Invariants, Lie-Bäcklund operators and Bäcklund transformations

This thesis is mainly concerned with the application of groups of transformations to differential equations and in particular with the connection between the group structure of a given equation and the existence of exact solutions and conservation laws. In this respect the Lie-Bäcklund groups of tangent transformations, particular cases of which are the Lie tangent and the Lie point groups, are extensively used.

In Chapter I we first review the classical results of Lie, Bäcklund and Bianchi as well as the more recent ones due mainly to Ovsjannikov. We then concentrate on the Lie-Bäcklund groups (or more precisely on the corresponding Lie-Bäcklund operators), as introduced by Ibragimov and Anderson, and prove some lemmas about them which are useful for the following chapters. Finally we introduce the concept of a conditionally admissible operator (as opposed to an admissible one) and show how this can be used to generate exact solutions.

In Chapter II we establish the group nature of all separable solutions and conserved quantities in classical mechanics by analyzing the group structure of the Hamilton-Jacobi equation. It is shown that consideration of only Lie point groups is insufficient. For this purpose a special type of Lie-Bäcklund groups, those equivalent to Lie tangent groups, is used. It is also shown how these generalized groups induce Lie point groups on Hamilton's equations. The generalization of the above results to any first order equation, where the dependent variable does not appear explicitly, is obvious. In the second part of this chapter we investigate admissible operators (or equivalently constants of motion) of the Hamilton-Jacobi equation with polynornial dependence on the momenta. The form of the most general constant of motion linear, quadratic and cubic in the momenta is explicitly found. Emphasis is given to the quadratic case, where the particular case of a fixed (say zero) energy state is also considered; it is shown that in the latter case additional symmetries may appear. Finally, some potentials of physical interest admitting higher symmetries are considered. These include potentials due to two centers and limiting cases thereof. The most general two-center potential admitting a quadratic constant of motion is obtained, as well as the corresponding invariant. Also some new cubic invariants are found.

In Chapter III we first establish the group nature of all separable solutions of any linear, homogeneous equation. We then concentrate on the Schrodinger equation and look for an algorithm which generates a quantum invariant from a classical one. The problem of an isomorphism between functions in classical observables and quantum observables is studied concretely and constructively. For functions at most quadratic in the momenta an isomorphism is possible which agrees with Weyl' s transform and which takes invariants into invariants. It is not possible to extend the isomorphism indefinitely. The requirement that an invariant goes into an invariant may necessitate variants of Weyl' s transform. This is illustrated for the case of cubic invariants. Finally, the case of a specific value of energy is considered; in this case Weyl's transform does not yield an isomorphism even for the quadratic case. However, for this case a correspondence mapping a classical invariant to a quantum orie is explicitly found.

Chapters IV and V are concerned with the general group structure of evolution equations. In Chapter IV we establish a one to one correspondence between admissible Lie-Bäcklund operators of evolution equations (derivable from a variational principle) and conservation laws of these equations. This correspondence takes the form of a simple algorithm.

In Chapter V we first establish the group nature of all Bäcklund transformations (BT) by proving that any solution generated by a BT is invariant under the action of some conditionally admissible operator. We then use an algorithm based on invariance criteria to rederive many known BT and to derive some new ones. Finally, we propose a generalization of BT which, among other advantages, clarifies the connection between the wave-train solution and a BT in the sense that, a BT may be thought of as a variation of parameters of some. special case of the wave-train solution (usually the solitary wave one). Some open problems are indicated.

Most of the material of Chapters II and III is contained in [I], [II], [III] and [IV] and the first part of Chapter V in [V].

Exact solutions and transformation properties of nonlinear partial differential equations from general relativity

Various families of exact solutions to the Einstein and Einstein-Maxwell field equations of General Relativity are treated for situations of sufficient symmetry that only two independent variables arise. The mathematical problem then reduces to consideration of sets of two coupled nonlinear differential equations.

The physical situations in which such equations arise include: a) the external gravitational field of an axisymmetric, uncharged steadily rotating body, b) cylindrical gravitational waves with two degrees of freedom, c) colliding plane gravitational waves, d) the external gravitational and electromagnetic fields of a static, charged axisymmetric body, and e) colliding plane electromagnetic and gravitational waves. Through the introduction of suitable potentials and coordinate transformations, a formalism is presented which treats all these problems simultaneously. These transformations and potentials may be used to generate new solutions to the Einstein-Maxwell equations from solutions to the vacuum Einstein equations, and vice-versa.

