Mechanics Lagrangian and Hamilitonian

Lecture notes
An introduction to Lagrangian and Hamiltonian mechanics

Simon J.A. Malham
Simon J.A. Malham (6th March 2014)

Maxwell Institute for Mathematical Sciences
and School of Mathematical and Computer Sciences
Heriot-Watt University, Edinburgh EH14 4AS, UK
Tel.: +44-131-4513200
Fax: +44-131-4513249
E-mail: S.J.Malham@hw.ac.uk
Simon J.A. Malham
1 Introduction
Newtonian mechanics took the Apollo astronauts to the moon. It also took the voyager spacecraft to the far reaches of the solar system. However Newtonian mechanics
is a consequence of a more general scheme. One that brought us quantum mechanics,
and thus the digital age. Indeed it has pointed us beyond that as well. The scheme is
Lagrangian and Hamiltonian mechanics. Its original prescription rested on two principles. First that we should try to express the state of the mechanical system using
the minimum representation possible and which reflects the fact that the physics of
the problem is coordinate-invariant. Second, a mechanical system tries to optimize its
action from one split second to the next; often this corresponds to optimizing its total energy as it evolves from one state to the next. These notes are intended as an
elementary introduction into these ideas and the basic prescription of Lagrangian and
Hamiltonian mechanics. A pre-requisite is the thorough understanding of the calculus
of variations, which is where we begin.
2 Calculus of variations
Many physical problems involve the minimization (or maximization) of a quantity that
is expressed as an integral.
2.1 Example (Euclidean geodesic)

Consider the path that gives the shortest distance between two points in the plane, say
(x1 , y1 ) and (x2 , y2 ). Suppose that the general curve joining these two points is given
by y = y(x). Then our goal is to find the function y(x) that minimizes the arclength:
(x2 ,y2 )
J(y) =
=
ds
(x1 ,y1 )
Z x2 p
1 + (yx )2 dx.
x1
Here we have used that for a curve y = y(x), if we make a small increment in x,
say x, and the corresponding change in y is y, then by
p Pythagoras theorem the
corresponding change in length along the curve is s = + (x)2 + (y)2 . Hence we
see that
s
s
s =
x =
x
1+
y
x
2
x.
Note further that here, and hereafter, we use yx = yx (x) to denote the derivative of y,
i.e. yx (x) = y 0 (x) for each x for which the derivative is defined.
2.2 Example (Brachistochrome problem; John and James Bernoulli 1697)

Suppose a particle/bead is allowed to slide freely along a wire under gravity (force
F = gk where k is the unit upward vertical vector) from a point (x1 , y1 ) to the origin
Lagrangian and Hamiltonian mechanics
(x1, y1)
y=y(x)
(x2, y2)
Fig. 1 In the Euclidean geodesic problem, the goal is to find the path with minimum total
length between points (x1 , y1 ) and (x2 , y2 ).
(x1, y1)
v
y=y(x)
mgk
(0,0)
Fig. 2 In the Brachistochrome problem, a bead can slide freely under gravity along the wire.
The goal is to find the shape of the wire that minimizes the time of descent of the bead.
(0, 0). Find the curve y = y(x) that minimizes the time of descent:
(0,0)
J(y) =
(x1 ,y1 )
=
x1
p
p
1
ds
v
1 + (yx )2
2g(y1 y)
dx.
Here we have used that the total energy, which is the sum of the kinetic and potential
energies,
E = 12 mv 2 + mgy,
is constant. Assume the initial condition is v = 0 when y = y1 , i.e. the bead starts with
zero velocity at the top end of the wire. Since its total energy is constant, its energy at
any time t later, when its height is y and its velocity is v, is equal to its initial energy.
Hence we have
2
1
2 mv
+ mgy = 0 + mgy1
v=+
2g(y1 y).
3 EulerLagrange equation
We can see that the two examples above are special cases of a more general problem
scenario.
Simon J.A. Malham
3.1 Classical variational problem

Suppose the given function F (, , ) is twice continuously differentiable with respect to
all of its arguments. Among all functions/paths y = y(x), which are twice continuously
differentiable on the interval [a, b] with y(a) and y(b) specified, find the one which
extremizes the functional defined by
J(y) :=
F (x, y, yx ) dx.
a
Theorem 1 (EulerLagrange equations) The function u = u(x) that extremizes the

functional J necessarily satisfies the EulerLagrange equation
F
d
u
dx
F
ux

= 0,
on [a, b].
Proof Consider the family of functions on [a, b] given by
y(x; ) := u(x) + (x),
where the functions = (x) are twice continuously differentiable and satisfy (a) =
(b) = 0. Here is a small real parameter, and of course, the function u = u(x) is our
candidate extremizing function. We set (see for example Evans [7, Section 3.3])
() := J(u + ).
If the functional J has a local maximum or minimum at u, then u is a stationary
function for J, and for all we must have
0 (0) = 0.
To evaluate this condition for the functional given in integral form above, we need to
first determine 0 (). By direct calculation,
d
J(u + )
d
Z b
d
=
F (x, u + , ux + x ) dx
d a
0 () =
=
a
F (x, y(x; ), yx (x; )) dx

Z b
=
a
Z b
=
a
F y
F yx
+
y
yx

dx
F
F 0
(x) +
(x) dx.
y
yx
The integration by parts formula tells us that
F 0
F
(x) dx =
(x)
yx
yx
x=b
x=a
d
dx
F
(x) dx.
yx
Recall that (a) = (b) = 0, so the boundary term (first term on the right) vanishes
in this last formula, and we see that
0 () =
Z b
F
d
y
dx
F
yx

(x) dx.
If we now set = 0, the condition for u to be a critical point of J is
Z b
a
F
d
u
dx
F
ux

(x) dx = 0.
Now we note that the functions = (x) are arbitrary, using Lemma 1 below, we
can deduce that pointwise, i.e. for all x [a, b], necessarily u must satisfy the Euler
Lagrange equation shown.
u
t
3.2 Useful lemma

Lemma 1 (Useful lemma) If (x) is continuous in [a, b] and
(x) (x) dx = 0
a
for all continuously differentiable functions (x) which satisfy (a) = (b) = 0, then
(x) 0 in [a, b].
Proof Assume (z) > 0, say, at some point a < z < b. Then since is continuous, we
must have that (x) > 0 in some open neighbourhood of z, say in a < z < z < z < b.
The choice
(
(x) =
(x z)2 (z x)2 ,
for x [z, z],
0,
otherwise,
which is a continuously differentiable function, implies
Z
(x) (x) dx =
(x) (x z)2 (z x)2 dx > 0,
a contradiction.
u
t
3.3 Remarks
Some important theoretical and practical points to keep in mind are as follows.
1. The EulerLagrange equation is a necessary condition: if such a u = u(x) exists
that extremizes J, then u satisfies the EulerLagrange equation. Such a u is known
as a stationary function of the functional J.
2. The EulerLagrange equation above is an ordinary differential equation for u; this
will be clearer once we consider some examples presently.
Simon J.A. Malham
3. Note that the extremal solution u is independent of the coordinate system you
choose to represent it (see Arnold [3, Page 59]). For example, in the Euclidean
geodesic problem, we could have used polar coordinates (r, ), instead of Cartesian
coordinates (x, y), to express the total arclength J. Formulating the EulerLagrange
equations in these coordinates and then solving them will tell us that the extremizing solution is a straight line (only it will be expressed in polar coordinates).
4. Let Y denote a function space; in the context above Y was the space of twice
continuously differentiable functions on [a, b] which are fixed at x = a and x = b.
A functional is a real-valued map and here J : Y R.
5. We define the first variation J(u, ) of the functional J, at u in the direction ,
to be J(u, ) := 0 (0).
6. Is u a maximum, minimum or saddle point for J? The physical context should
hint towards what to expect. Higher order variations will give you the appropriate
mathematical determination.
7. The functional J has a local minimum at u iff there is an open neighbourhood
U Y of u such that J(y) J(u) for all y U . The functional J has a local
maximum at u when this inequality is reversed.
8. We will generalize all these notions to multidimensions and systems later.
3.4 Solution (Euclidean geodesic)

Recall, this variational problem concerns finding the shortest distance between the two
points (x1 , y1 ) and (x2 , y2 ) in the plane. This is equivalent to minimizing the total
arclength functional
Z
x2
1 + (yx )2 dx.
J(y) =
x1
Hence in this case, the integrand is F (x, y, yx ) = 1 + (yx )2 . From the general theory
outlined above, we know that the extremizing solution satisfies the EulerLagrange
equation

F
d F
= 0.
y
dx yx
We substitute the actual form for F we have in this case which gives
d
dx
yx
1 + (yx )2
d
dx
yxx
1 + (yx )2
1 + (yx )2
1 + (yx )2
23
21
=0
(yx )2 yxx
1 + (yx )2
23 = 0
(yx )2 yxx
1 + (yx )2
yxx
1 + (yx )2
=0
yx
21
1 + (yx )2 yxx

21
23 = 0
23 = 0
yxx = 0.
Hence y(x) = c1 + c2 x for some constants c1 and c2 . Using the initial and starting
point data we see that the solution is the straight line function (as we should expect)

y=
y2 y1
(x x1 ) + y1 .
x2 x1
Note that this calculation might have been a bit shorter if we had recognised that this
example corresponds to the third special case in the next section.
4 Alternative form and special cases
4.1 Alternative form
The EulerLagrange equations given by
F
d
y
dx
F
yx

=0
are equivalent to the following alternative formulation of the EulerLagrange equations
F
d
F
F yx
x
dx
yx

= 0.
4.2 Special cases

When the functional F does not explicitly depend on one or more variables, then the
EulerLagrange equations simplify considerably. We have the following three notable
cases:
1. If F = F (y, yx ) only, i.e. it does not explicitly depend on x, then the alternative
form for the EulerLagrange equation implies
F
d
F yx
dx
yx

=0
F yx
F
= c,
yx
for some arbitrary constant c.

2. If F = F (x, yx ) only, i.e. it does not explicitly depend on y, then the EulerLagrange
equation implies

d F
F
=0
= c,
dx yx
yx
3. If F = F (yx ) only, then the EulerLagrange equation implies
F
d
0=
y
dx
=
= yxx
F
yx
2F
2F
2F
+ yx
+ yxx
xyx
yyx
yx yx
2F
.
yx yx
Hence yxx = 0, i.e. y = y(x) is a linear function of x and has the form
y = c1 + c2 x,
for some constants c1 and c2 .
Simon J.A. Malham
4.3 Solution (Brachistochrome problem)

Recall, this variational problem concerns a particle/bead which can freely slide along
a wire under the force of gravity. The wire is represented by a curve y = y(x) from
(x1 , y1 ) to the origin (0, 0). The goal is to find the shape of the wire, i.e. y = y(x),
which minimizes the time of descent of the bead, which is given by the functional
J(y) =
x1
1 + (yx )2
1
dx =
2g(y1 y)
2g
1 + (yx )2
dx.
(y1 y)
x1
Hence in this case, the integrand is
s
F (x, y, yx ) =
1 + (yx )2
.
(y1 y)
From the general theory, we know that the extremizing solution satisfies the Euler
Lagrange equation. Note that the multiplicative constant factor 1/ 2g should not affect
the extremizing solution path; indeed it divides out of the EulerLagrange equations.
Noting that the integrand F does not explicitly depend on x, then the alternative form
for the EulerLagrange equation may be easier:
F
d
F
F yx
x
dx
yx

= 0.
This immediately implies that for some constant c, the EulerLagrange equation is
F yx
F
= c.
yx
Now substituting the form for F into this gives

1 + (yx )2
12
(y1 y) 2
1 + (yx )2
(y1 y)
12
yx
1
2
(y1 y)
1
2
1 + (yx )2
12
(y1 y) 2 1 + (yx )2
12
12 !
(y1 y) 2
1
2
(y1 y)
1 + (yx )2
1 + (yx )2
yx
yx
2 yx
1
2
1 + (yx )2
(yx )2
1
(y1 y) 2 1 + (yx )2
=c
21 = c
21 = c
(yx )2
1 = c
1
(y1 y) 2 1 + (yx )2 2
1
= c2 .
(y1 y) 1 + (yx )2
We can now rearrange this equation so that

