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© Hindawi Publishing Corp.

THE EQUIVALENCE BETWEEN THE HAMILTONIAN AND LAGRANGIAN FORMULATIONS

FOR THE PARAMETRIZATION- INVARIANT THEORIES

S. I. MUSLIH

Received 27 March 2001 and in revised form 13 August 2001

The link between the treatment of singular Lagrangians as field systems and the canonical Hamiltonian approach is studied. It is shown that the singular Lagrangians as field sys- tems are always in exact agreement with the canonical approach for the parametrization invariant theories.

2000 Mathematics Subject Classification: 37K10, 37K05, 17B80.

1. Introduction. [2, 3, 4,5], the Hamilton-Jacobi formulation of constrained sys- tems has been studied. This formulation leads us to obtain the set of Hamilton-Jacobi partial differential equations (HJPDE) as follows:

Hα

tβ,qa, ∂S

∂qa, ∂S

∂tα

=0, α,β=0,n−r+1,...,n; a=1,...,n−r , (1.1)

where

Hα =Hα

tβ,qa,pa

+pα, (1.2)

andH0is defined as

H0=pawa+pµq˙µ|pν=−Hν−L

t,qi,q˙ν,q˙a=wa

, µ,ν=n−r+1,...,n. (1.3) The equations of motion are obtained as total differential equations in many vari- ables as follows:

dqa=∂Hα

∂padtα, dpa= −∂Hα

∂qadtα, dpβ= −∂Hα

∂tβ dtα, dz=

−Hα+pa∂Hα

∂pa

dtα; α,β=0,n−r+1,...,n, a=1,...,n−r ,

(1.4)

wherez=S(tα;qa). The set of equations (1.4) is integrable (see [4,5]) if

dH0=0, dHµ =0, µ=n−r+1,...,n. (1.5) If conditions (1.5) are not satisfied identically, we consider them as new constraints and again test the consistency conditions. Hence, the canonical formulation leads to

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obtain the set of canonical phase space coordinatesqaandpaas functions oftα; be- sides, the canonical action integral is obtained in terms of the canonical coordinates.

The HamiltoniansHα are considered as the infinitesimal generators of canonical trans- formations given by parameterstα, respectively.

In [1], the singular Lagrangians are treated as field systems. The Euler-Lagrange equations of singular systems are proposed in the form

∂tα

∂L

αqa

−∂L

∂qa=0, ∂αqa=∂qa

∂tα, (1.6)

with constraints

dG0= −∂L

∂t dt, (1.7)

dGµ= −∂L

∂qµdt, (1.8)

where

L

tα,∂αqa,q˙µ,qa

=L

qa,qα,q˙a=

αqa

t˙α

, q˙µ=dqµ

dt , Gα=Hα

qa,tβ,pa= ∂L

∂q˙a

.

(1.9)

In order to have a consistent theory, we should consider the variations of the con- straints (1.7) and (1.8).

In this paper, we study the link between the treatment of singular Lagrangians as field systems and the canonical formalism for the parametrization invariant theories.

2. Parametrization-invariant theories as singular systems. In [4], the canonical method treatment of the parametrization-invariant theories is studied and will be briefly reviewed here.

Consider a system with the action integral as S

qi

= dtqi,q˙i,t

, i=1,...,n, (2.1) whereᏸis a regular Lagrangian with Hessiann. Parametrize the timet→τ(t), with τ˙=dτ/dt >0. The velocities ˙qimay be expressed as

q˙i=qiτ,˙ (2.2)

whereqiare defined as

qi=dqi

dτ. (2.3)

Denotet=q0andqµ=(q0,qi),µ=0,1,...,n, then the action integral (2.1) may be written as

S qµ

= ˙t

qµ,qi

˙t

, (2.4)

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which is parametrization invariant sinceLis homogeneous of first degree in the ve- locitiesqµwithLgiven as

L qµ,q˙µ

=˙t

qµ,qi t˙

. (2.5)

The LagrangianLis now singular since its Hessian isn.

