The Hamilton-jacobi Theory of Dynamics
Canonical equations, transformations, and integration principles in Hamilton-Jacobi theory of dynamics
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Canonical equations, transformations, and integration principles in Hamilton-Jacobi theory of dynamics
We prove the existence of a countably infinite number of “excited” states for the Lorentzian-signature Taub–Wheeler–DeWitt (WDW) equation when a cosmological constant is present using the Euclidean-signature semi-classical method. We also find a “ground” state solution when both an aligned electromagnetic field and cosmological constant are present; as a result, conjecture that the Euclidean-signature semi classical method can be used to prove the existence of a countably “infinite” number of “excited” states when the two aforementioned matter sources are present. Afterward, we prove the existence of asymptotic solutions to the vacuum Taub–WDW equation using the “no boundary” and “wormhole” solutions of the Taub Euclidean-signature Hamilton–Jacobi equation and compare their mathematical properties. We then discuss the fascinating qualitative properties of the wave functions we have computed. By utilizing the Euclidean-signature semi-classical method in the above manner, we further show its ability to prove the existence of solutions to Lorentzian-signature equations without having to invoke a Wick rotation. This feature of not needing to apply a Wick rotation makes this method potentially very useful for tackling a variety of problems in bosonic relativistic field theory and quantum gravity
Three body problem by hamilton-jacobi perturbation theory - guidance systems
Hamilton-Jacobi theory for solutions of zero gravity and constant gravity rocket flight problems
Lagrange-Hamilton-Jacobi mechanics and application to two-body problem
Optimal control problems solved by application of differential game theory
Caratheodory unified approach to Hamilton-Jacobi theory in variational calculus problems of optimal control
Nonlinear system suboptimal feedback control technique based on method for determining approximate solutions for Hamilton-Jacobi- Bellman equation
New numerical algorithms are devised (PSC algorithms) for following fronts propagating with curvature-dependent speed. The speed may be an arbitrary function of curvature, and the front can also be passively advected by an underlying flow. These algorithms approximate the equations of motion, which resemble Hamilton-Jacobi equations with parabolic right-hand-sides, by using techniques from the hyperbolic conservation laws. Non-oscillatory schemes of various orders of accuracy are used to solve the equations, providing methods that accurately capture the formation of sharp gradients and cusps in the moving fronts. The algorithms handle topological merging and breaking naturally, work in any number of space dimensions, and do not require that the moving surface be written as a function. The methods can be used also for more general Hamilton-Jacobi-type problems. The algorithms are demonstrated by computing the solution to a variety of surface motion problems.
Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional quantity, HJ PDEs can be extended to the multi-time case. In this paper, we establish a novel theoretical connection between specific optimization problems arising in machine learning and the multi-time Hopf formula, which corresponds to a representation of the solution to certain multi-time HJ PDEs. Through this connection, we increase the interpretability of the training process of certain machine learning applications by showing that when we solve these learning problems, we also solve a multi-time HJ PDE and, by extension, its corresponding optimal control problem. As a first exploration of this connection, we develop the relation between the regularized linear regression problem and the Linear Quadratic Regulator (LQR). We then leverage our theoretical connection to adapt standard LQR solvers (namely, those based on the Riccati ordinary differential equations) to design new training approaches for machine learning. Lastly, we provide some numerical examples that demonstrate the versatility and possible computational advantages of our Riccati-based approach in the context of continual learning, post-training calibration, transfer learning, and sparse dynamics identification.
Two of the main challenges in optimal control are solving problems with state-dependent running costs and developing efficient numerical solvers that are computationally tractable in high dimension. In this paper, we provide analytical solutions to certain optimal control problems whose running cost depends on the state variable and with constraints on the control. We also provide Lax-Oleinik-type representation formulas for the corresponding Hamilton-Jacobi partial differential equations with state-dependent Hamiltonians. Additionally, we present an efficient, grid-free numerical solver based on our representation formulas, which is shown to scale linearly with the state dimension, and thus, to overcome the curse of dimensionality. Using existing optimization methods and the min-plus technique, we extend our numerical solvers to address more general classes of convex and nonconvex initial costs. We demonstrate the capabilities of our numerical solvers using implementations on a central processing unit (CPU) and a field-programmable gate array (FPGA). In several cases, our FPGA implementation obtains over a 10 times speedup compared to the CPU, which demonstrates the promising performance boosts FPGAs can achieve. Furthermore, our numerical results show that our solvers have the potential to serve as a building block for solving broader classes of high-dimensional optimal control problems in real-time.
Topics considered include: high-performance computing; cognitive and perceptual prostheses (computational aids designed to leverage human abilities); autonomous systems. Also included: development of a 3D unstructured grid code based on a finite volume formulation and applied to the Navier-stokes equations; Cartesian grid methods for complex geometry; multigrid methods for solving elliptic problems on unstructured grids; algebraic non-overlapping domain decomposition methods for compressible fluid flow problems on unstructured meshes; numerical methods for the compressible navier-stokes equations with application to aerodynamic flows; research in aerodynamic shape optimization; S-HARP: a parallel dynamic spectral partitioner; numerical schemes for the Hamilton-Jacobi and level set equations on triangulated domains; application of high-order shock capturing schemes to direct simulation of turbulence; multicast technology; network testbeds; supercomputer consolidation project.