(yx )2 =
1
c2 (y
y)
(yx )2 =
1 c 2 y1 c 2 y
.
c2 y1 c2 y
If we set a = y1 and b =
1
c2
y1 , then this equation becomes

yx =
b+y
ay
21
.
To find the solution to this ordinary differential equation we make the change of variable
y = 12 (a b) 21 (a + b) cos .
If we substitute this into the ordinary differential equation above and use the chain
rule we get
1
1 cos 2
.
1 + cos
Now we use that 1/(d/dx) = dx/d, and that sin = 1 cos2 , to get
1
2 (a + b) sin
d
=
dx
dx
= 12 (a + b) sin
d
1 + cos
1 cos
1
dx
= 12 (a + b) (1 cos2 ) 2
d
21
1 + cos
1 cos
1
1
dx
= 12 (a + b) (1 + cos ) 2 (1 cos ) 2
d
dx
= 12 (a + b)(1 + cos ).
d
12
1 + cos
1 cos
12
We can directly integrate this last equation to find x as a function of . In other words
we can find the solution to the ordinary differential equation for y = y(x) above in
parametric form, which with some minor rearrangement, can expressed as (here d is
an arbitrary constant of integration)
x + d = 21 (a + b)( + sin ),
y + b = 12 (a + b)(1 cos ).
This is the parametric representation of a cycloid.
5 Multivariable systems
We consider possible generalizations of functionals to be extremized. For more details
see for example Keener [9, Chapter 5].
5.1 Higher derivatives

Suppose we are asked to find the curve y = y(x) R that extremizes the functional
J(y) :=
F (x, y, yx , yxx ) dx,

a
10
Simon J.A. Malham
subject to y(a), y(b), yx (a) and yx (b) being fixed. Here the functional quantity to be
extremized depends on the curvature yxx of the path. Necessarily the extremizing curve
y satisfies the EulerLagrange equation (which is an ordinary differential equation)
F
d
y
dx
F
yx
d2
dx2

+
F
yxx

= 0.
Note this follows by analogous arguments to those used for the classical variational
problem above.
5.2 Multiple dependent variables

Suppose we are asked to find the multidimensional curve y = y(x) RN that extremizes the functional
Z
b
J(y) :=
F (x, y, y x ) dx,
a
subject to y(a) and y(b) being fixed. Note x [a, b] but here y = y(x) is a curve in
N -dimensional space and is thus a vector so that (here we use the notation 0 d/dx)
y1
..
y= .
yN
y10

y x = ... .
0
yN
and
Necessarily the extremizing curve y satisfies a set of EulerLagrange equations, which

are equivalent to a system of ordinary differential equations, given for i = 1, . . . , N by:
F
d
yi
dx
F
yi0

= 0.
5.3 Multiple independent variables

Suppose we are asked to find the field y = y(x) that, for x Rn , extremizes the
functional
Z
F (x, y, y) dx,
J(y) :=
subject to y being fixed at the boundary of the domain . Note here y x y

is simply the gradient of y, i.e. it is the vector of partial derivatives of y with respect
to each of the components xi (i = 1, . . . , n) of x:
y/x1
..
y =
.
.
y/xn
Necessarily y satisfies an EulerLagrange equation which is a partial differential equation given by

F
yx F = 0.
y
11
Here x is the usual divergence gradient operator with respect to x, and
F/yx1
..
yx F =
,
.
F/yxn
where to keep the formula readable, with y the usual gradient of y, we have set
yx y so that yxi = (y)i = y/xi for i = 1, . . . , n.
Example (Laplaces equation)

The variational problem here is to find the field = (x1 , x2 , x3 ), for x = (x1 , x2 , x3 )T
R3 , that extremizes the mean-square gradient average
||2 dx.
J() :=
In this case the integrand of the functional J is

F (x, , ) = ||2 (x1 )2 + (x2 )2 + (x3 )2 .
Note that the integrand F depends on the partial derivatives of only. Using the form
for the EulerLagrange equation above we get
x x F = 0
/x1
F/x1
/x2 F/x2 = 0
F/x3
/x3

2x1 +
2x2 +
2x3 = 0
x1
x2
x3
x 1 x 1 + x 2 x 2 + x 3 x 3 = 0
2 = 0.
This is Laplaces equation for in the domain ; the solutions are called harmonic
functions. Note that implicit in writing down the EulerLagrange partial differential
equation above, we assumed that was fixed at the boundary , i.e. Dirichlet boundary conditions were specified.
Example (stretched vibrating string)

Suppose a string is tied between the two fixed points x = 0 and x = `. Let y = y(x, t)
be the small displacement of the string at position x [0, `] and time t > 0 from the
equilibrium position y = 0. If is the uniform mass per unit length of the string which
is stretched to a tension K, the kinetic and potential energy of the string are given by
T :=
1
2
Z
0
yt2 dx,
Z
and
V := K
1 + (yx )
0
2 1/2

dx `
12
Simon J.A. Malham
respectively, where subscripts indicate partial derivatives and the effect of gravity is
neglected. If the oscillations of the string are quite small, we can replace the expression
1/2
for V , using the binomial expansion 1 + (yx )2
1 + (yx )2 , by
V =
K
2
yx2 dx.
We seek a solution y = y(x, t) that extremizes the functional (this is the action functional as we see later)
t2
(T V ) dt,
J(y) :=
t1
where t1 and t2 are two arbitrary times. In this case, with

x=
x
t

and
y =
y/x
y/t
the integrand is
F (x, y, y) 21 (yt )2 12 K(yx )2 ,
i.e. F = F (y) only. The EulerLagrange equation is thus
x yx F = 0
/x
/t

F/yx
F/yt

=0

Kyx
yt = 0
x
t
c2 yxx ytt = 0,
where c2 = K/. This is the partial differential equation ytt = c2 yxx known as the
wave equation. It admits travelling wave solutions of speed c.
6 Lagrange multipliers
For the moment, let us temporarily put aside variational calculus and consider a problem in standard multivariable calculus.
6.1 Constrained optimization problem

Consider the following problem.
Find the stationary points of the scalar function f (x) where x = (x1 , . . . , xN )T
subject to the constraints gk (x) = 0, where k = 1, . . . , m, with m < N .
13
Note that the graph y = f (x) of the function f represents a hyper-surface in

(N + 1)-dimensional space. The constraints are given implicitly; each one also represents a hyper-surface in (N + 1)-dimensional space. In principle we could solve the
system of m constraint equations, say for x1 , . . . , xm in terms of the remaining variables
xm+1 , . . . , xN . We could then substitute these into f , which would now be a function
of (xm+1 , . . . , xN ) only. (We could solve the constraints for any subset of m variables
xi and substitute those in if we wished or this was easier, or avoided singularities, and
so forth.) We would then proceed in the usual way to find the stationary points of f
by considering the partial derivative of f with respect to all the remaining variables
xm+1 , . . . , xN , setting those partial derivatives equal to zero, and then solving that
system of equations. However solving the constraint equations may be very difficult,
and the method of Lagrange multipliers provides an elegant alternative (see McCallum
et. al. [14, Section 14.3]).
6.2 Method of Lagrange multipliers

The idea is to convert the constrained optimization problem to an unconstrained one
as follows. Form the Lagrangian function
L(x, ) := f (x) +
m
X
k gk (x),
k=1
where the parameter variables = (1 , . . . , m )T are known as the Lagrange multipliers. Note that L is a function of both x and , i.e. of N + m variables in total. The
partial derivatives of L with respect to all of its dependent variables are:
m
X
L
f
g
=
+
k k ,
xj
xj
xj
k=1
L
= gk ,
k
where j = 1, . . . , N and k = 1, . . . , m. At the stationary points of L(x, ), necessarily all
these partial derivatives must be zero, and we must solve the following unconstrained
problem:
m
X
f
g
+
k k = 0,
xj
xj
k=1
gk = 0,
where j = 1, . . . , N and k = 1, . . . , m. Note we have N + m equations in N + m
unknowns. Assuming that we can solve this system to find a stationary point (x , )
of L (there could be none, one, or more) then x is also a stationary point of the
original constrained problem. Recall: what is important about the formulation of the
Lagrangian function L we introduced above, is that the given constraints mean that
(on the constraint manifold) we have L = f + 0 and therefore the stationary points of
f and L coincide.
14
Simon J.A. Malham
f
v
g
(x* , y*)
f=5
g=0
f=4
v
f=3
g
f=2
f=1
Fig. 3 At the constrained extremum f and g are parallel. (This is a rough reproduction
of the figure on page 199 of McCallum et. al. [14])
6.3 Geometric intuition

Suppose we wish to extremize (find a local maximum or minimum) the objective function f (x, y) subject to the constraint g(x, y) = 0. We can think of this as follows. The
graph z = f (x, y) represents a surface in three dimensional (x, y, z) space, while the
constraint represents a curve in the x-y plane to which our movements are restricted.
Constrained extrema occur at points where the contours of f are tangent to the
contours of g (and can also occur at the endpoints of the constraint). This can be seen as
follows. At any point (x, y) in the plane f points in the direction of maximum increase
of f and thus perpendicular to the level contours of f . Suppose that the vector v is
tangent to the constraining curve g(x, y) = 0. If the directional derivative fv = f v
is positive at some point, then moving in the direction of v means that f increases (if
the directional derivative is negative then f decreases in that direction). Thus at the
point (x , y ) where f has a constrained extremum we must have f v = 0 and so
both f and g are perpendicular to v and therefore parallel. Hence for some scalar
parameter (the Lagrange multiplier) we have at the constrained extremum:
f = g
and
g = 0.
Notice that here we have three equations in three unknowns x, y, .
7 Constrained variational problems

A common optimization problem is to extremize a functional J with respect to paths
y which are constrained in some way.
7.1 Constrained variational problem

We consider the following formulation.
15
Find the extrema of the functional
J(y) :=
F (x, y, y x ) dx,
a
where y = (y1 , . . . , yN )T RN subject to the set of m constraints, for k =

1, . . . , m < N :
Gk (x, y) = 0.
To solve this constrained variational problem we generalize the method of Lagrange
multipliers as follows. Note that the m constraint equations above imply
b
k (x) Gk (x, y) dx = 0,
a
for each k = 1, . . . , m. Note that the k s are the Lagrange multipliers, which with the
constraints expressed in this integral form, can in general be functions of x. We now
form the equivalent of the Lagrangian function which here is the functional
) :=
J(y,
F (x, y, y x ) dx +
a
) =
J(y,
Z b
F (x, y, y x ) +
a
m Z
X
k=1 a
m
X
k (x) Gk (x, y) dx
k (x) Gk (x, y) dx.
k=1
The integrand of this functional is

F (x, y, y x , ) := F (x, y, y x ) +
m
X
k (x) Gk (x, y),
k=1
where = (1 , . . . , m )T . We know from the classical variational problem that if (y, )

extremize J then necessarily they must satisfy the EulerLagrange equations:
F
d F
= 0,
yi
dx yi0

F
F
d
= 0,
k
dx 0k
which simplify to
F
d
yi
dx
F
yi0

= 0,
Gk (x, y) = 0,
for i = 1, . . . , N and k = 1, . . . , m. This is a system of differential-algebraic equations:
the first set of relations are ordinary differential equations, while the constraints are
algebraic relations.
16
Simon J.A. Malham
c:
(x,y)=(x(t),y(t))
Fig. 4 For the isoperimetrical problem, the closed curve C has a fixed length `, and the goal
is to choose the shape that maximizes the area it encloses.
7.2 Integral constraints

If the constraints are (already) in integral form so that we have
Gk (x, y) dx = 0,
a
for k = 1, . . . , m, then set
:= J(y) +
J(y)
m
X
Gk (x, y) dx
a
k=1
Z b
=
F (x, y, y x ) +
a
m
X

k Gk (x, y) dx.
k=1
Note we now have a variational problem with respect to the curve y = y(x) but the
constraints are classical in the sense that the Lagrangian multipliers here are simply
variables. Proceeding as above, with this hybrid variational constraint problem, we
generate the EulerLagrange equations as above, together with the integral constraint
equations.
7.3 Example (Didos/isoperimetrical problem)

The goal of this classical constrained variational problem is to find the shape of the
closed curve, of a given fixed length `, that encloses the maximum possible area.
Suppose that the curve is given in parametric coordinates x( ), y( ) where the parameter [0, 2]. By Stokes theorem, the area enclosed by a closed contour C is
1
2
I
x dy y dx.
C
Hence our goal is to extremize the functional

J(x, y) :=
1
2
(xy y x)
d,
0
subject to the constraint

2
Z
0
x 2 + y 2 d = `.
17
Note that the constraint can be expressed in standard integral form as follows. Since `
is fixed we have
Z
2
1
2 ` d
= `.
Hence the constraint can be expressed in the form

