TheoremComplete

Liouville's Theorem on Phase Space

Theorem5.2Liouville's Theorem

The Hamiltonian flow ϕt:R2nR2n\phi_t: \mathbb{R}^{2n} \to \mathbb{R}^{2n} generated by Hamilton's equations q˙i=H/pi\dot{q}_i = \partial H/\partial p_i, p˙i=H/qi\dot{p}_i = -\partial H/\partial q_i preserves the phase space volume form dnqdnpd^n q\, d^n p. Equivalently, the divergence of the Hamiltonian vector field vanishes: XH=i(2Hqipi2Hpiqi)=0\nabla \cdot X_H = \sum_i\left(\frac{\partial^2 H}{\partial q_i \partial p_i} - \frac{\partial^2 H}{\partial p_i \partial q_i}\right) = 0.


Proof

Proof

Method 1: Direct computation. The Hamiltonian vector field is XH=(Hp1,,Hpn,Hq1,,Hqn)X_H = \left(\frac{\partial H}{\partial p_1}, \ldots, \frac{\partial H}{\partial p_n}, -\frac{\partial H}{\partial q_1}, \ldots, -\frac{\partial H}{\partial q_n}\right) in coordinates (q1,,qn,p1,,pn)(q_1,\ldots,q_n,p_1,\ldots,p_n).

The divergence is: XH=i=1nqiHpi+pi(Hqi)=i=1n(2Hqipi2Hpiqi)=0\nabla \cdot X_H = \sum_{i=1}^n \frac{\partial}{\partial q_i}\frac{\partial H}{\partial p_i} + \frac{\partial}{\partial p_i}\left(-\frac{\partial H}{\partial q_i}\right) = \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

by equality of mixed partials (assuming HC2H \in C^2). By the divergence theorem for flows, XH=0\nabla \cdot X_H = 0 implies the flow preserves volume.

Method 2: Symplectic form. The Hamiltonian flow preserves the symplectic form ω=dpidqi\omega = \sum dp_i \wedge dq_i: LXHω=0\mathcal{L}_{X_H}\omega = 0 (where L\mathcal{L} is the Lie derivative), which follows from Cartan's formula LXω=d(ιXω)+ιX(dω)=d(dH)+0=0\mathcal{L}_X\omega = d(\iota_X\omega) + \iota_X(d\omega) = d(dH) + 0 = 0. Since the volume form is Ω=ωn/n!=dq1dp1dqndpn\Omega = \omega^n/n! = dq_1\wedge dp_1\wedge\cdots\wedge dq_n\wedge dp_n: LXHΩ=0\mathcal{L}_{X_H}\Omega = 0, proving volume preservation.

Method 3: Jacobian. Let Φt\Phi_t be the flow map. The Jacobian matrix J(t)=DΦtJ(t) = D\Phi_t satisfies J˙=A(t)J\dot{J} = A(t)J where A=(HqpHppHqqHpq)A = \begin{pmatrix} H_{qp} & H_{pp} \\ -H_{qq} & -H_{pq}\end{pmatrix}. Therefore ddtdet(J)=tr(A)det(J)=0\frac{d}{dt}\det(J) = \mathrm{tr}(A)\det(J) = 0, since tr(A)=tr(Hqp)tr(Hpq)=0\mathrm{tr}(A) = \mathrm{tr}(H_{qp}) - \mathrm{tr}(H_{pq}) = 0. Hence det(J(t))=det(J(0))=1\det(J(t)) = \det(J(0)) = 1 for all tt. \square


ExampleStatistical Mechanics Consequence

Liouville's theorem is the foundation of statistical mechanics: it implies that the microcanonical distribution (uniform on an energy surface) is stationary under Hamiltonian evolution. The ergodic hypothesis then asserts that time averages equal phase space averages, justifying the use of statistical ensembles for computing thermodynamic quantities.

RemarkPoincare Recurrence

A consequence of Liouville's theorem: Poincare's recurrence theorem states that almost every trajectory in a bounded Hamiltonian system returns arbitrarily close to its initial point. The proof uses the volume-preserving property: the images Φt(Ω)\Phi_t(\Omega) of a small region Ω\Omega must overlap for large tt (since they all have the same volume and are confined to a bounded region).