Hamiltonian Systems

Introduction
Hamiltons Equations & the Hamiltonian
Phase Space
Constants of the Motion & Integrable
Hamiltonians
Non-Integrable Systems, the KAM Theorem &
Period-Doubling
The Henon-Heiles Hamiltonian
The Chirikov Standard Map
The Arnold Cat Map
The Dissipative Standard Map
Applications
 Introduction
No dissipation = Conservative
Phase space volume = constant
No transients, no attractors
Isolated (closed) system: Conservative
Open system: Dissipative
Hamiltonian system: Dynamics governed by
H(q,p)
Solar system:
Gravitation: conservative
Tidal forces, solar wind: dissipative
Dissipation negligible for short times
Microscopic (quantum) systems
Integrable systems: non-chaotic
 Hamiltons Equations & the Hamiltonian
Hamilton formulation: phase space = { q i, pi }
Dynamics ( Hamiltons equations ):

H q , p, t H
i 1, 2,L , N f
q&i p&i Nf = degrees of
pi qi freedom
E.g., n 3-D
particles:
q = {qi} = { x1,y1,z1, x2,y2,z2, , Nf =
xn,yn,zn } 3n
p = {pi} = { px1,py1,pz1, px2,py2,pz2, ,
pxn,pyn,pzn }
Equivalent 1st order system of ODEs ( DoF" =
2Nf ):

x x j j 1,L , 2 N f x2i 1 qi x2i pi i 1,L , N f

H H
x&2i 1 f 2i 1 x x&2i f 2i x
x2 i x2i 1
Symplectic structure: manifold with a (symplectic) 2-form
as metric
For the Hamiltonian % d%
% dH %
qi dpi
d%f % X f
systems: i
f g g f

% X g , X f f , g
q j p j
(Poisson
j q j p j bracket)
Definition in terms of symplectic matrices ( see
Goldstein ): ( M is symplectic if MT J 0
I
M = J ) J
H
T
I 0
f g
x& J
x
f , g J x& M x&
x x

df f f f f H f H f
q&j p&
dt q p j
t
j j j j q j p j p j q j t
f
f , H
t
d H H H is conserved ( a constant of the

dt t motion ) if its not explicitly time
 Phase Space
For a conservative system, trajectories in
phase space are confined to a constant energy
surface.
DoF = N energy surface is
(2N-1)-D
Volume in state space of autonomous x&i f i x
system
1 dV f
i See
V dt i xi
3.13
For a conservative system
H(q,p) :
1 dV H H
0
V dt j q p p q
j j j j

no transients
attractors persist
 Liouvilles Theorem
Probability of finding a system q, p,t dV
in=
dVprobability
= density of systems in
phase space.
d H H
q&j p&
dt j
q p j
t q p p q t
j j j j j j j

, H
t
d
= material / hydrodynamic derivative
d t Lagrangian picture

= change of at fixed phase point Eulerian
t picture
d
Liouvilles 0 for Hamiltonian
theorem: d t systems
~ no-crossing
theorem
 Integral Invariants
I t L dx1 L dxn x, t d I t

t
is an integral
dt
0
invariant if

x1 ,L , xn
I t L dx L dx J x, t
0 0
J det J
0
1 n
x10 L xn0

d I t d J Jik
xi
L dx L 0
dx
1 J
0
n

x 0
dt 0
dt k

d J dJ d
I(t) is an integral J 0
invariant dt dt dt

dJ d Jik J x&i i k d Jik d xi x&i

0 J
d t i, k d t J i k where d t xk0 xk0
i , k xk
dt

J
and Jik is the cofactor of J i k J i m J km J ik
Jik : m
Jik
 dJ x&i i k x&i xm i k x&i x&i
0 J J J mk J
ik
i m J x& J
d t i , k xk i , k , m xm x k
0
i , k , m xm i , m xm

d J dJ d d
J J x& J x& x& J x&
dt dt dt d t t t

d I t
L dx1
0
L dx 0
n J t &
x L t 1 n t
dx L dx
&
x
dt
0


I(t) is an integral x& 0
t
invariant
Liouvilles
theorem:
x& 0 if is the probability density of a Hamiltonian
H(q,p,t).
( acts like an incompressible
fluid )
q q q&0 q&0
Proof I t t
q0 p0 q0 p0
: J t det J t ; det
p p p&0 p&0
t I t
q0 p0 q0 p0
 q&0 q&0 1 L
I t t
q0 p0 1 L
J t ; det det
p&0 p& 1 L
t I 0 t
q0 p0 M M M O

