Applications of Canonical Transformations in Hamiltonian

Mechanics
Brian Tu
Jan. 14, 2014

Contents
1 Introduction

2 Preliminaries

3 Poisson Bracket
3.1 Characterization of Canonical Transforms . . . . . . . . . . . . . . . . .
3.2 Application to Integrals of Motion . . . . . . . . . . . . . . . . . . . . . .

3
3
5

4 Infinitesimal Canonical Transformations

5 Generating Functions

Introduction

Canonical transformations were introduced in the theory of Hamiltonians as a class of

transformations that preserve the form of the Hamiltonian equations. We explore these
transformations in greater detail, looking at topics such as its invariants, generating such
transformations, and time evolution of a Hamiltonian system as a canonical transformation. We consider only time-independent Hamiltonians.

Preliminaries

We begin with a few definitions for review.

Definition 2.1. Recall that the Hamiltonian H is a function of 2n coordinates q =
(q1 , q2 , . . . , qn ) and p = (p1 , p2 , . . . , pn ) that satisfies the 2n relations
H
qi
H
,
qi =
pi

pi =

where 1 i n, known as Hamiltons equations.

Definition 2.2. A transformation of coordinates is canonical if it preserves the form
of Hamiltonians equations [3, p. 14]. Formally, let x = (q1 , . . . , qn , p1 , . . . , pn ). Let


0 1
J=
1 0
be a 2n 2n block matrix, e.g., 0 is an n n 0 matrix, 1 is In , and -1 is In . Hamiltons
equations then can be written as
x = JH,
Let y : xi 7 yi (x) be a transformation of coordinates. We have


2n
2n
X
X
yi
yi
H
y i =
x j =
J
,
xj
xj
x j
j=1
j=1
and hence,
y = (J JJ T )H,
where (J)ij = yi /xj is the Jacobian of y. The form of Hamiltons equation is preserved
if
J JJ T = J.
(1)
Hence a transformation is canonical if its Jacobian satisfies (1).
Incidentally, such a matrix J is called symplectic.

3
3.1

Poisson Bracket
Characterization of Canonical Transforms

We saw above that one way to characterize a canonical transformation is by checking (1).
Another way of characterizing these transformations is by using an operation called the
Poisson bracket.
Definition 3.1. A Poisson bracket is a binary operation on two functions f (q, p),
g(q, p) defined as

n 
X
f g
f g

.
{f, g} =
qi pi pi qi
i=1
It is immediate from the definition that
{f, g} = {g, f }
and that q and p satisfy
{qi , qj } = 0,

{pi , pj } = 0,

{qi , pj } = ij .

(2)

It is natural to expect to expect that (2) holds for canonical transformations; in fact this
is a sufficient condition. We have the following theorem.
Theorem 3.1. The Poisson bracket is invariant under canonical transformations. Conversely, if
Q : qi 7 Qi (q, p), P : pi 7 Pi (q, p)
is a transformation of q and p such that
{Qi , Qj } = 0,

{Pi , Pj } = 0,

{Qi , Pj } = ij ,

then the transformation is canonical [4, p. 22].

Proof. For the first part, let f (q, p) and g(q, p) be any two functions. We have

n 
X
f g
f g
{f, g} =

qi pi pi qi
i=1
=

f g
J
.
x x

If we have a transformation y(x) with Jacobian J , then we have

f
f
=
J
x
y
and thus
f
g
J JJ T
x
y
f g
=
J .
x y

{f, g} =

This shows the invariance of the Poisson bracket. For the other direction, note that we
can write the Jacobian as

Q Q
q p

J =
P P .
q

Computing, we have
J JJ



{Q, Q} {Q, P }
=
{P, Q} {P, P }

where
({Q, P })ij = {Qi , Pj },
and the other entries are defined similarly. Thus we have
J JJ T = J
and the transformation is canonical.
We develop another method of characterizing canonical transformations. Let Q(q, p) and
P (q, p) be a canonical transformation. We have

and

Qi
Qi
Qi H Qi H
Q i =
q +
p =

q
p
q p
p q

(3)

H
H q
H p
=
+
.
Pi
q Pi
p Pi

(4)

Since the transformation is canonical, (3) equals (4), so we have





H q
p
H p
H Qi
H q
Qi
Qi H Qi H

=
+
.
q p
p q
q Pi
p Pi
p q
Pi
q Pi
p
Since H/p = q 6= 0 and H/q = p 6= 0, this implies that the quantities in the
parentheses are 0. Hence
Qi
p
=
q
Pi

and

Qi
q
=
.
p
Pi

(5)

By equating Pi with H/Qi , using a similar argument it can be shown that

Pi
q
=
p
Qi

and

Pi
p
=
.
q
Qi

(6)

