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2 Hamilton
2 Hamilton
f
Legendre transformations u
x
f f
f ( x, y ) df dx dy udx vdy f
x y v
y
g f ux dg df udx xdu udx vdy udx xdu
g
v
g g y
dg vdy xdu dy du g ( y, u )
y u g
x
• Legendre transformation: u
g ( y, u ) f ( x, y ) ux
g g
v ;x
y u Adrien-Marie
Legendre
(1752 –1833)
g ( y, u ) f ( x, y ) ux
What is H?
g g
M
L v ;x
H qm L y u
m 1 qm
L
• Conjugate momentum pm
q m
• Then
M
H L(q1 ,..., qM , q1 ,..., q M , t ) pm q m
m 1
• So
H (q1 ,..., qM , p1 ,..., pM , t )
M
L(q1 ,..., qM , q1 ,..., q M , t ) pm q m
m 1
L
What is H? pm
M q m
H L pm q m
m 1
M L
M
dH dL d pm q m
L
dqm dqm
m1 m1 qm qm
L M
dt pm dq m q m dpm
t m 1
M
L
p m dqm q m dpm dt
L d L t
m 1
qm dt qm
pm p m
d
dt
What is H?
M
L
dH p m dqm q m dpm dt
m 1 t
H H H L dH
p m q m
qm pm t t dt
dH H
M
H H
qm p m
dt m1 qm pm t
M
H dH H
p m q m q m p m
m 1 t dt t
What is H?
• If L L0 (q1 , q2 ,..., qM , t ) l1i (q1 , q2 ,..., qM , t )qi
i
• Then H L2 L0
1
T mi ri 2
• Kinetic energy
i 2
• In generalized coordinates ri ri (q1 , q2 ,..., qM , t )
2
1 ri ri
T mi q j
i 2
t q
j j
What is H?
2
2
1 ri ri
T mi q j mi i
1 r
t
i 2 j q j i 2 t
r r 1 r r
mi i
q j mi
i i
i q j q k
j i q t 2 q q
j j ,k i j k
• For scleronomous generalized coordinates
ri ri (q1 , q2 ,..., qM )
1 ri ri
T mi q j q k L2
2 j ,k i q j qk
• Then H L2 L0 T L0
• If V L0 H T V Emec
What is H?
L L0 L1 L2
• For scleronomous generalized coordinates, H is a
total mechanical energy of the system (even if H
depends explicitly on time)
H H H L
q m p m
pm qm t t
dp j L
Qj
dt q j
H H
q m p m Qm
pm qm
Hamilton’s equations in symplectic
notation
• Construct a column matrix (vector) with 2M
elements
j q j ; M j p j
• Then
H H H H
;
η j q j η M j p j
• Construct a 2Mx2M square matrix as follows:
1 0 ... 0 0 0 ... 0
0 1 0 1 ... 0 0 0 ... 0
J 1 0
1 0 ... ... ... ... ... ... ... ...
