Optimal control on Lie groups and integrable Hamiltonian systems

Control theory, initially conceived in the 1950’s as an engineering subject motivated by the needs of automatic control, has undergone an important mathematical transformation since then, in which its basic question, understood in a larger geometric context, led to a theory that provides distinctive and innovative insights, not only to the original problems of engineering, but also to the problems of differential geometry and mechanics. This paper elaborates the contributions of control theory to geometry and mechanics by focusing on the class of problems which have played an important part in the evolution of integrable systems. In particular the paper identifies a large class of Hamiltonians obtained by the Maximum principle that admit isospectral representation on the Lie algebras \(\mathfrak{g} = \mathfrak{p} \oplus \mathfrak{k}\) of the form

$\frac{{dL_\lambda }}{{dt}} = \left[ {\Omega _\lambda ,L_\lambda } \right]L_\lambda = L_\mathfrak{p} - \lambda L_\mathfrak{k} - \left( {\lambda ^2 - s} \right)A, L_\mathfrak{p} \in \mathfrak{p}, L_\mathfrak{k} \in \mathfrak{k}.$

The spectral invariants associated with L _λ recover the integrability results of C.G.J. Jacobi concerning the geodesics on an ellipsoid as well as the results of C. Newmann for mechanical problem on the sphere with a quadratic potential. More significantly, this study reveals a large class of integrable systems in which these classical examples appear only as very special cases.

     

Appell systems on Lie groups

Using the probabilistic interpretation of Appell polynomials as systems of moments, we show how to define them in the noncommutative case. The method is based on certain infinite-dimensional representations of local Lie groups. For processes, limit theorems play an essential role in the construction. Polynomial matrix representations of convolution semigroups are a principal feature.     

Control of mechanical systems on Lie groups and ideal hydrodynamics

In contrast to the Euler–Poincaré reduction of geodesic flows of left- or right-invariant metrics on Lie groups to the corresponding Lie algebra (or its dual), one can consider the reduction of the geodesic flows to the group itself. The reduced vector field has a remarkable hydrodynamic interpretation: it is the velocity field for a stationary flow of an ideal fluid. Right- or left-invariant symmetry fields of the reduced field define vortex manifolds for such flows. Now we consider a mechanical system, whose configuration space is a Lie group and whose Lagrangian is invariant with respect to left translations on this group, and assume that the mass geometry f the system may change under the action of internal control forces. Such a system can also be reduced to a Lie group. Without controls, this mechanical system describes a geodesic flow of the left-invariant metric, given by the Lagrangian, and, therefore, its reduced flow is a stationary ideal fluid flow on the Lie group. The standard control problem for such system is to find the conditions under which the system can be brought from any initial position in the configuration space to another preassigned position by changing its mass geometry. We show that under these conditions, by changing the mass geometry, one can also bring one vortex manifold to any other preassigned vortex manifold. Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 61, Optimal Control, 2008.     

Lie extensions of nonlinear control systems

This paper surveys some classical geometric control techniques for studying controllability of finite-and infinite-dimensional nonlinear control systems. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 21, Geometric Problems in Control Theory, 2004.     

Special symplectic Lie groups and hypersymplectic Lie groups

A special symplectic Lie group is a triple ${(G,\omega,\nabla)}$ such that G is a finite-dimensional real Lie group and ω is a left invariant symplectic form on G which is parallel with respect to a left invariant affine structure ${\nabla}$ . In this paper starting from a special symplectic Lie group we show how to “deform” the standard Lie group structure on the (co)tangent bundle through the left invariant affine structure ${\nabla}$ such that the resulting Lie group admits families of left invariant hypersymplectic structures and thus becomes a hypersymplectic Lie group. We consider the affine cotangent extension problem and then introduce notions of post-affine structure and post-left-symmetric algebra which is the underlying algebraic structure of a special symplectic Lie algebra. Furthermore, we give a kind of double extensions of special symplectic Lie groups in terms of post-left-symmetric algebras.     

Lie groups

The survey deals with the investigations reviewed inReferativnyi Zhurnal Matematika between 1977–1981. In the survey there are reflected the investigations on the structure of Lie groups and Lie algebras, on their finite-dimensional linear representations and universal enveloping algebras, on the theory of invariants and Lie groups of transformations, and also on continuous and discrete subgroups of Lie groups.Translated from Itogi Nauki i Tekhniki, Seriya Algebra, Topologiya, Geometriya, Vol. 20, No. 153–192, 1982.     

