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The Hamilton-Jacobi Equation : an intuitive approach.

Bahram Houchmandzadeh

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The Hamilton-Jacobi Equation : an intuitive approach.
Bahram Houchmandzadeh.
CNRS, LIPHY, F-38000 Grenoble, France
Univ. Grenoble Alpes, LIPHY,
F-38000 Grenoble, France

The Hamilton-Jacobi equation (HJE) is one of the most elegant approach to Lagrangian systems
such as geometrical optics and classical mechanics, establishing the duality between trajectories and
waves and paving the way naturally for the quantum mechanics. Usually, this formalism is taught at
the end of a course on analytical mechanics through its technical aspects and its relation to canonical
transformations. I propose that the teaching of this subject be centered on this duality along the
lines proposed here, and the canonical transformations be taught only after some familiarity with
the HJE has been gained by the students.

I. INTRODUCTION. anything to the engineer and very little to the physicist ”.


Indeed, many examples of HJE treated in the above men-
tioned textbooks of analytical mechanics can be as easily
There are three different formalization of classical me- treated by the Lagrangian and Hamiltonian approach.
chanics : the Lagrangian, the Hamiltonian and the
Hamilton-Jacobi formalism. Usually, textbooks on me-
chanics (see for example [1–5] ) begin with the La- II. GEOMETRICAL OPTICS.
grangian formalism and the variational principle, where
students discover the beauty of post-Newtonian mechan-
Eighteen century physics saw a raging debate between
ics. Historically, this formalism was developed in analogy
the particle theory and wave theory of light[10]. In the
with optics and the principle of Fermat[1]. Then, after a
first description, light is made of particles whose trajecto-
Legendre transform, the Hamiltonian approach is intro-
ries can be followed and are called the “ray paths”. In the
duced where students discover the beauty of the phase
second description, light is made of waves, and the “wave
space and the geometry herein. The mathematics be-
front” can be followed exactly as we follow waves on the
hind these two methods is fairly standard and more or
surface of a liquid or sounds. This second approach was
less easily digested by students. Finally, students come
developed first by Huygens around 1680 AD[7]. In the
to the Hamilton-Jacobi equation (HJE). The HJE is usu-
limit of geometrical optics, when the wave length can be
ally introduced after a heavy passage through canonical
considered small, these two approaches are equivalent :
transformations to uncover a first-order non-linear partial
knowing the wave fronts, one can deduce the ray paths
differential equation that does not seem any more useful
and vice versa. We will detail this derivation below, but
to students at first glance than the former approaches.
let us first define more precisely what a wave front is in
The aim of this short note is to make an intuitive ap- optics.
proach to the HJE by reversing how it is generally taught. Consider light emitted from a point r0 at time t0 . The
The beauty of the HJ approach is to uncover the du- boundary Ct,t0 of the domain that the light has covered
ality between trajectories and wavefronts. This duality at time t is called the “wave front ” (figure 1) at time t. If
was known in optics[6] where light could be either in- the propagation medium is homogeneous, the wave front
vestigated by rays and geometric optics (Fermat’s prin- is a sphere given by the equation
ciple) or by wavefront (Huygens principle)[7], much be-
fore interference and the electromagnetic nature of light c
kr − r0 k = (t − t0 )
was discovered. Hamilton showed that this duality can n
be extended to any system described by a Lagrangian where c is the speed of light and n the index of the prop-
formalism, including and foremost, mechanics. I believe agating medium. We can rewrite this equation as
that this duality and its various extensions, specifically
to quantum mechanics,are what should be taught first S(r, t) = −(c/n)t0
and foremost to students , studied in depth. Only when
the students are familiarized with these concepts, one Where the function S(r, t) = kr − r0 k − (c/n)t. The
should introduce the canonical transformations and the relation S(r, t) = −(c/n)t0 defines the collection of points
technical aspects that make this approach, in the words that the light (emitted at r0 ,t0 ) has reached at time t.
of Arnold[8], “[...] the most powerful method known We don’t need to suppose that the light is emitted by
for the exact integration [of Hamilton equations]”. At a single point, we can as well describe the wave front of
the undergraduate level, specifically to physics students, the light emitted by a line or a surface (or any at most
these technical aspects seem less relevant : Arnold[8] n − 1 dimensional object). In fact, Huygens discovered
quotes Felix Klein, who had great respect for the work that the wave front at time t can be described by the
of Hamilton[9], about HJ method “that does not bring light emitted by the wave front at time t − tα . This is
2

