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Suppose I throw a ball horizontally towards a wall with momentum $\vec p$. Let it collides with the wall and then rebound back towards me with momentum $-\vec p$. Since the wall remains stationary, the initial momentum is $\vec p$ and the final momentum is $-\vec p$. But since there is no external force on the ball+wall system, shouldn't the total momentum be conserved? I am ignoring gravity here. Say we're doing this experiment in a freely falling elevator and the wall is that of the elevator.

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The elastic collision formula is: $$ v_m=\frac{m-M}{m+M}u_m +\frac{2 M}{m+M}u_M $$ $$ v_M=\frac{2 m}{m+M}u_m+\frac{ M-m}{m+M}u_M $$ where $u_i$ is the initial velocity of object $i$ and $v_i$ is the final velocity of object $i$, and $m$ and $M$ are the masses of the two objects. This formula is derived from the conservation of momentum and the conservation of energy. So we know that with any solution of these equations we are guaranteed that both energy and momentum are conserved.

For $u_M=0$ if we take the limit as $M \rightarrow \infty$ we get $$\lim_{M\rightarrow \infty} v_m = -u_m$$ $$ \lim_{M\rightarrow \infty} v_M =0$$

So momentum is still conserved, but for a very large mass the change in velocity approaches 0.

Dale
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I think @my2cts 's comment has the answer. Let me elaborate. Suppose I throw a ball horizontally towards a wall of a freely falling elevator (so as to ignore gravity) with momentum $\vec p$. Let it collides with the wall and then rebound back towards me with momentum $-\vec p$. Since the total initial momentum is $\vec p$ and the final momentum of the ball is $-\vec p$, and there is no external force on the ball+elevator system, for the conservation of momentum to hold, the momentum gained by the wall must be $2\vec p$. However, since the mass of the elevator is huge, its velocity will be imperceptibly small.