Search

In this contribution, we develop a variational integrator for the simulation of (stochastic and multiscale) electric circuits. When considering the dynamics of an electrical circuit, one is faced with three special situations: 1. The system involves external (control) forcing through external (controlled) voltage sources and resistors. 2. The system is constrained via the Kirchhoff current (KCL) and voltage laws (KVL). 3. The Lagrangian is degenerate. Based on a geometric setting, an appropriate variational formulation is presented to model the circuit from which the equations of motion are derived. A time-discrete variational formulation provides an iteration scheme for the simulation of the electric circuit. Dependent on the discretization, the intrinsic degeneracy of the system can be canceled for the discrete variational scheme. In this way, a variational integrator is constructed that gains several advantages compared to standard integration tools for circuits; in particular, a comparison to BDF methods (which are usually the method of choice for the simulation of electric circuits) shows that even for simple LCR circuits, a better energy behavior and frequency spectrum preservation can be observed using the developed variational integrator., 35 pages

A mission design technique that combines invariant manifold techniques, discrete mechanics, and optimal control produces locally optimal low-energy trajectories. Previously, invariant manifolds of the planar circular restricted three-body problem have been used to design trajectories with relatively small midcourse change in velocity ΔV. A different method of using invariant manifolds is explored to design trajectories directly in the four-body problem. Then, using the local optimal control method DMOC (Discrete Mechanics and Optimal Control), it is possible to reduce the midcourse ΔV to zero. The influence of different boundary conditions on the optimal trajectory is also demonstrated. These methods are tested on a trajectory that begins in Earth orbit and ends in ballistic capture at the moon. Impulsive DMOC trajectories require up to 19% less ΔV than trajectories using a Hohmann transfer. When applied to low-thrust trajectories, DMOC produces an improvement of up to 59% in the mass fraction and 22% in travel time when compared with results from shooting methods.

The equations of nonholonomic mechanics may be derived using a number of variational principles. This paper studies some of these principles from the contemporary geometric point of view, taking into account various bundle structures that are intrinsically present in the nonholonomic setting.

In this paper we make a connection between covariant elasticity based on covariance of energy balance and Lagrangian field theory of elasticity with two background metrics. We use Kuchař’s idea of reparametrization of field theories and make elasticity generally covariant by introducing a "covariance field", which is a time-independent spatial diffeomorphism. We define a modified action for parameterized elasticity and show that the Doyle-Ericksen formula and spatial homogeneity of the Lagrangian density are among its Euler–Lagrange equations.

This article considers the optimal estimation of the state of a dynamic observable using a mobile sensor. The main goal is to compute a sensor trajectory that minimizes the estimation error over a given time horizon taking into account uncertainties in the observable dynamics and sensing, and respecting the constraints of the workspace. The main contribution is a methodology for handling arbitrary dynamics, noise models, and environment constraints in a global optimization framework. It is based on sequential Monte Carlo methods and sampling-based motion planning. Three variance reduction techniques–utility sampling, shuffling, and pruning–based on importance sampling, are proposed to speed up convergence. The developed framework is applied to two typical scenarios: a simple vehicle operating in a planar polygonal obstacle environment and a simulated helicopter searching for a moving target in a 3-D terrain.

We consider the optimal control of mechanical systems on Lie groups and develop numerical methods that exploit the structure of the state space and preserve the system motion invariants. Our approach is based on a coordinate-free variational discretization of the dynamics that leads to structure-preserving discrete equations of motion. We construct necessary conditions for optimal trajectories that correspond to discrete geodesics of a higher order system and develop numerical methods for their computation. The resulting algorithms are simple to implement and converge to a solution in very few iterations. A general software implementation is provided and applied to two example systems: an underactuated boat and a satellite with thrusters.

This paper is concerned with the classical problem of wave propagation in discrete models of nonuniform spatial resolution. We develop a new class of Replica Time Integrators (RTIs) that permit the two-way transmission of thermal phonons across mesh interfaces. This two-way transmissibility is accomplished by representing the state of the coarse regions by means of replica ensembles, consisting of collections of identical copies of the coarse regions. In dimension d, RTIs afford an O(n^d) speed-up factor in sequential mode, and O(n^(d + 1)) in parallel, over regions that are coarsened n-fold. In this work, we restrict ourselves to the solution of the 3d continuous wave equation, for both linear and non-linear materials. By a combination of phase-error analysis and numerical testing, we show that RTIs are convergent and result in exact two-way transmissibility at the Courant–Friedrichs–Lewy limit for any angle of incidence. In this limit, RTIs allow step waves and high-frequency harmonics to cross mesh interfaces in both directions without internal reflections or appreciable loss or addition of energy. The possible connections of RTIs with discrete-to-continuum approaches and, in particular, with the transition between molecular dynamics and continuum thermodynamics are also pointed to by way of future outlook.

We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based on the highly-non-trivial introduction of two efficient symplectic schemes for exponentiations of matrices that only require O(n) matrix multiplications operations at each coarse time step for a preset small number n. The proposed integrator is shown to be (i) uniformly convergent on positions; (ii) symplectic in both slow and fast variables; (iii) well adapted to high dimensional systems. Our framework also provides a general method for iteratively exponentiating a slowly varying sequence of (possibly high dimensional) matrices in an efficient way.

