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Sofya Maslovskaya

Publications and source records attributed to Sofya Maslovskaya.

11 recordsLinked to original sources

Commutator-free Cayley methods

Differential equations posed on quadratic matrix Lie groups arise in the context of classical mechanics and quantum dynamical systems. Lie group numerical integrators preserve the constants of motions defining the Lie group. Thus, they respect important physical laws of the dynamical system, such as unitarity and energy conservation in the context of quantum dynamical systems, for instance. In this article we develop a high-order commutator free Lie group integrator for non-autonomous differential equations evolving on quadratic Lie groups. Instead of matrix exponentials, which are expensive to evaluate and need to be approximated by appropriate rational functions in order to preserve the Lie group structure, the proposed method is obtained as a composition of Cayley transforms which naturally respect the structure of quadratic Lie groups while being computationally efficient to evaluate. Unlike Cayley--Magnus methods the method is also free from nested matrix commutators.

math.NA

Non static exponential turnpike property for optimal control problems with symmetries and boundary conditions

Optimal control problems with symmetries often admit a non stationary turnpike property called trim turnpike, which characterizes the convergence of optimal solutions to certain symmetry induced trajectories called trim primitives. In this paper we establish an exponential trim turnpike property for a class of optimal control problems with structural properties related to Abelian Lie group symmetries. The key ingredient of our approach is the introduction of an appropriate reduced optimal control problem. We show that extremals of the original problem can be characterized through a reduced Hamiltonian boundary value problem that coincides with the optimality system of the reduced problem. Under a hyperbolicity assumption on the equilibrium of the corresponding reduced Hamiltonian system we prove that optimal trajectories remain exponentially close, up to boundary layers near the endpoints, to a trim primitive defined by the static reduced problem. The theoretical results are illustrated on three representative examples: linear and nonlinear problems with quadratic cost and the Kepler orbital transfer problem.

math.OC

Second order optimality conditions in a new Lagrangian formulation for optimal control problems

It has been shown recently that optimal control problems with the dynamical constraint given by a second order system admit a regular Lagrangian formulation. This implies that the optimality conditions can be obtained in a new form based on the variational approach. In this paper we extend the first order necessary optimality conditions obtained previously to second order optimality conditions. This results in a complete characterization of the optimality conditions in a new Lagrangian form.

math.OC

A new Lagrangian approach to optimal control of second-order systems

In this work, we propose and study a new approach to formulate the optimal control problem of second-order differential equations, with a particular interest in those derived from force-controlled Lagrangian systems. The formulation results in a new hyperregular control Langrangian and, thus, a new control Hamiltonian whose equations of motion provide necessary optimality conditions. We compare this approach to Pontryagin's maximum principle (PMP) in this setting, providing geometric insight into their relation. This leads us to define an extended Tulczyjew's triple with controls. Moreover, we study the relationship between Noether symmetries of this new formulation and those of the PMP.

math.OC

Adaptive higher order reversible integrators for memory efficient deep learning

The depth of networks plays a crucial role in the effectiveness of deep learning. However, the memory requirement for backpropagation scales linearly with the number of layers, which leads to memory bottlenecks during training. Moreover, deep networks are often unable to handle time-series data appearing at irregular intervals. These issues can be resolved by considering continuous-depth networks based on the neural ODE framework in combination with reversible integration methods that allow for variable time-steps. Reversibility of the method ensures that the memory requirement for training is independent of network depth, while variable time-steps are required for assimilating time-series data on irregular intervals. However, at present, there are no known higher-order reversible methods with this property. High-order methods are especially important when a high level of accuracy in learning is required or when small time-steps are necessary due to large errors in time integration of neural ODEs, for instance in context of complex dynamical systems such as Kepler systems and molecular dynamics. The requirement of small time-steps when using a low-order method can significantly increase the computational cost of training as well as inference. In this work, we present an approach for constructing high-order reversible methods that allow adaptive time-stepping. Our numerical tests show the advantages in computational speed when applied to the task of learning dynamical systems.

math.NA

Variational integrators for a new Lagrangian approach to control affine systems with a quadratic Lagrange term

