Differential algebra explained

In mathematics, differential algebra is, broadly speaking, the area of mathematics consisting in the study of differential equations and differential operators as algebraic objects in view of deriving properties of differential equations and operators without computing the solutions, similarly as polynomial algebras are used for the study of algebraic varieties, which are solution sets of systems of polynomial equations. Weyl algebras and Lie algebras may be considered as belonging to differential algebra.

More specifically, differential algebra refers to the theory introduced by Joseph Ritt in 1950, in which differential rings, differential fields, and differential algebras are rings, fields, and algebras equipped with finitely many derivations.

A natural example of a differential field is the field of rational functions in one variable over the complex numbers,

C(t),

where the derivation is differentiation with respect to

t.

More generally, every differential equation may be viewed as an element of a differential algebra over the differential field generated by the (known) functions appearing in the equation.

History

Joseph Ritt developed differential algebra because he viewed attempts to reduce systems of differential equations to various canonical forms as an unsatisfactory approach. However, the success of algebraic elimination methods and algebraic manifold theory motivated Ritt to consider a similar approach for differential equations. His efforts led to an initial paper Manifolds Of Functions Defined By Systems Of Algebraic Differential Equations and 2 books, Differential Equations From The Algebraic Standpoint and Differential Algebra. Ellis Kolchin, Ritt's student, advanced this field and published Differential Algebra And Algebraic Groups.

Differential rings

Definition

A derivation \partial on a ring \mathcal is a function

\partial:R\toR

such that \partial(r_1 + r_2) = \partial r_1 + \partial r_2and

\partial(r1r2)=(\partialr1)r2+r1(\partialr2)

(Leibniz product rule),for every

r1

and

r2

in

R.

A derivation is linear over the integers since these identities imply

\partial(0)=\partial(1)=0

and

\partial(-r)=-\partial(r).

R

equipped with one or more derivations that commute pairwise; that is, \partial_1(\partial_2 (r))=\partial_2(\partial_1 (r)) for every pair of derivations and every

r\inR.

When there is only one derivation one talks often of an ordinary differential ring; otherwise, one talks of a partial differential ring.

A differential field is differentiable ring that is also a field. A differential algebra

A

over a differential field

K

is a differential ring that contains

K

as a subring such that the restriction to

K

of the derivations of

A

equal the derivations of

K.

(A more general definition is given below, which covers the case where

K

is not a field, and is essentially equivalent when

K

is a field.)

A Witt algebra is a differential ring that contains the field

\Q

of the rational numbers. Equivalently, this is a differential algebra over

\Q,

since

\Q

can be considered as a differential field on which every derivation is the zero function.

The constants of a differential ring are the elements

r

such that

\partialr=0

for every derivation

\partial.

The constants of a differential ring form a subring and the constants of a differentiable field form a subfield. This meaning of "constant" generalizes the concept of a constant function, and must not be confused with the common meaning of a constant.

Basic formulas

In the following identities,

\delta

is a derivation of a differential ring

R.

r\inR

and

c

is a constant in

R

(that is,

\deltac=0

), then \delta (c r)= c \delta (r).

r\inR

and

u

is a unit in

R,

then \delta \left(\frac \right)= \frac

n

is a nonnegative integer and

r\inR

then \delta (r^)= n r^ \delta (r)

u1,\ldots,un

are units in

R,

and

e1,\ldots,en

are integers, one has the logarithmic derivative identity: \frac = e_ \frac + \dots + e_ \frac.

Higher-order derivations

A derivation operator or higher-order derivation is the composition of several derivations. As the derivations of a differential ring are supposed to commute, the order of the derivations does not matter, and a derivation operator may be written as \delta_1^ \circ \cdots \circ \delta_n^,where

\delta1,\ldots,\deltan

are the derivations under consideration,

e1,\ldots,en

are nonnegative integers, and the exponent of a derivation denotes the number of times this derivation is composed in the operator.

