1. Introduction
This review aims to give some information about three geometric structures on Lie groups that essentially depend on the same kind of dynamics. Namely, Linear Control Systems (LCS), Almost Riemannian Structures (ARS), and Degenerate Dynamical Systems (DDS). These notions are strongly related through two particular ordinary differential equations on G: linear and invariant vector fields. A linear vector field on G is determined by its flow, a 1-parameter group of , the Lie group of G-automorphisms. An invariant vector field is just an element of the Lie algebra of G.
Our contribution is two-fold. Firstly, we show relevant relationships between these geometric structures on Lie groups in more general setups. For instance, the Jouan Equivalence Theorem allows us to classify on an arbitrary differential manifold M: Nonlinear Control Systems, Almost Riemannian Structures, and Degenerate Dynamical Systems, which satisfy the finitude condition of the Lie algebra generated by their dynamic. Therefore, from the corresponding linear structure on a determined Lie group G, it is possible to give information about the same type of structures on M when is finite dimensional, determining G. This is one of the main reasons to develop linear structures on groups. Secondly, we formulate a list of open problems and challenges on these geometric structures.
From a linear control system point of view, the linear dynamics represents the drift to be controlled, and the invariant ones are the control vectors. Thus, the trajectories of the time-dependent vector fields induced by the family of the admissible control function
play the role of determining integral curves and strategies to move an initial condition to another desired one. So, the challenges here are first to characterize the controllability property of the system. Secondly, to analyze the existence, uniqueness and topological and algebraic properties of the control sets, i.e., regions of the manifold where controllability holds inside of its interior. Finally, if it is possible to reach a desired state, then: how to compute and optimal synthesis which reach the target at minimum time? or with minimum energy, etc. In this context, the Pontryagin Maximum Principle is instrumental [
1].
An almost Riemannian structure can be seen, at least locally, as an orthonormal reference frame that degenerates in a singular set called the locus, where the frame lost dimension, see [
2,
3]. In our setup, there is a natural ARS called a simple almost Riemannian structure defined by linear and invariant vector fields such as a LCS. In [
4], the authors establish the Hamiltonian equations of a simple ARS on
G. This case is quite favorable because the co-tangent bundle
of
G is trivial. It allows determination and decomposition of the Hamiltonian equations generated by the system on the identity element of the manifold
. Here,
is the dual space of the Lie algebra
. Thus, to construct the complete set of optimal arclength geodesics explicitly, the so-called optimal synthesis of a given ARS on a Lie group is a crucial issue to challenge.
A degenerate dynamical system is defined by a symplectic structure which becomes singular in a subset also called the locus. In this set up, the general problem is to understand the evolution of the dynamic near to this singular set. As a matter of fact, the classical Poincaré classification takes care of isolated singularities of the Hamiltonian. In this new context, the singularities comes from the degeneracy of the symplectic form, normally on submanifolds of co-dimension 1, which are the barriers, the walls. If some trajectories reach the locus, what kind of dynamic behavior could we expect inside the singular set, or when the trajectory leaves the locus? If the trajectory remains in the locus forever, it means that the “trajectory” freezes some coordinates. Therefore, the main challenge here is to extend the dynamic classification of Poincaré for regular systems to this particular degenerate situation. On the other hand, intend to face Arnold’s challenge on degenerate symplectic structures [
5]. Following a suggestion of a reviewer, we also include the references [
6,
7].
A full classification of these three geometric structures in the low-dimensional case would answer this question and provide a series of examples of such structures, which is usually a starting point for more general results. Since the involved dynamics come from algebraic structures on Lie groups, many symmetries are present throughout the paper.
The structure of the review is as follows. In
Section 2, we introduce the geometric structures on Euclidean spaces. We start with examples on the plane that motivated the study of these three geometric structures. Precisely, the time-optimal problem of a vehicle moving through a line appears in [
1]. The Grushin plane [
8] is the first known example of an almost Riemannian structure. Finally, we introduce a degenerate dynamic system example which appears in [
9]. After that, we state these structures on
.
