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

Fuente: arXiv
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Main Authors: Tran, Brian K., Leok, Melvin
Format: Preprint
Published: 2023
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author Tran, Brian K.
Leok, Melvin
author_facet Tran, Brian K.
Leok, Melvin
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2311_03527
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle A Type II Hamiltonian Variational Principle and Adjoint Systems for Lie Groups
Tran, Brian K.
Leok, Melvin
Numerical Analysis
Optimization and Control
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.
title A Type II Hamiltonian Variational Principle and Adjoint Systems for Lie Groups
topic Numerical Analysis
Optimization and Control
url https://arxiv.org/abs/2311.03527