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# A Proper Extension of Noether’s Symmetry Theorem for Nonsmooth Extremals of the Calculus of Variations11footnote 1Research Report CM03/I-11

## 1 Introduction

Let $`L(t,x,v)`$ be a given $`C^1([a,b]\times ^n\times ^n;)`$ function (the Lagrangian). The fundamental problem of the calculus of variations consists to minimize the integral functional

$$J\left[x()\right]=_a^bL(t,x(t),\dot{x}(t))dt$$
(1)
over a certain class $`𝒳`$ of functions $`x:[a,b]^n`$ satisfying the boundary conditions $`x(a)=\alpha `$, $`x(b)=\beta `$. The problem is usually solved with the help of the famous Euler-Lagrange equation,

$$\frac{\mathrm{d}}{\mathrm{d}t}\frac{L}{v}(t,x(t),\dot{x}(t))=\frac{L}{x}(t,x(t),\dot{x}(t)),$$
(2)
which is a first-order necessary optimality condition. Each solution of (2) is called an Euler-Lagrange extremal. Condition (2) is obtained in most textbooks from the assumption that minimizers are smooth, or assuming they are piecewise smooth functions. In this last situation the Euler-Lagrange equations are interpreted as holding everywhere except possibly at finitely many points.

In 1918 Emmy Noether  established a general theorem asserting that the invariance of the integral functional (1) under a group of transformations depending smoothly on a parameter $`s`$, implies the existence of a conserved quantity along the Euler-Lagrange extremals. As corollaries, all the conservation laws known to classical mechanics are easily obtained. For a survey of Noether’s theorem and its generalizations see . Noether’s theorem, as is found in the many literature of physics, calculus of variations and optimal control, is formulated with $`𝒳`$ being smooth. A typical example is $`x()𝒳=C^2`$ (cf. e.g. ).

Given that the Euler-Lagrange equation (2) makes sense when $`x()`$ has merely essentially bounded derivative – the biggest class $`𝒳`$ for which (2) is still valid is the class $`Lip`$ of Lipschitz functions (cf. e.g. \[2, §2.2\])222In this situation equations (2) are interpreted in the *almost everywhere* sense. – it is expected that the conclusion of Noether’s theorem can still be defended in the wider class of Lipschitz functions. This is indeed the case, as it follows from the Pontryagin maximum principle and the results in . As far as for the fundamental problem of the calculus of variations the Pontryagin maximum principle reduces to the Euler-Lagrange necessary condition (2) and to the Weierstrass necessary condition

$$L(t,x(t),v)L(t,x(t),\dot{x}(t))\frac{L}{v}(t,x(t),\dot{x}(t))\left(v\dot{x}(t)\right)v^n,$$
(3)
which are distinct necessary conditions even in the $`C^2`$-smooth case, this does not give a proper extension of Noether’s theorem to the class of Lipschitz functions (the generalization does not reduce to the classical formulation when $`𝒳=C^2`$, since we are restricting the set of Euler-Lagrange extremals to those which satisfy Weierstrass’s necessary optimality condition (3)). In the present article we show that to formulate Noether’s theorem for admissible Lipschitz functions, one does not need to restrict the set of Euler-Lagrange extremals to Pontryagin extremals, being enough the restriction to those Euler-Lagrange extremals satisfying the DuBois-Reymond condition:333In the autonomous case, when the Lagrangian $`L`$ does not depend on the time variable $`t`$ ($`L=L(x,v)`$), the DuBois-Reymond condition is known as the *second Erdmann equation*. For a survey of the classical optimality conditions and related matters, we refer the reader e.g. to \[3, Ch. 2\].

$$\frac{L}{t}(t,x(t),\dot{x}(t))=\frac{\mathrm{d}}{\mathrm{d}t}\left\{L(t,x(t),\dot{x}(t))\frac{L}{v}(t,x(t),\dot{x}(t))\dot{x}(t)\right\}.$$
(4)
We remark that the DuBois-Reymond first-order necessary optimality condition (4) is valid when $`𝒳`$ is the class of Lipschitz functions, and that (4) is a consequence of the Euler-Lagrange and Weierstrass conditions. For $`𝒳=C^2`$, (4) follows from the Euler-Lagrange equation (2) alone (every Euler-Lagrange $`C^2`$-extremal is a DuBois-Reymond $`C^2`$-extremal),444The opposite is not in general true. For an example of a DuBois-Reymond $`C^2`$-extremal which is not an Euler-Lagrange extremal see \[5, p. 24\]. and therefore our generalization of Noether’s theorem to the class of Lipschitz functions (cf. §4) gives a proper extension of the smooth result.

## 2 Review of Noether’s Symmetry Theorem

The universal principle described by Noether, asserts that the invariance of a problem with respect to a one-parameter group of transformations implies the existence of a conserved quantity along the smooth Euler-Lagrange extremals.

###### Definition 1 (cf. ).

If $`C^2h^s(t,x)=(h_t^s(t),h_x^s(x)):[a,b]\times ^n\times ^n`$, $`s(\epsilon ,\epsilon )`$; $`h^0(t,x)=(t,x)`$ for all $`(t,x)[a,b]\times ^n`$; and

$$_{h_t^0(a)}^{h_t^0(b)}L(t^s,h_x^s\left(x(t^s)\right),\frac{\mathrm{d}}{\mathrm{d}t^s}h_x^s\left(x(t^s)\right))dt^s=_a^bL(t,x(t),\dot{x}(t))dt,$$
(5)
for $`t^s=h_t^s(t)`$, all $`s(\epsilon ,\epsilon )`$, and all $`x()C^2([a,b];^n)`$; then the fundamental problem of the calculus of variations is said to be invariant under $`h^s`$.

###### Theorem 1 (Classical Noether’s Theorem).

If the fundamental problem of the calculus of variations is invariant under $`h^s`$, in the sense of Definition 1, then

$$\begin{array}{c}\frac{L}{v}(t,x(t),\dot{x}(t))\frac{}{s}h_x^s\left(x(t)\right)|_{s=0}\hfill \\ \hfill +\left[L(t,x(t),\dot{x}(t))\frac{L}{v}(t,x(t),\dot{x}(t))\dot{x}(t)\right]\frac{}{s}h_t^s\left(t\right)|_{s=0}\end{array}$$
(6)
is constant in $`t[a,b]`$ along every Euler-Lagrange $`C^2`$-extremal.

The following result for nonsmooth extremals, is a trivial corollary from the optimal control results in .

###### Theorem 2.

If the fundamental problem of the calculus of variations is invariant under $`h^s`$, in the sense that Definition 1 holds with (5) satisfied for all $`x()Lip([a,b];^n)`$, then (6) is constant in $`t`$ along every $`x()Lip([a,b];^n)`$ satisfying simultaneously the Euler-Lagrange (2) and Weierstrass (3) necessary conditions.

Theorem 2 restrict the conclusion of Noether’s theorem to Pontryagin extremals. The following question comes immediately to mind: *Is it really necessary to restrict the set of nonsmooth Euler-Lagrange extremals in order to guarantee that (6) is conserved?* In Section 3 we show that a restriction is indeed necessary: we provide an example of a Lipschitz Euler-Lagrange extremal which is not a Weierstrass extremal, and which fails to preserve (6).

While Pontryagin extremals are a natural choice in optimal control, in the context of the calculus of variations such restriction seems to be unnatural: Theorem 2 does not simplify to Theorem 1 in the $`C^2`$ smooth case (Euler-Lagrange equation differs from Weierstrass’s necessary condition in the $`C^2`$ smooth case). This means that Theorem 2 does not give a proper extension of the classical Noether’s theorem. In Section 4 we give a proper restriction of the set of nonsmooth Euler-Lagrange extremals for which Noether’s theorem can still be asserted (Theorem 3).

