Professional Documents
Culture Documents
1 Introduction
Newtonian mechanics took the Apollo astronauts to the moon. It also took the voyager spacecraft to the far reaches of the solar system. However Newtonian mechanics
is a consequence of a more general scheme. One that brought us quantum mechanics,
and thus the digital age. Indeed it has pointed us beyond that as well. The scheme is
Lagrangian and Hamiltonian mechanics. Its original prescription rested on two principles. First that we should try to express the state of the mechanical system using
the minimum representation possible and which reflects the fact that the physics of
the problem is coordinate-invariant. Second, a mechanical system tries to optimize its
action from one split second to the next; often this corresponds to optimizing its total energy as it evolves from one state to the next. These notes are intended as an
elementary introduction into these ideas and the basic prescription of Lagrangian and
Hamiltonian mechanics. A pre-requisite is the thorough understanding of the calculus
of variations, which is where we begin.
2 Calculus of variations
Many physical problems involve the minimization (or maximization) of a quantity that
is expressed as an integral.
(x2 ,y2 )
J(y) =
=
ds
(x1 ,y1 )
Z x2 p
1 + (yx )2 dx.
x1
Here we have used that for a curve y = y(x), if we make a small increment in x,
say x, and the corresponding change in y is y, then by
p Pythagoras theorem the
corresponding change in length along the curve is s = + (x)2 + (y)2 . Hence we
see that
s
s
s =
x =
x
1+
y
x
2
x.
Note further that here, and hereafter, we use yx = yx (x) to denote the derivative of y,
i.e. yx (x) = y 0 (x) for each x for which the derivative is defined.
(x1, y1)
y=y(x)
(x2, y2)
Fig. 1 In the Euclidean geodesic problem, the goal is to find the path with minimum total
length between points (x1 , y1 ) and (x2 , y2 ).
(x1, y1)
v
y=y(x)
mgk
(0,0)
Fig. 2 In the Brachistochrome problem, a bead can slide freely under gravity along the wire.
The goal is to find the shape of the wire that minimizes the time of descent of the bead.
(0, 0). Find the curve y = y(x) that minimizes the time of descent:
(0,0)
J(y) =
(x1 ,y1 )
=
x1
p
p
1
ds
v
1 + (yx )2
2g(y1 y)
dx.
Here we have used that the total energy, which is the sum of the kinetic and potential
energies,
E = 12 mv 2 + mgy,
is constant. Assume the initial condition is v = 0 when y = y1 , i.e. the bead starts with
zero velocity at the top end of the wire. Since its total energy is constant, its energy at
any time t later, when its height is y and its velocity is v, is equal to its initial energy.
Hence we have
2
1
2 mv
+ mgy = 0 + mgy1
v=+
2g(y1 y).
3 EulerLagrange equation
We can see that the two examples above are special cases of a more general problem
scenario.
J(y) :=
F (x, y, yx ) dx.
a
u
dx
F
ux
= 0,
on [a, b].
Proof Consider the family of functions on [a, b] given by
y(x; ) := u(x) + (x),
where the functions = (x) are twice continuously differentiable and satisfy (a) =
(b) = 0. Here is a small real parameter, and of course, the function u = u(x) is our
candidate extremizing function. We set (see for example Evans [7, Section 3.3])
() := J(u + ).
If the functional J has a local maximum or minimum at u, then u is a stationary
function for J, and for all we must have
0 (0) = 0.
To evaluate this condition for the functional given in integral form above, we need to
first determine 0 (). By direct calculation,
d
J(u + )
d
Z b
d
=
F (x, u + , ux + x ) dx
d a
0 () =
=
a
Z b
=
a
Z b
=
a
F y
F yx
+
y
yx
dx
F
F 0
(x) +
(x) dx.
y
yx
F 0
F
(x) dx =
(x)
yx
yx
x=b
x=a
d
dx
F
(x) dx.
yx
Recall that (a) = (b) = 0, so the boundary term (first term on the right) vanishes
in this last formula, and we see that
0 () =
Z b
F
d
y
dx
F
yx
(x) dx.
Z b
a
F
d
u
dx
F
ux
(x) dx = 0.
Now we note that the functions = (x) are arbitrary, using Lemma 1 below, we
can deduce that pointwise, i.e. for all x [a, b], necessarily u must satisfy the Euler
Lagrange equation shown.
u
t
(x) (x) dx = 0
a
for all continuously differentiable functions (x) which satisfy (a) = (b) = 0, then
(x) 0 in [a, b].
Proof Assume (z) > 0, say, at some point a < z < b. Then since is continuous, we
must have that (x) > 0 in some open neighbourhood of z, say in a < z < z < z < b.
The choice
(
(x) =
(x z)2 (z x)2 ,
0,
otherwise,
Z
(x) (x) dx =
a contradiction.
u
t
3.3 Remarks
Some important theoretical and practical points to keep in mind are as follows.
1. The EulerLagrange equation is a necessary condition: if such a u = u(x) exists
that extremizes J, then u satisfies the EulerLagrange equation. Such a u is known
as a stationary function of the functional J.
2. The EulerLagrange equation above is an ordinary differential equation for u; this
will be clearer once we consider some examples presently.
3. Note that the extremal solution u is independent of the coordinate system you
choose to represent it (see Arnold [3, Page 59]). For example, in the Euclidean
geodesic problem, we could have used polar coordinates (r, ), instead of Cartesian
coordinates (x, y), to express the total arclength J. Formulating the EulerLagrange
equations in these coordinates and then solving them will tell us that the extremizing solution is a straight line (only it will be expressed in polar coordinates).
4. Let Y denote a function space; in the context above Y was the space of twice
continuously differentiable functions on [a, b] which are fixed at x = a and x = b.
A functional is a real-valued map and here J : Y R.
5. We define the first variation J(u, ) of the functional J, at u in the direction ,
to be J(u, ) := 0 (0).
6. Is u a maximum, minimum or saddle point for J? The physical context should
hint towards what to expect. Higher order variations will give you the appropriate
mathematical determination.
7. The functional J has a local minimum at u iff there is an open neighbourhood
U Y of u such that J(y) J(u) for all y U . The functional J has a local
maximum at u when this inequality is reversed.
8. We will generalize all these notions to multidimensions and systems later.
1 + (yx )2 dx.
J(y) =
x1
Hence in this case, the integrand is F (x, y, yx ) = 1 + (yx )2 . From the general theory
outlined above, we know that the extremizing solution satisfies the EulerLagrange
equation
F
d F
= 0.
y
dx yx
We substitute the actual form for F we have in this case which gives
d
dx
yx
1 + (yx )2
d
dx
yxx
1 + (yx )2
1 + (yx )2
1 + (yx )2
23
21
=0
(yx )2 yxx
1 + (yx )2
23 = 0
(yx )2 yxx
1 + (yx )2
yxx
1 + (yx )2
=0
yx
21
1 + (yx )2 yxx
21
23 = 0
23 = 0
yxx = 0.