Section 3 explains the notion of linear vector fields on Lie groups and their associated derivation of the Lie algebra
. Some relationships involving the exponential maps are given. As a concrete example, we compute all the linear and invariant vector fields on solvable Lie groups of dimensions two and three. We do the same on the simple connected Heisenberg Lie group of dimension three.
Section 4 contains the definitions of LCS, ARS, and DDS on the Lie group
G. In
Section 5, we establish the Pontryagin Maximum Principle on a differential manifold and the Hamiltonian function associated to an almost Riemannian structure appears in [
4]. As a particular case, we obtain the Hamiltonian equations for a LCS on
G. On the other hand, we also include the Jouan Equivalence Theorem [
10], which is one of the reasons why it is relevant to develop LCS on Lie groups and homogeneous spaces, and ARS. In
Section 6 we mention some recent results on any of the geometric structures. Finally,
Section 7 includes challenges and open problems for LCS, ARS and DDS.
2. The Geometric Structures on Euclidean Spaces
In this section, we start by presenting three examples on the plane , which give rise to the geometrical structures we would like to show. From that, we define these structures on the n-dimensional Euclidean space .
2.1. A Pontryagin Example of a Linear Control System on the Plane
Let us consider a train moving through a line without friction. An optimization problem arises: stop the train in a given station in the minimum time [
1].
We denote with the distance from the train to the origin (the station). Therefore, denotes the velocity, and the acceleration is Here, u belongs to , the family of the local integrable measurable functions In addition, the boundary of represents the maximum and minimum normalized acceleration.
In a matrix form, this model reads as follows,
Any control generates an ordinary differential equation, and the optimization problem here is: given an initial condition find such that the integral curve of the system starting on and with control u reaches the origin at minimum time.
The dynamic of the system comes from the linear vector field
, the invariant vector field
generated by
, and
. By computing the Lie algebra of
through the Lie bracket
, we obtain
2.2. Linear Control Systems on Euclidean Spaces
In a Euclidean general frame, a linear control system
on
is written as
The vector fields are the column vectors of the “cost matrix” B.
By definition [
11], the system
depends on two classes of dynamics. The drift of the system, i.e., the linear differential equation
to be controlled. Moreover, the invariant control vectors
on
.
The flow of the vector field induced by the matrix
A applied to the starting point
x reads as
. And, the analytical solution
of
with initial condition
and control
, is given by
2.3. An almost Riemannian Structure Example. The Grushin Plane
Consider a 2-dimensional manifold
M and
two linear independent vector fields on
M. The frame
induced a well defined Riemannian metric. On the other hand, assume
According to the Chow–Rashevskii Theorem [
12,
13], still there exists a locally defined metric on
M, but with singularities on the set called loci where
are linear dependent. This situation is shown by the following example, which appears in the study of
a certain class of hypoelliptic operators [
8].
The Grushin plane is the Abelian group
equipped with an almost Riemannian metric determined by the vector fields
and
. Precisely, it is a Riemannian manifold except on the particular subset
called the (singular) locus, where
. It is worth mentioning that the Lie bracket
. Therefore, for any
From [
2], the associated metric and the curvature are given by
As for the LCS example above, we notice that is a linear vector field determined by the matrix , and which is invariant by translation on the plane. Thus, both systems depend on the same kind of dynamics.
2.4. Almost Riemannian Structure on Euclidean Spaces
On the Euclidean space of arbitrary dimension n, an almost Riemannian structure can be defined as follows.
Definition 1. A simply Almost Riemannian Structure (ARS) on is determined by the family - 1.
is a linear map
- 2.
- 3.
, for x in an open and dense subset of
- 4.
, for any .
Here, the column vectors of B are the invariant vector fields .
