M o v in g F ra m e s, V a ria tio n a l P ro b le m s ...olver/t_/case.pdf · su " ciently sm all...

98
Moving Frames, Variational Problems, & Geometric Curve Flows Peter J. Olver University of Minnesota http://www.math.umn.edu/ olver Case Western, October, 2009

Transcript of M o v in g F ra m e s, V a ria tio n a l P ro b le m s ...olver/t_/case.pdf · su " ciently sm all...

  • Moving Frames,Variational Problems, &Geometric Curve Flows

    Peter J. Olver

    University of Minnesota

    http://www.math.umn.edu/∼ olver

    Case Western, October, 2009

  • Basic Notation

    x = (x1, . . . , xp) — independent variables

    u = (u1, . . . , uq) — dependent variables

    uαJ = ∂Juα — partial derivatives

    F (x, u(n)) = F ( . . . xk . . . uαJ . . . ) — differential function

    G — transformation group acting on the space of independent

    and dependent variables

  • Variational Problems

    I[u ] =∫

    L(x, u(n)) dx — variational problem

    L(x, u(n)) — Lagrangian

    Variational derivative — Euler-Lagrange equations: E(L) = 0

    components: Eα(L) =∑

    J

    (−D)J∂L

    ∂uαJ

    DkF =∂F

    ∂xk+

    α,J

    uαJ,k∂F

    ∂uαJ— total derivative of F with respect to xk

  • Invariant Variational Problems

    According to Lie, any G–invariant variational problem can be

    written in terms of the differential invariants:

    I[u ] =∫

    L(x, u(n)) dx =∫

    P ( . . . DKIα . . . ) ω

    I1, . . . , I" — fundamental differential invariants

    D1, . . . ,Dp — invariant differential operators

    DKIα — differentiated invariants

    ω = ω1 ∧ · · · ∧ ωp — invariant volume form

  • If the variational problem is G-invariant, so

    I[u ] =∫

    L(x, u(n)) dx =∫

    P ( . . . DKIα . . . ) ω

    then its Euler–Lagrange equations admit G as a symmetrygroup, and hence can also be expressed in terms of the differ-ential invariants:

    E(L) $ F ( . . . DKIα . . . ) = 0

    Main Problem:

    Construct F directly from P .

    (P. Griffiths, I. Anderson )

  • Planar Euclidean group G = SE(2)

    κ =uxx

    (1 + u2x)3/2

    — curvature (differential invariant)

    ds =√

    1 + u2x dx — arc length

    D =d

    ds=

    1√

    1 + u2x

    d

    dx— arc length derivative

    Euclidean–invariant variational problem

    I[u ] =∫

    L(x, u(n)) dx =∫

    P (κ,κs,κss, . . . ) ds

    Euler-Lagrange equations

    E(L) $ F (κ,κs,κss, . . . ) = 0

  • Euclidean Curve Examples

    Minimal curves (geodesics):

    I[u ] =∫

    ds =∫ √

    1 + u2x dx

    E(L) = −κ = 0=⇒ straight lines

    The Elastica (Euler):

    I[u ] =∫

    12 κ

    2 ds =∫ u2xx dx

    (1 + u2x)5/2

    E(L) = κss +12 κ

    3 = 0=⇒ elliptic functions

  • General Euclidean–invariant variational problem

    I[u ] =∫

    L(x, u(n)) dx =∫

    P (κ,κs,κss, . . . ) ds

    Invariantized Euler–Lagrange expression

    E(P ) =∞∑

    n=0

    (−D)n∂P

    ∂κnD =

    d

    ds

    Invariantized Hamiltonian

    H(P ) =∑

    i>j

    κi−j (−D)j ∂P

    ∂κi− P

  • General Euclidean–invariant variational problem

    I[u ] =∫

    L(x, u(n)) dx =∫

    P (κ,κs,κss, . . . ) ds

    Invariantized Euler–Lagrange expression

    E(P ) =∞∑

    n=0

    (−D)n∂P

    ∂κnD =

    d

    ds

    Invariantized Hamiltonian

    H(P ) =∑

    i>j

    κi−j (−D)j ∂P

    ∂κi− P

  • General Euclidean–invariant variational problem

    I[u ] =∫

    L(x, u(n)) dx =∫

    P (κ,κs,κss, . . . ) ds

    Invariantized Euler–Lagrange expression

    E(P ) =∞∑

    n=0

    (−D)n∂P

    ∂κnD =

    d

    ds

    Invariantized Hamiltonian

    H(P ) =∑

    i>j

    κi−j (−D)j ∂P

    ∂κi− P

  • I[u ] =∫

    L(x, u(n)) dx =∫

    P (κ,κs,κss, . . . ) ds

    Euclidean–invariant Euler-Lagrange formula

    E(L) = (D2 + κ2) E(P ) + κH(P ) = 0

    The Elastica: I[u ] =∫

    12 κ

    2 ds P = 12 κ2

    E(P ) = κ H(P ) = −P = − 12 κ2

    E(L) = (D2 + κ2) κ + κ (− 12 κ2 )

    = κss +12 κ

    3 = 0

  • I[u ] =∫

    L(x, u(n)) dx =∫

    P (κ,κs,κss, . . . ) ds

    Euclidean–invariant Euler-Lagrange formula

    E(L) = (D2 + κ2) E(P ) + κH(P ) = 0

    The Elastica: I[u ] =∫

    12 κ

    2 ds P = 12 κ2

    E(P ) = κ H(P ) = −P = − 12 κ2

    E(L) = (D2 + κ2) κ + κ (− 12 κ2 )

    = κss +12 κ

    3 = 0

  • Moving Frames

    G — r-dimensional Lie group acting on M

    Jn = Jn(M,p) — nth order jet bundle for

    p-dimensional submanifolds N = {u = f(x)} ⊂M

    z(n) = (x, u(n)) = ( . . . xi . . . uαJ . . . ) — coordinates on Jn

    G acts on Jn by prolongation (chain rule)

  • Definition.

