Dynamics A Set of Notes On Theoretical Physical Chemistry - Jaclyn Steen

Dynamics: A Set of Notes on Theoretical Physical Chemistry
Jaclyn Steen, Kevin Range and Darrin M. York
December 5, 2003
1
Contents
1 Vector Calculus 6
1.1 Properties of vectors and vector space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2 Fundamental operations involving vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2 Linear Algebra 11
2.1 Matrices, Vectors and Scalars . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2 Matrix Operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.3 Transpose of a Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.4 Unit Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.5 Trace of a (Square) Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.5.1 Inverse of a (Square) Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.6 More on Trace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.7 More on [A, B] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.8 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.8.1 Laplacian expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.8.2 Applications of Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.9 Generalized Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.10 Orthogonal Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.11 Symmetric/Antisymmetric Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.12 Similarity Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.13 Hermitian (self-adjoint) Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.14 Unitary Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.15 Comments about Hermitian Matrices and Unitary Tranformations . . . . . . . . . . . . . . . . 18
2.16 More on Hermitian Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.17 Eigenvectors and Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.18 Anti-Hermitian Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.19 Functions of Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.20 Normal Marices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21 Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.1 Real Symmetric . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.2 Hermitian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.3 Normal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.4 Orthogonal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.5 Unitary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2
CONTENTS CONTENTS
3 Calculus of Variations 22
3.1 Functions and Functionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.2 Functional Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.3 Variational Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.4 Functional Derivatives: Elaboration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.4.1 Algebraic Manipulations of Functional Derivatives . . . . . . . . . . . . . . . . . . . . 25
3.4.2 Generalization to Functionals of Higher Dimension . . . . . . . . . . . . . . . . . . . . 26
3.4.3 Higher Order Functional Variations and Derivatives . . . . . . . . . . . . . . . . . . . . 27
3.4.4 Integral Taylor series expansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.4.5 The chain relations for functional derivatives . . . . . . . . . . . . . . . . . . . . . . . 29
3.4.6 Functional inverses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.5 Homogeneity and convexity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.5.1 Homogeneity properties of functions and functionals . . . . . . . . . . . . . . . . . . . 31
3.5.2 Convexity properties of functions and functionals . . . . . . . . . . . . . . . . . . . . . 32
3.6 Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
3.7 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.1 Problem 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.2 Problem 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.3 Problem 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.3.1 Part A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.3.2 Part B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.3.3 Part C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.3.4 Part D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.3.5 Part E . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4 Problem 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4.1 Part F . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4.2 Part G . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4.3 Part H . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.7.4.4 Part I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.7.4.5 Part J . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.7.4.6 Part K . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.7.4.7 Part L . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.7.4.8 Part M . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
4 Classical Mechanics 40
4.1 Mechanics of a system of particles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.1.1 Newton’s laws . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.1.2 Fundamental definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
4.2 Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.3 D’Alembert’s principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.4 Velocity-dependent potentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
4.5 Frictional forces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
5 Variational Principles 54
5.1 Hamilton’s Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
5.2 Comments about Hamilton’s Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
5.3 Conservation Theorems and Symmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
3
CONTENTS CONTENTS
6 Central Potential and More 61

6.1 Galilean Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
6.2 Kinetic Energy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
6.3 Motion in 1-Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
6.3.1 Cartesian Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
6.3.2 Generalized Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
6.4 Classical Viral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
6.5 Central Force Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
6.6 Conditions for Closed Orbits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
6.7 Bertrand’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
6.8 The Kepler Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
6.9 The Laplace-Runge-Lenz Vector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
7 Scattering 73
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
7.2 Rutherford Scattering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
7.2.1 Rutherford Scattering Cross Section . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
7.2.2 Rutherford Scattering in the Laboratory Frame . . . . . . . . . . . . . . . . . . . . . . 76
7.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
8 Collisions 78
8.1 Elastic Collisions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
9 Oscillations 82
9.1 Euler Angles of Rotation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
9.2 Oscillations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
9.3 General Solution of Harmonic Oscillator Equation . . . . . . . . . . . . . . . . . . . . . . . . . 85
9.3.1 1-Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
9.3.2 Many-Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
9.4 Forced Vibrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
9.5 Damped Oscillations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
10 Fourier Transforms 90
10.1 Fourier Integral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
10.2 Theorems of Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
10.3 Derivative Theorem Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
10.4 Convolution Theorem Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
10.5 Parseval’s Theorem Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
11 Ewald Sums 95
11.1 Rate of Change of a Vector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
11.2 Rigid Body Equations of Motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
11.3 Principal Axis Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
11.4 Solving Rigid Body Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
11.5 Euler’s equations of motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
11.6 Torque-Free Motion of a Rigid Body . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
11.7 Precession in a Magnetic Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
11.8 Derivation of the Ewald Sum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
11.9 Coulomb integrals between Gaussians . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
4
CONTENTS CONTENTS
11.10Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

11.11Linear-scaling Electrostatics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
11.12Green’s Function Expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
11.13Discrete FT on a Regular Grid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
11.14FFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
11.15Fast Fourier Poisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
12 Dielectric 106
12.1 Continuum Dielectric Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
12.2 Gauss’ Law I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
12.3 Gauss’ Law II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
12.4 Variational Principles of Electrostatics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
12.5 Electrostatics - Recap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
12.6 Dielectrics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
13 Exapansions 115
13.1 Schwarz inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
13.2 Triangle inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
13.3 Schmidt Orthogonalization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
13.4 Expansions of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
13.5 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
13.6 Convergence Theorem for Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
13.7 Fourier series for different intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
13.8 Complex Form of the Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
13.9 Uniform Convergence of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
13.10Differentiation of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
13.11Integration of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
13.12Fourier Integral Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
13.13M-Test for Uniform Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
13.14Fourier Integral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
13.15Examples of the Fourier Integral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
13.16Parseval’s Theorem for Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
13.17Convolution Theorem for Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
13.18Fourier Sine and Cosine Transforms and Representations . . . . . . . . . . . . . . . . . . . . . 143
5
Chapter 1
Vector Calculus
These are summary notes on vector analysis and vector calculus. The purpose is to serve as a review. Although
the discussion here can be generalized to differential forms and the introduction to tensors, transformations and
linear algebra, an in depth discussion is deferred to later chapters, and to further reading.1, 2, 3, 4, 5
For the purposes of this review, it is assumed that vectors are real and represented in a 3-dimensional Carte-
sian basis (x̂, ŷ, ẑ), unless otherwise stated. Sometimes the generalized coordinate notation x1 , x2 , x3 will be
used generically to refer to x, y, z Cartesian components, respectively, in order to allow more concise formulas
to be written using using i, j, k indexes and cyclic permutations.
If a sum appears without specification of the index bounds, assume summation is over the entire range of the
index.
1.1 Properties of vectors and vector space

A vector is an entity that exists in a vector space. In order to take for (in terms of numerical values for it’s
components) a vector must be associated with a basis that spans the vector space. In 3-D space, for example, a
Cartesian basis can be defined (x̂, ŷ, ẑ). This is an example of an orthonormal basis in that each component
basis vector is normalized x̂ · x̂ = ŷ · ŷ = ẑ · ẑ = 1 and orthogonal to the other basis vectors x̂ · ŷ = ŷ · ẑ =
ẑ· x̂ = 0. More generally, a basis (not necessarily the Cartesian basis, and not necessarily an orthonormal basis) is
denoted (e1 , e2 , e3 . If the basis is normalized, this fact can be indicated by the “hat” symbol, and thus designated
(ê1 , ê2 , ê3 .
Here the properties of vectors and the vector space in which they reside are summarized. Although the
present chapter focuses on vectors in a 3-dimensional (3-D) space, many of the properties outlined here are more
general, as will be seen later. Nonetheless, in chemistry and physics, the specific case of vectors in 3-D is so
prevalent that it warrants special attention, and also serves as an introduction to more general formulations.
A 3-D vector is defined as an entity that has both magnitude and direction, and can be characterized, provided
a basis is specified, by an ordered triple of numbers. The vector x, then, is represented as x = (x1 , x2 , x3 ).
Consider the following definitions for operations on the vectors x and y given by x = (x1 , x2 , x3 ) and
y = (y1 , y2 , y3 ):
1. Vector equality: x = y if xi = yi ∀ i = 1, 2, 3
2. Vector addition: x + y = z if zi = xi + yi ∀ i = 1, 2, 3
3. Scalar multiplication: ax = (ax1 , ax2 , ax3 )
4. Null vector: There exists a unique null vector 0 = (0, 0, 0)
6
CHAPTER 1. VECTOR CALCULUS 1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS
Furthermore, assume that the following properties hold for the above defined operations:
1. Vector addition is commutative and associative:

x+y =y+x
(x + y) + z = x + (y + z)
2. Scalar multiplication is associative and distributive:

(ab)x = a(bx)
(a + b)(x + y) = ax + bx + ay + by
The collection of all 3-D vectors that satisfy the above properties are said to form a 3-D vector space.
1.2 Fundamental operations involving vectors

The following fundamental vector operations are defined.
Scalar Product:
X
a · b = ax bx + ay by + az bz = ai bi = |a||b|cos(θ)
i
= b·a (1.1)
√
where |a| = a · a, and θ is the angle between the vectors a and b.
Cross Product:
a × b = x̂(ay bz − az by ) + ŷ(az bx − ax bz ) + ẑ(ax by − ay bx ) (1.2)
or more compactly
c = a×b (1.3)
where (1.4)
ci = aj bk − ak bj (1.5)
where i, j, k are x, y, z and the cyclic permutations z, x, y and y, z, x, respectively. The cross product can be
expressed as a determinant:
The norm of the cross product is
|a × b| = |a||b|sin(θ) (1.6)
where, again, θ is the angle between the vectors a and b The cross product of two vectors a and b results in a
vector that is perpendicular to both a and b, with magnitude equal to the area of the parallelogram defined by a
and b.
The Triple Scalar Product:
a·b×c=c·a×b=b·c×a (1.7)
and can also be expressed as a determinant
The triple scalar product is the volume of a parallelopiped defined by a, b, and c.
The Triple Vector Product:
a × (b × c) = b(a · c) − c(a · b) (1.8)
The above equation is sometimes referred to as the BAC − CAB rule.
Note: the parenthases need to be retained, i.e. a × (b × c) 6= (a × b) × c in general.
Lattices/Projection of a vector
a = (ax )x̂ + (ay )ŷ + (ay )ŷ (1.9)
7
1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS CHAPTER 1. VECTOR CALCULUS
a · x̂ = ax (1.10)
r = r1 a1 + r2 a2 + r3 a3 (1.11)
ai · aj = δij (1.12)
aj × ak
ai = (1.13)
ai · (aj × ak )
Gradient, ∇
∂ ∂ ∂
∇ = x̂ + ŷ + ẑ (1.14)
∂x ∂y ∂z

∂f
∇f (|r|) = r̂ (1.15)
∂r
dr = x̂dx + ŷdy + ẑdz (1.16)
dϕ = (∇ϕ) · dr (1.17)
∇(uv) = (∇u)v + u(∇v) (1.18)

Divergence, ∇·

∂Vx ∂Vy ∂Vz
∇·V = + + (1.19)
∂x ∂y ∂z
∇·r=3 (1.20)
df
∇ · (rf (r)) = 3f (r) + r (1.21)
dr
if f (r) = rn−1 then ∇ · r̂rn = (n + 2)rn−1
∇ · (f v) = ∇f · v + f ∇ · v (1.22)
Curl,∇×
∂Vz ∂Vy ∂Vx ∂Vz ∂Vy ∂Vx
x̂( − ) + ŷ( − ) + ẑ( − ) (1.23)
∂y ∂z ∂z ∂x ∂x ∂y
∇ × (f v) = f ∇ × v + (∇f ) × v (1.24)
∇×r=0 (1.25)
∇ × (rf (r)) = 0 (1.26)
∇(a · b) = (b · ∇)a + (a · ∇)b + b × (∇ × a) + a × (∇ × b) (1.27)
8
CHAPTER 1. VECTOR CALCULUS 1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS
∂2
2 2
∂ ∂
∇ · ∇ = ∇ × ∇ = ∇2 = + 2 + 2 (1.28)
∂2x ∂ y ∂ z
Vector Integration
Divergence theorem (Gauss’s Theorem)
Z Z Z
3
∇ · f (r)d r = ∇ · f (r) · dσ = ∇ · f (r) · nda (1.29)
V S S
let f (r) = u∇v then

∇ · (u∇v) = ∇u · ∇v + u∇2 v (1.30)
Z Z Z
3 2 3
∇u · ∇vd r + u∇ vd r = (u∇v) · nda (1.31)
V V S
The above gives the second form of Green’s theorem.
Let f (r) = u∇v − v∇u then
Z Z Z Z Z Z
3 2 3 3 2 3
∇u · ∇vd r + u∇ vd r − ∇u · ∇vd r − v∇ ud r = (u∇v) · nda − (v∇u) · nda (1.32)
V V V V S S
Above gives the first form of Green’s theorem.

Generalized Green’s theorem
Z Z
3
uL̂u − uL̂vd r = p(v∇u − u∇v)) · nda (1.33)
V S
where L̂ is a self-adjoint (Hermetian) “Sturm-Lioville” operator of the form:
L̂ = ∇ · [p∇] + q (1.34)
Stokes Theorem Z I
(∇ × v) · nda = V · dλ (1.35)
S C
Generalized Stokes Theorem Z I
(dσ × ∇) ◦ [] = dλ ◦ [] (1.36)
S C
where ◦ = ,·,×
Vector Formulas
a · (b × c) = b · (c × a) = c · (a × b) (1.37)
a × (b × c) = (a · c)b − (a · b)c (1.38)
(a × b) · (c × d) = (a · c)(b · d) − (a · d)(b · c) (1.39)
∇ × ∇ψ = 0 (1.40)
∇ · (∇ × a) = 0 (1.41)
9
1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS CHAPTER 1. VECTOR CALCULUS
∇ × (∇ × a) = ∇(∇ · a) − ∇2 a (1.42)
∇ · (ψa) = a · ∇ψ + ψ∇ · a (1.43)
∇ × (ψa) = ∇ψ × a + ψ∇ × a (1.44)
∇(a · b) = (a · ∇)b + (b · ∇)a + a × (∇ × b) + b × (∇ × a) (1.45)
∇ · (a × b) = b · (∇ × a) − a · (∇ × b) (1.46)
∇ × (a × b) = a(∇ · b) − b(∇ · a) + (b · ∇)a − (a · ∇)b (1.47)

If x is the coordinate of a point with magnitude r = |x|, and n = x/r is a unit radial vector
∇·x=3 (1.48)
∇×x=0 (1.49)
∇ · n = 2/r (1.50)
∇×n=0 (1.51)
(a · ∇)n = (1/r)[a − n(a · n)] (1.52)
10
Chapter 2
Linear Algebra
2.1 Matrices, Vectors and Scalars

Matrices - 2 indexes (2nd rank tensors) - Aij /A
Vectors - 1 index∗ (1st rank tensor) - ai /a
Scalar - 0 index∗ (0 rank tensor) - a
Note: for the purpose of writing linear algebraic equations, a vector can be written as an N × 1 “Column
vector ” (a type of matrix), and a scalar as a 1 × 1 matrix.
2.2 Matrix Operations

Multiplication by a scalar α.
|C ={zαA} = Aα means Cij = αAij = Aij · α

N ×N N ×N
Addition/Subtraction
C=A−B=B−A means Cij = Aij − Bij
Multiplication (inner product)
X
C
| ={zA B} means Cij = Aik Bkj
N ×N N ×M ·M ×N k
AB 6= BA in general
A · (B · C) = (AB)C = ABC associative, not always communitive

Multiplication (outer product/direct product)
C =A⊗B
|{z} means Cαβ = Aij Bk`
nm×nm
α =n(i − 1) + k β =m(j − 1) + `
11
2.3. TRANSPOSE OF A MATRIX CHAPTER 2. LINEAR ALGEBRA
A ⊗ B 6=B ⊗ A A ⊗ (B ⊗ C) =(A ⊗ B)C

