(cid:77)(cid:101)(cid:99)(cid:104)(cid:97)(cid:110)(cid:105)(cid:99)(cid:97)(cid:108)(cid:32)(cid:83)(cid:121)(cid:115)(cid:116)(cid:101)(cid:109)(cid:115)(cid:44)(cid:32)(cid:67)(cid:108)(cid:97)(cid:115)(cid:115)(cid:105)(cid:99)(cid:97)(cid:108)(cid:32)(cid:77)(cid:111)(cid:100)(cid:101)(cid:108)(cid:115) MATHEMATICAL AND ANALYTICAL TECHNIQUES WITH APPLICATIONS TO ENGINEERING Series Editor Alan Jeffrey The importance of mathematics in the study of problems arising from the real world, and the increasing success with which it has been used to model situations ranging from the purely deterministic to the stochastic, in all areas of today's Physical Sciences and Engineering, is well established. 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Popa Soare 38 023984 Bucuresti 20 Romania Translated into English, revised and extended by Petre P. Teodorescu All rights reserved © EDITURA TEHNICĂ, 2002 This translation of “Mechanical Systems, Classical Models” (original title: Sisteme mecanice.Modele clasice, Published by: Ed. Tehnicá, Bucuresti, Bucharest, Romania, 1984-2002), First Edition, is published by arrangement with EDITURA TEHNICĂ, Bucharest, ROMANIA ISSN1559-7458 e-ISSN1559-7466 ISBN978-90-481-2763-4 e-ISBN978-90-481-2764-1 DOI10.1007/978-90-481-2764-1 SpringerDordrechtHeidelbergLondonNewYork LibraryofCongressControlNumber:2007943834 (cid:2)c SpringerScience+BusinessMediaB.V.2009 Nopartofthisworkmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorby anymeans,electronic,mechanical,photocopying,microfilming,recordingorotherwise,withoutwritten permissionfromthePublisher,withtheexceptionofanymaterialsuppliedspecificallyforthepurpose ofbeingenteredandexecutedonacomputersystem,forexclusiveusebythepurchaserofthework. Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) Contents Preface ix 18. Lagrangian Mechanics 1 1. Preliminary Results 2 1.1 Introductory Notions 2 1.2 Differential Principles of Mechanics 20 2. Lagrange’s Equations 45 2.1 Space of Configurations 46 2.2 Lagrange’s Equations of Second Kind 57 2.3 Transformations. First Integrals 65 3. Other Problems Concerning Lagrange’s Equations 83 3.1 New Forms of Lagrange’s Equations 83 3.2 Applications 98 19. Hamiltonian Mechanics 115 1. Hamilton’s Equations 115 1.1 General Results 115 1.2 Lagrange’s Brackets. Poisson’s Brackets 138 1.3 Applications 151 2. The Hamilton–Jacobi Method 160 2.1 General Results 160 2.2 Systems of Equations with Separate Variables 172 2.3 Applications 191 20. Variational Principles. Canonical Transformations 213 1. Variational Principles 213 1.1 Mathematical Preliminaries 214 1.2 The General Integral Principle 225 1.3 Hamilton’s Principle 231 1.4 Maupertuis’s Principle. Other Variational Principles 242 1.5 Continuous Mechanical Systems 254 2. Canonical Transformations 265 2.1 General Considerations. Conditions of Canonicity 265 2.2 Structure of Canonical Transformations. Properties 289 3. Symmetry Transformations. Noether’s Theorem. Conservation Laws 300 3.1 Symmetry Transformations. Noether’s Theorem 301 v vi MECHANICAL SYSTEMS, CLASSICAL MODELS 3.2 Lie Groups 311 3.3 Space-Time Symmetries. Conservation Laws 319 21. Other Considerations on Analytical Methods in Dynamics of Discrete Mechanical Systems 335 1. Integral Invariants. Ergodic Theorems 335 1.1 Integral Invariants of Order 2s 335 1.2 Invariants of First Order 341 1.3 Ergodic Theorems 354 2. Periodic Motions. Action-Angle Variables 356 2.1 Periodic Motions. Quasi-Periodic Motions 356 2.2 Action-Angle Variables 361 2.3 Adiabatic Invariance 365 3. Methods of Exterior Differential Calculus. Elements of Invariantive Mechanics 368 3.1 Methods of Exterior Differential Calculus 368 3.2 Elements of Invariantive Mechanics 373 3.3 Applications 385 4. Formalisms in the Dynamics of Mechanical Systems 390 4.1 Formalisms in Spaces with s +1 Dimensions 390 4.2 Formalism in Spaces with 2s +1 or with 2s +2 Dimensions 394 4.3 Notions on the Inverse Problem of Mechanics and the Birkhoffian Formalism 397 5. Control Systems 402 5.1 Control Systems 402 5.2 Optimal Trajectories 407 22. Dynamics of Non-holonomic Mechanical Systems 411 1. Kinematics of Non-holonomic Mechanical Systems 411 1.1 General Considerations 411 1.2 Conditions of Holonomy. Quasi-co-ordinates. Non-holonomic Spaces 421 2. Lagrange’s Equations. Other Equations of Motion 430 2.1 Motion of a Rigid Solid on a Fixed Surface 430 2.2 Lagrange’s Equations 436 2.3 Applications 443 2.4 Other Equations of Motion 467 3. Gibbs–Appell Equations 478 3.1 Gibbs–Appell Equations of Motion 478 3.2 Applications 482 4. Other Problems on the Dynamics of Non-holonomic Mechanical Systems 491 4.1 Collisions 491 4.2 First Integrals of the Equations of Motion 498 Contents vii 23. Stability and Vibrations 505 1. Stability of Mechanical Systems 505 1.1 Stability of Equilibrium 505 1.2 Stability of Motion 