Figure 1. Wave fronts C (in red) of light emitted at point r0 at Figure 3. The trajectory chosen by an object (solid line) op-
time t0 . Blue lines are the rays path. The Huygens principle timizes the action compared to all other possible trajectories
states that the wave front at time t can be seen as the wave (dashed lines) (1)
front of light emitted at time t − tα by the wave front at this
time (red dashed lines).
jects linked together through an orthogonality.
Even if the medium is not isotropic, we can still com-
pute the wave front from the rays, and vice versa. All we
need is a relation between the tangent to the ray path
(let’s call it q̇) at a point and the normal to the wave
front (call it p) at the same point. We will come to this
subject in more general detail in the next sections.

III. BASIC NOTIONS OF ANALYTICAL


MECHANICS.

Figure 2. In geometrical optics in isotropic media, trajectories Very soon after the publication of Principia by Newton
Pt of the light rays and wave fronts are orthogonal. Therefore, (1684), Bernoulli challenged (1696) the scientific commu-
trajectories can be recovered from the wave front: from the nity to find the fastest path that, under gravity, brings a
point Pt on the wave front Ct , draw the orthogonal to the mass from point A to point B. The analogy with optics
wave front and recover the point Pt+dt at which it intercepts
and the Fermat’s principle was not lost on the mathe-
the wave front Ct+dt . Proceeds by recurrence.
maticians who responded to the challenge[11]. This anal-
ogy was then fully developed in subsequent years [12] and
took its definitive form under the name of Euler-Lagrange
called the Huygens principle. Finally, note that if r0 ≫ r,
equation.
kr − r0 k ≈ r0 − (r0 /r0 ).r and we can approximate the
The foundation of analytical mechanics is based on a
spherical wave by a plane one of the form S(r, t) = u.r −
variational principles: Given a Lagrangian L(q̇, q, t), an
(c/n)t where u = −(r0 /r0 ) is the direction of the plane
object (be it a particle or a ray of light) chooses the
wave propagation.
trajectory q(t) that makes the action
If the medium is not homogeneous (n = n(r) ), the
wave fronts are not spherical any more. The principle of ˆ t1 ,q1
Fermat states that the path taken by a ray to go from S= L(q̇, q, t)dt (1)
t0 ,q0
a point A to a point B is the one that minimizes the
traveling time : stationary (figure 3). The action depends on the end
B
points (t0 , q0 ) and (t1 , q1 ) and the trajectory q(t) must
1
ˆ
T = nds obey the Euler-Lagrange equation
c A
d ∂L ∂L
− =0 (2)
where ds is the element of arc length along a path. In dt ∂ q̇ ∂q
order to compute a wave front now, one has to compute
For a classical particle, the Lagrangian is the difference
the ray paths and collect points along the path that have
between the kinetic and the potential energy L = T −
been reached at a given time t. If the medium is isotropic
V , while for geometrical optics, the Lagrangian is the
(i.e. not like a crystal with particular directions of prop-
traveling time.
agation), it can be shown that ray paths and wave fronts
We can reformulate equation (2) by making a Legendre
are orthogonal (see below). In this case, deducing the
transform. Defining the momentum
wave fronts from the ray paths is simple. On the other
hand, if we knew the wave fronts, we could compute the ∂L
ray paths (figure 2). Paths and wave fronts are dual ob- p= (3)
∂ q̇
3

