Classical Mechanics Combined I1 PDF

Preprint typeset in JHEP style - HYPER VERSION
Classical Mechanics I
Ashoke Sen
Harish-Chandra Research Institute Chhatnag Road,
Jhunsi, Allahabad 211019, India
Abstract: This note is based on a handwritten note by Prof. Ashoke Sen. This note is typed
by Sampath Mukherjee and Arnab Rudra under Padakshep Open Teaching Project. Padakshep
is an NGO which is working to in education sector in West Bengal, India. Padakshep Open
Teaching Project is an initiative to provide free education for all. More information can be found
at www.padakshep.org
Classical Mechanics I: Ashoke Sen Padakshep Open Teaching Project
Contents
1. Dynamical Systems 1
2. Hamiltonian System (I): 27
1. Dynamical Systems
Any system that evolves with time is called dynamical system 1 . In physics we have many
example of dynamical system. For example, the planets moves round the sun (due to gravitation)
is a concrete example of dynamical system. Any object in nature evolves in time under action
of some force (Newton’s laws of Motion) and all the force can be derived from the fundamental
forces. But, we we will try to develop some general notion of dynamical system without going
into detailed expression for forces.
The dynamics of a system can be encoded in terms of differential equations. In this section,
we try to develop a general systemetics to deal with generic dynamical systems. Lets consider
a simple Newtonian system with N degrees of freedom q i
d2 q i d⃗q
2
= f i ( , ⃗q, t) 1≤i≤N (1.1)
dt dt
We can transform the above system into a system with only one time derivative. The price that
we have to pay is the increase in number of variables. Lets define new variables v i
dq i
vi = (1.2)
dt
We can now rewrite (1.1) as
dq i
= vi
dt
dv i
= f i (⃗v , ⃗q, t) (1.3)
dt
So we found that i second order differential equations for i variables can rewritten as 2i first
order differential equations for 2i variables.
In order to write (1.3) in a more covariant way we define
1
In general any one parameter (not necessarily time) evolution is a dynamics. One can also consider more
than one parameter evolution. But we will restrict our attention to only one parameter evolution.
1
xi = q i 1≤i≤N
x N +i
=v i
1≤i≤N (1.4)
i j
F (x , t) = v i
1≤i≤N
F N +i j i j j
(x , t) = f (v , q , t) 1≤i≤N
So (1.3) can written in a covariant form
dxi
= F i (⃗x, t) 1 ≤ i ≤ 2N (1.5)
dt
A more general dynamical system may involve higher derivatives in time
dm q i i d
m−1 ⃗
q dm−2 ⃗q
= f ( , , ...⃗q, t) (1.6)
dtm dtn−1 dtn−2
Similarly we can convert this to a set of equations containing 1st derivative in times. We define
new dynamical variables as
i dq i i d2 q i i dm−1 q i
v(1) = , v(2) = 2 , ... v(m−1) = (1.7)
dt dt dtn
We are transforming equations to have systematic procedure to treat n−th order equation. For
a first order equation a single curve passes through a point but for n-th order equation (n − 1)
fold infinite curve passes through a point.
 dq i i

dt = v(1)
 i 
 dv(1)
i 
 dt = v(2) 
 
 ..... 
  i
 .....  ⇒ dx = f i (⃗x, t) 1 ≤ i ≤ mN ≡ n (1.8)
  dt
 
 ..... 
 i 
 dv(m−2)
i
= v(m−1) 
 dt 
i
dv(m−1)
dt = f i (⃗v(m−1) ...⃗v(1) , ⃗q, t)
This is just an n−th order dynamical system.
We study first order system just as simple example, but a general n-th order system has to
be studies directly as n-th order system.
Autonomous system : If F i is independent of t (no explicit time dependence) then the

dynamical system is called autonomous system.
dxi
= F i (⃗x) 1≤i≤n (1.9)
dt
A Newtonian system of N degrees of freedom with no explicitly time dependent external force
is a a N −th order autnomous dynamical system
If F i is depends on t then the corresponding system is called Non-autonomus system. But
a n−th order non-autonomous system is just a (n + 1)th order autonomus system. So we will
only analyse Autonomus systems.
2
Fluid Flow Picture: We can draw the qualitative features of the dynamics by ’Fluid Picture’.
We pictorize the dynamics as a flow of fluid and represent the dynamics as the motion of the
fluid depending on its initial position. A fluid flowing in n-dimensions with coordinates labelled
by (x1 , x2 , ..., xn ) phase space.
Velocity of the fluid at any point x is fixed =F⃗ (⃗x)
Steady flow
Figure 1: steady flow
In this picture the evolution of a system for a given initial condition⃗x = x⃗0 is like putting
the particle at the fist point ⃗x = x⃗0 and then let it flow along the fluid.
In general the fluid (representing the dynamics) is compressible, but we shall see later under
what condition it is not compressible.
Example of dynamical system: Let us consider some dynamical systems of the real world
• Newtoniam System
• Radioactive decay of atoms
dN
= −αN (1.10)
dt
• Growth of simple biological population
dN
= (B(N ) − D(N ))N (1.11)
dt
where B(N ) is the Birth Rate and D(N ) is the Death Rate.
• (Chemical) Reaction
A + B ⇄ C + D, B + C ⇄ A + E (1.12)
3
dNA
= f1 (NA , NB , NC , ND , NE )
dt
dNB
= f2 (NA , NB , NC , ND , NE )
dt
dNC
= f3 (NA , NB , NC , ND , NE ) (1.13)
dt
dND
= f4 (NA , NB , NC , ND , NE )
dt
dNE
= f5 (NA , NB , NC , ND , NE )
dt
We can consider more complicated examples
Evolution of weather,share prices in the stock market etc. Here note that the evolution
parameter of the dynamical system t need not be time, but can be any other varying parameters
of a Statistical Mechanics or Field Theory model.
Renormalization group
dg i
= β i (⃗g ) (1.14)
dt
Let’s first consider the dynamics of the simplest system: first order dynamical system.
1.1 First order autonomous system

Lets consider a 1st order dynamical system
dx
= F (x) (1.15)
dt
This system is solvable ∫ ∫
dx
dt = (1.16)
f (x)
We obtain t as a function of xand we can invert the relation to get x as a function of t.
Finding a exact solution for generic dynamical system is a difficult problem. With this
simple example we will try to develop a method to understand qualitative features of a dynamical
system without than finding explicit solutions.
Consider the points xF : F (xF ) = 0. At these points the equation of motion becomes
dx
= 0 =⇒ x(t) = xF (1.17)
dt
So if initially the system is at x = xF then it remains at the same point xF for all time. Such a
point is called fixed point
Now suppose we start from the point xF + ϵ and study the evolution (ϵ is small) of this
point
F (x) = (x − xF )F ′ (xF ) + ... (1.18)
Using (1.18) in (1.15) we get
dx
= (x − xF )F ′ (xF ) (1.19)
dt
4
eq.(1.19) can easily be solved