The sum

o=e1++en

is called the order of derivation. If

o=1

the derivation operator is one of the original derivations. If

o=0

, one has the identity function, which is generally considered as the unique derivation operator of order zero. With these conventions, the derivation operators form a free commutative monoid on the set of derivations under consideration.

A derivative of an element

x

of a differential ring is the application of a derivation operator to

x,

that is, with the above notation,
e1
\delta
1

\circ\circ

en
\delta
n

(x).

A proper derivative is a derivative of positive order.

Differential ideals

A differential ideal

I

of a differential ring

R

is an ideal of the ring

R

that is closed (stable) under the derivations of the ring; that is, \partial x\in I, for every derivation

\partial

and every

x\inI.

A differential ideal is said proper if it is not the whole ring. For avoiding confusion, an ideal that is not a differential ideal is sometimes called an algebraic ideal.

The radical of a differential ideal is the same as its radical as an algebraic ideal, that is, the set of the ring elements that have a power in the ideal. The radical of a differential ideal is also a differential ideal. A radical or perfect differential ideal is a differential ideal that equals its radical. A prime differential ideal is a differential ideal that is prime in the usual sense; that is, if a product belongs to the ideal, at least one of the factors belongs to the ideal. A prime differential ideal is always a radical differential ideal.

A discovery of Ritt is that, although the classical theory of algebraic ideals does not work for differential ideals, a large part of it can be extended to radical differential ideals, and this makes them fundamental in differential algebra.

The intersection of any family of differential ideals is a differential ideal, and the intersection of any family of radical differential ideals is a radical differential ideal.It follows that, given a subset

S

of a differential ring, there are three ideals generated by it, which are the intersections of, respectively, all algebraic ideals, all differential ideals, and all radical differential ideals that contain it.

The algebraic ideal generated by

S

is the set of the finite linear combinations of elements of

S,

and is commonly denoted as

(S)

or

\langleS\rangle.

The differential ideal generated by

S

is the set of the finite linear combinations of elements of

S

and of the derivatives of any order of these elements; it is commonly denoted as

[S].

When

S

is finite,

[S]

is generally not finitely generated as an algebraic ideal.

The radical differential ideal generated by

S

is commonly denoted as

\{S\}.

There is no known way to characterize its element in a similar way as for the two other cases.

Differential polynomials

A differential polynomial over a differential field

K

is a formalization of the concept of differential equation such that the known functions appearing in the equation belong to

K,

and the indeterminates are symbols for the unknown functions.

So, let

K

be a differential field, which is typically (but not necessarily) a field of rational fractions

K(X)=K(x1,\ldots,xn)

(fractions of multivariate polynomials), equipped with derivations

\partiali

such that

\partialixi=1

and

\partialixj=0

if

ij

(the usual partial derivatives).

For defining the ring K \= K \ of differential polynomials over

K

with indeterminates in

Y=\{y1,\ldots,yn\}

with derivations

\partial1,\ldots,\partialn,

one introduces an infinity of new indeterminates of the form

\Deltayi,

where

\Delta

is any derivation operator of order higher than . With this notation,

K\{Y\}

is the set of polynomials in all these indeterminates, with the natural derivations (each polynomial involves only a finite number of indeterminates). In particular, if

n=1,

one has

K\{y\}=K\left[y,\partialy,\partial2y,\partial3y,\ldots\right].

Even when

n=1,

a ring of differential polynomials is not Noetherian. This makes the theory of this generalization of polynomial rings difficult. However, two facts allow such a generalization.

Firstly, a finite number of differential polynomials involves together a finite number of indeterminates. Its follows that every property of polynomials that involves a finite number of polynomials remains true for differential polynomials. In particular, greatest common divisors exist, and a ring of differential polynomials is a unique factorization domain.