0 0 ... 1 0 0 ... 0
Hamilton’s equations in symplectic
notation
• Then the equations of motion will look compact in
the symplectic (matrix) notation:
H
η J
η
• Example (M = 2):
q1 0 0 1 0 H / q1
q 0 0
0 1 H / q
2 2
p1 1 0 0 0 H / p1
p 2 0 1 0 0 H / p2
Lagrangian to Hamiltonian
• Obtain conjugate momenta from a Lagrangian
L
pm
q m
• Write a Hamiltonian
M
H L pm q m
m 1
p a bq
• Inverting this equation
~ ~ 1 ~
p a bq 1
b (p a) q (p a )b q
~ 1 ~
• Then a Hamiltonian H q (p a) L0 q bq
2
~ ~ 1 1 ~ ~ 1 1
(p a )b (p a) L0 (p a )b bb (p a)
2
1 ~ ~ 1
H (p a )b (p a) L0
2
Example: electromagnetism
m(r r )
L q q(r A)
2
L p j qAj p qA
pj mrj qAj rj r
rj m m
H pr L
2
p qA m p qA p qA
H p q q A
m 2 m m
Example: electromagnetism
2
p qA m p qA p qA
H p q q A
m 2 m m
p p qp A p p 2qp A q 2 A A
q
m 2m
p A qA A
q
m
2 p p p p q2 A A 2qp A 2q 2 A A
q
2m 2m 2m
p p q A A 2qp A
2
2
q p qA
2m 2m 2m H q
2m
Hamilton’s equations from the
variational principle
• Action functional :
t2
M
t2
m q m m pm m m dt
t1 m 1
qm pm
• Integrating by parts
H H
t2 M M
m q m m p m m m dt m pm t
t2
t1 m 1 q m p m m 1
1
t2 M
H H
q m m p m m dt
t1 m 1
p m q m
Hamilton’s equations from the
variational principle
dI
t2 M
H H
q m m p m m dt 0
d t1 m 1 pm q m
H H
q m ; p m
pm qm
Conservation laws
H H dH H
p m ; q m ;
qm pm dt t
L dxdydz L d rm (ti
) / dt , t
i rm rx , ry , rz
L d L L
t2 t2 t2
Mikhail Vasilievich
Ostrogradsky
(1801 - 1862)
Higher-derivative Lagrangians
L L L L
t2 t2
dI dL
dt ...dt
d t1 d t1
x x x x
L d L L
t2 t2 t2
t2
d L L d L
t2 2 t2
2 dt
t1
dt x x t1 dt x t1
Higher-derivative Lagrangians
L L L L
t2 t2
dI dL
dt ...dt
d t1 d t1
x x x x
L d L L
t2 t2 t2
t2
d L L d L
t2 2 t2
dt pk t 0
t2
d t1 k 1 dt qk k 1 dt 1
• Euler-Lagrange equations:
k 1
d L
k 1 dt qk
0
L d L d L
2
L
0 p 1
x dt x dt x x
H H dH
q m ; p m ; 0
pm qm dt
L L
p2 p1 p 2
x x
q1 x q2
Example
H p1q1 p2q2 L
• H is conserved and it generates evolution – it is a
Hamiltonian!
p
m 1
m dqm Hdt Pm dQm Kdt dF
m 1
M
dF pm dqm Pm dQm K H dt
m 1
• So
F F F
pm ; Pm ;K H
qm Qm t
F F (q1 , q2 ,..., qM , Q1 , Q2 ,..., QM , t )
9.1
Generating functions
F F1 (q1 , q2 ,..., qM , Q1 , Q2 ,..., QM , t )
• Such functions are called generating functions of
canonical transformations
Qm pm ; Pm qm ; K H
H H p H q
Q p Q q Q
• If P p P q
;
q Q p Q
• Then H
P
Q
9.4
Criterion for canonical transformations
• So,
H H H H
q ; p Q ;P ;
p q P Q
• If
P q Q p P p Q q
; ; ;
p Q q P q Q p P
9.4
Canonical transformations in a
symplectic form
H j q j ; M j p j
η J
η
• After transformation ζ ζ (η) j Q j ; M j Pj
i i
ζ Aη AJ H
2M
i
j Aij
j 1 j j η
• On the other hand
H 2 M H j H ~ H ~ H
A ζ AJA
i j 1 j i η ζ ζ
F
0 K H
t
9.4
Canonical transformations in a
symplectic form
~ H
ζ AJA
ζ H
• For the transformations to be canonical: ζ J
ζ
• Hence, the canonicity criterion is:
~
AJA J
• For the case M = 1, it is reduced to (check yourself)
P q Q p P p Q q
; ; ;
p Q q P q Q p P
9.3
1D harmonic oscillator
p 2 kq2
H E
2m 2
• Let us find a conserved canonical momentum
H
P const P0
H H (P )
Q
• Generating function F F (q, Q)
1
F F
P p
Q q
F F / q kq
2 2 2 2
p kq
H H
2m 2 Q 2m 2
9.3
1D harmonic oscillator
H F / Q
F / q kq2
2
2m 2
• Nonlinear partial differential equation for F
2E
q sin(( t t0 ) k / m )
k
9.3
1D harmonic oscillator
2
q 2E
F km cot Q k / m q sin(( t t ) k / m )
2 k
0
p
F
q
q km cot Q k / m
Q t t0
2Em cos((t t0 ) k / m )
2E
q sin(( t t0 ) k / m )
k
p 2Em cos((t t0 ) k / m )
p 2 / 2m kq2 / 2 E
9.3
1D harmonic oscillator
q, p Q, P
9.5
Canonical invariants
• What remains invariant after a canonical ζ ζ (η)
transformation? 2M
i
d i Aij d j Aij
j 1 j
• Matrix A is a Jacobian of a space transformation
~ J 1 0 J 1
AJAJ A 1
9.5
Canonical invariants
2M 2M 2M
d
i 1
i A di d i
i 1 i 1
i 1
i 1
V V
9.5
Canonical invariants
• What else remains invariant after canonical ζ ζ (η)
transformations?