The canonical method in [2,3,4,5] leads us to obtain the set of Hamilton-Jacobi partial differential equations as follows:

H0=pτ−L

q0,qi,q˙0,q˙i=wi

+piτqi+ptq˙0|pt=−Ht=0, pτ=∂S

∂τ, Ht=pt+Ht=0, pt=∂S

∂t,

(2.6)

whereHtis defined as

Ht= −qi,wi

+pτiwi. (2.7)

Here,piτandptare the generalized momenta conjugated to the generalized coordi- natesqiandt, respectively.

The equations of motion are obtained as total differential equations in many vari- ables as follows:

dqi=∂H0

∂pi dτ+∂Ht

∂pi dq0=∂Ht

∂pi dq0, (2.8)

dpi= −∂H0

∂qi dτ−∂Ht

∂qi dq0= −∂Ht

∂qi dq0, (2.9)

dpt= −∂H0

∂q0 dτ−∂Ht

∂q0dq0=0. (2.10)

Since

dHt=dpt+Ht (2.11)

vanishes identically, this system is integrable and the canonical phase space coordi- natesqiandpiare obtained in terms of the time(q0=t).

Now, we look at the Lagrangian (2.5) as a field system. Since the rank of the Hessian matrix isn, this Lagrangian can be treated as a field system in the form

qi=qi(τ,t), (2.12)

thus, the expression

qi=∂qi

∂τ +∂qi

∂t ˙t, (2.13)

can be substituted in (2.5) to obtain the modified LagrangianL: L=˙t

qµ,1

˙t ∂qi

∂τ +∂qi

∂t ˙t

. (2.14)

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Making use of (1.6), we have

∂L

∂qi

∂t

∂L

∂qi/∂t

∂τ

∂L

∂qi/∂τ

=0. (2.15)

Calculations show that (2.15) leads to a well-known Lagrangian equation as

∂qi d dt

dqi/dt

=0. (2.16)

Using (2.7), we have

Ht= −+∂

∂q˙i

q˙i. (2.17)

In order to have a consistent theory, we should consider the total variation ofHt. In fact,

dHt= −∂

∂tdt. (2.18)

Making use of (1.8), we find that

dHt= −∂L

∂t dτ. (2.19)

Besides, the quantityH0is identically satisfied and does not lead to constraints.

We notice that (2.8) and (2.9) are equivalent to (2.15) and (2.16).

3. Classical fields as constrained systems. In the following sections, we study the Hamiltonian and Lagrangian formulations for classical field systems and demonstrate the equivalence between these two formulations for the reparametrization-invariant fields.

A classical relativistic field φii(x,t) in four space-time dimensions may be described as the action functional

S φi

= dt d3x

φi,∂µφi

, µ=0,1,2,3;i=1,2,...,n, (3.1) which leads to the Euler-Lagrange equations of motion as

∂φi−∂µ

µφi

=0. (3.2)

We can go over from the Lagrangian description to the Hamiltonian description by using the definition

πi=

∂φ˙i, (3.3)

then the canonical Hamiltonian is defined as H0= d3x

πiφ˙i. (3.4)

The equations of motion are obtained π˙i= −∂H0

∂φi, φ˙i=∂H0

∂πi. (3.5)

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4. Reparametrization-invariant fields. In analogy with the finite dimensional sys- tems, we introduce the reparametrization-invariant action for the field system:

S= Rd3x, (4.1)

where

R=˙tφi,∂µφi

. (4.2)

Following the canonical method [2,3,4,5], we obtain the set of [HJPDE], H0τi(τ)i

tdt

dτ−R=0, πτ= ∂S

∂τ, Htt+Ht=0, πt=∂S

∂t,

(4.3)

whereHtis defined as

Ht= −φi,∂µφi

i(τ)i

dt , (4.4)

andπi(τ),πtare the generalized momenta conjugated to the generalized coordinates φiandt, respectively.