Hence y(x) = c1 + c2 x for some constants c1 and c2 . Using the initial and starting
point data we see that the solution is the straight line function (as we should expect)
y=
y2 y1
(x x1 ) + y1 .
x2 x1
Note that this calculation might have been a bit shorter if we had recognised that this
example corresponds to the third special case in the next section.
4 Alternative form and special cases
4.1 Alternative form
The EulerLagrange equations given by
F
d
y
dx
F
yx
=0
F
d
F
F yx
x
dx
yx
= 0.
F
d
F yx
dx
yx
=0
F yx
F
= c,
yx
= c,
dx yx
yx
for some arbitrary constant c.
3. If F = F (yx ) only, then the EulerLagrange equation implies
F
d
0=
y
dx
=
= yxx
F
yx
2F
2F
2F
+ yx
+ yxx
xyx
yyx
yx yx
2F
.
yx yx
Hence yxx = 0, i.e. y = y(x) is a linear function of x and has the form
y = c1 + c2 x,
for some constants c1 and c2 .
J(y) =
x1
1 + (yx )2
1
dx =
2g(y1 y)
2g
1 + (yx )2
dx.
(y1 y)
x1
s
F (x, y, yx ) =
1 + (yx )2
.
(y1 y)
From the general theory, we know that the extremizing solution satisfies the Euler
Lagrange equation. Note that the multiplicative constant factor 1/ 2g should not affect
the extremizing solution path; indeed it divides out of the EulerLagrange equations.
Noting that the integrand F does not explicitly depend on x, then the alternative form
for the EulerLagrange equation may be easier:
F
d
F
F yx
x
dx
yx
= 0.
This immediately implies that for some constant c, the EulerLagrange equation is
F yx
F
= c.
yx
12
(y1 y) 2
1 + (yx )2
(y1 y)
12
yx
1
2
(y1 y)
1
2
1 + (yx )2
12
(y1 y) 2 1 + (yx )2
12
12 !
(y1 y) 2
1
2
(y1 y)
1 + (yx )2
1 + (yx )2
yx
yx
2 yx
1
2
1 + (yx )2
(yx )2
1
(y1 y) 2 1 + (yx )2
=c
21 = c
21 = c
(yx )2
1 = c
1
(y1 y) 2 1 + (yx )2 2
1
= c2 .
(y1 y) 1 + (yx )2
1
c2 (y
y)
(yx )2 =
1 c 2 y1 c 2 y
.
c2 y1 c2 y
If we set a = y1 and b =
1
c2
yx =
b+y
ay
21
.
To find the solution to this ordinary differential equation we make the change of variable
y = 12 (a b) 21 (a + b) cos .
If we substitute this into the ordinary differential equation above and use the chain
rule we get
1
1 cos 2
.
1 + cos
Now we use that 1/(d/dx) = dx/d, and that sin = 1 cos2 , to get
1
2 (a + b) sin
d
=
dx
dx
= 12 (a + b) sin
d
1 + cos
1 cos
1
dx
= 12 (a + b) (1 cos2 ) 2
d
21
1 + cos
1 cos
1
1
dx
= 12 (a + b) (1 + cos ) 2 (1 cos ) 2
d
dx
= 12 (a + b)(1 + cos ).
d
12
1 + cos
1 cos
12
We can directly integrate this last equation to find x as a function of . In other words
we can find the solution to the ordinary differential equation for y = y(x) above in
parametric form, which with some minor rearrangement, can expressed as (here d is
an arbitrary constant of integration)
x + d = 21 (a + b)( + sin ),
y + b = 12 (a + b)(1 cos ).
This is the parametric representation of a cycloid.
5 Multivariable systems
We consider possible generalizations of functionals to be extremized. For more details
see for example Keener [9, Chapter 5].
J(y) :=
10
subject to y(a), y(b), yx (a) and yx (b) being fixed. Here the functional quantity to be
extremized depends on the curvature yxx of the path. Necessarily the extremizing curve
y satisfies the EulerLagrange equation (which is an ordinary differential equation)
F
d
y
dx
F
yx
d2
dx2
+
F
yxx
= 0.
Note this follows by analogous arguments to those used for the classical variational
problem above.
J(y) :=
F (x, y, y x ) dx,
a
subject to y(a) and y(b) being fixed. Note x [a, b] but here y = y(x) is a curve in
N -dimensional space and is thus a vector so that (here we use the notation 0 d/dx)
y1
..
y= .
yN
y10
y x = ... .
0
yN
and
yi
dx
F
yi0
= 0.
J(y) :=
y/x1
..
y =
.
.
y/xn
Necessarily y satisfies an EulerLagrange equation which is a partial differential equation given by
F
yx F = 0.
y
11
F/yx1
..
yx F =
,
.
F/yxn
where to keep the formula readable, with y the usual gradient of y, we have set
yx y so that yxi = (y)i = y/xi for i = 1, . . . , n.
||2 dx.
J() :=
x x F = 0
/x1
F/x1
/x2 F/x2 = 0
F/x3
/x3
2x1 +
2x2 +
2x3 = 0
x1
x2
x3
x 1 x 1 + x 2 x 2 + x 3 x 3 = 0
2 = 0.
This is Laplaces equation for in the domain ; the solutions are called harmonic
functions. Note that implicit in writing down the EulerLagrange partial differential
equation above, we assumed that was fixed at the boundary , i.e. Dirichlet boundary conditions were specified.
1
2
Z
0
yt2 dx,
Z
and
V := K
1 + (yx )
0
2 1/2
dx `
12
respectively, where subscripts indicate partial derivatives and the effect of gravity is
neglected. If the oscillations of the string are quite small, we can replace the expression
1/2
for V , using the binomial expansion 1 + (yx )2
1 + (yx )2 , by
V =
K
2
yx2 dx.
We seek a solution y = y(x, t) that extremizes the functional (this is the action functional as we see later)
t2
(T V ) dt,
J(y) :=
t1
x=
x
t
and
y =
y/x
y/t
the integrand is
F (x, y, y) 21 (yt )2 12 K(yx )2 ,
i.e. F = F (y) only. The EulerLagrange equation is thus
x yx F = 0
/x
/t
F/yx
F/yt
=0
Kyx
yt = 0
x
t
c2 yxx ytt = 0,
where c2 = K/. This is the partial differential equation ytt = c2 yxx known as the
wave equation. It admits travelling wave solutions of speed c.
6 Lagrange multipliers
For the moment, let us temporarily put aside variational calculus and consider a problem in standard multivariable calculus.
