Proof for Liouville's theorem - Hamiltonian mechanics

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Studying analytical mechanics I encountered Liouville's theorem which states:




In phase spase, the Hamiltonian flow preserves volumes




The book I'm studying is Analytical Mechanics - A. Fasano, S. Marmi. They give the following proof which I'm having trouble to follow.



First of all they give the following definition for the canonical Hamilton's equations: $$dotmathbfx = mathcalJnabla_x mathcalH = mathbfX(mathbfx,t)$$ where $$beginalign&dotmathbfx = left(beginmatrixmathbfp\mathbfqendmatrixright)&mathcal J = left(beginmatrixmathbf0&-mathbbI\mathbbI&mathbf0endmatrixright)endalign$$ and they let us notice that




If $mathcalH$ has two continuous second derivatives with respect to $q_k$ and $p_k$, then $$nablacdotmathbfX(mathbfx,t) = 0$$ which clearly follows from Schwartz's theorem.




Then they proceed to give the proof for Liouville's theorem: we need to show that, fora any $t>0$, the image $Omega(t)$ of any domain $OmegasubsetmathbbR^2l$ with a regular boundary has the same measure as $Omega$. Consider the flow associated with any system of the type $$dotmathbfx = mathbfX(mathbfx,t)$$ Then we have that the variation of volume in time $dt$ can be expressed as $$d|Omega(t)|=int_partialOmega(t) mathbfXcdothatn,dsigma,dt$$ so that $$fracdt = int_partialOmega(t)mathbfXcdothatn,dsigma = int_OmeganablacdotmathbfX,d^2lmathbfx=0$$ where $|Omega(t)|$ is the measure of $Omega(t)$.



My problem with the proof is the bold statement. Why we can express the change in volume as that integral with the phase flow?. Is it because, in an intuitive way (in two dimensions), as the domain moves along the phase lines the only volume we get is the one defined by the lateral surface drawn by the phase lines in that time $dt$ around $Omega$? I'm a little bit confused.



P.S. I haven't posted this on Physics stack exchange because my problem seems to be more mathematical than physical.







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    Studying analytical mechanics I encountered Liouville's theorem which states:




    In phase spase, the Hamiltonian flow preserves volumes




    The book I'm studying is Analytical Mechanics - A. Fasano, S. Marmi. They give the following proof which I'm having trouble to follow.



    First of all they give the following definition for the canonical Hamilton's equations: $$dotmathbfx = mathcalJnabla_x mathcalH = mathbfX(mathbfx,t)$$ where $$beginalign&dotmathbfx = left(beginmatrixmathbfp\mathbfqendmatrixright)&mathcal J = left(beginmatrixmathbf0&-mathbbI\mathbbI&mathbf0endmatrixright)endalign$$ and they let us notice that




    If $mathcalH$ has two continuous second derivatives with respect to $q_k$ and $p_k$, then $$nablacdotmathbfX(mathbfx,t) = 0$$ which clearly follows from Schwartz's theorem.




    Then they proceed to give the proof for Liouville's theorem: we need to show that, fora any $t>0$, the image $Omega(t)$ of any domain $OmegasubsetmathbbR^2l$ with a regular boundary has the same measure as $Omega$. Consider the flow associated with any system of the type $$dotmathbfx = mathbfX(mathbfx,t)$$ Then we have that the variation of volume in time $dt$ can be expressed as $$d|Omega(t)|=int_partialOmega(t) mathbfXcdothatn,dsigma,dt$$ so that $$fracdt = int_partialOmega(t)mathbfXcdothatn,dsigma = int_OmeganablacdotmathbfX,d^2lmathbfx=0$$ where $|Omega(t)|$ is the measure of $Omega(t)$.



    My problem with the proof is the bold statement. Why we can express the change in volume as that integral with the phase flow?. Is it because, in an intuitive way (in two dimensions), as the domain moves along the phase lines the only volume we get is the one defined by the lateral surface drawn by the phase lines in that time $dt$ around $Omega$? I'm a little bit confused.



    P.S. I haven't posted this on Physics stack exchange because my problem seems to be more mathematical than physical.







    share|cite|improve this question
























      up vote
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      down vote

      favorite
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      up vote
      0
      down vote

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      Studying analytical mechanics I encountered Liouville's theorem which states:




      In phase spase, the Hamiltonian flow preserves volumes




      The book I'm studying is Analytical Mechanics - A. Fasano, S. Marmi. They give the following proof which I'm having trouble to follow.



      First of all they give the following definition for the canonical Hamilton's equations: $$dotmathbfx = mathcalJnabla_x mathcalH = mathbfX(mathbfx,t)$$ where $$beginalign&dotmathbfx = left(beginmatrixmathbfp\mathbfqendmatrixright)&mathcal J = left(beginmatrixmathbf0&-mathbbI\mathbbI&mathbf0endmatrixright)endalign$$ and they let us notice that




      If $mathcalH$ has two continuous second derivatives with respect to $q_k$ and $p_k$, then $$nablacdotmathbfX(mathbfx,t) = 0$$ which clearly follows from Schwartz's theorem.




