# Analytical mechanics

In mathematical physics, analytical mechanics is a term used for a refined, mathematical form of classical mechanics, constructed from the 18th century onwards as a formulation of the subject as founded by Isaac Newton and Galileo Galilei. Often the term vectorial mechanics is applied to the form based on Newton's work, to contrast it with analytical mechanics which uses two scalar properties of motion, the kinetic and potential energies, instead of vector forces, to analyze the motion.[1]

The subject has two principal parts: Lagrangian mechanics and Hamiltonian mechanics, both tightly intertwined.

Analytical mechanics was primarily developed to extend the scope of classical mechanics in a systematic, generalized and efficient way to solve problems using the concept of constraints on systems and path integrals. However, the concepts led theoretical physicists, in particular Schrödinger, Dirac, Heisenberg and Feynman, to the development of quantum mechanics, and its refinement - quantum field theory. Applications and extensions also reach into Einstein's general relativity, and chaos theory. A very general result from classical analytical mechanics is Noether's theorem, which fuels much of modern theoretical physics.

## Intrinsic motion

Generalized coordinates and constraints

In Newtonian mechanics, it is customary to use fully all three Cartesian coordinates (or other 3d coordinate systems) to define the position of a particle. In a mechanical situation - there are normally constraints of motion (i.e. some external structure or system preventing motion in certain directions), so using a full set of Cartesian coordinates is often unnecessary: they will be related to each other by equations corresponding to the constraints.

In the Lagrangian and Hamiltonian formalisms, the constraints of the situation are incorporated into the geometry of the motion, and in doing so the number of coordinates is reduced to only the minimum number needed to define the motion. There are almost always multiple choices of this - it makes no difference which is chosen; so the description of motion can be very simple if the most convenient set is used. These are known as generalized coordinates, denoted qi (for i = 1, 2, 3...).[2]

Difference between curvillinear and generalized coordinates

Generalized coordinates incorporate constraints on the system. There is one generalized coordinate qi for each degree of freedom (for convenience labelled by an index i = 1, 2...N), i.e. each way the system can change its configuration; as curvilinear lengths or angles of rotation. Generalized coordinates are not the same as curvilinear coordinates. The number of curvilinear coordinates equals the dimension of the position space in question (usually 3 for 3d space), while the number of generalized coordinates is not necessarily equal to this dimension; constraints can reduce the number of degrees of freedom (hence the number of generalized coordinates required to define the configuration of the system), following the general rule:[3]

[dimension of position space (usually 3)] × [number of constituents of system ("particles")] − (number of constraints)
= (number of degrees of freedom) = (number of generalized coordinates)

For a system with N degrees of freedom, the generalized coordinates can be collected into an N-tuple:

$\bold{q} = (q_1,q_2,\cdots q_N)$

and the time derivative (here denoted by an overdot) of this tuple give the generalized velocities:

$\frac{d\bold{q}}{dt} = \left(\frac{dq_1}{dt},\frac{dq_2}{dt},\cdots \frac{dq_N}{dt}\right) \equiv \bold{\dot{q}} = (\dot{q}_1,\dot{q}_2,\cdots \dot{q}_N)$.
D'Alembert's principle

The foundation which the subject is built on is D'Alembert's principle.

This principle states that infinitesimal virtual work done by a force is zero, which is the work done by a force consistent with the constraints of the system. The idea of a constraint is useful - since this limits what the system can do, and can provide steps to solving for the motion of the system. The equation for D'Alembert's principle is:

$\delta W = \boldsymbol{\mathcal{Q}}\cdot\delta\bold{q} = 0 \,,$

where

$\boldsymbol{\mathcal{Q}} = (\mathcal{Q}_1,\mathcal{Q}_2,\cdots \mathcal{Q}_N)$

are the generalized forces (script Q instead of ordinary Q is used here to prevent conflict with canonical transformations below) and q are the generalized coordinates. This leads to the generalized form of Newton's laws in the language of analytical mechanics:

$\boldsymbol{\mathcal{Q}} = \frac{\mathrm{d}}{\mathrm{d}t} \left ( \frac {\partial T}{\partial \bold{\dot{q}}} \right ) - \frac {\partial T}{\partial \bold{q}}\,,$

where T is the total kinetic energy of the system, and the notation

$\frac {\partial }{\partial \bold{q}}=\left(\frac{\partial }{\partial q_1},\frac{\partial }{\partial q_2},\cdots \frac{\partial }{\partial q_N}\right)$

is a useful shorthand (see matrix calculus for this notation).

