Multivariate orthogonal polynomials and integrable systems

Multivariate orthogonal polynomials in D real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials, associated second kind functions, Jacobi type matrices and associated three term relations and also Christoffel-Darboux formulae. The multivariate orthogonal polynomials, their second kind functions and the corresponding Christoffel-Darboux kernels are shown to be quasi-determinants as well as Schur complements of bordered truncations of the moment matrix; quasi-tau functions are introduced. It is proven that the second kind functions are multivariate Cauchy transforms of the multivariate orthogonal polynomials. Discrete and continuous deformations of the measure lead to Toda type integrable hierarchy, being the corresponding flows described through Lax and Zakharov-Shabat equations; bilinear equations are found. Varying size matrix nonlinear partial difference and differential equations of the 2D Toda lattice type are shown to be solved by matrix coefficients of the multivariate orthogonal polynomials. The discrete flows, which are shown to be connected with a Gauss-Borel factorization of the Jacobi type matrices and its quasi-determinants, lead to expressions for the multivariate orthogonal polynomials and their second kind functions in terms of shifted quasi-tau matrices, which generalize to the multidimensional realm, those that relate the Baker and adjoint Baker functions to ratios of Miwa shifted tau-functions in the 1D scenario. In this context, the multivariate extension of the elementary Darboux transformation is given in terms of quasi-determinants of matrices built up by the evaluation, at a poised set of nodes lying in an appropriate hyperplane in R^D, of the multivariate orthogonal polynomials. The multivariate Christoffel formula for the iteration of m elementary Darboux transformations is given as a quasi-determinant. It is shown, using congruences in the space of semi-infinite matrices, that the discrete and continuous flows are intimately connected and determine nonlinear partial difference-differential equations that involve only one site in the integrable lattice behaving as a Kadomstev-Petviashvili type system. Finally, a brief discussion of measures with a particular linear isometry invariance and some of its consequences for the corresponding multivariate polynomials is given. In particular, it is shown that the Toda times that preserve the invariance condition lay in a secant variety of the Veronese variety of the fixed point set of the linear isometry.

Elliptic curves, group law, and efficient computation

This thesis is about the derivation of the addition law on an arbitrary elliptic curve and efficiently adding points on this elliptic curve using the derived addition law. The outcomes of this research guarantee practical speedups in higher level operations which depend on point additions. In particular, the contributions immediately find applications in cryptology. Mastered by the 19th century mathematicians, the study of the theory of elliptic curves has been active for decades. Elliptic curves over finite fields made their way into public key cryptography in late 1980’s with independent proposals by Miller [Mil86] and Koblitz [Kob87]. Elliptic Curve Cryptography (ECC), following Miller’s and Koblitz’s proposals, employs the group of rational points on an elliptic curve in building discrete logarithm based public key cryptosystems. Starting from late 1990’s, the emergence of the ECC market has boosted the research in computational aspects of elliptic curves. This thesis falls into this same area of research where the main aim is to speed up the additions of rational points on an arbitrary elliptic curve (over a field of large characteristic). The outcomes of this work can be used to speed up applications which are based on elliptic curves, including cryptographic applications in ECC. The aforementioned goals of this thesis are achieved in five main steps. As the first step, this thesis brings together several algebraic tools in order to derive the unique group law of an elliptic curve. This step also includes an investigation of recent computer algebra packages relating to their capabilities. Although the group law is unique, its evaluation can be performed using abundant (in fact infinitely many) formulae. As the second step, this thesis progresses the finding of the best formulae for efficient addition of points. In the third step, the group law is stated explicitly by handling all possible summands. The fourth step presents the algorithms to be used for efficient point additions. In the fifth and final step, optimized software implementations of the proposed algorithms are presented in order to show that theoretical speedups of step four can be practically obtained. In each of the five steps, this thesis focuses on five forms of elliptic curves over finite fields of large characteristic. A list of these forms and their defining equations are given as follows: (a) Short Weierstrass form, y2 = x3 + ax + b, (b) Extended Jacobi quartic form, y2 = dx4 + 2ax2 + 1, (c) Twisted Hessian form, ax3 + y3 + 1 = dxy, (d) Twisted Edwards form, ax2 + y2 = 1 + dx2y2, (e) Twisted Jacobi intersection form, bs2 + c2 = 1, as2 + d2 = 1, These forms are the most promising candidates for efficient computations and thus considered in this work. Nevertheless, the methods employed in this thesis are capable of handling arbitrary elliptic curves. From a high level point of view, the following outcomes are achieved in this thesis. - Related literature results are brought together and further revisited. For most of the cases several missed formulae, algorithms, and efficient point representations are discovered. - Analogies are made among all studied forms. For instance, it is shown that two sets of affine addition formulae are sufficient to cover all possible affine inputs as long as the output is also an affine point in any of these forms. In the literature, many special cases, especially interactions with points at infinity were omitted from discussion. This thesis handles all of the possibilities. - Several new point doubling/addition formulae and algorithms are introduced, which are more efficient than the existing alternatives in the literature. Most notably, the speed of extended Jacobi quartic, twisted Edwards, and Jacobi intersection forms are improved. New unified addition formulae are proposed for short Weierstrass form. New coordinate systems are studied for the first time. - An optimized implementation is developed using a combination of generic x86-64 assembly instructions and the plain C language. The practical advantages of the proposed algorithms are supported by computer experiments. - All formulae, presented in the body of this thesis, are checked for correctness using computer algebra scripts together with details on register allocations.