2
x 2 + y 2
1
2 `
d = 0.
To solve this variational constraint problem we use the method of Lagrange multipliers
and form the functional
2
Z
y) := J(x, y) +
J(x,
x 2
+ y 2
1
2 `

d
F (x, y, x,
y,
) d .
=
0
where the integrand F is given by

1
1
+ (x 2 + y 2 ) 2 2
`.
F (x, y, x,
y,
) = 12 (xy y x)
Note there are two dependent variables x and y (here the parameter is the independent variable). By the theory above we know that the extremizing solution (x, y)
necessarily satisfies an EulerLagrange system of equations, which are the pair of ordinary differential equations
F
d F
= 0,
x
d x

F
d F
= 0,
y
d y
together with the integral constraint condition. Substituting the form for F above, the
pair of ordinary differential equations are
1
2 y
d
d
12 x
d
d
12 y +
1
2x +
x
(x 2 + y 2 )
y
(x 2 + y 2 )
= 0,
1
2
1
2
= 0.
Integrating both these equations with respect to we get

y
x
1
(x 2 + y 2 ) 2
= c2
and
y
1
(x 2 + y 2 ) 2
= c1 ,
for arbitrary constants c1 and c2 . Combining these last two equations reveals
(x c1 )2 + (y c2 )2 =
2 y 2
2 x 2
+ 2
= 2 .
2
+ y
x + y 2
x 2
Hence the solution curve is given by

(x c1 )2 + (y c2 )2 = 2 ,
18
Simon J.A. Malham
which is the equation for a circle with radius and centre (c1 , c2 ). The constraint
condition implies = `/2 and c1 and c2 can be determined from the initial or end
points of the closed contour/path.
The isoperimetrical problem has quite a history. It was formulated in Virgils poem
the Aeneid, one account of the beginnings of Rome; see Wikipedia [18] or Montgomery [16]. Quoting from Wikipedia (Dido was also known as Elissa):
Eventually Elissa and her followers arrived on the coast of North Africa where
Elissa asked the local inhabitants for a small bit of land for a temporary refuge
until she could continue her journeying, only as much land as could be encompassed by an oxhide. They agreed. Elissa cut the oxhide into fine strips
so that she had enough to encircle an entire nearby hill, which was therefore
afterwards named Byrsa hide. (This event is commemorated in modern mathematics: The isoperimetric problem of enclosing the maximum area within
a fixed boundary is often called the Dido Problem in modern calculus of
variations.)
Dido found the solutionin her case a half-circleand the semi-circular city of
Carthage was founded.
Example (Helmholtzs equation)

This is a constrained variational version of the problem that generated the Laplace
equation. The goal is to find the field = (x) that extremizes the functional
||2 dx,
J() :=
subject to the constraint
2 dx = 1.
This constraint corresponds to saying that the total energy is bounded and in fact
renormalized to unity. We assume zero boundary conditions, (x) = 0 for x
Rn . Using the method of Lagrange multipliers (for integral constraints) we form the
functional
Z

Z
:=
J()
||2 dx +
2 dx 1 .
We can re-write this in the form
:=
J()
1
|| +
||

dx,
where || is the volume of the domain . Hence the integrand in this case is
1
F (x, , , ) := ||2 + 2
.
||
The extremzing solution satisfies the EulerLagrange partial differential equation

F
x F = 0,
19
together with the constraint equation. Note, directly computing, we have

x F = 2
and
F
= 2.
Substituting these two results into the EulerLagrange partial differential equation we
find
2 (2) = 0
2 = .
This is Helmholtzs equation on . The Lagrange multiplier also represents an eigenvalue parameter.
8 Optimal linear-quadratic control

We can use calculus of variations techniques to derive the solution to an important
problem in control theory. Suppose that a system state at any time t > 0 is recorded
in the vector q = q(t). Suppose further that the state evolves according to a linear
system of differential equations and we can control the system via a set of inputs or
controls u = u(t), i.e. the system evolution is
dq
= Aq + Bu.
dt
Here A is a matrix, which for convenience we will assume is constant, and B = B(t) is
another matrix mediating the controls.
Goal: The goal is, starting in the state q(0) = q 0 , to bring this initial state to a final
state q(T ) at time t = T > 0, as expediently as possible.
There are many criteria as to what constitutes expediency. Here we will measure
the cost on the system of our actions over [0, T ] by the quadratic utility
T
q T (t)C(t)q(t) + uT (t)D(t)u(t) dt + q T (T )Eq(T ).
J(u) :=
0
Here C = C(t), D = D(t) and E are non-negative definite symmetric matrices. The
final term represents a final state achievement cost. Note that we can in principle solve
the system of linear differential equations above for the state q = q(t) in terms of the
control u = u(t) so that J = J(u) is a functional of u only (we see this presently).
Thus our goal is to find the control u = u (t) that minimizes the cost J = J(u)
whilst respecting the constraint which is the linear evolution of the system state. We
proceed as before. Suppose u = u (t) exists. Consider perturbations to u on [0, T ]
of the form
u = u +
u.
Changing the control/input changes the state q = q(t) of the system so that
q = q +
q.
where we suppose here q = q (t) to be the system evolution corresponding to the
optimal control u = u (t). Note that linear system perturbations
q are linear in .
20
Simon J.A. Malham
Substituting these last two perturbation expressions into the differential system for the
state evolution we find
d
q
,
= A
q + Bu
dt
(0) = 0.
where we have used that (d/dt)q = Aq + Bu . The initial condition is q
in terms of u
by the variation
We can solve this system of differential equations for q
of constants formula (using an integrating factor) as follows. Since the matrix A is
constant we observe

d
exp(At)
q (t) = exp(At)B(t)
u(t)
dt
Z
exp(As)B(s)
u(s) ds
exp(At)
q (t) =
0
exp A(t s) B(s)

u(s) ds.
(t) =
q
0
By the calculus of variations, if we set

() := J(u +
u),
,
then if the functional J has a minimum we have, for all u
0 (0) = 0.
(t) in terms of u
into J(u +
Note that we can substitute our expression for q
u). Since
u = u +
u and q = q +
q are linear in and the functional J = J(u) is quadratic
in u and q, then J(u +
u) must be quadratic in so that
() = 0 + 1 + 2 2 ,
for some functionals 0 = 0 (
u), 1 = 1 (
u) and 2 = 2 (
u) independent of . Since
0 () = 1 + 22 , we see 0 (0) = 1 . This term in () = J(u +
u) by direct
computation is thus
0 (0) = 2
T (t)C(t)q (t) + u
T (t)D(t)u (t) dt + 2
q
q T (T )Eq (T ),
where we used that C, D and E are symmetric. We now substitute our expression for
in terms of u
above into this formula for 0 (0), this gives
q
1 0
2 (0)
T (t)C(t)q (t) dt +
q
=
0
T (s)D(s)u (s) ds + q
T (T )E q (T )
u
0
T
Z t
exp A(t s) B(s)

u(s)
=
0
T
exp A(T s) B(s)

u(s)
0
T Z T
T
ds E q (T )
T
exp A(t s) B(s)

u(s)
T (s)D(s)u (s) ds dt
C(t)q (t) + u
T
T (s)D(s)u (s) dt ds
C(t)q (t) + u
T
exp A(T s) B(s)

u(s)
+
0
T
ds E q (T ),
21
where we have swapped the order of integration in the first term. Now we use the
transpose of the product of two matrices is the product of their transposes in reverse
order to get
1 0
2 (0)
T
T (s)B T (s)
u
T (s)D(s)u (s)
exp AT (t s) C(t)q (t) dt + u
s
T
(s) B (s) exp AT (T s) E q (T ) ds

+u
T (s)B T (s)p(s) + u
T (s)D(s)u (s) ds,
u
=
0
where for all s [0, T ] we set
Z
p(s) :=
exp AT (t s) C(t)q (t) dt + exp AT (T s) Eq (T ).
We see the condition for a minimum, 0 (0) = 0, is equivalent to
T (s) B T (s)p(s) + D(s)u (s) ds = 0,

u
. Hence a necessary condition for the minimum is that for all t [0, T ] we have
for all u
u (t) = D1 (t)B T (t)p(t).
Note that p depends solely on the optimal state q . To elucidate this relationship
further, note by definition p(T ) = Eq (T ) and differentiating p with respect to t we
find
dp
= Cq AT p.
dt
Using the expression for the optimal control u in terms of p(t) we derived, we see
that q and p satisfy the system of differential equations
d
dt
q
p

=
A BD1 (t)B T
C(t)
AT

q
p

.
Define S = S(t) to be the map S : q 7 p, i.e. so that p(t) = S(t)q (t). Then
u (t) = D1 (t)B T (t)S(t)q (t),
and S(t) we see characterizes the optimal current state feedback control, it tells how
to choose the current optimal control u (t) in terms of the current state q (t). Finally
we observe that since p(t) = S(t)q (t), we have
dq
dp
dS
=
q +S .
dt
dt
dt
Thus we see that
dq
dS
dp
q =
S
dt
dt
dt
= (Cq AT Sq ) S(Aq BD1 AT Sq ).
Hence S = S(t) satisfies the Riccati equation

dS
= C AT S SA S BD1 AT S.
dt
22
Simon J.A. Malham
Remark 1 We can easily generalize the argument above to the case when the coefficient
matrix A = A(t)
is not constant. This is achieved by carefully replacing the flow map

exp A(t s) for the linear constant coefficient system (d/dt)
q = A
q , by the flow map
for the corresponding linear nonautonomous system with A = A(t), and carrying that
through the rest of the computation.
9 Lagrangian dynamics
9.1 Newtons equations
Consider a system of N particles in three dimensional space, each with position vector
r i (t) for i = 1, . . . , N . Note that each r i (t) R3 is a 3-vector. We thus need 3N
coordinates to specify the system, this is the configuration space. Newtons 2nd law
tells us that the equation of motion for the ith particle is
p i = F ext
+ F con
i
i ,
for i = 1, . . . , N . Here pi = mi v i is the linear momentum of the ith particle and
v i = r i is its velocity. We decompose the total force on the ith particle into an external
force F ext
and a constraint force F con
i
i . By external forces we imagine forces due to
gravitational attraction or an electro-magnetic field, and so forth.
9.2 Holonomic constraints

By a constraint on a particles we imagine that the particles motion is limited in some
rigid way. For example the particle/bead may be constrained to move along a wire or
its motion is constrained to a given surface. If the system of N particles constitute a
rigid body, then the distances between all the particles are rigidly fixed and we have
the constraint
|r i (t) r j (t)| = cij ,
for some constants cij , for all i, j = 1, . . . , N . All of these are examples of holonomic
constraints.
Definition 1 (Holonomic constraints) For a system of particles with positions given
by r i (t) for i = 1, . . . , N , constraints that can be expressed in the form
g(r 1 , . . . , r N , t) = 0,
are said to be holonomic. Note they only involve the configuration coordinates.
We will only consider systems for which the constraints are holonomic. Systems with
constraints that are non-holonomic are: gas molecules in a container (the constraint
is only expressible as an inequality); or a sphere rolling on a rough surface without
slipping (the constraint condition is one of matched velocities).
23
9.3 Degrees of freedom

Let us suppose that for the N particles there are m holonomic constraints given by
gk (r 1 , . . . , r N , t) = 0,
for k = 1, . . . , m. The positions r i (t) of all N particles are determined by 3N coordinates. However due to the constraints, the positions r i (t) are not all independent. In
principle, we can use the m holonomic constraints to eliminate m of the 3N coordinates
and we would be left with 3N m independent coordinates, i.e. the dimension of the
configuration space is actually 3N m.
Definition 2 (Degrees of freedom) The dimension of the configuration space is called
the number of degrees of freedom, see Arnold [3, Page 76].
Thus we can transform from the old coordinates r 1 , . . . , r N to new generalized
coordinates q1 , . . . , qn where n = 3N m:
r 1 = r 1 (q1 , . . . , qn , t),
..
.
r N = r N (q1 , . . . , qn , t).
9.4 DAlemberts principle

We will restrict ourselves to systems for which the net work of the constraint forces is
zero, i.e. we suppose
N
X
F con
dr i = 0,
i
i=1
for every small change dr i of the configuration of the system (for t fixed). If we combine
this with Newtons 2nd law we see that we get
N
X
(p i F ext
i ) dr i = 0.
i=1
This is DAlemberts principle. In particular, no forces of constraint are present.

