Commentary Special Issues

Augmented therapeutic tutoring in diligent image-assisted robotic interventions

  • This paper concerns the aptitudes of medical staff to explore new therapies and training exercises for image-assisted robotic diligent interventions. This exploration can be carried out using physical, digital, or both copies of patients. Such physical and digital phantoms should approximate real living tissues through realistic biological properties. Such a realistic assessment could be achieved through strategies to reduce physical and numerical uncertainties. The concept of physical-virtual matched pairs is used in image-assisted robotic interventions to enable such reduction. The present commentary aimed to analyze and illustrate possibilities for increasing the capabilities of medical personnel to explore new therapies and training exercises for image-assisted robotic diligent interventions. In this context, the manuscript focused on the use of the physical-virtual digital twin (DT) concept to monitor image-assisted robotic interventions, thereby reducing the complexity and uncertainties involved in such a procedure. Extensions involve robotic operations assisted by human-in-the-loop DT, artificial intelligence (AI), and augmented reality (AR). The various topics covered in this commentary are supported by a review of the literature.

    Citation: Adel Razek. Augmented therapeutic tutoring in diligent image-assisted robotic interventions[J]. AIMS Medical Science, 2024, 11(2): 210-219. doi: 10.3934/medsci.2024016

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  • This paper concerns the aptitudes of medical staff to explore new therapies and training exercises for image-assisted robotic diligent interventions. This exploration can be carried out using physical, digital, or both copies of patients. Such physical and digital phantoms should approximate real living tissues through realistic biological properties. Such a realistic assessment could be achieved through strategies to reduce physical and numerical uncertainties. The concept of physical-virtual matched pairs is used in image-assisted robotic interventions to enable such reduction. The present commentary aimed to analyze and illustrate possibilities for increasing the capabilities of medical personnel to explore new therapies and training exercises for image-assisted robotic diligent interventions. In this context, the manuscript focused on the use of the physical-virtual digital twin (DT) concept to monitor image-assisted robotic interventions, thereby reducing the complexity and uncertainties involved in such a procedure. Extensions involve robotic operations assisted by human-in-the-loop DT, artificial intelligence (AI), and augmented reality (AR). The various topics covered in this commentary are supported by a review of the literature.


    This study will address time-optimal solutions of affine systems defined by the pairs (G,K) where G is a semi-simple Lie group and K is a compact subgroup of G with a finite centre. Such pairs of Lie groups are reductive in the sense that the Lie algebra g of G admits a decomposition g=p+k with p the orthogonal complement of the Lie algebra k of K relative to the Killing form in g that satisfies Lie algebra condition [p,k]p. We will then consider time-optimal solutions of affine control systems of the form

    dgdt=X0(g(t))+mi=1ui(t)Xi(g(t))) (1.1)

    where Xo,,Xem are all left-invariant vector fields on G under the assumption that the drift element X0 belongs to p at the group identity and that the controlling vector fields Xi,i=1,,m belong to k at the group identity. We will write such systems as

    dgdt=g(t)(A+mi=1ui(t)Bi), (1.2)

    where A=X0(e) and Bi=Xi(e), i=1,,m.

    We will be particularly interested in the pairs (G,K) in which K is the set of fixed points by an involutive automorphism σ on G. Recall that σI is an involutive automorphism on G that satisfies σ2=I where I is the identity map in G. Then, the tangent map σ at e of σ is a Lie algebra isomorphism that satisfies σ2=I, where now I is the identity map on the Lie algebra g. Therefore (σ+I)(σI)=0, and g=ker(σ+I)ker(σI), i.e.,

    g={Xg:σX=X}{Xg:σX=X}. (1.3)

    It follows that k={Xg:σ(X)=X} is the Lie algebra of K and that p={Xg:σ(X)=X} is a vector space in g that coincides with the orthogonal complement of k and satisfies [p,p]k. In the literature of symmetric Riemannian spaces the decomposition g=kp subject to

    [k,k]k,[p,k]p,[p,p]k (1.4)

    is called a Cartan decomposition ([5], [6]). A symmetric pair is said to be of compact type if the Killing form is negative definite on p. Compact type implies that G is a compact Lie group (prototypical example G=SU(n),K=SO(n,R)). The pair (G,K) is said to be of non-compact type if the Killing form is positive definite on p (prototypical example G=SL(n,R),K=SO(n,R)) ([5]). We will assume that the pair (G,K) is one of these two types. In either case Kl(X,Y) will denote the Killing form on g. Recall that Kl is non-degenerate on g.

    This background information shows that in each affine system (1.1) there is a natural energy function

    E=12T0U(t),U(t)dt,U(t)=mi=1ui(t)Bi

    where the scalar product , is the negative of the Killing form.This energy function induces a natural variational problem, called affine-quadratic problem, defined as follows: given two boundary conditions in G and a time interval [0,T], find a solution g(t) of (1.1) that satisfies g(0)=g0, g(T)=g1 whose energy of transfer T0U(t),U(t)dt is minimal. Remarkably, every affine system (1.1) is controllable on G whenever A is regular and the Lie algebra kv generated by B1,,Bm is equal to k and the corresponding extremal Hamiltonian system obtained by the maximum Principle is completely integrable ([7]).

    In contrast to the above energy problem, time-optimal problems are more elusive due to the fact that the reachable sets need not be closed because the control functions are not bounded (it may happen that certain points in G that can be reached in an arbitrarily short time, but are not reachable in zero time, as will be shown later). More generally, it is known that any point of the group Kv generated by the exponentials in the Lie algebra kv generated by B1,,Bm belongs to the topological closure of the set of reachable points A(e,T) in any positive time T, and yet it is not known (although it is generally believed) that each point in Kv can be reached in an arbitrarily short time from the group identity e. This lack of information about the boundary of the reachable sets in the presence of a drift vector still remains an impediment in the literature dealing with time optimality ([1,8,9,10]).

    In this paper we will adopt the definition of R. W. Brockett et al. ([1], [2]) according to which the optimal time T that g1 can be approximately reached from g0 is defined as T=inf{t:g1ˉA(g0,t)}, where ˉA(g0,t) denotes the topological closure of the set of points reachable from g0 in t or less units of time by the trajectories of (1.2). Then T(g) will denote the minimal time that g is approximately reachable from the group identity e.

    It is evident that Brockett's definition of time optimality is invariant under any enlargement of the system that keeps the closure of the reachable set A(e,t) the same. In particular, the optimal time is unchanged if the original system is replaced by

    dgdt=g(t)(A+U(t)), (1.5)

    where now U(t) is an arbitrary curve in kv. Let now Kv denote the Lie subgroup generated by the exponentials in kv. We shall assume that Kv is a closed subgroup of K, which then implies that Kv is compact, since K is compact. Recall that every point in Kv belongs to the closure of A(e,t) for any t>0. Therefore T(h)=0 for any hKv.

    Each affine system (1.5) defines a distinctive horizontal system

    dgdt=g(t)Adh(t)A,h(t)Kv. (1.6)

    These two systems are related as follows: every solution g(t) of (1.5) generated by a control U(t)kv defines a solution ˆg(t)=g(t)h1(t) of the horizontal system whenever dhdt=h(t)U(t). Conversely, every solution ˆg(t) of the horizontal system gives rise to a solution g(t)=ˆg(t)h(t) of the affine system for h(t) a solution of dhdt=h(t)U(t). It follows that T(ˆg)=T(gh1)=T(g), and that ˉAh(e,t)ˉA(e,t), where Ah(e,t) denotes the reachable set of the horizontal system.

    The above horizontal system can be extended to the convexified system without altering the closure of the reachable sets A(g0,t). The convexified system is given by

    dgdt=g(t)ki=1λi(t)Adhi(t)(A),λi(t)0,ki=1λi(t)=1. (1.7)

    We will think of this system as a control system with h1(t),hk(t) in Kv and λ1(t),λk(t) as the control functions, and we will use Aconv(e,t) to denote the points in G reachable from e in t or less units of time by the solutions of (1.7).

    The following proposition summarizes the relations between (1.5), (1.6) and (1.7).

    Proposition 1. Aconv(e,T) is a compact set equal to ˉAh(e,T) for each T>0. Therefore, Aconv(e,t)=ˉAh(e,t)ˉA(e,t).

    This proposition is a paraphrase of the well known results in geometric control theory: Theorem 11 in [11], p. 88 implies that

    Aconv(e,t)=ˉAh(e,t)ˉA(e,t)

    and Theorem 11 in [11] on p.119 states that Aconv(e,t) is compact.

    Equation (1.7) may be regarded as the compactification of (1.6). The following proposition captures its essential properties.

    Proposition 2. The optimum time T(g) is equal to the minimum time required for a trajectory of the convexified system to reach the coset gKv from the group identity.

    Proof. If gˉA(e,T) then there is a sequence of trajectories gn(t) of (1.5) and a sequence of times {tn} such that limgn(tn)=g. There is no loss in generality in assuming that {tn} converges to a time t,tT. Let ˜gn(t)=gn(t)hn(t),hn(t)Kv denote the corresponding sequence of trajectories in (1.6). Since Kv is compact there is no loss in generality in assuming that hn(tn) converges to an element h in Kv. Then lim˜gn(tn)=gh and gh belongs to ˉAh(e,t). But then gh is reachable by the convexified system (1.7) since Aconv(e,T)=ˉAh(e,T).

    Conversely if ghAconv(e,T), then the same argument followed in reverse order shows that gˉA(e,T). Therefore, T(g)=Tconv, where Tconv is the first time that a point of gKv is reachable from e by a trajectory of the convexified system (1.7).

    The paper is organized as follows. We begin with the algebraic preliminaries needed to show that the convex hull of {Adh(A),hK} contains an open neighbourhood of the origin in p whenever A is regular and Kv=K (an element X in p is regular if the set {Pp:[P,X]=0} is an abelian subalgebra in g contained in p). This result implies two important properties of the system. First, it shows that the stationary curve g(t)=g(0) is a solution of the convexified system, which it turn implies that any coset gK can be reached in an arbitrarily short time by a trajectory of the convexified system. Second, it shows that the positive convex cone spanned by {Adh(A),hK} is equal to p. Therefore, the convexified system is controllable whenever [p,p]=k. These facts then imply that any two points in G can be connected by a time-optimal trajectory of the convexified system, and they also imply that any point g0 in G can be connected to any coset g1K by a time optimal trajectory of the convexified system. We then follow these findings with the extremal equations obtained by the maximum principle. We show that the time- optimal solutions on G are either stationary, or are of the form

    g(t)=g(0)et(P+Q)etQ, (1.8)

    for some elements Pp and Qk.

    The non-stationary solutions on G/K are of the form

    π(g(0)etP),Pp, (1.9)

    where π denotes the natural projection π(g)=gK. Since π(g(0)etP),Pp,||P||=1, coincide with the geodesics on G/K emanating from π(g(0)) (relative to its natural G-invariant metric) it follows that t is the length of the geodesic that connects π(g(0)) to π(g(0)etP). Evidently minimal time corresponds to the length of the shortest geodesic that connects these points.

    Remark 1. The papers of Brockett et al ([1] and [2]) claim that the time optimal solutions in (1.1) can be obtained solely from the horizontal system (1.6), but that cannot be true for the following reasons: every trajectory g(t) of the horizontal system dgdt=g(t)Adh(t)(A) is generated by a control U(t)=Adh(t)(A) that satisfies ||U(t)||2=||Adh(t)(A)||2=||A||2. Hence U(t) cannot be equal to zero, and g(t) cannot be stationary.

    In the second part of the paper we apply our results to quantum systems known as Icing n-chains (introduced in [2]). We will show that the two-spin chains conform to the above theory and that their time-optimal solutions are given by equations (1.8). The three-spin systems, however, do not fit the above formalism due to the fact that the Lie algebra generated by the controlling vector fields does not meet Cartan's conditions (1.4). We provide specific details suggesting why the solutions fall outside the above theory. We end the paper by showing that the symmetric three-spin chain studied by ([3], [4]) is solvable in terms of elliptic functions. The solution of the symmetric three-spin system is both new and instructive, in the sense that it foreshadows the challenges in the more general cases.

    We will continue with the symmetric pairs (G,K), with G semisimple and K a compact subgroup of G subject to Cartan's conditions (1.4). We recall that the Killing form is positive on p in the non-compact cases, and is negative on p in the compact cases. In either case g admits a fundamental decomposition

    g=g1g2gm,gi=pi[pi,pi],p=p1pm (2.1)

    where each gi is a simple ideal in g and [gi,gj]=0,ij ([11], p.123). It then follows that p[p,p]=g, a fact that is important for controllability, as we shall see later on. As before, , will denote a suitable scalar multiple of the Killing form.

    We recall that an element X in p is regular if the set h={Pp:[P,X]=0} is an abelian subalgebra in g contained in p. It follows that h is a maximal abelian algebra that contains X. It is easy to verify that the projection of a regular element on each factor pi is non-zero. The following proposition summarizes the essential relations between regular elements and maximal abelian sub-algebras in p.

    Proposition 3. i. Every maximal abelian algebra in p contains a regular element.

    ii.. Any two maximal abelian algebras h and h in p are K conjugate, i.e., Adk(h)=h for some kK.

    iii. p is the union of maximal abelian algebras in p.

    The above results, as well as the related theory of Weyl groups and Weyl chambers are well known in the theory of symmetric Riemannian spaces ([5], [6]), but their presentation is often directed to a narrow group of specialists and, as such, is not readily accessible to a wider mathematical community. For that reason, we will present all these theoretical ingredients in a self contained manner, and in the process we will show their relevance for the time-optimal problems defined above.

