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# Magnetorotational Instability in Liquid Metal Couette Flow

## 1 Introduction

A significant problem in accretion disk theory is the nature of anomalous viscosity. In order for accretion to occur, angular momentum must be transported outward. The central problem in astrophysical accretion disks is that observed accretion rates cannot be due to ordinary molecular viscosity. A robust anomalous angular momentum transport mechanism must operate in accretion disks.

In 1991, the magnetorotational instability (MRI), discovered by Velikhov (1959) and Chandrasekhar (1960), was reintroduced as a mechanism for excitation and sustaining MHD turbulence in a magnetized but Rayleigh-stable fluid by Balbus & Hawley (1991a). Since then, many numerical and analytic studies of the MRI have been performed under varying conditions (Balbus & Hawley, 1991b; Matsumoto & Tajima, 1995; Hawley, et al., 1996; Stone et al., 1996; Gammie, 1996; Sano & Miyama, 1999; Noguchi et al., 2000; Sano & Inutsuka, 2001). Nevertheless, amidst all the theoretical attention granted to the MRI, it has never been demonstrated in the laboratory. In light of this fact an $`\alpha \omega `$ dynamo experiment at the New Mexico Institute of Mining and Technology provides a unique opportunity to study the MRI in a rotating metal annulus using liquid sodium. In this paper, a local stability analysis is performed and the results are compared with theoretical analysis from a similar proposed experiment at the Princeton Plasma Physics Laboratory (Ji et al., 2001; Goodman & Ji, 2001). Varying aspects of the experiments are discussed with stable and unstable regions identified in terms of magnetic field strength and shear flow. In addition the number of unstable modes and the Prandtl number further define the parameter space. If the number of unstable modes is large compared to unity, then there exists the possibility of observing turbulence generated by the MRI. Finally we investigate the instability boundary when fluid turbulence is injected as for example through the Ekman layer flow.

## 2 New Mexico $`\alpha \omega `$ Dynamo Experiment

The New Mexico $`\alpha \omega `$ dynamo (NMD) experiment is a collaboration between the New Mexico Institute of Mining and Technology and Los Alamos National Laboratory (Colgate, et al., 2001). The experiment is designed to create an astrophysical dynamo, the $`\alpha \omega `$-dynamo, in a rapidly rotating laboratory system.

The apparatus consists of two coaxial cylinders (Fig. 1), rotating at different angular velocities and therefore creating Couette flow in the annular volume. Liquid sodium fills the volume between the cylinders and the end walls. Solid plates attached to and co-rotating with the outer cylinder with an angular velocity, $`\mathrm{\Omega }_2`$ define the end walls. (In addition, for the dynamo experiment, an external source of helicity is supplied, driven plumes, but this is not part of the MRI experiment.) The schematic of the flow field, (Fig. 1), places particular emphasis on the primary diagnostic of multiple, 3-axis, magnetic field Hall effect detectors (sensitivity: $`0.1`$ to $`10\text{kG}`$) located in aerodynamically shaped probes within the rotating conducting fluid. We expect that the radial perturbations from the MRI and their azimuthally sheared result will produce a fluctuating $`B_r`$ and $`B_\theta `$ field from an original imposed static $`B_z`$ field through MRI growth. These fluctuating fields are the result of the linear and non-linear growth of the various MRI modes transformed by the difference of the sheared Couette flow at a given radius and the probe angular velocity, $`\mathrm{\Omega }_2`$, of the outer cylinder. A significant difficulty will be the observation of the linear growth of any particular MRI mode because the time constant for establishing the initial axial field within the conducting liquid sodium will be long, $`30/\mathrm{\Omega }_2`$, compared to the expected growth rate, $`\mathrm{\Omega }_2`$, of the instabilities as derived in this paper. We therefore expect to observe primarily the near steady state of the non-linear limit of various modes, but the sequential linear phases may be observed during the comparatively slow rise of the field. If the applied field or flux is amplified by the MRI such as a dynamo, then we expect to see fluctuating fields significantly greater than the applied field. In addition since the inner and outer cylinders are driven separately, the relative torque as a function of the applied magnetic field becomes an integral diagnostic of the non-linear limits of the instability growth.

By driving the inner cylinder and applying a variable brake with a corresponding torque measurement to the outer cylinder one can explore the full range of Couette velocity profiles including the marginal Couette flow hydrodynamic stability condition discussed next. This condition of maximum or marginal stable Couette profile can be established in the experiment precisely by gear ratios and so the degree of turbulence measured by the torque can be explored at the stability boundary. In addition the pressure will be measured at five radii and compared to the pressure distributions expected of the various Couette profiles. A finite torque measurement can be interpreted in terms of turbulence existing between the two cylinders. No turbulence or perfectly laminar flow will exert a torque of the order $`1/R_e`$, $`R_e`$ the fluid Reynolds number where $`Re10^7`$, compared to a turbulent torque, $`1/Re^{1/2}`$, if the Ekman layer circulation leads to the weak turbulence that we discuss later. This same possible weak turbulence can also be measured by introducing a very weak field, $`B_{min}1\text{G}`$, small enough so as not to cause the growth of MRI in resistive liquid but large enough so that an unstable flow or weakly turbulent flow can be measured as fluctuations in $`B_r`$ and $`B_\theta `$ with the Hall effect probes. Therefore the fluid flow conditions can be fully explored before the application of magnetic fields designed to create the MRI. When the MRI does take place, then the instability can be recognized as a departure from the previously measured initial fluid state.

It is critical to have large shear rates in order to observe the maximum growth rates of the MRI. However, excessive shear will hydrodynamically destabilize the flow by the Kelvin-Helmholtz instability. Let us consider a Couette flow profile in cylindrical coordinates. Take $`r,\theta ,z`$ as the radial, azimuthal and axial directions respectively. The radial distribution of angular velocity of the flow, $`\mathrm{\Omega }(r)`$, is given by (Landau & Lifshitz, 1959)

$$\mathrm{\Omega }(r)=\frac{\mathrm{\Omega }_2R_2^2\mathrm{\Omega }_1R_1^2}{R_2^2R_1^2}+\frac{1}{r^2}\frac{(\mathrm{\Omega }_1\mathrm{\Omega }_2)R_1^2R_2^2}{R_2^2R_1^2}\text{,}$$
(1)
where $`R_1(R_2)`$ and $`\mathrm{\Omega }_1(\mathrm{\Omega }_2)`$ are the inner(outer) radii and angular velocities.

In the limit of infinitely large hydrodynamic Reynolds number, $`R_e`$, the stability condition for Couette flow is given by $`\mathrm{\Omega }_1R_1^2`$ $`<`$ $`\mathrm{\Omega }_2R_2^2`$ (Landau & Lifshitz, 1959). Therefore, in order to maximize the shear flow within the apparatus, the NMD experiment has been designed such that $`R_2/R_1=2`$ and $`\mathrm{\Omega }_1/\mathrm{\Omega }_2`$ = 4, guaranteeing that $`\mathrm{\Omega }_1R_1^2`$ = $`\mathrm{\Omega }_2R_2^2`$. In addition to stability constraints, stress limitations in the experiment require that an upper limit of $`\mathrm{\Omega }_2=33\text{Hz}`$ be placed on the frequency of rotation of the outer cylinder. Of course lower rotation rate can be used in both NMD experiment and Princeton Plasma Physics Laboratory (PPPL) experiment, but it is assumed for this analysis that the highest rates are of greatest scientific interest.

The assumption of stable Couette flow implies a laminar flow with no turbulence. On the other hand the initial acceleration of the fluid to the final state of Couette flow from an alternate initial state implies a transient enhanced torque, because, just as in the accretion disk, the laminar friction is too small. However, in the experimental apparatus, the transient, Couette flow profile is Helmholtz unstable so that turbulence is a natural and expected result of the ”spin-up” of the flow.

On the other hand the Ekman flow creates a relative torque between $`\mathrm{\Omega }_1`$ and $`\mathrm{\Omega }_2`$ that we expect to be balanced by a weak turbulence as observed by (Taylor, 1936) and analogous to the spin-up turbulence. This turbulence may also influence the stability conditions but primarily the ability to distinguish turbulence caused by the MRI from the hydrodynamic turbulence caused by the Ekman layer. We therefore analyze the MRI stability conditions as a function of hydrodynamic turbulence preexisting in the liquid and therefore of the Prandtl number. At large enough levels of turbulence, the effective electrical resistivity can also be increased and therefore decrease the magnetic Reynolds number, $`R_m`$, and therefore influence the conditions of excitation of the MRI.

In comparison to the New Mexico Dynamo Experiment, a similar experiment at the Princeton Plasma Physics Laboratory has been proposed to look for the MRI in a rotating liquid metal annulus (Ji et al., 2001). The PPPL experiment utilizes liquid gallium, an easy to handle metal with properties similar to liquid sodium (see Table 1).

Note, however, the higher density and higher resistivity of liquid gallium, which limit the maximum rotation speed and the maximum achievable $`R_m`$. The dimensions of the PPPL experiment are slightly different, enabling them to acquire larger shear flow rates, Ji et al. (2001). For $`R_1=5`$ cm and $`R_2=15`$ cm then $`R_2/R_1`$ = 3 with a typical $`\mathrm{\Omega }_1/\mathrm{\Omega }_2`$ = 9. The conditions for instability for both experiments are discussed in Sec. 4.

## 3 Local Stability Analysis

The angular velocity of Couette flow confined between coaxial cylinders with radii $`R_1<r<R_2`$ and cylindrical angular velocities $`\mathrm{\Omega }_1,\mathrm{\Omega }_2`$ is given by

$$\mathrm{\Omega }(r)=a+\frac{b}{r^2},$$
(2)
where we define $`a`$ and $`b`$ as

$`a`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }_2R_2^2\mathrm{\Omega }_1R_1^2}{R_2^2R_1^2}},`$
$`b`$ $`=`$ $`{\displaystyle \frac{(\mathrm{\Omega }_1\mathrm{\Omega }_2)R_1^2R_2^2}{R_2^2R_1^2}}.`$ (3)
The incompressible and dissipative MHD equations describing the dynamics of liquid metals are given as follows,

$`𝑩`$ $`=`$ $`0,`$ (4a)
$`𝑽`$ $`=`$ $`0,`$ (4b)
$`{\displaystyle \frac{𝑩}{t}}`$ $`=`$ $`\times (𝑽\times 𝑩)+\eta ^2𝑩,`$ (4c)
$`{\displaystyle \frac{𝑽}{t}}+(𝑽)𝑽`$ $`=`$ $`{\displaystyle \frac{(𝑩)𝑩}{4\pi \rho }}{\displaystyle \frac{1}{\rho }}\left(p+{\displaystyle \frac{B^2}{8\pi }}\right)`$ (4d)
$`+\nu ^2𝑽,`$
where $`𝑩`$ is the magnetic field, $`𝑽`$ is the velocity, $`\eta `$ is the magnetic diffusivity, $`p`$ is pressure and $`\nu `$ is the kinematic viscosity. In cylindrical symmetry the system of equations (4a)–(4d) have stationary solution $`𝑽_0=(0,r\mathrm{\Omega }(r),0)`$ and $`𝑩_0=(0,B_{\theta 0}(r),B_{z0})`$, where $`B_{z0}`$ is a constant, $`B_{\theta 0}1/r`$, and the angular velocity profile, $`\mathrm{\Omega }(r)`$, is given by expression (2). One needs to investigate the time evolution of perturbations to this equilibrium state governed by the linearization of system of equations (4a)–(4d). A similar analysis of perturbations was performed by Goodman & Ji (2001), who showed that local WKB approximation gives results for growth rates of instability, which are close to the growth rates obtained by the solving full boundary value problem in radial direction. As it is especially stressed by Ji et al. (2001) and Goodman & Ji (2001), WKB local analysis leads to a good approximation to the growth rates even in the case of the scale of perturbations being equal to or comparable to the sizes of the vessel. Thus, in this work, we limit ourselves to the local approach, which is much easier to carry out than the full eigenmode analysis, because it allows one to obtain an algebraic dispersion relation. The perturbations $`𝒃=(b_r,b_\theta ,b_z)`$, $`𝒗=(v_r,v_\theta ,v_z)`$ are assumed to be axisymmetric and proportional to $`\mathrm{exp}(\gamma tik_zzik_rr)`$ where $`\gamma `$ is the associated growth rate. It is also assumed that the minimum possible wave numbers in $`r`$ and $`z`$ directions are $`k_{rmin}=\pi /(R_2R_1)`$ and $`k_{zmin}=\pi /L`$. The linearized equations of motion are then given by

$`0`$ $`=`$ $`\left({\displaystyle \frac{1}{r}}ik_r\right)v_rik_zv_z,`$ (5a)
$`0`$ $`=`$ $`\left({\displaystyle \frac{1}{r}}ik_r\right)b_rik_zb_z,`$ (5b)
$`\gamma b_r`$ $`=`$ $`ik_zB_{z0}v_r\eta k^2b_r,`$ (5c)
$`\gamma b_\theta `$ $`=`$ $`ik_zB_{z0}v_\theta +{\displaystyle \frac{d\mathrm{\Omega }}{d\mathrm{ln}r}}b_r`$ (5d)
$`rv_r{\displaystyle \frac{d}{dr}}\left({\displaystyle \frac{B_{\theta 0}}{r}}\right)\eta k^2b_\theta ,`$
$`\gamma v_r2\mathrm{\Omega }v_\theta `$ $`=`$ $`{\displaystyle \frac{1}{4\pi \rho }}\left(ik_zB_{z0}b_r+{\displaystyle \frac{2B_{\theta 0}}{r}}b_\theta \right)`$ (5e)
$`+ik_r{\displaystyle \frac{p_1}{\rho }}\nu k^2v_r,`$
$`\gamma v_\theta +{\displaystyle \frac{\kappa ^2}{2\mathrm{\Omega }}}v_r`$ $`=`$ $`{\displaystyle \frac{1}{4\pi \rho }}\left(ik_zB_{z0}b_\theta b_r\left[{\displaystyle \frac{d}{dr}}+{\displaystyle \frac{1}{r}}\right]B_{\theta 0}\right)`$ (5f)
$`\nu k^2v_\theta ,`$
$`\gamma v_z`$ $`=`$ $`{\displaystyle \frac{ik_zB_{z0}}{4\pi \rho }}b_z+ik_z{\displaystyle \frac{p_1}{\rho }}\nu k^2v_z,`$ (5g)
where the epicyclic frequency $`\kappa `$ is defined as

$$\kappa ^2=\frac{1}{r^3}\frac{d(r^4\mathrm{\Omega }^2)}{dr}=4\mathrm{\Omega }^2+\frac{d\mathrm{\Omega }^2}{d\mathrm{ln}r},$$
(6)
$`p_1`$ is the perturbation of the pressure, and $`k=\sqrt{k_z^2+k_r^2}`$ is total wave number, respectively. Note that $`\kappa `$ can be expressed through $`a`$ and $`b`$ in Eq. (3) as

$$\kappa ^2=4a\left(a+\frac{b}{r^2}\right),$$
(7)
which vanishes when velocity shear is maximum ($`a=0`$, $`b=r^2\mathrm{\Omega }`$).

