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On the comparison of short processes Jair Koiller Institute of - - PowerPoint PPT Presentation

Programme on Infinite-Dimensional Riemannian Geometry Riemannian geometry in shape analysis and computational anatomy ESI, Vienna, February 16-20 2015 On the comparison of short processes Jair Koiller Institute of Metrology, Quality and


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Programme on Infinite-Dimensional Riemannian Geometry Riemannian geometry in shape analysis and computational anatomy ESI, Vienna, February 16-20 2015

On the comparison of short processes

Jair Koiller Institute of Metrology, Quality and Technology Paula Balseiro Universidade Federal Fluminense Alejandro Cabrera Universidade Federal do Rio de Janeiro Teresa Stuchi Universidade Federal do Rio de Janeiro

Supported by CAPES/PVE11-2012 with Darryl Holm/Imperial College

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Thanks to

Martins Bruveris (Brunel, UK) Alex Castro (PUC-RJ, Brazil) Velimir Jurdjevic (Toronto) Maria Soledad Aronna (IMPA) Pierre Martinon (INRIA) Kurt Ehlers (TMCC, USA)

  • A. Lewis (Queens, Canada)

Richard Murray (Caltech) Fatima Leite (Coimbra) Ligia Abrunheiro (Aveiro)

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What is a “short process”?

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A short process is a tangent vector!

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How to compare two short processes? Use an optimal control problem on TQ.

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Cubic splines or L∞ ?

Given (v1, q1) , (v2, q2) ∈ TQ Cubic: fix a time T, minimize

T

|∇ ˙

q ˙

q|2 dt L∞: fix a bound for |∇ ˙

q ˙

q|, minimize transition time. Heuristics: cubic splines can attain large normal accelerations (“physiologically” unattainable?). We give a simple 1d example. In order: comparisons in 2d manifolds (we will use INRIA/BOCOP optimization program)

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L∞ with a high bound

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I would like to learn about

  • Distance notions between two short processes,

for classification/statistical purposes.

  • Does information of a short process allows to

anticipate long run effects?

From Xavier Pennec’s minicourse: two images (2 years apart ) from early stages of Alzheimer’s were extrapolated ±7years.

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Added as the workshop was ending...

  • Distance notions between short processes:

Sasaki or other natural metrics on TQ must be used if d(qo, q1) is short compared with |vo|, |v1| (thanks to F-X Vialard for this observation!).

  • Does information of a short process allows to

anticipate long run effects? One hopes so specially at early stages of neurodegenerative illnesses (M. Miller)

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Added as the workshop was ending...

  • Connections/parallel transport appear fall the time!!!!

Also for stochastic processes (S. Sommer)

  • Diff as a big SO(n) (H. Jacobs)
  • A new world for me: statistics on manifolds

Pennec, Arnaudon

  • A new world for me: biological morphometry

Bookstein, Marsland

  • “Applied differential geometric statistics”:
  • E. Klassen, A. Srivastava (also for metrology!)
  • Impressive applied talks:

Miller, Pottmann, Schulz, Risser, Vialard, Allassonni` ere, Durrleman, Sundaramoorthi

  • Wonderful talks by the young researchers

(Ir` end, Barbara, Nina, Nikky, Nardi, Demoures) !! A good surprise (among many) for me: splines on TSn are not just toy models!!

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Background and disclaimer

  • For mechanical control systems, splittings for

T(TQ) and T ∗TQ using connections are known since 1995 (Andrew Lewis, thesis, Caltech)

  • The pullback of the symplectic form in T ∗(TQ)

to a split bundle when Q = G a Lie group or a par- allelizable manifold has been found more recently (Iyer, 2006, Abrunheiro et al., 2013) Here our aim is just to present a Hamiltonian formulation convenient for Computational Anatomy. For higher order splines: Gay-Balmaz, Holm, Meier, Ratiu, Vialard, Invariant higher-order variational problems (I,II)

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Summary and plan of the talk

Vector bundle with connection (A → Q, ∇) ∗ We pullback the symplectic structure of T ∗A to a split bundle S∇ (a Whitney sum over A). ∗ The symplectic form contains R∇ (curvature) ∗ Reduction of Lie group symmetries Comparing/matching short processes (A ⊂ TQ) ∗ Choice of an adequate cost functional ∗ Cubic Riemannian splines versus L∞ Example: T ∗(TS2−zero section) ≡ T ∗SO(3)×(ℜ+×ℜ). Integrability of the reduced systems?

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Plan of the talk

Part O : T ∗(Tℜn) cubic splines vs bounded acceleration Part II : T ∗A, A → Q a vector bundle A convenient split for the symplectic structure Part III: (ℜd)n a project on landmark cometrics Part IV: T ∗(TS2) cubic splines vs bounded acceleration

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Part 0: what the 1-dimensional problem can tell us?

