1. Introduction
Noether’s theorem [
1] treats the invariance of the functional of the calculus of variations—the action integral in mechanics—under an infinitesimal transformation. This transformation can be considered as being generated by a differential operator, which in this case is termed a Noether symmetry. The theorem was not developed ab initio by Noether. Not only is it steeped in the philosophy of Lie’s approach, but also, it is based on earlier work of more immediate relevance by a number of writers. Hamel [
2,
3] and Herglotz [
4] had already applied the ideas developed in her paper to some specific finite groups. Fokker [
5] did the same for specific infinite groups. A then recently-published paper by Kneser [
6] discussed the finding of invariants by a similar method. She also acknowledged the contemporary work of Klein [
7]. Considering that the paper was presented to the Festschrift in honor of the fiftieth anniversary of Klein’s doctorate, this final attribution must have been almost obligatory.
For reasons obscure Noether’s theorem has been subsequently subject to downsizing by many authors of textbooks [
8,
9,
10], which has then given other writers (cf. [
11]) the opportunity to ‘generalize’ the theorem or to demonstrate the superiority of some other method [
12,
13] to obtain more general results [
14,
15,
16]. This is possibly due to the simplified form presented in Courant and Hilbert [
8]. As Hilbert was present at the presentation by Noether of her theorem to the Festschrift in honor of the fiftieth anniversary of Felix Klein’s doctorate, it could be assumed that his description would be accurate. However, Hilbert’s sole contribution to the text was his name.
This particularizing tendency has not been uniform, e.g., the review by Sarlet and Cantrijn [
17]. According to Noether [
1] (pp. 236–237), “In den Transformationen können auch die Ableitungen der
u nach den
x, also
,
,
… auftreten”, so that the introduction of generalized transformations is made before the statement of the theorem [
1] (p. 238). On page 240, after the statement of the theorem, Noether does mention particular results if one restricts the class of transformations admitted and this may be the source of the usage of the restricted treatments mentioned above.
We permit the coefficient functions of the generator of the infinitesimal transformation to be of unspecified dependence subject to any requirement of differentiability.
For the purposes of the clarity of exposition, we develop the theory of the theorem in terms of a first-order Lagrangian in one dependent and one independent variable. The expressions for more complicated situations are given below in a convenient summary format.
2. Noether Symmetries
We consider the action integral:
Under the infinitesimal transformation:
generated by the differential operator:
the action integral (
1) becomes:
(
is
in a slight abuse of standard notation), which to the first order in the infinitesimal,
, is:
where
and
and
are the values of
L at the endpoints
and
, respectively.
We demonstrate the origin of the terms outside of the integral with the upper limit. The lower limit is treated analogously.
to the first order in
. We may rewrite (
3) as:
where the number,
F, is the value of the second term in bracketsin (
3). As
F depends only on the endpoints, we may write it as:
where the sign is chosen as a matter of later convenience.
The generator,
, of the infinitesimal transformation, (
2), is a Noether symmetry of (
1) if:
i.e.,
from which it follows that:
Remark 1. The symmetry is the generator of an infinitesimal transformation, which leaves the action integral invariant, and the existence of the symmetry has nothing to do with the Euler–Lagrange equation of the calculus of variations. The Euler–Lagrange equation follows from the application of Hamilton’s principle in which q is given a zero endpoint variation. There is no such restriction on the infinitesimal transformations introduced by Noether.
3. Noether’s Theorem
We now invoke Hamilton’s principle for the action integral (
1). We observe that the zero-endpoint variation of (
1) imposed by Hamilton’s principle requires that (
1) take a stationary value; not necessarily a minimum! The principle of least action enunciated by Fermat in 1662 as “Nature always acts in the shortest ways” was raised to an even more metaphysical status by Maupertuis [
18] (p. 254, p. 267). That the principle applies in classical (Newtonian) mechanics is an accident of the metric! We can only wonder that the quasi-mystical principle has persisted for over two centuries in what are supposed to be rational circles. In the case of a first-order Lagrangian with a positive definite Hessian with respect to
, Hamilton’s principle gives a minimum. This is not necessarily the case otherwise.
The Euler–Lagrange equation:
follows from the application of Hamilton’s principle. We manipulate (
4) as follows:
in the second line of which we have used the Euler–Lagrange Equation (
5), to change the coefficient of
. Hence, we have a first integral:
and an initial statement of Noether’s Theorem.
