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One way to define a sub-Riemannian metric is as the limit of a Riemannian metric. Consider a Riemannian structure depending on a parameter $s$ such that its limit defines a sub-Riemannian metric when $s \to \infty$, assuming that the Riemannian geodesic flow is integrable for all $s$. An interesting question is: Can we determine the integrability of the sub-Riemannian geodesic flow as the limit of the integrals of motion of the Riemannian geodesic flow? The paper's main contribution is to provide a positive answer to this question in the special orthogonal group. Theorem 1.1 states that the Riemannian geodesic flow is Liuville integrable: The Manakov integrals' limit suggests the existence of a Lax pair formulation of the Riemannian geodesic equations, and the proof of Theorem 1.1 relies on this Lax pair.

The local controllability of a rich class of affine nonlinear control systems with nonhomogeneous quadratic drift and constant control vector fields is analyzed. The interest in this particular class of systems stems from the ubiquity in science and engineering of some of its notable representatives, namely the Sprott system, the Lorenz system and the rigid body among others. A necessary and sufficient condition for strong accessibility reminiscent of the Kalman rank condition is derived, and it generalizes Crouch's condition for the rigid body. This condition is in general not sufficient to infer small-time local controllability. However, under some additional mild assumptions local controllability is established. In particular for the Sprott and Lorenz systems, sharp conditions for small-time local controllability are obtained in the single-input case., Comment: 18 pages, 2 figures

We analyze discrete optimal control problems and their connection with back propagation and deep learning. We consider in particular the symmetric representation of the discrete rigid body equations developed via optimal control analysis and optimal flows on adjoint orbits

The paradigm of the inflationary universe provides a possible explanation for several observed cosmological properties. In order for such solutions to be successful, the universe must convert the energy stored in the inflaton potential into standard model particles through a process known as reheating. In this paper, we reconsider the reheating process for the case where the inflaton potential respects an approximate (but spontaneously broken) conformal symmetry during the reheating epoch. After reviewing the Effective Field Theory of Reheating, we present solutions for the nonlinear oscillations of the inflaton field, derive the corresponding Hill's equation for the coupled reheating field, and determine the stability diagram for parametric resonance. For this class of models -- the simplest realization being a scalar field with a quartic term -- the expansion of the universe drives the coupled field toward a more unstable part of parameter space, in contrast to the standard case. We also generalize this class of models to include quadratic breaking terms in the potential during the reheating epoch and address the process of stability in that universality class of models., Comment: 35 pages, 15 figures

The Toda lattice (1967) is a Hamiltonian system given by $n$ points on a line governed by an exponential potential. Flaschka (1974) showed that the Toda lattice is integrable by interpreting it as a flow on the space of symmetric tridiagonal $n\times n$ matrices, while Moser (1975) showed that it is a gradient flow on a projective space. The symmetric Toda flow of Deift, Li, Nanda, and Tomei (1986) generalizes the Toda lattice flow from tridiagonal to all symmetric matrices. They showed the flow is integrable, in the classical sense of having $d$ integrals in involution on its $2d$-dimensional phase space. The system may be viewed as integrable in other ways as well. Firstly, Symes (1980, 1982) solved it explicitly via $QR$-factorization and conjugation. Secondly, Deift, Li, Nanda, and Tomei (1986) 'tridiagonalized' the system into a family of tridiagonal Toda lattices which are solvable and integrable. In this paper we derive their tridiagonalization procedure in a natural way using the fact that the symmetric Toda flow is diffeomorphic to a twisted gradient flow on a flag variety, which may then be decomposed into flows on a product of Grassmannians. These flows may in turn be embedded into projective spaces via Pl\"ucker embeddings, and mapped back to tridiagonal Toda lattice flows using Moser's construction. In addition, we study the tridiagonalized flows projected onto a product of permutohedra, using the twisted moment map of Bloch, Flaschka, and Ratiu (1990). These ideas are facilitated in a natural way by the theory of total positivity, building on our previous work (2023)., Comment: 21 pages

Given integers $1 \le k_1 < \cdots < k_l \le n-1$, let $\text{Fl}_{k_1,\dots,k_l;n}$ denote the type $A$ partial flag variety consisting of all chains of subspaces $(V_{k_1}\subset\cdots\subset V_{k_l})$ inside $\mathbb{R}^n$, where each $V_k$ has dimension $k$. Lusztig (1994, 1998) introduced the totally positive part $\text{Fl}_{k_1,\dots,k_l;n}^{>0}$ as the subset of partial flags which can be represented by a totally positive $n\times n$ matrix, and defined the totally nonnegative part $\text{Fl}_{k_1,\dots,k_l;n}^{\ge 0}$ as the closure of $\text{Fl}_{k_1,\dots,k_l;n}^{>0}$. On the other hand, following Postnikov (2007), we define $\text{Fl}_{k_1,\dots,k_l;n}^{\Delta>0}$ and $\text{Fl}_{k_1,\dots,k_l;n}^{\Delta\ge 0}$ as the subsets of $\text{Fl}_{k_1,\dots,k_l;n}$ where all Pl\"{u}cker coordinates are positive and nonnegative, respectively. It follows from the definitions that Lusztig's total positivity implies Pl\"{u}cker positivity, and it is natural to ask when these two notions of positivity agree. Rietsch (2009) proved that they agree in the case of the Grassmannian $\text{Fl}_{k;n}$, and Chevalier (2011) showed that the two notions are distinct for $\text{Fl}_{1,3;4}$. We show that in general, the two notions agree if and only if $k_1, \dots, k_l$ are consecutive integers. We give an elementary proof of this result (including for the case of Grassmannians) based on classical results in linear algebra and the theory of total positivity. We also show that the cell decomposition of $\text{Fl}_{k_1,\dots,k_l;n}^{\ge 0}$ coincides with its matroid decomposition if and only if $k_1,\dots,k_l$ are consecutive integers, which was previously only known for complete flag varieties, Grassmannians, and $\text{Fl}_{1,3;4}$. Finally, we determine which notions of positivity are compatible with a natural action of the cyclic group of order $n$ that rotates the index set., Comment: 21 pages. v2: Minor changes

