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Chapter07 PDF
Chapter07 PDF
Chapter 7
Hamilton's Principle - Lagrangian and Hamiltonian Dynamics
Many interesting physics systems describe systems of particles on which many forces are
acting. Some of these forces are immediately obvious to the person studying the system since they
are externally applied. Other forces are not immediately obvious, and are applied by the external
constraints imposed on the system. These forces are often difficult to quantify, but the effect of
these forces is easy to describe. Trying to describe such a system in terms of Newton's equations
of motion is often difficult since it requires us to specify the total force. In this Chapter we will
see that describing such a system by applying Hamilton's principle will allow us to determine the
equation of motion for system for which we would not be able to derive these equations easily on
the basis of Newton's laws. We should stress however, that Hamilton's principle does not provide
us with a new physical theory, but it allows us to describe the existing theories in a new and elegant
framework.
Hamilton's Principle
The evolution of many physical systems involves the minimization of certain physical
quantities. We already have encountered an example of such a system, namely the case of
refraction where light will propagate in such a way that the total time of flight is minimized. This
same principle can be used to explain the law of reflection: the angle of incidence is equal to the
angle of reflection.
The minimization approach to physics was formalized in detail by Hamilton, and resulted in
Hamilton's Principle which states:
" Of all the possible paths along which a dynamical system may more from one point to
another within a specified time interval (consistent with any constraints), the actual path
followed is that which minimizes the time integral of the difference between the kinetic and
potential energies. "
t2
δ ∫ (T − U ) dt = 0
t1
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Physics 235 Chapter 7
t2
δ ∫ L ( xi , x!i ) dt = 0
t1
In Chapter 6 we have developed the theory required to solve problems of this type and found that
the Lagrangian must satisfy the following relation:
∂L d ∂L
− =0
∂xi dt ∂ x!i
These last equations are called the Lagrange equations of motion. Note that in order to generate
these equations of motion, we do not need to know the forces. Information about the forces is
included in the details of the kinetic and potential energy of the system.
Consider the example of a plane pendulum. For this system, there is only one coordinate we
need to specify, namely the polar angle q. The kinetic energy T of the pendulum is equal to
1 2 !2
T= ml θ
2
1 2 !2
L = T −U = ml θ − mgl (1− cosθ )
2
∂L d ∂L
= −mgl sin θ − ( ml 2θ! ) = −mgl sin θ − ml 2θ!! = 0
d
−
!
∂θ dt ∂θ dt
or
g
θ!! + sin θ = 0
l
This equation is of course the same equation we can find by applying Newton's force laws. I this
example, the only coordinate that was used was the polar angle q. Even though the pendulum is a
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Physics 235 Chapter 7
3-dimensional system, the constraints imposed upon its motion reduced the number of degrees of
freedom from 3 to 1.
Generalized Coordinates
If we try to describe a system of n particles, we need in general 3n coordinates to specify the
position of its components. If external constraints are imposed on the system, the number of
degrees of freedom may be less. If there are m constraints applied, the number of degrees of
freedom will be 3n - m. The coordinates do not need to be the coordinates of a coordinate system,
but can be any set of quantities that completely specifies the state of the system. The state of the
system is thus full specified by a point in the configuration space (which is a 3n - m dimensional
space). The time evolution of the system can be described by a path in the configuration space.
The generalized coordinates of a system are written as q1, q2, q3, …… The generalized
coordinates are of course related to the physical coordinates of the particles being described:
( )
xα ,i = xα ,i ( q1 ,q2 ,q3 ,....,t ) = xα ,i q j ,t
where i = 1, 2, 3 and a = 1, 2, ….., n. Since the generalized coordinates in general will depend on
time, we can also introduce the generalized velocities. The physical velocities will depends on the
generalized velocities:
(
x!α ,i = x!α ,i q j , q! j ,t )
" Of all the possible paths along which a dynamical system may more from one point to
another in configuration space within a specified time interval (consistent with any
constraints), the actual path followed is that which minimizes the time integral of the
Lagrangian function for the system. "
Thus
t2
δ ∫ L ( qi , q!i ,t ) dt = 0
t1
and
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Physics 235 Chapter 7
∂L d ∂L
− =0
∂qi dt ∂q!i
When we use the Lagrange's equations to describe the evolution of a system, we must recognize
that these equations are only correct of the following conditions are met:
1. the force acting on the system, except the forces of constraint, must be derivable from one
or more potentials.
