Ghosts of order on the frontier of chaos

What kinds of motion can occur in classical mechanics? We address this question by looking at the structures traced out by trajectories in phase space; the most orderly, completely integrable systems are characterized by phase trajectories confined to low-dimensional, invariant tori. The KAM theory examines what happens to the tori when an integrable system is subjected to a small perturbation and finds that, for small enough perturbations, most of them survive.

The KAM theory is mute about the disrupted tori, but, for two-dimensional systems, Aubry and Mather discovered an astonishing picture: the broken tori are replaced by "cantori," tattered, Cantor-set remnants of the original invariant curves. We seek to extend Aubry and Mather's picture to higher dimensional systems and report two kinds of studies; both concern perturbations of a completely integrable, four-dimensional symplectic map. In the first study we compute some numerical approximations to Birkhoff periodic orbits; sequences of such orbits should approximate any higher dimensional analogs of the cantori. In the second study we prove converse KAM theorems; that is, we use a combination of analytic arguments and rigorous, machine-assisted computations to find perturbations so large that no KAM tori survive. We are able to show that the last few of our Birkhoff orbits exist in a regime where there are no tori.

Geometric quantization and foliation reduction

A standard question in the study of geometric quantization is whether symplectic reduction interacts nicely with the quantized theory, and in particular whether “quantization commutes with reduction.” Guillemin and Sternberg first proposed this question, and answered it in the affirmative for the case of a free action of a compact Lie group on a compact Kähler manifold. Subsequent work has focused mainly on extending their proof to non-free actions and non-Kähler manifolds. For realistic physical examples, however, it is desirable to have a proof which also applies to non-compact symplectic manifolds.

In this thesis we give a proof of the quantization-reduction problem for general symplectic manifolds. This is accomplished by working in a particular wavefunction representation, associated with a polarization that is in some sense compatible with reduction. While the polarized sections described by Guillemin and Sternberg are nonzero on a dense subset of the Kähler manifold, the ones considered here are distributional, having support only on regions of the phase space associated with certain quantized, or “admissible”, values of momentum.

We first propose a reduction procedure for the prequantum geometric structures that “covers” symplectic reduction, and demonstrate how both symplectic and prequantum reduction can be viewed as examples of foliation reduction. Consistency of prequantum reduction imposes the above-mentioned admissibility conditions on the quantized momenta, which can be seen as analogues of the Bohr-Wilson-Sommerfeld conditions for completely integrable systems.

We then describe our reduction-compatible polarization, and demonstrate a one-to-one correspondence between polarized sections on the unreduced and reduced spaces.

Finally, we describe a factorization of the reduced prequantum bundle, suggested by the structure of the underlying reduced symplectic manifold. This in turn induces a factorization of the space of polarized sections that agrees with its usual decomposition by irreducible representations, and so proves that quantization and reduction do indeed commute in this context.

A significant omission from the proof is the construction of an inner product on the space of polarized sections, and a discussion of its behavior under reduction. In the concluding chapter of the thesis, we suggest some ideas for future work in this direction.

Geometric integration applied to moving mesh methods and degenerate Lagrangians

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this thesis we present two ways to construct r-adaptive variational and multisymplectic integrators for (1+1)-dimensional Lagrangian field theories. The first method uses a variational discretization of the physical equations and the mesh equations are then coupled in a way typical of the existing r-adaptive schemes. The second method treats the mesh points as pseudo-particles and incorporates their dynamics directly into the variational principle. A user-specified adaptation strategy is then enforced through Lagrange multipliers as a constraint on the dynamics of both the physical field and the mesh points. We discuss the advantages and limitations of our methods. The proposed methods are readily applicable to (weakly) non-degenerate field theories---numerical results for the Sine-Gordon equation are presented.

In an attempt to extend our approach to degenerate field theories, in the last part of this thesis we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for variational integration. Our main observation is that the evolution takes place on the primary constraint and the 'Hamiltonian' equations of motion can be formulated as an index 1 differential-algebraic system. We then proceed to construct variational Runge-Kutta methods and analyze their properties. The general properties of Runge-Kutta methods depend on the 'velocity' part of the Lagrangian. If the 'velocity' part is also linear in the position coordinate, then we show that non-partitioned variational Runge-Kutta methods are equivalent to integration of the corresponding first-order Euler-Lagrange equations, which have the form of a Poisson system with a constant structure matrix, and the classical properties of the Runge-Kutta method are retained. If the 'velocity' part is nonlinear in the position coordinate, we observe a reduction of the order of convergence, which is typical of numerical integration of DAEs. We also apply our methods to several models and present the results of our numerical experiments.

