By

Mc170400519 MISBAH MUNIR

Mc170400520 JAMILA LIAQAT
Mc170401058 ADEELA SAFDAR
Mc170200863 SIDRA SADIQ
Mc170202563 JAWAD YOUSAF

DEPARTMENT OF MATHEMATICS
Virtual University of Pakistan
SPRING 2019
Outline

• Differential equation
• Invariants
• Classical Mechanics
• Hamiltonian Systems
• References
Differential Equation
A differential equation is a mathematical equation that relates
some function with its derivatives. In applications, the functions
usually represent physical quantities, the derivatives represent their
rates of change, and the differential equation defines a relationship
between the two.
𝑑𝑦
= (1 − 2𝑥)𝑦 2
𝑑𝑥
Types of Differential Equation
 Linear Differential Equation
 Non-Linear Differential Equation
 Ordinary Differential Equation
 Partial Differential Equation
Linear Differential Equations
A linear differential equation is of first degree with respect to the
dependent variable (or variables) and its (or their) derivatives.

𝑑𝑦
+ 𝑥𝑦 = 5𝑥
𝑑𝑥
Non-Linear Differential Equations
Equations that contain nonlinear terms are known as non-linear
differential equations.

𝑑𝑦
= (1 − 2𝑥)𝑦 2
𝑑𝑥
Ordinary Differential Equation(ODE)

ODE is a differential equation contains one or more functions of

one independent variable and its derivatives. The word ordinary is
used in compare with the term partial differential equation which
may be with respect to more than one independent variable.
𝑑𝑦
𝑡 = cos(𝑡)
𝑑𝑥
Partial Differential Equation
A partial differential equation is one which involves one or more
partial derivatives. A partial differential equation contains more than
one independent variable.

𝛿𝑢 𝛿𝑢 𝛿 2𝑢
𝑓 𝑥1 , … , 𝑥𝑛 ; 𝑢, ,…, ; ,…
𝛿𝑥1 𝛿𝑥𝑛 𝛿𝑥1 𝛿𝑥1
Initial Value Problem

An initial value problem is an ordinary differential

equation together with a specified value, called the initial condition,
of the unknown function at a given point in the domain of the
solution. An example of initial value problem is

y  0.85 y, y(0)=19, y(0)=0

Invariant
In mathematics, an invariant is a property, of mathematical objects, which
remains unchanged when transformations of a certain type are applied to the
objects. For example

 The distance between two points on a number line

 Difference between the ages of two children

Linear invariants
Linear systems have the property that the output is linearly related to the input.

Time-invariant systems are systems where the output for a particular input does

not change depending on when that input was applied.

Classical Mechanics
Classical mechanics describes the motion of objects from molecules to galaxies.

If the present state of an object is known it is possible to predict how it will move

in the future and how it has moved in the past. There are three alternative

approaches to classical mechanics:

 Newtonian

 Lagrangian

 Hamiltonian

Formally, all these approaches are equivalent, they have the same “physical
content” and any one can be derived from any of others.
Hamiltonian Mechanics

In Hamiltonian mechanics, a classical physical system is described by a set of

conical coordinates where each component of the coordinate , is indexed to the
frame of reference of the system. The time evolution of the system is uniquely
defined by Hamilton’s equations

dp H dq H
 
dt q dt p

Where 𝐻 = 𝐻 𝑝, 𝑞, 𝑡 is the Hamiltonian, which often corresponds to the total

energy of the system. While Hamiltonian mechanics can be used to describe
simple systems such as a bouncing ball, a pendulum or an oscillating spring.
Properties of Hamiltonian System

The Hamiltonian systems possess some special properties due to

their intrinsic structure. These include

 Energy Conservation
 Symplecticity
Energy Conservation Property

Total energy 𝐻 = 𝐻(𝑝𝑖 , 𝑞𝑖 ) of a Hamiltonian system is conserved.

