Chain recurrence, chain transitivity, Lyapunov functions and rigidity of Lagrangian submanifolds of optical hypersurfaces

The aim of this paper is twofold. On the one hand, we discuss the notions of strong chain recurrence and strong chain transitivity for flows on metric spaces, together with their characterizations in terms of rigidity properties of Lipschitz Lyapunov functions. This part extends to flows some recent results for homeomorphisms of Fathi and Pageault. On the other hand, we use these characterisations to revisit the proof of a theorem of Paternain, Polterovich and Siburg concerning the inner rigidity of a Lagrangian submanifold $\Lambda$ contained in an optical hypersurface of a cotangent bundle, under the assumption that the dynamics on $\Lambda$ is strongly chain recurrent. We also prove an outer rigidity result for such a Lagrangian submanifold $\Lambda$, under the stronger assumption that the dynamics on $\Lambda$ is strongly chain transitive.Comment: 26 pages, 2 figure

Boundary rigidity for Lagrangian submanifolds, non-removable intersections, and Aubry-Mather theory

We consider Lagrangian submanifolds lying on a fiberwise strictly convex hypersurface in some cotangent bundle or, respectively, in the domain bounded by such a hypersurface. We establish a new boundary rigidity phenomenon, saying that certain Lagrangians on the hypersurface cannot be deformed (via Lagrangians having the same Liouville class) into the interior domain. Moreover, we study the "non-removable intersection set" between the Lagrangian and the hypersurface, and show that it contains a set with specific dynamical behavior, known as Aubry set in Aubry-Mather theory.Comment: The main new point of this revised and substantially enlarged version, with G.P. Paternain as new co-author, is the relation between non-removable intersections and Aubry-Mather theor

Propagation of singularities for weak KAM solutions and barrier functions

This paper studies the structure of the singular set (points of nondifferentiability) of viscosity solutions to Hamilton-Jacobi equations associated with general mechanical systems on the n-torus. First, using the level set method, we characterize the propagation of singularities along generalized characteristics. Then, we obtain a local propagation result for singularities of weak KAM solutions in the supercritical case. Finally, we apply such a result to study the propagation of singularities for barrier functions

A Pontryagin Maximum Principle in Wasserstein Spaces for Constrained Optimal Control Problems

In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to end-point and running state constraints. Building on our previous work, we combine the classical method of needle-variations from geometric control theory and the metric differential structure of the Wasserstein spaces to obtain a maximum principle stated in the so-called Gamkrelidze form.Comment: 35 page

Non-linear eigenvalue problems arising from growth maximization of positive linear dynamical systems

We study a growth maximization problem for a continuous time positive linear system with switches. This is motivated by a problem of mathematical biology (modeling growth-fragmentation processes and the PMCA protocol). We show that the growth rate is determined by the non-linear eigenvalue of a max-plus analogue of the Ruelle-Perron-Frobenius operator, or equivalently, by the ergodic constant of a Hamilton-Jacobi (HJ) partial differential equation, the solutions or subsolutions of which yield Barabanov and extremal norms, respectively. We exploit contraction properties of order preserving flows, with respect to Hilbert's projective metric, to show that the non-linear eigenvector of the operator, or the "weak KAM" solution of the HJ equation, does exist. Low dimensional examples are presented, showing that the optimal control can lead to a limit cycle.Comment: 8 page