One of the most important developments in exoplanet science in the past decade is the discovery of multi-planet systems with sub-Neptune-sized planets interior to 1~AU. This chapter explores the architectures of these planetary systems, which often display a remarkable degree of uniformity: the planets have nearly equal sizes, regular orbital spacing, low eccentricities, and small mutual inclinations. This uniformity stands in sharp contrast to the diverse nature of the exoplanet sample considered as a whole (as well as our inner solar system). We begin with a critical review of the observations -- including possible biases -- and find that these peas-in-a-pod planetary systems are apparently a common outcome of the planet formation process. Modest departures from exact uniformity suggest additional patterns, such as the planet mass slowly increasing with semi-major axis. The star formation process naturally produces circumstellar disks with the properties required to produce these planetary systems, although the solid material must move inward from its initial location. We discuss primary modes of planetary assembly, the role of orbital migration, and post-nebular atmospheric loss. Mature planetary systems are found to be near their minimum energy (tidal equilibrium) configurations; this finding provides a partial explanation for their observed properties and indicates that efficient energy dissipation must occur. Finally, we consider population synthesis models and show that peas-in-a-pod patterns emerge with reasonable choices for the input parameters. Nonetheless, interesting observational and theoretical challenges remain in order to understand how these surprisingly organized planetary systems arise from the disorder of their formation processes., Comment: Chapter for publication in Protostars and Planets VII, 42 pages, 17 Figures

One can view a partial flag variety in $\mathbb{C}^n$ as an adjoint orbit $\mathcal{O}_\lambda$ inside the Lie algebra of $n \times n$ skew-Hermitian matrices. We use the orbit context to study the totally nonnegative part of a partial flag variety from an algebraic, geometric, and dynamical perspective. The paper has three main parts: (1) We introduce the totally nonnegative part of $\mathcal{O}_\lambda$, and describe it explicitly in several cases. We define a twist map on it, which generalizes (in type $A$) a map of Bloch, Flaschka, and Ratiu (1990) on an isospectral manifold of Jacobi matrices. (2) We study gradient flows on $\mathcal{O}_\lambda$ which preserve positivity, working in three natural Riemannian metrics. In the K\"ahler metric, positivity is preserved in many cases of interest, extending results of Galashin, Karp, and Lam (2017, 2019). In the normal metric, positivity is essentially never preserved on a generic orbit. In the induced metric, whether positivity is preserved appears to depends on the spacing of the eigenvalues defining the orbit. (3) We present two applications. First, we discuss the topology of totally nonnegative flag varieties and amplituhedra. Galashin, Karp, and Lam (2017, 2019) showed that the former are homeomorphic to closed balls, and we interpret their argument in the orbit framework. We also show that a new family of amplituhedra, which we call twisted Vandermonde amplituhedra, are homeomorphic to closed balls. Second, we discuss the symmetric Toda flow on $\mathcal{O}_\lambda$. We show that it preserves positivity, and that on the totally nonnegative part, it is a gradient flow in the K\"ahler metric up to applying the twist map. This extends a result of Bloch, Flaschka, and Ratiu (1990)., Comment: 79 pages. v2: Updated references. v3: Minor changes

Observations indicate that members of close stellar binaries often have mass ratios close to unity, while longer-period systems exhibit a more uniform mass-ratio distribution. This paper provides a theoretical explanation for this finding by determining the tidal equilibrium states for binary star systems --- subject to the constraints of conservation of angular momentum and constant total mass. This work generalizes previous treatments by including the mass fraction as a variable in the optimization problem. The results show that the lowest energy state accessible to the system corresponds to equal mass stars on a circular orbit, where the stellar spin angular velocities are both synchronized and aligned with the orbit. These features are roughly consistent with observed properties of close binary systems. We also find the conditions required for this minimum energy state to exist: [1] The total angular momentum must exceed a critical value, [2] the orbital angular momentum must be three times greater than the total spin angular momentum, and [3] the semimajor axis is bounded from above. The last condition implies that sufficiently wide binaries are not optimized with equal mass stars, where the limiting binary separation occurs near $a_0\approx16R_\ast$., Comment: 13 pages, 2 figures, accepted for publication in MNRAS

