Involutive constrained systems and Hamilton-Jacobi formalism

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estudo sobre a teoria de vínculos de Hamilton-Jacobi

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Risoluzione dell'equazione di Hamilton-Jacobi pluridimensionale.

Nello studio di sistemi dinamici si cerca una trasformazione nello spazio delle fasi, detta trasformazione canonica, che lasci invariato il sistema di Hamilton e che porti a una funzione hamiltoniana che non dipenda più dai parametri lagrangiani, ma solo dai momenti. Si arriva quindi all'equazione di Hamilton-Jacobi che è una particolare equazione differenziale alle derivate parziali con incognita una funzione phi a valori scalari. Nei casi in cui ci siano n parametri lagrangiani si definisce il concetto di varietà lagrangiana come una varietà su cui si annulla la forma simplettica canonica e sotto l'ipotesi che esista una proiezione su R^n i punti di questa varietà si scrivono come (x,grad(phi(x)) e soddisfano l'equazione di Hamilton-Jacobi. Infine si illustra come una funzione phi trovata in questo modo permetta di approssimare l'equazione di Schroedinger.

A neural-network based flight controller for UASs

This paper presents a nonlinear gust-attenuation controller based on constrained neural-network (NN) theory. The controller aims to achieve sufficient stability and handling quality for a fixed-wing unmanned aerial system (UAS) in a gusty environment when control inputs are subjected to constraints. Constraints in inputs emulate situations where aircraft actuators fail requiring the aircraft to be operated with fail-safe capability. The proposed controller enables gust-attenuation property and stabilizes the aircraft dynamics in a gusty environment. The proposed flight controller is obtained by solving the Hamilton-Jacobi-Isaacs (HJI) equations based on an policy iteration (PI) approach. Performance of the controller is evaluated using a high-fidelity six degree-of-freedom Shadow UAS model. Simulations show that our controller demonstrates great performance improvement in a gusty environment, especially in angle-of-attack (AOA), pitch and pitch rate. Comparative studies are conducted with the proportional-integral-derivative (PID) controllers, justifying the efficiency of our controller and verifying its suitability for integration into the design of flight control systems for forced landing of UASs.

Continuous-time Single Network Adaptive Critic for Regulator Design of Nonlinear Control Affine Systems

An optimal control law for a general nonlinear system can be obtained by solving Hamilton-Jacobi-Bellman equation. However, it is difficult to obtain an analytical solution of this equation even for a moderately complex system. In this paper, we propose a continuoustime single network adaptive critic scheme for nonlinear control affine systems where the optimal cost-to-go function is approximated using a parametric positive semi-definite function. Unlike earlier approaches, a continuous-time weight update law is derived from the HJB equation. The stability of the system is analysed during the evolution of weights using Lyapunov theory. The effectiveness of the scheme is demonstrated through simulation examples.

Zero-Sum Risk-Sensitive Stochastic Differential Games

We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.

Existence of Value in Stochastic Differential Games of Mixed Type

In this article, we address stochastic differential games of mixed type with both control and stopping times. Under standard assumptions, we show that the value of the game can be characterized as the unique viscosity solution of corresponding Hamilton-Jacobi-Isaacs (HJI) variational inequalities.

c-theorems in arbitrary dimensions

The dilaton action in 3 + 1 dimensions plays a crucial role in the proof of the a-theorem. This action arises using Wess-Zumino consistency conditions and crucially relies on the existence of the trace anomaly. Since there are no anomalies in odd dimensions, it is interesting to ask how such an action could arise otherwise. Motivated by this we use the AdS/CFT correspondence to examine both even and odd dimensional conformal field theories. We find that in even dimensions, by promoting the cutoff to a field, one can get an action for this field which coincides with the Wess-Zumino action in flat space. In three dimensions, we observe that by finding an exact Hamilton-Jacobi counterterm, one can find a non-polynomial action which is invariant under global Weyl rescalings. We comment on how this finding is tied up with the F-theorem conjectures.

Risk-sensitive control of continuous time Markov chains

We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.

A mean-reverting stochastic model for the political business cycle

In this article, we look at the political business cycle problem through the lens of uncertainty. The feedback control used by us is the famous NKPC with stochasticity and wage rigidities. We extend the New Keynesian Phillips Curve model to the continuous time stochastic set up with an Ornstein-Uhlenbeck process. We minimize relevant expected quadratic cost by solving the corresponding Hamilton-Jacobi-Bellman equation. The basic intuition of the classical model is qualitatively carried forward in our set up but uncertainty also plays an important role in determining the optimal trajectory of the voter support function. The internal variability of the system acts as a base shifter for the support function in the risk neutral case. The role of uncertainty is even more prominent in the risk averse case where all the shape parameters are directly dependent on variability. Thus, in this case variability controls both the rates of change as well as the base shift parameters. To gain more insight we have also studied the model when the coefficients are time invariant and studied numerical solutions. The close relationship between the unemployment rate and the support function for the incumbent party is highlighted. The role of uncertainty in creating sampling fluctuation in this set up, possibly towards apparently anomalous results, is also explored.

