Noethers Theorem

Rob Thompson
University of Minnesota
Math Club
February 3, 2011
Introduction
Noethers Theorem rst appeared in
Invariante Variationsprobleme, Nachr. d. Konig. Gessellsch. d.
Wiss. zu Gottingen, Math-phys. Klasse., 235-257 (1918).
Symmetries of variational problems yield conservation laws.
Conservation of momentum in mechanics
Often, a conservation law means a quantity associated to a physical
system that remains unchanged as the system evolves in time.
Image taken from sparknotes.com
m
cannon
v
cannon
| {z }
cannon momentum
+ m
ball
v
ball
| {z }
ball momentum
= 0
Conservation of momentum in mechanics can be thought of as an
expression of Newtons second law, F =
d
dt
(mv).
Is energy conserved in this example?
Conservation of energy in mechanics
The energy of a particle is the sum of kinetic and potential energy:
E = T +U
U may be complicated, T =
1
2
x
2
Suppose that dynamics are given by
x = f(x), f, x R
n
,
where f =
U
x
for some U.
Then energy E is conserved.
dE
dt
=
d
dt

1
2
h x, xi +U(x)

= h x, xi + h
U
x
, xi = hf +
U
x
, xi = 0.
What if U depends on time?
Variational problems
Suppose we have a way to assign a weight to a given function.
We search for an extremal of this weight.
(Well come back to mechanics in a minute!)
Example.
Length of graph of f from (a, A) to (b, B) =
Z
b
a
p
1 +f
0
(x)
2
dx,
where f(a) = A and f(b) = B.
-
6
!
!
!
!
!
!
!
!
a b
x
f(x)
An extremal function f should be a line, right?
EulerLagrange Equations
Shift f from a minimum value by adding v(x), where v(x) is
some function satisfying v(a) = v(b) = 0 and a small parameter.
A family of variations
By ordinary calculus,
d
d

=0
Z
b
a
p
1 + (f
0
+ v
0
)
2
dx =
Z
b
a
f
0
+ v
0
p
1 + (f
0
+ v
0
)
2
v
0

=0
dx
=
Z
b
a
f
0
p
1 + (f
0
)
2
v
0
dx = 0.
EulerLagrange Equations
Integrating by parts we nd
Z
b
a
f
0
p
1 + (f
0
)
2
v
0
dx =
f
0
p
1 + (f
0
)
2
v

b
a

Z
b
a
d
dx

f
0
p
1 + (f
0
)
2

v dx
=
Z
b
a
d
dx

f
0
p
1 + (f
0
)
2

v dx = 0.
Since our variation v is arbitrary this means
d
dx
f
0
p
1 + (f
0
)
2
= 0.
With a little work, we see that f must be a line.
The calculation we did works for any integrand of course, not just
the one for arclength.
EulerLagrange Equations in general
Theorem
For a function u to be an extremal of the integral
Z
b
a
L(t, u, u
t
) dt
u must satisfy the EulerLagrange equations
E(L) =
L
u

d
dt
L
u
t
= 0
If L depends on more than one variable u
1
, u
2
, . . . and its
derivatives, we get a system of EulerLagrange equations
E
1
(L) =
L
u
1

d
dt
L
u
1
t
= 0, E
2
(L) =
L
u
2

d
dt
L
u
2
t
= 0, . . .
We can derive similar expressions if L depends on higher
derivatives or more independent variables t
1
, t
2
, . . ..
Variational problems in optics
Optical path length =
Z
Q
P
n(x(s))ds, n the refractive index.
Image taken from wikipedia.org
The empirical fact that lights path minimizes the optical path
length is Fermats Principle. It implies Snells Law:
sin(
1
)
sin(
2
)
=
n
1
n
2
Variational problems in mechanics
Action of a mechanical system from time t
1
to t
2
:
Z
t
2
t
1
(T U) dt
The empirical fact that the true path of the system minimizes
the action integral is called the Principle of Least Action.
For most situations,
kinetic energy depends only on the velocity: T = T( x

)
potential energy depends only on position: U = U(x

)
This principle provides an alternative way to do mechanics. This
viewpoint will help us to understand, via Noethers Theorem,
where all the conservation laws in mechanics come from.
Newtons Equations as EulerLagrange equations
We can use the principle of least action to nd Newtons
equations. Lets take the example of a 1-d harmonic oscillator.
Image taken from learner.org
T =
1
2
m x
2
U =
1
2
kx
2
The EulerLagrange equations are
0 =
(T U)
x

d
dt
(T U)
x
= kx +m x
These are the same as Newtons equations!
Symmetries
A symmetry of a function is a transformation of its variables which
leaves the function unchanged.
Function Transformation: (x, u) goes to
x
2
+u
2
(xcos usin , xsin +ucos )
u mx (x + , u +m)
u/x
2
(x,
2
u)
Our symmetries come in groups, with parameters like , , above.
Symmetries transform derivatives u
x
, u
xx
, . . . via the chain rule.
For example:
x 7 x = x u 7 u =
2
u = u
x
7 u
x
=
1
x
x
u
x
= u
x
Symmetries and Innitesimals
Given a symmetry group of F, directional derivatives of F in the
direction of symmetry are zero.
Example
For F = x
2
+u
2
, we have the rotation symmetry
(x, u) 7 (xcos usin , xsin +ucos )
The direction of symmetry is v = u

x
+x

u
.
v(F) = u
F
x
+x
F
u
= 2ux + 2xu = 0

@
@
@I
v
F(x, u) = constant
Innitesimal symmetry v extends to derivatives:
v = u

x
+x

u
= v
(1)
= u

x
+x

u
+ (1 +u
2
x
)

u
x
Symmetries of Variational Problems
A symmetry of a variational problem is a transformation which
preserves the value of the integral dening the problem.
Given an integral
Z
b
a
L(t, u