## 3 Nonsmooth Euler-Lagrange Extremals may fail to satisfy Noether’s Conserved Quantities

Let us consider the fundamental problem of the calculus of variations with the Lagrangian given by $`L(v)=(v^21)^2`$: to minimize the functional

$$J\left[x()\right]=_0^1\left\{\left[\dot{x}(t)\right]^21\right\}^2dt$$

over the class $`𝒳=Lip`$ of Lipschitz functions $`x()`$ on the interval $`[0,1]`$ satisfying $`x(0)=x(1)=0`$. From the Euler-Lagrange equation (2) one obtains that any solution of this problem must satisfy

$$\left\{\left[\dot{x}(t)\right]^21\right\}\dot{x}(t)=\text{const}a.e.\text{ on }[0,1].$$
(7)
As far as the problem is time-invariant (one can choose $`h_t^s(t)=t+s`$, $`h_x^s(x)=x`$ in Definition 1), Noether’s conserved quantity (6) coincides with the DuBois-Reymond condition (4):

$$\left\{\left[\dot{x}(t)\right]^21\right\}^24\left\{\left[\dot{x}(t)\right]^21\right\}\left[\dot{x}(t)\right]^2=\text{const}a.e.\text{ on }[0,1],$$

that is,

$$\left\{\left[\dot{x}(t)\right]^21\right\}\left\{1+3\left[\dot{x}(t)\right]^2\right\}=\text{const}a.e.\text{ on }[0,1].$$
(8)
As is easily seen, there exist Lipschitz solutions of (7) which are not solutions of (8) (there are Lipschitz Euler-Lagrange extremals which are not DuBois-Reymond extremals, and which not preserve the quantity (6) of Noether’s theorem). In fact, any Lipschitz function $`x()`$ satisfying $`\dot{x}(t)\{1,0,1\}`$, $`t[0,1]`$, is an Euler-Lagrange extremal. Among them, only $`\dot{x}(t)0`$ and those with $`\dot{x}(t)\pm 1`$ satisfy (8).

## 4 Main Result

We formulate our Noether theorem for nonsmooth extremals under a more general notion of invariance than the one in Definition 1. We require the symmetry transformation to leave the problem invariant up to first order terms in the parameter, and up to exact differentials.555The exact differentials are called *gauge-terms* in the literature (cf. ).

###### Definition 2.

The integral functional (1) is quasi-invariant under a one-parameter group of $`C^1`$-transformations $`(t,x)(T(t,x,\dot{x},s),X(t,x,\dot{x},s))`$, $`|s|<\epsilon `$, up to the gauge-term $`\mathrm{\Phi }(t,x,\dot{x})`$ if, and only if,

$$\begin{array}{c}\frac{\mathrm{d}}{\mathrm{d}t}\mathrm{\Phi }(t,x(t),\dot{x}(t))=\frac{\mathrm{d}}{\mathrm{d}s}\{L(T(t,x(t),\dot{x}(t),s),X(t,x(t),\dot{x}(t),s),\hfill \\ \hfill \frac{\frac{\mathrm{d}X(t,x(t),\dot{x}(t),s)}{\mathrm{d}t}}{\frac{\mathrm{d}T(t,x(t),\dot{x}(t),s)}{\mathrm{d}t}})\frac{\mathrm{d}T(t,x(t),\dot{x}(t),s)}{\mathrm{d}t}\left\}\right|_{s=0}\end{array}$$
(9)
for all $`x()Lip([a,b];^n)`$.

###### Remark 1.

As in the classical context, we are assuming that the parameter transformations $`(t,x)(T(t,x,\dot{x},s),X(t,x,\dot{x},s))`$ reduce to the identity for $`s=0`$, that is,

$$T(t,x,v,0)=t,X(t,x,v,0)=x,$$

for any choice of $`t`$, $`x`$, and $`v`$.

###### Remark 2.

It is obvious that the invariance notion used in connection with Theorem 2 implies the quasi-invariance up to a gauge-term in Definition 2.

###### Remark 3.

In the 1918 original paper of Emmy Noether , Noether explains that the derivatives of the trajectories $`x`$ may also occur in the parameter group of transformations. This possibility has been widely forgotten in the literature of the calculus of variations, the only exception seeming to be the textbook of I. M. Gelfand and S. V. Fomin . Such possibility is, however, very interesting from the point of view of optimal control (cf. ) and is included in Definition 2. An example with relevance in Physics, showing that the dependence of the invariance transformations on the derivatives can be crucial in order to obtain a conservation law, can be found in .

###### Theorem 3 (Noether’s theorem for Lipschitz functions).

If (1) is quasi-invariant under the one-parameter group of time-space transformations

$$(t,x)(T(t,x,\dot{x},s),X(t,x,\dot{x},s))$$

up to the gauge-term $`\mathrm{\Phi }(t,x,\dot{x})`$, then

$$\begin{array}{c}\left[L(t,x(t),\dot{x}(t))\frac{L}{v}(t,x(t),\dot{x}(t))\dot{x}(t)\right]\frac{}{s}T(t,x(t),\dot{x}(t),s)|_{s=0}\hfill \\ \hfill +\frac{L}{v}(t,x(t),\dot{x}(t))\frac{}{s}X(t,x(t),\dot{x}(t),s)|_{s=0}\mathrm{\Phi }(t,x(t),\dot{x}(t))\end{array}$$

is constant in $`t[a,b]`$ along any $`x()Lip([a,b];^n)`$ satisfying (2) and (4) (along any Lipschitz Euler-Lagrange extremal which is also a Lipschitz DuBois-Reymond extremal).

###### Proof.

Having in mind that for $`s=0`$ we have the identity transformation, $`T(t,x,\dot{x},0)=t`$, $`X(t,x,\dot{x},0)=x`$, condition (9) yields

$$\begin{array}{c}\frac{\mathrm{d}}{\mathrm{d}t}\mathrm{\Phi }(t,x(t),\dot{x}(t))=\frac{L}{t}(t,x(t),\dot{x}(t))\frac{}{s}T(t,x(t),\dot{x}(t),s)|_{s=0}\hfill \\ \hfill +\frac{L}{x}(t,x(t),\dot{x}(t))\frac{}{s}X(t,x(t),\dot{x}(t),s)|_{s=0}\\ \hfill +\frac{L}{v}(t,x(t),\dot{x}(t))(\frac{\mathrm{d}}{\mathrm{d}t}\frac{}{s}X(t,x(t),\dot{x}(t),s)|_{s=0}\\ \hfill \dot{x}(t)\frac{\mathrm{d}}{\mathrm{d}t}\frac{}{s}T(t,x(t),\dot{x}(t),s)|_{s=0})\\ \hfill +L(t,x(t),\dot{x}(t))\frac{\mathrm{d}}{\mathrm{d}t}\frac{}{s}T(t,x(t),\dot{x}(t),s)|_{s=0}.\end{array}$$
(10)
From (2) one can write

$$\begin{array}{c}\frac{L}{x}(t,x(t),\dot{x}(t))\frac{}{s}X(t,x(t),\dot{x}(t),s)|_{s=0}\hfill \\ \hfill +\frac{L}{v}(t,x(t),\dot{x}(t))\frac{\mathrm{d}}{\mathrm{d}t}\frac{}{s}X(t,x(t),\dot{x}(t),s)|_{s=0}\\ \hfill =\frac{\mathrm{d}}{\mathrm{d}t}\left(\frac{L}{v}(t,x(t),\dot{x}(t))\frac{}{s}X(t,x(t),\dot{x}(t),s)|_{s=0}\right),\end{array}$$
(11)
while from (4) one gets

$$\begin{array}{c}\frac{L}{t}(t,x(t),\dot{x}(t))\frac{}{s}T(t,x(t),\dot{x}(t),s)|_{s=0}\hfill \\ \hfill +L(t,x(t),\dot{x}(t))\frac{\mathrm{d}}{\mathrm{d}t}\frac{}{s}T(t,x(t),\dot{x}(t),s)|_{s=0}\\ \hfill \frac{L}{v}(t,x(t),\dot{x}(t))\dot{x}(t)\frac{\mathrm{d}}{\mathrm{d}t}\frac{}{s}T(t,x(t),\dot{x}(t),s)|_{s=0}\\ \hfill =\frac{\mathrm{d}}{\mathrm{d}t}\left\{\left(L(t,x(t),\dot{x}(t))\frac{L}{v}(t,x(t),\dot{x}(t))\dot{x}(t)\right)\frac{}{s}T(t,x(t),\dot{x}(t),s)|_{s=0}\right\}.\end{array}$$
(12)
Substituting (11) and (12) into (10),

$$\begin{array}{c}\frac{\mathrm{d}}{\mathrm{d}t}\{\frac{L}{v}(t,x(t),\dot{x}(t))\frac{}{s}X(t,x(t),\dot{x}(t),s)|_{s=0}\mathrm{\Phi }(t,x(t),\dot{x}(t))\hfill \\ \hfill +(L(t,x(t),\dot{x}(t))\frac{L}{v}(t,x(t),\dot{x}(t))\dot{x}(t))\frac{}{s}T(t,x(t),\dot{x}(t),s)|_{s=0}\}=0,\end{array}$$

and the pretended conclusion is obtained. ∎


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# The Araucaria Project: Dependence of mean K, J, and I absolute magnitudes of red clump stars on metallicity and age 1footnote 11footnote 1Based on observations obtained with the VLT and NTT telescopes at the European Southern Observatory as a part of proposal 68.D-0352

## 1 Introduction

We have recently started on a long-term observational programme called the Araucaria project, which intends to check on the systematics and true capabilities of several stellar methods for distance measurement, using our basic strategy to apply such stellar techniques of distance determination on a common sample of galaxies with widely different environmental properties, and to compare the results. This should eventually lead to a clear picture about the true capabilities of the different methods, and their dependence on environmental properties like metallicity and age, and will help us to select, calibrate and apply those techniques which give the most accurate results. A more detailed description of the Araucaria project can be found in Gieren et al. (2001).