Mathematically, it is stated as

𝑑𝐻 𝜕𝐻 𝑑𝑝𝑖 𝜕𝐻 𝑑𝑞𝑖 𝜕𝐻 𝜕𝐻 𝜕𝐻 𝜕𝐻
=෍ + =෍ − + =0
𝑑𝑡 𝜕𝑝𝑖 𝑑𝑡 𝜕𝑞𝑖 𝑑𝑡 𝜕𝑝𝑖 𝜕𝑞𝑖 𝜕𝑞𝑖 𝜕𝑝𝑖
𝑖 𝑖
Symplecticity

Let T :    be a linear mapping on  with 𝑇 as its matrix of

transformation. If 𝐽 be the 2𝑛 × 2𝑛 Jacobian matrix given by

0 𝐼𝑛
𝐽=
−𝐼𝑛 0

the mapping 𝐽 is said to be symplectic if

𝑇 𝑡𝐽 𝑇 = 𝐽 .
The defining condition is referred to as symplectic condition.
 Examples
of
Hamiltonian System
 Spring Mass System

When a spring is stretched or compressed by a mass, the spring develops a

restoring force. Hooke's law gives the relationship of the
force exerted by the spring, by

F (t )   kx (t )

where 𝐹 is the force, 𝑘 is the spring constant, and 𝑥 is

the displacement of the spring. This relationship shows
that the distance of the spring is always opposite to the
force of the spring.
Hamiltonian of the System

The potential energy within a spring is determined by the equation

1 2
P.E.  kx
2
The equation that relates kinetic energy (KE) to mass (𝑚) and speed (𝑣) is

1 2
K .E.  mv
2
Hamiltonian of spring mass system is

H  K .E.  P.E.

p2 1 2
H  kx
2m 2
Now by taking derivative of Hamiltonian equation we get

H H p dp dx
 kx,  v x  2kx, p
x p m dt dt

Now by using these equations, it is easy to see that

dH H dp H dx
 
dt p dt x dt
dH
0
dt
This shows that the given system does not change with time and the total energy

of a spring mass system is conserved.

Symplecticity of the System

For the Symplecticity, we have,

 dp 
 dt   2kx 
   
  
dx p 
 
 dt 
 0 2k 
   
 1 0 
 0 1
  
T

 2k 0
The Jacobian of this system is
 0 1
J  
 1 0 

Now
 0 1  0 1  0 2k 
 J   
T
  
 2k 0  1 0  1 0 
 0 1
 J
 1 0 
Thus, the analytical spring mass system map satisfies the
conditions for symplecticness as expected.
Simple Pendulum
A pendulum is a weight suspended from a pivot so that it can swing freely. When

a pendulum is displaced sideways from its equilibrium position, it is subjected to

a restoring force due to gravity that accelerates

it backwards to the equilibrium position.

Energy Conservation of Simple Pendulum

Kinetic energy of the system is

1 2
𝑇 = 𝑚𝑙 2 𝜃 ′
2

Potential energy of the system is

𝑉 = 𝑚𝑔ℎ = 𝑚𝑔𝑙(1 − 𝑐𝑜𝑠 𝜃)

Hamiltonian of the system is given as

1 2
𝐻= 𝑚𝑙 2 𝜃 ′ + 𝑚𝑔𝑙(1 − 𝑐𝑜𝑠 𝜃)
2
For Simple Pendulum we have
𝑑𝑝 𝑑𝐻 𝑑𝜃 𝑑𝐻
=− , =
𝑑𝑡 𝑑𝜃 𝑑𝑡 𝑑𝑡

As we know condition for energy conservation is

𝑑𝐻 𝜕𝐻 𝑑𝑃 𝜕𝐻 𝑑𝜃
= +
𝑑𝑡 𝜕𝑃 𝑑𝑡 𝜕𝜃 𝑑𝑡

Putting values in above equation we get

𝑑𝐻
=0
𝑑𝑡
Hence energy of the system is conserved.
Symplecticity of Simple Pendulum

