Lecture 11

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;

 . . . . . . . . . . . . . . . . . . . ........................ 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 :

1. uvwxy (Brachistochrone problem):


'*@z{D:\|}~  (Brachistochrone problem) Da:€ John Bernoulli
‚@ƒ„ M0  M1 †‡Kˆ‰@Š‹D M0 Œ M1 DAbŽ‹ M0 ‘ M1 Dc
_f@’“”DE•–—˜ ™š

c›‡ˆ‰œžŸ cžA›‡¡¢K~‰@£‹ M0(0 0) D M1 (x1  y1 ) ¤„


A¥¦§@¨©ªAU«¬c¨©‰­D®¯€_f+,ML°\¨©§ ”±D²
a¥¨©³´Dµ¶gU«c•–Ÿ·¸§ ‘”­ .
¹ºF„»¼~

y = y(x) y(0) = 0 y(x1 ) = y1 0 x x1


€M€ «½U« ” y ¾(¿ , E}À v = 2gy. ÁÂà v = ds
p
dt Ä
2
p
1p+ (y )2
dt = dsv = pds 2gy dx
0

2gy =

Å»Æǁȟ·
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
hŸD» ËÌÍÇÎÏÐÑÒÓÔ@)<ՃÖ×ØÙÚÛÜØ Jacob Bernoulli Ø
L'Hospital Ø    p»G¿D'<ÝÞßVWàAáâ@)<'ãpäå Bernoulli æ
çDÖ×螟é@Eêëì,áâ@íîïð͕}”ñ¼~ Dò‘ÍNOØN
óPQ Eular(1707-1783) D Lagrange(1736-1813) D Weierstrass(1815-1897) D Ostrogradskii(1801-
1862) ëµVWôÆÉ@&4p Eular àõÓª'<@ Ê .' (Euler-
Lagrange  ) p

2. ö÷øùúûüýþ (resolution of minimal surface):

cKˆ‰ÿ%A‡~ c»‡~ž;@Š‹D,A¼~»£‹ÁAÿ%‡
~ SD ²»¼~g « ˆI •/ ? €« ˆI½
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¯‰ˆz¼ˆ (
 ) Dcaz@¼ˆ<D² ˆI •/@¼ˆ ™ ?

„»¼ˆ´ z = u(x y). Å»€¼ˆI'½


ZZ
A= (1 + u2x + u2y )1=2 dxdy


€ 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"ˆI •# ? $A%&F„¼~ '(
)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./‰>Šb0˜ :
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)

aF@GoH@:IJ \ j( "(functional) @KLpj(@MLNOÓg,cPé


)<@'CQ'RpÁcU&<•_o@S,X:f< , TEc Feynman I'<Y
Z\<U@-`p'*oïð@|5 DVWW:Ab()cA‹@|5Á
XDY:o²c=Zaÿ%Š‹@>—˜<8 |5p¹º•R•\\@()ML
:Ab()c]b‹@5pòh¹º^_'*@Ñ`ŸDabab½cV¶d]
¹º@ÈoDef'*g:.I'@! (corollary) ÁXh
¹ºoi&@: \ ()@() " j j( (functional) ()•#@kl:Pc
@) (argument) :()Ám‹D  f(x) pj(@MLF€nà()SHzD 
f (x) = x2 D g(x) = e x Df
;

y  g(f (x)) = e ;f (x) =e ; x2

abo@() g W x >pDÁ):() f (x) >ppaX:j( (functional) (


) (function) •#@kqD=>¹ºr,<stS uj(D y = gf ] DG()>
vqp¹ºFGwxb D8 f (x) = x2 :
Z 1 Z 1
y = gf (x)]  f (x)dx = x2 dx
0 0

»Ÿ y @5 f c 0,1] Ébv·@5r>pab&ŽD>Ÿmj myz@ (unlocal) p


Áž@() f DX{>ž@5D 
Z 1 pxdx
y = gf (x)] =
0

|¹º%}
Z w
y = gf (x) w] = f (x)dx
0

f y W: f (x) DÁ)m: w @()p


6
j(./‰F~€à‚)@()D8 N bԃ x1 x2      xN D85 u1 =
f (x1 )     uN = f (xN ) D¹ºF8A:<>„b)() gN (u1     uN ) S kj(
Z 1
gf (x)],  gf (x)] = x2dx D»Ÿ() f (x) = x2  x 2 0 1] †‡ªv· 0,1] 'ˆà
0
N ‰ :
x0 = 0 x1 = x     xk = kx   
Á f (x) = x2 ca‹5
x20  x21    
Å» ( ì, Riemann ML )
N
X ;1 Z 1
gN (x0  x1      xN 1) =
; x x  gx ] =
2
k
2 x2 dx
k=0 0

mX:h N ! 1 ŸD gN  gx2] klXŠSŠ/p

‹ŒŽ ( functional derivatives )

¹ºFG.I'@%}
‘’ : j( ( functional ) F '] .'
F '] = lim 1 fF '(x) + h(x ; )] ; F '(x)]g
'() h 0 h !