The helium-burning intermediate-age red clump stars are particulary interesting and important in our studies. The main advantage in using these stars as standard candles is their small range of observed brightnesses, in any given photometric band, and the fact that they are very numerous in the solar neighborhood. About of one thousand red clump stars have trigonometric parallaxes measured by the Hipparcos satellite with an accuracy of better than 10 %, which made it possible to calibrate this method with an unprecedented accuracy (Paczyński and Stanek 1998, Alves 2000).

The main concern about using any object as a distance indicator is related to possible population effects which might affect its brightness in different environments. Observations of red clump stars in clusters in the Magellanic Clouds indicate that the dependence of the mean I-band magnitude on age is practically negligible (within $`\pm `$ 0.05 mag) for the age range 2-9 Gyr (Udalski 1998). Detailed studies of the dependence of $`<I>^{\mathrm{RC}}`$ on metallicity were performed using a large set of nearby red clump stars with spectroscopic metallicity determinations obtained by Mc Williams (1990). Within the range of metallicities covered by the nearby red clump stars (-0.5 $`<`$ \[Fe/H\] $`<`$ 0.1) the slope of the brightness-metallicity relation in the I band turned out to be a small, but non-negligible 0.14 mag/dex (Udalski 2000a).

Important progress was made by Alves (2000) who calibrated the absolute magnitudes of a large sample of Hipparcos-observed nearby red clump stars. An outstanding and obvious advantage of using the K band is that it practically eliminates any dependence of the obtained results on the adopted reddening. Alves (2000) also showed that the K-band magnitude of red clump stars does not seem to depend, in any significant way, on metallicity in the range from -0.5 to 0.0 dex. The results of the very recent work of Grocholski and Sarajedini (2002) also suggest that the mean magnitude of red clump stars in the K band may be an excellent standard candle, and therefore the step of taking the method to the near-infrared wavelengths is of a profound importance.

Encouraged by these first results we decided to perform deep near-infrared imaging of selected fields in four Local Group galaxies, the LMC, SMC, and the Carina and Fornax dwarf spheroidals, in order to study in more detail how the mean K and J absolute magnitudes of red clump stars depend on their metallicities and/or ages. The very broad range of these environmental properties covered by our target galaxies was expected to be very useful for this purpose. In this paper, we are reporting on the results of this study.

## 2 Observations and Calibrations

The data presented in this paper were collected with the ESO/VLT telescope equipped with the ISAAC infrared camera. In our chosen setup, the field of view was about 2.5 $`\times `$ 2.5 arcmin with a scale of 0.148 arcsec/pixel. The observations were performed on two photometric nights ( 9 and 10 November 2001). The seeing was about 0.5 and 1 arcsec during the first and second night, respectively. The J and Ks observations for two fields in Fornax, and two fields in Carina were secured on the first night. In addition, Ks images were obtained for a third field in the Carina galaxy in this first night of excellent seeing. During the second night, J and Ks imaging was performed for two new fields in Carina, and two additional fields in Fornax. We also obtained J-band data for the third field in Carina, observed in Ks on the first night. Table 1 gives information about the coordinates of our chosen fields, and the number of red clump stars found in each of them.

In order to account for the frequent sky level variations in the infrared domain, especially in the K band, the observations were performed with a jittering technique. In the Ks filter, we did 5 consecutive 12 s integrations (DITs) in any given sky position before moving the telescope by about 20 arcsec to a different position. 24 and 78 such jittering positions obtained for the Carina and Fornax galaxies resulted in a total net exposure time of 24, and 78 minutes, respectively. The observations in the J band were made in a similar fashion. The total net exposure times for Fornax and Carina in this filter were 480 s and 240 s during the first night, and 800 and 360 s during the second night.

In order to accurately transform our data to the standard system, we secured 8 and 6 observations of standard stars from the UKIRT system ( Hawarden et al. 2001), on the first and second night, respectively, at a variety of airmasses. These standard stars were chosen to span a broad range in colors bracketing the colors of the red clump stars in our fields. Aperture photometry of the standard stars was performed with the DAOPHOT program using apertures with radii of 16 pixels. Transformations coefficients were derived for each night. The accuracy of the zero points was calculated to be about 0.025 mag.

The data reductions were performed in an exactly analogous manner as in Pietrzyński and Gieren (2002). In brief, the sky was subtracted from the images using a two-step process implying the masking of stars with the xdimsum IRAF package. After flatfielding and stacking into final images the PSF photometry was performed with the DAOPHOT and ALLSTAR programs, following the procedure described in detail in Pietrzyński, Gieren and Udalski (2002). Aperture corrections were derived using about 10-20 relatively bright and isolated stars, after iteratively removing all stars from their neighborhood. The final aperture corrections were adopted as the median taken from all measurements and typically had a rms scatter of about 0.015 mag.

A more detailed description of the observations, data reduction and calibration procedures together with a discussion of the morphology of near-infrared color-magnitude diagrams will be presented in Pietrzyński, Gieren and Udalski (2003, in preparation).

As part of the same project, we observed 10 different fields in the LMC and SMC on 3 nights with the ESO NTT telescope in the J and Ks filters. We have already used a part of these data to derive the distance to the LMC using K-band photometry of red clump stars (Pietrzyński and Gieren, 2002). The detailed description of the complete set of data collected for the Magellanic Clouds will be presented in a separate paper (Pietrzyński, Gieren and Udalski, 2003 in preparation). Here we use photometry obtained with the ESO NTT on 2 nights for 3 fields in the LMC and 2 fields in the SMC, to study the magnitudes of red clump stars in these galaxies. Basic information on the data is given in Table 1. Observations, reductions and calibrations of these Magellanic Cloud data were performed in the same manner as for the data obtained for the Fornax and Carina dwarf galaxies. The accuracy of the derived zero points for the 2 NTT observing nights was better than 0.03 mag. It is worthwhile noticing that the instrumental systems at both the NTT and VLT telescopes are identical, which obviously helped us to obtain very homogenous data, for all four galaxies discussed in this paper.

## 3 Mean K- and J-band red clump magnitudes

The near-infrared K vs J-K color-magnitude diagrams around the red clump region are shown in Fig. 1 for our four target galaxies. The relatively large number of red clump stars found in our 4 fields in Fornax (see Table 1) allowed us to derive their mean K-band magnitudes individually for each field in this galaxy. We did this by selecting the stars with K-band magnitudes in the range from 18.3 to 20.3 mag, and J-K colors in the range from 0.3 to 0.85 mag and deriving the histogram of their K-band magnituds in bins of 0.06 mag for each field. Then function (1), which consists of a Gaussian component representing the red clump stars distribution and a second order polynomial function approximating the stellar background was fitted to the data, following a procedure originally introduced by Paczyński and Stanek (1998):

$$n(K)=a+b(KK^{\mathrm{max}})+c(KK^{\mathrm{max}})^2+\frac{N_{RC}}{\sigma _{\mathrm{RC}}\sqrt{2\pi }}\mathrm{exp}\left[\frac{(KK^{\mathrm{max}})^2}{2\sigma _{\mathrm{RC}}^2}\right]$$
$`(1)`$
The same procedure was applied for deriving the mean red clump star magnitudes in the J band. The results are presented in Table 2. It can be appreciated that the four independent measurements of the mean J- and K-band red clump magnitudes obtained on the two different observing nights are in very good agreement. We therefore decided to merge the data in order to improve the statistics. The fits of function (1) to the histograms of the K and J magnitudes of red clump stars from the combined data are displayed in Fig. 2. The corresponding results of $`<K>`$ = 19.215 $`\pm `$ 0.013 and $`<J>`$ = 19.687 $`\pm `$ 0.014 were finally adopted as the mean K- and J-band apparent magnitudes of red clump stars in the Fornax dwarf galaxy.