2. the equations of constraint must be relations that connect the coordinates of the particles,
and may be time dependent (note: this means that they are independent of velocity).
Constraints that do not depend on velocity are called holonomic constraints. There are two
different types of holonomic constraints:
1. fixed or scleronomic constraints: constraints that do not depend on time.
2. moving or rheonomic constraints: constraints that depend on time.
If we choose (r,q) as the generalized coordinates, the kinetic energy of the particle is
T=
1
2
( ) 1
(
m x! 2 + y! 2 = m r! 2 + r 2θ! 2
2
) (7.4.1)
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Physics 235 Chapter 7
∂U
f =− (7.4.2)
∂r
we find
A α
U= r (7.4.3)
α
L=
1
2
( )
A
m r! 2 + r 2θ! 2 − rα
α
(7.4.4)
r − mrθ! 2 + Arα −1 = 0
m!! (7.4.5)
d
dt
(
mr 2θ! = 0 ) (7.4.6)
Since mr 2θ! = ℓ is identified as the angular momentum, (7.4.6) implies that angular momentum is
conserved. Now, if we use !, we can write (7.4.5) as
ℓ2
r−
m!! 3
+ Arα −1 = 0 (7.4.7)
mr
r!ℓ 2
r−
m!r!! + A!r rα −1 = 0 (7.4.8)
mr 3
which is equivalent to
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Physics 235 Chapter 7
d ⎡1 2⎤ d ⎡ ℓ2 ⎤ d ⎡ A α ⎤
dt ⎢⎣ 2
m!
r ⎥ dt ⎢ 2mr 2 ⎥ + dt ⎢ α r ⎥ = 0
+ (7.4.9)
⎦ ⎣ ⎦ ⎣ ⎦
Therefore,
d
dt
(T + U ) = 0 (7.4.10)
sin θ1 U − U2
= 1+ 1
sin θ 2 T1
where T1 = (1/2)mv12,
Let us choose the (x, y) coordinates so that the two regions are divided by the y axis:
⎡ U1 x<0
U ( x) = ⎢
⎢U x>0
⎣ 2
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Physics 235 Chapter 7
If we consider the potential energy as a function of x as above, the Lagrangian of the particle is
L=
1
2
( )
m x! 2 + y! 2 − U ( x ) (7.8.1)
dU ( x )
x+
m!! =0 (7.8.2)
dx
y=0
m!! (7.8.3)
d dp dp dx px dpx
x=
m!! mx! = x = x = (7.8.4)
dt dt dx dt m dx
(7.8.2) becomes
px dpx dU ( x )
+ =0 (7.8.5)
m dx dx
Integrating (7.8.5) from any point in the region 1 to any point in the region 2, we find
2
px dpx dU ( x )
2
∫ m dx
dx + ∫
dx
dx = 0 (7.8.6)
1 1
px22 px21
− + U 2 − U1 = 0 (7.8.7)
2m 2m
or, equivalently,
1 1
mx! 12 + U 1 = mx! 22 + U 2 (7.8.8)
2 2
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Physics 235 Chapter 7
d
my! = 0
dt
1 1
my! 12 = my! 22 (7.8.10)
2 2
1 1
mv12 + U 1 = mv 22 + U 2 (7.8.11)
2 2
12
sin θ 1 v 2 ⎡ U 1 − U 2 ⎤
= = ⎢1+ ⎥ (7.8.13)
sin θ 2 v1 ⎣ T1 ⎦
This problem is the mechanical analog of the refraction of light upon passing from a medium of a
certain optical density into a medium with a different optical density.
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Physics 235 Chapter 7
1. Use a set of three coordinates to describe the motion, coupled with one equation of
constraint.