    An nth order moving frame is a G-equivariant map

    ρ = ρ(n) : V ⊂ Jn −→ G

    Equivariance:

    ρ(g(n) · z(n)) =

    g · ρ(z(n)) left moving frame

    ρ(z(n)) · g−1 right moving frame

    Note: ρleft(z(n)) = ρright(z

    (n))−1

  • Theorem. A moving frame exists in a neighborhoodof a point z(n) ∈ Jn if and only if G acts freelyand regularly near z(n).

    • free — the only group element g ∈ G which fixes one point

    z ∈M is the identity: g · z = z if and only if g = e.

    • locally free — the orbits have the same dimension as G.

    • regular — all orbits have the same dimension and intersect

    sufficiently small coordinate charts only once

    ( )≈ irrational flow on the torus)

  • Geometric Construction

    z

    Oz

    Normalization = choice of cross-section to the group orbits

  • Geometric Construction

    z

    Oz

    K

    k

    Normalization = choice of cross-section to the group orbits

  • Geometric Construction

    z

    Oz

    K

    k

    g = ρleft(z)

    Normalization = choice of cross-section to the group orbits

  • Geometric Construction

    z

    Oz

    K

    k

    g = ρright(z)

    Normalization = choice of cross-section to the group orbits

  • The Normalization Construction

    1. Write out the explicit formulas for theprolonged group action:

    w(n)(g, z(n)) = g(n) · z(n)

    =⇒ Implicit differentiation

    2. From the components of w(n), choose r = dim Gnormalization equations :

    w1(g, z(n)) = c1 . . . wr(g, z

    (n)) = cr

    3. Solve the normalization equations for the group parametersg = (g1, . . . , gr):

    g = ρ(z(n)) = ρ(x, u(n))

    The solution is the right moving frame.

  • 4. Invariantization: substitute the moving frame formulas

    g = ρ(z(n)) = ρ(x, u(n))

    for the group parameters into the un-normalized components ofw(n) to produce a complete system of functionally independentdifferential invariants:

    I(n)(x, u(n)) = ι(z(n)) = w(n)(ρ(z(n)), z(n)))

  • Euclidean plane curves G = SE(2)

    Assume the curve is (locally) a graph:

    C = {u = f(x)}

    Write out the group transformations

    y = x cosφ− u sinφ + a

    v = x cosφ + u sinφ + b

    w = R z + c

  • Prolong to Jn via implicit differentiationy = x cosφ− u sinφ + a v = x cosφ + u sinφ + b

    vy =sinφ + ux cosφ

    cosφ− ux sinφvyy =

    uxx(cosφ− ux sinφ)

    3

    vyyy =(cosφ − ux sinφ )uxxx − 3u

    2xx sinφ

    (cosφ − ux sinφ )5

    ...

    Choose a cross-section, or, equivalently a set of r = dimG = 3normalization equations:

    y = 0 v = 0 vy = 0

    Solve the normalization equations for the group parameters:

    φ = − tan−1 ux a = −x + uux√

    1 + u2xb =

    xux − u√1 + u2x

    The result is the right moving frame ρ : J1 −→ SE(2)

  • Substitute into the moving frame formulas for the group pa-rameters into the remaining prolonged transformation formulaeto produce the basic differential invariants:

    vyy +−→ κ =uxx

    (1 + u2x)3/2

    vyyy +−→dκ

    ds=

    (1 + u2x)uxxx − 3uxu2xx

    (1 + u2x)3

    vyyyy +−→d2κ

    ds2+ 3κ3 = · · ·

    Theorem. All differential invariants are functions of thederivatives of curvature with respect to arc length:

    κdκ

    ds

    d2κ

    ds2· · ·

  • The invariant differential operators and invariant differentialforms are also substituting the moving frame formulas forthe group parameters:

    Invariant one-form — arc length

    dy = (cosφ− ux sinφ) dx +−→ ds =√

    1 + u2x dx

    Invariant differential operator — arc length derivative

    d

    dy=

    1

    cosφ− ux sinφ

    d

    dx+−→

    d

    ds=

    1√

    1 + u2x

    d

    dx

  • Euclidean Curves

    x

    e1

    e 2

    Left moving frame ρ̃(x, u(1)) = ρ(x, u(1))−1

    ã = x b̃ = u φ̃ = tan−1 ux

    R =1

    √1 + u2x

    (1 −uxux 1

    )

    = ( t n ) ã =

    (xu

    )

  • InvariantizationThe process of replacing group parameters in transformation

    rules by their moving frame formulae is known asinvariantization.

    The invariantization I = ι(F ) is the unique invariant functionthat agrees with F on the cross-section: I | K = F | K.

    Invariantization respects algebraic operations, and providesa canonical projection that maps objects to their invari-antized counterparts.

    ι :

    Functions −→ Invariants

    Forms −→ Invariant Forms

    Differential

    Operators−→

    Invariant Differential

    Operators

  • Fundamental differential invariants = invariantized jet coordinates

    Hi(x, u(n)) = ι(xi) IαK(x, u(l)) = ι(uαK)

    The constant differential invariants, coming from the movingframe normalizations, are known as the phantom invariants .The remaining non-constant differential invariants are thebasic invariants and form a complete system of functionallyindependent differential invariants.

