Pair analysis of involutive divisions

The main goal of this work is to describe a new approach to the study of involutive divisions using the pairwise property. The paper presents a simple and intuitive method for constructing the Janet division and reveals the deep intrinsic relationship between Janet division and Lex-ordering. A method for constructing some analogues of the Janet division for other orders is described. An example of pairwise, continuous, and nonconstructive involutive division is given. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 9, No. 3, pp. 199–212, 2003.     

Characterization of canonical classes for systems of linear ODEs

The equivalence group is determined for systems of linear ordinary differential equations in both the standard form and the normal form. It is then shown that the normal form of linear systems reducible by an invertible point transformation to the canonical form y ⁽ⁿ⁾=0 consists of copies of the same iterative scalar equation. It is also shown that contrary to the scalar case, an iterative vector equation need not be reducible to the canonical form by an invertible point transformation. Other properties of iterative linear systems are also derived, as well as a simple algebraic formula for their general solution. Copyright © 2017 John Wiley & Sons, Ltd.     

Degree of the divisor of solutions of a differential equation on a projective variety

Using the data schemes from [1] we give a rigorous definition of algebraic differential equations on the complex projective space Pⁿ. For an algebraic subvariety S?Pⁿ, we present an explicit formula for the degree of the divisor of solutions of a differential equation on S and give some examples of applications. We extend the technique and result to the real case.     

Method for Solving the Multidimensional n‐Wave Resonant Equations and Geometry of Generalized Darboux‐Manakov‐Zakharov Systems

The intrinsic geometric properties of generalized Darboux‐Manakov‐Zakharov systems of semilinear partial differential equations (1) for a real‐valued function u(x₁, …, x_n) are studied with particular reference to the linear systems in this equation class. System (1) is overdetermined and will not generally be involutive in the sense of Cartan: its coefficients will be constrained by complicated nonlinear integrability conditions. We derive tools for explicitly constructing involutive systems of the form (1) , essentially solving the integrability conditions. Specializing to the linear case provides us with a novel way of viewing and solving the multidimensional n‐wave resonant interaction system and its modified version. For each integer n≥ 3 and nonnegative integer k, our procedure constructs solutions of the n‐wave resonant interaction system depending on at least k arbitrary functions each of one variable. The construction of these solutions relies only on differentiation, linear algebra, and the solution of ordinary differential equations.     

Differential Elimination–Completion Algorithms for DAE and PDAE

Differential–algebraic equations (DAE) and partial differential–algebraic equations (PDAE) are systems of ordinary equations and PDAEs with constraints. They occur frequently in such applications as constrained multibody mechanics, spacecraft control, and incompressible fluid dynamics.
A DAE has differential index r if a minimum of r +1 differentiations of it are required before no new constraints are obtained. Although DAE of low differential index (0 or 1) are generally easier to solve numerically, higher index DAE present severe difficulties.
Reich et al. have presented a geometric theory and an algorithm for reducing DAE of high differential index to DAE of low differential index. Rabier and Rheinboldt also provided an existence and uniqueness theorem for DAE of low differential index. We show that for analytic autonomous first-order DAE, this algorithm is equivalent to the Cartan–Kuranishi algorithm for completing a system of differential equations to involutive form. The Cartan–Kuranishi algorithm has the advantage that it also applies to PDAE and delivers an existence and uniqueness theorem for systems in involutive form. We present an effective algorithm for computing the differential index of polynomially nonlinear DAE. A framework for the algorithmic analysis of perturbed systems of PDAE is introduced and related to the perturbation index of DAE. Examples including singular solutions, the Pendulum, and the Navier–Stokes equations are given. Discussion of computer algebra implementations is also provided.     

Asymptotic Diagonalization and Normalization of Linear q -Difference Equations

Asymptotic diagonalizations of linear differential equations are studied by several authors. The problems for linear difference equations are investigated recently by Bodine and Sacker. In their work, the full spectrum condition plays essential role. Here we consider a related problem for q-difference equations, |q| < 1, which do not satisfy the full spectrum condition. Our tool is the Arnold normal form for matrix.     

