1. Introduction
Many significant real world challenges arise as optimization problems on different classes of control systems. In particular, ordinary differential equations with symmetries. The purpose of this review article is twofold. First, we give the information we have about the class of Linear Control Systems on a low dimension matrix Lie group G. Second, we invite the Mathematical community to consider possible applications through the Pontryagin Maximum Principle for . In addition, we challenge some theoretical open problems. The class is a perfect generalization of the classical Linear Control System on the Abelian group .
Lie theory refers to the theory integrating the concept of Lie group and Lie algebra through the exponential map, and provides a natural model for the notion of continuous symmetry. Lie groups are widely used in almost every part of modern mathematics and physics. The relevance of the Lie theory in applications has become evident. With respect to this article, we mention that Lie theory is a powerful tool for the study of differential equations [
1,
2]. Therefore, the extension of linear system from
to any connected Lie group, it is necessary.
In order to build examples, in this review we explicitly show the Lie algebras of dimension 2 and
and its corresponding simply connected Lie groups. Furthermore, we compute all the possible linear vector fields, and the left invariant vector fields. They are the main ingredients to build the dynamic of
For both dimensions, we characterize the Linear Algebra Rank Condition
the controllability property, the existence, uniqueness, and the shape of control sets in dimension
There is no information about control sets for
on dimension 3. From the optimization point of view, we give explicitly the Hamiltonian equations of a time-optimal problem for
, as appear in [
3,
4]. The optimal quadratic problem is open for this class.
It is very well known that control systems, particularly the classical class
, had been used as a model for beautiful and concrete applications. For instance, optimal control problems: in Economic growth [
5], in Mechanics [
2,
6], in Medicine, Biology and Chemistry in [
7,
8], in spacecraft [
9], in engineering systems in [
10], for the Dubin’s problem in [
11], for the brachistochrone and related topics in [
12], etc. In addition, we are confident that the same is true for
. There are some reasons to believe that. In the first place, the notion of the Lie group allows discovering the symmetries of analytical structures. In addition, it is able to discover the symmetries of classes of differential equations, [
13]. Examples of these manifolds are the Abelian group
the spheres
for
and
the set
of the invertible real matrices of order
n, and its relevant subgroups
of matrices with determinant
the orthogonal group
, the spinor group
the unitary group
and many others. These apply not just to real, but also complex coefficients. However, the main reason comes from the Jouan Equivalence Theorem [
14] which roughly says that: ”Any affine control systems on an arbitrary differentiable manifold is equivalent to a linear control system on a Lie group, or on a homogeneous space if and only if the Lie algebra generated by the vector fields of the system is finite-dimensional”.
To understand the meaning of the Equivalence Theorem, and also as a general motivation, consider a tumor growth with initial condition
and dynamics determined by a vector field
f on the space state
as the solution
of the associated differential equation,
Deciding which combination of treatments is right for a patient is critical. The introduction of the treatments
, and the control function
define an affine control system which changes the behavior of the tumor, as the solutions of the controlled family of differential equations
Here, is the admissible class of control functions to be chosen.
This process gives you a way to combine a global tumor treatment in time. Two theoretical-practical problems appear:
To compute , the reachable set from through the controls in positive time
Assume . Starting at is it possible to reach with the minimum time, or with the minimum collateral damage?
The system is controllable from if In addition, it is controllable if it is controllable from any element of Let , for technical reasons sometimes it is necessary to consider the set , i.e., the reachable set from through the controls up to the time In addition, the set which are the elements that can be carried to the state in positive time through the system.
Like the tumor treatment problem, similar questions can be asked in the real world for many situations. From a practical point of view, given a manifold the drift f to be controlled and the control vectors the admissible class of control must be properly chosen, according to any real situation.
To establish the Equivalence Theorem, we need to introduce the notion of Lie brackets between vector fields, given by the formula,
The Lie algebra denotes the small vector space generated by and closed by the bracket .
Theorem 1. (Jouan Equivalence Theorem, [14]) If for then, there exits a Lie group G such that is equivalent to or, it is equivalent to where is a homogeneous space. Equivalent systems share the same topological, dynamic and algebraic properties. Therefore, it is possible to get information of any arbitrary system
which satisfy the Jouan condition through a linear system
or via a homogeneous system
Here,
H is a closed subgroup of
This is one of the main reasons it is necessary to classify
for different classes of groups: compact, non-compact, Abelian, nilpotent, solvable, simple, semi-simple, and the direct and semi-direct product between them. Since 1999, a group of mathematician had been working in the structure of
Results about controllability, and the existence, uniqueness, and topological properties of control sets, (maximal regions of controllability), were established for several classes of groups. We refer the readers to the following [
14,
15,
16,
17,
18,
19,
20,
21,
22,
23,
24,
25].
