Hamiltonian mechanics occurs in a sympletic manifold called phase space. Lagrangian mechanics take place in the tangent bundle of the configuration manifold.
Using Legendre transform makes possible to pass to Hamiltonian formulation, because this transform allows the construction of the cotangent bundle which is a sympletic manifold.
Lagrangian formulation is a sub-set of Hamiltonian formulation, because not all the phase spaces are cotangent bundles, there are indeed phase spaces which are compact, a property not present in cotangent bundles.
My question is how to show that cotangent bundles are not compact. My first approach to this demonstration was to use Whitney embedding theorem, but I failed since this theorem holds only for compact manifolds... Do you know another approach to show this fact?
Hints: It suffices to find a closed, non-compact subset of the total space. In an arbitrary vector bundle (of positive rank), there's a particularly natural way to do this.