Using the same approach we derived $`<J>`$ and $`<K>`$ for red clump stars in the FI and FII fields in the SMC, and the FIII field in the LMC. Appropriate data for the fields FI and FII in the LMC were adopted from Pietrzyński and Gieren (2002). Again, very good agreement of the red clump star magnitudes for the different fields in LMC and SMC, respectively, was found, justifying the procedure to merge the data of the individual fields. This led to the following adopted red clump star magnitudes: $`<K>_{\mathrm{LMC}}`$ = 16.894 $`\pm `$ 0.007, $`<J>_{\mathrm{LMC}}`$ = 17.472 $`\pm `$ 0.007, $`<K>_{\mathrm{SMC}}`$ = 17.346 $`\pm `$ 0.018, $`<J>_{\mathrm{SMC}}`$ = 17.857 $`\pm `$ 0.020 mag. The corresponding fits are displayed in Fig. 3.

It is worthwhile noticing that our $`<K>_{\mathrm{LMC}}`$ on the UKIRT system is in very good agreement with $`<K>_{\mathrm{LMC}}`$ = 16.974 derived by Alves et al. (2002), on the Koorneef system (see Pietrzynski and Gieren 2002, for more details).

Our fields in the Magellanic Clouds are located so close (within about 0.5 degree) to the centers of these galaxies that any geometrical corrections to the red clump star magnitudes of the different fields are expected to be very small. We checked this by applying the geometrical model of van der Marel et al. (2002) for the LMC, and that of Groenewegen (2000) for the SMC. The results were consistent with our previous estimations of the red clump star mean magnitudes to within 0.01 mag (e.g. clearly less than the accuracy of our zero point measurements), justifying our procedure to merge the data of our individual fields in the LMC and SMC without previously applying corrections for the geometrical structures of the Clouds.

In the case of Carina, the number of red clump stars we found is not large enough to derive mean red clump stars magnitudes for the individual fields. However, it should be noted that all our five selected fields are located very close each other (the distance between them is smaller than 10 arcmin), so we decided to merge the observations for the 2 nights and different fields and to derive the mean K and J magnitudes of the red clump stars in the same manner as we did for Fornax and the Magellanic Clouds. The fit of function (1) to the combined data for Carina yielded as our adopted, final red clump star mean magnitudes for this galaxy $`<K>`$ = 18.533 $`\pm `$ 0.015 and $`<J>`$ = 18.970 $`\pm `$ 0.014 mag. The fits in the case of Carina are shown in Fig. 2.

## 4 Comparison with other distance indicators

In Table 3, we give the reddening-corrected $`<K_0>`$ magnitudes of the red clump stars in the LMC, SMC, Carina and Fornax. For comparison, we also give the I-band magnitudes of the TRGB and the mean V-band magnitude of RR Lyrae stars in these galaxies, taken from the literature. The magnitudes for the TRGB and the RR Lyrae stars in the Magellanic Clouds and Carina dwarf galaxy were adopted from Udalski (2000b). $`<I^{\mathrm{TRGB}}>`$ for Fornax was taken from Bersier (2000). The reddenings towards the Fornax and Carina galaxies were derived from the Schlegel, Finkbeiner and Davis (1998) extinction maps, yielding $`E(BV)_{\mathrm{Car}}`$ = 0.06 $`\pm `$ 0.01 mag, and $`E(BV)_{\mathrm{For}}`$ = 0.03 $`\pm `$ 0.01 mag, respectively. Extinction corrections to our fields in the Magellanic Clouds were applied by adopting the appropiate values of E(B-V) from the OGLE II extinction maps in the LMC (Udalski et al. 1999a ; $`E(BV)_{\mathrm{FI},\mathrm{FII}}`$ = 0.152, $`E(BV)_{\mathrm{FIII}}`$ =0.115 mag) and in the SMC (Udalski et al. 1999b ; $`E(BV)_{\mathrm{FI},\mathrm{FII}}=0.089`$) using the reddening law as given by Schlegel et al. (1998).

Finally, the mean $`<K_0>`$ magnitudes of Cepheids at a pulsation period of 10 days in the Magellanic Clouds were calculated using the relations provided by Groenewegen (2000). These are also given in Table 3.

For our further discussion, we adopt -0.5 dex for the metallicity of intermediate-age populations in the LMC (Bica et al. 1998, Smecker-Hane et al. 1999), and -1.0 dex for the SMC (see Udalski 2000b for a discussion). For Fornax, we assume \[Fe/H\] = -1.0 (Saviane, Held and Bertelli, 2000; Tolstoy et al. 2002). From spectroscopic metallicity determinations of 52 stars in Carina, Smecker-Hane et al. (1999) derived a mean metallicity of red giants in this galaxy of -2.0 dex. More recently Tolstoy et al. (2002), using high resolution spectra obtained with UVES at the VLT for 5 stars, argued that the mean metallicity of red giant stars in the Carina dwarf galaxy is less metal-poor and about -1.6 dex. We adopt the mean from these two determinations for Carina, e.g. -1.8 dex.

It was shown by empirical investigations (Lee, Freedman and Madore 1993; Udalski 2000b) that the I-band magnitude of the TRGB is independent of population effects in the range of ages and metallicities covered by our 4 target galaxies. Moreover, comparisons between TRGB distances and Cepheid distances in many galaxies (Lee, Freedman and Madore 1993; Kennicutt et al. 1998; Ferrarese et al. 2000; Udalski 2000b) showed excellent agreement between these two distance indicators. Therefore, by studying the difference of $`<K_0^{\mathrm{RC}}>`$ and $`<I_0^{\mathrm{TRGB}}>`$ as a function of metallicity and age we should be able to detect any population effects on $`<K_0^{\mathrm{RC}}>`$. Fig. 4 shows such a comparison as a function of metallicity. It is appreciated from this diagram that there is clearly no systematical trend in the difference of the red clump K-band magnitude and the TRGB I-band magnitude with metallicity. A linear regression leads to $`<K_0^{\mathrm{RC}}>`$ \- $`<I_0^{\mathrm{TRGB}}>`$ = 2.51, with a dispersion of only 0.04 mag. An analogous comparison of the red clump star mean K-band magnitude with $`<V_0^{\mathrm{RRLyrae}}>`$, where the RR Lyrae mean V-band magnitude has been corrected for a metallicity slope of 0.18 (see Udalski 2000b, and references therein) yields a very similar result (see Fig. 4, lower panel).

Another, independent test of a possible trend of $`<K_0^{\mathrm{RC}}>`$ with metallicity can be done using the 2MASS near-infrared photometry of Cepheids in the Magellanic Clouds (Groenewegen 2000). Here it is worthwhile noticing that there is practically no difference between the 2MASS Ks-band and the K-band magnitudes in the UKIRT system to which our data have been transformed (Carpenter 2001). Using the P-L relations published by Groenewegen (2000), we derive $`<K_0^{\mathrm{RC}}>`$ \- $`<K_0^{\mathrm{Cep},\mathrm{P}=10\mathrm{d}}>`$ = 4.05 $`\pm `$ 0.02 for the LMC, and 4.03$`\pm `$0.03 for the SMC, again indicating that this magnitude difference does not depend on metallicity (at least in the metallicity range covered by LMC and SMC).

All our comparisons seem to indicate that $`<K_0^{\mathrm{RC}}>`$ does not, or very little, depend on population effects in the very broad metallicity range (-1.8 $`<`$ \[Fe/H\] $`<`$ -0.5) and the very different star formation histories covered by our four target galaxies. This is in very good agreement with the results of Alves (2000) who also found that the $`<K_0^{\mathrm{RC}}>`$ absolute magnitude of red clump stars in the solar neighborhood does not show any significant trend with metallicity in the range from -0.5 to 0.0 dex.

