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Basic Concepts in Constructive Differential Algebra and Their Representation in the diffalg Package

 

Motivation to study differential equations from an algebraic standpoint

Differential rings and fields

Differential polynomial ring

Ranking

Representation of differential ring and rankings in the diffalg package

Radical differential ideals

Differentially triangular sets

Coherence and regular differential systems

Differential characteristic sets and characterizable differential ideals

Characteristic decomposition

Representation of characterizable and radical differential ideals

References

Motivation to study differential equations from an algebraic standpoint

• 

Important: The diffalg package has been deprecated. Use the superseding package DifferentialAlgebra instead.

• 

Consider the differential system consisting of the two equations:

eq1 := diff(U(x),x)^2+U(x)^2*diff(V(x),x)^2+2*U(x)*V(x)+2*U(x)^2 =0;

(1)

eq2 := diff(U(x),x)*diff(V(x),x)-U(x)-V(x) =0;

(2)
  

If a pair  of meromorphic functions is a solution of this system, then  is also a solution of the equations obtained by differentiation, for example,

diff(eq2,x);

(3)
  

and the equations obtained by linear combination, for example,

expand(eq1+2*U(x)*eq2);

(4)
  

Note that this latter equation can also be written as

factor(eq1+2*U(x)*eq2);

(5)
  

Therefore   must be a solution of

op(1,lhs((5))) =0;

(6)
• 

More generally,  consider  a differential system given by equations of the form , where the pi's are polynomials in some unknown functions  of  and their partial derivatives. The pi are called differential polynomials.

  

If the -tuple  forms a meromorphic solution of the system, then  it is also a solution of any equation obtained by:

  

- differentiating ,

  

- taking linear combination of , and therefore,

  

- taking any linear combination of  and their derivatives.

  

The set of all linear combinations of  and their derivatives is the differential ideal generated by .

  

If a differential equation  in the unknown functions  satisfies the condition that some power of   can be written as a linear combination of the , then a solution  of  must also be a solution of .

  

The set of all  such that  a power of  is in the differential ideal generated by  is called the radical differential ideal generated by .

  

Actually, the radical differential ideal generated by  is the biggest set of equations with the same meromorphic solutions as the system .

  

Furthermore, the system  has at least one  meromorphic solution if and only if the radical differential ideal generated by  does not contain an element independent of the unknown functions.

• 

These two last facts are the fundamental results of differential algebra. This theory was initiated around 1930 by Ritt for ordinary differential equations and later developed for partial differential equations by his students.

  

The purpose of constructive differential algebra, and of the package diffalg, is to give good representations of the radical differential ideals generated by finitely many differential polynomials. Doing so we give a good decomposition of the solution set of the associated differential system.

• 

This help page attempts to give an account of the concepts used in the  diffalg package. For more information, refer to the bibliography.

Differential rings and fields

• 

A derivation on a ring is an inner application d that is an additive morphism(1) satisfying Leibniz rule(2).

  

(1)

  

(2)

• 

A differential ring (field) is a commutative ring (field) endowed with a finite set of derivations that commute pairwise.

  

Examples:

  

The field of rational numbers  endowed with the trivial derivation that maps any element to  is a differential field (of constants).

  

The univariate polynomial ring  endowed with the  derivation  that extends the trivial derivation on  and  such that  is a differential ring. For any polynomial  in  , , we have .

  

The set of meromorphic functions in two variables  and  endowed with the usual derivation  and  according to  and  is a differential field.

• 

A derivation operator is the composition of a finite number of derivations. The non-negative number of derivations involved is the order of the derivation operator.

Differential polynomial ring

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Let  be a differential field of constants of characteristic zero. All the elements of  are mapped to  by the derivations.  Let  be the differential field of rational functions in the indeterminates  with coefficients in .  is naturally endowed with derivations  according to these variables ().

  

Given a finite set of differential indeterminates , we construct the ring  of differential polynomials. The derivations of  extend the derivations on  and map the  on their formal derivatives .

  

 is the ring of polynomials in the  indeterminates  with their derivatives up to any order.

  

Take  endowed with the derivation  according to . Consider a single differential indeterminate . A differential polynomial  of  represents  the ordinary differential equation  with the unknown function .

• 

In the diffalg package,  are called derivation variables,  is referred to as the field of constants and  is referred to as the ground field of .

• 

The differential polynomials of  can be denoted by using the Maple diff and Diff functions or the more compact jet notation.

  

 denotes  diff(u(x),x)^2 - 4*u(x) in  

  

 denotes (1/y)*diff(u(x,y),x,x,y) + y + 1 in  

Ranking

• 

A ranking is a total order over the set of the derivatives of the differential indeterminates of  that  satisfies the two axioms:

  

(a)  for any derivative  and each derivation .

  

(b)  implies  for all derivatives , and any derivation .

• 

Rankings are the analogs of term orderings used in Groebner bases algorithms. However, rankings order the derivatives of the differential indeterminates while term orderings order monomials.

