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Discrete Variational Mechanics

Benjamin Stephens

J.E. Marsden and M. West, “Discrete mechanics and variational integrators,” Acta Numerica, No. 10, pp. 357-514, 2001

M. West “Variational Integrators,” PhD Thesis, Caltech, 2004

1

About My Research

• Humanoid balance using simple models

• Compliant floating body force control

• Dynamic push recovery planning by trajectory optimization

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2http://www.cs.cmu.edu/~bstephe1

3http://www.cs.cmu.edu/~bstephe1

But this talk is not about that…

The Principle of Least Action

The spectacle of the universe seems all the more grand and beautiful and worthy of its Author, when one considers that it is all derived from a small number of laws laid down most wisely.

-Maupertuis, 1746

5

The Main Idea

• Equations of motion are derived from a variational principle

• Traditional integrators discretize the equations of motion

• Variational integrators discretize the variational principle

6

• Physically meaningful dynamics simulation

Motivation

Stein A., Desbrun M. “Discrete geometric mechanics for variational time integrators” in Discrete Differential Geometry. ACM SIGGRAPH Course Notes, 2006

7

Goals for the Talk

• Fundamentals (and a little History)

• Simple Examples/Comparisons

• Related Work and Applications

• Discussion

8

The Continuous Lagrangian

• Q – configuration space• TQ – tangent (velocity) space• L:TQ→R

)(),(),( qUqqTqqL

Kinetic Energy Potential EnergyLagrangian

9

Variation of the Lagrangian

• Principle of Least Action = the function, q*(t), minimizes the integral of the Lagrangian

TT

dttqtqtqtqLdttqtqL00

))()(*),()(*())(*),(*(

0))(),((0

T

dttqtqL Variation of trajectory with endpoints fixed

“Hamilton’s Principle” ~183510

“Calculus of Variations” ~ Lagrange, 1760

Continuous Lagrangian

0

q

L

dt

d

q

L

“Euler-Lagrange Equations”11

Continuous Mechanics)(),())(),(( qUqqTtqtqL

)( UTqdt

d

qq

L

dt

d

q

L

q

T

dt

d

q

U

q

T

qqq

Tqqq

T

q

U

q

T

22

0)(),()( qGqqCqqM 12

The Discrete Lagrangian

• L:QxQ→R

13

hqqLdttqtqL kkd

hT

T

,,)(),( 1

L

kqh

1kq

hh

qqqLhqqL kkkkkd

11 ,,,

Variation of Discrete Lagrangian

0,,,, 1112 tqqLDtqqLD kkdkkd

“Discrete Euler-Lagrange Equations” 14

Variational Integrator

• Solve for :

0,,,, 1112 hqqLDhqqLD kkdkkd

0,, 111

hh

qqqL

qh

h

qqqL

qkk

kk

kkk

k

0,,,, 1111

11

h

qqq

q

Lh

h

qqq

q

L

h

qqq

q

Lh

h

qqq

q

L kkk

kkk

kkk

kkk

1kq

15

Solution: Nonlinear Root Finder

)(

)(

1

11

11 i

k

iki

kik qDf

qfqq

0,,,,)( 11121 hqqLDhqqLDqf kkdkkdk

16

Simple Example: Spring-Mass

• Continuous Lagrangian:

• Euler-Lagrange Equations:

• Simple Integration Scheme:

22

2

1

2

1, kxxmqqL

0

xmkxq

L

dt

d

q

L

kkk

kkkk

xm

khxx

xm

khxhxx

1

21 2

1

17

Simple Example: Spring-Mass

• Discrete Lagrangian:

• Discrete Euler-Lagrange Equations:

• Integration:

18

22

11 2

1

2

1,, k

kkkkd kx

h

xxmhxxL

0,,,, 1112 hxxLDhxxLD kkdkkd

02 112 kkkk kxxxx

h

m

1

2

1 2

kkk xxm

khx

Comparison: 3 Types of Integrators

• Euler – easiest, least accurate

• Runge-Kutta – more complicated, more accurate

• Variational – EASY & ACCURATE!

19

0.97 0.98 0.99 1 1.01 1.02 1.03 1.04 1.05 1.06

-0.08

-0.06

-0.04

-0.02

0

0.02

0.04

position

velo

city

Euler h=0.001

Runge-Kutta (ode45)Variational h=0.001

20

Notice:

•Energy does not dissipate over time

•Energy error is bounded

0 10 20 30 40 50 60 70 80 90 100

0.498

0.5

0.502

0.504

0.506

0.508

0.51

time (s)

Ene

rgy

Euler h=0.001

Runge-Kutta (ode45)Variational h=0.001

21

Stein A., Desbrun M. “Discrete geometric mechanics for variational time integrators” in Discrete Differential Geometry. ACM SIGGRAPH Course Notes, 2006

Variational Integrators are “Symplectic”

• Simple explanation: area of the cat head remains constant over time

22

Forcing Functions

• Discretization of Lagrange–d’Alembert principle

23

Constraints

)(

)(

1

11

11 i

k

iki

kik zDf

zfzz

0

)(

)(,,,,)(

1

11121

k

kT

kkkdkkdk

qg

qghqqLDhqqLDzf

k

kk

qz

1

1

24

Example: Constrained Double Pendulum w/ Damping

1

2

),( yx

0)(

y

xqg

2

1

0

0

)(

K

KqF

2

1

y

x

q

25

Example: Constrained Double Pendulum w/ Damping

• Constraints strictly enforced, h=0.1

26No stabilization heuristics required!

Complex Examples From Literature

E. Johnson, T. Murphey, “Scalable Variational Integrators for Constrained Mechanical Systems in Generalized Coordinates,”

IEEE Transactions on Robotics, 2009

a.k.a “Beware of ODE”

27

Complex Examples From Literature

Variational Integrator

ODE

28

Complex Examples From Literature

29

Complex Examples From Literaturelo

g

Timestep was decreased until error was below threshold, leading to longer runtimes. 30

Applications

• Marionette Robots

E. Johnson and T. Murphey, “Discrete and Continuous Mechanics for Tree Represenatations of Mechanical Systems,” ICRA 2008

31

Applications

• Hand modeling

E. Johnson, K. Morris and T. Murphey, “A Variational Approach to Stand-Based Modeling of the Human Hand,” Algorithmic Foundations of Robotics VII, 2009

32

Applications

• Non-smooth dynamics

Fetecau, R. C. and Marsden, J. E. and Ortiz, M. and West, M. (2003) Nonsmooth Lagrangian mechanics and variational collision integrators. SIAM Journal on Applied Dynamical Systems 33

Applications

• Structural Mechanics

Kedar G. Kale and Adrian J. Lew, “Parallel asynchronous variational integrators,” International Journal for Numerical Methods in Engineering, 2007

34

• Trajectory optimization

Applications

O. Junge, J.E. Marsden, S. Ober-Blöbaum, “Discrete Mechanics and Optimal Control”, in Proccedings of the 16th IFAC World Congress, 2005 35

Summary

• Discretization of the variational principle results in symplectic discrete equations of motion

• Variational integrators perform better than almost all other integrators.

• This work is being applied to the analysis of robotic systems

36

Discussion

• What else can this idea be applied to?– Optimal Control is also derived from a variational

principle (“Pontryagin’s Minimum Principle”).

• This idea should be taught in calculus and/or dynamics courses.

• We don’t need accurate simulation because real systems never agree.

37

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