    If h is a maximal abelian algebra in p then F={adX:Xh} is a collection of commuting linear transformations in g because [adX,adY]=ad[X,Y]=0 for any X and Y in h. In the non-compact case, g is a Euclidean space relative to the scalar product X,Yσ=Kl(σX,Y) induced by the automorphism σ. Relative to this scalar product each adH,Hp is a symmetric linear transformation in gl(g). Then, it is well known that F can be simultaneously diagonalized over g. That is, there exist mutually orthogonal vector spaces g0, gα, with α in some finite set Δ such that:

    1. g0=Hhker(adH).

    2. g=g0αΔgα,

    3. adH=α(H)I on gα for each Hh, and α(H)0 for some Hh.

    Additionally,

    α(H)σgα=σ(adH(gα))=(adσH)(σgα)=ad(H)(σgα),

    which implies that Δ is symmetric, that is αΔ for each αΔ. It is not hard to show that each αΔ is a linear function on h, i.e., Δ is a subset of h. In the literature on symmetric spaces gα are called root spaces, and elements αΔ are called roots ([5]).

    In the compact case, the Killing form is negative on g. Therefore g is a Euclidean vector space relative to the scalar product ,=Kl. Since Kl(X,[Y,Z])=Kl([X,Y],Z), ad(H)X,Y=X,ad(H)Y. Hence each ad(H) is a skew-symmetric linear operator on g. It follows that F={adH:Hh} is a family of commuting skew-symmetric operators on g for each maximal abelian algebra h; as such, F can be simultaneously diagonalized, but this time over the complexified algebra gc.

    The complexified Lie algebra gc consists of elements Z=X+iY,X,Yg with the obvious Lie algebra structure inherited from g. Then gc=pckc with pc=p+ip and kc=k+ik. It is evident that pc and kc satisfy Cartan's conditions

    [pc,pc]kc,[pc,kc]pc,[kc,kc]kc

    whenever p and k satisfy conditions (1.4).

    In order to make advantage of the corresponding eigenspace decomposition we will regard gc as a Hermitian vector space with the Hermitian product

    X+iY,Z+iW=X,Z+Y,W+i(Y,ZX,W). (2.2)

    We recall that Hermitian means that , is bilinear and satisfies

    u,u0,v,u=¯u,v, (2.3)

    for any u and v in gc. One can easily show that for each Hh

    adH(X+iY),Z+iW)=X+iY,adH(Z+iW),

    therefore each adH is a skew-Hermitian transformation on gc.

    It follows that F={adH,Hh} becomes a family of commuting skew-Hermitian operators on gc, and consequently can be simultaneously diagonalized. If λ is an eigenvalue of a skew-symmetric transformation T, then λ is imaginary, because Tx=λx means that

    λ||x||2=Tx,x=x,Tx=ˉλ||x||2.

    Hence λ=ˉλ. We will write λ=iα. So, if Xα is the eigenvector corresponding to iα0 then ad(H)(Xα)=iα(H)Xα, Hh. It follows that αh because

    iα(λH1+μH2)Xα=λad(H1)(Xα)+μad(H2)(Xα)=i(λα(H1)+μα(H2))Xα,

    hence α(λH1+μH2)=λα(H1)+μα(H2). Then gcα will denote the eigenspace corresponding to iα for each non-zero eigenvalue iα, that is,

    gcα={Xgc:ad(H)X=iα(H)X,Hh},α(H)0, for some Hh.

    Since

    ad(H)¯X=¯ad(H)X=iα(H)¯X,Hh,

    iα is a non-zero eigenvalue for each eigenvalue α. We will let iΔ denote the set of non-zero eigenvalues of {ad(H),Hh}. As in non-compact case, Δ is a symmetric and a finite set in h. It then follows that the eigenspaces gcα corresponding to different eigenvalues are orthogonal with respect to , and gc=gc0+αΔgcα, where gc0 is given by Hhker(adH) and where the sum is direct.

    Every Zgc can be written as Z=Z0+αΔZα in which case

    adH(Z)=αΔiα(H)Zα,Zαgcα. (2.4)

    Then Zg if and only if Zα+ˉZα=0 and ˉZ0=Z0. If H is such that α(H)0 for all α, then adH(Z)=0 if and only if Zα=0 for all α.

    Suppose now that Zggc0 that is, suppose that adH(Z)=0 for all Hh. Then, Z=X+Y for some Xp, and Yk. Our assumption that adH(X+Y)=0 yields [H,X]=0 and [H,Y]=0. Hence Xh and Yk belongs to the Lie algebra m in k consisting of all elements Y such that [H,Y]=0 for all Hh.

    Proposition 4. For each αΔ there exist non-zero elements Xαp and Yαk such that

    adH(Xα)=α(H)Yα,adH(Yα)=α(H)Xα,compact case,  (2.5)

    and

    adH(Xα)=α(H)Yα,adH(Yα)=α(H)Xα,non-compact case. (2.6)

    In either case [Xα,Yα]h.

    Proof. Let us begin with the compact case with Zα in gcα a non-zero element such that adH(Zα)=iα(H)Zα for some element Hh such that α(H)0. If Zα=Uα+iVα with Uαg and Vαg, then

    adH(Uα)=α(H)Vα,adH(Vα)=α(H)Uα.

    These relations imply that neither Uα=0 nor Vα=0. Let now

    Uα=Upα+Ukα,Vα=Vpα+Vkα,

    with Upα,Vpα in p and Ukα,Vkα in k. It follows that

    adH(Upα+Ukα)=α(H)(Vpα+Vkα),adH(Vpα+Vkα)=α(H)(Upα+Ukα).

    Cartan relations (1.4) imply

    adH(Upα)=α(H)Vkα,adH(Vkα)=α(H)Upα,adH(Ukα)=α(H)Vpα,adH(Vpα)=α(H)Ukα

    which, in turn, imply that both Upα and Vkα are non-zero, and also imply that Ukα and Vpα are non-zero. Then Xα=Upα and Yα=Vkα satisfy

    adH(Xα)=α(H)Yα,adH(Yα)=α(H)Xα.

    In the non-compact case, Zα=Xα+Yα, Xαp and Yαk. Then adH(Zα)=α(H)Zα, together with the Cartan conditions yield

    adH(Xα)=α(H)Yα,adH(Yα)=α(H)Xα. (2.7)

    In either case,

    adH([Xα,Yα])=[Yα,adH(Xα)]+[Xα,adH(Yα)]=±α(H)[Yα,Yα]+α(H)[Xα,Xα]=0.

    Hence [Xα,Yα]h.

    There are many properties that both the compact and the non-compact spaces symmetric spaces share. In particular in both cases each root α defines a hyperplane {Xh:α(X)=0}. The set αΔ{Xh:α(X)=0} is closed and nowhere dense in h. Therefore its complement R(h), given by R(h)=αΔ{Xh:α(X)0}, is open and dense in h. It is a union of finitely many connected components called Weyl chambers. Each Weyl chamber is defined as an equivalence class under the equivalence relation in R(h) defined by XY if and only if α(X)α(Y)>0 for all roots αΔ. It is evident that each Weyl chamber is an open and convex subset in h.

    Proposition 5. An element Xp is regular in a maximal abelian algebra h in p if and only if XR(h). That is, X is regular if and only if α(X)0 for every root αΔ.

    Proof. The proof is almost identical in both the compact and the non-compact case. Suppose that X is regular in h and suppose that α(X)=0 for some αΔ. Let Xαp and Yαk be as in Proposition 4, that is

    adH(Xα)=α(H)Yα,adH(Yα)=α(H)Xα,Hh,

    in the compact case, and

    adH(Xα)=α(H)Yα,adH(Yα)=α(H)Xα,Hh,

    in the non-compact case. If α(X)=0, then adX(Xα)=0 and therefore Xαh. Hence 0=adH(Xα)=±α(H)Yα which yields Yα=0 since α0, which contradicts our assumption that neither Xα nor Yα are non-zero.

    Conversely, assume that X is an element in h such that α(X)0 for any αΔ. Let Yp be such that [X,Y]=0. Then 0=adX(Y)=αΔα(X)Yα, where Y=Y0+Yα. This relation implies that Yα=0 for any α0. Hence Y=Y0, Y0g0h. This shows that Yh, therefore X is regular.

    Corollary 1. The set of regular elements in p is open and dense in p.

    The following proposition is of central importance.

    Proposition 6. Let X and X be regular elements in the maximal abelian algebras h and h in p. Consider now functions F(h)=Kl(X,Adh(X)),hK, in the non-compact case and F(h)=Kl(X,Adh(X) in the compact case. If kK yields a critical point for the function F(h), then Adk(X)h and Adk(h)=h. When k yields the maximum for F then Adk(X)C(X), and Adk(C(X))=C(X), where C(X) and C(X) denote the Weyl chambers that contain X and X.

    Proof. Let X,Y=±Kl(X,Y). If Uk then

    F(ketU)=X,Adk(X)+tadU(X)+t22ad2U(X)+.

    When k is a critical point of F, then ddtF(ketU)|t=0=0, and when k is a maximal point then in addition d2dt2F(ketU)|t=00. In the first case,

    0=dF(k)(U)=X,Adk[U,X]=[X,Adk(X)],AdkU=0,

    for any Uk. It follows that [X,Adk(X)]=0 because U is arbitrary and Adk is an isomorphism on k. Hence Adk(X) belongs to the Cartan algebra that contains X, which is equal to h since X is regular in h. If Yh then [Adk(Y),Adk(X)]=Adk([X,Y])=0, therefore Adk(Y)h. Hence, Adk(h)=h.

    Assume now that F(k) is a maximal point for F. It follows that

    d2dt2F(ketU)|t=0=X,Adk(ad2U(X)0.

    If we let Adk(X)=X and Adk(U)=U then the above can be written as

    adXadX(U),U0,UK.

    If T=adXadX then T is negative semi-definite on k.

    In the compact case T is a composition of two commuting skew-symmetric operators, hence is symmetric (relative to , which is positive on k). In the non-compact case, T is a composition of two commuting symmetric operators, hence is symmetric again, but this time relative to a negative definite metric- since the Killing form is negative on k. Hence T is negative semi-definite on k in the compact case, and positive semi-definite in the non-compact case. Therefore, the non-zero eigenvalues of T are positive in the non-compact case and negative in the compact case.

    We will show now that α(X)α(X)>0 for each αΔ(h). In the compact case there are elements Xαp and Yαk such that

    ad(H)(Xα)=α(H)Yα,adH(Yα)=α(H)Xα,Hh,

    for each αΔ(h). Then,

    adX(Xα)=α(X)Yα,adX(Yα)=α(X)Xα,adX(Xα)=α(X)Yα,adX(Yα)=α(X)Xα.

    Since X and X are regular α(X) and α(X) are non-zero. We then have

    T(Yα)=adXadX(Yα)=adXα(X)Xα=α(X)α(X)Yα.

    It follows that Yα is an eigenvector for T with α(X)α(X) the corresponding eigenvalue. Since the non-zero eigenvalues of T are negative we get α(X)α(X)>0.

    In the non-compact case

    ad(H)(Xα)=α(H)Yα,adH(Yα)=α(H)Xα,Hh,

    for each αΔ(h), therefore

    T(Yα)=adXadX(Yα)=adXα(X)Xα=α(X)α(X)Yα.

    Thus α(X)α(X are the eigenvalues of T. Since T is positive semi-definite α(X)α(X>0 (neither α(X) nor α(X) can be zero because X and X are regular.) Therefore XC(X) in both cases.

    We now return to Proposition 3 with the proofs.

    Proof. The first statement is obvious in view of Proposition 5, If h is any Cartan algebra then take any Xh such that α(X)0 for any αΔ.

    Second statement follows from Proposition 6. To prove the last statement let P be an arbitrary element in p and let X0 be a regular element in h. There is an element kK that attains the maximum for the function F(k)=P,AdkX0. Then dF(k)=0 yields [P,AdkX0]=0. Therefore PAdk(h). This shows that every element Pp is contained in some maximal abelian algebra in p.

    We are now ready to introduce another important theoretic ingredient, the Weyl group. If h be any maximal abelian subalgebra in p let

    N(h)={hK:Adh(h)h},C(h)={hK:Adh(X)=X,Xh}.

    These groups are respectively called the normalizer of h and the centralizer of h. Each group is a closed subgroup of K, and consequently, each group a Lie subgroup of K. Moreover, C(h) is normal in N(h). Any element U in the Lie algebra n(h) of N(h) satisfies adU(X)h for any Xh. But then [U,X],h=U,[X,h]=0. Hence [U,X]=0. Therefore, U belongs to the Lie algebra of the centralizer C(h). It follows that N(h) and C(h) have the same Lie algebra, which then implies that N(h) is an open cover of C(h), that is, the quotient group N(h)/C(h) is finite. This quotient group is called the Weyl group.

    We will follow S. Helgason and represent the elements of the Weyl group by the mappings Adk|h with kN(h) ([6]) in which case {Adk|h:kN(h)} is denoted by W(G,K). An interested reader can easily show that if Wh(G,K) is the Weyl group associated with a Cartan algebra h and Wh(G,K) is the Weyl group associated with another Cartan algebra h then

    kWh(G,K)k1=Wh(G,K),Adk(h)=h.

    In that sense the Weyl group is determined by the pair (G,K) rather than a particular choice of a Cartan algebra.

    Proposition 7. If Adk(C(h))=C(h) for some kK, and some Weyl chamber C(h) in h, then Adk|h=Id.

    The following lemma is useful for the proof of the proposition.

    Lemma 1. Let H be a regular element in a maximal abelian algebra h in p. Then

    {Zg:[Z,H]=0}=h+{Qk:[Q,H]=0}=h+{Uk:[U,h]=0}.

