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A complete Hamiltonian flow for a C2 potential preserves energy and phase volume

Statement

Let d≥1, let U∈C2(Rd,R), and let M be real symmetric positive definite. Set H(q,p)=U(q)+12pTM−1p,F(q,p)=(M−1p,−∇U(q)). Assume Countable Choice. Call this vector field complete when the solution through every (q,p) exists for all t∈R. If F is complete, it has a unique global C1 flow Φt, which conserves H and satisfies det⁡DΦt(q,p)=1(t∈R). Thus it preserves phase-space Lebesgue volume. Completeness is an explicit hypothesis. In particular, if ∇U is globally L-Lipschitz, then F is globally Lipschitz with constant C=max⁡{∥M−1∥F,L}, so the global-existence and stability corollaries apply and ∥Φt(z)−Φt(w)∥2≤eC∣t∣∥z−w∥2.

Facts & Assumptions

Given: Countable Choice, d, U, M, the stated complete Hamiltonian vector field, and, for the sufficient condition, a global Lipschitz constant L for ∇U.

[A1]

Countable Choice is the set-theoretic assumption used by the C1 change-of-variables theorem. The Axiom of Countable Choice (ACω)

[F1]

A C1 Euclidean vector field has a unique maximal flow that is jointly C1; its time slices have inverse given by the negative-time flow, and its derivative in initial data solves the variational equation. C¹ Euclidean maximal flows, variational dependence and the finite C² upgrade

[F2]

The total-derivative chain rule gives ddtH(z(t))=DH(z(t))z′(t) and differentiates compositions by D(g∘f)=Dg(f)Df. The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a)

[F3]

For an invertible differentiable matrix curve A(t), Jacobi's formula is (det⁡A)′=det⁡(A)tr⁡(A−1A′). The determinant differential is Ddet⁡(A)[H]=tr⁡(adj⁡(A)H) at every matrix, and Jacobi's formula holds on the invertible locus

[F4]

A continuous vector field on R×Rn with one global state-Lipschitz constant has a unique global solution for every initial condition. A globally state-Lipschitz vector field on R×Rn has global solutions

[F5]

Two solutions for a state-Lipschitz field with constant C obey ∥x(t)−y(t)∥2≤eC∣t−t0∣∥x(t0)−y(t0)∥2. The Grönwall estimate for two solutions of a Lipschitz ODE

[F8]

Under Countable Choice, a C1 diffeomorphism between open Euclidean sets satisfies the change-of-variables formula for every nonnegative Lebesgue-measurable function. A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions

[F9]

The Euclidean gradient is the transpose-Jacobian convention, so U∈C2 makes F a C1 field with DF(q,p)=(0M−1−∇2U(q)0). The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case

Proof

technique · direct energy differentiation and the variational equation
1.1givenF1F2F7F9

By [F7], M=LLT where L is lower triangular with strictly positive diagonal. Thus det⁡L is the positive product of its diagonal entries, and det⁡M=det⁡Ldet⁡(LT)=(det⁡L)2>0; [F7] implies that M is invertible, so M−1 is well-defined and symmetric. Since U∈C2, [F9] makes F a C1 vector field. By [F1] it has a unique maximal C1 flow, and completeness as defined in the Statement makes every time slice Φt global with inverse Φ−t. Differentiating Φ−t∘Φt=I by [F2] shows DΦt(z) is invertible. The derivative A(t):=DΦt(z) satisfies A′(t)=DF(Φt(z))A(t) by [F1].

1.2givenF2algebra

Along a solution z(t)=(q(t),p(t)), [F2] and the displayed Hamilton equations give ddtH(q(t),p(t))=∇U(q(t))TM−1p(t)+(M−1p(t))T(−∇U(q(t)))=0, where symmetry of M−1 identifies the derivative of the kinetic energy. Hence H(Φt(z))=H(z).

1.3F6givenalgebra

Suppose ∇U is globally L-Lipschitz. For z=(q,p) and w=(q′,p′), [F6] gives ∥F(z)−F(w)∥22≤∥M−1∥F2∥p−p′∥22+L2∥q−q′∥22≤C2∥z−w∥22. Thus the time-independent field on R×R2d has global state-Lipschitz constant C.

2.1F1F3F9step 1.1algebra

By [F9], the variational matrix is DF(q,p)=(0M−1−∇2U(q)0), whose trace is zero. Since A(t) is invertible by step 1.1, [F3] and the finite-sum trace identity tr⁡(XY)=∑i,jXijYji=tr⁡(YX) give ddtdet⁡A(t)=det⁡A(t)tr⁡(A(t)−1DF(Φt(z))A(t))=det⁡A(t)tr⁡(DF(Φt(z)))=0. Since A(0)=I2d, det⁡A(0)=1, so det⁡DΦt(z)=1 for all t.

2.2F4F5step 1.3

Apply [F4] to obtain completeness and uniqueness in this globally Lipschitz case, and apply [F5] with the same C to obtain the stated Gronwall stability estimate. This supplies a sufficient condition; no completeness is inferred from merely local Lipschitz continuity of ∇U.

3.1A1F8step 1.1step 2.1∎

For each t∈R, step 1.1 makes Φt:R2d→R2d a global C1 diffeomorphism. For any Lebesgue-measurable E⊆R2d, apply [F8] to 1E and use step 2.1 to get λ2d(Φt−1(E))=∫R2d1E(Φt(z))∣det⁡DΦt(z)∣ dz=λ2d(E). Hence the exact flow preserves phase-space Lebesgue volume.

Remarks

Energy conservation and phase-volume preservation here concern the exact ODE flow. They do not assert that a finite leapfrog map conserves H.

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