Stability of 2-D characteristic polynomials

This paper derives some new conditions for the bivariate characteristic polynomial of an uncertain matrix to be very strict Hurwitz. The uncertainties are assumed of the structured and unstructured type. By using the two-dimensional (2-D) inverse Laplace transform, the bounds on the uncertainties are derived which will ensure that the bivariate characteristic polynomial to be very strict Hurwitz. Two numerical examples are given to illustrate the results.

Symmetric representation of an integral domain over a subdomain

Let F(θ) be a separable extension of degree n of a field F. Let Δ and D be integral domains with quotient fields F(θ) and F respectively. Assume that Δ ᴝ D. A mapping φ of Δ into the n x n D matrices is called a Δ/D rep if (i) it is a ring isomorphism and (ii) it maps d onto dI_n whenever d ϵ D. If the matrices are also symmetric, φ is a Δ/D symrep.

Every Δ/D rep can be extended uniquely to an F(θ)/F rep. This extension is completely determined by the image of θ. Two Δ/D reps are called equivalent if the images of θ differ by a D unimodular similarity. There is a one-to-one correspondence between classes of Δ/D reps and classes of Δ ideals having an n element basis over D.

The condition that a given Δ/D rep class contain a Δ/D symrep can be phrased in various ways. Using these formulations it is possible to (i) bound the number of symreps in a given class, (ii) count the number of symreps if F is finite, (iii) establish the existence of an F(θ)/F symrep when n is odd, F is an algebraic number field, and F(θ) is totally real if F is formally real (for n = 3 see Sapiro, “Characteristic polynomials of symmetric matrices” Sibirsk. Mat. Ž. 3 (1962) pp. 280-291), and (iv) study the case D = Z, the integers (see Taussky, “On matrix classes corresponding to an ideal and its inverse” Illinois J. Math. 1 (1957) pp. 108-113 and Faddeev, “On the characteristic equations of rational symmetric matrices” Dokl. Akad. Nauk SSSR 58 (1947) pp. 753-754).

The case D = Z and n = 2 is studied in detail. Let Δ’ be an integral domain also having quotient field F(θ) and such that Δ’ ᴝ Δ. Let φ be a Δ/Z symrep. A method is given for finding a Δ’/Z symrep ʘ such that the Δ’ ideal class corresponding to the class of ʘ is an extension to Δ’ of the Δ ideal class corresponding to the class of φ. The problem of finding all Δ/Z symreps equivalent to a given one is studied.

Concerning the stability of BDF methods

We present an analysis of A0-stability of BDF methods and proof that zero-stable BDF methods are A0-stable using the Schur-Cohn criterion. With this result we have that zero-stable BDF methods are stiffly-stable. © 2008 American Institute of Physics.

Zeros de Polinômios Perturbados

Pós-graduação em Matematica Aplicada e Computacional - FCT

Generators of supersymmetric polynomials in positive characteristic

In Kantor and Trishin (1997) [3], Kantor and Trishin described the algebra of polynomial invariants of the adjoint representation of the Lie superalgebra gl(m vertical bar n) and a related algebra A, of what they called pseudosymmetric polynomials over an algebraically closed field K of characteristic zero. The algebra A(s) was investigated earlier by Stembridge (1985) who in [9] called the elements of A(s) supersymmetric polynomials and determined generators of A(s). The case of positive characteristic p of the ground field K has been recently investigated by La Scala and Zubkov (in press) in [6]. We extend their work and give a complete description of generators of polynomial invariants of the adjoint action of the general linear supergroup GL(m vertical bar n) and generators of A(s).