t1  
d ∂L
ˆ
= δq dt
t0 dt ∂ q̇
 t1
∂L ∂L
= δq = dq
∂ q̇ t0 ∂ q̇ t1

As we have kept the final time fixed, δS = (∂S/∂q) dq


and therefore

∂S ∂L
= = p(t1 ) (7)
∂q ∂ q̇ t1

If we vary the end point q1 , the relative variation in S is


Figure 4. Varying the end points of a movement. the momentum p at the end point.
To compute the variation of S as a function of the end
point’s time, consider letting the original trajectory to
expressing q̇ as a function of p and defining H(p, q, t) = continue along its optimal path. Then dS = Ldt. On the
pq̇ − L, we obtain the Hamilton equations other hand
dq ∂H dp ∂H ∂S ∂S
= ; =− (4) dS = Ldt = dq + dt
dt ∂p dt ∂q ∂q ∂t
which allows us to move to the phase space and have a
Using our previous result (7), we have
more geometrical view of the trajectories. One conse-
quence of the above equation is the variation of H as a ∂S

∂S

function of time along a trajectory: Ldt = pdq + dt = pq̇ + dt
∂t ∂t
∂H ∂H ∂H ∂H
dH = dp + dq + dt = dt (5) and therefore
∂p ∂q ∂t ∂t
Therefore, if the Hamiltonian does not depend explicitly ∂S
= L − pq̇ = −H (8)
on time, the Hamiltonian is conserved along a trajectory: ∂t
H = E.
In the above two formulation of analytical mechanics, Relation (7,8) are very general results of variational cal-
the action S() itself plays little explicit role; what is im- culus with varying end points and are not restricted to
portant is the differential equations (2) or (4) whose so- mechanics. The contact angle of a liquid droplet on a
lution determines the trajectory. However, Let us have a solid surface is obtained for example by these compu-
closer look at the action itself. By action S here we mean tations. Note also that even though we derived these
the integral expression (1) when the particle moves along equations in one dimension of space, they are trivially
the optimal path. Even though the absolute value of S generalized to any dimension.
can be hard to compute analytically, we can compute its
variation if we vary the end points (figure 4). We will
IV. GENERAL WAVE FRONTS.
keep here the initial point fixed and vary the final end
point either by dt or dq.
We begin by keeping the final time fixed at t1 but move In geometrical optics, we had used the traveling time to
the final position by dq (figure 4). The trajectory q(t) define the wave front. But the traveling time is just one
will vary by δq(t) where δq(t0 ) = 0 and δq(t1 ) = dq. The example of action and variational principles. In analogy
variation in S is with optics, let us define the function Sq0 ,t0 (q, t) as the
ˆ t1   action of a particle that arrives at (q, t) after leaving
∂L ∂L (q0 , t0 ), following its optimal path. By this function, we
δS = δ q̇ + δq dt (6)
t0 ∂ q̇ ∂q can associate to each point (q, t) a value in space-time.
Then, S(q, t) = C defines an n−1 dimensional surface Ct ,
However, the trajectories obey the Euler-Lagrange equa-
i.e. the collection of points q that have the same value C
tion (2) and we must have
of action at time t. Figure 1 that illustrated wave front
∂L d ∂L in optics illustrates similarly the general wavefronts of
= action.
∂q dt ∂ q̇
Consider for example a classical free particle, whose
On the other hand, δ q̇ = d(δq)/dt. Using these relations, trajectories are straight lines with constant speed v =
we can rewrite equation (6) as kq − q0 k/(t − t0 ). The action is therefore
ˆ t1    
∂L d (δq) d ∂L m 2 m
δS = + δq dt S(q, t) = v (t − t0 ) = kq − q0 k2 /(t − t0 )
t0 ∂ q̇ dt dt ∂ q̇ 2 2
4

