Und in der Tat, die wichtigsten geistigen Vorkehrungen der Menschheit dienen der Erhaltung eines bestandigen Gemutszustands, und alle Gefuhle, alle
Leidenschaften der Welt sind ein Nichts gegenuber der ungeheuren, aber vollig
unbewuten Anstrengung, welche die Menschheit macht, um sich ihre gehobene Gemutsruhe zu bewahren! Es lohnt sich scheinbar kaum, davon zu reden, so
klaglos wirkt es. Aber wenn man naher hinsieht, ist es doch ein a uerst kunstlicher Bewutseinszustand, der dem Menschen den aufrechten Gang zwischen
kreisenden Gestirnen verleiht und ihm erlaubt, inmitten der fast unendlichen
Unbekanntheit der Welt wurdevoll die Hand zwischen den zweiten und dritten
Rockknopf zu stecken.
Robert Musil, Der Mann ohne Eigenschaften
Contents
page ix
Preface
1
2
6
7
Conic sections
2.1
Ellipses
2.2
Hyperbolas
2.3
Parabolas
2.4
Summary
Exercises
10
10
15
18
20
21
23
24
27
28
31
36
37
40
41
46
51
52
52
53
vii
viii
Contents
55
56
59
62
64
65
66
72
77
77
83
84
94
101
102
107
112
118
126
132
146
151
Hamiltonian mechanics
9.1
Variational principles
9.2
The Hamilton equations
9.3
Canonical transformations
9.4
Equilibrium points and stability
Exercises
166
168
176
179
182
188
10
194
195
197
198
199
206
References
Index
209
215
Preface
Celestial mechanics has attracted the interest of some of the greatest mathematical minds in history, from the ancient Greeks to the present day. Isaac Newtons deduction of the universal law of gravitation (Newton, 1687) triggered
enormous advances in mathematical astronomy, spearheaded by the mathematical giant Leonhard Euler (17071783). Other mathematicians who drove
the development of celestial mechanics in the rst half of the eighteenth century were Alexis Claude Clairaut (17131765) and Jean le Rond dAlembert
(17171783), see (Linton, 2004). In those days, the demarcation lines separating mathematics and physics from each other and from intellectual life in
general had not yet been drawn. Indeed, dAlembert may be more famous
as the coeditor with Denis Diderot of the Encyclopedie. During the Enlightenment, celestial mechanics was a subject discussed in the salons by writ
ers, philosophers and intellectuals like Voltaire (16941778) and Emilie
du
Chatelet (17061749).
The history of celestial mechanics continues with JosephLouis Lagrange
(17361813), PierreSimon de Laplace (17491827) and William Rowan Hamilton (18051865), to name but three mathematicians whose contributions
will be discussed at length in this text. Henri Poincare (18541912), perhaps
the last universal mathematician, initiated the modern study of the threebody
problem, together with large parts of the theory of dynamical systems and what
is now known as symplectic geometry (BarrowGreen, 1997; Charpentier et
al., 2010; McDu and Salamon, 1998).
Yet this timehonoured subject seems to have all but vanished from the
ix
Preface
Preface
xi
I have included over a hundred exercises, often with comments that explain
their relevance, making the text suitable for selfstudy. It should be possible
to cover most of this book in a onesemester course of 14 weeks. For shorter
courses one could omit the proof of planarity in Lagranges theorem (Theorem 7.1) and make a selective choice of the material in Chapters 8 to 10.
xii
Preface
Notational conventions
Vector quantities will be denoted in bold face; the euclidean length of a vector
quantity is usually denoted by the corresponding symbol in italics. For example, r denotes the position vector of a particle in R3 , and r := r. The norm  . 
will always be the euclidean one. The standard (euclidean) inner product on
R3 will be denoted by . , . .
Time derivatives will be written with dots in the Newtonian fashion. For
instance, if t r(t) denotes the motion of a particle, its velocity v and acceleration a are given by
v := r :=
dr
,
dt
a := r :=
d2 r
.
dt2
xiii
Preface
Physical background
No prior knowledge of physics will be assumed apart from the following two
Newtonian laws.
The second Newtonian law of motion: The acceleration a experienced by a
body of mass m under the inuence of a force F is given by
F = ma.
The universal law of gravitation: The force exerted by a body of mass m2 at
the point r2 R3 on a body of mass m1 at the point r1 R3 equals
F=
Gm1 m2 r
,
r
r2
where r := r2 r1 , and
G 6.673 1011
m3
kg s2
Mathematical background
I have tried to keep the mathematical prerequisites to a minimum, but the level
of sophistication certainly increases as this text proceeds. A great number of
the students taking my class at the University of Cologne were physics undergraduates in the second year of their studies. In their rst year, they had followed my course on analysis and linear algebra, where they had seen, amongst
other things, basic topological concepts, the notion of local and global dieomorphisms, the inverse and the implicit function theorems, the classical matrix
xiv
Preface
groups, elementary ordinary dierential equations (the PicardLindelof theorem on local existence and uniqueness, linear systems with constant coecients), submanifolds, the transformation formula for higherdimensional integrals, the integral theorems of Gau and Stokes, and dierential forms. In this
text, submanifolds make a brief appearance in Chapter 7 and in the exercises
to Chapter 8; the concept is essential for Section 9.2 and Chapter 10. Dierential forms are used only in Section 9.2. Homeomorphisms (i.e. bijective maps
that are continuous in either direction) and dieomorphisms between submanifolds make a brief appearance in Section 8.3, and they become central only in
Chapter 10. In that last chapter I also assume a certain familiarity with basic
notions in pointset topology (Hausdor property, compactness); the relevant
material can be found in (Janich, 2005) or (McCleary, 2006). In the context of
an alternative proof of Keplers rst law, holomorphic maps appear in a couple
of isolated places in the exercises to Chapter 8 and in Section 9.1.
As regards dierential equations, throughout I use the following geometric
interpretation. Let Rd be an open subset and X a vector eld on , i.e. a
function X : Rd . This gives rise to a rstorder dierential equation
x = X(x).
Solutions of this dierential equations are C 1 maps x : I , dened on
some interval I R, that satisfy this equation; that is,
x (t) = X x(t) for all t I.
In geometric terms this means that x is an integral curve or ow line of X, i.e.
a curve whose velocity vector x (t) at the point x(t) coincides with the vector
X x(t) dened by the vector eld X at that point.
The PicardLindelof existence and uniqueness theorem (known to French
readers as the CauchyLipschitz theorem) says that if X is locally Lipschitz
continuous, then for any x0 the initial value problem
x = X(x), x(0) = x0
has a solution dened on some small time interval (, ), and two such solutions coincide on the time interval around 0 where both are dened. In all
cases studied in this text, the vector eld will actually be C 1 (or even smooth),
so that local Lipschitz continuity is guaranteed by the mean value theorem.
Excellent texts on dierential equations emphasising the geometric viewpoint are (Arnold, 1973) and (Brocker, 1992). I can also recommend (Givental, 2001) and (Robinson, 1999). An eminently readable proof of the Picard
Lindelof theorem is given in Appendix A of (Borrelli and Coleman, 2004).
xv
Preface
Permissions
I am grateful for permission to quote from the following works.
c Suhrkamp Verlag, Frankfurt am Main, 1975.
Th. Bernhard, Korrektur.
All rights reserved by and controlled through Suhrkamp Verlag, Berlin.
c the Estate of Kyril
K. Bonglioli, Something Nasty in the Woodshed.
Bonglioli, 1976. Used by kind permission of Mrs Margaret Bonglioli.
c BertoltBrechtErben/Suhrkamp Verlag.
B. Brecht, Leben des Galilei.
I thank Clare Dennison of Cambridge University Press for procuring these
permissions.
Acknowledgements
I thank Roger Astley of Cambridge University Press for his enthusiasm when
I approached him with my incipient ideas for this book, and the editors of the
LMS Student Texts for accepting it into their series. I also thank my copyeditor Steven Holt for his excellent work.
The participants of both my lecture course and the student seminar on a
manuscript version of this book forced me to clarify my thoughts. Sebastian Durst, who organised the seminar with me, found a number of misprints
and inaccuracies. Marc Kegel and Markus Kunze were likewise eagleeyed
proofreaders, and they made valuable suggestions for improving the exposition. Alain Chenciner and Jacques Fejoz were especially helpful with references. Isabelle Charton (2013) wrote a Bachelor thesis on (Coolidge, 1920)
under my supervision, translating that paper into the language of projective
geometry. Although I follow a dierent route via polar reciprocation in Section 8.6, this part would not have been written were it not for the discussions
with her. Max Dorner contributed Figure 4.2; Otto van Koert, Figure 7.4.
Conversations with Peter Albers, Alain Chenciner, Jacques Fejoz, Pablo Iglesias, Bernd Kawohl, Otto van Koert, Markus Kunze, Janko Latschev, Rafael
Ortega, Patrick PopescuPampu, Thomas Rot, Felix Schlenk, Karl Friedrich
Siburg, Guido Sweers and Kai Zehmisch have left distinct traces in this book.
I thank them all for making this a better text.
Cologne, November 2015
Hansjorg Geiges
1
The central force problem
(CFP)
All equations with individual labels are listed in the Index under equations.
r = v
v = f (r) .
(CFP )
Any C 2 solution t r(t) of (CFP) gives rise to a C 1 solution t r(t), r (t)
of (CFP ). Conversely, the rst component of a C 1 solution t r(t), v(t) of
(CFP ) is a solution of (CFP); notice that the equations (CFP ) imply that this
rst component is actually of class C 2 .
The advantage of the formulation (CFP ) is that we can think of solutions as
integral curves of the vector eld X on (R3 \ {0}) R3 dened by
X(r, v) = (v, f (r) r/r).
This point of view will become relevant in Sections 3.1 and 6.2, for instance.
A rst step towards understanding a system of dierential equations is to
ask whether there are any preserved quantities. In the physical context considered here, these will be referred to as constants of motion. By this we mean
functions of r and v that are constant along integral curves of (CFP ). In this
chapter we shall meet two such constants of motion: the angular momentum
and, in the centrally symmetric case, the total energy.
0
r(t)
r (t)
Figure 1.1 The angular momentum c.
This proves the rst statement. Moreover, we have c, r = 0 by the denition
of c. This settles the case c 0, see Figure 1.1.
In order to deal with the case c = 0, we rst derive a general identity in
vector analysis. Consider a C 1 map u : I R3 \ {0}. Then
u, u
u, u
d
=
,
u, u =
u =
dt
u
u, u
hence
uu = u, u.
Then
u uu, u
uu uu,
d u
uu
=
.
=
2
3
dt u
u
u
With the Gramann identity
(a b) c = a, c b b, c a
for vectors a, b, c R3 (see Exercise 1.2), we obtain
u
d u
(u u)
.
=
dt u
u3
Specialising to u = r, we get
d r
c r
= 3 .
dt r
r
(1.1)
(1.2)
Hence, for c = 0 the vector r/r is constant, and r(t) = r(t) r(t)/r(t) is always
a positive multiple of this constant vector.
Given a solution to (CFP), we may choose our coordinate system in such a
way that the motion takes place in the xyplane. Therefore, for the remainder
of this section, we restrict our attention to planar curves
: I R2 \ {0}.
4
We write
R2 \ {0}
R+ R
(r, )
(r cos , r sin ).
will be .
The upshot is that a planar C k curve can be written in polar coordinates
with C k functions r and . Of course, r is uniquely determined by r = ; the
function is uniquely determined up to adding an integer multiple of 2 by an
appropriate choice (t0 ) at some t0 I, and the requirement that at least be
continuous.
In Exercise 1.4 you are asked to arrive at the same conclusion by an argument that does not involve any topological reasoning, but only the Picard
Lindelof theorem.
Proposition 1.5 Let
= r (cos , sin ) : [t0 , t1 ] R2 \ {0}
be a C 1 curve with angular velocity > 0 on [t0 , t1 ] and (t1 ) (t0 ) < 2.
Then the area of
D := s(t) : t [t0 , t1 ], s [0, 1]
1
2
t1
dt.
r2 (t) (t)
t0
(t)
r(t)
0
r (t) = r cos r sin , r sin + r cos , 0 .
(N)
(Nc )
1 2
mv (t) + V(r(t))
2
is constant.
Proof With v2 = r, r we see that
dE
= mr, r + grad V(r), r = mr + grad V(r), r = 0.
dt
Remark 1.9 The kinetic energy mv2 /2 is the work required to accelerate a
body of mass m from rest to velocity v. Indeed, if we accelerate the body along
Exercises
a path during the time interval [0, T ] from rest to the nal velocity v(T ), the
work done is
T
T
ds
1
m a,
mv, v dt = mv(T )2 .
dt =
F, ds =
dt
2
0
0
Example 1.10 The force eld describing the centrally symmetric central
force problem is conservative. In order to see this, notice that in the centrally
symmetric case the function f in (CFP) depends only on r rather than r, i.e.
we have
r
F = m f (r) .
r
I claim that the potential of this force eld is given by the centrally symmetric
function
r
V(r) := m
f () d.
r0
Indeed, we compute
r
grad V(r) = V (r) grad r = m f (r) .
r
Remark 1.11 In the Newtonian case, with f (r) = /r2 , the usual normalisation convention is to take r0 = , i.e.
r
m
V(r) = m
d = .
2
r
Exercises
1.1
1.2
1.3
1.4
Exercises
1.5
( 2 (t), 1 (t))
.
(t)
to the vector eld v(x, y) = (x, y) in order to derive the area formula
from Proposition 1.5. What is the contribution of the line segments
in D to the boundary integral?
1.6
1.7
In this exercise we wish to derive a special case of Keplers third law, see
Theorem 3.7. Let a R+ and R. Show that
r(t) := a (cos t, sin t)
1.8
2
Conic sections
As we shall see in the next chapter, when we specialise in the central force
problem to the Newtonian law of gravitational attraction, the solution curve
will be an ellipse, a parabola, or a hyperbola. In the present chapter I give a
bare bones introduction to the theory of these planar curves.
2.1 Ellipses
We take the following gardeners construction as the denition of an ellipse,
see Figure 2.1, and then derive ve other equivalent characterisations. The
distance between two points P, Q R2 will be denoted by PQ.
Denition 2.1 Let F1 , F2 be two points in R2 (possibly F1 = F2 ), and choose
a real number a > 12 F1 F2 . The ellipse with foci F1 , F2 and semimajor axis
a is the set
E := P R2 : PF1  + PF2  = 2a .
If you wish to lay out an elliptic ower bed in your garden, proceed as
follows. Drive pegs into the ground at F1 and F2 , take a piece of string of
length greater than F1 F2 , tie one end each to the pegs, and draw an ellipse
by moving a marker P around the two pegs while keeping the string stretched
tight with the marker.
The midpoint Z of the two foci is called the centre of the ellipse. If F1 =
F2 = Z, then E is a circle of radius a about Z. If F1 F2 , let P1 be the point on
10
11
2.1 Ellipses
P
E
F1
P1
F2
E lying on the line through the foci on the side of F1 , as shown in Figure 2.1.
Set di = Fi P1 , i = 1, 2. Then
ZP1  =
d2 d1
d1 + d2
+ d1 =
= a.
2
2
(2.1)
where e := A/2a.
Observe that we must have 2a > A, hence 0 e < 1. This number e is
called the eccentricity of the ellipse. The vector e will be referred to as the
eccentricity vector.
Proof of Proposition 2.2
Because of
A r r A > r 2a,
the equation A r = r 2a cannot be satised, so the above equation is
equivalent to the one obtained by squaring:
A r2 = (2a r)2 .
12
Conic sections
We compute further:
A2 + r2 2A, r = 4a2 + r2 4ar
r A/2a, r = a A2 /4a
r + e, r = a(1 e2 ).
r
f
A
We now rewrite this equation in polar coordinates. Let f = f (r) be the angle
between e and r, see Figure 2.2.1 We then immediately obtain the following
corollary from Proposition 2.2.
Corollary 2.3 In polar coordinates (r, f ) relative to the axis dened by the
eccentricity vector e, the equation
r=
a(1 e2 )
1 + e cos f
describes the ellipse with one focus at the origin and semimajor axis a.
The slightly unusual notation f for an angle is due to historical conventions. No confusion
should arise with the use of f to describe a general central force eld in Chapter 1.
13
2.1 Ellipses
with respect to the two foci; this distance is called the semiminor axis. From
the rightangled triangle in Figure 2.3 we read o
b = a 1 e2 .
rmin
ea
(2.2)
is the ellipse with one focus at F, eccentricity vector e equal to the vector
orthogonal to of length e, pointing from F towards , and semimajor axis
e dist(F, )
.
1 e2
The line is called the directrix of this ellipse, see Figure 2.4.
a=
Proof We may assume that F lies at the origin. Then PF = r. Condition
(2.2) implies that P and F have to lie on the same side of . Hence
dist(P, ) = dist(F, ) e/e, r
1
= a(1 e2 ) e, r .
e
So (2.2) translates directly into (2.1).
Conversely, let E be the ellipse given by (2.1). Dene to be the line orthogonal to e at distance a(1 e2 )/e from F = 0 in the direction of e. Observe
14
Conic sections
from (2.1) that the point P0 on E farthest from F in the direction of e (i.e. with
e, r maximal) is actually the point closest to F (i.e. with r minimal), see also
Figures 2.2 and 2.3. Hence
FP0  = rmin = a(1 e) < a(1 e)
1 + e a(1 e2 )
=
= dist(F, ).
e
e
This means that all points on E lie on the same side of as F. Then the same
computation as above shows that (2.1) translates into (2.2).
Proposition 2.5 Let E be an ellipse with semimajor axis a and eccentricity e.
Up to an isometry, we may assume that E is centred at the origin, and the foci
are
F1 = (ea, 0) and F2 = (ea, 0).
Then
x2 y2
E = (x, y) R2 : 2 + 2 = 1 ,
a
b
where b = a 1 e2 .
Proof For e = 0 the statement is clear. For 0 < e < 1, the preceding proposition says that E can equivalently be described by (2.2), where F = F2 = (ea, 0)
and is the vertical line given by
x = ea +
a(1 e2 ) a
= .
e
e
2.2 Hyperbolas
15
2.2 Hyperbolas
As the denition of hyperbolas we take the following analogue of the gardeners construction, see Figure 2.5.
Denition 2.6 Let F1 , F2 be two points in R2 , and let a R+ be a real number
with 2a < F1 F2 . The hyperbola with foci F1 , F2 and real semiaxis a is the
set
H := P R2 : PF2  PF1  = 2a .
Take a rod of length L and a piece of string of length l with L l = 2a.
Regard F2 as a pivot about which the rod turns. Tie one end of the string to
the free end Q of the rod, and the other end to F1 . Pull the string tight along
the rod, so that it lies straight along the rod from Q to some point P, and then
forms a straight line from P to F1 . We then have
PF2  PF1  = QF2  QP PF1  = L l = 2a.
In this way we obtain one of the two branches H of the hyperbola.2
Here is the analogue of Proposition 2.2.
Proposition 2.7
by the equation
(2.3)
where e := A/2a.
As before, we speak of the eccentricity vector e and the eccentricity e.
Notice that for hyperbolas we have e > 1.
2
More precisely, we obtain those points P on the hyperbola that, in addition, satisfy PF1  l
or, equivalently, PF2  L.
16
Conic sections
Q
P
F1
F2
H+
We consider the case of a plus sign on the righthand side. Because of r + 2a >
0, the equation is then equivalent to
A r2 = (r + 2a)2 .
We compute further:
A2 + r2 2A, r = r2 + 4a2 + 4ar
r + A/2a, r = A2 /4a a
r + e, r = a(e2 1).
The case of a minus sign on the righthand side is analogous, see Exercise 2.3.
Denition 2.8 The part of the hyperbola described by (2.3) with plus signs,
i.e. those points closer to 0 than to A, will be called the principal branch of
the hyperbola with respect to the focus 0; see Figure 2.6.
For attractive Newtonian forces with centre at 0, only this principal branch
will be relevant. The secondary branch would describe orbits in a repelling
force eld centred at 0.
The following analogue of Corollary 2.3 is immediately apparent.
17
2.2 Hyperbolas
r
f
0 e
H+
Corollary 2.9 In polar coordinates (r, f ) relative to the axis dened by the
eccentricity vector e, the equation for the principal branch relative to the focus
0 and real semiaxis a is
r=
a(e2 1)
.
1 + e cos f
From the description in terms of polar coordinates we see that for points on
the principal branch, the distance r reaches its minimal value
rmin =
a(e2 1)
= a(e 1)
1+e
for f = 0.
Here is the description of the principal branch of a hyperbola in terms of a
directrix, analogous to Proposition 2.4. The proof is left as an exercise.
Proposition 2.10 Let be a line in R2 and F R2 a point not on . Choose
a real number e > 1. Then the set of points satisfying
PF = e dist(P, )
(2.4)
is the hyperbola with one focus at F, eccentricity vector e equal to the vector
18
Conic sections
1/e
Figure 2.7 The range of the angle f .
2.3 Parabolas
The description of ellipses and hyperbolas in terms of a directrix obviously
leaves open the case with eccentricity e = 1. In this case, that description can
also be seen as a gardeners construction, see Figure 2.8.
Denition 2.11 Let be a line in R2 and F R2 a point not on . The
parabola with focus F and directrix is the set
P := P R2 : PF = dist(P, ) .
The following analogue of Propositions 2.2 and 2.7 is proved in Figure 2.9.
Proposition 2.12 The parabola with focus 0 and directrix at distance d
from 0 is given by the equation
r + e, r = d,
where e is the unit vector orthogonal to , directed from 0 to .
19
2.3 Parabolas
P
F
Figure 2.8 The gardeners construction of a parabola.
e
d e, r
e, r
d
,
1 + cos f
20
Conic sections
The next proposition is the analogue of Proposition 2.5 and Exercise 2.5.
(x, y, z) R3 : z = y + c ,
,
+ : xR .
P = x,
2c 2 2c 2
By a translation (x, y, z) (x, y + c/2, z c/2), followed by a rotation about
the xaxis, we can map P isometrically to the parabola
(x, x2 / 2c, 0) : x R .
2.4 Summary
Here is a unied description of the three types of conic sections.
Corollary 2.16 Let be a line in R2 and F R2 a point not on . Let e be a
positive real number and e the vector of length e pointing orthogonally from F
to . Then the set of points P R2 on the same side of as F, satisfying
PF = e dist(P, ),
is an ellipse for 0 < e < 1, a parabola for e = 1, and the principal branch of a
hyperbola for e > 1, each with one focus at F. The equation
r=
e dist(F, )
1 + e cos f
Exercises
21
Exercises
2.1
2.2
2.3
where c, m are real numbers with c > 0 and 0 m < 1. Show that there
is an isometry E R2 {0} R3 that sends E to an ellipse in standard
form {x2 /a2 + y2 /b2 = 1}. Determine the semiaxes a and b explicitly.
Verify directly that the characterisations of ellipses via the gardeners
construction and in terms of a quadratic equation as in Proposition 2.5
are equivalent.
Verify the second case in Proposition 2.7: the equation
A r r = 2a
is equivalent to
r e, r = a(e2 1).
2.4
2.5
x2 y2
2
H := (x, y) R : 2 2 = 1 .
a
b
Let F1 be the point (ae, 0) R2 and F2 the point (ae, 0). Show that
H = P R2 : F1 P F2 P = 2a ,
i.e. H is a hyperbola.
22
2.6
2.7
Conic sections
(b) Compute the distance of a point (x, y) H (R+ R+ ) from the line
{y = bx/a}. Show that this distance goes to zero for x , and
that H (R+ R+ ) lies on one side of that line. The line is called an
asymptote of the hyperbola.
What is the hyperbolic analogue of the statements in Exercise 2.1 and
Proposition 2.15?
We consider the principal branch H + of a hyperbola in the xyplane as
in Figure 2.6, where the cartesian coordinates are chosen in such a way
that the corresponding focus lies at the origin and the eccentricity vector
e points in the positive xdirection. Let a be the real semiaxis of the
hyperbola. Show the following.
(a) H + is described by the equation
x2 + y2 + ex = a(e2 1).
(b) This equation is equivalent to
y2
= a2 , x ea a.
e2 1
(c) A parametrisation of H + is given by
u a e cosh u, e2 1 sinh u , u R.
(x ea)2
3
The Kepler problem
Mr. Hooke sent, in his next letter [to Isaac Newton], the whole of his
Hypothesis, scil. that the gravitation was reciprocall to the square
of the distance: which is the whole coelastiall theory, concerning
which Mr. Newton haz made a demonstration, not at all owning
he receivd the rst Intimation of it from Mr. Hooke. [...] This is
the greatest Discovery in Nature that ever was since the Worlds
Creation. It never was so much as hinted by any man before. I wish
he had writt plainer, and aorded a little more paper.
John Aubrey, Brief Lives
r
,
r2 r
(K)
24
d
= c r = (c r ),
dt
r
dt
since c is constant by Proposition 1.3. Integrating this equation, we get
r
+ e = c r ,
(3.1)
r
where we have written the constant of integration as e.
For c = 0 we have e = r/r, i.e. the vector e is a unit vector along the line
through 0 on which the motion takes place.1
For c 0, taking the inner product of (3.1) with c (and observing that
c, r = 0) yields c, e = 0, i.e. the vector e lies in the plane of motion.
Now, taking the inner product of (3.1) with r, we nd
(r + e, r) = c r , r
= c, r r
= c2 ,
where we have used the identity
a b, c = a, b c
(3.2)
(3.3)
25
(3.4)
(3) The computation leading to (3.1) shows that for any solution r of (K),
the vector r c/ r/r is a constant of motion, and by (3.3) it equals the
eccentricity vector. In the physics literature this constant of motion is usually
called the LaplaceRungeLenz vector.
Corollary 3.3 The solutions of (K) with c 0 are dened for all t R, and
the whole conic section is traversed in one direction innitely often in the
elliptic case as t goes from to +.
We regard (K) as a system of rst order:
r = v
v = 2 .
r r
By the PicardLindelof theorem, the initial value problem
r(0) = r0
v(0) = v0
Proof
(K )
has a unique solution, which is dened on a maximal interval (, ) containing 0. We want to show that = ; the proof that = is analogous.
There are two reasons why we might have < .
(i) There is a sequence t with r(t ) 0, i.e. the solution approaches
the boundary of the domain of denition R3 \ {0} R3 of the righthand
side of (K ).
(ii) There is a sequence t with r(t ) + v(t ) , i.e. the solution
blows up in nite time.
That these are indeed the only potential reasons for < is a standard fact in
the theory of dierential equations, but for the sake of completeness I include
the argument. Arguing by contradiction, we suppose that < , but neither
(i) nor (ii) occurs. This implies that for t the pair (r(t), v(t)) stays inside
a compact region where the righthand side of (K ) satises a global Lipschitz
condition in (r, v). Moreover, there is a sequence t such that (r(t ), v(t ))
converges to a limit point (r , v ) R3 \ {0} R3 . Again by PicardLindelof,
there is a neighbourhood U of (r , v ) and a constant > 0 such that solutions
of (K ) starting in U are dened on the interval (, ). Taking as our initial
value (r(t ), v(t )) with suciently large, so that the initial value lies in U
26
and t < /2, say, we can continue the solution beyond t = , which is a
contradiction.
Thus, it remains to show that neither (i) nor (ii) can occur. By Theorem 3.1
and the results in Chapter 2 we know that the polar coordinates (r(t), f (t)) of
r(t) with respect to the centre 0 and axis e are related by
r=
c2 /
.
1 + e cos f
This implies
c2 /
,
1+e
which excludes possibility (i). With (K) we infer
r
r
3 (1 + e)2
.
c4
Then, from
r (t) = r (0) +
r (s) ds
0
we deduce, for t 0,
r(t) r(0) +
r(s) ds
0
3
(1 + e)2
t.
c4
If < , then r(t) stays bounded in forward time. By repeating this integration argument, we nd that r(t) likewise has an upper bound for 0 t <
< . This precludes possibility (ii). So the solution of (K) is dened for all
t R.
In the proof of Keplers second law (Theorem 1.6) we saw that c = r2 f. In
the elliptic case (e < 1) we have r rmax = a(1 + e), see page 12, hence
c
c
f = 2 2
.
(3.5)
r
a (1 + e)2
r(0) +
This shows that the ellipse is traversed innitely often with angular velocity f
bounded from below.
For e 1 we have
2
c
f = 2 = 3 (1 + e cos f )2 > 0,
r
c
so f is monotone in t and must converge to a limit for t . If this limit were
smaller than arccos(1/e), then f would be bounded from below by a positive
27
trajectory
<1
=1
>1
<0
=0
>0
ellipse
parabola
hyperbola
1 2
v (t)
2
r(t)
(3.6)
is constant.
Proposition 3.4
(3.7)
r
+ e = c r .
r
Since c is orthogonal to r , we have c r  = cr = cv. Thus, taking the norm
square on both sides of (3.1), we get
2 1 + e2 + 2r/r, e = c2 v2 .
Proof
2
2
1 + e + 2 2 = c2 2h + 2 ,
r
r
from which equation (3.7) follows by collecting terms.
28
for c 0, h 0.
2h
(3.8)
f
r
