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PSU-Physics
Lecture Notes
PH 411/511 ECE 598
INTRODUCTION TO
QUANTUM MECHANICS
________________________________________________________________________
(1)
(2)
Typically L=T-V, where T is the kinetic energy and V is the potential energy of
the system. For example, for a particle of mass m moving in a potential V(x,t), the
Lagrangian is,
(3)
Then, for a couple of fixed end points (a,t1) and (b, t2) the classical action S is
defined as,
( b, t 2 )
S (q )
L( q(t ) , q (t ) , t ) dt
Classical action
(4)
( a, t1 )
Number (1-dimension case)
or
set of numbers (n-dimension case)
Function
or
set of functions (n-dimension case)
Notice S varies depending on the arbitrarily selected path q that joins the ending
point a and b, at the corresponding times t1 and t2. See figure 1 below.
We emphasize that in (4),
q
stands for a function (or set of functions, in the n-dimension case)
Indistinctly we will also call it a path
q(t) is a number (or set of numbers, in the n-dimension case)
It is the value of the function q when the argument is t.
is evaluated at a function),
i.e. S (q)
S q q = 0
(5)
That is, out of all possible paths by which the system could travel from an initial position
at time t1 to a final position at time t2, it will actually travel along the path for which the
integral is an extremum, whether a maximum or a minimum. The figure below shows
the case for the one-dimensional motion.
x(t)
xC
b
xC(t)
a
t1
t2
Figure 1. For a fixed points (a, t1) and (b, t2), among all the
possible paths with the same end points, the path xC makes
the action S an extremum.
S ( x)
( b,t 2 )
a,t
(
L( x, x,t )dt =
( b,t 2 ) 1
(a,t ) 2
[ mx 2 V ( x )]dt
(6)
x( = xC + h
(7)
Function
Scalar
(parameter)
which means
(7)
(8)
h(t1)= h(t2) =0
and is an arbitrary scalar parameter,
In expression (7), when choosing small values for , x( becomes a path just a
bit different than the path xC.
Note: In the literature the path difference [x( - xC ] is sometimes called x.
Here we are opting to use h ( a number, and h a function) instead, just
to emphasize that [x(-xC] is a difference between two paths (and not
the difference of just two numbers).
Evaluating expression (6) at the path x(( gives,
( b, t 2 )
S(x() = (a, t
1)
1
{ 2 m [ x C(t) + h (t) ]2 V( xC(t ) + h(t ) ) }dt
(9)
dS
0
d 0
(10)
x(t)
b
xC(t)
h(t)
a
t1
t2
From (6),
dS
( b, t 2 )
a, t
(
1)
1
2
a, t
(
1)
( b, t 2 )
a, t
(
1)
m [ h (t)]2dt
dS
d 0
( b, t 2 )
a, t
(
1)
(11)
The first term on the right side of the equality above can be integrated
by parts,
( b, t 2 )
a, t
(
1)
t2
x C (t) h (t) dt = x C (t) h(t ) t 1
( b, t 2 )
a, t
(
1)
x C (t) h(t) dt
a, t
(
1)
x C (t) h (t) dt = -
( b, t 2 )
a, t
(
1)
x C (t)h(t) dt
(12)
Since this last expression has to be equal to zero for any function h(t), it must happen
that m x C (t) + V (xC) =0, or,
x C (t) = dV (xC) = F
dx
That is,
( b, t 2 )
a, t
(
1)
L(x, x,t)dt =
( b, t 1 ) 1
( a, t ) 2
[ mx 2 V ( x )]dt .
x (t) =
dV
=F
dx
(13)
(13)
In the next section, a key expression we will use through the derivation is the following:
S
S
S
1
2
3 +
u1
u 2
u 3
S
S
S
1
2
3
v1
v 2
v 3
+
S
dt
t
S
S S S
(
,
,
)
u
u1 u 2 u 3
Accordingly,
S ( u , v , t dt ) S (u, v ,t ) +
(13)
S
S
S
dt
+
u
v
t
S( x )
( b, t 2 )
( a, t 1 )
L( x (t), x (t) , t) dt
(14)
h (t1) = h (t2) = 0
(15)
t2
t1
L( x ((t),
x ((t), t) dt
(16)
dS
t2
t1
L
L
hi
hi } dt
xi
xi
i
L
does not appear in the last expression.
t
dS
t2
t1
{
i
L
hi } dt +
xi
L
hi } dt xi
t2
t2
L
hi -
xi
t2
t1
{
i
t
i
t2
{
1
t1
{ (
i
d L
)hi } dt
dt xi
d L
)hi } dt
dt xi
d L
L
-(
) } hi dt
dt xi
xi
L
d L
dS
d 0
t1
{ (
t1
dS
t2
t
i
t2
L
d L
) } hi (t ) dt
-(
xi
dt xi
d L
L
and (
) are evaluated at x (t).
dt xi
xi
dS
d 0
t
i
t2
1
L
d L
) } hi (t ) dt = 0
-(
xi
dt xi
(17)
d L L
0
dt xi xi
(18)
These are second order equations. The motion is completely specified if the initial
values of the n coordinates xi and the n velocities xi are specified. That is, the xi and xi
form a complete set of 2n independent variables for describing the motion.
