Geometric Integrators for Higher-Order Variational Systems and Their Application to Optimal Control

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for higher-order Lagrangian systems. Given a regular higher-order Lagrangian \(L:T^{(k)}Q\rightarrow {\mathbb {R}}\) with \(k\ge 1\), the resulting discrete equations define a generally implicit numerical integrator algorithm on \(T^{(k-1)}Q\times T^{(k-1)}Q\) that approximates the flow of the higher-order Euler–Lagrange equations for L. The algorithm equations are called higher-order discrete Euler–Lagrange equations and constitute a variational integrator for higher-order mechanical systems. The general idea for those variational integrators is to directly discretize Hamilton’s principle rather than the equations of motion in a way that preserves the invariants of the original system, notably the symplectic form and, via a discrete version of Noether’s theorem, the momentum map. We construct an exact discrete Lagrangian \(L_d^e\) using the locally unique solution of the higher-order Euler–Lagrange equations for L with boundary conditions. By taking the discrete Lagrangian as an approximation of \(L_d^e\), we obtain variational integrators for higher-order mechanical systems. We apply our techniques to optimal control problems since, given a cost function, the optimal control problem is understood as a second-order variational problem.     

On the use of the rotation minimizing frame for variational systems with Euclidean symmetry

We study variational systems for space curves, for which the Lagrangian or action principle has a Euclidean symmetry, using the Rotation Minimizing frame, also known as the Normal, Parallel, or Bishop frame. Such systems have previously been studied using the Frenet–Serret frame. However, the Rotation Minimizing frame has many advantages, and can be used to study a wider class of examples. We achieve our results by extending the powerful symbolic invariant calculus for Lie group–based moving frames, to the Rotation Minimizing frame case. To date, the invariant calculus has been developed for frames defined by algebraic equations. By contrast, the Rotation Minimizing frame is defined by a differential equation. In this paper, we derive the recurrence formulae for the symbolic invariant differentiation of the symbolic invariants. We then derive the syzygy operator needed to obtain Noether's conservation laws as well as the Euler–Lagrange equations directly in terms of the invariants, for variational problems with a Euclidean symmetry. We show how to use the six Noether laws to ease the integration problem for the minimizing curve, once the Euler–Lagrange equations have been solved for the generating differential invariants. Our applications include variational problems used in the study of strands of proteins, nucleid acids, and polymers.     

Invariants of Characteristics of Some Systems of Partial Differential Equations

We introduce the notion of an invariant of characteristics for a system of first-order partial differential equations. We prove that the existence of invariants is connected with passiveness of some systems. We describe a few methods for construction of new invariants from those already known. We give a scheme for application of the invariants to reduction and integration of systems of partial differential equations. As an application we consider the equation of gas dynamics.     

Oscillatory solutions of fourth order conservative systems via the Conley index

In this paper we investigate periodic solutions of second order Lagrangian systems which oscillate around equilibrium points of center type. The main ingredients are the discretization of second order Lagrangian systems that satisfy the twist property and the theory of discrete braid invariants developed by Ghrist et al. (2003) [5]. The problem with applying this topological theory directly is that the braid types in our analysis are so-called improper. This implies that the braid invariants do not entirely depend on the topology: the relevant braid classes are non-isolating neighborhoods of the flow, so that their Conley index is not universal. In first part of this paper we develop the theory of the braid invariant for improper braid classes and in the second part this theory is applied to second order Lagrangian system and in particular to the Swift–Hohenberg equation.     

The existence of continuous invariants for linear difference equations

We study real continuous invariants for systems of linear difference equations. We shall prove a conjecture by Ladas about the existence of such invariants. In fact, necessary and sufficient conditions on existence of such invariants will be established. The invariants will be constructed when they exist.     

