## 3.1  Hamilton's Equations

The momenta are given by momentum state functions of the time, the coordinates, and the velocities.1 Locally, we can find inverse functions that give the velocities in terms of the time, the coordinates, and the momenta. We can use this inverse function to represent the state in terms of the coordinates and momenta rather than the coordinates and velocities. The equations of motion when recast in terms of coordinates and momenta are called Hamilton's canonical equations.

We present three derivations of Hamilton's equations. The first derivation is guided by the strategy outlined above and uses nothing more complicated than implicit functions and the chain rule. The second derivation first abstracts a key part of the first derivation and then applies the more abstract machinery to derive Hamilton's equations. The third uses the action principle.

Lagrange's equations give us the time derivative of the momentum p on a path q:

where

To eliminate Dq we need to solve equation (3.2) for Dq in terms of p.

Let be the function that gives the velocities in terms of the time, coordinates, and momenta. Defining is a problem of functional inverses. To prevent confusion we use names for the variables that have no mnemonic significance. Let

then satisfies

So and 2 L are inverses on the third argument position:

The Lagrange equation (3.1) can be rewritten in terms of p using :

We can also use to rewrite equation (3.2) as an equation for Dq in terms of t, q and p:

Equations (3.7) and (3.8) give the rate of change of q and p along realizable paths as functions of t, q, and p along the paths.

Though these equations fulfill our goal of expressing the equations of motion entirely in terms of coordinates and momenta, we can find a more convenient representation. Define the function

which is the Lagrangian reexpressed as a function of time, coordinates, and momenta.2 For the equations of motion we need 1 L evaluated with the appropriate arguments. Consider

where we used the chain rule in the first step and the inverse property (3.5) of in the second step. Introducing the momentum selector3 P(t, q, p) = p, and using the property 1 P = 0, we have

where the Hamiltonian H is defined by4

Using the algebraic result (3.11), the Lagrange equation (3.7) for Dp becomes

The equation for Dq can also be written in terms of H. Consider

To carry out the derivative of we write it out in terms of L:

again using the inverse property (3.5) of . So, putting equations (3.14) and (3.15) together, we obtain

Using the algebraic result (3.16), equation (3.8) for Dq becomes

Equations (3.13) and (3.17) give the derivatives of the coordinate and momentum path functions at each time in terms of the time, and the coordinates, and momenta at that time. These equations are known as Hamilton's equations:5

The first equation is just a restatement of the relationship of the momenta to the velocities in terms of the Hamiltonian and holds for any path, whether or not it is a realizable path. The second equation holds only for realizable paths.

Hamilton's equations have an especially simple and symmetrical form. Just as Lagrange's equations are constructed from a real-valued function, the Lagrangian, Hamilton's equations are constructed from a real-valued function, the Hamiltonian. The Hamiltonian function is6

The Hamiltonian has the same value as the energy function (see equation 1.140), except that the velocities are expressed in terms of time, coordinates, and momenta by :

#### Illustration

Let's try something simple: the motion of a particle of mass m with potential energy V(x, y). A Lagrangian is

To form the Hamiltonian we find the momenta p = 2 L(t, q, v): px = m vx and py = m vy. Solving for the velocities in terms of the momenta is easy here: vx = px/m and vy = py/m. The Hamiltonian is H(t, q, p) = pv - L(t, q, v), with v reexpressed in terms of (t, q, p):

The kinetic energy is a homogeneous quadratic form in the velocities, so the energy is T + V and the Hamiltonian is the energy expressed in terms of momenta rather than velocities. Hamilton's equations for Dq are

Note that these equations merely restate the relation between the momenta and the velocities. Hamilton's equations for Dp are

The rate of change of the linear momentum is minus the gradient of the potential energy.