The assumption that the constraint force does no net work is quite general. It is
true in particular for holonomic constraints. For example, for the case of a rigid body,
the internal forces of constraint do no work as the distances |r i r j | between particles
is fixed, then d(r i r j ) is perpendicular to r i r j and hence perpendicular to the
force between them which is parallel to r i r j . Similarly for the case of the bead on
a wire or particle constrained to move on a surfacethe normal reaction forces are
perpendicular to dr i .
24
Simon J.A. Malham
9.5 Lagranges equations (from DAlemberts principle)

In his Mecanique Analytique [1788], Lagrange sought a coordinate-invariant expression for mass times acceleration, see Marsden and Ratiu [15, Page 231]. This lead to
Lagranges equations of motion. Consider the transformation to generalized coordinates
r i = r i (q1 , . . . , qn , t),
for i = 1, . . . , N . If we consider a small increment in the displacements dr i then the
corresponding increment in the work done by the external forces is
N
X
N,n
X
F ext
dr i =
i
i=1
F ext
i,j=1
X
r i
dqj =
Qj dqj .
qj
j=1
Here we have set for j = 1, . . . , n,

Qj =
N
X
F ext
i=1
r i
,
qj
and think of these as generalized forces.

Further, the change in kinetic energy mediated through the momentum (the first
term in DAlemberts principle), due to the increment in the displacements dr i , is given
by
N
X
p i dr i =
i=1
N
X
mi v i dr i =
i=1
N,n
X
r i
dqj .
qj
mi v i
i,j=1
From the product rule we know that
d
r i
vi
dt
qj
r i
+ vi
qj
r i
v i
+ vi
qj
v i
d r i
dt qj
v i
.
qj
Also, by differentiating the transformation to generalized coordinates (keeping t fixed),

we see that
n
X
r i
v i
r i
vi
qj
.
qj
qj
qj
j=1
Using these last two identities we see that

N
X
p i dr i =
i=1
n
N
X
X
j=1
dqj
i=1
r i
mi v i
dt
qj

n
N
X
X
d
j=1

n
N
X
X
d
j=1
i=1
r i
mi v i
qj
n
X
j=1
i=1
d
dt
v i
mi v i
dt
qj
qj
X
N
i=1
v i
mi v i
qj
!
v i
mi v i
qj
!
2
1
2 mi |v i |

qj
dqj
X
N
i=1
dqj
2
1
2 mi |v i |
!
dqj .
25
Hence if the kinetic energy is defined to be
T :=
N
X
2
1
2 mi |v i | ,
i=1
then we see that DAlemberts principle is equivalent to

n
X
j=1
d
dt
T
qj
Qj dqj = 0.
qj
Since the qj for j = 1, . . . , n, where n = 3N m, are all independent, we have

d
dt
T
qj
T
Qj = 0,
qj
for j = 1, . . . , n. If we now assume that the work done depends on the initial and final
configurations only and not on the path between them, then there exists a potential
function V (q1 , . . . , qn ) such that
Qj =
V
qj
for j = 1, . . . , n (such forces are said to be conservative). If we define the Lagrange

function or Lagrangian to be
L = T V,
then we see that DAlemberts principle is equivalent to
d
dt
L
qj
L
= 0,
qj
for j = 1, . . . , n. These are known as Lagranges equations. As already noted the ndimensional subsurface of 3N -dimensional space, on which the solutions to Lagranges
equations lie (where n = 3N m), is called the configuration space. It is parameterized
by the n generalized coordinates q1 , . . . , qn .
Remark 2 (Non-conservative forces) If the system has non-conservative forces it may
still be possible to find a generalized potential function V such that
d
V
+
Qj =
qj
dt
V
qj

,
for j = 1, . . . , n. From such potentials we can still deduce Lagranges equations of

motion. Examples of such generalized potentials are velocity dependent potentials due
to electro-magnetic fields, for example the Lorentz force on a charged particle.
26
Simon J.A. Malham
10 Hamiltons principle
10.1 Action
We consider mechanical systems with holonomic constraints and with all other forces
conservative. Recall, we define the Lagrange function or Lagrangian to be
L = T V,
where
T =
N
X
2
1
2 mi |v i |
i=1
is the total kinetic energy for the system, and V is its potential energy.
Definition 3 (Action) If the Lagrangian L is the difference of the kinetic and potential
energies for a system, i.e. L = T V , we define the action A from time t1 to t2 to be
the functional
Z
t2
A(q) :=
t) dt,
L(q, q,
t1
where q = (q1 , . . . , qn )T .
10.2 Hamiltons principle of least action
Hamilton [1834] realized that Lagranges equations of motion were equivalent to a
variational principle (see Marsden and Ratiu [15, Page 231]).
Theorem 2 (Hamiltons principle of least action) The correct path of motion of a
mechanical system with holonomic constraints and conservative external forces, from
time t1 to t2 , is a stationary solution of the action. Indeed, the correct path of motion q = q(t), with q = (q1 , . . . , qn )T , necessarily and sufficiently satisfies Lagranges
equations of motion

d L
L
= 0,
dt qj
qj
for j = 1, . . . , n.
Quoting from Arnold [3, Page 60], it is Hamiltons form of the principle of least
action because in many cases the action of q = q(t) is not only an extremal but also
a minimum value of the action functional.
10.3 Example (Simple harmonic motion)

Consider a particle of mass m moving in a one dimensional Hookeian force field kx,
where k is a constant. The potential function V = V (x) corresponding to this force
field satisfies
V
= kx
x
V (x) V (0) =
k d
0
V (x) = 12 x2 .
27
The Lagrangian L = T V is thus given by

L(x, x)
= 21 mx 2 12 kx2 .
From Hamiltons principle the equations of motion are given by Lagranges equations.
Here, taking the generalized coordinate to be q = x, the single Lagrange equation is
d
dt
L
x
L
= 0.
x
Substituting the form for the Lagrangian above this Lagrange equation becomes
m
x + kx = 0.
10.4 Example (Kepler problem)

Consider a particle of mass m moving in an inverse square law force field, m/r2 ,
such as a small planet or asteroid in the gravitational field of a star or larger planet.
Hence the corresponding potential function satisfies
m
V
= 2
r
Z r
m
V () V (r) =
d
2
r
m
V (r) =
.
r
The Lagrangian L = T V is thus given by

= 1 m(r 2 + r2 2 ) +
L(r, r,
, )
2
m
.
r
From Hamiltons principle the equations of motion are given by Lagranges equations,
which here, taking the generalized coordinates to be q1 = r and q2 = , are the pair of
ordinary differential equations
d
dt
d
dt
L
r
L
= 0,
r
L
= 0,
which on substituting the form for the Lagrangian above, become

m
m
r mr2 + 2 = 0,
r
d
2
mr = 0.
dt
28
Simon J.A. Malham
10.5 Non-uniqueness of the Lagrangian

Two Lagrangians L1 and L2 that differ by the total time derivative of any function of
q = (q1 , . . . , qn )T and t generate the same equations of motion. In fact if
t) = L1 (q, q,
t) +
L2 (q, q,

d
f (q, t) ,
dt
then for j = 1, . . . , n direct calculation reveals that

d
dt
L2
qj
L2
d
=
qj
dt
L1
qj
L1
.
qj
11 Constraints
t) for a system, suppose we realize the system has some
Given a Lagrangian L(q, q,
constraints (so the qj are not all independent).
11.1 Holonomic constraints

Suppose we have m holonomic constraints of the form
Gk (q1 , . . . , qn , t) = 0,
for k = 1, . . . , m < n. We can now use the method of Lagrange multipliers with
Hamiltons principle to deduce that the equations of motion are given by
d
dt
L
qj
m
X
Gk
L
=
k (t)
,
qj
qj
k=1
Gk (q1 , . . . , qn , t) = 0,
for j = 1, . . . , n and k = 1, . . . , m. We call the quantities on the right above
m
X
k=1
k (t)
Gk
,
qj
the generalized forces of constraint.
11.2 Example (simple pendulum)

Consider the motion of a simple pendulum bob of mass m that swings at the end of
a light rod of length a. The other end is attached so that the rod and bob can swing
freely in a plane. If g is the acceleration due to gravity, then the Lagrangian L = T V
is given by
= 1 m(r 2 + r2 2 ) + mgr cos ,
L(r, r,
, )
2
together with the constraint
r a = 0.
29
Fig. 5 The mechanical problem for the simple pendulum, can be thought of as a particle of
mass m moving in a vertical plane, that is constrained to always be a distance a from a fixed
point. In polar coordinates, the position of the mass is (r, ) and the constraint is r = a.
We could just substitute r = a into the Lagrangian, obtaining a system with one degree
of freedom, and proceed from there. However, we will consider the system as one with
two degrees of freedom, q1 = r and q2 = , together with a constraint G(r) = 0, where
G(r) = r a. Hamiltons principle and the method of Lagrange multipliers imply that
the system evolves according to the pair of ordinary differential equations together
with the algebraic constraint given by
d
dt
d
dt
L
r
L
G
=
,
r
r
G
L
=
,
G = 0.
Substituting the form for the Lagrangian above, the two ordinary differential equations
together with the algebraic constraint become
m
r mr2 mg cos = ,

d
mr2 + mgr sin = 0,
dt
r a = 0.
Note that the constraint is of course r = a, which implies r = 0. Using this, the system
of differential algebraic equations thus reduces to
ma2 + mga sin = 0,
which comes from the second equation above. The first equation tells us that the
Lagrange multiplier is given by
(t) = ma2 mg cos .
The Lagrange multiplier has a physical interpretation, it is the normal reaction force,
which here is the tension in the rod.
30
Simon J.A. Malham
Remark 3 (Non-holonomic constraints) Mechanical systems with certain types of nonholonomic constraints can also be treated, in particular constraints of the form
n
X
A(q, t)kj qj + bk (q, t) = 0,
j=1
for k = 1, . . . , m, where q = (q1 , . . . , qn )T . Note the assumption is that these equations are not integrable, in particular not exact, otherwise the constraints would be
holonomic.
12 Hamiltonian dynamics
12.1 Hamiltonian
We consider mechanical systems that are holonomic and and conservative (or for which
the applied forces have a generalized potential). For such a system we can construct
t), where q = (q1 , . . . , qn )T , which is the difference of the total
a Lagrangian L(q, q,
kinetic T and potential V energies. These mechanical systems evolve according to the
n Lagrange equations

d L
L
= 0,
dt qj
qj
for j = 1, . . . , n. These are each second order ordinary differential equations
and so the
0 ) are specified
system is determined for all time once 2n initial conditions q(t0 ), q(t
(or n conditions at two different times). The state of the system is represented by a
point q = (q1 , . . . , qn )T in configuration space.
Definition 4 (Generalized momenta) We define the generalized momenta for a Lagrangian mechanical system to be
pj =
L
,
qj
t) in general, where q = (q1 , . . . , qn )T

for j = 1, . . . , n. Note that we have pj = pj (q, q,
T
and q = (q1 , . . . , qn ) .
In terms of the generalized momenta, Lagranges equations become, for j = 1, . . . , n:
pj =
L
.
qj
Further, in principle, we can solve the relations above which define the generalized
momenta, to find functional expressions for the qj in terms of qi , pi and t. In other words
we can solve the relations defining the generalized momenta to find qj = qj (q, p, t)
where q = (q1 , . . . , qn )T and p = (p1 , . . . , pn )T .
Definition 5 (Hamiltonian) We define the Hamiltonian function as the Legendre transform of the Lagrangian function, i.e. the Hamiltonian is defined by
t),
H(q, p, t) := q p L(q, q,
where q = (q1 , . . . , qn )T and p = (p1 , . . . , pn )T and we suppose q = q(q,

p, t).
31
Note that in this definition we used the notation for the dot product
q p =
n
X
qj pj .
j=1
The Legendre transform is nicely explained in Arnold [3, Page 61] and Evans [7,
Page 121]. In practice, as far as solving example problems herein, it simply involves the
task of solving the equations for the generalized momenta above, to find qj in terms of
qi , pi and t.
12.2 Hamiltons equations of motion

From Lagranges equation of motion, we can, using the definitions for the generalized
momenta
L
pj =
,
qj
and Hamiltonian
H=
n
X
qj pj L,
j=1
above, deduce Hamiltons equations of motion.