2.5. A Degenerate Dynamic System Example
Similar dynamic behavior to the LCS in 2.0.2 and the ARS in 2.0.3 arises when considering the degenerate dynamical system model appearing in [
9]. Let us consider the real matrix
of order 2, and the associated singular differential equations
If for any real time
t,
we obtain
The singular set acts a barrier for the dynamics. However, geodesics can cross this barrier without any singularities.
2.6. Degenerate Dynamical Systems on Euclidean Spaces
On the Euclidean space
, a degenerate structure can be defined through skew-symmetric vector fields
on the tangent bundle. Precisely, a family
of skew-symmetric linear maps such that
and there exists an open and dense
U in
with
Let
. A Degenerate Dynamical System on Euclidean spaces reads
which is determined by an algebraic-dynamical equation.
The examples in this section have several common issues. At first place, the dynamic of these structures is determined by linear and invariant vector fields. Secondly, by computing the corresponding Lie brackets, the Lie Algebra Rank Condition
is satisfied, i.e.,
In any case, the existence of a metric is guaranteed by the Chow–Rashevskii Theorem [
13]. To determine the geodesics, the Pontryagin Maximum Principle is instrumental. Because of that, in
Section 5 we establish the Hamiltonian functions for an ARS on
G, and the Pontryagin Maximum Principle for a time optimal problem in LCS [
14]. In order to compute geodesics for an ARS on
G, we note that reference [
4] contains the Hamiltonian equation, including the normal and abnormal cases.
In the following, we define the structures on a connected Lie group G of arbitrary dimension. We establish some relevant results and list some challenges and open problems for research.
3. From Euclidean Spaces to Lie Groups
For the Lie theory we suggest to the readers the references [
15,
16,
17]. Let
G be a connected Lie group with Lie algebra
considered as the set of left-invariant vector fields on
G. In this section, we first explain how to extend the notion of a linear differential equation from
to arbitrary group
G. After that, we list some of it properties, especially those related with the exponential map
where
is the flow associated to the left invariant vector field induced by the vector
, and
e denotes the identity element of
G.
A particular case of this extension was first provided by [
18]. In [
19], the authors introduced a general definition involving the notion of the normalizer which is out of the scope of this review. Therefore, we prefer to give a direct generalization based on two different but dependent facts from the distinguished dynamics on Euclidean spaces. Let
A be a real matrix of order
n and
.
First, the flow induced by
A satisfied
Here, denotes the connected component containing the identity element of , the real invertible matrices of order n. On the other hand, the Lie bracket . It turns out that leaves the Lie algebra invariant of .
For the following definition and results, we follow references [
15,
19].
Definition 2. A linear vector field on G is determined by its flow which is a 1-parameter subgroup of , the Lie group of G-automorphism.
Even though in general
is a nonlinear vector field, we keep the linear name based on the picture coming from the following equivalence [
20],
Recall that a derivation on a Lie algebra
is a linear map
which satisfied the Leibnitz rule,
We denote by the Lie algebra of -derivations.
From the Jacobi identity property of the Lie algebra, we can associate to each
an element
determined by the formula
For a real time
t the relationship between
and
is given through
Furthermore, from the commutative diagram
we obtain the formula
which allows computing of
. In fact, since the group is connected, any
can be expressed as a finite product of exponentials, and
respects the algebraic structure of
G.
Reciprocally, if the group is simply connected, any derivation
has an associated linear vector field
through the same formula above. For connected Lie groups, the same is true when
, the Lie algebra of
(see [
19]). More precisely,
A particular linear dynamics comes from inner automorphisms. Consider an element . Since Z is an invariant vector field, the solution starting on is obtained by left translation of the solution through the identity element.
In other words,
defines by conjugation a 1-parameter group of inner automorphisms on
G by
Thus, for any . In this case, the associated derivation reads , Y in .
To better understand the algebraic objects introduced here, we finish this section with examples on low-dimensional groups. The Affin group on , a solvable 3-dimensional group, and the classical Heisenberg Lie group are teh examples given. In any case, we explicitly show a basis of the Lie algebra, the Lie algebra of derivations, the associated linear vector fields, and their corresponding flows.