Then the angle (t) from the positive xaxis to r(t) is given by (t) = + f (t),
2
29
so that
r(t) = r(t) (cos (t), sin (t), 0)
with
r(t) =
a(1 e2 )
.
1 + e cos((t) )
= c = r2 (0)(0)
r2 (p)(p)
we deduce (p)
= (0).
Hence, again from the equations for r and r, we nd
r (p) = r (0). The uniqueness statement in the PicardLindelof theorem, applied
to the system (K ) of two equations of rst order, tells us that r(t + p) = r(t)
for all t R, see Exercise 1.1.
Let p R+ be any other period of r. Since > 0, this implies (p ) =
(0) + 2n for some n N, and the period p, corresponding to n = 1, must be
the smallest of these positive periods.
Theorem 3.7 (Keplers third law) For elliptic solutions of the Kepler problem, the relation between semimajor axis a and minimal period p is given
by
p2 42
.
=
a3
(3.9)
30
that is,
A = 2b
a
a
1
x2
dx.
a2
Comparing these two expressions for A, we nd pc = 2a2 1 e2 . By squaring this equation, and with the help of (3.4), we easily deduce (3.9).
Exercises
31
In a scholium Newton adds: The case of corol. 6 holds for the heavenly bodies (as our compatriots Wren, Hooke and Halley have also found out independently). One may well, as John Aubrey did, sympathise with Hooke, who
felt that this statement did not properly acknowledge his role in the discovery
of the inverse square law. The letter alluded to by Aubrey is Hookes letter
to Newton of 6 January 1680. For further information on the correspondence
between Hooke and Newton and rival claims to priority concerning the inverse
square law see (Koyre, 1952).
Exercises
3.1
3.2
Show that the scalar product a b, c equals the oriented volume of the
parallelepiped spanned by the vectors a, b, c R3 . Use this to prove
identity (3.2).
(a) Let r be a solution of the Kepler problem (K). By the conservation
of angular momentum this is a planar curve, so we may write r =
r(cos , sin ). Show that
r2 r
3.3
c2
= ,
r
(3.10)
where c = r2 .
(b) Show that, conversely, a C 2 curve t r(t) cos (t), sin (t) with
c := r2 constant is a solution of (K) if it satises (3.10).
(c) Consider a C 2 curve t r(t) cos (t), sin (t) with c := r2 a positive constant. Then r may be regarded as a function of . Show
that
c2 /
r() :=
1 + e cos
denes a solution of (K); see Exercise 1.6. In particular, this proves
the converse to Keplers rst law: if motions in a central force eld
obey Keplers rst law, then the force must be proportional to r2 .
Let r be a solution of (K) with c = r2 0. Set = 1/r.
(a) Show that r = c and r = c2 2 , where the prime denotes
derivative with respect to .
(b) Conclude that satises the dierential equation
+ = 2 .
c
(c) Deduce, once again, Keplers rst law by nding the solution to this
simple inhomogeneous linear dierential equation.
32
3.4
c2
r
+ 3.
3
r
r
= 3 + 3 ,
r (t) r (t)
whereas x and y are solutions of the corresponding homogeneous linear
dierential equation
= 3 .
r (t)
Observe that = c2 / is likewise a solution of the inhomogeneous equation.
Let us now assume c 0, even though the following argument can be
adapted to the case c = 0.
(a) Use standard results from the theory of linear dierential equations
to argue that there must be real constants , such that
r(t) =
c2
+ x(t) + y(t).
(x, y, r) R3 : r = c2 / + x + y .
(b) The solution curve t (x(t), y(t)) of (K) then satises the equation
c2
+ x + y.
(3.11)
x2 + y2 =
Exercises
33
Set e := 2 + 2 , and let F be the origin (0, 0) in the xyplane. If
e = 0, equation (3.11) clearly describes a circle centred at F.
If e 0, let be the line
:= (x, y) R2 : c2 / + x + y = 0 .
Convince yourself that equation (3.11) can then be read as
PF = e dist(P, ),
which by Corollary 2.16 describes a conic section with one focus at
the origin F.
3.5
3.6
3.7
34
n
r
T
v
A
0
E
(b)
(c)
(d)
(e)
(f)
3.8
s r, n = (1 + /hr)c2 .
n2 = c2 v2 = 2c2 (h + /r).
A = r/hr + n/h.
= 0, i.e. the point A is independent of t.
A
E is the ellipse with foci 0 and A, and semimajor axis a = /2h.
In this exercise we consider light rays in the plane and their reection in
a mirror described by a smooth curve M.
(a) Let M be a straight line in the plane and A, B two points in the plane
on the same side of M. Show that the shortest path from A to B via
a point P M is the one made up of two line segments AP and PB
that make the same angle with M.
Hint: What is the shortest path in the plane from A to the point B
obtained by reecting B in M?
(b) Let A, B be two points in the plane, and consider the function P
f (P) := AP + PB, P R2 \ {A, B}. Use Exercise 1.8 to show that
grad f (P) equals the sum of the unit vector in the direction from A
to P and the unit vector in the direction from B to P.
(c) Deduce with the Lagrange multiplier theorem that the critical points
of f subject to the constraint P M, where M is any smooth curve
in the plane, are the ones where AP and PB make the same angle
with the tangent to M at P.
Exercises
3.9
35
4
The dynamics of the Kepler problem
Newtonian, adj. Pertaining to a philosophy of the universe, invented by Newton, who discovered that an apple
will fall to the ground, but was unable to say why. His successors and disciples have advanced so far as to be able to
say when.
Ambrose Bierce, The Devils Dictionary
In Chapter 3 we solved the Kepler problem to the extent that we were able to
determine the geometric trajectory of a body moving in a gravitational eld.
However, as yet we do not know the position of the body as a function of
time. In this chapter we show that the trajectory can be parametrised by a
suitable angular variable, the socalled eccentric anomaly, which can be given
at least implicitly as a function of time. In the elliptic and hyperbolic case, this
socalled Kepler equation is transcendental and cannot be solved explicitly in
terms of elementary functions.
In Section 4.1 we derive Keplers equation in the elliptic case. The analogous hyperbolic case is relegated to the exercises. In Section 4.2 I present
Newtons original solution of Keplers equation (in the elliptic case) by means
of a geometric construction involving a cycloid.
In the parabolic case, the relevant equation is cubic. I take this as an excuse
to make a small detour, in Section 4.3, to the algebra of cubic equations and
their explicit solution by radicals. This relies on an elementary decomposition
of the cube, very much analogous to the solution of quadratic equations by
quadratic extension.
36
37
u
Z
f
0
P0
We disregard the trivial circular case e = 0. The case h < 0 and c = 0 is discussed in
Exercise 4.7.
The notation u for the eccentric anomaly is due to historical conventions.
38
The notion of pericentre is dened analogously for hyperbolas and parabolas. Thinking dynamically, if a curve r traces out a conic section with one focus
at 0, a pericentre passage is any moment t0 where r(t0 ) lies at the pericentre,
i.e. where r(t0 ) = rmin .
Lemma 4.2 In a cartesian coordinate system with origin at one of the foci
of the ellipse E, and the positive xdirection determined by the eccentricity
vector e, the point P E with eccentric anomaly u has the coordinates
c0
h<0
semimajor axis a
if and only if
r(t) = a cos u(t) e, 1 e2 sin u(t) ,
2
(t t0 ).
p
(4.1)
r(t) = a cos u(t) e, 1 e2 sin u(t) ,
39
r = a u sin u, 1 e2 u cos u .
If we regard r and r as vectors in R2 R2 {0} R3 , then c = r r = (0, 0, c)
with
c = a2 1 e2 u (cos u e) cos u + sin2 u
= a2 1 e2 u (1 e cos u).
From (3.4) we have c = a(1 e2 ), hence
1
u = 3/2
.
(4.2)
1 e cos u
a
In particular, we have
1
> 0,
u 3/2
1+e
a
which implies that u : R R is a dieomorphism.3 So there is a unique t0 R
such that u(t0 ) = 0, corresponding to the pericentre r(t0 ) = (a(1 e), 0).
Rewrite (4.2) as
u (1 e cos u) = 3/2 .
a
Integrating this equation gives
2 e sin 2 = 3/2 p,
a
from which we recover Keplers third law p2 /a3 = 42 /. The Kepler equation
follows. Observe that
d
(u e sin u) = 1 e cos u > 0,
du
so, by the inverse function theorem, the Kepler equation does indeed determine
a unique (and smooth) function u. A direct computation shows that the solution
u of the Kepler equation gives rise to a solution r of the Kepler problem, see
Exercise 4.1.
For the corresponding statement in the hyperbolic case, see Exercise 4.3.
The parabolic case will be treated in Section 4.3.
3
40
C
C
E
Z
u
F
P0
x
Figure 4.2 Newtons solution of the Kepler equation using a curtate cycloid.
a
a
u a sin u, a cos u ,
u (x, y) =
e
e
where u R is the angle through which the rolling disc has rotated.
Proof When the disc of radius a/e has rotated through an angle u, its centre
lies at the point (ua/e, a/e). Given our choice of coordinates, the position of
the point on C tracing out the cycloid, relative to the centre of the disc, is
described by the vector a(sin u, cos u).
4
By the computation in the proof of Proposition 2.5, the xaxis is the directrix of E.
41
(4.3)
In other words, we take the distance along the xaxis whose ratio to the circumference of C equals the ratio between the time t t0 elapsed since a pericentre
passage and the period p of the elliptic motion. Observe that
dx a
= a cos u > 0,
du e
so there is indeed a unique such point Q.
The horizontal line through Q intersects E at just a single point P = P(t)
if t t0 is an integer multiple of p/2 (corresponding to u being an integer
multiple of ), and at two points otherwise. We take the intersection point to
the right or to the left of the yaxis if (t t0 )/p minus its integer part lies in the
open interval (0, 1/2) or (1/2, 1), respectively, i.e. we think of the ellipse as being
traversed counterclockwise.
Proposition 4.6 In the Keplerian motion along E, the point P = P(t) is the
position of the body at time t.
Proof Our construction produces a point P(t) E with eccentric anomaly
u(t). Comparing our choice (4.3) of xcoordinate for Q with the parametrisation of the curtate cycloid in Lemma 4.2, we nd
a t t0
a
u(t) a sin u(t) = 2
,
e
e
p
which after dividing by a/e is the Kepler equation.
42
in R2 such that the unit vector e points in the positive xdirection. Then equation (3.3) becomes
c2
x2 + y2 = x + .
Since x2 + y2 x 0 (and c2 / > 0), the equation
c2
x2 + y2 = x
does not have any solutions, so the previous equation is equivalent to the one
obtained by squaring:
y2 =
c4 2c2
x.
c
1 c
u2 , u , u R.
u
2
c0
h=0
if and only if
r(t) =
2
c
1 c
u2 (t) , u(t) ,
2
u (t) +
u(t) = (t t0 ).
6
2
Proof Let r be a solution of (K) with the given orbit data. According to the
discussion preceding the proposition, r can be written as
2
c
1 c
u2 (t) , u(t) ,
r(t) =
2
43
r = (uu, cu/ ).
Again we regard r and r as vectors in R2 R2 {0} R3 . Then r r = (0, 0, c)
with
2
c
c
c
2
u + u2 u
c = u
2
2
c
c
= u u2 +
,
2
which is equivalent to
1 2 c2
u u +
u = .
2
2
We see that u > 0 (which is consistent with positive traversal), and from Corollary 3.3 we know that u : R R is actually a dieomorphism. So there is a
unique t0 R with u(t0 ) = 0. Thus, by integration we obtain
1 3 c2
u +
u = (t t0 ).
6
2
For the converse statement in the proposition see Exercise 4.4.
The following proposition shows that the real solution of the cubic equation
in the preceding proposition can be written down explicitly in terms of radicals.
Proposition 4.8
a=
Proof
p
a,
a
q
+
2
q2
+ p3 .
4
44
x+a = A
aA = p
a3 A3 = q.
Multiplying the third equation by a3 and substituting aA = p yields
a6 qa3 p3 = 0.
This is a quadratic equation in a3 , which has the solutions
q2
q
3
+ p3 .
a =
2
4
Since p > 0, the positive real solution a of this last equation is as stated in the
proposition, and the claimed expression of a real solution x follows. Since, for
p > 0, the cubic polynomial is strictly monotone in x, this is the unique real
solution.
Remark 4.9 Computing over the complex numbers (with arbitrary p, q
C), one nds six complex solutions a (counted with multiplicities) of the last
45
equation in the above proof. Pairwise they yield the same solution x, so there
are indeed three solutions of the cubic equation over C, see Exercise 4.5.
46
Exercises
4.1
In this exercise you will be asked to verify that solutions of the Kepler
equation do indeed give rise to a solution of the Kepler problem in the
elliptic case, see Proposition 4.3.
(a) Let a, > 0, 0 e < 1 and t0 R be given. Let u : R R be the
dieomorphism determined by the Kepler equation (4.1), with p as
in (3.9). Show that
2
,
(1) u =
p(1 e cos u)
42
e sin u
(2) u = 2
.
p
(1 e cos u)3
(b) Set
r(t) := a cos u(t) e, 1 e2 sin u(t) .
Show that r = a(1 e cos u) and verify that r is a solution of the
Kepler problem (K).
4.2
a(1 e2 )
,
1 + e cos f
see the foregoing exercise, show that the true anomaly f and the eccentric anomaly u are related by
u
1+e
f
tan =
tan .
2
1e
2
4.3
In this exercise we prove the analogue of Proposition 4.3 in the hyperbolic case. Let r : R R2 \ {0} be a solution of the Kepler problem (K)
with
c0
h>0
real semiaxis a
r(t) = a e cosh u(t), e2 1 sinh u(t) .
47
Exercises
We call u the eccentric anomaly in the hyperbolic case.
(a) Compute r.
(b) Show that u satises the Kepler equation
e sinh u(t) u(t) =
2
(t t0 ).
p
4.5
4.6
4.7
48
(a)
(b)
(c)
(d)
You will notice that one does not have to appeal to the dierential equation for r, but merely to the equation coming from conservation of energy.
Statement (c) implies that in the case c = 0, too, the parameter u can
be dened as an (improper) integral
t
d
u(t) =
a 0 r()
as in the preceding exercise.
So in the limit e 1 (for given energy h < 0) we do indeed obtain
the solution for c = 0. It is now sensible to allow u to vary over all of R
even in this case c = 0. This corresponds to the particle being reected
at the central body in a collision.5 We then obtain a family of solutions
of the Kepler problem depending continuously on c (resp. e), with c = 0
(resp. e = 1) included.
5
This extension of collision solutions to solutions dened for all times is known as
regularisation. See also Chapter 8.
Exercises
4.8
4.9
49
Carry out a similar analysis as in the preceding exercise for the case of
positive energy.
Let t r(t) R+ be the unique solution of the onedimensional Kepler
problem r = /r2 with r(0) = r0 , positive initial velocity r(0) and zero
energy, i.e.
1 2
r = 0.
2
r
Show by integration of this energy equation that the solution is given
explicitly as
2/3
3/2
r(t) = 3
t + r0
,
2
dened on the appropriate interval (t0 , ) where the expression in parentheses is positive.
Alternatively, derive this solution by taking the limit c 0 in Proposition 4.7.
4.10 The Kepler problem is of order 6, being described by a secondorder differential equation r = r/r3 in three spatial variables. In other words, a
solution is uniquely determined by six parameters, for instance the initial
values r(0) and r (0). In the astronomy of the solar system, traditionally
the six parameters or orbital elements described presently are used to
determine an orbit.
Fix a coordinate system with the Sun S at the origin. The particular
choice of the corresponding orthonormal basis e1 , e2 , e3 for R3 is irrelevant; in the astronomical practice one chooses e1 and e2 to span the
orbital plane of the Earth, the socalled ecliptic, such that the orbit of the
Earth is positively oriented in that plane. The vector e3 is then chosen
to form a righthanded basis with e1 and e2 . The vector e1 is chosen to
point in the direction of the vernal equinox, i.e. the point on the celestial
sphere where the Sun is located at the beginning of spring.
Show that the orbit of any other planet, provided it does not lie entirely
in the ecliptic, can be determined uniquely (as a parametrised curve) by
the following parameters.
(a) The inclination, i.e. the angle i between e3 and the normal vector
n to the orbital plane, where n is chosen to point in the direction of
the angular momentum of the planet.
(b) The longitude of the ascending node, i.e. the angle between
e1 and the direction from S to the intersection A of the planetary
orbit with the ecliptic, where the planet passes upward through the
ecliptic.
50
5
The twobody problem
We now study the motion of two bodies under mutual gravitational inuence.
We shall see that the corresponding system of dierential equations reduces in
two dierent ways to the Kepler problem.
Let m1 , m2 be the masses of the two bodies, and r1 , r2 their position vectors
relative to an arbitrary coordinate system. Then the equations for the twobody
problem are
r2 r1
,
r2 r1 3
r1 r2
.
m2 r 2 = Gm1 m2
r1 r2 3
m1 r 1 = Gm1 m2
(5.1)
(5.2)
52
r
,
r3
i.e. the Kepler problem with = G(m1 + m2 ). Once r is known, one nds
r1 from (5.1) by integration (with integration constants a, b as in the Galilean
relativity principle), and then r2 as r2 = r + r1 .
m1 r1 + m2 r2
.
m1 + m2
Notice that this point lies on the line segment joining r1 with r2 .
We compute, again with r := r2 r1 ,
m1
m2
r 1 +
r 2
m1 + m 2
m1 + m2
Gm1 m2 r
r
=
3
3
m1 + m 2 r
r
= 0.
r c =
m1 r 1 + m2 r 2 m1 r1 + m2 r2
=
rc = 0.
m1 + m 2
m1 + m 2
In other words, it suces to solve the twobody problem under the additional
53
Exercises
assumption that the centre of mass be xed at the origin:
m1 r1 + m2 r2 = 0.
(5.3)
(m1 /m2 + 1) r1
(m1 /m2 + 1)3 r13
Gm32
r1
3.
2
(m1 + m2 ) r1
Similarly, we have
r 2 =
Gm31
r2
3.
2
(m1 + m2 ) r2
Exercises
5.1
5.2
54
Gm1 m32
1
1
m1 v21
=: T 1 + V1
2
2
(m1 + m2 ) r1
E2 =
Gm2 m31
1
1
m2 v22
=: T 2 + V2 ,
2
2
(m1 + m2 ) r2
and
6
The nbody problem
Had the title not been already preempted, one might suggest
that the study of the Nbody problem is the worlds oldest
profession. If it isnt the oldest, then, most surely, it is the
second oldest.
Donald Saari (1990)
n
j=1
ji
Gmi m j
r j ri
, i = 1, . . . , n.
r j ri 3
(6.1)
with
i j := (x1 , . . . , xn ) R3n : xi = x j .
56
conservative system, so in particular we have conservation of energy. The homogeneity of the potential is used to show that equilibrium solutions do not
exist. In Section 6.2 we discuss under what conditions solutions of the nbody
problem exist in nite time only. In Section 6.3 we introduce the moment of inertia and prove the socalled LagrangeJacobi identity. In Section 6.4 we meet
two further constants of motion (besides the energy): the linear and the angular momentum. In Section 6.5 we prove Sundmans inequality relating energy,
angular momentum and moment of inertia, and use this to prove Sundmans
theorem on nbody systems that collapse to a single point.
Section 6.6 is concerned with socalled central congurations; these are nbody congurations that collapse homothetically to a point from a rest position.
We relate this to general homographic solutions, where the conguration stays
selfsimilar for all times. For three bodies, such homographic solutions form
the content of a famous theorem due to Lagrange, which we shall discuss in
the next chapter.
Gmi m j
.
r r j 
1i< jn i
The following lemma shows that the force eld on R3n \ describing the
nbody problem is conservative, cf. Section 1.2. I rst explain the notation. If
V = V(x, y, . . .) is a C 1 function of vector variables x = (x1 , x2 , x3 ), . . . , we set
V V V
V
=
,
,
,
x
x1 x2 x3
that is, V/x are the components of the gradient of V corresponding to x.
Lemma 6.2
n
r j ri
V
=
Gmi m j
.
3
ri
r
j ri 
j=1
ji
57
xk yk
x y =
x y, x y =
,
xk
xk
x y, x y
hence
xy
x y =
.
x
x y
x x y
x y2 x y
When we apply this to V, the claimed formula follows.
So the equations of the nbody problem can indeed be written as a conservative system:
V
mi r i = , i = 1, . . . , n.
ri
The kinetic energy of a solution (r1 , . . . , rn ) of the nbody problem is
1
mi v2i (t),
2 i=1
n
T (t) :=
is constant.
Proof
We compute
dE
=
mi ri , r i + grad V(r), r
dt
i=1
n
n
V
mi ri , r i +
, r i
=
ri
i=1
i=1
n
= 0,
so E is constant.
Notation 6.4 We write h for the constant total energy of a given solution r,
so that we have
h = T + V(r).
58
Is it possible to distribute n bodies in space in such a way that all the gravitational forces acting on each body cancel out, i.e. is there a constant or socalled
equilibrium solution of the nbody problem? The following proposition answers this question in the negative.
Proposition 6.5
tions.
Heuristically, this result is quite obvious. Given any conguration of n bodies, one can nd a 2plane through one of these bodies such that all other
bodies lie in one of the open halfspaces determined by this plane. The resulting force on the rst body would have a nonzero component pointing into that
halfspace.
The key to proving this result is a certain homogeneity property of the Newton potential. Here are the relevant denitions.
Denition 6.6 A subset Rd is called a cone if for any x and R+
the point x is likewise in .
Example 6.7 The subset R3n \ R3n is a cone.
Denition 6.8 A function f : R on a cone Rd is called positive
homogeneous of degree p R if
f (x) = p f (x) for all x and R+ .
Example 6.9 The Newton potential V is positive homogeneous of degree 1.
The following result is attributed to Euler.
Proposition 6.10 Let Rd be an open cone and f : R a C 1 function
that is positive homogeneous of degree p. Then
grad f (x), x = p f (x) for all x .
Proof For given x , consider the C 1 function
R+
R
f (x) = p f (x).
When we take the derivative with respect to of the two expressions of this
function, we obtain
grad f (x), x = p p1 f (x).
Setting = 1 we obtain the claimed formula.
59
(r1 , . . . , rn )
n
V
i=1
ri
(r
), ri
= 0,
r i = vi
i = 1, . . . , n,
1 V
1
(r) =: Fi (r)
v i =
mi ri
mi
where r = (r1 , . . . , rn ). The righthand side of this system denes a smooth
vector eld on (R3n \ ) R3n . By the PicardLindelof theorem, for given
r0 R3n \ and v0 R3n , the initial value problem
r(0) = r0
v(0) = v0
for that system has a unique solution, dened on a maximal time interval (, )
with < 0 < . We want to describe a condition under which
is nite; the situation > is analogous.
Proposition 6.12
< . Set
(t) = min ri (t) r j (t) : 1 i < j n , t (, ).
60
x(0) = x0
and hence
a = x(t1 ) x0 =
t1
0
t1
X(x(s)) ds Kt .
X(x(s)) ds
1
0
61
B
x0
x(t1 )
B := (r, v) R3n R3n : (r, v) x0  /4 .
62
= .
4 4 2
In particular, we have B .
Our aim now is to estimate the euclidean norm of the components of vi and
Fi /mi of the vector eld X from above by a quantity K depending only on h
and . Since the radius a of B was dened to be /4, the term := a/K
will then likewise depend on h and only, so that the present lemma will be a
consequence of Lemma 6.14.
The term Fi /mi can be estimated on B by
n
n
n
r j ri
Gm j
4G
m j.
Fi /mi  = Gm j
r j ri 3 j=1 r j ri 2
2 j=1
j=1
ji
ji
ji
+ vi (0),
4
so it remains only to estimate vi (0). From the energy equality
vi  vi vi (0) + vi (0)
1
mi v2i (0) + V(r(0))
2 i=1
n
h=
we have
vi (0)
!
2
h V(r(0))
mi
"
#
Gm j mk
2
h+
.
mi
1 j<kn
63
Remarks 6.17 (1) Strictly speaking, a physicist would call 2I the moment
of inertia. In the literature on the nbody problem, I is traditionally dened as
above. Some authors correctly refer to 2I as the moment of inertia; I follow
the slight abuse of language
$ common in the literature.
n
3n
2
(2) The expression
i=1 mi ri /2 denes a norm on R . So we can think
of I as the norm squared of the spatial component of t (r(t), v(t)), just as the
kinetic energy T may be thought of as the norm squared of the vcomponent.
Theorem 6.18 The moment of inertia and the energy of a solution r of the
nbody problem are related by the LagrangeJacobi identity
I = 2T + V(r) = 2h V(r) = T + h.
Proof
We compute
I =
n
mi ri , ri
i=1
and
I =
n
mi v2i +
i=1
= 2T
n
mi r i , ri
i=1
n
V
i=1
ri
, ri
= 2T + V(r),
see Proposition 6.10 or the proof of Proposition 6.5. The variants of the identity
follow from the denition of the total energy as h = T + V(r).
Example 6.19 Here is a simple application of this identity. I claim that if
r : (, ) R3n \ is a solution of the nbody problem with h > 0, then
limt I(t) = .
Indeed, we have I = 2h V(r) > 2h. Choose t0 > . The fundamental
theorem of calculus gives, for t t0 ,
> I(t
0 ) + 2h(t t0 )
I(t)
and
0 )(t t0 ) + h(t t0 )2 ,
I(t) > I(t0 ) + I(t
which implies the claim.
We may not conclude, however, that one of the ri (t) has to go to innity for
t . It might well happen that an ri and an r j oscillate in such a way that
ri2 + r2j .
64
n
mi ri r i .
i=1
Proof We compute
dc
=
mi r i r i + ri r i
dt
i=1
n
n
i=1
ri
n
j=1
ji
Gmi m j
r j ri
r j ri 3
Gmi m j
ri r j ,
r j ri 3
i ji
65
t
Sundmans theorem says that a total collapse can occur only if the system has
zero angular momentum. We rst need a couple of lemmata.
Lemma 6.23
Proof
$
From c = i mi ri r i we have
mi ri r i 
mi ri vi =
( mi ri )( mi vi ).
c
i
66
mi ri2
mi v2i
= 2I 2T .
c
i
Remark 6.25 A stronger version of this inequality will be proved in Exercise 6.9. The case of equality in either version of the inequality will be
discussed in Exercise 6.10.
Theorem 6.26 (Sundmans theorem on total collapse) If a total collapse occurs in an nbody system with centre of mass xed at the origin, then the angular momentum is zero.
Proof If a total collapse occurs at time , which is nite by Lemma 6.23,
as t .
then I(t) 0 and, as we saw in the proof of that lemma, I(t)
67
n
Gmi m j
j=1
ji
a j ai
, i = 1, . . . , n.
a j ai 3
(6.2)
The righthand side of these equations does not depend on time, so there must
be a real constant such that
(6.3)
= 2
and
ai =
n
j=1
ji
Gm j
a j ai
, i = 1, . . . , n.
a j ai 3
(6.4)
The requirement that the homothety be centred at the origin forces the centre
of mass to be xed at the origin. Indeed, summing (6.4) over i we obtain
$
i mi ai = 0, and hence rc = 0.
Denition 6.27 A conguration (a1 , . . . , an ) R3n \ of n given bodies of
respective masses m1 , . . . , mn is called a central conguration if it satises
condition (6.4) for some R.
If (a1 , . . . , an ) is a central conguration, then so is (a1 , . . . , an ) for any
R+ , with replaced by /3 in (6.4). Moreover, equation (6.4) is invariant
under the action of the orthogonal group O(3). It follows that any conguration
similar to a central conguration, and with centre of mass at the origin, is again
a central conguration. Any two central congurations related in this fashion
are regarded as equivalent.
Equation (6.3), for > 0, is simply the onedimensional Kepler problem,
whose solutions we discussed in Exercises 4.7 to 4.9. As we shall see presently,
condition (6.4) will indeed guarantee that > 0.3 Thus, from the denition it is
tautological that any central conguration gives rise to a homothetic solution of
the nbody problem. Below I shall describe more interesting motions derived
from planar central congurations.
Here is a useful characterisation of central congurations.
3
This is clear physically, since for 0 the resulting force on each body would be zero or
directed away from the origin, which is impossible.
68
We have
I
= mi r i ,
ri
I
V
(a) =
(a), i = 1, . . . , n.
ri
ri
V(a)
> 0.
2I(a)
V
I
(a)I(a) + V 2 (a) (a) = 0, i = 1, . . . , n,
ri
ri
Clearly, any twobody conguration is central. For three or four bodies, the
central congurations among generic congurations are easy to characterise.
Example 6.29 Since the centre of mass of a central conguration is xed at
the origin, we can write
ai =
n
n
1
1
m j (a j ai ) =
m j (a j ai ),
M j=1
M j=1
ji
mj
(a j ai ) = 0, i = 1, . . . , n.
a j ai 3 M
j=1
ji
If, for given i, the vectors a j ai , j i, are linearly independent, the coecients
in this equation must vanish. Hence the following statements hold.
4
With the masses m1 , . . . , mn taken as given, both the Newton potential V and the moment of
inertia I are functions of r.
69
(1) Three bodies not on a line form a central conguration if and only if the
bodies form an equilateral triangle.
(2) Four bodies not in a plane form a central conguration if and only if the
bodies form a regular tetrahedron.
Observe that the constant in the corresponding Kepler problem is then given
by = GM/s3 , where s is the edge length of the triangle or tetrahedron, respectively.
Example 6.30 The regular ngon is a central conguration for n equal masses
(Exercise 6.13).
Given a planar central conguration (a1 , . . . , an ) R2 n , one can derive
more interesting solutions of the nbody problem than homothetic ones as follows. Identify R2 with C and start with the ansatz ri (t) = (t)ai , where is
now allowed to take values in C. This yields equations like (6.2), but with 2
which leads to the twodimensional Kepler problem
replaced by 3 1 ,
= 2 .
 