Holonomic constraints

If the curvilinear coordinate system is defined by the standard position vector r, and if the position vector can be written in terms of the generalized coordinates q and time t in the form:

$\bold{r} = \bold{r}(\bold{q}(t),t)$

and this relation holds for all times t, then q are called Holonomic constraints.[4] Vector r is explicitly dependent on t in cases when the constraints vary with time, not just because of q(t). For time-independent situations, the constraints are also called scleronomic, for time-dependent cases they are called rheonomic.[3]

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## Lagrangian mechanics

Lagrangian and Euler-Lagrange equations

The introduction of generalized coordinates and the fundamental Lagrangian function:

$L(\bold{q},\bold{\dot{q}},t) = T(\bold{q},\bold{\dot{q}},t) - V(\bold{q},\bold{\dot{q}},t)$

where T is the total kinetic energy and V is the total potential energy of the entire system, then either following the calculus of variations or using the above formula - lead to the Euler-Lagrange equations;

$\frac{d}{dt}\left(\frac{\partial L}{\partial \bold{\dot{q}}}\right) = \frac{\partial L}{\partial \bold{q}} \,,$

which are a set of N second-order ordinary differential equations, one for each qi(t).

This formulation identifies the actual path followed by the motion as a selection of the path over which the time integral of kinetic energy is least, assuming the total energy to be fixed, and imposing no conditions on the time of transit.

Configuration space

The Lagrangian formulation uses the configuration space of the system, the set of all possible generalized coordinates:

$\mathcal{C} = \{ \bold{q} \in \mathbb{R}^N \}\,,$

where $\mathbb{R}^N$ is N-dimensional real space (see also set-builder notation). The particular solution to the Euler-Lagrange equations is called a (configuration) path or trajectory, i.e. one particular q(t) subject to the required initial conditions. The general solutions form a set of possible configurations as functions of time:

$\{ \bold{q}(t) \in \mathbb{R}^N \,:\,t\ge 0,t\in \mathbb{R}\}\subseteq\mathcal{C}\,,$

The configuration space can be defined more generally, and indeed more deeply, in terms of topological manifolds and the tangent bundle.

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## Hamiltonian mechanics

Hamiltonian and Hamilton's equations

The Legendre transformation of the Lagrangian replaces the generalized coordinates and velocities (q, ) with (q, p); the generalized coordinates and the generalized momenta conjugate to the generalized coordinates:

$\bold{p} = \frac{\partial L}{\partial \bold{\dot{q}}} = \left(\frac{\partial L}{\partial \dot{q}_1},\frac{\partial L}{\partial \dot{q}_2},\cdots \frac{\partial L}{\partial \dot{q}_N}\right) = (p_1, p_2\cdots p_N)\,,$

and introduces the Hamiltonian (which is in terms of generalized coordinates and momenta):

$H(\bold{q},\bold{p},t) = \bold{p}\cdot\bold{\dot{q}} - L(\bold{q},\bold{\dot{q}},t)$

where denotes the dot product, also leading to Hamilton's equations:

$\bold{\dot{p}} = - \frac{\partial H}{\partial \bold{q}}\,,\quad \bold{\dot{q}} = + \frac{\partial H}{\partial \bold{p}} \,,$

which are now a set of 2N first-order ordinary differential equations, one for each qi(t) and pi(t). Another result from the Legendre transformation relates the time derivatives of the Lagrangian and Hamiltonian:

$\frac{dH}{dt}=-\frac{\partial L}{\partial t}\,,$

which is often considered one of Hamilton's equations of motion additionally to the others. The generalized momenta can be written in terms of the generalized forces in the same way as Newton's second law:

$\bold{\dot{p}} = \boldsymbol{\mathcal{Q}}\,.$
Generalized momentum space

Analogous to the configuration space, the set of all momenta is the momentum space (technically in this context; generalized momentum space):

$\mathcal{M} = \{ \bold{p}\in\mathbb{R}^N \}\,.$

"Momentum space" also refers to "k-space"; the set of all wave vectors (given by De Broglie relations) as used in quantum mechanics and theory of waves: this is not referred to in this context.

Phase space

The set of all positions and momenta form the phase space;

$\mathcal{P} = \mathcal{C}\times\mathcal{M} = \{ (\bold{p},\bold{q})\in\mathbb{R}^{2N} \} \,,$

that is, the cartesian product × of the configuration space and generalized momentum space.

A particular solution to Hamilton's equations is called a phase path, i.e. a particular curve (q(t),p(t)), subject to the required initial conditions. The set of all phase paths, i.e. general solution to the differential equations, is the phase portrait:

$\{ (\bold{p}(t),\bold{q}(t))\in\mathbb{R}^{2N}\,:\,t\ge0, t\in\mathbb{R} \} \subseteq \mathcal{P}\,,$

Likewise, the phase space can be defined more deeply using topological manifolds and the cotangent bundle.