These equations lead to the following local dispersion relation

$`\left[(\gamma +\nu k^2)(\gamma +\eta k^2)+k_{z}^{}{}_{}{}^{2}V_{A}^{}{}_{}{}^{2}\right]^2{\displaystyle \frac{k^2}{k_z^2}}`$ (8)
$`+\kappa ^2(\gamma +\eta k^2)^2+{\displaystyle \frac{d\mathrm{\Omega }^2}{d\mathrm{ln}r}}k_{z}^{}{}_{}{}^{2}V_{A}^{}{}_{}{}^{2}`$
$`+{\displaystyle \frac{2ik_zV_{A\theta z}^2}{r}}\left[(\gamma +\nu k^2){\displaystyle \frac{d\mathrm{\Omega }}{d\mathrm{ln}r}}{\displaystyle \frac{\kappa ^2}{2\mathrm{\Omega }}}(\gamma +\eta k^2)\right]=0,`$
where

$`V_{A\theta z}^{}{}_{}{}^{2}`$ $`=`$ $`{\displaystyle \frac{B_{\theta 0}B_{z0}}{4\pi \rho }},V_A^2={\displaystyle \frac{B_{z0}^2}{4\pi \rho }}`$ (9)
Neglecting all $`1/r`$ terms compared to $`k`$ yields the following dispersion relation, which is identical to the dispersion relation derived by Ji et al. (2001)

$`[(\gamma +\nu k^2)(\gamma +\eta k^2)+(k_zV_A)^2]^2{\displaystyle \frac{k^2}{k_z^2}}`$ (10)
$`+\kappa ^2(\gamma +\eta k^2)^2+{\displaystyle \frac{d\mathrm{\Omega }^2}{d\mathrm{ln}r}}(k_zV_A)^2=0.`$
In the case of maximum shear flow, $`a=0`$, and hence, $`\kappa =0`$, the dispersion relation simplifies to

$$[(\gamma +\nu k^2)(\gamma +\eta k^2)+(k_zV_A)^2]^24\mathrm{\Omega }^2\frac{k_z^4V_A^2}{k^2}=0,$$
(11)
which immediately yields the following solutions for $`\gamma `$

$`\gamma ={\displaystyle \frac{1}{2}}[(\nu +\eta )k^2`$ (12)
$`\pm \sqrt{(\nu +\eta )^2k^44\left(\nu \eta k^4+k_z^2V_A^2\pm {\displaystyle \frac{2\mathrm{\Omega }k_z^2V_A}{k}}\right)}],`$
Only when we take the plus sign for the square root term and the minus sign for the last term in eq. (12), does it give the unstable solution, and all the other three solutions are stable.

The MRI occurs only when the second term inside the square root of (12) is negative, i.e.,

$$\omega _\nu \omega _\eta +\omega _A^2<2\frac{k_z\mathrm{\Omega }\omega _A}{k},$$
(13)
where $`\omega _\nu =\nu k^2`$, $`\omega _\eta =\eta k^2`$ and $`\omega _A=V_Ak_z`$. Thus, viscosity, magnetic diffusion and magnetic tension stabilize the MRI, whereas the shear flow destabilizes it. The condition for neglecting $`\nu `$ and $`\eta `$ can be derived from (12) by evaluating the expression under the square root, i.e.,

$$(\nu \eta )^2k^4\frac{4\omega _A(2k_z\mathrm{\Omega }k\omega _A)}{k}.$$
(14)
For $`k_r=0`$, eq. (14) further reduces to

$$\frac{(\eta \nu )^2k_z^2}{V_A^2}\frac{4(2\mathrm{\Omega }\omega _A)}{\omega _A}.$$
(15)
Thus, it is apparent that magnetic diffusivity and kinematic viscosity only affect high $`k_z`$ modes.

If the magnetic diffusivity is large and the applied magnetic field is weak, eq. (12) reduces to two roots $`\gamma =\nu k^2`$ and $`\gamma =\eta k^2`$. The former root corresponds to a hydrodynamical branch in which the fluid is disconnected from the electromagnetic force and behaves as a pure fluid. The latter root is an electromagnetic branch, in which the magnetic field diffuses as in vacuum. With an increasing magnetic field, bifurcations occur in which the hydrodynamic and electromagnetic branches are split into four branches. When $`\omega _\nu \omega _A\omega _\eta `$ the unstable solution of (11) is given by

$$\gamma =\omega _\nu +\frac{\omega _A(2\mathrm{\Omega }\omega _A)}{\omega _\eta \omega _\nu },$$
(16)
showing that the unstable solution emerges from the hydrodynamical branch. Though magnetic diffusion diminishes the MRI, the branch remains unstable if the condition $`\omega _A>\omega _\eta \omega _\nu k/(2k_z\mathrm{\Omega })`$ is satisfied. Notice however, that even if the magnetic diffusivity is high, a weak magnetic field is capable of generating the MRI.

Next, let us consider the hydrodynamical limit($`V_A=0`$) with arbitrary Couette flow profiles, ($`a0`$). In this case, $`\kappa 0`$ in general and we have to go back to eq. (10) for deriving solutions. Two trivial solutions are $`\gamma =\eta k^2`$, corresponding to the electromagnetic branch and the second is given by

$$\gamma =\nu k^2\pm i\kappa \frac{k_z}{k},$$
(17)
which is the hydrodynamical branch.

The effect of finite $`\kappa `$ and high $`\nu `$ is shown in Fig. 2, where the rotation speed of the cylinders, viscosity, and magnetic diffusivity of Fig. 2a corresponds to the point C of Ji et al. (2001), and the wavenumber is fixed at $`(k_z,r_r)=(1,1)`$ for Fig. 2a, 2c and $`(4,1)`$ for Fig. 2b, 2d, respectively. The growth rates of the four roots of eq. (10) are shown as a function of the axial magnetic field strength $`B_z`$. The epicyclic frequency $`\kappa `$ is finite in Figs. 2a and 2c, whereas $`\kappa =0`$ in Figs. 2b and 2d. The kinematic viscosity $`\nu `$ is taken as the actual value of Gallium \[Fig. 2a\] and Sodium \[Fig 2b\], whereas we make it artificially high ($`\nu >\eta `$) in Figs. 2c and 2d to see the effect of anomalous increase of $`\nu `$ due to possible turbulence.

In the hydrodynamical limit($`B_z=0`$) in Fig. 2a, the solutions of the hydrodynamical branch, ($`\gamma 0`$) are complex \[eq. (17)\]. Near $`B_z=2000`$ gauss, these solutions are separated and both become real. Only one solution becomes unstable. Thus, if the flow is not a maximum shear flow profile ($`\kappa 0`$), the MRI is stabilized for weak magnetic fields.

Figures (2c) and (2d) show that the turbulence suppresses the unstable MRI mode. Since the Ekman layer may make the fluid weakly turbulent, it is important to estimate the scale of this turbulence, which will be discussed in Sec. 5.

In the next section, stability diagrams are presented and compared for both experiments.

## 4 Stability Diagrams and Growth Rates in Sodium and Gallium Experiments

The comparison between the NMD and Princeton experiments is done by comparing their typical parameters in Table 1. In order to evaluate the physical differences between the experiments, we compare the dimensionless parameters, presented in the second column of Table 1. We use $`R_2`$ and $`\mathrm{\Omega }_2^1`$ as units of length and time to obtain the dimensionless quantities.

We choose $`\mathrm{\Omega }_1=84.8`$ Hz and $`\mathrm{\Omega }_2=10.34`$ Hz as the typical values for the gallium experiment, which corresponds to point C of Ji et al. (2001). The global magnetic Reynolds number becomes

$$R_m=\frac{R_2\mathrm{\Omega }_2(R_2R_1)}{\eta }.$$
(18)
The $`R_m`$ is higher in the sodium experiment, which is designed to observe the $`\alpha \omega `$ dynamo (Colgate, et al., 2001; Pariev, 2001). All the growth rates are evaluated at the radius $`r=\overline{r}`$, which satisfies $`\mathrm{\Omega }(\overline{r})=\sqrt{\mathrm{\Omega }_1\mathrm{\Omega }_2}`$. We also define the global fluid Reynolds number as

$$R_e=\frac{R_2\mathrm{\Omega }_2(R_2R_1)}{\nu }.$$
(19)
Using these parameters, the growth rate is obtained by solving eq. (10) numerically, and the unstable regions are plotted in Fig. 3 as a function of axial magnetic field strength and wave number $`k_z`$. The unit of $`k_z`$ is $`\pi /(R_2R_1)`$, $`k_r`$ is $`\pi /L`$ in Figs. 3, 4, 5, 6, 8, 9 and 10. The minimum possible values for the dimensionless $`k_r`$ and $`k_z`$ are unity. We fixed $`k_r`$ as unity in Fig. 3. Notice that in both experiments, a strong field suppresses high $`k`$ modes because of the magnetic diffusivity and magnetic tension. In the sodium case (Fig. 3a), higher $`k_z`$ modes are destabilized, and the growth rate is higher compared to the gallium case (Fig. 3b). In the gallium case, the suppression of the unstable modes with low magnetic field occurs due to finite $`\kappa `$ (see Sec. 3 for details).

Figures 4 and 5 demonstrate the dependence of the growth rate on the wave numbers in the sodium and gallium experiments. In Fig. 4, an axial magnetic field $`B_z`$ is fixed at $`3\times 10^3`$ gauss, and in Fig. 5, at $`400`$ gauss. When $`B_z=3\times 10^3`$ gauss, a number of $`k_z`$ modes($`k_z<8`$) are destabilized in the sodium experiment(Fig. 4a), while in the gallium experiment(Fig. 4b) only the $`k_z=1`$ mode is destabilized.

A more significant difference between the sodium and gallium experiments is shown in Fig. 5. For weak magnetic fields no mode is unstable in the gallium experiment(Fig. 5b), whereas higher $`k_z`$ modes ($`k_z>50`$) are excited in the sodium experiment(Fig. 5a). As we noted before, the finite $`\kappa `$ suppresses the unstable MRI modes with weak magnetic field.

In order to show the importance of the maximum shear, we plot the growth rate for the gallium experiment with $`\kappa =0`$ in Fig. 6. We reproduce Figs. 3b, 4b and 5b in Figs. 6a, 6b and 6c respectively, except we take $`\mathrm{\Omega }_2=\mathrm{\Omega }_1/9`$ for the maximum shear \[see Eqs. (3) and (7)\]. In Fig. 6a, high $`k_z`$ modes are unstable with low magnetic field, which are stable with finite $`\kappa `$(Fig.
reffig3b). Maximum velocity shear also destabilizes high $`k_r`$ modes (Figs. 6b and 6c), so many modes will be excited in the gallium experiment at maximum shear. In all cases, the $`(k_z,k_r)=(1,1)`$ mode is dominant, but mode coupling may occur in the nonlinear regime to excite turbulence in the gallium experiment.

While the maximum shear flow profile leads to easy excitation of MRI, it falls on the border line for pure hydrodynamical instability. We show the contour plot of the unstable region for the modes $`(k_r,k_z)=(1,2)`$ and $`(3,5)`$ of the sodium experiment in Fig. 7. In the regime $`\mathrm{\Omega }_2/\mathrm{\Omega }_1<0.25`$, sodium is hydrodynamically unstable. The maximum shear flow is indicated as a solid line. High wavenumber modes are unstable only near the maximum shear flow and weak magnetic field in the hydrodynamically stable region (Fig. 7b).

Growth rates for the finite $`\kappa `$ shear case are shown in Fig 8. High wave number modes are stabilized compared to the $`\kappa =0`$ case, Fig. 6, but several modes are still unstable. Comparison of Fig. 3b to Fig. 8a and Fig. 4b to Fig. 8b shows that even for highly sub-critical flow with $`\mathrm{\Omega }_1/\mathrm{\Omega }_2=2`$ the sodium experiment will allow one to observe more MRI unstable modes than the gallium experiment for slightly sub-critical flow with $`\mathrm{\Omega }_1/\mathrm{\Omega }_2=8.2`$ (point C of Ji et al., 2001). Thus, the sodium experiment has a higher potential for the observation of turbulence due to the nonlinear development of the MRI at the rotation profiles with smaller shear, i.e. when the flow is highly stable in the absence of the magnetic fields.

