Unfolded singularities of analytic differential equations

La thèse est composée d’un chapitre de préliminaires et de deux articles sur le sujet du déploiement de singularités d’équations différentielles ordinaires analytiques dans le plan complexe. L’article Analytic classification of families of linear differential systems unfolding a resonant irregular singularity traite le problème de l’équivalence analytique de familles paramétriques de systèmes linéaires en dimension 2 qui déploient une singularité résonante générique de rang de Poincaré 1 dont la matrice principale est composée d’un seul bloc de Jordan. La question: quand deux telles familles sontelles équivalentes au moyen d’un changement analytique de coordonnées au voisinage d’une singularité? est complètement résolue et l’espace des modules des classes d’équivalence analytiques est décrit en termes d’un ensemble d’invariants formels et d’un invariant analytique, obtenu à partir de la trace de la monodromie. Des déploiements universels sont donnés pour toutes ces singularités. Dans l’article Confluence of singularities of non-linear differential equations via Borel–Laplace transformations on cherche des solutions bornées de systèmes paramétriques des équations non-linéaires de la variété centre de dimension 1 d’une singularité col-noeud déployée dans une famille de champs vectoriels complexes. En général, un système d’ÉDO analytiques avec une singularité double possède une unique solution formelle divergente au voisinage de la singularité, à laquelle on peut associer des vraies solutions sur certains secteurs dans le plan complexe en utilisant les transformations de Borel–Laplace. L’article montre comment généraliser cette méthode et déployer les solutions sectorielles. On construit des solutions de systèmes paramétriques, avec deux singularités régulières déployant une singularité irrégulière double, qui sont bornées sur des domaines «spirals» attachés aux deux points singuliers, et qui, à la limite, convergent vers une paire de solutions sectorielles couvrant un voisinage de la singularité confluente. La méthode apporte une description unifiée pour toutes les valeurs du paramètre.

Modélisation du carnet d'ordres limites et prévision de séries temporelles

Le contenu de cette thèse est divisé de la façon suivante. Après un premier chapitre d’introduction, le Chapitre 2 est consacré à introduire aussi simplement que possible certaines des théories qui seront utilisées dans les deux premiers articles. Dans un premier temps, nous discuterons des points importants pour la construction de l’intégrale stochastique par rapport aux semimartingales avec paramètre spatial. Ensuite, nous décrirons les principaux résultats de la théorie de l’évaluation en monde neutre au risque et, finalement, nous donnerons une brève description d’une méthode d’optimisation connue sous le nom de dualité. Les Chapitres 3 et 4 traitent de la modélisation de l’illiquidité et font l’objet de deux articles. Le premier propose un modèle en temps continu pour la structure et le comportement du carnet d’ordres limites. Le comportement du portefeuille d’un investisseur utilisant des ordres de marché est déduit et des conditions permettant d’éliminer les possibilités d’arbitrages sont données. Grâce à la formule d’Itô généralisée il est aussi possible d’écrire la valeur du portefeuille comme une équation différentielle stochastique. Un exemple complet de modèle de marché est présenté de même qu’une méthode de calibrage. Dans le deuxième article, écrit en collaboration avec Bruno Rémillard, nous proposons un modèle similaire mais cette fois-ci en temps discret. La question de tarification des produits dérivés est étudiée et des solutions pour le prix des options européennes de vente et d’achat sont données sous forme explicite. Des conditions spécifiques à ce modèle qui permettent d’éliminer l’arbitrage sont aussi données. Grâce à la méthode duale, nous montrons qu’il est aussi possible d’écrire le prix des options européennes comme un problème d’optimisation d’une espérance sur en ensemble de mesures de probabilité. Le Chapitre 5 contient le troisième article de la thèse et porte sur un sujet différent. Dans cet article, aussi écrit en collaboration avec Bruno Rémillard, nous proposons une méthode de prévision des séries temporelles basée sur les copules multivariées. Afin de mieux comprendre le gain en performance que donne cette méthode, nous étudions à l’aide d’expériences numériques l’effet de la force et la structure de dépendance sur les prévisions. Puisque les copules permettent d’isoler la structure de dépendance et les distributions marginales, nous étudions l’impact de différentes distributions marginales sur la performance des prévisions. Finalement, nous étudions aussi l’effet des erreurs d’estimation sur la performance des prévisions. Dans tous les cas, nous comparons la performance des prévisions en utilisant des prévisions provenant d’une série bivariée et d’une série univariée, ce qui permet d’illustrer l’avantage de cette méthode. Dans un intérêt plus pratique, nous présentons une application complète sur des données financières.

