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Laurent O. Jay
Dept. of Mathematics, The University of Iowa, USA
Rolling balls, wheels, and disks Skating and sleighs Trajectory planning for vehicles, e.g., car trailer Robotic mechanisms, e.g., wheeled robots Molecular dynamics simulations with constant kinetic temperature Missile pursuit etc.
of the system of
2 qv L(q , v )v + q L(q , v ) kq (q , v )v
The nonholonomic constraints 0 = k (q , v ) are strong invariants of the underlying forced Lagrangian system.
The index 2 DAEs can be derived from the Lagrange-dAlembert principle d Lv (q , q ) + Lq (q , q ) q = 0 dt and the nonholonomic constraints 0 = k (q , q ) where q are virtual displacements satisfying the Maurer-Appell-ChetaevJohnsen-Hamel rule kv (q , q ) q = 0
A(q ) :=
t0
L(q (t ), q (t ))dt
For nonholonomic constraints linear in v 0 = K (q )v the Lagrange-dAlembert principle is equivalent to a skew critical problem A(q )(q ) = 0 This motivates. . .
1 q C0
| K (q )q 0
for k = 0, . . . , N 1
Ld (qk , qk +1 )
tk +1
L(q (t ), q (t ))dt
tk
where q (tk ) = qk , q (tk +1 ) = qk +1 . Cort es discrete Lagrange-dAlembert principle is dened as follows: the discrete action sum
N 1 X k =0
Ld (qk , qk +1 )
n is stationary with respect to variations {qk }N k =0 | qk Ker(K (qk )) R (K (qk )qk = 0) and q0 = 0 = qN . This leads to Cort es discrete Euler-Lagrange equations
McLachlan-Perlmutters 2-stage (Lobatto IIIB-A) LDA method (2006): 1 Q 1 = q0 + h v 0 2 Mv1 = Mv0 h(U (Q1 ) + K (Q1 )T 1 ) 1 1 q1 = q0 + h (v0 + v1 ) = Q1 + h v1 2 2 0 = K (q1 )v1 + b (q1 )
. . . much work remains to be done to clarify the nature of discrete nonholonomic mechanics and to pinpoint the correct discrete analog of the Lagrange-dAlembert principle.
A(q )(q ) +
t0
fL (q (t ), q (t ))T q (t )dt = 0
1 q C0
Idea: For nonholonomic Lagrangian systems take fL (q , v ) := K (q , v )T (q , v ) and consider the nonholonomic constraints 0 = k (q , v ) as strong invariants of the underlying forced Lagrangian system.
Notation
Let q (t ) satisfy q (tk ) = qk , q (tk +1 ) = qk +1 . Consider a discrete Lagrangian Ld (qk , qk +1 ) approximating the exact discrete Lagrangian LE d (qk , qk +1 ) :=
tk +1
L(q (t ), q (t ))dt
tk
Consider discrete forces fd (qk , qk +1 ), fd+ (qk , qk +1 ) approximating the exact discrete forcing terms fdE (qk , qk +1 )T := fdE + (qk , qk +1 )T :=
tk +1 tk tk +1 tk
The discrete Lagrange-dAlembert principle of C. Kane, Marsden, Ortiz, and West (2000) for forced Lagrangian systems
N 1 k =0
Ld (qk , qk +1 )+
N 1 k =0
2 Ld (qk 1 , qk ) + 1 Ld (qk , qk +1 ) + fd+ (qk 1 , qk ) + fd (qk , qk +1 ) = 0 for k = 1, . . . , N 1 and which are satised by the exact discrete Lagrangian and the exact discrete forcing terms.
for k = 0, . . . , N 1
This leads to the nonholonomically constrained discrete Euler-Lagrange equations 2 Ld (qk 1 , qk ) + 1 Ld (qk , qk +1 ) + fd+ (qk 1 , qk ) + fd (qk , qk +1 ) = 0 c (qk 1 , qk ) = c (qk , qk +1 ) for k = 1, . . . , N 1 where c (q0 , q1 ) = 0 or c (qN 1 , qN ) = 0.
