Symmetries and conservation laws of Hamiltonian systems
Liviu Popescu

TL;DR
This paper explores the symmetries and conservation laws in Hamiltonian systems, establishing how these invariants relate to the geometric structures on the cotangent bundle and providing an example from optimal control.
Contribution
It introduces a geometric framework for identifying symmetries and conservation laws in Hamiltonian systems using covariant derivatives and Jacobi endomorphisms, linking them to nonlinear connections.
Findings
Invariant equations for symmetries derived
Canonical nonlinear connection characterized by symmetries
Application demonstrated in optimal control example
Abstract
In this paper we study the infinitesimal symmetries, Newtonoid vector fields, infinitesimal Noether symmetries and conservation laws of Hamiltonian systems. Using the dynamical covariant derivative and Jacobi endomorphism on the cotangent bundle we find the invariant equations of infinitesimal symmetries and Newtonoid vector fields and prove that the canonical nonlinear connection induced by a regular Hamiltonian can be determined by these symmetries. Finally, an example from optimal control theory is given.
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Symmetries and conservation laws of Hamiltonian systems
Liviu Popescu
Abstract.
In this paper we study the infinitesimal symmetries, Newtonoid vector fields, infinitesimal Noether symmetries and conservation laws of Hamiltonian systems. Using the dynamical covariant derivative and Jacobi endomorphism on the cotangent bundle we find the invariant equations of infinitesimal symmetries and Newtonoid vector fields and prove that the canonical nonlinear connection induced by a regular Hamiltonian can be determined by these symmetries. Finally, an example from optimal control theory is given.
MSC2010: 37J15, 53C05, 70H33, 70H05
Keywords: infinitesimal symmetries, dynamical covariant derivative, Jacobi endomorphism, Hamiltonian vector field.
1. Introduction
The notion of symmetry plays a very important role in all field theories being related with conservation laws by Noether type theorems. The use of the symmetries of a system in the description of its dynamical evolution has a long history and goes back to the classical mechanics (see for instance [1],[2],[20]). Also, the Lagrangian and Hamiltonian formalisms are fundamental concepts in physics, differential equations or optimal control and in most of cases the study starts with a variational problem formulated for a regular Lagrangian on the tangent bundle over the manifold and very often the whole set of problems is transferred on the dual space , endowed with a Hamiltonian function, via Legendre transformation.
The present paper contains some contributions to the study of symmetries of Hamiltonian systems and shows how the well-known local symmetries of Lagrangian systems emerge in Hamiltonian formulation. The tangent bundle has a canonical tangent structure and together with a semispray (system of second order differential equation-SODE) induce a nonlinear connection that describes the geometry of the system [10],[14]. These structures lead to the notions of Jacobi endomorphism and dynamical covariant derivative introduced by J. Carineña and E. Martínez (see [8],[21]) which have been used in the study of symmetries for SODE in [7]. But, the existence of a symplectic structure on the tangent bundle depends on a Lagrangian function on . We have to remark that some type of symmetries on the tangent bundle as dynamical symmetries, Lie symmetries, Cartan (Noether) symmetries (see e.g. [5],[12],[16],[17],[28],[29],[31]) and Newtonoid vector field ([7],[19]) have been studied in a lot of papers, where the main geometric structures are the semispray, the symplectic structure induced by a regular Lagrangian and the energy . Contrary, the cotangent bundle is endowed with a canonical symplectic structure and does not have a canonical tangent structure or something similar with a semispray. However, the existence of a pseudo-metric structure or a regular Hamiltonian on permit us to define an adapted tangent structure and a regular vector field which induce a nonlinear connection [24]. These geometrical structures permit us to introduce the Jacobi endomorphism and dynamical covariant derivative on (see [26],[27]) which will be used in this paper in order to find the invariant equations of the infinitesimal symmetries of Hamiltonian systems. In fact, this work containts the ideas proposed by the author in [27]. Different types of symmetries and conservation laws for Hamiltonian systems can be found, for example, in [3],[9],[15],[18],[23],[30].
