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Exact finite-time response on a compact Hamiltonian phase

Statement

Let (M,ω,H,Φ,m0) be a nonempty compact symplectic phase datum without boundary, with H∈C∞(M,R). Let A,B∈C∞(M,R) be observables, let β>0, and assume Zβ=∫Me−βH dm0 is finite and positive. Put dμβ=Zβ−1e−βH dm0. For T>0 and every t∈[0,T], choose h∈C∞([0,T],R) and perturb the Hamiltonian to Hϵ(t,z)=H(z)−ϵh(t)B(z), where ϵ is dimensionless. In SI, time has unit s. If H is in J, A has units [A], and B has units [B], then h has units J/[B], β has units J−1, and the response derivative has units [A].

Start every perturbed trajectory at the same unperturbed initial law μβ and define ⟨A(t)⟩ϵ=∫MA(zϵ(t;z)) dμβ(z). Then the derivative at ϵ=0 exists and is ddϵ⟨A(t)⟩ϵ∣ϵ=0=∫0th(s)RAB(t−s) ds,RAB(u)=β∫M(XHB)(z)A(Φuz) dμβ(z). For constant h(t)=h0, define the equilibrium correlation CBA(u)=∫M(B−⟨B⟩β)(z)(A−⟨A⟩β)(Φuz) dμβ(z). Then the finite-time response is βh0[CBA(0)−CBA(t)]. If CBA(t)→0, its long-time limit is βh0Cov⁡μβ(B,A). No decay of this correlation is assumed in the finite-time formula.

Facts & Assumptions

Given: Compact boundaryless symplectic M, smooth H,A,B, a normalized canonical law, an unperturbed initial preparation, and a smooth finite-time control coupled as H−ϵh(t)B.

[A1]

Assume ACω for the positive-density measure construction in The Axiom of Countable Choice (ACω). The phase M is nonempty compact without boundary; H,A,B are smooth real functions; β>0; 0<Zβ<∞; h is smooth on [0,T]; and the initial law is the fixed unperturbed μβ.

[A2]

ϵ is dimensionless, time is measured in s, H has units J, A has units [A], B has units [B], h has units J/[B], and β has units J−1.

[F1]

Hamiltonian phase, complete-domain flow and reference measure and Hamiltonian vector field and Hamiltonian function: the sign convention is ιXFω=dF, so XBH=dH(XB)=−dB(XH)=−XHB.

[F2]

Time-dependent Hamiltonian vector field and flow: the perturbation field is XH−ϵh(t)XB.

[F3]

Smooth dependence of ODE solutions on parameters: in Euclidean charts, solutions on a common compact time interval depend smoothly on the parameter. The finite-chart continuation and overlap argument needed for this compact-manifold application is supplied in step 1.1.

[F4]

Liouville volume preservation and A volume-preserving diffeomorphism preserves its induced Borel measure: the unperturbed and XB flows preserve m0 on their domains.

[F5]

A Hamiltonian is conserved along its own flow: H∘Φt=H. Together, [F4], the definition of μβ, and Integral invariance under measure-preserving maps make μβ invariant under Φt.

[F6]

Integral invariance under measure-preserving maps: composition by a measure-preserving flow map leaves integrals unchanged.

[F7]

Dominated convergence: on compact M, the bounded parameter difference quotients may be passed through the μβ integral.

[F8]

The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a): derivatives of smooth observables along the flow are obtained by applying the generating vector field, using the ordinary Euclidean chain rule in each coordinate chart.

Proof

Given: [A1]–[A2] and [F1]–[F8].

