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Emmy Noether: Symmetry and Conservation Peter J. Olver University of Minnesota http://www.math.umn.edu/ olver Sanya, December, 2016

Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

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Page 1: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Emmy Noether:Symmetry and Conservation

Peter J. Olver

University of Minnesota

http://www.math.umn.edu/∼ olver

Sanya, December, 2016

Page 2: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

References

[1] E. Noether, Invariante Variationsprobleme,Nachr. Konig. Gesell. Wissen. Gottingen,Math.–Phys. Kl. (1918) 235–257.

[2] P.J. Olver, Applications of Lie Groups to DifferentialEquations , Second Edition, Graduate Texts in Math.,vol. 107, Springer–Verlag, New York, 1993.

[3] Y. Kosmann-Schwarzbach, The Noether Theorems.Invariance and Conservation Laws in the TwentiethCentury , Springer, New York, 2011.

Includes English translation of [1]

Page 3: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Amalie EmmyNoether(1882–1935)

Page 4: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Fraulein Noether was the most significant creativemathematician thus far produced since the highereducation of women began.

— Albert Einstein, obituary, New York Times

She was a great mathematician, the greatest, Ifirmly believe that her sex has ever produced and agreat woman . . . And of all I have known, she wascertainly one of the happiest.

— Hermann Weyl

Page 5: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Emmy Noether was one of the most influential

mathematicians of the century. The development of

abstract algebra, which is one of the most distinctive

innovations of twentieth century mathematics, is

largely due to her — in published papers, in lectures,

and in personal influence on her contemporaries.

— Nathan Jacobson

Page 6: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

EmmyNoether —Biography

Born: 1882, Erlangen, Germany

Father: Max Noether (Nother), German mathematician— algebraic geometry

1907 Ph.D. under Paul Gordan, Erlangen (“King of invariants”)

— calculated all 331 invariants of ternary biquadratic forms

— “Formelgestrupp”, “Mist” (E.N.)

1907–14: Teaches at University of Erlangen without pay

1915–33: Invited to University of Gottingenby David Hilbert & Felix Klein

1918: Noether’s Theorems published

Page 7: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

1919: Habilitation

1919–35: Established foundations of modern abstract algebra:ideals, rings, noetherian condition, representation theory, etc.

“der Noether” & the Noether boysvan der Waerden: Moderne Algebra

1922: Appointed extraordinary professor in Gottingen

1923: Finally paid a small stipend for teaching!

1932: Plenary address at theInternational Congress of Mathematicians, Zurich

1933: Placed on “leave of absence”;tries to move to Soviet Union

1933: Moves to U.S. — Bryn Mawr College

1935: Dies after surgery, aged 53

Page 8: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Noether’s Three Fundamental Contributions

to Analysis and PhysicsFirst Theorem. There is a one-to-one correspondence between

symmetry groups of a variational problem andconservation laws of its Euler–Lagrange equations.

Second Theorem. An infinite-dimensional variationalsymmetry group depending upon an arbitrary functioncorresponds to a nontrivial differential relation among itsEuler–Lagrange equations.

⋆ The conservation laws associated with the variationalsymmetries in the Second Theorem are trivial — thisresolved Hilbert’s original paradox in relativity that wasthe reason he and Klein invited Noether to Gottingen.

Page 9: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Noether’s Three Fundamental Contributionsto Analysis and Physics

First Theorem. There is a one-to-one correspondence betweensymmetry groups of a variational problem andconservation laws of its Euler–Lagrange equations.

Second Theorem. An infinite-dimensional variationalsymmetry group depending upon an arbitrary functioncorresponds to a nontrivial differential relation among itsEuler–Lagrange equations.

Introduction of higher order generalized symmetries.=⇒ later (1960’s) to play a fundamental role in the discovery

and classification of integrable systems and solitons.

