Differential equation

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Differential equations

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Mathematicians[show]

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Visualization of heat transfer in a pump casing, created by solving the heat equation. Heat is being generated internally in the casing and being cooled at the boundary, providing a steady state temperature distribution. A differential equation is a mathematical equation for an unknown function of one or several variables that relates the values of the function itself and its derivatives of various orders. Differential equations play a prominent role in engineering, physics, economics, and other disciplines. Differential equations arise in many areas of science and technology, specifically whenever a deterministic relation involving some continuously varying quantities (modeled by functions) and their rates of change in space and/or time (expressed as derivatives) is known or postulated. This is illustrated in classical mechanics, where the motion of a body is described by its position and velocity as the time value varies. Newton's laws allow one (given the position, velocity, acceleration and various forces acting on the body) to express these variables dynamically as a differential equation for the unknown position of the body as a function of time. In some cases, this differential equation (called an equation of motion) may be solved explicitly.

An example of modelling a real world problem using differential equations is the determination of the velocity of a ball falling through the air, considering only gravity and air resistance. The ball's acceleration towards the ground is the acceleration due to gravity minus the deceleration due to air resistance. Gravity is considered constant, and air resistance may be modeled as proportional to the ball's velocity. This means that the ball's acceleration, which is a derivative of its velocity, depends on the velocity. Finding the velocity as a function of time involves solving a differential equation. Differential equations are mathematically studied from several different perspectives, mostly concerned with their solutions the set of functions that satisfy the equation. Only the simplest differential equations admit solutions given by explicit formulas; however, some properties of solutions of a given differential equation may be determined without finding their exact form. If a self-contained formula for the solution is not available, the solution may be numerically approximated using computers. The theory of dynamical systems puts emphasis on qualitative analysis of systems described by differential equations, while many numerical methods have been developed to determine solutions with a given degree of accuracy.

Contents

1 Directions of study 2 Nomenclature o 2.1 Ordinary and partial o 2.2 Linear and non-linear o 2.3 Examples 3 Related concepts 4 Connection to difference equations 5 Universality of mathematical description 6 Notable differential equations o 6.1 Physics and engineering o 6.2 Biology o 6.3 Economics 7 See also 8 References 9 External links

Directions of study
The study of differential equations is a wide field in pure and applied mathematics, physics, meteorology, and engineering. All of these disciplines are concerned with the properties of differential equations of various types. Pure mathematics focuses on the existence and uniqueness of solutions, while applied mathematics emphasizes the rigorous justification of the methods for approximating solutions. Differential equations play an important role in modelling virtually every physical, technical, or biological

process, from celestial motion, to bridge design, to interactions between neurons. Differential equations such as those used to solve real-life problems may not necessarily be directly solvable, i.e. do not have closed form solutions. Instead, solutions can be approximated using numerical methods. Mathematicians also study weak solutions (relying on weak derivatives), which are types of solutions that do not have to be differentiable everywhere. This extension is often necessary for solutions to exist, and it also results in more physically reasonable properties of solutions, such as possible presence of shocks for equations of hyperbolic type. The study of the stability of solutions of differential equations is known as stability theory.

Nomenclature
The theory of differential equations is well developed and the methods used to study them vary significantly with the type of the equation.

Ordinary and partial

An ordinary differential equation (ODE) is a differential equation in which the unknown function (also known as the dependent variable) is a function of a single independent variable. In the simplest form, the unknown function is a real or complex valued function, but more generally, it may be vector-valued or matrix-valued: this corresponds to considering a system of ordinary differential equations for a single function. Ordinary differential equations are further classified according to the order of the highest derivative of the dependent variable with respect to the independent variable appearing in the equation. The most important cases for applications are first-order and second-order differential equations. For example, Bessel's differential equation

(in which y is the dependent variable) is a second-order differential equation. In the classical literature also distinction is made between differential equations explicitly solved with respect to the highest derivative and differential equations in an implicit form. A partial differential equation (PDE) is a differential equation in which the unknown function is a function of multiple independent variables and the equation involves its partial derivatives. The order is defined similarly to the case of ordinary differential equations, but further classification into elliptic, hyperbolic, and parabolic equations, especially for second-order linear equations, is of utmost importance. Some partial differential equations do not fall into any of these

categories over the whole domain of the independent variables and they are said to be of mixed type.

Linear and non-linear

Both ordinary and partial differential equations are broadly classified as linear and nonlinear.

A differential equation is linear if the unknown function and its derivatives appear to the power 1 (products are not allowed) and nonlinear otherwise. The characteristic property of linear equations is that their solutions form an affine subspace of an appropriate function space, which results in much more developed theory of linear differential equations. Homogeneous linear differential equations are a further subclass for which the space of solutions is a linear subspace i.e. the sum of any set of solutions or multiples of solutions is also a solution. The coefficients of the unknown function and its derivatives in a linear differential equation are allowed to be (known) functions of the independent variable or variables; if these coefficients are constants then one speaks of a constant coefficient linear differential equation. There are very few methods of solving nonlinear differential equations exactly; those that are known typically depend on the equation having particular symmetries. Nonlinear differential equations can exhibit very complicated behavior over extended time intervals, characteristic of chaos. Even the fundamental questions of existence, uniqueness, and extendability of solutions for nonlinear differential equations, and well-posedness of initial and boundary value problems for nonlinear PDEs are hard problems and their resolution in special cases is considered to be a significant advance in the mathematical theory (cf. NavierStokes existence and smoothness).