Hydrodynamic Pressure on a Dam During Earthquakes

A straightforward analysis involving Fourier cosine transforms and the theory of Fourier seies is presented for the approximate calculation of the hydrodynamic pressure exerted on the vertical upstream face of a dam due to constant earthquake ground acceleration. The analysis uses the “Parseval relation” on the Fourier coefficients of square integrable functions, and directly brings out the mathematical nature of the approximate theory involved.

Multipliers of Sobolev spaces

Let Wm,p denote the Sobolev space of functions on Image n whose distributional derivatives of order up to m lie in Lp(Image n) for 1 less-than-or-equals, slant p less-than-or-equals, slant ∞. When 1 < p < ∞, it is known that the multipliers on Wm,p are the same as those on Lp. This result is true for p = 1 only if n = 1. For, we prove that the integrable distributions of order less-than-or-equals, slant1 whose first order derivatives are also integrable of order less-than-or-equals, slant1, belong to the class of multipliers on Wm,1 and there are such distributions which are not bounded measures. These distributions are also multipliers on Lp, for 1 < p < ∞. Moreover, they form exactly the multiplier space of a certain Segal algebra. We have also proved that the multipliers on Wm,l are necessarily integrable distributions of order less-than-or-equals, slant1 or less-than-or-equals, slant2 accordingly as m is odd or even. We have obtained the multipliers from L1(Image n) into Wm,p, 1 less-than-or-equals, slant p less-than-or-equals, slant ∞, and the multiplier space of Wm,1 is realised as a dual space of certain continuous functions on Image n which vanish at infinity.

Renormalization methods in KAM theory

It is well known that an integrable (in the sense of Arnold-Jost) Hamiltonian system gives rise to quasi-periodic motion with trajectories running on invariant tori. These tori foliate the whole phase space. If we perturb an integrable system, the Kolmogorow-Arnold-Moser (KAM) theorem states that, provided some non-degeneracy condition and that the perturbation is sufficiently small, most of the invariant tori carrying quasi-periodic motion persist, getting only slightly deformed. The measure of the persisting invariant tori is large together with the inverse of the size of the perturbation. In the first part of the thesis we shall use a Renormalization Group (RG) scheme in order to prove the classical KAM result in the case of a non analytic perturbation (the latter will only be assumed to have continuous derivatives up to a sufficiently large order). We shall proceed by solving a sequence of problems in which theperturbations are analytic approximations of the original one. We will finally show that the approximate solutions will converge to a differentiable solution of our original problem. In the second part we will use an RG scheme using continuous scales, so that instead of solving an iterative equation as in the classical RG KAM, we will end up solving a partial differential equation. This will allow us to reduce the complications of treating a sequence of iterative equations to the use of the Banach fixed point theorem in a suitable Banach space.

Semi-Classical Mechanics in Phase Space: A Study of Wigner's Function

We explore the semi-classical structure of the Wigner functions ($\Psi $(q, p)) representing bound energy eigenstates $|\psi \rangle $ for systems with f degrees of freedom. If the classical motion is integrable, the classical limit of $\Psi $ is a delta function on the f-dimensional torus to which classical trajectories corresponding to ($|\psi \rangle $) are confined in the 2f-dimensional phase space. In the semi-classical limit of ($\Psi $ ($\hslash $) small but not zero) the delta function softens to a peak of order ($\hslash ^{-\frac{2}{3}f}$) and the torus develops fringes of a characteristic 'Airy' form. Away from the torus, $\Psi $ can have semi-classical singularities that are not delta functions; these are discussed (in full detail when f = 1) using Thom's theory of catastrophes. Brief consideration is given to problems raised when ($\Psi $) is calculated in a representation based on operators derived from angle coordinates and their conjugate momenta. When the classical motion is non-integrable, the phase space is not filled with tori and existing semi-classical methods fail. We conjecture that (a) For a given value of non-integrability parameter ($\epsilon $), the system passes through three semi-classical regimes as ($\hslash $) diminishes. (b) For states ($|\psi \rangle $) associated with regions in phase space filled with irregular trajectories, ($\Psi $) will be a random function confined near that region of the 'energy shell' explored by these trajectories (this region has more than f dimensions). (c) For ($\epsilon \neq $0, $\hslash $) blurs the infinitely fine classical path structure, in contrast to the integrable case ($\epsilon $ = 0, where $\hslash $ )imposes oscillatory quantum detail on a smooth classical path structure.