Motivated by the trends found in the observed sample of extrasolar planets, this paper determines tidal equilibrium states for forming planetary systems --- subject to conservation of angular momentum, constant total mass, and fixed orbital spacing. In the low-mass limit, valid for superearth-class planets with masses of order $m_{\rm p}\sim10M_\oplus$, previous work showed that energy optimization leads to nearly equal mass planets, with circular orbits confined to a plane. The present treatment generalizes previous results by including the self-gravity of the planetary bodies. For systems with sufficiently large total mass $m_{\scriptstyle T}$ in planets, the optimized energy state switches over from the case of nearly equal mass planets to a configuration where one planet contains most of the material. This transition occurs for a critical mass threshold of approximately $m_{\scriptstyle T} \ge m_{\scriptstyle C}\sim40M_\oplus$ (where the value depends on the semimajor axes of the planetary orbits, the stellar mass, and other system properties). These considerations of energy optimization apply over a wide range of mass scales, from binary stars to planetary systems to the collection of moons orbiting the giant planets in our solar system., Comment: 16 pages, 5 figures, accepted for publication in MNRAS

We investigate global continuation of periodic orbits of a differential equation depending on a parameter, assuming that a closed 1-form satisfying certain properties exists. We begin by extending the global continuation theory of Alexander, Alligood, Mallet-Paret, Yorke, and others to this situation, formulating a new notion of global continuability and a new global continuation theorem tailored for this situation. In particular, we show that the existence of such a 1-form ensures that local continuability of periodic orbits implies global continuability. Using our general theory, we then develop continuation-based techniques for proving the existence of periodic orbits. In contrast to previous work, a key feature of our results is that existence of periodic orbits can be proven (i) without finding trapping regions for the dynamics and (ii) without establishing a priori upper bounds on the periods of orbits. We illustrate the theory in examples inspired by the synthetic biology literature., Comment: Appendix A and Remarks 1,4,5 have been added. Typos and other minor errors have been corrected

In this paper, we study the stationary orbits of quantum Lindblad systems. We show that they can be characterized in terms of trees and forests on a directed graph with edge weights that depend on the Lindblad operators and the eigenbasis of the density operator. For a certain class of typical Lindblad systems, this characterization can be used to find the asymptotic end-states. There is a unique end-state for each basin of the graph (the strongly connected components with no outgoing edges). In most cases, every asymptotic end-state must be a linear combination thereof, but we prove necessary and sufficient conditions under which symmetry in the Lindblad and Hamiltonian operators hide other end-states or stable oscillations between end-states., Comment: 17 pages, 7 figures

The Helmholtz conditions are necessary and sufficient conditions for a system of second order differential equations to be variational, that is, equivalent to a system of Euler-Lagrange equations for a regular Lagrangian. On the other hand, matching conditions are sufficient conditions for a class of controlled systems to be variational for a Lagrangian function of a prescribed type, known as the controlled Lagrangian. Using the Helmholtz conditions we are able to recover the matching conditions from [8]. Furthermore we can derive new matching conditions for a particular class of mechanical systems. It turns out that for this class of systems we obtain feedback controls that only depend on the configuration variables. We test this new strategy for the inverted pendulum on a cart and for the inverted pendulum on an incline.

Motivated by the current search for exomoons, this paper considers the stability of tidal equilibrium for hierarchical three-body systems containing a star, a planet, and a moon. In this treatment, the energy and angular momentum budgets include contributions from the planetary orbit, lunar orbit, stellar spin, planetary spin, and lunar spin. The goal is to determine the optimized energy state of the system subject to the constraint of constant angular momentum. Due to the lack of a closed form solution for the full three-body problem, however, we must use use an approximate description of the orbits. We first consider the Keplerian limit and find that the critical energy states are saddle points, rather than minima, so that these hierarchical systems have no stable tidal equilibrium states. We then generalize the calculation so that the lunar orbit is described by a time-averaged version of the circular restricted three-body problem. In this latter case, the critical energy state is a shallow minimum, so that a tidal equilibrium state exists. In both cases, however, the lunar orbit for the critical point lies outside the boundary (roughly half the Hill radius) where (previous) numerical simulations indicate dynamical instability. These results suggest that star-planet-moon systems have no viable long-term stable states analogous to those found for two-body systems., Comment: 17 pages, 4 figures, accepted to MNRAS

In this paper, we demonstrate that the dynamics of an $n$-dimensional Lindblad control system can be separated into its inter- and intra-orbit dynamics when there is fast controllability. This can be viewed as a control system on the simplex of density operator spectra, where the flag representing the eigenspaces is viewed as a control variable. The local controllability properties of this control system can be analyzed when the control-set of flags is limited to a finite subset. In particular, there is a natural finite subset of $n!$ flags that are effective for low-purity orbits., Comment: 13 pages, 5 figures

This paper investigates the fast Hamiltonian control of $n=2$ density operators by continuously varying the flag as one moves away from the completely mixed state. In general, the critical points and zeros of the purity derivative can only be solved analytically in the limit of minimal purity. We derive differential equations that maintain these features as the purity increases. In particular, there is a thread of points in the Bloch ball that locally maximizes the purity derivative, and a corresponding thread that minimizes it. Additionally, we show there is a closed surface of points inside of which the purity derivative is positive, and inside of which is negative. We argue that this approach may be useful in studying higher-dimensional systems., Comment: 8 pages, 4 figures

