Search

In this paper, our goal is to study the regular reduction theory of regular controlled Hamiltonian (RCH) systems with symplectic structure and symmetry, and this reduction is an extension of regular symplectic reduction theory of Hamiltonian systems under regular controlled Hamiltonian equivalence conditions. Thus, in order to describe uniformly RCH systems defined on a cotangent bundle and on the regular reduced spaces, we first define a kind of RCH systems on a symplectic fiber bundle. Then introduce regular point and regular orbit reducible RCH systems with symmetry by using momentum map and the associated reduced symplectic forms. Moreover, we give regular point and regular orbit reduction theorems for RCH systems to explain the relationships between RpCH-equivalence, RoCH-equivalence for reducible RCH systems with symmetry and RCH-equivalence for associated reduced RCH systems. Finally, as an application we regard rigid body and heavy top as well as them with internal rotors as the regular point reducible RCH systems on the rotation group $\textmd{SO}(3)$ and on the Euclidean group $\textmd{SE}(3)$,as well as on their generalizations, respectively, and discuss their RCH-equivalence. We also describe the RCH system and RCH-equivalence from the viewpoint of port Hamiltonian system with a symplectic structure., Comment: 36 pages. This is a revised version

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.

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., Comment: 35 pages

This study derives geometric, variational discretizations of continuum theories arising in fluid dynamics, magnetohydrodynamics (MHD), and the dynamics of complex fluids. A central role in these discretizations is played by the geometric formulation of fluid dynamics, which views solutions to the governing equations for perfect fluid flow as geodesics on the group of volume-preserving diffeomorphisms of the fluid domain. Inspired by this framework, we construct a finite-dimensional approximation to the diffeomorphism group and its Lie algebra, thereby permitting a variational temporal discretization of geodesics on the spatially discretized diffeomorphism group. The extension to MHD and complex fluid flow is then made through an appeal to the theory of Euler-Poincar\'{e} systems with advection, which provides a generalization of the variational formulation of ideal fluid flow to fluids with one or more advected parameters. Upon deriving a family of structured integrators for these systems, we test their performance via a numerical implementation of the update schemes on a cartesian grid. Among the hallmarks of these new numerical methods are exact preservation of momenta arising from symmetries, automatic satisfaction of solenoidal constraints on vector fields, good long-term energy behavior, robustness with respect to the spatial and temporal resolution of the discretization, and applicability to irregular meshes.

We consider the concept of Stokes-Dirac structures in boundary control theory proposed by van der Schaft and Maschke. We introduce Poisson reduction in this context and show how Stokes-Dirac structures can be derived through symmetry reduction from a canonical Dirac structure on the unreduced phase space. In this way, we recover not only the standard structure matrix of Stokes-Dirac structures, but also the typical non-canonical advection terms in (for instance) the Euler equation., Comment: 6 pages

The purpose of this paper is to define the concept of multi-Dirac structures and to describe their role in the description of classical field theories. We begin by outlining a variational principle for field theories, referred to as the Hamilton-Pontryagin principle, and we show that the resulting field equations are the Euler-Lagrange equations in implicit form. Secondly, we introduce multi-Dirac structures as a graded analog of standard Dirac structures, and we show that the graph of a multisymplectic form determines a multi-Dirac structure. We then discuss the role of multi-Dirac structures in field theory by showing that the implicit field equations obtained from the Hamilton-Pontryagin principle can be described intrinsically using multi-Dirac structures. Furthermore, we show that any multi-Dirac structure naturally gives rise to a multi-Poisson bracket. We treat the case of field theories with nonholonomic constraints, showing that the integrability of the constraints is equivalent to the integrability of the underlying multi-Dirac structure. We finish with a number of illustrative examples, including time-dependent mechanics, nonlinear scalar fields and the electromagnetic field., Comment: 50 pages, v2: correction to prop. 6.1, typographical changes

This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic approximation of the Hamiltonian is a critical damped oscillator. The system is also over-heated and cooled down to its final temperature. The performances of different cooling schedules are analyzed as functions of total simulation time., Comment: 15 pages, 6 figures

Impulse methods are generalized to a family of integrators for Langevin systems with quadratic stiff potentials and arbitrary soft potentials. Uniform error bounds (independent from stiff parameters) are obtained on integrated positions allowing for coarse integration steps. The resulting integrators are explicit and structure preserving (quasi-symplectic for Langevin systems).

