
d
[ x , p ] (Q , P )
 [ x , p ](Q ,P )
 [ x , p  ] (Q ,P )
, and
dt
     
d
[ p , p ](Q , P )  [ p  , p ](Q , P )  [ p , p  ](Q , P )
dt

Using (7),
   
[ x , x ](Q, P )  [c' , x ](Q , P )  0 ;
   
[ x , p  ] (Q , P )
 [ x ,c ] (Q , P )
 0 ; and
   
[ p , p  ] (Q , P )
 [ p ,c ] (Q , P )
0
Thus,
  
d d
[ x , x ](Q , P )  f  0
dt dt
 
d d
[ x , p ](Q , P )  g  0
dt dt
 
d d
[ p , p ](Q , P )  s  0
dt dt

 
Hence, in terms of the Hamiltonian H=H ( x, p, t )
d   
0 f  [ f , H ]( x , p )  f
dt t
d   
0 g  [ g , H ]( x , p )  g
dt t
d   
0 s  [ s, H ]( x , p )  s
dt t

Using (6),
 
[ f , H ]( x , p)  0
n
[ f ,  (ci xi  c'i pi )]  0
i 1
n n


i 1
ci [ f , xi ]   c' [ f , p ]  0
i 1
i i

n
f n
f
  ck   c 'i 0
k 1
pk k 1
xk
This should be true for all arbitrary values of ck and c’k, which implies,

f f
0 and 0 for k = 1, 2, …. , n
xk xk
Similarly, (8)
g g
0 and 0 for k = 1, 2, …. , n.
xk xk

From (6) and (8), the quantities ,

      
[ x , x ](Q , P ) , [ x , p ](Q , P ) and [ p , p ](Q , P ) (9)
 
do not depend on the ( x, p, t ) variables. .
That is, they are constant values. .

 Now we need to prove that all those constant values are of the same
magnitude │z│.
To that effect consider the Hamiltonian
n n

H =  (  x x   ' x p  " p p )

1 1
 1  1 2 2

H
xi   (  ' i x   2 "i
1
p   2 "i
1
p )
pi   

  ( ' i x  "i p ) (10)



H
p i    (  i x    'i p )
xi  

 ( ( i x   'i p ) (10)’


       
Since Q  Q( x, p, t ) ; P  P( x, p, t ) is canonoid with respect to this
Hamiltonian H, it means
     
d
[ x , x ](Q , P )  [ x , x ](Q , P )  [ x , x  ](Q , P ) =0
dt
     
d
[ x , p ](Q , P )  [ x , p ](Q , P )  [ x , p  ](Q , P ) =0
dt
     
d
[ p , p ](Q ,P )
 [ p  , p ] (Q ,P )
 [ p , p  ](Q ,P )
=0
dt
(All these quantities are equal to zero, according to (9).)
   
Using (10), 0  [ x , x ]  [ x , x  ](Q , P ) implies,
(Q , P )

 
0  [ ( 'k  xk  "k pk ), x ](Q , P ) 
k
 
 [ x ,  ( 'k  xk  "k pk )](Q , P )
k
    
  ( 'k  [ xk , x ] (Q , P )
 "k [ pk , x ] (Q , P )

k
   
  ( 'k  [ x , xk ] (Q , P )
 "k [ x , pk )] (Q ,P )

0 = ('F) + (F') - (G”) + (G”) (11)

’=0 implies (G”) = (G”) ”=I implies G is symmetric
”=0 implies (’F) = (F’)’=I implies F in symmetric
   
Similarly, using (10) 0  [ x , p ]  [ x , p  ](Q ,P ) implies,
(Q , P )

 
0  [ ( 'k  xk  "k pk ), p ](Q , P ) 
k
 
 [ x ,( (k xk   ' k pk )](Q , P )
k
   
0   ( 'k  [ xk p ] (Q ,P )
 "k [ pk , p ](Q , P ) 
k
   
    k [ x , xk ](Q , P )   ' k [ x , pk )](Q , P )
k

0 = (’G) + (”S)- (F)- (G’) (12)

’=”=0 implies F = 0
=’=0 implies ”S=0; ”=I implies S=0
=”=0 implies ’G =G’ ; ’=I implies G=G
   
Using (10), 0  [ p  , p ] (Q , P )
 [ p , p  ] (Q , P )
implies
   
0  [( (k  xk   'k pk ), p ] (Q , P )
 [ p ,( (k  xk   '  k pk )] (Q , P )

k k
   
0    k  [ xk , p  ] (Q ,P )
  'k [ pk , p ] (Q , P )

k
   
  k  [ p , xk ](Q , P )   '  k [ p , pk )](Q , P )
k

0 = (G) + (’S)- (G) + (S’) (13)

