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Lecture 11
Lecture 11
Lecture 11
. . . . . . . . . . . . . . . . . . . ........................ 2
1 . . . . . . . . . . . . . . . . ........................ 2
2 Euler-Lagrage . . . . . . . . . . ........................ 6
3 Euler-Lagrage . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
4 Lagrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5 Euler-Lagrage Sturm-Liouville . . . . . . . . . . . . . . . . . . . . 44
6 Hamiltonian !! . . . . . . . . . . . ........................ 4
7 "#$ (Canonical Transformation) ........................ 4
8 Liouville %& . . . . . . . . ........................ 4
9 Hamilton-Jacobi . . . . . . . . . ........................ 4
10 '()* . . . . . . . . . . . . . . ........................ 4
11 +, { -) (action{angle varables) ........................ 4
12 ./01 (Small Oscillation) . . . . . ........................ 4
13 203&4 . . . . . . . . . . . . . . ........................ 4
14 56&4 (Lattice Theory) . . . . . . ........................ 4
1
789 :
'* (Calculus of Variations) :)<<=>?@AB'CDEFGH:.
I'JKLDMNOPQRGSDT)<U&< (mathematical physics) @VWDXY
Z\\]^_@-`Dab*cdef< (classical mechanics) g,@JhijDk
Scl4 (eld theory) mnSn_op
7 1 qrst :
2gy =
Å»ÆÇÈ·
Z p Z x1 p
x1
1p+ (y )2 p1 1 + (y )2
T= dx py dx
0 0
2gy = 2g 0
0
GÉb Ê
Z x1 p
p1 1 + (y )2
py dx y(0) = 0 y(x1 ) = y1 (1:1)
0
min
y 2g 0
hD» ËÌÍÇÎÏÐÑÒÓÔ@)<ÕÖ×ØÙÚÛÜØ Jacob Bernoulli Ø
L'Hospital Ø p»G¿D'<ÝÞßVWàAáâ@)<'ãpäå Bernoulli æ
çDÖ×èé@Eêëì,áâ@íîïðÍ}ñ¼~ DòÍNOØN
óPQ Eular(1707-1783) D Lagrange(1736-1813) D Weierstrass(1815-1897) D Ostrogradskii(1801-
1862) ëµVWôÆÉ@&4p Eular àõÓª'<@ Ê .' (Euler-
Lagrange ) p
cKÿ%A~ c»~;@D,A¼~»£ÁAÿ%
~ SD ²»¼~g « I / ? « I½
3
Z x2 Z x2 p
A = 2 yds = 2 y 1 + (y )2dx
0
x1 x1
G Ê
Z x2 p
min
y
y 1 + (y )2 dx 0
y(x1 ) = y1 y(x2 ) = y2 (1:2)
x1
3.Plateau xy :
c ·< ( · ) A¼~+ Dc¯z¼ (
) Dcaz@¼<D² I /@¼ ?
Taylor W´½
ZZ
AA = 0
1 + 12 (ux2 + u2y ) dxdy
G Ê
ZZ
min
u
(u2x + u2y )dxdy uj@ = '(x y) (1:3)
4
4. !xy (isoperimetric problem):
²A¼~DE!Àÿ%Á"I # ? $A%&F¼~ '(
)D)F* x K'
G Ê
Z Z p
max y(x)dx y(0) = y() 1 + (y )2 dx = l
0
(1:4)
0 0
a +FÊ Z xp
s= 1 + (y )2d
0
0 s l
0
ò r
2
ds2 = dx2 + dy2 =) dx = 1 ; dy
ds ds
Å» Ê Z r 2
y 1 ; dy
l
max ds ds (1:4 )
0
y 0
,-'<@*D./>b0 :
123 (direc method): ª Ê n b4)|5@ DÁ¿6 n ! 1 7 c
ah<8 9h:< .
<23 (indirect method): ª Ê .' ( =>: Euler-lagrange )
5
7?@ : ABCDE (Functional Calculus)
|¹º%}
Z w
y = gf (x) w] = f (x)dx
0
¹ºFG.I'@%}
: j( ( functional ) F '] .'
F '] = lim 1 fF '(x) + h(x ; )] ; F '(x)]g
'() h 0 h !
(2) &F
F '] = lim 1 f'(x) + h(x ; ) ; '(x)g = (x ; )
'() h 0 h !
'(x )
0 !
y : ²j( F j(.'
Z 1
: ¹ºª'qG£@%}S\¡
(1)
F g y] = lim 1 fZ K (x y)g(x) + h(x ; )]dx ; F g y]g
1
g() h 0 h Z 0
!
!
0
Äj(.' F=g() = K ( y) ¯: y @()
8
(2)
Z 1
Z 1
Ä
F = K (x y)
g
y : L X½()D%}j( S
Z T
S x(t)] = L(x x_ )dt
0
²Ej(.'
: ¹º%}ôV
S = lim 1 Z T L;x( ) + h(t ; ) x_ + h_(t ; )d ; Lx]
x(t) h 0 h 0
!
1 Z T ; @L @L
= hlim0 h _
d h(t ; ) @x + L(x x_ ) + h @ x_ ;Lx]
!
0
Z T
= hlim0 h d h(t ; ) @L
1 _ @L )
;
@x + h @ x_
!
0
Z
= hlim0 h1 d @L d ( @L )h(t ; )
; T
;
@x d @ x_
!