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.

We consider the motion of a two-dimensional body of arbitrary shape in a planar irrotational, incompressible fluid with a given amount of circulation around the body. We derive the equations of motion for this system by performing symplectic reduction with respect to the group of volume-preserving diffeomorphisms and obtain the relevant Poisson structures after a further Poisson reduction with respect to the group of translations and rotations. In this way, we recover the equations of motion given for this system by Chaplygin and Lamb, and we give a geometric interpretation for the Kutta-Zhukowski force as a curvature-related effect. In addition, we show that the motion of a rigid body with circulation can be understood as a geodesic flow on a central extension of the special Euclidian group SE(2), and we relate the cocycle in the description of this central extension to a certain curvature tensor., Comment: 28 pages, 2 figures; v2: typos corrected

The geometric nature of Euler fluids has been clearly identified and extensively studied over the years, culminating with Lagrangian and Hamiltonian descriptions of fluid dynamics where the configuration space is defined as the volume-preserving diffeomorphisms, and Kelvin's circulation theorem is viewed as a consequence of Noether's theorem associated with the particle relabeling symmetry of fluid mechanics. However computational approaches to fluid mechanics have been largely derived from a numerical-analytic point of view, and are rarely designed with structure preservation in mind, and often suffer from spurious numerical artifacts such as energy and circulation drift. In contrast, this paper geometrically derives discrete equations of motion for fluid dynamics from first principles in a purely Eulerian form. Our approach approximates the group of volume-preserving diffeomorphisms using a finite dimensional Lie group, and associated discrete Euler equations are derived from a variational principle with non-holonomic constraints. The resulting discrete equations of motion yield a structure-preserving time integrator with good long-term energy behavior and for which an exact discrete Kelvin's circulation theorem holds.

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., Comment: 69 pages, 21 figures

The purpose of this paper is to extend the Green-Naghdi-Rivlin balance of energy method to continua with microstructure. The key idea is to replace the group of Galilean transformations with the group of diffeomorphisms of the ambient space. A key advantage is that one obtains in a natural way all the needed balance laws on both the macro and micro levels along with two Doyle-Erickson formulas.

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

Understanding the transition to turbulence has been impeded by a modeling oversight

In recent years, two important techniques for geometric numerical discretization have been developed. In computational electromagnetics, spatial discretization has been improved by the use of mixed finite elements and discrete differential forms. Simultaneously, the dynamical systems and mechanics communities have developed structure-preserving time integrators, notably variational integrators that are constructed from a Lagrangian action principle. Here, we discuss how to combine these two frameworks to develop variational spacetime integrators for Maxwell's equations. Extending our previous work, which first introduced this variational perspective for Maxwell's equations without sources, we also show here how to incorporate free sources of charge and current., Comment: 5 pages, 3 figures, submitted to Progress in Electromagnetics Research Symposium (PIERS) 2008 proceedings

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 St\"{o}rmer-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., Comment: 26 pages, 4 figures

We give an exposition of the parametrization method of Kuchar [1973] in the context of the multisymplectic approach to field theory, as presented in Gotay and Marsden [2008a]. The purpose of the formalism developed herein is to make any classical field theory, containing a metric as a sole background field, generally covariant (that is, "parametrized," with the spacetime diffeomorphism group as a symmetry group) as well as fully dynamic. This is accomplished by introducing certain "covariance fields" as genuine dynamic fields. As we shall see, the multimomenta conjugate to these new fields form the Piola-Kirchhoff version of the stress-energy-momentum tensor field, and their Euler-Lagrange equations are vacuously satisfied. Thus, these fields have no additional physical content; they serve only to provide an efficient means of parametrizing the theory. Our results are illustrated with two examples, namely an electromagnetic field and a Klein-Gordon vector field, both on a background spacetime., Comment: 13 pages, 1 figure

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., Comment: 24 pages

We show how to "concatenate" variational principles over different bases into one over a single base, thereby providing a unified Lagrangian treatment of interacting systems. As an example we study a Klein-Gordon field interacting with a mesically charged particle. We employ our method to give a novel group-theoretic derivation of the kinetic stress-energy-momentum tensor density corresponding to the particle., Comment: 16 pages, 1 figure

In this paper, we develop a structure-preserving discretization of the Lagrangian framework for electromagnetism, combining techniques from 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 demonstrate several new results, which apply both to some well-established numerical methods and to new methods introduced here. First, we show that Yee's finite-difference time-domain (FDTD) scheme, along with a number of related methods, are multisymplectic and derive from a discrete Lagrangian variational principle. Second, we generalize the Yee scheme to unstructured meshes, not just in space but in 4-dimensional spacetime. This relaxes the need to take uniform time steps, or even to have a preferred time coordinate at all. 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 energy and conservation behavior and lack of spurious modes, even for an irregular mesh with asynchronous time stepping., Comment: 37 pages, 12 figures. v3: broadly revised, including incorporation of free source terms, new numerical experiments and 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

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.