Exercise 3.1.  Deriving Hamilton's equations
For each of the following Lagrangians derive the Hamiltonian and Hamilton's equations. These problems are simple enough to do by hand.

a.  A Lagrangian for a planar pendulum: L(t, , ) = (1/2) m l2 2 + m g l cos .

b.  A Lagrangian for a particle of mass m with a two-dimensional potential energy: V(x, y) = (x2 + y2)/2 + x2 y - y3/3 is L(t; x, y; , ) = (1/2) m (2 + 2) - V(x, y).

c.  A Lagrangian for a particle of mass m constrained to move on a sphere of radius R: L(t; , ; , ) = (1/2) m R2 (2 + ( sin )2), where is the colatitude and is the longitude on the sphere.

Exercise 3.2.  Sliding pendulum
For the pendulum with a sliding support (see exercise 1.20), derive a Hamiltonian and Hamilton's equations.

#### Hamiltonian state

Given a coordinate path q and a Lagrangian L, the corresponding momentum path p is given by equation (3.2). Equation (3.17) expresses the same relationship in terms of the corresponding Hamiltonian H. That these relations are valid for any path, whether or not it is a realizable path, allows us to abstract to arbitrary velocity and momentum at a moment. At a moment, the momentum p for the state tuple ( t, q, v ) is p = 2 L(t, q, v). We also have v = 2 H(t, q, p). In the Lagrangian formulation the state of the system at a moment can be specified by the local state tuple ( t, q, v ) of time, generalized coordinates, and generalized velocities. Lagrange's equations determine a unique path emanating from this state. In the Hamiltonian formulation the state can be specified by the tuple ( t, q, p ) of time, generalized coordinates, and generalized momenta. Hamilton's equations determine a unique path emanating from this state. The Lagrangian state tuple ( t, q, v ) encodes exactly the same information as the Hamiltonian state tuple ( t, q, p ); we need a Lagrangian or a Hamiltonian to relate them. The two formulations are equivalent in that the same coordinate path emanates from them for equivalent initial states.

The Lagrangian state derivative is constructed from the Lagrange equations by solving for the highest-order derivative and abstracting to arbitrary positions and velocities at a moment.7 The Lagrangian state path is generated by integration of the Lagrangian state derivative given an initial Lagrangian state ( t, q, v ). Similarly, the Hamiltonian state derivative can be constructed from Hamilton's equations by abstracting to arbitrary positions and momenta at a moment. Hamilton's equations are a set of first-order differential equations in explicit form. The Hamiltonian state derivative can be directly written in terms of them. The Hamiltonian state path is generated by integration of the Hamiltonian state derivative given an initial Hamiltonian state ( t, q, p ). If these state paths are obtained by integrating the state derivatives with equivalent initial states, then the coordinate path components of these state paths are the same and satisfy the Lagrange equations. The coordinate path and the momentum path components of the Hamiltonian state path satisfy Hamilton's equations. The Hamiltonian formulation and the Lagrangian formulation are equivalent.

Given a path q, the Lagrangian state path and the Hamiltonian state paths can be deduced from it. The Lagrangian state path [q] can be constructed from a path q simply by taking derivatives. The Lagrangian state path satisfies:

The Lagrangian state path is uniquely determined by the path q. The Hamiltonian state path L[q] can also be constructed from the path q but the construction requires a Lagrangian. The Hamiltonian state path satisfies

The Hamiltonian state tuple is not uniquely determined by the path q because it depends upon our choice of Lagrangian, which is not unique.

The 2n-dimensional space whose elements are labeled by the n generalized coordinates qi and the n generalized momenta pi is called the phase space. The components of the generalized coordinates and momenta are collectively called the phase-space components.8 The dynamical state of the system is completely specified by the phase-space state tuple ( t, q, p ), given a Lagrangian or Hamiltonian to provide the map between velocities and momenta.

