You are currently browsing the tag archive for the ‘Noether’s theorem’ tag.

As in the previous post, all computations here are at the formal level only.

In the previous blog post, the Euler equations for inviscid incompressible fluid flow were interpreted in a Lagrangian fashion, and then Noether’s theorem invoked to derive the known conservation laws for these equations. In a bit more detail: starting with Lagrangian space ${{\cal L} = ({\bf R}^n, \hbox{vol})}$ and Eulerian space ${{\cal E} = ({\bf R}^n, \eta, \hbox{vol})}$, we let ${M}$ be the space of volume-preserving, orientation-preserving maps ${\Phi: {\cal L} \rightarrow {\cal E}}$ from Lagrangian space to Eulerian space. Given a curve ${\Phi: {\bf R} \rightarrow M}$, we can define the Lagrangian velocity field ${\dot \Phi: {\bf R} \times {\cal L} \rightarrow T{\cal E}}$ as the time derivative of ${\Phi}$, and the Eulerian velocity field ${u := \dot \Phi \circ \Phi^{-1}: {\bf R} \times {\cal E} \rightarrow T{\cal E}}$. The volume-preserving nature of ${\Phi}$ ensures that ${u}$ is a divergence-free vector field:

$\displaystyle \nabla \cdot u = 0. \ \ \ \ \ (1)$

If we formally define the functional

$\displaystyle J[\Phi] := \frac{1}{2} \int_{\bf R} \int_{{\cal E}} |u(t,x)|^2\ dx dt = \frac{1}{2} \int_R \int_{{\cal L}} |\dot \Phi(t,x)|^2\ dx dt$

then one can show that the critical points of this functional (with appropriate boundary conditions) obey the Euler equations

$\displaystyle [\partial_t + u \cdot \nabla] u = - \nabla p$

$\displaystyle \nabla \cdot u = 0$

for some pressure field ${p: {\bf R} \times {\cal E} \rightarrow {\bf R}}$. As discussed in the previous post, the time translation symmetry of this functional yields conservation of the Hamiltonian

$\displaystyle \frac{1}{2} \int_{{\cal E}} |u(t,x)|^2\ dx = \frac{1}{2} \int_{{\cal L}} |\dot \Phi(t,x)|^2\ dx;$

the rigid motion symmetries of Eulerian space give conservation of the total momentum

$\displaystyle \int_{{\cal E}} u(t,x)\ dx$

and total angular momentum

$\displaystyle \int_{{\cal E}} x \wedge u(t,x)\ dx;$

and the diffeomorphism symmetries of Lagrangian space give conservation of circulation

$\displaystyle \int_{\Phi(\gamma)} u^*$

for any closed loop ${\gamma}$ in ${{\cal L}}$, or equivalently pointwise conservation of the Lagrangian vorticity ${\Phi^* \omega = \Phi^* du^*}$, where ${u^*}$ is the ${1}$-form associated with the vector field ${u}$ using the Euclidean metric ${\eta}$ on ${{\cal E}}$, with ${\Phi^*}$ denoting pullback by ${\Phi}$.

It turns out that one can generalise the above calculations. Given any self-adjoint operator ${A}$ on divergence-free vector fields ${u: {\cal E} \rightarrow {\bf R}}$, we can define the functional

$\displaystyle J_A[\Phi] := \frac{1}{2} \int_{\bf R} \int_{{\cal E}} u(t,x) \cdot A u(t,x)\ dx dt;$

as we shall see below the fold, critical points of this functional (with appropriate boundary conditions) obey the generalised Euler equations

$\displaystyle [\partial_t + u \cdot \nabla] Au + (\nabla u) \cdot Au= - \nabla \tilde p \ \ \ \ \ (2)$

$\displaystyle \nabla \cdot u = 0$

for some pressure field ${\tilde p: {\bf R} \times {\cal E} \rightarrow {\bf R}}$, where ${(\nabla u) \cdot Au}$ in coordinates is ${\partial_i u_j Au_j}$ with the usual summation conventions. (When ${A=1}$, ${(\nabla u) \cdot Au = \nabla(\frac{1}{2} |u|^2)}$, and this term can be absorbed into the pressure ${\tilde p}$, and we recover the usual Euler equations.) Time translation symmetry then gives conservation of the Hamiltonian

