Solving optimal control problems by using inherent dynamical properties

We present a technique for computing optimal control trajectories by exploiting the inherent structure of the dynamics arising from symmetries and invariant (un)stable manifolds of fixed points. Our approach is based on sequencing motions along relative equilibria and invariant manifolds joined by simple optimized maneuvers. Our main goal is to compute an approximate globally optimal solution which can serve as a good initial guess for iterative nonlinear control optimization. The described approach is exemplified by the optimal control of the spherical pendulum. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Bifurcation from periodic solutions with spatiotemporal symmetry, including resonances and mode interactions

We study local bifurcation in equivariant dynamical systems from periodic solutions with a mixture of spatial and spatiotemporal symmetries.In previous work, we focused primarily on codimension one bifurcations. In this paper, we show that the techniques used in the codimension one analysis can be extended to understand also higher codimension bifurcations, including resonant bifurcations and mode interactions. In particular, we present a general reduction scheme by which we relate bifurcations from periodic solutions to bifurcations from fixed points of twisted equivariant diffeomorphisms, which in turn are linked via normal form theory to bifurcations from equilibria of equivariant vector fields.We also obtain a general theory for bifurcation from relative periodic solutions and we show how to incorporate time-reversal symmetries into our framework.     

A Hybrid Systems Framework for Motion Planning with Motion Primitives of Mechanical Systems

Motion planning with motion primitives is a solution concept for the optimal control of mechanical systems based on a quantization of the search space. In this contribution, we write the resulting system as a hybrid automaton and discuss the arising structures. In this context, we focus on the exploitation of symmetries. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Lie-point symmetries and nonlinear dynamical systems

Nonlinear symmetries of finite dimensional dynamical systems are related to nonlinear normal forms and center manifolds in the neighbourhood of a singular point. Certain abstract results can be used algorithmically to construct the normal forms and/or the center manifold up to a given order in the perturbation expansion. We also argue that for this task, approximate symmetries are as useful as exact ones.     

Hamiltonian Systems near Relative Equilibria

We give explicit differential equations for the dynamics of Hamiltonian systems near relative equilibria. These split the dynamics into motion along the group orbit and motion inside a slice transversal to the group orbit. The form of the differential equations that is inherited from the symplectic structure and symmetry properties of the Hamiltonian system is analysed and the effects of time reversing symmetries are included. The results will be applicable to the stability and bifurcation theories of relative equilibria of Hamiltonian systems.     

Partial symmetries and dynamical systems

We start recalling the characterizing property of the ‘partial symmetries’ of a differential problem, that is, the property of transforming solutions into solutions only in a proper subset of the full solution set. This paper is devoted to analyze the role of partial symmetries in the special context of dynamical systems and also to compare this notion with other notions of ‘weak’ symmetries, namely, the λ‐symmetries and the orbital symmetries. Particular attention is addressed to discuss the relevance of partial symmetries in dynamical systems admitting homoclinic (or heteroclinic) manifolds, which can be ‘broken’ by periodic perturbations, thus giving rise, according to the (suitably rewritten) Mel'nikov theorem, to the appearance of a chaotic behavior of Smale‐horseshoes type. Many examples illustrate all the various aspects and situations. Copyright © 2016 John Wiley & Sons, Ltd.     

Dynamical systems with variable dissipation: approaches, methods, and applications

This work is devoted to the development of qualitative methods in the theory of nonconservative systems that arise, e.g., in such fields of science as the dynamics of a rigid body interacting with a resisting medium, oscillation theory, etc. This material can arouse the interest of specialists in the qualitative theory of ordinary differential equations, in rigid body dynamics, as well as in fluid and gas dynamics since the work uses the properties of motion of a rigid body in a medium under streamline flow-around conditions. The author obtains a full spectrum of complete integrability cases for nonconservative dynamical systems having nontrivial symmetries. Moreover, in almost all cases of integrability, each of the first integrals is expressed through a finite combination of elementary functions and is a transcendental function of its variables, simultaneously. In this case, the transcendence is meant in the complex analysis sense; i.e., after the continuation of the functions considered to the complex domain, they have essentially singular points. The latter fact is stipulated by the existence of attracting and repelling limit sets in the system considered (for example, attracting and repelling foci). The author obtains new families of phase portraits of systems with variable dissipation on lowerand higher-dimensional manifolds. He discusses the problems of their absolute or relative roughness, He discovers new integrable cases of rigid body motion, including those in the classical problem of motion of a spherical pendulum placed in an over-running medium flow.     

