Marsden J.E. - Lectures On Mechanics (1992) PDF

Lectures on Mechanics
Second Edition
Jerrold E. Marsden
March 24, 1997

Contents
Preface iv
1 Introduction 1
1.1 The Classical Water Molecule and the Ozone Molecule . . . . . . . . 1
1.2 Lagrangian and Hamiltonian Formulation . . . . . . . . . . . . . . . 3
1.3 The Rigid Body . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.4 Geometry, Symmetry and Reduction . . . . . . . . . . . . . . . . . . 11
1.5 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.6 Geometric Phases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.7 The Rotation Group and the Poincaré Sphere . . . . . . . . . . . . . 23
2 A Crash Course in Geometric Mechanics 26

2.1 Symplectic and Poisson Manifolds . . . . . . . . . . . . . . . . . . . 26
2.2 The Flow of a Hamiltonian Vector Field . . . . . . . . . . . . . . . . 28
2.3 Cotangent Bundles . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.4 Lagrangian Mechanics . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.5 Lie-Poisson Structures and the Rigid Body . . . . . . . . . . . . . . 30
2.6 The Euler-Poincaré Equations . . . . . . . . . . . . . . . . . . . . . . 33
2.7 Momentum Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.8 Symplectic and Poisson Reduction . . . . . . . . . . . . . . . . . . . 37
2.9 Singularities and Symmetry . . . . . . . . . . . . . . . . . . . . . . . 40
2.10 A Particle in a Magnetic Field . . . . . . . . . . . . . . . . . . . . . 41
3 Tangent and Cotangent Bundle Reduction 44

3.1 Mechanical G-systems . . . . . . . . . . . . . . . . . . . . . . . . . . 44
3.2 The Classical Water Molecule . . . . . . . . . . . . . . . . . . . . . . 47
3.3 The Mechanical Connection . . . . . . . . . . . . . . . . . . . . . . . 50
3.4 The Geometry and Dynamics of Cotangent Bundle Reduction . . . . 55
3.5 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
3.6 Lagrangian Reduction and the Routhian . . . . . . . . . . . . . . . . 65
3.7 The Reduced Euler-Lagrange Equations . . . . . . . . . . . . . . . . 70
3.8 Coupling to a Lie group . . . . . . . . . . . . . . . . . . . . . . . . . 72
i
ii
4 Relative Equilibria 76
4.1 Relative Equilibria on Symplectic Manifolds . . . . . . . . . . . . . . 76
4.2 Cotangent Relative Equilibria . . . . . . . . . . . . . . . . . . . . . . 78
4.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
4.4 The Rigid Body . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
5 The Energy-Momentum Method 90

5.1 The General Technique . . . . . . . . . . . . . . . . . . . . . . . . . 90
5.2 Example: The Rigid Body . . . . . . . . . . . . . . . . . . . . . . . . 94
5.3 Block Diagonalization . . . . . . . . . . . . . . . . . . . . . . . . . . 97
5.4 The Normal Form for the Symplectic Structure . . . . . . . . . . . . 102
5.5 Stability of Relative Equilibria for the Double Spherical Pendulum . 105
6 Geometric Phases 108

6.1 A Simple Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
6.2 Reconstruction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
6.3 Cotangent Bundle Phases — a Special Case . . . . . . . . . . . . . . 111
6.4 Cotangent Bundles — General Case . . . . . . . . . . . . . . . . . . 113
6.5 Rigid Body Phases . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
6.6 Moving Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
6.7 The Bead on the Rotating Hoop . . . . . . . . . . . . . . . . . . . . 118
7 Stabilization and Control 121

7.1 The Rigid Body with Internal Rotors . . . . . . . . . . . . . . . . . . 121
7.2 The Hamiltonian Structure with Feedback Controls . . . . . . . . . . 122
7.3 Feedback Stabilization of a Rigid Body with a Single Rotor . . . . . 123
7.4 Phase Shifts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
7.5 The Kaluza-Klein Description of Charged Particles . . . . . . . . . . 130
7.6 Optimal Control and Yang-Mills Particles . . . . . . . . . . . . . . . 132
8 Discrete reduction 135

8.1 Fixed Point Sets and Discrete Reduction . . . . . . . . . . . . . . . . 137
8.2 Cotangent Bundles . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
8.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
8.4 Sub-Block Diagonalization with Discrete Symmetry . . . . . . . . . . 148
8.5 Discrete Reduction of Dual Pairs . . . . . . . . . . . . . . . . . . . . 151
9 Mechanical Integrators 155

9.1 Definitions and Examples . . . . . . . . . . . . . . . . . . . . . . . . 155
9.2 Limitations on Mechanical Integrators . . . . . . . . . . . . . . . . . 158
9.3 Symplectic Integrators and Generating Functions . . . . . . . . . . . 160
9.4 Symmetric Symplectic Algorithms Conserve J . . . . . . . . . . . . . 161
9.5 Energy-Momentum Algorithms . . . . . . . . . . . . . . . . . . . . . 163
9.6 The Lie-Poisson Hamilton-Jacobi Equation . . . . . . . . . . . . . . 164
9.7 Example: The Free Rigid Body . . . . . . . . . . . . . . . . . . . . . 168
9.8 Variational Considerations . . . . . . . . . . . . . . . . . . . . . . . . 169
iii
10 Hamiltonian Bifurcation 170

10.1 Some Introductory Examples . . . . . . . . . . . . . . . . . . . . . . 170
10.2 The Role of Symmetry . . . . . . . . . . . . . . . . . . . . . . . . . . 177
10.3 The One-to-One Resonance and Dual Pairs . . . . . . . . . . . . . . 182
10.4 Bifurcations in the Double Spherical Pendulum . . . . . . . . . . . . 183
10.5 Continuous Symmetry Groups and Solution Space Singularities . . . 185
10.6 The Poincaré-Melnikov Method . . . . . . . . . . . . . . . . . . . . . 186
10.7 The Role of Dissipation . . . . . . . . . . . . . . . . . . . . . . . . . 195
10.8 Double Bracket Dissipation . . . . . . . . . . . . . . . . . . . . . . . 200
References 204
Index 223
Preface
Many of the greatest mathematicians — Euler, Gauss, Lagrange, Riemann,

Poincaré, Hilbert, Birkhoff, Atiyah, Arnold, Smale — were well versed in
mechanics and many of the greatest advances in mathematics use ideas from
mechanics in a fundamental way. Why is it no longer taught as a basic subject
to mathematicians? Anonymous
I venture to hope that my lectures may interest engineers, physicists, and as-
tronomers as well as mathematicians. If one may accuse mathematicians as a
class of ignoring the mathematical problems of the modern physics and astron-
omy, one may, with no less justice perhaps, accuse physicists and astronomers
of ignoring departments of the pure mathematics which have reached a high
degree of development and are fitted to render valuable service to physics and
astronomy. It is the great need of the present in mathematical science that
the pure science and those departments of physical science in which it finds
its most important applications should again be brought into the intimate
association which proved so fruitful in the work of Lagrange and Gauss. Felix
Klein, 1896
These lectures cover a selection of topics from recent developments in the ge-
ometric approach to mechanics and its applications. In particular, we emphasize
methods based on symmetry, especially the action of Lie groups, both continuous
and discrete, and their associated Noether conserved quantities veiwed in the geo-
metric context of momentum maps. In this setting, relative equilibria, the analogue
of fixed points for systems without symmetry are especially interesting. In general,
relative equilibria are dynamic orbits that are also group orbits. For the rotation
group SO(3), these are uniformly rotating states or, in other words, dynamical
motions in steady rotation.
Some of the main points to be treated are as follows:
• The stability of relative equilibria analyzed using the method of separation of
internal and rotational modes, also referred to as the block diagonalization or
normal form technique.
• Geometric phases, including the phases of Berry and Hannay, are studied
using the technique of reduction and reconstruction.
• Mechanical integrators, such as numerical schemes that exactly preserve the
symplectic structure, energy, or the momentum map.
iv
Preface v
• Stabilization and control using methods especially adapted to mechanical sys-

tems.
• Bifurcation of relative equilibria in mechanical systems, dealing with the ap-

pearance of new relative equilibria and their symmetry breaking as parameters
are varied, and with the development of complex (chaotic) dynamical motions.
A unifying theme for many of these aspects is provided by reduction theory and
the associated mechanical connection for mechanical systems with symmetry. When
one does reduction, one sets the corresponding conserved quantity (the momentum
map) equal to a constant, and quotients by the subgroup of the symmetry group
that leaves this set invariant. One arrives at the reduced symplectic manifold that
itself is often a bundle that carries a connection. This connection is induced by a
basic ingredient in the theory, the mechanical connection on configuration space.
This point of view is sometimes called the gauge theory of mechanics.
The geometry of reduction and the mechanical connection is an important in-
gredient in the decomposition into internal and rotational modes in the block diag-
onalization method, a powerful method for analyzing the stability and bifurcation
of relative equilibria. The holonomy of the connection on the reduction bundle
gives geometric phases. When stability of a relative equilibrium is lost, one can get
bifurcation, solution symmetry breaking , instability and chaos. The notion of
system symmetry breaking in which not only the solutions, but the equations
themselves lose symmetry, is also important but here is treated only by means of
some simple examples.
Two related topics that are discussed are control and mechanical integrators.
One would like to be able to control the geometric phases with the aim of, for ex-
ample, controlling the attitude of a rigid body with internal rotors. With mechanical
integrators one is interested in designing numerical integrators that exactly preserve
the conserved momentum (say angular momentum) and either the energy or sym-
plectic structure, for the purpose of accurate long time integration of mechanical
systems. Such integrators are becoming popular methods as their performance gets
tested in specific applications. We include a chapter on this topic that is meant to
be a basic introduction to the theory, but not the practice of these algorithms.
This work proceeds at a reasonably advanced level but has the corresponding
advantage of a shorter length. For a more detailed exposition of many of these
topics suitable for beginning students in the subject, see Marsden and Ratiu [1994].
The work of many of my colleagues from around the world is drawn upon in
these lectures and is hereby gratefully acknowledged. In this regard, I especially
thank Mark Alber, Vladimir Arnold, Judy Arms, John Ball, Tony Bloch, David
Chillingworth, Richard Cushman, Michael Dellnitz, Arthur Fischer, Mark Gotay,
Marty Golubitsky, John Harnad, Aaron Hershman, Darryl Holm, Phil Holmes,
John Guckenheimer, Jacques Hurtubise, Sameer Jalnapurkar, Vivien Kirk, Wang-
Sang Koon, P.S. Krishnaprasad, Debbie Lewis, Robert Littlejohn, Ian Melbourne,
Vincent Moncrief, Richard Montgomery, George Patrick, Tom Posbergh, Tudor
Ratiu, Alexi Reyman, Gloria Sanchez de Alvarez, Shankar Sastry, Jürgen Scheurle,
Mary Silber, Juan Simo, Ian Stewart, Greg Walsh, Steve Wan, Alan Weinstein,
Preface vi
Shmuel Weissman, Steve Wiggins, and Brett Zombro. The work of others is cited
at appropriate points in the text.
I would like to especially thank David Chillingworth for organizing the LMS
lecture series in Southampton, April 15–19, 1991 that acted as a major stimulus for
preparing the written version of these notes. I would like to also thank the Mathe-
matical Sciences Research Institute and especially Alan Weinstein and Tudor Ratiu
at Berkeley for arranging a preliminary set of lectures along these lines in April,
1989, and Francis Clarke at the Centre de Recherches Mathématique in Montréal
for his hospitality during the Aisenstadt lectures in the fall of 1989. Thanks are
also due to Phil Holmes and John Guckenheimer at Cornell, the Mathematical
Sciences Institute, and to David Sattinger and Peter Olver at the University of
Minnesota, and the Institute for Mathematics and its Applications, where several
of these talks were given in various forms. I also thank the Humboldt Stiftung of
Germany, Jürgen Scheurle and Klaus Kirchgässner who provided the opportunity
and resources needed to put the lectures to paper during a pleasant and fruitful
stay in Hamburg and Blankenese during the first half of 1991. I also acknowledge a
variety of research support from NSF and DOE that helped make the work possible.
I thank several participants of the lecture series and other colleagues for their useful
comments and corrections. I especially thank Hans Peter Kruse, Oliver O’Reilly,
Rick Wicklin, Brett Zombro and Florence Lin in this respect.
Very special thanks go to Barbara for typesetting the lectures and for her sup-
port in so many ways. Thomas the Cat also deserves thanks for his help with our
understanding of 180◦ cat manouvers. This work was not responsible for his unfor-
tunate fall from the roof (resulting in a broken paw), but his feat did prove that
cats can execute 90◦ attitude control as well.
Chapter 1
Introduction
This chapter gives an overview of some of the topics that will be covered so the reader
can get a coherent picture of the types of problems and associated mathematical
structures that will be developed.1
1.1 The Classical Water Molecule and the Ozone

Molecule
An example that will be used to illustrate various concepts throughout these lectures
is the classical (non-quantum) rotating “water molecule”. This system, shown in
Figure 1.1.1, consists of three particles interacting by interparticle conservative
forces (one can think of springs connecting the particles, for example). The total
energy of the system, which will be taken as our Hamiltonian, is the sum of the
kinetic and potenial energies, while the Lagrangian is the difference of the kinetic
and potential energies. The interesting special case of three equal masses gives the
“ozone” molecule.
We use the term “water molecule” mainly for terminological convenience. The
full problem is of course the classical three body problem in space. However,
thinking of it as a rotating system evokes certain constructions that we wish to
illustrate.
Imagine this mechanical system rotating in space and, simultaneously, undergo-
ing vibratory, or internal motions. We can ask a number of questions:
• How does one set up the equations of motion for this system?
• Is there a convenient way to describe steady rotations? Which of these are

stable? When do bifurcations occur?
• Is there a way to separate the rotational from the internal motions?

1 We are grateful to Oliver O’Reilly, Rick Wicklin, and Brett Zombro for providing a helpful
draft of the notes for an early version of this lecture.
1
1. Introduction 2
m
m
z
r1 r2 M
Figure 1.1.1: The rotating and vibrating water molecule.
• How do vibrations affect overall rotations? Can one use them to control overall
rotations? To stabilize otherwise unstable motions?
• Can one separate symmetric (the two hydrogen atoms moving as mirror im-
ages) and non-symmetric vibrations using a discrete symmetry?
• Does a deeper understanding of the classical mechanics of the water molecule
help with the corresponding quantum problem?
It is interesting that despite the old age of classical mechanics, new and deep
insights are coming to light by combining the rich heritage of knowledge already well
founded by masters like Newton, Euler, Lagrange, Jacobi, Laplace, Riemann and
Poincaré, with the newer techniques of geometry and qualitative analysis of people
like Arnold and Smale. I hope that already the classical water molecule and related
systems will convey some of the spirit of modern research in geometric mechanics.
The water molecule is in fact too hard an example to carry out in as much detail
as one would like, although it illustrates some of the general theory quite nicely. A
simpler example for which one can get more detailed information (about relative
equilibria and their bifurcations, for example) is the double spherical pendulum.
Here, instead of the symmetry group being the full (non-abelian) rotation group
SO(3), it is the (abelian) group S 1 of rotations about the axis of gravity. The
double pendulum will also be used as a thread through the lectures. The results for
this example are drawn from Marsden and Scheurle [1993]. To make similar progress
with the water molecule, one would have to deal with the already complex issue of
finding a reasonable model for the interatomic potential. There is a large literature
on this going back to Darling and Dennison [1940] and Sorbie and Murrell [1975].
For some of the recent work that might be important for the present approach, and
for more references, see Xiao and Kellman [1989] and Li, Xiao and Kellman [1990].
1. Introduction 3
The special case of the ozone molecule with its three equal masses is also of
great interest, not only for environmental reasons, but because this molecule has
more symmetry than the water molecule. In fact, what we learn about the water
molecule can be used to study the ozone molecule by putting m = M . A big change
that has very interesting consequences is the fact that the discrete symmetry group
is enlarged from “reflections” Z2 to the “symmetry group of a triangle” D3 . This
situation is also of interest in chemistry for things like molecular control by using
laser beams to control the potential in which the molecule finds itself. Some believe
that, together with ideas from semiclassical quantum mechanics, the study of this
system as a classical system provides useful information. We refer to Pierce, Dahleh
and Rabitz [1988], Tannor [1989] and Tannor and Jin [1991] for more information
and literature leads.
1.2 Lagrangian and Hamiltonian Formulation

Around 1790, Lagrange introduced generalized coordinates (q 1 , . . . , q n ) and their
velocities (q̇ q , . . . , q̇ n ) to describe the state of a mechanical system. Motivated by co-
variance (coordinate independence) considerations, he introduced the Lagrangian
L(q i , q̇ i ), which is often the kinetic energy minus the potential energy, and proposed
the equations of motion in the form
d ∂L ∂L
− i = 0, (1.2.1)
dt ∂ q̇ i ∂q
called the Euler-Lagrange equations. About 1830, Hamilton realized how to
obtain these equations from a variational principle
Z b
δ L(q i (t), q̇ i (t))dt = 0, (1.2.2)
a
called the principle of critical action, in which the variation is over all curves
with two fixed endpoints and with a fixed time interval [a, b]. Curiously, Lagrange
knew the more sophisticated principle of least action, but not the proof of the
equivalence of (1.2.1) and (1.2.2), which is simple and is as follows. Let q(t, ²) be a
family of curves with q(t) = q(t, 0) and let the variation be defined by
¯
d ¯
δq(t) = q(t, ²)¯¯ . (1.2.3)
d² ²=0
Note that, by equality of mixed partial derivatives,

δ q̇(t) = δ̇q(t).
Rb
Differentiating a
L(q i (t, ²), q̇ i (t, ²))dt in ² at ² = 0 and using the chain rule gives
Z b Z bµ ¶
∂L i ∂L i
δ L dt = δq + δ q̇ dt
a a ∂q i ∂ q̇ i
Z bµ ¶
∂L i d ∂L i
= δq − δq dt
a ∂q i dt ∂ q̇ i
1. Introduction 4
where we have integrated the second term by parts and have used δq i (a) = δq i (b) =
0. Since δq i (t) is arbitrary except for the boundary conditions, the equivalence of
(1.2.1) and (1.2.2) becomes evident.
The collection of pairs (q, q̇) may be thought of as elements of the tangent
bundle T Q of configuration space Q. We also call T Q the velocity phase space.
One of the great achievements of Lagrange was to realize that (1.2.1) and (1.2.2)
make intrinsic (coordinate independent) sense; today we would say that Lagrangian
mechanics can be formulated on manifolds. For mechanical systems like the rigid
body, coupled structures etc., it is essential that Q be taken to be a manifold and
not just Euclidean space.
If we perform the Legendre transform, that is, change variables to the cotangent
bundle T ∗ Q by
∂L
pi = i
∂ q̇
(assuming this is an invertible change of variables) and let the Hamiltonian be
defined by
H(q i , pi ) = pi q̇ i − L(q i , q̇ i ) (1.2.4)
(summation on repeated indices understood), then the Euler-Lagrange equations
become Hamilton’s equations
∂H ∂H
q̇ i = ; ṗi = − ; i = 1, . . . , n. (1.2.5)
∂pi ∂qi
The symmetry in these equations leads to a rich geometric structure.
1.3 The Rigid Body

As we just saw, the equations of motion for a classical mechanical system with n
degrees of freedom may be written as a set of first order equations in Hamiltonian
form:
∂H ∂H
q̇ i = ; ṗi = − ; i = 1, . . . , n. (1.3.1)
∂pi ∂qi
The configuration coordinates (q 1 , . . . , q n ) and momenta (p1 , . . . , pn ) together define
the system’s instantaneous state, which may also be regarded as the coordinates
of a point in the cotangent bundle T ∗ Q, the systems (momentum) phase space.
The Hamiltonian function H(q, p) defines the system and, in the absence of con-
straining forces and time dependence, is the total energy of the system. The phase
space for the water molecule is R18 (perhaps with collision points removed) and the
Hamiltonian is the kinetic plus potential energies.
Recall that the set of all possible spatial positions of bodies in the system is
their configuration space Q. For example, the configuration space for the water
molecule is R9 and for a three dimensional rigid body moving freely in space is
SE(3), the six dimensional group of Euclidean (rigid) transformations of three-
space, that is, all possible rotations and translations. If translations are ignored and
only rotations are considered, then the configuration space is SO(3). As another
1. Introduction 5
example, if two rigid bodies are connected at a point by an idealized ball-in-socket

joint, then to specify the position of the bodies, we must specify a single translation
(since the bodies are coupled) but we need to specify two rotations (since the two
bodies are free to rotate in any manner). The configuration space is therefore
SE(3) × SO(3). This is already a fairly complicated object, but remember that
one must keep track of both positions and momenta of each component body to
formulate the system’s dynamics completely. If Q denotes the configuration space
(only positions), then the corresponding phase space P (positions and momenta) is
the manifold known as the cotangent bundle of Q, which is denoted by T ∗ Q.
One of the important ways in which the modern theory of Hamiltonian systems
generalizes the classical theory is by relaxing the requirement of using canonical
phase space coordinate systems, i.e., coordinate systems in which the equations
of motion have the form (1.3.1) above. Rigid body dynamics, celestial mechanics,
fluid and plasma dynamics, nonlinear elastodynamics and robotics provide a rich
supply of examples of systems for which canonical coordinates can be unwieldy and
awkward. The free motion of a rigid body in space was treated by Euler in the
eighteenth century and yet it remains remarkably rich as an illustrative example.
Notice that if our water molecule has stiff springs between the atoms, then it
behaves nearly like a rigid body. One of our aims is to bring out this behavior.
The rigid body problem in its primitive formulation has the six dimensional
configuration space SE(3). This means that the phase space, T ∗ SE(3) is twelve
dimensional. Assuming that no external forces act on the body, conservation of
linear momentum allows us to solve for the components of the position and momen-
tum vectors of the center of mass. Reduction to the center of mass frame, which
we will work out in detail for the classical water molecule, reduces one to the case
where the center of mass is fixed, so only SO(3) remains. Each possible orientation
corresponds to an element of the rotation group SO(3) which we may therefore view
as a configuration space for all “non-trivial” motions of the body. Euler formulated
a description of the body’s orientation in space in terms of three angles between
axes that are either fixed in space or are attached to symmetry planes of the body’s
motion. The three Euler angles, ψ, ϕ and θ are generalized coordinates for the
problem and form a coordinate chart for SO(3). However, it is simpler and more
convenient to proceed intrinsically as follows.
We regard the element A ∈ SO(3) giving the configuration of the body as a map
of a reference configuration B ⊂ R3 to the current configuration A(B). The map
A takes a reference or label point X ∈ B to a current point x = A(X) ∈ A(B). For
a rigid body in motion, the matrix A becomes time dependent and the velocity of
a point of the body is ẋ = ȦX = ȦA−1 x. Since A is an orthogonal matrix, we can
write
ẋ = ȦA−1 x = ω × x, (1.3.2)
which defines the spatial angular velocity vector ω. The corresponding body
angular velocity is defined by
Ω = A−1 ω, (1.3.3)
so that Ω is the angular velocity as seen in a body fixed frame. The kinetic energy
1. Introduction 6
is the usual expression Z

1
K= ρ(X)kȦXk2 d3 X, (1.3.4)
2 B
where ρ is the mass density. Since
kȦXk = kω × xk = kA−1 (ω × x)k = kΩ × Xk,
the kinetic energy is a quadratic function of Ω. Writing

1 T
K= Ω IΩ (1.3.5)
2
defines the (time independent) moment of inertia tensor I, which, if the body
does not degenerate to a line, is a positive definite 3×3 matrix, or better, a quadratic
form. Its eigenvalues are called the principal moments of inertia. This quadratic
form can be diagonalized, and provided the eigenvalues are distinct, uniquely defines
the principal axes. In this basis, we write I = diag(I1 , I2 , I3 ). Every calculus text
teaches one how to compute moments of inertia!
From the Lagrangian point of view, the precise relation between the motion in
A space and in Ω space is as follows.
Theorem 1.3.1 The curve A(t) ∈ SO(3) satisfies the Euler-Lagrange equations
for Z
1
L(A, Ȧ) = ρ(X)kȦXk2 d3 X (1.3.6)
2 B
if and only if Ω(t) defined by A−1 Ȧv = Ω × v for all v ∈ R3 satisfies Euler’s
equations:
IΩ̇ = IΩ × Ω. (1.3.7)
Moreover, this equation is equivalent to conservation of the spatial angular momen-
tum:
d
π=0 (1.3.8)
dt
where π = AIΩ.
Probably the simplest way to prove this is to use variational principles.R We

already saw that A(t) satisfies the Euler-Lagrange equations if and only if δ L dt =
0. Let l(Ω) = 12 (IΩ) · Ω so that l(Ω) = L(A, Ȧ) if A and Ω are related as above.
To see how we should transform the variational principle for L, we differentiate the
relation
A−1 Ȧv = Ω × v (1.3.9)
with respect to a parameter ² describing a variation of A, as we did in (1.2.3), to
get
−A−1 δAA−1 Ȧv + A−1 δ Ȧv = δΩ × v. (1.3.10)
Let the skew matrix Σ̂ be defined by
Σ̂ = A−1 δA (1.3.11)
1. Introduction 7
and define the associated vector Σ by
Σ̂v = Σ × v. (1.3.12)
From (1.3.10) we get

˙
Σ̂ = −A−1 ȦA−1 δA + A−1 δ Ȧ,
and so
˙
A−1 δ Ȧ = Σ̂ + A−1 ȦΣ̂. (1.3.13)
Substituting (1.3.8), (1.3.10) and (1.3.12) into (1.3.9) gives
˙ c
−Σ̂Ω̂v + Σ̂v + Ω̂Σ̂v = δΩv
i.e.,
c = Σ̂˙ + [Ω̂, Σ̂].
δΩ (1.3.14)
Now one checks the identity
[Ω̂, Σ̂] = (Ω × Σ)ˆ (1.3.15)
by using Jacobi’s identity for the cross product. Thus, (1.3.13) gives
δΩ = Σ̇ + Ω × Σ. (1.3.16)
These calculations prove the following

Theorem 1.3.2 The variational principle
Z b
δ L dt = 0 (1.3.17)
a
on SO(3) is equivalent to the reduced variational principle

Z b
δ l dt = 0 (1.3.18)
a
on R3 where the variations δΩ are of the form (1.3.15) with Σ(a) = Σ(b) = 0.
To complete the proof of Theorem 1.3.1, it suffices to work out the equations
equivalent to the reduced variational principle (1.3.17). Since l(Ω) = 12 hIΩ, Ωi, and
I is symmetric, we get
Z b Z b
δ l dt = hIΩ, δΩidt
a a
Z b
= hIΩ, Σ̇ + Ω × Σidt
a
·¿
Z b À ¸
d
= − IΩ, Σ + hIΩ, Ω × Σi
a dt
Z b¿ À
d
= − IΩ + IΩ × Ω, Σ dt
a dt
1. Introduction 8
where we have integrated by parts and used the boundary conditions Σ(b) = Σ(a) =
0. Since Σ is otherwise arbitrary, (1.3.18) is equivalent to
d
− (IΩ) + IΩ × Ω = 0,
dt
which are Euler’s equations.
As we shall see in Chapter 2, this calculation is a special case of a procedure valid
for any Lie group and, as such, leads to the Euler-Poincaré equations; (Poincaré
[1901a]).
The body angular momentum is defined, analogous to linear momentum
p = mv, as
Π = IΩ
so that in principal axes,
Π = (Π1 , Π2 , Π3 ) = (I1 Ω1 , I2 Ω2 , I3 Ω3 ).
As we have seen, the equations of motion for the rigid body are the Euler-
Lagrange equations for the Lagrangian L equal to the kinetic energy, but regarded
as a function on T SO(3) or equivalently, Hamilton’s equations with the Hamiltonian
equal to the kinetic energy, but regarded as a function on the cotangent bundle of
SO(3). In terms of the Euler angles and their conjugate momenta, these are the
canonical Hamilton equations, but as such they are a rather complicated set of six
ordinary differential equations.
Assuming that no external moments act on the body, the spatial angular mo-
mentum vector π = AΠ is conserved in time. As we shall recall in Chapter 2, this
follows by general considerations of symmetry, but it can also be checked directly
from Euler’s equations:
dπ
= ȦIΩ + A(IΩ × Ω) = A(A−1 ȦIΩ + IΩ × Ω)
dt
= A(Ω × IΩ + IΩ × Ω) = 0.
Thus, π is constant in time. In terms of Π, the Euler equations read Π̇ = Π × Ω,

or, equivalently
I2 − I3
Π̇1 = Π2 Π3
I2 I3
I3 − I1
Π̇2 = Π3 Π1 (1.3.19)
I3 I1
I1 − I2
Π̇3 = Π1 Π2 .
I1 I2
Arnold [1966] clarified the relationships between the various representations (body,
space, Euler angles) of the equations and showed how the same ideas apply to fluid
mechanics as well.
Viewing (Π1 , Π2 , Π3 ) as coordinates in a three dimensional vector space, the Eu-
ler equations are evolution equations for a point in this space. An integral (constant
1. Introduction 9
of motion) for the system is given by the magnitude of the total angular momentum
vector: kΠk2 = Π21 + Π21 + Π21 . This follows from conservation of π and the fact that
kπk = kΠk or can be verified directly from the Euler equations by computing the
time derivative of kΠk2 and observing that the sum of the coefficients in (1.3.19) is
zero.
Because of conservation of kΠk, the evolution in time of any initial point Π(0)
is constrained to the sphere kΠk2 = kΠ(0)k2 = constant. Thus we may view the
Euler equations as describing a two dimensional dynamical system on an invariant
sphere. This sphere is the reduced phase space for the rigid body equations. In
fact, this defines a two dimensional system as a Hamiltonian dynamical system on
the two-sphere S 2 . The Hamiltonian structure is not obvious from Euler’s equations
because the description in terms of the body angular momentum is inherently non-
canonical. As we shall see in §1.4 and in more detail in Chapter 4, the theory
of Hamiltonian systems may be generalized to include Euler’s formulation. The
Hamiltonian for the reduced system is
µ ¶
1 −1 1 Π21 Π22 Π23
H = hΠ, I Πi = + + (1.3.20)
2 2 I1 I2 I3
and we shall show how this function allows us to recover Euler’s equations (1.3.19).
Since solutions curves are confined to the level sets of H (which are in general ellip-
soids) as well as to the invariant spheres kΠk = constant, the intersection of these
surfaces are precisely the trajectories of the rigid body, as shown in Figure 1.3.1.
On the reduced phase space, dynamical fixed points are called relative equilib-
ria. These equilibria correspond to periodic orbits in the unreduced phase space,
specifically to steady rotations about a principal inertial axis. The locations and sta-
bility types of the relative equilibria for the rigid body are clear from Figure 1.3.1.
The four points located at the intersections of the invariant sphere with the Π1
and Π2 axes correspond to pure rotational motions of the body about its major
and minor principal axes. These motions are stable, whereas the other two rela-
tive equilibria corresponding to rotations about the intermediate principal axis are
unstable.
In Chapters 4 and 5 we shall see how the stability analysis for a large class of more
complicated systems can be simplified through a careful choice of non-canonical co-
ordinates. We managed to visualize the trajectories of the rigid body without doing
any calculations, but this is because the rigid body is an especially simple system.
Problems like the rotating water molecule will prove to be more challenging. Not
only is the rigid body problem integrable (one can write down the solution in terms
of integrals), but the problem reduces in some sense to a two dimensional manifold
and allows questions about trajectories to be phrased in terms of level sets of in-
tegrals. Many Hamiltonian systems are not integrable and trajectories are chaotic
and are often studied numerically. The fact that we were able to reduce the number
of dimensions in the problem (from twelve to two) and the fact that this reduction
was accomplished by appealing to the non-canonical coordinates Ω or Π turns out
to be a general feature for Hamiltonian systems with symmetry. The reduction
procedure may be applied to non-integrable or chaotic systems, just as well as to
1. Introduction 10
Π3
Π2
Π1
Figure 1.3.1: Phase portrait for the rigid body. The magnitude of the angular
momentum vector determines a sphere. The intersection of the sphere with the
ellipsoids of constant Hamiltonian gives the trajectories of the rigid body.
integrable ones. In a Hamiltonian context, non-integrability is generally taken to

mean that any analytic constant of motion is a function of the Hamiltonian. We
will not attempt to formulate a general definition of chaos, but rather use the term
in a loose way to refer to systems whose motion is so complicated that long-term
prediction of dynamics is impossible. It can sometimes be very difficult to establish
whether a given system is chaotic or non-integrable. Sometimes theoretical tools
such as “Melnikov’s method” (see Guckenheimer and Holmes [1983] and Wiggins
[1988]) are available. Other times, one resorts to numerics or direct observation.
For instance, numerical integration suggests that irregular natural satellites such as
Saturn’s moon, Hyperion, tumble in their orbits in a highly irregular manner (see
Wisdom, Peale and Mignard [1984]). The equations of motion for an irregular body
in the presence of a non-uniform gravitational field are similar to the Euler equa-
tions except that there is a configuration-dependent gravitational moment term in
the equations that presumably render the system non-integrable.
The evidence that Hyperion tumbles chaotically in space leads to difficulties in
numerically modelling this system. The manifold SO(3) cannot be covered by a
single three dimensional coordinate chart such as the Euler angle chart (see §1.7).
Hence an integration algorithm using canonical variables must employ more than
one coordinate system, alternating between coordinates on the basis of the body’s
current configuration. For a body that tumbles in a complicated fashion, the body’s
configuration might switch from one chart of SO(3) to another in a short time
1. Introduction 11
interval, and the computational cost for such a procedure could be prohibitive for
long time integrations. This situation is worse still for bodies with internal degrees
of freedom like our water molecule, robots, and large-scale space structures. Such
examples point out the need to go beyond canonical formulations.
1.4 Geometry, Symmetry and Reduction

We have emphasized the distinction between canonical and non-canonical coordi-
nates by contrasting Hamilton’s (canonical) equations with Euler’s equations. We
may view this distinction from a different perspective by introducing Poisson bracket
notation. Given two smooth (C ∞ ) real-valued functions F and K defined on the
phase space of a Hamiltonian system, define the canonical Poisson bracket of
F and K by
Xn µ ¶
∂F ∂K ∂K ∂F
{F, K} = − i (1.4.1)
i=1
∂q i ∂pi ∂q ∂pi
where (q i , pi ) are conjugate pairs of canonical coordinates. If H is the Hamilto-

nian function for the system, then the formula for the Poisson bracket yields the
directional derivative of F along the flow of Hamilton’s equations; that is,
Ḟ = {F, H}. (1.4.2)
In particular, Hamilton’s equations are recovered if we let F be each of the canonical

coordinates in turn:
∂H ∂H
q̇ i = {q i , H} = , ṗi = {pi , H} = − .
∂pi ∂q i
Once H is specified, the chain rule shows that the statement “Ḟ = {F, H} for all
smooth functions F ” is equivalent to Hamilton’s equations. In fact, it tells how any
function F evolves along the flow.
This representation of the canonical equations of motion suggests a generaliza-
tion of the bracket notation to cover non-canonical formulations. As an example,
consider Euler’s equations. Define the following non-canonical rigid body bracket
of two smooth functions F and K on the angular momentum space:
{F, K} = −Π · (∇F × ∇K), (1.4.3)
where {F, K} and the gradients of F and K are evaluated at the point Π =
(Π1 , Π2 , Π3 ). The notation in (1.4.3) is that of the standard scalar triple prod-
uct operation in R3 . If H is the rigid body Hamiltonian (see (1.3.18)) and F is,
in turn, allowed to be each of the three coordinate functions Πi , then the formula
Ḟ = {F, H} yields the three Euler equations.
The non-canonical bracket corresponding to the reduced free rigid body problem
is an example of what is known as a Lie-Poisson bracket. In Chapter 2 we
shall see how to generalize this to any Lie algebra. Other bracket operations have
been developed to handle a wide variety of Hamiltonian problems in non-canonical
1. Introduction 12
form, including some problems outside of the framework of traditional Newtonian

mechanics (see for instance, Arnold [1966], Marsden, Weinstein, Ratiu, Schmidt and
Spencer [1983] and Holm, Marsden, Ratiu and Weinstein [1985]). In Hamiltonian
dynamics, it is essential to distinguish features of the dynamics that depend on
the Hamiltonian function from those that depend only on properties of the phase
space. The generalized bracket operation is a geometric invariant in the sense that
it depends only on the structure of the phase space. The phase spaces arising
in mechanics often have an additional geometric structure closely related to the
Poisson bracket. Specifically, they may be equipped with a special differential two-
form called the symplectic form. The symplectic form defines the geometry of a
symplectic manifold much as the metric tensor defines the geometry of a Riemannian
manifold. Bracket operations can be defined entirely in terms of the symplectic form
without reference to a particular coordinate system.
The classical concept of a canonical transformation can also be given a more
geometric definition within this framework. A canonical transformation is classically
defined as a transformation of phase space that takes one canonical coordinate
system to another. The invariant version of this concept is a symplectic map, a
smooth map of a symplectic manifold to itself that preserves the symplectic form
or, equivalently, the Poisson bracket operation.
The geometry of symplectic manifolds is an essential ingredient in the formula-
tion of the reduction procedure for Hamiltonian systems with symmetry. We now
outline some important ingredients of this procedure and will go into this in more
detail in Chapters 2 and 3. In Euler’s problem of the free rotation of a rigid body in
space (assuming that we have already exploited conservation of linear momentum),
the six dimensional phase space is T ∗ SO(3) — the cotangent bundle of the three
dimensional rotation group. This phase space T ∗ SO(3) is often parametrized by
three Euler angles and their conjugate momenta. The reduction from six to two
dimensions is a consequence of two essential features of the problem:
1. Rotational invariance of the Hamiltonian, and
2. The existence of a corresponding conserved quantity, the spatial angular mo-
mentum.
These two conditions are generalized to arbitrary mechanical systems with sym-
metry in the general reduction theory of Meyer [1973] and Marsden and Weinstein
[1974], which was inspired by the seminal works of Arnold [1966] and Smale [1970].
In this theory, one begins with a given phase space that we denote by P . We assume
there is a group G of symmetry transformations of P that transform P to itself by
canonical transformation. Generalizing 2, we use the symmetry group to generate
a vector-valued conserved quantity denoted J and called the momentum map.
Analogous to the set where the total angular momentum has a given value, we
consider the set of all phase space points where J has a given value µ; i.e., the
µ-level set for J. The analogue of the two dimensional body angular momentum
sphere in Figure 1.3.1 is the reduced phase space, denoted Pµ that is constructed
as follows:
1. Introduction 13
Pµ is the µ-level set for J on which any two points that can be trans-
formed one to the other by a group transformation are identified.
The reduction theorem states that

Pµ inherits the symplectic (or Poisson bracket) structure from that of
P , so it can be used as a new phase space. Also, dynamical trajectories
of the Hamiltonian H on P determine corresponding trajectories on the
reduced space.
This new dynamical system is, naturally, called the reduced system. The trajec-
tories on the sphere in Figure 1.3.1 are the reduced trajectories for the rigid body
problem.
We saw that steady rotations of the rigid body correspond to fixed points on
the reduced manifold, that is, on the body angular momentum sphere. In general,
fixed points of the reduced dynamics on Pµ are called relative equilibria, following
terminology introduced by Poincaré [1885]. The reduction process can be applied to
the system that models the motion of the moon Hyperion, to spinning tops, to fluid
and plasma systems, and to systems of coupled rigid bodies. For example, if our
water molecule is undergoing steady rotation, with the internal parts not moving
relative to each other, this will be a relative equilibrium of the system. An oblate
Earth in steady rotation is a relative equilibrium for a fluid-elastic body. In general,
the bigger the symmetry group, the richer the supply of relative equilibria.
Fluid and plasma dynamics represent one of the interesting areas to which these
ideas apply. In fact, already in the original paper of Arnold [1966], fluids are studied
using methods of geometry and reduction. In particular, it was this method that led
to the first analytical nonlinear stability result for ideal flow, namely the nonlinear
version of the Rayleigh inflection point criterion in Arnold [1969]. These ideas were
continued in Ebin and Marsden [1970] with the major result that the Euler equations
in material representation are governed by a smooth vector field in the Sobolev H s
topology, with applications to convergence results for the zero viscosity limit. In
Morrison [1980] and Marsden and Weinstein [1982] the Hamiltonian structure of the
Maxwell-Vlasov equations of plasma physics was found and in Holm et al. [1985]
the stability for these equations along with other fluid and plasma applications
was investigated. In fact, the literature on these topics is now quite extensive,
and we will not attempt a survey here. We refer to Marsden and Ratiu [1994] for
more details. However, some of the basic techniques behind these applications are
discussed in the sections that follow.
1.5 Stability
There is a standard procedure for determining the stability of equilibria of an ordi-
nary differential equation
ẋ = f (x) (1.5.1)
where x = (x1 , . . . , xn ) and f is smooth. Equilibria are points xe such that f (xe ) =
0; i.e., points that are fixed in time under the dynamics. By stability of the fixed
1. Introduction 14
point xe we mean that any solution to ẋ = f (x) that starts near xe remains close
to xe for all future time. A traditional method of ascertaining the stability of xe is
to examine the first variation equation
ξ˙ = Df (xe )ξ (1.5.2)
where Df (xe ) is the Jacobian of f at xe , defined to be the matrix of partial deriva-

tives · i¸
∂f
Df (xe ) = . (1.5.3)
∂xj x=xe
Liapunov’s theorem If all the eigenvalues of Df (xe ) lie in the strict

left half plane, then the fixed point xe is stable. If any of the eigenvalues
lie in the right half plane, then the fixed point is unstable.
For Hamiltonian systems, the eigenvalues come in quartets that are symmetric
about the origin, and so they cannot all lie in the strict left half plane. (See, for
example, Abraham and Marsden [1978] for the proof of this assertion.) Thus, the
above form of Liapunov’s theorem is not appropriate to deduce whether or not a
fixed point of a Hamiltonian system is stable.
When the Hamiltonian is in canonical form, one can use a stability test for fixed
points due to Lagrange and Dirichlet. This method starts with the observation that
for a fixed point (qe , pe ) of such a system,
∂H ∂H
(qe , pe ) = (qe , pe ) = 0.
∂q ∂p
Hence the fixed point occurs at a critical point of the Hamiltonian.
Lagrange-Dirichlet Criterion If the 2n × 2n matrix δ 2 H of second
partial derivatives, (the second variation) is either positive or negative
definite at (qe , pe ) then it is a stable fixed point.
The proof is very simple. Consider the positive definite case. Since H has a non-
degenerate minimum at ze = (qe , pe ), Taylor’s theorem with remainder shows that
its level sets near ze are bounded inside and outside by spheres of arbitrarily small
radius. Since energy is conserved, solutions stay on level surfaces of H, so a solution
starting near the minimum has to stay near the minimum.
For a Hamiltonian of the form kinetic plus potential V , critical points occur
when pe = 0 and qe is a critical point of the potential of V . The Lagrange-Dirichlet
Criterion then reduces to asking for a non-degenerate minimum of V .
In fact, this criterion was used in one of the classical problems of the 19th
century: the problem of rotating gravitating fluid masses. This problem was studied
by Newton, MacLaurin, Jacobi, Riemann, Poincaré and others. The motivation for
its study was in the conjectured birth of two planets by the splitting of a large mass
of solidifying rotating fluid. Riemann [1860], Routh [1877] and Poincaré [1885, 1892,
1901] were major contributors to the study of this type of phenomenon and used the
potential energy and angular momentum to deduce the stability and bifurcation.
1. Introduction 15
The Lagrange-Dirichlet method was adapted by Arnold [1966, 1969] into what
has become known as the energy-Casimir method . Arnold analyzed the stability
of stationary flows of perfect fluids and arrived at an explicit stability criterion when
the configuration space Q for the Hamiltonian of this system is the symmetry group
G of the mechanical system.
A Casimir function C is one that Poisson commutes with any function F
defined on the phase space of the Hamiltonian system, i.e.,
{C, F } = 0. (1.5.4)
Large classes of Casimirs can occur when the reduction procedure is performed,
resulting in systems with non-canonical Poisson brackets. For example, in the case
of the rigid body discussed previously, if Φ is a function of one variable and µ is the
angular momentum vector in the inertial coordinate system, then
C(µ) = Φ(kµk2 ) (1.5.5)
is readily checked to be a Casimir for the rigid body bracket (1.3.3).
Energy-Casimir method Choose C such that H + C has a critical
point at an equilibrium ze and compute the second variation δ 2 (H +
C)(ze ). If this matrix is positive or negative definite, then the equilib-
rium ze is stable.
When the phase space is obtained by reduction, the equilibrium ze is called a
relative equilibrium of the original Hamiltonian system.
The energy-Casimir method has been applied to a variety of problems including
problems in fluids and plasmas (Holm et al. [1985]) and rigid bodies with flexible
attachments (Krishnaprasad and Marsden [1987]). If applicable, the energy-Casimir
method may permit an explicit determination of the stability of the relative equi-
libria. It is important to remember, however, that these techniques give stability
information only. As such one cannot use them to infer instability without further
investigation.
The energy-Casimir method is restricted to certain types of systems, since its
implementation relies on an abundant supply of Casimir functions. In some impor-
tant examples, such as the dynamics of geometrically exact flexible rods, Casimirs
have not been found and may not even exist. A method developed to overcome this
difficulty is known as the energy momentum method , which is closely linked
to the method of reduction. It uses conserved quantities, namely the energy and
momentum map, that are readily available, rather than Casimirs.
The energy momentum method (Marsden, Simo, Lewis and Posbergh [1989],
Simo, Posbergh and Marsden [1990, 1991], Simo, Lewis and Marsden [1991], and
Lewis and Simo [1990]) involves the augmented Hamiltonian defined by
Hξ (q, p) = H(q, p) − ξ · J(q, p) (1.5.6)
where J is the momentum map described in the previous section and ξ may be
thought of as a Lagrange multiplier. For the water molecule, J is the angular mo-
mentum and ξ is the angular velocity of the relative equilibrium. One sets the first
1. Introduction 16
variation of Hξ equal to zero to obtain the relative equilibria. To ascertain stability,

the second variation δ 2 Hξ is calculated. One is then interested in determining the
definiteness of the second variation.
Definiteness in this context has to be properly interpreted to take into account
the conservation of the momentum map J and the fact that D2 Hξ may have zero
eigenvalues due to its invariance under a subgroup of the symmetry group. The
variations of p and q must satisfy the linearized angular momentum constraint
(δq, δp) ∈ ker[DJ(qe , pe )], and must not lie in symmetry directions; only these
variations are used to calculate the second variation of the augmented Hamiltonian
Hξ . These define the space of admissible variations V. The energy momentum
method has been applied to the stability of relative equilibria of among others,
geometrically exact rods and coupled rigid bodies (Patrick [1989, 1990] and Simo,
Posbergh and Marsden [1990, 1991]).
A cornerstone in the development of the energy-momentum method was laid by
Routh [1877] and Smale [1970] who studied the stability of relative equilibria of sim-
ple mechanical systems. Simple mechanical systems are those whose Hamiltonian
may be written as the sum of the potential and kinetic energies. Part of Smale’s
work may be viewed as saying that there is a naturally occuring connection called
the mechanical connection on the reduction bundle that plays an important role.
A connection can be thought of as a generalization of the electromagnetic vector
potential.
The amended potential Vµ is the potential energy of the system plus a gen-
eralization of the potential energy of the centrifugal forces in stationary rotation:
1
Vµ (q) = V (q) + µ · I−1 (q)µ (1.5.7)
2
where I is the locked inertia tensor , a generalization of the inertia tensor of the
rigid structure obtained by locking all joints in the configuration q. We will define
it precisely in Chapter 3 and compute it for several examples. Smale showed that
relative equilibria are critical points of the amended potential Vµ , a result we prove
in Chapter 4. The corresponding momentum p need not be zero since the system
is typically in motion.
The second variation δ 2 Vµ of Vµ directly yields the stability of the relative equi-
libria. However, an interesting phenomenon occurs if the space V of admissible
variations is split into two specially chosen subspaces VRIG and VINT . In this case
the second variation block diagonalizes:
 2 
D Vµ | VRIG × VRIG 0
δ 2 Vµ | V × V =   (1.5.8)
0 D Vµ | VINT × VINT
2
The space VRIG (rigid variations) is generated by the symmetry group, and
VINT are the internal or shape variations. In addition, the whole matrix δ 2 Hξ
block diagonalizes in a very efficient manner as we will see in Chapter 5. This often
allows the stability conditions associated with δ 2 Vµ | V × V to be recast in terms of
a standard eigenvalue problem for the second variation of the amended potential.
1. Introduction 17
This splitting i.e., block diagonalization, has more miracles associated with it.
In fact,
the second variation δ 2 Hξ and the symplectic structure (and therefore

the equations of motion) can be explicitly brought into normal form si-
multaneously.
This result has several interesting implications. In the case of pseudo-rigid bodies
(Lewis and Simo [1990]), it reduces the stability problem from an unwieldy 14 × 14
matrix to a relatively simple 3 × 3 subblock on the diagonal. The block diagonaliza-
tion procedure enabled Lewis and Simo to solve their problem analytically, whereas
without it, a substantial numerical computation would have been necessary.
As we shall see in Chapter 8, the presense of discrete symmetries (as for the
water molecule and the pseudo-rigid bodies) gives further, or refined, subblocking
properties in the second variation of δ 2 Hξ and δ 2 Vµ and the symplectic form.
In general, this diagonalization explicitly separates the rotational and internal
modes, a result which is important not only in rotating and elastic fluid systems,
but also in molecular dynamics and robotics. Similar simplifications are expected in
the analysis of other problems to be tackled using the energy momentum method.
1.6 Geometric Phases

The application of the methods described above is still in its infancy, but the
previous example indicates the power of reduction and suggests that the energy-
momentum method will be applied to dynamic problems in many fields, including
chemistry, quantum and classical physics, and engineering. Apart from the compu-
tational simplification afforded by reduction, reduction also permits us to put into
a mechanical context a concept known as the geometric phase, or holonomy .
An example in which holonomy occurs is the Foucault pendulum. During a
single rotation of the earth, the plane of the pendulum’s oscillations is shifted by
an angle that depends on the latitude of the pendulum’s location. Specifically if a
pendulum located at co-latitude (i.e., the polar angle) α is swinging in a plane, then
after twenty-four hours, the plane of its oscillations will have shifted by an angle
2π cos α. This holonomy is (in a non-obvious way) a result of parallel translation:
if an orthonormal coordinate frame undergoes parallel transport along a line of co-
latitude α, then after one revolution the frame will have rotated by an amount equal
to the phase shift of the Foucault pendulum (see Figure 1.6.1).
Geometrically, the holonomy of the Foucault pendulum is equal to the solid
angle swept out by the pendulum’s axis during one rotation of the earth. Thus a
pendulum at the north pole of the earth will experience a holonomy of 2π. If you
imagine parallel transporting a vector around a small loop near the north pole, it
is clear that one gets an answer close to 2π, which agrees with what the pendulum
experiences. On the other hand, a pendulum on the earth’s equator experiences no
holonomy.
A less familiar example of holonomy was presented by Hannay [1985] and dis-
cussed further by Berry [1985]. Consider a frictionless, non-circular, planar hoop
1. Introduction 18
cut and
unroll cone
parallel translate
frame along a
line of latitude
Figure 1.6.1: The parallel transport of a coordinate frame along a curved surface.
of wire on which is placed a small bead. The bead is set in motion and allowed
to slide along the wire at a constant speed (see Figure 1.6.2). (We will need the
notation in this figure only later in Chapter 6.) Clearly the bead will return to its
initial position after, say, τ seconds, and will continue to return every τ seconds
after that. Allow the bead to make many revolutions along the circuit, but for a
fixed amount of total time, say T .
q'(s)
α
q(s)
s
Figure 1.6.2: A bead sliding on a planar, non-circular hoop of area A and length L.
The bead slides around the hoop at constant speed with period τ and is allowed to
revolve for time T .
Suppose that the wire hoop is slowly rotated in its plane by 360 degrees while
the bead is in motion for exactly the same total length of time T . At the end of the
rotation, the bead is not in the location where we might expect it, but instead will
be found at a shifted position that is determined by the shape of the hoop. In fact,
the shift in position depends only on the length of the hoop, L, and on the area it
encloses, A. The shift is given by 8π 2 A/L2 as an angle, or by 4πA/L as length. (See
§6.6 for a derivation of these formulas.) To be completely concrete, if the bead’s
1. Introduction 19
initial position is marked with a tick and if the time of rotation is a multiple of the
bead’s period, then at the end of rotation the bead is found approximately 4πA/L
units from its initial position. This is shown in Figure 1.6.3. Note that if the hoop
is circular then the angular shift is 2π.
k
Rθ
Rθq(s)
Rθq'(s)
Figure 1.6.3: The hoop is slowly rotated in the plane through 360 degrees. After
one rotation, the bead is located 4πA/L units behind where it would have been,
had the rotation not occurred.
Let us indicate how holonomy is linked to the reduction process by returning to

our rigid body example. The rotational motion of a rigid body can be described as
a geodesic (with respect to the inertia tensor regarded as a metric) on the manifold
SO(3). As mentioned earlier, for each angular momentum vector µ, the reduced
space Pµ can be identified with the two-sphere of radius kµk. This construction
corresponds to the Hopf fibration which describes the three-sphere S 3 as a nontrivial
circle bundle over S 2 . In our example, S 3 (or rather S 3 /Z2 ∼
= J−1 (µ)) is the subset
of phase space which is mapped to µ under the reduction process.
Suppose we are given a trajectory Π(t) on Pµ that has period T and energy E.
Following Montgomery [1991] and Marsden, Montgomery and Ratiu [1990] we shall
show in §6.4 that after time T the rigid body has rotated in physical 3-space about
the axis µ by an angle (modulo 2π)
2ET
∆θ = −Λ + . (1.6.1)
kµk
Here Λ is the solid angle subtended by the closed curve Π(t) on the sphere S 2 and
is oriented according to the right hand rule. The approximate phase formula ∆θ ∼ =
8π 2 A/L2 for the ball in the hoop is derived by the classical techniques of averaging
and the variation of constants formula. However, Formula (1.6.1) is exact. (In
Whittaker [1959], (1.6.1) is expressed as a complicated quotient of theta functions!)
An interesting feature of (1.6.1) is the manner in which ∆θ is split into two
parts. The term Λ is purely geometric and so is called the geometric phase. It
does not depend on the energy of the system or the period of motion, but rather on
the fraction of the surface area of the sphere Pµ that is enclosed by the trajectory
1. Introduction 20
Π(t). The second term in (1.6.1) is known as the dynamic phase and depends
explicitly on the system’s energy and the period of the reduced trajectory.
Geometrically we can picture the rigid body as tracing out a path in its phase
space. More precisely, conservation of angular momentum implies that the path lies
in the submanifold consisting of all points that are mapped onto µ by the reduction
process. As Figure 1.2.1 shows, almost every trajectory on the reduced space is
periodic, but this does not imply that the original path was periodic, as is shown in
Figure 1.6.4. The difference between the true trajectory and a periodic trajectory
is given by the holonomy plus the dynamic phase.
true trajectory
dynamic phase horizontal lift

geometric phase
πµ
reduced trajectory
D
PPµµ
Figure 1.6.4: Holonomy for the rigid body. As the body completes one period in
the reduced phase space Pµ , the body’s true configuration does not return to its
original value. The phase difference is equal to the influence of a dynamic phase
which takes into account the body’s energy, and a geometric phase which depends
only on the area of Pµ enclosed by the reduced trajectory.
It is possible to observe the holonomy of a rigid body with a simple experiment.

