Saturday, December 17, 2011
The Hamilton-Jacobi Equation

This blog has posted more than a few times in the past about classical mechanics. Luckily, classical mechanics can be approached in several ways. This approach, which uses the Hamilton-Jacobi equation (HJE), is one of the most elegant and powerful methods.

Why is the HJE so powerful? Consider a dynamical system with a Hamiltonian H=H(q,p,t). Suppose we knew of a canonical transformation (CT) that generated a new Hamiltonian K=K(Q,P,t) which (for a local chart on phase space) vanishes identically. Then the canonical equations would give that the transformed coordinates (Q,P) are constant in this region. How easy it would be to solve a system where you know that most of the important quantities are constant!

The rub is in finding such a canonical transformation. Sometimes it can’t even be done analytically, but nevertheless this is the goal of the Hamilton-Jacobi method of solving mechanical systems. In the equation given above, S is the generating function of the CT. Coincidentally, it often comes out to just equal the classical action up to an additive constant! This is due to the connection between canonical transformations and mechanical gauge transformations; it turns out that the additive function used to define the latter is the generating function of the former. In general the HJE is a partial differential equation that might be solvable by additive separation of variables… but don’t get too hopeful! Oftentimes the value of the HJE comes not in finding the actual equations of motion but in revealing symmetry and conservation properties of the system.

The Hamilton-Jacobi Equation

This blog has posted more than a few times in the past about classical mechanics. Luckily, classical mechanics can be approached in several ways. This approach, which uses the Hamilton-Jacobi equation (HJE), is one of the most elegant and powerful methods.

Why is the HJE so powerful? Consider a dynamical system with a Hamiltonian H=H(q,p,t). Suppose we knew of a canonical transformation (CT) that generated a new Hamiltonian K=K(Q,P,t) which (for a local chart on phase space) vanishes identically. Then the canonical equations would give that the transformed coordinates (Q,P) are constant in this region. How easy it would be to solve a system where you know that most of the important quantities are constant!

The rub is in finding such a canonical transformation. Sometimes it can’t even be done analytically, but nevertheless this is the goal of the Hamilton-Jacobi method of solving mechanical systems. In the equation given above, S is the generating function of the CT. Coincidentally, it often comes out to just equal the classical action up to an additive constant! This is due to the connection between canonical transformations and mechanical gauge transformations; it turns out that the additive function used to define the latter is the generating function of the former. In general the HJE is a partial differential equation that might be solvable by additive separation of variables… but don’t get too hopeful! Oftentimes the value of the HJE comes not in finding the actual equations of motion but in revealing symmetry and conservation properties of the system.