    Proof. If Z=P+Q,Pp,Qk, then [Z,H]=0 if and only if [P,H]=0 and [Q,H]=0. Therefore, Ph because H is regular. It follows that {Zg:[Z,H]=0}=h+{Qk:[Q,H]=0]}.

    Now let V be an arbitrary point in h. Then for any Qk such that [Q,H]=0, [[Q,V],H]=[[H,Q],V][[V,H],Q]=0. Therefore [Q,V]h since [Q,V]p and H is regular. But then[Q,V],h=Q,[V,h]=0 and hence [Q,V]=0.

    We now return to the proof of Proposition 7.

    Proof. Since C(h) is open in h and the set of regular elements is dense, there is a regular element X in C(h). Then Adk(X)=X belongs to C(h). If Zh then [X,AdkZ]=[AdkX,AdkZ]=Adk[X,Z]=0 and therefore AdkZh. This shows that kN(h) that is, Adk|hW(G,K). Since W(G,K) is finite, the orbit {Adnk(X),k=0,1,} is finite, and therefore there is a positive integer N such that AdNk(X)=X. If N is the smallest such integer then let H=1N1(X+AdkX++AdN1kX). It follows that Adk(H)=H. Since Adk(C(h))=C(h), AdnkXC(h), and since C(h) is convex, HC(h).

    The above implies that k belongs to the centralizer of H. The Lie algebra of the centralizer in K is given by {Uk:[U,H]=0}. But this Lie algebra coincides with {Uk:[U,V]=0,Vh} as shown in the Lemma above. Since Adk(H)=H, ketHk1=etH. Therefore k belongs to the centralizer of the one parameter group {etH,tR}. Let T be the closure of {etH,tR}. Then, T is a connected abelian subgroup in G, i.e., T is a torus. Its centralizer in G is the maximal torus that contains T. Every maximal torus is connected, and consequently is generated by the exponentials in its Lie algebra. The Lie algebra of this centralizer is given by L={Zg:[Z,H]=0}, which is equal to h+{Uk:[U,h]=0} by the lemma above.

    We now have AdetUX=X for each UL and each Xh. Since k=mi=1eUi for some choice of U1,,Um in L, Adk|h=Id, and therefore X=X.

    Propositions 6 and 7 can be summarized as follows:

    Proposition 8. Let C(h) be a Weyl chamber in h. Then {Adk(C(h)):kW(G,K)} acts simply and transitively on the set of Weyl chambers in h. Here acting simply means that if some kW(G,K) takes a Weyl chamber C(h) onto itself, then k=e.

    Corollary 2. If X0 is any regular element in p and if C(h) is a Weyl chamber associated with any maximal abelian subalgebra in p then there is a unique kK such that Adk(X0)C(h).

    The Weyl group could be also defined in terms of the orthogonal reflections in h around the hyperplane {Xp:α(X)=0},αΔ. The reader can readily verify that this reflection is given by sα(H)=H2α(H)α(A)A where Ah is the unit vector such that α(H)=A,H,Hh. The following proposition is basic.

    Proposition 9. There exists kN(h) such that Adk|h=sα.

    Proof. Let Xα and Yα be non-zero vectors in g as in Proposition 4 such that

    adH(Xα)=α(H)Yα,adH(Yα)=α(H)(Xα)

    in the compact case, and

    adH(Xα)=α(H)Yα,adH(Yα)=α(H)(Xα)

    in the non-compact case. We have already shown [Xα,Yα]h. Since

    H,[Yα,Xα]=[H,Yα],Xα=α(H)Xα,Xα,

    Xα could be rescaled so that H,[Yα,Xα]=α(H).

    Let Aαh be such that α(H)=Aα,H,Hh. Then [Yα,Xα]=Aα. We now have

    adAα(Xα)=α(Aα)Yα,adAα(Yα)=α(Aα)Xα.

    Therefore

    adYα(Aα)=α(Aα)Xα, and ad2Yα(Aα)=α(Aα)Aα. (2.8)

    Hence,

    AdetYα(Aα)=etadYαAα=n=012n!t2nad2nYα(Aα)+n=012n+1!t2n+1ad2n+1Yα(Aα)=n=0t2n2n!(α(Aα)nAα+n=0t2n+12n+1(α(Aα)2n1Xα=n=0(1)nθ2n2n!Aα+n=0(1)nθ2n+12n+1!Xα=costθAα+sintθXα,

    where θ=α(Aα). When tθ=π then AdetY(Aα)=Aα.

    Moreover, if Hh is perpendicular to Aα then α(H)=0 and therefore, adY(H)=α(H)X=0. Hence AdetY(H)=H, and AdetY|h=sα.

    Proposition 10. The Weyl group W(G,K) is equal to the group generated by the reflections Adk|h=sα,αΔ.

    Proof. Let Ws be the group generated by sα, αΔ. Then Ws is a subgroup of W(G,K). We will show that for any Adk in W(G,K) there exists an element Adh in Ws such that Adk(X)=Adh(X) for any Xh. It suffices to show the equality on regular elements in h.

    If X is a regular element in h, then let C be the Weyl chamber in h=Adk(h) that contains X=Adk(X). Let Adh be the element of Ws that minimizes ||XAdh(X)|| over Ws. Then the line segment from Adh(X) to X cannot cross any hypersurface α=0. Hence α(X) and α(Y) have the same signature at any point Y on the line segment from X to Adh(X). It then follows that Adh(X) and X belong to the same Weyl chamber. Then Adk(X)=Adh(X) by the previous proposition.

    Let h be any maximal abelian algebra in g contained in p, and let α1,,αn be any basis in Δ. Then let A1,,An be the corresponding vectors in h defined by X,Ai=αi(X),Xh. If X is a an element in h that is orthogonal to each Ai, then αi(X)=0 for each αiΔ. That means that ad(X)=0. Therefore X=0, since the centre in g consists of 0 alone. Hence A1,,An form a basis in h. With these observations at our disposal we now return to the convexified horizontal control system

    dgdt=ki=1λi(t)g(t)Adhi(t)(X0),λi(t)0,ki=1λi(t)=1, (2.9)

    with X0p regular, controlled by the coefficients λ1,,λk and the curves h1(t),i=1,,k in K. There will be no loss in generality if the curves hi(t) are restricted to the solutions of dhdt=U(t)h(t) with U(t) transversal to the Lie algebra {Vk:[V,X0]=0}.

    Proposition 11. The convex hull of {Adh(X0),hN(h)} contains an open neighbourhood of the origin in h.

    Proof. Let O(X0)={AdhiX0,i=0,1,,m} denote the orbit of W((G,K) through X0. Assume that Adh0(X0)=X0 and that Adhi(X0)=sαi,i=1,,n. We know that O acts simply and transitively on the Weyl chambers in h. Let

    X=1mmi=0AdhiX0.

    It follows that X is in the convex hull of the orbit {AdhX0,hN(h)}. Since AdhjAdhiX0=AdhjhiXo=AdhkX0, where kK, each Adhj permutes the elements in O(X0), which in turn implies that AdhjX=X for each j=1,,m. Therefore, X=0. Let now

    σ(t)=ni=0(1m+tεi)sαi(X0)+1mmi=n+1Adhi(X0),

    where ε0,ε1,,εn are arbitrary numbers such that ni=0εi=0. Let

    λi(t)=1m+tεi,i=0,,n,λi=1m,i=n+1,,m.

    Then, mi=0λi(t)=1, and for sufficiently small t, λi>0,i=0,,m. It follows that σ(t) is contained in the convex hull of the Weyl orbit through X0 for small t and satisfies σ(0)=0. Then dσdt(0)=ni=1εiαi(X0)α(Ai)Ai and therefore the mapping F(λ0(t),,λm(t))=mi=1λi(t)AdhiX0 is open at λ1=λ2==λm=1m.

    Corollary 3. The convexified horizontal system (2.9) admits a stationary solution g(t)=g0.

    Proposition 12. The convexified horizontal system is controllable.

    Proof. We will first show that the Lie algebra L generated by {AdhX0:hK} is equal to g. Let V denote the vector space spanned by {Adh(X0),hK} and let L be the Lie algebra generated by V. If U1,,Uj are arbitrary elements in k then Adh1(t1)hj(tj)(X0) is in V where hi(ti)=etiUi. Since V is a vector space, tiAdh1(t1)hj(tj)(X0) is in V. Therefore,

    tjAdh1(t1)hj(tj)(X0)tj=0=Adh1(t1)hj1(tj1)(ad(Uj)(X0))V.

    Further differentiations yield ad(U1ad(U2)ad(Uj)(X0)V. This can be also written as adjk(X0)V.

    Let now ˆV be the vector space spanned by j=0adjk(X0). It follows that ˆVV. Let now ˆV denote its orthogonal complement in p. Both ˆV and ˆV are ad(k) invariant. If ZˆV, WˆV and Yk, then

    Y,[Z,W]=[Y,Z],W=0.

    Since Y is arbitrary [Z,W]=0. Therefore [ˆV,ˆV]=0, and hence ˆV+[ˆV,ˆV] is an ideal in g. Let us now use the fundamental decomposition

    g=g1g2gm,gi=pi+[pi,pi],p=p1pm

    defined in (2.1). It follows that the projection of ˆV+[ˆV,ˆV] on each simple factor is equal to gi (since X0ˆV, and the projection of X0 on each factor gi is non-zero). So ˆV+[ˆV,ˆV]=g. But then ˆV+[ˆV,ˆV]L yields L=g. Since ˆV+[ˆV,ˆV]V+[V,V]=g, V=ˆV and V=p.

    To prove controllability it would suffice to show that the affine cone {ki=1λiAdhi(X0),λi0,hiK,i=1,,k} is equal to V which by the above is equal to p. Let P be an arbitrary point in p. Then, P belongs to some maximal abelian algebra h. By the preceding proposition the convex hull of {AdhX0:hK} covers a neigborhood of the origin in h. If ε>0 is any scalar such that εP is in this neighborhood, then εP is also in this neghborhood, and hence is reachable by the convex hull of {AdhX0:hK}. But then P=1ε(εP) is in the above affine cone.

    The preceding results show that the convex cone spanned by Adh(X0) is a neighbourhood of the origin in p. It then follows that the positive cone λiAdhi(X0),λi0, is equal to p. This implies that any time optimal trajectory of the compactified horizontal system is generated by a control on the boundary of the convex cone defined by {Adh(X0),hK}. For if g(t) is a trajectory generated by a control U(t)=ki=1λi(t)Adhi(t)(X0) in the interior of the convex set spanned by Adh(X0), then ρU(t) is in the same interior for some ρ>1. But then g(t) reparametrized by s=ρt steers e to g(T) in s=Tρ units of time violating the time optimality of g(t).

    The time-optimal problem for the convexified system is related to the sub-Riemannian problem of finding the shortest length of a horizontal curve that connects two given points in G. In fact any horizontal curve g(t) is a solution of dgdt=g(t)U(t) with U(t)=Adh(t)X0 and inherits the notion of length from G given by T0U(t),U(t)dt, where , denotes a suitable scalar multiple of the Killing form. Since U(t)=Adh(t)(X0) satisfies U(t),U(t)=||X0||2=1 when X0 is a unit vector, the length of g(t) in the interval [0,T] is equal to the time it takes to reach g(T) from g(0). Therefore, the shortest time to reach a point g1 from g0 is equal to the minimum length of the horizontal curve to reach g1 from g0. As we showed above, the horizontal system is controllable, therefore any two points in G can be connected by a horizontal curve. But then any two points in G can be connected by a horizontal curve of minimal length by a suitable compactness argument.

    We will now use the maximum principle to obtain the necessary conditions of optimality on the cotangent bundle TG. We recall that each optimal solution is the projection of an integral curve in TG of the Hamiltonian vector generated by a suitable Hamiltonian obtained from the maximum principle. To preserve the left-invariant symmetries, we will regard the cotangent bundle TG as the product G×g via the left-translations. In this formalism tangent vectors vTgG are identified with pairs (g,X)G×g via the relation v=LgX, where Lg denotes the tangent map associated with the left translation Lg(h)=gh. Similarly, points ξTgG are identified with pairs (g,)G×g via ξ=Lg1. If the optimal problem was defined over a right-invariant system, then the tangent bundle would be trivialized by the right translations, in which case the ensuing formalism would remain the same as in the left-invariant setting.

    Then, T(TG), the tangent bundle of the cotangent bundle TG, is naturally identified with (G×g)×(g×g), with the understanding that an element ((g,),(A,a))(G×g)×(g×g) stands for the tangent vector (A,a) at the base point (g,).

    We will make use of the fact that G×g is a Lie group in its own right since g, as a vector space, is an abelian Lie group. Then left-invariant vector fields in G×g are the left-translations of the pairs (A,a) by the elements (g,) in G×g. The corresponding one-parameter groups of diffeomorphisms are given by (gexp(tA),+ta),tR. In terms of these vector fields the canonical symplectic form on TG is given by

    ω(g,)(V1,V2)=a2(A1)a1(A2)([A1,A2]) (3.1)

    for any V1=(gA1,a1) and V2=(gA2,a2). ([7]).

    The above differential form is invariant under the left-translations in G×g, and is particularly revealing for Hamiltonian vector fields generated by the left-invariant functions on G×g. A function H on G×g is said to be left-invariant if H(gh,)=H(g,) for all g,hG and all g. It follows that the left-invariant functions are in exact correspondence with functions on g. Each left-invariant vector field X(g)=(Lg)A, Ag, lifts to a linear function (A) on g because

    hX(ξ)=ξ(X(g))=Lg1(Lg)(A)=(A),ξTgG.

