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{{About|Liouville's theorem in Hamiltonian mechanics||Liouville's theorem (disambiguation)}} | |||
In [[physics]], '''Liouville's theorem''', named after the French mathematician [[Joseph Liouville]], is a key theorem in classical [[statistical mechanics|statistical]] and [[Hamiltonian mechanics]]. It asserts that the [[phase space|phase-space]] distribution function is constant along the trajectories of the system — that is that the density of system points in the vicinity of a given system point travelling through phase-space is constant with time. | |||
There are also related mathematical results in [[symplectic topology]] and [[ergodic theory]]. | |||
==Liouville equations== | |||
[[File:Hamiltonian flow classical.gif|frame|Evolution of an ensemble of [[Hamiltonian mechanics|classical]] systems in [[phase space]] (top). Each system consists of one massive particle in a one-dimensional [[potential well]] (red curve, lower figure). Whereas the motion of an individual member of the ensemble is given by [[Hamilton's equation]]s, Lioville's equations describe the flow of whole. The motion is analogous to a dye in an incompressible fluid.]] | |||
These Liouville equations describe the time evolution of the phase space [[distribution function]]. Although the equation is usually referred to as the "Liouville equation", this equation was in fact first published by [[Josiah Willard Gibbs]] in 1902.<ref>Page 9, {{cite book |last=Gibbs |first=Josiah Willard |authorlink=Josiah Willard Gibbs |title=[[Elementary Principles in Statistical Mechanics]] |year=1902 |publisher=[[Charles Scribner's Sons]] |location=New York}}</ref> It is referred to as the Liouville equation because its derivation for non-canonical systems utilises an identity first derived by Liouville in 1838.<ref>[J. Liouville, Journ. de Math., 3, 349(1838)].</ref> | |||
Consider a [[Hamiltonian system|Hamiltonian dynamical system]] with [[canonical coordinates]] <math>q_i</math> and [[conjugate momenta]] <math>p_i</math>, where <math>i=1,\dots,n</math>. Then the phase space distribution <math>\rho(p,q)</math> determines the probability <math>\rho(p,q)\,d^nq\,d^n p</math> that the system will be found in the infinitesimal phase space volume <math>d^nq\,d^n p</math>. The '''Liouville equation''' governs the evolution of <math>\rho(p,q;t)</math> in time <math>t</math>: | |||
:<math>\frac{d\rho}{dt}= | |||
\frac{\partial\rho}{\partial t} | |||
+\sum_{i=1}^n\left(\frac{\partial\rho}{\partial q_i}\dot{q}_i | |||
+\frac{\partial\rho}{\partial p_i}\dot{p}_i\right)=0.</math> | |||
Time derivatives are denoted by dots, and are evaluated according to [[Hamilton's equations]] for the system. This equation demonstrates the conservation of density in phase space (which was [[Willard Gibbs|Gibbs]]'s name for the theorem). Liouville's theorem states that | |||
:''The distribution function is constant along any trajectory in phase space.'' | |||
A simple [https://en.wikiversity.org/w/index.php?title=Topic:Advanced_Classical_Mechanics/Phase_Space&oldid=1135602| proof of the theorem] is to observe that the evolution of <math>\rho</math> is ''defined'' by the [[continuity equation]]: | |||
:<math>\frac{\partial\rho}{\partial t}+\sum_{i=1}^n\left(\frac{\partial(\rho\dot{q}_i)}{\partial q_i}+\frac{\partial(\rho\dot{p}_i)}{\partial p_i}\right)=0.</math> | |||
That is, the tuplet <math>(\rho, \rho\dot{q}_i,\rho\dot{p}_i)</math> is a [[conserved current]]. Notice that the difference between this and Liouville's equation are the terms | |||
:<math>\rho\sum_{i=1}^n\left( | |||
\frac{\partial\dot{q}_i}{\partial q_i} | |||
+\frac{\partial\dot{p}_i}{\partial p_i}\right) | |||
=\rho\sum_{i=1}^n\left( | |||
\frac{\partial^2 H}{\partial q_i\,\partial p_i} | |||
-\frac{\partial^2 H}{\partial p_i \partial q_i}\right)=0,</math> | |||
where <math>H</math> is the Hamiltonian, and Hamilton's equations have been used. That is, viewing the motion through phase space as a 'fluid flow' of system points, the theorem that the [[convective derivative]] of the density, <math>d \rho/dt</math>, is zero follows from the equation of continuity by noting that the 'velocity field' <math>(\dot p , \dot q)</math> in phase space has zero divergence (which follows from Hamilton's relations). | |||