#### Computing Hamilton's equations

Hamilton's equations are a system of first-order ordinary differential equations. A procedural formulation of Lagrange's equations as a first-order system was presented in section 1.7. The following formulation of Hamilton's equations is analogous:

(define ((Hamilton-equations Hamiltonian) q p)
(let ((H-state-path (qp->H-state-path q p)))
(- (D H-state-path)
(compose (phase-space-derivative Hamiltonian)
H-state-path))))

The Hamiltonian state derivative is computed as follows:

(define ((phase-space-derivative Hamiltonian) H-state)
(up 1
(((partial 2)Hamiltonian) H-state)
(- (((partial 1)Hamiltonian) H-state))))

The state in the Hamiltonian formulation is composed of the time, the coordinates, and the momenta. We call this an H-state, to distinguish it from the state in the Lagrangian formulation. We can select the components of the Hamiltonian state with the selectors time, coordinate, momentum. We construct Hamiltonian states from their components with up. The first component of the state is time, so the first component of the state derivative is one, the time rate of change of time. Given procedures q and p implementing coordinate and momentum path functions, the Hamiltonian state path can be constructed with the following procedure:

(define ((qp->H-state-path q p) t)
(up t (q t) (p t)))

The Hamilton-equations procedure returns the residuals of Hamilton's equations for the given paths.

For example, a procedure implementing the Hamiltonian for a point mass with potential energy V(x, y) is

(define ((H-rectangular m V) H-state)
(let ((q (coordinate H-state))
(p (momentum H-state)))
(+ (/ (square p) (* 2 m))
(V (ref q 0) (ref q 1)))))

Hamilton's equations are9

(show-expression
(((Hamilton-equations
(H-rectangular
'm
(literal-function 'V (-> (X Real Real) Real))))
(up (literal-function 'x) (literal-function 'y))
(down (literal-function 'p_x) (literal-function 'p_y)))
't))

The zero in the first element of the structure of Hamilton's equation residuals is just the tautology that time advances uniformly: the time function is just the identity, so its derivative is one and the residual is zero. The equations in the second element of the structure relate the coordinate paths and the momentum paths. The equations in the third element give the rate of change of the momenta in terms of the applied forces.

Exercise 3.3.  Computing Hamilton's equations

### 3.1.1  The Legendre Transformation

The Legendre transformation abstracts a key part of the process of transforming from the Lagrangian to the Hamiltonian formulation of mechanics -- the replacement of functional dependence on generalized velocities with functional dependence on generalized momenta. The momentum state function is defined as a partial derivative of the Lagrangian, a real-valued function of time, coordinates, and velocities. The Legendre transformation provides an inverse that gives the velocities in terms of the momenta: we are able to write the velocities as a partial derivative of a different real-valued function of time, coordinates, and momenta.10

Given a real-valued function F, if we can find a real-valued function G such that DF = (DG)-1, then we say that F and G are related by a Legendre transform.

Locally, we can define the inverse function11 of DF so that DF o = I, where I is the identity function I(w) = w. Consider the composite function = F o . The derivative of is

Using the product rule and DI = 1, we have

or

The integral is determined up to a constant of integration. If we define

then we have

The function G has the desired property that DG is the inverse function of DF. The derivation just given applies equally well if the arguments of F and G have multiple components.

Given a relation w = DF(v) for some given function F, then v = DG(w) for G = I - F o , where is the inverse function of DF provided it exists.

A picture may help (see figure 3.1). The curve is the graph of the function DF. Turned sideways, it is also the graph of the function DG, because DG is the inverse function of DF. The integral of DF from v0 to v is F(v) - F(v0); this is the area below the curve from v0 to v. Likewise, the integral of DG from w0 to w is G(w) - G(w0); this is the area to the left of the curve from w0 to w. The union of these two regions has area w v - w0 v0. So

which is the same as

The left-hand side depends only on the point labeled by w and v and the right-hand side depends only on the point labeled by w0 and v0, so these must be constant, independent of the variable endpoints. So as the point is changed the combination G(w) + F(v) - wv is invariant. Thus

with constant C. The requirement for G depends only on DG so we can choose to define G with C = 0.

#### Legendre transformations with passive arguments

Let F be a real-valued function of two arguments and

If we can find a real-valued function G such that

we say that F and G are related by a Legendre transformation, that the second argument in each function is active, and that the first argument is passive in the transformation.

If the function 1 F can be locally inverted with respect to the second argument we can define

giving

where W = I1 is the selector function for the second argument.

For the active arguments the derivation goes through as before. The first argument to F and G is just along for the ride -- it is a passive argument. Let

then define

We can check that G has the property = 1 G by carrying out the derivative:

but

or

So

as required. The active argument may have many components.