v ~ v i ~
v v ( η, t ) A Aij AJA J
η ζ j
~ ~ ~
u ~ u u ~ u u
u u ( η, t ) A A A
η ζ η ζ ζ
~ ~ ~
u v u ~ v u v
J A J A J
η η ζ ζ ζ ζ
9.5
Canonical invariants
~ ~
u v u v
J J
η η ζ ζ
• For M = 1
v v
u u 0 1 q u u p u v
q p 1 0 v q p v q p
p q
v u
• For many variables
~ q p
u v u v v u
J
η η i qi pi qi pi
9.5
Poisson brackets
• Poisson brackets:
~
u v u v v u
J [u, v]
η η i qi pi qi pi
• Poisson brackets are invariant with respect to any
canonical transformation
u v v u
i q p q p
i i i i
u v v u
i Qi Pi Qi Pi Siméon Denis Poisson
(1781 – 1840)
9.5
Poisson brackets
• Properties of Poisson brackets :
[F , F ] 0
[ F , G ] [G, F ]
[ F , G X ] [ F , G] [ F , X ]
[ F , GX ] [ F , G ] X G[ F , X ]
[ F , [G, X ]] [G, [ X , F ]] [ X , [ F , G ]] 0
9.5
Poisson brackets
~
η η
[ η, η] J 1J1 J
η η
• In matrix element notation: [ η, η]lm [ηl ,ηm ] J lm
[qi ,q j ] 0 [ qi ,p j ] ij [ pi ,p j ] 0 [ pi ,q j ] ij
• In quantum mechanics, for the commutators of
coordinate and momentum operators:
u
du / dt 0 [H , u]
t
• If u has no explicit time dependence
[H , u] 0
• In quantum mechanics, conserved quantities
commute with the Hamiltonian
9.6
Poisson brackets and conservation
laws
• If u and v are constants of motion with no explicit
time dependence
[ H , u ] 0; [ H , v] 0
• For Poisson brackets:
[ F , [G, X ]] [G, [ X , F ]] [ X , [ F , G ]] 0
[u, [v, H ]] [v, [ H , u ]] [ H , [u, v]] 0
d [u , v]
0
dt
• If we know at least two constants of motion, we can
obtain further constants of motion
9.4
Infinitesimal canonical transformations
• Let us consider a canonical transformation with the
following generating function (ε – small parameter):
M
F G (q1 , q2 ,..., qM , P1 , P2 ,..., PM ) (qm Qm ) Pm
m 1
• Then M
M M
dF P Q K
m 1
pm q m H PmQm K
m 1
dt m 1
m m
G
M
G M
q m Pm (q m Q m ) Pm
m 1 qm Pm m 1
M
(qm Qm ) Pm
m 1
9.4
Infinitesimal canonical transformations
• Multiplying by dt
M M
p
m 1
m dqm Hdt Pm dQm K dt
m 1
G
M
G M
dqm dPm ( Pm dqm Pm dQm )
m 1 qm Pm m 1
M
(qm dPm Qm dPm )
m 1
• Then
G G
Pm pm Qm qm KH
qm Pm
9.4
Infinitesimal canonical transformations
• Infinitesimal canonical transformations:
G G G
Pm pm ; Qm qm qm ...