Connections on principal bundles play a fundamental role in expressing the equations of motion for mechanical systems with symmetry in an intrinsic fashion. A discrete theory of connections on principal bundles is constructed by introducing the discrete analogue of the Atiyah sequence, with a connection corresponding to the choice of a splitting of the short exact sequence. Equivalent representations of a discrete connection are considered, and an extension of the pair groupoid composition, that takes into account the principal bundle structure, is introduced. Computational issues, such as the order of approximation, are also addressed. Discrete connections provide an intrinsic method for introducing coordinates on the reduced space for discrete mechanics, and provide the necessary discrete geometry to introduce more general discrete symmetry reduction. In addition, discrete analogues of the Levi-Civita connection, and its curvature, are introduced by using the machinery of discrete exterior calculus, and discrete connections., Comment: 38 pages, 11 figures. Fixed labels in figures

We present a theory and applications of discrete exterior calculus on simplicial complexes of arbitrary finite dimension. This can be thought of as calculus on a discrete space. Our theory includes not only discrete differential forms but also discrete vector fields and the operators acting on these objects. This allows us to address the various interactions between forms and vector fields (such as Lie derivatives) which are important in applications. Previous attempts at discrete exterior calculus have addressed only differential forms. We also introduce the notion of a circumcentric dual of a simplicial complex. The importance of dual complexes in this field has been well understood, but previous researchers have used barycentric subdivision or barycentric duals. We show that the use of circumcentric duals is crucial in arriving at a theory of discrete exterior calculus that admits both vector fields and forms., Comment: 53 pages, 24 figures. Fixed labels in figures

This paper develops the theory of abelian Routh reduction for discrete mechanical systems and applies it to the variational integration of mechanical systems with abelian symmetry. The reduction of variational Runge-Kutta discretizations is considered, as well as the extent to which symmetry reduction and discretization commute. These reduced methods allow the direct simulation of dynamical features such as relative equilibria and relative periodic orbits that can be obscured or difficult to identify in the unreduced dynamics. The methods are demonstrated for the dynamics of an Earth orbiting satellite with a non-spherical $J_2$ correction, as well as the double spherical pendulum. The $J_2$ problem is interesting because in the unreduced picture, geometric phases inherent in the model and those due to numerical discretization can be hard to distinguish, but this issue does not appear in the reduced algorithm, where one can directly observe interesting dynamical structures in the reduced phase space (the cotangent bundle of shape space), in which the geometric phases have been removed. The main feature of the double spherical pendulum example is that it has a nontrivial magnetic term in its reduced symplectic form. Our method is still efficient as it can directly handle the essential non-canonical nature of the symplectic structure. In contrast, a traditional symplectic method for canonical systems could require repeated coordinate changes if one is evoking Darboux' theorem to transform the symplectic structure into canonical form, thereby incurring additional computational cost. Our method allows one to design reduced symplectic integrators in a natural way, despite the noncanonical nature of the symplectic structure., Comment: 24 pages, 7 figures, numerous minor improvements, references added, fixed typos