$\displaystyle \frac{1}{2} \int_{{\cal E}} u(t,x) \cdot A u(t,x)\ dx.$

If the operator ${A}$ commutes with rigid motions on ${{\cal E}}$, then we have conservation of total momentum

$\displaystyle \int_{{\cal E}} Au(t,x)\ dx$

and total angular momentum

$\displaystyle \int_{{\cal E}} x \wedge Au(t,x)\ dx,$

and the diffeomorphism symmetries of Lagrangian space give conservation of circulation

$\displaystyle \int_{\Phi(\gamma)} (Au)^*$

or pointwise conservation of the Lagrangian vorticity ${\Phi^* \theta := \Phi^* d(Au)^*}$. These applications of Noether’s theorem proceed exactly as the previous post; we leave the details to the interested reader.

One particular special case of interest arises in two dimensions ${n=2}$, when ${A}$ is the inverse derivative ${A = |\nabla|^{-1} = (-\Delta)^{-1/2}}$. The vorticity ${\theta = d(Au)^*}$ is a ${2}$-form, which in the two-dimensional setting may be identified with a scalar. In coordinates, if we write ${u = (u_1,u_2)}$, then

$\displaystyle \theta = \partial_{x_1} |\nabla|^{-1} u_2 - \partial_{x_2} |\nabla|^{-1} u_1.$

Since ${u}$ is also divergence-free, we may therefore write

$\displaystyle u = (- \partial_{x_2} \psi, \partial_{x_1} \psi )$

where the stream function ${\psi}$ is given by the formula

$\displaystyle \psi = |\nabla|^{-1} \theta.$

If we take the curl of the generalised Euler equation (2), we obtain (after some computation) the surface quasi-geostrophic equation

$\displaystyle [\partial_t + u \cdot \nabla] \theta = 0 \ \ \ \ \ (3)$

$\displaystyle u = (-\partial_{x_2} |\nabla|^{-1} \theta, \partial_{x_1} |\nabla|^{-1} \theta).$

This equation has strong analogies with the three-dimensional incompressible Euler equations, and can be viewed as a simplified model for that system; see this paper of Constantin, Majda, and Tabak for details.

Now we can specialise the general conservation laws derived previously to this setting. The conserved Hamiltonian is

$\displaystyle \frac{1}{2} \int_{{\bf R}^2} u\cdot |\nabla|^{-1} u\ dx = \frac{1}{2} \int_{{\bf R}^2} \theta \psi\ dx = \frac{1}{2} \int_{{\bf R}^2} \theta |\nabla|^{-1} \theta\ dx$

(a law previously observed for this equation in the abovementioned paper of Constantin, Majda, and Tabak). As ${A}$ commutes with rigid motions, we also have (formally, at least) conservation of momentum

$\displaystyle \int_{{\bf R}^2} Au\ dx$

(which up to trivial transformations is also expressible in impulse form as ${\int_{{\bf R}^2} \theta x\ dx}$, after integration by parts), and conservation of angular momentum

$\displaystyle \int_{{\bf R}^2} x \wedge Au\ dx$

(which up to trivial transformations is ${\int_{{\bf R}^2} \theta |x|^2\ dx}$). Finally, diffeomorphism invariance gives pointwise conservation of Lagrangian vorticity ${\Phi^* \theta}$, thus ${\theta}$ is transported by the flow (which is also evident from (3). In particular, all integrals of the form ${\int F(\theta)\ dx}$ for a fixed function ${F}$ are conserved by the flow.

Throughout this post, we will work only at the formal level of analysis, ignoring issues of convergence of integrals, justifying differentiation under the integral sign, and so forth. (Rigorous justification of the conservation laws and other identities arising from the formal manipulations below can usually be established in an a posteriori fashion once the identities are in hand, without the need to rigorously justify the manipulations used to come up with these identities).

