Hamilton–Jacobi equation explained
In physics, the Hamilton–Jacobi equation, named after William Rowan Hamilton and Carl Gustav Jacob Jacobi, is an alternative formulation of classical mechanics, equivalent to other formulations such as Newton's laws of motion, Lagrangian mechanics and Hamiltonian mechanics.
The Hamilton–Jacobi equation is a formulation of mechanics in which the motion of a particle can be represented as a wave. In this sense, it fulfilled a long-held goal of theoretical physics (dating at least to Johann Bernoulli in the eighteenth century) of finding an analogy between the propagation of light and the motion of a particle. The wave equation followed by mechanical systems is similar to, but not identical with, Schrödinger's equation, as described below; for this reason, the Hamilton–Jacobi equation is considered the "closest approach" of classical mechanics to quantum mechanics.[1] [2] The qualitative form of this connection is called Hamilton's optico-mechanical analogy.
In mathematics, the Hamilton–Jacobi equation is a necessary condition describing extremal geometry in generalizations of problems from the calculus of variations. It can be understood as a special case of the Hamilton–Jacobi–Bellman equation from dynamic programming.[3]
Overview
The Hamilton–Jacobi equation is a first-order, non-linear partial differential equation
for a system of particles at coordinates . The function
is the system's
Hamiltonian giving the system's energy. The solution of the equation is the
action functional,,
[4] called
Hamilton's principal function in older textbooks. The solution can be related to the system Lagrangian
by an indefinite integral of the form used in the
principle of least action:
Geometrical surfaces of constant action are perpendicular to system trajectories, creating a wavefront-like view of the system dynamics. This property of the Hamilton–Jacobi equation connects classical mechanics to quantum mechanics.
[5] Mathematical formulation
Notation
Boldface variables such as
represent a list of
generalized coordinates,
A dot over a variable or list signifies the time derivative (see Newton's notation). For example,
The dot product notation between two lists of the same number of coordinates is a shorthand for the sum of the products of corresponding components, such as
The action functional (a.k.a. Hamilton's principal function)
Definition
Let the Hessian matrix be invertible. The relationshows that the Euler–Lagrange equations form a
system of second-order ordinary differential equations. Inverting the matrix
transforms this system into
Let a time instant
and a point
in the configuration space be fixed. The existence and uniqueness theorems guarantee that, for every
the
initial value problem with the conditions
and
has a locally unique solution
\gamma=\gamma(\tau;t0,q0,v0).
Additionally, let there be a sufficiently small time interval
such that extremals with different initial velocities
would not intersect in
The latter means that, for any
and any
there can be at most one extremal
\gamma=\gamma(\tau;t,t0,q,q0)
for which
and
Substituting
\gamma=\gamma(\tau;t,t0,q,q0)
into the
action functional results in the Hamilton's principal function (HPF)
where
\gamma=\gamma(\tau;t,t0,q,q0),
Formula for the momenta
The momenta are defined as the quantities This section shows that the dependency of
on
disappears, once the HPF is known.
Indeed, let a time instant
and a point
in the configuration space be fixed. For every time instant
and a point
let
\gamma=\gamma(\tau;t,t0,q,q0)
be the (unique) extremal from the definition of the Hamilton's principal function . Call
}\, \dot \gamma(\tau;t,t_0,\mathbf,\mathbf_0)|_ the velocity at . Then
Formula
of a mechanical system, the Hamilton–Jacobi equation is a first-order, non-linear
partial differential equation for the Hamilton's principal function
,
[6] Alternatively, as described below, the Hamilton–Jacobi equation may be derived from Hamiltonian mechanics by treating
as the
generating function for a
canonical transformation of the classical Hamiltonian
The conjugate momenta correspond to the first derivatives of
with respect to the generalized coordinates
As a solution to the Hamilton–Jacobi equation, the principal function contains
undetermined constants, the first
of them denoted as
\alpha1,\alpha2,...,\alphaN
, and the last one coming from the integration of
.
The relationship between
and
then describes the orbit in
phase space in terms of these
constants of motion. Furthermore, the quantities
are also constants of motion, and these equations can be inverted to find
as a function of all the
and
constants and time.
