Bi-Hamiltonian ordinary differential equations with matrix variables

We consider a special class of Poisson brackets related to systems of ordinary differential equations with matrix variables. We investigate general properties of such brackets, present an example of a compatible pair of quadratic and linear brackets, and find the corresponding hierarchy of integrable models, which generalizes the two-component Manakov matrix system to the case of an arbitrary number of matrices.     

Integrability of the Equations for Nonsingular Pairs of Compatible Flat Metrics

We solve the problem of describing all nonsingular pairs of compatible flat metrics (or, in other words, nonsingular flat pencils of metrics) in the general N-component case. This problem is equivalent to the problem of describing all compatible Dubrovin–Novikov brackets (compatible nondegenerate local Poisson brackets of hydrodynamic type) playing an important role in the theory of integrable systems of hydrodynamic type and also in modern differential geometry and field theory. We prove that all nonsingular pairs of compatible flat metrics are described by a system of nonlinear differential equations that is a special nonlinear differential reduction of the classical Lamé equations, and we present a scheme for integrating this system by the method of the inverse scattering problem. The integration procedure is based on using the Zakharov method for integrating the Lamé equations (a version of the inverse scattering method).     

The Riesz bases consisting of eigen and associated functions for a functional differential operator with variable structure

We consider a functional differential operator with variable structure with an integral boundary condition. We prove that its eigen and associated functions form a Riesz basis with brackets in the space L ₂³[0, 1].     

Differential operators on Hilbert modular forms

We investigate differential operators and their compatibility with subgroups of SL₂n(R). In particular, we construct Rankin-Cohen brackets for Hilbert modular forms, and more generally, multilinear differential operators on the space of Hilbert modular forms. As an application, we explicitly determine the Rankin-Cohen bracket of a Hilbert-Eisenstein series and an arbitrary Hilbert modular form. We use this result to compute the Petersson inner product of such a bracket and a Hilbert modular cusp form.     

Examples of Poisson modules,I

We sketch some differential calculus on Poisson algebras and introduce a concept of module and representation on a Poisson algebras; we give examples and consider cohomologies connecting these constructions to the algebra of Poisson brackets.     

A representation of solution of stochastic differential equations

We prove that the logarithm of the formal power series, obtained from a stochastic differential equation, is an element in the closure of the Lie algebra generated by vector fields being coefficients of equations. By using this result, we obtain a representation of the solution of stochastic differential equations in terms of Lie brackets and iterated Stratonovich integrals in the algebra of formal power series.     

Compatibility,Multi-brackets and Integrability of Systems of PDEs

We establish an efficient compatibility criterion for a system of generalized complete intersection type in terms of certain multi-brackets of differential operators. These multi-brackets generalize the higher Jacobi-Mayer brackets, important in the study of evolutionary equations and the integrability problem. We also calculate Spencer δ-cohomology of generalized complete intersections and evaluate the formal functional dimension of the solutions space. The results are used to establish new integration methods.     

The Liouville Canonical Form for Compatible Nonlocal Poisson Brackets of Hydrodynamic Type and Integrable Hierarchies

We reduce an arbitrary pair of compatible nonlocal Poisson brackets of hydrodynamic type generated by metrics of constant Riemannian curvature (compatible Mokhov–Ferapontov brackets) to a canonical form, find an integrable system describing all such pairs, and, for an arbitrary solution of this integrable system, i.e., for any pair of compatible Poisson brackets in question, construct (in closed form) integrable bi-Hamiltonian systems of hydrodynamic type possessing this pair of compatible Poisson brackets of hydrodynamic type. The corresponding special canonical forms of metrics of constant Riemannian curvature are considered. A theory of special Liouville coordinates for Poisson brackets is developed. We prove that the classification of these compatible Poisson brackets is equivalent to the classification of special Liouville coordinates for Mokhov–Ferapontov brackets.     

Derived brackets and sh Leibniz algebras

We develop a general framework for the construction of various derived brackets. We show that suitably deforming the differential of a graded Leibniz algebra extends the derived bracket construction and leads to the notion of strong homotopy (sh) Leibniz algebra. We discuss the connections among homotopy algebra theory, deformation theory and derived brackets. We prove that the derived bracket construction induces a map from suitably defined deformation theory equivalence classes to the isomorphism classes of sh Leibniz algebras.     

Lax Pairs for Equations Describing Compatible Nonlocal Poisson Brackets of Hydrodynamic Type and Integrable Reductions of the Lamé Equations

We solve the problem of describing compatible nonlocal Poisson brackets of hydrodynamic type. We prove that for nonsingular pairs of compatible nonlocal Poisson brackets of hydrodynamic type, there exist special local coordinates such that the metrics and the Weingarten operators of both brackets are diagonal. The nonlinear evolution equations describing all nonsingular pairs of compatible nonlocal Poisson brackets of hydrodynamic type are derived in these special coordinates, and the integrability of these equations is proved using the inverse scattering transform. The Lax pairs with a spectral parameter for these equations are found. We construct various classes of integrable reductions of the derived equations. These classes of reductions are of an independent differential-geometric and applied interest. In particular, if one of the compatible Poisson brackets is local, we obtain integrable reductions of the classical Lamé equations describing all orthogonal curvilinear coordinate systems in a flat space; if one of the compatible brackets is generated by a constant-curvature metric, the corresponding equations describe integrable reductions of the equations for orthogonal curvilinear coordinate systems in a space of constant curvature.     