»ij(.' ( functional derivative ) F ']='() :  @()p


“y : ²j( Z
(1) F '(x)] = g(x)'(x)dx
Z
(2) F '(x)] = '(x) = '( )(x ; )d
j(.'
7
” : (1) ‡€%}
F '(x)] = lim 1 fZ g(x)'(x) + h(x ; )]dx ; F '(x)]g
'() h 0 h Z !

= hlim0 h1 g(x)h(x ; )dx = g()


!

(2) ž&F
F '] = lim 1 f'(x) + h(x ; ) ; '(x)g = (x ; )
'() h 0 h !

• : | ~x : n  ·@– , fˆ@%}—bà˜ , ™AoHš@: , »Ÿ  ()o


›.ïœ
F '(~x)] = lim 1 fF '(x~ + ~h(~x ; x~ ))] ; F '(~x)]g
~ h 0h
0 0

'(x )
0 !

E< (~x ; x~ ) = j (xj ; xj )


0 0

,  () , ¹º—F%}j(.' . a~€ : c() '(x) @žk8A:<=Ÿ@


() h |./@ 1 ( perturbation ) , fj(.'F»%}
F = lim F '() +R h(x  )] ; F '()]
'(x) h 0 ! h (x  )d

“y : ²j( F j(.'
Z 1

F g(x) y ] = K (x y)g(x)dx


0

” : ¹ºª'qG£ž@%}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
!

= hlim0 h1 K (x y)h(x ; )dx = K ( y)


1

!
0
Äj(.' F=g() = K ( y) ¯:   y @()
8
(2)
Z 1
Z 1

F = F g(x)+ (x)] ; F g(x)] = K (x y)g(x)+ (x)]dx ; F g(x)] = K (x y ) (x)dx


0 0

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¦~€AIŽ‘ÂAIŽD € ¦‘¢ŸDW¦} v1 oÊ ( Œ‘
v2) DÁ)¦~@–moÊD¿S€ W. Snell *§)<Õ¨©ªVPD¦~
@:a«@A¬—~D¯g v1 ­G v2 ® sin 1 ­G sin 2 pÁ¯¿°± (Fermat)
²šÍDa¬—~m:ÈŸ·•³@—~D´µ¹º=j °±\&p
¶·¸¹ (Fermat principle): ¦~A‹LºÂA‹»¼—˜D½
ÈŸ·•–¾p

¿À‘Á :
€°Â\&‡Ã4Ý:ÄÅ%Æ : „¦~ P (a b) ‹ÇZÈAI¾cÉÊ
ˆ‰@A‹ X = (x 0) Å_È£IŽD‘Ë Q(c d) ‹D³à_Å- 1 DÄÅ- 2 D
ÁcIŽ<}À'q v1  v2 Df¦~ P ÇZ X º Q ÈŸ·
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

GÍoÎÏAIŽTÐ @ÄÅÑDXFG½Ò™ŠbIŽJTÄÅÑD
ÂÃFGÓÎ@:g¹º±Î¢<@¦}D{VPŒ ¦ÔDÁŠ¾ŒÕŸ:
ÄÅÑDa:=Ö×@AØÙDÅ ÄÅÑFǀ-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} ~€M‚OPƒ}„\S\] †‡ ˆ‰Š P‹ŒŽ4 \ n
_ ‘o ’5“”8• –— ˜’ ™‡š ›t< œžŸn_ {
˜’¡S@ ¢£o ¤¥ mE "
Maupertuis ˆžlmn_oOP2¦ TU7§¨Ÿ\S S z
2ž}OP t§©ª{dS«¬ ­®¯ž°OPZ± ™‡š ²“³
Ž®¯ @´µ ¶}·¸S¹ºE
» Maupertuis 34 Euler ¼©ª«½¾¿ÀhrÁÂ\Sn§Ãœ ÄÅ ™
@´;ÁÆǒÈÉÊË+̸SyÍt \ QRSy " ÎÏ}¿Tt/ÐS x
ZÑÑ QRSy / ¾}ÒÓÔÕ ¡SÖE× lmn_oOP M
ØxPS(cÙÚÔÛ ÜÝ ÞßcËàáâãäfE