Another illustration is to consider the trajectory of a cloud of points through phase space. It is straightforward to show that as the cloud stretches in one coordinate – <math>p_i</math> say – it shrinks in the corresponding <math>q^i </math> direction so that the product <math>\Delta p_i \, \Delta q^i </math> remains constant. | |||
Equivalently, the existence of a conserved current implies, via [[Noether's theorem]], the existence of a [[symmetry]]. The symmetry is invariant under time translations, and the [[generator (mathematics)|generator]] (or [[Noether charge]]) of the symmetry is the Hamiltonian. | |||
==Other formulations== | |||
=== Poisson bracket === | |||
The theorem is often restated in terms of the [[Poisson bracket]] as | |||
:<math>\frac{\partial\rho}{\partial t}=-\{\,\rho,H\,\}</math> | |||
or in terms of the '''Liouville operator''' or '''Liouvillian''', | |||
:<math>\mathrm{i}\hat{\mathbf{L}}=\sum_{i=1}^{n}\left[\frac{\partial H}{\partial p_{i}}\frac{\partial}{\partial q^{i}}-\frac{\partial H}{\partial q^{i}}\frac{\partial }{\partial p_{i}}\right]=\{\cdot,H\}</math> | |||
as | |||
:<math>\frac{\partial \rho }{\partial t}+{\mathrm{i}\hat{\mathbf{L}}}\rho =0.</math> | |||
=== Ergodic theory === | |||
In [[ergodic theory]] and [[dynamical systems]], motivated by the physical considerations given so far, there is a corresponding result also referred to as Liouville's theorem. In [[Hamiltonian mechanics]], the phase space is a [[differentiable manifold|smooth manifold]] that comes naturally equipped with a smooth [[Measure (mathematics)|measure]] (locally, this measure is the 6''n''-dimensional [[Lebesgue measure]]). The theorem says this smooth measure is invariant under the [[Hamiltonian flow]]. More generally, one can describe the necessary and sufficient condition under which a smooth measure is invariant under a flow. The Hamiltonian case then becomes a corollary. | |||
=== Symplectic geometry === | |||
In terms of [[symplectic geometry]], the phase space is represented as a [[symplectic manifold]]. The theorem then states that the natural [[volume form]] on a symplectic manifold is invariant under the Hamiltonian flows. The symplectic structure is represented as a [[2-form]], given as a sum of [[wedge product]]s of d''p''<sub>''i''</sub> with d''q''<sup>i</sup>. The volume form is the top [[exterior power]] of the symplectic 2-form, and is just another representation of the measure on the phase space described above. One formulation of the theorem states that the [[Lie derivative]] of this volume form is zero along every Hamiltonian vector field. | |||
In fact, the symplectic structure itself is preserved, not only its top exterior power. For this reason, in this context, the symplectic structure is also called Poincaré invariant. Hence the theorem about Poincaré invariant is a generalization of the Liouville's theorem. | |||
===Quantum Liouville equation=== | |||
The analog of Liouville equation in [[quantum mechanics]] describes the time evolution of a [[Density matrix|mixed state]]. [[Canonical quantization]] yields a quantum-mechanical version of this theorem, the [[Von Neumann equation]]. This procedure, often used to devise quantum analogues of classical systems, involves describing a classical system using Hamiltonian mechanics. Classical variables are then re-interpreted as quantum operators, while Poisson brackets are replaced by [[commutator]]s. In this case, the resulting equation is<ref>[http://books.google.com/books?id=0Yx5VzaMYm8C&pg=PA110 ''The theory of open quantum systems'', by Breuer and Petruccione, p110].</ref><ref>[http://books.google.com/books?id=o-HyHvRZ4VcC&pg=PA16 ''Statistical mechanics'', by Schwabl, p16].</ref> | |||
:<math>\frac{\partial \rho}{\partial t}=\frac{1}{i \hbar}[H,\rho]</math> | |||
where ρ is the [[density matrix]]. | |||
When applied to the [[expectation value]] of an [[observable]], the corresponding equation is given by [[Ehrenfest's theorem]], and takes the form | |||
:<math>\frac{d}{dt}\langle A\rangle = \frac{1}{i \hbar}\langle [A,H] \rangle</math> | |||
where <math>A</math> is an observable. Note the sign difference, which follows from the assumption that the operator is stationary and the state is time-dependent. | |||
==Remarks== | |||
*The Liouville equation is valid for both equilibrium and nonequilibrium systems. It is a fundamental equation of [[non-equilibrium statistical mechanics]]. | |||