It is a remarkable fact in the theory of differential equations that many of the ordinary and partial differential equations that are of interest (particularly in geometric PDE, or PDE arising from mathematical physics) admit a variational formulation; thus, a collection ${\Phi: \Omega \rightarrow M}$ of one or more fields on a domain ${\Omega}$ taking values in a space ${M}$ will solve the differential equation of interest if and only if ${\Phi}$ is a critical point to the functional

$\displaystyle J[\Phi] := \int_\Omega L( x, \Phi(x), D\Phi(x) )\ dx \ \ \ \ \ (1)$

involving the fields ${\Phi}$ and their first derivatives ${D\Phi}$, where the Lagrangian ${L: \Sigma \rightarrow {\bf R}}$ is a function on the vector bundle ${\Sigma}$ over ${\Omega \times M}$ consisting of triples ${(x, q, \dot q)}$ with ${x \in \Omega}$, ${q \in M}$, and ${\dot q: T_x \Omega \rightarrow T_q M}$ a linear transformation; we also usually keep the boundary data of ${\Phi}$ fixed in case ${\Omega}$ has a non-trivial boundary, although we will ignore these issues here. (We also ignore the possibility of having additional constraints imposed on ${\Phi}$ and ${D\Phi}$, which require the machinery of Lagrange multipliers to deal with, but which will only serve as a distraction for the current discussion.) It is common to use local coordinates to parameterise ${\Omega}$ as ${{\bf R}^d}$ and ${M}$ as ${{\bf R}^n}$, in which case ${\Sigma}$ can be viewed locally as a function on ${{\bf R}^d \times {\bf R}^n \times {\bf R}^{dn}}$.

Example 1 (Geodesic flow) Take ${\Omega = [0,1]}$ and ${M = (M,g)}$ to be a Riemannian manifold, which we will write locally in coordinates as ${{\bf R}^n}$ with metric ${g_{ij}(q)}$ for ${i,j=1,\dots,n}$. A geodesic ${\gamma: [0,1] \rightarrow M}$ is then a critical point (keeping ${\gamma(0),\gamma(1)}$ fixed) of the energy functional

$\displaystyle J[\gamma] := \frac{1}{2} \int_0^1 g_{\gamma(t)}( D\gamma(t), D\gamma(t) )\ dt$

or in coordinates (ignoring coordinate patch issues, and using the usual summation conventions)

$\displaystyle J[\gamma] = \frac{1}{2} \int_0^1 g_{ij}(\gamma(t)) \dot \gamma^i(t) \dot \gamma^j(t)\ dt.$

As discussed in this previous post, both the Euler equations for rigid body motion, and the Euler equations for incompressible inviscid flow, can be interpreted as geodesic flow (though in the latter case, one has to work really formally, as the manifold ${M}$ is now infinite dimensional).

More generally, if ${\Omega = (\Omega,h)}$ is itself a Riemannian manifold, which we write locally in coordinates as ${{\bf R}^d}$ with metric ${h_{ab}(x)}$ for ${a,b=1,\dots,d}$, then a harmonic map ${\Phi: \Omega \rightarrow M}$ is a critical point of the energy functional

$\displaystyle J[\Phi] := \frac{1}{2} \int_\Omega h(x) \otimes g_{\gamma(x)}( D\gamma(x), D\gamma(x) )\ dh(x)$

or in coordinates (again ignoring coordinate patch issues)

$\displaystyle J[\Phi] = \frac{1}{2} \int_{{\bf R}^d} h_{ab}(x) g_{ij}(\Phi(x)) (\partial_a \Phi^i(x)) (\partial_b \Phi^j(x))\ \sqrt{\det(h(x))}\ dx.$

If we replace the Riemannian manifold ${\Omega}$ by a Lorentzian manifold, such as Minkowski space ${{\bf R}^{1+3}}$, then the notion of a harmonic map is replaced by that of a wave map, which generalises the scalar wave equation (which corresponds to the case ${M={\bf R}}$).