q&i 0 p& q&i 0 p&i 0

J t ; i q
1 t 1 i 0 t L ; 1
pi 0 i qi 0

pi 0
t L
i0

H H
; 1 t L ; 1 O t 2
i qi 0 pi 0 pi 0 qi 0

dJ d QE
0 x& J x& 0 & x& 0
dt dt t D

Alternative
ly:
q&i p&i H H
x& 0
i qi pi i qi pi pi qi

In general: t x& 0

1st order x& F F 0
t
ODEs:

Hamiltonian F 0
systems t

Equation is linear in
Evolution of cant be chaotic, even when
individual trajectories are.
No divergence of evolution of nearby s.
No sensitivity to I.C.
Prototype of chaotic Hamiltonian system: Arnold
cat map.
 Constants of Motion & Integrable
Any
Hamiltonians
quantity that is independent of t is a constant of
the motion.
For a conservative E H q, p is independent of
system, t.
i.e H q t , p t H q 0 , p0
., t
Each point on a possible trajectory {q(t),p(t)} has
the same energy E.
Many different trajectories may have the same
energy.
E is a constant of the motion.
It is also an isolating integral that restricts the
motion on some surface.
H
Let pj be a constant of the 0 p&j
q j
motion, then
i.e., H is not explicitly dependent ( qj is cyclic
onEach
qj. trajectory is confined to an (2N) -2)-D
f
surface.
 k independent isolating integrals
each trajectory is confined to an (2N f-k)-
D surface
If k = Nf, the system is ( Trajectory Nf-D )
integrable.
Isolating integrals are also called action variables
Ji(q,p).
The variable conjugate to Ji(q,p) is called an angle
variable.
H H
J&i 0 &
i
i
Ji
i can always be chosen as dimensionless
so that Ji has the dimension of action.
{ i, Ji } can be related to { q, p } by a canonical
transformation.
If H can be written as H(J), the system is
integrable.
J&i J i , H J 0 i can be satisfied Ji , J j 0
iff i,j
System is in ( + independence
involution. )
 Integrability can be examined by expressing the
desired canonical transformations in terms of a
Birkhoff series.
Examples of integrable systems:
All 1-D systems with analytic H H = J.
All systems with linear equations of motion
normal modes.
All systems that are completely separable.
Solitons
H
Let H = H(J), &
i i J i t i t i 0
then Ji

Inverse qi t qi t , J t pi t pi t , J t
transformation:
For a bounded system, q and p must be periodic
functions of .

Canonical perturbation theory: q,p as series of

, J.
Series diverges non-integrable
 Simple Harmonic Oscillator
p2 1 2 H p H
H kq q& p& k q & k q
m q&
2m 2 p m q

Nf = Phase space: Trajectory: 1-D (H = const

1 2-D ellipse)
d p p& k q 1 2 1 Ellipse
p d p m k qd q p mk q 2 C
d q q& p / m 2 2 s:
periodi
k
Fixed q*, p * 0,0 = elliptic c
m
point: to
Switching point
p2 1 H
H m 2 q 2 J J P2 Q2
(,J): 2 J 2m 2
q t cos (t )
m p m 1
P Q q PQ pq
p t 2m J sin (t ) 2m 2 2
Trajectory is a circle of radius J & area J in
(P,Q) space H Area of
Q t J cos (t ) &

J ellipse:
P t J sin (t )
t 0 t


pd q J d
2 J
 E
p 2mL2 E mg L 1 cos 1
2mL g L 1 cos
2 2mg L
p p2
p sin 2 H 2
mg L 1 cos
2mL g L 2 2mL
p
& 2 p& mg L sin
1 mL
p
f mgL sin 0
0.5 mL p2

