A decision method for the integrability of differential–algebraic Pfaffian systems

We prove an effective integrability criterion for differential–algebraic Pfaffian systems leading to a decision method of consistency with a triple exponential complexity bound. As a byproduct, we obtain an upper bound for the order of differentiations in the differential Nullstellensatz for these systems.     

Some properties of the lattice points and their application to differential algebra *

In this paper we prove some charateristic conditions about the dimension of an autoreduced subset E of N^m . As an application to differential algebra we find a counter-example to a conjecture about an upper bound for the order of a system of algebraic differential equations ([8], p. 199).     

On implicit systems of differential equations

This article considers implicit systems of differential equations. The implicit systems that are considered are given by polynomial relations on the coordinates of the indeterminate function and the coordinates of the time derivative of the indeterminate function. For such implicit systems of differential equations, we are concerned with computing algebraic constraints such that on the algebraic variety determined by the constraint equations the original implicit system of differential equations has an explicit representation. Our approach is algebraic. Although there have been a number of articles that approach implicit differential equations algebraically, all such approaches have relied heavily on linear algebra. The approach of this article is different, we have no linearity requirements at all, instead we rely on algebraic geometry. In particular, we use birational mappings to produce an explicit system. The methods developed in this article are easily implemented using various computer algebra systems.     

Estimates on the Distribution of the Condition Number of Singular Matrices

We exhibit some new techniques to study volumes of tubes about algebraic varieties in complex projective spaces. We prove the existence of relations between volumes and Intersection Theory in the presence of singularities. In particular, we can exhibit an average Bezout Equality for equidimensional varieties. We also state an upper bound for the volume of a tube about a projective variety. As a main outcome, we prove an upper bound estimate for the volume of the intersection of a tube with an equidimensional projective algebraic variety. We apply these techniques to exhibit upper bounds for the probability distribution of the generalized condition number of singular complex matrices.     

The 16th Hilbert problem on algebraic limit cycles

For real planar polynomial differential systems there appeared a simple version of the 16th Hilbert problem on algebraic limit cycles: Is there an upper bound on the number of algebraic limit cycles of all polynomial vector fields of degree m? In [J. Llibre, R. Ramírez, N. Sadovskaia, On the 16th Hilbert problem for algebraic limit cycles, J. Differential Equations 248 (2010) 1401-1409] Llibre, Ramírez and Sadovskaia solved the problem, providing an exact upper bound, in the case of invariant algebraic curves generic for the vector fields, and they posed the following conjecture: Is1+(m−1)(m−2)/2the maximal number of algebraic limit cycles that a polynomial vector field of degree m can have?In this paper we will prove this conjecture for planar polynomial vector fields having only nodal invariant algebraic curves. This result includes the Llibre et al.?s as a special one. For the polynomial vector fields having only non-dicritical invariant algebraic curves we answer the simple version of the 16th Hilbert problem.     

The Index of an Infinite Dimensional Implicit System

The idea of the index of a differential algebraic equation (DAE) (or implicit differential equation) has played a fundamental role in both the analysis of DAEs and the development of numerical algorithms for DAEs. DAEs frequently arise as partial discretizations of partial differential equations (PDEs). In order to relate properties of the PDE to those of the resulting DAE it is necessary to have a concept of the index of a possibly constrained PDE. Using the finite dimensional theory as motivation, this paper will examine what one appropriate analogue is for infinite dimensional systems. A general definition approach will be given motivated by the desire to consider numerical methods. Specific examples illustrating several kinds of behavior will be considered in some detail. It is seen that our definition differs from purely algebraic definitions. Numerical solutions, and simulation difficulties, can be misinterpreted if this index information is missing.     

On the complexity of the resolvent representation of some prime differential ideals

We prove upper bounds on the order and degree of the polynomials involved in a resolvent representation of the prime differential ideal associated with a polynomial differential system for a particular class of ordinary first order algebraic-differential equations arising in control theory. We also exhibit a probabilistic algorithm which computes this resolvent representation within time polynomial in the natural syntactic parameters and the degree of a certain algebraic variety related to the input system. In addition, we give a probabilistic polynomial-time algorithm for the computation of the differential Hilbert function of the ideal.     

Growth bound of delay-differential algebraic equations

This paper deals with delay-differential algebraic equations, a large class of linear and finite-memory functional differential equations. We introduce several representations of delay operators that provide a simple definition for the concept of solutions of such systems. Then we study exponential solutions and prove that the rightmost zeros of a system characteristic function determine its growth bound.     

Methods for parallel integration of stiff systems of odes

This paper presents a class of parallel numerical integration methods for stiff systems of ordinary differential equations which can be partitioned into loosely coupled sub-systems. The formulas are called decoupled backward differentiation formulas, and they are derived from the classical formulas by restricting the implicit part to the diagnonal sub-system. With one or several sub-systems allocated to each processor, information only has to be exchanged after completion of a step but not during the solution of the nonlinear algebraic equations.The main emphasis is on the formula of order 1, the decoupled implicit Euler formula. It is proved that this formula even for a wide range of multirate formulations has an asymptotic global error expansion permitting extrapolation. Besides, sufficient conditions for absolute stability are presented.     

On a global implicit function theorem for locally Lipschitz maps via non-smooth critical point theory

We prove a non-smooth generalization of the global implicit function theorem. More precisely we use the non-smooth local implicit function theorem and the non-smooth critical point theory in order to prove a non-smooth global implicit function theorem for locally Lipschitz functions. A comparison between several global inversion theorems is discussed. Applications to algebraic equations are given.     

