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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 n,m≥1, let Ω⊆Rn and Q⊆Rm be open and nonempty, and let X:Ω→Q be of class C3 (Ck Euclidean maps and diffeomorphisms). Let J⊆R be an open interval and let L:J×Q×Rm→R be of class C2, with gradients Lx and Lw 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 U⊆Rm→Rn). Define

L~:J×Ω×Rn⟶R,L~(t,q,v):=L(t,X(q),DX(q)v).

Then L~ is of class C2, and for every interval J′⊆J with nonempty interior and every C2 curve q:J′→Ω (Intervals of R: 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 x:=X∘q one has, writing L~q and L~v for the gradients of L~ in the second and third slots,

L~q(t,q(t),q′(t))−ddt(L~v(t,q(t),q′(t)))=DX(q(t))T(Lx(t,x(t),x′(t))−ddt(Lw(t,x(t),x′(t))))

for every t∈J′. 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 DX is assumed; the identity holds for every C3 map X, square or not.

Facts & Assumptions

Given: The open sets Ω,Q, the C3 map X:Ω→Q, the C2 function L, the interval J′ and the C2 curve q:J′→Ω with x=X∘q; write w(t):=DX(q(t))q′(t) and Tija(q):=∂i∂jXa(q), so that Xqq[v] denotes the m×n matrix with entries ∑jTija(q)vj, and Xqq[v,v] the vector (∑i,jTijavivj)a.

[F1]

Differentiability of composites (Ck Euclidean maps are closed under componentwise algebra and composition, Ck Euclidean maps and diffeomorphisms, Ck maps and multi-index derivative notation in Euclidean space): DX is C2 and (q,v)↦DX(q)v is C2; the map Φ(t,q,v):=(t,X(q),DX(q)v) is C2, and L~=L∘Φ is C2.

[F2]

Chain rule (The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a), The total (Fréchet) derivative Df(a) as the linear first-order approximation with o(∥h∥2) 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 C2 curve q one has x′=DX(q)q′=w, so the curve t↦(t,x(t),w(t)) is C1 and, for the C2 function L, the map t↦Lw(t,x(t),w(t)) is C1 with derivative given by the chain rule; similarly ddtDX(q(t))=Xqq[q′](q(t)) in the matrix sense.

[F3]

Mixed partials (Clairaut--Schwarz theorem for continuous second partial derivatives): since X is C3, its second partials are C1 and ∂j∂iXa=∂i∂jXa, so the matrix Xqq[q′] is computed unambiguously and Xqq[q′(t)]q′(t)=Xqq[q′(t),q′(t)].

Proof

technique · direct; differentiate the substituted Lagrangian in both slots by the chain rule, then cancel the parametrization-correction terms
1.1F1

Regularity: the substitution Φ(t,q,v)=(t,X(q),DX(q)v) takes values in the open domain J×Q×Rm because X(Ω)⊆Q; by [F1] the map L~=L∘Φ is C2 on J×Ω×Rn.

1.2F1F2F4algebra

Velocity gradient: by the chain rule applied to v↦L(t,X(q),DX(q)v), for every (t,q,v) L~v(t,q,v)=DX(q)TLw(t,X(q),DX(q)v).

1.3F1F2F4algebra

Configuration gradient: by the chain rule, for every (t,q,v) L~q(t,q,v)=DX(q)TLx(t,X(q),DX(q)v)+(Xqq[v])TLw(t,X(q),DX(q)v).

2.1F2F4step 1.2algebra

Derivative of the velocity gradient along the curve: from step 1.2 and the chain rule, using ddtDX(q(t))=Xqq[q′(t)] of [F2], ddt(L~v(t,q(t),q′(t)))=Xqq[q′(t)]TLw(t,x(t),w(t))+DX(q(t))Tddt(Lw(t,x(t),w(t))).

3.1F2F3step 1.3step 2.1algebra

Cancellation: on the curve v=q′(t), so [F3] gives Xqq[q′(t)]TLw=(Xqq[v])TLw at (t,q(t),q′(t)); subtracting step 2.1 from step 1.3 leaves DX(q(t))T(Lx(t,x,x′)−ddtLw(t,x,x′)), which is the displayed identity.

4.1step 1.1step 3.1∎

Conclusion: the regularity of step 1.1 and the identity of step 3.1 are the two assertions of the statement, for the arbitrary C3 map X and curve q.

Remarks

  • Use with constrained coordinates. If a map X is used to describe constrained configurations, this identity relates the substituted Euler-Lagrange expression to the ambient expression after multiplication by the explicit matrix DX(q)T. 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 C3 regularity of X and the C2 regularity of L.

  • Comparison with the invertible case. When DX 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 DX(q)Tu=0 force u=0 for u∈Rm; this item assumes no such property.

Depends on

Dependency tree · 2 levels

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