The paper is organized as follows. In the second section the preliminary geometric structures on the cotangent bundle are recalled (see for instance [22],[24],[25], [26],[27],[33] and references therein). We introduce the Berwald linear connection on induced by a nonlinear connection and study its properties in subsection 2.1. We show that this linear connection is compatible with the horizontal and vertical projectors, adapted tangent structure and complex structure. Also, we find its action on the local Berwald basis. Moreover, we prove that in the case of the horizontal -regular vector field , the Berwald linear connection coincides with the dynamical covariant derivative, that is . Consequently, in this case, the integral curves of a -regular vector field are the geodesics of the Berwald linear connection.
In the third section we investigate the symmetries of Hamiltonian systems on the cotangent bundle. First, for a regular Hamiltonian on we introduce an integrable adapted tangent structure , a regular vector field , which is the Hamiltonian vector field, and find the coefficients of the canonical nonlinear connection. Moreover, we give the expression of the Jacobi endomorphism, which depends only on the regular Hamiltonian and find the action of the dynamical covariant derivative on the local Berwald basis. Next, using the Hamiltonian vector field, canonical symplectic structure and adapted tangent structure, we study the infinitesimal symmetries, natural infinitesimal symmetries, Newtonoid vector field, infinitesimal Noether symmetries and conservation laws of Hamiltonian systems. Also, using the dynamical covariant derivative and Jacobi endomorphism on , we find the invariant equations of the infinitesimal symmetries and Newtonoid vector field and prove that these symmetries determine the canonical nonlinear connection. Moreover, we show when one of these symmetries will imply the others and that there is a one to one correspondence between the exact infinitesimal Noether symmetry and conservation laws. Finally, an example from optimal control theory is given.
2. Geometrical structures on the cotangent bundle
Let be a differentiable, -dimensional manifold and its cotangent bundle. If the local coordinates on are denoted then the natural basis on is and is the dual natural basis. The following geometric objects [33]
[TABLE]
have the following properties:
1*∘* is a vertical vector field, globally defined on , which is called the Liouville-Hamilton vector field.
2*∘* The 1-form is globally defined on and is called the Liouville 1-form.
3*∘* The 2-form is the canonical symplectic structure.
If and are -type tensor field then the Frölicher-Nijenhuis bracket is the vector valued 2-form [13]
[TABLE]
and the Nijenhuis tensor of is given by
[TABLE]
For a vector field in the Frölicher-Nijenhuis bracket is the -type tensor field on given by , where is the usual Lie derivative. On the cotangent bundle there exists the integrable vertical distribution , generated locally by the basis . A nonlinear connection on is defined by an almost product structure (i.e. a morphism with ) such that . If is a nonlinear connection then is the horizontal distribution associated to , which is supplementary to the vertical distribution, that is If is a nonlinear connection then on the every domain of the local chart , the adapted basis of the horizontal distribution is [22]
[TABLE]
where are the coefficients of the nonlinear connection. The dual adapted basis is The system of vector fields defines the local Berwald basis on . A nonlinear connection induces the horizontal and vertical projectors given by
[TABLE]
which satisfy the properties , , , , . The nonlinear connection on is called symmetric if for , that is The following equations hold [22]
[TABLE]
[TABLE]
The curvature of the nonlinear connection on is given by where is the horizontal projector and is the Nijenhuis tensor of . In local coordinates where is given by (2). An almost tangent structure on is a morphism of rank such that . The almost tangent structure is called adapted if (see [24]). The following properties hold
[TABLE]
Locally, an adapted almost tangent structure has the form
[TABLE]
where is a tensor field of rank The existence of a nonlinear connection on is equivalent with the conditions , . The adapted almost tangent structure is integrable if and only if , where Also, is called symmetric if , which locally is equivalent with the symmetry of the tensor . From [24], [27] we have that a vector field is called -regular if it satisfies the equation
[TABLE]
Locally, a vector field on given in local coordinates by
[TABLE]
is -regular if and only if , where For a -regular vector field and an arbitrary nonlinear connection with induced projectors, we consider the vertically valued -type tensor field on given by [27]
[TABLE]
which is called the Jacobi endomorphism. In local coordinates we obtain
[TABLE]
Locally, the Jacobi endomorphism has the form
[TABLE]
We can also recover the Jacobi endomorphism from the curvature tensor through the formula Moreover, if is a horizontal -regular vector field then , and . Locally, it results [27]
[TABLE]
which show us the relation between the Jacobi endomorphism given by (6) and curvature tensor from (2). For a given -regular vector field on the Lie derivative defines a tensor derivation on , but does not preserve some of the geometric structure as adapted tangent structure or nonlinear connection. Next, using a nonlinear connection, we introduce a tensor derivation on , called the dynamical covariant derivative, that preserves some geometric structures (see e.g. [7],[21],[32] for the tangent bundle case). Using [27] we set:
Definition 1**.**
A map is said to be a tensor derivation on if the following conditions are satisfied:
i) is -linear,
ii) is type preserving, i.e. , for each
iii) obeys the Leibnitz rule
iv) commutes with any contractions.
