Planar motion and stability for a rigid body with a beam in a field of central gravitational force

Planar motion for a rigid body with an elastic beam in a field of central gravitational force was investigated, and both of the orbital motion and attitude motion were under consideration. The equations of motion of the system were derived by the variational principle, and on view point of generalized Hamiltonian dynamics, the sufficient conditions for the stability of one class of relative equilibria were given by the energymomentum method.     

Stochastic discrete Hamiltonian variational integrators

Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for the stochastic flow of the Hamiltonian system. The generating function is obtained by introducing an appropriate stochastic action functional and its corresponding variational principle. Our approach permits to recast in a unified framework a number of integrators previously studied in the literature, and presents a general methodology to derive new structure-preserving numerical schemes. The resulting integrators are symplectic; they preserve integrals of motion related to Lie group symmetries; and they include stochastic symplectic Runge–Kutta methods as a special case. Several new low-stage stochastic symplectic methods of mean-square order 1.0 derived using this approach are presented and tested numerically to demonstrate their superior long-time numerical stability and energy behavior compared to nonsymplectic methods.     

A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems

A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems is proposed based on the extended Hamiltonian principle, the Hamilton-Jacobi-Bellman (HJB) equation and its variational integral equation, and the finite time element approximation. The differential extended Hamiltonian equations for structural vibration systems are replaced by the variational integral equation, which can preserve intrinsic system structure. The optimal control law dependent on the value function is determined by the HJB equation so as to satisfy the overall optimality principle. The partial differential equation for the value function is converted into the integral equation with variational weighting. Then the successive solution of optimal control with system state is designed. The two variational integral equations are applied to sequential time elements and transformed into the algebraic equations by using the finite time element approximation. The direct optimal control on each time element is obtained respectively by solving the algebraic equations, which is unconstrained by the system state observed. The proposed control algorithm is applicable to linear and nonlinear systems with the quadratic performance index, and takes into account the effects of external excitations measured on control. Numerical examples are given to illustrate the optimal control effectiveness.     

Optimal solutions to differential inclusions in presence of state constraints

Necessary conditions in terms of the Hamiltonian are given for optimal solutions to the differential inclusion problem when state constraints are present. This result extends a result of Clarke for the unconstrained problem. The data are nonsmooth, nonlinear, nonconvex. The method incorporates the state constraint in the cost functional as a penalty term for a sequence of unconstrained problems that approximate our problem. An application of Ekeland's variational principle, the known necessary conditions for the auxiliary problems, and a limiting process provide the necessary conditions.     

The connection between thermodynamic entropy and probability

Ergodic Hamiltonian systems with an arbitrary number of degrees of freedom n are considered. A relation is derived connecting the distribution function of the system characteristics with the entropy. It is shown that as n → ∞ it reduces to Einstein's formula /1/. A variational principle for the distribution function, which reduces to the maximum-uncertainty principle as n → ∞ is derived. The principle of maximum entropy for Hamiltonian systems is formulated.     

Periodic solutions to Hamiltonian inclusions

We prove the existence of periodic trajectories of Hamiltonian inclusions, which reduce to the usual Hamiltonian equations in the presence of smoothness. This is accomplished via a direct variational principle involving a new action integral in an extended sense.     

弹性力学中的哈密顿系统及其变分原理*

作为哈密顿力学逆问题,从弹性力学基本方程推导出弹性力学中一个新的哈密顿系统及其变分原理。     

一阶次二次凸Hamilton系统的最小P-边值解

利用对偶变分原理,将一阶次二次凸Hamilton系统的P-边值解问题转化为对偶变分问题,证明对偶泛函满足最小作用原理,进而推导出非平凡P-边值解的存在性结果,最后通过比较作用泛函的临界值,给出该P-边值解的最小周期估计.     

复合材料力学的Hamilton体系和辛几何方法(Ⅱ)——平面问题

把在本文第(Ⅰ)部分[8]中讲述的基本原理和方法用于求解各向异性平面问题.先建立可进入Hamilton体系的广义变分原理,求出Hamilton微分算子矩阵,再求解横向本征解,可得到矩形域各向异性线性弹性平面问题的级数解和半解析解.     

Existence of multiple normal mode trajectories on convex energy surfaces of even,classical Hamiltonian systems

Hamiltonian systems of n degrees of freedom for which the Hamiltonian is a function that is even both in its joint n coordinate variables as well as in its joint n momentum variables are discussed. For such systems the number of distinct trajectories which correspond to particular periodic solutions (normal modes) with the same energy, is investigated. To that end a constrained dual action principle is introduced. Applying min-max methods to this variational problem, several results are obtained, among which the existence of at least n distinct trajectories if specific conditions are satisfied.     

On the non-existence of homoclinic orbits for a class of infinite dimensional Hamiltonian systems

We prove that for a class of infinite dimensional Hamiltonian systems certain homoclinic connections to the origin cease to exist when the non-linearities have `super-critical' growth. The proof is based on a variational principle and a Poho\v{z}aev type identity.