4 3 2 2 3 4 Conservative
1
0
J mL2
-0.5
mgL cos 0
-1 g 1
2 cos v c 2
L mL
Trajectories in {, p } space for = 0.2, 0.6, 1.0,
1.4, 1.8 points
Elliptic Hyperbolic points
at p = 0, = at p = 0, =
Separatrices:
2n Stable & unstable manifolds of a
(2n+1)
hyperbolic point
Typical for integrable Hamiltonian
 Elliptic Integrals & Elliptic Functions
Ref: M.Abramowitz, I.A.Stegun, Handbook od Mathematical
Functions.
(Incomplete) Elliptic Complete Elliptic
integrals: integrals:

d
1st F \ m
K m F \ m
1 m sin 2
2
kind: 0


2nd E \ m d 1 m sin
2 E m E \ m
kind: 0
2

(Jacobian) Elliptic
functions:
sin sn u | m sn u u F \ m

cos cn u am u

1 m sin 2 dn u

Mathematica: EllipticK[m] =
EllipticF[/2,m]
 Systems with N Degrees of Freedom
N
Integrable H , J i J i
systems: i 1
Q.M.:
H H equall
J&i 0 & i y
i
i
Ji
spaced

~ N uncoupled ( simple harmonic if

oscillators independent of J )
N constants of motion trajectories on N-D torus in
phase space
H H
For N = 2: trajectories are on 1 2
J1 J2
(invariant) torus

i incommensurate q.p.
ergodic
time average = ensemble
average
Non-integrable systems:
tori broken; J() not
 The Kepler Problem (Integrable)
See H.Goldstein, "Classical Mechanics", 2nd
ed., 10-7 ( with minor variations )

pr2 p k
2
m1m2
H k Gm1m2
2 2 r 2 r m1 m2

r, p , , p , J , , J
r 1 1 2 2

Solution of the (separable) Hamilton-Jacobi eq

gives
J 1 2 p 2
J 2 J1 k
E
2 2 k 2
H J1, J 2 E
J1 J 2
2

H 4 2
k 2

&
1
& 1 2
J1 J1 J 2
3 2
 Nonintegrable Systems

Integrable systems: non-

periodic / q.p. chaotic
Transition to chaos: integrable slightly non-
integrable
Non-integrable systems:
Df 2
For Df = 2, integrable motion on 2-D
torus
Non-integrable motion on 3-D constant E Chaos
surface ?
Poincare sections transverse to 3-D constant E
surface is 2-D
Integrable system ( sets of nested tori with
separatrices ):
Series of discrete points periodic
Closed paths around point quasi-periodic
orbits around elliptic point
Hyperbolic orbits near hyperbolic points
Henon-Heiles, almost
integrable
 KAM Theorem
Let H J, H 0 J H1 J ,
H0
integrable
KAM theorem (criteria dropped): Tori that survive
perturbation satisfy
m g
W g() increases monotonically
n n5
with
Implication:
For > 0, all tori with rational W break up
(KAM) tori with irrational W persist, then break up
1 by 1 as increases
Last to be destroyed has golden mean ratio ( most
irrational )
Qualitative explanation:
W rational motion sustained by strong
resonances between overlapping
harmonics
any perturbation will remove
 Sequential break-up of KAM
tori

Band of g
width n5
around m/n

Tori within band Resonan

dissolve ce
structu
re
Chaos ~ overlap of
resonances
Df = N (2N-1)-D const E surface, N-
D tori
A torus can partition E surface only if N = 2N-1
or (2N-1)-1
N = 1 or ( KAM tori partition phase
2 space )
For N > 2, tori break up stochastic web ( no
partitioning )
 Poincare-Birkhoff Theorem

H0 H ~ twisted map (area

preserving)

Break up of n/M
tori n/M
pairs of 2n/2M
elliptic &
hyperbolic fixed
points
Period-
doubling
 Insets & outsets of hyperbolic point
dissolve first homoclinic & heteroclinc
tangles chaos?
Different I.C. may lead to
q.p./chaotic motion
For Df 2, surviving KAM tori confine
chaotic motion near broken tori

For Df 3, chaos from any broken torus can roam

mostly freely (Arnold diffusion).