Uncovering the Lagrangian from observations of trajectories

We approach the problem of automatically modeling a mechanical system from data about its dynamics, using a method motivated by variational integrators. We write the discrete Lagrangian as a quadratic polynomial with varying coefficients, and then use the discrete Euler-Lagrange equations to numerically solve for the values of these coefficients near the data points. This method correctly modeled the Lagrangian of a simple harmonic oscillator and a simple pendulum, even with significant measurement noise added to the trajectories.

Incremental Control Synthesis for Robotics in the Presence of Temporal Logic Specifications

This thesis presents methods for incrementally constructing controllers in the presence of uncertainty and nonlinear dynamics. The basic setting is motion planning subject to temporal logic specifications. Broadly, two categories of problems are treated. The first is reactive formal synthesis when so-called discrete abstractions are available. The fragment of linear-time temporal logic (LTL) known as GR(1) is used to express assumptions about an adversarial environment and requirements of the controller. Two problems of changes to a specification are posed that concern the two major aspects of GR(1): safety and liveness. Algorithms providing incremental updates to strategies are presented as solutions. In support of these, an annotation of strategies is developed that facilitates repeated modifications. A variety of properties are proven about it, including necessity of existence and sufficiency for a strategy to be winning. The second category of problems considered is non-reactive (open-loop) synthesis in the absence of a discrete abstraction. Instead, the presented stochastic optimization methods directly construct a control input sequence that achieves low cost and satisfies a LTL formula. Several relaxations are considered as heuristics to address the rarity of sampling trajectories that satisfy an LTL formula and demonstrated to improve convergence rates for Dubins car and single-integrators subject to a recurrence task.

Time-optimal control of a 3-level quantum system and its generalization to an n-level system

We solve the problem of steering a three-level quantum system from one eigen-state to another in minimum time and study its possible extension to the time-optimal control problem for a general n-level quantum system. For the three-level system we find all optimal controls by finding two types of symmetry in the problem: ℤ2 × S3 discrete symmetry and S1 continuous symmetry, and exploiting them to solve the problem through discrete reduction and symplectic reduction. We then study the geometry, in the same framework, which occurs in the time-optimal control of a general n-level quantum system. © 2007 IEEE.

Time-optimal control of a 3-level quantum system and its generalization

We solve the problem of steering a three-level quantum system from one eigen-state to another in minimum time and study its possible extension to the time-optimal control problem for a general n-level quantum system. For the three-level system we find all optimal controls by finding two types of symmetry in the problems: ℤ × S3 discrete symmetry and 51 continuous symmetry, and exploiting them to solve the problem through discrete reduction and symplectic reduction. We then study the geometry, in the same framework, which occurs in the time-optimal control of a general n-level quantum system. Copyright ©2007 Watam Press.

Slow peaking and low-gain designs for global stabilization of nonlinear systems

This paper presents an analysis of the slow-peaking phenomenon, a pitfall of low-gain designs that imposes basic limitations to large regions of attraction in nonlinear control systems. The phenomenon is best understood on a chain of integrators perturbed by a vector field up(x, u) that satisfies p(x, 0) = 0. Because small controls (or low-gain designs) are sufficient to stabilize the unperturbed chain of integrators, it may seem that smaller controls, which attenuate the perturbation up(x, u) in a large compact set, can be employed to achieve larger regions of attraction. This intuition is false, however, and peaking may cause a loss of global controllability unless severe growth restrictions are imposed on p(x, u). These growth restrictions are expressed as a higher order condition with respect to a particular weighted dilation related to the peaking exponents of the nominal system. When this higher order condition is satisfied, an explicit control law is derived that achieves global asymptotic stability of x = 0. This stabilization result is extended to more general cascade nonlinear systems in which the perturbation p(x, v) v, v = (ξ, u) T, contains the state ξ and the control u of a stabilizable subsystem ξ = a(ξ, u). As an illustration, a control law is derived that achieves global stabilization of the frictionless ball-and-beam model.