Motivated by the possibility that different versions of the laws of physics could be realized within other universes, this paper delineates the galactic parameters that allow for habitable planets and revisits constraints on the amplitude $Q$ of the primordial density fluctuations. Previous work indicates that large values of $Q$ lead to galaxies so dense that planetary orbits cannot survive long enough for life to develop. Small values of $Q$ lead to delayed star formation, loosely bound galaxies, and compromised heavy element retention. This work generalizes previous treatments: [A] We consider models for the internal structure of galaxies and find the fraction of galactic real estate that allows stable, long-lived planetary orbits. [B] We perform a large ensemble of numerical simulations to estimate cross sections for the disruption of planetary orbits due to interactions with passing stars. [C] We consider disruption due to the background radiation fields produced by the galaxies. [D] One consequence of intense galactic background radiation fields is that some portion of the galaxy, denoted as the Galactic Habitable Zone, will provide the right flux levels to support habitable planets for essentially any planetary orbit. As $Q$ increases, the fraction of stars in a galaxy that allow for habitable planets decreases due to both orbital disruption and the intense background radiation. However, the outer parts of the galaxy always allow for habitable planets, so that the value of $Q$ does not have a well-defined upper limit. Moreover, some Galactic Habitable Zones are large enough to support more potentially habitable planets than the galaxies found in our universe. These results suggest that the possibilities for habitability in other universes are somewhat more favorable and far more diverse than previously imagined., Comment: 28 pages, 5 figures; version includes responses to two referees; accepted to JCAP

This paper considers the stability of tidal equilibria for planetary systems in which stellar rotation provides a significant contribution to the angular momentum budget. We begin by applying classic stability considerations for two bodies to planetary systems --- where one mass is much smaller than the other. The application of these stability criteria to a subset of the Kepler sample indicates that the majority of the systems are not in a stable equilibrium state. Motivated by this finding, we generalize the stability calculation to include the quadrupole moment for the host star. In general, a stable equilibrium requires that the total system angular momentum exceeds a minimum value (denoted here as $L_X$) and that the orbital angular momentum of the planet exceeds a minimum fraction of the total. Most, but not all, of the observed planetary systems in the sample have enough total angular momentum to allow an equilibrium state. Even with the generalizations of this paper, however, most systems have too little orbital angular momentum (relative to the total) and are not in an equilibrium configuration. Finally, we consider the time evolution of these planetary systems; the results constrain the tidal quality factor of the stars and suggest that $10^6\le{Q_\ast}\le10^7$., Comment: 13 pages, 9 figures, accepted to MNRAS

Models of bipedal locomotion are hybrid, with a continuous component often generated by a Lagrangian plus actuators, and a discrete component where leg transfer takes place. The discrete component typically consists of a locally embedded co-dimension one submanifold in the continuous state space of the robot, called the switching surface, and a reset map that provides a new initial condition when a solution of the continuous component intersects the switching surface. The aim of this paper is to identify a low-dimensional submanifold of the switching surface, which, when it can be rendered invariant by the closed-loop dynamics, leads to asymptotically stable periodic gaits. The paper begins this process by studying the well-known 3D Linear Inverted Pendulum (LIP) model, where analytical results are much easier to obtain. A key contribution here is the notion of \textit{self-synchronization}, which refers to the periods of the pendular motions in the sagittal and frontal planes tending to a common period. The notion of invariance resulting from the study of the 3D LIP model is then extended to a 9-DOF 3D biped. A numerical study is performed to illustrate that asymptotically stable walking may be obtained., Comment: Conference

Intermediate mass stars and stellar remnants often host planets, and these dynamical systems evolve because of mass loss and tides. This paper considers the combined action of stellar mass loss and tidal dissipation on planetary orbits in order to determine the conditions required for planetary survival. Stellar mass loss is included using a so-called Jeans model, described by a dimensionless mass loss rate \gamma and an index \beta. We use an analogous prescription to model tidal effects, described here by a dimensionless dissipation rate \Gamma and two indices (q,p). The initial conditions are determined by the starting value of angular momentum parameter \eta (equivalently, the initial eccentricity) and the phase \theta of the orbit. Within the context of this model, we derive an analytic formula for the critical dissipation rate \Gamma, which marks the boundary between orbits that spiral outward due to stellar mass loss and those that spiral inward due to tidal dissipation. This analytic result \Gamma=\Gamma(\gamma,\beta,q,p,\eta,\theta) is essentially exact for initially circular orbits and holds to within an accuracy of 50% over the entire multi-dimensional parameter space, where the individual parameters vary by several orders of magnitude. For stars that experience mass loss, the stellar radius often displays quasi-periodic variations, which produce corresponding variations in tidal forcing; we generalize the calculation to include such pulsations using a semi-analytic treatment that holds to the same accuracy as the non-pulsating case. These results can be used in many applications, e.g., to predict/constrain properties of planetary systems orbiting white dwarfs., Comment: 17 pages, 4 figures, accepted to ApJ Letters

Hill's equations arise in a wide variety of physical problems, and are specified by a natural frequency, a periodic forcing function, and a forcing strength parameter. This classic problem is generalized here in two ways: [A] to Random Hill's equations which allow the forcing strength q_k, the oscillation frequency \lambda_k, and the period \tau_k of the forcing function to vary from cycle to cycle, and [B] to Stochastic Hill's equations which contain (at least) one additional term that is a stochastic process \xi. This paper considers both random and stochastic Hill's equations with small parameter variations, so that p_k=q_k-, \ell_k=\lambda_k-<\lambda_k>, and \xi are all O(\epsilon), where \epsilon<<1. We show that random Hill's equations and stochastic Hill's equations have the same growth rates when the parameter variations p_k and \ell_k obey certain constraints given in terms of the moments of \xi. For random Hill's equations, the growth rates for the solutions are given by the growth rates of a matrix transformation, under matrix multiplication, where the matrix elements vary from cycle to cycle. Unlike classic Hill's equations where the parameter space (the \lambda-q plane) displays bands of stable solutions interlaced with bands of unstable solutions, random Hill's equations are generically unstable. We find analytic approximations for the growth rates of the instability; for the regime where Hill's equation is classically stable, and the parameter variations are small, the growth rate \gamma = O(\epsilon^2). Using the relationship between the (\ell_k,p_k) and the \xi, this result for \gamma can be used to find growth rates for stochastic Hill's equations., Comment: 22 pages, 3 figures, accepted to Journal of Mathematical Physics

