Part B · unit 15 · problems

Hamilton–Jacobi: mechanics was optics all along, and free motion is already geodesic motion

Checkpoint. You solve a separable Hamilton–Jacobi problem, reading the trajectory off \(\partial S/\partial\alpha = \beta\); you extract action–angle variables and produce the oscillation frequency of an anharmonic oscillator as \(\mathrm dE/\mathrm dI\), without ever integrating its equation of motion; and you write the Jacobi metric for a given \(V\) and \(E\) and check that a known trajectory is one of its geodesics.

Work each problem on paper first. Under it, Hints opens a ladder one rung at a time — each rung appears only once the one before it is open, and the last gives the first line of the working — and Worked solution has the whole thing: the idea, the working, then a check. Read the solution after your attempt, including when you got it right. F folds everything back; D switches dark and light.

Twelve problems, about six hours. Work them on paper first. Conventions throughout: \(H = p^2/2m + V\) unless stated; the action variable is \(I = \frac1{2\pi}\oint p\,\mathrm dq\), so \(\omega = \mathrm dE/\mathrm dI\) and \(T = 2\pi/\omega\); \(\langle\cdot\rangle\) is a time average over one period of the unperturbed motion. The two integral lemmas of the slides ("Two integrals, done once") may be quoted.

Constants: \(g = 9.81\ \mathrm{m\,s^{-2}}\); the atomic mass unit \(1.6605\times10^{-27}\) kg.

The action function and Jacobi's theorem

P1 The action function of a falling body routine

exercises: Hamilton's principal function from its definition, \(\mathrm dS = p\,\mathrm dq - H\,\mathrm dt\), the HJ equation

A particle of mass \(m\) moves on a vertical line under uniform gravity: \(L = \tfrac12 m\dot q^2 - mgq\), with \(q\) measured upwards.

  1. Find the true path from \(q_0\) at time \(0\) to \(q\) at time \(t > 0\), and show it is unique for every \(t > 0\).
  2. Compute Hamilton's principal function \(S(q, t) = \int_0^t L\,\mathrm ds\) along it.
  3. Verify \(\partial S/\partial q = p(t)\) and \(\partial S/\partial t = -H\) directly, and hence that \(S\) solves the Hamilton–Jacobi equation.
  4. Check the limit \(g\to0\) against the free particle.
Hints · 3 rungs
Rung 1

The answer to part 2 is an explicit function of \(q, q_0, t\): a quadratic in the positions with coefficients depending on \(t\). The path is a parabola in \(t\) whose two constants are fixed by the two endpoint conditions.

Rung 2

Write \(q(s) = q_0 + v_0s - \tfrac12 gs^2\) and choose \(v_0\) so that \(q(t) = q\). Uniqueness is immediate: the endpoint condition is linear in \(v_0\) with coefficient \(t \ne 0\). Then substitute into \(L\) and integrate a polynomial in \(s\).

Rung 3

First line: \(v_0 = \dfrac{q - q_0}{t} + \dfrac{gt}2\), so \(\dot q(s) = v_0 - gs\) and \(L = \tfrac12 m(v_0 - gs)^2 - mg\big(q_0 + v_0s - \tfrac12gs^2\big)\).

Worked solution

Idea. Everything is explicit: the true path is known in closed form, so \(S\) is one integral of a polynomial, and the theorem of the slides can be checked by differentiation.

1. The Euler–Lagrange equation is \(\ddot q = -g\), whose solutions are \(q(s) = q_0 + v_0 s - \tfrac12 gs^2\). The condition \(q(t) = q\) reads \(v_0t = q - q_0 + \tfrac12gt^2\), which has exactly one solution \(v_0 = (q - q_0)/t + gt/2\) for every \(t > 0\). So there is never a conjugate point, and \(S\) is defined on all of \(\{t > 0\}\).

2. Integrating \(L\) along this path (the terms are polynomials in \(s\); collect after substituting \(v_0\)):

\[ S(q,t) = \frac{m(q - q_0)^2}{2t} - \frac{mgt\,(q + q_0)}{2} - \frac{mg^2t^3}{24} . \]

To see it without brute force: \(\int_0^t\tfrac12 m\dot q^2\,\mathrm ds = \tfrac12 m\big(v_0^2t - v_0gt^2 + \tfrac13g^2t^3\big)\) and \(\int_0^t mgq\,\mathrm ds = mg\big(q_0t + \tfrac12v_0t^2 - \tfrac16gt^3\big)\); subtract and substitute \(v_0 = (q-q_0)/t + gt/2\).

3. The arrival velocity is \(\dot q(t) = v_0 - gt = (q - q_0)/t - gt/2\), so \(p(t) = m(q - q_0)/t - mgt/2\). Differentiating,

\[ \frac{\partial S}{\partial q} = \frac{m(q - q_0)}{t} - \frac{mgt}{2} = p(t)\ ✓ . \] \[ \frac{\partial S}{\partial t} = -\frac{m(q-q_0)^2}{2t^2} - \frac{mg(q + q_0)}{2} - \frac{mg^2t^2}{8} . \]

And \(-H = -\dfrac{p^2}{2m} - mgq\) with \(\dfrac{p^2}{2m} = \dfrac m2\Big[\dfrac{(q-q_0)^2}{t^2} - g(q - q_0) + \dfrac{g^2t^2}{4}\Big]\) gives \(-\dfrac{m(q-q_0)^2}{2t^2} + \dfrac{mg(q - q_0)}{2} - \dfrac{mg^2t^2}{8} - mgq\), which is the same ✓. Since \(\partial_t S = -H(q, \partial_q S)\), \(S\) solves \(\partial_t S + (\partial_q S)^2/2m + mgq = 0\).

4. At \(g = 0\), \(S = m(q - q_0)^2/2t\), the free particle's principal function from the slides ✓.

Check. Dimensions: \(m(q-q_0)^2/t\), \(mgtq\) and \(mg^2t^3\) are all \(\mathrm{kg\,m^2\,s^{-1}} = \mathrm{J\,s}\) ✓. Symmetry: \(S\) is symmetric in \(q \leftrightarrow q_0\), as it must be for a time-reversible system with a time-independent \(H\) (the reversed path is also a true path, with the same action).

P2 A thrown stone, by Jacobi's theorem routine

exercises: separating time, a complete integral, Jacobi's theorem, choosing the branch

Same system as P1, now with \(H = p^2/2m + mgq\).

  1. Find a complete integral of the form \(S = -Et + W(q, E)\).
  2. Apply Jacobi's theorem, \(\partial S/\partial E = \beta\), and obtain \(q(t)\) and \(p(t)\) without writing down \(\ddot q = -g\).
  3. Interpret \(\beta\) and \(E\). A stone is thrown upward from \(q = 0\) at \(12.0\ \mathrm{m\,s^{-1}}\): give \(E/m\), \(\beta\) and the height and time of the apex from your formula.
Hints · 3 rungs
Rung 1

\(W\) is one explicit function (a \(3/2\) power); \(q(t)\) will be a downward parabola in \(t\), and \(\beta\) a time.

Rung 2

The time-independent equation is \(W'^2/2m + mgq = E\), so \(W' = \pm\sqrt{2m(E - mgq)}\). Take the \(+\) branch (rising stone) and integrate. Then differentiate \(W\) with respect to \(E\) before doing anything else.