where pk := v L(qk , vk (qk , qk +1 )), pk +1 := v L(qk +1 , vk +1 (qk , qk +1 )) and fdE (qk , qk +1 )T := fdE + (qk , qk +1 )T :=
t1 t0 t1 t0
E E+ The exact terms LE d , fd , fd satisfy the new principle do not satisfy Cort es principle
Specialized Partitioned Additive Runge-Kutta (SPARK) methods for index 2 DAEs (J., BIT, 2003; Math. Comput., 2006)
Qi = q0 + h
s X j =1
aij Vj
i = 1, . . . , s
q1
q0 + h
s X j =1
bj Vj
s X j =1 s X j =1
v L(Qi , Vi ) v L(q1 , v1 ) 0 0
v L(q0 , v0 ) + h v L(q0 , v0 ) + h
s X j =1
s X j =1
s X j =1
e bj K (Qj , Vj )T j
e aij K (Qj , Vj )T j
i = 1, . . . , s
= =
bj cji 1 k (Qj , Vj )
k (q1 , v1 )
The 2-stage Lobatto IIIA-B SPARK (Verlet) method: 1 Mv0 h (U (q0 ) + K (q0 )T 1 ) 2 q1 = q0 + hV1 1 1 (K (q0 )V1 + b(q0 )) + (K (q1 )V1 + b(q1 )) 0 = 2 2 h h or modied 0 = K q0 + V1 V1 + b q0 + V1 but no more SPARK 2 2 h 1 Mv1 + K (q1 )T 2 = MV1 h U (q1 ) 2 2 K (q1 )v1 = b(q1 ) MV1 =
Main Theorem
Let t0 , q0 , t1 , q1 be given. If bi = bi , bi aij + bj aji bi bj = 0 for i , j = 1, . . . , s ,
then we have a nonholonomically constrained discrete Lagrange-dAlembert integrator in the new sense with
s
Ld (q0 , q1 ) = h
i =1
bi L(Qi , Vi )
s
fd (q0 , q1 )T =
h
i =1 s
bi h bi h
s j =1 s j =1
aij T j K (Qj , Vj ) q0 Vi
fd+ (q0 , q1 )T = h
i =1
as +1i ,s +1j + aij = bs +1j = bj as +1i ,s +1j + aij = bs +1j = bj as +1i ,s +1j + aij = bs +1j = bj for i , j = 1, . . . , s then the SPARK method is symmetric and Ld (q1 , q0 ) = Ld (q0 , q1 ) fd (q1 , q0 ) = fd+ (q0 , q1 ) fd+ (q1 , q0 ) = fd (q0 , q1 )
E E+ as for the exact solution q (t0 ), q (t1 ) and exact terms LE d , fd , fd .
R t1
t
v (s )ds we have q0 q (t ) = Z
t1
R t1
t
q0 v (s )ds . Hence, Z
t1 t
= = = =
(q (t ), v (t ))T K (q (t ), v (t )) Z
t1
t0 Z t1 t0
t0 Z t1 t0 Z t1
q0 v (s )ds
t s
t0 Z s t0
dt dt
ds
q0 v (s )ds
t0
t1 s
(q (t ), v (t ))T K (q (t ), v (t ))dt
q1 v (s )ds
Remark
For forced Lagrangians Kane, Marsden, Ortiz, and West (2000) originally proposed to take as a reasonable choice
s
fd (q0 , q1 )T = h
i =1
bi fL (Qi , Vi )T q0 Qi
corresponding here to
s
fd (q0 , q1 )T
= h
i =1 s
= h
i =1
aij q0 Vj
L(q , v ) =
1 2 2 2 2 2 (v + v2 + v3 ) (q1 + q2 ) 2 1 0 = v 3 q2 v 1 1 0 0 0 1 0
T T
q0 = v0 = t0 = 0
h = 0.2
x 10
4 2 0 0 x 10
5
50
100
200
250
0 1 2 3
0 k
E E
0 x 10
7
50
100
200
250
2 1.5 E E
0 k
L(q , v ) =
m = 1, q0 = v0 = t0 = 0 h = 0.1
g sin() = 1
0 x 10
7
10
20
30
40
70
80
90
100
8 6 Ek E0 4 2 0
0 x 10
10
10
20
30
70
80
90
100
0 Ek E0
0.5
10
20
30
40
50 t
60
70
80
90
100
L(q , v ) =
m = 1, q0 = v0 = t0 = 0 h = 0.2
=1
50
150
6 4 E E
0 k
2 0 2 0 x 10
6
50
150
1 0 1 2
0 k
E E
50 t
100
150
T (v ) U (q )
= =
2 2,
n = 2m + 1 (m 2)
2 2
2 2 qm +2 qm+3
0 t0 qj 0 vj 0 E0 h
= = = = = =