Remark:
dS
S
S
S
u 1
u 2
u 3
dt
u1
u 2
u 3
+
S
S
S
v 1
v 2
v 3 +
v1
v 2
v 3
+
S
t
S
S S S
(
,
,
)
u
u1 u 2 u 3
Accordingly,
dS
dt
S
S S
v
+
u
v
t
F q ( E v B)
(19)
Since the Maxwells equation states that B 0 , then B can be expressed in terms of
a vector potential A A( x ,t )
B A
(20)
A
t
(21)
where ( x ,t )
With these alternative expressions for E and B the equation of motion
m x q ( E v B)
can be expressed as,
m x q q
A
+ q x ( A)
t
(22)
x ( A)
A
- ( x ) A
x
(23)
Accordingly, the vector expression (22) can be expressed in term of the components,
A
m
A
( x ) A
x
+ x
x
q
x
t
= 1, 2, 3
The second and the fourth terms on the right side constitute a
exact differential of A
+ x
A
dA
x
dt
(24)
We have to figure out the Lagrangian L, such that the Lagrangian equations (18) lead to
2
(24). If there were no magnetic field, L would be L (1/2)m x q( x ) . The magnetic
field introduces a term depending on the velocity. Hence, lets try,
1
L m x 2 q( x ) f ( x , x ,t )
2
where x ( x2 , x2 , x3 )
(25)
L
f
q
x
x x
L
f
mx
x
x
d L
f
f
f
mx ( x )
( x )
dt x
x x
x x t x
where
stands for (
,
,
)
x
x1 x 2 x3
stands for (
,
,
)
x
x1 x 2 x 3
d L L
0 implies
dt x x
mx q
f
f
f
f
( x )
( x )
x x
x x
x x t x
(26)
m x q
+ qx
dA
A
q
x
dt
Notice the right side of (26) contains a term in x , which is not present in (24). Therefore
we require
f
=0
( x )
x x
Or, equivalently,
f
for = 1, 2, 3
x x
(27)
(28)
mx q
x
( x )G G
x
x
x
t
The last two terms on the right side constitute a
exact differential of G
mx q
G d
x
G
x
x dt
(29)
m x q
+ qx
dA
A
q
x
dt
f qx A( x ,t )
(30)
L( x , x ,t ) m x 2 q ( x ) q x A( x ,t )
2
(31)
E
B A
A
t
0 becomes
equation
dt x x
d L
0
dt x
L
It means that the generalized momentum
is constant
x
If a coordinate x does not appear in the Lagrangian, the variable is said to be cyclic.
p = constant
(32)
L(x, x )
(33)
is,
dL
dt
L dxi
L dx i
+
]
xi dt
x i dt
[
i
dL
dt
L dx i
d L dxi
)
+
]
x i dt
dt xi dt
[ (
L dx i
d L dxi
)
+
]
x i dt
dt xi dt
[
i
This implies,
d
L
( xi )
dt
xi
d
dt
xi
L
xi
xi
L d L
L
xi
L = constant
(34)
xi
L
xi
(35)
A more rigorous definition of the Hamiltonian function will be given in the following
sections.
Expression (34) indicates that, when L does not depend explicitly on time, the
Hamiltonian quantity H is a constant of motion.
Case of a potential independent of the velocities
For the case in which V = V(x),
L(x, x ) = T( x )
V(x)
=
1
2
mk x k
V(x)
(36)
L
x i
xi
= mi xi
L
=
xi
mi xi
= 2 T (x)
xi
L
xi
= 2 T ( x )
= 2 T ( x )
( T( x ) V(x) )
= T( x )
V(x) = Energy
(37)
Thus, when the potential does not depend on the the velocity, and L does not depend
on the time explicitly, H is the energy of the system and at the same time a constant of
motion.
(32)
(33)
L
.
y
(34)
L(x, y)
allow us to put y in terms of x and v).
y
(36)
(x, y)
(x, v)
(x, v) = (x, L/ y )
L(x, y)
B(x, v)
(38)
B(x, v) L(x, y) y v
= L(x, y) y L/ y
dL = ( L/ x ) dx + ( L/ y )dy = u dx + v d y
dB = u dx y dv
With this background, we will see below that the transformation to transit from the
Lagrangian formulation to the Hamiltonian formulation is of the Legendres type. (Just
identify the x variable with the y variable we have used in this section.)
4.2B The Hamilton Equations of Motion
The equation of motion of a system is described by a Lagrange function
L L( x, x , t ) , leading to a set of differential equations of second order,
d L L
0,
dt xi xi
i = 1, 2, , n
( x, x , t )
( x, p, t )
(39)
where pi
L
( x, x, t )
xi
H ( x, p, t ) x i pi - L( x, x , t )
i
(40)
H H ( x, p, t )
implies,
dH =
H
H
H
dxi
dpi
dt
xi
pi
t
i
(41)
On the other hand, the expression for H ( x, p, t ) xi pi - L( x, x , t ) given in (40)
i
implies,
dH =
p dx x dp
i
L
dxi
xi
L
(d
)
dt xi
L
L
dxi
dt
xi
t
pi
( d pi )
dt
p i
Thus, the first and fourth sum-terms cancel out
dH =
x dp
i
p i dxi
L
dt
t
(42)
H ( x, p, t ) x i pi - L( x, x , t )
i
x i ( x, p, t ) pi - L( x, x ( x, p, t ), t )
i
xi
H
pi
p i
H
xi
Hamilton canonical
equations
(2n first-order equations)
(43)
i = 1, 2, , n
and
H
L
t
t
Notice if L does not depend on t explicitly, neither does H.
(44)
L
( x, x, t )
xi
H ( x, p, t ) xi pi - L( x, x , t ) in terms of x and p .
i
= m r
and
=
m
pr
p
r
rpr p
pr
m
2
H (r, , pr , p ) = pr
2m
pr
p
mr
p 2
2mr 2
p 1 m ( ( pr )2 r 2 ( p2 )2 )
m
mr
V(r).
Using (30) one obtains the equation of motion for each of the 4 independent variables
r , , pr , p .
H pr
=
pr m
p r
V
H
=
r
r
H
p
=
p mr 2
pr
H
=0
dH
H
dt
t
dH
dt
Proof:
(45)
H
H
H
xi
p i
xi
pi
t
i
- p i
xi
The first and second sum-term cancel out, which proves the statement. That is,
H is a constant of motion if
(59)
(46)
H
L
dH
H
and (45)
,
t
t
dt
t
L
H
dH
0 implies
0 , and, hence
0.
t
t
dt
L
L
xi
2 ki ( xi )2 = 2T
= 2ki xi and
xi
xi
i
i
L
xi
L = 2T L= 2T ( T V )= T + V .
xi
One obtains,
H=
(47)
x and p coordinates.
That is, the state of a system is specified by a point ( x, p) in phase space.