The calculus of differential forms is used as a tool for generation of similarity solutions and generalized similarity solutions. It is further used to find the invariance group of the equations; this in turn leads to various finite transformations that give new, physically distinct solutions from old. Some of the above results are then generalized to the case of three independent variables.

Part I. On the breaking of nonlinear dispersive waves. Part II. Variational principles in continuum mechanics

A model equation for water waves has been suggested by Whitham to study, qualitatively at least, the different kinds of breaking. This is an integro-differential equation which combines a typical nonlinear convection term with an integral for the dispersive effects and is of independent mathematical interest. For an approximate kernel of the form e^(-b|x|) it is shown first that solitary waves have a maximum height with sharp crests and secondly that waves which are sufficiently asymmetric break into "bores." The second part applies to a wide class of bounded kernels, but the kernel giving the correct dispersion effects of water waves has a square root singularity and the present argument does not go through. Nevertheless the possibility of the two kinds of breaking in such integro-differential equations is demonstrated.

Difficulties arise in finding variational principles for continuum mechanics problems in the Eulerian (field) description. The reason is found to be that continuum equations in the original field variables lack a mathematical "self-adjointness" property which is necessary for Euler equations. This is a feature of the Eulerian description and occurs in non-dissipative problems which have variational principles for their Lagrangian description. To overcome this difficulty a "potential representation" approach is used which consists of transforming to new (Eulerian) variables whose equations are self-adjoint. The transformations to the velocity potential or stream function in fluids or the scaler and vector potentials in electromagnetism often lead to variational principles in this way. As yet no general procedure is available for finding suitable transformations. Existing variational principles for the inviscid fluid equations in the Eulerian description are reviewed and some ideas on the form of the appropriate transformations and Lagrangians for fluid problems are obtained. These ideas are developed in a series of examples which include finding variational principles for Rossby waves and for the internal waves of a stratified fluid.

A mathematical study of finite-amplitude rock-folding

The problem of the finite-amplitude folding of an isolated, linearly viscous layer under compression and imbedded in a medium of lower viscosity is treated theoretically by using a variational method to derive finite difference equations which are solved on a digital computer. The problem depends on a single physical parameter, the ratio of the fold wavelength, L, to the "dominant wavelength" of the infinitesimal-amplitude treatment, L_d. Therefore, the natural range of physical parameters is covered by the computation of three folds, with L/L_d = 0, 1, and 4.6, up to a maximum dip of 90°.

Significant differences in fold shape are found among the three folds; folds with higher L/L_d have sharper crests. Folds with L/L_d = 0 and L/L_d = 1 become fan folds at high amplitude. A description of the shape in terms of a harmonic analysis of inclination as a function of arc length shows this systematic variation with L/L_d and is relatively insensitive to the initial shape of the layer. This method of shape description is proposed as a convenient way of measuring the shape of natural folds.

The infinitesimal-amplitude treatment does not predict fold-shape development satisfactorily beyond a limb-dip of 5°. A proposed extension of the treatment continues the wavelength-selection mechanism of the infinitesimal treatment up to a limb-dip of 15°; after this stage the wavelength-selection mechanism no longer operates and fold shape is mainly determined by L/L_d and limb-dip.

Strain-rates and finite strains in the medium are calculated f or all stages of the L/L_d = 1 and L/L_d = 4.6 folds. At limb-dips greater than 45° the planes of maximum flattening and maximum flattening rat e show the characteristic orientation and fanning of axial-plane cleavage.

Mathematical study of complex networks : brain, internet, and power grid

The dissertation is concerned with the mathematical study of various network problems. First, three real-world networks are considered: (i) the human brain network (ii) communication networks, (iii) electric power networks. Although these networks perform very different tasks, they share similar mathematical foundations. The high-level goal is to analyze and/or synthesis each of these systems from a “control and optimization” point of view. After studying these three real-world networks, two abstract network problems are also explored, which are motivated by power systems. The first one is “flow optimization over a flow network” and the second one is “nonlinear optimization over a generalized weighted graph”. The results derived in this dissertation are summarized below.

