1 TONIAN HAMIL - unimi.it

24
A major role in the development of the theory of classical dynamical systems is played by the Hamiltonian or canonical formulation of the equations of dynamics. The canon- ical form of dynamical equations has been written by Lagrange [66] as the simplest formulation of the equations for the dynamics of the planets. The Hamiltonian formu- lation in its complete form is due to Hamilton, [44][45][46]. A short sketch concerning the anticipations due to the great French mathematicians can be found in Whittaker’s treatise [97], §109. In the present notes the Hamiltonian function is introduced on the basis of the Lagrangian formalism, as in many textbooks. In this respect the canonical formulation appears as definitely more effective than the Lagrangian one. This chapter is devoted to introducing Hamilton’s equations and some basic tools: the algebra of Poisson brackets and the elementary integration methods. Many examples are included which show how some models that are often investigated using Newton’s or Lagrange’s equation can be discussed in the Hamiltonian framework. My aim in this chapter is just to establish, so to say, a connection with the previous student’s knowledge. 1.1 Phase space and Hamilton’s equations The dynamical state of a system with n degrees of freedom is identified with a point on a 2n–dimensional differentiable manifold, that I shall generically denote by F , endowed with canonically conjugate coordinates (q,p) (q 1 ,...,q n ,p 1 ,...,p n ). The object of investigation is the evolution of the state of the system. The manifold F is commonly named phasespace after Gibbs [29]. The evolution of the system is determined by a real valued Hamiltonian function H : F R through the vector field defined by Hamilton’s equations (also called canonical equations) (1.1) ˙ q j = ∂H ∂p j , ˙ p j = ∂H ∂q j , j =1,...,n,

Transcript of 1 TONIAN HAMIL - unimi.it

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HAMILTONIAN DYNAMICS

A major role in the development of the theory of classical dynamical systems is playedby the Hamiltonian or canonical formulation of the equations of dynamics. The canon-ical form of dynamical equations has been written by Lagrange [66] as the simplestformulation of the equations for the dynamics of the planets. The Hamiltonian formu-lation in its complete form is due to Hamilton, [44][45][46]. A short sketch concerningthe anticipations due to the great French mathematicians can be found in Whittaker’streatise [97], §109.

In the present notes the Hamiltonian function is introduced on the basis of theLagrangian formalism, as in many textbooks. In this respect the canonical formulationappears as definitely more effective than the Lagrangian one. This chapter is devoted tointroducing Hamilton’s equations and some basic tools: the algebra of Poisson bracketsand the elementary integration methods. Many examples are included which show howsome models that are often investigated using Newton’s or Lagrange’s equation can bediscussed in the Hamiltonian framework. My aim in this chapter is just to establish,so to say, a connection with the previous student’s knowledge.

1.1 Phase space and Hamilton’s equations

The dynamical state of a system with n degrees of freedom is identified with a pointon a 2n–dimensional differentiable manifold, that I shall generically denote by F ,endowed with canonically conjugate coordinates (q, p) ≡ (q1, . . . , qn, p1, . . . , pn). Theobject of investigation is the evolution of the state of the system. The manifold F iscommonly named phasespace after Gibbs [29].

The evolution of the system is determined by a real valued Hamiltonian functionH : F → R through the vector field defined by Hamilton’s equations (also calledcanonical equations)

(1.1) qj =∂H

∂pj, pj = −∂H

∂qj, j = 1, . . . , n ,

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2 Chapter 1

where H = H(q, p). The Hamiltonian will be assumed to be a smooth (differentiable)function. In most examples the cases of C∞(F ,R) or even Cω(F ,C) real analyticHamiltonians will be considered.

An orbit of the system is a smooth curve q(t), p(t), for t in some (possibly infinite)interval, which is a solution of the canonical equations (1.1). Nowadays it is commonto interpret the solutions of a system of differential equations as a flow in phasespace which transports every point, (q0, p0) say, to another point q(t), p(t) after a timeinterval t, thus representing in some sense the dynamics in phase space as the motion ofa fluid. Denoting the action of the flow by the symbol φt it is then natural to denote byφt(q0, p0) =

(

q(t), p(t))

the evolved point with initial condition q(0) = q0, p(0) = p0 .In this notation the orbit is Ω(q0, p0) =

t φt(q0, p0), the union being made over the

(possibly infinite) time interval of existence of the solution.

1.1.1 Autonomous versus non–autonomous systems

In most treatises the general case a time dependent Hamiltonian H(q, p, t) is consid-ered. It is customary to call such a system non–autonomous, in contrast with the timeindependent case that is called autonomous.1

As a matter of fact, the non–autonomous case can be reduced to the autonomousone by a standard technique, already used by Henri Poincare ([88], vol. I, § 12), con-sisting in introducing the extended phase space. Precisely, let us add one more pairof canonically conjugated coordinates that will be denoted by q+, p+ (so that the di-mension is increased by 2; ); in order to bring into evidence the special role playedby these new variables I shall use the notation (q, q+, p, p+) for the coordinates in theextended phase space, although all canonical pairs should be considered on the samefoot. Having given the Hamiltonian H(q, p, t), let us introduce a new Hamiltonian

(1.2) H(q, q+, p, p+) = H(q, p, q+) + p+ .

Thus one has to consider the extended set of canonical equations

(1.3)

qj =∂H

∂pj, pj = −∂H

∂qj, j − 1, . . . , n ,

q+ = 1 , p+ = − ∂H

∂q+.

The third equation has the trivial solution q+(t) = t−t0, where t0 is the initial time. Inview of this, the first two equations actually coincide with (1.1). Suppose now that weknow a solution q(t), p(t) of (1.1); replacing it in the equation for p+ the r.h.s. turns out

1 The non–autonomous case typically appears when one considers a small system subjectedto the time–dependent action of some external device the state of which is not affectedby the small part one is interested in. Examples are: the restricted problem of threebodies, where the motion of a small body (e.g., an asteroid or a spacecraft) under theaction of two big bodies moving on keplerian orbits (e.g., Sun–Jupiter or Earth–Moon)is investigated; an electric charge acted on by an electromagnetic wave; a particle in anaccelerator; &c. The autonomous case arises when an isolated system is considered.

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Hamiltonian dynamics 3

to be a known function of t only, so that the equation can be solved by a quadrature.2

Therefore, the autonomous system (1.1) and the non–autonomous one (1.3) are fullyequivalent.