Conserved Quantities and Symmetries Related to Stochastic Dynamical Systems

The present article focuses on the three topics related to the notions of "conserved quantities" and "symmetries" in stochastic dynamical systems described by stochastic differential equations of Stratonovich type. The first topic is concerned with the relation between conserved quantities and symmetries in stochastic Hamilton dynamical systems, which is established in a way analogous to that in the deterministic Hamilton dynamical theory. In contrast with this, the second topic is devoted to investigate the procedures to derive conserved quantities from symmetries of stochastic dynamical systems without using either the Lagrangian or Hamiltonian structure. The results in these topics indicate that the notion of symmetries is useful for finding conserved quantities in various stochastic dynamical systems. As a further important application of symmetries, the third topic treats the similarity method to stochastic dynamical systems. That is, it is shown that the order of a stochastic system can be reduced, if the system admits symmetries. In each topic, some illustrative examples for stochastic dynamical systems and their conserved quantities and symmetries are given.     

Bifurcation analysis and the Conley index in mechanics

The paper is devoted to the bifurcation analysis and the Conley index in Hamiltonian dynamical systems. We discuss the phenomenon of appearance (disappearance) of equilibrium points under the change of the Morse index of a critical point of a Hamiltonian. As an application of these techniques we find new relative equilibria in the problem of the motion of three point vortices of equal intensity in a circular domain.     

A periodically forced,piecewise linear system,Part II: The fragmentation mechanism of strange attractors and grazing

In the first part of this work, the local singularity of non-smooth dynamical systems was discussed and the criteria for the grazing bifurcation were presented mathematically. In this part, the fragmentation mechanism of strange attractors in non-smooth dynamical systems is investigated. The periodic motion transition is completed through grazing. The concepts for the initial and final grazing, switching manifolds are introduced for six basic mappings. The fragmentation of strange attractors in non-smooth dynamical systems is described mathematically. The fragmentation mechanism of the strange attractor for such a non-smooth dynamical system is qualitatively discussed. Such a fragmentation of the strange attractor is illustrated numerically. The criteria and topological structures for the fragmentation of the strange attractor need to be further developed as in hyperbolic strange attractors. The fragmentation of the strange attractors extensively exists in non-smooth dynamical systems, which will help us better understand chaotic motions in non-smooth dynamical systems.     

Nash-type equilibria on Riemannian manifolds: A variational approach

Motivated by Nash equilibrium problems on ‘curved’ strategy sets, the concept of Nash–Stampacchia equilibrium points is introduced via variational inequalities on Riemannian manifolds. Characterizations, existence, and stability of Nash–Stampacchia equilibria are studied when the strategy sets are compact/noncompact geodesic convex subsets of Hadamard manifolds, exploiting two well-known geometrical features of these spaces both involving the metric projection map. These properties actually characterize the non-positivity of the sectional curvature of complete and simply connected Riemannian spaces, delimiting the Hadamard manifolds as the optimal geometrical framework of Nash–Stampacchia equilibrium problems. Our analytical approach exploits various elements from set-valued and variational analysis, dynamical systems, and non-smooth calculus on Riemannian manifolds. Examples are presented on the Poincaré upper-plane model and on the open convex cone of symmetric positive definite matrices endowed with the trace-type Killing form.     

Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systems

A new definition for the approximate symmetries of Itô dynamical system is given. Determining systems of approximate symmetries for Itô and Stratonovich dynamical systems have been obtained. It has been shown that approximate conservation laws can be found from the approximate symmetries of stochastic dynamical systems which do not arise from a Hamiltonian. The results have been applied to an example.     

Global Optimization using a Dynamical Systems Approach

We develop new algorithms for global optimization by combining well known branch and bound methods with multilevel subdivision techniques for the computation of invariant sets of dynamical systems. The basic idea is to view iteration schemes for local optimization problems – e.g. Newton’s method or conjugate gradient methods – as dynamical systems and to compute set coverings of their fixed points. The combination with bounding techniques allow for the computation of coverings of the global optima only. We show convergence of the new algorithms and present a particular implementation. Michael Dellnitz - Research of the authors is partially supported by the Deutsche Forschungsgemeinschaft within the Sonderforschungsbereich 376     

Symmetric spaces and Lie triple systems in numerical analysis of differential equations

A remarkable number of different numerical algorithms can be understood and analyzed using the concepts of symmetric spaces and Lie triple systems, which are well known in differential geometry from the study of spaces of constant curvature and their tangents. This theory can be used to unify a range of different topics, such as polar-type matrix decompositions, splitting methods for computation of the matrix exponential, composition of selfadjoint numerical integrators and dynamical systems with symmetries and reversing symmetries. The thread of this paper is the following: involutive automorphisms on groups induce a factorization at a group level, and a splitting at the algebra level. In this paper we will give an introduction to the mathematical theory behind these constructions, and review recent results. Furthermore, we present a new Yoshida-like technique, for self-adjoint numerical schemes, that allows to increase the order of preservation of symmetries by two units. The proposed techniques has the property that all the time-steps are positive.     