For instance, given any three bodies positioned at the vertices of an equilateral triangle, any solution of the corresponding twodimensional Kepler problem gives rise to a planar solution of the threebody problem where the three
bodies move on similar conic sections and form an equilateral triangle at any
given moment. These solutions were discovered by Lagrange, and we shall
investigate such solutions in greater detail in the following chapter.
The solutions just described are examples of the following kind.
Denition 6.31 A solution of the nbody problem where the conguration
formed by the bodies stays selfsimilar is called homographic.
In other words, what we have seen is that any planar central conguration
gives rise to a planar5 homographic solution. In fact, any planar homographic
solution arises in this fashion from a central conguration.
Proposition 6.32 Let (r1 , . . . , rn ) be a planar homographic solution of the
nbody problem (with centre of mass xed at the origin). Then ri = ai ,
i = 1, . . . , n, where (a1 , . . . , an ) is a planar central conguration, and is a
solution of the corresponding twodimensional Kepler problem.
5
A solution of the nbody problem is called planar if the motion occurs in a xed plane; it is
called coplanar if the bodies stay in a common plane that may be rotating in space about the
centre of mass.
70
ei ai .
r i = 2 + i(2 + )
These are the equations for a central conguration. By our previous considerations, = ei must be a solution of the twodimensional Kepler problem.
Remark 6.33 If we set := 2 ,
which as we have just seen is constant,
we can write the constant for this central conguration as
2
2
= .
This happens to be the dierential equation for the coordinate r in the Kepler
problem, see Exercise 3.2.
A special class of homographic solutions consists of those for which the
conguration does not change its shape at all.
Denition 6.34 A solution of the nbody problem where the conguration
formed by the bodies stays selfcongruent is called a relative equilibrium.
71
Example 6.35 Given any planar central conguration, the circular solutions
of the corresponding twodimensional Kepler problem give rise to relative
equilibria.
With the methods we are going to develop in the next chapter, we shall see
that relative equilibrium solutions are planar, and the conguration rotates with
constant angular velocity (Exercise 7.7). In other words, relative to a rotating
frame this looks like an equilibrium solution, which explains the terminology.
This also means that all relative equilibrium solutions arise from a planar central conguration as in the preceding example.
72
I quote from that text: There is an old saying in celestial mechanics that no
set of coordinates is good enough. Indeed, classical and modern literatures are
replete with endless coordinate changes. Exercise 6.12 is an example showing that a judicious choice of coordinates (here: Jacobi coordinates) may be
required for tackling a particular problem. A basic introduction to Hamiltonian systems will be given in Chapter 9.
For more information on central congurations and homographic solutions
see (Wintner, 1941), (Saari, 2005), (Moeckel, 2014) and (Moeckel, 2015);
these references give ample justication for the signicance of central congurations beyond their being pretty. One important question is whether for a
given number n of bodies with given masses the number of central congurations is nite. This is a dicult question even for the planar case, i.e. for relative equilibria, and indeed it was listed as one of 18 problems for our century
by Smale (1998). The latter question has a positive answer for n 4 (Hampton and Moeckel, 2006). The central congurations for four equal masses have
been determined by Albouy (1995, 1996).
Exercises
6.1
6.2
6.3
(b) Show that the nbody problem for the force law F r1 does not
have any equilibrium solutions.
Let (r1 , r2 , r3 ) : (, ) R33 \ be a solution of the threebody problem. We are not assuming that the centre of mass stays xed. Show that
it is not possible for r1 (t) and r2 (t) to converge to the same point in R3
as t .
Hint: Argue by contradiction. Study the behaviour of the moment of
inertia I(t) and of r3 (t) as t under the assumption
lim r1 (t) = p = lim r2 (t).
6.4
73
Exercises
6.5
aected when a solution r of the nbody problem is replaced by the solution t r(t) + at + b?
Let r = (r1 , . . . , rn ) : (, ) R3n \ be a maximal solution of the
nbody problem that is bounded and bounded away from collisions, i.e.
there are constants C, > 0 such that ri (t) C and ri (t) r j (t) for
all t (, ) and i, j {1, . . . , n}.
(a) Show that the velocities r i likewise stay bounded, and conclude that
(, ) = R.
(b) Show that the energy h of r is negative.
6.6
6.7
6.8
6.9
i=1
n
1
mi m j ri2j .
4M i, j=1
74
n
1
mi m j v2i j ,
4M i, j=1
n
1 2
r .
4M i, j=1 i j
(6.5)
n
1
mi m j (ri r j ) (vi v j ).
2M i, j=1
(c) Combine (b) with the observations at the beginning of this exercise
to arrive at the inequality
c2 4I(T Q).
(6.6)
Exercises
75
6.11 In the threebody problem with centre of mass xed at the origin we
consider the socalled Jacobi coordinates
r := r2 r1 and R := Mm1 r3 ,
where m := m1 + m2 and M := m1 + m2 + m3 . Show the following.
(a) The vector R describes the position of m3 relative to the centre of
mass of m1 and m2 (see the footnote on page 84).
(b) r3 r1 = R + m2 m1 r and r3 r2 = R m1 m1 r.
(c) The dierential equations for the threebody problem can be written
as
R m1 m1 r R + m2 m1 r
Gm
,
r = 3 r + Gm3
3
3
r
r23
r13
1
1
= GMm1 m R + m2 m1 r GMm2 m R m1 m1 r,
R
3
3
r13
r23
d
(r R) = 0,
dt
76
6.13 Show that the regular ngon is a central conguration for n equal masses.
7
The threebody problem
We now specialise to the case of three bodies moving under mutual gravitational attraction. In Section 7.1 we give a detailed proof of Lagranges theorem
on homographic solutions to the threebody problem. Lagranges argument
includes, in principle, the collinear solutions found earlier by Euler. For simplicity, however, we shall prove Lagranges theorem under the assumption that
the triangle formed by the three bodies is at all times nondegenerate. Then, in
Section 7.2, we give a direct derivation of Eulers solutions under some simplifying assumptions. In Section 7.3 we derive various general results about
the socalled restricted threebody problem, where one of the three masses is
assumed to be negligibly small compared with the other two.
78
(ii) The sum of the Newtonian forces acting on each of the three bodies is
directed towards the origin.
(iii) The three bodies form an equilateral triangle.
(iv) The three bodies move on conic sections that are similar to one another,
each having the origin as one of its foci.
Figure 7.1 shows such a homographic solution in the case of three equal
masses, where the three conic sections are congruent. Figure 7.2 shows a relative equilibrium with three dierent masses moving on circles.
Remark 7.2 Lagranges solutions to the threebody problem can be observed
in nature. In the plane of Jupiters orbit around the Sun, near the two points
forming an equilateral triangle with Sun and Jupiter, there are large groups of
asteroids known as the Trojans. The ones staying ahead of Jupiter are named
after Trojan heroes from Homers Iliad; the ones chasing Jupiter, after Greek
heroes with the exception of the Greek Patroclus and the Trojan Hector, who
have been placed in the wrong camp.
79
ai (t)
xi (t) = bi (t) ,
0
and we may assume A(0) = E, where E stands for the 3 3 unit matrix. For
details, see Exercise 7.3.
(2) Before continuing with the problem at hand, we derive some general
expressions regarding motions t x(t) and t r(t) related by
r = Ax
(7.1)
for some SO(3)valued function t A(t). The three functions x, r, A are assumed to be of class at least C 2 .
The condition A SO(3) means that At A = E (and det A = 1). Hence
A t A + At A = 0,
80
0
1
3 2
At A = 3
0
1 and = 2 .
2 1
0
3
Then
= x.
At Ax
(7.2)
The vector is called the instantaneous angular velocity, for reasons explained in Exercise 7.4.
From (7.1) we have
+ Ax
r = Ax
+ x )
= A(At Ax
= A( x + x )
(7.3)
and
x + x ) + A(
x + x + x ).
r = A(
With the help of (7.2) and the Gramann identity (1.1), we can rewrite the
latter in the more convenient form
x + x + x
At r = ( x + x ) +
x + x .
= , x x, + 2 x +
(7.4)
(3) According to the assumptions of the theorem, the solution (r1 , r2 , r3 ) can
be expressed as
ri (t) = A(t)xi (t)
with
ai
xi (t) = (t) bi ,
0
ai , bi R, (t) R+ .
The assumption that the three bodies form a nondegenerate triangle is equivalent to
a a2 a3
= 2.
rank 1
b1 b2 b3
81
In fact, a little more is true. By assumption, the origin 0 is the centre of mass
of the three bodies, so it has to lie in the interior of the triangle. Thus
ai a j
= 2 for i j.
(7.5)
rank
bi b j
From r j ri = A(x j xi ) we have r j ri  = x j xi , so the pairwise distances
of the three bodies are proportional to . With the Newtonian equation
r i =
n
j=1
ji
r j ri
Gm j
2
r j ri  r j ri 
(7.6)
2
2
2
(7.7)
Mi / = ai 2r + (r + pq)
+ bi (p + r )
0
= ai 2q + (q pr) + bi 2p + ( p + qr) .
The rst of these three equations for i = 1, 2, say, can be written as
2
a b1
( (q2 + r2 ))
L1
= 1
.
L2
a2 b2
2 (2r + (r pq))
The vector on the righthand side of this equation does not depend on t by the
rank condition (7.5). Likewise we argue with the second of the equations (7.7).
Hence, by forming the crosswise dierence of coecients in the rst two lines
of (7.7) we obtain
p 2 q2 =
a
,
3
2pq =
b
3
(7.8)
(7.9)
82
This yields
0 = q 2q + (q pr) + p 2p + ( p + qr)
= 2(p2 + q2 ) + (p p + qq)
1 d 2
= 3
(p + q2 )4 ,
2 dt
hence
p2 + q2 =
c
4
a2 + b2 = c.
This gives two possibilities.
q2
det
pq
pq
= 0,
p2
this would imply by (7.6) that the forces acting on the three bodies are
collinear, which requires the bodies themselves to be aligned.
So, under the nondegeneracy assumption of the theorem, only the rst case
can occur (but see Exercise 7.9).
(5) From p = q = 0, i.e. being proportional to (0, 0, 1)t , it follows that
the three bodies move in a xed plane, which is statement (i) of the theorem.
83
Indeed, at time t the three bodies lie in the plane A(t)(R2 {0}). It therefore
suces to show that the vector A(0, 0, 1)t remains constant, which is easy:
d
0, 1)t = A (0, 0, 1)t = 0,
0, 1)t = AAt A(0,
A(0, 0, 1)t = A(0,
dt
where we have used (7.2). The assumption A(0) = E then implies that the
motion takes place in the xyplane.
j = 1, 2, 3,
m2
m3
+
x1 = G
2
2
(x2 x1 )
(x3 x1 )
m
m
1
3
2 x2 = G
+
(7.10)
2
2
(x2 x1 )
(x3 x2 )
m1
m2
x3 = G
.
2
2
(x x )
(x x )
3
Multiplying the jth equation by m j , j = 1, 2, 3, and taking the sum over the
three equations yields m1 x1 + m2 x2 + m3 x3 = 0, that is, for solutions of this
type the centre of mass is automatically xed at the origin. Set
x3 x2
,
a := x2 x1 and :=
x2 x1
so that
a = x3 x2 and a(1 + ) = x3 x1 .
84
Then the dierence between the rst and the second of the equations (7.10)
can be written as
m1 + m2
m3
m3
2
a=
+ 2
;
G
a2
a (1 + )2 a2 2
(7.11)
the dierence between the second and the third equation becomes
m2 + m3
2
m1
m1
a =
+ 2
.
G
a2 2
a (1 + )2 a2
(7.12)
Hence
m1 + m2 +
m3
m3 2 3 m2 + m3
m1
m1
a =
.
2 =
+
2
G
(1 + )
3
(1 + )2
(7.13)
This polynomial equation has a unique solution in R+ , see Exercise 7.8. With
(7.11) one then nds 2 a3 ; by the choice of as a solution of (7.13), this is
consistent with the value of 2 a3 one nds using (7.12). The value of a R+
may be chosen freely, this is simply a scaling factor. Then x j is determined by
the jth equation in (7.10).
Gm2
r2 r1
r 1 =
r2 r1  r2 r1 
Gm1
r1 r2
r 2 =
(R3B)
r1 r2  r1 r2 
Gm2
Gm1
r1 r3
r2 r3
+
.
r 3 =
85
of time. Then the third equation of (R3B) is an equation for r3 only. Notice,
however, that this is then a socalled nonautonomous equation, i.e. the righthand side depends explicitly on time via r1 (t) and r2 (t). In the case of practical
interest, where m1 and m2 move on elliptic orbits, this time dependence is periodic.
We make two further simplifying assumptions.
The body m3 moves in the plane determined by the motion of the primaries
m1 and m2 .
The primaries move on circular orbits around their common centre of mass,
which is xed at the origin.
With these additional assumptions, we speak of the planar circular restricted
threebody problem (PCR3B).
Number the primaries such that m1 m2 , and choose m1 + m2 as the unit for
mass, i.e. set m1 + m2 = 1. Dene := m2 (0, 1/2]; then m1 = 1 .
The circularity assumption allows us to write
r1 (t) = eit z1 ,
r2 (t) = eit z2
for some z1 , z2 C. The condition that the centre of mass be xed at the origin
becomes
(1 )z1 + z2 = 0.
By a translation of time or a rotation of the coordinate system we may assume that z1 R and z2 R+ . Choose the unit of length such that z2 z1 = 1.
Then
z1 = (, 0),
z2 = (1 , 0).
Finally, choose the unit of time such that = 1, i.e. the motion of the
primaries is periodic of period 2. The rst equation of (R3B) implies that in
these units we have G = 1.
We now describe the motion of m3 in a coordinate system that rotates with
the primaries, i.e. we set
r3 (t) = eit z(t).
Then
and
r 3 (t) = eit iz(t) + z (t)
r 3 (t) = eit z + 2iz + z .
86
1
(z z1 )
(z z2 ).
(7.14)
3
z z1 
z z2 3
We are seeking a solution z C 2 R, C \ {z1 , z2 } of this dierential equation.
Notice that by working in a rotating coordinate system we have arrived at an
autonomous equation there is no longer an explicit time dependence. The
price we have to pay is the appearance of two new terms, 2iz and z, that do not
derive directly from the law of gravitation.
It is convenient to set
z + 2iz = z
(z) :=
1
1 2
1
z +
+
+ (1 ), z R2 \ {z1 , z2 },
2
z z1  z z2  2
where the constant term (1 )/2 is a historical artefact, see also Exer2
cise 7.11. We have reverted to interpreting
! z as a point in R rather than C.
0
1
In this real notation, and with J := 1 0 , the dierential equation for z can
be written in the form
z + 2J z = grad (z),
(PCR3B)
and we are seeking a solution z C 2 R, R2 \ {z1 , z2 } . Notice that the matrix
J describes a rotation through a right angle in the counterclockwise direction, just like multiplication by i in the complex plane. The term 2J z in this
expression for the acceleration z can be interpreted as a Coriolis force.
87
x 2y =
.
y + 2 x =
y
Multiplying the rst equation in this system by x and the second by y , and then
summing the two equations, we obtain
x x + y y =
x +
y .
x
y
Integration gives
x2 + y 2 = 2 C,
where C is a constant of integration (and the minus sign is another historical artefact). This last equation gives us one further constant of motion, as
promised. The value C for a given solution of (PCR3B) is called the Jacobi
constant of that solution.
I now wish to show how such a constant of motion can be interpreted geometrically. Write (PCR3B) as a system of rstorder equations on the open
subset := R2 \ {z1 , z2 } R2 of R4 :
z = w
(PCR3B )
= 2Jw + grad (z).
w
Denition 7.3 The function J on , dened by
J(z, w) := 2(z) w2 ,
is called the Jacobi integral.
Lemma 7.4
Proof This is exactly what our considerations above have shown; J(z, z ) is
the Jacobi constant of z. However, we can also compute more succinctly:
d J(z, z )
= 2 grad (z), z 2z, z
dt
= 4J z , z ,
which equals zero, since J z is orthogonal to z .
88
of (PCR3B) in Chapter 9, J/2 will be the Hamiltonian function, see Remark 9.1.
One ought to expect that prescribing a value for a constant of motion such
as the Jacobi integral J reduces by one the number of degrees of freedom of
the system in question. Indeed, if C R is chosen such that the gradient
grad J(z, w) = (2 grad (z), 2w)
does not vanish on the level set M := J 1 (C), then M is a threedimensional
submanifold of (or the empty set) by the implicit function theorem.
With x := (z, w) and
X(z, w) := w, 2Jw + grad (z) ,
the system (PCR3B ) can be written as
x = X(x),
i.e. the solutions of the system are simply the integral curves of the vector
eld X. An alternative expression of Lemma 7.4 is that this vector eld is
orthogonal to grad J, and hence tangent to the level set M:
grad J(z, w), X(z, w)R4 = 2 grad (z), wR2
+ 2w, 2Jw + grad (z)R2
= 0,
where we have used the fact that Jw is orthogonal to w.
This means that the integral curves x of X starting on M actually stay in M:
d
J(x(t)) = grad J(x(t)), x (t)
dt
= grad J(x(t)), X(x(t))
= 0.
In Chapter 10 we shall return to this topological point of view in the context
of the Kepler problem.
1
(7.15)
z 3 (z z1 ) 3 (z z2 ) = 0,
1
2
89
x+1
x+
= 0.
x + 3
x + 13
(7.16)
1
+
= 0.
2
(x + )
(x + 1)2
We have
f (x) = 1 +
2(1 )
2
> 0 on (, 1 )
3
(x + )
(x + 1)3
and
lim f (x) = ,
x
lim f (x) = .
x1
1
+
< 0,
2
(1 )2
which implies x1 > 0, so in this case L1 lies between the centre of mass and
the body of smaller mass.
(1b) x > 1 .
Now (7.16) can be written as
f (x) := x
From
f (x) = 1 +
= 0.
(x + )2 (x + 1)2
2(1 )
2
+
> 0 on (1 , )
(x + )3 (x + 1)3
and
lim f (x) = ,
x1
lim f (x) =
90
(1c) x < .
Here (7.16) becomes
f (x) := x +
1
+
= 0.
(x + )2 (x + 1)2
We see that
f (x) = 1
2(1 )
2
> 0 on (, ),
(x + )3 (x + 1)3
and
lim f (x) = ,
lim f (x) = .
x
1
1
x 1 3 3 + (1 ) 3 3
= 0
1
2
2 1
1 3 3 = 0.
1
2
Combining the two equations we nd that 1 = 2 =: . Then, from the second
equation, we conclude = 1.
Our choice of units was such that z1 z2  = 1. So we see that in this second
case we obtain two further equilibrium points L4 , L5 , characterised as the two
points that form an equilateral triangle with z1 and z2 .
In summary, we see that the only equilibrium solutions in (PCR3B) are the
Lagrange and the Euler solutions described previously in greater generality;
see also Exercise 7.12.
Denition 7.6 The points L1 , . . . , L5 are called the libration points in the
planar circular restricted threebody problem, see Figure 7.3. The three points
L1 , L2 , L3 are the Euler points; L4 and L5 are referred to as the Lagrange
points.
91
L1
L3
m1
L2
m2
L5
Figure 7.3 The ve libration points in (PCR3B).
solution through that point with the given value of the Jacobi constant. This
is analogous to the situation in the Kepler problem, where the motions for a
given energy h < 0 are conned to a disc of radius 2a = /h about the origin,
see Exercise 3.7.
Denition 7.7
The curves forming its boundary, i.e. the set where the equality 2(z) = C
holds, are called the zero velocity curves.
Figure 7.4 shows some level curves of . In Exercise 7.11 you are asked
to verify that the function attains its minimal value = 3/2 at the two
Lagrange points L4 , L5 . This means that, for C 3, Hills region equals all of
R2 \ {z1 , z2 }. For C slightly above the minimal value 3 of 2, there are two
roughly circular zero velocity curves about the two Lagrange points, and the
motion is conned to the exterior of these circles. As the value of C increases
a little further, the zero velocity curves become crescentshaped, see the two
dotted curves in Figure 7.4.
Observe that (z) goes to innity for z z1 or z z2 . On the other hand,
if z becomes large, is essentially of the form z2 /2. This means that, for
large values of C, there are three circular zero velocity curves: two small ones
about the primaries and a large one encircling both primaries. An example is
92
given by the solid curves in Figure 7.4. The motion is conned to the interior
of one of the small circular curves, or the exterior of the large one.
By computing the Hessian of , one can show that the Euler points L1 , L2 , L3
are saddle points of . Moreover, it can be shown2 that (L3 ) (L2 )
(L1 ).
Notice that the topology of Hills region changes whenever C passes the
value of 2 at one of the libration points; see also Exercise 7.11. For instance,
as the value of C passes (L3 ), the two crescentshaped curves merge at the
point L3 into a single curve.
2
These elementary but lengthy computations can be found in Section 4.6 of (Szebehely, 1967).
93
94
Exercises
7.1
z3 = z0 + sei ,
95
Exercises
the three bodies move with equal period on circular orbits, i.e.
r j (t) = eit z j ,
j = 1, 2, 3,
Gm2
Gm3
2 Gm2 Gm3
3
3
3
3
r12
r13
r12
r13
Gm1
Gm1 Gm3 Gm3 .
A :=
2
3 3
3
3
r12
r12
r23
r23
m1
m2
m3
(d) Explain why the condition that z1 , z2 , z3 not be collinear implies that
the rank of A equals 1. Deduce that r12 = r23 = r13 =: s, i.e. (ii).
(e) Conclude that det A = 0, and use this to prove (iii).
7.3
Conversely, verify that a motion of the form t eit z j , subject to conditions (i) to (iii), solves the equations of the threebody problem.
Let t (r1 (t), r2 (t), r3 (t)), t R, describe the motion of three bodies in
R3 , with their centre of mass xed at the origin. It is assumed that the
three points r1 (t), r2 (t), r3 (t) always form a nondegenerate triangle.
(a) Show that, at any time t, the vectors r1 (t), r2 (t), r3 (t) are pairwise
linearly independent, and the plane determined by these three points
contains the origin.
(b) Choose cartesian coordinates in R3 such that r1 (0), r2 (0), r3 (0) lie
in the xyplane. (One could rotate the coordinate system such that
r1 (0) points in the positive xdirection, or even scale the coordinates
96