Extending the phase space in order to transform a non–autonomous system into anautonomous may appear as an unnecessary complication: we have one more variableto take care of, although in a straightforward manner. However, this will offer usthe opportunity of developing most of the theory in the simpler framework of theautonomous systems, which often makes calculations simpler. E.g., while dealing withcanonical transformations I will first consider only time–independent transformations,since the case of time–dependent transformations will be recovered by just looking forthe particular class which leaves the coordinate q+ unchanged.

Thus, from now on I will pay attention only the autonomous case. I shall considerthe general non–autonomous case only when really useful.

1.1.2 Connection with the Lagrangian formalism

It is traditional to introduce the Hamiltonian formalism starting from the equations of La-grange and defining the Hamiltonian function as the Legendre transform of the Lagrangian.3.One considers a n–dimensional differentiable manifold (the configuration space) endowed with(local) coordinates q1, . . . , qn, and its tangent space described by the generalized componentsq1, . . . , qn of the velocities. The dynamical state of the system at a given time t is completelydetermined by the knowledge of q(t), q(t). The dynamics is determined by the Lagrangianfunction L(q, q, t) through the n differential equations of second order

(1.4)d

dt

∂L

∂qj−

∂L

∂qj= 0 , 1 ≤ j ≤ n .

In order to give the equations the Hamiltonian form one introduces the momenta p1, . . . , pnconjugated to q1, . . . , qn defined as

(1.5) pj =∂L

∂qj, 1 ≤ j ≤ n ;

thus, the momenta are given as functions of q, q and t. If the condition

det

(

∂2L

∂qj∂qk

)

6= 0 ,

2 As a matter of fact no quadrature is needed. Indeed an autonomous Hamiltonian H(q, p)is a constant of motion, i.e., along the orbit q(t), p(t) one has H(q(t), p(t)) = C , whereC = H(q(0), p(0)) is the initial value. Since the Hamiltonian H(q, q+, p, p+) in (1.2) isautonomous one immediately gets

H(q(t), t− t0, p(t), p+(t)) = H(q(t), p(t), t) + p+(t) = C ,

which immediately gives p+(t) .3 For a deduction of the Lagrangian form of the equations of a mechanical systemfrom Newton’s equations see for instance [97], § 26. The original formulation can befound in Lagrange’s treatise [65] and [67]. For a deduction of Hamilton’s equations see,e.g., [97], § 109 or [68],ch. VI

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is fulfilled then (1.5) can be solved with respect to q1, . . . , qn, thus giving qj = qj(q, p, t), andthe momenta can be used in place of the velocities q in order to determine the dynamicalstate. The Hamiltonian function of the system is defined as

(1.6) H(q, p, t) =

[

n∑

j=1

pj qj − L(q, q, t)

]

q=q(q,p,t)

,

where q must be replaced everywhere with its expression as a function of q, p, t. With thisfunction, the dynamics is determined by the canonical equations (1.1).

Example 1.1: Particle in space. Consider first the motion of a point of mass m movingin space under no forces. Using rectangular coordinates, the configuration space is identifiedwith R

3. The Lagrangian function coincides with the kinetic energy, and reads

L =1

2m(x2 + y2 + z2) .

The momenta conjugated to the coordinates are px = mx, py = my, pz = mz; they coincidewith the components of the momentum of the particle. The phase space in this case isnaturally identified with R

6, and the Hamiltonian coincides with the kinetic energy, being

(1.7) H =1

2m(p2x + p2y + p2z) .

If the particle is acted on by a force depending on a potential V (x, y, z), then the Lagrangianand the Hamiltonian functions are, respectively,

(1.8)L =

1

2m(x2 + y2 + z2)− V (x, y, z) ,

H =1

2m(p2x + p2y + p2z) + V (x, y, z) .

Example 1.2: The one–dimensional harmonic oscillator. Consider now the motion of apoint of mass m moving on a straight line under the action of a perfectly elastic spring. Theconfiguration space is R, and the Lagrangian function is

L =1

2mx2 −

1

2kx2 .

Introducing the angular frequency ω =√

k/m the Lagrangian can be changed to4

L =1

2x2 −

1

2ω2x2 ;

The momentum conjugated to x is p = x, so that the phase space is naturally identified withR

2. The Hamiltonian writes

(1.9) H =1

2p2 +

1

2ω2x2

Example 1.3: The pendulum. A point of unitary mass is moving without friction on avertical circle, so that it is subjected to gravity. The configuration space can be chosen to bea one–dimensional torus T = R /(2π Z), namely the real line where the points x and x+2kπ

4 Recall that if the Lagrangian function is multiplied by an arbitrary non zero factor theequations of Lagrange do not change.

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(k ∈ Z) are identified. The resulting angular coordinate will be denoted by ϑ. The Lagrangianfunction may be written as

L =1

2ϑ2 +

g

lcosϑ ,

where l is the length of the pendulum and g the gravity constant. The momentum conjugatedto ϑ is p = ϑ ∈ R, and the phase space is naturally identified with T×R. The Hamiltonian is

(1.10) H =1

2p2 −

g

lcosϑ .

Example 1.4: Motion under central forces. The problem is to investigate the motion of aparticle of mass m acted on by a force directed towards or from a fixed point. Let us assumethat the force field is spherically symmetric, so that there exists a potential V (r), where r isthe distance from the fixed point. In view of the symmetry of the problem it is convenient touse spherical coordinates r, ϑ, ϕ, related to the rectangular coordinates x, y, z by

x = r sinϑ cosϕ , y = r sinϑ sinϕ , z = r cosϑ .

Thus, the configuration space is R+ × (0, π)× T and the Lagrangian function reads

L =1

2m(

r2 + r2ϑ2 + r2ϕ2 sin2 ϑ)

− V (r) .

The momenta conjugated to the coordinates are pr = mr, pϑ = mr2ϑ and pϕ = mr2ϕ sin2 ϑ.Therefore, the phase space is R+ × (0, π)× T× R

3. The Hamiltonian is

(1.11) H =1

2m

(

p2r +p2ϑr2

+p2ϕ

r2 sin2 ϑ

)

+ V (r) .

Example 1.5: The problem of n bodies. The problem is to investigate the motion ofa system of n particles in space, with a two body interaction due to some potential. Letx1, . . . ,xn be the positions of the n bodies in a rectangular frame, so that the configurationspace can be identified with R

3n, and let m1, . . . ,mn be the masses of the bodies. Then theLagrangian function reads

L =1

2

n∑

j=1

mj x2j − V (x1, . . . ,xn) ,

where V (x1, . . . ,xn) is the potential energy. The momenta conjugated to the coordinatesare pj = mj xj , 1 ≤ j ≤ n. Therefore, the phase space can be identified with R

6n, and theHamiltonian reads

(1.12) H =

n∑

j=1

p2j

2mj

+ V (x1, . . . ,xn) .