Page 10: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Symmetries =⇒ Conservation Laws

• symmetry under space translations=⇒ conservation of linear momentum

• symmetry under time translations=⇒ conservation of energy

• symmetry under rotations=⇒ conservation of angular momentum

• symmetry under boosts (moving coordinates)=⇒ linear motion of the center of mass

Page 11: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Precursors

Lagrange (1788) Lagrangian mechanics & energy conservation

Jacobi (1842–43 publ. 1866) Euclidean invariance— linear and angular momentum

Schutz (1897) time translation — conservation of energy

Herglotz (1911) Poincare invariance in relativity— 10 conservation laws

Engel (1916) non-relativistic limit: Galilean invariance— linear motion of center of mass

Page 12: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

ACurious History

⋆ Bessel–Hagen (1922) — divergence symmetries

♣ Hill (1951) — a very special case(first order Lagrangians, geometrical symmetries)

♠ 1951–1980 Over 50 papers rediscover and/or provepurported generalizations of Noether’s First Theorem

♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem— back to special cases again!

Continuum mechanics: Rice, Eshelby (1950’s),Gunther (1962), Knowles & Sternberg (1972)

Optics: Baker & Tavel (1974)

Page 13: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

TheNoether Triumvirate

⋆ Variational Principle

⋆ Symmetry

⋆ Conservation Law

Page 14: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

ABrief History of Symmetry

Symmetry =⇒ Group Theory!

• Abel, Galois — polynomials

• Lie — differential equations andvariational principles

• Noether — conservation laws andhigher order symmetries

• Weyl, Wigner, etc. — quantum mechanics“der Gruppenpest” (J. Slater)

Page 15: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Next to the concept of a function, which is the

most important concept pervading the whole of math-

ematics, the concept of a group is of the greatest signif-

icance in the various branches of mathematics and its

applications.

— P.S. Alexandroff

Page 16: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Discrete Symmetry Group

=⇒ crystallography

Page 17: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Continuous Symmetry Group

Symmetry group = all rotations

⋆ A continuous group is known as a Lie group— in honor of Sophus Lie (1842–1899)

Page 18: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

ABrief History of Conservation Laws

In physics, a conservation law asserts that a particularmeasurable property P of an isolated physical system does notchange as the system evolves.

Conservation of momentum: Wallis (1670), Newton (1687)

Conservation of mass: Lomonosov (1748), Lavoisier (1774)

Conservation of energy: Lagrange (1788), Helmholtz (1847),Rankine (1850), also: Mohr, Mayer, Joule, Faraday, . . .

Page 19: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

In Summary . . .

Noether’s Theorem states that to

each continuous symmetry group of the

action functional there is a corresponding

conservation law of the physical equations

and vice versa.

Page 20: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

TheModernManual for Physics♠ To construct a physical theory:

Step 1: Determine the allowed group of symmetries:

• translations

• rotations

• conformal (angle-preserving) transformations

• Galilean boosts

• Poincare transformations (relativity)

• gauge transformations

• CPT (charge, parity, time reversal) symmetry

• supersymmetry

• SU(3), G2, E8 × E8, SO(32), . . .

• etc., etc.

Page 21: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Step 2: Construct a variational principle (“energy”) thatadmits the given symmetry group.

Step 3: Invoke Nature’s obsession with minimization to deter-mine the corresponding field equations associated with thevariational principle.

Step 4: Use Noether’s First and Second Theorems to writedown (a) conservation laws, and (b) differential identitiessatisfied by the field equations.

Step 5: Try to solve the field equations.

Even special solutions are of immense interest

=⇒ black holes.

Page 22: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Symmetry Groups ofDifferential Equations

=⇒ Sophus Lie (1842–1899).

System of differential equations

∆(x, u(n)) = 0

G — Lie group or Lie pseudo-group acting on thespace of independent and dependent variables:

(!x, !u) = g · (x, u)

Page 23: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

G acts on functions by transforming their graphs:

u = f(x) !u = !f(!x)

g!−→

Definition. G is a symmetry group of the system∆ = 0 if !f = g · f is a solution whenever f is.