[7] Comparison with other formulations of mechanics
The Hamilton–Jacobi equation is a single, first-order partial differential equation for the function of the
generalized coordinates
and the time
. The generalized momenta do not appear, except as derivatives of
, the
classical action.
For comparison, in the equivalent Euler–Lagrange equations of motion of Lagrangian mechanics, the conjugate momenta also do not appear; however, those equations are a system of
, generally second-order equations for the time evolution of the generalized coordinates. Similarly, Hamilton's equations of motion are another
system of 2
N first-order equations for the time evolution of the generalized coordinates and their conjugate momenta
.
Since the HJE is an equivalent expression of an integral minimization problem such as Hamilton's principle, the HJE can be useful in other problems of the calculus of variations and, more generally, in other branches of mathematics and physics, such as dynamical systems, symplectic geometry and quantum chaos. For example, the Hamilton–Jacobi equations can be used to determine the geodesics on a Riemannian manifold, an important variational problem in Riemannian geometry. However as a computational tool, the partial differential equations are notoriously complicated to solve except when is it possible to separate the independent variables; in this case the HJE become computationally useful.[8]
Derivation using a canonical transformation
leads to the relations
and Hamilton's equations in terms of the new variables
and new Hamiltonian
have the same form:
To derive the HJE, a generating function
is chosen in such a way that, it will make the new Hamiltonian
. Hence, all its derivatives are also zero, and the transformed Hamilton's equations become trivial
so the new generalized coordinates and momenta are
constants of motion. As they are constants, in this context the new generalized momenta
are usually denoted
\alpha1,\alpha2,...,\alphaN
, i.e.
and the new
generalized coordinates
are typically denoted as
, so
.
Setting the generating function equal to Hamilton's principal function, plus an arbitrary constant
:
the HJE automatically arises
When solved for
, these also give us the useful equations
or written in components for clarity
as a function of the constants
\boldsymbol\alpha,\boldsymbol\beta,
and
, thus solving the original problem.
Separation of variables
When the problem allows additive separation of variables, the HJE leads directly to constants of motion. For example, the time t can be separated if the Hamiltonian does not depend on time explicitly. In that case, the time derivative
in the HJE must be a constant, usually denoted (
), giving the separated solution
where the time-independent function
is sometimes called the
abbreviated action or
Hamilton's characteristic function [8] and sometimes
[9] written
(see action principle names). The reduced Hamilton–Jacobi equation can then be written
and its derivative
are assumed to appear together as a single function
in the Hamiltonian
In that case, the function S can be partitioned into two functions, one that depends only on qk and another that depends only on the remaining generalized coordinates
Substitution of these formulae into the Hamilton–Jacobi equation shows that the function ψ must be a constant (denoted here as
), yielding a first-order
ordinary differential equation for
In fortunate cases, the function
can be separated completely into
functions
In such a case, the problem devolves to
ordinary differential equations.
The separability of S depends both on the Hamiltonian and on the choice of generalized coordinates. For orthogonal coordinates and Hamiltonians that have no time dependence and are quadratic in the generalized momenta,
will be completely separable if the potential energy is additively separable in each coordinate, where the potential energy term for each coordinate is multiplied by the coordinate-dependent factor in the corresponding momentum term of the Hamiltonian (the
Staeckel conditions). For illustration, several examples in
orthogonal coordinates are worked in the next sections.
Examples in various coordinate systems
Spherical coordinates
In spherical coordinates the Hamiltonian of a free particle moving in a conservative potential U can be written
The Hamilton–Jacobi equation is completely separable in these coordinates provided that there exist functions
Ur(r),U\theta(\theta),U\phi(\phi)
such that
can be written in the analogous form
Substitution of the completely separated solutioninto the HJE yields
This equation may be solved by successive integrations of ordinary differential equations, beginning with the equation for
where
is a
constant of the motion that eliminates the
dependence from the Hamilton–Jacobi equation
The next ordinary differential equation involves the
generalized coordinatewhere
is again a
constant of the motion that eliminates the
dependence and reduces the HJE to the final
ordinary differential equationwhose integration completes the solution for
.
