MMCM
MMCM
Guido Carlet
Version 0.3
Contents
1 Newtonian mechanics 1
1 Galilean spacetime and inertial frames . . . . . . . . . . . . . . . . . . . . . . 1
2 Galilean group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
3 Newton’s principle of determinacy and Newton equation . . . . . . . . . . . . 2
4 One dimensional systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
5 System of particles in space . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2 Lagrangian formalism on Rn 3
6 Lagrangian systems and Euler-Lagrange equations . . . . . . . . . . . . . . . 3
7 Euler-Lagrange equations for a system of particles in a potential . . . . . . . 5
8 Lagrangians depending on the velocities; the e/m field . . . . . . . . . . . . . 6
9 Calculus of variations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
10 Holonomic constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
11 Noether theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
12 Similarity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
13 Central fields and the Kepler problem . . . . . . . . . . . . . . . . . . . . . . 9
3 Hamiltonian formalism on Rn 9
14 Hamilton equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
15 Legendre transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
16 Equivalence of Euler-Lagrange and Hamiltonian equations . . . . . . . . . . . 11
17 Variational formulation of Hamilton equations . . . . . . . . . . . . . . . . . . 12
18 Poisson brackets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
19 Cyclic coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
20 Symplectic and Hamiltonian matrices . . . . . . . . . . . . . . . . . . . . . . 13
21 Hamiltonian vector fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
22 Generating functions for canonical transformations . . . . . . . . . . . . . . . 15
23 Canonical transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
24 Hamilton-Jacobi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
25 Separation of variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
i
4 Lagrangian mechanics on manifolds 16
26 Smooth manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
27 The tangent bundle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
28 Euler-Lagrange equations on a manifold . . . . . . . . . . . . . . . . . . . . . 16
29 The Lagrangian vector field . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
ii
Introduction
These notes are work in progress and have to be considered as a complement to the notes
taken during classes. When a section is incomplete, a summary of the content and indications
for further reading appear in italics.
This course aims bridge the gap between the usual treatment of analytical mechanics1 -
the Lagrangian and Hamiltonian formulations of Newtonian mechanics - and the modern
mathematical approach based on symplectic and Poisson geometry. Familiarity with elemen-
tary Newtonian mechanics is assumed, but several important topics will be recalled during
exercise classes.
1 Newtonian mechanics
The elementary treatment of Newtonian mechanics is reviewed for example in the lecture
notes [Ton13] which are available online. For an outline of the basic facts of Newtonian
mechanics you can also refer to Chapters 1 and 2 of the classic book [Arn89].
of classical mechanics:
• Galileo Galilei (1564-1642), Dialogo sui due massimi sistemi del mondo, 1632.
• Isaac Newton (1642-1727), Philosophiae Naturalis Principia Mathematica, 1687.
• Giuseppe Luigi Lagrange (1736-1813), Méchanique Analytique, 1788.
• William Rowan Hamilton (1805-1865), On a general method in dynamics, 1834.
• Carl Jacobi (1804-1851), Vorlesungen über Dynamik, 1866.
• Henri Poincaré, Les Méthodes Nouvelles de la Mécanique Céleste, 1892-99.
2 The notion of absolute space and universal time was introduced by Newton.
1
animals. Have a large bowl of water with some fish in it; hang up a bottle that
empties drop by drop into a wide vessel beneath it. With the ship standing still,
observe carefully how the little animals fly with equal speed to all sides of the
cabin. The fish swim indifferently in all directions; the drops fall into the vessel
beneath; and, in throwing something to your friend, you need throw it no more
strongly in one direction than another, the distances being equal; jumping with
your feet together, you pass equal spaces in every direction. When you have
observed all these things carefully (though doubtless when the ship is standing
still everything must happen in this way), have the ship proceed with any speed
you like, so long as the motion is uniform and not fluctuating this way and that.
You will discover not the least change in all the effects named, nor could you tell
from any of them whether the ship was moving or standing still. (Galileo Galilei)
2 Galilean group
The coordinates of on event measured in different inertial frames are related by an element
of the Galilean group Gal(3), that is generated by:
2
5 System of particles in space
Forces of interaction, closed systems, conservation of total momentum, total angular momen-
tum, and energy, center of mass. See class notes and [Arn89] §10.