The second fact is that, if the field

K

contains the field of rational numbers, the rings of differential polynomials over

K

satisfy the ascending chain condition on radical differential ideals. This Ritt’s theorem is implied by its generalization, sometimes called the Ritt-Raudenbush basis theorem which asserts that if

R

is a Ritt Algebra (that, is a differential ring containing the field of rational numbers), that satisfies the ascending chain condition on radical differential ideals, then the ring of differential polynomials

R\{y\}

satisfies the same property (one passes from the univariate to the multivariate case by applying the theorem iteratively).

This Noetherian property implies that, in a ring of differential polynomials, every radical differential ideal is finitely generated as a radical differential ideal; this means that there exists a finite set of differential polynomials such that is the smallest radical differential idesl containing . This allows representing a radical differential ideal by such a finite set of generators, and computing with these ideals. However, some usual computations of the algebraic case cannot be extended. In particular no algorithm is known for testing membership of an element in a radical differential ideal or the equality of two radical differential ideals.

Another consequence of the Noetherian property is that a radical differential ideal can be uniquely expressed as the intersection of a finite number of prime differential ideals, called essential prime components of the ideal.

Elimination methods

Elimination methods are algorithms that preferentially eliminate a specified set of derivatives from a set of differential equations, commonly done to better understand and solve sets of differential equations.

Categories of elimination methods include characteristic set methods, differential Gröbner bases methods and resultant based methods.

Common operations used in elimination algorithms include 1) ranking derivatives, polynomials, and polynomial sets, 2) identifying a polynomial's leading derivative, initial and separant, 3) polynomial reduction, and 4) creating special polynomial sets.

Ranking derivatives

The ranking of derivatives is a total order and an admisible order, defined as:

\forall p \in \Theta Y, \ \forall \theta_\mu \in \Theta : \theta_\mu p > p.

\forall p,q \in \Theta Y, \ \forall \theta_\mu \in \Theta : p \ge q \Rightarrow \theta_\mu p \ge \theta_\mu q.

Each derivative has an integer tuple, and a monomial order ranks the derivative by ranking the derivative's integer tuple. The integer tuple identifies the differential indeterminate, the derivative's multi-index and may identify the derivative's order. Types of ranking include:

\forallyi,yj\inY,\forall\theta\mu,\theta\nu\in\Theta:\operatorname{ord}(\theta\mu)\ge\operatorname{ord}(\theta\nu)\theta\muyi\ge\theta\nuyj

\forallyi,yj\inY,\forall\theta\mu,\theta\nu\in\Theta:yi\geyj\theta\muyi\ge\theta\nuyj

In this example, the integer tuple identifies the differential indeterminate and derivative's multi-index, and lexicographic monomial order, \ge_\text, determines the derivative's rank.

e1
η(\delta
1

\circ\circ

en
\delta
n

(yj))=(j,e1,\ldots,en)

.

η(\theta\muyj)\gelexη(\theta\nuyk)\theta\muyj\ge\theta\nuyk.

Leading derivative, initial and separant

This is the standard polynomial form:

p=ad

d+
u
p

ad-1

d-1
u
p

++a1up+a0

.

up

.

ad,\ldots,a0

do not contain the leading derivative u_p.
\deg
up

(p)=d

.

Ip=ad

.
d
u
p
.

Sp=

\partialp
\partialup
.

Separant set is

SA=\{Sp\midp\inA\}

, initial set is

IA=\{Ip\midp\inA\}

and combined set is H_A= S_A \cup I_A .

Reduction

Partially reduced (partial normal form) polynomial q with respect to polynomial p indicates these polynomials are non-ground field elements, p,q \in \mathcal \ \setminus \mathcal, and

q

contains no proper derivative of

up

.

Partially reduced polynomial q with respect to polynomial p becomes reduced (normal form) polynomial q with respect to p if the degree of u_p in q is less than the degree of u_ in p.

An autoreduced polynomial set has every polynomial reduced with respect to every other polynomial of the set. Every autoreduced set is finite. An autoreduced set is triangular meaning each polynomial element has a distinct leading derivative.