An isoperimetric inequality for Hamiltonian stationary Lagrangian tori in {\mathbb C}^2 related to Oh's conjecture

We compute loops integrals on Hamiltonian stationary Lagrangian tori in which are symplectic invariants, then we show an isoperimetric inequality involving these invariants and the area. Finally, we show that the flat torus has least area among Hamiltonian stationary Lagrangian tori of its isotopy class. Received: 4 December 2000; in final form: 18 January 2002 / Published online: 5 September 2002     

A Note on Hyperbolic Flows in Sub-Riemannian Structures with Transverse Symmetries

The curvature and the reduced curvature are basic differential invariants of the pair (Hamiltonian system, Lagrangian distribution) on a symplectic manifold. We consider the Hamiltonian flows of the curve of least action of natural mechanical systems in sub-Riemannian structures with symmetries. We give sufficient conditions for the reduced flows (after reduction of the first integrals induced from the symmetries) to be hyperbolic in terms of the reduced curvature and show new examples of Anosov flows.     

Symplectic method for the construction of ergodic measures on invariant submanifolds of nonautonomous hamiltonian systems: Lagrangian manifolds, their structure, and mather homologies

We develop a new approach to the study of properties of ergodic measures for nonautonomous periodic Hamiltonian flows on symplectic manifolds, which are used in many problems of mechanics and mathematical physics. Using Mather’s results on homologies of invariant probability measures that minimize some Lagrangian functionals and the symplectic theory developed by Floer and others for the investigation of symplectic actions and transversal intersections of Lagrangian manifolds, we propose an analog of a Mather-type β-function for the study of ergodic measures associated with nonautonomous Hamiltonian systems on weakly exact symplectic manifolds. Within the framework of the Gromov-Salamon-Zehnder elliptic methods in symplectic geometry, we establish some results on stable and unstable manifolds for hyperbolic invariant sets, which are used in the theory of adiabatic invariants of slowly perturbed integrable Hamiltonian systems. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 5, pp. 675–691, May, 2006.     

The inverse problem of the calculus of variations for scalar fourth-order ordinary differential equations

A simple invariant characterization of the scalar fourth-order ordinary differential equations which admit a variational multiplier is given. The necessary and sufficient conditions for the existence of a multiplier are expressed in terms of the vanishing of two relative invariants which can be associated with any fourth-order equation through the application of Cartan's equivalence method. The solution to the inverse problem for fourth-order scalar equations provides the solution to an equivalence problem for second-order Lagrangians, as well as the precise relationship between the symmetry algebra of a variational equation and the divergence symmetry algebra of the associated Lagrangian.

     

Differential invariants for systems of linear hyperbolic equations

In this paper we consider a general class of systems of two linear hyperbolic equations. Motivated by the existence of the Laplace invariants for the single linear hyperbolic equation, we adopt the problem of finding differential invariants for the system. We derive the equivalence group of transformations for this class of systems. The infinitesimal method, which makes use of the equivalence group, is employed for determining the desired differential invariants. We show that there exist four differential invariants and five semi-invariants of first order. Applications of systems that can be transformed by local mappings to simple forms are provided.     

On the variational integrating matrix for hyperbolic systems

We obtain a necessary and sufficient condition for a hyperbolic system to be an Euler-Lagrange system with a first-order Lagrangian up to multiplication by some matrix. If this condition is satisfied and an integral of the system is known to us, then we can construct a family of higher symmetries that depend on an arbitrary function. Also, we consider the systems that satisfy the above criterion and that possess a sequence of the generalized Laplace invariants with respect to one of the characteristics; then we prove that the generalized Laplace invariants with respect to the other characteristic are uniquely defined. __________ Translated from Fundamentalnaya i Prikladnaya Matematika (Fundamental and Applied Mathematics), Vol. 12, No. 7, pp. 251–262, 2006.     

An extension of Biran's Lagrangian barrier theorem

We use the Gromov-Witten invariants and a nonsqueezing theorem by the author to affirm a conjecture by P. Biran on the Lagrangian barriers.

     

Symplectic invariants near hyperbolic-hyperbolic points

We construct symplectic invariants for Hamiltonian integrable systems of 2 degrees of freedom possessing a fixed point of hyperbolic-hyperbolic type. These invariants consist in some signs which determine the topology of the critical Lagrangian fibre, together with several Taylor series which can be computed from the dynamics of the system.We show how these series are related to the singular asymptotics of the action integrals at the critical value of the energy-momentum map. This gives general conditions under which the non-degeneracy conditions arising in the KAM theorem (Kolmogorov condition, twist condition) are satisfied. Using this approach, we obtain new asymptotic formulae for the action integrals of the C. Neumann system. As a corollary, we show that the Arnold twist condition holds for generic frequencies of this system.      

