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Motivation

Mathematical preliminaries

Submanifolds

Optional

Modelling and Control of Mechanical Systems: A Geometric


Approach
Ravi N Banavar
banavar@iitb.ac.in 1
1

Systems and Control Engineering,


IIT Bombay, India

A short course at the Technical University of Munich, June, 2013


Institute of Automatic Control

June 30, 2013

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Outline

1 Motivation

2 Mathematical preliminaries

3 Submanifolds of Rn

4 Optional material

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Outline

1 Motivation

2 Mathematical preliminaries

3 Submanifolds of Rn

4 Optional material

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Engineering applications

Articulated mechanisms, rolling mechanisms, robotic manipulators and

underwater vehicles
Issues: Kinematic level and dynamic level modelling, path planning,

feedback and stabilization


Interconnected mechanisms and more complex mechanisms - need for

better theoretical framework


All these issues motivate better matheamtical tools. We explore the

geometric framework OR differential geometry

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

A few problems

The acrobot

Figure : Two link manipulator

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Wheeled mobile robots

Wheeled mobile robots, fingers handling an object (rolling contact)


Objective - move from one configuration to another
Constraints - pure rolling (no sliding or slipping)
y

Figure : Vertical coin on a plane

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Underwater vehicles

Kinematics

vx cos vy sin

vx sin + vy cos

Dynamics

m11 v x m22 vy z + d11 vx


m22 v y + m11 vx z + d22 vy
m33 z + (m22 m11 )vx vy + d33 z

Lectures 1 and 2

=
=
=

Fx
0
z

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Classification of constraints in mechanical systems

Holonomic constraints
Restrict the allowable configurations of the system

Nonintegrable constraints
Do not restrict the allowable configurations of the system but restrict
instantaneous velocities/accelerations

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Classification of constraints in mechanical systems

Holonomic constraints
Restrict the allowable configurations of the system

Nonintegrable constraints
Do not restrict the allowable configurations of the system but restrict
instantaneous velocities/accelerations
Velocity level constraints - parking of a car, wheeled mobile robots, rolling
contacts in robotic applications.

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Classification of constraints in mechanical systems

Holonomic constraints
Restrict the allowable configurations of the system

Nonintegrable constraints
Do not restrict the allowable configurations of the system but restrict
instantaneous velocities/accelerations
Velocity level constraints - parking of a car, wheeled mobile robots, rolling
contacts in robotic applications.
Acceleration level - fuel slosh in spacecrafts/launch vehicles, underwater
vehicles, underactuated mechanisms (on purpose or loss of actuator)
systems - serial link manipulators.

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Velocity level constraints


Rolling coin : Configuration variables

q = (x, y, , ) M = R1 R1 S 1 S 1
y

Figure : Rolling coin


Constraints - No slip and no sliding

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Velocity level constraints

Constraints of motion are expressed as

x sin y cos = 0

No lateral motion

x cos + y sin = r

Pure rolling

Constraints in a matrix form

"

Lectures 1 and 2

sin()
cos

cos()
sin

0
0

0
r

x
y

=0

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Bead in a slot

Figure : A bead in a slot

Configuration variables of the bead are (x, y)


Restriction to stay in the slot gives rise to an algebraic constraint

g(x, y) = 0
g is the equation of the curve describing the slot
Slot restricts the possible configurations that the bead can assume
Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Acceleration level constraints

Figure : A two-link manipulator

Two link manipulator moving in a vertical plane with one actuator at

its second joint (acrobot)

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Acrobot

d11 (q)q1 + d12 (q)q2 + h1 (q, q)


+ 1 (q) = 0
d21 (q)q1 + d22 (q)q2 + h2 (q, q)
+ 2 (q) = 2

(1)

First equation (with the right hand side being zero) denotes the lack of

actuation at the first joint


The acrobot can assume any configuration but cannot assume

arbitrary accelerations.

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Fuel slosh in a launch vehicle


A launch vehicle with liquid fuel in its tank. The motion of the fluid

and the outer rigid body are coupled.