13
m
X
k gk (x),
k=1
where the parameter variables = (1 , . . . , m )T are known as the Lagrange multipliers. Note that L is a function of both x and , i.e. of N + m variables in total. The
partial derivatives of L with respect to all of its dependent variables are:
m
X
L
f
g
=
+
k k ,
xj
xj
xj
k=1
L
= gk ,
k
where j = 1, . . . , N and k = 1, . . . , m. At the stationary points of L(x, ), necessarily all
these partial derivatives must be zero, and we must solve the following unconstrained
problem:
m
X
f
g
+
k k = 0,
xj
xj
k=1
gk = 0,
where j = 1, . . . , N and k = 1, . . . , m. Note we have N + m equations in N + m
unknowns. Assuming that we can solve this system to find a stationary point (x , )
of L (there could be none, one, or more) then x is also a stationary point of the
original constrained problem. Recall: what is important about the formulation of the
Lagrangian function L we introduced above, is that the given constraints mean that
(on the constraint manifold) we have L = f + 0 and therefore the stationary points of
f and L coincide.
14
f
v
g
(x* , y*)
f=5
g=0
f=4
v
f=3
g
f=2
f=1
Fig. 3 At the constrained extremum f and g are parallel. (This is a rough reproduction
of the figure on page 199 of McCallum et. al. [14])
and
g = 0.
15
J(y) :=
F (x, y, y x ) dx,
a
k (x) Gk (x, y) dx = 0,
a
for each k = 1, . . . , m. Note that the k s are the Lagrange multipliers, which with the
constraints expressed in this integral form, can in general be functions of x. We now
form the equivalent of the Lagrangian function which here is the functional
) :=
J(y,
F (x, y, y x ) dx +
a
) =
J(y,
Z b
F (x, y, y x ) +
a
m Z
X
k=1 a
m
X
k (x) Gk (x, y) dx
k=1
m
X
k=1
= 0,
yi
dx yi0
F
F
d
= 0,
k
dx 0k
which simplify to
F
d
yi
dx
F
yi0
= 0,
Gk (x, y) = 0,
for i = 1, . . . , N and k = 1, . . . , m. This is a system of differential-algebraic equations:
the first set of relations are ordinary differential equations, while the constraints are
algebraic relations.
16
c:
(x,y)=(x(t),y(t))
Fig. 4 For the isoperimetrical problem, the closed curve C has a fixed length `, and the goal
is to choose the shape that maximizes the area it encloses.
Gk (x, y) dx = 0,
a
:= J(y) +
J(y)
m
X
Gk (x, y) dx
a
k=1
Z b
=
F (x, y, y x ) +
a
m
X
k Gk (x, y) dx.
k=1
Note we now have a variational problem with respect to the curve y = y(x) but the
constraints are classical in the sense that the Lagrangian multipliers here are simply
variables. Proceeding as above, with this hybrid variational constraint problem, we
generate the EulerLagrange equations as above, together with the integral constraint
equations.
I
x dy y dx.
C
1
2
(xy y x)
d,
0
Z
0
x 2 + y 2 d = `.
17
Note that the constraint can be expressed in standard integral form as follows. Since `
is fixed we have
Z
2
1
2 ` d
= `.
x 2 + y 2
1
2 `
d = 0.
To solve this variational constraint problem we use the method of Lagrange multipliers
and form the functional
2
Z
y) := J(x, y) +
J(x,
x 2
+ y 2
1
2 `
d
F (x, y, x,
y,
) d .
=
0
1
+ (x 2 + y 2 ) 2 2
`.
F (x, y, x,
y,
) = 12 (xy y x)
Note there are two dependent variables x and y (here the parameter is the independent variable). By the theory above we know that the extremizing solution (x, y)
necessarily satisfies an EulerLagrange system of equations, which are the pair of ordinary differential equations
F
d F
= 0,
x
d x
F
d F
= 0,
y
d y
together with the integral constraint condition. Substituting the form for F above, the
pair of ordinary differential equations are
1
2 y
d
d
12 x
d
d
12 y +
1
2x +
x
(x 2 + y 2 )
y
(x 2 + y 2 )
= 0,
1
2
1
2
= 0.
x
1
(x 2 + y 2 ) 2
= c2
and
y
1
(x 2 + y 2 ) 2
= c1 ,
for arbitrary constants c1 and c2 . Combining these last two equations reveals
(x c1 )2 + (y c2 )2 =
2 y 2
2 x 2
+ 2
= 2 .
2
+ y
x + y 2
x 2
18
which is the equation for a circle with radius and centre (c1 , c2 ). The constraint
condition implies = `/2 and c1 and c2 can be determined from the initial or end
points of the closed contour/path.
The isoperimetrical problem has quite a history. It was formulated in Virgils poem
the Aeneid, one account of the beginnings of Rome; see Wikipedia [18] or Montgomery [16]. Quoting from Wikipedia (Dido was also known as Elissa):
Eventually Elissa and her followers arrived on the coast of North Africa where
Elissa asked the local inhabitants for a small bit of land for a temporary refuge
until she could continue her journeying, only as much land as could be encompassed by an oxhide. They agreed. Elissa cut the oxhide into fine strips
so that she had enough to encircle an entire nearby hill, which was therefore
afterwards named Byrsa hide. (This event is commemorated in modern mathematics: The isoperimetric problem of enclosing the maximum area within
a fixed boundary is often called the Dido Problem in modern calculus of
variations.)
Dido found the solutionin her case a half-circleand the semi-circular city of
Carthage was founded.
||2 dx,
J() :=
2 dx = 1.
This constraint corresponds to saying that the total energy is bounded and in fact
renormalized to unity. We assume zero boundary conditions, (x) = 0 for x
Rn . Using the method of Lagrange multipliers (for integral constraints) we form the
functional
Z
Z
:=
J()
||2 dx +
2 dx 1 .
:=
J()
1
|| +
||
dx,
where || is the volume of the domain . Hence the integrand in this case is
1
F (x, , , ) := ||2 + 2
.
||
The extremzing solution satisfies the EulerLagrange partial differential equation
F
x F = 0,
19
and
F
= 2.
Substituting these two results into the EulerLagrange partial differential equation we
find
2 (2) = 0
2 = .
This is Helmholtzs equation on . The Lagrange multiplier also represents an eigenvalue parameter.
J(u) :=
0
Here C = C(t), D = D(t) and E are non-negative definite symmetric matrices. The
final term represents a final state achievement cost. Note that we can in principle solve
the system of linear differential equations above for the state q = q(t) in terms of the
control u = u(t) so that J = J(u) is a functional of u only (we see this presently).
Thus our goal is to find the control u = u (t) that minimizes the cost J = J(u)
whilst respecting the constraint which is the linear evolution of the system state. We
proceed as before. Suppose u = u (t) exists. Consider perturbations to u on [0, T ]
of the form
u = u +
u.
Changing the control/input changes the state q = q(t) of the system so that
q = q +
q.
where we suppose here q = q (t) to be the system evolution corresponding to the
optimal control u = u (t). Note that linear system perturbations
q are linear in .