The task is to find how this point moves in time, i.e. the motion in phase space
The initial condition tell us where in phase space the system starts, but it is the
Hamiltonian which tells us, though the canonical equations (43), how it proceeds
from there.
t=to
( x, p )
phase
space
Alternatively, the Hamiltonian determines all the possible motions the system can
perform in phase space, the initial conditions picking out the particular motion
which is the solution to a particular problem.
dF
dt
F
F
F
xi
p i
xi
pi
t
i
H
pi
H
xi
F H
F H F
xi pi i pi xi t
dF
dt
F H F H F
i pi pi xi t
x
i
(48)
The first term on the right side is called the Poisson bracket between F and H (to be
described in more detailed in the sections below).
F, H F H F H
xi pi
(49)
pi xi
In terms of the Poisson bracket, the time dependence of a physical quantity is expressed
as,
F
dF
F, H
dt
t
(48)
A quantity F that does not depend explicitly on time, will be a constant of motion if the
Poisson bracket between F and the Hamiltonian H vanishes. Certainly, one would have
to have a lot of intuition to figure out such a function F. We will see later, however, that
there exist systematic methods to find just that. Here we just want to show that the
possibility of finding constant of motion without solving the equations.
To see how this works, lets take the familiar example of the two dimensional,
symmetric simple harmonic oscillator. 2 For simplicity take k=1 and m=1. Then,
1
L( x1 , x2 , x1 , x2 , t ) ( x1 x2 ) ( x1 x2 )
2
(49)
L
( x1 , x2 , x1 , x2 , t ) xi for i= 1,2
xi
H ( x, p, t ) xi pi - L( x, x , t )
pi
(50)
x1 p1 x2 p2 ( x1 x2 ) ( x1 x2 )
2
p1 p1 p2 p2 ( p1 p2 ) ( x1 x2 )
2
H ( x1, x2 , p1, p2 , t )
1
2
( p1 p2 ) ( x1 x2 )
2
(51)
Without finding the explicit solution, lets show that expression (48) tell us that the
angular momentum F,
F ( q1 , q2 , p1, p2 , t ) x1 p2 x2 p1
angular momentum
(52)
F H F H
p2 p1 x2 x1
x1 p1 p1 x1
F H F H
p1 p2 x1 x2
x2 p2 p2 x2
F
0
t
which gives
F H F H F
=0
pi xi t
i 1
i pi
2
dF
0
dt
(53)
That is, without explicitly calculating the solution, we know that, for this problem, the
angular momentum is a constant of motion.
b) Cyclic coordinates
According to the definition given in Section 4.1C, a cyclic coordinate xi is one that does
L d L
L
is a constant of motion. But the Hamiltonian
x i
H
H
equation p i
implies also that in this case
0 ; that is,
xi
xi
the generalized momentum pi =
(54)
This conclusion can also be obtained from the definition of the Hamiltonian,
H ( x, p, t ) x i pi - L( x, x , t ) . Notice, H differ from L by x i pi , which does
i
xi
i=1, , n
H
will be constant.
xi
pi i
H
i
i
( constant )
x i i t i
It is true that rarely occurs in practice that all the coordinates are cyclic (for, thus, taking
advantage of the easy way to find the solutions.) However, a given problem can be
described by different sets of coordinates. It becomes important then to find a
systematic procedure for transforming from one set of variables to another set of
variables where the solution is more conveniently tractable. That will be the subject of
using canonical transformations, to be described in section 4.4.
4.2D The modified Hamiltons principle: Derivation of the Hamiltons equations from a
variational principle.
Hamiltons canonical equation can be obtained from a variational principle, similar
to the way the Lagrange equations were obtained in Section 4.1B above. However, the
variations will be over paths in the ( x, p) phase-space, which has 2n dimensions, twice
L( x, x , p, p ,t ) x i pi - H ( x, p, t )
(55)
S ( x, p) )
L( x, x , p, p ,t ) dt
(56)
( x1 , p1 , t1 )
In applying the variational principle, we realized it is very similar to the case when we
applied it in the configuration space. This time we just have more independent
variables. The result is,
d L L
0
dt xi xi
and
d L L
0,
dt p i pi
for i=1,2, , n.
(57)
L
pi ,
xi
L
H
xi
xi
H
d L L
0 implies p i
dt xi xi
xi
(58a)
L
0,
p i
L
H
xi pi
pi
d L L
0 implies
dt p i pi
xi
H
pi
(58b)
Expression (48) evaluates how a given dynamic quantity F= F ( x, p ,t ) varies as a
function of time, while x and p evolves according to the Hamilton equations. The first
term of the right hand in (48) turns out to be an important expression in itself; it is
called the Poisson bracket of F and H.
In general, the Poisson bracket [S,R] of the dynamical variable S= S ( x, p) with the
dynamical variable R= R ( x, p) is defined as,
S, R S
i
R S R
xi pi pi xi
(55)
[S,R](x,p)
(56)
to emphasize that the derivatives in the bracket are taken with respect to the
variables ( x, p) . For, it may happen that an (invertible) transformation of
coordinates
Q Q( x, p, t ) and P P ( x, p, t )
may have taken place. Therefore the dynamical quantities will have a
dependence on Q and P , and the Poisson bracket of the S and R can be taken
with respect to the new variables,
[S,R](Q,P)
(57)
dF
F
[F , H ]
dt
t
(58)
dx
x
[ x , H ] [ x , H ]
dt
t
x H x H H
=
p H p H
H
=
dp
H
[ p , H ] =
dt
x
Thus,
dxi
[ xi , H ]
dt
dpi
[ pi , H ]
dt
Hamilton canonical
equations
(2n first-order equations)
i = 1, 2, , n
constitutes an alternative way to express the Hamilton canonical equations.
(59)
x , x xx
x x x
= 0
pi pi xi
p p p p
,
p
i x p p x = 0
i
i
i
i
x , p xx
for
p x p
= 0
pi pi xi
x , p xx
p x p
= 1
pi pi xi
for =
That is,
[ x , x ]( x, p ) [ p , p ]( x, p ) 0
[ x , p ]( x, p )
(60)
..