Reduction of almost Poisson brackets for nonholonomic systems on Lie groups

We present a systematic geometric construction of reduced almost Poisson brackets for nonholonomic systems on Lie groups with invariant kinetic energy metric and constraints. Our construction is of geometric interest in itself and is useful in the hamiltonization of some classical examples of nonholonomic mechanical systems.      

On the characterization of the controllability property for linear control systems on nonnilpotent,solvable three-dimensional Lie groups

In this paper we show that a complete characterization of the controllability property for linear control system on three-dimensional solvable nonnilpotent Lie groups is possible by the LARC and the knowledge of the eigenvalues of the derivation associated with the drift of the system.     

Ornstein-Uhlenbeck processes on Lie groups

We consider Ornstein-Uhlenbeck processes (OU-processes) associated to hypo-elliptic diffusion processes on finite-dimensional Lie groups: let L be a hypo-elliptic, left-invariant “sum of the squares”-operator on a Lie group G with associated Markov process X, then we construct OU-processes by adding negative horizontal gradient drifts of functions U. In the natural case U(x)=−logp(1,x), where p(1,x) is the density of the law of X starting at identity e at time t=1 with respect to the right-invariant Haar measure on G, we show the Poincaré inequality by applying the Driver-Melcher inequality for “sum of the squares” operators on Lie groups. The resulting Markov process is called the natural OU-process associated to the hypo-elliptic diffusion on G. We prove the global strong existence of these OU-type processes on G under an integrability assumption on U. The Poincaré inequality for a large class of potentials U is then shown by a perturbation technique. These results are applied to obtain a hypo-elliptic equivalent of standard results on cooling schedules for simulated annealing on compact homogeneous spaces M.     

Lindeberg-Feller theorems on Lie groups

Necessary and sufficient conditions are given for a triangular array of probability measures on an arbitrary Lie group to converge to a Gauss measure. The main step of the proofs is an estimation for the Fourier transform of a probability measure in terms of integrals of local coordinates and a Hunt function, suggested by Professor E. Siebert. The special case of stratified nilpotent Lie groups is investigated separately.     

Elliptic operators on Lie groups

We review the theory of strongly elliptic operators on Lie groups and describe some new simplifications. Let U be a continuous representation of a Lie group G on a Banach space and a ₁,...,a _d a basis of the Lie algebra g of G. Let A _i=dU(a _i) denote the infinitesimal generator of the continuous one-parameter group t U(exp(-ta _i)) and set % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqaqFfpeea0df9GqVa0-% aq0dXdarVe0-yr0RYxir-dbba9q8aq0-qq-He9q8qqQ8fq0-vr0-vr% Y-bdbiqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyqamaaCaaale% qajeaObaGaeyySdegaaOGaeyypa0JaamyqamaaBaaajeaWbaGaaeyA% aaWcbeaajaaOdaWgaaqcbaAaamaaBaaajiaObaGaaiiBaaqabaaaje% aObeaakiaacElacaGG3cGaai4TaiaadgeadaWgaaqcbaCaaiaabMga% aSqabaGcdaWgaaWcbaWaaSbaaKGaahaacaGGUbaameqaaaWcbeaaaa% a!4897!\[A^\alpha = A_{\rm{i}} _{_l } \cdot\cdot\cdotA_{\rm{i}} _{_n } \], where =(i ₁,...,i _n) with _j and set ||=n. We analyze properties of mth order differential operators % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqaqFfpeea0df9GqFj0-% aq0dXdarVe0-yr0RYxir-dbba9q8aq0-qq-He9q8qqQ8fq0-vr0-vr% Y-bdbiqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamisaiabg2da9i% aabccadaaeqaqaaiaadogadaWgaaqcbaCaaiabgg7aHbWcbeaaaKqa% GgaacqGHXoqycaqG7aGaaeiiaiaabYhacqGHXoqycaqG8bGaeyizIm% QaaeyBaaWcbeqdcqGHris5aOGaamyqamaaCaaaleqajeaObaGaeyyS% degaaaaa!4A6C!\[H = {\rm{ }}\sum\nolimits_{\alpha {\rm{; |}}\alpha {\rm{|}} \le {\rm{m}}} {c_\alpha } A^\alpha \] with coefficients c . If H is strongly elliptic, i.e., % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqaqFfpeea0df9GqFj0-% aq0dXdarVe0-yr0RYxir-dbba9q8aq0-qq-He9q8qqQ8fq0-vr0-vr% Y-bdbiqaaeGaciGaaiaabeqaamaabaabaaGcbaGaciOuaiaacwgacq% GH9aqpcaqGGaWaaabeaeaacaGGOaaajeaObaGaeyySdeMaae4oaiaa% bccacaqG8bGaeyySdeMaaeiFaiabg2da9iaab2gaaSqab0GaeyyeIu% oakiaabMgacqaH+oaEcaGGPaWaaWbaaSqabKqaGgaacqGHXoqyaaGc% cqGH+aGpcaaIWaaaaa!4C40!\[{\mathop{\rm Re}\nolimits} = {\rm{ }}\sum\nolimits_{\alpha {\rm{; |}}\alpha {\rm{|}} = {\rm{m}}} ( {\rm{i}}\xi )^\alpha > 0\] for all % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqaqFfpeea0df9GqVa0-% aq0dXdarVe0-yr0RYxir-dbba9q8aq0-qq-He9q8qqQ8fq0-vr0-vr% Y-bdbiqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOVdGNaeyicI4% SaeSyhHe6aaWbaaSqabeaacaWGKbaaaOGaaiixaiaacUhacaaIWaGa% aiyFaaaa!3EAA!\[\xi \in ^d \backslash \{ 0\} \], then we give a simple proof of the theorem that the closure of H generates a continuous (and holomorphic) semigroup on and the action of the semigroup is determined by a smooth, representation independent, kernel which, together with all its derivatives, satisfies mth order Gaussian bounds.     