¨ x = u , C = 1 2

T

u2du , T = fixed H = −u2 2 + pxv + pvu , Hu = −u + pv ⇒ u∗ = pv H∗ = p2

v

2 + pxv ⇒ ˙ x = v, ˙ v = pv , ˙ px = 0 , ˙ pv = −px

x(t) = cubic polynomial

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Cubic splines with final time T = 1. Example : x(0) = 0 , ˙ x(0) = −1 , x(1) = 1 , ˙ x(1) = 0 Optimal solution x = −t + 5t2 − 3t3 ⇒ ¨ x = 10 − 18t Range : ¨ x ∈ [−8, 10] Mean|acceleration| =

1

0 |10 − 18t|dt = 41/9 = 4.555555...

Cost : C = 1 2

1

0 (10 − 18t)2dt = 14

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Comparing with L∞ acceleration bounded by 1 x =

    

−t + t2/2 , 0 ≤ t ≤ t∗ 1 − (t − T)2/2 , t∗ ≤ t ≤ T Forcing the splines to match, we get t∗ = 1 +

  • 3/2 ,

T = 1 + √ 6 ∼ 3.449 This is the classic bang bang soft landing problem two concatenated parabolas as splines

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Bounded controls vs Cubic splines

Cbd ctl = 1 2(1 + √ 6) ∼ 1.73 , Ccubic = 14

  • The transition time with bounded acceleration is less

that 3.5 times longer than the cubic spline

  • The acceleration is constant (= ±1) (there is one jump

but this does not not happen in dim ≥ 2.)

  • Bonus: the L∞ solution is around 8 times cheaper

than the Riemannian cubic (using its criterion).

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Everything depends...

However, if we fix the time T = 1 also for the L∞, then its acceleration will be equal to (1 + √ 6)2 ∼ 11.9 (constant). This is more than twice than the mean acceleration of the cubic spline (=4.56). The cost of the bound control solution (using the crite- rion of the cubic spline) will be ˜ Cbd ctl = (1/2)(1 + √ 6)4 ∼ 70.8 This is 5 much more expensive than the minimum cost, achieved by the cubic spline.

Question: are high accelerations harmful? (here I mean mechanically/physiologically,

  • r for the sake of CA comparisons) ,
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Initial and very tentative conclusions

  • Fixed time: L∞ solution loses to cubics.
  • L∞ is the better option if the maximum acceler-

ation must be bounded (say by 1) The minimum transition time could the serve as a measure of “distance” between tangent vectors.

  • In order: simulations in dimension 2 for the plane

and the sphere. We will use the INRIA software

  • BOCOP. http://bocop.org .

Thanks to Pierre Martinon and Soledad Aronna!

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Part I: splitting T ∗A

  • We will describe the pullback of the canonical 2-form

to a Whitney sum over A (in the third summand) S∇ = (T ∗Q ⊕ A∗) ⊕ A.

  • Application: affine connection control systems,

(A = TQ or T ∗Q, a subbundle of TQ, or even a Lie algebroid.)

  • The splitting breaks in two pieces the cotangent vectors

Λvq ∈ T ∗

vqA

→ (pq , αq) (depending on vq) making easier to apply Pontryagin’s principle on control problems having A as state space.

  • The resulting EDOs contain curvatures, hence they are

suited for landmark cometrics (“Mario’s formulae”)

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The splitting maps at vx ∈ A for TvxA and T ∗

vxA

φ∇ : TQ ⊕ A ⊕ A → TA , ψ∇ : T ∗Q ⊕ A∗ ⊕ A → T ∗A Z = φ∇(Xx, ux, vx) ∈ TvxA , Λ = ψ∇(px, αx, vx) ∈ T ∗

vxA

Z = hor∇(X)|v +

TvA

uvert|v Λ, Z|vx = px, Xx + αx, ux p ∈ T ∗

xQ,

α ∈ A∗|x separatedly dual to X ∈ TxQ, u ∈ Ax

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Pullback of the 2-form

(px, αx, vx) ∈ S∇ = T ∗Q ⊕ A∗ ⊕ A. For Z1, Z2 ∈ T(p,α,v)S∇ ΩS∇ (Z1, Z2) = ωT ∗Q(π1

∗(Z1), π1 ∗(Z2)) − α, R∇(πo ∗(Z1), πo ∗(Z2))(v)

+[ P˜

∇(π2

∗(Z2)) , P∇(π3 ∗(Z1)) − P˜

∇(π2

∗(Z1)) , P∇(π3 ∗(Z2)) ]

Curvature tensor of ∇: R∇ ∈ Ω2(Q; End(A)) Dual connection: ˜ ∇X(ℓ) = [ s → X(ℓ(s)) − ℓ(∇X(s)) ] P∇, P˜ ∇ vertical projections of ∇ and ˜ ∇ , respectively

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Equations of motion: curvatures galore!

For a curve t → (x, v)(t) ∈ A, we denote ∇ ˙

xv = (∇ ˙ xv)aea,

(∇ ˙

xv)a = ˙

va + Γa

ib ˙

xivb. Given a function H = H(xi, pi, va, αa) ∈ C∞(SA,∇) ˙ xi = ∂piH ˙ pi = −∂xiH + Γb

ia(va∂vbH − αb∂αaH) + Rb ija uaαb ˙

xj (∇ ˙

xv)a = ∂αaH ,

(˜ ∇ ˙

xα)a = −∂vaH

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This is a nice playground for “Mario’s formulae”.