Observations indicate that intermediate mass stars, binary stars, and stellar remnants often host planets; a complete explanation of these systems requires an understanding of how planetary orbits evolve as their central stars lose mass. Motivated by these dynamical systems, this paper generalizes in two directions previous studies of orbital evolution in planetary systems with stellar mass loss: [1] Many previous treatments focus on constant mass loss rates and much of this work is carried out numerically. Here we study a class of single planet systems where the stellar mass loss rate is time dependent. The mass loss rate can be increasing or decreasing, but the stellar mass always decreases monotonically. For this class of models, we develop analytic approximations to specify the final orbital elements for planets that remain bound after the epoch of mass loss, and find the conditions required for the planets to become unbound. We also show that for some mass loss functions, planets become unbound only in the asymptotic limit where the stellar mass vanishes. [2] We consider the chaotic evolution for two planet systems with stellar mass loss. Here we focus on a model consisting of analogs of Jupiter, Saturn, and the Sun. By monitoring the divergence of initially similar trajectories through time, we calculate the Lyapunov exponents of the system. This analog solar system is chaotic in the absence of mass loss with Lyapunov time in the range 5 - 10 Myr; we find that the Lyapunov time decreases with increasing stellar mass loss rate, with a nearly linear relationship between the two time scales. Taken together, the results of this paper help provide an explanation for a wide range of dynamical evolution that occurs in solar systems with stellar mass loss., Comment: 46 pages, 13 figures, accepted to MNRAS

This paper discusses Hamel's formalism and its applications to structure-preserving integration of mechanical systems. It utilizes redundant coordinates in order to eliminate multiple charts on the configuration space as well as nonphysical artificial singularities induced by local coordinates, while keeping the minimal possible degree of redundancy and avoiding integration of differential-algebraic equations., Comment: 7 pages, 4 figures

Motivated by the large number of extrasolar planetary systems that are near mean motion resonances, this paper explores a related type of dynamical behavior known as "nodding". Here, the resonance angle of a planetary system executes libration (oscillatory motion) for several cycles, circulates for one or more cycles, and then enters once again into libration. This type of complicated dynamics can affect our interpretation of observed planetary systems that are in or near mean motion resonance. This work shows that planetary systems in (near) mean motion resonance can exhibit nodding behavior, and outlines the portion of parameter space where it occurs. This problem is addressed using both full numerical integrations of the planetary systems and via model equations obtained through expansions of the disturbing function. In the latter approach, we identify the relevant terms that allow for nodding. The two approaches are in agreement, and show that nodding often occurs when a small body is in an external mean motion resonance with a larger planet. As a result, the nodding phenomenon can be important for interpreting observations of transit timing variations, where the existence of smaller bodies is inferred through their effects on larger, observed transiting planets. For example, in actively nodding planetary systems, both the amplitude and frequency of the transit timing variations depend on the observational time window., Comment: 45 pages, 15 figures, Accepted for publication in Astrophysical Journal

The dynamics of gradient and Hamiltonian flows with particular application to flows on adjoint orbits of a Lie group and the extension of this setting to flows on a loop group are discussed. Different types of gradient flows that arise from different metrics including the so-called normal metric on adjoint orbits of a Lie group and the K\"ahler metric are compared. It is discussed how a K\"ahler metric can arise from a complex structure induced by the Hilbert transform. Hybrid and metriplectic flows that arise when one has both Hamiltonian and gradient components are examined. A class of metriplectic systems that is generated by completely antisymmetric triple brackets is described and for finite-dimensional systems given a Lie algebraic interpretation. A variety of explicit examples of the several types of flows are given.

The observed population of Hot Jupiters displays a stunning variety of physical properties, including a wide range of densities and core sizes for a given planetary mass. Motivated by the observational sample, this paper studies the accretion of rocky planets by Hot Jupiters, after the Jovian planets have finished their principal migration epoch and become parked in $\sim4$-day orbits. In this scenario, rocky planets form later and then migrate inward due to torques from the remaining circumstellar disk, which also damps the orbital eccentricity. This mechanism thus represents one possible channel for increasing the core masses and metallicities of Hot Jupiters. This paper determines probabilities for the possible end states for the rocky planet: collisions with the Jovian planets, accretion onto the star, ejection from the system, and long-term survival of both planets. These probabilities depend on the mass of the Jovian planet and its starting orbital eccentricity, as well as the eccentricity damping rate for the rocky planet. Since these systems are highly chaotic, a large ensemble ($N\sim10^3$) of simulations with effectively equivalent starting conditions is required. Planetary collisions are common when the eccentricity damping rate is sufficiently low, but are rare otherwise. For systems that experience planetary collisions, this work determines the distributions of impact velocities -- both speeds and impact parameters -- for the collisions. These velocity distributions help determine the consequences of the impacts, e.g., where energy and heavy elements are deposited within the giant planets., Comment: 14 pages, 3 figures, accepted to ApJ Letters

