Stochastic systems in Riemannian manifolds

A formulation of stochastic systems in a Riemannian manifold is given by stochastic differential equations in the tangent bundle of the manifold. Brownian motion is constructed in a compact Riemannian manifold as well as the horizontal lift of this process to the bundle of orthonormal frames. The solution of some stochastic differential equations in the tangent bundle of the manifold is defined by the transformation of the measure for the manifold-valued Brownian motion by a suitable Radon-Nikodym derivative. Real-valued stochastic integrals are defined for this Brownian motion using parallelism along the Brownian paths. A stochastic control problem is formulated and solved for these stochastic systems where a suitable convexity condition is assumed.This research was supported by NSF Grants Nos. GK-32136, ENG-75-06562, and MCS-76-01695.The author wishes to thank D. Gromoll, J. Simons, and J. Thorpe for some helpful conversations on differential geometry.     

Dynamical Systems Related to Fractional Hamiltonians on the Two-Dimensional Sphere

We consider a class of fractional Hamiltonian systems generalizing the classical problem of motion in a central field. Our analysis is based on transforming an integrable Hamiltonian system with two degrees of freedom on the plane into a dynamical system that is defined on the sphere and inherits the integrals of motion of the original system. We show that in the four-dimensional space of structural parameters, there exists a one-dimensional manifold (containing the case of the planar Kepler problem) along which the closedness of the orbits of all finite motions and the third Kepler law are preserved. Similarly, there exists a one-dimensional manifold (containing the case of the two-dimensional isotropic harmonic oscillator) along which the closedness of the orbits and the isochronism of oscillations are preserved. Any deformation of orbits on these manifolds does not violate the hidden symmetry typical of the two-dimensional isotropic oscillator and the planar Kepler problem. We also consider two-dimensional manifolds on which all systems are characterized by the same rotation number for the orbits of all finite motions.Deceased     

On the dynamics of a rigid body carrying a material point

In this paper we consider a system consisting of an outer rigid body (a shell) and an inner body (a material point) which moves according to a given law along a curve rigidly attached to the body. The motion occurs in a uniform field of gravity over a fixed absolutely smooth horizontal plane. During motion the shell may collide with the plane. The coefficient of restitution for an impact is supposed to be arbitrary. We present a derivation of equations describing both the free motion of the system over the plane and the instances where collisions with the plane occur. Several special solutions to the equations of motion are found, and their stability is investigated in some cases. In the case of a dynamically symmetric body and a point moving along the symmetry axis according to an arbitrary law, a general solution to the equations of free motion of the body is found by quadratures. It generalizes the solution corresponding to the classical regular precession in Euler??s case. It is shown that the translational motion of the shell in the free flight regime exists in a general case if the material point moves relative to the body according to the law of areas.     

Continuous feedback control of perturbed mechanical systems

The problem of synthesizing continuous controls for a Lagrangian scleronomic mechanical system is investigated, on the assumption that the system is subject to uncontrollable bounded perturbations and that the vector of control forces is bounded in norm. a feedback control law is assumed, making it possible to steer the system to a given rest state in a finite time. The approach employed is based on methods of the theory of stability of motion. An implicitly given Lyapunov function is used to construct the control law and justify the construction. The existence of such a function is proved and its properties established. Results of a numerical simulation of the dynamics of various mechanical systems controllable in accordance with the proposed law are presented. It is shown that, for a point mass moving along a horizontal straight line, the control algorithm qualitatively approximates to time-optimal control.     