Page 24: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Variational Symmetries

Definition. A variational symmetry is a transformation ofspace/time and the field variables

(!x, !u) = g · (x, u)

that leaves the variational problem invariant:"

!ΩL(!x, !u(n)) d!x =

"

ΩL(x, u(n)) dx

Theorem. Every symmetry of the variational problem is asymmetry of the Euler–Lagrange equations.

(but not conversely)

Page 25: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

One–Parameter GroupsA Lie group whose transformations depend upon a single

parameter ε ∈ R is called a one-parameter group.

Translations in a single direction:

(x, y, z) '−→ (x+ ε, y + 2ε, z − ε)

Rotations around a fixed axis:

(x, y, z) '−→ (x cos ε− z sin ε, y, x sin ε+ z cos ε)

Screw motions:

(x, y, z) '−→ (x cos ε− y sin ε, x sin ε+ y cos ε, z + ε)

Scaling transformations:

(x, y, z) '−→ (λx,λ y,λ−1 z)

Page 26: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Infinitesimal Generators

Every one-parameter group can be viewed as the flow ofa vector field v, known as its infinitesimal generator.

In other words, the one-parameter group is realized as thesolution to the system of ordinary differential equationsgoverning the vector field’s flow:

dz

dε= v(z)

Equivalently, if one expands the group transformations inpowers of the group parameter ε, theinfinitesimal generator comes from the linear terms:

z(ε) = z + εv(z) + · · ·

Page 27: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Infinitesimal Generators = Vector Fields

In differential geometry, it has proven to be very useful toidentify a vector field with a first order differential operator

In local coordinates (. . . xi . . . uα . . .), the vector field

v = ( . . . ξi(x, u) . . . ϕα(x, u) . . . )

that generates the one-parameter group (flow)

dxi

dε= ξi(x, u)

duα

dε= ϕα(x, u)

is identified with the differential operator

v =p#

i=1

ξi(x, u)∂

∂xi+

q#

α=1

ϕα(x, u)∂

∂uα

Page 28: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Invariance

A function F : M → R is invariant if it is not affected by thegroup transformations:

F (g · z) = F (z)

for all g ∈ G and z ∈ M .

Infinitesimal Invariance

Theorem. (Lie) A function is invariant under a one-parametergroup with infinitesimal generator v (viewed as adifferential operator) if and only if

v(F ) = 0

Page 29: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Jet Spacesx = (x1, . . . , xp) — independent variables

u = (u1, . . . , uq) — dependent variables

⋆ Regard u = f(x)

uαJ =

∂kuα

∂xj1 . . . ∂xk— partial derivatives

(x, u(n)) = ( . . . xi . . . uα . . . uαJ . . . ) ∈ Jn

— jet coordinates

dim Jn = p+ q(n) = p+ q

$p+ n

n

%

Page 30: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Prolongation

Since G acts on functions, it acts on their derivatives u(n),leading to the prolonged group action:

(!x, !u(n)) = pr(n) g · (x, u(n))

=⇒ formulas provided by implicit differentiation

Prolonged infinitesimal generator:

pr v = v +#

α,J

ϕαJ(x, u

(n))∂

∂uαJ

Page 31: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

The Prolongation Formula

The coefficients of the prolonged vector field are givenby the explicit prolongation formula:

ϕαJ = DJ Q

α +p#

i=1

ξi uαJ,i

where Qα(x, u(1)) = ϕα −p#

i=1

ξi∂uα

∂xi

Q = (Q1, . . . , Qq) — characteristic of v

⋆ Invariant functions are solutions to

Q(x, u(1)) = 0.

Page 32: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Example. The vector field

v = ξ∂

∂x+ ϕ

∂u= −u

∂x+ x

∂u

generates the rotation group

(x, u) '−→ (x cos ε− u sin ε, x sin ε+ u cos ε)

The prolonged action is (implicit differentiation)

ux '−→sin ε+ ux cos ε

cos ε− ux sin ε

uxx '−→uxx

(cos ε− ux sin ε)3

uxxx '−→(cos ε− ux sin ε) uxxx − 3u2

xx sin ε

(cos ε− ux sin ε)5

...