*The Liouville equation is integral to the proof of the [[fluctuation theorem]] from which the [[second law of thermodynamics]] can be derived. It is also the key component of the derivation of [[Green-Kubo relations]] for linear transport coefficients such as shear [[viscosity]], [[thermal conductivity]] or [[electrical conductivity]]. | |||
* Virtually any textbook on [[Hamiltonian mechanics]], advanced [[statistical mechanics]], or [[symplectic geometry]] will derive<ref>[for a particularly clear derivation see "The Principles of Statistical Mechanics" by R.C. Tolman , Dover(1979), p48-51].</ref> the Liouville theorem<ref>http://hepweb.ucsd.edu/ph110b/110b_notes/node93.html Nearly identical to proof in this Wikipedia article. Assumes (without proof) the n-dimensional continuity equation. Retrieved 01/06/2014. </ref><ref>http://www.nyu.edu/classes/tuckerman/stat.mech/lectures/lecture_2/node2.html A rigorous proof based on how the Jacobian volume element transforms under Hamiltonian mechanics. Retrieved 01/06/2014. </ref><ref>http://www.pma.caltech.edu/~mcc/Ph127/a/Lecture_3.pdf Uses the n-dimensional divergence theorem (without proof) Retrieved 01/06/2014. </ref> | |||
==See also== | |||
* [[Reversible reference system propagation algorithm]] (r-RESPA) | |||
==References== | |||
* ''Modern Physics'', by R. Murugeshan, S. Chand publications | |||
* Liouville's theorem in curved space-time : ''Gravitation'' § 22.6, by Misner,Thorne and Wheeler, Freeman | |||
{{reflist}} | |||
[[Category:Hamiltonian mechanics]] | |||
[[Category:Theorems in dynamical systems]] | |||
[[Category:Statistical mechanics theorems]] |
Revision as of 02:07, 1 December 2013
29 yr old Orthopaedic Surgeon Grippo from Saint-Paul, spends time with interests including model railways, top property developers in singapore developers in singapore and dolls. Finished a cruise ship experience that included passing by Runic Stones and Church. In physics, Liouville's theorem, named after the French mathematician Joseph Liouville, is a key theorem in classical statistical and Hamiltonian mechanics. It asserts that the phase-space distribution function is constant along the trajectories of the system — that is that the density of system points in the vicinity of a given system point travelling through phase-space is constant with time.
There are also related mathematical results in symplectic topology and ergodic theory.
Liouville equations
![](https://upload.wikimedia.org/wikipedia/commons/f/f7/Hamiltonian_flow_classical.gif)
These Liouville equations describe the time evolution of the phase space distribution function. Although the equation is usually referred to as the "Liouville equation", this equation was in fact first published by Josiah Willard Gibbs in 1902.[1] It is referred to as the Liouville equation because its derivation for non-canonical systems utilises an identity first derived by Liouville in 1838.[2] Consider a Hamiltonian dynamical system with canonical coordinates and conjugate momenta , where . Then the phase space distribution determines the probability that the system will be found in the infinitesimal phase space volume . The Liouville equation governs the evolution of in time :
Time derivatives are denoted by dots, and are evaluated according to Hamilton's equations for the system. This equation demonstrates the conservation of density in phase space (which was Gibbs's name for the theorem). Liouville's theorem states that
- The distribution function is constant along any trajectory in phase space.
A simple proof of the theorem is to observe that the evolution of is defined by the continuity equation:
That is, the tuplet is a conserved current. Notice that the difference between this and Liouville's equation are the terms
where is the Hamiltonian, and Hamilton's equations have been used. That is, viewing the motion through phase space as a 'fluid flow' of system points, the theorem that the convective derivative of the density, , is zero follows from the equation of continuity by noting that the 'velocity field' in phase space has zero divergence (which follows from Hamilton's relations).
Another illustration is to consider the trajectory of a cloud of points through phase space. It is straightforward to show that as the cloud stretches in one coordinate – say – it shrinks in the corresponding direction so that the product remains constant.