 





e2

1

e3 .
Explain why A(t) SO(3) for all t. Obviously, A(0) is the unit
matrix. If the ri are of class C k , show that A is likewise of class C k .
(c) Set xi (t) := A(t)t ri (t). Show that t (x1 (t), x2 (t), x3 (t)) describes a
motion in the xyplane.
7.4
0
0
97
Exercises
7.5
7.6
mi ai , ai , ai ai = 0.
i=1
(b) By taking the scalar product of this equation with , deduce that =
0, or the ai are collinear and the line they determine coincides with
the axis given by the instantaneous angular velocity . Conclude
that the solution is homothetic.
7.7
i=1
is constant.
and conclude that 
(b) In the general case, we can write ri (t) = A(t)ai with A(t) SO(3).
Verify the identities
Let be the skewsymmetric matrix At A.
+ 2 and 2 = 1 At A + (At A)
t .
At A =
2
98
n
j=1
ji
Gm j
a j ai
.
a j ai 3
Conclude that, if the conguration (a1 , . . . , an ) is not planar, the matrix At A is constant.
Hint: If a1 , a2 , a3 , say, are linearly independent, the 33 matrix with
these vectors as columns is invertible.
(d) From (b) and (c) we have that 2 is a constant matrix if the conguration (a1 , . . . , an ) is not planar (i.e. if the motion is not coplanar).
By expressing 2 in terms of the components 1 , 2 , 3 of the instantaneous angular velocity , show that must likewise be constant.
(e) We may choose our cartesian coordinate system such that the instantaneous angular velocity takes the form = (0, 0, )t with a
positive real number. Show that, if A(0) = E, then
cos(t) sin(t) 0
0
0
1
i.e. A is a rotation about the zaxis with constant angular velocity .
(f) Explain why the ai must then in fact be contained in the xyplane, so
that the motion is planar after all.
Hint: Assuming that the ai are not all contained in the xyplane,
consider the forces on the body whose position vector ri has the
largest zcomponent (in absolute value).
(g) This leaves the case where the motion is coplanar but not, a priori,
planar. Here one can argue as in the proof of Theorem 7.1. Better,
you may try to adapt the foregoing argument to this case.
7.8
Exercises
7.9
99
Let t ri (t), i = 1, 2, 3, be a collinear solution of the threebody problem. It will be assumed that the line containing the three bodies at any
given time does not stay xed in space. The centre of mass will be assumed xed at the origin. We now wish to derive the general form of
these collinear solutions.
As in Exercise 7.4 we write the ri in the form ri (t) = A(t)(xi (t), 0, 0)t ,
where A has been chosen such that A (t) = (0, q(t), r(t))t .
(a) Show that
2r xi + r xi = 0 and 2q xi + qx
i = 0.
(b) Deduce the existence of two real constants , , not both equal to
zero, such that
q + r = 0.
Conclude further that there is a matrix B SO(3), independent of
time, such that ri (t) = A(t)B(xi (t), 0, 0)t and AB (t) = (0, 0, r(t))t .
This precomposition with B corresponds to a change of cartesian coordinates. In other words, we may assume without loss of generality
that A has been chosen from the start such that A (t) = (0, 0, r(t))t .
Argue further that the solution is planar and the ri can be written as
cos (t)
ri (t) = xi (t)
sin (t)
with = r.
(c) Using this explicit form of the ri , show that the
size c of the angular
$3
2
2
momentum is given by c = with (t) :=
i=1 mi xi (t). Since c
is constant, this implies either = 0 this is the case of a motion on
a xed line, which we have excluded or (t)
0 for all t.
(d) Conclude from c = 2 and the equations in (a) observing that
= r that there are constants ai R such that xi (t) = ai (t). Show
that satises the dierential equation
2
c2
=
100
m3
m1
a2 = G (a2 a1 )2 + (a3 a2 )2
m1
m2
a3 = G (a3 a1 )2 (a3 a2 )2 .
Verify that the choice of a2 a1 determines the constants ai and .
Explain why this implies that any solution t (t)(cos (t), sin (t))
of the Kepler problem determines a collinear solution of the threebody problem.
1
1
+ 2 +
.
(z) = (1 ) 1 +
2
1
2
2
This explains why the choice of additive constant in the original definition of is apposite.
(b) Use (a) to show that attains its absolute minimum in the Lagrange
points L4 , L5 , and that the minimal value of equals 3/2.
(c) Sketch Hills regions for the Jacobi constant taking values in the various intervals determined by the values of 2 at the libration points.
In particular, explain why a motion from a neighbourhood of one of
the primaries to a neighbourhood of the other is possible only for
C 2(L1 ).
7.12 The two Lagrange points correspond in an obvious manner to the homographic solutions of the threebody problem described in Section 7.1.
Show that, as one should expect, the three collinear solutions with m3 =
0 are the ones where the massless body sits at one of the three Euler
points. Notice that, when we derived the Euler solutions, we were free
to choose the order of the three bodies on the line, so for given primaries
of mass m1 , m2 there are three possible positions for m3 . In Section 7.2
it was merely for notational convenience that m2 was assumed to sit between m1 and m3 .
7.13 (a) Determine the coordinates of the ve libration points in (PCR3B) for
the case of the primaries having equal masses, i.e. = 1/2.
(b) Compute the coordinates of the Lagrange points in the general case.
(c) Show that, for 0 < < 1/2, the Euler point L1 lies closer to the
smaller body m2 = than to m1 = 1 .
8
The dierential geometry of the Kepler problem
Then let them learn the use of the globes, which they will do
in three weeks time, and next let them fall upon spherical
trigonometry; and here they will be ravished with celestial
pleasure.
John Aubrey, An Idea of Education of Young
Gentlemen
In this chapter we return to the Kepler problem, which we are now going to
study with a variety of geometric techniques. We shall encounter geometric
transformations such as inversions and polar reciprocation, new types of spaces
such as hyperbolic space or the projective plane, and dierential geometric
concepts such as geodesics and curvature.
In Section 8.1 we prove a theorem due to Hamilton, which says that the
velocity vector of a Kepler solution traces out a circle (or an arc of a circle).
A remarkable consequence of this observation will be described in Sections
8.3 and 8.5 (for the elliptic case and the hyperbolic/parabolic case, respectively). By a geometric transformation known as inversion, one can set up
a onetoone correspondence between the velocity curves of Kepler solutions
and geodesics, i.e. locally shortest curves, in spherical, hyperbolic or euclidean
geometry. Not only does this permit a unied view of all solutions of the
Kepler problem, including the regularised collision solutions, it also gives a
natural interpretation of the eccentric anomaly as the arc length parameter of
the corresponding geodesic. Sections 8.2 on inversion and 8.4 on hyperbolic
geometry provide the necessary geometric background.
In Section 8.6, Hamiltons theorem is taken as the basis for an alternative
proof of Keplers rst law. The geometric concepts behind this proof include
polar reciprocals and the curvature of planar curves. In Section 8.6.5 I introduce the projective plane, which is the apposite setting for polar reciprocation.
101
102
r2 r
(K)
103
ov
v(t)
1
dv dv dt
dv d
By integration we obtain
v() =
( sin , cos , 0) + ov ,
c
104
(8.1)
It follows that
r
e cos + cos2 + sin2
c
r
= (1 + e cos ),
c
c = r v =
and hence
r=
c2 /
,
1 + e cos
(8.2)
105
C
v(t)
ov
r(t)
{v2 = 2h}
H
Proposition 8.5 Let C be the velocity circle of the solution r of (K). The velocity curve t v(t) traverses exactly that part of C where v2 > 2h. This means
that, in the elliptic case (where h < 0), the full velocity circle is traversed; in
the parabolic case (where h = 0), the complement of 0 C is traversed.
Proof As shown in Corollary 3.3, in the case h < 0 (i.e. e < 1) the ellipse
is traversed innitely often by the curve t r(t). It follows that the velocity
curve t v(t) likewise traverses the velocity circle innitely often.
For h 0 (i.e. e 1), we showed that the angle (t) traverses the full interval
106
determined by the condition 1 + e cos > 0. For e = 1 this means the interval
(, ), which corresponds to C \ {0} = C {v2 > 0}, see Figure 8.3.
y
ov
For e > 1 we argue with the energy formula h = v2 /2 /r, see (3.6). This
implies v2 > 2h. From Corollary 3.3 we know that r for t , so the
velocity curve does indeed traverse exactly that part of C where this inequality
holds.
We now want to show how to recover the hodograph and the solution of the
Kepler problem from its velocity circle. Given an oriented circle C contained
in a radial plane in R3 , we can rotate our cartesian coordinate system in such
a way that C becomes a positively oriented circle in the xyplane with centre
on the positive yaxis. This choice of coordinates corresponds to a solution of
(K) with eccentricity vector pointing in the positive xdirection. Write rC for
the radius of C, and oC = (0, oC , 0) for its centre. By the proof of Proposition 8.3, we nd the angular momentum c = (0, 0, c) and the eccentricity e of
the corresponding Kepler solution r from this information via
c = /rC and e = oC /rC .
These quantities determine r up to a time translation, as our results in Chapters 3 and 4 have shown.
In order to complete the proof of Theorem 8.2, it remains to show that the
velocity circle C determines the hodograph. Of course this is only an issue
in the hyperbolic case (i.e. in the case where the radius of the velocity circle
is smaller than the distance of its centre from the origin). Analytically, one
can compute h, and hence the hodograph C {v2 > 2h}, from c and e via
equation (3.7). But there is a nicer geometric way to determine the hodograph,
which will be relevant later on.
Figure 8.2 seems to suggest that the energy circle {v2 = 2h} intersects the
107
(8.3)
108
v2
oC
oC
0 = v1
0 = v1 = v2
w
v2
oC
oC
0 v1
0 v1 = v2
x p0
.
x p0 2
109
(x)
S0
x
p0
x
q
E
(x)
110
In Exercise 8.3 it will be shown how to put a topology on the space Rn {}. One can then
discuss the continuity of the extended map ; this too will be done in Exercise 8.3, for the
analogous case of the stereographic projection.
111
L1 = L1 = C1
L1
p0
C1
p0
L2
C2
(x)
L2
C2
(x)
L1
x
L2
L2
112
as we wanted to show.
S3
x
(x)
113
1
(x1 , x2 , x3 ).
1 x4
S 3 \ {N, S } S 3 \ {N, S }