For simple Pendulum we have

0 −𝑚𝑔𝑙𝑐𝑜𝑠𝜃 1
0
𝜕𝜙 = 1 𝜕𝜑 𝑡 = 𝑚𝑙 2
0 −𝑚𝑔𝑙𝑐𝑜𝑠𝜃 0
𝑚𝑙 2

Jacobian is given by
0 1
𝐽=
−1 0
Now
𝑔
𝜕𝜑 𝑡 𝐽𝜕𝜙 = cos 𝜃 ∗ 𝐽
𝑙
Hence, Simple pendulum fulfill symplectic property.
Kepler Problem (Two-Body Motion)

In classical mechanics, the Kepler problem is a special case of

the two-body (planets and sun) problem. Planets move around the
sun and attracted by sun.
Energy Conservation of Kepler Problem

Equation of motions of Kepler Problem are

q1
p&1   2
1  p1
&
q
(q1  q22 )3/ 2
q2
2  p2 p&2   2
&
q
(q1  q22 )3/ 2
Hamiltonian of the system is given by
1 1
H ( p1 , p2 , q1 , q2 )  ( p12  p22 ) 
2 q12  q22

We choose initial conditions

1 e
q1 (0)  1  e , q 2 (0)  0 , p1 (0)  0 , p2 (0) 
1 e
Energy equation of Kepler Problem in terms of Hamiltonian is
1 1
H ( p1 , p2 , q1 , q2 )  ( p12  p22 ) 
2 q12  q22
Now putting values in energy conservation equation, we get

dH H dp1 H dp2 H dq1 H dq2

   
dt p1 dt p2 dt q1 dt q2 dt

dH p1q1 p2 q2 p1q1 p2 q2
 2  2  2  2
dt (q1  q2 )
2 3/2
(q1  q2 )
2 3/2
(q1  q2 )
2 3/2
(q1  q22 )3/2

dH
0
dt
Hence energy of the system is conserved.
Symplecticity of Kepler Problem

For this system, we have

 2q12  q22 
 dp1 dt  0 0
(q12  q22 )5/ 2
0 
   
dp dt   
  2    0 0 0
2q22  q12

 dq1 dt   (q12  q22 )5/ 2 
  1 0 0 0 
 dq2 dt   
0 1 0 0 

 0 0 1 0
 
 0 0 0 1
 2q12  q22 
( )   2
T
0 0 0
 (q1  q2 )
2 5/ 2

 2q22  q12 
 0 0 0 
 (q12  q22 )5/ 2 
The Jacobian of this system is
0 0 1 0
 
0 0 0 1
J 
 1 0 0 0
 
 0 1 0 0

Now we have to prove that

( )T J ( )  J

Putting values 0 0 1 0
 
2q12  q22 2q22  q12 0 0 0 1
 [( 2 )( )]
(q1  q22 )5/2 (q12  q22 )5/2  1 0 0 0
 
 0 1 0 1
2q12  q22 2q22  q12
 [( 2 )( 2 )]  J
(q1  q2 )
2 5/2
(q1  q2 )
2 5/2

Hence the kepler problem is symplectic in nature.

Energy Conservation of Perturbed Kepler Problem
Equations of motion for the Perturbed Kepler problem are.

dq1 H
 Dq1  p1  ,
dt p1
dq2 H
 Dq2  p2  ,
dt p2
dp1 q1 0.0075q1 H
 Dp1     ( )
dt (q1  q2 )
2 2 3
(q12  q2 2 )3 q1
dp2 q2 0.0075q2 H
 Dp2     ( )
dt (q1  q2 )
2 2 3
(q12  q2 2 )3 q2

Where (𝑞1 , 𝑞2 ) and (𝑝1 , 𝑝2 ) are the generalized coordinates and generalized
momenta respectively. The Hamiltonian of the system is