In this paper, we develop a method for stabilizing underactuated mechanical systems by imposing kinematic constraints (more precisely Lyapunov constraints). If these constraints can be implemented by actuators, i.e., if there exists a related constraint force exerted by the actuators, then the existence of a Lyapunov function for the system under consideration is guaranteed. We establish necessary and sufficient conditions for the existence and uniqueness of constraint forces. These conditions give rise to a system of PDEs whose solution is the required Lyapunov function. To illustrate our results, we solve these PDEs for certain underactuated mechanical systems of interest such as the inertia wheel-pendulum, the inverted pendulum on a cart system and the ball and beam system.

The equations of motion of a controlled mechanical system subject to holonomic constraints may be formulated in terms of the states and controls by applying a constrained version of the Lagrange-d’Alembert principle. This paper derives a structure-preserving scheme for the optimal control of such systems using, as one of the key ingredients, a discrete analogue of that principle. This property is inherited when the system is reduced to its minimal dimension by the discrete null space method. Together with initial and final conditions on the configuration and conjugate momentum, the reduced discrete equations serve as nonlinear equality constraints for the minimization of a given objective functional. The algorithm yields a sequence of discrete configurations together with a sequence of actuating forces, optimally guiding the system from the initial to the desired final state. In particular, for the optimal control of multibody systems, a force formulation consistent with the joint constraints is introduced. This enables one to prove the consistency of the evolution of momentum maps. Using a two-link pendulum, the method is compared with existing methods. Further, it is applied to a satellite reorientation maneuver and a biomotion problem.

The method of using Finite Time Liapunov Exponents (FTLE) to extract Lagrangian Coherent Structures (LCS) in aperiodic flows, as originally developed by Haller, is applied to geophysical flows. In this approach, the LCS are identified as surfaces of greatest separation that parse the flow into regions with different dynamical behavior. In this way, the LCS reveal the underlying skeleton of turbulence. The time-dependence of the LCS provides insight into the mechanisms by which fluid is transported from one region to another. Of especial interest in this study is the utility with which the FTLE-LCS method can be used to reveal homoclinic and horseshoe dynamics in aperiodic flows. The FTLE-LCS method is applied to turbulent flow in hurricanes and reveals LCS that delineate sharp boundaries to a storm. Moreover, intersections of the LCS define lobes that mediate transport into and out of a storm through the action of homoclinic lobe dynamics. Using the FTLE-LCS method, the same homoclinic structures are seen to be a dominant transport mechanism in the Global Ocean, and provide insights into the role of mesoscale eddies in enhancing lateral mixing.

In this paper, we present a numerical technique for performing Lie advection of arbitrary differential forms. Leveraging advances in high-resolution finite volume methods for scalar hyperbolic conservation laws, we first discretize the interior product (also called contraction) through integrals over Eulerian approximations of extrusions. This, along with Cartan's homotopy formula and a discrete exterior derivative, can then be used to derive a discrete Lie derivative. The usefulness of this operator is demonstrated through the numerical advection of scalar fields and 1-forms on regular grids., Accepted version; to be published in J. FoCM

Controlled Lagrangian and matching techniques are developed for the stabilization of relative equilibria of discrete mechanical systems with symmetry and equilibria of discrete mechanical systems with broken symmetry. Unexpected phenomena arise in the controlled Lagrangian approach in the discrete context that are not present in the continuous theory. In particular, to make the discrete theory effective, one can make an appropriate selection of momentum levels or, alternatively, introduce a new parameter into the controlled Lagrangian to complete the kinetic shaping procedure. New terms in the controlled shape equation that are necessary for potential shaping in the discrete setting are introduced. The theory is illustrated with the problem of stabilization of the cart-pendulum system on an incline, and the application of the theory to the construction of digital feedback controllers is also discussed.

This study investigates Lagrangian coherent structures (LCS) in the planar elliptic restricted three-body problem (ER3BP), a generalization of the circular restricted three-body problem (CR3BP) that asks for the motion of a test particle in the presence of two elliptically orbiting point masses. Previous studies demonstrate that an understanding of transport phenomena in the CR3BP, an autonomous dynamical system (when viewed in a rotating frame), can be obtained through analysis of the stable and unstable manifolds of certain periodic solutions to the CR3BP equations of motion. These invariant manifolds form cylindrical tubes within surfaces of constant energy that act as separatrices between orbits with qualitatively different behaviors. The computation of LCS, a technique typically applied to fluid flows to identify transport barriers in the domains of time-dependent velocity fields, provides a convenient means of determining the time-dependent analogues of these invariant manifolds for the ER3BP, whose equations of motion contain an explicit dependency on the independent variable. As a direct application, this study uncovers the contribution of the planet Mercury to the Interplanetary Transport Network, a network of tubes through the solar system that can be exploited for the construction of low-fuel spacecraft mission trajectories.