˙ xi = ∂piH ˙ pi = −∂xiH + Γb

ia(va∂vbH − αb∂αaH) + Rb ija uaαb ˙

xj (∇ ˙

xv)a = ∂αaH ,

(˜ ∇ ˙

xα)a = −∂vaH

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Poisson brackets

The Poisson bracket on SA,∇ associated to ωSA,∇ is de- fined by the relation {f, g} = ωSA,∇(Xf, Xg) for f, g ∈ C∞(SA,∇). In coordinates, the non vanishing brackets are {xi, pj} = −δij {pi, pj} = Rb

ijavaαb

{va, αb} = −δab {pi, va} = −Γa

ibvb

{pi, αa} = Γc

iaαc

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Reduction of symmetries

  • When G ֒

→ A → A/G is a principal bundle, restrict- ing to the zero section it is clear that G ֒ → Q → Q/G is also principal bundle. The reduced symplectic structure can be described in J−1

∇ (µ)/Gµ = T ∗(Q/G) ⊕ A/G ⊕ A∗/G ×A/G ˜

Oµ ⊂ SA,∇/G. (for all the details contact Paula Balseiro)

  • What if the action of G on Q is not free?

In favorable cases the action of G is free and proper on Ao = A − zero section.

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Part II: Cometrics in landmark spaces

short review on

  • M. Michelli, P. Michor, D. Mumford

Sectional Curvature in Terms of the Cometric with Applications to the Riemannian Manifolds of Landmarks, SIAM J. Imaging Sciences, 5:1, 394433, 2012

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Cometrics in landmark space

Q = (ℜd)n

Correlations appear in G−1 just soup up the simple problem of 2 particles in 1-dimension 2H = p2

1 + p2 2 + 2κ(q1 − q2) p1p2

  • Camassa Holm:

κ = exp(−|qi − qj|)

  • Cauchy:

κ =

1 1+(|q1−qj|)2

  • Gaussian:

κ = exp(−|qi − qj|2/σ2)

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Camassa-Holm (c.1995)

  • n particles in the line, with the CH cometric:

It is an integrable system!!!

  • Solitons (peakons) for a shallow water PDE
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“Mario’s formula”

  • M. Micheli, P. Michor, D. Mumford:

Sectional Curvature in Terms of the Cometric with Applications to the Riemannian Manifolds of Landmarks SIAM J. Imaging Sciences, 5:1, 394–433, 2012

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where

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“Mario’s formula” will be key ingredient for the ODEs in T ∗(T(ℜd)n) = ℜ4nd

In computing Christoffel symbols and curvature components: i) derivatives are taken only on upper indices (gµν’s, cometric) ii) lower indices gµν’s (metric) are obtained by inverting numerically the cometric matrix

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A code, a code! My kingdom for a code!!

i) symbolic computation for Christoffel symbols and curvatures ii) but need numerical inversions .... we know G−1 , compute G = (G−1)−1: d blocks of size n × n ii) Write the ODEs for the state variables iii) Implement a dynamic optimization method (Pontryagin, Bellman, or direct simulation)

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Part III. T ∗(TS2)

Next in order: T ∗(TS3) Note: connectors in homogenous spaces are intrinsically three dimensional!

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Connectors (splines) for short processes

A “short process” is an element of A = TQ. A connector is a smooth parametrized curve with prescribed tangent vectors in the ends.

  • Riemannian cubics: minimize over all connectors

T

|u|2 dt where ∇ ˙

q ˙

q = u (with T = fixed , prescribed ends) Leads to : ∇(3)

˙ q

˙ q = R( ˙ q, ∇ ˙

q ˙

q) ˙ q

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Comparing two control problems on TQ

Riemannian cubics min

T

|∇ ˙

q ˙

q|2 dt (T fixed) Minimal time connector, bounded acceleration ∇ ˙

q ˙

q = u, |u| ≤ b (MTC/BA) [ Equivalently : Linf control (L. Noakes, 2014): Fix T, and then minimize {max |u|, 0 ≤ t ≤ T} ]

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Linf-acceleration splines

C.Y. Kaya, J. L. Noakes, Finding Interpolating Curves Min- imizing L∞ Acceleration in the Euclidean Space via Optimal Control Theory, SIAM J. Control Optim., 51(1), 442464 (2013)

  • J. L. Noakes, L∞ accelerations in Riemannian manifolds,

Computational Mathematics, 40: 4, 839–863 (2014) Alex Castro, JK, On the dynamic Markov-Dubins problem: From path planning in robotics and biolocomotion to compu- tational anatomy, Regular and Chaotic Dynamics 18:1, 1–20 (2013)

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Comments on accessibility

Assume that the metric is complete and Q has finite volume. Then any pair of tangent vectors can be connected smoothly by a “near geodesic”. The bounded acceleration problem is accessible.

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Joining smoothly two tangent vectors of arbitrary length with an arbitrary small force control.