2 Lagrangian formalism on Rn
We discuss the Lagrangian formalism for systems with configuration space Rn . For introduc-
tory lecture notes on analytical mechanics see [Ton04]. Classic textbooks include [LL69], [GPS01]
and [Arn89].
3
from which it is easy to see that the momenta transform as components of a cotangent vector
∂qj
Pi = pj . (6.7)
∂Qi
Observe that in (6.4)-(6.5) what we are really saying is that the function Q̇(q, q̇, t) is
defined in such way that when evaluated on (q(t), q̇(t)) is coincides with the total t-derivative
of Q(q(t), t). Therefore, more precisely, the definition
∂Qj ∂Qj
Q̇j (q, q̇, t) = q̇i (q, t) + (q, t) (6.8)
∂qi ∂t
implies
∂qj
Pi (Q, Q̇, t) = pj (q, q̇, t) q=q(Q,t) ∂Q (Q, t). (6.9)
i
q̇=q̇(Q,Q̇,t)
Exercise 6.2. Compute the transformation law of the energy E under a coordinates transfor-
mation Q = Q(q, t) in configuration space.
Proposition 6.3. The Euler-Lagrange equations are invariant under coordinates transfor-
mations Q = Q(q, t) in the configuration space Rn .
Proof. Show that:
d ∂L d ∂L ∂qj
Pi (Q, Q̇, t) − (Q, Q̇, t) = (pj (q, q̇, t)) − (q, q̇, t) (Q, t).
dt ∂Qi dt ∂qj q=q(Q,t) ∂Qi
q̇=q̇(Q,Q̇,t)
(6.10)
2
We say that a Lagrangian L is regular if det ∂∂q̇∂Lq̇ 6= 0 at all points (q, q̇, t). For a
regular Lagrangian the Euler-Lagrange equations satisfy Newton’s principle of determinacy:
Proposition 6.4. For a regular Lagrangian L, the Euler-Lagrange equations are n second
order ODEs that uniquely determine the motion q(t) in terms of the initial configuration
q(0) = q(0) and velocity q̇(0) = q̇(0) of the system.
Proof. As en exercise, prove that
∂2L ∂2L
∂L
q̈j = A−1
ji − q̇k − (6.11)
∂qi ∂ q̇i ∂qk ∂ q̇i ∂t
∂L
where A is the matrix ∂ q̇∂ q̇ .
In the following two exercises we investigate what happens when the Lagrangian is not
regular.
Exercise 6.5. Consider a time-independent Lagrangian L = L(q) that does not depend on
the velocities q̇. Assuming L is generic, i.e. has isolated critical points, find the motions.
Exercise 6.6. Consider a time-independent Lagrangian L that depends affinely on q̇:
4
Exercise 6.7. Show that the Euler-Lagrange equations do not change if we add to L the total
derivative in time of an arbitrary function f (q, t), i.e.
df ∂f ∂f
L 7→ L + =L+ · q̇ + . (6.13)
dt ∂q ∂t
Compute how the generalised momentum and energy transform under such change of
Lagrangian.
Exercise 6.8. Show that the Euler-Lagrange equations are invariant under the transformation
L 7→ aL + b for a, b ∈ R, a = 6 0. Observe that the momentum and the energy are not
invariant.
We say that a function f = f (q, q̇, t) is conserved (or is a constant of motion or is an
integral of the motion or is a conserved quantity) if its derivative in time along any motion
of the system q(t) (i.e. its total derivative) is zero:
df ∂f ∂f ∂f
= · q̇ + · q̈ + = 0. (6.14)
dt ∂q ∂ q̇ ∂t
Proposition 6.9. If the Lagrangian is time-independent, L = L(q, q̇), then the energy E is
conserved.
Proof. One can check that
dE dp ∂L
= − · q̇ = 0. (6.15)
dt dt ∂q
We define the Lagrangian L = L(r, ṙ, t) as the difference of the kinetic and potential energies.
Proposition 7.1. Newton equations for a system of particles in a potential V (r, t) are
equivalent to Euler-Lagrange equations for the Lagrangian L = T − V .
Proof. Just observe that in this case
∂L ∂L ∂V
= mi ṙi , =− . (7.3)
∂ ṙi ∂ri ∂ri
3 We might as well consider particles on a line or on a plane, e.g. for a single particle on the plane n = 2,
5
8 Lagrangians depending on the velocities; the e/m field
The Lagrangian formulation of Newton equations can hold also for systems of particles in
potentials that depend on the velocity. The main example is that of the Lorentz force due to
an e/m field.