## 5 Turbulence Derived from The Ekman Layer Flow

We believe we need to understand the minimum expected turbulence level in the fluid before attempting to observationally separate the MRI growth from an unknown background. Of course that background will be measured first, but this section deals with an estimate of its magnitude. First we must point out that if there were no initial turbulence in the flow, then the expectation of laminar flow is that the torque or power required to drive the experiment would be negligibly small. Instead, since we know that there must be a torque associated with the Ekman layer flow and therefore a minimum power required to drive the Couette flow, we calculate this and compare it to the observed instability based upon the gradient of angular momentum (Richard & Zahn, 1999).

Richard & Zahn (1999) have extensively reviewed the earlier experimental work on Couette flow of Wendt (1933) & Taylor (1936). In the maximally stable case where the outer cylinder rotates at $`\mathrm{\Omega }_2`$ and the inner one is stationary, $`\mathrm{\Omega }_1=0`$, and thus where the angular momentum increases outward, the flow is observed to be weakly unstable to a finite amplitude instability despite the prediction of stability for a positive angular momentum gradient. This observed instability has been invoked by Richard & Zahn (1999) as a possible mechanism for the $`\alpha `$-viscosity of Keplerian accretion disks. The implication is that the free energy of the flow is accessed through a finite amplitude instability producing turbulence. However, this turbulence in the positive angular momentum gradient, theoretically stable regime, is observed to be much weaker then the inverse case, exerting a much smaller torque than the turbulence generated by the unstable Couette flow, which in turn is self-excited by the flow of free energy through the turbulence itself. This lack of equivalence causes us to ascribe the occurrence of turbulence in the stable flow case to the back-reaction to the torque of the Ekman layer flow. We calculate this back reaction turbulence here as the likely lower limit of turbulence for these experiments. The initial experimental measurement of the torque as well as the in situ magnetic fluctuations for very low fields can and will be compared to these predictions. Finally we note that the predicted ratio between the torques for the stable and unstable flows, based on the Ekman layer flow $`G_{\mathrm{stable}}/G_{\mathrm{unstable}}R_e^{1/2}/R_e`$, roughly agrees with the measurements of Taylor (1936). We delay until a later paper a full analysis of this problem, but give here an estimate of this expected turbulent viscosity as compared to the purely laminar one.

An Ekman layer forms adjacent to the surfaces of the end walls. This flow is both radial and azimuthal, thin, laminar, and high speed. The resulting flux of angular momentum creates a torque on the fluid and an unstable velocity profile between the inner and outer cylinders. The unstable shear flow at both the inner and outer cylindrical boundaries results in a ”law of the walls” or ”logarithmic profile” turbulent boundary layer (Schlichting, 1960) with each of the cylinder walls. This turbulence extends from the inner to the outer differentially rotating cylinders and creates the turbulent stress necessary to transfer the torque between them.

The assumption of the stability of Couette flow in the experiment is limited by the formation of an Ekman layer adjacent to the surfaces of the end plates. Since these end plates corotate with the outer frequency $`\mathrm{\Omega }_2`$, then at any radius $`rR_2`$ the fluid will be rotating faster than the end wall. An Ekman layer forms (Prandtl, 1952), when the centrifugal force is not balanced by a pressure gradient. The pressure in the Ekman layer is the same as the pressure in the bulk of the cylinder but the centrifugal force is smaller in the Ekman layer because of friction with the end wall. As a result, a (negative) radial flow develops in a thin layer of thickness $`\delta `$ with a mean radial velocity $`<v_r>r\mathrm{\Omega }/2`$ while undergoing a mean azimuthal motion $`<v_\theta >r\mathrm{\Omega }/2`$ . The analysis of Prandtl (1952) results in the thickness $`\delta r/\sqrt{R_e}=\sqrt{\nu /\mathrm{\Omega }_2}5.6\times 10^3`$ cm in sodium and $`7.0\times 10^3`$ cm in gallium, using the parameters of Table 1. Hence a radial (negative) current, $`F_r`$, flows of order

$$F_r\delta (2\pi R_2)R_2\mathrm{\Omega }_2/2=\pi R_2^3\mathrm{\Omega }_2/\sqrt{R_e}cm^3s^1.$$
(20)
This (negative) radial flow at both ends towards the axis must be balanced by a positive, slower radial flow throughout the central region. The Ekman flow merges with the central flow by a boundary layer at the inner cylinder surface resulting in a circulation within the Couette flow volume driven by the Ekman layers at each end. Since this flow represents a flux of angular momentum, $`\rho F_rR_2^2\mathrm{\Omega }_2/2`$, from the inner radius, $`R_1`$, to the outer radius, $`R_2`$, there must be a torque, $`G`$, transmitted by the fluid corresponding to the difference in the flux of angular momentum between these two surfaces or

$$G_E=\rho F_r(R_2^2R_1^2)\mathrm{\Omega }_2/2=\rho (3\pi /8)R_2^5\mathrm{\Omega }_2^2/\sqrt{R}_e.$$
(21)
where we have used the ratio $`R_1/R_2=1/2`$ for the sodium experiment. (A factor of $`5.9\times 10^3`$ smaller is implied for the gallium experiment.) Not only does this torque, between $`R_1`$ and $`R_2`$ determine the power required to drive the flow, but also imposes a requirement for a weak turbulence within the so-called stable Couette flow in order to transmit this torque between $`R_1`$ and $`R_2`$. This level of turbulence becomes the minimum effective viscosity or turbulent viscosity, $`\nu _t`$, of the MRI experiments. By way of comparison in addition we calculate the torque as if the flow were completely laminar and compare the two torques.

The shear stress for turbulent or laminar flow, $`\tau _t`$, $`\tau _L`$, is characterized by either an effective turbulent viscosity, $`\nu _t`$ or laminar, $`\nu _L`$. In the turbulent case the angular momentum flux from the Ekman layer must be balanced by the viscous stress from the rate of shearing, $`A=rd\mathrm{\Omega }/dr=2\mathrm{\Omega }_2R_2^2r^2`$ \[see Pringle (1981)\] resulting in a viscous drag per unit area, $`\tau _t=\rho \nu _tA=2\nu _t\mathrm{\Omega }_2R_2^2r^2\rho `$ and therefore a torque per unit length, $`t_t=2\pi r^2\tau _t=4\pi \nu _t\mathrm{\Omega }_2R_2^2\rho `$. This has the proper scaling since the torque must be independent of radius. The corresponding laminar torque per unit length, $`t_L=2\pi r^2\tau _L=4\pi \nu _L\mathrm{\Omega }_2R_2^2\rho `$ where the viscosity, $`\nu _L`$, is fixed by the fluid properties and not variable with the strength of the turbulence. Then the total laminar torque per half length becomes, $`G_L=t_LL/2=2\pi \nu _L\mathrm{\Omega }_2LR_2^2\rho =2\pi LR_2^4\mathrm{\Omega }_2^2/R_e`$. The ratio of the two torques becomes $`G_L/G_E=(16/3)(L/R_2)R_e^{1/2}`$. Since $`R_e`$ is very large and $`L/R_2=1`$, the laminar torque is negligibly small compared to the Ekman layer torque and therefore torque balance requires turbulence to enhance the effective viscosity. This effective turbulent viscosity is obtained by equating the Ekman angular momentum flux to the viscous shearing torque giving

$$\nu _t=(3/16)\frac{R_2}{L}\frac{R_2\mathrm{\Omega }_2}{\sqrt{R}_e}R_2=10.0\&\mathrm{\hspace{0.17em}\hspace{0.17em}12.7}cm^2s^1,$$
(22)
for the sodium and gallium experiments respectively.

The structure of this turbulence is problematic. It has been described by (Taylor, 1936), as initially a series of long parallel vortices, ”Taylor columns” that extend the full length of the annular space and that at greater $`R_e`$ these columns break up becoming fully developed turbulence. We expect at some value of magnetic field strength that these vortices will be suppressed by magnetic field of sufficient strength. It seems unlikely, however, that a return to laminar flow would take place, because the flow profile, with no turbulent shear stress, but still the Ekman flow, will become more distorted from the stable profile resulting in stronger turbulent drive. However, for now we defer analysis and expect guidance from future experiment.

Finally a turbulent magnetic Prandtl number, $`P_{Mt}`$, for measuring the strength of this Ekman driven turbulence, can also be estimated as

$$P_{Mt}=\frac{\nu _t}{\eta }=0.012\&\mathrm{\hspace{0.17em}\hspace{0.17em}6.3}\times 10^3$$
(23)
respectively. Despite the very small size of the Ekman layer, the turbulence generated by such a flow influences the ability to distinguish turbulence caused by the MRI at low values of magnetic field from the hydrodynamic turbulence caused by the Ekman layer. At higher values of the magnetic field, above that affected by the Ekman turbulence, the effects caused by the MRI should be clearly recognizable.

Figure 9 shows the dependence of the MRI growth rate with the turbulent $`\nu _t`$ as a function of an axial magnetic field strength and the Prandtl number for the most unstable modes in both experiments. In sodium experiment, higher $`k_r`$ modes are also unstable. Figure 10 shows the growth rate for $`(k_r,k_z)=(3,4)`$ mode. Note that this mode is stable in gallium, even with laminar viscosity only. Finite $`\kappa `$ for the gallium experiment prevents the MRI from developing with weak magnetic field(compare Figs. 3b and 6a, Figs. 4b and 6b above), and MRI exists only in the region $`3\times 10^3\text{gauss}<B_z<6\times 10^3\text{gauss}`$ (Fig. 3b). However, the sodium experiment with maximum shear, $`\kappa =0`$, can be destabilized with already very weak magnetic field, in the range of $`50\text{gauss}<B_z<100\text{gauss}`$.

In conclusion, the presence of Ekman layers is significant for the determining of the power necessary to sustain the differential rotation in the apparatus but has a negligible effect on the condition of the excitation of the MRI as it has been already mentioned briefly in Ji et al. (2001). However, the turbulence excited due to the presence of Ekman layers may interfere with our measurements of perturbations of magnetic field excited by the MRI. Therefore, the presence of weak turbulent perturbations due to Ekman layers seems unavoidable whenever one observes the excitation of the MRI. It also seems unlikely that the imposed magnetic field in both sodium and gallium experiments can significantly exceed a value of a few thousands Gauss. The characteristic amplitude of the perturbations of the magnetic field due to the Ekman layer turbulence is $`B_z\lambda v_t/\eta P_{Mt}B_z`$. The typical value of such perturbed magnetic fields is of order of 1 % of the applied field (see Table 1 for $`P_{Mt}`$), thus, limiting the possible MRI measurements of growing fields to more than 1 % of the initial magnetic field.

## 6 Discussion and Conclusions

There are several aspects of each experiment that warrant discussion. The first deals with the analysis performed for both experiments. In this paper we used the full dispersion relation which depended not only on an azimuthal magnetic field but also has all terms proportional to $`1/r`$ retained. This corresponds to the geometrical effect of the curvature from the cylindrical geometry. Only when one neglects all $`1/r`$ terms in the dispersion relation does one obtain the results of Ji et al. (2001). This allows us to consider many different magnetic field configurations, some of which will be suitable for studying the MRI.

Nevertheless, even with these significant problems and differences, it should be noted that both the NMD and PPPL experiments have an excellent chance of observing the MRI in the laboratory. Both experiments obtain very high growth rates under varying conditions yielding a flexible set of opportunities.

Finally we note that the effect of an azimuthal magnetic field and an analysis of nonaxisymmetric modes are still open problems. Noguchi et al. (2000) showed that the local dispersion analysis in shear flow may fail even for the qualitative estimation of growth rates. The eigenmode analysis for nonaxisymmetric modes is necessary for further understanding of the MRI instability in the NMD experiment. We are now developing the shooting method code for solving Eqs. (4a)-(4d) simultaneously. Spatial dependence of the radial wavenumber and azimuthal magnetic field dependence will be analyzed.

K.N. and S.A.C. are particularly indebted to Hui Li of Los Alamos National Laboratory for pointing out the relevance of the MRI to the NMD experiment and encouraging the present work. V.P. thanks Eric Blackman for stimulating conversations and acknowledges partial support from DOE grant DE-FG02-00ER54600. We all acknowledge important comments by the referee, which significantly improved the article. In addition this work has been supported by the DOE, under contract W-7405-ENG-36.


text:
# 1 Introduction

## 1 Introduction

### 1.1 Physical context

In the recent past years, people started to approach the control of the Schrödinger equation, using techniques of geometric control theory (see for instance ). In this paper we apply techniques of subriemannian geometry on Lie groups to the population transfer problem in a three-level quantum system driven by two external fields (in the rotating wave approximation) of arbitrary shape and frequency. The aim is to induce complete population transfer by minimizing the pulse energy. The dynamics is governed by the time dependent Schrödinger equation (in a system of units such that $`\mathrm{}=1`$):

$`i{\displaystyle \frac{d\psi (t)}{dt}}=H\psi (t),`$ (1)
where $`\psi (.):RC^3`$ and:

$`H=\left(\begin{array}{ccc}E_1& \mathrm{\Omega }_1& 0\\ \mathrm{\Omega }_1^{}& E_2& \mathrm{\Omega }_2\\ 0& \mathrm{\Omega }_2^{}& E_3\end{array}\right).`$ (5)
Here $`(^{})`$ indicates the complex conjugation involution. The controls $`\mathrm{\Omega }_1(.),\mathrm{\Omega }_2(.)`$, that we assume to be different from zero only in a fixed interval $`[0,T]`$, are connected to the physical parameters by $`\mathrm{\Omega }_j(t)=\mu _j_j(t)/2`$, $`j=1,2`$, with $`_j`$ the external pulsed field and $`\mu _j`$ the couplings (intrinsic to the quantum system) that we have restricted to couple only levels $`j`$ and $`j+1`$ by pairs.