537 1.3 Applications 554 2. Vibrations of Mechanical Systems 566 2.1 Small Free Oscillations About a Stable Position of Equilibrium 566 2.2 Small Forced Oscillations 597 2.3 Non-linear Vibrations 606 2.4 Applications 612 24. Dynamical Systems. Catastrophes and Chaos 629 1. Continuous and Discrete Dynamical Systems 630 1.1 Continuous Linear Dynamical Systems 630 1.2 Non-linear Differential Equations and Systems of Non-linear Differential Equations 648 1.3 Discrete Linear Dynamical Systems 675 2. Elements of the Theory of Catastrophes 682 2.1 Ramifications 683 2.2 Elementary Catastrophes 689 3. Periodic Solutions. Global Bifurcations 697 3.1 Periodic Solutions 698 3.2 Global Bifurcations 707 4. Fractals. Chaotic Motions 712 4.1 Fractals 712 4.2 Chaotic Motions 723 Bibliography 739 Subject Index 759 Name Index 765 Preface All phenomena in nature are characterized by motion. Mechanics deals with the objective laws of mechanical motion of bodies, the simplest form of motion. In the study of a science of nature, mathematics plays an important rôle. Mechanics is the first science of nature which has been expressed in terms of mathematics, by considering various mathematical models, associated to phenomena of the surrounding nature. Thus, its development was influenced by the use of a strong mathematical tool. As it was already seen in the first two volumes of the present book, its guideline is precisely the mathematical model of mechanics. The classical models which we refer to are in fact models based on the Newtonian model of mechanics, that is on its five principles, i.e.: the inertia, the forces action, the action and reaction, the independence of the forces action and the initial conditions principle, respectively. Other models, e.g., the model of attraction forces between the particles of a discrete mechanical system, are part of the considered Newtonian model. Kepler’s laws brilliantly verify this model in case of velocities much smaller then the light velocity in vacuum. Mechanics has as object of study mechanical systems. The first two volumes of this book dealt with particle dynamics and with discrete and continuous mechanical systems, respectively. The present one deals with analytical mechanics. We put in evidence the Lagrangian and the Hamiltonian mechanics, where the study of first integrals plays a very important rôle. The Hamilton–Jacobi method is widely considered, as well as the study of systems with separate variables. We mention also a thorough study of variational principles and canonical transformations. The symmetry transformations, including Noether’s theorem, lead to conservation laws. Integral invariants and exterior differential calculus are also included. A particular attention has been given to non-holonomic mechanical systems. Problems of stability and vibrations have been also considered in the frame of Lagrangian and Hamiltonian mechanics. The study of dynamical systems leads to catastrophes, bifurcations and chaos. One presents some applications connected to important phenomena of the nature and one gives also the possibility to solve problems presenting interest from technical, engineering point of view. In this form, the book becomes – we dare say – a unique outline of the literature in the field; the author wishes to present the most important aspects related with the study of mechanical systems, mechanics being regarded as a science of nature, as well as its links to other sciences of nature. Implications in technical sciences are not neglected. Concerning the mathematical tool, the five appendices in the first volume give the book an autonomy with respect to other works, special previous mathematical knowledge being not necessary. The numeration of the chapters follows that of the first ix x MECHANICAL SYSTEMS, CLASSICAL MODELS two volumes, to which one makes reference for various results (theorems, formulae etc.). I am grateful to Mărgărit Baubec, Ph.D., for his valuable help in the presentation of this book. The excellent cooperation with the team of Springer, Dordrecht, is gratefully acknowledged. The book covers a wide number of problems (classical or new ones) as one can see from its contents. It uses the known literature, as well as the original results of the author and his more than 50 years experience as Professor of Mechanics at the University of Bucharest. It is devoted to a large circle of readers: mathematicians (especially those involved in applied mathematics), physicists (particularly those interested in mechanics and its connections), chemists, biologists, astronomers, engineers of various specialities (civil, mechanical engineers etc., who are scientific researchers or designers), students in various domains etc. Bucharest, Romania P.P. Teodorescu 7 January 2009
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