0
= @L ; d ( @L )
@x dt @ x_
$¢£H
S x] = @L ; d ( @L )
x @x dt @ x_
a:\@ Euler-Lagrange D:'*<_o@.'p
9
72 Euler-Lagrage ¤¥ :
h¦~AIÂAID ¦¢DW¦} v1 oÊ (
v2) DÁ)¦~@moÊD¿S W. Snell *§)<Õ¨©ªVPD¦~
@:a«@A¬~D¯g v1 G v2 ® sin 1 G sin 2 pÁ¯¿°± (Fermat)
²ÍDa¬~m:È·³@~D´µ¹º=j °±\&p
¶·¸¹ (Fermat principle): ¦~ALºÂA»¼D½
È·¾p
¿ÀÁ :
°Â\&Ã4Ý:ÄÅ%Æ : ¦~ P (a b) ÇZÈAI¾cÉÊ
@A X = (x 0) Å_È£IDË Q(c d) D³à_Å- 1 DÄÅ- 2 D
ÁcI<}À'q v1 v2 Df¦~ P ÇZ X º Q È·
p p
(x ; a)2 + b2 + (c ; x)2 + d2
t = t(x) = v1 v2
E.'®Ì
t (x) = 0 =)
0
p
x;a = p
c;x
v1 (x ; a)2 + b2 v2 (c ; x)2 + d2
ò
sin 1 = p x ; a2 2 sin 2 = p c ; x2 2
(x ; a) + b (c ; x) + d
ÄF ÄÅ%Æ
sin 1
= sinv 2
(2:1)
v1 2
GÍoÎÏAITÐ @ÄÅÑDXFG½ÒbIJTÄÅÑD
ÂÃFGÓÎ@:g¹º±Î¢<@¦}D{VP ¦ÔDÁ¾Õ:
ÄÅÑDa:=Ö×@AØÙDÅ ÄÅÑFÇ-ÎÁ p
10
; ;
!!" #$%&' (
)* +,-./0 1234 !"567#$ 8% 9: << =
+#$>?@A B%CDE
FGHIJKL :
MNOP (Fermat principle) QRS TUVW"XY Z \S\]<
^_`aOP bcdS eSfg =hW2i ? jk < lmn
_oOP (least action principle) pqrMNOPstZuE
lmn_oOP ; 18 vw xPSy (Pierre L. M. deMaupertuis) 5z {|
3} ~MOP}\S\] P4 \ n
_ o 58 t< n_ {
¡S@ ¢£o ¤¥ mE "
Maupertuis lmn_oOP2¦ TU7§¨\S S z
2}OP t§©ª{dS«¬ ®¯°OPZ± ²³
®¯ @´µ ¶}·¸S¹ºE
» Maupertuis 34 Euler ¼©ª«½¾¿ÀhrÁÂ\Sn§Ã ÄÅ
@´;ÁÆÇÈÉÊË+̸SyÍt \ QRSy " ÎÏ}¿Tt/ÐS x
ZÑÑ QRSy / ¾}ÒÓÔÕ ¡SÖE× lmn_oOP M
ØxPS(cÙÚÔÛ ÜÝ ÞßcËàáâãäfE
m ddt2r ; f = 0
2
(2:2)
@YA5c38% r + r {( r BC
rt1 = rt2 = 0
(2:3)
(2.1) qr r Dõ4À
Z t d2r
2
m dt2 r ; f r dt = 0 (2:4)
t1
E_À7À¶}F#t
Z t d2r
2
h dr it Z t dr dr 2
rdt = m dt r t ; dt dt dt
2
m
t dt2
1 t 1 1
12
; r 3°G (2.3) H r BC
dr dr = 1 dr
2
dt dt 2 dt
(2.4) q3¶}q>?@< ì¥ (kinetic energy)
; 12 m ddtr
2
= ;T
5^ (2.4) qIt Zt 2
(T + f r)dt = 0 (2:5)
t1
ï f t}JK\ µA¥.¡ (potential function) BC
f r = (2:6)
5^ (2.5) LMIt Zt 2
(T + )dt = 0 (2:7)
t1
}!"NOP_A¥ V = ; Q Hamilton OP3pqt
Zt 2
(T ; V )dt = 0 (2:8)
t1
ïR Lagrangian t L = T ; V + Hamilton OPSTC3pq
Zt 2
Ldt = 0 (2:9)
t1
cm ß .
13
,H Lagrange t L(x x_ t) {n_o (action) t
Zt 2
S= L(x x_ t)dt (x = q)
t1
{¿À (variation) t
Zt 2 Zt 2
S = L(x + x x_ + x_ t)dt ; L(x x_ t)dt
Zt1t2 @L @L Z t2 t1
= L + @x x + @ x_ x_ dt ; L(x x_ t)dt
t1 t1
d @L x = @L d (x) + d @L x
dt @ x_ @ x_ dt dt @ x_
@L t2 Z t2 @L d @L
S = @ x_ x + ; xdt
t1 t1 @x dt @ x_
5^V+clm <<{°Gt
S = 0 =) d @L ; @L = 0
dt @ x_ @x
< Euler{Lagrage DW , <¹º§
XY : :% : x = x(t) tÕZ x(t1 ) = x1 x(t2 ) = x2 \ç tn_o
Zb
S= L(x x_ t)dt
a
ï L c n ·¿¡
L = L(q1 qn q_1 q_n t)
14
Euler{Lagrange DWt
d ( @L ) ; @L = 0 i = 1 2 3 n (2:12)
dt @ q_i @qi
Vd_ef
Zt 2
Zp Z q 2
s= ds = dr + r d =
2 2 2 r2 + r2 d
t1 1
Euler-Lagrange DWt
d p r ; p r =0
d r + r
2 2 r + r2
2
1 ; c ; c cot
Àn
' = ; sin;1(k cot )
ta0eft
]^ : ,H Lagrangian
X1
2 gij x_ i x_ j
L=
ij
(gij ) t Riemann o û+{ Euler-Lagrange DW
b : a*À X
pi = @@L
x_ = gij x_ j ( ìo )
i j
@L = X 1 @gij
Fk = @x 2 @x 1 x_ i x_ j (\)
k ij k
Euler-Lagrange DWt
16
d f @L g = @L ) dpk = X 1 @gij x_ x_ (pk = Fk )
dt @ x_ k @xk dt ij 2 @xk i j
s pk ¾ t *ÀE_ (gij ) t¾3t>
dpk = d (X g x_ )
dt dt j kj j
X X X @gkj
= gkj xj + x_ j ( ) @xi x_ i
j j i
X X @gkj
= gkj xj +
@xi x_ i x_ j
j ij
X X kj X 1 @gki
= gkj xj + 12 @g
@x x_ i x_ j + 2 @x x_ i x_ j
j ij i ij j
Euler-Lagrange DWt
X X kj @gki @gij
gkj xj + 21 ( @g + @x ; @x )x_ i x_ j = 0
i ij @xi j k
]^jû9%!"