Rung 3

First line: \(W = -\dfrac{\big(2m(E - mgq)\big)^{3/2}}{3m^2g}\), and so \(\dfrac{\partial S}{\partial E} = -t - \dfrac{\sqrt{2m(E - mgq)}}{mg} = \beta\).

Worked solution

Idea. \(H\) has no \(t\), so time separates; the remaining ODE for \(W\) is integrated once, and the trajectory comes out of one derivative in \(E\).

1. \(S = -Et + W\) solves \(\partial_tS + H = 0\) iff \(\tfrac1{2m}W'^2 + mgq = E\). On the branch \(W' = +\sqrt{2m(E - mgq)}\) (valid where \(q \lt E/mg\)),

\[ W(q,E) = -\frac{\big(2m(E - mgq)\big)^{3/2}}{3m^2g}, \]

as differentiating confirms: \(\partial_q\big(2m(E-mgq)\big)^{3/2} = \tfrac32\big(2m(E - mgq)\big)^{1/2}\cdot(-2m^2g)\). It is complete: \(\partial^2 S/\partial q\,\partial E = m/\sqrt{2m(E - mgq)} \ne 0\).

2. \(\partial_E\big(2m(E - mgq)\big)^{3/2} = 3m\big(2m(E-mgq)\big)^{1/2}\), so

\[ \beta = \frac{\partial S}{\partial E} = -t - \frac{\sqrt{2m(E - mgq)}}{mg} . \]

Hence \(\sqrt{2m(E - mgq)} = -mg(t + \beta)\), which needs \(t \le -\beta\) on this branch. Squaring,

\[ q(t) = \frac{E}{mg} - \frac g2\,(t + \beta)^2, \qquad p(t) = \frac{\partial W}{\partial q} = \sqrt{2m(E - mgq)} = -mg(t + \beta) . \]

For \(t > -\beta\) the other branch, \(W' = -\sqrt{\cdots}\), gives the same formula continued — the falling half. And \(p = m\dot q\) since \(\dot q = -g(t+\beta)\) ✓.

3. The apex is at \(t = -\beta\) at height \(E/mg\): \(-\beta\) is the time of the apex and \(E\) the energy. For the stone, \(E/m = \tfrac12(12.0)^2 = 72.0\ \mathrm{J\,kg^{-1}}\), the apex height is \(72.0/9.81 = 7.34\) m, and from \(q(0) = 0\): \((t+\beta)^2 = 2E/mg^2\) at \(t = 0\), so \(\beta = -\sqrt{2\cdot72.0}/9.81 = -1.223\) s — the apex comes \(1.223\) s after the throw.

Check. Elementary kinematics: apex height \(v^2/2g = 144/19.62 = 7.339\) m and time \(v/g = 1.2232\) s ✓. Dimensions: \(\sqrt{2mE}/(mg)\) is momentum over force, a time ✓, as \(\beta = \partial S/\partial E\) must be (action over energy).

P3 Proof: one solution is already a family of trajectories medium

exercises: proof with the chain rule and Clairaut, the characteristics of the HJ equation, wavefronts and rays

Let \(S(q,t)\) be a single \(C^2\) solution of \(\partial_tS + H(q, \partial_qS, t) = 0\) on an open set — not a complete integral. Let \(q(t)\) be any solution of the first-order system

\[ \dot q = \frac{\partial H}{\partial p}\Big(q,\ \frac{\partial S}{\partial q}(q,t),\ t\Big), \]

and set \(p(t) = \partial_qS(q(t), t)\).

  1. Prove that \((q(t), p(t))\) solves Hamilton's equations.
  2. Prove that \(\frac{\mathrm d}{\mathrm dt}S(q(t), t) = L\), the Lagrangian evaluated along the curve.
  3. For \(H = \lVert\vec p\rVert^2/2m + V(\vec x)\) and \(S = -Et + W(\vec x)\), show these curves cross the level sets of \(W\) at right angles.
  4. Take the free particle in one dimension and \(S = mq^2/2t\) (\(t > 0\)). Find all the curves of part 1.
Hints · 3 rungs
Rung 1

Part 1 is half of Jacobi's theorem's proof: the \(q\)-equation holds by construction, and the \(p\)-equation needs one differentiation of the HJ equation. No complete integral is needed for that half.

Rung 2

Differentiate the HJ equation with respect to \(q_i\), and separately compute \(\dot p_i\) by the chain rule along the curve. Compare. For part 2, the chain rule again, then the Legendre relation \(L = p\cdot\dot q - H\).

Rung 3

First line: \(\dot p_i = \partial^2_{tq_i}S + \sum_k\partial^2_{q_kq_i}S\,\dot q_k\), and the \(q_i\)-derivative of the HJ equation is \(\partial^2_{q_it}S + \partial H/\partial q_i + \sum_k(\partial H/\partial p_k)\,\partial^2_{q_iq_k}S = 0\).

Worked solution

Idea. A solution of the HJ equation is a momentum field \(p = \partial_qS\) that is consistent with the dynamics: flowing along the velocity it prescribes keeps you on it. This is the "method of characteristics" for this PDE, and the reason the level sets of \(W\) are wavefronts.

1. The \(q\)-equation \(\dot q = \partial H/\partial p\) holds by construction, since \(p(t) = \partial_qS\) is exactly the momentum argument used. For \(p\): by the chain rule, \(\dot p_i = \partial_t\partial_{q_i}S + \sum_k\partial_{q_k}\partial_{q_i}S\,\dot q_k\). Differentiating the HJ equation with respect to \(q_i\) — \(H\) depends on \(q_i\) both directly and through \(\partial_qS\) — gives

\[ \partial_{q_i}\partial_tS + \frac{\partial H}{\partial q_i} + \sum_k\frac{\partial H}{\partial p_k}\,\partial_{q_i}\partial_{q_k}S = 0 . \]

By Clairaut (unit 03; \(S\) is \(C^2\)) the mixed partials commute, and \(\partial H/\partial p_k = \dot q_k\) along the curve. Subtracting, \(\dot p_i = -\partial H/\partial q_i\). \(\square\)

2. \(\frac{\mathrm d}{\mathrm dt}S(q(t),t) = \partial_tS + \sum_i\partial_{q_i}S\,\dot q_i = -H + p\cdot\dot q = L\), the last step being the Legendre relation between \(H\) and \(L\) (unit 14), valid because \(\dot q = \partial H/\partial p\). \(\square\) So \(S\) increases along these curves by exactly the action: it is the action along them, up to a constant.

3. Here \(\partial H/\partial\vec p = \vec p/m\), so \(\dot{\vec x} = \nabla W/m\): the velocity is parallel to \(\nabla W\). If \(\vec c(\sigma)\) is any curve in a level set of \(W\), then \(0 = \frac{\mathrm d}{\mathrm d\sigma}W(\vec c) = \nabla W\cdot\vec c\,{}'\), so \(\nabla W\) is orthogonal to every tangent of the level set. \(\square\)

4. \(\partial_qS = mq/t\), so \(\dot q = q/t\), whose solutions are \(q = ct\): every straight line through the origin of the \((t,q)\) plane. These are exactly the free trajectories that leave \(q = 0\) at \(t = 0\) — the family whose envelope the slides built this \(S\) from. Along \(q = ct\), \(p = mc\) is constant ✓, and \(\frac{\mathrm d}{\mathrm dt}S = \frac{\mathrm d}{\mathrm dt}\big(mc^2t/2\big) = \tfrac12mc^2 = L\) ✓.