###### Remark 1

This finite-dimensional problem can be thought as the reduction of an infinite-dimensional problem in the following way. We start with a Hamiltonian which is the sum of a “drift-term” $`H_0`$, plus a time dependent potential $`V(t)`$ (the control term, i.e. the lasers). The drift term is assumed to be diagonal, with eigenvalues (energy levels) $`\mathrm{}>E_3>E_2>E_1.`$ Then in this spectral resolution of $`H_0`$, we assume the control term $`V(t)`$ to couple only the energy levels $`E_1,E_2`$ and $`E_2,E_3`$. The projected problem in the eigenspaces corresponding to $`E_1,E_2,E_3`$ is completely decoupled and is described by the Hamiltonian (5).

The problem is the following:
Problem. Assume that for time $`t0`$ the state of the system lies in the eigenspace corresponding to the ground eigenvalue $`E_1`$. We want to determine suitable controls $`\mathrm{\Omega }_i(.),`$ $`i=1,2`$, such that for time $`tT`$, the system reaches the eigenspace corresponding to $`E_3`$, requiring that these controls minimize the cost (energy in the following):

$`J={\displaystyle _0^T}\left(|\mathrm{\Omega }_1(t)|^2+|\mathrm{\Omega }_2(t)|^2\right)𝑑t.`$ (6)
In  this problem was studied assuming that the controls $`\mathrm{\Omega }_j`$ are “in resonance”:

$`\mathrm{\Omega }_j(t)=u_j(t)e^{i(\omega _jt+\alpha _j)},\omega _j=E_{j+1}E_j,`$
$`u_j(.):RR,\alpha _j[\pi ,\pi ],j=1,2.`$ (7)
In the sequel we call this second problem (of minimizing the cost (6), which in this case reduces to $`_0^T((u_1(t)^2+`$ $`u_2(t)^2)dt`$), the ”real-resonant” problem. The first problem (with arbitrary complex controls) will be called the ”general-complex” problem.
In , the real-resonant problem was treated as follows:

* first, using a time dependent change of coordinates that leaves invariant the source (eigenstate 1) and the target (eigenstate 3), it was possible to eliminate the drift term and hence to reduce the problem to a singular-Riemannian problem over the real sphere $`S^2`$;
* second, the Hamiltonian system obtained from the Pontryagin Maximum Principle (PMP in the following) was Liouville integrable and explicit expressions for geodesics were found (although not so simple expressions).

In this paper, we address both problems in a more abstract setting:

* in both cases, first, we eliminate the drift. For the general-complex case, we use a time dependent change of coordinates plus a gauge transformation. Again, this change of coordinates leaves invariant both the source and the target;
* second, in both cases, we lift the problem into a right-invariant subriemannian control problem on a real simple Lie group $`G`$, ($`G=G^R=SO(3)`$ for the real-resonant problem and $`G=G^C=SU(3)`$ for the general-complex one). This subriemannian problem has very special features:
There is an element $`g_0`$ of $`G^RG^C`$, and subgroups $`K^R,K^C`$, ($`K^RO(2),K^CU(2)`$) such that, denoting by $`\text{k}^R,\text{k}^C`$ the Lie algebras of $`K^R,K^C`$ respectively:
a. The Lie algebras $`\text{L},\text{k}`$ of the pair $`(G,K)`$ have associated Cartan decomposition $`\text{L}=\text{k}\text{p}`$, with the usual commutation relations,
b. The right-invariant distribution is determined by the p subspace of L,
c. The right invariant subriemannian metric is determined by a scalar multiple of $`Kil|_p`$, where $`Kil|_p`$ is the Killing form restricted to p,
d. The source $`S`$ and the target $`T`$ of the optimal control problem are respectively $`S=K_{g_0}=g_0Kg_{0}^{}{}_{}{}^{1}`$, the conjugation of $`K`$ by $`g_0`$, and $`T=g_0S`$;
* subriemannian problems on semi-simple Lie groups in which the distribution is determined by the p subspace of a Cartan decomposition and the metric is proportional to $`Kil|_p`$ (called in the following $`(\text{k}\text{p})`$-problems) have two important features:

+ abnormal extremals (if any) are never optimal since the so called Goh condition (which is a necessary condition for optimality of abnormal extremals, see ) is never satisfied (see Appendix C);
    + normal extremals can be computed with a very powerful technique developped by Jurdjevic in . In particular he proved that the Hamiltonian system given by the PMP is completely integrable and he gave explicit expressions for geodesics. For sake of completeness, the Jurdjevic’s technique is summarized in Appendix B;
* as the PMP requires, we apply suitable transversality conditions, corresponding to the source and the target. These conditions allow to restrict the set of admissible extremals.
* we prove that all the geodesics satisfying the transversality conditions have the same length. Optimality follows.

###### Remark 2

In the paper , the connection between the geodesics for the $`\text{k}\text{p}`$ problem and the geodesics of the Riemannian symmetric space $`G/K`$ is made. But in our case:

we are not on the Riemannian symmetric space $`G/K`$, but on some other homogeneous space $`G/\stackrel{~}{K}`$, $`\stackrel{~}{K}K`$, $`\stackrel{~}{K}K`$;

as the reader can check, it is possible to project on the symmetric space $`G/K_{g_0}`$, but this problem is not invariant by the action of $`G`$ on $`G/K_{g_0}`$. In fact, we get a singular Riemannian problem over $`G/K_{g_0}`$ (as we have shown in the paper ).

With this methods, for the real-resonant problem we get in a more natural way the result of , and we give much simpler expressions for geodesics and optimal controls. In the general-complex problem, besides finding explicitly expression for optimal trajectories and controls we prove our main result:

###### Theorem 1

(Main Result) For the three-level problem with complex controls, optimality implies resonance. More precisely, controls $`\mathrm{\Omega }_1(.),\mathrm{\Omega }_2(.)`$ are optimal if and only if they have the following form:

$`\{\begin{array}{c}\mathrm{\Omega }_1(t)=\mathrm{cos}(t/\sqrt{3})e^{i[(E_2E_1)t+\phi _1]},\hfill \\ \mathrm{\Omega }_2(t)=\mathrm{sin}(t/\sqrt{3})e^{i[(E_3E_2)t+\phi _2]}.\hfill \end{array}`$ (10)
where $`\phi _1,\phi _2`$ are two arbitrary phases. Here the final time $`T`$ is fixed in such a way subriemannian geodesics are parameterized by arclength, and it is given by $`T=\frac{\sqrt{3}}{2}\pi `$.

This fact was pointed out as an open question in . In other words, optimal trajectories for the real-resonant problem are optimal also for the general-complex one.

###### Remark 3

The fact that optimality implies resonance was also proved in  for the two-level case, reducing the problem to an isoperimetric problem. More precisely the two-level problem, which is described by the Hamiltonian:

$`H=\left(\begin{array}{cc}E_1& \mathrm{\Omega }(t)\\ \mathrm{\Omega }^{}(t)& E_2\end{array}\right).`$ (13)
can be reduced to a 3 dimensional contact subriemannian problem, with a special feature: it has a symmetry, transverse to the distribution. It is a standard fact that such a subriemannian problem is an isoperimetric problem (in the sense of the calculus of variations) on the quotient by the symmetry. In this case, the fact that optimality implies resonance is nothing but the (trivial) solution of the classical isoperimetric problem (or Dido problem) on the Riemannian sphere. We refer to  for details.

###### Remark 4

Besides physical applications, the three-level problem is particularly interesting since it has a nontrivial geometric structure, but it is completely computable. On the other side the two-level problem, described in Remark 3 (although it is a $`\text{k}\text{p}`$ problem, with a nice geometric description) has a quite trivial solution.

Systems with more than 3 levels appear to be more difficult to treat. The drift can be eliminated in the same way, but one gets a problem in which the control distribution is determined by a strict subspace of p only. In this case the Jurdjevic’s formula fails to be true, and the integrability of the PMP is an open problem. See Remarks 12 and 14 (the last in Appendix B). In this case the Hamiltonian reads:

$`H`$ $`=`$ $`\left(\begin{array}{ccccc}E_1& \mathrm{\Omega }_1(t)& 0& \mathrm{}& 0\\ \mathrm{\Omega }_1^{}(t)& E_2& \mathrm{\Omega }_2(t)& \mathrm{}& \mathrm{}\\ 0& \mathrm{\Omega }_2^{}(t)& \mathrm{}& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& E_{n1}& \mathrm{\Omega }_{n1}(t)\\ 0& \mathrm{}& 0& \mathrm{\Omega }_{n1}^{}(t)& E_n\end{array}\right).`$ (19)
###### Remark 5

For questions related to invariance under time reparameterization of our optimal trajectories, we refer to .

### 1.2 A crucial fact

At this level, we want to point out an obvious, but important symmetry property. It is important for computations in the following, but also for practical applicability of the result.

The optimal control problem we consider (in $`C^3`$ or in the complex sphere in $`C^3`$) is invariant under multiplication by a constant phase $`e^{i\phi }`$. Hence, the problem of minimizing the energy from a fixed point in the ground eigenstate, to the third eigenstate, is the same as minimizing the energy to move from the full ground eigenstate, to the same target: actually, if $`(\psi (t),\mathrm{\Omega }(t))`$ is an optimal pair trajectory-control, from $`\psi _0`$ in the ground eigenstate to the third one, $`(e^{i\phi }\psi (t),\mathrm{\Omega }(t))`$ is an optimal trajectory from $`e^{i\phi }\psi _0`$. Moreover, as a consequence, whatever the initial condition $`\psi _0`$ in the ground eigenspace, the optimal control is the same. This is very important for applicability. Although it is a time dependent problem, these considerations hold also for the real-resonant problem.

### 1.3 The problem downstairs and upstairs

The problem of inducing a transition from the first to the third eigenstate, can be formulated, as usual, at the level of the wave function $`\psi (t)`$ but also at the level of the time evolution operator (the resolvent), denoted here by $`g(t)`$:

$`\psi (t)=g(t)\psi (0),g(t)U(3),g(0)=id.`$ (20)
In the following we will call the optimal control problem for $`\psi (t)`$ and for $`g(t)`$ respectively the ”problem downstairs” and the ”problem upstairs”.

The state-vector $`\psi (t)`$, solution of the time-dependent Schrödinger equation $`i\dot{\psi }=H\psi `$, where $`H`$ is given by formula (5) can be expanded in the canonical basis of $`C^3`$, formed by elements $`\phi _1=(1,0,0),\phi _2=(0,1,0),\phi _3=(0,0,1)`$: $`\psi (t)=c_1(t)\phi _1+c_2(t)\phi _2+c_3(t)\phi _3`$, with $`|c_1(t)|^2+|c_2(t)|^2+|c_3(t)|^2=1`$. For $`t<0`$ and $`t>T`$, $`|c_i(t)|^2`$ is the probability of measuring energy $`E_i`$. Notice that, since $`\mathrm{\Omega }_j(t)=0`$, for all $`t<0`$, $`t>T`$, $`j=1,2`$, we have:

$$\frac{d}{dt}|c_i(t)|^2=0\text{ for }t<0\text{ and }t>T.$$

At the level of the wave function, we formulate the problem in following way. Assuming $`|c_1(t)|^2=1`$ for $`t<0`$, we want to determine suitable control functions $`\mathrm{\Omega }_j(.),`$ $`j=1,2`$, such that $`|c_3(t)|^2=1`$ for time $`t>T`$, requiring that they minimize the cost (6). Thus we have a control problem on the real sphere $`S^5C^3`$ with initial point belonging to the circle $`𝒮_C^d`$ defined by $`|c_1|^2=1`$ and target $`𝒯_C^d`$ defined by $`|c_3|^2=1`$. Equivalently, as we said in 1.2, the initial point $`\psi (0)`$ can be considered as free in $`𝒮_C^d`$. In the following the labels $`(^d)`$ and $`(^u)`$, indicate respectively downstairs and upstairs. Sources and targets upstairs (that will be called $`𝒮_C^u`$ and $`𝒯_C^u`$) will be computed in Section 4.3 after elimination of the drift. Why we use the subscript $`(_C)`$, will be made clear in Remark 8.

### 1.4 Contents of the Paper

The paper is organized as follows. In Section 2, we define precisely the $`\text{k}\text{p}`$ problem and in Section 3, we discuss the elimination of the drift term. In Section 4 we formulate our problems in the $`\text{k}\text{p}`$ form and we define sources and the targets. In Section 5 we compute optimal trajectories reaching the final target and satisfying transversality conditions. The proof of Theorem 1 follows. In Appendix A we point out an interesting consequence of the Cartan decomposition, while in Appendix B and C respectively, we explain the Jurdjevic’s formalism and why abnormal extremals are not optimal in a semi-simple $`\text{k}\text{p}`$ problem.