2. Use a set of two coordinates (such at the azimuthal angle and the vertical position) to
describe the motion, without an equation of constraint.
In this Section we will look at situations where the constraint depends on the velocity:
f ( xα ,i , x!α ,i ,t ) = 0
s
∂ fk
∑ ∂q dq j = 0
j=1 j
∂L d ∂L m ∂f
− + ∑ λk (t ) k = 0
∂q j dt ∂q! j k=1 ∂q j
It turns out that the forces of constraint can be determined from the equations of constraints and
the Lagrange multipliers lm(t):
m
∂ fk
Q j = ∑ λk (t )
k=1 ∂q j
where Qj is the jth component of the generalized force, expressed in generalized coordinates.
The use of Lagrange multiplier to determine the forces of constraints is nicely illustrated in
Example 7.9 in the textbook, where a disk rolling down an inclined plane is being studied. If the
disk does not slip, we find that the distance along the plane y and the angle of rotation q are related,
and the equation of constraint is
f ( y,θ ) = y − Rθ = 0
The textbook explains in detail how the Lagrange equations are solved in this case, and I will not
reproduce this here. The solution shows us that the Lagrange multiplier is given by
Mgsin α
λ=−
3
By combining the equation of constraint and the Lagrange multipliers we can determine the
generalized forces of constraint:
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Physics 235 Chapter 7
∂f Mgsin α
Qy = λ ( t ) =−
∂y 3
and
∂ f MgRsin α
Qθ = λ ( t ) =
∂θ 3
Note that these forces of constraint do not have to be all pure forces. The force of constraint
associated with y is the friction force between the disk and the plane that is required to ensure that
the disk rolls without slipping. However, the force of constraint associated with the angle q is the
torque of this friction force with respect to the center of the disk. We need to note the generalized
force does not have to have the unit of force.
It is also important to note that if we had chosen to solve the problem by expressing the
Lagrangian in terms of a single coordinate y, by eliminating the angle, we would not have obtained
any information about the forces of constraint. Although I have stressed that in many cases, you
can simplify the solution by the proper choice of coordinates such that the equations of constraint
are eliminated, in this case, the solution will not provide any information about the forces of
constraint.
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Physics 235 Chapter 7
L = T −U =
1
2
( )
m r! 2 + r 2 θ! 2 − mgr sin θ
θ = α t; θ! = α
L=
1
2
( )
m r! 2 + α 2 r 2 − mgr sin α t
r = mα 2 r − mg sin α t
m!!
or
r − α 2 r = −g sin α t
!! (7.12.1)
The general solution is of the form r = rh + rn where rh is the general solution of the homogeneous
equation !!r − α 2 r = 0 and rn is a particular solution of Eq. (7.12.1). So
rh = Aeα t + Be −α t
For rn, try a solution of the form rp = C sinat. Then !!rp = −C α 2 sin α t . Substituting into (7.12.1)
gives
g
C=
2α 2
So
g
r (t ) = Aeα t + Be −α t + sin α t
2α 2
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Physics 235 Chapter 7
r ( 0 ) = r0 (7.12.2)
r! ( 0 ) = 0 (7.12.3)
r0 = A + B
g
0 = A−B+
2α 2
1⎡ g ⎤ 1⎡ g ⎤
A= ⎢ r0 − B= r0 +
2⎣ 2α 2 ⎥⎦ ⎢
2⎣ 2α 2 ⎥⎦
1⎡ g ⎤ αt 1 ⎡ g ⎤ −αt g
r (t ) = ⎢ r0 − 2 ⎥
e + ⎢ r0 + 2 ⎥
e + sin α t
2⎣ 2α ⎦ 2⎣ 2α ⎦ 2α 2
or
g
r (t ) = r0 cosh α t + (sin α t − sinh α t )
2α 2
Although we have found an analytical solution to this problem, we need to examine if the solution
matches our expectation of the motion of the mass m. The best way to do this is to plot a graph of
the motion of the mass in a Cartesian coordinate system. Consider the situation where r0 = 10 m.
