Lie group and homogeneous variational integrators and their applications to geometric optimal control theory

November 14, 2014, Webb 1100

Melvin Leok

UC San Diego, Mathematics


The geometric approach to mechanics serves as the theoretical underpinning of innovative control methodologies in geometric control theory. These techniques allow the attitude of satellites to be controlled using changes in its shape, as opposed to chemical propulsion, and are the basis for understanding the ability of a falling cat to always land on its feet, even when released in an inverted orientation. We will discuss the application of geometric structure-preserving numerical schemes to the optimal control of mechanical systems. In particular, we consider Lie group variational integrators, which are based on a discretization of Hamilton's principle that preserves the Lie group structure of the configuration space. In contrast to traditional Lie group integrators, issues of equivariance and order-of-accuracy are independent of the choice of retraction in the variational formulation. The importance of simultaneously preserving the symplectic and Lie group properties is also demonstrated. Recent extensions to homogeneous spaces yield intrinsic methods for Hamiltonian flows on the sphere, and have potential applications to the simulation of geometrically exact rods, structures and mechanisms. Extensions to Hamiltonian PDEs and uncertainty propagation on Lie groups using noncommutative harmonic analysis techniques will also be discussed. We will place recent work in the context of progress towards a coherent theory of computational geometric mechanics and computational geometric control theory, which is concerned with developing a self-consistent discrete theory of differential geometry, mechanics, and control. This research is partially supported by NSF CAREER Award DMS-1010687 and NSF grants CMMI-1029445, DMS-1065972, CMMI-1334759, and DMS-1411792.

Speaker's Bio

Melvin Leok is a tenured professor of mathematics at the University of California, San Diego, where his research is supported in part by grants from the National Science Foundation in applied and computational mathematics, including a Faculty Early Career Development (CAREER) award. He serves on the editorial boards of the Journal of Nonlinear Science, the SIAM Journal on Control and Optimization, the LMS Journal of Computation and Mathematics, the Journal of Geometric Mechanics, and the Journal of Computational Dynamics.

Prior to joining UCSD, he was a tenure-track assistant professor of mathematics at Purdue University, a visiting assistant professor of control and dynamical systems at the California Institute of Technology, and a T.H. Hildebrandt research assistant professor of mathematics at the University of Michigan, Ann Arbor. At Purdue, he was a nominee for the Packard Fellowship for Science and Engineering, and at Michigan, he received a Horace H. Rackham Faculty Fellowship and Grant, and a Margaret and Herman Sokol Spring/Summer Research Grant.

He received his B.S. with honors and M.S. in Mathematics in 2000, and his Ph.D. in Control and Dynamical Systems with a minor in Applied and Computational Mathematics under the direction of Jerrold Marsden in 2004, all from the California Institute of Technology.

His primary research interests are in computational geometric mechanics, computational geometric control theory, discrete geometry, and structure-preserving numerical schemes, and particularly how these subjects relate to systems with symmetry and multiscale systems.

He was the recipient of the SciCADE New Talent Prize in 2007 for his work on Lie Group and Homogeneous Variational Integrators, and the SIAM Student Paper Prize, and the Leslie Fox Prize (second prize) in Numerical Analysis, both in 2003, for his work on Foundations of Computational Geometric Mechanics. While a doctoral student at Caltech, he held a Poincaré Fellowship (2000-2004), a Josephine de Kármán Fellowship (2003-2004), an International Fellowship from the Agency for Science, Technology, and Research (2002-2004), a Tau Beta Pi Fellowship (2000-2001), and a Tan Kah Kee Foundation Postgraduate Scholarship (2000).

As a Caltech undergraduate, he received the Loke Cheng-Kim Foundation Scholarship (1996-2000), the Carnation Scholarship (1998-2000), the Herbert J. Ryser Scholarship (1999), the E.T. Bell Undergraduate Mathematics Research Prize (1999), and the Jack E. Froehlich Memorial Award (1999).