Put a rubber band around a book so that the cover will not open. (A “tall”, thin
book works best.) With the front cover pointing up, gently toss the book in the air
so that it rotates about its middle axis (see Figure 1.6.5). Catch the book after a
single rotation and you will find that it has also rotated by 180 degrees about its
long axis — that is, the front cover is now facing the floor!
This particular phenomena is not literally covered by Montgomery’s formula
since we are working close to the homoclinic orbit and in this limit ∆θ → +∞ due
to the limiting steady rotations. Thus, “catching” the book plays a role. For an
1. Introduction 21
analysis from another point of view, see Ashbaugh, Chicone and Cushman [1991].
Figure 1.6.5: A book tossed in the air about an axis that is close to the middle
(unstable) axis experiences a holonomy of approximately 180 degrees about its long
axis when caught after one revolution.
There are other everyday occurrences that demonstrate holonomy. For example,
a falling cat usually manages to land upright if released upside down from complete
rest, that is, with total angular momentum zero. This ability has motivated several
investigations in physiology as well as dynamics and more recently has been analyzed
by Montgomery [1990] with an emphasis on how the cat (or, more generally, a
deformable body) can efficiently readjust its orientation by changing its shape.
By “efficiently”, we mean that the reorientation minimizes some function — for
example the total energy expended. In other words, one has a problem in optimal
control . Montgomery’s results characterize the deformations that allow a cat to
reorient itself without violating conservation of angular momentum. In his analysis,
Montgomery casts the falling cat problem into the language of principal bundles.
Let the shape of a cat refer to the location of the cat’s body parts relative to each
other, but without regard to the cat’s orientation in space. Let the configuration of
a cat refer both to the cat’s shape and to its orientation with respect to some fixed
reference frame. More precisely, if Q is the configuration space and G is the group
of rigid motions, then Q/G is the shape space.
If the cat is completely rigid then it will always have the same shape, but we
can give it a different configuration by rotating it through, say 180 degrees about
some axis. If we require that the cat has the same shape at the end of its fall as it
had at the beginning, then the cat problem may be formulated as follows: Given
an initial configuration, what is the most efficient way for a cat to achieve a desired
final configuration if the final shape is required to be the same as the initial shape?
1. Introduction 22
If we think of the cat as tracing out some path in configuration space during its
fall, the projection of this path onto the shape space results in a trajectory in the
shape space, and the requirement that the cat’s initial and final shapes are the same
means that the trajectory is a closed loop. Furthermore, if we want to know the
most efficient configuration path that satisfies the initial and final conditions, then
we want to find the shortest path with respect to a metric induced by the function
we wish to minimize. It turns out that the solution of a falling cat problem is
closely related to Wong’s equations that describe the motion of a colored particle in
a Yang-Mills field (Montgomery [1990], Shapere and Wilczek [1989]). We will come
back to these points in Chapter 7.
The examples above indicate that holonomic occurrences are not rare. In fact,
Shapere and Wilczek showed that aquatic microorganisms use holonomy as a form
of propulsion. Because these organisms are so small, the environment in which they
live is extremely viscous to them. The apparent viscosity is so great, in fact, that
they are unable to swim by conventional stroking motions, just as a person trapped
in a tar pit would be unable to swim to safety. These microorganisms surmount their
locomotion difficulties, however, by moving their “tails” or changing their shapes
in a topologically nontrivial way that induces a holonomy and allows them to move
forward through their environment. There are probably many consequences and
applications of “holonomy drive” that remain to be discovered.
Yang and Krishnaprasad [1990] have provided an example of holonomy drive for
coupled rigid bodies linked together with pivot joints as shown in Figure 1.6.5. (For
simplicity, the bodies are represented as rigid rods.) This form of linkage permits
the rods to freely rotate with respect of each other, and we assume that the system
is not subjected to external forces or torques although torques will exist in the joints
as the assemblage rotates. By our assumptions, angular momentum is conserved in
this system. Yet, even if the total angular momentum is zero, a turn of the crank
(as indicated in Figure 1.6.6) returns the system to its initial shape but creates a
holonomy that rotates the system’s configuration. See Thurston and Weeks [1984]
for some relationships between linkages and the theory of 3-manifolds (they do not
study dynamics, however). Brockett [1987, 1989a] studies the use of holonomy in
micromotors.
Holonomy also comes up in the field of magnetic resonance imaging (MRI) and
spectroscopy. Berry’s work shows that if a quantum system experiences a slow (adi-
abatic) cyclic change, then there will be a shift in the phase of the system’s wave
function. This is a quantum analogue to the bead on a hoop problem discussed
above. This work has been verified by several independent experiments; the im-
plications of this result to MRI and spectroscopy are still being investigated. For
a review of the applications of the geometric phase to the fields of spectroscopy,
field theory, and solid-state physics, see Zwanziger, Koenig and Pines [1990] and
the bibliography therein.
Another possible application of holonomy drive is to the somersaulting robot.
Due to the finite precision response of motors and actuators, a slight error in the
robot’s initial angular momentum can result in an unsatisfactory landing as the
robot attempts a flip. Yet, in spite of the challenges, Hodgings and Raibert [1990]
report that the robot can execute 90 percent of the flips successfully. Montgomery,
1. Introduction 23
overall phase rotation

of the assemblage
crank
Figure 1.6.6: Rigid rods linked by pivot joints. As the “crank” traces out the path
shown, the assemblage experiences a holonomy resulting in a clockwise shift in its
configuration.
Raibert and Li [1990] are asking whether a robot can use holonomy to improve this
rate of success. To do this, they reformulate the falling cat problem as a problem
in feedback control: the cat must use information gained by its senses in order to
determine how to twist and turn its body so that it successfully lands on its feet.
It is possible that the same technique used by cats can be implemented in a robot
that also wants to complete a flip in mid-air. Imagine a robot installed with sensors
so that as it begins its somersault it measures its momenta (linear and angular) and
quickly calculates its final landing position. If the calculated final configuration
is different from the intended final configuration, then the robot waves mechanical
arms and legs while entirely in the air to create a holonomy that equals the difference
between the two configurations.
If “holonomy drive” can be used to control a mechanical structure, then there
may be implications for future satellites like a space telescope. Suppose the tele-
scope initially has zero angular momentum (with respect to its orbital frame), and
suppose it needs to be turned 180 degrees. One way to do this is to fire a small jet
that would give it angular momentum, then, when the turn is nearly complete, to
fire a second jet that acts as a brake to exactly cancel the aquired angular momen-
tum. As in the somersaulting robot, however, errors are bound to occur, and the
process of returning the telescope to (approximately) zero angular momentum may
be a long process. It would seem to be more desirable to turn it while constantly
preserving zero angular momentum. The falling cat performs this very trick. A
telescope can mimic this with internal momentum wheels or with flexible joints.
This brings us to the area of control theory and its relation to the present ideas.
Bloch, Krishnaprasad, Marsden and Sánchez de Alvarez [1991] represents one step
in this direction. We shall also discuss their result in Chapter 7.
1.7 The Rotation Group and the Poincaré Sphere

The rotation group SO(3), consisting of all 3 × 3 orthogonal matrices with determi-
nant one, plays an important role for problems of interest in this book, and so one
1. Introduction 24
should try to understand it a little more deeply. As a first try, one can contemplate
Euler’s theorem, which states that every rotation in R3 is a rotation through some
angle about some axis. While true, this can be misleading if not used with care. For
example, it suggests that we can identify the set of rotations with the set consisting
of all unit vectors in R3 (the axes) and numbers between 0 and 2π (the angles);
that is, with the set S 2 × S 1 . However, this is false for reasons that involve some
basic topology. Thus, a better approach is needed.
One method for gaining deeper insight is to realize SO(3) as SU (2)/Z2 (where
SU (2) is the group of 2 × 2 complex unitary matrices of determinant 1), using
quaternions and Pauli spin matrices; see Abraham and Marsden [1978], p. 273–
4, for the precise statement. This approach also shows that the group SU (2) is
diffeomorphic to the set of unit quaternions, the three sphere S 3 in R4 .
,
The Hopf fibration is the map of S 3 to S 2 defined, using the above approach
to the rotation group, as follows. First map a point w ∈ S 3 to its equivalence class
A = [w] ∈ SO(3) and then map this point to Ak, where k is the standard unit

vector in R3 (or any other fixed unit vector in R3 ).
Closely related to the above description of the rotation group, but in fact a little
,
more straightforward, is Poincaré’s representation of SO(3) as the unit circle bundle
T1 S 2 of the two sphere S 2 . This comes about as follows. Elements of SO(3) can be

identified with oriented orthonormal frames in R3 ; i.e., with triples of orthonormal
vectors (n, m, n × m). Such triples are in one to one correspondence with the points
,
in T1 S 2 by (n, m, n×m) ↔ (n, m) where n is the base point in S 2 and m is regarded
as a vector tangent to S 2 at the point n (see Figure 1.7.1).

m
m
n×m
Figure 1.7.1: The rotation group is diffeomorphic to the unit tangent bundle to the
two sphere.
Poincaré’s representation shows that SO(3) cannot be written as S 2 × S 1 (i.e.,

one cannot globally and in a unique and singularity free way, write rotations using
1. Introduction 25
an axis and an angle, despite Euler’s theorem). This is because of the (topological)
fact that every vector field on S 2 must vanish somewhere. Thus, we see that this is
closely related to the nontriviality of the Hopf fibration.
Not only does Poincaré’s representation show that SO(3) is topologically non-
trivial, but this representation is useful in mechanics. In fact, Poincare’s represen-
tation of SO(3) as the unit circle bundle T1 S 2 is the stepping stone in the formu-
lation of optimal singularity free parameterizations for geometrically exact plates
and shells. These ideas have been exploited within a numerical analysis context in
Simo, Fox and Rifai [1990] for statics and [1991] for dynamics. Also, this represen-
tation is helpful in studying the problem of reorienting a rigid body using internal
momentum wheels. We shall treat some aspects of these topics in the course of the
lectures.
Chapter 2
A Crash Course in
Geometric Mechanics
We now set out some of the notation and terminology used in subsequent chapters.
The reader is referred to one of the standard books, such as Abraham and Marsden
[1978], Arnold [1989], Guillemin and Sternberg [1984] and Marsden and Ratiu [1992]
for proofs omitted here.1
2.1 Symplectic and Poisson Manifolds

Definition 2.1.1 Let P be a manifold and let F(P ) denote the set of smooth real-
valued functions on P . Consider a given bracket operation denoted
{ , } : F(P ) × F(P ) → F(P ).
The pair (P, { , }) is called a Poisson manifold if { , } satisfies
(PB1) bilinearity {f, g} is bilinear in f and g.
(PB2) anticommutativity {f, g} = −{g, f }.
(PB3) Jacobi’s identity {{f, g}, h} + {{h, f }, g} + {{g, h}, f } = 0.
(PB4) Leibniz’ rule {f g, h} = f {g, h} + g{f, h}.
Conditions (PB1)–(PB3) make (F(P ), { , }) into a Lie algebra. If (P, { , }) is
a Poisson manifold, then because of (PB1) and (PB4), there is a tensor B on P ,
assigning to each z ∈ P a linear map B(z) : Tz∗ P → Tz P such that
{f, g}(z) = hB(z) · df (z), dg(z)i. (2.1.1)
Here, h , i denotes the natural pairing between vectors and covectors. Because of
(PB2), B(z) is antisymmetric. Letting z I , I = 1, . . . , M denote coordinates on
P , (2.1.1) becomes
∂f ∂g
{f, g} = B IJ I J . (2.1.2)
∂z ∂z
1 We thank Hans Peter Kruse for providing a helpful draft of the notes for this lecture.
26
2. A Crash Course in Geometric Mechanics 27
Antisymmetry means B IJ = −B JI and Jacobi’s identity reads

∂B JK ∂B KI ∂B IJ
B LI L
+ B LJ L
+ B LK = 0. (2.1.3)
∂z ∂z ∂z L
Definition 2.1.2 Let (P1 , { , }1 ) and (P2 , { , }2 ) be Poisson manifolds. A mapping
ϕ : P1 → P2 is called Poisson if for all f, h ∈ F(P2 ), we have
{f, h}2 ◦ ϕ = {f ◦ ϕ, h ◦ ϕ}1 . (2.1.4)
Definition 2.1.3 Let P be a manifold and Ω a 2-form on P . The pair (P, Ω) is
called a symplectic manifold if Ω satisfies
(S1) dΩ = 0 (i.e., Ω is closed) and
(S2) Ω is nondegenerate.
Definition 2.1.4 Let (P, Ω) be a symplectic manifold and let f ∈ F(P ). Let Xf
be the unique vector field on P satisfying
Ωz (Xf (z), v) = df (z) · v for all v ∈ Tz P. (2.1.5)
We call Xf the Hamiltonian vector field of f . Hamilton’s equations are the
differential equations on P given by
ż = Xf (z). (2.1.6)
If (P, Ω) is a symplectic manifold, define the Poisson bracket operation {·, ·} :
F(P ) × F(P ) → F(P ) by
{f, g} = Ω(Xf , Xg ). (2.1.7)
The construction (2.1.7) makes (P, { , }) into a Poisson manifold. In other words,
Proposition 2.1.5 Every symplectic manifold is Poisson.
The converse is not true; for example the zero bracket makes any manifold
Poisson. In §2.4 we shall see some non-trivial examples of Poisson brackets that are
not symplectic, such as Lie-Poisson structures on duals of Lie algebras.
Hamiltonian vector fields are defined on Poisson manifolds as follows.
Definition 2.1.6 Let (P, { , }) be a Poisson manifold and let f ∈ F(P ). Define Xf
to be the unique vector field on P satisfying
Xf [k] : = hdk, Xf i = {k, f } for all k ∈ F(P ).
We call Xf the Hamiltonian vector field of f .
A check of the definitions shows that in the symplectic case, the Definitions 2.1.4
and 2.1.6 of Hamiltonian vector fields coincide. If (P, { , }) is a Poisson manifold,
there are therefore three equivalent ways to write Hamilton’s equations for H ∈
F(P ):
i ż = XH (z)
ii f˙ = df (z) · XH (z) for all f ∈ F(P ), and
iii f˙ = {f, H} for all f ∈ F(P ).
2.2 The Flow of a Hamiltonian Vector Field

Hamilton’s equations described in the abstract setting of the last section are very
general. They include not only what one normally thinks of as Hamilton’s canonical
equations in classical mechanics, but Schrödinger’s equation in quantum mechanics
as well. Despite this generality, the theory has a rich structure.
Let H ∈ F(P ) where P is a Poisson manifold. Let ϕt be the flow of Hamilton’s
equations; thus, ϕt (z) is the integral curve of ż = XH (z) starting at z. (If the
flow is not complete, restrict attention to its domain of definition.) There are two
basic facts about Hamiltonian flows (ignoring functional analytic technicalities in
the infinite dimensional case — see Chernoff and Marsden [1974]).
Proposition 2.2.1 The following hold for Hamiltonian systems on Poisson man-
ifolds:
i each ϕt is a Poisson map

ii H ◦ ϕt = H (conservation of energy).
The first part of this proposition is true even if H is a time dependent Hamilto-
nian, while the second part is true only when H is independent of time.
2.3 Cotangent Bundles

Let Q be a given manifold (usually the configuration space of a mechanical system)
and T ∗ Q be its cotangent bundle. Coordinates q i on Q induce coordinates (q i , pj )
on T ∗ Q, called the canonical cotangent coordinates of T ∗ Q.
Proposition 2.3.1 There is a unique 1-form Θ on T ∗ Q such that in any choice of

canonical cotangent coordinates,
Θ = pi dq i ; (2.3.1)
Θ is called the canonical 1-form. We define the canonical 2-form Ω by
Ω = −dΘ = dq i ∧ dpi (a sum on i is understood). (2.3.2)
In infinite dimensions, one needs to use an intrinsic definition of Θ, and there

are many such; one of these is the identity β ∗ Θ = β for β : Q → T ∗ Q any one form.
Another is
Θ(wαq ) = hαq , T πQ · wαq i,
where αq ∈ Tq∗ Q, wαq ∈ Tαq (T ∗ Q) and where πQ : T ∗ Q → Q is the cotangent
bundle projection.
Proposition 2.3.2 (T ∗ Q, Ω) is a symplectic manifold.

In canonical coordinates the Poisson brackets on T ∗ Q have the classical form

∂f ∂g ∂g ∂f
{f, g} = − i , (2.3.3)
∂q i ∂pi ∂q ∂pi
where summation on repeated indices is understood.
Theorem 2.3.3 (Darboux’ Theorem) Every symplectic manifold locally looks

like T ∗ Q; in other words, on every finite dimensional symplectic manifold, there
are local coordinates in which Ω has the form (2.3.2).
(See Marsden [1981] and Olver [1988] for a discussion of the infinite dimensional
case.)
Hamilton’s equations in these canonical coordinates have the classical form
∂H
q̇ i =
∂pi
∂H
ṗi = − i
∂q
as one can readily check.
The local structure of Poisson manifolds is more complex than the symplectic
case. However, Kirillov [1976a] has shown that every Poisson manifold is the union
of symplectic leaves; to compute the bracket of two functions in P , one does it
leaf-wise. In other words, to calculate the bracket of f and g at z ∈ P , select the
symplectic leaf Sz through z, and evaluate the bracket of f |Sz and g|Sz at z. We
shall see a specific case of this picture shortly.
2.4 Lagrangian Mechanics

Let Q be a manifold and T Q its tangent bundle. Coordinates q i on Q induce
coordinates (q i , q̇ i ) on T Q, called tangent coordinates. A mapping L : T Q → R
is called a Lagrangian. Often we choose L to be L = K−V where K(v) = 12 hv, vi is
the kinetic energy associated to a given Riemannian metric and where V : Q → R
is the potential energy .
Definition 2.4.1 Hamilton’s principle singles out particular curves q(t) by the
condition Z a
δ L(q(t), q̇(t))dt = 0, (2.4.1)
b
where the variation is over smooth curves in Q with fixed endpoints.
It is interesting to note that (2.4.1) is unchanged if we replace the integrand

by L(q, q̇) − dt
d
S(q, t) for any function S(q, t). This reflects the gauge invariance
of classical mechanics and is closely related to Hamilton-Jacobi theory. We shall
return to this point in Chapter 9. It is also interesting to note that if one keeps
track of the boundary conditions in Hamilton’s principle, they essentially define the
canonical one form, pi dq i . This turns out to be a useful remark in more complex
field theories.
If one prefers, the action principle states that the map I defined by I(q(·)) =
Rb
a
L(q(t), q̇(t))dt from the space of curves with prescribed endpoints in Q to R has
a critical point at the curve in question. In any case, a basic and elementary result
of the calculus of variations, whose proof was sketched in §1.2, is:
Proposition 2.4.2 The principle of critical action for a curve q(t) is equivalent to
the condition that q(t) satisfies the Euler-Lagrange equations
d ∂L ∂L
− i = 0. (2.4.2)
dt ∂ q̇ i ∂q
Definition 2.4.3 Let L be a Lagrangian on T Q and let FL : T Q → T ∗ Q be defined
(in coordinates) by
(q i , q̇ j ) 7→ (q i , pj )
where pj = ∂L/∂ q̇ j . We call FL the fiber derivative. (Intrinsically, FL differen-
tiates L in the fiber direction.)
A Lagrangian L is called hyperregular if FL is a diffeomorphism. If L is a
hyperregular Lagrangian, we define the corresponding Hamiltonian by
H(q i , pj ) = pi q̇ i − L.
The change of data from L on T Q to H on T ∗ Q is called the Legendre transform.
One checks that the Euler-Lagrange equations for L are equivalent to Hamilton’s
equations for H.
In a relativistic context one finds that the two conditions pj = ∂L/∂ q̇ j and H =
pi q̇ − L, defining the Legendre transform, fit together as the spatial and temporal
i
components of a single object. Suffice it to say that the formalism developed here
is useful in the context of relativistic fields.
2.5 Lie-Poisson Structures and the Rigid Body

Not every Poisson manifold is symplectic. For example, a large class of non-
symplectic Poisson manifolds is the class of Lie-Poisson manifolds, which we now
define. Let G be a Lie group and g = Te G its Lie algebra with [ , ] : g × g → g the
associated Lie bracket.
Proposition 2.5.1 The dual space g∗ is a Poisson manifold with either of the two
brackets ¿ · ¸À
δf δk
{f, k}± (µ) = ± µ, , . (2.5.1)
δµ δµ
Here g is identified with g∗∗ in the sense that δf /δµ ∈ g is defined by hν, δf /δµi =
Df (µ) · ν for ν ∈ g∗ , where D denotes the derivative. (In the infinite dimensional
case one needs to worry about the existence of δf /δµ; in this context, methods
like the Hahn-Banach theorem are not always appropriate!) The notation δf /δµ is
used to conform to the functional derivative notation in classical field theory. In
coordinates, (ξ 1 , . . . , ξ m ) on g and corresponding dual coordinates (µ1 , . . . , µm ) on
g∗ , the Lie-Poisson bracket (2.5.1) is
∂f ∂k
{f, k}± (µ) = ±µa Cbc
a
; (2.5.2)
∂µb ∂µc
a c
here Cbc are the structure constants of g defined by [ea , eb ] = Cab ec , where
(e1 , . . . , em ) is the coordinate basis of g and where, for ξ ∈ g, we write ξ = ξ a ea ,
and for µ ∈ g∗ , µ = µa ea , where (e1 , . . . , em ) is the dual basis. Formula (2.5.2)
appears explicitly in Lie [1890], §75.
Which sign to take in (2.5.2) is determined by understanding Lie-Poisson
reduction, which can be summarized as follows. Let
λ : T ∗ G → g∗ be defined by pg 7→ (Te Lg )∗ pg ∈ Te∗ G ∼

= g∗ (2.5.3)
and
ρ : T ∗ G → g∗ be defined by pg 7→ (Te Rg )∗ pg ∈ Te∗ G ∼

= g∗ . (2.5.4)
Then λ is a Poisson map if one takes the − Lie-Poisson structure on g∗ and ρ is a

Poisson map if one takes the + Lie-Poisson structure on g∗ .
Every left invariant Hamiltonian and Hamiltonian vector field is mapped by λ
to a Hamiltonian and Hamiltonian vector field on g∗ . There is a similar statement
for right invariant systems on T ∗ G. One says that the original system on T ∗ G has
been reduced to g∗ . The reason λ and ρ are both Poisson maps is perhaps best
understood by observing that they are both equivariant momentum maps generated
by the action of G on itself by right and left translations, respectively. We take up
this topic in §2.7.
We saw in Chapter 1 that the Euler equations of motion for rigid body dy-
namics are given by
Π̇ = Π × Ω, (2.5.5)
where Π = IΩ is the body angular momentum and Ω is the body angular velocity.
Euler’s equations are Hamiltonian relative to a Lie-Poisson structure. To see this,
take G = SO(3) to be the configuration space. Then g ∼ = (R3 , ×) and we identify
∼ ∗
g = g . The corresponding Lie-Poisson structure on R is given by
3
{f, k}(Π) = −Π · (∇f × ∇k). (2.5.6)
For the rigid body one chooses the minus sign in the Lie-Poisson bracket. This is
because the rigid body Lagrangian (and hence Hamiltonian) is left invariant and so
its dynamics pushes to g∗ by the map λ in (2.5.3).
Starting with the kinetic energy Hamiltonian derived in Chapter 1, we directly
obtain the formula H(Π) = 12 Π · (I−1 Π), the kinetic energy of the rigid body. One
verifies from the chain rule and properties of the triple product that:
Proposition 2.5.2 Euler’s equations are equivalent to the following equation for
all f ∈ F(R3 ):
f˙ = {f, H}. (2.5.7)
Definition 2.5.3 Let (P, { , }) be a Poisson manifold. A function C ∈ F(P ) satis-

fying
{C, f } = 0 for all f ∈ F(P ) (2.5.8)
is called a Casimir function.
A crucial difference between symplectic manifolds and Poisson manifolds is this:

On symplectic manifolds, the only Casimir functions are the constant functions
(assuming P is connected). On the other hand, on Poisson manifolds there is often
a large supply of Casimir functions. In the case of the rigid body, every function
C : R3 → R of the form
C(Π) = Φ(kΠk2 ) (2.5.9)
where Φ : R → R is a differentiable function, is a Casimir function, as we noted in
Chapter 1. Casimir functions are constants of the motion for any Hamiltonian since
Ċ = {C, H} = 0 for any H. In particular, for the rigid body, kΠk2 is a constant of
the motion — this is the invariant sphere we saw in Chapter 1.
There is an intimate relation between Casimirs and symmetry generated con-
served quantities, or momentum maps, which we study in §2.7.
The maps λ and ρ induce Poisson isomorphisms between (T ∗ G)/G and g∗ (with
the − and + brackets respectively) and this is a special instance of Poisson reduction,
as we will see in §2.8. The following result is one useful way of formulating the
general relation between T ∗ G and g∗ . We treat the left invariant case to be specific.
Of course, the right invariant case is similar.
Theorem 2.5.4 Let G be a Lie group and H : T ∗ G → R be a left invariant Hamil-

tonian. Let h : g∗ → R be the restriction of H to the identity. For a curve
∗ ∗
p(t) ∈ Tg(t) G, let µ(t) = (Tg(t) L) · p(t) = λ(p(t)) be the induced curve in g∗ . As-
sume that ġ = ∂H/∂p ∈ Tg G. Then the following are equivalent:
i p(t) is an integral curve of XH ; i.e., Hamilton’s equations on T ∗ G hold,
ii for any F ∈ F(T ∗ G), Ḟ = {F, H}, where { , } is the canonical bracket on T ∗ G
iii µ(t) satisfies the Lie-Poisson equations
dµ
= ad∗δh/δµ µ (2.5.10)
dt
where adξ : g → g is defined by adξ η = [ξ, η] and ad∗ξ is its dual, i.e.,
d δh
µ̇a = Cba µd (2.5.11)
δµb
iv for any f ∈ F(g∗ ), we have

f˙ = {f, h}− (2.5.12)
where { , }− is the minus Lie-Poisson bracket.
We now make some remarks about the proof. First of all, the equivalence of
i and ii is general for any cotangent bundle, as we have already noted. Next, the
equivalence of ii and iv follows directly from the fact that λ is a Poisson map (as
we have mentioned, this follows from the fact that λ is a momentum map; see
Proposition 2.7.6 below) and H = h ◦ λ. Finally, we establish the equivalence of iii
and iv. Indeed, f˙ = {f, h}− means
¿ À ¿ · ¸À
δf δf δh
µ̇, = − µ, ,
δµ δµ δµ
¿ À
δf
= µ, adδh/δµ
δµ
¿ À
∗ δf
= adδh/δµ µ, .
δµ
Since f is arbitrary, this is equivalent to iii. ¥
2.6 The Euler-Poincaré Equations

In §1.3 we saw that for the rigid body, there is an analogue of the above theorem on
SO(3) and so(3) using the Euler-Lagrange equations and the variational principle
as a starting point. We now generalize this to an arbitrary Lie group and make the
direct link with the Lie-Poisson equations.
Theorem 2.6.1 Let G be a Lie group and L : T G → R a left invariant Lagrangian.

Let l : g → R be its restriction to the identity. For a curve g(t) ∈ G, let
ξ(t) = g(t)−1 · ġ(t); i.e., ξ(t) = Tg(t) Lg(t)−1 ġ(t).
Then the following are equivalent

i g(t) satisfies the Euler-Lagrange equations for L on G,
ii the variational principle
Z
δ L(g(t), ġ(t))dt = 0 (2.6.1)
holds, for variations with fixed endpoints,

iii the Euler-Poincaré equations hold:
d δl δl
= ad∗ξ , (2.6.2)
dt δξ δξ
iv the variational principle Z

δ l(ξ(t))dt = 0 (2.6.3)
holds on g, using variations of the form
δξ = η̇ + [ξ, η], (2.6.4)
where η vanishes at the endpoints.
Let us discuss the main ideas of the proof. First of all, the equivalence of i and
ii holds on the tangent bundle of any configuration manifold Q, as we have seen,
secondly, ii and iv are equivalent. To see this, one needs to compute the variations
δξ induced on ξ = g −1 ġ = T Lg−1 ġ by a variation of g. To calculate this, we need to
differentiate g −1 ġ in the direction of a variation δg. If δg = dg/d² at ² = 0, where
g is extended to a curve g² , then,
µ ¶¯
d −1 d
¯
δξ = g g ¯¯
d² dt ²=0
while if η = g −1 δg, then µ ¶¯

d d ¯
η̇ = g −1 g ¯¯ .
dt d² ²=0
The difference δξ − η̇ is the commutator, [ξ, η]. This argument is fine for matrix
groups, but takes a little more work to make precise for general Lie groups. See
Bloch, Krishnaprasad, Ratiu and Marsden [1994b] for the general case. Thus, ii
and iv are equivalent.
To complete the proof, we show the equivalence of iii and iv. Indeed, using the
definitions and integrating by parts,
Z Z
δl
δ l(ξ)dt = δξ dt
δξ
Z
δl
= (η̇ + adξ η)dt
δξ
Z · µ ¶ ¸
d δl ∗ δl
= − + adξ η dt
dt δξ δξ
so the result follows. ¥
Generalizing what we saw directly in the rigid body, one can check directly from
the Euler- Poincaré equations that conservation of spatial angular momentum holds:
d
π=0 (2.6.5)
dt
where π is defined by
∂l
π = Ad∗g . (2.6.6)
∂ξ
Since the Euler-Lagrange and Hamilton equations on T Q and T ∗ Q are equiva-

lent, it follows that the Lie-Poisson and Euler-Poincaré equations are also equivalent.
To see this directly, we make the following Legendre transformation from g to g∗ :
δl
µ= , h(µ) = hµ, ξi − l(ξ).
δξ
Note that ¿ À ¿ À
δh δξ δl δξ
= ξ + µ, − , =ξ
δµ δµ δξ δµ
and so it is now clear that (2.5.10) and (2.6.2) are equivalent.
2.7 Momentum Maps

Let G be a Lie group and P be a Poisson manifold, such that G acts on P by
Poisson maps (in this case the action is called a Poisson action). Denote the
corresponding infinitesimal action of g on P by ξ 7→ ξP , a map of g to X(P ), the
space of vector fields on P . We write the action of g ∈ G on z ∈ P as simply gz;
the vector field ξP is obtained at z by differentiating gz with respect to g in the
direction ξ at g = e. Explicitly,
¯
d ¯
ξP (z) = [exp(²ξ) · z]¯¯ .
d² ²=0
Definition 2.7.1 A map J : P → g∗ is called a momentum map if XhJ,ξi = ξP

for each ξ ∈ g, where hJ, ξi(z) = hJ(z), ξi.
Theorem 2.7.2 (Noether’s Theorem) If H is a G invariant Hamiltonian on

P , then J is conserved on the trajectories of the Hamiltonian vector field XH .
Proof Differentiating the invariance condition H(gz) = H(z) with respect to g ∈

G for fixed z ∈ P , we get dH(z) · ξP (z) = 0 and so {H, hJ, ξi} = 0 which by
antisymmetry gives dhJ, ξi · XH = 0 and so hJ, ξi is conserved on the trajectories
of XH for every ξ in G. ¥
Turning to the construction of momentum maps, let Q be a manifold and let G

act on Q. This action induces an action of G on T ∗ Q by cotangent lift — that is,
we take the transpose inverse of the tangent lift. The action of G on T ∗ Q is always
symplectic and therefore Poisson.
Theorem 2.7.3 A momentum map for a cotangent lifted action is given by
J : T ∗ Q → g∗ defined by hJ, ξi(pq ) = hpq , ξQ (q)i. (2.7.1)
In canonical coordinates, we write pq = (q i , pj ) and define the action functions

K iaby (ξQ )i = K ia (q)ξ a . Then
hJ, ξi(pq ) = pi K ia (q)ξ a (2.7.2)

and therefore
Ja = pi K ia (q). (2.7.3)
Recall that by differentiating the conjugation operation h 7→ ghg −1 at the iden-
tity, one gets the adjoint action of G on g. Taking its dual produces the coadjoint
action of G on g∗ .
Proposition 2.7.4 The momentum map for cotangent lifted actions is equivari-
ant, i.e., the diagram in Figure 2.7.1 commutes.
J -
T ∗Q g∗
G-action coadjoint
on T ∗ Q action
? ?
T ∗Q - g∗
J
Figure 2.7.1: Equivariance of the momentum map.
Proposition 2.7.5 Equivariance implies infinitesimal equivariance, which can be

stated as the classical commutation relations:
{hJ, ξi, hJ, ηi} = hJ, [ξ, η]i.
Proposition 2.7.6 If J is infinitesimally equivariant, then J : P → g∗ is a Pois-

son map. If J is generated by a left (respectively right) action then we use the +
(respectively −) Lie-Poisson structure on g∗ .
The above development concerns momentum maps using the Hamiltonian point
of view. However, one can also consider them from the Lagrangian point of view.
In this context, we consider a Lie group G acting on a configuration manifold Q and
lift this action to the tangent bundle T Q using the tangent operation. Given a G-
invariant Lagrangian L : T Q → R, the corresponding momentum map is obtained
by replacing the momentum pq in (2.7.1) with the fiber derivative FL(vq ). Thus,
J : T Q → g∗ is given by
hJ(vq ), ξi = hFL(vq ), ξQ (q)i (2.7.4)
or, in coordinates,
∂L i
Ja = K , (2.7.5)
∂ q̇ i a
where the action coefficients Kai are defined as before by writing ξQ (q i ) = Kai ξ a ∂/∂q i .
Proposition 2.7.7 For a solution of the Euler-Lagrange equations (even if the

Lagrangian is degenerate), J is constant in time.
Proof In case L is a regular Lagrangian, this follows from its Hamiltonian counter-
part. It is useful to check it directly using Hamilton’s principle (which is the way
it was originally done by Noether). To do this, choose any function φ(t, s) of two
variables such that the conditions φ(a, s) = φ(b, s) = φ(t, 0) = 0 hold. Since L is
G-invariant, for each Lie algebra element ξ ∈ g, the expression
Z b
L(exp(φ(t, s)ξ)q, exp(φ(t, s)ξ)q̇)) dt (2.7.6)
a
is independent of s. Differentiating this expression with respect to s at s = 0 and

setting φ0 = ∂φ/∂s taken at s = 0, gives
Z bµ ¶
∂L i 0 ∂L i 0
0= ξ φ + i (T ξQ · q̇) φ dt. (2.7.7)
a ∂q i Q ∂ q̇
Now we consider the variation q(t, s) = exp(φ(t, s)ξ) · q(t). The corresponding
infinitesimal variation is given by
δq(t) = φ0 (t)ξQ (q(t)).
By Hamilton’s principle, we have

Z bµ ¶
∂L i ∂L ˙ i
0= δq + i δq dt. (2.7.8)
a ∂q i ∂ q̇
Note that
˙ = φ̇0 ξQ + φ0 (T ξQ · q̇)
δq
and subtract (2.7.8) from (2.7.7) to give
Z b
∂L
0 = (ξQ )i φ̇0 dt (2.7.9)
a ∂ q̇ i
Z b µ ¶
d ∂L i
= ξ φ0 dt. (2.7.10)
a dt ∂ q̇ i Q
Since φ0 is arbitrary, except for endpoint conditions, it follows that the integrand
vanishes, and so the time derivative of the momentum map is zero and so the
proposition is proved. ¥
2.8 Symplectic and Poisson Reduction

We have already seen how to use variational principles to reduce the Euler-Lagrange
equations. On the Hamiltonian side, there are three levels of reduction of decreasing
generality, that of Poisson reduction, symplectic reduction, and cotangent bundle
reduction. Let us first consider Poisson reduction.
For Poisson reduction we start with a Poisson manifold P and let the Lie
group G act on P by Poisson maps. Assuming P/G is a smooth manifold, endow
it with the unique Poisson structure on such that the canonical projection π : P →
P/G is a Poisson map. We can specify the Poisson structure on P/G explicitly as
follows. For f and k : P/G → R, let F = f ◦ π and K = k ◦ π, so F and K are f
and k thought of as G-invariant functions on P . Then {f, k}P/G is defined by
{f, k}P/G ◦ π = {F, K}P . (2.8.1)
To show that {f, k}P/G is well defined, one has to prove that {F, K}P is G-invariant.
This follows from the fact that F and K are G-invariant and the group action of G
on P consists of Poisson maps.
For P = T ∗ G we get a very important special case.
Theorem 2.8.1 (Lie-Poisson Reduction) Let P = T ∗ G and assume that G

acts on P by the cotangent lift of left translations. If one endows g∗ with the minus
Lie-Poisson bracket, then P/G ∼ = g∗ .
For symplectic reduction we begin with a symplectic manifold (P, Ω). Let G
be a Lie group acting by symplectic maps on P ; in this case the action is called a
symplectic action. Let J be an equivariant momentum map for this action and
H a G-invariant Hamiltonian on P . Let Gµ = {g ∈ G | g · µ = µ} be the isotropy
subgroup (symmetry subgroup) at µ ∈ g∗ . As a consequence of equivariance, Gµ
leaves J−1 (µ) invariant. Assume for simplicity that µ is a regular value of J, so that
J−1 (µ) is a smooth manifold (see §2.8 below) and that Gµ acts freely and properly
on J−1 (µ), so that J−1 (µ)/Gµ =: Pµ is a smooth manifold. Let iµ : J−1 (µ) → P
denote the inclusion map and let πµ : J−1 (µ) → Pµ denote the projection. Note
that
dim Pµ = dim P − dim G − dim Gµ . (2.8.2)
Building on classical work of Jacobi, Liouville, Arnold and Smale, we have the
following basic result of Marsden and Weinstein [1974] (see also (Meyer [1973]).
Theorem 2.8.2 (Reduction Theorem) There is a unique symplectic structure
Ωµ on Pµ satisfying
i∗µ Ω = πµ∗ Ωµ . (2.8.3)
Given a G-invariant Hamiltonian H on P , define the reduced Hamiltonian Hµ :

Pµ → R by H = Hµ ◦ πµ . Then the trajectories of XH project to those of XHµ .
An important problem is how to reconstruct trajectories of XH from trajectories of
XHµ . Schematically, we have the situation in Figure 2.8.1.
As we shall see later, the reconstruction process is where the holonomy and
“geometric phase” ideas enter. In fact, we shall put a connection on the bundle
πµ : J−1 (µ) → Pµ and it is through this process that one encounters the gauge
theory point of view of mechanics.
Let Oµ denote the coadjoint orbit through µ. As a special case of the symplectic
reduction theorem, we get
P
6 6
iµ
reduction J−1 (µ) reconstruction
πµ
? ?
Pµ
Figure 2.8.1: Reduction to Pµ and reconstruction back to P .
Corollary 2.8.3 (T ∗ G)µ ∼

= Oµ .
The symplectic structure inherited on Oµ is called the (Lie-Kostant-Kirillov)

orbit symplectic structure. This structure is compatible with the Lie-Poisson
structure on g∗ in the sense that the bracket of two functions on Oµ equals that
obtained by extending them arbitrarily to g∗ , taking the Lie-Poisson bracket on g∗
and then restricting to Oµ .
Example 1 G = SO(3), g∗ = so(3)∗ ∼ = R3 . In this case the coadjoint action is the

usual action of SO(3) on R . This is because of the orthogonality of the elements
3
of G. The set of orbits consists of spheres and a single point. The reduction process
confirms that all orbits are symplectic manifolds. One calculates that the symplectic
structure on the spheres is a multiple of the area element. ¨
Example 2 Jacobi-Liouville theorem Let G = Tk be the k-torus and assume G

acts on a symplectic manifold P . In this case the components of J are in involution
and dim Pµ = dim P − 2k, so 2k variables are eliminated. As we shall see, recon-
struction allows one to reassemble the solution trajectories on P by quadratures in
this abelian case. ¨
Example 3 Jacobi-Deprit elimination of the node Let G = SO(3) act on P .

In the classical case of Jacobi, P = T ∗ R3 and in the generalization of Deprit [1983]
one considers the phase space of n particles in R3 . We just point out here that the
reduced space Pµ has dimension dim P − 3 − 1 = dim P − 4 since Gµ = S 1 (if µ 6= 0)
in this case. ¨
The orbit reduction theorem of Marle [1976] and Kazhdan, Kostant and
Sternberg [1978] states that Pµ may be alternatively constructed as
PO = J−1 (O)/G, (2.8.4)
where O ⊂ g∗ is the coadjoint orbit through µ. As above we assume we are away

from singular points (see §2.8 below). The spaces Pµ and PO are isomorphic by
using the inclusion map lµ : J−1 (µ) → J−1 (O) and taking equivalence classes to
induce a symplectic isomorphism Lµ : Pµ → PO . The symplectic structure ΩO on

PO is uniquely determined by
∗ ∗
jO Ω = πO ΩO + J∗O ωO (2.8.5)
where jO : J−1 (O) → P is the inclusion, πO : J−1 (O) → PO is the projection,

and where JO = J|J−1 (O) : J−1 (O) → O and ωO is the orbit symplectic form. In
terms of the Poisson structure, J−1 (O)/G has the bracket structure inherited from
P/G; in fact, J−1 (O)/G is a symplectic leaf in P/G. Thus, we get the picture in
Figure 2.8.2.
J−1 (µ) ⊂ J−1 (O) ⊂ P
/Gµ /G /G
? ? ?
Pµ ∼
= PO ⊂ P/G
Figure 2.8.2: Orbit reduction gives another realization of Pµ .
Kirillov has shown that every Poisson manifold P is the union of symplec-
tic leaves, although the preceding construction explicitly realizes these symplectic
leaves in this case by the reduction construction. A special case is the foliation of
the dual g∗ of any Lie algebra g into its symplectic leaves, namely the coadjoint
orbits. For example SO(3) is the union of spheres plus the origin, each of which is
a symplectic manifold. Notice that the drop in dimension from T ∗ SO(3) to O is
from 6 to 2, a drop of 4, as in general SO(3) reduction. An exception is the singular
point, the origin, where the drop in dimension is larger. We turn to these singular
points next.
2.9 Singularities and Symmetry

Proposition 2.9.1 Let (P, Ω) be a symplectic manifold, let G act on P by Poisson
mappings, and let J : P → g∗ be a momentum map for this action (J need not be
equivariant). Let Gz denote the symmetry group of z ∈ P defined by Gz = {g ∈ G |
gz = z} and let gz be its Lie algebra, so gz = {ζ ∈ g | ζP (z) = 0}. Then z is a
regular value of J if and only if gz is trivial; i.e., gz = {0}, or Gz is discrete.
Proof The point z is regular when the range of the linear map DJ(z) is all of g∗ .
However, ζ ∈ g is orthogonal to the range (in the sense of the g, g∗ pairing) if and
only if for all v ∈ Tz P ,
hζ, DJ(z) · vi = 0
i.e.,
dhJ, ζi(z) · v = 0
or
Ω(XhJ,ζi (z), v) = 0
or
Ω(ζP (z), v) = 0.
As Ω is nondegenerate, ζ is orthogonal to the range iff ζP (z) = 0. ¥
The above proposition is due to Smale [1970]. It is the starting point of a large
literature on singularities in the momentum map and singular reduction. Arms,
Marsden and Moncrief [1981] show, under some reasonable hypotheses, that the
level sets J−1 (0) have quadratic singularities. As we shall see in the next chapter,
there is a general shifting construction that enables one to effectively reduce J−1 (µ)
to the case J−1 (0). In the finite dimensional case, this result can be deduced from
the equivariant Darboux theorem, but in the infinite dimensional case, things are
much more subtle. In fact, the infinite dimensional results were motivated by,
and apply to, the singularities in the solution space of relativistic field theories
such as gravity and the Yang-Mills equations (see Fischer, Marsden and Moncrief
[1980], Arms, Marsden and Moncrief [1981, 1982] and Arms [1981]). The convexity
theorem states that the image of the momentum map of a torus action is a convex
polyhedron in g∗ ; the boundary of the polyhedron is the image of the singular
(symmetric) points in P ; the more symmetric the point, the more singular the
boundary point. These results are due to Atiyah [1982] and Guillemin and Sternberg
[1984] based on earlier convexity results of Kostant and the Shur-Horne theorem on
eigenvalues of symmetric matrices. The literature on these topics and its relation to
other areas of mathematics is vast. See, for example, Goldman and Millison [1990],
Sjamaar [1990], Bloch, Flaschka and Ratiu [1990], Sjamaar and Lerman [1991] and
Lu and Ratiu [1991].
2.10 A Particle in a Magnetic Field

During cotangent bundle reduction considered in the next chapter, we shall have
to add terms to the symplectic form called “magnetic terms”. To explain this
terminology, we consider a particle in a magnetic field.
Let B be a closed two-form on R3 and B = Bx i + By j + Bz k the associated
divergence free vector field, i.e., iB (dx ∧ dy ∧ dz) = B, or
B = Bx dy ∧ dz − By dx ∧ dz + Bz dx ∧ dy.
Thinking of B as a magnetic field, the equations of motion for a particle with charge
e and mass m are given by the Lorentz force law :
dv e
m = v×B (2.10.1)
dt c
where v = (ẋ, ẏ, ż). On R3 × R3 i.e., on (x, v)-space, consider the symplectic form
e
ΩB = m(dx ∧ dẋ + dy ∧ dẏ + dz ∧ dż) − B. (2.10.2)
c
For the Hamiltonian, take the kinetic energy:
m 2
H= (ẋ + ẏ 2 + ż 2 ) (2.10.3)
2
writing XH (u, v, w) = (u, v, w, (u̇, v̇, ẇ)), the condition defining XH , namely iXH ΩB =
dH is
m(udẋ − u̇dx + vdẏ − v̇dy + wdż − ẇdz)

e
− [Bx vdz − Bx wdy − By udz + By wdx + Bz udy − Bz vdx]
c
= m(ẋdẋ + ẏdẏ + żdż) (2.10.4)
which is equivalent to u = ẋ, v = ẏ, w = ż, mu̇ = e(Bz v − By w)/c, mv̇ = e(Bx w −
Bz u)/c, and mẇ = e(By u − Bx v)/c, i.e., to
e
mẍ = (Bz ẏ − By ż)
c
e
mÿ = (Bx ż − Bz ẋ) (2.10.5)
c
e
mz̈ = (By ẋ − Bx ẏ)
c
which is the same as (2.10.1). Thus the equations of motion for a particle in a
magnetic field are Hamiltonian, with energy equal to the kinetic energy and with the
symplectic form ΩB .
If B = dA; i.e., B = −∇ × A, where A is a one-form and A is the associ-
ated vector field, then the map (x, v) 7→ (x, p) where p = mv + eA/c pulls back
the canonical form to ΩB , as is easily checked. Thus, Equations (2.10.1) are also
Hamiltonian relative to the canonical bracket on (x, p)-space with the Hamiltonian
1 e
HA = kp − Ak2 . (2.10.6)
2m c
Even in Euclidean space, not every magnetic field can be written as B = ∇ × A.
For example, the field of a magnetic monopole of strength g 6= 0, namely
r
B(r) = g (2.10.7)
krk3
cannot be written this way since the flux of B through the unit sphere is 4πg, yet
Stokes’ theorem applied to the two hemispheres would give zero. Thus, one might
think that the Hamiltonian formulation involving only B (i.e., using ΩB and H) is
preferable. However, one can recover the magnetic potential A by regarding A as
a connection on a nontrivial bundle over R3 \{0}. The bundle over the sphere S 2 is
in fact the same Hopf fibration S 3 → S 2 that we encountered in §1.6. This same
construction can be carried out using reduction. For a readable account of some
aspects of this situation, see Yang [1980]. For an interesting example of Weinstein
in which this monopole comes up, see Marsden [1981], p. 34.
When one studies the motion of a colored (rather than a charged) particle in a
Yang-Mills field, one finds a beautiful generalization of this construction and related
ideas using the theory of principal bundles; see Sternberg [1977], Weinstein [1978]
and Montgomery [1985]. In the study of centrifugal and Coriolis forces one discovers
some structures analogous to those here (see Marsden and Ratiu [1994] for more
information). We shall return to particles in Yang-Mills fields in our discussion of
optimal control in Chapter 7.
Chapter 3
Tangent and Cotangent

Bundle Reduction
In this chapter we discuss the cotangent bundle reduction theorem. Versions of

this are already given in Smale [1970], but primarily for the abelian case. This
was amplified in the work of Satzer [1977] and motivated by this, was extended to
the nonabelian case in Abraham and Marsden [1978]. An important formulation
of this was given by Kummer [1981] in terms of connections. Building on this, the
“bundle picture” was developed by Montgomery, Marsden and Ratiu [1984] and
Montgomery [1986].
From the symplectic viewpoint, the principal result is that the reduction of a
cotangent bundle T ∗ Q at µ ∈ g∗ is a bundle over T ∗ (Q/G) with fiber the coad-
joint orbit through µ. Here, S = Q/G is called shape space. From the Poisson
viewpoint, this reads: (T ∗ Q)/G is a g∗ -bundle over T ∗ (Q/G), or a Lie-Poisson bun-
dle over the cotangent bundle of shape space. We describe the geometry of this
reduction using the mechanical connection and explicate the reduced symplectic
structure and the reduced Hamiltonian for simple mechanical systems.
On the Lagrangian, or tangent bundle, side there is a counterpart of both sym-
plectic and Poisson reduction in which one concentrates on the variational principle
rather than on the symplectic and Poisson structures. We will develop this as well.
3.1 Mechanical G-systems

By a symplectic (resp. Poisson) G-system we mean a symplectic (resp. Poisson)
manifold (P, Ω) together with the symplectic action of a Lie group G on P , an
equivariant momentum map J : P → g∗ and a G-invariant Hamiltonian H : P → R.
Following terminology of Smale [1970], we refer to the following special case of
a symplectic G-system as a simple mechanical G-system. We choose P = T ∗ Q,
assume there is a Riemannian metric hh , ii on Q, that G acts on Q by isometries
44
(and so G acts on T ∗ Q by cotangent lifts) and that

1
H(q, p) = kpk2q + V (q), (3.1.1)
2
where k · kq is the norm induced on Tq∗ Q, and where V is a G-invariant potential.
We abuse notation slightly and write either z = (q, p) or z = pq for a covector
based at q ∈ Q and we shall also let k · kq denote the norm on Tq Q. Points in
Tq Q shall be denoted vq or (q, v) and the pairing between Tq∗ Q and Tq Q is simply
written
hpq , vq i, hp, vi or h(q, p), (q, v)i. (3.1.2)
Other natural pairings between spaces and their duals are also denoted h , i. The
precise meaning will always be clear from the context.
Unless mentioned to the contrary, the default momentum map for simple me-
chanical G-systems will be the standard one:
J : T ∗ Q → g∗ , where hJ(q, p), ξi = hp, ξQ (q)i (3.1.3)
and where ξQ denotes the infinitesimal generator of ξ on Q.

For the convenience of the reader we will write most formulas in both coordinate
free notation and in coordinates using standard tensorial conventions. As in Chapter
2, coordinate indices for P are denoted z I , z J , etc., on Q by q i , q j , etc., and on g
(relative to a vector space basis of g) by ξ a , ξ b , etc.. For instance, ż = XH (z) can
be written
ż I = XH
I
(z J ) or ż I = {z I , H}. (3.1.4)
Recall from Chapter 2 that the Poisson tensor is defined by B(dH) = XH , or
equivalently, B IJ (z) = {z I , z J }, so (3.1.4) reads
I ∂H ∂H
XH = B IJ or ż I = B IJ (z) (z). (3.1.5)
∂z J ∂z J
Equation (3.1.1) reads
1 ij
H(q, p) = g pi pj + V (q) (3.1.6)
2
and (3.1.2) reads
hp, vi = pi v i , (3.1.7)
while (3.1.3) reads
Ja (q, p) = pi K ia (q) (3.1.8)
where the action tensor K ia is defined, as in Chapter 2, by
[ξQ (q)]i = K ia (q)ξ a . (3.1.9)
The Legendre transformation is denoted FL : T Q → T ∗ Q and in the case of simple

mechanical systems, is simply the metric tensor regarded as a map from vectors to
covectors; in coordinates,
FL(q, v) = (q, p), where pi = gij v j . (3.1.10)

Example 1 The spherical pendulum Here Q = S 2 , the sphere on which the bob
moves, the metric is the standard one, the potential is the gravitational potential
and G = S 1 acts on S 2 by rotations about the vertical axis. The momentum map
is simply the angular momentum about the z-axis. We will work this out in more
detail below. ¨
Example 2 The double spherical pendulum Here the configuration space is
Q = S 2 × S 2 , the group is S 1 acting by simultaneous rotation about the z-axis and
again the momentum map is the total angular momentum about the z-axis. Again,
we will see more detail below. ¨
Example 3 Coupled rigid bodies Here we have two rigid bodies in R3 coupled
by a ball in socket joint. We choose Q = R3 × SO(3) × SO(3) describing the
joint position and the attitude of each of the rigid bodies relative to a reference
configuration B. The Hamiltonian is the kinetic energy, which defines a metric on
Q. Here G = SE(3) which acts on the left in the obvious way by transforming
the positions of the particles xi = Ai X + w, i = 1, 2 by Euclidean motions. The
momentum map is the total linear and angular momentum. If the bodies have
additional material symmetry, G is correspondingly enlarged; cf . Patrick [1989].
See Figure 3.1.1. ¨
z
w
y
X A2X + w
x
B
2
Figure 3.1.1: The configuration space for the dynamics of two coupled rigid bodies.
Example 4 Ideal fluids For an ideal fluid moving in a container represented by

a region Ω ⊂ R3 , the configuration space is Q = Diff vol (Ω), the volume preserving
diffeomorphisms of Ω to itself. Here G = Q acts on itself on the right and H is the
total kinetic energy of the fluid. Here Lie-Poisson reduction is relevant. We refer to
Ebin and Marsden [1970] for the relevant functional analytic technicalities. We also
refer to Marsden and Weinstein [1982, 1983] for more information and corresponding
ideas for plasma physics, and to Marsden and Hughes [1983] and Simo, Marsden
and Krishnaprasad [1988] for elasticity. ¨
The examples we will focus on in these lectures are the spherical pendula and
the classical water molecule. Let us pause to give some details for the later example.
3.2 The Classical Water Molecule

We started discussing this example in Chapter 1. The “primitive” configuration
space of this system is Q = R3 ×R3 ×R3 , whose points are triples, denoted (R, r1 , r2 ),
giving the positions of the three masses relative to an inertial frame. For simplicity,
we ignore any singular behavior that may happen during collisions, as this aspect
of the system is not of concern to the present discussion.
The Lagrangian is given on T Q by
1
L(R, r1 , r2 , Ṙ, ṙ1 , ṙ2 ) = {M kṘk2 + mkṙ1 k2 + mkṙ2 k2 } − V (R, r1 , r2 ) (3.2.1)
2
where V is a potential.
The Legendre transformation produces a Hamiltonian system on Z = T ∗ Q with
kPk2 kp1 k2 kp2 k2
H(R, r1 , r2 , P, p1 , p2 ) = + + + V. (3.2.2)
2M 2m 2m
The Euclidean group acts on this system by simultaneous translation and rotation
of the three component positions and momenta. In addition, there is a discrete
symmetry closely related to interchanging r1 and r2 (and, simultaneously, p1 and
p2 ). Accordingly, we will assume that V is symmetric in its second two arguments
as well as being Euclidean-invariant.
The translation group R3 acts on Z by
a · (R, r1 , r2 , P, p1 , p2 ) = (R + a, r1 + a, r2 + a, P, p1 , p2 )
and the corresponding momentum map j : Z → R3 is the total linear momentum
j(R, r1 , r2 , P, p1 , p2 ) = P + p1 + p2 . (3.2.3)
Reduction to center of mass coordinates entails that we set j equal to a constant

and quotient by translations. To coordinatize the reduced space (and bring relevant
metric tensors into diagonal form), we shall use Jacobi-Bertrand-Haretu coordinates,
namely
1
r = r2 − r1 and s = R − (r1 + r2 ) (3.2.4)
2
as in Figure 3.2.1.
To determine the correct momenta conjugate to these variables, we go back to
the Lagrangian and write it in the variables r, s, ṙ, ṡ, using the relations
1
ṙ = ṙ2 − ṙ1 , ṡ = Ṙ − (ṙ1 + ṙ2 )
2
m
r
m
s
Figure 3.2.1: Jacobi-Bertrand-Haretu coordinates.
and
j = m(ṙ1 + ṙ2 ) + M Ṙ,
which give
1
ṙ1 = Ṙ − ṡ − ṙ
2
1
ṙ2 = Ṙ − ṡ + ṙ
2
1
Ṙ = (j + 2mṡ)
M
where M = M + 2m is the total mass. Substituting into (3.2.1) and simplifying
gives
kjk2 m
L= + kṙk2 + M mkṡk2 − V (3.2.5)
2M 4
where m = m/M and where one expresses the potential V in terms of r and s (if
rotationally invariant, it depends on krk, ksk and r · s alone).
A crucial feature of the above choice is that the Riemannian metric (mass ma-
trix) associated to L is diagonal as (3.2.5) shows. The conjugate momenta are
∂L m 1
π= = ṙ = (p2 − p1 ) (3.2.6)
∂ ṙ 2 2
and, with M = M/M,
∂L
σ = = 2M mṡ = 2mP − M (p1 + p2 )
∂ ṡ
= P − M j = 2mj − p1 − p2 . (3.2.7)
We next check that this is consistent with Hamiltonian reduction. First, note
that the symplectic form before reduction,
Ω = dr1 ∧ dp1 + dr2 ∧ dp2 + dR ∧ dP
can be written, using the relation p1 + p2 + P = j, as
Ω = dr ∧ dπ + ds ∧ dσ + dr̄ ∧ dj (3.2.8)
where r̄ = 12 (r1 + r2 ) + M s is the system center of mass.