Figure 4 shows the trajectory of the mass for two different value of a: a = 0.1 rad/s and a = 0.03
rad/s.
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Physics 235 Chapter 7
Figure 4. Solution of Problem 7.12 with r0 = 10 m and a = 0.01 rad/s (left) and a = 0.03
rad/s (right).
1 3 2
L = T − U = m ∑ x!i − U ( xi )
2 i=1
∂L d ∂L ∂U d ∂T
− =− − =0
∂xi dt ∂ x!i ∂xi dt ∂ x!i
d ∂T ∂U d
=− = Fi = m!!
xi = pi
dt ∂ x!i ∂xi dt
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Physics 235 Chapter 7
This last equation suggest that we define the generalized momentum of a particle in the following
way:
∂T
pi =
∂ x!i
m ( r!2 + r 2θ! 2 )
1
T=
2
Since there are two generalized coordinates we can determine two generalized momenta:
∂T
pr = = m!r
∂r!
∂T
pθ = = mr 2θ!
∂θ!
which is the angular momentum of the particle. We thus see that two distinct concepts from our
introductory courses emerge directly from our Lagrangian theory.
Homogeneous functions
Consider a homogeneous quadratic function f that depends only on the products of the
generalized velocities:
f = ∑ a j,k q! j q! k
j,k
An example of such function would be the kinetic energy of a particle. Consider what happens
when we differentiate this function with respect to one of the generalized velocities:
∂f
= ∑ a j,l q! j + ∑ al,k q! k
∂q!l j k
If we multiply this equation by dql/dt and sum over all values of l we obtain:
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Physics 235 Chapter 7
∂f ⎛ ⎞
∑ q! ∂q! =∑ q! ⎜⎝ ∑ a
l l !
q
j,l j + ∑ al,k k ⎟ = ∑ a j,l q
!
q
⎠ l, j
! j q!l + ∑ al,k q! k q!l = 2∑ a j,k q! j q! k = 2 f
l l l j k l,k j,k
∂f
∑q k
∂qk
=nf
k
Conservation of Energy
If we consider a closed system, a system that does not interact with its environment, then we
expect that the Lagrangian that describes this system does not depend explicitly on time. That is
∂L
=0
∂t
dL ∂L ∂L ∂L ∂L ∂L
=∑ q! j + ∑ q!!j + =∑ q! j + ∑ q!!
dt j ∂q j k ∂q
!k ∂t j ∂q j k ∂q
!k j
dL d ⎛ ∂L ⎞ ∂L d ⎛ ∂L ⎞
= ∑ q! j ⎜ ⎟ +∑ q!!j = ∑ ⎜ q! j
dt j dt ⎝ ∂q! j ⎠ k ∂q! k j dt ⎝ ∂q! j ⎟⎠
d⎛ ⎛ ∂L ⎞ ⎞
⎜ L − ∑ ⎜ q! j ⎟ =0
dt ⎝ j ⎝ ∂q! j ⎟⎠ ⎠
or
⎛ ∂L ⎞
L − ∑ ⎜ q! j = constant = -H
j ⎝ ∂q! j ⎟⎠
The constant H is called the Hamiltonian of the system and the Hamiltonian is defined as
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Physics 235 Chapter 7
⎛ ∂L ⎞
H = ∑ ⎜ q! j −L
j ⎝ ∂q! j ⎟⎠
The Hamiltonian H is a conserved quantity for the system we are currently considering. If we use
Cartesian coordinates we find that
⎛ ∂L ⎞
H = ∑ ⎜ q! j − L = 2T − (T -U ) = (T + U ) = E
j ⎝ ∂q! j ⎟⎠
In this case we find that the Hamiltonian of the system is equal to the total energy of the system,
and we thus conclude that the total energy is conserved. The equality of H and E is only satisfied
if the following conditions are met:
• The potential U depends only on position, and not on velocity.
• The transformation rules connecting Cartesian and generalized coordinates are
independent of time.
The latter condition is not met in for example a moving coordinate system, and in such system, the
Hamiltonian will not be equal to the total energy.
