Journal of Applied Mathematics and Physics
Vol.03 No.11(2015), Article ID:61526,19 pages
10.4236/jamp.2015.311174
Hamiltonian Representation of Higher Order Partial Differential Equations with Boundary Energy Flows
Gou Nishida
Department of Mechanical and Environmental Informatics, Graduate School of Information Science and Engineering, Tokyo Institute of Technology, Tokyo, Japan

Copyright © 2015 by author and Scientific Research Publishing Inc.
This work is licensed under the Creative Commons Attribution International License (CC BY).


Received 27 September 2015; accepted 24 November 2015; published 27 November 2015

ABSTRACT
This paper presents a system representation that can be applied to the description of the interaction between systems connected through common boundaries. The systems consist of partial differential equations that are first order with respect to time, but spatially higher order. The representation is derived from the instantaneous multisymplectic Hamiltonian formalism; therefore, it possesses the physical consistency with respect to energy. In the interconnection, particular pairs of control inputs and observing outputs, called port variables, defined on the boundaries are used. The port variables are systematically introduced from the representation.
Keywords:
Symplectic Structure, Dirac Structure, Hamiltonian Systems, Passivity, Partial Differential Equations, Nonlinear Systems

1. Introduction
Energy is one of the most important concepts for describing physical systems. In analytical mechanics, an energy in the systems can be interpreted as a Hamiltonian. Hamiltonian systems can be characterized by symplectic structures [1] derived from the skew symmetry that cotangent bundles possess. Hamiltonian systems and their symplectic structures have been widely applied not only in physics, but in engineering, particularly, control theory [2] [3] . Specifically, in an electrical circuit, an energy is defined as the time integral of the product of currents and voltages. Energy flows between each circuit also balance if there is no dissipative element. Furthermore, the sum of currents balances between inflows and outflows at any node, and the directed sum of voltages around any closed loop is zero according to Kirchhoff law. Indeed, such properties have been generalized to various physical systems in terms of port-Hamiltonian systems [2] originated in bondgraph theory [4] . The above particular pairs with the physical dimension of power are called port variables, and the energy balances can be regarded as passivity [2] . A system is passive if and only if a finite amount of energy can be extracted from the system. In other words, energy changes in interactions can be observed by the port variables, and a supplied energy is less than a stored energy if a system is passive. Passivity-based controls via port-Hamiltonian system representations have been frequently used in control designs [3] .
This paper proposes the port-Hamiltonian representation of systems of higher order partial differential equations defined on a domain with a boundary. The representation can be formally formulated from the viewpoint of the multisymplectic formalism [5] [6] under the assumption of first order with respect to time, but possibly higher order with respect to spatial variables. The port representation for Hamiltonian systems with boundary energy flows was initiated by the distributed port-Hamiltonian system in [7] . The systems satisfy a power balance defined on the boundary; therefore, it can describe the interaction between the systems connected through common boundaries. Thus, passivity-based controls in this formulation can be enhanced as boundary energy controls. Various aspects of the distributed port-Hamiltonian systems have been studied, e.g., the implicit representation of distributed port-Hamiltonian systems [8] , and the relationship between field equations and distributed port-Hamiltonian systems [9] - [11] . The higher order representation of the distributed port-Hamiltonian systems has been proposed in, e.g., [12] [13] ; however, they are not related with the multisymplectic formalism.
Thus, we first relate higher order partial differential equations with the implicit Hamiltonian systems [14] . Next, we describe the implicit representation as a Dirac structure defined over the multisymplectic manifold in analogy with the first order formalizations [15] - [17] . Dirac structures [18] [19] are a unified concept of symplectic and Poisson structures. Then, we derive the Stokes variational differential from the fact that higher order derivatives yield variations of boundary port variables through integration by parts and Stokes theorem. Finally, we shows that the boundary energy balance and the Stokes-Dirac structure [7] [20] that is an extended Dirac structure for distributed port-Hamiltonian systems can be defined in the proposed higher order field port Hamiltonian systems with boundary energy flows.
This paper is organized as follows: In Section 2, we make a brief summary of port-Hamiltonian systems and explain the motivation of this study. Section 3 introduces mathematical preliminaries from some references. Section 4 presents the following three concepts under the assumption of time-spatial splitting: 1) an implicit Hamiltonian representation using the dual structure derived from the multisymplectic instantaneous formalism, 2) Stokes variational differential derived from the integration by parts formula, and 3) the implicit higher order field port Hamiltonian representation with boundary. Section 5 introduces the formal port representation for higher order partial differential equations from the implicit Hamiltonian representation. We call it higher order field port Hamiltonian systems with boundary energy flows. Finally, Section 6 illustrates two modeling examples.
2. Summary of Port-Hamiltonian Representations
This section explains the concept of port-Hamiltonian systems by means of a simple example of coupled multi- physical models, and the motivation of this work.
2.1. Port Representation for Lumped Parameter Energy Conserving Physical Systems
Let us consider the following model of the direct current motor consisting of an electrical circuit and an armature:
(1)
where
is the current that is the time derivative of the electric charge
,
is the velocity of the angle
, and u is the input voltage. In (1), the following constants are defined: the inductance L, the resistance R, the back electromotive force constant K, the inertia moment J, the viscous friction constant B, and the torque constant N. When the dissipative elements and the input are null, i.e.,
and
, the system (1) is energy conserving, and it can be formulated as the following standard Hamiltonian system:
(2)
where we have defined the Hamiltonian and the momenta as follows:
(3)
(4)
with
and
for certain
and
.
We shall augment the Hamiltonian system (2) as the following port-Hamiltonian system with the dissipations
and 