Thus, if j is a constant (or we pull Ω back to the surface j = constant), we get
the canonical form in (r, π) and (s, σ) as pairs of conjugate variables, as expected.
Second, we compute the reduced Hamiltonian by substituting into
1 1 1
H= kp1 k2 + kp2 k2 + kPk2 + V
2m 2m 2M
the relations
1
p1 + p2 + P = j, π= (p2 − p1 ) and σ = P − M j.
2
One obtains
1 kπk2 1
H= kσk2 + + kjk2 + V. (3.2.9)
4mM m 2M
Notice that in this case the reduced Hamiltonian and Lagrangian are Legendre trans-
formations of one another .
Remark There are other choices of canonical coordinates for the system after
reduction by translations, but they might not be as convenient as the above Jacobi-
Bertrand-Haretu coordinates. For example, if one uses the apparently more “demo-
cratic” choice
s1 = r1 − R and s2 = r2 − R,
then their conjugate momenta are
π1 = p1 − mj and π2 = p2 − mj.
One finds that the reduced Lagrangian is

1 00 1
L= m kṡ1 k2 + m00 kṡ2 k2 − mmṡ1 · ṡ2 − V
2 2
and the reduced Hamiltonian is
1 1 1
H= 0
kπ1 k2 + 0
kπ2 k2 + π1 · π2 + V
2m 2m M
where m0 = mM/(m + M ) and m00 = mM m/m0 . It is the cross terms in H and L
that make these expressions inconvenient. ¨
Next we turn to the action of the rotation group, SO(3) and the role of the
discrete group that “swaps” the two masses m.
Our phase space is Z = T ∗ (R3 × R3 ) parametrized by (r, s, π, σ) with the canon-
ical symplectic structure. The group G = SO(3) acts on Z by the cotangent lift of
rotations on R3 × R3 . The corresponding infinitesimal action on Q is
ξQ (r, s) = (ξ × r, ξ × s)
and the corresponding momentum map is J : Z → R3 , where
hJ(r, s, π, σ), ξi = π · (ξ × r) + σ · (ξ × s) = ξ · (r × π + s × σ).
In terms of the original variables, we find that
J = r×π+s×σ (3.2.10)
µ ¶
1 1
= (r2 − r1 ) × (p2 − p1 ) + R − (r1 + r2 ) × (P − M j)
2 2
which becomes, after simplification,
J = r1 × (p1 − mj) + r2 × (p2 − mj) + R × (P − M j) (3.2.11)
which is the correct total angular momentum of the system.
Remark This expression for J also equals s1 ×π1 +s2 ×π2 in terms of the alternative
variables discussed above. ¨
3.3 The Mechanical Connection

In this section we work in the context of a simple mechanical G-system. We shall
also assume that G acts freely on Q so we can regard Q → Q/G as a principal
G-bundle. (We make some remarks on this assumption later.)
For each q ∈ Q, let the locked inertia tensor be the map I(q) : g → g∗ defined
by
hI(q)η, ζi = hhηQ (q), ζQ (q)ii. (3.3.1)
Since the action is free, I(q) is an inner product. The terminology comes from
the fact that for coupled rigid or elastic systems, I(q) is the classical moment of
inertia tensor of the rigid body obtained by locking all the joints of the system. In
coordinates,
Iab = gij K ia K jb . (3.3.2)
Define the map A : T Q → g by assigning to each (q, v) the corresponding
angular velocity of the locked system:
A(q, v) = I(q)−1 (J(FL(q, v))). (3.3.3)
In coordinates,
Aa = Iab gij K ib v j . (3.3.4)
J
T ∗Q - g∗
6 6
FLq I(q)
TQ - g
Aq
Figure 3.3.1: The diagram defining the mechanical connection.
One can think of Aq (the restriction of A to Tq Q) as the map induced by the

momentum map via two Legendre transformations, one on the given system and
one on the instantaneous rigid body associated with it, as in Figure 3.3.1.
Proposition 3.3.1 The map A is a connection on the principal G-bundle Q →

Q/G.
In other words, A is G-equivariant and satisfies A(ξQ (q)) = ξ, both of which

are readily verified. In checking equivariance one uses invariance of the metric; i.e.,
equivariance of FL : T Q → T ∗ Q, equivariance of J : T ∗ Q → g∗ , and equivariance
of I in the sense of a map I : Q → L(g, g∗ ), namely
I(gq) · Adg ξ = Ad∗g−1 I(q) · ξ.
We call A the mechanical connection. This connection is implicitly used

in the work of Smale [1970], and Abraham and Marsden [1978], and explicitly in
Kummer [1981], Guichardet [1984], Shapere and Wilczek [1989], Simo, Lewis and
Marsden [1991], and Montgomery [1990]. We note that all of the preceding formulas
are given in Abraham and Marsden [1978, §4.5], but not from the point of view of
connections.
The horizontal space horq of the connection A at q ∈ Q is given by the kernel
of Aq ; thus, by (3.3.3),
horq = {(q, v) | J(FL(q, v)) = 0}. (3.3.5)
Using the formula (3.1.3) for J, we see that horq is the space orthogonal to the
G-orbits, or, equivalently, the space of states with zero total angular momentum in
the case G = SO(3) (see Figure 3.3.2). This may be used to define the mechani-
cal connection—in fact, principal connections are characterized by their horizontal
spaces. The vertical space consists of vectors that are mapped to zero under the
projection Q → S = Q/G; i.e.,
verq = {ξQ (q) | ξ ∈ g}. (3.3.6)
For each µ ∈ g∗ , define the 1-form Aµ on Q by
hAµ (q), vi = hµ, A(q, v)i (3.3.7)

G .q
verq
q Q
horq
[q] Q/G
Figure 3.3.2: The horizontal space of the mechanical connection.
i.e.,
(Aµ )i = gij K jb µa Iab . (3.3.8)
This coordinate formula shows that Aµ is given by (I−1 µ)Q . We prove this intrin-
sically in the next Proposition.
Proposition 3.3.2 The one form Aµ takes values in J−1 (µ). Moreover, identify-
ing vectors and one-forms,
Aµ = (I−1 µ)Q .
Proof The first part holds for any connection on Q → Q/G and follows from the
property A(ξQ )=ξ. Indeed,
hJ(Aµ (q)), ξi = hAµ (q), ξQ (q)i = hµ, A(ξQ (q))i = hµ, ξi.
The second part follows from the definitions:
hAµ (g), vi = hµ, A(v)i

= hµ, I−1 (q)J(FL(v)i
= hI−1 (q)µ, J(FL(v)i
= h(I−1 (q)µ)Q (q), FL(v)i
= hh(I−1 (q)µ)Q (q), viiq . ¥
Notice that this proposition holds for any connection on Q → Q/G, not just the
mechanical connection. It is straightforward to see that Aµ is characterized by
K(Aµ (q)) = inf{K(q, β) | β ∈ J−1

q (µ)} (3.3.9)
where Jq = J|Tq∗ Q and K(q, p) = 12 kpk2q is the kinetic energy function (see Fig-
ure 3.3.3). Indeed (3.3.9) means that Aµ (q) lies in and is orthogonal to the affine
space J−1 −1
q (µ), i.e., is orthogonal to the linear space Jq (µ) − Aµ (q) = Jq (0). The
latter means Aµ (q) is in the vertical space, so is of the form ηq and the former
means η is given by I−1 (q)µ.
−1
J (µ) ∩ Tq*Q
Aµ(q)
q
Q
Tq*Q
Figure 3.3.3: The mechanical connection as the orthogonal vector to the level set
of J in the cotangent fiber.
The horizontal-vertical decomposition of a vector (q, v) ∈ Tq Q is given by the

general prescription
v = horq v + verq v (3.3.10)
where
verq v = [A(q, v)]Q (q) and horq v = v − verq v.
In terms of T Q rather than T Q, we define a map ω : T ∗ Q → g by
∗
ω(q, p) = I(q)−1 J(q, p) (3.3.11)
i.e.,
ω a = Iab K ib pi , (3.3.12)
∗ −1
and, using a slight abuse of notation, a projection hor : T Q → J (0) by
hor(q, p) = p − AJ(q,p) (q) (3.3.13)
i.e.,
(hor(q, p))i = pi − gij K jb pk K ka Iab . (3.3.14)
This map hor in (3.3.13) will play a fundamental role in what follows. We also refer
to hor as the shifting map. This map will be used in the proof of the cotangent
bundle reduction theorem in §3.4; it is also an essential ingredient in the description
of a particle in a Yang-Mills field via the Kaluza-Klein construction, generalizing
the electromagnetic case in which p 7→ p − ec A. This aspect will be brought in later.
Example Let Q = G be a Lie group with symmetry group G itself, acting say on
the left. In this case, Aµ is independent of the Hamiltonian. Since Aµ (q) ∈ J −1 (µ),
it follows that Aµ is the right invariant one form whose value at the identity e is µ.
(This same one form Aµ was used in Marsden and Weinstein [1974].) ¨
The curvature curv A of the connection A is the covariant exterior deriva-

tive of A, defined to be the exterior derivative acting on the horizontal components.
The curvature may be regarded as a measure of the lack of integrability of the hor-
izontal subbundle. At q ∈ Q,
(curv A)(v, w) = dA(hor v, hor w) = −A([hor v, hor w]), (3.3.15)
where the Jacobi-Lie bracket is computed using extensions of v, w to vector fields.

The first equality in (3.3.9) is the definition and the second follows from the general
formula
dγ(X, Y ) = X[γ(Y )] − γ([X, Y ])
relating the exterior derivative of a one form and Lie brackets.
Taking the µ-component of (3.3.15), we get a 2-form hµ, curv Ai on Q given by
hµ, curv Ai(v, w) = − Aµ ([hor v, hor w])

= − Aµ ([v − A(v)Q , w − A(w)Q ])
= Aµ ([v, A(w)Q ] − Aµ ([w, A(v)Q ]
− Aµ ([v, w]) − hµ, [A(v), A(w)]i. (3.3.16)
In (3.3.16) we may choose v and w to be extended by G-invariance. Then

A(w)Q = ζQ for a fixed ζ, so [v, A(w)Q ] = 0, so we can replace this term by
v[Aµ (w)], which is also zero, noting that v[hµ, ξi] = 0, as hµ, ξi is constant. Thus, (3.3.16)
gives the Cartan structure equation:
hµ, curv Ai = dAµ − [A, A]µ (3.3.17)
where [A, A]µ (v, w) = hµ, [A(v), A(w)]i, the bracket being the Lie algebra bracket.
The amended potential Vµ is defined by
Vµ = H ◦ A µ ; (3.3.18)
this function also plays a crucial role in what follows. In coordinates,

1
Vµ (q) = V (q) + Iab (q)µa µb (3.3.19)
2
or, intrinsically
1
Vµ (q) = V (q) + hµ, I(q)−1 µi. (3.3.20)
2
3.4 The Geometry and Dynamics of Cotangent Bun-

dle Reduction
Given a symplectic G-system (P, Ω, G, J, H), in Chapter 2 we defined the reduced
space Pµ to be
Pµ = J−1 (µ)/Gµ , (3.4.1)
assuming µ is a regular value of J (or a weakly regular value) and that the Gµ
action is free and proper (or an appropriate slice theorem applies) so that the
quotient (3.4.1) is a manifold. The reduction theorem states that the symplectic
structure Ω on P naturally induces one on Pµ ; it is denoted Ωµ . Recall that Pµ ∼
= PO
where
PO = J−1 (O)/G
and O ⊂ g∗ is the coadjoint orbit through µ.
Next, map J−1 (O) → J−1 (0) by the map hor given in the last section. This
induces a map on the quotient spaces by equivariance; we denote it horO :
horO : J−1 (O)/G → J−1 (0)/G. (3.4.2)
Reduction at zero is simple: J−1 (0)/G is isomorphic with T ∗ (Q/G) by the following
identification: βq ∈ J−1 (0) satisfies hβq , ξQ (q)i = 0 for all ξ ∈ g, so we can regard
βq as a one form on T (Q/G).
As a set, the fiber of the map horO is identified with O. Therefore, we have real-
ized (T ∗ Q)O as a coadjoint orbit bundle over T ∗ (Q/G). The spaces are summarized
in Figure 3.4.1.
T ∗Q ⊂ J−1 (µ) ⊂ J−1 (O) ⊂ T ∗ Q
/Gµ /G πO
? ?
∗
(T Q)µ ∼
= ∗
(T Q)O
injection horµ horO surjection
? ?
T ∗ (Q/Gµ ) T ∗ (Q/G)
? ? ? ?
Q −→ Q/Gµ −→ Q/G ←− Q
Figure 3.4.1: Cotangent bundle reduction.
The Poisson bracket structure of the bundle horO as a synthesis of the Lie-
Poisson structure, the cotangent structure, the magnetic and interaction terms is
investigated in Montgomery, Marsden and Ratiu [1984] and Montgomery [1986].
For the symplectic structure, it is a little easier to use Pµ . Here, we restrict
the map hor to J−1 (µ) and quotient by Gµ to get a map of Pµ to J−1 (0)/Gµ . If
Jµ denotes the momentum map for Gµ , then J−1 (0)/Gµ embeds in J−1 ∼
µ (0)/Gµ =
T ∗ (Q/Gµ ). The resulting map horµ embeds Pµ into T ∗ (Q/Gµ ). This map is induced
by the shifting map:
pq 7→ pq − Aµ (q). (3.4.3)
The symplectic form on Pµ is obtained by restricting the form on T ∗ (Q/Gµ ) given
by
Ωcanonical − dAµ . (3.4.4)
The two form dAµ drops to a two form βµ on the quotient, so (3.4.4) defines the
symplectic structure of Pµ . We call βµ the magnetic term following the ideas
from §2.10 and the terminology of Abraham and Marsden [1978]. We also note that
on J−1 (µ) (and identifying vectors and covectors via FL), [A(v), A(w)] = [µ, µ] = 0,
so that the form βµ may also be regarded as the form induced by the µ-component
of the curvature. In the PO context, the distinction between dAµ and (curv α)µ
becomes important. We shall see this aspect in Chapter 4.
Two limiting cases are noteworthy. The first (that one can associate with Arnold
[1966]) is when Q = G in which case PO ∼ = O and the base is trivial in the PO →
T ∗ (Q/G) picture, while in the Pµ → T ∗ (Q/Gµ ) picture, the fiber is trivial and the
base space is Q/Gµ ∼ = O. Here the description of the orbit symplectic structure
induced by dαµ coincides with that given by Kirillov [1976].
The other limiting case (that one can associate with Smale [1970]) is when
G = Gµ ; for instance, this holds in the abelian case. Then
Pµ = PO = T ∗ (Q/G)
with symplectic form Ωcanonical − βµ .
Montgomery has given an interesting condition, generalizing this abelian case

and allowing non-free actions, which guarantees that Pµ is still a cotangent bundle.
This condition (besides technical assumptions guaranteeing the objects in question
are manifolds) is
dim g − dim gµ = 2(dim gQ − dim gµQ ) (3.4.5)
where gQ is the isotropy algebra of the G-action on Q (assuming gQ has constant di-
mension) and gµQ is that for Gµ . The result is that Pµ is identified with T ∗ (Qµ /Gµ ),
where Qµ is the projection of J−1 (µ) ⊂ T ∗ Q to Q under the cotangent bundle pro-
jection. (For free actions of G on Q, Qµ = Q.) The proof is a modification of the
one given above.
Note that the construction of Pµ requires only that the Gµ action be free;
then one gets Pµ embedded in T ∗ (Q/Gµ ). However, the bundle picture of PO →
T ∗ (Q/G) with fiber O requires G to act freely on Q, so Q/G is defined. If the
G-action is not free, one can either deal with singularities or use Montgomery’s
method above, replacing shape space Q/G with the modified shape space Qµ /G
(and drop (3.4.5)). For example, already in the Kepler problem in which G = SO(3)
acts on Q = R3 \{0}, the action of G on Q is not free; for µ 6= 0, Qµ is the plane
orthogonal to µ (minus {0}). On the other hand, Gµ = S 1 , the rotations about the
axis µ 6= 0, acts freely on J−1 (µ), so Pµ is defined. But Gµ does not act freely on
Q! Instead, Pµ is actually T ∗ (Qµ /Gµ ) = T ∗ (0, ∞), with the canonical cotangent
structure. The case µ = 0 is singular and is more interesting! (See Marsden [1981].)
Another context in which one can get interesting reduction results, both math-
ematically and physically, is that of semi-direct products (Marsden, Ratiu and We-
instein [1984a,b]). Here we consider a linear representation of G on a vector space
V . We form the semi-direct product S = G s V and look at its coadjoint orbit
Oµ,a through (µ, a) ∈ g∗ × V ∗ . The semi-direct product reduction theorem
says that Oµ,a is symplectomorphic with the reduced space obtained by reducing
T ∗ G at µa = µ|ga by the sub-group Ga (the isotropy for the action of G on V ∗ at
a ∈ V ∗ ). If Ga is abelian (the generic case) then abelian reduction gives
Oµ,a ∼
= T ∗ (G/Ga )
with the canonical plus magnetic structure. For example, the generic orbits in
SE(3) = SO(3) s R3 are cotangent bundles of spheres; but the orbit symplectic
structure has a non-trivial magnetic term — see Marsden and Ratiu [1994] for their
computation.
Semi-direct products come up in a variety of interesting physical situations,
such as the heavy rigid body, compressible fluids and MHD; we refer to Marsden,
Ratiu, and Weinstein [1984a,b] and Holm, Marsden, Ratiu, and Weinstein [1985]
for details.
For semidirect products, one has a useful result called reduction by stages.
Namely, one can reduce by S in two successive stages, first by V and then by G.
For example, for SE(3) one can reduce first by translations, and then by rotations,
and the result is the same as reducing by SE(3). For a general reduction by stages
result, see Marsden and Ratiu [1995].
Now we turn to the dynamics of cotangent bundle reduction. Given a symplectic

G-system, we get a reduced Hamiltonian system on Pµ ∼ = PO obtained by restricting
H to J−1 (µ) or J−1 (O) and then passing to the quotient. This produces the reduced
Hamiltonian function Hµ and thereby a Hamiltonian system on Pµ . The resulting
vector field is the one obtained by restricting and projecting the Hamiltonian vector
field XH on P . The resulting dynamical system XHµ on Pµ is called the reduced
Hamiltonian system.
Let us compute Hµ in each of the pictures Pµ and PO . In either case the shift
by the map hor is basic, so let us first compute the function on J−1 (0) given by
HAµ (q, p) = H(q, p + Aµ (q)). (3.4.6)
Indeed,
1
HAµ (q, p) = hhp + Aµ , p + Aµ iiq + V (q)
2
1 1
= kpk2q + hhp, Aµ iiq + kAµ k2q + V (q). (3.4.7)
2 2
If p = FL · v, then hhp, Aµ iiq = hAµ , vi = hµ, A(q, v)i = hµ, I(q)J(p)i = 0 since
J(p) = 0. Thus, on J−1 (0),
1
HAµ (q, p) = kpk2q + Vµ (q). (3.4.8)
2
In T ∗ (Q/Gµ ), we obtain Hµ by selecting any representative (q, p) of T ∗ (Q/Gµ )
in J−1 (0) ⊂ T ∗ Q, shifting it to J−1 (µ) by p 7→ p + Aµ (q) and then calculating H.
Thus, the above calculation (3.4.8) proves:
Proposition 3.4.1 The reduced Hamiltonian Hµ is the function obtained by re-

stricting to the affine symplectic subbundle Pµ ⊂ T ∗ (Q/Gµ ), the function
1
Hµ (q, p) = kpk2 + Vµ (q) (3.4.9)
2
defined on T ∗ (Q/Gµ ) with the symplectic structure
Ωµ = Ωcan − βµ (3.4.10)
where βµ is the two form on Q/Gµ obtained from dAµ on Q by passing to the
quotient. Here we use the quotient metric on Q/Gµ and identify Vµ with a function
on Q/Gµ .
Example If Q = G and the symmetry group is G itself, then the reduction con-
struction embeds Pµ ⊂ T ∗ (Q/Gµ ) as the zero section. In fact, Pµ is identified with
Q/Gµ ∼ = G/Gµ ∼= Oµ . ¨
To describe Hµ on J−1 (O)/G is easy abstractly; one just calculates H restricted

to J−1 (O) and passes to the quotient. More concretely, we choose an element
[(q, p)] ∈ T ∗ (Q/G), where we identify the representative with an element of J−1 (0).
We also choose an element ν ∈ O, a coadjoint orbit, and shift (q, p) 7→ (q, p+Aν (q))
to a point in J−1 (O). Thus, we get:
Proposition 3.4.2 Regarding Pµ ∼

= PO an an O-bundle over T ∗ (Q/G), the reduced
Hamiltonian is given by
1
HO (q, p, ν) = kpk2 + Vν (q)
2
where (q, p) is a representative in J−1 (0) of a point in T ∗ (Q/G) and where ν ∈ O.
The symplectic structure in this second picture was described abstractly above.
To describe it concretely in terms of T ∗ (Q/G) and O is more difficult; this problem
was solved by Montgomery, Marsden and Ratiu [1984]. We shall see some special
aspects of this structure when we separate internal and rotational modes in the next
chapters.
3.5 Examples
We next give some basic examples of the cotangent bundle reduction construction.
The examples will be the spherical pendulum, the double spherical pendulum, and
the water molecule. Of course many more examples can be given and we refer the
reader to the literature cited for a wealth of information. The ones we have chosen
are, we hope, simple enough to be of pedagogical value, yet interesting.
Example 1 The spherical pendulum Here, Q = S 2 with the standard metric

as a sphere of radius R in R3 , V is the gravitational potential for a mass m, and
G = S 1 acts on Q by rotations about the vertical axis. Relative to coordinates θ, ϕ
as in Figure 3.5.1, we have V (θ, ϕ) = −mgR cos θ.
z
y
ϕ
eθ
θ
eϕ
x
er
Figure 3.5.1: The configuration space of the spherical pendulum is the two sphere.
We claim that the mechanical connection A : T Q → R is given by

A(θ, ϕ, θ̇, ϕ̇) = ϕ̇. (3.5.1)
To see this, note that
ξQ (θ, ϕ) = (θ, ϕ, 0, ξ) (3.5.2)
since G = S 1 acts by rotations about the z-axis: (θ, ϕ) 7→ (θ, ϕ + ψ). The metric is
hh(θ, ϕ, θ̇1 , ϕ̇1 ), (θ, ϕ, θ̇2 , ϕ̇2 )ii = mR2 θ̇1 θ̇2 + mR2 sin2 θϕ̇1 ϕ̇2 , (3.5.3)
which is m times the standard inner product of the corresponding vectors in R3 .
The momentum map is the angular momentum about the z-axis:
J : T ∗ Q → R; J(θ, ϕ, pθ , pϕ ) = pϕ . (3.5.4)
The Legendre transformation is
pθ = mR2 θ̇, pϕ = (mR2 sin2 θ)ϕ̇ (3.5.5)
and the locked inertia tensor is
hI(θ, ϕ)η, ζi = hh(θ, ϕ, 0, η)(θ, ϕ, 0, ζ)ii = (mR2 sin2 θ)ηζ. (3.5.6)
Note that I(θ, ϕ) = m(R sin θ)2 is the (instantaneous) moment of inertia of the
mass m about the z-axis.
In this example, we identify Q/S 1 with the interval [0, π]; i.e., the θ-variable.
In fact, it is convenient to regard Q/S 1 as S 1 mod Z2 , where Z2 acts by reflection
θ 7→ −θ. This helps to understand the singularity in the quotient space.
For µ ∈ g∗ ∼ = R, the one form Aµ is given by (3.3.3) and (3.3.7) as
Aµ (θ, ϕ) = µdϕ. (3.5.7)
From (3.5.4), one sees directly that Aµ takes values in J−1 (µ). The shifting map is
given by (3.3.13):
hor(θ, ϕ, pθ , pϕ ) = (θ, ϕ, pθ , 0).
The curvature of the connection A is zero in this example. The amended potential
is
1 1 µ2
Vµ (θ) = V (θ, ϕ) + hµ, I(θ, ϕ)−1 µi = −mgR cos θ +
2 2 mR2 sin2 θ
and so the reduced Hamiltonian on T ∗ (S 1 /Z2 ) is
1 p2θ
Hµ (θ, pθ ) = + Vµ (θ). (3.5.8)
2 mR2
The reduced Hamiltonian equations are therefore
pθ
θ̇ = ,
mR2
and
cos θ µ2
ṗθ = −mgR sin θ + . (3.5.9)
sin3 θ mR2
Note that the extra term is singular at θ = 0. ¨
Example 2 The double spherical pendulum Consider the mechanical system

consisting of two coupled spherical pendula in a gravitational field (see Figure 3.5.2).
Let the position vectors of the individual pendula relative to their joints be
denoted q1 and q2 with fixed lengths l1 and l2 and with masses m1 and m2 . The
configuration space is Q = Sl21 × Sl22 , the product of spheres of radii l1 and l2
respectively. Since the “absolute” vector for the second pendulum is q1 + q2 , the
Lagrangian is
1 1
L(q1 , q2 , q̇1 , q̇2 ) = m1 kq̇1 k2 + m2 kq̇1 + q̇2 k2
2 2
− m1 gq1 · k − m2 g(q1 + q2 ) · k. (3.5.10)
q1
x
gravity m1
q2
m2
Figure 3.5.2: The configuration space for the double spherical pendulum consists of
two copies of the two sphere.
Note that (3.5.10) has the standard form of kinetic minus potential energy. We
identify the velocity vectors q̇1 and q̇2 with vectors perpendicular to q1 and q2 ,
respectively.
The conjugate momenta are
∂L
p1 = = m1 q̇1 + m2 (q̇1 + q̇2 ) (3.5.11)
∂ q̇1
and
∂L
p2 = = m2 (q̇1 + q̇2 ) (3.5.12)
∂ q̇2
regarded as vectors in R3 that are paired with vectors orthogonal to q1 and q2
respectively.
The Hamiltonian is therefore
1 1
H(q1 , q2 , p1 , p2 ) = kp1 − p2 k2 + kp2 k2
2m1 2m2
+ m1 gq1 · k + m2 g(q1 + q2 ) · k. (3.5.13)
The equations of motion are the Euler-Lagrange equations for L or, equivalently,
Hamilton’s equations for H. To write them out explicitly, it is easiest to coordinatize
Q. We will describe this process in §5.5.
Now let G = S 1 act on Q by simultaneous rotation about the z-axis. If Rθ is
the rotation by an angle θ, the action is
(q1 , q2 ) 7→ (Rθ q1 , Rθ q2 ).
The infinitesimal generator corresponding to the rotation vector ωk is given by

ω(k × q1 , k × q2 ) and so the momentum map is
hJ(q1 , q2 , p1 , p2 ), ωki = ω[p1 · (k × q1 ) + p2 · (k × q2 )]

= ωk · [q1 × p1 + q2 × p2 ]
i.e.,
J = k · [q1 × p1 + q2 × p2 ]. (3.5.14)
From (3.5.11) and (3.5.12),
J = k · [m1 q1 × q̇1 + m2 q1 × (q̇1 + q̇2 ) + m2 q2 × (q̇1 + q̇2 )]

= k · [m1 (q1 × q̇1 ) + m2 (q1 + q2 ) × (q̇1 + q̇2 )].
The locked inertia tensor is read off from the metric defining L in (3.5.10):
hI(q1 , q2 )ω1 k, ω2 ki = ω1 ω2 hh(k × q1 , k × q2 ), (k × q1 , k × q2 ii

= ω1 ω2 {m1 kk × q1 k2 + m2 kk × (q1 + q2 )k2 }.
Using the identity (k × r) · (k × s) = r · s − (k · r)(k · s), we get
I(q1 , q2 ) = m1 kq⊥ ⊥ 2
1 k + m2 k(q1 + q2 ) k ,
2
(3.5.15)
where kq⊥1 k = kq1 k − kq1 · kk is the square length of the projection of q1 onto
2 2 2
the xy-plane. Note that I is the moment of inertia of the system about the k-axis.
The mechanical connection is given by (3.3.3):
A(q1 , q2 , v1 , v2 ) = I−1 J(m1 v1 + m2 (v1 + v2 ), m2 (v1 + v2 ))

= I−1 (k · [m1 q1 × v1 + m2 (q1 + q2 ) × (v1 + v2 )])
k · [m1 q1 × v1 + m2 (q1 + q2 ) × (v1 + v2 )]
= .
m1 kq⊥ ⊥ 2
1 k + m2 k(q1 + q2 ) k
2
Identifying this linear function of (v1 , v2 ) with a function taking values in R3 × R3

gives
1
A(q1 , q2 ) = × (3.5.16)
m1 kq⊥
1k
2 + m2 k(q1 + q2 )⊥ k2
[k × ((m1 + m2 )q⊥ ⊥ ⊥
1 + m2 q2 ), k × m2 (q1 + q2 ) ].
A short calculation shows that J(α(q1 , q2 )) = 1, as it should. Also, from (3.5.16),

and (3.3.20),
Vµ (q1 , q2 ) = m1 gq1 · k + m2 g(q1 + q2 ) · k

1 µ2
+ . (3.5.17)
2 m1 kq⊥ ⊥ 2
1 k + m2 k(q1 + q2 ) k
2
The reduced space is T ∗ (Q/S 1 ), which is 6-dimensional and it carries a nontrivial

magnetic term obtained by taking the differential of (3.5.16). ¨
Example 3 The water (or ozone) molecule We now compute the locked inertia
tensor, the mechanical connection and the amended potential for this example at
symmetric states. Since I(q) : g → g∗ satisfies
hI(q)η, ξi = hhηQ (q), ξQ (q)ii
where hh , ii is the kinetic energy metric coming from the Lagrangian, I(r, s) is the
3 × 3 matrix determined by
hI(r, s)η, ξi = hh(η × r, η × s), (ξ × r, ξ × s)ii.
From our expression for the Lagrangian, we get the kinetic energy metric
m
hh(u1 , u2 ), (v1 , v2 )ii = (u1 · v1 ) + 2M m(u2 · v2 ).
2
Thus,
hI(r, s)η, ξi = hh(η × r, η × s), (ξ × r, ξ × s)ii

m
= (η × r) · (ξ × r) + 2M m(η × s) · (ξ × s)
2
m
= ξ · [r × (η × r)] + 2M mξ · [s × (η × s)]
2
and so
m
I(r, s)η = r × (η × r) + 2M ms × (η × s)
2
m
= [ηkrk2 − r(r · η)] + 2M m[ηksk2 − s(s · η)]
2
hm i hm i
= krk2 + 2M mksk2 η − r(r · η) + 2M ms(s · η) .
2 2
Therefore,
hm i hm i
I(r, s) = krk2 + 2M mksk2 Id − r ⊗ r + 2M ms ⊗ s , (3.5.18)
2 2
where Id is the identity. To form the mechanical connection we need to invert I(r, s).
To do so, one has to solve
hm i hm i
krk2 + 2M mksk2 η − r(r · η) + 2M ms(s · η) = u (3.5.19)
2 2
for η.
An especially easy case (that is perhaps also the most interesting), is the case
of symmetric molecules when r and s are orthogonal. Write η in the corresponding
orthogonal basis as:
η = ar + bs + c(r × s). (3.5.20)
Taking the dot product of (3.5.19) with r, s and r × s respectively, we find
u·r 2u · s u · (r × s)
a= , b= , c= (3.5.21)
2M mkrk2 ksk2 mkrk2 ksk2 γkrk2 ksk2
where
m
γ = γ(r, s) =krk2 + 2M mksk2 .
2
With r = krk and s = ksk, we arrive at
1 m 4M m
I(r, s)−1 = Id + r⊗r+ s⊗s
γ 4M ms2 γ mr2 γ
· ¸
1 1 4M
= Id + r ⊗ r + s ⊗ s (3.5.22)
γ 4M s2 r2
We state the general case. Let s⊥ be the projection of s along the line perpendicular
s·r
to r, so s = s⊥ + 2 r. Then
r
I(r, s)−1 u = η, (3.5.23)
where
η = ar + bs⊥ + cr × s⊥
and
δu · r + βu · s⊥ βu · r + αu · s⊥ u · (r × s⊥ )
a= , b = , c =
αδ − β 2 αδ − β 2 γrs⊥
and
1
α = γr2 − mr4 − 2M m(s · r)2 , β = 2M m(s⊥ )2 s · r, δ = γr2 − 2M m(s⊥ )4 .
2
The mechanical connection, defined in general by
A : T Q → g; A(vq ) = I(q)−1 J(FL(vq ))
gives the “overall” angular velocity of the system. For us, let (r, s, ṙ, ṡ) be a tangent
vector and (r, s, π, σ) the corresponding momenta given by the Legendre transform.
Then, A is determined by
I·A=r×π+s×σ
or,
hm i hm i
krk2 + 2M mksk2 A − r(r · A) + 2M ms(s · A) = r × π + s × σ.
2 2
The formula for A is especially simple for symmetric molecules, when r ⊥ s. Then
one finds:
ṡ · n ṙ · n 1 nm o
A= r̂ − ŝ + krk2 s · ṙ − 2M mksk2 r · ṡ n (3.5.24)
ksk krk γkrkksk 2
where r̂ = r/krk, ŝ = s/ksk and n = (r × s)/krkksk. The formula for a general r

and s is a bit more complicated, requiring the general formula (3.5.23) for I(r, s)−1 .
Fix a total angular momentum vector µ and let hAµ (q), vq i = hµ, A(vq )i, so
Aµ (q) ∈ T ∗ Q. For example, using A above (for symmetric molecules), we get
· ¸
1 m 2M m
Aµ = (µ × r) − (s · µ)(r × s) dr
γ 2 r2
1h m i
+ 2M m(µ × s) + 2 (r · µ)(r × s) ds.
γ 2s
The momentum Aµ has the property that J(Aµ ) = µ, as may be checked. The
amended potential is then
Vµ (r, s) = H(Aµ (r, s)).
Notice that for the water molecule, the reduced bundle (T ∗ Q)µ → T ∗ S is an S 2 bun-
dle over shape space. The sphere represents the effective “body angular momentum
variable”. ¨
Iwai [1987c, 1990a] has given nice formulas for the curvature of the mechanical
connection using a better choice of variables than Jacobi coordinates and Hsiang and
Montgomery [1995] have given a related phase formula for the three body problem.
3.6 Lagrangian Reduction and the Routhian

So far we have concentrated on the theory of reduction for Hamiltonian systems.
There is a similar procedure for Lagrangian systems, although it is not so well
known. The abelian version of this was known to Routh by around 1860 and this is
reported in the book of Arnold [1988]. However, that procedure has some difficulties
— it is coordinate dependent, and does not apply when the magnetic term is not
exact. The procedure developed here (from Marsden and Scheurle [1993a]) avoids
these difficulties and extends the method to the nonabelian case. We do this by
including conservative gyroscopic forces into the variational principle in the sense
of Lagrange and d’Alembert. One uses a Dirac constraint construction to include
the cases in which the reduced space is not a tangent bundle (but it is a Dirac
constraint set inside one). Some of the ideas of this section are already found in
Cendra, Ibort and Marsden [1987]. The nonabelian case is well illustrated by the
rigid body.
Given µ ∈ g∗ , define the Routhian Rµ : T Q → R by:
Rµ (q, v) = L(q, v) − hA(q, v), µi (3.6.1)
where A is the mechanical connection. Notice that the Routhian has the form of a
Lagrangian with a gyroscopic term; see Bloch, Krishnaprasad, Marsden and Sánchez
[1992] and Krishnaprasad and Wang [1992] for information on the use of gyroscopic
systems in control theory. One can regard Rµ as a partial Legendre transform of
L, changing the angular velocity A(q, v) to the angular momentum µ. We will see
this explicitly in coordinate calculations below.
A basic observation about the Routhian is that solutions of the Euler-Lagrange
equations for L can be regarded as solutions of the Euler-Lagrange equations for the
Routhian, with the addition of “magnetic forces”. To understand this statement,

recall that we define the magnetic two form β to be
β = dAµ , (3.6.2)
a two form on Q (that drops to Q/Gµ ). In coordinates,
∂Aj ∂Ai
βij = i
− ,
∂q ∂q j
where we write Aµ = Ai dq i and

X
β= βij dq i ∧ dq j . (3.6.3)
i<j
We say that q(t) satisfies the Euler-Lagrange equations for a Lagrangian L with the
magnetic term β provided that the associated variational principle in the sense of
Lagrange and d’Alembert is satisfied:
Z b Z b
δ L(q(t), q̇)dt = iq̇ β, (3.6.4)
a a
where the variations are over curves in Q with fixed endpoints and where iq̇ denotes
the interior product by q̇. This condition is equivalent to the coordinate condition
stating that the Euler-Lagrange equations with gyroscopic forcing are satisfied:
d ∂L ∂L
− i = q̇ j βij . (3.6.5)
dt ∂ q̇ i ∂q
Proposition 3.6.1 A curve q(t) in Q whose tangent vector has momentum J(q, q̇) =
µ is a solution of the Euler-Lagrange equations for the Lagrangian L iff it is a so-
lution of the Euler-Lagrange equations for the Routhian Rµ with gyroscopic forcing
given by β.
Proof Let p denote the momentum conjugate to q for the Lagrangian L (so that
in coordinates, pi = gij q̇ j ) and let p be the corresponding conjugate momentum for
the Routhian. Clearly, p and p are related by the momentum shift p = p − Aµ .
Thus by the chain rule,
d d
p = p − T Aµ · q̇,
dt dt
or in coordinates,
d d ∂Ai j
p i = pi − q̇ . (3.6.6)
dt dt ∂q j
Likewise, Dq Rµ = Dq L − Dq hA(q, v), µi or in coordinates,
∂Rµ ∂L ∂Aj j
i
= i− q̇ . (3.6.7)
∂q ∂q ∂q i
Subtracting these expressions, one finds (in coordinates, for convenience):

µ ¶
d ∂Rµ ∂Rµ d ∂L ∂L ∂Aj ∂Ai
− = − i+ − q̇ j
dt ∂ q̇ i ∂q i dt ∂ q̇ i ∂q ∂q i ∂q j
d ∂L ∂L
= − i + βij q̇ j , (3.6.8)
dt ∂ q̇ i ∂q
which proves the result. ¥
Proposition 3.6.2 For all (q, v) ∈ T Q and µ ∈ g∗ we have

µ ¶
1 1
Rµ = khor(q, v)k2 + hJ(q, v) − µ, ξi − V + hI(q)ξ, ξi (3.6.9)
2 2
where ξ = A(q, v).
Proof Use the definition hor = v − ξQ (q, v) and expand the square using the
definition of J. ¥
Before describing the Lagrangian reduction procedure, we relate our Routhian

with the classical one. If one has an abelian group G and can identify the symmetry
group with a set of cyclic coordinates, then there is a simple formula that relates
µ
Rµ to the “classical” Routhian Rclass . In this case, we assume that G is the torus
T k (or a torus cross Euclidean space) and acts on Q by q α 7→ q α , α = 1, · · · , m
and θa 7→ θa + ϕa , a = 1, · · · , k with ϕa ∈ [0, 2π), where q 1 , · · · , q m , θ1 , · · · , θk are
suitably chosen (local) coordinates on Q. Then G-invariance that the Lagrangian
L = L(q, q̇, θ̇) does not explicitly depend on the variables θa , i.e., these variables
are cyclic. Moreover, the infinitesimal generator ξQ of ξ = (ξ 1 , · · · , ξ k ) ∈ g on Q
is given by ξQ = (0, · · · , 0, ξ 1 , · · · , ξ k ), and the momentum map J has components
given by Ja = ∂L/∂ θ̇a , i.e.,
Ja (q, q̇, θ̇) = gαa (q)q̇ α + gba (q)θ̇b . (3.6.10)
Given µ ∈ g∗ , the classical Routhian is defined by taking a Legendre transform

in the θ variables:
µ
Rclass (q, q̇) = [L(q, q̇, θ̇) − µa θ̇a ]|θ̇a =θ̇a (q,q̇) , (3.6.11)
where
θ̇a (q, q̇) = [µc − gαc (q)q̇ α ]Ica (q) (3.6.12)
is the unique solution of Ja (q, q̇, θ̇) = µa with respect to θ̇a .
µ
Proposition 3.6.3 Rclass = Rµ + µc gαa q̇ α Ica .
Proof In the present coordinates we have

1 1
L= gαβ (q)q̇ α q̇ β + gαa (q)q̇ α θ̇a + gab (q)θ̇a θ̇b − V (q, θ) (3.6.13)
2 2
and
Aµ = µa dθa + gbα µa Iab dq α . (3.6.14)
By (3.3.14), and the preceding equation, we get
khor(q,θ) (q̇, θ̇)k2 = gαβ (q)q̇ α q̇ β − gαa (q)gbγ (q)q̇ α q̇ γ Iab (q). (3.6.15)
Using this and the identity (Iab ) = (gab )−1 , the proposition follows from the defini-
µ
tions of Rµ and Rclass by a straightforward algebraic computation. ¥
As Routh showed, and is readily checked, in the context of cyclic variables,

the Euler-Lagrange equations (with solutions lying in a given level set Ja = µa )
are equivalent to the Euler-Lagrange equations for the classical Routhian. As we
mentioned, to generalize this, we reformulate it somewhat.
The reduction procedure is to drop the variational principle (3.6.4) to the quo-
tient space Q/Gµ , with L = Rµ . In this principle, the variation of the integral
of Rµ is taken over curves satisfying the fixed endpoint condition; this variational
principle therefore holds in particular if the curves are also constrained to satisfy the
condition J(q, v) = µ. Then we find that the variation of the function Rµ restricted
to the level set of J satisfies the variational condition. The restriction of Rµ to the
level set equals
1
Rµ = khor(q, v)k2 − Vµ . (3.6.16)
2
In this constrained variational principle, the endpoint conditions can be relaxed
to the condition that the ends lie on orbits rather than be fixed. This is because
the kinetic part now just involves the horizontal part of the velocity, and so the
endpoint conditions in the variational principle, which involve the contraction of the
momentum p with the variation of the configuration variable δq, vanish if δq = ζQ (q)
for some ζ ∈ g, i.e., if the variation is tangent to the orbit. The condition that (q, v)
be in the µ level set of J means that the momentum p vanishes when contracted
with an infinitesimal generator on Q.
We note, for correlation with Chapter 7, that the term 12 khor(q, v)k2 is called the
Wong kinetic term and that it is closely related to the Kaluza-Klein construction.
From (3.6.16), we see that the function Rµ restricted to the level set defines a
function on the quotient space T (Q/Gµ ) — that is, it factors through the tangent of
the projection map τµ : Q → Q/Gµ . The variational principle also drops, therefore,
since the curves that join orbits correspond to those that have fixed endpoints on
the base. Note, also, that the magnetic term defines a well-defined two form on the
quotient as well, as is known from the Hamiltonian case, even though αµ does not
drop to the quotient in general. We have proved:
Proposition 3.6.4 If q(t) satisfies the Euler-Lagrange equations for L with J(q, q̇) =
µ, then the induced curve on Q/Gµ satisfies the reduced Lagrangian variational
principle; that is, the variational principle of Lagrange and d’Alembert on Q/Gµ
with magnetic term β and the Routhian dropped to T (Q/Gµ ).
In the special case of a torus action, i.e., with cyclic variables, this reduced
variational principle is equivalent to the Euler-Lagrange equations for the classical
Routhian, which agrees with the classical procedure of Routh.
For the rigid body, we get a variational principle for curves on the momentum
sphere — here Q/Gµ ∼ = S 2 . For it to be well defined, it is essential that one uses
the variational principle in the sense of Lagrange and d’Alembert, and not in the
naive sense of the Lagrange-Hamilton principle. In this case, one checks that the
dropped Routhian is just (up to a sign) the kinetic energy of the body in body
coordinates. The principle then says that the variation of the kinetic energy over
curves with fixed points on the two sphere equals the integral of the magnetic term
(in this case a factor times the area element) contracted with the tangent to the
curve. One can check that this is correct by a direct verification. (If one wants
a variational principle in the usual sense, then one can do this by introduction of
“Clebsch variables”, as in Marsden and Weinstein [1983] and Cendra and Marsden
[1987].)
The rigid body also shows that the reduced variational principle given by Propo-
sition 3.6.4 in general is degenerate. This can be seen in two essentially equivalent
ways; first, the projection of the constraint J = µ can produce a nontrivial condi-
tion in T (Q/Gµ ) — corresponding to the embedding as a symplectic subbundle of
Pµ in T ∗ (Q/Gµ ). For the case of the rigid body, the subbundle is the zero section,
and the symplectic form is all magnetic (i.e., all coadjoint orbit structure). The
second way to view it is that the kinetic part of the induced Lagrangian is degen-
erate in the sense of Dirac, and so one has to cut it down to a smaller space to
get well defined dynamics. In this case, one cuts down the metric corresponding
to its degeneracy, and this is, coincidentally, the same cutting down as one gets by
imposing the constraint coming from the image of J = µ in the set T (Q/Gµ ). Of
course, this reduced variational principle in the Routhian context is consistent with
the variational principle for the Euler-Poincaré equations discussed in §2.6.
For the rigid body, and more generally, for T ∗ G, the one form αµ is independent
of the Lagrangian, or Hamiltonian. It is in fact, the right invariant one form on G
equaling µ at the identity, the same form used by Marsden and Weinstein [1974]
in the identification of the reduced space. Moreover, the system obtained by the
Lagrangian reduction procedure above is “already Hamiltonian”; in this case, the
reduced symplectic structure is “all magnetic”.
There is a well defined reconstruction procedure for these systems. One can
horizontally lift a curve in Q/Gµ to a curve d(t) in Q (which therefore has zero
angular momentum) and then one acts on it by a time dependent group element
solving the equation
ġ(t) = g(t)ξ(t)
where ξ(t) = α(d(t)), as in the theory of geometric phases — see Chapter 6 and
Marsden, Montgomery and Ratiu [1990].
In general, one arrives at the reduced Hamiltonian description on Pµ ⊂ T ∗ (Q/Gµ )
with the amended potential by performing a Legendre transform in the non-degenerate
variables; i.e., the fiber variables corresponding to the fibers of Pµ ⊂ T ∗ (Q/Gµ ).
For example, for abelian groups, one would perform a Legendre transformation in
all the variables.
Remarks
1. This formulation of Lagrangian reduction is useful for certain nonholonomic

constraints (such as a nonuniform rigid body with a spherical shape rolling
on a table); see Krishnaprasad, Yang, and Dayawansa [1991], and Bloch,
Krishnaprasad, Marsden and Murray [1994].
2. If one prefers, one can get a reduced Lagrangian description in the angular
velocity rather than the angular momentum variables. In this approach, one
keeps the relation ξ = α(q, v) unspecified till near the end. In this scenario,
one starts by enlarging the space Q to Q×G (motivated by having a rotating
frame in addition to the rotating structure, as in §3.7 below) and one adds
to the given Lagrangian, the rotational energy for the G variables using the
locked inertia tensor to form the kinetic energy — the motion on G is thus
dependent on that on Q. In this description, one has ξ as an independent
velocity variable and µ is its legendre transform. The Routhian is then seen
already to be a Legendre transformation in the ξ and µ variables. One can
delay making this Legendre transformation to the end, when the “locking
device” that locks the motion on G to be that induced by the motion on Q
by imposition of ξ = A(q, v) and ξ = I(q)−1 µ or J(q, v) = µ. ¨
3.7 The Reduced Euler-Lagrange Equations

As we have mentioned, the Lie-Poisson and Euler-Poincaré equations occur for many
systems besides the rigid body equations. They include the equations of fluid and
plasma dynamics, for example. For many other systems, such as a rotating molecule
or a spacecraft with movable internal parts, one can use a combination of equations
of Euler-Poincaré type and Euler-Lagrange type. Indeed, on the Hamiltonian side,
this process has undergone development for quite some time, and is discussed briefly
below. On the Lagrangian side, this process is also very interesting, and has been
recently developed by, amongst others, Marsden and Scheurle [1993a,b]. The gen-
eral problem is to drop Euler-Lagrange equations and variational principles from a
general velocity phase space T Q to the quotient T Q/G by a Lie group action of G
on Q. If L is a G-invariant Lagrangian on T Q, it induces a reduced Lagrangian l
on T Q/G.
An important ingredient in this work is to introduce a connection A on the
principal bundle Q → S = Q/G, assuming that this quotient is nonsingular. For
example, the mechanical connection may be chosen for A. This connection allows
one to split the variables into a horizontal and vertical part.
We let xα , also called “internal variables”, be coordinates for shape space Q/G,
a
η be coordinates for the Lie algebra g relative to a chosen basis, l be the Lagrangian
regarded as a function of the variables xα , ẋα , η a , and let Cdb
a
be the structure
constants of the Lie algebra g of G.
If one writes the Euler-Lagrange equations on T Q in a local principal bundle
trivialization, using the coordinates xα introduced on the base and η a in the fiber,
then one gets the following system of Hamel equations
d ∂l ∂l
− α = 0 (3.7.1)
dt ∂ ẋα ∂x
d ∂l ∂l a d
b
− a Cdb η = 0. (3.7.2)
dt ∂η ∂η
However, this representation of the equations does not make global intrinsic sense
(unless Q → S admits a global flat connection) and the variables may not be
the best ones for other issues in mechanics, such as stability. The introduction of
a connection allows one to intrinsically and globally split the original variational
principle relative to horizontal and vertical variations. One gets from one form to
the other by means of the velocity shift given by replacing η by the vertical part
relative to the connection:
ξ a = Aaα ẋα + η a .
Here, Adα are the local coordinates of the connection A. This change of coordinates
is well motivated from the mechanical point of view. Indeed, the variables ξ have
the interpretation of the locked angular velocity and they often complete the square
in the kinetic energy expression, thus, helping to bring it to diagonal form. The
resulting reduced Euler-Lagrange equations are:
d ∂l ∂l ∂l ¡ a β ¢
− α = Bαβ ẋ + Bαda d
ξ (3.7.3)
dt ∂ ẋα ∂x ∂ξ a
d ∂l ∂l
= (B a ẋα + Cdb
a d
ξ ). (3.7.4)
dt ∂ξ b ∂ξ a αb
In these equations, Bαβ a

are the coordinates of the curvature B of A, Bαd
a a
= Cbd Abα
and Bdαa
= −Bαda
.
It is interesting to note that the matrix
" #
Bαβ
a
Bαd
a
Bαd
a a
Cbd
is itself the curvature of the connection regarded as residing on the bundle T Q →

T Q/G.
The variables ξ a may be regarded as the rigid part of the variables on the origi-
nal configuration space, while xα are the internal variables. As in Simo, Lewis and
Marsden [1991], the division of variables into internal and rigid parts has deep impli-
cations for both stability theory and for bifurcation theory, again, continuing along
lines developed originally by Riemann, Poincaré and others. The main way this new
insight is achieved is through a careful split of the variables, using the (mechanical)
connection as one of the main ingredients. This split puts the second variation
of the augmented Hamiltonian at a relative equilibrium as well as the symplectic
form into “normal form”. It is somewhat remarkable that they are simultaneously
put into a simple form. This link helps considerably with an eigenvalue analysis of
the linearized equations, and in Hamiltonian bifurcation theory — see for example,
Bloch, Krishnaprasad, Marsden and Ratiu [1993a].
As we have seen, a key result in Hamiltonian reduction theory says that the
reduction of a cotangent bundle T ∗ Q by a symmetry group G is a bundle over T ∗ S,
where S = Q/G is shape space, and where the fiber is either g∗ , the dual of the Lie
algebra of G, or is a coadjoint orbit, depending on whether one is doing Poisson or

symplectic reduction. The reduced Euler-Lagrange equations give the analogue of
this structure on the tangent bundle.
Remarkably, Equations (3.7.3) are formally identical to the equations for a me-
chanical system with classical nonholonomic velocity constraints (see Neimark and
Fufaev [1972] and Koiller [1992]). The connection chosen in that case is the one-form
that determines the constraints. This link is made precise in Bloch, Krishnaprasad,
Marsden and Murray [1994]. In addition, this structure appears in several con-
trol problems, especially the problem of stabilizing controls considered by Bloch,
Krishnaprasad, Marsden and Sánchez [1992].
For systems with a momentum map J constrained to a specific value µ, the
key to the construction of a reduced Lagrangian system is the modification of the
Lagrangian L to the Routhian Rµ , which is obtained from the Lagrangian by sub-
tracting off the mechanical connection paired with the constraining value µ of the
momentum map. On the other hand, a basic ingredient needed for the reduced
Euler-Lagrange equations is a velocity shift in the Lagrangian, the shift being de-
termined by the connection, so this velocity shifted Lagrangian plays the role that
the Routhian does in the constrained theory.
3.8 Coupling to a Lie group

The following results are useful in the theory of coupling flexible structures to rigid
bodies; see Krishnaprasad and Marsden [1987] and Simo, Posbergh and Marsden
[1990].
Let G be a Lie group acting by canonical (Poisson) transformations on a Poisson
manifold P . Define φ : T ∗ G × P → g∗ × P by
φ(αg , x) = (T L∗g · αg , g −1 · x) (3.8.1)
where g −1 · x denotes the action of g −1 on x ∈ P . For example, if G = SO(3) and

αg is a momentum variable which is given in coordinates on T ∗ SO(3) by the mo-
mentum variables pφ , pθ , pϕ conjugate to the Euler angles φ, θ, ϕ, then the mapping
φ transforms αg to body representation and transforms x ∈ P to g −1 · x, which
represents x relative to the body.
For F, K : g∗ × P → R, let {F, K}− stand for the minus Lie-Poisson bracket
holding the P variable fixed and let {F, K}P stand for the Poisson bracket on P
with the variable µ ∈ g∗ held fixed.
Endow g∗ × P with the following bracket:
µ ¶ µ ¶
δK δF
{F, K} = {F, K}− + {F, K}P − dx F · + dx K · (3.8.2)
δµ P δµ P
where dx F means the differential of F with respect to x ∈ P and the evaluation
point (µ, x) has been suppressed.
Proposition 3.8.1 The bracket (3.8.2) makes g∗ × P into a Poisson manifold and
φ : T ∗ G × P → g∗ × P is a Poisson map, where the Poisson structure on T ∗ G × P is
given by the sum of the canonical bracket on T ∗ G and the bracket on P . Moreover,
φ is G invariant and induces a Poisson diffeomorphism of (T ∗ G×P )/G with g∗ ×P .
Proof For F, K : g∗ × P → R, let F̄ = F ◦ φ and K̄ = K ◦ φ. Then we want to

show that {F̄ , K̄}T ∗ G + {F̄ , K̄}P = {F, K} ◦ φ. This will show φ is canonical. Since
it is easy to check that φ is G invariant and gives a diffeomorphism of (T ∗ G × P )/G
with g∗ × P , it follows that (3.8.2) represents the reduced bracket and so defines a
Poisson structure.
To prove our claim, write φ = φG × φP . Since φG does not depend on x and the
group action is assumed canonical, {F̄ , K̄}P = {F, K}P ◦ φ. For the T ∗ G bracket,
note that since φG is a Poisson map of T ∗ G to g∗− , the terms involving φG will
be {F, K}− ◦ φ. The terms involving φP (αg , x) = g −1 · x are given most easily by
noting that the bracket of a function S of g with a function L of αg is
δL
dg S ·
δαg
where δL/δαg means the fiber derivative of L regarded as a vector at g. This is

paired with the covector dg S.
Letting Ψx (g) = g −1 · x, we find by use of the chain rule that missing terms in
the bracket are
δK δF
dx F · T Ψx · − dx K · T Ψx · .
δµ δµ
µ ¶
δK δK
However, T Ψx · =− ◦ Ψx , so the preceding expression reduces to the
δµ δµ P
last two terms in Equation (3.8.2). ¥
Suppose that the action of G on P has an Ad∗ equivariant momentum map

J : P → g∗ . Consider the map α : g∗ × P → g∗ × P given by
α(µ, x) = (µ + J(x), x). (3.8.3)
Let the bracket { , }0 on g∗ × P be defined by
{F, K}0 = {F, K}− + {F, K}P . (3.8.4)
Thus { , }0 is (3.8.2) with the coupling or interaction terms dropped. We claim that
the map α eliminates the coupling:
Proposition 3.8.2 The mapping α : (g∗ × P, { , }) → (g∗ × P, { , }0 ) is a Poisson

diffeomorphism.
Proof For F, K : g∗ × P → R, let F̂ = F ◦ α and K̂ = K ◦ α. Letting ν = µ + J(x),

and dropping evaluation points, we conclude that
¿ À
δ F̂ δF δF
= and dx F̂ = , dx J + dx F.
δµ δν δν
Substituting into the bracket (3.8.2), we get

¿ · ¸À
δF δK
{F̂ , K̂} = − µ, , + {F, K}P
δν δν
½¿ À ¿ À¾
δF δK
+ , dx J , , dx J
δν δν
½¿ À ¾ ½ P ¿ À¾
δF δK
+ , dx J , dx K + dx F, , dx J
δν δν
¿ µ ¶ ÀP µ ¶ P
δF δK δK
− , dx J · − dx F ·
δν δν P δν P
¿ µ ¶ À µ ¶
δK δF δF
+ , dx J · + dx K · . (3.8.5)
δν δν P δν P
Here, {dx F, hδK/δν, dx Ji}P means the pairing of dx F with the Hamiltonian vector
field associated with the one form hδK/δν, dx Ji, which is (δK/δν)P , by definition
of the momentum map. Thus the corresponding four terms in (3.8.5) cancel. Let
us consider the remaining terms. First of all, we consider
½¿ À ¿ À¾
δF δK
, dx J , , dx J . (3.8.6)
δν δν P
Since J is equivariant, it is a Poisson map to g∗+ . Thus, (3.8.6) becomes hJ, [δF/δν, δK/δν]i.
Similarly each of the terms
¿ µ ¶ À ¿ µ ¶ À
δF δK δK δF
− , dx J · and , dx J ·
δν δν P δν δν P
equal − hJ, [δF/δν, δK/δν]i, and therefore these three terms collapse to − hJ, [δF/δν, δK/δν]i
which combines with − hµ, [δF/δν, δK/δν]i to produce the expression − hν, [δF/δν, δK/δν]i =
{F, K}− . Thus, (3.8.5) collapses to (3.8.4). ¥
Remark This result is analogous to the isomorphism between the “Sternberg” and
“Weinstein” representations of a reduced principal bundle. See Sternberg [1977],
Weinstein [1978], Montgomery, Marsden and Ratiu [1984] and Montgomery [1984].
Corollary 3.8.3 Suppose C(ν) is a Casimir function on g∗ . Then
C(µ, x) = C(µ + J(x))
is a Casimir function on g∗ × P for the bracket (3.8.2).
We conclude this section with some consequences. The first is a connection with
semi-direct products. Namely, we notice that if h is another Lie algebra and G acts
on h, we can reduce T ∗ G × h∗ by G.
Corollary 3.8.4 Giving T ∗ G × h∗ the sum of the canonical and the minus Lie-
Poisson structure on h∗ , the reduced space (T ∗ G × h∗ )/G is g∗ × h∗ with the bracket
µ ¶ µ ¶
δK δF
{F, K} = {F, K}g∗ + {F, K}h∗ − dν F · + dν K · (3.8.7)
δµ h∗ δµ h∗
where (µ, ν) ∈ g∗ × h∗ , which is the Lie-Poisson bracket for the semidirect product
g s h.
Here is another consequence which reproduces the symplectic form on T ∗ G writ-

ten in body coordinates (Abraham and Marsden [1978, p. 315]). We phrase the
result in terms of brackets.
Corollary 3.8.5 The map of T ∗ G to g∗ × G given by αg 7→ (T L∗g αg , g) maps the

canonical bracket to the following bracket on g∗ × G:
δK δF
{F, K} = {F, K}− + dg F · T Lg − dg K · T Lg (3.8.8)
δµ δµ
where µ ∈ g∗ and g ∈ G.
Proof For F : g∗ × G → R, let F̄ (αg ) = F (µ, g) where µ = T L∗g αg . The canonical

bracket of F̄ and K̄ will give the (−) Lie-Poisson structure via the µ dependence.
The remaining terms are
¿ À ¿ À
δ K̄ δ F̄
dg F̄ , − dg K̄, ,
δp δp
where δ F̄ /δp means the fiber derivative of F̄ regarded as a vector field and dg K̄
means the derivative holding µ fixed. Using the chain rule, one gets (3.8.8). ¥
In the same spirit, one gets the next corollary by using the previous corollary
twice.
Corollary 3.8.6 The reduced Poisson space (T ∗ G × T ∗ G)/G is identifiable with

the Poisson manifold g∗ × g∗ × G, with the Poisson bracket
{F, K}(µ1 , µ2 , g) = {F, K}−