We develop Hamilton-Jacobi theory for Chaplygin systems, a certain class of nonholonomic mechanical systems with symmetries, using a technique called Hamiltonization, which transforms nonholonomic systems into Hamiltonian systems. We give a geometric account of the Hamiltonization, identify necessary and sufficient conditions for Hamiltonization, and apply the conventional Hamilton-Jacobi theory to the Hamiltonized systems. We show, under a certain sufficient condition for Hamiltonization, that the solutions to the Hamilton-Jacobi equation associated with the Hamiltonized system also solve the nonholonomic Hamilton-Jacobi equation associated with the original Chaplygin system. The results are illustrated through several examples., Comment: Accepted for publication in Journal of Geometry and Physics

Pairs of migrating extrasolar planets often lock into mean motion resonance as they drift inward. This paper studies the convergent migration of giant planets (driven by a circumstellar disk) and determines the probability that they are captured into mean motion resonance. The probability that such planets enter resonance depends on the type of resonance, the migration rate, the eccentricity damping rate, and the amplitude of the turbulent fluctuations. This problem is studied both through direct integrations of the full 3-body problem, and via semi-analytic model equations. In general, the probability of resonance decreases with increasing migration rate, and with increasing levels of turbulence, but increases with eccentricity damping. Previous work has shown that the distributions of orbital elements (eccentricity and semimajor axis) for observed extrasolar planets can be reproduced by migration models with multiple planets. However, these results depend on resonance locking, and this study shows that entry into -- and maintenance of -- mean motion resonance depends sensitively on migration rate, eccentricity damping, and turbulence., Comment: 43 pages including 14 figures; accepted for publication in The Astrophysical Journal

This paper derives expressions for the growth rates for the random 2 x 2 matrices that result from solutions to the random Hill's equation. The parameters that appear in Hill's equation include the forcing strength and oscillation frequency. The development of the solutions to this periodic differential equation can be described by a discrete map, where the matrix elements are given by the principal solutions for each cycle. Variations in the forcing strength and oscillation frequency lead to matrix elements that vary from cycle to cycle. This paper presents an analysis of the growth rates including cases where all of the cycles are highly unstable, where some cycles are near the stability border, and where the map would be stable in the absence of fluctuations. For all of these regimes, we provide expressions for the growth rates of the matrices that describe the solutions., Comment: 22 pages, 3 figures

We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and also prove a discrete version of the geometric Hamilton-Jacobi theorem. The theory applied to discrete linear Hamiltonian systems yields the discrete Riccati equation as a special case of the discrete Hamilton-Jacobi equation. We also apply the theory to discrete optimal control problems, and recover some well-known results, such as the Bellman equation (discrete-time HJB equation) of dynamic programming and its relation to the costate variable in the Pontryagin maximum principle. This relationship between the discrete Hamilton-Jacobi equation and Bellman equation is exploited to derive a generalized form of the Bellman equation that has controls at internal stages., Comment: 26 pages, 2 figures

This paper presents a generalized treatment of Type I planetary migration in the presence of stochastic perturbations. In many planet-forming disks, the Type I migration mechanism, driven by asymmetric torques, acts on a short time scale and compromises planet formation. If the disk also supports MHD instabilities, however, the corresponding turbulent fluctuations produce additional stochastic torques that modify the steady inward migration scenario. This work studies the migration of planetary cores in the presence of stochastic fluctuations using complementary methods, including a Fokker-Planck approach and iterative maps. Stochastic torques have two main effects: [1] Through outward diffusion, a small fraction of the planetary cores can survive in the face of Type I inward migration. [2] For a given starting condition, the result of any particular realization of migration is uncertain, so that results must be described in terms of the distributions of outcomes. In addition to exploring different regimes of parameter space, this paper considers the effects of the outer disk boundary condition, varying initial conditions, and time-dependence of the torque parameters. For disks with finite radii, the fraction of surviving planets decreases exponentially with time. We find the survival fractions and decay rates for a range of disk models, and find the expected distribution of locations for surviving planets. For expected disk properties, the survival fraction lies in the range $0.01 < p_S < 0.1$., Comment: Accepted to The Astrophysical Journal; 44 pages, 12 figures

We discuss an extension of the Hamilton-Jacobi theory to nonholonomic mechanics with a particular interest in its application to exactly integrating the equations of motion. We give an intrinsic proof of a nonholonomic analogue of the Hamilton--Jacobi theorem. Our intrinsic proof clarifies the difference from the conventional Hamilton-Jacobi theory for unconstrained systems. The proof also helps us identify a geometric meaning of the conditions on the solutions of the Hamilton-Jacobi equation that arise from nonholonomic constraints. The major advantage of our result is that it provides us with a method of integrating the equations of motion just as the unconstrained Hamilton--Jacobi theory does. In particular, we build on the work by Iglesias-Ponte, de Leon, and Martin de Diego so that the conventional method of separation of variables applies to some nonholonomic mechanical systems. We also show a way to apply our result to systems to which separation of variables does not apply., Comment: 16 pages, 3 figures, submitted to Journal of Geometric Mechanics

We consider the problem of a sphere rolling of a curved surface and solve it by mapping it to the precession of a spin 1/2 in a magnetic field of variable magnitude and direction. The mapping can be of pedagogical use in discussing both rolling and spin precession, and in particular in understanding the emergence of geometrical phases in classical problems.