Linear differential equations frequently appear as approximations to nonlinear equations. These approximations are only valid under restricted conditions. For example, the harmonic oscillator equation is an approximation to the nonlinear pendulum equation that is valid for small amplitude oscillations (see below).

Examples
In the first group of examples, let u be an unknown function of x, and c and are known constants.

Inhomogeneous first-order linear constant coefficient ordinary differential equation:

Homogeneous second-order linear ordinary differential equation:

Homogeneous second-order linear constant coefficient ordinary differential equation describing the harmonic oscillator:

Inhomogeneous first-order nonlinear ordinary differential equation:

Second-order nonlinear ordinary differential equation describing the motion of a pendulum of length L:

In the next group of examples, the unknown function u depends on two variables x and t or x and y.

Homogeneous first-order linear partial differential equation:

Homogeneous second-order linear constant coefficient partial differential equation of elliptic type, the Laplace equation:

Third-order nonlinear partial differential equation, the Kortewegde Vries equation:

Related concepts

A delay differential equation (DDE) is an equation for a function of a single variable, usually called time, in which the derivative of the function at a certain time is given in terms of the values of the function at earlier times.

A stochastic differential equation (SDE) is an equation in which the unknown quantity is a stochastic process and the equation involves some known stochastic processes, for example, the Wiener process in the case of diffusion equations. A differential algebraic equation (DAE) is a differential equation comprising differential and algebraic terms, given in implicit form.

Connection to difference equations

See also: Time scale calculus The theory of differential equations is closely related to the theory of difference equations, in which the coordinates assume only discrete values, and the relationship involves values of the unknown function or functions and values at nearby coordinates. Many methods to compute numerical solutions of differential equations or study the properties of differential equations involve approximation of the solution of a differential equation by the solution of a corresponding difference equation.

Universality of mathematical description

Many fundamental laws of physics and chemistry can be formulated as differential equations. In biology and economics, differential equations are used to model the behavior of complex systems. The mathematical theory of differential equations first developed together with the sciences where the equations had originated and where the results found application. However, diverse problems, sometimes originating in quite distinct scientific fields, may give rise to identical differential equations. Whenever this happens, mathematical theory behind the equations can be viewed as a unifying principle behind diverse phenomena. As an example, consider propagation of light and sound in the atmosphere, and of waves on the surface of a pond. All of them may be described by the same second-order partial differential equation, the wave equation, which allows us to think of light and sound as forms of waves, much like familiar waves in the water. Conduction of heat, the theory of which was developed by Joseph Fourier, is governed by another second-order partial differential equation, the heat equation. It turned out that many diffusion processes, while seemingly different, are described by the same equation; BlackScholes equation in finance is for instance, related to the heat equation.

Newton's laws of motion

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Newton's First and Second laws, in Latin, from the original 1687 Principia Mathematica. For other uses, see Laws of motion.

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Walter Lewin explains Newton's first law and reference frames. (MIT Course 8.01)[1] Newton's laws of motion are three physical laws that form the basis for classical mechanics. They describe the relationship between the forces acting on a body and its motion due to those forces. They have been expressed in several different ways over nearly three centuries,[2] and can be summarized as follows: 1. First law: Every object continues in its state of rest, or of uniform motion in a straight line, unless compelled to change that state by external forces acted upon it.[3][4][5] 2. Second law: The acceleration a of a body is parallel and directly proportional to the net force F acting on the body, is in the direction of the net force, and is inversely proportional to the mass m of the body, i.e., F = ma. 3. Third law: When two bodies interact by exerting force on each other, these action and reaction forces are equal in magnitude, but opposite in direction. The three laws of motion were first compiled by Sir Isaac Newton in his work Philosophi Naturalis Principia Mathematica, first published in 1687.[6] Newton used them to explain and investigate the motion of many physical objects and systems.[7] For example, in the third volume of the text, Newton showed that these laws of motion, combined with his law of universal gravitation, explained Kepler's laws of planetary motion.

Contents

1 Overview 2 Newton's first law 3 Newton's second law o 3.1 Impulse o 3.2 Variable-mass systems o 3.3 History 4 Newton's third law 5 Importance and range of validity 6 Relationship to the conservation laws 7 See also

8 References and notes 9 Further reading and works referred to 10 External links

Overview
Newton's laws are applied to bodies (objects) which are considered or idealized as a particle,[8] in the sense that the extent of the body is neglected in the evaluation of its motion, i.e., the object is small compared to the distances involved in the analysis, or the deformation and rotation of the body is of no importance in the analysis. Therefore, a planet can be idealized as a particle for analysis of its orbital motion around a star. In their original form, Newton's laws of motion are not adequate to characterize the motion of rigid bodies and deformable bodies. Leonard Euler in 1750 introduced a generalization of Newton's laws of motion for rigid bodies called the Euler's laws of motion, later applied as well for deformable bodies assumed as a continuum. If a body is represented as an assemblage of discrete particles, each governed by Newtons laws of motion, then Eulers laws can be derived from Newtons laws. Eulers laws can, however, be taken as axioms describing the laws of motion for extended bodies, independently of any particle structure.[9] Newton's laws hold only with respect to a certain set of frames of reference called Newtonian or inertial reference frames. Some authors interpret the first law as defining what an inertial reference frame is; from this point of view, the second law only holds when the observation is made from an inertial reference frame, and therefore the first law cannot be proved as a special case of the second. Other authors do treat the first law as a corollary of the second.[10][11] The explicit concept of an inertial frame of reference was not developed until long after Newton's death. In the given interpretation mass, acceleration, momentum, and (most importantly) force are assumed to be externally defined quantities. This is the most common, but not the only interpretation: one can consider the laws to be a definition of these quantities. Newtonian mechanics has been superseded by special relativity, but it is still useful as an approximation when the speeds involved are much slower than the speed of light.[12]