Page 33: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

v = ξ∂

∂x+ ϕ

∂u= −u

∂x+ x

∂uCharacteristic:

Q(x, u, ux) = ϕ− ux ξ = x+ uux

By the prolongation formula, the infinitesimal generator is

pr v = −u∂

∂x+ x

∂u+ (1 + u2

x)∂

∂ux

+ 3uxuxx

∂uxx

+ · · ·

⋆ The solutions to the characteristic equation

Q(x, u, ux) = x+ u ux = 0

are circular arcs — rotationally invariant curves.

Page 34: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Lie’s Infinitesimal Symmetry Criterionfor Differential Equations

Theorem. A connected group of transformations G is asymmetry group of a nondegenerate system of differentialequations ∆ = 0 if and only if

pr v(∆) = 0 whenever ∆ = 0

for every infinitesimal generator v of G.

Page 35: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Calculation of Symmetries

pr v(∆) = 0 whenever ∆ = 0

These are the determining equations of the symmetry group to∆ = 0. They form an overdetermined system of elementarypartial differential equations for the coefficients ξi,ϕα ofv that can (usually) be explicitly solved — there are evenMaple and Mathematica packages that do this automat-ically — thereby producing the most general infinitesimalsymmetry and hence the (continuous) symmetry group ofthe system of partial differential equations.

⋆ For systems arising in applications, many symmetries areevident from physical intuition, but there are significantexamples where the Lie method produces new symmetries.

Page 36: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

The Calculus of Variations

Page 37: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Variational Problems

A variational problem requires minimizing a functional

F [u ] ="L(x, u(n)) dx

The integrand is known as the Lagrangian.

The Lagrangian L(x, u(n)) can depend upon the space/timecoordinates x, the function(s) or field(s) u = f(x) and theirderivatives up to some order n

— typically, but not always, n = 1.

Page 38: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Functionals

Distance functional = arc length of a curve y = u(x):

F [u ] =" b

a

&1 + u′(x)2 dx,

Boundary conditions: u(a) = α u(b) = βSolutions: geodesics (straight lines)

Surface area functional:

F [u ] =" "

Ω

'(()1 +

$∂u

∂x

%2

+

$∂u

∂y

%2

dx dy.

Minimize subject to Dirichlet boundary conditions

u(x, y) = g(x, y) for (x, y) ∈ ∂Ω.

Solutions: minimal surfaces

Page 39: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

The Euler–Lagrange Equations

The minimum of the functional

F [u ] ="L(x, u(n)) dx

must occur where the functional gradient vanishes: δF [u ] = 0

This is a system of differential equations

∆ = E(L) = 0

known as the Euler–Lagrange equations.

E — Euler operator (variational derivative):

Eα(L) =δL

δuα=#

J

(−D)J∂L

∂uαJ

= 0

The (smooth) minimizers u(x) of the functional are solutions tothe Euler–Lagrange equations — as are any maximizersand, in general, all “critical functions”.

Page 40: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Functional GradientFunctional

F [u ] ="L(x, u(n)) dx

Variation v = δu:

F [u+ v ] = F [u ] + ⟨ δF ; v ⟩+ h.o.t.