We thus conclude that if the Lagrangian of a system does not depend explicitly on time, the
total energy of that system will be conserved.
k −( t τ )
F ( x,t ) = e
x2
where k and t are positive constants. Compute the Lagrangian and Hamiltonian functions.
Compare the Hamiltonian and the total energy and discuss the conservation of energy for the
system.
The potential energy U corresponding to this force F must satisfy the relation
∂U
F=−
∂x
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Physics 235 Chapter 7
k −t τ
U= e
x
1 2 k −t τ
L = T −U = mx! − e
2 x
∂L
H = px x! − L = x! −L
∂ x!
so that
px2 k −t τ
H= + e
2m x
The Hamiltonian is equal to the total energy, T + U, because the potential does not depend on
velocity, but the total energy of the system is not conserved because H contains the time explicitly.
∂L ∂L
δL = δ xi + δ x!i = 0
∂xi ∂ x!i
∂L ∂L ∂L ∂L ⎛ d ⎞ ∂L
δL = δ xi + δ x!i = δ xi + ⎜⎝ δ xi ⎟⎠ = δ xi = 0
∂xi ∂ x!i ∂xi ∂ x!i dt ∂xi
∂L
=0
∂xi
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Physics 235 Chapter 7
d ∂L
=0
dt ∂ x!i
or
∂L
= constant
∂ x!i
Assuming that the potential U does not depend on velocity we see that this relation is equivalent
to
∂L ∂T
= = pi = constant
∂ x!i ∂ x!i
The consequence of the independence of the Lagrangian under a translation of space is that linear
momentum is conserved.
δ r = δθ × r
δ r! = δθ × r!
The Lagrangian should not change as a result of such a transformation. Thus we must require that
⎛ ∂L ∂L ⎞ ⎧⎪⎛ d ∂L ⎞ ∂L ⎫⎪
δ L = ∑⎜ δ xi + δ x!i ⎟ = ∑ ⎨⎜ ⎟ i ∂ x! i ⎬ = ∑ ( p! iδ xi + piδ x!i ) = 0
δ x + δ !
x
i ⎝ ∂xi ∂ x!i ⎠ i ⎩⎪⎝ dt ∂ x!i ⎠ i ⎭⎪ i
p! i δ r + p i δ r! = 0
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Physics 235 Chapter 7
⎡d ⎤
p! i (δθ × r ) + p i (δθ × r! ) = δθ i ⎡⎣ r! × p + r × p! ⎤⎦ = δθ i ⎢ ( r × p ) ⎥ = 0
⎣ dt ⎦
Since the angle of rotation was an arbitrary angle, this relation can only be satisfied if
d
(r × p) = 0
dt
or
r × p = L = constant
The angular momentum of the system is thus conserved. This conserved quantity is a direct
consequence of the invariance of the Lagrangian for infinitesimal rotations. We conclude that the
important conserved quantities are a direct consequence of the properties of the space (and its
symmetries).
∂L
pi =
∂q!i
We can use the generalized momentum to rewrite the Lagrange equations of motion:
d ∂L ∂L
= p! i =
dt ∂q!i ∂qi
∂L
H = ∑ q! j − L = ∑ q! j p j − L
j ∂q! j j
In general we will write the Hamiltonian in terms of the generalized position and the generalized
momentum . The change in H due to small changes in time and in the generalized position and
momentum is equal to
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Physics 235 Chapter 7
⎛ ∂L ∂L ⎞ ∂L
dH = ∑ ⎜ q! j dp j + p j dq! j − dq j − dq! j ⎟ − dt =
j ⎝ ∂q j ∂q! j ⎠ ∂t
⎛ ∂L ⎞ ∂L
= ∑ ⎜ q! j dp j + p j dq! j − dq j − p j dq! j ⎟ − dt =
j ⎝ ∂q j ⎠ ∂t
⎛ ∂L ⎞ ∂L ∂L
= ∑ ⎜ q! j dp j −
j ⎝ ∂q j
dq j ⎟ −
⎠ ∂t j
(
dt = ∑ q! j dp j − p! j dq j −
∂t
)dt
⎛ ∂H ∂H ⎞ ∂H
dH = ∑ ⎜ dp j + dq j ⎟ + dt
j ⎝ ∂ pj ∂q j ⎠ ∂t
After combining the last two equations we obtained the following relation:
⎛ ∂H ∂H ⎞ ∂H ∂L
j
dp dq
j
(
∑ ⎜⎝ ∂ p j ∂q j ⎟⎠ + ∂t dt = ∑ q! j dp j − p! j dq j − ∂t dt
+ )
j j
or
⎛ ⎪⎧ ∂H ⎪⎫ ⎪⎧ ∂H ⎪⎫ ⎞ ⎧ ∂H ∂L ⎫
∑ ⎜ ⎨ ∂ p j ⎬ j ⎨ ∂q j ⎬ dq j ⎟ + ⎨⎩ ∂t + ∂t ⎬⎭ dt = 0
− !