As mentioned before, the main goal of this review is to invite the community to search for real world applications of . However, there are also several theoretical open problems to be challenging. For instance, we mention that except for the Euclidean case, any other classical optimal issue for such as the quadratic one, is an open problem for .
According to the aim of this review article, we concentrate on matrix groups. Precisely, for a group G of dimension 2 and we describe the main ingredients to build by showing a basis of the Lie algebra of the face of -derivations and all possible associated linear vector fields. We also mention the existent controllability results and the Hamiltonian equations to apply the Pontryagin Maximum Principle in these cases.
For a general view of the theory of control systems we refer the readers to [
1,
2,
26,
27,
28,
29,
30,
31,
32]. For the Lie theory, we mention [
33,
34,
35,
36]. For the connection with Sub-Riemannian, almost-Riemmanian geometry we suggest the references [
37].
This article is organized as follows.
Section 2 introduces the algebraic structures to define
Section 3 contains an explicit description of linear control systems and their main properties on groups of dimensions 2 and
In
Section 4, we establish the Pontryagin Maximum Principle for
Finally, in
Section 5 we end with several examples. We include a classical optimal problem on the Euclidean plane, several examples on the 2-dimensional solvable group, and a time-optimal theoretical problems on 3-dimensional groups.
2. Matrix Groups Dynamics and Systems
In the sequel,
will denote the vector space of the
n by
n matrices with real coefficients. The open set
, is the group of invertible matrices. In fact,
is canonically isomorphic to
, the determinant map det:
is continuous, and
is closed. We also denote by
the connected component of
which contains the identity element
In particular, for any
,
It turns out that the topology and the differentiable structure of
are the induced ones, coming directly from the Euclidean space
. Here, we just consider closed or path connected subgroups
G of
Thus,
G is a matrix Lie group. In particular, it is possible to define appropriate control systems whenever the dynamic determining the system is well defined on
G. The notion of a linear control system on a connected Lie group
G depends on two different classes of dynamics: linear and invariant vector fields. For that, we need to introduce the notion of the Lie algebra
of
G, which is isomorphic to the tangent space
of
G at the identity element
e. The tangent space
of
G at
g reads
and
denotes the tangent bundle.
A vector field
P on
G is defined by the selection of
for any
Since we consider just subgroups
G of
it follows that
For matrices, the bracket is the commutator.
By definition, the drift
is a
linear vector field if its flows
is a 1-parameter group of
the group of
G-automorphisms. Moreover,
induced a derivation,
i.e., a linear transformation which respects the Leibnitz rule for the Lie bracket. Furthermore,
is computed through the following identities,
In fact, since we just consider connected groups, any element is a finite product of exponential members of .
A special situation happens when the Lie algebra
is semi-simple, i.e., when the solvable radical
of
is trivial. Here,
is defined as the biggest solvable subalgebra of
. In this case, any derivation
is inner. It turns out that there exists an invariant vector field
, such that
Therefore,
is easily computed by
Denote by , -times) the Torus. Therefore, is the discrete group of determinant 1 matrices of order n with integer coefficients. It turns out that any linear vector field on is trivial, i.e., . In fact, should be discrete. Because of that, we do not consider in this analysis.
An
invariant vector field is determined by
G-translations. Precisely, to define a left invariant vector field
Y on
G we just need to determine a tangent vector at the identity element
. Thus, for any
its value
is determined by the derivative at
e of the corresponding left translation
. Precisely,
Since we work with matrices, it turns out that
is obtained by the derivative of the curve
Therefore,
with
Thus,
is isomorphic to the tangent space
. Right invariant vector fields are defined in a similar way. The vector space
of the left invariant vector fields of
G, is a Lie algebra [
35,
36]. The skew-symmetric bilinear map
satisfy
- 1.
skew-symmetric, and the Jacobi identity
- 2.
for any
Recall that the Lie algebra is said to be:
Abelian, if for any , .
Nilpotent, if .
Solvable, if
Semisimple, if the largest solvable subalgebra of is trivial.
Finite semi-simple center if any semi-simple subalgebra has a trivial center.
Finally, the group G is said to be Abelian, nilpotent, solvable, semi-simple, and finite semi-simple center, if satisfies the corresponding property.