Unactuated pivoted pendulum model. The motion of the pendulum is

solely affected by the motion of the outer rigid body

fuel tank

"

Figure : Fuel slosh phenomenon


Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

The equations of motion are of the form

qu + f1 (q, q,
q) = 0
qa + f2 (q, q,
q) = F

(2)

where q = (qu , qa ), qu corresponds to the configuration variable of the


pendulum, qa corresponds to the configuration variable of the outer
rigid body and F is the external force.
While the acceleration level constraint in the acrobot arises due to

purpose of design or loss of actuation, in the case of the launch vehicle


it is the inability to directly actuate the fluid dynamics.

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Mechanics, geometry and control


The thumb experiment

Finish

Start

Figure : Motion on a sphere (Courtesy: Marsden and Ostrowski)

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Mechanics, geometry and control

Phenomenon similar to the thumb experiment is also common to a

large class of systems which are termed blue.


Variables describing the motion of these systems can be classified into

two sets called the blueshape variables and the group variables.
Cyclic motion in the shape variables produces motion in the group (

fiber) variables. Biological systems (fishes, snakes, paramecia) and


robotic mechanisms, the falling cat, the steering of a car, the motion of
underactuated systems of linkages.
The net changes in position due to changes in the shape variables is

explicable either due to an interaction with the environment or some


conservation law.

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Geometry

Provides better insight, better framework for solution (control law) and

an elegant setting for these problems


Essential tools - Lie groups and differentiable manifolds

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Dynamical systems and geometry

S1

Lectures 1 and 2

S1 S1

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

A glimpse of differential geometry

Familiar with calculus (differentiation, integration) on the real line (R)

or Rn . Extend this calculus to surfaces - say on a circle, a sphere, a


torus and more complicated surfaces
But why ? From a dynamical systems and control theory point of

view, systems need not always evolve on the real line (R) or multiple
real lines (Rn ). They may evolve on non-Euclidean surfaces. On such
surfaces, we wish to talk of rate of change (velocity) differentiation,
to talk of rate of rate of change (acceleration), to talk of accumulation
integration
Can these surfaces which are not Euclidean be locally represented as

Euclidean ? This would allow us to employ the calculus that we are


familiar with for these surfaces

Lectures 1 and 2

TU Munich

Motivation

Lectures 1 and 2

Mathematical preliminaries

Submanifolds

Optional

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Outline

1 Motivation

2 Mathematical preliminaries

3 Submanifolds of Rn

4 Optional material

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Level Sets in Rn+1

Consider a smooth function f : Rn+1 R and consider the set

S = {x Rn+1 : x = f 1 (c)}

for some fixed c R

Examples: a circle - x21 + x22 = c(c 6= 0)is a 1-surface R2 , a sphere

x21 + x22 + x23 = c(c 6= 0) is a 2-surface R3


The gradient of f is defined as

5f () : Rn+1 Rn+1
We restrict our study to those level sets such that

5f (x) 6= 0

x S

We shall also call these level sets as n-surfaces.

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Vector field

A vector field X on U Rn+1 is an assignment of a vector at each

point of U
Our interest centres on smooth vector fields - here the assignment is in

terms of a smooth function


Gradient vector field - It is the smooth vector field associated with each

smooth function f : U Rn+1 , and is given by


(f )(p) = (p,

Lectures 1 and 2

(p), . . . ,
(p))
x1
xn+1

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

A parametrized curve in Rn+1 and an integral curve

A parametrized curve in Rn+1 is smooth mapping from an open

interval of the real-line (R) to Rn+1


() : (a, b) Rn+1 is a parametrized curve implies that each of the

i ()s (i = 1, . . . , n + 1) is a smooth function on (a, b)


Associated with a parametrized curve is the notion of a velocity vector.

At any point p on the parametrized curve, the associated velocity


vector is
4
v (p) = (t)|

t=p
A parametrized curve () on an open interval (, ) is said to be the

integral curve of a smooth vector field X if


v (p) = X(p)

Lectures 1 and 2

p (a, b)

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Integral curves and solutions of differential equations

In engineering we are often interested in solving a system of equations

of the following form


x 1

=
..
.

f1 (x1 , . . . , xn+1 )

x n+1

fn+1 (x1 , . . . , xn+1 )

where the fi s are smooth functions on an open interval (a, b) and with
an initial condition as x(p) = (x1 (p), . . . , xn+1 (p)). Let us now try to
understand what does it mean in a geometric sense to seek a solution
of this equation.
A solution to this set of equations describes an integral curve of the

vector field f ().

