Variational Principles and Hamiltonian Mechanics: A Primer On Geometric Mechanics

A Primer on Geometric Mechanics
Variational principles and Hamiltonian Mechanics

Alex L. Castro, PUC Rio de Janeiro Henry O. Jacobs, CMS, Caltech Christian Lessig, CMS, Caltech
Alex L. Castro (PUC-Rio)
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Outline
Overview
Variational mechanics
The Hamiltonian Picture
Bibliography
Overview
Course Outline
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Outline
Overview
Bibliography
The principle of least action

Feynmans lectures on Physics, vol. I Lecture 19
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Lagranges equations
Notation: q, q Rd and q(t) is a smooth path in Rd . Given a Lagrangian L(q , q ), Lagranges equation of motion is d q ) q L(q, q ) = 0. L(q, q dt This equation is the Euler-Lagrange equation minimizing the t action integral (functional) S [q(t)] := t01 L(q(t ), q (t ))dt .
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Euler-Lagrange equations
S (q (t ) + h(t )) S (q (t )) =
t1
=
t0
) L(q , q (L(q + h, q +h )dt ( L L h+ h)dt + O (h2 ) q q ( d L L + )hdt dt q q d L L + =0 dt q q
= =
+ boundary term + O (h2 ) S = 0
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Hamiltons principle
Most famous action integral from classical mechanics is S = (T U )dt , where T = kinetic energy U =potential energy For a particle of mass m in a constant gravitational eld g k,
t2
S=
t1
1 dq [ m( )2 mgq ], 2 dt
where q is the height measured from ground level. E.-L. eqn.s: q = g /m. Hamilton stated his principle in 1834-35.
Alex L. Castro (PUC-Rio) Variational principles and Hamiltonian Mechanics 8 / 43
Example/exercise:
Consider a particle moving in a constant force eld (e.g. gravity near earth, g k) and starting at (x1 , y1 ) (rest) and descending to some lower point (x2 , y2 ). Find the path that allows the particle to accomplish the transit in the least possible time. Hint. Compute the Euler-Lagrange equations for the transit time functional given by
x2
time =
x1
(1 + y 2 )/2gxdx .
Can you describe the solution curves geometrically?
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Calculus of variations
For us, calculus of variations = calculus with functionals A functional is a scalar eld whose domain is a certain space of functions (e.g. C k paths (t ) on [0, 1] plus bdry. conditions). E.g. (calculus): arc length, area, time to travel etc. s
b
x 2 + y 2 1 + y (x )dx .
a
s=
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An important remark
The condition that q(t ) be an extremal of a functional does not depend on the choice of a coordinate system. For example, arc length of q(t) is given in dierent coordinates by dierent formulas
t1
s=
t0 t1
2 2 x 1 +x 2 dt (cartesian),
s=
t0
2 dt (polar). r 2 + r 2
However, extremals are the same: straight lines in the plane.
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Modern take on Variational Calculus

Hamiltons principle has been generalized to various nonlinear/curved contexts (e.g. constraints, optimal control, Lie groups (matrix groups), eld theories etc.). Focus later on will be on motion on Lie Groups (Henry Jacobs). Dynamics on Lie groups: tops, uids, plasma, Maxwell-Vlasov equations, Maxwells equations etc.
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Variational Calculus on Manifolds

Let (Q n , gij ) be a Riemannian manifold. Let V(t ) = q (t), D A(t ) = dt V(t ) and D J(t ) = dt A(t ). Examples of functionals on a Riemannian manifold: 1. S1 = t1 g (q (t ), q (t ))dt t0 q(t )
q =0 E-L: D dt 2 (geodesic motion). 2. S2 = t1 g (q (t ), q (t ))dt t0 q(t ) J E-L: D R (V, A)V = 0. dt
Alex L. Castro (PUC-Rio) Variational principles and Hamiltonian Mechanics 13 / 43 2
Motion on a potential eld
We can generalize geodesic motion to include potentials V : Q R. The action functional is now
t1
S=
t0
1 ( gq(t ) (q (t ), q (t ))dt V (q(t ))dt 2 D2 q(t ) gradV (q(t)) = 0. dt
E.L. :
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Reduced variational principles: Euler-Poincar eI
X x R(t) d R(t) = d | =0 R (t + ) SO (3) = orthogonal matrices TSO (3) = tangent bundle