For a -regular vector field and an arbitrary nonlinear connection with induced projectors, we consider the map given by
[TABLE]
which is called the dynamical covariant derivative with respect to and the nonlinear connection . By setting for using the Leibnitz rule and the requirement that commutes with any contraction, we can extend the action of to arbitrary tensor fields on (see [27]). By direct computation we obtain and the action of on the Berwald basis:
[TABLE]
[TABLE]
The following results hold [27]
[TABLE]
[TABLE]
Given an adapted tangent structure and a -regular vector field , then the compatibility condition fix the canonical nonlinear connection with , projectors
[TABLE]
The (1,1)-type tensor field
[TABLE]
is the almost product structure which will be used in the following. The local coefficients are given by [24]
[TABLE]
The almost complex structure has the form and in local coordinates we have . The dynamical covariant derivative has in this case the properties [27]
[TABLE]
Moreover, if is a horizontal -regular vector field then .
2.1. Berwald linear connection on the cotangent bundle
Next, we introduce the Berwald linear connection induced by a nonlinear connection and prove that in the case of horizontal -regular vector field it coincides with the dynamical covariant derivative. This connection was introduced on the tangent bundle by L. Berwald in [4] and studied later in [11], [22] and [6].
Definition 2**.**
The Berwald linear connection on the cotangent bundle is given by
[TABLE]
[TABLE]
Because all the structures from the right hand side of (14) are additive, it results that is also additive, with respect to both arguments. Next, we prove that , by straightforward computation, using the relations and ( . Indeed, for the first term from we have . In order to prove the relation we remark that But , , , ( (see [27]) and it results which prove that is a linear connection.
Proposition 1**.**
The Berwald linear connection has the following properties
[TABLE]
Proof. Using the properties of the vertical and horizontal projectors we obtain and which yields . Also, and it results .
Moreover, and and we obtain and which yields \sqcap$$\sqcup
It results that the Berwald connection preserves both horizontal and vertical vector fields. Locally, we have the following formulas
[TABLE]
We can see that the dynamical covariant derivative has the same properties and this leads to the next result.
Theorem 1**.**
If is a horizontal -regular vector field then the following equality holds
[TABLE]
Proof. If is a horizontal -regular vector field then and which implies
[TABLE]
But and we will prove that using the computation in local coordinates. Let us consider and using (1) we get
[TABLE]
[TABLE]
Introducing the expression of the canonical nonlinear connection in the case of horizontal -regular vector field given by
[TABLE]
we obtain
[TABLE]
Next
[TABLE]
and using that we obtain
[TABLE]
which ends the proof. \sqcap$$\sqcup
Moreover, and it results that the integral curves of are geodesics of the Berwald linear connection.
3. Symmetries of Hamiltonian systems
A Hamilton space [22] is a pair where is a differentiable, dimensional manifolds and is a function on with the properties:
1*∘* is differentiable on and continue on the null section of the projection .
2*∘* The Hessian of with respect to is nondegenerate
[TABLE]
3*∘* The tensor field has constant signature on
The triple is called a Hamiltonian system.
The Hamiltonian on induces a pseudo-Riemannian metric with and given by (15) on . It induces a unique adapted tangent structure denoted
[TABLE]
A -regular vector field induced by the regular Hamiltonian has the form
[TABLE]
There exists a unique Hamiltonian vector field which is a -regular vector field such that , given by
[TABLE]
The symmetric nonlinear connection
[TABLE]
has the coefficients (see [22], [25])
[TABLE]
where the Poisson bracket is
[TABLE]
and is called the canonical nonlinear connection of the Hamilton space which is a metric nonlinear connection, that is (see [26]). In this case, the coefficients of the Jacobi endomorphism have the form
[TABLE]
and the action of the dynamical covariant derivative on the Berwald basis is given by
[TABLE]
[TABLE]
In the following, we study the symmetries of Hamiltonian systems (see also [30]) on the cotangent bundle using the Hamiltonian vector field and the adapted tangent structure.