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Parametrized curves on a level set

Consider a smooth curve () : I S where 0 I R, S is a level set

of a smooth function f and let (0) = p. Then


4

vp =

d(f )(t)
|t=0
dt

is a tangent vector to the level set S at p.


The set of all tangent vectors at a point p to a level set S forms a

vector space and is denoted by Sp


It can be shown that the Sp is orthogonal to 5f (p)

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Tangent vector field

A tangent vector field on a surface S is the assignment of a tangent

vector at each point p S. If this assignment is smooth, we have a


smooth tangent vector field on the surface
Associated with a surface S are two smooth unit normal vector fields

defined as

Lectures 1 and 2

5f (p)
k5f (p)k

and

5f (p)
k5f (p)k

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Smooth functions: f : X Rm Y Rn
Differentiable (or smooth functions) help us to characterize the

derivative maps.
From linear algebra, recall that the rank of an n m matrix A is

defined in 3 equivalent ways:


1
2

The dimension of the subspace V ( Rm ) spanned by the n rows of A.


The dimension of the subspace W ( Rn ) spanned by the m columns of
A.
The maximum order of any non vanishing minor determinant.

The rank of Df (x) (the the n m jacobian) is referred to the rank of f

at x. And since f is smooth, and the value of the determinant is a


continuous function of its entries, the rank remains constant in some
neighborhood of x.
Diffeomorphisms have non-singular jacobians.
So rank of f is the same as the rank of h f , where h is a

diffeomorphism.

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Submersion

Let f : X Rm Y Rn be smooth. Then


If the Jacobian Df (p) is onto for all p X, then f is called a

submersion. (this definition makes sense only when n m.)

Optional

Motivation

Mathematical preliminaries

Submanifolds

Optional

Submersion

Let f : X Rm Y Rn be smooth. Then


If the Jacobian Df (p) is onto for all p X, then f is called a

submersion. (this definition makes sense only when n m.)


Note that Jacobian maps vectors from Rm to Rn , and in coordinates is

expressed as

[Df (p)] =

Lectures 1 and 2

f1
x1

..
.

fn
x1

...
..
.
...

f1
xm

..
.

fn
xm

x=p

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Immersion

Let f : X Rm Y Rn be smooth, Then


If the Jacobian Df (p) is one-to-one (injective) for all p X, then f is

called a immersion. (this definition makes sense only in the case when
n m.)

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Immersion

Let f : X Rm Y Rn be smooth, Then


If the Jacobian Df (p) is one-to-one (injective) for all p X, then f is

called a immersion. (this definition makes sense only in the case when
n m.)
Once again the Jacobian maps vectors from Rm to Rn , and in

coordinates is expressed as

[Df (p)] =

f1
x1

..
.
fn
x1

...
..
.
...

f1
xp

..
.

fn
xm

x=p

Motivation

Mathematical preliminaries

Submanifolds

Optional

Outline

1 Motivation

2 Mathematical preliminaries

3 Submanifolds of Rn

4 Optional material

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

A submanifold of Rn
Three equivalent definitions
Each of these definitions is equivalent to the other and makes M ( Rn ) an
m-dimensional submanifold of Rn .
For every x M Rn , there exists a neighbourhoood U containing x

and a smooth submersion f : U Rnm such that U M is a level set


of f .
For every x M Rn , there exists a neighbourhoood U containing x

and a smooth function g : V Rm Rnm such that U M is a


graph of g.
For every x M Rn , there exists a neighbourhoood U containing x

and an smooth embedding : V Rm Rn such that (V ) = M U .

Examples seen : S 1 , O(2), SO(3), O(n), S n

Motivation

Mathematical preliminaries

Submanifolds

Optional

S1

The unit circle - S 1


Consider the function f (x, y) = x2 + y 2 : U R1 . Note that f is a

smooth submersion on U and U S 1 is a level set of f .

Consider the function g(x) = 1 x2 and note that U S 1 = (x, g(x))


- the graph of g.

Consider the function (x) = (x, 1 x2 ) in a neighbourhood


V ( R1 ) which satisfies U S 1 = (V ), is an immersion and
1 (a, b) = a is continuous in U S 1 .