Invariant discretizations of partial differential equations

Un algorithme permettant de discrétiser les équations aux dérivées partielles (EDP) tout en préservant leurs symétries de Lie est élaboré. Ceci est rendu possible grâce à l'utilisation de dérivées partielles discrètes se transformant comme les dérivées partielles continues sous l'action de groupes de Lie locaux. Dans les applications, beaucoup d'EDP sont invariantes sous l'action de transformations ponctuelles de Lie de dimension infinie qui font partie de ce que l'on désigne comme des pseudo-groupes de Lie. Afin d'étendre la méthode de discrétisation préservant les symétries à ces équations, une discrétisation des pseudo-groupes est proposée. Cette discrétisation a pour effet de transformer les symétries ponctuelles en symétries généralisées dans l'espace discret. Des schémas invariants sont ensuite créés pour un certain nombre d'EDP. Dans tous les cas, des tests numériques montrent que les schémas invariants approximent mieux leur équivalent continu que les différences finies standard.

Topological Invariants in Hydrodynamics and Hydromagnetics

In this thesis we are studying possible invariants in hydrodynamics and hydromagnetics. The concept of flux preservation and line preservation of vector fields, especially vorticity vector fields, have been studied from the very beginning of the study of fluid mechanics by Helmholtz and others. In ideal magnetohydrodynamic flows the magnetic fields satisfy the same conservation laws as that of vorticity field in ideal hydrodynamic flows. Apart from these there are many other fields also in ideal hydrodynamic and magnetohydrodynamic flows which preserves flux across a surface or whose vector lines are preserved. A general study using this analogy had not been made for a long time. Moreover there are other physical quantities which are also invariant under the flow, such as Ertel invariant. Using the calculus of differential forms Tur and Yanovsky classified the possible invariants in hydrodynamics. This mathematical abstraction of physical quantities to topological objects is needed for an elegant and complete analysis of invariants.Many authors used a four dimensional space-time manifold for analysing fluid flows. We have also used such a space-time manifold in obtaining invariants in the usual three dimensional flows.In chapter one we have discussed the invariants related to vorticity field using vorticity field two form w2 in E4. Corresponding to the invariance of four form w2 ^ w2 we have got the invariance of the quantity E. w. We have shown that in an isentropic flow this quantity is an invariant over an arbitrary volume.In chapter three we have extended this method to any divergence-free frozen-in field. In a four dimensional space-time manifold we have defined a closed differential two form and its potential one from corresponding to such a frozen-in field. Using this potential one form w1 , it is possible to define the forms dw1 , w1 ^ dw1 and dw1 ^ dw1 . Corresponding to the invariance of the four form we have got an additional invariant in the usual hydrodynamic flows, which can not be obtained by considering three dimensional space.In chapter four we have classified the possible integral invariants associated with the physical quantities which can be expressed using one form or two form in a three dimensional flow. After deriving some general results which hold for an arbitrary dimensional manifold we have illustrated them in the context of flows in three dimensional Euclidean space JR3. If the Lie derivative of a differential p-form w is not vanishing,then the surface integral of w over all p-surfaces need not be constant of flow. Even then there exist some special p-surfaces over which the integral is a constant of motion, if the Lie derivative of w satisfies certain conditions. Such surfaces can be utilised for investigating the qualitative properties of a flow in the absence of invariance over all p-surfaces. We have also discussed the conditions for line preservation and surface preservation of vector fields. We see that the surface preservation need not imply the line preservation. We have given some examples which illustrate the above results. The study given in this thesis is a continuation of that started by Vedan et.el. As mentioned earlier, they have used a four dimensional space-time manifold to obtain invariants of flow from variational formulation and application of Noether's theorem. This was from the point of view of hydrodynamic stability studies using Arnold's method. The use of a four dimensional manifold has great significance in the study of knots and links. In the context of hydrodynamics, helicity is a measure of knottedness of vortex lines. We are interested in the use of differential forms in E4 in the study of vortex knots and links. The knowledge of surface invariants given in chapter 4 may also be utilised for the analysis of vortex and magnetic reconnections.