• 

An elimination  ranking between the two differential indeterminates  (say ) satisfies  for all derivation operators .

• 

An orderly  ranking on the differential indeterminates  satisfies  for any derivation operators  such that the order of  is greater than the order of .

• 

Given a ranking, we define for every differential polynomial of , the leader, rank, initial, and separant.

  

Axioms (a) and (b) imply that, if  is the leader of  and  is any proper derivation operator, then  is the leader of  and the initial of  is the separant of .

Representation of differential ring and rankings in the diffalg package

• 

A differential polynomial ring indicates the data structure (a Maple table) returned by the function differential_ring.

  

This structure corresponds to a differential polynomial ring (in the mathematical sense) endowed with a ranking and a notation.

• 

In the diffalg package,  is by default the field of rational numbers. Nonetheless,  transcendental and (differential) algebraic extensions of the field of rational numbers can be defined by using the command field_extension.

• 

In the following example, we define the  ring  of differential polynomials  in the differential indeterminates  with coefficients in . The derivations are the derivations according to  and . We set an orderly ranking.

with(diffalg):

R := differential_ring(ranking=[[u,v,w]], derivations=[x,y]);

(7)

{indices(R)};

(8)
  

A concise presentation of the ranking you have defined can be obtained by using the command print_ranking.

print_ranking(R);

In lists, leftmost elements are greater than rightmost ones.
The derivatives of [u, v, w] are ordered by grlexA:
_U [tau] > _V [phi] when
    |tau| > |phi| or
    |tau| = |phi| and _U > _V w.r.t. the list of indeterminates or
    |tau| = |phi| and _U = _V and tau > phi w.r.t. [x, y]

Radical differential ideals

  

In short: let  and  be sets of differential polynomials. The radical differential ideal generated by , denoted , corresponds to the system . The saturation by  of , denoted :, corresponds to the differential system .

• 

We introduce the concepts of a differential ideal and a radical differential ideal to discuss the following differential analog of the Hilbert theorem of zeros.

  

Given a set  of differential polynomials, a differential polynomial  vanishes on all the zeros  of  if and only if  belongs to the radical differential ideal generated by . This establishes a one-to-one correspondence between the zero sets of differential systems and radical differential ideals. Studying and decomposing the zero set of a differential system amounts to studying and decomposing the radical differential ideal it generates. It is the point of view of diffalg.

• 

A differential ideal of a differential ring  is an ideal of  stable under derivations.

  

If  are elements of , the differential ideal  generated by the pi  is the set of all the elements of  that are finite linear combinations (with elements of  for coefficients) of the pi and their derivatives up to any order.

• 

A differential ideal  of  is said to be radical if an element  of  belongs to  whenever one of its positive integral power belongs to .

  

If  are the elements of ,  the  radical differential ideal  generated by the pi is the smallest radical differential ideal containing the pi. It is the set of all the elements of , a power of which belongs to .

• 

Another essential concept in differential algebra is the notion of saturation. Let   and  be  two sets of differential polynomials. The saturation by  of the radical differential ideal generated by  contains all the differential polynomials that vanish for all  the zeros of  that are not zeros of any element of . In simpler terms, this saturation is the sharper differential ideal corresponding  to the system of equations and inequations .

  

Let  be a non empty set of differential polynomials in  and  consisting of the elements  of . The saturation : of  by  is the set of all differential polynomials   of  for which there exists a power product of the hi, called , such that  belongs to .

  

: is a radical differential ideal.

• 

A differential ideal  of  is said to be prime if whenever a product  belongs to , either  or  belongs to .

  

Given a parametrized family of n-tuples  of  meromorphic functions, the set of differential polynomials in  vanishing on this n-tuple forms a prime differential ideal.

  

A radical differential ideal  is a finite intersection of prime differential ideals. This decomposition is unique when minimal.

Differentially triangular sets

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A set of differential polynomials  in  a polynomial differential ring  is said to be differentially triangular with respect to a given ranking if:

  

- no pi belongs to the ground field,

  

- no proper derivative of the leader of pi appears in   , and

  

- the leaders of the pi's are pairwise different.

• 

The command differential_sprem implements  a generalization of the pseudo-division algorithm to compute the reduction of a differential polynomial with respect to a differentially triangular systems of differential polynomials.

Coherence and regular differential systems

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A differentially triangular set  is said to be coherent if all the well-defined delta-polynomials that can be formed with any pair of its elements belong to the (non differential) ideal determined by a limited differential prolongation of . For a more precise definition, see [Kolchin].

  

The sufficient condition that appears commonly is that all these delta-polynomials are reduced (by using differential_sprem) to zero by .

• 

A differential system of equations and inequations , with  and  finite subsets of differential polynomials in , is said to be regular if  is a coherent differentially triangular set,  is partially reduced with respect to , and  contains the separants of the elements of .

• 

A regular differential system   defines the regular differential ideal :.

  

Testing triviality or  membership to a regular differential ideal is a purely algebraic problem.

  

Every regular differential ideal is radical and is an intersection of prime differential ideals that have the same parametric set (arbitrary constants and functions).