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

O(2)

The orthogonal matrices of dimension 2 - O(2)


O(2) = {A R22 |AT A = I}
"
#
a b
Characterize A as A =
c d
Consider the functions

f1 () = a2 + c2 ,

f2 () = ab + cd,

f3 () = b2 + d2 ,

U R1

Let f = (f1 , f2 , f3 ). This is a smooth submersion and U O(2) is a

level set of f .
U O(2) = f 1 (1, 0, 1)

Motivation

Mathematical preliminaries

Submanifolds

Optional

O(2) (contd.)

The function f1 allows us to characterize the 4-tuple as (a, b, c, g1 ()).

Similarly, the next two functions further reduce this characterization to


4
the form (a, g3 (), g2 (), g1 ()). Consider the function g(x) = (g1 , g2 , g3 )
and note that the set U O(2) = (x, g(x)) - the graph of g.
Consider the function (x) = (x, g(x)) in a neighbourhood V ( R1 )

which satisfies U O(2) = (V ), is an immersion and


1 (a, b, c, d) = a is continuous in U O(2).

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Immersed submanifold

Let f : X Rm Y Rn be smooth, Then


If the Jacobian Df (p) is one-to-one (injective) for all p X, and f is
one-to-one on X then f (X) is called an immersed submanifold. (once
again, this definition makes sense only in the case when n m.)

Optional

Motivation

Mathematical preliminaries

Submanifolds

Optional

Examples

Helix f : R R3 , f (t) = (cos(2t), sin(2t), t).


Circle f : R R2 , f (t) = (cos(2t), sin(2t)).
Spiralling curve f : (1, ) R2 , f (t) = ( 1t cos(2t),
2

Spirals to a circle f : (1, ) R , f (t) =

( t+1
2t

1
t

sin(2t)).

cos(2t),

t+1
2t

sin(2t)).

A sleeping figure eight

f : (1, ) R2 , f (t) = (2 cos(t 0.5), sin 2(t 0.5)).

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Coordinates for a submanifold

Choosing a basis for Rm , one could assign coordinates to these n-tuples


4

So we introduce the notion of coordinate functions x = (x1 , . . . , xm ).


The ith coordinate of a point p on the manifold is xi (p) : M R
Coordinate function xi : U R
We could choose another set of coordinates as well - say y

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Change of coordinates

How do we move from one coordinate system to another ?


Consider a smooth function f () : M R and consider two coordinate

systems x and y.
f x1 = f y 1 y x1
Then the partial derivative of f () with respect to xj (the jth partial in

the x coordinate system) is given by


Dj (f x1 ) = Dj (f y 1 y x1 ) = Dk (f y 1 ) Djk (y x1 )
Note

f y 1 : Rn R

Lectures 1 and 2

y x1 : Rn Rn

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Example 1: R2

Think of the Cartesian plane and two coordinate systems (x, y) and

(r, ).
Now x = r cos and y = r sin
Compute

Lectures 1 and 2

f
x

and

f
y

with the chain rule mentioned in the last slide.

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Example 2: Sphere -S 2

Sphere
Choose spherical coordinates as (, ) ((, ), (0, 2)) or

Optional

Motivation

Mathematical preliminaries

Submanifolds

Optional

Example 2: Sphere -S 2

Sphere
Choose spherical coordinates as (, ) ((, ), (0, 2)) or

Cartesian as
p
(x, y, z = 1 (x2 + y 2 ) = (cos() sin(), cos() cos(), sin()).

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Example 3: Cylinder - S 1 R1

Cylinder
Choose cylindrical coordinates as (, z) ((, ), R) or

Optional

Motivation

Mathematical preliminaries

Submanifolds

Optional

Example 3: Cylinder - S 1 R1

Cylinder
Choose cylindrical coordinates as (, z) ((, ), R) or

Cartesian as (x, 1 x2 , z) = (cos(), sin(), z).

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Tangent (velocity)vectors

The two tuple (p, vp ) constitutes a tangent vector at p M , where

c : R (a, a) M is any curve that satisfies


c(0) = p

vp = c0 (0)

The set of all tangent vectors at p is called the tangent space at p, This

is a vector space and is denoted by Tp M .