As the system evolves, q traces a path through configuration space (only some are shown). The path taken by the system (red) has a stationary action (δS = 0) under small changes in the configuration of the system (δq).[5]
Principle of least action

The Hamiltonian formulation is more general, allowing time-varying energy, identifying the path followed to be the one with stationary action. This is known as the principle of least action:[6]

$\delta\mathcal{S} = \delta\int_{t_1}^{t_2} L(\bold{q},\bold{\dot{q}},t) dt = 0\,,$

holding the departure t1 and arrival t2 times fixed.[1] The term action has various meanings. This definition is only one, and corresponds specifically to an integral of the Lagrangian of the system. The term "path" or "trajectory" refers to the time evolution of the system as a path through configuration space $\mathcal{C}$, i.e. q(t) tracing out a path in $\mathcal{C}$. The path for which action is least is the path taken by the system.

From this principle, all equations of motion in classical mechanics can be derived. Generalizations of these approaches underlie the path integral formulation of quantum mechanics,[7][8] and is used for calculating geodesic motion in general relativity.[9]

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## Properties of the Lagrangian and Hamiltonian functions

Following are overlapping properties between the Lagrangian and Hamiltonian functions.[3][10]

• All the individual generalized coordinates qi(t), velocities i(t) and momenta pi(t) for every degree of freedom are mutually independent. Explicit time-dependence of a function means the function actually includes time t as a variable in addition to the q(t), p(t), not simply as a parameter through q(t) and p(t), which would mean explicit time-independence.
• The Lagrangian is invariant under addition of the total time derivative of any function of q and t, that is:
$L' = L +\frac{d}{dt}F(\bold{q},t) \,,$
so each Lagrangian L and L' describe exactly the same motion.
• Analogously, the Hamiltonian is invariant under addition of the partial time derivative of any function of q, p and t, that is:
$K = H + \frac{\partial}{\partial t}G(\bold{q},\bold{p},t) \,,$
(K is a frequently used letter in this case). This property is used in canonical transformations (see below).
• If the Lagrangian is independent of some generalized coordinates, then the generalized momenta conjugate to those coordinates are constants of the motion, i.e. are conserved, this immediately follows from Lagrange's equations:
$\frac{\partial L}{\partial q_j }=0\,\rightarrow \,\frac{dp_j}{dt} = \frac{\partial L}{\partial \dot{q}_j}=0$
Such coordinates are "cyclic" or "ignorable". It can be shown that the Hamiltonian is also cyclic in exactly the same generalized coordinates.
• If the Lagrangian is time-independent the Hamiltonian is also time-independent (i..e both are constant in time).
• If the kinetic energy is a homogeneous function (of degree 2 - quadratic) of the generalized velocities and the Lagrangian is explicitly time-independent:
$T((\lambda \dot{q}_i)^2, (\lambda \dot{q}_j \lambda \dot{q}_k), \bold{q}) = \lambda^2 T(\dot{q}_i, \dot{q}_j\dot{q}_k, \bold{q})\,,\quad L(\bold{q},\bold{\dot{q}})\,,$
where λ is a constant, then the Hamiltonian will be the total conserved energy, equal to the total the kinetic and potential energies of the system:
$H=T+V=E\,.$
This is the basis for the Schrödinger equation, inserting quantum operators directly obtains it.
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## Hamiltonian-Jacobi mechanics

Canonical transformations

The invariance of the Hamiltonian (under addition of the partial time derivative of an arbitrary function of p, q, and t)allows the Hamiltonian in one set of coordinates q and momenta p to be transformed into a new set Q = Q(q, p, t) and P = P(q, p, t), in four possible ways:

\begin{align} & K(\bold{Q},\bold{P},t) = H(\bold{q},\bold{p},t) + \frac{\partial }{\partial t}G_1 (\bold{q},\bold{Q},t)\\ & K(\bold{Q},\bold{P},t) = H(\bold{q},\bold{p},t) + \frac{\partial }{\partial t}G_2 (\bold{q},\bold{P},t)\\ & K(\bold{Q},\bold{P},t) = H(\bold{q},\bold{p},t) + \frac{\partial }{\partial t}G_3 (\bold{p},\bold{Q},t)\\ & K(\bold{Q},\bold{P},t) = H(\bold{q},\bold{p},t) + \frac{\partial }{\partial t}G_4 (\bold{p},\bold{P},t)\\ \end{align}

With the restriction on P and Q such that the transformed Hamiltonian system is:

$\bold{\dot{P}} = - \frac{\partial K}{\partial \bold{Q}}\,,\quad \bold{\dot{Q}} = + \frac{\partial K}{\partial \bold{P}} \,,$

the above transformations are called canonical transformations, each function Gn is called a generating function of the "nth kind" or "type-n". The transformation of coordinates and momenta can allow simplification for solving Hamilton's equations for a given problem.