1.1A1F2F3F8givenconstruct

The perturbed field is the smooth time-dependent field XH−ϵh(t)XB by [F2]. Cover compact M by finitely many smaller coordinate neighborhoods whose closures lie in larger coordinate charts. The coordinate fields and their first derivatives are bounded on these closures, uniformly for t∈[0,T] and ϵ in a fixed compact neighborhood of zero. Local ODE existence therefore gives a common positive continuation time from every point in each smaller neighborhood. Taking the minimum over the finite cover extends every solution across [0,T]: a purported finite endpoint can be restarted from a point within that common time of the endpoint. The same argument applies backward for the unperturbed flow. The Euclidean smooth-parameter theorem [F3], applied in these charts on successive common time intervals, gives the smooth parameter variation ξ(s)=∂ϵzϵ(s;z)∣ϵ=0∈TΦszM with ξ(0)=0. In a chart x, write XHx and XBx for the coordinate components. There the ordinary variational equation is ξ˙a(s)=∂bXHx,a(Φsz)ξb(s)−h(s)XBx,a(Φsz). Here ∂bXHx,a is the matrix of derivatives of coordinate components in that chart; it is not asserted to be a canonical tangent endomorphism. If y is another chart and χ=y∘x−1 is the transition map, then ξy=Dχ ξx and XHy∘χ=Dχ XHx, with the analogous identity for XB. Differentiating these identities along the reference path shows that the two variational equations agree: the extra term is D2χ[XHx,ξx], which equals D2χ[ξx,XHx] by symmetry of the second derivative. Thus the variation is intrinsically defined. The tangent map Y(t,s)=DΦt−s∣Φsz:TΦszM→TΦtzM is likewise intrinsic. In chart coordinates, variation of constants for the local linear variational equations, composed across the finite chart intervals, gives the intrinsic identity ξ(t)=−∫0th(s) DΦt−s∣Φsz XB(Φsz) ds, where the integral is in the fixed vector space TΦtzM. Applying the differential of A and the chain rule [F8] gives ∂ϵA(zϵ(t;z))∣0=−∫0th(s) [XB(A∘Φt−s)](Φsz) ds.

2.1F5F6F7step 1.1

All integrands in step 1.1 and their parameter difference quotients are bounded on the compact manifold and finite time slab. Thus [F7] passes the derivative through the initial-law integral. Invariance of μβ under Φs from [F5]–[F6] then gives ddϵ⟨A(t)⟩ϵ∣0=−∫0th(s)∫MXB(A∘Φt−s) dμβ ds.

2.2A1F1F4F7step 1.1algebra

Write ρβ=Zβ−1e−βH. For any smooth G, let Ψτ be the flow of XB. By [F4], Ψτ preserves m0. Consequently ∫MG(Ψτz)ρβ(z) dm0(z)=∫MG(y)ρβ(Ψ−τy) dm0(y). Differentiate at τ=0; compactness bounds the derivatives, so differentiation under the integral is justified by [F7]. This proves ∫ρβXBG dm0=−∫GXBρβ dm0. From [F1], XBH=−XHB, hence XBρβ=−βρβXBH=βρβXHB. Therefore −∫MXBG dμβ=β∫MG(XHB) dμβ.

3.1F1step 2.1step 2.2

Apply step 2.2 with G=A∘Φt−s in step 2.1. This gives RAB(t−s) and proves the stated response formula.

4.1F4F5F7step 2.2step 3.1algebra∎

For the correlation, differentiate under the integral on compact M: CBA′(u)=∫(B−⟨B⟩β)XH(A∘Φu) dμβ. Applying the same measure-preserving-flow argument as step 2.2 with XH and using XHρβ=0 gives CBA′(u)=−∫(XHB)(A∘Φu) dμβ; the constant ⟨A⟩β contributes zero since ∫XHB dμβ=0. For constant h0, step 3.1 is therefore −βh0∫0tCBA′(u) du=βh0[CBA(0)−CBA(t)]. If CBA(t)→0, the limit is βh0CBA(0)=βh0Cov⁡μβ(B,A).

Remarks

The conclusion is a mathematical model prediction conditional on its compact phase, smooth-control, and canonical-preparation hypotheses. The cited statistical-mechanics treatments motivate response/correlation formulas; the proof above supplies this precise finite-time sign convention and does not extend it to noncompact phases or unproved decay assumptions.

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