The cases n = 2 and n = 3 are particularly interesting. The former one, named problem of

two bodies, is the most natural approximation for the motion of a planet revolving aroundthe Sun when the law of gravitation is applied in its correct form, i.e., the gravitational actionof the planet on the Sun is taken into account. The latter one is the celebrated problem of

three bodies, which has been at the origin of the discovery of chaos by Poincare.

Example 1.6: Particle in a rotating frame. We consider again the problem of a particle ofmass m moving in space, acted on by some potential, and investigate its motion with respect

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to a frame uniformly rotating around a fixed axis. Let ξ, η, ζ be the coordinates of the particlewith respect to a fixed rectangular frame, with the ζ axis coinciding with the fixed axis ofthe rotating frame. Let now x, y, z be rectangular coordinates in the rotating frame, chosenso that the two frames have a common origin, and the axes ζ and z coincide. Therefore, thetwo sets of coordinates are related via

ξ = x cosωt− y sinωt , η = x sinωt + y cosωt , ζ = z ,

ω being the angular velocity of the rotating frame with respect to the fixed one. By substitu-tion of the latter transformation in the Lagrangian function for a point in a fixed frame (seeexample 1.1) one has

L =1

2m[

(x− ωy)2 + (y + ωx)2 + z2]

− V (x, y, z, t) ,

V (x, y, z, t) being the potential energy, which may depend on time due to the change ofcoordinates. The momenta conjugated to the coordinates are

px = m(x− ωy) , py = m(y + ωx) , pz = mz .

The Hamiltonian reads

(1.13) H =1

2m

(

p2x + p2y + p2z)

+ ω (ypx − xpy) + V (x, y, z, t) .

A remarkable example, which plays a fundamental role in Celestial Mechanics, is the so calledrestricted problem of three bodies: the particle (named the planetoid) is attracted by twomuch bigger masses (the primaries, e.g., Sun–Jupiter or Earth–Moon) moving on Keplerianorbits without being affected by the planetoid. This model is a fundamental one when dealingwith the dynamics of small bodies, e.g., inner planets, asteroids or spacecrafts.

Example 1.7: Forced oscillations. A simple but remarkable example in physics is a har-monic oscillator acted on by a (small) periodic forcing. It is usual to write immediately theequation as, e.g.,

(1.14) x+ ω2x = εcosνt ,

where ω is the proper frequency of the oscillator and ν is the frequency of the forcing term,while ε is a real parameter. The equation may be derived from the Lagrangian function

L =1

2x2 −

ω2

2x2 + εx cos νt .

The Hamiltonian is easily found to be

H(x, p, t) =1

2(p2 + ω2x2)− εx cos νt ,

where p = x is the momentum. The reader will notice that the Hamiltonian has the genericformH = T+V (x, t), where T = x2/2 is the kinetic energy and V (x, t) is the potential energy.An immediate generalization is to replace the forcing term with a more general function xf(t)where f(t) is time–periodic, i.e., f(t+T ) = f(t) for all t and some fixed T , e.g., T = 2π/ν inthe case above. One may also add multiple periods or even include a non periodic dependenceon time, when useful.

Example 1.8: The forced pendulum. Equation (1.14) is easily integrable, and the sameis true if one considers a combination of many trigonometric forcing terms. A definitely more

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difficult problem arises is one considers a forced nonlinear oscillator. A widely studied modelis the forced pendulum, as described by the equation

(1.15) x+ sin x = εcosνt ,

where the forcing term may be replaced by a generic periodic function. The equation may bederived from the Lagrangian function

L =1

2x2 + cos x+ εx cos νt .

The Hamiltonian is easily found to be

H(x, p, t) =1

2p2 − cos x− εx cos νt .

1.1.3 Compact notation for the canonical equations

The canonical equations may be given a more compact form by introducing the 2nvector z and the 2n× 2n skew symmetric matrix J as

(1.16) z =

q1...qnp1...pn

, J =

(

0 In

−In 0

)

,

where In is the n × n identity matrix. Remark that J2 = −I2n. I shall also introducethe operator

(1.17) ∂z =

∂∂z1...∂

∂z2n

.

With these notations the vector field generated by H is written Z = J∂zH, and thecanonical equations take the form

(1.18) z = J∂zH .

The compact notation used here turns out to be useful in some cases, since it allowsus to write more compact expressions. Although most of the present notes are writtenin the traditional language, in some cases I will use the compact notation in order tosimplify calculations.

1.2 Dynamical variables and first integrals

A dynamical variable is a differentiable real function f : F → R with domain onthe phase space. E.g., the Hamiltonian itself is a dynamical variable. If the canonicalcoordinates evolve in time as

(

q(t), p(t))

, so does the dynamical variable f(

q(t), p(t))

.

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In particular, if the flow(

q(t), p(t))

is determined by the canonical equations (1.1),then the time evolution of a dynamical variable f(p, q) obeys

f =

n∑

j=1

(

∂f

∂qj

∂H

∂pj− ∂f

∂pj

∂H

∂qj

)

.

This is nothing but the time derivative of f along the Hamiltonian flow induced byH, that is often called the Lie derivative LHf . In canonical coordinates the operatorLH representing the Lie derivative takes the form

(1.19) LH :=

n∑

j=1

(

∂H

∂pj

∂qj− ∂H

∂qj

∂pj

)

.

1.2.1 The algebra of Poisson brackets

Let f(q, p) and g(q, p) be differentiable dynamical variables; then the Poisson bracket

is defined as

(1.20) g, f =n∑

j=1

(

∂g

∂qj

∂f

∂pj− ∂g

∂pj

∂f

∂qj

)

.

It is immediately seen that this is the derivative of the function g along the Hamiltonianfield generated by f . Thus, it is natural to associate to the function f the Lie operatorLf · = ·, f, defined in coordinates as in (1.19).

The operation of Poisson bracket satisfies some relevant properties. If f , g and hare differentiable dynamical variables and α is a real constant we have:

(i) linearity, i.e., f, g + h = f, g+ f, h , f, αg = α f, g ;(ii) anticommutativity, i.e., f, g = −g, f ;(iii) Jacobi’s identity, i.e., f, g, h+ g, h, f+ h, f, g = 0 ;(iv) distributivity over the product: f, gh = g f, h+ f, gh ;(v) Leibniz’s rule:

∂qjf, g =

∂f

∂qj, g

+

f,∂g

∂qj

∂pjf, g =

∂f

∂pj, g

+

f,∂g

∂pj

, 1 ≤ j ≤ n .