2
• In statistical equilibrium
D
0 [ H , D ] 0
t Joseph Liouville
(1809 -1882)
10.1
Hamilton–Jacobi theory
• We can look for the following canonical
transformation, relating the constant (e.g. initial)
values of the variables with the current ones:
dS
pi qi H L S Ldt const
dt i
• Remember action?
t2
I Ldt S (t2 ) S (t1 )
t1
10.1
Hamilton’s characteristic function
• When the Hamiltonian does not depend on time
explicitly
dH / dt H / t 0
• Generating function (Hamilton’s characteristic
function)
F2 W (q1 ,..., qM ,1 ,..., M )
W W
Qi W W
Pi i H H (q1 ,..., qM , ,..., )
W q1 qM
pi
qi
W W pi dqi const
qi pi qi
dW
dt i qi i i
10.3
Hamilton’s characteristic function
W W
• Now we require: H (q1 ,..., qM , ,..., ) 1
q1 qM
• So:
W K K
KH K 1
Pi ; Qi
t Qi Pi
Pi 0 Pi i ;
Q i i1 ; Q1 t 1 W / 1;
Qi i W / i ; i 1
• Detailed comparison of Hamilton’s characteristic vs.
Hamilton’s principal is given in a textbook (10.3)
10.3
Hamilton’s characteristic function
• What is the relationship between S and W ?
H S / t 0 K S H 1 KW
H 1 0
10.6
Periodic motion
• For energies small enough we have periodic
oscillations (librations) – green curves
H ( q, p ) p p ( q, ) J J ( ) W W ( q, J )
• A generalized coordinate conjugate to action
variable is the angle variable: W
w
J
• The equation of motion for the angle variable:
H ( J ) S Ldt const
w v( J ) const
J W pi dqi const
i
10.6
Action-angle variables
w v w vt
• In a compete cycle
w W 2
W d
w dq dq dq pdq
q qJ J q dJ
d
J 1 (v(t ) ) (vt ) 1 v
dJ
v 1/
• This is a frequency of the periodic motion
W W
w p J pdq
J q
10.2
Example: 1D Harmonic oscillator
H
1
2m
p m q E;
2 2 2 2
k/m
2
1 W
2
W 2 2 2
p H m q
q 2m q
m q2 2
W 2m 1 dq
2
m 2 q 2
S 2m 1 dq t
2
S m dq 1 m2
2 m 2 q 2
t arcsin q
2
t
1
2
10.2
Example: 1D Harmonic oscillator
1 m 2
2
arcsin q t q sin( t )
2 m 2
W 2 2 2 2m cos( t )
p 2m m q
q
( p 2 m2 2 q 2 ) / 2m E E
2E
q sin( t ) p 2mE cos( t )
m 2
W 2m 1
m 2 q 2
dq
mq0 / p0 tan( t0 )
2
10.6
Action-angle variables for 1D harmonic
oscillator 2
q
W m
sin z
2
p 2m m q
2 2 2
q
2
2 2
J pdq 2m m q dq cos zdz
2 2 2 2
0
J
H
2
• Therefore, for the frequency:
H k /m
v
J 2 2
10.4
Separation of variables in the Hamilton-
Jacobi equation
• Sometimes, the principal function can be
successfully separated in the following way:
S Si (qi , 1 ,..., M , t )
i
Si Si
H i (qi , , 1 ,..., M , t ) 0
qi t
• For the Hamiltonian without an explicit time
dependence:
Wi
Si Wi i t H i (qi , , 1 ,..., M ) i
qi
• Functions Hi may or may not be Hamiltonians