Calculating the bound spectrum by path summation in action-angle variables

The density of states n(E) is calculated for a bound system whose classical motion is integrable, starting from an expression in terms of the trace of the time-dependent Green function. The novel feature is the use of action-angle variables. This has the advantages that the trace operation reduces to a trivial multiplication and the dependence of n(E) on all classical closed orbits with different topologies appears naturally. The method is contrasted with another, not applicable to integrable systems except in special cases, in which quantization arises from a single closed orbit which is assumed isolated and the trace taken by the method of stationary phase.

Dynamics after a sweep through a quantum critical point

The coherent quantum evolution of a one-dimensional many-particle system after slowly sweeping the Hamiltonian through a critical point is studied using a generalized quantum Ising model containing both integrable and nonintegrable regimes. It is known from previous work that universal power laws of the sweep rate appear in such quantities as the mean number of excitations created by the sweep. Several other phenomena are found that are not reflected by such averages: there are two different scaling behaviors of the entanglement entropy and a relaxation that is power law in time rather than exponential. The final state of evolution after the quench is not characterized by any effective temperature, and the Loschmidt echo converges algebraically for long times, with cusplike singularities in the integrable case that are dynamically broadened by nonintegrable perturbations.

Note on the locally product and almost locally product structures

This paper is concerned with a study of some of the properties of locally product and almost locally product structures on a differentiable manifold X n of class C k . Every locally product space has certain almost locally product structures which transform the local tangent space to X n at an arbitrary point P in a set fashion: this is studied in Theorem (2.2). Theorem (2.3) considers the nature of transformations that exist between two co-ordinate systems at a point whenever an almost locally product structure has the same local representation in each of these co-ordinate systems. A necessary and sufficient condition for X n to be a locally product manifold is obtained in terms of the pseudo-group of co-ordinate transformations on X n and the subpseudo-groups [cf., Theoren (2.1)]. Section 3 is entirely devoted to the study of integrable almost locally product structures.

Embracing Integrability in Stellar and Planetary Dynamics

Hamiltonian systems in stellar and planetary dynamics are typically near integrable. For example, Solar System planets are almost in two-body orbits, and in simulations of the Galaxy, the orbits of stars seem regular. For such systems, sophisticated numerical methods can be developed through integrable approximations. Following this theme, we discuss three distinct problems. We start by considering numerical integration techniques for planetary systems. Perturbation methods (that utilize the integrability of the two-body motion) are preferred over conventional "blind" integration schemes. We introduce perturbation methods formulated with Cartesian variables. In our numerical comparisons, these are superior to their conventional counterparts, but, by definition, lack the energy-preserving properties of symplectic integrators. However, they are exceptionally well suited for relatively short-term integrations in which moderately high positional accuracy is required. The next exercise falls into the category of stability questions in solar systems. Traditionally, the interest has been on the orbital stability of planets, which have been quantified, e.g., by Liapunov exponents. We offer a complementary aspect by considering the protective effect that massive gas giants, like Jupiter, can offer to Earth-like planets inside the habitable zone of a planetary system. Our method produces a single quantity, called the escape rate, which characterizes the system of giant planets. We obtain some interesting results by computing escape rates for the Solar System. Galaxy modelling is our third and final topic. Because of the sheer number of stars (about 10^11 in Milky Way) galaxies are often modelled as smooth potentials hosting distributions of stars. Unfortunately, only a handful of suitable potentials are integrable (harmonic oscillator, isochrone and Stäckel potential). This severely limits the possibilities of finding an integrable approximation for an observed galaxy. A solution to this problem is torus construction; a method for numerically creating a foliation of invariant phase-space tori corresponding to a given target Hamiltonian. Canonically, the invariant tori are constructed by deforming the tori of some existing integrable toy Hamiltonian. Our contribution is to demonstrate how this can be accomplished by using a Stäckel toy Hamiltonian in ellipsoidal coordinates.

