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A Type II Hamiltonian Variational Principle and Adjoint Systems for Lie Groups

We present a novel Type II variational principle on the cotangent bundle of a Lie group which enforces Type II boundary conditions, i.e., fixed initial position and final momentum. In general, such Type II variational principles are only globally defined on vector spaces or locally defined on general manifolds; however, by left translation, we are able to define this variational principle globally on cotangent bundles of Lie groups. Type II boundary conditions are particularly important for adjoint sensitivity analysis, which is our motivating application. As such, we additionally discuss adjoint systems on Lie groups, their properties, and how they can be used to solve optimization problems subject to dynamics on Lie groups.

97 MATHEMATICS AND COMPUTING

Lectures on Lie Group Analysis: Solving Differential Equations Using Symmetries

These notes are meant to be a supplemental reference for the beginner Lie Group Analyst. It is assumed that the reader has a basic concept of the fundamentals of Lie Group Theory (LGT), e.g. has seen the derivation of the infinitesimal generator and understands the mathematical meaning behind invariance. An excellent reference is Albright et al., “Symmetry Analysis of Differential Equations: A Primer,”. The reader is urged to read at least the first three chapters of that document to be able to follow the outset of Chapter 2 of this document. The reader should also have a general understanding of calculus, ordinary differential equations, and partial differential equations.

97 MATHEMATICS AND COMPUTING

Control systems on Lie groups.

The controllability properties of systems which are described by an evolution equation in a Lie group are studied. The revelant Lie algebras induced by a right invariant system are singled out, and the basic properties of attainable sets are derived. The homogeneous case and the general case are studied, and results are interpreted in terms of controllability. Five examples are given.

Jurdjevic, V.

Some applications of Lie groups in astrodynamics

Differential equations that arise in astrodynamics are examined from the standpoint of Lie group theory. A summary of the Lie method is given for first degree differential equations. The Kepler problem in Hamiltonian form is treated by this method. Extension of the Lie method to optimal trajectories is outlined.

Jackson, A. A.

The general Lie group and similarity solutions for the one-dimensional Vlasov-Maxwell equations

The general Lie point transformation group and the associated reduced differential equations and similarity forms for the solutions are derived here for the coupled (nonlinear) Vlasov-Maxwell equations in one spatial dimension. The case of one species in a background is shown to admit a larger group than the multispecies case. Previous exact solutions are shown to be special cases of the above solutions, and many of the new solutions are found to constrain the form of the distribution function much more than, for example, the BGK solutions do. The individual generators of the Lie group are used to find the possible subgroups. Finally, a simple physical argument is given to show that the asymptotic solution for a one-species, one-dimensional plasma is one of the general similarity solutions.

Roberts, D.

Similarity analysis of differential equations by Lie group.

Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.

Na, T. Y.

Algebra and topology for applications to physics

The principal concepts of algebra and topology are examined with emphasis on applications to physics. In particular, attention is given to sets and mapping; topological spaces and continuous mapping; manifolds; and topological groups and Lie groups. The discussion also covers the tangential spaces of the differential manifolds, including Lie algebras, vector fields, and differential forms, properties of differential forms, mapping of tangential spaces, and integration of differential forms.

Rozhkov, S. S.

Power conversion in electrical networks

Aspects of dc to dc conversion were studied in terms of a class of switching voltage regulators from a stability viewpoint. Background concepts of nonlinear system theory were considered, including the problem of obtaining suitable realizations for a class of positive operators. It is shown that the state evolution equations for a power conversion network are in general of bilinear form, and that the theory of lie groups and lie algebras is useful in analyzing such systems. The feedback stabilization of a class of bilinear systems whose state space is a manifold is also discussed.

Wood, J. R.

Switched electrical networks and bilinear equations

State equations arising in the description of power processing systems are described. The role played by Lie groups and Lie algebras in characterizing the inherent dynamical features of these systems is outlined, and network examples are presented for illustration.

Wood, J. R.

Switched electrical networks and bilinear equations

An investigation is conducted concerning the state equations which arise in the description of power processing systems. Attention is given to the role played by Lie groups and Lie algebras in the characterization of the dynamical features of the systems. The bilinear equations used for the representation of the network characteristics are discussed along with the nature of the solutions for the equations. The application of the described approaches is illustrated with the aid of a number of network examples.

Wood, J. R.

Orbit structure of Hamiltonian systems arising from Lie transformation group actions

This paper associates the Riccati group and its group action on linear-quadratic optimal control problems to the action of a Lie transformation group on a set of Hamiltonian matrices. In this Lie theoretic setting results are presented concerning the associated orbit structure and the structure of the group itself. These results are of importance in understanding the solution structure of matrix Riccati differential equations, and thus also of importance in linear-quadratic optimal control.

Garzia, M. R.