Invariant algebraic curves and rational first integrals of holomorphic foliations in CP(2)

In this paper, using the tools of algebraic geometry we provide sufficient conditions for a holomor-phic foliation in CP(2) to have a rational first integral. Moreover, we obtain an upper bound of the degrees of invariant algebraic curves of a holomorphic foliation in CP(2). Then we use these results to prove that any holomorphic foliation of degree 2 does not have cubic limit cycles.     

Polynomial cost for solving IVP for high-index DAE

We show that the cost of solving initial value problems for high-index differential algebraic equations is polynomial in the number of digits of accuracy requested. The algorithm analyzed is built on a Taylor series method developed by Pryce for solving a general class of differential algebraic equations. The problem may be fully implicit, of arbitrarily high fixed index and contain derivatives of any order. We give estimates of the residual which are needed to design practical error control algorithms for differential algebraic equations. We show that adaptive meshes are always more efficient than non-adaptive meshes. Finally, we construct sufficiently smooth interpolants of the discrete solution. AMS subject classification (2000) 34A09, 65L80, 68Q25     

Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes

In this article, we study the numerical solutions of a class of complex partial differential equation (PDE) systems with free boundary conditions. This problem arises naturally in pricing American options with regime‐switching, which adds significant complexity in the PDE systems due to regime coupling. Developing efficient numerical schemes will have important applications in computational finance. We propose a new method to solve the PDE systems by using a penalty method approach and an exponential time differencing scheme. First, the penalty method approach is applied to convert the free boundary value PDE system to a system of PDEs over a fixed rectangular region for the time and spatial variables. Then, a new exponential time differncing Crank–Nicolson (ETD‐CN) method is used to solve the resulting PDE system. This ETD‐CN scheme is shown to be second order convergent. We establish an upper bound condition for the time step size and prove that this ETD‐CN scheme satisfies a discrete version of the positivity constraint for American option values. The ETD‐CN scheme is compared numerically with a linearly implicit penalty method scheme and with a tree method. Numerical results are reported to illustrate the convergence of the new scheme. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

On the number of zeros of Abelian integrals for a polynomial Hamiltonian irregular at infinity

Up to now, most of the results on the tangential Hilbert 16th problem have been concerned with the Hamiltonian regular at infinity, i.e., its principal homogeneous part is a product of the pairwise different linear forms. In this paper, we study a polynomial Hamiltonian which is not regular at infinity. It is shown that the space of Abelian integral for this Hamiltonian is finitely generated as a R[h] module by several basic integrals which satisfy the Picard-Fuchs system of linear differential equations. Applying the bound meandering principle, an upper bound for the number of complex isolated zeros of Abelian integrals is obtained on a positive distance from critical locus. This result is a partial solution of tangential Hilbert 16th problem for this Hamiltonian. As a consequence, we get an upper bound of the number of limit cycles produced by the period annulus of the non-Hamiltonian integrable quadratic systems whose almost all orbits are algebraic curves of degree k+n, under polynomial perturbation of arbitrary degree.     

On the coefficients of Hilbert quasipolynomials

The Hilbert function of a module over a positively graded algebra is of quasi-polynomial type (Hilbert-Serre). We derive an upper bound for its grade, i.e. the index from which on its coefficients are constant. As an application, we give a purely algebraic proof of an old combinatorial result (due to Ehrhart, McMullen and Stanley).

     

New Multivalue Methods for Differential Algebraic Equations

Multivalue methods are slightly different from the general linear methods John Butcher proposed over 30 years ago. Multivalue methods capable of solving differential algebraic equations have not been developed. In this paper, we have constructed three new multivalue methods for solving DAEs of index 1, 2 or 3, which include multistep methods and multistage methods as special cases. The concept of stiff accuracy will be introduced and convergence results will be given based on the stage order of the methods. These new methods have the diagonal implicit property and thus are cheap to implement and will have order 2 or more for both the differential and algebraic components. We have implemented these methods with fixed step size and they are shown to be very successful on a variety of problems. Some numerical experiments with these methods are presented.     

Tropical differential equations

Tropical differential equations are introduced and an algorithm is designed which tests solvability of a system of tropical linear differential equations within the complexity polynomial in the size of the system and in the absolute values of its coefficients. Moreover, we show that there exists a minimal solution, and the algorithm constructs it (in case of solvability). This extends a similar complexity bound established for tropical linear systems. In case of tropical linear differential systems in one variable a polynomial complexity algorithm for testing its solvability is designed.We prove also that the problem of solvability of a system of tropical non-linear differential equations in one variable is NP-hard, and this problem for arbitrary number of variables belongs to NP. Similar to tropical algebraic equations, a tropical differential equation expresses the (necessary) condition on the dominant term in the issue of solvability of a differential equation in power series.     

Invariant algebraic curves and rational first integrals of holomorphic foliations in ℂ<Emphasis Type="Italic">P</Emphasis>(2)

In this paper, using the tools of algebraic geometry we provide sufficient conditions for a holomorphic foliation in ℂP(2) to have a rational first integral. Moreover, we obtain an upper bound of the degrees of invariant algebraic curves of a holomorphic foliation in ℂP(2). Then we use these results to prove that any holomorphic foliation of degree 2 does not have cubic limit cycles.     

On the possibility of strengthening the Lieb-Thirring inequality

In 1976, Lieb and Thirring obtained an upper bound for the square of the normon L ²(?²) of the sum of the squares of functions from finite orthonormal systems via the sum of the squares of the norms of their gradients. Later, a series of Lieb-Thirring inequalities for orthonormal systems was established by many authors. In the present paper, using the standard theory of functions, we prove Lieb-Thirring inequalities, which have applications in the theory of partial differential equations.