Liouville's Theorem on Phase Space
The Hamiltonian flow generated by Hamilton's equations , preserves the phase space volume form . Equivalently, the divergence of the Hamiltonian vector field vanishes: .
Proof
Method 1: Direct computation. The Hamiltonian vector field is in coordinates .
The divergence is:
by equality of mixed partials (assuming ). By the divergence theorem for flows, implies the flow preserves volume.
Method 2: Symplectic form. The Hamiltonian flow preserves the symplectic form : (where is the Lie derivative), which follows from Cartan's formula . Since the volume form is : , proving volume preservation.
Method 3: Jacobian. Let be the flow map. The Jacobian matrix satisfies where . Therefore , since . Hence for all .
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.
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 of a small region must overlap for large (since they all have the same volume and are confined to a bounded region).