Theory of differential inequalities with appliciations to singular perturbiation problems and method of lines

During recent years, the theory of differential inequalities has been extensively used to discuss singular perturbation problems and method of lines to partial differential equations. The present thesis deals with some differential inequality theorems and their applications to singularly perturbed initial value problems, boundary value problems for ordinary differential equations in Banach space and initial boundary value problems for parabolic differential equations. The method of lines to parabolic and elliptic differential equations are also dealt The thesis is organised into nine chapters

Quadratic Predictor based Differential Encoding and Decoding of Speech Signals

Modeling nonlinear systems using Volterra series is a century old method but practical realizations were hampered by inadequate hardware to handle the increased computational complexity stemming from its use. But interest is renewed recently, in designing and implementing filters which can model much of the polynomial nonlinearities inherent in practical systems. The key advantage in resorting to Volterra power series for this purpose is that nonlinear filters so designed can be made to work in parallel with the existing LTI systems, yielding improved performance. This paper describes the inclusion of a quadratic predictor (with nonlinearity order 2) with a linear predictor in an analog source coding system. Analog coding schemes generally ignore the source generation mechanisms but focuses on high fidelity reconstruction at the receiver. The widely used method of differential pnlse code modulation (DPCM) for speech transmission uses a linear predictor to estimate the next possible value of the input speech signal. But this linear system do not account for the inherent nonlinearities in speech signals arising out of multiple reflections in the vocal tract. So a quadratic predictor is designed and implemented in parallel with the linear predictor to yield improved mean square error performance. The augmented speech coder is tested on speech signals transmitted over an additive white gaussian noise (AWGN) channel.

Differential induction, isolation, physicochemical and molecular characterization of temperate phages of environmental Vibrio cholerae as evidence of phage mediated Horizontal Gene Transfer