With the covariant formulation in hand from the first paper of this series (physics/9801019), we begin in this second paper to study the canonical (or ``instantaneous'') formulation of classical field theories. The canonical formluation works with fields defined as time-evolving cross sections of bundles over a Cauchy surface, rather than as sections of bundles over spacetime as in the covariant formulation. In Chapter 5 we begin to relate these approaches to classical field theory; in particular, we show how covariant multisymplectic geometry induces the instantaneous symplectic geometry of cotangent bundles of sections of fields over a Cauchy surface. In Chapter 6, we proceed to consider field dynamics. A crucial feature of our discussion here is the degeneracy of the Lagrangian functionals for the field theories of interest. As a consequence of this degeneracy, we have constraints on the choice of initial data, and gauge freedom in the evolution of the fields. Chapter 6 considers the role of initial value constraints and gauge transformations in Hamiltonian field dynamics. In Chapter 7, we then describe how covariant momentum maps defined on the multiphase space induce "energy-momentum maps'' on the instantaneous phase spaces. We show that for a group action which leaves the Cauchy surface invariant, this energy-momentum map coincides with the usual notion of a momentum map. We also show, when the gauge group"includes'' the spacetime diffeomorphism group, that one of the components of the energy-momentum map corresponding to spacetime diffeomorphisms can be identified (up to sign) with the Hamiltonian for the theory., Comment: LaTeX2e, 69 pages, 8 figures, GIMmsy II

This paper has been withdrawn by the authors for adding some results., Comment: This paper was withdrawn

We study the dynamics of measure-valued solutions of what we call the EPDiff equations, standing for the {\it Euler-Poincar\'e equations associated with the diffeomorphism group (of $\mathbb{R}^n$ or an $n$-dimensional manifold $M$)}. Our main focus will be on the case of quadratic Lagrangians; that is, on geodesic motion on the diffeomorphism group with respect to the right invariant Sobolev $H^1$ metric. The corresponding Euler-Poincar\'e (EP) equations are the EPDiff equations, which coincide with the averaged template matching equations (ATME) from computer vision and agree with the Camassa-Holm (CH) equations in one dimension. The corresponding equations for the volume preserving diffeomorphism group are the well-known LAE (Lagrangian averaged Euler) equations for incompressible fluids. We first show that the EPDiff equations are generated by a smooth vector field on the diffeomorphism group for sufficiently smooth solutions. This is analogous to known results for incompressible fluids--both the Euler equations and the LAE equations--and it shows that for sufficiently smooth solutions, the equations are well-posed for short time. In fact, numerical evidence suggests that, as time progresses, these smooth solutions break up into singular solutions which, at least in one dimension, exhibit soliton behavior. With regard to these non-smooth solutions, we study measure-valued solutions that generalize to higher dimensions the peakon solutions of the (CH) equation in one dimension. One of the main purposes of this paper is to show that many of the properties of these measure-valued solutions may be understood through the fact that their solution ansatz is a momentum map. Some additional geometry is also pointed out, for example, that this momentum map is one leg of a natural dual pair., Comment: 27 pages, 2 figures, To Alan Weinstein on the occasion of his 60th Birthday

An extension of the algebraic-geometric method for nonlinear integrable PDE's is shown to lead to new piecewise smooth weak solutions of a class of $N$-component systems of nonlinear evolution equations. This class includes, among others, equations from the Dym and shallow water equation hierarchies. The main goal of the paper is to give explicit theta-functional solutions of these nonlinear PDE's, which are associated to nonlinear subvarieties of hyperelliptic Jacobians. The main results of the present paper are twofold. First, we exhibit some of the special features of integrable PDE's that admit piecewise smooth weak solutions, which make them different from equations whose solutions are globally meromorphic, such as the KdV equation. Second, we blend the techniques of algebraic geometry and weak solutions of PDE's to gain further insight into, and explicit formulas for, piecewise-smooth finite-gap solutions., Comment: 31 pages, no figures, to appear in Commun. Math. Phys

We study the 1:1 resonance for perturbed Hamiltonian systems with small dissipative and energy injection terms. These perturbations of the 1:1 resonance exhibit dissipation induced instabilities. This mechanism allow us to show that a slightly pumping optical cavity is unstable when one takes into account the dissipative effects. The Maxwell-Bloch equations are the asymptotic normal form that describe this instability when energy is injected through forcing at zero frequency. We display a simple mechanical system, close to the 1:1 resonance, which is a mechanical analog of the Laser., Comment: 4 pages, 2 figures

When the phase space P of a Hamiltonian G-system (P, \omega, G, J, H) has an almost Kahler structure a preferred connection, called abstract mechanical connection, can be defined by declaring horizontal spaces at each point to be metric orthogonal to the tangent to the group orbit. Explicit formulas for the corresponding connection one-form A are derived in terms of the momentum map, symplectic and complex structures. Such connection can play the role of the reconstruction connection (see A. Blaom, Reconstruction phases via Poisson reduction. Diff. Geom. Appl., 12:231--252, 2000.), thus significantly simplifying computations of the corresponding dynamic and geometric phases for an Abelian group G. These ideas are illustrated using the example of the resonant three-wave interaction. Explicit formulas for the connection one-form and the phases are given together with some new results on the symmetry reduction of the Poisson structure.