R3 \ {0}
ww/w2
R3 \ {0}.
Hence
(x) =
1 x4
1
(x1 , x2 , x3 ) =
w = w/w2 ,
1 + x4
1 + x4
as we had to show.
Remark 8.13 If we extend the negative inversion of R3 \ {0} to a homeomorphism of R3 {} by sending 0 to and vice versa, and the stereographic
projection : S 3 \ {N} R3 to a homeomorphism S 3 R3 {} by sending
N to , the commutative diagram in Lemma 8.12 extends to
S3
xx
S3
R3 {} R3 {}.
ww/w2
We now consider solutions of the Kepler problem with energy h = 1/2, including linear solutions, i.e. those with vanishing angular momentum. By Remark 3.5 we then have a = ; angular momentum and eccentricity are related
4
114
1
sin u
dx du dx dt
.
=
x =
du dt
du du
1 cos u
(8.4)
Beware that u x(u) and u t(u) are smooth functions on all of R, but
t x(t) and t u(t) are not dierentiable at t 2Z. However, if we
include the point in the space of possible velocities, x may be regarded as a
continuous function of u on all of R.
0
0
e=0
e = 3/5
e = 4/5
e=1
Figure 8.9 shows a family of solutions with the same a, starting at the circular solution (e = 0) and ending at a linear solution (e = 1). This family varies
115
continuously with the parameter e. We see that within the same orbital plane
the circular solution can be continuously deformed into elliptic solutions with
eccentricity vector pointing in any direction. The linear solution can also be
deformed into elliptic solutions oriented clockwise; this corresponds to a deformation of c via vectors staying on a xed line, with the deformation passing
through c = 0 for the linear solution.
We now wish to make this continuous
dependence of the Kepler solutions
on e and c (subject to the relation c = 1 e2 ) geometrically more transparent. This can be achieved by relating the hodographs of Kepler solutions with
h = 1/2 via stereographic projection to certain curves on S 3 . The curves in
question are the following.
Denition 8.14
2plane in R4 .
Remark 8.15 These great circles are the locally distance minimising curves
on S 3 , or socalled geodesics (when parametrised proportionally to arc length,
i.e. with constant speed). We shall discuss geodesics in more detail in Section 8.4 in the context of hyperbolic geometry. For more on spherical geodesics
see Exercises 8.8 to 8.10.
Theorem 8.16 (Moser) The stereographic projection : S 3 R3 {}
yields a bijection between oriented great circles on S 3 and the hodographs of
Kepler solutions in R3 with energy h = 1/2.
Proof The great circles are precisely those circles on S 3 that are invariant
under the antipodal map x x. Hence, by Corollary 8.11, Lemma 8.12 and
Remark 8.13, maps the great circles to precisely those circles or lines in
R3 {} that are invariant under the negative inversion w w/w2 .
Any great circle in S 3 lies on a 2sphere through the north pole. It follows
that the invariant circles in R3 lie in radial planes. The invariant lines are simply
the radial lines.
By the discussion above, each oriented radial line corresponds to a unique
collision solution of the Kepler problem with h = 1/2.
It remains to show that the hodographs of Kepler solutions with h = 1/2
and c 0 are precisely the invariant circles in R3 . By Section 8.1, the hodographs are the circles in R3 contained in a radial plane and, by Lemma 8.6,
such that v1 , v2 = 1 for any pair v1 , v2 of intersection points with a radial
line. The latter condition is equivalent to v2 = v1 /v21 , which is precisely the
invariance condition.
We now give a second, more computational proof of Theorem 8.16, which
116
r (cos , sin ) = a cos u e, 1 e2 sin u
we see that r = a(1 e cos u) and
1 + e cos =
1 e2
,
1 e cos u
1
1 e2 cos u
1 e2
=
1
1 e cos u
e
1 e cos u
1 e2 1 + e cos
=
1
e
1 e2
(8.5)
e + cos
=
.
(8.6)
1 e2
For this last computation we have assumed e 0, but (8.6) holds trivially for
e = 0.
Now consider the great circle of S 3 given by
(u) = sin u, 1 e2 cos u, 0, e cos u ,
where we allow e to take any value in the interval [0, 1]. Notice that this
parametrisation of the great circle has unit speed.5
The image of under stereographic projection is
1
(u) =
sin u, 1 e2 cos u, 0 .
1 e cos u
For e = 1 this gives
sin u
, 0, 0 ,
u
1 cos u
5
117
which by (8.4) we recognise as the velocity curve of the linear solution with
h = 1/2 and e = (1, 0, 0).
For 0 e < 1 we substitute for u from the identities (8.5) and (8.6), to
obtain the curve
1
( sin , e + cos , 0).
1 e2
By comparing this with the parametrisation of the velocity circle found in (8.1),
we see that this is the hodograph
of the Kepler solution for h = 1/2, e =
118
(t)
Lh () :=
dt.
a n (t)
The hyperbolic length Lh () depends only on the trace ([a, b]) H of the
regular curve , not on the specic (regular) parametrisation of the curve.6
Denition 8.19 A hyperbolic geodesic is a curve : I H, dened on
some interval I R, with the following properties.
n is
(i) The parametrisation is proportional to arc length, i.e. the function /
constant.
(ii) The curve is locally distance minimising, i.e. for suciently small subintervals [t0 , t1 ] I, the curve [t0 ,t1 ] is the shortest connection from (t0 )
to (t1 ).7
6
119
Example 8.20 The unique hyperbolic geodesic (of unit speed) joining two
points
(a1 , . . . , an1 , ea ) and (a1 , . . . , an1 , eb )
in H on the same vertical line (with a < b, say) is the arc of that vertical line,
parametrised by
(s) = (a1 , . . . , an1 , e s ),
s [a, b].
(t)
n (t)
,
n (t) n (t)
with equality if and only if 1 (t) = . . . = n1 (t) = 0 and n (t) 0; regularity
then forces n (t) > 0. Hence
1
t=1
n (t)
dt = log n (t)t=0 = log eb log ea = b a,
Lh ()
0 n (t)
with equality if and only if is a regular parametrisation of the straight line
segment joining (a) with (b).
Denition 8.21 The tangent space T x H of H at a point x H is the space of
velocity vectors of C 1 curves passing through x:
v, w
,
xn2
where . , . denotes the standard euclidean inner product on Rn . Such a pointwise inner product on tangent spaces, depending smoothly on the point x, is
called a Riemannian metric. The associated norm is given by
vh := v, vh .
it is an essential part of the denition of geodesics. For instance, in spherical geometry an arc
of a great circle longer than the distance between two antipodal points is locally distance
minimising, but not globally so.
Strictly speaking, we should include the point x in the notation, but this point will always be
clear from the context.
120
T (x) H
J,x (v)
v, wh
.
vh wh
Thanks to the polarisation identity, see (8.7) below, the converse is also true: a
dieomorphism that preserves the lengths of curves is an isometry.
121
Observe that both numerator and denominator in this denition dier from
the denition of euclidean angles by a factor 1/xn2 . So this factor cancels out,
and hyperbolic angles are in fact the same as euclidean ones.
Remark 8.26 Two Riemannian metrics that dier by multiplication with a
smooth positive function dene the same notion of angle. Such metrics are
called conformally equivalent. So the hyperbolic metric on H is conformally
equivalent to the euclidean one.
As a nal piece of notation we write
H := x Rn : xn = 0 {}
for the boundary at innity of hyperbolic space H. The reason for the terminology at innity is provided by Example 8.20. The geodesic line segment s (a1 , . . . , an1 , e s ), s (, b] joining (asymptotically) the point
(a1 , . . . , an1 , 0) H with (a1 , . . . , an1 , eb ) H has innite length.
We now want to see that certain inversions constitute examples of hyperbolic
isometries.
Lemma 8.27 Let p be a point in H. The inversion of Rn {} in a
sphere centred at p restricts to an isometry of H.
Proof The inversion clearly sends H to itself, so we need only investigate
its metric properties. First we want to show that without loss of generality
we may assume p = 0. For any horizontal vector c = (c1 , . . . , cn1 , 0), the
and
translation T c : x x + c of H is an isometry, since dtd (T c )(t) = (t)
(T c )n (t) = n (t). If p denotes inversion in the sphere of radius r centred
at p H \ {}, then T p1 p T p = 0 .
So we may indeed assume p = 0. Let t x(t) be a C 1 curve in H, and let
y = r2 x/x2 be its image under the inversion in a sphere of radius r centred
at 0. By Denition 8.23, the image of x (t) under the dierential of the inversion
at the point x(t) is the velocity vector y (t) of the image curve.
We compute
2x, x
x
.
y = r2 2 r2 x
x
x4
Hence
y2 = y, y
x, x
x, x2
r4
2
4
= r4
4
x
,
x
+
4r
x, x
x4
x8
x6
x2
= r4 4 ,
x
122
s R,
is a maximal geodesic.
Now let C H be a semicircle orthogonal to H at the points p, q. Let
be the inversion of Rn {} in a sphere centred at p. By Lemma 8.27 this
restricts to an isometry of H. By Proposition 8.10, sends C to a halfline,
which has to be orthogonal to H because of the symmetry with respect to H,
see Figure 8.10. Notice that the point of intersection between C and the sphere
of inversion stays xed under ; this determines the line (C). Thus, we have
established that such semicircles are likewise hyperbolic lines.
In order to show that there are no other types of hyperbolic lines, we rst
observe that through any two distinct points x, y H there is a unique hyperbolic line of one of the two types just described. For x and y on a vertical
halfline this is clear. If x and y do not lie on a vertical halfline, they lie on
a unique semicircle C orthogonal to H: draw the perpendicular bisector of
the euclidean line segment xy in the plane orthogonal to H determined by
10
This identity, as one can easily show, holds for any scalar product and the associated norm.
123
(q)
these two points; the intersection of this bisector with H is the centre of C,
see Figure 8.11.
x
H
Figure 8.11 Finding a hyperbolic line C through x and y.
124
2 about the point (0, . . . , 0, 1), see Figure 8.12. By Proposition 8.10, the
inversion sends the (n 1)plane H to an (n 1)sphere. We observe that
sends the point 0 H to (0, . . . , 0, 1), and it xes the (n 2)sphere in H
of radius 1 about 0. This implies that (H) is the (n 1)sphere of radius 1
about 0. So (H) has to be equal either to the open ndisc D of radius 1 about 0
or to the complement of the closure of D.
In order to decide which alternative holds, it suces to consider a single
point in H. The point (0, . . . , 0, 1) H is sent to the point 0 D; this implies
(H) = D.
Proposition 8.30 The Riemannian metric on D induced from the hyperbolic
metric on H via the dieomorphism : H D is given by
4v, w
1 y2 2
v, wh =
for v, w T y D.
2(y + u)
,
y + u2
(8.8)
since was dened as the inversion in the sphere of radius 2 about the
point u. Notice that x, u = xn , so the hyperbolic length of x can be written
as xh = x/x, u.
125
hence
!
1
4y2 y + u4 16y, y + u2 y + u2 + 16y + u2 y, y + u2
8
y + u
4y2
.
=
y + u4
x2 =
It follows that
x =
Moreover, from (8.8) we have
x, u =
2y
.
y + u2
2 y, u + 1
1,
y + u2
and because of
y + u2 = y2 + 2y, u + 1
this can be written as
x, u =
1 y2
.
y + u2
We conclude that
yh = xh =
2y
.
1 y2
126
The geodesics in euclidean space are simply the straight lines. This can be proved by
reasoning as in Example 8.20.
v()
c sin
,1 .
w() = 2
=
v () 2 1 + cos
v2 =
c
1 c
2
u , u ,
r() (cos , sin ) = r =
2
=
= = ,
2 1 + cos
2c
1 + cos
2c
2
2
i.e. w(s) = (s/2, c/2), which describes the arc length parametrisation of a
horizontal line with respect to the metric 4 . , . .
In the limit c 0, the curve r becomes
r(u) = (u2 /2, 0),
128
x = uu = 2 /u = 2/s,
hence w = (s/2, 0), which is smooth even in s = 0.
In this fashion we realise all horizontal lines in the upper half of the xyplane
(including the xaxis), oriented in the negative xdirection.
1
e2
( sin , e + cos ),
Beware that, as in the elliptic case, the functions u r(u) and u t(u) are smooth on R, but
the functions t r(t) and t u(t) are dierentiable only on R \ {0}.
129
1 + e2 + 2e cos
,
e2 1
e2 1
v
=
( sin , e + cos ),
v2
1 + e2 + 2e cos
e2 1
,
1 + e2 + 2e cos
e2 1
,
2
1 + e + 2e cos
2(1 + e cos )
2c2 /
=
.
1 + e2 + 2e cos
r(1 + e2 + 2e cos )
Moreover, we have
u =
1
;
a r
(8.10)
e2 1
c
dw = dw d dt =
du d dt du 1 + e2 + 2e cos r2 r,
hence
dw = 2 dw/du = e2 1 = 1.
du h
c
1 w2
(8.11)
1
dx du dx dt
sinh u
x =
,
=
du dt
du du
cosh u 1
where the same caveat holds about t = 0 as in the case h = 1/2. The inverted
velocity curve
1 cosh u
,0
u w(u) =
sinh u
is smooth on all of R. A simple calculation shows that this is again a unit speed
curve in terms of the hyperbolic metric on D2 . Notice that limu w(u) =
(1, 0).
130
Remark 8.37 For a solution r of (K) with h = 1/2, the parameter u can be
recovered by the same integral formula (8.9) as s in the previous remark. For
c 0 this follows from (8.10); for c = 0 the improper integral can be computed
explicitly, starting from (8.11).
We have now seen how to relate the velocity circles of the Kepler problem
for energies h = 1/2 or 0 to geodesics in the unit sphere, the euclidean plane
or the hyperbolic plane, respectively. I close this section with a brief discussion
of the general case.
1 K x4
the inverse map is given by
1
K (w1 , w2 , w3 )
Kw2 1
2w1 , 2w2 , 2w3 ,
,
=
Kw2 + 1
K
1
. , . K =
1 + Kw2
2 .
(8.12)
1/ K by the same formula (8.12). For K = 0 this formula denes the scaled
euclidean metric 4 . , . on R3 .
The result follows by polarisation.
131
The manifolds
D1/ K
3
MK :=
R
S 3
1/ K
for K < 0
for K = 0
for K > 0
132
the sphere of radius 1/ K. These are the circles in radial planes characterised
by the condition w1 , w2 = 1/K for any pair of intersection points w1 , w2
with a radial line. Under inversion in S 2 , we obtain circles characterised by
the corresponding condition v1 , v2 = K, which, by Lemma 8.6, are exactly
the velocity circles of Kepler solutions with 2h = K.
It remains only to verify the claim about the respective parametrisations.
The Kepler equation (K) can be written as
v =
r
.
r2 r
4 . , .
1 2hw2
2 = . , . 2h .
The attentive reader will have noticed that we did without inversion in S 2 R3 in Mosers
theorem. The reason is that this inversion, as the last step in the proof has shown, is an
isometry for the metric . , . 1 , and it preserves the set of circles invariant under negative
inversion in the unit sphere.
133
A1
C0
1
A2
134
Proof We start from a point A and its polar a. Given any point B a, let B
be the foot of the perpendicular from A to OB, see Figure 8.14. If B equals the
inverse A of A, then A lies on OB and coincides with B . In this case the polar
b of B passes through A by the very denition of poles and polars.
If B A , then OBA is a nondegenerate triangle similar to OAB , hence
OB OB = OA OA = 1,
so B is the inverse of B, and the line through A and B is in fact the polar b
of B.
a
b
C0
I
t
R
x(t)y(t) y(t) x(t).
135
The condition c(t) 0 is equivalent to saying that (x(t), y(t)) and ( x(t), y (t)) are
linearly independent, or in other words that the tangent line through the point
(x(t), y(t)) is dened and does not pass through O.
Denition 8.45 Let be a C 1 curve in R2 with nowhere vanishing angular
momentum. The polar reciprocal of is the curve of poles of the tangent
lines of .
Proposition 8.46 Let t (t) = (x(t), y(t)), t I, be a C 1 curve with
nowhere vanishing angular momentum c. Then the polar reciprocal of is
given by
(t) =
1
y (t), x(t) .
c(t)
Proof The tangent line a = at to at the point (t) = (x(t), y(t)) is parallel to
the velocity vector ( x(t), y (t)), and thus orthogonal to (y(t), x(t)). Moreover,
it contains the point (x(t), y(t)). Hence
a = (, ) R2 : y x = xy y x = c .
So the foot A of the perpendicular from O to a is
A =
c
(y, x),
x2 + y 2
1
(y, x).
c
is the signed arc length of measured from the point (t0 ). Because of
ds
= (t)
0,
dt
the function t s(t) is invertible, so we may regard t as a function of s. The
reparametrised curve
s (s)
:= (t(s))
136
dt
(t)
d
(s) = (t)
=
.
ds
ds (t)
137
i
.
1
y (t), x(t) =: u(t), v(t) .
c(t)
138
We compute
y (xy y x) y (xy y x)
(xy y x)2
xy y x
= y
c2
u =
and
v = x
xy y x
,
c2
whence
c := uv vu =
(xy y x)( xy y x) xy y x
=
.
c3
c2
139
A
P
a
O
F
E
x
,
r3
y =
y
.
r3
140
1
y (t), x(t) =: X(t), Y(t) .
c
Then
y
c
x
=
c
X
Y
and
X
y
r3
x
r3
ry + 3yr
r4
r x 3xr
.
r4
Notice that, a priori, the polar reciprocal of a C k curve is only of dierentiability class C k1 . A C 2 solution of the Kepler problem (K), however, is
automatically C , since (K) implies that r has the same class of dierentiability as r. So r will be likewise of class C .
The curvature of r is constant:
c2
c
X Y Y X
(x
y
y
x
)
=
.
=
2 2 3/2
X +Y
By Lemma 8.49, the curve r lies on a circle. Then Proposition 8.51 (with the
comments following it) gives us Keplers rst law.
Remark 8.52 The fact that the polar reciprocal r of a solution r of the Kepler
problem lies on a circle can also be seen by the argument in our proof of
Proposition 8.3. We showed there by integrating the Kepler equation that the
velocity vector r = ( x, y ) lies on a circle. Hence so does the polar reciprocal
r = (y, x)/c, since c is constant.
141
As a set, the projective plane RP2 is dened to be the set of radial lines in
R3 . In order to give a topology to this space, one denes it more formally as a
quotient space. There are two ways to go about this. One way is to observe that
any radial line in R3 intersects the unit 2sphere S 2 at a pair of antipodal points;
conversely, any such pair determines a radial line. Alternatively, we notice
that any point in R3 \ {0} determines a radial line, and two points determine
the same radial line if and only if they dier by multiplication with a scalar
R := R \ {0}.
Denition 8.53 The projective plane RP2 is the quotient space
R3 \ {0}/ ,
where the equivalence relation is dened by
x y : There is a R such that y = x.
Write [x] RP2 for the equivalence class of x R3 \ {0}. We then have the
projection mapping
:
R3 \ {0}
x
RP2
[x].
142
{x0 = 1}
x2
x1
Figure 8.16 R2 as a subset of RP2 .
143
this the dual projective plane (RP2 ) and write points in it in homogeneous
coordinates as [a0 , a1 , a2 ] .
We regard R2 as a subset of (RP2 ) via the inclusion
(1 , 2 ) [1, 1 , 2 ] ,
where the choice of sign will be justied by the discussion that follows.
Given a set of points [x0 , x1 , x2 ] in RP2 , we can view the points with x0
0 as points in R2 via (1 , 2 ) := (x1 /x0 , x2 /x0 ). These points constitute the
ane part of the given subset of RP2 . In (RP2 ) we dene the ane part via
(1 , 2 ) := (a1 /a0 , a2 /a0 ).
We now want to extend the notions of pole and polar to this projective setting. As we shall see, Lemma 8.44 then becomes virtually tautological. Any
line in R2 can be written in the form
a = (1 , 2 ) R2 : a0 + a1 1 + a2 2 = 0
with a21 + a22 = 1. Notice that the unit vector (a1 , a2 ) is orthogonal to the line a.
So the point
A := a0 (a1 , a2 ) a
is the foot of the perpendicular from O to a. The condition for a not to contain
the origin O is a0 0; then
A :=
1
(a1 , a2 )
a0
is the pole of a.
The projective extension of a, i.e. the projective line whose ane part is a,
is given by homogenising the equation dening a:
(x0 , x1 , x2 ) R3 : a0 x0 + a1 x1 + a2 x2 = 0 .
We continue to write a for this projective line.
Under the inclusion R2 (RP2 ) , the point A R2 maps to
[1, a1 /a0 , a2 /a0 ] = [a0 , a1 , a2 ] .
Again, we continue to write A for this point; this point A (RP2 ) is now also
dened for a0 = 0. Observe that A (RP2 ) is simply the point dening the
line a RP2 .
Dually, we can start from a line b R2 (RP2 ) , which after extension
to a line in (RP2 ) may be regarded as a point B RP2 . The same reasoning
as above shows that B is actually the pole of b under the inclusion R2 RP2 ,
provided b did not contain O, see Exercise 8.32.
144
This discussion shows that the projective extension of Lemma 8.44 is the
following statement.
Lemma 8.55 Let A = [a0 , a1 , a2 ] be a point in (RP2 ) , dening the line
a RP2 , and let B = [b0 , b1 , b2 ] be a point in RP2 , dening the line b (RP2 ) .
Then A b if and only if B a.
Proof Both statements A b and B a are equivalent to the equation
a0 b0 + a1 b1 + a2 b2 = 0
being satised.
145
We now want to show how the dual curve relates to the polar reciprocal. Let
t (t) = [x(t)] = [x0 (t), x1 (t), x2 (t)] be a regular curve in RP2 . Then
= [x x ] = [x1 x2 x2 x1 , x2 x0 x0 x2 , x0 x1 x1 x0 ] .
For points [1, x, y] in the ane part of this becomes
[xy y x, y, x] ,
and if the angular momentum c = xy y x at a point in the ane part of
does not vanish, the corresponding point of lies in the ane part and can be
written as
[1, y /c, x/c] .
So these points in the ane part of constitute the polar reciprocal.
The projective analogue of Proposition 8.50 is the following.
Proposition 8.59 Let = [x] be a C 2 curve in RP2 with x, x , x linearly
independent in R3 at every point of the curve. Then the dual of is dened
and equals .
Proof By denition we have = [x x ] . The condition for this dual curve
to be regular is that x x and dtd (x x ) = x x be linearly independent. We
compute with the Gramann identity (1.1) from Chapter 1:
(x x ) (x x ) = x, x x x x, x x x = x, x x x.
The triple product x, x x equals the determinant det(x, x , x ) or, geometrically, the oriented volume of the parallelepiped spanned by x, x and x .
So the regularity condition for is equivalent to the nonvanishing of that
determinant. Then the previous computation shows that the dual of is represented by a nonvanishing multiple of x, and hence equals .
If [x] is a regular curve in RP2 , we may choose x to be a unit speed curve
s x(s), s I, in the 2sphere S 2 . Then the acceleration x is orthogonal to
the unit velocity vector x . Write n for the outer normal unit vector to S 2 , which
happens to coincide with x. The socalled intrinsic normal vector S := n x
is a vector eld along the curve, tangent to S 2 but orthogonal to the curve. The
acceleration x can then be written as
x = g S + n n.
Here g and n are realvalued functions on I, called the geodesic curvature
and normal curvature, respectively.
146
The condition on x, x , x to be linearly independent is then seen to be equivalent to the geodesic curvature being nowhere zero.14
(H)
We are looking for C 2 maps s w(s) C that solve equation (H), where
is a real parameter, and the prime denotes the derivative with respect to the
variable s.15 Equation (H) with a parameter > 0 describes Hookes law for
springs: the force required to extend or compress a spring by a certain distance
is proportional to that distance.
The solutions of (H), which are always dened on the full real line, are as
follows. For = 0, the solutions are linear: s as + b, with a, b C.
By a rotation of the complex plane and a shift in the sparameter it suces to
consider solutions of the form
w(s) = as + ib
(H0 )
with a, b R.
s and
For
>
0,
a
fundamental
system
of
solutions
is
given
by
cos
sin s , i.e. the general solution is a complex linear combination of these
two. In particular, every solution is bounded, so it reaches a maximal distance
a from the origin, where the velocity is orthogonal to the position vector. By
a rotation of the complex plane and
a shift in the sparameter we may assume
that w(0) = a. Then w (0) = ib for some real parameter b, which we may
assume to be nonnegative by a reection of C, if necessary. The solution is
then given by
w(s) = a cos s + ib sin s .
Our assumption
that a be the maximal distance from the origin implies b a,
since w(/2 ) = ib. We see that, for b > 0, the solution curve is an ellipse
14
15
A geodesic on a surface would be a curve on that surface whose geodesic curvature vanishes
identically, see Exercises 8.9 and 8.10.
In contrast with the preceding section, here s does not, in general, correspond to arc length
parametrisation.
147
centred at the origin, with semimajor axis a along the real axis and semiminor
axis b along the imaginary axis. This solution can be rewritten as
(H+ )
w(s) = p exp i s + q exp i s
with p = (a +b)/2 and q = (a b)/2, i.e. p > q 0. Notice that the foci are at
the points a2 b2 , 0 = 2 pq, 0 .
Similar considerations, see Exercise 8.33, show that for < 0 the solution
can be written, without loss of generality, as
w(s) = a cosh s + ib sinh s
with a, b R+0 , or
w(s) = exp
