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The Lagrangian$L$ is
$$
L = \text{kinetic energy} - \text{potential energy} = T - V
$$
For a particle in one dimension with position $x$, the Lagrangian is in general $L = L(x, \dot{x}, t)$.
Expressions for the kinetic energy in 3D coordinate systems:
Coordinates
KE
Cartesians
$\frac{1}{2} m \left(\dot{x}^2 + \dot{y}^2 + \dot{z}^2 \right)$
Cylindricals
$\frac{1}{2} m \left( \dot{r}^2 + r^2 \dot{\theta}^2 + \dot{z}^2 \right)$
The conjugate momentum of the coordinate $x$ is defined as
$$
p_x = \frac{\partial L}{\partial \dot{x}}
$$
Examples assuming the potential $V$ does not depend on velocities:
Coordinates
Coordinate
Conjugate momentum
Cartesians
$x$
$p_x = m\dot{x}$
Cylindricals
$r$
$p_r = m\dot{r}$
Cylindricals
$\theta$
$p_\theta = mr^2\dot{\theta}$
Note that angular momentum $p_\theta$ is not a constant multiple of $\dot\theta$.
In general if the coordinates are $(q_1, q_2, \dots)$ and the conjugate momenta are $(p_1, p_2, \dots)$ then the energy of the system is defined as
$$
E = \sum_i q_i p_i - L
$$
Usually, $T$ is a quadratic function of the velocities and $V$ does not depend on the velocities. In this case we recover
$$
E = T + V
$$
Principle of Least Action
For a system (e.g. particle moving in a potential) with the Lagrangian $L$, define the action$S$ as
$$
S = \int_{t_1}^{t_2} L,\mathrm{d} t
$$
for a given time interval $[t_1, t_2]$. The action has units $[S] = \mathrm{J}\mathrm{s} = \mathrm{kg}\mathrm{m}^2\mathrm{s}^{-1}$. It does not necessarily have a physical meaning (see here for a discussion of the metaphysics).
The principle of least action states that amongst all possible paths $(q_i(t))$, the actual path taken by the system is one that gives extremises $S$, giving $\delta S = 0$. Equivalently, $(q_i)$ must be a solution to the Euler-Lagrange equation
$$
\frac{\mathrm{d}p_i}{\mathrm{d}t} = \frac{\partial L}{\partial q_i}
$$
This is a generalised form of Newton's second law, in curvilinear coordinates. In Cartesian coordinates, $p_i$ are linear momenta and so the RHS has the interpretation of force. In cylindrical polars, $p_\theta$ is the angular momentum about the origin and the RHS is a torque.
First integrals and Noether's theorem
Noether's theorem states that
Any continuous symmetry is associated with a corresponding conserved quantity.
A symmetry is a transformation that leaves $L$ unchanged; a continuous symmetry is one that can be parameterised smoothly (contrast discrete symmetries such as reflections, which are either on or off). If a system has a continous symmetry then it is possible to change to a coordinate system where one of the coordinates parameterises that symmetry. Then $\partial L /\partial q = 0$ for that coordinate and so $p = \partial L / \partial\dot{q}$ is conserved.
Examples:
Coordinates
Symmetry
Conserved quantity
Cartesians
translations in $x$
linear momentum $p_x = m\dot{x}$
Cylindricals
rotations
angular momentum $p_\theta = r^2\dot\theta$
Cylindricals
translations in $z$
$p_z = m\dot{z}$
Sphericals
rotations in $\phi$
$p_\phi$ (exercise)
Any
time translations
energy $E = T + V$
For example, in cylindricals the following conditions are equivalent:
The potential $V$ has no explicit $\theta$ dependence.
The force $F = -\nabla V$ has no component in the $\theta$ direction.
The force exerts no torque on the particle about the origin.
The angular momentum is conserved.
Hamiltonian
The Hamiltonian $H = H(q, p, t)$ is the Legendre transform of the Lagrangian $L = L(q, \dot{q}, t)$, swapping out each of the velocities $q_i$ for the corresponding conjugate momenta $p_i$. So it is the same quantity as the energy.
$$
H = \sum_i q_i p_i - L = E
$$
However, the Hamiltonian is written in terms of momenta. When $p = m\dot{x}$ we have this form for the kinetic energy:
$$ \frac{1}{2} m \dot{x}^2 = \frac{p^2}{2m} $$
In Cartesians the distinction may seem trivial since $p \propto \dot{x}$ by a constant factor $m$. The difference is more important in cylindricals, where $p_\theta = r^2\dot{\theta}$ depends on $r$ as well as $\dot{\theta}$. This is because the partial derivative
$$
\frac{\partial H}{\partial r}
$$
means taking a derivative keeping $p_\theta$ constant, not keeping $\dot{\theta}$ constant.
Hamilton's equations state that for each of the coordinates $q_i$ and its corresponding conjugate momentum $p_i$,
$$
\frac{\mathrm{d}q_i}{\mathrm{d}t} = \frac{\partial H}{\partial p_i},
\qquad
\frac{\mathrm{d}p_i}{\mathrm{d}t} = -\frac{\partial H}{\partial q_i}.
$$
(*) The Hamiltonian itself is conserved if $\partial{H}/\partial{t} = 0$.