In terms of Lie derivatives these properties can be restated as

Lf (g + h) = Lfg + Lfh , Lf (αg) = αLfg ,(1.21)

Lfg = −Lgf ,(1.22)

[Lf , Lg] = LLfg = Lg,f ,(1.23)

Lf (gh) = gLfh+ hLfg ,(1.24)[

∂qj, Lf

]

= L ∂f

∂qj

,

[

∂pj, Lf

]

= L ∂f

∂pj

, 1 ≤ j ≤ n .(1.25)

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Hamiltonian dynamics 9

The notation [·, ·] has been used for the commutator between two vector fields. Theeasy proof of all these identities is left to the reader. We emphasize the meaning of theproperty (1.23), namely of Jacobi’s identity. It means that the commutator betweenthe Hamiltonian vector fields generated by the functions f and g is the Hamiltonianvector field generated by g, f.

As we have seen, in terms of Poisson brackets (or Lie derivatives) the time evo-lution of a differentiable dynamical variable f(q, p) satisfies the partial differentialequation f = f,H, or equivalently f = LHf . As a consequence, the Hamiltoniandynamics can be expressed in terms of Poisson brackets.[59] In particular, the canonicalequations can be given any of the two more symmetric forms

(1.26) qj = qj , H , pj = pj , H , 1 ≤ j ≤ n ,

or

(1.27) qj = LHqj , pj = LHpj , 1 ≤ j ≤ n ,

This exploits the fact that the coordinates can be considered themselves as dynamicalvariables.

1.2.2 First integrals

A dynamical variable Φ(p, q) is said to be a first integral if it keeps its value constantunder the canonical flow generated by H(p, q), namely by equations (1.1). The nameconstant of motion is often used. If Φ(p, q) is differentiable then one has Φ = 0 underthe flow. Thus, a differentiable first integral Φ(q, p) must satisfy the partial differentialequation.

(1.28) LHΦ = 0 .

From the properties of the Lie derivative the following results are immediately ob-tained:

(i) The Hamiltonian of an autonomous system is a first integral;5 in natural au-tonomous mechanical systems this is actually the total energy, so that it isnamed the energy integral.

(ii) If Φ(q, p) and Ψ(q, p) are differentiable first integrals, then Φ,Ψ is a firstintegral.

The first statement follows from anticommutativity of the Poisson bracket; the secondone is a straightforward consequence of Jacobi’s identity and is often referred to asPoisson’s theorem.

Everybody knows that the existence of first integrals for a system of differentialequation may greatly help in investigating the behaviour of the flow, sometimes leadingto a complete integration of the equations when a sufficient number of independent

5 A time dependent dynamical variable f(q, p, t) satisfies f = f,H + ∂f

∂t. Thus for a

non–autonomous Hamiltonian H(q, p, t) one has dHdt

= ∂H∂t

. This is nothing but the

equation p+ = − ∂H∂t

in (1.3).

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10 Chapter 1

first integrals is known.6 In chapter 3 I shall consider the particular (and, luckily,exceptional) case of systems possessing a sufficient number of first integrals.

The argument goes as follows. Let the initial point (q0, p0) ∈ F be given,7 andconsider the subset of F

MΦ = (q, p) ∈ F : Φ(q, p) = Φ(q0, p0) .

Then the orbit through (q0, p0) is entirely contained in MΦ . In particular, if thecanonical vector field J∂zΦ (with the notation of sect. 1.1.3) does not vanish on MΦ

then MΦ is a differentiable submanifold of F which is invariant for the flow inducedby H.

Let now Φ1(q, p), . . . ,Φr(q, p) be independent first integrals, i.e., assume that theJacobian r × 2n matrix satisfies

rank

∂Φ1

∂q1. . . ∂Φ1

∂qn∂Φ1

∂p1

. . . ∂Φ1

∂pn

.... . .

......

. . ....

∂Φr

∂q1. . . ∂Φr

∂qn∂Φr

∂p1

. . . ∂Φr

∂pn

= r .

Then the equations

Φ1(q, p) = Φ1(q0, p0), . . . ,Φr(q, p) = Φr(q0, p0)

define a 2n − r dimensional submanifold of F which is still invariant for the flowinduced by H.

As already remarked, an autonomous Hamiltonian system always admits a firstintegral — the Hamiltonian itself. Therefore the orbits of an autonomous Hamiltonian

6 For an autonomous system x = f(x) of ordinary differential equations on a n–dimensional manifold, a differentiable first integral defines, via the implicit functiontheorem, a (n − 1)–dimensional manifold which is invariant for the flow. Similarly, ifk < n independent first integrals are known, ϕ1(x) = c1, . . . , ϕk(x) = ck say, then theimplicit function theorem states the existence of an invariant (n−k)–dimensional mani-fold. If k = n−1 then the resulting one–dimensional invariant manifold is a set of orbits.In the latter case a complete integration can be worked out by suitably choosing one ofthe coordinates, xj say, and determining the remaining n−1 as functions of xj and of then−1 constants c1, . . . , cn−1, so that one is left with a single one–dimensional differentialequation of the form xj = g(xj ; c1, . . . , cn−1), depending on the constants as parameters,which may be solved by a quadrature. This makes it evident that no more than n − 1independent first integrals may be found. By the way, the name “first integrals” comesfrom the remark that finding the complete solution of a system of differential equation oforder n requires n integrations, thus introducing n integration constants. The knowledgeof a function which is constant under the flow corresponds to having performed one ofthe necessary integrations, the constant being the value of the function at the initialpoint. The discussion in this section is essentially an adaptation of the general argumentoutlined here to the particular case of Hamiltonian systems.

7 In order to avoid any misunderstanding, let me note that the label 0 in (q0, p0) denotesthe initial point with coordinates (q0,1, . . . , q0,n, p0,1, . . . , p0,n). The notation is a littleambiguous, but the context should suggest the correct interpretation.

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Hamiltonian dynamics 11

Figure 1.1. Phase portrait in the

p, x phase plane for the harmonic os-

cillator, H = p2/2 + ω2x2/2. The

curves are parameterized by the en-

ergy, H(x, p) = E.

system with one–degree of freedom lie on one–dimensional manifolds determined as thelevel curves of H(q, p) = E . This is enough in order to perform a complete integrationof the system, as I shall discuss in the next section 1.3.

