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(Redirected from Hamiltonian formalism)
Formulation of classical mechanics using momenta
In physics, Hamiltonian mechanics is a reformulation of Lagrangian mechanics that emerged in 1833. Introduced by Sir William Rowan Hamilton, Hamiltonian mechanics replaces (generalized) velocities used in Lagrangian mechanics with (generalized) momenta. Both theories provide interpretations of classical mechanics and describe the same physical phenomena.
Let be a mechanical system with configuration space and smooth Lagrangian Select a standard coordinate system on The quantities are called momenta. (Also generalized momenta, conjugate momenta, and canonical momenta). For a time instant the Legendre transformation of is defined as the map which is assumed to have a smooth inverse For a system with degrees of freedom, the Lagrangian mechanics defines the energy function
The Legendre transform of turns into a function known as the Hamiltonian. The Hamiltonian satisfies
which implies that
where the velocities are found from the (-dimensional) equation which, by assumption, is uniquely solvable for . The (-dimensional) pair is called phase space coordinates. (Also canonical coordinates).
From Euler–Lagrange equation to Hamilton's equations
In phase space coordinates , the (-dimensional) Euler–Lagrange equation
becomes Hamilton's equations in dimensions
Proof
The Hamiltonian is the Legendre transform of the Lagrangian , thus one has
and thus
Besides, since , the Euler–Lagrange equations yield
From stationary action principle to Hamilton's equations
Let be the set of smooth paths for which and The action functional is defined via
where , and (see above). A path is a stationary point of (and hence is an equation of motion) if and only if the path in phase space coordinates obeys the Hamilton's equations.
Basic physical interpretation
A simple interpretation of Hamiltonian mechanics comes from its application on a one-dimensional system consisting of one nonrelativistic particle of mass m. The value of the Hamiltonian is the total energy of the system, in this case the sum of kinetic and potential energy, traditionally denoted T and V, respectively. Here p is the momentum mv and q is the space coordinate. Then
T is a function of p alone, while V is a function of q alone (i.e., T and V are scleronomic).
In this example, the time derivative of q is the velocity, and so the first Hamilton equation means that the particle's velocity equals the derivative of its kinetic energy with respect to its momentum. The time derivative of the momentum p equals the Newtonian force, and so the second Hamilton equation means that the force equals the negative gradient of potential energy.
A spherical pendulum consists of a massm moving without friction on the surface of a sphere. The only forces acting on the mass are the reaction from the sphere and gravity. Spherical coordinates are used to describe the position of the mass in terms of (r, θ, φ), where r is fixed, r = ℓ.
The Lagrangian for this system is
Thus the Hamiltonian is
where
and
In terms of coordinates and momenta, the Hamiltonian reads
Hamilton's equations give the time evolution of coordinates and conjugate momenta in four first-order differential equations,
Momentum , which corresponds to the vertical component of angular momentum , is a constant of motion. That is a consequence of the rotational symmetry of the system around the vertical axis. Being absent from the Hamiltonian, azimuth is a cyclic coordinate, which implies conservation of its conjugate momentum.
Deriving Hamilton's equations
Hamilton's equations can be derived by a calculation with the Lagrangian , generalized positions q, and generalized velocities ⋅q, where . Here we work off-shell, meaning , , are independent coordinates in phase space, not constrained to follow any equations of motion (in particular, is not a derivative of ). The total differential of the Lagrangian is:
The generalized momentum coordinates were defined as , so we may rewrite the equation as:
After rearranging, one obtains:
The term in parentheses on the left-hand side is just the Hamiltonian defined previously, therefore:
One may also calculate the total differential of the Hamiltonian with respect to coordinates , , instead of , , , yielding:
One may now equate these two expressions for , one in terms of , the other in terms of :
Since these calculations are off-shell, one can equate the respective coefficients of , , on the two sides:
On-shell, one substitutes parametric functions which define a trajectory in phase space with velocities , obeying Lagrange's equations:
Rearranging and writing in terms of the on-shell gives:
Thus Lagrange's equations are equivalent to Hamilton's equations:
In the case of time-independent and , i.e. , Hamilton's equations consist of 2n first-order differential equations, while Lagrange's equations consist of n second-order equations. Hamilton's equations usually do not reduce the difficulty of finding explicit solutions, but important theoretical results can be derived from them, because coordinates and momenta are independent variables with nearly symmetric roles.