The authors' recent paper in Reports in Mathematical Physics develops Dirac reduction for cotangent bundles of Lie groups, which is called Lie--Dirac reduction . This procedure simultaneously includes Lagrangian, Hamiltonian, and a variational view of reduction. The goal of the present paper is to generalize Lie-Dirac reduction to the case of a general configuration manifold; we refer to this as Dirac cotangent bundle reduction. This reduction procedure encompasses, in particular, a reduction theory for Hamiltonian as well as implicit Lagrangian systems, including the case of degenerate Lagrangians. First of all, we establish a reduction theory starting with the Hamilton-Pontryagin variational principle, which enables one to formulate an implicit analogue of the Lagrange-Poincare equations. To do this, we assume that a Lie group acts freely and properly on a configuration manifold, in which case there is an associated principal bundle and we choose a principal connection. Then, we develop a reduction theory for the canonical Dirac structure on the cotangent bundle to induce a gauged Dirac structure . Second, it is shown that by making use of the gauged Dirac structure, one obtains a reduction procedure for standard implicit Lagrangian systems, which is called Lagrange-Poincare-Dirac reduction . This procedure naturally induces the horizontal and vertical implicit Lagrange-Poincare equations , which are consistent with those derived from the reduced Hamilton-Pontryagin principle. Further, we develop the case in which a Hamiltonian is given (perhaps, but not necessarily, coming from a regular Lagrangian); namely, Hamilton-Poincare-Dirac reduction for the horizontal and vertical Hamilton-Poincare equations . We illustrate the reduction procedures by an example of a satellite with a rotor. The present work is done in a way that is consistent with, and may be viewed as a specialization of the larger context of Dirac reduction, which allows for Dirac reduction by stages . This is explored in a paper in preparation by Cendra, Marsden, Ratiu and Yoshimura.

This paper studies the principle of invariance of balance of energy and its consequences for a system of interacting particles under groups of transformations. Balance of energy and its invariance is first examined in Euclidean space. Unlike the case of continuous media, it is shown that conservation and balance laws do not follow from the assumption of invariance of balance of energy under time-dependent isometries of the ambient space. However, the postulate of invariance of balance of energy under arbitrary diffeomorphisms of the ambient (Euclidean) space, does yield the correct conservation and balance laws.

In this paper, structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton–Pontryagin variational principle. From this principle, one can derive a novel class of variational partitioned Runge–Kutta methods on Lie groups. Included among these integrators are generalizations of symplectic Euler and Stormer–Verlet integrators from flat spaces to Lie groups. Because of their variational design, these integrators preserve a discrete momentum map (in the presence of symmetry) and a symplectic form. In a companion paper, we perform a numerical analysis of these methods and report on numerical experiments on the rigid body and chaotic dynamics of an underwater vehicle. The numerics reveal that these variational integrators possess structure-preserving properties that methods designed to preserve momentum (using the coadjoint action of the Lie group) and energy (for example, by projection) lack.

The purpose of this paper is to extend the symmetric representation of the rigid body equations from the group SO (n) to other groups. These groups are matrix subgroups of the general linear group that are defined by a quadratic matrix identity. Their corresponding Lie algebras include several classical semisimple matrix Lie algebras. The approach is to start with an optimal control problem on these groups that generates geodesics for a left-invariant metric. Earlier work by Bloch, Crouch, Marsden, and Ratiu defines the symmetric representation of the rigid body equations, which is obtained by solving the same optimal control problem in the particular case of the Lie group SO (n). This paper generalizes this symmetric representation to a wider class of matrix groups satisfying a certain quadratic matrix identity. We consider the relationship between this symmetric representation of the generalized rigid body equations and the generalized rigid body equations themselves. A discretization of this symmetric representation is constructed making use of the symmetry, which in turn give rise to numerical algorithms to integrate the generalized rigid body equations for the given class of matrix Lie groups.

The first part of this paper considers the problem of solving an equation of the form F(x,y) = 0, for y = φ(x) as a function of x, where F : X x Y → Z is a smooth nonlinear mapping between Banach spaces. The focus is on the case in which the mapping F is degenerate at some point (x^*; y^*) with respect to y, i.e., when F' _y (x^*; y^*), the derivative of F with respect to y, is not invertible and, hence, the classical Implicit Function Theorem is not applicable. We present pth-order generalizations of the Implicit Function Theorem for this case. The second part of the paper uses these pth-order implicit function theorems to derive sufficient conditions for the existence of a solution of degenerate nonlinear boundary-value problems for second-order ordinary differential equations in cases close to resonance. The last part of the paper presents a modified perturbation method for solving degenerate second-order boundary value problems with a small parameter. The results of this paper are based on the constructions of p-regularity theory, whose basic concepts and main results are given in the paper Factor-analysis of nonlinear mappings: p- regularity theory by Tret'yakov and Marsden (Communications on Pure and Applied Analysis, 2 (2003), 425-445).

Part I of this paper introduced the notion of implicit Lagrangian systems and their geometric structure was explored in the context of Dirac structures. In this part, we develop the variational structure of implicit Lagrangian systems. Specifically, we show that the implicit Euler–Lagrange equations can be formulated using an extended variational principle of Hamilton called the Hamilton–Pontryagin principle. This variational formulation incorporates, in a natural way, the generalized Legendre transformation, which enables one to treat degenerate Lagrangian systems. The definition of this generalized Legendre transformation makes use of natural maps between iterated tangent and cotangent spaces. Then, we develop an extension of the classical Lagrange–d’Alembert principle called the Lagrange–d’Alembert–Pontryagin principle for implicit Lagrangian systems with constraints and external forces. A particularly interesting case is that of nonholonomic mechanical systems that can have both constraints and external forces. In addition, we define a constrained Dirac structure on the constraint momentum space, namely the image of the Legendre transformation (which, in the degenerate case, need not equal the whole cotangent bundle). We construct an implicit constrained Lagrangian system associated with this constrained Dirac structure by making use of an Ehresmann connection. Two examples, namely a vertical rolling disk on a plane and an L–C circuit are given to illustrate the results.