  • Pick two arc length RGCE-δ curves, the first

joining vo/|vo| to v1/v1 and the second joining v1/v1 to vo/|vo|. This is the “beginners race track”: a closed loop of arbitrary small geodesic curvature.

  • Take δ < ǫ. Use the ǫ − δ margin to accelerate or

brake in the tangential direction so that you reach q1 with the desired speed. Note that you may need to do the loop several times!

  • The argument extends to departures or landings

(zero velocities) with a prescribes limit directions.

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Accessibility moving only along (reparametrized) geodesics

Assume that the control set (forces) contains a small ball around the origin at every TqQ.

  • Brake along the geodesic through vo until full stop.
  • Rest as much as you wish.
  • Restart along the geodesic in the direction of q1.
  • Make a full stop at q1.
  • Do the soft landing in reverse:

start from q1 in the direction of −v1; do the bang bang switch at the right moment, so that when coming back you reach q1 with velocity v1.

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Control on A = TQ (or A = T ∗Q)

Let S∇ the splitting of T ∗A. uq is the acceleration (the control) vq is the state to be controlled H = −C(vq, uq, t) + Λ, Z = −C(vq, uq, t) + pq · vq + αq · uq H∗(q, vq, pq, αq) = −C(vq, u∗

q, t) + pq · vq + αq · u∗

u∗ = u∗(vq, αq, t) = arg max [−C(vq, uq, t) + αq · uq ]

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Remarks

  • Most common: A = TQ, ∇ = Levi-Civita
  • A could be instead T ∗Q if the state equations are

more conveniently given in terms of momenta

  • We will describe in a moment the symplectic

form on S∇ ≡ T ∗A.

  • In Computational Anatomy landmark cometrics

appears naturally. Using S∇ the curvatures appear explicitly in the equations. Playground for “Mario’s formulae” !

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Cubic splines

¯ g ≡ g−1 co-metric induced in T ∗Q. H = −1 2|ux|2 + px · vx + αx · ux then : u∗

x = ¯

g♯(α) H∗(x, vx, px, αx) = px · vx + 1 2 ¯ g(α, α) ˙ x = v , ∇ ˙

xv = ¯

g♯(α) ˜ ∇ ˙

xp = −i ˙ xα, R∇(v) ,

˜ ∇ ˙

xα = −p

,

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Equivalent second-order equations

These Hamiltonian equations for (x, v, p, α)(t) ∈ SA,∇ are equivalent to the following second-order equa- tions for (x, α)(t) ∈ T ∗Q: ∇ ˙

x ˙

x = ¯ g♯(α) , ˜ ∇ ˙

x(˜

∇ ˙

xα) = i ˙ xα, R∇( ˙

x) ,

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Time minimal, bounded acceleration

H∗ = −1 + p, v + b

  • ¯

g(α, α) ˙ x = v , ∇ ˙

xv =

b

  • ¯

g(α, α) ¯ g♯(α) ˜ ∇ ˙

xp = −i ˙ xα, R∇(v) ,

˜ ∇ ˙

xα = −p

,

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Equivalent second-order equations

These Hamiltonian equations for (x, v, p, α)(t) ∈ SA,∇ are equivalent to the following second-order equa- tions for (x, α)(t) ∈ T ∗Q: ∇ ˙

x ˙

x = b

  • ¯

g(α, α) ¯ g♯(α) , ˜ ∇ ˙

x(˜

∇ ˙

xα) = i ˙ xα, R∇( ˙

x) ,

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Two control problems on TS2

  • Cubic splines with fixed connecting time
  • Minimal time problem with bounded acceleration

Are they Arnold-Liouville integrable?

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Reduction

T ∗TS2 = 8 , with SO(3) symmetry Removing the zero section, and reducing we get S2 × (ℜ+ × ℜ)

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Working assumption: zero velocities are not at- tained for most initial conditions. (of course there are is a manifold of solutions that attain zero velocities, in particular soft landings). For integrability, besides the reduced Hamiltonian we need an extra integral of motion (not coming from symmetry).

Is there one?

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What we know from ℜ2

  • Cubic splines = cubic polynomials

As integrable as it could be...

  • Bounded acceleration problem: no need to do

SE(2) reduction. We can solve directly. An expression for the extra integral is unknown.

  • A. Venkatraman and S.P. Bhat (2006 to 2009) considered

the problem where the terminal heading is prescribed but the terminal position is free. They found integrals of motion for cost functions C = |v|ndt.

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A control system on Q = SO(3) × ℜ+

State variables R ∈ SO(3), v ∈ ℜ+ Control variables u1, u2 State equations (4 dimensional) ˙ v = u1 ˙ R = RX , X =

  

−u2/v v/r u2/v −v/r

  

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What is the meaning?