Ritt's reduction algorithm identifies integers i_, s_ and transforms a differential polynomial f using pseudodivision to a lower or equally ranked remainder polynomial f_ that is reduced with respect to the autoreduced polynomial set A. The algorithm's first step partially reduces the input polynomial and the algorithm's second step fully reduces the polynomial. The formula for reduction is:

fred\equiv

\prod
Ak\inA
i
Ak
I
Ak

i
Ak
S
Ak

f,\pmod{[A]}with

i
Ak

,

s
Ak

\inN.

Ranking polynomial sets

Set A is a differential chain if the rank of the leading derivatives is u_ < \dots < u_ and \forall i, \ A_ is reduced with respect to A_

Autoreduced sets A and B each contain ranked polynomial elements. This procedure ranks two autoreduced sets by comparing pairs of identically indexed polynomials from both autoreduced sets.

A1<<Am\inA

and

B1<<Bn\inB

and

i,j,k\inN

.

rankA<rankB

if there is a

k\le\operatorname{minimum}(m,n)

such that

Ai=Bi

for 1 \le i < k and

Ak<Bk

.

\operatorname{rank}A<\operatorname{rank}B

if

n<m

and

Ai=Bi

for

1\lei\len

.

\operatorname{rank}A=\operatorname{rank}B

if

n=m

and

Ai=Bi

for

1\lei\len

.

Polynomial sets

A characteristic set C is the lowest ranked autoreduced subset among all the ideal's autoreduced subsets whose subset polynomial separants are non-members of the ideal \mathcal.

The delta polynomial applies to polynomial pair p,q whose leaders share a common derivative, \theta_ u_= \theta_ u_. The least common derivative operator for the polynomial pair's leading derivatives is \theta_, and the delta polynomial is:

\operatorname{\Delta-poly}(p,q)=Sq

\thetapqp
\thetap

-Sp

\thetapqq
\thetaq

A coherent set is a polynomial set that reduces its delta polynomial pairs to zero.

Regular system and regular ideal

A regular system \Omega contains a autoreduced and coherent set of differential equations A and a inequation set H_ \supseteq H_A with set H_\Omega reduced with respect to the equation set.

Regular differential ideal \mathcal_\text and regular algebraic ideal \mathcal_\text are saturation ideals that arise from a regular system. Lazard's lemma states that the regular differential and regular algebraic ideals are radical ideals.

Rosenfeld–Gröbner algorithm

The Rosenfeld–Gröbner algorithm decomposes the radical differential ideal as a finite intersection of regular radical differential ideals. These regular differential radical ideals, represented by characteristic sets, are not necessarily prime ideals and the representation is not necessarily minimal.

The membership problem is to determine if a differential polynomial p is a member of an ideal generated from a set of differential polynomials S. The Rosenfeld–Gröbner algorithm generates sets of Gröbner bases. The algorithm determines that a polynomial is a member of the ideal if and only if the partially reduced remainder polynomial is a member of the algebraic ideal generated by the Gröbner bases.

The Rosenfeld–Gröbner algorithm facilitates creating Taylor series expansions of solutions to the differential equations.

Examples

Differential fields

Example 1: (\operatorname(\operatorname(y), \partial_)) is the differential meromorphic function field with a single standard derivation.

Example 2: (\mathbb \, (1+3 \cdot y + y^) \cdot \partial_) is a differential field with a linear differential operator as the derivation.

Derivation

Define E^(p(y))=p(y+a) as shift operator E^ for polynomial p(y).

A shift-invariant operator T commutes with the shift operator: E^ \circ T=T \circ E^.

The Pincherle derivative, a derivation of shift-invariant operator T, is T^ = T \circ y - y \circ T .

Constants

Ring of integers is

(Z.\delta)

, and every integer is a constant.

\delta(m+1)=\delta(m)+\delta(1)=\delta(m)\delta(m+1)=\delta(m)

.