Remark.
Notice, the result (60) appears to be trivial. It is. In fact, this is a property of the Poisson
bracket itself, regardless of the existence of a Hamiltonian.
It turns out, however, that if the bracket of the variables x , p were calculated with
respect to other arbitrary variables (Q,P), the value of [ x , p ](Q, P ) would be, in general,
different than .
[ x , p ](Q, P )
(61)
the new canonical variables used to describe the motion. Hence the usefulness of the
Poisson bracket; it helps to identify such important canonical transformations.
Here we derive the chain rule that relates the Poisson brackets evaluated with
respect to different coordinates.
If S=S (Q, P ) and R=R (Q, P )
(61)
where Q Q( x, p, t ) and P P ( x, p, t )
S , R( x, p ) S
R S R
=
x
i
i
i
i
S Q S P
R Q R P
(
) (
P xi
P pi
i Q xi
Q pi
S Q S P
R Q R P
(
) (
P pi
P xi
i Q pi
Q xi
( QS
Q R Q S Q R P
xi Q pi Q xi P pi
S P R Q S P R P
P xi Q pi P xi P pi
S
( Q
Q R Q S Q R P
pi Q xi Q pi P xi
S P R Q S P R P
P pi Q xi P pi P xi
S
R
S
R
[Q ,Q ]( x, p )
[Q , P ]( x, p )
Q
Q Q
P
+ S [ P ,Q ]( x, p ) R S [ P , P ]( x, p ) R
P
Thus,
For S=S (Q, P ) and R=R (Q, P )
where Q Q( x, p, t ) and P P ( x, p, t )
S,R( x,p ) S
i
R S R
x i p i pi x i
(62)
S
R
S
R
[Q ,Q ]( x, p )
[Q , P ]( x, p )
Q
Q
Q
P
S
R
S
R
[ P ,Q ]( x, p )
[ P , P ]( x, p )
P
Q
P
P
[Q , P ]( x, p ) = ,
[Q , Q ]( x, p ) = 0, and
(63)
[ P , P ]( x, p ) = ,
then (62) gives S,R( x,p ) S R S R . That is,
i
Qi Pi
Pi Qi
Valid only for those particular transformation (x,p) (Q,P) that satisfy (63)
(64)
Thus, we have found that those transformation of coordinates (x,p) (Q,P) satisfying
(63) are very special: the bracket of two arbitrary dynamical quantities R and S remain
invariant, independent of whether we use (x,p) or (Q,P) to evaluate the bracket.
4.3C The Poisson bracket theorem: Preserving the description of the classical motion
in terms of a Hamiltonian
a) Example of a motion for which there is not Hamiltonian to describe it
Given a Hamiltonian H ( x, p, t ) we say that the time evolution of the classical system
is generated by H according to the canonical equations (43) and (59).
There are cases, however, in which no Hamiltonian generates a particular motion.
Consider, for example, the following motion:
(65)
x ( p x 2 )2
x
p 1
- 2x ( p x 2 ) 2
2 ( p x2 )
That there is no H whose associated canonical equation ends up in (60) can be seen by
first requiring,
H
x
( p x 2 )2
p
H
x
p
1
- 2x ( p x 2 ) 2
2 ( p x2 )
x
The first equation gives,
2H
( p x 2 ) 2 4 x( p x 2 )
xp
x
and the second equation gives,
2H
1
x
[
- 2x ( p x 2 ) 2 ]
px
p 2 ( p x 2 )
x
- 1
- 4x ( p x 2 )
2 ( p x 2 )2
xp
px
(66)
(67)
P (p x )
2 2
( p x 2 )2
=P
P 2( p x 2 )( p 2 xx )
= 2P1/2( p +2Q Q )
according to (65)
x
= 2P1/2 ( 1
- 2x ( p x 2 ) 2 + 2Q Q )
2
2 (p x )
Q
= 2P1/2 ( 1 1/2 2 Q P 2Q Q )
2P
But Q P
Q
= 2P1/2 ( 1 1/2
2P
P Q
In short, the motion described, in the x,p coordinates, as
x ( p x 2 )2
x
p 1
- 2x ( p x 2 ) 2
2 ( p x2 )
(68)
P Q
These equations do have a Hamiltonian. Indeed,
K
setting Q
P , gives K(Q,P) = (1/2)P2 + f (Q)
P
K
2
setting P
Q , gives K(Q,P) = (1/2)Q + g (P)
Q
Therefore,
K(Q,P) = (1/2) Q2 + (1/2) P2
(69)
(70)
An outline of the proof is given in the Appendix-1, at the end of this chapter.
This theorem is used to verify whether or not a given motion is a Hamiltonian motion. If
we knew x=x(t) and p = p(t), we would apply (70) with the choice of R=q and S=p. If
(70) were not fulfilled, then there will be no Hamiltonian to describe such a motion.
throughout the motion (even without solving the equations of motion.) In other
occasions, the transformation of coordinates allows a better interpretation of classical
mechanics formalism as a point of departure for elaborating a quantum theory. The
latter is more pertinent to this course.
The example given in the previous section illustrate, however, that, if we want to
keep a Hamiltonian formalism to describe the motion, we have to be careful when
making a proper change of coordinates. Otherwise we may end up with no Hamiltonian
associated to that motion when described in those new coordinates. In this section we
study those types of transformations of coordinates that allow keeping the description
of the classical motion within a Hamiltonian formalism, i. e. its description according to
the canonical equations (43) and (59). They are called canonical transformations. We
will find that the systematic procedure for generating such transformations, involves the
participation of four types of so called generating functions. Each generating function
produces a corresponding type of canonical transformation.
