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.

Die aeroelastische Stabilitätsanalyse – ein praxisnaher Ansatz zur intervalltheoretischen Betrachtung von Modellierungsunsicherheiten am Flugzeug

Die Untersuchung des dynamischen aeroelastischen Stabilitätsverhaltens von Flugzeugen erfordert sehr komplexe Rechenmodelle, welche die wesentlichen elastomechanischen und instationären aerodynamischen Eigenschaften der Konstruktion wiedergeben sollen. Bei der Modellbildung müssen einerseits Vereinfachungen und Idealisierungen im Rahmen der Anwendung der Finite Elemente Methode und der aerodynamischen Theorie vorgenommen werden, deren Auswirkungen auf das Simulationsergebnis zu bewerten sind. Andererseits können die strukturdynamischen Kenngrößen durch den Standschwingungsversuch identifiziert werden, wobei die Ergebnisse Messungenauigkeiten enthalten. Für eine robuste Flatteruntersuchung müssen die identifizierten Unwägbarkeiten in allen Prozessschritten über die Festlegung von unteren und oberen Schranken konservativ ermittelt werden, um für alle Flugzustände eine ausreichende Flatterstabilität sicherzustellen. Zu diesem Zweck wird in der vorliegenden Arbeit ein Rechenverfahren entwickelt, welches die klassische Flatteranalyse mit den Methoden der Fuzzy- und Intervallarithmetik verbindet. Dabei werden die Flatterbewegungsgleichungen als parameterabhängiges nichtlineares Eigenwertproblem formuliert. Die Änderung der komplexen Eigenlösung infolge eines veränderlichen Einflussparameters wird mit der Methode der numerischen Fortsetzung ausgehend von der nominalen Startlösung verfolgt. Ein modifizierter Newton-Iterations-Algorithmus kommt zur Anwendung. Als Ergebnis liegen die berechneten aeroelastischen Dämpfungs- und Frequenzverläufe in Abhängigkeit von der Fluggeschwindigkeit mit Unschärfebändern vor.

Modellbildung in der algebraischen Kryptoanalyse

In der algebraischen Kryptoanalyse werden moderne Kryptosysteme als polynomielle, nichtlineare Gleichungssysteme dargestellt. Das Lösen solcher Gleichungssysteme ist NP-hart. Es gibt also keinen Algorithmus, der in polynomieller Zeit ein beliebiges nichtlineares Gleichungssystem löst. Dennoch kann man aus modernen Kryptosystemen Gleichungssysteme mit viel Struktur generieren. So sind diese Gleichungssysteme bei geeigneter Modellierung quadratisch und dünn besetzt, damit nicht beliebig. Dafür gibt es spezielle Algorithmen, die eine Lösung solcher Gleichungssysteme finden. Ein Beispiel dafür ist der ElimLin-Algorithmus, der mit Hilfe von linearen Gleichungen das Gleichungssystem iterativ vereinfacht. In der Dissertation wird auf Basis dieses Algorithmus ein neuer Solver für quadratische, dünn besetzte Gleichungssysteme vorgestellt und damit zwei symmetrische Kryptosysteme angegriffen. Dabei sind die Techniken zur Modellierung der Chiffren von entscheidender Bedeutung, so das neue Techniken entwickelt werden, um Kryptosysteme darzustellen. Die Idee für das Modell kommt von Cube-Angriffen. Diese Angriffe sind besonders wirksam gegen Stromchiffren. In der Arbeit werden unterschiedliche Varianten klassifiziert und mögliche Erweiterungen vorgestellt. Das entstandene Modell hingegen, lässt sich auch erfolgreich auf Blockchiffren und auch auf andere Szenarien erweitern. Bei diesen Änderungen muss das Modell nur geringfügig geändert werden.

Exact Solution of the Nonlinear Dynamics of Recurrent Neural Mechanisms for Direction Selectivity

Different theoretical models have tried to investigate the feasibility of recurrent neural mechanisms for achieving direction selectivity in the visual cortex. The mathematical analysis of such models has been restricted so far to the case of purely linear networks. We present an exact analytical solution of the nonlinear dynamics of a class of direction selective recurrent neural models with threshold nonlinearity. Our mathematical analysis shows that such networks have form-stable stimulus-locked traveling pulse solutions that are appropriate for modeling the responses of direction selective cortical neurons. Our analysis shows also that the stability of such solutions can break down giving raise to a different class of solutions ("lurching activity waves") that are characterized by a specific spatio-temporal periodicity. These solutions cannot arise in models for direction selectivity with purely linear spatio-temporal filtering.

Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

An Immersed Interface Method for the Incompressible Navier-Stokes Equations in Irregular Domains

We present an immersed interface method for the incompressible Navier Stokes equations capable of handling rigid immersed boundaries. The immersed boundary is represented by a set of Lagrangian control points. In order to guarantee that the no-slip condition on the boundary is satisfied, singular forces are applied on the fluid at the immersed boundary. The forces are related to the jumps in pressure and the jumps in the derivatives of both pressure and velocity, and are interpolated using cubic splines. The strength of singular forces is determined by solving a small system of equations at each time step. The Navier-Stokes equations are discretized on a staggered Cartesian grid by a second order accurate projection method for pressure and velocity.

