Legendre Transform Research Articles

Legendre transforms for type An and Bn V-systems

Abstract The Witten–Dijkgraaf–Verlinde–Verlinde (WDVV) equations have a rich structure related to the theory of Frobenius manifolds, with many known families of solutions. A Legendre transformation is a symmetry of the WDVV equations, introduced by Dubrovin. We explicitly compute the results of a Legendre transformation applied to An - and Bn -type multi-parameter rational solutions, relating them to known and new trigonometric solutions.

Phase transition of modified thermodynamics of the Kerr-AdS black hole

Abstract We investigate the critical phenomena of Kerr-AdS black holes in the modified first law of thermodynamics.
The modified black hole thermodynamics exhibits the van der Waals-like phase
structure. All the critical exponents are calculated, and the swallowtail diagram of free energy is
plotted. Comparing with existing results, the main difference is the correspondence between thermal
quantities of the Kerr-AdS black holes and the van der Waals system. In previous work[16],
the correspondence was $(\Omega_H, J)\to (V, P)$. In our work, the correspondence is $(J, {\hat\Omega}_H)\to (V, P)$.
This difference results from rotating effect. The modified black hole thermodynamics is associated
with rotating observers. The free energy in such reference contains an extra rotating energy. This
extra part induces a Legendre transformation in $({\hat\Omega}_H, J)$ cross-section, which yields the different
correspondence.

Almost-Poisson Brackets for Nonholonomic Systems with Gyroscopic Terms and Hamiltonisation

We extend known constructions of almost-Poisson brackets and their gauge transformations to nonholonomic systems whose Lagrangian is not mechanical but possesses a gyroscopic term linear in the velocities. The new feature introduced by such a term is that the Legendre transformation is an affine, instead of linear, bundle isomorphism between the tangent and cotangent bundles of the configuration space and some care is needed in the development of the geometric formalism. At the end of the day, the affine nature of the Legendre transform is reflected in the affine dependence of the brackets that we construct on the momentum variables. Our study is motivated by a wide class of nonholonomic systems involving rigid bodies with internal rotors which are of interest in control. Our construction provides a natural geometric framework for the (known) Hamiltonisations of the gyrostatic generalisations of the Suslov and Chaplygin sphere problems.

A variational framework for Cahn–Hilliard-type diffusion coupled with Allen–Cahn-type multi-phase transformations in elastic and dissipative solids

This article presents a variational framework for coupled chemo-mechanical solids undergoing irreversible micro-structural changes at infinitesimal strains. The coupled problem is characterised by phenomena such as phase transitions, micro-structure coarsening and swelling. It is an extension of our previous work on variational inelasticity for a conserved chemo-mechanical setting to a unified conserved and non-conserved setting which include multi-phase transformations. The variational framework, again governed by continuous-time, discrete-time and discrete-space–time incremental variational principles, is outlined for coupled diffusion-phase transformation phenomena in elastic and dissipative solids. For the sake of simplicity, focus is restricted to isothermal conditions. It is shown that the governing macro- and micro-balance equations of the coupled problem appear as Euler equations of these minimisation and saddle point principles. In contrast to our previous work, extended variational principles (with the gradient of the chemical potential and phase fractions) are constructed that account for diffusion-phase transformation coupling. This is achieved by Legendre transformations. Note that the local–global solution strategy is still preserved and the resulting system of symmetric non-linear algebraic equations are solved by Newton–Raphson-type iterative methods. The applicability of the proposed framework is demonstrated by numerical simulations that qualitatively characterise lower bainitic micro-structure.

Legendre Transformation in the Born–Infeld Model, Monge–Ampere Equation and Exact Solutions

Legendre Transformation in the Born–Infeld Model, Monge–Ampere Equation and Exact Solutions

A Discrete Hamilton–Jacobi Theory for Contact Hamiltonian Dynamics

In this paper, we propose a discrete Hamilton–Jacobi theory for (discrete) Hamiltonian dynamics defined on a (discrete) contact manifold. To this end, we first provide a novel geometric Hamilton–Jacobi theory for continuous contact Hamiltonian dynamics. Then, rooting on the discrete contact Lagrangian formulation, we obtain the discrete equations for Hamiltonian dynamics by the discrete Legendre transformation. Based on the discrete contact Hamilton equation, we construct a discrete Hamilton–Jacobi equation for contact Hamiltonian dynamics. We show how the discrete Hamilton–Jacobi equation is related to the continuous Hamilton–Jacobi theory presented in this work. Then, we propose geometric foundations of the discrete Hamilton–Jacobi equations on contact manifolds in terms of discrete contact flows. At the end of the paper, we provide a numerical example to test the theory.