This paper explains and gives a global analysis of the rising egg phenomenon. The main tools that are used in this analysis are derived from the theory of dissipation-induced instabilities, adiabatic invariants, and LaSalle's invariance principle. The analysis is done within the framework of a specific model of the egg as a prolate spheroid, with its equations of motion derived from Newtonian mechanics. The paper begins by considering the linear and nonlinear stability of the non-risen and risen states of the spheroid corresponding to the initial and final state of the rising egg phenomenon. The asymptotic state of the spheroid is determined by an adiabatic momentum invariant. Because the symmetry associated with this adiabatic invariant coincides with the symmetry associated with the Jellett invariant in the tippe top, we call this quantity the Jellett momentum map. Linear theory shows that the spectral stability of the non-risen state is determined by a cubic polynomial. The spectral stability of the risen state is governed by the modified Maxwell-Bloch equations - a normal form that appears in the problem of tippe top inversion and that was studied previously by the authors. A generalization of the energy-momentum method that includes adiabatic momentum invariants provides explicit criteria for the existence of an orbit connecting these states. In particular, it is shown that if the risen state is stable, the spheroid rises all the way.

This paper is concerned with modeling the dynamics of N articulated solid bodies submerged in an ideal fluid. The model is used to analyze the locomotion of aquatic animals due to the coupling between their shape changes and the fluid dynamics in their environment. The equations of motion are obtained by making use of a two-stage reduction process which leads to significant mathematical and computational simplifications. The first reduction exploits particle relabeling symmetry: that is, the symmetry associated with the conservation of circulation for ideal, incompressible fluids. As a result, the equations of motion for the submerged solid bodies can be formulated without explicitly incorporating the fluid variables. This reduction by the fluid variables is a key difference with earlier methods, and it is appropriate since one is mainly interested in the location of the bodies, not the fluid particles. The second reduction is associated with the invariance of the dynamics under superimposed rigid motions. This invariance corresponds to the conservation of total momentum of the solid-fluid system. Due to this symmetry, the net locomotion of the solid system is realized as the sum of geometric and dynamic phases over the shape space consisting of allowable relative motions, or deformations, of the solids. In particular, reconstruction equations that govern the net locomotion at zero momentum, that is, the geometric phases, are obtained. As an illustrative example, a planar three-link mechanism is shown to propel and steer itself at zero momentum by periodically changing its shape. Two solutions are presented: one corresponds to a hydrodynamically decoupled mechanism and one is based on accurately computing the added inertias using a boundary element method. The hydrodynamically decoupled model produces smaller net motion than the more accurate model, indicating that it is important to consider the hydrodynamic interaction of the links.

The purpose of this paper is to give a local tricubic interpolation scheme in three dimensions that is both C^1 and isotropic. The algorithm is based on a specific 64 × 64 matrix that gives the relationship between the derivatives at the corners of the elements and the coefficients of the tricubic interpolant for this element. In contrast with global interpolation where the interpolated function usually depends on the whole data set, our tricubic local interpolation only uses data in a neighbourhood of an element. We show that the resulting interpolated function and its three first derivatives are continuous if one uses cubic interpolants. The implementation of the interpolator can be downloaded as a static and dynamic library for most platforms. The major difference between this work and current local interpolation schemes is that we do not separate the problem into three one-dimensional problems. This allows for a much easier and accurate computation of higher derivatives of the extrapolated field. Applications to the computation of Lagrangian coherent structures in ocean data are briefly discussed.

The invariant manifold structures of the collinear libration points for the restricted three-body problem provide the framework for understanding transport phenomena from a geometrical point of view. In particular, the stable and unstable invariant manifold tubes associated with libration point orbits are the phase space conduits transporting material between primary bodies for separate three-body systems. These tubes can be used to construct new spacecraft trajectories, such as a ‘Petit Grand Tour’ of the moons of Jupiter. Previous work focused on the planar circular restricted three-body problem. This work extends the results to the three-dimensional case. Besides providing a full description of different kinds of libration motions in a large vicinity of these points, this paper numerically demonstrates the existence of heteroclinic connections between pairs of libration orbits, one around the libration point L_1 and the other around L_2. Since these connections are asymptotic orbits, no manoeuvre is needed to perform the transfer from one libration point orbit to the other. A knowledge of these orbits can be very useful in the design of missions such as the Genesis Discovery Mission, and may provide the backbone for other interesting orbits in the future.