James Webb Space Telescope Fuel Slosh Estimation

The mitigation of fuel slosh in microgravity environments is a pressing matter for the control of both manned and unmanned spacecraft. Recent work has investigated negative mass modeling of fuel slosh using Lie Group SE(3) . This paper applies Lie group SE(3) to the full body problem of spacecraft dynamics to investigate attitude perturbations caused by fuel slosh aboard the James Webb Space Telescope (JWST). We develop a dynamical model to parse these perturbations from slew telemetry data via residuals analysis. This model uses a novel, N-body Runge-Kutta integrator in the special Euclidean group SE(3). The enhanced ability to validate fuel slosh models reduces settling time after slew operations and, accordingly, maximizes available science time.

GN&C

Estimation and Analysis of Nonlinear Stochastic Systems

The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

Marcus, S. I.

Symmetry Determining Equations of the Rankine-Hugoniot Equations for Variable Velocity Shock Waves

The “constant velocity piston” problem (Fig. 1), also known as the “piston problem,” is a standard model for a one dimensional, in our case linear, symmetric shock wave moving through an inviscid, perfect gas. The model can be divided into two regions - a perturbed section on the left and an unperturbed section on the right - by a moving shock wave moving left to right. Both the perturbed and unperturbed sections, i.e. the shocked and unshocked regions, respectively, obey the Eulerian conservation equations; however, at the exact location of the shock, there is a mathematical discontinuity not satisfied by the Euler equations. To ensure continuity and conservation of certain quantities when crossing between the unshocked and shocked regions, we evoke a series of equations derived from the Eulerian conservation equations, called the Rankine-Hugoniot equations, or “jump” equations as it is often referred to in the literature on the topic. The classical constant-velocity piston problem assumes the piston features a constant driving velocity (among many other willing suspensions of belief required in the pursuit of a first principles equation model); consequent to this assumption is a constant-velocity shock and a constant-velocity shocked flow state. However, using Lie Group Theory (LGT), also known as symmetry analysis, we can attempt to reinterpret the model with a shock wave of variable velocity in time and space. An extension of the model in this way opens up the possibility for obtaining new analytical solutions to the piston problem for certain shock velocity models. In this report, we use LGT to derive the symmetry determining equations (SDEs), whose solutions are Lie groups, which permit analytical solutions. In the future, we can then use the SDEs to define constraint equations on the shock velocity model and what the successive solutions to the Euler equations might be based off such constraints. This report is structured as follows: Section 2 provides a brief derivation of the Rankine-Hugoniot (“jump”) equations; Section 3 gives an overview of Lie group theory; Section 4 derives the SDEs of the jump equations; Section 5 derives the Euler conservation equations for fluids; and Section 6 presents concluding remarks and opportunities for future studies.

42 ENGINEERING

A third order Runge-Kutta algorithm on a manifold

A third order Runge-Kutta type algorithm is described with the property that it preserves certain geometric structures. In particular, if the algorithm is initialized on a Lie group, then the resulting iterates remain on the Lie group.

Crouch, P. E.

Linear systems with structure group and their feedback invariants

A general method described by Hermann and Martin (1976) for the study of the feedback invariants of linear systems is considered. It is shown that this method, which makes use of ideas of topology and algebraic geometry, is very useful in the investigation of feedback problems for which the classical methods are not suitable. The transfer function as a curve in the Grassmanian is examined. The general concepts studied in the context of specific systems and applications are organized in terms of the theory of Lie groups and algebraic geometry. Attention is given to linear systems which have a structure group, linear mechanical systems, and feedback invariants. The investigation shows that Lie group techniques are powerful and useful tools for analysis of the feedback structure of linear systems.

Martin, C.

Self-Similar Compressible Free Vortices

Lie group methods are used to find both exact and numerical similarity solutions for compressible perturbations to all incompressible, two-dimensional, axisymmetric vortex reference flow. The reference flow vorticity satisfies an eigenvalue problem for which the solutions are a set of two-dimensional, self-similar, incompressible vortices. These solutions are augmented by deriving a conserved quantity for each eigenvalue, and identifying a Lie group which leaves the reference flow equations invariant. The partial differential equations governing the compressible perturbations to these reference flows are also invariant under the action of the same group. The similarity variables found with this group are used to determine the decay rates of the velocities and thermodynamic variables in the self-similar flows, and to reduce the governing partial differential equations to a set of ordinary differential equations. The ODE's are solved analytically and numerically for a Taylor vortex reference flow, and numerically for an Oseen vortex reference flow. The solutions are used to examine the dependencies of the temperature, density, entropy, dissipation and radial velocity on the Prandtl number. Also, experimental data on compressible free vortex flow are compared to the analytical results, the evolution of vortices from initial states which are not self-similar is discussed, and the energy transfer in a slightly-compressible vortex is considered.

vonEllenrieder, Karl