This paper considers random Hill's equations in the limit where the periodic forcing function becomes a Dirac delta function. For this class of equations, the forcing strength $q_k$, the oscillation frequency $\af_k$, and the period are allowed to vary from cycle to cycle. Such equations arise in astrophysical orbital problems in extended mass distributions, in the reheating problem for inflationary cosmologies, and in periodic Schr{\"o}dinger equations. The growth rates for solutions to the periodic differential equation can be described by a matrix transformation, where the matrix elements vary from cycle to cycle. Working in the delta function limit, this paper addresses several coupled issues: We find the growth rates for the $2 \times 2$ matrices that describe the solutions. This analysis is carried out in the limiting regimes of both large $q_k \gg 1$ and small $q_k \ll 1$ forcing strength parameters. For the latter case, we present an alternate treatment of the dynamics in terms of a Fokker-Planck equation, which allows for a comparison of the two approaches. Finally, we elucidate the relationship between the fundamental parameters $(\af_k,q_k)$ appearing in the stochastic differential equation and the matrix elements that specify the corresponding discrete map. This work provides analytic -- and accurate -- expressions for the growth rates of these stochastic differential equations in both the $q_k \gg1 $ and the $q_k \ll 1$ limits., Comment: 29 pages, 3 figures, accepted to Journal of Mathematical Physics

This paper continues previous work on the effects of turbulence on mean motion resonances in extrasolar planetary systems. Turbulence is expected to arise in the disks that form planets, and these fluctuations act to compromise resonant configurations. This paper extends previous work by considering how interactions between the planets and possible damping effects imposed by the disk affect the outcomes. These physical processes are studied using three approaches: numerical integrations of the 3-body problem with additional forcing due to turbulence, model equations that reduce the problem to stochastically driven oscillators, and Fokker-Planck equations that describe the time evolution of an ensemble of systems. With this combined approach, we elucidate the physics of how turbulence can remove extrasolar planetary systems from mean motion resonance. As expected, systems with sufficiently large damping (dissipation) can maintain resonance, in spite of turbulent forcing. In the absence of strong damping, ensembles of these systems exhibit two regimes of behavior, where the fraction of the bound states decreases as a power-law or as an exponential. Both types of behavior can be understood through the model developed herein. For systems with weak interactions between planets, the model reduces to a stochastic pendulum, and the fraction of bound states decreases as a power-law. For highly interactive systems, the dynamics are more complicated and the fraction of bound states decreases exponentially. We show how planetary interactions lead to drift terms in the Fokker-Planck equation and account for this exponential behavior. In addition to clarifying the physical processes involved, this paper strengthens the finding that turbulence implies that mean motions resonances should be rare., Comment: accepted to ApJ, 42 pages, 7 figures

This paper considers the effects of turbulence on mean motion resonances in extrasolar planetary systems and predicts that systems rarely survive in a resonant configuration. A growing number of systems are reported to be in resonance, which is thought to arise from the planet migration process. If planets are brought together and moved inward through torques produced by circumstellar disks, then disk turbulence can act to prevent planets from staying in a resonant configuration. This paper studies this process through numerical simulations and via analytic model equations, where both approaches include stochastic forcing terms due to turbulence. We explore how the amplitude and forcing time intervals of the turbulence affect the maintenance of mean motion resonances. If turbulence is common in circumstellar disks during the epoch of planet migration, with the amplitudes indicated by current MHD simulations, then planetary systems that remain deep in mean motion resonance are predicted to be rare. More specifically, the fraction of resonant systems that survive over a typical disk lifetime of 1 Myr is of order 0.01. If mean motion resonances are found to be common, their existence would place tight constraints on the amplitude and duty cycle of turbulent fluctuations in circumstellar disks. These results can be combined by expressing the expected fraction of surviving resonant systems in the approximate form P_b = C / N_{orb}^{1/2}, where the dimensionless parameter C = 10 - 50 and where N_{orb} is the number of orbits for which turbulence is active., Comment: 30 pages, 5 figures, accepted to ApJ

In this paper we study a discrete variational optimal control problem for the rigid body. The cost to be minimized is the external torque applied to move the rigid body from an initial condition to a pre-specified terminal condition. Instead of discretizing the equations of motion, we use the discrete equations obtained from the discrete Lagrange--d'Alembert principle, a process that better approximates the equations of motion. Within the discrete-time setting, these two approaches are not equivalent in general. The kinematics are discretized using a natural Lie-algebraic formulation that guarantees that the flow remains on the Lie group SO(3) and its algebra so(3). We use Lagrange's method for constrained problems in the calculus of variations to derive the discrete-time necessary conditions. We give a numerical example for a three-dimensional rigid body maneuver., Comment: 22 pages, 3 figures

The rosette-shaped motion of a particle in a central force field is known to be classically solvable by quadratures. We present a new approach of describing and characterizing such motion based on the eccentricity vector of the two body problem. In general, this vector is not an integral of motion. However, the orbital motion, when viewed from the nonuniformly rotating frame defined by the orientation of the eccentricity vector, can be solved analytically and will either be a closed periodic circulation or libration. The motion with respect to inertial space is then given by integrating the argument of periapsis with respect to time. Finally we will apply the decomposition to a modern central potential, the spherical Hernquist-Newton potential, which models dark matter halos of galaxies with central black holes., Comment: 27 pages, 15 figures, to appear in the Journal of Celestial Mechanics and Dynamical Astronomy, January 2008