µ1 + {F, K}µ2
−
δK δF
− dg F · T Rg · + dg K · T Rg ·
δµ1 δµ1
δK δF
+ dg F · T Lg · − dg K · T Lg · (3.8.9)
δµ2 δµ2
where {F, K}− µ1 is the minus Lie-Poisson bracket with respect to the first variable
µ1 , and similarly for {F, K}−
µ2 .
Chapter 4
Relative Equilibria
In this chapter we give a variety of equivalent variational characterizations of relative

equilibria. Most of these are well known, going back in the mid to late 1800’s to
Liouville, Laplace, Jacobi, Tait and Thomson, and Poincaré, continuing to more
recent times in Smale [1970] and Abraham and Marsden [1978]. Our purpose is to
assemble these conveniently and to set the stage for the energy-momentum method
in the next chapter. We begin with relative equilibria in the context of symplectic
G-spaces and then later pass to the setting of simple mechanical systems.
4.1 Relative Equilibria on Symplectic Manifolds

Let (P, Ω, G, J, H) be a symplectic G-space.
Definition 4.1.1 A point ze ∈ P is called a relative equilibrium if
XH (ze ) ∈ Tze (G · ze )
i.e., if the Hamiltonian vector field at ze points in the direction of the group orbit
through ze .
Theorem 4.1.2 (Relative Equilibrium Theorem) Let ze ∈ P and let ze (t) be

the dynamic orbit of XH with ze (0) = ze and let µ = J(ze ). The following assertions
are equivalent:
i ze is a relative equilibrium
ii ze (t) ∈ Gµ · ze ⊂ G · ze
iii there is a ξ ∈ g such that ze (t) = exp(tξ) · ze
iv there is a ξ ∈ g such that ze is a critical point of the augmented
Hamiltonian
Hξ (z) := H(z) − hJ(z) − µ, ξi (4.1.1)
76
v ze is a critical point of the energy-momentum map

H × J : P → R × g∗ ,
vi ze is a critical point of H|J−1 (µ)
vii ze is a critical point of H|J−1 (O), where O = G · µ ⊂ g∗
viii [ze ] ∈ Pµ is a critical point of the reduced Hamiltonian Hµ .
Remarks
1. In bifurcation theory one sometimes refers to relative equilibria as rotating

waves and G · ze as a critical group orbit.
2. Our definition is designed for use with a continuous group. If G were dis-
crete, we would replace the above definition by the existence of a nontrivial
subgroup Ge ⊂ G such that Ge · ze ⊂ {ze (t) | t ∈ R}. In this case we would
use the terminology discrete relative equilibria to distinguish it from the
continuous case we treat.
3. The equivalence of i – v is general. However, the equivalence with vi – viii
requires µ to be a regular value of J and for vii that the reduced manifold
be nonsingular. It would be interesting to generalize the methods here to
the singular case by using the results on bifurcation of momentum maps of
Arms, Marsden and Moncrief [1981]. Roughly, one should use J alone for the
singular part of H −1 (µe ) (done by the Liapunov-Schmidt technique) and Hξ
for the regular part.
4. One can view iv as a constrained optimality criterion with ξ as a Lagrange
multiplier.
5. We note that the criteria here for relative equilibria are related to the principle
of symmetric criticality. See Palais [1979, 1985] for details. ¨
Proof The logic will go as follows:
i ⇒ iv ⇒ iii ⇒ ii ⇒ i
and iv ⇒ v ⇒ vi ⇒ vii ⇒ viii ⇒ ii.
First assume i, so XH (ze ) = ξP (ze ) for some ξ ∈ g. By definition of momentum
map, this gives XH (ze ) = XhJ,ξi (ze ) or XH−hJ,ξi (ze ) = 0. Since P is symplectic,
this implies H − hJ, ξi has a critical point at ze , i.e., that Hξ has a critical point at
ze , which is iv.
Next, assume iv. Let ϕt denote the flow of XH and ψtξ that of XhJ,ξi , so ψtξ (z) =
exp(tξ) · z. Since H is G-invariant, ϕt and ψtξ commute, so the flow of XH−hJ,ξi
ξ ξ
is ϕt ◦ ψ−t . Since H − hJ, ξi has a critical point at ze , it is fixed by ϕt ◦ ψ−t , so
ϕt (exp(−tξ) · ze ) = ze for all t ∈ R. Thus, ϕt (ze ) = exp(tξ) · ze , which is iii.
Condition iii shows that ze (t) ∈ G · ze ; but ze (t) ∈ J−1 (µ) and G · ze ∩ J−1 (µ) =
Gµ ·ze by equivariance, so iii implies ii and by taking tangents, we see that ii implies
i.
Assume iv again and notice that Hξ |J−1 (µ) = H|J−1 (µ), so v clearly holds.
That v is equivalent to vi is one version of the Lagrange multiplier theorem.
Note by G-equivariance of J that J−1 (O) is the G-orbit of J−1 (µ), so vi is

equivalent to vii by G-invariance of H.
That vi implies viii follows by G-invariance of H and passing to the quotient.
Finally, viii implies that the equivalence class [ze ] is a fixed point for the reduced
dynamics, and so the orbit ze (t) in J−1 (µ) projects to [ze ]; but this is exactly ii.
¥
To indicate the dependence of ξ on ze when necessary, let us write ξ(ze ). For

the case G = SO(3), ξ(ze ) is the angular velocity of the uniformly rotating state ze .
Proposition 4.1.3 Let ze be a relative equilibrium. Then

i g · ze is a relative equilibrium for any g ∈ G and
ξ(gze ) = Adg [ξ(ze )] (4.1.2)
and
ii ξ(ze ) ∈ gµ i.e., Ad∗exp tξ µ = µ.
Proof Since
ze (t) = exp(tξ) · ze ∈ J−1 (µ) ∩ G · ze = Gµ · ze ,
exp(tξ) ∈ Gµ , which is ii. Property i follows from the identity HAdg ξ (gz) = Hξ (z).
¥
For G = SO(3), ii means that ξ(ze ) and µ are parallel vectors.
4.2 Cotangent Relative Equilibria

We now refine the relative equilibrium theorem to take advantage of the special
context of simple mechanical systems. First notice that if H is of the form kinetic
plus potential, then Hξ can be rewritten as follows
Hξ (z) = Kξ (z) + Vξ (q) + hµ, ξi (4.2.1)
where z = (q, p),

1
Kξ (q, p) = kp − FL(ξQ (q)k2 , (4.2.2)
2
and where
1
Vξ (q) = V (q) − hξ, I(q)ξi. (4.2.3)
2
Indeed,
1 1
kp − FL(ξQ (q))k2 + V (q) − hξ, I(q)ξi + hµ, ξi
2 2
1 1
= kpk2 − hhp, FL(ξQ (q))iiq + kFL(ξQ (q))k2
2 2
1
+ V (q) − hhξQ (q), ξQ (q)iiq + hµ, ξi
2
1 1
= kpk − hp, ξQ (q)i + hhξQ (q), ξQ (q)iiq
2
2 2
1
+ V (q) − hhξQ (q), ξQ (q)iiq + hµ, ξi
2
1
= kpk − hJ(q, p), ξi + V (q) + hµ, ξi
2
2
= H(q, p) − hJ(q, p) − µ, ξi = Hξ (q, p).
This calculation together with parts i and iv of the relative equilibrium theorem
proves the following.
Proposition 4.2.1 A point ze = (qe , pe ) is a relative equilibrium if and only if

there is a ξ ∈ g such that
i pe = FL(ξQ (qe )) and
ii qe is a critical point of Vξ .
The functions Kξ and Vξ are called the augmented kinetic and potential en-
ergies respectively. The main point of this proposition is that it reduces the job
of finding relative equilibria to finding critical points of Vξ . We also note that
Proposition 4.2.1 follows directly from the method of Lagrangian reduction given
in §3.6.
There is another interesting way to rearrange the terms in Hξ , using the me-
chanical connection A and the amended potential Vµ . In carrying this out, it will
be useful to note these two identities:
J(FL(ηQ (q))) = I(q)η (4.2.4)
for all η ∈ g and

J(Aµ (q)) = µ. (4.2.5)
Indeed,
hJ(FL(ηQ (q))), χi = hFL(ηQ (q)), χQ (q)i

= hhηQ (q), χQ (q)iiq = hI(q)η, χi
which gives (4.2.4) and (4.2.5) was proved in the last chapter.
At a relative equilibrium, the relation pe = FL(ξQ (qe )) and (4.2.4) give
I(qe )ξ = J(FL(ξQ (qe ))) = J(qe , pe ) = µ
i.e.,
µ = I(qe )ξ. (4.2.6)
−1
We now show that if ξ = I(q) µ, then
Hξ (z) = Kµ (z) + Vµ (q) (4.2.7)

where
1
Kµ (z) = kp − Aµ (q)k2 (4.2.8)
2
and Vµ (q) is the amended potential as before. Indeed,
Kµ (z) + Vµ (q)
1 1
= kp − Aµ (q)k2 + V (q) + hµ, I(q)−1 µi
2 2
1 1 1
= kpk2 − hhp, Aµ (q)iiq + kAµ (q)k2q + V (q) + hµ, ξi
2 2 2
1 1 1
= kpk2 − hµ, A(FL−1 (q, p))i + hµ, A(FL−1 (Aµ (q))i + V (q) + hµ, ξi
2 2 2
1 1 1
= kpk2 − hµ, I−1 J(q, p)i + hµ, I(q)−1 J(Aµ (q)i + V (q) + hµ, ξi
2 2 2
1 1 1
= kpk2 − hI−1 µ, J(q, p)i + hµ, ξi + V (q) + hµ, ξi
2 2 2
1
= kpk2 + V (q) − hJ(q, p), ξi + hµ, ξi = Hξ (q, p)
2
using J(Aµ (q)) = µ and J(z) = µ. Next we observe that
pe = Aµ (qe ) (4.2.9)
since
hAµ (qe ), vi = hµ, I−1 (qe )J(FL(v)i = hJ(qe , pe ), I−1 (qe )J(FL(v))i
= hpe , [I−1 (qe )J(FL(v))]Q i
= hFL(ξQ (q)), [I−1 (qe )J(FL(v))]Q i
= hξ, J(FL(v))i = hξQ (qe ), FL(v)i
= hhξQ (qe ), viiq = hFL(ξQ (qe )), vi = hpe , vi.
These calculations prove the following result:
Proposition 4.2.2 A point ze = (qe , pe ) is a relative equilibrium if and only if

i pe = Aµ (qe ) and
ii qe is a critical point of Vµ .
One can also derive (4.2.9) from (4.2.7) and also one can get ii directly from
ii of Proposition 4.2.1. As we shall see later, it will be Vµ that gives the sharpest
stability results, as opposed to Vξ .
In Simo, Lewis and Marsden [1991] it is shown how, in an appropriate sense, Vξ
and Vµ are related by a Legendre transformation.
Proposition 4.2.3 If ze = (qe , pe ) is a relative equilibrium and µ = J(ze ), then

µ is an equilibrium for the Lie-Poisson system on g∗ with Hamiltonian h(ν) =
−1
2 hν, I(qe )νi, i.e., the locked inertia Hamiltonian.
1
Proof The Hamiltonian vector field of h is
Xh (ν) = ad∗δh/δν ν = ad∗I(qe )−1 ν ν.
However, I(qe )−1 µ = ξ by (4.2.6) and ad∗ξ µ = 0 by Proposition 4.1.3, part ii. Hence
Xh (µ) = 0. ¥
4.3 Examples
Example 1 The spherical pendulum Recall from Chapter 3 that Vξ and Vµ are
given by
ξ2
Vξ (θ) = −mgR cos θ − mR2 sin2 θ
2
and
1 µ2
Vµ (θ) = −mgR cos θ + .
2 mR sin2 θ
2
The relation (4.2.6) is µ = mR2 sin2 θe ξ, the usual relation between angular mo-
mentum µ and angular velocity ξ. The conditions of Proposition 4.2.1 are:
(pθ )e = 0, (pϕ )e = mR2 sin2 θe ξ
and Vξ0 (θe ) = 0, i.e.,
mgR sin θe − ξ 2 mR2 sin θe cos θe = 0
i.e., sin θe = 0 or g = Rξ 2 cos θe . Thus, the relative equilibria correspond to the

pendulum in the upright or down position (singular case) or, with θe 6= 0, π to any
θe 6= π/2 with r
g
ξ=± .
R cos θe
Using the relation between µ and ξ, the reader can check that Proposition 4.2.2
gives the same result.
Example 2 The double spherical pendulum In Chapter 3 we saw that
1 µ2
Vµ (q1 , q2 ) = m1 gq1 · k + m2 g(q1 + q2 ) · k + , (4.3.1)
2 I
where
I(q1 , q2 ) = m1 kq⊥ ⊥ ⊥ 2
1 k + m2 kq1 + q2 k .
2
The relative equilibria are computed by finding the critical points of Vµ . There
are four obvious relative equilibria — the ones with q⊥ ⊥
1 = 0 and q2 = 0, in which
the individual pendula are pointing vertically upwards or vertically downwards.
We now search for solutions with each pendulum pointing downwards, and with
q⊥ ⊥
1 6= 0 and q2 6= 0. There are some other relative equilibria with one of the
pendula pointing upwards, as we shall discuss below.
We next express Vµ as a function of q⊥ ⊥
1 and q2 by using the constraints, which
gives the third components:
q q
q13 = − l12 − kq⊥
1k
2 and q23 = − l22 − kq⊥2k .
2
Thus,
q q
1 µ2
Vµ (q⊥ ⊥
1 , q2 )= −(m1 + m2 )g l1 − kq1 k − m2 g l22 − kq⊥
2 ⊥ 2
2k +
2 . (4.3.2)
2 I
Setting the derivatives of Vµ equal to zero gives
q⊥ µ2
(m1 + m2 )g p 1
= [(m1 + m2 )q⊥ ⊥
1 + m2 q2 ]
l1 − kq⊥
2
1k
2 I2
q⊥ µ2
m2 g p 2
= [m2 (q⊥ ⊥
1 + q2 )]. (4.3.3)
l22 − kq⊥
2k
2 I2
We note that the equations for critical points of Vξ give the same equations with
µ = Iξ.
From (4.3.3) we see that the vectors q⊥ ⊥
1 and q2 are parallel. Therefore, define
a parameter α by
q⊥2 = αq1
⊥
(4.3.4)
and let λ be defined by
kq⊥
1 k = λl1 . (4.3.5)
Notice that α and λ determine the shape of the relative equilibrium. Define the
system parameters r and m by
l2 m1 + m2
r= , m= , (4.3.6)
l1 m2
so that conditions (4.3.3) are equivalent to

mg 1 µ2 

√ = 2 (m + α) 
l1 1 − λ2 I . (4.3.7)
g α µ2 

√ = 2 (1 + α) 
l1 r 2 − α 2 λ 2 I
The restrictions on the parameters are as follows: First, from kq⊥
1 k ≤ l1 and
kq⊥
2k ≤ l2 , we get
0 ≤ λ ≤ min{r/α, 1} (4.3.8)
and next, from Equations (4.3.7), we get the restriction that either
α>0 or − m < α < −1. (4.3.9)
The intervals (−∞, m) and (−1, 0) are also possible and correspond to pendulum
configurations with the first and second pendulum inverted, respectively. Dividing
the Equations (4.3.7) to eliminate µ and using a little algebra proves the following
result.
Theorem 4.3.1 All of the relative equilibria of the double spherical pendulum apart
the four equilibria with the two pendula vertical are given by the points on the graph
of
L2 − r2
λ2 = 2 (4.3.10)
L − α2
where ³ µ ¶
α´ α
L(α) = 1 + ,
m 1+α
subject to the restriction 0 ≤ λ2 ≤ r2 /α2 .
From (4.3.7) we can express either µ or ξ in terms of α. In Figures 4.3.1 and 4.3.2
we show the relative equilibria for two sample values of the system parameters.
Note that there is a bifurcation of relative equilibria for fixed m and increasing r,
and that it occurs within the range of restricted values of α and λ. Also note that
there can be two or three relative equilibria for a given set of system parameters.
λ2
1.5
λ2 = r2/α2
1.25
1
0.75
0.5
0.25
α
−3 −2 −1 1 2
−0.25
−0.5
Figure 4.3.1: The graphs of λ2 verses α for r = 1, m = 2 and of λ2 = r2 /α2 .
The bifurcation of relative equilibria that happens between Figures 4.3.1 and
4.3.2 does so along the curve in the (r, m) plane given by
2m
r=
1+m
as is readily seen. For instance, for m = 2 one gets r = 4/3, in agreement with the
figures. The above results are in agreement with those of Baillieul [1987].
Example 3 The water molecule Because it is a little complicated to work out

Vµ (except at symmetric molecules) we will concentrate on the conditions involving
Hξ and Vξ for finding the relative equilibria.
λ2
1.5 λ2 = r2/α2
1.25
0.75
0.5
0.25
α
−3 −2 −1 1 2
−0.25
−0.5
Figure 4.3.2: The graph of λ2 verses α for r = 1.35 and m = 2 and of λ2 = r2 /α2 .
Let us work these out in turn. By definition,
Hξ = H − hJ, ξi
1 kπk2 1
= kσk2 + + kjk2 + V
4mM m 2M
− π · (ξ × r) − σ · (ξ × s). (4.3.11)
Thus, the conditions for a critical point associated with δHξ = 0 are:
2
δπ : π =ξ×r (4.3.12)
m
1
δσ : σ =ξ×s (4.3.13)
2mM
∂V
δr : =π×ξ (4.3.14)
∂r
∂V
δs : = σ × ξ. (4.3.15)
∂s
The first two equations express π and σ in terms of r and s. When they are
substituted in the second equations, we get conditions on (r, s) alone:
∂V m m£ ¤
= (ξ × r) × ξ = ξ(ξ · r) − rkξk2 (4.3.16)
∂r 2 2
and
∂V £ ¤
= 2mM (ξ × s) × ξ = 2mM ξ(ξ · s) − skξk2 . (4.3.17)
∂s
These are the conditions for a relative equilibria we sought. Any collection (ξ, r, s)
satisfying (4.3.16) and (4.3.17) gives a relative equilibrium.
Now consider Vξ for the water molecule:
1 h 2 ³m ´i
Vξ (r, s) = V (r, s) − kξk krk2 + 2M mksk2
2 2
1 hm i
− (ξ · r)2 + 2M m(ξ · s)2 . (4.3.18)
2 2
The conditions for a critical point are:
∂V mr m
δr : − kξk2 − (ξ · r)ξ = 0 (4.3.19)
∂r 2 2
∂V
δs : − kξk · 2M ms − 2M m(ξ · s)ξ = 0,
2
(4.3.20)
∂s
which coincide with (4.3.16) and (4.3.17). The extra condition from Proposi-
tion 4.2.1, namely pe = FL(ξQ (qe )), gives (4.3.12) and (4.3.13).
4.4 The Rigid Body

Since examples like the water molecule have both rigid and internal variables, it is
important to understand our constructions for the rigid body itself.
The rotation group SO(3) consists of all orthogonal linear transformations of
Euclidean three space to itself, which have determinant one. Its Lie algebra, de-
noted so(3), consists of all 3 × 3 skew matrices, which we identify with R3 by the
isomorphism ˆ: R3 → so(3) defined by
 
0 −Ω3 Ω2
Ω 7→ Ω̂ =  Ω3 0 −Ω1  , (4.4.1)
−Ω 2
Ω 1
0
where Ω = (Ω1 , Ω2 , Ω3 ). One checks that for any vectors r, and Θ,
Ω̂r = Ω × r, and Ω̂Θ̂ − Θ̂Ω̂ = (Ω × Θ)ˆ. (4.4.2)
Equations (4.4.1) and (4.4.2) identify the Lie algebra so(3) with R3 and the Lie
algebra bracket with the cross product of vectors. If Λ ∈ SO(3) and Θ̂ ∈ so(3), the
adjoint action is given by
AdΛ Θ̂ = [ΛΘ]ˆ. (4.4.3)
The fact that the adjoint action is a Lie algebra homomorphism, corresponds to the
identity
Λ(r × s) = Λr × Λs, (4.4.4)
for all r, s ∈ R3 .
Given Λ ∈ SO(3), let v̂Λ denote an element of the tangent space to SO(3) at Λ.
Since SO(3) is a submanifold of GL(3), the general linear group, we can identify v̂Λ
with a 3 × 3 matrix, which we denote with the same letter. Linearizing the defining
(submersive) condition ΛΛT = 1 gives
T
Λv̂Λ + v̂Λ ΛT = 0, (4.4.5)
which defines TΛ SO(3). We can identify TΛ SO(3) with so(3) by two isomorphisms:
First, given Θ̂ ∈ so(3) and Λ ∈ SO(3), define (Λ, Θ̂) 7→ Θ̂Λ ∈ TΛ SO(3) by letting
Θ̂Λ be the left invariant extension of Θ̂:
Θ̂Λ := Te LΛ · Θ̂ ∼
= (Λ, ΛΘ̂). (4.4.6)
Second, given θ̂ ∈ so(3) and Λ ∈ SO(3), define (Λ, θ̂) 7→ θ̂Λ ∈ TΛ SO(3) through
right translations by setting
θ̂Λ := Te RΛ · θ̂ ∼
= (Λ, θ̂Λ). (4.4.7)
The notation is partially dictated by continuum mechanics considerations; upper

case letters are used for the body (or convective) variables and lower case for the
spatial (or Eulerian) variables. Often, the base point is omitted and with an abuse
of notation we write ΛΘ̂ and θ̂Λ for Θ̂Λ and θ̂Λ , respectively.
The dual space to so(3) is identified with R3 using the standard dot product:
Π · Θ = 12 tr[Π̂T Θ̂]. This extends to the left-invariant pairing on TΛ SO(3) given by
1 1
hΠ̂Λ , Θ̂Λ i = tr[Π̂TΛ Θ̂Λ ] = tr[Π̂T Θ̂] = Π · Θ. (4.4.8)
2 2
Write elements of so(3)∗ as Π̂, where Π ∈ R3 , (or π̂ with π ∈ R3 ) and elements of

TΛ∗ SO(3) as
Π̂Λ = (Λ, ΛΠ̂), (4.4.9)
for the body representation, and for the spatial representation
π̂Λ = (Λ, π̂Λ). (4.4.10)
Again, explicit indication of the base point will often be omitted and we shall simply
write ΛΠ̂ and π̂Λ for Π̂Λ and π̂Λ , respectively. If (4.4.9) and (4.4.10) represent the
same covector, then
π̂ = ΛΠ̂ΛT , (4.4.11)
which coincides with the co-adjoint action. Equivalently, using the isomorphism (4.4.2)
we have
π = ΛΠ. (4.4.12)
The mechanical set-up for rigid body dynamics is as follows: the configuration
manifold Q and the phase space P are
Q = SO(3) and P = T ∗ SO(3) (4.4.13)

with the canonical symplectic structure.

The Lagrangian for the free rigid body is, as in Chapter 1, its kinetic energy:
Z
1
L(Λ, Λ̇) = ρref (X)kΛ̇Xk2 d3 X (4.4.14)
2 B
where ρref is a mass density on the reference configuration B. The Lagrangian is

evidently left invariant. The corresponding metric is the left invariant metric given
at the identity by Z
ˆ
hhξ, η̂ii = ˆ
ρref (X) ξ(X) · η̂(X) d3 X
B
or on R by 3
Z
hha, bii = ρref (X)(a × X) · (b × X) d3 X = a · Ib (4.4.15)
B
where Z
I= ρref (X)[kXk2 Id − X ⊗ X] d3 X (4.4.16)
B
is the inertia tensor .
The corresponding Hamiltonian is
1 1
H= Π · I−1 Π = π · I−1 π (4.4.17)
2 2
where I = ΛIΛ−1 is the time dependent inertia tensor .
The expression H = 12 Π · I−1 Π reflects the left invariance of H under the action
of SO(3). Thus left reduction by SO(3) to body coordinates induces a function on the
quotient space T ∗ SO(3)/SO(3) ∼ = so(3)∗ . The symplectic leaves are spheres, kΠk =
constant. The induced function on these spheres is given by (4.4.17) regarded as a
function of Π. The dynamics on this sphere is obtained by intersection of the sphere
kΠk2 = constant and the ellipsoid H = constant that we discussed in Chapter 1.
Consistent with the preceding discussion, let G = SO(3) act from the left on
Q = SO(3) i.e.,
Q · Λ = LQ Λ = QΛ, (4.4.18)
for all Λ ∈ SO(3) and Q ∈ G. Hence the action of G = SO(3) on P = T ∗ SO(3)
is by cotangent lift of left translations. Since the infinitesimal generator associated
with ξˆ ∈ so(3) is obtained as
¯
d ¯
ξˆSO(3) (Λ) = ˆ ¯
exp[tξ]Λ ˆ
= ξΛ, (4.4.19)
dt ¯
t=0
the corresponding momentum map is

D E 1 1
J(π̂λ ), ξˆ = tr[π̂Λ
T ˆ = 1 tr[π̂ T ξ]
ξso(3) Λ] = tr[ΛT π̂ T ξΛ] ˆ = π · ξ, (4.4.20)
2 2 2
i.e.,
J(π̂Λ ) = π̂, ˆ = π · ξ.
or J(ξ) (4.4.21)
To locate the relative equilibria, consider

1
Hξ (π̂Λ ) = H − [(J(ξ) − πe ) · ξ] = π · I−1 π − ξ · (π − πe ). (4.4.22)
2
To find its critical points, we note that although π̂Λ ∈ T ∗ SO(3) are the basic
variables, it is more convenient to regard Hξ as a function of (Λ, π) ∈ SO(3) × R3∗
through the isomorphism (4.4.10).
Thus, let π̂Λe ∼= (Λe , π̂e Λe ) ∈ T ∗ SO(3) be a relative equilibrium point. For any
δθ ∈ R we construct the curve
3
b e ∈ SO(3),
² 7→ Λ² = exp[²δθ]Λ (4.4.23)
which starts at Λe and ¯

d ¯¯ b
Λ² ¯ = δθΛ. (4.4.24)
d² ²=0
Let δπ ∈ (R3 )∗ and consider the curve in (R3 )∗ defined as
² 7→ π² = πe + ²δπ ∈ (R3 )∗ , (4.4.25)
which starts at πe . These constructions induce a curve ² 7→ π̂Λe ∈ T ∗ SO(3) via the
isomorphism (4.4.10); that is, π̂Λe := (Λ² , π̂² Λ² ). With this notation at hand we
compute the first variation using the chain rule. Let
¯
d ¯
δHξ |e := Hξ,² ¯¯ = 0, (4.4.26)
d² ²=0
where
1
Hξ,² := π² · I−1
² π² − ξ · π² and I−1
² := Λ² I
−1 T
Λ² .
2
In addition, at equilibrium, J(ze ) = µ reads
π = πe . (4.4.27)
To compute δHξ , observe that

¯
1 d −1 ¯¯ 1
πe · I² πe ¯ = πe · [δ θ̂I−1 −1
e − Ie δ θ̂]πe
2 d² ²=0 2
1
= [πe · δθ × I−1 −1
e πe − Ie πe · δθ × πe ]
2
= δθ · (I−1
e πe × πe ), (4.4.28)
where we have made use of elementary vector product identities. Thus,
δHξ |e = δπ · [I−1 −1
e πe − ξ] + δθ · [Ie πe × πe ] = 0. (4.4.29)
From this relation we obtain the two equilibrium conditions:
I−1
e πe × πe = 0, and I−1
e πe = ξ. (4.4.30)
Equivalently,
ξ × πe = 0, and I−1
e ξ = λξ, (4.4.31)
where λ > 0 by positive definiteness of Ie = Λe IΛTe . These conditions state that πe
is aligned with a principal axis, and that the rotation is about this axis. Note that
πe = Ie ξ, so that ξ does indeed correspond to the angular velocity.
Equivalently, we can locate the relative equilibria using Proposition 4.2.1. The
locked inertia tensor (as the notation suggests) is just I and here pe = FL(ξQ (qe ))
reads πe = Ie ξ, while qe = Λe is required to be a critical point of Vξ or Vµ , where
µ = πe = Iξ. Thus
1 1
Vξ (Λ) = ξ · (Iξ) and Vµ (Λ) = − µ · (I−1 µ). (4.4.32)
2 2
The calculation giving (4.4.28) shows that Λe is a critical point of Vξ , or of Vµ iff
ξ × πe = 0.
These calculations show that rigid body relative equilibria correspond to steady
rotational motions about their principal axes. The “global” perspective taken above
is perhaps a bit long winded, but it is a point of view that is useful in the long run.
Chapter 5
The Energy-Momentum
Method
This chapter develops the energy-momentum method of Simo, Posbergh and Mars-
den [1990, 1991] and Simo, Lewis and Marsden [1991]. This is a technique for
determining the stability of relative equilibria and for putting the equations of mo-
tion linearized at a relative equilibrium into normal form. This normal form is
based on a special decomposition of variations into rigid and internal components
that gives a block structure to the Hamiltonian and symplectic structure. There has
been considerable development of stability and bifurcation techniques over the last
decade, and some properties like block diagonalization have been seen in a variety
of problems; for example, this appears to be what is happening in Morrison and
Pfirsch [1990].
5.1 The General Technique

In these lectures we will confine ourselves to the regular case; that is, we assume
ze is a relative equilibrium that is also a regular point (i.e., gze = {0}, or ze has
a discrete isotropy group) and µ = J(ze ) is a generic point in g∗ (i.e., its orbit
is of maximal dimension). We are seeking conditions for Gµ -orbital stability of ze ;
that is, conditions under which for any neighborhood U of the orbit Gµ · ze , there
is a neighborhood V with the property that the trajectory of an initial condition
starting in V remains in U for all time. To do so, find a subspace
S ⊂ Tze P
satisfying two conditions (see Figure 5.1.1):
i S ⊂ ker DJ(ze ) and

ii S is transverse to the Gµ -orbit within ker DJ(ze ).
The energy-momentum method is as follows:
90
a find ξ ∈ g such that δHξ (ze ) = 0

b test δ 2 Hξ (ze ) for definiteness on S.
J−1(µe )
S
ze
Gµe . ze
Figure 5.1.1: The energy-momentum method tests the second variation of the aug-
mented Hamiltonian for definiteness on the space S.
Theorem 5.1.1 (The Energy-Momentum Theorem) If δ 2 Hξ (ze ) is definite,

then ze is Gµ -orbitally stable in J−1 (µ) and G-orbitally stable in P .
Proof First, one has Gµ -orbital stability within J−1 (µ) because the reduced dy-
namics induces a well defined dynamics on the orbit space Pµ ; this dynamics induces
a dynamical system on S for which Hξ is an invariant function. Since it has a non-
degenerate extremum at ze , invariance of its level sets gives the required stability.
Second, one gets Gν orbital stability within J−1 (ν) for ν close to µ since the
form of Figure 5.1.1 changes in a regular way for nearby level sets, as µ is both a
regular value and a generic point in g∗ . ¥
For results for non-generic µ or non-regular µ, see Patrick [1990] and Lewis
[1991].
A well known example that may be treated as an instance of the energy-
momentum method, where the necessity of considering orbital stability is especially
clear, is the stability of solitons in the KdV equation. (A result of Benjamin [1972]
and Bona [1974].) Here one gets stability of solitons modulo translations; one cannot
expect literal stability because a slight change in the amplitude cases a translational
drift, but the soliton shape remains dynamically stable.
This example is actually infinite dimensional, and here one must employ addi-
tional hypotheses for Theorem 5.1.1 to be valid. Two possible infinite dimensional
versions are as follows: one uses convexity hypotheses going back to Arnold [1969]
(see Holm et al. [1985] for a concise summary) or, what is appropriate for the KdV
equation, employ Sobolev spaces on which the calculus argument of Theorem 5.1.1
is correct — one needs the energy norm defined by δ 2 Hξ (ze ) to be equivalent to
a Sobolev norm in which one has global existence theorems and on which Hξ is a
smooth function. Sometimes, such as in three dimensional elasticity, this can be a
serious difficulty (see, for instance, Ball and Marsden [1984]). In other situations,
a special analysis is needed, as in Wan and Pulvirente [1984] and Batt [1990].
The energy-momentum method can be compared to Arnold’s energy-Casimir
method that takes place on the Poisson manifold P/G rather than on P itself.
Consider the diagram in Figure 5.1.2.
P
@
π @ J
@
R
@
P/G g∗
@
@
C @ Φ
R
@
R
Figure 5.1.2: Comparing the energy-Casimir and energy-momentum methods.
The energy-Casimir method searches for a Casimir function C on P/G such

that H + C has a critical point at ue = [ze ] for the reduced system and then
requires definiteness of δ 2 (H + C)(ue ). If one has a relative equilibrium ze (with its
associated µ and ξ), and one can find an invariant function Φ on g∗ such that
δΦ
(µ) = −ξ,
δµ
then one can define a Casimir C by C ◦ π = Φ ◦ J and H + C will have a critical
point at ue .
Remark This diagram gives another way of viewing symplectic reduction, namely,
as the level sets of Casimir functions in P/G. In general, the symplectic reduced
spaces may be viewed as the symplectic leaves in P/G. These may or may not be
realizable as level sets of Casimir functions. ¨
The energy-momentum method is more powerful in that it does not depend on

the existence of invariant functions, which is a serious difficulty in some examples,
such as geometrically exact elastic rods, certain plasma problems, and 3-dimensional
ideal flow. On the other hand, the energy-Casimir method is able to treat some
singular cases rather easily since P/G can still be a smooth manifold in the singular
case. However, there is still the problem of interpretation of the results in P ; see
Patrick [1990].
For simple mechanical systems, one way to choose S is as follows. Let
V = {δq ∈ Tqe Q | hhδq, χQ (qe )ii = 0 for all χ ∈ gµ },
i.e., the metric orthogonal of the tangent space to the Gµ -orbit in Q. Let
S = {δz ∈ ker DJ(ze ) | T πQ · δz ∈ V}
where πQ : T ∗ Q = P → Q is the projection.

The following gauge invariance condition will be helpful.
Proposition 5.1.2 Let ze ∈ P be a relative equilibrium, and let G · ze = {g · ze |

g ∈ G} be the orbit through ze with tangent space
Tze (G · ze ) = {ηP (ze ) | η ∈ g}. (5.1.1)
Then, for any δz ∈ Tze [J−1 (µ)], we have
δ 2 Hξ (ze ) · (ηP (ze ), δz) = 0 for all η ∈ g. (5.1.2)
Proof Since H : P → R is G-invariant, Ad∗ -equivariance of the momentum map

gives
Hξ (g · z) = H(g · z) − hJ(g · z), ξi + hµ, ξi

= H(z) − hAd∗g−1 (J(z)), ξi + hµ, ξi
= H(z) − hJ(z), Adg−1 (ξ)i + hµ, ξi, (5.1.3)
for any g ∈ G and z ∈ P . Choosing g = exp(tη) with η ∈ g, and differentiat-

ing (5.1.3) with respect to t gives
¿ ¯ À
d¯
dHξ (z) · ηP (z) = − J(z), ¯¯ Adexp(−tη) (ξ) = hJ(z), [η, ξ]i. (5.1.4)
dt t=0
Taking the variation of (5.1.4) with respect to z, evaluating at ze and using the fact
that dHξ (ze ) = 0, one gets the expression
δ 2 Hξ (ze )(ηP (ze ), δz) = hTze J · δz, [η, ξ]i, (5.1.5)
which vanishes if Tze J(ze ) · δz = 0, i.e., if δz ∈ ker [Tze J(ze )] = Tze J−1 (µe ). ¥
In particular, from the above result and Proposition 4.1.3 we have
Proposition 5.1.3 δ 2 Hξ (ze ) vanishes identically on ker [Tze J(ze )] along the direc-
tions tangent to the orbit Gµ · ze ; that is
δ 2 Hξ (ze ) · (ηP (ze ), ζP (ze )) = 0 for any η, ζ ∈ gµ . (5.1.6)

Proof A general fact about reduction is that Tze (Gµ ·ze ) = Tze (G·ze )∩ker[Tze J(ze )].
Since Tze (Gµ · ze ) ⊂ Tze (G · ze ) the result follows from (5.1.2) by taking δz = ξP (ze )
with ξ ∈ gµ . ¥
These propositions confirm the general geometric picture set out in Figure 5.1.1.
They show explicitly that the orbit directions are neutral directions of δ 2 Hξ (ze ), so
one has no chance of proving definiteness except on a transverse to the Gµ -orbit.
Remark Failure to understand these simple distinctions between stability and

orbital stability can sometimes lead to misguided assertions like “Arnold’s method
can only work at symmetric states”. (See Andrews [1984], Chern and Marsden
[1989] and Carnevale and Shepard [1989].) ¨
5.2 Example: The Rigid Body

The classical result about free rigid body stability mentioned in Chapter 1 is that
uniform rotation about the longest and shortest principal axes are stable motions,
while motion about the intermediate axis is unstable. A simple way to see this is
by using the energy-Casimir method.
We begin with the equations of motion in body representation:
dΠ
Π̇ = =Π×Ω (5.2.1)
dt
where Π, Ω ∈ R3 , Ω is the angular velocity, and Π is the angular momentum. As-
suming principal axis coordinates, Πj = Ij Ωj for j = 1, 2, 3, where I = (I1 , I2 , I3 )
is the diagonalized moment of inertia tensor, I1 , I2 , I3 > 0. As we saw in Chapter
2, this system is Hamiltonian in the Lie-Poisson structure with the kinetic energy
Hamiltonian
1 X Π2i
3
1
H(Π) = Π · Ω = , (5.2.2)
2 2 i=0 Ii
and that for a smooth function Φ : R → R, the function
µ ¶
1
CΦ (Π) = Φ kΠk2
(5.2.3)
2
is a Casimir function. We first choose Φ such that HCΦ := H + CΦ has a critical
point at a given equilibrium point of (5.2.1). Such points occur when Π is parallel
to Ω. We can assume that the equilibrium solution is Πe = (1, 0, 0). The derivative
of µ ¶
1 X Π2i
3
1
HCΦ (Π) = +Φ kΠk 2
2 i=0 Ii 2
is µ µ ¶¶
0 1
DHCΦ (Π) · δΠ = Ω + ΠΦ kΠk2 · δΠ. (5.2.4)
2
This equals zero at Π = (1, 0, 0), provided that

µ ¶
1 1
Φ0 =− . (5.2.5)
2 I1
The second derivative at the equilibrium Πe = (1, 0, 0) is
D2 HCΦ (Πe ) · (δΠ, δΠ)

µ ¶ µ ¶
0 1 2 00 1
= δΩ · δΠ + Φ kΠe k kδΠk + (Πe · δΠ) Φ
2 2
kΠe k 2
2 2
X 3 µ ¶
(δΠi )2 kδΠk2 00 1
= − +Φ (δΠ1 )2 (5.2.6)
i=0
I i I 1 2
µ ¶ µ ¶ µ ¶
1 1 1 1 1
= − (δΠ2 )2 + − (δΠ3 )2 + Φ00 (δΠ1 )2 .
I2 I1 I3 I1 2
This quadratic form is positive definite if and only if

µ ¶
1
Φ00 >0 (5.2.7)
2
and
I1 > I2 , I1 > I3 . (5.2.8)
Consequently,
µ ¶ µ ¶2
1 1
Φ(x) = − x+ x−
I1 2
satisfies (5.2.5) and makes the second derivative of HCΦ at (1, 0, 0) positive definite,
so stationary rotation around the longest axis is stable. The quadratic form is
negative definite provided µ ¶
00 1
Φ <0 (5.2.9)
2
and
I1 < I2 , I1 < I3 . (5.2.10)
A specific function Φ satisfying the requirements (5.2.5) and (5.2.9) is
µ ¶ µ ¶2
1 1
Φ(x) = − x− x− .
I1 2
This proves that the rigid body in steady rotation around the short axis is (Lia-
punov) stable. Finally, the quadratic form (5.2.6) is indefinite if
I1 > I2 , I3 > I1 . (5.2.11)
or the other way around. One needs an additional argument to show that rota-
tion around the middle axis is unstable. Perhaps the simplest way is as follows:
Linearizing Equation (5.2.1) at Πe = (1, 0, 0) yields the linear constant coefficient

system
µ ¶
d I3 − I1 I1 − I2
δΠ = δΠ × Ωe + Πe × δΩ = 0, δΠ3 , δΠ2
dt I3 I1 I1 I2
 
0 0 0
 I3 − I1 
 
=  0 0
I3 I1  δΠ. (5.2.12)
 I1 − I2 
0 0
I1 I2
On the tangent space at Πe to the sphere of radius kΠe k = 1, the linear operator
given by this linearized vector field has matrix given by the lower right 2 × 2 block,
whose eigenvalues are
1 p
± √ (I1 − I2 )(I3 − I1 ).
I1 I2 I3
Both eigenvalues are real by (5.2.11) and one is strictly positive. Thus Πe is spec-
trally unstable and thus is (nonlinearly) unstable. Thus, in the motion of a free
rigid body, rotation around the long and short axes is (Liapunov) stable and around
the middle axis is unstable.
The energy-Casimir method deals with stability for the dynamics on Π-space.
However, one also wants (corresponding to what one “sees”) to show orbital stabil-
ity for the motion in T ∗ SO(3). This follows from stability in the variable Π and
conservation of spatial angular momentum. The energy-momentum method gives
this directly.
While it appears to be more complicated for the rigid body, the power of the
energy-momentum method is revealed when one does more complex examples, as
in Simo, Posbergh and Marsden [1990] and Lewis and Simo [1990].
In §4.4 we set up the rigid body as a mechanical system on T ∗ SO(3) and we
located the relative equilibria. By differentiating as in (4.4.29) we find the following
formula:
δ 2 Hξ |e ((δπ, δθ), (δπ, δθ)) = (5.2.13)

  
I−1
e (I −1
e − λ1)π̂ e δπ
[δπ T δθT ]   .
−π̂e (I−1
e − λ1) −π̂ (I
e e
−1
− λ1)π̂ e δθ
Note that this matrix is 6×6. Corresponding to the two conditions on S, we restrict
the admissible variations (δ, π, δθ) ∈ R3∗ × R3 . Here, J(π̂∧ ) = π̂Λ ; hence µ = π̂e
and Tze (Gµ · ze ) = infinitesimal rotations about the axis πe ; i.e., multiples of πe ,
or equivalently ξ. Variations that are orthogonal to this space and also lie in the
space δπ = 0 (which is the condition δJ = δπ = 0) are of the form δθ with δθ ⊥ πe .
Thus, we choose
S = {(δπ, δθ) | δπ = 0, δθ ⊥ πe }. (5.2.14)
Note that δθ is a variation that rotates πe on the sphere
Oπe := {π ∈ R3 | kπk2 = kπe k2 }, (5.2.15)
which is the co-adjoint orbit through πe . The second variation (5.2.13) restricted
to the subspace S is given by
δ 2 Hξ,µ |e = δθ · (π̂eT (I−1 −1

e − λ1)π̂e )δθ = (πe × δθ) · (Ie − λ1)(πe × δθ). (5.2.16)
If λ is the largest or smallest eigenvalue of I, (5.2.16) will be definite; note that the
null space of I−1 − λ1 in (5.2.16) consists of vectors parallel to πe , which have been
excluded. Also note that in this example, S is a 2-dimensional space and (5.2.16)
in fact represents a 2 × 2 matrix. As we shall see below, this 2 × 2 block can also
be viewed as δ 2 Vµ (qe ) on the space of rigid variations.
5.3 Block Diagonalization

If the energy-momentum method is applied to mechanical systems with Hamiltonian
H of the form kinetic energy (K) plus potential (V ), it is possible to choose variables
in a way that makes the determination of stability conditions sharper and more
computable. In this set of variables (with the conservation of momentum constraint
and a gauge symmetry constraint imposed on S), the second variation of δ 2 Hξ block
diagonalizes; schematically,
 · ¸ 
2 × 2 rigid
 0 
body block
δ 2 Hξ = 

· ¸ .

Internal vibration
0
block
Furthermore, the internal vibrational block takes the form
· ¸ · 2 ¸
Internal vibration δ Vµ 0
=
block 0 δ 2 Kµ
where Vµ is the amended potential defined earlier, and Kµ is a momentum shifted
kinetic energy, so formal stability is equivalent to δ 2 Vµ > 0 and that the overall
structure is stable when viewed as a rigid structure, which, as far as stability is
concerned, separates the overall rigid body motions from the internal motions of
the system under consideration.
The dynamics of the internal vibrations (such as the elastic wave speeds) depend
on the rotational angular momentum. That is, the internal vibrational block is µ-
dependent, but in a way we shall explicitly calculate. On the other hand, these
two types of motions do not dynamically decouple, since the symplectic form does
not block diagonalize. However, the symplectic form takes on a particularly simple
normal form as we shall see. This allows one to put the linearized equations of
motion into normal form as well.
To define the rigid-internal splitting, we begin with a splitting in configuration
space. Consider (at a relative equilibrium) the space V defined above as the metric
orthogonal to gµ (q) in Tq Q. Here we drop the subscript e for notational convenience.

Then we split
V = VRIG ⊕ VINT (5.3.1)
as follows. Define
VRIG = {ηQ (q) ∈ Tq Q | η ∈ g⊥
µ} (5.3.2)
where g⊥
µ is the orthogonal complement to gµ in g with respect to the locked inertia
metric. (This choice of orthogonal complement depends on q, but we do not include
this in the notation.) From (3.3.1) it is clear that VRIG ⊂ V and that VRIG has the
dimension of the coadjoint orbit through µ. Next, define
VINT = {δq ∈ V | hη, [DI(q) · δq] · ξi = 0 for all η ∈ g⊥

µ} (5.3.3)
where ξ = I(q)−1 µ. An equivalent definition is
VINT = {δq ∈ V | [DI(q)−1 · δq] · µ ∈ gµ }.
The definition of VINT has an interesting mechanical interpretation in terms of the

objectivity of the centrifugal force in case G = SO(3); see Simo, Lewis and Marsden
[1991].
Define the Arnold form Aµ : g⊥ ⊥
µ × gµ → R by
Aµ (η, ζ) = had∗η µ, χ(q,µ) (ζ)i = hµ, adη χ(q,µ) (ζ)i, (5.3.4)
where χ(q,µ) : g⊥
µ → g is defined by
χ(q,µ) (ζ) = I(q)−1 ad∗ζ µ + adζ I(q)−1 µ.
The Arnold form appears in Arnold’s [1966] stability analysis of relative equilibria
in the special case Q = G. At a relative equilibrium, the form Aµ is symmetric,
as is verified either directly or by recognizing it as the second variation of Vµ on
VRIG × VRIG (see (5.3.15) below for this calculation).
At a relative equilibrium, the form Aµ is degenerate as a symmetric bilinear
form on g⊥ ⊥
µ when there is a non-zero ζ ∈ gµ such that
I(q)−1 ad∗ζ µ + adζ I(q)−1 µ ∈ gµ ;
in other words, when I(q)−1 : g∗ → g has a nontrivial symmetry relative to the

coadjoint-adjoint action of g (restricted to g⊥
µ ) on the space of linear maps from
g∗ to g. (When one is not at a relative equilibrium, we say the Arnold form is
non-degenerate when Aµ (η, ζ) = 0 for all η ∈ g⊥ µ implies ζ = 0.) This means, for
G = SO(3) that Aµ is non-degenerate if µ is not in a multidimensional eigenspace
of I−1 . Thus, if the locked body is not symmetric (i.e., a Lagrange top), then the
Arnold form is non-degenerate.
Proposition 5.3.1 If the Arnold form is non-degenerate, then
V = VRIG ⊕ VINT . (5.3.5)

Indeed, non-degeneracy of the Arnold form implies VRIG ∩ VINT = {0} and, at
least in the finite dimensional case, a dimension count gives (5.3.5). In the infinite
dimensional case, the relevant ellipticity conditions are needed.
The split (5.3.5) can now be used to induce a split of the phase space
S = SRIG ⊕ SINT . (5.3.6)
Using a more mechanical viewpoint, Simo, Lewis and Marsden [1991] show how
SRIG can be defined by extending VRIG from positions to momenta using superposed
rigid motions. For our purposes, the important characterization of SRIG is via the
mechanical connection:
SRIG = Tq αµ · VRIG , (5.3.7)
so SRIG is isomorphic to VRIG . Since αµ maps Q to J−1 (µ) and VRIG ⊂ V, we get
SRIG ⊂ S. Define
SINT = {δz ∈ S | δq ∈ VINT }; (5.3.8)
then (5.3.6) holds if the Arnold Form is non-degenerate. Next, we write
∗
SINT = WINT ⊕ WINT , (5.3.9)
∗
where WINT and WINT are defined as follows:
∗
WINT = Tq αµ · VINT and WINT = {vert(γ) | γ ∈ [g · q]0 } (5.3.10)
where g·q = {ζQ (q) | ζ ∈ g}, [g·q]0 ⊂ Tq∗ Q is its annihilator, and vert(γ) ∈ Tz (T ∗ Q)
is the vertical lift of γ ∈ Tq∗ Q; in coordinates, vert(q i , γj ) = (q i , pj , 0, γj ). The
vertical lift is given intrinsically by taking the tangent to the curve σ(s) = z + sγ
at s = 0.
Theorem 5.3.2 (Block Diagonalization Theorem) In the splittings introduced

above at a relative equilibrium, δ 2 Hξ (ze ) and the symplectic form Ωze have the
following form:
 · ¸ 
Arnold
 0 0 
form
δ 2 Hξ (ze ) = 


0 2
δ Vµ 0 
0 0 δ 2 Kµ
and
 · ¸ · ¸ 
coadjoint orbit internal rigid
 0 
 symplectic form coupling 
 
 · ¸ 
Ωze =
 − internal rigid

 S 1 

 coupling 
 
0 −1 0
∗
where the columns represent elements of SRIG , WINT and WINT , respectively.
Remarks
1. For the viewpoint of these splittings being those of a connection, see Lewis,
Marsden, Ratiu and Simo [1990].
2. Arms, Fischer and Marsden [1975] and Marsden [1981] describe an important
phase space splitting of Tz P at a point z ∈ J−1 (0) into three pieces, namely
Tz P = Tz (G · z) ⊕ S ⊕ [Tz J−1 (0)]⊥ ,
where S is, as above, a complement to the gauge piece Tz (G · z) within

Tz J−1 (0) and can be taken to be the same as S defined in §5.1, and [Tz J−1 (0)]⊥
is a complement to Tz J−1 (0) within Tz P . This splitting has profound implica-
tions for general relativistic fields, where it is called the Moncrief splitting .
See, for example, Arms, Marsden and Moncrief [1982] and references therein.
Thus, we get, all together, a six-way splitting of Tz P . It would be of interest
to explore the geometry of this situation further and arrive at normal forms
for the linearized dynamical equations valid on all of Tz P .
3. It is also of interest to link the normal forms here with those in singularity
theory. In particular, can one use the forms here as first terms in higher order
normal forms? ¨
The terms appearing in the formula for Ωze will be explained in §5.4 below. We
now give some of the steps in the proof.
Lemma 5.3.3 δ 2 Hξ (ze ) · (∆z, δz) = 0 for ∆z ∈ SRIG and δz ∈ SINT .
Proof In Chapter 3 we saw that for z ∈ J−1 (µ),
Hξ (z) = Kµ (z) + Vµ (q) (5.3.11)
where each of the functions Kµ and Vµ has a critical point at the relative equilib-
rium. It suffices to show that each term separately satisfies the lemma. The second
variation of Kµ is
δ 2 Kµ (ze ) · (∆z, δz) = hh∆p − T αµ (qe ) · ∆q, δp − T αµ (qe ) · δqii. (5.3.12)
By (5.3.7), ∆p = T αµ (qe ) · ∆q, so this expression vanishes. The second variation of

Vµ is
1
δ 2 Vµ (qe ) · (∆q, δq) = δ(δV (q) · ∆q + µ[DI−1 (q) · ∆q]µ) · δq. (5.3.13)
2
By G-invariance, δV (q) · ∆q is zero for any q ∈ Q, so the first term vanishes. As
for the second, let ∆q = ηQ (q) where η ∈ g⊥µ . As was mentioned in Chapter 3, I is
equivariant;
hI(gq)Adg χ, Adg ζi = hI(q)χ, ζi.
Differentiating this with respect to g at g = e in the direction η gives
(DI(q) · ∆q)χ + I(q)adη χ + ad∗η [I(q)χ] = 0

and so
DI−1 (q) · ∆q ν = − I(q)−1 DI(q) · ∆qI(q)−1 ν

= adη I(q)−1 ν + I(q)−1 ad∗η ν. (5.3.14)
Differentiating with respect to q in the direction δq and letting ν = µ gives
D2 I−1 (q) · (∆q, δq)] · µ = adη [(DI(q)−1 · δq)µ] + (DI(q)−1 · δq) · ad∗η µ.
Pairing with µ and using symmetry of I gives
hµ, D2 I−1 (q) · (∆q, δq) · µi = 2hµ, adη [DI(q)−1 · δq)µ]i. (5.3.15)
If δq is a rigid variation, we can substitute (5.3.14) in (5.3.15) to express everything

using I itself. This is how one gets the Arnold form in (5.3.4).
If, on the other hand, δq ∈ VINT , then ζ := (DI(q)−1 δq)µ ∈ gµ , so (5.3.15) gives
δ 2 Vµ (qe ) · (∆q, δq) = hµ, adη ζi = −had∗ζ µ, ηi
which vanishes since ζ ∈ gµ . ¥
These calculations and similar ones given below establish the block diagonal
structure of δ 2 Hξ (ze ). We shall see in Chapter 8 that discrete symmetries can pro-
duce interesting subblocking within δ 2 Vµ on VINT . Lewis [1991] has shown how
to perform these same constructions for general Lagrangian systems. This is im-
portant because not all systems are of the form kinetic plus potential energy. For
example, gyroscopic control systems are of this sort. We shall see one example in
Chapter 7 and refer to Wang and Krishnaprasad [1992] for others, some of the gen-
eral theory of these systems and some control theoretic applications. The hallmark
of gyroscopic systems is in fact the presense of magnetic terms and we shall discuss
this next in the block diagonalization context.
As far as stability is concerned, we have the following consequence of block
diagonalization.
Theorem 5.3.4 (Reduced Energy-Momentum Method) Let ze = (qe , pe ) be

a cotangent relative equilibrium and assume that the internal variables are not triv-
ial; i.e., VINT 6= {0}. If δ 2 Hξ (ze ) is definite, then it must be positive definite.
Necessary and sufficient conditions for δ 2 Hξ (ze ) to be positive definite are:
1. The Arnold form is positive definite on VRIG and
2. δ 2 Vµ (qe ) is positive definite on VINT .
This follows from the fact that δ 2 Kµ is positive definite and δ 2 Hξ has the above
block diagonal structure.
In examples, it is this form of the energy-momentum method that is often the
easiest to use.
Finally in this section we should note the relation between δ 2 Vξ (qe ) and δ 2 Vµ (qe ).
A straightforward calculation shows that
δ 2 Vµ (qe ) · (δq, δq) (5.3.16)

= δ 2 Vξ (qe ) · (δq, δq) + hI(qe )−1 DI(qe ) · δqξ, DI(qe ) · δqξi
and the correction term is positive. Thus, if δ 2 Vξ (qe ) is positive definite, then so is
δ 2 Vµ (qe ), but not necessarily conversely. Thus, δ 2 Vµ (qe ) gives sharp conditions for
stability (in the sense of predicting definiteness of δ 2 Hξ (ze )), while δ 2 Vξ gives only
sufficient conditions.
Using the notation ζ = [DI−1 (qe ) · δq]µ ∈ gµ (see (5.3.3)), observe that the
“correcting term” in (5.3.16) is given by hI(qe )ζ, ζi = hhζQ (qe ), ζQ (qe )ii. For-
mula (5.3.16) is often the easiest to compute with since, as we saw with the water
molecule, Vµ can be complicated compared to Vξ .
Example The water molecule For the water molecule, VRIG is two dimensional
(as it is for any system with G = SO(3)). The definition gives, at a configuration
(r, s), and angular momentum µ,
³m ´
VRIG = {(η × r, η × s) | η ∈ R3 satisfies krk2 + 2M mksk2 η · µ
2
m
− (r · η)(r · µ) + 2M m(s · µ)(s · η) = 0}.
2
The condition on η is just the condition η ∈ g⊥ µ . The internal space is three
dimensional, the dimension of shape space. The definition gives
VINT = {(δr, δs) | (η · ξ)(mr · δr + 4M ms · δs)

m
− [(δr · ξ)(r · η) + (r · ξ)(δr · η)]
2
− 2M m[(δs · ξ)(s · η) + (s · ξ)(δs · η)] = 0
for all ξ, η ∈ g⊥ µ }. ¨
5.4 The Normal Form for the Symplectic Struc-

ture
One of the most interesting aspects of block diagonalization is that the rigid-internal
splitting introduced in the last section also brings the symplectic structure into
normal form. We already gave the general structure of this and here we provide
a few more details. We emphasize once more that this implies that the equations
of motion are also put into normal form and this is useful for studying eigenvalue
movement for purposes of bifurcation theory. For example, for abelian groups, the
linearized equations of motion take the gyroscopic form:
M q̈ + S q̇ + Λq = 0
where M is a positive definite symmetric matrix (the mass matrix), Λ is symmetric