bjæ A tOç A = (0 0) åæ s tc0
v = ds
dt ( ) ) dt = ds
v
vwxW5y+,t
Z B ds
t= v
A
17
æ:%t y = y(x) c0t
p
ds = 1 + (y0 )2 dx
Euler-Lagrange DWt
@L ; d @L = 0 ) y(1 + y0 2) = c
@y dx @y0
| y0 = tan
y = 1 + c(y0 )2 = c sin2 = 2c (1 ; cos 2)
dx = 1 dy = c tan sin 2 = c(1 ; cos 2)
d y0 d
À
x = 2c (2 ; sin 2)
s = 0 + x = 0 y = 0 | c = 2A 2 =
x = A( ; sin ) y = A(1 ; cos ) (2:15)
18
p1y(+y ()y0 )2 ; yp1 + (y0 )2 = c1
0 2
#ut
q
cy0 = y2 ; c21
E_À¿¡ À
Z
y + y2 ; c21 + c
p
x = c p dy = c log c1
y2 ; c21 1 2
x ; c2
y = c1 cosh c1 % (Catenary) (2:16)
+ Euler-Lagrange DWt
@ q zx @ q zy
@x 1 + zx2 + zy2 + @y 1 + zx2 + zy2 = 0
Euler-Lagrange
l Euler-Lagrange DW ;ÁÂ\Sö YA}ëìDWq{ì¥t T =
1 m(x_ 2 + y_ 2 + z_2 ) F = (F F F ) t}JK\¡ .
2 x y z
@V @V @V
F = (Fx Fy Fz ) = ;rV = ; @x @y @z (2:18)
V A¥ +3 Lagrangian t
n_o (action) t
Zt 1
Zt 1
S= Ldt = (T ; V )dt
t0 t0
{ Euler-Lagrange DWt
d @L ; @L = 0 d (mx_ ) + @V = 0
dt @ x_ @x dt @x
d @L ; @L = 0 d (my_ ) + @V = 0 (2:20)
dt @ y_ @y dt @y
d @L ; @L = 0 d (mz_ ) + @V = 0
dt @ z_ @z dt @z
(x y z) BC :
¥¦§¨
ÁÂ\S£©@;wx Ý sÙlwª pq {(l
l ^«aef (Cartesian Coordinates) öþ s!@- îï¬ë
ì ^«aefö Ý Ù®?3pq ¯{c!\S!" \Ù^ºp
q2@ cV°± ef\] ïef óef q²ef ...... 3 !"
-3ÕtRef (generalized coordinate) E
ÁÂ\S!"OP^Ref (generalized coordinates) ö Ýëì\] :
q1 q2 qs Ref (generalized coordinates)
q_1 q_2 q_s R (generalized velocities) (2:21)
R³ (generalized acceleration)
q1 q2 qs
îï´µ,}·c n ·ç3\] ïc ·¶·°G ±c 3n ; ;
!"V° s = 3n ; ·¸¢¡öRç A÷ |
r i = (xi yi zi ) i = 1 2 s (2:22)
{(eft
;x*ÀH
dxi = @x i dq + + @xi dq
@q1 1 @qs s
@yi dq + + @yi dq
dyi = @q
1
1
@qs s
@zi dq + + @zi dq
dzi = @q 1
1 @q s s
~
21
@xi q_ + + @xi q_
x_ i = @q
1
1
@qs s
@yi q_ + + @yi q_
y_i = @q (2:23)
1
1
@qs s
@zi q_ + + @zi q_
z_i = @q
1
1
@q s s
X
s
dsi = dxi + dyi + dzi =
2 2 2 2
gkli dqk dql (2:24)
kl=1
{(
@xi @xi + @yi @yi + @zi @zi = @ ri @ ri
gkli = @q (2:25)
k @ql @qk @ql @qk @ql @qk @ql
X
s @T
2T = @ q
_ q_
=1
ïRRìot
p = @@Tq_ (2:27)
@qu#t
X
s
2T = pq_
=1
Rìo3R¹ïC :
22
@T @ Xn m;
i x_ 2 + y_ 2 + z_ 2
p = @ q_ = @ q_
i=1 2 i i i
X n @ x_ i @ y_i @ z_i
= mi x_ i @ q_ + y_i @ q_ + z_i @ q_
i=1
X n @xi @yi @zi
= mi x_ i @q + y_i @q + z_i @q (2:28)
i=1
X n @xi @yi @zi
= mi(x_ i y_i z_i ) @q @q @q
i=1
X n @ ri
= miri @q
i=1
p mtìo mi(x_ i y_i z_i ) q D!3ðº (projection) ¾a0ef ìo
(momentum) t
px = mx_ py = my_ pz = mz_
·t><ï6 : S Lagrangian t L = T = 21 m(x_ 2 + y_ 2 + z_2 )
@L = @T = mx_ = p
@ x_ @ x_ x
@L = @T = my_ = p (2:29)
@ y_ @ y_ y
@L = @T = mz_ = p
@ z_ @ z_ z
U Rìo (generalized momentum) 3R¹ RìotÕÚ!"5»¼ ìo
3
åæA÷ rk = (xk yk zk ) 3\t fk = (Xk Yk Zk ) U kl
X
n X n
dW = fk drk = (Xk dxk + Yk dyk + Zk dzk )
k=1
Xn X
s
k=1 ! X s @y ! X s @z !
