Tag Archives: Hamilton–Jacobi equation


4. Borel–Cantelli Lemma(s). Let (X,\mathcal{X},\mu) be a probability space. Then

If \sum_n \mu(A_n)<\infty, then \mu(x\in A_n \text{ infinitely often})=0.

If A_n are independent and \sum_n \mu(A_n)=\infty, then for \mu-a.e. x, \frac{1}{\mu(A_1)+\cdots+\mu(A_n)}\cdot|\{1\le k\le n:x\in A_k\}|\to 1.

The dynamical version often involves the orbits of points, instead of the static points. In particular, let T be a measure-preserving map on (X,\mathcal{X},\mu). Then

\{A_n\} is said to be a Borel–Cantelli sequence with respect to (T,\mu) if \mu(T^n x\in A_n \text{ infinitely often})=1;

\{A_n\} is said to be a strong Borel–Cantelli sequence if \frac{1}{\mu(A_1)+\cdots+\mu(A_n)}\cdot|\{1\le k\le n:T^k x\in A_k\}|\to 1 for \mu-a.e. x.

3. Let H(q,p,t) be a Hamiltonian function, S(q,t) be the generating function in the sense that \frac{\partial S}{\partial q_i}=p_i. Then the Hamilton–Jacobi equation is a first-order, non-linear partial differential equation

H + \frac{\partial S}{\partial t}=0.

Note that the total derivative \frac{dS}{dt}=\sum_i\frac{\partial S}{\partial q_i}\dot q_i+\frac{\partial S}{\partial t}=\sum_i p_i\dot q_i-H=L. Therefore, S=\int L is the classical action function (up to an undetermined constant).

2. Let \gamma_s(t) be a family of geodesic on a Riemannian manifold M. Then J(t)=\frac{\partial }{\partial s}|_{s=0} \gamma_s(t) defines a vector field along \gamma(t)=\gamma_0(t), which is called a Jacobi field. J(t) describes the behavior of the geodesics in an infinitesimal neighborhood of a given geodesic \gamma.

Alternatively, A vector field J(t) along a geodesic \gamma is said to be a Jacobi field, if it satisfies the Jacobi equation:


where D denotes the covariant derivative with respect to the Levi-Civita connection, and R the Riemann curvature tensor on M.

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