In this work, we analyse the discretisation of a recently proposed new Lagrangian approach to optimal control problems of affine-controlled second-order differential equations with cost functions quadratic in the controls. We propose exact discrete and semi-discrete versions of the problem, providing new tools to develop numerical methods. Discrete necessary conditions for optimality are derived and their equivalence with the continuous version is proven. A family of low-order integration schemes is devised to find approximate optimality conditions, and used to solve a low-thrust orbital transfer problem. Non-trivial equivalent standard direct methods are constructed. Noether's theorem for the new Lagrangian approach is investigated in the exact and approximate cases.

math.OC

Trim turnpikes for optimal control problems with symmetries

Motivated by mechanical systems with symmetries, we focus on optimal control problems possessing symmetries. Following recent works, which generalized the classical concept of static turnpike to manifold turnpike, we extend the exponential turnpike property to the exponential trim turnpike for control systems with symmetries induced by abelian or non-abelian groups. Our analysis is mainly based on the geometric reduction of control systems with symmetries. More concretely, we first reduce the control system on the quotient space and state the turnpike theorem for the reduced problem. Then we use the group properties to obtain the trim turnpike theorem for the full problem. Finally, we illustrate our results on the Kepler problem and the Rigid body problem.

math.OC

Inverse optimal control problem in the non autonomous linear-quadratic case

Inverse optimal control problem emerges in different practical applications, where the goal is to design a cost function in order to approximate given optimal strategies of an expert. Typical application is in robotics for generation of human motions. In this paper we analyze a general class of non autonomous inverse linear quadratic problems. This class of problems is of particular interest because it arises as a linearization of a nonlinear problem around an optimal trajectory. The addressed questions are the injectivity of the inverse problem and the reconstruction. We show that the nonlinear problem admits the same characterization of the injectivity as the autonomous one. In the autonomous case we show moreover that the injectivity property is generic in the considered class. We also provide a numerical test of the reconstruction algorithm in the autonomous setting.

math.OC

Symplectic Methods in Deep Learning

Deep learning is widely used in tasks including image recognition and generation, in learning dynamical systems from data and many more. It is important to construct learning architectures with theoretical guarantees to permit safety in the applications. There has been considerable progress in this direction lately. In particular, symplectic networks were shown to have the non vanishing gradient property, essential for numerical stability. On the other hand, architectures based on higher order numerical methods were shown to be efficient in many tasks where the learned function has an underlying dynamical structure. In this work we construct symplectic networks based on higher order explicit methods with non vanishing gradient property and test their efficiency on various examples.

math.NA

A new Lagrangian approach to control affine systems with a quadratic Lagrange term

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an affine control term and we allow linear coordinate changes in the configuration space. Classically, Pontryagin's maximum principle gives necessary optimality conditions for the optimal control problem. For smooth problems, alternatively, a variational approach based on an augmented objective can be followed. Here, we propose a new Lagrangian approach leading to equivalent necessary optimality conditions in the form of Euler-Lagrange equations. Thus, the differential geometric structure (similar to classical Lagrangian dynamics) can be exploited in the framework of optimal control problems. In particular, the formulation enables the symplectic discretisation of the optimal control problem via variational integrators in a straightforward way.

math.OC

On Weyl's type theorems and genericity of projective rigidity in sub-Riemannian Geometry

H. Weyl in 1921 demonstrated that for a connected manifold of dimension greater than $1$, if two Riemannian metrics are conformal and have the same geodesics up to a reparametrization, then one metric is a constant scaling of the other one. In the present paper, we investigate the analogous property for sub-Riemannian metrics. In particular, we prove that the analogous statement, called the Weyl projective rigidity, holds either in real analytic category for all sub-Riemannian metrics on distributions with a specific property of their complex abnormal extremals, called minimal order, or in smooth category for all distributions such that all complex abnormal extremals of their nilpotent approximations are of minimal order. This also shows, in real analytic category, the genericity of distributions for which all sub-Riemannian metrics are Weyl projectively rigid and genericity of Weyl projectively rigid sub-Riemannian metrics on a given bracket generating distributions. Finally, this allows us to get analogous genericity results for projective rigidity of sub-Riemannian metrics, i.e.when the only sub-Riemannian metric having the same sub-Riemannian geodesics, up to a reparametrization, with a given one, is a constant scaling of this given one. This is the improvement of our results on the genericity of weaker rigidity properties proved in recent paper arXiv:1801.04257[math.DG].

math.DG