Nonlinear Device Noise Models:Thermodynamic Requirements

This paper proposes three tests to determine whether a given nonlinear device noise model is in agreement with accepted thermodynamic principles. These tests are applied to several models. One conclusion is that every Gaussian noise model for any nonlinear device predicts thermodynamically impossible circuit behavior: these models should be abandoned. But the nonlinear shot-noise model predicts thermodynamically acceptable behavior under a constraint derived here. Further, this constraint specifies the current noise amplitude at each operating point from knowledge of the device v - i curve alone. For the Gaussian and shot-noise models, this paper shows how the thermodynamic requirements can be reduced to concise mathematical tests involving no approximatio

Integro-difference equations for interacting species and the Neolithic transition

We introduce a set of sequential integro-difference equations to analyze the dynamics of two interacting species. Firstly, we derive the speed of the fronts when a species invades a space previously occupied by a second species, and check its validity by means of numerical random-walk simulations. As an example, we consider the Neolithic transition: the predictions of the model are consistent with the archaeological data for the front speed, provided that the interaction parameter is low enough. Secondly, an equation for the coexistence time between the invasive and the invaded populations is obtained for the first time. It agrees well with the simulations, is consistent with observations of the Neolithic transition, and makes it possible to estimate the value of the interaction parameter between the incoming and the indigenous populations

Constraint satisfaction techniques under uncertain conditions for fault diagnosis in nonlinear dynamic systems

The speed of fault isolation is crucial for the design and reconfiguration of fault tolerant control (FTC). In this paper the fault isolation problem is stated as a constraint satisfaction problem (CSP) and solved using constraint propagation techniques. The proposed method is based on constraint satisfaction techniques and uncertainty space refining of interval parameters. In comparison with other approaches based on adaptive observers, the major advantage of the presented method is that the isolation speed is fast even taking into account uncertainty in parameters, measurements and model errors and without the monotonicity assumption. In order to illustrate the proposed approach, a case study of a nonlinear dynamic system is presented

Fault diagnosis by refining the parameter uncertainty space of nonlinear dynamic systems

This paper deals with fault detection and isolation problems for nonlinear dynamic systems. Both problems are stated as constraint satisfaction problems (CSP) and solved using consistency techniques. The main contribution is the isolation method based on consistency techniques and uncertainty space refining of interval parameters. The major advantage of this method is that the isolation speed is fast even taking into account uncertainty in parameters, measurements, and model errors. Interval calculations bring independence from the assumption of monotony considered by several approaches for fault isolation which are based on observers. An application to a well known alcoholic fermentation process model is presented

Ordinary Differential Equations

Exercises and solutions about ordinary differential equations.

Differential Equations II

Exercises and solutions for a second year differential equations course.

Addressing endogeneity in the relationship between health and employment through a simultaneous equations model

Este documento analiza la relación de doble causalidad entre salud y empleo y su comportamiento dinámico usando datos de Estados Unidos tomados del PSID (Pane Study of Income Dynamics). Este estudio usa dos variables dependientes (Estado de salud auto-reportado y Empleo), las cuales son estimadas usando un modelo probit bivariado para abordar el problema de endegeneidad presente en dicha relación. Los resultados muestran evidencia significativa de la existencia de dicha endogeneidad y del impacto positivo que tiene sobre la probabilidad de ser empleado tener un buen estado de salud y vicesersa, sin embargo, el impacto de la situación de empleo sobre el estado de salud se encuentra que no es significativa.

Lógica en la toma de decisiones de inversión en el sector de extracción de petróleo y gas natural

Este documento se centra en la presentación de información y análisis de la misma a la hora de establecer la manera en que empresas del sector de extracción de gas natural y generación de energía a base de dicho recurso, toman decisiones en cuanto a inversión, centrándose en la lógica que usan a la hora de emprender este proceso. Esto debido a la constante necesidad de establecer procesos que permitan tomar decisiones más acertadas, incluyendo todas las herramientas posibles para tal fin. La lógica es una de estas herramientas, pues permite encadenar factores con el fin de obtener resultados positivos. Por tal razón, se hace importante conocer el uso de esta herramienta, teniendo en cuentas de qué manera y en que contextos es usada. Con el fin de tener una mayor orientación, este estudio estará centrado en un sector específico, el cual es el de la extracción de petróleo y gas natural. Lo anterior entendiendo la necesidad existente de fundamentación teórica que permita establecer de manera clara la forma apropiada de tomar decisiones en un sector tan diverso y complejo como lo es el mencionado. El contexto empresarial actual exige una visión global, no basada en la lógica lineal causal que hoy se tiene como referencia. El sector de extracción de petróleo y gas natural es un ejemplo particular en cuanto a la manera en cuanto se toman decisiones en inversión, puesto que en su mayoría son empresas de capital intensivo, las cuales mantienen un flujo elevado de recursos monetarios.

Ecuaciones diferenciales estocásticas con condición final y soluciones de viscosidad de EDPS semilineales de segundo orden

El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.