reference conguration spatial conguration motion gen. velocity conguration space state space
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Reduced variational principles: Euler-Poincar e II

x(t) = R(t)X, X is a point on the reference conguration. Therefore, 1 x(t). x = RR 1 = Exercise. RR is an anti-symmetric matrix. The kinetic energy of the body is: ) = kinetic = L(R, R 1 dm x 2 2 body
1 1 m|| X ||2 dX = I, := l (). 2 body 2

Variational principles and Hamiltonian Mechanics 16 / 43
Reduced variational principles: Euler-Poincar e III

Theorem (Poincar e(1901-02): Geometric Mechanics is born)
Hamiltons principle for rigid body action t )dt = 0 is equivalent to S = t01 L(R, R
t1
Sred =
l ()dt = 0,
t0
+ , with R3 and for variations of the form = and bdry. conditions (a) = (b ) = 0. How do they look like for the rigid body equation? Reduced Lagranges equations are called Euler-Poincar e equations. Euler-Poincar e equations occur for many systems: uids, plasma dynamics etc.
Whats next? Lagrangian Reduction and other bargains.
Kummer equations, Lagrange-Poincar e equations etc.
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Example/exercise: discrete variational mechanics

Consider the Lagrangian function L(q , q ) and the action integral
t1
S [q (t )] :=
t0
L(q (t ), q (t ))dt .
We replace the integral by a nite sum (discrete action) Sdis [{q n }] =

n
L(q n ,
q n+1 q n )t t
and nd the local minimizer from the condition S [{q n }] = 0. qn What numerical scheme do you obtain by explicitly evaluating the previous formula for a density L(q , q ) = q 2 /2 V (q )? This derivation is a simple example of a simple discrete variational principle.
Outline
Overview
Bibliography
The Legendre Transform; Hamiltonian mechanics I

Let y = f (x ) be convex. Dene g (p ) = max(p x f (x )).
x
Exercise. Experiment to compute the Legendre transform of a convex function thats a broken line.
The Legendre Transform; Hamiltonian mechanics II

Take the Legendre transform w.r.t. v = q of L(q , v ) and obtain H (q , p ) called Hamiltonian function. After passing to the Hamiltonian side of the picture (on S-S. Cherns words: The sophisticated side.) we obtain that Lagranges equations become: q = H (q, p) , p H (q, p) . q
p = q q p :=
L q
L q
generalized coordinates generalized velocities generalized momentum generalized force eld

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Canonical and non-canonical Hamiltonian structures I

Let z = (q, p)T Rd where d = no. of D.O.F. The space of positions and generalized momenta is called phase space. It often has the structure of a cotangent bundle. 0d Id Dene J := . The block-matrices 0d , Id are d d Id 0d matrices. A canonical Hamiltonian system is an O.D.E. system of the form = Jz H (z). z For a mechanical system with Lagrangian L(q, v), the Hamiltonian function is H (q, p) = (p, v) L(q, v)
Canonical and non-canonical Hamiltonian structures II
and v = v(p) by the Legendre transform.
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Canonical and non-canonical Hamiltonian structures III

= (JL)z. Matrices of the Example 1. H = (zT Lz)/2 z form JL w/ L symmetric are called Hamiltonian matrices. They generate the algebra of innitesimally symplectic matrices. (More about symplectic transformations later on.) Take for example the harmonic oscillator Hamiltonian 2 0 q H=1 [ q , p ] = p 2 /2 + 2 q 2 /2. 2 0 1 p / we can re-write Re-scaling: p = p and q = q Hamiltonian as, = ( H p2 + q 2 )/2.
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Canonical and non-canonical Hamiltonian structures IV