="L(u, ut, utt, . . .) dt+

" $∂L

∂uv +

∂L

∂ut

vt +∂L

∂utt

vtt + · · ·%

dt+ · · ·

Integration by parts:

" $∂L

∂uv +

∂L

∂ut

vt +∂L

∂utt

vtt + · · ·%

dt =" $

∂L

∂u−Dt

∂L

∂ut

+D2t

∂L

∂utt

− · · ·%

v dt

Euler–Lagrange equations:

δF = E(L) =∂L

∂u−Dt

∂L

∂ut

+D2t

∂L

∂utt

− · · · = 0

Page 41: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Euler–Lagrange equationsF [u ] = arc length functional

Euler–Lagrange equation: curvature = κ = 0

Solutions: geodesics

F [u ] = surface area functional =" "

'(()1 +

$∂u

∂x

%2

+

$∂u

∂y

%2

dx dy

Euler–Lagrange equation = minimal surface equation (R3 version):

(1 + u2y)uxx − 2uxuyuxy + (1 + u2

x)uyy = 0

Solutions: minimal surfaces

F [u ] = Hilbert action functional =c4

16πG

"(R+ Lm)

√−g d4x

Euler–Lagrange equations = Einstein equations of general relativity:

Rµν =1

2Rgµν +

8πG

c4Tµν

Solutions: Einstein space–time manifolds

Page 42: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Variational Symmetries

Definition. A strict variational symmetry is a transformation(!x, !u) = g · (x, u) which leaves the variational probleminvariant:

"

!ΩL(!x, !u(n)) d!x =

"

ΩL(x, u(n)) dx

Infinitesimal invariance criterion:

pr v(L) + LDiv ξ = 0

Divergence symmetry (Bessel–Hagen):

pr v(L) + LDiv ξ = DivB

=⇒ Every divergence symmetry has an equivalentstrict variational symmetry

Page 43: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Conservation Laws

Page 44: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Conservation Laws

A conservation law of a discrete dynamical system ofordinary differential equations is a function

T (t, u, ut, . . . )

depending on the time t, the field variables u, and their deriva-tives, that is constant on solutions, or, equivalently,

DtT = 0

on all solutions to the field equations.

Page 45: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Conservation Laws — Dynamics

In continua, a conservation law states that the temporalrate of change of a quantity T in a region of space D is governedby the associated flux through its boundary:

∂t

"

DT dx =

*

∂DX

or, in differential form,

DtT = DivX

• In particular, if the flux X vanishes on the boundary ∂D,

then the total density"

DT dx is conserved — constant.

Page 46: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Conservation Laws — Statics

In statics, a conservation law corresponds to a path- or surface-

independent integral*

CX = 0 — in differential form,

DivX = 0

Thus, in fracture mechanics, one can measure the conservedquantity near the tip of a crack by evaluating the integralat a safe distance.

Page 47: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Conservation Laws in Analysis

⋆ In modern mathematical analysis, most existence theorems,stability results, scattering theory, etc., for partial differen-tial equations rely on the existence of suitable conservationlaws.

⋆ Completely integrable systems can be characterized by theexistence of infinitely many higher order conservation laws.

⋆ In the absence of symmetry, Noether’s Identity is usedto construct divergence identities that take the place ofconservation laws in analysis.

Page 48: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Trivial Conservation Laws

Let ∆ = 0 be a system of differential equations.

Type I If P = 0 for all solutions to ∆ = 0,then DivP = 0 on solutions

Type II (Null divergences) If DivP ≡ 0 for all functionsu = f(x), then it trivially vanishes on solutions.

Examples:Dx(uy) +Dy(−ux) ≡ 0

Dx

∂(u, v)

∂(y, z)+Dy

∂(u, v)

∂(z, x)+Dz

∂(u, v)

∂(x, y)≡ 0

=⇒ (generalized) curl: P = CurlQ

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Two conservation laws P and !P are equivalent if they differ by asum of trivial conservation laws:

P = !P + PI + PII

wherePI = 0 on solutions DivPII ≡ 0.

Theorem. Every conservation law of a (nondegenerate) systemof differential equations ∆ = 0 is equivalent to one incharacteristic form

DivP = Q∆

Proof : — integration by parts

=⇒ Q = (Q1, . . . , Qq) is called the characteristic of theconservation law.