Check. Part 1 gives \(n\) first-order equations and so an \(n\)-parameter family — one trajectory through each point, the ones "belonging to" this \(S\). To get every trajectory you need a family of \(S\)'s: that is what the complete integral in Jacobi's theorem supplies. Dimensions in part 4: \(\partial_qS = mq/t\) is a momentum ✓.

Separation of variables

P4 The isotropic oscillator, Bertrand's other case medium

exercises: separation in spherical coordinates, the radial lemma after a substitution, degenerate frequencies

A particle moves in \(\mathbb R^3\) with \(V = \tfrac12 m\Omega^2r^2\).

  1. Separate the HJ equation in spherical coordinates and show that the angular actions are \(I_\phi = L_z\) and \(I_\theta = L - |L_z|\), as for Kepler.
  2. Compute the radial action \(I_r\). (Substitute \(s = r^2\).)
  3. Show \(H = \Omega\,(2I_r + I_\theta + |I_\phi|)\) and give the three frequencies. Explain, from their ratio, why every orbit closes and why each orbit is a centred ellipse, not one with the force centre at a focus.
  4. Check against Cartesian coordinates.
Hints · 3 rungs
Rung 1

The answer is a function \(E(I_r, I_\theta, I_\phi)\), linear here. Only the radial equation contains \(V\); the angular work is Kepler's word for word.

Rung 2

The radial momentum is \(p_r = \sqrt{2mE - L^2/r^2 - m^2\Omega^2r^2}\). With \(s = r^2\), \(\mathrm dr = \mathrm ds/2\sqrt s\), and the integrand becomes \(\tfrac12\sqrt{-A + 2B/s - C/s^2}\) for constants you can read off. Then quote the radial lemma.

Rung 3

First line: \(I_r = \dfrac1\pi\displaystyle\int_{r_1}^{r_2}p_r\,\mathrm dr = \dfrac1{2\pi}\int_{s_1}^{s_2}\sqrt{-m^2\Omega^2 + \dfrac{2mE}{s} - \dfrac{L^2}{s^2}}\,\mathrm ds\), so \(A = m^2\Omega^2\), \(B = mE\), \(C = L^2\).

Worked solution

Idea. Spherical symmetry makes the angular part independent of \(V\); the radial integral is the Kepler lemma in the variable \(r^2\). The factor \(2\) in \(H\) is Bertrand's other closed-orbit case.

1. With \(S = -Et + L_z\phi + \Theta(\theta) + R(r)\), multiplying the HJ equation by \(2mr^2\) gives \(r^2R'^2 + m^2\Omega^2r^4 - 2mEr^2 + \big(\Theta'^2 + L_z^2/\sin^2\theta\big) = 0\). The bracket depends on \(\theta\) only and the rest on \(r\) only, so both are constant; call the bracket \(L^2\). The \(\theta\) and \(\phi\) equations are identical to Kepler's, so the same computations (the angular lemma) give \(I_\phi = L_z\), \(I_\theta = L - |L_z|\).

2. \(R'^2 = 2mE - L^2/r^2 - m^2\Omega^2r^2\). With \(s = r^2\): \(p_r\,\mathrm dr = \sqrt{2mE - L^2/s - m^2\Omega^2 s}\;\mathrm ds/(2\sqrt s) = \tfrac12\sqrt{-m^2\Omega^2 + 2mE/s - L^2/s^2}\;\mathrm ds\). The radial lemma with \(A = m^2\Omega^2\), \(B = mE\), \(C = L^2\) (and \(B^2 > AC\) is \(E > \Omega L\), the condition for a non-circular orbit) gives

\[ I_r = \frac12\Big(\frac{mE}{m\Omega} - L\Big) = \frac12\Big(\frac E\Omega - L\Big) . \]

3. Solve for \(E\) with \(L = I_\theta + |I_\phi|\): \(E = \Omega(2I_r + I_\theta + |I_\phi|)\). Then \(\omega_r = \partial E/\partial I_r = 2\Omega\) and \(\omega_\theta = |\omega_\phi| = \Omega\). Ratio \(2\), the same for every orbit, so every orbit closes. More: \(r\) completes two oscillations for each revolution in angle, so \(r\) takes its minimum twice per revolution, at opposite points — the symmetry of an ellipse about its centre, which is where the force centre sits. For Kepler the ratio is \(1\): one perihelion per revolution, the force centre at a focus.

4. In Cartesian coordinates \(H = \sum_{x,y,z}\big(p^2/2m + \tfrac12m\Omega^2x^2\big)\) separates into three oscillators, each with \(I = E_x/\Omega\), so \(E = \Omega(I_x + I_y + I_z)\): all frequencies \(\Omega\). The Cartesian and spherical actions are different coordinates on the same tori; the energy agrees because \(2I_r + L = E/\Omega = I_x + I_y + I_z\) ✓. And the radial frequency \(2\Omega\): \(r^2 = x^2 + y^2 + z^2\) with each coordinate a sinusoid of frequency \(\Omega\) is a sinusoid of frequency \(2\Omega\) plus a constant ✓.

Check. Dimensions: \(E/\Omega\) is \(\mathrm{J\,s}\) ✓. Circular orbit: \(I_r = 0\) iff \(E = \Omega L\): for a circle of radius \(r\), \(E = \tfrac12m\Omega^2r^2\cdot2 = m\Omega^2r^2\) and \(L = m\Omega r^2\) ✓.

Frequencies without motion

P5 A bouncing ball routine

exercises: an action variable with a corner, \(\omega = \mathrm dE/\mathrm dI\), a number

A ball of mass \(m\) bounces elastically on a floor at \(q = 0\): \(V = mgq\) for \(q \ge 0\), and an impenetrable wall at \(q = 0\).

  1. Draw its phase curve at energy \(E\) and compute \(I(E)\).
  2. Find \(E(I)\) and the frequency \(\omega(I) = \mathrm dE/\mathrm dI\). Is the motion isochronous?
  3. Give the period for a ball dropped from \(1.00\) m, and check it by elementary kinematics.
Hints · 3 rungs
Rung 1

\(I\) is a power of \(E\), and so is \(\omega\). The phase curve is closed but has a vertical segment where the bounce reverses \(p\) instantly.

Rung 2

The vertical segment has \(\mathrm dq = 0\), so it contributes nothing to \(\oint p\,\mathrm dq\). What remains is twice the integral of \(\sqrt{2m(E - mgq)}\) from \(0\) to the top.

Rung 3

First line: \(I = \dfrac1\pi\displaystyle\int_0^{E/mg}\sqrt{2m(E - mgq)}\,\mathrm dq = \dfrac{2\sqrt{2m}\,E^{3/2}}{3\pi mg}\).

Worked solution

Idea. The action is an area, and a bounce is a vertical edge of zero width in \(\mathrm dq\). Everything else is one integral and one derivative.

