1. Introduction
Let
G be a connected Lie group with Lie algebra
, and denotes by
the Lie algebra of all
(smooth) vector fields on
By definition, the normalizer
of
is the Lie sub-algebra of
which leaves invariant
under the Lie brackets. Precisely,
In this review, we start to show a characterization of the normalizer of G, both, when the group is just connected and when G is connected and simply connected. We also mention the relationship between the group with its universal covering group through their corresponding normalizers.
Our first goal is to give basic properties of elements inside , i.e., the different classes of vector fields in the normalizer, the corresponding associated differential equations, and their solutions. Elements in the normalizer generate well known classes of control systems on Lie groups. As a second goal, we invite the readers to research this area through a challenge and a list of specific related open problems for a general class of control systems in .
Here, we follows [
11]. Assume that group
G is connected and simply connected. The normalizer is isomorphic to the semi-direct product of
with the Lie algebra of all
-derivations, i.e.,
There are three kinds of dynamics in the normalizer. At the first place, we consider as the set of left-invariant vector fields on
On the other hand, a vector field is called linear vector field if its flow is a 1-parameter group of the group of G-automorphisms. Associated to there exists a -derivation i.e., a linear transformation which respects the Leibniz rule. Thus, the linear vector field is associated to through the derivation
Finally, a general element in
reads
These general members of are called affine vector fields.
Our approach to studying the normalizer came from a generalization of the notion of Linear Control Systems on Euclidean spaces, from
[
27], to a connected Lie group
G, [
11]. Moreover, it is worth mentioning that the normalizer contains the dynamic of every control system with some algebraic structure-property. It includes the class of linear and bilinear control systems on Euclidean spaces, [
15,
27] respectively. The class of invariant [
16], and linear control systems on Lie groups [
11], see also [
22]. The first three of them deeply developed from the earlies 60. The linear ones on
G was introduced in 1999. Moreover, all these classes are models for real applications [
16,
17,
21,
23,
28].
Furthermore, the Jouan Equivalence Theorem [
19], shows that for any non-linear affine control system on a differential manifold, such that the Lie algebra generated by its vector fields is finite-dimensional, it is equivalent to a linear control system on a Lie group or a homogeneous space.
Equivalent systems share their main properties. Therefore, the knowledge of control systems inside the normalizer can be applied to any non-linear equivalent control system. And mainly analyzed just through numerical analysis or other techniques. Therefore, it is relevant to classify linear control systems on Lie groups for any relevant property of control systems, such as controllability, control sets, and optimality, [
4,
6,
7,
8].
We also mention that
is related with the notion of Almost Riemannian Structures, [
1,
2,
9].
In Section
we describe the tangent bundle to introduce the definition of normalizer. We start with the Euclidean Abelian group
. Then, we proceed with a general
n-dimensional connected Lie group.
Section 3 explains why we decided to introduce
Then, we show the normalizer’s algebraic characterization, which allows us to understand the dynamics inside of this algebraic structure, its vector fields, and the shape of their solutions.
Section 4 contains examples of the dynamics of elements in
on low-dimension nilpotent, solvable, and semi-simple Lie groups.
Section 5 recalls some classes of control systems with dynamics inside of
. We establish the Jouan Equivalence Theorem, and concludes with a challenge to start studying the affine control systems generated by general affine vector fields.
For facts on Lie theory and control systems, see [
3,
16,
18,
25,
26].
2. Preliminaires
Roughly speaking, a vector field on a domain
M is defined by the selection of a tangent vector at any state of
M. To define this notion we need to introduce the concept of tangent bundle
of the domain, [
13]. At first place, consider the Euclidian space
, and
. The tangent space of
at the state
x is defined by the
n-dimensional vector space
Where, , denotes the canonical vector. And, for any the vector initializing at the point denotes the canonical vector translated to the state
The tangent bundle of is given by . Since the translation of by x generate the full space , it follows that is isomorphic to the direct product .
A vector field X on is determined by the map through the selection
and
the vector space of all smooth applications from
to
, are isomorphics. Any
induce the vector field
where
, and reciprocally. Geometrically,
is determined by translation of the vector
at the point
In a more general set up, let
G be a
n-dimensional connected Lie group with Lie algebra
generated by the basis
as a vector space.
The group
G is a differential manifold, actually, an analytical manifold,[
26]. The tangent space of
G at the point
g, is given by
The tangent bundle which is the disjoint union of with is also well defined. Actually, is a special model for conservative mechanics, involving the parameters
The triaviallity of is essentialy a property of Lie groups. For instance, the tangent bundle of the sphere i.e., the homogeneous space of the rotational group , is not trivial, since any continuous vector field on the sphere has a singularity. This happens because the Euler characteristic of is two and non zero. Thus, can non be written as a global direct product. However, this property is always locally true.