Newton's first law

Lex I: Corpus omne perseverare in statu suo quiescendi vel movendi uniformiter in directum, nisi quatenus a viribus impressis cogitur statum illum mutare. Law I: Every body persists in its state of being at rest or of moving uniformly straight forward, except insofar as it is compelled to change its state by force impressed.[13]

This law states that if the net force (the vector sum of all forces acting on an object) is zero, then the velocity of the object is constant. Mathematically stated:

Consequently:

An object that is at rest will stay at rest unless an unbalanced force acts upon it. An object that is in motion will not change its velocity unless an unbalanced force acts upon it. This is known as uniform motion.

Newton placed the first law of motion to establish frames of reference for which the other laws are applicable. The first law of motion postulates the existence of at least one frame of reference called a Newtonian or inertial reference frame, relative to which the motion of a particle not subject to forces is a straight line at a constant speed.[14][10] Newton's first law is often referred to as the law of inertia. Thus, a condition necessary for the uniform motion of a particle relative to an inertial reference frame is that the total net force acting on it is zero. In this sense, the first law can be restated as: In every material universe, the motion of a particle in a preferential reference frame is determined by the action of forces whose total vanished for all times when and only when the velocity of the particle is constant in . That is, a particle initially at rest or in uniform motion in the preferential frame continues in that state unless compelled by forces to change it.[15] Newton's laws are valid only in an inertial reference frame. Any reference frame that is in uniform motion with respect to an inertial frame is also an inertial frame, i.e. Galilean invariance or the principle of Newtonian relativity.[16] Newton's first law is a restatement of the law of inertia which Galileo had already described and Newton gave credit to Galileo. Aristotle had the view that all objects have a natural place in the universe: that heavy objects like rocks wanted to be at rest on the Earth and that light objects like smoke wanted to be at rest in the sky and the stars wanted to remain in the heavens. He thought that a body was in its natural state when it was at rest, and for the body to move in a straight line at a constant speed an external agent was needed to continually propel it, otherwise it would stop moving. Galileo, however, realized that a force is necessary to change the velocity of a body, i.e., acceleration, but no force is needed to maintain its velocity. This insight leads to Newton's First Law no force means no acceleration, and hence the body will maintain its velocity. The law of inertia apparently occurred to several different natural philosophers and scientists independently, including Thomas Hobbes in his Leviathan.[17] The 17th century philosopher Ren Descartes also formulated the law, although he did not perform any experiments to confirm it.

Newton's second law

Walter Lewin explains Newton's second law, using gravity as an example. (MIT OCW)[18] The second law states that the net force on a particle is equal to the time rate of change of its linear momentum p in an inertial reference frame:

where, since the law is valid only for constant-mass systems,[19][20][21] the mass can be taken outside the differentiation operator by the constant factor rule in differentiation. Thus,

where F is the net force applied, m is the mass of the body, and a is the body's acceleration. Thus, the net force applied to a body produces a proportional acceleration. In other words, if a body is accelerating, then there is a force on it. Any mass that is gained or lost by the system will cause a change in momentum that is not the result of an external force. A different equation is necessary for variable-mass systems (see below). Consistent with the first law, the time derivative of the momentum is non-zero when the momentum changes direction, even if there is no change in its magnitude; such is the case with uniform circular motion. The relationship also implies the conservation of momentum: when the net force on the body is zero, the momentum of the body is constant. Any net force is equal to the rate of change of the momentum.

Newton's second law requires modification if the effects of special relativity are to be taken into account, because at high speeds the approximation that momentum is the product of rest mass and velocity is not accurate.

Impulse
An impulse J occurs when a force F acts over an interval of time t, and it is given by[22]
[23]

Since force is the time derivative of momentum, it follows that

This relation between impulse and momentum is closer to Newton's wording of the second law.[24] Impulse is a concept frequently used in the analysis of collisions and impacts.[25]

Variable-mass systems
Main article: Variable-mass system Variable-mass systems, like a rocket burning fuel and ejecting spent gases, are not closed and cannot be directly treated by making mass a function of time in the second law.[20] The reasoning, given in An Introduction to Mechanics by Kleppner and Kolenkow and other modern texts, is that Newton's second law applies fundamentally to particles.[21] In classical mechanics, particles by definition have constant mass. In case of a well-defined system of particles, Newton's law can be extended by summing over all the particles in the system:

where Fnet is the total external force on the system, M is the total mass of the system, and acm is the acceleration of the center of mass of the system. Variable-mass systems like a rocket or a leaking bucket cannot usually be treated as a system of particles, and thus Newton's second law cannot be applied directly. Instead, the general equation of motion for a body whose mass m varies with time by either ejecting or accreting mass is obtained by rearranging the second law and adding a term to account for the momentum carried by mass entering or leaving the system:[19]

where u is the relative velocity of the escaping or incoming mass with respect to the center of mass of the body. Under some conventions, the quantity (u dm/dt) on the lefthand side, known as the thrust, is defined as a force (the force exerted on the body by the changing mass, such as rocket exhaust) and is included in the quantity F. Then, by substituting the definition of acceleration, the equation becomes