Hamilton's equations have another advantage over Lagrange's equations: if a system has a symmetry, so that some coordinate does not occur in the Hamiltonian (i.e. a cyclic coordinate), the corresponding momentum coordinate is conserved along each trajectory, and that coordinate can be reduced to a constant in the other equations of the set. This effectively reduces the problem from n coordinates to (n − 1) coordinates: this is the basis of symplectic reduction in geometry. In the Lagrangian framework, the conservation of momentum also follows immediately, however all the generalized velocities still occur in the Lagrangian, and a system of equations in n coordinates still has to be solved.
The value of the Hamiltonian is the total energy of the system if and only if the energy function has the same property. (See definition of ).
when , form a solution of Hamilton's equations. Indeed, and everything but the final term cancels out.
does not change under point transformations, i.e. smooth changes of space coordinates. (Follows from the invariance of the energy function under point transformations. The invariance of can be established directly).
if and only if .A coordinate for which the last equation holds is called cyclic (or ignorable). Every cyclic coordinate reduces the number of degrees of freedom by , causes the corresponding momentum to be conserved, and makes Hamilton's equations easier to solve.
Hamiltonian as the total system energy
In its application to a given system, the Hamiltonian is often taken to be
where is the kinetic energy and is the potential energy. Using this relation can be simpler than first calculating the Lagrangian, and then deriving the Hamiltonian from the Lagrangian. However, the relation is not true for all systems.
The relation holds true for nonrelativistic systems when all of the following conditions are satisfied
where is time, is the number of degrees of freedom of the system, and each is an arbitrary scalar function of .
In words, this means that the relation holds true if does not contain time as an explicit variable (it is scleronomic), does not contain generalised velocity as an explicit variable, and each term of is quadratic in generalised velocity.
Proof
Preliminary to this proof, it is important to address an ambiguity in the related mathematical notation. While a change of variables can be used to equate
,
it is important to note that
.
In this case, the right hand side always evaluates to 0. To perform a change of variables inside of a partial derivative, the multivariable chain rule should be used. Hence, to avoid ambiguity, the function arguments of any term inside of a partial derivative should be stated.
Additionally, this proof uses the notation to imply that .
Proof
Starting from definitions of the Hamiltonian, generalized momenta, and Lagrangian for an degrees of freedom system
Substituting the generalized momenta into the Hamiltonian gives
Substituting the Lagrangian into the result gives
Now assume that
and also assume that
Applying these assumptions results in
Next assume that T is of the form
where each is an arbitrary scalar function of .
Differentiating this with respect to , , gives
Splitting the summation, evaluating the partial derivative, and rejoining the summation gives
For a system of point masses, the requirement for to be quadratic in generalised velocity is always satisfied for the case where , which is a requirement for anyway.
Proof
Consider the kinetic energy for a system of N point masses. If it is assumed that , then it can be shown that (See Scleronomous § Application). Therefore, the kinetic energy is
The chain rule for many variables can be used to expand the velocity
Resulting in
This is of the required form.
Conservation of energy
If the conditions for are satisfied, then conservation of the Hamiltonian implies conservation of energy. This requires the additional condition that does not contain time as an explicit variable.
Under gauge transformation:
where f(r, t) is any scalar function of space and time. The aforementioned Lagrangian, the canonical momenta, and the Hamiltonian transform like:
which still produces the same Hamilton's equation:
In quantum mechanics, the wave function will also undergo a localU(1) group transformation during the Gauge Transformation, which implies that all physical results must be invariant under local U(1) transformations.
Relativistic charged particle in an electromagnetic field
An equivalent expression for the Hamiltonian as function of the relativistic (kinetic) momentum, , is
This has the advantage that kinetic momentum can be measured experimentally whereas canonical momentum cannot. Notice that the Hamiltonian (total energy) can be viewed as the sum of the relativistic energy (kinetic+rest), , plus the potential energy, .
As a closednondegeneratesymplectic2-formω. According to the Darboux's theorem, in a small neighbourhood around any point on M there exist suitable local coordinates (canonical or symplectic coordinates) in which the symplectic form becomes:
The form induces a natural isomorphism of the tangent space with the cotangent space: . This is done by mapping a vector to the 1-form , where for all . Due to the bilinearity and non-degeneracy of , and the fact that , the mapping is indeed a linear isomorphism. This isomorphism is natural in that it does not change with change of coordinates on Repeating over all , we end up with an isomorphism between the infinite-dimensional space of smooth vector fields and that of smooth 1-forms. For every and ,
(In algebraic terms, one would say that the -modules and are isomorphic). If , then, for every fixed , , and . is known as a Hamiltonian vector field. The respective differential equation on
is called Hamilton's equation. Here and is the (time-dependent) value of the vector field at .