and the curves Ct are spheres of radius proportional to


p
2(t − t0 )/m. If the initial point is far away from the
region of interest (|t| ≪ |t0 |, q ≪ q0 ), we can develop the
above expression and write it, to the first order in q,t :
m 2 
S(q, t) ≈ q0 − 2q0 .q (−1 − t/t0 )
2t0
= S0 + p.q − Et (9)
where we have defined the constants p = mq0 /t0 and
E = (1/2)mq02 /t20 . In this case, the action is a plane
wave.
We have defined the wave front as the collection of Figure 5. From known wave fronts Ct (in red) to trajectories
points q at time t for which S(q, t) = const. To compute : at each point, the normal to the wave front p = ∂S/∂q
the wavefronts however, we have relied on the knowl- (in blue) can be computed ; knowing p, we can compute the
edge of trajectories. To go further, we need to derive an tangent to the trajectory q̇ ( in green ) and find a trajectory
independent equation from which S() can be computed following a given line of tangents. The procedure is trivially
directly, without any a priori knowledge of trajectories. generalized to higher dimensional space where q collects the
For this purpose, we just have to recall from the last sec- coordinates of many particles.
tion (7,8) that we can compute the variation of S as a
function of the variation of its end points:

∂S ∂S
=p ; = −H (10)
∂q ∂t
where ∂S/∂q = (∂q1 S, ∂q2 S, ...). Note that this a gener-
alization of the free particle case where (according to 9),
dS = pdq − Edt. Now, we know that H = H(q, p, t),
therefore combining the above two expressions, we have

Figure 6. An illustration of the wave front in a two dimen-


 
∂S ∂S
+ H q, ,t = 0 (11) sional space where the function W (q) is represented as a sur-
∂t ∂q
face in three dimension. The wave front CS is the contour plot
which is a first order PDE and called the Hamilton- of the function W (q). At any given point q,the momentum
Jacobi equation (HJE). If we can solve this equation and is given by p = ∇W
find the wave fronts, then we can deduce the trajectories
from the wavefronts. The procedure is similar to what we
did in geometrical optics : At each time t, we know the where the function W () (often called Hamilton principal
wave front S, and therefore, we can compute the momen- function) obeys the relation
tum at points q: p(q) = ∂S/∂q (figure 5). This vector  
∂W
is related to the tangent to a trajectory q̇ through the H q, =E
relation ∂q
∂L Once W () is solved for, we can find the wave fronts by
p=
∂ q̇ slicing the function W () at different “heights” : at a given
time t, we collects all points q such that W (q) = Et +
By resolving the above relation, we can compute q̇ at
const. into the wave front Ct (figure 6).
each point of space at each time :
q̇ = f (q, t) (12)
V. EXAMPLES.
If we knew the wave fronts, the second order differen-
tial equations of Euler-Lagrange (equation 2) are trans- A. One particle.
formed into ordinary first order differential equations (12)
as above. For the simplest mechanical systems with one
particle and a potential V (q, t), p and q̇ are co-linear and Consider one classical free particle with the Lagrangian
the construction is really similar to optics. L = (1/2)mq̇2 , p = mq̇ and H = p2 /2m where we
We can further simplify the HJE (eq. 11) if the func- use the square of a vector as a shorthand: u2 = u.u.
tion H does not contain t explicitly. In this case, we can Therefore, the HJE is simply
separate the function S into  2
∂S 1 ∂S
+ =0 (14)
S(q, t) = W (q) − Et (13) ∂t 2m ∂q
5

W(q)/ℓ√ 2mℓ
2

-2
2

-4
0

−1.0 −0.5 0.0 0.5 1.0

-4 -2 0 2 4
q/ℓ
Figure 7. Contour plot of W (q1 , q2 ) of free particle in 2 di-
mensions (relation 16) for u1 = cos θ = 1/2. Figure 8. The Hamilton principal function W (q) for the uni-
dimensional harmonic oscillator.

It is straightforward to check that the spherical wave S =


m(q − q0 )2 /2(t − t0 ) is a solution of the above equation, There exist a systematic method to search for the so-
where q0 and t0 are some constants. We can also look for lution of this equation, called canonical transformations
a separable solution of the form S = W − Et, in which (see for example [4, section 10.4]).P If however, the po-
case tential is itself separable V (q) = i Vi (qi ), we can look
 2 for a separable solution of the HJE as before. As an il-
1 ∂W lustration, consider the simple one dimensional harmonic
=E oscillator with V (q) = (1/2)kq 2 . Extension to higher di-
2m ∂q
mensional case is trivial but harder to present graphically.
To solve this PDE, we can search for further separability Setting S = W − Et we have
in the form of r
√ X dW √ x2
W (q) = 2m wi (qi ) (15) = 2mE 1 − 2
i
dq ℓ
√ where ℓ2 = 2E/k. Setting q = ℓ sin θ transforms the
and solve the equations dwi /dqi = ei where ei are in-
tegration constants. The solution of thesePequations are above equation into