Theorem 3 (Hamiltons equations of motion) With the Hamiltonian defined as the
Legendre transform of the Lagrangian, Lagranges equations of motion imply
H
,
pi
H
pi =
,
qi
qi =
for i = 1, . . . , n. These are Hamiltons canonical equations, consisting of 2n first order

equations of motion.
Proof Using the chain rule and the definition for the generalized momenta we have
n
j=1
j=1
X qj
X L qj
H
=
pj + qi
qi ,
pi
pi
qj pi
and
j=1
j=1
X qj
L X L qj
L
H
=
pj
.
qi
qi
qi
qj qi
qi
Now using Lagranges equations, in the form pj = L/qj , the last relation reveals
pi =
H
,
qi
for i = 1, . . . , n. Collecting these relations together, we see that Lagranges equations

of motion imply Hamiltons canonical equations as shown.
u
t
32
Simon J.A. Malham
is
Two further observations are also useful. First, if the Lagrangian L = L(q, q)
independent of explicit t, then when we solve the equations that define the generalized
momenta we find q = q(q,

p). Hence we see that
H = q(q,
p) p L q, q(q,
p) ,
i.e. the Hamiltonian H = H(q, p) is also independent of t explicitly. Second, using the
chain rule and Hamiltons equations we see that
n
n
X
X
dH
H
H
H
=
qi +
pi +
dt
qi
pi
t
i=1
i=1
dH
H
=
.
dt
t
Hence if H does not explicitly depend on t then
H is a
constant of the motion,

conserved quantity,
integral of the motion.
Hence the absence of explicit t dependence in the Hamiltonian H could serve as a

more general definition of a conservative system, though in general H may not be
the total energy. However for simple mechanical systems for which the kinetic energy
is a homogeneous quadratic function in q,
and the potential V = V (q),
T = T (q, q)
then the Hamiltonian H will be the total energy. To see this, suppose
n
X
T =
cij (q) qi qj ,
i,j=1
necessarily cij = cji . Then we have

i.e. a homogeneous quadratic function in q;
n
j=1
i=1
i=1
X
X
X
T
=
ckj (q) qj +
cik (q) qi = 2
cik (q) qi
qk
which implies
n
X
k=1
qk
T
= 2T.
qk
Thus the Hamiltonian H = 2T (T V ) = T + V , i.e. the total energy.
13 Hamiltonian formulation
13.1 Summary
To construct Hamiltons canonical equations for a mechanical system proceed as follows:
1. Choose your generalized coordinates q = (q1 , . . . , qn )T and construct
t) = T V.
L(q, q,
33
2. Define and compute the generalized momenta

pi =
L
,
qi
for i = 1, . . . , n. Solve these relations to find qi = qi (q, p, t).

3. Construct and compute the Hamiltonian function
H=
n
X
qj pj L,
j=1
4. Write down Hamiltons equations of motion

H
,
pi
H
,
pi =
qi
qi =
for i = 1, . . . , n, and evaluate the partial derivatives of the Hamiltonian on the

right.
13.2 Example (simple harmonic oscillator)

The Lagrangian for the simple harmonic oscillator, which consists of a mass m moving
in a quadratic potential field with characteristic coefficient k, is
L(x, x)
= 21 mx 2 12 kx2 .
The corresponding generalized momentum is
p=
L
= mx
x
which is the usual momentum. This implies x = p/m and so the Hamiltonian is given
by
H(x, p) = x p L(x, x)
p
p
m
p2
1
2
1
2
2 mx
1
2m
12 kx2
p 2
m
21 kx2
p
+ 12 kx2 .
m
Note that is last expression is just the sum of the kinetic and potential energies and so
H is the total energy. Hamiltons equations of motion are thus given by
x = H/p,
p = H/x,
x = p/m,
p = kx.
Note that combining these two equations, we get the usual equation for a harmonic
oscillator: m
x = kx.
34
Simon J.A. Malham
Fig. 6 The mechanical problem for the simple harmonic oscillator consists of a particle moving
in a quadratic potential field. As shown, we can think of a ball of mass m sliding freely back and
forth in a vertical plane, without energy loss, inside a parabolic shaped bowl. The horizontal
position x(t) is its displacement.

Recall the Kepler problem for a mass m moving in an inverse-square central force field
with characteristic coefficient . The Lagrangian L = T V is
= 1 m(r 2 + r2 2 ) + m .
L(r, r,
, )
2
r
Hence the generalized momenta are
pr =
L
= mr
r
and
p =
= mr2 .

These imply r = pr /m and = p /mr2 and so the Hamiltonian is given by

L(r, r,
H(r, , pr , p ) = r pr + p
, )
=
p2
1
p2r + 2
m
r
p2
1
p2r + 2
2m
r
1
2m
p2
p2r
+ r2 2 4
2
m
m r

+
m
r
m
,
r
which in this case is also the total energy. Hamiltons equations of motion are
r = H/pr ,
= H/p ,
pr = H/r,
p = H/,
r = pr /m,
= p /mr2 ,
pr = p2 /mr3 m/r2 ,
p = 0.
Note that p = 0, i.e. we have that p is constant for the motion. This property
corresponds to the conservation of angular momentum.
Remark 4 The Lagrangian L = T V may change its functional form if we use different
instead of (q, q),
but its magnitude will not change. However, the
variables (Q, Q)
functional form and magnitude of the Hamiltonian both depend on the generalized
coordinates chosen. In particular, the Hamiltonian H may be conserved for one set of
coordinates, but not for another.
35
Ut
Fig. 7 Mass-spring system on a massless cart.
13.4 Example (harmonic oscillator on a moving platform)

Consider a mass-spring system, mass m and spring stiffness k, contained within a massless cart which is translating horizontally with a fixed velocity U see Figure 7. The
constant velocity U of the cart is maintained by an external agency. The Lagrangian
L = T V for this system is
L(q, q,
t) = 12 mq2 12 k(q U t)2 .
The resulting equation of motion of the mass is
m q = k(q U t).
If we set Q = q U t, then the equation of motion is
= kQ.
mQ
Let us now consider the Hamiltonian formulation using two different sets of coordinates.
First, using the generalized coordinate q, the corresponding generalized momentum
is p = mq and the Hamiltonian is
H(q, p, t) =
p2
k
+ (q U t)2 .
2m
2
Here the Hamiltonian H is the total energy, but it is not conserved (there is an external
energy input maintaining U constant).
= T V is
Second, using the generalized coordinate Q, the Lagrangian L
t) = 1 mQ 2 + mQU
+ 1 mU 2 1 kQ2 .
L(Q,
Q,
2
2
2
Here, the generalized momentum is P = mQ + mU and the Hamiltonian is
(P mU )2
k
m
H(Q,
P) =
+ Q2 U 2 .
2m
2
2
does not explicitly depend on t. Hence H
is conserved, but it is not the
Note that H
total energy.
36
Simon J.A. Malham
14 Symmetries and conservation laws

14.1 Cyclic coordinates
We have already seen that
dH
H
=
.
dt
t
Hence if the Hamiltonian does not depend explicitly on t, then it is a constant or integral
of the motion; sometimes called Jacobis integral. It may be the total energy. Further
from the definition of the generalized momenta pi = L/ qi , Lagranges equations,
and Hamiltons equations for the generalized momenta, we have
pi =
H
L
=
.
qi
qi
From these relations we can see that if qi is explicitly absent from the Lagrangian L,
then it is explicitly absent from the Hamiltonian H, and
pi = 0.
Hence pi is a conserved quantity, i.e. constant of the motion. Such a qi is called cyclic
or ignorable. Note that for such coordinates qi , the transformation
t t + t,
qi qi + qi ,
leave the Lagrangian/Hamiltonian unchanged. This invariance signifies a fundamental
symmetry of the system.

Recall, the Lagrangian L = T V for the Kepler problem is
= 1 m(r 2 + r2 2 ) + m ,
L(r, r,
, )
2
r
and the Hamiltonian is
p2
1
H(r, , pr , p ) =
p2r + 2
2m
r
m
.
r
Note that L, H are independent of t and therefore H is conserved (and here it is the
total energy). Further, L, H are independent of and therefore p = mr2 is conserved
also. The original problem has two degrees of freedom (r, ). However, we have just
established two integrals of the motion, namely H and p . This system is said to be
integrable.
37
mg
Fig. 8 Simple axisymmetric top: this consists of a body of mass m that spins around its axis of
symmetry moving under gravity. It has a fixed point on its axis of symmetryhere this is the
pivot at the narrow pointed end that touches the ground. The centre of mass is a distance a
from the fixed point. The configuration of the top is given in terms of the Euler angles (, , )
shown. Typically the top also precesses around the vertical axis = 0.
14.3 Example (axisymmetric top)

Consider a simple axisymmetric top of mass m with a fixed point on its axis of symmetry; see Figure 8. Suppose the centre of mass is a distance a from the fixed point,
and the principle moments of inertia are A = B 6= C. We assume there are no torques
about the symmetry or vertical axes. The configuration of the top is given in terms of
the Euler angles (, , ) as shown in Figure 8. The Lagrangian L = T V is
L = 12 A(2 + 2 sin2 ) + 12 C( + cos )2 mga cos .
The generalized momenta are
p = A,
p = A sin2 + C cos ( + cos ),
p = C( + cos ).
Using these the Hamiltonian is given by
H=
p2
(p p cos )2
p2
+
+ mga cos .
+
2A
2C
2A sin2
We see that L, H are both independent of t, and . Hence H, p and p are

conserved. Respectively, they represent the total energy, the angular momentum about
the symmetry axis and the angular momentum about the vertical.
Remark 5 (Noethers Theorem) To accept only those symmetries which leave the
Lagrangian unchanged is needlessly restrictive. When searching for conservation laws
(integrals of the motion), we can in general consider transformations that leave the
action integral invariant enough so that we get the same equations of motion. This is
the idea underlying (Emmy) Noethers theorem; see Arnold [3, Page 88].
38
Simon J.A. Malham
15 Poisson brackets
15.1 Definition and properties
Definition 6 (Poisson brackets) For two functions u = u(q, p) and v = v(q, p), where
q = (q1 , . . . , qn )T and p = (p1 , . . . , pn )T , we define their Poisson bracket to be
n
X
u v
[u, v] :=
i=1
u v
.
qi pi
pi qi
The Poisson bracket satisfies some simple properties that can be checked directly. For
example, for any function u = u(q, p) and constant c we have [u, c] = 0. We also
observe that if v = v(q, p) and w = w(q, p) then [uv, w] = u[v, w] + v[u, w]. Three
crucial properties are summarized in the following lemma.
Lemma 2 (Lie algebra properties) The bracket satisfies the following properties for all
functions u = u(q, p), v = v(q, p) and w = w(q, p) and scalars and :
1. Skew-symmetry: [v, u] = [u, v];
2. Bilinearity: [u + v, w] = [u, w] + [v, w];
3. Jacobis identity: [u, [v, w]] + [v, [w, u]] + [w, [u, v]] = 0.
These three properties define a non-associative algebra known as a Lie algebra.
Two further simple examples of Lie algebras are: the vector space of vectors equipped
with the wedge or vector product [u, v] = u v and the vector space of matrices
equipped with the matrix commutator product [A, B] = AB BA.
Corollary 1 (Properties from the definition) Using that all the coordinates (q1 , . . . , qn )
and (p1 , . . . , pn ) are independent, we immediately deduce by direct substitution into the
definition, the following results for any u = u(q, p) and all i, j = 1, . . . , n:
u
= [u, pi ],
qi
u
= [u, qi ],
pi
[qi , qj ] = 0,
[pi , pj ] = 0
and
[qi , pj ] = ij .
Here ij is the Kronecker delta which is zero when i 6= j and unity when i = j.
Corollary 2 (Poisson bracket for canonical variables) If q = (q1 , . . . , qn )T and p =
(p1 , . . . , pn )T are canonical Hamilton variables, i.e. they satisfy Hamiltons equations
for some Hamiltonian H, then for any function f = f (q, p) we have
df
f
=
+ [f, H].
dt
t
Proof Using Hamiltons equations of motion (in shorter vector notation) we know
dq
= p H
dt
and
dp
= q H.
dt
Thus by the chain rule and then Hamiltons equations we find

df
dq
dp
=
q H +
p H = p H q H + (q H) p H
dt
dt
dt
which is zero by the commutative property of the scalar (dot) product.
All the properties above are essential for the next two main results of this section.
u
t
39
15.2 Invariance under canonical transformations