x − xF = C exp(F ′ (xF )t) (1.20)
C is the integration constant. It can determined by specifying initial condition.
xt=0 = xF + ϵ ⇒ C = ϵ (1.21)
Hence we if start from xF + ϵ, the dynamics is
⇒ x = xF + ϵ exp(F ′ (xF )t) (1.22)
• If F ′ (xF ) < 0 then we can see x → xF as t → ∞,i.e. if the system start from a small
neighbourhood of a fixed point then the system approaches the fixed point in course of
dynamics. Such a point is called Stable fixed point.
• Similar we can have unstable fixed point. This happens If F ′ (xF ) > 0. As a result x goes
away from xF for large t.
We can draw this qualitative features of the dynamics by ’Fluid Picture’. We can think
Stable Fixed point as Sink,
Unstable fixed point as Source
We can define some more definitions
Invariant set of points: A system at any point in the set remains in that set for all t.
Example: Fixed point, open interval between fixed points.
Domain of attraction of a stable fixed point≡ Set of points such that if we start
from any point in that set, it will approach the fixed point as t→ ∞ .
now consider a fixed point which has double zero i.e. F ′ (x)
1
F (x) = F ′′ (xF )(x − xF )2 + ... (1.23)
2
5
Figure 2: System with no double zero
Figure 3: System with double zero
dxF 1
⇒ = F ′′ (xF )(x − xF )2 (1.24)
dt 2
1 1
⇒ = − F ′′ (xF )t + C (1.25)
x − xF 2
Att = 0, x = ϵ + xF ⇒ C = 1
ϵ
1 1 1
⇒ = (− F ′′ (xF )t + ) (1.26)
x − xF 2 ϵ
ϵ
x = xF + 1 ′′ (1.27)
1− 2 F (XF )ϵt
Suppose
• ϵ < 0, x −→ xF as t−→ ∞
• ϵ > 0, (x − xF ) increases as t increases
The fixed point with a double zero contains a stable and a unstable at the same point.
This fixed point is structurally unstable: A small change in F (x) will change the
structure of the invariant set. The original has only 2 set of invariant points. If we perturb a
little we either get 3 invariant sets (below, right) or 1 invariant set (below, right).
6
1.2 Second order autonomous system

dx
= F1 (x, y) (1.28)
dt
dy
= F2 (x, y) (1.29)
dx
dy F2 (x, y)
= (1.30)
dx F1 (x, y)
The solution of this dynamical systems will be curves in phase space.
Motion of the fluid.
Velocity at any point=
dx dy
= F1 (x, y), = F2 (x, y)) (1.31)
dt dt
Fixed point (xF , yF ):
F1 (xF , yF ) = 0, F2 (xF , yF ) = 0, ⃗rF = (xF , yF ) (1.32)
Motion near a fixed point
dx ∂F1 (x, y) ∂F1 (x, y)

= |r⃗F (x−xF ) + |⃗rF (y − yF ) (1.33)
dt ∂x ∂y
7
dy ∂F2 (x, y) ∂F2 (x, y)

= |⃗rF (x − xF ) + |⃗rF (y − yF ) (1.34)
dt ∂x ∂y
Hence we obtain ( ) ( )( )
d x − xF a b x − xF
= (1.35)
dt y − yF c d y − yF
where
∂F1 ∂F1 ∂F2 ∂F2
a= |⃗r , b= |⃗r , c= |⃗r , d= |⃗r (1.36)
∂x F ∂y F ∂x F ∂x F
Nature of the solution depends on the eigenvalues of the matrix

a−λ b

det =0
c d−λ
=⇒ (a − λ)(d − λ) − bc = 0 (1.37)
=⇒ λ2 − (a + d)λ + ad − bc = 0
Now lets define

a + d = τ (= trace) (1.38)
and
ad − bc = δ(= det) (1.39)
So the characteristics equations for the eigenvalues is
λ2 − τ λ + δ = 0
1( √ )
⇒ λ= τ ± τ − 4δ
2 (1.40)
2
λ1 + λ2 = τ (1.41)
and
λ1 λ2 = δ (1.42)
λ1 and λ2 are the eigenvalues.
8
Then lets find the eigenvectors

( )( ) ( )
a b αi αi
=λi (1.43)
c d βi βi
If we define ( )
α1 α2
A≡ (1.44)
β1 β2
then
( ) ) (
a b λ1 0
A=A
c d 0 λ2
( ) ( )
a b λ1 0
=⇒ =A A−1 (1.45)
c d 0 λ2
Hence the dynamics of the system is

( ) ( ) ( )
d x − xF λ1 0 −1 x − xF
=A A (1.46)
dt y − yF 0 λ2 y − yF
Lets do a change of co-ordinates
( ) ( )
x − xF x̃
A−1 ≡ (1.47)
y − yF ỹ
to get
( ) ( )( )
d x̃ λ1 0 x̃
=
dx ỹ 0 λ2 ỹ
=⇒ x̃ = x˜0 expλ1 t ỹ = y˜0 expλ2 t (1.48)
(x˜0 , y˜0 ) is the initial values of (x̃, ỹ)
Case I τ 2 > 4δ
If Eigenvalues real and distinct
Case I A ) (
τ <0
If λ1 , λ2 < 0, then as t −→ ∞, x̃, ỹ −→ 0
δ>0
( ) ( )
x − xF 0
−→ A = 0 ⇒ x −→ xF , y −→ yF
y − yF 0
Case IB ( )
τ >0
If λ1 , λ2 > 0, then as t −→ ∞, x̃, ỹ becomes large
δ>0
⇒ (x̃, ỹ) goes away from(x˜F , y˜F ) −→ Unstable node.
9
Figure 4: Stable Node.
Phase Curves
dx̃ λ1 x̃
=
dỹ λ2 ỹ
λ1
=⇒ ln x̃ − ln ỹ = ln C (1.49)
λ2
λ1
=⇒ x̃ = C ỹ λ2
Figure 5: Unstable Node
Case II δ < 0
The two eigenvalues are real ( )
λ1 > 0
λ1 λ2 < 0 ⇒They have opposite sign
λ2 < 0
( ) ( ) ( )
d x − xF λ1 0 −1 x − xF
=A A (1.50)
dt y − yF 0 λ2 y − yF
10
( ) ( )( )
d x̃ λ1 0 x̃
⇒ = (1.51)
dt ỹ 0 λ2 ỹ
x̃ = x˜0 expλ1 t −→ grows with t , ỹ = y˜0 expλ2 t −→ 0 as t −→ ∞

⇒ Hyperbolic point
Figure 6: Hyperbolic point.
dx̃ λ1 x̃
=
dỹ λ2 ỹ
λ1
=⇒ ln x̃ − ln ỹ = ln C (1.52)
λ2
λ1
=⇒ x̃ = C ỹ λ2
If λ1 = −λ2 , x̃ỹ = C⇒Hyperbola

Separatrix: Phase Curves that meet a hyperbolic fixed points.The name is justified by
the fact that the phase curves that are separated by Separates has very different properties.
Case III δ > 0, τ 2 < 4δ

