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First page of
Emmy Noether's article "Invariante Variationsprobleme" (1918), where she proved her theorem.
Noether's (
first)
[1] theorem states that every
differentiable symmetry of the
action of a physical system has a corresponding
conservation law. The theorem was proven by mathematician
Emmy Noether in 1915 and published in 1918.
[2], although a special case was proven by
E. Cosserat &
F. Cosserat in 1909.
[3] The action of a physical system is the
integral over time of a
Lagrangian function (which may or may not be an
integral over space of a
Lagrangian density function), from which the system's behavior can be determined by the
principle of least action.
Noether's theorem is used in
theoretical physics and the
calculus of variations. A generalization of the formulations on
constants of motion in Lagrangian and
Hamiltonian mechanics
(developed in 1788 and 1833, respectively), it does not apply to
systems that cannot be modeled with a Lagrangian alone (e.g. systems
with a
Rayleigh dissipation function). In particular,
dissipative systems with
continuous symmetries need not have a corresponding conservation law.
Basic illustrations and background
As an illustration, if a physical system behaves the same regardless of how it is oriented in space, its
Lagrangian is
rotationally symmetric: from this symmetry, Noether's theorem dictates that the
angular momentum
of the system be conserved, as a consequence of its laws of motion. The
physical system itself need not be symmetric; a jagged asteroid
tumbling in space conserves angular momentum despite its asymmetry. It
is the laws of its motion that are symmetric.
As another example, if a physical process exhibits the same outcomes
regardless of place or time, then its Lagrangian is symmetric under
continuous translations in space and time: by Noether's theorem, these
symmetries account for the
conservation laws of
linear momentum and
energy within this system, respectively.
Noether's theorem is important, both because of the insight it gives
into conservation laws, and also as a practical calculational tool. It
allows investigators to determine the conserved quantities (invariants)
from the observed symmetries of a physical system. Conversely, it allows
researchers to consider whole classes of hypothetical Lagrangians with
given invariants, to describe a physical system. As an illustration,
suppose that a physical theory is proposed which conserves a quantity
X. A researcher can calculate the types of Lagrangians that conserve
X
through a continuous symmetry. Due to Noether's theorem, the properties
of these Lagrangians provide further criteria to understand the
implications and judge the fitness of the new theory.
There are numerous versions of Noether's theorem, with varying degrees of generality. The original version applied only to
ordinary differential equations (used for describing distinct particles) and not
partial differential equations
(used for describing fields). The original versions also assume that
the Lagrangian depends only upon the first derivative, while later
versions generalize the theorem to Lagrangians depending on the
nth derivative.
[disputed – discuss] There are natural quantum counterparts of this theorem, expressed in the
Ward–Takahashi identities. Generalizations of Noether's theorem to
superspaces also exist.
[citation needed]
Informal statement of the theorem
All fine technical points aside, Noether's theorem can be stated informally
If a system has a continuous symmetry property, then there are corresponding quantities whose values are conserved in time.[4]
A more sophisticated version of the theorem involving fields states that:
To every differentiable symmetry generated by local actions, there corresponds a conserved current.
The word "symmetry" in the above statement refers more precisely to the
covariance of the form that a physical law takes with respect to a one-dimensional
Lie group of transformations satisfying certain technical criteria. The
conservation law of a
physical quantity is usually expressed as a
continuity equation.
The formal proof of the theorem utilizes the condition of invariance
to derive an expression for a current associated with a conserved
physical quantity. In modern (since ca. 1980
[5]) terminology, the conserved quantity is called the
Noether charge, while the flow carrying that charge is called the
Noether current. The Noether current is defined
up to a
solenoidal (divergenceless) vector field.
In the context of gravitation,
Felix Klein's statement of Noether's theorem for action
I stipulates for the invariants:
[6]
If an integral I is invariant under a continuous group Gρ with ρ parameters, then ρ linearly independent combinations of the Lagrangian expressions are divergences.
Historical context
A
conservation law states that some quantity
X in the mathematical description of a system's evolution remains constant throughout its motion — it is an
invariant. Mathematically, the rate of change of
X (its
derivative with respect to
time) is zero,
Such quantities are said to be conserved; they are often called
constants of motion (although motion
per se
need not be involved, just evolution in time). For example, if the
energy of a system is conserved, its energy is invariant at all times,
which imposes a constraint on the system's motion and may help in
solving for it. Aside from insights that such constants of motion give
into the nature of a system, they are a useful calculational tool; for
example, an approximate solution can be corrected by finding the nearest
state that satisfies the suitable conservation laws.