    Any function H on g generates a Hamiltonian vector field H on G×g whose integral curves are the solutions of

    dgdt(t)=g(t)dH(t),ddt(t)=addH(t)((t)). (3.2)

    For when H is a function on g, then its differential at a point is a linear function on g, hence is an element of g because g is a finite dimensional vector space. If H(g,)=(A(g,),a(g,)) for some vectors A(g,)g and a(g,)g, then

    b(dH)=b(A)a(B)[A,B],

    must hold for any tangent vector (B,b) at (g,). This implies that A(g,)=dH, and a=addH(), where (adA)()(B)=[A,B] for all Bg. This argument validates equations (3.2).

    The dual space g is a Poisson space with its Poisson structure {f,h}()=([dh,df]) inherited from the symplectic form (3.1). Recall that a manifold M together with a bilinear, skew-symmetric form

    {,}:C(M)×C(M)C(M)

    that satisfies

    {fg,h}=f{g,h}+g{f,h},(Leibniz's rule), and{f,{g,h}}+{h,{f,g}}+{g,{h,f}}=0, (Jacobi's identity),

    for all functions f,g,h on M, is called a Poisson manifold.

    Every symplectic manifold is a Poisson manifold with the Poisson bracket defined by {f,g}(p)=ωp(f(p),g(p)),pM. However, a Poisson manifold need not be symplectic, because it may happen that the Poisson bracket is degenerate at some points of M. Nevertheless, each function f on M induces a Poisson vector field f through the formula f(g)={f,g}. It is known that every Poisson manifold is foliated by the orbits of its family of Poisson vector fields, and that each orbit is a symplectic submanifold of M with its symplectic form ωp(f,h)={f,h}(p) (this foliation is known as a the symplectic foliation of M ([7])).

    It follows that each function H on g defines a Poisson vector field H on g through the formula H(f)()={H,f}()=([dH,df]). The integral curves of H are the solutions of

    ddt(t)=addH(t)((t)) (3.3)

    That is, each function H on g may be considered both as a Hamiltonian on TG, as well as a function on the Poisson space g; the Poisson equations of the associated Poisson field are the projections of the Hamiltonian equations (3.2) on g.

    Solutions of equation (3.3) are intimately linked with the coadjoint orbits of G. We recall that the coadjoint orbit of G through a point g is given by Adg()={Adg1,gG}.

    The following proposition is a paraphrase of A.A. Kirillov's fundamental contributions to the Poisson structure of g ([12]).

    Proposition 13. Let F denote the family of Poisson vector fields on g and let M=OF(0) denote the orbit of F through a point 0g. Then M is equal to the connected component of the coadjoint orbit of G that contains 0. Consequently, each coadjoint orbit is a symplectic submanifold of g.

    The fact that the Poisson equations evolve on coadjoint orbits implies useful reductions in the theory of Hamiltonian systems with symmetries. Our main results will make use of this fact.

    On semi-simple Lie groups the Killing form, or any scalar multiple of it , is non-degenerate, and can be used to identify linear functions on g with points Lg via the formula L,X=(X), Xg. Then, Poisson equation (3.3) can be expressed dually on g as

    dLdt=[dH,L]. (3.4)

    The argument is simple:

    dLdt,X=ddt(X)=([dH,X])=L,[X,dH]=[dH,L],X.

    Since X is arbitrary, equation (3.4) follows.

    With the aid of Cartan's conditions (1.4) equation (3.4) can be written as

    dLkdt=[dHk,Lk]+[A,Lp],dLpdt=[dHk,Lp]+[A,Lk] (3.5)

    where dHp, dHk, Lp and Lk denote the projections of dH and L on the factors p and k.

    Under the above identification coadjoint orbits are identified with the adjoint orbits O(L0)={gL0g1:gG}, and the Poisson vector fields fX()=adX() are identified with vector fields X(L)=[X,L]. Each vector field [X,L] is tangent to O(L0) at L, and ωL([X,L],[Y,L])=L,[Y,X], X,Y in g is the symplectic form on each orbit O(L0).

    Let us now turn to the extremal equations associated with the time-optimal problem for the convexified horizontal system (1.7). The Hamiltonian lift is given by

    H0(λ0,)=λ0+mi=1λi(t)(Adhi(t)X0),g,λ0=0,1.

    Suppose now that g(t) is a time-optimal curve generated by the controls λλi(t),hi(t),i=1,,k. According to the maximum principle g(t) is the projection of an extremal curve (λλ0,(t))R×g, (t)0 when λλ0=0, that satisfies H0((t))=0 and is further subject to:

    λλ0+mi=1λλi(t)(t)(Adhi(t)(X0))λ0+mi=1μi(t)(t)(Adhi(t)(X0)) (3.6)

    for any μi(t)0, ki=1μi(t)=1, and any hi(t)K.

    The extremal curve (t) is called abnormal when λλ0=0. In such a case, H((t))=mi=1λλi(t)(Adhi(t)X0)=0. In the remaining case, λλ0=1, H((t))=1, and (t) is called a normal extremal. In either case,

    ddt=ad(ki=1λλi(t)Adhi(t)X0)((t), (3.7)

    or, dually,

    dLdt=[ki=1λi(t)Adhi(t)X0,L(t)]. (3.8)

    When the terminal point is replaced by a terminal manifold S then a time-optimal trajectory must additionally satisfy the transversality condition (T)(V)=0 for all tangent vectors V in Tg(T)S. In particular, when S=gK, and when the tangent space TgK is represented by TgK=g×k, then the transversality condition becomes (T)V=0 for all Vk.

    We will find it more convenient to work in g rather than g. So, if L in g corresponds to in g, then L=Lp+Lk where Lpp and Lkk.

    Proposition 14. Suppose that a time optimal control X(t)=ki=1λi(t)Adhi(t)X0 is the projection of an extremal curve L(t). If L(t) is abnormal, then Lp(t)=0 and Lk(t) is constant. In particular, the stationary solution X(t)=0 is the projection of an abnormal extremal curve.

    If L(t) is a normal extremal curve then X(t)=Adh(t)X0 for some curve h(t) in K.

    Proof. If L(t) is abnormal then

    0=Lp(t),X(t)Lp(t),ki=1μi(t)Adhi(t)X0

    for arbitrary controls ki=1μi(t)=1, and h1(t),,hk(t) in K. This can hold only when Lp(t)=0 (due to Proposition 11). But then equations (3.7) become

    0=[X(t),Lk],dLkdt=[X(t),Lp(t)]=0.

    Evidently these equations hold when X(t)=0. So the stationary solution is the projection of an abnormal extremal.

    In the normal case

    H(L(t))=Lp(t),ki=1λi(t)Adhi(t)(X0)=ki=1λi(t)Lp(t)Adhi(t)(X0)=1.

    So Lp(t)0. Let h(t){h1(t),,hk(t)} corresponds to the maximal value of Lp(t),Adhi(t)(X0), i=1,,k. Then,

    Lp(t),Adh(t)(X0)Lp(t),ki=1λi(t)Adhi(t)((X0)Lp(t),Adh(t)(X0)

    can hold only if X(t)=Adh(t)(X0).

    It follows that the normal extremals are the solutions of the following system of equations:

    dgdt=g(t)Adh(t)(X0),dLpdt=[Adh(t)(X0),Lk(t)],dLkdt=[Adh(t)(X0),Lp(t)]. (3.9)

    subject to the inequality

    1=Lp(t),Adh(t)(X0)Lp(t),Adh(t)(X0),h(t)K.

    Let us first note that there is no loss in generality in assuming that ||Lp(t)||=1 for the following reasons: since h(t) is a critical point of H, [Adh(t)(X0),Lp(t)]=0. Then,

    2ddt||Lp(t)||=2Lp(t),dLpdt=2Lp(t),[Adh(t)(X0)],Lk]=[Adh(t)(X0),Lp(t)],Lk=0.

    Therefore ||Lp(t)|| is constant. Hence the extremal equations are unaltered if Lp is replaced by 1||Lp||Lp and Lk is replaced by 1||Lp||Lk.

    Proposition 15. Suppose that (Lp(t),Lk(t)) is a normal extremal curve generated by h(t) with ||Lp(t)||=1. Then, Lp(t)=Adh(t)X0 and Lk(t) is constant.

    Proof. According to the Cauchy-Schwarz inequality, X,Y1 for any unit vectors X and Y in a finite dimensional Euclidean vector space, with X,Y=1 only when X=Y. In our case, ||AdhX0||=1 and ||Lp||=1, hence Lp,Adhh(X0)=1 occurs only when Lp=Adh(X0). But then dLkdt=[Adh(t)(X0),Lp(t)]=0, and Lk is constant.

    Proposition 16. The normal extremal curves project onto

    g(t)=g0et(Lp(0)+Lk)etLk,||Lp||=1. (3.10)

    The solutions that satisfy the transversality condition Lk=0 are given by g(t)=g0etP for some Pp such that ||P||=1.

    Proof. Since Adh(t)X0=Lp(t), Lp(t) is a solution of dLpdt=[Lp(t),Lk]. Since Lk is constant, Lp(t)=AdetLkLp(0). Then ˜g(t)=g(t)etLk satisfies d˜gdt=˜g(t)(Lp(0)+Lk), from which (3.10) easily follows. Since Lk is constant, it is zero whenever it is zero at the terminal point. So the solution satisfies the transversality condition Lk(T)=0 whenever Lk=0 in the above formula.

    Remark 2. Formula (3.10) is not new. As far as I know, it appeared first in 1990 in ([13]) and it has also appeared in various contexts in my earlier writings ([11], [7]). But it has never before been obtained directly from the affine system (1.1) with controls in the affine hull ki=1λiAdhiA,hiK,ki=1λi=1.

    Corollary 4. Let π denote the natural projection from G onto G/K. Then π(g0etP) is a geodesic in G/K that connects π(g0) to π(g(t),g(t)=g0etP. Therefore T(g) is equal to the shortest length of a geodesic that connects π(I) to π(g).

    This example is not only typical of the general situation, but is also a natural starting point for problems in quantum control. Recall that SU(2) consists of matrices (abˉbˉa) with a and b complex numbers such that |a|2+|b|2=1. It follows that gG whenever g1=g, where g is the matrix transpose of the complex conjugate of g. Hence the Lie algebra su(2) of G consists of matrices 12(ix3x1+ix2x1+ix2ix3). We will assume that su(2) is endowed with the trace metric X,Y=2Tr(XY), in which case the skew-Hermitian matrices

    Ax=12(0110),Ay=12(0ii0),Az=12(i00i) (3.11)

    form an orthonormal basis in su(2). If X=12(izx+iyx+iyiz) is represented by the coordinates (xyz)R3 then the adjoint representation XAdg(X) is identified with rotations in R3. If Gx,Gy,GZ denote the rotations around the axes (100),(010),(001), then Ax,Ay,Az are the infinitesimal generators of Gx,Gy,Gz which explains the motivation behind the terminology. Relative to the Lie bracket [A,B]=BAAB, Ax,Ay,Az conform to the following Lie bracket table:

    [Ax,Ay]=Az,[Az,Ax]=Ay,[Ay,Az]=Ax.

    The automorphism σ(g)=(gT)1 identifies SO(2) as the group of fixed points by σ, and induces a Cartan decomposition g=p+k with p the linear span of Ay and Az, and k the linear span of Ax. Relative to the above decomposition,

    dgdt=g(t)(Az+u(t)Ax)=g(t)12(iu(t)u(t)i),g(t)SU2, (3.12)

    is a prototypical affine system in G.

    Since [Az,Ax]]=Ay, G=A(e,T) for some T>0, and since SU(2) is simple, A(e,T)=G for some T>0 ([14]). However, not all points of G can be reached from the identity in short time as noticed in [14]. For instance, points g=(x0+ix1x2+ix3x2+ix3x0ix1) in SU(2) with x21+x23>0 cannot be reached from the identity in time less than 2(x21+x23). The argument is simple:

    dx0dt=12(x1+ux2),dx1dt=12(x0ux3)dx2dt=12(ux0+x3),dx3dt=12(ux1x2).

    Therefore,

    x1dx1dt+x3dx3dt=12(x0x1x2x3),

    and hence

    x21(t)+x23(t)=t0(x0(s)x1(s)x2(s)x3(s))dst2

    because (x0x1)2+(x2+x3)2=12(x0x1x2x3)0 implies that 2(x0x1x2x3)1. So if a point g can be reached in time T, then T2(x21+x23).

    However, not all points of SU(2) can be reached in the shortest time. Below we will show that I can be reached in any positive time, but is not reachable at T=0. To demonstrate, note that for any Xsu(2), X2=14||X||2I, and therefore,

    etX=Icos||X||2t+2||X||Xsin||X||2t.

    In particular when X=Az+uAx,uR, then ||X||=1+u2, and

    etX=Icos1+u22t+11+u2(iuui)sin1+u22t.

    For any t>0 there exists uR such that t1+u2=2π, and therefore, etX=I. Therefore, I can be reached in any positive time t but is not reachable at T=0.

    The preceding formula can be used to show that any element of SO(2) lies in the closure of A(e,t) for any t>0. To do so, let θ be any number, and then let un=2nθ, Then, e1nX(un)A(e,T) for any T>0, provided that n is sufficiently large. An easy calculation shows that

    limne1nX(un)=(cosθsinθsinθcosθ).

    Hence g=(cosθsinθsinθcosθ) belongs to ˉA(e,T). It seems likely that gA(e,T), but that has not been verified, as far as I know.