Example 1. The solvable 2-dimensional group.
The 2-dimensional affine group is the semi-direct product
, with Lie algebra the semi-direct product
, see [
21] for details. Here, the action on
G and
are given by
and
, respectively.
Any
determines a left-invariant vector field as follows
Furthermore, the bracket between two elements of
is
Let
and
be the canonical basis of
. From the previous formula we obtain the rule
. It follows that the Lie algebra is solvable [
17].
The exponential map is explicitly given by,
The Lie algebra of
-derivations is 2-dimensional. Precisely,
Since
G is connected and simply connected, any pair
induces a well defined linear vector field on
G which reads as
The associated 1-parameter group of automorphisms defining its flow is given by the formula
For the next two examples, we consider connected and simple connected groups of three dimensions.
Example 2. A non-nilpotent 3-dimensional solvable group.
Let us consider the solvable Lie algebra
as the semi-direct product
with the bracket rule
Here,
see [
22] for details.
By considering the canonical basis of
, we obtain
Therefore,
, and
. The connected and simply connected Lie group
G with Lie algebra
is given by the semi-direct product
via
A left-invariant vector field is written as
with flow
On the other hand, a general shape of a linear vector field on
G reads as
In this context, is defined through the formula where , and .
Example 3. Let us consider the 3-dimensional connected and simply connected Heisenberg Lie group G homemorphic to ,with Lie algebrawhere the only non null brackets are . The Lie algebra has dimension six and is given by Any invariant vector field is a linear combination of the basis of . Furthermore, according to [23], the linear vector field associated with a derivation reads as follows 5. Time Optimal Pontryagin Maximum Principle
In this setup, the space state
M is a
n-dimensional manifold and
is a control system on
M, determined by the family of differential equations
where
are arbitrary vector fields defined on
M, and
as before.
The Hamiltonian function associated to the system reads as
Here, denotes the dual of the vector space the tangent space of M at the state Moreover, is a linear transformation.
The symplectic structure of
comes from a canonical non-degenerate 2-differential form
[
15]. It turns out that for any admissible control
the Hamiltonian function
determines a well defined vector field
on
through the identity
By considering a canonical locally coordinates
on
, we obtain
Therefore, the Hamiltonian differential equations system induced by the vector field
on
reads
The Pontryagin Maximum Principle gives a non-null 1-parameter of covectors , with several necessary conditions to find an optimal control. As a particular case, we consider the time-optimal problem steering the initial state to the desired condition at minimum time.
Theorem 1 (The time-optimal Pontryagin maximum principle).
Let be a control system on a manifold M as before. If the -solution associated to the control , , minimizes the time, there exists a Lipschitzian curve in the cotangent space with for all , such that for almost all The curve is called an extremal and its projection on M is an optimal trajectory for the initial optimization problem of .
Remark 1. The Hamiltonian function for a simply almost Riemannian structureon G reads, In our context, we used a particular case with and . It means a time-optimal problem on LCS [14]. Since the co-tangent bundle of
G is trivial, it turns out that
, where
denotes the dual of the Lie algebra
. This favorable situation allows translation
to the tangent space at the identity, and describe all the equations at
e. This convenient situation is possible according to the formulas
Precisely, consider the optimal time Hamiltonian function
Following reference [
14], the optimal time Hamiltonian equations of a LCS on in
, read as
where
is the derivation of
associated to
.
When , we obtain the optimal time Hamiltonian equations of a linear control system on G. In this situation, the difference between the LCS and ARS is important. Contrary to the ARS case, the identity element is not in general an interior point of the reachable set from e.
The Jouan Equivalence Theorem
This section shows why it is relevant to classify linear control systems and almost Riemannian structures on Lie groups. The equivalent theorem gives information to general LCS and general ARS on manifolds the dynamics of which generate a finite dimensional Lie algebra. As in
Section 5, let us consider an arbitrary affine control system
on a differentiable connected manifold
M.