Flots et series de Taylor stochastiques

Summary We study the expansion of the solution of a stochastic differential equation as an (infinite) sum of iterated stochastic (Stratonovitch) integrals. This enables us to give a universal and explicit formula for any invariant diffusion on a Lie group in terms of Lie brackets, as well as a universal and explicit formula for the brownian motion on a Riemannian manifold in terms of derivatives of the curvature tensor. The first of these formulae contains, and extends to the non nilpotent case, the results of Doss [6], Sussmann [17], Yamato [18], Fliess and Normand-Cyrot [7], Krener and Lobry [19] and Kunita [11] on the representation of solutions of stochastic differential equations.     

Differential operators of certain special functions and their applications to linear differential equations

The differential operators associated with Jacobi polynomials, the Languerrer polynomials and the parabolic cylinder (or Weber—Hermite) functions are denned. The corresponding commutator brackets are constructed, and it is shown that in each case the operators defined are non‐commutative. Some applications of these operators to linear differential equations are also considered.     

Variational Poisson-Nijenhuis structures for partial differential equations

We explore variational Poisson-Nijenhuis structures on nonlinear partial differential equations and establish relations between the Schouten and Nijenhuis brackets on the initial equation and the Lie bracket of symmetries on its natural extensions (coverings). This approach allows constructing a framework for the theory of nonlocal structures. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 154, No. 2, pp. 268–282, February, 2008.     

Poisson-Nijenhuis structures and the Vinogradov bracket

We express the compatibility conditions that a Poisson bivector and a Nijenhuis tensor must fulfil in order to be a Poisson-Nijenhuis structure by means of a graded Lie bracket. This bracket is a generalization of Schouten and Frölicher-Nijenhuis graded Lie brackets defined on multivector fields and on vector valued differential forms respectively.Partially supported by Fundació Caixa Castelló.Partially supported by the Spanish DGICYT grant #P B91-0324.     

Factorization of loop algebras over so(4) and integrable nonlinear differential equations

We consider factoring subalgebras for loop algebras over so(4). Given a factoring subalgebra, we find (in terms of coefficients of commutator relations) an explicit form of (1) the corresponding system of the chiral-field-equation type, (2) the corresponding two-spin model of the Landau-Lifshitz equation, and (3) the corresponding Hamiltonian system of ordinary differential equations with homogeneous quadratic Hamiltonian and linear so(4)-Poisson brackets. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 11, No. 3, pp. 79–94, 2005.     

Asymptotic expansion of stochastic flows

Summary We study the asymptotic expansion in small time of the solution of a stochastic differential equation. We obtain a universal and explicit formula in terms of Lie brackets and iterated stochastic Stratonovich integrals. This formula contains the results of Doss [6], Sussmann [15], Fliess and Normand-Cyrot [7], Krener and Lobry [10], Yamato [17] and Kunita [11] in the nilpotent case, and extends to general diffusions the representation given by Ben Arous [3] for invariant diffusions on a Lie group. The main tool is an asymptotic expansion for deterministic ordinary differential equations, given by Strichartz [14].     

Optimal non-isotropic gevrey exponents for sums of squares of vector fields

We prove sharp non-isotropic Gevrey hypoellipticiy for a class ofo partial differential operators that are sums of squares of real vector fields (and their generalizations) satisfying the Hormander bracket condition. These include the Baouendi-Goulaouic operator. Our results, which refine those of Chirst [8], are proved entirely by L ² methods and a careful study of brackets of vector fields. Applications to a recent conjecture of Traves are given.     

Gevrey Hypoellipticity for Maximally Hypoelliptic Fourth Order Partial Differential Operators

Local C∞ and (sharp) Gevrey hypoellipticity are proved for maximally hypoelliptic fourth order partial differential operators of the form P = D|c|<4 aa(x)Xa in R" where the independent real vector fields Xj,j<n - l, satisfy the Hörmander condition that at most k brackets of the Xj spans the tangent space at each point.     

Tangent and Cotangent Lifts and Graded Lie Algebras Associated with Lie Algebroids

Generalized Schouten, Frölicher–Nijenhuis and Frölicher–Richardson brackets are defined for an arbitrary Lie algebroid. Tangent and cotangent lifts of Lie algebroids are introduced and discussed and the behaviour of the related graded Lie brackets under these lifts is studied. In the case of the canonical Lie algebroid on the tangent bundle, a new common generalization of the Frölicher–Nijenhuis and the symmetric Schouten brackets, as well as embeddings of the Nijenhuis–Richardson and the Frölicher–Nijenhuis bracket into the Schouten bracket, are obtained.