Remarkably the the Poisson bracket is invariant under canonical transformations. By
this we mean the following. Suppose we make a transformation of the canonical coordinates (q, p), satisfying Hamiltons equations with respect to a Hamiltonian H, to
new canonical coordinates (Q, P ), satisfying Hamiltons equations with respect to a
Hamiltonian K, where
Q = Q(q, p)
and
P = P (q, p).
For two functions u = u(q, p) and v = v(q, p) define U = U (Q, P ) and V = V (Q, P )
by the identities
U (Q, P ) = u(q, p)
and
V (Q, P ) = v(q, p).
Then we have the following resultwhose proof we leave as an exercise in the chain
rule! (Hint: start with [u, v]q,p and immediately substitute the definitions for U and
V ; also see Arnold [3, Page 216].)
Lemma 3 (Invariance under canonical transformations) The Poisson bracket is invariant under a canonical transformations, i.e. we have
[U, V ]Q,P = [u, v]q,p .
15.3 Generation of constants of the motion
Using Corollary 2 on the Poisson bracket of canonical variables we see Hamiltons
equations of motion are equivalent to the system of equations
dq
= [q, H]
dt
and
dp
= [p, H].
dt
Here, by [q, H] we mean the vector with components [qi , H], and observe we have
simply substituted the components of q and p for f in Corollary 2. If u = u(q, p, t) is
a constant of the motion then
du
= 0,
dt
and by Corollary 2 we see that
u
= [H, u].
t
If u = u(q, p) only and does not depend explicitly on t then it must must Poisson
commute with the Hamiltonian H, i.e. it must satisfy
[H, u] = 0.
Now suppose we have two constants of the motion u = u(q, p) and v = v(q, p), so that
[H, u] = 0 and [H, v] = 0. Then by Jacobis identity we find
[H, [u, v]] = [u, [v, H]] [v, [H, u]] = 0.
In other words it appears as though [u, v] is another constant of the motion. (This result
also extends to the case when u and v explicitly depend on t.) Indeed, in principle, we
can generate a sequence of constants of the motion u, v, [u, v], [u, [u, v]], . . . . Sometimes
we generate new constants of the motion by this procedure, i.e. we get new information,
but often we generate a constant of the motion we already know about.
40
Simon J.A. Malham

Consider the Kepler problem of a particle of mass m in a three-dimensional central
force field with Hamiltonian
H=
1
(p2 + p22 + p23 ) + V (r)
2m 1
where V = V (r) is the potential with r =

q12 + q22 + q32 . Known constants of the
motion are u = q2 p3 q3 p2 and v = q3 p1 q1 p3 and their Poisson bracket [u, v] =
q1 p2 q2 p1 is another constant of the motion (not too surprisingly in this case).
16 Geodesic flow
We have already seen the simple example of the curve that minimizes the distance
between two points in Euclidean spaceunsurprisingly a straight line. What if the
two points lie on a surface or manifold? Here we wish to determine the characterizing
properties of curves that minimize the distance between two such points. To begin to
answer this question, we need to set out the essential components we require. Indeed,
the concepts we have discussed so far and our examples above have hinted at the need
to consider the notion of a manifold and its concomitant components. We assume in
this section the reader is familiar with the notions of Hausdorff topology, manifolds,
tangent spaces and tangent bundles. A comprehensive introduction to these can be
found in Abraham and Marsden [1, Chapter 1] or Marsden and Ratiu [15]. Thorough
treatments of the overall material in this section can, for example, be found in Abraham
and Marsden [1], Marsden and Ratiu [15] and Jost [8].
16.1 Riemannian metric and manifold

We now introduce a mechanism to measure the distance between two points on a
manifold. To achieve this we need to be able to measure the length of, and angles
between, tangent vectorssee for example Jost [8, Section 1.4] or Tao [17]. The mechanism for this in Euclidean space is the scalar product between vectors.
Definition 7 (Riemannian metric and manifold) On a smooth manifold M we assign,
to any point q M and pair of vectors u, v Tq M, an inner product
hu, vig(q) .
This assignment is assumed to be smooth with respect to the base point q M, and
g = g(q) is known as the Riemannian metric. The length of a tangent vector u Tq M
is then
1/2
kukg(q) := hu, uig(q) .
A Riemannian manifold is a smooth manifold M equipped with a Riemannian metric.
Remark 6 Every smooth manifold can be equipped with a Riemannian metric; see
Jost [8, Theorem 1.4.1].
41
In local coordinates with q = (q1 , . . . , qn )T M, u = (u1 , . . . , un )T Tq M and

v = (v1 , . . . , vn )T Tq M, the Riemannian metric g = g(q) is a real symmetric
invertible positive definite matrix and the inner product above is given by
n
X
hu, vig(q) :=
gij (q)ui vj .
i,j=1
16.2 Length and energy

We are interested in minimizing the length of a smooth curve on M, however as we
will see, computations based on the energy of a smooth curve are simpler.
Definition 8 (Length and energy of a curve) Let q : [a, b] M be a smooth curve.
Then we define the length of this curve by
Z
`(q) :=

q(t)

g(q(t))
dt.
We define the energy of the curve to be
E(q) :=
1
2
2
q(t)

g(q(t))
dt.
Remark 7 The energy E(q) is the action associated with the curve q = q(t) on [a, b].
Remark 8 (Distance function) The distance between two pointsq a , q b M, assuming
q(a) = q a and q(b) = q b , can be defined as d(a, b) := inf q `(q) . This distance
function satisfies the usual axioms (positive definiteness, symmetry in its arguments
and the triangle inequality); see Jost [8, pp. 1516].
By the CauchySchwarz inequality we know that

q(t)

dt 6 |b a| 2
g(q(t))
Z
12
2
q(t)

dt
g(q(t))
Using the definitions of `(q) and E(q) this implies

`(q)
2
6 2 |b a| E(q).
2
We have equality in this last statement, i.e. we have `(q) = 2 |b a| E(q), if and
only if q is constant. The length `(q) of a smooth curve q = q(t) is invariant to
reparameterization; see for example Jost [8, p. 17]. Hence we can always parameterize
a curve so as to arrange for q to be constant (this is also known as parameterization
proportional to arclength). After such a parameterization, minimizing the energy is
equivalent to minimizing the length, and this is how we proceed henceforth.
42
Simon J.A. Malham
16.3 Geodesic equations

We are now in a position to derive the equations that characterize the curves that
minimize the length/energy between two arbitrary points on a smooth manifold M.
For more background and further reading see Abraham and Marsden [1, p, 2245],
Marsden and Ratiu [15, Section 7.5], Montgomery [16, pp. 610] and Tao [17]. Our
goal is thus to minimize the total energy of a path q = q(t) where q = (q1 , . . . , qn )T .
The total energy of a path q = q(t), between t = a and t = b, as we have seen, can be
as follows
defined in terms of a Lagrangian function L = L(q, q)
t2
E(q) :=
L q(t), q(t)
dt.
t1
The path q = q(t) that minimizes the total energy E = E(q) necessarily satisfies the
EulerLagrange equations. Here these take the form of Lagranges equations of motion
d
dt
L
qj
L
= 0,
qj
for each j = 1, . . . , n. In the following, we use g ij to denote the inverse matrix of gij
(where i, j = 1, . . . , n) so that
n
X
g ik gkj = ij ,
k=1
where ij is the Kronecker delta function that is 1 when i = j and zero otherwise.
Lemma 4 (Geodesic equations) Lagranges equations of motion for the Lagrangian
:=
L(q, q)
n
X
1
2
gik (q) qi qk ,
i,k=1
are given in local coordinates by the system of ordinary differential equations

qi +
n
X
i
jk
qj qk = 0,
j,k=1
i
where the quantities jk
are known as the Christoffel symbols and for i, j, k = 1, . . . , n
are given by
i
jk
:=
n
X
1 i`
2g
`=1
g`j
gjk
g
+ k`
.
qk
qj
q`
Proof We complete the proof in three steps as follows.

defined in the statement of the lemma, using
Step 1. For the Lagrangian L = L(q, q)
the product and chain rules, we find that
L
=
qj
1
2
n
X
gik
i,k=1
qj
qi qk
43
and
L
=
qj
1
2
1
2
n
X
1
2
gjk qk +
k=1
n
X
i=1
n
X
1
2
gjk qk +
k=1
n
X
n
X
gij qi
gkj qk
k=1
gjk qk ,
k=1
where in the last step we utilized the symmetry of g. Using this last expression we see
d
dt
L
qj

=
n
X
d
k=1
n
X
k=1
n
X
dt
gjk qk
X

dgjk
q +
gjk qk
dt k
k,`=1
k=1
X

gjk
q q +
gjk qk .
dq` ` k
k=1
Substituting the expressions above into Lagranges equations of motion, using that the
summation indices i and k can be relabelled and that g is symmetric, we find
n
X
k=1
n
X
gjk
gjk qk +
k,`=1
q`
1
2
gk`
qk q` = 0,
qj
for each j = 1, . . . , n.
Step 2. We multiply the last equations from Step 1 by g ij and sum over the index j.
This gives
n
X
g ij gjk qk +
j,k=1
qi +
qi +
n
X
j,k,`=1
n
X
j,k,`=1
n
X
j,k,`=1
g ij
g
g ij
g
g i`
g
jk
q`
jk
q`
`j
qk
1
2
gk`
qk q` = 0
qj
1
2
gk`
qk q` = 0
qj
1
2
gjk
qj qk = 0,
q`
where in the last step we relabelled summation indices.
44
Simon J.A. Malham
Step 3. By using the symmetry of g and performing some further relabelling of summation indices, we see
n
X
j,k,`=1
g i`
g`j
qk
1
2
gjk
q`

qj qk =
n
X
1 i`
2g
j,k,`=1
n
X
1 i`
2g
j,k,`=1
n
X
g`j
gjk
g`j
+
qk
qk
q`
g`j
gjk
g
+ k`
qk
qj
q`
qj qk
qj qk
i
ij
qj qk ,
j,k=1
i
where the ij
are identified with their definition in the statement of the lemma.
u
t
Remark 9 On a smooth Riemannian manifold there is unique torsion free connection

or covariant derivative defined on the tangent bundle known as the LeviCivita
connection. A curve q : [a, b] M is autoparallel or geodesic with respect to if
q q 0,
i.e. the tangent field of q = q(t) is parallel along q = q(t); see Jost [8, Definition 3.1.6].
In local coordinates, the coordinates of q q are given by
i=q
i +
(q q)
n
X
i
q j q k ,
jk
j,k=1
i
are equivalent to the Christoffel symbols
for i = 1, . . . , n, where the quantities jk
above.
Now suppose that M is an embedded submanifold in a higher dimensional Euclidean

space RN . Then M is a Riemannian manifold. (Nashs Theorem says that any Riemannian manifold can be embedded in a higher dimensional Euclidean space RN .) For an
embedded submanifold M, its Riemannian metric is that naturally induced from the
embedding Euclidean space using the map from intrinsic to extrinsic coordinates. For
example, in our discussion of DAlemberts principle, we saw that the dynamics of the
system evolved in the Euclidean space R3N , parameterized by the extrinsic coordinates
r 1 , . . . , r N , though subject to m < 3N constraints. The dynamics thus evolves on the
submanifold M prescribed by the constraints. The dimension of M is n = 3N m and
so locally M can be parameterized by the coordinates (q1 , . . . , qn ). Further, by making
the change of coordinates
r 1 = r 1 (q1 , . . . , qn ),
..
.
r N = r N (q1 , . . . , qn ),
we demonstrated that DAlemberts principle is equivalent to Lagranges equations of
motion. Indeed the geodesic equations we derived above were Lagranges equations
2
= 12 q g(q) . Thus, starting with Lagranges
of motion for the Lagrangian L(q, q)
45
equations of motion for this Lagrangian, we can trace the direction of implication back
through to DAlemberts principle and thus deduce that
Tq M.
q
As we argued in the lead up to DAlemberts principle, this makes sense on a intuitive
and physical level. The system is free to evolve on the manifold of constraint and,
assuming no external forces, the forces of constraint must act normally to the manifold
(normal to the tangent plane at every point q M) in order to maintain the evolution
on the manifold. In other words, as Tao [17] eminently puts it,
... the normal quantity q then corresponds to the centripetal force necessary
to keep the particle lying in M (otherwise it would fly off along a tangent line
to M, as per Newtons first law).
16.4 Example: Euler equations for incompressible flow