Lyapunov exponent:
i = 0 for conservative
system
Chaos: at least 1 i > 0
Monodromy matrix z t M z 0 z = periodic
M : orbit
Eigenvalues i of M ~ Floquet multipliers:
i = 1 i
i comes in pairs of (, -1 i e
 Period-Doubling
Break up of m/n tori
m/n pairs of 2m/2n elliptic & hyperbolic
fixed points
Period doubling
increases further period doubling
H = 8.721097, H = -4.01807
Period-n-tuplings are common in
Hamiltonian systems
Cause: resonances among constituent nonlinear
oscillators
Meyer's theorem: 5 types of
bifurcations

Singularities in H can also cause non-

integrability
E.g., billiard
balls
 Henon-Heiles Problem

A star in axially symmetric galaxy;

Nf = 3

Known integrals of motion: E, L z

No known analytic form of 3rd

integral
If 3rd integral not exist (v)
(vz)
1 1 3 ) = 2 : 1
Henon-Heiles V r, (v
Observed: r)2 : r(v
sinz3
model: 2 3
1 1

V x, y x 2 y 2 x 2 y y 3
2 3
 Henon-Heiles 1 2 1 1
Hamiltonian
H
2
p x p 2y x 2 y 2 x 2 y y 3
2 3
V
V
2
0.4

0.3 1.5

0.2
1
0.1

y
-2 -1 1 2 0.5
-0.1

-0.2 x
-2 -1 1 2

-1 -2
1 0
2
2 1 0 -1 -2
-2

7.5

-1
5

2.5 0

0
-2
y
1
-1
0
1
2
2
 V

0.4

0.3

Height of potential well around 0

0.2

0.1

is 1/6 bound orbits for E < 1/6

y
-2 -1 1 2
-0.1

-0.2

1 2 1 2 1 3
Hamilton's H
2
p x p 2
y 2
x y 2
x 2
y
3
y
eqs:
H H
x& px p&x x 2x y
px x
H H
y& py p&y y x2 y2
py y

Nf = 2 3-D const E
surface
2-D Poincare section Choice: y-py plane at x
= 0
1 2 1 2 1 3
E
2
p x p y
2

2
y y
3
 py
y
0.3

0.3
0.2

0.2
0.1

0.1

-0.3 -0.2 -0.1 0.1 0.2 0.3 y

-0.3 -0.2 -0.1 0.1 0.2 0.3
x
-0.1
-0.1

-0.2
-0.2

-0.3
-0.3

E = 0.06, x0 = 0, y0 = -0.1475, px0 = N =

0.3101, py0 = 0. 1000
Distorted torus: Quasi-
periodic
 y py
0.4

0.3
0.3

0.2
0.2

0.1
0.1

-0.3 -0.2 -0.1 0.1 0.2 0.3

-0.3 -0.2 -0.1 0.1 0.2 0.3 0.4
y
x
-0.1 -0.1

-0.2 -0.2

-0.3 -0.3

E = 0.06, x0 = 0, y0 = 0.1563, px0 = 0.18876, N =

py0 = -0.25 2000
Hyperbolic points:
separatrices
Heteroclinic tangles Stochastic
 y
py

0.3

0.2

0.1

-0.3 -0.2 -0.1 0.1 0.2 0.3 0.4 y

-0.1
x
-0.2

-0.3

Outside separtrix Qualitatively

different
x-y orbits wraps y-axis
Bounds allowed region
E = 0.06, x0 = 0, y0 = 0, px0 = -0.0428, py0 = N =
 0.3 0.4

0.2

0.2
0.1

-0.3 -0.2 -0.1 0.1 0.2 0.3 0.4 -0.4 -0.2 0.2 0.4

-0.1

-0.2
-0.2

-0.3
-0.4

E = 0.06 N = E = 0.1 N =
10000 40000
Orbits near separatrices easily disturbed
Breakup of KAM torus necklace ----
(Birkhoff thm)
( Associated hyperbolic points not shown )
 0.6

0.4
0.4

0.2 0.2

-0.4 -0.2 0.2 0.4 0.6 -0.4 -0.2 0.2 0.4 0.6 0.8

-0.2
-0.2

-0.4
-0.4

-0.6

E = 0.14 N = E = 0.166 N =
40000 40000
Single trajectory roams through most
places
Lyapunov exponents: +,0,0,-
 The Chirikov Standard Map
Aliases: Taylor-Greene-Chirikov map, the
standard map.
K
rn 1 rn sin 2 n mod 1 1 K cos 2
2 J 1
n 1 n rn 1 mod 1 1 1 K cos 2
K
n rn sin 2 n mod 1 area preserving
2