(the potential term) and S is skew (the gyroscopic, or magnetic term). This second
order form is particularly useful for finding eigenvalues of the linearized equations
(see, for example, Bloch, Krishnaprasad, Marsden and Ratiu [1991, 1994]).
To make the normal form of the symplectic structure explicit, we shall need a
preliminary result.
Lemma 5.4.1 Let ∆q = ηQ (qe ) ∈ VRIG and ∆z = T Aµ · ∆q ∈ SRIG . Then
∆z = vert [FL(ζQ (qe ))] − T ∗ ηQ (qe ) · pe (5.4.1)
where ζ = I(qe )−1 ad∗η µ and vert denotes the vertical lift.
Proof We shall give a coordinate proof and leave it to the reader to supply an
intrinsic one. In coordinates, Aµ is given by (3.3.8) as (Aµ )i = gij K jb µa Iab . Differ-
entiating,
∂gij k j ∂K jb k ∂Iab
[T Aµ · ν]i = k
ν K µ
b a Iab
+ gij k
ν µa Iab + gij K jb µa k ν k . (5.4.2)
∂q ∂q ∂q
The fact that the action consists of isometries gives an identity allowing us to
eliminate derivatives of gij :
∂gij k a ∂K ka a ∂K ka a
k
K a η + gkj i
η + gik η = 0. (5.4.3)
∂q ∂q ∂q j
Substituting this in (5.4.2), taking ν m = K m a

a η , and rearranging terms gives
½ ¾
∂K k ∂K ka m ∂K ka j
(∆z)i = gik mb K m a − gik K − gkj K b η µc I
a bc
∂q ∂q m b ∂q i
∂Iab
+ gij K jb K kc µa η c . (5.4.4)
∂q k
For group actions, one has the general identity [ηQ , ζQ ] = −[η, ζ]Q which gives
∂K ka m ∂K kb m
K − K = K kc Cab
c
. (5.4.5)
∂q m b ∂q m a
This allows one to simplify the first two terms in (5.4.4) giving
∂K ka j a bc ∂Iab
(∆z)i = −gik K kd Cab
d a
η µc Ibc − gkj i
K b η µc I + gij K jb K kc k µa η c . (5.4.6)
∂q ∂q
Next, employ the identity (5.3.14):
∂Iab k c
K η = Ced η I + Iae Cde
a e db b d
η . (5.4.7)
∂q k c
Substituting (5.4.7) into (5.4.6), one pair of terms cancels, leaving
∂K ka j a bc
(∆z)i = gik K kd Cab
c a
η µc Ibd − gkj K b η µc I (5.4.8)
∂q i
which is exactly (5.4.1) since at a relative equilibrium, p = Aµ (q); i.e., pk =
gkj K jb Ibc µc . ¥
Now we can start computing the items in the symplectic form.
Lemma 5.4.2 For any δz ∈ Tze P ,
Ω(ze )(∆z, δz) = h[DJ(ze ) · δz], ηi − hhζQ (qe ), δqii. (5.4.9)
Proof Again, a coordinate calculation is convenient. The symplectic form on

(∆p, ∆q), (δp, δq) is
Ω(ze )(∆z, δz) = (δp)i (∆q)i − (∆p)i (δq)i = δpi K ia η a − (∆p)i (δq i ).
Substituting from (5.4.8), and using
∂K ia k a
h(DJ · δz), ηi = δpi K ia η a + pi δq η
∂q k
gives (5.4.9). ¥
If δz ∈ SINT , then it lies in ker DJ, so we get the internal-rigid interaction

terms:
Ω(ze )(∆z, δz) = −hhζQ (qe ), δqii. (5.4.10)
Since these involve only δq and not δp, there is a zero in the last slot in the first
row of Ω.
Lemma 5.4.3 The rigid-rigid terms in Ω are
Ω(ze )(∆1 z, ∆2 z) = −hµ, [η1 , η2 ]i, (5.4.11)
which is the coadjoint orbit symplectic structure.
Proof By Lemma 5.4.9, with ζ1 = I−1 ad∗η1 µ,
Ω(ze )(∆1 z, ∆2 z) = −hhζ1Q (qe ), η2Q (qe )ii

= −had∗η1 µ, η2 i = −hµ, adη1 η2 i. ¥
Next, we turn to the magnetic terms:
Lemma 5.4.4 Let δ1 z = T Aµ · δ1 q and δ2 z = T Aµ · δ2 q ∈ WINT , where δ1 q, δ2 q ∈

VINT . Then
Ω(ze )(δ1 z, δ2 z) = −dAµ (δ1 q, δ2 q). (5.4.12)
Proof Regarding Aµ as a map of Q to T ∗ Q, and recalling that ze = Aµ (qe ),

we recognize the left hand side of (5.4.12) as the pull back of Ω by αµ (and then
restricted to VINT ). However, as we saw already in Chapter 2, the canonical one-
form is characterized by β ∗ Θ = β, so β ∗ Ω = −dβ for any one-form β. Therefore,
Ω(ze )(δ1 z, δ2 z) = −dAµ (qe )(δ1 q, δ2 q). ¥
If we define the one form Aξ by Aξ (q) = FL(ξQ (q)), then the definition of VINT
shows that on this space dAµ = dAξ . This is a useful remark since dAξ is somewhat
easier to compute in examples.
If we had made the “naive” choice of VINT as the orthogonal complement of the
G-orbit, then we could also replace dAµ by hµ, curv Ai. However, with our choice
of VINT , one must be careful of the distinction.
∗
We leave it for the reader to check that the rest of the WINT , WINT block is as
stated.
5.5 Stability of Relative Equilibria for the Double

Spherical Pendulum
We now give some of the results for the stability of the branches of the double
spherical pendulum that we found in the last chapter. We refer the reader to
Marsden and Scheurle [1993a] for additional details. Even though the symmetry
group of this example is abelian, and so there is no rigid body block, the calculations
are by no means trivial. We shall leave the simple pendulum to the reader, in which
case all of the relative equilibria are stable, except for the straight upright solution,
which is unstable.
The water molecule is a nice illustration of the general structure of the method.
We shall not work this example out here, however, as it is quite complicated, as
we have mentioned. However, we shall come back to it in Chapter 8 and indicate
some more general structure that can be obtained on grounds of discrete symmetry
alone. For other informative examples, the reader can consult Lewis and Simo
[1990], Simo, Lewis and Marsden [1991], Simo, Posberg and Marsden [1990, 1991],
and Zombro and Holmes [1993].
To carry out the stability analysis for relative equilibria of the double spherical
pendulum, one must compute δ 2 Vµ on the subspace orthogonal to the Gµ -orbit. To
do this, is is useful to introduce coordinates adapted to the problem and to work in
Lagrangian representation. Specifically, let q⊥ ⊥
1 and q2 be given polar coordinates
(r1 , θ1 ) and (r2 , θ2 ) respectively. Then ϕ = θ2 − θ1 represents an S 1 -invariant
coordinate, the angle between the two vertical planes formed by the pendula. In
these terms, one computes from our earlier expressions that the angular momentum
is
J = (m1 + m2 )r12 θ̇1 + m2 r22 θ̇2

+ m2 r1 r2 (θ̇1 + θ̇2 ) cos ϕ + m2 (r1 ṙ2 − r2 ṙ1 ) sin ϕ (5.5.1)
and the Lagrangian is

1 1 n
L = m1 (ṙ12 + r12 θ̇12 ) + m2 ṙ12 + r12 θ̇12 + ṙ22 + r22 θ̇22
2 2 o
+2(ṙ1 ṙ2 + r1 r2 θ̇1 θ̇2 ) cos ϕ + 2(r1 ṙ2 θ̇1 − r2 ṙ1 θ̇2 ) sin ϕ
Ã !2
1 r12 ṙ12 1 r1 ṙ1 r2 ṙ2
+ m1 2 + m2 p 2 +p2
2 l1 − r12 2 l1 − r12 l2 − r22
q µ q q ¶
+ m1 g l1 − r1 + m2 g
2 2 l 1 − r 1 + l 2 − r2 .
2 2 2 2 (5.5.2)
One also has, from (3.5.17),

q µq q ¶
Vµ = −m1 g l1 − r1 − m2 g
2 2 l 1 − r 1 + l 2 − r2
2 2 2 2
1 µ2
+ . (5.5.3)
2 m1 r12 + m2 (r12 + r22 + 2r1 r2 cos ϕ)
Notice that Vµ depends on the angles θ1 and θ2 only through ϕ = θ2 − θ1 , as it
should by S 1 -invariance. Next one calculates the second variation at one of the
relative equilibria found in §4.3. If we calculate it as a 3 × 3 matrix in the variables
r1 , r2 , ϕ, then one checks that we will automatically be in a space orthogonal to the
Gµ -orbits. One finds, after some computation, that
 
a b 0
δ 2 Vµ =  b d 0  (5.5.4)
0 0 e
where
µ2 (3(m + α)2 − α2 (m − 1)) gm2 m
a = +
λ4 l14 m2 (m + α2 + 2α)3 l1 (1 − λ2 )3/2
µ2 3(m + α2 + 2α) + 4α(m − 1)
b = (sign α) 4 4
λ l1 m2 (m + α2 + 2α)3
µ 2
3(α + 1) + 1 − m m2 g
2
r2
d = +
λ4 l14 m2 (m + α2 + 2α)3 l1 (r2 − λ2 α2 )3/2
2
µ α
e = 2 .
λ l1 m2 (m + α2 + 2α)2
2
Notice the zeros in (5.5.4); they are in fact a result of discrete symmetry, as we
shall see in Chapter 8. Without the help of these zeros (for example, if the calcula-
tion is done in arbitrary coordinates), the expression for δ 2 Vµ might be intractible.
Based on this calculation one finds:
Proposition 5.5.1 The signature of δ 2 Vµ along the “straight out” branch of the
double spherical pendulum (with α > 0) is (+, +, +) and so is stable. The signature
along the “cowboy branch” with α < 0 and emanating from the straight down state
(λ = 0) is (−, −, +) and along the remaining branches is (−, +, +).
The stability along the cowboy branch requires further analysis that we shall
outline in Chapter 10. The remaining branches are linearly unstable since the index
is odd (this is for reasons we shall go into in Chapter 10).
To get this instability and bifurcation information, one needs to linearize the
reduced equations and compute the corresponding eigenvalues. There are (at least)
three methodologies that can be used for computing the reduced linearized equa-
tions:
i Compute the Euler-Lagrange equations from (5.5.2), drop them to J−1 (µ)/Gµ
and linearize the resulting equations.
ii Read off the linearized reduced equations from the block diagonal form of
δ 2 Hξ and the symplectic structure.
iii Perform Lagrangian reduction as in §3.6 to obtain the Lagrangian structure
of the reduced system and linearize it at a relative equilibrium.
For the double spherical pendulum, perhaps the first method is the quickest to get
the answer, but of course the other methods provide insight and information about
the structure of the system obtained.
The linearized system obtained has the following standard form expected for
abelian reduction:
M q̈ + S q̇ + Λq = 0. (5.5.5)
In our case q = (r1 , r2 , ϕ) and Λ is the matrix (5.5.4) given above. The mass matrix
M is  
m11 m12 0
M =  m12 m22 0 
0 0 m33
where
µ ¶
m1 + m2 αλ2
m11 = , m 12 = (sign α)m 2 1 + √ √
1 − λ2 1 − λ2 r 2 − α 2 λ2
2
r α2
m22 = m2 2 , m33 = m2 l12 λ2 (m − 1)
r −λ α 2 2 m + α2 + 2α
and the gyroscopic matrix S (the magnetic term) is
 
0 0 s13
S= 0 0 s23 
−s13 −s23 0
where
µ 2α2 (m − 1)
s13 = and
λl1 (m + α2 + 2α)2
µ 2α(m − 1)
s23 = −(sign α) .
λl1 (m + α2 + 2α)2
We will pick up this discussion again in Chapter 10.
Chapter 6
Geometric Phases
In this chapter we give the basic ideas for geometric phases in terms of reconstruc-
tion, prove Montgomery’s formula for rigid body phases, and give some other basic
examples. We refer to Marsden, Montgomery and Ratiu [1990] for more informa-
tion.
6.1 A Simple Example

In Chapter 1 we discussed the idea of phases and gave several examples in general
terms. What follows is a specific but very simple example to illustrate the important
role played by the conserved quantity (in this case the angular momentum).
Consider two planar rigid bodies joined by a pin joint at their centers of mass.
Let I1 and I2 be their moments of inertia and θ1 and θ2 be the angle they make
with a fixed inertial direction, as in Figure 6.1.1.
Conservation of angular momentum states that I1 θ̇1 + I2 θ̇2 = µ = constant in
time, where the overdot means time derivative. Recall from Chapter 3 that the
shape space Q/G of a system is the space whose points give the shape of the
system. In this case, shape space is the circle S 1 parametrized by the hinge angle
ψ = θ2 − θ1 . We can parametrize the configuration space of the system by θ1 and
θ2 or by θ = θ1 and ψ. Conservation of angular momentum reads
I2 µ
I1 θ̇ + I2 (θ̇ + ψ̇) = µ; that is, dθ + dψ = dt. (6.1.1)
I1 + I2 I1 + I2
The left hand side of (6.1.1) is the mechanical connection discussed in Chapter 3,
where ψ parametrizes shape space Q/G and θ parametrizes the fiber of the bundle
Q → Q/G.
Suppose that body #2 goes through one full revolution so that ψ increases from
0 to 2π. Suppose, moreover, that the total angular momentum is zero: µ = 0.
From (6.1.1) we see that
Z 2π µ ¶
I2 I2
∆θ = − dψ = − 2π. (6.1.2)
I1 + I2 0 I1 + I2
108
inertial frame
body #1
body #2
θ1
θ2
Figure 6.1.1: Two rigid bodies coupled at their centers of mass.
This is the amount by which body #1 rotates, each time body #2 goes around
once. This result is independent of the detailed dynamics and only depends on the
fact that angular momentum is conserved and that body #2 goes around once. In
particular, we get the same answer even if there is a “hinge potential” hindering
the motion or if there is a control present in the joint. Also note that if we want to
rotate body #1 by −2πkI2 /(I1 + I2 ) radians, where k is an integer, all one needs
to do is spin body #2 around k times, then stop it. By conservation of angular
momentum, body #1 will stay in that orientation after stopping body #2.
In particular, if we think of body #1 as a spacecraft and body #2 as an internal
rotor, this shows that by manipulating the rotor, we have control over the attitude
(orientation) of the spacecraft.
Here is a geometric interpretation of this calculation. Define the one form
I2
A = dθ + dψ. (6.1.3)
I1 + I2
This is a flat connection for the trivial principal S 1 -bundle π : S 1 ×S 1 → S 1 given by

π(θ, ψ) = ψ. Formula (6.1.2) is the holonomy of this connection, when we traverse
the base circle, 0 ≤ ψ ≤ 2π.
Another interesting context in which geometric phases comes up is the phase
shift that occurs in interacting solitons. In fact, Alber and Marsden [1992] have
shown how this is a geometric phase in the sense described in this chapter. In the
introduction we already discussed a variety of other examples.
6.2 Reconstruction
This section presents a reconstruction method for the dynamics of a given Hamil-
tonian system from that of the reduced system. Let P be a symplectic manifold
on which a Lie group acts in a Hamiltonian manner and has a momentum map
J : P → g∗ . Assume that an integral curve cµ (t) of the reduced Hamiltonian vector
field XHµ on the reduced space Pµ is known. For z0 ∈ J−1 (µ), we search for the
corresponding integral curve c(t) = Ft (z0 ) of XH such that πµ (c(t)) = cµ (t), where
πµ : J−1 (µ) → Pµ is the projection.
To do this, choose a smooth curve d(t) in J−1 (µ) such that d(0) = z0 and
πµ (d(t)) = cµ (t). Write c(t) = Φg(t) (d(t)) for some curve g(t) in Gµ to be deter-
mined, where the group action is denoted g · z = Φg (z). First note that
XH (c(t)) = c0 (t)
= Td(t) Φg(t) (d0 (t))
¡ ¢
+ Td(t) Φg(t) · Tg(t) Lg(t)−1 (g 0 (t)) P (d(t)). (6.2.1)
Since Φ∗g XH = XΦ∗g H = XH , (6.2.1) gives

¡ ¢
d0 (t) + Tg(t) Lg(t)−1 (g 0 )(t) P (d(t))
= T Φg(t)−1 XH (Φg(t) (d(t)))
= (Φ∗g(t) XH )(d(t))
= XH (d(t)). (6.2.2)
This is an equation for g(t) written in terms of d(t) only. We solve it in two steps:
Step 1 Find ξ(t) ∈ gµ such that
ξ(t)P (d(t)) = XH (d(t)) − d0 (t). (6.2.3)
Step 2 With ξ(t) determined, solve the following non-autonomous ordinary differ-
ential equation on Gµ :
g 0 (t) = Te Lg(t) (ξ(t)), with g(0) = e. (6.2.4)
Step 1 is typically of an algebraic nature; in coordinates, for matrix Lie groups, (6.2.3)
is a matrix equation. We show later how ξ(t) can be explicitly computed if a con-
nection is given on J−1 (µ) → Pµ . With g(t) determined, the desired integral curve
c(t) is given by c(t) = Φg(t) (d(t)). A similar construction works on P/G, even if the
G-action does not admit a momentum map.
Step 2 can be carried out explicitly when G is abelian. Here the connected
component of the identity of G is a cylinder Rp × Tk−p and the exponential map
exp(ξ1 , . . . , ξk ) = (ξ1 , . . . , ξp , ξp+1 (mod2π), . . . , ξk (mod2π)) is onto, so we can write
g(t) = exp η(t), where η(0) = 0. Therefore ξ(t) = Tg(t) Lg(t)−1 (g 0 (t)) = η 0 (t) since η 0
Rt
and η commute, i.e., η(t) = 0 ξ(s)ds. Thus the solution of (6.2.4) is
µZ t ¶
g(t) = exp ξ(s)ds . (6.2.5)
0
This reconstruction method depends on the choice of d(t). With additional

structure, d(t) can be chosen in a natural geometric way. What is needed is a way
of lifting curves on the base of a principal bundle to curves in the total space, which
can be done using connections. One can object at this point, noting that reconstruc-
tion involves integrating one ordinary differential equation, whereas introducing a
connection will involve integration of two ordinary differential equations, one for
the horizontal lift and one for constructing the solution of (6.2.4) from it. However,
for the determination of phases, there are some situations in which the phase can
be computed without actually solving either equation, so one actually solves no
differential equations; a specific case is the rigid body.
Suppose that πµ : J−1 (µ) → Pµ is a principal Gµ -bundle with a connection A.
This means that A is a gµ -valued one-form on J−1 (µ) ⊂ P satisfying
i Ap · ξP (p) = ξ for ξ ∈ gµ
ii L∗g A = Adg ◦ A for g ∈ Gµ .
Let d(t) be the horizontal lift of cµ through z0 , i.e., d(t) satisfies A(d(t)) ·
d0 (t) = 0, πµ ◦ d = cµ , and d(0) = z0 . We summarize:
Theorem 6.2.1 (Reconstruction) Suppose πµ : J−1 (µ) → Pµ is a principal Gµ -

bundle with a connection A. Let cµ be an integral curve of the reduced dynamical
system on Pµ . Then the corresponding curve c through a point z0 ∈ πµ−1 (cµ (0)) of
the system on P is determined as follows:
i Horizontally lift cµ to form the curve d in J−1 (µ) through z0 .
ii Let ξ(t) = A(d(t)) · XH (d(t)), so that ξ(t) is a curve in gµ .
iii Solve the equation ġ(t) = g(t) · ξ(t) with g(0) = e.
Then c(t) = g(t) · d(t) is the integral curve of the system on P with initial condition
z0 .
Suppose cµ is a closed curve with period T ; thus, both c and d reintersect the
same fiber. Write
d(T ) = ĝ · d(0) and c(T ) = h · c(0)
for ĝ, h ∈ Gµ . Note that
h = g(T )ĝ. (6.2.6)
The Lie group element ĝ (or the Lie algebra element log ĝ) is called the geometric
phase. It is the holonomy of the path cµ with respect to the connection A and
has the important property of being parametrization independent. The Lie group
element g(T ) (or log g(T )) is called the dynamic phase.
For compact or semi-simple G, the group Gµ is generically abelian. The com-
putation of g(T ) and ĝ are then relatively easy, as was indicated above.
6.3 Cotangent Bundle Phases — a Special Case

We now discuss the case in which P = T ∗ Q, and G acts on Q and therefore on P
by cotangent lift. In this case the momentum map is given by the formula
J(αq ) · ξ = αq · ξQ (q) = ξT ∗ Q (αq ) y θ(αq ),

where ξ ∈ gµ , αq ∈ Tq∗ Q, θ = pi dq i is the canonical one-form and y is the interior

product.
Assume Gµ is the circle group or the line. Pick a generator ζ ∈ gµ , ζ 6= 0. For
instance, one can choose the shortest ζ such that exp(2πζ) = 1. Identify gµ with
the real line via ω 7→ ωζ. Then a connection one-form is a standard one-form on
J−1 (µ).
Proposition 6.3.1 Suppose Gµ ∼ = S 1 or R. Identify gµ with R via a choice of

generator ζ. Let θµ denote the pull-back of the canonical one-form to J−1 (µ). Then
1
A= θµ ⊗ ζ
hµ, ζi
is a connection one-form on J−1 (µ) → Pµ . Its curvature as a two-form on the base

Pµ is
1
Ω=− ωµ ,
hµ, ζi
where ωµ is the reduced symplectic form on Pµ .
Proof Since G acts by cotangent lift, it preserves θ, and so θµ is preserved by Gµ

and therefore A is Gµ -invariant. Also, A·ζP = [ζP y θ/hµ, ζi]ζ = [hJ, ζi/hµ, ζi]ζ = ζ.
This verifies that A is a connection. The calculation of its curvature is straightfor-
ward. ¥
Remarks
1. The result of Proposition 6.3.1 holds for any exact symplectic manifold. We
shall use this for the rigid body.
2. In the next section we shall show how to construct a connection on J−1 (µ) →
Pµ in general. For the rigid body it is easy to check that these two construc-
tions coincide! If G = Q and Gµ = S 1 , then the construction in Proposition
6.3.1 agrees with the pullback of the mechanical connection for G semisimple
and the metric defined by the Cartan-Killing form.
3. Choose P to be a complex Hilbert space with symplectic form
Ω(ϕ, ψ) = −Imhϕ, ψi
and S 1 action given by eiθ ψ. The corresponding momentum map is J(ϕ) =

−kϕk2 /2. Write Ω = −dΘ where Θ(ϕ) · ϕ = 12 Imhϕ, ψi. Now we identify
the reduced space at level −1/2 to get projective Hilbert space. Applying
Proposition 6.3.1, we get the basic phase result for quantum mechanics due to
Aharonov and Anandan [1987]:
The holonomy of a loop in projective complex Hilbert space is the
exponential of twice the symplectic area of any two dimensional
submanifold whose boundary is the given loop. ¨
6.4 Cotangent Bundles — General Case

If Gµ is not abelian, the formula for A given above does not satisfy the second
axiom of a connection. However, if the bundle Q → Q/Gµ has a connection, we
will show below how this induces a connection on J−1 (µ) → (T ∗ Q)µ . To do this,
we can use the cotangent bundle reduction theorem. Recall that the mechanical
connection provides a connection on Q → Q/G and also on Q → Q/Gµ . Denote
the latter connection by γ.
Denote by Jµ : T ∗ Q → g∗µ the induced momentum map, i.e., Jµ (αq ) = J(αq )|gµ .
From the cotangent bundle reduction theorem, it follows that the diagram in Fig-
ure 6.4.1 commutes.
tµ i π
J−1 (µ) - J−1 (µ0 ) - J−1 (0) - T ∗Q - Q
µ µ
πµ /Gµ ρµ
? ? ?
(T ∗ Q)µ - T ∗ (Q/Gµ ) - Q/Gµ
[αq ] - [αq − µ0 · γd (·)] - [q]
Figure 6.4.1: Notation for cotangent bundles.
In this figure, tµ (αq ) = αq − µ0 · γq (·) is fiber translation by the µ0 -component

of the connection form and where [αq − µ0 · γq (·)] means the element of T ∗ (Q/Gµ )
determined by αq − µ0 · γq (·) and µ0 = µ|gµ . Call the composition of the two maps
on the bottom of this diagram
σ : [αq ] ∈ (T ∗ Q)µ 7→ [q] ∈ Q/Gµ .
We induce a connection on J−1 (µ) → (T ∗ Q)µ by being consistent with this diagram.
Proposition 6.4.1 The connection one-form γ induces a connection one-form γ̃
on J−1 (µ) by pull-back: γ̃ = (π ◦ tµ )∗ γ, i.e.,
γ̃(αq ) · Uαq = γ(q) · Tαq π(Uαq ), for αq ∈ Tq∗ Q, Uαq ∈ Tαq (T ∗ Q).
Similarly curv (γ̃) = (π ◦ tµ )∗ curv(γ) and in particular the µ0 -component of the
curvature of this connection is the pull-back of µ0 · curv(γ).
The proof is a direct verification.
Proposition 6.4.2 Assume that ρµ : Q → Q/Gµ is a principal Gµ -bundle with a
connection γ. If H is a G-invariant Hamiltonian on T ∗ Q inducing the Hamiltonian
Hµ on (T ∗ Q)µ and cµ (t) is an integral curve of XHµ denote by d(t) a horizontal
lift of cµ (t) in J−1 (µ) relative to the natural connection of Proposition 6.4.1 and let
q(t) = π(d(t)) be the base integral curve of c(t). Then ξ(t) of step ii in Theorem
6.2.1 is given by
ξ(t) = γ(q(t)) · FH(d(t)),
¯
where FH : T ∗ Q → T Q is the fiber derivative of H, i.e., FH(αq )·βq = d
dt H(αq + tβq )¯t=0 .
Proof γ̃ · XH = γ · T π · XH = γ · FH. ¥
Proposition 6.4.3 With γ the mechanical connection, step ii in Theorem 6.2.1 is

equivalent to ii0 : ξ(t) ∈ gµ is given by
∗
ξ(t) = γ(q(t)) · d(t)] , where d(t) ∈ Tq(t) Q.
Proof Apply Proposition 6.4.1 and use the fact that FH(αq ) = a]q . (In coordinates,
∂H/∂pµ = g µν pν .) ¥
To see that the connection of Proposition 6.4.1 coincides with the one in §6.3
for the rigid body, use the fact that Q = G and αµ must lie in J−1 (µ), so αµ is the
right invariant one form equalling µ at g = e and that Gµ = S 1 .
6.5 Rigid Body Phases

We now derive a formula of Goodman and Robinson [1958] and Montgomery [1991]
for the rigid body phase (see also Marsden, Montgomery and Ratiu [1990]). (See
Marsden and Ratiu [1994] for more historical information.)
As we have seen, the motion of a rigid body is a geodesic with respect to a
left-invariant Riemannian metric (the inertia tensor) on SO(3). The corresponding
phase space is P = T ∗ SO(3) and the momentum map J : P → R3 for the left
SO(3) action is right translation to the identity. We identify so(3)∗ with so(3) via
the Killing form and identify R3 with so(3) via the map v 7→ v̂ where v̂(w) = v × w,
and where × is the standard cross product. Points in so(3)∗ are regarded as the
left reduction of points in T ∗ SO(3) by SO(3) and are the angular momenta as seen
from a body-fixed frame. The reduced spaces J−1 (µ)/Gµ are identified with spheres
in R3 of Euclidean radius kµk, with their symplectic form ωµ = −dS/kµk where
dS is the standard area form on a sphere of radius kµk and where Gµ consists of
rotations about the µ-axis. The trajectories of the reduced dynamics are obtained
by intersecting a family of homothetic ellipsoids (the energy ellipsoids) with the
angular momentum spheres. In particular, all but four of the reduced trajectories
are periodic. These four exceptional trajectories are the homoclinic trajectories.
Suppose a reduced trajectory Π(t) is given on Pµ , with period T . After

time T , by how much has the rigid body rotated in space?
The spatial angular momentum is π = µ = gΠ, which is the conserved value of

J. Here g ∈ SO(3) is the attitude of the rigid body and Π is the body angular
momentum. If Π(0) = Π(T ) then
µ = g(0)Π(0) = g(T )Π(T )
and so
g(T )−1 µ = g(0)−1 µ i.e., g(T )g(0)−1
is a rotation about the axis µ. We want to compute the angle of this rotation.
To answer this question, let c(t) be the corresponding trajectory in J−1 (µ) ⊂ P .
Identify T ∗ SO(3) with SO(3) × R3 by left trivialization, so c(t) gets identified with
(g(t), Π(t)). Since the reduced trajectory Π(t) closes after time T , we recover the
fact that c(T ) = gc(0) where g = g(T )g(0)−1 ∈ Gµ . Thus, we can write
g = exp[(∆θ)ζ] (6.5.1)
where ζ = µ/kµk identifies gµ with R by aζ 7→ a, for a ∈ R. Let D be one of the

two spherical caps on S 2 enclosed by the reduced trajectory, Λ be the corresponding
oriented solid angle, with |Λ| = (area D)/kµk2 , and let Hµ be the energy of the
reduced trajectory. All norms are taken relative to the Euclidean metric of R3 . We
shall prove below that modulo 2π, we have
½Z ¾
1 2Hµ T
∆θ = ωµ + 2Hµ T = −Λ + . (6.5.2)
kµk D kµk
The special case of this formula for a symmetric free rigid body was given by Hannay
[1985] and Anandan [1988]. Other special cases were given by Ishlinskii [1952].
To prove (6.5.2), we choose the connection one-form on J−1 (µ) to be the one
from Proposition 6.3.1, or equivalently from Proposition 6.4.1:
1
A= θµ , (6.5.3)
kµk
where θµ is the pull back to J−1 (µ) of the canonical one-form θ on T ∗ SO(3). The
curvature of A as a two-form on the base Pµ , the sphere of radius kµk in R3 , is
given by
1 1
− ωµ = dS. (6.5.4)
kµk kµk2
The first terms in (6.5.2) represent the geometric phase, i.e., the holonomy of the
reduced trajectory with respect to this connection. The logarithm of the holonomy
(modulo 2π) is given as minus the integral over D of the curvature, i.e., it equals
Z
1 1
ωµ = − (area D) = −Λ(mod 2π). (6.5.5)
kµk D kµk2
The second terms in (6.5.2) represent the dynamic phase. By Theorem 6.3.1,
it is calculated in the following way. First one horizontally lifts the reduced closed
trajectory Π(t) to J−1 (µ) relative to the connection (6.5.3). This horizontal lift is
easily seen to be (identity, Π(t)) in the left trivalization of T ∗ SO(3) as SO(3) × R3 .
Second, we need to compute
ξ(t) = (A · XH )(Π(t)). (6.5.6)
Since in coordinates
∂ ∂
θµ = pi dq i and XH = pi + terms
∂q i ∂p
P
for pi = j g ij pj , where g ij is the inverse of the Riemannian metric gij on SO(3),
we get
(θµ · XH )(Π(t)) = pi pi = 2H(identity, Π(t)) = 2Hµ , (6.5.7)
where Hµ is the value of the energy on S 2 along the integral curve Π(t). Conse-
quently,
2Hµ
ξ(t) = ζ. (6.5.8)
kµk
Third, since ξ(t) is independent of t, the solution of the equation
µ ¶
2Hµ 2Hµ t
ġ = gξ = gζ is g(t) = exp ζ
kµk kµk
so that the dynamic phase equals

2Hµ
∆θd = T (mod 2π). (6.5.9)
kµk
Formulas (6.5.5) and (6.5.9) prove (6.5.2). Note that (6.5.2) is independent of
which spherical cap one chooses amongst the two bounded by Π(t). Indeed, the
solid angles on the unit sphere defined by the two caps add to 4π, which does not
change Formula (6.5.2).
For other examples of the use of (6.5.2) see Chapter 7 and Levi [1993]. We also
note that Goodman and Robinson [1958] and Levi [1993] give an interesting link
between this result, the Poinsot description of rigid body motion and the Gauss-
Bonnet theorem.
6.6 Moving Systems

The techniques above can be merged with those for adiabatic systems, with slowly
varying parameters. We illustrate the ideas with the example of the bead in the
hoop discussed in Chapter 1.
Begin with a reference configuration Q and a Riemannian manifold S. Let M be
a space of embeddings of Q into S and let mt be a curve in M . If a particle in Q is
following a curve q(t), and if we let the configuration space Q have a superimposed
motion mt , then the path of the particle in S is given by mt (q(t)). Thus, its velocity
in S is given by the time derivative:
Tq(t) mt · q̇(t) + Zt (mt (q(t))) (6.6.1)
where Zt , defined by Zt (mt (q)) = dt

d
mt (q), is the time dependent vector field (on S
with domain mt (Q)) generated by the motion mt and Tq(t) mt · w is the derivative
(tangent) of the map mt at the point q(t) in the direction w. To simplify the
notation, we write
mt = Tq(t) mt and q(t) = mt (q(t)).
Consider a Lagrangian on T Q of the form kinetic minus potential energy. Us-

ing (6.6.1), we thus choose
1
Lmt (q, v) = kmt · v + Zt (q(t))k2 − V (q) − U (q(t)) (6.6.2)
2
where V is a given potential on Q and U is a given potential on S.
Put on Q the (possibly time dependent) metric induced by the mapping mt . In
other words, choose the metric on Q that makes mt into an isometry for each t. In
many examples of mechanical systems, such as the bead in the hoop given below,
mt is already a restriction of an isometry to a submanifold of S, so the metric on
Q in this case is in fact time independent. Now we take the Legendre transform
of (6.6.2), to get a Hamiltonian system on T ∗ Q. Taking the derivative of (6.6.2)
with respect to v in the direction of w gives:
p · w = hmt · v + Zt (q(t)), mt · wiq(t) = hmt · v + Zt (q(t))T , mt · wiq(t)
∗
where p · w means the natural pairing between the covector p ∈ Tq(t) Q and the
vector w ∈ Tq(t) Q, h , iq(t) denotes the metric inner product on the space S at the
point q(t) and T denotes the tangential projection to the space mt (Q) at the point
q(t). Recalling that the metric on Q, denoted h , iq(t) is obtained by declaring mt to
be an isometry, the above gives
p · w = hv + m−1
t Zt (q(t)) , wiq(t)
T
i.e., p = (v + m−1
t Zt (q(t)) )
T b
(6.6.3)
where b denotes the index lowering operation at q(t) using the metric on Q. The
(in general time dependent) Hamiltonian is given by the prescription H = p · v − L,
which in this case becomes
1 1
Hmt (q, p) = kpk2 − P(Zt ) − Zt⊥ k2 + V (q) + U (q(t))
2 2
1
= H0 (q, p) − P(Zt ) − kZt⊥ k2 + U (q(t)), (6.6.4)
2
where H0 (q, p) = 12 kpk2 + V (q), the time dependent vector field Zt ∈ X(Q) is de-
fined by Zt (q) = m−1 t [Zt (mt (q))] , the momentum function P(Y ) is defined by
T
P(Y )(q, p) = p · Y (q) for Y ∈ X(Q), and where Zt⊥ denotes the orthogonal pro-
jection of Zt to mt (Q). Even though the Lagrangian and Hamiltonian are time
dependent, we recall that the Euler-Lagrange equations for Lmt are still equivalent
to Hamilton’s equations for Hmt . These give the correct equations of motion for this
moving system. (An interesting example of this is fluid flow on the rotating earth,
where it is important to consider the fluid with the motion of the earth superposed,
rather than the motion relative to an observer. This point of view is developed in
Chern [1991].)
Let G be a Lie group that acts on Q. (For the bead in the hoop, this will be the
dynamics of H0 itself.) We assume for the general theory that H0 is G-invariant.
Assuming the “averaging principle” (cf. Arnold [1978], for example) we replace
Hmt by its G-average,
1 1
hHmt i(q, p) = kpk2 − hP(Zt )i − hkZt⊥ k2 i + V (q) + hU (q(t))i (6.6.5)
2 2
where h . i denotes the G-average. This principle can be hard to rigorously justify
in general. We will use it in a particularly simple example where we will see how
to check it directly. Furthermore, we shall discard the term 12 hkZt⊥ k2 i; we assume
it is small compared to the rest of the terms. Thus, define
H(q, p, t) = (6.6.6)
1
kpk2 − hP(Zt )i + V (q) + hU (q(t))i = H0 (q, p) − hP(Zt )i + hU (q(t))i.
2
The dynamics of H on the extended space T ∗ Q × M is given by the vector field
¡ ¢
(XH , Zt ) = XH0 − XhP(Zt )i + XhU ◦mt i , Zt . (6.6.7)
The vector field ¡ ¢

hor(Zt ) = −XhP(Zt )i , Zt (6.6.8)
has a natural interpretation as the horizontal lift of Zt relative to a connection,
which we shall call the Hannay-Berry connection induced by the Cartan
connection. The holonomy of this connection is interpreted as the Hannay-Berry
phase of a slowly moving constrained system.
6.7 The Bead on the Rotating Hoop

Consider Figures 1.5.2 and 1.5.3 which show a hoop (not necessarily circular) on
which a bead slides without friction. As the bead is sliding, the hoop is slowly
rotated in its plane through an angle θ(t) and angular velocity ω(t) = θ̇(t)k. Let s
denote the arc length along the hoop, measured from a reference point on the hoop
and let q(s) be the vector from the origin to the corresponding point on the hoop;
thus the shape of the hoop is determined by this function q(s). Let L be the length
of the hoop. The unit tangent vector is q0 (s) and the position of the reference point
q(s(t)) relative to an inertial frame in space is Rθ(t) q(s(t)), where Rθ is the rotation
in the plane of the hoop through an angle θ.
The configuration space is diffeomorphic to the circle Q = S 1 . The Lagrangian
L(s, ṡ, t) is the kinetic energy of the particle; i.e., since
d
Rθ(t) q(s(t)) = Rθ(t) q0 (s(t))ṡ(t) + Rθ(t) [ω(t) × q(s(t))],
dt
we set
1
L(s, ṡ, t) = mkq0 (s)ṡ + ω × q(s)k2 . (6.7.1)
2
The Euler-Lagrange equations
d ∂L ∂L
=
dt ∂ ṡ ∂s
become
d
m[ṡ + q0 · (ω × q)] = m[ṡq00 · (ω × q) + ṡq0 · (ω × q0 ) + (ω × q) · (ω × q0 )]
dt
since kq0 k2 = 1. Therefore
s̈ + q00 · (ω × q)ṡ + q0 · (ω̇ × q) = ṡq00 · (ω × q) + (ω × q) · (ω × q0 )
i.e.,
s̈ − (ω × q) · (ω × q0 ) + q0 · (ω̇ × q) = 0. (6.7.2)
The second and third terms in (6.7.2) are the centrifugal and Euler forces re-
spectively. We rewrite (6.7.2) as
s̈ = ω 2 q · q0 − ω̇q sin α (6.7.3)
where α is as in Figure 1.5.2 and q = kqk. From (6.7.3), Taylor’s formula with
remainder gives
Z t
© ª
s(t) = s0 +ṡ0 t+ (t−t0 ) ω(t0 )2 q · q0 (s(t0 )) − ω̇(t0 )q(s(t0 )) sin α(s(t0 )) dt0 . (6.7.4)
0
Now ω and ω̇ are assumed small with respect to the particle’s velocity, so by the
averaging theorem (see, e.g. Hale [1969]), the s-dependent quantities in (6.7.4) can
be replaced by their averages around the hoop:
s(T ) ≈ s0 + ṡ0 T (6.7.5)

Z T ( Z L Z L )
1 1
+ (T − t0 ) ω(t0 )2 q · q0 ds − ω̇(t0 ) q(s) sin αds dt0 .
0 L 0 L 0
Aside The essence of the averaging can be seen as follows. Suppose g(t) is a rapidly
varying function and f (t) is slowly varying on an interval [a, b]. Over one period of
g, say [α, β], we have
Z β Z β
f (t)g(t)dt ≈ f (t)ḡdt (6.7.6)
α α
where Z β
1
ḡ = g(t)dt
β−α α
is the average of g. The error in (6.7.6) is

Z β
f (t)(g(t) − ḡ)dt
α
which is less than
(β − α) × (variation of f ) × constant ≤ constant kf 0 k(β − α)2 .
If this is added up over [a, b] one still gets something small as the period of g tends
to zero. ¨
The first integral in (6.7.5) over s vanishes and the second is 2A where A is the
area enclosed by the hoop. Now integrate by parts:
Z T Z T
(T − t0 )ω̇(t0 )dt0 = −T ω(0) + ω(t0 )dt0 = −T ω(0) + 2π, (6.7.7)
0 0
assuming the hoop makes one complete revolution in time T . Substituting (6.7.7)
in (6.7.5) gives
2A 4πA
s(T ) ≈ s0 + ṡ0 T + ω0 T − . (6.7.8)
L L
The initial velocity of the bead relative to the hoop is ṡ0 , while that relative to the
inertial frame is (see (6.7.1)),
v0 = q0 (0) · [q0 (0)ṡ0 + ω0 × q(0)] = ṡ0 + ω0 q(s0 ) sin α(s0 ). (6.7.9)
Now average (6.7.8) and (6.7.9) over the initial conditions to get
4πA
hs(T ) − s0 − v0 T i ≈ − (6.7.10)
L
which means that on average, the shift in position is by 4πA/L between the rotated
and nonrotated hoop. This extra length 4πA/L, (or in angular measure, 8π 2 A/L2 )
is the Hannay-Berry phase. Note that if ω0 = 0 (the situation assumed by Berry
[1985]) then averaging over initial conditions is not necessary. This process of av-
eraging over the initial conditions used in this example is related to work of Golin
and Marmi [1990] on procedures to measure the phase shift.
Chapter 7
Stabilization and Control
In this chapter we present a result of Bloch, Krishnaprasad, Marsden and Sánchez

[1992] on the stabilization of rigid body motion using internal rotors followed by a
description of some of Montgomery’s [1990] work on optimal control. Some other
related results will be presented as well.
7.1 The Rigid Body with Internal Rotors

Consider a rigid body (to be called the carrier body ) carrying one, two or three
symmetric rotors. Denote the system center of mass by 0 in the body frame and at
0 place a set of (orthonormal) body axes. Assume that the rotor and the body co-
ordinate axes are aligned with principal axes of the carrier body. The configuration
space of the system is SO(3) × S 1 × S 1 × S 1 .
Let Ibody be the inertia tensor of the carrier, body, Irotor the diagonal matrix of
rotor inertias about the principal axes and I0rotor the remaining rotor inertias about
the other axes. Let Ilock = Ibody + Irotor + I0rotor be the (body) locked inertia tensor
(i.e., with rotors locked) of the full system; this definition coincides with the usage
in Chapter 3, except that here the locked inertia tensor is with respect to body
coordinates of the carrier body (note that in Chapter 3, the locked inertia tensor is
with respect to the spatial frame).
The Lagrangian of the free system is the total kinetic energy of the body plus
the total kinetic energy of the rotor; i.e.,
1 1 1
L = (Ω · Ibody Ω) + Ω · I0rotor Ω + (Ω + Ωr ) · Irotor (Ω + Ωr )
2 2 2
1 1
= (Ω · (Ilock − Irotor )Ω) + (Ω + Ωr ) · Irotor (Ω + Ωr ) (7.1.1)
2 2
where Ω is the vector of body angular velocities and Ωr is the vector of rotor
angular velocities about the principal axes with respect to a (carrier) body fixed
frame. Using the Legendre transform, we find the conjugate momenta to be:
∂L
m= = (Ilock − Irotor )Ω + Irotor (Ω + Ωr ) = Ilock Ω + Irotor Ωr (7.1.2)
∂Ω
121
and
∂L
l= = Irotor (Ω + Ωr ) (7.1.3)
∂Ωr
and the equations of motion including internal torques (controls) u in the rotors are

ṁ = m × Ω = m × (Ilock − Irotor )−1 (m − l) 
(7.1.4)

l˙ = u.
7.2 The Hamiltonian Structure with Feedback Con-

trols
The first result shows that for torques obeying a certain feedback law (i.e., the
torques are given functions of the other variables), the preceding set of equations
including the internal torques u can still be Hamiltonian! As we shall see, the
Hamiltonian structure is of gyroscopic form.
Theorem 7.2.1 For the feedback
u = k(m × (Ilock − Irotor )−1 (m − l)), (7.2.1)
where k is a constant real matrix such that k does not have 1 as an eigenvalue and
such that the matrix J = (1 − k)−1 (Ilock − Irotor ) is symmetric, the system (7.1.4)
reduces to a Hamiltonian system on so(3)∗ with respect to the rigid body bracket
{F, G}(m) = −m · (∇F × ∇G).
Proof We have
l˙ = u = kṁ = k((Ilock Ω + Irotor Ωr ) × Ω). (7.2.2)
Therefore, the vector
km − l = p, (7.2.3)
is a constant of motion. Hence our feedback control system becomes
ṁ = m × (Ilock − Irotor )−1 (m − l)

= m × (Ilock − Irotor )−1 (m − km + p)
= m × (Ilock − Irotor )−1 (1 − k)(m − ξ) (7.2.4)
where ξ = −(1 − k)−1 p and 1 is the identity. Define the k-dependent “inertia
tensor”
J = (1 − k)−1 (Ilock − Irotor ). (7.2.5)
Then the equations become
ṁ = ∇C × ∇H (7.2.6)
where
1
C= kmk2 (7.2.7)
2
and
1
H= (m − ξ) · J−1 (m − ξ). (7.2.8)
2
Clearly (7.2.6) are Hamiltonian on so(3)∗ with respect to the standard Lie-Poisson
structure (see §2.6). ¥
The conservation law (7.2.3), which is key to our methods, may be regarded as
a way to choose the control (7.2.1). This conservation law is equivalent to
k(Ilock Ω + Irotor Ωr ) − Irotor (Ω + Ωr ) = p
i.e.,
(Irotor − kIrotor )Ωr = (kIlock − Irotor )Ω − p.
Therefore, if
kIlock = Irotor (7.2.9)
then one obtains as a special case, the dual spin case in which the acceleration
feedback is such that each rotor rotates at constant angular velocity relative to the
carrier (see Krishnaprasad [1985] and Sánchez de Alvarez [1986]). Also note that
the Hamiltonian in (7.2.8) can be indefinite.
If we set mb = m − ξ, (7.2.4) become
ṁb = (mb + ξ) × J−1 mb . (7.2.10)
It is instructive to consider the case where k = diag(k1 , k2 , k3 ). Let I =

(Ilock − Irotor ) = diag(I˜1 , I˜2 , I˜3 ) and the matrix J satisfies the symmetry hypothe-
sis of Theorem 7.2.1. Then li = pi + ki mi , i = 1, 2, 3, and the equations become
ṁ = m × ∇H where
· ¸
1 ((1 − k1 )m1 + p1 )2 ((1 − k2 )m2 + p2 )2 ((1 − k3 )m3 + p3 )2
H= + + .
2 (1 − k1 )I˜1 (1 − k2 )I˜2 (1 − k3 )I˜3
(7.2.11)
It is possible to have more complex feedback mechanisms where the system still
reduces to a Hamiltonian system on so(3)∗ . We refer to Bloch, Krishnaprasad,
Marsden and Sánchez [1992] for a discussion of this point.
7.3 Feedback Stabilization of a Rigid Body with a

Single Rotor
We now consider the equations for a rigid body with a single rotor. We will demon-
strate that with a single rotor about the third principal axis, a suitable quadratic
feedback stabilizes the system about its intermediate axis.
Let the rigid body have moments of inertia I1 > I2 > I3 and suppose the
symmetric rotor is aligned with the third principal axis and has moments of inertia
J1 = J2 and J3 . Let Ωi , i = 1, 2, 3, denote the carrier body angular velocities and

let α̇ denote that of the rotor (relative to a frame fixed on the carrier body). Let
diag(λ1 , λ2 , λ3 ) = diag(J1 + I1 , J2 + I2 , J3 + I3 ) (7.3.1)
be the (body) locked inertia tensor. Then from (7.1.2) and (7.1.3), the natural
momenta are
mi = (Ji + Ii )Ωi = λi Ωi , i = 1, 2
m3 = λ3 Ω3 + J3 α̇
l3 = J3 (Ω3 + α̇). (7.3.2)
Note that m3 = I3 Ω3 + l3 . The equations of motion (7.1.4) are:

µ ¶
1 1 l 3 m2
ṁ1 = m2 m3 − −
I3 λ2 I3
µ ¶
1 1 l 3 m1
ṁ2 = m1 m3 − +
λ1 I3 I3
µ ¶
1 1
ṁ3 = m1 m2 −
λ2 λ1
˙l3 = u. (7.3.3)
Choosing µ ¶
1 1
u = ka3 m1 m2 where a3 = − ,
λ2 λ1
and noting that l3 − km3 = p is a constant, we get:
Theorem 7.3.1 With this choice of u and p, the Equations (7.3.3) reduce to
µ ¶
(1 − k)m3 − p m3 m2
ṁ1 = m2 −
I3 λ2
µ ¶
(1 − k)m3 − p m3 m1
ṁ2 = −m1 +
I3 λ1
ṁ3 = a3 m1 m2 (7.3.4)
which are Hamiltonian on so(3)∗ with respect to the standard rigid body Lie-Poisson
bracket, with Hamiltonian
µ ¶
1 m21 m22 ((1 − k)m3 − p)2 1 p2
H= + + + (7.3.5)
2 λ1 λ2 (1 − k)I3 2 J3 (1 − k)
where p is a constant.
When k = 0, we get the equations for the rigid body carrying a free spinning
rotor — note that this case is not trivial! The rotor interacts in a nontrivial way
with the dynamics of the carrier body. We get the dual spin case for which J3 α̈ = 0,
when kIlock = Irotor from (7.2.9), or, in this case, when k = J3 /λ3 . Notice that for
this k, p = (1 − k)α̇, a multiple of α̇.
We can now use the energy-Casimir method to prove
Theorem 7.3.2 For p = 0 and k > 1 − (J3 /λ2 ), the system (7.3.4) is stabilized
about the middle axis, i.e., about the relative equilibrium (0, M, 0).
Proof Consider the energy-Casimir function H + C where C = ϕ(kmk2 ), and

m2 = m21 + m22 + m23 . The first variation is
m1 δm1 m2 δm2 (1 − k)m3 − p

δ(H + C) = + + δm3
λ1 λ2 I3
+ ϕ0 (m2 )(m1 δm1 + m2 δm2 + m3 δm3 ). (7.3.6)
This is zero if we choose ϕ so that

m1 
+ ϕ0 m1 = 0, 


λ1 

m2 
+ ϕ0 m2 = 0, (7.3.7)
λ2 


(1 − k)m3 − p 
+ ϕ0 m3 = 0. 

I3
Then we compute
(δm1 )2 (δm2 )2 (1 − k)(δm3 )2

δ 2 (H + C) = + +
λ1 λ2 I3
+ ϕ0 (m2 )((δm1 )2 + (δm2 )2 + (δm3 )2 )
+ ϕ00 (m2 )(m1 δm1 + m2 δm2 + m3 δm3 )2 . (7.3.8)
For p = 0, i.e., l3 = km3 , (0, M, 0) is a relative equilibrium and (7.3.7) are satisfied
if ϕ0 = −1/λ2 at equilibrium. In that case,
µ ¶ µ ¶
1 1 1−k 1
δ 2 (H + C) = (δm1 )2 − + (δm3 )2 − + ϕ00 (δm2 )2 .
λ1 λ2 I3 λ2
Now
1 1 I2 − I1
− = <0 for I1 > I2 > I3 .
λ1 λ2 λ1 λ2
For k satisfying the condition in the theorem,
1−k 1
− < 0,
I3 λ2
so if one chooses ϕ such that ϕ00 < 0 at equilibrium, then the second variation is
negative definite and hence stability holds. ¥
For a geometric interpretation of the stabilization found here, see Holm and
Marsden [1991], along with other interesting facts about rigid rotors and pendula,
for example, a proof that the rigid body phase space is a union of simple pendulum
phase spaces.
Corresponding to the Hamiltonian (7.3.5) there is a Lagrangian found using the
inverse Legendre transformation
m1 
Ω̃1 = 

λ1 

m2 



Ω̃2 = 

λ2
(1 − k)m3 − p (7.3.9)
Ω̃3 = 



I3 

(1 − k)m3 − p 

p 

α̃˙ = − + .
(1 − k)I3 (1 − k)I3
Note that Ω̃1 , Ω̃2 and Ω̃3 equal the angular velocities Ω1 , Ω2 , and Ω3 for the free
system, but that α̃˙ is not equal to α̇. In fact, we have the interesting velocity shift
α̇ km3
α̃˙ = − . (7.3.10)
(1 − k) (1 − k)J3
Thus the equations on T SO(3) determined by (7.3.9) are the Euler-Lagrange

equations for a Lagrangian quadratic in the velocities, so the equations can be re-
garded as geodesic equations. The torques can be thought of as residing in the
velocity shift (7.3.10). Using the free Lagrangian, the torques appear as generalized
forces on the right hand side of the Euler-Lagrange equations. Thus, the d’Alembert
principle can be used to describe the Euler-Lagrange equations with the generalized
forces. This approach arranges in a different way, the useful fact that the equations
are derivable from a Lagrangian (and hence a Hamiltonian) in velocity shifted vari-
ables. In fact, it seems that the right context for this is the Routhian and the theory
of gyroscopic Lagrangians, as in §3.6, but we will not pursue this further here.
For problems like the driven rotor and specifically the dual spin case where
the rotors are driven with constant angular velocity, one might think that this
is a velocity constraint and should be treated by using constraint theory. For the
particular problem at hand, this can be circumvented and in fact, standard methods
are applicable and constraint theory is not needed, as we have shown.
7.4 Phase Shifts

Next, we discuss an attitude drift that occurs in the system and suggest a method
for correcting it. If the system (7.2.10) is perturbed from a stable equilibrium,
and the perturbation is not too large, the closed loop system executes a periodic
motion on a level surface (momentum sphere) of the Casimir function kmb + ξk2
in the body-rotor feedback system. This leads to an attitude drift which can be
thought of as rotation about the (constant) spatial angular momentum vector. We
calculate the amount of this rotation following the method of Montgomery we used
in Chapter 6 to calculate the phase shift for the single rigid body.
As we have seen, the equations of motion for the rigid body-rotor system with
feedback law (7.2.1) are
ṁb = (mb + ξ) × J−1 mb = ∇C × ∇H (7.4.1)
where mb = m + (1 − k)−1 (km − l), ξ = −(1 − k)−1 (km − l), and

1
C = kmb + ξk2 (7.4.2)
2
1
H = mb · J−1 mb . (7.4.3)
2
As with the rigid body, this system is completely integrable with trajectories given
by intersecting the level sets of C and H. Note that (7.4.2) just defines a sphere
shifted by the amount ξ.
The attitude equation for the rigid-body rotor system is
Ȧ = AΩ̂,
where ˆ denotes the isomorphism between R3 and so(3) (see §4.4) and in the
presence of the feedback law (7.2.1),
Ω = (Ilock − Irotor )−1 (m − l)

= (Ilock − Irotor )−1 (m − km + p)
= J−1 (m − ξ) = J−1 mb .
Therefore the attitude equation may be written
Ȧ = A(J−1 mb )ˆ. (7.4.4)
The net spatial (constant) angular momentum vector is
µ = A(mb + ξ). (7.4.5)
Then we have the following:

Theorem 7.4.1 Suppose the solution of
ṁb = (mb + ξ) × J−1 mb (7.4.6)
is a periodic orbit of period T on the momentum sphere, kmb +ξk2 = kµk2 , enclosing
a solid angle Φsolid . Let Ωav denote the average value of the body angular velocity
over this period, E denote the constant value of the Hamiltonian, and kµk denote
the magnitude of the angular momentum vector. Then the body undergoes a net
rotation ∆θ about the spatial angular momentum vector µ given by
2ET T
∆θ = + (ξ · Ωav ) − Φsolid . (7.4.7)
kµk kµk
Proof Consider the reduced phase space (the momentum sphere)
Pµ = {mb | kmb + ξk2 = kµk2 }, (7.4.8)
for µ fixed, so that in this space,
mb (t0 + T ) = mb (t0 ), (7.4.9)
and from momentum conservation
µ = A(T + t0 )(mb (T + t0 ) + ξ) = A(t0 )(mb (t0 ) + ξ). (7.4.10)
Hence
A(T + t0 )A(t0 )−1 µ = µ.
Thus A(T + t0 )A(t0 )−1 ∈ Gµ , so
µ ¶
µ
A(T + t0 )A(t0 )−1 = exp ∆θ (7.4.11)
kµk
for some ∆θ, which we wish to determine.