A printable optical time-temperature integrator based on shape memory in a chiral nematic polymer network

An optical and irreversible temperature sensor (e.g., a time-temperature integrator) is reported based on a mechanically embossed chiral-nematic polymer network. The polymer consists of a chemical and a physical (hydrogen-bonded) network and has a reflection band in the visible wavelength range. The sensors are produced by mechanical embossing at elevated temperatures. A relative large compressive deformation (up to 10%) is obtained inducing a shift to shorter wavelength of the reflection band (>30 nm). After embossing, a temperature sensor is obtained that exhibits an irreversible optical response. A permanent color shift to longer wavelengths (red) is observed upon heating of the polymer material to temperatures above the glass transition temperature. It is illustrated that the observed permanent color shift is related to shape memory in the polymer material. The films can be printed on a foil, thus showing that these sensors are potentially interesting as time-temperature integrators for applications in food and pharmaceutical products. Copyright © 2013 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Faddeev-Jackiw canonical path integral quantization for a general scenario, its proper vertices and generating functionals

We generalize the Faddeev-Jackiw canonical path integral quantization for the scenario of a Jacobian with J=1 to that for the general scenario of non-unit Jacobian, give the representation of the quantum transition amplitude with symplectic variables and obtain the generating functionals of the Green function and connected Green function. We deduce the unified expression of the symplectic field variable functions in terms of the Green function or the connected Green function with external sources. Furthermore, we generally get generating functionals of the general proper vertices of any n-points cases under the conditions of considering and not considering Grassmann variables, respectively; they are regular and are the simplest forms relative to the usual field theory.

波动方程叠前深度偏移辛算法及速度建模

On 70~(th) SEG Annual meeting, many author have announced their result on the wave equation prestack depth migration. The methods of the wave-field imaging base on wave equation becomes mature and the main direction of seismic imaging. The direction of imaging the complex media has been the main one of the projects that the national "85" and "95" reservoir geophysics key projects and "Knowledge innovation key project of Chinese Academy of Science" have been supported. Furthermore, we began the study for special oil field situation of our nation with the international research groups. Under the background, the author combined the thoughts of symplectic with wave equation pre-stack depth migration, and develops and efficient wave equation pre-stack depth migration method. The purpose of this work is to find out a way to imaging the complex geological goals of Chinese oilfields and form a procedure of seismic data processing. The paper gives the approximation of one way wave equation operator, and shows the numerical results. The comparisons have been made between split-step phase method, Kirchhoff and Ray+FD methods on the pulse response, simple model and Marmousi model. The results shows that the method in this paper has an higher accuracy. Four field data examples have also be given in this paper. The results of field data demonstrate that the method can be usable. The velocity estimation is an important part of the wave equation pre-stack depth migration. A parallel velocity estimation program has been written and tested on the Beowulf clusters. The program can establish a velocity profile automatically. An example on Marmousi model has shown in the third part of the paper to demonstrate the method. Another field data was also given in the paper. Beowulf cluster is the converge of the high performance computer architecture. Today, Beowulf Cluster is a good choice for institutes and small companies to finish their task. The paper gives some comparison results the computation of the wave equation pre-stack migration on Beowulf cluster, IBM-SP2 (24 nodes) in Daqing and Shuguang 3000, and the comparison of their prize. The results show that the Beowulf cluster is an efficient way to finish the large amount computation of the wave equation pre-stack depth migration, especially for 3D.