Let ei , i = 1, 2, 3 the columns of R. The last one gives the normals to a sphere of radius r: e3 = q/r. First column: direction of tangent vector, ˙ q = w = v e1 The second column (e2 = e3 × e1) is the unit normal to the path in the sphere, normal inside surface = q r × w v

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Meaning of the state equations

u1 = scalar acceleration, i.e, ˙ v = u1 . The last column of X gives ˙ q/r = (v/r) e1 or ˙ q = w . Differentiating ˙ q = w = v e1 we get ¨ q = u1 e1 + v ˙ e1 = u1 e1 + u2 e2 − (v2/r) e3 The last term is due to the constraining normal force, comes from differentiating ( ˙ q , q ) ≡ 0. Thus ˙ e1 = (u2/v) e2 − (v/r) e3 .

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Geodesic torsion for spherical curves

Why X23 = −X32 = 0 ? Reason: spherical curves have τg ≡ 0 ! There is a general formula: τg = (κ1−κ2) sin phi cos φ (φ is the angle between t and a principal direction) This means: the geodesic torsion cannot be con- trolled. But we can control the normal acceleration.

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Convex surfaces

Key: Gauss : q ↔ N(q) ∈ S2 is a bijection. The third column of R is again a vector N ∈ S2. So the state space remains the same, SO(3) × ℜ+ The equations of motion live in T ∗(SO(3) × ℜ+) = (SO(3) × (ℜ3)∗) × (ℜ+ × ℜ) Everything will be coupled.

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State equations

˙ R = R X X =

  

−u2/v v B( t, t) u2/v v τg( t) −v B( t, t) −v τg( t)

  

Here B = the second fundamental form. Since X depends on t, the SO(3) symmetry is destroyed. S1 symmetry still remains for surfaces of revolution.

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Symplectic form:

ΩM = da ∧ dv + ωT∗SO(3) (a = costate of v)

Recall: symplectic form in T ∗G ≡ G × G∗ at a point (g, µ) For tangent vectors (Xi , wi) ∈ TgG × G∗, i = 1, 2 ωT∗G

(g,µ)((X1, w1) , (X2, w2)) = w1 · Lg−1|∗ X2 − w2 · Lg−1|∗X1−

− µ Lg−1|∗[X1, X2]

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Family of left invariant Hamiltonians in T ∗SO(3) × T ∗ℜ+ ≡ (SO(3) × ℜ3) × (ℜ+ × ℜ) . Lie algebra elements: Ω ∈ ℜ3, duals M ∈ ℜ3 Ω = (0 , v/r , u2/v) M = (M1, M2, M3) The Hamiltonian family writes as H = −Cost + a u1 + M2 (v/r) + M3 u2/v .

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Cubic splines

C = 1 2 ( u2

1 + u2 2)

⇒ u∗

1 = a , u∗ 2 = M3/v

Reduced Hamiltonian H∗ = 1 2 a2 + 1 2 (M3/v)2 + M2 v/r Ω = da ∧ dv + ωcorbit ωcorbit(M)(v1, v2) = det(M; v1, v2)

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Reduced equations for cubic splines (2 degrees of freedom)

˙ v = a , ˙ a = −M2/r + M2

3/v3

˙ M = M × (0, v/r, M3/v2) , Casimir : M2

1 + M2 2 + M2 3 = µ2

,

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Introduce polar coordinates on the momentum sphere, say, with poles on the second axis M = µ ( cos φ cos θ , sin φ , cos φ sin θ ) ωc.o. = M1 dM2 ∧ dM3 + M2 dM3 ∧ dM1 + M3 dM1 ∧ dM2 = µ3 cos φ dφ ∧ dθ Ω = da ∧ dv + µ3 cos φ dφ ∧ dθ H = 1 2 a2 + µ2 2 (cos φ sin θ)2/v2 + µ sin φ (v/r)

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It is convenient to introduce z = sin φ , −1 < z < 1 Ω = da ∧ dv + µ3 dz ∧ dθ H = 1 2 a2 + µ2 2 (1 − z2) (sin θ)2/v2 + µ z v/r In order: surfaces of section try for instance (a, z) plane ( −1 < z < 1 ; fix H ; perhaps section θ = 0.) In a few minutes: planar projections of solutions. Chaos or Integrability?

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Reduced equations of motion

˙ v = a , ˙ a = −µz/r + µ2(1 − z2) (sin θ)2/v3 ˙ θ = v µ2 r − z (sin θ)2 µ v2 ˙ z = − sin θ cos θ 1 − z2 µ v2

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In order: numerical code for reconstruction and matching

Initial conditions of reduced system (4) + µ = 5 + 3 initial Euler angles for reconstruction total = 8 In principle we can match any two tangent vectors in the sphere, using a shooting method.

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Questions

Equilibria? Eigenvalues? Invariant manifolds of unstable equilibria? Here it would be interesting to find if there is a general behavior of v(t) along solutions. Monotonous? Diverging? Zero velocity points?

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SLIDE 72

Equilibria of reduced system

The equation for ˙ v = 0 gives a = 0. The equation for ˙ z gives the following possibilities z = ±1 , θ = 0, π/2, π, 3π/2 . The equation for ˙ a discards z = ±1. Case 1. sin θ = 0 (θ = 0, π). We show it is impossible. z = 0 and v = 0 from the equations for ˙ a, ˙ θ. But then the last equation (for ˙ z) has v in the denom- inator.