Escape times for rigid Brownian rotators in a bistable potential from the time evolution of the Green function and the characteristic time of the probability evolution

The greatest relaxation time for an assembly of three- dimensional rigid rotators in an axially symmetric bistable potential is obtained exactly in terms of continued fractions as a sum of the zero frequency decay functions (averages of the Legendre polynomials) of the system. This is accomplished by studying the entire time evolution of the Green function (transition probability) by expanding the time dependent distribution as a Fourier series and proceeding to the zero frequency limit of the Laplace transform of that distribution. The procedure is entirely analogous to the calculation of the characteristic time of the probability evolution (the integral of the configuration space probability density function with respect to the position co-ordinate) for a particle undergoing translational diffusion in a potential; a concept originally used by Malakhov and Pankratov (Physica A 229 (1996) 109). This procedure allowed them to obtain exact solutions of the Kramers one-dimensional translational escape rate problem for piecewise parabolic potentials. The solution was accomplished by posing the problem in terms of the appropriate Sturm-Liouville equation which could be solved in terms of the parabolic cylinder functions. The method (as applied to rotational problems and posed in terms of recurrence relations for the decay functions, i.e., the Brinkman approach c.f. Blomberg, Physica A 86 (1977) 49, as opposed to the Sturm-Liouville one) demonstrates clearly that the greatest relaxation time unlike the integral relaxation time which is governed by a single decay function (albeit coupled to all the others in non-linear fashion via the underlying recurrence relation) is governed by a sum of decay functions. The method is easily generalized to multidimensional state spaces by matrix continued fraction methods allowing one to treat non-axially symmetric potentials, where the distribution function is governed by two state variables. (C) 2001 Elsevier Science B.V. All rights reserved.

On the permutation behaviour of Dickson polynomials of the second kind

The known permutation behaviour of the Dickson polynomials of the second kind in characteristic 3 is expanded and simplified.

Conditions to ensure the 2-D characteristic polynomial of uncertain matrix is very strict Hurwitz

This article derives some new conditions for the bivariate characteristic
polynomial of an uncertain matrix to be very strict Hurwitz. The uncertainties are assumed of the structured and unstructured type. Using the two-dimensional inverse Laplace transform, we derive the bounds on the uncertainties, which will ensure that the bivariate characteristic polynomial is very strict Hurwitz. Two numerical examples are given to illustrate the results.

Affine processes, arbitrage-Free Term structures of legendre polynomials,and option pricing

Multivariate Affine term structure models have been increasingly used for pricing derivatives in fixed income markets. In these models, uncertainty of the term structure is driven by a state vector, while the short rate is an affine function of this vector. The model is characterized by a specific form for the stochastic differential equation (SDE) for the evolution of the state vector. This SDE presents restrictions on its drift term which rule out arbitrages in the market. In this paper we solve the following inverse problem: Suppose the term structure of interest rates is modeled by a linear combination of Legendre polynomials with random coefficients. Is there any SDE for these coefficients which rules out arbitrages? This problem is of particular empirical interest because the Legendre model is an example of factor model with clear interpretation for each factor, in which regards movements of the term structure. Moreover, the Affine structure of the Legendre model implies knowledge of its conditional characteristic function. From the econometric perspective, we propose arbitrage-free Legendre models to describe the evolution of the term structure. From the pricing perspective, we follow Duffie et al. (2000) in exploring Legendre conditional characteristic functions to obtain a computational tractable method to price fixed income derivatives. Closing the article, the empirical section presents precise evidence on the reward of implementing arbitrage-free parametric term structure models: The ability of obtaining a good approximation for the state vector by simply using cross sectional data.

