Discrete Hamilton-Jacobi Theory

We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and also prove a discrete version of the geometric Hamilton-Jacobi theorem. The theory applied to discrete linear Hamiltonian systems yields the discrete Riccati equation as a special case of the discrete Hamilton-Jacobi equation. We also apply the theory to discrete optimal control problems, and recover some well-known results, such as the Bellman equation (discrete-time HJB equation) of dynamic programming and its relation to the costate variable in the Pontryagin maximum principle. This relationship between the discrete Hamilton-Jacobi equation and Bellman equation is exploited to derive a generalized form of the Bellman equation that has controls at internal stages.Comment: 26 pages, 2 figure

Controlled Lagrangians and Potential Shaping for Stabilization of Discrete Mechanical Systems

The method of controlled Lagrangians for discrete mechanical systems is extended to include potential shaping in order to achieve complete state-space asymptotic stabilization. New terms in the controlled shape equation that are necessary for matching in the discrete context are introduced. The theory is illustrated with the problem of stabilization of the cart-pendulum system on an incline. We also discuss digital and model predictive control.Comment: IEEE Conference on Decision and Control, 2006 6 pages, 4 figure

Controlled Lagrangians and Stabilization of the Discrete Cart-Pendulum System

Matching techniques are developed for discrete mechanical systems with symmetry. We describe new phenomena that arise in the controlled Lagrangian approach for mechanical systems in the discrete context. In particular, one needs to either make an appropriate selection of momentum levels or introduce a new parameter into the controlled Lagrangian to complete the matching procedure. We also discuss digital and model predictive control

Matching and stabilization of discrete mechanical systems

Controlled Lagrangian and matching techniques are developed for the stabilization of equilibria of discrete mechanical systems with symmetry as well as broken symmetry. Interesting new phenomena arise in the controlled Lagrangian approach in the discrete context that are not present in the continuous theory. Specifically, a nonconservative force that is necessary for matching in the discrete setting is introduced. The paper also discusses digital and model predictive controllers

Discrete Routh Reduction

This paper develops the theory of abelian Routh reduction for discrete mechanical systems and applies it to the variational integration of mechanical systems with abelian symmetry. The reduction of variational Runge-Kutta discretizations is considered, as well as the extent to which symmetry reduction and discretization commute. These reduced methods allow the direct simulation of dynamical features such as relative equilibria and relative periodic orbits that can be obscured or difficult to identify in the unreduced dynamics. The methods are demonstrated for the dynamics of an Earth orbiting satellite with a non-spherical $J_2$ correction, as well as the double spherical pendulum. The $J_2$ problem is interesting because in the unreduced picture, geometric phases inherent in the model and those due to numerical discretization can be hard to distinguish, but this issue does not appear in the reduced algorithm, where one can directly observe interesting dynamical structures in the reduced phase space (the cotangent bundle of shape space), in which the geometric phases have been removed. The main feature of the double spherical pendulum example is that it has a nontrivial magnetic term in its reduced symplectic form. Our method is still efficient as it can directly handle the essential non-canonical nature of the symplectic structure. In contrast, a traditional symplectic method for canonical systems could require repeated coordinate changes if one is evoking Darboux' theorem to transform the symplectic structure into canonical form, thereby incurring additional computational cost. Our method allows one to design reduced symplectic integrators in a natural way, despite the noncanonical nature of the symplectic structure.Comment: 24 pages, 7 figures, numerous minor improvements, references added, fixed typo

Hamilton-Jacobi Theory for Degenerate Lagrangian Systems with Holonomic and Nonholonomic Constraints

We extend Hamilton-Jacobi theory to Lagrange-Dirac (or implicit Lagrangian) systems, a generalized formulation of Lagrangian mechanics that can incorporate degenerate Lagrangians as well as holonomic and nonholonomic constraints. We refer to the generalized Hamilton-Jacobi equation as the Dirac-Hamilton-Jacobi equation. For non-degenerate Lagrangian systems with nonholonomic constraints, the theory specializes to the recently developed nonholonomic Hamilton-Jacobi theory. We are particularly interested in applications to a certain class of degenerate nonholonomic Lagrangian systems with symmetries, which we refer to as weakly degenerate Chaplygin systems, that arise as simplified models of nonholonomic mechanical systems; these systems are shown to reduce to non-degenerate almost Hamiltonian systems, i.e., generalized Hamiltonian systems defined with non-closed two-forms. Accordingly, the Dirac-Hamilton-Jacobi equation reduces to a variant of the nonholonomic Hamilton-Jacobi equation associated with the reduced system. We illustrate through a few examples how the Dirac-Hamilton-Jacobi equation can be used to exactly integrate the equations of motion.Comment: 44 pages, 3 figure

Coupling Non-Gravitational Fields with Simplicial Spacetimes

The inclusion of source terms in discrete gravity is a long-standing problem. Providing a consistent coupling of source to the lattice in Regge Calculus (RC) yields a robust unstructured spacetime mesh applicable to both numerical relativity and quantum gravity. RC provides a particularly insightful approach to this problem with its purely geometric representation of spacetime. The simplicial building blocks of RC enable us to represent all matter and fields in a coordinate-free manner. We provide an interpretation of RC as a discrete exterior calculus framework into which non-gravitational fields naturally couple with the simplicial lattice. Using this approach we obtain a consistent mapping of the continuum action for non-gravitational fields to the Regge lattice. In this paper we apply this framework to scalar, vector and tensor fields. In particular we reconstruct the lattice action for (1) the scalar field, (2) Maxwell field tensor and (3) Dirac particles. The straightforward application of our discretization techniques to these three fields demonstrates a universal implementation of coupling source to the lattice in Regge calculus.Comment: 10 pages, no figures, Latex, fixed typos and minor corrections