Let us consider the case of a single particle of mass m and charge e moving in space in
an e/m field specified by the vector fields E(r, t) and B(r, t). The configuration space R3
coincides with the Euclidean space. The Lorentz force is F = e(E + ṙ × B).
Exercise 8.1. Show that the Lorentz force can be expressed in terms of a velocity-dependent
potential V (r, ṙ, t) via
∂V d ∂V
F =− + , V = e(φ − ṙ · A), (8.1)
∂r dt ∂ ṙ
where φ and A are the scalar and vector potentials of the e/m field.
Let L = T − V . It follows from (8.1) that
d ∂L ∂L d ∂T d ∂V ∂V
− = − + = mr̈ − F, (8.2)
dt ∂ ṙ ∂r dt ∂ ṙ dt ∂ ṙ ∂r
hence Newton equations are equivalent to Euler-Lagrange equations.
Clearly this generalises to any system of particles in a potential V = V (r, ṙ, t) depending
on the velocities such that Newton equations take the form
∂V d ∂V
mi r̈i = − + , i = 1, . . . , n, (8.3)
∂ri dt ∂ ṙi
as in the case of a system of particles in an e/m field.
Proposition 8.2. Newton equations of the form (8.3) are equivalent to Euler-Lagrange
equations for the Lagrangian L = T − V with T given by (7.2).
Exercise 8.3. Show that under a gauge transformation
∂f ∂f
A 7→ A + , φ 7→ φ − (8.4)
∂r ∂t
where f (r, t) is an arbitrary function, the e/m fields E, B are unchanged. Show that the
Lagrangian changes as follows
df
L 7→ L + e . (8.5)
dt
Conclude that the Euler-Lagrange equations are unaffected by gauge transformations.
Exercise 8.4. Find the motion of a particle in a constant e/m field.
9 Calculus of variations
See class notes.
Exercise 9.1 (Surface of revolution). Let S be the area of the surface of revolution parametrised
by
x = r cos φ, y = r sin φ, z = z(r) (9.1)
with r ∈ [r1 , r2 ]. Show that
Z r2 p
S = 2π r 1 + (z 0 (r))2 dr (9.2)
r1
6
Exercise 9.2 (Fundamental lemma of the calculus of variations). Let F([t1 , t2 ]) be the space
of smooth functions on the interval [t1 , t2 ], t1 < t2 . Let f ∈ F([t1 , t2 ]) such that
Z t2
f (t)δq(t)dt = 0 (9.3)
t1
for every function δq ∈ F([t1 , t2 ]) such that δq(t1 ) = δq(t2 ) = 0. Show that f ≡ 0. Hint:
show the existence of bump functions on R.
10 Holonomic constraints
See class notes.
11 Noether theorem
Consider a time-independent Lagrangian L on the configuration space Rn . A symmetry for
L is a coordinates transformation Q(q) on Rn such that L(Q(q), Q̇(q, q̇)) = L(q, q̇). Recall
that
∂Qi
Q̇i (q, q̇) = (q)q̇j . (11.1)
∂qj
A one-parameter s ∈ R family of coordinates transformations
Q = Q(q, s) (11.2)
∂L ∂L ∂ Q̇i
(q, q̇)Xi (q) + (q, q̇) (q, q̇, 0) = 0 (11.6)
∂qi ∂ q̇i ∂s
where we have used the fact that
∂Qi
(q, 0) = δij (11.7)
∂qj
7
and therefore that Q̇i (q, q̇, 0) = q̇i . We also have that the last term in (11.6) is equal to
∂ Q̇i ∂ 2 Qi ∂Xi
(q, q̇, 0) = (q, 0)q̇j = (q)q̇j . (11.8)
∂s ∂s∂qj ∂qj
Finally let us compute the total derivative w.r.t. time of I(q, q̇) along a solution q(t) of the
Lagrange equations associated to L. We obtain
dI d ∂L ∂L ∂Xi
= Xi + q̇j (11.9)
dt dt ∂ q̇i ∂ q̇i ∂qj
which vanishes because of (11.6) and (11.8).
Exercise 11.2 (Cyclic coordinates). Show that the conservation of the conjugate momentum
to the cyclic coordinate qj follows from the fact that the Lagrangian admits the one-parameter
group of symmetries qi 7→ qi + sδij .