We formally show here how the Euler equations for incompressible flow represent a
geodesic submanifold flow. The argument is an extension of that above for finite dimensional geodesic submanifold flow to an infinite dimensional context and is originally
due to Arnold. Our arguments essentially combine those in Daneri and Figalli [6] and
Tao [17] and we cite Chorin and Marsden [5] and Malham [13] for further background
material on incompressible fluid mechanics.
The Euler equations for incompressible flow in a bounded Lipschitz domain D Rd
and on an arbitrary finite time interval [0, T ] are prescribed as follows. The velocity
field u = u(x, t) for (x, t) D [0, T ] evolves according to the system of nonlinear
partial differential equations
u
+ (u )u = p,
t
u = 0.
Here the field p = p(x, t) is the pressure field. We need to augment this system of
equations with the zero flux boundary condition for all (x, t) D [0, T ], i.e. we have
u n = 0, where n is the unit outer normal to D. We also need to prescribe initial
data u(x, 0) = u0 (x) for some given function u0 = u0 (x) on D.
From the Lagrangian viewpoint we can describe the flow through the swarm of
particle trajectories prescribed by integral curves of the local velocity field u = u(x, t).
Let q = q(x, t) Rd represent the position at time t > 0 of the particle that started
at position x D at time t = 0. The flow q = q(x, t) satisfies the system of equations
q(x,
t) = u q(x, t), t ,
q(x, 0) = x,
for all (x, t) D [0, T ]. A straightforward though lengthy calculation (see Chorin
and Marsden [5] or Malham [13]) reveals that the Jacobian of the flow det q =
det x q(x, t) satisfies the system of equations

d
det q = u(q, t) det q.
dt
46
Simon J.A. Malham
Since we assume the flow is incompressible so u = 0, and q(x, 0) = x, we deduce for

all t [0, T ] we have det q 1. This means that for all t [0, T ], q( , , t) SDiff(D),
the group of measure preserving diffeomorphisms on D. If we now differentiate the
evolution equations for q = q(x, t) above with respect to time t and compare this
to the Euler equations, we obtain the following equivalent formulation for the Euler
equations of incompressible flow in terms of q t (x) := q(x, t) for all t [0, T ]:
t = p(q t , t),
q
with the constraint
q t SDiff(D).
We now demonstrate formally how these equations can be realized as a geodesic
flow on SDiff(D) equipped with the L2 (D; Rd ) metric induced from the inner product
v,
L2 (D;Rd )
v dx.
:=
D
We consider SDiff(D) as an infinite dimensional submanifold of Diff(D), the group of

diffeomorphisms on D. By analogy with the finite dimensional case, the curve q : t 7 q t
on SDiff(D) is geodesic if
Tq SDiff(D).
q
Remark 10 Suppose the flow is not constrained and evolves on Diff(D). Then a geodesic
= 0, i.e. Newtons Second Law, as the metric is flat. For
would be characterized by q
the intrinsic velocity field (see below) we would have u/t+(u)u = 0; see Tao [17].
Our goal now is to characterize the vector space orthogonal to Tq SDiff(D). Using the
definition of the flow above, we define the intrinsic velocity field ut (x) = u(x, t) by
ut := q t q 1
t . Using the result for the Jacobian det q above we note that the inner
product h , i above is invariant to transformations x 7 q t (x) SDiff(D). Further,
we can thus characterize
Tq SDiff(D) = u(q t , t) : u(q t , t) = 0 and u n(q t , t) = 0 on D .

Equivalently, since it is the Lie algebra of SDiff(D) which is the vector space of all
smooth divergence-free vector fields parallel to the boundary, we have
Tq SDiff(D) = ut : ut = 0 and ut n = 0 on D .
The HelmholtzHodge Decomposition Theorem tells us that any vector L2 (D, Rd )
can be orthogonally decomposed into a divergence-free vector u parallel to D and a
solenoidal vector p. In other words we can write
= u + p,
where u = 0 and p = p for some scalar field p. See for example Chorin and
Marsden [5, p. 37]. In terms of tangent spaces, we have
Tq Diff(D) = Tq SDiff(D) Tq SDiff(D)
where
Tq SDiff(D)
= p L2 (D, Rd ) : p = p .
t = p(q t , t) for q t SDiff(D), which are the Euler equations

Hence we deduce that q
for incompressible flow.
47
ds
y=y(x)
x 0
x0
surface of
revolution
Fig. 9 Soap film stretched between two concentric rings. The radius of the surface of revolution
is given by y = y(x) for x [x0 , x0 ].
17 Exercises
Exercise (EulerLagrange alternative form)
Show that the EulerLagrange equation is equivalent to
F
d
F
F yx
x
dx
yx

= 0.
Exercise (soap film)

A soap film is stretched between two rings of radius a which lie in parallel planes a
distance 2x0 apartthe axis of symmetry of the two rings is coincidentsee Figure 9.
(a) Explain why the surface area of the surface of revolution is given by
x0
J(y) = 2
1 + (yx )2 dx,
x0
where radius of the surface of revolution is given by y = y(x) for x [x0 , x0 ].

(b) Show that extremizing the surface area J(y) in part (a) leads to the following
ordinary differential equation for y = y(x):
dy
dx
2
= C 2 y 2 1
where C is an arbitrary constant.

(c) Use the substitution y = C cosh and the identity cosh2 sinh2 = 1 to show
that the solution to the ordinary differential equation in part (b) is
y = C cosh C 1 (x + b)
where b is another arbitrary constant. Explain why we can deduce that b = 0.

(d) Using the end-point conditions y = a at x = x0 , discuss the existence of
solutions in relation to the ratio a/x0 .
48
Simon J.A. Malham
Exercise (hanging rope)

We wish to compute the shape y = y(x) of a uniform heavy hanging rope that is
supported at the points (a, 0) and (a, 0). The rope hangs so as to minimize its total
potential energy which is given by the functional
+a
gy
1 + (yx )2 dx,
where is the mass density of the rope and g is the acceleration due to gravity. Suppose
that the total length of the rope is fixed and given by `, i.e. we have a constraint on
the system given by
+a p
1 + (yx )2 dx = `.
(a) Use the method of Lagrange multipliers to show that the EulerLagrange equations in this case is
(yx )2 = c2 (y + )2 1,
where c is an arbitrary constant and the Lagrange multiplier. (Hint: you may find
the alternative form for the EulerLagrange equation more useful here.)
(b) Use the substitution c(y + ) = cosh to show that the solution to the ordinary
differential equation in (a) is
y = c1 cosh c(x + b) ,
for some constant b. Since the problem is symmetric about the origin, what does this
imply about b?
(c) Use the boundary conditions that y = 0 at x = a and the constraint condition,
respectively, to show that
c = cosh(ac),
c ` = 2 sinh(ac).
Under what condition does the second equation have a real solution? What is the
physical significance of this condition?
Exercise (motion of relativistic particles)

A particle with position x(t) R3 at time t prescribes a path that minimizes the
functional
r

Z t1
2
|x|
2
m0 c
1 2 U (x) dt,
c
t0
subject to x(t0 ) = a and x(t1 ) = b. Show the equation of evolution of the particle is
d
dx
m
dt
dt

= U,
where
m= q
m0
1
2
|x|
c2
This is the equation of motion of a relativistic particle in an inertial system, under the
influence of the force U . Note the relativistic mass m of the particle depends on its
velocity. This mass goes to infinity if the particle approaches the velocity of light c.
49
Exercise (central force field)

A particle of mass m moves under the central force F = dV (r)/dr in the spherical
coordinate system such that
x = r cos sin ,
y = r sin sin ,
z = r cos .
The total kinetic energy of the system T = 12 m(x 2 + y 2 + z 2 ) in spherical polar
coordinates is T = 21 m(r 2 + r2 2 + r2 sin2 2 ). Hence the Lagrangian is given by
L = 12 m(r 2 + r2 2 + r2 sin2 2 ) V (r).
From this Lagrangian, show that: (i) the quantity mr2 sin2 is a constant of the
motion (call this h); (ii) the two remaining equations of motion are
h2
d 2
r = 2 2 cot cosec2 ,
dt
m r
h2
1 dV
.
r = r2 + 2 3 cosec2
m dr
m r
Exercise (spherical pendulum)

An inextensible string of length ` is fixed at one end and has a bob of mass m attached
to the other. This bob swings freely under gravity, forming a spherical pendulum.
Explain why the Lagrangian for this system is given by
)
= 1 m`2 (2 + sin2 2 ) + mg` cos ,
L(, , ,
2
where (, ) are spherical angle coordinates centred at the fixed end of the pendulum where measures the angle to the vertical downward direction, and represents
the azimuthal angle. Identify a conserved quantity. Write down the pair of Lagrange
equations and use them to show, first that
m`2 sin2 = constant = K,
and second, the equation of motion is given by
g
= sin +
`
K
m`2
2
cot cosec2 .
There is a solution to the spherical pendulum for which the bob traces out a horizontal
circlei.e. the bob rotates maintaining a fixed angle 0 to the vertical. Show that this
is only possible for values of 0 satisfying

g
`
Does a solution 0 < 0 < exist?
m`2
K
2
sin4 0 = cos 0 .
50
Simon J.A. Malham
Exercise (horizontal Atwood machine)

A string of length ` has a mass m at each end, and passes through a hole in a horizontal
frictionless plane. One mass moves horizontally on the plane, the other hangs vertically
downwards. The Lagrangian for this system has the form
= 1 m(2r 2 + r2 2 ) + mg(` r),
L(r, , r,
)
2
where (r, ) are the plane polar coordinates of the mass that moves on the plane.
(a) Show that the generalized momenta pr and p corresponding to the coordinates
r and , respectively, are given by
pr = 2mr
and
p = mr2 .
(b) Using the results from part (a), show that the Hamiltonian for this system is
given by
p2
p2
H(r, , pr , p ) = r +
mg(` r).
4m
2mr2
(c) Explain why the Hamiltonian H and generalized momentum p are constants
of the motion. Explain why the Hamiltonian equals the total energy of the system.
(d) In light of the information in part (c) above, we can express the Hamiltonian
in the form
p2
H(r, , pr , p ) = r + V (r),
4m
where
V (r) =
p2
mg(` r).
2mr2
In other words, we can now think of the system as a particle moving in a potential
given by V (r).
Sketch V as a function of r. Describe qualitatively the different dynamics for the
particle you might expect to see. (Hint: Use that the Hamiltonian, which is the total
energy, is constant.)
Exercise (pendulum with moving frictionless support)

A pendulum system consists of a light rod, of length `, with a mass M connected at one
end that can slide freely along the x-axis, and a mass m at the other end that swings
freely in the vertical plane containing the x-axissee Figure 10 on the next page. Let
(t) represent the position of the mass M along the x-axis, and (t) the angle the rod
makes with the vertical, at time t.
(a) Show that the Lagrangian for this system is
= 1 M 2 + 1 m(`2 2 + 2 + 2` cos ) + mg` cos .
L(, , ,
)
2
2
(b) Derive explicit expressions for the generalized momenta p and p corresponding to the coordinates and , respectively.
(c) Explain why the Hamiltonian (no need to derive it) and p are constants of the
motion.
51
y
M
Fig. 10 Pendulum with moving frictionless support.
(d) Assume p = 0 (this corresponds to assuming that the centre of mass of the
system is not uniformly translating in the x-direction) and show that
(M + m) = m` sin + A,
where A is an arbitrary constant.
(e) Using the result from part (d), write down Lagranges equation of motion for
the angle = (t).
(f) Using the result for = (t) in part (d) above, show that the position of the
mass m at time t in Cartesian x and y coordinates is given by

x=
M`
M +m

sin +
A
,
M +m
y = ` cos .
What is the shape of this curve with respect to the x and y coordinates?
Exercise (swinging Atwood machine)

The swinging Atwood machine is a mechanism that resembles a simple Atwood machine
except that one of the masses is allowed to swing in a two-dimensional planesee
Figure 11. A string of length `, with a mass M at one end and a mass m at the other,
is stretched over two frictionless pulleys as shown in Figure 11. The mass M hangs
vertically downwards; it only moves up and down. The mass m on the other hand is
free to swing in a vertical plane as shown. The Lagrangian for this system has the form
= 1 (M + m)r 2 + 1 mr2 2 gr(M m cos ),
L(r, , r,
)
2
2
where (r, ) are the plane polar coordinates of the mass m that can swing in the vertical
plane. Here g is the acceleration due to gravity.
pr = (M + m)r
and
p = mr2 .
52
Simon J.A. Malham
Fig. 11 Swinging Atwoods machine: a string of length `, with a mass M at one end and a
mass m at the other, is stretched over two pulleys. The mass M hangs vertically downwards;
it only moves up and down. The mass m is free to swing in a vertical plane.
(b) Using the results from part (a), show that the Hamiltonian for this system is
given by
p2
p2r
+
H(r, , pr , p ) =
+ gr(M m cos ).
2(M + m)
2mr2
(c) Explain why the Hamiltonian H is a constant of the motion. Is the Hamiltonian
H equal to the total energy?
(d) By either using Lagranges equations of motion, or, using Hamiltons equations
of motion, show that the swinging Atwoods machine evolves according to a pair of
second order ordinary differential equations

