Poisson bracket

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In mathematics and classical mechanics, the Poisson bracket is an important operator in Hamiltonian mechanics, playing a central role in the definition of the time-evolution of a dynamical system in the Hamiltonian formulation. In a more general setting, the Poisson bracket is used to define a Poisson algebra, of which the Poisson manifolds are a special case. These are all named in honour of Siméon-Denis Poisson.

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[edit] Canonical coordinates

In canonical coordinates (qi,pj) on the phase space, given two functions f(p_i,q_i,t)\, and g(p_i,q_i,t)\,, the Poisson bracket takes the form

\{f,g\} = \sum_{i=1}^{N} \left[ 
\frac{\partial f}{\partial q_{i}} \frac{\partial g}{\partial p_{i}} -
\frac{\partial f}{\partial p_{i}} \frac{\partial g}{\partial q_{i}}
\right].

[edit] Equations of motion

The Hamilton-Jacobi equations of motion have an equivalent expression in terms of the Poisson bracket. This may be most directly demonstrated in an explicit coordinate frame. Suppose that f(p,q,t) is a function on the manifold. Then one has

\frac {\mathrm{d}}{\mathrm{d}t} f(p,q,t) = \frac{\partial f}{\partial t} +
\frac {\partial f}{\partial p} \frac {\mathrm{d}p}{\mathrm{d}t} + 
\frac {\partial f}{\partial q} \frac {\mathrm{d}q}{\mathrm{d}t}.

Then, by taking p = p(t) and q = q(t) to be solutions to the Hamilton-Jacobi equations \dot{q}={\partial H}/{\partial p} and \dot{p}=-{\partial H}/{\partial q}, one may write

\frac {\mathrm{d}}{\mathrm{d}t} f(p,q,t) = \frac{\partial f}{\partial t} +
\frac {\partial f}{\partial q} \frac {\partial H}{\partial p} -
\frac {\partial f}{\partial p} \frac {\partial H}{\partial q} = 
\frac{\partial f}{\partial t} +\{f,H\}.

Thus, the time evolution of a function f on a symplectic manifold can be given as a one-parameter family of symplectomorphisms, with the time t being the parameter. Dropping the coordinates, one has

\frac{\mathrm{d}}{\mathrm{d}t} f=
\left(\frac{\partial }{\partial t}  - \{\,H, \cdot\,\}\right)f.

The operator - \{\,H, \cdot\,\} is known as the Liouvillian.

[edit] Constants of motion

An integrable dynamical system will have constants of motion in addition to the energy. Such constants of motion will commute with the Hamiltonian under the Poisson bracket. Suppose some function f(p,q) is a constant of motion. This implies that if p(t),q(t) is a trajectory or solution to the Hamilton-Jacobi equations of motion, then one has that 0=\frac{\mathrm{d}f}{\mathrm{d}t} along that trajectory. Then one has

0 = \frac {\mathrm{d}}{\mathrm{d}t} f(p,q) = 
\frac {\partial f}{\partial p} \frac {\mathrm{d}p}{\mathrm{d}t} + 
\frac {\partial f}{\partial q} \frac {\mathrm{d}q}{\mathrm{d}t} =
\frac {\partial f}{\partial q} \frac {\partial H}{\partial p} -
\frac {\partial f}{\partial p} \frac {\partial H}{\partial q} = 
\{f,H\}

where, as above, the intermediate step follows by applying the equations of motion. This equation is known as the Liouville equation. The content of Liouville's theorem is that the time evolution of a measure (or "distribution function" on the phase space) is given by the above.

In order for a Hamiltonian system to be completely integrable, all of the constants of motion must be in mutual involution.

[edit] Definition

Let M be symplectic manifold, that is, a manifold on which there exists a symplectic form: a 2-form ω which is both closed (dω = 0) and non-degenerate, in the following sense: when viewed as a map \omega: \xi \in \mathrm{vect}[M] \rightarrow i_\xi \omega \in \Lambda^1[M], ω is invertible to obtain \tilde{\omega}: \Lambda^1[M] \rightarrow \mathrm{vect}[M]. Here d is the exterior derivative operation intrinsic to the manifold structure of M, and iξθ is the interior product or contraction operation, which is equivalent to θ(ξ) on 1-forms θ.

Using the axioms of the exterior calculus, one can derive:

i[v,w]ω = d(iviwω) + ivd(iwω) − iwd(ivω) − iwivdω

Here [v,w] denotes the Lie bracket on smooth vector fields, whose properties essentially define the manifold structure of M.