’=0 implies (G) = (G); =I implies G is symmetric
=0 implies ('S) = -(S’); '=I implies S= -S =0
From (11), (12) and (13)
  
(Q ,P )
F=0 or f ≡ [ x , x ] =0
 
(Q , P )
S=0 or s ≡ [ p , p ] =0 (14)
 
(Q , P )
G symmetric g≡ [ x , p ] = g
We can further determine the g values for ≠.
For example:
Since the matrix  is arbitrary, let’s consider one in which only 13=31 are
the only elements ≠0.
 0 0 13 ...  g11 g12 g13 ...   13g31 13g32 13g33 ...
    
 0 0 0 ...  g 21 g 22 g 23 ...   0 0 0 ...
G   
 0 0 ...  g31 g32 g33 ...   g 31g12 31g13 ...
 31    31 11 
 0 ... ... ...  ... ... ... ..   0 ...
 0 ...
Expression (13) requires (G) = (G)which implies
g11= g33 and g32= g3n =0 for n>3
We arrive to the conclusion then that
g = const  (15)
The constant value depends on the particular transformation used, and it is
referred to as z in the text of the theorem.
Thus,
 
(Q ,P )
F=0 or f ≡ [ x , x ] =0
 
(Q , P )
S=0 or s ≡ [ p , p ] =0 (16)
 
(Q , P )
G symmetric g≡ [ x , p ] = z 
From the chain rule, expression (40) in the main text of this chapter,

S , R (Q,P)    S R S R 
 
   . … ..
i   Qi  Pi  Pi  Qi 

 S  
R S  
R
   [ x , x ](Q , P )  [ x , p ](Q , P ) 
 x x x p
     

S  
R S  
R 
 [ p , x ](Q , P )  [ p , p ](Q , P ) 
p x p p 

    S  
R S  
R 
S , R (Q,P)    
 x
[ x , p ](Q , P ) 
p p
[ p , x ](Q , P )
x


    
 S R S R 
   [ z x   ]  [ z x   ] 
 
 x p  p x 
     
 S R S R 
 z x    
   x p  p   x  

which gives,
 
S , R (Q,P)  z xS , R ( x,p)


The Poisson bracket is invariant under a canonical

transformation (up to a constant value z.)

___________________________________________________________________

Appendix-3
How to generate canonical transformations
A way to generate restricted canonical transformations will result along the way of
attempting to classify them. Toward this end, lets analyze the following expression,

 x p -  Q P
i
i i
i
i i (1)

where the variables correspond to the transformation,

       
Q  Q( x, p, t ) ; P  P( x, p, t ) .
 
It turns out, when (1) is written as a function of ( x, p, t ) it reveals much about the
transformation.
Basically, the strategy consist in showing that,
when the transformation is (restricted) canonical (that is, there exist a
   
H=H ( x, p, t ) and a K=K (Q, P) ),
expression (1) turns out to be an exact total derivative of a scalar function
 
F=F ( x, p, t ) .

 x p -  Q P
i
i i
i
i i =
expanding the second term
Qi Qi Q
=  x p -  (  x
i
i i
i k
xk Pi  
k pk
p k Pi  i Pi )
t
k
 Renanimng Renanimng
i  m , and i  m , and
k i k i
Qm Qm Qi
  xi pi -  x xi Pm    p p i Pm   Pi )
i m i i m i i i t

Qm Q Q
  ( pi   Pm ) xi   ( m Pm ) p i    i Pi (2)
i m xi i m pi i t

i i 
The objective is to show that there exists a function F that makes (2) equal to
F F F
 x x   p p 
i
i
i
i
t
i i

Qm
 i  pi   Pm implies
m xi
i  Qm  2Qm Q P
  ( Pm )   ( )Pm   m m
xk m xk xi m xk xi m xi xk

Qm
k  pk   Pm implies
m xk
k  Qm  2Qm Q P
  ( Pm )   ( )Pm   m m
xi m xi xk m xi xk m xk xi
which gives,
i k Q P P Qm  
  m m  m  {xi , xk }Q,P the latter is the Lagrange bracket
xk xi m xk xi m xk xi

Without proof we state:

       
The transformation Q  Q( x, p, t ) ; P  P( x, p, t ) is canonical
if and only if (3)
     