1 1 0.005
H ( p1 , p2 ; q1 , q2 )  ( p12  p2 2 )  
2 (q12  q2 2 ) 2 ( q12  q2 2 )3
Energy Conservation equation for perturbed kepler is described as follows:

dH H dp1 H dp2 H dq1 H dq2

    (1)
dt p1 dt p2 dt q1 dt q2 dt

For perturbed kepler system we have the values:

H H dq1

dq2
 p2
 p1 ,  p2 p1 ,
p1 p2 dt dt
H q1 (0.015)q1 dp1 q1 (0.0075)q1
   
q1 (q12  q2 2 )3 2 (q12  q2 2 )5 dt (q12  q2 2 )3 (q12  q2 2 )3

H q2 (0.015)q2 dp2 q2 (0.0075)q2

   
q2 (q12  q2 2 )3 2 (q12  q2 2 )5 dt (q12  q2 2 )3 (q12  q2 2 )3

After putting these values in (1) we get, dH

0
dt
Hence, Energy of Perturbed Kepler Problem is conserved.
Symplecticity of Perturbed Kepler Problem
For this system, we have
  q1 0.0075q1 

 dp1 dt   (q12  q22 )3/ 2 (q12  q22 )3/ 2 
   

dp dt  q2 0.0075q2
  2  2  
 dq1 dt   (q1  q2 )
2 3/ 2
(q12  q22 )3/ 2 
 
 dq2 dt   p1 
 
 p2 
 2q12  q22 (0.0075)(1  q1 )(2q12  q22 ) 
0 0  0 
 (q1  q2 )
2 2 5/2
(q12  q22 )5/2 
 2q22  q12 (0.0075)(1  q2 )(2q12  q22 ) 
   0 0 0  
 (q12  q22 )5/2 (q12  q22 )5/2 
1 0 0 0 
 
0 1 0 0 
  0 0 1 0
 
 0 0 0 1
 2q12  q22 (0.0075)(1  q1 )(2q12  q22 ) 
( )   2
T
 0 0 0
 1( q  q2
2 5/2
) (q12  q22 )5/2 
 2q22  q12 (0.0075)(1  q2 )(2q12  q22 ) 
 0  0 0 
 (q12  q22 )5/2 (q12  q22 )5/2 

0 0 1 0
 
0 0 0 1
The Jacobian of this system is J 
 1 0 0 0
 
 0 1 0 0

By putting the values in the given semplecticity condition, we have Prove

that Perturbed Kepler Problem also fulfil symplectic property.
Dynamical Billiard System

A billiard is a dynamical system in which a particle alternates

between motion in a straight line and specular reflections from a
boundary. The motion of the particle in the billiard is a straight line,
with constant energy, between reflections with the boundary.
Energy Conservation of the Billiard System
Kinetic energy of the system is
p2
K ( p) 
2m

where 𝑝 is momentum and 𝑚 is mass of the ball. Potential energy of

the system is considered zero as it has no vertical motion on the
billiard table while it has some value outside the billiard table.

0 q
V (q)  
 q

Hamiltonian of the system is given as

p2
H ( p, q )   V (q )
2m
For billiard system we have,

dp H dq H
 
dt q dt p

Energy conservation equation is given as

dH H dp H dq
 
dt p dt q dt
Putting values in above equation we get

dH
0
dt
Hence energy of the system is conserved.
References
[1] Codington, Earl A.; Levinson, Norman (1955). Theory of ordinary
differential equations. New York-Toronto-London: McGraw-Hill Book
Company, Inc.

[2] Hirsch, Morris W. and Smale, Stephen (1974). Differential equations,

dynamical systems, and linear algebra. New York-London: Academic Press.

[3] D. Polyanin and V. F. Zaitsev, Handbook of Exact Solutions for Ordinary

Differential Equations (2nd edition), Chapman & Hall/CRC Press, Boca
Raton, 2003.

[4] An introduction to Lagrangian and Hamiltonian mechanics by

Simon J.A. Malham.