The purpose of this paper is to review and further develop the subject of variational integration algorithms as it applies to mechanical systems of engineering interest. In particular, the conservation properties of both synchronous and asynchronous variational integrators (AVIs) are discussed in detail. We present selected numerical examples which demonstrate the excellent accuracy, conservation and convergence characteristics of AVIs. In these tests, AVIs are found to result in substantial speed-ups, at equal accuracy, relative to explicit Newmark. A mathematical proof of convergence of the AVIs is also presented in this paper. Finally, we develop the subject of horizontal variations and configurational forces in discrete dynamics. This theory leads to exact path-independent characterizations of the configurational forces acting on discrete systems. Notable examples are the configurational forces acting on material nodes in a finite element discretisation; and the J-integral at the tip of a crack in a finite element mesh.

This paper focuses on methods of constructing of reduced-order models of mechanical systems which preserve the Lagrangian structure of the original system. These methods may be used in combination with standard spatial decomposition methods, such as the Karhunen–Loeve expansion, balancing, and wavelet decompositions. The model reduction procedure is implemented for three-dimensional finite-element models of elasticity, and we show that using the standard Newmark implicit integrator, significant savings are obtained in the computational costs of simulation. In particular simulation of the reduced model scales linearly in the number of degrees of freedom, and parallelizes well.

We present a general method for analysing and numerically solving partial differential equations with self-similar solutions. The method employs ideas from symmetry reduction in geometric mechanics, and involves separating the dynamics on the shape space (which determines the overall shape of the solution) from those on the group space (which determines the size and scale of the solution). The method is computationally tractable as well, allowing one to compute self-similar solutions by evolving a dynamical system to a steady state, in a scaled reference frame where the self-similarity has been factored out. More generally, bifurcation techniques can be used to find self-similar solutions, and determine their behaviour as parameters in the equations are varied. The method is given for an arbitrary Lie group, providing equations for the dynamics on the reduced space, for reconstructing the full dynamics and for determining the resulting scaling laws for self-similar solutions. We illustrate the technique with a numerical example, computing self-similar solutions of the Burgers equation.

We derive the classical Delaunay variables by finding a suitable symmetry action of the three torus T3 on the phase space of the Kepler problem, computing its associated momentum map and using the geometry associated with this structure. A central feature in this derivation is the identification of the mean anomaly as the angle variable for a symplectic S1 action on the union of the non-degenerate elliptic Kepler orbits. This approach is geometrically more natural than traditional ones such as directly solving Hamilton–Jacobi equations, or employing the Lagrange bracket. As an application of the new derivation, we give a singularity free treatment of the averaged J2-dynamics (the effect of the bulge of the Earth) in the Cartesian coordinates by making use of the fact that the averaged J2-Hamiltonian is a collective Hamiltonian of the T3 momentum map. We also use this geometric structure to identify the drifts in satellite orbits due to the J2 effect as geometric phases.

The paper presents recent advances in p-regularity theory, which has been developing successfully for the last twenty years. The main result of this theory gives a detailed description of the structure of the zero set of an irregular nonlinear mapping. We illustrate the theory with an application to degenerate problems in different fields of mathematics, which substantiates the general applicability of the class of p-regular problems. Moreover, the connection between singular problems and nonlinear mappings is shown. Amongst the applications, the structure of p-factor-operators is used to construct numerical methods for solving degenerate nonlinear equations and optimization problems.

In this paper, we develop a structure-preserving discretization of the Lagrangian framework for electrodynamics, combining the techniques of variational integrators and discrete differential forms. This leads to a general family of variational, multisymplectic numerical methods for solving Maxwell’s equations that automatically preserve key symmetries and invariants. In doing so, we show that Yee’s finite-difference time-domain (FDTD) scheme and its variants are multisymplectic and derive from a discrete Lagrangian variational principle. We also generalize the Yee scheme to unstructured meshes, not just in space but in 4-dimensional spacetime, which relaxes the need to take uniform time steps or even to have a preferred time coordinate. Finally, as an example of the type of methods that can be developed within this general framework, we introduce a new asynchronous variational integrator (AVI) for solving Maxwell’s equations. These results are illustrated with some prototype simulations that show excellent numerical behavior and absence of spurious modes, even for an irregular mesh with asynchronous time stepping.

This paper analyses continuous and discrete versions of the generalized rigid body equations and the role of these equations in numerical analysis, optimal control and integrable Hamiltonian systems. In particular, we present a symmetric representation of the rigid body equations on the Cartesian product SO(n) × SO(n) and study its associated symplectic structure. We describe the relationship of these ideas with the Moser–Veselov theory of discrete integrable systems and with the theory of variational symplectic integrators. Preliminary work on the ideas discussed in this paper may be found in Bloch et al (Bloch AM, Crouch P, Marsden J E and Ratiu T S 1998 Proc. IEEE Conf. on Decision and Control 37 2249–54).

The present work extends the non-smooth contact class of algorithms introduced by Kane et al. to the case of friction. The formulation specifically addresses contact geometries, e.g. involving multiple collisions between tightly packed non-smooth bodies, for which neither normals nor gap functions can be properly defined. A key aspect of the approach is that the incremental displacements follow from a minimum principle. The objective function comprises terms which account for inertia, strain energy, contact, friction and external forcing. The Euler–Lagrange equations corresponding to this extended variational principle are shown to be consistent with the equations of motion of solids in frictional contact. In addition to its value as a basis for formulating numerical algorithms, the variational framework offers theoretical advantages as regards the selection of trajectories in cases of non-uniqueness. We present numerical and analytical examples which demonstrate the good momentum and energy conservation characteristics of the numerical algorithms, as well as the ability of the approach to account for stick and slip conditions.