    Invariantization of differential functions:

    ι [ F ( . . . xi . . . uαJ . . . ) ] = F ( . . . Hi . . . IαJ . . . )

    Replacement Theorem:

    If J is a differential invariant, then ι(J) = J .

    J( . . . xi . . . uαJ . . . ) = J( . . . Hi . . . IαJ . . . )

  • The Infinite Jet Bundle

    Jet bundles

    M = J0 ←− J1 ←− J2 ←− · · ·

    Inverse limitJ∞ = lim

    n→∞Jn

    Local coordinates

    z(∞) = (x, u(∞)) = ( . . . xi . . . uαJ . . . )

    =⇒ Taylor series

  • Differential Forms

    Coframe — basis for the cotangent space T∗J∞:

    • Horizontal one-forms

    dx1, . . . , dxp

    • Contact (vertical) one-forms

    θαJ = duαJ −

    p∑

    i=1

    uαJ,i dxi

    Intrinsic definition of contact form

    θ | j∞N = 0 ⇐⇒ θ =∑

    AαJ θαJ

  • The Variational Bicomplex=⇒ Dedecker, Vinogradov, Tsujishita, I. Anderson, . . .

    Bigrading of the differential forms on J∞:

    Ω∗ =M

    r,sΩr,s

    r = # horizontal forms

    s = # contact forms

    Vertical and Horizontal Differentials

    d = dH + dV

    dH : Ωr,s −→ Ωr+1,s

    dV : Ωr,s −→ Ωr,s+1

  • Vertical and Horizontal Differentials

    F (x, u(n)) — differential function

    dH F =p∑

    i=1

    (DiF ) dxi — total differential (gradient)

    dV F =∑

    α,J

    ∂F

    ∂uαJθαJ — first variation

    dH (dxi) = dV (dx

    i) = 0,

    dH (θαJ ) =

    p∑

    i=1

    dxi ∧ θαJ,i dV (θαJ ) = 0

  • Vertical and Horizontal Differentials

    F (x, u(n)) — differential function

    dH F =p∑

    i=1

    (DiF ) dxi — total differential (gradient)

    dV F =∑

    α,J

    ∂F

    ∂uαJθαJ — first variation

    dH (dxi) = dV (dx

    i) = 0,

    dH (θαJ ) =

    p∑

    i=1

    dxi ∧ θαJ,i dV (θαJ ) = 0

  • Vertical and Horizontal Differentials

    F (x, u(n)) — differential function

    dH F =p∑

    i=1

    (DiF ) dxi — total differential (gradient)

    dV F =∑

    α,J

    ∂F

    ∂uαJθαJ — first variation

    dH (dxi) = dV (dx

    i) = 0,

    dH (θαJ ) =

    p∑

    i=1

    dxi ∧ θαJ,i dV (θαJ ) = 0

  • Vertical and Horizontal Differentials

    F (x, u(n)) — differential function

    dH F =p∑

    i=1

    (DiF ) dxi — total differential (gradient)

    dV F =∑

    α,J

    ∂F

    ∂uαJθαJ — first variation

    dH (dxi) = dV (dx

    i) = 0,

    dH (θαJ ) =

    p∑

    i=1

    dxi ∧ θαJ,i dV (θαJ ) = 0

  • The Simplest Example

    (x, u) ∈M = R2x — independent variable

    u — dependent variable

    Horizontal formdx

    Contact (vertical) forms

    θ = du− ux dx

    θx = dux − uxx dx

    θxx = duxx − uxxx dx

    ...

  • θ = du− ux dx, θx = dux − uxx dx, θxx = duxx − uxxx dx

    Differential:

    dF =∂F

    ∂xdx +

    ∂F

    ∂udu +

    ∂F

    ∂uxdux +

    ∂F

    ∂uxxduxx + · · ·

    = (DxF ) dx +∂F

    ∂uθ +

    ∂F

    ∂uxθx +

    ∂F

    ∂uxxθxx + · · ·

    = dH F + dV F

    Total derivative:

    DxF =∂F

    ∂x+

    ∂F

    ∂uux +

    ∂F

    ∂uxuxx +

    ∂F

    ∂uxxuxxx + · · ·

  • The Variational Bicomplex... ... ... ... ...

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,3dH" Ω1,3

    dH" · · ·dH" Ωp−1,3

    dH" Ωp,3π

    " F3

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,2dH" Ω1,2

    dH" · · ·dH" Ωp−1,2

    dH" Ωp,2π

    " F2

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,1dH" Ω1,1

    dH" · · ·dH" Ωp−1,1

    dH" Ωp,1π

    " F1

    dV!

    dV!

    dV!

    dV!

    ##

    ##$E

    R→ Ω0,0dH" Ω1,0

    dH" · · ·dH" Ωp−1,0

    dH" Ωp,0

    conservation laws Lagrangians PDEs (Euler–Lagrange) Helmholtz conditions

  • The Variational Bicomplex... ... ... ... ...

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,3dH" Ω1,3

    dH" · · ·dH" Ωp−1,3

    dH" Ωp,3π

    " F3

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,2dH" Ω1,2

    dH" · · ·dH" Ωp−1,2

    dH" Ωp,2π

    " F2

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,1dH" Ω1,1

    dH" · · ·dH" Ωp−1,1

    dH" Ωp,1π

    " F1

    dV!

    dV!

    dV!

    dV!

    ##

    ##$E

    R→ Ω0,0dH" Ω1,0

    dH" · · ·dH" Ωp−1,0

    dH" Ωp,0

    conservation laws Lagrangians PDEs (Euler–Lagrange) Helmholtz conditions

  • The Variational Bicomplex... ... ... ... ...