Example 2 (${N}$-particle interactions) Take ${\Omega = {\bf R}}$ and ${M = {\bf R}^3 \otimes {\bf R}^N}$; then a function ${\Phi: \Omega \rightarrow M}$ can be interpreted as a collection of ${N}$ trajectories ${q_1,\dots,q_N: {\bf R} \rightarrow {\bf R}^3}$ in space, which we give a physical interpretation as the trajectories of ${N}$ particles. If we assign each particle a positive mass ${m_1,\dots,m_N > 0}$, and also introduce a potential energy function ${V: M \rightarrow {\bf R}}$, then it turns out that Newton’s laws of motion ${F=ma}$ in this context (with the force ${F_i}$ on the ${i^{th}}$ particle being given by the conservative force ${-\nabla_{q_i} V}$) are equivalent to the trajectories ${q_1,\dots,q_N}$ being a critical point of the action functional

$\displaystyle J[\Phi] := \int_{\bf R} \sum_{i=1}^N \frac{1}{2} m_i |\dot q_i(t)|^2 - V( q_1(t),\dots,q_N(t) )\ dt.$

Formally, if ${\Phi = \Phi_0}$ is a critical point of a functional ${J[\Phi]}$, this means that

$\displaystyle \frac{d}{ds} J[ \Phi[s] ]|_{s=0} = 0$

whenever ${s \mapsto \Phi[s]}$ is a (smooth) deformation with ${\Phi[0]=\Phi_0}$ (and with ${\Phi[s]}$ respecting whatever boundary conditions are appropriate). Interchanging the derivative and integral, we (formally, at least) arrive at

$\displaystyle \int_\Omega \frac{d}{ds} L( x, \Phi[s](x), D\Phi[s](x) )|_{s=0}\ dx = 0. \ \ \ \ \ (2)$

Write ${\delta \Phi := \frac{d}{ds} \Phi[s]|_{s=0}}$ for the infinitesimal deformation of ${\Phi_0}$. By the chain rule, ${\frac{d}{ds} L( x, \Phi[s](x), D\Phi[s](x) )|_{s=0}}$ can be expressed in terms of ${x, \Phi_0(x), \delta \Phi(x), D\Phi_0(x), D \delta \Phi(x)}$. In coordinates, we have

$\displaystyle \frac{d}{ds} L( x, \Phi[s](x), D\Phi[s](x) )|_{s=0} = \delta \Phi^i(x) L_{q^i}(x,\Phi_0(x), D\Phi_0(x)) \ \ \ \ \ (3)$

$\displaystyle + \partial_{x^a} \delta \Phi^i(x) L_{\partial_{x^a} q^i} (x,\Phi_0(x), D\Phi_0(x)),$

where we parameterise ${\Sigma}$ by ${x, (q^i)_{i=1,\dots,n}, (\partial_{x^a} q^i)_{a=1,\dots,d; i=1,\dots,n}}$, and we use subscripts on ${L}$ to denote partial derivatives in the various coefficients. (One can of course work in a coordinate-free manner here if one really wants to, but the notation becomes a little cumbersome due to the need to carefully split up the tangent space of ${\Sigma}$, and we will not do so here.) Thus we can view (2) as an integral identity that asserts the vanishing of a certain integral, whose integrand involves ${x, \Phi_0(x), \delta \Phi(x), D\Phi_0(x), D \delta \Phi(x)}$, where ${\delta \Phi}$ vanishes at the boundary but is otherwise unconstrained.

A general rule of thumb in PDE and calculus of variations is that whenever one has an integral identity of the form ${\int_\Omega F(x)\ dx = 0}$ for some class of functions ${F}$ that vanishes on the boundary, then there must be an associated differential identity ${F = \hbox{div} X}$ that justifies this integral identity through Stokes’ theorem. This rule of thumb helps explain why integration by parts is used so frequently in PDE to justify integral identities. The rule of thumb can fail when one is dealing with “global” or “cohomologically non-trivial” integral identities of a topological nature, such as the Gauss-Bonnet or Kazhdan-Warner identities, but is quite reliable for “local” or “cohomologically trivial” identities, such as those arising from calculus of variations.