where we have defined the following variables called port variables:

and, in particular, 





Then, the summation consisting of the products of the pairs of the port variables is equivalent to the time derivative of the Hamiltonian, i.e., the total energy change of the system. Indeed, we can directly calculate the following power balance:

where we have used the relation






2.2. Distributed Port-Hamiltonian Systems
In the case of distributed parameter systems, the representation is called a distributed port-Hamiltonian system, and has the following formal structure:

called the Stokes-Dirac structure defined on the system domain 


for a Hamiltonian functional






The boundary integral term in (10) is generated from the domain integral term by Stokes theorem: 




2.3. Motivation
As we have seen above, the port-Hamiltonian representations are important for the control of, e.g., nonlinear systems, distributed parameter systems, higher order systems and multi-physical systems from which it is difficult to obtain analytical solutions in a closed form. This paper derives a formal port-Hamiltonian representation of a given partial differential equation including higher order derivatives in terms of the multisymplectic formalism.
In this paper, we assume that a given system of partial differential equations is determined by variational problems. Such a system must be regarded as an energy conserving physical system [15] through Legendre transformations that map Lagrangian systems to Hamiltonian systems. This assumption comes from the fact that any system can be decomposed into a variational subsystem that can be determined by variational calculus and a non-variational subsystem that cannot be introduced from any Lagrangian on a contractible manifold [21] . For example, as we seen in (1), the dissipative terms 

3. Mathematical Preliminary
Mathematical notations used in this paper basically conform to those of the references [22] [24] [25] .
3.1. Multi index for Higher Order Derivatives
Let X be an 
















Example 1. Let










3.2. Time-Spatial Splitting of State Space
Variational problems can be formalized as follows.
Definition 1. Consider the 





that determines the stationary condition 




Let us consider the following control system as a main objective.
Assumption 1. A given system is defined on a contractible domain 


Under this assumption, the multi index I up to r-th order used for describing r-th order Lagrangians can be defined as

Example 2. In the case of








Furthermore, the following second assumption is important when we use the multisymplectic instantaneous formalism (see Section E).
Definition 2. Let us consider the time-spatial split domain 





Assumption 2. A Lagrangian density 






Note that, we treat variables including time derivatives, e.g., 

4. Implicit Hamiltonian Representation Induced from Distributions
In this section, we present a symplectic structure for distributions determined by partial differential equations in terms of the implicit Hamiltonian representation [14] . A distribution is a subbundle of a tangent bundle that is defined by a system dynamics, external constraints, and internal constraints generated by degenerate Lagrangians. On the other hand, a field Hamiltonian system is defined by the covariant Hamiltonian in the multisymplectic formalism [6] . However, the covariant Hamiltonian does not correspond to the typical Hamiltonian that are constant with respect to time evolution, e.g., for particle systems, but the instantaneous Hamiltonian derived from the time-spatial splitting.
4.1. Distributions
Definition 3. Consider a system of Pfaff equations 







Definition 4. Let M be an n-dimensional manifold M. A morphism associating an r-dimensional subspace 


