Legendre transformation | EPFL Graph Search

In mathematics, the Legendre transformation (or Legendre transform), named after Adrien-Marie Legendre, is an involutive transformation on real-valued convex functions of one real variable. In physical problems, it is used to convert functions of one quantity (such as velocity, pressure, or temperature) into functions of the conjugate quantity (momentum, volume, and entropy, respectively). In this way, it is commonly used in classical mechanics to derive the Hamiltonian formalism out of the Lagrangian formalism (or vice versa) and in thermodynamics to derive the thermodynamic potentials, as well as in the solution of differential equations of several variables. For sufficiently smooth functions on the real line, the Legendre transform of a function can be specified, up to an additive constant, by the condition that the functions' first derivatives are inverse functions of each other. This can be expressed in Euler's derivative notation as where is an operator of differentiation, represents an argument or input to the associated function, is an inverse function such that , or equivalently, as and in Lagrange's notation. The generalization of the Legendre transformation to affine spaces and non-convex functions is known as the convex conjugate (also called the Legendre–Fenchel transformation), which can be used to construct a function's convex hull. Let be an interval, and a convex function; then the Legendre transform of is the function defined by where denotes the supremum over (i.e., in is chosen such that is maximized), and the domain is The transform is always well-defined when is convex. This definition requires to be bounded from above in in order for the supremum to exist. The generalization to convex functions on a convex set is straightforward: has domain and is defined by where denotes the dot product of and . The function is called the convex conjugate function of . For historical reasons (rooted in analytic mechanics), the conjugate variable is often denoted , instead of .

Work fluctuations in the active Ornstein-Uhlenbeck particle model

Francesco Cagnetta

We study the large deviations of the power injected by the active force for an active Ornstein-Uhlenbeck particle (AOUP), free or in a confining potential. For the free-particle case, we compute the rate function analytically in d-dimensions from a saddle-point expansion, and numerically in two dimensions by (a) direct sampling of the active work in numerical solutions of the AOUP equations and (b) Legendre-Fenchel transform of the scaled cumulant generating function obtained via a cloning algorithm. The rate function presents asymptotically linear branches on both sides and it is independent of the system's dimensionality, apart from a multiplicative factor. For the confining potential case, we focus on two-dimensional systems and obtain the rate function numerically using both methods (a) and (b). We find a different scenario for harmonic and anharmonic potentials: in the former case, the phenomenology of fluctuations is analogous to that of a free particle, but the rate function might be non-analytic; in the latter case the rate functions are analytic, but fluctuations are realised by entirely different means, which rely strongly on the particle-potential interaction. Finally, we check the validity of a fluctuation relation for the active work distribution. In the free-particle case, the relation is satisfied with a slope proportional to the bath temperature. The same slope is found for the harmonic potential, regardless of activity, and for an anharmonic potential with low activity. In the anharmonic case with high activity, instead, we find a different slope which is equal to an effective temperature obtained from the fluctuation-dissipation theorem.

IOP Publishing Ltd2021

Ambient space formulations and statistical mechanics of holonomically constrained Langevin systems

John Maddocks

The most classic approach to the dynamics of an n-dimensional mechanical system constrained by d independent holonomic constraints is to pick explicitly a new set of (n - d) curvilinear coordinatesparametrizingthe manifold of configurations satisfying the constraints, and to compute the Lagrangian generating the unconstrained dynamics in these (n - d) configuration coordinates. Starting from this Lagrangian an unconstrained Hamiltonian H(q,p) on 2(n-d) dimensional phase space can then typically be defined in the standard way via a Legendre transform. Furthermore, if the system is in contact with a heat bath, the associated Langevin and Fokker-Planck equations can be introduced. Provided that an appropriate fluctuation-dissipation condition is satisfied, there will be a canonical equilibrium distribution of the Gibbs form exp(-beta H) with respect to the flat measure dqdp in these 2(n - d) dimensional curvilinear phase space coordinates. The existence of (n - d) coordinates satisfying the constraints is often guaranteed locally by an implicit function theorem. Nevertheless in many examples these coordinates cannot be constructed in any tractable form, even locally, so that other approaches are of interest. In ambient space formulations the dynamics are defined in the full original n-dimensional configuration space, and associated 2n-dimensional phase space, with some version of Lagrange multipliers introduced so that the 2(n - d) dimensional sub-manifold of phase space implied by the holonomic constraints and their time derivative, is invariant under the dynamics. In this article we review ambient space formulations, and explain that for constrained dynamics there is in fact considerable freedom in how a Hamiltonian form of the dynamics can be constructed. We then discuss and contrast the Langevin and Fokker-Planck equations and their equilibrium distributions for the different forms of ambient space dynamics.

Springer-Verlag2011

Ambient space formulations and statistical mechanics of holonomically constrained Langevin systems

John Maddocks

Springer-Verlag2011