In any case, if we apply this rule to (2), we expect that the integrand ${\frac{d}{ds} L( x, \Phi[s](x), D\Phi[s](x) )|_{s=0}}$ should be expressible as a spatial divergence. This is indeed the case:

Proposition 1 (Formal) Let ${\Phi = \Phi_0}$ be a critical point of the functional ${J[\Phi]}$ defined in (1). Then for any deformation ${s \mapsto \Phi[s]}$ with ${\Phi[0] = \Phi_0}$, we have

$\displaystyle \frac{d}{ds} L( x, \Phi[s](x), D\Phi[s](x) )|_{s=0} = \hbox{div} X \ \ \ \ \ (4)$

where ${X}$ is the vector field that is expressible in coordinates as

$\displaystyle X^a := \delta \Phi^i(x) L_{\partial_{x^a} q^i}(x,\Phi_0(x), D\Phi_0(x)). \ \ \ \ \ (5)$

Proof: Comparing (4) with (3), we see that the claim is equivalent to the Euler-Lagrange equation

$\displaystyle L_{q^i}(x,\Phi_0(x), D\Phi_0(x)) - \partial_{x^a} L_{\partial_{x^a} q^i}(x,\Phi_0(x), D\Phi_0(x)) = 0. \ \ \ \ \ (6)$

The same computation, together with an integration by parts, shows that (2) may be rewritten as

$\displaystyle \int_\Omega ( L_{q^i}(x,\Phi_0(x), D\Phi_0(x)) - \partial_{x^a} L_{\partial_{x^a} q^i}(x,\Phi_0(x), D\Phi_0(x)) ) \delta \Phi^i(x)\ dx = 0.$

Since ${\delta \Phi^i(x)}$ is unconstrained on the interior of ${\Omega}$, the claim (6) follows (at a formal level, at least). $\Box$

Many variational problems also enjoy one-parameter continuous symmetries: given any field ${\Phi_0}$ (not necessarily a critical point), one can place that field in a one-parameter family ${s \mapsto \Phi[s]}$ with ${\Phi[0] = \Phi_0}$, such that

$\displaystyle J[ \Phi[s] ] = J[ \Phi[0] ]$

for all ${s}$; in particular,

$\displaystyle \frac{d}{ds} J[ \Phi[s] ]|_{s=0} = 0,$

which can be written as (2) as before. Applying the previous rule of thumb, we thus expect another divergence identity

$\displaystyle \frac{d}{ds} L( x, \Phi[s](x), D\Phi[s](x) )|_{s=0} = \hbox{div} Y \ \ \ \ \ (7)$

whenever ${s \mapsto \Phi[s]}$ arises from a continuous one-parameter symmetry. This expectation is indeed the case in many examples. For instance, if the spatial domain ${\Omega}$ is the Euclidean space ${{\bf R}^d}$, and the Lagrangian (when expressed in coordinates) has no direct dependence on the spatial variable ${x}$, thus

$\displaystyle L( x, \Phi(x), D\Phi(x) ) = L( \Phi(x), D\Phi(x) ), \ \ \ \ \ (8)$

then we obtain ${d}$ translation symmetries

$\displaystyle \Phi[s](x) := \Phi(x - s e^a )$

for ${a=1,\dots,d}$, where ${e^1,\dots,e^d}$ is the standard basis for ${{\bf R}^d}$. For a fixed ${a}$, the left-hand side of (7) then becomes

$\displaystyle \frac{d}{ds} L( \Phi(x-se^a), D\Phi(x-se^a) )|_{s=0} = -\partial_{x^a} [ L( \Phi(x), D\Phi(x) ) ]$

$\displaystyle = \hbox{div} Y$

where ${Y(x) = - L(\Phi(x), D\Phi(x)) e^a}$. Another common type of symmetry is a pointwise symmetry, in which

$\displaystyle L( x, \Phi[s](x), D\Phi[s](x) ) = L( x, \Phi[0](x), D\Phi[0](x) ) \ \ \ \ \ (9)$

for all ${x}$, in which case (7) clearly holds with ${Y=0}$.

