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Delfim F. M. Torres

Publications and source records attributed to Delfim F. M. Torres.

465 records · Page 26Linked to original sources
arXiv2004

Symbolic Computation in the Calculus of Variations: Determination of Symmetries and Conservation Laws (in Portuguese)

English version of abstract: The dynamic optimization problems treated by the calculus of variations are usually solved with the help of the 2nd order Euler-Lagrange differential equations. These equations are, generally speaking, nonlinear, and very hard to solve. One way to address the problem is to obtain conservation laws of lower order than those of the corresponding Euler-Lagrange equations. While in Physics and Economics the question of existence of conservation laws is treated in a rather natural way, because the application itself suggest the conservation laws (e.g., conservation of energy, income/health law), from a strictly mathematical point of view, given a problem of the calculus of variations, it is not obvious how one might derive a conservation law or, for that matter, if it even has a conservation law. The question we address is thus to develop computational facilities, based on a systematic method, which permits to identify functionals that have conservation laws. The central result we use is the celebrated Noether's theorem. This theorem links conservation laws with the invariance properties of the problem (with symmetries), and provides an algorithm for finding conservation laws. Thus the problem is reduced to the one of finding the variational symmetries. We show how a Computer Algebra System can help to find the symmetries and the conservation laws in the calculus of variations. Several illustrative examples are given.

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arXiv2004

A Noether Theorem on Unimprovable Conservation Laws for Vector-Valued Optimization Problems in Control Theory

We obtain a version of Noether's invariance theorem for optimal control problems with a finite number of cost functionals. The result is obtained by formulating E. Noether's result to optimal control problems subject to isoperimetric constraints, and then using the unimprovable (Pareto) notion of optimality. A result of this kind was posed to the author, as a mathematical open question, of great interest in applications of control engineering, by A. Gugushvili.

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arXiv2004

On the Noether Invariance Principle for Constrained Optimal Control Problems

We obtain a generalization of Noether's invariance principle for optimal control problems with equality and inequality state-input constraints. The result relates the invariance properties of the problems with the existence of conserved quantities along the constrained Pontryagin extremals. A result of this kind was posed as an open question by Vladimir Tikhomirov, in 1986.

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arXiv2004

Optimal Control of Newton-Type Problems of Minimal Resistance

We address Newton-type problems of minimal resistance from an optimal control perspective. It is proven that for Newton-type problems the Pontryagin maximum principle is a necessary and sufficient condition. Solutions are then computed for concrete situations, including the new case when the flux of particles is non-parallel.

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arXiv2004

Two-Dimensional Problems of Minimal Resistance in a Medium of Positive Temperature

We study the Newton-like problem of minimal resistance for a two-dimensional body moving with constant velocity in a homogeneous rarefied medium of moving particles. The distribution of the particles over velocities is centrally symmetric. The problem is solved analytically; the minimizers are shown to be of four different types. Numerical results are obtained for the physically significant case of gaussian circular distribution of velocities, which corresponds to a homogeneous ideal gas of positive temperature.

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arXiv2003

Quasi-Invariant Optimal Control Problems

We study in optimal control the important relation between invariance of the problem under a family of transformations, and the existence of preserved quantities along the Pontryagin extremals. Several extensions of Noether theorem are provided, in the direction which enlarges the scope of its application. We formulate a more general version of Noether's theorem for optimal control problems, which incorporates the possibility to consider a family of transformations depending on several parameters and, what is more important, to deal with quasi-invariant and not necessarily invariant optimal control problems. We trust that this latter extension provides new possibilities and we illustrate it with several examples, not covered by the previous known optimal control versions of Noether's theorem.

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arXiv2003

A Proper Extension of Noether's Symmetry Theorem for Nonsmooth Extremals of the Calculus of Variations

For nonsmooth Euler-Lagrange extremals, Noether's conservation laws cease to be valid. We show that Emmy Noether's theorem of the calculus of variations is still valid in the wider class of Lipschitz functions, as long as one restrict the Euler-Lagrange extremals to those which satisfy the DuBois-Reymond necessary condition. In the smooth case all Euler-Lagrange extremals are DuBois-Reymond extremals, and the result gives a proper extension of the classical Noether's theorem. This is in contrast with the recent developments of Noether's symmetry theorems to the optimal control setting, which give rise to non-proper extensions when specified for the problems of the calculus of variations.

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arXiv2003

Integrals of Motion for Discrete-Time Optimal Control Problems

We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the discrete time Lagrangian and discrete time control system. As corollaries, results for first-order and higher-order discrete problems of the calculus of variations are obtained.

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arXiv2003

Gauge Symmetries and Noether Currents in Optimal Control

We extend the second Noether theorem to optimal control problems which are invariant under symmetries depending upon k arbitrary functions of the independent variable and their derivatives up to some order m. As far as we consider a semi-invariance notion, and the transformation group may also depend on the control variables, the result is new even in the classical context of the calculus of variations.

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arXiv2002

A Remarkable Property of the Dynamic Optimization Extremals

At the core of optimal control theory is the Pontryagin maximum principle - the celebrated first order necessary optimality condition - whose solutions are called extremals and which are obtained through a function called Hamiltonian, akin to the Lagrangian function used in ordinary calculus optimization problems. A remarkable property of the extremals is that the total derivative with respect to time of the corresponding Hamiltonian equals the partial derivative of the Hamiltonian with respect to time. In particular, when the Hamiltonian does not depend explicitly on time, the value of the Hamiltonian evaluated along the extremals turns out to be constant (a property that corresponds to energy conservation in classical mechanics). We present a generalization of the above property. As applications of the new relation, methods for obtaining conserved quantities along the Pontryagin extremals and for characterizing problems possessing given constants of the motion are obtained.

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arXiv2002

Lipschitzian Regularity of the Minimizing Trajectories for Nonlinear Optimal Control Problems

We consider the Lagrange problem of optimal control with unrestricted controls and address the question: under what conditions we can assure optimal controls are bounded? This question is related to the one of Lipschitzian regularity of optimal trajectories, and the answer to it is crucial for closing the gap between the conditions arising in the existence theory and necessary optimality conditions. Rewriting the Lagrange problem in a parametric form, we obtain a relation between the applicability conditions of the Pontryagin maximum principle to the later problem and the Lipschitzian regularity conditions for the original problem. Under the standard hypotheses of coercivity of the existence theory, the conditions imply that the optimal controls are essentially bounded, assuring the applicability of the classical necessary optimality conditions like the Pontryagin maximum principle. The result extends previous Lipschitzian regularity results to cover optimal control problems with general nonlinear dynamics.

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arXiv2002

Caratheodory-Equivalence, Noether Theorems, and Tonelli Full-Regularity in the Calculus of Variations and Optimal Control

We study, in a unified way, the following questions related to the properties of Pontryagin extremals for optimal control problems with unrestricted controls: i) How the transformations, which define the equivalence of two problems, transform the extremals? ii) How to obtain quantities which are conserved along any extremal? iii) How to assure that the set of extremals include the minimizers predicted by the existence theory? These questions are connected to: i) the Caratheodory method which establishes a correspondence between the minimizing curves of equivalent problems; ii) the interplay between the concept of invariance and the theory of optimality conditions in optimal control, which are the concern of the theorems of Noether; iii) regularity conditions for the minimizers and the work pioneered by Tonelli.

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