Liouvilles Theorem

K. Oskar Negron

May 7, 2013

K. Oskar Negron

Liouvilles Theorem

May 7, 2013

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Table of contents

Background

Liouvilles Theorem

K. Oskar Negron

Liouvilles Theorem

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Background

Lagrangian versus Hamiltonian Mechanics

Recall the Lagrangian L(q1 (t), . . . , qn (t), q 1 (t), . . . , q n (t)|t). It must

satisfies the equation
L
d L
=
,
qi
dt q i
which leads to n second order differential equation. From the definition of
the Lagrangian we can define a generalized momentum as
pi =

K. Oskar Negron

L
q i

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Background

Lagrangian versus Hamiltonian Mechanics

We now define the Hamiltonian H(q1 (t), . . . , qn (t), p1 (t), . . . , pn (t)|t) as
H=

n
X

pi q i L(q1 (t), . . . , qn (t), q 1 (t), . . . , q n (t)|t) = T + U

i=1

It must satisfies the equation

H
pi
H
p i =
,
qi
q i =

which leads to 2n first order differential equation.

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Liouvilles Theorem

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Background

Phase Space

Phase space is a space in which all possible states of a system are

represented, with each possible state of the system corresponding to one
unique point in the phase space, given by the position and generalized
momentum.

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Background

Phase Space

Recall that {qi } defines a point in n-dimensional configuration space

.
Time evolution is a path in .
The state of the system is defined by {qi } and {pi } in the sense that
this information will allow us to determine the state at all times in the
future.
The pair v = {qi , pi } defines a point in 2n-dimensional phase space.
Observe a point in phase space is sufficient to determine the future
evolution of the system, paths in phase space can never cross.
We say that evolution is governed by a flow in phase space.

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Liouvilles Theorem

Liouvilles Theorem

With the Hamiltonian, we have succeeded in rewriting classical

dynamics in terms of first order differential equations in which each
point in phase space follows a unique path under time evolution.
Liouvilles theorem provides interesting geometrical insight on the
flows (paths) of these systems.

K. Oskar Negron

Liouvilles Theorem

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Liouvilles Theorem

Liouvilles Theorem

Consider a region in phase space and watch it evolve over time. Then the
shape of the region will generically change, but Liouvilles theorem states
that the volume remains the same.

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Liouvilles Theorem

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Liouvilles Theorem

Liouvilles Theorem Proof

Consider the autonomous system

x = f (t, x),
where f : I R Rn Rn satisfies the smoothness conditions as in
the uniqueness and existence theorem. We assume that any solution
starting in exist for all times, hence I = R.
A solution in t, t,s (y ) = (t; s, y ) with initial conditions (t; t, y ) = y for
all t I and y .

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Liouvilles Theorem

Liouvilles Theorem Proof

Suppose that D(0) has a finite volume v (0) in Rn , then 0,t

transport D(0) to D(t) = t,0 (D(0)). As before, the problem at hand is to
explore how the volume v (t) = vol(D(t)) evolves with t,0 .

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Liouvilles Theorem

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Liouvilles Theorem

Liouvilles Theorem Proof

Theorem
Consider the autonomous differential as before, take f to be a Rn -valued
cotinuous differentiable function on a domain R R1+n , and let t,s
be a solution to the differential equation. For any region D(0) with
finite volume v (0). As before v (t) = vol[D(t)] = vol[t,0 (D(0))]. Then,
v (t) satisfies the equation,
Z

v (t) =
(y f )(t, (t; 0, y )) det( (t; 0, y ))dy
y
D(0)
Z
(y f )(t, y )dy
=
D(t)

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Liouvilles Theorem

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Liouvilles Theorem

Liouvilles Theorem Proof

Proof.
We start with a simple change of variables,
Z
Z
v (t) =
dy =
D(t)

Z
| det(

=
D(0)

dy

t,0 D(0)

t,0
)|dy .
y

Since t,0 is a family of diffeomorphisms (isomorphism that maps

differential manifolds to differential manifolds),
Z
t,0
d
v (t) =
det(
(y ))dy
y
D(0) dt
Before we conclude this theorem we need two lemmas.
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Liouvilles Theorem

Liouvilles Theorem Proof

Lemma: Let : Rn R be the determinant function,

det((aij )) = (a11 , . . . , an1 , . . . , a1n , . . . , ann )> , where (aij ) is the
n n-matrix whose ij-th component is aij . Then,
a =

= (W11 , . . . , Wn1 , . . . , W1n , . . . , Wnn ),

a

where Wij is the ij-th cofactor of the matrix (aij ).

Proof.
It will take more than 10 minutes and more background knowledge than
standard calculus (linear algebra and matrix theory).

K. Oskar Negron

Liouvilles Theorem

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Liouvilles Theorem

Liouvilles Theorem Proof

Lemma: Let (t, x) be a solution to the equation x = f (t, x), with

(0; x) = x. Define the function W by
W (t, x) = det(

(t; x)).
x

Then, W satisfies the initial condition W (0) = 1 and differential equation

(t) = W (t)(x f )(t, (t; x)
W
where (x f )(t, (t; x) =

K. Oskar Negron

Pn

f
j=1 xj (t, (t; x)).

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Liouvilles Theorem

Liouvilles Theorem Proof

Proof.
If (t; x) = (1 (t; x), . . . , n (t; x))> . Denote ixj (t; x) =
by previous lemma, we have:
X
X
=
W
Wi1 1x1 + +
Win 1xn
i

i
xj (t; x).

Then,

Wij ixj

ij

where Wij is the ij-th cofactor of the matrix (ixj ). Observe that x(t;x)
satisfies the variational equation, x(t;x) = fx (t, (t; x))x (t; x) and
x (o; x) = I . Recall that if a matrix has two identical columns equal to
zero, we must have that the determinant is also zero.
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Liouvilles Theorem

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Liouvilles Theorem

Liouvilles Theorem Proof

Proof.
(t) =
W

Wij (t)fxik (t, (t; x))kxj (t; x)

ijk

fxik (t, (t; x))

ifxii (t, (t; x))

ifxii (t, (t; x))W (t)

Wij (t)kxj (t; x)

ki

Wij (t)ixj (t; x)

= W (t)(x f )(t, (t; x)

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Liouvilles Theorem

L. D. Landau and E. M. Lifshitz. Mechanics 3rd Edition,

Butterworth-Heinemann, Jorndan Hill, 1993.
A. Deriglazov Classical Mechanics: Hamiltonia and Lagrangian
Formalism, Springer, New York, 2010.
W. Rudin. Functional Analysis. McGraw-Hill, New York, 1973.
W. Rudin. Real and Complex Analysis, McGraw-Hill, New York, 1983.

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