Brain Networks: Neuroimaging data reveals the coordinated activity of spatially distinct brain regions, which may be represented mathematically as a network of nodes (brain regions) and links (interdependencies). To obtain the brain connectivity network, the graphs associated with the correlation matrix and the inverse covariance matrix—describing marginal and conditional dependencies between brain regions—have been proposed in the literature. A question arises as to whether any of these graphs provides useful information about the brain connectivity. Due to the electrical properties of the brain, this problem will be investigated in the context of electrical circuits. First, we consider an electric circuit model and show that the inverse covariance matrix of the node voltages reveals the topology of the circuit. Second, we study the problem of finding the topology of the circuit based on only measurement. In this case, by assuming that the circuit is hidden inside a black box and only the nodal signals are available for measurement, the aim is to find the topology of the circuit when a limited number of samples are available. For this purpose, we deploy the graphical lasso technique to estimate a sparse inverse covariance matrix. It is shown that the graphical lasso may find most of the circuit topology if the exact covariance matrix is well-conditioned. However, it may fail to work well when this matrix is ill-conditioned. To deal with ill-conditioned matrices, we propose a small modification to the graphical lasso algorithm and demonstrate its performance. Finally, the technique developed in this work will be applied to the resting-state fMRI data of a number of healthy subjects.

Communication Networks: Congestion control techniques aim to adjust the transmission rates of competing users in the Internet in such a way that the network resources are shared efficiently. Despite the progress in the analysis and synthesis of the Internet congestion control, almost all existing fluid models of congestion control assume that every link in the path of a flow observes the original source rate. To address this issue, a more accurate model is derived in this work for the behavior of the network under an arbitrary congestion controller, which takes into account of the effect of buffering (queueing) on data flows. Using this model, it is proved that the well-known Internet congestion control algorithms may no longer be stable for the common pricing schemes, unless a sufficient condition is satisfied. It is also shown that these algorithms are guaranteed to be stable if a new pricing mechanism is used.

Electrical Power Networks: Optimal power flow (OPF) has been one of the most studied problems for power systems since its introduction by Carpentier in 1962. This problem is concerned with finding an optimal operating point of a power network minimizing the total power generation cost subject to network and physical constraints. It is well known that OPF is computationally hard to solve due to the nonlinear interrelation among the optimization variables. The objective is to identify a large class of networks over which every OPF problem can be solved in polynomial time. To this end, a convex relaxation is proposed, which solves the OPF problem exactly for every radial network and every meshed network with a sufficient number of phase shifters, provided power over-delivery is allowed. The concept of “power over-delivery” is equivalent to relaxing the power balance equations to inequality constraints.

Flow Networks: In this part of the dissertation, the minimum-cost flow problem over an arbitrary flow network is considered. In this problem, each node is associated with some possibly unknown injection, each line has two unknown flows at its ends related to each other via a nonlinear function, and all injections and flows need to satisfy certain box constraints. This problem, named generalized network flow (GNF), is highly non-convex due to its nonlinear equality constraints. Under the assumption of monotonicity and convexity of the flow and cost functions, a convex relaxation is proposed, which always finds the optimal injections. A primary application of this work is in the OPF problem. The results of this work on GNF prove that the relaxation on power balance equations (i.e., load over-delivery) is not needed in practice under a very mild angle assumption.

Generalized Weighted Graphs: Motivated by power optimizations, this part aims to find a global optimization technique for a nonlinear optimization defined over a generalized weighted graph. Every edge of this type of graph is associated with a weight set corresponding to the known parameters of the optimization (e.g., the coefficients). The motivation behind this problem is to investigate how the (hidden) structure of a given real/complex valued optimization makes the problem easy to solve, and indeed the generalized weighted graph is introduced to capture the structure of an optimization. Various sufficient conditions are derived, which relate the polynomial-time solvability of different classes of optimization problems to weak properties of the generalized weighted graph such as its topology and the sign definiteness of its weight sets. As an application, it is proved that a broad class of real and complex optimizations over power networks are polynomial-time solvable due to the passivity of transmission lines and transformers.