Note, for “vectors”
T
| ⊗{zb }
C= a means Cij = ai bj
N ×1·1×N
2.3 Transpose of a Matrix

T
A
| =
{zB } means Aij = (Bij )T = Bji
N ×M (M ×N )T =N ×M
Note: T
(AT )T = A (Aij )T = [Aji ]T = Aij

(A · B)T = BT · AT
C =(A · B)T = BT · AT
!T
X X
Cij = Aik Bkj = Ajk Bki
k k
X X
= Bki Ajk = (Bik )T (Akj )T
k k
2.4 Unit Matrix

(identity matrix)
 
1 0 0
 ..
1 (2.1)

0 . 0
0 0 1
1ij ≡ δij
1−1 =1T = 1 A1 =1A = A
Commutator: a linear operation

[A, B] ≡ AB − BA
[A, B] = 0 if A and B are diagonal matrices
Diagonal Matrices:
Aij = aii δij
Jacobi Identity:
[A, [B, C]] = [B, [A, C]] − [C, [A, B]]
12
CHAPTER 2. LINEAR ALGEBRA 2.5. TRACE OF A (SQUARE) MATRIX
2.5 Trace of a (Square) Matrix

(a linear operator)
X
Aii = Tr AT

Tr (A) =
i
X XX
Tr (A · B) = Tr (C) = Cii = Aik Bki
i i k
XX
= Bki Aik = Tr (BA)
k i
Note Tr ([A, B]) = 0

Tr (αA + βB) = αTr (A) + βTr (B)
2.5.1 Inverse of a (Square) Matrix

A−1 · A = 1 = A · A−1
Note 1 · 1 = 1, thus 1 = 1−1
(A · B)−1 = B−1 · A−1 prove
2.6 More on Trace
T r(ABC) = T r(CBA)
T r(a ⊗ bT ) = aT · b
T r(U + AU ) = T r(A) U + U = 1 or T r(B −1 AB) = T r(A)
T r(S + S) ≥ 0 T r(BSB −1 BT B −1 = T r(ST )
T r(A) = T rA+ T r(S 0 T 0 )
T r(AB) = T r(BA) = T r(B + A+ )
T r(ABC) = T r(CAB) = T r(BCA)
T r([A, B]) = 0
T r(AB) = 0 if A = AT and B = B T
2.7 More on [ ]
[Sx , Sy ] = iSz
Proof: (A · B)−1 = B−1 A−1

If x · y = 1 then y = x−1
associative (A · B) · (B−1 · A−1 ) = A · (B · B−1 ) · A−1 = (A · A−1 ) = 1 thus (B−1 · A−1 ) = (A · B)−1
13
2.8. DETERMINANTS CHAPTER 2. LINEAR ALGEBRA
2.8 Determinants

A11 A12 · · · A1n

det(A) = A21 A22 · · ·
X
A2n = ijk... A1i A2j A3k . . . (2.2)
.. .. ..
. . . Ann i,k...
ijk... : Levi-Civita symbol (±1 even/odd permutation of 1, 2, 3 . . ., otherwise 0. (has N ! terms)

A is a square matrix, (N × N )
2.8.1 Laplacian expansion
N
X
D= (−1)i+j Mij Aij
i
N
X
= cij Aij
i
Mij = “minor” ij
cij = “cofactor” = (−1)i+j Mij
D = πk Akk (2.3)

A11 0

A21 A22 (2.4)

− −
N
X X
= Aij cik = det(A)δjk = Aji cik
i
det(A) is an antisymmetrized product
Properties: for an N × N matrix A
1. The value of det(A) = 0 if
• any two rows (or columns) are equal

• each element of a row (or column) is zero
• any row (or column) can be represented by a linear combination of the other rows (or columns). In
this case, A is called a “singular” matrix, and will have one or more of it’s eigenvalues equal to zero.
2. The value of det(A) is unchanged if
• two rows (or columns) are swapped, sign changes

• a multiple of one row (or column) is added to another row (or column)
• A is transposed det(A) = det(A+ ) or det(A+ ) = det(A∗ ) = (det(A))∗
14
CHAPTER 2. LINEAR ALGEBRA 2.8. DETERMINANTS
• A undergoes unitary transformation det(A) = det(U + AU ) (including the unitary tranformation that
diagonalized A)
det(eA ) = etr(A) (2.5)
3. If any row (or column) of A is multiplied by a scalar α, the value of the determinat is αdet(A). If the
whole matrix is multiplied by α, then
det(αA) = αN det(A) (2.6)
4. If A = BC, det(A) = det(B) × det(C), but if A = B + C, det(A) 6= det(B) + det(C). (det(A) is not
a linear operator)
det(AN ) = [det(A)]N (2.7)
5. If A is diagonalized, det(A) = Πi Aii (also, det(1) = 1)
6. det(A)−1 ) = (det(A))−1
7. det(A∗ ) = (detA)∗ = det(A+ )
8. det(A) = det(U + AU ) U + U = 1
2.8.2 Applications of Determinants

Wave function:
ψ1 (x1 ) ψ2 (x1 ) · · · ψN (x1

1 ..
Ψ HF (x1 , x2 · · · xN ) = √ ψ1 (x2 ) ψ2 (x2 ) · · · . (2.8)
DF T N! . ..

..

. ψN (xN )
Evaluate: Z
Ψ∗ (x1 , x2 , x3 )Ψ(x1 , x2 , x3 )dτ
R
P reduce if ψi (x)ψj (x)dτ = δiJ (orthonormal spin orbitals)
(write all the terms). How does this expression
J=Jacobian |dxk >= J|dqj >= i |dqi >< dqi |dxk >
∂xi
dx1 dx2 dx3 = det(J)dq1 dq2 dq3 , Jik =
∂qk

x ∂xi
J : Jij =
q ∂qj
q ∂qi
J = (2.9)
x ij ∂xj
∂q ∂q

h q i
∂x ∂x · · ·
det J = . . . (2.10)
x .. .
q1 =2x q2 =y q3 =z
1
dxdydz = dq 1 (2.11)
2
15
2.9. GENERALIZED GREEN’S THEOREM CHAPTER 2. LINEAR ALGEBRA
∂x 1 ∂x0 1
x0 +2x = =2 dx = dx0
∂x0 2 ∂x 2
dx 1
dx = dq1 = dq 1 (2.12)
dq1 2
2.9 Generalized Green’s Theorem

Use: Z Z
∇ · vdτ = v · dσ (2.13)
v s
Z Z
(vLu − uLv)dτ = p(x∇u − u∇v) · dσ (2.14)
v s
L = ∇ · [p∇] + q = ∇p · ∇ + p∇2 + q
Z
v(∇p · ∇u + ∇2 u + q)u − u(∇p · ∇v + p∇2 v + q)v dτ

v
R R
Note vqu dτ = uqv dτ
Z
(v∇ · [p∇]u + ∇v · (p∇u) − u∇ · [p∇]v − ∇v · (p∇u)) dτ
v
Z
= (∇ · vp∇u − ∇ · up∇v) dτ (2.15)
v
∇v · p∇u + v∇ · [p∇]u − ∇u · p∇v − u∇ · [p∇]v

Z
= (vp∇u − up∇v) · dσ
Zs
= p(v∇u − u∇v) · ds
s
X ∂Fi ∂Fi ∂Fi

dFi = dxk + dt =(dr · ∇)Fi + dt
∂xk t ∂t
k

∂
= dr · ∇ + dt Fi (2.16)
∂t
L = r × p = r × mv, v =ω×r
A × (B × C) = B(AC) − C(AB) r = rr̂
L =m(r × (ω × r))
=m[ω(r · r) − r(r · ω)]
=m[ω(r2 r̂ · r̂) − rr̂(rr̂ · ω)]
=mr2 [ω − r̂(r̂ · w)] (2.17)
I =mr2 L =Iω if r̂ · ω = 0
16
CHAPTER 2. LINEAR ALGEBRA 2.10. ORTHOGONAL MATRICES
2.10 Orthogonal Matrices

(analogy to ai aj = δij = aTi · aj )
AT · A = 1 AT = A−1

AT = A−1 , therefore AT · A = 1 = 1T = (AT · A)T

Note det(A) = ±1 if A is orthogonal. Also: A and B orthogonal, then (AB) orthogonal.
Application: Rotation matrices

X X
x0i = Aij xj or |x0i >= |xj × xj |x0i >
j j
example:
    
r̂ sin θ cos ϕ sin θ sin ϕ cos θ x̂
 θ̂  = cos θ cos ϕ cos θ sin ϕ − sin θ   ŷ  (2.18)
ϕ̂ − sin ϕ cos ϕ 0 ẑ
   
r̂ x̂
 θ̂  = C ŷ  (2.19)
ϕ̂ ẑ
     
x̂ r̂ r̂
ŷ  = C−1  θ̂  = CT  θ̂  (2.20)
ẑ ϕ̂ ϕ̂
since C−1 = CT (C is an orthogonal matrix)
Also Euler angles (we will use later. . .)
2.11 Symmetric/Antisymmetric Matrices

Symmetric means Aij = Aji , or A = AT
Antisymmetric means Aij = −Aji , or A = −AT
1 1
A + AT + A − AT

A= (2.21)
2 2
symmetric antisymmetric
Note also:
T T
AAT = AT AT
=AAT
Note: Tr (AB) = 0 if A is symmetric and B is antisymmetric. Thus AAT AT A are symmetric, but
A · AT 6= A · AT
Quiz: If A is an upper triangular matrix, use the Laplacian expansion to determine a formula for det(A) in
terms of the elements of A.
17
2.12. SIMILARITY TRANSFORMATION CHAPTER 2. LINEAR ALGEBRA
2.12 Similarity Transformation

A0 = BAB0 (2.22)
if B−1 = BT (B orthogonal) BABT = orthogonal similarity transformation.
2.13 Hermitian (self-adjoint) Matrices

Note:
(AB)∗ = A∗ B∗
(AB)+ = B+ A+ also (A+ )+ = A
H+ = H where H+ ≡ (H∗ )T = (HT )∗
A real symmetric matrix is Hermitian or a real Hermitian matrix is symmetric (if a matrix is real, Hermi-
tian=symmetric)
2.14 Unitary Matrix

U+ = U−1
A real orthogonal matrix is unitary or a real unitary matrix is orthogonal (if a matrix is real, unitary=orthogonal)
2.15 Comments about Hermitian Matrices and Unitary Tranformations

1. Unitary tranformations are “norm preserving”
x0 = Ux (x0 )+ x0 = x+ U+ Ux = x+ · x
2. More generally, x0 = Ux, A0 = UAU+

A0 x0 = UAU+ Ux = U(Ax) and (y)+ · A0 · x0 = y+ U+ UAU+ Ux
operation in transformation coordinates = transformation in uniform coordinates = y+ Ax (invariant)
3. If A+ = A, then (Ay)+ · x = y+ · x = y+ · A+ · x = y+ · A · x (Hermitian property)
4. If A+ = A, then (A0 )+ = (UAU+ )+ = UAU+ , or (A0 )+ = A0
2.16 More on Hermitian Matrices

1 1 1 1
C= (C + C+ ) + (C − C+ ) = (C + C+ ) + · i(C − C+ )
2 | {z } 2 | {z } 2 2i | {z }
Hermitian anti-Hermitian Hermitian!
Note: C = −i[A, B] is Hermitian even if A and B are not, (or iC = [A, B]). C = AB is Hermition if
A = A+ , B = B+ , and [A, B] = 0. A consequence of this is that Cn is Hermitian if C is Hermitian. Also,
C = eαA is Hermitian if A = A+ , but C = eiαA is not Hermitian (C is unitary). A unitary matrix in general
is not Hermitian.
X
f (A) = Ck Ak is Hermitian if Ck are real
k
18
CHAPTER 2. LINEAR ALGEBRA 2.17. EIGENVECTORS AND EIGENVALUES
2.17 Eigenvectors and Eigenvalues

Solve Ac = ac, (A − a1)c = 0 det() = 0 secular equation.
A0 c0i = ai c0i Eigenvalue problem
Aci = λi Bci Generalized eigenvalue problem
Ac = Bcλ
If c+ +
i · B · cj = δij then ci · A · cj = λi δij
relation: A0 = B− AB− and c0i = B ci (Can always transform. . .Lowden) Example: Hartree-Fock/Kohn-
Shon Equations:
FC = SC, Hef f C = SC
For Aci = αi ci if A = A+ ai = a∗i , c+

i · cj = δij ? can be chosen
ci form a “complete set”
If A+ A = 1, ai = ±1, c+ i · cj = δij det(A) = ±1
Hci = i ci or Hc = c
!
c 1 c 2 c3
c= .. .. .. (2.23)
. . .
 
1 0
=
 .. 
(2.24)
. 
0 N
since c+
i · cj = δij , c+ · c = 1 and also c+ · H · c = c+ c = c+ c = hence c is a unitary matrix and is the
unitary matrix that diagonalizes H. c+ Hc = (eigenvalue spectrum).
2.18 Anti-Hermitian Matrices

Read about them. . .
2.19 Functions of Matrices
UAU+ = a A = U+ aU or AU+ = U+ a
 
f (a1 )
+
f (A) = U  .. U

.
f (an )
19
2.19. FUNCTIONS OF MATRICES CHAPTER 2. LINEAR ALGEBRA
Power series e.g.

∞
1 k
eA =
X
A
k!
k=0
∞
X (−1)k
sin(A) = A2k+1
(2k + 1)!
k=0
∞
X (−1)k
cos(A) = A2k
(2k)!
k=0
Note:
A2 U+ =AUU+
=AU+ Q
=U+ QQ
=U+ Q2
!
Q211 0
Q2 ⇒ ..
0 .
A · U = U+ QK
k +
Ck Ak and UAU+ = Q, then

P
Note, if f (A) = k
F =f (A)U+
X
= ck U+ Qk
k
X
=U+ ck Qk
k
 
f (a11 )
=U+ 
 .. +
=U f

(2.25)
.
f (ann )
so if UAU+ = Q, then UFU+ = f and fij = f (ai )δij
Also:
Trace Formula
det(eA ) = eT r(A) (special case of det[f (A)] = πi f (aii ))

Baker-Hausdorff Formula
1
eiG He−iG = H + [iGH] + [iG, [iG, H]] + · · ·
2
Note, if
AU+ = U+ QA(λ) = A + λ1
so has some eigenvectors, but eigenvalues are shifted.
A(λ)U+ = (A + λ1)U+ = U+ Q + U+ λ1 = U+ (Q + λ1) = U+ Q(λ)
20
CHAPTER 2. LINEAR ALGEBRA 2.20. NORMAL MARICES
2.20 Normal Marices

[A, A+ ] = 0 (Hermitian and real symmetry are specific cases)
Aci = ai ci , A+ ci = a∗i ci , c+
i · cj = 0
2.21 Matrix
2.21.1 Real Symmetric
A = AT = A+ ai real cTi · cj = δij Hermitian normal
2.21.2 Hermitian
A = A+ ai real c+
i · cj = δij normal
2.21.3 Normal
[A, A+ ] = 0 if Aci = ai ci c+
i · cj = δij
2.21.4 Orthogonal
UT · U = 1 (UT = U−1 ) ai (±1) cTi · cj = δij unitary, normal
2.21.5 Unitary
U+ U = 1 (U+ = U−1 ) ai real (±1) c+
i · cj = δij normal
If UAU+ = a, and U+ U = 1 then [A, A+ ] = 0 and conversely.
21
Chapter 3
Calculus of Variations
3.1 Functions and Functionals