Two eigenvalues are complex conjugates of each other.
√ √
λ1 = δ expiω , λ2 = δ exp−iω , (1.53)
√
τ2
where ω = δ− 4
τ τ
λ1 = + iω, λ2 = − iω (1.54)
2 2
11
( ) (√ )
a b δ expiω 0
=U √ U −1 (1.55)
c d 0 δ exp−iω
But in this case U is complex this approach is not useful. ( )
α1 α2
Example. Show that it is possible to find a matrix A = such that
β1 β2
( ) ( )
a b α −ω
=A A−1
c d ω α
√ √
τ a+d τ2 (a − d)2
α= = , ω= δ− = −bc − (1.56)
2 2 4 4
We will find that ( )
c α−a
A= (1.57)
0 ω
Then the equation of motion gives
( ) ( ) ( )
d x − xF α −ω −1 x − xF
=A A
dt y − yF ω α y − yF
( ) ( )( )
d x̃ α −ω x̃
=⇒ = (1.58)
dt ỹ ω α ỹ
Now we switch to polar coordinate
x̃ = r cos θ, ỹ = r sin θ (1.59)

where √ ỹ
r= x̃2 + ỹ 2 , θ = tan−1 (1.60)
x̃
So,
dr ∂r dx̃ ∂r dỹ
= +
dt ∂ x̃ dt ∂ ỹ dt
x̃ ỹ
= (αx̃ − ω ỹ) + (ωx̃ + αe
y) (1.61)
r r
= αr
dθ ∂θ dx̃ ∂θ dỹ
= +
dt ∂ x̃ dt ∂ ỹ dt
1 ỹ 1 1
= 2 (− 2
)(αx̃ − ω ỹ) + 2 (ωx̃ + αỹ) (1.62)
1 + x̃ỹ 2 x̃ 1 + x̃ỹ 2 x̃
1
= 2 ω(ỹ 2 + x̃2 ) = ω
x̃ + ỹ 2
12
⇒ r = r0 exp αt,
θ = ωt + θ0 (1.63)
• α < 0 i.e. τ < 0
r −→ 0, as t −→ ∞ ⇒ (x̃, ỹ) −→ 0 as t −→ ∞
(x, y) −→ (xF , yF ) as t −→ ∞
Stable fixed point
• α > 0 i.e τ > 0
r increases ast −→ ∞ ⇒ (x̃, ỹ) goes away from (0, 0)
⇒ (x, y) goes away from (xF , yF )
Unstable Fixed point
Phase Curves
dr αr α
= ⇒ r = eωθ (1.64)
dθ ω
α
ω > 0, α < 0
α
ω > 0, α > 0
α
ω < 0, α < 0
α
ω < 0, α > 0
c) Special case: α = 0 i.e. τ = 0
dr dθ
= 0, =0 (1.65)
dt dt
⇒ r = r0 , θ = ωt + θ0 (1.66)
→ Elliptic point
dr
= 0 ⇒ r = constant (1.67)
dθ
13
Case IV δ > 0, τ 2 = 4δ
⇒ Two Eigenvalues are equal
14
λ1 = λ2 = λ(say) ⇒ τ 2 = 4δ (1.68)
( ) ( )
a b λ 0
=A A−1 (1.69)
c d c λ
where
( )
a − d 2b
A−1 = (1.70)
2c 0
λ2 = δ, 2λ = τ (1.71)
( ) ( )( )
d x̃ λ 0 x̃
= (1.72)
dt x̃ c λ x̃
a) c = 0
x̃ = x˜0 eλt , ỹ = ỹ0 eλt (1.73)
Stable if λ < 0, Unstable if λ > 0
dx̃ x̃
= ⇒ x̃ = cỹ (1.74)
dỹ ỹ
b) c̸= 0
dx̃ dỹ
= λx̃, = cx̃ + λỹ
dt dt
=⇒ x̃ = x˜0 eλt , ỹ = (y˜0 + cx˜0 t)eλt (1.75)
if λ < 0, (x̃, ỹ) → (0, 0)as t→ ∞ ⇒ Stable

if λ > 0, (x̃, ỹ)increases with t⇒ Unstable
Phase Curve
15
dx̃ λx̃
=
dỹ cx̃λ ỹ
c
=⇒ ỹ = x̃(ln |x̃| + k) (1.76)
λ
k is the constant of integration
[Effect of a rotation by A
( ) ( ) ( )( )
x − xF x̃ α1 α2 x̃
=A = (1.77)
y − yF ỹ β1 β2 ỹ
16
x − xF = α1 x̃ + α2 ỹ
y − yF = β1 x̃ + β2 ỹ (1.78)
x̃ axis
α1
ỹ = 0 ⇒ x − xF = (y − yF ) (1.79)
β1
ỹ axis
α2
x̃ = 0 ⇒ x − xF = (y − yF ) (1.80)
β2
]
SYNOPSIS:
( ) ( )
d x F1 (x, y)
= (1.81)
dt y F2 (x, y)
Near (xF , yF )
( ) ( )( )
d x a b x − xF
= (1.82)
dt y c d y − yF
( )
a b
λ1 , λ2 : eigenvalues of
c d
Lets summarize the plots of phase curves around various kinds of fixed points in the x − y
plane for different possible eigenvalues
IA λ1 , λ2 < 0 & distinct −→ Stable Node
IB λ1 , λ2 > 0 & distinct −→ Unstable node
IC λ1 = −λ2
III λ1 > 0, λ2 < 0 : Hyperbolic fixed point
IV λ1 = α + iω, λ2 = α − iω
17
Figure 7: Stable Node
Figure 8: Stable Star
1.3 Concept of Fixed point:

Let r⃗F be a fixed point of some motion satisfying
dx dy
= F1 (x, y), = F2 (x, y) (1.83)
dt dt
r⃗F is an attractor of the motion ⃗r(t) if as t −→ ∞, r(t) −→ r⃗F
DR ≡ A disk of radius R around
r⃗F ⇒ (x − xF )2 + (y − yF )2 ≤ R2 (1.84)
18
Figure 9: Unstable Star
Figure 10: Hyperbolic point
Figure 11: Stable Spiral point
r⃗F is strongly stable if there exits a δ, such that r⃗F is the attractor of all motion starting in Dδ .
Example: Stable Nodes, Stable Stars, Stable Spiral points, Stable improper node.
Def: Strongly stable fixed point: A region R1 in phase space contain the motion of some
other region R2 in phase space if all motions originating in R2 at t = 0 remain inside R1 fort≥0
⃗r(0) ∈ R2 =⇒ ⃗r(t) ∈ R1 ∀t ≥ 0
R1 ⊇ R2 (1.85)
Definition A fixed point ⃗rF is stable if there exists a δ such that for every ϵ¡δ there exists
an η such that Dϵ contains the motion of Dη .
19
Figure 12: Unstable spiral point
Figure 13: Elliptic point
Figure 14: Stable improper node
Can we find a region R2 around ⃗rF so that R1 contains the motion of the region R2 ?
If rF is strongly stable it is possible. Take R2 to be a sufficiently small region around ⃗rF .
Since x − xF & y − yF decays with time for sufficiently small x − xF & y − yF , we are
20
Figure 15: Unstable improper node
guaranteed that for sufficiently small R2 the motion will not reach outside R1 .
Are there stable fixed points that are not strongly stable ?
Elliptic fixed points
⃗rF not an attractor of any motion except ⃗r =⃗rF =⇒ Not a strong stable fixed point.
Take any region around rF Elliptic fixed points
it is possible to find a sufficiently small neighborhood R1 of ⃗rF so that the phase curves
passing through R2 are contained in R1 .
21
A fixed point that is not stable is called unstable fixed point.