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,3dH" Ω1,3

    dH" · · ·dH" Ωp−1,3

    dH" Ωp,3π

    " F3

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,2dH" Ω1,2

    dH" · · ·dH" Ωp−1,2

    dH" Ωp,2π

    " F2

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,1dH" Ω1,1

    dH" · · ·dH" Ωp−1,1

    dH" Ωp,1π

    " F1

    dV!

    dV!

    dV!

    dV!

    ##

    ##$E

    R→ Ω0,0dH" Ω1,0

    dH" · · ·dH" Ωp−1,0

    dH" Ωp,0

    conservation laws Lagrangians PDEs (Euler–Lagrange) Helmholtz conditions

  • The Variational Bicomplex... ... ... ... ...

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,3dH" Ω1,3

    dH" · · ·dH" Ωp−1,3

    dH" Ωp,3π

    " F3

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,2dH" Ω1,2

    dH" · · ·dH" Ωp−1,2

    dH" Ωp,2π

    " F2

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,1dH" Ω1,1

    dH" · · ·dH" Ωp−1,1

    dH" Ωp,1π

    " F1

    dV!

    dV!

    dV!

    dV!

    ##

    ##$E

    R→ Ω0,0dH" Ω1,0

    dH" · · ·dH" Ωp−1,0

    dH" Ωp,0

    conservation laws Lagrangians PDEs (Euler–Lagrange) Helmholtz conditions

  • The Variational Bicomplex... ... ... ... ...

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,3dH" Ω1,3

    dH" · · ·dH" Ωp−1,3

    dH" Ωp,3π

    " F3

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,2dH" Ω1,2

    dH" · · ·dH" Ωp−1,2

    dH" Ωp,2π

    " F2

    dV!

    dV!

    dV!

    dV!

    δ!

    Ω0,1dH" Ω1,1

    dH" · · ·dH" Ωp−1,1

    dH" Ωp,1π

    " F1

    dV!

    dV!

    dV!

    dV!

    ##

    ##$E

    R→ Ω0,0dH" Ω1,0

    dH" · · ·dH" Ωp−1,0

    dH" Ωp,0

    conservation laws Lagrangians PDEs (Euler–Lagrange) Helmholtz conditions

  • The Variational Derivative

    E = π ◦ dV

    dV — first variationπ — integration by parts = mod out by image of dH

    Ωp,0 −→dV

    Ωp,1 −→π

    F1 = Ωp,1/ dH Ωp−1,1

    λ = Ldx −→∑

    α,J

    ∂L

    ∂uαJθαJ ∧ dx −→

    q∑

    α=1

    Eα(L) θα ∧ dx

    Variational

    problem−→

    First

    variation−→

    Euler–Lagrange

    source form

  • The Simplest Example: (x, u) ∈M = R2

    Lagrangian form: λ = L(x, u(n)) dx ∈ Ω1,0

    First variation — vertical derivative:

    dλ = dV λ = dV L ∧ dx

    =

    (∂L

    ∂uθ +

    ∂L

    ∂uxθx +

    ∂L

    ∂uxxθxx + · · ·

    )

    ∧ dx ∈ Ω1,1

    Integration by parts — compute modulo im dH :

    dλ ∼ δλ =

    (∂L

    ∂u−Dx

    ∂L

    ∂ux+ D2x

    ∂L

    ∂uxx− · · ·

    )

    θ ∧ dx ∈ F1

    = E(L) θ ∧ dx

    =⇒ Euler-Lagrange source form.

  • The Simplest Example: (x, u) ∈M = R2

    Lagrangian form: λ = L(x, u(n)) dx ∈ Ω1,0

    First variation — vertical derivative:

    dλ = dV λ = dV L ∧ dx

    =

    (∂L

    ∂uθ +

    ∂L

    ∂uxθx +

    ∂L

    ∂uxxθxx + · · ·

    )

    ∧ dx ∈ Ω1,1

    Integration by parts — compute modulo im dH :

    dλ ∼ δλ =

    (∂L

    ∂u−Dx

    ∂L

    ∂ux+ D2x

    ∂L

    ∂uxx− · · ·

    )

    θ ∧ dx ∈ F1

    = E(L) θ ∧ dx

    =⇒ Euler-Lagrange source form.

  • The Simplest Example: (x, u) ∈M = R2

    Lagrangian form: λ = L(x, u(n)) dx ∈ Ω1,0

    First variation — vertical derivative:

    dλ = dV λ = dV L ∧ dx

    =

    (∂L

    ∂uθ +

    ∂L

    ∂uxθx +

    ∂L

    ∂uxxθxx + · · ·

    )

    ∧ dx ∈ Ω1,1

    Integration by parts — compute modulo im dH :

    dλ ∼ δλ =

    (∂L

    ∂u−Dx

    ∂L

    ∂ux+ D2x

    ∂L

    ∂uxx− · · ·

    )

    θ ∧ dx ∈ F1

    = E(L) θ ∧ dx

    =⇒ Euler-Lagrange source form.

  • To analyze invariant variational problems,

    invariant conservation laws, etc., we

    apply the moving frame invariantization

    process to the variational bicomplex:

  • The Invariant Variational Complex

    =⇒ Joint work with Irina Kogan.

    ι — invariantization associated with moving frame ρ.

    • Fundamental differential invariants

    Hi(x, u(n)) = ι(xi) IαK(x, u(n)) = ι(uαK)

    • Invariant horizontal forms

    +i = ι(dxi)

    • Invariant contact forms

    ϑαJ = ι(θαJ )

  • The Invariant Variational Complex

    =⇒ Joint work with Irina Kogan.

    ι — invariantization associated with moving frame ρ.