20
Substituting these last two perturbation expressions into the differential system for the
state evolution we find
d
q
,
= A
q + Bu
dt
(0) = 0.
where we have used that (d/dt)q = Aq + Bu . The initial condition is q
in terms of u
by the variation
We can solve this system of differential equations for q
of constants formula (using an integrating factor) as follows. Since the matrix A is
constant we observe
d
exp(At)
q (t) = exp(At)B(t)
u(t)
dt
Z
exp(As)B(s)
u(s) ds
exp(At)
q (t) =
0
(t) =
q
0
T (t)C(t)q (t) + u
T (t)D(t)u (t) dt + 2
q
q T (T )Eq (T ),
where we used that C, D and E are symmetric. We now substitute our expression for
in terms of u
above into this formula for 0 (0), this gives
q
1 0
2 (0)
T (t)C(t)q (t) dt +
q
=
0
T (s)D(s)u (s) ds + q
T (T )E q (T )
u
0
T
Z t
=
0
T
0
T Z T
T
ds E q (T )
T
T (s)D(s)u (s) ds dt
C(t)q (t) + u
T
T (s)D(s)u (s) dt ds
C(t)q (t) + u
T
+
0
T
ds E q (T ),
21
where we have swapped the order of integration in the first term. Now we use the
transpose of the product of two matrices is the product of their transposes in reverse
order to get
1 0
2 (0)
T
T (s)B T (s)
u
T (s)D(s)u (s)
exp AT (t s) C(t)q (t) dt + u
s
T
T (s)B T (s)p(s) + u
T (s)D(s)u (s) ds,
u
=
0
Z
p(s) :=
. Hence a necessary condition for the minimum is that for all t [0, T ] we have
for all u
u (t) = D1 (t)B T (t)p(t).
Note that p depends solely on the optimal state q . To elucidate this relationship
further, note by definition p(T ) = Eq (T ) and differentiating p with respect to t we
find
dp
= Cq AT p.
dt
Using the expression for the optimal control u in terms of p(t) we derived, we see
that q and p satisfy the system of differential equations
d
dt
q
p
=
A BD1 (t)B T
C(t)
AT
q
p
.
Define S = S(t) to be the map S : q 7 p, i.e. so that p(t) = S(t)q (t). Then
u (t) = D1 (t)B T (t)S(t)q (t),
and S(t) we see characterizes the optimal current state feedback control, it tells how
to choose the current optimal control u (t) in terms of the current state q (t). Finally
we observe that since p(t) = S(t)q (t), we have
dq
dp
dS
=
q +S .
dt
dt
dt
Thus we see that
dq
dS
dp
q =
S
dt
dt
dt
= (Cq AT Sq ) S(Aq BD1 AT Sq ).
Hence S = S(t) satisfies the Riccati equation
dS
= C AT S SA S BD1 AT S.
dt
22
Remark 1 We can easily generalize the argument above to the case when the coefficient
matrix A = A(t)
is not constant. This is achieved by carefully replacing the flow map
exp A(t s) for the linear constant coefficient system (d/dt)
q = A
q , by the flow map
for the corresponding linear nonautonomous system with A = A(t), and carrying that
through the rest of the computation.
9 Lagrangian dynamics
9.1 Newtons equations
Consider a system of N particles in three dimensional space, each with position vector
r i (t) for i = 1, . . . , N . Note that each r i (t) R3 is a 3-vector. We thus need 3N
coordinates to specify the system, this is the configuration space. Newtons 2nd law
tells us that the equation of motion for the ith particle is
p i = F ext
+ F con
i
i ,
for i = 1, . . . , N . Here pi = mi v i is the linear momentum of the ith particle and
v i = r i is its velocity. We decompose the total force on the ith particle into an external
force F ext
and a constraint force F con
i
i . By external forces we imagine forces due to
gravitational attraction or an electro-magnetic field, and so forth.
23
F con
dr i = 0,
i
i=1
for every small change dr i of the configuration of the system (for t fixed). If we combine
this with Newtons 2nd law we see that we get
N
X
(p i F ext
i ) dr i = 0.
i=1
24
N,n
X
F ext
dr i =
i
i=1
F ext
i,j=1
X
r i
dqj =
Qj dqj .
qj
j=1
N
X
F ext
i=1
r i
,
qj
p i dr i =
i=1
N
X
mi v i dr i =
i=1
N,n
X
r i
dqj .
qj
mi v i
i,j=1
d
r i
vi
dt
qj
r i
+ vi
qj
r i
v i
+ vi
qj
v i
d r i
dt qj
v i
.
qj
.
qj
qj
qj
j=1
p i dr i =
i=1
n
N
X
X
j=1
dqj
i=1
r i
mi v i
dt
qj
n
N
X
X
d
j=1
n
N
X
X
d
j=1
i=1
r i
mi v i
qj
n
X
j=1
i=1
d
dt
v i
mi v i
dt
qj
qj
X
N
i=1
v i
mi v i
qj
!
v i
mi v i
qj
!
2
1
2 mi |v i |
qj
dqj
X
N
i=1
dqj
2
1
2 mi |v i |
!
dqj .
25
T :=
N
X
2
1
2 mi |v i | ,
i=1
d
dt
T
qj
Qj dqj = 0.
qj
T
qj
T
Qj = 0,
qj
for j = 1, . . . , n. If we now assume that the work done depends on the initial and final
configurations only and not on the path between them, then there exists a potential
function V (q1 , . . . , qn ) such that
Qj =
V
qj
L
qj
L
= 0,
qj
for j = 1, . . . , n. These are known as Lagranges equations. As already noted the ndimensional subsurface of 3N -dimensional space, on which the solutions to Lagranges
equations lie (where n = 3N m), is called the configuration space. It is parameterized
by the n generalized coordinates q1 , . . . , qn .
Remark 2 (Non-conservative forces) If the system has non-conservative forces it may
still be possible to find a generalized potential function V such that
d
V
+
Qj =
qj
dt
V
qj
,
26
10 Hamiltons principle
10.1 Action
We consider mechanical systems with holonomic constraints and with all other forces
conservative. Recall, we define the Lagrange function or Lagrangian to be
L = T V,
where
T =
N
X
2
1
2 mi |v i |
i=1
is the total kinetic energy for the system, and V is its potential energy.
Definition 3 (Action) If the Lagrangian L is the difference of the kinetic and potential
energies for a system, i.e. L = T V , we define the action A from time t1 to t2 to be
the functional
Z
t2
A(q) :=
t) dt,
L(q, q,
t1
where q = (q1 , . . . , qn )T .
10.2 Hamiltons principle of least action
Hamilton [1834] realized that Lagranges equations of motion were equivalent to a
variational principle (see Marsden and Ratiu [15, Page 231]).
Theorem 2 (Hamiltons principle of least action) The correct path of motion of a
mechanical system with holonomic constraints and conservative external forces, from
time t1 to t2 , is a stationary solution of the action. Indeed, the correct path of motion q = q(t), with q = (q1 , . . . , qn )T , necessarily and sufficiently satisfies Lagranges
equations of motion
d L
L
= 0,
dt qj
qj
for j = 1, . . . , n.
Quoting from Arnold [3, Page 60], it is Hamiltons form of the principle of least
action because in many cases the action of q = q(t) is not only an extremal but also
a minimum value of the action functional.
