7.7.

DIFFERENTIAL FORMS AND CANONICAL TRANSFORMATIONS 103

Therefore there is a constant ˛ such that

h0 ./ D ˛ and
2
1 0 2 ˛
g .r/ C C U.r/ D E:
2m 2mr 2
The first equation is solved by h./ D ˛: We solve the second equation for
r
0 ˛2
g .r/ D 2m .E U.r// :
r2
Therefore
Z r
˛2
g.r/ D 2m .E U.r// dr;
r2
and

S.t; r; / D W .r; / Et D g.r/ C h./ Et

Z r
˛2
D 2m .E U.r// dr C ˛ Et
r2
where E and ˛ are constants.
To solve for r.t/ we solve the equation
l
mdr
ˇ1 D SE D q t:
˛2
2m .E U.r// r2

Evaluating the integral gives us r.t/:

Finally, we get .t/ by solving the equation

dr
Z
ˇ2 D S˛ D ˛ q :
˛2
r 2 2m .E U.r// r2

Evaluating the integral gives  as a function of r and therefore of t.

7.7. Differential forms and canonical transformations

Differential forms are now a fundamental part of mathematics. They form an algebraic
system which greatly facilitates computation in many situation.
We have already had an inkling of their importance in the calculus of variations. Here
we will pursue the connection a little further. We will start by presenting those aspects of
differential forms that we will need, and only those. Then we will apply these results to
our understanding of canonical transformations.

7.7.1. A short course on differential forms

We will be operating in RN , with coordinates x1 ; x2 ;


; xN . Let  be an open subset
N
of R .
104 7. THE HAMILTONIAN APPROACH TO THE CALCULUS OF VARIATIONS

7.7.1.1. Differential 1-forms. The expression

N
X
(7.7.1) !D aj .x/ dxj ;
j D1

where the coefficients aj are functions defined on  is called a differential 1-form on .

We will say that ! 2 C k ./ if each of the coefficients aj 2 C k ./.
An important example of a differential 1-form is the differential of a function. If
f 2 C k ./ then
N
X @f
(7.7.2) df D dxj
@x j
j D1

is called the differential of f . Notice that df 2 C k 1 ./: A differential form ! is said to

be exact if there is a function f such that ! D df:
Differential 1-forms are objects that are naturally integrated over curves. If  
is a curve parametrized by x 2 C 1 .Œa; b; , then by definition the integral of ! D
PN
j D1 aj dxj is
Z Z X N Z bX N
(7.7.3) !D aj .x/ dxj D aj .x.t//xj0 .t/ dt:
j D1 a j D1

Such an integral is sometimes called a line integral. It can easily be shown that the value
of the integral does not depend on the parametrization.
If ! D df is exact, then
N
@f
Z Z Z X
! D df D dxj
j D1 @xj
Z b
@f dxj
D dt
a @x j dt
Z b
d
D f .x.t//; dt
a dt
D f .x.b// f .x.a//:
Thus the integral of an exact form depends only on the end points and not on the curve
itself. A curve is closed if its endpoints coincide. Hence the integral of an exact form over
a closed curve is equal to 0. To complete this story we state a theorem
Theorem 7.40. Suppose that   RN and that ! 2 C 1 ./ is a 1-form.
(1) If ! is exact, then ! D 0 for all closed curves  .
R

(2) If  is simply connected, and if ! D 0 for all closed curves  , then ! is

R
exact.
Intuitively, an open set  is simply connected if any closed curve in  considered to
be a noose, can be pulled to a point without any part of the curve leaving . In R2 , an
open set is simply connected if it has no holes. In higher dimensions, the situation is a
little more complicated. The ball B.x0 ; r/ D fx jx x0 j < rg with center x0 and radius
r is simply connected in any dimension. If you remove a smaller ball with the same center
form a ball in R3 , the result is simply connected. However, if you drill a hole through the
ball, the result is not simply connected.
 7.7. DIFFERENTIAL FORMS AND CANONICAL TRANSFORMATIONS 105

We will not prove part (2) of Theorem 7.40.