The partial derivatives with respect to the passive arguments are related in a remarkably simple way. Let's calculate the derivative 0 G in pieces. First,

because 0 W = 0. To calculate 0 we must supply arguments:

Putting these together, we find

The calculation is unchanged if the passive argument has many components.

We can write the Legendre transformation more symmetrically:

The last relation is not as trivial as it looks, because x enters the equations connecting w and v. With this symmetrical form, we see that the Legendre transform is its own inverse.

Exercise 3.4.  Simple Legendre transforms
For each of the following functions, find the function that is related to the given function by the Legendre transform on the indicated active argument. Show that the Legendre transform relations hold for your solution, including the relations among passive arguments, if any.

a.  F(x) = a x + b x2, with no passive arguments.

b.  F(x, y) = a sin x cos y, with x active.

c.  F(x, y, , ) = x 2 + 3 + y 2, with and active.

#### Hamilton's equations from the Legendre transformation

We can use the Legendre transformation with the Lagrangian playing the role of F and with the generalized velocity slot playing the role of the active argument. The Hamiltonian plays the role of G with the momentum slot active. The coordinate and time slots are passive arguments.

The Lagrangian L and the Hamiltonian H are related by a Legendre transformation:

and

with passive equations

Presuming it exists, we can define the inverse of 2 L with respect to the last argument:

and write the Hamiltonian

These relations are purely algebraic in nature.

On a path q we have the momentum p:

and from the definition of we find

The Legendre transform gives

This relation is purely algebraic and is valid for any path. The passive equation (3.53) gives

but the left-hand side can be rewritten using the Lagrange equations, so

This equation is valid only for realizable paths, because we used the Lagrange equations to derive it. Equations (3.58) and (3.60) are Hamilton's equations.

The remaining passive equation is

This passive equation says that the Lagrangian has no explicit time dependence (0 L = 0) if and only if the Hamiltonian has no explicit time dependence (0 H = 0). We have found that if the Lagrangian has no explicit time dependence, then energy is conserved. So if the Hamiltonian has no explicit time dependence then it is a conserved quantity.

Exercise 3.5.
Using Hamilton's equations, show directly that the Hamiltonian is a conserved quantity if it has no explicit time dependence.

#### Legendre transforms of quadratic functions

We cannot implement the Legendre transform in general because it involves finding the functional inverse of an arbitrary function. However, many physical systems can be described by Lagrangians that are quadratic forms in the generalized velocities. For such functions the generalized momenta are linear functions of the generalized velocities, and thus explicitly invertible.

More generally, we can compute a Legendre transformation for polynomial functions where the leading term is a quadratic form:

We can assume M is symmetric,12 because it defines a quadratic form. We can find linear expressions for w as

So if M is invertible we can solve for v in terms of w. Thus we may define a function such that

and we can use this to compute the value of the function G:

#### Computing Hamiltonians

We implement the Legendre transform for quadratic functions by the procedure13

(define (Legendre-transform F)
(let ((w-of-v (D F)))
(define (G w)
(let ((z (dual-zero w)))
(let ((M ((D w-of-v) z))
(b (w-of-v z)))
(let ((v (/ (- w b) M)))
(- (* w v) (F v))))))
G))

The procedure Legendre-transform takes a procedure of one argument and returns the procedure that is associated with it by the Legendre transform. If w = DF(v), wv = F(v) + G(w), and v = DG(w) specifies a one-argument Legendre transformation, then G is the function associated with F by the Legendre transform: G = I - F o , where is the functional inverse of DF.

We can use the Legendre-transform procedure to compute a Hamiltonian from a Lagrangian:

(define ((Lagrangian->Hamiltonian Lagrangian) H-state)
(let ((t (time H-state))
(q (coordinate H-state))
(p (momentum H-state)))
(define (L qdot)
(Lagrangian (up t q qdot)))
((Legendre-transform L) p)))

Notice that the one-argument Legendre-transform procedure is sufficient. The passive variables are given no special attention, they are just passed around.