线性齐次偏微分方程组吴特征列和 Janet 基的等价性

本文简单介绍了吴微分特征列和Janet基,利用线性齐次微分方程组既约化基的概念,证明了线性齐次偏微分方程组的正规化的吴微分特征列和正规化的、自约化的Janet基均是既约化基,从而由既约化基的唯一性,得到了它们的等价性定理。     

Solving Second-Order Differential Equations with Lie Symmetries

Lie"s theory for solving second-order quasilinear differential equations based on its symmetries is discussed in detail. Great importance is attached to constructive procedures that may be applied for designing solution algorithms. To this end Lie"s original theory is supplemented by various results that have been obtained after his death one hundred years ago. This is true above all of Janet"s theory for systems of linear partial differential equations and of Loewy"s theory for decomposing linear differential equations into components of lowest order. These results allow it to formulate the equivalence problems connected with Lie symmetries more precisely. In particular, to determine the function field in which the transformation functions act is considered as part of the problem. The equation that originally has to be solved determines the base field, i.e. the smallest field containing its coefficients. Any other field occurring later on in the solution procedure is an extension of the base field and is determined explicitly. An equation with symmetries may be solved in closed form algorithmically if it may be transformed into a canonical form corresponding to its symmetry type by a transformation that is Liouvillian over the base field. For each symmetry type a solution algorithm is described, it is illustrated by several examples. Computer algebra software on top of the type system ALLTYPES has been made available in order to make it easier to apply these algorithms to concrete problems.     

Generalized Fuchsian Systems of Differential Equations

In the paper, the notion of generalized Fuchsian systems of differential equations with logarithmic singularities along a divisor D on a complex manifold is discussed. It is proved that such a system is characterized by the property of being regular singular along its singular locus in the classical sense. The proof is based on the main properties of logarithmic differential forms and vector fields; it does not use the traditional technique of resolution of singularities by means of which this problem is usually reduced to the study of divisors with normal crossings. In the case where the system in question has singularities along a free Saito divisor, a purely algebraic method of computing the integrability condition in terms of the commutation relations on its coefficient matrices is described. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 15, Theory of Functions, 2004.     

Fast Algorithms for Nonparametric Curve Estimation

Abstract

Naive implementations of local polynomial fits and kernel estimators require almost O(n ²) operations. In this article two fast O(n) algorithms for nonparametric local polynomial fitting are presented. They are based on updating normal equations. Numerical stability is guaranteed by controlling ill-conditioned situations for small bandwidths and data-tuned restarting of the updating procedure. Restarting at every output point results in a moderately fast but highly stable O(n ^7/5) algorithm. Applicability of algorithms is evaluated for estimation of regression curves and their derivatives. The idea is also applied to kernel estimators of regression curves and densities.     

Generalized Polar Decompositions on Lie Groups with Involutive Automorphisms

The polar decomposition, a well-known algorithm for decomposing real matrices as the product of a positive semidefinite matrix and an orthogonal matrix, is intimately related to involutive automorphisms of Lie groups and the subspace decomposition they induce. Such generalized polar decompositions, depending on the choice of the involutive automorphism σ , always exist near the identity although frequently they can be extended to larger portions of the underlying group. In this paper, first of all we provide an alternative proof to the local existence and uniqueness result of the generalized polar decomposition. What is new in our approach is that we derive differential equations obeyed by the two factors and solve them analytically, thereby providing explicit Lie-algebra recurrence relations for the coefficients of the series expansion. Second, we discuss additional properties of the two factors. In particular, when σ is a Cartan involution, we prove that the subgroup factor obeys similar optimality properties to the orthogonal polar factor in the classical matrix setting both locally and globally, under suitable assumptions on the Lie group G . September 12, 2000. Final version received: April 16, 2001.     

A Globally Convergent Algorithm to Compute All Nash Equilibria for <Emphasis Type="Italic">n</Emphasis>-Person Games

In this paper we present an algorithm to compute all Nash equilibria for generic finite n-person games in normal form. The algorithm relies on decomposing the game by means of support-sets. For each support-set, the set of totally mixed equilibria of the support-restricted game can be characterized by a system of polynomial equations and inequalities. By finding all the solutions to those systems, all equilibria are found. The algorithm belongs to the class of homotopy-methods and can be easily implemented. Finally, several techniques to speed up computations are proposed.     