## 2 The $`\text{k}\text{p}`$ Problem

For sake of simplicity in the exposition, all over the paper, when we deal about Lie groups and Lie algebras, we always consider that they are groups and algebras of matrices.

Let L be a semi-simple Lie algebra and let us denote the Killing form by $`Kil(.,.)`$, $`Kil(X,Y)=Tr(ad_Xad_Y)`$. In the following we recall what we mean by a Cartan decomposition of L.

###### Definition 1

A Cartan decomposition of a semi-simple Lie algebra L is any decomposition of the form:

$`\text{L}=\text{k}\text{p},\text{ where }[\text{k},\text{k}]\text{k},[\text{p},\text{p}]\text{k},[\text{k},\text{p}]\text{p}.`$ (21)
###### Remark 6

Since L is semi-simple then relations (21) implies $`[\text{p},\text{p}]=\text{k},[\text{k},\text{p}]=\text{p}`$ (see Appendix A for the proof). This fact will be crucial for the elimination of abnormal extremals.

###### Definition 2

The right-invariant $`\text{k}\text{p}`$ control problem on a compact semi-simple Lie group $`G`$ is the subriemannian problem with right-invariant distribution induced by p and cost:

$$_0^T<\dot{g}g^1,\dot{g}g^1>dt,$$

where $`<,>:=\alpha Kil|_p(,)`$, $`\alpha >0`$.

The constant $`\alpha `$ is clearly not relevant. It will be used just to obtain good normalizations.

In the following we will be interested in $`\text{k}\text{p}`$ problems on $`so(3)`$ and $`su(3)`$, for which we have respectively $`Tr(ad_Xad_Y)=Tr(XY)`$ and $`Tr(ad_Xad_Y)=5Tr(XY)`$. Then, in order to get for both Lie algebras the useful relation:

$`<X,Y>={\displaystyle \frac{1}{2}}Tr(XY),X,Y\text{p},`$ (22)
we must set $`\alpha =1/2`$ for $`so(3)`$ and $`\alpha =1/10`$ for $`su(3)`$.

Let $`\{X_j\}`$ be an orthonormal (right-invariant) frame for the subspace p of L, with respect to the metric defined in Definition 2. Then the $`\text{k}\text{p}`$ problem reads:

$`\dot{g}=\left({\displaystyle \underset{j}{}}u_jX_j\right)g,min{\displaystyle _0^T}{\displaystyle \underset{j}{}}u_j^2dt,u_jR.`$ (23)
From relations (21), one gets that the so called ”Goh condition” is never satisfied (see Appendix C). As a consequence:

###### Proposition 1

In the problem defined in Definition 2, every strict abnormal extremal (if any) is not optimal.

###### Remark 7

The $`\text{k}\text{p}`$ problem can be also stated in the case where L is of noncompact type. In this case, to have a positive definite metric, we have to require that k is a maximal compact subalgebra of L, and we must define $`<,>:=+\alpha Kil|_p(,)`$, $`\alpha >0`$.

## 3 Elimination of the Drift Term

In this section, we show how to eliminate the drift term from a $`n`$-level system of the form (19) with general-complex and real-resonant controls. For $`\mathrm{\Omega }C`$, let us denote by $`M_j(\mathrm{\Omega })`$ and $`N_j(\mathrm{\Omega })`$ the $`n\times n`$ matrices:

$`\{\begin{array}{c}M_j(\mathrm{\Omega })_{k,l}=\delta _{j,k}\delta _{j+1,l}\mathrm{\Omega }+\delta _{j+1,k}\delta _{j,l}\mathrm{\Omega }^{}\hfill \\ N_j(\mathrm{\Omega })_{k,l}=\delta _{j,k}\delta _{j+1,l}\mathrm{\Omega }\delta _{j+1,k},\delta _{j,l}\mathrm{\Omega }^{}\hfill \end{array},j=1,\mathrm{},n1,`$ (26)
where $`\delta `$ is the Kronecker symbol: $`\delta _{i,j}=1`$ if $`i=j`$, $`\delta _{i,j}=0`$ if $`ij`$. Let $`\mathrm{\Delta }=diag(E_1,\mathrm{},E_n)`$, $`\omega _j=E_{j+1}E_j`$, $`j=1,\mathrm{},n1`$. We will consider successively the general complex problem (in dimension $`n`$):

$`i\dot{\psi }=H\psi ,H=\mathrm{\Delta }+{\displaystyle \underset{j=1}{\overset{n1}{}}}M_j(\mathrm{\Omega }_j),\text{ where }\mathrm{\Omega }_jC\text{,}`$
(this is nothing but another notation for the matrix (19)), and the real-resonant problem:

$`H=\mathrm{\Delta }+{\displaystyle \underset{j=1}{\overset{n1}{}}}M_j(e^{i(\omega _jt+\alpha _j)}u_j),u_j,\alpha _jR.`$
In both problems, $`\psi `$ lies in the complex sphere in $`C^n`$, and we want to connect the source $`𝒮_C^d=\{(e^{i\phi },0,\mathrm{},0)\}`$ to the target $`𝒯_C^d=\{(0,\mathrm{},0,e^{i\phi })\}`$, by minimizing:

$`J={\displaystyle _0^T}{\displaystyle \underset{j=1}{\overset{n1}{}}}|\mathrm{\Omega }_j|^2dt,\text{ which in the real-resonant case is }J={\displaystyle _0^T}{\displaystyle \underset{j=1}{\overset{n1}{}}}u_j^2dt.`$
In both cases, we first make the change of variable $`\psi =e^{i\mathrm{\Delta }t}\mathrm{\Lambda }`$ (interaction representation), to get (here $`Ad_\varphi B:=\varphi B\varphi ^1`$):

$`i\dot{\mathrm{\Lambda }}={\displaystyle \underset{j=1}{\overset{n1}{}}}\left(Ad_{e^{i\mathrm{\Delta }t}}M_j(\mathrm{\Omega }_j)\right)\mathrm{\Lambda }={\displaystyle \underset{j=1}{\overset{n1}{}}}M_j(e^{i\omega _jt}\mathrm{\Omega }_j)\mathrm{\Lambda }.`$
Let us stress that the source $`𝒮_C^d`$ and the target $`𝒯_C^d`$ are preserved by this first change of coordinates.

### 3.1 The general-complex case

In that case, we make the time-dependent gauge transformation (i.e. cost preserving change of controls):

$`e^{i\omega _jt}\mathrm{\Omega }_j=i\stackrel{~}{\mathrm{\Omega }}_j.`$
Hence our problem become (after the change of notation $`\mathrm{\Lambda }\psi `$, $`\stackrel{~}{\mathrm{\Omega }}_ju_j`$):

$`\{\begin{array}{cc}\text{a.}\hfill & \mathrm{min}_0^T_{j=1}^{n1}|u_j|^2dt,x(0)𝒮_C^d,x(T)𝒯_C^d,\hfill \\ \text{b.}\hfill & \dot{\psi }=_{j=1}^{n1}N_j(u_j)\psi ,u_j(t)C.\hfill \end{array}`$ (29)
Notice that the matrices $`N_j(1),N_j(i)`$ generate $`su(3)`$ as a Lie algebra. For $`n=3`$, the Schrödinger equation (29b) writes, in matrix form:

$`\dot{\psi }=\stackrel{~}{H}_C\psi \text{ where }\stackrel{~}{H}_C:=\left(\begin{array}{ccc}0& u_1(t)& 0\\ u_1^{}(t)& 0& u_2(t)\\ 0& u_2^{}(t)& 0\end{array}\right).`$ (33)
The cost and the relation between controls before and after elimination of the drift are:

$`J={\displaystyle _0^T}\left(|u_1(t)|^2+|u_2(t)|^2\right)𝑑t,`$ (34)
$`\{\begin{array}{c}\mathrm{\Omega }_1(t)=u_1(t)e^{i[(E_2E_1)t+\pi /2]},\hfill \\ \mathrm{\Omega }_2(t)=u_2(t)e^{i[(E_3E_2)t+\pi /2]},\hfill \end{array}`$ (37)
### 3.2 The real-resonant case

In this case, since $`\mathrm{\Omega }_j=u_je^{i(\omega _jt+\alpha _j)}`$, we have:

$`i\dot{\mathrm{\Lambda }}={\displaystyle \underset{j=1}{\overset{n1}{}}}M_j\left(e^{i\alpha _j}u_j\right)\mathrm{\Lambda },u_jR.`$ (38)
We make another diagonal, linear change of coordinates:

$`\mathrm{\Lambda }=e^{iL}\varphi ,L=diag(\lambda _1,\mathrm{}\lambda _n),\text{ for }\lambda _1,\mathrm{},\lambda _nR.`$
This gives:

$`i\dot{\varphi }={\displaystyle \underset{j=1}{\overset{n1}{}}}M_j\left(e^{i(\alpha _j+\lambda _{j+1}\lambda _j)}u_j\right)\varphi .`$
Choosing the $`\lambda _j`$’s for $`e^{i(\alpha _j+\lambda _{j+1}\lambda _j)}=i`$, we get:

$`\dot{\varphi }={\displaystyle \underset{j=1}{\overset{n1}{}}}N_j(u_j)\varphi ,u_j(t)R.`$ (39)
The source and the target are also preserved by this change of coordinates. Notice that the matrices $`N_j(1),j=1\mathrm{}n1`$ in (39), generate $`so(n)`$ as a Lie algebra in its presentation by skew-symmetric matrices. This means that the orbit of the system (39) through the points $`(\pm 1,0,\mathrm{},0)`$ is the real sphere $`S^{n1}`$. In other words, the action on $`C^n`$ of the subgroup $`SO(n)SU(n)`$, restricts to the reals. Hence (by multiplication on the right by $`e^{i\phi }`$), the orbit through the points $`(\pm e^{i\phi },0,\mathrm{},0)`$ is the set $`S^{n1}e^{i\phi }`$. Therefore, (after the change of notation $`\varphi \psi `$) the real-resonant problem reduces to the problem over $`S^{n1}`$ (see sections 4.1 for more details):

$`\{\begin{array}{c}\mathrm{min}_0^T_{j=1}^{n1}u_j^2dt,x(0)\{(\pm 1,0,\mathrm{},0)\},x(T)\{(0,\mathrm{},0,\pm 1)\},\hfill \\ \dot{\psi }=_{j=1}^{n1}N_j(u_j)\psi ,u_j(t)R.\hfill \end{array}`$ (42)
For $`n=3`$ we get for the Schrödinger equation in matrix form:

$`\dot{\psi }=\stackrel{~}{H}_R\psi \text{ where }\stackrel{~}{H}_R:=\left(\begin{array}{ccc}0& u_1(t)& 0\\ u_1(t)& 0& u_2(t)\\ 0& u_2(t)& 0\end{array}\right),`$ (46)
The cost is given again by formula (34) and the relation between controls before and after elimination of the drift is:

$`\mathrm{\Omega }_j(t)=u_j(t)e^{i(\omega _jt+\alpha _j)},\omega _j=E_{j+1}E_j,`$
$`u_j(.):RR,\alpha _j[\pi ,\pi ],j=1,2.`$ (47)
###### Remark 8

In the following, besides to the labels $`(^d)`$ and $`(^u)`$ that indicate respectively downstairs and upstairs, we will use the labels $`(_C)`$ and $`(_R)`$ to indicate respectively the general-complex problem and the real-resonant one. When these labels are dropped in a formula, we mean that it is valid for both the real-resonant and the general-complex problem. With this notation:

$`𝒮_C^d=\{(e^{i\phi },0,0)\},𝒯_C^d=\{(0,0,e^{i\phi })\},`$
$`𝒮_R^d=\{(\pm 1,0,0)\},𝒯_R^d=\{(0,0,\pm 1)\}.`$
## 4 The $`\text{k}\text{p}`$ Form of the Problem, Controllability, Sources and Targets

### 4.1 Controllability

First notice that, after elimination of the drift, the problem upstairs is in $`SU(3)`$ and not in $`U(3)`$ (the center of $`U(3)`$ is eliminated). Moreover, as we already observed, in the real resonant case, starting from $`(1,0,0)`$, we have the standard action of $`SO(3)`$ on $`R^3`$. From the fact that the matrices $`\stackrel{~}{H}_R`$ generate $`so(3)`$ as a Lie algebra, it follows easily that the orbit through $`(1,0,0)`$ is the real sphere $`S^2`$ of equation:

$`c_1^2+c_2^2+c_3^2=1,c_jR,j=1,2,3.`$ (48)
It is equivalent to say that the real-resonant problem is not controllable on $`S^5`$. This fact is explained in details in . Moreover in  it is proved that on each of these spheres $`S^2`$ the control problem reduces to a singular-Riemannian problem. The “relevant locus”, which is the union of all the orbits (translations of $`S^2`$) passing through the eigenstate number 1, has an interesting non trivial geometric description. It is the only non orientable sphere-bundle over $`S^1`$.

After elimination of the drift, the real-resonant problem upstairs is on $`SO(3)`$, and the general-complex problem upstairs is in $`SU(3)`$. We have:

###### Proposition 2

After elimination of the drift, the real resonant problem upstairs is completely controllable on $`G_R:=SO(3)U(3)`$, and the general-complex problem is completely controllable on $`G_C:=SU(3)U(3)`$. As a consequence, by transitivity of the action on the real and complex spheres, the corresponding problems downstairs are controllable on $`S^2`$ and $`S^5`$.

Proof. This is a consequence of the general theorems of controllability of left-invariant control systems on compact groups: the Lie-rank condition is necessary and sufficient for controllability (see ).