In this paper we apply dynamical systems techniques to the problem of heteroclinic connections and resonance transitions in the planar circular restricted three-body problem. These related phenomena have been of concern for some time in topics such as the capture of comets and asteroids and with the design of trajectories for space missions such as the Genesis Discovery Mission. The main new technical result in this paper is the numerical demonstration of the existence of a heteroclinic connection between pairs of periodic orbits: one around the libration point L(1) and the other around L(2), with the two periodic orbits having the same energy. This result is applied to the resonance transition problem and to the explicit numerical construction of interesting orbits with prescribed itineraries. The point of view developed in this paper is that the invariant manifold structures associated to L(1) and L(2) as well as the aforementioned heteroclinic connection are fundamental tools that can aid in understanding dynamical channels throughout the solar system as well as transport between the "interior" and "exterior" Hill's regions and other resonant phenomena. (c) 2000 American Institute of Physics.

In this paper, discrete analogues of Euler-Poincar\'{e} and Lie-Poisson reduction theory are developed for systems on finite dimensional Lie groups $G$ with Lagrangians $L:TG \to {\mathbb R}$ that are $G$-invariant. These discrete equations provide ``reduced'' numerical algorithms which manifestly preserve the symplectic structure. The manifold $G \times G$ is used as an approximation of $TG$, and a discrete Langragian ${\mathbb L}:G \times G \to {\mathbb R}$ is construced in such a way that the $G$-invariance property is preserved. Reduction by $G$ results in new ``variational'' principle for the reduced Lagrangian $\ell:G \to {\mathbb R}$, and provides the discrete Euler-Poincar\'{e} (DEP) equations. Reconstruction of these equations recovers the discrete Euler-Lagrange equations developed in \cite{MPS,WM} which are naturally symplectic-momentum algorithms. Furthermore, the solution of the DEP algorithm immediately leads to a discrete Lie-Poisson (DLP) algorithm. It is shown that when $G=\text{SO} (n)$, the DEP and DLP algorithms for a particular choice of the discrete Lagrangian ${\mathbb L}$ are equivalent to the Moser-Veselov scheme for the generalized rigid body. %As an application, a reduced symplectic integrator for two dimensional %hydrodynamics is constructed using the SU$(n)$ approximation to the volume %preserving diffeomorphism group of ${\mathbb T}^2$.

We use so-called energy-dependent Schrodinger operators to establish a link between special classes of solutions on N-component systems of evolution equations and finite dimensional Hamiltonian systems on the moduli spaces of Riemann surfaces. We also investigate the phase-space geometry of these Hamiltonian systems and introduce deformations of the level sets associated to conserved quantities, which results in a new class of solutions with monodromy for N-component systems of PDEs. After constructing a variety of mechanical systems related to the spatial flows of nonlinear evolution equations, we investigate their semiclassical limits. In particular, we obtain semicalssical asymptotics for the Bloch eigenfunctions of the energy dependent Schrodinger operators, which is of importance in investigating zero-dispersion limits of N-component systems of PDEs.

The purpose of this paper is to apply particle methods to the numerical solution of the EPDiff equation. The weak solutions of EPDiff are contact discontinuities that carry momentum so that wavefront interactions represent collisions in which momentum is exchanged. This behavior allows for the description of many rich physical applications, but also introduces difficult numerical challenges. We present a particle method for the EPDiff equation that is well-suited for this class of solutions and for simulating collisions between wavefronts. Discretization by means of the particle method is shown to preserve the basic Hamiltonian, the weak and variational structure of the original problem, and to respect the conservation laws associated with symmetry under the Euclidean group. Numerical results illustrate that the particle method has superior features in both one and two dimensions, and can also be effectively implemented when the initial data of interest lies on a submanifold.

International audience; We present the material, spatial, and convective representations for elasticity and fluids with a free boundary from the Lagrangian reduction point of view, using the material and spatial symmetries of these systems. The associated constrained variational principles are formulated and the resulting equations of motion are deduced. In addition, we introduce general free boundary continua that contain both elasticity and free boundary hydrodynamics, extend for them various classical notions, and present the constrained variational principles and the equations of motion in the three representations. © Springer Science+Business Media, LLC 2012.

We present a new class of integrators for stiff PDEs. These integrators are generalizations of FLow AVeraging integratORS (FLAVORS) for stiff ODEs and SDEs introduced in [Tao, Owhadi and Marsden 2010] with the following properties: (i) Multiscale: they are based on flow averaging and have a computational cost determined by mesoscopic steps in space and time instead of microscopic steps in space and time; (ii) Versatile: the method is based on averaging the flows of the given PDEs (which may have hidden slow and fast processes). This bypasses the need for identifying explicitly (or numerically) the slow variables or reduced effective PDEs; (iii) Nonintrusive: A pre-existing numerical scheme resolving the microscopic time scale can be used as a black box and easily turned into one of the integrators in this paper by turning the large coefficients on over a microscopic timescale and off during a mesoscopic timescale; (iv) Convergent over two scales: strongly over slow processes and in the sense of measures over fast ones; (v) Structure-preserving: for stiff Hamiltonian PDEs (possibly on manifolds), they can be made to be multi-symplectic, symmetry-preserving (symmetries are group actions that leave the system invariant) in all variables and variational.