Elliptic cylindrical coordinates
The Hamiltonian in elliptic cylindrical coordinates can be writtenwhere the foci of the ellipses are located at
on the
-axis. The Hamilton–Jacobi equation is completely separable in these coordinates provided that
has an analogous form
where
,
and
are arbitrary functions. Substitution of the completely separated solution
into the HJE yields
Separating the first ordinary differential equationyields the reduced Hamilton–Jacobi equation (after re-arrangement and multiplication of both sides by the denominator)which itself may be separated into two independent ordinary differential equationsthat, when solved, provide a complete solution for
.
Parabolic cylindrical coordinates
The Hamiltonian in parabolic cylindrical coordinates can be written
The Hamilton–Jacobi equation is completely separable in these coordinates provided that
has an analogous form
where
,
, and
are arbitrary functions. Substitution of the completely separated solution
into the HJE yields
Separating the first ordinary differential equationyields the reduced Hamilton–Jacobi equation (after re-arrangement and multiplication of both sides by the denominator)which itself may be separated into two independent ordinary differential equationsthat, when solved, provide a complete solution for
.
Waves and particles
Optical wave fronts and trajectories
See main article: Hamilton's optico-mechanical analogy. The HJE establishes a duality between trajectories and wavefronts.[10] For example, in geometrical optics, light can be considered either as “rays” or waves. The wave front can be defined as the surface that the light emitted at time has reached at time . Light rays and wave fronts are dual: if one is known, the other can be deduced.
More precisely, geometrical optics is a variational problem where the “action” is the travel time along a path, where is the medium's index of refraction and is an infinitesimal arc length. From the above formulation, one can compute the ray paths using the Euler–Lagrange formulation; alternatively, one can compute the wave fronts by solving the Hamilton–Jacobi equation. Knowing one leads to knowing the other.
The above duality is very general and applies to all systems that derive from a variational principle: either compute the trajectories using Euler–Lagrange equations or the wave fronts by using Hamilton–Jacobi equation.
The wave front at time , for a system initially at at time , is defined as the collection of points such that . If is known, the momentum is immediately deduced.
Once is known, tangents to the trajectories are computed by solving the equationfor , where is the Lagrangian. The trajectories are then recovered from the knowledge of .
Relationship to the Schrödinger equation
The isosurfaces of the function
can be determined at any time
t. The motion of an
-isosurface as a function of time is defined by the motions of the particles beginning at the points
on the isosurface. The motion of such an isosurface can be thought of as a
wave moving through
-space, although it does not obey the
wave equation exactly. To show this, let
S represent the
phase of a wave
where
is a constant (the
Planck constant) introduced to make the exponential argument dimensionless; changes in the
amplitude of the
wave can be represented by having
be a
complex number. The Hamilton–Jacobi equation is then rewritten as
which is the
Schrödinger equation.
Conversely, starting with the Schrödinger equation and our ansatz for
, it can be deduced that
[11] The classical limit (
) of the Schrödinger equation above becomes identical to the following variant of the Hamilton–Jacobi equation,
Applications
HJE in a gravitational field
travelling in curved space, where
are the
contravariant coordinates of the
metric tensor (i.e., the inverse metric) solved from the
Einstein field equations, and
is the
speed of light. Setting the
four-momentum
equal to the
four-gradient of the action
,
gives the Hamilton–Jacobi equation in the geometry determined by the metric
:
in other words, in a
gravitational field.
HJE in electromagnetic fields
and electric charge
moving in electromagnetic field with
four-potential
in vacuum, the Hamilton–Jacobi equation in geometry determined by the metric tensor
has a form
and can be solved for the Hamilton principal action function
to obtain further solution for the particle trajectory and momentum:
[13] where
and
\gamma2=m2c2+
\overline{A}2
with
} the cycle average of the vector potential.
A circularly polarized wave
In the case of circular polarization,
Hencewhere
, implying the particle moving along a circular trajectory with a permanent radius
and an invariable value of momentum
directed along a magnetic field vector.