\delta(1)=0\wedge\delta(m+1)=\delta(m)\forallm\inZ,\delta(m)=0

.

Field of rational numbers is

(Q.\delta)

, and every rational number is a constant.

\forallr\inQ,\existsa\inZ,b\inZ/\{0\},r=

a
b

\delta(r)=\delta\left(

a
b

\right)=

\delta(a)b-a\delta(b)
b2

=0

.

Differential subring

Constants form the subring of constants (\mathbb, \partial_) \subset (\mathbb \, \partial_) .

Differential ideal

Element \exp(y) simply generates differential ideal [\exp(y)] in the differential ring (\mathbb \, \partial_) .

Algebra over a differential ring

Any ring with identity is a \operatornamealgebra. Thus a differential ring is a \operatornamealgebra.

If ring \mathcal is a subring of the center of unital ring \mathcal, then \mathcal is an \operatornamealgebra. Thus, a differential ring is an algebra over its differential subring. This is the natural structure of an algebra over its subring.

Special and normal polynomials

Ring (\mathbb \, \partial_y) has irreducible polynomials, p (normal, squarefree) and q (special, ideal generator).

\partial_y(y)=1, \ \partial_y(z)=1+z^2, \ z=\tan(y)

p(y)=1+y^2, \ \partial_y(p)=2 \cdot y,\ \gcd(p, \partial_y(p))=1

q(z)=1+z^2, \ \partial_y(q)=2 \cdot z \cdot (1+z^2),\ \gcd(q, \partial_(q))=q

Polynomials

Ranking

Ring (\mathbb \, \delta) has derivatives \delta(y_)=y_^ and \delta(y_)=y_^

Leading derivative and initial

The

leading derivatives, and initials are:

p= \cdot ^ + 3 \cdot y_^ \cdot + (y_^)^

q= \cdot + y_ \cdot y_^ + (y_^)^

r= \cdot ^ + y_^ \cdot + 2 \cdot y_

Separants

S_= 2 \cdot (y_+ y_^) \cdot y_^ + 3 \cdot y_^.

S_= y_+ 3 \cdot y_^

S_= 2 \cdot (y_+3) \cdot y_^ + y_^

Autoreduced sets

Applications

Symbolic integration

Symbolic integration uses algorithms involving polynomials and their derivatives such as Hermite reduction, Czichowski algorithm, Lazard-Rioboo-Trager algorithm, Horowitz-Ostrogradsky algorithm, squarefree factorization and splitting factorization to special and normal polynomials.

Differential equations

Differential algebra can determine if a set of differential polynomial equations has a solution. A total order ranking may identify algebraic constraints. An elimination ranking may determine if one or a selected group of independent variables can express the differential equations. Using triangular decomposition and elimination order, it may be possible to solve the differential equations one differential indeterminate at a time in a step-wise method. Another approach is to create a class of differential equations with a known solution form; matching a differential equation to its class identifies the equation's solution. Methods are available to facilitate the numerical integration of a differential-algebraic system of equations.

In a study of non-linear dynamical systems with chaos, researchers used differential elimination to reduce differential equations to ordinary differential equations involving a single state variable. They were successful in most cases, and this facilitated developing approximate solutions, efficiently evaluating chaos, and constructing Lyapunov functions. Researchers have applied differential elimination to understanding cellular biology, compartmental biochemical models, parameter estimation and quasi-steady state approximation (QSSA) for biochemical reactions. Using differential Gröbner bases, researchers have investigated non-classical symmetry properties of non-linear differential equations. Other applications include control theory, model theory, and algebraic geometry. Differential algebra also applies to differential-difference equations.

Algebras with derivations

Differential graded vector space

A \operatorname vector space V_ is a collection of vector spaces V_ with integer degree |v|=m for v\in V_. A direct sum can represent this graded vector space:

V\bullet=oplusmVm

A differential graded vector space or chain complex, is a graded vector space V_ with a differential map or boundary map d_: V_ \to V_ with

dm\circdm+1=0

.