Equivalently, the existence of a conserved current implies, via Noether's theorem, the existence of a symmetry. The symmetry is invariant under time translations, and the generator (or Noether charge) of the symmetry is the Hamiltonian.
Other formulations
Poisson bracket
The theorem is often restated in terms of the Poisson bracket as
or in terms of the Liouville operator or Liouvillian,
as
Ergodic theory
In ergodic theory and dynamical systems, motivated by the physical considerations given so far, there is a corresponding result also referred to as Liouville's theorem. In Hamiltonian mechanics, the phase space is a smooth manifold that comes naturally equipped with a smooth measure (locally, this measure is the 6n-dimensional Lebesgue measure). The theorem says this smooth measure is invariant under the Hamiltonian flow. More generally, one can describe the necessary and sufficient condition under which a smooth measure is invariant under a flow. The Hamiltonian case then becomes a corollary.
Symplectic geometry
In terms of symplectic geometry, the phase space is represented as a symplectic manifold. The theorem then states that the natural volume form on a symplectic manifold is invariant under the Hamiltonian flows. The symplectic structure is represented as a 2-form, given as a sum of wedge products of dpi with dqi. The volume form is the top exterior power of the symplectic 2-form, and is just another representation of the measure on the phase space described above. One formulation of the theorem states that the Lie derivative of this volume form is zero along every Hamiltonian vector field.
In fact, the symplectic structure itself is preserved, not only its top exterior power. For this reason, in this context, the symplectic structure is also called Poincaré invariant. Hence the theorem about Poincaré invariant is a generalization of the Liouville's theorem.
Quantum Liouville equation
The analog of Liouville equation in quantum mechanics describes the time evolution of a mixed state. Canonical quantization yields a quantum-mechanical version of this theorem, the Von Neumann equation. This procedure, often used to devise quantum analogues of classical systems, involves describing a classical system using Hamiltonian mechanics. Classical variables are then re-interpreted as quantum operators, while Poisson brackets are replaced by commutators. In this case, the resulting equation is[3][4]
where ρ is the density matrix.
When applied to the expectation value of an observable, the corresponding equation is given by Ehrenfest's theorem, and takes the form
where is an observable. Note the sign difference, which follows from the assumption that the operator is stationary and the state is time-dependent.
Remarks
- The Liouville equation is valid for both equilibrium and nonequilibrium systems. It is a fundamental equation of non-equilibrium statistical mechanics.
- The Liouville equation is integral to the proof of the fluctuation theorem from which the second law of thermodynamics can be derived. It is also the key component of the derivation of Green-Kubo relations for linear transport coefficients such as shear viscosity, thermal conductivity or electrical conductivity.
- Virtually any textbook on Hamiltonian mechanics, advanced statistical mechanics, or symplectic geometry will derive[5] the Liouville theorem[6][7][8]
See also
References
- Modern Physics, by R. Murugeshan, S. Chand publications
- Liouville's theorem in curved space-time : Gravitation § 22.6, by Misner,Thorne and Wheeler, Freeman
43 year old Petroleum Engineer Harry from Deep River, usually spends time with hobbies and interests like renting movies, property developers in singapore new condominium and vehicle racing. Constantly enjoys going to destinations like Camino Real de Tierra Adentro.
- ↑ Page 9, 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
My blog: http://www.primaboinca.com/view_profile.php?userid=5889534 - ↑ [J. Liouville, Journ. de Math., 3, 349(1838)].
- ↑ The theory of open quantum systems, by Breuer and Petruccione, p110.
- ↑ Statistical mechanics, by Schwabl, p16.
- ↑ [for a particularly clear derivation see "The Principles of Statistical Mechanics" by R.C. Tolman , Dover(1979), p48-51].
- ↑ http://hepweb.ucsd.edu/ph110b/110b_notes/node93.html Nearly identical to proof in this Wikipedia article. Assumes (without proof) the n-dimensional continuity equation. Retrieved 01/06/2014.
- ↑ http://www.nyu.edu/classes/tuckerman/stat.mech/lectures/lecture_2/node2.html A rigorous proof based on how the Jacobian volume element transforms under Hamiltonian mechanics. Retrieved 01/06/2014.
- ↑ http://www.pma.caltech.edu/~mcc/Ph127/a/Lecture_3.pdf Uses the n-dimensional divergence theorem (without proof) Retrieved 01/06/2014.