The purpose of this paper is to derive the anisotropic averaged Euler equations and to study their geometric and analytic properties. These new equations involve the evolution of a mean velocity field and an advected symmetric tensor that captures the fluctuation effects. Besides the derivation of these equations, the new results in the paper are smoothness properties of the equations in material representation, which gives well-posedness of the equations, and the derivation of a corrector to the macroscopic velocity field. The numerical implementation and physical implications of this set of equations will be explored in other publications., Comment: 24 pages, 1 figure

This paper presents a variational and multisymplectic formulation of both compressible and incompressible models of continuum mechanics on general Riemannian manifolds. A general formalism is developed for non-relativistic first-order multisymplectic field theories with constraints, such as the incompressibility constraint. The results obtained in this paper set the stage for multisymplectic reduction and for the further development of Veselov-type multisymplectic discretizations and numerical algorithms. The latter will be the subject of a companion paper.

For a discrete mechanical system on a Lie group $G$ determined by a (reduced) Lagrangian $\ell$ we define a Poisson structure via the pull-back of the Lie-Poisson structure on the dual of the Lie algebra ${\mathfrak g}^*$ by the corresponding Legendre transform. The main result shown in this paper is that this structure coincides with the reduction under the symmetry group $G$ of the canonical discrete Lagrange 2-form $\omega_\mathbb{L}$ on $G \times G$. Its symplectic leaves then become dynamically invariant manifolds for the reduced discrete system. Links between our approach and that of groupoids and algebroids as well as the reduced Hamilton-Jacobi equation are made. The rigid body is discussed as an example.

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 ${\mathbb T}^2$.

Recent theoretical work has developed the Hamilton's-principle analog of Lie-Poisson Hamiltonian systems defined on semidirect products. The main theoretical results are twofold: (1) Euler-Poincar\'e equations (the Lagrangian analog of Lie-Poisson Hamiltonian equations) are derived for a parameter dependent Lagrangian from a general variational principle of Lagrange d'Alembert type in which variations are constrained; (2) an abstract Kelvin-Noether theorem is derived for such systems. By imposing suitable constraints on the variations and by using invariance properties of the Lagrangian, as one does for the Euler equations for the rigid body and ideal fluids, we cast several standard Eulerian models of geophysical fluid dynamics (GFD) at various levels of approximation into Euler-Poincar\'{e} form and discuss their corresponding Kelvin-Noether theorems and potential vorticity conservation laws., Comment: 42 pages, no figures, Isaac Newton Institute Proceedings (to appear)

This paper develops the geometry and analysis of the averaged Euler equations for ideal incompressible flow in domains in Euclidean space and on Riemannian manifolds, possibly with boundary. The averaged Euler equations involve a parameter $\alpha$; one interpretation is that they are obtained by ensemble averaging the Euler equations in Lagrangian representation over rapid fluctuations whose amplitudes are of order $\alpha$. The particle flows associated with these equations are shown to be geodesics on a suitable group of volume preserving diffeomorphisms, just as with the Euler equations themselves (according to Arnold's theorem), but with respect to a right invariant $H^1$ metric instead of the $L^2$ metric. The equations are also equivalent to those for a certain second grade fluid. Additional properties of the Euler equations, such as smoothness of the geodesic spray (the Ebin-Marsden theorem) are also shown to hold. Using this nonlinear analysis framework, the limit of zero viscosity for the corresponding viscous equations is shown to be a regular limit, {\it even in the presence of boundaries}., Comment: 25 pages, no figures, Dedicated to Vladimir Arnold on the occasion of his 60th birthday, Arnold Festschrift Volume 2 (in press)