A cochain complex is a graded vector space V^ with a differential map or coboundary map d_: V_ \to V_ with

dm+1\circdm=0

.

Differential graded algebra

A differential graded algebra is a graded algebra A with a linear derivation d: A \to A with

d\circd=0

that follows the graded Leibniz product rule.

\foralla,b\inA,d(ab)=d(a)b+(-1)|a|ad(b)

with

|a|

the degree of vector

a

.

Lie algebra

A Lie algebra is a finite-dimensional real or complex vector space \mathcal with a bilinear bracket operator [,]:\mathcal \times \mathcal \to \mathcal with Skew symmetry and the Jacobi identity property.

[X,Y]=-[Y,X]

[X,[Y,Z]]+[Y,[Z,X]]+[Z,[X,Y]]=0

for all

X,Y,Z\inl{g}

.

The adjoint operator, \operatorname(Y)=[Y,X] is a derivation of the bracket because the adjoint's effect on the binary bracket operation is analogous to the derivation's effect on the binary product operation. This is the inner derivation determined by X.

\operatorname{ad}X([Y,Z])=[\operatorname{ad}X(Y),Z]+[Y,\operatorname{ad}X(Z)]

The universal enveloping algebra U(\mathcal) of Lie algebra \mathcal is a maximal associative algebra with identity, generated by Lie algebra elements \mathcal and containing products defined by the bracket operation. Maximal means that a linear homomorphism maps the universal algebra to any other algebra that otherwise has these properties. The adjoint operator is a derivation following the Leibniz product rule.

U(l{g})

:

XY-YX=[X,Y]

\operatorname{ad}X(YZ)=\operatorname{ad}X(Y)Z+Y\operatorname{ad}X(Z)

for all

X,Y,Z\inU(l{g})

.

Weyl algebra

The Weyl algebra is an algebra A_(K) over a ring K [p_{1}, q_{1}, \dots, p_{n}, q_{n}] with a specific noncommutative product:

piqi-qipi=1,:i\in\{1,...,n\}

.All other indeterminate products are commutative for i,j \in \:

piqj-qjpi=0ifi\nej,pipj-pjpi=0,qiqj-qjqi=0

.A Weyl algebra can represent the derivations for a commutative ring's polynomials f \in K[y_{1}, \ldots, y_{n}]. The Weyl algebra's elements are endomorphisms, the elements p_, \ldots, p_ function as standard derivations, and map compositions generate linear differential operators. D-module is a related approach for understanding differential operators. The endomorphisms are:

qj(yk)=yjyk,qj(c)=cyjwithc\inK,pj(yj)=1,pj(yk)=0ifj\nek,pj(c)=0withc\inK

Pseudodifferential operator ring

The associative, possibly noncommutative ring A has derivation d: A \to A .

The pseudo-differential operator ring A((\partial^)) is a left \operatorname containing ring elements L:

ai\inA,i,imin\inN,|imin|>0:L=

n
\sum
i\geimin

ai\partiali

The derivative operator is d(a) = \partial \circ a - a \circ \partial .

The binomial coefficient is

l({i\atopk}r)

.

Pseudo-differential operator multiplication is:

n
\sum
i\geimin

ai\partiali

m
\sum
j\gejmin

bi\partialj=\sumi,j;kl({i\atopk}r)ai

k(b
d
j)

\partiali+j-k

Open problems

The Ritt problem asks is there an algorithm that determines if one prime differential ideal contains a second prime differential ideal when characteristic sets identify both ideals.

The Kolchin catenary conjecture states given a d>0 dimensional irreducible differential algebraic variety V and an arbitrary point p \in V, a long gap chain of irreducible differential algebraic subvarieties occurs from p to V.

The Jacobi bound conjecture concerns the upper bound for the order of an differential variety's irreducible component. The polynomial's orders determine a Jacobi number, and the conjecture is the Jacobi number determines this bound.

See also

References

External links