2.1. The Notion of Linear Control System on G
Let
G be a connected Lie group with Lie algebra
By definition, see [
20,
25], a linear control systems
is determined by the differential equations
parametrized by
Here,
is a linear vector field which means that its flows
is a 1-parameter group of
G-automorphisms. In addition, for any
the control vector
is a left invariant vector field. We consider a large class of admissible control functions
where
is a closed and convex subset with
Just observe that
contains the constant, continuous and also differentiable functions.
Because of that, given any initial condition
and each control
there exist a solution
of
. Precisely,
where
is the solution of the system with the same control
u through the identity element
e [
20]. We denote the reachable set from
e by
of state of the group that can be transferred to the identity in a positive time.
We call the system unbounded if , and bounded if is compact. From now will denote the unbounded case, the bounded one and when both condition are possible.
Therefore, the notion of is a natural extension of the classical linear control system on the Abelian group .
Recall that the system satisfy the Lie algebra rank condition (
), if
Furthermore, the system satisfies the ad-rank condition
if
We denote by
the Lie algebra generated by the control vectors, i.e.,
Finally, we introduce the notion of a control set, which means a region where controllability holds in its interior. Let be a linear control system. A subset is said to be a control set if
for any such that
for any
is maximal with respect 1 and 2.
Furthermore, the control set
is said to be positive invariant if,
Here, denotes the topological closure.
2.2. The Classical Linear Control System on
In the Euclidean Abelian group
the classical linear control system is as follows
In this case, corresponds to the matrix A of order n, which flows is computed from the exponential map. On the other hand, can be written as , where are the column vectors of the n by m matrix B. Since, any vector induces by translation an invariant vector field on it is now clear that is a perfect extension of
It is well known that the solution with initial condition and control
u is given by,
2.3. The -Decomposition of
The dynamic behavior of
strongly depends on the spectrum of
associated with
. We consider the Lie algebra decomposition of
induced by
. For any
the
-generalized eigenspaces reads
It turns out that
if
and 0 otherwise. In addition,
decomposes as
where
are Lie subalgebras and
,
are nilpotent [
22,
35].
We finish this section bt mentioning some differences between
and the well-known class of invariant control system
on
G [
38,
39]. For
the drift is also an element of the Lie algebra
One of the main differences comes from the fact that the reachable set from the identity is a semigroup for
but not for
This difference has important consequences. For example, the controllability property of
turns into a local property, which is no the case for
[
19]. On the other hand, the Hamiltonian lifting of the linear vector field is more complicated because the invariant field does not depend on the state.
4. The Pontryagin Maximum Principle
The Pontryagin Maximum Principle is one of the main theoretical and useful optimal results available in the literature. Lev Pontryagin, a theoretical topological Mathematician, publish this result in his book
Theory of Optimal Processes [
40], in collaboration with several researchers of the Steklov Institute in Russia. For his work during the period from 1956 to 1961, he was awarded the Lenin Prize. The principle is fundamental to the control system theory and its applications. However, it also is instrumental for Carnot-Caratheodory geometry, sub-Riemannian, and almost-Riemannian geometries with applications in several areas. The mathematical machinery to establish and prove these results strongly depends on the associated Hamiltonian equations, obtained from a geometric point of view by lifting the initial system to the co-tangent bundle of the state manifold [
26].
The Principle works on the co-tangent bundle
of the manifold state
M. Our case is quite favorable since
is a trivial bundle. Precisely,
where
denotes the dual of the Lie algebra
of the connected group
To establish this Principle on
, we recall the Hamiltonian equations associated to
as appear in [
3,
4].
For a given admissible control
the associated
-Hamiltonian
defined on
reads as
Just observe that the system was translated from to the identity.
Next, we introduce the Pontryagin Maximum Principle for the class of linear control systems on a matrix Lie group.
Theorem 11 ([
4]).
Let be an admissible control such that the solution ) of minimizes the time among all -admissible curves sending to . Then, there exists a Lipschitzian curve ∈ such that for all In addition, for almost all
Furthermore,
satisfy the Hamiltonian equations
Here, and are the lifting vector fields from G to of the corresponding dynamic and In the general case of a system on a differentiable manifold M, this construction depends on a differentiable nondegenerate 2-form which always exists on The second relationship is a differential equation on induced by derivations.
Next, we collect the main results we know about the time optimal problem for
, as appears in [
4]. Let
be a linear control system, which includes the constant control
.