Example: Unstable nodes, hyperbolic points,Unstable spiral points,Unstable improper
nodes.
Limit Cycles
Consider a motion ⃗r(t). The possibilities are
• As t−→∞, ⃗r(t) approaches a fixed point
• As t−→∞, ⃗r(t) approaches ∞
• ⃗r(t) is a periodic motion (e.g. around an elliptic fixed point)
• ⃗r(t) may approach a limit cycle
Example
dx
= αx(x2 + y 2 − R2 ) − ωy
dt
dy
= αy(x2 + y 2 − R2 ) + ωx (1.86)
dt
We now switch to Polar Coordinates
√ y
r= x2 + y 2 , θ = tan−1 (1.87)
x
dr
⇒ = αr(r2 − R2 ) (1.88)
dt
22
dθ
=ω (1.89)
dt
Near r=R
dr dθ
= 2αR2 (r − R), =ω (1.90)
dt dt
=⇒ r − R = (r0 − R) exp 2αR2 t, (1.91)
θ = θ0 + ωt (1.92)
If α < 0, (r − R) −→ 0 as t −→ ∞ =⇒attracted toward the limit cycle

α > 0 the motion is repelled from the limit cycle
1.4 Higher order autonomous systems

Consider a n−dimensional dynamical system
dxi
= F i (⃗x); 1 ≤ i ≤ n (1.93)
dt
Fixed points
⃗xF : {F i (⃗xF ) = 0} (1.94)
23
Figure 20: Limit cycle
Lets now study the dynamics around a fixed point
dxi ∑ ∂F i
= |⃗x (xj − xjF ) + ... (1.95)
dt ∂xj F
j
let us define
ei = (xj − xjF )
x (1.96)
Then the dynamical equations are
xi
de ∂F i
ej ; Mji =
= Mji x |⃗x (1.97)
dt ∂xj F
Now from our previous discussion we know if λ is complex eigenvalue of M with eigenvector ai ,
then λ∗ is also another eigenvalue of M with eigenvector ai∗ , i.e., Complex eigenvalues always
occur in pairs.
Mji ai = λai
Mji aj∗ = λ∗ ai∗ (1.98)
Typical structure of eigenvalues:

Assumptions :
• 2p eigenvalues are complex, n − 2p are real
• No zero Eigenvalue, no two eigenvalues are equal.
So the eigenvalues are
λ(1) ........λ(n−2p) , α(1) + iω(1) , α(1) − iω(1)........... α(p) + iω(p) , α(p) − iω(p) (1.99)
where
λ(i) , α(i) , ω(i) ∈ R (1.100)
and the corresponding eigenvectors are
24
ai(1) ........ai(n−2p) , bi(1) + ici(1) , bi(1) − ici(1)........... bi(p) + ici(p) , bi(p) − ici(p+1) (1.101)
Mji aj(k) = λ(k) ai(k) 1 ≤ k ≤ n − 2p (1.102)
Mji (bj(l) + icj(l) ) = (α(l) + iω(l) )(bi(l) + ici(l) ) =⇒ (1.103)
Mji bj(l) = (α(l) bi(l) − ω(l) ci(l) ) (1.104)
Mji cj(l) = ω(l) bi(l) + α(l) ci(l) ) (1.105)
Now we want to diagonalize matrix M . We have got
 
a1(1) ... ... a1(n−2p) b1(1) c1(1) ... ... b1(p) c1(p)
 ... ... ... ... ... ... ... ... ... 
 ... 
M =
 ... ... ... ... ... ... ... ... ... ... 
an(1) ... ... an(n−2p) bn(n−2p) cn(n−2p) ... ... bn(p) cn(p)
 1 
a(1) ... ... a1(n−2p) b1(1) c1(1) ... ... b1(p) c1(p)
 ... ... ... ... ... ... ... ... ... 
 ... 
 ×
 ... ... ... ... ... ... ... ... ... ... 
an(1) ... ... an(n−2p) bn(n−2p) cn(n−2p) ... ... bn(p) cn(p)
 
λ(1)
 
 λ(2) 
 
 .... 
 
 λ(n−2p) 
 
 α(1) ω(1)  (1.106)
 
 −ω 
 α
(1) (1) 
 
 ... 
 
 α(p) ω(p) 
−ω(p) α(p)
In a more compact way we can write
M A = AK
=⇒ M = AKA−1 (1.107)
Now we do a co-ordinate transformation to write the dynamical equations a decamped way.

we have
25
d i j
x̃ = (AKA−1 )ij ⃗x
e
dt
d −1 i
=⇒ (A xe) = Kji (A−1⃗x
e)j (1.108)
dt
let,
 
x̂(1)
 ... 
 
 
 x̂(n−2p) 
 
 ŷ(1) 
−1⃗
A x 
e=  (1.109)

 (1) 
ẑ
 
 ... 
 
 ŷ(p) 
z(p)
ˆ
Hence now we have

 
  x̂(1)
b(1)
x  .. 
 ...   . 
d 



 . 

xbn−2p  = K  ..  (1.110)
dt    
 ...   .. 
 . 
zb(p)
ẑ(p)
where
 
λ(1)
 
 λ(2) 
 
 .... 
 
 λ(n−2p) 
 
K=
 α(1) ω(1) 
 (1.111)
 −ω(1) α(1) 
 
 
 ... 
 
 α(p) ω(p) 
−ω(p) α(p)
So the dynamical equations are now
dx̂(k)
= λ(R) x̂(R)
dt
dŷ(k)
= αR ŷ(R) + ω(l) ẑ(R) (1.112)
dt
dẑ(k)
= −ω(R) ŷ(R) + α(R) ẑ(R)
dt
26
Solutions
x̂(k) = x̂(k)0 exp λ(k) t (1.113)
and
ŷ(l) = r(l) cos θ(l) , ẑ(l) = r(l) sin θ(l) , (1.114)

where
drl dθ(l)
= αl rl , = −ω(l) (1.115)
dt dt
so
r̂(k) = r̂(k)0 exp α(k) t, (1.116)
θ̂(k) = θ̂(k)0 − ω(k) t (1.117)
Analysis of dynamics
• Strongly stable if λ(k) < 0, α(l) < 0 for all k, l
• Stable if λ(k) < 0, α(l) ≤ 0 for all k, l
• Unstable if λ(k) > 0 , and or α(l) > 0 for some k, l
Suppose λ(k) < 0, α(l) < 0 for some subset A of k, l but are > 0 for the complement B, then
• if we start from a special class of initial conditions where x(k)0 ̸= 0, r(l)0 ̸= 0 only for these
special subset of values of k and l, then the motion is attracted to the fixed point.
• if we start from outside this special class of initial conditions then the motion is not
attracted to ⃗rF .
dy i ∂y i dxk ∂y i k
= = F (⃗x) ≡ F̃ i (⃗y ) (1.118)
dt ∂xk dt ∂xk
Thus the functional form of F i depends on the choice of the coordinate system.
2. Hamiltonian System (I):
Upto this point we were discussing the qualitative features of a dynamical system. Upto this
point we were just interested in the zeroes and criticial points of F i and qualatitive feature of
the system in the close neightbourhood of those points
Now, we want to extract more information about the dynamical systems and (if possible)
we want to solve the entire dynamics analytically. In order to do that we need to say more
about the functional form of F i
A system is called Hamiltonian system if it has even number of phase space degrees of
freedom and if there exists some co-ordinate system in which the equations of motion take the
form
27
∂H
F i (⃗x) = Ωij 1 ≤ i ≤ n = 2N (2.1)
∂xj
where  
0 1
 −1 0 
 