For systems with more than one degree of freedom the existence of the energyintegral is not enough in order to perform a complete integration. According to theargument in note 6 one could naively expect that 2n − 1 independent first integralmust be found in order to integrate the system by quadratures (where n is the numberof degrees of freedom). It is a relevant fact that the Hamiltonian structure requiresthe existence of only n independent first integrals provided they satisfy the furthercondition of being in involution, namely that Φj,Φk = 0 for every pair j, k. This isthe contents of Liouville’s theorem, that will be discussed in chapter 3. This interestingfact has a reverse side: as a general fact, no more than n nontrivial first integrals ininvolution do exist in global sense,8 due to the peculiar behaviour of the orbits. On theother hand, as stated by Poincare, integrability itself turns out to be an exceptionalproperty.

I include here some examples that should help in understanding the use of firstintegrals in order to produce a qualitative description of the dynamics. Most examplesdescribe natural mechanical systems.

Example 1.9: Autonomous Hamiltonian system with one degree of freedom. Asalready remarked, the Hamiltonian H(q, p) is a first integral and the orbits are subsetsof the level sets defined by the equation H(q, p) = E, where E = H

(

p(0), q(0))

is aconstant determined by the initial point. For instance, in the case of the harmonicoscillator the Hamiltonian is H(p, x) = p2/2 + ω2x2/2 (see figure 1.1). For E =0 the orbit is a point, namely the equilibrium state q = p = 0. For E > 0 thelevel curves are ellipses with center at the origin, representing the oscillations aroundthe equilibrium. A second example is the harmonic repulsor (see figure 1.1). The

8 It is relevant here to distinguish between local and global first integrals. Local first inte-grals can always be found for a system of differential equations provided the vector fieldsatisfies suitable regularity constraints (e.g., Lipschitz condition). Global first integralsare a more delicate thing. I hope that the examples below will clarify this matter.

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12 Chapter 1

Figure 1.2. Phase portrait in the

p, x phase plane for the harmonic

repulsor, H = p2/2 − ω2x2/2. The

curves are parameterized by the en-

ergy, H(x, p) = E.

Hamiltonian is H(p, x) = p2/2− ω2x2/2. For E = 0 the level curves are two straightlines intersecting at the origin. These straight lines actually represent five differentorbits: two of them are the half–lines in the first and third quadrant, representingorbits asymptotic to the origin for t → −∞ (unstable manifolds) and going to infinityfor t → ∞; two are the half lines in the second and fourth quadrant, representing orbitscoming from infinity and asymptotic to the origin for t → ∞ (stable manifolds); thefifth orbit is the origin, which is an unstable equilibrium. For E 6= 0 the level curvesare hyperbolæ representing collision orbits for E < 0 and orbits traveling throughthe origin for E > 0. In the first case the point comes from infinity up to a minimaldistance determined by energy, and is pushed back to infinity without reaching theorigin (collision); in the second case the energy of the point is sufficient to allow itto go over the origin. A third example is the pendulum. In this case the phase spaceis a cylinder, and the Hamiltonian is H(ϑ, p) = p2/2 − cosϑ (see figure 1.3). ForE = −1 the orbit is the equilibrium point ϑ = p = 0, similar to the equilibriumof the harmonic oscillator. For E = 1 the orbits are the upper unstable equilibriumϑ = π, with stable and unstable manifolds emanating from it (recall that ϑ is anangle, so that the points ϑ = π and ϑ = −π are just different representations of thesame point). In the neighborhood of the unstable equilibrium the figure looks like thatof the harmonic repulsor, but far from the equilibrium one sees that the stable andunstable manifolds coincide: the corresponding orbits are asymptotic to the unstableequilibrium both for t → −∞ and for t → ∞. The curves corresponding to the stableand unstable manifolds separate orbits representing oscillations ( |E| < 1 ) from orbitsrepresenting rotations ( |E| > 1 ). This should be enough to explain how to representthe phase portrait for the Hamiltonian of any natural mechanical system with onedegree of freedom.

Exercise 1.1: Draw the phase portrait for the Hamiltonian

H(x, p) =p2

2+ V (x)

representing the motion of a particle with unit mass moving an a straight line underthe potential V (x). Consider the following cases:

(i) V (x) = 12x

2 + 14x

4 ;

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Hamiltonian dynamics 13

Figure 1.3. Phase portrait in

the phase cylinder ϑ, p for the

pendulum, H = p2/2− cosϑ.

(ii) V (x) = 12x

2 + 13x

3 ;

(iii) V (x) = 12x

2 − 14x

4 ;

(iv) V (x) = −12x2 + 1

4x4 ;

(v) V (x) = 13x

3 ;

(vi) V (x) = −14x4 ;

(vii) V (x) = −14x

4 ;

(viii) V (x) = cos x1+x2 .

Exercise 1.2: It is sometimes useful to consider potentials V (x) which are notdifferentiable or even not continuous at some point. This may be useful in order todescribe, e.g., collisions. With a little attention, the reader will realize that a phaseportrait can still be traced. Here are some examples.

(ix) V (x) =

0 for x < 0 ,

x for x ≥ 0 .

(x) V (x) = |x| .

(xi) V (x) =

−1 for x < 0

1 for x ≥ 0

(xii) V (x) =

−1 for |x| < 1

1 for |x| ≥ 1

(xiii) V (x) =

0 for x < 0

∞ for x ≥ 0

Exercise 1.3: Draw the phase portrait for the Hamiltonian

H = p(1− p) sinϑ , ϑ ∈ T .

Example 1.10: Free particle. The Hamiltonian isH = 12m

(

p2x + p2y + p2z)

(see exam-ple 1.1). Besides the Hamiltonian, the following quantities are immediately checked tobe first integrals: px , py , pz , Mx = ypz−zpy , My = zpx−xpz , Mz = xpy −ypx (the

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14 Chapter 1

Table 1.1. Poisson brackets between the components of the momentum and

the angular momentum for one particle.

·, · px

py

pz

Mx

My

Mz

px 0

0

0

0

pz

−py

py 0

0

0

−pz

0

px

pz 0

0

0

py

−px

0

Mx 0

pz

−py

0

Mz

−My

My −pz

0

px

−Mz

0

Mx

Mz py

−px

0

My

−Mx

0

linear and the angular momentum). Not all of them are independent, of course,9 butwe can select 5 independent first integrals among them, for instance: px , py , pz , Mx

and My. As a curiosity, one could ask what happens if one tries to construct newfirst integrals via Poisson brackets (recall that the Poisson bracket between two firstintegrals is a first integrals). The result is represented in table 1.1.

Using the first integrals we can easily construct the orbit. For, the intersection inR6 of the planes px = c1, py = c2, pz = c3, Mx = c4, My = c5, where c1, . . . , c5 areconstants determined by the initial point, is a straight line representing the orbit.