This paper concerns the development and application of the multisymplectic Lagrangian and Hamiltonian formalism for nonlinear partial differential equations. In this theory, solutions of a PDE are sections of a fiber bundle $Y$ over a base manifold $X$ of dimension $n$$+$1, typically taken to be spacetime. Given a connection on $Y$, a covariant Hamiltonian density ${\mathcal H}$ is then intrinsically defined on the primary constraint manifold $P_{\mathcal L}$, the image of the multisymplectic version of the Legendre transformation. One views $P_{\mathcal L}$ as a subbundle of $J^1(Y)^\star$, the affine dual of $J^1(Y)$, the first jet bundle of $Y$. A canonical multisymplectic ($n$$+$2)-form $\Omega_{\mathcal H}$ is then defined, from which we obtain a multisymplectic Hamiltonian system of differential equations that is equivalent to both the original PDE as well as the Euler-Lagrange equations of the corresponding Lagrangian. We show that the $n$$+$1 2-forms $\omega^{(\mu)}$ defined by Bridges [1997] are a particular coordinate representation for a single multisymplectic ($n$$+$2)-form, and in the presence of symmetries, can be assembled into $\Omega_{\mathcal H}$. A generalized Hamiltonian Noether theory is then constructed which recovers the vanishing of the divergence of the vector of $n$$+$1 distinct momentum mappings defined in Bridges [1997] and, when applied to water waves, recovers Whitham's conservation of wave action. We also show the utility of this theory in the study of periodic pattern formation and wave instability., Comment: AMS-LaTeX, 19 pages, to appear in Math. Proc. Camb. Phil. Soc

This paper presents a geometric-variational approach to continuous and discrete mechanics and field theories. Using multisymplectic geometry, we show that the existence of the fundamental geometric structures as well as their preservation along solutions can be obtained directly from the variational principle. In particular, we prove that a unique multisymplectic structure is obtained by taking the derivative of an action function, and use this structure to prove covariant generalizations of conservation of symplecticity and Noether's theorem. Natural discretization schemes for PDEs, which have these important preservation properties, then follow by choosing a discrete action functional. In the case of mechanics, we recover the variational symplectic integrators of Veselov type, while for PDEs we obtain covariant spacetime integrators which conserve the corresponding discrete multisymplectic form as well as the discrete momentum mappings corresponding to symmetries. We show that the usual notion of symplecticity along an infinite-dimensional space of fields can be naturally obtained by making a spacetime split. All of the aspects of our method are demonstrated with a nonlinear sine-Gordon equation, including computational results and a comparison with other discretization schemes., Comment: LaTeX2E, 52 pages, 11 figures, to appear in Comm. Math. Phys

This is the first paper of a five part work in which we study the Lagrangian and Hamiltonian structure of classical field theories with constraints. Our goal is to explore some of the connections between initial value constraints and gauge transformations in such theories (either relativistic or not). To do this, in the course of these four papers, we develop and use a number of tools from symplectic and multisymplectic geometry. Of central importance in our analysis is the notion of the ``energy-momentum map'' associated to the gauge group of a given classical field theory. We hope to demonstrate that many different and apparently unrelated facets of field theories can be thereby tied together and understood in an essentially new way. In Part I we develop some of the basic theory of classical fields from a spacetime covariant viewpoint. We begin with a study of the covariant Lagrangian and Hamiltonian formalisms, on jet bundles and multisymplectic manifolds, respectively. Then we discuss symmetries, conservation laws, and Noether's theorem in terms of ``covariant momentum maps.'', Comment: LaTeX2e, 68 pages, 1 figure, GIMMsy 1; Updated, with minor revisions and corrections

The main goal of this paper is to prove that if the energy-momentum (or energy-Casimir) method predicts formal instability of a relative equilibrium in a Hamiltonian system with symmetry, then with the addition of dissipation, the relative equilibrium becomes spectrally and hence linearly and nonlinearly unstable. The energy-momentum method assumes that one is in the context of a mechanical system with a given symmetry group. Our result assumes that the dissipation chosen does not destroy the conservation law associated with the given symmetry group---thus, we consider internal dissipation. This also includes the special case of systems with no symmetry and ordinary equilibria. The theorem is proved by combining the techniques of Chetaev, who proved instability theorems using a special Chetaev-Lyapunov function, with those of Hahn, which enable one to strengthen the Chetaev results from Lyapunov instability to spectral instability. The main achievement is to strengthen Chetaev's methods to the context of the block diagonalization version of the energy momentum method given by Lewis, Marsden, Posbergh, and Simo. However, we also give the eigenvalue movement formulae of Krein, MacKay and others both in general and adapted to the context of the normal form of the linearized equations given by the block diagonal form, as provided by the energy-momentum method. A number of specific examples, such as the rigid body with internal rotors, are provided to illustrate the results., Comment: AMSTEX macros. Figures available upon request from authors