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Stationarity of the phase-space action is equivalent to Hamilton's equations, and hyperregular elimination recovers the Lagrangian action

Statement

Let n≥1, let OH⊆R×Rn×Rn be open and nonempty, let H:OH→R be of class C2, let a<b, and suppose that for a C1 path γ(t)=(q(t),p(t)) (Ck Euclidean maps and diffeomorphisms, The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral) with (t,q(t),p(t))∈OH for all t∈[a,b] the phase action

A(γ):=∫ab[p(t)⋅q′(t)−H(t,q(t),p(t))]dt

is defined, the integrand being continuous (The lower and upper Darboux integrals of a bounded f on [a,b] as sup⁡PL(f,P) and inf⁡PU(f,P), Darboux integrability as their equality, and the notation ∫abf, A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion, The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn). Then:

  1. for every C1 variation pair (δq,δp) with δq(a)=δq(b)=0 and with γ+s(δq,δp) in the domain of A for small ∣s∣,

dds∣s=0A(γ+s(δq,δp))=∫ab[(q′−Hp)⋅δp+(−p′−Hq)⋅δq]dt;

  1. γ is stationary (the displayed derivative vanishes for every such variation) if and only if Hamilton's equations hold on [a,b]:

q′(t)=Hp(t,q(t),p(t)),p′(t)=−Hq(t,q(t),p(t))(t∈[a,b]);

  1. (elimination) let in addition L:J×U×Rn→R be a hyperregular C2 chart with inverse branch v(t,q,p) and Hamiltonian H(t,q,p)=p⋅v(t,q,p)−L(t,q,v(t,q,p)) (The Legendre map of a time-dependent Lagrangian: regularity and hyperregularity), such that the phase domain of H contains the points below. For every C2 curve q:[a,b]→U with (t,q(t),q′(t)) in the domain of L, put p(t):=Lv(t,q(t),q′(t)). Then A(q,p)=S(q), where S is the action of L; consequently q is stationary for S if and only if (q,p) is stationary for the phase action.

Facts & Assumptions

Given: The C2 phase function H, a C1 path γ=(q,p), the phase action A, and admissible variation pairs (δq,δp) with δq(a)=δq(b)=0.

[F1]

Differentiation under the integral sign on a compact rectangle (Leibniz's rule on a compact rectangle: an interior parameter derivative with a continuous extension may be passed through a Riemann integral): the one-parameter integrand has continuous partial derivative in the parameter, so the derivative passes through the integral. Integration by parts (If u,v are differentiable on [a,b] with u′,v′ integrable, then ∫abuv′=u(b)v(b)−u(a)v(a)−∫abu′v) applies to the term ∫abp⋅δq′ dt componentwise with u=pj, w=δqj, and yields −∫abp′⋅δq dt, because the boundary term [p⋅δq]ab vanishes by δq(a)=δq(b)=0; the integral is linear (Integrable functions on [a,b] form a set closed under sums and scalar multiples, and ∫ab(λf+μg)=λ∫abf+μ∫abg).

[F2]

The bumps of Explicit twice differentiable bumps detect nonzero values of continuous functions: a continuous scalar coefficient E on (a,b) that is nonzero at some interior point admits a C2 bump β supported in (a,b) with ∫Eβ≠0. Such bumps, multiplied by the standard basis vectors of the q- and p-components, give the admissible variations used below.

[F3]

Hyperregular elimination (The Hamiltonian on an inverse Legendre branch: differential, equivalence with the Euler-Lagrange equation, and the energy identity): on the inverse branch Hp(t,q,p)=v(t,q,p), Hq=−Lq(t,q,v), and (q,p) solves Hamilton's equations iff q solves the Euler–Lagrange equation with p=Lv(t,q,q′); in the replacement p=Lv(t,q,q′) the inverse relation gives v(t,q,p)=q′, so p⋅q′−H(t,q,p)=Lv⋅q′−(Lv⋅q′−L)=L(t,q,q′).

Proof

technique · direct; differentiate the phase action, integrate by parts, and use bumps in the two components separately; then substitute the inverse Legendre branch
1.1F1givenalgebra

Clause 1: the parameter derivative of the integrand is δp⋅q′+p⋅δq′−Hq⋅δq−Hp⋅δp, continuous in (s,t); by [F1] the derivative of A is the integral of this expression. Integrating the term ∫p⋅δq′ by parts and collecting the coefficients of δq and δp gives the displayed formula.

2.1step 1.1given

Clause 2, forward direction: if Hamilton's equations hold, then q′−Hp=0 and −p′−Hq=0 identically, so the integral of step 1.1 vanishes for every admissible variation; thus γ is stationary.

2.2F2step 1.1algebra

Clause 2, converse: assume γ stationary. First take δq=0 and let δp run through the bumps of [F2] in a single component. Step 1.1 gives ∫ab(q′−Hp)jβ dt=0 for every such bump, hence the continuous function (q′−Hp)j vanishes on (a,b) and, by continuity, on [a,b]; as j was arbitrary, q′=Hp on [a,b]. Now take δp=0 and let δq run through bumps in a single component (admissible, since these vanish near the endpoints): step 1.1 gives ∫ab(−p′−Hq)jβ dt=0, hence p′=−Hq on [a,b]. This proves clause 2.

3.1F3F4step 2.1step 2.2∎

Clause 3: for a C2 curve q and p(t)=Lv(t,q,q′), the path (q,p) is C1 and [F3] gives A(q,p)=∫abL(t,q,q′)dt=S(q). Therefore the phase action along this path equals the Lagrangian action, and the two stationarity notions correspond: by clause 2, (q,p) is stationary for A iff it solves Hamilton's equations; by [F3] this holds iff q solves the Euler–Lagrange equation with p=Lv(t,q,q′); and by [F4] this holds iff q is stationary for S.

Remarks

  • The identification in clause 3 is made on the actual inverse branch: the path in phase space is the Legendre image of the Lagrangian path, so no dynamical assumption such as p=q′ is built into the statement; the elimination uses the inverse relation of the hyperregular chart, which is exactly the hypothesis under which the branch exists globally.

  • The phase action has free p endpoints and fixed q endpoints. This is why the p-variations require no boundary condition and the q-variations do: the boundary term produced by integrating ∫p⋅δq′ vanishes precisely because δq vanishes at the endpoints, while no corresponding term arises from δp.

Depends on

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