, u

t
) dt
we transform to the new variables
Z

b
a
L(

t,

u

, u

t
) d

t =
Z
b
a
L(

t,

u

, u

t
)
d

t
dt
dt
To leave the value of the integral unchanged we must have
L(t, u

, u

t
) = L(

t,

u

, u

t
)
d

t
dt
Symmetries of Variational Problems
If our innitesimal symmetry is

t
+

u
+
,t

u
t
then the condition of invariance takes the innitesimal form
L
t
+
L
u

+
L
u

,t
+L
d
dt
= 0
| {z }
change in Lagrangian
|{z}
change in volume/measure
This innitesimal formula provides the key to Noethers theorem.
Symmetries of Variational Problems
Example
When measuring the length of curve, it doesnt matter if I rotate
the curve before measuring. Thus, the arclength variational
problem
Z
p
1 +u
2
x
dx should have rotational symmetry.
The symmetry generator of rotation is
u

x
+x

u
+ (1 +u
2
x
)

u
x
We can check that
u
L
x
+x
L
u
+ (1 +u
2
x
)
L
u
x
+L
d(u)
dx
= (1 +u
2
x
)
L
u
x
+ Lu
x
= 0.
But you already knew that, right?
A Review
Variational problem: an integral we want to minimize
EulerLagrange equations: dierential equations giving
possible solutions to the variational problem
Conservation Law: A function (involving derivatives) which is
constant on solutions to the EulerLagrange equations
Variational symmetry: A symmetry which preserves the
integrand of the variational problem
Noethers Theorem.
Variational symmetries are in one to one correspondence with
conservation laws for the associated EulerLagrange equations.
Noethers Theorem
The Theorem!
Suppose that v =

t
+

+
,t

u

t
generates a variational
symmetry for the variational problem
Z
L(t, u

, u

t
) dt. Then
L +
L
u

t
(

t
)
is constant for solutions u(t) of the EulerLagrange equations.
You want proof?
The proof quite remarkable, but unfortunately wont t in the
margin of this slide....
Proof of Noethers Theorem
The proof of Noethers theorem at this point is a computation.
0 =
L
t
+
L
u

+
L
u

,t
+L
d
dt
=

L
t
+
L
u

t
+
L
u

t
u

tt

L
u

t

L
u

t
u

tt
+
L
u

+
L
u

,t
+L
d
dt
=
d
dt
(L)
L
u

t

L
u

t
u

tt
+

L
u

dt
u
t
d
dt

L
u

t
Things collapse nicely into
=
d
dt
(L) +
L
u

+
L
u

t
d
dt

Proof of Noethers Theorem

So we have
0 =
d
dt
(L) +
L
u

+
L
u

t
d
dt

.
The next step is to integrate by parts:
L
u

t
d
dt

=
d
dt

L
u

+
d
dt

L
u

,
Thus,
0 =

L
u

d
dt
L
u

+
d
dt

L
u

+
d
dt
(L)
| {z }
EulerLagrange equations!
| {z }
conservation law
QED?
Conservation Laws in mechanics
Using our new found tools, we can rediscover the conservation laws
of mechanics without much work.
Kinetic energy: T( x

) =
1
2
X

Potential energy: U(t, x

) depends on problem...
Newtons equations are the EulerLagrange equations:
m

=
U
x

A variational symmetry v =

t
+

+
,t

x

satises
v(T U) + (T U)
d
dt
= 0.
For each such v we have a corresponding conservation law:
K = m

(T +U).
Conservation Laws in mechanics
Symmetry condition: v(T U) + (T U)
d
dt
= 0
Conservation law: K = m

(T +U).
Energy.
U is independent of t i our variational problem has time
translation symmetry v =

t
. Thus the total energy T +U is
conserved.
Momentum.
Consider spatial translation x

7 x

+ a, which is generated by
v =
P

a

x

. This is a variational symmetry i U is

translationally invariant, i.e. v(U) = 0. This produces the
conservation of linear momentum
P

a x

.
Angular momentum.
The Brachistochrone
In 1696, Johann Bernoulli posed the Brachistochrone problem:
Given two points A and B in a vertical plane, what is
the curve traced out by a point acted on only by gravity,
which starts at A and reaches B in the shortest time?
Image taken from storyofmathematics.com
According to Conduitt, Newton solved the problem in an evening
after learning of it, working from 4pm to 4am.
The Brachistochrone
Lets see how long it takes you to solve it, Noether style.
Exercise.
Step 1.
Write down an integral which gives the total time to travel from A
to B along the curve u(x).
Step 2.
Look for symmetries/conservation laws.
Step 3.
Use a conservation law to help parametrize your curve u(x).
References
Peter Olver, Applications of Lie Groups to Dierential
Equations, GTM 107.
Emmy Noether, trans. M.A. Tavel, Invariant Variation
Problems, arXiv:physics/0503066v1
Nina Beyers, E. Noethers Discovery of the Deep Connection
Between Symmetries and Conservation Laws,
arXiv:physics/9807044v2