q dp + + !
p
j ⎝⎪ ⎩ j ⎪⎭ ⎪⎩ j ⎪⎭ ⎠
Since the variations in time and the generalized position and momenta are equal to independent,
the coefficients of dqi, dpi, and dt must be zero. Thus:
∂H
− q! j = 0
∂ pj
∂H
+ p! j = 0
∂q j
∂H ∂L
+ =0
∂t ∂t
The first two equations are called Hamilton's equations of motion or the canonical equations of
motion. Note:
• For each generalized coordinate there are two canonical equations of motion.
• For each generalized coordinate these is only one Lagrange equations of motion.
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Physics 235 Chapter 7
2
1 ⎛ dx ⎞ kx 2 bx 4 p 2 kx 2 bx 4
H = T + U = m⎜ ⎟ + + = + +
2 ⎝ dt ⎠ 2 4 2m 2 4
dx ∂H p
= =
dt ∂p m
dp ∂H
=− = −(kx + bx 3 )
dt ∂x
k
U=−
r
L = T −U =
1
2
( )
m r! 2 + r 2θ! 2 +
k
r
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Physics 235 Chapter 7
In order to use Hamilton's equations of motion we must express the Hamiltonian in terms of the
generalized position and momentum. The following relations can be used to do this:
∂L p
pr = = m!r ⇒ r! = r
∂!r m
∂L p
pθ = = mr 2θ! ⇒ θ! = θ 2
∂θ! mr
Since the coordinate transformations are independent of t, and the potential energy is velocity-
independent, the Hamiltonian is the total energy.
H = T +U =
1
2
( ) k
m r! 2 + r 2θ! 2 − =
r
1 ⎡ pr2 p2 ⎤ k p2 p2 k
= m ⎢ 2 + r 2 2θ 4 ⎥ − = r + θ 2 −
2 ⎣m m r ⎦ r 2m 2mr r
∂H pr ∂H p
r! = = θ! = = θ2
∂pr m ∂pθ mr
∂H p2 k ∂H
p! r = − = θ3 − 2 p!θ = − =0
∂r mr r ∂θ
dl
= −α = constant
dt
The suspension point remains fixed. Compute the Lagrangian and Hamiltonian functions.
Compare the Hamiltonian and the total energy, and discuss the conservation of energy for the
system.
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Physics 235 Chapter 7
The kinetic energy and the potential energy of the system are expressed as
T=
1
2
( )1
( )⎤
m ℓ! 2 + ℓ 2θ! 2 = m α 2 + ℓ 2θ! 2 ⎥
2
⎥ (7.24.1)
U = −mgℓ cos θ ⎥
⎦
L = T −U =
1
2
( )
m α 2 + ℓ 2θ! 2 + mgℓ cos θ (7.24.2)
The Hamiltonian is
∂L ! p2 1
H = pθθ! − L = θ − L = θ 2 − mα 2 − mgℓ cos θ (7.24.3)
∂θ! 2mℓ 2
which is different from the total energy, T + U. The total energy is thus not conserved in this
system because work is done on the system and we have
d
dt
(T + U ) ≠ 0 (7.24.4)
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