###### Remark 9

In fact, before the elimination of the drift, the general complex problem upstairs is in $`U(3)`$, due to the nonzero trace of $`\mathrm{\Delta }`$. For the same reason as in Proposition 2, it is completely controllable.

### 4.2 The problems in the $`\text{k}\text{p}`$ form

For the lifted problem, from $`\dot{\psi }=\stackrel{~}{H}\psi `$, using (20) one gets:

$`\dot{g}=\stackrel{~}{H}g.`$ (49)
where $`\stackrel{~}{H}_R`$ generates $`so(3)`$ and $`\stackrel{~}{H}_C`$ generates $`su(3)`$ (as Lie algebras, for distinct values of the controls). For both Hamiltonians, the problem of minimizing the cost (34) is a $`\text{k}\text{p}`$ problem.
In fact in the real-resonant case equation (49) can be written as:

$`\dot{g}=(u_1X_1+u_2X_2)g,`$
where:

$`X_1=\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 0\end{array}\right),X_2=\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 1\\ 0& 1& 0\end{array}\right).`$ (56)
Setting:

$`X_3=\left(\begin{array}{ccc}0& 0& 1\\ 0& 0& 0\\ 1& 0& 0\end{array}\right),\text{p}:\text{=span(}\{X_1,X_2\}\text{)},\text{ and }\text{k}=\text{span}(\{X_3\}),`$ (60)
one gets relations (21) (with $`\text{L}=so(3)`$). Moreover the distribution is right-invariant and the frame (56) is orthonormal for the metric (22).

In the case of $`su(3)`$ we have:

$`\dot{g}=(u_1X_1+u_2X_2+u_3Y_1+u_4Y_2)g,u_jR,`$
where $`X_1`$ and $`X_2`$ are given by formula (56) and $`Y_1`$, $`Y_2`$ by:

$`Y_1=\left(\begin{array}{ccc}0& i& 0\\ i& 0& 0\\ 0& 0& 0\end{array}\right),Y_2=\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& i\\ 0& i& 0\end{array}\right).`$ (67)
One can easily check that relations (21) are verified with $`\text{p}:=`$span$`(\{X_1,X_2,Y_1,Y_2\})`$ and $`\text{k}:=`$span$`(\{Z_1,Z_2,Z_3,Z_4\})`$, where:

$`Z_1=\left(\begin{array}{ccc}0& 0& 1\\ 0& 0& 0\\ 1& 0& 0\end{array}\right),Z_2=\left(\begin{array}{ccc}0& 0& i\\ 0& 0& 0\\ i& 0& 0\end{array}\right),Z_3=\left(\begin{array}{ccc}i& 0& 0\\ 0& i& 0\\ 0& 0& 0\end{array}\right),Z_4=\left(\begin{array}{ccc}0& 0& 0\\ 0& i& 0\\ 0& 0& i\end{array}\right),`$ (80)
are the remaining 4 generators of $`su(3)`$. Again the distribution is right-invariant and the frame $`\{X_1,X_2,Y_1,Y_2\}`$ orthonormal for the metric (22).

###### Remark 10

$``$ (general complex case) k is a subalgebra of $`su(3)`$ containing a maximal Abelian subalgebra of $`su(3)`$, which is generated by $`Z_3`$ and $`Z_4`$. From  (see also ) it follows that k must be a Borel subalgebra. In this case, it is $`u(1)\times su(2)=u(2)`$.

Let us denote by $`S(U(1)\times U(2))`$ (resp. $`S(Z_2\times O(2))`$ , the groups of matrices of the form:

B=(
ϵ00Uϵ ), where det(B)=1,formulae-sequence𝐵
ϵ00Uϵ  where 𝐵1B=\left(\mbox{
\begin{tabular}[]{c|c}$\epsilon$&0\\
\hline\cr{}\hfil&{}\hfil\\
0&$~{}U_{\epsilon}~{}$\\
{}\hfil&{}\hfil\\
\end{tabular}
}\right),\mbox{ where }\det(B)=1,
with $`ϵU(1)`$, (resp. $`ϵZ_2=\{1,1\}`$), and $`U_ϵU(2)`$ (resp. $`U_ϵO(2)`$), $`S(U(1)\times U(2))U(2)`$, $`S(Z_2\times O(2))O(2)`$.
Set:

$`g_0:=\left(\begin{array}{ccc}0& 1& 0\\ 0& 0& 1\\ 1& 0& 0\end{array}\right),`$ (84)
$`g_0SO(3)SU(3)`$, $`g_{0}^{}{}_{}{}^{2}=g_{0}^{}{}_{}{}^{1}`$. In the real-resonant case, we will denote by $`K^R`$ the subgroup of $`G^R=SO(3)`$, conjugate by $`g_{0}^{}{}_{}{}^{1}`$ to $`S(Z_2\times O(2))O(2)`$, with Lie algebra $`\text{k}^R=\{X_3\}_{LA}`$.
In the general-complex case, we denote by $`K^C`$ the subgroup of $`G^C=SU(3)`$ conjugate by $`g_{0}^{}{}_{}{}^{1}`$ to $`S(U(1)\times U(2))U(2)`$ with Lie algebra $`\text{k}^C=\{Z_1,Z_2,Z_3,Z_4\}_{LA}`$.

* In the general-complex case, the corresponding Riemannian symmetric space $`G/K`$ is $`SU(3)/S(U(2)\times U(1))CP^2`$ that has rank $`1`$ (see Helgason , pp. 518), and the Cartan subalgebra of p has dimension $`1`$ only, as one can check easily.
* In the real-resonant case, it is $`RP^2`$, the 2-dimensional projective space.

###### Remark 11

Notice that in the real-resonant problem the distribution is a contact distribution. In this case it is a standard fact (see for instance ) that there are no abnormal extremals. On the other hand, the distribution of the general complex problem is not a contact distribution and abnormal extremals do exist. Anyway they are not optimal, due to the fact that the ”Goh condition” (see Appendix C) fails to hold.

###### Remark 12

(n-level case) For $`n4`$ the Hamiltonian given in formula (29) generates $`so(n)`$ or $`su(n)`$ respectively with real or complex controls . Anyway it never gives rise to a $`\text{k}\text{p}`$ problem since the distribution is only a strict subspace of p. As explained in Remark 14 this fact causes the failure of the proof of the integrability of the PMP. No results in this paper about optimal trajectories can be easily generalized to 4 or more levels. For 4 or more levels the integrability of the PMP, and the fact that optimality implies resonance, are open questions.

### 4.3 Sources and Targets

In this section, we describe sources and targets for the real-resonant and the general-complex problems upstairs.

As we already said, from section 1.2, sources and targets downstairs, for the general-complex problem and the real-resonant one, are respectively the circles $`𝒮_C^d`$, $`𝒯_C^d`$, and the sets $`𝒮_R^d=\{(\pm 1,0,0)\}`$, $`𝒯_R^d=\{(0,0,\pm 1)\}`$.

In both cases, we decide that the canonical projection $`\pi :GG/\stackrel{~}{K}`$ maps $`\stackrel{~}{K}`$ to the point $`(1,0,0)`$ in the complex and real sphere in $`C^3`$ (resp. $`R^3`$). Here $`\stackrel{~}{K}_C=SU(2)`$ (general complex case) and $`\stackrel{~}{K}_R=SO(2)`$ (real resonant case). Let $`𝒮^u=\pi ^1(𝒮^d)`$. Then $`𝒮_C^u=S(U(1)\times U(2)),`$ $`𝒮_R^u=S(Z_2\times O(2))`$.
The element $`g_0SO(3)`$ defined in the previous section maps $`𝒮_C^d`$ to $`𝒯_C^d`$. Then $`𝒯^u:=\pi ^1(𝒯^d)=g_0𝒮^u`$ in both cases as it is easy to check.

It is clear that a trajectory $`g(t)`$ of the system upstairs:

$$\begin{array}{cc}\dot{g}=\stackrel{~}{H}g,\hfill & \hfill t[0,T]\end{array}$$

such that $`g(0)𝒮^u`$ , $`g(T)𝒯^u`$, maps into a trajectory $`g(t)\stackrel{~}{K}`$ of the system on the sphere,

$$\begin{array}{ccc}\dot{g}\stackrel{~}{K}=\stackrel{~}{H}g\stackrel{~}{K}\hfill & g(0)\stackrel{~}{K}𝒮^d,& \hfill g(T)\stackrel{~}{K}𝒯^d\end{array}$$

with the same control, hence the same cost. Conversely, if $`x(t)`$, $`t[0,T]`$, is a trajectory on the sphere, of the system $`\dot{x}=\stackrel{~}{H}x`$, that maps the point $`(\epsilon ,0,0),|\epsilon |=1`$ to the point $`(0,0,\epsilon ^{}),|\epsilon ^{}|=1`$. Then, the corresponding fundamental matrix solution $`g(t)`$ satisfies, for all $`s𝒮^u`$, $`g(0)s=s𝒮^u`$ :

$$g(T).s.(\epsilon ,0,0)=(0,0,\epsilon ^{})=g_0.(\epsilon ^{},0,0)$$

Therefore, $`g_0^1g(T).s.(\epsilon ,0,0)=(\epsilon ^{},0,0)`$ and $`g_0^1.g(T).s𝒮^u`$, $`g(T)g_0𝒮^u=𝒯^u`$. This shows that, for all $`s𝒮^u`$, the lifted solution upstairs satisfies $`g(0).s𝒮^u`$, $`g(T).s𝒯^u`$.

Hence we get the following table:

| PROBLEM | SOURCE | TARGET |
| --- | --- | --- |
| real-resonant | 𝒮Ru:={(  Z200O(2) )SO(3)}=S(Z2×O(2))assignsuperscriptsubscript𝒮𝑅𝑢  Z200O(2) 𝑆𝑂3𝑆subscript𝑍2𝑂2{\cal S}_{R}^{u}:=\left\{\left(\mbox{ \begin{tabular}[]{c|c}$Z_{2}$&0\\ \hline\cr{}\hfil&{}\hfil\\ 0&$~{}O(2)~{}$\\ {}\hfil&{}\hfil\\ \end{tabular} }\right)\in SO(3)\right\}=S(Z_{2}\times O(2)) | $`𝒯_R^u:=g_0𝒮_R^u=g_0S\left(Z_2\times O\left(2\right)\right)`$ |
| general-complex | 𝒮Cu:={(  U(1)00U(2) )SU(3)}=S(U(1)×U(2))assignsuperscriptsubscript𝒮𝐶𝑢  U(1)00U(2) 𝑆𝑈3𝑆𝑈1𝑈2{\cal S}_{C}^{u}:=\left\{\left(\mbox{ \begin{tabular}[]{c|c}$U(1)$&0\\ \hline\cr{}\hfil&{}\hfil\\ 0&$~{}U(2)~{}$\\ {}\hfil&{}\hfil\\ \end{tabular} }\right)\in SU(3)\right\}=S(U(1)\times U(2)) | $`𝒯_C^u:=g_0𝒮_C^u=g_0S\left(U\left(1\right)\times U\left(2\right)\right)`$ |

## 5 Expression for Geodesics, Controls and Transversality Conditions

### 5.1 Preliminaries

As explained in Appendices B and C, candidates optimal trajectories for the $`\text{k}\text{p}`$ problem are only “normal geodesics” and are given by the following formula:

$`g(t)=e^{A_kt}e^{(A_k+A_p)t}g(0),`$ (85)
where $`g(0)`$ is the starting point belonging to the source. Set $`M(0)=M_p(0)+M_k(0)=A=A_k+A_p\text{L}`$ for the initial value of the covector $`P(0)=d_{R_g}^{}p_{g(0)}=M(0),`$, where $`,`$ is given in (22), and with the notations of Appendix B. Here, $`A_p=M_p(0)`$, $`A_k=M_k(0)`$ are the orthogonal projections of $`M(0)=A`$ on p and k respectively. Geodesics are parametrized by arclength iff:

$`A_p,A_p=1`$ (86)
### 5.2 Transversality conditions

In both cases, our source is $`K_{g_0}=g_0Kg_{0}^{}{}_{}{}^{1}`$ where $`g_0`$ has been defined in formula (84) and $`K_{g_0}^C=S(U(1)\times U(2))`$, $`K_{g_0}^R=S(Z(2)\times O(2))`$. Let us notice the two following facts:
Facts:

1. Transversality conditions at the source may be required at the identity only.
2. Transversality conditions at the source imply transversality conditions at the target.

Proof : Point 1 comes from right-invariance and the fact that the source is a subgroup. Point 2 comes from the following lemma 1.
Let $`(g(t),\mathrm{\Omega }(t))`$, $`t[0,T]`$ be a normal extremal corresponding to the covector $`p_{g(t)}`$, such that $`g(0)=Id`$.

###### Lemma 1

$`p_{Id}(Adg_0\text{k})=0`$ implies $`p_{g(t)}(dL_{g(t)}Ad_{g_0}\text{k})=0`$, $`t[0,T]`$.