In principle, the dependence of $`<K_0^{\mathrm{RC}}>`$ on metallicity and age can also be checked with star clusters containing sufficient red clump stars, and spanning a range in ages and metallicities. Unfortunately, the number of clusters with available accurate infrared photometry is very low at the present time. A first attempt to study the behaviour of $`<K_0^{\mathrm{RC}}>`$ in a sample of Galactic clusters was recently performed by Grocholski and Sarajedini (2002). They took infrared data for 14 open clusters from the 2MASS database and found an over-all agreement of the data with model predictions about the dependence of the K-band red clump star magnitude on age and metallicity. However, the accuracy of their results was clearly limited by the low number of red clump stars in the studied clusters, and the distance uncertainies of the clusters inherent in the MS fitting technique of distance determination. The typical accuracy of $`M_\mathrm{K}^{\mathrm{RC}}`$ they were able to achieve was about 0.11-0.2 mag. Still, at least a crude check on the possible age dependence of the red clump star K-band absolute magnitude is possible from the Grocholski and Sarajedini cluster data. We did this by selecting clusters having ages in the range from 2 Gyr to 9 Gyr (covering the age range of the red clump stars in the target galaxies of this paper). Three clusters (NGC 6819, M 67 and Be 39) were identified. Their metallicities fall in the range covered by the Hipparcos red clump star sample, therefore no dependence of their $`M_\mathrm{K}^{\mathrm{RC}}`$ on metallicity is expected (Alves 2000). In Fig. 5, we show $`M_\mathrm{K}^{\mathrm{RC}}`$ for these clusters versus the cluster age. Within the error bars on the absolute magnitudes, no indication of a systematic trend of the red clump star K-band absolute magnitude with age is visible in this diagram, suggesting that the red clump star K-band absolute magnitude is not only very insensitive to metallicity, but also to age, over a broad range of ages.

## 5 Population dependence of red clump star magnitudes in the I and J bands

We can now trace out the population dependence of the $`<I>_0^{\mathrm{RC}}`$ and $`<J>_0^{\mathrm{RC}}`$ magnitudes very accurately, studying the relative magnitudes of these stars in our target galaxies. The I-band data for the red clump stars in the different galaxies were taken from the literature (Udalski et al. 1998, Udalski et al. 2000, Udalski 2000b for LMC, SMC and Carina; Bersier 2000 for Fornax) and were dereddened in exactly the same way as our infrared data presented in this paper.

As can be seen in Fig. 6, the differences of $`<I>_0^{\mathrm{RC}}<K_0^{\mathrm{RC}}>`$ and $`<J>_0^{\mathrm{RC}}<K_0^{\mathrm{RC}}>`$ are both strongly corelated with metallicity. Least-squares fits to a straight line give the following slopes: 0.09$`\pm `$0.02, and 0.13 +-0.02 mag/dex, for the metallicity dependence of $`<J>_0^{\mathrm{RC}}`$ and $`<I>_0^{\mathrm{RC}}`$, respectively. This result is in amazing agreement with the former result of Udalski (2000a) on the metallicity dependence of the red clump star I-band magnitude, who had obtained $`<I>_0^{\mathrm{RC}}=(0.14\pm 0.04)\times [Fe/H])`$ \+ const, from a study of the Hipparcos red clump stars with high-quality spectroscopic metallicity determinations in the range from 0 to -0.5 dex. The dependence of $`<J>_0^{\mathrm{RC}}`$ on metallicity is found to be slightly weaker than that of $`<I>_0^{\mathrm{RC}}`$, as one could expect from the effective wavelengths of the J-band (1.2 $`\mu `$) and I-band (0.8 $`\mu `$).

## 6 Discussion

In Fig. 7, we present the difference between the relative $`<I_0>`$ magnitudes of red clump stars derived with respect to the LMC, and corrected for their metallicity dependence, and their $`<K_0>`$ magnitudes (also relative to the LMC). It is clearly seen that in all environments except the solar neigborhood there is excellent agreement between the relative brightnesses of the red clump stars in these two bands. This finding suggests that there may be a very significant zero-point error, in the order of 0.2 mag, in either the K-band, or in the I-band photometry of the local Hipparcos red clump stars (of course it is also possible that the current local calibrations have significant errors in both bands).

Transforming our K-band data to the Koorneef system with the transformations provided by Carpenter (2001), and using the K-band absolute calibration of Alves (2000) we derive the following true distance moduli from K-band red clump star magnitudes to the target galaxies of the present study:

18.498$`\pm `$0.007 mag (LMC)

18.967$`\pm `$0.018 mag (SMC)

20.165$`\pm `$0.015 mag (Carina dwarf galaxy)

20.858$`\pm `$0.013 mag (Fornax dwarf galaxy)

The quoted uncertainties are the statistical errors of our distance determinations. The LMC distance result is in excellent agreement with our own former result (Pietrzynski and Gieren 2002) which was based on smaller number of fields, and with the recent independent distance determinations to the LMC from red clump star K-band photometry of Alves et al. (2002), and Sarajedini et al. (2002).

The above distance moduli are to be compared with those obtained from I-band data corrected for their metallicity dependence: 18.26$`\pm `$0.07 mag for the LMC (Udalski 2000b); 18.71$`\pm `$0.07 for the SMC (Udalski 2000b); 19.96 $`\pm `$ 0.08 for Carina (Udalski 2000b), and 20.60 for Fornax (Bersier, 2000).

We then find, as already discussed and shown in Fig. 7, that there is a near-constant difference of about 0.2 mag between the distances derived to our target galaxies from K-band and I-band magnitudes of red clump stars, using the local solar neighborhood calibrations of Alves (2000) for the K band and of Udalski (2000a) for the I band. It will be of obvious importance to check on these calibrations in the near future to find out if this way the results from both bands can be reconciled.

Finally, our current empirical results provide a very strong test on the accuracy of the so-called population corrections derived from stellar models and assuming a star formation history and chemical evolution history for both the solar neighborhood, and a given target galaxy ( Girardi and Salaris, 2002). Using the Girardi and Salaris (2002) corrections for the K band, one obtains $`d_{\mathrm{SMC}}d_{\mathrm{LMC}}=0.43`$ mag and $`d_{\mathrm{CAR}}d_{\mathrm{LMC}}=1.53`$ mag. If we compare these values with the empirical results for the distance difference between SMC and LMC (0.47$`\pm `$0.03 mag from RC in K without corrections; 0.50$`\pm `$0.04 mag from TRBG; 0.52$`\pm `$0.03 from RR Lyrae stars; 0.49$`\pm `$0.03 from Cepheids in the K band) and for the distance difference between Carina and the LMC (1.70 $`\pm `$ 0.05 from TRGB; 1.71 $`\pm `$ 0.03 from RR Lyrae stars; and 1.67 $`\pm `$ 0.03 from the RC in K), we can conclude that the current accuracy of the predictions of such models is about 0.1-0.15 mag. (see also the discussion in Pietrzyński and Gieren, 2002). Athough it is quite impressive that in spite of the rather poorly known SFH and chemical evolution histories in these galaxies one can get results from the models whose agreement with accurate empirical data is in the order of 0.1-0.15 mag, such an approach is clearly of less use for accurate distance determinations to nearby galaxies, at the present time.

We are grateful to the European Southern Observatory for allocating observing time to this project with ISAAC on the VLT telescope, and with SOFI on the NTT telescope. It is a real pleasure to thank the VLT and NTT teams for their expert support which helped to acquire data of the highest possible accuracy. WG gratefully acknowledges financial support for this work from the Chilean Center for Astrophysics FONDAP 15010003. He also acknowledges support from the Centrum fuer Internationale Migration und Entwicklung in Frankfurt/Germany who donated the Sun Ultra 60 workstation on which data reduction and analysis for this project was carried out. Support from the polish KBN grant No 2P03D02123 and BST grant for Warsaw University Observatory is also acknowledged.


text:
# 1 Lagrangian conservation laws

## 1 Lagrangian conservation laws

Following general formalism of dynamical systems on fibre bundles (see, e.g., ), the velocity phase space of non-relativistic mechanics on a configuration space $`Q`$ is the first order jet manifold $`J^1Q`$ of sections of $`QR`$. It is equipped with the adapted coordinates $`(t,q^i,q_t^i)`$. There is the canonical imbedding of $`J^1QTQ`$ onto the subbundle of the tangent bundle $`TQ`$ of $`Q`$ given by the condition $`dtv=1`$, $`vTQ`$. Due to this imbedding, any connection $`\mathrm{\Gamma }:QJ^1Y`$ on a fibre bundle $`QR`$ is represented by a vector field

$$\mathrm{\Gamma }=_t+\mathrm{\Gamma }^i(t,q^j)_i,dt\mathrm{\Gamma }=1,$$
(1)
on $`Q`$, and vice versa. Furthermore, one can associate to any connection $`\mathrm{\Gamma }`$ (1) an atlas of the fibre bundle $`QR`$ with time-independent transition functions such that $`\mathrm{\Gamma }=_t`$ with respect to the corresponding bundle coordinates. In particular, there is one-to-one correspondence between the Ehresmann connections represented by complete vector fields (1) and the trivializations of $`QR`$ . From the physical viewpoint, any connection $`\mathrm{\Gamma }`$ (1) defines a non-relativistic reference frame such that $`q_t^i\mathrm{\Gamma }^i`$ are relative velocities with respect to this reference frame .