Here we consider functions and functionals of a single argument (a variable and function, respectively) in
order to introduce the extension of the conventional function calculus to that of functional calculus.
• A function f (x) is a prescription for transforming a numerical argument x into a number; e.g. f (x) =
1 + x2 + e−x .
• A
R xfunctional F [y] is a prescription for transforming a function argument y(x) into a number; e.g. F [y] =
y 2 (x) · e−sx dx.
x
Hence, a functional requires knowledge of it’s function argument (say y(x)) not at a single numerical point x, in
general, but rather over the entire domain of the function’s numerical argument x (i.e., over all x in the case of
y(x)). Alternately stated, a functional is often written as some sort of integral (see below) where the argument of
y (we have been referring to it as “x”) is a dummy integration index that gets integrated out.
In general, a functional F [y] of the 1-dimensional function y(x) may be written
Z x
F [y] = f x, y(x), y 0 (x), · · · y (n) (x), dx (3.1)
x
where f is a (multidimensional) function, and y 0 ≡ dy/dx , · · · y n ≡ dn y/dxn . For the purposes here, we will
consider the bounday conditions of the function argument y are such that y, y 0 · · · y (n−1) have fixed values at
the endpoints; i.e.,
(j) (j)
y (j) (x1 ) = y1 , y (j) (x2 ) = y2 for j = 0, · · · (n − 1) (3.2)
(j) (j)
where y1 and y2 are constants, and y (0) ≡ y.
In standard function calculus, the derivative of a function f (x) with respect to x is defined as the limiting
process
df f (x + ) − f (x)
≡ lim (3.3)
dx x →0
(read “the derivative of f with respect to x, evaluated at x). The function derivative indicates how f (x) changes
when x changes by an infintesimal amount from x to x + .
Analogously, we define the functional derivative of F [y] with respect to the function y at a particular point
x0 by
δF F [y + δ(x − x0 )] − F [y]
≡ lim (3.4)
δy(x) y(x ) →0
22
CHAPTER 3. CALCULUS OF VARIATIONS 3.2. FUNCTIONAL DERIVATIVES
(read, “the functional derivative of F with respect to y, evaluated at the point y(x0 )). This functional derivative
indicates how F [y] changes when the function y(x) is changed by an infintesimal amount at the point x = x0
from y(x) to y(x) + δ(x − x0 ).
We now procede formally to derive these relations.
3.2 Functional Derivatives: Formal Development in 1-Dimension

Consider the problem of finding a function y(x) that corresponds to a stationary condition (an extremum
value) of the functional F [y] of Eq. 3.1, subject to the boundary conditions of Eq. 3.2; i.e., that the function y
and a sufficient number of it’s derivatives are fixed at the boundary. For the purposes of describing variations, we
define the function
y(x, ) = y(x) + η(x) = y(x, 0) + η(x) (3.5)
where η(x) is an arbitrary differentiable function that satisfies the end conditions η (j) (x1 ) = η (j) (x2 ) = 0
for j = 1, · · · (n − 1) such that in any variation, the boundary conditions of Eq. 3.2 are preserved; i.e., that
(j) (j)
y (j) (x1 ) = y1 and y (j) (x2 ) = y2 for j = 0, · · · (n − 1). It follows the derivative relations
y (j) (x, ) = y (j) (x) + η (j) (x) (3.6)

d (j)
y (x, ) = η (j) (x) (3.7)
d
where superscript j (j = 0, · · · n) in parentheses indicates the order of the derivative with respect to x. To
remind, here n is the highest order derivative of y that enters the functional F [y]. For many examples in physics
n = 1 (such as we will see in classical mechanics), and only the fixed end points of y itself are required; however,
in electrostatics and quantum mechanics often higher order derivatives are involved, so we consider the more
general case.
If y(x) is the function that corresponds to an extremum of F [y], we expect that any infintesimal variation
η(x) away from y that is sufficiently smooth and subject to the fixed-endpoint boundary conditions of Eq. 3.2)
will have zero effect (to first order) on the extremal value. The “arbitrary” function η(x) of course has been
defined to satisfy the differentiability and boundary conditions, and the scale factor allows a mechanism for
effecting infintesimal variations through a limiting procedure approaching = 0. At = 0, the varied function
y(x, ) is the extremal value y(x). Mathematically, this implies
d
[F [y + η]]=0 = 0
d Z x
d 0
= f (x, y(x, ), y (x, ), · · · ) dx (3.8)
d x =0
∂f ∂y 0 (x, )
Z x
∂f ∂y(x, )
= + + · · · dx
x ∂y ∂ ∂y 0 ∂
Z x
∂f ∂f
= η(x) + 0
η 0 (x) + · · · dx
x ∂y ∂y
where we have used ∂y(x, )/∂ = η(x), ∂y 0 (x, )/∂ = η 0 (x), etc... If we integrate by parts the term in Eq. 3.8
involving η 0 (x) we obtain
Z x x Z x
∂f 0 ∂f
− d ∂f
η (x) dx = η(x) η(x) dx
x ∂y 0 ∂y 0
x x dx ∂y 0
Z x
d ∂f
= − η(x) dx (3.9)
x dx ∂y 0
23
3.3. VARIATIONAL NOTATION CHAPTER 3. CALCULUS OF VARIATIONS
where we have used the fact that η(x1 ) = η(x2 ) = 0 to cause the boundary term to vanish. More generally, for
all the derivative terms in Eq. 3.8 we obtain
Z x Z x
dj

∂f (j) (j) ∂f
η (x) dx = (−1) η(x) dx (3.10)
x ∂y (j) x dxj ∂y (j)
for j = 1, · · · n where we have used the fact that η (j) (x1 ) = η (j) (x2 ) = 0 for j = 0, · · · (n − 1) to cause the
boundary terms to vanish. Substituting Eq. 3.10 in Eq. 3.8 gives
Z x
d ∂f d ∂f
[F [y + η]]=0 = − + ···
d x ∂y dx ∂y 0
n

n d ∂f
+(−1) η(x) dx
dxn ∂y (n)
= 0 (3.11)
Since η(x) is an arbitrary differential function subject to the boundary conditions of Eq. 3.2, the terms in brackets
must vanish. This leads to a generalized form of the Euler equation in one dimension for the extremal value of
F [y] of Eq. 3.4
n

∂f d ∂f n d ∂f
− + · · · + (−1) =0 (3.12)
∂y dx ∂y 0 dxn ∂y (n)
In other words, for the function y(x) to correspond to an extremal value of F [y], Eq. 3.12 must be satisfied for
all y(x); i.e., over the entire domain of x of y(x). Consequently, solution of Eq. 3.12 requires solving for an
entire function - not just a particular value of the function argument x as in function calculus. Eq. 3.12 is referred
to as the Euler equation (1-dimensional, in this case), and typically results in a differential equation, the solution
of which (subject to the boundary conditions already discussed) provides the function y(x) that produces the
extremal value of the functional F [y].
We next define a more condensed notation, and derive several useful techniques such as algebraic manipu-
lation of functionals, functional derivatives, chain relations and Taylor expansions. We also explicitly link the
functional calculus back to the traditional function calculus in certain limits.
3.3 Variational Notation

We define δF [y], the “variation of the functional F [y]”, as
d
δF [y] ≡ [F [y + η]]=0
Zdx n

∂f d ∂f n d ∂f
= − + · · · + (−1) η(x) dx
x ∂y dx ∂y 0 dxn ∂y (n)
Z x
δF
= δy(x) dx (3.13)
x δy(x)
where (analagously) δy(x), the “variation of the function y(x)”, is defined by
d
δy(x) ≡ [y(x) + η(x)]=0
d
= η(x)
= y(x, ) − y(x, 0) (3.14)
where we have again used the identity y(x, 0) = y(x). Relating the notation of the preceding section, we have
y(x, ) = y(x) + η(x) = y(x) + δy(x) (3.15)
24
CHAPTER 3. CALCULUS OF VARIATIONS 3.4. FUNCTIONAL DERIVATIVES: ELABORATION
Note that the operators δ and d/dx commute; i.e., that δ(d/dx) = (d/dx)δ:

0 dy d d
δy (x) = δ = (y + η) (3.16)
dx d dx =0
d 0 d d
y + η 0 =0 = η 0 =

= (η) = δy
d dx dx
Hence the (first) functional variation of F [y] can be written

Z x
δF
δF [y] = δy(x) dx (3.17)
x δy(x)
δF
where δy(x) is defined as “the (first) functional derivative of F [y] with respect to y at position x”, and assuming
F [y] in the form of Eq. 3.1, is given by
dn

δF ∂f d ∂f ∂f
= − + · · · + (−1)n (3.18)
δy(x) ∂y dx ∂y 0 dxn ∂y (n)
Note that the functional derivative defined above is itself a function of x. In fact, Eq. 3.17 can be considered as a
generalization of an exact differential of a discreet multivariable function in calculus, .e.g.,
X ∂F
dF (x1 , x2 , · · · , xN ) = dxi (3.19)
∂xi
i
where the summation over discreet variables xi has been replaced by integration over a continuous set of variables
x.
An extremal value of F [y] is a solution of the stationary condition
δF [y] = 0 (3.20)
and can be found by solution of the Euler equation 3.12.
3.4 Functional Derivatives: Elaboration
3.4.1 Algebraic Manipulations of Functional Derivatives

The functional derivative has properties analogous to a normal function derivative
δ δF1 δF2
(c1 F1 + c2 F2 ) = c1 + c2 (3.21)
δy(x) δy(x) δy(x)
δ δF1 δF2
(F1 F2 ) = F2 + F1 (3.22)
δy(x) δy(x) δy(x)

δ F1 δF1 δF2
= F 2 − F1 /F22 (3.23)
δy(x) F2 δy(x) δy(x)
25
3.4. FUNCTIONAL DERIVATIVES: ELABORATION CHAPTER 3. CALCULUS OF VARIATIONS
3.4.2 Generalization to Functionals of Higher Dimension

The expression for the functional derivative in Eq. 3.18 can be generalized to multidimensional functions in a
straight forward manner.
n N
!
j
X
δF ∂f X ∂ ∂f
= + (−1)j (3.24)
δρ(x1 , · · · xN ) ∂ρ
j=1 ∂xji ∂ρ(j)
i=1 x i
The functional derivative in the 3-dimensional case is

δF ∂f ∂f ∂f
= −∇· + ∇2 − ··· (3.25)
δρ(r) ∂ρ ∂∇ρ ∂∇2 ρ
Example: Variational principle for a 1-particle quantum system.

Consider the energy of a 1-particle system in quantum mechanics subject to an external potential v(r). The
system is described by the 1-particle Hamiltonian operator
h̄2 2
Ĥ = − ∇ + v(r) (3.26)
2m
The expectation value of the energy given a trial wave function Ψ̃(r) is given by
R ∗ h̄ 2
Ψ̃ (r) − 2m ∇ + v(r) Ψ̃(r)d3 r
E[Ψ̃] = R (3.27)
Ψ̃∗ (r)Ψ̃(r)d3 r
D E
Ψ̃ Ĥ Ψ̃

=
hΨ̃|Ψ̃i
Let us see what equation results when we require that the energy is an extremal value with respect to the wave
function; i.e.,
δE[Ψ]
=0 (3.28)
δΨ(r)
Where we denote the wave function that produces this extremal value Ψ. Since this is a 1-particle system in
the absence of magnetic fields, there is no need to consider spin explicitly or to enforce antisymmetry of the
wave function as we would in a many-particle system. Moreover, there is no loss of generality if we restrict
the wave function to be real (one can double the effort in this example by considering the complex case, but
the manipulations are redundant, and it does not add to the instructive value of the variational technique - and
a student’s time is valuable!). Finally, note that we have constructed the energy functional E[Ψ̃] to take on an
un-normalized wave function and return a correct energy (that is to say, the normalization is built into the energy
expression), alleviating the need to explicitly constrain the wave function to be normalized in the variational
process. We return to this point in a later example using the method of Lagrange multipliers.
Recall from Eq. 3.23 we have
 D E 
δE[Ψ]  δ Ψ Ĥ Ψ δhΨ|Ψi D E
= hΨ|Ψi − Ψ Ĥ Ψ /hΨ|Ψi2 (3.29)
δΨ(r) δΨ(r) δΨ(r)
Let us consider in more detail the first functional derivative term,

D E
δ Ψ Ĥ Ψ

h̄2 2
Z
δ
= Ψ̃(r) − ∇ + v(r) Ψ̃(r)d3 r (3.30)
δΨ(r) δΨ(r) 2m
26
where we have dropped the complex conjugation since we consider the case where Ψ is real. It is clear that the
integrand, as written above, depends explicitly only on Ψ and ∇2 Ψ. Using Eq. 3.25 (the specific 3-dimensional
case of Eq. 3.24), we have that
∂f −h̄2 2
= ∇ Ψ(r) + 2v(r)Ψ(r) (3.31)
∂Ψ(r) 2m
2
∂f −h̄
= Ψ(r)
∂∇2 Ψ(r) 2m
and thus D E
δ Ψ Ĥ Ψ

−h̄2 2

=2 ∇ + v(r) Ψ(r) = 2ĤΨ(r) = 2Ĥ|Ψi (3.32)
δΨ(r) 2m
where the last equality simply reverts back to Bra-Ket notation. Similarly, we have that
δhΨ|Ψi
= 2Ψ(r) = 2|Ψi (3.33)
δΨ(r)
This gives the Euler equation
δE[Ψ] D E
= 2Ĥ|ΨihΨ|Ψi − 2|Ψi Ψ Ĥ Ψ /hΨ|Ψi2 (3.34)

δΨ(r)
 D E
|Ψi Ψ Ĥ Ψ

Ĥ|Ψi
= 2 − 
hΨ|Ψi hΨ|Ψi2
= 0
Multiplying through by hΨ|Ψi, dividing by 2 and substituting in the expression for E[Ψ] above we obtain
D E
Ψ Ĥ Ψ

Ĥ|Ψi = |Ψi = E[Ψ]|Ψi (3.35)
hΨ|Ψi
which is, of course, just the stationary-state Schrödinger equation.
3.4.3 Higher Order Functional Variations and Derivatives

Higher order functional variations and functional derivatives follow in a straight forward manner from the cor-
responding first order definitions. The second order variation is δ 2 F = δ(δF ), and similarly for higher order
variations. Second and higher order functional derivatives are defined in an analogous way.
The solutions of the Euler equations are extremals - i.e., stationary points that correspond to maxima, minima
or saddle points (of some order). The nature of the stationary point can be discerned (perhaps not completely) by
consideration of the second functional variation. For a functional F [f ], suppose f0 is the function that solves the
Euler equation; i.e., that satisfies δF [f ] = 0 or equivalently [δF [f ]/δf (x)]f =f = 0, then
δ2F
Z Z
1
2
δ F = δf (x) δf (x0 ) dx dx0 (3.36)
2 δf (x)δf (x0 ) f =f
The stationary point of F [f0 ] at f0 can be characterized by
δ 2 F ≥ 0 : minimum
δ 2 F = 0 : saddle point (order undetermined)
δ 2 F ≤ 0 : maximum
(3.37)
27
3.4. FUNCTIONAL DERIVATIVES: ELABORATION CHAPTER 3. CALCULUS OF VARIATIONS
Example: Second functional derivatives.

