Analytical mechanics

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This article summarizes the terminology, quantities and equations in the subject; details and derivations can be found in the linked main articles.

Analytical mechanics (or theoretical mechanics), developed in the 18th century and onward, are mathematical physics' refinements of classical mechanics, originally Newtonian mechanics, often termed vectorial mechanics. To model motion, analytical mechanics uses two scalar properties of motion—its kinetic energy and its potential energy—not Newton's vectorial forces.[1] (A scalar is represented by a quantity, as denotes intensity, whereas a vector is represented by quantity and direction.)

Principally Lagrangian mechanics and Hamiltonian mechanics, both tightly intertwined, analytical mechanics efficiently extends the scope of classical mechanics to solve problems by employing the concept of a system's constraints. Using these concepts, theoretical physicists—such as Schrödinger, Dirac, Heisenberg and Feynman—developed quantum mechanics and its elaboration, quantum field theory[citation needed]. Applications and extensions reach into Einstein's general relativity as well as chaos theory. A very general result from analytical mechanics is Noether's theorem, which fuels much of modern theoretical physics.

Intrinsic motion[edit]

Generalized coordinates and constraints

In Newtonian mechanics, one customarily uses all three Cartesian coordinates, or other 3D coordinate system, to refer to a body's position during its motion. In physical systems, however, some structure or other system usually constrains the body's motion from taking certain directions and pathways. So a full set of Cartesian coordinates is often unneeded, as the constraints determine the evolving relations among the coordinates, which relations can be modeled by equations corresponding to the constraints. In the Lagrangian and Hamiltonian formalisms, the constraints are incorporated into the motion's geometry, reducing the number of coordinates to the minimum needed to model the motion. These are known as generalized coordinates, denoted qi (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:

\mathbf{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\mathbf{q}}{dt} = \left(\frac{dq_1}{dt},\frac{dq_2}{dt},\cdots \frac{dq_N}{dt}\right) \equiv \mathbf{\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\mathbf{q} = 0 \,,


\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 \mathbf{\dot{q}}} \right ) - \frac {\partial T}{\partial \mathbf{q}}\,,

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

\frac {\partial }{\partial \mathbf{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:

\mathbf{r} = \mathbf{r}(\mathbf{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]

Lagrangian mechanics[edit]

Lagrangian and Euler–Lagrange equations

The introduction of generalized coordinates and the fundamental Lagrangian function:

L(\mathbf{q},\mathbf{\dot{q}},t) = T(\mathbf{q},\mathbf{\dot{q}},t) - V(\mathbf{q},\mathbf{\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 \mathbf{\dot{q}}}\right) = \frac{\partial L}{\partial \mathbf{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} = \{ \mathbf{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:

\{ \mathbf{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.

Hamiltonian mechanics[edit]

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:

\mathbf{p} = \frac{\partial L}{\partial \mathbf{\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(\mathbf{q},\mathbf{p},t) = \mathbf{p}\cdot\mathbf{\dot{q}} - L(\mathbf{q},\mathbf{\dot{q}},t)

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

\mathbf{\dot{p}} = - \frac{\partial H}{\partial \mathbf{q}}\,,\quad \mathbf{\dot{q}} = + \frac{\partial H}{\partial \mathbf{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:

\mathbf{\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} = \{ \mathbf{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} = \{ (\mathbf{q},\mathbf{p})\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:

\{ (\mathbf{q}(t),\mathbf{p}(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.

The Poisson bracket

All dynamical variables can be derived from position r, momentum p, and time t, and written as a function of these: A = A(q, p, t). If A(q, p, t) and B(q, p, t) are two scalar valued dynamical variables, the Poisson bracket is defined by the generalized coordinates and momenta:

\{A,B\}  \equiv \{A,B\}_{\mathbf{q},\mathbf{p}} & = \frac{\partial A}{\partial \mathbf{q}}\cdot\frac{\partial B}{\partial \mathbf{p}} - \frac{\partial A}{\partial \mathbf{p}}\cdot\frac{\partial B}{\partial \mathbf{q}}\\
& \equiv \sum_k \frac{\partial A}{\partial q_k}\frac{\partial B}{\partial p_k} - \frac{\partial A}{\partial p_k}\frac{\partial B}{\partial q_k}\,,

Calculating the total derivative of one of these, say A, and substituting Hamilton's equations into the result leads to the time evolution of A:

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

This equation in A is closely related to the equation of motion in the Heisenberg picture of quantum mechanics, in which classical dynamical variables become quantum operators (indicated by hats (^)), and the Poission bracket is replaced by the commutator of operators via Dirac's canonical quantization:

\{A,B\} \rightarrow \frac{1}{i\hbar}[\hat{A},\hat{B}]\,.