地震波场模拟及叠前深度偏移的李群方法

The processes of seismic wave propagation in phase space and one way wave extrapolation in frequency-space domain, if without dissipation, are essentially transformation under the action of one parameter Lie groups. Consequently, the numerical calculation methods of the propagation ought to be Lie group transformation too, which is known as Lie group method. After a fruitful study on the fast methods in matrix inversion, some of the Lie group methods in seismic numerical modeling and depth migration are presented here. Firstly the Lie group description and method of seismic wave propagation in phase space is proposed, which is, in other words, symplectic group description and method for seismic wave propagation, since symplectic group is a Lie subgroup and symplectic method is a special Lie group method. Under the frame of Hamiltonian, the propagation of seismic wave is a symplectic group transformation with one parameter and consequently, the numerical calculation methods of the propagation ought to be symplectic method. After discrete the wave field in time and phase space, many explicit, implicit and leap-frog symplectic schemes are deduced for numerical modeling. Compared to symplectic schemes, Finite difference (FD) method is an approximate of symplectic method. Consequently, explicit, implicit and leap-frog symplectic schemes and FD method are applied in the same conditions to get a wave field in constant velocity model, a synthetic model and Marmousi model. The result illustrates the potential power of the symplectic methods. As an application, symplectic method is employed to give synthetic seismic record of Qinghai foothills model. Another application is the development of Ray+symplectic reverse-time migration method. To make a reasonable balance between the computational efficiency and accuracy, we combine the multi-valued wave field & Green function algorithm with symplectic reverse time migration and thus develop a new ray+wave equation prestack depth migration method. Marmousi model data and Qinghai foothills model data are processed here. The result shows that our method is a better alternative to ray migration for complex structure imaging. Similarly, the extrapolation of one way wave in frequency-space domain is a Lie group transformation with one parameter Z and consequently, the numerical calculation methods of the extrapolation ought to be Lie group methods. After discrete the wave field in depth and space, the Lie group transformation has the form of matrix exponential and each approximation of it gives a Lie group algorithm. Though Pade symmetrical series approximation of matrix exponential gives a extrapolation method which is traditionally regarded as implicit FD migration, it benefits the theoretic and applying study of seismic imaging for it represent the depth extrapolation and migration method in a entirely different way. While, the technique of coordinates of second kind for the approximation of the matrix exponential begins a new way to develop migration operator. The inversion of matrix plays a vital role in the numerical migration method given by Pade symmetrical series approximation. The matrix has a Toepelitz structure with a helical boundary condition and is easy to inverse with LU decomposition. A efficient LU decomposition method is spectral factorization. That is, after the minimum phase correlative function of each array of matrix had be given by a spectral factorization method, all of the functions are arranged in a position according to its former location to get a lower triangular matrix. The major merit of LU decomposition with spectral factorization (SF Decomposition) is its efficiency in dealing with a large number of matrixes. After the setup of a table of the spectral factorization results of each array of matrix, the SF decomposition can give the lower triangular matrix by reading the table. However, the relationship among arrays is ignored in this method, which brings errors in decomposition method. Especially for numerical calculation in complex model, the errors is fatal. Direct elimination method can give the exact LU decomposition But even it is simplified in our case, the large number of decomposition cost unendurable computer time. A hybrid method is proposed here, which combines spectral factorization with direct elimination. Its decomposition errors is 10 times little than that of spectral factorization, and its decomposition speed is quite faster than that of direct elimination, especially in dealing with a large number of matrix. With the hybrid method, the 3D implicit migration can be expected to apply on real seismic data. Finally, the impulse response of 3D implicit migration operator is presented.

辛格式波动方程叠前深度偏移及速度建模

On 70~(th) SEG Annual meeting, many author have announced their result on the wave equation pre-stack depth migration. The methods of the wave-field imaging base on wave equation becomes mature and the main direction of seismic imaging. The direction of imaging the complex media has been the main one of the projects that the national "85" and "95" reservoir geophysics key projects and "Knowledge innovation key project of Chinese Academy of Science" have been supported. Furthermore, we began the study for special oil field situation of our nation with the international research groups. Under the background, the author combined the thoughts of symplectic with wave equation pre-stack depth migration, and develops and efficient wave equation pre-stack depth migration method. The purpose of this work is to find out a way to imaging the complex geological goals of Chinese oilfields and form a procedure of seismic data processing. The paper gives the approximation of one way wave equation operator, and shows the numerical results. The comparisons have been made between split-step phase method, Kirchhoff and Ray+FD methods on the pulse response, simple model and Marmousi model. The result shows that the method in this paper has an higher accuracy. Four field data examples have also be given in this paper. The results of field data demonstrate that the method can be usable. The velocity estimation is an important part of the wave equation pre-stack depth migration. A. parallel velocity estimation program has been written and tested on the Beowulf clusters. The program can establish a velocity profile automatically. An example on Marmousi model has shown in the third part of the paper to demonstrate the method. Another field data was also given in the paper. Beowulf cluster is the converge of the high performance computer architecture. Today, Beowulf Cluster is a good choice for institutes and small companies to finish their task. The paper gives some comparison results the computation of the wave equation pre-stack migration on Beowulf cluster, IBM-SP2 (24 nodes) in Daqing and Shuguang3000, and the comparison of their prize. The results show that the Beowulf cluster is an efficient way to finish the large amount computation of the wave equation pre-stack depth migration, especially for 3D.