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SLIDE 73

Case 2. cos θ = 0 (θ = π/2, 3π/2) ⇒ (sin θ)2 = 1 z/r = µ(1 − z2)/v3 v µ r = z v2 After some simple manipulations we get two equilibria a = 0 , v6 = r2 µ2 2 , θ = π/2, 3π/2 z = √ 2/2 (ie. φ = π/4) ⇒ M = µ √ 2 2 (0, 1, ±1 )

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SLIDE 74

Stability of equilibria

The Jacobians at the two equilibrium are the same. In the ordering v, a, θ, z we have J =

              

1

−3 µ2 2v4 − √ 2 µ2 v3

− µ

r √ 2 µ v3 + 1 r µ2

1 µ v2 1 2v2µ

              

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SLIDE 75

Characteristic polynomial

To simplify the calculations we take r2µ2 = 2. This makes v = 1. p(λ) = λ4 +

  • 3µ2

2 + 1 2µ2

  • λ2 + 3 .

2λ2 = − (....) +

  • (....)2 − 12

where ... = 3 µ2 2 + 1 2 µ2

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SLIDE 76

Stability analysis

It is seen immediately that if the two λ2 are real, then they are negative. This occurs for ∆ = (3 µ2

2

+

1 2 µ2)2 − 12 > 0.

In this case the 4 eigenvalues λ are in the imaginary

  • axis. The hamiltonian is linearly stable.

When ∆ < 0 then we have a quadruple λ = ±α ± βi The equilibrium is of saddle-focus type.

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SLIDE 77

Summary: stability analysis

The two equilibria have the same eingenvalues. To facilitate, we took rµ = √ 2 ⇒ v = 1. a = 0, v = 1, θ = π/2, 3π/2, z = √ 2/2 (φ = π/4) The equilibria are:

  • center-center for µ > µ∗
  • saddle-focus for 0 < µ < µ∗. where

µ∗ =

  • 1 + 2

√ 3 3 ∼ 1.46789 . At µ∗ the eigenvalues are ± 4 √ 3 i (double each).

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SLIDE 78

We observe that the reconstructed curves in S2 are two orthogonal great circles

We have u2 = ±µ √ 2/2 , v = 1 , r = √ 2/µ. Hence ˙ R = RX with X =

  

−u2/v v/r u2/v −v/r

   =   

∓µ √ 2/2 µ √ 2/2 ±µ √ 2/2 −µ √ 2/2

  

i.e., steady rotations of angular velocity µ about (0 , √ 2 2 , ± √ 2 2 )

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SLIDE 79

Let (ux, uy, uz) an unit vector and θ the rotation angle In our case, θ = µt and ux = 0 , uy = √ 2/2 , uz = ± √ 2/2 The last column of R (we want to multiply it by r) is e3 = ( √ 2 2 sin θ, ±1 2(1 − cos θ) , 1 2(1 + cos θ) ) .

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SLIDE 80

x(t) = 1 µ ( sin(µ t), ± √ 2 2 (1 − cos(µ t)) , √ 2 2 (1 + cos(µ t)) ) ˙ x = ( cos(µ t), ± √ 2 2 sin(µ t) , − √ 2 2 ( sin(µ t) ) ¨ x = µ( − sin(µ t), ± √ 2 2 cos(µ t) , − √ 2 2 ( cos(µ t) ) ˙ x × ¨ x = µ ( 0, √ 2 2 , ± √ 2 2 ) ⇒ perpendicular equators

  • We can apply any rotation to this pair of great circles.
  • Momentum along the special solutions: M = ˙

x × ¨ x .

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SLIDE 81

When is a curve in the unit sphere a Riemannian cubic?

A convenient representation of the cubic spline equations on the unit sphere was given by Crouch, Yan, Silva Leite, Brunnett, “On the construction of spline elements on spheres”, Proceedings of the European Control Conference 1993, Groningen, Netherlands, June 28–July 1, 1993, ed. by J.W. Nieuwenhuis, C. Praagman, H.L. Trentelman, vol. 4, pages 1930–1934.

Given x(t) a curve on the sphere, compute: y = ˙ x , w = ˙ y + (y, y) x , z = ˙ w + (w, y) x The crucial test to be a Riemannian cubic on the sphere: ˙ z + (z, y) x − (w, y)y + (y, y) w ≡ 0 . Can be rewritten as a system for ˙ x, ˙ y, ˙ z, ˙ w. The great circle with µ = √ 2 so r = 1 passed.