= kx
x
V (x) V (0) =
k d
0
V (x) = 12 x2 .
27
L
x
L
= 0.
x
Substituting the form for the Lagrangian above this Lagrange equation becomes
m
x + kx = 0.
m
.
r
From Hamiltons principle the equations of motion are given by Lagranges equations,
which here, taking the generalized coordinates to be q1 = r and q2 = , are the pair of
ordinary differential equations
d
dt
d
dt
L
r
L
= 0,
r
L
= 0,
28
d
f (q, t) ,
dt
L2
qj
L2
d
=
qj
dt
L1
qj
L1
.
qj
11 Constraints
t) for a system, suppose we realize the system has some
Given a Lagrangian L(q, q,
constraints (so the qj are not all independent).
L
qj
m
X
Gk
L
=
k (t)
,
qj
qj
k=1
Gk (q1 , . . . , qn , t) = 0,
for j = 1, . . . , n and k = 1, . . . , m. We call the quantities on the right above
m
X
k=1
k (t)
Gk
,
qj
29
Fig. 5 The mechanical problem for the simple pendulum, can be thought of as a particle of
mass m moving in a vertical plane, that is constrained to always be a distance a from a fixed
point. In polar coordinates, the position of the mass is (r, ) and the constraint is r = a.
We could just substitute r = a into the Lagrangian, obtaining a system with one degree
of freedom, and proceed from there. However, we will consider the system as one with
two degrees of freedom, q1 = r and q2 = , together with a constraint G(r) = 0, where
G(r) = r a. Hamiltons principle and the method of Lagrange multipliers imply that
the system evolves according to the pair of ordinary differential equations together
with the algebraic constraint given by
d
dt
d
dt
L
r
L
G
=
,
r
r
G
L
=
,
G = 0.
Substituting the form for the Lagrangian above, the two ordinary differential equations
together with the algebraic constraint become
m
r mr2 mg cos = ,
d
mr2 + mgr sin = 0,
dt
r a = 0.
Note that the constraint is of course r = a, which implies r = 0. Using this, the system
of differential algebraic equations thus reduces to
ma2 + mga sin = 0,
which comes from the second equation above. The first equation tells us that the
Lagrange multiplier is given by
(t) = ma2 mg cos .
The Lagrange multiplier has a physical interpretation, it is the normal reaction force,
which here is the tension in the rod.
30
Remark 3 (Non-holonomic constraints) Mechanical systems with certain types of nonholonomic constraints can also be treated, in particular constraints of the form
n
X
j=1
for k = 1, . . . , m, where q = (q1 , . . . , qn )T . Note the assumption is that these equations are not integrable, in particular not exact, otherwise the constraints would be
holonomic.
12 Hamiltonian dynamics
12.1 Hamiltonian
We consider mechanical systems that are holonomic and and conservative (or for which
the applied forces have a generalized potential). For such a system we can construct
t), where q = (q1 , . . . , qn )T , which is the difference of the total
a Lagrangian L(q, q,
kinetic T and potential V energies. These mechanical systems evolve according to the
n Lagrange equations
d L
L
= 0,
dt qj
qj
for j = 1, . . . , n. These are each second order ordinary differential equations
and so the
0 ) are specified
system is determined for all time once 2n initial conditions q(t0 ), q(t
(or n conditions at two different times). The state of the system is represented by a
point q = (q1 , . . . , qn )T in configuration space.
Definition 4 (Generalized momenta) We define the generalized momenta for a Lagrangian mechanical system to be
pj =
L
,
qj
L
.
qj
Further, in principle, we can solve the relations above which define the generalized
momenta, to find functional expressions for the qj in terms of qi , pi and t. In other words
we can solve the relations defining the generalized momenta to find qj = qj (q, p, t)
where q = (q1 , . . . , qn )T and p = (p1 , . . . , pn )T .
Definition 5 (Hamiltonian) We define the Hamiltonian function as the Legendre transform of the Lagrangian function, i.e. the Hamiltonian is defined by
t),
H(q, p, t) := q p L(q, q,
31
Note that in this definition we used the notation for the dot product
q p =
n
X
qj pj .
j=1
The Legendre transform is nicely explained in Arnold [3, Page 61] and Evans [7,
Page 121]. In practice, as far as solving example problems herein, it simply involves the
task of solving the equations for the generalized momenta above, to find qj in terms of
qi , pi and t.
n
X
qj pj L,
j=1
j=1
j=1
X qj
X L qj
H
=
pj + qi
qi ,
pi
pi
qj pi
and
j=1
j=1
X qj
L X L qj
L
H
=
pj
.
qi
qi
qi
qj qi
qi
Now using Lagranges equations, in the form pj = L/qj , the last relation reveals
pi =
H
,
qi
32
is
Two further observations are also useful. First, if the Lagrangian L = L(q, q)
independent of explicit t, then when we solve the equations that define the generalized
H = q(q,
p) p L q, q(q,
p) ,
i.e. the Hamiltonian H = H(q, p) is also independent of t explicitly. Second, using the
chain rule and Hamiltons equations we see that
n
n
X
X
dH
H
H
H
=
qi +
pi +
dt
qi
pi
t
i=1
i=1
dH
H
=
.
dt
t
H is a
T =
cij (q) qi qj ,
i,j=1
j=1
i=1
i=1
X
X
X
T
=
ckj (q) qj +
cik (q) qi = 2
cik (q) qi
qk
which implies
n
X
k=1
qk
T
= 2T.
qk
13 Hamiltonian formulation
13.1 Summary
To construct Hamiltons canonical equations for a mechanical system proceed as follows:
1. Choose your generalized coordinates q = (q1 , . . . , qn )T and construct
t) = T V.
L(q, q,
33
L
,
qi
n
X
qj pj L,
j=1
L
= mx
x
which is the usual momentum. This implies x = p/m and so the Hamiltonian is given
by
H(x, p) = x p L(x, x)
p
p
m
p2
1
2
1
2
2 mx
1
2m
12 kx2
p 2
m
21 kx2
p
+ 12 kx2 .
m
Note that is last expression is just the sum of the kinetic and potential energies and so
H is the total energy. Hamiltons equations of motion are thus given by
x = H/p,
p = H/x,
x = p/m,
p = kx.
Note that combining these two equations, we get the usual equation for a harmonic
oscillator: m
x = kx.
34
Fig. 6 The mechanical problem for the simple harmonic oscillator consists of a particle moving
in a quadratic potential field. As shown, we can think of a ball of mass m sliding freely back and
forth in a vertical plane, without energy loss, inside a parabolic shaped bowl. The horizontal
position x(t) is its displacement.
L
= mr
r
and
p =
= mr2 .
H(r, , pr , p ) = r pr + p
, )
=
p2
1
p2r + 2
m
r
p2
1
p2r + 2
2m
r
1
2m
p2
p2r
+ r2 2 4
2
m
m r
+
m
r
m
,
r
which in this case is also the total energy. Hamiltons equations of motion are
r = H/pr ,
= H/p ,
pr = H/r,
p = H/,
r = pr /m,
= p /mr2 ,
pr = p2 /mr3 m/r2 ,
p = 0.