We can assume that A(t0 ) is the identity, so the body is in the reference configu-
ration at t0 = 0 and thus that mb (t0 ) = µ − ξ. Consider the phase space trajectory
of our system
z(t) = (A(t), mb (t)), z(t0 ) = z0 . (7.4.12)
The two curves in phase space
C1 = {z(t) | t0 ≤ t ≤ t0 + T }
(the dynamical evolution from z0 ), and

½ µ ¶ ¯ ¾
µ ¯
C2 = exp θ z0 ¯ 0 ≤ θ ≤ ∆θ
kµk ¯
intersect at t = T . Thus C = C1 − C2 is a closed curve in phase space and so by

Stokes’ theorem, Z Z ZZ
pdq − pdq = d(pdq) (7.4.13)
C1 C2 Σ
P3
where pdq = i=1 pi dqi and where qi and pi are configuration space variables and
conjugate momenta in the phase space and Σ is a surface enclosed by the curve C.1
Evaluating each of these integrals will give the formula for ∆θ. Letting ω be the
spatial angular velocity, we get
dq
p = µ · ω = A(JΩ + ξ) · AΩ = JΩ · Ω + ξ · Ω. (7.4.14)
dt
1 Either one has to show such a surface exists (as Montgomery has done) or, alternatively, one
can use general facts about holonomy (as in Marsden, Montgomery and Ratiu [1992]) that require
only a bounding surface in the base space, which is obvious in this case.
Hence
Z Z Z T Z T
dq
pdq = p· dt = JΩ · Ωdt + ξ · Ωdt = 2ET + (ξ · Ωav )T (7.4.15)
C1 C1 dt 0 0
since the Hamiltonian is conserved along orbits. Along C2 ,

Z Z Z ½ ¾ Z
dq dθ µ
p · dt = µ · ωdt = µ· dt = kµk dθ = kµk∆θ. (7.4.16)
C2 dt C2 C2 dt kµk C2
Finally we note that the map πµ from the set of points in phase space with angular
momentum µ to Pµ satisfies
ZZ ZZ
d(pdq) = dA = kµkΦsolid (7.4.17)
Σ πµ (Σ)
where dA is the area form on the two-sphere and πµ (Σ) is the spherical cap bounded
by the periodic orbit {mb (t) | t0 ≤ t ≤ t0 + T } ⊂ Pµ . Combining (7.4.15) – (7.4.17)
we get the result. ¥
Remarks
1. When ξ = 0, (7.4.7) reduces to the Goodman-Robinson-Montgomery formula
in Chapter 6.
2. This theorem may be viewed as a special case of a scenario that is useful for
other systems, such as rigid bodies with flexible appendages. As we saw in
Chapter 6, phases may be viewed as occurring in the reconstruction process,
which lifts the dynamics from Pµ to J−1 (µ). By the cotangent bundle re-
duction theorem, Pµ is a bundle over T ∗ S, where S = Q/G is shape space.
The fiber of this bundle is Oµ , the coadjoint orbit through µ. For a rigid
body with three internal rotors, S is the three torus T3 parametrized by the
rotor angles. Controlling them by a feedback or other control and using other
conserved quantities associated with the rotors as we have done, leaves one
with dynamics on the “rigid variables” Oµ , the momentum sphere in our case.
Then the problem reduces to that of lifting the dynamics on Oµ to J−1 (µ)
with the T ∗ S dynamics given. For G = SO(3) this “reduces” the problem to
that for geometric phases for the rigid body.
3. Some interesting control manouvers for “satellite parking” using these ideas
may be found in Sastry and Walsh [1993].
4. See Montgomery [1990], p. 569 for comments on the Chow-Ambrose-Singer
theorem in this context. ¨
Finally, following a suggestion of Krishnaprasad, we show that in the zero total
angular momentum case one can compensate for this drift using two rotors. The
total spatial angular momentum if one has only two rotors is of the form
µ = A(Ilock Ω + b1 α̇1 + b2 α̇2 ) (7.4.18)

where the scalars α̇1 and α̇2 represent the rotor velocities relative to the body frame.
The attitude matrix A satisfies
Ȧ = AΩ̂, (7.4.19)
as above. If µ = 0, then from (7.4.18) and (7.4.19) we get,
Ȧ = −A((I−1 −1
lock b1 )ˆα̇1 + (Ilock b2 )ˆα̇2 ). (7.4.20)
It is well known (see for instance Brockett [1973] or Crouch [1986]) that if we treat
the α̇i , i = 1, 2 as controls, then attitude controllability holds iff
(I−1
lock b1 )ˆ and (I−1
lock b2 )ˆ generate so(3),
or equivalently, iff the vectors
I−1
lock b1 and I−1
lock b2 are linearly independent. (7.4.21)
Moreover, one can write the attitude matrix as a reverse path-ordered exponential
· Z t ¸
© −1 −1
ª
A(t) = A(0) · P̄ exp − (Ilock b1 )ˆα̇1 (σ) + (Ilock b2 )ˆα̇2 (σ) dσ . (7.4.22)
0
The right hand side of (7.4.22) depends only on the path traversed in the space
T2 of rotor angles (α1 , α2 ) and not on the history of velocities α̇i . Hence the
Formula (7.4.22) should be interpreted as a “geometric phase”. Furthermore, the
controllability condition can be interpreted as a curvature condition on the principal
connection on the bundle T2 × SO(3) → T2 defined by the so(3)-valued differential
1-form,
θ(α1 , α2 ) = −((I−1 −1
lock b1 )ˆdα1 + (Ilock b2 )ˆdα2 ). (7.4.23)
For further details on this geometric picture of multibody interaction see Krish-
naprasad [1989] and Wang and Krishnaprasad [1992]. In fact, our discussion of the
two coupled bodies in §6.1 can be viewed as an especially simple planar version of
what is required.
7.5 The Kaluza-Klein Description of Charged Par-

ticles
In preparation for the next section we describe the equations of a charged particle
in a magnetic field in terms of geodesics. The description we saw in §2.10 can be
obtained from the Kaluza-Klein description using an S 1 -reduction. The process
described here generalizes to the case of a particle in a Yang-Mills field by replacing
the magnetic potential A by the Yang-Mills connection.
We are motivated as follows: since charge is a conserved quantity, we intro-
duce a new cyclic variable whose conjugate momentum is the charge. This process
is applicable to other situations as well; for example, in fluid dynamics one can
profitably introduce a variable conjugate to the conserved mass density or entropy;
cf. Marsden, Ratiu and Weinstein [1984a,b]. For a charged particle, the resultant
system is in fact geodesic motion!
Recall that if B = −∇ × A is a given magnetic field on R3 , then with respect
to canonical variables (q, p), the Hamiltonian is
1 e
H(q, p) = kp − Ak2 . (7.5.1)
2m c
We can obtain (7.5.1) via the Legendre transform if we choose
1 e
L(q, q̇) = mkq̇k2 + A · q̇ (7.5.2)
2 c
for then
∂L e
p= = mq̇ + A (7.5.3)
∂ q̇ c
and
e 1 e
p · q̇ − L(q, q̇) = (mq̇ + A) · q̇ − mkq̇k2 − A · q̇
c 2 c
1 2
= mkq̇k
2
1 e
= kp − Ak2 = H(q, p). (7.5.4)
2m c
Thus, the Euler-Lagrange equations for (7.5.2) reproduce the equations for a particle
in a magnetic field. (If an electric field E = −∇ϕ is present as well, subtract eϕ
from L, treating eϕ as a potential energy.) Let the Kaluza-Klein configuration
space be
QK = R3 × S 1 (7.5.5)
with variables (q, θ) and consider the one-form
ω = A + dθ (7.5.6)
on QK regarded as a connection one-form. Define the Kaluza-Klein Lagrangian

by
1 1
LK (q, q̇, θ, θ̇) = mkq̇k2 + khω, (q, q̇, θ, θ̇)ik2
2 2
1 1
= mkq̇k2 + (A · q̇ + θ̇)2 . (7.5.7)
2 2
The corresponding momenta are
p = mq̇ + (A · q̇ + θ̇)A and pθ = A · q̇ + θ̇. (7.5.8)
Since (7.5.7) is quadratic and positive definite in q̇ and θ̇, the Euler-Lagrange equa-
tions are the geodesic equations on R3 × S 1 for the metric for which LK is the
kinetic energy. Since pθ is constant in time as can be seen from the Euler-Lagrange
equation for (θ, θ̇), we can define the charge e by setting
pθ = e/c; (7.5.9)
then (7.5.8) coincides with (7.5.3). The corresponding Hamiltonian on T ∗ QK en-

dowed with the canonical symplectic form is
1 1
HK (q, p, θ, pθ ) = mkp − pθ Ak2 + p2θ . (7.5.10)
2 2
Since pθ is constant, HK differs from H only by the constant p2θ /2.
These constructions generalize to the case of a particle in a Yang-Mills field where
ω becomes the connection of a Yang-Mills field and its curvature measures the field
strength which, for an electromagnetic field, reproduces the relation B = ∇ × A.
We refer to Wong [1970], Sternberg [1977], Weinstein [1978] and Montgomery [1985]
for details and further references. Finally, we remark that the relativistic context
is the most natural to introduce the full electromagnetic field. In that setting the
construction we have given for the magnetic field will include both electric and
magnetic effects. Consult Misner, Thorne and Wheeler [1972] and Gotay et al.
[1992] for additional information.
Notice that the reduction of the Kaluza-Klein system by S 1 reproduces the de-
scription in terms of (7.5.1) or (7.5.2). The magnetic terms in the sense of reduction
become the magnetic terms we started with. Note that the description in terms of
the Routhian from §3.6 can also be used here, reproducing the same results. Also
notice the similar way that the gyroscopic terms enter into the rigid body system
with rotors — they too can be viewed as magnetic terms obtained through reduc-
tion.
7.6 Optimal Control and Yang-Mills Particles

In this section we briefly discuss an elegant link between optimal control and the
dynamics of a particle in a Yang-Mills field that was discovered by Wilczek, Shapere
and Montgomery. We refer to Montgomery [1990] for further details and references.
This topic, together with the use of connections described in previous chapters has
lead one to speak about the “gauge theory of deformable bodies”. The example of
a falling cat as a control system is good to keep in mind while reading this section.
We start with a configuration space Q and assume we have a symmetry group
G acting freely by isometries, as before. Put on the bundle Q → S = Q/G the
mechanical connection, as described in §3.3. Fix a point q0 ∈ Q and a group
element g ∈ G. Let
hor(q0 , gq0 ) = all horizontal paths joining q0 to gq0 . (7.6.1)
This space of (suitably differentiable) paths may be regarded as the space of hori-
zontal paths with a given holonomy g. Recall from §3.3 that horizontal means that
this path is one along which the total angular momentum (i.e., the momentum map
of the curve in T ∗ Q corresponding to q̇) is zero.
The projection of the curves in hor (q0 , gq0 ) to shape space S = Q/G are closed,
as in Figure 7.6.1.
G-orbit
gq0
q0
Figure 7.6.1: Loops in Q with a fixed holonomy g and base point q0 .
The optimal control problem we wish to discuss is: Find a path c in hor(q0 , gq0 )
whose base curve s has minimal (or extremal ) length. The minimum (or extremum)
is taken over all paths s obtained from projections of paths in hor(q0 , gq0 ).
One may wish to use functions other than the length of c to extremize. For
example, the cat may wish to turn itself over by minimizing the amount of work
done.
The Wong Hamiltonian HW : T ∗ Q → R is defined by
1
HW (q, p) = khor(q, p)k2 (7.6.2)
2
where hor is the horizontal projection defined in §3.3. The function HW may also
be regarded as a function on T ∗ S — it is the kinetic energy associated to the metric
induced on S and as such, its integral curves are solutions of Wong’s equations;
note that (7.6.2) corresponds to (7.5.1) and A is replaced by the mechanical con-
nection. The corresponding Kaluza-Klein metric on Q is the given metric and its
Hamiltonian is the Wong Hamiltonian plus 12 kJk2 , assuming that g carries an Ad-
invariant metric. The situation of the preceding section then becomes a special case
of this one.
Theorem 7.6.1 Consider a path c ∈ hor(q0 , gq0 ) with given holonomy g. Then c
is extremal iff the curve s satisfies Wong’s equations.
This result is closely related to, and may be deduced from, our work on La-
grangian reduction in §3.6. The point is that c ∈ hor(q0 , gq0 ) means ċ ∈ J−1 (0),
and what we want to do is relate a variational problem on Q but within J−1 (0) and
with Hamiltonian the Kaluza-Klein kinetic energy on T Q with a reduced variational
principle on S. This is exactly the set up to which the discussion in §3.6 applies.
We also note that s is the projection of a geodesic in Q in hor(q0 , gq0 ) obtained
from c by adjusting the phase, as in Chapter 6.
What is less obvious is how to use the methods of the calculus of variations
to show the existence of minimizing loops with a given holonomy and what their
smoothness properties are. For this purpose, the subject of sub-Riemannian geom-
etry (dealing with degenerate metrics) is relevant. Note that HW in (7.6.2) when
regarded as a Hamiltonian on T ∗ Q (rather that T ∗ S) is associated with a degener-
ate co-metric (a degenerate bilinear form in the momentum). These are sometimes
called Carnot-Caratheodory metrics. We refer to Montgomery [1990, 1991] and
Enos [1993] for further discussion.
Chapter 8
Discrete reduction
In this chapter, we extend the theory of reduction of Hamiltonian systems with

symmetry to include systems with a discrete symmetry group acting symplectically.
The exposition here is based on Harnad, Hurtubise and Marsden [1991].
For antisymplectic symmetries such as reversibility, this question has been con-
sidered by Meyer [1981] and Wan [1990]. However, in this chapter we are concerned
with symplectic symmetries. Antisymplectic symmetries are typified by time rever-
sal symmetry, while symplectic symmetries are typified by spatial discrete symme-
tries of systems like reflection symmetry. Often these are obtained by taking the
cotangent lift of a discrete symmetry of configuration space.
There are two main motivations for the study of discrete symmetries. The first is
the theory of bifurcation of relative equilibria in mechanical systems with symmetry.
The rotating liquid drop is a system with a symmetric relative equilibrium that
bifurcates via a discrete symmetry. An initially circular drop (with symmetry group
S 1 ) that is rotating rigidly in the plane with constant angular velocity Ω, radius r,
and with surface tension τ , is stable if r3 Ω2 < 12τ (this is proved by the energy-
Casimir or energy-momentum method). Another relative equilibrium (a rigidly
rotating solution in this example) branches from this circular solution at the critical
point r3 Ω2 = 12τ . The new solution has the spatial symmetry of an ellipse; that
is, it has the symmetry Z2 × Z2 (or equivalently, the dihedral group D2 ). These
new solutions are stable, although whether they are subcritical or supercritical
depends on the parametrization chosen (angular velocity vs. angular momentum,
for example). This example is taken from Lewis, Marsden and Ratiu [1987] and
Lewis [1989]. It also motivated some of the work in the general theory of bifurcation
of equilibria for Hamiltonian systems with symmetry by Golubitsky and Stewart
[1987].
The spherical pendulum is an especially simple mechanical system having both
continuous (S 1 ) and discrete (Z2 ) symmetries. Solutions can be relative equilibria
for the action of rotations about the axis of gravity in which the pendulum rotates
in a circular motion. For zero angular momentum these solutions degenerate to give
planar oscillations, which lie in the fixed point set for the action of reflection in that
plane. In our approach, this reflection symmetry is cotangent lifted to produce a
135
8 Discrete Reduction 136
symplectic involution of phase space. The invariant subsystem defined by the fixed
point set of this involution is just the planar pendulum.
The double spherical pendulum has the same continuous and discrete symmetry
group as the spherical pendulum. However, the double spherical pendulum has
another nontrivial symmetry involving a spacetime symmetry, much as the rotating
liquid drop and the water molecule. Namely, we are at a fixed point of a symmetry
when the two pendula are rotating in a steadily rotating vertical plane — the
symmetry is reflection in this plane. This symmetry is, in fact, the source of the
subblocking property of the second variation of the amended potential that we
observed in Chapter 5. In the S 1 reduced space, a steadily rotating plane is a
stationary plane and the discrete symmetry just becomes reflection in that plane.
A related example is the double whirling mass system. This consists of two
masses connected to each other and to two fixed supports by springs, but with
no gravity. Assume the masses and springs are identical. Then there are two Z2
symmetries now, corresponding to reflection in a (steadily rotating) vertical plane as
with the double spherical pendulum, and to swapping the two masses in a horizontal
plane.
The classical water molecule has a discrete symplectic symmetry group Z2 as
well as the continuous symmetry group SO(3). The discrete symmetry is closely
related to the symmetry of exchanging the two hydrogen atoms.
For these examples, there are some basic links to be made with the block diago-
nalization work from Chapter 5. In particular, we show how the discrete symmetry
can be used to refine the block structure of the second variation of the augmented
Hamiltonian and of the symplectic form. Recall that the block diagonalization
method provides coordinates in which the second variation of the amended poten-
tial on the reduced configuration space is a block diagonal matrix, with the group
variables separated from the internal variables; the group part corresponds to a bi-
linear form computed first by Arnold for purposes of examples whose configuration
space is a group. The internal part corresponds to the shape space variables, that
are on Q/G the quotient of configuration space by the continuous symmetry group.
For the water molecule, we find that the discrete symmetry provides a further block-
ing of this second variation, by splitting the internal tangent space naturally into
symmetric modes and nonsymmetric ones.
In the dynamics of coupled rigid bodies one has interesting symmetry breaking
bifurcations of relative equilibria and of relative periodic orbits. For the latter,
discrete spacetime symmetries are important. We refer to Montaldi, Stewart and
Roberts [1988], Oh, Sreenath, Krishnaprasad and Marsden [1989] and to Patrick
[1989, 1990] for further details. In the optimal control problem of the falling cat
(Montgomery [1990] and references therein), the problem is modeled as the dynam-
ics of two identical coupled rigid bodies and the fixed point set of the involution
that swaps the bodies describes the “no-twist” condition of Kane and Shur [1969];
this plays an essential role in the problem and the dynamics is integrable on this
set.
The second class of examples motivating the study of discrete symmetries are in-
tegrable systems, including those of Bobenko, Reyman and Semenov-Tian-Shansky
[1989]. This (spectacular) reference shows in particular how reduction and dual
pairs, together with the theory of R-matrices, can be used to understand the inte-
grability of a rich class of systems, including the celebrated Kowalewski top. They
also obtain all of the attendant algebraic geometry in this context. It is clear from
their work that discrete symmetries, and specifically those obtained from Cartan in-
volutions, play a crucial role. We refer the reader to the paper of Harnad, Hurtubise
and Marsden [1991] for the details of this topic.
8.1 Fixed Point Sets and Discrete Reduction

Let (P, Ω) be a symplectic manifold, G a Lie group acting on P by symplectic
transformations and J : P → g∗ an Ad∗ -equivariant momentum map for the G-
action. Let Σ be a compact Lie group acting on P by symplectic transformations
and by group homomorphisms on G. For σ ∈ Σ, write
σP : P → P and σG : G → G
for the corresponding symplectic map on P and group homomorphism on G. Let
σg : g → g be the induced Lie algebra homomorphism (the derivative of σG at the
identity) and σg∗ : g∗ → g∗ be the dual of (σ −1 )g , so σg∗ is a Poisson map with
respect to the Lie-Poisson structure.
Remarks
1. One can also consider the Poisson case directly using the methods of Poisson
reduction (Marsden and Ratiu [1986]) or by considering the present work
applied to their symplectic leaves.
2. As in the general theory of equivariant momentum maps, one may drop the
equivariance assumption by using another action on g∗ .
3. Compactness of Σ is used to give invariant metrics obtained by averaging over
Σ — it can be weakened to the existence of invariant finite measures on Σ.
4. The G-action will be assumed to be a left action, although right actions can
be treated in the same way. ¨
Assumption 1 The actions of G and of Σ are compatible in the sense that the
following equation holds:
σP ◦ gP = [σG (g)]P ◦ σP (8.1.1)
for each σ ∈ Σ and g ∈ G, where we have written gP for the action of g ∈ G on P .
(See Figure 8.1.1.)
If we differentiate Equation (8.1.1) with respect to g at the identity g = e, in
the direction ξ ∈ g, we get
T σP ◦ XhJ,ξi = XhJ,σg ·ξi ◦ σP (8.1.2)
where Xf is the Hamiltonian vector field on P generated by the function f : P → R.
Since σP is symplectic, (8.1.2) is equivalent to
XhJ,ξi◦σ−1 = XhJ,σg ·ξi (8.1.3)
P
gP - P
P
σP σP
? ?
P - P
[σG (g)]P
Figure 8.1.1: Assumption 1.
i.e.,
J ◦ σP = σg∗ ◦ J + (cocycle). (8.1.4)
We shall assume, in addition, that the cocycle is zero. In other words, we make:
Assumption 2 The following equation holds (see Figure 8.1.2):
J ◦ σP = σg∗ ◦ J. (8.1.5)
J
P - g∗
σP σ g∗
? ?
P - g∗
J
Figure 8.1.2: Assumption 2.
Let GΣ = Fix(Σ, G) ⊂ G be the fixed point set of Σ; that is,
GΣ = {g ∈ G | σG (g) = g for all σ ∈ Σ}. (8.1.6)
The Lie algebra of GΣ is the fixed point (i.e., eigenvalue 1) subspace:
gΣ = Fix(Σ, g) = {ξ ∈ g | T σG (e) · ξ = ξ for all σ ∈ Σ}. (8.1.7)
Remarks
1. If G is connected, then (8.1.5) (or (8.1.4)) implies (8.1.1).
2. If Σ is a discrete group, then Assumptions 1 and 2 say that J : P → g∗ is

an equivariant momentum map for the semi-direct product Σ s G, which has
the multiplication
(σ1 , g1 ) · (σ2 , g2 ) = (σ1 σ2 , (g2 · (σ2 )G (g1 )). (8.1.8)

Recall that Σ embeds as a subgroup of Σ s G via σ 7→ (σ, e). The action of

Σ on G is given by conjugation within Σ s G. If one prefers, one can take
the point of view that one starts with a group G with G chosen to be the
connected component of the identity and with Σ a subgroup of G isomorphic
to the quotient of G by the normal subgroup G.
3. One checks that Σ s GΣ = N (Σ), where N (Σ) is the normalizer of Σ ×
{e} within G = Σ s G. Accordingly, we can identify GΣ with the quotient
N (Σ)/Σ. In Golubitsky and Stewart [1987] and related works, the tendency
is to work with the group N (Σ)/Σ; it will be a bit more convenient for us to
work with the group GΣ , although the two approaches are equivalent, as we
have noted. ¨
Let PΣ = Fix(Σ, P ) ⊂ P be the fixed point set for the action of Σ on P :
PΣ = {z ∈ P | σP (z) = z for all σ ∈ Σ}. (8.1.9)
Proposition 8.1.1 The fixed point set PΣ is a smooth symplectic submanifold of

P.
Proof Put on P a metric that is Σ-invariant and exponentiate the linear fixed
point set (Tz P )Σ of the tangent map Tz σ : Tz σ : Tz P → Tz P for each z ∈ PΣ to
give a local chart for PΣ . Since (Tz P )Σ is invariant under the associated complex
structure, it is symplectic, so PΣ is symplectic. ¥
Proposition 8.1.2 The manifold PΣ is invariant under the action of GΣ .
Proof Let z ∈ PΣ and g ∈ GΣ . To show that gP (z) ∈ PΣ , we show that

σP (gP (z)) = gP (z) for σ ∈ Σ. To see this, note that by (8.1.1), and the facts
that σG (g) = g and σP (z) = z,
σP (gP (z)) = [σG (g)]P (σP (z)) = gP (z). ¥
The main message of this section is the following:
Discrete Reduction Procedure If H is a Hamiltonian system on P that is G

and Σ invariant, then its Hamiltonian vector field XH (or its flow ) will leave PΣ
invariant and so standard symplectic reduction can be performed with respect to the
action of the symmetry group GΣ on PΣ .
We are not necessarily advocating that one should always perform this discrete
reduction procedure, or that it contains in some sense equivalent information to the
original system, as is the case with continuous reduction. We do claim that the
procedure is an interesting way to identify invariant subsystems, and to generate
new ones that are important in their own right. For example, reducing the spherical
pendulum by discrete reflection in a plane gives the half-dimensional simple planar
pendulum. Discrete reduction of the double spherical pendulum by discrete symme-

try produces a planar compound pendulum, possibly with magnetic terms. More
impressively, the Kowalewski top arises by discrete reduction of a larger system.
Also, the ideas of discrete reduction are very useful in the block diagonalization
stability analysis of the energy momentum method, even though the reduction is
not carried out explicitly.
To help understand the reduction of PΣ , we consider some things that are rele-
vant for the momentum map of the action of GΣ . The following prepatory lemma
is standard (see, for example, Guillemin and Prato [1990]) but we shall need the
proof for later developments, so we give it.
Lemma 8.1.3 The Lie algebra g of G splits as follows:
g = gΣ ⊕ (g∗Σ )0 (8.1.10)
where g∗Σ = Fix(Σ, g∗ ) is the fixed point set for the action of Σ on g∗ and where the
superscript zero denotes the annihilator in g. Similarly, the dual splits as
g∗ = g∗Σ ⊕ (gΣ )0 . (8.1.11)
Proof First, suppose that ξ ∈ gΣ ∩ (g∗Σ )0 , µ ∈ g∗ and σ ∈ Σ. Since ξ ∈ gΣ ,
hµ, ξi = hµ, σg · ξi = hσg−1

∗ · µ, ξi. (8.1.12)
Averaging (8.1.12) over σ relative to an invariant measure on Σ, which is possible

since Σ is compact, gives: hµ, ξi = hµ̄, ξi. Since the average µ̄ of µ is Σ-invariant,
we have µ̄ ∈ g∗Σ and since ξ ∈ (g∗Σ )0 we get
hµ, ξi = hµ̄, ξi = 0.
Since µ was arbitrary, ξ = 0. Thus, gΣ ∩ (g∗Σ )0 = {0}. Using an invariant metric

on g, we see that dim gΣ = dim(g∗Σ )0 and thus dim g = dim gΣ + dim(g∗Σ )0 , so we
get the result (8.1.10). The proof of (8.1.11) is similar. (If the group is infinite
dimensional, then one needs to show that every element can be split; in practice,
this usually relies on a Fredholm alternative-elliptic equation argument.) ¥
It will be useful later to note that this argument also proves a more general
result as follows:
Lemma 8.1.4 Let Σ act linearly on a vector space W . Then
W = WΣ ⊕ (WΣ∗ )0 (8.1.13)
where WΣ is the fixed point set for the action of Σ on W and where (WΣ∗ )0 is the
annihilator of the fixed point set for the dual action of Σ on W ∗ . Similarly, the dual
splits as
W ∗ = WΣ∗ ⊕ (WΣ )0 . (8.1.14)
Adding these two splittings gives the splitting
W × W ∗ = (WΣ × WΣ∗ ) ⊕ ((WΣ∗ )0 × (WΣ )0 ) (8.1.15)
which is the splitting of the symplectic vector space W × W ∗ into the symplectic
subspace WΣ × WΣ∗ and its symplectic orthogonal complement.
The splitting (8.1.10) gives a natural identification
(gΣ )∗ ∼
= g∗Σ .
Note that the splittings (8.1.10) and (8.1.11) do not involve the choice of a
metric; that is, the splittings are natural.
The following block diagonalization into isotypic components will be used
to prove the subblocking theorem in the energy-momentum method.
Lemma 8.1.5 Let B : W × W → R be a bilinear form invariant under the action

of Σ. Then the matrix of B block diagonalizes under the splitting (8.1.13). That is,
B(w, u) = 0 and B(u, w) = 0
if w ∈ WΣ and u ∈ (WΣ∗ ) .
0
Proof Consider the element α ∈ W ∗ defined by α(v) = B(w, v). It suffices to show
that α is fixed by the action of Σ on W ∗ since it annihilates WΣ∗ . To see this, note
that invariance of B means B(σw, σv) = B(w, v), i.e., B(w, σv) = B(σ −1 w, v).
Then
(σ ∗ α)(v) = α(σv) = B(w, σv) = B(σ −1 w, v) = B(w, v) = α(v)
since w ∈ WΣ so w is fixed by σ. This shows that α ∈ WΣ∗ and so α(u) = B(w, u) = 0
for u in the annihilator. The proof that B(u, w) = 0 is similar. ¥
For the classical water molecule, WΣ corresponds to symmetric variations of the

molecule’s configuration and (WΣ∗ ) to non-symmetric ones.
0
Proposition 8.1.6 The inclusion J(PΣ ) ⊂ g∗Σ holds and the momentum map for
the GΣ action on PΣ equals J restricted to PΣ , and takes values in g∗Σ ∼
= (gΣ )∗ .
Proof Let σ ∈ Σ and z ∈ PΣ . By (8.1.5),
gg∗ · J(z) = J(σP (z)) = J(z),
so J(z) ∈ Fix(Σ, g∗ ). The second result follows since the momentum map for GΣ
acting on PΣ is J composed with the projection of g∗ to g∗Σ . ¥
Next, we consider an interesting transversality property of the fixed point set.

Assume that each µ ∈ g∗Σ is a regular value of J. Then
WΣ = J−1 (g∗Σ ) ⊂ P
is a submanifold, PΣ ⊂ WΣ , and π = J|WΣ : WΣ → gΣ is a submersion.

Proposition 8.1.7 The manifold PΣ is transverse to the fibers J−1 (µ) ∩ WΣ .
Proof Recall that PΣ is a manifold with tangent space at z ∈ PΣ given by
Tz PΣ = {v ∈ Tz P | Tz σP · b = v for all σ ∈ Σ}.
Choose ν ∈ g∗Σ and u ∈ Tz WΣ such that T π · u = ν. Note that if σ ∈ Σ, then

T π · T σ · u = σg∗ T π · u = σg∗ · ν = ν, so T σ · u has the same projection as u. Thus,
if we average over Σ, we get ū ∈ Tz WΣ also with T π · ū = ν. But since ū is the
average, it is fixed by each Tz σ, so ū ∈ Tz PΣ . Thus, Tz PΣ is transverse to the fibers
of π. ¥
See Sjamaar [1990], Lemma 3.2.3 for a related result. In particular, this result
implies that
Corollary 8.1.8 The set of ν ∈ g∗Σ for which there is a Σ-fixed point in J−1 (ν), is
open.
8.2 Cotangent Bundles

Let P = T ∗ Q and assume that Σ and G act on Q and hence on T ∗ Q by cotangent
lift. Assume that Σ acts on G but now assume the actions are compatible in the
following sense:
Assumption 1Q . The following equation holds (Figure 8.2.1):
σQ ◦ gQ = [σG (g)]G ◦ σQ . (8.2.1)
gQ - Q
Q
σQ σQ
? ?
Q - Q
[σG (g)]Q
Figure 8.2.1: Assumption 1Q .
Proposition 8.2.1 Under Assumption 1Q , both Assumptions 1 and 2 are valid.
Proof Equation (8.1.1) follows from (8.2.1) and the fact that cotangent lift pre-
serves compositions. Differentiation of (8.2.1) with respect to g at the identity in
the direction ξ ∈ g gives
T σQ ◦ ξQ = (σg · ξ)Q ◦ σQ . (8.2.2)

Evaluating this at q, pairing the result with a covector p ∈ Tσ∗Q (q) Q, and using the
formula for the momentum map of a cotangent lift gives
hp, T σQ · ξQ (q)i = hp, (σg · ξ)Q (σQ (q))i
i.e.,
∗
hT σQ · p, ξQ (q)i = hp, (σg · ξ)Q (σQ (q))i
i.e.,
∗
hJ(T σQ · p), ξi = hJ(p), σg · ξi = hσg−1
∗ J(p), ξi
i.e.,
J ◦ σP−1 = σg−1
∗ ◦ J
so (8.1.5) holds. ¥
Proposition 8.2.2 For cotangent lifts, and QΣ = Fix(Σ, Q), we have
PΣ = T ∗ (QΣ ) (8.2.3)
with the canonical cotangent structure. Moreover, the action of GΣ is the cotangent
lift of its action on QΣ and its momentum map is the standard one for cotangent
lifts.
For (8.2.3) to make sense, we need to know how Tq∗ QΣ is identified with a
subspace of Tq∗ Q. To see this, consider the action of Σ on Tq∗ Q by
¡ ¢∗
σ · αq = [T σQ (q)]−1 · αq
and regard Fix(Σ, Tq∗ Q) as a linear subspace of Tq∗ Q.
Lemma 8.2.3
Tq Q = Tq QΣ ⊕ [Fix(Σ, Tq∗ Q)]0 . (8.2.4)
Proof As before, Tq QΣ = Fix(Σ, Tq Q). We prove the lemma by a procedure similar

to Lemma 8.1.3. Let v ∈ Tq QΣ ∩ Fix(Σ, Tq∗ Q)0 , ξ ∈ Tq∗ Q, and σ ∈ Σ. Then
−1
hα, vi = hα, T σQ · vi = hT σQ · α, vi. (8.2.5)
Averaging (8.2.5) over σ gives
hσ, vi = hᾱ, vi = 0
so v = 0. The result follows by a dimension count, as in Lemma 8.1.3. ¥
If αq ∈ Tq∗ QΣ , extend it to Tq∗ Q by letting it be zero on [Fix(Σ, Tq∗ Q)]0 . This

embeds Tq∗ QΣ into Tq∗ Q and provides the split
Tq∗ Q = Tq∗ QΣ ⊕ (Tq QΣ )0 (8.2.6)

∼ Fix(Σ, T ∗ Q).
identifying Tq∗ QΣ = q
Returning to the proof of Proposition 8.2.2, by definition of PΣ , αq ∈ PΣ iff
σP (αq ) = αq for all σ ∈ Σ; i.e.,
¡ ¢∗
[T σQ (q)]−1 αq = αq
i.e., αq ∈ Fix(Σ, Tq∗ Q) = T ∗ QΣ . Thus, PΣ = T ∗ (QΣ ). The symplectic structure
on PΣ is obtained from T ∗ Q by restriction. We need to show that the inclusion
map iΣ : T ∗ QΣ → T ∗ Q defined by (8.2.6) is a symplectic embedding. In fact, it
is readily checked that iΣ pulls the canonical one form on T ∗ Q back to that on
T ∗ QΣ because the projection πΣ : T ∗ Q → P satisfies π ◦ iΣ = πΣ . The rest of the
proposition now follows. ¥
8.3 Examples
Example 1 Let the phase space be P = C2 with the symplectic structure given by
Ω((z1 , w1 ), (z2 , w2 )) = 2Im(z1 z̄2 + w1 w̄2 ).
Let G = U (2) act simply by matrix multiplication and let Σ = Z2 act on P by
σ(z, w) = (w,· z), where
¸ σ denotes the nontrivial element of Σ. Identifying σ with
0 1
the matrix , the actions are compatible (Assumption 1) if we let Σ act on
1 0
G by conjugation: σ · A = σAσ −1 .
Note that the actions of G and Σ on P are symplectic. The Lie algebra u(2) of
U (2) is identified with the skew hermetian matrices, which we write as
· ¸
iu β
ξ=
−β̄ iv
where u and v are real and β ∈ C. The equivariant momentum map for the U (2)
action is given by
µ · ¸ · ¸¶
1 z z
hJ(z, w), ξi = Ω ξ , = u|z|2 + v|w|2 + 2Im(β z̄w).
2 w w
Assumption 2 reads
hJ(σ(z, w)), ξi = hJ(z, w), σξσ −1 i,
which is easily checked.
In this example, GΣ consists of elements of G that commute · with
¸ σ; that is,
a b
GΣ is the subgroup of U (2) consisting of matrices of the form . Note that
b a
PΣ = {(z, z) ∈ P | z ∈ C} and that the GΣ action on PΣ is (z, z) 7→ ((a + b)z, (a +
¸ the Lie algebra of GΣ with gΣ consisting of matrices of the form
b)z). ·We identify
u y
ξ=i where u and y are real. Note that
y u
hJ(z, z), ξi = 2(u + y)|z|2 ,

consistent with Proposition 8.1.6. In §8.5, we shall see an alternative way of viewing
this example in terms of dual pairs using SU (2) and S 1 separately, rather than as
U (2). This will also bring out links with the one-to-one resonance more clearly. ¨
The next example is an elementary physical example in which we deal with

cotangent bundles.
Example 2 We consider the spherical pendulum with P = T ∗ Q where Q = Sl2 ,

the two sphere of radius l. Here G = S 1 acts on Q by rotations about the z-axis so
that the corresponding momentum map is simply the angular momentum about the
z-axis (with the standard identifications). We let Σ = Z2 act on Sl2 by reflection in
a chosen plane, say the yz-plane, so σ(z, y, z) = (−x, y, z), where q = (x, y, z) ∈ Q.
This action is lifted to P by cotangent lift, so it is symplectic. We let σ act on G
by conjugation; if Rθ is the rotation about the z-axis through an angle θ, then
σ · Rθ = σRθ σ −1 = R−θ .
Note that the group Σ s G is O(2). To check Assumptions 1 and 2, it suffices to
check Assumption 1Q . It states that
σ(Rθ · q) = (σRθ σ −1 )(σ(q))
which is obviously correct. Here PΣ = T ∗ (QΣ ) where QΣ = Sl1 is Sl2 intersect
the yz-plane. Restriction to T ∗ (QΣ ) gives a simple pendulum moving in the yz-
plane. Here GΣ = {e, Rπ }, so the discrete reduced space is PΣ /Z2 , a symplectic
orbifold (see Sjamaar [1990]). Thus, we essentially find that discrete reduction of
the spherical pendulum is the simple pendulum moving in the yz-plane. Note that
here one has different choices of Σ that correspond to different planes of swing of
the simple pendulum. Note also, consistent with this, that the angular momentum
vanishes on PΣ . ¨
Example 3 Here we consider the double spherical pendulum. Let P = T ∗ Q

where Q = Sl21 × Sl22 and (q1 , q2 ) ∈ Q gives the configuration of the two arms of the
pendulum. Again, we let G = S 1 consist of rotations about the z-axis, with G acting
by the diagonal action on Q. We again let Σ = Z2 , and let σ act by reflection in
the yz-plane, acting simultaneously on both factors in Q = S 2 × S 2 . As in Example
2, this leads via discrete reduction from the spherical double pendulum to the planar
double pendulum and GΣ = {e, Rπ }.
Another way Z2 acts on Q that is useful in our study of relative equilibria is as
follows.
Let σ ∈ Z2 be the nontrivial element of Z2 and let σ map (q1 , q2 ) to (q1 , σp q2 ),
where P is the vertical plane spanned by k and q1 and where σP is the reflection
in this plane. This time, Σ acts trivially on G, so Σ s G is the direct product.
Compatible with the general theory in the next section, the subblocking property
associated with this symmetry is what gave the subblocking property we observed in
Equation (5.5.4) in which we calculated δ 2 Vµ for purposes of the stability analysis.
Notice that interchanging the two pendula does not produce a discrete symmetry
because the presence of gravity leads to a noninvariance of the kinetic and potential
energies under particle interchange. ¨
An example with a slightly richer discrete symmetry group is the system of two
whirling masses.
Example 4 Here we let P = T ∗ Q where Q = R3 × R3 and (q1 , q2 ) ∈ Q give

the configuration of the two masses of the system, as in Figure 8.3.1. The masses
are connected to each other and to the supports by springs. The Lagrangian is
the standard one: kinetic minus potential energy. However, in this example, the
potential energy comes only from the springs; gravity is ignored.
q2
m1
m2
q1
Figure 8.3.1: Two whirling masses.
Let G = S 1 act by rotations of both masses about the (vertical) z-axis. The
momentum map is the angular momentum about the vertical axis. We again let
Σ = Z2 , but now there are two cases:
Case 1 Here let σ act by reflection in a vertical plane, say the yz-plane, acting
simultaneously on both factors in Q. As above, this action produces an associated
invariant subsystem on its fixed point space, the problem of two planar masses
connected by springs. This is the case even if the masses of the two particles are
different and if the springs are different. As in Example 2, the group Σ s G is O(2).
As with the double spherical pendulum we can consider the discrete symmetry of
reflection in a moving vertical plane. This is important again in the study of relative
equilibria.
Case 2 Here we let the masses of the two particles be the same, the two outside
springs be identical and all three springs be reflection invariant. Now let Σ act on
Q by simultaneous reflection in the horizontal plane (and translation of the vector
base points to the opposite support). In this case the actions of G and S on Q
(and hence on P ) commute, so we can let Σ act trivially on G and Assumption 1Q
holds. Here, Σ s G = Z2 × SO(2), a direct product. Now GΣ = S 1 and PΣ = T ∗ R3
corresponds to identical motions of the two masses. Thus, in this case discrete
reduction gives the motion of a symmetric two mass system on which S 1 still acts.
This richer collection of discrete symmetries then naturally leads to a rich block
structure in the second variation δ 2 Vµ and a simpler normal form for the linearized
equations at a relative equilibrium. See Zombro and Holmes [1993] for more infor-
mation. ¨
Example 5 The rigid body has three copies of Z2 as symmetry group. Here
Q = SO(3) and we choose a plane P corresponding to one of the principle moments
of inertia and let σ be the reflection in this plane. Let Σ = Z2 be generated by σ.
Let P = T ∗ Q, and G = SO(3). Let G act on Q by left multiplication (as is usual
for the rigid body), so the momentum map is the spatial angular momentum of the
body. The discrete symmetries in this example yield the well known symmetry of
the phase portrait of the rigid body as viewed on the two sphere. Let Σ act on Q
by conjugation; for A ∈ Q, σ · A = σAσ −1 . If we let Σ act on G the same way, then
σQ (RQ (A)) = σRAσ −1 = (σRσ −1 )(σAσ −1 ) = σG (R) · σQ (A),
so Assumption 1Q holds. As in Example 2, the semidirect product is the orthogonal

group: Σ s G = O(3). In this case, GΣ consists of rotations in the plane defining
σ and PΣ = T ∗ GΣ . Here, the discrete reduction yields a rigid rotor constrained to
rotate about a fixed principal axis.
Remark This example illustrates two cautions that are needed when dealing with
discrete symplectic symmetries. First, while there is a well defined action of Σ on
P/G, this action need not be Poisson. For example the induced action on so(3)∗ in
Example 5 is anti-Poisson. Also, for σ ∈ Σ, σ maps J−1 (µ) to J−1 (σg∗ µ), so there
need not be a well defined action on Pµ , let alone a symplectic one. (For the rigid
body one gets an anti-symplectic map of S 2 to itself.) ¨
Example 6 We modify Example 5 to a situation that is of interest in pseudo rigid

bodies and gravitating fluid masses (see Lewis and Simo [1990]). Let Q = GL(3)
(representing linear, but nonrigid deformations of a reference configuration). Let
G = SO(3) act on the left on Q as before, so again, the momentum map represents
the total spatial angular momentum of the system. As in Example 5, let Σ = Z2
and let σ be reflection in a chosen, fixed plane P. Let σS denote reflection in the
image of the plane P under linear transformation S, and let the action of σ on an
element A of Q be on the right by σ and on the left by σA and let it act trivially
on G. Again, one checks that Assumption 1Q holds. In this case, the semidirect
product is the direct product Z2 × SO(3), so the full rotation group still acts on
PΣ =. Now, QΣ represents configurations that have a plane of symmetry, so in this
case, discrete reduction of this system correponds to restriction to symmetric bodies.
In view of the block diagonalization results outlined in the next section, it is
of interest to not to actually carry out the discrete reduction, but rather to use
the discrete symmetry to study stability. This seems to explain, in part, why, in
their calculations, further subblocking, in some cases, even to diagonal matrices,
was found. ¨
8.4 Sub-Block Diagonalization with Discrete Sym-

metry
In this section, we explain how Lemma 8.1.5 gives a subblocking theorem in the
energy-momentum method. We indicate how this result applies to the classical wa-
ter molecule without carrying out the calculations in detail here. In this procedure,
we do not carry out discrete reduction explicitly (although it does give an interest-
ing invariant subsystem for the dynamics of symmetric molecules). Rather, we use
it to divide the modes into symmetric and non-symmetric ones.
Recall from Chapter 5, that one splits the space of variations of the concrete
realization V of Q/Gµ into variations VRIG in G/Gµ and variations VINT in Q/Gµ .
With the appropriate splitting, one gets the block diagonal structure
 
Arnold form 0
δ Vµ = 
2 
0 Smale form
where the Arnold form means δ 2 Vµ computed on the coadjoint orbit tangent space,
and the Smale form means δ 2 Vµ computed on Q/G. Perhaps even more interesting
is the structure of the linearized dynamics near a relative equilibrium. That is, both
the augmented Hamiltonian Hξ = H − hJ, ξi and the symplectic structure can be
simultaneously brought into the following normal form:
 
Arnold form 0 0
 
 
δ 2 Hξ = 
 0 Smale form 0 

 
0 0 Kinetic Energy > 0
and
 
coadjoint orbit form C 0
 
 
Symplectic Form = 
 −C magnetic (coriolis) I 

 
0 −I 0
where the columns represent the coadjoint orbit variables (G/Gµ ), the shape
variables (Q/G) and the shape momenta respectively. The term C is an inter-
action term between the group variables and the shape variables. The magnetic
term is the curvature of the µ-component of the mechanical connection, as we de-
scribed earlier.
Suppose that we have a compact discrete group Σ acting by isometries on Q,
and preserving the potential, so we are in the setting of the preceeding section.
This action lifts to the cotangent bundle, as we have seen. The resulting fixed point
space is the cotangent bundle of the fixed point space QΣ . This fixed point space
represents the Σ-symmetric configurations.
Of more concern here is the fact that the action also gives an action on the
quotient space, or shape space Q/G. We can split the tangent space to Q/G at a
configuration corresponding to the relative equilibrium according to Lemma 8.1.4
and can apply Lemma 8.1.5 to the Smale form. Here, one must check that the
amended potential is actually invariant under Σ. In general, this need not be the
case, since the discrete group need not leave the value of the momentum µ invariant.
However, there are two important cases for which this is verified. The first is for
SO(3) with Z2 acting by conjugation, as in the rigid body example, it maps µ to
its negative, so in this case, from the formula Vµ (q) = V (q) − µI(q)−1 µ we see that
indeed Vµ is invarint. The second case, which is relevant for the water molecule, is
when Σ acts trivially on G. Then Σ leaves µ invariant, and so Vµ is again invariant.
Theorem 8.4.1 Under these assumptions, at a relative equilibrium, the second

variation δ 2 V (q) block diagonalizes, which we refer to as the subblocking prop-
erty .
The blocks in the Smale form are given by Lemma 8.1.4: they are the Σ-
symmetric variations, and their complement chosen according to that lemma as
the annihilator of the symmetric dual variations. Lemma 8.1.5 can also be applied
to the symplectic form, showing that it subblocks as well.
These remarks apply to the classical rotating water molecule as follows. (We let
the reader work out the case of the two whirling masses in a similar, but simpler
vein.) The discrete symmetry Σ is Z2 acting, roughly speaking, by interchanging
the two hydrogen atoms. We shall describe the action more precisely in a moment.
The action of Z2 on SO(3) will be the trivial one, so the semi-direct product is the
direct product and so GΣ is again SO(3). The discrete reduction procedure then
yields the system consisting of symmetric molecules (with the two hydrogen atoms
moving in a symmetric way), but still with symmetry group the rotation group,
which makes good sense physically. The subblocking property mentioned above
shows that the Smale form, which in this example, is a 3 × 3 symmetric matrix,
becomes block diagonal, with a 2 × 2 subblock corresponding to the symmetric
variations, and a singleton block corresponding to the nonsymmetric variations.
Explicitly, the nontrivial element σ of Σ acts on the configuration space as
follows:
µ ¶
r
σ(r, s) = r, s − 2(r · s) .
k r k2
This symmetry interchanges the role of the two masses as in Figure 8.4.1.
m m
M
s'
r r
s
m σ
m
M
Figure 8.4.1: Discrete symmetry of the water molecule.
If one prefers, σ is the transformation that rotates the system by 180 degrees
about a line perpendicular to r in the plane of the system, followed by an interchange
of the particles. One now checks the claims made earlier; for example, that the
Assumption 1Q is satisfied, and that the fixed point set of the discrete symmetry
group does correspond to the symmetric configurations, etc. Notice that for the
ozone molecule, one can apply this operation to any two pairs of atoms, and this
leads to interesting consequences (such as, for the planar molecule, the “breathing
mode” decouples dynamically from the other modes, and in space, it couples very
simply via the internal rigid coupling discussed in Chapter 5.
We conclude that δ 2 Vµ takes the following form:
 
a b 0
δ 2 Vµ =  b d 0  (8.4.1)
0 0 g
· ¸
a b
where the block corresponds to the symmetric variations and [g] to the
b d
symmetry breaking variations.
Another system in which an interesting discrete symmetry occurs is the rotating

liquid drop, as studied by Lewis, Marsden and Ratiu [1987] and Lewis [1989]. Here,
one has an ideal incompressible, inviscid fluid system (so the system is infinite
dimensional) that has a basic symmetry group S 1 for a planar drop, and SO(3) for
a drop in space. In either case, the corresponding momentum map is the angular
momentum of the drop. However, there is a discrete symmetry as well, that can be
set up in a way somewhat similar to that of the rigid body, described in §8.3. For
the planar case, one chooses a line say L in the reference configuration of the fluid
and calls the reflection in L by σL . The configuration space for the drop is Q =
all volume preserving embeddings of a reference configuration to the plane. Then
σL acts on an element η ∈ Q by conjugation, on the right by σL and on the left
by the reflection in the line that is the line through the images η(P1 ), η(P2 ), where
P1 , P2 are the intersection points of the line with the boundary of the reference
configuration. This action is then lifted to the cotangent space in the standard way.
Here the fixed point set is the set of symmetric drops, and the action of the discrete
group on the group S 1 is trivial, so the fixed point group GΣ is again S 1 and it still
acts on the symmetric drops, as it should. One can view the planar water molecule
as a finite dimensional analogue of this model.
These discrete symmetries are clearly available for other problems as well, such
as the classical problem of rotating gravitational fluid masses. In this case, one has
a richer symmetry structure coming from finite subgroups of the orthogonal group
O(3). From the general discussion above, the subblocking property that the discrete
symmetry gives, should be useful for the study of stability and bifurcation of these
systems.
8.5 Discrete Reduction of Dual Pairs

We now give a set up one can use in the application of the discrete reduction
procedure to integrable Hamiltonian systems. Consider two Lie groups G and H
acting symplectically on the manifold P , and assume that the actions commute. If
g and h denote the Lie algebras of G and H respectively, we suppose that there are
equivariant momentum maps
JG : P → g∗ and J H : P → h∗ (8.5.1)
generating the actions.
Dual Pair Assumption For all z ∈ P :

J−1
G (JG (z)) = Oz
H
and J−1
H (JH (z)) = Oz
G
(8.5.2)
where OzHand OzGdenote the orbits of H and G respectively through z. We also
assume that the group Σ acts on P, G, and H and hence on g, h and g∗ and h∗
where Assumptions 1 and 2 of §8.1 hold for both G and H (Figures 8.5.1 and 8.5.2).
Assuming also that the action of H is free and proper, so that

P → P/H
is an H-fibration, it follows that the mapping induced by J
JG : P/H → g∗
gP or hP -P
P
σP σP
? ?
P -P
[σG (g)]P or [σH (h)]P
Figure 8.5.1: Assumption 1 for dual pairs.
JG JH - h∗
g∗ P
σ g∗ σP σ h∗
? ? ?
g∗ P - h∗
JG JH
Figure 8.5.2: Assumption 2 for dual pairs.
is a Poisson embedding, where g∗ has the Lie-Poisson structure (the minus structure
if the actions are left, and the plus structure if the actions are on the right) and
where P/H has the quotient Poisson structure. Thus, we have the commutative
diagram in Figure 8.5.3.
JGΣ JHΣ - h∗
g∗Σ PΣ Σ
I
@ @
@ @
J̄GΣ @ proj proj @ J̄HΣ
@ @
R
PΣ /HΣ PΣ /GΣ
Figure 8.5.3: Reduction of dual pairs.
For the following proposition, note that OzGΣ ⊂ OzG ∩ PΣ and similarly for H.
Proposition 8.5.1 Let (P, G, H) be a dual pair, acted on, as above, by Σ. Suppose
that for each z ∈ PΣ ,
OzGΣ = OzG ∩ PΣ and OzHΣ = OzH ∩ PΣ . (8.5.3)
Then (PΣ , GΣ , HΣ ) form a dual pair.
Proof That PΣ is a symplectic manifold, with commuting Hamiltonian actions of

GΣ , HΣ follows from Propositions 8.1.1 and 8.1.2. Proposition 8.1.6 then implies
that one has momentum maps JGΣ , JHΣ given by restrictions of JG and JH . The
conditions (8.5.3) guarantee that the dual pair assumption is satisfied. ¥
Let us consider briefly the condition (8.5.3). As we noted, we always have the
inclusion OzHΣ ⊂ OzH ∩ PΣ . Let z 0 = hz belong to OzH ∩ PΣ . As σP (z 0 ) = z 0 , and
σP (z) = z, for all σ ∈ Σ, one obtains:
h−1 σH (h) ∈ StabH (z).
If σ is an involution, h−1 σH (h) belongs to the subset Stab−

H (z) of elements t satisfy-
ing σ(t) = t−1 . One wants an ĥ = hs−1 , where s ∈ StabH (z), such that σH (ĥ) = ĥ,
for all σ ∈ Σ. One must then solve the equations:
h−1 σ(h) = s−1 σ(s) for all σ ∈ Σ
for some s ∈ StabH (z). This is frequently possible: one simple case is when the
action of H is free. When Σ is generated by an involution σ, (i.e., Σ = Z2 ), the
preceding equation will be solvable if the map
Πσ : StabH (z) → Stab−

H (z); s 7→ s
−1
σ(s)
is surjective.
If the action of H (and so of HΣ ) is free and proper and JG is a submersion

along J−1 ∗ ∗
G (gΣ ) (or at least over some open subset of gΣ ), then one has an H-bundle
in P
JG : J−1 ∗ −1 ∗ ∗
G (gΣ ) → JG (gΣ )/H ⊂ gΣ (8.5.4)
and an HΣ bundle in PΣ
JGΣ : J−1 ∗ −1 ∗ ∗
GΣ : (gΣ ) → JGΣ (gΣ )/HΣ ⊂ gΣ (8.5.5)
giving an inclusion:
J−1 ∗ −1 ∗
GΣ (gΣ )/HΣ ⊂ JG (gΣ )/H.
Over J−1 ∗
GΣ (gΣ )/HΣ , (8.5.5) is a subbundle of (8.5.4). This, in fact, occurs over an
open set:
Proposition 8.5.2 Under the hypotheses given above, J−1 ∗
GΣ (gΣ )/HΣ is an open sub-
set of J−1 ∗
G (gΣ )/H.
Proof The set J−1 ∗ ∗

GΣ (gΣ )/HΣ consists of those points ξ in gΣ for which there is a z
in PΣ with JGΣ (z) = JG (z) = ξ. By Corollary 8.1.8, this set is open in J−1 ∗
G (gΣ )/H.
¥
Example Consider the situation of Example 1 of §8.3. We choose the same P = C2

and the same symplectic structure. However, now we choose G = SU (2) and
H = U (1) = S 1 with G acting by matrix multiplication and with H acting by the
flow of two identical harmonic oscillators, with Hamiltonian given by H(z, w) =
2 (|z| + |w| ). These form a dual pair with the momentum maps given by the
1 2 2
components of the Hopf map; see Cushman and Rod [1982] and Marsden [1987].
Again, we choose the discrete group Σ to be Z2 given by the map σ(z, w) = (w, z).
Here the hypotheses above are directly verified, and one finds, using the sort of
computations in Example 1 of §8.3, that the discrete reduction of this dual pair is the
trivial dual pair given by PΣ = C2 with GΣ = S 1 acting by complex multiplication
and with HΣ = S 1 acting the same way. In other words, the discrete reduction of the
(completely integrable) system defined by the one-to-one resonance consisting of two
identical harmonic oscillators (integrable via the group SU (2)), is the (completely
integrable) system consisting of a single harmonic oscillator, trivially integrable
using the group S 1 . ¨
For more sophisticated examples of integrable systems, and in particular, the

Kowalewski top of Bobenko, Reyman and Semenov-Tian-Shansky [1989] in this
context, we refer the reader to Harnad, Hurtubise and Marsden [1991].
Chapter 9
Mechanical Integrators
For conservative mechanical systems with symmetry, it is of interest to develop

numerical schemes that preserve this symmetry, so that the associated conserved
quantities are preserved exactly by the integration process. One would also like the
algorithm to preserve either the Hamiltonian or the symplectic structure — one
cannot expect to do both in general, as we shall show below. There is some evi-
dence (such as reported by Chanell and Scovel [1990], Marsden, O’Reilly, Wicklin
and Zombro [1991] and Pullin and Saffman [1991]) that these mechanical integra-
tors perform especially well for long time integrations, in which chaotic dynamics
can be expected. Some standard algorithms can introduce spurious effects (such as
nonexistent chaos) in long integration runs; see, for example, Reinhall, Caughey,
and Storti [1989]. We use the general term mechanical integrator for an algo-
rithm that respects one or more of the fundamental properties of being symplectic,
preserving energy, or preserving the momentum map.
9.1 Definitions and Examples