In the course of constructing a consistent formalism for obtaining canonical
transformations, a fortunate turn of events occurs. It turns out that, finding the proper
generating function (to obtain a canonical transformation of specific characteristics) is
equivalent to finding the solution to the canonical Hamiltonian equations! (This will be
shown in Section 4.5C below.) Further, a particular canonical transformation will lead to
a new Hamiltonian that is identically equal to zero; the equation that such a generating
function must satisfy is the celebrated Hamilton Jacobi equation (this will be addressed
in Section 4.7). In the subsequent chapters, when elaborating a quantum mechanics
formalism, we will require that the quantum mechanics equation should have the
Hamilton Jacobi equation as a limit. The latter justify our current effort for attaining a
god understanding of the Hamilton Jacoby equation. We start by addressing the concept
of canonical transformations first.
Transformation of coordinates
Consider that a classical motion is described by
(71)
for which a Hamiltonian exists; i.e. the changes of x (t ) and p(t ) are governed by a
Hamiltonian H:
H
H
xi
and p i
(72)
xi
pi
x(t ), p(t )
As x (t ) and p(t ) change, the variables Q (t ) and P(t ) also change accordingly.
However, nothing ensures that the time evolution of the latter variables preserves the
Hamiltonian formalism given in expression (43). That is, it doesnt always exists a
K
K
function K such that Q i
and Pi
.
Pi
Qi
Those particular transformations that allow preserving the Hamiltonian form of the
equation of motion are called canonical transformation. In this section we address,
a method to generate such transformations, and
inquire how to select a canonical transformation that renders a Hamiltonian K
that is a constant function, for, in such a case, the equation of motion becomes
obviously very simple.
t
t
t=to
( x, p )
Transformation
t=to
( Q, P )
phase space
phase space
Figure 3. For
Q Q( x, p, t ) ;
P P( x, p, t )
.
Note: It turns out, a transformation that is canonoid with respect to a given Hamiltonian
need not be so with respect to another.
4.4B Canonical transformations
Definition
A transformation that is canonoid with respect to all Hamiltonians
is called canonical.
(75)
S, R ( x , p ) S
i
R S R
xi pi pi xi
P P( x, p, t )
S , R (Q,P) z S , R( x, p)
(76)
(77)
H= C +
(c x c' p ) +
( x x ' x p " p p )
2
2
1
1 1
(78)
(79)
(80)
x p - Q P
i
(81)
i i
P P( x, p, t )
(82)
It turns out, when (81) is written as a function of ( x, p, t ) it reveals much about the
transformation. It is found that when the transformation (82) is (restricted) canonical,
expression (81) becomes an exact total derivative of a scalar function F. The latter is
then used to generate the transformation
The strategy is to show that there exists a function F that allows express (81) in the
following alternative form,
x p - Q P
i
i i
x x p p
F
... else
t
(83)
To this end, lets expand the left side in terms of the old coordinates,
x p - Q P =
i i
x p
i
Qi
( x
x k
k
Qi
Q
p k i ) Pi
pk
t
Q i
xi pi i
Qm
( x
m
( pi
i
xi Pm
m
Qm
p
i
p i Pm
i
Qi
Pi )
t
Qm
Q
Q
Pm ) xi ( m Pm ) p i i Pi
xi
t
i
m pi
i
(84)
The next step is then to identify, term by term, expressions (83) and (84).
Appendix-3 outlines the demonstration that there exists such a scalar function F such
that,
pi
Qm
Pm
F
xi
Qm
Pm
pi
F
pi
x
m
and
Qi
Pi
t
(85)
F
H K
t
x p - Q P
i
i i
x x
p p
F
+ H - K)
t
Or
xi pi - H - Qi Pi K
i
i
xi pi - H - Qi Pi K
i
x x
i
dF
dt
p p
F
t
(86)
F1 ( x, Q , t ) = F ( x, p( x, Q ) , t )
F2 ( x, P, t ) = F ( x, p( x, P), t ) ,
F3 ( p, Q , t ) = F ( x( p, Q ), p, t )
F4 ( p, P, t ) = F ( x( p, P), p, t )
dF1
xi pi - H - Qi Pi K = dt ( x, Q , t )
i
=
i
F1
xi
xi
F1
Q Q
F1
t
(87)
Since the xi and the Qi are independent, then the coefficients of x i and Q i should be
equal,
pi
F1
( x, Q , t )
xi
i= 1, 2, , n
(88a)
Pi
F1
( x, Q , t )
Qi
i= 1, 2, , n
(88b)
K H
F1
t
dF2
xi pi - H - Qi Pi K = dt ( x, P , t )
i
(88c)
=
i
F2
xi
xi
F2
P P
F2
t
(89)
Pm ,
dF2
xi pi - H - Qm Pm K = dt ( x, P , t )
i
=
i
F2
x i
xi
F2
P P
F2
t
(89)
Q
Q
where we will replace Q m m xi m Pi
xi
Pi
i
i
Q
Q
Q m Pm = ( m xi m P i ) Pm
xi
Pi
m
i
i
m
Inverting the order of the summation
Q
Q
Q m Pm = m Pm xi m Pm P i
i
m xi
i
m Pi
m
Replacing (90) in (89)
Qm
xi pi - H - ( x Pm ) xi (
i
m
i
i
i
=
Qm
P
m
Pm ) P i + K =
F2
x
i
(90)
x i
F2
P P
dF2
( x, P , t )
dt
F2
t
(91)
Since the xi and the Pi are independent in (91), then the coefficients of x i and P i
should be equal,
Q
F2
pi m Pm
( x, P , t )
xi
m xi
Q
F2
(92)
m Pm =
( x, P , t )
Pi
m Pi
F2
K -H =
t
It is not straightforward to visualize that from the first equation the Pi can be solved as
a function of ( x, p) , since the Qm are involved there. Hence, we perform an extra step.
First, notice that the first equation in (92) can be written as,
pi
xi
F2
( x, P , t )
xi
m m
( F2 Qm Pm )
xi
m
pi
(93a)
(Qm Pm )
Q
P
m Pm m Qm
Pi
m
m Pi
m Pi
Q
m Pm imQm
m Pi
m
Q
m Pm Qi
m Pi
Hence, the second equation in (92) can be expressed as,
(Qm Pm )
F2
Qi =
( x, P , t )
Pi
Pi
( F2 Qm Pm )
Qi =
Pi
m
(93b)
F2 ' ( F2 Qm Pm ) ,
m
F2 '
xi
F2 '
Qi =
Pi
F2 '
K -H =
t
pi
(94)
At the end, there will be no interest in the function F2. We already found a F2 that, if
expressed in terms of (x,P) as independent variables, it will generate a canonical
transformation. Hence, lets just rename the F2 as F2.