Global, Local and Vector-Valued Tb Theorems on Non-Homogeneous Metric Spaces

Various Tb theorems play a key role in the modern harmonic analysis. They provide characterizations for the boundedness of Calderón-Zygmund type singular integral operators. The general philosophy is that to conclude the boundedness of an operator T on some function space, one needs only to test it on some suitable function b. The main object of this dissertation is to prove very general Tb theorems. The dissertation consists of four research articles and an introductory part. The framework is general with respect to the domain (a metric space), the measure (an upper doubling measure) and the range (a UMD Banach space). Moreover, the used testing conditions are weak. In the first article a (global) Tb theorem on non-homogeneous metric spaces is proved. One of the main technical components is the construction of a randomization procedure for the metric dyadic cubes. The difficulty lies in the fact that metric spaces do not, in general, have a translation group. Also, the measures considered are more general than in the existing literature. This generality is genuinely important for some applications, including the result of Volberg and Wick concerning the characterization of measures for which the analytic Besov-Sobolev space embeds continuously into the space of square integrable functions. In the second article a vector-valued extension of the main result of the first article is considered. This theorem is a new contribution to the vector-valued literature, since previously such general domains and measures were not allowed. The third article deals with local Tb theorems both in the homogeneous and non-homogeneous situations. A modified version of the general non-homogeneous proof technique of Nazarov, Treil and Volberg is extended to cover the case of upper doubling measures. This technique is also used in the homogeneous setting to prove local Tb theorems with weak testing conditions introduced by Auscher, Hofmann, Muscalu, Tao and Thiele. This gives a completely new and direct proof of such results utilizing the full force of non-homogeneous analysis. The final article has to do with sharp weighted theory for maximal truncations of Calderón-Zygmund operators. This includes a reduction to certain Sawyer-type testing conditions, which are in the spirit of Tb theorems and thus of the dissertation. The article extends the sharp bounds previously known only for untruncated operators, and also proves sharp weak type results, which are new even for untruncated operators. New techniques are introduced to overcome the difficulties introduced by the non-linearity of maximal truncations.

Affine Hall-Littlewood Functions for A(1)((1)) And Some Constant Term Identities of Cherednik-Macdonald-Mehta Type

We study t-analogs of string functions for integrable highest weight representations of the affine Kac-Moody algebra A(1)((1)). We obtain closed form formulas for certain t-string functions of levels 2 and 4. As corollaries, we obtain explicit identities for the corresponding affine Hall-Littlewood functions, as well as higher level generalizations of Cherednik's Macdonald and Macdonald-Mehta constant term identities.

Classical integrability in the BTZ black hole

Using the fact the BTZ black hole is a quotient of AdS(3) we show that classical string propagation in the BTZ background is integrable. We construct the flat connection and its monodromy matrix which generates the non-local charges. From examining the general behaviour of the eigen values of the monodromy matrix we determine the set of integral equations which constrain them. These equations imply that each classical solution is characterized by a density function in the complex plane. For classical solutions which correspond to geodesics and winding strings we solve for the eigen values of the monodromy matrix explicitly and show that geodesics correspond to zero density in the complex plane. We solve the integral equations for BMN and magnon like solutions and obtain their dispersion relation. We show that the set of integral equations which constrain the eigen values of the monodromy matrix can be identified with the continuum limit of the Bethe equations of a twisted SL(2, R) spin chain at one loop. The Landau-Lifshitz equations from the spin chain can also be identified with the sigma model equations of motion.

Clusters of bound particles in the derivative delta-function Bose gas

In this paper we discuss a novel procedure for constructing clusters of bound particles in the case of a quantum integrable derivative delta-function Bose gas in one dimension. It is shown that clusters of bound particles can be constructed for this Bose gas for some special values of the coupling constant, by taking the quasi-momenta associated with the corresponding Bethe state to be equidistant points on a single circle in the complex momentum plane. We also establish a connection between these special values of the coupling constant and some fractions belonging to the Farey sequences in number theory. This connection leads to a classification of the clusters of bound particles associated with the derivative delta-function Bose gas and allows us to study various properties of these clusters like their size and their stability under the variation of the coupling constant. (C) 2013 Elsevier B.V. All rights reserved.

Subttractors

We consider extremal limits of the recently constructed ``subtracted geometry''. We show that extremality makes the horizon attractive against scalar perturbations, but radial evolution of such perturbations changes the asymptotics: from a conical-box to flat Minkowski. Thus these are black holes that retain their near-horizon geometry under perturbations that drastically change their asymptotics. We also show that this extremal subtracted solution (''subttractor'') can arise as a boundary of the basin of attraction for flat space attractors. We demonstrate this by using a fairly minimal action (that has connections with STU model) where the equations of motion are integrable and we are able to find analytic solutions that capture the flow from the horizon to the asymptotic region. The subttractor is a boundary between two qualitatively different flows. We expect that these results have generalizations for other theories with charged dilatonic black holes.