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].

Topics in randomized numerical linear algebra

This thesis studies three classes of randomized numerical linear algebra algorithms, namely: (i) randomized matrix sparsification algorithms, (ii) low-rank approximation algorithms that use randomized unitary transformations, and (iii) low-rank approximation algorithms for positive-semidefinite (PSD) matrices.

Randomized matrix sparsification algorithms set randomly chosen entries of the input matrix to zero. When the approximant is substituted for the original matrix in computations, its sparsity allows one to employ faster sparsity-exploiting algorithms. This thesis contributes bounds on the approximation error of nonuniform randomized sparsification schemes, measured in the spectral norm and two NP-hard norms that are of interest in computational graph theory and subset selection applications.

Low-rank approximations based on randomized unitary transformations have several desirable properties: they have low communication costs, are amenable to parallel implementation, and exploit the existence of fast transform algorithms. This thesis investigates the tradeoff between the accuracy and cost of generating such approximations. State-of-the-art spectral and Frobenius-norm error bounds are provided.

The last class of algorithms considered are SPSD "sketching" algorithms. Such sketches can be computed faster than approximations based on projecting onto mixtures of the columns of the matrix. The performance of several such sketching schemes is empirically evaluated using a suite of canonical matrices drawn from machine learning and data analysis applications, and a framework is developed for establishing theoretical error bounds.

In addition to studying these algorithms, this thesis extends the Matrix Laplace Transform framework to derive Chernoff and Bernstein inequalities that apply to all the eigenvalues of certain classes of random matrices. These inequalities are used to investigate the behavior of the singular values of a matrix under random sampling, and to derive convergence rates for each individual eigenvalue of a sample covariance matrix.

A multiple scattering problem

The present work deals with the problem of the interaction of the electromagnetic radiation with a statistical distribution of nonmagnetic dielectric particles immersed in an infinite homogeneous isotropic, non-magnetic medium. The wavelength of the incident radiation can be less, equal or greater than the linear dimension of a particle. The distance between any two particles is several wavelengths. A single particle in the absence of the others is assumed to scatter like a Rayleigh-Gans particle, i.e. interaction between the volume elements (self-interaction) is neglected. The interaction of the particles is taken into account (multiple scattering) and conditions are set up for the case of a lossless medium which guarantee that the multiple scattering contribution is more important than the self-interaction one. These conditions relate the wavelength λ and the linear dimensions of a particle a and of the region occupied by the particles D. It is found that for constant λ/a, D is proportional to λ and that |Δχ|, where Δχ is the difference in the dielectric susceptibilities between particle and medium, has to lie within a certain range.

The total scattering field is obtained as a series the several terms of which represent the corresponding multiple scattering orders. The first term is a single scattering term. The ensemble average of the total scattering intensity is then obtained as a series which does not involve terms due to products between terms of different orders. Thus the waves corresponding to different orders are independent and their Stokes parameters add.

The second and third order intensity terms are explicitly computed. The method used suggests a general approach for computing any order. It is found that in general the first order scattering intensity pattern (or phase function) peaks in the forward direction Θ = 0. The second order tends to smooth out the pattern giving a maximum in the Θ = π/2 direction and minima in the Θ = 0 , Θ = π directions. This ceases to be true if ka (where k = 2π/λ) becomes large (> 20). For large ka the forward direction is further enhanced. Similar features are expected from the higher orders even though the critical value of ka may increase with the order.

The first order polarization of the scattered wave is determined. The ensemble average of the Stokes parameters of the scattered wave is explicitly computed for the second order. A similar method can be applied for any order. It is found that the polarization of the scattered wave depends on the polarization of the incident wave. If the latter is elliptically polarized then the first order scattered wave is elliptically polarized, but in the Θ = π/2 direction is linearly polarized. If the incident wave is circularly polarized the first order scattered wave is elliptically polarized except for the directions Θ = π/2 (linearly polarized) and Θ = 0, π (circularly polarized). The handedness of the Θ = 0 wave is the same as that of the incident whereas the handedness of the Θ = π wave is opposite. If the incident wave is linearly polarized the first order scattered wave is also linearly polarized. The second order makes the total scattered wave to be elliptically polarized for any Θ no matter what the incident wave is. However, the handedness of the total scattered wave is not altered by the second order. Higher orders have similar effects as the second order.

If the medium is lossy the general approach employed for the lossless case is still valid. Only the algebra increases in complexity. It is found that the results of the lossless case are insensitive in the first order of k_imD where k_im = imaginary part of the wave vector k and D a linear characteristic dimension of the region occupied by the particles. Thus moderately extended regions and small losses make (k_imD)² ≪ 1 and the lossy character of the medium does not alter the results of the lossless case. In general the presence of the losses tends to reduce the forward scattering.

The Riesz space structure of an Abelian W*-algebra

Let M be an Abelian W*-algebra of operators on a Hilbert space H. Let M₀ be the set of all linear, closed, densely defined transformations in H which commute with every unitary operator in the commutant M’ of M. A well known result of R. Pallu de Barriere states that if ɸ is a normal positive linear functional on M, then ɸ is of the form T → (Tx, x) for some x in H, where T is in M. An elementary proof of this result is given, using only those properties which are consequences of the fact that ReM is a Dedekind complete Riesz space with plenty of normal integrals. The techniques used lead to a natural construction of the class M₀, and an elementary proof is given of the fact that a positive self-adjoint transformation in M₀ has a unique positive square root in M₀. It is then shown that when the algebraic operations are suitably defined, then M₀ becomes a commutative algebra. If ReM₀ denotes the set of all self-adjoint elements of M₀, then it is proved that ReM₀ is Dedekind complete, universally complete Riesz spaces which contains ReM as an order dense ideal. A generalization of the result of R. Pallu de la Barriere is obtained for the Riesz space ReM₀ which characterizes the normal integrals on the order dense ideals of ReM₀. It is then shown that ReM₀ may be identified with the extended order dual of ReM, and that ReM₀ is perfect in the extended sense.

Some secondary questions related to the Riesz space ReM are also studied. In particular it is shown that ReM is a perfect Riesz space, and that every integral is normal under the assumption that every decomposition of the identity operator has non-measurable cardinal. The presence of atoms in ReM is examined briefly, and it is shown that ReM is finite dimensional if and only if every order bounded linear functional on ReM is a normal integral.