If we subtract (4) from (7), we obtain the celebrated theorem of Noether linking symmetries with conservation laws:

Theorem 2 (Noether’s theorem) Suppose that ${\Phi_0}$ is a critical point of the functional (1), and let ${\Phi[s]}$ be a one-parameter continuous symmetry with ${\Phi[0] = \Phi_0}$. Let ${X}$ be the vector field in (5), and let ${Y}$ be the vector field in (7). Then we have the pointwise conservation law

$\displaystyle \hbox{div}(X-Y) = 0.$

In particular, for one-dimensional variational problems, in which ${\Omega \subset {\bf R}}$, we have the conservation law ${(X-Y)(t) = (X-Y)(0)}$ for all ${t \in \Omega}$ (assuming of course that ${\Omega}$ is connected and contains ${0}$).

Noether’s theorem gives a systematic way to locate conservation laws for solutions to variational problems. For instance, if ${\Omega \subset {\bf R}}$ and the Lagrangian has no explicit time dependence, thus

$\displaystyle L(t, \Phi(t), \dot \Phi(t)) = L(\Phi(t), \dot \Phi(t)),$

then by using the time translation symmetry ${\Phi[s](t) := \Phi(t-s)}$, we have

$\displaystyle Y(t) = - L( \Phi(t), \dot\Phi(t) )$

as discussed previously, whereas we have ${\delta \Phi(t) = - \dot \Phi(t)}$, and hence by (5)

$\displaystyle X(t) := - \dot \Phi^i(x) L_{\dot q^i}(\Phi(t), \dot \Phi(t)),$

and so Noether’s theorem gives conservation of the Hamiltonian

$\displaystyle H(t) := \dot \Phi^i(x) L_{\dot q^i}(\Phi(t), \dot \Phi(t))- L(\Phi(t), \dot \Phi(t)). \ \ \ \ \ (10)$

For instance, for geodesic flow, the Hamiltonian works out to be

$\displaystyle H(t) = \frac{1}{2} g_{ij}(\gamma(t)) \dot \gamma^i(t) \dot \gamma^j(t),$

so we see that the speed of the geodesic is conserved over time.

For pointwise symmetries (9), ${Y}$ vanishes, and so Noether’s theorem simplifies to ${\hbox{div} X = 0}$; in the one-dimensional case ${\Omega \subset {\bf R}}$, we thus see from (5) that the quantity

$\displaystyle \delta \Phi^i(t) L_{\dot q^i}(t,\Phi_0(t), \dot \Phi_0(t)) \ \ \ \ \ (11)$

is conserved in time. For instance, for the ${N}$-particle system in Example 2, if we have the translation invariance

$\displaystyle V( q_1 + h, \dots, q_N + h ) = V( q_1, \dots, q_N )$

for all ${q_1,\dots,q_N,h \in {\bf R}^3}$, then we have the pointwise translation symmetry

$\displaystyle q_i[s](t) := q_i(t) + s e^j$

for all ${i=1,\dots,N}$, ${s \in{\bf R}}$ and some ${j=1,\dots,3}$, in which case ${\dot q_i(t) = e^j}$, and the conserved quantity (11) becomes

$\displaystyle \sum_{i=1}^n m_i \dot q_i^j(t);$

as ${j=1,\dots,3}$ was arbitrary, this establishes conservation of the total momentum

$\displaystyle \sum_{i=1}^n m_i \dot q_i(t).$

Similarly, if we have the rotation invariance

$\displaystyle V( R q_1, \dots, Rq_N ) = V( q_1, \dots, q_N )$

for any ${q_1,\dots,q_N \in {\bf R}^3}$ and ${R \in SO(3)}$, then we have the pointwise rotation symmetry

$\displaystyle q_i[s](t) := \exp( s A ) q_i(t)$

for any skew-symmetric real ${3 \times 3}$ matrix ${A}$, in which case ${\dot q_i(t) = A q_i(t)}$, and the conserved quantity (11) becomes

$\displaystyle \sum_{i=1}^n m_i \langle A q_i(t), \dot q_i(t) \rangle;$

since ${A}$ is an arbitrary skew-symmetric matrix, this establishes conservation of the total angular momentum

$\displaystyle \sum_{i=1}^n m_i q_i(t) \wedge \dot q_i(t).$

Below the fold, I will describe how Noether’s theorem can be used to locate all of the conserved quantities for the Euler equations of inviscid fluid flow, discussed in this previous post, by interpreting that flow as geodesic flow in an infinite dimensional manifold.