The Poisson bracket

The choice of Q and P is completely arbitrary, but not every choice leads to a canonical transformation. A simple test to check if a transformation qQ and pP is canonical is to calculate the Poisson bracket, defined by:

$\{Q_i,P_i\} \equiv \{Q_i,P_i\}_{\bold{p},\bold{q}} = \frac{\partial Q_i}{\partial \bold{q}}\cdot\frac{\partial P_i}{\partial \bold{p}} - \frac{\partial Q_i}{\partial \bold{p}}\cdot\frac{\partial P_i}{\partial \bold{q}}\,,$

and if it's unity:

$\{Q_i,P_i\} = 1$

for all i = 1, 2,...N, then the transformation is canonical, else it is not.[3]

Calculating the total derivative of an arbitrary function A = A(q, p, t) and substituting Hamilton's equations into the result leads to:

$\frac{dA}{dt} = \{A,H\} + \frac{\partial A}{\partial t}\,.$

The Poission bracket has a foundation in quantum mechanics: Dirac's canonical quantization replaces the Poisson bracket with the commutator of quantum operators, denoted by hats (^):

$\{Q_i,P_i\} \rightarrow \frac{1}{i\hbar}[\hat{Q}_i,\hat{P}_i]\,,$

and the previous equation in A is closely related to the equation of motion in the Heisenberg picture.

The Hamilton-Jacobi equation

By setting the canonically transformed Hamiltonian K = 0, and the type-2 generating function equal to Hamilton's principle function (also the action $\mathcal{S}$) plus an arbitrary constant C:

$G_2(\bold{q},t) = \mathcal{S}(\bold{q},t) + C\,,$

the generalized momenta become:

$\bold{p} = \frac{\partial\mathcal{S}}{\partial \bold{q}}$

and P is constant, then the Hamiltonian-Jacobi equation (HJE) can be derived from the type-2 canonical transformation:

$H = - \frac{\partial\mathcal{S}}{\partial t}$

where H is the Hamiltonian as before:

$H = H(\bold{q},\bold{p},t) = H\left(\bold{q},\frac{\partial\mathcal{S}}{\partial \bold{q}},t\right)$

Another function named after Hamilton is Hamilton's characteristic function

$W(\bold{q})=\mathcal{S}(\bold{q},t) + Et$

used to solve the HJE by additive separation of variables for a time-independent Hamiltonian H.

The study of the solutions of the Hamilton-Jacobi equations leads naturally to the study of symplectic manifolds and symplectic topology.[11][12] In this formulation, the solutions of the Hamilton–Jacobi equations are the integral curves of Hamiltonian vector fields.

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## Extensions to classical field theory

Lagrangian field theory

Replacing the generalized coordinates by scalar fields φ(r, t), and introducing the Lagrangian density $\mathcal{L}$ (Lagrangian per unit volume), in which the Lagrangian is the volume integral of it:[8][13]

$L(\varphi,\partial_\mu \varphi) = \int_\mathcal{V} \mathcal{L}(\varphi,\partial_\mu \varphi) dV \,,$

where ∂μ denotes the 4-gradient, the Euler-Lagrange equations can be extended to classical fields (such as Newtonian gravity and classical electromagnetism):

$\partial_\mu\left[\frac{\partial \mathcal{L}}{\partial[\partial_\mu \varphi]}\right] = \frac{\partial \mathcal{L}}{\partial \varphi}\,,$

where the summation convention has been used. This formulation is an important basis for quantum field theory - by replacing wavefunctions with scalar fields.

Hamiltonian field theory

The corresponding momentum field density conjugate to the field φ(r, t) is:[8]

$\pi(\bold{r},t) = \frac{\partial \mathcal{L}}{\partial \dot{\varphi}}\,.$

The Hamiltonian density $\mathcal{H}$ (Hamiltonian per unit volume) is likewise;

$H(\varphi,\partial_\mu \varphi) = \int_\mathcal{V} \mathcal{H}(\varphi,\partial_\mu \varphi) dV \,,$

and satisfies analogously:

$\mathcal{H}(\bold{r},t) = \varphi(\bold{r},t)\pi(\bold{r},t) - \mathcal{L}(\bold{r},t)\,.$
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## Routhian mechanics

To remove the cyclic coordinates mentioned above, the Routhian can be defined:[3]

