A convexity theorem for three tangled Hamiltonian torus actions,and super-integrable systems

A completely integrable system on a symplectic manifold is called super-integrable when the number of independent integrals of motion is more than half the dimension of the manifold. Several important completely integrable systems are super-integrable: the harmonic oscillators, the Kepler system, the non-periodic Toda lattice, etc. Motivated by an additional property of the super-integrable system of the Toda lattice (Agrotis et al., 2006) [2], we will give a generalization of the Atiyah and Guillemin–Sternberg?s convexity theorem.     

Modified projection method for solving a system of monotone equations with convex constraints

In this paper, we propose a modified projection method for solving a system of monotone equations with convex constraints. At each iteration of the method, we first solve a system of linear equations approximately, and then perform a projection of the initial point onto the intersection set of the feasible set and two half spaces containing the current iterate to obtain the next one. The iterate sequence generated by the proposed algorithm possesses an expansive property with regard to the initial point. Under mild condition, we show that the proposed algorithm is globally convergent. Preliminary numerical experiments are also reported.     

Transition Manifolds of Complex Metastable Systems

We consider complex dynamical systems showing metastable behavior, but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective dynamics. For answering this question, we aim at finding nonlinear coordinates, called reaction coordinates, such that the projection of the dynamics onto these coordinates preserves the dominant time scales of the dynamics. We show that, based on a specific reducibility property, the existence of good low-dimensional reaction coordinates preserving the dominant time scales is guaranteed. Based on this theoretical framework, we develop and test a novel numerical approach for computing good reaction coordinates. The proposed algorithmic approach is fully local and thus not prone to the curse of dimension with respect to the state space of the dynamics. Hence, it is a promising method for data-based model reduction of complex dynamical systems such as molecular dynamics.     

Adaptive control of kinematically redundant robots

A redundant robot has more degrees of freedom than those neededto position the Robert end-effector uniquely. In a usual robotictask, only end-effector position trajectory is specified. Thejoint position trajectory is unknown, and it must be selectedfrom a self-motion manifold for a specified end-effector. Inmany situations, the robot dynamic parameters such as the linkmass, inertia, and joint viscous friction are unknown. The lackof knowledge of the joint trajectory and the dynamic parametersmake it difficult to control redundant robots. In this paper we show, through careful formulation of the problem,that the adaptative control of redundant robots can be addressedas a reference-velocity traking problem in the joint space.A control law ensures bounded estimation of the unknown dynamicparameters of the robot, and the convergence to zero of thevelocity traking error is derived. To ensure the joint motionon the self-motion manifold remains bounded, a homeomorphictransformation is found. This transformation decomposes thedynamics of the velocity tracking error into a cascade systemconsisting of the dynamics in the end-effector error coordinatesand the dynamics on the self-motion manifold. The dynamics onthe self-motion manifold is shown to be related to the conceptof zero dynamics. In the shown that, if the reference jointtrajectory is selected to optimize a certain type of objectivefunction, then stable dynamics on the self-motion manifold result.This ensures the overall stability of the adaptive system. Detailedsimulations are given to test the theoretical developments.The proposed adaptive scheme does not require measurements ofthe joint acceleration or the inversion of the inertia matrixof the robot.     

A Novel Formulation of Point Vortex Dynamics on the Sphere: Geometrical and Numerical Aspects

In this paper, we present a novel Lagrangian formulation of the equations of motion for point vortices on the unit 2-sphere. We show first that no linear Lagrangian formulation exists directly on the 2-sphere but that a Lagrangian may be constructed by pulling back the dynamics to the 3-sphere by means of the Hopf fibration. We then use the isomorphism of the 3-sphere with the Lie group SU(2) to derive a variational Lie group integrator for point vortices which is symplectic, second-order, and preserves the unit-length constraint. At the end of the paper, we compare our integrator with classical fourth-order Runge–Kutta, the second-order midpoint method, and a standard Lie group Munthe-Kaas method.     

Stochastic integrals in Riemann manifolds

Stochastic integrals are constructed with values in a compact Riemann manifold from a continuous martingale integrator that is given in the tangent space of the initial point of the stochastic integral and from a stochastic tensor field of linear endomorphisms of the tangent bundle. The integrals that are formed are continuous processes that suitably preserve the martingale property. These stochastic integrals should be useful for the applications of a stochastic calculus in Riemann manifolds.     