= Xk @x k dqi + Yk k dqi + Zk k dqi
k=1 " @q i @q i @q i
s @z #
i i i
s @x s @y
=1 =1 =1
Xn X X X
= Xk @qk dqi + Yk @qk dqi + Zk @qk dqi (2:30)
k=1 " i i i=1 !# i
Xs
i=1
Xn ! X
i=1
n ! Xn
= @x
Xk @q +k @y
Yk @q +k Zk @z k dq
i
i=1 k=1 i k=1 i k=1 @qi
Xs
= Qi dqi
i=1
23
{( n @x
X k @y k @z k
Qi = Xk @q + Yk @q + Zk @q
k=1 i i i
Xn @xk @yk @zk Xn (2:31)
= (Xk Yk Zk ) @q @q @q = fk @@qrk
k=1 i i i k=1 i
<to½ Ref qi 3R\ (generalized force) {QR¹Rmt\ (Xk Yk Zk )
qi D!3ðº (projection) E_Ref-¶ýëì
IïC : ¾¿
X
s X
s X
s
mi xi @q = mi dt (x_ i ) @q = mi dtd x_ i @q
@x i d @x i @xi ; x_ d @xi
i dt @q
=1 =1 =1
s 0s 1 s
@ x_ i = @ @ @xi q_ A = X @ @xi q_ = d @xi
X
@q @q @q
=1 @q @q dt @q
=1
@xi = @ x_ i
@q @ q_
X
s Xs
mixi @q = mi dtd x_ i @@qx__ i ; x_ i @q
@x i @ x_ i
=1 =1
Xs d @ @ 1 (2:32)
= dt @ q
_ ; @q 2 mi x_ 2i
=1
uP¾ yi , zi ¼cou3Àq/P
d @T ; @T = X n
@xi @yi @zi Q
dt @ q_k @qk i=1 ( X i Yi Z i ) @qk @qk @qk k (2:33)
LM7 Lagrange DW .
ïE_Rìo@qt
dpk = d @T = Q + @T
dt dt @ q_k k @q (2:34)
k
24
@T 3 a0efÁF @T Z2
5^¶ k ·Rìo3¿#3 R\ Qk r @q
k @qk
@ îïBùëì^efþ{ì¥t
2
T 21 m ds
dt = 1 m r_2 + r2 _2
2
(2:35)
Rìot
pr = @T
@ r_ = mr_ p = @T_ = mr2 _
@
íÂ
@T = mr_2 @T = 0
@r @
Lagrange DWt
dpr = Q + mr_2 (Qr : radial force)
dt r
dp = Q (2:36)
dt (Q : torgue)
Qr Q ef¿43/F~ÁF
Euler-Lagrange DWt
d @L ; @L = d hm(1 + 16a2 x6 )x_ i + 4mgax3 = 0
dt @ x_ @x dt
QëìDWqt
mx + 4mgax3 = 0
b : ;x*ÀH
;V = = Q1 q1 + Q2 q2 + + Qsqs
{( Qi qi mt ( U = \ Aø ) ; Hamilton OP
Zt 2
(T ; V )dt = 0
t1
{ Euler-Lagrange DWt
d @ (T ; V ) + @ (T ; V ) = 0
dt @ q_i @qi
t @V
@ q_ = 0 QëìDWqt
i
26
d @T ; @T = Q
dt @ q_i @qi i
]^j,H}Ñ}ëì{0t l o m ì¥rA¥t
Euler-Lagrange DWt
d @L ; @L = d ml2_ + mgl sin = 0
dt @ _ @ dt
+ gl sin = 0
27
T = 12 m1(x_ 21 + y_12 ) + 21 m2(x_ 22 + y_22 )
= 12 (m1 + m2)l12_12 + m2l1 l2_1 _2 cos(1 ; 2 ) + 12 m2l22_22
V = m1 gy1 + m2gy2 = ;(m1 + m2)gl1 cos 1 ; m2gl2 cos 2
Euler-Lagrange DWt
d @L ; @L = 0 d @L ; @L = 0
dt @ _1 @1 dt @ _2 @2
(m1 + m2)l11 + m2l2(2 cos + _22 sin ) + (m1 + m2)g sin 1 = 0
l11 cos + l2 2 ; l1_12 sin + g sin 2 = 0 = 1 ; 2
(;1)k þÀ7À k M
28
]^j,H}çëì{ Lagrangian L = ; m2 qq ; k2 q2 , û+{ëìDWq
bja*À
@L = ; m q ; kq @L = 0 @L = ; m q:
@q 2 @ q_ @ q 2
5^ Euler-Lagrange DW ( ëìDWq ) t
d2 ; m q ; d 0 + ; m q ; kq = 0 =) mq + kq = 0
dt2 2 dt 2
L = 8 2m 5 5 + V + 4h i ( ;
h
2
) (2:40)
û_º{ëìDWqt Schrodinger DW
ih @ = ; h2 52 + V (2:41)
2 @t 8 2m
{( t Schrodinger Ý.¡ h Plank Ú¡
29
]^ : ,H Lagrangian t
û¹{ëìDWqt Klein-Gordon DW
; c12 @@t2 ;
2
2
0 =0 (2:43)
ï Lagrangian t
Z 1
_ _
L= 2 ( ; k1r r ) ; k2 cos dx
{ëìDWqt Sine-Gordon DW
@ 2 ; k ; k sin = 0 (2:44)
@t2 1 2
t}Ú¡·Ú¡t Jacobian À
bja*ÀE_ Euler-Lagrange DW
dE = d @L q_ + @L q ; @L q ; @L q_ ; @L
dt dt @ q_i i @ q_i i @ q_i i @qi i @t
= dtd @@L
q_i ; @L q_ ; @L = ; @L = 0
@qi i @t @t
30
L = L2 + L1 + L0 ( ýM ) + ( }M ) + ( iM ) (2:46)
HIJàáâ:
]^jû+;ãÏ3n_o
bj¾;ãÏ{ Lagrangian t L(x_ ) = 12 x_ 2 , Euler-Lagrange DW ( ëìDW
q)t
d @L ; @L = 0 =) x = 0
dt @ x_ @x
{Õ9t
x = x0 + vt
n_ot
Zt Zt1 1 v2t = 1 (x ; x0 )2
S= Ld = 2 x
_ 2
d = 2 2 t
0 0
bj Euler-Lagrange DW ( ëìDWq ) t