1. The phase curve is the arc \(p = \pm\sqrt{2m(E - mgq)}\), \(0\le q\le E/mg\) — a parabola on its side — closed by the vertical segment from \((0, -\sqrt{2mE})\) to \((0, +\sqrt{2mE})\) at the bounce. So

\[ I = \frac{1}{2\pi}\cdot2\int_0^{E/mg}\sqrt{2m(E - mgq)}\,\mathrm dq = \frac1\pi\cdot\frac{\sqrt{2m}\,E^{3/2}}{mg}\cdot\frac23 = \frac{2\sqrt{2m}}{3\pi mg}\,E^{3/2} . \]

2. Inverting, \(E = \Big(\dfrac{3\pi mg\,I}{2\sqrt{2m}}\Big)^{2/3} \propto I^{2/3}\), so \(\omega = \dfrac{\mathrm dE}{\mathrm dI} = \dfrac23\dfrac EI = \dfrac23\cdot\dfrac{3\pi mg}{2\sqrt{2m}\,E^{1/2}} = \dfrac{\pi g}{\sqrt{2E/m}}\). Not isochronous: higher bounces take longer, \(T\propto\sqrt E\).

3. \(T = 2\pi/\omega = 2\sqrt{2E/m}/g\). Dropped from \(h\), \(E = mgh\): \(T = 2\sqrt{2h/g} = 2\sqrt{2/9.81} = 0.903\) s. Kinematics: the fall takes \(\sqrt{2h/g} = 0.4515\) s, the rise the same, total \(0.903\) s ✓.

Check. Dimensions: \(\sqrt{2E/m}\) is a speed, \(g\) an acceleration, the ratio a time ✓. The frequency theorem survives the corner because the corner contributes nothing to the area and nothing to the time.

P6 Frequency without motion medium

exercises: \(I(E)\) to first order in a parameter, inverting to \(E(I)\), the amplitude-dependent frequency, a number

An oscillator has \(V = \tfrac12kx^2 + \lambda x^4\), with \(\omega_0 = \sqrt{k/m}\) and \(\lambda\) small.

  1. Compute \(I(E)\) to first order in \(\lambda\), using the slides' lemma \(\partial I/\partial\lambda|_E = -\langle\partial V/\partial\lambda\rangle/\omega\).
  2. Invert to \(E(I)\) and find \(\omega(I)\) to first order. Express the result in terms of the amplitude \(A\).
  3. For \(m = 0.200\) kg, \(k = 20.0\ \mathrm{N\,m^{-1}}\), \(\lambda = 200\ \mathrm{N\,m^{-3}}\) and \(A = 5.00\) cm, give \(\omega\) and the fractional shift. The exact frequency at this amplitude, from the period integral evaluated numerically, is \(10.3672\ \mathrm{rad\,s^{-1}}\); comment on the difference.
Hints · 3 rungs
Rung 1

\(I(E) = E/\omega_0 - \lambda\,c\,E^2 + O(\lambda^2)\) for a constant \(c\) you must find; then \(\omega\) is \(\omega_0\) plus a term linear in \(\lambda\) and in \(E\) (or \(A^2\)).

Rung 2

At \(\lambda = 0\) the motion is \(x = A\cos\omega_0t\) with \(A^2 = 2E/m\omega_0^2\), and \(\partial V/\partial\lambda = x^4\). You need \(\langle\cos^4\rangle\) over a period.

Rung 3

First line: \(\cos^4u = \tfrac38 + \tfrac12\cos2u + \tfrac18\cos4u\), so \(\langle x^4\rangle = \tfrac38A^4 = \dfrac{3E^2}{2m^2\omega_0^4}\).

Worked solution

Idea. The frequency is \(\mathrm dE/\mathrm dI\), and \(I(E)\) at first order needs only an average of the perturbation over the unperturbed motion. No nonlinear equation is solved.

1. At \(\lambda = 0\), \(I = E/\omega_0\). By the lemma, \(\partial_\lambda I|_{E,\lambda=0} = -\langle x^4\rangle/\omega_0\), averaged over \(x = A\cos\omega_0t\), \(A^2 = 2E/m\omega_0^2\). Using \(\cos^4u = \tfrac38 + \tfrac12\cos2u + \tfrac18\cos4u\), \(\langle x^4\rangle = \tfrac38A^4 = \tfrac38\cdot\dfrac{4E^2}{m^2\omega_0^4}\). So

\[ I(E) = \frac{E}{\omega_0} - \frac{3\lambda E^2}{2m^2\omega_0^5} + O(\lambda^2) . \]

2. Invert: \(E = \omega_0I + \dfrac{3\lambda E^2}{2m^2\omega_0^4} + O(\lambda^2) = \omega_0I + \dfrac{3\lambda I^2}{2m^2\omega_0^2} + O(\lambda^2)\), replacing \(E\) by \(\omega_0 I\) inside the \(O(\lambda)\) term at the cost of \(O(\lambda^2)\). Differentiate:

\[ \omega(I) = \omega_0 + \frac{3\lambda I}{m^2\omega_0^2} = \omega_0 + \frac{3\lambda A^2}{2m\omega_0} + O(\lambda^2), \]

using \(I = \tfrac12m\omega_0A^2\) at leading order. Hardening (\(\lambda > 0\)) raises the frequency with amplitude.

3. \(\omega_0 = \sqrt{20.0/0.200} = 10.0\ \mathrm{rad\,s^{-1}}\). The shift is \(\dfrac{3\lambda A^2}{2m\omega_0} = \dfrac{3\cdot200\cdot0.0025}{2\cdot0.200\cdot10.0} = 0.375\ \mathrm{rad\,s^{-1}}\), so \(\omega = 10.375\ \mathrm{rad\,s^{-1}}\), a fractional shift \(3\lambda A^2/2k = 3.75\%\). The exact \(10.3672\) differs by \(0.008\ \mathrm{rad\,s^{-1}}\), i.e. by \(0.08\%\) of \(\omega_0\): of order the square of the first-order shift (\(0.0375^2 = 0.14\%\)), as a second-order error should be.

A subtlety. "First order" at fixed \(A\) and at fixed \(E\) differ at second order: with \(E = \tfrac12kA^2 + \lambda A^4 = 0.02625\) J, the formula \(\omega_0 + 3\lambda E/(m^2\omega_0^3)\) gives \(10.394\ \mathrm{rad\,s^{-1}}\). Both are correct to first order; they disagree by \(O(\lambda^2)\) because \(E\) and \(\tfrac12kA^2\) differ at \(O(\lambda)\). The amplitude form is the one to compare with experiment.

Check. Dimensions: \(\lambda A^2/(m\omega_0)\) is \(\mathrm{N\,m^{-3}\,m^2/(kg\,s^{-1})} = \mathrm{s^{-1}}\) ✓. Limit \(\lambda\to0\): \(\omega\to\omega_0\) ✓; \(A\to0\): the shift vanishes, as small oscillations must be harmonic ✓. Unit 21 derives the same \(\omega_0 + 3\lambda A^2/(2m\omega_0)\) by the Poincaré–Lindstedt method, as an independent check (cited forward; for \(\ddot x + \omega_0^2x + \varepsilon x^3 = 0\) it is \(\omega_0 + 3\varepsilon A^2/8\omega_0\), and here \(\varepsilon = 4\lambda/m\)).

