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So we if we have a function $A(x,y)$ and we want to get a function $B(x,z)$ where $B$ is the function $A$ that is dependent on z and independent of $y$. We define the Legendre transform as $$B(x,z) = zy - A(x,y)$$

and we say that for $B$ to be independent of $y$ then $$z = \frac{\partial A}{\partial y}.$$

I have two questions:

  1. We say that $z$ and $y$ are independent variables but how is that true since $\frac{\partial A}{\partial y}$ can depend on $y$?

For example, take the example in Analytical mechanics by Hand & Finch ch.5: $A = y^2(1+x^2)$ thus $ z = \frac{\partial A}{\partial y} = 2y(1+x^2)$ and clearly $z$ depends on $y$,

so how do we say that $z$ and $y$ are truly independent variables?

  1. My second question is that in the same book it is said that A(x,y) must be a convex function for the Legendre transform to be defined, but why can it not be defined for concave functions?

Reference 1.

As shown in the image attached, this is one geometrical interpretation where we need the function $ux-f(x)$ to be extremized,

but what if the difference can be negative i.e. $f(x) > ux$ such that the difference has a minimum thus $\frac{\partial}{\partial x} (ux-f(x) = 0 $ at a point but this point is now a min. so The maximum does not exist but the minimum does example:

enter image description here

1 Answers1

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Question 1

The equation \begin{equation} z = \frac{\partial A}{\partial y} \end{equation} is an equation that you are meant to solve to obtain $y(z)$. Then using $y(z)$, we can say that $B(x, z)$ depends only on $x$ and $z$ \begin{equation} B(x,z) = z y(z) - A(x, y(z)) \end{equation} In other words, given $y(z)$ (assuming this function is invertible), it is equivalent to work with $y$ or with $z$ as your variable. The difference is just a change of variables.

Question 2

I believe you are correct. The main property needed is that we can solve \begin{equation} z = \frac{\partial A}{\partial y} \end{equation} for $y(z)$, which means that $\frac{\partial A}{\partial y}$ should depend on $y$, which means that \begin{equation} \frac{\partial^2 A}{\partial y^2} \neq 0 \end{equation} Assuming $A$ is smooth (which we usually do in physics), then this implies that the second derivative of $A$ never changes sign. This condition would apply equally well to convex or concave functions. The main thing that is ruled out are functions that are neither convex nor concave.

I suspect that "convex" is used because typically when the Legendre transform shows up in physics, the function $B$ will be things like the Hamiltonian or the free energy, which we usually to want to minimize.

Andrew
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  • For the first question, I understand what you are saying but my issue is in Hamiltonian dynamics we replace $\dot{q}$ from the Lagrangian to the conjugate momentum $p$ and say that $p$ and $q$ are completely independent. Since $\dot{q}$ and $p$ are y and z respectively in my previous example, how can they possibly be independent? clearly $p$ will be a function of $\dot{q}$ and since $\dot{q}$ depends on q, then p also depends on q. Where am I misunderstanding ? – realanswers Jan 02 '23 at 05:59
  • @realanswers In the Lagrangian mechanics, $\dot q$ does not depend on $q$. – GiorgioP-DoomsdayClockIsAt-90 Jan 02 '23 at 06:09
  • Mathematicians consider concavity as a kind of convexity (sometimes, they call it upwards convexity). In convex analysis textbooks, it is usual to find convexity as the generic term for the properties of both convex and concave functions. – GiorgioP-DoomsdayClockIsAt-90 Jan 02 '23 at 06:15
  • @realanswers When specifying initial conditions in Lagrangian mechanics, $\dot{q}$ is independent of $q$. You are right that if you know $q(t)$ you can compute $\dot{q}(t)$ from that, but "at an instant in time" where we don't know the trajectory, $q$ and $\dot{q}$ are independent. – Andrew Jan 02 '23 at 12:51
  • @Andrew So my understanding was the advantage of the Hamiltonian was that $q$ and $p$ are independent while $\dot{q}$ and $q$ are not, what is the correct line of reasoning then ? – realanswers Jan 02 '23 at 20:19
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    @realanswers I wouldn't say that's the advantage of the Hamiltonian point of view. It's a bit hard to go through all of it in a comment section. But at a high level, the major advantages of the Lagrangian point of view are that it is manifestly relativistically invariant and that you can prove Noether's theorem. The advantage of the Hamiltonian point of view is it gives you a geometric picture of the dynamics (Lioiuville's theorem, symplectic geometry, a deeper understanding of the constraints in gauge theory), and lets you formulate quantum mechanics in a manifestly unitary way. – Andrew Jan 02 '23 at 21:26
  • @Andrew I see, can you give me references such as I can read on this and get a more mature understanding of the differences underlying both ? I believe that the ideas you are hinting at here are what would answer my question – realanswers Jan 02 '23 at 22:57
  • @realanswers Goldstein would be a good graduate level classical mechanics textbook that covers both formalisms. Landau and Lifshitz's volume on classical mechanics is also a classic. – Andrew Jan 03 '23 at 02:26