Properties of the Lagrangian and Hamiltonian functions[edit]

Following are overlapping properties between the Lagrangian and Hamiltonian functions.[3][5]

  • 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(\mathbf{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(\mathbf{q},\mathbf{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{d}{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), \mathbf{q}) = \lambda^2 T(\dot{q}_i, \dot{q}_j\dot{q}_k, \mathbf{q})\,,\quad L(\mathbf{q},\mathbf{\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:
This is the basis for the Schrödinger equation, inserting quantum operators directly obtains it.

Principle of least action[edit]

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).[6]

Action is another quantity in analytical mechanics defined as a functional of the Lagrangian:

\mathcal{S} = \int_{t_1}^{t_2} L(\mathbf{q},\mathbf{\dot{q}},t) dt \,.

A general way to find the equations of motion from the action is the principle of least action:[7]

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

where the departure t1 and arrival t2 times are fixed.[1] 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, not just the Lagrangian equations but the Hamiltonian equations also. This approach can be extended to fields rather than a system of particles (see below), and underlies the path integral formulation of quantum mechanics,[8][9] and is used for calculating geodesic motion in general relativity.[10]

Hamiltonian-Jacobi mechanics[edit]

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:

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

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

\mathbf{\dot{P}} = - \frac{\partial K}{\partial \mathbf{Q}}\,,\quad \mathbf{\dot{Q}} = + \frac{\partial K}{\partial \mathbf{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 choice of Q and P is completely arbitrary, but not every choice leads to a canonical transformation. One simple criterion for a transformation qQ and pP to be canonical is the Poisson bracket,

\{Q_i,P_i\} = 1

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

The Hamilton-Jacobi equation

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

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

the generalized momenta become:

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

Another related function is Hamilton's characteristic function

W(\mathbf{q})=\mathcal{S}(\mathbf{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.

Extensions to classical field theory[edit]

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:[9][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 fields:

\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 scalar field formulation can be extended to vector fields, tensor fields, and even spinor fields.

Originally developed for classical fields, the above formulation is applicable to all physical fields in classical, quantum, and relativistic situations: such as Newtonian gravity, classical electromagnetism, general relativity, and quantum field theory. It is a question of determining the correct Lagrangian density to generate the correct field equation.

Hamiltonian field theory

The corresponding momentum field density conjugate to the field φ(r, t) is:[9]

\pi(\mathbf{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}(\mathbf{r},t) = \varphi(\mathbf{r},t)\pi(\mathbf{r},t) - \mathcal{L}(\mathbf{r},t)\,.

Routhian mechanics[edit]

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


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\,,


\mathcal{R}(\mathbf{r},t) = \mathcal{L}(\mathbf{r},t)-\pi(\mathbf{r},t)\varphi(\mathbf{r},t)\,.

Symmetry, conservation, and Noether's theorem[edit]

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.[8]

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

References and notes[edit]

  1. ^ a b Lanczos, Cornelius (1970). The variational principles of mechanics (4th 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. ^ a b c d e f 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. ^ Classical Mechanics, T.W.B. Kibble, European Physics Series, McGraw-Hill (UK), 1973, ISBN 0-07-084018-0
  6. ^ Penrose, R. (2007). The Road to Reality. Vintage books. p. 474. ISBN 0-679-77631-1. 
  7. ^ 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
  8. ^ a b Quantum Mechanics, E. Abers, Pearson Ed., Addison Wesley, Prentice Hall Inc, 2004, ISBN 978-0-13-146100-0
  9. ^ a b c Quantum Field Theory, D. McMahon, Mc Graw Hill (US), 2008, ISBN 978-0-07-154382-8
  10. ^ Relativity, Gravitation, and Cosmology, R.J.A. Lambourne, Open University, Cambridge University Press, 2010, ISBN 978-0-521-13138-4
  11. ^ Arnolʹd, VI (1989). Mathematical methods of classical mechanics (2nd Edition ed.). Springer. Chapter 8. ISBN 978-0-387-96890-2. 
  12. ^ Doran, C; Lasenby, A (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

See also[edit]