In the new (canonical) coordinates: d dt and exponentiating q (t ) p (t ) = exp(t 0 ) 1 q 0 p 0 = t q 0 p 0 , q p = 0 1 q p
and t is a rotation matrix in the plane.
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Spectral structure of Hamiltonian matrices
are also eigenvalues. eigenvalue , , Proof: JLv = v JL(Jw) = Jw L(Jw) = w, but (LJ ) = (JL)T and therefore is eigenvalue of the transposed Hamiltonian matrix.
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Examples I
(1) One D.O.F. problems. (2) Central forces. (3) Charged particle in a magnetic eld (non-canonical Hamiltonian system): 0d Id q q d , the matrix Jb = is an example of a dt p p Id b non-canonical Hamiltonian structure. For this non canonical structure, the charged particle Hamiltonian is written as: H (q, p) = 1 |p|2 /|q|. 2m
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Examples II
(4) N-body problems.
Fij = and H=
1 2 N i =1
ij (rij ) rij
N j =i +1
|pi 2 |/mi +
N 1 i =1
(rij ) = T + U .
(5) Rigid-body motion, other types of Lie-Poisson dynamics etc.

First Integrals and Poisson Brackets I

A rst integral (or integral of motion) is a function G : R2d R such that G (z(t ; z0 ) = G (z0 ). This physical quantities are conserved along the trajectories (solution curves) of a Hamiltonian system = Jz H (z). z First integrals usually lead to geometric reduction of the problem: solution curves will live in {G = constant}. Problem: nd a practical way to determine a function is an integral of motion.
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First Integrals and Poisson Brackets II

Use the chain rule: d d (G (z(t ; z0 )) = z G (z(t ; z0 ))T z(t ; z0 ), dt dt but
d z(t ; z0 ) dt
= Jz H (z(t ; z0 )) and therefore
d (G (z(t ; z0 )) = z G (z(t ; z0 ))T Jz H (z(t ; z0 )). dt This leads us to introduce the following bilinear operation on scalar elds dened on phase space: {F , G }(z) := z F (z)T Jz G (z) (Poisson bracket) .
First Integrals and Poisson Brackets III

1. antisymmetry {F , G } = {G , F }. 2. A fundamental property of the Poisson bracket is the Jacobi identity: {H , {F , G }} = {G , {H , F }} {F , {G , H }}. Exercise. Check that the components of the vector m = q p is a conserved quantity for the system with |2 1 Hamiltonian H (p, q) = |p |q . 2 | The matrix J does not need to be constant. Non-canonical structures are very common all over physics and mechanics. Take for instance the following poisson structure in R3 : {F (M), G (M)}EP := F (M), C (M) G (M) ,
First Integrals and Poisson Brackets IV

2 2 2 C = (M1 + M2 + M3 )/2 = |M|2 /2. Take H = M, I1 M /2 (rigid body kinetic energy), therefore
= C H = M I1 M. M Our non-constant Poisson structure is 0 M3 M2 0 M1 , JEP := M3 M2 M 1 0 and the Poisson bracket becomes {F (M), G (M)}EP = FT JEP G.
First Integrals and Poisson Brackets V
The inertia tensor can be made diagonal by a orthogonal change of basis, and I = diag(I1 , I2 , I3 ), I1 > I2 > I3 . We need to check that surfaces {H = const} and {C = const} are invariant manifolds.
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First Integrals and Poisson Brackets VI

By intersecting dierent ellipsoids
2 2 2 M1 M2 M3 {H = + + = const} I1 I2 I3
The famous picture from JEMs book cover.
and the sphere