åæc}‘çˆ A èéê™;ëìƒí}è B( îïðñòó ) ž·‘ç}ô


 +,õˆOö A÷ A @øƒ B Ží}Dùi!"úûž‘çní}Ÿë
ìïüý5þ Ž®u}+,õ<ˆ A ç7ÿ B ç lmn_oOP;!" :
11
ï-‘ç}·A÷@ ì¥ã ç A¥ , ‡4 Œëì
, ¾+,n—À . 7 ¡ , }.>?@ >8•—À œ . 
3 ^ZT F = ma pq Žt : }·ëìx‘{
˜ x Bì¥rBA¥ t}m !"^ ™;ö=
º æ x t‘ç3 {ì¥ A¥À 12 m(x_ )2  mgx +—Àt
Z t 12 
S= 2 m(x_ ) ; mgx dt
2
t1

-3 t S Õڐ3tn_o (action) åæˆ t1 ƒ t2 c!8• !" ¡S!


"<#t$%2&°8• n_olm œ'z( +­Z Ñ) ï*—À
(+m !"Ž, t+ ¾- \ .¡ " ŽÙ \ ç " Ž, /·!">?
@ ¿Àh !"Eˆž·0Ž ¿Àh<t4ö 1.À23¡SÀ4n§5
86n tžS!c}78 t§9:¿Àh !"Ž<< E

Hamilton OP3=>?‡ 

m ddt2r ; f = 0
2
(2:2)

@YA5c38% r + r {( r BC

rt1 = rt2 = 0
 (2:3)

(2.1) qr r Dõ—Ž4—À
Z t  d2r
2

m dt2  r ; f  r dt = 0 (2:4)
t1

E_À7—À¶}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
}„Ž!"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

Hamilton KL (Hamilton principle): }·ëì\];+, t1 ƒ+, t2


{Uëì8• —À ( n_o )
Zt 2
S= L(x x_ t)dt L=T ;V (2:10)
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
‡Ž    
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^Vœ+clm <<{œ°Gt

S = 0 =) d  @L  ; @L = 0
dt @ x_ @x
ž< 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

3 (extreme). V®\V  BC Euler{Lagrange DW


d  @L  ; @L = 0 (2:11)
dt @ x_ @x

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

]^ : ûE_ Euler{Lagrange DW_º\ç,3l`:%ta%


p
b : !"Sc0 L = 1 + x_ 2 t Lagrangian +
@L = 0 @L = p x_
@x @ x_ 1 + (x_ )2
 Euler{Lagrange DWt
@L ; d ( @L ) = 0 =) d ( p x_ ) = 0
@x dt @ x_ dt 1 + (x_ )2
=) p1 +x_ (x_ )2 = c

x_ = c1 =) x = c1t + c2 ( a% )

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

gé4 < :%3:h (curvature)


rr ; 2r2 ; r2 = 0 (2:13)
(r2 + r2 ) 32
:h3 i?‡ a% !
15
]^jû+ÑAó@3`:%
bjc0klt
ds = (d2 + sin2 d'2 ) 12
- ' mt  3.¡ (' = '()) ; Euler-Lagrange DWH
d q ' sin2  = 0 ) q ' sin2  = c
d 1 + '2 sin2  1 + '2 sin2 

) ' = p c2sec 2 2
2

1 ; c ; c cot 
—Àn
' = ; sin;1(k cot )
ta0eft

k cot  = sin( ; ) =) kz = x sin ; y cos (2:14)

ž·DWqÌ}ÕZOç Bù rÑAóop }q Žž< r%


(geodesic)

]^ : ,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 ) t¾3t>
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

E_ gmk gkj = mj @q#ut


X
xm + pmij x_ i x_ j = 0
ij

pmij = 21 gmk ( @g kj + @gki ; @gij )


@xi @xj @xk
ž }·r%DWq (Riemann ot gij ) E

]^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

åæ‘ç A 3zt 0 ;¥oK{H


Zx s
p
v = 2gy ) t =
0 1 + (y0 )2 dx = Z x0 Ldx
0 2gy 0

 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)

ž }%~€% (Cycloid) 3‚¡q : ƒ„@}ç †2ö :%

]^jû+‡Bù@nýç (x1  y1 ) (x2  y2 ) 3€ˆ ( ¾ x ‰ ) lmù—


bj;€ˆ3ù—H
Zx 2 p
S= 2 y 1 + (y0 )2 dx (t ! x)
x1
p
+ L(q q_) = L(y y0 ) = 2 y 1 + (y0 )2 5^ Euler-Lagrange DWt