The earliest constants of motion discovered were
momentum and
energy, which were proposed in the 17th century by
René Descartes and
Gottfried Leibniz on the basis of
collision experiments, and refined by subsequent researchers.
Isaac Newton was the first to enunciate the conservation of momentum in its modern form, and showed that it was a consequence of
Newton's third law. According to
general relativity,
the conservation laws of linear momentum, energy and angular momentum
are only exactly true globally when expressed in terms of the sum of the
stress–energy tensor (non-gravitational stress–energy) and the
Landau–Lifshitz stress–energy–momentum pseudotensor
(gravitational stress–energy). The local conservation of
non-gravitational linear momentum and energy in a free-falling reference
frame is expressed by the vanishing of the covariant
divergence of the
stress–energy tensor. Another important conserved quantity, discovered in studies of the
celestial mechanics of astronomical bodies, is the
Laplace–Runge–Lenz vector.
In the late 18th and early 19th centuries, physicists developed more
systematic methods for discovering invariants. A major advance came in
1788 with the development of
Lagrangian mechanics, which is related to the
principle of least action. In this approach, the state of the system can be described by any type of
generalized coordinates q; the laws of motion need not be expressed in a
Cartesian coordinate system, as was customary in Newtonian mechanics. The
action is defined as the time integral
I of a function known as the
Lagrangian L
-
where the dot over
q signifies the rate of change of the coordinates
q,
-
Hamilton's principle states that the physical path
q(
t)—the one actually taken by the system—is a path for which infinitesimal variations in that path cause no change in
I, at least up to first order. This principle results in the
Euler–Lagrange equations,
Thus, if one of the coordinates, say
qk, does not appear in the Lagrangian, the right-hand side of the equation is zero, and the left-hand side requires that
where the momentum
is conserved throughout the motion (on the physical path).
Thus, the absence of the
ignorable coordinate
qk from the Lagrangian implies that the Lagrangian is unaffected by changes or transformations of
qk; the Lagrangian is invariant, and is said to exhibit a
symmetry under such transformations. This is the seed idea generalized in Noether's theorem.
Several alternative methods for finding conserved quantities were developed in the 19th century, especially by
William Rowan Hamilton. For example, he developed a theory of
canonical transformations
which allowed changing coordinates so that some coordinates disappeared
from the Lagrangian, as above, resulting in conserved canonical
momenta. Another approach, and perhaps the most efficient for finding
conserved quantities, is the
Hamilton–Jacobi equation.
Mathematical expression
Simple form using perturbations
The essence of Noether's theorem is generalizing the ignorable coordinates outlined.
One can assume that the Lagrangian
L defined above is invariant under small perturbations (warpings) of the time variable
t and the
generalized coordinates q. One may write
where the perturbations
δt and
δq are both small, but variable. For generality, assume there are (say)
N such
symmetry transformations of the action, i.e. transformations leaving the action unchanged; labelled by an index
r = 1, 2, 3, …,
N.
Then the resultant perturbation can be written as a linear sum of the individual types of perturbations,
where
εr are
infinitesimal parameter coefficients corresponding to each:
For translations,
Qr is a constant with units of
length; for rotations, it is an expression linear in the components of
q, and the parameters make up an
angle.
Using these definitions,
Noether showed that the
N quantities
(which have the
dimensions of [energy]·[time] + [momentum]·[length] = [action]) are conserved (
constants of motion).
Examples
- Time invariance
For illustration, consider a Lagrangian that does not depend on time, i.e., that is invariant (symmetric) under changes
t →
t + δ
t, without any change in the coordinates
q. In this case,
N = 1,
T = 1 and
Q = 0; the corresponding conserved quantity is the total
energy H[7]
- Translational invariance
Consider a Lagrangian which does not depend on an ("ignorable", as above) coordinate
qk; so it is invariant (symmetric) under changes
qk →
qk +
δqk. In that case,
N = 1,
T = 0, and
Qk = 1; the conserved quantity is the corresponding
momentum pk[8]
In
special and
general relativity, these apparently separate conservation laws are aspects of a single conservation law, that of the
stress–energy tensor,
[9] that is derived in the next section.
- Rotational invariance
The conservation of the
angular momentum L =
r ×
p is analogous to its linear momentum counterpart.
[10]
It is assumed that the symmetry of the Lagrangian is rotational, i.e.,
that the Lagrangian does not depend on the absolute orientation of the
physical system in space. For concreteness, assume that the Lagrangian
does not change under small rotations of an angle
δθ about an axis
n; such a rotation transforms the
Cartesian coordinates by the equation
Since time is not being transformed,
T=0. Taking
δθ as the
ε parameter and the Cartesian coordinates
r as the generalized coordinates
q, the corresponding
Q variables are given by
Then Noether's theorem states that the following quantity is conserved,
In other words, the component of the angular momentum
L along the
n axis is conserved.
