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.     

A System of Differential-Operator Equations of Different Orders in Hilbert Spaces

We consider an abstract Cauchy problem for a system of nonhomogeneous abstract differential equations in Hilbert spaces. The “main” equation is of the second order and “boundary” equations are of the first order. Existence of a solution is proved. Application to mixed (initial boundary-value) problems for one-dimensional second order hyperbolic equations and for fourth order PDEs with the time derivative in boundary conditions has been shown. The first author was partially supported by 60% funds of the University of Bologna and G.N.A.M.P.A. of INdAM; the second author was supported by the Israel Ministry of Absorption.     

Towards explicit methods for differential algebraic equations

Explicit methods have previously been proposed for parabolic PDEs and for stiff ODEs with widely separated time constants. We discuss ways in which Differential Algebraic Equations (DAEs) might be regularized so that they can be efficiently integrated by explicit methods. The effectiveness of this approach is illustrated for some simple index three problems. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65-L80, 34-04     

No random reals in countable support iterations

We prove a preservation theorem for limit steps of countable support iterations of proper forcing notions whose particular cases are preservations of the following properties on limit steps: “no random reals are added”, “μ(Random(V))≠1”, “no dominating reals are added”, “Cohen(V) is not comeager”. Consequently, countable support iterations of σ-centered forcing notions do not add random reals. The work was supported by BRF of Israel Academy of Sciences and by grant GA SAV 365 of Slovak Academy of Sciences.     

On the evolution equation for magnetic geodesics

Orbits of charged particles under the effect of a magnetic field are mathematically described by magnetic geodesics. They appear as solutions to a system of (nonlinear) ordinary differential equations of second order. But we are only interested in periodic solutions. To this end, we study the corresponding system of (nonlinear) parabolic equations for closed magnetic geodesics and, as a main result, eventually prove the existence of long time solutions. As generalization one can consider a system of elliptic nonlinear partial differential equations (PDEs) whose solutions describe the orbits of closed p-branes under the effect of a “generalized physical force”. For the corresponding evolution equation, which is a system of parabolic nonlinear PDEs associated to the elliptic PDE, we can establish existence of short time solutions.     

Extremal Solutions and Strong Relaxation for Second Order Multivalued Boundary Value Problems

In this paper we study semilinear second order differential inclusions involving a multivalued maximal monotone operator. Using notions and techniques from the nonlinear operator theory and from multivalued analysis, we obtain “extremal” solutions and we prove a strong relaxation theorem. This paper has been partially supported by the State Committee for Scientific Research of Poland (KBN) under research grants No. 2 P03A 003 25 and No. 4 T07A 027 26.     

Homotopy classification of equivariant regular sections

In his paper [2], Bierstone proves the equivariant Gromov theorem which is an integrability theorem for “open regularity condition” of equivariant sections of a smooth G-fibre bundle under the assumption that all orbit bundles of base manifold are non-closed. Here, we prove the result without his assumption under a nice “open regularity condition” which we call “G-extensible”. One of the examples of “G-extensible condition” is given by notions of Thom-Boardman singularities.     

Convergence of multistep discretizations of DAEs

Standard ODE methods such as linear multistep methods encounter difficulties when applied to differential-algebraic equations (DAEs) of index greater than 1. In particular, previous results for index 2 DAEs have practically ruled out the use of all explicit methods and of implicit multistep methods other than backward difference formulas (BDFs) because of stability considerations. In this paper we embed known results for semi-explicit index 1 and 2 DAEs in a more comprehensive theory based on compound multistep and one-leg discretizations. This explains and characterizes the necessary requirements that a method must fulfill in order to be applicable to semi-explicit DAEs. Thus we conclude that the most useful discretizations are those that avoid discretization of the constraint. A freer use of e.g. explicit methods for the non-stiff differential part of the DAE is then possible.Dedicated to Germund Dahlquist on the occasion of his 70th birthdayThis author thanks the Centro de Estadística y Software Matemático de la Universidad Simón Bolivar (CESMa) for permitting her free use of its research facilities.Partial support by the Swedish Research Council for Engineering Sciences TFR under contract no. 222/91-405.     

Exponential Renormalization

Moving beyond the classical additive and multiplicative approaches, we present an “exponential” method for perturbative renormalization. Using Dyson’s identity for Green’s functions as well as the link between the Faà di Bruno Hopf algebra and the Hopf algebras of Feynman graphs, its relation to the composition of formal power series is analyzed. Eventually, we argue that the new method has several attractive features and encompasses the BPHZ method. The latter can be seen as a special case of the new procedure for renormalization scheme maps with the Rota–Baxter property. To our best knowledge, although very natural from group-theoretical and physical points of view, several ideas introduced in the present paper seem to be new (besides the exponential method, let us mention the notions of counter-factors and of order n bare coupling constants).     

Strongest postcondition semantics as the formal basis for reverse engineering

Reverse engineering of program code is the process of constructing a higher level abstraction of an implementation in order to facilitate the understanding of a system that may be in a “legacy” or “geriatric” state. Changing architectures and improvements in programming methods, including formal methods in software development and object-oriented programming, have prompted a need to reverse engineer and re-engineer program code. This paper describes the application of the strongest postcondition predicate transformer (sp) as the formal basis for the reverse engineering of imperative program code. This work is supported in part by the National Science Foundation grants CCR-9407318, CCR-9209873, and CDA-9312389. This author is supported in part by a NASA Graduate Student Researchers Program Fellowship.     