Noether’s theorem: If the action integral of a first-order Lagrangian, namely:
is invariant under the infinitesimal transformation generated by the differential operator:
there exists a function
f such that:
where
, and a first integral given by:
is called a Noether symmetry of
L and
I a Noetherian first integral. The symmetry
exists independently of the requirement that the variation of the functional be zero. When the extra condition is added, the first integral exists.
We note that there is not a one-to-one correspondence between a Noether symmetry and a Noetherian integral. Once the symmetry is determined, the integral follows with minimal effort. The converse is not so simple because, given the Lagrangian and the integral, the symmetry is the solution of a differential equation with an additional dependent variable, the function f arising from the boundary terms. There can be an infinite number of coefficient functions for a given first integral. The restriction of the symmetry to a point symmetry may reduce the number of symmetries, too effectively, to zero. The ease of determination of a Noetherian integral once the Noether symmetry is known is in contrast to the situation for the determination of first integrals in the case of Lie symmetries of differential equations. The computation of the first integrals associated with a Lie symmetry can be a highly nontrivial matter.
4. Nonlocal Integrals
We recall that the variable dependences of the coefficient functions
and
were not specified and do not enter into the derivation of the formulae for the coefficient functions or the first integral. Consequently, not only can we have the generalized symmetries of Noether’s paper, but we can also have more general forms of symmetry such as nonlocal symmetries [
19,
20] without a single change in the formalism. Of course, as has been noted for the calculation of first integrals [
21] and symmetries in general [
22], the realities of computational complexity may force one to impose some constraints on this generality. Once the Euler–Lagrange equation is invoked, there is an automatic constraint on the degree of derivatives in any generalized symmetry.
If one has a standard Lagrangian such as (
1), a nonlocal Noether’s symmetry will usually produce a nonlocal integral through (
6). In that the total time derivative of this function is zero when the Euler–Lagrange equation, (
5), is taken into account, it is formally a first integral. However, the utility of such a first integral is at best questionable. Here, Lie and Noether have generically differing outcomes. An exponential nonlocal Lie symmetry can be expected to lead to a local first integral, whereas one could scarcely envisage the same for an exponential nonlocal Noether symmetry.
On the other hand, if the Lagrangian was nonlocal, the combination of nonlocal symmetry and nonlocal Lagrangian could lead to a local first integral. However, we have not constructed a formalism to deal with nonlocal Lagrangians—as opposed to nonlocal symmetries—and so, we cannot simply apply what we have developed above.
The introduction of a nonlocal term into the Lagrangian effectively increases the order of the Lagrangian by one (in the case of a simple integral) and the order of the associated Euler–Lagrange equation by two so that for a Lagrangian regular in instead of a second-order differential equation, we would have a fourth order differential equation in q. To avoid that the Lagrangian would have to be degenerate, i.e., linear, in , this cannot, as is well-known, lead to a second-order differential equation. It would appear that nonlocal symmetries in the context of Noether’s theorem do not have the same potential as nonlocal Lie symmetries of differential equations.
There is often some confusion of identity between Lie symmetries and Noether symmetries. Although every Noether symmetry is a Lie symmetry of the corresponding Euler–Lagrange equation, we stress that they have different provenances. There is a difference that is more obvious in systems of higher dimension. A Noether symmetry can only give rise to a single first integral because of (3). In an
n-dimensional system of second-order ordinary differential equations, a single Lie symmetry gives rise to
first integrals [
23,
24,
25,
26].
5. Extensions: One Independent Variable
The derivation given above applies to a one-dimensional discrete system. The theorem can be extended to continuous systems and systems of higher order. The principle is the same. The mathematics becomes more complicated. We simply quote the relevant results.
For a first-order Lagrangian with
n dependent variables:
is a Noether symmetry of the Lagrangian,
, if there exists a function
f such that:
and the corresponding Noetherian first integral is:
which are the obvious generalizations of (
4) and (
6), respectively.
In the case of an
-order Lagrangian in one dependent variable and one independent variable,
with
, the Euler–Lagrange equation is:
is a Noether symmetry if there exists a function
f such that:
where:
The expression for the first integral is:
In the case of an
-order Lagrangian in
m dependent variables and one independent variable,
with
,
, the Euler–Lagrange equation is:
is a Noether symmetry if there exists a function
f such that:
where:
The expression for the first integral is:
The expressions in (
14) and (
18), although complex enough, conceals an even much greater complexity because each derivative with respect to time is a total derivative and so affects all terms in the Lagrangian and its partial derivatives.