In summary
pi
F2
( x, P , t ) ,
xi
solve for
Qi =
F2
( x, P , t ) ,
Pi
K -H =
F2
t
this gives
Pi Pi ( x, p, t )
Qi Qi ( x, p, t )
x x(Q, P , t )
K (Q, P , t ) = H ( x, p, t ) +
F2 '
( x, P , t )
t
p p(Q, P , t )
(95)
I
( x, p) (Q, P)
(97)
expect the new coordinates (Q, P) will differ from the old ones ( x, p) also by
infinitesimal values; that is,
Qi = xi i
Pi = pi i
(98)
F2
G
Pi
xi
xi
F2
=
xi
G ( x , p( P ) , t )
Pi
Pi
based on (99a) one obtains
P
xi
G ( x , p( P ) , t ) i
p i
pi
xi
G ( x , p( P ) , t )
pi
pi
Qi
(99a)
(99b)
the transformation
G
Pi pi
xi
G
Qi xi
pi
(100)
Pi pi
G
xi
= pi (dt )
H
xi
= pi (dt ) ( p i )
But p i (dt ) is the increment of p due to the motion
= pi dpi
Qi
xi
G
pi
H
pi
Using the Hamiltonian equations (43)
= xi (dt ) ( xi )
= xi (dt )
= xi dxi
That is, we have obtained:
transformation ( x, p)
(Q, P)
Qi xi dxi
(101)
Pi pi dpi
where dxi and dpi are, respectively, the changes
in xi and pi due to the motion governed by the
Hamiltonia H.
(70)
(102)
F ( t, t' )
F ( t, t" )
x (t), p(t)
x(t), p(t) x(t), p((t)
, . ,
(103)
x(t0), p(t0)
old coordinates
Canonical
transformation
F ( t, t0 )
x(t), p(t)
new coordinates
(104)
d L L
0
dt xi xi
(105)
(106)
Qi =
F2
fi ( x t)
Pi
pi
F2
=
xi i
(107)
f m ( x t )
Pm
xi
That is, the new coordinates Qi depend only on the old coordinates and time, but do
not involve the old momenta. Such a transformation is then an example of the class of
point transformation, done in the configuration space, which led to the consideration of
the invariant of the Lagrangian equation with respect to a transformation of
coordinates. In this context, such a point transformation (107) are canonical, and
therefore preserve the Hamiltonian description of the motion. We have therefore a
view of the invariance of the Lagrangian from a canonical transformation of coordinates
perspective.
4.6B The Lagrangian equation as an invariant operator
In Section 4.2D, the application of the modified Hamiltons variational principle to the
generalized Lagrangian L( x, x , p, p ,t ) led to
d L L
d L L
0 , for i=1,2, , n
0 and
dt p i pi
dt xi xi
For simplification purposes in this section lets use,
( x, p)
So we express the Lagrangian as,
L( , ,t )
And the equation (106) take the compact form,
L( , ,t ) 0 ,
dt
i
i
(106)
(107)
for i=1,2, , 2n
(108)
(109)
L' (, ,t )
(110)
will lead to
L' (, ,t ) 0 ,
dt i i
for i=1,2, , 2n
xi pi - H ( x , p ,t ) - Qi Pi K (Q , P ,t )
i
(111)
dF
dt
L( , ,t ) - L' (, ,t )
dF
dt
(112)
Now come the time to highlight further the importance of expression (112). It turns out
that replacing (112) in (108), one obtains,
L' (, ,t ) 0
dt i i
(113)
remarkable.
dt i
L' (, ,t ) 0
dt i i
phase-space.
dt
dt i
d
renders the
dt
i
i
( x(t), p(t) )
F ( t, t0 )
( Q , P
( x(t0) , p(t0) )
( x0 , p0
(114)
F ( t, t0 )
H(x , p )
K( Q, P)
One can automatically ensure that the new variables (Q , P) are constant in time by
requiring that the new Hamiltonian K( Q, P) be identically zero!, for then the equations
of motion are,
K
Q i
0
Pi
K
P i
0
Qi
(115)
K H
F
t
H ( x, p, t )
F
t
(116)
(117)
F2
( x, P , t )
xi
F2
=
( x, P , t )
Pi
pi
Qi
(118)
H ( x,
F2
F
F2
, .... , 2 , t )
x1
xn
t
Given H, this constitutes an equation for F2. It is customary to denote the solution of
this equation by S, which is called the Hamiltons principal function.
H ( x,
S
S
S
, .... ,
, t)
x1
xn
t
Hamilton-Jacobi Equation
S S ( x, P , t )
with P = constant
Hamiltons principal function
(119)
In short, when solving the Hamilton-Jacobi equation, we are at the same time obtaining
a solution of the mechanical problem
Further physical significance of the Hamilton principal function
Lets evaluate the total derivative of S S ( x, P, t ) .
dS
S
S
xi
xi
t
dt
i
because the Pis are constant .