History
Newton's original Latin reads: Lex II: Mutationem motus proportionalem esse vi motrici impressae, et fieri secundum lineam rectam qua vis illa imprimitur. This was translated quite closely in Motte's 1729 translation as: Law II: The alteration of motion is ever proportional to the motive force impress'd; and is made in the direction of the right line in which that force is impress'd. According to modern ideas of how Newton was using his terminology,[26] this is understood, in modern terms, as an equivalent of: The change of momentum of a body is proportional to the impulse impressed on the body, and happens along the straight line on which that impulse is impressed. Motte's 1729 translation of Newton's Latin continued with Newton's commentary on the second law of motion, reading: If a force generates a motion, a double force will generate double the motion, a triple force triple the motion, whether that force be impressed altogether and at once, or gradually and successively. And this motion (being always directed the same way with the generating force), if the body moved before, is added to or subtracted from the former motion, according as they directly conspire with or are directly contrary to each other; or obliquely joined, when they are oblique, so as to produce a new motion compounded from the determination of both. The sense or senses in which Newton used his terminology, and how he understood the second law and intended it to be understood, have been extensively discussed by historians of science, along with the relations between Newton's formulation and modern formulations.[27]

Newton's third law

Newton's third law. The skaters' forces on each other are equal in magnitude, but act in opposite directions.

A description of Newton's third law and contact forces[28]

Lex III: Actioni contrariam semper et qualem esse reactionem: sive corporum duorum actiones in se mutuo semper esse quales et in partes contrarias dirigi. To every action there is always an equal and opposite reaction: or the forces of two bodies on each other are always equal and are directed in opposite directions.

A more direct translation than the one just given above is: LAW III: To every action there is always opposed an equal reaction: or the mutual actions of two bodies upon each other are always equal, and directed to contrary parts. Whatever draws or presses another is as much drawn or pressed by that other. If you press a stone with your finger, the finger is also pressed by the stone. If a horse draws a stone tied to a rope, the horse (if I may so say) will be equally drawn back towards the stone: for the distended rope, by the same endeavour to relax or unbend itself, will draw the horse as much towards the stone, as it does the stone towards the horse, and will obstruct the progress of the one as much as it advances that of the other. If a body impinges upon another, and by its force changes the motion of the other, that body also (because of the equality of the mutual pressure) will undergo an equal change, in its own

motion, toward the contrary part. The changes made by these actions are equal, not in the velocities but in the motions of the bodies; that is to say, if the bodies are not hindered by any other impediments. For, as the motions are equally changed, the changes of the velocities made toward contrary parts are reciprocally proportional to the bodies. This law takes place also in attractions, as will be proved in the next scholium.[29] In the above, as usual, motion is Newton's name for momentum, hence his careful distinction between motion and velocity. The Third Law means that all forces are interactions between different bodies,[30][31] and thus that there is no such thing as a unidirectional force or a force that acts on only one body. Whenever a first body exerts a force F on a second body, the second body exerts a force F on the first body. F and F are equal in magnitude and opposite in direction. This law is sometimes referred to as the action-reaction law, with F called the "action" and F the "reaction". The action and the reaction are simultaneous. As shown in the diagram opposite, the skaters' forces on each other are equal in magnitude, but act in opposite directions. Although the forces are equal, the accelerations are not: the less massive skater will have a greater acceleration due to Newton's second law. The two forces in Newton's third law are of the same type (e.g., if the road exerts a forward frictional force on an accelerating car's tires, then it is also a frictional force that Newton's third law predicts for the tires pushing backward on the road). Put very simply: a force acts between a pair of objects, and not on a single object. So each and every force has two ends. Each of the two ends is the same except for being opposite in direction. The ends of a force are mirror images of each other, one might say. From a mathematical point of view, Newton's third law is a one-dimensional vector equation, which can be stated as follows. Given two objects A and B, each exerting a force on the other,

where Fa,b are the forces from B acting on A, and Fb,a are the forces from A acting on B. Newton used the third law to derive the law of conservation of momentum;[32] however from a deeper perspective, conservation of momentum is the more fundamental idea (derived via Noether's theorem from Galilean invariance), and holds in cases where Newton's third law appears to fail, for instance when force fields as well as particles carry momentum, and in quantum mechanics.

Importance and range of validity

Newton's laws were verified by experiment and observation for over 200 years, and they are excellent approximations at the scales and speeds of everyday life. Newton's laws of motion, together with his law of universal gravitation and the mathematical techniques of calculus, provided for the first time a unified quantitative explanation for a wide range of physical phenomena. These three laws hold to a good approximation for macroscopic objects under everyday conditions. However, Newton's laws (combined with universal gravitation and classical electrodynamics) are inappropriate for use in certain circumstances, most notably at very small scales, very high speeds (in special relativity, the Lorentz factor must be included in the expression for momentum along with rest mass and velocity) or very strong gravitational fields. Therefore, the laws cannot be used to explain phenomena such as conduction of electricity in a semiconductor, optical properties of substances, errors in non-relativistically corrected GPS systems and superconductivity. Explanation of these phenomena requires more sophisticated physical theories, including general relativity and quantum field theory. In quantum mechanics concepts such as force, momentum, and position are defined by linear operators that operate on the quantum state; at speeds that are much lower than the speed of light, Newton's laws are just as exact for these operators as they are for classical objects. At speeds comparable to the speed of light, the second law holds in the original form F = dpdt, which says that the force is the derivative of the momentum of the object with respect to time, but some of the newer versions of the second law (such as the constant mass approximation above) do not hold at relativistic velocities.