The notion of Lie algebra depends on the existence of a vector space
with a Lie bracket bilinear map
which must satisfy the following properties. It is skew symmetric, i.e., for any
,
. And, also satisfy the Jacobi identity, i.e., for each triple
,
Recall that for a matrix group, the Lie brackets is nothing more than the usual conmutator, i.e.,
Finally, we introduce some special Lie algebras, [
25].
-
is said to be
Abelian, if
-
is called nilpotent, if
-
is say to be solvable, if
- is said to be semi-simple if the only solvable ideal is trivial
A vector space is an ideal if
Any Abelian Lie algebra is nilpotent and solvable. Each nilpotent Lie algebra is solvable. And, semi-simple Lie algebras goes in a complementary direction.
A Lie group is called Abelian, nilpotent, solvable or semi-simple, if its Lie algebra has the corresponding property, respectively.
For instance, a general Abelian Lie group has the form where is the m-dimensional torus. The 3-dimensional Heisenberg Lie group is nilpotent. The affine group of plane movements is a solvable non nilpotent Lie group. On the other hand, the orthogonal group and , the matrix group of order n and determinant are semi-simples.
3.
The normalizer
In this section we start to show the reason why we decided to introduce the definition of normalizer for any connected Lie group
The classical linear control systems on the Euclidean group
, reads
where
is the class of admissible piecewise constant control functions, with values in a closed set
Here,
A and
B are matrices of order
n and
respectively, [
27].
A is a linear vector field with flow . And, for any constant control the vector determines a left-invariant vector field. Just observe that , where are the column vectors of B, and .
According to this notion, in [
11], the authors introduce the following generalization, see also Markus [
22].
Definition 1. A linear control system is determined by the family of differential equations,
parametrized by , as before.
Here, is a linear vector field with flow inside of . And, for any the control vector is a left invariant vector field.
Therefore, it is clear that is a perfect extension of We introduce,
Definition 2.
Let G be a connected Lie group with Lie algebra . The normalizer of is given by
In the sequel, we show a characterization of , both, when the group G is connected and also when G is connected and simply connected. We also show the relationship between the group with its universal covering group through their corresponding normalizers.
In [
11] the authors prove that the algebraic structure of
, reads
Theorem 3. If G is just connected, then .
If G is also simply connected, then
Here, denotes the Lie algebra of the Lie group of G-automorphism; is the Lie algebra of all -derivation, and is the semi-direct product between algebras.
Through these isomorphisms any vector field in
is associated to an element
with
and
In particular, if
, we get
is a left-invariant vector field. Moreover, if
, we obtain a linear vector field
determined by the derivation
. It turns out that, [
20],
If
G is simply connected, the homomorphism
which send
into its differential map at the identity element
is an isomorphism. And, it is well known that the Lie algebra of
is
. Thus, it is possible to identify
with the Lie algebra of the group
[
26]. Precisely,
In this case,
induces the vector field
with flow,
Next, we follow [
12]. Let us denote by
the universal covering of
G. By the standard classification of Lie groups, we know that
G is isomorphic to a homogeneous space of
by a discrete central subgroup
of
. Therefore,
identifies with a subgroup of
, which leaves invariant
It turns out that,
is a subalgebra. Recall that,
Since
is discrete, any
is a connected component of
,
and
is a continuous map. Thus,
g is a fixed point of
So, any
determines a vector field
on
, which is projected to the homogeneous space
However, the converse is not always true.
We end this section giving a naive idea of the size of the normalizer.
Remark 4. Depending of the structure of the Lie group G, the algebra of the derivation can be small, when the Lie algebra is semisimple, or big, , for instance when is Abelian. Thus, the dimension of goes from n up to
3.1.
The vector fields in the normalizer
In this section, we show the shape of the dynamics inside the normalizer, i.e., the left-invariant, linear and affine vector fields. We start with the group
Any left invariant (or right-invariant) vector field
is just determined by a constant function
, as follows,
In fact, the vector fields determined by constant functions are invariant by the group For each , the Jacobian matrix corresponding to the translation and defined by is the identity matrix at any Geometricaly, , transform a basis from to a corresponding basis of In particular, determines the left-invariant vector field,
Any linear vector field is defined by a linear map . In other words, linear vector fields on are in correspondence with the vector space of all real matrix of order n.