The inverse problem for Lagrangian systems with certain non-conservative forces

We discuss two generalizations of the inverse problem of the calculus of variations, one in which a given mechanical system can be brought into the form of Lagrangian equations with non-conservative forces of a generalized Rayleigh dissipation type, the other leading to Lagrangian equations with so-called gyroscopic forces. Our approach focusses primarily on obtaining coordinate-free conditions for the existence of a suitable non-singular multiplier matrix, which will lead to an equivalent representation of a given system of second-order equations as one of these Lagrangian systems with non-conservative forces.     

Laplace Invariants of Two-Dimensional Open Toda Lattices

We show that Toda lattices with the Cartan matrices A _n , B _n , C _n , and D _n are Liouville-type systems. For these systems of equations, we obtain explicit formulas for the invariants and generalized Laplace invariants. We show how they can be used to construct conservation laws (x and y integrals) and higher symmetries.     

On the Lagrangian form of the variational equations of Lagrangian dynamical systems

An extremal principle for obtaining the variational equations of a Lagrangian system is reviewed and formalized. Formalization is accomplished by relating the new Lagrangian function γ needed in such scheme to a prolongation of the original Lagrangian L. This formalization may be regarded as a necessary step before using the approach for stablishing nonintegrability of dynamical systems, or before applying it to analyse chaos-producing perturbations of integrable Lagrangian systems. The configuration manifold in which γ is defined is the double tangent bundle T(TQ) of the original configuration manifold Q modulo a flip mapping in such manifold. Our main result establishes that both the Euler–Lagrange equations and the corresponding variational equations of the original system can be viewed as the Lagrangian vector field associated with the composition of the first prolongation of the original Lagrangian with a flip mapping. Some applications of the approach to chaos and integrability issues are discussed.     

Asymptotic solutions of Navier-Stokes equations and topological invariants of vector fields and Liouville foliations

We construct asymptotic solutions of the Navier-Stokes equations. Such solutions describe periodic systems of localized vortices and are related to topological invariants of divergence-free vector fields on two-dimensional cylinders or tori and to the Fomenko invariants of Liouville foliations. The equations describing the evolution of a vortex system are given on a graph that is a set of trajectories of the divergence-free field or a set of Liouville tori.     

具有不依赖于时间的不变量的三维常微分方程组的Hamilton结构

本文证明了具有不依赖于时间的不变量的三维常微分方程组所描述的动力系统相对于一广义Poisson括号可以改写为Hamilton系统,并且这些不变量就是Hamilton量。作为例子,我们讨论了Kermack-Mckendrick传染病模型,所得结果推广了Y.Nutku的结果。     

The Theory of Linear G-Difference Equations

We introduce the notion of difference equations defined on a structured set. The symmetry group of the structure determines the set of difference operators. All main notions in the theory of difference equations are introduced as invariants of the action of the symmetry group. Linear equations are modules over the skew group algebra, solutions are morphisms relating a given equation to other equations, symmetries of an equation are module endomorphisms, and conserved structures are invariants in the tensor algebra of the given equation.We show that the equations and their solutions can be described through representations of the isotropy group of the symmetry group of the underlying set. We relate our notion of difference equation and solutions to systems of classical difference equations and their solutions and show that out notions include these as a special case.     

Noether, partial Noether operators and first integrals for a linear system

We obtain Noether and partial Noether operators corresponding to a Lagrangian and a partial Lagrangian for a system of two linear second-order ordinary differential equations (ODEs) with variable coefficients. The canonical form for a system of two second-order ordinary differential equations is invoked and a special case of this system is studied for both Noether and partial Noether operators. Then the first integrals with respect to Noether and partial Noether operators are obtained for the linear system under consideration. We show that the first integrals for both the Noether and partial Noether operators are the same. This can give rise to further studies on systems from a partial Lagrangian viewpoint as systems in general do not admit Lagrangians.