$R=L-\bold{p}\cdot\bold{\dot{q}}\,,$

which is like a Lagrangian, only with N − 1 degrees of freedom. The Routhian density satisfies:

$R(\varphi,\partial_\mu \varphi) = \int_\mathcal{V} \mathcal{R}(\varphi,\partial_\mu \varphi)dV\,,$

also:

$\mathcal{R}(\bold{r},t) = \mathcal{L}(\bold{r},t)-\pi(\bold{r},t)\varphi(\bold{r},t)\,.$
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## Symmetry, conservation, and Noether's theorem

Symmetry transformations in classical space and time

Each transformation can be described by an operator (i.e. function acting on the position r or momentum p variables to change them). The following are the cases when the operator does not change r or p, i.e. symmetries.[7]

Transformation Operator Position Momentum
Translational symmetry $X(\bold{a})$ $\bold{r}\rightarrow \bold{r} + \bold{a}$ $\bold{p}\rightarrow \bold{p}$
Time translations $U(t_0)$ $\bold{r}(t)\rightarrow \bold{r}(t+t_0)$ $\bold{p}(t)\rightarrow \bold{p}(t+t_0)$
Rotational invariance $R(\bold{\hat{n}},\theta)$ $\bold{r}\rightarrow R(\bold{\hat{n}},\theta)\bold{r}$ $\bold{p}\rightarrow R(\bold{\hat{n}},\theta)\bold{p}$
Galilean transformations $G(\bold{v})$ $\bold{r}\rightarrow \bold{r} + \bold{v}t$ $\bold{p}\rightarrow \bold{p} + m\bold{v}$
Parity $P$ $\bold{r}\rightarrow -\bold{r}$ $\bold{p}\rightarrow -\bold{p}$
T-symmetry $T$ $\bold{r}\rightarrow \bold{r}(-t)$ $\bold{p}\rightarrow -\bold{p}(-t)$

where R(, θ) is the rotation matrix about an axis defined by the unit vector and angle θ.

Noether's theorem

Noether's theorem states that a continuous symmetry transformation of the action corresponds to a conservation law, i.e. the action (and hence the Lagrangian) doesn't change under a transformation parameterized by a parameter s:

$L[q(s,t), \dot{q}(s,t)] = L[q(t), \dot{q}(t)]$

the Lagrangian describes the same motion independent of s, which can be length, angle of rotation, or time. The corresponding momenta to q will be conserved.[3]

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## References and notes

1. ^ a b Cornelius Lanczos (1970). The variational principles of mechanics (4rth Edition ed.). New York: Dover Publications Inc. Introduction, pp. xxi–xxix. ISBN 0-486-65067-7.
2. ^ The Road to Reality, Roger Penrose, Vintage books, 2007, ISBN 0-679-77631-1
3. Analytical Mechanics, L.N. Hand, J.D. Finch, Cambridge University Press, 2008, ISBN 978 0 521 57572 0
4. ^ McGraw Hill Encyclopaedia of Physics (2nd Edition), C.B. Parker, 1994, ISBN 0-07-051400-3
5. ^ R. Penrose (2007). The Road to Reality. Vintage books. p. 474. ISBN 0-679-77631-1.
6. ^ Encyclopaedia of Physics (2nd Edition), R.G. Lerner, G.L. Trigg, VHC publishers, 1991, ISBN (Verlagsgesellschaft) 3-527-26954-1, ISBN (VHC Inc.) 0-89573-752-3
7. ^ a b Quantum Mechanics, E. Abers, Pearson Ed., Addison Wesley, Prentice Hall Inc, 2004, ISBN 9780131461000
8. ^ a b c Quantum Field Theory, D. McMahon, Mc Graw Hill (USA), 2008, ISBN 978-0-07-154382-8
9. ^ Relativity, Gravitation, and Cosmology, R.J.A. Lambourne, Open University, Cambridge University Press, 2010, ISBN 9-780521-131384
10. ^ Classical Mechanics, T.W.B. Kibble, European Physics Series, McGraw-Hill (UK), 1973, ISBN 07-084018-0
11. ^ VI Arnolʹd (1989). Mathematical methods of classical mechanics (2nd Edition ed.). Springer. Chapter 8. ISBN 978-0-387-96890-2.
12. ^ C Doran & A Lasenby (2003). Geometric algebra for physicists. Cambridge University Press. p. §12.3, pp. 432–439. ISBN 978-0-521-71595-9.
13. ^ Gravitation, J.A. Wheeler, C. Misner, K.S. Thorne, W.H. Freeman & Co, 1973, ISBN 0-7167-0344-0
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