By an algorithm on a phase space P we mean a collection of maps Fτ : P → P
(depending smoothly, say, on τ ∈ R for small τ and z ∈ P ). Sometimes we write
z k+1 = Fτ (z k ) for the algorithm and we write ∆t or h for the step size τ . We say
that the algorithm is consistent or is first order accurate with a vector field X
on P if ¯
d ¯
Fτ (z)¯¯ = X(z). (9.1.1)
dτ τ =0
Higher order accuracy is defined similarly by matching higher order derivatives.
One of the basic things one is interested in is convergence namely, when is
lim (Ft/n )n (z) = ϕt (z) (9.1.2)

n→∞
where ϕt is the flow of X, and what are the error estimates? There are some
general theorems guaranteeing this, with an important hypothesis being stability ;
155
i.e., (Ft/n )n (z) must remain close to z for small t and all n = 1, 2, . . .. We refer to
Chorin, Hughes, Marsden and McCracken [1978] and Abraham, Marsden and Ratiu
[1988] for details. For example, the Lie-Trotter formula
et(A+B) = lim (etA/n etB/n )n (9.1.3)

n→∞
is an instance of this.
An algorithm Fτ is
1. a symplectic-integrator if each Fτ is symplectic,
2. an energy-integrator if H ◦ Fτ = H (where X = XH ),
3. a momentum-integrator if J ◦ Fτ = J (where J is the momentum map for
a G-action).
If Fτ has one or more of these properties, we call it a mechanical integrator .
Notice that if an integrator has one of these three properties, then so does any
iterate of it.
There are two ways that have been employed to find mechanical integrators.
For example, one can search amongst existing algorithms and find ones with special
algebraic properties that make them symplectic or energy-preserving. Second, one
can attempt to design mechanical integrators from scratch. Here are some simple
examples:
Example 1 A first order explicit symplectic scheme in the plane is given by the
map (q0 , p0 ) 7→ (q, p) defined by
q = q0 + (∆t)p0
p = p0 − (∆t)V 0 (q0 + (∆t)p0 ). (9.1.4)
This map is a first order approximation to the flow of Hamilton’s equations for the
Hamiltonian H = (p2 /2) + V (q). Here, one can verify by direct calculation that
this scheme is in fact a symplectic map. ¨
Example 1 is based on the use of generating functions, as we shall see below. A

modification of Example 1 using Poincaré’s generating function, but also one that
can be checked directly is:
Example 2 An implicit symplectic scheme in the plane for the same Hamiltonian
as in Example 1 is
q = q0 + (∆t)(p + p0 )/2
p = p0 − (∆t)V 0 ((q + q0 )/2). ¨ (9.1.5)
Other examples are sometimes based on special observations. The next example
shows that the second order accurate mid-point rule is symplectic (Feng [1987]).
This algorithm is also useful in developing almost Poisson integrators (Austin, Kr-
ishnaprasad and Wang [1991]).
Example 3 In a symplectic vector space the following mid point rule is symplec-
tic:
µ k ¶
z k+1 − z k z + z k+1
= XH . (9.1.6)
∆t 2
Notice that for small ∆t the map defined implicitly by this equation is well
defined by the implicit function theorem. To show it is symplectic, we use the
fact that the Cayley transform S of an infinitesimally symplectic linear map A,
namely
−1
S = (1 − λA) (1 + λA) (9.1.7)
is symplectic if 1 − λA is invertible for some real λ. To apply this to our situation,
rewrite the algorithm (9.1.6) as
µ ¶
z + Fτ (z)
Fτ (z) − z − τ XH = 0. (9.1.8)
2
³ ´
Letting S = DFτ (z) and A = DXH z+F2τ (z) we get, by differentiation, S − 1 −
1
2 τ A(1 + S)= 0; i.e., (9.1.7) holds with λ = τ /2. Thus, (9.1.6) defines a symplectic
scheme. ¨
Example 4 Here is an example of an implicit energy preserving algorithm from

Chorin, Hughes, Marsden and McCracken [1978]. Consider a Hamiltonian system
for q ∈ Rn and p ∈ Rn :
∂H ∂H
q̇ = , ṗ = − . (9.1.9)
∂p ∂q
Define the following implicit scheme
H(qn+1 , pn+1 ) − H(qn+1 , pn )

qn+1 = qn + ∆t λ, (9.1.10)
λT (pn+1 − pn )
H(qn+1 , pn ) − H(qn , pn )
pn+1 = pn − ∆t µ, (9.1.11)
µT (qn+1 − qn )
where
∂H
λ= (αqn+1 + (1 − α)qn , βpn+1 + (1 − β)pn ), (9.1.12)
∂p
∂H
µ= (γqn+1 + (1 − γ)qn , δpn+1 + (1 − δ)pn ), (9.1.13)
∂q
and where α, β, γ, δ are arbitrarily chosen constants in [0, 1].
The proof of conservation of energy is simple: From (9.1.10), we have
(qn+1 − qn )T (pn+1 − pn ) = ∆t(H(qn+1 , pn+1 ) − H(qn+1 , pn )), (9.1.14)
and from (9.1.11)
(pn+1 − pn )T (qn+1 − qn ) = −∆t(H(qn+1 , pn ) − H(qn , pn )). (9.1.15)
Subtracting (9.1.15) from (9.1.14), we obtain
H(qn+1 , pn+1 ) = H(qn , pn ). (9.1.16)
This algorithm is checked to be consistent. In general, it is not symplectic —

this is in accord with Proposition 9.2.1 in the next section. ¨
Example 5 Let us apply the Lie-Trotter or time splitting idea to the simple pen-
dulum. The equations are
µ ¶ µ ¶ µ ¶
d ϕ p 0
= + .
dt p 0 − sin ϕ
Each vector field can be integrated explicitly to give maps
Gτ (ϕ, p) = (ϕ + τ p, p)
and
Hτ (ϕ, p) = (ϕ, p − τ sin ϕ)
each of which is symplectic. Thus, the composition Fτ = Gτ ◦ Hτ , namely,
Fτ (q, p) = (ϕ + τ p − τ 2 sin ϕ, p − τ sin ϕ)
is a first order symplectic scheme for the simple pendulum. It is closely related to
the standard map. The orbits of Fτ need not preserve energy and they may be
chaotic, whereas the trajectories of the simple pendulum are of course not chaotic.
¨
We refer to the cited references, and to Ruth [1983], Feng [1986], Sanz-Serna
[1988] and references therein for more examples of this type, including symplectic
Runge-Kutta schemes.
9.2 Limitations on Mechanical Integrators

A number of algorithms have been developed specifically for integrating Hamiltonian
systems to conserve the energy integral, but without attempting to capture all of the
details of the Hamiltonian structure (see Example 4 above and also Stofer [1987]
and Greenspan [1974, 1984]). In fact, some of the standard energy-conservative
algorithms have poor momentum behavior over even moderate time ranges. This
makes them unsuitable for problems in satellite dynamics for example, where the
exact conservation of a momentum integral is essential to the control mechanism.
One can get angular momentum drift in energy-conservative simulations of, for
example, rods that are free to vibrate and rotate, and presumably in the water
molecule. To control such drifts and attain the high levels of computational accu-
racy demanded by automated control mechanisms, one would be forced to reduce
computational step sizes to such an extent that the numerical simulation would
be prohibitively inefficient. Similarly, if one attempts to use a standard energy-
conservative algorithm to simulate both the rotational and vibrational modes of a
freely moving flexible rod, the algorithm may predict that the rotational motion
will come to a virtual halt after only a few cycles! For a documented simulation
of a problem with momentum conservation, see Simo and Wong [1989]. One can
readily imagine that in the process of enforcing energy conservation one could upset
conservation of angular momentum.
What seems rather surprising is that all of the implicit members of the New-
mark family, perhaps the most widely used time-stepping algorithms in nonlinear
structural dynamics, are not designed to conserve energy and also fail to conserve
momentum. Among the explicit members, only the central difference method pre-
serves momentum. The analytical proof of these results is in Simo, Tarnow and
Wong [1991].
As we shall demonstrate in §9.4, the problem of how to generate a numerical
algorithm that exactly conserves momentum (or, more generally, all momentum-
like integrals of motion) is fairly easy to resolve. Since momentum integrals in
Hamiltonian systems are associated with invariance of the system under the ac-
tion of symmetry groups, one might guess that to derive momentum-conservative
algorithms, one constrains the algorithm to obey, in some sense, the same group
invariance as the actual dynamics.
In traditional integrators, much attention has been paid to energy conservation
properties, some, as we have noted to momentum conservation, and even less to
conserving the symplectic or Poisson structure. However, one can imagine that it
is also quite important.
The three notions of symplectic, energy, and momentum integrators are con-
nected in interesting ways. For example, as we shall show below, a result of Ge
(see Ge and Marsden [1988]) is that under fairly weak additional assumptions, a
G-equivariant symplectic integrator is also momentum preserving. For example, a
symplectic integrator of this type applied to a free rigid body motion would exactly
preserve the angular momentum vector in space.
Given the importance of conserving integrals of motion and the important role
played by the Hamiltonian structure in the reduction procedure for a system with
symmetry, one might hope to find an algorithm that combines all of the desirable
properties: conservation of energy, conservation of momenta (and other independent
integrals), and conservation of the symplectic structure. However, one cannot do
all three of these things at once unless one relaxes one or more of the conditions in
the following sense:
Proposition 9.2.1 If an algorithm is energy preserving, symplectic and momen-

tum preserving and if the dynamics is nonintegrable on the reduced space (in the
sense spelled out in the proof ) then the algorithm already gives the exact solution
of the original dynamics problem up to a time reparametrization.
Proof Suppose F∆t is our symplectic algorithm of the type discussed above, and
consider the application of the algorithm to the reduced phase space. We assume
that the Hamiltonian H is the only integral of motion of the reduced dynamics
(i.e., all other integrals of the system have been found and taken out in the re-
duction process in the sense that any other conserved quantity (in a suitable class)
is functionally dependent on H. Since F∆t is symplectic it is the ∆t-time map of
some time-dependent Hamiltonian function K. Now assume that the symplectic
map F∆t also conserves H for all values of ∆t. Thus {H, K} = 0 = {K, H}. The
latter equation implies that K is functionally dependent on H since the flow of H
(the “true dynamics”) had no other integrals of motion. The functional dependence
of K on H in turn implies that their Hamiltonian vector fields are parallel, so the
flow of K (the approximate solution) and the flow of H (the exact solution) must
lie along identical curves in the reduced phases space; thus the flows are equivalent
up to time reparametrization. ¥
Thus, it is unlikely one can find an algorithm that simultaneously conserves the
symplectic structure, the momentum map, and the Hamiltonian. It is tempting
(but probably wrong) to guess from this that one can monitor accuracy by keeping
track of all three. Non-symplectic algorithms that conserve both momentum and
energy have been studied by Simo and Wong [1989] and Austin, Krishnaprasad and
Wang [1991]. We study the basic method in §9.5.
9.3 Symplectic Integrators and Generating Func-

tions
Symplectic integrators based on generating functions have been developed by a large
number of people, starting with de Vogelaere [1956] and Feng [1986]. We refer to
Channell and Scovel [1990] and Ge [1991a] for a survey.
Let us recall the following basic fact.
Proposition 9.3.1 If S : Q × Q → R defines a diffeomorphism (q0 , p0 ) →
7 (q, p)
implicitly by
∂S ∂S
p= and po = − (9.3.1)
∂q ∂q0
then this diffeomorphism is symplectic.
Proof Note that
∂S i ∂S
dS = dq + dq i = pi dq i − poi dqoi
∂q i ∂qoi o
and so taking d of both sides, we get
dpi ∧ dq i = dpoi ∧ dqoi
which means the diffeomorphism (9.3.1) is symplectic. ¥
Recall also one of the basic facts about Hamilton-Jacobi theory, namely that
the flow of Hamilton’s equations is the canonical transformation generated by the
solution of the Hamilton-Jacobi equation
µ ¶
∂S ∂S
+ H q, =0 (9.3.2)
∂t ∂q
where S(q0 , q, t)|q=q0 generates the identity. (This may require singular behavior in
t=0
t; for example, consider S = 2t 1
(q − q0 )2 .) The strategy is to find an approximate
solution of the Hamilton-Jacobi equation for small time ∆t and to use this to obtain
the algorithm using (9.3.1).
There are several other versions of the algorithm that one can also treat. For
example, if specific coordinates are chosen on the phase space, one can use a generat-
ing function of the form S(q i , p0i , t). In this case one can get the simple formula for
a first order algorithm given in Example 1 in §9.1 by using S = p0i q i − ∆tH(q i , p0i ),
which is easy to implement, and for Hamiltonians of the form kinetic plus poten-
tial, leads to the stated explicit symplectic algorithm. As explained in Ge [1991a],
one can use other types of generating functions. For example, using the Poincaré
generating function, one recovers the mid-point scheme.
9.4 Symmetric Symplectic Algorithms Conserve J

The construction of momentum-conserving algorithms, whether of symplectic or
energy-momentum type, requires that level sets of the momentum map J remain
invariant under the mapping ϕ : P → P that represents a single iteration of the
algorithm. We next give sufficient conditions under which it is possible to obtain
such a mapping in the symplectic case.
The argument is a modification of some ideas found in Ge and Marsden [1988].
See also Ge [1991a] and references therein. We make the following assumptions:
i G is a Lie group acting symplectically on P and J : P → g∗ is an
associated momentum map for the action, with g representing
the action of g ∈ G;
ii ϕ : P → P is a symplectic map;
iii ϕ is G-equivariant: ϕ(gz) = gϕ(z), for all z ∈ P and g ∈ G.
Letting ξP = XhJ,ξi designate the vector field corresponding to ξ ∈ g under the
action, we start by differentiating the equivariance condition
ϕ◦g =g◦ϕ
with respect to the group element in the direction of ξ at the identity of the group.
This results in ϕ∗ ξP = ξP or, by definition of the momentum map,
ϕ∗ XhJ,ξi = XhJ,ξi .
But ϕ∗ XhJ,ξi = XhJ,ξi◦ϕ from Assumption iii, so
XhJ,ξi◦ϕ = XhJ,ξi .
Since two Hamiltonian vector fields are equal if and only if the Hamiltonians differ
by a constant,
hJ, ξi ◦ ϕ − hJ, ξi = constant.
We need hJ, ξi ◦ ϕ = hJ, ξi for the value of J to be preserved by the map ϕ, so we
need to establish sufficient conditions under which the constant will vanish.
An example of such conditions are:
iv P is a symplectic manifold endowed with an exact symplectic
form ω = −dθ;
v ϕ∗ θ − θ, which is closed, is also G− exact; that is, if
ϕ∗ θ − θ = dS, then S : P → R is a G-invariant generating
function for the map ϕ;
vi hJ, ξi = iξp θ.
Then,
hJ, ξi ◦ ϕ = ϕ∗ hJ, ξi = ϕ∗ iξp θ (by vi)

= iξp ϕ∗ θ (by equivariance of ϕ)
= iξp θ + iξp dS (by v).
The first term in this last expression is hJ, ξi again, and the final term vanishes
by equivariance of S. Thus, the desired conservation condition, hJ, ξi ◦ ϕ = hJ, ξi,
follows from these assumptions.
Assuming that the original system is given in terms of canonical coordinates on
a cotangent bundle P = T ∗ Q, we have ω = −dθ0 , where θ0 = pi dq i is the canonical
one-form on the cotangent bundle. If the symmetry group G acts by cotangent lifts,
then vi follows automatically. Condition v is equivalent to (9.1.1) if we regard S as
a function of q0 and q.
This argument applies to all “types” of generating functions, but when applied
to ones of the form S(q0 , q, t) we get:
Proposition 9.4.1 Suppose that S : Q × Q → R is invariant under the diagonal

action of G, i.e., S(gq, gq0 ) = S(q, q0 ). Then the cotangent momentum map J is
invariant under the canonical transformation ϕS generated by S, i.e., J ◦ ϕS = J.
This may also be seen directly by differentiating the invariance condition as-
sumed on S with respect to g ∈ G in the direction of ξ ∈ g and utilizing the
definitions of ϕS , J and ξQ . The following is also true: If G acts on Q freely, and
a given canonical transformation ϕ conserves J, then its generating function S can
be defined on an open set of Q × Q which is invariant under the action of G, and
S is invariant under the action of G. This is proved in Ge [1991a].
Note that if H is invariant under the action of G, then the corresponding solution
of the Hamilton-Jacobi equation is G invariant as well. This follows from the short
time uniqueness of the generating function of the type assumed for the flow of the
Hamiltonian vector field XH determined by H. It also follows from Proposition 9.4.1

that if the approximate solution of the Hamilton-Jacobi equation is chosen to be
G-invariant, then the corresponding algorithm will exactly conserve the momentum
map.
For a start on the numerical analysis of symplectic integrators, see Sanz-Serna
[1988], Simo, Tarnow and Wong [1991] and related papers. This whole area needs
further development for the community to be able to intelligently choose amongst
various algorithms. For instance, from the point of view of stability, the optimal
second-order accurate symplectic integrators are the mid point rule and the central
difference method.
9.5 Energy-Momentum Algorithms

We now turn to some basic remarks on the construction of algorithms that conserves
the Hamiltonian and the momentum map, but will not, in general, conserve the
symplectic structure.
A class of algorithms satisfying this requirement can be obtained through the
steps outlined below. The geometry of the process is depicted in Figure 9.5.1.
J−1(µ)
Gµ-orbits
constant energy
surfaces
projection ∆t
reduced space
Figure 9.5.1: An energy preserving algorithm is designed on the reduced space and
is then lifted to the level set of the momentum map by specifying phase information.
i Formulate an energy-preserving algorithm on the symplectic reduced phase

space Pµ = J−1 (µ)/Gµ or the Poisson reduced space P/G. If such an algo-
rithm is interpreted in terms of the primitive phase space P , it becomes an
iterative mapping from one orbit of the group action to another.
ii In terms of canonical coordinates (q, p) on P , interpret the orbit-to-orbit map-

ping described above and if P/G was used, impose the constraint J(qk , pk ) =
J(qk+1 , pk+1 ). The constraint does not uniquely determine the restricted map-
ping, so we may obtain a large class if iterative schemes.
iii To uniquely determine a map from within the above class, we must determine
how points in one Gµ -orbit are mapped to points in another orbit. There is still
an ambiguity about how phase space points drift in the Gµ -orbit directions.
This drift is closely connected with geometric phases (Chapter 6)! In fact by
discretizing the geometric phase formula for the system under consideration
we can specify the shift along each Gµ -orbit associated with each iteration of
the map.
The papers of Simo and Wong [1989] and Krishnaprasad and Austin [1990]
provide systematic methods for making the choices required in Steps ii and iii.
The general construction given above is, in fact, precisely the approach advocated
in Simo, Tarnow and Wong [1991]. There it is shown that projection from the
level set of constant angular momentum onto the surface of constant energy can be
performed implicitly or explicitly leading to predictor/corrector type of algorithms.
From a numerical analysis standpoint, the nice thing is that the cost involved in the
actual construction of the projection reduces to that of a line search (i.e., basically
for free). The algorithm advocated in Simo and Wong [1989] is special in the sense
that the projection is not needed for Q = SO(3): the discrete flow is shown to lie in
the intersection of the level set of angular momentum and the surface of constant
energy. This algorithm is singularity–free and integrates the dynamics exactly up to
a time reparametrization, consistent with the restrictions on mechanical integrators
given in §9.2. Extensions of these schemes to elasticity, rods and shells suitable for
large-scale calculation and amenable to parallelization are given in Simo, Fox and
Rifai [1991], and Simo and Doblare [1991].
9.6 The Lie-Poisson Hamilton-Jacobi Equation

Suppose that we are able to produce a G-invariant generating function S. Since
it is G-invariant, it can be reduced, either by symplectic or Poisson reduction to
produce an algorithm on the reduced space. It also gives rise to a reduced version of
Hamilton-Jacobi theory. This can be applied to, for example, the rigid body in body
representation or, in principle, to fluids and plasmas in the spatial representation.
Instead of giving the generalities of the theory, we shall illustrate it in an important
case, namely, with the case of Lie-Poisson reduction, whereby we take Q = G, so
the reduced space T ∗ Q/G is isomorphic with the dual space g∗ with the Lie-Poisson
bracket (with a plus sign for right reduction and a minus sign for left reduction).
We shall give the special case of the rigid body for illustration, taking G = SO(3).
Since the momentum map is preserved, one also gets an induced algorithm on the
coadjoint orbits, or in the more general cases, on the symplectic reduced spaces.
The proofs can be routinely provided by tracing through the definitions.
We begin with the reduced Hamilton-Jacobi equation itself. Thus, let H be a
G-invariant function on T ∗ G and let HL be the corresponding left reduced Hamil-
tonian on g∗ . (To be specific, we deal with left actions — of course there are similar
statements for right reduced Hamiltonians.) If S is invariant, there is a unique func-
tion SL such that S(g, g0 ) = SL (g −1 g0 ). (One gets a slightly different representation
for S by writing g0−1 g in place of g −1 g0 .)
Proposition 9.6.1 The left reduced Hamilton-Jacobi equation is the following equa-
tion for a function SL : G → R:
∂SL
+ HL (−T Rg∗ · dSL (g)) = 0 (9.6.1)
∂t
which we call the Lie-Poisson Hamilton-Jacobi equation. The Lie-Poisson
flow of the Hamiltonian HL is generated by the solution SL of (9.6.1) in the sense
that the flow is given by the Poisson transformation of g∗ : Π0 7→ Π defined as
follows: Define g ∈ G by solving the equation
Π0 = −T L∗g · dg SL (9.6.2)
for g ∈ G and then setting

Π = Ad∗g−1 Π0 . (9.6.3)
Here Ad denotes the adjoint action and so the action in (9.6.3) is the coad-
joint action. Note that (9.6.3) and (9.6.2) give Π = −T Rg∗ · dSL (g). Note also
that (9.6.2) and (9.6.3) are the analogues of Equation (9.1.1) and that (9.6.1) is the
analogue of (9.1.2). Thus, one can obtain a Lie-Poisson integrator by approximately
solving (9.6.1) and then using (9.6.2) and (9.6.3) to generate the algorithm. This
algorithm (9.6.3) manifestly preserves the coadjoint orbits (the symplectic leaves
in this case). As in the canonical case, one can generate algorithms of arbitrary
accuracy this way.
There may be conditions necessary on Π0 for the solvability of Equation (9.6.2).
This is noted in the example of the rigid body below.
For the case of the rigid body, these equations read as follows. First, Equa-
tion (9.6.1) reads
∂SL
+ HL (−∇SL (A) · AT ) = 0 (9.6.4)
∂t
i.e., Ã !
∂SL ∂SL k
+ HL − i A j (9.6.5)
∂t ∂A j
(sum over j) where the action function SL is a function of an orthogonal matrix A

and where we have identified tangent and cotangent spaces using the bi-invariant
metric on the rotation group. This metric corresponds to the standard Euclidean
metric on the Lie algebra, when identified with Euclidean 3-space. This identifica-
tion maps the Lie algebra bracket to the cross product. The expression ∇SL (A)·AT
is a skew symmetric matrix, i.e., it lies in the Lie algebra so(3), so it makes sense
for HL to be evaluated on it. As usual, one has to be careful how the gradient
(derivative) ∇SL is computed, since there is a constraint AAT = I involved. If
it is computed naively in the coordinates of the ambient space of 3 × 3 matrices,
then one interprets the expression ∇SL (A) · AT using naive partial derivatives and
skew symmetrizing the result; this projects the gradient to the constraint space, so
produces the gradient of the constrained function.
Equation (9.6.5) thus is the Hamilton-Jacobi equation for the dynamics of a
rigid body written directly in body representation. The flow of the Hamiltonian is
generated by SL in the following way: It is the transformation of initial conditions
at time t = 0 to a general t determined by first solving the equation
Π̂0 = −AT · ∇SL (A) (9.6.6)
for the matrix A and then setting Π = AΠ0 , where Π̂ = [Πij ] is the skew matrix
associated to the vector Π in the usual way: Π̂ · v = Π × v. (Again, the right
hand side of (9.6.6) is to be skew symmetrized if the derivative was taken in the
naive way with the constraint ignored.) We have written the result in terms of the
body angular momentum vector Π; one can rewrite it in terms of the body angular
velocity vector by using the relation Π = Iω, where I is the moment of inertia
tensor. In coordinates, Equation (9.6.6) reads as follows:
∂SL
(Π0 )ki = −Aji . (9.6.7)
∂Ajk
Finally, we note that similar equations also apply for fluids and plasmas, since
they are also Lie-Poisson systems (but with right reduction). Also, the methods here
clearly will generalize to the situation for reduction of any cotangent bundle; this
generality is needed for example, for the case of free boundary fluids — see Lewis,
Marsden, Montgomery and Ratiu [1986]. One of the ideas of current interest is to
use mechanical integrators on vortex algorithms. For example, one can use it on
point vortices in the plane (Pullen and Saffman [1991]) or on vortex dipoles in three
space (cf. Rouhi [1988] and Buttke [1991]) both of which live on finite dimensional
coadjoint orbits for the Euler equations (Marsden and Weinstein [1983]).
A general way to construct first order algorithms valid in the Lie-Poisson setting
(as well as its analogues in the symplectic and Poisson context) is as follows. Let
H : g∗ → R be a given Hamiltonian function and let S0 be a function that generates
a Poisson transformation ϕ0 : g∗ → g∗ and let
S∆t = S0 + ∆tH(L∗g dS0 ). (9.6.8)
For small ∆t, (9.6.8) generates a Poisson transformation, say ϕ∆t : g∗ → g∗ . Then
we have:
Proposition 9.6.2 With the assumptions above, the algorithm

Πk 7→ Πk+1 = ϕ−1
0 ◦ ϕ∆t (Π )
k
(9.6.9)
is a Poisson difference scheme that is a first order difference scheme for the Hamil-
tonian system with Hamiltonian H.
In particular, if one can generate the identity transformation with a function S0 ,
then one can get a specific first order scheme. On G, one can introduce singularities
in the time variable to do this, as we have already remarked. Interestingly, for g
semisimple, one can do this in a non-singular way on g∗ . In fact, in this case, the
function
S0 (g) = trace(Ad∗g ) (9.6.10)
generates the identity in a G-invariant neighborhood of the zero of g∗ . One can also
check this with a direct calculation using (9.6.2) and (9.6.3). The neighborhood
condition is necessary since there may be some restrictions on Π0 required for the
solvability of (9.6.2). For example, for the rigid body the condition is checked to be
kΠ0 k < 1. This condition can be dealt with using a scaling argument. We note that
when one solves (9.6.2) for g, it need not be the identity, and consistent with (9.6.3)
we observe that the solution g lies in the coadjoint isotropy of the element Π0 .
More generally, we say that a Lie algebra is a regular quadratic Lie algebra
if there is a symmetric, Ad-invariant, non-degenerate bilinear form on g.
Proposition 9.6.3 There is a function S0 defined in some neighborhood of the
identity element in G that generates the identity map of g∗ iff g is a regular quadratic
Lie algebra.
Proof If S0 exists, define the bilinear form B : g × g → R by
¯ ¯
d ¯¯ d ¯¯
B(ξ, η) = S0 (exp(sξ) exp(tη))
ds ¯ s=0dt ¯ t=0
for ξ, η ∈ g. One verifies B is Ad-invariant and is non-degenerate from the fact that
S0 generates the identity. Conversely, given B, define S0 by
S0 (g) = B(log g, log g) (9.6.11)
where log is a local inverse of the exponential map. ¥
Combining (9.6.8) and (9.6.10) we get the following proposition.

Proposition 9.6.4 The generating function
S∆t (g) = trace(Ad∗g ) + ∆tH(L∗g d trace(Ad∗g )). (9.6.12)
defines, via (9.6.2) and (9.6.3), a Poisson map that is a first order Poisson integrator
for the Hamiltonian H.
We remark that this scheme will automatically preserve additional conserved
quantities on g∗ that, for example, arise from invariance of the Hamiltonian under
a subgroup of G acting on the right. This is the situation for a rigid body with
symmetry and fluid flow in a symmetric container (with left and right swapped),
for instance.
9.7 Example: The Free Rigid Body

For the case of the free rigid body, we let so(3), the Lie algebra of SO(3), be the
space of skew symmetric 3 × 3 matrices. An isomorphism between so(3) and R
is given by mapping the skew vector v to the matrix v̂ defined previously. Using
the Killing form hA, Bi = 12 traceAT B, which corresponds to the standard inner
product on R3 , i.e., hv̂, ŵi = v · w, we identify so(3) with so(3)∗ . We write the
Hamiltonian H : so(3) → R as H(v̂) = 12 v · Iv, where I is the moment of inertia
tensor. Let Iˆ : so(3) → so(3) be defined by I(v̂)
ˆ ˆ
= (Iv)ˆ. Thus, H(v̂) = 14 hv̂, I(v̂)i.
∗
Equation (9.6.10) becomes S0 (A) = trace(A) and so T LA dS0 = 2 (A − A ). There-
1 T
fore, (9.6.12) becomes

µ ¶
1
S∆t (A) = trace(A) + ∆tH (A − A )
T
(9.7.1)
2
and so Proposition 9.6.2 gives the following specific Lie-Poisson algorithm for rigid
body dynamics: It is the scheme Πk 7→ Πk+1 defined by
· ¸
1 1 ˆ ˆ
k
Π̂ = {AI(A − A ) + I(A − A )A }∆t + (A − A )
T T T T
(9.7.2)
2 4
· ¸
1 1 ˆ ˆ − AT )}∆t + (A − AT )
Π̂k+1 = {I(A − AT )A + AT I(A (9.7.3)
2 4
where, as before, the first equation is to be solved for the rotation matrix A and
the result substituted into the second. Letting AS = 12 [A − AT ] denote the skew
part of the matrix A, we can rewrite the scheme as
Π̂k ˆ S )S ∆t
= AS + (AIA (9.7.4)
Π̂ k+1 ˆ S )S ∆t.
= AS + (AT IA (9.7.5)
Of course, one can write A = exp(ξ) and solve for ξ and express the whole
algorithm in terms of g and g∗ alone. This type of algorithm does not keep track
(except implicitly) of the rigid body phase. One can imagine combining the ideas
here with those in Chapter 6 to do that.
We know from the general theory that this scheme will automatically be Poisson
and will, in particular, preserve the coadjoint orbits, i.e., the total angular momen-
tum surfaces kΠk2 = constant. Of course, using other choices of S0 , it is possible
to generate other algorithms for the rigid body, but the choice S0 (A) = trace(A) is
particularly simple. We point out the interesting feature that the function (9.6.10)
for the case of ideal Euler fluid flow is the function that assigns to a fluid placement
field ϕ (an element of the diffeomorphism group of the containing region) the trace
of the linear operator ω 7→ ϕ∗ ω, on vorticity fields ω, which measures the vortex
distortion due to the nonrigidity of the flow. (See Marsden and Weinstein [1983]
for further information.)
9.8 Variational Considerations

We mention briefly another approach to obtaining symplectic integrators that shows
promise of yielding information on the behavior of energy (why it can be conserved
on average in symplectic integrators).
As we saw in Chapter 2, the usual variational principle, which is equivalent to
the Euler-Lagrange equations, is
Z b
δ Ldt = 0 (9.8.1)
a
where the endpoints are fixed . Now modify (9.8.1) to

Z · ¸
d
δ L − S dt = 0 (9.8.2)
dt
where the endpoints are free; here S is a function of q, q0 , and t. Condition (9.8.2)
gives (suppressing indices and assuming S is constant when q = q0 , so it does not
contribute to the lower limit),
Z µ ¶
∂L ∂L
δq + δ q̇ dt − δ(S(q, q0 , t)) = 0
∂q ∂ q̇
i.e.,
Z µ ¶
∂L d ∂L ∂S ∂S
− δqdt + pδq − p0 δq0 − δq − δq0 = 0. (9.8.3)
∂q dt ∂ q̇ ∂q ∂q0
Proposition 9.8.1 The variational principle (9.8.2) with free endpoints is equiva-
lent to the Euler-Lagrange equations plus the conditions (9.1.1) defining a symplectic
map.
This principle works the same way starting using the phase space variational
principle Z ½ ¾
d
δ pi q̇ − H(q, p) − S(q, q0 , t) dt.
i
(9.8.4)
dt
Thus we see that the symplectic nature of the flow can be built into the vari-
ational principle. We now imagine S is determined by requiring it be an (approx-
imate) solution of the Hamilton-Jacobi equation, which will make the symplectic
map (9.1.1) compatible with the Euler-Lagrange equations.
It is reasonable to suggest that numerical methods be based on these variational
principles using finite element ideas.
An interesting way to introduce the Hamilton-Jacobi equation is to observe that
the equations of motion are consistent with (9.3.1) iff S satisfies the Hamilton-Jacobi
equation (with H possibly modified by a constant).
Chapter 10
Hamiltonian Bifurcation
In this chapter, we study some examples of bifurcations in the Hamiltonian context.

A lot of the ideas from the previous chapters come into this discussion, and links with
new ones get established, such as connections with chaotic dynamics and solution
spaces in relativistic field theories. Our discussion will be by no means complete; it
will focus on certain results of personal interest and results that fit in with the rest of
the chapters. Some additional information on bifurcation theory in the Hamiltonian
context may be found in the references cited below and in Abraham and Marsden
[1978], Arnold [1989], Meyer and Hall [1991] and the references therein.
10.1 Some Introductory Examples

Bifurcation theory deals with the changes in the phase portrait structure of a given
dynamical system as parameters are varied. One usually begins by focussing on the
simplest features of the phase portrait, such as equilibrium points, relative equilib-
ria, periodic orbits, relative periodic orbits, homoclinic orbits, etc., and studies how
they change in number and stability characteristics as the system parameters are
changed. Often these changes lead to new structures, such as more equilibria, peri-
odic orbits, tori, or chaotic solutions, and the way in which stability or instability
is transfered to these new structures from the old ones is of interest.
As we pointed out in Chapter 2, the symmetry (isotropy) group of a point
in phase space determines how degenerate it is for the momentum map. Corre-
spondingly, one expects (see Golubitsky, Sheaffer and Stewart [1988]), that these
symmetry groups will play a vital role in the bifurcation theory of relative equilibria
and its connections with dynamic stability theory. The beginnings of this theory
have started and as it evolves, it will be tightly tied with the normal form methods
and with the topology of the level sets of H × J and their associated bifurcations
as the level set values and other system parameters vary. To begin, one can look at
the case in which the symmetry group of a point is discrete, so that the point is a
regular value of the momentum map. Already this case is reasonably rich; we shall
comment on the more general case in §10.5 below. In the case of discrete symme-
170
try groups, the energy momentum method can be used to help put the linearized
system into normal form and from this one can calculate the stability transitions,
and the eigenvalue evolution.
To begin with a simple example, consider a ball moving with no friction in a
hoop constrained to rotate with angular velocity ω (Figure 10.1.1).
R
g = acceleration
y due to gravity
θ
x
Figure 10.1.1: A ball in a rotating hoop.

p
In a moment we shall show that as ω increases past g/R, the stable equi-
librium at θ = 0 becomes unstable through a Hamiltonian pitchfork bifurcation
(Figure 10.1.2). The symmetry of these phase portraits is a reflection of the origi-
nal Z2 symmetry of the mechanical system. One can break this symmetry by, for
example, putting the rotation axis slightly off-center, as we shall discuss below.
Breaking this symmetry is an example of system symmetry breaking since it is
the whole system that loses the symmetry. In Figure 10.1.2 notice that the stable
solution at the origin has Z2 symmetry, before the bifurcation, but that the stable
solutions for larger ω do not. This is an example of solution symmetry breaking
within a symmetric system.
This example will be compared with bifurcations of a planar liquid drop (with
a free boundary held with a surface tension τ ) following Lewis, Marsden and Ratiu
[1987] and Lewis [1989]. In this example, a circular drop loses its circular sym-
metry to a drop with Z2 × Z2 symmetry as the angular momentum of the drop
is increased (although the stability analysis near the bifurcation is somewhat del-
icate). There are also interesting stability and bifurcation results in the dynamics
of vortex patches, especially those of Wan in a series of papers starting with Wan
and Pulvirente [1984].
The ball in the hoop is an example of a steady state bifurcation. This situation is
.
θ
increasing ω .
θ
Figure 10.1.2: Hamiltonian pitchfork bifurcation as ω passes criticality.
already complicated, even when only discrete symmetry of the underlying system is
considered. A similar bifurcation occurs in the dynamics of rotating planar coupled
rigid bodies, as was analyzed by Oh, Sreenath, Krishnaprasad and Marsden [1989]
and in the bifurcations of two coupled rigid bodies, as in Patrick [1991]. It also
occurs in our double spherical pendulum, as we shall see.
Another basic bifurcation in the Hamiltonian context is the one-to-one reso-
nance, or the Hamiltonian Hopf bifurcation. In this case, two eigenvalues of the
system linearized at a given equilibrium (or relative equilibrium) come together on
the imaginary axis — that is, two frequencies in the system become equal. This
is the Hamiltonian analogue of the well known Poincaré-Hopf bifurcation for non-
hamiltonian vector fields.
A classical example of the Hamiltonian Hopf bifurcation is the fast slow transi-
tion in an upright spinning heavy Lagrange top. When the top makes the transition
from a fast top to a slow top √
2 M g`I1
ω↓
I3
an instability sets in of this sort. For a study of the possible bifurcations in the
dynamics of a heavy top see Lewis, Ratiu, Simo and Marsden [1992].
Behavior of this sort is sometimes called a gyroscopic instability , or a Krein

collision (see Krein [1950]). Here more complex dynamic behavior ensues, includ-
ing periodic and chaotic motions (see also Holmes and Marsden [1983] and references
therein for how chaotic motion is related to a homoclinic orbit that grows out of
the fast-slow transition).
Next, we give a few more details for the ball moving in a rotating hoop. The
particle is assumed to have mass m and be acted on by gravitational and frictional
forces, as well as constraint forces that keep it on the hoop. The hoop itself is spun
about a vertical axis with constant angular velocity ω, as in Figure 10.1.3.
R
eθ
ϕ y
θ
x
eϕ
er
Figure 10.1.3
Figure 10.1.3: Coordinates for the derivation of the equations.
The position of the ball in space is specified by the angles θ and ϕ, as shown.
We can take ϕ = ωt, so the position of the ball becomes determined by θ alone. Let
the orthonormal frame along the coordinate directions eθ , eϕ and er be as shown.
The forces acting on the particle are:
1. Friction, proportional to the velocity of the ball relative to the hoop: −νRθ̇eθ ,
where ν ≥ 0 is a constant.
2. Gravity: −mgk.
3. Constraint forces in the directions er and eϕ to keep the ball in the hoop.
The equations of motion are derived from Newton’s second law F = ma. To get
them, we calculate the acceleration a. Relative to the xyz coordinate system, we
have 
x = R sin θ cos ϕ 
y = R sin θ sin ϕ . (10.1.1)

z = −R cos θ
Calculating the second derivatives using ϕ = ωt and the chain rule in (10.1.1) gives
ẍ = −ω 2 x − θ̇2 x + (R cos θ cos ϕ)θ̈ − 2Rω θ̇ cos θ sin ϕ

ÿ = −ω 2 y − θ̇2 y + (R cos θ sin ϕ)θ̈ + 2Rω θ̇ cos θ cos ϕ (10.1.2)
z̈ = −z θ̇2 + R sin θθ̈.
If i, j, k denote unit vectors along the x, y, and z axes respectively, then
eθ = (cos θ cos ϕ)i + (cos θ sin ϕ)j + sin θk. (10.1.3)
In F = ma, F is the sum of the three forces described earlier and
a = ẍi + ÿj + z̈k. (10.1.4)
The eϕ and er components of F = ma tell us what the constraint forces must be;
the equation of motion comes from the eθ component:
F · eθ = ma · eθ . (10.1.5)
Using (10.1.3), the left side of (10.1.5) is
F · eθ = −νRθ̇ − mg sin θ (10.1.6)
while from (10.1.1) – (10.1.4), the right side of (10.1.5) is, after some algebra,
ma · eθ = mR{θ̈ − ω 2 sin θcosθ}. (10.1.7)
Comparing (10.1.5), (10.1.6) and (10.1.7), we get

ν g
θ̈ = ω 2 sin θ cos θ − θ̇ − sin θ (10.1.8)
m R
as the equation of motion. Several remarks concerning (10.1.8) are in order:
i If ω = 0 and ν = 0, (10.1.8) reduces to the pendulum equation
Rθ̈ + g sin θ = 0. (10.1.9)
In fact our system can be viewed just as well as a whirling planar pendu-
lum.
We notice that (10.1.8), when expressed in terms of the angular momentum is
formally the same as the reduction of the spherical pendulum. See Equation
(3.5.9). It is interesting that (10.1.8) is nonsingular near θ = 0, whereas (3.5.9)
has a singularity.
ii For ν = 0, (10.1.8) is Hamiltonian with respect to q = θ, p = mR2 θ̇, the

canonical bracket structure
∂F ∂K ∂K ∂F
{F, K} = −
∂q ∂p ∂q ∂p
and energy
p2 mR2 ω 2
H= − mgR cos θ − sin2 θ. (10.1.10)
2m 2
We can also use Lagrangian methods to derive (10.1.8). From the figure, the
velocity is v = Rθ̇eθ + (ωR sin θ)eϕ , so
1 1
T = mkvk2 = m(R2 θ̇2 + [ωR sin θ]2 ) (10.1.11)
2 2
while the potential energy is,
V = −mgR cos θ, (10.1.12)
so we choose
1 mR2 ω 2
L=T −V = mR2 θ̇2 + sin2 θ + mgR cos θ. (10.1.13)
2 2
The Euler-Lagrange equations
d ∂L ∂L
− =T
dt ∂ θ̇ ∂θ
then give (10.1.8). The Legendre transform gives p = mR2 θ̇ and the Hamilto-
nian (10.1.10).
Consider equilibrium solutions; i.e., solutions satisfying θ̇ = 0, and θ̈ =
0; (10.1.8) gives
Rω 2 sin θ cos θ = g sin θ. (10.1.14)
Certainly θ = 0, and θ = π solve (10.1.14) corresponding to the particle at the
bottom or top of the hoop. If θ 6= 0 or π, (10.1.14) becomes
Rω 2 cos θ = g (10.1.15)
which has two solutions when g/(Rω 2 ) < 1. The value

r
g
ωc = (10.1.16)
R
is the critical rotation rate. (Notice that ωc is the frequency of linearized oscil-
lations for the simple pendulum i.e., for Rθ̈ + gθ = 0.) For ω < ωc there are only
two solutions θ = 0, π, while for ω > ωc there are four solutions,
³ g ´
θ = 0, π, ± cos−1 . (10.1.17)
Rω 2
We say that a Hamiltonian pitchfork bifurcation occurs as ω crosses ωc .

This system with ν = 0 is symmetric in the sense that the symplectic Z2 -
action given by θ 7→ −θ, and θ̇ 7→ −θ̇ leaves the phase portrait invariant. If this Z2
symmetry is broken, by setting the rotation axis a little off center, for example, then
one side gets preferred, as in Figure 10.1.4. Let ² denote the off-center distance, so
² is a symmetry breaking parameter .
figure 10.1.4
Figure 10.1.4: The ball in the off-center hoop.
The evolution of the phase portrait for ² 6= 0 is shown in Figure 10.1.5.
Figure 10.1.5: Phase portrait for the ball in the off-center hoop.
Near θ = 0, the potential function has changed from the symmetric bifurca-
tion in Figure 10.1.2 to the unsymmetric one in Figure 10.1.6. This is the cusp
catastrophe.
Aside For the symmetric ball in the hoop, imagine that the hoop is subject to
small periodic pulses; say ω = ω0 + ² cos(ηt), or perhaps the hoop is coupled to
another oscillator. Using the Melnikov method described below, it is reasonable to
expect that the resulting time periodic system has horseshoe chaos if ² and ν are
both small, but ²/ν is large enough.
(a) ε = 0
(b) ε > 0
Figure 10.1.6: Potential for the centered and off-center ball in the hoop as the
angular velocity increases.
10.2 The Role of Symmetry

Consider a Hamiltonian vector field XH on a phase space P depending on a param-
eter λ (like the angular velocity of the hoop in Figure 10.1.1) and we have a given
curve z(λ) of equilibrium solutions — these can also be relative equilibria if we work
on the reduced phase space. If we linearize the vector field at the equilibrium we
get a linear Hamiltonian system on the tangent space Tz(λ) P and we can examine
its eigenvalues. For relative equilibria that have at most discrete symmetry, one
can apply the same procedure to the reduced vector field, where one sees a genuine
equilibrium. The possible movement of eigenvalues that we focus on are illustrated
by the following two cases:
1. Steady-state bifurcation The equilibrium has a zero eigenvalue of multiplicity
two.
2. One-to-one resonance The equilibrium has a pair of purely imaginary eigen-
values of multiplicity 2. (Without loss of generality, we may assume that these
eigenvalues are ±i.)
In Case 1, the kernel of the linearization is a two-dimensional symplectic sub-
space. As the bifurcation parameter is varied, generically the eigenvalues go from
purely imaginary to real, or vice-versa.
In Case 2, the sum of the eigenspaces of the eigenvalues ±i can be written as
the sum of two ω-orthogonal two-dimensional symplectic subspaces. This time,
generically the eigenvalues go from purely imaginary into the right and left hand
complex plane, or vice versa. In each of these cases we say that the eigenvalues
split, (see Figure 10.2.1). The one-to-one resonance with splitting is often called
the Hamiltonian Hopf bifurcation (see van der Meer [1985]).
In some applications the eigenvalues do not split at 0 or ±i, but rather, they
remain on the imaginary axis and pass, as in Figure 10.2.2.
(a)
λ<0 λ=0 λ>0
i i i
(b)
−i −i −i
λ<0 λ=0 λ>0
Figure 10.2.1: The splitting case; (a) for the steady state bifurcation, (b) for the
one-to-one resonance.
Symmetry can influence the above generic behavior (see Golubitsky, Sheaffer
and Stewart [1988]). Indeed, for certain symmetry groups (such as the circle group
S 1 ), the passing of eigenvalues may be generic in a one parameter family. Galin
[1982] shows that without symmetry, the generic situation is splitting and one would
require three parameters to see passing.
In the steady state case, the dichotomy in eigenvalue movements can be un-
derstood using definiteness properties of the Hamiltonian, i.e., by energetics, or
group theoretically . The group theoretic approach was discussed in Golubitsky
and Stewart [1987]. The energetics method has a complex history, going back to
at least Cartan [1922] — a modern reference is Oh [1987]. For example, one can
sometimes say that a S 1 symmetry forces the eigenvalues to stay on the imaginary
axis, or one can say that eigenvalues must split because the second variation changes
from positive definite to indefinite with just one eigenvalue crossing through zero.
These methods have also been used extensively in the study of solitons; see Pego
and Weinstein [1992] and references therein.
Here are some simple observations about the method of energetics. Start with a
linear (or linearized) Hamiltonian system and write it in the form XH = JB where
B is a symmetric
· matrix
¸ whose associated quadratic form is the Hamiltonian H and
0 1
where J = is the Poisson tensor. If H is positive (or negative) definite,
−1 0
then the spectrum of XH is on the imaginary axis — this follows because the
system is necessarily stable, and the spectrum of XH is symmetric under reflection
in the two axis of the complex plane, so the spectrum must be confined to the
(a)
λ<0 λ=0 λ>0
i i i
(b)
−i −i −i
λ<0 λ=0 λ>0
Figure 10.2.2: The passing case; (a) for the steady state bifurcation, (b) for the
one-to-one resonance.
imaginary axis. If H has an odd number of eigenvalues that are negative, then
taking the determinant, we see that since J has determinant one, XH has a negative
determinant. Thus in this case, it must have at least one pair of real eigenvalues, and
therefore be linearly unstable. If H has the standard form of kinetic plus potential
energy, and the kinetic term is positive definite, and the potential energy has at
least one negative eigenvalue, then again XH has real eigenvalues, and so is linearly
unstable. However, for gyroscopic systems, such as those that arise in reduction,
the situation is not so simple, and deeper insight is needed.
An example relevant to the above remarks concerns bifurcations of relative equi-
libria of a rotating liquid drop: the system consists of the two dimensional Euler
equations for an ideal fluid with a free boundary. A rigidly rotating circular drop
is an equilibrium solution (in the spatially reduced equations). The energy-Casimir
method shows stability, provided
Ω2
< 1. (10.2.1)
12R3 τ
Here Ω is the angular velocity of the circular drop, R is its radius and τ is the
surface tension, a constant. As Ω increases and (10.2.1) is violated, the stability
of the circular solution is lost and is picked up by elliptical-like solutions with
Z2 × Z2 symmetry. (The bifurcation is actually subcritical relative to Ω and is
supercritical relative to the angular momentum.) This is proved in Lewis, Marsden
and Ratiu [1987] and Lewis [1989], where other references may also be found (see
Figure 10.2.3).
increasing
R angular
momentum
circular stable solutions uniformly rotating elliptical-like solutions
Figure 10.2.3: The bifurcation of the rotating planar liquid drop.
During this transition, the eigenvalues stay on the imaginary axis — they are
forced to because of the symmetry. This is consistent with the energetics approach
since an even number of eigenvalues of the second variation cross through zero,
namely two. The situation for the ball in the hoop and the liquid drop examples is
presented in Figure 10.2.4.
y y
C C
x x
(a) with symmetry (b) without symmetry
Figure 10.2.4: Eigenvalue evolution for the liquid drop and the ball in the hoop.
Energetics or group theory alone is not sufficient to characterize the movement

of eigenvalues in the one-to-one resonance. The work of Dellnitz, Melbourne and
Marsden [1991] uses a combination of group theory and energetics that gives a
particularly clean characterization of the splitting and passing cases. We summarize
some relevant notation to explain these results.
Assume that the quadratic Hamiltonian is invariant under a compact Lie group
Γ that preserves the symplectic structure. A Γ-invariant subspace V is called ab-
solutely Γ-irreducible if the only linear mappings V → V that commute with
the action of Γ are real multiples of the identity. An Γ-irreducible subspace that is
not absolutely Γ-irreducible is called nonabsolutely Γ-irreducible. For example,

the rotation group SO(2) acting on the plane is nonabsolutely irreducible since any
rotation commutes with this action, but nevertheless, the action is irreducible (has
no nontrivial invariant subspaces). On the other hand, the rotation group SO(3)
acting in the usual way on three space is absolutely Γ-irreducible, as is easy to
check.
Golubitsky and Stewart [1987] show that for steady-state bifurcation, generi-
cally the generalized zero eigenspace E0 is either nonabsolutely Γ-irreducible or the
direct sum of two isomorphic absolutely Γ-irreducible subspaces. These two possi-
bilities correspond respectively to the passing or splitting of eigenvalues. In terms
of energetics, the Hamiltonian changes from definite to indefinite in the splitting
case, but remains definite in the passing case.
In the case of one-to-one resonance, generically the sum of the generalized
eigenspaces of ±i, E±i , can be written as the sum of two symplectic ω-orthogonal
subspaces U1 and U2 , where each of the Uj is either nonabsolutely Γ-irreducible or
the direct sum of two isomorphic absolutely Γ-irreducible subspaces.
The main result of Dellnitz, Melbourne and Marsden [1991] concerns the generic
movement of eigenvalues in this situation. The most difficult cases are when U1 and
U2 are isomorphic. In fact,
if U1 and U2 carry distinct representations of Γ then the resonance de-
couples and the eigenvalues move independently along the imaginary
axis (independent passing ).
To understand the cases where U1 and U2 are isomorphic, one uses the results
of Montaldi, Roberts and Stewart [1989] on the relationship between the symmetry
and the symplectic structure. At this stage it becomes necessary to distinguish
between the two types of nonabsolutely Γ-irreducible representations: complex and
quaternionic. Here, one uses the fact that for a Γ-irreducible representation, the
space of linear mappings that commute with Γ is isomorphic to the reals, complexes,
or to the quaternions. The real case corresponds to the absolutely irreducible case,
and in the nonabsolutely irreducible case, one has either the complexes or the
quaternions. If the Uj are isomorphic complex irreducibles, then in the terminology
of Montaldi, Roberts and Stewart [1988], they are either of the same type or dual .
When they
· are ¸of the same type, one has a symplectic form that can be written
i 0
as J = and in the case of duals, the symplectic form can be written as
· 0 i¸
i 0
J= .
0 −i
There are three cases:
1. Provided U1 and U2 are not complex irreducibles, generically the eigenvalues
split and H is indefinite.
2. If U1 and U2 are complex of the same type, then generically the eigenvalues
pass and H is indefinite.
3. In the case of complex duals the eigenvalues can generically pass or split and
these possibilities correspond precisely to definiteness and indefiniteness of the
quadratic form induced on U1 ⊕ U2 by the linearization.
10.3 The One-to-One Resonance and Dual Pairs

An interesting discussion of the one-to-one resonance is given in Cushman and Rod
[1982] and Marsden [1987]. Consider a family of Hamiltonians depending on a
parameter λ near one of the form
1 2 λ
H= (q + p21 ) + (q22 + p22 ) + higher order terms. (10.3.1)
2 1 2
Notice that the quadratic part of this Hamiltonian has a S 1 × S 1 symmetry acting
separately on both factors and so we have, in the terminology of the preceding
section, independent passing. Notice that H is definite in this case. The oscillators
have the same frequency when λ = 1, corresponding to the one-to-one resonance.
To analyze the dynamics of H, it is important to utilize a good geometric picture
for the critical case when λ = 1 and we get the unperturbed Hamiltonian
1 2
H0 = (q + p21 + q22 + p22 ). (10.3.2)
2 1
The energy level H0 = constant is the three sphere S 3 ⊂ R4 . If we think of H0 as
a function on C2 by letting
z1 = q1 + ip1 and z2 = q2 + ip2 ,
then H0 = (|z1 |2 + |z2 |2 )/2 and so H0 is invariant under the action of SU (2), the
complex 2 × 2 unitary matrices of determinant one. The corresponding conserved
quantities are
W1 = 2(q1 q2 + p1 p2 )
W2 = 2(q2 p1 − q1 p2 )
W3 = q12 + p21 − q22 − p22 (10.3.3)
which comprise the components of a (momentum) map for the action of SU (2) on
C2 :
J : C2 ∼
= R4 → su(2)∗ ∼
= R3 . (10.3.4)
From the relation 4H02 = W12 + W22 + W32 , one finds that J restricted to S 3 gives a
map
j : S3 → S2. (10.3.5)
The fibers j −1 (point) are circles and the dynamics of H0 moves along these circles.
The map j is the Hopf fibration which describes S 3 as a topologically nontrivial
circle bundle over S 2 . (The reduction of R4 by the action by the flow of H0 is S 2 .)
Apparently the role of the Hopf fibration in mechanics was already known to Reeb
around 1950.
With P = C2 , we have a basic example of a dual pair determined by the
above momentum maps (see Example 1 of §8.3 and the Example in §8.5). See
Figure 10.3.1.
C2
@
J @ H0
@
R
@
su(2)∗ R
Figure 10.3.1: The dual pair of the harmonic oscillator.
Normal form theory allows one (up to finite order) to change coordinates by
averaging over the S 1 action determined by the flow of H0 . In this way one gets a
new Hamiltonian H from H that is S 1 invariant. Since we have a dual pair, such
an H can be written as
H = h ◦ J. (10.3.6)
In other words, a function invariant on one side collectivizes on the other . In
particular, since J is a Poisson map, the dynamics of H can be reduced to dynamics
on su(2)∗ ∼= R3 with the rigid body Lie-Poisson structure. This proves one of the
results of Cushman and Rod [1982]. This procedure can be of help in locating
interesting bifurcations, as in David, Holm and Tratnik [1990].
The Hopf fibration occurs in a number of other interesting mechanical systems.
One of these is the free rigid body. When doing reduction for the rigid body, we
construct the reduced space J−1 (µ)/Gµ = J−1 (µ)/S 1 , which is the sphere S 2 . Also,
J−1 (µ) is topologically the same as the rotation group SO(3), which in turn is the
same as S 3 /Z2 . Thus, the reduction map is a map of SO(3) to S 2 . Such a map is
given explicitly by taking an orthogonal matrix A and mapping it to the vector on
the sphere given by Ak, where k is the unit vector along the z-axis. This map that
does the projection is in fact a restriction of a momentum map and, when composed
with the map of S 3 ∼ = SU (2) to SO(3), is just the Hopf fibration again. Thus, not
only does the Hopf fibration occur in the one-to-one resonance, it occurs in the rigid
body in a natural way as the reduction map from material to body representation!
10.4 Bifurcations in the Double Spherical Pendu-

lum
In §5.5 we wrote the equations for the linearized solutions of the double spherical
pendulum at a relative equilibrium in the form
M q̈ + S q̇ + Λq = 0 (10.4.1)
for certain 3 × 3 matrices M, S and Λ. These equations have the Hamiltonian form
Ḟ = {F, H} where p = M q̇,
1 1
H= pM −1 P + qΛq (10.4.2)
2 2
and
∂F ∂K ∂K ∂F ∂F ∂K
{F, K} = − i − Sij (10.4.3)
∂q i ∂pi ∂q ∂pi ∂pi ∂pj
i.e., ¾
q̇ = M −1 p
(10.4.4)
ṗ = −S q̇ − Λq = −SM −1 p − Λq.
The following is a standard useful observation:
Proposition 10.4.1 The eigenvalues λ of the linear system (10.4.4) are given by
the roots of
det[λ2 M + λS + Λ] = 0. (10.4.5)
Proof Let (u, v) be an eigenvector of (10.4.4) with eigenvalue λ; then
M −1 v = λu and − SM −1 v − Λu = λv
i.e., −Sλu − Λu = λ2 M u, so u is an eigenvector of λ2 M + λS + Λ. ¥
For the double spherical pendulum, we call the eigenvalue γ (since λ is already
used for something else in this example) and note that the polynomial
p(γ) = det[γ 2 M + γS + Λ] (10.4.6)
is cubic in γ 2 , as it must be, consistent with the symmetry of the spectrum of