    • Fundamental differential invariants

    Hi(x, u(n)) = ι(xi) IαK(x, u(n)) = ι(uαK)

    • Invariant horizontal forms

    +i = ι(dxi)

    • Invariant contact forms

    ϑαJ = ι(θαJ )

  • The Invariant Variational Complex

    =⇒ Joint work with Irina Kogan.

    ι — invariantization associated with moving frame ρ.

    • Fundamental differential invariants

    Hi(x, u(n)) = ι(xi) IαK(x, u(n)) = ι(uαK)

    • Invariant horizontal forms

    +i = ι(dxi)

    • Invariant contact forms

    ϑαJ = ι(θαJ )

  • The Invariant Variational Complex

    =⇒ Joint work with Irina Kogan.

    ι — invariantization associated with moving frame ρ.

    • Fundamental differential invariants

    Hi(x, u(n)) = ι(xi) IαK(x, u(n)) = ι(uαK)

    • Invariant horizontal forms

    +i = ι(dxi)

    • Invariant contact forms

    ϑαJ = ι(θαJ )

  • The Invariant “Quasi–Tricomplex”

    Differential formsΩ∗ =

    M

    r,sΩ̂r,s

    Differentiald = dH + dV + dW

    dH : Ω̂r,s −→ Ω̂r+1,s

    dV : Ω̂r,s −→ Ω̂r,s+1

    dW : Ω̂r,s −→ Ω̂r−1,s+2

    Key fact: Invariantization and differentiation do not commute:

    d ι(Ω) )= ι(dΩ)

  • The Universal Recurrence Formula

    d ι(Ω) = ι(dΩ) +r∑

    k=1

    νk ∧ ι [vk(Ω)]

    v1, . . . ,vr — basis for g — infinitesimal generators

    ν1, . . . , νr — invariantized dual Maurer–Cartan forms

    ν = κ+ + C(ϑ)

    κ — Maurer–Cartan invariantsC — Maurer–Cartan operator

    =⇒ uniquely determined by the recurrence formulae for thephantom differential invariants

  • d ι(Ω) = ι(dΩ) +r∑

    k=1

    νk ∧ ι [vk(Ω)]

    . . . All identities, commutation formulae, syzygies, etc.,among differential invariants and, more generally,the invariant variational bicomplex follow from thisuniversal formula by letting Ω range over the basicfunctions and differential forms!

    . . . Moreover, determining the structure of the differentialinvariant algebra and invariant variational bicomplexrequires only linear differential algebra, and not anyexplicit formulas for the moving frame, the differentialinvariants, the invariant differential forms, or the grouptransformations!

  • d ι(Ω) = ι(dΩ) +r∑

    k=1

    νk ∧ ι [vk(Ω)]

    . . . All identities, commutation formulae, syzygies, etc.,among differential invariants and, more generally,the invariant variational bicomplex follow from thisuniversal formula by letting Ω range over the basicfunctions and differential forms!

    . . . Moreover, determining the structure of the differentialinvariant algebra and invariant variational bicomplexrequires only linear differential algebra, and not anyexplicit formulas for the moving frame, the differentialinvariants, the invariant differential forms, or the grouptransformations!

  • Euclidean plane curves

    Fundamental normalized differential invariants

    ι(x) = H = 0

    ι(u) = I0 = 0

    ι(ux) = I1 = 0

    phantom diff. invs.

    ι(uxx) = I2 = κ ι(uxxx) = I3 = κs ι(uxxxx) = I4 = κss + 3κ3

    In general:

    ι( F (x, u, ux, uxx, uxxx, uxxxx, . . . )) = F (0, 0, 0,κ,κs,κss + 3κ3, . . . )

  • Invariant arc length form

    dy = (cosφ− ux sinφ) dx − (sinφ) θ

    + = ι(dx) = ω + η

    =√

    1 + u2x dx +ux√

    1 + u2xθ

    =⇒ θ = du− ux dx

    Invariant contact forms

    ϑ = ι(θ) =θ

    √1 + u2x

    ϑ1 = ι(θx) =(1 + u2x) θx − uxuxxθ

    (1 + u2x)2

  • Prolonged infinitesimal generators

    v1 = ∂x, v2 = ∂u, v3 = −u ∂x + x ∂u + (1 + u2x) ∂ux + 3uxuxx ∂uxx + · · ·

    Basic recurrence formula

    dι(F ) = ι(dF ) + ι(v1(F )) ν1 + ι(v2(F )) ν

    2 + ι(v3(F )) ν3

    Use phantom invariants

    0 = dH = ι(dx) + ι(v1(x)) ν1 + ι(v2(x)) ν

    2 + ι(v3(x)) ν3 = + + ν1,

    0 = dI0 = ι(du) + ι(v1(u)) ν1 + ι(v2(u)) ν

    2 + ι(v3(u)) ν3 = ϑ + ν2,

    0 = dI1 = ι(dux) + ι(v1(ux)) ν1 + ι(v2(ux)) ν

    2 + ι(v3(ux)) ν3 = κ+ + ϑ1 + ν

    3,

    to solve for the Maurer–Cartan forms:

    ν1 = −+, ν2 = −ϑ, ν3 = −κ+ − ϑ1.

  • ν1 = −+, ν2 = −ϑ, ν3 = −κ+ − ϑ1.

    Maurer–Cartan invariants: κ = (−1, 0,−κ)

    Recurrence formulae:

    dκ = dι(uxx) = ι(duxx) + ι(v1(uxx)) ν1 + ι(v2(uxx)) ν

    2 + ι(v3(uxx)) ν3

    = ι(uxxx dx + θxx)− ι(3uxuxx) (κ+ + ϑ1) = I3+ + ϑ2.