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Noether’s First Theorem

Theorem. If v generates a one-parameter group of variationalsymmetries of a variational problem, then the characteristicQ of v is the characteristic of a conservation law of theEuler-Lagrange equations:

DivP = QE(L)

Proof : Noether’s Identity = Integration by Parts

pr v(L) + LDiv ξ = QE(L)−DivP

pr v — prolonged vector field (infinitesimal generator)

Q — characteristic of v

P — boundary terms resulting fromthe integration by parts computation

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Symmetry =⇒ Conservation Law

pr v(L) + LDiv ξ = QE(L)−DivP

Thus, if v is a variational symmetry, then by infinitesimalinvariance of the variational principle, the left hand sideof Noether’s Identity vanishes and hence

DivP = QE(L)

is a conservation law with characteristic Q.

More generally, if v is a divergence symmetry

pr v(L) + LDiv ξ = DivB

then the conservation law is

Div(P +B) = QE(L)

Page 52: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

Conservation of Energy

Group:(t, u) '−→ (t+ ε, u)

Infinitesimal generator and characteristic:

v =∂

∂tQ = −ut

Invariant variational problem

F [u] ="L(u, ut, utt, . . .) dt

∂L

∂t= 0

Euler–Lagrange equations:

E(L) =∂L

∂u−Dt

∂L

∂ut

+D2t

∂L

∂utt

− · · · = 0

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Conservation of Energy

Infinitesimal generator and characteristic:

v =∂

∂tQ = −ut

Euler–Lagrange equations:

E(L) =∂L

∂u−Dt

∂L

∂ut

+D2t

∂L

∂utt

− · · · = 0

Conservation law:

0 = QE(L) = −ut

$∂L

∂u−Dt

∂L

∂ut

+D2t

∂L

∂utt

− · · ·%

= Dt

$

−L+ ut

∂L

∂ut

− · · ·%

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Elastostatics"

W (x,∇u) dx — stored energy

x, u ∈ Rp, p = 2, 3

Frame indifference

u '−→ Ru+ a, R ∈ SO(p)

Conservation laws = path independent integrals:

DivP = 0.

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1. Translation invariance

Pi =∂W

∂uαi

=⇒ Euler-Lagrange equations

2. Rotational invariance

Pi = uαi

∂W

∂uβj

− uβi

∂W

∂uαj

3. Homogeneity : W = W (∇u) x '−→ x+ a

Pi =p#

α=1

uαj

∂W

∂uαi

− δijW

=⇒ Energy-momentum tensor

Page 56: Emmy Noether: Symmetry and Conservationolver/t_/noether-sanya.pdf · purported generalizations of Noether’s First Theorem ♠ 2011 Neuenschwander, Emmy Noether’s Wonderful Theorem

4. Isotropy : W (∇u ·Q) = W (∇u) Q ∈ SO(p)

Pi =p#

α=1

(xjuαk − xkuα

j )∂W

∂uαi

+ (δijxk − δikx

j)W

5. Dilation invariance : W (λ∇u) = λnW (∇u)

Pi =n− p

n

p#

α,j=1

(uαδij − xjuαj )

∂W

∂uαi

+ xiW

5A. Divergence identity

Div !P = pW

!Pi =p#

j=1

(uαδij − xjuαj )

∂W

∂uαi

+ xiW

=⇒ Knops/Stuart, Pohozaev, Pucci/Serrin

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Conservation Law =⇒ Symmetry

pr v(L) + LDiv ξ = QE(L)−DivP

Conversely, ifDivA = QE(L)

is any conservation law, assumed, without loss of generality,to be in characteristic form, and Q is the characteristic ofthe vector field v, then

pr v(L) + LDiv ξ = Div(A− P ) = DivB

and hence v generates a divergence symmetry group.

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What’s the catch?

How do we know the characteristic Q of the conservation law isthe characteristic of a vector field v?

Answer: it’s not if we restrict our attention to ordinary,geometrical symmetries, but it is if we allow the vector fieldv to depend on derivatives of the field variable!

⋆ One needs higher order generalized symmetries— first defined by Noether!