Generalizations and extensions of the Fokker-Planck-Kolmogorov equations

The problem of determining probability density functions of general transformations of random processes is considered in this thesis. A method of solution is developed in which partial differential equations satisfied by the unknown density function are derived. These partial differential equations are interpreted as generalized forms of the classical Fokker-Planck-Kolmogorov equations and are shown to imply the classical equations for certain classes of Markov processes. Extensions of the generalized equations which overcome degeneracy occurring in the steady-state case are also obtained.

The equations of Darling and Siegert are derived as special cases of the generalized equations thereby providing unity to two previously existing theories. A technique for treating non-Markov processes by studying closely related Markov processes is proposed and is seen to yield the Darling and Siegert equations directly from the classical Fokker-Planck-Kolmogorov equations.

As illustrations of their applicability, the generalized Fokker-Planck-Kolmogorov equations are presented for certain joint probability density functions associated with the linear filter. These equations are solved for the density of the output of an arbitrary linear filter excited by Markov Gaussian noise and for the density of the output of an RC filter excited by the Poisson square wave. This latter density is also found by using the extensions of the generalized equations mentioned above. Finally, some new approaches for finding the output probability density function of an RC filter-limiter-RC filter system driven by white Gaussian noise are included. The results in this case exhibit the data required for complete solution and clearly illustrate some of the mathematical difficulties inherent to the use of the generalized equations.

Palladium-Catalyzed Decarboxylative and Decarbonylative Transformations in the Synthesis of Fine and Commodity Chemicals

Decarboxylation and decarbonylation are important reactions in synthetic organic chemistry, transforming readily available carboxylic acids and their derivatives into various products through loss of carbon dioxide or carbon monoxide. In the past few decades, palladium-catalyzed decarboxylative and decarbonylative reactions experienced tremendous growth due to the excellent catalytic activity of palladium. Development of new reactions in this category for fine and commodity chemical synthesis continues to draw attention from the chemistry community.

The Stoltz laboratory has established a palladium-catalyzed enantioselective decarboxylative allylic alkylation of β-keto esters for the synthesis of α-quaternary ketones since 2005. Recently, we extended this chemistry to lactams due to the ubiquity and importance of nitrogen-containing heterocycles. A wide variety of α-quaternary and tetrasubstituted α-tertiary lactams were obtained in excellent yields and exceptional enantioselectivities using our palladium-catalyzed decarboxylative allylic alkylation chemistry. Enantioenriched α-quaternary carbonyl compounds are versatile building blocks that can be further elaborated to intercept synthetic intermediates en route to many classical natural products. Thus our chemistry enables catalytic asymmetric formal synthesis of these complex molecules.

In addition to fine chemicals, we became interested in commodity chemical synthesis using renewable feedstocks. In collaboration with the Grubbs group, we developed a palladium-catalyzed decarbonylative dehydration reaction that converts abundant and inexpensive fatty acids into value-added linear alpha olefins. The chemistry proceeds under relatively mild conditions, requires very low catalyst loading, tolerates a variety of functional groups, and is easily performed on a large scale. An additional advantage of this chemistry is that it provides access to expensive odd-numbered alpha olefins.

Finally, combining features of both projects, we applied a small-scale decarbonylative dehydration reaction to the synthesis of α-vinyl carbonyl compounds. Direct α-vinylation is challenging, and asymmetric vinylations are rare. Taking advantage of our decarbonylative dehydration chemistry, we were able to transform enantioenriched δ-oxocarboxylic acids into quaternary α-vinyl carbonyl compounds in good yields with complete retention of stereochemistry. Our explorations culminated in the catalytic enantioselective total synthesis of (–)-aspewentin B, a terpenoid natural product featuring a quaternary α-vinyl ketone. Both decarboxylative and decarbonylative chemistries found application in the late stage of the total synthesis.

