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Advanced Classical
Mechanics/Phase
Space
< Advanced Classical Mechanics

Phase space refers to the plotting of both

a particle's momentum and position on a
two dimensional graph. It also refers to the
tracking of N particles in a 2N dimensional
space. In many cases, the coordinates
used are the canonical variables of
Hamiltonian mechanics. If these canonical
variables are used, the motion of particles
in phase space exhibits properties that
lead to important results in the field of
thermodynamics and statistical
mechanics.

How phase spaces are used

Phase space can describe the orbit of one
particle, or the orbits of a large number of
particles. It can even be used to describe a
large number of collections of N particles,
where N itself is a large number. Finally
phase space can be used to describe the
probability distributions of how collections
of N particles behave if they are allowed to
exchange particles and energy with the
universe.

Single particle confined to one

dimension creates a 2-dimensional …

phase space

Fig. 1a. (from Wikipedia article Phase Space) A phase

space of position and velocity for a simple pendulum.
The most elementary phase space
consists of a single particle confined to
one dimensional motion, under the
influence of a conservative force field.
Such a system can be modeled using
Hamiltonian methods. A suitable
Hamiltonian is the total energy, expressed
as a function of position, x, and
momentum, p, given a potential (in
this case a uniform gravitational field):

From w:Hamiltonian mechanics we have

these equations of motion:
 ,  and   , 

and  

Newton's equations of motion follow

immediately: , and
, and  
.

Figure 1b. Animations showing the motion

in phase space for a pendulum.
Pendulum with an initial angle of 45°

Pendulum with an initial angle of 135°

 Pendulum with enough energy for a full
swing

N non-interacting or weakly
interacting particles
…
Fig. 2. Evolution of an ensemble of classical systems
in phase space (top). Each system consists of one
massive particle in a one-dimensional potential well
(red curve, lower figure). The initially compact
ensemble becomes swirled up over time.

Fig. 3. Motion in phase space of for uniformly

accelerated motion. Shown are a region of phase
space at two different times. Initially, x and p are close
to zero. Later both x and p have increased. Note how
the shape changes, but the area is preserved.

Fig. 4. The area (in black) is conserved, but the motion

in phase space is more chaotic.

A collection of N non-interacting particles

is also a microcanonical ensemble of
individual particles. Three particles
constrained to one dimension can often
serve as a model for a single particle in
the three spatial dimensions (xyz). For this
reason, these 'particles' are often referred
to as w:degrees of freedom (dof).

If the potential is constant (i.e.

we have a crude model of
gas called an ideal gas. The model is
crude because no attempt has been made
to model any interaction between these
particles. An important variation is an
ensemble of non-interacting particles
where it is assumed that some process
has randomized the orbits. A collection of
N non-interacting particles confined to one
dimension is isomorphic to a collection of
N/3 particles in xyz space (if N/3 is an
integer). Figure 2 (to the left) shows a
collection of non-interacting particles
confined by a potential well. The initial
state is not randomized, but instead have
been artificially arranged to fill rectangle in
phase space. The time evolution of this
initial configuration is displayed as an
animation.

The figures to the right depict this motion

by showing the region occupied in phase
space at time, t=0, and at some time later.
Figure 3 depicts the phase space of a
particle that experiences a constant force.
The initial configuration fills a region of
phase space that includes a particle at
rest at the origin (lower left corner of the
shaded shape. This initial region includes
a small initial displacement (up to
approximately Δx) as well as a small initial
momentum (up to approximately Δp). As
time evolves, these particles, initially near
the origin and nearly at rest, will
accelerate. The second grey shape of
Figure 3 shows these particles at a later
instant in time.

Figure 4 illustrates how weak interactions

might cause the shape in phase space to
randomize. The behavior shown in the
figure is more a schematic that
representative of typical cases. There is
probably no such thing as 'typical' behavior
associated with complicated systems. But
if the system is described by Hamiltonian
equations, then the area is conserved if
the phase space has only two dimensions.
In higher dimensions, the volume (more
properly called hypervolume) is preserved
if the system is Hamiltonian.

Friction and phase space …

Fig. 5. (a) The undamped simple harmonic oscillator

(Q= ) can be modeled by a Hamiltonian. (b) If
friction is present, the oscillator is damped (Q=3), the
area is not conserved, and the system cannot be
modeled using Hamiltonian equations.

Whether or not friction exists has profound

effects on how a system is modeled.
Figure 5a shows the undamped simple
harmonic oscillator, which is described by
the Hamiltonian
, where
is the spring constant. Figure 5a
represents the microscopic world where
friction does not exist as we know it.
Figure 5b reflects the macroscopic world
we see and live in, where friction is
everywhere and unavoidable.
It is interesting ponder the following two
facts about Figures 5a and 5b:

1. If a macroscopic mass and spring

followed the idealized, frictionless,
and Hamiltonian model of Figure 5a,
it would be a perpetual motion
machine of the third kind.
2. If a collection of isolated atoms did
not follow the idealized, frictionless,
and Hamiltonian model of Figure 5a,
the atoms would spontaneously lose
energy. The corresponding reduction
of temperature would permit the
construction of a perpetual motion
machine of the second kind, also
Both perpetual motion machines are
considered impossible to achieve[1].