 
 0 1 
Ω=  (2.2)
 −1 0 
 
 ... 
...
In this particular co-ordinate we can call
x1 = q 1 , x2 = p1 , x3 = q 2 , x4 = p2 , ..... (2.3)
such that
     ∂H 
q1 0 1 1
   ∂q 
 p1   −1 0 
∂H 
     ∂p1 
 
d  q2   0 1  .. 
  =  . 
 (2.4)
dt  p2   −1 0  . 
   
 .
...   .

.. 
. ..
... .
i.e.
dq i ∂H
= ,
dt ∂pi
dpi ∂H
=− i (2.5)
dt ∂q
This form of equation of motion is well-known as Hamiltonian equation of motion.
We saw that the equation of motion takes a very particular form. But we need to understand
whether this functional form is only valid in suitable choice of co-ordinate. So we will consider
a change of coordinates for a Hamiltonian system and see how the functional form the equation
of motion changes under this change of coordinates. Consider a co-ordinate transformation
({ j }) ({ })
yi = gi x ↔ xi = g̃ i y j (2.6)
The effect of the co-ordinate transformation on the Hamiltonian is

({ i }) ({ }) ({ i }) ∂g i ∂g i
H̃ y = H xi e ij
Ω y = Ωkl k l (2.7)
∂x ∂x
So we can easily see that F i take specific form only in a specific choice of co-ordinate and we
need to find some general properties of the Hamiltonian in order to identify Hamiltonian system
in a generic co-ordinate.
The features that we can extract from (2.7)
1. Ω̃ij is anti-symmetric. But this is very easy to check.
28
2. From the transformation rule we have

( ) ({ i }) ∂ g˜k ∂g̃ l
Ω̃−1 eij
=ω y = ωkl i j (2.8)
ij ∂y ∂y
Using this expression we can easily show
∂j ω̃im + ∂i ω̃jm + ∂m ω̃ij = 0 (2.9)
Now, we can give a more general definition of a Hamiltonian system:
Definition A dynamical system is called Hamiltonian System if it’s equation of motion is
dy i e ij ∂ H̃
=Ω (2.10)
dt ∂y j
such that
e ij = −Ω
• Ω e ji 2
e is nonsingular
• Ω
• ω̃ ≡ Ω̃−1 satisfies
∂j ω̃im + ∂i ω̃jm + ∂m ω̃ij = 0 (2.11)
In this case we can always choose a new coordinate system ⃗x such that
dxi ∂ H̃
= Ωij j (2.12)
dt ∂x
H(⃗x) = H̃(y) (2.13)
 
0 1
 −1 0 
 
 
 0 1 
Ω=  (2.14)
 −1 0 
 
 ... 
...
Note that we have proved that the last condition is necessary, but have not proved that it is
sufficient. 3
2
Ωij is known as symplectic form
3
See Arnold, Mathematical Methods in Classical Mechanics.
29
{ }
e ij = is a constant matrix ( y i inde-
Special Case: Now will consider a special case whenΩ
pendent) but not in the canonical form (2.14). Let
e = AΩAT
Ω e ij = Ai Ωkl Aj
Ω (2.15)
k l
Then we have
dy i ∂H
= (AΩAT )ij j
dt ∂y
d ∂H
=⇒ ((A−1 )ij y j ) = Ωik Ajk j (2.16)
dt ∂y
In order to bring it to the canonical from we do a co-ordinate transformation
xi = (A−1 )ij y j y i = (A−1 )ij xj (2.17)
∂H ∂H ∂xl ∂H
j
= = (A−1 )ij j (2.18)
∂y ∂xl ∂y j ∂y
dxi ∂H ∂H
=⇒ = Ωik Ajk (A−1 )lj l = Ωik k (2.19)
dt ∂x ∂x
Thus the equations of motion are brought into the standard form
2.1 Properties of Hamiltonian system

Now we will list the features of a Hamiltonian System:
• The potentials satisfies

∂F i
=0 (2.20)
∂xi
• All the F i is obtained from single Function H
• Fixed point Structures: We want to understand the nature of the fixed points of a Hamil-
tonian system. xF is a fixed point implies
∂H
F i (⃗xF ) = 0 =⇒ Ωik |⃗x = 0
∂xk F
∂H
=⇒ |⃗x = 0 (2.21)
∂xk F
Hence,
∂F i 2
ik ∂ H
Mji = |⃗x = Ω |⃗x (2.22)
∂xk F ∂xj ∂xk F
In order to understand the nature of eigenvalues lets evaluate the trace of the Matrix M
∂2H
Tr(M ) ≡ Mii = Ωik |⃗x (2.23)
∂xi ∂xk F
30
∂2H 2
ik ∂ H
= −Ωki |⃗x = −Ω |⃗x = −Tr(M ) (2.24)
∂xk ∂xi F ∂xi ∂xk F
=⇒ Tr(M ) = 0 (2.25)
But we know
∑
T r(M ) = eigenvalues
∑
n−2p ∑
p
= λ(k) + (α(l) − iω(l) + α(l) + iω(l) ) (2.26)
k=1 l=1
∑
n−2p ∑k
= λ(k) + 2 α(l)
k=1 l=1
Thus all λ(k) and α(l) cannot be negativewhich implies that the fixed points cannot be
strongly stable. One can atmost get stable fixed points if all the eigenvalues are purely imaginary.
n = 2p, α(k) = 0 1≤k≤p (2.27)

Otherwise the fixed points are unstable for a Hamiltonian system.
We can consider the special case of n = 2
( )
a b
M= (2.28)
c d
a+d=τ
ad − bc( = δ )
√
λ = 12 τ ± τ 2 − 4δ
√
⇒ λ = ± −δ
√
• δ > 0 : ⇒ λ = ±i −δ =⇒ Elliptic Fixed point.
√
• δ < 0 : ⇒ λ = ± |δ| =⇒ Hyperbolic fixed point.
2.2 Incompressible Fluid flow (Liouville’s theorem)