Example 1.11: The problem of n bodies. The Hamiltonian reads (see example 1.5)

H =

n∑

j=1

p2j

2mj+ V (x1, . . . ,xn) ;

The system admits 7 independent first integrals, namely: the total energy H, the threecomponents of the linear momentum

Px =∑

j

pj,x , Py =∑

j

pj,y , Pz =∑

j

pj,z

(where pj,x , pj,y , and pj,z denote the x , y and z components, respectively, of the mo-mentum pj of the j–th particle) and the three components of the angular momentum

Mx =∑

j

yjpj,z − zjpj,y , My =∑

j

zjpj,x − xjpj,z , Mz =∑

j

xjpj,y − yjpj,x .

9 Recall that in general a system of differential equations on a n–dimensional manifoldcannot admit more than n− 1 independent first integrals (see note 6).

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Hamiltonian dynamics 15

Here too no new first integrals can be constructed by Poisson brackets between theknown ones: the results of table 1.1 still apply. For n = 2 (the problem of two bodies)the existence of such integrals allows us to conclude that the orbit lies on 5–dimensionalmanifolds in the phase space R12. At first sight, this appears insufficient in order toperform a complete integration, which contrasts with the known fact that the systemis actually integrable. However, we have already anticipated that the existence of n(in this case 6) independent first integrals which are in involutions is enough. Thecommon choice for the 6 independent integrals in involution is H , Px , Py , Pz , Mz

and M2x + M2

y + M2z . For n > 2 the 7 first integrals that we know are insufficient,

and we should look for more. However, the theorems of Bruns and Poincare state thatthere are no more first integrals, in general.

Example 1.12: Motion under central forces. In Cartesian coordinates the Hamilto-nian reads

H =1

2m

(

p2x + p2y + p2z)

+ V (r) ,

where r =√

x2 + y2 + z2 . The phase space is R6, and the system possesses 4 indepen-dent first integrals, namely the Hamiltonian H and the three components Mx , My ,and Mz of the angular momentum (check it). We conclude that the orbits lie on a2–dimensional manifold in the phase space.

Example 1.13: The Keplerian case. According to Kepler’s laws, the orbit of a planetin physical space is an ellipse, namely a closed curve, which must be the projectionof a closed curve in phase space. This does not follow from the general discussion ofthe previous example, because we could only conclude that the orbit in phase spacelies on a two dimensional manifold, actually a torus in the case of planets.10 The factthat the orbit in a Keplerian potential is closed is due to the existence of a furtherfirst integral, known as the Runge–Lenz vector (but already known to Laplace).11 InCartesian coordinates this vector is

(1.29) A = p ∧M− kmx

r,

where k is the constant in the Keplerian potential and M is the angular momentum.The vector A points to the pericenter of the orbit. Not all the components of thevector are independent from the four first integrals of the general case. However, onecan extract a fifth integral which is independent of them, so that the invariant manifoldhas dimension 1 and the orbit is closed.12

10 A theorem by Bertrand in [15] states that all bounded orbits are closed only in two cases,namely: (a) the Keplerian potential V (r) = −k/r for negative energy, the orbit beingan ellipse with the center of force being placed in one of the foci, and (b) the harmonicpotential V (r) = kr2, the orbit being an ellipse with center coinciding with the centerof force. For a proof of Bertrand’s theorem see also [95].

11 For a short historical note see [41].12 For a reconstruction of the Keplerian orbits using the Runge–Lenz vector see for in-

stance [22].

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16 Chapter 1

Exercise 1.4: Let the phase space be F = T2 × R2, with q ∈ T2 and p ∈ R2, andconsider the Hamiltonian

H(q, p) = ω1p1 + ω2p2

with real ω1, ω2 . the momenta p1 and p2 are obviously first integrals, so that everyorbit lies on a torus T2. Check that the function ω1q2 − ω2q1 is a third first integral,which however is only local, in general, in the sense that it does not determine aglobal invariant curve on the torus. Check also that if ω1/ω2 = r/s, where r, s areintegers then the function f(q) = sin(rq2 − sq1) is a global first integral.13 Try toextend the example to a higher dimensional case F = Tn × Rn with HamiltonianH(q, p) = ω1p1 + . . .+ ωnpn . For a detailed discussion see sect. 4.1.1.

1.3 Use of the first integrals for integration

I will discuss here some integration methods that allow us to integrate some interestingsystems. I stress again that this section has an introductory character; a completediscussion of integrable systems is given in chapter 3.

1.3.1 Motion on a one–dimensional manifold

The simplest case is the motion of particle with mass m moving on a straight line (orpossibly a circle, or another smooth curve) under the action of a given autonomouspotential, which is assumed to be smooth. This is the case considered in examples 1.6and exercises 1.1 and 1.2, where the energy integral is used in order to draw the phaseportrait. The Hamiltonian has the general form

(1.30) H(x, p) =p2

2m+ V (x) ,

and the corresponding Hamilton’s equations are

(1.31) x =p

m, p = −dV

dx.

Let us assume here that the potential is a smooth functionThe general integration scheme goes as follows. Solve eq. (1.30) for p and write

(1.32) p =√

2m(

E − V (x))

,

and substitute it in the first equation (1.31), thus getting

(1.33) x =

2

m

(

E − V (x))

.

13 In some traditional books, e.g., Wintner’s treatise [100], it is usual to distinguish betweenisolating first integrals, which define a global invariant surface, and non–isolating ones,which are only local in the language adopted here. This example is a good paradigm:if ω1/ω2 is a rational number then an isolating first integrals exists, which becomesnon–isolating when ω1/ω2 is an irrational number.

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Hamiltonian dynamics 17

x0 x

p0

−p0

x

p

Figure 1.4. Illustrating the

case of orbits without reflec-

tion points in the phase plane.

This is a separable differential equation, and the solution satisfying the initial conditionq(t0) = q0, p(t0) = p0 writes

(1.34) t− t0 =

m

2

∫ x

x0

dξ√

E − V (ξ).

This is the general solution. However, understanding this formula is not completelystraightforward; so let me add a short discussion that the expert reader may skip.

Let us refer to the phase portrait, that is obtained by drawing the level curvesimplicitly defined by the equation H(x, p) = E , the value of the energy. Remark thatfor systems with Hamiltonian of the form (1.30) all equilibria are located on the axisp = 0 and correspond to stationary points of the potential. On the other hand, allcurves that intersect the axis p = 0 on a point x which is not an equilibrium have avertical tangent at that point. I will illustrate four examples of curves in the phaseplane, namely:

(i) isolated equilibrium points;

(ii) open curves not containing equilibrium points;

(iii) closed curves topologically equivalent to a circle;

(iv) curves that intersect on an equilibrium.