    Therefore, Dκ = κs = I3, dV κ = ϑ2 = (D2 + κ2)ϑ

    where the final formula follows from the contact form recurrence formulae

    dϑ = dι(θx) = + ∧ ϑ1, dϑ1 = dι(θ) = + ∧ (ϑ2 − κ2ϑ)− κϑ1 ∧ ϑ

    which implyϑ1 = Dϑ, ϑ2 = Dϑ1 + κ

    2 ϑ = (D2 + κ2)ϑ

  • Similarly,

    d+ = ι(d2x) + ν1 ∧ ι(v1(dx)) + ν2 ∧ ι(v2(dx)) + ν

    3 ∧ ι(v3(dx))

    = (κ+ + ϑ1) ∧ ι(ux dx + θ) = κ+ ∧ ϑ + ϑ1 ∧ ϑ.

    In particular,dV + = −κϑ ∧+

    Key recurrence formulae:

    dV κ = (D2 + κ2)ϑ dV + = −κ ϑ ∧+

  • Plane Curves

    Invariant Lagrangian:

    λ̃ = L(x, u(n)) dx = P (κ,κs, . . .) +

    Euler–Lagrange form:dV λ̃ ∼ E(L)ϑ ∧+

    Invariant Integration by Parts Formula

    F dV (DH) ∧+ ∼ − (DF ) dV H ∧+ − (F · DH) dV +

    dV λ̃ = dV P ∧+ + P dV +

    =∑

    n

    ∂P

    ∂κndV κn ∧+ + P dV +

    ∼ E(P ) dV κ ∧+ + H(P ) dV +

  • Vertical differentiation formulae

    dV κ = A(ϑ) A — invariant variation operator

    dV + = B(ϑ) ∧+ B — “Hamiltonian operator”

    dV λ̃ ∼ E(P ) A(ϑ) ∧+ + H(P ) B(ϑ) ∧+

    ∼[A∗E(P )− B∗H(P )

    ]ϑ ∧+

    Invariant Euler-Lagrange equation

    A∗E(P )− B∗H(P ) = 0

  • Euclidean Plane Curves

    dV κ = (D2 + κ2)ϑ

    Invariant variation operator:

    A = D2 + κ2 = A∗

    dV + = −κ ϑ ∧+

    Hamiltonian operator:

    B = −κ = B∗

    Euclidean–invariant Euler-Lagrange formula

    E(L) = A∗E(P )− B∗H(P ) = (D2 + κ2) E(P ) + κH(P ).

  • Invariant Plane Curve Flows

    G — Lie group acting on R2

    C(t) — parametrized family of plane curves

    G–invariant curve flow:

    dC

    dt= V = I t + J n

    • I, J — differential invariants

    • t — “unit tangent”

    • n — “unit normal”

  • t, n — basis of the invariant vector fields dual to the invariantone-forms:

    〈 t ;+ 〉 = 1, 〈n ;+ 〉 = 0,

    〈 t ;ϑ 〉 = 0, 〈n ;ϑ 〉 = 1.

    Ct = V = I t + J n

    • The tangential component I t only affects the underlyingparametrization of the curve. Thus, we can set I to beanything we like without affecting the curve evolution.

    • There are two principal choices of tangential component:

  • Normal Curve Flows

    Ct = J n

    Examples — Euclidean–invariant curve flows

    • Ct = n — geometric optics or grassfire flow;

    • Ct = κn — curve shortening flow;

    • Ct = κ1/3 n — equi-affine invariant curve shortening flow:

    Ct = nequi−affine ;

    • Ct = κs n — modified Korteweg–deVries flow;

    • Ct = κss n — thermal grooving of metals.

  • Intrinsic Curve Flows

    Theorem. The curve flow generated by

    v = I t + J n

    preserves arc length if and only if

    B(J) + D I = 0.

    D — invariant arc length derivative

    dV + = B(ϑ) ∧+

    B — invariant Hamiltonian operator

  • Normal Evolution of Differential Invariants

    Theorem. Under a normal flow Ct = J n,

    ∂κ

    ∂t= Aκ(J),

    ∂κs∂t

    = Aκs(J).

    Invariant variations:

    dV κ = Aκ(ϑ), dV κs = Aκs(ϑ).

    Aκ = A — invariant linearization operator of curvature;

    Aκs = DAκ + κκs — invariant linearization operator of κs.

  • Euclidean–invariant Curve Evolution

    Normal flow: Ct = J n

    ∂κ

    ∂t= Aκ(J) = (D

    2 + κ2) J,

    ∂κs∂t

    = Aκs(J) = (D3 + κ2D + 3κκs)J.

    Warning : For non-intrinsic flows, ∂t and ∂s do not commute!

    Grassfire flow: J = 1

    ∂κ

    ∂t= κ2,

    ∂κs∂t

    = 3κκs, . . .

    =⇒ caustics

  • Signature Curves

    Definition. The signature curve S ⊂ R2 of a curve C ⊂ R2 is

    parametrized by the two lowest order differential invariants

    S =

    { (

    κ ,dκ

    ds

    ) }

    ⊂ R2

  • Equivalence and Signature Curves

    Theorem. Two curves C and C are equivalent:

    C = g · C

    if and only if their signature curves are identical:

    S = S

    =⇒ object recognition

  • Euclidean Signature Evolution

    Evolution of the Euclidean signature curve

    κs = Φ(t,κ).

    Grassfire flow:∂Φ

    ∂t= 3κΦ− κ2

    ∂Φ

    ∂κ.

