Hamiltonian Liouville equation (${\partial }_{t}f+{\nabla }_{v}H\cdot {\nabla }_{x}f-{\nabla }_{x}H\cdot {\nabla }_{v}f=h$)

Transport a phase-space density along Hamilton's equations. The Hamiltonian vector field is $b=({\nabla }_{v}H,-{\nabla }_{x}H)$ and the equation is ${\partial }_{t}f+b\cdot {\nabla }_{x,v}f=h$. Its zero divergence gives volume-preserving transport. For $h=0$, the density is constant along characteristics; a source is integrated by the Duhamel formula for Hamiltonian transport. This is distinct from the elliptic Liouville equation.

The Hamiltonian $(v^2-x^2)/2$ gives $\dot{x}=v$, $\dot{v}=x$. Its characteristic flow map is multiplication by $A_t$, with $A_t{A}_s=A_{t+s}$ and determinant one. The backward map is $A_{-t}$. This expanding-contracting linear flow preserves phase-space Lebesgue measure and every finite-$p$ integral of a transported density, despite stretching its level sets.

If $f_0=0$ and a nonzero time-independent source is invariant along the Hamiltonian flow, then the Duhamel formula for Hamiltonian transport gives $f_t=th$. For the nonzero-frequency oscillator, $h=e^{-H_{\omega }}$ is smooth and belongs to all finite Lp spaces, yet its resulting solution has infinite space-time norm on $(0,\infty )$.

The Duhamel formula for Hamiltonian transport, phase space preservation and Minkowski integral inequality give the displayed bound. A time-independent source in an Lp space yields finite space-time norm on every bounded interval; it need not yield integrability on infinite time.

Smooth forcing need not be integrable in phase space. For the hyperbolic characteristic flow for an inverted oscillator, the source $x^2+v^2$ accumulates as $q_t=\frac{1}{2}\sinh (2t)(x^2+v^2)-(\cosh (2t)-1)xv$. Its smallest quadratic-form eigenvalue is $(1-e^{-2t})/2>0$ for $t>0$. Starting with a nonnegative integrable Gaussian function, the solution is therefore unbounded and outside every finite Lp space at positive times. Locally time-integrable $L^p$ forcing prevents this failure by the Minkowski integral inequality.

For a complete invertible Hamiltonian flow $\Phi (t,s)$, integrate the source along the backward characteristic ending at $z$ at time $t$. The displayed formula solves the Hamiltonian Liouville equation. Volume preservation makes each composition with $\Phi (s,t)$ an isometry of Lp spaces.