Consider the functional for the classical electrostatic energy
ρ(r)ρ(r0 ) 3 3 0
Z Z
1
J[ρ] = d rd r (3.38)
2 |r − r0 |
h i
δ J[ρ]
what is the second functional derivative δρ(r)δρ(r ) ?
The first functional derivative with respect to ρ(r) is
ρ(r0 ) 3 0 1 ρ(r0 ) 3 0
Z Z
δJ[ρ] 1
= d r + d r (3.39)
δρ(r) 2 |r − r0 | 2 |r − r0 |
Z 0
ρ(r ) 3 0
= d r
|r − r0 |
Note, r0 is merely a dummy integration index - it could have been called x, y, r000 , etc... The important feature
is that after integration what results is a function of r - the same r that is indicated by the functional derivative
δJ[ρ]
δρ(r) .
The second functional derivative with respect to ρ(r0 ) is
δ 2 J[ρ]

δ δJ[ρ]
= (3.40)
δρ(r)δρ(r0 ) δρ(r0 ) δρ(r)
ρ(r0 ) 3 0
Z
δ
= d r
δρ(r0 ) |r − r0 |
1
=
|r − r0 |
3.4.4 Integral Taylor series expansions
An integral Taylor expansion for F [f0 + ∆f ] is defined as
F [f0 + ∆f ] = F [f0 ]
∞ Z " #
δ (n) F
Z Z
X 1
+ ···
n! δf (x1 )δf (x2 ) · · · δf (xn )
n=1 f
×∆f (x1 )∆f (x2 ) · · · ∆f (xn ) dx1 dx2 · · · dxn (3.41)
For functionals of more than one function, e.g. F [f, g], mixed derivatives can be defined. Typically, for
sufficiently well behaved functionals, the order of the functional derivative operations is not important (i.e., they
commute),
δ2F δ2F
= (3.42)
δf (x)δg(x0 ) δg(x)δf (x0 )
28
An integral Taylor expansion for F [f0 + ∆f, g0 + ∆g] is defined as
F [f0 + ∆f, g0 + ∆g] = F [f0 , g0 ]

Z
δF
+ ∆f (x) dx
δf (x) f ,g
Z
δF
+ ∆g(x) dx
δg(x) f ,g
δ2F
Z Z
1
+ ∆f (x) ∆f (x0 ) dxdx0
2 δf (x)δf (x0 ) f ,g
δ2F
Z Z
+ ∆f (x) ∆g(x0 ) dxdx0
δf (x)δg(x0 ) f ,g
δ2F
Z Z
1
+ ∆g(x) ∆g(x0 ) dxdx0
2 δg(x)δg(x0 ) f ,g
+ ··· (3.43)
3.4.5 The chain relations for functional derivatives

From Eq. 3.13, the variation of a functional F [f ] is given by
Z
δF
δF = δf (x) dx (3.44)
δf (x)
(where it is understood we have dropped the definite integral notation with endpoinds x1 and x2 - it is also valid
that the boundaries be at plus or minus infinity). If at each point x, f (x) itself is a functional of another function
g, we write f = f [g(x), x] (an example is the electrostatic potential φ(r) which at every point r is a functional
of the charge density ρ at all points), we have
Z
δf (x)
δf (x) = δg(x0 ) dx (3.45)
δg(x0 )
which gives the integral chain relation
Z Z
δF δf (x)
δF = δg(x0 ) dxdx0
δf (x) δg(x0 )
Z
δF
= δg(x0 ) dx0 (3.46)
δg(x0 )
hence, Z
δF δF δf (x)
= dx (3.47)
δg(x0 ) δf (x) δg(x0 )
Suppose F [f ] is really an ordinary function (a special case of a functional); i.e. F = F (f ), then written as a
functional Z
F (f (x)) = F (f (x0 ))δ(x0 − x)dx0 (3.48)
it follows that
δF (f (x)) dF
= δ(x0 − x) (3.49)
δf (x0 ) df
If we take F (f ) = f itself, we see that
δf (x)
= δ(x0 − x) (3.50)
δf (x0 )
29
3.5. HOMOGENEITY AND CONVEXITY CHAPTER 3. CALCULUS OF VARIATIONS
If instead we have a function that takes a functional argument, e.g. g = g(F [f (x)]), then we have
δF [f, x0 ] 0
Z
δg δg
= dx
δf (x) δF [f, x0 ] δf (x)
δF [f, x0 ] 0
Z
dg 0
= δ(x − x) dx
dF [f, x0 ] δf (x)
dg δF
= (3.51)
dF δf (x)
If the argument f of the functional F [f ] contains a parameter λ; i.e., f = f (x; λ), then the derivative of F [f ]
with respect to the parameter is given by
Z
∂F [f (x; λ)] δF ∂f (x; λ)
= dx (3.52)
∂λ δf (x; λ) ∂λ
3.4.6 Functional inverses

For ordinary function derivatives, the inverse is defined as (dF/df )−1 = df /dF such that (dF/df )−1 ·(df /dF ) =
1, and hence is unique. In the case of functional derivatives, the relation between F [f ] and f (x) is in general a
reduced dimensional mapping; i.e., the scalar F [f ] is determined from many (often an infinite number) values of
the function argument f (x).
Suppose we have the case where we have a function f (x), each value of which is itself a functional of another
function g(x0 ). Moreover, assume that this relation is invertable; i.e., that each value of g(x0 ) can be written as
a functional of f (x). A simple example would be if f (x) were a smooth function, and g(x0 ) was the Fourier
transform of f (x) (usually the x0 would be called k or ω or something...). For this case we can write
Z
δf (x)
δf (x) = δg(x0 ) dx0 (3.53)
δg(x0 )
δg(x0 )
Z
0
δg(x ) = δf (x00 ) dx00 (3.54)
δf (x00 )
which leads to
δf (x) δg(x0 )
Z Z
δf (x) = δf (x00 ) dx0 dx00 (3.55)
δg(x0 ) δf (x00 )
providing the reciprocal relation
δf (x) δg(x0 )
Z
δf (x)
0 00
dx0 = = δ(x − x00 ) (3.56)
δg(x ) δf (x ) δf (x00 )
We now define the inverse as
−1
δg(x0 )

δf (x)
= (3.57)
δg(x0 ) δf (x)
from which we obtain
δf (x) δf (x) −1 0
Z
dx = δ(x − x00 ) (3.58)
δg(x0 ) δg(x0 )
3.5 Homogeneity and convexity properties of functionals

In this section we define two important properties, homogeneity and convexity, and discuss some of the powerful
consequences and inferences that can be ascribed to functions and functionals that have these properties.
30
CHAPTER 3. CALCULUS OF VARIATIONS 3.5. HOMOGENEITY AND CONVEXITY
3.5.1 Homogeneity properties of functions and functionals

A function f (x1 , x2 · · · ) is said to be homogeneous of degree k (in all of it’s degrees of freedom) if
f (λx1 , λx2 , · · · ) = λk f (x1 , x2 · · · ) (3.59)
and similarly, a functional F [f ] is said to be homogeneous of degree k if
F [λf ] = λk F [f ] (3.60)
Thus homogeneity is a type of scaling relationship between the value of the function or functional with unscaled
arguments and the corresponding values with scaled arguments. If we differentiate Eq. 3.59 with respect to λ we
obtain for the term on the left-hand side
df (λx1 , λx2 , · · · ) ∂f (λx1 , λx2 , · · · ) d(λxi )
= (3.61)
dλ ∂(λxi ) dλ
X ∂f (λx1 , λx2 , · · · )
= xi (3.62)
∂(λxi )
i
(where we note that d(λxi )/dλ = xi ), and for the term on the right-hand side
d k
λ f (x1 , x2 , · · · ) = kλk−1 f (x1 , x2 , · · · ) (3.63)
dλ
Setting λ = 1 and equating the left and right-hand sides we obtain the important relation
X ∂f (x1 , x2 , · · · )
xi = kf (x1 , x2 , · · · ) (3.64)
∂xi
i
Similarly, for homogeneous functionals we can derive an analogous relation

Z
δF
f (x) dx = kF [f ] (3.65)
δf (x)
Sometimes these formulas are referred to as Euler’s theorem for homogeneous functions/functionals. These
relations have the important conseuqnce that, for homogeneous functions (functionals), the value of the function
(functional) can be derived from knowledge only of the function (functional) derivative.
For example, in thermodynamics, extensive quantities (such as the Energy, Enthalpy, Gibbs free energy,
etc...) are homogeneous functionals of degree 1 in their extensive variables (like entropy, volume, the number of
particles, etc...). and intensive quantities (such as the pressure, etc...) are homogeneous functionals of degree 0.
Consider the energy as a function of entropy S, volume V , and particle number ni for each type of particle (i
represents a type of particle). Then we have that E = E(S, V, n1 , n2 · · · ) and
E = E(S, V, n1 , n2 · · · ) (3.66)
X ∂E
∂E ∂E
dE = dS + dV + dni (3.67)
∂S V,ni ∂V S,ni ∂ni S,V,nj
i i
X
= T dS − pdV + µi dni
i

∂E ∂E ∂E

where we have used the identities ∂S V,ni = T, ∂V S,ni = −p, and ∂ni = µi . From the first-order
S,V,nj i
homogeneity of the extensive quantity E(S, V, n1 , n2 · · · ) we have that
E(λS, λV, λn1 , λn2 , · · · ) = λE(S, V, n1 , n2 · · · ) (3.68)
31
3.5. HOMOGENEITY AND CONVEXITY CHAPTER 3. CALCULUS OF VARIATIONS
The Euler theorem for first order homogeneous functionals then gives
X ∂E
∂E ∂E
E = S+ V + ni
∂S V,ni ∂V S,ni ∂ni S,V,nj
i i
X
= T S − pV + µi ni (3.69)
i
Taking the total differential of the above equation yields

X
dE = T dS + SdT − pdV − V dp + µi dni + ni dµi
i
Comparison of Eqs. 3.68 and 3.70 gives the well-known Gibbs-Duhem equation
X
SdT − V dp + ni dµi = 0 (3.70)
i
Another example is the classical and quantum mechanical virial theorem that uses homogeneity to relate the
kinetic and potential energy. The virial theorem (for 1 particle) can be stated as

∂V ∂V ∂V
x +y +z = 2 hKi (3.71)
∂x ∂y ∂z
Note that the factor 2 arises from the fact that the kinetic energy is a homogeneous functional of degree 2 in the
particle coordinates. If the potential energy is a central potential; i.e., V (r) = C · rn (a homogeneous functional
of degree n) we obtain
n hV i = 2 hKi (3.72)
In the case of atoms (or molecules - if the above is generalized slightly) V (r) is the Coulomb potential 1/r,
n = −1 and we have < V >= −2 < K > or E = (1/2) < V > since E =< V > + < K >.
3.5.2 Convexity properties of functions and functionals

Powerful relations can be derived for functions and functionals that possess certain convexity properties. We
define convexity in three cases, starting with the most general: 1) general functions (functionals), 2) at least
once-differentiable functions (functionals), and 3) at least twice-differentiable functions (functionals).
For a general function (functional) to be convex on the interval I (for functions) or the domain D (for func-
tionals) if, for 0 ≤ λ ≤ 1
f (λx1 + (1 − λ)x2 ) ≤ λf (x1 ) + (1 − λ)f (x2 ) (3.73)

F [λf1 + (1 − λ)f2 ] ≤ λF [f1 ] + (1 − λ)F [f2 ] (3.74)
for x1 , x2 ∈ I and f1 , f2 ∈ D. f (x) (F [f ]) is said to be strictly convex on the interval if the equality holds only
for x1 = x2 (f1 = f2 ). f (x) (F [f ]) is said to be concave (strictly concave) if −f (x) (-F [f ]) is convex (strictly
convex).
A once-differentiable function f (x) (or functional F [f ]) is convex if and only if
f (x1 ) − f (x2 ) − f 0 (x2 ) · (x1 − x2 ) ≥ 0 (3.75)

Z
δF [f ]
F [f1 ] − F [f2 ] − (f1 (x) − f2 (x)) dx ≥ 0 (3.76)
δf (x) f =f
32
CHAPTER 3. CALCULUS OF VARIATIONS 3.5. HOMOGENEITY AND CONVEXITY
for x1 , x2 ∈ I and f1 , f2 ∈ D.
A twice-differentiable function f (x) (or functional F [f ]) is convex if and only if
f 00 (x) ≥ 0 (3.77)
δ 2 F [f ]

≥ 0 (3.78)
δf (x)δf (x0 )
for x ∈ I and f ∈ D.
An important property of convex functions (functionals) is known as Jensen’s inequality: For a convext
function f (x) (functional F [f ])
f (hxi) ≤ hf (x)i (3.79)
F [hf i] ≤ hF [f ]i (3.80)
where h· · · i denotes an average (either discreet of continuous) over a positive semi-definite set of weights. In
fact, Jensen’s inequality can be extended to a convex function of a Hermitian operator
D E D E
f Ô ≤ f (Ô) (3.81)
where in this case h· · · i denotes the quantum mechanical expectation value hΨ |· · ·| Ψi. Hence, Jensen’s inequal-
ity is valid for averages of the form
X X
hf i = Pi fi where Pi ≥ 0, Pi = 1 (3.82)
Zi i
Z
hf i = P (x)f (x) dx; where P (x) ≥ 0, P (x) dx = 1 (3.83)
Z Z
∗
hf i = ˆ
Ψ (x)f Ψ(x) dx; where Ψ∗ (x)Ψ(x) dx = 1 (3.84)
The proof is elementary but I don’t feel like typing it at 3:00 in the morning. Instead, here is an example of
an application - maybe in a later version...
Example: Convex functionals in statistical mechanics.

Consider the convect function x (it is an infinitely differentiable function, and has x x
, a positive definite second
derivative). Hence <x> .
<x>
(3.85)
This is a useful relation in statistical mechanics.
Similarly the function is convex for . If we consider two sets of probabilities i and i such that i i and
i i i i , then we obtain from Jensen’s inequality
(3.86)
N N N
i i i i
i i i (3.87)
i i i i i i i
Note that N i i i i
N
i i and hence the left hand side of the above inequality is zero since . The right hand
side can be reduced by canceling out the i factors in the numerator and denominator, which results in
N
i
i (3.88)
i i
which is a famous inequality derived by Gibbs, and is useful in providing a lower bound on the entropy: let i then, taking minus
the above equation, we get
N
i i (3.89)
i
N
If the entropy is defined as B i i i where B is the Boltzmann constant (a positive quantity), then the largest value
the entropy can have (for an ensemble of discreet states) is B , which occurs when all probabilities are equal (the infinite
temperature limit).
33
3.6. LAGRANGE MULTIPLIERS CHAPTER 3. CALCULUS OF VARIATIONS
3.6 Lagrange Multipliers

In this section, we outline an elegant method to introduce constraints into the variational procedure. We begin
with the case of a discreet constraint condition, and then outline the generalization to a continuous (pointwise)
set of constraints.
Consider the problem to extremize the functional F [f ] subject to a functional constraint condition
G[f ] = 0 (3.90)
In this case, the method of Lagrange multipliers can be used. We define the auxiliary function
Ω[f ] ≡ F [f ] − λG[f ] (3.91)
where λ is a parameter that is yet to be determined. We then solve the variational condition
δΩ δF δG
= −λ =0 (3.92)
δf (x) δf (x) δf (x)
Solution of the above equation results, in general, in a infinite set of solutions depending on the continuous
parameter lambda. We then have the freedom to choose the particular value of λ that satisfies the constraint
requirement. Hopefully there exists such a value of λ, and that value is unique - but sometimes this is not the
case. Note that, if f0 (x) is a solution of the constrained variational equation (Eq. 3.92), then

δF δG
λ= / (3.93)
δf (x) f =f δf (x) f =f
for any and all values of f0 (x)! Often in chemistry and physics the Lagrange multiplier itself has a physical
meaning (interpretation), and is sometimes referred to as a sensitivity coefficient.
Constraints can be discreet, such as the above example, or continuous. A continuous (or pointwise) set of
constraints can be written
g[f, x] = 0 (3.94)
where the notation g[f, x] is used to represent a simultaneous functional of f and function of x - alternately
stated, g[f, x] is a functional of f at every point x. We desire to impose a continuous set of constraints at every
point x, and for this purpose, we require a Lagrange multiplier λ(x) that is itself a continuous function of x. We
then define (similar to the discreet constraint case above) the auxiliary function
Z
Ω[f ] ≡ F [f ] − λ(x)g[f, x] dx (3.95)
and then solve