Relationship to the conservation laws

In modern physics, the laws of conservation of momentum, energy, and angular momentum are of more general validity than Newton's laws, since they apply to both light and matter, and to both classical and non-classical physics. This can be stated simply, "Momentum, energy and angular momentum cannot be created or destroyed." Because force is the time derivative of momentum, the concept of force is redundant and subordinate to the conservation of momentum, and is not used in fundamental theories (e.g., quantum mechanics, quantum electrodynamics, general relativity, etc.). The standard model explains in detail how the three fundamental forces known as gauge forces originate out of exchange by virtual particles. Other forces such as gravity and fermionic degeneracy pressure also arise from the momentum conservation. Indeed, the conservation of 4-momentum in inertial motion via curved space-time results in what we call gravitational force in general relativity theory. Application of space derivative (which is a momentum operator in quantum mechanics) to overlapping wave functions of pair of fermions (particles with half-integer spin) results in shifts of maxima of compound wavefunction away from each other, which is observable as "repulsion" of fermions.

Newton stated the third law within a world-view that assumed instantaneous action at a distance between material particles. However, he was prepared for philosophical criticism of this action at a distance, and it was in this context that he stated the famous phrase "I feign no hypotheses". In modern physics, action at a distance has been completely eliminated, except for subtle effects involving quantum entanglement. However in modern engineering in all practical applications involving the motion of vehicles and satellites, the concept of action at a distance is used extensively. Conservation of energy was discovered nearly two centuries after Newton's lifetime, the long delay occurring because of the difficulty in understanding the role of microscopic and invisible forms of energy such as heat and infra-red light.

EulerLagrange equation
From Wikipedia, the free encyclopedia Jump to: navigation, search In calculus of variations, the EulerLagrange equation, Euler's equation,[1] or Lagrange's equation, is a differential equation whose solutions are the functions for which a given functional is stationary. It was developed by Swiss mathematician Leonhard Euler and Italian mathematician Joseph Louis Lagrange in the 1750s. Because a differentiable functional is stationary at its local maxima and minima, the EulerLagrange equation is useful for solving optimization problems in which, given some functional, one seeks the function minimizing (or maximizing) it. This is analogous to Fermat's theorem in calculus, stating that where a differentiable function attains its local extrema, its derivative is zero. In Lagrangian mechanics, because of Hamilton's principle of stationary action, the evolution of a physical system is described by the solutions to the EulerLagrange equation for the action of the system. In classical mechanics, it is equivalent to Newton's laws of motion, but it has the advantage that it takes the same form in any system of generalized coordinates, and it is better suited to generalizations.

Contents

1 History 2 Statement 3 Examples o 3.1 Classical mechanics 3.1.1 Basic method

3.1.2 Particle in a conservative force field 4 Variations for several functions, several variables, and higher derivatives o 4.1 Single function of single variable with higher derivatives o 4.2 Several functions of one variable o 4.3 Single function of several variables o 4.4 Several functions of several variables o 4.5 Single function of two variables with higher derivatives 5 Notes 6 References

7 See also

History
The EulerLagrange equation was developed in the 1750s by Euler and Lagrange in connection with their studies of the tautochrone problem. This is the problem of determining a curve on which a weighted particle will fall to a fixed point in a fixed amount of time, independent of the starting point. Lagrange solved this problem in 1755 and sent the solution to Euler. Both further developed Lagrange's method and applied it to mechanics, which led to the formulation of Lagrangian mechanics. Their correspondence ultimately led to the calculus of variations, a term coined by Euler himself in 1766.[2]

Statement
The EulerLagrange equation is an equation satisfied by a function, q, of a real argument, t, which is a stationary point of the functional

where:

q is the function to be found:

such that q is differentiable, q(a) = xa, and q(b) = xb; q is the derivative of q:

TX being the tangent bundle of X (the space of possible values of derivatives of functions with values in X); L is a real-valued function with continuous first partial derivatives:

The EulerLagrange equation, then, is given by

where Lx and Lv denote the partial derivatives of L with respect to the second and third arguments, respectively. If the dimension of the space X is greater than 1, this is a system of differential equations, one for each component:

[show]Derivation of one-dimensional Euler Lagrange equation [show]Alternate derivation of one-dimensional EulerLagrange equation

Examples
A standard example is finding the real-valued function on the interval [a, b], such that f(a) = c and f(b) = d, the length of whose graph is as short as possible. The length of the graph of f is:

the integrand function being L(x, y, y) = 1 + y evaluated at (x, y, y) = (x, f(x), f(x)). The partial derivatives of L are:

By substituting these into the EulerLagrange equation, we obtain

that is, the function must have constant first derivative, and thus its graph is a straight line.

Classical mechanics

Basic method
To find the equations of motions for a given system, one only has to follow these steps:

From the kinetic energy . Compute .

, and the potential energy

, compute the Lagrangian

Compute and from it, . It is important that be treated as a complete variable in its own right, and not as a derivative. Equate . This is the EulerLagrange equation. Solve the differential equation obtained in the preceding step. At this point, is treated "normally". Note that the above might be a system of equations and not simply one equation.

Particle in a conservative force field

The motion of a single particle in a conservative force field (for example, the gravitational force) can be determined by requiring the action to be stationary, by Hamilton's principle. The action for this system is

where x(t) is the position of the particle at time t. The dot above is Newton's notation for the time derivative: thus (t) is the particle velocity, v(t). In the equation above, L is the Lagrangian (the kinetic energy minus the potential energy):

where:

m is the mass of the particle (assumed to be constant in classical physics); vi is the i-th component of the vector v in a Cartesian coordinate system (the same notation will be used for other vectors); U is the potential of the conservative force.