    Curve shortening flow:

    ∂Φ

    ∂t= Φ2Φκκ − κ

    3Φκ + 4κ2Φ.

    Modified Korteweg-deVries flow:

    ∂Φ

    ∂t= Φ3Φκκκ + 3Φ

    2ΦκΦκκ + 3κΦ2.

  • Canine Left Ventricle Signature

    Original Canine HeartMRI Image

    Boundary of Left Ventricle

  • Smoothed Ventricle Signature

    10 20 30 40 50 60

    20

    30

    40

    50

    60

    10 20 30 40 50 60

    20

    30

    40

    50

    60

    10 20 30 40 50 60

    20

    30

    40

    50

    60

    -0.15 -0.1 -0.05 0.05 0.1 0.15 0.2

    -0.06

    -0.04

    -0.02

    0.02

    0.04

    0.06

    -0.15 -0.1 -0.05 0.05 0.1 0.15 0.2

    -0.06

    -0.04

    -0.02

    0.02

    0.04

    0.06

    -0.15 -0.1 -0.05 0.05 0.1 0.15 0.2

    -0.06

    -0.04

    -0.02

    0.02

    0.04

    0.06

  • Intrinsic Evolution of Differential Invariants

    Theorem.

    Under an arc-length preserving flow,

    κt = R(J) where R = A− κsD−1B (∗)

    In surprisingly many situations, (*) is a well-known integrable

    evolution equation, and R is its recursion operator!

    =⇒ Hasimoto

    =⇒ Langer, Singer, Perline

    =⇒ Maŕı–Beffa, Sanders, Wang

    =⇒ Qu, Chou, Anco, and many more ...

  • Euclidean plane curves

    G = SE(2) = SO(2) ! R2

    dV κ = (D2 + κ2)ϑ, dV + = −κ ϑ ∧+

    =⇒ A = D2 + κ2, B = −κ

    R = A− κsD−1B = D2 + κ2 + κsD

    −1 · κ

    κt = R(κs) = κsss +32 κ

    2κs

    =⇒ modified Korteweg-deVries equation

  • Equi-affine plane curves

    G = SA(2) = SL(2) ! R2

    dV κ = A(ϑ), dV + = B(ϑ) ∧+

    A = D4 + 53 κD2 + 53 κsD +

    13 κss +

    49 κ

    2,

    B = 13 D2 − 29 κ,

    R = A− κsD−1B

    = D4 + 53 κD2 + 43 κsD +

    13 κss +

    49 κ

    2 + 29 κsD−1 · κ

    κt = R(κs) = κ5s + 2κκss +43 κ

    2s + +

    59 κ

    2 κs=⇒ Sawada–Kotera equation

  • Euclidean space curves

    G = SE(3) = SO(3) ! R3

    (dV κdV τ

    )

    = A

    (ϑ1ϑ2

    )

    dV + = B

    (ϑ1ϑ2

    )

    ∧+

    A =

    D2s + (κ2 − τ2)

    κD2s +

    3κτs − 2κsτ

    κ2Ds +

    κτss − κsτs + 2κ3τ

    κ2

    −2τDs − τs

    1

    κD3s −

    κsκ2

    D2s +κ2 − τ2

    κDs +

    κsτ2 − 2κττsκ2

    B = (κ 0 )

  • Recursion operator:

    R = A−

    (κsτs

    )

    D−1B

    (κtτt

    )

    = R

    (κsτs

    )

    =⇒ vortex filament flow

    =⇒ nonlinear Schrödinger equation (Hasimoto)

  • Poisson Brackets

    { ·, · } : C∞(M, R)× C∞(M, R) −→ C∞(M, R)

    Bilinear :

    { aF + bG, H } = a {F, H } + b {G, H }

    {F, aG + bH } = a {F, G } + b {F, H }

    Skew Symmetric:{F,H } = − {H, F }

    Jacobi Identity :

    {F, {G, H } } + {H, {F, G } } + {G, {H, F } } = 0

    F,G, H ∈ C∞(M, R), a, b ∈ R.

  • Poisson Brackets

    In coordinates z = (z1, . . . , zm),

    {F, H } = ∇F TJ(z)∇H

    where J(z)T = −J(z) is a skew symmetric matrix.

    • The Jacobi identity imposes a system of quadraticallynonlinear partial differential equations on its entries Jij(z).

    Symplectic Structure

    A nondegenerate Poisson bracket

    det J(z) )= 0

    defines a symplectic structure, with symplectic 2–form

    Ω = dzT J(z)−1 dz

  • Hamiltonian Flows

    Given a Poisson structure, the Hamiltonian flow correspondingto H ∈ C∞(M, R) is the system of ordinary differentialequations

    dz

    dt= { z, H } = J(z)∇H

    Canonical example:

    z = (p, q) = (p1, . . . , pn, q1, . . . , qn) J(z) =

    (O −II O

    )

    dp

    dt= −

    ∂H

    ∂q

    dq

    dt=

    ∂H

    ∂p

  • Lie–Poisson Structure

    g — r-dimensional Lie algebra

    M = g∗ $ Rr — dual vector space

    {F,H } = 〈 z ; [∇F (z),∇H(z) ] 〉

    z ∈ g∗ F (z),H(z) ∈ C∞(g∗, R)

    ∇F (z) ∈ g [∇F (z),∇H(z) ] — Lie bracket in g

    In coordinates: Jij(z) =r∑

    k=1

    ckijzk

    ckij — structure constants

    z = z1µ1 + · · · zrµ

    r ∈ g∗

    µ1, . . . , µr — Maurer–Cartan forms

  • Lie–Poisson Structure

    g — r-dimensional Lie algebra

    M = g∗ $ Rr — dual vector space

    {F,H } = 〈 z ; [∇F (z),∇H(z) ] 〉

    z ∈ g∗ F (z),H(z) ∈ C∞(g∗, R)