For an m-dimensional manifold M , the tangent space at each point has

dimension m.

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Coordinates for the tangent space


Coordinates for M U

Let x1 , . . . , xm be coordinates for M U .

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Coordinates for the tangent space


Coordinates for M U

Let x1 , . . . , xm be coordinates for M U .


Then draw curves of the form
i : I M U

i (t) = (p1 , . . . , pi + t, . . . , pn )

i = 1, . . . , m

Coordinates for Tp M
Now define

Lectures 1 and 2

4 di
|p =
|t=0 = (0, . . . , 1, . . . , 0)
xi
dt

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Coordinates for the tangent space


Coordinates for M U

Let x1 , . . . , xm be coordinates for M U .


Then draw curves of the form
i : I M U

i (t) = (p1 , . . . , pi + t, . . . , pn )

Coordinates for Tp M
Now define

|
xi p

4 di
|p =
|t=0 = (0, . . . , 1, . . . , 0)
xi
dt

defines a tangent vector at i (0) = p.

i = 1, . . . , m

Optional

Motivation

Mathematical preliminaries

Submanifolds

Optional

Coordinates for the tangent space


Coordinates for M U

Let x1 , . . . , xm be coordinates for M U .


Then draw curves of the form
i : I M U

i (t) = (p1 , . . . , pi + t, . . . , pn )

i = 1, . . . , m

Coordinates for Tp M
Now define

4 di
|p =
|t=0 = (0, . . . , 1, . . . , 0)
xi
dt

|
xi p

defines a tangent vector at i (0) = p.


The set of tangent vectors
{

|p , . . . , m |p }
x1
x

defines a basis for the tangent space Tp M at p.

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Tangent bundle

The disjoint union of all tangent spaces to a manifold forms the

tangent bundle.
TM =

Tp M

pX

T M has a smooth manifold structure (an atlas for M induces an atlas

for T M .)

Optional
Call : T M M the canonical projection defined by

vp p

vp Tp X

If {(U , )} is an atlas for X, then {( 1 (U ), D )}is an atlas for

T X.

Motivation

Mathematical preliminaries

Submanifolds

Optional

Vector fields

A vector field on a smooth manifold M is a map X that assigns to each

p M a tangent vector X(p) in Tp (M ).


If this assignment is smooth, the vector field is called smooth or C .

Optional
The collection of all C vector fields on a manifold M denoted by

X (M ) is endowed with an algebraic structure as follows: Let


V, W X (X), a R and f C (M )
V + W(p) = V(p) + W(p) ( X (M ))
a(V)(p) = aV(p) ( X (M ))
(f V)(p) = f (p)V(p) ( X (M ))

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

The cotangent space


Definition
The dual space of Tp (X) is called the cotangent space of X at p and
denoted by Tp (X)

Differentials
For any f C (p) we define an operator df (p) = dfp : Tp (X) R called
the differential of f at p by
df (p)(v) = dfp (v) = v(f )
for every v Tp (X). Since dfp is linear, it is an element of the dual space of
Tp (X).

Basis and dual basis


Based on coordinates x1 , . . . , xm , the basis for the tangent space at

p (Tp M ) is { x
i } and the dual basis at p (Tp M ) is {dx }

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Cotangent bundle

The disjoint union of all cotangent spaces to a manifold forms the

cotangent bundle.
T X =

Tp X

pX

T X has a smooth manifold structure (an atlas for X induces an atlas

for T X.)

Optional
Call : T X X the canonical projection defined by

vp p

vp Tp X

If {(U , )} is an atlas for X, then {( 1 (U ), )}is an atlas for T X.

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Casting a mechanical system in the manifold setting


Rolling wheel or coin : Configuration variables evolve on a smooth

manifold
q = (x, y, , ) M = R1 R1 S 1 S 1
y

Figure : Rolling coin


Constraints - No slip and no sliding

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Velocity level constraints

Constraints of motion are expressed as

x sin y cos = 0

No lateral motion

x cos + y sin = r

Pure rolling

Constraints in a matrix form

"

Lectures 1 and 2

sin()
cos

cos()
sin

0
0

0
r

x
y

=0

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Manifold language

p = (x0 , y0 , 0 , 0 ).

sin(0 )
h

cos 0

cos(0 )

sin 0

vx
vy
v
v

0
i

Tp M

Tp M

Tp M

This is just kinematics.