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 Š‹% (Catenary) (2:16)

]^j (lm:ù (minimal surface)) û+}ôŒ:%5Ž3lmù—3:ù


bjæ:ùDWq3 z = z(x y ) {:ù—À (surface integral) t
ZZ q
1 + zx2 + zy2 dxdy
R

+ Euler-Lagrange DWt

@ q zx @ q zy
  
@x 1 + zx2 + zy2 + @y 1 + zx2 + zy2 = 0

gé4< Œ lm:ùDWq (minimal surface equation)

zxx(1 + zy2 ) ; 2zxzy zxy + zyy (1 + zx2 ) = 0 (2:17)

ž·*ÀDW ; Lagrange 5¦@ × lm:ù!"^YA' ‘p :


ZZ
S1(u) = (u2x + uy2 )dxdy
R
19
ž }· Dirichlet —À , + Lagrangian t L = ux2 + u2y  Euler-Lagrange DWt
@ (u ) + @ (u ) = u + u = u = 0
@x x @y y xx yy

u t}’’.¡ ,(}Œ:%@“”}•ù—lm !"#t}ô


–—3˜š °G3C +}’’.¡ u = u(x y) !" .

Euler-Lagrange ™š›œžŸ
l Euler-Lagrange DW ;ÁÂ\SŽö YA}ëìDWq{ì¥t T =
1 m(x_ 2 + y_ 2 + z_2 ) Ž 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

L = T ; V = 12 m(x_ 2 + y_ 2 + z_2 ) ; V (2:19)

Žn_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 :

mx = Fx  my = Fy  mz = Fz


20
 Hamilton OPT¢3£¤

¥¦§¨
ÁÂ\S£©@;wx Ý s­Ùlwª pq {(l 
l  ^«aef (Cartesian Coordinates) öþ s!@- îë
ì ^«aefö Ý ­‡Ù®?3pq ¯{c!\S!" \­Ù^º­p
q2@ cœV°± ef\] ïef óef q²ef ...... 3 !"
-3ՐtRef (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 ; ·¸¢‚¡öR‘ç A÷ |

r i = (xi  yi  zi ) i = 1 2     s (2:22)

{(eft

xi = xi (q1  q2     qs ) yi = yi (q1  q2      qs) zi = zi (q1  q2     qs)

;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

gkli mt Riemann o (Riemann metric) \]3ì¥t


X
n m;
i 
T= x
_ 2
i + y
_ 2
i + z
_i
2
i=1 2
Xn m  ds 2 1 X s (2:26)
= i i =2 aklq_k q_l (akl = alk )
i=1 2 dt kl=1

T ¾R q_k Ž†‡ ýM (quadratic form) a*À3q

X
s @T
2T = @ q
_ q_
=1 

ïRRìot
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) ¾a0efŽ ìo
(momentum) t
px = mx_ py = my_ pz = mz_
ž·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
žU Rìo (generalized momentum) 3R¹ ƒ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 3R\ (generalized force) {QR¹Rmt\ (Xk  Yk  Zk )
qi D!3ðº (projection) E_Ref-¶ýëì

miri = fi () mi (xi  yi  zi ) = (Xi  Yi Zi )

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 DW¶}·Ãè; Hamilton OPö6


Zt 2
S =  L(x x_ ) dt L=T ;V
t1
;OPħ€W23 /; {pqo?uÅ (compact) ÆÇ<
È3ÉcE € ¯{ïÊSË? Lagrangian !";OP€W2ÁÂ
ÌÍSP‹ ΃€ƒoÏ\SE
Euler-Lagrange DW¶ý·Ãè< -ÁÂ\S !"ñ^Ref (generalized
coordinates) öÿ <^}Ð\S ÆÇ}œ«aef ÑÒ=
E_ Euler-Lagrange DW ¾!"^/UÓ ÍÔ ¾ÕCÖ ^l£Ë efö
Ý!"E
]^j}‘çÃ\¡ g :% y = ax4 Žëìû+{ëìDWq
25
bjæ‘ç3‘ot m {ì¥rA¥À
T = m2 (x_ 2 + y_ 2 ) = m2 (1 + 16a2x6 )x_ 2
V = mgy = mgax4
{ Lagrangian t