1
mr2 g(M m cos ) ,
M +m
r = 2r g sin .
r =
Exercise (particle in a cone)

A cone of semi-angle has its axis vertical and vertex downwards, as in Figure 12. A
point mass m slides without friction on the inside of the cone under the influence of
gravity which acts along the negative z direction. The Lagrangian for the particle is
= 1 m r2 2 +
L(r, , r,
)
2
r 2
sin2
mgr
,
tan
where (r, ) are plane polar coordinates as shown in Figure 12.

pr =
mr
sin2
and
p = mr2 .
(b) Show that the Hamiltonian for this system is given by

H(r, , pr , p ) =
p2
sin2 2
mgr
pr +
+
.
2m
tan
2mr2
53
Fig. 12 Particle sliding without friction inside a cone of semi-angle , axis vertical and vertex
downwards.
(c) Explain why the Hamiltonian H and generalized momentum p are constants
of the motion.
(d) In light of the information in part (c) above, we can express the Hamiltonian
in the form
sin2 2
pr + V (r),
H(r, , pr , p ) =
2m
where
p2
mgr
V (r) =
.
+
tan
2mr2
In other words, we can now think of the system as a particle moving in a potential
given by V (r).
Sketch V as a function of r. Describe qualitatively the different dynamics for the
particle you might expect to see.
Exercise (spherical pendulum revisited)

An inextensible string of length ` is fixed at one end and has a bob of mass m attached
to the other. This bob swings freely under gravity, forming a spherical pendulum. Recall
the form of the Lagrangian from the exercise above. Write down the Hamiltonian for
this system, and identify a constant, J, of the motion (distinct from the Hamiltonian,
which is also conserved). If is the angle the string makes with the vertical, show that
the Hamiltonian can be written in the form
H=
p2
+ U ().
2m`2
where and p are the canonical coordinates and U () is the effective potential. Sketch
U () showing that it has a local minimum at 0 , where 0 satisfies,
J
m`
cos 0 = g` sin4 0 .
54
Simon J.A. Malham
Briefly describe the possible behaviour of this system.
Exercise (axisymmetric top)

The axisymmetric top is the spinning top that was once a standard childs toysee
Figure 8 in the notes. It consists of a body of mass m that spins around its axis
of symmetry moving under gravity. It has a fixed point on its axis of symmetryin
Figure 8 it is pivoted at the narrow pointed end that touches the ground. Suppose the
centre of mass is a distance a from the fixed point, and the constant principle moments
of inertia are A = B 6= C. We assume there are no torques about the symmetry or
vertical axes. The configuration of the top is given in terms of the Euler angles (, , )
as shown in Figure 8. Besides spinning about its axis of symmetry, the top typically
precesses about the vertical axis = 0. The Lagrangian for an axisymmetric top has
the form
L = 12 A(2 + 2 sin2 ) + 12 C( + cos )2 mga cos .
Here g is the acceleration due to gravity.
(a) Show that the generalized momenta p , p and p corresponding to the coordinates , and , respectively, are given by
p = A,
p = A sin2 + C cos ( + cos ),
p = C( + cos ).
By looking at the form for the Lagrangian L, explain why p and p are constants of
the motion. Further, explain why we know that the Hamiltonian H is a constant of the
motion as well. Is the Hamiltonian H equal to the total energy?
(b) The Hamiltonian for this system can be expressed in the form (note, you may
take this as given):
p2
H = + U (),
2A
where
p2
(p p cos )2
U () =
+
+ mga cos .
2C
2A sin2
Using the substitution z = cos in the potential U , and recalling from part (a) above
that p , p and H are constants of the motion, show that the motion of the axisymmetric top must at all times satisfy the constraint F (z) = 0 where
F (z) := (p p z)2 + (A/C)p2 + 2Amgaz + p2 2AH (1 z 2 ).
(c) Note that the function F = F (z) in part (b) above is a cubic polynomial in z
and 1 z +1. Assume for the moment that p is fixed (i.e. temporarily ignore that
p = p (t) evolves, and along with = (t), describes the motion of the axisymmetric
top) and thus consider F = F (z) as simply a function of z. Show that F (1) > 0 and
F (+1) > 0. Using this result, explain why, between z = 1 and z = +1, F (z) may
have at most two roots.
(d) Returning to the dynamics of the axisymmetric top, note that U () H and
that U () = H if and only if p = 0, i.e. when = 0. Assuming that, when p = 0,
the function F = F (z) has exactly two roots z1 = cos 1 and z2 = cos 2 , describe the
possible motion of the top in this case.
55
z
y
b
Fig. 13 The goal is to find the path on the surface of the sphere that minimizes the distance
between two arbitrary points a and b that lie on the sphere. It is natural to use spherical polar
coordinates (r, , ) and to take the radial distance to be fixed, say r = r0 with r0 constant.
The angles and are the latitude (measured from the north pole axis) and azimuthal angles,
respectively. We can specify a path on the surface by a function = ().
Exercise (spherical geodesic)

The goal of this problem is to find the path on the surface of the sphere of radius r that
minimizes the distance between two arbitrary points a and b that lie on the sphere.
It is natural to use spherical polar coordinates and to take the radial distance to be
fixed, say r = r0 with r0 constant. The relationship between spherical and cartesian
coordinates is
x = r sin cos ,
y = r sin sin ,
z = r cos ,
where and are the latitude (measured from the north pole axis) and azimuthal
angles, respectively. See the setup in Figure 13. We thus wish to minimize the total
arclength from the point a to the point b on the surface of the sphere, i.e. to minimize
the total arclength functional
ds,
a
where s measures arclength on the surface of the sphere.

(a) The position on the surface of the sphere can be specified by the azimuthal
angle and the latitudinal angle as shown in Figure 13, i.e. we can specify a path
on the surface by a function = (). Use spherical polar coordinates to show that we
can express the total arclength functional in the form
J() := r0
a
1 + sin2 0
2
d,
56
Simon J.A. Malham
where 0 = d/d. Here a and b are the latitude angles

p of the points a and b on the
sphere surface. Hint: you will need to compute ds = (dx)2 + (dy)2 + (dz)2 , though
remember that r = r0 is fixed.
(b) Write down the EulerLagrange equation that the path = () that minimizes
J must satisfy, and hence show that it is equivalent to the following first order ordinary
differential equation:
sin2 0
1 = c,
1 + sin2 (0 )2 2
(c) Note that we can always orient our coordinate system so that a = 0. Using
this initial condition and the EulerLagrange equation in part (b), deduce that the
solution is an arc of a great circle (a great circle is cut out on the surface of a sphere
by a plane that passes through the centre of the sphere).
(d) What is an everyday application of this knowledge?
Acknowledgements
These notes are dedicated to Dr. Frank Berkshire whose enthusiasm and knowledge
inspired me as a student. The lecture notes herein, are largely based on the first half
of Franks Dynamics course that I attended as a third year undergraduate at Imperial
College in the Autumn term of 1989.
References
1. Abraham, R. and Marsden, J.E. 1978 Foundations of mechanics, Second edition, Westview
Press.
2. Agrachev, A., Barilari, D. and Boscain, U. 2013 Introduction to Riemannian and SubRiemannian geometry (from Hamiltonian viewpoint), Preprint SISSA 09/2012/M.
3. Arnold, V.I. 1978 Mathematical methods of classical mechanics, Graduate Texts in Mathematics.
4. Berkshire, F. 1989 Lecture notes on Dynamics, Imperial College Mathematics Department.
5. Chorin, A.J. and Marsden, J.E. 1990 A mathematical introducton to fluid mechanics,
Third edition, SpringerVerlag, New York.
6. Daneri, S. and Figalli, A. 2012 Variational models for the incompresible Euler equations,
7. Evans, L.C. 1998 Partial differential equations Graduate Studies in Mathematics, Volume
19, American Mathematical Society.
8. Jost, J. 2008 Riemannian geometry and geometric analysis, Universitext, Fifth Edition,
Springer.
9. Keener, J.P. 2000 Principles of applied mathematics: transformation and approximation,
Perseus Books.
10. Krantz, S.G. 1999 How to teach mathematics, Second Edition, American Mathematical
Society.
11. Kibble, T.W.B. and Berkshire, F.H. 1996 Classical mechanics, Fourth Edition, Longman.
12. Goldstein, H. 1950 Classical mechanics, AddisonWesley.
13. Malham, S.J.A. 2014 Introductory fluid mechanics,
http://www.macs.hw.ac.uk/simonm/fluidsnotes.pdf
14. McCallum, W.G. et. al. 1997 Multivariable calculus, Wiley.
15. Marsden, J.E. and Ratiu, T.S. 1999 Introduction to mechanics and symmetry, Second
edition, Springer.
16. Montgomery, R. 2002 A tour of subRiemannian geometries, their geodesics and applications, Mathematical Surveys and Monographs, Volume 91, American Mathematical Society.
17. Tao, T. 2010 The Euler-Arnold Equation,
http://terrytao.wordpress.com/2010/06/07/the-euler-arnold-equation/
18. http://en.wikipedia.org/wiki/Dido (Queen of Carthage)

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Lecture notes

An introduction to Lagrangian and Hamiltonian mechanics

Simon J.A. Malham (6th March 2014)

Simon J.A. Malham

2.1 Example (Euclidean geodesic)

2.2 Example (Brachistochrome problem; John and James Bernoulli 1697)

Lagrangian and Hamiltonian mechanics

Simon J.A. Malham

3.1 Classical variational problem

Theorem 1 (EulerLagrange equations) The function u = u(x) that extremizes the

F (x, y(x; ), yx (x; )) dx

The integration by parts formula tells us that

Lagrangian and Hamiltonian mechanics

If we now set  = 0, the condition for u to be a critical point of J is

3.2 Useful lemma

for x [z, z],

which is a continuously differentiable function, implies

(x) (x z)2 (z x)2 dx > 0,

Simon J.A. Malham

3.4 Solution (Euclidean geodesic)

Lagrangian and Hamiltonian mechanics

are equivalent to the following alternative formulation of the EulerLagrange equations

4.2 Special cases

for some arbitrary constant c.

Simon J.A. Malham

4.3 Solution (Brachistochrome problem)

Hence in this case, the integrand is

Now substituting the form for F into this gives

We can now rearrange this equation so that

Lagrangian and Hamiltonian mechanics

y1 , then this equation becomes

5.1 Higher derivatives

F (x, y, yx , yxx ) dx,

Simon J.A. Malham

5.2 Multiple dependent variables

Necessarily the extremizing curve y satisfies a set of EulerLagrange equations, which

5.3 Multiple independent variables

subject to y being fixed at the boundary of the domain . Note here y x y

Lagrangian and Hamiltonian mechanics

Here x is the usual divergence gradient operator with respect to x, and

Example (Laplaces equation)

In this case the integrand of the functional J is

Example (stretched vibrating string)

Simon J.A. Malham

where t1 and t2 are two arbitrary times. In this case, with

6.1 Constrained optimization problem

Lagrangian and Hamiltonian mechanics

Note that the graph y = f (x) of the function f represents a hyper-surface in

6.2 Method of Lagrange multipliers

Simon J.A. Malham

6.3 Geometric intuition

Notice that here we have three equations in three unknowns x, y, .

7 Constrained variational problems

7.1 Constrained variational problem

Lagrangian and Hamiltonian mechanics

Find the extrema of the functional

where y = (y1 , . . . , yN )T RN subject to the set of m constraints, for k =

k (x) Gk (x, y) dx.

The integrand of this functional is

k (x) Gk (x, y),

where = (1 , . . . , m )T . We know from the classical variational problem that if (y, )

Simon J.A. Malham

7.2 Integral constraints

for k = 1, . . . , m, then set

F (x, y(x; ), yx (x; )) dx

If we now set = 0, the condition for u to be a critical point of J is