A monochromatic linearly polarized plane wave
For the flat, monochromatic, linearly polarized wave with a field
directed along the axis
hence
implying the particle figure-8 trajectory with a long its axis oriented along the electric field
vector.
An electromagnetic wave with a solenoidal magnetic field
For the electromagnetic wave with axial (solenoidal) magnetic field:[14] hencewhere
is the magnetic field magnitude in a solenoid with the effective radius
, inductivity
, number of windings
, and an electric current magnitude
through the solenoid windings. The particle motion occurs along the figure-8 trajectory in
plane set perpendicular to the solenoid axis with arbitrary azimuth angle
due to axial symmetry of the solenoidal magnetic field.
See also
Further reading
Notes and References
- Book: Goldstein, Herbert . Herbert Goldstein . 1980 . Classical Mechanics . 2nd . Addison-Wesley . Reading, MA . 978-0-201-02918-5 . 484–492. Classical Mechanics (textbook) . (particularly the discussion beginning in the last paragraph of page 491)
- Book: Sakurai, J. J. . J. J. Sakurai . 1994 . Modern Quantum Mechanics . rev. . Addison-Wesley . Reading, MA . 0-201-53929-2 . 103–107. Modern Quantum Mechanics .
- Book: Kálmán, Rudolf E. . The Theory of Optimal Control and the Calculus of Variations . Mathematical Optimization Techniques . Richard . Bellman . Berkeley . University of California Press . 1963 . 309–331 . 1033974 .
- Book: L.N. . Hand . J.D. . Finch . Analytical Mechanics . Cambridge University Press . 2008 . 978-0-521-57572-0 .
- Book: Coopersmith, Jennifer . 2017 . The lazy universe : an introduction to the principle of least action . Oxford, UK / New York, NY . Oxford University Press . 978-0-19-874304-0 .
- Book: L. N. . Hand . J. D. . Finch . Analytical Mechanics . Cambridge University Press . 2008 . 978-0-521-57572-0 .
- Book: Goldstein, Herbert . Herbert Goldstein . 1980 . Classical Mechanics . 2nd . Addison-Wesley . Reading, MA . 978-0-201-02918-5 . 440. Classical Mechanics (Goldstein book) .
- Book: Goldstein, Herbert . Classical mechanics . Poole . Charles P. . Safko . John L. . 2008 . Addison Wesley . 978-0-201-65702-9 . 3, [Nachdr.] . San Francisco Munich.
- Hanc . Jozef . Taylor . Edwin F. . Tuleja . Slavomir . 2005-07-01 . Variational mechanics in one and two dimensions . American Journal of Physics . en . 73 . 7 . 603–610 . 10.1119/1.1848516 . 2005AmJPh..73..603H . 0002-9505.
- Houchmandzadeh. Bahram. 2020. The Hamilton-Jacobi Equation : an alternative approach. American Journal of Physics. 85. 5. 10.1119/10.0000781. 10.1119/10.0000781. houchmandzadeh2020. 1910.09414. 2020AmJPh..88..353H. 204800598.
- Book: Goldstein, Herbert . Herbert Goldstein . 1980 . Classical Mechanics . 2nd . Addison-Wesley . Reading, MA . 978-0-201-02918-5 . 490–491. Classical Mechanics (textbook) .
- Book: Wheeler. Gravitation. Gravitation (book). Misner. Charles. Thorne. Kip. W.H. Freeman & Co. 1973. 978-0-7167-0344-0. 649, 1188.
- Book: The Classical Theory of Fields . L. . Landau . Lev Landau . E. . Lifshitz . Evgeny Lifshitz . Addison-Wesley . Reading, Massachusetts . 1959 . 17966515 .
- Inductively Coupling Plasma Reactor With Plasma Electron Energy Controllable in the Range from ~6 to ~100 eV. IEEE Transactions on Plasma Science . E. V. Shun'ko . D. E. Stevenson . V. S. Belkin . 42, part II. 3. 774–785. 10.1109/TPS.2014.2299954. 2014ITPS...42..774S . 2014 . 34765246 .