A Lagrangian of non-relativistic mechanics is defined as a density

$$L=(t,q^j,q_t^j)dt$$
(2)
on the velocity phase space $`J^1Q`$. Its variation $`\delta L`$ is the second order Euler–Lagrange operator

$$_L=(_id_t_i^t)\theta ^idt,$$
(3)
where $`d_t=_t+q_t^i_i+q_{tt}^i_i^t`$ is the total derivative and $`\theta ^i=dq^iq_t^idt`$ are contact forms. Its kernel Ker$`_LJ^2Q`$ defines the Lagrange equation

$$_i=(_id_t_i^t)=0.$$
(4)
Here, $`J^2Q`$ is the second order jet manifold of sections of $`QR`$ equipped with the adapted coordinates $`(t,q^i,q_t^i,q_{tt}^i)`$.

There are different Lagrangians whose variations provide the same Euler–Lagrange operator. They make up an affine space modelled over the vector space of variationally trivial Lagrangians $`L_0`$, i.e., $`\delta L_0=0`$. One can show that a first order Lagrangian $`L_0`$ is variationally trivial iff

$$L_0=h_0(\phi )=(\phi _t+q_t^i\phi _i)dt,$$
(5)
where $`\phi =\phi _tdt+\phi _idq^i`$ is a closed one-form on $`Q`$ and

$`h_0(dt)=dt,h_0(\theta ^i)=0`$
is the horizontal operator acting on semibasic exterior forms on $`J^1QQ`$.

A Noether conservation law results from the invariance of a Lagrangian $`L`$ under a local one-parameter group of bundle automorphisms of a configuration bundle $`QR`$ . We agree to call them gauge transformations by analogy with field theory. The infinitesimal generator of a one-parameter gauge transformation group is a projectable vector field

$$u=u^t_t+u^i(t,q^j)_i$$
(6)
on $`Q`$, where $`u^t=0,1`$ because time reparametrizations are not considered. If $`u^t=0`$, we have a vertical vector field $`u=u^i_i`$ which takes its values into the vertical cotangent bundle $`VQ`$ of $`QR`$. If $`u^t=1`$, a vector field $`u`$ (6) is a connection on the configuration bundle $`QR`$. Connections $`\mathrm{\Gamma }`$ (2) on $`QR`$ make up an affine space modelled over the vector space of vertical vector fields on $`QR`$, i.e., the sum of a connection and a vertical vector field is a connection, while the difference of two connections is a vertical vector field on $`QR`$.

The canonical jet prolongation of a vector field $`u`$ (6) onto the velocity phase space $`J^1Q`$ reads

$$J^1u=u^t_t+u^i_i+d_tu^i_i^t.$$
(7)
A Lagrangian $`L`$ (2) is invariant under a one-parameter group of of gauge transformations generated by a vector field $`u`$ (6) iff its Lie derivative

$$𝐋_{J^1u}L=J^1udL+d(u^t)=(J^1ud)dt=(u^t_t+u^i_i+d_tu^i_i^t)dt$$
(8)
along $`J^1u`$ (7) vanishes. The first variational formula provides the canonical decomposition

$$𝐋_{J^1u}L=(u^iu^tq_t^i)_idt+d_t(uH_L)dt,$$
(9)
of the Lie derivative (8), where

$$H_L=L+_i^t\theta ^i$$
(10)
is the Poincaré–Cartan form. For instance, if $`L=L_0`$ is a variationally trivial Lagrangian (5), the first variational formula (9) gives the equality

$$𝐋_{J^1u}L_0=d_t(u\phi )=d_t(u^t\phi _t+u^i\phi _i).$$
(11)
If $`𝐋_{J^1u}L=0`$, we have the Noether conservation law

$$0d_t𝔗_u$$
(12)
of the symmetry function

$$𝔗_u=uH_L=(u^tq_t^iu^i)_i^tu^t$$
(13)
on the shell (4).

Since $`u^t=0,1`$, there are the following two types of Lagrangian conservation laws (12).

Let $`u=v^i_i`$ be a vertical vector field on $`QR`$. If the Lie derivative $`𝐋_{J^1u}L`$ vanishes, we obtain the Noether conservation law

$$d_t(v^i_i^t)0$$
(14)
of the momentum

$$𝔗_v=v^i_i^t$$
(15)
along a vector field $`u`$. In particular, let $`u(q)0`$ at a point $`qQ`$. Then, there exists an open neighbourhood $`U`$ of $`q`$ provided with coordinates $`q^i`$ such that $`u=/q^1`$. A glance at the expression (8) shows that the Lie derivative $`𝐋_{J^1u}L`$ on $`U`$ vanishes iff a Lagrangian $`(t,q^j,q_t^j)`$ is independent of the coordinate $`q^1`$.

Let $`u=\mathrm{\Gamma }=_t+\mathrm{\Gamma }^i_i`$ be a connection. The corresponding symmetry function (13) is the energy function

$$𝔗_\mathrm{\Gamma }=(q_t^i\mathrm{\Gamma }^i)_i^t$$
(16)
. If the Lie derivative $`𝐋_{J^1\mathrm{\Gamma }}L`$ vanishes, we have the energy conservation law

$$d_t((q_t^i\mathrm{\Gamma }^i)_i^t)0.$$
(17)
As was mentioned above, one can always choose bundle coordinates on $`QR`$ such that $`\mathrm{\Gamma }^i=0`$. A glance at the expression (8) shows that the Lie derivative $`𝐋_{J^1\mathrm{\Gamma }}L`$ vanishes iff a Lagrangian $`L`$ written with respect to these coordinates is independent of time. Then, the energy conservation law (17) takes the form

$`d_t(q_t^i_i^t)0.`$
We observe that there are different energy functions $`𝔗_\mathrm{\Gamma }`$ (16) corresponding to different connections $`\mathrm{\Gamma }`$ on $`QR`$. Moreover, if an energy function $`𝔗_\mathrm{\Gamma }`$ is conserved and the momentum $`𝔗_v`$ (15) is so, the energy function

$`𝔗_{\mathrm{\Gamma }+v}=𝔗_\mathrm{\Gamma }+𝔗_v`$
is also conserved. Therefore, the problem is to select an energy function describing a true physical energy. Simple examples show that it may be an energy function $`𝔗_\mathrm{\Gamma }`$ where a connection $`\mathrm{\Gamma }`$ takes its values into the kernel of the Legendre map (19). The problem is that, if a Lagrangian $`L`$ is degenerate, such a connection fails to be unique.

Example. Let us consider a one-dimensional motion of a point particle subject to friction. It is described by the dynamic equation

$`q_{tt}=kq_t,k>0.`$
This equation is equivalent to the Lagrange equation of the Lagrangian

$$L=\frac{1}{2}\mathrm{exp}[kt]q_t^2dt.$$
(18)
Let us consider the vector field

$`\mathrm{\Gamma }=_t{\displaystyle \frac{k}{2}}q_q.`$
Its jet prolongation (7) reads

$`J^1\mathrm{\Gamma }=_t{\displaystyle \frac{k}{2}}q_q{\displaystyle \frac{k}{2}}q_t_q^t.`$
It is readily observed that the Lie derivative of the Lagrangian (18) along $`J^1\mathrm{\Gamma }`$ vanishes. Then, the energy function

$`𝔗_\mathrm{\Gamma }={\displaystyle \frac{1}{2}}\mathrm{exp}[kt]q_t(q_t+kq)`$
is conserved.

It however may happen that the Lie derivative of a Lagrangian does not vanish, but a conservation law takes place as follows.

(i) Every Lagrangian $`L`$ (2) yields the Legendre map

$$\widehat{L}:J^1Q\underset{Q}{}V^{}Q,p_i\widehat{L}=_i^t,$$
(19)
of the velocity phase space $`J^1Q`$ to the vertical cotangent bundle $`V^{}Q`$ of $`QR`$ equipped with the holonomic coordinates $`(t,q^i,p_i)`$. This bundle plays a role of the momentum phase space of non-relativistic mechanics (see next Section). A Lagrangian $`L`$ is called regular if the Legendre map (19) is of maximal rank, i.e., a local diffeomorphism. Otherwise, it is said to be degenerate. Let $`L`$ be a degenerate Lagrangian and $`v=v^i_i`$ a vertical vector field on $`QR`$ which belongs to the annihilator Ann$`(\widehat{L}(J^1Q))VQ`$ of $`\widehat{L}(J^1Q)`$, i.e.,

$`v^i(t,q^j)_i^t(t,q^j,q_t^j)=0.`$
In this case, the first variational formula (9) takes the form

$`𝐋_{J^1v}L=u^i_idt,`$
i.e., the Lie derivative $`𝐋_{J^1v}L`$ vanishes on the shell (4). Let now $`u`$ be a vector field such that $`𝐋_{J^1u}L=0`$, and let us consider the sum $`u+v`$. The Lie derivative $`𝐋_{J^1(u+v)}L`$ does not vanish, but it vanishes on-shell. Applying to it the first variational formula (4), we recover the Noether conservation law (12).