L = T ; V = m2 (1 + 16a2x6 )x_ 2 ; mgax4

Ž Euler-Lagrange DWt
 
d @L ; @L = d hm(1 + 16a2 x6 )x_ i + 4mgax3 = 0
dt @ x_ @x dt
QëìDWqt
mx + 4mgax3 = 0

]^ : ,H}ëì\]{A¥±rRefc× V = V (q1  q2      qs ) û+{ Euler-


Lagrange DW

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

T = 21 m(l_)2  V = mgl(1 ; cos )

û+{ Euler-Lagrange DW ( ëìDWq )


bj+3 Lagrangian t

L = T ; V = 12 m(l_)2 ; mgl(1 ; cos )

 Euler-Lagrange DWt
d @L ; @L = d ml2_ + mgl sin  = 0
dt @ _ @ dt
ƒ
 + gl sin  = 0

]^jû+×Ñ}ëì3 Euler-Lagrange DW ( ëìDWq )


bj;üpH{ef3×Øt

x1 = l1 sin 1  y1 = ;l1 cos 1

x2 = l1 sin 1 + l2 sin 2  y2 = ;l1 cos 1 ; l2 cos 2


x7 ì¥rA¥t

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
ƒ
(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

E_¿Àh Ùچ‡^ۋ/R Lagrangian L = L(qi  q_i  qi  t) +n


_ot Z b
S= L(qi  q_i  qi  t)dt (2:37)
a
{¿À
n  @L
Z bX @L @L 
S = @qi qi + @ q_i q_i + @ qi qi dt
a i=1
À7—À
Z bXn @L d @L d2 @L q dt
S = ; + dt i
a i=1 @qi dt @ q_i 2 @ q
i
5^ Euler-Lagrange DWt
d2 @L ; d @L + @L = 0 i = 1 2     n (2:38)
dt2 @ qi dt @ q_i @qi
ï k Ü*À Euler-Lagrange DWt
k
(;1)k dtd k @L d @L + @L = 0
+    + (;1)1 dt @ q_i @qi i = 1 2     n (2:39)
@ ddtq
k
k
i

(;1)k þÀ7—À 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

]^ : V  t\·¸¢ ¿¡Ž Lagrangian t

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

L = _ _  ; c2r  r  ; 20c2  (2:42)

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

XYj,H}\]{ LagrangianL r+, t Þ×


@L q_ ; L
E = @q (2:45)
i
i

t}Ú¡ž·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

ßjÕÚ Jacobian —À E ˜¥o Lagrangian À9t

30
L = L2 + L1 + L0 ( ýM ) + ( }M ) + ( iM ) (2:46)

HIJàáâ:
]^jû+™;ãÏ3n_o
bj¾™;ãώ{ 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

]^j,H}‘çëì{ Lagrangian t L(x x_ ) = m2 x_ 2 ; m2 w2 x2 û+{n_o

bj Euler-Lagrange DW ( ëìDWq ) t
d @L ; @L = 0 =) x + w2x = 0
dt @ x_ @x
ž }·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
ŽÚ*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

x(t) = w1 x_ (t1 ) sinw(t ; t1)] + x(t1 ) cosw(t ; t1)]

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
ž }·ÙæMýÜÚ*ÀDW{Õ9ä; Green .¡Ž

m dtd 2 + mw2 G(t  ) = (t ;  )


2

{ Green .¡t 8 sinw(t ;  )] t > 


1 <
G(t  ) = mw : 0 t<
QÙæMýÜÚ*ÀDW{Õ9t
x(t) = xh (t) + xp (t) = ( æM9 ) +( '9 )
1 Zt
= a cos wt + b sin wt + mw sin w(t ;  )F ( )d
0

tŒuç| x(t1 ) = x1  x(t2 ) = x2


1 Zt
x(t) = x1 cosw(t ; t1)] + A sinw(t ; t1)] + mw sin w(t ;  )F ( )d
t1

 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;À7—À
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 ¿¡¿

yi = 'i (x1      xn ) i = 1 2 : : :  m (3:1)

;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
Ž 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 .¡

dz = (dz1      dzl)t = @@((yz1yz2yzl )) dy


1 2 m


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 )
qmt‡ü (chain rule ) !opq3€E? m = n = l ® z1 = x1      zn = xn
@qTt

I = @@((xy1      yxn)) @@((xy1      yxn )) (3:8)


1 n 1 n

@ (y1      ym ) = @ (x1      xn) ;1
@ (x1      xn) @ (y1      yn)
ƒ¿ Jacobian Dú3 O¿ Jacobian Dú3ùúE
t§Zr Jacobian ùúoý !"R (m = n)