Liouville's theorem
Liouville's theorem applies only to
Hamiltonian systems. The Hamiltonian is
allowed to vary with time, and there are no
restrictions regarding how strongly the
degrees of freedom are coupled[2][3].
Liouville's theorem states that:

The density of states in an ensemble of

many identical states with different initial
conditions is constant along every
trajectory in phase space.
It states that if one constructs an
ensemble of paths, the probability density
along the trajectory remains constant. To
prove this we use the generalized Stokes'
Theorem to equate the n-dimensional
volume integral of the divergence of a
vector field J over a region U to the (n-1)-
dimensional surface integral of J over the
boundary of U[4][5][6][7]:

Let represent all the dimensions

of phase space, and let the
dimensional vector field. Define as the
'current' of particles in phase space, and
is the density (number of particles per unit
2N-dimensional hypersphere. (The dots
represent differentiation with respect to
time.)

Apply this divergence theorem to a 2N

dimensional hypercube of length, L, with
one corner at the origin. The volume inside
this hypercube are the inequalities, 0<xn<L,
where xn represent the q variables and the
p variables.

The hypercube is bounded by 2N-1

hypersurfaces at xn=0, and 2N-1 'surfaces'
at xn=L, that can be viewed as making up
one hypersurface. (In this context, each
hypersuface is actually a 2N-1
dimensional hypercube.) A particle in each
hypersurface is on the verge of entering
the 2N-dimensional hypercube, and is
inside a differential , of the
hypersurface. This implies that (almost
always) 2N-1 of the variables obey the
inequality, 0<xn<L, while one variable is
either at x=0, or on the 'other surface' at
x=L. The rate at which particles crosses
this hypersurface is proportional to ,
where j represents the coordinate or
momentum variable that is on the
boundary, (i.e. equal to either 0 or L). In
other words,

is the rate at which particles leave the

hypersphere. (We take the sign convention
from the well known case of continuity of
charge or particles in three dimensions)
Taking the limit that the length, L, of the
hypercube vanishes, we have the 2N
dimensional continuity equation,
The partial derivative reflects the fact that
the hypercube remains stationary and
does not move with the flow of particles in
phase space. The divergence of the flow
can be calculated as follows:

The second term on the LHS vanishes

because our variables obey Hamilton's
equations of motion:
The other term is a convective term of the
form , where .
Liouville's equation is a statement about
for the derivative of density in the
reference frame of the points moving
through phase space:

Never in the proof have we demanded that

must vanish. Liouville's theorem is
true even if the Hamiltonian is time
dependent.
An alternative proof of Liouville's theorem
is based on the time evolution of a volume
element.[8][9]

What Liouville's theorem does NOT

imply
…

Liouville's theorem does not imply that

the density is uniform throughout phase
space. In particular, if the Hamiltonian
preserves energy, then one trajectory
cannot visit two parts of phase space
with different energy. By the Boltzmann
equation, if an ensemble has a property
called 'temperature', then regions of
phase space with more energy are less
populated.
Liouville's theorem does not imply that
every point along a given path has the
same density. In other words, suppose
that two particles, A and B, follow the
same trajectory, except that particle A
leads particle B by a finite time (or
equivalently, there is a finite distance in
xp space between the two particles).
Particle A could be in a region of
different density than particle B.
Liouville's theorem only holds in the limit
that the particles are infinitely close
together. Equivalently, Liouville's
 theorem does not hold for any ensemble
that consists of a finite number of
particles; instead the theorem describes
the probability density in phase space of
an ensemble consisting of an infinite
number of possible states.

References and links

See also Introduction to entropy
1. https://en.wikipedia.org/w/index.php?
title=Perpetual_motion&oldid=584397
707
2. Jordan, T. "Steppingstones in
Hamiltonian Dynamics", American
Journal of Physics, Vol. 72, No. 8, pp.
1095-99, August 2004. States that
 theorem is valid if H depends on time.
Proof uses divergence theorem in 2N
dimensions.
3. http://www.physics.purdue.edu/nlo/N
oltePT10.pdf physics today
4. https://www.math.okstate.edu/~bineg
ar/4263/4263-l17.pdf states but
never prove n dimensional divergence
theorem
5. https://en.wikipedia.org/wiki/Divergen
ce_theorem#Multiple_dimensions
6. http://hepweb.ucsd.edu/ph110b/110b
_notes/node93.html
7. http://www.lecture-
notes.co.uk/susskind/classical-
 mechanics/lecture-7/liouvilles-
theorem/ divergence theorem
8. http://www.nyu.edu/classes/tuckerma
n/stat.mech/lectures/lecture_2/node
2.html
9. http://www.pma.caltech.edu/~mcc/Ph
127/a/Lecture_3.pdf

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