This paper studies the stability and bifurcations of the relative equilibrium of the double spherical pendulum, which has the circle as its symmetry group. The example as well as others with nonabelian symmetry groups, such as the rigid body, illustrate some useful general theory about Lagrangian reduction. In particular, we establish a satisfactory global theory of Lagrangian reduction that is consistent with the classical local Routh theory for systems with an abelian symmetry group.

We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by slow variables (ii) {\it Versatile}: the method is based on averaging the flows of the given dynamical system (which may have hidden slow and fast processes) instead of averaging the instantaneous drift of assumed separated slow and fast processes. This bypasses the need for identifying explicitly (or numerically) the slow or fast variables (iii) {\it Nonintrusive}: A pre-existing numerical scheme resolving the microscopic time scale can be used as a black box and easily turned into one of the integrators in this paper by turning the large coefficients on over a microscopic timescale and off during a mesoscopic timescale (iv) {\it Convergent over two scales}: strongly over slow processes and in the sense of measures over fast ones. We introduce the related notion of two-scale flow convergence and analyze the convergence of these integrators under the induced topology (v) {\it Structure preserving}: for stiff Hamiltonian systems (possibly on manifolds), they can be made to be symplectic, time-reversible, and symmetry preserving (symmetries are group actions that leave the system invariant) in all variables. They are explicit and applicable to arbitrary stiff potentials (that need not be quadratic). Their application to the Fermi-Pasta-Ulam problems shows accuracy and stability over four orders of magnitude of time scales. For stiff Langevin equations, they are symmetry preserving, time-reversible and Boltzmann-Gibbs reversible, quasi-symplectic on all variables and conformally symplectic with isotropic friction., 69 pages, 21 figures

When surveying a surface, such as a spherical shell around a planet or a mine field, it is often desirable to survey a pre-chosen distribution while simultaneously respecting all its length scales. We review the Mix Norm developed by Mathew and Mezic [4] and their application for a multiscale coverage algorithm on the unit square and torus.We then develop tools to do multiscale surveillance on arbitrary Riemannian manifolds (M, g). Next, we study the effects of applying the mix norm algorithm to more realistic scenarios where we have vehicles with different maximum speeds and frequency responses. We demonstrate this by applying the algorithm on the unit square to the case of a slow vehicle and a fast vehicle simultaneously exploring different spatial scales; we then test how well the uniform coverage algorithm allows a vehicle to estimate a function in a least squares sense. We also study the effects of varying the parameter s in the definition of mix norm for (M, g). In future work, we plan to apply a motions primitive based approach and explore ways of working with more general surfaces using triangular meshes.

The paper develops discretization schemes for mechanical systems for integration and optimization purposes through a discrete geometric approach. We focus on systems with symmetries, controllable shape (internal variables), and nonholonomic constraints. Motivated by the abundance of important models from science and engineering with such properties, we propose numerical methods specifically designed to account for their special geometric structure. At the core of the formulation lies a discrete variational principle that respects the structure of the state space and provides a framework for constructing accurate and numerically stable integrators. The dynamics of the systems we study is derived by vertical and horizontal splitting of the variational principle with respect to a nonholonomic connection that encodes the kinematic constraints and symmetries. We formulate a discrete analog of this principle by evaluating the Lagrangian and the connection at selected points along a discretized trajectory and derive discrete momentum equation and discrete reduced Euler-Lagrange equations resulting from the splitting of this principle. A family of nonholonomic integrators that are general, yet simple and easy to implement, are then obtained and applied to two examples-the steered robotic car and the snakeboard. Their numerical advantages are confirmed through comparisons with standard methods.

One of the goals of this paper is to describe explicitly the generic movement of eigenvalues through a one-to-one resonance in a linear Hamiltonian system which is equivariant with respect to a symplectic representation of a compact Lie group. We classify this movement, and hence answer the question of when the collisions are 'dangerous' in the sense of Krein by using a combination of group theory and definiteness properties of the associated quadratic Hamiltonian. For example, for systems with no symmetry or O(2) symmetry generically the eigenvalues split, whereas for systems with S1 symmetry, generically the eigenvalues may split or pass. It is in this last case that one has to use both group theory and energetics to determine the generic eigenvalue movement. The way energetics and group theory are combined is summarized in table 1. The result is to be contrasted with the bifurcation of steady states (zero eigenvalue) where one can use either group theory alone (Golubitsky and Stewart) or definiteness properties of the Hamiltonian (Cartan-Oh) to determine whether the eigenvalues split or pass on the imaginary axis.