6. Observations
In the case of a first-order Lagrangian with one independent variable, it is well-known [
17] that one can achieve a simplification in the calculations of the Noether symmetry in the case that the Lagrangian has a regular Hessian with respect to the
. We suppose that we admit generalized symmetries in which the maximum order of the derivatives present in
and the
is one, i.e., equal to the order of the Lagrangian. Then, the coefficient of each
in (
9) is separately zero since the Euler–Lagrange equation has not yet been invoked. Thus, we have:
We differentiate (
10) with respect to
to obtain:
where
is the usual Kronecker delta, which, when we take (
19) into account, gives:
Consequently, if the Lagrangian is regular with respect to the
, we have:
where:
The relations (
21) and (
22) reveal two useful pieces of information. The first is that the derivative dependence of the first integral is determined by the nature of the generalized symmetry (modulo the derivative dependence in the Lagrangian). The second is that there is a certain freedom of choice in the structure of the functions
and
in the symmetry. Provided generalized symmetries are admitted, there is no loss of generality in putting one of the coefficient functions equal to zero. An attractive candidate is
as it appears the most frequently. The choice should be made before the derivative dependence of the coefficient functions is assumed. We observe that in the case of a ‘natural’ Lagrangian, i.e., one quadratic in the derivatives, the first integrals can only be linear or quadratic in the derivatives if the symmetry is assumed to be point.
7. Examples
The free particle:
We consider the simple example of the free particle for which:
If we assume that
is a Noether point symmetry, (
23) gives the following determining equations:
from which it is evident that:
Because
c is simply an additive constant, it is ignored. There are five Noether point symmetries, which is the maximum for a one-dimensional system [
27]. They and their associated first integrals are:
The corresponding Lie algebra is isomorphic to
[
28]. The algebra is structured as
, which is a proper subalgebra of the Lie algebra for the differential equation for the free particle, namely
, which is structured as
. The missing symmetries are the homogeneity symmetry and the two non-Cartan symmetries. The absence of the homogeneity symmetry emphasizes the distinction between the Lie and Noether symmetries.
Noether symmetries of a higher-order Lagrangian:
Suppose that
. The condition for a Noether point symmetry is that:
where
, so that (
24) becomes:
Assume a point transformation, i.e.,
and
. Then:
from the coefficient of
, videlicet:
we obtain:
The coefficient of
,
results in:
and the coefficient of
,
gives
f as:
The remaining terms give:
i.e.,
The coefficient of
is
, from which it follows that:
The coefficient of
is:
and so:
The remaining terms give:
i.e.,
from which
d is a constant (and can therefore be ignored) and:
There are seven Noetherian point symmetries for
. They and the associated “gauge functions” are:
The Euler–Lagrange equation for is , which has Lie point symmetries the same as the Noether point symmetries plus . Note that there is a contrast here in comparison with the five Noether point symmetries of and the eight Lie point symmetries of . The additional Lie symmetries are as above for and the two non-Cartan symmetries, and .
For
, the associated first integrals have the structure:
and are:
Note that – associated with –, respectively, are also integrals obtained by the Lie method. However, each Noether symmetry produces just one first integral, whereas each Lie symmetry has three first integrals associated with it.
In this example, only point Noether symmetries have been considered. One may also determine symmetries that depend on derivatives, effectively up to the third order when one is calculating first integrals of the Euler–Lagrange equation.
Omission of the gauge function:
In some statements of Noether’s theorem, the so-called gauge function,
f, is taken to be zero. In the derivation given here,
f comes from the contribution of the boundary terms produced by the infinitesimal transformation in
t and so is not a gauge function in the usual meaning of the term. However, it does function as one since it is independent of the trajectory in the extended configuration space and depends only on the evaluation of functions at the boundary (end points in a one-degree-of-freedom case) and can conveniently be termed one especially in light of Boyer’s theorem [
29].
Consider the example
without
f. The equation for the symmetries,
becomes:
We solve this in the normal way: the coefficients of
,
and of
give in turn:
which hold provided that:
i.e., only three symmetries are obtained instead of the five when the gauge function is present.
It makes no sense to omit the gauge function when the infinitesimal transformation is restricted to be point and only in the dependent variables.
A higher-dimensional system:
We determine the Noether point symmetries and their associated first integrals for:
(which is the standard Lagrangian for the free particle in two dimensions). The determining equation is:
where
and
.
We separate by powers of
and
. Firstly taking the third-order terms, we have:
which implies
. We now consider the second-order terms: the coefficient of
gives
as
; that of
gives
as:
and that of
gives
and
. Thus far, we have:
The coefficient of
gives
f as:
The coefficient of
requires that:
which implies:
The remaining term requires that:
whence:
(we ignore
, as it is an additive constant to
f).