In this case, the Lagrangian does not vary with its first argument t. (By Noether's theorem, such symmetries of the system correspond to conservation laws. In particular, the invariance of the Lagrangian with respect to time implies the conservation of energy.) By partial differentiation of the above Lagrangian, we find:

where the force is F = U (the negative gradient of the potential, by definition of conservative force), and p is the momentum. By substituting these into the Euler Lagrange equation, we obtain a system of second-order differential equations for the coordinates on the particle's trajectory,

which can be solved on the interval [t0, t1], given the boundary values xi(t0) and xi(t1). In vector notation, this system reads

or, using the momentum,

which is Newton's second law.

Variations for several functions, several variables, and higher derivatives

Single function of single variable with higher derivatives
The stationary values of the functional

can be obtained from the EulerLagrange equation[3]

Several functions of one variable

If the problem involves finding several functions ( ) of a single independent variable ( ) that define an extremum of the functional

then the corresponding EulerLagrange equations are[3]

Single function of several variables

A multi-dimensional generalization comes from considering a function on n variables. If is some surface, then

is extremized only if f satisfies the partial differential equation

When n = 2 and problem.

is the energy functional, this leads to the soap-film minimal surface

Several functions of several variables

If there are several unknown functions to be determined and several variables such that

the system of EulerLagrange equations is[3]

Single function of two variables with higher derivatives

If there is a single unknown function f to be determined that is dependent on two variables x1 and x2 and if the functional depends on higher derivatives of f up to n-th order such that

then the EulerLagrange equation is[3]

Notes

Hamiltonian mechanics
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Hamiltonian mechanics is a reformulation of classical mechanics that was introduced in 1833 by Irish mathematician William Rowan Hamilton. It arose from Lagrangian mechanics, a previous reformulation of classical mechanics introduced by Joseph Louis Lagrange in 1788, but can be formulated without recourse to Lagrangian mechanics using symplectic spaces (see Mathematical formalism, below). The Hamiltonian method differs from the Lagrangian method in that instead of expressing second-order differential constraints on an n-dimensional coordinate space (where n is the number of degrees of freedom of the system), it expresses first-order constraints on a 2n-dimensional phase space.[1] As with Lagrangian mechanics, Hamilton's equations provide a new and equivalent way of looking at Newtonian physics. Generally, these equations do not provide a more convenient way of solving a particular problem in classical mechanics. Rather, they provide deeper insights into both the general structure of classical mechanics and its connection to quantum mechanics as understood through Hamiltonian mechanics, as well as its connection to other areas of science.

Contents

1 Simplified overview of uses o 1.1 Basic physical interpretation o 1.2 Technique of using Hamilton's equations 2 Deriving Hamilton's equations 3 As a reformulation of Lagrangian mechanics 4 Geometry of Hamiltonian systems 5 Generalization to quantum mechanics through Poisson bracket 6 Mathematical formalism 7 Riemannian manifolds 8 Sub-Riemannian manifolds 9 Poisson algebras 10 Charged particle in an electromagnetic field 11 Relativistic charged particle in an electromagnetic field 12 See also 13 References o 13.1 Footnotes

13.2 Other

14 External links

Simplified overview of uses

Illustration of a generalized coordinate q for one degree of freedom, of a particle moving in a complicated path. Four possibilities of q for the particle's path are shown. For more particles each with their own degrees of freedom, there are more coordinates. The value of the Hamiltonian is the total energy of the system being described. For a closed system, it is the sum of the kinetic and potential energy in the system. There is a set of differential equations known as the Hamilton equations which give the time evolution of the system. Hamiltonians can be used to describe such simple systems as a bouncing ball, a pendulum or an oscillating spring in which energy changes from kinetic to potential and back again over time. Hamiltonians can also be employed to model the energy of other more complex dynamic systems such as planetary orbits in celestial mechanics and also in quantum mechanics.[2] The Hamilton equations are generally written as follows:[3][4]

where the dot denotes the ordinary derivative with respect to time of the generalized coordinates qj = qj(t) and generalized momenta pj = pj(t), where j = 1,2...n. More explicitly, one can equivalently write

where the functions q and p take values in a vector space, and function is the (scalar valued) Hamiltonian function, and specify the domain of values in which the parameter t (time) varies. Hamilton's equations are symmetric in the generalized coordinates and momenta, meaning the interchange and hence leaves the equations unchanged. Naturally, the more degrees of freedom the system has, the more complicated its behavior (predicted by the solutions), since the degrees of freedom correspond to the configuration of the system i.e. (generalized) positions, momenta and the rates at which these change (time derivatives). As such, for more than two massive particles the solutions cannot be found exactly - the many-body problem. It is still possible to obtain qualitative knowledge about the system by approximate analysis of the differential equations. For a detailed derivation of these equations from Lagrangian mechanics, see below.

Basic physical interpretation

The simplest interpretation of the Hamilton equations is as follows, applying them to a one-dimensional system consisting of one particle of mass m under time-independent boundary conditions: The Hamiltonian represents the energy of the system (provided that there are NO external forces, or additional energy added to the system), which is the sum of kinetic and potential energy, traditionally denoted T and V, respectively. Here q is the x coordinate and p is the momentum, mv. Then

Note that T is a function of p alone, while V is a function of x (or q) alone. Now the time-derivative of the momentum p equals the Newtonian force, and so here the first Hamilton equation means that the force on the particle equals the rate at which it loses potential energy with respect to changes in x, its location. (Force equals the negative gradient of potential energy.) The time-derivative of q means the velocity: the second Hamilton equation here means that the particles velocity equals the derivative of its kinetic energy with respect to its momentum. (Because the derivative with respect to p of p2/2m equals p/m = mv/m = v.)