Exercise 11.3 (Momentum conservation). Consider a system of particles in space in a potential
V invariant under translations in the direction of d ∈ R3 . Show the component of the total
momentum P along d, i.e. P · d, is conserved.
Exercise 11.4 (Homogeneity of space). Consider a system of particles in space in a potential
V depending only on the differences between the positions of pairs of particles. Show that
the translations in the direction of an arbitrary d ∈ R3 define a one-parameter group of
symmetries for the Lagrangian. Conclude that the total momentum P of the system is
conserved. On the contrary show that a potential that is invariant under any translation
depends only on the differences between the positions of pairs of particles.
Exercise 11.5 (Angular momentum conservation). Consider a system of particles in space in
a potential V invariant under rotations w.r.t. an axis d ∈ R3 . Show that such rotations form
a one-parameter group of symmetries for the Lagrangian with infinitesimal generator
X = (d × r1 , . . . , d × rN ). (11.10)
Conclude that the component along d of the total angular momentum is conserved.
Exercise 11.6 (Isotropy of space). Consider a system of particles in space in a potential V
depending only on the distances between pairs of particles. Show that rotations about an
arbitrary axis are symmetries for the Lagrangian. Conclude that the total angular momentum
is conserved.
Notice that we can interpret the energy conservation for a time-independent Lagrangian
as the conservation law associated to the invariance of the Lagrangian under time translations,
which is usually referred to as “homogeneity of time”.
12 Similarity
Consider a system of particles in configuration space Rn in a homogeneous potential V (r) of
degree k, i.e. such that
V (λr) = λk V (r) (12.1)
for all λ ∈ R. The Lagrangian
X1
L= mi ṙi2 − V (r) (12.2)
i
2
k
is then homogeneous under rescaling of space r 7→ λr and time t 7→ µt variables if µ = λ1− 2
and rescales as
L 7→ λk L. (12.3)
8
Proposition 12.1. If r(t) is a motion for a system of particles in a homogeneous potential
k
of degree k, then λr(λ 2 −1 t) also is.
Proof. Recall that the Euler-Lagrange equations are invariant under rescaling of the La-
grangian.
Exercise 12.2. Show that, for an homogeneous potential, if γ is an orbit of the system, then
also λγ is.
Exercise 12.3. For the case of the harmonic oscillator, k = 2, deduce that the period of any
motion is the same.
Exercise 12.4. For the case of the Kepler problem, k = −1, deduce the third Kepler law.
3 Hamiltonian formalism on Rn
In this section we introduce the Hamiltonian formalism for systems with configuration space
Rn . Hamilton equations define a dynamical system on the phase space Rn × Rn , i.e. the
space with coordinates (q, p), where q ∈ Rn is the configuration of the system and p its
momentum, in terms of a function H(q, p, t).
14 Hamilton equations
Consider a system with phase space Rn × Rn with coordinates (q, p). An Hamiltonian is a
function (in general time-dependent) on the phase space
H = H(q, p, t) : Rn × Rn × R → R. (14.1)
Exercise 14.2. Consider a system of particles in a potential V (q, t). Show that Newton
equations (or Euler-Lagrange equations for the Lagrangian L(q, q̇, t) = T (q̇) − V (q, t)) are
equivalent to Hamilton equations for the Hamiltonian H(q, p, t) = T (q̇(p)) + V (q, t), where
the velocities are expressed as functions of the momenta by inverting p = ∂L
∂ q̇ .
9
15 Legendre transform
See class notes.
Exercise 15.1. Consider a smooth function L = L(q̇) defined on an interval I ⊂ R and convex
i.e. with L00 (q̇) > 0. Then its derivative p(q̇) := L0 (q̇) is a diffeomorphism (the Legendre
coordinates transformation) of I on its image J. Denote by q̇(p) its inverse.
1. Find a primitive H(p) (the Legendre transform) of q̇(p) in terms of L (use integrations
by parts).
Exercise 15.2. Show that the Legendre transform g(p) of f (x) is equal to the maximum
vertical distance between the graphs of the functions y = f (x) and the straight line y = px,
namely
h(p) = sup(px − f (x)). (15.2)
x
Exercise 15.3. Compute the Legendre transform g(p) of the following functions f (x), specify-
ing the domains of definition of the functions f and g. Check that the Legendre transform is
an involution.