If
n is arbitrary, i.e., if the system is insensitive to any rotation, then every component of
L is conserved; in short,
angular momentum is conserved.
Field theory version
Although
useful in its own right, the version of Noether's theorem just given is
a special case of the general version derived in 1915. To give the
flavor of the general theorem, a version of the Noether theorem for
continuous fields in four-dimensional
space–time is now given. Since field theory problems are more common in modern physics than
mechanics problems, this field theory version is the most commonly used version (or most often implemented) of Noether's theorem.
Let there be a set of differentiable
fields defined over all space and time; for example, the temperature
would be representative of such a field, being a number defined at every place and time. The
principle of least action can be applied to such fields, but the action is now an integral over space and time
(the theorem can actually be further generalized to the case where the Lagrangian depends on up to the
nth derivative using
jet bundles)
A continuous transformation of the fields
can be written infinitesimally as
where
is in general a function that may depend on both
and
. The condition for
to generate a physical symmetry is that the action
is left invariant. This will certainly be true if the Lagrangian density
is left invariant, but it will also be true if the Lagrangian changes by a divergence,
since the integral of a divergence becomes a boundary term according to the
divergence theorem. A system described by a given action might have multiple independent symmetries of this type, indexed by
, so the most general symmetry transformation would be written as
with the consequence
For such systems, Noether's theorem states that there are
conserved
current densities
(where the dot product is understood to contract the
field indices, not the
index or
index)
In such cases, the
conservation law is expressed in a four-dimensional way
which expresses the idea that the amount of a conserved quantity
within a sphere cannot change unless some of it flows out of the sphere.
For example,
electric charge is conserved; the amount of charge within a sphere cannot change unless some of the charge leaves the sphere.
For illustration, consider a physical system of fields that behaves
the same under translations in time and space, as considered above; in
other words,
is constant in its third argument. In that case,
N = 4, one for each dimension of space and time. An infinitesimal translation in space,
(with
denoting the
Kronecker delta), affects the fields as
:
that is, relabelling the coordinates is equivalent to leaving the
coordinates in place while translating the field itself, which in turn
is equivalent to transforming the field by replacing its value at each
point
with the value at the point
"behind" it which would be mapped onto
by the infinitesimal displacement under consideration. Since this is infinitesimal, we may write this transformation as
The Lagrangian density transforms in the same way,
, so
and thus Noether's theorem corresponds to the conservation law for the
stress–energy tensor Tμν,
[9] where we have used
in place of
. To wit, by using the expression given earlier, and collecting the four conserved currents (one for each
) into a tensor
, Noether's theorem gives
with
(note that we relabelled
as
at an intermediate step to avoid conflict). (However, note that the
obtained in this way may differ from the symmetric tensor used as the source term in general relativity.
The conservation of
electric charge, by contrast, can be derived by considering
Ψ linear in the fields
φ rather than in the derivatives.
[11] In
quantum mechanics, the
probability amplitude ψ(
x) of finding a particle at a point
x is a complex field
φ, because it ascribes a
complex number to every point in space and time. The probability amplitude itself is physically unmeasurable; only the probability
p = |
ψ|
2 can be inferred from a set of measurements. Therefore, the system is invariant under transformations of the
ψ field and its
complex conjugate field
ψ* that leave |
ψ|
2 unchanged, such as
a complex rotation. In the limit when the phase
θ becomes infinitesimally small,
δθ, it may be taken as the parameter
ε, while the
Ψ are equal to
iψ and −
iψ*, respectively. A specific example is the
Klein–Gordon equation, the
relativistically correct version of the
Schrödinger equation for
spinless particles, which has the Lagrangian density
In this case, Noether's theorem states that the conserved (∂⋅
j = 0) current equals
which, when multiplied by the charge on that species of particle,
equals the electric current density due to that type of particle. This
"gauge invariance" was first noted by
Hermann Weyl, and is one of the prototype
gauge symmetries of physics.
Derivations
One independent variable
Consider the simplest case, a system with one independent variable, time. Suppose the dependent variables
q are such that the action integral
is invariant under brief infinitesimal variations in the dependent variables. In other words, they satisfy the
Euler–Lagrange equations
And suppose that the integral is invariant under a continuous symmetry. Mathematically such a symmetry is represented as a
flow,
φ, which acts on the variables as follows
where
ε is a real variable indicating the amount of flow, and
T is a real constant (which could be zero) indicating how much the flow shifts time.