Technique of using Hamilton's equations

Hamilton's equations are used in the following way. In terms of the generalized coordinates qi and generalized velocities qi: 1. The Lagrangian is found, . 2. The momenta are calculated by differentiating the Lagrangian with respect to the (generalized) velocities: . 3. The velocities qi are expressed in terms of the momenta pi by inverting the expressions in the previous step. 4. The Hamiltonian is calculated using the usual definition of H as the Legendre transformation of L: . Then the velocities are substituted for using the previous results. 5. Hamilton's equations are applied, to obtain the equations of motion of the system.

Deriving Hamilton's equations

Hamilton's equations can be derived by looking at how the total differential of the Lagrangian depends on time, generalized positions and generalized velocities
[5]

Now the generalized momenta were defined as us that

and Lagrange's equations tell

We can rearrange this to get

and substitute the result into the total differential of the Lagrangian

We can rewrite this as

and rearrange again to get

The term on the left-hand side is just the Hamiltonian that we have defined before, so we find that

where the second equality holds because of the definition of the total differential of in terms of its partial derivatives. Associating terms from both sides of the equation above yields Hamilton's equations

As a reformulation of Lagrangian mechanics

Starting with Lagrangian mechanics, the equations of motion are based on generalized coordinates

and matching generalized velocities

We write the Lagrangian as

with the subscripted variables understood to represent all N variables of that type. Hamiltonian mechanics aims to replace the generalized velocity variables with generalized momentum variables, also known as conjugate momenta. By doing so, it is possible to handle certain systems, such as aspects of quantum mechanics, that would otherwise be even more complicated. For each generalized velocity, there is one corresponding conjugate momentum, defined as:

In Cartesian coordinates, the generalized momenta are precisely the physical linear momenta. In circular polar coordinates, the generalized momentum corresponding to the angular velocity is the physical angular momentum. For an arbitrary choice of generalized coordinates, it may not be possible to obtain an intuitive interpretation of the conjugate momenta. One thing which is not too obvious in this coordinate dependent formulation is that different generalized coordinates are really nothing more than different coordinate patches on the same symplectic manifold (see Mathematical formalism, below). The Hamiltonian is the Legendre transform of the Lagrangian:

If the transformation equations defining the generalized coordinates are independent of t, and the Lagrangian is a sum of products of functions (in the generalized coordinates) which are homogeneous of order 0, 1 or 2, then it can be shown that H is equal to the total energy E = T + V. Each side in the definition of produces a differential:

Substituting the previous definition of the conjugate momenta into this equation and matching coefficients, we obtain the equations of motion of Hamiltonian mechanics, known as the canonical equations of Hamilton:

Hamilton's equations are first-order differential equations, and thus easier to solve than Lagrange's equations, which are second-order. Hamilton's equations have another advantage over Lagrange's equations: if a system has a symmetry, such that a coordinate does not occur in the Hamiltonian, the corresponding momentum is conserved, and that coordinate can be ignored in the other equations of the set. Effectively, this reduces the problem from n coordinates to (n-1) coordinates. In the Lagrangian framework, of course the result that the corresponding momentum is conserved still follows immediately, but all the generalized velocities still occur in the Lagrangian - we still have to solve a system of equations in n coordinates.[6] The Lagrangian and Hamiltonian approaches provide the groundwork for deeper results in the theory of classical mechanics, and for formulations of quantum mechanics.

Geometry of Hamiltonian systems

A Hamiltonian system may be understood as a fiber bundle E over time R, with the fibers Et, t R being the position space. The Lagrangian is thus a function on the jet bundle J over E; taking the fiberwise Legendre transform of the Lagrangian produces a function on the dual bundle over time whose fiber at t is the cotangent space T*Et, which comes equipped with a natural symplectic form, and this latter function is the Hamiltonian.

Generalization to quantum mechanics through Poisson bracket

Hamilton's equations above work well for classical mechanics, but not for quantum mechanics, since the differential equations discussed assume that one can specify the exact position and momentum of the particle simultaneously at any point in time. However, the equations can be further generalized to then be extended to apply to

quantum mechanics as well as to classical mechanics, through the deformation of the Poisson algebra over p and q to the algebra of Moyal brackets. Specifically, the more general form of the Hamilton's equation reads

where f is some function of p and q, and H is the Hamiltonian. To find out the rules for evaluating a Poisson bracket without resorting to differential equations, see Lie algebra; a Poisson bracket is the name for the Lie bracket in a Poisson algebra. These Poisson brackets can then be extended to Moyal brackets comporting to an inequivalent Lie algebra, as proven by H Groenewold, and thereby describe quantum mechanical diffusion in phase space (See the phase space formulation and Weyl quantization). This more algebraic approach not only permits ultimately extending probability distributions in phase space to Wigner quasi-probability distributions, but, at the mere Poisson bracket classical setting, also provides more power in helping analyze the relevant conserved quantities in a system.