1. f (x) = x2 ,
m 2
2. f (x) = 2x ,
xα 1 1
3. f (x) = α , α > 1, denote β the number given by α + β = 1,
Give precise definitions of the symbols p, v and x that appear in the previous equations.
Exercise 15.5. Compute the Legendre transform g(p), p ∈ Rn of the quadratic form f (x) =
n
P
i,j ij i xj for x ∈ R , with (fij ) invertible.
f x
Exercise 15.6. Show that the results of Exercise 15.1 extend to the case of a smooth function
L(q̇) defined on Rn with positive definite Hessian matrix.
10
16 Equivalence of Euler-Lagrange and Hamiltonian equations
Given a Lagrangian L = L(q, q̇, t) : R2n+1 → R we call Legendre coordinate transform
the map
∂L
(q, q̇) 7→ (q, p) where p = . (16.1)
∂ q̇
Since the Jacobian of such map is
!
1 0
J = ∂2L ∂2L , (16.2)
∂q∂ q̇ ∂ q̇∂ q̇
11
17 Variational formulation of Hamilton equations
Let us denote by x = (q, p) the coordinates on the phase space R2n . Let us consider the
functional on the space of time-dependent paths γ = x(t) : [t0 , t1 ] → R2n in phase space
Z t1
S[γ] = f (x(t), ẋ(t), t)dt (17.1)
t0
18 Poisson brackets
Given two smooth functions f, g ∈ F(R2n ) of the variables q and p, define their Poisson
bracket as the function in F(R2n ) given by
n
X ∂f ∂g ∂g ∂f
{f, g} = − . (18.1)
i=1
∂qi ∂pi ∂qi ∂pi
and more generally we have that, for any function f = f (q, p, t), its total derivative along a
motion is
df ∂f
= {f, H} + , (18.3)
dt ∂t
as one can easily verify using Hamilton equations. Therefore we have that:
for any f, g, h ∈ F(R2n ). Moreover it satisfies the Leibniz rule in both its entries
12
Exercise 18.2. Prove that the Poisson bracket satisfies the Jacobi identity and the Leibniz
rule.
As a consequence of the Jacobi identity, we have the Poisson theorem:
Proposition 18.3. If f and g are integrals of motion, then also {f, g} is.
In other words the integrals of motion for the dynamical system defined by an Hamiltonian
H form a Lie subalgebra of (F(R2n ), {, }).
Exercise 18.4. Prove the previous proposition, including the case when both f and g are
time dependent.
Exercise 18.5. Let pi and Li with i = 1, 2, 3 be the components of the momentum and of the
angular momentum of a particle in space R3 . Show that
where ijk is the Levi-Civita symbol, i.e., antisymmetric in any exchange of two indices, with
123 = 1. You might want to use the identity
Show that if any two components of the angular momentum are conserved, then the third is.
19 Cyclic coordinates
See class notes.
Exercise 19.1. Considering the system with the following Lagrangian in polar coordinates
m 2 k
L= ṙ + r2 θ̇2 + n . (19.1)
2 r
Find the associated Hamiltonian H = H(r, pθ , pr ). Observing that the variable θ is cyclic,
write the reduced system for the variables r and pr . Write θ(t) in terms of r(t).
Exercise 19.2. Consider two particles with mass mi , i = 1, 2 on a plane interacting via a
potential that depends only on their distance. Show that the Lagrangian can be written as
1 1
L= M Ṙ2 + µṙ2 − V (19.2)
2 2
where M is the total mass, µ the reduced mass, r = r1 − r2 and R = m m2
M r1 + M r2 . Rewrite
1
the Lagrangian in polar coordinates and find the Hamiltonian. Observe that the presence of
three cyclic coordinates allows to reduce the system from eight to two degrees of freedom.
Notice that π 2 = −I, π −1 = π T = −π. The symplectic matrices in M2n (R) form a matrix
Lie group denoted Sp(n, R).
The Lie algebra sp(n, R) of Sp(n, R) is given by the Hamiltonian matrices, namely
matrices B ∈ M2n (R) that satisfy
B T π + πB = 0. (20.2)
13
Exercise 20.1. Prove that symplectic matrices form a subgroup Sp(n, R) of Gl(2n, R).
Exercise 20.2. Compute the inverse of a symplectic matrix A.
Exercise 20.3. Show that a matrix is symplectic iff its transpose is.