The integrability of 




4.2. Symplectic Structure Restricted to Distributions
The relationship between Lagrangian and Hamiltonian systems is given by Legendre transformations (see (65) in Section D). For classical field equations, the Legendre transformations (or Lagrangians) are not regular in general, and thus, they are not one-to-one. However, the Legendre transformation can reasonably work under the following weaker condition.
Proposition 1. [5] Let 










Proposition 2. [5] The following conditions are equivalent:
1) 
2) 
3) If 

where 



Remark 1. Note that 



Under the assumption of first order Lagrangians with respect to time, the covariant Legendre transformation 

where 




From the above preliminaries, we shall relate a distribution 



Definition 5. Consider the 















Now, we can consider the following induced symplectic structure induced from distributions.
Proposition 3. Let 










where we have defined





Proof. According to Proposition 2, there exists a vector field 






Let us introduce Dirac structures on vector spaces form the references [2] [18] [19] .
Definition 6. A Dirac structure on a vector space A is a subspace 










Corollary 1. 
Proof. If we fix the coordinate p of
5. Distirubted Port-Hamiltonian Systems with Higher Order Boundary Energy Flows
In this section, we derive a formal structure of distributed port-Hamiltonian systems with boundary energy flows including higher order derivatives from the previously discussed implicit Hamiltonian representation. The energy flows passing through boundaries of system domains are used for boundary interconnections, or passivity- based boundary controls.
5.1. Boundary Terms Generated by Integration by Parts
In higher order variational problems, the zero boundary condition is usually assumed for simplification or some other reason. Then, boundary terms generated by Stokes theorem after applying integration by parts are eliminated. Actually, these boundary terms are related with the boundary energy flows.
Let us recall such a calculation that yields the boundary term in variational calculus. We first define the following notation for simplification.
Definition 7. From the Legendre transformation 

where




Now, we consider the Lagrangian density functional

where


where 







Definition 8. For an 


where we denoted

the set of the transformed local coordinates (A) on 





Remark 2. For a Lagrangian density 


The repeated application of the integration by parts operator can yield all variations of boundary terms appeared in variational calculus.
Proposition 4. For some I, where

that can be expressed as the coordinate transformation

Proof. From the direct calculation of



The first bracket of (20) includes the nonzero part of the Euler-Lagrange equation; therefore, this operation is equivalent to the variational differential. The last r elements in the second bracket correspond to 

5.2. Stokes Variational Differential
The symplectic structure induced from distributions does not have any information on boundary energy flows. In this section, we define a variational differential operator with boundary terms generated by integration by parts and Stokes theorem, called the Stokes variational differential. The Stokes variational differential can be used in the induced symplectic structure for relating a given Lagrangian with port-Hamiltonian representations.
Proposition 5. For an r-th order Lagrangian density 


where 




Before the proof of Proposition 5, we should prepare the following bundle maps. We first consider the map between 


Lemma 1. We can define the following bundle map

Proof. This can be proven by the direct calculation with respect to the symplectic form (see Definition 5).
Lemma 2. By using the Legendre transformation

where

Proof. There exists the following bundle map 

This can be proven in analogy with the diffeomorphism in the lumped parameter case, i.e.,
















Next, we regard the derivative of Lagrangian density 



Lemma 3. The standard variational derivative

can be regarded as the following derivative under the assumption of first order Lagrangians with respect to time:

where we have defined the inclusions

Proof. By 




where we have used


Under the assumption, we can specify by 
Proof of Proposition 5: From Lemmas 1-3, we can see that the map 
5.3. Local Expression of Induced Symplectic Structures
From the previous preparations, we can derive the relationship between the distribution 



Definition 9. Let 












where
Theorem 1. The local expression of the implicit higher order field port Hamiltonian representation on 



where 



where

repeated permutations (see Section B), and we have defined the spatial total divergence
Proof. Let 



where 



we denote the 1-form fields by 


we obtain the condition

for any u and



where 

The above representation can be converted to the following formal form of port representations [7] .
Corollary 2. The implicit higher order field port Hamiltonian system defined on 


where

for


Proof. Form the third and second relations in (30), we can obtain the first and second rows in (37), respectively. The product of the pair of the third relation in (38) that is equivalent to the boundary term in (31), where 

5.4. Power Balance and Passivity
This section derives the power balance of the Hamiltonian representation discussed in the previous section, and define the formal representation of higher order field port Hamiltonian systems with boundary energy flows.
In the time-spatial split space, the instantaneous Hamiltonian (70) on 

where
Proposition 6. The system (37) satisfies the power balance

Proof. The power balance can be derived from the interior product between the derivative of the instantaneous Hamiltonian (39) and arbitrary vector field is zero. Let 









where we have used



On the other hand, we have

By substituting (42) into (41), the integrand of (40) is given as follows:

By applying Stokes theorem to the integral of the third term of the second equation in (43), (40) is given.
Proposition 7. The system (37) is passive.
Proof. The Hamiltonian (39) and the power balance (40) correspond to the finite constant and the duality product before the time integration, respectively, in the definition of the passivity (see Section A).
Consequently, we at last reach the final result that means the system (37) is just a higher order representation of distributed port-Hamiltonian systems.
Theorem 2. The system (37) is the Stokes-Dirac structure.
Proof. We have already proven that the system (37) is a Dirac structure in Proposition 1. On the other hand, the power balance (40) corresponds with the main property of distributed port-Hamiltonian systems described by the Stokes-Dirac structure, and it can be regarded as the higher order version of the structure [12] .
6. Examples
This section presents two modeling examples.
6.1. Timoshenko Beam Equation
The 1-dimensional Timoshenko beam equation

is derived from the Lagrangian density functional on

where 







Let










In (38), from




where 

Hence, we have

where two lines form the first equation in (48) is equivalent to (44), and three lines from the bottom are equalities. Moreover, the system (48) satisfies

where note that Stokes theorem cannot be applied to
6.2. Potential Boussinesq Equation
The 1-dimensional potential Boussinesq equation ([27] , p. 237) that expresses shallow water waves

is derived from the Lagrangian density functional defined on

where 


Let









By substituting




where 

Hence, the following system representation is given:

where the first line of the first equation in (54) is equivalent to (50), and two lines from the bottom are equalities. Moreover, the system (54) satisfies

7. Conclusions
This paper derived the higher order field port Hamiltonian system with boundary energy flows from systems of higher order partial differential equations that are determined by variational problems in terms of the multisymplectic instantaneous formalism. By defining the symplectic structure induced from distributions and the Stokes variational differential including the integration by parts operators, we clarified the implicit Hamiltonian representation of the systems of higher order partial differential equations, and its local expression corresponds to the distributed port-Hamiltonian system.
In this paper, we assumed that Lagrangians are first order with respect to time, but possibly higher order with respect to spatial variables for simplification. This assumption can be generalized. On the other hand, the formal representation including time derivatives up to first order corresponds to the distributed port-Hamiltonian systems.
Acknowledgements
The author thanks Professor Bernhard Maschke for fruitful discussions on this study. This work was supported by JSPS Grants-in-Aid for Scientific Research (C) No. 26420415, and JSPS Grants-in-Aid for Challenging Exploratory Research No. 26630197.
Cite this paper
GouNishida, (2015) Hamiltonian Representation of Higher Order Partial Differential Equations with Boundary Energy Flows. Journal of Applied Mathematics and Physics,03,1472-1490. doi: 10.4236/jamp.2015.311174
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Appendix
A. Passivity
Consider the following pairing between 


for 






Definition 10. Let

where the left-side of (57) is assumed to be well-defined.
Hence, G is passive if and only if a finite amount of energy can be extracted from the system defined by G.
Corollary 3. For a point t in the time axis,

B. Differential Forms on Bundles
A differential 











Let 





The exterior differential operator 


and the horizontal differential operator

where the total differential operator with respect to 

that is equivalent to partial differential, and





C. Euler-Lagrange Equations
An Euler-Lagrange equation is determined by the stationary condition 



where 




D. Multisymplectic Covariant Formalism
The Hamiltonian representation of lumped parameter systems are determined by the symplectic 2-form 







The (covariant) Hamiltonian representation of field equations are determined by the multisymplectic 









where the space 






















where we assume that the multi index 


On the other hand, the covariant Lagrangian system can be defined as 





where 







In the above, the covariant Lagrangian system determined by the variational problem of the r-th order Lagrangian density 




E. Multisymplectic Instantaneous Formalism
The instantaneous formalism is the covariant representation with time-spatial splitting. The time-spatial splitting is equivalent to choosing an infinitesimal supersurface parametrized by time in the configuration space Q. Bundles with time-spatial splitting consist of the Cauchy surface 







The instantaneous representation is defined on the space 





























where the instantaneous momentum

is calculated by integration by parts, and the weight

based on the combination have been defined.
Instantaneous Lagrange systems are determined on 


is given by 








Because 


