Hence canonical transformations imply (5) and (6). In fact the converse is true as well.
Suppose that (5) and (6) hold for some transformation Q and P not necessarily canonical.
We have
H
H q
H p
H Qi H Qi
=
+
=
+
= Q i
Pi
q Pi
p Pi
q p
p q
and
H q
H p
H Pi H Pi
H
=
+
=
+
= Pi ,
Qi
q Qi
p Qi
q p
p q
and hence the transformation is canonical. Thus we obtain another characterization of
canonical transformations [2, p. 9].
4

3.2

Application to Integrals of Motion

The Poisson bracket also neatly characterizes the integrals of motion. A function f is an
integral of motion iff {f, H} = 0 [4]. To see this, note that
 X

n 
n 
X
f H
f
df
f
f H

=
qi +
pi = ,
{f, H} =
qi pi
pi qi
qi
pi
dt
i=1
i=1
which is 0 if f is an integral of motion. We can apply this to an integral of motion we
discussed this year:
Example 3.1 (Conservation of Linear Momentum). Recall that a coordinate qk is cyclic
if it does enter into the Hamiltonian; e.g.,
H
= 0.
qk
Suppose that qk is a cyclic coordinate. Then momentum in that direction is conserved:
{pk , H} =

H
= 0.
qk

Example 3.2 (Conservation of Energy). We know that that Hamiltonian is the sum of
the kinetic and potential energies of a system. We have {H, H} = 0 from antisymmetry
of the Poisson bracket, and hence energy is conserved.

Infinitesimal Canonical Transformations

Here we consider canonical transformations that are parameterized by a single parameter.

We willl see that the time evolution of a Hamiltonian system is a canonical transformation.
Suppose that we have a family of canonical transformations indexed by a parameter ,
and suppose that the dependence on is continuous (think of them as, say, translations
or rotations by a parameter). Furthermore, we can take such that at = 0 the
transformation is the identity. That is, we have
Qi () = Qi (q, p, ),

Pi () = Pi (q, p, ),

and
Q(0) = q

P (0) = p.

If is very small, we can write

Qi () = qi + dqi ,

Pi () = pi + dpi .

We wish to know what relationships dq and dp must satisfy for the transformation to be
canonical. The Jacobian is


In + dq/q
dq/p
J =
dp/q
In + dp/p

which must satisfy J JJ T = J. This gives us

dq
dp
=
.
q
p
If we could find a function F such that
F
= dq and
p

F
= dp,
q

(7)

(8)

then (7) would be satisfied [5].

Note that the equations in (8) look exactly like Hamiltons equations. Indeed, if we let
be the time t, the transformation induced by the Hamiltonian H matches the differential
equations for the flow of the system. Hence the advance of time in a Hamiltonian system
is a canonical transformation.
Now that we have established that time evolution of a Hamiltonian system is a canonical
transformation, we can give a very quick proof of Liouvilles Theorem.
Theorem 4.1 (Liouvilles Theorem). The phase flow of a Hamiltonian system is volume
preserving.
Proof. Let t be fixed. Let the evolution of the Hamiltonian system after time t be a
canonical transformation taking q to Q(q, p) and p to P (q, p). It suffices to show that
the Jacobian of the transformation is 1. Using properties of the Jacobian, we have
(Q, P )
(q, p)

(Q, P ) (q, p)
=
(q, P ) (q, P )

Q p
=
.
q P

J =

and thus

Q
p
=
,
q
P

so we have
J = 1,
as desired.

Generating Functions

We have seen various characterizations of canonical transformations, and a few examples

of them. In fact, in the previous section on infinitesimal transforms we saw an example
of a generating function. Here, we explore the construction of canonical transformations.
Let F (q, Q) be any function between coordinates. If we define
pi =
6

F
,
qi

how can we define Pi so that the resulting transformation is canonical? If we define

Pi =

F
Qi

then F will be a canonical transformation. This can be shown using Theorem 3.1.
F is known as a generating function of the first kind. There are four other kinds of generating functions that generate canonical transformations, with other coordinates defined
as follows [5, 4]:
F2
F2
,P =
q
P
F3
F3
q=
,P =
p
Q
F4
F4
,Q =
.
q=
p
P

F = F2 (q, P ) QP ,

p=

F = F3 (p, Q) + qp,
F = F4 (p, P ) + qp QP ,

I pledge my honor that this represents my own work in accordance with University policy.
7

References
[1] Arnold, V. I. Variational Principles. Mathematical Methods of Classical Mechanics.
New York: Springer-Verlag, 1978. 66-70. Print.
[2] Morii, Masahiro. Lectures Notes on Physics 151: Mechanics. N.p., n.d. Web. 14
Jan. 2014.
[3] Moser, Jurgen, and Eduard Zehnder. Transformation Theory. Notes on Dynamical
Systems. New York: Courant Institute of Mathematical Sciences, New York University, 2005. 14-25. PDF.
[4] Tong, David. Lecture Notes on Hamiltonian Formalism. N.p., n.d. Web. 14 Jan.
2014.
[5] Torre, Charles. Lecture Notes on Infinitesimal Canonical Transformations. N.p.,
n.d. Web. 14 Jan. 2014.