Differential characteristic sets and characterizable differential ideals

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A differentially triangular set   is a differential characteristic set if the following equivalence is satisfied.

  

A differential polynomial  belongs : if and only if differential_sprem , where  is the set of the initials and separants of the elements of .

• 

A characteristic set  defines the characterizable differential ideal :,  the set of the initials and separants of the elements of .

  

Characterizable differential ideals are regular differential ideals. They are radical and are the intersection of prime differential ideals that have the same parametric set (arbitrary constants and functions).

• 

The non singular zeros of a differential characteristic set  are the zeros for which no element of  vanishes.

  

The non singular zeros of a characterizable differential ideal can be expanded into formal integral power series up to any order, but convergence is not guaranteed.

• 

A prime differential ideal is a characterizable differential ideal for any ranking. A characterizable differential ideal is prime if its defining characteristic set is irreducible. A sufficient condition for this is that all the differential polynomials in the characteristic set have degree one in their leaders.

Characteristic decomposition

• 

Any radical differential ideal can be decomposed into an intersection of characterizable differential ideals. The characterizable differential ideals entering the decomposition are called (characterizable) components and the representation obtained is called a characteristic decomposition.

  

This representation is not unique and does not need to be minimal.

  

A characteristic decomposition of a radical differential ideal  allows one to test membership to .

• 

The command Rosenfeld_Groebner computes a characteristic decomposition of a radical differential ideal generated by a finite set of differential polynomials. It can also compute the characteristic decomposition of a saturation.

• 

The algorithm proceeds in two fundamental steps. It first computes a decomposition into regular differential ideals. The  algorithm used is described in [Boulier et al. 1997]. The second step consists of computing characteristic decompositions of these regular differential ideals. The algorithm used is described in [Hubert 2000].

• 

When considering the radical differential ideal generated by a unique differential polynomial, one can obtain a minimal characteristic decomposition by using the command essential_components. The algorithm used by essential_components is described in [Hubert 1999].

Representation of characterizable and radical differential ideals

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A characterizable differential ideal is represented by a Maple table, appearing as characterizable, that records the defining  characteristic set, as well as the differential polynomial ring with respect to which it was computed.

• 

A radical differential ideal is representable by a characteristic decomposition, that is  an intersection of characterizable differential ideals. This intersection is represented by a list of characterizable tables.

• 

Characterizable and radical differential ideals are built by the function Rosenfeld_Groebner.

with(diffalg):

R := differential_ring(ranking=[[z,y]], derivations=[x]);

(9)

S := [-y[]+x* y[x]+y[x]^2+z[x], -z[]+x*z[x]+y[x]*z[x]];

(10)

Radical_d_ideal := Rosenfeld_Groebner(S, R);

(11)

Characterizable_d_ideal := Radical_d_ideal[1];

(12)

{indices(Characterizable_d_ideal)};

(13)

Characterizable_d_ideal[Type];

(14)

evalb(Characterizable_d_ideal[Differential_ring] = R);

(15)
  

The other entries of Characterizable_d_ideal are represented in internal notations. The entries Equations  and Inequations can be read by using the commands equations and inequations or rewrite_rules .

• 

If the environment variable _Env_diffalg_char is set to false, Rosenfeld_Groebner represents the radical differential ideals as an intersection of regular differential ideals.

  

Regular differential ideal are tables with an identical structure to characterizable differential ideals. They appear as regular.

References

  

Boulier, F.; Lazard, D.; Ollivier, F.; and Petitot, M. "Representation for the Radical of a Finitely Generated Differential Ideal." In Proceedings of ISSAC '95, pp. 158-166. Edited by A. H. M. Levelt. New York: ACM Press, 1995.

  

Boulier, F.; Lazard, D.; Ollivier, F.; and Petitot, M. "Representation for the Radical of a Finitely Generated Differential Ideal." University of Lille Research Report LIFL IT-306, Department of Computer Science, 1997.

  

Hubert, E. "Essential Components of an Algebraic Differential Equation." Journal of Symbolic Computation, (October/November 1999): 657-680.

  

Hubert, E. "Factorisation Free Decomposition Algorithms in Differential Algebra." Journal of Symbolic Computation, (May 2000): 641-662.

  

Kaplansky, I. An Introduction to Differential Algebra. Paris: Hermann, 1970.

  

Kolchin, E. Differential Algebra and Algebraic Groups. New York: Academic Press, 1973.

  

Ritt, J. F. Differential Algebra. New York: Dover, 1966.

See Also

diffalg(deprecated)

diffalg(deprecated)[belongs_to]

diffalg(deprecated)[delta_polynomial]]

diffalg(deprecated)[differential_ring]

diffalg(deprecated)[differential_sprem]

diffalg(deprecated)[essential_components]

diffalg(deprecated)[field_extension]

diffalg(deprecated)[leader]

diffalg(deprecated)[print_ranking]

diffalg(deprecated)[Rosenfeld_Groebner]

DifferentialAlgebra

 


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