The resurgence of the enteric pathogen Vibrio cholerae, the causative organism of epidemic cholera, remains a major health problem in many developing countries like India. The southern Indian state of Kerala is endemic to cholera. The outbreaks of cholera follow a seasonal pattern in regions of endemicity. Marine aquaculture settings and mangrove environments of Kerala serve as reservoirs for V. cholerae. The non-O1/non-O139 environmental isolates of V. cholerae with incomplete ‘virulence casette’ are to be dealt with caution as they constitute a major reservoir of diverse virulence genes in the marine environment and play a crucial role in pathogenicity and horizontal gene transfer. The genes coding cholera toxin are borne on, and can be infectiously transmitted by CTXΦ, a filamentous lysogenic vibriophages. Temperate phages can provide crucial virulence and fitness factors affecting cell metabolism, bacterial adhesion, colonization, immunity, antibiotic resistance and serum resistance. The present study was an attempt to screen the marine environments like aquafarms and mangroves of coastal areas of Alappuzha and Cochin, Kerala for the presence of lysogenic V. cholerae, to study their pathogenicity and also gene transfer potential. Phenotypic and molecular methods were used for identification of isolates as V. cholerae. The thirty one isolates which were Gram negative, oxidase positive, fermentative, with or without gas production on MOF media and which showed yellow coloured colonies on TCBS (Thiosulfate Citrate Bile salt Sucrose) agar were segregated as vibrios. Twenty two environmental V. cholerae strains of both O1 and non- O1/non-O139 serogroups on induction with mitomycin C showed the presence of lysogenic phages. They produced characteristic turbid plaques in double agar overlay assay using the indicator strain V. cholerae El Tor MAK 757. PCR based molecular typing with primers targeting specific conserved sequences in the bacterial genome, demonstrated genetic diversity among these lysogen containing non-O1 V. cholerae . Polymerase chain reaction was also employed as a rapid screening method to verify the presence of 9 virulence genes namely, ctxA, ctxB, ace, hlyA, toxR, zot,tcpA, ninT and nanH, using gene specific primers. The presence of tcpA gene in ALPVC3 was alarming, as it indicates the possibility of an epidemic by accepting the cholera. Differential induction studies used ΦALPVC3, ΦALPVC11, ΦALPVC12 and ΦEKM14, underlining the possibility of prophage induction in natural ecosystems, due to abiotic factors like antibiotics, pollutants, temperature and UV. The efficiency of induction of prophages varied considerably in response to the different induction agents. The growth curve of lysogenic V. cholerae used in the study drastically varied in the presence of strong prophage inducers like antibiotics and UV. Bacterial cell lysis was directly proportional to increase in phage number due to induction. Morphological characterization of vibriophages by Transmission Electron Microscopy revealed hexagonal heads for all the four phages. Vibriophage ΦALPVC3 exhibited isometric and contractile tails characteristic of family Myoviridae, while phages ΦALPVC11 and ΦALPVC12 demonstrated the typical hexagonal head and non-contractile tail of family Siphoviridae. ΦEKM14, the podophage was distinguished by short non-contractile tail and icosahedral head. This work demonstrated that environmental parameters can influence the viability and cell adsorption rates of V. cholerae phages. Adsorption studies showed 100% adsorption of ΦALPVC3 ΦALPVC11, ΦALPVC12 and ΦEKM14 after 25, 30, 40 and 35 minutes respectively. Exposure to high temperatures ranging from 50ºC to 100ºC drastically reduced phage viability. The optimum concentration of NaCl required for survival of vibriophages except ΦEKM14 was 0.5 M and that for ΦEKM14 was 1M NaCl. Survival of phage particles was maximum at pH 7-8. V. cholerae is assumed to have existed long before their human host and so the pathogenic clones may have evolved from aquatic forms which later colonized the human intestine by progressive acquisition of genes. This is supported by the fact that the vast majority of V. cholerae strains are still part of the natural aquatic environment. CTXΦ has played a critical role in the evolution of the pathogenicity of V. cholerae as it can transmit the ctxAB gene. The unusual transformation of V. cholerae strains associated with epidemics and the emergence of V. cholera O139 demonstrates the evolutionary success of the organism in attaining greater fitness. Genetic changes in pathogenic V. cholerae constitute a natural process for developing immunity within an endemically infected population. The alternative hosts and lysogenic environmental V. cholerae strains may potentially act as cofactors in promoting cholera phage ‘‘blooms’’ within aquatic environments, thereby influencing transmission of phage sensitive, pathogenic V. cholerae strains by aquatic vehicles. Differential induction of the phages is a clear indication of the impact of environmental pollution and global changes on phage induction. The development of molecular biology techniques offered an accessible gateway for investigating the molecular events leading to genetic diversity in the marine environment. Using nucleic acids as targets, the methods of fingerprinting like ERIC PCR and BOX PCR, revealed that the marine environment harbours potentially pathogenic group of bacteria with genetic diversity. The distribution of virulence associated genes in the environmental isolates of V. cholerae provides tangible material for further investigation. Nucleotide and protein sequence analysis alongwith protein structure prediction aids in better understanding of the variation inalleles of same gene in different ecological niche and its impact on the protein structure for attaining greater fitness of pathogens. The evidences of the co-evolution of virulence genes in toxigenic V. cholerae O1 from different lineages of environmental non-O1 strains is alarming. Transduction studies would indicate that the phenomenon of acquisition of these virulence genes by lateral gene transfer, although rare, is not quite uncommon amongst non-O1/non-O139 V. cholerae and it has a key role in diversification. All these considerations justify the need for an integrated approach towards the development of an effective surveillance system to monitor evolution of V. cholerae strains with epidemic potential. Results presented in this study, if considered together with the mechanism proposed as above, would strongly suggest that the bacteriophage also intervenes as a variable in shaping the cholera bacterium, which cannot be ignored and hinting at imminent future epidemics.