d @L ; @L = 0 =) x + w2x = 0
dt @ x_ @x
}·ýÜÚ*ÀDW{Õ9t
x(t) = A sin(wt + )
n_oä;Ú*ÀDW3Õ9öåÛ
31
Zt 2
m Z t2
S = L(x x_ )dt = 2 (x_ 2 ; w2x2 )dt
t1 t1
m t2
m Z t 2
d2
= 2 xx_ ; 2 x(t) dt2 + w x(t)dt
2
t1 t1
= m x(t2 )x_ (t2 ) ; x(t1 )x_ (t1 )]
2
Ú*ÀDW3Õ9t
x(t) = A sin(wt + )
= A sinw(t ; t1) + (wt1 + )]
= A sinw(t ; t1)] cos(wt1 + ) + A sin(wt1 + ) cosw(t ; t1 )]
íÂ
x(ti ) = A sin(wti + )
i = 1 2
x_ (ti) = Aw cos(wti + )
9It
a*À ;
x_ (t1 ) = sinw(tw ; t )] x2 ; x1 cosw(t2 ; t1 )]
2
w
1
;
x_ (t2 ) = sinw(t ; t )] ; x1 ; x2 cosw(t2 ; t1 )]
2 1
5^ ;
x(t1 )x_ (t1 ) = sinw(tw ; t )] x1 x2 ; x21 cosw(t2 ; t1)]
2
w
1
;
x(t2 )x_ (t2 ) = sinw(t ; t )] ; x1x2 ; x22 cosw(t2 ; t1 )]
2 1
on_o
S = 2 sinwmw
;(x2 + x2 ) cosw(t ; t )] ; 2x x
(t2 ; t1)] 1 2 2 1 1 2
mw ;(x2 + x2 ) cos(wT )] ; 2x x T = (t ; t ) 6= n
= 2 sin( wT ) 1 2 1 2 2 1
32
]^j,H}çëì{ Lagrangian t L(x x_ ) = m2 x_ 2 ; m2 w2x2 + F (t)x, û+{n
_o
bj¾¿; Lagrangian HëìDWqt
d @L ; @L = 0 =) mx + mw2x = F (t)
dt @ x_ @x
}·ÙæMýÜÚ*ÀDW{Õ9ä; Green .¡
t2 3 t (T = t2 ; t1)
1 Z t2
x(t2 ) = x2 = x1 cos wT + A sin wT + mw sin w(t2 ; )F ( )d
t1
Ú¡ A t
1 1 Z t2
A = (x2 ; x1 cos wT ) sin wT ; mw sin wT sin w(t2 ; )F ( )d
t1
|
33
1 Z t2
H (t1 t2) mw sin wT sin w(t2 ; )F ( )d = sin1wT K (t2 )
t1
1 Z t
K (t) mw sin w(t ; )F ( )d
t1
1 Zt
0
K (t) m cos w(t ; )F ( )d
t1
Q*ÀDW{Õ9t
w(t2 ; t) + x sin w(t ; t1) ; H (t t ) sin w(t ; t ) + K (t)
x(t) = x1 sinsin wT 2
sin wT 1 2 1
{*Àt
w(t2 ; t) + wx cos w(t ; t1) ; H (t t )w sin w(t ; t ) + K 0 (t)
x_ (t) = ;wx1 cossin wT 2
sin wT 1 2 1
!"@èén_o ä;À7À
Zt 2 Zt m m2
S= L(x x_ )dt = 2 x_ 2 ; 2 w2x2 + F (t)x dt
t t
m
1
t 2
m Z t
1
2
d2 Zt 2
= 2 xx_ ; 2 x(t) dt2 + w2 x(t)dt F (t)xdt
t1 t1 t1
Z t
=m 1 2
x t 2 )x_ (t2 ) ; x(t1 )x_ (t1 )] +
2 ( 2 t1 F (t)xdt
;êù3À2H
cos wT 1 1 Z t2
x_ (t1 ) = ;wx1 sin wT + wx2 sin wT ; m sin wT sin w(t2 ; )F ( )d
t1
1 cos wT cos wT Z t2
x_ (t2 ) = ;wx1 sin wT + wx2 sin wT ; m sin wT sin w(t2 ; )F ( )d
t1
1
Z t2
+m cos w(t2 ; )F ( )d
t1
èé ( ì¥78 ):
m (x x_ ; x x_ ) = m w (x2 + x2 ) cos wT ; 2x x +
2 2 2 1 1 2 sin wT 2 1 1 2
x Z t2 x Z t2
+ mw2
sin w( ; t1)F ( )d + mw
1
sin w(t2 ; )F ( )d
t1 t1
34
A¥78 t
1 Z t2 F (t)xdt = 1 Z t2 x sin w(t2 ; t) + x sin w(t ; t1 )
2 t1 2 t1 1 sin wT 2
sin wT
sin w ( t ; t 1)
Z t2 1 Z t2
; mw sin wT sin w(t2 ; )F ( )d + mw sin w(t ; )F ( )d
t1 t1
mw
Z t2 h x1 x2 sin w(t ; t )
= 2 sin wT F (t) mw sin w(t2 ; t) + mw 1
t1
sin w ( t ; t 1)
Z t2 sin wT Z t2 i
; (mw)2 sin w(t2 ; )F ( )d + (mw)2 sin w(t ; )F ( )d dt
t1 t1
¿Àëì
sin wT Z t2 F (t) Z t2 sin w(t ; )F ( )ddt = 0
(mw)2 t1 t1
Zt 2
Zt 2
sin w(s ; t1)F (s)ds sin w(t2 ; t)F (t)dt
t1 t1
Zt Zt2 2
=2 F (t)F (s) sin w(t2 ; t) sin w(s ; t1)dsdt
t1 t1
Qn_ot
mw
2 x Z t2
S = 2 sin wT (x2 + x1 ) cos wT ; 2x2x1 + mw sin w(t ; t1)F (t)dt
2 2 2
t1
2 x Z t 2 2 Z t2
Z t2
+ mw 1
sin w(t2 ; t)F (t)dt ; (mw)2 F (t)F (s) sin w(t2 ; t) sin w(s ; t1 )dsdt
t1 t1 t1
35
í 3 Euler-Lagrage îïðñòó :
ôõö÷ø (Jacobian):
!"YAo?R ¿¡¿
;x*À
X
n @'
i
dyi = dxj (3:2)
j =1 @xj
tùú3pq
0 dy 1 0 @'1 @'1 : : : @'1 1 0 dx1 1
B 1
C B
B @x1 @x2 @xn C
C
.