Runge-Kutta methods on Lie groups

We construct generalized Runge-Kutta methods for integration of differential equations evolving on a Lie group. The methods are using intrinsic operations on the group, and we are hence guaranteed that the numerical solution will evolve on the correct manifold. Our methods must satisfy two different criteria to achieve a given order.

Berezin-Toeplitz quantization on Lie groups

Let K be a connected compact semisimple Lie group and KC its complexification. The generalized Segal-Bargmann space for KC is a space of square-integrable holomorphic functions on KC, with respect to a K-invariant heat kernel measure. This space is connected to the “Schrödinger” Hilbert space L²(K) by a unitary map, the generalized Segal-Bargmann transform. This paper considers certain natural operators on L²(K), namely multiplication operators and differential operators, conjugated by the generalized Segal-Bargmann transform. The main results show that the resulting operators on the generalized Segal-Bargmann space can be represented as Toeplitz operators. The symbols of these Toeplitz operators are expressed in terms of a certain subelliptic heat kernel on KC. I also examine some of the results from an infinite-dimensional point of view based on the work of L. Gross and P. Malliavin.     

Non-closed Lie subgroups of Lie groups

We obtain several homotopy obstructions to the existence of non-closed connected Lie subgroupsH in a connected Lie groupG.First we show that the foliationF(G, H) onG determined byH is transversely complete [4]; moreover, forK the closure ofH inG, F(K, H) is an abelian Lie foliation [2].Then we prove that ₁(K) and ₁(H) have the same torsion subgroup, _n (K)= _n (H) for alln 2, and rank₁(K) — rank₁(H) > codimF(K, H). This implies, for instance, that a contractible (e.g. simply connected solvable) Lie subgroup of a compact Lie group must be abelian. Also, if rank₁(G) 1 then any connected invariant Lie subgroup ofG is closed; this generalizes a well-known theorem of Mal'cev [3] for simply connected Lie groups.Finally, we show that the results of Van Est on (CA) Lie groups [6], [7] provide many interesting examples of such foliations. Actually, any Lie group with non-compact centre is the (dense) leaf of a foliation defined by a closed 1-form. Conversely, when the centre is compact, the latter is true only for (CA) Lie groups (e.g. nilpotent or semisimple).     

Linear feedback systems and the groups of Galois and Lie

Our purpose in this paper is to delineate precisely the extent to which one can make explicit calculations involving the most basic linear feedback systems. Our results center around the Galois theory of the “root-locus” equation p(s) + kq(s) = 0 and the Lie symmetries associated with the related differential equation p(D)x + k(t)q(D)x = 0, D = d/dt. We show that the Galois theory leads to a more refined classification, but that these theories are related in a substantial way. Considerable insight into this is obtained through the study of the monodromy group associated with algebraic curve defined by p(s) + kq(s) = 0.     

Limits of commutative triangular systems on simply connected step 2-nilpotent Lie groups

We prove that on simply connected step 2-nilpotent Lie groupsG any limit of a commutative infinitesimals triangular system of probability measures which are either all symmetric or supported by some discrete subgroupH is infinitely divisible onG resp.H.     

Isometry groups of three-dimensional Lie groups

Annals of Global Analysis and Geometry - We compute the full isometry group of any left-invariant metric on a simply connected, non-unimodular Lie group of dimension three. As an application, we...