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SLIDE 82

Pretend you did not know (that curve is an equator)

syms t real x = [ ( sqrt(2)/2)*sin(sqrt(2)*t); (1/2)*(1-cos(sqrt(2)*t)); (1/2)*(1+cos(sqrt(2)*t))]; y = diff(x,t); w = diff(y,t) + (y*y)*x; w = simplify(w); z = diff(w,t) + (w*y)*x; z = simplify(z); test = diff(z,t) + (z’*y)*x - (w’*y)*y + (y’*y)*w test = cos(2^(1/2)*t)*((2^(1/2)*sin(2^(1/2)*t)*sin((2^(1/2)*t)/2)^2)/2 - (2^(1/2)*cos((2^(1/2)*t)/2)^2*sin(2^(1/2)*t))/2 + (2^(1/2)*cos(2^(1/2)*t)*sin(2^(1/2)*t))/2) + 2^(1/2)*sin(2^(1/2)*t) - 2^(1/2)*sin(2^(1/2)*t)*(cos(2^(1/2)*t)^2 + sin(2^(1/2)*t)^2)

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SLIDE 83

(cos(2^(1/2)*t)/2 - 1/2)*(cos(2^(1/2)*t)^2 + sin(2^(1/2)*t)^2) - cos(2^(1/2)*t) + cos((2^(1/2)*t)/2)^2*(cos(2^(1/2)*t)^2 + sin(2^(1/2)*t)^2) + (2^(1/2)*sin(2^(1/2)*t)*((2^(1/2)*sin(2^(1/2)*t)*sin((2^(1/2)*t)/2)^2)/2 - (2^(1/2)*cos((2^(1/2)*t)/2)^2*sin(2^(1/2)*t))/2 + (2^(1/2)*cos(2^(1/2)*t)*sin(2^(1/2)*t))/2))/2 cos(2^(1/2)*t) - (cos(2^(1/2)*t)/2 + 1/2)*(cos(2^(1/2)*t)^2 + sin(2^(1/2)*t)^2) + sin((2^(1/2)*t)/2)^2*(cos(2^(1/2)*t)^2 + sin(2^(1/2)*t)^2) - (2^(1/2)*sin(2^(1/2)*t)*((2^(1/2)*sin(2^(1/2)*t)*sin((2^(1/2)*t)/2)^2)/2 - (2^(1/2)*cos((2^(1/2)*t)/2)^2*sin(2^(1/2)*t))/2 + (2^(1/2)*cos(2^(1/2)*t)*sin(2^(1/2)*t))/2))/2 test = simplify(test) test =

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SLIDE 84

GALLERY

(some trajectories with µ in the stable regime numerically computed by Teresa Stuchi)

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SLIDE 85

Projection in (a, z) µ = 2, r = √ 2/2, v = 1.4, a = 0.5, θ = π/2, z = √ 2/2

0.64 0.66 0.68 0.7 0.72 0.74 0.76 0.78 0.8 0.82 0.84

  • 1.5
  • 1
  • 0.5

0.5 1 1.5 Proj.(a,z), mu=2,r=(2)^(1/2)/2, v=1.4,a=0.5,theta=pi/2,z=2^(1/2)/2 "fort.9" u 2:4

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SLIDE 86

Projection in (v, θ) for the same initial conditions

1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 Proj.(v,theta), mu=2,r=(2)^(1/2)/2, v=1.4,a=0.5,theta=pi/2,z=2^(1/2)/2 "fort.9" u 1:3

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SLIDE 87

Projection in (a, z) µ = 1.5, r = √ 2, v = 1.001, a = 0.1, θ = 3π/2, z = √ 2/2

0.6 0.65 0.7 0.75 0.8 0.85 0.9

  • 0.8
  • 0.6
  • 0.4
  • 0.2

0.2 0.4 0.6 0.8 Projecao (a,z), mu=1.5,r=sqrt(2), c.i. v=1.001,a=0.1,theta=3pi/2,z=sqrt(2)/2 "fort.9"u 2:4

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SLIDE 88

3d Projection in (v, θ, z)

0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4 1.5 1.6 1 1.2 1.4 1.6 1.8 2 2.2 0.6 0.65 0.7 0.75 0.8 0.85 0.9 (v,theta,z), mu=1.5,r=sqrt(2), c.i. v=1,a=0,theta=pi/2,z=sqrt(2)/2 "fort.9"u 1:3:4

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SLIDE 89

Recall: setting for splines on S2

so(3)∗ ≡ so(3) ≡ ℜ3 via the bi-invariant metric Bi-invariant metric is not even necessary, but since here there is no Legendre transform, it is convenient On an arbitrary Lie group, if we have a left invariant control problem can use a left invariant metric.) Lie algebra elements denoted Ω ∈ ℜ3, duals by M ∈ ℜ3 Ω = (0 , v/r , u2/v) M = (M1, M2, M3) The Hamiltonian family writes as H = −Cost + a u1 + M2 (v/r) + M3 u2/v .