@ .. A = B C @ ... A (3:3)
dy
@ @'m @'m @'m A dxn
m : : : @x
@x1 @x2 n mn
~ßt
dy = @@ ((xy1 yx2 yxm )) dx
1 2 n
{(
dy = (dy1 dym )t dx = (dx1 dxn )t
m n ùú
0 @'1 @'1 @'1 1
: : :
@ (y1 y2 ym ) B
B @x1 @x2 @xn C
C
B
@ (x1 x2 xn ) @ @' @' C (3:4)
m m @'m A
@xn @xn : : : @xn mn
t Jacobian ùúEï z1 zl û y1 ym .¡
36
dz = @@((yz1yz2yzl )) @@((xy1 yx2 yxm )) dx (3:5)
1 2 m 1 2 n
íÂ; z r x 3×ØH
dz = @@((xz1xz2 xzl )) dx (3:6)
1 2 n
Q Jacobian ùú hh
@ (z1 z2 zl) = @ (z1 z2 zl ) @ (y1 y2 ym ) (3:7)
@ (x1 x2 xn ) @ (y1 y2 ym ) @ (x1 x2 xn )
qmtü (chain rule ) !opq3E? m = n = l ® z1 = x1 zn = xn
@qTt
37
ds2 = dx21 + + dx2n
@x @x
2 @x @x
2
n n
= @y dy1 + + @y dyn + + @y dy1 + + @y dyn
1 1
n n (3:11)
X1 1
k @y @y
i j @yi @y j
<tR gij t Riemann metric t _öro E
X : Riemann o ( Riemann metric )gij t
X @x @x @r @r
gij ] = (J );1 J ;1 =
t k k = (3:13)
k @yi @yj ij @yi @yj ij
{(
J ;1 = @@((xy1 yxn))
1 n
ÑA cCþ3×Øq
@ (x x )
dx1 dxn = @ (y1 y n) dy1 yn = pgdy1 dyn (3:16)
1 n
38
b : Bùeft
x = r cos
(x y) ! (r )
y = r sin
+
J ;1 = @@((x y ) = cos ;r sin detJ ;1 = r
r ) sin r cos
c0t
ds2 = dx2 + dy2 = (cos dr ; r sin d)2 + (sin dr + r cos d)2
= dr2 + r2 d2
1 0 dr
= (dr d) 0 r2 d
Riemann ot
1
gij ] = 0 r02 (3:17)
? gij ] ; J +
gij ] = (J t);1 (J ;1 )
]^ ( ûÛq²ef3 Riemann o
):
b: 8 x = r cos '
>
<
> y = r sin ' (x y z) ! (r ' z)
: z=z
+ 2 cos ' ;r sin ' 0 3
J ;1 = @@((x y z) = 4 sin ' r cos ' 0 5
r ' z) detJ ;1 = r
0 0 1
c0t
ds2 = dx2 + dy2 + dz2 = dr2 + r2 d'2 + dz2
Riemann ot
39
21 0 03
gij ] = 4 0 r2 0 5 (3:18)
0 0 1
]^ ( ûÛóùef3 Riemann o
):
b:
x = r cos ' sin
y = r sin ' sin (x y z) ! (r ')
z = r cos
+ 2 cos ' sin r cos ' cos ;r sin ' sin 3
J ;1 = @@((x y z ) = 4 sin ' sin r sin ' cos r cos ' sin 5
r ') cos ;r sin 0
c0t
ds2 = dx2 + dy2 + dz2 = dr2 + r2 d2 + r2 sin2 d'2
Riemann ot 21 0 3
0
gij ] = 4 0 r2 0 5 (3:19)
0 0 r sin2
2
Euler-Lagrange à
!"YAef¿
(x y) 7! (u v)
a*À-n_o (action)
Zb
S (y) = L(x y y0 )dx (3:20)
a
#t± n_o
40
Zb 1 y u + y v v
0 Z b1
S~(v) = 0
L x(u v) y(u v) x + x v0 (xu + xv v )du = L~ (u v v0 )du (3:21)
a1 u v a1
Oö3 Euler-Lagrange DW
d @L ; @L = 0 (3:22)
dx @y0 @y
#t
d @ L~ ; @ L~ = 0 (3:23)
du @v0 @v
Euler-Lagrange DW ;ef¿{pqµªZ¿ 7±ef\
DWq y2± Lagrangian ¾;ãÏ{ Lagrangian t L = m2 v2
s;3RH
ds 2
= ((ds )
2
v = dt
2
dt)2
¾ Zuef\] y c0BD qÏ 2ö7;ãÏ La-
grangian
L = m2 (x_ 2 + y_ 2 + z_2 ) ( a0ef )
L = m2 (r_2 + r2 _ 2 + z_2 ) ( q²ef ) (3:24)
L = m2 (r_2 + r_2 _2 + r2 _ 2 sin2 ) ( óùef )
]^jûW2×ëì3 Euler-Lagrange DW
bj!"æ{(3}tOç (0 0) ãÏ3ot m ¾ ¬ëì !"
~ 7< E_efn
q1 = r q2 =
+3ì¥ A¥À
T = m2 (r_2 + r2 _2 ) V = ; km
r
41
; Lagrangian
L = T ; V = m2 (r_2 + r2 _2 ) + km
r
Euler-Lagrange
d ( @L ) ; @L = 0 =) mr ; mr_2 ; km
dt @ r_ @r r 2 =0
d ( @L ) ; @L = 0 =) d mr2 _ = 0
dt @ _ @ dt
;
mr2 _ = l mr ; mrl 3 ; km
r2 = 0 l
L
@L = mr2 _ ) r2 d = h
@ dt
d2r ; r( d )2 = ; k
dt2 dt r2
# Euler-Lagrange $%
F (x1 x u u 1 u ) = u2 1 + u2 2 + + u2
n x xn x x xn (3:26)
= ;2(u 1 1 + + u ) = ;2 u
x x xn xn
42
()* .