S
Using expression (118), pi
( x, P , t ) , gives
xi
dS
dt
pi xi
S
t
S
0, o
t
dS
pi xi H
dt
i
The term on the right iis the Lagrangian L ( x, p , t ) ; thus,
dS
L
dt
L is then an indefinite time integral of the Lagrangian,
t
(121)
(122)
Appendix-1
Poisson bracket theorem
Let ( x(t), p(t) ) be the time development of a system on phase space. This
development is generated by some Hamiltonian H ( x, p, t )
if and only if
every pair of dynamic variables R( x, p, t ) , S ( x, p, t ) satisfies the relation
d
[ R, S ] [ R , S ] [ R, S ]
dt
(1)
x(t)
( )
=
)
x
p
( )
=
x
p
(2)
For it will ensure not contradicting the fact that, if H existed, it would
2H
2H
have to satisfy
x p p x
Since, regardless of the existence of a Hamiltonian or not, [ x , p ] , we
start with the following result:
0
d
[ x , p ] 0 . Expression (1) implies
dt
d
[ x , p ] [ x , p ] [ x , p ]
dt
p p
x x
+
=0
pi xi
pi xi i xi pi
xi pi
+
=0
x
p
or
( )
=
x
p
In other words, (2) does not contradict the quest for finding
that satisfies
H/p and H/x .
a function H
________________________________________________________________________
Appendix-2
Canonical transformation theorem
Let ( x, p) be a set of general coordinates on phase space. The Poisson brackets
of any two dynamic variables R and S will be specified as,
R S R
x
i
i
i
i
S , R ( x , p) S
Q Q( x, p, t ) ;
P P( x, p, t )
S , R
z S , R
( x , p)
(1)
H= C +
(c x c' p )
( x x ' x p " p p )
2
2
1
1 1
(2)
[ R, S ]
[ R, S ]
[ R, S ]
. For, according to the Poisson bracket
dt
Q (t ) and P(t )
d
d
( x , p)
( Q ,P )
[
R
,
S
]
z
S
,
R
From b:)
dt
dt
d
S , R ( x , p)
dt
d
S , R ( x , p) z{ [ R , S ]( x , p) [ R, S ]( x , p) }
dt
Using b) again,
[ x , x ](Q ,P ) = ?
( Q ,P )
[ R, S ]
obtained in (36).
xi
H const
0
pi
pi
and
p i
H
const
0
xi
xi
(3)
quantities like
d
[ x , x ](Q , P ) [ x , x ](Q , P ) [ x , x ](Q , P )
dt
d
[ x , p ](Q , P ) [ x , p ](Q , P ) [ x , p ](Q , P )
dt
d
[ p , p ](Q , P ) [ p , p ](Q , P ) [ p , p ](Q , P )
dt
Lets put
(4)
function of ( x, p, t )
[ x , x ](Q , P ) f ( x, p, t )
(Q , P )
[ x , p ]
(Q ,P )
[ p , p ]
For a Hamiltonian
(5)
g ( x, p, t )
s ( x, p, t )
H ( x, p, t ) =const,
( x , p)
0 , [ g , H ]( x , p) 0 , [s, H ]( x , p) 0 ; and
[ f , H]
f [ f , H ]( x , p ) f =
f
dt
t
t
d
g [ g , H ]( x , p ) g =
g
dt
t
t
d
( x, p)
s [ s, H ]
s =
g
dt
t
t
Since, according to (4),
obtains,
d
d
d
f 0 ,
g 0 , and
s 0 , one
dt
dt
dt
f [ x , x ](Q , P ) 0 ;
t
t
(Q ,P )
g [ x , p ]
0 ; and
t
t
.
..
(6)
s [ p , p ](Q , P ) 0
t
t
(Q ,P )
(Q , P )
[
x
,
x
]
[
x
,
p
]
So, neither
,
(Q , P )
nor [ p , p ]
time variable.
(Q ,P )
(Q , P )
obtain the result (6), neither of the values [ x , x ]
, [ x , p ]
, or
(Q , P )
[ p , p ]
This implies
H
c 'i
pi
xi
p i
and
H
ci
xi
(7)
Using (7),
[ x , p ]
(Q , P )
[ p , p ]
Thus,
(Q , P )
[ x ,c ]
(Q , P )
[ p ,c ]
0 ; and
d
d
[ x , x ](Q , P ) f 0
dt
dt
d
d
[ x , p ](Q , P ) g 0
dt
dt
d
d
[ p , p ](Q , P ) s 0
dt
dt
f [ f , H ]( x , p ) f
dt
t
g [ g , H ]( x , p ) g
dt
t
s [ s, H ]( x , p ) s
dt
t
Using (6),
[ f , H ]( x , p) 0
n
[ f , (ci xi c'i pi )] 0
i 1
i 1
ci [ f , xi ]
n
ck
k 1
f
pk
c' [ f , p ] 0
i 1
n
c 'i
k 1
f
xk
This should be true for all arbitrary values of ck and ck, which implies,
f
xk
Similarly,
g
xk
and
f
xk
for k = 1, 2, . , n
(8)
and
g
xk
for k = 1, 2, . , n.
,
(9)
Now we need to prove that all those constant values are of the same
magnitude z.
To that effect consider the Hamiltonian
n
H = ( x x ' x p " p p )
1 1
xi
H
( ' i x
pi
1
2 "i
1
2 "i
p )
( ' i x "i p )
(10)
p i
H
( i x 'i p )
xi
( ( i x 'i p )
(10)
Q
Q( x, p, t ) ; P P( x, p, t ) is canonoid with respect to this
Since
Hamiltonian H, it means
d
[ x , x ](Q , P ) [ x , x ](Q , P ) [ x , x ](Q , P ) =0
dt
d
[ x , p ](Q , P ) [ x , p ](Q , P ) [ x , p ](Q , P ) =0
dt
d
(Q ,P )
(Q ,P )
(Q ,P )
[ p , p ]
[ p , p ]
[ p , p ]
=0
dt
(Q , P )
[ x , x ](Q , P ) implies,
Using (10), 0 [ x , x ]
( 'k [ xk , x ]
(Q , P )
"k [ pk , x ]
( 'k [ x , xk ]
(Q , P )
(Q , P )
(Q ,P )
"k [ x , pk )]
(11)
(Q , P )
[ x , p ](Q ,P ) implies,
Similarly, using (10) 0 [ x , p ]
[ x ,( (k xk ' k pk )](Q , P )
0 ( 'k [ xk p ]
k
(Q ,P )
"k [ pk , p ](Q , P )
(12)
=I implies S=0
(Q , P )
0 [ p , p ]
(Q , P )
[ p , p ]
(Q , P )
0 [( (k xk 'k pk ), p ]
k
0 k [ xk , p ]
(Q ,P )
implies
(Q , P )
[ p ,( (k xk ' k pk )]
'k [ pk , p ]
(Q , P )
(13)
implies G is symmetric
(Q ,P )
f [ x , x ]
=0
F=0 or
S=0
(Q , P )
s [ p , p ]
or
(Q , P )
G symmetric g [ x , p ]
(14)
=0
= g
0 0 13
0 0 0
G
0 0
31
0 ... ...
g33 ...
g 31g12 31g13
31 11
... .. 0
0
...