i =m+2
n X
m X i =1
2 2 q1+ i qm+1+i
qi vi T
cos(j /(2J )) 0
0.6 0
0.4 0
0.2 0 0
1 0
sin(j /(2J ))
3.06 0.05
1 (J +1)
1 1 T
j = 0, . . . , J
j = 0, . . . , J
Let ((Ek E0 )2 ) :=
PJ
j =0 (Ejk
E0 )2 and J + 1 = 10
((E E ) )/h
.k
0.5
1.5
2.5
3.5
4.5 x 10
5
4
((E E ) )/h
.k
0.5
1.5
2.5
3.5
4.5 x 10
5
4
((E E ) )/h
.k
0.5
1.5
2.5 t
3.5
4.5 x 10
5
4
We observe
1 h4
p ((Ek E0 )2 ) O (h2 tk )
SPARK methods
Yi y1 p (Yi , Zi ) z1 ei Y = = = = = = = = = = y0 + h Ys +1
s X j =1
ij v (Yj , Zj )
i = 1, . . . , s + 1
p (y0 , z0 ) + h Zs +1 y0 + h ei ) g (Y
s X j =1 s X j =1
s X j =1
bij f (Yj , Zj , j ) + h
e s X j =0
ej , ej ) eij r (Y
i = 1, . . . , s + 1
aij v (Yj , Zj )
0 0
g (y1 )
gy (y1 )v (y1 , z1 )
i = 0, 1, . . . , e s ee (y1 = Y s)
i = 0, 1, . . . , e s e0 = y0 ) (Y
0 0
bj cji 1 k (Yj , Zj )
i = 1, . . . , s 1
k (y1 , v1 )
Some denitions
:= ` A bT 0s , b := + AM
1
e Q M
:=
Is
b A b bT
:=
0 B B B B B @
bT bT bT A . . . b T (s 1)b T C s 2 A
e :=
b T A1 1 0 1 C C D (s 1) C = C C A B B B B B @
e A e bT
! ,
bT bT C . . . b T C s 1
1 1 B . C B , s := @ . C . A 1 0 1 C C C C C A
C := diag(c1 , . . . , cs ),
A=b
b C
k = 1, . . . , s 1
:=
e Q T Q
:= s +1 !
b T A1 a11 . . . as 1 . . .
:=
1 A 0T s
0s 1
B := B A @
1 a1s . C . C . A ass
where we assume e s =s
B B In ) B (Q B B @
B e In ) B (Q B @
11 CC CC AA
gy (y1 )v (y1 , z1 ) 1 C C C A
For the modied Newton iterations to obtain a block diagonal linear system with the 2 matrices (1) we dene the intermediate quantities 0 B B B @ 1 0 1 z Z1 1 B . C C . . B . C C . C := (Q Inz ) B . C , @ Z A A z s s z z 1 s +1 1 0 1 1 1 C C . . e b In ) B C . . A @ . A := h(Q . s s 0 B B B @ 1 . . . s s +1 1 e0 B e1 C B C e In ) B C := h(Q . B . A @ . es 0 1 C C C C A
0 B B @
and we use
1 e 1 ((Q b) h (Q 1
B In ) B @ 0
B B Inz ) B @
1 ((Q e)1 h
B B In ) B @
z 1 . . . z s z s +1 0
1 . . . s s +1
1 C C C A
0 1 2 EnE0 3 4 5 6 7
x 10
10
20
30
40
50 t
60
70
80
90
100
Conclusions
We have presented a new discrete Lagrange-dAlembert principle for Lagrangian systems with nonholonomic constraints which is consistent with the discrete Lagrange-dAlembert principle for forced Lagrangian systems of Kane, Marsden, Ortiz, and West Unlike Cort es principle the new discrete Lagrange-dAlembert principle is satised by both the exact solution and a large class of SPARK methods of arbitrarily high order SPARK methods have strong foundations Implementation of SPARK methods can be done eciently but is not straightforward
Further issues
Convergence proof for problems with mixed holonomic/nonholonomic constraints (done for Lobatto IIIA-B-C-C -D methods by Hyounkyun Oh, PhD thesis, U. of Iowa, 2005) Backward error analysis Reduction theory Dissipation/friction/impact/contact