Liouville theorem (invariance of phase-space volume)

Hamiltonian time evolution preserves phase-space volume; equivalently, the Liouville measure dq dp is invariant under the Hamiltonian flow.
Liouville theorem (invariance of phase-space volume)

Statement

Let Γ\Gamma be the classical with canonical coordinates (q,p)(q,p) and let H(q,p)H(q,p) be a smooth generating Hamilton’s equations:

q˙=Hp,p˙=Hq. \dot q = \frac{\partial H}{\partial p},\qquad \dot p = -\frac{\partial H}{\partial q}.

Let Φt:ΓΓ\Phi^t:\Gamma\to\Gamma be the associated flow map. Then Liouville’s theorem states that the standard phase-space volume measure (Liouville measure) is invariant:

Vol(Φt(A))=Vol(A) \text{Vol}(\Phi^t(A))=\text{Vol}(A)

for every measurable set AΓA\subset\Gamma and all tt for which the flow exists. Equivalently, the Jacobian determinant satisfies

det(DΦt)=1, \det(D\Phi^t)=1,

and the phase-space divergence of the Hamiltonian vector field is zero.

Key hypotheses

  • Classical Hamiltonian dynamics on Γ\Gamma with sufficiently smooth HH so the flow exists and is differentiable.
  • Canonical (symplectic) coordinates on phase space.

Conclusions

  • Phase-space volume is conserved under time evolution: Hamiltonian dynamics is incompressible in phase space.
  • The induced invariant reference measure underlies equilibrium ensembles; for example, the is stationary under Hamiltonian time evolution (assuming energy is conserved and appropriate regularity/ergodic assumptions are treated separately).

Proof idea / significance

Compute the divergence of the Hamiltonian vector field (q˙,p˙)(\dot q,\dot p):

(q˙,p˙)=i(q˙iqi+p˙ipi)=i(2Hqipi2Hpiqi)=0. \nabla\cdot(\dot q,\dot p) ={} \sum_i \left(\frac{\partial \dot q_i}{\partial q_i} + \frac{\partial \dot p_i}{\partial p_i}\right) ={} \sum_i \left(\frac{\partial^2 H}{\partial q_i\partial p_i} - \frac{\partial^2 H}{\partial p_i\partial q_i}\right)=0.

Zero divergence implies the Jacobian determinant of the flow is constant in time, and at t=0t=0 it equals 11, hence it is 11 for all tt.
In statistical mechanics, this invariance justifies using uniform phase-space weighting (subject to constraints like fixed energy) and supports conservation of ensemble densities under the Liouville equation, connecting microscopic reversibility to macroscopic equilibrium descriptions.