δg[f, x0 ] 0
Z
δΩ δF
= − λ(x0 ) dx = 0 (3.96)
δf (x) δf (x) δf (x)
As before, the Lagrange multiplier λ(x) is determined to satisy the constraint condition of Eq. 3.94. One can
consider λ(x) to be a continuous (infinite) set of Lagrange multipliers associated with a constraint condition at
each point x.
34
CHAPTER 3. CALCULUS OF VARIATIONS 3.7. PROBLEMS
3.7 Problems
3.7.1 Problem 1
Consider the functional
∇ρ(r) · ∇ρ(r)
Z
1
TW [ρ] = dddr (3.97)
8 ρ(r)
a. Evaluate the functional derivative δTW /δρ(r).
b. Let ρ(r) = |ψ(r)|2 (assume ψ is real), and rewrite T [ψ] = TW [|ψ(r)|2 ]. What does this functional
represent in quantum mechanics?
c. Evaluate the functional derivative δT [ψ]/δψ(r) directly and verify that it is identical to the functional
derivative obtained using the chain relation
δTW [ρ] δρ(r0 ) 3 0

Z
δT [ψ] δTW [ρ]
= = · d r
δψ(r) δψ(r) δρ(r0 ) δψ(r)
3.7.2 Problem 2
Consider the functional Z h i
Ex [ρ] = − ρ4/3 (r) c − b2 x3/2 (r) d3 r (3.98)
where c and b are constants, and

|∇ρ(r)|
x(r) = (3.99)
ρ4/3 (r)
δEx [ρ]
evaluate the functional derivative δρ(r) .
3.7.3 Problem 3
This problem is an illustrative example of variational calculus, vector calculus and linear algebra surrounding an
important area of physics: classical electrostatics.
The classical electrostatic energy of a charge distribution ρ(r) is given by
ρ(r)ρ(r0 ) 3 3 0
Z Z
1
J[ρ] = d rd r (3.100)
2 |r − r0 |
This is an example of a homogeneous functional of degree 2, that is to say J[λρ] = λ2 J[ρ].
3.7.3.1 Part A
Show that Z
1 δJ
J[ρ] = ρ(r)d3 r (3.101)
k δρ(r) ρ
h i
δJ
where k = 2. Show that the quantity δρ(r) = φ(r) where φ(r) is the electrostatic potential due to the charge
ρ
distribution ρ(r).
35
3.7. PROBLEMS CHAPTER 3. CALCULUS OF VARIATIONS
3.7.3.2 Part B
The charge density ρ(r) and the the electrostatic potential φ(r) are related by formula derived above. With
appropriate boundary conditions, an equivalent condition relating ρ(r) and φ(r) is given by the Poisson equation
∇2 φ(r) = −4πρ(r)
Using the Poisson equation and Eq. 3.101 above, write a new functional W1 [φ] for the electrostatic energy with
δW
φ as the argument instead of ρ and calculate the functional derivative δφ(r) .
3.7.3.3 Part C
Rewrite W1 [φ] above in terms of the electrostatic (time independant) field E = −∇φ assuming that the quantity
φ(r)∇φ(r) vanishes at the boundary (e.g., at |r| = ∞). Denote this new functional W2 [φ]. W2 [φ] should have
no explicit dependence on φ itself, only through terms involving ∇φ.
3.7.3.4 Part D
Use the results of the Part C to show that
J[ρ] = W1 [φ] = W2 [φ] ≥ 0
for any ρ and φ connected by the Poisson equation and subject to the boundary conditions described in Part C.
Note: ρ(r) can be either positive OR negative or zero at different r.
3.7.3.5 Part E
Show explicitly
δW1 δW2
=
δφ(r) δφ(r)
3.7.4 Problem 4
This problem is a continuation of problem 3.
3.7.4.1 Part F
Perform an integral Taylor expansion of J[ρ] about the reference charge density ρ0 (r). Let δρ(r) = ρ(r) −
ρ0 (r). Similarly, let φ(r), φ0 (r) and δφ(r) be the electrostatic potentials associated with ρ(r), ρ0 (r) and δρ(r),
respectively.
Write out the Taylor expansion to infinite order. This is not an infinite problem! At what order does the
Taylor expansion become exact for any ρ0 (r) that is sufficiently smooth?
3.7.4.2 Part G
Suppose you have a density ρ(r), but you do not know the associated electrostatic potential φ(r). In other words,
for some reason it is not convenient to calculate φ(r) via
ρ(r0 ) 3
Z
φ(r) = d r
|r − r0 |
However, suppose you know a density ρ0 (r) that closely resembles ρ(r), and for which you do know the asso-
ciated electrostatic potential φ0 (r). So the knowns are ρ(r), ρ0 (r) and φ0 (r) (but NOT φ(r)!) and the goal is
to approximate J[ρ] in the best way possible from the knowns. Use the results of Part F to come up with a new
functional W3 [ρ, ρ0 , φ0 ] for the approximate electrostatic energy in terms of the known quantities.
36
3.7.4.3 Part H
Consider the functional Z Z
1
Uφ [φ̃] = ρ(r)φ̃(r)d3 r + φ̃(r)∇2 φ̃(r)d3 r (3.102)
8π
where φ̃(r) is not necessarily the electrostatic potential corresponding to ρ(r), but rather a trial function indepen-
dent of ρ(r). Show that
δUφ [φ̃]
=0
δ φ̃(r)
leads to the Poisson equation; i.e., the φ̃(r) that produces an extremum of Uφ [φ̃] is, in fact, the electrostatic
potential φ(r) corresponding to ρ(r).
Note: we could also have written the functional Uφ [φ̃] in terms of the trial density ρ̃(r) as
ρ(r)ρ̃(r0 ) 3 3 0 1 ρ̃(r)ρ̃(r0 ) 3 3 0
Z Z Z Z
Uρ [ρ̃] = d rd r − d rd r (3.103)
|r − r0 | 2 |r − r0 |
withe variational condition
δUρ [ρ̃]
=0
δ ρ̃(r)
3.7.4.4 Part I
Show that Uφ [φ0 ] and Uρ [ρ0 ] of Part H are equivalent to the expression for W3 [ρ, ρ0 , φ0 ] in Part G. In other words,
the functional W3 [ρ, ρ0 , φ0 ] shows you how to obtain the “best” electrostatic energy approximation for J[ρ]
given a reference density ρ0 (r) for which the electrostatic potential φ0 (r) is known. The variational condition
δUφ [φ̃] δUρ [ρ̃]
δ φ̃(r)
= 0 or δ ρ̃(r) = 0 of Part H provides a prescription for obtaining the “best” possible model density and
model potential φ̃(r). This is really useful!!
3.7.4.5 Part J
We now turn toward casting the variational principle in Part H into linear-algebraic form. We first expand the
trial density ρ̃(r) as
Nf
X
ρ̃(r) = ck ρk (r)
k
where the ρk (r) are just a set of Nf analytic functions (say Gaussians, for example) for which it assumed we can
solve or in some other way conveniently obtain the matrix elements
ρi (r)ρj (r0 ) 3 3 0
Z Z
Ai,j = d rd r
|r − r0 |
and
ρ(r)ρi (r0 ) 3 3 0
Z Z
bi = d rd r
|r − r0 |
so A is an Nf × Nf square, symmetric matrix and b is an Nf × 1 column vector. Rewrite Uρ [ρ̃] of Part I as a
matrix equation Uρ [c] involving the A matrix and b vector defined above. Solve the equation
δUρ [c]
=0
δc
for the coefficient vector c to give the “best” model density ρ̃(r) (in terms of the electrostatic energy).
37
3.7. PROBLEMS CHAPTER 3. CALCULUS OF VARIATIONS
3.7.4.6 Part K
Repeat the excercise in Part J with an additional constraint that the model density ρ̃(r) have the same normaliza-
tion as the real density ρ(r); i.e., that
Z Z
ρ̃(r)d r = ρ(r)d3 r = N
3
(3.104)
or in vector form
cT · d = N (3.105)
ρi (r)d3 r. In other words, solve
R
where di =
δ Uρ [c] − λ(cT · d − N ) = 0

for c∗ (λ) in terms of the parameter λ, and determine what value of the Lagrange multiplier λ satisfies the
constraint condition of Eq. 3.105.
3.7.4.7 Part L
In Part J you were asked to solve an unconstrained variational equation, and in Part K you were asked to solve
for the more general case of a variation with a single constraint. 1) Show that the general solution of c∗ (λ)
(the ∗ superscript indicates that c∗ (λ) variational solution and not just an arbitrary vector) of Part K reduces to
the unconstrained solution of Part J for a particular value of λ (which value?). 2) Express c∗ (λ) as c∗ (λ) =
c∗ (0) + δc∗ (λ) where δc∗ (λ) is the unconstrained variational solution c∗ (0) when the constraint condition is
turned on. Show that indeed, Uρ [c∗ (0)] ≥ Uρ [c∗ (λ)]. Note that this implies the extremum condition corresponds
to a maximum. 3) Suppose that the density ρ(r) you wish to model by ρ̃(r) can be represented by
X
ρ(r) = xk ρk (r) (3.106)
k
where the functions ρk (r) are the same functions that were used to expand ρ̃(r). Explicitly solve for c∗ (0), λ and
c∗ (λ) for this particular ρ(r).
3.7.4.8 Part M
In Part J you were asked to solve an unconstrained variational equation, and in Part K you were asked to solve
for the more general case of a variation with a single constraint. You guessed it - now we generalize the solution
to an arbitrary number of constraints (so long as the number of constraints Nc does not exceed the number of
variational degrees of freedom Nf - which we henceforth will assume). For example, we initially considered a
single normalization constraint that the model density ρ̃(r) integrate to the same number as the reference density
ρ(r), in other words Z Z
ρ̃(r)d3 r = ρ(r)d3 r ≡ N
This constraint is a specific case of more general form of linear constraint

Z Z
ρ̃(r)fn (r)d r = ρ(r)fn (r)d3 r ≡ yn
3
For example, if f1 (r) = 1 we recover the original constraint condition with y1 = N , which was that the monopole
moment of ρ̃ equal that of ρ. As further example, if f2 (r) = x, f3 (r) = y, and f4 (r) = z, then we would also
require that each component of the dipole moment of ρ̃ equal those of ρ, and in general, if fn (r) = rl Ylm (r̂)
38
where the functions Ylm are spherical harmonics, we could constrain an arbitrary number of multipole moments
to be identical.
This set of Nc constraint conditions can be written in matrix form as
DT · c = y
where the matrix D is an Nf × Nc matrix defined as

Z
Di,j = ρi (r)fj (r)d3 r
and the y is an Nc × 1 column vector defined by

Z
yj = ρ(r)fj (r)d3 r
Solve the general constrained variation
δ Uρ [c] − λT · (DT · c − y) = 0

for the coefficients c∗ (λ) and the Nc × 1 vector of Lagrange multipliers λ. Verify that 1) if λ = 0 one recovers
the unconstrained solution of Part J, and 2) λ = λ1 (where 1 is just a vector of 1’s) recovers the solution for the
single constraint condition of Part K.
39
Chapter 4
Elementary Principles of Classical Mechanics
4.1 Mechanics of a system of particles
4.1.1 Newton’s laws
1. Every object in a state of uniform motion tends to remain in that state unless acted on by an external force.
d
vi = ṙi = ri (4.1)
dt
pi = mi ṙi = mi vi (4.2)
2. The force is equal to the change in momentum per change in time.
d
Fi = p ≡ ṗi (4.3)
dt i
3. For every action there is an equal and opposite reaction.
Fij = −Fij (weak law), not always true
e.g. Fij = −∇i V (rij ), e.g. Biot-Savart law moving e−
Fij = fij rij = −Fij = fji rji (strong law)
e.g. Fij = −∇i V (|rij |), e.g. “Central force problem”
40
CHAPTER 4. CLASSICAL MECHANICS 4.1. MECHANICS OF A SYSTEM OF PARTICLES
4.1.2 Fundamental definitions
d
vi = ri ≡ ṙi (4.4)
dt
d d2
ai = vi = 2 ri = ṙi (4.5)
dt dt
pi =mi vi = mi ṙi (4.6)
Li =ri × pi (4.7)
Ni =ri × Fi = L̇i (4.8)
d
Fi =ṗi = (mi ṙi ) (4.9)
dt
Ni = ri × pi (4.10)
d
= ri × (mi ṙi )
dt
d
= (ri × pi )
dt
d
= Li
dt
= L̇i
Proof:
d
(ri × pi ) =ṙi × pi + ri × ṗi (4.11)
dt
=vi × mvi + ri × ṗi
=0 + ri × ṗi
d
If dt A(t) = 0, At =constant, and A is “conserved.”
A “conservative” force field (or system) is one for which the work required to move a particle in a closed
loop vanishes.
H
F · ds = 0 note: F = ∇V (r), then
I Z
−∇V (r) · ds = −(∇ × ∇V (r)) · n̂da (4.12)
c s | {z }
θ
I Z
A · ds = (∇ × A) · n̂da (Stoke’s Theorem) (4.13)
c s
System of particles mi 6= mi (t)
Fixed mass, strong law of a and r on internal forces.

P (e)
Suppose Fi = j Fji + Fi and f ij = −f ji
Fij = 0
41
4.1. MECHANICS OF A SYSTEM OF PARTICLES CHAPTER 4. CLASSICAL MECHANICS
rij × Fij = rji × Fji = 0 (4.14)

Strong law on Fij

d d
Fi = Pi = mi ri (4.15)
dt dt
d 2
= 2 mi ri , for mi 6= mi (t)
dt
mi ri P
let R = i
M and M = i mi
X d2 X
Fi = mi ri (4.16)
dt2
i i
d2 X mi ri
=M
dt2 M
i
d2 R
=M 2
Xdt (e) X X
= Fi + Fij
i i j
P P P P
Note: i j Fij = i j>i (Fij + Fji ) = 0
d2 R X (e)
Ṗ ≡ M = Fi ≡F(e) (4.17)
dt2
i
X dri
Ṗ = M (4.18)
dt
i
d
= P
dt
Ni =ri × Fi (4.19)
=ri × Ṗi
=L̇i
X X
Ni = Ni = L̇i = L̇ (4.20)
i i
 
(e)
X X X
= ri × Fi = ri ×  Fji + Fi 
i i j
(e)
X X
= ri × Fji + ri × Fi
ij i
(e)
X
= ri × Fi = N(e) = L̇i
i
42
XX XX
ri × Fij + ri × Fji = 0 (4.21)
i j<i i j>i
XX XX
ri × Fij = − ri × Fji
i j<i i j>i
Note, although
X
P= Pi (4.22)
i
X d
= mi ri
dt
i
d
=m
dt
(4.23)
dR X X dri
V≡ 6= vi =
dt dt
i i
X
L= Li (4.24)
i
X
= ri × Pi
i
ri =(ri − R) + R = r0i + R (4.25)

ṙi =ṙ0i + Ṙ (4.26)
pi =p0i + mi V (4.27)
(Vi =V0i + V) (4.28)
X X X X
L= r0i × P0i + Ri × P0i + r0i × mi Vi + Ri × mi Vi (4.29)
i i i i
Note
X X X
mi r0i = mi ri − mi R (4.30)
i i i
=M R − M R = 0
hence !
X X
ri × mi V = mi ri ×V =0 (4.31)
i i
X X
R × P0i = R × mi V0i (4.32)
i i
!
d X
=R × mi r0i
dt
i
=0
43
4.1. MECHANICS OF A SYSTEM OF PARTICLES CHAPTER 4. CLASSICAL MECHANICS
X
L= r0i × P0i | ×{zM V}
+ R (4.33)
i
| {z } L of C.O.M.
L about C.O.M.
For a system of particles obeying Newton’s equations of motion, the work done by the system equals the
difference in kinetic energy.
dri
Fi = mi V̇i , dri = dt (4.34)
dt
XZ 2
W12 = Fi · dri (4.35)
i 1
XZ 2
= mi V̇i · Vi dt
i 1
XZ 2
1 d
= mi (Vi · Vi )dt
1 2 dt
i
X1 2 1 2
= mi Vi · Vi = mi V2i = T2 − T1