If v is such that d(ivω) = 0, we may call it ω-coclosed (or just coclosed). Similarly, if ivω = df for some function f, we may call v ω-coexact (or just coexact). Given that dω = 0, the expression above implies that the Lie bracket of two coclosed vector fields is always a coexact vector field, because when v and w are both coclosed, the only nonzero term in the expression is d(iviwω). And because the exterior derivative obeys d \circ d = 0, all coexact vector fields are coclosed; so the Lie bracket is closed both on the space of coclosed vector fields and on the subspace within it consisting of the coexact vector fields. In the language of abstract algebra, the coclosed vector fields form a subalgebra of the Lie algebra of smooth vector fields on M, and the coexact vector fields form an algebraic ideal of this subalgebra.

Given the existence of the inverse map \tilde{\omega}, every smooth real-valued function f on M may be associated with a coexact vector field \tilde{\omega}(df). (Two functions are associated with the same vector field if and only if their difference is in the kernel of d, i. e., constant on each connected component of M.) We therefore define the Poisson bracket on (M,ω), a bilinear operation on differentiable functions, under which the C^\infty (smooth) functions form an algebra. It is given by:

\{f,g\} = i_{\tilde{\omega}(df)} dg = - i_{\tilde{\omega}(dg)} df = -\{g,f\}

The skew-symmetry of the Poisson bracket is ensured by the axioms of the exterior calculus and the condition dω = 0. Because the map \tilde{\omega} is pointwise linear and skew-symmetric in this sense, some authors associate it with a bivector, which is not an object often encountered in the exterior calculus. In this form it is called the Poisson bivector or the Poisson structure on the symplectic manifold, and the Poisson bracket written simply \{f,g\} = \tilde{\omega}(df, dg).

The Poisson bracket on smooth functions corresponds to the Lie bracket on coexact vector fields and inherits its properties. It therefore satisfies the Jacobi identity:

{f,{g,h}} + {g,{h,f}} + {h,{f,g}} = 0

The Poisson bracket {f,_} with respect to a particular scalar field f corresponds to the Lie derivative with respect to \tilde{\omega}(df). Consequently, it is a derivation; that is, it satisfies Leibniz' law:

{f,gh} = {f,g}h + g{f,h}

It is a fundamental property of manifolds that the commutator of the Lie derivative operations with respect to two vector fields is equivalent to the Lie derivative with respect to some vector field, namely, their Lie bracket. The parallel role of the Poisson bracket is apparent from a rearrangement of the Jacobi identity:

{f,{g,h}} − {g,{f,h}} = {{f,g},h}

If the Poisson bracket of f and g vanishes ({f,g} = 0), then f and g are said to be in mutual involution, and the operations of taking the Poisson bracket with respect to f and with respect to g commute.

[edit] Lie algebra

The Poisson brackets are anticommutative. Note also that they satisfy the Jacobi identity. This makes the space of smooth functions on a symplectic manifold an infinite-dimensional Lie algebra with the Poisson bracket acting as the Lie bracket. The corresponding Lie group is the group of symplectomorphisms of the symplectic manifold (also known as canonical transformations).

Given a differentiable vector field X on the tangent bundle, let PX be its conjugate momentum. The conjugate momentum mapping is a Lie algebra anti-homomorphism from the Poisson bracket to the Lie bracket:

\{P_X,P_Y\}=-P_{[X,Y]}.\,

This important result is worth a short proof. Write a vector field X at point q in the configuration space as

X_q=\sum_i X^i(q) \frac{\partial}{\partial q^i}

where the \partial /\partial q^i is the local coordinate frame. The conjugate momentum to X has the expression

P_X(q,p)=\sum_i X^i(q) \;p_i

where the pi are the momentum functions conjugate to the coordinates. One then has, for a point (q,p) in the phase space,

\{P_X,P_Y\}(q,p)= \sum_i \sum_j \{X^i(q) \;p_i, Y^j(q)\;p_j \}
=\sum_{ij} 
p_i Y^j(q) \frac {\partial X^i}{\partial q^j} - 
p_j X^i(q) \frac {\partial Y^j}{\partial q^i}
= - \sum_i p_i \; [X,Y]^i(q)
= - P_{[X,Y]}(q,p). \,

The above holds for all (q,p), giving the desired result.

[edit] See also

[edit] References