+ , : -./ Euler-Lagrange #0 012304 (invariant under change of
variable) *5
X @ 2u 1 X @ p @u n n
u = @x2 = pg @y g g @y (3:27) ij
j i
j =1 j ij =1
Z Z
= F (x1 (y1 y ) u 1 u ) @@((xy1 xy )) dy1 dy
n y yn
n
n
1
Z Z n
@ ( x
= (y1 y u u 1 u ) @ (y1 xy )) dy1 dy n
n y yn n
1 n
6
F1 = (y1 y u u 1 u ) @@((xy1 yx ))
n y yn
n
1 n
X @u @u ;1 p X @u @u
F1 = g @y @y J = g g @y @y ij ij
i j i j
ij ij
J1 # Eular-Lagrange
X @ p X @u
@y g g @y
ij
j i
j i
j i
ij
=>?@./ABC 2DEF*5
!! : G u HIJC
1 X @ p @u
X @ 2u
n n
u = @x2 = pg @y g g @y
ij
j i
=1 j =1 k ij
43
&' : 8! 2 C01(), KL"@)
Z XZ X Z @u @!
@ 2u
u!dx = 2 !dx = ; dx
@x @x @x
k k k
X Z @u @y @! @y p
k k
=;
@y @x @y @x gdy
i i
i k i k
X Z @u @! p
ijk
=; @y @y g gdy
ij
i i
X Z @u
ij
= ( g pg @u )!dy ij
@y @y i i
Z
ij
= p1g @y@ (g pg @y
X @u )!dx ij
i i
ij
89MNO ()*
u = u + u = @@rV2 + 1r @V 1 @ 2V
2
xx yy +
@r r2 @2 (3:28)
$%
x = r cos y = r sin
V (r ) = u(x y) = u(r cos r sin )
@r + r2 @2
@ u = sin2 @ V ; 2 sin cos @ 2 V + 2 sin cos @ 2V
2 2
@r + r2 @2
+, : -mnop2OSIq# Laplacian
r : op2OSIq#01
45
(x y) ! ( ) R = (x y)
s#tu
2
ds = dx + dy = @x
2 2
@ d +2@x d 2 + @y d + @y d
@ @ @
= Ed2 + 2Fdd + Gd2
E
= (d d) F G dF d
$%
E = @R
@ @
@R F = @R
@ @
@R G = @R
@ @
@R
; Laplacian
u = p 1 2 @ p ; Fu2 + @
@ Gu @ pGu ; Fu
(3:29)
EG ; F EG ; F EG ; F 2
r sin
$%
x = r cos ' sin y = r sin ' sin z = r cos
V (r ') = u(x y z) = u(r cos ' sin r sin ' sin r cos )
46
4 Lagrange :
(isoperimetric problem) T2 -^u
}#q"k2@ ¡¢£?¤ ¥¦
x = x(t) y = y(t) t1 t t2 (4:1)
(4:2)
1t 1 dt dt t
tu s
2 2
Z
L= dx t2
+ dy dt (4:3)
1 dt
t dt
;©ª«¬® (4.3) #¯- A #T°±²¨³2´µ¶·
Lagrange ¸¹ (Lagrange multiplier)
Lagrange multiplier º
µ) f (x y ) »¼T±2½·¾¿ÀÁ ÂÃ
f (x y ) = f (x y ) = 0
x y
_GÄsµ½Åƪ g(x y) = c
df = f dx + f dy = 0
x y
dg = g dx + g dy = 0
x y
./8ÇÈ^
f = f ;
x y
g g x y
1ÉÊË
f + g = 0
x x f + g =0
y y (4:4)
47
<ÌÂ3ÍÎoÏ®¯Ð F (x y ) = f (x y) + g(x y) #T±
@F = @f + @g = 0
@x @x @x
@F = @f + @g = 0 (4:5)
@y @y @y
@F = g(x y) = 0
@
Ñ Lagrange ¸¹ (Lagrange multiplier) ./ f ÒÓ)
@f ; @f @g
@x
= 0 g(x y) = 0 (4:6)
@x @y @g
@y
g (x1 x2 ) =
i i = 1 2 (4:7)
<ÌÂ
F = f + 1g1 + 2g2 + (4:8)
48
#T±
+,é- y = y(x) \ê (0 0) (1 0) ë½ x ì#q"
réÂ"#T±
Z 1 Z 1p
max ydx 1 + (y0 )2 dx = L y(0) = y(1) = 0
0 0
K Lagrange multiplier @í
p
F =y+ 1 + (y0 )2
; Euler-Lagrage
d ( p y0 ) ; 1 = 0
dx 1 + (y0 )2
îï
y00 1
p 3 =
0
1 + (y ) ] 2
2
1<L< 2
1 t 1 t
49
./ Lagrange multiplier @í
p
F = 12 (xy_ ; yx_ ) + x_ 2 + y_ 2
; Euler-Langrange
d (; 1 y + p x_ ) ; 1 y_ = 0
dt 2 x_ 2 + y_ 2 2
d ( 1 x + p y_ ) + 1 x_ = 0
dt 2 x_ 2 + y_ 2 2
")
;y + p 2 x_ = ;c1 x + p 2 y_ 2 = c2
x_ + y_ 2 x_ + y_
G@Ð x ; c2 y ; c1
(x ; c2)2 + (y ; c1)2 = 2
;ö÷ #¢£?@ûæTUVFb
Z2 Z 2 q
1
max 2
r2 d L= r2 + r2 d
0 0
s
F = 12 r2 + (r2 + r2 ) 12
$ Euler-Lagrange
r + r(r2 + r2 ); 12 ; dd r (r2 + r2 ); 12 = 0
ü
rr ; 2r2 ; r2 = 1
(4:90 )
(r2 + r2 ) 32
¹ ( ý ) WXóÂ 1 #
50
A L4
2
L2 ; 4 A 0 (4:10)
ø s C ÔÕ
&' : ÝX¦ g g0 ëI õ C <ã P Q ë½ s = 0 s0 `
P Q #ú => ö÷ r 2 C õ g g0 `<ã P
Q ë½¥¦$
7½ C #ú
'(s) = (x(s) y(s)) (x(0) y(0)) = (x(L) y (L))
C #ú
'(s) = (x(s) y(s))
$%