Classical and quantum thermodynamics described as a system-bath model: The dimensionless minimum work principle.

We formulate a thermodynamic theory applicable to both classical and quantum systems. These systems are depicted as thermodynamic system-bath models capable of handling isothermal, isentropic, thermostatic, and entropic processes. Our approach is based on the use of a dimensionless thermodynamic potential expressed as a function of the intensive and extensive thermodynamic variables. Using the principles of dimensionless minimum work and dimensionless maximum entropy derived from quasi-static changes of external perturbations and temperature, we obtain the Massieu-Planck potentials as entropic potentials and the Helmholtz-Gibbs potentials as free energy. These potentials can be interconverted through time-dependent Legendre transformations. Our results are verified numerically for an anharmonic Brownian system described in phase space using the low-temperature quantum Fokker-Planck equations in the quantum case and the Kramers equation in the classical case, both developed for the thermodynamic system-bath model. Thus, we clarify the conditions for thermodynamics to be valid even for small systems described by Hamiltonians and establish a basis for extending thermodynamics to non-equilibrium conditions.

A Lie group variational integrator in a closed-loop vector space without a multiplier

Abstract. As a non-tree multi-body system, the dynamics model of four-bar mechanism is a differential algebraic equation. The constraints breach problem leads to many problems for computation accuracy and efficiency. With the traditional method, constructing an ODE-type dynamics equation for it is difficult or impossible. In this exploration, the dynamics model is built with geometry mechanic theory. The kinematic constraint variation relation of a closed-loop system is built in matrix and vector space with Lie group and Lie algebra theory respectively. The results indicate that the attitude variation between the driven body and the follower body has a linear recursion relation, which is the basis for dynamics modelling. With the Lie group variational integrator method, the closed-loop system Lagrangian dynamics model is built in vector space, with Legendre transformation. The dynamics model is reduced to be the Hamilton type. The kinematic model and dynamics model are solved using Newton iteration and the Runge–Kutta method respectively. As a special case of a crank and rocker mechanism, the dynamics character of a parallelogram mechanism is presented to verify the good structure conservation character of the closed-loop geometry dynamics model.

Canonical Equations of Hamilton with Symmetry and Their Applications

Two systems of mathematical physics are defined by us, which are the first-order differential system (FODS) and the second-order differential system (SODS). Basing on the conventional Legendre transformation, we obtain a new kind of canonical equations of Hamilton (CEH) with some kind of symmetry. We show that the FODS can only be expressed by the new CEH, but do not by the conventional CEH, while the SODS can be done by both the new and the conventional CEHs, on basis of the same conventional Legendre transformation. As an example, we prove that the nonlinear Schrödinger equation can be expressed with the new CEH in a consistent way. Based on the new CEH, the approximate soliton solution of the nonlocal nonlinear Schrödinger equation is obtained, and the soliton stability is analysed analytically as well. Furthermore, because the symmetry of a system is closely connected with certain conservation theorem of the system, the new CEH may be useful in some complicated systems when the symmetry considerations are used.

On the dynamics of spring-pendulum system: an overview of configuration space and phase space

The dynamics of the spring-pendulum system with two degrees of freedom were studied. The motion of this system is restricted to be in a vertical plane so that the chosen generalized coordinates are the increased length of the spring and the swing angle of pendulum . Hamiltonian of the system is obtained from the Legendre transformation of Lagrangian. Hamilton’s equation yields four differential equations that represent the dynamic of the system. The obtained results were visualized in configuration space and phase space trajectories. It is shown that generally the greater the initial swing angle, the more complex pattern will occur followed by the appearance of chaotic phenomena.