(ii) The Euler-Lagrange operator $`_L`$ (3) is invariant under a one-parameter group of gauge transformations generated by a vector field $`u`$ iff its Lie derivative $`𝐋_{J^2u}_L`$ along the jet prolongation $`J^2u`$ of $`u`$ onto the second order jet manifold $`J^2Q`$ vanishes. There is the relation

$$𝐋_{J^2u}_L=\delta (𝐋_{J^1u}L)=_{𝐋_{J^1u}L},$$
(20)
i.e., the Lie derivative $`𝐋_{J^2u}_L`$ is the Euler–Lagrange operator associated to the Lagrangian $`𝐋_{J^1u}L`$ . It follows that $`𝐋_{J^2u}_L=0`$ iff the Lie derivative $`𝐋_{J^1u}L`$ is a variationally trivial Lagrangian (5), i.e.,

$$𝐋_{J^1u}L=h_0(\phi ),$$
(21)
where $`\phi `$ is a closed form on $`Q`$. Substituting this expression into the first variational formula (9), we obtain the weak equality

$$h_0(\phi )d_t(uH_L)$$
(22)
on the shell (4). If $`\phi =d\sigma `$ is an exact form on $`Q`$, this equality is brought into the weak conservation law

$$0d_t(uH_L\sigma )$$
(23)
due to the relation $`d_th_0=h_0d`$. Let $`L^{}=L+L_0`$ be another Lagrangian whose variation is the Euler–Lagrange operator $`_L`$. Due to the equality (11), we come to the same conservation law (23). Note that, if $`𝐋_{J^1u}L=h_0(\phi )`$, the Lie derivative of the Poincaré–Cartan form $`H_L`$ (10) is

$$𝐋_{J^1u}H_L=J^1udH_L+d(J^1uH_L)=\phi ,$$
(24)
and vice versa. This fact follows at once from the equality

$$𝐋_{J^1u}H_L=𝐋_{J^1u}L+_i^t(J^1ud)\theta ^i.$$
(25)
Example. Let us consider a one-dimensional free motion of a point particle described by the Lagrangian

$$L=\frac{1}{2}q_t^2dt.$$
(26)
The vector field $`u=vt_q`$, $`v=`$const., is the infinitesimal generator of a one-parameter group of the Galilei transformations. Its jet prolongation (7) reads

$`J^1u=vt_q+v_q^t.`$
The Lie derivative of the free motion Lagrangian (26) along $`J^1u`$ is

$`𝐋_{J^1u}L=vq_t=d_t(vq).`$
Then, the equality (23) shows that $`(q_ttq)`$ is a constant of motion.

## 2 Hamiltonian conservation laws

As was mentioned above, the momentum phase space of non-relativistic mechanics on a configuration space $`Q`$ is the vertical cotangent bundle $`V^{}Q`$ of $`QR`$ equipped with holonomic coordinates $`(t,q^i,p_i)`$. The cotangent bundle $`T^{}Q`$ of $`QR`$ coordinated by $`(t,q^i,p,p_i)`$ plays a role of the homogeneous momentum phase space. It is provided with the canonical Liouville form $`\mathrm{\Xi }=pdt+p_idq^i`$ and the canonical symplectic form $`\mathrm{\Omega }=d\mathrm{\Xi }`$.

There are three equivalent description of the dynamics of non-relativistic Hamiltonian mechanics.

(i) There is the trivial affine bundle

$$\zeta :T^{}QV^{}Q.$$
(27)
Its section

$$h:V^{}QT^{}Q,ph=(t,q^i,p_i)$$
(28)
is a Hamiltonian of (time-dependent) non-relativistic mechanics. The pull-back $`h^{}\mathrm{\Xi }`$ of $`\mathrm{\Xi }`$ onto $`V^{}Q`$ by means of a section $`h`$ (28) is the well-known Poincaré–Cartan integral invariant

$$H=p_idq^idt.$$
(29)
We agree to call it a Hamiltonian form. There exists a unique vector field $`\gamma _H`$ on $`V^{}Q`$ such that

$`dt\gamma _H=1,\gamma _HdH=0,`$
$`\gamma _H=_t+^i_i_i^i.`$ (30)
It defines the first order Hamilton equation

$$d_tq^i=^i,d_tp_i=_i$$
(31)
on $`V^{}Q`$, where $`d_t=_t+q_t^i_i+p_{ti}^i`$ is the total derivative written with respect to the adapted coordinates $`(t,q^i,p_i,q_t^i,p_{ti})`$ on the jet manifold $`J^1V^{}Q`$ of the fibre bundle $`V^{}QR`$.

(ii) Let us take the pull-back of a Hamiltonian form $`H`$ (29) onto $`J^1V^{}Q`$, and let us consider the Lagrangian

$$L_H=h_0(H)=(p_iq_t^i(t,q^j,p_j))dt$$
(32)
on $`J^1V^{}Q`$. It is readily observed that the Lagrange equation of $`L_H`$ is exactly the Hamilton equation (31).

(iii) Let us consider the pull-back $`\zeta ^{}H`$ of the Hamiltonian form $`H`$ (29) onto $`T^{}Q`$. Then

$$𝐇=_t(\mathrm{\Xi }\zeta ^{}H)=p+$$
(33)
is a function on $`T^{}X`$. Let us regard it as a Hamiltonian of an autonomous Hamiltonian system on the symplectic manifold $`(T^{}Q,\mathrm{\Omega })`$ provided with the corresponding Poisson bracket

$`\{f,f^{}\}_T=^pf_tf^{}+^if_if^{}_tf^pf^{}_if^if^{},^p=/p.`$
Then, the relation

$$\zeta ^{}(𝐋_{\gamma _H}f)=\{𝐇,\zeta ^{}f\}_T$$
(34)
holds for any smooth real function $`fC^{\mathrm{}}(V^{}Q)`$. For instance, $`f`$ is a first integral of motion iff the bracket $`\{𝐇,\zeta ^{}f\}_T`$ vanishes.

Turn now to Noether conservation laws. Let $`u`$ be a projectable vector field (6) on $`QR`$ treated as the generator of a one-parameter group of gauge transformations. Its canonical lift onto $`V^{}Q`$ reads

$$\stackrel{~}{u}=u^t_t+u^i_ip_j_iu^j^i.$$
(35)
The Lie derivative of the Hamiltonian form $`H`$ (29) along $`\stackrel{~}{u}`$ (35) reads

$$𝐋_{\stackrel{~}{u}}H=\stackrel{~}{u}dH+d(\stackrel{~}{u}H)=(_t(p_iu^iu^t)u^i_i+_iu^jp_j^i)dt.$$
(36)
Let $`J^1\stackrel{~}{u}`$ be the jet prolongation of $`\stackrel{~}{u}`$ onto $`J^1V^{}Q`$. A simple computation shows that the pull-back of the Lie derivative (36) onto $`J^1V^{}Q`$ obeys the relation

$$𝐋_{\stackrel{~}{u}}H=𝐋_{J^1\stackrel{~}{u}}L_H.$$
(37)
In particular, the Hamiltonian form $`H`$ (29) is invariant under a one-parameter group of gauge transformations iff the Lagrangian $`L_H`$ (32) is so.