Exercise 20.4. Prove if A ∈ Sp(n, R) then det A = ±1. One actually always has det A = +1,
but this identity is more difficult to prove. (Look up “Pfaffians” for a hint.)
Exercise 20.5. Derive (20.2) by considering a symplectic matrix close to the identity, namely
A = I + B + o(2 ).
Exercise 20.6. Show that B ∈ M2n (R) is Hamiltonian iff B = πS for a symmetric matrix S.
a b
Exercise 20.7. Show that B = for a, b, c, d ∈ Mn (R) is Hamiltonian iff b, c are
c d
symmetric and a = −dT .
Exercise 20.8. Let B ∈ M2n (R). Prove that etB ∈ Sp(n, R) for t ∈ R iff B ∈ sp(n, R).
Exercise 20.9. Consider the symplectic product ω(x, y) := xT πy of two vectors x, y ∈ R2n .
Show that it is skew-symmetric and bilinear. Show that for n = 1 it gives the (oriented)
area of the parallelogram defined by the two vectors. Can we interpret in a similar way the
symplectic product of two vectors in R2n ?
Exercise 20.10. Show that a 2 × 2 matrix is symplectic iff it has determinant equal to one.
∂f ∂g
{f, g} = πij (21.1)
∂xi ∂xj
∂H
X=π (21.3)
∂x
for a function H(x, t) on R2n × R.
∂X
Proposition 21.1. A vector field X is Hamiltonian iff its Jacobian matrix J(x, t) = ∂x
belongs to sp(n, R), i.e. it is an Hamiltonian matrix for all (x, t).
Proof. See class notes.
Exercise 21.2. Consider the system of differential equations
ṗ = −pα+1 q δ , q̇ = pα q β . (21.4)
For which values of the real constants α, β and δ does it define a Hamiltonian vector field ?
Find the corresponding Hamiltonian.
14
Exercise 21.3. Let X be a vector field on R2n seen as a derivation of F(R2n )
X ∂f
X(f ) = Xi . (21.5)
i
∂xi
Recall that the space of vector fields on R2n is a Lie algebra w.r.t. the commutator defined
by
[X, Y ](f ) = X(Y (f )) − Y (X(f )) (21.6)
for all f ∈ F(R2n ). Let XH be the Hamiltonian vector field associated the Hamiltonian H,
i.e.
XH (f ) = {f, H}. (21.7)
Using the Jacobi identity of the Poisson bracket, prove that
and conclude that the space of Hamiltonian vector fields is a Lie subalgebra.
15
23 Canonical transformations
See class notes.
24 Hamilton-Jacobi
See class notes.
25 Separation of variables
See class notes.
26 Smooth manifolds
We will work with real manifolds which are smooth i.e. of class C ∞ . We denote by F(Q) the
algebra of smooth functions on the manifold Q. Some useful references to review the basic
material in differential geometry are [Lee03] and [War83].
L : T Q → R. (28.1)
16
29 The Lagrangian vector field
A Lagrangian L : T Q → R is regular if in any coordinate chart (q, q̇) the Hessian matrix
∂2L
∂ q̇∂ q̇ is non-degenerate.
For a regular Lagrangian L on T Q in local coordinates (q, q̇) the formula
!
Zq q̇
= −1 (29.1)
Zq̇ ∂2L ∂L ∂2L
∂ q̇∂ q̇ ∂q − ∂ q̇∂q q̇
defines a vector field ZL on T Q, called Lagrangian vector field associated with the
Lagrangian L.
Proposition 29.1. A time dependent path γ satisfies the Euler-Lagrange equations for L
iff its lift γ̃ is an integral curve of ZL .
Exercise 29.2. Verify that the previous statements are valid and in particular that they are
independent of the choice of coordinates.
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32 Poisson manifolds
A Poisson manifold is a manifold P endowed with a Poisson bracket, namely a skewsym-
metric bilinear map
{, } : F(P ) × F(P ) → F(P ) (32.1)
that satisfies the Jacobi identity
for a skew-symmetric matrix π ij (x) which depends smoothly on x. The Jacobi identity is
equivalent to the following nonlinear PDE for π(x)
∂π jk ∂π ki ∂π ij
π il l
+ π jl l
+ π kl = 0. (32.5)
∂x ∂x ∂xl
Notice that we do not require any assumption about nondegeneracy of the Poisson bracket.
18
34 Canonical transformations
Let P be a Poisson manifold.