The development of high-order accurate numerical discretization techniques for irregular domains and meshes is often cited as one of the remaining challenges facing the field of computational fluid dynamics. In structural mechanics, the advantages of high-order finite element approximation are widely recognized. This is especially true when high-order element approximation is combined with element refinement (h-p refinement). In computational fluid dynamics, high-order discretization methods are infrequently used in the computation of compressible fluid flow. The hyperbolic nature of the governing equations and the presence of solution discontinuities makes high-order accuracy difficult to achieve. Consequently, second-order accurate methods are still predominately used in industrial applications even though evidence suggests that high-order methods may offer a way to significantly improve the resolution and accuracy for these calculations. To address this important topic, a special course was jointly organized by the Applied Vehicle Technology Panel of NATO's Research and Technology Organization (RTO), the von Karman Institute for Fluid Dynamics, and the Numerical Aerospace Simulation Division at the NASA Ames Research Center. The NATO RTO sponsored course entitled "Higher Order Discretization Methods in Computational Fluid Dynamics" was held September 14-18, 1998 at the von Karman Institute for Fluid Dynamics in Belgium and September 21-25, 1998 at the NASA Ames Research Center in the United States. During this special course, lecturers from Europe and the United States gave a series of comprehensive lectures on advanced topics related to the high-order numerical discretization of partial differential equations with primary emphasis given to computational fluid dynamics (CFD). Additional consideration was given to topics in computational physics such as the high-order discretization of the Hamilton-Jacobi, Helmholtz, and elasticity equations. This volume consists of five articles prepared by the special course lecturers. These articles should be of particular relevance to those readers with an interest in numerical discretization techniques which generalize to very high-order accuracy. The articles of Professors Abgrall and Shu consider the mathematical formulation of high-order accurate finite volume schemes utilizing essentially non-oscillatory (ENO) and weighted essentially non-oscillatory (WENO) reconstruction together with upwind flux evaluation. These formulations are particularly effective in computing numerical solutions of conservation laws containing solution discontinuities. Careful attention is given by the authors to implementational issues and techniques for improving the overall efficiency of these methods. The article of Professor Cockburn discusses the discontinuous Galerkin finite element method. This method naturally extends to high-order accuracy and has an interpretation as a finite volume method. Cockburn addresses two important issues associated with the discontinuous Galerkin method: controlling spurious extrema near solution discontinuities via "limiting" and the extension to second order advective-diffusive equations (joint work with Shu). The articles of Dr. Henderson and Professor Schwab consider the mathematical formulation and implementation of the h-p finite element methods using hierarchical basis functions and adaptive mesh refinement. These methods are particularly useful in computing high-order accurate solutions containing perturbative layers and corner singularities. Additional flexibility is obtained using a mortar FEM technique whereby nonconforming elements are interfaced together. Numerous examples are given by Henderson applying the h-p FEM method to the simulation of turbulence and turbulence transition.
An analysis is conducted of the coupling of Osher and Sethian's (1988) 'Hamilton-Jacobi' level set formulation of the equations of motion for propagating interfaces to a system of conservation laws for compressible gas dynamics, giving attention to both the conservative and nonconservative differencing of the level set function. The capabilities of the method are illustrated in view of the results of numerical convergence studies of the compressible Rayleigh-Taylor and Kelvin-Helmholtz instabilities for air-air and air-helium boundaries.
The linear optimal control problem of an nth-order time-invariant dynamic system with a quadratic performance functional is usually solved by the Hamilton-Jacobi approach. This leads to the solution of the differential matrix Riccati equation with a terminal condition. The bulk of the computation for the optimal control problem is related to the solution of this equation. There are various algorithms in the literature for solving the matrix Riccati equation. However, computational complexities and storage requirements as a function of numbers of state variables, control variables, and sensors are not available for all these algorithms. In this work, the computational complexities and storage requirements for some of these algorithms are given. These expressions show the immensity of the computational requirements of the algorithms in solving the Riccati equation for large-order systems such as the control of highly flexible space structures. The expressions are also needed to compute the speedup and efficiency of any implementation of these algorithms on concurrent machines.
The analytical foundation of the Hamilton-Jacobi theory was investigated for application to space flight problems. A specific problem area is defined as follows: (1) to attempt to use the first order perturbation theory, which has been developed for the motion of a uniaxial satellite in a gravitational field in studying the motion of a triaxial satellite in a gravity field; and (2) also to expand theory for the uniaxial case to higher order.
Clock synchronization in an arbitrarily accelerated observer congruence is considered. A general solution is obtained that maintains the isotropy and coordinate independence of the one-way speed of light. Attention is also given to various particular cases including, rotating disk congruence or ring congruence. An explicit, congruence-based spacetime metric is constructed according to Einstein's clock synchronization procedure and the equation for the geodesics of the space-time was derived using Hamilton-Jacobi method. The application of interferometric techniques (absolute phase radio interferometry, VLBI) to the detection of the 'global Sagnac effect' is also discussed.
Cost of computation appears competitive with other methods. Problem to compute optimal control of forced response of structure with n degrees of freedom identified in terms of smaller number, r, of vibrational modes. Article begins with Hamilton-Jacobi formulation of mechanics and use of quadratic cost functional. Complexity reduced by alternative approach in which quadratic cost functional expressed in terms of control variables only. Leads to iterative solution of second-order time-integral matrix Volterra equation of second kind containing optimal control vector. Cost of algorithm, measured in terms of number of computations required, is of order of, or less than, cost of prior algoritms applied to similar problems.