Another way

The slides' general formula \(E(I) = \omega_0I + \lambda\langle U\rangle_I\) with \(U = x^4\) and \(A^2 = 2I/m\omega_0\): \(\langle x^4\rangle_I = \tfrac38(2I/m\omega_0)^2 = 3I^2/(2m^2\omega_0^2)\), which is the same \(E(I)\) in one line.

P7 The pendulum's first correction routine

exercises: applying P6 by Taylor expansion, a number against the exact period

A pendulum has \(H = p_\vartheta^2/2m\ell^2 + mg\ell(1 - \cos\vartheta)\).

  1. Expand \(V\) to fourth order and use P6's result to show \(\omega = \omega_0\big(1 - \vartheta_0^2/16\big)\) to first order in \(\vartheta_0^2\), with \(\omega_0 = \sqrt{g/\ell}\).
  2. For an amplitude of \(30^\circ\), give \(T/T_0\) from this. The exact ratio, \(2K(\sin15^\circ)/\pi\) with \(K\) the complete elliptic integral of unit 00, is \(1.017409\); how big is the error, and of what order?
Hints · 3 rungs
Rung 1

The pendulum is P6's oscillator with different names for the constants: identify the "mass", the "\(k\)" and the "\(\lambda\)".

Rung 2

\(1 - \cos\vartheta = \vartheta^2/2 - \vartheta^4/24 + O(\vartheta^6)\). The coordinate is \(\vartheta\), so the "mass" in the kinetic term is \(m\ell^2\).

Rung 3

First line: mass \(M = m\ell^2\), \(k = mg\ell\), \(\lambda = -mg\ell/24\), so the fractional shift \(3\lambda A^2/2k\) is \(-\vartheta_0^2/16\).

Worked solution

Idea. To first order only the quartic term of \(V\) matters, and P6 has already done the work.

1. \(V = mg\ell\big(\vartheta^2/2 - \vartheta^4/24\big) + O(\vartheta^6)\). In P6's notation: coordinate \(\vartheta\), mass \(M = m\ell^2\), \(k = mg\ell\), \(\lambda = -mg\ell/24\), and \(\omega_0^2 = k/M = g/\ell\). P6's fractional shift is \(3\lambda A^2/(2k) = 3(-mg\ell/24)\vartheta_0^2/(2mg\ell) = -\vartheta_0^2/16\). The \(\vartheta^6\) term contributes at order \(\vartheta_0^4\). So \(\omega = \omega_0(1 - \vartheta_0^2/16)\): softening, lower frequency at larger amplitude.

2. \(\vartheta_0 = \pi/6 = 0.5236\), \(\vartheta_0^2/16 = 0.017135\). So \(T/T_0 = 1/(1 - 0.017135) \approx 1 + 0.017135 = 1.01713\) to first order. The exact ratio is \(1.01741\): error \(0.00027\), i.e. \(0.027\%\). That is of order \(\vartheta_0^4 = 0.075\) times a small coefficient; the next term of the known series is \(\tfrac{11}{3072}\vartheta_0^4 = 0.00027\) (cited: it follows by carrying P6 to second order, or from the series of \(K\)), which accounts for the difference.

Check. Limit \(\vartheta_0\to0\): Galileo's isochronism ✓. Sign: a pendulum's restoring torque \(mg\ell\sin\vartheta\) is weaker than linear, so it should slow down at large amplitude ✓. At \(30^\circ\) a clock regulated for small swings loses \(0.0171\times86400 = 1480\) s, about 25 minutes, a day — why pendulum clocks keep the amplitude small and constant.

P8 Proof: isochronism is an affine action medium

exercises: proof with the frequency theorem, the radial lemma in a new setting

  1. Prove: a one-degree-of-freedom system whose librations fill an energy interval is isochronous there (every orbit has the same period \(T\)) if and only if \(I(E) = ET/2\pi + \text{const}\) on that interval.
  2. Show that \(V(x) = \tfrac12m\omega^2x^2 + c/x^2\) on \(x > 0\), with \(c > 0\), is isochronous with \(T = \pi/\omega\), by computing \(I(E)\).
  3. Conclude that isochronism does not characterise the harmonic oscillator. What is the period's value at the bottom of the well, by the small-oscillation formula, and does it agree?
Hints · 3 rungs
Rung 1

Part 1 is two lines once you recall what \(\mathrm dI/\mathrm dE\) is. Part 2 is a computation of the same shape as P4's radial action.

Rung 2

The frequency theorem says \(\mathrm dI/\mathrm dE = T(E)/2\pi\). For part 2 substitute \(s = x^2\) and match to the radial lemma.

Rung 3

First line of part 2: \(I = \dfrac1\pi\displaystyle\int\sqrt{2mE - m^2\omega^2x^2 - 2mc/x^2}\,\mathrm dx = \dfrac1{2\pi}\int\sqrt{-m^2\omega^2 + \dfrac{2mE}{s} - \dfrac{2mc}{s^2}}\,\mathrm ds\).

Worked solution

Idea. The period is the slope of \(I(E)\) (times \(2\pi\)); constant slope is an affine function.

1. By the frequency theorem, \(I\) is differentiable on the interval with \(I'(E) = T(E)/2\pi\). If \(T(E) = T\) for all \(E\), then \(I - ET/2\pi\) has zero derivative on an interval, so it is constant (mean value theorem). Conversely if \(I = ET/2\pi + \text{const}\), then \(T(E) = 2\pi I'(E) = T\). \(\square\)

2. The turning points are the zeros of \(2mE - m^2\omega^2x^2 - 2mc/x^2\). With \(s = x^2\), \(\mathrm dx = \mathrm ds/(2\sqrt s)\) and \(\sqrt{2mE - m^2\omega^2s - 2mc/s}/(2\sqrt s) = \tfrac12\sqrt{-m^2\omega^2 + 2mE/s - 2mc/s^2}\). The radial lemma with \(A = m^2\omega^2\), \(B = mE\), \(C = 2mc\) gives

\[ I(E) = \frac12\Big(\frac E\omega - \sqrt{2mc}\Big), \]

affine in \(E\) with slope \(1/2\omega\). By part 1 the system is isochronous with \(T/2\pi = 1/2\omega\), i.e. \(T = \pi/\omega\) for every energy. \(\square\)

3. \(V\) is not quadratic, yet every orbit has the same period: isochronism does not single out the harmonic oscillator. At the bottom, \(V' = m\omega^2x - 2c/x^3 = 0\) at \(x_*^4 = 2c/m\omega^2\), and \(V''(x_*) = m\omega^2 + 6c/x_*^4 = m\omega^2 + 3m\omega^2 = 4m\omega^2\). Small oscillations have frequency \(\sqrt{V''/m} = 2\omega\), period \(\pi/\omega\) ✓ — the same, as it must be.

Check. Dimensions: \(c\) has dimension \(\mathrm{J\,m^2}\), so \(\sqrt{2mc}\) is \(\mathrm{J\,s}\), an action ✓. Limit \(c\to0\): the wall at \(x = 0\) becomes a hard wall and the motion is half a harmonic oscillation reflected — period half of \(2\pi/\omega\), i.e. \(\pi/\omega\) ✓. This potential is exactly the radial problem of P4 with \(2mc = L^2\), which is why its radial frequency is \(2\omega\). A numerical check of the period integral at three energies gives \(T = \pi/\omega\) to ten digits.