We take use these available systems to introduce the notion of controllability and control sets. Roughly speaking, the controllability property of a system means that it is possible to connect any two points of the manifold through the solutions of the systems in non-negative time. A control set is a region of M where controllability holds in its interior.
Definition 3. The system is said to be controllable, if for any pair there exists a control and a positive time t, such that the corresponding solution with control u as an initial condition x, reaches y at time , i.e., .
Definition 4. A subset is called a control set if for any ,
- 1.
There exists such that , for any ;
- 2.
contains C;
- 3.
C is maximal with respect , and .
where the reachable set from x reads as Next, we state the Jouan equivalence theorem [10], Theorem 2. is equivalent by diffeomorphism to a linear control system on a Lie group or a homogeneous space if and only if the vector fields of the system are complete, and generate a finite dimensional Lie algebra, i.e., Remark 2. Equivalent systems share the same properties. For example, controllability, existence, uniqueness, and boundedness of control sets, and of course, optimal problems. In other words, it is possible to obtain properties of through the knowledge of the equivalent system .
A similar result as Theorem 2 is valid for a general almost Riemannian structure on manifolds [
4]. In particular, it is possible to obtain information for ARS on manifolds, and for degenerate dynamical systems by knowing topological–dynamical–algebraic properties of the locus, acting as a barrier for the degenerate structure.
6. Recent Results on the Geometric Structures
According to the Equivalence theorem, both for almost Riemannian structures and control systems, it is necessary to develop these structures on Lie groups and homogeneous spaces. Furthermore, it is worth understanding these structures on low-dimensional groups as much as possible for real applications. For more than 20 years, several researchers have been working on these topics. Here, we mention some references to characterize the controllability properties, the existence, uniqueness, and the boundedness of control systems. Moreover, time-optimal problems for different classes of groups: nilpotent, solvable and semi-simple [
18,
23,
24,
25,
26,
27,
28].
For any result we obtain for the locus of an ARS, it is possible to adapt for the locus of the corresponding degenerate dynamical system reciprocally. So, we obtain relevant information to the singular set in both senses.
6.1. Recent Results on Linear Control Systems
We start by mentioning very recent results of a linear control system on homogeneous spaces of the solvable group
G of two dimensions to appear in [
29].
Let
G be the solvable group of two dimensions as described in Example 1. According to the computation there, a general linear control system has the shape
where
, with a closed set
and
.
The drift is a linear vector field depending on two parameters, a and b, coming from the associated derivation. Moreover, the left invariant control vector Y is defined by the pair . In coordinates we obtain
We first consider the closed subgroup , and the homogeneous space , which turns out to be a horizontal cylinder. The canonical projection is well defined and given by . In order to project the linear vector fields its flows must leave invariant the subgroup L. This condition implies that .
On the other hand, any invariant vector field on G can be projected on every homogeneous space of G. As a result, we can project in a homogeneous control system on the cylinder.
In the new coordinates , we obtain the system
Theorem 3. is controllable is satisfied [29]. From a geometric picture, controllability can be seen as follows. Take any state . By choosing , we obtain . Thus, the system turns around the circle . However, if , the solution starting on turns around the horizontal cylinder traveling to the right or to the left according to the signal and size of the selected control u. Therefore, if we consider an arbitrary point , we obtain: after the solution hit the circle with a control , take the control , and rotate on the circle up to reach .
Next, we consider the subgroup
, and the homogeneous space
, which is a vertical cylinder. The canonical projection
is well defined. As before, we compute the associated homogeneous system
. As a matter of fact, in this situation any linear vector fields are projectable. We obtain [
29],
Theorem 4. Assume satisfy , with . Then, there are two intervals with which determines two control sets on the vertical cylinder as follows Here, contains the identity element . In addition as we know, the homogeneous system is controllable at the interior of these control sets.
We present a controllability result on the nonnilpotent solvable Lie group of dimension three as explained in Example 3. However, we first need to introduce an especial decomposition induced by a derivation on any arbitrary Lie algebra .
