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Invariants and Conservation Laws 107 Conserved © Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. 106 II. Concepts 2 which, for a sufficiently fine partition, produces the integral enclosure ∈ 66 I 0.347400172649. Thus, it turns out that the result from simpson was completely wrong! This is one example of the impor- tance of rigorous computations. 0 3 Recent Developments There is currently an ongoing effort within the IEEE community to standardize the implementation of inter- val arithmetic. The hope is that we will enable com- puter manufacturers to incorporate these types of com- –2 putations at the hardware level. This would remove –5 0 5 the large computational penalty incurred by repeat- Figure 1 Successively tighter enclosures of a graph. edly having to switch rounding modes—a task that central processing units were not designed to perform 2 Interval Analysis efficiently. The inclusion principle (2) enables us to capture contin- Further Reading uous properties of a function, using only a finite num- Alefeld, G., and J. Herzberger. 1983. Introduction to Interval ber of operations. Its most important use is to explic- Computations. New York: Academic Press. itly bound discretization errors that naturally arise in Kulisch, U. W., and W. L. Miranker. 1981. Computer Arith- numerical algorithms. metic in Theory and Practice. New York: Academic Press. 3 As an example, consider the function f(x)= cos x+ Lerch, M., G. Tischler, J. Wolff von Gudenberg, W. Hof- sin x on the domain x = [−5, 5]. For any decompo- schuster, and W. Krämer. 2006. filib++, a fast inter- sition of the domain x into a finite set of subinter- val library supporting containment computations. ACM = n Transactions on Mathematical Software 32(2):299–324. vals x i=1 xi, we can form the set-valued graph Moore, R. E., R. B. Kearfott, and M. J. Cloud. 2009. Introduc- consisting of the pairs (x1,F(x1)),...,(xn,F(xn)).As tion to Interval Analysis. Philadelphia, PA: SIAM. the partition is made finer (that is, as maxi diam(xi) is Rump, S. M. 1999. INTLAB—INTerval LABoratory. In Devel- made smaller), the set-valued graph tends to the graph opments in Reliable Computing, edited by T. Csendes, of f (see figure 1). And, most importantly, every such pp. 77–104. Dordrecht: Kluwer Academic. set-valued graph contains the graph of f . Tucker, W. 2011. Validated Numerics: A Short Introduc- This way of incorporating the discretization errors tion to Rigorous Computations. Princeton, NJ: Princeton is extremely useful for quadrature, optimization, and University Press. equation solving. As one example, suppose we wish to = 8 + x compute the definite integral I 0 sin(x e ) dx. A MATLAB function simpson that implements a sim- II.21 Invariants and Conservation ple textbook adaptive Simpson quadrature algorithm Laws produces the following result. Mark R. Dennis % Compute integral I with tolerance 1e-6. As important as the study of change in the mathemati- >> I = simpson(@(x) sin(x + exp(x)), 0, 8) cal representation of physical phenomena is the study I= of invariants. Physical laws often depend only on the 0.251102722027180 relative positions and times between phenomena, so certain physical quantities do not change; i.e., they are A(very naive) set-valued approach to quadrature is to invariant, under continuous translation or rotation of enclose the integral I via the spatial axes. Furthermore, as the spatial configura- n tion of a system evolves with time, quantities such as I ∈ F(x ) diam(x ), i i total energy may remain unchanged; that is, they are i=1 For general queries, contact [email protected] © Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. II.21. Invariants and Conservation Laws 107 conserved. The study of invariants has been a remark- that physical phenomena do not depend on the overall ably successful approach to the mathematical formu- phase (argument) of this vector. Extension of Noether’s lation of physical laws, and the study of continuous theorem here leads to the conservation of electric symmetries and conservation laws—which are related charge, and extension to Yang–Mills theories provides by the result known as Noether’s theorem—has become other conserved quantities associated with the nuclear a systematic part of our description of physics over the forces studied in contemporary fundamental particle last century, from the atomic scale to the cosmic scale. physics. Other phenomena, such as the Higgs mecha- As an example of so-called Galilean invariance, New- nism (leading to the Higgs boson recently discovered ton’s force law keeps the same form when the velocity in high-energy experiments), are a consequence of the of the frame of reference (i.e., the coordinate system breaking of certain quantum symmetries in certain low- specified by x-, y-, and z-axes) is changed by adding energy regimes. Symmetry and symmetry breaking in a constant; this is equivalent to adding the same con- quantum theory are discussed briefly at the end of this stant velocity to all the particles in a mechanical sys- article. tem. Other quantities do change under such a veloc- Spatial vectors, such as r = (x,y,z), represent the 1 | |2 spatial distance between a chosen point and the ori- ity transformation, such as the kinetic energy 2 m v (for a particle of mass m and velocity v); however, for gin, and of course the vector between two such points an evolving, nondissipative system such as a bouncing, r2 − r1 is independent of translations of this origin. perfectly elastic rubber ball, the total energy is constant Similarly, the scalar product r2 ·r1 is unchanged under in time—that is, energy is conserved. rotation of the coordinate system by an orthogonal The development of our understanding of fundamen- matrix R, under which r → Rr. tal laws of dynamics can be interpreted by progres- Continuous groups of transformations such as trans- sively more sophisticated and general representations lation and rotation, and their matrix representations, of space and time themselves: ancient Greek physi- are an important tool used in calculations of invari- cal science assumed absolute space with a privileged ants. For example, the set of two-dimensional matrices cos θ − sin θ spatial point (the center of the Earth), through static sin θ cos θ , representing rotations through angles θ, Euclidean space where all spatial points are equiv- may be considered as a continuous one-parameter Abe- matrix expo- alent, through classical mechanics [IV.19] where lian group of matrices generated by the nential θA 0 −1 all inertial frames, moving at uniform velocity with [II.14] e , where A is the generator 10 . respect to each other, are equivalent according to The generator itself is found as the derivative of the Newton’s first law, to the modern theories of spe- original matrix with respect to θ, evaluated at θ = 0. cial and general relativity. The theory of relativity Translations are less obviously represented by matri- (both general and special) is motivated by Einstein’s ces; one approach is to append an extra dimension to principle of covariance, which is described below. the position vector with unit entry, such as (1,x)spec- In this theory, space and time in different frames ifying one-dimensional position x; a translation by X is of reference are treated as coordinate systems on a thus represented by four-dimensional pseudo-Riemannian manifold (whose 10 00 tensors and = exp X . (1) mathematical background is described in X 1 10 manifolds [II.33]), which manifestly combines conser- When a physical system is invariant under a one- vation laws and continuous geometric symmetries of parameter group of transformations, the correspond- space and time. In special relativity (described in some ing generator plays a role in determining the associated detail in this article), this manifold is flat Minkowski conservation law. space-time, generalizing Euclidean space to include time in a physically natural way. In general relativity, 1 Mechanics in Euclidean Space described in detail in general relativity and cos- mology [IV.40], this manifold may be curved, depend- It is conventional in classical mechanics to define the ing in part on the distribution of matter and energy positions of a set of interacting particles in a vector according to einstein’s field equations [III.10]. space. However, we do not observe any unique origin In quantum physics, the description of a system in to the three-dimensional space we inhabit, which we terms of a complex vector in Hilbert space gives rise therefore take to be the Euclidean space E3; only rela- to new symmetries. An important example is the fact tive positions between different interacting subsystems For general queries, contact [email protected] © Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. 108 II. Concepts (i.e., positions relative to the common center of mass) (thereby capturing the forces as gradients of the poten- enter the equations of motion. The entire system may tial energy). Using the calculus of variations [IV.6], be translated in space without any effect on the phe- the functions qj (t) that satisfy the laws of mechanics nomena. are those that make the action stationary, and these Of course, external forces acting on the system may satisfy Lagrange’s equations of motion prevent this, such as a rubber ball in a linear gravity ∂L d ∂L − = 0,j= 1,...,n.
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