Note that p = 0, i.e. we have that p is constant for the motion. This property
corresponds to the conservation of angular momentum.
Remark 4 The Lagrangian L = T V may change its functional form if we use different
instead of (q, q),
but its magnitude will not change. However, the
variables (Q, Q)
functional form and magnitude of the Hamiltonian both depend on the generalized
coordinates chosen. In particular, the Hamiltonian H may be conserved for one set of
coordinates, but not for another.
35
Ut
p2
k
+ (q U t)2 .
2m
2
Here the Hamiltonian H is the total energy, but it is not conserved (there is an external
energy input maintaining U constant).
= T V is
Second, using the generalized coordinate Q, the Lagrangian L
t) = 1 mQ 2 + mQU
+ 1 mU 2 1 kQ2 .
L(Q,
Q,
2
2
2
Here, the generalized momentum is P = mQ + mU and the Hamiltonian is
(P mU )2
k
m
H(Q,
P) =
+ Q2 U 2 .
2m
2
2
does not explicitly depend on t. Hence H
is conserved, but it is not the
Note that H
total energy.
36
H
L
=
.
qi
qi
From these relations we can see that if qi is explicitly absent from the Lagrangian L,
then it is explicitly absent from the Hamiltonian H, and
pi = 0.
Hence pi is a conserved quantity, i.e. constant of the motion. Such a qi is called cyclic
or ignorable. Note that for such coordinates qi , the transformation
t t + t,
qi qi + qi ,
leave the Lagrangian/Hamiltonian unchanged. This invariance signifies a fundamental
symmetry of the system.
m
.
r
Note that L, H are independent of t and therefore H is conserved (and here it is the
total energy). Further, L, H are independent of and therefore p = mr2 is conserved
also. The original problem has two degrees of freedom (r, ). However, we have just
established two integrals of the motion, namely H and p . This system is said to be
integrable.
37
mg
Fig. 8 Simple axisymmetric top: this consists of a body of mass m that spins around its axis of
symmetry moving under gravity. It has a fixed point on its axis of symmetryhere this is the
pivot at the narrow pointed end that touches the ground. The centre of mass is a distance a
from the fixed point. The configuration of the top is given in terms of the Euler angles (, , )
shown. Typically the top also precesses around the vertical axis = 0.
p = A,
p = A sin2 + C cos ( + cos ),
p = C( + cos ).
Using these the Hamiltonian is given by
H=
p2
(p p cos )2
p2
+
+ mga cos .
+
2A
2C
2A sin2
38
15 Poisson brackets
15.1 Definition and properties
Definition 6 (Poisson brackets) For two functions u = u(q, p) and v = v(q, p), where
q = (q1 , . . . , qn )T and p = (p1 , . . . , pn )T , we define their Poisson bracket to be
n
X
u v
[u, v] :=
i=1
u v
.
qi pi
pi qi
The Poisson bracket satisfies some simple properties that can be checked directly. For
example, for any function u = u(q, p) and constant c we have [u, c] = 0. We also
observe that if v = v(q, p) and w = w(q, p) then [uv, w] = u[v, w] + v[u, w]. Three
crucial properties are summarized in the following lemma.
Lemma 2 (Lie algebra properties) The bracket satisfies the following properties for all
functions u = u(q, p), v = v(q, p) and w = w(q, p) and scalars and :
1. Skew-symmetry: [v, u] = [u, v];
2. Bilinearity: [u + v, w] = [u, w] + [v, w];
3. Jacobis identity: [u, [v, w]] + [v, [w, u]] + [w, [u, v]] = 0.
These three properties define a non-associative algebra known as a Lie algebra.
Two further simple examples of Lie algebras are: the vector space of vectors equipped
with the wedge or vector product [u, v] = u v and the vector space of matrices
equipped with the matrix commutator product [A, B] = AB BA.
Corollary 1 (Properties from the definition) Using that all the coordinates (q1 , . . . , qn )
and (p1 , . . . , pn ) are independent, we immediately deduce by direct substitution into the
definition, the following results for any u = u(q, p) and all i, j = 1, . . . , n:
u
= [u, pi ],
qi
u
= [u, qi ],
pi
[qi , qj ] = 0,
[pi , pj ] = 0
and
[qi , pj ] = ij .
Here ij is the Kronecker delta which is zero when i 6= j and unity when i = j.
Corollary 2 (Poisson bracket for canonical variables) If q = (q1 , . . . , qn )T and p =
(p1 , . . . , pn )T are canonical Hamilton variables, i.e. they satisfy Hamiltons equations
for some Hamiltonian H, then for any function f = f (q, p) we have
df
f
=
+ [f, H].
dt
t
Proof Using Hamiltons equations of motion (in shorter vector notation) we know
dq
= p H
dt
and
dp
= q H.
dt
u
t
39
and
P = P (q, p).
For two functions u = u(q, p) and v = v(q, p) define U = U (Q, P ) and V = V (Q, P )
by the identities
U (Q, P ) = u(q, p)
and
Then we have the following resultwhose proof we leave as an exercise in the chain
rule! (Hint: start with [u, v]q,p and immediately substitute the definitions for U and
V ; also see Arnold [3, Page 216].)
Lemma 3 (Invariance under canonical transformations) The Poisson bracket is invariant under a canonical transformations, i.e. we have
[U, V ]Q,P = [u, v]q,p .
15.3 Generation of constants of the motion
Using Corollary 2 on the Poisson bracket of canonical variables we see Hamiltons
equations of motion are equivalent to the system of equations
dq
= [q, H]
dt
and
dp
= [p, H].
dt
Here, by [q, H] we mean the vector with components [qi , H], and observe we have
simply substituted the components of q and p for f in Corollary 2. If u = u(q, p, t) is
a constant of the motion then
du
= 0,
dt
and by Corollary 2 we see that
u
= [H, u].
t
If u = u(q, p) only and does not depend explicitly on t then it must must Poisson
commute with the Hamiltonian H, i.e. it must satisfy
[H, u] = 0.
Now suppose we have two constants of the motion u = u(q, p) and v = v(q, p), so that
[H, u] = 0 and [H, v] = 0. Then by Jacobis identity we find
[H, [u, v]] = [u, [v, H]] [v, [H, u]] = 0.
In other words it appears as though [u, v] is another constant of the motion. (This result
also extends to the case when u and v explicitly depend on t.) Indeed, in principle, we
can generate a sequence of constants of the motion u, v, [u, v], [u, [u, v]], . . . . Sometimes
we generate new constants of the motion by this procedure, i.e. we get new information,
but often we generate a constant of the motion we already know about.