波动方程辛几何算法三维叠前深度偏移及其并行实现

Oil and scientific groups have been focusing on the 3D wave equation prestack depth migration since it can solve the complex problems of the geologic structure accurately and maintain the wave information, which is propitious to lithology imaging. The symplectic method was brought up by Feng Kang firstly in 1984 and became the hotspot of numerical computation study. It will be widely applied in many scientific field of necessity because of its great virtue in scientific sense. This paper combines the Symplectic method and the 3-D wave equation prestack depth migration to bring up an effectual numerical computation method of wave field extrapolatation technique under the scientific background mentioned above. At the base of deep analysis of computation method and the performance of PC cluster, a seismic prestack depth migration flow considering the virtue of both seismic migration method and Pc cluster has formatted. The software, named 3D Wave Equation Prestack Depth Migration of Symplectic Method, which is based on the flow, has been enrolled in the National Bureau of Copyright (No. 0013767). Dagang and Daqing Oil Field have now put it into use in the field data processing. In this paper, the one way wave equation operator is decompounded into a phase shift operator and a time shift operator and the correct item with high rank Symplectic method when approaching E exponent. After reviewing eliminating alias frequency of operator, computing the maximum angle of migration and the imaging condition, we present the test result of impulse response of the Symplectic method. Taking the imaging results of the SEG/EAGE salt and overthrust models for example and seeing about the imaging ability with complex geologic structure of our software system, the paper has discussed the effect of the selection of imaging parameters and the effectuation on the migration result of the seismic wavelet and compared the 2-D and 3-D prestack depth migration result of the salt mode. We also present the test result of impulse response with the overthrust model. The imaging result of the two international models indicates that the Symplectic method of 3-D prestack depth migration accommodates great transversal velocity variation and complex geologic structure. The huge computing cost is the key obstruction that 3-D prestack depth migration wave equation cannot be adopted by oil industry. After deep analysis of prestack depth migration flow and the character of PC cluster ,the paper put forward :i)parallel algorithms in shot and frequency domain of the common shot gather 3-D wave equation prestack migration; ii)the optimized setting scheme of breakpoint in field data processing; iii)dynamic and static load balance among the nodes of the PC cluster in the 3-D prestack depth migration. It has been proven that computation periods of the 3-D prestack depth migration imaging are greatly shortened given that adopting the computing method mentioned in the paper. In addition,considering the 3-D wave equation prestack depth migration flow in complex medium and examples of the field data processing, the paper put the emphasis on: i)seismic data relative preprocessing, ii) 2.5D prestack depth migration velocity analysis, iii)3D prestack depth migration. The result of field data processing shows satisfied application ability of the flow put forward in the paper.

指数矩阵近似计算在地震波场延拓中的应用

Seismic wave field numerical modeling and seismic migration imaging based on wave equation have become useful and absolutely necessarily tools for imaging of complex geological objects. An important task for numerical modeling is to deal with the matrix exponential approximation in wave field extrapolation. For small value size matrix exponential, we can approximate the square root operator in exponential using different splitting algorithms. Splitting algorithms are usually used on the order or the dimension of one-way wave equation to reduce the complexity of the question. In this paper, we achieve approximate equation of 2-D Helmholtz operator inversion using multi-way splitting operation. Analysis on Gauss integral and coefficient of optimized partial fraction show that dispersion may accumulate by splitting algorithms for steep dipping imaging. High-order symplectic Pade approximation may deal with this problem, However, approximation of square root operator in exponential using splitting algorithm cannot solve dispersion problem during one-way wave field migration imaging. We try to implement exact approximation through eigenfunction expansion in matrix. Fast Fourier Transformation (FFT) method is selected because of its lowest computation. An 8-order Laplace matrix splitting is performed to achieve a assemblage of small matrixes using FFT method. Along with the introduction of Lie group and symplectic method into seismic wave-field extrapolation, accurate approximation of matrix exponential based on Lie group and symplectic method becomes the hot research field. To solve matrix exponential approximation problem, the Second-kind Coordinates (SKC) method and Generalized Polar Decompositions (GPD) method of Lie group are of choice. SKC method utilizes generalized Strang-splitting algorithm. While GPD method utilizes polar-type splitting and symmetric polar-type splitting algorithm. Comparing to Pade approximation, these two methods are less in computation, but they can both assure the Lie group structure. We think SKC and GPD methods are prospective and attractive in research and practice.