Jacobi's Theorem

Theorem
Let $\mathbf y=\sequence{y_i}_{1\le i\le n}$, $\boldsymbol\alpha=\sequence{\alpha_i}_{1\le i\le n}$, $\boldsymbol\beta=\sequence{\beta_i}_{1 \le i \le n}$ be vectors, where $\alpha_i$ and $ \beta_i$ are parameters.

Let $S=\map S {x,\mathbf y,\boldsymbol\alpha}$ be a complete solution of Hamilton-Jacobi equation.

Let


 * $ \begin{vmatrix} \displaystyle

\frac{\partial^2 S}{\partial\alpha_i\partial y_k} \end{vmatrix} \ne 0$

Let


 * $ \displaystyle \frac{\partial S}{\partial\alpha_i}=\beta_i$

Then


 * $\displaystyle p_i=\map {\frac{\partial S}{\partial y_i} } {x,\mathbf y,\boldsymbol\alpha}$


 * $\displaystyle y_i=\map {y_i} {x,\boldsymbol\alpha,\boldsymbol\beta}$

constitute a general solution of the canonical Euler's equations.

Proof 1
Consider the total derivative of $\displaystyle\frac{\partial S}{\partial\alpha_i}$ wrt $x$:

Next, consider the total derivative of $p_i$ wrt $x$:

On the other hand, partial derivative of Hamilton-Jacobi equation yields

By comparison of this and previous expressions:


 * $\displaystyle\frac{\d p_i}{\d x}=-\frac{\partial H}{\partial y_i}$

Proof 2
Consider canonical Euler's equations:


 * $\displaystyle\frac{\d y_i}{\d x}=\frac{\partial H}{\partial p_i},\quad\frac{\d p_i}{\d x}=-\frac{\partial H}{\partial y_i}$

Apply a canonical transformation $\paren{x,\mathbf y,\mathbf p,H}\to\paren{x,\boldsymbol \alpha,\boldsymbol\beta,H^*}$, where $\Phi=S$.

By Conditions for Transformation to be Canonical:


 * $\displaystyle p_i=\frac{\partial S}{\partial y_i},\quad\beta_i=\frac{\partial S}{\partial\alpha_i},\quad H^*=H+\frac{\partial S}{\partial x}$

Since $S$ satisfies Hamilton-Jacobi equation, $ H^*=0$.

In these new coordinates canonical Euler's equations are:


 * $\displaystyle\frac{\d\alpha_i}{\d x}=\frac{\partial H^*}{\partial\beta_i}$


 * $\displaystyle \frac{\d\beta_i}{\d x}=-\frac{\partial H^*}{\partial\alpha_i}$

By $H^*=0$:


 * $\displaystyle\frac{\d\alpha_i}{\d x}=0,\quad\displaystyle\frac{\d\beta_i}{\d x}=0$

which imply that $ \alpha_i$ and $\beta_i$ are constant along each extremal.

$\beta_i$ constancy provides with $n$ first integrals:


 * $\displaystyle\frac{\partial S}{\partial\alpha_i}=\beta_i$

Because $S=\map S {x,\mathbf y,\boldsymbol\alpha}$, the aforementioned set of first integrals is also a system of equations for functions $y_i$.

Thus, functions $y_i$ can be found.

Functions $p_i$ are found by the results of Conditions for Transformation to be Canonical:


 * $\displaystyle p_i=\frac{\partial}{\partial y_i}\map S {x,\mathbf y,\boldsymbol\alpha}$

Then


 * $\map {y_i} {x,\boldsymbol\alpha,\boldsymbol\beta}$


 * $\map {p_i} {x,\boldsymbol\alpha,\boldsymbol\beta}$

are solutions to canonical Euler's equations.