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The Inverse Problem in the Calculus of

Variations and its Ramifications


G. E. Prince
School of Mathematics, La Trobe University,
Bundoora, Victoria 3083, Australia.
E-mail: G.Prince@latrobe.edu.au
February, 1996

Abstract
The inverse problem in the calculus of variations for ordinary dif-
ferential equations consists of classifying second order ordinary differen-
tial equations according to whether their solutions are those of Euler–
Lagrange eqautions and exhibiting the nonuniqeness of the resulting La-
grangians when they occur. A less ambitious problem is that of finding
all (if any) such Lagrangians for a given system of differential equations.
This Chapter provides an introduction to the local version of this in-
verse problem (in both its aspects), its implications and some of the knowl-
edge about systems of second order ordinary differential equations that
have resulted from its study. In particular, such a system can be posed as
a Reeb field on a contact manifold and, as a result, important theorems
like those of Liouville and Arnol’d and Noether can be applied without
the existence of a Lagrangian.

0 1991 Mathematics Subject Classification. Primary 58F05 Secondary 49N45, 58E30,


58F07, 70H35
0 Key words and phrases. inverse problem of the calculus of variations, Euler–Lagrange

equations, Lagrangians, Helmholtz conditions, contact manifold, Liouville–Arnol’d theorem,


Cartan form.

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1 The problem and its history.
The inverse problem in the calculus of variations involves deciding whether the
solutions of a given system of second-order ordinary differential equations

ẍa = F a (t, xb ẋb ), a, b = 1, . . . , n

are the solutions of a set of Euler-Lagrange equations


∂2L b ∂2L b ∂2L ∂L
ẍ + ẋ + =
∂ ẋa ∂ ẋb ∂xb ∂ ẋa ∂t∂ ẋa ∂xa
for some Lagrangian function L(t, xb , ẋb ).
Because the Euler-Lagrange equations are not generally in normal form, the
problem is to find a so-called multiplier matrix gab (t, xc , ẋc ) such that
µ ¶
d ∂L ∂L
gab (ẍb − F b ) ≡ − a.
dt ∂ ẋa ∂ ẋ
The most commonly used set of necessary and sufficient conditions for the
existence of the gab are the so–called Helmholtz conditions due to Douglas [15]
and put in the following form by Sarlet [42]:
∂gab ∂gac
gab = gba , Γ(gab ) = gac Γcb + gbc Γca , gac Φcb = gbc Φca , = ,
∂ ẋc ∂ ẋb
where
1 ∂F a ∂F a
Γab := − , Φab := − − Γcb Γac − Γ(Γab ),
2 ∂ ẋb ∂xb
and where
∂ ∂ ∂
Γ :=+ ua a + F a a .
∂t ∂x ∂u
In the introduction to his landmark 1941 paper [15], the Fields’ medallist
Jesse Douglas said that “the problem ...... is one of the most important hitherto
unsolved problems of the calculus of variations”. Douglas goes on to solve the
problem for the n = 2 case only: he does this by a painstaking study of four
main cases and many subcases. These cases are distinguished by the vanishing
or otherwise of quantities constructed from the F a . Douglas expresses the nec-
essary conditions to be satisfied by the multiplier matrix as partial differential
equations and uses Riquier–Janet theory to solve them. In most of the cases
Douglas decides the existence question and gives all the possible Lagrangians; in
the remaining cases the problem becomes a question of the closure of a certain
1-form.
Douglas’s method is not easily generalizable to higher dimension and for this
reason the problem has not been solved in Douglas’s sense for n = 3 or higher.
This Chapter describes the current situation, its development and the deep
importance that the inverse problem still has for mathematics and mathematical
physics.