A canonical transformation is a diffeomorphism Φ : P → P such that
L : T Q → R. (35.1)
d
< F L(vq ), wq >= L(vq + swq )|s=0 (35.2)
ds
for all wq ∈ Tq Q.
The energy is the function E : T Q → R defined by
for vq ∈ T Q.
Proposition 35.1. The energy E is conserved along any solution of the Euler-Lagrange
equations.
A Lagrangian is hyperregular if the map LF : T Q → T ∗ Q is a diffeomorphism.
Let L be a hyperregular Lagrangian. The Hamiltonian function H : T ∗ Q → R
corresponding to L is defined by
H := E ◦ F L−1 . (35.4)
We have the following diagram:
Ro / T ∗Q /R
FL H
TQ (35.5)
L
E
π
π
~ |
R Q
Exercise 35.2. Check that these definitions, when spelled out in coordinates correspond to
the definitions given in the previous sections.
Recall that the hyperregular Lagrangian L defines a vector field ZL on T Q, corresponding
to the Euler-Lagrange equations, and the Hamiltonian H defines an Hamiltonian vector
field XH on T ∗ Q. As we have seen in the Rn case, the two vector fields coincide, or more
precisely:
19
Proposition 35.3. The push-forward by F L of the Lagrangian vector field ZL coincides
with the Hamiltonian vector field XH , namely
XH = F L∗ (ZL ). (35.6)
Remark 35.4. By an analogous construction one can start with an hyperregular Hamiltonian
H ∈ F(T ∗ Q) and define an equivalent Lagrangian vector field on T Q.
where (q, p) are cotangent coordinates. This definition in local coordinates is actually invariant
under change of coordinate chart on Q and defines a smooth one-form on T ∗ Q called the
tautological one-form.
Exercise 36.1. Prove that the previous definition is independent of the choice of coordinates
on Q and that it indeed defines a one-form η on T ∗ Q.
A coordinate-free definition can also be given as in the following exercise.
Exercise 36.2. Show that η at the point m ∈ T ∗ Q with q = π(m) is given by ηm = m ◦ dπm
where dπ : T (T ∗ Q) → T Q is the tangent map associated to π : T ∗ Q → Q and m is seen as a
linear map m : Tq Q → R.
The name "tautological" is justified by the following equivalent characterisation:
Proposition 36.3. η is the unique one-form on T ∗ Q such that α∗ η = α for any one form
on Q.
Exercise 36.4. Prove the previous proposition. For a proof, see e.g. [LM87] p. 61.
It follows that ω = dη is a closed 2-form on T ∗ Q called the canonical symplectic form
on T ∗ Q. In coordinates x = (q, p) we have
2n
1 X
ω = dpi ∧ dq i = − πij dxi ∧ dxj , (36.2)
2 i,j=1
37 Symplectic manifolds
See class notes. General definition of symplectic manifold and of symplectomorphism. The
cotangent bundle is a symplectic manifold.
20
39 Liouville theorem
See class notes. The symplectic form defines a canonical volume form on any symplectic man-
ifold. Canonical transformations preserve the volume. Poincaré-Cartan integral invariants.
The Hamiltonian flow preserves the volume in phase space. Poincaré recurrence theorem.
40 Darboux theorem
See class notes. Local form of the Poisson brackets of constant rank. Darboux theorem. Local
symplectic foliation of a Poisson manifold with Poisson bracket of constant rank.
References
[Arn89] Vladimir I Arnold, Mathematical methods of classical mechanics, second ed., Grad-
uate Texts in Mathematics, vol. 60, Springer-Verlag, New York, 1989.
[Arn92] Vladimir I. Arnold, Ordinary Differential Equations, Universitext, Springer-Verlag,
1992.
[GPS01] Herbert Goldstein, Charles Poole, and John Safko, Classical Mechanics, third ed.,
Addison-Wesley, 2001.
[Lee03] John M Lee, Introduction to smooth manifolds, Graduate Texts in Mathematics,
vol. 218, Springer-Verlag, New York, New York, NY, 2003.
[LL69] L. D. Landau and E. M. Lifshitz, Mechanics, second ed., Course of Theoretical
Physics, vol. 1, 1969.
[LM87] Paulette Libermann and Charles-Michel Marle, Symplectic Geometry and Analytical
Mechanics, Springer Netherlands, Dordrecht, 1987.
[Ton04] David Tong, Classical Dynamics, 2004.
21