We are now going to prove that the Hamiltonian dynamics can be thought as a incompressible
fluid flow. The equation of motion is
dxi ∂H
= Ωik k (2.29)
dt ∂x
Hence, we can express xi (t + δt) as functions of xi (t):
∂H
xi (t + δt) = xi (t) + δtΩik | (2.30)
∂xk ⃗x(t)
Hence, Jacobian matrix that connects the fluid elements at successive times is
31
Figure 21: Flow in phase space
∂xj (t′ )
Sij = (2.31)
∂xi (t)
J(t, t′ , ⃗x(t)) = |det S| (2.32)

So the fractional change in volume in time δt
J(t, t′ + δt, ⃗x(t)) − 1 (2.33)
i.e., rate of fractional change in volume

J(t, t′ + δt, ⃗x(t)) − 1
limδt−→∞ (2.34)
δt
Now, from the above expression we get
J(t, t′ + δt, ⃗x(t)) = detSij (2.35)
( )
∂xi (t + δt) ∂ ∂H(⃗x(t))
Sij = = i
x (t) + δtΩik
∂xj (t) ∂xj (t) ∂xk (t)
∂2H
= δji + δtΩik j k |t (2.36)
∂x ∂x
where
∂2H
Ωik |t ≡ Aij (2.37)
∂xj ∂xk
xi (t) = ϕi (t, t0 , ⃗x0 ) ⃗x(t0 ) = ⃗x0 (2.38)
∂xi (t) ∂ϕi (t, t0 , ⃗x0 )

Sji (t, t0 , ⃗x0 ) = = (2.39)
∂xj0 ∂xj0
∂
We need to calculate ∂t (det S)
∂ i ∂ ∂ i ∂ i i
Sj (t, t0 , ⃗x0 ) = j
ϕ (t, t0 , ⃗x0 ) = F (ϕ (t, t0 , ⃗x0 )) (2.40)
∂t ∂x0 ∂t ∂xj0
32
∂ i ∂F i (ϕi (t, t0 , ⃗x0 )) ∂F i (⃗x0 ) 2

ik ∂ H(⃗x0 )
Sj (t, t0 , ⃗x0 )|t=t0 = j
= j
= Ω j
(2.41)
∂t ∂x0 ∂x0 ∂x0 ∂xk0
so we get
∂ ∂S
(det Sji (t, t0 , ⃗x0 ))|t=t0 = Tr(S −1 ) |t=t0 = 0 (2.42)
∂t ∂t
 
1 + A′1 δt A′2 δt A′3 δt · · · A′n δt
 A′ δt 1 + A′ δt A′ δt · · · A′ δt 
 1 2 3 n 
S=
 . . . . ..  (2.43)

.. .. .. .. .  
.. .. .. .. ..
. . . . .
In the expansion, all off diagonal terms contribute terms of order (δt)2
⇒ det S = (1 + A′1 δt)(1 + A′2 δt).........(A′n δt)

= 1 + δt(A′1 + ..... + Ann ) + 0(δt)2 (2.44)
= 1 + δtAii + 0(δt)2
so the rate of fractional change in volume is
∂2H
Aii − Ωik =0 (2.45)
∂xi ∂xk
Hence the Hamiltonian fluid flow is that of an incompressible fluid. (Liouville’s Theorem)
In other words Hamiltonian Dynamics generates one parameter canonical transformation.
2.3 Application of Liouville’s theorem:

Using the Liouville’s theorem we can say
• Absence of absolutely stable fixed points
Figure 22: Absence of absolutely stable fixed points
If ⃗rF is absolutely stable, then as t −→ ∞ all points in δv will tend towards ⃗rF .⇒The
Volume will approach zero =⇒ contradicts Liouville’s theorem.
• Absence of absolutely stable limit cycle
33
Figure 23: Absence of absolutely stable limit cycle
If the limit cycle C is absolutely stable, then as t −→ ∞ the width of δv in radial direction
−→ 0
The motion in θ direction is periodic ⇒The width in θ direction remains bounded⇒Volume
−→ 0=⇒Contradicts Liouville’s Theorem
Study of motion near a hyperbolic fixed point

As t −→ ∞ the width in ye direction shrinks, where as that in the x
e direction increases, So
that the total volume remains constant.
2.4 Conservative System

Along a motion the Hamiltonian doesn’t change
dH(x̃) ∂H dxi ∂H ij ∂H
= i
= Ω =0 (2.46)
dt ∂x dt ∂xi ∂xj
⇒If we draw the H(⃗x)= constant surfaces in the phase space then a generic dynamical flow lie on
these surfaces for all time. In 2-D this condition alone determines the phase curves completely.
Because in two diemnsions we have
H(x, y) = C ⇒ a (2.47)
which determines a one-parameter curve in two dimensional plane. This curve is the Phase
Curve. Different value of C gives different Phase Curves. Also note that using this condition
34
we can solve the equation of motion in two dimension

∫ ∫
dx ∂H dx
= ⇒ dt = ∂H
(2.48)
dt ∂y ∂y
where ∂H
∂y is a function of x only; substitute y in terms of x ⇒ t = ∂H
dx
⇒ t as a function of x
∂y
and x as a function of t. Hence solved.
Example: Motion in a Cubic potential
1 1
V (q) = ω 2 q 2 − Aq 3 (2.49)
2 3
p2
H= + V (q) (2.50)
2m
Figure 24: Cubic potential
Phase Curves
p2 1 1
+ ω 2 q 2 − Aq 3 = C (2.51)
2m 2 3
Fixed point:
∂H ∂H
=0= (2.52)
∂p ∂q
⇒ p = 0, ω 2 q − Aq 2 = 0
2
⇒ q = 0,q = ωA
( ) ( ) ( )
∂2H ∂2H 1
a b ∂p∂q ∂p2 0 m
= 2 ∂2H = (2.53)
c d − ∂∂qH2 − ∂p∂q −ω 2 0
(qF, pF ) (qF ,pF )
35
At q = 0:
( ) ( )
1
a b 0 m
= (2.54)
c d −ω 0
2
Eigenvalues:
ω2 ω
λ2 + = 0 ⇒ λ = ±i √ (2.55)
m m
=⇒ Elliptic Fixed point−→Particle is at rest at A
ω2
At q = A:
( ) ( )
1
a b 0 m
= (2.56)
c d −ω 2 0
Example : ##### Mother file incomplete
Figure 25: Phase space diagram for motion in a cubic potential
√ √
dq ∂H p 2 1 1
= = = C − ω 2 q 2 + Aq 3 (2.57)
dt ∂p m m 2 3
√
m dq
⇒ dt = √ (2.58)
2 C − 1 ω 2 q 2 + 3Aq 3
2
Hence we can write q and p as a function of t

[The problem is solved]
36
A generic second order autonomous system is completely solvable if the system

is Hamiltonian. Hamiltonian is always constant of motion. Hence
H(x, y) = C (2.59)
Hence we can determine y as a function of x and therefore can determine the space curves. So
using the equation motion
dx
= F 1 (x, y) = f (x) (2.60)
dt
along a phase curve, we get
dx
⇒t= (2.61)
f (x)
⇒ t as a function of x ⇒x as a function of t ⇒y as a function of t
Higher dimensional system: For higher dimensional system, the existence of Hamiltonian is
not enough to solve the equation of motion. H = constant gives us 2n − 1 dimensional subspace
of Phase space where as phase curves are 1 dimensional object.
Under what condition is a higher dimensional hamiltonian system solvable?
We will show that we need n − 1 independent conserved charges other than H satisfying
certain conditions in order to solve the theory.
First we will develop a general formalism in order to find conserved quantities in hamiltonian
system and then we will establish the above mentioned claim
We will now define Poisson Bracket which we will see to be a very important tool to
find conserve quantities and to solve a Hamiltonian system.
2.5 Poisson Bracket:

Definition: Let F(⃗x) ,G(⃗x) be two functions of ⃗x, then the poisson bracket of F(⃗x) ,G(⃗x) is
defined as
∂F ∂G
{F, G} = Ωij ; 1 ≤ i, j ≤ n = 2N (2.62)
∂xi ∂xj
where
x1 = q 1 x2 = p1
x2i−1 = q i x2i = pi (2.63)
So the explicit expression for the poisson bracket is

∂F ∂G ∂F ∂G
{F, G} = − ;1 ≤ i ≤ N (2.64)
∂q i ∂pi ∂pi ∂q i
With this definition, lets try to find the change of a quantity along the Hamiltonian flow
df ∂f ∂F dxi ∂f ∂F ∂H ∂f
= + i = + i Ωij j = + {F, H} (2.65)
dt ∂t ∂x dt ∂t ∂x ∂x ∂t
37
Hence F is conserved along the motion iff (F doesn’t depend on time explicitly)
{F, H} = 0 (2.66)
=⇒ Thus in order to find the conserved quantities we need to find functions of xi and pi whose
Poison Bracket with Hamiltonian vanishes.
We will see that if we have n − 1 conserved quantities Qi , 1 ≤ i ≤ n − 1 (H = Qn ) satisfying
the condition
{Qi , Qj } = 0 ∀i, j (2.67)
then the dynamics is solvable.
Note that this is still a very non-trivial result since N − 1 conserved charges along with the
Hamiltonian H will give us a n dimensional subspace of 2n dimensional phase space, where as
solvability means we need find a 1 dimensional phase curve !!!
2.6 Canonical Transformations

Definition: Canonical transformation are coordinate transformations that preserves the sym-
pletic matrix Ωij .
yi be the new coordinates
y i = y i (x) (2.68)
then, the symplectic form transforms
i j
e ij = ∂y ∂y Ωkl
Ω (2.69)
∂xk ∂xl
The the transformation is canonical iff
e ij = Ωij
Ω (2.70)
• The form of Poisson Bracket remains unchanged under a Canonical Transformation
∂F kl ∂G ∂F ∂y i kl ∂y j ∂G
{F, G} ≡ k
Ω l
= Ω
∂x ∂x ∂y i ∂xk ∂xl ∂y j
∂F ij ∂G
= Ω̃ (2.71)
∂y i ∂y j
⇒ We can either use the x or the y coordinate system to calculate Poisson Bracket.
• Canonical transformations preserves phase space volume.
Proof: ∏ ∏
V = dy i = |J| dxi (2.72)
i i
where J is the Jacobian of the transformation
∂y j
Sji = (2.73)
∂xl
38
J = |det(S)| (2.74)
Now if a transformation is a canonical transformation then
Ωij = Ski Slj Ωkl =⇒ Ω = SΩS T (2.75)
Hence
|det(S)| = 1 (2.76)
2.6.1 Generators of Canonical Transformations

As defined above, we first need to take a transformation y i = f i (⃗x) and then check if it is a
canonical transformation.
∂f i ∂f j kl
Ωij = Ω (2.77)
∂xk ∂xk
So it’s basically a hit or miss approach. In order to use canonical transformation in a more
fruitful way we need to invent a systematic way to generate canonical transformation.
Infinitesimal Canonical transformation: We consider a infinitesimal co-ordinate transfor-

mation
y i = xi + ϵϕi (⃗x) (2.78)

So the change in the symplectic form is
∂y i ∂y j kl ∂ϕi j ∂ϕj kl
Ωij = Ω = (δ i
k + ϵ )(δ + ϵ )Ω
∂xk ∂xl ∂xk l ∂xl
∂ϕi ∂ϕi
= Ωij + ϵΩkj k + ϵΩil l (2.79)
∂x ∂x
∂ϕi il ∂ϕ
i
⇒ Ωkj = −Ω (2.80)
∂xk ∂xl
Multiplying by ωjn and ωmi
∂ϕi ∂ϕj ∂ϕj

⇒ ωmi = −ωjn = ωnj (2.81)
∂xn ∂xm ∂xm
Now lets define
Am ≡ ωmi ϕi (2.82)
then we get
∂Am ∂An
= (2.83)
∂xn ∂xm
This condition is trivially stateside if
∂ψ
Am = for some ψ (2.84)
∂xm
39
Then
∂ψ ∂ψ
ωmi ϕi = m
=⇒ ϕi = Ωim m (2.85)
∂x ∂x
Hence the infinitesimal transformation is
∂ψ { }
y i = xi + Ωim
m
= xi + ϵ xi , ψ (2.86)
∂x
ψ: any (unconstrained) function of ⃗x Under the infinitesimal canonical transformation, any
function changes as
∂F i ∂F ∂ψ
δF (⃗x) ≡ i
δx = ϵΩim i m = ϵ {F, ψ} (2.87)
∂x ∂x ∂x
In particular
δH(⃗x) = −ϵ {H, ψ}−→Passive
If δH(⃗x) = 0 =⇒ {H, ψ} = 0 Hence ψ is a conserved quantity.
Under the infinitesimal transformation,
⃗
H(⃗x + ϵϕ(x)) = H(⃗x) (2.88)
Hence, A symmetry of the Hamiltonian system =⇒The functional form of the Hamiltonian
remains invariant under a change of the phase coordinate.
Coordinate :
y i = f i (xj ) (2.89)
Canonical if
∂y i ∂y j { } { }
Ωij = Ωkl k l
⇒ y i , y j = xi , xj (2.90)
∂x ∂x
e f⃗(⃗v )) ≡ H (⃗x)
H( (2.91)
Symmetry of the Hamiltonian if
e y ) ≡ H (⃗y )
H(⃗ (2.92)
Infinitesimal Canonical transformation
{ }
y i = xi + ϵ xi , ψ = f i (⃗x) (2.93)
Symmetry if
{ψ, H} = 0 ⇒ ψ is conserved (2.94)
A Symmetry of the Hamiltonian −→Change of Coordinates which leaves the form of Ω and H
invariant −→ Equations of motion invariant. =⇒Passive point of view
If
xi (t) = xi0 (t) (2.95)
is a solution of the equations of motion,then in the y coordinate system
{ }
y i (t) = f (⃗x(t)) = xi0 (t) + ϵ xi , ψ xi (t) (2.96)
0
40
{ }
But y i (t) satisfies the same equation of motion as xi (t) =⇒ xi (t) = xi0 (t) + ϵ xi , ψ xi (t) is a
0
solution of the equation of the motion of the particle.
y i = f i (⃗x) (2.97)
e y ) = H(⃗x)
H(⃗ (2.98)
e y ) in general a different functional form.
where H(⃗
If H̃ = H then the transformation is a symmetry of the Hamiltonian.
2.7 Example of Conserved charges and the corresponding continuous symmetry