Since the Lie algebra of
is the own
and
is an Abelian group, it turns out that any linear transformation
is a derivation. Therefore,
Thus, tipically an affine element of has the shape
When
G is a Lie group, each
determines a left-invariant vector field
as follows. For each
consider the automorphism
, defined by
and its derivative
. By definition, the value of the left-invariant vector field
on
reads
We denote the vector field
just by
and
by
In particular,
Furthermore,
is a Lie algebra isomorphic to
, [
26]. In fact, as a vector fields on the group
we have
It follows that Which gives to the tangent space at the identity element , a structure of Lie algebra isomorphic to
In the sequel we follow [
11]. A vector field
is called a
linear vector field if its flow
is a 1-parameter group of
the group of
G-automorphisms, [
11]. Precisely,
Associate to
there exists a
-derivation, i.e., a linear transformation
which respects the Leibniz rule, i.e.,
The relationship between
and
is given by the following identity, see [
26],
Where the exponential map
is the usual one, as we explain ahead.
Therefore, an affine element in
has the shape
3.2. The solutions of elements in the normalizer
In this section, we show the solutions of the ordinary differential equations associated to the different classes of vector fields in the normalizer.
The following analysis is globally valid in Euclidean spaces, and locally true on Lie groups.
Let
be a vector field in
determined by the function
as follows
. The differential equation induced by
, reads
on
From that we obtain a system of differential equation of first order
By the usual existence and uniqueness of solutions of ordinary differential equations, [
13], for any initial condition
there exists a maximal real interval
containing
, and an unique solution given by
with
For instance, for , the solution reads as Geometrically, the lines generated by the value of are parallels.
Any matrix
A in
defines in
a linear vector field determing the differential equation
. The solution with initial condition
reads
Which can be computed directly through the exponential map of matrices
given by the well-known series
Finally, the affine element
, determines the differential equation
The solution with initial condition
read as follows
On the other hand, for a connected Lie group
we show the solution of the differential equations associated to the any element in the normalizer. First, consider
As we saw, the value of the left-invariant vector field
on
is given by
Therefore, the solution with an arbitrary initial condition
, is computed through the solution starting at the identity element, [
18]. Precisely,
To be more clear, the map
is defined as the solution
of the differential equation induced by
Y on
G, with initial condition
e and evaluated at the time
i.e.,
Recall, a vector field
on
G is said to be
linear if its flow
is a 1-parameter subgroup of
. Associated to
there is a derivation
of
defined by the formula
The relation between
and
is given by the formula
From a very well known commutative diagram, [
26], we obtain,
The solution of a linear vector field
can be computed directly through the exponential map. Since, we consider just connected groups, any element
g of
G can be described as a product of exponentials. Precisely, there are real numbers
and
such that
Then, we apply the homomorphims property of
and the formula in
, for any element of the product.
When the derivation is inner, which means that there exits
such that
Or more general, when the Lie algebra of
G is semi-simple, then any derivation is inner. It follows that the solution comes from conjugation,
We end this section, by introducing an analytical formula appears in reference [
11], which gives the shape of the solution of any arbitrary affine vector field
in the normalizer
, of a connected arbitrary Lie group
Theorem 5.
The analytical solution associated to reads
Here, for any natural number
is an homogeneous polynomial of degree defined by the recurrence formula
The coefficients are rational numbers. Furthermore, the vector field X is complete, which means the associated interval for any is
Remark 6.
We describe the first polynomials in Theorem 5.
3.3.
The matrix group case
In this chapter, we analyze the case when G is a matrix Lie group. Let us consider first the set of all invertible real matrices of order Since is an open set, it turns out that the tangent space , is the vector space of all real matrices of order n.
In fact, for any , the curve for any real time satisfy: and, P.
Moreover, take
and
. The differential curve
satisfy
and
Therefore, for any
, the tangent space of
at the point
is given by
Thus, any left-invariant vector field on
is determined by a matrix in
Precisely, any matrix
induces the matricial differential equation
According with our previous analysis, the solution with initial condition matricial
, is given by
So, this solution is obtained by the left-translation of
by the solution of
through the identity element. On the other hand, the flow
of a
linear vector field is a 1-parameter group of
which is a subgroup of
. Furthermore,
is computed through the following identities,
Remark 7. The same analysis can be done for any matricial Lie subgroup G contained in In this situation, the Lie algebra will be a Lie subalgebra of And, everything works out as before.
If the Lie algebra is semi-simple, any derivation is inner. It turns out that there exists a matrix , such that
Therefore,
is easily computed by matrix multiplication,
Finally, we mention that for the Torus
,
is a discrete group of determinant 1.
Any linear vector field on the Torus is trivial, i.e., . In fact, the 1-parameter group of automorphisms is discrete. Because of that, when a linear vector field is involved we never consider
We end this section by considering two classes of semi-simply Lie groups, where coincided with
Example 8.
The compact case. The Lie algebra of the rotational group of
is defined by
Here, denotes the transpost of
Example 9.
The non compact case. The Lie algebra of the group
is given by
In fact, it is well know that the derivative of the determinant function at the identity element is the trace.
Thus, in both examples the corresponding normalizer is given by
4.
