Hamilton-Jacobi theory

December 7, 2012

Free particle

The simplest example is the case of a free particle, for which the Hamiltonian is
H=

p2
2m

and the Hamilton-Jacobi equation is

S
1
=
t
2m

S
x

2

Let
S = f (x) Et
Then f (x) must satisfy

df
= 2mE = a
dx

where E and a are constants. Therefore

f (x)

= ax c

where c is constant and we write the integration constant E in terms of the new (constant) momentum.
Hamiltons principal function is therefore
S (x, q, t) = ax

a2
tc
2m

We have no simple way to express this in terms of q, because the original coordinate x is cyclic. However,
we know that the new Hamiltonian must vanish, so
K=0

S
t
p2
a2

2m 2m

= H+
=

so that p = a. This means that p is constant, and therefore equal to its initial value, making the initial
momentum = a. The principal function, dropping the irrelevant constant, is therefore
S (x, , t) = x

2
t
2m

For a generating function of this type we set f = q + S so that

pdx Hdt

dq Kdt + df

dq Kdt dq qd +
1

S
S
S
dx +
d +
dt
x

and we therefore have the relations

p
q
K

S
=
x
S

=
=x t

m
S
p2
2
= H+
=

t
2m 2m
=

Because p = , the new Hamiltonian, K, is zero. This means that both q and are constant. The solution
for x and p follows immediately:
x

= q+

t
m

We see that the new canonical variables (q, ) are just the initial position and momentum of the motion, and
therefore do determine the motion. The fact that knowing q and is equivalent to knowing the full motion
rests here on the fact that S generates motion along the classical path. In fact, given initial conditions (q, ),
we can use Hamiltons principal function as a generating function but treat as the old momentum and x
as the new coordinate to reverse the process above and generate x(t) and p.

Projectile motion

Consider a particle in a uniform gravitational field, with potential

V = mgz
The kinetic energy is


1
m x 2 + y 2 + z 2
2
so taking the initial time to be t0 =0, the action is given by
T =

t 
S=




1
m x 2 + y 2 + z 2 mgz dt
2

The conjugate momenta are then

and the Hamiltonian is

H=

px

mx

py

my

pz

mz

p2x + p2y + p2z

+ mgz
2m

Since x and y are cyclic, and H

t = 0, the corresponding momenta, px and py , are conserved, and the
energy, E = H, is conserved.
The Hamilton-Jacobi equation is

2 
2 
2 !
1
S
S
S
S
+
+
+ mgz =
2m
x
z
z
t

This is completely separable. Writing

S = Sx (x) + Sy (y) + Sz (z) Et
gives
1
2m

dSx
dx

2

dSx
dx

2

dSy
dy

2

dSy
dy

2


+

+

dSz
dz

2 !

dSz
dz

2


+

+

+ mgz
+ 2m2 gz

= E
=

2mE

This is only possible if



dSx
dx

2

dSy
dy

2

= 2
= 2

where and are constants, and



dSz
dz

2

+ 2m2 gz = 2mE 2 2

The first two are immediately integrated to give

Sx

= x + c1

Sy

= y + c2

dSz
dz

p
2 2m2 gz

Sz

Define 2 = 2mE 2 2 , so that

z p

2 2m2 gzdz

z0

Substitute, = 2 2m2 gz, then

Sz

1
2
2m g

z p

z0

=
=

1 2 3/2 z
2

2m g 3
z0
h

3/2

3/2 i
1
2
2
2m2 gz
2 2m2 gz0
3m g

and Hamiltons principal function is therefore

S

= x + y

3/2
1
2 2m2 gz
Et
2
3m g

where we drop the irrelevant constants.