In the sequel, we follow [
17,
24]. Given a derivation
, and
, a
-generalized eigenspace reads as
As a matter of fact, if
is also an eigenvalue of
,
The vector spaces
and
defined by
are Lie algebras. Let
,
and
be the connected Lie groups with Lie algebra
,
and
, respectively. If
, the Lie group is said to be decomposable.
Example 4. Consider the restricted linear system
on with Lie algebra determined bywhich satisfy . Here, , has dimension 2, and θ is the real matrix of order 2 with all the coefficients 0 except 1 in the position 22. Therefore, we obtain [22]. Theorem 5. The system is controllable if and only if dim, or dim and .
The following Theorem collects several results on
[
24].
Theorem 6. Let be a restricted system on G such that is open. If G is decomposable, there is precisely one control set with a nonempty interior. Any solvable lie group is decomposable. Furthermore, if G is nilpotent and simply connected, is bounded are compacts.
As for the restricted classical linear system on Euclidean spaces, the next result characterizes the controllability property on nilpotent groups.
Theorem 7. A restricted linear control system on a nilpotent Lie group G is controllable if an only if is open and .
Just observe that in Euclidean spaces the Kalman condition is equivalent to the openness of .
6.2. Some Results on Simply almost Riemannian Structures
In this section, we start by describing a satisfactory geometric result by Agrachev et al. for an ARS. In [
2], the authors show a Gauss–Bonett-like formula for a 2-dimensional almost Riemannian manifold
as follows. In this context, an element
is said to be a tangency point if
is tangent to
.
is triviallizable if a pair of vector fields globally generate it, and orientable if there exists a volume form. The curvature is denoted by
K.
Theorem 8. Let M be an oriented compact manifold of 2 dimensions. For a generic oriented 2-dimensional ARS on M without a tangency point it turns outwhere χ denotes the Euler Characteristic. In addition, if is trivializable, then . In the same direction, we also mention the reference [3]. Next, we state a general result of a simply almost Riemannian structure on Lie groups appears [
4]. Through a generic example, we show that the singular locus can be a very wild set.
Theorem 9. Let a simply almost Riemannian structure on . Assume, is a subalgebra. Then, the singular locus is an analytic, embedded co-dimension 1 submanifold of G. Its tangent space at the identity element is given by . Furthermore, if G is solvable the locus is a subgroup with Lie algebra .
If
is not a subalgebra the locus can be wild. On the Heisenberg group of Example 4 consider the distribution
, the linear vector field
induced by a general derivation
and the almost Riemannian structure
It turns out that the singular
locus of
reads as [
23],
Obviously, the locus generated by these quadratic forms need not be subgroups, not even manifolds. However, for , and , we obtain the hyperbolic paraboloid.
Finally, we give the reference
Isometries of almost-Riemannian structures on Lie groups [
20]. Here, the authors prove that two different ARS:
and
on a Lie group
G are isometric if and only if there exists an isometry
that fixes the identity element. The isometry preserves the associated left-invariant distribution, i.e.,
, and the linear vector field. Furthermore, if the Lie group is nilpotent
is an automorphism.
This characterization makes it possible to obtain a complete classification of the ARS on the solvable 2-dimensional group and the Heisenberg group of dimension 3.
6.3. Some Results on Degenerate Dynamical Systems
As we say, Degenerate Dynamical Systems (DDS) is a new branch in Mathematics with relevant application in physics. Furthermore, this kind of structure needs to be developed. We hope that any result on almost Riemannian structures, especially on the corresponding singular locus, will help the analysis of degenerate behavior. The locus acts as a barrier for the corresponding degenerated dynamical system.
We finish this chapter inviting the readers to look at the very interesting article
Degeneracy Index and Poincaré-Hopf Theorem, by Zanelli, J. and Ruan, H., which appears in [
30]. It is about a relationship between a 2-dimensional degenerate dynamical system as explained in
Section 2.5 and the Poincaré-Hopf Theorem.