We consider first the unbounded case. Since
is maximum, then
. Moreover, if
satisfy the Pontryagin Maximum Principle, it follows that,
For the bounded case, let
and −
for
Since
is maximum, it turns out that
Otherwise,
is not determined. However, according to Filippov’s Theorem in [
26], minimizers exist. Moreover, if
for
, then we get an extra equation
. In the classical case
,
since the Lie algebra
is Abelian. However, in groups, it is not the case. In particular, the bang bang control theorem for
is not longer true for
, see [
4].
5. Examples
In this section, we develop several examples on different groups of dimensions 2 and 3. We start with the more famous one:
Stop a train in a station in minimum time, coming from the Pontryagin book, [
40].
Example 1. Let us consider a train Γ of mass one moving on the real line without friction. Denote by the distance from Γ to the origin (the station) at time t. From the Newton law, we have and . Here, with Thus, we obtain a classical control system on the Abelian Lie group as follows Any control u determine an ordinary differential equation. Geometrically, any initial condition should be steer to in minimum time. The system is restricted, satisfy the Kalman rank condition, rank and Hence, according to Theorem 2, the system is controllable.
From the Pontryagin Maximum Principle, we should consider two class of controls: and and the minimum time curve is built with at most one change of the control.
The family of parabolas generated by the solutions of the differential equations
generates a curve built through two specific parabolas reaching the origin:
with control
and
with control 1. Hence, starting from any arbitrary initial condition
outside this curves, you choice the unique parabola which starting from
and moving in positive time hit one of the curves
or
After that, you change the control by remaining in the hitting curve up to reach the target. For instance, if you start from
in the third quadrant and under
you first take the integral curve
which means that you accelerate at maximum up to intersect
After that, you follow the
trajectory by breaking at maximum and finishing in the origin. Just observe that the projection in the first variable
give you the distance to the station where you need to change the control.
Example 2. In the 2-dimensional connected affine group we consider the linear system, According to Theorem, the systems is controllable. Here, For the unbounded case, we obtain
. Thus,
Since,
is null on a basis of the Lie algebra
of the group, it follows that
It turns out that no extremal trajectory exists. Actually, in [
4] the authors show that the minimal time to reach
from the identity is 1 but there is not a control
which connect the states in 1 unit of time.
Next, we analyze the bounded case,
In coordinates
the Hamiltonian is given by
as
Therefore, the Hamiltonian equations are:
First of all, q is constant. Now, if for some then In fact, by the Pontryagin Maximum Principle vanishes nowhere. Since . It turns out that an optimal control takes the constant value B or and changes at most once. In fact, p cannot vanish more than once.
In [
15] the authors prove that the system is controllable by showing explicitly the trajectories connecting any two sates. Therefore, let us show how to reach the state
from the identity element by an optimal path. According to their computations, the solution starting at any initial condition
is given by concatenation of the following two flows
In order to travel to the right side from
we need to consider first the control
We get,
When,
the state of the curve is
However, the second coordinate does not coincide with our target. Therefore, the optimal control should change from
to
, in some instant
of the curve. Thus, we need to apply the control
, to the initial state
We obtain,
The continuous function satisfy . Since, f is strict increasing the only one switch time exists. The optimal curve is given by the optimal control and the optimal time is
Example 3. For a 3-dimensional semisimple compact group we consider the unbounded linear system Since the system satisfies the LARC condition. As we know, Σ is controllable.
The associated Hamiltonian function reads as
The maximization condition implies
. According to
According to the Pontryagin Maximum Principle, if a time optimal minimizer exists, then
. It turns out that
and
So, the only existent minimizers connect two points on the same integral curves of the vector field
In order to invite the reader to work out an optimal problem of a linear system on a 3-dimensional Lie group, we give a matrix representation of the solvable Lie algebras and
For
consider the basis
With the change of variable
Y by
we obtain
with the same bracket rules:
,
. The left invariant vector fields are given by
the associated simply connected matrix Lie group
G reads as
with the solvable structure
The derivation Lie algebra has dimension 4. Precisely, each derivation
determines the linear vector field
Consider the Lie algebra with a basis
and brackets
With the change of variable
X by
Y and
Y by
Z, we recover
The associated group is the so called Euclidean group of the affine transformations of
, which preserves the Euclidean metric. It is isomorphic to the order three matrices,
This realization is geometrical. The orthogonal matrix P and the vector represents a rotation and translation in the plane, respectively. Again, any derivation is inner, and each linear vector field is associated with