A generic polynomial solution for the differential equation of hypergeometric type and six sequences of orthogonal polynomials related to it

In this work, we present a generic formula for the polynomial solution families of the well-known differential equation of hypergeometric type s(x)y"n(x) + t(x)y'n(x) - lnyn(x) = 0 and show that all the three classical orthogonal polynomial families as well as three finite orthogonal polynomial families, extracted from this equation, can be identified as special cases of this derived polynomial sequence. Some general properties of this sequence are also given.

Solution properties of the de Branges differential recurrence equation

In this 1984 proof of the Bieberbach and Milin conjectures de Branges used a positivity result of special functions which follows from an identity about Jacobi polynomial sums thas was published by Askey and Gasper in 1976. The de Branges functions Tn/k(t) are defined as the solutions of a system of differential recurrence equations with suitably given initial values. The essential fact used in the proof of the Bieberbach and Milin conjectures is the statement Tn/k(t)<=0. In 1991 Weinstein presented another proof of the Bieberbach and Milin conjectures, also using a special function system Λn/k(t) which (by Todorov and Wilf) was realized to be directly connected with de Branges', Tn/k(t)=-kΛn/k(t), and the positivity results in both proofs Tn/k(t)<=0 are essentially the same. In this paper we study differential recurrence equations equivalent to de Branges' original ones and show that many solutions of these differential recurrence equations don't change sign so that the above inequality is not as surprising as expected. Furthermore, we present a multiparameterized hypergeometric family of solutions of the de Branges differential recurrence equations showing that solutions are not rare at all.

Functions satisfying holonomic q-differential equations

In a similar manner as in some previous papers, where explicit algorithms for finding the differential equations satisfied by holonomic functions were given, in this paper we deal with the space of the q-holonomic functions which are the solutions of linear q-differential equations with polynomial coefficients. The sum, product and the composition with power functions of q-holonomic functions are also q-holonomic and the resulting q-differential equations can be computed algorithmically.

On Vessiot's Theory of Partial Differential Equations

The object of research presented here is Vessiot's theory of partial differential equations: for a given differential equation one constructs a distribution both tangential to the differential equation and contained within the contact distribution of the jet bundle. Then within it, one seeks n-dimensional subdistributions which are transversal to the base manifold, the integral distributions. These consist of integral elements, and these again shall be adapted so that they make a subdistribution which closes under the Lie-bracket. This then is called a flat Vessiot connection. Solutions to the differential equation may be regarded as integral manifolds of these distributions. In the first part of the thesis, I give a survey of the present state of the formal theory of partial differential equations: one regards differential equations as fibred submanifolds in a suitable jet bundle and considers formal integrability and the stronger notion of involutivity of differential equations for analyzing their solvability. An arbitrary system may (locally) be represented in reduced Cartan normal form. This leads to a natural description of its geometric symbol. The Vessiot distribution now can be split into the direct sum of the symbol and a horizontal complement (which is not unique). The n-dimensional subdistributions which close under the Lie bracket and are transversal to the base manifold are the sought tangential approximations for the solutions of the differential equation. It is now possible to show their existence by analyzing the structure equations. Vessiot's theory is now based on a rigorous foundation. Furthermore, the relation between Vessiot's approach and the crucial notions of the formal theory (like formal integrability and involutivity of differential equations) is clarified. The possible obstructions to involution of a differential equation are deduced explicitly. In the second part of the thesis it is shown that Vessiot's approach for the construction of the wanted distributions step by step succeeds if, and only if, the given system is involutive. Firstly, an existence theorem for integral distributions is proven. Then an existence theorem for flat Vessiot connections is shown. The differential-geometric structure of the basic systems is analyzed and simplified, as compared to those of other approaches, in particular the structure equations which are considered for the proofs of the existence theorems: here, they are a set of linear equations and an involutive system of differential equations. The definition of integral elements given here links Vessiot theory and the dual Cartan-Kähler theory of exterior systems. The analysis of the structure equations not only yields theoretical insight but also produces an algorithm which can be used to derive the coefficients of the vector fields, which span the integral distributions, explicitly. Therefore implementing the algorithm in the computer algebra system MuPAD now is possible.