2 1 2 1
i
The kinetic energy can be expressed as a kinetic energy of the center of mass and a T of the particles relative to
the center of mass.
1X
T = mi (V + V0i ) · (V + V0i ) (4.36)
2
i
1X X 1X
= mi V 2 + mi V0i · V + mi (V0i )2
2 2
| i {z } | i {z } | i {z }
MV ( i mi Vi )·V internal
Note X X
mi V0i = mi Vi − M V = 0
i i
Proof
X d X
mi V0i = mi ri (4.37)
dt
i i
d X mi ri
=M
dt M
i
dR
=M
dt
=M V
XZ 2
W12 = T2 − T1 = Fi · dri (4.38)
i 1
In the special case that

(e) (e)
X
Fi = Fi + Fij where Fi = −∇i Vi and Fij = −∇i Vij (|ri − rj |)
j
44
Note
−∇i Vij (rij ) =∇j Vi , Vij (rij ) (4.39)

=Vji (rij )

−1 dV
= (ri − rj )
rij drij
= − Fji
W12 =T2 − T1 (4.40)

XZ 2 XXZ 2
= −∇i Vi · dri + −∇i Vij (rij ) · f ri
i 1 i j 1
Note
Z 2 Z 2
∇i Vi · dri = − (dri · ∇i )Vi (4.41)
1 1
Z 2 2
=− dVi = Vi

1 1
where
d d d
dri · ∇i = dx
+ dy + dz (4.42)
dx dy dz
XX XX XX X
Aij = Aij + Aji + Aii (4.43)
i j i j<i i j>i i
XXZ 2 XXZ 2
− ∇i Vij rij · dri = − ∇i Vij (rij ) · dri ∇j Vji (rij ) · drj (4.44)
i j 1 i j<i 1
XXZ 2
=− ∇ij Vij (rij )drij
i j<i 1
XXZ 2
=− (drij · ∇ij )Vij
i j<i 1
XXZ 2
=− dV ij
i j<i 1
XX 2
=− Vij

1
i j<i
1 X X 2
=− Vij
2 1
i j
Hence we can define a potential energy

X 1X
V = Vi + Vij (4.45)
2
i ij
| {z } | {z }
external internal
45
4.2. CONSTRAINTS CHAPTER 4. CLASSICAL MECHANICS
W12 =T2 − T1 (4.46)

= − (V2 − V1 )
=V1 − V2
4.2 Constraints
Constraints are scleronomous if they do not depend explicitly on time, and are rheonomous if they do.
(f r1 , r2 , . . ., rN , t)= 0 (holonomic)
e.g. rigid body (ri − rj )2 = Cij

2
2 2
Nonholonomic: r a ≥ 0, e.g. container boundary
Nonholonomic constaints cannot be used to eliminate dependent variables.

r1 . . . rN → q1 . . . qN −K ; qN −K+1 . . . qN
For holonomic systems with applied forces derivable from a scalar potential with workless constraints, a La-
grangian can always be defined.
“Constraints” are artificial...name one that is not...?

ri (q1 , q2 . . . qN −K , t; qN −K+1 , qN )
4.3 D’Alembert’s principle

(a) (a)
Fi = Fi + fi Fi = applied force
f i = constraint force
δri (t) = virtual (infintesimal) displacement, so small that Fi does not change, consistent with the forces and
constraints at the time t.
P
We consider only constraint forces f i that do no net virtual work on the system ( i f i · vi = 0) since:
Z 2
W12 = f i · dri (4.47)
1
Z 2
= f i · vi dt
1
P
In other words, infintesimally, i fi · δri = 0.
Not all constraint forces obey this condition, like a frictional force due to sliding on a surface.
So at equilibrium, Fi = 0, thus
(a)
X X X
Fi · δri = Fi · δri + f i · δri (4.48)
i i i
(a)
X
= Fi · δri
i
46
CHAPTER 4. CLASSICAL MECHANICS 4.3. D’ALEMBERT’S PRINCIPLE
The principle of virtual work for a system at equilibrium:

X (a)
Fi · δri = 0 (4.49)
i
We want to derive Lagrange’s equations for a set of generalized corrdinates that can be used to eliminate a
set of holonomic constraints. Here we go. . . we start with Newton’s equations (valid for Cartesian Coordinates)
Fi = Ṗi , or (Fi − Ṗi ) = 0
X
(Fi − Ṗi ) · δri = 0 (4.50)
i
Recall δri is not an independent variation-it must obey the constraints.
D’Alembert’s principle:
X (a)
X X (a)
Fi − Ṗi · δri + f i · δri = Fi − Ṗi · δri = 0 (4.51)
i i i
(for constant forces that do no net virtual work)
Not useful yet. . .
ri = ri (q1 , q2 , . . . , qN , t)
d
vi = ri (4.52)
dt
X ∂ri dqj ∂ri
= +
∂qj dt ∂t
j
X ∂ri ∂ri
= q̇j +
∂qj ∂t
j
X ∂ri
δri = δqj (4.53)
∂qj
j
X XX ∂ri
Fi · δri = Fi · (4.54)
∂qj
i i j
X
= Qj δqj
j
· ∂∂qrji = generalized force.

P
Where Qj ≡ i Fi
X X
Ṗi · δri = mi r̈i (4.55)
i i
X ∂ri
= mi r̈i · δqj
∂qj
i,j
47
4.3. D’ALEMBERT’S PRINCIPLE CHAPTER 4. CLASSICAL MECHANICS
Note:
X d ∂ri
X
∂ri

d ∂ri

mi ṙi · = mi r̈i · + mi ṙi ·
dt ∂qj ∂qj dt ∂qj
i i

d ∂ ri ∂ vi ∂ vi ∂ ri
and, dt ∂qj = ∂qj ; recall ∂ q̇j = ∂qj
 
 
X X d ∂v i ∂v 
i
Ṗi · δri = mi vi · − mi vi ·  δqj (4.56)

 dt ∂ q̇j ∂qj 

i i,j | {z } | {z }
∂ ∂
∂qj ( m i v i ) ∂q (
mi vi )

X d ∂T
∂T
= − · δqj
dt ∂ q̇j ∂q
j
So D’Alembert’s principle can be written:

X (a) X d ∂T ∂T
− Fi − Ṗi · δri = − − Qj δqj (4.57)
dt ∂ q̇j ∂qj
i j
Note: the only restriction on the constraints is that the net virtual work of the constraint forces vanish. (In-
cludes some non-holonomic constraints!)
In the case of holonomic constraints, it is possible to find a set of independent coordinates that obey the
constraint conditions.
ri = ri (q1 , . . . qN , t)
Fi = −∇i V (r1 , . . . rN )
∂ X ∂ri ∂
= (4.58)
∂qj ∂qj ∂ri
j
X ∂ri
= · ∇i
∂qj
i
Generalized forces:
X ∂ri
Qj = Fi · (4.59)
∂qj
i
X ∂ri
=− · ∇i V
∂qj
i
∂V
=−
∂qj

d ∂T ∂
− (T − V ) = 0 (4.60)
dt ∂ q̇j ∂qj
If V = V (r1 , . . . rN ) as above, then:
∂V
=0
∂ q̇j
48
CHAPTER 4. CLASSICAL MECHANICS 4.4. VELOCITY-DEPENDENT POTENTIALS
and
d ∂L ∂L
− =0 (4.61)
dt ∂ q̇j ∂qj
where L(q, q̇, t) = T (q̇, q) − V (q, t)
Note:
d
L0 (q, q̇, t) = L(q, q̇, t) +
F (q, t) (4.62)
dt
d ∂L0 ∂L0

d ∂ dF ∂ dF
− = L+ − L+ (4.63)
dt ∂ q̇i ∂ q̇i dt ∂ q̇i dt ∂qi dt
d X ∂F ∂F
F (q, t) = q̇i + (4.64)
dt ∂qi ∂t
i

∂ dF ∂F ∂ d d ∂
= =
∂ q̇i dt ∂qi ∂qi dt dt ∂qi

d ∂L d ∂F ∂L ∂ d d ∂L ∂L
+ − − F = − (4.65)
dt ∂ q̇i dt ∂qi ∂qi ∂qi dt dt ∂ q̇i ∂qi
4.4 Velocity-dependent potentials and dissipation functions

Recall:
X ∂ri
Qj = fi · (4.66)
∂qi
i
∂v
if Fi = −∇i v(r1 , . . . rN ), and Qj = − ∂q j
If there is a U (q, q̇, t) s.t.

∂U d ∂U
Qj = − + (4.67)
∂qj dt ∂ q̇j
Then, clearly D’Alembert’s principle:

d ∂T ∂ d ∂U ∂U
− T = Qj = − (4.68)
dt ∂ q̇j ∂qj dt ∂ q̇j ∂qj
or with L = T − U
d ∂L ∂L
− =0
dt ∂ q̇j ∂qj
U = “generalized potential”
F =q[E + (v × B)] (4.69)

dA
=q[−∇φ − + ∇(A · v)]
dt
∂A
E(r, t) = −∇φ(r, t) − (4.70)
∂t
49
4.5. FRICTIONAL FORCES CHAPTER 4. CLASSICAL MECHANICS
B(r, t) = ∇ × A(r, t) (4.71)

d ∂U
F = − ∇U + (4.72)
dt ∂v
=q[E + (v × B)]
U(r, t) = q[φ − A · v] (4.73)

Proof:
−∇U (r, t) = q[−∇φ + ∇(A · v)] (4.74)

d ∂U dA
= −q
dt ∂v dt
Where:
∇(A · v) = (A · ∇)v + (v · ∇)A + A × (∇ × v) + v × (∇ × A)
Note:
∇ × r = 0, so ∇ × v = 0 also,
∂ d ∂
(v) = (r) (4.75)
∂x dt ∂x
d
= x̂
dt
=0
∇(A · v) = (v · ∇)A + v × (∇ × A) = (v · ∇)A + v × B

Note:
dA ∂A
= + (v · ∇)A (4.76)
dt ∂t

dA ∂A
= − +v×B
dt ∂t

d ∂U
F = − ∇U + (4.77)
dt ∂v

dA ∂A dA
=q −∇φ + − +v×B−
dt ∂t dt
=q[E + v × B]
4.5 Frictional forces
1X ←→
F = vi · k · vi (4.78)
2
i
1X 2 2 2
= (kx vix + ky viy + kz viz )
2
i
50
CHAPTER 4. CLASSICAL MECHANICS 4.5. FRICTIONAL FORCES
∂U
Suppose a force cannot be derived from a scalar potential U (q, q̇, t) by the prescription: Qj = − ∂q j
+

d ∂U
dt ∂ q̇j for example, the frictional force Ff ix = −kx vix . In this case we cannot use Lagrange’s equations in
their form, but rather in the form:

d ∂L ∂L d ∂U ∂U
− = Qj − − = Qf i (4.79)
dt ∂ q̇j ∂qj dt ∂ q̇j ∂qj
a frictional force, Qf i can be derived Ff i = −∇vi F

In the case of P
1 2 + k v 2 + k v 2 ) (Rayleigh’s dissipation function)
where F = 2 i (kx vix y iy z iz
Work done on the system = -work done by the system.
Note:
Z
Wf = Ff · dr (4.80)
Z
= −∇F
| {z · v} dt
−2F
Z
dWf
= dt
dt
(4.81)
2F = the rate of energy dissipation due to friction.
Transforming to generalized coordinates:
recall: ∂∂qrji = ∂∂v

q̇j
i
X ∂ri
Qj = Ff i · (4.82)
∂qj
i
X ∂ri
= −∇vi F ·
∂qj
i
X ∂vi
= − · ∇v i F
∂ q̇j
i
∂F
=−
∂ q̇j
Qj = − ∂∂F
q̇j = the generalized force arising from friction
Derived from Ff i = −∇vi F
The “Lagrange” equations become:

d ∂L ∂L ∂F
− =− (4.83)
dt ∂ q̇i ∂qi ∂ q̇j
Transformation of the kinetic energy to generalized coordinates
51
4.5. FRICTIONAL FORCES CHAPTER 4. CLASSICAL MECHANICS
X1
T = mi vi2 (4.84)
2
i
 2
X1 X ∂ri ∂ri
= mi  q̇j +
2 ∂qj ∂t
i j
X 1X
=mo + mj q̇j + mjk q̇j q̇k
2
j j,k
=To + T1 + T2
X1 2
∂ri
mo = mi (4.85)
2 ∂t
i
X ∂ri ∂ri
mj = mi · (4.86)
∂t ∂qj
i
X ∂ri ∂ri
mjk = mi · (4.87)
∂qj ∂qk
i
∂ri
mo and mj = 0, if =0
∂t
Problem 23 of Goldstein
L =T − V (4.88)
1
= mvz2 − mgz (4.89)
2
1
F = kvz2 (4.90)
2
∂F
Qz = − (4.91)
∂vz
= − kvz
Lagrange’s equation:
d ∂L
− kvz (4.92)
dt ∂vz
d
(mvz ) + mg = −kvz
dt
or
dvz (t) k
+ vz (t) = −g
dt m
This is of the form:
dy(t)
+ p(t)y(t) = q(t)
dt
52
CHAPTER 4. CLASSICAL MECHANICS 4.5. FRICTIONAL FORCES
or
d
[α(t)y(t)] = α(t)
dt
where: t
α(t) = e p(t )dt
dα
= α(t)p(t)
dt
In our case:
t k
t dt
α(t) =e m (4.93)
k
=e t
m
d h kt i dV (t) k

k
z
e m Vz (t) = + Vz (t) e m t (4.94)
dt dt m
k
= − ge m t
Z t
k k
e m t Vz (t) = −ge m t dt0 (4.95)
mg k
=− emt + c
k
mg k
Vz (t) = − + ce− m t (4.96)
k
mg h k
i
=− 1 − e− m t
k
mg
Vz (0) = − +c (4.97)
k
=0
mg
c= (4.98)
k
dVz
=0 t∗ =∞
dt
Vz∗ = lim Vz (t) (4.99)

t→∞
mg
=−
k
1 − ext
lim = lim −tex k
x = −m
x→0 x x→0
=−t
Note:
lim Vz (t) = −gt (4.100)
k
m
→0
53
Chapter 5
Variational Principles
Particle sliding down a movable wedge (frictionless)
xm = s · cos θ + x ẋm = ṡ · cos θ + ẋ

ym = − sin θ ẏm = −ṡ · sin θ
xM = x ẋM = ẋ
yM = 0 ẏM = 0
1 1
T = m(ẋ2m + ẏm
2
) + M (ẋ2M + ẏM 2
) (5.1)
2 2
1 1
= m(ṡ2 + 2ẋṡ · cos θ + ẋ2 ) + M ẋ2
2 2
V =mgy (5.2)
= − mg · sin θ
1 1
L = m(ṡ2 + 2ẋṡ · cos θ + ẋ2 ) + M ẋ2 + mgs · sin θ (5.3)
2 2

d ∂L ∂L d ∂L ∂L
− =0 − =0
dt ∂ ṡ ∂s dt ∂ ẋ ∂x
∂L ∂L
= mg · sin θ =0
∂s ∂x
∂L ∂L
= mṡ + mẋ · cos θ = (m + M )ẋ + mṡ · cos θ
∂ ṡ ∂ ẋ
d d
[mṡ + mẋ · cos θ] = mg · sin θ [(m + M )ẋ + mṡ · cos θ] = 0
dt dt | {z }
constant of motion
1. s̈(m) + ẍ(m · cos θ) = mg · sin θ
2. s̈(m · cos θ) + ẍ(m + M ) = 0
54
CHAPTER 5. VARIATIONAL PRINCIPLES 5.1. HAMILTON’S PRINCIPLE
(2.)
(1.) − cos θ gives:

(m + M )
ẍ m · cos θ − = mg · sin θ (5.4)
cos θ
or

cos θ
ẍ =mg · sin θ · 2
(5.5)
m cos θ − (m + M )
=Ax
1
x(t) = xo + ẋo t + Ax t2 (5.6)
2
m·cos θ
(1.) − (m+M ) (2.) gives:
(m · cos θ)2

s̈ m − = mg · sin θ (5.7)
(m + M )
or

(m + M )
s̈ =mg · sin θ · (5.8)
m(m + M ) − m2 · cos2 θ
=As
1
s(t) = so + ṡo t + As t2 (5.9)
2
5.1 Hamilton’s Principle

A monogenic system is one where all forces (except for those of constraint) are derivable from a generalized
scalar potential U (q, q̇, t).
If the scalar potential is only a function of the coordinates, U (q), a monogenic system is also conservative.
Hamilton’s Principle (The principle of least action)
Fundamental postulate of classical mechanics for monogenic systems under holonomic constraints to replace
Newton’s equations of motion.
For monogenic systems, the classical motion of a system (i.e., it’s path through phase space) between time ta
and tb is the one for which the action integral:
Z tb
S(a, b) = L(q, q̇, t)dt (5.10)
ta
L=T −U (5.11)

d ∂L ∂L
has a stationary value, that is to say δS = 0, which leads to the Lagrange equations: dt ∂ q̇ − ∂q = 0, and the
generalized forces are:

d ∂U ∂U
Qj = − (5.12)
dt ∂ q̇ ∂q
55
5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE CHAPTER 5. VARIATIONAL PRINCIPLES
5.2 Comments about Hamilton’s Principle

δS = 0 poses no restrictions to the particular set of generalized coordinates used to represent the motion of the
system, and therefore are automatical, invariant to transformations∗ between sets of generalized coordinates.
∗ Transformations with det(J) 6= 0, i.e. that span the same space.
Note: Hamilton’s Principle takes the form of an un-constrained variation of the action integral.
If the system constraints are holonomic, i.e. can be written as :
fα (q1 , q2 , . . . qN ) = 0
α = 1, . . . K
Then a set of generalized coordinates can always be found, q10 , q20 . . . qN 0
−K , that satisfy the constraint conditions,
in which case Hamilton’s Principle is both a necessary and sufficient condition for Lagrange’s equations.
If nonholonomic constraints are present such that a set of generalized coordinates cannot be defined that
satisfy the constraints, sometimes these constraints can be introduced through a constrained variation of the
action integral with the method of Lagrange multipliers.
Suppose we consider a more general form of constraint, formally a type of nonholonomic constraint, called
semi-holonomic:
fα (q1 , q2 , . . . qN , q̇1 , q̇2 , . . . q̇N , t) = 0
α = 1, . . . K
Consider the constrained variation of the action:
k
Z !
X
δ L(q, q̇, t) + λα (q, q̇, t)fα (q, q̇) dt = 0 (5.13)
α<1
" !# !
d ∂L ∂L d ∂ X ∂ X
− + λα fα − λα fα =0 (5.14)
dt ∂ q̇k ∂qk dt ∂ q̇k α
∂qk α
or
d ∂L ∂L
Q0k = − (5.15)
dt ∂ q̇k ∂qk
where !#
∂ X d ∂ X
Q0k = λα fα − λα fα (5.16)
∂qk α
dt ∂ q̇k α
if the generalized force of constraint, in terms of the yet-to-be-determined Lagrange multipliers λα . So here, the
forces of constraint will be supplied as part of the solution to the problem!
By solving explicitly for the constraint forces, there is no need to try and find a generalized set of coordinates
(which cannot be done for semi-holonomic constraints).
Expanding out the expression for Qk we obtain:
X ∂fα
d ∂fα

0
Qk = λα −
α
∂qk dt ∂ q̇k
X ∂λα
d ∂λα

+ − fα
α
∂qk dt ∂ q̇k
X ∂λα dfα dλα ∂fα
− + (5.17)
α
∂ q̇k dt dt ∂ q̇k
56
CHAPTER 5. VARIATIONAL PRINCIPLES 5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE
Note, in the case of the semi-holonomic constraint condition:
fα (q1 , . . . qN , q̇1 , . . . q̇N ) = 0
which must be imposed in order to solve for the λα , also implies that dfdtα = 0. Imposition of these conditions on
Q0k leads to:
X ∂fα d ∂fα dλα ∂fα
0
Qk = λα − (5.18)
α
∂qk dt ∂ q̇k dt ∂ q̇k
which is the same result we would have obtained if we assumed from the start that λα = λα (t) only. Note further
that if the fα were actually holonomic constraints, fα (q1 , . . . qN ) = 0,
X ∂fα
Q0k = λα (5.19)
α
∂qk
which is often seen in other texts.
Example of a hoop on a wedge
M = mass of hoop
1 1
T = M v 2 + Iω 2 (5.20)
2 2
v =ẋ (5.21)
2
I =M r (5.22)
ω =θ̇ (5.23)
1 1
T = M ẋ2 + M r2 θ̇2 (5.24)
2 2
V =mgy (5.25)
=M g(` − x) sin φ
1 1
L = M ẋ2 + M r2 θ̇2 − M g(` − x) sin φ (5.26)
2 2
Unconstrained variation of the action leads to:

d ∂L ∂L d ∂L ∂L
− =0 − =0
dt ∂ ẋ ∂x dt ∂ θ̇ ∂θ
d d
(M ẋ) − M g · sin φ = 0 (M r2 θ̇) − 0 = 0
dt dt
ẍ = g · sin φ θ̈ = 0
1
x(t) = xo + ẋo t + g · sin φ · t2 θ(t) = θo + θ̇o · t
2
57
5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE CHAPTER 5. VARIATIONAL PRINCIPLES
If starting at rest at top of wedge (xo = 0, ẋo = 0) the time it would take to go down would be:
1
x(tf ) = ` = g · sin φ · t2f (5.27)
2
s
2`
tf =
g · sin φ
Note, tf does not depend on θo or θ̇o . If θo = 0 and θ̇o = 0, then θ(t) = 0, and the hoop completely slips down
the wedge.
Consider now the constraint the hoop must roll down the wedge without slipping. The constraint condition is
that rdθ = dx, or rθ̇ = ẋ, hence:
f1 = rθ̇ − ẋ = 0
R
The constrained variation δ{ (L + λ1 f1 )dt} = 0 gives:

0 d ∂L ∂L 0 d ∂L ∂L
Qx = − Qθ = −
dt ∂ ẋ ∂ ẋ dt ∂ θ̇ ∂ θ̇

∂f1 d ∂f1 ∂f1 d ∂f1
Q0x = λ1 − Q0θ = λ1 −
∂x dt ∂ ẋ ∂θ dt ∂ θ̇
∂f1 ∂f1
= −λ̇1 = −λ̇1
∂ ẋ ∂ θ̇
= 0 − λ̇1 (−1) = λ̇1 = 0 − λ̇1 r = −λ̇1 r
rθ̈ − ẍ = 0 (5.28)
d
(M ẋ) − M g · sin φ = λ̇1 (5.29)
dt
d
(M r2 θ̇) = −λ̇1 r (5.30)
dt
Solving for ẍ, θ̈ and λ̇ we obtain:
M r2 θ̈ = − λ̇1 r (5.31)
=M rẍ
(5.32)
or
M ẍ = − λ̇1 (5.33)
=λ̇1 M g · sin φ
(5.34)
or
−M g · sin φ
λ̇1 = (5.35)
2
g · sin φ
ẍ = (5.36)
2
58
CHAPTER 5. VARIATIONAL PRINCIPLES 5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE
1
2 the acceleration with slipping
g · sin φ
θ̈ = (5.37)
2r
s
4`
tf = (5.38)
g · sin φ
Note: we “pretended” in this problem we had a semi-holonomic constraint
fα = rθ̇ − ẋ = 0 = fα (ẋ, θ̇)
but really we could have stated this as a holonomic constraint
fα = rθ − x = 0 = fα (x, θ)
in which case the Q0x ’s are in holonomic form:

∂fα ∂fα
Q0x = λ1 Q0θ = λ1
∂x ∂θ
= −λ1 = λ1 r
Carrying through, we again obtain the equations of motion.

g · sin φ g · sin φ
ẍ = θ̈ =
2 2r
but λ is given by:
sin φ
λ = Mg (5.39)
2
In this case, λ amounts to a frictional force of the non-slipping constraint, M g·sin
2
φ
, that is 12 the magnitude
d
of gravitational force along the wedge − dy (M gy) = −M g · sin φ, and in the opposite direction.
The “first integral” of Lagrange’s equations

Note: " #
d X ∂L
L(q, q̇, t) − q̇k
dt ∂ q̇k
k

∂L X ∂L X ∂L X ∂L X d ∂L
= + q̇k + q̈k − q̈k − q̇k
∂t ∂qk ∂ q̇k ∂ q̇k dt ∂ q̇k
k k k k

∂L X d ∂L ∂L
= − q̇k − (5.40)
∂t dt ∂ q̇k ∂qk
k
∂L
Hence, if ∂t = 0, then
X d ∂L ∂L
q̇k − =0 (5.41)
dt ∂ q̇k ∂qk
k

d ∂L ∂L
If the Lagrange equations dt ∂ q̇k − ∂qk = 0 are satisfied, this gives the first integral equation:
" #
d X ∂L ∂L
L(q, q̇, t) − q̇k = (5.42)
dt ∂ q̇k ∂t
k
59
5.3. CONSERVATION THEOREMS AND SYMMETRY CHAPTER 5. VARIATIONAL PRINCIPLES
5.3 Conservation Theorems and Symmetry

We define a generalized momentum as Pj ≡ ∂∂L q̇j that is said to be conjugate to qj . Sometimes this is called the
canonical momentum.
It is clear by the first integral equation that if ∂L ∂t = 0, then:
" #
X ∂L
− q̇k − L(q, q̇, t) = constant “energy function”
∂ q̇k
k
d ∂L
h(q1 , . . . qN , q̇1 . . . q̇N , t) = −
dt ∂t
∂L
If there is an “ignorable” coordinate in that ∂qk = 0, then clearly:

d ∂L d
=0= Pk
d ∂ q̇k dt
hence Pk =constant
Also more generally if:
X ∂L
Wk = 0, where Wk 6= Wk (t)
∂qk
k
X
then Wk Pk = constant
k
Symmetry: Finally note that time t is “reversible” in the equations of motion: reversing the velocities q̇(t) sends
the trajectory backwards along the same path.
60
Chapter 6
Central Potential and More
6.1 Galilean Transformation

A Galilean transformation is one such that:
r(t) = r0 (t0 ) + v · t0 = r0 (t) + v · t
since t = t0 and relates two reference frames to one another, where the r0 frame moves with constant velocity
relative the r frame.
A fundamental assumption of classical mechanics (that breaks down in relativistic mechanics) is that the
classical equations of motion are invariant to Galilean transformation.
6.2 Kinetic Energy

The kinetic energy of a particle is:
1
T = m(ẋ2 + ẏ 2 + ż 2 ) Cartesian (6.1)
2
1
= m(ṙ2 + r2 θ̇2 + r2 sin θ · φ̇2 ) Spherical (6.2)
2
1
= m(ṙ2 + r2 φ̇2 + ż 2 ) Cylindrical (6.3)
2
6.3 Motion in 1-Dimension

6.3.1 Cartesian Coordinates
1
L = mẋ2 − U (x) (6.4)
2
d ∂L
(mẋ) − =0 (6.5)
dt ∂x
or
d ∂L
− L − ẋ =0 (6.6)
dt ∂ ẋ
61
6.3. MOTION IN 1-DIMENSION CHAPTER 6. CENTRAL POTENTIAL AND MORE

1 1
− mẋ − U (x) − mẋ = mẋ2 + U (x)
2 2
(6.7)
2 2
=E = constant
r
dx 2
ẋ = = (E − U (x)) (6.8)
dt m
Z
dx dx
dt = q t= q ·c
2 2
m (E − U (x)) m (E − U (x))
Since E = T + U and T ≥ 0 and E ≥ U . When E = U (xE )T = 0, so the xE are “turning points.”
Calculating the period T (E) between the turing points x1 (E) and x2 (E):
Z x (E) Z x (E)
T (E) = dt + (−dt) (6.9)
x (E) x (E)
Z x (E)
=2 dt
x (E)
Z x (E)
dx
=2 q
2
x (E)
m (E − U (x))
6.3.2 Generalized Coordinates
1
L = mẋ2 − U (x) (6.10)
2
=T (ẋ) − U (x)
in general, T = To (q) + T1 (q, q̇) + T2 (q, q̇) if x = x(q) and not x = x(q, t), then:
T (q, q̇) =T2 (q, q̇) (6.11)

1
= ma(q)q̇ 2
2
1
L = m · a(q) · q̇ 2 − U (q) (6.12)
2
∂L
E =q̇ −L (6.13)
∂ q̇
1
= ma(q)q̇ 2 + U (q)
2
r
2 dq
· a(q) [E − U (q)] = q̇ = (6.14)
m dt
62
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.4. CLASSICAL VIRAL THEOREM
r Z
dq m dq
dt = q t= p +C
2
· a(q) [E − U (q)] 2 a(q) [E − U (q)]
m
r Z x (E)
M dq
T (E) = 2 p (6.15)
2 x (E) a(q) [E − U (x)]
6.4 Classical Viral Theorem

(for central forces)
P
Consider G = i pi · ri for a system of particles:
dG X X
= ṗi · ri + pi · ṙi
dt
i i
d
from dt pi = Fi
dG X X
= Fi · ri + mi · ṙ2i
dt
i i
X
= Fi · ri + 2T
i
Consider: Z τ
1
hAi = lim A(t)dt (6.16)
τ →∞ τ 0
1 τ dG
Z
dG
= lim dt (6.17)
dt τ →∞ τ 0 dt
1
= lim [G(τ ) − G(0)]
τ τ →∞
=0, when lim G(τ ) < constant
τ →∞
In this case, * +

dG X
= 0 = h2T i + Fi · ri
dt
i
or
* +
X
2 hT i = − Fi · ri Viral theorem (6.18)
i
If Fi = −∇i V (r1 , . . . rN ) and V (r1 , . . . rN ) is a homogeneous function of degree n + 1 in the ri ,

* +
X
2 hT i = ∇i V (r1 , . . . rN ) · ri (6.19)
i
=(n + 1) hV i
For a central force:
V (r) =arn+1 Fr = − (n + 1)arn ∼ rn
(n + 1)
2 hT i = (n + 1) hV i or hT i = hV i
2
63
6.5. CENTRAL FORCE PROBLEM CHAPTER 6. CENTRAL POTENTIAL AND MORE
6.5 Central Force Problem

A monogenic system of 2 mass particles interacting via V (r2 − r1 ), we have:
L =T (Ṙ, ṙ) − U (r, ṙ, . . .) (6.20)

1 1
= M Ṙ2 + µṙ2 − U (r, ṙ, . . .)
2 2
1 X m1 r1 + m2 r2
R≡ mi ri = , r ≡ r2 − r1 (6.21)
M m1 + m2
i
X
M= mi = m1 + m2
i
m1 · m2
µ=
m1 + m2
or
1 1 1
= +
µ m1 m2

d ∂L ∂L
− = M R̈ = 0 (6.22)
dt ∂ Ṙ ∂R
R(t) = Ro + Ṙo t (6.23)

For V = V (r):

d ∂L ∂L ∂V
− =µr̈ − (6.24)
dt ∂ ṙ ∂r ∂r

1 dV
=µr̈ − r
r dr
For V = V (r) we have the following constants of motion:
M Ṙ = constant (total linear momentum)

L = r × p = constant (angular momentum about the center of mass)
1
L = µ(ṙ2 + r2 θ̇2 ) − V (r) (6.25)
2
Since L is conserved (a constant), and L · r = 0, (L ⊥ r) motion must occur in a plane.

d ∂L ∂L d
− = (µr2 θ̇) −0 = 0 (6.26)
dt ∂ θ̇ ∂θ dt | {z }
Pθ
µr2 θ̈ =0 (6.27)
Iω 2 =Ṗθ (6.28)
64
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.5. CENTRAL FORCE PROBLEM
1. µr2 θ̇ = Pθ = ` (6.29)
constant (angular momentum)
(Kepler’s 2nd Law)