Portfolio-consumption choice problem with voluntary retirement and consumption constraints

We study the investment–consumption choice problem with voluntary retirement and upside/downside consumption constraints in infinite horizon, which can be formulated as a two-phase mixed stochastic control problem including stopping time coupled with controls. By verification theorem, we show the strong solution of a fully nonlinear differential variational inequality, satisfying some special properties, is the value function of this problem. Then we eliminate the nonlinearity through Legendre transformation, and obtain the closed-form formulas of the optimal investment–consumption feedback strategy, the optimal retirement strategy and the value function by solving the dual equation. Since the introduction of consumption constraints, these formulas are both segmented and semi-explicit, and bring certain difficulties to the analysis of the properties of the optimal strategies and the value function. The regularity of the feedback strategy and the value function are obtained, as well as their monotonicity or non-monotonicity with respect to various parameters are discussed by some stochastic analysis methods and differential equation techniques.

The “Legendre scalarization” of nonlinear gravity theories

We discuss the proposal of a new method to transform an [Formula: see text] metric gravity theory into a general relativistic theory including an auxiliary scalar field, recently introduced by Cotsakis et al. We argue that (i) the fact that the fourth-order equations of [Formula: see text] metric gravity can be recast (via a Legendre transformation) into Einstein equations without any conformal rescaling has been thoroughly clarified in the previous literature, and (ii) the newly proposed method produces a set of equations that are not equivalent to the original theory. In the conclusion, a comment is added on another aspect of the Legendre transformation which seems to be generally overlooked.

An optimal investment strategy for DC pension plans with costs and the return of premium clauses under the CEV model

<p>This paper presents a novel optimization model that explores the optimal investment strategies for DC pension plans with return of premium clauses. We have assumed that the financial market consists of a risk-free asset and a risky asset, where the price of the risky asset follows the CEV model. Under the expected utility criterion, the optimal investment strategies were derived by employing stochastic optimal control theory and the Legendre transformation method. Explicit expressions of the optimal investment strategy were provided when the utility function was specified as exponential, power, or logarithmic. Finally, numerical analysis was conducted to examine the impact of factors such as interest rate, return rate, and volatility of the risky asset on the optimal strategies.</p>

Statistical field theory of mechanical stresses in Coulomb fluids: general covariant approach vs Noether’s theorem

In this paper, we introduce a statistical field theory that describes the macroscopic mechanical forces in inhomogeneous Coulomb fluids. Our approach employs the generalization of Noether’s first theorem for the case of a fluctuating order parameter to calculate the stress tensor for Coulomb fluids. This tensor encompasses the mean-field stress tensor and fluctuation corrections derived through the one-loop approximation. The correction for fluctuations includes a term that accounts for the thermal fluctuations of the local electrostatic potential and field in the vicinity of the mean-field configuration. This correlation stress tensor determines how electrostatic correlation affects local stresses in a nonuniform Coulomb fluid. We also use a previously formulated general covariant methodology (Brandyshev and Budkov 2023 J. Chem. Phys. 158 174114) in conjunction with a functional Legendre transformation method and derive within it the same total stress tensor. We would like to emphasize that our general approaches are applicable not only to Coulomb fluids but also to nonionic simple or complex fluids, for which the field-theoretic Hamiltonian is known as a function of the relevant scalar order parameters.

The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes

. This article studies an optimal control problem for the financial investment strategy with random incomes. The investment portfolio is simplified to be composed of a risk-free asset and a risky asset. The price of a risky asset is followed by a constant variance elasticity (CEV) model. We consider any correlation coefficient ρ ∈ [ − 1 , 1 ] between the income risk and the risk of risky asset. By applying the Legendre transformation, dual theory, and asymptotic expansion approach, we obtain an asymptotic strategy for the exponential utility function. Numerical examples are presented to illustrate the effects of parameters on the optimal strategy.

Generalized Four-momentum for Continuously Distributed Materials

A four-dimensional differential Euler-Lagrange equation for continuously distributed materials is derived based on the principle of least action, and instead of Lagrangian, this equation contains the Lagrangian density. This makes it possible to determine the density of generalized four-momentum in covariant form as derivative of the Lagrangian density with respect to four-velocity of typical particles of a system taken with opposite sign, and then calculate the generalized four-momentum itself. It is shown that the generalized four-momentum of typical particles of a system is an integral four-vector and therefore should be considered as a special type of four-vectors. The presented expression for generalized four-momentum exactly corresponds to the Legendre transformation connecting the Lagrangian and Hamiltonian. The obtained formulas are used to calculate generalized four-momentum of stationary and moving relativistic uniform systems for the Lagrangian with particles and vector fields, including electromagnetic and gravitational fields, acceleration field and pressure field. It turns out that the generalized four-momentum of a moving system depends on the total mass of particles, on the Lorentz factor and on the velocity of the system’s center of momentum. Besides, an additional contribution is made by the scalar potentials of the acceleration field and the pressure field at the center of system. The direction of the generalized four-momentum coincides with the direction of four-velocity of the system under consideration, while the generalized four-momentum is part of the relativistic four-momentum of the system.

