\`x^2+y_1+z_12^34\`
Advanced Search
Article Contents
Article Contents

A parallel iterative method for variational integration

  • *Corresponding author: Sebastián J. Ferraro

    *Corresponding author: Sebastián J. Ferraro 
Abstract / Introduction Full Text(HTML) Figure(7) Related Papers Cited by
  • Discrete variational methods show excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative procedure for the solution of discrete variational equations for boundary value problems. It consists in repeatedly correcting the position of the non-boundary points of a proposed discrete path in order to converge to a solution. This is accomplished using a parallelization strategy that leverages the capabilities of multicore CPUs and GPUs. Further, we develop this parallel method for higher-order Lagrangian systems, which appear in fully-actuated problems and beyond. Convergence conditions for this kind of method are investigated. We illustrate their excellent behavior in some interesting examples, namely Zermelo's navigation problem, a fuel-optimal navigation problem, interpolation problems, or in a fuel optimization problem for a controlled 4-body problem in astrodynamics, showing the potential of our method.

    Mathematics Subject Classification: Primary: 70-08, 70G45, 70Hxx; Secondary: 70Q05, 49-XX, 49Mxx, 49M20, 65K10, 65L10, 65L20.

    Citation:

    \begin{equation} \\ \end{equation}
  • 加载中
  • Figure 1.  An iteration of the parallel method for $ N = 3 $

    Figure 2.  Several local solutions to the optimal time navigation problem starting from $ (0,0) $ and ending at $ (6,2) $. The time for each trajectory is shown

    Figure 3.  A minimal fuel trajectory for a fixed total duration $ T = 30 $, joining $ (0,0) $ to $ (6,5) $, with $ N = 200 $

    Figure 4.  An optimal trajectory for the second-order problem with interpolation nodes

    Figure 5.  An optimal trajectory with varying wind. The black dot is the ship, and the black vectors along the trajectory represent the wind that it will encounter in its journey. Each figure shows the vector field $ W $ at different times

    Figure 6.  Spacecraft trajectory starting from a geosynchronous orbit (in black, before starting the planned trajectory) and parking at the $ \mathrm{L}_5 $ Lagrange point of the Earth-Moon system (to scale). The trajectory is displayed in a rotating frame with the Earth and the Moon fixed in the diagram. Distances are in astronomical units (au). On the left plot, the instantaneous fuel consumption is shown using grayscale