Hamiltonian systems. This polynomial can be analyzed for specific system param-
eter values. In particular, for r = 1 and m = 2, one finds a Hamiltonian Hopf
bifurcation along the cowboy branch
√ as we go up the branch in Figure 4.3.1 with
increasing λ starting at α = − 2.
The situation before the bifurcation (for smaller λ and µ), is one where the
energetics method and the spectral method disagree in their conclusions about
stability. The situation will be resolved in §10.7.
Perhaps more interesting is the fact that for certain system parameters, the
Hamiltonian Hopf point can converge to the straight down singular (!) state with
λ = 0 = µ. Here, (10.4.1) does not make sense, and must be regularized . After this
is done, one finds (with still two parameters left) that one has a system in which
both passing and splitting can generically occur. One can hope that the ideas of
§10.2 with the inclusion of an antisymplectic reversibility type of symmetry will help
to explain this observed phenomenon. We refer to Dellnitz, Marsden, Melbourne
and Scheurle [1992] for further details.
10.5 Continuous Symmetry Groups and Solution

Space Singularities
Recall that singular points of J are points with symmetry. This turns out to be a
profound observation with far reaching implications. The level sets of J typically
have quadratic singularities at its singular (= symmetric) points, as was shown
by Arms, Marsden and Moncrief [1981]. In the abelian case, the images of these
symmetric points are the vertices, edges and faces of the convex polyhedron J(P ) in
the Atiyah-Guillemin-Sternberg convexity theory. (See Atiyah [1982] and Guillemin
and Sternberg [1984].) As one leaves this singular point, heading for a generic one
with no singularities, one passes through the lattice of isotropy subgroups of G.
Arms, Marsden and Moncrief [1981] describe how these symmetry groups break.
These ideas apply in a remarkable way to solution spaces of relativistic field the-
ories, such as Einstein’s equations of general relativity and the Yang-Mills equations
on space time. Here the theories have symmetry groups and, appropriately inter-
preted, corresponding momentum maps. The relativistic field equations split into
two parts — Hamiltonian hyperbolic evolution equations and elliptic constraint
equations. The solution space structure is determined by the elliptic constraint
equations, which in turn say exactly that the momentum map vanishes.
A fairly long story of both geometry and analysis is needed to establish this,
but the result can be simply stated: the solution space has a quadratic singularity
precisely at those field points that have symmetry. For further details, see Fischer,
Marsden and Moncrief [1981] and Arms, Marsden and Moncrief [1982].
While these results were motivated by perturbation theory of classical solutions
(gravitational waves as solutions of the linearized Einstein equations etc.), there is
some evidence that these singularities have quantum implications. For example,
there appears to be evidence that in the Yang-Mills case, wave functions tend to
concentrate near singular points (see, for example, Emerich and Römer [1990]).
For bifurcation theory, as we have indicated in the preceeding sections, a start
has been made on how to tackle the problem when there is a continuous isotropy
group and some examples have been worked out. One of these is the bifurcations
in a rotating liquid drop, already mentioned above, where the isotropy group is the
whole symmetry group S 1 . Here the problems with the singular structure of the
momentum map are obviated by working with the spatially reduced system, and
the energy-Casimir method. Here, the symmetry is dealt with by directly factoring
it out “by hand”, using appropriately defined polar coordinates. Another case that
is dealt with is the heavy top in Lewis, Ratiu, Simo and Marsden [1992]. Here,
bifurcations emanate from the upright position, which has a nondiscrete symmetry
group S 1 . That paper, and Lewis [1991] indicate how a general theory of stabil-
ity might go in the presence of general isotropy groups. Presumably the general
bifurcation theory will follow.
10.6 The Poincaré-Melnikov Method

To begin with a simple example, consider the equation of a forced pendulum
φ̈ + sin φ = ² cos ωt. (10.6.1)
Here ω is a constant angular forcing frequency, and ² is a small parameter. For ² = 0

this has the phase portrait of a simple pendulum. For ² small but non-zero, (10.6.1)
possesses no analytic integrals of the motion. In fact, it possesses transversal in-
tersecting stable and unstable manifolds (separatrices); that is, the Poincaré maps
Pt0 : R2 → R2 that advance solutions by one period T = 2π/ω starting at time t0
possess transversal homoclinic points. This type of dynamic behavior has several
consequences, besides precluding the existence of analytic integrals, that lead one
to use the term “chaotic”. For example, Equation (10.6.1) has infinitely many peri-
odic solutions of arbitrarily high period. Using the shadowing lemma, one sees that
given any bi-infinite sequence of zeros and ones (for example, use the binary expan-
sion of e or π), there exists a corresponding solution of (10.6.1) that successively
crosses the plane φ = 0 (the pendulum’s vertically downward configuration) with
φ > 0 corresponding to a zero and φ < 0 corresponding to a one. The origin of this
chaos on an intuitive level lies in the motion of the pendulum near its unperturbed
homoclinic orbit — the orbit that does one revolution in infinite time. Near the
top of its motion (where φ = ±π) small nudges from the forcing term can cause the
pendulum to fall to the left or right in a temporally complex way.
The Poincaré-Melnikov method is as follows: First, write the dynamical equation
to be studied in abstract form as
ẋ = X0 (x) + ²X1 (x, t) (10.6.2)
where x ∈ R2 , X0 is a Hamiltonian vector field with energy H0 , X1 is Hamiltonian

with energy a T -periodic function H1 . Assume that X0 has a homoclinic orbit
x̄(t) so x̄(t) → x0 , a hyperbolic saddle point, as t → ±∞. Second, compute the
Poincaré-Melnikov function defined by
Z ∞
M (t0 ) = {H0 , H1 }(x̄(t − t0 ), t)dt (10.6.3)
−∞
where { , } denotes the Poisson bracket.
Theorem 10.6.1 Poincaré-Melnikov If M (t0 ) has simple zeros as a function

of t0 , then (10.6.2) has, for sufficiently small ², homoclinic chaos in the sense of
transversal intersecting separatrices.
We shall give a proof of this result below and in the course of the proof, we shall
clarify what it means to have transverse separatrices.
To apply this method to Equation (10.6.1), let x = (φ, φ̇) so (10.6.1) becomes
· ¸ · ¸ · ¸
d φ φ̇ 0
= +² . (10.6.4)
dt φ̇ − sin φ cos ωt
The homoclinic orbits for ² = 0 are computed to be given by

· ¸ · ¸
φ(t) ±2 tan−1 (sinh t)
x̄(t) = =
φ̇(t) ±2 sech t
and one has

1 2
H0 (φ, φ̇) = φ̇ − cos φ, and H1 (φ, φ̇, t) = φ cos ωt.
2
Hence (10.6.3) gives
Z ∞ µ ¶
∂H0 ∂H1 ∂H0 ∂H1
M (t0 ) = − (x̄(t − t0 ), t)dt
−∞ ∂φ ∂ φ̇ ∂ φ̇ ∂φ
Z ∞
= − φ̇(t − t0 ) cos ωtdt
−∞
Z ∞
= ∓ [2 sech (t − t0 ) cos ωt]dt. (10.6.5)
−∞
Changing variables and using the fact that sech is even and sin is odd, we get
µZ ∞ ¶
M (t0 ) = ∓2 sech t cos ωtdt cos(ωt0 ).
−∞
The integral is evaluated by residues:

³ πω ´
M (t0 ) = ∓2π sech cos(ωt0 ),
2
which clearly has simple zeros. Thus, this equation has chaos for ² small enough.
Now we turn to a proof of the Poincaré-Melnikov theorem. There are two
convenient ways of visualizing the dynamics of (10.6.2). Introduce the Poincaré
map P²s : R2 → R2 , which is the time T map for (10.6.2) starting at time s. For
² = 0, the point x0 and the homoclinic orbit are invariant under P0s , which is
independent of s. The hyperbolic saddle x0 persists as a nearby family of saddles
x² for ² > 0, small, and we are interested in whether or not the stable and unstable
manifolds of the point x² for the map P²s intersect transversally (if this holds for
one s, it holds for all s). If so, we say (10.6.2) admits horseshoes for ² > 0.
The second way to study (10.6.2) is to look directly at the suspended system
on R2 × S 1 :
ẋ = X0 (x) + ²X1 (x, θ),
(10.6.6)
θ̇ = 1.
From this point of view, the curve
γ0 (t) = (x0 , t)
is a periodic orbit for (10.6.2), whose stable and unstable manifolds W0s (γ0 ) and
W0u (γ0 ) are coincident. For ² > 0 the hyperbolic closed orbit γ0 perturbs to a
nearby hyperbolic closed orbit which has stable and unstable manifolds W²s (γ² ) and
W²u (γ² ). If W²s (γ² ) and W²u (γ² ) intersect transversally, we again say that (10.6.2)
admits horseshoes. These two definitions of admitting horseshoes are equivalent.
We use the energy function H0 to measure the first order movement of W²s (γ² ) at
x̄(0) at time t0 as ² is varied. Note that points of x̄(t) are regular points for H0 since
H0 is constant on x̄(t) and x̄(0) is not a fixed point. Thus, the values of H0 can be
used to measure the distance from the homoclinic orbit. If (xs² (t, t0 ), t) is the curve
on W²s (γ² ) that is an integral curve of the suspended system in xt-space, and has an
initial condition xs (t0 , t0 ) which is the perturbation of W0s (γ0 ) ∩ { the plane t = t0 }
in the normal direction to the homoclinic orbit, then H0 (xs² (t0 , t0 )) measures the
normal distance. But
Z T
d
H0 (x² (T, t0 )) − H0 (x² (t0 , t0 )) =
s s
H0 (xs² (t, t0 ))dt, (10.6.7)
t0 dt
and so
Z T
H0 (xs² (T, t0 )) − H0 (xs² (t0 , t0 )) = {H0 , H0 + ²H1 }(xs² (t, t0 ), t)dt. (10.6.8)
t0
Since xs² (T, t0 ) is ²-close to x̄(t − t0 ) (uniformly as T → +∞),
d(H0 + ²H 1 )(xs² (t, t0 ), t) → 0
exponentially as t → +∞, and {H0 , H0 } = 0, so (10.6.8) becomes

Z T
H0 (xs² (T, t0 )) − H0 (xs² (t0 , t0 )) = ² {H0 , H1 }(x̄(t − t0 , t))dt + O(²2 ). (10.6.9)
t0
Similarly,
Z t0
H0 (xu² (t0 , t0 )) − H0 (xu² (−S, t0 )) = ² {H0 , H1 }(x̄(t − t0 , t))dt + O(²2 ). (10.6.10)
−S
Since xs² (T, t0 ) → γ² , a periodic orbit for the perturbed system as T → +∞, we can
choose T and S such that H0 (xs² (T, t0 )) − H0 (xu² (−S, t0 )) → 0 as T, S → ∞. Thus,
adding (10.6.9) and (10.6.10), and letting T, S → ∞, we get
Z ∞
H0 (xu² (t0 , t0 )) − H0 (xs² (t0 , t0 )) = ² {H0 , H1 }(x̄(t − t0 , t))dt + O(²2 ). (10.6.11)
−∞
It follows that if M (t0 ) has a simple zero at time t0 , then xu² (t0 , t0 ) and xs² (t0 , t0 )
intersect transversally near the point x̄(0) at time t0 . (Since dH0 → 0 exponen-
tially at the saddle points, the integrals involved in this criterion are automatically
convergent.) ¥
We now describe a few of the extensions and applications of this technique.

The literature in this area is growing very quickly and we make no claim to be
comprehensive (the reader can track down many additional references by consulting
Wiggins [1988] and the references cited below).
If in (10.6.2), X0 only is a Hamiltonian vector field, the same conclusion holds
if (10.6.3) is replaced by
Z ∞
M (t0 ) = (X0 × X1 )(x̄(t − t0 ), t)dt, (10.6.12)
−∞
where X0 × X1 is the (scalar) cross product for planar vector fields. In fact, X0
need not even be Hamiltonian if an area expansion factor is inserted. For exam-
ple, (10.6.12) applies to the forced damped Duffing equation
ü − βu + αu3 = ²(γ cos ωt − xu̇). (10.6.13)
Here the homoclinic orbits are given by

r
β 1
ü(t) = ± sech (β 2 t) (10.6.14)
α
and (10.6.12) becomes, after a residue calculation,
r µ ¶ 3
2 πω 4δβ 2
M (t0 ) = 2γπω sech √ sin(ωt0 ) + (10.6.15)
α 2 β 3α
so one has simple zeros and hence chaos of the horseshoe type if
√ 3 µ ¶
γ 2β 2 πω
> √ cosh √ (10.6.16)
δ 3ω α 2 β
and ² is small.
Another interesting example, due to Montgomery, concerns the equations for
superfluid 3 He. These are the Leggett equations and we shall confine ourselves to
the A phase for simplicity. The equations are
µ ¶ µ 2¶
1 χΩ2 γ 1
ṡ = − sin 2θ and θ̇ = s − ²(γB sin ωt + Γ sin 2θ). (10.6.17)
2 γ2 χ 2
Here s is the spin, θ an angle (describing the order parameter) and γ, χ, . . . are
physical constants. The homoclinic orbits for ² = 0 are given by
Ωe±2Ωt
θ̄± = 2 tan−1 (e±Ωt ) − π/2 and s̄± = ±2 . (10.6.18)
1 + e±2Ωt
One calculates, after substituting (10.6.18) and (10.6.19) in (10.6.12) that
πχωB ³ ωπ ´ 2 χ
M± (t0 ) = ∓ sech cos ωt − ΩΓ (10.6.19)
8γ 2Ω 3 γ2
so that (10.6.17) has chaos in the sense of horseshoes if
γB 16 Ω ³ πω ´
> cosh (10.6.20)
Γ 3π ω 2Ω
and if ² is small.
A version of the Poincaré-Melnikov theorem applicable to PDE’s (due to Holmes
and Marsden [1981]). One basically still uses formula (10.6.12) where X0 × X1 is
replaced by the symplectic pairing between X0 and X1 . However, there are two
new difficulties in addition to standard technical analytic problems that arise with
PDE’s. The first is that there is a serious problem with resonances. These can be
dealt with using the aid of damping — the undamped case would need an infinite
dimensional version of Arnold diffusion. Secondly, the problem is not reducible to
two dimensions; the horseshoe involves all the modes. Indeed, the higher modes do
seem to be involved in the physical buckling processes for the beam model discussed
next.
A PDE model for a buckled forced beam is
µZ 1 ¶
0000 0
ẅ + w + Γw − K [w ] dz w00 = ²(f cos ωt − δ ẇ)
0 2
(10.6.21)
0
where w(z, t), 0 ≤ z ≤ 1 describes the deflection of the beam, ˙ = ∂/∂t,0 = ∂/∂z and
Γ, K, . . . are physical constants. For this case, the theory shows that if
1. π 2 < Γ < 4ρ3 (first mode is buckled)
2. j 2 π 2 (j 2 π 2 − Γ) 6= ω 2 , j = 2, 3, . . . (resonance condition)
µ ¶
f π(Γ − π 2 ) ω
3. > √ cosh √ (transversal zeros for M (t0 ))
δ 2ω K 2 Γ − ω2
4. δ > 0
and ² is small, then (10.6.21) has horseshoes. Experiments (see Moon and Holmes
[1979]) showing chaos in a forced buckled beam provided the motivation which lead
to the study of (10.6.21).
This kind of result can also be used for a study of chaos in a van der Waal fluid
(Slemrod and Marsden [1983]) and there is a growing literature using these methods
for forced and damped soliton equations. For example, in the damped, forced Sine-
Gordon equation one has chaotic transitions between breathers and kink-antikink
pairs and in the Benjamin-Ono equation one can have chaotic transitions between
solutions with different numbers of poles.
For Hamiltonian systems with two degrees of freedom, Holmes and Marsden
[1982a] show how the Melnikov method may be used to prove the existence of
horseshoes on energy surfaces in nearly integrable systems. The class of systems
studied have a Hamiltonian of the form
H(q, p, θ, I) = F (q, p) + G(I) + ²H1 (q, p, θ, I) + O(²2 ) (10.6.22)
where (θ, I) are action-angle coordinates for the oscillator G; G(0) = 0, G0 > 0. It
is assumed that F has a homoclinic orbit x̄(t) = (q̄(t), p̄(t)) and that
Z ∞
M (t0 ) = {F, H1 }dt, (10.6.23)
−∞
the integral taken along (x̄(t − t0 ), Ωt, I), has simple zeros. Then (10.6.22) has
horseshoes on energy surfaces near the surface corresponding to the homoclinic
orbit and small I; the horseshoes are taken relative to a Poincaré map strobed to
the oscillator G. The paper Holmes and Marsden [1982a] also studies the effect of
positive and negative damping. These results are related to those for forced one
degree of freedom systems since one can often reduce a two degrees of freedom
Hamiltonian system to a one degree of freedom forced system.
For some systems in which the variables do not split as in (10.6.22), such as
a nearly symmetric heavy top, one can exploit symmetry of the system and make
use of reduction ideas. The general theory for this is given in Holmes and Marsden
[1983] and was applied to show the existence of horseshoes in the nearly symmetric
heavy top; see also some closely related results of Ziglin [1981].
The Poincaré-Melnikov theory has been used by Ziglin [1980b] in vortex dynam-
ics, for example to give a proof of the non-integrability of the restricted four vortex
problem. There have also been recent applications to the dynamics of general rel-
ativity showing the existence of horseshoes in Bianchi IX models. See Oh et al.
[1989] for applications to the dynamics of coupled planar rigid bodies and to David,
Holm and Tratnik [1990] to the study of polarization laser dynamics.
Arnold [1964] extended the Poincaré-Melnikov theory to systems with several
degrees of freedom. In this case the transverse homoclinic manifolds are based
on KAM tori and allow the possibility of chaotic drift from one torus to another.
This drift, now known as Arnold diffusion is a basic ingredient in the study of
chaos in Hamiltonian systems (see for instance, Chirikov [1979] and Lichtenberg and
Lieberman [1983] and references therein). Instead of a single Melnikov function, one
now has a Melnikov vector given schematically by
 R∞ 
→ −∞
{H0 , H1 }dt
M=  R  (10.6.24)
∞
−∞ k
{I , H1 }dt
where Ik are integrals for the unperturbed (completely integrable) system and where
→ →
M depends on t0 and on angles conjugate to I1 , . . . , In . One requires M to have
transversal zeros in the vector sense. This result was given by Arnold for forced
systems and was extended to the autonomous case by Holmes and Marsden [1982b,
1983]; see also Robinson [1988]. These results apply to systems such as pendulum
coupled to several oscillators and the many vortex problems. It has also been used
in power systems by Salam, Marsden and Varaiya [1983], building on the horseshoe
case treated by Kopell and Washburn [1982]. There have been a number of other
directions of research on these techniques. For example, Grundler developed a
multidimensional version applicable to the spherical pendulum and Greenspan and
Holmes showed how it can be used to study subharmonic bifurcations. See Wiggins
[1988] references and for more information.
In Poincaré’s celebrated memoir [1890] on the three-body problem, he intro-
duced the mechanism of transversal intersection of separatrices which obstructs the
integrability of the equations and the attendant convergence of series expansions for
the solutions. This idea was subsequently developed by Birkhoff and Smale using
the horseshoe construction to describe the resulting chaotic dynamics. However,

in the region of phase space studied by Poincaré, it has never been proved (ex-
cept in some generic sense that is not easy to interpret in specific cases) that the
equations really are nonintegrable. In fact Poincaré himself traced the difficulty to
the presence of terms in the separatrix splitting which are exponentially small. A
crucial component of the measure of the splitting is given by the following formula
of Poincaré [1890, p. 223]:
−8πi
J= ³ ´ ³ ´
exp √π
2µ
+ exp − √π2µ
which is exponentially small (or beyond all orders) in µ. Poincaré was well aware
of the difficulties that this exponentially small behavior causes; on p. 224 of his
article, he states: “En d’autres termes, si on regarde µ comme un infiniment petit du
premier ordre, la distance BB 0 sans être nulle, est un infiniment petit d’ordre infini.
C’est ainsi que la fonction e−1/µ est un infiniment petit d’ordre infini sans ètre nulle
0
√ BB est
. . . Dans l’example particulier que nous avons traité plus haut, la distance
du mème ordre de grandeur que l’integral J, c’est à dire que exp(−π/ 2µ).”
This is a serious difficulty that arises when one uses the Melnikov method near
an elliptic fixed point in a Hamiltonian system or in bifurcation problems giving
birth to homoclinic orbits. The difficulty is related to those described by Poincaré
(see Sanders [1982]). Near elliptic points, one sees homoclinic orbits in normal forms
and after a temporal rescaling, this leads to a rapidly oscillatory perturbation that
is modelled by the following variation of (10.6.1):
µ ¶
ωt
φ̈ + sin φ = ² cos . (10.6.25)
²
If one formally computes M (t0 ) one finds from (10.6.3):

³ πω ´ µ ¶
ωt0
M (t0 , ²) = ±2π sech cos . (10.6.26)
2² ²
While this has simple zeros, the proof of the Poincaré-Melnikov theorem is no longer
valid since M (t0 , ²) is now of order e−π/2² and the error analysis in the proof only
gives errors of order ²2 . In fact, no expansion in powers of ² can detect exponentially
small terms like e−π/2² .
Holmes, Marsden and Scheurle [1989], Scheurle [1989], Scheurle, Holmes and
Marsden [1991] and Delshams and Seara [1992] show that (10.6.25) has chaos that
is, in appropriate sense exponentially small in ². Not only that, examples show
how truly subtle this situation is, and one has to be extremely careful with hidden
assumptions in the literature (like a priori hypotheses about the order of magnitude
of the splitting bein of the form ²k e−c/² for some k and ²) that can be false in some
examples. To get such estimates, the extension of the system to complex time plays
a crucial role. One can hope that if sharp enough such results for (10.6.25) can
really be proven, then it may be possible to return to Poincaré’s 1890 work and
complete the arguments he left unfinished.
To illustrate how exponentially small phenomena enter bifurcation problems,

consider the problem of a Hamiltonian saddle node bifurcation
ẍ + µx + x2 = 0 (10.6.27)
with the addition of higher order terms and forcing:
ẍ + µx + x2 + h.o.t. = δf (t). (10.6.28)
The phase portrait of (10.6.27) is shown in Figure 10.6.1.
.
x
.
x
x x
−µ −µ
µ<0 µ>0
Figure 10.6.1: The evolution of the phase portrait of (10.6.27) as µ increases.
The system (10.6.27) is Hamiltonian with

1 2 1 2 1 3
H(x, p) = p + µx + x . (10.6.29)
2 2 3
Let us first consider the system without higher order terms:
ẍ + µx + x2 = δf (t). (10.6.30)
To study it, we rescale to blow up the singularity:
x(t) = λξ(t) (10.6.31)

√
where λ = kµk and t = t λ. We get
µ ¶
δ τ
ξ¨ − ξ + ξ 2 = f √ , µ < 0,
µ2 −µ
µ ¶ (10.6.32)
δ τ
ξ¨ − ξ + ξ 2 = f √ , µ < 0.
µ2 µ
The exponentially small estimates of Holmes, Marsden and Scheurle [1989] apply
to (10.6.32). One gets upper and lower estimates in certain algebraic sectors of the
(δ, µ) plane.
Now we consider
ẍ + µx + x2 + x3 = δf (t). (10.6.33)
With δ = 0, there are equilibria at
µ
x = 0, −r, or − and ẋ = 0, (10.6.34)
r
where √
1 − 4µ
1+
r= , (10.6.35)
2
which is approximately 1 when µ ≈ 0. The phase portrait of (10.6.33) with δ = 0
and µ = − 12 is shown in Figure 10.6.2. As µ passes through 0, the small lobe
undergoes the same bifurcation as in Figure 10.6.1, with the large lobe changing
only slightly.
.
x
Figure 10.6.2: The phase portrait of 10.6.31 with δ = 0.
Again we rescale by (10.6.35) to give

µ ¶
δ τ
ξ¨ − ξ + ξ 2 − µξ 3 = f √ , µ < 0,
µ2 −µ
µ ¶ (10.6.36)
δ τ
ξ¨ − ξ + ξ 2 + µξ 3 = 2
f √ , µ < 0.
µ µ
Notice that for δ = 0, the phase portrait is µ-dependent. The homoclinic orbit
surrounding the small lobe for µ < 0 is given explicitly in terms of ξ by
4eτ
ξ(τ ) = ¡ ¢ , (10.6.37)
2 2
eτ + 3 − 2µ
which is µ-dependent. An interesting technicality is that without the cubic term,

we get µ-independent double poles at τ = ±iπ +log 2−log 3 in the complex τ -plane,
while (10.6.37) has a pair of simple poles that splits these double poles to the pairs
of simple poles at µ ¶
2 √
τ = ±iπ + log ± i 2λ (10.6.38)
3
where again λ = kµk. (There is no particular significance to the real part, such as
log 2 − log 3 in the case of no cubic term; this can always be gotten rid of by a shift
in the base point ξ(0).)
If a quartic term x4 is added, these pairs of simple poles will split into quartets
of branch points and so on. Thus, while the analysis of higher order terms has this
interesting µ-dependence, it seems that the basic exponential part of the estimates,
Ã !
π
exp − p , (10.6.39)
kµk
remains intact.
10.7 The Role of Dissipation

If ze is an equilibrium point of a Hamiltonian vector field XH , then there are two
methodologies for studying stability, as we already saw in the introductory chapter.
a Energetics — determine if δ 2 H(ze ) = Q is a definite quadratic form (Lagrange-
Dirichlet).
b Spectral methods — determine if the spectrum of the linearized operator
DXH (ze ) = L is on the imaginary axis.
The energetics method can, via reduction, be applied to relative equilibria too
and is the basis of the energy-momentum method that we studied in Chapter 5.
For general (not necessarily Hamiltonian) vector fields, the classical Liapunov
theorem states that if the spectrum of the linearized equations lies strictly in the left
half plane, then the equilibrium is stable and even asymptotically stable (trajectories
starting close to the equilibrium converge to it exponentially as t → ∞). Also, if
any eigenvalue is in the strict right half plane, the equilibrium is unstable. This
result, however, cannot apply to the purely Hamiltonian case since the spectrum of
L is invariant under reflection in the real and imaginary coordinate axes. Thus, the
only possible spectral configuration for a stable point of a Hamiltonian system is if
the spectrum is on the imaginary axis.
The relation between a and b is, in general, complicated, but one can make some
useful elementary observations.
Remarks
1. Definiteness of Q implies spectral stability (i.e., the spectrum of L is on

the imaginary axis). This is because spectral instability implies (linear and
nonlinear) instability, while definiteness of Q implies stability.
2. Spectral stability need not imply stability, even linear stability. This is shown
by the unstable linear system q̇ = p, ṗ = 0 with a pair of eigenvalues at zero.
3. If Q has odd index (an odd number of negative eigenvalues), then L has
a real positive eigenvalue; see Oh [1987]. Indeed, in canonical coordinates,
and identifying Q with its corresponding matrix, we have L = JQ. Thus,
det L = det Q is negative. Since det L is the product of the eigenvalues of
L and they come in conjugate pairs, there must be at least one real pair of
eigenvalues, and in fact an odd number of positive real eigenvalues.
4. If P = T ∗ Q with the standard symplectic structure (no magnetic terms)
and if H is of the form kinetic plus potential so that an equilibrium has the
form (qe , 0), and if δ 2 V (qe ) has negative index, then again L must have real
eigenvalues. This is because one can diagonalize δ 2 V (qe ) with respect to the
kinetic energy inner product, in which case the eigenvalues are evident. ¨
To get more interesting effects than covered by the above remarks, we consider
gyroscopic systems; i.e., linear systems of the form
M q̈ + S q̇ + Λq = 0 (10.7.1)
where M is a positive definite symmetric n×n matrix, S is skew, and Λ is symmetric.

The term with S is the gyroscopic, or magnetic term. As we observed earlier, this
system is verified to be Hamiltonian with p = M q̇, energy function
1 1
H(q, p) = pM −1 p + qΛq (10.7.2)
2 2
and the bracket
∂F ∂K ∂K ∂F ∂F ∂K
{F, K} = − i − Sij . (10.7.3)
∂q i ∂pi ∂q ∂pi ∂pi ∂pj
If the index of V is even (see Remark 3) one can get situations where δ 2 H is
indefinite and yet spectrally stable. Roughly, this is a situation that is capable of
undergoing a Hamiltonian Hopf bifurcation, so includes examples like the “cowboy”
solution for the double spherical pendulum and certain regimes of the heavy top.
Theorem 10.7.1 Dissipation induced instabilities Under the above conditions,

if we modify (10.7.1) to
M q̈ + (S + ²R)q̇ + Λq = 0 (10.7.4)
for small ² > 0 and R symmetric and positive definite, then the perturbed linearized
equations ż = L² z are spectrally unstable, i.e., at least one pair of eigenvalues of L²
is in the right half plane.
This result, due to Bloch, Krishnaprasad, Marsden and Ratiu [1994] builds on
basic work of Chetaev [1961] and Hahn [1967]. The argument proceeds in two steps.
Step 1 Construct the Chetaev functional
W (q, p) = H(q, p) + βp · (Λq) (10.7.5)
for small β.
This function has the beautiful property that for β small enough, W has the
same index as H, yet Ẇ is negative definite, where the overdot is taken in the
dynamics of (10.7.4). This alone is enough to prove Liapunov instability, as is seen
by studying the equation
Z T
W (q(T ), p(T )) = W (q0 , p0 ) + Ẇ (q(t), p(t))dt (10.7.6)
0
and choosing (q0 , p0 ) in the sector where W is negative, but arbitrarily close to the
origin.
Step 2 Employing an argument of Hahn [1967] to show spectral instability.

Here one uses the fact that ² is small and the original system is Hamiltonian.
Indeed, the only nontrivial possibility to exclude for the eigenvalues on the imagi-
nary axis is that they all stay there and are not zero for ² 6= 0. Indeed, they cannot
all move left by Step 1 and L² cannot have zero eigenvalues since L² z = 0 implies
Ẇ (z, z) = 0. However, in this case, Hahn [1967] shows the existence of at least
one periodic orbit, which cannot exist in view of (10.7.6) and the fact that Ẇ is
negative definite.
This argument generalizes in two significant ways. First, it is valid in infinite
dimensional systems, where M, S, R and Λ are replaced by linear operators. One of
course needs some technical conditions to ensure that W has the requisite properties
and that the evolution equations generate a semi-group on an appropriate Banach
space. For Step 2 one requires, for example, that the spectrum at ² = 0 be discrete
with all eigenvalues having finite multiplicity.
The second generalization is to systems in block diagonal form but with a non-
abelian group. The system (10.7.4) is the form that block diagonalization gives with
an abelian symmetry group. For a non-abelian group, one gets, roughly speaking,
a system consisting of (10.7.4) coupled with a Lie-Poisson (generalized rigid body)
system. The main step needed in this case is a generalization of the Chetaev func-
tional.
This formulation is attractive because of the interesting conclusions that can
be obtained essentially from energetics alone. If one is willing to make additional
assumptions, then there is a formula giving the amount by which simple eigenvalues
move off the imaginary axis. One version of this formula, due to MacKay [1991]
states that
¯
ξ(JB) anti ξ
Reλ² = ² + O(²2 ) (10.7.7)
ξ¯T Jξ
where we write the linearized equations in the form
ż = L² z = (JQ + ²B)z. (10.7.8)
λ² is the perturbed eigenvalue associated with a simple eigenvalue λ0 = iω0 on the

imaginary axis at ² = 0, ξ is a (complex) eigenvector for L0 with eigenvalue λ0 , and
(JB)anti is the antisymmetric part of JB.
In fact, the ratio of quadratic functions in (10.7.7) can be replaced by a ratio
involving energy-like functions and their time derivatives including the energy itself
or the Chetaev function. To actually work out (10.7.7) for examples like (10.7.1)
can involve considerable calculation.
Here is a simple example in which one can carry out the entire analysis directly.
We hasten to add that problems like the double spherical pendulum are considerably
more complex algebraically and a direct analysis of the eigenvalue movement would
not be so simple.
Consider the system (see Chetaev [1961])
ẍ − g ẏ + γ ẋ + αx = 0
(10.7.9)
ÿ + g ẋ + δ ẏ + βy = 0,
which is a special case of (10.7.4). Assume γ ≥ 0 and δ ≥ 0. For γ = δ = 0 this

system is Hamiltonian with symplectic form
Ω = dx ∧ dẋ + dy ∧ dẏ − gdx ∧ dy (10.7.10)
and Hamiltonian
1 2 1
H= (ẋ + ẏ 2 ) + (αx2 + βy 2 ). (10.7.11)
2 2
(Note that for α = β, angular momentum is conserved.)
The characteristic polynomial is computed to be
p(λ) = λ4 + (γ + δ)λ3 + (g 2 + α + β + γδ)λ2 + (γβ + δα)λ + αβ. (10.7.12)
Let
p0 (λ) = λ4 + (g 2 + α + β)λ2 + αβ. (10.7.13)
Since p0 is a quadratic in λ2 , its roots are easily found. One gets:
i If α > 0, β > 0, then H is positive definite and the eigenvalues are on the
imaginary axis; they are coincident in a one-to-one resonance for α = β.
ii If α and β have opposite signs, then H has index 1 and there is one eigenvalue
pair on the real axis and one pair on the imaginary axis.
iii If α < 0 and β < 0 then H has index 2. Here the eigenvalues may or may not
be on the imaginary axis.
To determine the cases, let
D = (g 2 + α + β)2 − 4αβ = g 4 + 2g 2 (α + β) + (α − β)2
be the discriminant. Then the roots of (10.7.13) are given by

1 √
λ2 = [−(g 2 + α + β) ± D].
2
Thus we arrive at
a If D < 0, then there are two roots in the right half plane and two in the left.
b If D = 0 and g 2 + α + β > 0, there are coincident roots on the imaginary axis,

and if g 2 + α + β < 0, there are coincident roots on the real axis.
c If D > 0 and g 2 + α + β > 0, the roots are on the imaginary axis and if
g 2 + α + β < 0, they are on the real axis.
√
Thus the case in which D ≥ 0 and g 2 + α + β > 0 (i.e., if g 2 + α + β ≥ 2 αβ), is
one to which the dissipation induced instabilities theorem applies.
Note that for g 2 + α + β > 0, if D decreases through zero, a Hamiltonian Hopf
bifurcation occurs. For example, as g increases and the eigenvalues move onto the
imaginary axis, one speaks of the process as gyroscopic stabilization.
Now we add damping and get
Proposition 10.7.2 If α < 0, β < 0, D > 0, g 2 + α + β > 0 and least one of γ, δ

is strictly positive, then for (10.7.9), there is exactly one pair of eigenvalues in the
strict right half plane.
Proof We use the Routh-Hurwitz criterion (see Gantmacher [1959, vol. 2]), which
states that the number of strict right half plane roots of the polynomial
λ4 + ρ1 λ3 + ρ2 λ2 + ρ3 λ + ρ4
equals the number of sign changes in the sequence

½ ¾
ρ1 ρ2 − ρ3 ρ3 (ρ1 ρ2 − ρ3 ) − ρ1 ρ4
1, ρ1 , , , ρ4 . (10.7.14)
ρ1 ρ1 ρ2 − ρ3
For our case, ρ1 = γ + δ > 0, ρ2 = g 2 + α + β + γδ > 0, ρ3 = γβ + αδ < 0 and

ρ4 = αβ > 0, so the sign sequence (10.7.14) is
{+, +, +, −, +}.
Thus, there are two roots in the right half plane. ¥
It is interesting to speculate on the effect of damping on the Hamiltonian Hopf

bifurcation in view of these general results and in particular, this example.
For instance, suppose g 2 +α+β > 0 and we allow D to increase so a Hamiltonian

Hopf bifurcation occurs in the undamped system. Then the above sign sequence
does not change, so no bifurcation occurs in the damped system; the system is
unstable and the Hamiltonian Hopf bifurcation just enhances it. However, if we
simulate forcing or control by allowing one of γ or δ to be negative, but still small,
then the sign sequence is more complex and one can get, for example, the Hamil-
tonian Hopf bifurcation breaking up into two nearly coincident Hopf bifurcations.
This is consistent with the results of van Gils, Krupa and Langford [1990].
10.8 Double Bracket Dissipation

Bloch, Krishnaprasad, Marsden and Ratiu [1995] study the phenomenon of dissipa-
tion induced instabilities for Euler-Poincaré systems on Lie algebras or equivalently,
for Lie-Poisson systems on the duals of Lie algebras. In the previous section, we
indicated that if a mechanical system with symmetry has an indefinite second vari-
ation of the augmented Hamiltonian at a relative equilibrium, as determined by
the energy-momentum method, then the system becomes spectrally unstable with
the addition of a small amount of dissipation. That dissipation was of Rayleigh
dissipation type, and was added to the internal variables of the system and the
methods that were used to prove this were essentially those of linear analysis.
For systems on Lie algebras, or equivalently, for invariant systems on Lie groups,
one cannot have linear dissipative terms of Rayleigh dissipation type in the equa-
tions in the naive sense. However, when restricted to coadjoint orbits, these dissipa-
tion terms can be obtained from a gradient structure that is similar in spirit to the
way one gets dissipative terms from the gradient of a Rayleigh dissipation function.
In this context, one gets dissipation induced instabilities, similar to what one has
in the case of internal dissipation. This means that the addition of dissipation to a
state that is not formally stable forces at least one pair of eigenvalues into the right
half plane, which of course implies nonlinear instability.
One of the interesting features is the method of construction of the nonlinear
dissipative terms. This is done by utilizing the double bracket equation of Brockett
(see Brockett [1988, 1993]) to the present context. In fact, this form is well adapted
to the study of dissipation on Lie groups since it was originally constructed as a
gradient system and it is well known in other contexts that this formalism plays an
important role in the study of integrable systems (see, for example, Bloch, Flaschka
and Ratiu [1990] and Bloch, Brockett and Ratiu [1992]).
We will also show that this type of dissipation can be described in terms of a
symmetric Poisson bracket. Symmetric brackets for dissipative systems have been
considered by Kaufman [1984, 1985], Grmela [1984, 1993a,b], Morrison [1986], and
Turski and Kaufman [1987]. It is not clear how the brackets of the present paper
are related to those. Our brackets are more directly motivated by those in Vallis,
Carnevale, and Young [1989], Shepherd [1992] and references therein.
We present a class of symmetric brackets that are systematically constructed in
a general Lie algebraic context. We hope that our construction might shed light on
possible general properties that these brackets might have. The general equations
of motion that we consider have the following form:

Ḟ = {F, H}skew − {F, H}sym
where H is the total energy. In many cases however, especially those involving
thermodynamics, one replaces H in the second bracket by S, the entropy. We refer
to the above references for this aspect; it remains for the future to link that work
more closely with the present context and to see in what sense, if any, the combined
bracket satisfies a graded form of Jacobi’s identity.
It is interesting that the type of dissipation described here is of considerable
physical interest. For example, as we shall point out below, the Landau-Lifschitz
(or Gilbert) dissipative mechanism in ferromagnetics is exactly of the type we de-
scribe and this dissipative mechanism is well accepted and studied (see O’Dell [1981]
for example). In geophysical situations, one would like a dissipative mechanism that
separates the different time scales of decay of the energy and the enstrophy. That is,
one would like a dissipative mechanism for which the energy decays but the enstro-
phy remains preserved. This is exactly the sort of dissipative mechanism described
here and that was described in Vallis, Carnevale, and Young [1989], Shepherd [1992]
and references therein. Also, in plasma physics and stellar dynamics, one would like
to have a dissipative mechanism that preserves the underlying conservation of par-
ticle number, yet has energy decay. Again, the general mechanism here satisfies
these properties (see Kandrup [1991] and Kandrup and Morrison [1992]). We will
discuss all of these examples in the body of the paper.
To get a concrete idea of the type of dissipative mechanism we have in mind,
we now give a simple example of it for perhaps the most basic of Euler-Poincaré,
or Lie-Poisson systems, namely the rigid body. Here, the Lie algebra in question
is that of the rotation group; that is, Euclidean three space R3 interpreted as the
space of body angular velocities Ω equipped with the cross product as the Lie
bracket. On this space, we put the standard kinetic energy Lagrangian L(Ω) =
1
2 (IΩ)·Ω (where I is the moment of inertia tensor) so that the general Euler-Poincaré
equations (discussed below in §4) become the standard rigid body equations for a
freely spinning rigid body:
I Ω̇ = (IΩ) × Ω, (10.8.1)
or, in terms of the body angular momentum M = IΩ,
Ṁ = M × Ω.
In this case, the energy equals the Lagrangian; E(Ω) = L(Ω) and energy is conserved
by the solutions of (10.8.1). Now we modify the equations by adding a term cubic
in the angular velocity:
Ṁ = M × Ω + αM × (M × Ω), (10.8.2)
where α is a positive constant.
A related example is the 1935 Landau-Lifschitz equations for the magnetization
vector M in a given magnetic field B (see, for example, O’Dell [1981], page 41):
λ
Ṁ = γM × B + (M × (M × B)), (10.8.3)
kM k2
where γ is the magneto-mechanical ratio (so that γkBk is the Larmour frequency)
and λ is the damping coefficient due to domain walls.
In each case, it is well known that the equations without damping can be written
in either Euler-Poincaré form or in Lie-Poisson (Hamiltonian) form. The equations
are Hamiltonian with the rigid body Poisson bracket:
{F, K}rb (M ) = M · [∇F (M ) × ∇K(M )]
with Hamiltonians given respectively by H(M ) = (M · Ω)/2 and H(M ) = γM · B.

One checks in each case that the addition of the dissipative term has a number
of interesting properties. First of all, this dissipation is derivable from an SO(3)-
invariant force field, but it is not induced by any Rayleigh dissipation function in
the literal sense. However, it is induced by a Rayleigh dissipation function in the
following restricted sense: It is a gradient when restricted to each momentum sphere
(coadjoint orbit) and each sphere carries a special metric (later to be called the
normal metric). Namely, the extra dissipative term in (10.8.2) equals the negative
gradient of the Hamiltonian with respect to the following metric on the sphere.
Take a vector v in R3 and orthogonally decompose it in the standard metric on R3
into components tangent to the sphere kM k2 = c2 and vectors orthogonal to this
sphere:
M ·v 1
v= 2
M − 2 [M × (M × v)]. (10.8.4)
c c
The metric on the sphere is chosen to be kM k−2 α times the standard inner product
of the components tangent to the sphere in the case of the rigid body model and
just λ times the standard metric in the case of the Landau-Lifschitz equations.
Secondly, the dissipation added to the equations has the obvious form of a
repeated Lie bracket, i.e., a double bracket, and it has the properties that the
conservation law
d
kM k2 = 0 (10.8.5)
dt
is preserved by the dissipation (since the extra force is orthogonal to M ) and the
energy is strictly monotone except at relative equilibria. In fact, we have
d
E = −αkM × Ωk2 , (10.8.6)
dt
for the rigid body and
d λ
E=− kM × Bk2 , (10.8.7)
dt kM k2
in the case of the Landau-Lifschitz equations, so that trajectories on the angular
momentum sphere converge to the minimum (for α and λ positive) of the energy
restricted to the sphere, apart from the set of measure zero consisting of orbits that
are relative equilibria or are the stable manifolds of the perturbed saddle point.
Another interesting feature of these dissipation terms is that they can be derived
from a symmetric bracket in much the same way that the Hamiltonian equations
can be derived from a skew symmetric Poisson bracket. For the case of the rigid
body, this bracket is
{F, K} = α(M × ∇F ) · (M × ∇K). (10.8.8)
As we have already indicated, the same formalism can be applied to other sys-
tems as well. In fact, later in the paper we develop an abstract construction for
dissipative terms with the same general properties as the above examples. When
this method is applied to fluids one gets a dissipative mechanism related to that of
Vallis, Carnevale, and Young [1989] and Shepherd [1992] as follows. One modifies
the Euler equations for a perfect fluid, namely
∂v
+ v · ∇v = −∇p (10.8.9)
∂t
where v is the velocity field, assumed divergence free and parallel to the boundary
of the fluid container, and where p is the pressure. With dissipation, the equations
become: µ³ ´] ¶
∂v
+ v · ∇v = −∇p + αP £u(v) v [
(10.8.10)
∂t
where α is a positive constant, P is the Hodge projection onto the divergence free
part, and where µ³ ´] ¶
[
u(v) = P £v v .
The flat and sharp symbols denote the index lowering and raising operators induced
by the metric; that is, the operators that convert vectors to one forms and vice versa.
Written in terms of the vorticity, these equations become
d
ω + £v ω = α£u(v) ω.
dt
This dissipative term preserves the coadjoint orbits, that is, the isovortical surfaces
(in either two or three dimensions, or in fact, on any Riemannian manifold), and
with it, the time derivative of the energy is strictly negative (except at equilibria,
where it is zero). As we shall see, there is a similar dissipative term in the case of
the Vlasov-Poisson equation for plasma physics.
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Index
absolutely Γ-irreducible 201 Cayley transform 173

acceleration feedback 133 center of mass 48
action principle 31 chaotic 8, 207
action tensor 45 charge 143
adjoint action 35, 88 charged particle 141
admissible variations 14 Chetaev functional 219
admits horseshoes 209 circular drop 199
algorithm 171 classical commutation relations 35
algorithms for the rigid body 186 classical mechanical system 3
amended potential 15, 54 classical water molecule 148
angular momentum 138 coadjoint action 35
angular velocity 50 complex duals 202
antisymplectic symmetries 147 configuration space 4
Arnold diffusion 213 connection 41, 118, 120
Arnold form 103 conservation of energy 29
attitude controllability 141 consistent 171
attitude drift 137 constraint forces 192
attitude equation 138 control manouvers 140
augmented Hamiltonian 14, 78 control system 132, 144
averaging 128 controls 141
ball in a rotating hoop 190 convergence 171
bead 16 convexity theorem 40
bead on the rotating hoop 127 cotangent bundle 4, 29, 155
beyond all orders 214 cotangent relative equilibria 79
bifurcation theory 189 coupled rigid bodies 45, 149, 191
block diagonalization 15, 101 coupling 72
block diagonalization theorem 103 covariant exterior derivative 53
blow up 216 cowboy solution 219
body angular momentum 6, 33 crank 22
body angular velocity 5, 33 critical group orbit 78
book 19 critical rotation rate 195
canonical 1-form 30 current configuration 5
canonical 2-form 30 curvature 53, 56
canonical cotangent coordinates 30 cusp 195
canonical Poisson bracket 9 cusp catastrophe 195
Carnot-Caratheodory metrics 146 d’Alembert 67
Cartan connection 127 d’Alembert principle 137
Cartan involutions 149 Darboux’ Theorem 30
Casimir function 13, 33 discrete reduction 152, 153
cat 19 discrete symmetries 105
223
Index 224
discrete symmetry group 147 generating functions 177

discrete symmetry of the ozone molecule generic point 93
165 geometric phase 16, 19, 119, 124, 180
discrete symmetry of the water molecule gravitating fluid masses 13
165 gyroscopic 67
dissipation 217 gyroscopic form 107, 132
dissipation induced instabilities 219 gyroscopic instability 192
double spherical pendulum 3, 45, 61, 83, gyroscopic Lagrangians 137
110, 148, 153, 159 gyroscopic systems 219
double whirling mass system 148 Hamilton’s equations 9, 28
drop 147, 191, 199 Hamilton-Jacobi equation 188
dual pair 166, 169 Hamilton-Jacobi theory 177
dual spin 133, 135 Hamiltonian 3, 31
dynamic phase 19, 119, 124 Hamiltonian form 3
efficient 20 Hamiltonian Hopf bifurcation 191, 197
eigenvalue 205 Hamiltonian pitchfork 190, 195
eigenvector 205 Hamiltonian saddle node bifurcation 215
Einstein’s equations 206 Hamiltonian vector field 28
elimination of the node 38 Hannay-Berry connection 127
energetics 197, 218 Hannay-Berry phase 129
energy momentum method 14 harmonic oscillators 169
energy preserving algorithm 173 hinge angle 115
energy-Casimir method 13, 95 holonomy 16, 117
energy-integrator 172 holonomy drive 22
energy-momentum algorithms 180 holonomy of a rigid body 19
energy-momentum method 93, 162 homoclinic chaos 207
energy-momentum theorem 94 homoclinic orbit 19
equations of motion 3 hoop 127, 190
equilibrium solutions 195 Hopf fibration 18, 24, 41
equivariant 35 Hopf map 169
Euler angles 5 horizontal lift 118
Euler equations 6, 33 horizontal space 51
Euler-Lagrange equations 31, 67 horizontal-vertical decomposition 52
explicit symplectic scheme 172 Hyperion 8
exponentially small 214 hyperregular 31
falling cat 19, 144, 149 ideal fluids 45
feedback law 132 implicit symplectic scheme 173
first variation equation 12 independent passing 201
fixed point set 151, 155 inertia tensor 89, 131
flexible appendages 140 inertial frame 129
flow 29 integrable Hamiltonian systems 166
fluid 45 internal modes 16
forced beam 211 internal-rigid interaction terms 109
Foucault pendulum 16 isotropy 189
free boundary fluids 184 isotypic components 154
free spinning rotor 135 Jacobi-Bertrand-Haretu coordinates 47
friction 192 Jacobi-Liouville theorem 38
Γ-irreducible 201 Kaluza-Klein configuration space 142
gauge invariance 31, 96 Kaluza-Klein construction 70
general relativity 206 Kaluza-Klein description 142
Index 225
Kaluza-Klein Lagrangian 143 parallel transport 16

kinetic energy 5, 31 particle in a magnetic field 41
Kowalewski top 149, 153 particle in a Yang-Mills 142
Krein collision 192 passing 199
Lagrange-Dirichlet Criterion 13 pendulum equation 194
Lagrangian 31 phase shift 137
Lagrangian reduction 66 phase space 3
Legendre transformation 31 pitchfork 195
Leggett equations 211 planar coupled rigid bodies 191
Liapunov’s theorem 12 planar double pendulum 159
Lie-Poisson bracket 10, 32 planar liquid drop 191
Lie-Poisson Hamilton-Jacobi equation 182 planar rigid bodies 115
Lie-Poisson reduction 32, 36, 182 Poisson 28
Lie-Trotter formula 172 Poisson action 34
limitations on mechanical integrators 175 Poisson bracket 28
linearized oscillations 195 Poisson manifold 27
liquid drop 147, 165 Poisson reduction 36
locked inertia tensor 15, 50, 131 Poisson tensor 44
Lorentz force law 40 potential energy 31
magnetic field 40, 141, 142 principal axes and moments of inertia 6
magnetic resonance 22 principle of critical action 31
magnetic term 56, 143 quadratic singularities 40, 206
magnetic two form 67 quaternionic 201
mechanical connection 15, 51 reconstruction 117, 119
mechanical integrator 171 reduced energy-momentum method 106
Melnikov method 8, 207 reduced Hamilton-Jacobi equation 182
Melnikov vector 213 reduced Hamiltonian 58
micromotors 22 reduced Hamiltonian system 58
microorganisms 21 reduced phase space 7
mid point rule 173 reduced principal bundle 74
moment of inertia tensor 5, 33 reduced space 54
momentum map 11, 34, 39 reduced system 11
momentum-integrator 172 reduced variational principle 71
Moncrief’s splitting 104 reduction by stages 57
monitor accuracy 177 reduction theorem 11, 36
monopole 41 reference configuration 5
moving systems 125 reference configuration 89
Newton’s second law 192 regular point 93
no-twist 149 regular quadratic Lie algebra 185
Noether’s theorem 34 regularized 205
non-canonical bracket 10 relative equilibria 7, 11, 13, 77
non-integrable 8 relative equilibrium theorem 77
nonsymmetric variations 164 rigid body 13, 19, 45, 87, 131, 161, 186
normal form 101, 107 rigid body bracket 9
normalizer 152 rigid body phases 122
one-to-one resonance 158, 169, 191, 197 rigid body-rotor system 137
optimal control 19, 144, 149 rigid variations 15
orbit reduction theorem 38 rigid-internal splitting 101
orbit symplectic structure 37 rigid-rigid terms 109
ozone molecule 1, 46, 64, 86, 164 robot 22
Index 226
rotating earth 126 symplectic form 10

rotating liquid drop 147, 199 symplectic integrator 172
rotating waves 78 symplectic leaves 30
rotation group 23 symplectic manifold 28
rotational invariance 10 symplectic map 10
rotors 131 symplectic reduction 36
Routh-Hurwitz criterion 222 symplectic submanifold 152
Routhian 67, 137 system parameters 84
saddle node bifurcation 215 system symmetry breaking 190
satellite parking 140 tangent coordinates 31
semi-direct product 151 The Poincaré -Melnikov method 207
semi-direct product reduction theorem 57 theta functions 19
shape 84 three body problem 1, 213
shape space 20, 43, 57, 115 time dependent inertia tensor 90
shape variations 15 topologically non-trivial 25
shifting construction 40 transversal intersecting separatrices 207
shifting map 53 transversality property 155
simple mechanical G-system 43 unit circle bundle 24
simple pendulum 136, 174 variational principle 67, 187
singular points 205 variational principle 187
singularities 39 velocity shift 136
solution symmetry breaking 191 vortex algorithms 184
space telescope 23 vortex dipoles 184
spatial angular momentum 11 water molecule 1, 46, 64, 86, 164
spatial angular velocity 5 whirling masses 160
spectral methods 218 whirling planar pendulum 194
spectral stability 218 Wong Hamiltonian 144
spectroscopy 22 Wong kinetic term 70
spherical pendulum 45, 59, 82, 148, 153, Wong’s equations 21, 144
158 Yang-Mills equations 206
splitting 198 Yang-Mills field 21
stability 12, 172 Yang-Mills particles 144
stabilization 131, 136
standard map 174
steady rotations 8
steady state bifurcation 191, 197
step size 171
structure constants 32
structure equation 54
subblocking 105, 154
subblocking property 164
subblocking theorem 162
superfluid 3 He 211
surface tension 147
suspended system 209
symmetric symplectic algorithms 178
symmetric variations 164
symmetry breaking parameter 195
symmetry groups 189
symplectic action 36

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What are some of the main topics covered in the book?

What are some of the main topics covered in the book?

How does the book describe the process of reduction?

How does the book describe the process of reduction?

Lectures on Mechanics

March 24, 1997

2 A Crash Course in Geometric Mechanics 26

3 Tangent and Cotangent Bundle Reduction 44

5 The Energy-Momentum Method 90

6 Geometric Phases 108

7 Stabilization and Control 121

8 Discrete reduction 135

9 Mechanical Integrators 155

10 Hamiltonian Bifurcation 170

Many of the greatest mathematicians — Euler, Gauss, Lagrange, Riemann,

• Stabilization and control using methods especially adapted to mechanical sys-

• Bifurcation of relative equilibria in mechanical systems, dealing with the ap-

1.1 The Classical Water Molecule and the Ozone

• Is there a convenient way to describe steady rotations? Which of these are

• Is there a way to separate the rotational from the internal motions?

draft of the notes for an early version of this lecture.

Figure 1.1.1: The rotating and vibrating water molecule.

1.2 Lagrangian and Hamiltonian Formulation

Note that, by equality of mixed partial derivatives,

1.3 The Rigid Body

example, if two rigid bodies are connected at a point by an idealized ball-in-socket

is the usual expression Z

kȦXk = kω × xk = kA−1 (ω × x)k = kΩ × Xk,

the kinetic energy is a quadratic function of Ω. Writing

Probably the simplest way to prove this is to use variational principles.R We

and define the associated vector Σ by

From (1.3.10) we get

These calculations prove the following

on SO(3) is equivalent to the reduced variational principle

Thus, π is constant in time. In terms of Π, the Euler equations read Π̇ = Π × Ω,

integrable ones. In a Hamiltonian context, non-integrability is generally taken to

1.4 Geometry, Symmetry and Reduction

where (q i , pi ) are conjugate pairs of canonical coordinates. If H is the Hamilto-

Ḟ = {F, H}. (1.4.2)

In particular, Hamilton’s equations are recovered if we let F be each of the canonical

{F, K} = −Π · (∇F × ∇K), (1.4.3)

form, including some problems outside of the framework of traditional Newtonian

The reduction theorem states that

where Df (xe ) is the Jacobian of f at xe , defined to be the matrix of partial deriva-

Liapunov’s theorem If all the eigenvalues of Df (xe ) lie in the strict

variation of Hξ equal to zero to obtain the relative equilibria. To ascertain stability,

the second variation δ 2 Hξ and the symplectic structure (and therefore

1.6 Geometric Phases

Let us indicate how holonomy is linked to the reduction process by returning to

dynamic phase horizontal lift

It is possible to observe the holonomy of a rigid body with a simple experiment.

overall phase rotation

1.7 The Rotation Group and the Poincaré Sphere

Poincaré’s representation shows that SO(3) cannot be written as S 2 × S 1 (i.e.,

2.1 Symplectic and Poisson Manifolds

Antisymmetry means B IJ = −B JI and Jacobi’s identity reads

2.2 The Flow of a Hamiltonian Vector Field

i each ϕt is a Poisson map

2.3 Cotangent Bundles