wi (qi ) = ei qi + Ci with the constraints i ei = E and dW √
Ci another set of integration constants. The complete = ℓ 2mE cos2 θ
solution is then a plane wave with (figure 7) dθ
√ X that integrates directly
W (q) = 2mE ui qi + Ci′ (16)
i
1 √ 1
W (θ) = ℓ 2mE(θ + sin 2θ) + C
p 2 2
where ui = ei /E are the integration constants. We
collect the constants ui into a constant vector v such Figure 8 displays a plot of W (q) as a function of q. It
that vi = vui , E = (1/2)mv 2 and write (figure 7) can be observed that the function W () is multivalued
and at its “turning points”, p = ∂W/∂q = 0, a fact that
W (q) = mv.q + C is common to all bounded mechanical systems.

Now that we know the wave front, if we wish so, we


can deduce the trajectories : the moment is given by B. Relativistic particle.
p = ∂W/∂q = mv. From the Lagrangian, we know that
q̇ = p/m, and therefore q̇ = v and q = vt + q0 where We distinguish here explicitly between time and space
q0 is another integration constant. coordinate for more clarity at the expense of elegance.
For a classical free particle, the HJE is obviously an Consider a free relativistic particle whose action is given
overkill. The purpose of this example is to illustrate how by its Minkowski arc length
the solution of the HJE with the integration constant v
ˆ B
leads to the trajectories. It is straightforward to check
that the spherical wave solution leads to the same result S = −m ds
A
for trajectories.
Adding a potential V (q) to the problem give rise to where
√ (in natural units
√ c = 1 ) Ldt =−mds =
the HJE −m dt − dxdx = −m 1 − ẋ2 dt. We have
2
 2
∂S 1 ∂S ∂L mẋ
+ = −V (q) (17) p= =√
∂t 2m ∂q ∂ ẋ 1 − ẋ2
6

and therefore The HJE is then


p s
2
H = pẋ − L = m2 + p2
  
∂S ∂S
− n2 − =0
∂x ∂y
The HJ equation is therefore
  s  2 or in other words,
∂S ∂S
= − m2 + 
∂S
2 
∂S
2
∂t ∂x + = n2 (20)
∂x ∂y
or
 2  2 The above expression, called the eikonal equation, is
∂S ∂S 2 the fundamental equation of geometrical optics. In the
− =m (18)
∂t ∂x Hamilton-Jacobi approach, its resemblance to relativis-
tic particle is obvious. We will see below that the eikonal
Note that the parabolic PDE of a classical dynamics be- equation can be obtained through approximation of the
comes a wave equation when we consider the relativistic wave equation.
dynamics. This is exactly how the Schrodinger equation
transforms into the Klein-Gordon one, i.e. the relativis-
tic wave equation for spineless particles. This can be VI. WAVES AND PARTICLES.
extended to the case of a particle with in an electromag-
netic field by considering For about 50 years after its introduction, the Hamilton-
Jacobi equation was considered a beautiful but use-
Ldt = −mds − qds.A
less tool. With the advent of quantum mechanics,
~ φ is the electromag-
where the four vector A = (−φ, A), Schrodinger realized that this equation is the natural
~ road to formulating a “wave” equation for particles. The
netic potential and A the (three) vector potential.
approach was as follow : geometrical optic is an ap-
proximation of the Maxwell equations that neglects in-
terference effect. We know the Maxwell equation and
C. Geometrical optics.
the approximation procedure to get to geometrical op-
tics. Schrodinger realized that classical mechanics can
Consider light propagating in an isotropic medium. be such an approximation of a more complicated theory
The action is the total traveling time and reverse engineered the geometrical optics approxi-
mation to get to his famous equation in 1926. The detail
ˆ B
of this procedure and its connection to Hamilton-Jacobi
S= nds
A equation is beautifully written by Massoliver and Ros[13]
and we don’t develop it here. However, it is very simple
where n(q) is the index of the medium at position q, to show that classical mechanics is an approximation of
ds is the arc length along a trajectory and we have set the quantum mechanics.
the speed of light in vacuum c = 1. This is called the Consider the Schrodinger equation
principle of Fermat. For simplicity, we will consider a
two-dimensional medium pwhere x is used
p as the integra- ∂ψ ~2 ∂ 2 ψ
i~ =− + V (x)ψ
tion variable and ds = dx2 + dy 2 = 1 + y ′2 dx ; the ∂t 2m ∂x2
Lagrangian is
using a standard change of function
p
L = n(x, y) 1 + y ′2 ψ = eiS/~ (21)
and by definition, the Schrodinger equation transforms into