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SLIDE 90

Minimal time with bounded acceleration (these results have not been checked

C = 1 ⇒ H = −1 + M2 (v/r) + a u1 + M3 u2/v u∗

1, u∗ 2 = arg max ( a u1 + M3 u2/v ) , s.t. u2 1 + u2 2 ≤ U2

u∗

1 = U a/

  • a2 + (M3/v)2 , u∗

2 = U M3/( v

  • a2 + (M3/v)2 )

Reduced Hamiltonian H∗ = −1 + M2 v/r + U

  • a2 + (M3/v)2

Ω = da∧dv+ ωcorbit , ωcorbit(M)(v1, v2) = det(M; v1, v2)

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SLIDE 91

Reduced equations for MTBA

˙ v = U a √... , ˙ a = −M2 r + U M2

3

v3 √... ˙ M = M × ∂H∗ ∂M ∂H∗ ∂M = ( 0 , v/r , U M3 v2 √... )

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SLIDE 92

˙ v = U a √... , ˙ a = −M2 r + U M2

3

v3 √... ˙ M1 = UM2M3 v2√... − M3v r ˙ M2 = −UM1M3 v2√... ˙ M3 = M1v r Casimir : M2

1 + M2 2 + M2 3 = µ2

√... =

  • a2 + (M3/v)2
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SLIDE 93

We now use the usual spherical coordinates on the mo- mentum sphere with poles on the third axis M = µ ( cos φ cos θ , cos φ sin θ , sin φ ) ωc.o. = M1 dM2 ∧ dM3 + M2 dM3 ∧ dM1 + M3 dM1 ∧ dM2 = µ3 cos φ dθ ∧ dφ Ω = da ∧ dv + µ3 cos φ dθ ∧ dφ H = −1 + µ r v cos φ sin θ + U

  • a2 + µ2 (sin φ)2

v2

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SLIDE 94

(Relative) equilibria for MTBA

The equation for ˙ v gives a = 0. The equation for ˙ a produces: M2/r = U M2

3

|M3|/v ⇒ M2 = r U v |M3| . Imposing M

∂H∗ ∂M

[= ( 0 , v/r ,

U M3 v2 √... ) ] and using the Casimirity

(M2

1 + M2 2 + M2 3 = µ2) we get, after a short calculation,

a = 0 , v2 = rU M1 = 0 , M2 = µ √ 2 2 , M3 = ± √ 2 2 . Translated into the a, v, θ, φ coordinates, a = 0 , v = √ rU , θ = π/2 , φ = ±π/4 .

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SLIDE 95

Equations of motion in v, a, φ, θ

˙ v = U a

  • a2 + µ2(sin φ)2/v2

˙ a = −µ r cos φ sin θ + Uµ2 (sin φ)2 v3

  • a2 + µ2(sin φ)2/v2

˙ φ = v cos θ µ2 r ˙ θ = 1 r µ2 v tan φ sin θ − U µ sin φ v2

  • a2 + µ2(sin φ)2/v2
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SLIDE 96

Jacobian at the equilibria (order v, a, φ, θ )

A =

           

√ 2 U

3 2 √r

µ

√ 2 µ √ U r

3 2

±2 µ

r

√ U µ2 √r

± 2

µ2 r 2 √ U µ2 √r

           

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SLIDE 97

Stability analysis

The eigenvalues for the two equilibria are the same: λ2 = U r [−(1 + 1 µ4) ±

  • (1 + 1

µ4)2 − 4(1 + √ 2) µ4 The conclusions here are similar to the cubic splines. We have either saddle-focus or linear stability. We will check the calculations (we simplified Matlab by hand) and make some simulations.

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SLIDE 98

Conclusions for splines in T ∗S2

  • We believe that the cubics in the sphere are

completely integrable

  • We believe the minimal time, bounded curvature

problem is nonintegrable (chaotic). For one reason, we suspect that there are arbi- trarily small initial perturbations a = ǫ such that solutions still run the circles, attaining zero veloc- ity and turning back (bang bang solutions).

  • V. Jurdjevic (personal communication) seems sim-

ilarities with the Delauney-Dubins problem.

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SLIDE 99

Final remarks

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SLIDE 100

And... how about L1 bounded control?

The “country cousin” of cubic and Linf In ℜn, |u|1 = |ui| ⇒ get concatenated parabolas Actually L1 makes good sense in robotics: the to- tal allowed effort is split among actuators. How to define L1 In infinite dimensions or curved manifolds? A basis for decomposition seems to be needed.

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SLIDE 101

Questions for shape analysis

  • Experiments on MTC/BA with landmarks:

correlation cometrics on Q = (ℜd)n Playground for “Marios formulae”

  • Does the formula for the symplectic 2-form

Ω∇ = the pullback of ΩT ∗(TQ) to S∇ make sense for infinite dimensions?

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SLIDE 102

When Q is infinite dimensional

References for connection and curvatures in spaces of diffeomorphims.

Martin Bauer, Martins Bruveris, Peter W. Michor Overview of the Geometries of Shape Spaces and Diffeomorphism Groups Journal of Mathematical Imaging and Vision, 50: 1/2, 60–97, 2014

  • M. Micheli, P. W. Michor, D. Mumford

Sobolev metrics on diffeomorphism groups and the derived geometry of spaces of submanifolds Izvestiya: Mathematics 77:3 541–570, 2013

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SLIDE 103
  • B. Khesin, J. Lenells, G. Misiolek, S. C. Preston

Curvatures of Sobolev Metrics on Diffeomorphism Groups Pure and Applied Mathematics Quarterly 9:2, 291–332, 2013 Geometry of Diffeomorphism Groups, Complete integrability and Geometric statistics Geometric and Functional Analysis, 23:1, 334–366, 2013

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SLIDE 104
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SLIDE 105

Thank you for your attention!