Motion with a constant velocity modulus in a central gravitational field

The problem of the motion of a particle (point mass) with a constant velocity modulus in a Newtonian central gravitational field is investigated by two methods: using Lagrange's equations with a multiplier, and using the equations of dynamics proposed earlier [1] for systems with non-holonomic constraints that are non-linear with respect to velocities. A phase diagram of the motion is constructed. The structure of the trajectories as a function of the initial conditions is investigated. Formulae in the form of quadratures are obtained for calculating the time of motion along the trajectory and the angular distance of flight. A qualitative analysis of the properties of improper integrals expressing the angular distance is presented. These properties are illustrated by the results of a numerical investigation. The possibility of carrying out elementary manoeuvres in the vicinity of an attracting centre are analysed.     

Integrable Discretisation of the Lotka-Volterra System

In this paper, we apply Hirota's discretisation to a three-dimensional integrable Lotka-Volterra system. By analyzing the three-dimensional modified equation of the resulting numerical method, we show that it is volume-preserving, and has two independent first integrals. Moreover, it can be formally reduced to a system in one dimension via a volume-preserving transformation. If the given initial value is located in the positive octant, we prove that the numerical solution is confined to a one-dimensional connected and compact space which is diffeomorphic to a circle.     

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     

Finite-Part Integrals and Modified Splines

We first state a uniform convergence theorem for finite-part integrals which are derivatives of weighted Cauchy principal value integrals. We then give a two-stage process to modify approximating splines and optimal nodal splines in such a way that the conditions of this theorem are satisfied. Consequently, these modified splines can be used in the numerical evaluation of these finite-part integrals.     

A Method to Generate First Integrals from Infinitesimal Symmetries

We propose a method to construct first integrals of a dynamical system, starting with a given set of linearly independent infinitesimal symmetries. In the case of two infinitesimal symmetries, a rank two Poisson structure on the ambient space it is found, such that the vector field that generates the dynamical system, becomes a Poisson vector field. Moreover, the symplectic leaves and the Casimir functions of the associated Poisson manifold are characterized. Explicit conditions that guarantee Hamilton–Poisson realizations of the dynamical system are also given.     

On Noisy Extensions of Nonholonomic Constraints

We propose several stochastic extensions of nonholonomic constraints for mechanical systems and study the effects on the dynamics and on the conservation laws. Our approach relies on a stochastic extension of the Lagrange–d’Alembert framework. The mechanical system we focus on is the example of a Routh sphere, i.e., a rolling unbalanced ball on the plane. We interpret the noise in the constraint as either a stochastic motion of the plane, random slip or roughness of the surface. Without the noise, this system possesses three integrals of motion: energy, Jellet and Routh. Depending on the nature of noise in the constraint, we show that either energy, or Jellet, or both integrals can be conserved, with probability 1. We also present some exact solutions for particular types of motion in terms of stochastic integrals. Next, for an arbitrary nonholonomic system, we consider two different ways of including stochasticity in the constraints. We show that when the noise preserves the linearity of the constraints, then energy is preserved. For other types of noise in the constraint, e.g., in the case of an affine noise, the energy is not conserved. We study in detail a class of Lagrangian mechanical systems on semidirect products of Lie groups, with “rolling ball type” constraints. We conclude with numerical simulations illustrating our theories, and some pedagogical examples of noise in constraints for other nonholonomic systems popular in the literature, such as the nonholonomic particle, the rolling disk and the Chaplygin sleigh.     

On the numerical solution of the generalized Prandtl equation using variation-diminishing splines

Convergence results are proved for Cauchy principal value integrals of the Schoenberg variation-diminishing splines and its first derivative. The use of such splines in the numerical solution of the Prandtl and generalized Prandtl integral equations is proposed. A Nyström-type method and a modified Nyström method are used and compared computationally.     

