Partial Derivatives of Solution of Hamilton-Jacobi Equation are First Integrals of Euler's Equations
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Theorem
Let $\mathbf y = \sequence {y_i}_{1 \mathop \le i \mathop \le n}$, $\bsalpha = \sequence {\alpha_i}_{1 \mathop \le i \mathop \le m}$ be vectors, where $m \le n$.
Let $S = \map S {x, \mathbf y, \bsalpha}$ be a solution of the Hamilton-Jacobi equation, where $\bsalpha$ are parameters.
Then each partial derivative:
- $\dfrac {\partial S} {\partial \alpha_i}$
is a first integral of canonical Euler's equations.
Proof
Consider the total derivative of $\dfrac {\partial S} {\partial \alpha_i}$ with respect to $x$:
\(\ds \frac \d {\d x} \frac {\partial S} {\partial \alpha_i}\) | \(=\) | \(\ds \frac {\partial^2 S} {\partial x \partial\alpha_i} + \sum_{j \mathop = 1}^n \frac {\partial^2 S} {\partial y_j \partial \alpha_i} \frac {\d y_j} {\d x} + \sum_{j \mathop = 1}^m + \frac {\partial^2 S} {\partial \alpha_j \partial \alpha_i} \frac {\d \alpha_j} {\d x}\) | Total derivative of $S$ with respect to $x$ | |||||||||||
\(\ds \) | \(=\) | \(\ds \frac {\partial^2 S} {\partial x \partial \alpha_i} + \sum_{j \mathop = 1}^n \frac {\partial^2 S} {\partial y_j \partial \alpha_i} \frac {\d y_j} {\d x}\) | $ \alpha_i$ is parameter, independent of $x$ | |||||||||||
\(\ds \) | \(=\) | \(\ds -\frac {\partial H} {\partial \alpha_i} + \sum_{j \mathop = 1}^n \frac {\partial^2 S} {\partial y_j \partial \alpha_i} \frac {\d y_j} {\d x}\) | $S$ satisfies Hamilton-Jacobi equation | |||||||||||
\(\ds \) | \(=\) | \(\ds -\frac {\partial x} {\partial \alpha_i} \frac {\partial H} {\partial x} - \sum_{j \mathop = 1}^n \frac {\partial y_j} {\partial \alpha_i} \frac {\partial H} {\partial y_j} - \sum_{j \mathop = 1}^n \frac {\partial p_j} {\partial \alpha_i} \frac {\partial H} {\partial p_j} + \sum_{j \mathop = 1}^n \frac {\partial^2 S} {\partial y_j \partial \alpha_i} \frac {\d y_j} {\d x}\) | Partial derivative of multivariate composite function $\map H {x, \mathbf y, \mathbf p}$ | |||||||||||
\(\ds \) | \(=\) | \(\ds -\sum_{j \mathop = 1}^n \frac {\partial^2 S} {\partial y_j \partial \alpha_i} \frac {\partial H} {\partial p_j} + \sum_{j \mathop = 1}^n \frac {\partial^2 S} {\partial y_j \partial \alpha_i} \frac {\partial y_j} {\partial x}\) | $x$, $y_j$ independent of $\alpha_i$; $S$ satisfies Hamilton-Jacobi equation, thus $p_j = \dfrac {\partial S} {\partial y_j}$ | |||||||||||
\(\ds \) | \(=\) | \(\ds \sum_{j \mathop = 1}^n \map {\frac {\partial^2 S} {\partial y_j \partial \alpha_i} } {\frac {\d y_j} {\d x} - \frac {\partial H} {\partial p_j} }\) |
If Euler's equations are satisfied, the right hand side vanishes.
Hence
- $\dfrac \d {\d x} \dfrac {\partial S} {\partial \alpha_i} = 0$
or:
- $\dfrac {\partial S} {\partial \alpha_i} = C_i$
where $C_i$ is a constant.
$\blacksquare$
Sources
- 1963: I.M. Gelfand and S.V. Fomin: Calculus of Variations ... (previous) ... (next): $\S 4.23$: The Hamilton-Jacobi Equation. Jacobi's Theorem