{xi , xk } Q ,P
 { pi , pk } Q ,P
 0 and {xi , pk } Q ,P
  ik
Therefore, one obtains
i  k
 0
xk xi
This indicates that there exist a function F such that,
 F
  (4)
x
 Similarly
Qm
 i   Pm implies,
m pi
i  2Qm Q P
  ( )Pm   ( m ) m
pk m pk pi m pi pk

Qm
 k   Pm implies,
m pk
 k  2Qm Q P
  ( )Pm   ( m ) m
pi m pi pk m pk pi
which gives,
i  k Q P Q P  
   ( m ) m  m ) m )  { pi , pk }Q,P = 0
pk pi m pk pi pi pk
This indicates that there exist a function F such that,
F
  (5)
p
Qi
 Ψ   Pi implies,
i t

Ψ  2Qi Q P Ψ  2Qi Q P
  ( Pi  i i ) and   ( Pi  i i )
xk i xk t t xk pk i pk t t pk

Qm Qm
k  pk   Pm implies  k   Pm implies
m xk m pk
k  Qm Q P
2
k  2Qm Q P
  ( Pm  m m ) and   ( Pm  m m )
t m txk xk t t m tpk pk t
This gives,
 k Ψ Q P Q P  k Ψ Q P Q P
  ( i i  i i ) and   ( i i  i i )
t xk i t xk xk t t pk i t pk pk t

(6)
 
 On one hand Q i can be determined by the Hamiltonian K=K (Q, P)
K
Q i 
Pi
 On the other hand Q i (t ) is a quantity that can also be tracked by the
 
Hamiltonian H=H ( x, p, t )
  Q
Q i  [Qi , H ]( x ,p )  i
t
Thus
Qi   K  
 Q i  [Qi , H ]( x ,p )   [Qi , H ]( x ,p )
t Pi
K Q H Q H
  ( i  i )
Pi  x p p x
Similarly,
Pi   K  
 Pi  [ Pi , H ]( x ,p )    [ Pi , H ]( x ,p )
t Qi
K P H P H
  ( i  i )
Qi  x p p x

Further,
Qi Pi K Pi Q H Q H Pi
  ( i  i )
t xk Pi xk  x p p x xk
Qi Pi Q K Qi Pi H P H
xk t
 i 
xk Qi xk
 (
x
 i )
  p p x
Upon subtraction
Qi Pi Qi Pi K Pi Qi K
  
t xk xk t Pi xk xk Qi
Qi Pi H P H Q H Q H Pi

xk
 (
x
 i )  ( i  i )
  p p x  x p p x xk
Qi Pi Qi Pi K Pi Qi K
  
t xk xk t Pi xk xk Qi
Pi Qi H P Qi H Q P H Q P H
 (  i )  ( i i  i i )
 x xk p p xk x  x xk p p xk x

Qi Pi Qi Pi K Pi Qi K

  
t xk xk t Pi xk xk Qi
Pi Qi Qi Pi H Qi Pi Pi Qi H
 (  )  (  )
 x xk x xk p  p xk p xk x

Now, summing on the i variable (see expression (6)),

 Qi Pi Qi Pi K Pi Qi K
i

t xk xk t
  P x
i

xk Qi
i k

Pi Qi Qi Pi H Qi Pi Pi Qi H

  (  )   (  )
i  x  xk x xk p i  p xk p xk x

Qi Pi Qi Pi K Q ,P H

 
Q ,P H
 

i t x x t x 
  

 { x , x k } 
p 
 k  x
 { x , p }
k k k 

K H

xk
 0  

  k
x


( K  H )

xk
k Ψ ( K  H )
  (7)
t xk xk
F
But, according to (4),  k 
xk
 F Ψ ( K  H )
 
t xk xk xk

Ψ ( K  H )  F
0  
xk xk xk t

 F
0 (Ψ  K  H  ) (8)
xk t

Similarly, we expect to obtain

 F
0 (Ψ  K  H  ) (9)
pk t

F
This implies that (Ψ  K  H  ) is a function of t alone. However, (4) and (5)
t
determine F up to an additive function f(t); the latter can be choose such that,

F
Ψ  K H  (10)
t

From (2), which defines , and (10)

Q F
K  H   i Pi 
i t t
 From (2), which defines i , and (4)

Qm F
pi   Pm 
m xi xi
From (2), which defines i, and (5)

Qm F

Pm 
m pi pi
___________________________________________________________________

1
H. Goldstein, Classical Mechanics, Addison-Wesley Publishing (1959).
2
Saletan and Cromer, “Theoretical Mechanics” Wiley, 1971.), page 180.
3
Ref.2, page188.