In this paper we will explore fundamental constraints on the evolution of certain symplectic subvolumes possessed by any Hamiltonian phase space. This research has direct application to optimal control and control of conservative mechanical systems. We relate geometric invariants of symplectic topology to computations that can easily be carried out with the state transition matrix of the flow map. We will show how certain symplectic subvolumes have a minimal obtainable volume; further if the subvolume dimension equals the phase space dimension, this constraint reduces to Liouville's Theorem. Finally we present a preferred basis that, for a given canonical transformation, has certain minimality properties with regards to the local volume expansion of phase space., Comment: 6 pages, 3 figures, extended version of paper 790 of the Conference Proceedings of the 46th IEEE Conference on Decision and Control, 2007

This paper constructs an analytic form for a triaxial potential that describes the dynamics of a wide variety of astrophysical systems, including the inner portions of dark matter halos, the central regions of galactic bulges, and young embedded star clusters. Specifically, this potential results from a density profile of the form $\rho (m) \propto m^{-1}$, where the radial coordinate is generalized to triaxial form so that $m^2 = x^2/a^2 + y^2/b^2 + z^2/c^2 $. Using the resulting analytic form of the potential, and the corresponding force laws, we construct orbit solutions and show that a robust orbit instability exists in these systems. For orbits initially confined to any of the three principal planes, the motion in the perpendicular direction can be unstable. We discuss the range of parameter space for which these orbits are unstable, find the growth rates and saturation levels of the instability, and develop a set of analytic model equations that elucidate the essential physics of the instability mechanism. This orbit instability has a large number of astrophysical implications and applications, including understanding the formation of dark matter halos, the structure of galactic bulges, the survival of tidal streams, and the early evolution of embedded star clusters., Comment: 50 pages, accepted for publication in ApJ

We extend the Boltzmann-Hamel equations to the optimal control setting, producing a set of equations for both kinematic and dynamic nonholonomic optimal control problems. In particular, we will show the dynamic optimal control problem can be written as a minimal set of 4n-2m first order differential equations of motion., Comment: 20 pages, 2 figures

Controlled Lagrangian and matching techniques are developed for the stabilization of relative equilibria and equilibria of discrete mechanical systems with symmetry as well as broken symmetry. Interesting new 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 matching procedure. Specifically, new terms in the controlled shape equation that are necessary for potential matching in the discrete setting are introduced. The theory is illustrated with the problem of stabilization of the cart-pendulum system on an incline. The paper also discusses digital and model predictive controllers., Comment: 9 pages, 7 figures

This paper constructs an analytic framework for calculating the assembly of galactic disks from the collapse of gas within dark matter halos, with the goal of determining the surface density profiles. Gas parcels (baryons) fall through the potentials of dark matter halos on nearly ballistic, zero energy orbits and collect in a rotating disk. The dark matter halos have a nearly universal form, as determined previously through numerical simulations. The calculation is first carried out for a variety of pre-collapse mass distributions and rotation profiles, including polytropic spheres in hydrostatic equilibrium with the halo potential. The resulting disk surface density profiles have nearly power-law forms, with well-defined edges. This idealized scenario is generalized to include non-spherical starting states and multiple accretion events (due to gas being added to the halo via merger events). This latter complication is explored in detail and considers a log-normal distribution for the angular momenta of the pre-collapse states. If this distribution is wide, then the composite surface density approaches a universal power-law form, independent of the shape of the constituent profiles. When the angular momentum distribution has an intermediate width, the composite surface density attains a nearly exponential form, roughly consistent with profiles of observed galaxies., Comment: 47 pages including 12 figures, accepted to ApJ

In their paper on discrete analogues of some classical systems such as the rigid body and the geodesic flow on an ellipsoid, Moser and Veselov introduced their analysis in the general context of flows on Stiefel manifolds. We consider here a general class of continuous time, quadratic cost, optimal control problems on Stiefel manifolds, which in the extreme dimensions again yield these classical physical geodesic flows. We have already shown that this optimal control setting gives a new symmetric representation of the rigid body flow and in this paper we extend this representation to the geodesic flow on the ellipsoid and the more general Stiefel manifold case. The metric we choose on the Stiefel manifolds is the same as that used in the symmetric representation of the rigid body flow and that used by Moser and Veselov. In the extreme cases of the ellipsoid and the rigid body, the geodesic flows are known to be integrable. We obtain the extremal flows using both variational and optimal control approaches and elucidate the structure of the flows on general Stiefel manifolds., Comment: 30 pages

The method of controlled Lagrangians for discrete mechanical systems is extended to include potential shaping in order to achieve complete state-space asymptotic stabilization. New terms in the controlled shape equation that are necessary for matching in the discrete context are introduced. The theory is illustrated with the problem of stabilization of the cart-pendulum system on an incline. We also discuss digital and model predictive control., Comment: IEEE Conference on Decision and Control, 2006 6 pages, 4 figures

This paper shows that the left-invariant geodesic flow on the symplectic group relative to the Frobenius metric is an integrable system that is not contained in the Mishchenko-Fomenko class of rigid body metrics. This system may be expressed as a flow on symmetric matrices and is bi-Hamiltonian. This analysis is extended to cover flows on symmetric matrices when an isomorphism with the symplectic Lie algebra does not hold. The two Poisson structures associated with this system, including an analysis of its Casimirs, are completely analyzed. Since the system integrals are not generated by its Casimirs it is shown that the nature of integrability is fundamentally different from that exhibited in the Mischenko-Fomenko setting.