∂L y 2
i~ ∂ 2 S

p= = np (19) ∂S 1 ∂S
∂y ′ 1 + y ′2 − =− 2
+ + V (x) (22)
∂t 2m ∂x 2m ∂x
if we set θ as the angle between the tangent to the we see that the above equation, when we neglect the term
trajectory and the x axis, the above relation is simply in ~, reduces exactly to the classical HJE (17): the clas-
p = n sin θ, which is the conserved quantity if n = n(x) sical mechanics is indeed the limit of quantum mechanics
(Snell’s
p law). Solving relation 19 in y ′ , we have y ′ = when ~ → 0.
p/ n − p2 and therefore the Hamiltonian is
2
The transformation (21), called the ansatz of Sommer-
p field and Runge[14], was nothing unusual at the time of
H = py ′ − L = − n2 − p2 Schrodinger and is used to recover the geometrical optics
7

from the wave equation ( see[15] for a review). Con- scale of variation in the index is large
compared
to the
sider the equation of an electromagnetic wave propagat- wave length, or equivalently, when ∇2 A/A ≪ k02 . Ne-
ing through space, where the index of refraction is not glecting the ∇2 A term is relation (25), we obtain an equa-
supposed to be constant : tion for the phase φ alone:

∂2ψ (∇φ)2 = n2 (27)


= v 2 ∇2 ψ (23)
∂t2
which is the eikonal equation we had already obtained
where ψ is any component of the electromagnetic tensor from the principle of Fermat (eq. 20).
or the vector potential and v = c/n where c is the speed
of light and n the index of the medium. We look for a
solution of the form VII. CONCLUSION.

ψ(t) = A(r) exp (ik0 (φ(r) − ct)) (24) The Hamilton-Jacobi equation is one of the most ele-
gant and beautiful approach to mechanics with far reach-
in analogy with plane waves when n = const. k0 = 2π/λ0 ing consequences in many adjacent fields such as quan-
is the wave number and λ0 is the wave length in vacuum tum mechanics and probability theory. Unfortunately,
; A (the amplitude ) and φ (the phase) are real functions. its beauty is lost to many students learning the basics
Note that the total phase of analytical mechanics. An informal and statistically
non-significant inquiry of practicing physicists suggests
Φ(r) = φ(r) − ct that even among scientists, Hamilton-Jacobi brings up
mostly (if any) memories of arcane transformations with
has the same structure as the function S in relation (13) no observable use.
and φ() plays the same role as the function W (). The materials developed in this short article, which
Plugging expression (24) into (23), separating the real does not contain the usual mathematical complexity
and the imaginary part, we have: found in most textbooks, can be covered in one or two
2
lectures and I hope help students to get a basic under-
∇2 A − Ak02 (∇φ) = −k02 n2 A (25) standing of the Hamilton-Jacobi approach to variational
2 (∇φ) (∇A) + A∇2 φ = 0 (26) systems.
Acknowledgment. I’m grateful to Marcel Vallade for
The geometrical optics is obtained from the wave equa- detailed reading of the manuscript and fruitful discus-
tion by letting λ0 → 0, i.e. when we assume that the sions.

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