Proof : (with the notations of Appendix B). Set $`I=p_{g(t)}(dL_{g(t)}Ad_{g_0}\text{k})=dR_{g(t)^1}^{}P(t)(dL_{g(t)}Ad_{g_0}\text{k}).`$ Then $`I=P(t)(Ad_{g(t)g_0}\text{k})=M(t),Ad_{g(t)g_0}\text{k}.`$ But:

$`M(t)`$ $`=`$ $`M_p(t)+M_k(t)=M_p(t)+M_k(0),`$
$`M(t)`$ $`=`$ $`e^{M_k(0)t}M_p(0)e^{M_k(0)t}+M_k(0)=e^{M_k(0)t}(M_p(0)+M_k(0))e^{M_k(0)t}=Ad_{e^{M_k(0)t}}M(0),`$
and $`g(t)=e^{M_k(0)t}e^{M(0)t}`$. Then:

$$I=Ad_{e^{M_k(0)t}}M(0),Ad_{e^{M_k(0)t}}Ad_{e^{M(0)t}}Ad_{g_0}\text{k},$$

and since the killing form is $`Ad_G`$ invariant, $`I=M(0),`$ $`Ad_{e^{M(0)t}}Ad_{g_0}\text{k}`$. Hence, for the same reason:

$`I=Ad_{e^{M(0)t}}M(0),Ad_{g_0}\text{k}=M(0),Ad_{g_0}\text{k}=P(0)(Ad_{g_0}\text{k})=p_{Id}(Ad_{g_0}\text{k})=0.`$
Similarly to $`N_1`$, $`N_2`$, (cfr. formula (26)) let us define $`N_{1,3}`$ by:

$`N_{1,3}(a_3e^{i\theta _3})=\left(\begin{array}{ccc}0& 0& a_3e^{i\theta _3}\\ 0& 0& 0\\ a_3e^{i\theta _3}& 0& 0\end{array}\right).`$ (90)
Let us set, in the real-resonant case $`A_p=a_1N_1(1)+a_2N_2(1)`$ and $`A_k=a_3N_{1,3}(1)`$. In the general complex case, set $`A_p=N_1(a_1e^{i\theta _1})+N_2(a_2e^{i\theta _2})`$, $`A_k=a_4Z_3+a_5Z_4+N_{1,3}(a_3e^{i\theta _3})`$. Here, $`a_iR`$ and $`\theta _i[\pi ,\pi ]`$.

### 5.3 The real-resonant case (G=SO(3))

###### Proposition 3

For the real-resonant problem, the transversality conditions $`Kil(A,T_{id}𝒮_R^u)=0`$ implies $`a_2=0`$.

Proof. We have:

Adg0kR=Tid𝒮Ru:={(
00000-β0β0 ),βR}.𝐴subscript𝑑subscript𝑔0superscriptk𝑅subscript𝑇𝑖𝑑superscriptsubscript𝒮𝑅𝑢assign
00000-β0β0 𝛽𝑅\displaystyle Ad_{g_{0}}{{\mbox{\bf k}}}^{{R}}=T_{id}{\cal S}_{R}^{u}:=\left\{\left(\mbox{ \begin{tabular}[]{c|cc}$0$&$0$&$0$\\
\hline\cr$0$&$0$&$-\beta$\\
$0$&$\beta$&$0$\end{tabular} }\right),~{}~{}~{}\beta\in{R}\right\}. (94)
Then equation $`Kil(A,T_{id}𝒮_R^u)=0`$ is satisfied for every $`\beta R`$ if and only if $`a_2=0`$.
From Proposition 3, and condition (86), one gets the covectors to be used in formula (85):

$`A^\pm =\left(\begin{array}{ccc}0& \pm 1& a_3\\ 1& 0& 0\\ a_3& 0& 0\end{array}\right),`$ (98)
###### Proposition 4

The geodesics (85), for which $`g(0)=Id`$, with $`A`$ given by formula (98), reach the target $`𝒯_R^u`$ for the smallest time (arclength) $`|t|`$, if and only if $`a_3=\pm 1/\sqrt{3}`$. Moreover, the 4 geodesics (corresponding $`A^\pm `$ and to the signs $`\pm `$ in $`a_3`$) have the same length and reach the target at time:

$$T=\frac{\sqrt{3}}{2}\pi .$$

Proof. Computing $`g(t)=e^{A_kt}e^{(A_k+A_p)t}`$, with $`A`$ given by formula (98), and recalling that:

$$\psi (t)=g(t)\psi (0)=g(t)\left(\begin{array}{c}1\\ 0\\ 0\end{array}\right),$$

one gets for the square of the third component of the wave function:

$`\left(c_3(t)\right)^2={\displaystyle \frac{\left(\mathrm{cos}(ta_3)\mathrm{sin}(t\sqrt{1+a_{3}^{}{}_{}{}^{2}})a_3\sqrt{1+a_{3}^{}{}_{}{}^{2}}\mathrm{cos}(t\sqrt{1+a_{3}^{}{}_{}{}^{2}})\mathrm{sin}(ta_3)\left(1+a_{3}^{}{}_{}{}^{2}\right)\right)^2}{\left(1+a_{3}^{}{}_{}{}^{2}\right)^2}}`$ (99)
By lemma (2) in Appendix D, we get the result.
Explicit expressions for the wave function and for optimal controls
Let us fix for instance the sign $``$ in (98) and $`a_3=+1/\sqrt{3}`$. The expressions of the three components of the wave function are:

$`\{\begin{array}{c}c_1(t)=\mathrm{cos}(\frac{t}{\sqrt{3}})^3\hfill \\ c_2(t)=\frac{\sqrt{3}}{2}\mathrm{sin}(\frac{2t}{\sqrt{3}})\hfill \\ c_3(t)=\mathrm{sin}(\frac{t}{\sqrt{3}})^3\hfill \end{array}`$ (103)
Let us stress that this curve is not a circle on $`S^2`$.
Controls can be obtained with the following expressions:

$`u_1=(\dot{g}g^1)_{1,2},u_2=(\dot{g}g^1)_{2,3}`$ (104)
We get:

$`\{\begin{array}{c}u_1(t)=\mathrm{cos}(\frac{t}{\sqrt{3}})\hfill \\ u_2(t)=\mathrm{sin}(\frac{t}{\sqrt{3}})\hfill \end{array}`$ (107)
The situation is depicted on Figure 1.

Figure 1

The result given by formulas (103) and (107) is the same result as the one of , but it has a simpler form. Using expression (47) (resonance hypothesis), we get for the external fields:

$`\{\begin{array}{c}\mathrm{\Omega }_1(t)=\mathrm{cos}(t/\sqrt{3})e^{i(\omega _1t+\alpha _1)},\hfill \\ \mathrm{\Omega }_2(t)=\mathrm{sin}(t/\sqrt{3})e^{i(\omega _2t+\alpha _2)}.\hfill \end{array}`$ (110)
Notice that the phases $`\alpha _1,\alpha _2`$ are arbitrary.

### 5.4 The general-complex case: G=SU(3)

###### Proposition 5

For the general-complex problem, the transversality conditions $`Kil(A,T_{id}𝒮_C^u)=0`$ implies $`a_2=a_4=a_5=0`$.

Proof. We have:

Adg0kC=Tid𝒮Cu:={(
iα1000i(-α2α1)+β1iβ20+-β1iβ2-iα2 ),α1,α2,β1,β2R}𝐴subscript𝑑subscript𝑔0superscriptk𝐶subscript𝑇𝑖𝑑superscriptsubscript𝒮𝐶𝑢assign
iα1000i(-α2α1)+β1iβ20+-β1iβ2-iα2 subscript𝛼1subscript𝛼2subscript𝛽1subscript𝛽2𝑅\displaystyle Ad_{g_{0}}{\mbox{\bf k}}^{{C}}=T_{id}{\cal S}_{C}^{u}:=\left\{\left(\mbox{
\begin{tabular}[]{c|cc}$i\alpha_{1}$&$0$&$0$\\
\hline\cr$0$&$i(\alpha_{2}-\alpha_{1})$&$\beta_{1}+i\beta_{2}$\\
$0$&$-\beta_{1}+i\beta_{2}$&$-i\alpha_{2}$\end{tabular}
}\right),~{}~{}~{}\alpha_{1},\alpha_{2},\beta_{1},\beta_{2}\in{R}\right\} (114)
Then equation $`Kil(A,T_{id}𝒮_C^u)=0`$, is satisfied for every $`\alpha _1,\alpha _2,\beta _1,\beta _2R`$ if and only if $`a_2=a_4=a_5=0`$.
The covector to be used in formula (85) is then:

$`A^{(\theta _1,\theta _3)}=\left(\begin{array}{ccc}0& e^{i\theta _1}& a_3e^{i\theta _3}\\ e^{i\theta _1}& 0& 0\\ a_3e^{i\theta _3}& 0& 0\end{array}\right).`$ (118)
###### Proposition 6

The geodesics (85), with $`A`$ given by formula (118) (for which $`g(0)=Id`$), reach the target $`𝒯_C^u`$ for the smallest time (arclength) $`|t|`$, if and only of $`a_3=\pm 1/\sqrt{3}`$. Moreover all the geodesics of the two parameter family corresponding to $`\theta _1,\theta _3[\pi ,\pi ]`$, have the same length:

$$T=\frac{\sqrt{3}}{2}\pi .$$

Proof. The explicit expression for $`|c_3|^2`$ is given by the right-hand side of formula (99). The conclusion follows as in the proof of Proposition (4).
Explicit expressions for the wave function and for optimal controls
The expressions of the three components of the wave function and of optimal controls are:

$`\{\begin{array}{c}c_1(t)=\mathrm{cos}(\frac{t}{\sqrt{3}})^3\hfill \\ c_2(t)=\frac{\sqrt{3}}{2}\mathrm{sin}(\frac{2t}{\sqrt{3}})e^{i\theta _1}\hfill \\ c_3(t)=\mathrm{sin}(\frac{t}{\sqrt{3}})^3e^{i\theta _3},\hfill \end{array}`$ (122)
$`\{\begin{array}{c}u_1(t)=\mathrm{cos}(t/\sqrt{3})e^{i\theta _1}\hfill \\ u_2(t)=\mathrm{sin}(t/\sqrt{3})e^{i(\theta _3\theta _1)},\hfill \end{array}`$ (125)
###### Remark 13

Again, notice that none of these trajectories is a circle on the corresponding (translation of) sphere $`S^2`$. Notice that all the geodesics of the family described by Proposition (6) have the same length as the 4 geodesics described by Proposition 4. This proves that the use of the complex Hamiltonian (33) (instead of the real one (46)) does not allow to reduce the cost (34), and this proves Theorem 1 in the introduction.

Formulas (103), (107) can be obtained from formulas (122), (125) setting $`\theta _1=\pi ,\theta _3=0`$.

For the general-complex problem, using expressions (125) in (37) one gets for the external fields:

$`\{\begin{array}{c}\mathrm{\Omega }_1(t)=\mathrm{cos}(t/\sqrt{3})e^{i(\omega _1t+\theta _1+\frac{\pi }{2})},\hfill \\ \mathrm{\Omega }_2(t)=\mathrm{sin}(t/\sqrt{3})e^{i(\omega _2t+\theta _3\theta _1+\frac{\pi }{2}))},\hfill \end{array}`$ (128)
where $`\omega _1=E_2E_1,\omega _2=E_3E_2`$.
Formula (128) coincides with formula (10) setting $`\phi _1:=\theta _1+\pi /2`$, $`\phi _2:=\theta _3\theta _1\pi /2`$.
We recall that in previous papers for the real-resonant problem, (see  for more details), optimality was set as an assumption while here, it is obtained as a consequence of the PMP.

Moreover we get that the optimal cost and the probabilities $`|c_j(t)|^2,`$ $`j=1,2,3`$, are independent from $`\theta _1,\theta _3[\pi ,\pi ]`$.

Appendix A: An interesting consequence of the Cartan Decomposition

###### Theorem 2

Let L be a semi-simple Lie algebra and $`\text{L}=\text{k}\text{p}`$ a Cartan decomposition (i.e. it holds $`[\text{k},\text{k}]\text{k},`$ $`[\text{p},\text{p}]\text{k},`$ $`[\text{k},\text{p}]\text{p}`$). Then $`[\text{k},\text{p}]=\text{p}`$, $`[\text{p},\text{p}]=\text{k}`$.

Proof. We can restrict ourself to the case in which L is simple, since a semi-simple Lie algebra is a direct sum of simple ideals.
Claim 1: $`\text{p}+[\text{p},\text{p}]`$ is an ideal in L
Proof of Claim 1:

* $`[\text{p},\text{p}+[\text{p},\text{p}]]=[\text{p},\text{p}]+[\text{p},[\text{p},\text{p}]]`$. Using the Cartan relations it follows that the second term is contained in p. Hence $`[\text{p},\text{p}+[\text{p},\text{p}]]\text{p}+[\text{p},\text{p}]`$.
* $`[\text{k},\text{p}+[\text{p},\text{p}]]=[\text{k},\text{p}]+[\text{k},[\text{p},\text{p}]]`$. Now, using the Cartan relations we have: $`[\text{k},\text{p}]\text{p}`$ while $`[\text{k},[\text{p},\text{p}]]=[\text{p},[\text{k},\text{p}]][\text{p},[\text{p},\text{k}]][\text{p},\text{p}]`$, where we have used the Jacobi identity. Therefore $`[\text{k},\text{p}+[\text{p},\text{p}]]\text{p}+[\text{p},\text{p}]`$.

Claim 2: $`\text{k}+[\text{k},\text{p}]`$ is an ideal in L
Proof of Claim 2:

* $`[\text{p},\text{k}+[\text{k},\text{p}]]=[\text{p},\text{k}]+[\text{p},[\text{k},\text{p}]][\text{k},\text{p}]+\text{k}`$.
* $`[\text{k},\text{k}+[\text{k},\text{p}]]=[\text{k},\text{k}]+[\text{k},[\text{k},\text{p}]]\text{k}+[\text{k},\text{p}]`$.