Frobenius polynomials for Calabi-Yau equations

Sei $\pi:X\rightarrow S$ eine \"uber $\Z$ definierte Familie von Calabi-Yau Varietaten der Dimension drei. Es existiere ein unter dem Gauss-Manin Zusammenhang invarianter Untermodul $M\subset H^3_{DR}(X/S)$ von Rang vier, sodass der Picard-Fuchs Operator $P$ auf $M$ ein sogenannter {\em Calabi-Yau } Operator von Ordnung vier ist. Sei $k$ ein endlicher K\"orper der Charaktetristik $p$, und sei $\pi_0:X_0\rightarrow S_0$ die Reduktion von $\pi$ \uber $k$. F\ur die gew\ohnlichen (ordinary) Fasern $X_{t_0}$ der Familie leiten wir eine explizite Formel zur Berechnung des charakteristischen Polynoms des Frobeniusendomorphismus, des {\em Frobeniuspolynoms}, auf dem korrespondierenden Untermodul $M_{cris}\subset H^3_{cris}(X_{t_0})$ her. Sei nun $f_0(z)$ die Potenzreihenl\osung der Differentialgleichung $Pf=0$ in einer Umgebung der Null. Da eine reziproke Nullstelle des Frobeniuspolynoms in einem Teichm\uller-Punkt $t$ durch $f_0(z)/f_0(z^p)|_{z=t}$ gegeben ist, ist ein entscheidender Schritt in der Berechnung des Frobeniuspolynoms die Konstruktion einer $p-$adischen analytischen Fortsetzung des Quotienten $f_0(z)/f_0(z^p)$ auf den Rand des $p-$adischen Einheitskreises. Kann man die Koeffizienten von $f_0$ mithilfe der konstanten Terme in den Potenzen eines Laurent-Polynoms, dessen Newton-Polyeder den Ursprung als einzigen inneren Gitterpunkt enth\alt, ausdr\ucken,so beweisen wir gewisse Kongruenz-Eigenschaften unter den Koeffizienten von $f_0$. Diese sind entscheidend bei der Konstruktion der analytischen Fortsetzung. Enth\alt die Faser $X_{t_0}$ einen gew\ohnlichen Doppelpunkt, so erwarten wir im Grenz\ubergang, dass das Frobeniuspolynom in zwei Faktoren von Grad eins und einen Faktor von Grad zwei zerf\allt. Der Faktor von Grad zwei ist dabei durch einen Koeffizienten $a_p$ eindeutig bestimmt. Durchl\auft nun $p$ die Menge aller Primzahlen, so erwarten wir aufgrund des Modularit\atssatzes, dass es eine Modulform von Gewicht vier gibt, deren Koeffizienten durch die Koeffizienten $a_p$ gegeben sind. Diese Erwartung hat sich durch unsere umfangreichen Rechnungen best\atigt. Dar\uberhinaus leiten wir weitere Formeln zur Bestimmung des Frobeniuspolynoms her, in welchen auch die nicht-holomorphen L\osungen der Gleichung $Pf=0$ in einer Umgebung der Null eine Rolle spielen.

Dickson Polynomials that are Permutations

2000 Mathematics Subject Classification: 11T06, 13P10.

Predegree Polynomials of Plane Configurations in Projective Space

2000 Mathematics Subject Classification: 14N10, 14C17.

Characteristic analysis for multisampled digital implementation of fixed-switching-frequency closed-loop modulation of voltage-source inverter

In this paper, a fixed-switching-frequency closed-loop modulation of a voltage-source inverter (VSI), upon the digital implementation of the modulation process, is analyzed and characterized. The sampling frequency of the digital processor is considered as an integer multiple of the modulation switching frequency. An expression for the determination of the modulation design parameter is developed for smooth modulation at a fixed switching frequency. The variation of the sampling frequency, switching frequency, and modulation index has been analyzed for the determination of the switching condition under closed loop. It is shown that the switching condition determined based on the continuous-time analysis of the closed-loop modulation will ensure smooth modulation upon the digital implementation of the modulation process. However, the stability properties need to be tested prior to digital implementation as they get deteriorated at smaller sampling frequencies. The closed-loop modulation index needs to be considered maximum while determining the design parameters for smooth modulation. In particular, a detailed analysis has been carried out by varying the control gain in the sliding-mode control of a two-level VSI. The proposed analysis of the closed-loop modulation of the VSI has been verified for the operation of a distribution static compensator. The theoretical results are validated experimentally on both single- and three-phase systems.