D(y1      yn)  det  @ (y1      yn )  =  @ (y1      yn ) 


 
D(x1      xn) @ (x1      xn )  @ (x1      xn )  (3:9)

þ Jacobian Dú @@((xy1      xyn )) ›þq ~ߐt Jacobian ;›þq3ÿ‘H


1 n
 
D(x1      xn ) = D(y1      yn ) ;1
D(y1      yn ) D(x1      xn ) (3:10)

Riemann J (Riemann metric)


× Riemann o ( Riemann metric ) gij 3;ö;c03 ; ½ö6

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

= gij dyi dyj


ij
{(
X @xk @xk
@r  @r
gij = = r  (x1  x2      xn ) (3:12)
t

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

Riemann o3  ùút


 X @yi @y  ;
gij = gij ];1 = (J t);1 J ;1];1 = JJ t = j = ry  ry  (3:14)
@xk @xk i j ij
k
Ž›þq !"-3 t

g = detgij ] = det(J t);1 J ;1] = (det J );2 (3:15)

ÑA  —cCþ3×Øq
 @ (x      x ) 
dx1    dxn =  @ (y1      y n)  dy1    yn = pgdy1    dyn (3:16)
1 n

]^ (  ): ûۋBùef3 Riemann o

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 )

]^ (  ûۋq²ef3 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

]^ (  ûۋóùef3 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 ™šà 
!"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
ƒ Euler-Lagrange DW  ;ef¿{pq†‡µªZ¿ œ7±ef\
DWq  yœ2± Lagrangian ƒ ¾™;ãώ{ Lagrangian t L = m2 v2
s;3RH
 ds 2
= ((ds )
2
v = dt
2
dt)2
¾ Zuef\]  yœ  c0BD qÏ 2öƒ7™;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) ŽãÏ3‘ot m ¾ ›¬ëì !"™‡
Ž‡~  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


!! : Laplace  u = 0  Dirichlet "


Z Z
J (u) =    F (x1      x  u u 1      u )dx1    dx
n x xn n (3:25)

# Euler-Lagrange $%

F (x1      x  u u 1      u ) = u2 1 + u2 2 +    + u2
n x xn x x xn (3:26)

&' : J (u) # Euler-Lagrange 


   
F ;rF @ @ @F @F
= 0 ; @x      @x  @u      @u
u uxi
1 n 1 x xn

= ;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

&' : Dirichlet "


Z Z
J (u) =    F (x1      x  u u 1      u )dx1    dx
n x xn n

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

 7 Laplace 89:<< Jacobian (


u = p1g @y@ (g pg @y
X @u ) ij

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 ()*

+, ( PQR ): *5OS Laplacian TUVWX

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 )

YZ : K\\] (chain rule) ^


@u = @V @r + @V @
@x @r @x @ @x
@u = @V @r + @V @
@y @r @y @ @y
_
x2 + y2 = r2
`a x y )
@r = x = cos  @r = y = sin 
@x r @y r
44
K x = r cos  y = r sin  `a y x )
@r cos  ; r sin @ = sin  cos  ; r sin  @
0 = @y @y @y
0 = @x@r sin  + r cos @ = cos  sin  + r cos  @
@x @x

@ = cos   @ = ; sin 
@y r @x r
bcd5e , =>f#Wgh
2 @u 3 2 @u
@u 3 2 @u 3 2 32 3
cos  ; sin  @u
6 @x 7 = 6 @x
@x @r 5 = 4
7 6 7 6 r 5 4 @r 75
7 6
4 @u 5 4 @u
@u 5 4 @u cos  @u
@y @y @y @ sin  r @
Hi#j @kK Jacobian ghFb
 
@ (r ) = @ (x y) ;1 = cos  sin  ;1
@ (x y) @ (r ) ;r sin  r cos  2 3
sin 
= 1r rr cos  ; sin  = 64 cos  ; r 75
sin  cos  sin  cosr 
l./\\]@)
@ 2 u = cos2  @ 2 V + 2 cos  sin  @ 2V ; 2 sin  cos  @ 2 V
@x2 @r2 r2 @ r @r@
+ sinr  @V sin  @ V
2 2 2