7.7.1.2. Differential 2-forms. The expression
N X
X N
(7.7.4) D cjk x/ dxj ^ dxk
j D1 kD1

is called a differential 2-form. If the coefficients cij 2 C k ./ we will say that  2 C K ./:
Differential 2-forms are naturally integrated over surfaces in . We will not need that
aspect of them and so we will not pursue the topic.
The expression dxj ^ dxk used in (7.7.4) is called the wedge product of the 1-forms
dxj and dxk . We will require that

(7.7.5) dxj ^ dxk D dxk ^ dxj :

Notice in particular if j D k in (7.7.5), then it follows from dxj ^ dxj D dxj ^ dxj
that dxj ^ dxj D 0. Using these facts, we can rewrite (7.7.4) as
X
D .cjk ckj / dxj ^ dxk :
1j <kN

We will extend the definition of wedge product to all 1-forms using the distributive
law. Therefore, if ! D N
PN
j D1 aj dxj and  D
P
kD1 bk dxk ,
0 1
N N
!
X X
!^D@ aj dxj A ^ bk dxk
j D1 kD1
N X
X N
D aj bk dxj ^ dxk
j D1 kD1
X
D .aj bk ak bj / dxj ^ dxk :
1j <kN

Thus the wedge product of two 1-forms is a 2-form. The wedge product satisfies the
distributive laws

.!1 C !2 / ^  D !1 ^  C !2 ^  and ! ^ .1 C 2 / D ! ^ 1 C ! ^ 2 :

However, because of the requirement in (7.7.5),

(7.7.6) !^D ^!

for all 1-forms ! and . Thus the wedge product is not commutative. Reflecting (7.7.6),
we say that the wedge product is anti-commutative.
7.7.1.3. The differential. A function on  is considered to be a 0-form. Its differential df
is a 1-form. We define the differential of the 1-form ! D N
P
j D1 aj dxj to be the 2-form

N
X
(7.7.7) d! D daj ^ dxj :
j D1
106 7. THE HAMILTONIAN APPROACH TO THE CALCULUS OF VARIATIONS

Expanding on (7.7.7), we get

N X N
X @aj
d! D dxk ^ dxj
@xk
j D1 kD1
X  @ak @aj

D dxj ^ dxk :
@xj @xk
1j <kN

let’s look at this formula for an exact form ! D df . Then

N
X @f
d! D d.df / D d
@xj
j D1

@2 f @2 f
X  
D dxj ^ dxk
@xk @xj @xj @xk
1j <kN
D 0;
provided f 2 C 2 ./, because then the mixed second partials are equal.
We will call a 1-form ! which satisfies d! D 0 a closed form. We have shown that
every exact form is closed. The converse is not true in general. However, we have the
following theorem, the first half of which we have already proved.
Theorem 7.41. Suppose that ! is a 1-form on .
(1) If ! is exact, then ! is closed.
(2) If  is the ball B.x0 ; r/ D fx jx x0 j < rg and ! is closed, then ! is exact.
Remark 7.42. It might be preferable to state the theorem using formulas. Part (1) says
that d.df / D 0, or d 2 f D 0: Part (2) says that if d! D 0, then there is a function f such
that ! D df , provided that  is a ball. For every x0 2  we can find an r > 0 such that
the ball B.x0 ; r/ D fx jx x0 j < rg. Therefore every closed 1-form is exact locally.
The second part of Theorem 7.41 is sometimes referred to as the Poincaré lemma. We
will not provide a proof.
7.7.2. Canonical transformations
We have already seen connections between Hamiltonian systems and 1-forms. In
Section 7.5.2 and equation (7.5.8), we defined the Poincaré-Cartan form associated with a
Hamiltonian. H.x; u; / to be
N
X
(7.7.8) H D j duj H dx:
j D1