The action integral flows to
which may be regarded as a function of
ε. Calculating the derivative at
ε' = 0 and using
Leibniz's rule, we get
Notice that the Euler–Lagrange equations imply
Substituting this into the previous equation, one gets
Again using the Euler–Lagrange equations we get
Substituting this into the previous equation, one gets
From which one can see that
is a constant of the motion, i.e., it is a conserved quantity. Since φ[
q, 0] =
q, we get
and so the conserved quantity simplifies to
To avoid excessive complication of the formulas, this derivation
assumed that the flow does not change as time passes. The same result
can be obtained in the more general case.
Field-theoretic derivation
Noether's theorem may also be derived for tensor fields
φA where the index
A
ranges over the various components of the various tensor fields. These
field quantities are functions defined over a four-dimensional space
whose points are labeled by coordinates
xμ where the index
μ ranges over time (
μ = 0) and three spatial dimensions (
μ = 1, 2, 3).
These four coordinates are the independent variables; and the values of
the fields at each event are the dependent variables. Under an
infinitesimal transformation, the variation in the coordinates is
written
whereas the transformation of the field variables is expressed as
By this definition, the field variations
δφA result from two factors: intrinsic changes in the field themselves and changes in coordinates, since the transformed field
αA depends on the transformed coordinates ξ
μ. To isolate the intrinsic changes, the field variation at a single point
xμ may be defined
If the coordinates are changed, the boundary of the region of
space–time over which the Lagrangian is being integrated also changes;
the original boundary and its transformed version are denoted as Ω and
Ω’, respectively.
Noether's theorem begins with the assumption that a specific
transformation of the coordinates and field variables does not change
the
action,
which is defined as the integral of the Lagrangian density over the
given region of spacetime. Expressed mathematically, this assumption may
be written as
where the comma subscript indicates a partial derivative with respect to the coordinate(s) that follows the comma, e.g.
Since ξ is a dummy variable of integration, and since the change in
the boundary Ω is infinitesimal by assumption, the two integrals may be
combined using the four-dimensional version of the
divergence theorem into the following form
The difference in Lagrangians can be written to first-order in the infinitesimal variations as
However, because the variations are defined at the same point as
described above, the variation and the derivative can be done in reverse
order; they
commute
Using the Euler–Lagrange field equations
the difference in Lagrangians can be written neatly as
Thus, the change in the action can be written as
Since this holds for any region Ω, the integrand must be zero
For any combination of the various
symmetry transformations, the perturbation can be written
where
is the
Lie derivative of φ
A in the
Xμ direction. When
φA is a scalar or
,
These equations imply that the field variation taken at one point equals
Differentiating the above divergence with respect to
ε at
ε = 0 and changing the sign yields the conservation law
where the conserved current equals
Manifold/fiber bundle derivation
Suppose we have an
n-dimensional oriented
Riemannian manifold,
M and a target manifold
T. Let
be the
configuration space of
smooth functions from
M to
T. (More generally, we can have smooth sections of a
fiber bundle over
M.)
Examples of this
M in physics include:
- In classical mechanics, in the Hamiltonian formulation, M is the one-dimensional manifold R, representing time and the target space is the cotangent bundle of space of generalized positions.
- In field theory, M is the spacetime manifold and the target space is the set of values the fields can take at any given point. For example, if there are m real-valued scalar fields, , then the target manifold is Rm. If the field is a real vector field, then the target manifold is isomorphic to R3.
Now suppose there is a
functional
called the
action. (Note that it takes values into
R, rather than
C; this is for physical reasons, and doesn't really matter for this proof.)
To get to the usual version of Noether's theorem, we need additional restrictions on the
action. We assume
is the
integral over
M of a function
called the
Lagrangian density, depending on φ, its
derivative and the position. In other words, for φ in
Suppose we are given
boundary conditions, i.e., a specification of the value of φ at the
boundary if
M is
compact, or some limit on φ as
x approaches ∞. Then the
subspace of
consisting of functions φ such that all
functional derivatives of
at φ are zero, that is:
and that φ satisfies the given boundary conditions, is the subspace of
on shell solutions. (See
principle of stationary action)
Now, suppose we have an
infinitesimal transformation on
, generated by a
functional derivation,
Q such that
for all compact submanifolds
N or in other words,
for all
x, where we set
If this holds
on shell and
off shell, we say
Q generates an off-shell symmetry. If this only holds
on shell, we say
Q generates an on-shell symmetry. Then, we say
Q is a generator of a
one parameter symmetry Lie group.