     

传递辛矩阵群收敛于辛Lie群

通过作用量变分原理,给出了Hamilton正则方程离散积分的传递辛矩阵表示,利用Hamilton正则方程给出了其对应的Lie代数．说明了当时间区段长度趋近于0时,离散系统积分的传递辛矩阵群收敛于连续时间Hamilton系统微分方程分析积分得到的辛Lie群．     

Method of separation of variables and Hamiltonian system

In the theory of mechanics and/or mathematical physics problems in a prismatic domain, the method of separation of variables ususally leads to the Sturm–Liouville-type eigenproblems of self-adjoint operators, and then the eigenfunction expansion method can be used in equation solving. However, a number of important application problems cannot lead to self-adjoint operator for the transverse coordinate. From the minimum potential energy variational principle, by selection of the state and its dual variables, the generalized variational principle is deduced. Then, based on the analogy between the theory of structural mechanics and optimal control, the present article leads the problem to the Hamiltonian system. The finite-dimensional theory for the Hamiltonian system is extended to the corresponding theory of the Hamiltonian operator matrix and adjoint symplectic spaces. The adjoint symplectic orthonormality relation is proved for the whole state eigenfunction vectors, and then the expansion of an arbitrary whole state function vector by the eigenfunction vectors is established. Thus the range of classical method of separation of variables is considerably extended. The eigenproblem derived from a plate bending problem in a strip domain is used for illustration. © 1993 John Wiley & Sons, Inc.     

On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps,with applications to finance

We establish necessary and sufficient conditions of near-optimality for nonlinear systems governed by forward-backward stochastic differential equations with controlled jump processes (FBSDEJs in short). The set of controls under consideration is necessarily convex. The proof of our result is based on Ekeland’s variational principle and continuity in some sense of the state and adjoint processes with respect to the control variable. We prove that under an additional hypothesis, the near-maximum condition on the Hamiltonian function is a sufficient condition for near-optimality. At the end, as an application to finance, mean-variance portfolio selection mixed with a recursive utility optimization problem is given. Mokhtar Hafay     

Homoclinic Orbits for a Class of Fractional Hamiltonian Systems via Variational Methods

This paper is devoted to the existence and multiplicity of homoclinic orbits for a class of fractional-order Hamiltonian systems with left and right Liouville–Weyl fractional derivatives. Here, we present a new approach via variational methods and critical point theory to obtain sufficient conditions under which the Hamiltonian system has at least one homoclinic orbit or multiple homoclinic orbits. Some results are new even for second-order Hamiltonian systems.     

Numerical approximation of young measuresin non-convex variational problems

Summary. In non-convex optimisation problems, in particular in non-convex variational problems, there usually does not exist any classical solution but only generalised solutions which involve Young measures. In this paper, first a suitable relaxation and approximation theory is developed together with optimality conditions, and then an adaptive scheme is proposed for the efficient numerical treatment. The Young measures solving the approximate problems are usually composed only from a few atoms. This is the main argument our effective active-set type algorithm is based on. The support of those atoms is estimated from the Weierstrass maximum principle which involves a Hamiltonian whose good guess is obtained by a multilevel technique. Numerical experiments are performed in a one-dimensional variational problem and support efficiency of the algorithm. Received November 26, 1997 / Published online September 24, 1999     

Hamiltonian approach to studying thin shells of revolution made of composite materials

A method for constructing defining relations of the linear theory of shells of revolution in complex Hamiltonian form has been proposed. Based on the Lagrange variational principle, we have constructed a mathematical model of a multilayer orthotropic shell of revolution. We have obtained explicit expressions for the coefficients and right-hand sides of the Hamiltonian complex system of equations describing the statics of shells of revolution in terms of their rigid characteristics and acting loads. The Hamiltonian resolving system of linear differential equations, formulated in the axially symmetric case, has some specific properties facilitating both analytical studies and numerical procedures of their solution.     

Hamiltonian and Variational Linear Distributed Systems

We use the formalism of bilinear- and quadratic differential forms in order to study Hamiltonian and variational linear distributed systems. It was shown in [1] that a system described by ordinary linear constant-coefficient differential equations is Hamiltonian if and only if it is variational. In this paper we extend this result to systems described by linear, constant-coefficient partial differential equations. It is shown that any variational system is Hamiltonian, and that any scalar Hamiltonian system is contained (in general, properly) in a particular variational system.     

Stability of Discrete Approximations and Necessary Optimality Conditions for Delay-Differential Inclusions

This paper is devoted to the study of optimization problems for dynamical systems governed by constrained delay-differential inclusions with generally nonsmooth and nonconvex data. We provide a variational analysis of the dynamic optimization problems based on their data perturbations that involve finite-difference approximations of time-derivatives matched with the corresponding perturbations of endpoint constraints. The key issue of such an analysis is the justification of an appropriate strong stability of optimal solutions under finite-dimensional discrete approximations. We establish the required pointwise convergence of optimal solutions and obtain necessary optimality conditions for delay-differential inclusions in intrinsic Euler–Lagrange and Hamiltonian forms involving nonconvex-valued subdifferentials and coderivatives of the initial data.