    ∇F (z) ∈ g [∇F (z),∇H(z) ] — Lie bracket in g

    In coordinates: Jij(z) =r∑

    k=1

    ckijzk

    ckij — structure constants

    z = z1µ1 + · · · zrµ

    r ∈ g∗

    µ1, . . . , µr — Maurer–Cartan forms

  • Poisson Brackets on Curves

    u(x) — parametrized curve in M = G/N

    H[u ] =∫

    H[u ] dx — Hamiltonian functional

    Poisson bracket:

    {F ,H} =∫ ( δF

    δuPδH

    δu

    )

    dx

    P — skew-adjoint differential operator• Jacobi identity

    Hamiltonian evolution

    ∂u

    ∂t= {u,H} = P

    δH

    δu

  • Korteweg–deVries Equation

    ∂u

    ∂t= uxxx + uux = P1

    δH1δu

    = P2δH2δu

    P1 = Dx H1[u ] =∫

    ( 16 u3 − 12 u

    2x ) dx

    P2 = D3x +

    23uDx +

    13 ux H2[u ] =

    ∫( 12 u

    2 ) dx

    • Bi–Hamiltonian system with recursion operator

    R = P2 · P−11 = D

    2x +

    23u +

    13 ux D

    −1x

    . Magri’s Theorem establishes the integrability (under suitabletechnical hypotheses) of bi-Hamiltonian systems.

  • Deformed Lie–Poisson Structure

    u(x) ∈ C∞(R, g∗) — curve in g∗

    Poisson bracket:

    {F ,H} =∫ ( δF

    δuP

    δH

    δu

    )

    dx

    Hamiltonian curve flow:

    ∂u

    ∂t= P

    δH

    δu= B Dx

    δH

    δu+ ad∗δH/δu(u)

    B : g −→ g∗ — ad∗–invariant symmetric linear map

    • If g is semi-simple, B is a multiple of the Killing form

  • Geometric Flows on Semi-Simple HomogeneousSpaces

    =⇒ Joint work with Gloria Maŕı Beffa

    From here on G is semi-simple and M = G/N .

    We consider curve flows in M with fixed parametrization.

    Let ρ : Jn → G be a left moving frame.

    Maurer–Cartan invariants:

    κ(u(n)) = ρ(u(n))−1Dxρ(u(n)) : Jn −→ g

    Geometric curve flow∂u

    ∂t= J · n = J1n1 + · · · + Jmnm

    Evolution of Maurer–Cartan invariants∂κ

    ∂t= A(J) = Q · C(J)

  • Poisson Reduction

    Assuming g is semisimple, we use the Killing form to pull backthe Poisson structure on g∗ to g:

    Q[v ] = B−1P[B v ], v ∈ C∞(R, g)

    whereQ[v ] w = Dxw + [ v, w ]

    We then replace v = κ(u(n)) using the Maurer–Cartan map topull back the Poisson flow to curves on M = G/N .

  • A remarkable fact is that the operator Q[κ ] is exactly theoperator appearing in the factorization of the Maurer–Cartanevolution

    ∂κ

    ∂t= A(J) = Q · C(J)

    Moreover, the pulled back Maurer–Cartan forms have the form

    ν = κ dx + C(ϑ)

    Main questions:

    • Does the pulled-back Poisson evolution of the Maurer–Cartaninvariants come from a geometric curve flow?

    • Is the Maurer–Cartan flow Poisson?

  • Compatibility

    Let κ1, . . . , κm be a generating system of differential invariants and assumethat they occur linearly in the Maurer–Cartan invariants:

    κ = ϕ(κ) = A κ + b

    Find R such thatδH

    δκ[ϕ(κ) ] = B R

    δH

    δκThe reduced Poisson operator is

    PR[κ ] = R∗P [B ϕ(κ) ]R

    Compatibility condition M = G/N :

    C(J) = RδH

    δκ+ n for n ∈ n

    Reduced Poisson Geometric Flow:

    ∂κ

    ∂t= PR

    δH

    δκ

  • Example

    G = PSL(2) acting on M = R: u +−→αu + β

    γ u + δ

    Moving frame normalizations:

    u→ 0, ux → 1, uxx → 0,

    Generating differential invariant — the Schwarzian

    κ = ι(uxxx) =2uxuxxx − 3u

    2xx

    u2x

    Pulled back Maurer–Cartan forms

    ν1 = −+ − ϑ, ν2 = −ϑx, ν3 = − 12 κ+ −

    12 ϑxx −

    12 κϑ.

    Maurer–Cartan invariants and operator:

    κ =

    −10− 12 κ

    C =

    −1−D

    − 12 D2 − 12 κ

  • Poisson operator on L g∗

    P =

    0 0 −10 12 0−1 0 0

    Dx +

    0 −L1 −2L2L1 0 −L12L2 L3 0

    Pulled-back Poisson and Lie algebra operators

    P =

    0 −12 κ −Dx12 κ f2Dx −1−Dx 1 0

    Q =

    Dx −1 0κ Dx −20 12 κ Dx

    Invariant linearization operator

    A = Q · C =

    00

    − 12 (D3x + 2κDx + κx )

    , R = −2 C =

    2

    2DxD2x + κ

    Reduced Poisson operator = 2nd KdV structure:

    PR = R∗ · P · R = −2 (D3x + 2κDx + κx)

    Poisson flow:

    κt = PRδh = −2 ( D3x + 2κDx + κx )

    δh

    δκ