Some generalizations of commutativity for linear transformations on a finite dimensional vector space

Let L be the algebra of all linear transformations on an n-dimensional vector space V over a field F and let A, B, ƐL. Let A_i+1 = A_iB - BA_i, i = 0, 1, 2,…, with A = A_o. Let f_k (A, B; σ) = A_2K+1 - ^σ1^A2K-1 ^{+ σ}2^A2K-3 -… +(-1)^Kσ_KA₁ where σ = (σ₁, σ₂,…, σ_K), σ_i belong to F and K = k(k-1)/2. Taussky and Wielandt [Proc. Amer. Math. Soc., 13(1962), 732-735] showed that f_n(A, B; σ) = 0 if σ_i is the i^th elementary symmetric function of (β₄- β_s)², 1 ≤ r ˂ s ≤ n, i = 1, 2, …, N, with N = n(n-1)/2, where β₄ are the characteristic roots of B. In this thesis we discuss relations involving f_k(X, Y; σ) where X, Y Ɛ L and 1 ≤ k ˂ n. We show: 1. If F is infinite and if for each X Ɛ L there exists σ so that f_k(A, X; σ) = 0 where 1 ≤ k ˂ n, then A is a scalar transformation. 2. If F is algebraically closed, a necessary and sufficient condition that there exists a basis of V with respect to which the matrices of A and B are both in block upper triangular form, where the blocks on the diagonals are either one- or two-dimensional, is that certain products X₁, X₂…X_r belong to the radical of the algebra generated by A and B over F, where X_i has the form f₂(A, P(A,B); σ), for all polynomials P(x, y). We partially generalize this to the case where the blocks have dimensions ≤ k. 3. If A and B generate L, if the characteristic of F does not divide n and if there exists σ so that f_k(A, B; σ) = 0, for some k with 1 ≤ k ˂ n, then the characteristic roots of B belong to the splitting field of g_k(w; σ) = w^2K+1 - σ₁w^2K-1 + σ₂w^2K-3 - …. +(-1)^K σ_Kw over F. We use this result to prove a theorem involving a generalized form of property L [cf. Motzkin and Taussky, Trans. Amer. Math. Soc., 73(1952), 108-114]. 4. Also we give mild generalizations of results of McCoy [Amer. Math. Soc. Bull., 42(1936), 592-600] and Drazin [Proc. London Math. Soc., 1(1951), 222-231].

A mathematical and experimental investigation of microcycle spectral estimates of semiconductor flicker noise

The experimental portion of this thesis tries to estimate the density of the power spectrum of very low frequency semiconductor noise, from 10^-6.3 cps to 1. cps with a greater accuracy than that achieved in previous similar attempts: it is concluded that the spectrum is 1/f^α with α approximately 1.3 over most of the frequency range, but appearing to have a value of about 1 in the lowest decade. The noise sources are, among others, the first stage circuits of a grounded input silicon epitaxial operational amplifier. This thesis also investigates a peculiar form of stationarity which seems to distinguish flicker noise from other semiconductor noise.

In order to decrease by an order of magnitude the pernicious effects of temperature drifts, semiconductor "aging", and possible mechanical failures associated with prolonged periods of data taking, 10 independent noise sources were time-multiplexed and their spectral estimates were subsequently averaged. If the sources have similar spectra, it is demonstrated that this reduces the necessary data-taking time by a factor of 10 for a given accuracy.

In view of the measured high temperature sensitivity of the noise sources, it was necessary to combine the passive attenuation of a special-material container with active control. The noise sources were placed in a copper-epoxy container of high heat capacity and medium heat conductivity, and that container was immersed in a temperature controlled circulating ethylene-glycol bath.

Other spectra of interest, estimated from data taken concurrently with the semiconductor noise data were the spectra of the bath's controlled temperature, the semiconductor surface temperature, and the power supply voltage amplitude fluctuations. A brief description of the equipment constructed to obtain the aforementioned data is included.

The analytical portion of this work is concerned with the following questions: what is the best final spectral density estimate given 10 statistically independent ones of varying quality and magnitude? How can the Blackman and Tukey algorithm which is used for spectral estimation in this work be improved upon? How can non-equidistant sampling reduce data processing cost? Should one try to remove common trands shared by supposedly statistically independent noise sources and, if so, what are the mathematical difficulties involved? What is a physically plausible mathematical model that can account for flicker noise and what are the mathematical implications on its statistical properties? Finally, the variance of the spectral estimate obtained through the Blackman/Tukey algorithm is analyzed in greater detail; the variance is shown to diverge for α ≥ 1 in an assumed power spectrum of k/|f|^α, unless the assumed spectrum is "truncated".