s + exp s ,
(H )
z2 z
(K)
in C \ {0}.
Proposition 8.60 Let s w(s) C \ {0} be a solution of (H) with cH 0.
Dene the parameter t = t(s) by
s
w()2 d.
t(s) :=
0
z(t) := w2 (s(t)).
148
Then z is a solution of (K) with = 4hH . The angular momentum and the
energy of this solution are given by cK = 2cH and hK = 2.
Proof For a dierentiable function t f (t) = g(s(t)) we have
df
dg ds
1
dg
=
=
.
2
dt
ds dt
w(s(t)) ds
We write this more briey as
df
1 dg
=
.
dt
w2 ds
Applied to z(t) = w2 (s(t)), this yields
z =
and
1 dw2 2w
=
w
w2 ds
d 2w
1
w2 ds w
ww
w
2
2 +
=
w
w2
w
z =
2
3
w 2 + w2
ww
z
=
= 3 ,
3
z
ww
hK =
= 2.
149
Remark 8.61 The argument in the preceding proof works just as well in the
case cH = 0; a problem arises only for those values of s where w(s) = 0, since
here the function s t(s) is not invertible, and the speed of t z(t) diverges
to innity.
Up to inessential choices, the solutions of (H) with cH = 0 are given by
as
for = 0,
s
for > 0,
a cos s
2
w (0), 2 w (0)2 + w(0)2 .
z(0), z (0), = w2 (0),
w(0)
(8.13)
A solution z of the Kepler problem (with given > 0) is determined by its initial values z(0) and z (0). Given any and choice of these initial values, choose
w(0), w (0) and that realise them in the sense of (8.13). The corresponding
solution w of (H) then transforms to the given solution z of (K).
It is now a simple matter to deduce, once again, Keplers rst law. By the
relations in Proposition 8.60, a solution of (K) with cK 0 and hK < 0 comes
from a solution of (H) with cH 0 and > 0, i.e. a solution of type (H+ ). We
obtain
z(t(s)) = w2 (s) = p2 exp i 2 s + q2 exp i 2 s + 2pq,
which describes an ellipse with foci at (2pq + 2pq, 0).
For the case hK 0 see Exercise 8.35.
150
Exercises
151
Section 8.5, such as the denition of sectional curvature. The sectional curvature of the hyperbolic space forms is computed in (Millman and Parker, 1977,
Exercise 8.13).
By Remark 8.52, Coolidges reasoning is essentially equivalent to Hamiltons hodograph theorem, which he does not cite. Indeed, Hamilton proved
Theorem 8.2 by showing that the hodograph has constant curvature, rather than
integrating the Kepler equation as we have done. Hamiltons theorem has been
rediscovered several times; see (Derbes, 2001), (van Haandel and Heckman,
2009) and (Ostermann and Wanner, 2012) for more historical information.
The duality result in Section 8.7 is implicit in (Newton, 1687) in Another
solution to Propositions 11 and 12 of Book 1, which deal with the inverse
problem of deriving the force law F r2 from the known elliptic or hyperbolic trajectory (with force centre at one of the foci); cf. the notes to Chapter 3.
The rst explicit statement of this duality is due to Bohlin (1911) and Kasner
(1913). For a generalisation of this result see (Arnold and Vasilev, 1989;
Needham, 1993; Hall and Josic, 2000) and the appendix in (Arnold, 1990),
as well as Exercise 8.36. We shall return to this duality result in Section 9.1,
see in particular Theorem 9.13, where we give a strikingly simple and very
geometric proof, due to Arnold (1990), that any conformal transformation of
C gives rise to dual force laws here the attribute simple presupposes knowledge of how to translate motions in a conservative force eld into geodesics
of a suitable metric, the socalled Jacobi metric. This is in fact the geometric
interpretation of Maupertuiss least action principle, which we discuss in the
next chapter.
An intriguing example is the force law F r5 , which is selfdual under the
mapping w w1 , i.e. inversion in the unit circle followed by a reection.
Under this map, the straight lines not containing the origin are transformed
into circles through the origin. The former may be regarded as solutions for the
zero force eld; the latter are then solutions for a nonzero force eld r5 .
These circular solutions were already known to Newton, see Corollary 1 to
Proposition 7 in Book 1 of (Newton, 1687). Another force law considered by
Newton is F r3 , which is the only power law for which the duality breaks
down. As shown in Proposition 9 of (Newton, 1687, Book 1), this is the power
law for which the solutions are logarithmic spirals.
Exercises
8.1
Use the fact that, in the hyperbolic case, the energy circle {v2 = 2h}
intersects the velocity circle C orthogonally (see Lemma 8.6) to show
152
8.2
i=0
here o is an arbitrary point in R , and v0 , . . . , vk a (k + 1)tuple of orthonormal vectors. Show the following.
n
Exercises
153
(b) The topological space Rn1 {} is compact, that is, given any
covering of Rn1 {} by open sets, one can select nitely many of
these sets that still cover the whole space.
(c) The map : S n1 Rn1 {} is a homeomorphism, i.e. bijective
and continuous in either direction, where continuity means that the
preimage of any open set is open.
8.4
Let
: S n1 \ {(0, . . . , 0, 1)} Rn1
be the stereographic projection to the equatorial plane Rn1 {xn = 0}
from the north or south pole, respectively. Show that the composition of
maps
n1
\ {0} Rn1 \ {0}
1
+ : R
In this exercise we want to give a direct proof that stereographic projection is conformal. For simplicity, let us think of stereographic projection
of S 2 R3 from the north pole N := (0, 0, 1) onto the equatorial plane
R2 {0}. Prove conformality of at a given point x S 2 \ {N} by
considering pairs of circles in S 2 that intersect at x and at N.
8.6
(a) Provide the details for the statement in the proof of Proposition 8.10
that by reversing the argument in the proof of Lemma 8.9 one can see
that inversion in S0 sends spheres through p0 to planes not containing
p0 , and vice versa.
(b) Let now : R3 \ {0} R3 \ {0} be the inversion in the unit sphere
S 2 R3 centred at the origin. Compute the Jacobian matrix J (x)
of and show that at every point x R3 \ {0} it is proportional to an
orthogonal matrix.
(c) Show that a C 1 map between open subsets of Rn is conformal if and
only if its Jacobian matrix is proportional to an orthogonal matrix at
every point in the domain of denition.
154
8.7
S 3 \ {N}
(x1 , x2 , x3 , x4 )
R3
1
(x1 , x2 , x3 )
1 x4
8.8
1
(2w1 , 2w2 , 2w3 , w2 1),
w2 + 1
where w2 = w21 +w22 +w23 . This gives a direct proof that : S 3 \{N} R3
is a dieomorphism.
In this exercise we want to discuss geodesics on spheres. Given a submanifold M Rn , one can measure the length of a C 1 curve
: [a, b] M Rn
in M simply as its length in Rn with respect to the euclidean norm:
b
dt.16
(t)
L() :=
a
Such a curve will be called a geodesic if it is parametrised propor is a constant function, and if it is locally
tionally to arc length, i.e. 
distance minimising. This means that for suciently small subintervals
[t0 , t1 ] [a, b], the curve [t0 ,t1 ] is the shortest connection from (t0 ) to
(t1 ).
(a) Now let M be the unit 2sphere S 2 R3 with the meridian
(x, y, z) S 2 : x 0, y = 0
removed. A point in M can be described in terms of its longitude
with < < and its latitude /2 with 0 < < . Draw a
picture indicating these spherical coordinates (, ) and show that
the corresponding point on M has cartesian coordinates
(sin cos , sin sin , cos ).
(b) Let t (t) be a C 1 curve on M, described in terms of spherical
2 = 2 + 2 sin2 .
coordinates ((t), (t)). Show that (t)
16
If is an arbitrary C 1 curve, this integral measures the total distance travelled. If we want the
integral to measure the geometric length of the trace ([a, b]), the parametrisation has to be
> 0, or at least the trace of the curve has to be traversed in a single direction
regular, i.e. 
only.
155
Exercises
(c) We now want to show that arcs of great circles on S 2 are geodesics.
Without loss of generality we consider an arc {0 < < 1 , = 0} on
the prime meridian. Use (b) to show that the shortest curve joining
the two endpoints of this meridional arc is that very arc.
8.9
Rm U
1
m
(u , . . . , u )
M Rn
x(u1 , . . . , um ),
x
, i = 1, . . . , m.
ui
m
vi (s)xi 1 (s), . . . , m (s)
i=1
17
The restriction of the standard euclidean scalar product on Rn to the tangent spaces of M
denes what is called a Riemannian metric on M, cf. Section 8.4.
156
a
2 1
,
ds.
s s s
(b) Using the fact that s (0, s) = (s) is a unit speed curve, and
observing that
2
2
d
,
,
,
,
=
s s
ds s
s2
show that dL/d (0) < 0. This means that, by pushing in the
direction of the tangential component of its acceleration, one can
shorten the curve.
(c) Observe that this calculation also shows the following. If is a curve
on M with acceleration everywhere orthogonal to M (and hence,
without loss of generality, a unit speed curve), then dL/d (0) = 0
for any variation (, s) as above, where v is allowed to be any vector
eld along tangent to M.
8.10 Show that a unit speed C 2 curve s (s) on the unit sphere S n1 Rn
with orthogonal to S n1 lies on a great circle.
Hint: For n = 3 consider . For n > 3 one may assume that
(s0 ), (s0 ) are the unit vectors in the x1  and x2 direction, respectively.
Consider the (x1 , x2 , xi )components of and for 3 i n, and then
argue as for n = 3. Alternatively, from the identities , = 1 and
, = 1 you can show that = ; then use the PicardLindelof
theorem.
8.11 Draw a sketch of the great circles from Proposition 8.17 on
S 2 R3 R2 {0} R R4
and the corresponding velocity curves in
R2 R2 {0} R3 .
157
Exercises
8.13 (a) Show that for any point (c1 , . . . , cn ) H the map
(x1 , . . . , xn ) cn (x1 , . . . , xn ) + (c1 , . . . , cn1 , 0)
is an isometry of hyperbolic space H.
(b) Conclude that the isometry group of H, i.e. the set of all isometries
of H with group multiplication given by the composition of maps,
acts transitively on H, which means that for any two points x, y H
there is an isometry mapping x to y.
(c) Now specialise to the case n = 2 and identify H with the upper halfplane {Im z > 0} in C. Show the following.
(1) For a, b, c, d R with ad bc = 1, the fractional linear transformation
az + b
,
z
cz + d
also known as a Mobius transformation, is an isometry of H.
(2) The map
z 1/z
is an isometry of H.
158
Exercises
159
u=
t0 r()
holds for all t R, even though the integrand is not dened for the
collision time t = t0 .
Hint: Look at the solution u r(u) = (u2 /2, 0) in the proof of
Proposition 8.34. Reparametrise this in terms of t and then compute the
improper integral explicitly.
8.18 Verify the formulae on page 129.
8.19 Carry out the computation in the proof
of Proposition 8.38.
8.20 Show that for K > 0 the map w K w denes an isometry from the
space form MK (Denition 8.39) to the unit sphere S 3 with the Riemannian metric
4 . , .
.
K 1 + w2 2
The condition + + = + KA for the area A of any geodesic triangle with interior angles
, , , where K R is some constant, characterises a space of constant sectional curvature K.
160
b0
A1
B0
A0
B1
a0
a1
(a) Show that the condition that have nowhere vanishing curvature
guarantees that a0 a1 is a single point C for A1 near A0 , and that
C B0 for A1 A0 .
(b) Use Lemma 8.44 to conclude that the secant A0 A1 converges to the
polar of B0 . So the tangent line b0 of at A0 is dened, and its pole
equals B0 . This is again the statement of Proposition 8.50.
8.23 In the proof of Proposition 8.50 we saw that the angular momentum c of
the polar reciprocal of vanishes precisely at the points corresponding to those points of where the curvature vanishes. Here we wish
to give a geometric explanation of this fact. Suppose, for instance, that
: (, ) R2 has > 0 for t < 0 and < 0 for t > 0. This means that
the tangents to turn left for t < 0, and right for t > 0. Thus, every tan
gent direction near (0)
is realised for a negative and for a positive value
Exercises
161
162
c2 /
cos f (t), sin f (t) =: x(t), y(t)
1 + e cos f (t)
with
c
2
f = 2 = 3 (1 + e cos f )2
r
c
as in the Kepler problem. Then the angular momentum is constant and
equal to c. Show that
x = sin f, y = (e + cos f ).
c
c
This implies that the polar reciprocal r of r is given by
r (t) = 2 e + cos f (t), sin f (t) ,
c
which lies on a circle of radius /c2 about the point (e/c2 , 0). Notice
that the origin lies inside the circle for e < 1, on the circle for e = 1, and
outside the circle for e > 1.
8.27 In this exercise we want to prove the theorem from (Hamilton, 1847) that
the Newtonian law may be characterized as being the Law of the Circular Hodograph. Let t r(t) = (x(t), y(t)) be a solution of the central
force problem r = f (r) r/r. Compute the curvature of the velocity
curve t (X(t), Y(t)) := ( x(t), y (t)) and observe that this curvature is
constant if and only if f r2 .
8.28 This exercise shows how to give a geometric proof of the parabolic case
in Proposition 8.51. Let P R2 be a parabola with directrix {x = d}
and focus at the origin O, so that P is described by the equation (x+d)2 =
x2 + y2 , or y2 = d2 + 2dx.
(a) Show that P has the following reection property19 : a light ray coming in from the right along a horizontal line {y = const.} will be
reected towards the focus of the parabola. To this end, show that
the angle between the tangent line a to P at a point P = (x0 , y0 ) P
and the horizontal line {y = y0 } equals the angle between a and PO.
19
163
Exercises
(b) Show that the foot A of the perpendicular from O to a moves along
the straight line {x = d/2} as P moves along P.
(c) Conclude that the polar reciprocal of P is a circle passing through O.
8.29 Give a geometric proof of the hyperbolic case in Proposition 8.51. Again
it may help rst to derive a reection property of hyperbolas. (Consider
light rays emanating from one focus. What is their relation to the other
focus after reection?)
8.30 Verify that the quotient topology as dened (in the case of RP2 ) in Section 8.6.5 satises the axioms of a topology (see Exercise 8.3).
8.31 Show that the projective line RP1 is homeomorphic to the circle S 1 .
8.32 Let
b = (1 , 2 ) R2 : b0 + 1 b1 + 2 b2 = 0
be a line in R2 , where we may assume that b21 + b22 = 1. Show the
following.
(a) Provided O b, the pole B of b is given by B = (b1 , b2 )/b0 , which
under the inclusion R2 RP2 is mapped to [b0 , b1 , b2 ].
(b) Under the inclusion R2 (RP2 ) , the extension of b to a projective
line in (RP2 ) is given by
(u0 , u1 , u2 ) R3 : u0 b0 + u1 b1 + u2 b2 = 0 .
8.33
8.34
8.35
8.36
w
,
w
164
wa+1 .
a+1
Hence, by Proposition 1.8, the total energy
U(w) =
hw =
1 2
w  + U(w)
2
is a constant of motion.
For a 3, set := (a + 3)/2, and dene A by the equation
(a + 3)(A + 3) = 4.
(8.14)
165
Exercises
,
F = c2 2
r cos3
which is essentially Proposition 7 in Book 1 of (Newton, 1687)
translated into modern language.
(c) Now suppose r describes a circle of radius R through the origin.
Draw a picture of this situation and show that cos = r/2R. Deduce
with = 1/R that F = 8R2 c2 r5 .
(d) Show that the energy h = v2 /2 /4r4 of the solutions in (c), where
= 8R2 c2 , equals zero, cf. Exercise 8.36 (b).
8.38 In this exercise we show how one can base a more geometric proof of
the duality in Exercise 8.36 on part (b) of the preceding exercise and the
transformation formula for the curvature in Exercise 8.25. For simplicity,
we deal only with the case (a, A, ) = (1, 2, 2) of Proposition 8.60.
Thus, let w be a solution of (H) with nonvanishing angular momentum, and let f : C C be the map w w2 =: z. Use the notation
, F, c, , r = w from Exercise 8.37 for the quantities associated with w,
c , , r = z for those associated with z. We regard F as negaand , F,
tive in the case < 0, i.e. a repelling force; this corresponds to negative
values of .
(a) Observe that = , since the ray from 0 to w is sent by the conformal
map f to the ray from 0 to z.
(b) Using Exercise 8.25, show that
cos
+
.
=
2r
2r2
(c) Show with Exercise 8.37 that the energy h = hH of w can be expressed as
cos
c2
+
h=
.
cos3 2r
2r2
(d) Conclude that
2
1
c
F = h 2 2 .
c r
Notice that the dynamics is now hidden in c and c ; with the parametrisations as in Proposition 8.60 we have c = 2c, and we recover the
result = 4h from that proposition.
9
Hamiltonian mechanics
Recall the equation (PCR3B) from Section 7.3 describing the planar circular restricted threebody problem, written in cartesian coordinates x, y (see
page 87):
x 2y =
.
y + 2 x =
y
This can be rewritten as
d
( x y)
dt
d
(y + x)
dt
= x +
.
y
=
y +
Set q1 = x, q2 = y, p1 = x y, p2 = y + x. Then
q 1
q2
=
=
p1 + q2
p2 q1 ,
166
(9.1)
167
Hamiltonian mechanics
and the system above becomes
p 1
p2
q1
= p1 q2 +
.
q2
=
p2 q1 +
(9.2)
Set
1
1
(p1 + q2 )2 + (p2 q1 )2 (q1 , q2 ).
2
2
Then the system of equations (9.1) and (9.2) can be written as follows:
H
H
, q 2 =
q 1 =
p1
p2
H
H
p 1 =
, p 2 =
.
q
q
H(q1 , q2 , p1 , p2 ) :=
(9.3)
Equations of this type are called a canonical system or the Hamilton equations for the Hamiltonian function H = H(q, p).
This is the form in which one will typically nd (PCR3B) described in the
contemporary literature. The advantage is that we are now dealing with a particularly simple system of rstorder equations.
Remark 9.1 When q1 , q2 , p1 , p2 in H are substituted by their expressions in
terms of x, y, x, y , the resulting function of t is J/2, where J is the Jacobi
integral from Denition 7.3.
Section 9.1 contains a brief introduction to variational principles. In particular, I show that the Newtonian equation of motion can be derived as the
EulerLagrange equation for the Lagrange functional (Hamiltons principle)
or as the condition for a trajectory to be a critical point of the action functional
(Maupertuiss principle). The socalled Jacobi metric resulting from the latter
principle will then be used to give a beautiful proof of the duality of force laws
encountered earlier in Section 8.7.
In Section 9.2 we see how a process known as Legendre transformation
allows us to transform the EulerLagrange equation, which is of order two,
into a rstorder Hamiltonian system.
In Section 9.3 we study transformations that preserve the form of the Hamilton equations. These are known as canonical transformations or, in modern
parlance, symplectomorphisms. This section requires knowledge of dierential forms, and is not necessary for what follows. However, the elegant proof
of energy conservation (Proposition 9.24) may serve to illustrate the power of
this formalism. One of the arts in the theory of Hamiltonian systems is to nd
a canonical transformation of a given system into one that can be solved more
168
Hamiltonian mechanics
L t, (t), (t)
dt,
(9.4)
S() =
a
R
L(t, q, v),
given by integrating the speed along the curve, over all C 2 maps : [a, b] R
with (a) = qa and (b) = qb .
Here is the main theorem of this section.
Theorem 9.2 If minimises the functional S from (9.4) among all functions
C 2 ([a, b], ) with given (a) = qa , (b) = qb , then satises the Euler
Lagrange equation
L
d L
= 0 for all t [a, b],
(t, , )
(t, , )
(EL)
dt v
q
169
d
= 0,
dt 1 + 2
which is easily seen to be equivalent to = 0. This means that the only
candidate for a minimal solution is, as expected, the straight line.
Example 9.5 Consider the motion of a particle of mass m in a force eld
F : Rn given by a potential V : R, that is, F = grad V. Then the
EulerLagrange equation for the Lagrangian function
1
mv2 V(q)
2
given by the dierence of kinetic and potential energy is the Newtonian equation m = grad V(). Indeed, we have
L(q, v) =
L
= mv,
v
and so the EulerLagrange equation becomes
0=
d
V
+
(m)
() = m + grad V().
dt
q
for every g C ([a, b]) with g(a) = g(b) = 0, then f is identically equal to
zero.
2
170
Hamiltonian mechanics
that there is a > 0 such that [t0 , t0 + ] (a, b) and f (t) > 0 for all t in that
subinterval.
There is a bump function g C ([a, b]) C 2 ([a, b]) with
0
for t 0,
is smooth, and we can set g(t) = t (t0 ) (t0 + ) t .
Then
t0 +
b
f (t)g(t) dt =
f (t)g(t) dt > 0.
a
t0
Proof of Theorem 9.2 Let be a function with S() S() for all within
the class of allowable functions. Let g C 2 ([a, b], Rn ) be a function with
g(a) = g(b) = 0. For in a suciently small interval around 0, we have
+g C 2 ([a, b], ), so we can dene a realvalued function on that interval
by () := S( + g). Then is dierentiable and (0) () for all in the
relevant interval around 0, which implies (0) = 0. On the other hand,
b
() =
L(t, + g, + g) dt
a
b
L
L
g+
g dt,
=
q
v
a
where the products in the last integrand are meant to be read as standard scalar
products of vectorvalued functions.
Through integration by parts we nd
b
b
b
L
d L
d L
L t=b
g
g dt =
g dt =
g dt,
v t=a
a v
a dt v
a dt v
since g(a) = g(b) = 0. It follows that
0
b/
L
d L
(t, , )
(t, , )
g dt.
0 = (0) =
q
dt v
a
By choosing a vectorvalued function g with only one component nonzero, we
can apply the preceding lemma componentwise to deduce that the expression
in brackets is identically zero.
171
Next we discuss geodesics in this variational context, cf. Section 8.4. Assume we are given a Riemannian metric on the open subset Rn , i.e. an
inner product . , . q on the tangent space T q Rn (cf. Denition 8.21) varying smoothly with the point q . This means that, if we express this inner
product with respect to the standard basis of Rn as a positivedenite symmetric matrix, then the matrix entries should be smooth functions of q.
For a C 1 curve : [a, b] we then have the length functional
b
dt,
(t)
L() =
a
L
L(, )
= const.
(, )
v
(EL )
172
Hamiltonian mechanics
Proof We compute
L
d L
L
L
d
L
L(, )
=
+
(, )
(, )
dt v
v
dt v
q
v
0
/
d L
L
.
(, )
(, )
=
dt v
q
From this identity the lemma follows.
For instance, in the case of Example 9.5, the constant of motion provided
by the lefthand side of (EL ) is simply the total energy of the particle (Exercise 9.1).
Example 9.10 We want to determine the geodesics in H that can be written as
graphs over the xaxis, i.e. geodesics that can be parametrised as t (t, (t))
over some interval [a, b]. For these, the length functional from Denition 8.18
becomes
b
1 + 2 (t)
dt.
L() =
(t)
a
In order to apply the preceding lemma, we also assume 0. Then a
necessary and sucient condition for t (t, (t)) to be a geodesic (when
reparametrised proportionally to arc length) is that
1
1 + 2
1 +
1 + 2
be constant. This condition characterises semicircles orthogonal to H (Exercise 9.2).
Historically one of the most important incarnations of the variational principle is the least action principle of Maupertuis. As in Example 9.5 we study the
motion of a particle of mass m in a conservative force eld on Rn given
by a potential V : R. We only consider motions for a xed value h of
the energy
1
2 + V().
m
2
becomes a function of the position:
This means that the speed v = 
2(h V(q))
v=
.
m
Motion is possible only in Hills region
q : h V(q) 0 ,
(9.5)
173
cf. Denition 7.7. For curves in that region, we can dene the action functional
A() =
mv ds,
that is, we integrate v given by (9.5) along the curve with respect to the arc
length element ds for the euclidean metric. The value of this integral does not
depend on the choice of (regular) parametrisation t (t). The action can be
computed with the arc length element
dt
ds = (t)
and v given by (9.5) for any such parametrisation, even if v((t)) (t).
Thus, for the computation of the critical points of the action functional A, the
choice of parametrisation is irrelevant.
Theorem 9.11 (Maupertuiss principle) Among C 2 curves in Hills region
joining two given points, critical points for the action functional A, when
parametrised such that the speed conforms to equation (9.5), are precisely
the trajectories of the Newtonian equation
mq = grad V(q).
(Nc )
of energy h.
The expression
mv ds =
2m(h V(q)) ds
can be interpreted as the arc length element for the rescaled metric
2m(h V(q)) . , .
on Hills region, called the Jacobi metric. So the following is evident.
Corollary 9.12 Trajectories of the Newtonian equation (Nc ) of energy h,
when parametrised such that
2 = const.,
2m(h V()) 
are precisely the geodesics for the Jacobi metric.
Proof of Theorem 9.11 Consider regular C 2 curves joining two given points
in Hills region. To start with, we take an arbitrary parametrisation of these
curves on the interval [a, b]. The action functional can then be written as
b
dt.
2m(h V()) 
A() =
a
174
Hamiltonian mechanics
= 0.
() 
2m(h V())
+
dt