Behavior of Trajectories of Time-Invariant Systems

Finitely many embedded localizing sets are constructed for invariant compact sets of a time-invariant differential system. These localizing sets are used to divide the state space into three subsets, the least localizing set and two sets called sets of the first kind and the second kind. We prove that the trajectory passing through a point of the set of the first kind remains in this set and tends to infinity. For a trajectory passing through a point of the set of the second kind, there are three possible types of behavior: it either goes to infinity or, at some finite time, enters the least localizing set, or has a nonempty ω-limit set contained in the intersection of the boundary of one of the constructed localizing sets with the universal section of the corresponding localizing function.     

Numerical computation of connecting orbits on a manifold

In this paper we propose a numerical method for approximating connecting orbits on a manifold and its bifurcation parameters. First we extend the standard nondegeneracy condition to the connecting orbits on a manifold. Then we construct a well-posed system such that the nondegenerate connecting orbit pair on a manifold is its regular solution. We use a difference method to discretize the ODE part in this well-posed system and we find that the numerical solutions still remain on the same manifold. We also set up a modified projection boundary condition to truncate connecting orbits on a manifold onto a finite interval. Then we prove the existence of truncated approximate connecting orbit pairs and derive error estimates. Finally, we carry out some numerical experiments to illustrate the theoretical estimates.     

The onset of resonance processes in the Couette–Taylor problem close to the point of codimension-2 bifurcation

The bifurcations on passing around the point of intersection of two neutral curves (points of codimension-2 bifurcation) are considered in the Couette–Taylor problem of the fluid motion between rotating cylinders. The secondary modes in a small neighbourhood of a point of codimension-2 bifurcation are studied using a system of non-linear amplitude equations in a central manifold. The steady-state solutions of the amplitude systems, to which secondary periodic modes of the travelling-wave type, non-linear mixtures of travelling waves and unsteady two-, three- and four-frequency quasiperiodic solutions of the system of Navier–Stokes equations correspond, are analysed. A numerical analysis of the conditions for the existence and stability of irrotationally symmetric steady-state fluid flows between unidirectionally rotating cylinders is carried out.     

快速配置法中数值积分的误差控制策略

We propose two error control techniques for numerical integrations in fast multiscale collocation methods for solving Fredholm integral equations of the second kind with weakly singular kernels. Both techniques utilize quadratures for singular integrals using graded points. One has a polynomial order of accuracy if the integrand has a polynomial order of smoothness except at the singular point and the other has exponential order of accuracy if the integrand has an infinite order of smoothness except at the singular point. We estimate the order of convergence and computational complexity of the corresponding approximate solutions of the equation. We prove that the second technique preserves the order of convergence and computational complexity of the original collocation method. Numerical experiments are presented to illustrate the theoretical estimates.     

Complex dynamic behaviour of an economic cycle model

In this paper, we investigate the dynamics of a nonlinear economic cycle model. The necessary and sufficient conditions are given to guarantee the existence and stability of the fixed point. It is also shown that the system undergoes a Neimark–Sacker bifurcation by using center manifold theorem and bifurcation theory. Furthermore, Marotto’s chaos is proved when certain conditions are satisfied. Numerical simulations are presented not only to illustrate our results with the theoretical analysis, but also to exhibit the complex dynamical behaviour, such as the period-10, -16, -20 orbits, attracting invariant cycles, quasi-periodic orbits, 10-coexisting chaotic attractors, and boundary crisis. Specifically, we have stabilized the chaotic orbits at an unstable fixed point using the feedback control method.     

Set-valued stochastic integral equations driven by martingales

We consider a notion of set-valued stochastic Lebesgue–Stieltjes trajectory integral and a notion of set-valued stochastic trajectory integral with respect to martingale. Then we use these integrals in a formulation of set-valued stochastic integral equations. The existence and uniqueness of the solution to such the equations is proven. As a generalization of set-valued case results we consider the fuzzy stochastic trajectory integrals and investigate the fuzzy stochastic integral equations driven by bounded variation processes and martingales.     

Convergence analysis of projected fixed‐point iteration on a low‐rank matrix manifold

In this paper, we analyze the convergence of a projected fixed‐point iteration on a Riemannian manifold of matrices with fixed rank. As a retraction method, we use the projector splitting scheme. We prove that the convergence rate of the projector splitting scheme is bounded by the convergence rate of standard fixed‐point iteration without rank constraints multiplied by the function of initial approximation. We also provide counterexample to the case when conditions of the theorem do not hold. Finally, we support our theoretical results with numerical experiments.