40
1
(p2 + p22 + p23 ) + V (r)
2m 1
16 Geodesic flow
We have already seen the simple example of the curve that minimizes the distance
between two points in Euclidean spaceunsurprisingly a straight line. What if the
two points lie on a surface or manifold? Here we wish to determine the characterizing
properties of curves that minimize the distance between two such points. To begin to
answer this question, we need to set out the essential components we require. Indeed,
the concepts we have discussed so far and our examples above have hinted at the need
to consider the notion of a manifold and its concomitant components. We assume in
this section the reader is familiar with the notions of Hausdorff topology, manifolds,
tangent spaces and tangent bundles. A comprehensive introduction to these can be
found in Abraham and Marsden [1, Chapter 1] or Marsden and Ratiu [15]. Thorough
treatments of the overall material in this section can, for example, be found in Abraham
and Marsden [1], Marsden and Ratiu [15] and Jost [8].
41
hu, vig(q) :=
gij (q)ui vj .
i,j=1
Z
`(q) :=
q(t)
g(q(t))
dt.
E(q) :=
1
2
2
q(t)
g(q(t))
dt.
Remark 7 The energy E(q) is the action associated with the curve q = q(t) on [a, b].
Remark 8 (Distance function) The distance between two pointsq a , q b M, assuming
q(a) = q a and q(b) = q b , can be defined as d(a, b) := inf q `(q) . This distance
function satisfies the usual axioms (positive definiteness, symmetry in its arguments
and the triangle inequality); see Jost [8, pp. 1516].
By the CauchySchwarz inequality we know that
q(t)
dt 6 |b a| 2
g(q(t))
Z
12
2
q(t)
dt
g(q(t))
2
6 2 |b a| E(q).
2
We have equality in this last statement, i.e. we have `(q) = 2 |b a| E(q), if and
only if q is constant. The length `(q) of a smooth curve q = q(t) is invariant to
reparameterization; see for example Jost [8, p. 17]. Hence we can always parameterize
a curve so as to arrange for q to be constant (this is also known as parameterization
proportional to arclength). After such a parameterization, minimizing the energy is
equivalent to minimizing the length, and this is how we proceed henceforth.
42
t2
E(q) :=
L q(t), q(t)
dt.
t1
The path q = q(t) that minimizes the total energy E = E(q) necessarily satisfies the
EulerLagrange equations. Here these take the form of Lagranges equations of motion
d
dt
L
qj
L
= 0,
qj
for each j = 1, . . . , n. In the following, we use g ij to denote the inverse matrix of gij
(where i, j = 1, . . . , n) so that
n
X
g ik gkj = ij ,
k=1
where ij is the Kronecker delta function that is 1 when i = j and zero otherwise.
Lemma 4 (Geodesic equations) Lagranges equations of motion for the Lagrangian
:=
L(q, q)
n
X
1
2
gik (q) qi qk ,
i,k=1
n
X
i
jk
qj qk = 0,
j,k=1
i
where the quantities jk
are known as the Christoffel symbols and for i, j, k = 1, . . . , n
are given by
i
jk
:=
n
X
1 i`
2g
`=1
g`j
gjk
g
+ k`
.
qk
qj
q`
1
2
n
X
gik
i,k=1
qj
qi qk
43
and
L
=
qj
1
2
1
2
n
X
1
2
gjk qk +
k=1
n
X
i=1
n
X
1
2
gjk qk +
k=1
n
X
n
X
gij qi
gkj qk
k=1
gjk qk ,
k=1
where in the last step we utilized the symmetry of g. Using this last expression we see
d
dt
L
qj
=
n
X
d
k=1
n
X
k=1
n
X
dt
gjk qk
X
dgjk
q +
gjk qk
dt k
k,`=1
k=1
X
gjk
q q +
gjk qk .
dq` ` k
k=1
Substituting the expressions above into Lagranges equations of motion, using that the
summation indices i and k can be relabelled and that g is symmetric, we find
n
X
k=1
n
X
gjk
gjk qk +
k,`=1
q`
1
2
gk`
qk q` = 0,
qj
for each j = 1, . . . , n.
Step 2. We multiply the last equations from Step 1 by g ij and sum over the index j.
This gives
n
X
g ij gjk qk +
j,k=1
qi +
qi +
n
X
j,k,`=1
n
X
j,k,`=1
n
X
j,k,`=1
g ij
g
g ij
g
g i`
g
jk
q`
jk
q`
`j
qk
1
2
gk`
qk q` = 0
qj
1
2
gk`
qk q` = 0
qj
1
2
gjk
qj qk = 0,
q`
44
Step 3. By using the symmetry of g and performing some further relabelling of summation indices, we see
n
X
j,k,`=1
g i`
g`j
qk
1
2
gjk
q`
qj qk =
n
X
1 i`
2g
j,k,`=1
n
X
1 i`
2g
j,k,`=1
n
X
g`j
gjk
g`j
+
qk
qk
q`
g`j
gjk
g
+ k`
qk
qj
q`
qj qk
qj qk
i
ij
qj qk ,
j,k=1
i
where the ij
are identified with their definition in the statement of the lemma.
u
t
n
X
i
q j q k ,
jk
j,k=1
i
are equivalent to the Christoffel symbols
for i = 1, . . . , n, where the quantities jk
above.
45
equations of motion for this Lagrangian, we can trace the direction of implication back
through to DAlemberts principle and thus deduce that
Tq M.
q
As we argued in the lead up to DAlemberts principle, this makes sense on a intuitive
and physical level. The system is free to evolve on the manifold of constraint and,
assuming no external forces, the forces of constraint must act normally to the manifold
(normal to the tangent plane at every point q M) in order to maintain the evolution
on the manifold. In other words, as Tao [17] eminently puts it,
... the normal quantity q then corresponds to the centripetal force necessary
to keep the particle lying in M (otherwise it would fly off along a tangent line
to M, as per Newtons first law).
q(x,
t) = u q(x, t), t ,
q(x, 0) = x,
for all (x, t) D [0, T ]. A straightforward though lengthy calculation (see Chorin
and Marsden [5] or Malham [13]) reveals that the Jacobian of the flow det q =
det x q(x, t) satisfies the system of equations
d
det q = u(q, t) det q.
dt
46
v,
L2 (D;Rd )
v dx.
:=
D
Tq SDiff(D) = ut : ut = 0 and ut n = 0 on D .
The HelmholtzHodge Decomposition Theorem tells us that any vector L2 (D, Rd )
can be orthogonally decomposed into a divergence-free vector u parallel to D and a
solenoidal vector p. In other words we can write
= u + p,
where u = 0 and p = p for some scalar field p. See for example Chorin and
Marsden [5, p. 37]. In terms of tangent spaces, we have
Tq Diff(D) = Tq SDiff(D) Tq SDiff(D)
where
Tq SDiff(D)
= p L2 (D, Rd ) : p = p .
47
ds
y=y(x)
x 0
x0
surface of
revolution
Fig. 9 Soap film stretched between two concentric rings. The radius of the surface of revolution
is given by y = y(x) for x [x0 , x0 ].