Definition 3**.**
A vector field is an infinitesimal symmetry of Hamiltonian vector field if
If we consider then an infinitesimal symmetry is given by the equations
[TABLE]
and the first relation leads to
[TABLE]
Definition 4**.**
A vector field is said to be a natural infinitesimal symmetry if its complete lift to is an infinitesimal symmetry, that is
We know that, for the complete lift on is given by [33]
[TABLE]
and a natural infinitesimal symmetry is characterized by the equations
[TABLE]
[TABLE]
Next, we introduce the Newtonoid vector field on (see [23], [7] for tangent bundle case) which help us to find the canonical nonlinear connection induced by a regular Hamiltonian.
Definition 5**.**
A vector field is called Newtonoid vector field if
In local coordinates we obtain
[TABLE]
and using that it result the equation
[TABLE]
which leads to the expression of a Newtonoid vector field
[TABLE]
We remark that is an infinitesimal symmetry if and only if it is Newtonoid vector field and satisfies the equation
[TABLE]
The set of Newtonoid vector fields is given by
[TABLE]
In the following, we will use the dynamical covariant derivative and Jacobi endomorphism in order to find the invariant equations of Newtonoid vector field and infinitesimal symmetries. Let be the Hamiltonian vector field, an arbitrary nonlinear connection with induced projectors and the induced dynamical covariant derivative. We set:
Proposition 2**.**
A vector field is a Newtonoid vector field if and only if
[TABLE]
Proof. We have the relation (10) and it results if and only if \sqcap$$\sqcup
Proposition 3**.**
A vector field is a infinitesimal symmetry if and only if is a Newtonoid vector field and satisfies the equation
[TABLE]
Proof. A vector field is a infinitesimal symmetry if and only if and . Composing by we obtain which means that is a Newtonoid vector field. Also,
[TABLE]
which ends the proof. \sqcap$$\sqcup
For and we define the product
[TABLE]
and it result that a vector field is a Newtonoid if and only if
[TABLE]
Also, if then (see [31],[7] for the case of tangent bundle). Next theorem proves that the canonical nonlinear connection induced by a regular Hamiltonian can be determined by symmetries.
Theorem 2**.**
Let us consider the Hamiltonian vector field , an arbitrary nonlinear connection and the dynamical covariant derivative. The following conditions are equivalent:
* restricts to satisfies the Leibnitz rule with respect to the product.*
* *
* *
* *
Proof. For let us consider and using (21) we get . Applying to both sides, we obtain which yields . Using the relations , it results which implies . For we obtain
[TABLE]
[TABLE]
But and from it results which leads to
For we prove that vanishes on the set which is a set of generators for . For we have and which lead to . Next, if then from it results , which implies for an arbitrary function and arbitrary vector field . Therefore which ends the proof. The equivalence of , , results from (11). \sqcap$$\sqcup
Considering the canonical nonlinear connection , we get the following results.
Proposition 4**.**
A vector field is a infinitesimal symmetry if and only if is a Newtonoid vector field and satisfies the equation
[TABLE]
which locally yields
[TABLE]
Proof. If is the canonical nonlinear connection, then and using from (22) it results (23). Also, we obtain that the local components of the vertical vector field (23) are (24). \sqcap$$\sqcup
Definition 6**.**
a) An infinitesimal Noether symmetry of the Hamiltonian is a vector field such that
[TABLE]
b) A vector field is said to be an invariant vector field for the Hamiltonian if
c) A function is a constant of motion (or a conservation law) for the Hamiltonian if
Proposition 5**.**
Every infinitesimal Noether symmetry is an infinitesimal symmetry.
Proof. From the symplectic equation applying the Lie derivative in both sides, it results
[TABLE]
Also, from the formula we obtain
[TABLE]
which leads to and we get \sqcap$$\sqcup
Proposition 6**.**
If is a vector field on such that is closed and , then is a natural infinitesimal symmetry.
Proof. We have
[TABLE]
because \sqcap$$\sqcup
Proposition 7**.**
The Hamiltonian vector field is an infinitesimal Noether symmetry.