2(h V()) q
Since the action functional is independent of the parametrisation of , this
EulerLagrange equation will hold for a critical point no matter which parametrisation we choose, so let it be the one satisfying (9.5), that is,
2(h V())
=
,

m
which makes of constant energy h. Then the EulerLagrange equation becomes
V
() = 0,
m +
q
Corollary 9.12 allows us to give a quick and conceptually much nicer proof
of Proposition 8.60 and its generalisations.
Theorem 9.13 Let w z be a biholomorphic mapping between certain open
subsets of C. Under this mapping, the trajectories of energy h for the potential
2
dz
U(w) = ,
dw
that is, solutions of
w =
U
(w)
w
with w2 /2 + U(w) = h (notice that h > 0), transform into trajectories of
energy 1/h for the potential
2
dw
V(z) = ,
dz
that is, solutions of
z =
with z2 /2 + V(z) = 1/h.
V
(z)
z
175
Remark 9.14 If you are a little worried about the Leibnizian notation in
that proof (and I think you should be), here is how to translate it into that of
Chapter 8. Write the biholomorphism w z as . The length element dz
measures the euclidean length of a tangent vector v T z C, that is, dz2 (v) =
v, v. By polarisation, see (8.7), the length element determines the metric.
As is habitual in Riemannian geometry, let us write g for a given Riemannian
metric on the domain of the variable z, that is, the inner product of v, v T z C
is written as gz (v, v ).
The transformation allows us to pull back this metric to a metric g on
the domain of the variable w by setting
g w (u, u ) := g(w) J,w (u), J,w (u ) for u, u T w C.
In other words, g is the metric for which the map becomes an isometry
from C, g to C, g (or whatever the domains of w and z may be).
The discussion so far applies to a dieomorphism in any dimension, but
now we use in addition that we are dealing with a biholomorphic map between
domains in C. Then the dierential J,w is simply multiplication by the nonzero complex number dz/dw (w). It follows that
2
2
dz
dz w = (w) dw2 .
dw
In particular, the pullback . , . of the euclidean metric is conformally equivalent to that metric. In the proof of Theorem 9.13 we have dropped the point
w from the notation and also abusing notation in a way that is quite customary the pullback map .
Example 9.15 For z = w2 we obtain U(w) = 4w2 , which is the Hooke
potential for the equation w = 8w, and V(z) = 1/4z, the Newton potential
for the equation z = z/4z3 .
In order to see the duality between the equations (H) and (K) from Section 8.7, where the force laws involve scaling factors , , we should start from
the identity
2
dz 2
1
dw
2
dw =
2 + 4 dz2 .
4 8 dw
16
dz
With z = w2 we then see that solutions of (H) of energy hH = /4 transform to
solutions of (K) of energy hK = 2, as in Proposition 8.60.
176
Hamiltonian mechanics
L
(t, q, v) = 0, i = 1, . . . , n,
vi
(9.6)
i = 1, . . . , n,
177
L
L
L
dt
dq
dv.
t
q
v
L
L
dt
dq + v dp,
t
q
so, in local charts for this submanifold where v = v(t, q, p), the derivatives of
the Hamiltonian function
H(t, q, p) := pv(t, q, p) L t, q, v(t, q, p)
become much simpler than those of L. Comparison with the total dierential
dH =
H
H
H
dt +
dq +
dp
t
q
p
L
q
H
,
p
H
.
q
(9.7)
L
.
t, q(t), q(t)
v
q(t), p(t) satises the
178
Hamiltonian mechanics
which are equations of precisely the type discussed in the introduction to this
chapter. Such a system of equations is also called a Hamiltonian system.
This transformation process from L to H (known as a Legendre transformation) can be reversed. Locally near points where
2 H
0,
det
pi p j
p2
p2
p2
+ V(q) =
+ V(q),
m 2m
2m
179
q1
.
q = .. ,
qn
p1
.
p = .. .
pn
t H/q1
H
.
= .. .
H =
z
H/pn
Let E = En be the n n unit matrix, and J the 2n 2n matrix
0 E
J=
.
E 0
Observe that J 2 = E2n . Under the identication of R2n with Rn iRn Cn ,
application of the matrix J corresponds to multiplication by i.
We can then write the (autonomous) Hamilton equations as
p
= H,
q
or, even more succinctly,
J z = H.
(9.8)
H
K
(w) =
(z)
(w)
K(w) =
w
z
w
t
t
=
H =
J z
w
w
t
J
=
w.
w
w
180
Hamiltonian mechanics
Denition 9.18 A dieomorphism of open subsets of R2n is called a canonical transformation if its Jacobian matrix := /w satises
t J = J
(9.9)
n
dpi dqi .
i=1
With the notational convention introduced on page 176 we may write this
canonical symplectic form as dp dq.
181
is equivalent to
q
= XH (q, p),
p
where the Hamiltonian vector eld XH is dened by
(XH , . ) = dH.
Proof
From
dH =
H
H
dq +
dp
q
p
H/p
H/q

, and further JXH =  = H,
XH =


H/p
H/q


as we wanted to show.
Given a dieomorphism between open subsets of R2n (or in fact any differentiable map), the pullback map on dierential forms is dened just like
for Riemannian metrics in Remark 9.14.
Proposition 9.25 The transformation : (Q, P) (q, p) is canonical if and
only if (dp dq) = dP dQ.
182
Hamiltonian mechanics
X
Proof Let Z =
be a vector eld on R2n , where X, Y are Rn valued. We
Y
use the corresponding notation for a second vector eld Z and compute
(dp dq)(Z, Z ) = YX XY
Y
= (Xt , Yt )
X
= Zt JZ .
With denoting the Jacobian of we have
(dp dq)(W, W ) = (dp dq)(W, W )
= (W)t JW
= Wt t JW .
So the equality (dp dq) = dP dQ holds if and only if t J = J.
Remark 9.26 Because of this result, canonical transformations are also referred to as symplectomorphisms. In the classical context, canonical transformation is probably the preferred term; the word symplectomorphism is
more common in the context of general symplectic manifolds, that is, manifolds with a 2form which in suitable local coordinates looks like the canonical
symplectic form on R2n .
H
,
pi
p i =
H
, i = 1, . . . , n,
qi
if the partial derivatives of H vanish at that point, in other words, if the constant
map t (q , p ) is a solution of the Hamilton equations.
Example 9.27 Consider the Hamiltonian description of (PCR3B) given in
equations (9.1) and (9.2). The conditions for an equilibrium point are
p1 = q2 ,
p2 = q1 and
grad = 0.
Recall that (q1 , q2 ) = (x, y) are the rotating coordinates. The vanishing of
grad characterises the ve libration points, see Section 7.3.2. This means
that each libration point (q1 , q2 ) corresponds to a unique equilibrium point
(q1 , q2 , q2 , q1 ),
183
1 2
(p + q2 ),
2
p = q.
that is, the solution curves in phase space are circles around the equilibrium
point (0, 0). It follows that this point is Lyapunov stable.
(2) For the Hamiltonian
H(q, p) =
1 2
(p q2 ),
2
p = q.
184
Hamiltonian mechanics
or
q(t) = p(t) = bet ,
or
q(t) = b sinh(t a),
or
that is, (0, 0) is again an equilibrium point, and the solution curves in phase
space are hyperbolas and the halflines along the diagonals p = q. All nonconstant solutions, except the ones along the diagonal q = p, go to innity
for t , so (0, 0) is not Lyapunov stable.
Both examples describe autonomous systems, so H is a constant of motion by Proposition 9.17. This allows us to recognise (0, 0) as a Lyapunov
stable equilibrium in example (1) without writing down the solutions explicitly. Likewise, we see that the origin is a Lyapunov stable equilibrium for the
Hamiltonian system described by
H(q, p) =
n
ai q2i + bi p2i ,
i=1
R+0
185
multiplicity of this eigenvalue equals its algebraic multiplicity, i.e. the dimension of the eigenspace (over C) equals the multiplicity of the eigenvalue as a
root of the characteristic polynomial det(A E). Notice that the characteristic
polynomial is real, so the complex conjugate of any eigenvalue is likewise an
eigenvalue. This implies the following result.
Proposition 9.30 The origin is a stable equilibrium of the linear system h =
Ah if and only if there are no eigenvalues with positive real part, and kmax = 1
for all pure imaginary eigenvalues.
We now wish to apply this observation to a given equilibrium point (q , p )
of a Hamiltonian system by linearising the equations near that point. First we
consider this process of linearisation for a general dynamical system given by a
continuous vector eld X dened in a neighbourhood Rn of some point x ,
with X(x ) = 0. Then the rstorder system x = X(x) has an equilibrium point
at x . If X is dierentiable at x , we can linearise it there, i.e. with x = x + h
we can write
X(x) = Ah + b(h),
with A = (Ai j ) being the real n n matrix with
Ai j =
Xi
(x ),
x j
h0
b(h)
= 0.
h
In other words, if the origin is asymptotically stable for the linearised system h = Ah, then x
is likewise asymptotically stable for the original system x = X(x).
186
Hamiltonian mechanics
pi = pi + i , i = 1, . . . , n.
A
B
=
,
(9.10)
C D
where
2 H
Ai j =
pi q j
2 H
, Bi j =
pi p j
2 H
, Ci j =
qi q j
2 H
, Di j =
qi p j
;
187
as we wanted to show.
188
Hamiltonian mechanics
(My convention in this text is to use the notation h rather than H when we talk
about the constant energy of a given system, or a xed energy level.)
Good texts on systems of linear dierential equations (besides those of Hale
and Walter mentioned above) are (Givental, 2001) and (Robinson, 1999).
Exercises
9.1
9.2
9.3
9.4
9.5
Show that, in the case of Example 9.5, the constant of motion provided
by the lefthand side of (EL ) is the total energy of the particle.
(a) Show that the condition on we derived in Example 9.10 can be
written as
sin
= const.,
y
where y = (t) and denotes the angle between the vertical and the
tangent direction given by the velocity vector (1, (t)).
(b) Show by an elementary geometric argument that semicircles orthogonal to H satisfy this condition. What is the constant on the righthand side of the equation in this context?
(c) Write the condition on as a rstorder dierential equation =
f (). When does this equation satisfy the Lipschitz condition that
allows us to invoke the uniqueness statement in the PicardLindelof
theorem? Use this to show that the semicircles orthogonal to H are
the only graphlike geodesics in H.
Treat Exercise 8.36 in the language of Theorem 9.13.
(a) Show that any symplectic 2n 2n matrix is invertible by expressing the inverse matrix explicitly in terms of , t and J.
(b) Show that the symplectic 2n2n matrices form a group under matrix
multiplication. This group is called the symplectic group Sp(2n).
Write a real 2n 2n matrix as a block matrix
A B
=
,
C D
where A, B, C, D are real n n matrices.
(a) Show that is symplectic if and only if
AtC = C t A, Bt D = Dt B, At D C t B = En .
Write 1 as a block matrix and conclude that the conditions on
A, B, C, D can equivalently be formulated as
ABt = BAt , CDt = DC t , ADt BC t = En .
Exercises
189
U(q1 , q2 ) :=
+ ;
1
2
190
Hamiltonian mechanics
here i denotes the distance of the massless particle at the point
(q1 , q2 ) from the primary mi , i = 1, 2.
(b) Show that, after the transformation from the preceding exercise,
the new Hamiltonian function K = H in the variables Q1 , Q2 , P1 ,
P2 is given by
P2
1
K(Q1 , Q2 , P1 , P2 ) = P21 + 22 P2 U(Q1 cos Q2 , Q1 sin Q2 )
2
Q1
1
(1 ).
2
Verify that the Hamilton equations transform as expected.
(c) The description in (a) uses rotating coordinates (x, y) = (q1 , q2 ). The
relation with the nonrotating coordinates (, ) is given by
(t) + i(t) = eit (x(t) + iy(t)).
Trace back the coordinate transformation to these original coordinates, and use this to show the following identities:
P21 +
P22
Q21
= v2 = 2 + 2 ,
P2 = c = .
p2
cos q,
2
1 2
1
(q1 + p21 ) (q22 + p22 ) + (p21 p2 p2 q21 2q1 q2 p1 ).
2
2
(a) Formulate the Hamilton equations and show that the origin is an
equilibrium point.
191
Exercises
cos 2(t a)
,
ta
sin 2(t a)
p2 =
ta
q2 =
for t a.
(c) Conclude that the origin is not Lyapunov stable.
(d) Determine explicitly the solutions of the linearised system around
the origin, and in this way show that the origin is innitesimally
stable.
This example is due to Cherry (1928).
9.10 Here is a simpler example of an innitesimally stable but not Lyapunov
stable equilibrium point, albeit in a nonHamiltonian system. Consider
the equations
x =
y + x(x2 + y2 )
y = x + y(x2 + y2 ).
The origin (x, y) = (0, 0) is obviously an equilibrium.
(a) Linearise the system at the origin, and show that the equilibrium is
innitesimally stable.
(b) Find a dierential equation for r := x2 + y2 and use this to show
that the origin is not Lyapunov stable.
9.11 In this extended exercise we discuss the stability of the libration points in
(PCR3B). Recall that the potential describing this problem in rotating
coordinates is given by
(x, y) =
1 2
1
1
(x + y2 ) +
+
+ (1 ),
2
1
2 2
where 1 denotes the distance from the massless body at (x, y) to the
body of mass 1 at the point (, 0), and 2 the distance to the body
of mass at the point (1 , 0). Set
s=
1
+ 3
31
2
and
a=
2
,
x2
b=
2
,
x y
c=
2
.
y2
192
Hamiltonian mechanics
(a) Show that
a = 1 + 2s 3y
1
+ 5 ,
51
2
(1 )(x + ) (x 1 + )
+
,
51
52
2 1
+ 5 .
c = 1 s + 3y
51
2
b = 3y
L1
L2
L3
L4
L5
1 + 2s
1 + 2s
1 + 2s
3/4
3/4
0
0
0
3 3(1 2)/4
3 3(1 2)/4
1s
1s
1s
9/4
9/4
(c) With each of the libration points we associate the two solutions t of
the quadratic equation
t2 + (4 a c)t + ac b2 = 0.
(1) Show that for L4 and L5 both of the roots t are real, negative,
and dierent from each other if and only if 27(1 ) < 1.
(2) Show that for L1 , L2 and L3 , assuming that s > 1, it never happens that both of the roots t are real and negative.
(d) At the libration points we have /x = 0. Use this to deduce the
identity
1 x+
1 x1+
+ 2 2
=0
(1 ) 1 2
2
1 1
2
at those points. Show further that this can be written as
1
1 (s 1) = 1 3
2
at L1 and as
1
1 (1 s) = 1 3
2
Exercises
193
preceding part we see that it is never the case that both of t are
negative at those points.
(e) The Hamiltonian function for (PCR3B) is
H(q1 , q2 , p1 , p2 ) =
1
1
(p1 + q2 )2 + (p2 q1 )2 (q1 , q2 ).
2
2
0 1
() =
.
1 11
12
1
1 22 1
12
Verify that, with x = q1 , y = q2 and t = 2 , this gives the polynomial
from (c).
Recall from Section 9.4 that the equilibrium points of the Hamiltonian system are (q1 , q2 , q2 , q1 ), where (q1 , q2 ) is a libration point.
By Proposition 9.33, such an equilibrium point can be innitesimally
stable only if the zeros of are pure imaginary.
The libration points L1 , L2 , L3 , where has a zero with positive real
part, are not Lyapunov stable by the instability criterion (ii) from
page 185. The libration points L4 , L5 are innitesimally stable for
27(1 ) < 1, since this condition guarantees that the linearisation
has four distinct pure
imaginary eigenvalues. This condition on
means < 1/2 69/18 0.03852. For the SunJupiter system,
the actual value of is about 0.001. This means that the Trojan
asteroids (see Remark 7.2) are in an innitesimally stable position.
Deep results in KolmogorovArnoldMoser (KAM) theory show
that the Lagrange points L4 , L5 are actually Lyapunov stable for values of satisfying 27(1 ) < 1, with the exception of three values
where certain resonance phenomena occur, see (Arnold et al., 2006,
Section 6.3.9). In particular, the Trojans are Lyapunov stable.
For more information on the stability of equilibrium points in Hamiltonian systems, with particular emphasis on the threebody problem, and
an introduction to KAM theory, see (Meyer et al., 2009). The importance of the concept of stability is underlined by the fact that Siegel and
Moser (1971) devote a good third of their book to a study of this aspect
of celestial mechanics.
10
The topology of the Kepler problem
As we have seen in the preceding chapter, every solution curve of an autonomous Hamiltonian system lies inside an energy hypersurface, i.e. a level
set of the Hamiltonian function (Propositions 9.17 and 9.24). In order to understand the dynamics of a given system, such as the question of whether there
are any periodic solutions, it is helpful and often essential to understand the
topology of these level sets
In this chapter I shall describe the socalled geodesic ow on the 2sphere
as a Hamiltonian system. The connection with the Kepler problem is provided
by the discussion in Section 8.3; this connection can also be established via the
methods of Chapter 9. Another reason why this model example from Riemannian geometry is of special interest in the context of celestial mechanics lies
in the fact that it gives rise to energy hypersurfaces with the same topology as
certain energy levels in (PCR3B).
Notably, this discussion will lead us to consider the threedimensional real
projective space RP3 , and I shall present various equivalent descriptions of
that space. A homeomorphism between RP3 and the special orthogonal group
SO(3) is constructed with the help of Hamiltons quaternions; an introduction
to the quaternion algebra is contained in Section 10.4.
194
195
1 2 2
x y x, y2 .
2
x =
y =
Lemma 10.1
Proof
H
x
Let t x(t), y(t) be a solution of the Hamiltonian system. Then
d 2
x = 2x, x
dt
2
1
= 2 x, x, yx + x2 y
= 0.
196
f2 (x, y) = y2 1,
The Jacobian of f is
2x
( f1 , f2 , f3 ) 1
= 0
(x, y)
y1
2x2
0
y2
2x3
0
y3
0
2y1
x1
0
2y2
x2
2y3 ,
x3
which is of rank 3 along f 1 (0), since the three rows are dierent from (0, 0)
and pairwise orthogonal. It follows that S T S 2 R6 is a submanifold of dimension 6 3 = 3.
By these lemmata, the Hamiltonian system restricts to a ow on S T S 2 given
by the following equations:
x =
y
y = x.
Observe that (y, x) is an element of the tangent space T (x,y) S T S 2 , as it
should be, since this vector is orthogonal to grad fi for i = 1, 2, 3. In fact,
197
we can write down the ow lines explicitly. The integral curve t x(t), y(t)
with x(0), y(0) = (x0 , y0 ), where x0  = y0  = 1 and x0 , y0 = 0, is given by
x(t) =
x0 cos t + y0 sin t
y(t) = x0 sin t + y0 cos t.
10.2 The Kepler problem as a Hamiltonian system
This means that x is the unit speed parametrisation of a great circle with starting point x0 and initial velocity y0 . At any time t, the vector y(t) is the velocity
vector of the geodesic at the point x(t). This justies calling this ow on S T S 2
the geodesic ow.
Remark 10.3 I did not explain how to guess the correct Hamiltonian function that would describe the geodesic ow on S T S 2 . Observe, however, that
our Hamiltonian function H can also be written as H(x, y) = x y2 /2. Moreover, we notice that for any unit speed geodesic x on S 2 we have x x  = 1.
Since, by Propositions 9.17 and 9.24, the Hamiltonian function has to be a constant of motion, our choice of H is not as miraculous as it may have appeared.
(q, p) R2 R2 : q 0
1 2 1
p .
2
q
H
p
p =
H
q
= 3,
q
= p
198
R9
A
R6
At A.
1 t
A Ak + kAt A = k.
2
We shall see presently that SO(3) is compact and connected by identifying it with S T S 2 .
199
 