    Let us now return to the horizontal system given by

    dgdt=g(t)Adh(t)X0,dhdt=h(t)(ou(t)u(t)0). (3.13)

    It follows that

    h(t)=(cosθ(t)sinθ(t)sinθ(t)cosθ(t)),θ(t)=t0u(s)ds,

    and therefore

    dgdt=g(t)(u1(t)Az+u2(t)Ay),u1(t)=cos2θ(t),u2(t)=sin2θ(t). (3.14)

    To pass to the convexified horizontal system we need to enlarge the controls to the sphere u21+u221. It then follows that the time-optimal extremals are given by equation (3.10) except for the stationary extremal g(t)=g0.

    Let us interpret the above results in slightly different terms with an eye on the connections with quantum control. If X=x1Ax+x2Ay+x3Az and Y=y1Ax+y2Ay+y3Az, then Z=[X,Y]=z1Ax+z2Ay+z3Az is given by the vector product z=y×x, where x=(x1,x2,x3), y=(y1,y2,y3), and z=(z1,z2,z3). Hence [X,Y]=0 if and only if x and y are co-linear. Therefore, maximal abelian algebras in p are one dimensional, and every non-zero element in p is regular. It follows that the Weyl group consists of ±I.

    The equation AdhX0=Lp is solvable for each Lpp such that ||Lp||=1. Then the line segment that connects Lp and Lp is in the convex hull defined by AdhX0. This shows that {AdhX0:hK} is the unit circle in p and the corresponding convex hull is the unit ball {Lpp:||Lp||1}. The coset extremals are given by

    etP=Icos||P||t+1||P||Psin||P||t,Pp,||P||=1. (3.15)

    These extremals reside on a two dimensional sphere S2 because

    eiP=Icosta2+b2+ia2+b2Psinta2+b2=(costa2+b2+iaa2+b2sinta2+b2iba2+b2sinta2+b2iba2+b2sinta2+b2costa2+b2iaa2+b2sinta2+b2),

    for any matrix iP=(iaibibia) with a and b real. If  x=costa2+b2, y=aa2+b2sinta2+b2, and z=ba2+b2sinta2+b2, then x2+y2+z2=1. The decomposition g=eiPR corresponds to the Hopf fibrationS3S2S1.

    Hopf fibration has remarkable applications in quantum technology due to the fact that a two level quantum system, called qubit, can be modelled by points in SU(2), whereby all possible states of a particle are represented by complex linear combinations α(|0>)+β(|1>0), where |0> and |1> denote the basic levels (states) and where α and β are complex numbers such that |α|2+|β|2=1. In this context, the particle can be either in state |0> with probability |α|2, or in state |1> with probability |β|2. For this to make mathematical sense, the basic states are represented by two orthonormal vectors in some complex Hilbert space. Then, the states α|0>+β|1>0 are identified with matrices (αβˉβˉα) in SU(2).

    In this setting, the quotient space G/K is called the Bloch sphere (see for instance [15]). In quantum mechanics points in G/K represent the observable states. It follows that each point g in a given coset is reached time-optimally according to the formula g=eT(Q+P)eQT,||P||=1 for some T>0, but the coset itself is reached time-optimally in the time equal to the length of a geodesic that connects π(I) to π(g) where π stands for the natural projection from G to G/K.

    For instance, if gf=I, then gfK=K. Therefore, g(t)=I, generated by u(t)=0, is the only trajectory of the convexified horizontal system that reaches the coset K in zero time. Any other optimal trajectory is of the form g(t)=et(Q+P)eQt, and such trajectories cannot reach points in zero time.

    Each of these pairs of Lie groups is symmetric relative to the automorphism σ(g)=(gT)1 where gT denotes the matrix transpose. It follows that K=SO(n) is the group of points in G fixed by σ. Then, g is equal to sl(n) when G=SL(n) and is equal to su(n) when G=SU(n). In the first case the Lie algebra is equal to the space of n×n matrices with zero trace, while in the second case the Lie algebra consists of n×n complex skew-symmetric matrices with zero trace. Then, g=pk, where p is equal to the space of symmetric matrices in sl(n) and the space of symmetric matrices with imaginary entries in su(n). These two Lie algebras are dual in the sense that the Cartan decomposition p+k in sl(n) corresponds to the Cartan decomposition k+ip in su(n) (see [6] for further details). In each case, the Killing form is equal to 2nTr(XY). It follows that it is positive on p in sl(n) and negative on p in su(n). Therefore, the pair (SL(n),SO(n)) is non-compact, while the pair (SU(n),SO(n)) is compact.

    In sl(n), each matrix X in p can be diagonalized by some Adh,hK, and the set of all diagonal matrices D in p forms an n1 dimensional abelian algebra, which is also maximal since [D,X]=0 can only hold only if X is diagonal. It follows that n1 is the rank of the underlying symmetric space. If X is a diagonal matrix with its diagonal entries x1,,xn then ad(X)Y=ni,j(xixj)Yijeiej for any matrix Y=ni,jYijeiej. Hence

    adX(eiej)=(xixj)eiej,ij,adX(D)=0, (4.1)

    that is, α(X)=xixj are the non-zero roots in D. This implies that X is regular if and only if the diagonal entries of X are all distinct.

    Weyl chambers in D are in one to one correspondence with the elements of the permutation group on n letters. For if X=diag(x1,,xn) and Y=diag(y1,,yn) are any regular elements in D then there exist unique permutations α and β on n letters such that xα(1)>xα(2)>>xα(n) and yβ(1)>yβ(2)>>yβ(n). If X and Y are in the same Weyl chamber, then (xixj)(yiyj)>0 for all i and j. It then follows by an easy argument that α=β. The reasoning on su(n) with diagonal matrices having imaginary entries is similar and will be omitted.

    It follows that the Weyl orbit Adh(X0) in D consists of the diagonal matrices with diagonal entries a permutation of the diagonal entries of X0. The convex hull spanned by these matrices coincides with the controls of the convexified system that reside in D.

    A subgroup G of SL(n) is called self-adjoint if the matrix transpose gT is in G for any g in G. Any self-adjoint group G admits an involutive automorphism σ(g)=gT1,gG, with K=SO(n)G equal to the group of its fixed points.

    It follows that the Lie algebra g of G admits a Cartan decomposition g=k+p where k=gso(n) and p=Sym(n)g with Sym(n) the space of symmetric matrices in sl(n). Since X,Y=2nTr(XY) inherited from sl(n) is positive on p the pair (G,K) is a symmetric Riemannian pair of non-compact type.

    One can show that SO(p,q),p+q=n, the group that preserves the scalar product (x,y)p,q=pi=1xiyini=p+1xiyi is self-adjoint, as well as Sp(n), the group that leaves the symplectic form ni=1xiyn+iyixi+n,x,yRn invariant.

    When G=SO(p,q) the Lie algebra g consists of block matrices M=(ABBTC) with A and C skew-symmetric p×p and q×q matrices and B an arbitrary p×q matrix.Then Mp if A=C=0, and Mk if B=0. The quotient space SO(p,q)/K can be identified with an open subset of Grassmannians consisting of all q-dimensional subspaces in R(p+q) on which (x,x)p,q>0, while the quotient spaces Sp(n)/K can be identified with the generalized Poincaré plane Pn={X+iY,XT=X,YT=Y,Y>0} ([7], pages 126,127).

    In rank-one symmetric spaces the Weyl group is minimal (it consists of two elements ±I)), which accounts for an easier visualization of the general theory. We will use (SO(1,n),K) together with its compact companion (SO(n+1),K), K={1}×SO(n) to illustrate the relevance of the rank for the general theory. Both of the above cases can be treated simultaneously in terms of the parameter ε=±1 and the scalar product (x,y)ε=x0y0+εni=1xiyi. In that spirit, SOε(n+1) will denote SO(1,n) when ε=1, and SO(n+1) when ε=1.

    Each group SOε(n+1) acts on points of Rn+1 by the matrix multiplication and this action can be used to identify the quotient space SOε(n+1)/K with the orbit O(e0)={ge0:gSOε(n+1)} where e0=(1,0,,0)T. Since SOε(n+1) preserves (,)ε, O(e0) is the Euclidean sphere Sn when ε=1 and the hyperboloid Hn when ε=1.

    Let now gε=soε(n+1) denote the Lie algebra of SOε(n+1) equipped with its natural scalar product X,Y=12Tr(XY), and let k denote the Lie algebra of K. It is easy to check that the orthogonal complement pε of k is given by ={e0εu,uRn+1,(u,e0)ε=0}, and that k itself is given by k={(uεv):(u,e0)ε=(v,e0)ε=0}, where

    (uεv)=uεvvεuRn+1,vRn+1,

    with uεv the rank-one matrix defined by (uεv)x=(v,x)εu,xRn+1.

    It follows that Cartan's relations

    [pε,pε]=kε,[pε,kε]=pε,[kε,kε]kε,

    hold, as can be readily verified through the following general formula

    [aεb,cεd]=(a,c)ε(bεd)+(b,d)ε(aεc)(b,c)ε(aεd)(a,d)ε(bεc).

    Since e0εu,e0εv=εni=1uivi, the bilinear form , is positive on pε when ε=1 and is negative when ε=1. It follows that the pair (Gε,K) is a compact type when ε=1 and a non-compact type when ε=1.

    We now return to time optimality. The space pε={uεe0:u,e0ε=0} is n-dimensional. If U=uεe0 and V=vεe0 are arbitrary elements in pε then [U,V]=uεv. Hence [U,V]=0 if and only if u and v are parallel. Thus each maximal abelian algebra is one-dimensional and each non-zero element U in pε is regular. The Weyl group consists of two elements I1 and I2 such that AdI1U=U and AdI2U=U.

    If h={1}×R for some RSO(n), then AdhX0=Rx0εe0. Since SO(n) acts transitively on the spheres Sn, AdKX0=Snεe0. If Lp=lεe0 then Rx0=l yields AdhX0=Lp. The above shows that {AdhX0,hK}={xεe0,||x||=||x0||} and the convex hull is equal to {xεe0:||x||||x0||}.

    Each semi-simple compact Lie group K is a symmetric space realized as the quotient G/˜K, with G=K×K and ˜K={(g,g):gK} under the automorphism σ(g1,g2)=(g2,g1).

    If k denotes the Lie algebra of K then g=k×k is the Lie algebra of G, and ˜k={(X,X),Xk} is the Lie algebra of ˜K. Then, p={(X,X):Xk} is the orthogonal complement of ˜k in g relative to the natural bi-invariant metric inherited from K. It then follows that ˜k and p satisfy Cartan's decomposition (1.4). To pass to the quotient space G/˜K, note that G acts on K by the natural action

    τ((g1,g2),h)=g1hg12.

    Since h2h1h11=h2 the action is transitive. In particular the orbit through the group identity is identified with K.

    Maximal abelian algebras in p are in exact correspondence with maximal abelian algebras in k. Any ˜X0p is of the form ˜X0=(X0,X0) for some X0k. If h˜K is of the form h=(g,g), then Adh˜X0=(Adg(X0),AdgX0). Therefore, time-optimal solutions associated with

    d˜gdt=˜g(t)(Adh(˜X0)),˜g=(g1(t),g2(t))G

    are given by

    g1(t)=g1(0)et(P+Q)etQ,g2(t)=g2(0)et(P+Q)etQ, (4.2)

    for some elements Pk and Qk, with h(t)=g1(0)et(P+Q)et(P+Q)g12(0) the projection on K in accordance with equation (3.10).

    In non-relativistic quantum mechanics, time evolution of a finite dimensional quantum system is governed by a time dependent Schrödinger equation

    dzdt=iH(t)z(t), (5.1)

    in an n-dimensional complex Hilbert space Hn, where H(t) is a fixed time varying Hermitian operator in Hn ([1]). Recall that H(t) is Hermitian if H(t)z,w=z,H(t)w for z,w in Hn where , denotes the Hermitian quadratic form on Hn.

    In what follows, points in Hn will be represented by the coordinates z1,,zn relative to an orthonormal basis in Hn, and Hn will be identified with Cn with the Hermitian scalar product z,w=ziˉwi for any z and w in Cn, with ˉwi the complex conjugate of wi. Then, a matrix H is Hermitian if H=H, where H is equal to the complex conjugate of the matrix transpose of H.

    Equation (5.1) is subordinate to the master equation

    dgdt=iH(t)g(t),g(0)=I, (5.2)

    in the unitary group U(n), in the sense that every solution z(t) of (5.1) that satisfies z(0)=z0 is given by z(t)=g(t)z0. Recall that iH is skew-Hermitian for each Hermitian matrix H, hence every solution g(t) of equation (5.2) that originates in U(n) evolves in U(n). It follows that ||z(t)||=||z0||, i.e., the reachable sets of (5.1) evolve on the spheres S2n1.

    To be consistent with the first part of the paper, we will focus on the left-invariant form of the master equation

    dgdt=g(t)(iH(t)). (5.3)

    Of course, it is easy to go from one form to the other; if g(t) is a solution of (5.2), then g1(t) is a solution of (5.3) and vice versa.

    As a way of bridging the language gap between quantum control literature and mainstream control theory, we will make a slight detour into the Kronecker products of matrices and the associated operations. For our purposes it suffices to work with square matrices. Then the Kronecker product UV of any n×n matrix U and any m×m matrix V is equal to the nm×nm matrix with block entries (uijV),i,jn. The Kronecker product enjoys the following properties:

    (UV)(WZ)=UWVZ,(UV)=UVTr(UV)=Tr(U)Tr(V),Det(UV)=(DetU)m(DetV)n. (5.4)

    It follows that (UV)U(nm) for any UU(n) and VU(m): similarly, UV is in SU(mn) whenever USU(n) and VSU(m) and n and m are of the same parity. It can be easily shown that

    [U1V1,U2V2]=[U1,U2]V2V1+U1U2[V1,V2], (5.5)

    for any matrices U1,U2 of the same size, and any matrices V1,V2 also of the same size (recall our convention [X,Y]=YXXY).