In that section we discovered in equation (7.5.11) that two Hamiltonian systems with
Hamiltonians H.x; u; / and H  .x; u ;   / have the same solutions if there is a gen-
erating function G such that
dG D H H 
N
X N
X
D j duj H dx j duj C H  dx
(7.7.9) j D1 j D1
N
X N
X
D j duj j duj C .H  H / dx
j D1 j D1
 7.7. DIFFERENTIAL FORMS AND CANONICAL TRANSFORMATIONS 107

From this point on we will assume that H is a Hamiltonian which does not depend
on the independent variable x. Such a Hamiltonian and its associated Hamiltonian system
is said to be autonomous. We will also assume that the coordinate transformation has the
form
(7.7.10) x D x u D u .u; / and   D   .u; /:
Thus the transformation does not depend on the independent variable x. We will also look
for a generating function G which does not depend on x. Then Gx D 0, so dG contains
no term involving dx. Therefore, from (7.7.9) we see that
(7.7.11) H  .u .u; /;   .u; // D H.u; /; and
N
X N
X
(7.7.12) j duj j duj D dG:
j D1 j D1

Computing the differential of (7.7.12), we see that

N
X N
X
(7.7.13) d j ^ duj D d j ^ duj
j D1 j D1

Let’s summarize what we have shown.

Proposition 7.43. Suppose that we have a transformation of phase space of the form
in (7.7.10) which transforms a Hamiltonian system with Hamiltonian H.u; / into a new
Hamiltonian system with Hamiltonian H  .u ;   /: Then, the transformation satisfies (7.7.13).
In fact, the converse is also true.
Proposition 7.44. Suppose that we have a transformation of phase space of the form
in (7.7.10) which satisfies (7.7.13). Then a Hamiltonian system with Hamiltonian H.u; /
is transformed into a new Hamiltonian system with Hamiltonian H  .u ;   /, where
(7.7.14) H  .u .u; /;   .u; // D H.u; /:
P ROOF. If (7.7.13) is satisfied, then
2 3
XN XN N
X N
X
d4 j duj j duj 5 D d j ^ duj d j ^ duj D 0:
j D1 j D1 j D1 j D1

Hence by part (2) of Theorem 7.41, there is a function G such that

N
X N
X
j duj j duj D dG;
j D1 j D1

at least locally. Hence if we define a new Hamiltonian H  by (7.7.14), then the Poincaré-
Cartan forms for H and H  are related by
dG D H H  :
Consequently, by the arguments of Section 7.5.2 , the two Hamiltonians have the same
solutions at least locally. However, if a differential equation is solved locally, then the
solution is global, so this is no restriction.
Remark 7.45. Propositions 7.43 and 7.44 can be summed up by saying that a transforma-
tion of the form in (7.7.10) is canonical if and only if (7.7.13) is satisfied.
Notice that a canonical transformation works its magic with any Hamiltonian system.
108 7. THE HAMILTONIAN APPROACH TO THE CALCULUS OF VARIATIONS

7.7.3. Examples
Let’s look again at the examples in Section 7.5.1. Our first transformation is
yDp q D x;
defined in (7.5.4). Since dq ^ dy D . dx/ ^ dp D dp ^ dx, the transformation is
canonical. The new Hamiltonian is given by H  .y; q/ D H. q; y/. For the case in
Section 7.5.1, the Hamiltonian was H.x; p/ D xp C p 2 , and the new Hamiltonian is
H  .y; q/ D H. q; y/ D qy C y 2 , as we found there.
This same proof works more generally for the transformation
u D    D u;
which we found to be canonical in Example 7.34.
The next example, from (7.5.5) is
y D ex q D p:
Then
dq ^ dy D dp ^ .e x dx/ D e x dp ^ dx:
Since dq ^ dy ¤ dp ^ dx, we know the transformation is not canonical