The list is not exhaustive, but it covers most typical cases.

If x is an equilibrium for (1.31), that is, if dVdx (x) = 0 then x(t) = x , p(t) = 0 is a

solution (check it), so let us move our attention to non trivial orbits.

Let us consider the simplest case of a value E of energy such that E > V (x) holdstrue for all x. Assuming also that V (x) is bounded from below we have two separatecurves in the phase plane, symmetric with respect to the x axis, that lie on the upperand lower half plane, respectively, as illustrated in fig. 1.4. Let us pick an initial pointx0 together with the fixed value E > V (x0) of the energy. The corresponding initialvalue p0 is calculated by (1.32) by choosing the appropriate sign; this selects either theupper or the lower curve, i.e., the direction of the motion. The integral formula (1.34)tells us how much time the point needs in order to move from the initial point x0 to anarbitrary point x. This gives us a smooth function t(x) that is clearly monotonic (thefunction under the integral does not change its sign), and so it may be inverted, thusgiving the solution x(t). The parametric equation of the curve is found by replacing

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18 Chapter 1

Figure 1.5. Illustrating the

case of orbits with a reflection

point in the phase plane. xx

xx0

p

−p0

p0

x(t) in (1.34), still keeping the chosen sign of the square root. Thus, the problem iscompletely solved.

The case illustrated in fig. 1.5 requires some more attention. Here, we shouldassure that the argument of the square root is always non negative. Thus, the upperlimit x of the integral must satisfy x ≤ x, where V (x) = E . Choose p0 > 0, on theupper part of the curve. Then we are able to calculate the integral for any x ≤ x, asin the previous case. If we set the upper limit to x then we calculate a time

t1 = t0 +

2

m

∫ x

x0

dξ√

E − V (ξ)

at which the point reaches x . A moment’s thought will allow us to realize that (for asmooth potential) such a time t1 is finite.14 Since x is not an equilibrium the point onthe phase plane must continue its motion along the curve: x is a reflection point for themotion. Thus, changing the sign of p, we may continue our integration by calculating

t− t1 =

2

m

∫ x

x

−√

E − V (ξ)=

∫ x

x

dξ√

E − V (ξ),

where x < x is still arbitrary. Remark that t is still increasing, so that we end upagain with a monotonic function t(x) that we can invert in order to obtain the motionx(t). Remark also that the second integral actually coincides with the previous one(just replace the initial point x0 with an arbitrary point x), so that we don’t need tocompute it again.

A similar situation occurs if we consider a closed orbit, as in fig. 1.6. Here we havetwo reflection points xmin and xmax satisfying V (xmin) = V (xmax) = E and V (x) > Ein the interval (xmin, xmax). The point oscillates between the two extrema, and if wecalculate

τ =

2

m

∫ x

xmin

dξ√

E − V (ξ), xmin ≤ x ≤ xmax

14 Since V (x) = E and V ′(x) 6= 0, then we have E − V (x) = E − V (x) +O(x− x), so thatthe integral has a finite value.

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Hamiltonian dynamics 19

p

xmin

xx0 xmax

−p0

p0

Figure 1.6. Illustrating the

case of closed orbits the phase

plane.

x0

p

x

x

p0

−p0

Figure 1.7. Illustrating the

case of curves that intersect in

an equilibrium point.

we know the forward motion from xmin to xmax. Then the backward motion from xmax

to xmin is also known, by symmetry, so that we know the motion over one period. Sincethe motion is periodic, we know it for all times. The period T may be calculated as

(1.35) T = 2

2

m

∫ xmax

xmin

dξ√

E − V (ξ)

The last case is concerned with curves that intersect at an equilibrium x, asillustrated in fig. 1.7. This happens when the potential has a local maximum in x, andwe set E = V (x) .

Exercise 1.5: Referring to fig. 1.7, show that if V ′′(x) 6= 0 then the time neededfor the point to move from x0 to x is infinite.

1.3.2 Systems with one degree of freedom

The discussion of sect. 1.3.1 can be repeated, with a few changes, for the genericcase of a smooth Hamiltonian H(q, p) on a 2–dimensional phase space F (e.g., theHamiltonian of exercise 1.3).

Recall that Hamilton’s equations are

q =∂H

∂p, p = −∂H

∂q

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20 Chapter 1

and that a point (q, p) ∈ F is an equilibrium if and only if ∂H∂q (q, p) =

∂H∂p (q, p) = 0 .

In that case q(t) = q p(t) = p is an orbit.

If a point (q0, p0) is not an equilibrium at least one of ∂H∂q (q0, p0) and

∂H∂p (q0, p0)

does not vanish. Considering the latter case and setting the value of the energy toE = H(q0, p0) we can solve the equation H(q, p) = E with respect to p, thus gettingp = p(q, E) as a smooth function in a neighbourhood of q0, p0. Substituting thisfunction in the equation for q we get

q =∂H

∂p

(

q, p(q, E))

,

which is easily integrated as

(1.36)

∫ q

q0

dξ∂H∂p

(

ξ, p(ξ, E)) = t− t0 ,

t0 being the initial time. This gives a monotonic function t(q), which can be inverted,thus giving the solution q(t). By substitution in p(q, E) one gets also p(t), so that themotion along the orbit is fully determined. This procedure is of course local, but havingreached a new point, say q1 = q(t1), p1 = p(t1) with t1 6= t0 the whole process canbe repeated so that the solution is continued along the curve. The integrand in (1.36)becomes singular if at some point it happens that ∂H

∂p

(

ξ, p(ξ, E))

= 0 , but at that

point one has ∂H∂q

6= 0 , in view of the assumption that there are no equilibria on thephase curve. Thus, by exchanging the role of q and p, the integration process can becontinued again.

If the phase portrait contains a closed curve with no equilibria, then the corre-sponding orbit is periodic, and the motion over one period can be integrated.

The conclusion is that a system with one degree of freedom can be completelysolved by integration.

1.3.3 The period of oscillation

Let us consider again a system with one degree of freedom, so that the phase space hasdimension 2, and assume that (q, p) is a maximum or minimum for the Hamiltonian.Then (q, p) is an equilibrium, and in the phase portrait it is surrounded by closed curvesrepresenting oscillations of the system. It is often interesting to know the period ofthe oscillation, even forgetting the details about the orbit. Here I report as examplethe calculation of the period for a pendulum oscillating on a plane.