Mathematical formalism
Any smooth real-valued function H on a symplectic manifold can be used to define a Hamiltonian system. The function H is known as the Hamiltonian or the energy function. The symplectic manifold is then called the phase space. The Hamiltonian induces a special vector field on the symplectic manifold, known as the Hamiltonian vector field. The Hamiltonian vector field (a special type of symplectic vector field) induces a Hamiltonian flow on the manifold. This is a one-parameter family of transformations of the manifold (the parameter of the curves is commonly called the time); in other words an isotopy of symplectomorphisms, starting with the identity. By Liouville's theorem, each symplectomorphism preserves the volume form on the phase space. The collection of symplectomorphisms induced by the Hamiltonian flow is commonly called the Hamiltonian mechanics of the Hamiltonian system. The symplectic structure induces a Poisson bracket. The Poisson bracket gives the space of functions on the manifold the structure of a Lie algebra. Given a function f

If we have a probability distribution, , then (since the phase space velocity ( ) has zero divergence, and probability is conserved) its convective derivative can be shown to be zero and so

This is called Liouville's theorem. Every smooth function G over the symplectic manifold generates a one-parameter family of symplectomorphisms and if { G, H } = 0, then G is conserved and the symplectomorphisms are symmetry transformations. A Hamiltonian may have multiple conserved quantities Gi. If the symplectic manifold has dimension 2n and there are n functionally independent conserved quantities Gi which are in involution (i.e., { Gi, Gj } = 0), then the Hamiltonian is Liouville integrable. The LiouvilleArnol'd theorem says that locally, any Liouville integrable Hamiltonian can be transformed via a symplectomorphism in a new Hamiltonian with the conserved quantities Gi as coordinates; the new coordinates are called action-angle coordinates. The transformed Hamiltonian depends only on the Gi, and hence the equations of motion have the simple form

for some function F (Arnol'd et al., 1988). There is an entire field focusing on small deviations from integrable systems governed by the KAM theorem. The integrability of Hamiltonian vector fields is an open question. In general, Hamiltonian systems are chaotic; concepts of measure, completeness, integrability and stability are poorly defined. At this time, the study of dynamical systems is primarily qualitative, and not a quantitative science.

Riemannian manifolds
An important special case consists of those Hamiltonians that are quadratic forms, that is, Hamiltonians that can be written as

where is a smoothly varying inner product on the fibers , the cotangent space to the point q in the configuration space, sometimes called a cometric. This Hamiltonian consists entirely of the kinetic term. If one considers a Riemannian manifold or a pseudo-Riemannian manifold, the Riemannian metric induces a linear isomorphism between the tangent and cotangent

bundles. (See Musical isomorphism). Using this isomorphism, one can define a cometric. (In coordinates, the matrix defining the cometric is the inverse of the matrix defining the metric.) The solutions to the HamiltonJacobi equations for this Hamiltonian are then the same as the geodesics on the manifold. In particular, the Hamiltonian flow in this case is the same thing as the geodesic flow. The existence of such solutions, and the completeness of the set of solutions, are discussed in detail in the article on geodesics. See also Geodesics as Hamiltonian flows.

Sub-Riemannian manifolds
When the cometric is degenerate, then it is not invertible. In this case, one does not have a Riemannian manifold, as one does not have a metric. However, the Hamiltonian still exists. In the case where the cometric is degenerate at every point q of the configuration space manifold Q, so that the rank of the cometric is less than the dimension of the manifold Q, one has a sub-Riemannian manifold. The Hamiltonian in this case is known as a sub-Riemannian Hamiltonian. Every such Hamiltonian uniquely determines the cometric, and vice-versa. This implies that every sub-Riemannian manifold is uniquely determined by its sub-Riemannian Hamiltonian, and that the converse is true: every sub-Riemannian manifold has a unique subRiemannian Hamiltonian. The existence of sub-Riemannian geodesics is given by the Chow-Rashevskii theorem. The continuous, real-valued Heisenberg group provides a simple example of a subRiemannian manifold. For the Heisenberg group, the Hamiltonian is given by

is not involved in the Hamiltonian.

Poisson algebras
Hamiltonian systems can be generalized in various ways. Instead of simply looking at the algebra of smooth functions over a symplectic manifold, Hamiltonian mechanics can be formulated on general commutative unital real Poisson algebras. A state is a continuous linear functional on the Poisson algebra (equipped with some suitable topology) such that for any element A of the algebra, A maps to a nonnegative real number. A further generalization is given by Nambu dynamics.

Charged particle in an electromagnetic field

A good illustration of Hamiltonian mechanics is given by the Hamiltonian of a charged particle in an electromagnetic field. In Cartesian coordinates (i.e. ), the

Lagrangian of a non-relativistic classical particle in an electromagnetic field is (in SI Units):

where e is the electric charge of the particle (not necessarily the electron charge), is the electric scalar potential, and the are the components of the magnetic vector potential (these may be modified through a gauge transformation). This is called minimal coupling. The generalized momenta may be derived by:

Rearranging, we may express the velocities in terms of the momenta, as:

If we substitute the definition of the momenta, and the definitions of the velocities in terms of the momenta, into the definition of the Hamiltonian given above, and then simplify and rearrange, we get:

This equation is used frequently in quantum mechanics.

Relativistic charged particle in an electromagnetic field

The Lagrangian for a relativistic charged particle is given by:

Thus the particle's canonical (total) momentum is

that is, the sum of the kinetic momentum and the potential momentum. Solving for the velocity, we get

So the Hamiltonian is

From this we get the force equation (equivalent to the EulerLagrange equation)

from which one can derive

An equivalent expression for the Hamiltonian as function of the relativistic (kinetic) momentum, is

This has the advantage that can be measured experimentally whereas cannot. Notice that the Hamiltonian (total energy) can be viewed as the sum of the relativistic energy (kinetic+rest), plus the potential energy,