Regarding the Hamilton equation (31) as the Lagrange equation of the Lagrangian $`L_H`$ (32), we have the condition (21) of its invariance under a one-parameter group of gauge transformations generated by a vector field $`u`$ (6), i.e.,

$`𝐋_{J^1\stackrel{~}{u}}L_H=𝐋_{\stackrel{~}{u}}H=h_0(\varphi ),`$
where $`\varphi `$ is a closed form on $`V^{}Q`$. Moreover, since the left-hand side of this relation is independent of jet coordinates $`q_t^i`$ and $`p_{ti}`$, this condition takes the form

$$𝐋_{J^1\stackrel{~}{u}}L_H=𝐋_{\stackrel{~}{u}}H=_tf(t)dt,$$
(38)
where $`f`$ is a function of time only. Then, applying the first variational formula (8) to the Lagrangian $`L_H`$ (32), one can obtain Noether conservation laws in Hamiltonian mechanics . This first variational formula reads

$$𝐋_{J^1\stackrel{~}{u}}L_H=[(u^iu^tq_t^i)(p_{ti}+_i)+(p_j_iu^j+u^tp_{ti})(q_t^i^i)+d_t(u^tu^ip_i)]dt.$$
(39)
If the Lie derivative $`𝐋_{J^1\stackrel{~}{u}}L_H`$ obeys the relation (38), we obtain the conservation law

$$0d_t(u^tu^ip_i+f)$$
(40)
on the shell (31). If the Lie derivative (39) vanishes, this conservation law takes the form

$$0d_t(u^tu^ip_i).$$
(41)
We agree to call

$$𝒯_u=u^tu^ip_i$$
(42)
a symmetry function. In next Section, we will relate it to a symmetry function in Lagrangian mechanics.

Equivalently, the conservation law (41) results from the equality

$`𝐋_{\stackrel{~}{u}}H=\gamma _Hd𝒯_u`$
and from the fact that $`d_tf=\gamma _Hdf`$ on-shell for any function $`f`$ on $`V^{}Q`$. Then, it follows from the relation (34) that a conserved symmetry function $`𝒯_u`$ is a first integral.

In particular, let $`u=v^i_i`$ be a vertical vector field on $`QR`$. If the Lie derivative $`𝐋_{J^1\stackrel{~}{u}}L_H`$ vanishes, we obtain the Noether conservation law

$$d_t(v^ip_i)0$$
(43)
of the momentum

$$𝒯_v=v^ip_i$$
(44)
along a vector field $`u`$. Let $`u(q)0`$ at a point $`qQ`$. As was mentioned above, there exists an open neighbourhood $`U`$ of $`q`$ provided with coordinates $`q^i`$ such that $`u=/q^1`$. A glance at the expression (36) shows that the Lie derivative $`𝐋_{J^1\stackrel{~}{u}}L_H`$ on $`U`$ vanishes iff $`(t,q^j,p_j^{})`$ is independent of the coordinate $`q^1`$.

Let $`u=\mathrm{\Gamma }=_t+\mathrm{\Gamma }^i_i`$ be a connection. The corresponding symmetry function (42) is the energy function

$$𝒯_\mathrm{\Gamma }=_\mathrm{\Gamma }=p_i\mathrm{\Gamma }^i.$$
(45)
If the Lie derivative $`𝐋_{J^1\stackrel{~}{\mathrm{\Gamma }}}L_H`$ vanishes, we have the energy conservation law

$$d_t_\mathrm{\Gamma }0.$$
(46)
As was mentione above, one can always choose bundle coordinates on $`QR`$ such that $`\mathrm{\Gamma }_i=0`$ and $`=_\mathrm{\Gamma }`$. A glance at the expression (36) shows that the Lie derivative $`𝐋_{J^1\stackrel{~}{\mathrm{\Gamma }}}L_H`$ vanishes iff the energy $`_\mathrm{\Gamma }`$ written with respect to these coordinates is independent of time.

## 3 Relations between Lagrangian and Hamiltonian conservation laws

Lagrangian and Hamiltonian formulations of non-relativistic mechanics fail to be equivalent. The relationship between Lagrangian and Hamiltonian mechanics  is a particular case of that between Lagrangian and Hamiltonian formulations of field theory .

As was mentioned above, every Lagrangian $`L`$ (2) on the velocity phase space $`J^1Q`$ yields the Legendre map $`\widehat{L}`$ (19). Conversely, any Hamiltonian form $`H`$ (29) on the momentum phase space $`V^{}Q`$ yields the momentum map

$$\widehat{H}:V^{}Q\underset{Q}{}J^1Q,q_t^i\widehat{H}=^i.$$
(47)
Given a Lagrangian $`L`$ on $`J^1Q`$, a Hamiltonian form $`H`$ on $`V^{}Q`$ is said to be associated with $`L`$ if $`H`$ satisfies the relations

$`\widehat{L}\widehat{H}\widehat{L}=\widehat{L},`$ (48)
$`=p_i^i\widehat{H}^{},`$ (49)
where $`\widehat{H}^{}=(t,q^j,^j)`$ is the pull-back of $``$ onto $`V^{}Q`$. An associated Hamiltonian form need not exists or it is not necessarily unique. Here, we will restrict our consideration to the cases of hyperregular Lagrangians (see  for the case of semiregular Lagrangians).

A Lagrangian $`L`$ is said to be hyperregular if the Legendre map $`\widehat{L}`$ is a bundle isomorphism of $`J^1QQ`$ onto $`V^{}QQ`$. In this case, there exists a unique associated Hamiltonian form $`H`$ such that: (i) the momentum map $`\widehat{H}=\widehat{L}^1`$ is the inverse bundle isomorophism, (ii) the Hamiltonian form $`H`$ is the pull-back $`H=\widehat{H}^{}H_L`$ of the Poincaré–Cartan form $`H_L`$, and (iii) the Poincaré–Cartan form $`H_L`$ is the pull-back $`H_L=\widehat{L}^{}H`$ of $`H`$. The property (i) takes the coordinate form

$$p_i=_i^t(t,q^j,^j(t,q^k,p_k)),q_t^i=^i(t,q^j,_j^t(t,q^k,q_t^k)).$$
(50)
The property (ii) recovers the relation (49). The property (iii) leads to the coordinate equality

$$q_t^i_i^t(t,q^j,q_t^j)(t,q^j,q_t^j)=(t,q^j,_j^t(t,q^k,q_t^k)).$$
(51)
Furthermore, one can show that, if $`\stackrel{~}{s}(t)=(q^i(t),p_i(t))`$ is a solution of the Hamilton equation (19) of $`H`$, then $`s(t)=(q^i(t))`$ is a solution of the Lagrange equation (4) of $`L`$. Conversely, if $`s(t)`$ is a solution of the Lagrange equation (4) of $`L`$, then

$$\stackrel{~}{s}(t)=(\widehat{L}s)(t)=(q^i(t),p_i(t)=_i^t(t,q^j(t),_tq^j(t)))$$
(52)
is a solution of the Hamilton equation (19) of $`H`$. Thus, it seems that Lagrangian and Hamiltonian formalisms in the case of hyperregular Lagrangians are completely equivalent. However, it appears that the relation between Lagrangian and Hamiltonian conservation laws is more intricate.

Let $`u`$ be a projectable vector field (6) on $`Q`$, and let $`J^1u`$ (7) and $`\stackrel{~}{u}`$ (35) be its prolongations onto $`J^1Q`$ and $`V^{}Q`$, respectively. The key point is that, though the Hamiltonian form $`H`$ and the Poincaré–Cartan form $`H_L`$ are the pull-back of each other, their Lie derivatives $`𝐋_{\stackrel{~}{u}}H`$ and $`𝐋_{J^1u}H_L`$ fail to be so because the vector fields $`J^1u`$ and $`\stackrel{~}{u}`$ are not transformed into each other by morphisms $`\widehat{L}`$ and $`\widehat{H}`$. At the same time, using the formulas (49) – (51), one can obtain the relations

$`\widehat{H}^{}𝔗_u=𝒯_u,\widehat{L}𝒯_u=𝔗_u`$
between the symmetry functions $`𝔗_u`$ (13) and $`𝒯_u`$ (42). It follows that the symmetry function $`𝔗_u`$ is constant on a solution $`s`$ of the Lagrange equation, i.e., $`_ts^{}𝔗_u=0`$ iff the symmetry function $`𝒯_u`$ is constant on the corresponding solution $`\stackrel{~}{s}`$ (52) of the Hamilton equation, and vice versa.

In general case, there is no one-to-one correspondence between solutions of the Lagrange and Hamilton equations. For instance, it may happen that different solutions $`s`$ and $`s^{}`$ of the Lagrange equation of a Lagrangian $`L`$ are associated to solutions $`\stackrel{~}{s}`$ and $`\stackrel{~}{s}^{}`$ of the Hamilton equations of different Hamiltonian forms $`H`$ and $`H^{}`$ associated with $`L`$ such that we have different symmetry functions constant on $`\stackrel{~}{s}`$ and $`\stackrel{~}{s}^{}`$ .