2 1
Note: µr θ̈ = 0 implies also r · (rθ̇) = constant
2
| {z }
(sectorial velocity)

d ∂L ∂L d ∂V
2. − = (µṙ) − µrθ̇2 + =0 (6.30)
dt ∂ ṙ ∂ ṙ dt ∂r
|{z}
dV
dr

dA
` =2µ (6.31)
dt
dA
= constant (6.32)
dt
" 2 #
`2 dV dV 1 `
µr̈ − 3 = − µr̈ = − V +
µr dr dr 2µ r
dr
Multiply both sides by dt , we obtain:

d1 2
µr̈ · ṙ = µṙ (6.33)
dt
2
" #
dr d 1 ` 2
=− V +
dt dr 2µ r
" #
d 1 ` 2
=− V +
dt 2µ r
Combining, we obtain the conservation of the energy function (which we knew should be!)
" #
1 ` 2

d 1 2
µṙ + +V =0 (6.34)
dt 2 2µ r
or 2
1 2 1 `
µṙ + + V = E = constant (6.35)
2 2µ r
Note: this is 1st integral.
1 1
θ̇ · µr2 θ̇ + ṙµṙ − µr2 θ̇2 − µṙ2 + V (r)
2 2
We begin with the first integral 6.35, since it does not couple r and θ. Solving for ṙ:
v
`2
u
u2 dr
ṙ = uuµ (E −V (r) − 2
)= (6.36)
t 2µr dt
| {z }
−V (r)
65
6.5. CENTRAL FORCE PROBLEM CHAPTER 6. CENTRAL POTENTIAL AND MORE
`2
V 0 (r) = V +
2µr2
dr
dt = r (6.37)
2 `
µ E − V (r) − 2µr
let r(to ) ≡ro

`2
then, V 0 (r) =V (r) +
2µr2
Z r
dr
t(r) = r (6.38)
ro 2 `
µ E − V (r) − 2µr
Z r
dr
= q
2
o
µ (E − V 0 (r))
Solving for t(r) and inverting gives r(t), then first integral µrθ̇ = ` = µr dθ
dt gives:
Z t
dt
θ(t) = ` 2
+ θo (6.39)
0 µr (t)
Note, this is equivalent to the problem of a particle of mass µ moving under the influence of an effective
potential:
1
E = µṙ2 + V 0 (r) (6.40)
2
Example:
`2
V 0 (r) = V (r) +
2µr2
with
dV `2
Fr0 = − + 3 (6.41)
dr µr
|{z}
centrifugal force
E ≥V0 ≥V
k
V =− (6.42)
r
k
f =− 2 (6.43)
r
(gravitational electrostatic)
Sometimes we are interested not necessarily in r(t) and θ(t), but rather on r(θ) or θ(r) or some other relation
between r and θ that describe to orbit. Recall:
dθ `
= 2 (6.44)
dt µr
s
`2

dr 2
= E−V − (6.45)
dt µ 2µr2
66
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.6. CONDITIONS FOR CLOSED ORBITS

dr dθ dr dr ` dr
= = 2 (6.46)
dt dt dθ dt µr dθ
µr2 dr
dθ · = dt = r (6.47)
` 2 `

µ E−V − 2µr
` · dr
dθ = r (6.48)
2 `
µr2 µ E−V − 2µr
Z r
dr
θ= q + θo (6.49)
2µE 2µV 1
ro r2 `
− `
− r
Indroducing a sometimes useful transformation u = 1r :

Z u
du
θ = θo − q (6.50)
uo 2µ(E−V )
`
− u2
This can be solved for many cases when:
“power law” of force
V =arn+1 (6.51)
n
Fr =(n + 1)ar (6.52)
n = 1, −2, −3 (trigonometric) and n = 5, 3, 0, −4, −5, −7 (elliptic)
6.6 Conditions for Closed Orbits

`2
V 0 (r) = V (r) + (6.53)
2µr2
For circular orbit:
`2 1
E = V (ro ) + 2
+ µṙ2 (6.54)
2µro 2
dV 0

− = 0 =f 0 (ro )
dr ro
`2
=f (ro ) +
µro3
`
for circular orbit, equivalent to f (ro ) = − µr
o
d2 V 0

if >0 (stable orbit)
dr2 ro
<0 (unstable orbit)
67
6.7. BERTRAND’S THEOREM CHAPTER 6. CENTRAL POTENTIAL AND MORE
d2 V 0 3`2

df
− = −
dr2 ro dr ro µro4

For a stable orbit:

df 3
< − f (ro )
dr ro
or:
1 a df d ln f
1 f (r ) = > −3
(r ) o dr ro d ln r ro
o
(assume f (ro ) < 0)
If f = −krn , a stable orbit requires n > −3 if k > 0, or n > 0 for k < 0.
For small perturbations about stable circular orbits:
1
U≡ = Uo + a cos βθ
r
Condition for closed orbits(eventually retraces itself), and we have:
d ln f k
= β2 − 3 f (r) = − (6.55)
d ln r r3−β
were β is a rational number.
It turns out, that for arbitrary perturbations (not only small ones), stable closed orbits are possible only for
β 2 = 2 and β 2 = 4. This was proved by Bertrand.
6.7 Bertrand’s Theorem

The only central forces that result in closed orbits for all bound particles are for:
−k
f (r) = (6.56)
r3 − β2
where:
−k
1. β 2 = 1 and f (r) = r
(inverse square law)
2. β 2 = 4 and f (r) = −k · r (Hooke’s law)
6.8 The Kepler Problem
−k −k r
V = F=
r r2 r
The equation for the orbit in the Kepler problem:
68
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.8. THE KEPLER PROBLEM
Z
du
θ =θ0 − q (indefinite integral) (6.57)
2µ 1

`
E−V u − u2
Z
du
=θ0 − q V = −k · u
2µ
`
[E + ku] − u2
Note: Z
du 1 β + 2γu
p = −√ arccos − √ (6.58)
α + βu + γu2 −γ q
where q ≡ β 2 − 4αγ
let:
2µE 2µk
α≡ β= γ =−1
`2 l2
2
2E`2

2µk
q= 1+ (6.59)
`2 µk 2
Note: cos(a) = cos(−a), thus arccos can give ±
 
` U
µk−1
θ = θ0 − arccos  q  (6.60)
2E`
1+ µk
s
2E`2
1+
=e
µk 2

1 − `µku
− cos(θ − θ0 ) = (6.61)
e
`2
e · cos(θ − θ0 ) + 1 = u
µk
Only 3 of 4 constants appear in the orbit equation
1 µk
= 2 1 + e · cos(θ − θ0 )

u= (6.62)
r `
θ0 = turning point of orbit
Constants: E, `, θ0 , θo [θo = initial position]
a(1 − e2 )
r= (6.63)
[1 + e · cos(θ − θ0 )]
where a is the semimajor axis
1
a = (r1 + r2 ) (6.64)
2
−k
=
2E
69
6.8. THE KEPLER PROBLEM CHAPTER 6. CENTRAL POTENTIAL AND MORE
Equation for a conic with one focus at the origin:

e = “eccentricity” and ellipse axis: a(1 − e) and a(1 + e)
s
2E`2
e= 1+ (6.65)
µk 2
s
`2
= 1−
µka
Aside: In the Bohr model for the atom:
1 `2
2
e 1
E =T +V = − (6.66)
2 µr2 4πo r
1 `2
2
2 e
= u − u
2 µ 4πo
`2 e2

dE
= u− =0 (6.67)
du µ 4πo
leads to:
2
∗ µ e 1
U = 2 = ∗ (6.68)
` 4πo r
2

` 4πo
r∗ = (6.69)
µ e2
e2

∗ 1
E =− (6.70)
2 4πo r∗
If ` is chosen to be quantized: ` = nh̄, n = 1,2 . . .
Note:
4πo · h̄2
ao ≡
e2 me
The Bohr atom radii and energy states:
n2 h̄2 4πo

rn = (6.71)
µ e2
1 e2 1
En = − · · (6.72)
2 4πo rn
The equation for the motion it time for the Kepler problem:
r Z r
µ dr
t= q (6.73)
2 ro E + k − `
r 2µr
3 Z θ
` dθ
= 2 (6.74)
µk θo [1 + e · cos(θ − θ0 )]2
Z tan( θ )
`3
= (1 + x2 )dx for e = 1 (6.75)
2µk 2 0
70
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.9. THE LAPLACE-RUNGE-LENZ VECTOR
or:
`3

θ 1 θ
t= tan + tan3 (6.76)
2µk 2 2 3 2
Parabolic motion. Hard to invert!
Introduce auxiliary variable Ψ (the eccentric anomaly)
r = a(1 − e cos Ψ)
r
µa3 Ψ
Z
t(Ψ) = (1 − e cos Ψ)dΨ (6.77)
k 0
r
µ
= a (Ψ − e sin Ψ)
k
τ =t(2π) (6.78)
r
µ
=2π a (period)
k
(6.79)
Note: Kepler’s 3rd law, K = +G(m1 · m2 ), for all planets m2 = mass of the sun. (6.80)
2πa
τ =p ∼C ·a
G(m1 · m2 )
2π
ω= (Revolution frequency) (6.81)
s τ
k
=
µa3
s
k 1
=
µ a
6.9 The Laplace-Runge-Lenz Vector

r
A = p × L − µk (6.82)
r
−k
V = (6.83)
r
(6.84)
−k r
f (r) = 2 (6.85)
r r
r
=f (r)
r
d d r
(p × L) = −mf (r)r2 (6.86)
dt dt r
71
6.9. THE LAPLACE-RUNGE-LENZ VECTOR CHAPTER 6. CENTRAL POTENTIAL AND MORE
for:
−k
f (r) = (6.87)
r2
d µkr
=
dt r
Note: A · L = 0 and A · p = 0, A? in plane of orbit.
72
Chapter 7
Scattering
7.1 Introduction
I = intensity (flux density) of incident particles
σ(Ω)dΩ = scattering cross section (differential scattering cross section)

= number of particles scattered into solid angle dΩ
(about Ω) per unit time
Incident intensity (Symmetry about axis of incident beam)
dΩ ≡ 2π sin θdθ
Θ = scattering angle
s = impact parameter
`
=
mvo
`
= √
2mE
= S(θ, E)
` = angular momentum and E = energy
rm = distance of periapsis
Θ = π − 2Ψ (7.1)
sin Θσ(Θ)|dΘ| = s|ds| (7.2)

s ds
σ(Θ) = (7.3)
sin Θ dΘ
(Assume one-to-one mapping s ↔ Θ)
73
7.1. INTRODUCTION CHAPTER 7. SCATTERING
Recall: Z r
dr
Θ= q + Θo (7.4)
2µE 2µV 1
ro r2 − −
|{z}
` ` r π
θ = n − Ψ when r − rm (for θo = π and ro = ∞)

Z ∞
dr
Ψ= q (7.5)
2µE
rm r 2
`
− 2µV
`
− r
1
Z ∞
dr
Ψ= q = Ψ(E, `) (7.6)
2µ 1
rm r2 `
[E − V (r)] − r
`
Note: θ̇ = µr
= constant, hence it cannot change sign (is monotonic in time)
Want Ψ in terms of S and E.
1 2
E = µV∞ (7.7)
2
|`| = ` = |r × p| = constant
r×p= x̂ ŷ ẑ
∞ s 0
µV∞ 0 0
=µV∞ sẑ
1 2
p
` =µV∞ s E = µV∞ µV∞ = 2µE
2
p
`=s· 2µE (7.8)
Θ(s) =π − 2Ψ (7.9)
Z ∞
sdr
=π − 2 r
rm V (r)
r r2 1 − E − s2
Z um
sdu
=π − 2 q
0 V (u)
1− E − s2 u2
2µ 2µ 1
2
= 2 = 2
` s · 2µE s E
74

Dynamics A Set of Notes On Theoretical Physical Chemistry - Jaclyn Steen

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Dynamics A Set of Notes On Theoretical Physical Chemistry - Jaclyn Steen

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Dynamics: A Set of Notes on Theoretical Physical Chemistry

Jaclyn Steen, Kevin Range and Darrin M. York

6 Central Potential and More 61

11.10Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

1.1 Properties of vectors and vector space

3. Scalar multiplication: ax = (ax1 , ax2 , ax3 )

4. Null vector: There exists a unique null vector 0 = (0, 0, 0)

1. Vector addition is commutative and associative:

2. Scalar multiplication is associative and distributive:

1.2 Fundamental operations involving vectors

a × b = x̂(ay bz − az by ) + ŷ(az bx − ax bz ) + ẑ(ax by − ay bx ) (1.2)

dr = x̂dx + ŷdy + ẑdz (1.16)

∇(uv) = (∇u)v + u(∇v) (1.18)

∇ × (rf (r)) = 0 (1.26)

∇(a · b) = (b · ∇)a + (a · ∇)b + b × (∇ × a) + a × (∇ × b) (1.27)

let f (r) = u∇v then

Above gives the first form of Green’s theorem.

where L̂ is a self-adjoint (Hermetian) “Sturm-Lioville” operator of the form:

a × (b × c) = (a · c)b − (a · b)c (1.38)

(a × b) · (c × d) = (a · c)(b · d) − (a · d)(b · c) (1.39)

∇(a · b) = (a · ∇)b + (b · ∇)a + a × (∇ × b) + b × (∇ × a) (1.45)

∇ × (a × b) = a(∇ · b) − b(∇ · a) + (b · ∇)a − (a · ∇)b (1.47)

(a · ∇)n = (1/r)[a − n(a · n)] (1.52)

2.1 Matrices, Vectors and Scalars

2.2 Matrix Operations

|C ={zαA} = Aα means Cij = αAij = Aij · α

A · (B · C) = (AB)C = ABC associative, not always communitive

A ⊗ B 6=B ⊗ A A ⊗ (B ⊗ C) =(A ⊗ B)C

2.3 Transpose of a Matrix

2.4 Unit Matrix

1−1 =1T = 1 A1 =1A = A

Commutator: a linear operation

2.5 Trace of a (Square) Matrix

Note Tr ([A, B]) = 0

2.5.1 Inverse of a (Square) Matrix

Note 1 · 1 = 1, thus 1 = 1−1

(A · B)−1 = B−1 · A−1 prove

2.6 More on Trace

Proof: (A · B)−1 = B−1 A−1

ijk... : Levi-Civita symbol (±1 even/odd permutation of 1, 2, 3 . . ., otherwise 0. (has N ! terms)

2.8.1 Laplacian expansion

det(A) is an antisymmetrized product

Properties: for an N × N matrix A

1. The value of det(A) = 0 if

• any two rows (or columns) are equal

2. The value of det(A) is unchanged if

• two rows (or columns) are swapped, sign changes

det(eA ) = etr(A) (2.5)

det(αA) = αN det(A) (2.6)

5. If A is diagonalized, det(A) = Πi Aii (also, det(1) = 1)

7. det(A∗ ) = (detA)∗ = det(A+ )

2.8.2 Applications of Determinants

2.9 Generalized Green’s Theorem

∇v · p∇u + v∇ · [p∇]u − ∇u · p∇v − u∇ · [p∇]v

X ∂Fi ∂Fi ∂Fi

2.10 Orthogonal Matrices

AT = A−1 , therefore AT · A = 1 = 1T = (AT · A)T

Application: Rotation matrices

Also Euler angles (we will use later. . .)

2.11 Symmetric/Antisymmetric Matrices

2.12 Similarity Transformation

2.13 Hermitian (self-adjoint) Matrices

ijk... : Levi-Civita symbol (±1 even/odd permutation of 1, 2, 3 . . ., otherwise 0. (has N ! terms)

FC = SC, Hef f C = SC

y (j) (x, ) = y (j) (x) + η (j) (x) (3.6)