Definition

Let (M,ω,H)(M,\omega,H) be a with XHX_H. A smooth function F:MRF:M\to\mathbb R is a first integral if

dF(XH)=0dF(X_H)=0

at every point of MM. Equivalently, FF is constant along each integral curve of XHX_H, or Fφt=FF\circ\varphi_t=F wherever the φt\varphi_t is defined. With the Poisson-bracket convention F˙={F,H}\dot F=\{F,H\}, the defining condition is {F,H}=0\{F,H\}=0. The zero condition is independent of the opposite sign convention for the bracket.

Equivalent formulations and use

The flow formulation follows from

ddtF(φt(x))=dFφt(x)(XH)={F,H}(φt(x)).\frac{d}{dt}F(\varphi_t(x))=dF_{\varphi_t(x)}(X_H)=\{F,H\}(\varphi_t(x)).

Thus a first integral confines every trajectory to a level set of FF. Several independent first integrals can reduce the effective dimension of the motion; when half the phase-space dimension is supplied by pairwise commuting integrals, one obtains a . This criterion is developed in Arnol'd, Chapters 9–10.

Examples and non-examples

The Hamiltonian HH itself is a first integral because {H,H}=0\{H,H\}=0. If a Lie-group symmetry preserves HH, the corresponding component of a is another standard example Abraham–Marsden, Chapters 3–4. A function that is constant on one selected trajectory but not on all trajectories is not a first integral on MM; the defining identity must hold everywhere in its stated domain.

Conventions and scope

For a general XX, the same term means a function satisfying dF(X)=0dF(X)=0. For a time-dependent Hamiltonian HtH_t, a time-dependent conserved quantity FtF_t instead satisfies tFt+{Ft,Ht}=0\partial_tF_t+\{F_t,H_t\}=0. “First integral” does not mean an antiderivative, despite that usage of “integral” in elementary calculus.

References
  1. V. I. Arnol'd, Mathematical Methods of Classical Mechanics, 2nd ed., Springer, 1989. DOI record. Relevant: Chapters 9–10, first integrals, Poisson brackets, and complete integrability.
  2. Ralph Abraham and Jerrold E. Marsden, Foundations of Mechanics, 2nd ed., AMS Chelsea Publishing 364, 2008 reprint. DOI record. Relevant: Chapters 3–4, Hamiltonian systems, conserved quantities, and symmetry.