Total differential scattering cross section of {Ar^+}-Ar at 15 to 400 keV

We report on the measurement of the total differential scattering cross section of {Ar^+}-Ar at laboratory energies between 15 and 400 keV. Using an ab initio relativistic molecular program which calculates the interatomic potential energy curve with high accuracy, we are able to reproduce the detailed structure found in the experiment.

An introduction to ordinary differential equations by computer algebra-systems

We report on an elementary course in ordinary differential equations (odes) for students in engineering sciences. The course is also intended to become a self-study package for odes and is is based on several interactive computer lessons using REDUCE and MATHEMATICA . The aim of the course is not to do Computer Algebra (CA) by example or to use it for doing classroom examples. The aim ist to teach and to learn mathematics by using CA-systems.

Root parametrized differential equations

The present thesis is about the inverse problem in differential Galois Theory. Given a differential field, the inverse  problem asks which linear algebraic groups can be realized as differential Galois groups of Picard-Vessiot extensions of this field.   In this thesis we will concentrate on the realization of the classical groups as differential Galois groups. We introduce a method for a very general realization of these groups. This means that we present for the classical groups of Lie rank $l$ explicit linear differential equations where the coefficients are differential polynomials in $l$ differential indeterminates over an algebraically closed field of constants $C$, i.e. our differential ground field is purely differential transcendental over the constants.   For the groups of type $A_l$, $B_l$, $C_l$, $D_l$ and $G_2$ we managed to do these realizations at the same time in terms of Abhyankar's program 'Nice Equations for Nice Groups'. Here the choice of the defining matrix is important. We found out that an educated choice of $l$ negative roots for the parametrization together with the positive simple roots leads to a nice differential equation and at the same time defines a sufficiently general element of the Lie algebra. Unfortunately for the groups of type $F_4$ and $E_6$ the linear differential equations for such elements are of enormous length. Therefore we keep in the case of $F_4$ and $E_6$ the defining matrix differential equation which has also an easy and nice shape.   The basic idea for the realization is the application of an upper and lower bound criterion for the differential Galois group to our parameter equations and to show that both bounds coincide. An upper and lower bound criterion can be found in literature. Here we will only use the upper bound, since for the application of the lower bound criterion an important condition has to be satisfied. If the differential ground field is $C_1$, e.g., $C(z)$ with standard derivation, this condition is automatically satisfied. Since our differential ground field is purely differential transcendental over $C$, we have no information whether this condition holds or not.   The main part of this thesis is the development of an alternative lower bound criterion and its application. We introduce the specialization bound. It states that the differential Galois group of a specialization of the parameter equation is contained in the differential Galois group of the parameter equation. Thus for its application we need a differential equation over $C(z)$ with given differential Galois group. A modification of a result from Mitschi and Singer yields such an equation over $C(z)$ up to differential conjugation, i.e. up to transformation to the required shape. The transformation of their equation to a specialization of our parameter equation is done for each of the above groups in the respective transformation lemma.