Examples on low dimensional Lie groups
In this section we give examples of the dynamic inside of the normalizer of Lie groups of dimension 2 and We establish the group, its Lie algebra, the Lie algebra of derivations, the invariant and linear vector fields, the corresponding differential equations and its solutions. Finally, through Theorem we compute the solution of a ordinary differential equation on the 3-dimensional Heisenberg Lie group.
Example 10.
Here, we follow [4]. Consider the 2-dimensional connected and simply connected solvable Lie group , where . Under this semi-direct structure, the product in the simply connected Lie group G reads
The Lie algebra of G is given by the semi-direct product , where is the identity. It follows that the bracket in reads as
The exponential map is explicitily given by,
The structures and are in bijection with the direct product between and , as follows
respectively. Here, .
In particular, the algebra of derivations has dimension .
For the parameters , the left-invariant vector field reads
On the other hand, any linear vector field on G is determined by
And, the corresponding 1-parameter group of automorphisms of is given by
It is worth saying that on a homogeneous space of
G we obtain a concrete model to analyze a time optimal problem in a 2-dimensional cylinder, [
4].
Example 11.
We follow [7]. On let us consider the canonical basis .
The semi-direct product induced by the matrix , give rises through the general rule
a structure of a solvable non nilpotent 3-dimensional Lie algebra. In fact, a short computation shows that
The associated connected and simply connected Lie group has the shape,
Let an arbitrary element of the Lie algebra . It turns out that, the left-invariant vector fields induced by Y is given by the formula
where .
On the other hand, any linear vector field on G, reads as
where, is defined by the formula and
Example 12. Here, we follow [11]. Through Theorem we compute the solution of a vector field on the 3-dimensional nilpotent Heisenberg Lie group
Let us consider the Lie algebra
with the rules: all the Lie brackets vaniches except . In particular, is nilpotent.The corresponding connected lie group is , with the product
The Lie algebra of derivation reads
In this case, the dimension of is 6 and is We select a left-invariant vector field and a linear vector field with derivation such that except
To compute the solution we denote
It turns out that the 1-parameter group of automorphism is given by
Consider an affine vector field in the normalizer
In coordinates, the differential equation induced by X reads as
Just observe that is nilpotent since Therefore, the homogeneous polynomial in the series of Theorem are nulls for any .
The non-null homogeneous polynomial are given by
Therefore,
and
Finally, by applying the exponential rules, the solution of the affine vector field
X with initial conition
is obtained as follows
5.
Control systems on groups. A challenge
In this chapter we show that very well known control system on Lie groups, are strictly related to . Moreover, we explain how to extend the theory on Lie groups to more general set up. After that, we propose a challenges to research.
According with the algebraic classification of the normalizer , the following classes of systems are generated by elements in the normalizer.
-
1.
A linear control systems on a Euclidean space, [
27], is determined by
- 2.
A bilinear control system on a Euclidean space [
15], is defined by
-
3.
An invariant control systems on a Lie group
[
16], is induced by
-
4.
A linear control systems on a Lie group
G, [
11], is defined by
The following references show that these classes of control systems have been used as a model for many relevant concrete applications, in aerospace, ingeneering, chemistry, biology, medicine, etc. See, [
3,
14,
15,
16,
17,
21,
23,
24,
28].
To extend the control system theory from groups to control systems on arbitrary finite dimensional manifolds, we establish the Jouan Equivalence Theorem.
Let
M be a smooth finite dimensional differential manifold, and consider an affine control system
of the form
where
are smooth vector fields on
M, and
as before.
Theorem 13. An affine control system on a manifold M is equivalent by diffeomorphism to a linear control system on a Lie group or a homogeneous space, if and only the vector fields are complete, and
Therefore, through Theorem 13, it is possible to extend the control theory in , to a more general control systems set up.
Challenge
Let us consider a general affine control system
on the normalizer
, as follows
with
the piecewise admissible control functions with values in a closed subset
in
Here,
belongs to
According to our knowledge, there exists just one published article for the general class
[
10]. In the mentioned paper, the authors work on a very particular case of affine and bilinear control systems on a Lie group. However, it is just the beginning. And, we are far from understanding the complexity of
.
As usual, the fundamental problems are:
To characterize the controllability property, i.e., the possibility to connect any two arbitrary elements in the group by a finite concatenation of solutions of the system in a positive time.
To study the existence, uniqueness, and topological properties of the so-called control sets, which are special subsets of the group where controllability holds in its interior.
To establish the Pontryagin Maximum Principle and its Hamiltonian equations for time and quadratic optimal problems for
For the class of linear control systems on Lie groups, the reference section shows some relevant results of all three problems. So, it is already a starting point.
Acknowledgments
We would like to thanks Universidad Nacional de San Agustín de Arequipa, UNSA, Arequipa, Perú. This article was supported by the Research Project under the Contract IBA-IB-04-2020-UNSA.
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