Casimir versus Helmholtz forces: Exact results

Recently, attention has turned to the issue of the ensemble dependence of fluctuation induced forces. As a noteworthy example, in O(n) systems the statistical mechanics underlying such forces can be shown to differ in the constant M→ magnetic canonical ensemble (CE) from those in the widely-studied constant h→ grand canonical ensemble (GCE). Here, the counterpart of the Casimir force in the GCE is the Helmholtz force in the CE. Given the difference between the two ensembles for finite systems, it is reasonable to anticipate that these forces will have, in general, different behavior for the same geometry and boundary conditions. Here we present some exact results for both the Casimir and the Helmholtz force in the case of the one-dimensional Ising model subject to periodic and antiperiodic boundary conditions and compare their behavior. We note that the Ising model has recently being solved in Phys.Rev. E 106 L042103 (2022), using a combinatorial approach, for the case of fixed value M of its order parameter. Here we derive exact result for the partition function of the one-dimensional Ising model of N spins and fixed value M using the transfer matrix method (TMM); earlier results obtained via the TMM were limited to M=0 and N even. As a byproduct, we derive several specific integral representations of the hypergeometric function of Gauss. Using those results, we rigorously derive that the free energies of the CE and grand GCE are related to each other via Legendre transformation in the thermodynamic limit, and establish the leading finite-size corrections for the canonical case, which turn out to be much more pronounced than the corresponding ones in the case of the GCE.

Spatial Dynamics and Solitary Hydroelastic Surface Waves

This paper presents an existence theory for solitary waves at the interface between a thin ice sheet (modelled using the Cosserat theory of hyperelastic shells) and an ideal fluid (of finite depth and in irrotational motion). The theory takes the form of a review of the Kirchgässner reduction to a finite-dimensional Hamiltonian system, highlighting the refinements in the theory over the years and presenting some novel aspects including the use of a higher-order Legendre transformation to formulate the problem as a spatial Hamiltonian system, and a Riesz basis for the phase space to complete the analogy with a dynamical system. The reduced system is to leading order given by the focussing cubic nonlinear Schrödinger equation, agreeing with the result of formal weakly nonlinear theory (which is included for completeness). We give a precise proof of the persistence of two of its homoclinic solutions as solutions to the unapproximated reduced system which correspond to symmetric hydroeleastic solitary waves.

Self-duality for [formula omitted]-extended superconformal gauge multiplets

We develop a general formalism of duality rotations for N-extended superconformal gauge multiplets in conformally flat backgrounds as an extension of the approach given in arXiv:2107.02001. Additionally, we construct U(1) duality-invariant models for the N=2 superconformal gravitino multiplet recently described in arXiv:2305.16029. Each of them is automatically self-dual with respect to a superfield Legendre transformation. A method is proposed to generate such self-dual models, including a family of superconformal theories.

Analytical solution for the bending problem of micropolar plates based on the symplectic approach

Abstract An analytical solution for the bending problem of micropolar plates is derived based on the symplectic approach. By applying Legendre's transformation, we obtain the Hamiltonian canonical equation for the bending problem of a micropolar plate. According to the method of separation of variables, the homogenous Hamiltonian canonical equation can be transformed into an eigenvalue problem of the Hamiltonian operator matrix. We derive the eigensolutions of the eigenvalue problem for the simply-supported, free and clamped boundary conditions at the two opposite sides. Based on the adjoint symplectic orthogonal relation of the eigensolutions, the solution of the bending problem of micropolar plate is expressed as a series expansion of eigensolutions. Numerical results confirm the validity of the present approach for the bending problem of micropolar plates under various boundary conditions and demonstrate the capability of the proposed approach to capture the size-dependent behavior of micropolar plates.