2 2 2 {C = M1 + M2 + M3 = const}
we obtain the reduced solution curves depicted in the blue sphere. Using reconstruction formulas we can compute the associated motion in SO (3).
Applications of Poisson structures
Lie-Poisson integrators, Lie-transformation methods in bifurcation theory, eld theories, constrained Hamiltonian systems etc.
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Hamiltonian ows I
Flows generated by Hamiltonian vector elds possess many useful geometric properties. The Hamiltonian vector eld XH (z) = JH (z) generates a ow on the manifold M 2d , often T Q with coordinates (q, p). For example, consider a free particle moving in space = 0. q Its equations of motion in Hamiltonian form are q = p, p = 0, and the corresponding Hamiltonian is Hpart (q, p) = |p|2 /2. The ow map is t H (q0 , p0 ) = (q0 + tp0 , p0 ).
Hamiltonian ows II
The mapping t H is a 1-parameter family of transformations of 2d R . Another useful example is the harmonic oscillator, Hosc = p 2 /2 + 2 q 2 /2. The ow generated by the Hamiltonian vector eld in this case is t H (p0 , q0 ) = cos( t ) 1 sin( t ) sin( t ) sin( t ) q0 p0 ,
which is conjugate to a rotation matrix in the plane. An important property of Hamiltonian ows is that they innitesimally preserve the symplectic (resp. Poisson) structure.
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Hamiltonian ows III
This means that z (z)J(z)z (z)T = J(z)
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Examples/exercises
1. A particle in a central eld 1 L = ||q ||2 (1/||q||), 2 and since m = 1, p = q . 2. A charged particle in a magnetic eld L= m 1 ||q ||2 (/||q|| B(q, q )), 2 2
B is an anti-symmetric matrix representing a constant magnetic eld. In this case, p = mq 1 B(q). Example 2 of a non-canonical hamiltonian system. More later.
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The braquistocrhone problem: Pontryagin Principle
Our next goal is to connect the calculus of variations with Hamiltonian mechanics.
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Outline
Overview
Bibliography
Bibliography
Bibliography
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A Primer on Geometric Mechanics

Variational principles and Hamiltonian Mechanics

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

The Hamiltonian Picture

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

The Hamiltonian Picture

The principle of least action

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

) L(q , q (L(q + h, q +h )dt ( L L h+ h)dt + O (h2 ) q q ( d L L + )hdt dt q q d L L + =0 dt q q

+ boundary term + O (h2 ) S = 0

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

Can you describe the solution curves geometrically?

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

However, extremals are the same: straight lines in the plane.

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

Modern take on Variational Calculus

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

Variational Calculus on Manifolds

Motion on a potential eld

1 ( gq(t ) (q (t ), q (t ))dt V (q(t ))dt 2 D2 q(t ) gradV (q(t)) = 0. dt

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

Reduced variational principles: Euler-Poincar eI

X x R(t) d R(t) = d | =0 R (t + ) SO (3) = orthogonal matrices TSO (3) = tangent bundle

Variational principles and Hamiltonian Mechanics

Reduced variational principles: Euler-Poincar e II

1 1 m|| X ||2 dX = I, := l (). 2 body 2

Alex L. Castro (PUC-Rio)

Reduced variational principles: Euler-Poincar e III

Whats next? Lagrangian Reduction and other bargains.

Kummer equations, Lagrange-Poincar e equations etc.

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

Example/exercise: discrete variational mechanics

We replace the integral by a nite sum (discrete action) Sdis [{q n }] =

The Hamiltonian Picture

The Hamiltonian Picture

The Legendre Transform; Hamiltonian mechanics I

The Hamiltonian Picture

The Legendre Transform; Hamiltonian mechanics II

generalized coordinates generalized velocities generalized momentum generalized force eld

Variational principles and Hamiltonian Mechanics

The Hamiltonian Picture

Canonical and non-canonical Hamiltonian structures I

The Hamiltonian Picture

Canonical and non-canonical Hamiltonian structures II

and v = v(p) by the Legendre transform.

Alex L. Castro (PUC-Rio)

Variational principles and Hamiltonian Mechanics

The Hamiltonian Picture

Canonical and non-canonical Hamiltonian structures III