(x, y) x y x y
 

is dierentiable and injective, and it sends S T S 2 onto SO(3), since SO(3) is
precisely the set of 3 3 matrices whose columns form a positively oriented
orthonormal basis for R3 . The inverse map from SO(3) to S T S 2 is given by
projecting onto the rst two columns, and hence is likewise dierentiable.
The map we describe is actually a dieomorphism, but to understand this we would rst have
to give RP3 the structure of a dierentiable manifold, which is not dicult, but is beyond the
aims of this introduction.
200
(10.2)
The notation H is chosen in honour of William Rowan Hamilton, who discovered the
quaternions in 1843. There should be little reason to confuse this with hyperbolic space.
201
(10.3)
The word algebra here means a real vector space with a multiplication
that is distributive over R (but not necessarily commutative or associative).
The complex numbers C, for instance, are a twodimensional commutative
and associative algebra. But C has a further important property: any element
dierent from 0 has a multiplicative inverse. An algebra with this property is
called a division algebra.
Proposition 10.7 The quaternions H form a fourdimensional real associative and noncommutative division algebra.
Proof Associativity (which we formulated as part of the denition) follows
from the rule (10.3) for multiplying two quaternions once the associativity
of the multiplication of the basis elements i, j, k is stipulated. Alternatively,
instead of (10.2) one can prescribe the product of any two basis quaternions,
i.e. ij = ji = k and the cyclic permutations of this equation, and thence derive
associativity.
The property of H being a division algebra follows from the explicit description of the multiplicative inverse: for a 0 the product aa = a2 is real and
nonzero, hence
a
a1 = 2 .
a
The rules
ab=ba
202
and
a b = a b
for all a, b H are easily veried.
In the following lemma we identify the pure imaginary quaternions in a
canonical fashion with R3 . By . , . we denote the standard inner product
on R3 ; by , the cross product.
Lemma 10.8
For w, x R3 H we have
wx xw = 2w x.
If w = 1, then
wxw = x 2w, xw.
Proof The rst identity follows from a close look at (10.3). The second identity is linear (over R) in x, and, because of the cyclic symmetry of the multiplication rules in i, j, k, it suces to verify the identity for x = i. We compute
wiw = (w1 i + w2 j + w3 k)i(w1 i + w2 j + w3 k)
= (w1 i + w2 j + w3 k)(w1 + w2 k w3 j)
= (w21 + w22 + w23 )i 2w1 w2 j 2w1 w3 k
= (1 2w21 )i 2w1 w2 j 2w1 w3 k
= i 2w1 w
= i 2w, iw.
203
fuv (x) = uvxuv = uvxv u = fu fv (x) ,
i.e. fuv = fu fv .
(3) For u S 3 \ {1} we now derive an explicit description of the endomorphism fu from which the other stated properties of the map u fu follow
easily.
Write u = u0 + u1 i + u2 j + u3 k with u20 + u21 + u22 + u23 = 1 and u0 1. There
is a unique (0, 2) and a w R3 with w = 1 such that
u = cos
+ sin w.
2
2
= cos2 sin2
x + 2 sin2 w, x w + 2 sin cos w x
2
2
2
2
2
= cos2
204
S 3 SO(3)
id
h
RP3 SO(3).
(5) Given any open subset U SO(3), we know that 1 h1 (U) = f 1 (U)
is open, since f , as observed in (1), is continuous. By the denition of the
quotient topology, this means that h1 (U) is open. Hence, h is continuous.
(6) The map h is a homeomorphism: For this we need to show that the inverse map h1 is continuous, i.e. for V RP3 open we need to verify that
(h1 )1 (V) = h(V) is open in SO(3). The two crucial ingredients are the compactness of RP3 and the Hausdor property4 of SO(3). Indeed, if V RP3
is open, then RP3 \ V is compact as a closed subset of a compact space.
Then h(RP3 \ V) SO(3) is compact as the continuous image of a compact set, and hence closed, since SO(3) is a Hausdor space. This means that
h(V) = SO(3) \ h(RP3 \ V) where of course we use the fact that h is bijective
is open in SO(3).
Here is a brief sketch showing how to see that h : RP3 SO(3) is actually
a dieomorphism. The real projective space RP3 can be given the structure of
a dierentiable manifold such that the projection map : S 3 RP3 is a local
dieomorphism. Therefore it suces to show that f is a local dieomorphism.
By the symmetry properties of f , we need to check this only at the point 1 S 3 .
First we determine the tangent space T E SO(3) of SO(3) at E = E3 . Let
t At SO(3) be a smooth curve with A0 = E. From Att At = E we have
A t0 A0 + At0 A 0 = 0,
4
205



Ut = ut i ut ut j ut ut k ut .



The velocity vector of the curve t Ut at t = 0 is



U 0 = u 0 i + i u 0 u 0 j + j u 0 u 0 k + k u 0 .



The tangent vector u 0 T 1 S 3 can be written as
u 0 = h1 i + h2 j + h3 k.
From the identity
u 0 i + i u 0 = 2h3 j 2h2 k
and its cyclic permutations we nd
U 0 = 2h3
2h2
2h3
0
2h1
2h2
2h1 .
In this way, any skewsymmetric matrix can be realised, which means that the
dierential
T 1 f : T 1 S 3 T E SO(3)
is an isomorphism. Hence, by the inverse function theorem, f is a local dieomorphism around the point 1 S 3 .
206
The topology of the energy hypersurfaces of (PCR3B), which again are compact manifolds after regularisation, is discussed in (Albers et al., 2012). Topological aspects of the general threebody problem are investigated in (McCord
and Meyer, 2000).
(Warner, 1983) is a good introduction to the topology of the classical matrix
groups. For instance, that text gives a general argument for showing that SO(n)
is one of the two components of O(n).
A wealth of information about the quaternions (and other number systems),
both mathematical and historical, can be found in (Ebbinghaus et al., 1991).
Notably it contains a marvellous chapter by Hirzebruch on the topological
proof that real division algebras exist in dimensions 1, 2, 4 and 8 only (the
real and complex numbers, the quaternions, and the octonians, respectively).
All topological notions used in the proof of Theorem 10.9 can be found in
(Janich, 2005) or (McCleary, 2006).
Exercises
10.1 The proof of Proposition 10.4 can easily be adapted to show that O(n)
and SO(n) are submanifolds of the vector space of real n n matrices.
What is the dimension of these manifolds?
10.2 The Lorentz group O(3, 1), which plays an important role in special
relativity, is the group of real 4 4 matrices A satisfying the identity
At DA = D,
where D is the diagonal matrix with entries (1, 1, 1, 1). Show that
O(3, 1) is a sixdimensional submanifold of the 16dimensional vector
space of all real 4 4 matrices.
10.3 Regard S 1 as the unit circle in C, and RP1 as the quotient space of S 1 under the identication z z, with the structure of a dierential manifold
which makes the quotient map S 1 RP1 , z [z] a local dieomorphism. Show that the map
RP1
[z]
S1
z2
is a dieomorphism.
10.4 An action of a group G on a set X is a map
GX
(g, x)
X
g(x)
207
Exercises
with the following properties.
(i) e(x) = x for the unit element e G and all x X.
(ii) g h(x) = (gh)(x) for all g, h G and x X.
S2
Ax.
is a dieomorphism.
S TS 2
T A(x0 , y0 )
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Index
acceleration, xii
action functional, 173
and Newtons equation (Maupertuiss
principle), 173
action of a group on a set, 206
transitive, 157
ane part of a subset of RP2 , 143
algebraic multiplicity of an eigenvalue, 185
angle between tangent vectors, 120
angle sum
in a hyperbolic triangle, 159
in a spherical triangle, 157
angular momentum, 2, 64
and curvature, 138
is a constant of motion in the nbody
problem, 64
is a constant of motion in the CFP, 2
angular velocity, 4
instantaneous, 80, 96
anomaly
eccentric, 37, 42
integral description, 47
mean, 38
relation between the true and eccentric in
the elliptic case, 46
true, 28
Apollonius of Perga (third century BC), 21
arc length, 115, 135
parametrisation, 116, 136
length functional w.r.t. a Riemannian
metric, 171
area element in polar coordinates, 5
area in the hyperbolic plane, 158
area swept out by the position vector, 4, 9
argument of the pericentre, 50
asymptote of a hyperbola, 22
autonomous
dierential equation, 86
Hamiltonian system, 178
Lagrangian function, 171
barycentre, see centre of mass
boundary at innity, 121
branch of a hyperbola, 15
bump function, 170
canonical system, see Hamilton equations
canonical transformation, 180
also called symplectomorphism, 182
Cardano, Gerolamo (15011576), 45
formula for cubic equations, 43
CauchyLipschitz theorem, xiv
central conguration, 67
as a critical point condition, 68
niteness question, 72
for four bodies, 69
of equal mass, 72
for three bodies, 69
gives rise to a homothetic solution of the
nbody problem, 67
planar, 69
planar gives rise to a homographic
solution of the nbody problem, 69
planar gives rise to a relative equilibrium,
71
regular ngon is a for n equal masses, 69
central force problem, 1
as a rstorder system, 2
centrally symmetric, 7
is conservative, 7
motion is planar, 2
symmetries, 7
215
216
Index
centre of mass
of a twobody system, 52
of an nbody system, 64
(CFP), see central force problem
characteristic polynomial, 185
Cherrys example concerning stability, 191
choreographic solution of the nbody problem,
93
circles are characterised by constant curvature,
137
compact topological space, 153
cone, 20, 58
complement of the thick diagonal is a , 58
conguration space, 178
for (PCR3B), 178
conformal map, 110
and the Jacobian matrix, 153
conformally equivalent Riemannian metrics,
121
Jacobi metric and euclidean metric, 173
conic section, 15, 20, 21
as a solution of the Kepler problem, 24
conservative force eld, 6
centrally symmetric CFP, 7
Kepler problem, 27
nbody problem, 56
constant of motion, 2
angular momentum, 2, 64
autonomous Hamiltonian, 178, 181
energy, 6, 57
for the Hooke problem, 147
for the Kepler problem (orbital elements),
49
for the nbody problem, 64
for the twobody problem, 52
from an autonomous Lagrangian function,
172
geometric interpretation, 88
Jacobi constant, 87
linear momentum, 64
continuous map between topological spaces,
153
convex hull, 73
convex subset of Rd , 73
coordinates
homogeneous, 142
Jacobi , 75
no set of is good enough, 72
spherical, 154
coplanar motion, 69
covering map, 4
cubic equation
general form, 47
in the parabolic case of the Kepler problem,
42
solution by radicals (Cardanos formula),
4345
curtate cycloid, 40
curvature of a curve on a surface in R3
geodesic, 145
normal, 145
curvature of a planar curve, 137
and angular momentum of its polar
reciprocal, 138, 160
and central force, 165
and the duality of force laws, 165
constant curvature characterises circles, 137
transformation under a holomorphic map,
161
cycloid, 40
curtate, 40
describes solutions of (K) with c = 0 and
h < 0, 47
Descartess sign rule for polynomials, 98
diagonal
in R3 R3 , 51
thick in R3n , 55
dierential of a C 1 map
geometric interpretation, 120
on S 2 , 207
on hyperbolic space, 120
directrix
of ellipse, 13
role in Newtons geometric solution of
the Kepler equation, 40
of hyperbola, 18
of parabola, 18
dual of a curve in RP2 , 144
and polar reciprocal, 145
dual projective plane, 143
duality between conics and circles, 138
duality between poles and polars, 134
and polar reciprocation, 138, 159
projective version, 144
duality between solutions of (H) and (K), 147
via holomorphic transformations, 175
was found by Newton, 151
duality of force laws, 164, 174
and curvature of planar curves, 165
eccentric anomaly
and the LeviCivita parameter, 131
elliptic case, 37
Index
gives the arc length parametrisation of the
transformed hodograph, 117, 127, 128
hyperbolic case, 47
integral description, 47, 128, 130, 159
parabolic case, 42
eccentricity (vector)
of ellipse, 11
as one of the six orbital elements, 50
of hyperbola, 15
of parabola, 18
ecliptic, 49
eigenvalue
algebraic multiplicity, 185
geometric multiplicity, 184
ellipse, 10
as a solution of the Hooke problem, 147
as a solution of the Kepler problem, 24
centre, 10
description
as a conic section, 21
by a quadratic equation, 14
by a vector equation, 11
in polar coordinates, 12, 20
via the gardeners construction, 10
with a directrix, 13, 20
directrix, 13
eccentricity (vector), 11
foci, 10
parametrisation in terms of the eccentric
anomaly, 38
pericentre, 37
pericentre distance, 12
reection property, 35
semimajor axis, 10
semiminor axis, 13
energy
and the EulerLagrange equation, 172
in the Hooke problem, 147
in the Kepler problem, 27
is a constant of motion in a conservative
force eld, 6
kinetic, 6
of an nbody system, 57
total (kinetic + potential), 6
as a Hamiltonian function, 178
in the nbody problem, 57
envelope of a set of lines, 161
equations
(CFP): central force problem, 1
(CFP ): (CFP) as a rstorder system, 2
(EL): EulerLagrange equation, 168
217
218
Index
Index
homothetic solution of the nbody problem, 67
homothety, 67
Hooke problem
duality with the Kepler problem, see duality
between solutions of (H) and (K)
is conservative, 147
solutions, 146
Hooke, Robert (16351703)
role in the discovery of the inverse square
law, 23, 31
Huygens, Christiaan (16291695)
formulation of energy conservation, 187
hyperbola, 15
as a solution of the Hooke problem, 147
as a solution of the Kepler problem, 24
asymptote, 22
branches, 15
description
by a quadratic equation, 21
by a vector equation, 15
in polar coordinates, 17, 20
via the gardeners construction, 15
with a directrix, 17, 20
directrix, 18
eccentricity (vector), 15
foci, 15
parametrisation in terms of the eccentric
anomaly, 22, 46
pericentre, 38
pericentre distance, 17
principal branch, 16
real semiaxis, 15
reection property, 35
hyperbolic area, 158
hyperbolic geodesic, 118
in the halfspace model, 119
via variational principle, 172, 188
hyperbolic length, 118
hyperbolic line, 122
in the halfspace model, 122
in the Poincare disc model, 125
hyperbolic space
boundary at innity, 121
halfspace model, 120
hyperbolic kplane in , 158
Poincare disc model, 125
hyperbolic triangle, 158
inclination, 49
instantaneous angular velocity, 80, 96
integral curve of a vector eld, xiv
intrinsic normal vector, 145
219
inversion, 108
and polar reciprocation, 133
as Wiedergeburt und Auferstehung, 150
xed point set is the sphere of inversion, 109
is an involution, 108
is conformal, 110, 150
sends spheres and planes to spheres and
planes, 110
Steiners theorem, 110
yields hyperbolic isometries, 121
involution, 108
isometry, 51
of H, 120, 157
isometry group, 157
of H acts transitively, 157
of the hyperbolic plane, 158
Jacobi constant, 87
Jacobi coordinates, 75
Jacobi integral, 87
as a Hamiltonian function for (PCR3B), 167
denes threedimensional submanifolds, 88
Jacobi metric, 173
geodesics are solutions of (Nc ), 173
Jacobi, Carl Gustav Jacob (18041851)
introduction of the Jacobi metric, 187
(K), see Kepler problem
Kepler equation
cubic analogue in the parabolic case, 42
for elliptic solutions, 38
for hyperbolic solutions, 47
solution by Newtons iterative method, 45
solution by the cycloid, 4041
solution in terms of Bessel functions, 45
Kepler problem, 23
as a rstorder system, 25
as a Hamiltonian system, 197
constants of motion (orbital elements), 49
duality with the Hooke problem, see duality
between solutions of (H) and (K)
energy, 27
hodograph, see hodograph, Moser, and
OsipovBelbruno theorem
is conservative, 7, 27
is of order six, 49
regularisation, see regularisation of
collisions
solution with c = 0 and h = 0, 49
solutions with c = 0 and h < 0, 48
solutions with c 0 (Keplers rst law), 24
solutions with c 0 are dened for all
times, 25
220
Index
Lagrange points, 90
condition for stability, 193
stability, 191193
linear momentum, 64
is a constant of motion in the nbody
problem, 64
longitude of the ascending node, 49
Lorentz group, 206
Mobius transformation, 157
is an isometry of the hyperbolic plane, 157
Maupertuiss principle, 173
mean anomaly, 38
moment of inertia, 62
computed from pairwise distances, 73
goes to for nbody systems with h > 0
and = , 63
LagrangeJacobi identity, 63
Sundmans inequality, 65, 7374
momentum
angular, see angular momentum
generalised momenta, 178
linear, see linear momentum
Moser, Jurgen (19281999)
theorem on hodographs, 115
general version, 131
parametric version, 117
nbody problem, 55
as a rstorder system, 59
central conguration, 67
choreographic solution, 93
constants of motion, 64
coplanar solution, 69
does not have any equilibrium solutions, 58
energy, 57
homographic solution, 69
homothetic solution, 67
is conservative, 56
planar solution, 69
relative equilibrium, 70
solutions dened in nite time only, 59, 71
total collapse, 65
Newton potential, 56
is positive homogeneous of degree 1, 58
Newtons equation of motion, 6
in a conservative force eld, 6, 173
solutions are geodesics for the Jacobi
metric, 173
Newton, Isaac (16431727)
curvature of planar curves and central force,
165
duality of force laws, 151
Index
Newtons iterative method, 45
proof of Keplers rst law, 30
proof of Keplers second law, 7
proof of Keplers third law, 30
solution of the Kepler equation, 40, 45
Newtonian law
of gravitation, xiii, 23
second of motion, xiii
nonautonomous dierential equation, 85
normal curvature, 145
onepoint compactication, 152
orbital elements, 49
order
of (K) is six, 49
of (PCR3B) is three, 86
of (R3B) is six, 86
of the planar restricted threebody problem
is four, 86
of the threebody problem with xed centre
of mass is twelve, 75
of the twobody problem is twelve, 52
OsipovBelbruno theorem, 126
general version, 131
parametric version
hyperbolic case, 128
parabolic case, 127
parabola, 18
as a solution of the Kepler problem, 24
description
as a conic section, 20
by a quadratic equation, 20
by a vector equation, 18
in polar coordinates, 19, 20
via the gardeners construction, 18
with a directrix, 18, 20
directrix, 18
focus, 18
parametrisation in terms of the eccentric
anomaly, 42
pericentre, 38
reection property, 35, 162
(PCR3B), see planar circular restricted
threebody problem
pericentre, 37
argument of the , 50
called perihelion for the Sun being the
central body, 50
pericentre passage, 38
as one of the six orbital elements, 50
perihelion, 50
period, 29, 33
221
222
projective plane, 141
ane part of a subset, 143
dual, 143
line in the , 142
points at innity, 142
projective space, 142
points at innity, 142
RP3 is dieomorphic to SO(3), 204205
RP3 is homeomorphic to SO(3), 199200,
202
quaternions, 200
conjugation, 201
form a division algebra, 201
imaginary part, 201
norm, 201
real part, 201
relation with the inner and cross product,
202
unit , 202
were discovered by Hamilton, 200
quotient topology, 141
(R3B), see restricted threebody problem
radial plane, 102
real semiaxis of a hyperbola, 15
reection of light rays in a mirror, 34
reection property of conics, 35, 162
regular C 1 curve, 118, 135
in RP2 , 144
dual curve, 144
regularisation of collisions, 48
and an integral description of the eccentric
anomaly, 159
and NewtonHooke duality, 149
and the hodograph, 114
and the LeviCivita parameter, 150
in Mosers theorem, 117
in the OsipovBelbruno theorem, 126128
relation between
a and h, 28
a, c and e, 25
c, e and h, 27
relative equilibrium, 70
always comes from a planar central
conguration, 71
in the threebody problem, 7879
is planar, 97
rotates with constant angular velocity, 97
restricted threebody problem, 84
as a nonautonomous dierential equation,
85
conservation laws do not hold, 86
Index
is of order six, 86
planar is of order four, 86
primaries, 85
Riemannian metric, 119
and length functional, 171
conformal equivalence, 121
induced on a submanifold, 130, 155
on an open subset of Rn , 171
semimajor axis of an ellipse, 10
as one of the six orbital elements, 50
semiminor axis of an ellipse, 13
smooth map, xiii
SO(3)
elements are rotations, 200
is a threedimensional manifold, 198
is dieomorphic to RP3 , 204205
is dieomorphic to the unit tangent bundle
of S 2 , 199, 207
is homeomorphic to RP3 , 199200, 202
solutions of a linear dierential equation, 184
Somerville, Mary (17801872), 30
space forms in dimension three, 131
speed, xii
sphere
kdimensional in Rn , 110, 152
unit in Rn , 107
spherical coordinates, 154
spherical triangle, 157
stability
asymptotic, 185
Cherrys example, 191
innitesimal, 185
condition in terms of the characteristic
roots, 187
innitesimal does not imply Lyapunov ,
190191
of the libration points, 191193
of the origin in a linear system, 185
relation between innitesimal and
Lyapunov , 185
Steiner, Jakob (17961863)
theorem on inversions, 110, 150
stereographic projection, 109
coordinate description, 113
is an inversion, 109
is conformal, 111, 153
sends circles to circles or lines, 111
Sundman, Karl (18731949)
inequality, 65, 7374
case of equality, 74
Index
power series solution to the threebody
problem, 71
theorem on solutions to the nbody problem
dened in nite time only, 71
theorem on total collapse, 66
symplectic form
canonical on R2n , 180
on a manifold, 182
symplectic group, 188
relation with the unitary group, 189
symplectic matrix, 180
condition in terms of a block
decomposition, 188
symplectomorphism, 182
tangent line of a curve in RP2 , 144
tangent space
at a point in Rn , 171
of SO(3) at E, 205
of S 2 , 196
of a submanifold in Rn , 155
of hyperbolic space, 119
threebody problem
Eulers collinear solutions, 8384, 99100
gureeight solution, 93
in Jacobi coordinates, 75
Lagranges homographic solutions, 7783
circular case, 94
Laplaces proof, 93
planar circular restricted, see planar circular
restricted threebody problem
relative equilibrium, 7879
restricted, see restricted threebody problem
solutions with c = 0 are planar, 75
topology, 152
compactness, 153
continuity, 153
induced on a subset, 152
on a onepoint compactication, 152
quotient , 141
total collapse, 65
can happen only in planar threebody
systems, 75
can happen only in nite time, 65
can happen only in systems with c = 0
(Sundmans theorem), 66
transitive group action, 157
triangle
hyperbolic, 158
spherical, 157
Trojan asteroids, 78
are modelled by (PCR3B), 86
true anomaly, 28
twobody problem, 51
circular solution, 53
constants of motion, 52, 64
in barycentric coordinates, 53
in relative coordinates, 52
invariance properties, 51
is of order twelve, 52
unit speed curve, see arc length
parametrisation
unit tangent bundle of S 2 , 196
is a threedimensional manifold, 196
is dieomorphic to SO(3), 199, 207
unitary group, 189
relation with the symplectic group, 189
unitary matrix, 189
variational principles
characterisation of geodesics, 156, 171
Hamiltons principle, 169
Maupertuiss principle, 173
vector eld, xiv
and rstorder dierential equation, xiv
integral curve (or ow line) of a , xiv
velocity, xii, 2
angular, see angular velocity
velocity circle, 104
velocity curve, 102
relation with the polar reciprocal, 140
vernal equinox, 49
virial theorem, 71
volume of a parallelepiped, 31
wedge product of two 1forms, 180
zero velocity curves, 91
223