1
1.1 Historical Note
(The reader is referred to the excellent Notes at the end of Chapter 5 of Olver’s
book [35] and the comprehensive first chapter of Anderson and Thompson [1] on
the history of the variational bicomplex. This section is primarily intended to
fill in the historical details of the local inverse problem for second order ordinary
differential equations.)
Helmholtz [21] first raised the matter of deciding which systems of second
order ordinary differential equations are Euler-Lagrange for a first-order La-
grangian (that is, one depending on velocities but not accelerations) in the form
presented. Mayer [33] gave necessary and sufficient conditions for this to be true.
Hirsch [24] is responsible for the multiplier problem, that is, the question of the
existence of multiplier functions which convert second order o.d.e.’s in normal
form into Euler-Lagrange equations. Hirsch produced certain self-adjointness
conditions which, of themselves, are not particularly useful in classifying second
order equations according to the existence and uniqueness of the corresponding
multipliers.
This multiplier problem was completely solved by Douglas in 1941 [15] for
two degrees of freedom, that is, a pair of second order equations on the plane.
As described above, Douglas’s solution took the form of an exhaustive classifi-
ciation of all such equations in normal form. In each case Douglas identified all
(if any) Lagrangians producing Euler-Lagrange equations whose normal form is
that of the equations in that particular case. His method studiously avoided
Hirsch’s self-adjointness conditions and he produced his own necessary and suf-
ficient conditions, now known perversely as the Helmholtz conditions. These
conditions are partly differential, partly algebraic and his approach was to gen-
erate a sequence of integrability conditions, solving these using Riquier–Janet
theory.
Douglas’s solution is so comprehensive that his conditions formed the basis
for subsequent attempts on the three and higher-degrees of freedom problems.
His technique is so opaque that only recently has serious advancement been
possible.
Following Douglas the next significant contribution to solving the Helmholtz
conditions was that of the Henneaux [22] and Henneaux and Shepley [23]. Mo-
tivated by Wigner’s question “Do the equations of motion (as opposed to the
variational principle) completely determine the corresponding quantum mechan-
ics?” Henneaux developed an algorithm for solving the Helmholtz conditions
for any given system of second order equations, and, in particular, he
solved the problem for spherically symmetric problems in dimension 3. In this
fundamental case Henneaux and Shepley showed that a two-parameter family of
Lagrangians produce the same equations of motion, answering Wigner’s ques-
tion in the negative for the hydrogen atom. (Henneaux’s Lagrangians produced
inequivalent quantum mechanical hydrogen atoms. Further mathematical as-
pects of this case were elaborated by Crampin and Prince [10, 12].)
At around the same time Sarlet [42] showed that the part of the Helmholtz
conditions which ensures the correct time evolution of the multiplier matrix

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could be replaced by a possibly infinite sequence of purely algebraic initial con-
ditions. Like Henneaux’s work, Sarlet’s contribution made the solution of the
problem for particular higher dimensional systems a real possibility.
Henneaux’s prototype for geometrising Douglas’s Helmholtz conditions in-
spired and eventually united a group of mathematicians (Cantrijn, Cariñena,
Crampin, Ibort, Marmo, Prince, Sarlet, Saunders and Thompson) with interests
in Lagrangian formulations in their work on the inverse problem. Using tangent
bundle geometry (see Yano and Ishahara [49]) and the geometrical approach to
second order equations of Klein and Grifone [19, 20, 26, 27], they reformulated
the Helmholtz conditions for non-autonomous second order o.d.e.’s on a mani-
fold in terms of the corresponding non-linear connection on its tangent bundle.
This occurred in 1985 after a sequence of papers [8, 13, 42]. Over the next 9
years the group made considerable advances in the geometry of second order
equations, notably the work of Sarlet [43], and collectively Martı́nez, Cariñena
and Sarlet [30, 31, 32]. The work of these three on derivations along the tangent
bundle projection produced the geometric machinery needed to geometrically re-
formulate Douglas’s solution of the two-degree of freedom case opening the way
to extension to arbitrary dimension. This was achieved in 1993 by Crampin,
Sarlet, Martı́nez, Byrnes and Prince and is reported in [14]. Separately An-
derson and Thompson [1] applied exterior differential systems theory to some
special cases of the geometrised problem with considerable success. (Both of
these advances are outlined in Section ??.) In addition, the reader is directed
to the review papers of Morandi et al [34] and Anderson and Thompson [1] for
accounts of the problem prior to these developments.

Scope and acknowledgements


This chapter aims to give the reader an idea of the contributions to the local
inverse problem made in the last fifteen years using the differential geometry
of the tangent bundle, and in particular, to demonstrate how this work has
led to an advance (the generalization of the Liouville-Arnol’d theorem) in the
theory of second order ordinary differential equations. I make no attempt to
discuss the global inverse problem for ordinary differential equations (which is
essentially cohomological in character: see [25, 1]). I have not attempted a
comprehensive review and I have included few proofs. I have borrowed freely
from papers which I have co–authored and I humbly acknowledge the long term
assistance and collaboration of Mike Crampin and Willy Sarlet who have both
made contributions to the field far greater than my own. I also thank Jon
Aldridge for sharing his ideas on the Helmholtz conditions. Finally, I thank
Mike Crampin and Jon Aldridge for their careful reading of various versions of
this Chapter and Peter Vassiliou for his careful and patient editorship.

3
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