@r + r2 @2
@ u = sin2  @ V ; 2 sin  cos  @ 2 V + 2 sin  cos  @ 2V
2 2

@y2 @r2 r2 @ r @r@


+ cosr  @V cos  @ V
2 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

+, ( vwQR ): *5xS Laplacian yqUV (x y z) ! (r  ') WX


u=u +u +u xx yy zz
    (3:30)
= r2 @r r @r + r2 sin  @ sin  @ + 2 1 2 @@'V2
1 @ 2 @V 1 @ @V 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 )

z : G g12 = g13 = g23 = 0 s{|01 (Orthogonal transformation)  Riemann }~


(Riemann metric)  2 3
1 0 0
6
6 g11 7
7
; 6 1 0 777
g ] = g ] = 66 0 g
ij 1
ij (3:31)
22
4 5
0 0 g1
33
s Laplacian   r   r   r 
1
u = pg g g @y @y@ @u g 22 g33 @ @u g 33 g11 @ @u g 11 g22
11 22 33 1 1 g11 + @y2 @y2 g22 + @y3 @y3 g33

46
€4 Lagrange ‚ƒ„ †‡ :
ˆ‰Š‹ (isoperimetric problem) ŒŽT‘2 ’Š‹-“”^u
}#•–—q"˜™kš2›@œžŸ ¡¢£?¤ ˜¥¦

x = x(t) y = y(t) t1  t  t2 (4:1)

;K Green §¨^$•#q"


Z 2  Z 2 x y   
1
A= 2 dy dx 1
x dt ; y dt dt = 2  dx dy  dt
t t

(4:2)
1t 1 dt dt t

tu s
2  2
Z
L= dx t2

+ dy dt (4:3)
1 dt
t dt
;Š‹©ª«¬­® (4.3) #¯-“ A #T°±˜²¨³Š‹2´µ¶·
 Lagrange ¸¹ (Lagrange multiplier)

Lagrange multiplier º
µ) f (x y ) »¼T±2½·¾¿ÀÁ ˆÂÃ

f (x y ) = f (x y ) = 0
x y

_GÄsµ“½Åƪ 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

(4.5) #Ð Lagrange ¸¹ ™ÔÕÖ× #±Ø)ÐÅÄsƪ g(x y) = c H


˜j #ÙÏpB : ÚÛ f (x y ) #ˆÜ ÝX¥¦Þ™«¬­® g(x y ) = c
¯ f #T—± \ ßà " A ½ ™«¬Ðá⪠g(x y) = c f #ˆÜ<
ã2ä· (4) #ÙÏpB

ĨG™åæH#«¬­®ç“ f (x1  x2   ) #T±Íè­®

g (x1  x2    ) = 
i i = 1 2    (4:7)

<Ì“
F = f + 1g1 + 2g2 +    (4:8)
48
#T±˜
+,é-“ y = y(x) \ê (0 0) (1 0) ë½ x ì•#q"–—˜
r銋ˆÂ“"#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

 ¹ðñ=>Ÿ ( Gòª ) ó (curvatue)  1 #áâ2


Lô˜Ìâõê"
p
y0 = x ; c1
1 + (y0 )2
Ð) y0 #Nl"
(x ; c1)2 + (y ; c2)2 = 2
(4:9)
 ¹ðñ=>ö÷ #2Lôøáâ ( K#4ù )

1<L< 2

./ú x = x(t) y = y(t) Š‹©“"#T±


Z 2 Z 2p
1 t

max 2 (xy_ ; yx_ )dt x_ 2 + y_ 2dt = L


t

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 ) WXóˆÂ 1 #˜

G L #u} A $•#q" L A #È

50
A  L4
2

3ˆ ш‰3ˆ (isoperimetric inequality): þ™ÿ§u}2™ 2 ; I


q%•2q"–—˜
!!é ( Iq2ˆ‰3ˆ ) IqHþ™ÿ§u}2 ; %•#q
"–—˜1#G L  ;  C 2u} A  C •2q"

L2 ; 4 A 0 (4:10)

øˆ  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 ž/ 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  °ÂüˆÂ  >2  I  
p p 2 1
A r  2 (A + r2 )  12 Lr

íI·ˆ‰3ˆ
L2 ; 4 A 0
 ª¥¦ˆ   A r2 2ÙÏI   I  <ˆ
A = r2  L=2 r

;õ g g0 2  op2; C ª™2  ™<Ä#  };ˆ


Z
(xy 0 ; x0 y)ds
L

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 ˜

ˆ‰3ˆ ?@./ Fourier  #¨nF*5=>  *5 Wirtinge  ¨


!!é (Wirtinge Lemma) f (t)    2 #\  C øþ™\  2Á
f 0 (t) G
Z 2
f (t)dt = 0
0


Z 2 Z 2
jf 0 (t)j2 dt jf (t)j2 dt (4:11)
0 0

øˆ  #­®
f (t) = a cos t + b sin t (4:12)