The vector field describing the motion of the coin sits in T M .

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Outline

1 Motivation

2 Mathematical preliminaries

3 Submanifolds of Rn

4 Optional material

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Two important results

The inverse function theorem


Theorem
Given a function f : Rn Rn that is continuously differentiable in a region
U around a point a Rn , and whose derivative is non-singular at a, there
exists an open set (or a neighbourhood) V containing f (a) in which the
function f has an inverse f 1 which is differentiable and further this
inverse is given by
(Df 1 )(y) = [Df (f 1 (y))]1

Lectures 1 and 2

y V

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

The implicit function theorem

Theorem
Given a functionf : Rn Rm Rm such that f (a, b) = 0 and f is
continuously differentiable in a region U V around (a, b), and further
i
Dj+n
f (a, b)

1 i, j m

is non-singular

then there exists a neighbourhood W U and a differentiable function


g() : W Rm such that
f (x, g(x)) = 0

x W

Optional

Motivation

Mathematical preliminaries

Submanifolds

Optional

Derivations: an alternate viewpoint to tangent vectors


A tangent vector v to a point p on a surface will assign to every

smooth real-valued function f on the surface a directional derivative


v(f ) = 5f (p) v.
Draw a curve (.) : M = R R on the plane. Let C . Consider
d(t)
|t=p .
dt

What is this expression ? It takes a curve ( C ) to the


reals at a point p.
A tangent vector (derivation) to a differentiable manifold M at a point

p is a real-valued function v: C R that satisfies


(Linearity) v(af + bg) = a v(f) + b v(g)
(Leibnitz Product Rule) v(f g) = f (p)v(g) + v(f )g(p) for all

f, g C (X) and all a, b R


A vector field X on a differentiable manifold M is a linear operator

that maps smooth functions to smooth functions. Mathematically


X : C (X) C (X)

Motivation

Mathematical preliminaries

Submanifolds

Optional

Maps between manifolds and the linear approximation


Consider a smooth map f : X Y . At each p X we define a linear
transformation
fp : Tp (X) Tf (p) (Y )
called the derivative of f at p, which is intended to serve as a linear
approximation to f near p, defined as
For each v Tp (X) we define fp (v) to be the operator on C (f (p))

defined by (fp (v))(g) = v(g f ) for all g C (f (p)).

Lemma
(Chain Rule) Let f : X Y and g : Y Z be smooth maps between
differentiable manifolds. Then g f : X Z is smooth and for every p X
(g f )p = gf (p) fp

Motivation

Mathematical preliminaries

Submanifolds

Optional

An alternate viewpoint of maps between manifolds

The derivative of f at p could be constructed as follows. Once again


f () : X Y . (The notation fp is now changed to Tp f .)
Choose a parametrized curve c() : (, ) X with c(0) = p and

c(0)

= vp .
Construct the curve f c. Then define

Tp f vp =

d
|t=0 (f c)(t)
dt

With coordinates, we have

Tx(p) (y f x1 ) =

(y f x1 )|x(p)
xj

The Jacobian at x(p)

The rank of f at p is the rank of the Jacobian matrix at x(p) and this

is independent of the choice of the charts

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Critical points and regular points

Consider a smooth map f : X Y


A point p X is called a critical point of f if Tp f is not onto.
A point p X is called a regular point of f if Tp f is onto.
A point y Y is called a critical value if f 1 (y) contains a critical

point. Otherwise, y is called a regular value of f .

Lectures 1 and 2

TU Munich

Motivation

Mathematical preliminaries

Submanifolds

Optional

Submersion theorem

Theorem
If f : X n Y k is a smooth map, and y f (X) Y is a regular value of f ,
then f 1 (y) is a regular submanifold of X of dimension n k.
Example: f (x, y) = x2 + y 2 1. Take f 1 (0).
Show that O(n) = {A Mn (R)|AT A = I} is a submanifold of Mn (R).

What is its dimension ?


Hint: Consider a map f : Rnn S nn (symmetric matrices). Let
f (A) = AT A and examine the value I.

Lectures 1 and 2

TU Munich