17 Exercises
Exercise (EulerLagrange alternative form)
Show that the EulerLagrange equation is equivalent to
F
d
F
F yx
x
dx
yx
= 0.
x0
J(y) = 2
1 + (yx )2 dx,
x0
dy
dx
2
= C 2 y 2 1
48
+a
gy
1 + (yx )2 dx,
where is the mass density of the rope and g is the acceleration due to gravity. Suppose
that the total length of the rope is fixed and given by `, i.e. we have a constraint on
the system given by
+a p
1 + (yx )2 dx = `.
(a) Use the method of Lagrange multipliers to show that the EulerLagrange equations in this case is
(yx )2 = c2 (y + )2 1,
where c is an arbitrary constant and the Lagrange multiplier. (Hint: you may find
the alternative form for the EulerLagrange equation more useful here.)
(b) Use the substitution c(y + ) = cosh to show that the solution to the ordinary
differential equation in (a) is
y = c1 cosh c(x + b) ,
for some constant b. Since the problem is symmetric about the origin, what does this
imply about b?
(c) Use the boundary conditions that y = 0 at x = a and the constraint condition,
respectively, to show that
c = cosh(ac),
c ` = 2 sinh(ac).
Under what condition does the second equation have a real solution? What is the
physical significance of this condition?
d
dx
m
dt
dt
= U,
where
m= q
m0
1
2
|x|
c2
This is the equation of motion of a relativistic particle in an inertial system, under the
influence of the force U . Note the relativistic mass m of the particle depends on its
velocity. This mass goes to infinity if the particle approaches the velocity of light c.
49
K
m`2
2
cot cosec2 .
There is a solution to the spherical pendulum for which the bob traces out a horizontal
circlei.e. the bob rotates maintaining a fixed angle 0 to the vertical. Show that this
is only possible for values of 0 satisfying
g
`
m`2
K
2
sin4 0 = cos 0 .
50
and
p = mr2 .
(b) Using the results from part (a), show that the Hamiltonian for this system is
given by
p2
p2
H(r, , pr , p ) = r +
mg(` r).
4m
2mr2
(c) Explain why the Hamiltonian H and generalized momentum p are constants
of the motion. Explain why the Hamiltonian equals the total energy of the system.
(d) In light of the information in part (c) above, we can express the Hamiltonian
in the form
p2
H(r, , pr , p ) = r + V (r),
4m
where
V (r) =
p2
mg(` r).
2mr2
In other words, we can now think of the system as a particle moving in a potential
given by V (r).
Sketch V as a function of r. Describe qualitatively the different dynamics for the
particle you might expect to see. (Hint: Use that the Hamiltonian, which is the total
energy, is constant.)
51
y
M
(d) Assume p = 0 (this corresponds to assuming that the centre of mass of the
system is not uniformly translating in the x-direction) and show that
(M + m) = m` sin + A,
where A is an arbitrary constant.
(e) Using the result from part (d), write down Lagranges equation of motion for
the angle = (t).
(f) Using the result for = (t) in part (d) above, show that the position of the
mass m at time t in Cartesian x and y coordinates is given by
x=
M`
M +m
sin +
A
,
M +m
y = ` cos .
What is the shape of this curve with respect to the x and y coordinates?
and
p = mr2 .
52
Fig. 11 Swinging Atwoods machine: a string of length `, with a mass M at one end and a
mass m at the other, is stretched over two pulleys. The mass M hangs vertically downwards;
it only moves up and down. The mass m is free to swing in a vertical plane.
(b) Using the results from part (a), show that the Hamiltonian for this system is
given by
p2
p2r
+
H(r, , pr , p ) =
+ gr(M m cos ).
2(M + m)
2mr2
(c) Explain why the Hamiltonian H is a constant of the motion. Is the Hamiltonian
H equal to the total energy?
(d) By either using Lagranges equations of motion, or, using Hamiltons equations
of motion, show that the swinging Atwoods machine evolves according to a pair of
second order ordinary differential equations
1
mr2 g(M m cos ) ,
M +m
r = 2r g sin .
r =
= 1 m r2 2 +
L(r, , r,
)
2
r 2
sin2
mgr
,
tan
mr
sin2
and
p = mr2 .
p2
sin2 2
mgr
pr +
+
.
2m
tan
2mr2
53
Fig. 12 Particle sliding without friction inside a cone of semi-angle , axis vertical and vertex
downwards.
(c) Explain why the Hamiltonian H and generalized momentum p are constants
of the motion.
(d) In light of the information in part (c) above, we can express the Hamiltonian
in the form
sin2 2
pr + V (r),
H(r, , pr , p ) =
2m
where
p2
mgr
V (r) =
.
+
tan
2mr2
In other words, we can now think of the system as a particle moving in a potential
given by V (r).
Sketch V as a function of r. Describe qualitatively the different dynamics for the
particle you might expect to see.
p2
+ U ().
2m`2
where and p are the canonical coordinates and U () is the effective potential. Sketch
U () showing that it has a local minimum at 0 , where 0 satisfies,
J
m`
cos 0 = g` sin4 0 .
54
p = A,
p = A sin2 + C cos ( + cos ),
p = C( + cos ).
By looking at the form for the Lagrangian L, explain why p and p are constants of
the motion. Further, explain why we know that the Hamiltonian H is a constant of the
motion as well. Is the Hamiltonian H equal to the total energy?
(b) The Hamiltonian for this system can be expressed in the form (note, you may
take this as given):
p2
H = + U (),
2A
where
p2
(p p cos )2
U () =
+
+ mga cos .
2C
2A sin2
Using the substitution z = cos in the potential U , and recalling from part (a) above
that p , p and H are constants of the motion, show that the motion of the axisymmetric top must at all times satisfy the constraint F (z) = 0 where
F (z) := (p p z)2 + (A/C)p2 + 2Amgaz + p2 2AH (1 z 2 ).
(c) Note that the function F = F (z) in part (b) above is a cubic polynomial in z
and 1 z +1. Assume for the moment that p is fixed (i.e. temporarily ignore that
p = p (t) evolves, and along with = (t), describes the motion of the axisymmetric
top) and thus consider F = F (z) as simply a function of z. Show that F (1) > 0 and
F (+1) > 0. Using this result, explain why, between z = 1 and z = +1, F (z) may
have at most two roots.
(d) Returning to the dynamics of the axisymmetric top, note that U () H and
that U () = H if and only if p = 0, i.e. when = 0. Assuming that, when p = 0,
the function F = F (z) has exactly two roots z1 = cos 1 and z2 = cos 2 , describe the
possible motion of the top in this case.
55
z
y
b
Fig. 13 The goal is to find the path on the surface of the sphere that minimizes the distance
between two arbitrary points a and b that lie on the sphere. It is natural to use spherical polar
coordinates (r, , ) and to take the radial distance to be fixed, say r = r0 with r0 constant.
The angles and are the latitude (measured from the north pole axis) and azimuthal angles,
respectively. We can specify a path on the surface by a function = ().
ds,
a
J() := r0
a
1 + sin2 0
2
d,
56