Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 8 / 1

Write $z=(x,v)$ and let $\Phi (t,s,z)$ denote the Hamiltonian flow from time $s$ to time $t$. The characteristic curves satisfy Hamilton's equations:The Hamiltonian Liouville equation then reduces along each curve toThe signs and derivative variables here are those in the PDF.

The global characteristic flow for a Hamiltonian with bounded Hessian follows, for example, from $H\in C^2(\mathbb{R}\times {\mathbb{R}}^{2d})$ and, for every finite $T$,Thus the Hamiltonian vector field $b=({\nabla }_{v}H,-{\nabla }_{x}H)$ is globally Lipschitz continuous in $z$ on each finite time interval and satisfies $|b(t,z)|\le A_T+L_T|z|$. The Picard-Lindelof theorem gives local existence and uniqueness, while the Gronwall inequality gives, for example,This excludes finite-time escape. There is a unique Hamiltonian flow for all finite forward and backward times, and $\Phi (s,t)$ is the inverse of $\Phi (t,s)$. These sufficient conditions are deliberately stronger than necessary.

For $S_t(z)=\Phi (t,0,z)$, differentiability with respect to initial data gives the variational equationThe Jacobi determinant derivative formula givesThe mixed derivatives in the Hamiltonian vector field cancel:Consequently $J^{\prime }(t)=0$, and $J(0)=1$ gives preservation of phase space volume:The same argument applies to $\Phi (t,s)$ for every starting time $s$. This is the Liouville theorem in Hamiltonian mechanics. Explicit time dependence of $H$ does not affect the cancellation.

For an autonomous Hamiltonian function, the chain rule and Hamilton's equations giveThus the energy is constant along each characteristic:The time-independent hypothesis is implicit in the displayed expression in this subpart. For the time-dependent Hamiltonian function allowed earlier, the correct Hamiltonian energy balance is insteadFor example $H(t,x,v)=t+|v{|}^2/2$ has a unique global Hamiltonian flow, but its value along a curve increases at unit rate. Thus conservation cannot be claimed for arbitrary time-dependent $H$.

Assume $\omega \ne 0$. With $h=0$, the method of characteristics gives $f(t,\Phi (t,0,z))=f_0(z)$. HenceLet $K=\mathrm{supp}{f}_0$ and $E_{\ast }={\max }_K{H}_{\omega }$; if $f_0=0$, the conclusion is immediate. By the Hamiltonian energy balance, every image point of $K$ remains in the energy sublevelThis is a fixed compact ellipsoid in phase space. Therefore the support bound is uniform in time:This uniform support bound from a coercive conserved energy requires no explicit solution of the curves.

The nonzero-frequency qualification is necessary. At $\omega =0$ the energy does not control $x$, and the equation is free transport equation. Choose a smooth compactly supported $f_0$ that is nonzero at $(x_0,v_0)$ with $v_0\ne 0$. Its transported value at $(x_0+t{v}_0,v_0)$ stays nonzero, so the union of the supports is unbounded. Each individual support is compact, but there is no fixed compact support for all times.

For the isotropic harmonic oscillator flow, Hamilton's equations are $\dot{X}=V$, $\dot{V}=-{\omega }^{2}X$. In dimension three these are three identical uncoupled pairs. For $\omega \ne 0$, put $c_t=\cos (\omega t)$, $s_t=\sin (\omega t)$. The solution from $(x,v)$ at time zero isThe inverse flow is obtained by replacing $t$ by $-t$:Integrating the source along the backward characteristic gives the Duhamel formula for Hamiltonian transport:Indeed $f(t,S_{t}z)=f_0(z)+{\int }_0^{t}h(s,S_{s}z)ds$, and setting $z=S_{-t}(x,v)$ gives the formula. It has the prescribed initial value and differentiation along the characteristic gives the source.

The zero-frequency limit has $s_t/\omega \to t$, $\omega s_t\to 0$, so $S_t(x,v)=(x+tv,v)$ and

For the globally invertible Hamiltonian flow from (a), the general characteristic formula isEvery $\Phi (s,t)$ preserves Lebesgue measure, by (b). Thus composition with it is an isometry of each Lp space. The Minkowski integral inequality givesApplying the Minkowski inequality also in time yields the finite-time Lp bound for Hamiltonian transport:The smoothness assumptions allow the characteristic construction; the norm estimate itself only uses the Lp space data and volume preservation.

For a concrete failure on infinite time, choose $\omega =1$, $f_0=0$, andThis is smooth, time independent and in every finite Lp space; it is invariant under the isotropic harmonic oscillator flow. Therefore the solution grows linearly:This invariant-source secular growth in Hamiltonian transport supplies the counterexample even with zero initial data.