Turbulence modeling for flows around convex features giving rapid eddy distortion

Reynolds averaged Navier-Stokes model performances in the stagnation and wake regions for turbulent flows with relatively large Lagrangian length scales (generally larger than the scale of geometrical features) approaching small cylinders (both square and circular) is explored. The effective cylinder (or wire) diameter based Reynolds number, ReW ≤ 2.5 × 103. The following turbulence models are considered: a mixing-length; standard Spalart and Allmaras (SA) and streamline curvature (and rotation) corrected SA (SARC); Secundov's νt-92; Secundov et al.'s two equation νt-L; Wolfshtein's k-l model; the Explicit Algebraic Stress Model (EASM) of Abid et al.; the cubic model of Craft et al.; various linear k-ε models including those with wall distance based damping functions; Menter SST, k-ω and Spalding's LVEL model. The use of differential equation distance functions (Poisson and Hamilton-Jacobi equation based) for palliative turbulence modeling purposes is explored. The performance of SA with these distance functions is also considered in the sharp convex geometry region of an airfoil trailing edge. For the cylinder, with ReW ≈ 2.5 × 103 the mixing length and k-l models give strong turbulence production in the wake region. However, in agreement with eddy viscosity estimates, the LVEL and Secundov νt-92 models show relatively little cylinder influence on turbulence. On the other hand, two equation models (as does the one equation SA) suggest the cylinder gives a strong turbulence deficit in the wake region. Also, for SA, an order or magnitude cylinder diameter decrease from ReW = 2500 to 250 surprisingly strengthens the cylinder's disruptive influence. Importantly, results for ReW ≪ 250 are virtually identical to those for ReW = 250 i.e. no matter how small the cylinder/wire its influence does not, as it should, vanish. Similar tests for the Launder-Sharma k-ε, Menter SST and k-ω show, in accordance with physical reality, the cylinder's influence diminishing albeit slowly with size. Results suggest distance functions palliate the SA model's erroneous trait and improve its predictive performance in wire wake regions. Also, results suggest that, along the stagnation line, such functions improve the SA, mixing length, k-l and LVEL results. For the airfoil, with SA, the larger Poisson distance function increases the wake region turbulence levels by just under 5%. © 2007 Elsevier Inc. All rights reserved.

Invariants, Lie-Bäcklund operators and Bäcklund transformations

This thesis is mainly concerned with the application of groups of transformations to differential equations and in particular with the connection between the group structure of a given equation and the existence of exact solutions and conservation laws. In this respect the Lie-Bäcklund groups of tangent transformations, particular cases of which are the Lie tangent and the Lie point groups, are extensively used.

In Chapter I we first review the classical results of Lie, Bäcklund and Bianchi as well as the more recent ones due mainly to Ovsjannikov. We then concentrate on the Lie-Bäcklund groups (or more precisely on the corresponding Lie-Bäcklund operators), as introduced by Ibragimov and Anderson, and prove some lemmas about them which are useful for the following chapters. Finally we introduce the concept of a conditionally admissible operator (as opposed to an admissible one) and show how this can be used to generate exact solutions.

In Chapter II we establish the group nature of all separable solutions and conserved quantities in classical mechanics by analyzing the group structure of the Hamilton-Jacobi equation. It is shown that consideration of only Lie point groups is insufficient. For this purpose a special type of Lie-Bäcklund groups, those equivalent to Lie tangent groups, is used. It is also shown how these generalized groups induce Lie point groups on Hamilton's equations. The generalization of the above results to any first order equation, where the dependent variable does not appear explicitly, is obvious. In the second part of this chapter we investigate admissible operators (or equivalently constants of motion) of the Hamilton-Jacobi equation with polynornial dependence on the momenta. The form of the most general constant of motion linear, quadratic and cubic in the momenta is explicitly found. Emphasis is given to the quadratic case, where the particular case of a fixed (say zero) energy state is also considered; it is shown that in the latter case additional symmetries may appear. Finally, some potentials of physical interest admitting higher symmetries are considered. These include potentials due to two centers and limiting cases thereof. The most general two-center potential admitting a quadratic constant of motion is obtained, as well as the corresponding invariant. Also some new cubic invariants are found.

In Chapter III we first establish the group nature of all separable solutions of any linear, homogeneous equation. We then concentrate on the Schrodinger equation and look for an algorithm which generates a quantum invariant from a classical one. The problem of an isomorphism between functions in classical observables and quantum observables is studied concretely and constructively. For functions at most quadratic in the momenta an isomorphism is possible which agrees with Weyl' s transform and which takes invariants into invariants. It is not possible to extend the isomorphism indefinitely. The requirement that an invariant goes into an invariant may necessitate variants of Weyl' s transform. This is illustrated for the case of cubic invariants. Finally, the case of a specific value of energy is considered; in this case Weyl's transform does not yield an isomorphism even for the quadratic case. However, for this case a correspondence mapping a classical invariant to a quantum orie is explicitly found.

Chapters IV and V are concerned with the general group structure of evolution equations. In Chapter IV we establish a one to one correspondence between admissible Lie-Bäcklund operators of evolution equations (derivable from a variational principle) and conservation laws of these equations. This correspondence takes the form of a simple algorithm.

In Chapter V we first establish the group nature of all Bäcklund transformations (BT) by proving that any solution generated by a BT is invariant under the action of some conditionally admissible operator. We then use an algorithm based on invariance criteria to rederive many known BT and to derive some new ones. Finally, we propose a generalization of BT which, among other advantages, clarifies the connection between the wave-train solution and a BT in the sense that, a BT may be thought of as a variation of parameters of some. special case of the wave-train solution (usually the solitary wave one). Some open problems are indicated.

Most of the material of Chapters II and III is contained in [I], [II], [III] and [IV] and the first part of Chapter V in [V].