Now, for any
N, because of the
Euler–Lagrange theorem,
on shell (and only on-shell), we have
Since this is true for any
N, we have
But this is the
continuity equation for the current
defined by:
[12]
which is called the
Noether current associated with the
symmetry. The continuity equation tells us that if we
integrate this current over a
space-like slice, we get a
conserved quantity called the Noether charge (provided, of course, if
M is noncompact, the currents fall off sufficiently fast at infinity).
Noether's theorem is an
on shell
theorem: it relies on use of the equations of motion—the classical
path. It reflects the relation between the boundary conditions and the
variational principle. Assuming no boundary terms in the action,
Noether's theorem implies that
The quantum analogs of Noether's theorem involving expectation values, e.g. ⟨∫
d4x ∂·
J⟩ = 0, probing
off shell quantities as well are the
Ward–Takahashi identities.
Generalization to Lie algebras
Suppose we have two symmetry derivations
Q1 and
Q2. Then, [
Q1,
Q2] is also a symmetry derivation. Let's see this explicitly. Let's say
and
Then,
where
f12 =
Q1[
f2μ] −
Q2[
f1μ]. So,
This shows we can extend Noether's theorem to larger Lie algebras in a natural way.
Generalization of the proof
This applies to
any local symmetry derivation
Q satisfying
QS ≈ 0,
and also to more general local functional differentiable actions,
including ones where the Lagrangian depends on higher derivatives of the
fields. Let
ε be any arbitrary smooth function of the spacetime
(or time) manifold such that the closure of its support is disjoint from
the boundary.
ε is a
test function. Then, because of the variational principle (which does
not apply to the boundary, by the way), the derivation distribution q generated by
q[
ε][Φ(
x)] =
ε(
x)
Q[Φ(
x)] satisfies
q[
ε][
S] ≈ 0 for every
ε, or more compactly,
q(
x)[
S] ≈ 0 for all
x not on the boundary (but remember that
q(
x) is a shorthand for a derivation
distribution, not a derivation parametrized by
x in general). This is the generalization of Noether's theorem.
To see how the generalization is related to the version given above,
assume that the action is the spacetime integral of a Lagrangian that
only depends on φ and its first derivatives. Also, assume
Then,
for all
ε.
More generally, if the Lagrangian depends on higher derivatives, then
Examples
Example 1: Conservation of energy
Looking at the specific case of a Newtonian particle of mass
m, coordinate
x, moving under the influence of a potential
V, coordinatized by time
t. The
action,
S, is:
The first term in the brackets is the
kinetic energy of the particle, whilst the second is its
potential energy. Consider the generator of
time translations Q =
d/dt. In other words,
. Note that
x has an explicit dependence on time, whilst
V does not; consequently:
so we can set
Then,
The right hand side is the energy, and Noether's theorem states that
(i.e. the principle of conservation of energy is a consequence of invariance under time translations.
More generally, if the Lagrangian does not depend explicitly on time, the quantity
(called the
Hamiltonian) is conserved.
Example 2: Conservation of center of momentum
Still considering 1-dimensional time, let
i.e.
N Newtonian particles where the potential only depends pairwise upon the relative displacement.
For
, let's consider the generator of Galilean transformations (i.e. a change in the frame of reference). In other words,
Note that
This has the form of
so we can set
Then,
-
where
is the total momentum,
M is the total mass and
is the center of mass. Noether's theorem states:
Example 3: Conformal transformation
Both examples 1 and 2 are over a 1-dimensional manifold (time). An example involving spacetime is a
conformal transformation of a massless real scalar field with a
quartic potential in (3 + 1)-
Minkowski spacetime.
For
Q, consider the generator of a spacetime rescaling. In other words,
The second term on the right hand side is due to the "conformal weight" of
. Note that
This has the form of
(where we have performed a change of dummy indices) so set
Then
Noether's theorem states that
(as one may explicitly check by substituting the Euler–Lagrange equations into the left hand side).
Note that if one tries to find the
Ward–Takahashi analog of this equation, one runs into a problem because of
anomalies.
Applications
Application
of Noether's theorem allows physicists to gain powerful insights into
any general theory in physics, by just analyzing the various
transformations that would make the form of the laws involved invariant.
For example:
In
quantum field theory, the analog to Noether's theorem, the
Ward–Takahashi identity, yields further conservation laws, such as the conservation of
electric charge from the invariance with respect to a change in the
phase factor of the
complex field of the charged particle and the associated
gauge of the
electric potential and
vector potential.
The Noether charge is also used in calculating the
entropy of
stationary black holes.
[13]