Adiabatic invariants

P9 A molecule between a wall and a piston routine

exercises: an action variable, adiabatic invariance, checking it by counting collisions, a number

A nitrogen molecule (\(28\) u) moves at \(500\ \mathrm{m\,s^{-1}}\) back and forth along a line between a fixed wall and a piston \(\ell = 10.0\) cm away, bouncing elastically. The piston is pushed in slowly to \(\ell = 5.00\) cm.

  1. Compute \(I\) as a function of speed and \(\ell\), and use adiabatic invariance to find the final speed and energy.
  2. Check the answer without adiabatic invariance: a piston moving inward at speed \(u\) returns the molecule \(2u\) faster at each collision. Count collisions.
  3. Find the mean force on the piston as a function of \(\ell\) at fixed \(I\), and the exponent \(\gamma\) in \(F\propto\ell^{-\gamma}\).
Hints · 3 rungs
Rung 1

The phase curve is a rectangle; \(I\) is a product. The invariant says a product stays fixed.

Rung 2

\(2\pi I = 2mv\ell\). For part 2, collisions with the piston happen every \(2\ell/v\), and each adds \(2u = -2\dot\ell\) to \(v\): write \(\mathrm dv/\mathrm dt\) and integrate.

Rung 3

First line of part 2: \(\dfrac{\mathrm dv}{\mathrm dt} = \dfrac{2u}{2\ell/v} = -\dfrac{v\dot\ell}{\ell}\), so \(\dfrac{\mathrm dv}{v} = -\dfrac{\mathrm d\ell}{\ell}\).

Worked solution

Idea. The action is the rectangle's area; slowness makes it invariant; a direct collision count confirms it.

1. The phase curve is \(p = +mv\) going out and \(p = -mv\) coming back, over \(0\le q\le\ell\), with vertical edges at the walls: area \(2mv\ell\), so \(I = mv\ell/\pi\). Invariance: \(v\ell\) constant. Halving \(\ell\) doubles the speed to \(1000\ \mathrm{m\,s^{-1}}\) and quadruples the energy: with \(m = 28\times1.6605\times10^{-27} = 4.649\times10^{-26}\) kg, \(E\) goes from \(5.81\times10^{-21}\) J to \(2.32\times10^{-20}\) J.

2. Between collisions with the piston the molecule travels \(2\ell\), taking \(2\ell/v\); each collision with a piston moving inward at \(u = -\dot\ell\) adds \(2u\) (in the piston's frame the bounce is elastic). If \(u\ll v\) and \(\ell\) changes little per round trip, the mean rate is \(\dot v = 2u\cdot v/2\ell = -v\dot\ell/\ell\), so \(\mathrm d\ln v = -\mathrm d\ln\ell\) and \(v\ell\) is constant ✓ — the same answer, from mechanics that knows nothing about actions.

3. Momentum \(2mv\) delivered every \(2\ell/v\): \(F = mv^2/\ell = 2E/\ell\). At fixed \(I\), \(v\propto1/\ell\) so \(F\propto\ell^{-3}\): \(\gamma = 3\). This is the adiabatic law \(PV^\gamma = \text{const}\) for a gas with one degree of freedom, where thermodynamics gives \(\gamma = 1 + 2/f = 3\) for \(f = 1\).

Check. Energy balance: the piston does work \(-F\,\mathrm d\ell = -(2E/\ell)\,\mathrm d\ell\), and \(E\propto\ell^{-2}\) gives \(\mathrm dE = -2E\,\mathrm d\ell/\ell\) ✓. Dimensions of \(I\): \(\mathrm{kg\,m\,s^{-1}\,m} = \mathrm{J\,s}\) ✓. Slowness: "slow" means \(u\ll v\); a piston moving at \(1\ \mathrm{m\,s^{-1}}\) is slow for this molecule.

P10 Adiabatic invariance: the string through the hole hard

exercises: the adiabatic invariant of a pendulum, averaging the tension, an independent energy balance, a number

A bob of mass \(m = 0.50\) kg hangs on a string that passes through a small hole in the ceiling. It swings with small amplitude \(\vartheta_0 = 4.00^\circ\) at \(\ell = 1.00\) m, and the string is pulled up through the hole, slowly and steadily, until \(\ell = 0.25\) m.

  1. Using the adiabatic invariant, find \(\vartheta_0(\ell)\) and the final amplitude.
  2. Without using it: find the tension, average it over one fast swing to order \(\vartheta_0^2\), and write the work done by the person pulling as \(\mathrm dW = \langle\text{tension}\rangle\,(-\mathrm d\ell)\). Equate it to the change of the bob's energy and derive a differential equation for \(\vartheta_0(\ell)\). Solve it and compare with part 1.
  3. How much work does the person do in total, and how much of it goes into the swing?
Hints · 4 rungs
Rung 1

Part 1 gives a power law. Part 2 should give the same power law from an energy balance, and that agreement is the point. Part 3 is two numbers: a lift, and a small extra.

Rung 2

Part 1: \(I = E_{\text{swing}}/\omega\) with \(E_{\text{swing}} = \tfrac12mg\ell\vartheta_0^2\), \(\omega = \sqrt{g/\ell}\). Part 2: the radial equation for the bob, \(m(\ddot\ell - \ell\dot\vartheta^2) = mg\cos\vartheta - \text{tension}\), with \(\ddot\ell = 0\).

Rung 3

Averages over \(\vartheta = \vartheta_0\cos\omega t\): \(\langle\cos\vartheta\rangle = 1 - \vartheta_0^2/4\) and \(\langle\ell\dot\vartheta^2\rangle = \ell\omega^2\vartheta_0^2/2 = g\vartheta_0^2/2\). The bob's energy is \(-mg\ell + E_{\text{swing}}\) to this order.

Rung 4

First line of the balance: \(\mathrm d\big(-mg\ell + \tfrac12mg\ell\vartheta_0^2\big) = -mg\big(1 + \vartheta_0^2/4\big)\,\mathrm d\ell\).

Worked solution

Idea. The adiabatic invariant predicts how the swing grows. Independently, the extra work done against the swinging (the tension exceeds \(mg\) on average) must equal the growth of the swing's energy. Two routes, one answer.

1. \(I = \tfrac12mg\ell\vartheta_0^2/\sqrt{g/\ell} = \tfrac12m\sqrt g\,\ell^{3/2}\vartheta_0^2\), so \(\vartheta_0\propto\ell^{-3/4}\): \(\vartheta_0 = 4.00^\circ\times4^{3/4} = 11.31^\circ\) at the end.