      Then they proceed to give the proof for Liouville's theorem: we need to show that, fora any $t>0$, the image $Omega(t)$ of any domain $OmegasubsetmathbbR^2l$ with a regular boundary has the same measure as $Omega$. Consider the flow associated with any system of the type $$dotmathbfx = mathbfX(mathbfx,t)$$ Then we have that the variation of volume in time $dt$ can be expressed as $$d|Omega(t)|=int_partialOmega(t) mathbfXcdothatn,dsigma,dt$$ so that $$fracdt = int_partialOmega(t)mathbfXcdothatn,dsigma = int_OmeganablacdotmathbfX,d^2lmathbfx=0$$ where $|Omega(t)|$ is the measure of $Omega(t)$.



      My problem with the proof is the bold statement. Why we can express the change in volume as that integral with the phase flow?. Is it because, in an intuitive way (in two dimensions), as the domain moves along the phase lines the only volume we get is the one defined by the lateral surface drawn by the phase lines in that time $dt$ around $Omega$? I'm a little bit confused.



      P.S. I haven't posted this on Physics stack exchange because my problem seems to be more mathematical than physical.







      share|cite|improve this question














      Studying analytical mechanics I encountered Liouville's theorem which states:




      In phase spase, the Hamiltonian flow preserves volumes




      The book I'm studying is Analytical Mechanics - A. Fasano, S. Marmi. They give the following proof which I'm having trouble to follow.



      First of all they give the following definition for the canonical Hamilton's equations: $$dotmathbfx = mathcalJnabla_x mathcalH = mathbfX(mathbfx,t)$$ where $$beginalign&dotmathbfx = left(beginmatrixmathbfp\mathbfqendmatrixright)&mathcal J = left(beginmatrixmathbf0&-mathbbI\mathbbI&mathbf0endmatrixright)endalign$$ and they let us notice that




      If $mathcalH$ has two continuous second derivatives with respect to $q_k$ and $p_k$, then $$nablacdotmathbfX(mathbfx,t) = 0$$ which clearly follows from Schwartz's theorem.




      Then they proceed to give the proof for Liouville's theorem: we need to show that, fora any $t>0$, the image $Omega(t)$ of any domain $OmegasubsetmathbbR^2l$ with a regular boundary has the same measure as $Omega$. Consider the flow associated with any system of the type $$dotmathbfx = mathbfX(mathbfx,t)$$ Then we have that the variation of volume in time $dt$ can be expressed as $$d|Omega(t)|=int_partialOmega(t) mathbfXcdothatn,dsigma,dt$$ so that $$fracdt = int_partialOmega(t)mathbfXcdothatn,dsigma = int_OmeganablacdotmathbfX,d^2lmathbfx=0$$ where $|Omega(t)|$ is the measure of $Omega(t)$.



      My problem with the proof is the bold statement. Why we can express the change in volume as that integral with the phase flow?. Is it because, in an intuitive way (in two dimensions), as the domain moves along the phase lines the only volume we get is the one defined by the lateral surface drawn by the phase lines in that time $dt$ around $Omega$? I'm a little bit confused.



      P.S. I haven't posted this on Physics stack exchange because my problem seems to be more mathematical than physical.









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      edited Aug 22 at 9:36









      giobrach

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      asked Aug 22 at 8:25









      Davide Morgante

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          This is the physicist’s way to motivate that step:



          Consider a small piece $dsigma$ of the boundary $partial Omega(t)$, which in time $dt$ evolves to another small piece $dsigma’$ of the boundary $partial Omega(t+dt)$. The evolution of $dsigma$ into $dsigma’$ is dictated by the value of the field $mathbf X$ on $dsigma$, and approximately defines a very small parallelepiped of base $dsigma$ and height $mathbf Xcdot hat n dt$ – to see this, draw the surface element $dsigma$, its normal unit vector $hat n$, and the vector $mathbf X$ which points toward $dsigma’$. Hence, the volume of the small parallelepiped is $mathbf X cdot hat n dsigma dt$. To get the complete variation of the volume, you integrate this expression over the whole lot of $partial Omega(t)$.






          share|cite|improve this answer
















          • 1




            This was very useful! Thanks!
            – Davide Morgante
            Aug 22 at 11:02










          • Glad I could be of help!
            – giobrach
            Aug 22 at 11:16










          • Posso anche ringraziarti in italiano già che ci siamo :)
            – Davide Morgante
            Aug 22 at 13:05










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          1 Answer
          1






          active

          oldest

          votes









          active

          oldest

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          active

          oldest

          votes








          up vote
          1
          down vote



          accepted










          This is the physicist’s way to motivate that step:



          Consider a small piece $dsigma$ of the boundary $partial Omega(t)$, which in time $dt$ evolves to another small piece $dsigma’$ of the boundary $partial Omega(t+dt)$. The evolution of $dsigma$ into $dsigma’$ is dictated by the value of the field $mathbf X$ on $dsigma$, and approximately defines a very small parallelepiped of base $dsigma$ and height $mathbf Xcdot hat n dt$ – to see this, draw the surface element $dsigma$, its normal unit vector $hat n$, and the vector $mathbf X$ which points toward $dsigma’$. Hence, the volume of the small parallelepiped is $mathbf X cdot hat n dsigma dt$. To get the complete variation of the volume, you integrate this expression over the whole lot of $partial Omega(t)$.






          share|cite|improve this answer
















          • 1




            This was very useful! Thanks!
            – Davide Morgante
            Aug 22 at 11:02










          • Glad I could be of help!
            – giobrach
            Aug 22 at 11:16










          • Posso anche ringraziarti in italiano già che ci siamo :)
            – Davide Morgante
            Aug 22 at 13:05














          up vote
          1
          down vote



          accepted










          This is the physicist’s way to motivate that step:



          Consider a small piece $dsigma$ of the boundary $partial Omega(t)$, which in time $dt$ evolves to another small piece $dsigma’$ of the boundary $partial Omega(t+dt)$. The evolution of $dsigma$ into $dsigma’$ is dictated by the value of the field $mathbf X$ on $dsigma$, and approximately defines a very small parallelepiped of base $dsigma$ and height $mathbf Xcdot hat n dt$ – to see this, draw the surface element $dsigma$, its normal unit vector $hat n$, and the vector $mathbf X$ which points toward $dsigma’$. Hence, the volume of the small parallelepiped is $mathbf X cdot hat n dsigma dt$. To get the complete variation of the volume, you integrate this expression over the whole lot of $partial Omega(t)$.






          share|cite|improve this answer
















          • 1




            This was very useful! Thanks!
            – Davide Morgante
            Aug 22 at 11:02










          • Glad I could be of help!
            – giobrach
            Aug 22 at 11:16










          • Posso anche ringraziarti in italiano già che ci siamo :)
            – Davide Morgante
            Aug 22 at 13:05












          up vote
          1
          down vote



          accepted







          up vote
          1
          down vote



          accepted






          This is the physicist’s way to motivate that step:



          Consider a small piece $dsigma$ of the boundary $partial Omega(t)$, which in time $dt$ evolves to another small piece $dsigma’$ of the boundary $partial Omega(t+dt)$. The evolution of $dsigma$ into $dsigma’$ is dictated by the value of the field $mathbf X$ on $dsigma$, and approximately defines a very small parallelepiped of base $dsigma$ and height $mathbf Xcdot hat n dt$ – to see this, draw the surface element $dsigma$, its normal unit vector $hat n$, and the vector $mathbf X$ which points toward $dsigma’$. Hence, the volume of the small parallelepiped is $mathbf X cdot hat n dsigma dt$. To get the complete variation of the volume, you integrate this expression over the whole lot of $partial Omega(t)$.






          share|cite|improve this answer












          This is the physicist’s way to motivate that step:



          Consider a small piece $dsigma$ of the boundary $partial Omega(t)$, which in time $dt$ evolves to another small piece $dsigma’$ of the boundary $partial Omega(t+dt)$. The evolution of $dsigma$ into $dsigma’$ is dictated by the value of the field $mathbf X$ on $dsigma$, and approximately defines a very small parallelepiped of base $dsigma$ and height $mathbf Xcdot hat n dt$ – to see this, draw the surface element $dsigma$, its normal unit vector $hat n$, and the vector $mathbf X$ which points toward $dsigma’$. Hence, the volume of the small parallelepiped is $mathbf X cdot hat n dsigma dt$. To get the complete variation of the volume, you integrate this expression over the whole lot of $partial Omega(t)$.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Aug 22 at 9:31









          giobrach

          2,579418




          2,579418







          • 1




            This was very useful! Thanks!
            – Davide Morgante
            Aug 22 at 11:02










          • Glad I could be of help!
            – giobrach
            Aug 22 at 11:16










          • Posso anche ringraziarti in italiano già che ci siamo :)
            – Davide Morgante
            Aug 22 at 13:05












          • 1




            This was very useful! Thanks!
            – Davide Morgante
            Aug 22 at 11:02










          • Glad I could be of help!
            – giobrach
            Aug 22 at 11:16










          • Posso anche ringraziarti in italiano già che ci siamo :)
            – Davide Morgante
            Aug 22 at 13:05







          1




          1




          This was very useful! Thanks!
          – Davide Morgante
          Aug 22 at 11:02




          This was very useful! Thanks!
          – Davide Morgante
          Aug 22 at 11:02












          Glad I could be of help!
          – giobrach
          Aug 22 at 11:16




          Glad I could be of help!
          – giobrach
          Aug 22 at 11:16












          Posso anche ringraziarti in italiano già che ci siamo :)
          – Davide Morgante
          Aug 22 at 13:05




          Posso anche ringraziarti in italiano già che ci siamo :)
          – Davide Morgante
          Aug 22 at 13:05












           

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