    The following proposition assembles some facts that are relevant for the n-spin chains.

    Proposition 17. If Uu(n) (resp. Usu(n)) and Ik is the k-dimensional identity matrix. then both IkU and UIk belong to u(nk) (resp. su(nk)).

    However, if Uu(n) and Vu(m), then i(UV)u(nm). Similarly, i(UV) is in su(nm) whenever Usu(n) and Vsu(m).

    Proof. (IkU)=IkU=Ik(U)=(IkU). Hence IkUu(n). If Tr(U)=0 then Tr(IkU)=0. In addition,

    (i(UV))=i(UV)=i(U)(V)=i(UV).

    We will now direct our attention to the n-spin chains introduced in [1] and [2]. These chains are defined in terms of the Kronecker products of Pauli matrices

    Ix=12(0110),Iy=12(0ii0),Iz=12(1001). (5.6)

    The n-spin chains oriented in the z-direction are defined by the Hamiltonians

    H=nj=2J(j1)jI(j1)zIjz+mi=1vi(t)Iix+ui(t)Iiy),n2,mn, (5.7)

    where Jij are the coupling constants, and where Iix,Iiy,Iiz denotes the matrix X1X2Xn where Xi=Ix (resp. Xi=Iy,Xi=Iz) in the i-th position and where all the remaining elements Xj are equal to the identity I2. This kind of spin-chains are known as the Ising spin chains ([16], [17]). We will now address time optimality of the associated left-invariant master system (5.3). Each chain defines a pair of Lie algebras (L,kv) where kv, the vertical algebra, is the Lie algebra generated by the controlling vector fields Iix and Iiy, i=1,m, and where L is the controllability algebra generated by the drift element nj=2J(j1)jI(j1)zIjz and kv.

    We will now consider two and three spin chains with a particular interest on the cases where L=su(n) for some integer n and where kv is a subalgebra of L such that the Cartan conditions (1.4) hold for the pair (p,kv) with p equal to the orthogonal complement of kv in L. For the sake of uniformity with the first part of the paper, we will work with the matrices Ax,Ay,Az introduced in equations (3.11) rather than with the Pauli matrices Ix,Iy,Iz. Recall that

    Ax=iIy,Ay=iIx,Az=iIz. (5.8)

    In this notation then

    H=(nj=2J(j1)jA(j1)zAjz+imi=1(vi(t)Aiy+ui(t)Aix)),n2,mn, (5.9)

    As a preliminary first step, let us single out the symmetric (irreducible) Riemannian pairs (G,K) in which G=SU(n) for some n. It is known that there are only three such Riemannian spaces

    SU(n)/SO(n),SU(2n)/Sp(n) and SU(p+q)/S(U(p)×U(q)), (5.10)

    where S(U(p)×U(q))=SU(p+q)(U(p)×U(q)) ([6], p. 518).

    The first symmetric space (SU(n),SO(n)), known as Type AⅠ, has already been discussed in the preceding section. The second symmetric space, Type AⅡ, occurs on SU(2n) and is induced by the automorphism

    σ(g)=Jn(g1)TJ1n,Jn=(0InIn0).

    Then σ(g)=g if and only if g1TJn=Jng, or Jn=gTJng, which in turn means that gSp(n), where Sp(n)=SU(2n)Sp(2n,C). Then

    σ(X)=ddtJn(etX)TJ1n|t=0=ddtJnetˉXJ1n|t=0=JnˉXJ1n.

    It follows that k={Xsu(2n):JnˉXJ1n=X} and p={Xsu(2n):JnˉXJ1n=X}. If X=(X11X12ˉXT12X22) is the decomposition of X into the n×n blocks, then

    JnˉXJ1n=(ˉX22XT12ˉX12ˉX11).

    Therefore, Xk if and only if

    X11=ˉX22 and X12=XT12,

    and Xp if and only if

    X11=ˉX22,Tr(X11)=0, and XT12=X12.

    The remaining symmetric space, Type AⅢ, is associated with the automorphism

    σ(g)=Ip,qgI1p,q,gSU(p+q), where Ip,q=(Ip00Iq).

    The induced automorphism on su(p+q) is given by σ(X)=Ip,qXI1p,q. Then

    k={Xsu(p+q):X=(A00B)},p={Xsu(p+q):X=(0CˉCT0)

    where A is a p×p matrix and B is a q×q matrix such that Tr(A+B)=0, and where C is an arbitrary p×q matrix with complex entries. Then S(U(p)×U(q)) denotes the subgroup of SU(p+q) whose Lie algebra consists of matrices X=(A00B), with Au(p), Bu(q) such that Tr(A+B)=0.

    In all these cases the metric on p coincides with the restriction of the canonical metric on su(n) given by X,Y=12Tr(XY)=12Tr(XˉYT).

    The relevance of these classical classifications for the problems of quantum control has already been noticed in the existing literature ([1] and [2] in regard to Type AⅠ, and [18] in regard to Type AⅢ).

    The two-spin chains given by

    H=(2j=2J(j1)jA(j1)zAjz+imi=1(ui(t)Aix+vi(t)Aiy)),m2,

    give rise to the rescaled left-invariant master equation (J(j1)j=1)

    dgdt=g(t)i(AzAz)+mi=1ui(t)Aix+vi(t)Aiy, (5.11)

    where now Aix and Aiy are the chains with Ax and Ay in the i-th position.

    Let now kv denote the vertical subalgebra generated by the controlling vector fields Aiy,Aix,i=1,,m. For m=1 there are two controls u and v associated with the controlling matrices AxI2 and AyI2, and for m=2 there are four controls u1,u2,v1,v2 associated with matrices AxI2,I2Ax,AyI2,I2Ay.

    It is easy to verify that kv={XI2:Xsu(2)} for m=1, and kv={XI2+I2Y:Xsu(2),Ysu(2)} for m=2. In the first case kv is a three-dimensional algebra isomorphic to su(2), and in the second case it is a six dimensional Lie algebra isomorphic to su(2)×su(2).

    Lemma 2. If A and B are any matrices in su(2), then

    AB=A,BI2+12[B,A],whereA,B=12Tr(AB). (5.12)

    The mapping ϕ defined by ϕ(iXY)=iYX,

    ϕ(XI2)=I2X,ϕ(I2X)=XI2, X,Y in su(2) is a Lie algebra isomorphism on su(4).

    Proof. If A=(ia3aˉaia3) and B=(ib3bˉbib3) then

    AB+BA=2(a1b1+a2b2+a3b3)I2=2A,BI2.

    Hence 2AB=2A,BI2+[B,A]. This proves the first part of the lemma.

    Then

    [ϕ(iAB),ϕ(iCD)]=[iBA,iDC]=[B,D]ACDB[A,C]=A,C[B,D]I2+D,BI2[A,C]=ϕ(A,CI2[B,D]+D,B[A,C]I2)=ϕ([iAB],iCD]),

    and

    [ϕ(AI2),ϕ(i(BC))]=i(C[A,B])=ϕ([AI2,i(BC)]).

    Hence ϕ is an isomorphism.

    Proposition 18. Let L denote the Lie algebra generated by i(AzAz) and kv. When m=1, L=pk, p=i(su(2)Az) and k=su(2)I2. If ϕ is the isomorphism from the previous lemma then ϕ(L)=(su(2)00su(2)) and

    ϕ(p)={(X00X),Xsu(2)},ϕ(kv)={(X00X),Xsu(2)}. (5.13)

    Proof. Evidently, k=kv. Secondly, [i(AzAz),XI2]=i([Az,X]Az) for any X in su(2). This implies that both i(AyAz) and i(AxAz) are in L. Therefore pL. Since XI2,YAz=12Tr(XY)Tr(Iz)=0, kv and p are orthogonal. Also, [i(XAz),i(YAz)]=[X,Y]A2z=14[X,Y]I2. Therefore [p,p]kv L=pk. Hence p and k satisfy Cartan's conditions (1.4) and consequently L=pkv.

    If ϕ is the isomorphism from the preceding lemma, then ϕ(2iXAz))=2iAzX=(X00X) for any 2iXAz in p, and ϕ(XI2)=I2X=(X00X) for XI2k. The linear span of these matrices is equal to (X00Y), X,Y in su(2).

    The above shows that the m=1 chain can be represented on G=SU(2)×SU(2) as

    dg1dt=g1(t)(12Az+u1(t)Ax+v1(t)Ay),dg2dt=g2(t)(12Az+u1(t)Ax+v1(t)Ay).

    The time-optimal solutions are of the form

    g1(t)=g1(0)et(P+Q)etQ,g2(t)=g2(0)et(P+Q)etQ, (5.14)

    Psu(2),Qsu(2), with h(t)=g1(0)et(P+Q)et(P+Q)g12(0) the projection on SU(2) (in accordance with (4.2)).

    Proposition 19. For m=2, L=su(4). If

    kv={XI2+I2Y,{X,Y}su(2)},p={i(XY):{X,Y}su(2)},

    then L=p+kv and

    [p,kv]p,[p,p]kv.

    Proof. Let p={i(XY):Xsu(2),Ysu(2)}. It then follows that su(4)=pkv by an easy dimensionality argument. Straightforward calculations shows that p and kv satisfy Cartan's conditions

    [p,kv]p,[p,p]kv,[kv,kv]kv.

    So it suffices to show that pL.

    Since i(AzAz) is in p,

    [i(AzAz),XI2+I2Y]=i[Az,X]Az+Azi[Az,Y]

    is in L for any X and Y in su(2). Therefore both i[Az,X]Az and i(Azi[Az,Y]) are in L, which then implies that i(XAz) and i(AzY) are in L for any X,Y in su(2) (because i(AzAz) is in L).

    But then [i(XAz),I2Y]=Xi[Az,Y] and [i(XAz),YI2]=i([X,Y]Az yields that i(XY) is in L for any X and Y in su(2).

    Corollary 5. The reachable set from the identity is equal to SU(4).

    The following lemma reveals the connection to the appropriate symmetric Riemannian space.

    Lemma 3. Let h=2(AzAyAx12I2). Since h=ˉhT=2(AzAxAy12I2)=h1, and Det(h)=1, h belongs to SU(4). Then

    Adh(AI2)=12(0a1a2a3a10a3a2a2a30a1a3a2a10),Adh(I2B)=12(0b1b2b3b10b3b2b2b30b1b3b2b10).

    Also, Adh(i(AB))=14i(C1C2CT2C3), C1=(a1b1+a2b2a3b3a3b2+a2b3a3b2+a2b3a1b1a2b2+a3b3),

    C2=(a3b1a1b3a1b2a2b1a1b2a2b1a1b3a3b1),C3=(a1b1+a2b2+a3b3a3b2a2b3a3b2a2b3a1b1a2b2a3b3)

    for any matrices A=12(ia3aˉaia3) and B=12(ib3bˉbib3), a=a1+ia2 and b=b1+ib2. We leave these verifications to the reader.

    It then follows that

    Adh(kv)=so(4),Adh(p)={iS:Ssl(4),ST=S} (5.15)

    which then yields that the quotient space SU(4)/Kv is isomorphic to the symmetric space SU(4)/SO(4). The above formulas also show that the two-spin system with m=2 is conjugate to

    dgdt=14g(t)(i0000i0000i0000i)+12g(t)(0U1V20U100V1V200U20V1U20)

    where

    U1=u1+u2,U2=u1u2,V1=v1+v2,V2=v1v2.

    For m=1 the controls are reduced to U=U1=U2 and V=V1=V2.

    Corollary 6. The time optimal solutions for the two-spin chains are given by the same formulas as in Proposition 16.

    Let us now consider the three-spin systems

    dgdt=g(t)(i3j=2J(j1)jA(j1)zAjz+mi=1(ui(t)Aix+vi(t)Aiy),m3 (5.16)

    in G=SU(8).

    It follows that A1zA2z=(AzI2I2)(I2AzI2)=(AzAz)I2. Similarly, A2zA3z=I2(AzAz). So the drift Hamiltonian Hd is of the form

    Hd=ai(AzIz)I2+bI2i(AzIz),

    where a and b are arbitrary non-zero constants. In the case that m=3, the controlled Hamiltonians are given by

    H1=AxI2I2,H2=AyI2I2,H3=I2AxI2,H4=I2AyI2,H5=I2I2Ax,H6=I2I2Ay.

    It is easy to verify that the vertical algebra kv generated by the controlled Hamiltonians is equal to

    su(2)I2I2,m=1,su(2)I2I2+I2su(2)I2,m=2,su(2)I2I2+I2su(2)I2+I2I2su(2),m=3.

    Case m=1 is similar to its two spin analogue and will be omitted. The remaining cases m=2 and m=3, however, show new phenomena that take their solutions outside the general framework described earlier in the paper.

    The following lemma highlights some of the calculations in m=2.

    Lemma 4. Let k=kv+kh where kv=su(2)I2I2+I2su(2)I2 and kh=su(2)su(2)Az. Then k is a Lie subalgebra in su(8), kv,kh=0 and

    [kh,kv]kh,[kh,kh]kv.

    The proof follows by simple calculations which we leave to the reader..

    Proposition 20. For m=2, the Lie algebra L generated by Hd and the controlled Hamiltonians H1,H2,H3,H4 contains the Lie algebra k in the preceding lemma. If p denotes the orthogonal complement of k in L then L=k+p and [p,k]p,[p,p]k,[k,k]k.

