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Transport of the Euler-Lagrange expression under a C^3 map: E of the substituted Lagrangian is the Jacobian-transpose multiple of E of the ambient Lagrangian
Statement
Let , let and be open and nonempty, and let be of class ( Euclidean maps and diffeomorphisms). Let be an open interval and let be of class , with gradients and in the second and third slots (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case, Directional derivatives and partial derivatives of a map ). Define
Then is of class , and for every interval with nonempty interior and every curve (Intervals of : the nine order-convex forms, nondegeneracy, and length, The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral) with one has, writing and for the gradients of in the second and third slots,
for every . In words: the Euler-Lagrange expression of the substituted Lagrangian is the transpose-Jacobian multiple of the Euler-Lagrange expression of the ambient Lagrangian. No rank or invertibility condition on is assumed; the identity holds for every map , square or not.
Facts & Assumptions
Given: The open sets , the map , the function , the interval and the curve with ; write and , so that denotes the matrix with entries , and the vector .
Differentiability of composites ( Euclidean maps are closed under componentwise algebra and composition, Euclidean maps and diffeomorphisms, maps and multi-index derivative notation in Euclidean space): is and is ; the map is , and is .
Chain rule (The chain rule for total derivatives: , The total (Fréchet) derivative as the linear first-order approximation with remainder, If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative): along the curve one has , so the curve is and, for the function , the map is with derivative given by the chain rule; similarly in the matrix sense.
Mixed partials (Clairaut--Schwarz theorem for continuous second partial derivatives): since is , its second partials are and , so the matrix is computed unambiguously and .
Bilinear algebra of the pairing (Rectangular matrix multiplication and the identity matrix , including zero-sized shapes, The transpose of a matrix, Linear map between vector spaces over the same field, The Euclidean inner product on , The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral, The derivative of at a point that is a limit point of , and differentiability on a set, Sums, scalar multiples, products and quotients: , , , and when ): for matrices and vectors one has ; sums and scalar multiples of the maps occurring below are differentiated termwise; and .
Proof
Regularity: the substitution takes values in the open domain because ; by [F1] the map is on .
Velocity gradient: by the chain rule applied to , for every
Configuration gradient: by the chain rule, for every
Derivative of the velocity gradient along the curve: from step 1.2 and the chain rule, using of [F2],
Cancellation: on the curve , so [F3] gives at ; subtracting step 2.1 from step 1.3 leaves , which is the displayed identity.
Conclusion: the regularity of step 1.1 and the identity of step 3.1 are the two assertions of the statement, for the arbitrary map and curve .
Remarks
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Use with constrained coordinates. If a map is used to describe constrained configurations, this identity relates the substituted Euler-Lagrange expression to the ambient expression after multiplication by the explicit matrix . The identity is purely mathematical: no physical model, reaction law or constraint hypothesis enters it, and no rank or dimension condition is used beyond the regularity of and the regularity of .
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Comparison with the invertible case. When is invertible the vanishing of the two expressions is equivalent. In general, the identity always sends a zero ambient expression to a zero substituted expression. The converse requires that force for ; this item assumes no such property.
Depends on
Euclidean maps and diffeomorphisms
maps and multi-index derivative notation in Euclidean space
Directional derivatives and partial derivatives of a map
The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case
The total (Fréchet) derivative as the linear first-order approximation with remainder
If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative
The chain rule for total derivatives:
Clairaut--Schwarz theorem for continuous second partial derivatives
Euclidean maps are closed under componentwise algebra and composition
Rectangular matrix multiplication and the identity matrix , including zero-sized shapes
The transpose of a matrix
Linear map between vector spaces over the same field
The Euclidean inner product on
The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral
The derivative of at a point that is a limit point of , and differentiability on a set
Intervals of : the nine order-convex forms, nondegeneracy, and length
Sums, scalar multiples, products and quotients: , , , and when
Dependency tree · 2 levels
Sources
- D. Cline, Variational Principles in Classical Mechanics (2nd edition, University of Rochester River Campus Libraries, open textbook, CC BY-NC-SA 4.0), Sections 5.8 and 6.3: generalized coordinates in variational calculus and the reduction of the Lagrangian description to a parametrized configuration
- D. Tong, Classical Dynamics (Cambridge lecture notes, January 2015 printing), Section 2.3.1 and Section 5.1: generalized coordinates eliminating constraint forces and the kinetic energy as a quadratic form in the coordinate velocities