The Lagrangian may be obtained from the Hamiltonian by the procedure:

(define ((Hamiltonian->Lagrangian Hamiltonian) L-state)
(let ((t (time L-state))
(q (coordinate L-state))
(qdot (velocity L-state)))
(define (H p)
(Hamiltonian (up t q p)))
((Legendre-transform H) qdot)))

Notice that the two procedures Hamiltonian->Lagrangian and Lagrangian->Hamiltonian are identical, except for the names.

For example, the Hamiltonian for the motion of the point mass with the potential energy V(x, y) may be computed from the Lagrangian:

(define ((L-rectangular m V) local)
(let ((q (coordinate local))
(qdot (velocity local)))
(- (* 1/2 m (square qdot))
(V (ref q 0) (ref q 1)))))

And the Hamiltonian is

(show-expression
((Lagrangian->Hamiltonian
(L-rectangular
'm
(literal-function 'V (-> (X Real Real) Real))))
(up 't (up 'x 'y) (down 'p_x 'p_y))))

Exercise 3.6.  On a helical track
A uniform cylinder of mass M, radius R, and height h is mounted so as to rotate freely on a vertical axis. A mass point of mass m is constrained to move on a uniform frictionless helical track of pitch ß (measured in radians per meter of drop along the cylinder) mounted on the surface of the cylinder (see figure 3.2). The mass is acted upon by standard gravity (g = 9.8 ms-2).

a.  What are the degrees of freedom of this system? Pick and describe a convenient set of generalized coordinates for this problem. Write a Lagrangian to describe the dynamical behavior. It may help to know that the moment of inertia of a cylinder around its axis is (1/2)MR2. You may find it easier to do the algebra if various constants are combined and represented as single symbols.

b.  Make a Hamiltonian for the system. Write Hamilton's equations for the system. Are there any conserved quantities?

c.  If we release the mass point at time t = 0 at the top of the track with zero initial speed and let it slide down, what is the motion of the system?

Exercise 3.7.  An ellipsoidal bowl
Consider a point particle of mass m constrained to move in a bowl and acted upon by a uniform gravitational acceleration g. The bowl is ellipsoidal, with height z = a x2 + b y2. Make a Hamiltonian for this system. Can you make any immediate deductions about this system?

### 3.1.2  Hamilton's Equations from the Action Principle

The previous two derivations of Hamilton's equations have made use of the Lagrange equations. Hamilton's equations can also be derived directly from the action principle.

The action is the integral of the Lagrangian along a path:

The action is stationary with respect to variations of the path that preserve the configuration at the endpoints (for Lagrangians that are functions of time, coordinates, and velocities).

We can rewrite the integrand in terms of the Hamiltonian

with p(t) = 2 L(t, q(t), Dq(t)). The Legendre transformation construction gives

which is one of Hamilton's equations, the one that does not depend on the path being a realizable path.

In order to vary the action we need to make the dependences on the path explicit. We introduce

so p(t) = [q](t) and14

The integrand of the action integral is then

The variation of the action is

where [q] is the variation in the momentum.15 Integrating the second term by parts, using D([q] q) = D([q]) q + [q] D q, we get

The variations are constrained so that q(t1) = q(t2) = 0, so the integrated part vanishes. The variation of the action is

As a consequence of equation (3.68), the factor multiplying [q] is zero. We are left with

For the variation of the action to be zero for arbitrary variations, except for the endpoint conditions, we must have

Using using p(t) = [q](t), this is

which is the ``dynamical'' Hamilton equation.16

### 3.1.3  A Wiring Diagram

Figure 3.3 shows a summary of the functional relationship between the Lagrangian and the Hamiltonian descriptions of a dynamical system. The diagram shows a ``circuit'' interconnecting some ``devices'' with ``wires.'' The devices represent the mathematical functions that relate the quantities on their terminals. The wires represent identifications of the quantities on the terminals that they connect. For example, there is a box that represents the Lagrangian function. Given values t, q, and , the value of the Lagrangian L(t, q, ) is on the terminal labeled L, which is wired to an addend terminal of an adder. Other terminals of the Lagrangian carry the values of the partial derivatives of the Lagrangian function.