    Proof. For m=2, kv=su(2)I2I2+I2su(2)I2 is a subalgebra in L. If X1 and X2 are any elements in su(2) let ˜X1=X1I2I2 and ˜X2=X2I2I2. Then,

    ad˜X1(Hd)=a([X1,Az]AziI2),ad˜X2ad˜X1(Hd)=a[X2,[X1,Az]]AziI2.

    Therefore su(2)AziI2 is in L since X1,X2 are arbitrary and a0. In particular, a(AzAziI2)L, and consequently b(iI2AzAz)L.

    Let now ˜Y1=I2Y1I2 and ˜Y2=I2Y2I2 with Y1 and Y2 arbitrary elements in su(2). Then

    ad˜Y1(AzAziI2)=Az[Y1,Az]iI2,ad˜Y2ad˜Y1(AzAziI2)=Az[Y2,[Y1,Az]]iI2

    show that Azsu(2)iI2 is in L. Similar calculation with iI2AzAz in place of AzAziI2 shows that iI2su(2)Az is also in L. But then

    [iI2XAz,AzYiI2]=Az[X,Y]Az.

    Hence Azsu(2)Az is in L. Finally,

    ad˜X2ad˜X1(AzXAz)=[X2,[X1,Az]]XAz,Xsu(2),

    shows that su(2)su(2)Az is in L. Therefore k of the preceding lemma in L.

    Let now p=su(2)su(2)iI2+iI2su(2)Az+su(2)iI2iAz. We showed above that iI2su(2)Az is in L. Since [iI2su(2)Az,kh] is in L, [iI2ZAz,XYAz]=14X[Z,Y]]iI2 is in L for any X,Y, and Z in su(2). That is, su(2)su(2)iI2 is in L.

    An easy calculation with [su(2)su(2)iI2,kh] shows that su(2)iI2Az belongs to L. Therefore pL.

    It follows from above that both p and k are in L. Since p and k are orthogonal, pk={0}, and [p,k]p. The reader can readily show that [p,p]k. Therefore k and p satisfy Cartan's conditions (1.4), and consequently k+p is a Lie algebra. Since L(k+p)L, L=k+p.

    Proposition 21. L is isomorphic to su(4)×su(4), and k is isomorphic to su(4).

    Proof. First, let us note that k and su(4) are isomorphic under the isomorphism

    F(XYAz+ZI2I2+I2WI2)=i(XY)+ZI2+I2W.

    Indeed F([U,V])=[F(U),F(V)] for any U and V in kv by a straightforward calculation. If U and V are in kh then U=X1X2Az and V=Y1Y2Az. It follows that [U,V]=14(X2,Y2[X1,X2]I2+X1,Y1I2[X2,Y2]))I2, and hence F([U,V])=14(X2,Y2[X1,X2]I2+X1,Y1I2[X2,Y2])=[F(U),F(V)]. The remaining case Ukv, Vkh also yields F([U,V])=[F(U),F(V)] which shows that F is an isomorphism whose range is su(4). Thus k is isomorphic to su(4).

    Then p can be identified with the Hermitian matrices in sl(4,C) via the identification

    XYiI2+ZiI2Az+iI2WAzXY+i(ZI2+I2W),

    Now su(4) is a compact real form for sl(4,C) (sl(4,C)=su(4)+isu(4)). It follows that L and the real Lie algebra generated by sl(4,C) are isomorphic, (since sl(4,C) is the complexification of su(4)).

    The above calculations show that the horizontal systems associated with three-spin systems starting with m=2 exhibit notable differences from the horizontal systems associated with two-spin systems that considerably complicate the time-optimal solutions. As demonstrated above, the reachable set G is isomorphic to SU(4)×SU(4) and K is isomorphic to SU(4), hence M=SU(4)×SU(4)/SU(4) is the associated symmetric Riemannian space. However, the Lie algebra generated by the controlled vector fields is a proper subalgebra of the isotropy algebra k (kv=su(2)×su(2) and k=su(4)), and therefore the associated homogeneous manifold G/Kv does not admit a natural metric compatible with the decomposition kv+kv. As a consequence, the time optimal solutions of the horizontal system

    dgdt=g(t)Adh(t)(a(AzAziI2)+b(iI2AzAz)),h(t)Kv

    are no longer given by the exponentials of matrices in p mainly because K is no longer the symmetry group for the horizontal system.

    The same phenomena occur in the three-spin chains with m=3. For then

    kv=su(2)I2I2+I2su(2)I2+I2I2su(2)

    is contained in the Lie algebra k equal to the linear span of kv and matrices of the form XYZ where each of X,Y,Z range over the matrices in su(2). A simple count shows that dim(k)=36. Then p, the linear span of matrices XYZ, where one of the matrices X,Y,Z is equal to iI2 and the remaining two are in su(2), is orthogonal to k. Since dim(p))=27, dim(p+k)=63=dim(su(8)). Hence su(8)=pk.

    Proposition 22. The preceding decomposition pk is a Cartan decomposition of Type AⅡ associated with the symmetric space SU(8)/Sp(4).

    Proof. Let us recall h=2(AzAyAx12I2) from Proposition 3. Since h is a point in SU(4), Ψ=(h00h) is a point in SU(8) and hence AdΨ is an isomorphism on su(8).

    Let AdΨ(XYZ)=M=(M11M12M12M22) where Mij are 4×4 matrices. To show that AdΨ(k) and AdΨ(p) correspond to a Cartan pair of type AII we need to show that AdΨ(k) satisfies M11=ˉM22 and M12=MT12, and AdΨ(p) satisfies M11=ˉM22,Tr(M11)=0, and MT12=M12.

    When X=12(ix3xˉxix3), Y=12(iy3yˉyiy3), Z=12(iz3zˉziz3), XYZ belongs to k and

    AdΨ(XYZ)=(ix3Adh(YZ)xAdh(YZ)ˉxAdh(YZ)ix3Adh(YZ))

    The formulas in Lemma 3 show that Adh(YZ) is a symmetric matrix with real entries. Hence ˉM22=M11 and MT12=M12.

    If one of X,Y,Z is equal to iI2 then XYZ belongs to p. When X=iI2 then

    AdΨ(iI2YZ)=(iAdh(YZ)00iAdh(YZ))=(M1100M22).

    Evidently, ˉM22=M11.

    In the complementary case when Y or Z is iI2 and X=12(ix3xˉxix3), M11=ix3Adh(YZ), M22=ix3Adh(YZ), and M12=xAdh(YZ). It follows that Adhi(YZ) is a skew-symmetric matrix and therefore, ˉM22=M11 and MT12=M12.

    In the remaining cases two elements in XYZ are equal to I2 and XYZ belongs to k. If Y=Z=I2 then M11=ix3I4,M22=ix3I4 and M12=xI4. Evidently M11=M22 and MT12=M12

    When X=I2 then either Y or Z is equal to I2. But then Adh(YZ) is a skew-symmetric matrix, and therefore M11=iAdh(YZ)=M22=iAdh(YZ), and M12=0. Hence AdΨ(k) and AdΨ(p) correspond to the Cartan factors of Type AⅡ.

    Proposition 23. For m=3 the three spin system (56) is controllable in SU(8).

    Proof. Let L denote the Lie algebra generated by Hd and kv. Then, [Hd,su2I22]=a(AzAziI2), and [AzAziI2,I2su(2)I2]=AzAzI2, where Az denotes the orthogonal complement of Az in su(2).

    Similarly, [Hd,I2I2su(2)]=b(iI2AzAz), and [iI2AzAz,I2su(2)I2]=iI2AzAz. Therefore, both iI2AzAz and AzAziI2 belong to L. In particular AxAxiI2, AyAyiI2, iI2AxAx, and iI2AyAy all belong to L.

    Analogous calculations with AxAxiI2, iI2AxAx, AyAyiI2, and iI2AyAy show that AxAxiI2, iI2AxAx belong to L, as well as AyAyiI2 and iI2AyAy.

    Therefore, su(2)su(2)iI2 and iI2su(2)su(2) belong to L. But then [su(2)su(2)iI2,iI2su(2)su(2)]=su(2)su(2)su(2). Hence kL. But then, su(2)iI2su(2) is contained in

    [su(2)su(2)iI2+iI2su(2)su(2),su(2)su(2)su(2)],

    and therefore, pL.

    The above suggests that one cannot expect time optimal solutions of three-spin chains to have a simple and computable form. However, there are some solvable cases that shed light on the general situation. One such case is a three-spin chain defined by the drift Hd=2(J12(IzIzI2)+J21(I2IzIz)) controlled by a single Hamiltonian Hc=I2y=I2IyI2. This system first appeared in studies on nuclear magnetic resonance spectroscopy ([3]), ([19]), ([4]).

    Let us first make some introductory remarks on the results presented in ([3], [4]). The aforementioned studies begin with the density equation

    dρdt=i[Hd+uHc,ρ] (5.17)

    associated with a right-invariant affine system

    dgdt=i(Hd+u(t)Hc)g(t), (5.18)

    with Hd=2(J12IzIzI2+J21I2IzIz) and Hc=I2IxI2.

    The density equation is assumed to evolve in the Hilbert space H of Hermitian matrices in isu(8) endowed with its natural scalar product X,Y=12Tr(XY). Recall that iX is Hermitian for each Xsu(n).

    Rather than studying the density equation directly, the above papers consider instead the time-optimal evolution of the expectation values of certain elements in H, where the expectation value of an element X along a solution ρ(t) is defined by X,ρ(t). It then follows that the expectation value of X evolves in time according to

    ddtX,ρ(t)=X,i[Hd+u(t)Hc),ρ]=[X,i(Hd+u(t)Hc)],ρ(t).

    In particular when X=X1=(IxI2I2), then [X1,i(Hd+u(t)Hc)],ρ(t)=J122(IxIzI2),ρ. Hence the expected value x1=X1,ρ evolves according to

    dx1dt=J122(IyIzI2),ρ=J12x2(t)

    where x2(t) is the expected value of X2=2(IyIzI2). Continuing this way one obtains new elements X3 and X4 whose expectation values x3(t) and x4(t) together with x1(t) and x2(t) satisfy a closed differential system

    dxdt=(010010u00u0k00k0)x(t),k=J23J12, (5.19)

    with the time rescaled by a factor J12, where x(t) is the column vector in R4 with the coordinates x1,x2,x3,x4. In fact, x3=2IxIyI2,ρ, and x4=4iIxIxIz,ρ ([4]). The above authors then pose the time-optimal problem of reaching (0,0,0,1)T from (1,0,0,0)T in the least amount of time. We will refer to this problem as the Yuan's optimal problem since it was originated in ([3]).

    Rather than tackling this problem directly, the papers ([3]), ([19]), ([4]) concentrate on certain lower dimensional approximations and then show that these approximations are integrable in terms of elliptic functions. As far as I know, the original problem remained open.

    We will show that Yuan's problem and the time optimal problem associated with the affine system (5.18) are essentially the same and both can be integrated in terms of elliptic functions.

    For the sake of consistency with the rest of the paper we will formulate (5.18) in the left-invariant way as

    dgdt=g(t)(i(Hd+u(t)Hc)), (5.20)

    with iHd=2(J12(IzIziI2)+J21(iI2IzIz)) and Hc=I2y, which we will write as iHd=2a(AzAziI2)+2b(iI2AzAz), a=J12,b=J23, and iHc=iI2y=I2AxI2. We will refer to the above system as a symmetric three-spin system.

    Proposition 24. If L denotes the Lie algebra generated by iHd and iHc then L is the vector space spanned by

    U1=I2AxI2,U2=2(AzAyiI2),U3=2(AzAziI2),V1=4(AzAxAz),V2=2(iI2AyAz),V3=2(iI2AzAz).

    Proof.

    [iHd,iHc]=[2a(AzAziI2)+2b(iI2AzAz),I2AxI2)]=2a(AzAyiI2)2b(iI2AyAz).

    Therefore H2=a(AzAyiI2)+b(iI2AyAz) is in L. Then

    [12Hd,H2]=14(a2+b2)(I2AxI2+2ab(AzAxAz),

    hence H3=AzAxAz belongs to L. Continuing,

    H4=[H2,H3]=14(a(iI2AzAz)+b(AzAziI2),

    is in L. But then

    4aH4+b2iHd=(b2a2)(iI2AzAz), and 4bH4+a2iHd=(a2b2)(AzAziI2),

    and hence, H5=AzAziI2, and H6=iI2AzAz are in L.

    Finally, [H5,Hc]=[AzAziI2,I2AxI2]=AzAyiI2, which it turn implies that iI2AyAz is in L. We have now shown that

    AzAziI2,iI2AzAz,I2AxI2,AzAyiI2,iI2AyAz,AzAxAz

    are contained in L.

    Let now

    U1=I2AxI2,U2=2(AzAyiI2),U3=2(AzAziI2),V1=4(AzAxAz),V2=2(iI2AyAz),V3=2(iI2AzAz).

    It is now easy to verify that the above matrices satisfy the following Lie bracket table

    Let L0 denote the linear span of matrices Ui,Vi,i=1,2,3. It follows from the above table that L0 is a Lie subalgebra of su(8). Since iHd and iHc belong to L0, LL0. But then L0L by our construction. Therefore L0=L.

    Corollary 7. L is isomorphic to so(4).

    Proof. Let ˆU1=e4e3,ˆU2=e2e4,ˆU3=e2e3, ˆV1=e2e1,ˆV2=e3e1,ˆV3=e4e1. Then ˆUi,ˆVi,i=1,2,3 is a standard basis in so(4) that conforms to the same Lie bracket table as displayed in Table 1.