&' : f f (t) îï  Fourier  


1
a0 + X
f (t) 2 =1(a cos nt + b sin nt)
n n

; f 0 (t) \  2$ Fourier  @  


1
X
f 0 (t) (nb cos nt ; na sin nt)
n n

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 ˆÂÃÔÕ
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  ±ˆÂà )   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

! "  " O"áâ—ˆÂÃ;


A

·ˆ‰3ˆ Gˆ  ÔÕ

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

K Lagrange ¸¹^ %& Lagrangian 


L~ = 2hm (2 + 2 + 2 ) + V 2 + 2
2
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™±Š‹ V Ü $ ˜;0¶ðñ=
> Schrodinger 2ÿ™±Š‹ˆ ( ˆ‰Š‹˜
55
€5 Euler-Lagrage )* ƒ Sturm-Liouville †‡ :
Sturm-Liouville  +, Hÿ™±Š‹ (eigenvalue problem) 0¶ (calcu-
lus of variation) Š‹™T - ã#È ./ ¯ Sturm - Liouville Š‹
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

2 Euler-Lagrange _ 2 3 3– 4 ;  3 3^ 5 ˜=>@


1  ˶{ª­®
Z b

J u(x)] = u2dx =  (5:3)


a

#¯“
Z
p(u0)2 + qu2]dx
b

I u(x)] = (5:4)
a

#T°±s  Lagrange ¸¹ (Langrage multiplier) 6 ˜


R  
b
p(u0 )2 + qu2 dx
= a
R (5:5)
u2dx
b
a

; 7 ˶ 8 <Ì“ 1 C

K u(x)] = JI uu((xx)])] (5:6)

#T°± , 8± (ratio) Ñ# Rayleigh 9 (Rayleigh quotient) ˜


#0
 = JI J;2 IJ = J1 (I ; J ) (5:7)

$%
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

;  = 0 <ÌÂ Sturm-Liouville  ( { Euler-Lagrange  )


d p(x) du ; q(x)u(x) + (x)u(x) = 0
dx dx (5:9)
pu0 ] = = pu0 ] = = 0
x a x b

+, : - :< 
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

 = ¤± = 2 <Ìê > ™ ?@ @lÚÛC


u = x(1 ; x)(1 + c1x + ::::)

0 #  c Ø) Rayleigh 9 ™T°± A= ¤2 :< ˜


i

+, : - :<  2BC 2 D# , $až2 

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

z : ./0¶ :< –°ÿ™± , $´µ EF ªÂ GHI Ì2 < -C (test function),


 J4 2 < -C ÔÕþ K x­® :
L ¾¿ MN ­®
O b P F Q 2ÿ™C RS @ $ ™Ù< T
U µØ) K u(x)] # <V ~ ;
+, : - :<WD ¹2 Schrodinger  , $až2 

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° , {

232 + 56 ; 48 = 0 )  = 0:6718

(
E0  1:034 ( = ¤± E = 1 u0 exp(; x2 ))
2

58
+,é-./ Ritz ¶Ð0Š‹
Z 1 
max (y0 )2 ; y00 ; 2xy dx  y(0) = y(1) = 0
0

réK MN ­®=>@¥¦

'1(x) = x(1 ; x) '2(x) = x2 (1 ; x)

@) >T Ð
7 x3 ; 8 x2 + 71 x
y = 41 369 369
š*¯@ X  Elar-Lagrange )2Ð

y = sin x ;x
sin1
# Y < Z ™ 10;4 ˜

59
0™s¯ \ # 2 6 :
Z Z
J =  L('  '  ')dtdx = 0
t x
R

;µ89—°{ :< ; \ µ ]^ (norm) 2DE :


khk = max jhj + max jh j + max jh j t xi

./ 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

$% ' WX @' KL" _ ./ h ª @R  0 @)


j @xj

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

$%™ d < ' ;L"2 e (˜


=>fÙ f 2 g $ Lagrangian W \ ¯ :
(1) ' ; 2 r2' +  2' = 0
tt L = 21 '2 ; 12 2 '2 ; 12  2'2 t xi

(2) ' ; 2 r2' =  2 r2'


tt L = 21 '2 ; 12 2'2 + 21  2'2
tt t xi txi

(3) ' +  2'


tt = 0 L = 21 '2 ; 12  2'2
xxxx t xx

(4) ' + ' + ' = 0 L = 21   + 12 2 ; 12 2


t x xxx t x x xx (' =  )
x

60

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