Robust control of chaos in Chua’s circuit based on internal model principle

The paper treats the question of robust control of chaos in Chua’s circuit based on the internal model principle. The Chua’s diode has polynomial non-linearity and it is assumed that the parameters of the circuit are not known. A robust control law for the asymptotic regulation of the output (node voltage) along constant and sinusoidal reference trajectories is derived. For the derivation of the control law, the non-linear regulator equations are solved to obtain a manifold in the state space on which the output error is zero and an internal model of the k-fold exosystem (k = 3 here) is constructed. Then a feedback control law using the optimal control theory or pole placement technique for the stabilization of the augmented system including the Chua’s circuit and the internal model is derived. In the closed-loop system, robust output node voltage trajectory tracking of sinusoidal and constant reference trajectories are accomplished and in the steady state, the remaining state variables converge to periodic and constant trajectories, respectively. Simulation results are presented which show that in the closed-loop system, asymptotic trajectory control, disturbance rejection and suppression of chaotic motion in spite of uncertainties in the system are accomplished.     

A note on some laws of the iterated logarithm

Some function space laws of the iterated logarithm for Brownian motion with values in finite and infinite dimensional vector spaces are shown to follow from Hincin's classical law of the iterated logarithm and some martingale techniques. A law of the iterated logarithm for Brownian motion in a differentible manifold is also stated.     

The optimum rectilinear motion of a two-mass system

The forward rectilinear motion of a system of two rigid bodies along a horizontal plane is considered. Forces of dry friction act between the bodies and the plane, and the motion is controlled by internal forces of interaction between the bodies. A periodic motion in which the system moves along a straight line is constructed. The optimum parameters of the system and a control law are found corresponding to the maximum mean velocity of motion of the system as a whole.     

Quasi-Invariance of the Wiener Measure on Path Spaces: Noncompact Case

For a geometrically and stochastically complete, noncompact Riemannian manifold, we show that the flows on the path space generated by the Cameron-Martin vector fields exist as a set of random variables. Furthermore, if the Ricci curvature grows at most linearly, then the Wiener measure (the law of Brownian motion on the manifold) is quasi-invariant under these flows.     

Control of non‐integer‐order dynamical systems using sliding mode scheme

This article deals with the problem of control of canonical non‐integer‐order dynamical systems. We design a simple dynamical fractional‐order integral sliding manifold with desired stability and convergence properties. The main feature of the proposed dynamical sliding surface is transferring the sign function in the control input to the first derivative of the control signal. Therefore, the resulted control input is smooth and without any discontinuity. So, the harmful chattering, which is an inherent characteristic of the traditional sliding modes, is avoided. We use the fractional Lyapunov stability theory to derive a sliding control law to force the system trajectories to reach the sliding manifold and remain on it forever. A nonsmooth positive definite function is applied to prove the existence of the sliding motion in a given finite time. Some computer simulations are presented to show the efficient performance of the proposed chattering‐free fractional‐order sliding mode controller. © 2015 Wiley Periodicals, Inc. Complexity 21: 224–233, 2016     

不变流形方法与非线性控制系统的能控制性

在Kovalev方法基础上运用不变流形研究非线性系统的能控制性问题,得出了一类仿射非线性系统能控的必要条件,讨论了必要条件的实现问题,研究了带有两个陀螺的刚体运动,证明了它满足能控性的必要条件.     

A Decomposition of Markov Processes via Group Actions

We study a decomposition of a general Markov process in a manifold invariant under a Lie group action into a radial part (transversal to orbits) and an angular part (along an orbit). We show that given a radial path, the conditioned angular part is a nonhomogeneous Lévy process in a homogeneous space, we obtain a representation of such processes and, as a consequence, we extend the well-known skew-product of Euclidean Brownian motion to a general setting.      

On the Motion Law of Fronts for Scalar Reaction-Diffusion Equations with Equal Depth Multiple-Well Potentials

Slow motion for scalar Allen-Cahn type equation is a well-known phenomenon, precise motion law for the dynamics of fronts having been established first using the socalled geometric approach inspired from central manifold theory (see the results of Carr and Pego in 1989). In this paper, the authors present an alternate approach to recover the motion law, and extend it to the case of multiple wells. This method is based on the localized energy identity, and is therefore, at least conceptually, simpler to implement. It also allows to handle collisions and rough initial data.     

