Necessary and Sufficient Condition for First Order System to be Field for Second Order System
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Theorem
Let $\mathbf y$, $\mathbf f$, $\boldsymbol \psi$ be N-dimensional vectors.
Let $\boldsymbol\psi$ be continuously differentiable.
Then $\forall x \in \closedint a b$ the first-order system of differential equations:
- $\mathbf y' = \map {\boldsymbol \psi} {x, \mathbf y}$
is a field for the second-order system
- $\mathbf y'' = \map {\mathbf f} {x, \mathbf y, \mathbf y'}$
if and only if $\boldsymbol \psi$ satisfies:
- $\ds \frac {\partial \boldsymbol \psi} {\partial x} + \sum_{i \mathop = 1}^N \frac {\partial \boldsymbol \psi} {\partial y_i} \psi_i = \map {\mathbf f} {x, \mathbf y, \boldsymbol \psi}$
That is, every solution to Hamilton-Jacobi system is a field for the original system.
Proof
Necessary condition
Differentiate the first-order system with respect to $x$:
\(\ds \mathbf y''\) | \(=\) | \(\ds \frac {\d \boldsymbol \psi} {\d x}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \frac {\partial \boldsymbol \psi} {\partial x} + \sum_{i \mathop = 1}^N \frac {\partial \boldsymbol \psi} {\partial y_i} \frac {\d y_i} {\d x}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \frac {\partial \boldsymbol \psi} {\partial x} + \sum_{i \mathop = 1}^N \frac {\partial \boldsymbol \psi} {\partial y_i} \psi_i\) |
This can be rewritten as the following system of equations:
- $\mathbf y'' = \map {\mathbf f} {x, \mathbf y, \mathbf y'}$
- $\ds \frac {\partial \boldsymbol \psi} {\partial x} + \sum_{i \mathop = 1}^N \frac {\partial \boldsymbol \psi} {\partial y_i} \psi_i = \map {\mathbf f} {x, \mathbf y, \mathbf y'}$
By assumption, the first-order system is valid in $\closedint a b$.
For the second-order system to be valid in the same interval, the corresponding Hamilton-Jacobi equation has to hold as well.
$\Box$
Sufficient condition
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Sources
- 1963: I.M. Gelfand and S.V. Fomin: Calculus of Variations ... (previous) ... (next): $\S 6.31$: Consistent Boundary Conditions. General Definition of a Field