2. The bob is at \(\ell(\sin\vartheta, -\cos\vartheta)\). Its radial equation, with \(\ddot\ell = 0\) for a steady pull, gives tension \(= mg\cos\vartheta + m\ell\dot\vartheta^2\). Over one swing, \(\vartheta = \vartheta_0\cos\omega t\) (the swing is fast compared with the change of \(\ell\)): \(\langle\cos\vartheta\rangle = 1 - \langle\vartheta^2\rangle/2 = 1 - \vartheta_0^2/4\), and \(\langle m\ell\dot\vartheta^2\rangle = m\ell\omega^2\vartheta_0^2/2 = mg\vartheta_0^2/2\). So

\[ \langle\text{tension}\rangle = mg\Big(1 + \frac{\vartheta_0^2}{4}\Big) + O(\vartheta_0^4) . \]

The string is massless and the hole frictionless, so the puller's work goes into the bob: \(\mathrm d\big(-mg\ell + \tfrac12mg\ell\vartheta_0^2\big) = -mg\big(1 + \vartheta_0^2/4\big)\,\mathrm d\ell\). The \(-mg\,\mathrm d\ell\) terms cancel, leaving \(\tfrac12\vartheta_0^2\,\mathrm d\ell + \ell\vartheta_0\,\mathrm d\vartheta_0 = -\tfrac14\vartheta_0^2\,\mathrm d\ell\), i.e.

\[ \frac{\mathrm d\vartheta_0}{\vartheta_0} = -\frac34\,\frac{\mathrm d\ell}{\ell}, \qquad \vartheta_0\propto\ell^{-3/4} , \]

exactly part 1's law ✓. The adiabatic invariant is not an extra assumption: it is what energy conservation says, once the fast motion is averaged.

3. Lifting the bob's equilibrium by \(0.75\) m: \(mg\Delta\ell = 0.50\times9.81\times0.75 = 3.679\) J. The swing energy goes from \(\tfrac12mg\ell\vartheta_0^2 = \tfrac12\times0.50\times9.81\times1.00\times(0.069813)^2 = 0.011953\) J to twice that, \(0.023906\) J (since \(E_{\text{swing}}\propto\ell^{-1/2}\)), an extra \(0.01195\) J. Total work \(3.691\) J, of which \(0.32\%\) goes into the swing. Integrating \(\tfrac14mg\vartheta_0^2\) against \(-\mathrm d\ell\) from \(1.00\) to \(0.25\) m with \(\vartheta_0^2 = \vartheta_i^2(\ell_i/\ell)^{3/2}\) gives the same \(0.011953\) J ✓.

Check. Dimensions: \(mg\vartheta_0^2\,\mathrm d\ell\) is an energy ✓. Limit \(\vartheta_0 = 0\): the puller only lifts the bob ✓. Slowness: pulling over a minute, \(T|\dot\ell|/\ell\le0.05\) (the slides' worked example); a quick jerk would violate it and the swing energy would not follow \(\ell^{-1/2}\). We neglected \(\tfrac12m\dot\ell^2 = 4\times10^{-5}\) J, which the puller supplies at the start and takes back at the end.

Optics and the Jacobi metric

P11 A projectile as a geodesic medium

exercises: writing a Jacobi metric, geodesics by the Beltrami identity, Snell's law for particles, a number

A projectile of mass \(m\) moves in the vertical plane with \(V = mgy\).

  1. Write the Jacobi metric at energy \(E\), and the length functional for curves \(y(x)\).
  2. Find its geodesics with the Beltrami identity (unit 11), and identify the constant mechanically.
  3. A ball is launched from the origin at \(20.0\ \mathrm{m\,s^{-1}}\), \(30^\circ\) above horizontal. From the geodesic alone, give the apex height and the range on level ground, and check them.
  4. Compare the functional with unit 11's brachistochrone functional. Why are the powers of \(E - mgy\) opposite?
Hints · 3 rungs
Rung 1

The metric is a positive function times \(\mathrm dx^2 + \mathrm dy^2\); its geodesics should be parabolas. The Beltrami constant will be a conserved momentum.

Rung 2

\(g_J = 2m(E - mgy)(\mathrm dx^2 + \mathrm dy^2)\), so \(\mathcal L = \sqrt{2m}\int\sqrt{E - mgy}\,\sqrt{1 + y'^2}\,\mathrm dx\). The integrand has no explicit \(x\).

Rung 3

First line: \(F - y'F_{y'} = \dfrac{\sqrt{E - mgy}}{\sqrt{1 + y'^2}} = c\), so \(1 + y'^2 = (E - mgy)/c^2\).

Worked solution

Idea. A uniform field is a medium stratified in \(y\); the Beltrami identity is Snell's law across the strata, and Snell's invariant here is the horizontal momentum.

1. \(g_J = 2(E - V)\,m\delta = 2m(E - mgy)(\mathrm dx^2 + \mathrm dy^2)\) on \(y \lt E/mg\), and for a graph \(y(x)\), \(\mathcal L[y] = \sqrt{2m}\int\sqrt{E - mgy}\,\sqrt{1 + y'^2}\,\mathrm dx\).

2. Drop the constant \(\sqrt{2m}\); \(F = \sqrt{E - mgy}\sqrt{1 + y'^2}\), \(F_{y'} = \sqrt{E - mgy}\,y'/\sqrt{1 + y'^2}\), and \(F - y'F_{y'} = \sqrt{E - mgy}/\sqrt{1 + y'^2} = c\). Mechanically, \(\sqrt{2m(E - mgy)} = \lVert\vec p\rVert\) and \(1/\sqrt{1 + y'^2} = \cos\alpha\) (angle to the horizontal), so \(\sqrt{2m}\,c = \lVert\vec p\rVert\cos\alpha = p_x\): conservation of horizontal momentum, which is Snell's \(n\sin(\text{angle to the normal})\) = const. Now solve: \(y'^2 = (E - c^2 - mgy)/c^2\). Put \(Y = E - c^2 - mgy\), so \(Y' = -mgy'\) and \(Y'^2 = m^2g^2Y/c^2\); hence \(\big(\sqrt Y\big)' = \pm mg/2c\), \(\sqrt Y = mg|x - x_0|/2c\), and

\[ y = \frac{E - c^2}{mg} - \frac{mg}{4c^2}(x - x_0)^2 , \]

a downward parabola with apex at \(x_0\). With \(c^2 = p_x^2/2m = \tfrac12mv_x^2\): apex height \(y_a = (E - \tfrac12mv_x^2)/mg\) and curvature coefficient \(g/2v_x^2\) — the textbook trajectory.

3. \(v_x = 20.0\cos30^\circ = 17.32\ \mathrm{m\,s^{-1}}\), \(E = \tfrac12m(20.0)^2\) at \(y = 0\). Apex: \(y_a = (400 - 300)/(2\times9.81) = 5.097\) m. Coefficient \(g/2v_x^2 = 9.81/600 = 0.01635\ \mathrm m^{-1}\). Range: the parabola meets \(y = 0\) at \(x_0\pm\sqrt{y_a/0.01635}\), and passes through the origin, so the range is \(2\sqrt{5.097/0.01635} = 35.31\) m. Check: \(v^2\sin60^\circ/g = 400\times0.8660/9.81 = 35.31\) m ✓, and \(v_y^2/2g = 100/19.62 = 5.097\) m ✓.