The upper part of the diagram summarizes the relationship of the Hamiltonian to the Lagrangian. For example, the sum of the values on the terminals L of the Lagrangian and H of the Hamiltonian is the product of the value on the terminal of the Lagrangian and the value on the p terminal of the Hamiltonian. This is the active part of the Legendre transform. The passive variables are related by the corresponding partial derivatives being negations of each other. In the lower part of the diagram the equations of motion are indicated by the presence of the integrators, relating the dynamical quantities to their time derivatives.

One can use this diagram to help understand the underlying unity of the Lagrangian and Hamiltonian formulations of mechanics. Lagrange's equations are just the connection of the wire to the 1 L terminal of the Lagrangian device. One of Hamilton's equations is just the connection of the wire (through the negation device) to the 1 H terminal of the Hamiltonian device. The other is just the connection of the wire to the 2 H terminal of the Hamiltonian device. We see that the two formulations are consistent. One does not have to abandon any part of the Lagrangian formulation to use the Hamiltonian formulation: there are deductions that can be made using both simultaneously.

1 Here we restrict our attention to Lagrangians that depend only on the time, the coordinates, and the velocities.

2 Here we are using mnemonic names t, q, p for formal parameters of the function being defined. We could have used names like a, b, c as above, but this would have made the argument harder to read.

3 P = I2.

5 In traditional notation, Hamilton's equations are written:

or as separate equations for each component:

6 Traditionally, the Hamiltonian is written

This way of writing the Hamiltonian confuses the values of functions with the functions that generate them: both and L must be reexpressed as functions of the time, coordinates, and momenta.

7 In the construction of the Lagrangian state derivative from the Lagrange equations we must solve for the highest-order derivative. The solution process requires the inversion of 2 2 L. In the construction of Hamilton's equations, the construction of from the momentum state function 2 L requires the inverse of the same structure. If the Lagrangian formulation has singularities, they cannot be avoided by going to the Hamiltonian formulation.

8 The term phase space was introduced by Josiah Willard Gibbs in his formulation of statistical mechanics. The Hamiltonian plays a fundamental role in the Boltzmann-Gibbs formulation of statistical mechanics and in both the Heisenberg and Schrödinger approaches to quantum mechanics.

The momentum p can be viewed as the coordinate representation of a linear form on the tangent space. Thus p is a scalar quantity that is invariant under time-independent coordinate transformations of the configuration space. The set of momentum forms comprise an n-dimensional vector space at each point of the configuration space called the cotangent space. The collection of all cotangent spaces of a configuration space forms a space called the cotangent bundle of the configuration manifold.

9 By default, literal functions map reals to reals; the default type for a literal function is (-> Real Real). Here, the potential energy V takes two real arguments and returns a real.

10 The Legendre transformation is more general than its use in mechanics in that it captures the relationship between conjugate variables in systems as diverse as thermodynamics, circuits, and field theory.

11 This can be done so long as the derivative is not zero.

12 If M is the matrix representation of M, then M = MT.

13 The division operation, denoted by / in the Legendre-transform procedure, is generic over mathematical objects. We interpret the division in the matrix representation as follows: a vector y divided by a matrix M is interpreted as a request to solve the linear system M x = y, where x is the unknown vector.

14 The function [q] is the same as L[q] introduced previously. Indeed, the Lagrangian is needed to define momentum in every case, but we are suppressing the dependency here because it does not matter in this argument.

15 The variation of the momentum [q] need not be further expanded in this argument because it turns out that the factor multiplying it is zero.  However, it is handy to see how it is related to the variations in the coordinate path q:

16 It is sometimes asserted that the momenta have a different status in the Lagrangian and Hamiltonian formulations: that in the Hamiltonian framework the momenta are ``independent'' of the coordinates. From this it is argued that the variations q and p are arbitrary and independent, therefore implying that the factor multiplying each of them in the action integral (3.74) must independently be zero, apparently deriving both of Hamilton's equations. The argument is fallacious: we can write p in terms of q (see footnote 15).