x(s) = x(s)
p
p r ; x (s)
y(s) = ; 0 s s0
2 2
r ; x (s) s0 s L
2 2
u} L # 2q"@./"FWX
51
Z Z Z Z
xy0 ds = ; yx0 ds = 1 (xy0 ; x0 y)ds
L L L L
A= xdy = 2
0 0 0 0
f / C C )
Z
xy0 ds
L
A=
0
Z Z
A = r = ; yx0 ds = ; yx0 ds
L L
2
0 0
ë <è Z
(xy 0 ; x0 y)ds
L
A+ r = 2
0
Z p L
= (xy 0 ; x0 y)2 ds
0
Z p L
()
= (x2 + y2)(x0 )2 + (y0 )2 ] ds
0
Z p L
x2 + y2 ds
0
;ë 2ÙÏI °Âü >2 I
p p 2 1
A r 2 (A + r2 ) 12 Lr
íI·3
L2 ; 4 A 0
ª¥¦ A r2 2ÙÏI I <
A = r2 L=2 r
A+ r = 2
0
Ô²² `
(xy0 ; x0 y)2 = (x2 + y2)(x0 )2 + (y0 )2]
52
 p
x = ; y = p x2 + y2 = r
y0 x0 (x0 )2 + (y0 )2
K ( ) ^$8± r {
x = ry0 y = ;rx0
x y |1H Å y = rx0 ;@)
x2 + y2 = r2
Â*5 C
Z 2 Z 2
jf 0 (t)j2 dt jf (t)j2 dt (4:11)
0 0
ø #®
f (t) = a cos t + b sin t (4:12)
n =1
53
;
Z 2
f (t)dt = a0 =) a0 = 0
0
K Parseval @) Z 1
2 X
jf (t)j dt = 2 (a2 + b2 )
n n
0 n=1
Z 2 1
X
0
jf (t)j dt = n2(a2 + b2 )
2
n n
0 n=1
;
Z 2 Z 2 1
X
jf 0 (t)j2 dt ; jf (t)j dt =
2
(n2 ; 1)(a2 + b2 )
n n
0 0 n=1
H ÂÃÔÕ
a =b =0
n n 8n > 1
f (t) = a1 cos t + b1 sin t
Z 2
!!&' : ; ¦ L = 2 ø x(s)ds = 0 <ÌÂË2 ! ª x ìH
0
( I ±Âà ) 2u} q"
Z 2 Z 2
2 = (x0 )2 + (y0 )2 ds A= xy0 ds
0 0
;
Z 2 Z 2
2( ; A) = (x0 )2 ; x2 ds + (x ; y0 )2ds
0 0
54
x = a cos s + b sin s y0 = x
Â)
x = a cos s + b sin s
y = a sin s ; b cos s + c
{ C
+,é-"
ZZZ
S () = h 2 (2 + 2 + 2) + V 2 dxdydz (4:13)
R 2m
x y z
¾¿«¬®
ZZZ
2dxdydz = 1 (4:14)
R
#T±
ré"# Lagrangian
h
2
L = 2m (2 + 2 + 2 ) + V 2 = ( #$ ) + ( Ü $ )
x y z
; Euler-Lagrange
! ! !
@ @ L~ + @ @ L~ + @ @ L~ ; @ L~ = 0
@x @ @y @
x @z @ @ y z z
ü
h
2
; 2m 4 + V = ; (4:15)
3þs ' t 2 Schrodinger 2ÿ± V Ü $ ;0¶ðñ=
> Schrodinger 2ÿ± ( Â
55
5 Euler-Lagrage )* Sturm-Liouville :
Sturm-Liouville +, Hÿ± (eigenvalue problem) 0¶ (calcu-
lus of variation) T - ã#È ./ ¯ Sturm - Liouville
d p(x) du ; q(x)u(x) + (x)u(x) = 0
dx dx (5:1)
u(a) = u(b) = 0
=>f# 0 1 C (functional)
Z
p(u0 )2 + (q ; )u2]dx
b
I u(x)] = (5:2)
a
#¯
Z
p(u0)2 + qu2]dx
b
I u(x)] = (5:4)
a
; 7 ˶ 8 <Ì 1 C
$%
56
Z
I = 2pu0u] (pu0 )0 ; qu udx
b
b
a ;2
Z
a
b
J = 2 uudx
a
R 00
pu0u] ; b b
(pu ) ; qu + u udx
=2 a a
R (5:8)
u dx a
b
2
+, : - :<
d2u + u = 0 u(0) = u(1) = 0
dx2
#°ÿ±
r : => < -C u = x(1 ; x)
R 1 02
u dx 1
0 R01 2 = = 10
3
0 u dx
1
30
k2 = wc2
2
u + k2u = 0 uj = = 0 0 r a
r a
#°ÿ±
57
r : =>@ < -C u = 1 ; ar
RR
k0
2 jr j
R R 2 dxdy =
u 2
= a62
u dxdy a2
6
$ = ¤± 2
k0 = 2:405
2
a
::: 5a:78
2
H = ; ddx2 + x2 = E
2
;1 < x < 1
#°ÿ±
r : =>@ < -C = (1 + x2 ) exp(;x2 )
E0 h h H i= 5
4 ; 8 + 43
64
2
i 1 + 2 + 163 2
=>@0 # Ø) !M T° , {
(
E0 1:034 ( = ¤± E = 1 u0 exp(; x2 ))
2
58
+,é-./ Ritz ¶Ð0
Z 1
max (y0 )2 ; y00 ; 2xy dx y(0) = y(1) = 0
0
réK MN ®=>@¥¦
@) >T Ð
7 x3 ; 8 x2 + 71 x
y = 41 369 369
*¯@ X Elar-Lagrange )2Ð
y = sin x ;x
sin1
# Y < Z 10;4
59
0s¯ \ # 2 6 :
Z Z
J = L(' ' ')dtdx = 0
t x
R
./ Taylor îï
Z Z
J (' + h) ; J (') = 5L(h h h)dtdx + 0(khk2)
t xj
Z Z R
= (L h + L h + L h)dtdx + 0(khk2)
't t 'j xj '
R
Z Z
J ' h] = @ L ; @ L + L ghdtdx
f; @t
R
@x 't
j
'j '
í ` 2 h @jn
@ L + @ L ;L =0
@t @x 't
j
'j '
L a Abc 2Á H
@ L ; @ L + @2 L + @2 L
L ; @t + @ @@ L
2
; = 0
'
@x '2
't
@t@x j
'j
t
'tt
j
'tj
xj xk
'jk
60