Involutive characteristic sets of algebraic partial differential equation systems

This paper presents an algorithm to reduce a nonlinear algebraic partial differential equation system into the involutive characteristic set with respect to an involutive prolongation direction, which covers the existing algorithms based on Riquier method, Thomas method, and Pommaret method. It also provides new algorithms for computing involutive characteristic sets due to the existence of new involutive directions. Experiments show that these new algorithms may be used to significantly reduce the computational steps in Wu-Ritt's characteristic set method for algebraic partial differential equations.     

On a class of strongly hyperbolic systems

In this paper we prove a well-posedness result for the Cauchy problem. We study a class of first order hyperbolic differential [2] operators of rank zero on an involutive submanifold ofT ^* R ⁿ⁺¹-{0} and prove that under suitable assumptions on the symmetrizability of the lifting of the principal symbol to a natural blow up of the “singular part” of the characteristic set, the operator is strongly hyperbolic.     

Involutive Distributions,Invariant Manifolds,and Defining Equations

We introduce the notion of an invariant solution relative to an involutive distribution. We give sufficient conditions for existence of such a solution to a system of differential equations. In the case of an evolution system of partial differential equations we describe how to construct auxiliary equations for functions determining differential constraints compatible with the original system. Using this theorem, we introduce linear and quasilinear defining equations which enable us to find some classes of involutive distributions, nonclassical symmetries, and differential constraints. We present examples of reductions and exact solutions to some partial differential equations stemming from applications.     

Construction of systems of differential equations of Okubo normal form with rigid monodromy

For systems of differential equations of the form (xI _n – T )dy /dx = Ay (systems of Okubo normal form), where A is an n × n constant matrix and T is an n × n constant diagonal matrix, two kinds of operations (extension and restriction) are defined. It is shown that every irreducible system of Okubo normal form of semi‐simple type whose monodromy representation is rigid is obtained from a rank 1 system of Okubo normal form by a finite iteration of the operations. Moreover, an algorithm to calculate the generators of monodromy groups for rigid systems of Okubo normal form is given. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Symmetry Analysis of Abel's Equation

A solution algorithm for Abel's equation and some generalizations based on a nontrivial Lie symmetry of a particular kind, i.e., so-called structure-preserving symmetry, is described. For the existence of such a symmetry a criterion in terms of the coefficients of the so-called rational normal form of the given equation is derived. If it is affirmative, solving Abel's equation is reduced to a well-defined integration problem. It is shown that almost all known ad hoc methods for obtaining closed form solutions are consequences of this type of symmetry. Possible extensions of this scheme to more general classes of first-order ordinary differential equations are pointed out.     

Generalized divisors on Gorenstein schemes

We develop a theory of generalized divisors on a Gorenstein scheme whereby any closed subscheme of pure codimension one without embedded points can be regarded as an effective divisor. Most of the usual theory of linear equivalence, associated sheaf, etc., carries over to this more general setting. The definition uses reflexive sheaves, so we first review the theory of reflexive modules. As an application, we give new definitions of liaison and biliaison for subschemes of ⁿ , which simplify the foundations of the theory of liaison. We also compute explicitly the set of generalized divisor classes on some reducible and singular schemes.     

Smith meets Smith: Smith normal form of Smith matrix

In 1861, Henry John Stephen Smith [H.J.S. Smith, On systems of linear indeterminate equations and congruences, Philos. Trans. Royal Soc. London. 151 (1861), pp. 293–326] published famous results concerning solving systems of linear equations. The research on Smith normal form and its applications started and continues. In 1876, Smith [H.J.S. Smith, On the value of a certain arithmetical determinant, Proc. London Math. Soc. 7 (1875/76), pp. 208–212] calculated the determinant of the n?×?n matrix ((i,?j)), having the greatest common divisor (GCD) of i and j as its ij entry. Since that, many results concerning the determinants and related topics of GCD matrices, LCM matrices, meet matrices and join matrices have been published in the literature. In this article these two important research branches developed by Smith, in 1861 and in 1876, meet for the first time. The main purpose of this article is to determine the Smith normal form of the Smith matrix ((i,?j)). We do this: we determine the Smith normal form of GCD matrices defined on factor closed sets.