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Minimization and classical mechanics

Classical mechanics rests upon Newton's Laws. A central theme in more advanced treatments (called analytical mechanics) is the connection of Newton's Laws to an action principle. Mathematically, this is a simple application of what we have developed above.

Take a single particle that is free to move along a line, under the influence of a force derivable from a potential. If x(t) is the coordinate of the particle, then its kinetic energy is

equation232

where we use the notation tex2html_wrap_inline974 for the velocity. The potential energy is V(x), so that the force acting on the particle is tex2html_wrap_inline978 .

Given the position x and velocity tex2html_wrap_inline982 of the particle at any given time, we can define a new function called the Lagrangian,

  equation239

Now consider the following boundary value problem: Given that the particle is known to be at position tex2html_wrap_inline984 at time tex2html_wrap_inline986 , and at some other position tex2html_wrap_inline988 at a later time tex2html_wrap_inline990 , where was the particle at the times in between, that is, what is the function x(t)--the trajectory--for tex2html_wrap_inline994 ? According to Hamilton, we begin by defining the action of a trajectory as the following functionalgif of x(t):

  equation246

Hamilton's Principle of Least Action states that the true trajectory x(t) is that function that minimizes the action (31).

How does one minimize a function y(x)? One looks for points where its derivative vanishes. How does one minimize a functional? The same! Hamilton's Principle can be written as

  equation254

for all tex2html_wrap_inline994 . The action S is precisely of the form (19), where Euler's formula applies, so (32) is equivalent to

  equation261

This is called the Euler-Lagrange equation of the action (31), or simply the Lagrange equation.gif

Let's show that this really works. Inserting the Lagrangian (30) into the Lagrange equation (33), we obtain

  equation275

which is just F=ma. This is a second-order ordinary differential equation for x(t). To complete the minimization of the action, one must solve (34) for x(t) (this is the hard part!) to get a solution containing two arbitrary constants; then these constants are fixed by the boundary values tex2html_wrap_inline1012  and  tex2html_wrap_inline1014 .

This was a rather trivial example, but it does constitute a proof (in reverse) of Hamilton's Principle for this simple case. The real power of the Lagrangian method as derived from Least Action can only be felt when the mechanical system is complex, and we leave this to a course in Analytical Mechanics.

It should be noted that setting tex2html_wrap_inline1034 does not necessarily lead to a minimum of the action. It could just as well be a maximum or a saddle point, depending on the signs of the second derivatives at the solution. Fortunately, Hamilton's Principle, while it is often called the Principle of Least Action, does not really require a minimum of S but only a stationary point, which means that any solution of tex2html_wrap_inline1034 will do. As we have seen, this is just what gets us back to Newton's Second Law, which is all that is needed.

This example, Hamilton's Principle in mechanics, shows the most common application of functional differentiation, namely, finding the minimum (or at least a stationary point) of a functional. Hamilton's Principle is but one example of a variational principle, a theme which recurs in many fields of physics. In optics one has Fermat's Law of Least Time; in quantum mechanics one has the Rayleigh-Ritz variational method and Schwinger's action principle; and in classical mechanics there are other forms of Least Action in other contexts. Most mathematics textbooks discuss functional methods with these applications in mind, so they treat only the minimization problem and not the wider range of application of functional differentiation. The most common name for this subject in the textbooks is calculus of variations.

A slightly more complex case is that of a particle free to move in three dimensions, so that it has three coordinates tex2html_wrap_inline1040 . Then the action is a functional of the three functions x,y,z,

equation287

The Lagrange equations come from varying separately with respect to x, y, and z,

  equation294

with another equation for y(t) and another for z(t). The three equations can be summarized as

equation305

The first tex2html_wrap_inline1054 is just the ordinary gradient, containing derivatives with respect to the components of r; the second tex2html_wrap_inline1054 contains derivatives with respect to the components of tex2html_wrap_inline1058 :

equation313

Example.
Take a particle in a central potential, for which

equation635

Then

eqnarray638

and so the Lagrange equations are

equation644

Of course, the problem can also be done component by component, using (36) and its siblings.


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Next: Field theory Up: Functionals Previous: The Euler equation