Proof. Using the skew symmetry of the symplectic 2-form , it results
[TABLE]
Also, from we get
[TABLE]
\sqcap$$\sqcup
Since Lie and exterior derivatives commute, we obtain for an infinitesimal Noether symmetry
[TABLE]
It results that the 1-form is a closed 1-form and consequently is closed.
Definition 7**.**
An infinitesimal Noether symmetry is said to be an exact infinitesimal Noether symmetry if the 1-form is exact.
The next result proves that there is a one to one correspondence between the exact infinitesimal Noether symmetry and conservation laws. Also, if is an exact infinitesimal Noether symmetry, then there is a function such that .
Theorem 3**.**
If is an exact infinitesimal Noether symmetry, then is a conservation law for the Hamiltonian . Conversely, if is a conservation law for , then the unique solution of the equation is an exact infinitesimal Noether symmetry.
Proof. We have and it results that is a conservation law for the dynamics associated to the regular Hamiltonian . Conversely, if is the solution of the equation then is an exact 1-form. Consequently, Also, is a conservation law, and we have Therefore, we obtain and is an exact infinitesimal Noether symmetry. \sqcap$$\sqcup
Theorem 4**.**
If is an invariant vector field for the Hamiltonian then its complete lift is an exact infinitesimal Noether symmetry and consequently is a natural infinitesimal symmetry. Moreover, the function is a conservation law for the hamiltonian .
Proof. We have that . Next, we prove that using the computation in local coordinates.
[TABLE]
[TABLE]
It results that and is an exact infinitesimal Noether symmetry. Using Proposition 3.5 we have that is an infinitesimal symmetry and consequently, is a natural infinitesimal symmetry. Moreover, according to Theorem 3.8 for it results that
[TABLE]
is a conservation law for the Hamiltonian .
3.1. Example
Let us consider the following distributional system in (driftless control affine system):
[TABLE]
Let and be two points in . An optimal control problem consists of finding the trajectories of our control system which connect and and minimizing the Lagrangian
[TABLE]
where and are control variables. Using the Pontryagin Maximum Principle, we find the Hamiltonian function on the cotangent bundle in the form
[TABLE]
with the condition which leads to , . We obtain
[TABLE]
and it result
[TABLE]
The Hamilton’s equations lead to the following system of differential equations
[TABLE]
The Hessian matrix of with respect to is
[TABLE]
and it results that is regular () and its inverse matrix has the form
[TABLE]
The adapted tangent structure is given by
[TABLE]
The -regular vector field is the Hamiltonian vector field (16)
[TABLE]
and from Proposition 3.7 is a infinitesimal Noether symmetry for the dynamics induced by the regular Hamiltonian . Moreover, if then and it results that is an infinitesimal symmetry for the Hamiltonian vector field .
The local coefficients of the canonical nonlinear connection (17) have the following form
[TABLE]
By straightforward computation we obtain that
[TABLE]
and it results that the Hamiltonian vector field is a horizontal -regular vector field. In this case we obtain that the Jacobi endomorphism (18) is given by
[TABLE]
where are the local coefficients from (2) of the curvature of the canonical nonlinear connection with nonzero components
[TABLE]
Also, and it results that the integral curves of horizontal Hamiltonian vector field are geodesics of the Berwald linear connection.
Conclussions and further developments.
The main purpose of this work is to study the symmetries of Hamiltonian systems on the cotangent bundle using the same methods as in the study of the symmetries for second order differential equations on the tangent bundle. The role of the canonical tangent structure and the semispray on is taken by the adapted tangent structure and the regular vector field on , which can be defined in the presence of a regular Hamiltonian. However, the cotangent bundle has a canonical symplectic structure, which can be found on the tangent bundle only in the presence of a Lagrangian function. Also, we find the invariant equations of some type of symmetries on using the Jacobi endomorphism and dynamical covarint derivative. Moreover, in the case of the horizontal regular vector field, in particular the Hamiltonian vector field, we prove that the dynamical covariant derivative coincides with Berwald linear connection. It results that the integral curves of the horizontal Hamiltonian vector field are the geodesics of the Berwald linear connection. We find the relations between infinitesimal symmetries, natural infinitesimal symmetries, Newtonoid vector field, infinitesimal Noether symmetries and conservation laws on and show when one of them will imply the others. In the last part of the paper an examples from optimal control theory is given. As further developments, we can use the dynamical covariant derivative and Jacobi endomorphism in the study of symmetries for -symplectic Hamiltonian systems.
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