A Hamiltonian system may be understood as a fiber bundle E over time R, with the fiber Et being the position space at time t ∈ R. The Lagrangian is thus a function on the jet bundle J over E; taking the fiberwise Legendre transform of the Lagrangian produces a function on the dual bundle over time whose fiber at t is the cotangent spaceTEt, which comes equipped with a natural symplectic form, and this latter function is the Hamiltonian. The correspondence between Lagrangian and Hamiltonian mechanics is achieved with the tautological one-form.
The Hamiltonian vector field induces a Hamiltonian flow on the manifold. This is a one-parameter family of transformations of the manifold (the parameter of the curves is commonly called "the time"); in other words, an isotopy of symplectomorphisms, starting with the identity. By Liouville's theorem, each symplectomorphism preserves the volume form on the phase space. The collection of symplectomorphisms induced by the Hamiltonian flow is commonly called "the Hamiltonian mechanics" of the Hamiltonian system.
The symplectic structure induces a Poisson bracket. The Poisson bracket gives the space of functions on the manifold the structure of a Lie algebra.
If F and G are smooth functions on M then the smooth function ω(J(dF), J(dG)) is properly defined; it is called a Poisson bracket of functions F and G and is denoted {F, G}. The Poisson bracket has the following properties:
non-degeneracy: if the point x on M is not critical for F then a smooth function G exists such that .
Given a function f
if there is a probability distribution ρ, then (since the phase space velocity has zero divergence and probability is conserved) its convective derivative can be shown to be zero and so
A Hamiltonian may have multiple conserved quantities Gi. If the symplectic manifold has dimension 2n and there are n functionally independent conserved quantities Gi which are in involution (i.e., {Gi, Gj} = 0), then the Hamiltonian is Liouville integrable. The Liouville–Arnold theorem says that, locally, any Liouville integrable Hamiltonian can be transformed via a symplectomorphism into a new Hamiltonian with the conserved quantities Gi as coordinates; the new coordinates are called action–angle coordinates. The transformed Hamiltonian depends only on the Gi, and hence the equations of motion have the simple form
for some function F. There is an entire field focusing on small deviations from integrable systems governed by the KAM theorem.
The integrability of Hamiltonian vector fields is an open question. In general, Hamiltonian systems are chaotic; concepts of measure, completeness, integrability and stability are poorly defined.
Riemannian manifolds
An important special case consists of those Hamiltonians that are quadratic forms, that is, Hamiltonians that can be written as
where ⟨ , ⟩q is a smoothly varying inner product on the fibersT qQ, the cotangent space to the point q in the configuration space, sometimes called a cometric. This Hamiltonian consists entirely of the kinetic term.
When the cometric is degenerate, then it is not invertible. In this case, one does not have a Riemannian manifold, as one does not have a metric. However, the Hamiltonian still exists. In the case where the cometric is degenerate at every point q of the configuration space manifold Q, so that the rank of the cometric is less than the dimension of the manifold Q, one has a sub-Riemannian manifold.
The Hamiltonian in this case is known as a sub-Riemannian Hamiltonian. Every such Hamiltonian uniquely determines the cometric, and vice versa. This implies that every sub-Riemannian manifold is uniquely determined by its sub-Riemannian Hamiltonian, and that the converse is true: every sub-Riemannian manifold has a unique sub-Riemannian Hamiltonian. The existence of sub-Riemannian geodesics is given by the Chow–Rashevskii theorem.
The continuous, real-valued Heisenberg group provides a simple example of a sub-Riemannian manifold. For the Heisenberg group, the Hamiltonian is given by
pz is not involved in the Hamiltonian.
Generalization to quantum mechanics through Poisson bracket
Hamilton's equations above work well for classical mechanics, but not for quantum mechanics, since the differential equations discussed assume that one can specify the exact position and momentum of the particle simultaneously at any point in time. However, the equations can be further generalized to then be extended to apply to quantum mechanics as well as to classical mechanics, through the deformation of the Poisson algebra over p and q to the algebra of Moyal brackets.
Specifically, the more general form of the Hamilton's equation reads
where f is some function of p and q, and H is the Hamiltonian. To find out the rules for evaluating a Poisson bracket without resorting to differential equations, see Lie algebra; a Poisson bracket is the name for the Lie bracket in a Poisson algebra. These Poisson brackets can then be extended to Moyal brackets comporting to an inequivalent Lie algebra, as proven by Hilbrand J. Groenewold, and thereby describe quantum mechanical diffusion in phase space (See Phase space formulation and Wigner–Weyl transform). This more algebraic approach not only permits ultimately extending probability distributions in phase space to Wigner quasi-probability distributions, but, at the mere Poisson bracket classical setting, also provides more power in helping analyze the relevant conserved quantities in a system.