    Table 1.   .
    [, ] U1 U2 U3 V1 V2 V3
    U1 0 U3 U2 0 V3 V2
    U2 U3 0 U1 V3 0 V1
    U3 U2 U1 0 V2 V1 0
    V1 0 V3 V2 0 U3 U2
    V2 V3 0 V1 U3 0 U1
    V3 V2 V1 0 U2 U1 0

     | Show Table
    DownLoad: CSV

    Proposition 25. The set of points reachable from the identity by the trajectories of

    dgdt=g(t)i((Hd+u(t)Hc)),g(0)=I8,

    is a six dimensional subgroup G of SU(8) isomorphic to SO(4).

    Proof. L is a Lie algebra isomorphic to so(4), which is also isomorphic to su(2)×su(2). In fact if g1 is the linear span of 12(U1+V1),12(U2+V2),12(U3+V3), and g2 is the linear span of 12(U1V1),12(U2V2),12(U3V3), then L=g1g2, [g1,g2]=0 and each factor gi is isomorphic to su(2).

    Since L is isomorphic to su(2)×su(2) there is a subgroup ˜G in SU(8) which is isomorphic to SU(2)×SU(2) (Lie algebras are in one to one correspondence with simply connected Lie groups ([6])). But then SU(2)×SU(2) is a double cover of SO(4) and SO(4) is the connected component of SU(2)×SU(2) that contains the group identity (see for instance [11]). Therefore the reachable set of (5.20) is a subgroup G of ˜G isomorphic to SO(4).

    In terms of the notations introduced above (5.20) can be rewritten as

    dgdt=g(t)((aU3+bV3)+u(t)U1),g(0)=I, (5.21)

    or as

    dgdt=g(t)((kU3+V3)+u(t)U1),k=ab,g(0)=I, (5.22)

    after suitable reparametrizations (ttb,uub).

    We will now reformulate Yuan's problem as a variational problem on the sphere S4 realized as the quotient SO(4)/K,K={1}×SO(3) under the right action (g,x)g1x. Then equation (5.19) can be recast as

    dgdt=g(t)(010010u00u0k00k0),g(0)=I,x(t)=g1(t)e1

    or as

    dgdt=g(t)(˜V1+k˜U1+u˜U3),x(t)=g1(t)e1 (5.23)

    in terms of the basis ˆU1=e4e3,ˆU2=e2e4,ˆU3=e2e3,ˆV1=e2e1,ˆV2=e3e1,ˆV3=e4e1 introduced in the preceding corollary.

    Proposition 26. Yuan's differential system (5.23) is isomorphic to the affine-symmetric system (5.22).

    Proof. Let R=(1000000100100100). Then RSO(4) and hence, R1=RT. If ˜g(t)=Rg(t)R1 then ˜g(t) is a solution curve of

    d˜gdt=˜g(t)(ˆV3+kˆU3+u(t)ˆU1) (5.24)

    for any solution g(t) of equation (5.23). The correspondence Ui˜Ui,Vi˜Vi is a Lie algebra isomorphism from L onto so(4,R). So (5.23) and (5.24) are isomorphic and (5.24) and (5.22) are isomorphic.

    It follows that the time optimal solutions of (5.23) and (5.22) are qualitatively the same, apart from the fact that in Yuan's problem time optimality is relative to the cosets gK. We will come back to this point later on in the text. Let us now come to the horizontal three-spin symmetric system

    dgdt=g(t)Adh(t)(kU3+V3), (5.25)

    where h(t) is a solution of dhdt=u(t)h(t)U1). Since (2U1)2=I8 where I8 is the identity in SU(8),

    e2U1t=I8(1t22+t44!)+2U1(tt33!+t55!)=I8cost+2U1sint,

    or eU1t=I8cost2+2U1sint2. Let now θ(t)=t0u(s)ds+θ0. Then

    h(t)=eθ(t)U1=Icos12θ(t)+2U1sin12θ(t).

    Easy calculations show that

    U1U3U1=14U3,U1V3U1=14V3, and [U1,(kU3+V3)]=(kU2+V2).

    Therefore,

    h(t)(kU3+V3)h1(t)=(kU3+V3)cosθ(kU2+V2)sinθ.

    It follows that (5.25) is of the form

    dgds=g(t)(V3+kU3)u1(s)+(V2+kU2)u2(s)),g(0)=I, (5.26)

    where u1(s)=cosθ(s),u2(s)=sinθ(s). To pass to its convex extension it is sufficient to enlarge the controls to the ball u21+u221.

    We will now consider the time optimal problem in the reachable group G in SU(8) associated with the above convex system.

    We remind the reader that , is the scalar product on su(8) given by A,B=12Tr(AB). This scalar product is a multiple of the Killing form and hence satisfies [A,B],C=A,[B,C] for any matrices A,B,C in su(8). Relative to , matrices U1,U2,U3,V1,V2,V3 constitute an orthonormal basis. Then G with the left-invariant metric induced by the above scalar product becomes a Riemannian manifold as well as a sub-Riemannian manifold with the sub-Riemannian length defined over the horizontal curves by

    T0||u1(t)(V3+kU3)+u2(t)(V2+kU2)||dt=1+k2T0u21(t)+u22(t)dt.

    Thus a horizontal curve g(t) that connects g0=I to a point g1G in T units of time is a curve of minimal length if and only if T0u21(t)+u22(t)dt is minimal. As expected the non-stationary time optimal horizontal curves coincide with the sub-Riemannian geodesics of shortest length.

    The sub-Riemannian metric induces a Riemannian metric on the quotient space M=G/Kv with the geodescs on M equal the projections of the sub-Riemannian geodescs in G that connect the initial coset Kv to the terminal coset g1Kv. It is important to note that the above sub-Riemannian metric is not of contact type, that is, [Γ,Γ]L where Γ denotes the vector space spanned by V2+kU2 and V3+kU3. Instead,

    Γ+[Γ,Γ+[Γ,[Γ,Γ]]=L,k1.

    Secondly, it may be important to note that the induced metric on G/Kv is not symmetric.

    Let us now use the maximum principle to get the extremal curves associated with the above time optimal problem.

    We will follow the formalism outlined in Section 3, in which the cotangent bundle TG is trivialized by the left-translations and represented as G×g, where g denotes the dual of g., Then g will be identified with g via , with g identified with Lg through the formula L,X=(X) for any Xg. Every Lg admits a representation L=3i=1PiBi+MiAi where Pi=(Bi) and Mi=(Ai).

    Then the Hamiltonian lift of the horizontal system (5.26) is given by

    H()=((V3+kU3)u1+(V2+kU2)u2)=L,(V3+kU3)u1+(V2+kU2)u2=(P3+kM3)u1+(P2+kM2)u2,

    where Pi=L,Vi, and Mi=L,Ui, i=1,2,3.

    We recall that the Hamiltonian equations associated with H are given by the equations

    dgdt=g(t)dH(t),ddt(t)=ad(dH(t))((t))

    where dH=(V3+kU3)u1(t)+(V2+kU2)u2(t), or, dually by dLdt=[dH,L]. In the coordinates, Pi,Mi the preceding equations take on the following form

    ˙M1=(P2+kM2)u1(P3+kM3)u2,˙M2=(P1+kM1)u1,˙M3=(P1+kM1)u2,˙P1=(M2+kP2)u1(M3+kP3)u2,˙P2=(M1+kP1)u1,˙P3=(M1+kP1)u2. (5.27)

    According to the maximum principle time optimal trajectories are the projections of the extremal curves which can be abnormal and normal. In the abnormal case the maximum principle results in the constraints

    P2(t)+kM2(t)=0,P3(t)+kM3(t)=0, (5.28)

    while in the normal case the maximum principle singles out the Hamiltonian

    H=12(P3+kM3)2+(P2+kM2)2,

    generated by the extremal controls u1=P3+kM3,u2=P2+kM2, whose integral curves on energy level H=12 coincide with the normal extremal curves. Let us begin with the abnormal extremals.

    Proposition 27. Abnormal extremal curves associated with the time optimal curves g(t) are generated by the controls

    u1(t)=c1cosωt+c2sinωt,u2(t)=c1sinωtc2cosωt,c21+c22=1

    and are confined to the manifold

    P2(t)+kM2(t)=P3+kM3(t)=M1(t)+kP1(t)+k(P1(t)+kM1(t))=0.

    In addition, M1(t) and P1(t) are constant. On M1=0, both u1 and u2 are constant, hence g(t) is a Riemannian geodesic in G.

    Proof. As stated above, abnormal extremal curves satisfy

    P2(t)+kM2(t)=0,P3(t)+kM3(t)=0,

    and when they correspond to a time optimal curve, then they satisfy another constraint, known as the Goh condition, namely

    {P2+kM2,P3+kM3}=0,

    which yields

    M1+kP1+k(P1+kM1)=0. (5.29)

    Since ˙M1={H,M1}=(P2+kM2)u1(P3+kM3)u2=0, M1 is constant, and hence P1 must be constant also.

    Upon differentiating (5.29) along the extremal curve we get

    2k((M2+kP2)u1+(M3+kP3)u2)=0,

    which implies that

    u1(t)=M3(t)+kP3(t),u2(t)=M2(t)+kP2(t),

    since time optimality demands that u21+u22=1 whenever u0. Then

    ˙u1(t)=˙M3(t)+k˙P3(t)=(P1+kM1+k(M1+kP1))u2(t))=ωu2(t),˙u2(t)=˙M2(t)+k˙P2(t)=(P1+kM1+k(M1+kP1))u1(t))=ωu1(t),

    hence

    u1(t)=c1cosωt+c2sinωt,u2(t)=c1sinωtc2cosωt.

    On M1=0, P1=0, and ω=0.

    We now come to the normal extremals. Let us first note that the Poisson equation dLdt=[dH,L] that governs the normal extremals is completely integrable on each coadjoint orbit in so(4) for the following reasons: so(4) is of rank two, and hence admits two universal conservation laws (Casimirs)

    I1=||M||2+||P||2,I2=M1P1+M2P2+M3P3.

    Therefore, generic coadjoint orbits are four dimensional, and since coadjoint orbits are symplectic, they admit at most two independent integrals of motion functionally independent from the Casimirs. In the present case, I3=M1 and H=12(P2+kM2)2+(P3+kM3)2) are the required integrals. The fact that M1 is constant was clear from the very beginning since Kv={eεU1,εR} is a symmetry for (5.26).

    We will now show that the normal extremals can be integrated by quadrature in terms of elliptic functions on the manifold

    c1=2(H2kI2),c2=M1,c3=I1M21,c4=I2

    Then,

    c1=2(HkI2)=(P2+kM2)2+(P3+kM3)22k(P1M1+P2M2+P3M3)=P22+P23+k2(M22+M23)2kP1M1, and P22+P23+M22+M23=I1P21M21=c3P21.

    It follows that

    (1k2)(P22+P23)=c1+2kP1c2k2(c3P21)=c1k2c32kc2P1+k2P21,(1k2)(M22+M23)=c3P21(c1+2kP1c2)=c3c12kc2P1P21.

    We now have

    1(1k2)2(dP1dt)2=(P2M3P3M2)2=P22M23+P23M222P2P3M2M3=P22M23+P23M22(P2M2+P3M3)2+P22M22+P23M23=(P22+P23)(M22+M23)(I2P1M1)2=1(1k2)2(c1k2c3+2kc2P1M1+k2P21))(c3c12kc2P1P21)(I2P1M1)2.

    Hence,

    (dP1dt)2=(c1k2c3+2kc2P1+k2P21))(c3c12kc2P1)P21)(1k2)2(I1M1P1)2=k2P412kM1P31(k2+1)+αP21+βP1+γ,

    where

    α=2k2c3c1(1+k2)4k2M21(1k2)2M21I21,β=(2kc2(k2+1)c32c1)+2(1k2)2c4c2,γ=(c1k2c3)(c3c1)(1k2)2c24.

    It is well known that the solutions of dzdt=P(z) with P a fourth degree polynomial can be solved in terms of elliptic integrals (for instance, see ([20])).

    The remaining variables can be integrated by quadrature through the representation

    u1(t)=cosθ(t),u2(t)=sinθ(t). (5.30)

    Then

    u2(t)˙θ(t)=˙u1(t)=˙P3+k˙M3=(M1+kP1)+k(P1+kM1))u2(t)

    yields

    θ(t)=θ(0)t0(c2(1+k2)+2kP1(s))ds. (5.31)

    Hence the extremal controls are now specified and the projected curve g(t) is obtained as a solution of a fixed ordinary differential equation.

    In the presence of the transversality conditions, M1=0, and the above equation simplifies. For when M1=0,

    (dP1dt)2=k2P41+αP21+γ

    Then ξ=P21 is a solution of

    (12dξdt)2=P21(dP1dt)2=k2ξ3+αξ2+γξ. (5.32)

    The preceding equation can be put in its canonical form dξdt=4ξ3g2ξg1 and then can be solved in terms of the Weierstrass' function ([7]), page 113).

    The solutions of Yuan's optimal problem satisfy additional transversality conditions, namely, the extremal curve L(t) is orthogonal to k at the initial and the terminal time, where k is the Lie algebra spanned by U1,U2,U3. That means that Mi(0)=0 and Mi(T)=0 for i=1,2,3. Such extremal curves reside on I2=0.

    The author declares not having used Artificial Intelligence (AI) tools in the creation of this article.

    I am grateful to Fatima Silva Leite for her constructive criticisms of an earlier version of the paper as well as for her help with various technical requirements imposed by the publisher.

    The author declares there is no conflict of interest.



    Conflict of interest



    The author declares no conflict of interest.

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