Numerical integration of ordinary differential equations on manifolds

Summary This paper is concerned with the problem of developing numerical integration algorithms for differential equations that, when viewed as equations in some Euclidean space, naturally evolve on some embedded submanifold. It is desired to construct algorithms whose iterates also evolve on the same manifold. These algorithms can therefore be viewed as integrating ordinary differential equations on manifolds. The basic method “decouples” the computation of flows on the submanifold from the numerical integration process. It is shown that two classes of single-step and multistep algorithms can be posed and analyzed theoretically, using the concept of “freezing” the coefficients of differential operators obtained from the defining vector field. Explicit third-order algorithms are derived, with additional equations augmenting those of their classical counterparts, obtained from “obstructions” defined by nonvanishing Lie brackets.     

Monge-Ampère Equations on (Para-)K?hler Manifolds: from Characteristic Subspaces to Special Lagrangian Submanifolds

We present the basic notions and results of the geometric theory of second order PDEs in the framework of contact and symplectic manifolds including characteristics, formal integrability, existence and uniqueness of formal solutions of non-characteristic Cauchy problems. Then, we focus our attention to Monge-Ampère equations (MAEs) and discuss a natural class of MAEs arising in K?hler and para-K?hler geometry whose solutions are special Lagrangian submanifolds.     

Symbolic calculus for boundary value problems on manifolds with edges

Boundary value problems for (pseudo-) differential operators on a manifold with edges can be characterised by a hierarchy of symbols. The symbolic structure is responsible for ellipticity and for the nature of parametrices within an algebra of “edge-degenerate” pseudo-differential operators. The edge symbolic component of that hierarchy takes values in boundary value problems on an infinite model cone, with edge variables and covariables as parameters. Edge symbols play a crucial role in this theory, in particular, the contribution with holomorphic operator-valued Mellin symbols. We establish a calculus in a framework of “twisted homogeneity” that refers to strongly continuous groups of isomorphisms on weighted cone Sobolev spaces. We then derive an equivalent representation with a particularly transparent composition behaviour.     

On the nonresonance property of linear differential-algebraic systems

We consider a system of linear ordinary differential equations in which the coefficient matrix multiplying the derivative of the unknown vector function is identically singular. For systems with constant and variable coefficients, we obtain nonresonance criteria (criteria for bounded-input bounded-output stability). For single-input control systems, we consider the problem of synthesizing a nonresonant system in the stationary and nonstationary cases. An arbitrarily high unsolvability index is admitted. The analysis is carried out under assumptions providing the existence of a so-called “equivalent form” with separated “algebraic” and “differential” components.     

Parametrizations of Kojima’s system and relations to penalty and barrier functions

We investigate two homotopies that perturb Kojima’s system for describing critical points of a nonlinear optimization problem in finite dimension. Each of them characterizes stationary points of a usual penalty and a new “barrier” function. The latter is a continuous deformation of the objective, symmetric to the penalty from a formal point of view. Stationary points of these functions appear as perturbed critical points and vice versa. This permits new interpretations of the related solution methods and allows estimates of the solutions by using implicit function theorems for Lipschitzian equations.     

Root subsystems of loop extensions

We completely classify the real root subsystems of root systems of loop algebras of Kac–Moody Lie algebras. This classification involves new notions of “admissible subgroups” of the coweight lattice of a root system Ψ, and “scaling functions” on Ψ. Our results generalise and simplify earlier work on subsystems of real affine root systems.     

A game-theoretic taxonomy of social dilemmas

Both social psychology and experimental economics empirically investigate social dilemmas. However, these two disciplines sometimes use different notions for very similar scenarios. While it is irrelevant for economists whether an experimental public-good game is conceptualised as a take-some or give-some game – i.e., whether something is conceptualised as produced or extracted – it is not irrelevant for some psychologists: they grasp public-goods games as “give-some” games. And whereas most economists define social dilemmas in reference to a taxonomy of goods, some psychologists think that dominant strategies are a necessary attribute. This paper presents a taxonomy that relies on a formal game-theoretic analysis of social dilemmas, which integrates and clarifies both approaches. Because this taxonomy focuses on the underlying incentive structure, it facilitates the evaluation of experimental results from both social psychology and experimental economics.     

On Galilean connections and the first jet bundle

We see how the first jet bundle of curves into affine space can be realized as a homogeneous space of the Galilean group. Cartan connections with this model are precisely the geometric structure of second-order ordinary differential equations under time-preserving transformations — sometimes called KCC-theory. With certain regularity conditions, we show that any such Cartan connection induces “laboratory” coordinate systems, and the geodesic equations in this coordinates form a system of second-order ordinary differential equations. We then show the converse — the “fundamental theorem” — that given such a coordinate system, and a system of second order ordinary differential equations, there exists regular Cartan connections yielding these, and such connections are completely determined by their torsion.     

A new class of estimators of a “scale” second order parameter

For a large class of heavy-tailed distribution functions F in the domain of attraction for maxima of an Extreme Value distribution with tail index γ>0, the function A(t), controlling the speed of convergence of maximum values, linearly normalized, towards a non-degenerate limiting random variable, may be parameterized as , ρ < 0, β∈ℝ, where β and ρ are second order parameters. The estimation of ρ, the “shape” second order parameter has been extensively addressed in the literature, but practically nothing has been done related to the estimation of the “scale” second order parameter β. In this paper, and motivated by the importance of a reliable β-estimation in recent reduced bias tail index estimators, we shall deal with such a topic. Under a semi-parametric framework, we introduce a class of β-estimators and study their consistency. We deal with the conditions enabling us to get the asymptotic normality of the members of this class, and we illustrate the behaviour of the estimators, through Monte Carlo simulation techniques. Research partially supported by FCT / POCTI and POCI / FEDER.