4. The brachistochrone minimises time, \(\int\mathrm ds/v\propto\int\sqrt{1 + y'^2}/\sqrt{E - mgy}\,\mathrm dx\): speed in the denominator. Maupertuis extremises \(\int p\,\mathrm ds\): speed in the numerator. The bead's "index" is \(1/v\), like wave optics; the free particle's is \(v\), like Newton's corpuscles — the corpuscle puzzle of the slides. The bead is constrained to a wire and the question is which wire; the projectile is free and the question is which path nature takes. Different questions, opposite powers.

Check. Dimensions: \(c^2\) and \(E - mgy\) are energies, so \(mg(x - x_0)^2/c^2\) is a length ✓. Limit \(g\to0\): \(g_J\) becomes \(2mE\) times flat, and the parabola flattens into a straight line ✓.

P12 Kepler at zero energy is flat hard

exercises: a change of coordinates in a metric, recognising a flat metric, geodesics as straight lines, conformal geometry

Take the Kepler problem in its orbital plane, \(V = -k/r\), at energy \(E = 0\) (parabolic orbits).

  1. Write the Jacobi metric in polar coordinates \((r,\phi)\).
  2. Substitute \(r = \rho^2\), \(\phi = 2\psi\), and show that it becomes a constant multiple of \(\mathrm d\rho^2 + \rho^2\mathrm d\psi^2\): the Euclidean metric in polar coordinates \((\rho,\psi)\).
  3. Hence find all geodesics, and show that in \((r,\phi)\) they are parabolas with a focus at the origin.
  4. Now take \(E \lt 0\). Show that the same substitution turns the Jacobi metric into a constant multiple of the Jacobi metric of a two-dimensional isotropic oscillator, and say what this implies about Kepler ellipses.
Hints · 3 rungs
Rung 1

The new metric has no position-dependent factor at all, so its geodesics are straight lines; a straight line in polar coordinates is \(\rho\cos(\psi - \psi_0) = \rho_0\). The work is substituting and then undoing the substitution.

Rung 2

\(\mathrm dr = 2\rho\,\mathrm d\rho\) and \(\mathrm d\phi = 2\,\mathrm d\psi\), so \(\mathrm dr^2 + r^2\mathrm d\phi^2 = 4\rho^2(\mathrm d\rho^2 + \rho^2\mathrm d\psi^2)\). At the end, \(\cos^2\frac\chi2 = \frac{1 + \cos\chi}{2}\).

Rung 3

First line: \(g_J = \dfrac{2mk}{r}\big(\mathrm dr^2 + r^2\mathrm d\phi^2\big) = \dfrac{2mk}{\rho^2}\cdot4\rho^2\big(\mathrm d\rho^2 + \rho^2\mathrm d\psi^2\big) = 8mk\big(\mathrm d\rho^2 + \rho^2\mathrm d\psi^2\big)\).

Worked solution

Idea. The conformal factor \(1/r\) of the \(E = 0\) Jacobi metric is exactly undone by the squaring map \(r = \rho^2\), \(\phi = 2\psi\) — the map \(w\mapsto w^2\) written in polar coordinates. A metric that is Euclidean in some coordinates has straight lines as geodesics.

1. \(g_J = 2m(E + k/r)(\mathrm dr^2 + r^2\mathrm d\phi^2)\), which at \(E = 0\) is \(\dfrac{2mk}{r}(\mathrm dr^2 + r^2\mathrm d\phi^2)\).

2. With \(r = \rho^2\), \(\phi = 2\psi\): \(\mathrm dr = 2\rho\,\mathrm d\rho\), \(\mathrm d\phi = 2\,\mathrm d\psi\), so \(\mathrm dr^2 + r^2\mathrm d\phi^2 = 4\rho^2\mathrm d\rho^2 + 4\rho^4\mathrm d\psi^2 = 4\rho^2(\mathrm d\rho^2 + \rho^2\mathrm d\psi^2)\). Multiply by \(2mk/\rho^2\): \(g_J = 8mk(\mathrm d\rho^2 + \rho^2\mathrm d\psi^2)\). (Precisely: by the components theorem of the slides, the metric's components in the \((\rho,\psi)\) coordinate basis are \(A^{\mathsf T}GA\) with \(A = \mathrm{diag}(2\rho, 2)\) the derivative of the substitution, and \(G = (2mk/\rho^2)\,\mathrm{diag}(1, \rho^4)\); the product is \(8mk\,\mathrm{diag}(1,\rho^2)\).)

3. The length functional of \(8mk\) times the Euclidean metric is \(\sqrt{8mk}\) times Euclidean length, whose critical points are straight lines. A straight line not through the origin is \(\rho\cos(\psi - \psi_0) = \rho_0\). Undo the substitution: \(\sqrt r\cos\big((\phi - \phi_0)/2\big) = \sqrt{r_0}\) with \(r_0 = \rho_0^2\), \(\phi_0 = 2\psi_0\); square and use \(\cos^2(\chi/2) = (1 + \cos\chi)/2\):

\[ r = \frac{2r_0}{1 + \cos(\phi - \phi_0)}, \]

a conic of eccentricity \(1\) with focus at the origin and perihelion distance \(r_0\): a parabola ✓. As the line runs from one end to the other, \(\psi - \psi_0\) sweeps an interval of length \(\pi\), so \(\phi - \phi_0\) sweeps \((-\pi, \pi)\): the two arms of the parabola going off to infinity. (The substitution is two-to-one: \((\rho, \psi)\) and \((\rho, \psi + \pi)\) give the same point, which is why a whole straight line maps to a single parabola traversed once.)

4. For general \(E\): \(g_J = 2m(E + k/\rho^2)\cdot4\rho^2(\mathrm d\rho^2 + \rho^2\mathrm d\psi^2) = 8m(k + E\rho^2)(\mathrm d\rho^2 + \rho^2\mathrm d\psi^2)\). A 2D isotropic oscillator of mass \(M\), frequency \(\Omega\) and energy \(E'\) has Jacobi metric \(2M(E' - \tfrac12M\Omega^2\rho^2)(\mathrm d\rho^2 + \rho^2\mathrm d\psi^2)\). These are proportional when \(E'/k = -\tfrac12M\Omega^2/E\), possible exactly when \(E \lt 0\) (then \(\Omega^2 = -2E'E/(Mk) > 0\) for \(E' > 0\)). A constant factor does not change geodesics, so the squaring map \((\rho,\psi)\mapsto(r,\phi) = (\rho^2, 2\psi)\) carries the oscillator's orbits onto Kepler orbits of energy \(E \lt 0\): the oscillator's centred ellipses become Kepler's focal ellipses. This is the Kepler–oscillator correspondence (Bohlin, 1911; Levi-Civita used it in 1920 to regularise collisions), and it explains P4 and the slides together: the squaring map halves angles, so the oscillator's radial-to-angular frequency ratio \(2\) becomes Kepler's \(1\).

Check. Dimensions: \(mk\) is \(\mathrm{kg\,J\,m}\) and \(\rho^2\) is a length, so \(8mk(\mathrm d\rho^2 + \rho^2\mathrm d\psi^2)\) has the same dimension as \((2mk/r)\,\mathrm dr^2\) ✓. The perihelion: the line's closest point to the origin, \(\rho_0\), maps to the parabola's closest point \(r_0 = \rho_0^2\) ✓. Energy: at \(E = 0\) the speed at perihelion is \(\sqrt{2k/mr_0}\), the escape speed, as a parabola must have.