From the fact that L is simple (the only ideals are $`0`$ and L) it follows $`\text{p}+[\text{p},\text{p}]=\text{L}[\text{p},\text{p}]=\text{k}`$, $`\text{k}+[\text{k},\text{p}]=\text{L}[\text{k},\text{p}]=\text{p}`$.
Notice that in general is false that $`[\text{k},\text{k}]=\text{k}`$. In particular it is false for the Cartan decomposition of $`SU(3)`$ we used in this paper (k has a center). Theorem 2 is crucial to prove that, in our case, abnormal extremals are never optimal (see Appendix C).
Appendix B: The $`K+P`$ Problem
Here following  and , we recall how to write the PMP for a right-invariant control system on a Lie group $`G`$. We do it for a group of matrices only.

Let L and $`\text{L}^{}`$ be respectively the tangent and cotangent planes at the identity of $`G`$. Consider the right-invariant system:

$`\dot{g}=X(u)g,`$ (129)
where $`X(u)\text{L}`$ and $`u`$ belongs to the set of values of controls $`U`$. To have a right-invariant optimal control problem, we must also assume a right-invariant cost (that is a cost that does not depend on g, the coordinate on the group):

$`{\displaystyle _0^T}f(u(t))𝑑t,\text{ where }f:UR\text{ is a smooth function.}`$ (130)
Moreover we assume that the initial and final points belong to two given smooth manifolds:

$`g(0)M_{in},g(T)M_{fin}.`$ (131)
For each $`\lambda R`$ and $`uU`$ define the Hamiltonian :

$$H_u(.):\text{L}^{}R,H_u(P):=P(X(u))+\lambda f(u).$$

We have $`dH_u(P)(\text{L}^{})^{}`$, ($`P\text{L}^{}`$) and since L has finite dimension, we can identify $`(\text{L}^{})^{}\text{L}`$ and consider $`dH_u(P)\text{L}`$. Let $`B\text{L}`$ and denote with $`ad_B^{}(.)`$ the operator from $`\text{L}^{}\text{L}^{}`$ defined by:

$$[ad_B^{}(P)](A):=P\left(ad_B(A)\right)=P([B,A]),A\text{L}.$$

The PMP (see ) is a necessary condition for optimality. For right-invariant control systems it reads (see :

###### Theorem 3

(PMP for right-invariant control systems) Consider a couple $`(u(.),g(.)):[0,T]U\times G`$ subjected to the dynamics (129) and to the constraints (131). If it minimizes the cost (130), then there exists a constant $`\lambda 0`$ and a never vanishing absolutely continuous function $`P(.):t[0,T]P(t)\text{L}^{}`$ such that:

$`{\displaystyle \frac{dg(t)}{dt}}=dH_{u(t)}(P(t))g(t)`$ (132)
$`{\displaystyle \frac{dP(t)}{dt}}=ad_{dH_{u(t)}(P(t))}^{}(P(t)).`$ (133)
Moreover:

$`H_u(t)(P(t))=(P(t))\text{ where }(P(t)):=\underset{vU}{\mathrm{max}}H_v(P(t)).`$ (134)
$`P(0)(T_{g(0)}M_{in}.g^1(0))=0,P(t)(T_{g(T)}M_{fin}.g^1(T))=0\text{ (transversality conditions)}`$ (135)
Here $`g(t)G`$ and $`P(t)\text{L}^{}`$ is the covector translated back to the identity. $`P(t)`$ is related to the usual covector $`p_{g(t)}T_{g(t)}^{}G`$ by: $`P(t)=dR_{g(t)}^{}p_{g(t)}`$ or $`p_{g(t)}=dR_{g(t)^1}^{}P_{g(t)}`$

The couples $`(u(.),g(.))`$ satisfying conditions (132), (133) and (134) with $`\lambda =0`$ are called abnormal extremals. Couples $`(u(.),g(.))`$ corresponding to $`\lambda 0`$ (in this case we can normalize $`\lambda =1/2`$) are called normal extremals.

In the following we show that for normal extremals this Hamiltonian system becomes completely integrable if the problem is $`\text{k}\text{p}`$. Abnormal extremals may exist in general, but they are never optimal as explained in Appendix C.

Consider the right-invariant $`\text{k}\text{p}`$ problem defined in Definitions 1, 2. Here $`\text{L}=\text{k}\text{p}`$ can also be noncompact (in that case k must be the maximal compact subalgebra of L, cfr. Remark 7).

The Killing form defines a non-degenerate pseudo scalar product on L. This permits to identify L with $`\text{L}^{}`$ by:

$`P\text{L}^{}M\text{L}P(C)=Kil(M,C),C\text{L}.`$ (136)
Let us “translate” equation (133) for $`M\text{L}`$. For each $`C\text{L}`$ we have:

$`Kil({\displaystyle \frac{dM}{dt}},C)`$ $`=`$ $`{\displaystyle \frac{dP}{dt}}(C)=[ad_{dH(P(t))}^{}(P(t))](C)=P(t)\left([dH(P(t)),C]\right)`$
$`=`$ $`Kil(M(t),[dH(P(t)),C])=+Kil([dH(P(t)),M],C),`$
where we have used the invariance of the Killing form under Lie Brackets: $`Kil([A,B],C)=Kil(A,[B,C])`$, that can be easily checked. The equation for $`M(t)`$ is then in the famous Lax-Poincaré form:

$`{\displaystyle \frac{dM(t)}{dt}}=[dH(P(t)),M(t)],M(t),dH(P(t))\text{L}.`$ (137)
Let $`\{X_j\}`$ be an orthonormal (right-invariant) frame for the p part of L, with respect to the metric defined in Definition 2. We have then $`X(u)=_ju_jX_j`$ and $`f(u)=u_1^2+\mathrm{}+u_{n_p}^2`$ (here $`u=(u_1,u_2,\mathrm{}..u_{n_p})`$ and $`n_p`$ is the dimension of the p subspace). Moreover decompose $`M=M_p+M_k`$, where $`M_p\text{p}`$ and $`M_k\text{k}`$.

###### Proposition 7

We have $`dH(P(t))=X(u(t))=M_p(t)`$.

Proof. The first equality can be obtained comparing equation $`\dot{g}(t)=X(u(t))g(t)`$ with equation (132) and using the fact that the differential of the right translation is a linear isomorphism. Let us consider the second one. From the maximum condition (134) with $`\lambda =1/2`$ and $`f(u)=u_1^2+\mathrm{}+u_{n_p}^2`$, we get:

$$u_i(t)=p_{g(t)}(t)(X_ig(t))=P(t)(X_i)=Kil(M(t),X_i)=Kil(M_p(t),X_i)\text{ because }X_i=X_i(e)\text{p}.$$

In the last equality we used the fact that $`M_p`$ and $`M_k`$ are orthogonal subspaces for the Killing form. Therefore $`M_p(t)=_jKil(M_p(t),X_j)X_j=_ju_j(t)X_j=X(u(t))`$.

With Proposition 7, the equation for $`M`$ become:

$`{\displaystyle \frac{dM_p}{dt}}+{\displaystyle \frac{dM_k}{dt}}=[M_p(t),M_p(t)+M_k(t)]=[M_p(t),M_k(t)].`$ (138)
Using the Cartan commutations relations (21), we have $`[M_p(t),M_k(t)]\text{p}`$ and equation (138) splits into:

$`{\displaystyle \frac{dM_k}{dt}}`$ $`=`$ $`0M_k(t)=M_k(0),`$
$`{\displaystyle \frac{dM_p}{dt}}`$ $`=`$ $`[M_p(t),M_k(0)].`$
Hence all the k-components of the covector are constants of the motion. Integrating the equation for $`M_p`$, and setting $`A_p:=M_p(0)`$, $`A_k:=M_k(0)`$, we get:

$`M_p(t)=e^{A_kt}A_pe^{A_kt}=e^{adA_kt}A_p.`$
From equation (132), with $`dH(P(t))=M_p(t)`$, we have:

$`{\displaystyle \frac{dg(t)}{dt}}=\left(e^{A_kt}A_pe^{A_kt}\right)g(t)`$
and the solution is equation (85):

$`g(t)=e^{A_kt}e^{(A_k+A_p)t}g(0)`$ (139)
Setting $`A:=A_p+A_k`$, the transversality conditions (135) reads in L:

$`Kil(A,T_{g(0)}M_{in}.g^1(0))`$ $`=`$ $`0,`$ (140)
$`Kil(M(t),T_{g(t)}M_{fin}.g^1(t))`$ $`=`$ $`0.`$ (141)
###### Remark 14

(n-level case) In the case in which the distribution is only a strict subspace of p, as in the $`n`$-level case ($`n4`$), $`dH(P(t))=X(u(t)`$, but it is not equal to $`M_p(t)`$ in general. Then equation (138) become:

$`{\displaystyle \frac{dM_p}{dt}}+{\displaystyle \frac{dM_k}{dt}}=[X(u(t)),M_p(t)+M_k(t)],`$
where now the right-hand side is not completely contained in p. This means that not all the k-components of the covector are constants of the motion, and the proof of the integrability of the Hamiltonian system given above fails.

Appendix C: The Goh Condition
Let us consider any subriemannian metric over a manifold $`M`$, defined by its orthonormal frame $`\{X_i,i=1,\mathrm{},p\}`$, completely nonintegrable. Then a necessary condition for a strictly abnormal extremal (i.e. an abnormal extremal which is not normal at the same time) to be optimal is that it satisfies the Goh condition.
Definition-Theorem (Goh-condition) Let $`(p(t),x(t))`$, $`t[0,T]`$ be the Hamiltonian lift of the abnormal extremal $`x(t)`$ (see Theorem 3). Then:

$`(p(t)(X_i(x(t))0,p(t)0,t[0,T],`$ (142)
and a necessary condition for optimality of $`x(.)`$ is $`\{p(t)(X_i),p(t)(X_j)\}(x(t))0,t[0,T],`$ or:

$`p(t)\left([X_i,X_j](x(t))\right)0,t[0,T].`$ (143)
This Theorem is a consequence of a (highly non trivial) generalized Maslov index theory developped in . For our right-invariant problem, the relations (142), (143) give:

$$p(0)(X_i(id))=0,p(0)([X_i,X_j])(id))=0,$$

they imply with Theorem 2 of Appendix A, that $`p(0)(\text{L})=0`$. Then $`p(0)=0`$. This is a contradiction since $`p(t)`$ has to be nonzero, for all $`t`$.
Hence, strictly abnormal trajectories are never optimal in our $`\text{k}\text{p}`$ problem.

Appendix D: A technical computation

###### Lemma 2

$`\text{Set }f_a=\mathrm{cos}(ta)\mathrm{sin}(t\sqrt{1+a^2})\frac{a}{\sqrt{1+a^2}}\mathrm{cos}(t\sqrt{1+a^2})\mathrm{sin}(ta),\text{ then }|f_a|1`$.
Moreover, $`|f_a|=1`$ iff $`\frac{|a|}{\sqrt{1+a^2}}=\left|\frac{1}{2k}+\frac{k^{}}{k}\right|<1`$ ; $`k0`$ and $`t=\frac{k\pi }{\sqrt{1+a^2}}`$.
In particular, the smallest $`|t|`$ is obtained for $`k=\pm 1`$, $`a=\pm \frac{1}{\sqrt{3}}`$, $`t=\frac{\pm \pi \sqrt{3}}{2}`$.

Proof. Set $`\lambda =\frac{a}{\sqrt{1+a^2}}`$, $`\theta =t\sqrt{1+a^2}`$, then

$`f_a(t)`$ $`=`$ $`\lambda \mathrm{cos}(\lambda \theta )\mathrm{sin}(\theta )\mathrm{cos}(\theta )\mathrm{sin}(\lambda \theta )`$
$`=`$ $`(\lambda \mathrm{cos}(\lambda \theta ),\mathrm{sin}(\lambda \theta )),(\mathrm{sin}(\theta ),\mathrm{cos}(\theta ))`$
$`=`$ $`v_1,v_2.`$
Both $`v_1,v_2`$ have norm $``$ 1 and $`|f_a|1`$. Hence, for $`|f_a|=1`$, we must have $`v_1=v_2=1`$, $`v_1=\pm v_2`$. It follows that $`\mathrm{cos}(\lambda \theta )=0`$ and $`\mathrm{cos}(\theta )=\pm 1`$. Hence $`\theta =k\pi `$, $`\lambda \theta =\frac{\pi }{2}+k^{}\pi `$, $`\lambda =\frac{1}{2k}+\frac{k^{}}{k}`$. Therefore, $`\left|\frac{1}{2k}+\frac{k^{}}{k}\right|=\lambda <1`$. Conversely, choose $`k,k^{}`$ meeting this condition, and $`\theta =k\pi `$. Then $`\mathrm{cos}(\theta )=\pm 1`$, $`\mathrm{sin}(\lambda \theta )=\pm 1`$, $`f_a(t)=\pm 1`$.
Now, $`|t|=\frac{k\pi }{\sqrt{1+a^2}}`$, and the smallest $`|t|`$ is obtained for $`k=\pm 1`$ (if $`k=0`$, $`\theta =0`$ and $`f_a(t)=0`$). Moreover, $`\left|\frac{1}{2k}+\frac{k^{}}{k}\right|<1`$ is possible only for $`(k,k^{})=(1,0)`$ or $`(1,1)`$ or $`(1,0)`$ or $`(1,1)`$.
In all cases, $`|\lambda |=\frac{1}{2}`$, $`a=\pm \frac{1}{\sqrt{3}}`$, and $`t=\pm \frac{\pi \sqrt{3}}{2}`$.