    Figure 7.  Left: adaptive step size. Right: fixed step size

  • [1] J. Á. Acosta, A. Bloch and D. M. de Diego, Completeness of Riemannian metrics: an application to the control of constrained mechanical systems, 2023., Preprint, arXiv: 2311.14969.
    [2] R. P. Agarwal, Boundary Value Problems for Higher Order Differential Equations, World Scientific Publishing Co., Inc., Teaneck, NJ, 1986.
    [3] O. AxelssonIterative Solution Methods, Cambridge University Press, Cambridge, 1994. 
    [4] D. BaoC. Robles and Z. Shen, Zermelo navigation on Riemannian manifolds, J. Differential Geom., 66 (2004), 377-435.  doi: 10.4310/jdg/1098137838.
    [5] S. Blanes and F. Casas, A Concise Introduction to Geometric Numerical Integration, Monographs and Research Notes in Mathematics. CRC Press, Boca Raton, FL, 2016.
    [6] L. ColomboS. Ferraro and D. Martín de Diego, Geometric integrators for higher-order variational systems and their application to optimal control, J. Nonlinear Sci., 26 (2016), 1615-1650.  doi: 10.1007/s00332-016-9314-9.
    [7] P. Crouch and F. Silva Leite, The dynamic interpolation problem: On Riemannian manifolds, Lie groups, and symmetric spaces, J. Dynam. Control Systems, 1 (1995), 177-202. 
    [8] M. de León and P. R. Rodrigues, Generalized Classical Mechanics and Field Theory, volume 112 of North-Holland Mathematics Studies, North-Holland Publishing Co., Amsterdam, 1985, A geometrical approach of Lagrangian and Hamiltonian formalisms involving higher order derivatives, Notes on Pure Mathematics, 102.
    [9] S. Ferraro, D. Martín de Diego and R. T. Sato Martín de Almagro, On the Jacobi equation and conjugate points for continuous and discrete Lagrangians, Work in Progress, 2025.
    [10] S. FerraroD. Martín de Diego and R. T. Sato Martín de Almagro, Parallel iterative methods for variational integration applied to navigation problems, IFAC-PapersOnLine, 7th IFAC Workshop on Lagrangian and Hamiltonian Methods for Nonlinear Control LHMNC 2021: Berlin, Germany, 59 (2021), 321-326.  doi: 10.1016/j.ifacol.2021.11.097.
    [11] F. Gay-BalmazD. D. HolmD. M. MeierT. S. Ratiu and F.-X. Vialard, Invariant higher-order variational problems, Comm. Math. Phys., 309 (2012), 413-458.  doi: 10.1007/s00220-011-1313-y.
    [12] F. Gay-BalmazD. D. HolmD. M. MeierT. S. Ratiu and F.-X. Vialard, Invariant higher-order variational problems II, J. Nonlinear Sci., 22 (2012), 553-597.  doi: 10.1007/s00332-012-9137-2.
    [13] E. Hairer, C. Lubich and G. Wanner, Geometric Numerical Integration, volume 31 Springer Series in Computational Mathematics, Springer, Heidelberg, 2010, Structure-preserving algorithms for ordinary differential equations, Reprint of the second (2006) edition.
    [14] P. Hartman, Ordinary Differential Equations, volume 38 of Classics in Applied Mathematics., Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2002, Corrected reprint of the second (1982) edition [Birkhäuser, Boston, MA].
    [15] R. Hilscher and V. Zeidan, Coupled intervals in the discrete calculus of variations: Necessity and sufficiency, Journal of Mathematical Analysis and Applications, 276 (2002), 396-421. 
    [16] M. A. Javaloyes and M. Sánchez, Wind Riemannian spaceforms and Randers-Kropina metrics of constant flag curvature, Eur. J. Math., 3 (2017), 1225-1244.  doi: 10.1007/s40879-017-0186-9.
    [17] J.-T. JiaY.-C. Yan and Q. He, A block diagonalization based algorithm for the determinants of block $k$-tridiagonal matrices, J. Math. Chem., 59 (2021), 745-756.  doi: 10.1007/s10910-021-01216-8.
    [18] H. Kawasaki, A conjugate points theory for a nonlinear programming problem, SIAM J. Control Optim., 40 (2001), 54-63.  doi: 10.1137/S0363012900368831.
    [19] H. Kawasaki, Analysis of conjugate points for constant tridiagonal Hesse matrices of a class of extremal problems, Optim. Methods Softw., 18 (2003), 197-205.  doi: 10.1080/1055678031000109554.
    [20] W. S. Koon, M. W. Lo, J. E. Marsden and S. D. Ross, Dynamical systems, the three-body problem and space mission design, In International Conference on Differential Equations, Vol. 1, 2 (Berlin, 1999), World Sci. Publ., River Edge, NJ, (2000), 1167-1181. doi: 10.1142/9789812792617_0222.
    [21] P. Kopacz, On generalization of Zermelo navigation problem on Riemannian manifolds, Int. J. Geom. Methods Mod. Phys., 16 (2019), 1950058, 19. doi: 10.1142/S0219887819500580.
    [22] B. Leimkuhler and S. Reich, Simulating Hamiltonian Dynamics, Cambridge Monogr. Appl. Comput. Math., 14, Cambridge University Press, Cambridge, 2004.
    [23] M. Leok and T. Shingel, General techniques for constructing variational integrators, Front. Math. China, 7 (2012), 273-303.  doi: 10.1007/s11464-012-0190-9.
    [24] J. E. Marsden and M. West, Discrete mechanics and variational integrators, Acta Numer., 10 (2001), 357-514.  doi: 10.1017/S096249290100006X.
    [25] A. Masiello, An alternative variational principle for geodesics of a Randers metric, Adv. Nonlinear Stud., 9 (2009), 783-801.  doi: 10.1515/ans-2009-0410.
    [26] R. I. McLachlan and C. Offen, Bifurcation of solutions to Hamiltonian boundary value problems, Nonlinearity, 31 (2018), 2895-2927.  doi: 10.1088/1361-6544/aab630.
    [27] R. I. McLachlan and C. Offen, Symplectic integration of boundary value problems, Numer. Algorithms, 81 (2019), 1219-1233.  doi: 10.1007/s11075-018-0599-7.
    [28] R. I. McLachlan and C. Offen, Preservation of bifurcations of Hamiltonian boundary value problems under discretisation, Found. Comput. Math., 20 (2020), 1363-1400.  doi: 10.1007/s10208-020-09454-z.
    [29] J. M. Ortega and W. C. Rheinboldt, Iterative Solution of Nonlinear Equations in Several Variables, Reprint of the 1970 original Classics Appl. Math., 30, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2000.
    [30] G. W. Patrick and C. Cuell, Error analysis of variational integrators of unconstrained Lagrangian systems, Numer. Math., 113 (2009), 243-264.  doi: 10.1007/s00211-009-0245-3.
    [31] D. Precioso, R. Milson, L. Bu, Y. Menchions and D. Gómez-Ullate, Hybrid search method for Zermelo's navigation problem, Comput. Appl. Math., 43 (2024), Paper No. 250, 22.
    [32] M. N. VrahatisG. D. Magoulas and V. P. Plagianakos, From linear to nonlinear iterative methods, Appl. Numer. Math., 45 (2003), 59-77.  doi: 10.1016/S0168-9274(02)00235-0.
    [33] E. Zermelo, Über das Navigationsproblem bei ruhender oder veränderlicher Windverteilung, Z. Angew. Math. Mech., 11 (1931), 114-124.  doi: 10.1002/zamm.19310110205.
  • 加载中

Figures(7)

SHARE

Article Metrics

HTML views(2853) PDF downloads(244) Cited by(0)

Access History

Catalog

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return