Comments on Some Algebraic Properties of the Gauge Equivalent Soliton Equations

In references to [1], [2], a theory is proposed for generating the constants of motion, the symmetries and their Lie algebra for some dynamical systems, where three parameters α, β are introduced. In this paper, we have proved that if the soliton equations in dynamical systems are gauge equivalent, then the parameters α, β, h are invariant and the Lie algebra of the symmetries is isomophic under the transformation operator. At last some interesting examples are given.     

Invariant manifolds for stochastic wave equations

In this paper, we consider a class of stochastic wave equations with nonlinear multiplicative noise. We first show that these stochastic wave equations generate random dynamical systems (or stochastic flows) by transforming the stochastic wave equations to random wave equations through a stationary random homeomorphism. Then, we establish the existence of random invariant manifolds for the random wave equations. Due to the temperedness of the nonlinearity, we obtain only local invariant manifolds no matter how large the spectral gap is unlike the deterministic cases. Based on these random dynamical systems, we prove the existence of random invariant manifolds in a tempered neighborhood of an equilibrium. Finally, we show that the images of these invariant manifolds under the inverse stationary transformation give invariant manifolds for the stochastic wave equations.     

Dynamical Symmetry Breaking in Geometrodynamics

Using a first-order perturbative formulation, we analyze the local loss of symmetry when a source of electromagnetic and gravitational fields interacts with an agent that perturbs the original geometry associated with the source. We had proved that the local gauge groups are isomorphic to local groups of transformations of special tetrads. These tetrads define two orthogonal planes at every point in space–time such that every vector in these local planes is an eigenvector of the Einstein–Maxwell stress–energy tensor. Because the local gauge symmetry in Abelian or even non-Abelian field structures in four-dimensional Lorentzian space–times is manifested by the existence of local planes of symmetry, the loss of symmetry is manifested by a tilt of these planes under the influence of an external agent. In this strict sense, the original local symmetry is lost. We thus prove that the new planes at the same point after the tilting generated by the perturbation correspond to a new symmetry. Our goal here is to show that the geometric manifestation of local gauge symmetries is dynamical. Although the original local symmetries are lost, new symmetries arise. This is evidence for a dynamical evolution of local symmetries. We formulate a new theorem on dynamical symmetry evolution. The proposed new classical model can be useful for better understanding anomalies in quantum field theories.     

Heteroclinic Transition Motions in Periodic Perturbations of Conservative Systems with an Application to Forced Rigid Body Dynamics

We consider periodic perturbations of conservative systems. The unperturbed systems are assumed to have two nonhyperbolic equilibria connected by a heteroclinic orbit on each level set of conservative quantities. These equilibria construct two normally hyperbolic invariant manifolds in the unperturbed phase space, and by invariant manifold theory there exist two normally hyperbolic, locally invariant manifolds in the perturbed phase space. We extend Melnikov’s method to give a condition under which the stable and unstable manifolds of these locally invariant manifolds intersect transversely. Moreover, when the locally invariant manifolds consist of nonhyperbolic periodic orbits, we show that there can exist heteroclinic orbits connecting periodic orbits near the unperturbed equilibria on distinct level sets. This behavior can occur even when the two unperturbed equilibria on each level set coincide and have a homoclinic orbit. In addition, it yields transition motions between neighborhoods of very distant periodic orbits, which are similar to Arnold diffusion for three or more degree of freedom Hamiltonian systems possessing a sequence of heteroclinic orbits to invariant tori, if there exists a sequence of heteroclinic orbits connecting periodic orbits successively.We illustrate our theory for rotational motions of a periodically forced rigid body. Numerical computations to support the theoretical results are also given.     

Contact symmetries of the Helmholtz form

In this paper, vector fields which are symmetries of the contact ideal are studied. It is shown that contact symmetries of the Helmholtz form transform a dynamical form to a dynamical form which is variational (i.e. comes as the Euler-Lagrange form from a Lagrangian). The case of dynamical forms representing first-order classes in the variational sequence is analysed in detail, which means, by the variational sequence theory, that systems of ordinary differential equations of order ?3 are concerned.