Synthesis of virtual measurements in nonlinear observation problem

The method of the observation problems reducing to the algebraic ones is considered for the systems, which are linear with respect to unknown components of the phase vector. The approach proposed is based on the methods of the controlled stabilization of nonlinear system with respect to the part of variables. The equations of the initial observable system are supplemented by the equations of its controlled prototype. Then control law synthesied in such way that any given manifold becomes an invariant for extended system. For ensuring of this manifold attracting property the partial differential equations are obtained. Finally, the chosen in such way algebraic relations are considered as additional virtual measurements of unknown state. As example the problem of the angular velocity determination of a rigid body is considered. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Settling and asymptotic motion of aerosol particles in a cellular flow field

Summary This paper presents a proof that given a dilute concentration of aerosol particles in an infinite, periodic, cellular flow field, arbitrarily small inertial effects are sufficient to induce almost all particles to settle. It is shown that when inertia is taken as a small parameter, the equations of particle motion admit a slow manifold that is globally attracting. The proof proceeds by analyzing the motion on this slow manifold, wherein the flow is a small perturbation of the equation governing the motion of fluid particles. The perturbation is supplied by the inertia, which here occurs as a regular parameter. Further, it is shown that settling particles approach a finite number of attracting periodic paths. The structure of the set of attracting paths, including the nature of possible bifurcations of these paths and the resulting stability changes, is examined via a symmetric one-dimensional map derived from the flow.     

An analytic–numerical method for the construction of the reference law of operation for a class of mechanical controlled systems

An analytic–numerical method for the construction of a reference law of operation for a class of dynamic systems describing vibrations in controlled mechanical systems is proposed. By the reference law of operation of a system, we mean a law of the system motion that satisfies all the requirements for the quality and design features of the system under permanent external disturbances. As disturbances, we consider polyharmonic functions with known amplitudes and frequencies of the harmonics but unknown initial phases. For constructing the reference law of motion, an auxiliary optimal control problem is solved in which the cost function depends on a weighting coefficient. The choice of the weighting coefficient ensures the design of the reference law. Theoretical foundations of the proposed method are given.     

Approximately invariant manifolds and global dynamics of spike states

We investigate the existence of a true invariant manifold given an approximately invariant manifold for an infinite-dimensional dynamical system. We prove that if the given manifold is approximately invariant and approximately normally hyperbolic, then the dynamical system has a true invariant manifold nearby. We apply this result to reveal the global dynamics of boundary spike states for the generalized Allen–Cahn equation.     

An estimate of the attraction domain with a specified exponential stability index in a wheeled robot control problem

The problem of synthesizing a law for the control of the plane motion of a wheeled robot is investigated. The rear wheels are the drive wheels and the front wheels are responsible for the turning of the platform. The aim of the control is to steer a target point to a specified trajectory and to stabilize the motion along it. The trajectory is assumed to be specified by a smooth curve. The actual curvature of the trajectory of the target point, which is related to the angle of rotation of the front wheels by a simple algebraic relation, is considered as the control. The control is subjected to bilateral constraints by virtue of the fact that the angle of rotation of the front wheels is limited. The attraction domain in the distance to trajectory - orientation space, is investigated for the proposed control law. Arrival at a trajectory with a specified exponential stability index is guaranteed in the case of initial conditions belonging to the given domain. An estimate of the attraction domain in the form of an ellipse is given.     

Stabilization of the motions of mechanical systems with variable masses

A holonomic mechanical system with variable masses and cyclic coordinates is considered. Such a system can have generalized steady motions in which the positional coordinates are constant and the cyclic velocities under the action of reactive forces vary according to a given law. Sufficient Routh-Rumyantsev-type conditions for the stability of such motions are determined. The problem of stabilizing a given translational-rotational motion of a symmetric satellite in which its centre of mass moves in a circular orbit and the satellite executes rotational motion about its axis of symmetry is solved.     

The controllability of a system of two bank-to-turn airborne vehicles

This letter deals with the controllability of the motion of a system of two bank-to-turn airborne vehicles. It is shown that the smooth manifold on which the system is controllable, is not unique.