The coefficient functions are:
and the gauge function is:
We obtain three symmetries from
a, namely:
which form
, one from
e,
which is
, and four from
g and
d, namely:
The last four are the “solution” symmetries and form the Lie algebra .
9. The General Euler–Lagrange Equation
In the case of a
-order Lagrangian in
m dependent variables,
,
, and
n independent variables,
,
, the Lagrangian,
, under an infinitesimal transformation:
where
is the parameter of smallness and
is
-times differentiable and zero on the boundary
of the domain of integration
of the action integral,
becomes:
in which summation over repeated indices is implied and
,
, and
. The variation in the action integral is:
We consider one set of terms in (
49) with summation only over
.
where on the right side in passing from the first line to the second line, we have made use of the divergence theorem and from the second to the third the requirement that
v and its derivatives up to the
be zero on the boundary. If we apply this stratagem repeatedly to (
50), we eventually obtain that:
We substitute (
51) into (
49) to give:
Hamilton’s principle requires that
be zero for a zero-boundary variation. As the functions
are arbitrary subject to the differentiability condition, the integrand in (
52) must be zero for each value of the index
i, and so, we obtain the
m Euler–Lagrange equations:
with the summation on
j being from one to
n and on
k from zero to
p.
10. Noether’s Theorem: Original Formulation
Under the infinitesimal transformation:
of both independent and dependent variables generated by the differential operator:
in which summation on
i and
j from 1–
m and from 1–
n, respectively, is again implied, the action integral,
becomes:
The notation
indicates the infinitesimal change in the domain of integration
induced by the infinitesimal transformation of the independent variables.
The notation
is a shorthand notation for the
extension of
. For the
derivative of
, we have specifically:
and for higher derivatives, we can use the recursive definition:
in which the terms in parentheses are not to be taken as summation indices.
The Jacobian of the transformation may be written as:
We now can write (
57) as:
Because the transformation is infinitesimal, to the first order in the infinitesimal parameter,
, the integral over
can be written as:
where
is an as yet arbitrary function. The requirement that the action integral be invariant under the infinitesimal transformation now gives:
This is the condition for the existence of a Noether symmetry for the Lagrangian. We recall that the variational principle was not used in the derivation of (
63), and so, the Noether symmetry exists for all possible curves in the phase space and not only the trajectory for which the action integral takes a stationary value.
To obtain a conservation law corresponding to a given Noether symmetry, we manipulate (
63) taking cognizance of the Euler–Lagrange equations. As:
we may write (
63) as:
in the second line of which we have separated the first term from the summation and used the Euler–Lagrange equation. We may rewrite the first term as:
The first term, being a divergence, can be moved to the left side (after replacing the repeated index
with
j). We observe that the second term may be written as (
58):
in which we see the same process repeated. Eventually, all terms can be included with the divergence, and we have the conservation law:
The relations (
63) and (
67) constitute Noether’s theorem for Hamilton’s principle.
11. Noether’s Theorem: Simpler Form
The original statement of Noether’s theorem was in terms of infinitesimal transformations depending on dependent and independent variables and the derivatives of the former. Thus, the theorem was stated in terms of generalized symmetries ab initio. The complexity of the calculations for even a system of a moderate number of variables and derivatives of only low order in the coefficient functions is difficult to comprehend and the thought of hand calculations depressing. We have already mentioned that one is advised to calculate generalized Lie symmetries for the corresponding Euler–Lagrange equation using some package and then to check whether there exists an
such that (
63) is satisfied for the Lie symmetries obtained. Even this can be a nontrivial task. Fortunately, there exists a theoretical simplification, presented by Boyer in 1967 [
29], which reduces the amount of computation considerably. The basic result is that under the set of generalized symmetries:
where the
and
are functions of
u,
x and the derivatives of
u with respect to
x, and:
one obtains the same results [
32,
33].
This enables (
63) and (
67) to be written without the coefficient functions
. This is a direct generalization of the result for a first-order Lagrangian in one independent variable. One simply must ensure that generality is not lost by allowing for a sufficient generality in the dependence of the
upon the derivatives of the dependent variables. The only caveat one should bear in mind is that the physical or geometric interpretation of a symmetry may be impaired if the symmetry is given in a form that is not its natural form. This does raise the question of what is the “natural” form of a symmetry. It does not provide the beginnings of an answer. It would appear that the natural form is often determined in the eye of the beholder, cf. [
34].
The proof of the existence of equivalence classes of generalized transformation depends on the fact that two transformations can produce the same effect on a function.