(Moser) Twist
map:
n 1 n
n 1 n W n mod 1
W = winding
number
1 0
J 1 area preserving
W 1
 Fixed points ( with r
J ):
K 2 m
Jn sin 2 n J n m sin 2 * m,p =
2 K integers
K K
n J n sin 2 n n p J* sin 2 * p m p 0, 1
2 2
K < 2 m = 0 and * = 0,

rn 1 1 K cos 2 * rn
Near fixed 1 1 K cos 2 *
point: n 1 n

Floquet 1 K cos 2 *
0
multipliers: 1 1 K cos 2 *

1 1 K cos 2 * K cos 2 * 0
2

1
1 K cos 2 * K 2 cos 2 2 * 4 K cos 2 *
2
 1
1 K cos 2 * K 2 cos 2 2 * 4 K cos 2 *
2
1
For (J*,*) = 1 K K 2 4 K
(0,0): 2
Re ||
Im
1 2
1
1.75

1 2 3 4 5 6 0.5 1.5

1.25
-1
1
3 4 5 6
-2 0.75
-0.5 0.5
-3
0.25
-1
1 2 3 4 5 6

(0,0) is a stable spiral for K

< 4 1
For (J*,*) = (0, 1 K K 2 4 K
): 2
8

4 (0, ) is a saddle point for
2
all K

1 2 3 4 5 6
 1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0.54

0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1

0.52

K = 0 K = 0.2
0.5

0.48
c.f. Henon-
= 0, J = Heiles
Period 2 0.46

0.2 0.4 0.6 0.8 1

 The Arnold Cat Map
xn 1 2 xn yn mod 1 2 1
J 1 Area-
yn 1 xn y n mod 1 1 1 preserving
2.618
2 1 1 0 2 3 1 0
1

3 5 ;
2
0.382
All fixed points are saddle
points
x * y* m y* 0
Fixed
points: x* k x* 0

xn 1 2 1 xn

y 1 1 mod 1
n 1 yn
2 1 1 2
1
1 0 1

2 1 0 1
1
1 1 1


Ex 8.8-1: Fixed points of f(n) have rational

coordinates
 pn 1 2 pn qn mod 1
Evolution of 1-D conservative
system: qn 1 pn qn mod 1
d qn , pn , n q0 , p0 ,0 ( n ~
0
dt tn )

Fourier qn , pn , n Aj k exp 2 i jqn k pn

n

analysis: jk

Aj k A jk
n * n
qn 1 , pn 1 , n 1 Ajnk 1 exp 2 i jqn 1 k pn 1
jk

Aj nk 1 exp 2 i j qn pn k 2 pn qn
jk

Aj nk 1 exp 2 i j k qn j 2k pn
jk

j j k j 2 j k
k j 2k k k j
qn 1 , pn 1 , n 1 A2 nj1k , k j exp 2 i j qn k pn qn , pn , n
jk

n 1 n n 1 n
Spread to new
A2 j k , k j Aj , k Aj , k Aj k , j 2 k modes, But not
 The Dissipative Standard Map

G.Schmidt, B.H.Wang, PR A 32,

2994 (85)
K
rn 1 J D rn sin 2 n mod 1
2
K
n 1 n rn 1 mod 1 n J D rn sin 2 n mod 1
2

JD K cos 2
JD Dissipative for JD
1 1 K cos 2
< 1

K
JD = n 1 n sin 2 n mod 1
0 :
2
( Sine circle map with
= 0)
 1

0.8
JD = 0 ~ Circle
map
0.6

0.4

0.2

1 2 3 4 5

JD = 0 , K > 1 period-doubling route to chaos

beyond K Channels overlap for JD
> 0
Bifurcated 2n orbits ~
period-doubling 2n : p1,
p2
periodic orbits ~
periodic windows: p2',
p3'
2 chaotic bands
n

disappear at univeral
 Applications
Billiards (elastic collisions, piecewise linear)
Rectangular or circular walls periodic / q.p.
stadium / Sinai billiards ( round obstacle ) chaotic
for some orbits
2 balls + gravity: All kinds of behavior
Quantum chaos
Astronomical Dynamics
Orbits of Pluto & some asteroids may be chaotic
Kuiper objects
Particle Accelerators
Avoid possible chaotic trajectories in accelerator design
Superconductivity
Vortex structures under magnetic field (type II
superconductors) phase-locking, Arnold tongues, Farey
tree, devil's staircase
Optics
small dielectric spheres: whispering gallery lasers
Spheres distorted chaos