Let ℓ be the length of the pendulum, and g be the constant acceleration dueto gravity. Then, using as coordinate the angle ϑ with respect to the vertical, theHamiltonian writes

(1.37) H =p2

2− g

ℓcosϑ .

Let the initial energy E be fixed, with −g/l < E < g/l , so that the pendulum librates

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Hamiltonian dynamics 21

around the lower equilibrium point. According to (1.35) the period is given by

T = 2

∫ ϑ0

−ϑ0

dϑ√

E + gℓ cosϑ

,

where ϑ0 is the amplitude of the oscillation, namely the solution of E = gℓcosϑ0. By

replacing this value of E in the integral and using the symmetry V (−ϑ) = V (ϑ) ofthe potential we get

T =

8ℓ

g

∫ ϑ0

0

dϑ√cosϑ− cosϑ0

.

Although apparently simple, this integral can not be evaluated with elementary meth-ods. However, it can be reduced to an elliptic integral as follows. Using the trigono-metric formula cosα = 1− 2 sin2 α

2 we get

T = 2

g

∫ ϑ0

0

dϑ√

sin2 ϑ0

2 − sin2 ϑ2

.

Next we change the variable by setting

sinϑ

2= sin

ϑ0

2sinϕ , 0 ≤ ϕ ≤ π

2,

which in turn gives

(1.38) T = 4

l

gK

(

sinϑ0

2

)

,

where

(1.39) K(m) =

∫ π/2

0

dϕ√

1−m2 sin2 ϕ, 0 ≤ m < 1

is named complete elliptic integral of first kind. The numerical values of the inte-gral depending on the parameter m = sin ϑ0

2 (or sometimes of ϑ0 ) can be found innumerical tables, e.g., [1].

Let us see how the integral may by calculated using a series expansion. Recallthat the series expansion of the inverse of the square root is15

1√1 + x

= 1 +1

2x+

1 · 32 · 4x

2 +1 · 3 · 52 · 4 · 6x

3 + . . . =∑

k≥0

(2k − 1)!!

(2k)!!xk .

This is an absolutely and uniformly convergent series for |x| < 1, and so it can beintegrated term by term. Setting x = m2 sin2 ϕ and replacing the series expansion

15 Here the symbol n!! denotes the semifactorial, namely 0!! = 1!! = 1 and n!! = n·(n−2)!! .

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22 Chapter 1

in (1.39) we get

K(m) = J0 +1

2m2J2 +

1 · 32 · 4m

4J4 + . . . =∑

k≥0

(2k − 1)!!

(2k)!!m2kJ2k ,

where

J2k =

∫ π/2

0

sin2k ϕdϕ .

The latter integral may be computed by the recurrent formula

J0 =π

2, J2k =

2k − 1

2kJ2k−2 .

We conclude that

K(m) =π

2

(

1 +1

4m2 +

9

64m4 + . . .

)

=∑

k≥0

(

(2k − 1)!!

(2k!!)

)2

m2k .

A rough indication of the change of the period due to the nonlinearity is found bywriting the first terms of the expansion of the period T as a function of the amplitudeϑ0 . To this end use the expansion of the sine function

m = sinϑ0

2=

ϑ0

2+

ϑ30

23 · 3! + . . .

and replace it in the expression of the period keeping just the first two terms. Thisgives the approximate value, for small values of ϑ0

T = 2π

g

(

1 +1

16ϑ20 + . . .

)

,

where the first forgotten term is of order ϑ40. It is straightforward to check that if the

amplitude ϑ0 does not exceed 4×10−2, which is about 2, then the relative change ofthe period is less than 1/10 000. For higher values of the amplitude a longer calculationis needed.

Exercise 1.6: Give an approximated expression of the period for the potentialV (x) = x2/2− x3/3 .

Exercise 1.7: Show how to calculate the period of rotation of the pendulum, i.e.,for E > g/ℓ in the Hamiltonian (1.37).

Exercise 1.8: Calculate the motion on the separatrix, i.e., for E = g/ℓ, for theHamiltonian (1.37) of the pendulum.

Exercise 1.9: Calculate the period of oscillation for the potentials (x) and (xii) ofexercise 1.2.

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Hamiltonian dynamics 23

1.3.4 Higher dimensional models

Some interesting Hamiltonian systems with more than one degree of freedom can beintegrated by separating the variables, provided enough first integrals are known.

The most classical example is the motion under a central force (see example 1.12).I recall here the common procedure.

Using the conservation of the angular momentum one proves that the motion isa planar one. Introducing polar coordinates in the plane orthogonal to the directionof the angular momentum we write the Lagrangian as

L =1

2m(r2 + r2ϑ2)− V (r) .

Calculating the momenta as

pr = mr , pϑ = mr2ϑ

the Hamiltonian is found to be

(1.40) H =1

2m

(

p2r +p2ϑr2

)

+ V (r)

(this is just a straightforward simplification of example 1.4).This Hamiltonian possesses two first integrals, namely the Hamiltonian itself and

the angular momentum Mz = pϑ.The Hamilton’s equations are

(1.41)r =

prm

, pr =p2ϑmr3

− V ′(r)

ϑ =pϑmr2

, pϑ = 0 .

Let ℓ = pϑ(0) be tho constant value of the angular momentum. It is an easy matter tocheck that a substitution of this value in the first two equations produces a one degreeof freedom system with Hamiltonian

H =p2r2m

+ℓ2

2mr2+ V (r)

on the phase space F = (0,+∞)× R . Introducing the effective potential

V ∗(r) =ℓ2

2mr2+ V (r)

the Hamiltonian is written as

H =p2r2m

+ V ∗(r) ,

belonging to the class of systems considered in sect. 1.3.1. Thus, we may perform acomplete integrations, finding the solution r(t) . Replacing this function in the equa-tion (1.41) for ϑ the r.h.s. turns out to be a function of time only, so that the equationcan be integrated. Thus, the problem can be completely solved.

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24 Chapter 1

Exercise 1.10: The phase space for the Hamiltonian (1.40) is F = (0,+∞)×T×R2 . Determine the form of the invariant surfaces defined by the two first integrals Hand Mz .

Exercise 1.11: Consider the Hamiltonian of example 1.4, i.e., the central motionin the spatial case. Show that the problem can be completely integrated.

Exercise 1.12: Consider the Hamiltonian of the spherical pendulum

H =1

2

(

p2ϑ +p2ϕ

sin2 ϑ

)

− cosϑ

with 0 < ϑ < π and ϕ ∈ T . Show that the problem can be completely integrated.