The equations of motion are obtained as follows:

i=∂H0

∂πi dτ+∂Ht

∂πidt=∂Ht

∂πi dt, (4.5)

i= −∂H0

∂φidτ−∂Ht

∂φi dt= −∂Ht

∂φidt, (4.6)

t= −∂H0

∂t dτ−∂Ht

∂t dt=0. (4.7)

Now the Euler-Lagrangian equation for the field system reads as

∂φi

∂xµ

∂φi/∂xµ

=0. (4.8)

Again as for the finite-dimensional systems, (4.5) and (4.6) are equivalent to (4.8) for field systems.

5. Conclusion. As it is mentioned in the introduction, if the rank of the Hessian matrix for discrete systems is(n−r ), 0< r < n, then the systems can be treated as field systems [1]. The treatment of Lagrangians as field systems is always in exact agreement with the Hamilton-Jacobi treatment for reparametrization-invariant theo- ries. The equations of motion (2.8) and (2.9) are equivalent to the equations of motion (2.15) and (2.16). Besides, the variations of constraints (2.18) and (2.19) are identically satisfied and no further constraints arise.

In analogy with the finite-dimensional systems, it is observed that the Lagrangian and the Hamilton-Jacobi treatments for the reparametrization-invariant fields are in exact agreement.

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References

[1] N. I. Farahat and Y. Güler,Singular Lagrangians as field systems, Phys. Rev. A (3)51(1995), no. 1, 68–72.

[2] Y. Güler,Canonical formulation of singular systems, Nuovo Cimento B (11)107(1992), no. 12, 1389–1395.

[3] ,Integration of singular systems, Nuovo Cimento B (11)107(1992), no. 10, 1143–

1149.

[4] S. I. Muslih and Y. Güler,On the integrability conditions of constrained systems, Nuovo Cimento B (11)110(1995), no. 3, 307–315.

[5] ,Is gauge fixing of constrained systems necessary? Nuovo Cimento B113(1998), 277–289.

S. I. Muslih: Department of Physics, Al-Azhar University, Gaza, Palestine E-mail address:[email protected]

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Special Issue on

Intelligent Computational Methods for Financial Engineering

Call for Papers

As a multidisciplinary field, financial engineering is becom- ing increasingly important in today’s economic and financial world, especially in areas such as portfolio management, as- set valuation and prediction, fraud detection, and credit risk management. For example, in a credit risk context, the re- cently approved Basel II guidelines advise financial institu- tions to build comprehensible credit risk models in order to optimize their capital allocation policy. Computational methods are being intensively studied and applied to im- prove the quality of the financial decisions that need to be made. Until now, computational methods and models are central to the analysis of economic and financial decisions.

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ectively in a financial engineering environment to improve and facilitate financial decision making. In this sense, the submissions should es- pecially address how the results of estimated computational models (e.g., ANN, support vector machines, evolutionary algorithm, and fuzzy models) can be used to develop intelli- gent, easy-to-use, and/or comprehensible computational sys- tems (e.g., decision support systems, agent-based system, and web-based systems)

This special issue will include (but not be limited to) the following topics:

Computational methods

: artificial intelligence, neu- ral networks, evolutionary algorithms, fuzzy inference, hybrid learning, ensemble learning, cooperative learn- ing, multiagent learning

Application fields

: asset valuation and prediction, as- set allocation and portfolio selection, bankruptcy pre- diction, fraud detection, credit risk management

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Authors should follow the Journal of Applied Mathemat- ics and Decision Sciences manuscript format described at the journal site

http://www.hindawi.com/journals/jamds/.

Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Track- ing System at

http://mts.hindawi.com/, according to the fol-

lowing timetable:

Manuscript Due December 1, 2008 First Round of Reviews March 1, 2009 Publication Date June 1, 2009

Guest Editors

Lean Yu,

Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China;

Department of Management Sciences, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong;

[email protected]

Shouyang Wang,

Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China; [email protected]

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Department of Management Sciences, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong; [email protected]

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