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Generalized Symmetries ofDifferential Equations

Determining equations :

pr v(∆) = 0 whenever ∆ = 0

A generalized symmetry is trivial if its characteristic vanishes onsolutions to ∆. This means that the corresponding grouptransformations acts trivially on solutions.

Two symmetries are equivalent if their characteristics differ by atrivial symmetry.

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Integrable Systems

The second half of the twentieth century saw two revolutionarydiscoveries in the field of nonlinear systems:

⋆ chaos

⋆ integrability

Both have their origins in the classical mechanics of the nine-teenth century:

chaos: Poincare

integrability: Hamilton, Jacobi, Liouville, Kovalevskaya

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Integrable Systems

In the 1960’s, the discovery of the soliton in Kruskal and Zabusky’snumerical studies of the Korteweg–deVries equation, a model for nonlinearwater waves, which was motivated by the Fermi–Pasta–Ulam problem,provoked a revolution in the study of nonlinear dynamics.

The theoretical justification of their observations came through thestudy of the associated symmetries and conservation laws.

Indeed, integrable systems like the Korteweg–deVries equation,nonlinear Schrodinger equation, sine-Gordon equation, KP equation, etc.are characterized by their admitting an infinite number of higher ordersymmetries – as first defined by Noether — and, through Noether’s theorem,higher order conservation laws!

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The Kepler Problem

!!

x+mx

r3= 0 L = 1

2

!

x2 −m

r

Generalized symmetries (three-dimensional):

v = (x · !!

x)∂x +!

x(x · ∂x)− 2x(!

x · ∂x)

Conservation lawspr v(L) = DtR

whereR =

!

x ∧ (x ∧ !

x)−mx

rare the components of the Runge-Lenz vector

=⇒ Super-integrability

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The Strong Version

Noether’s First Theorem. Let ∆ = 0 be a normal systemof Euler-Lagrange equations. Then there is a one-to-onecorrespondence between nontrivial conservation laws andnontrivial variational symmetries.

⋆ A system of partial differential equations is normal if,under a change of variables, it can be written inCauchy–Kovalevskaya form.

⋆ Abnormal systems are either over- or under-determined.

Example: Einstein’s field equations in general relativity.

=⇒ Bianchi identities

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Noether’s Second Theorem

Theorem. A system of Euler-Lagrange equations isunder-determined, and hence admits a nontrivial differentialrelation if and only if it admits an infinite dimensionalvariational symmetry group depending on an arbitraryfunction.The associated conservation laws are trivial.

Proof — Integration by parts:

For any linear differential operator D and any function F :

F DE(L) = D∗(F )E(L) + DivP [F,E(L)].

where D∗ is the formal adjoint of D. Now apply Noether’sIdentity using the symmetry/conservation law characteristic

Q = D∗(F ).

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Noether’s Second Theorem

Theorem. A system of Euler-Lagrange equations isunder-determined, and hence admits a nontrivial differentialrelation if and only if it admits an infinite dimensionalvariational symmetry group depending on an arbitraryfunction.The associated conservation laws are trivial.

Open Question: Are there over-determined systems ofEuler–Lagrange equations for which trivial symmetries givenon-trivial conservation laws?

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A Very Simple Example:

Variational problem:

I[u, v ] =" "

(ux + vy)2 dx dy

Variational symmetry group:

(u, v) '−→ (u+ ϕy, v − ϕx)

Euler-Lagrange equations:

∆1 = Eu(L) = uxx + vxy = 0

∆2 = Ev(L) = uxy + vyy = 0

Differential relation:

Dx∆2 −Dy∆2 ≡ 0

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Relativity

Noether’s Second Theorem effectively resolved Hilbert’sdilemma regarding the law of conservation of energy in Ein-stein’s field equations for general relativity.

Namely, the time translational symmetry that ordinarilyleads to conservation of energy in fact belongs to an infinite-dimensional symmetry group, and thus, by Noether’s SecondTheorem, the corresponding conservation law is trivial, meaningthat it vanishes on all solutions.