Again using this as a generating function of type S (xi , i , t), we have

pi

qi

S
xi
S
i
H+

S
t

The first equation gives

px

py

=
p
=
2 2m2 gz
s


p2y
p2
=
2m E x
mgz
2m 2m

pz

and the final shows that H = E, as expected. The energy may be written as
2mE = 2 + 2 + 2
so that
pz =

2 + 2 + 2 p2x p2y 2m2 gz

and
S

= x + y

3/2


1
1
2 2m2 gz

2 + 2 + 2 t
2
3m g
2m

Taking the constants of integration (, , ) as the new momentum variables, we have

qx

= x
qy

= y
qz

t
m

t
m

1/2

1
2 2m2 gz
t
m2 g
m

Finally, we invert these relations to find x, y, z as functions of the initial conditions and time:
x =
y
2
1
qz + t
m

2
1
qz + t
m

=
=

t
m

qy + t
m


2
2 2m2 gz
4
2
m g
qx +

4
2 2

z
m4 g 2
m2 g
4

2 2
z
m2 g
2 2
z
m2 g


2
1
4
qz + t
m4 g 2
m


4
2

1 2 2
2
qz + qz t + 2 t
m4 g 2
m
m


4
2

m g
2
1 2 2
2
qz qz t 2 t
2 2 m4 g 2
m
m

 2
2 2
mgqz

m gqz
g

t t2
2
2
2m g
2

=
=

and we may identify

2
m2 gqz2

2m2 g
2 2
mgqz
=

z0

z0

Simple harmonic oscillator

Consider a 1-dim simple harmonic oscillator, with action



1 2
1
2
mx kx dt
S=
2
2
momentum,
p = mx
and Hamiltonian
H=

p2
1
+ kx2
2m 2

The Hamiltonian-Jacobi equation is

1
2m

S
x

2

1
S
+ kx2 =
2
t

Write
S = Sx (x) Et
2

to separate variables. This gives one integration constant, E, which is conveniently written as E = 2m
.
q
k
Then the new variable has units of momentum. Introducing = m as well, the remaining part of the
equation is then

dSx
dx

2

+ mkx2

= 2

dSx
dx

Sx

2 m 2 2 x2

x p

2 m2 2 x2 dx

x0

x r
1

=
x0

m2 2 x2
dx
2

and with x =

sin this becomes

Sx

x p

cos d

1 sin2
m
x0

2
m

x
cos2 d
x0

2m

x
(cos 2 + 1) d
x0

=
=
=
=



2
1
sin 2 +
2m 2
2
(sin cos + )
2m
!
r


2
mx
m2 2 x2
1 mx
+ sin
1
2m



2
p

x
mx
2 m 2 2 x2 +
sin1
2
2m

Therefore,
 mx  2 t
2
xp 2
m2 2 x2 +
sin1

2
2m

2m
and this is a function of the the old position and the new momentum, S (x, ), so we haveTherefore,
S=

p
q

S
x
S
=

S
t

= H+

2
2m
= H E

We immediately have
= H
=

so that Hamiltons equations give q and constant. Then

p

=
=
=

S
x 
 mx  2 t 
xp 2
2
m 2 2 x2 +
sin1

x 2
2m

2m
2 2 2
2
p
2m x
1

1
m
q
2 m 2 2 x2
+
2
2m 1 m2 2 x2
4 2 m2 2 x2
2

1

=
2 m2 2 x2 m2 2 x2 + 2
2
2
2
2
2 m x
p
=
2 m2 2 x2
6

which we recognize as the usual energy relationship

E

2
2m
p2
1
+ m 2 x2
2m 2

=
=

Finally, to find the motion, we compute

q

S


 2 t 

xp 2
2
1 mx
2
2
2

=
m x +
sin
2
2m

2m

 mx 
 mx  t
2

x
1
q
+
+
2

=
sin1
m

2m 1 m2 2 x2

m
2 2 m2 2 x2
=

=
sin1

2
2
2
2
m
2 m x
 mx  t

=
sin1
+
m

 mx 

x
t
+
+
2
2
2
2
m
2 m x

Solving for x, we have

 mx 

sin1
m

 mx 
sin1

t
= q +
m

m
t
=
q +

m


mq 
=
sin t
m

We may identify the amplitude and phase of the oscillator as

A

m
mq

so that the position and momentum are

= A sin (t 0 )
p
2 m 2 2 x2
p (t) =
q
=
m2 2 A2 m2 2 A2 sin2 (t 0 )

x (t)

= mA cos (t 0 )