We consider the steady group motions of a rigid body with a fixed point moving in a gravitational field. For an asymmetric top, rotation about the axis of gravity is the only permissible group motion; for a Lagrange top, simultaneous rotation about the axis of gravity and spin about the axis of symmetry of the top is permissible. Our analysis of the heavy top follows the reduced energy momentum method of Simo et al, which is applicable to a wide range of conservative systems with symmetry. Steady group motions are characterized as solutions of a variational problem on the configuration space; local minima of the amended potential correspond to nonlinearly orbitally stable steady motions. The combination of a low-dimensional configuration space and a relatively large number of parameters that produce substantial qualitative changes in the dynamics makes possible a thorough, detailed analysis, which not only reproduces the classical results for this well known system, but leads to some results which we believe are new. We determine general equilibrium and nonlinear stability conditions for steady group motions of a heavy top with a fixed point. We rederive the classical equilibrium and stability conditions for sleeping tops and precessing Lagrange tops, analyse in detail the stability of a family of steady rotations of tilted tops which bifurcate from the branch of sleeping tops parametrized by angular velocity, and classify the possible stability transitions of an arbitrary top as its angular velocity is increased. We obtain a simple, general expression for the characteristic polynomial of the linearized equations of motion and analyse the linear stability of both sleeping tops and the family of tilted top motions previously mentioned. Finally, we demonstrate the coexistence of stable branches of steadily precessing tops that bifurcate from the branch of sleeping Lagrange tops throughout the range of angular velocities for which the sleeping top is stable.

We derive the equations of motion for a planar rigid body of circular shape moving in a 2D perfect fluid with point vortices using symplectic reduction by stages. After formulating the theory as a mechanical system on a configuration space which is the product of a space of embeddings and the special Euclidian group in two dimensions, we divide out by the particle relabelling symmetry and then by the residual rotational and translational symmetry. The result of the first stage reduction is that the system is described by a non-standard magnetic symplectic form encoding the effects of the fluid, while at the second stage, a careful analysis of the momentum map shows the existence of two equivalent Poisson structures for this problem. For the solid-fluid system, we hence recover the ad hoc Poisson structures calculated by Shashikanth, Marsden, Burdick and Kelly on the one hand, and Borisov, Mamaev, and Ramodanov on the other hand. As a side result, we obtain a convenient expression for the symplectic leaves of the reduced system and we shed further light on the interplay between curvatures and cocycles in the description of the dynamics., Comment: 52 pages, 2 figures

A variational formulation of constrained dynamics is presented in the continuous and in the discrete setting. The existing theory on variational integration of constrained problems is extended by aspects on the initialization of simulations, the discrete Legendre transform and certain postprocessing steps. Furthermore, the discrete null space method which has been introduced in the framework of energy-momentum conserving integration of constrained systems is adapted to the framework of variational integrators. It eliminates the constraint forces (including the Lagrange multipliers) from the timestepping scheme and subsequently reduces its dimension to the minimal possible number. While retaining the structure preserving properties of the specific integrator, the solution of the smaller dimensional system saves computational costs and does not suffer from conditioning problems. The performance of the variational discrete null space method is illustrated by numerical examples dealing with mass point systems, a closed kinematic chain of rigid bodies and flexible multibody dynamics and the solutions are compared to those obtained by an energy-momentum scheme.

We develop a variational r-adaptive finite element framework for solid dynamic applications and explore its conceptual links with the theory of dynamic configurational forces. The central idea underlying the proposed approach is to allow Hamilton’s principle of stationary action to determine jointly the evolution of the displacement field and the discretization of the reference configuration of the body. This is accomplished by rendering the action stationary with respect to the material and spatial nodal coordinates simultaneously. However, we find that a naive consistent Galerkin discretization of the action leads to intrinsically unstable solutions. Remarkably, we also find that this unstable behavior is eliminated when a mixed, multifield version of Hamilton’s principle is adopted. Additional features of the proposed numerical implementation include the use of uncoupled space and time discretizations; the use of independent space interpolations for velocities and deformations; the application of these interpolations over a continuously varying adaptive mesh; and the application of mixed variational integrators with independent time interpolations for velocities and nodal parameters. The accuracy, robustness and versatility of the approach are assessed and demonstrated by way of convergence tests and selected examples.

This paper demonstrates that the conditions for the existence of a dissipation-induced heteroclinic orbit between the inverted and noninverted states of a tippe top are determined by a complex version of the equations for a simple harmonic oscillator: the modified Maxwell-Bloch equations. A standard linear analysis reveals that the modified Maxwell-Bloch equations describe the spectral instability of the noninverted state and Lyapunov stability of the inverted state. Standard nonlinear analysis based on the energy momentum method gives necessary and sufficient conditions for the existence of a dissipation-induced connecting orbit between these relative equilibria.

This paper studies the optimal motion control of mechanical systems through a discrete geometric approach. At the core of our formulation is a discrete Lagrange-d’Alembert- Pontryagin variational principle, from which are derived discrete equations of motion that serve as constraints in our optimization framework. We apply this discrete mechanical approach to holonomic systems with symmetries and, as a result, geometric structure and motion invariants are preserved. We illustrate our method by computing optimal trajectories for a simple model of an air vehicle flying through a digital terrain elevation map, and point out some of the numerical benefits that ensue.

This paper provides a precise sense in which the time t map for the Euler equations of an ideal fluid in a region in R^n (or a smooth compact n-manifold with boundary) is a Poisson map relative to the Lie-Poisson bracket associated with the group of volume preserving diffeomorphism group. This is interesting and nontrivial because in Eulerian representation, the time t maps need not be C^1 from the Sobolev class H^s to itself (where s > (n/2) + 1). The idea of how this difficulty is overcome is to exploit the fact that one does have smoothness in the Lagrangian representation and then carefully perform a Lie-Poisson reduction procedure., 24 pages