Affine-quadratic problems on Lie groups

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September 2013, 3(3): 347-374. doi: 10.3934/mcrf.2013.3.347

Affine-quadratic problems on Lie groups

Velimir Jurdjevic ^1,

1.	Department of Mathematics, University of Toronto, 40 St. George st, Toronto, Canada

Received December 2012 Revised March 2013 Published September 2013

Abstract
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This paper focuses on a class of left invariant variational problems on a Lie group$\ G\ $whose Lie algebra $\mathfrak{g}$ admits Cartan decomposition $ \mathfrak{g}=\mathfrak{p}+\mathfrak{k}$ with the usual Lie algebraic conditions \begin{equation*} \lbrack \mathfrak{p},\mathfrak{p]\subseteq k\ },\ \mathfrak{[p},\mathfrak{ k]\subseteq p},\mathfrak{\ [k},\mathfrak{k]\subseteq k.} \end{equation*} The Maximum Principle of optimal control leads to the Hamiltonians $H$ on $ \mathfrak{g\ }$that admit spectral parameter representations with important contributions to the theory of integrable Hamiltonian systems. Particular cases will be singled out that provides natural explanations for the classical results of Fock and Moser linking Kepler's problem to the geodesics on spaces of constant curvature, C.L. Jacobi's geodesic problem on an ellipsoid and J.Moser's work on integrability based on isospectral methods. The paper also shows the relevance of this class of Hamiltonians to the elastic curves on spaces of constant curvature.

Keywords: Lie group., Affine-quadratic problem, optimal control, Hamiltonian system.

Mathematics Subject Classification: Primary 37K05, 49J15 ; Secondary 14H7.

Citation: Velimir Jurdjevic. Affine-quadratic problems on Lie groups. Mathematical Control and Related Fields, 2013, 3 (3) : 347-374. doi: 10.3934/mcrf.2013.3.347

References:

[1]	A. Agrachev and Y. Sachkov, "Control Theory from the Geometric Point of View," Encyclopedia of Mathematical Sciences, 87. Control Theory and Optimization, II. Springer-Verlag, Berlin, 2004.
[2]	D. V. Anosov, A note on the Kepler problem, Jour. Dynamical and Control Syst., 8 (2002), 413-442. doi: 10.1023/A:1016386605889.
[3]	V. Arnold, "Les Méthodes Mathématiques de la Mécanique Classique," Traduction francaise, Editions Mir, 1974.
[4]	J. Cheeger and D. Ebin, "Comparison Theorems in Riemannian Geometry," Revised reprint of the 1975 original. AMS Chelsea Publishing, Providence, RI, 2008.
[5]	A. V. Bolsinov, A criterion for the completeness of a family of functions in involution that is constructed by the argument translation method, (Russian) Dokl. Akad. Nauk SSSR, 301 (1988), 1037-1040; translation in Soviet Math. Dokl., 38 (1989), 161-165.
[6]	A. V. Bolsinov and B. Jovanović, Complete involutive algebras of functions on cotangent bundles of homogeneous spaces, Math. Zeit., 246 (2004), 213-236. doi: 10.1007/s00209-003-0596-x.
[7]	B. Bonnard, V. Jurdjevic, I. K. Kupka and G. Sallet, Transitivity of families of invariant vector fields on semi-direct products of lie groups, Trans. Amer. Math. Soc., 271 (1982), 525-535. doi: 10.1090/S0002-9947-1982-0654849-4.
[8]	P. Eberlein, "Geometry of Nonpositively Curved Manifolds," Chicago Lectures in Mathematics. University of Chicago Press, Chicago, IL, 1996.
[9]	S. Helgason, "Differential Geometry, Lie Groups, and Symmetric Spaces," Pure and Applied Mathematics, 80. Academic Press, Inc. [Harcourt Brace Jovanovich, Publishers], New York-London, 1978.
[10]	Y. N. Fedorov and B. Jovanovic, Geodesic flows and newmann systems on steifel varieties, Geometry and Integrability, a preprint.
[11]	V. A. Fock, The hydrogen atom and non-euclidean geometry, Izv. Akad. Nauk SSSR, Ser Fizika 8, 1935.
[12]	B. S. Goh, Necessary conditions for singular extremals involving multiple control variables, SIAM J. Control, 4 (1966), 716-731. doi: 10.1137/0304052.
[13]	P. Griffiths, "Exterior Differential Calculus and the Calculus of Variations," Birkhauser, Boston, 1992.
[14]	C. G. J. Jacobi, "Vorlesungen Uber Dynamic," Druck und Verlag von G. Reimer, Berlin, 1884.
[15]	V. Jurdjevic, "Geometric Control Theory," Cambridge Studies in Advanced Mathematics 52, Cambridge University Press, 1997.
[16]	V. Jurdjevic, Hamiltonian point of view of non-euclidean geometry and elliptic functions, System and Control Letters, Lie theory and its applications in control (Würzburg, 1999), 43 (2005), 25-41. doi: 10.1016/S0167-6911(01)00093-7.
[17]	V. Jurdjevic, Optimal control, geometry and mechanics, Mathematical Control Theory, 227-267, Springer, New York, 1999.
[18]	V. Jurdjevic and F. Monroy-Perez, Hamiltonian systems on Lie groups: Elastic curves, tops and constrained geodesic problems, in "Non-Linear Control Theory and its Applications," World Scientific Publishing Co., Singapore 2002, 3-52. doi: 10.1142/9789812778079_0001.
[19]	V. Jurdjevic, Optimal control on Lie groups and integrable hamiltonian systems, Regular and Chaotic Dyn., 16 (2011), 514-535. doi: 10.1134/S156035471105008X.
[20]	V. Jurdjevic, Integrable Hamiltonian systems on complex Lie groups, Mem. Amer. Math. Soc., 178 (2005), viii+133 pp. doi: 10.1090/memo/0838.
[21]	V. Jurdjevic, The elliptic geodesic problem on the sphere, in preparation.
[22]	H. Knorrer, Geodesics on quadrics and a mechanical problem of C. Newmann, J. Reine Angew. Math., 334 (1982), 69-78. doi: 10.1515/crll.1982.334.69.
[23]	J. Langer and D. Singer, Knotted elastic curves in $\mathbbR ^3$, J. London. Math. Soc., (2), 30 (1984), 512-520. doi: 10.1112/jlms/s2-30.3.512.
[24]	P. Lee, "Kepler's Problem," Master's thesis, University of Toronto, 2004.
[25]	J. Moser, Regularization of Kepler's problem and the averaging method on a manifold, Comm. Pure Appl. Math., 23 (1970), 609-636. doi: 10.1002/cpa.3160230406.
[26]	J. Moser, Geometry of quadrics and spectral theory, The Chern Symposium 1979 (Proc. Internat. Sympos., Berkeley, Calif., 1979), 147-188, Springer, New York-Berlin, 1980.
[27]	J. Moser, "Integrable Hamiltonian Systems and Spectral Theory," Lezioni Fermiane. [Fermi Lectures] Scuola Normale Superiore, Pisa, 1983.
[28]	C. Newmann, De probleme quodam mechanico, quod ad primam integralium ultra-ellipticoram classem revocatum, J. Reine Angew. Math., 56 (1856), 345-378.
[29]	Y. Osipov, The Kepler problem and geodesic flows in spaces of constant curvature, Celestial Mechanics, 16 (1977), 191-208. doi: 10.1007/BF01228600.
[30]	A. M. Perelomov, "Integrable Systems Of Classical Mechanics And Lie Algebras, Vol. I," Translated from the Russian by A. G. Reyman [A. G. Reiman]. Birkhauser Verlag, Basel, 1990. doi: 10.1007/978-3-0348-9257-5.
[31]	T. Ratiu, The C. Newmann problem as a completely integrable system on an adjoint orbit, Trans. Amer. Math. Soc., 264 (1981), 321-329. doi: 10.2307/1998542.
[32]	A. G. Reyman, Integrable hamiltonian systems connected with graded Lie algebras, J. Sov. Math., 19 (1982), 1507-1545.
[33]	A. G. Reyman and S. Tian- Shansky, Group theoretic methods in the theory of finite dimensional integrable systems, Encyclopaedia of Mathematical Sciences, edited by V. I. Arnold and S. P. Novikov, Part II, Chapter 2, Springer-Verlag, 1994. doi: 10.1007/978-3-642-57884-7.

show all references

References:

[1]	A. Agrachev and Y. Sachkov, "Control Theory from the Geometric Point of View," Encyclopedia of Mathematical Sciences, 87. Control Theory and Optimization, II. Springer-Verlag, Berlin, 2004.
[2]	D. V. Anosov, A note on the Kepler problem, Jour. Dynamical and Control Syst., 8 (2002), 413-442. doi: 10.1023/A:1016386605889.
[3]	V. Arnold, "Les Méthodes Mathématiques de la Mécanique Classique," Traduction francaise, Editions Mir, 1974.
[4]	J. Cheeger and D. Ebin, "Comparison Theorems in Riemannian Geometry," Revised reprint of the 1975 original. AMS Chelsea Publishing, Providence, RI, 2008.
[5]	A. V. Bolsinov, A criterion for the completeness of a family of functions in involution that is constructed by the argument translation method, (Russian) Dokl. Akad. Nauk SSSR, 301 (1988), 1037-1040; translation in Soviet Math. Dokl., 38 (1989), 161-165.
[6]	A. V. Bolsinov and B. Jovanović, Complete involutive algebras of functions on cotangent bundles of homogeneous spaces, Math. Zeit., 246 (2004), 213-236. doi: 10.1007/s00209-003-0596-x.
[7]	B. Bonnard, V. Jurdjevic, I. K. Kupka and G. Sallet, Transitivity of families of invariant vector fields on semi-direct products of lie groups, Trans. Amer. Math. Soc., 271 (1982), 525-535. doi: 10.1090/S0002-9947-1982-0654849-4.
[8]	P. Eberlein, "Geometry of Nonpositively Curved Manifolds," Chicago Lectures in Mathematics. University of Chicago Press, Chicago, IL, 1996.
[9]	S. Helgason, "Differential Geometry, Lie Groups, and Symmetric Spaces," Pure and Applied Mathematics, 80. Academic Press, Inc. [Harcourt Brace Jovanovich, Publishers], New York-London, 1978.
[10]	Y. N. Fedorov and B. Jovanovic, Geodesic flows and newmann systems on steifel varieties, Geometry and Integrability, a preprint.
[11]	V. A. Fock, The hydrogen atom and non-euclidean geometry, Izv. Akad. Nauk SSSR, Ser Fizika 8, 1935.
[12]	B. S. Goh, Necessary conditions for singular extremals involving multiple control variables, SIAM J. Control, 4 (1966), 716-731. doi: 10.1137/0304052.
[13]	P. Griffiths, "Exterior Differential Calculus and the Calculus of Variations," Birkhauser, Boston, 1992.
[14]	C. G. J. Jacobi, "Vorlesungen Uber Dynamic," Druck und Verlag von G. Reimer, Berlin, 1884.
[15]	V. Jurdjevic, "Geometric Control Theory," Cambridge Studies in Advanced Mathematics 52, Cambridge University Press, 1997.
[16]	V. Jurdjevic, Hamiltonian point of view of non-euclidean geometry and elliptic functions, System and Control Letters, Lie theory and its applications in control (Würzburg, 1999), 43 (2005), 25-41. doi: 10.1016/S0167-6911(01)00093-7.
[17]	V. Jurdjevic, Optimal control, geometry and mechanics, Mathematical Control Theory, 227-267, Springer, New York, 1999.
[18]	V. Jurdjevic and F. Monroy-Perez, Hamiltonian systems on Lie groups: Elastic curves, tops and constrained geodesic problems, in "Non-Linear Control Theory and its Applications," World Scientific Publishing Co., Singapore 2002, 3-52. doi: 10.1142/9789812778079_0001.
[19]	V. Jurdjevic, Optimal control on Lie groups and integrable hamiltonian systems, Regular and Chaotic Dyn., 16 (2011), 514-535. doi: 10.1134/S156035471105008X.
[20]	V. Jurdjevic, Integrable Hamiltonian systems on complex Lie groups, Mem. Amer. Math. Soc., 178 (2005), viii+133 pp. doi: 10.1090/memo/0838.
[21]	V. Jurdjevic, The elliptic geodesic problem on the sphere, in preparation.
[22]	H. Knorrer, Geodesics on quadrics and a mechanical problem of C. Newmann, J. Reine Angew. Math., 334 (1982), 69-78. doi: 10.1515/crll.1982.334.69.
[23]	J. Langer and D. Singer, Knotted elastic curves in $\mathbbR ^3$, J. London. Math. Soc., (2), 30 (1984), 512-520. doi: 10.1112/jlms/s2-30.3.512.
[24]	P. Lee, "Kepler's Problem," Master's thesis, University of Toronto, 2004.
[25]	J. Moser, Regularization of Kepler's problem and the averaging method on a manifold, Comm. Pure Appl. Math., 23 (1970), 609-636. doi: 10.1002/cpa.3160230406.
[26]	J. Moser, Geometry of quadrics and spectral theory, The Chern Symposium 1979 (Proc. Internat. Sympos., Berkeley, Calif., 1979), 147-188, Springer, New York-Berlin, 1980.
[27]	J. Moser, "Integrable Hamiltonian Systems and Spectral Theory," Lezioni Fermiane. [Fermi Lectures] Scuola Normale Superiore, Pisa, 1983.
[28]	C. Newmann, De probleme quodam mechanico, quod ad primam integralium ultra-ellipticoram classem revocatum, J. Reine Angew. Math., 56 (1856), 345-378.
[29]	Y. Osipov, The Kepler problem and geodesic flows in spaces of constant curvature, Celestial Mechanics, 16 (1977), 191-208. doi: 10.1007/BF01228600.
[30]	A. M. Perelomov, "Integrable Systems Of Classical Mechanics And Lie Algebras, Vol. I," Translated from the Russian by A. G. Reyman [A. G. Reiman]. Birkhauser Verlag, Basel, 1990. doi: 10.1007/978-3-0348-9257-5.
[31]	T. Ratiu, The C. Newmann problem as a completely integrable system on an adjoint orbit, Trans. Amer. Math. Soc., 264 (1981), 321-329. doi: 10.2307/1998542.
[32]	A. G. Reyman, Integrable hamiltonian systems connected with graded Lie algebras, J. Sov. Math., 19 (1982), 1507-1545.
[33]	A. G. Reyman and S. Tian- Shansky, Group theoretic methods in the theory of finite dimensional integrable systems, Encyclopaedia of Mathematical Sciences, edited by V. I. Arnold and S. P. Novikov, Part II, Chapter 2, Springer-Verlag, 1994. doi: 10.1007/978-3-642-57884-7.

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