The Hamilton-Jacobi equation is: H(q,∂S∂q,t)+∂S∂t = 0, where S is Hamilton's principal function.
If we take a second-order L such that L=L({qj,˙qj,¨qj},t), does the Hamilton-Jacobi equation change, or we could always consider that ∂S∂t=−H?
Answer
I) Let us suppress explicit time dependence t from the notation in the following. Let there be given a second-order Lagrangian
L(q,v,a);
where qi are positions, vi are velocities, ai are accelerations, and where i∈{1,…,n}.
II) We would like to find the corresponding Ostrogradsky Hamiltonian formulation. Let us for simplicity assume that the Hessian
Hij = ∂2L∂ai∂aj
is invertible.1 Then the Ostrogradsky Hamiltonian is defined as
H(Q,P) := pivi+sup
where we have introduced the collective notation
Q^I~=~\{q^i;v^i\},\qquad P_I~=~\{p_i;\pi_i\},\qquad I~\in~\{1,\ldots,2n\}.\tag{4}
III) In the spirit of my Phys.SE answer here, we introduce an extended Lagrangian^2
L_E(Q,\dot{Q},P,a)~:=~p_i(\dot{q}^i-v^i)+\pi_i(\dot{v}^i-a^i)+L(q,v,a)\tag{5}
If we integrate out P_I, v^i and a^i in the extended Lagrangian (5), we get back the Lagrangian itself
L(q,\dot{q},\ddot{q})\tag{6} .
If we only integrate out a^i in the extended Lagrangian (5), we get the Ostrogradsky Hamiltonian Lagrangian
L_H(Q,\dot{Q},P)~:=~P_I\dot{Q}^I - H(Q,P).\tag{7}
This implies that the higher-order Euler-Lagrange (EL) equations of (5) is equivalent to a standard Hamilton's equations in Q^I and P_I! In other words, in the non-singular case (2), we can re-use the standard Hamilton-Jacobi (HJ) theory for this case! The only difference is that the phase space (4) is twice as big.
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^1 If the Hessian matrix is singular, there will appear constraints, and the Hamiltonian formulation and the Hamilton-Jacobi theory become modified as a result.
^2 If we vary the extended Lagrangian (5) wrt. to a^i and v^i, we get the Ostrogradsky momenta \pi_i~\approx~\frac{\partial L}{\partial a^i} ,\tag{8} and p_i ~\approx~\frac{\partial L}{\partial v^i}- \dot{\pi}_i~\approx~\frac{\partial L}{\partial v^i}- \frac{d}{dt}\frac{\partial L}{\partial a^i} ,\tag{9} respectively. [The \approx sign means equality modulo equations of motion.]
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