... g 21 g 22
... g31 g32
...
...
...
...
(15)
or
or
f
s
(Q ,P )
[ x , x ]
=0
(Q , P )
[ p , p ]
G symmetric g [ x , p ]
(16)
=0
(Q , P )
= z
From the chain rule, expression (40) in the main text of this chapter,
S , R (Q,P) S
R S R
.
Qi Pi Pi Qi
..
S
R
S
R
[ x , x ](Q , P )
[ x , p ](Q , P )
S
R
S
R
[ p , x ](Q , P )
[ p , p ](Q , P )
p
x
p
p
S
R S
R
[ x , p ](Q , P )
[ p , x ](Q , P )
x
p p
x
R S
R
[ z x ]
[ z x ]
S R
S R
z x
S , R (Q,P)
which gives,
S , R (Q,P) z xS , R ( x,p)
x p - Q P
i
(1)
i i
Q Q( x, p, t ) ;
P P( x, p, t ) .
It turns out, when (1) is written as a function of ( x, p, t ) it reveals much about the
transformation.
x p - Q P
i
i i
Qi
x p - ( x
i
xk Pi
k
Qi
Q
p k Pi i Pi )
pk
t
xi pi i
Renanimng
Renanimng
i m , and
i m , and
k i
k i
Qm
x
m
( pi
i
xi Pm
m
Qm
p
i
p i Pm
i
Qi
Pi )
t
Qm
Q
Q
Pm ) xi ( m Pm ) p i i Pi
xi
t
i
m pi
i
(2)
The objective is to show that there exists a function F that makes (2) equal to
x x p p
i
i pi
m
F
t
Qm
Pm implies
xi
i
Qm
2Qm
Q P
(
Pm ) (
)Pm m m
xk
xi
m xk
m xk xi
m xi xk
k pk
m
Qm
Pm implies
xk
k
Qm
2Qm
Q P
(
Pm ) (
)Pm m m
xi
xk
m xi
m xi xk
m xk xi
which gives,
i k
Q P
P Qm
m m m
{xi , xk }Q,P
xk xi
m xk xi
m xk xi
{xi , xk }
Q ,P
{ pi , pk }
Q ,P
0 and {xi , pk }
0
xk xi
This indicates that there exist a function F such that,
ik
(3)
Similarly
i
m
F
x
(4)
Qm
Pm implies,
pi
i
2Qm
Q P
(
)Pm ( m ) m
pk
pi pk
m pk pi
m
k
m
Qm
Pm implies,
pk
k
2Qm
Q P
(
)Pm ( m ) m
pi
pk pi
m pi pk
m
which gives,
i k
Q P
Q P
( m ) m m ) m ) { pi , pk }Q,P = 0
pk pi
pk pi
pi pk
m
xk
F
p
(5)
Qi
Pi implies,
t
(
i
k pk
m
2Qi
Q P
Pi i i )
xk t
t xk
and
Qm
Pm implies
xk
pk
(
i
k
m
2Qi
Q P
Pi i i )
pk t
t pk
Qm
Pm implies
pk
k
Qm
Q P
k
2Qm
Q P
(
Pm m m ) and
(
Pm m m )
t
xk t
t
pk t
m txk
m tpk
2
This gives,
k
Q P Q P
( i i i i )
t
xk
t xk xk t
i
and
k
Q P Q P
( i i i i )
t
pk
t pk pk t
i
(6)
On one hand Q i can be determined by the Hamiltonian K=K (Q, P)
K
Q i
Pi
Q H
Q H
K
( i
i
)
Pi x p
p x
Similarly,
Pi
K
Pi [ Pi , H ]( x ,p )
[ Pi , H ]( x ,p )
t
Qi
K
P H
P H
( i
i
)
Qi x p
p x
Further,
Qi Pi
Q H
Q H Pi
K Pi
( i
i
)
t xk
Pi xk x p
p x xk
Qi Pi
Q K Qi
i
xk t
xk Qi xk
Pi H
P H
i
)
p x
p
Upon subtraction
Qi Pi Qi Pi
K Pi Qi K
t xk xk t
Pi xk xk Qi
Qi
xk
Pi H
P H
Q H
Q H Pi
i
) ( i
i
)
p x
x p
p x xk
Qi Pi Qi Pi
K Pi Qi K
t xk xk t
Pi xk xk Qi
(
Pi Qi H
P Qi H
Q P H
Q P H
i
) ( i i
i i
)
x xk p
p xk x
x xk p
p xk x
Qi Pi Qi Pi
K Pi Qi K
t xk xk t
Pi xk xk Qi
(
Pi Qi Qi Pi H
Qi Pi Pi Qi H
)
(
)
x xk
x xk p p xk p xk x
Qi Pi Qi Pi
t xk xk t
K Pi
P x
i
Qi K
xk Qi
Pi Qi Qi Pi H
x xk p
i
xk
Qi Pi Pi Qi H
)
p xk p xk x
Qi Pi Qi Pi
K
Q ,P H
Q ,P H
{
x
,
x
}
{
x
,
p
}
i t x x t x
k x
k
p
k
k
k
K
0
xk
( K H )
xk
k
( K H )
t
xk
xk
But, according to (4), k
(7)
F
xk
F
( K H )
t xk xk
xk
0
xk
xk
( K H ) F
xk
xk t
( K H
F
)
t
(8)
pk
( K H
F
)
t
(9)
F
) is a function of t alone. However, (4) and (5)
t
determine F up to an additive function f(t); the latter can be choose such that,
K H
F
t
(10)
pi
m
, and (4)
Qm
F
Pm
xi
xi
i,
and (5)
Qm
F
Pm
pi
m pi
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