2.7.1 Translational Symmetry
Free Particle
∑
3
p2
H= (2.99)
2m
α=1
Invariant under
δq α = ϵα , δpα = 0, δq α = ϵnα (2.100)
∑
Canonical Transformation generated by ϵβ pβ
β
 
   
 ∑  
 ∑ 

δq = − q ,
α α
ϵβ pβ α
, δp = p , α
ϵβ pβ
(2.101)
  
 

β  β 
Conserved quantity : ∑
ϵβ pβ (2.102)
β
since ϵ1 , ϵ2 , ϵ3 are arbitrary constants, p1 , p2 , p3 are conserved
2.7.2 Rational Symmetry

∑
3
p2β √
H= + V (r) , r= (q 1 )2 + (q 2 )2 + (q 3 )2 (2.103)
2m
β=1
Invariant under
pα −→ Pα = Rαβ pβ
q α −→ Qα = Rαβ q β (2.104)
Rαβ : Orthonormal matrix
RT R : I =⇒ Rαβ Rαγ = δβγ (2.105)

so
41
∑ ∑ ∑ ∑
Pα Pα = Rαβ pβ Rαγ pγ = δβγ pβ pγ = pβ pβ
α α,β r β
∑ ∑ ∑ ∑
Qα Qα = Rαβ q β Rαγ q γ = δβr q β q γ = qβ qβ (2.106)
α α,β,r β,γ β
=⇒both terms of the Hamiltonian are invariant under this transformation.

Is this transformation Canonical ?
{ }
Ex. Check{Pα , Pβ } = 0 = Qα , Qβ and {Qα , Pβ } = δβα
2.7.3 Look at the infinitesimal canonical transformation

Infinitesimal Rotation:
Rαβ = δαβ + ϵωαβ

=⇒ ωαβ + ωβα = 0 (2.107)
⇒ ω = 3 × 3 antisymmetric matrix.
Independent ω :
     
0 0 0 0 0 −1 0 10
     
T1 =  0 0 1  , T2 =  0 0 0  , T3 =  −1 0 0  (2.108)
0 −1 0 +1 0 0 0 00
Take R = I + ϵ (a1 T1 + a2 T2 + a3 T3 )
∂ψ
Pα = pα + ϵωαβ pβ = pα − ϵ = pα + ϵ {pα , ψ}
∂q α
∂ψ
Qα = q α + ϵωαβ q β = q α + ϵ α = q α + ϵ {q α , ψ} (2.109)
∂q
ψ = −ωαβ q α pβ = ωαβ pα q β (2.110)
ψ = a1 (T1 )αβ pα q β + a2 (T2 )αβ pα q β + a3 (T3 )αβ pα q β (2.111)
=⇒3 Conservation Laws
ψ1 = (T1 )αβ pα q β = (p2 q 3 − q 2 p3 ) = −(⃗qX⃗

p)1
ψ2 = (T2 )αβ pα q β = (p3 q 1 − p1 q 3 ) = −(⃗qx⃗
p)2 (2.112)
ψ3 = (T3 )αβ pα q β = (p1 q 2 − p2 q 1 ) = −(⃗qx⃗
p)3
−→Angular Momentum are the Generators of Rotation

Problem
A Symmetry of H is easy to identify
42
H(⃗y (⃗x)) = H(⃗x) (2.113)

Whether it leaves Ω invariant i.e. whether it is Canonical Transformation is not obvious without
doing a calculation.
Example:
∑
3
p⃗2E
H= + V (r) (2.114)
2m
i=1
Invariant Under
pi −→ P i = Rij pj , q i −→ Qi = Sij q j (2.115)

RT R = I, S T S = I
R, S are independent orthogonal matrices.
This is the Canonical Transformation only for R = S
Can be seen after doing a calculation but is not immediately visible.
Becomes manifested in the Lagrangian formulation.
43

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Preprint typeset in JHEP style - HYPER VERSION

2. Hamiltonian System (I): 27

Autonomous system : If F i is independent of t (no explicit time dependence) then the

Figure 1: steady flow

• Radioactive decay of atoms

• Growth of simple biological population

1.1 First order autonomous system

eq.(1.19) can easily be solved

C is the integration constant. It can determined by specifying initial condition.

Hence we if start from xF + ϵ, the dynamics is

⇒ x = xF + ϵ exp(F ′ (xF )t) (1.22)

Figure 2: System with no double zero

Figure 3: System with double zero

• ϵ > 0, (x − xF ) increases as t increases

1.2 Second order autonomous system

F1 (xF , yF ) = 0, F2 (xF , yF ) = 0, ⃗rF = (xF , yF ) (1.32)

Motion near a fixed point

dx ∂F1 (x, y) ∂F1 (x, y)

dy ∂F2 (x, y) ∂F2 (x, y)

Now lets define

Then lets find the eigenvectors

Hence the dynamics of the system is

(x˜0 , y˜0 ) is the initial values of (x̃, ỹ)

Figure 4: Stable Node.

Figure 5: Unstable Node

x̃ = x˜0 expλ1 t −→ grows with t , ỹ = y˜0 expλ2 t −→ 0 as t −→ ∞

Figure 6: Hyperbolic point.

If λ1 = −λ2 , x̃ỹ = C⇒Hyperbola

Case III δ > 0, τ 2 < 4δ

Now we switch to polar coordinate

x̃ = r cos θ, ỹ = r sin θ (1.59)

• α < 0 i.e. τ < 0

⇒ Two Eigenvalues are equal

Stable if λ < 0, Unstable if λ > 0

if λ < 0, (x̃, ỹ) → (0, 0)as t→ ∞ ⇒ Stable

Figure 7: Stable Node

Figure 8: Stable Star

1.3 Concept of Fixed point:

Figure 9: Unstable Star

Figure 10: Hyperbolic point

Figure 11: Stable Spiral point

Figure 12: Unstable spiral point

Figure 13: Elliptic point

Figure 14: Stable improper node

Figure 15: Unstable improper node

Figure 16: Unstable improper node

Figure 17: Unstable improper node

Figure 18: Unstable improper node

A fixed point that is not stable is called unstable fixed point.

• As t−→∞, ⃗r(t) approaches a fixed point

• As t−→∞, ⃗r(t) approaches ∞

• ⃗r(t) is a periodic motion (e.g. around an elliptic fixed point)

• ⃗r(t) may approach a limit cycle

Figure 19: Unstable improper node

=⇒ r − R = (r0 − R) exp 2αR2 t, (1.91)

If α < 0, (r − R) −→ 0 as t −→ ∞ =⇒attracted toward the limit cycle

1.4 Higher order autonomous systems

Figure 20: Limit cycle

Lets now study the dynamics around a fixed point

Typical structure of eigenvalues:

• 2p eigenvalues are complex, n − 2p are real

• No zero Eigenvalue, no two eigenvalues are equal.

So the eigenvalues are