Quasi-Lagrangian Systems of Newton Equations

Systems of Newton equations of the form $\ddot{q}=-{1/2}A^{-1}(q)\nabla k$ with an integral of motion quadratic in velocities are studied. These equations generalize the potential case (when A=I, the identity matrix) and they admit a curious quasi-Lagrangian formulation which differs from the standard Lagrange equations by the plus sign between terms. A theory of such quasi-Lagrangian Newton (qLN) systems having two functionally independent integrals of motion is developed with focus on two-dimensional systems. Such systems admit a bi-Hamiltonian formulation and are proved to be completely integrable by embedding into five-dimensional integrable systems. They are characterized by a linear, second-order PDE which we call the fundamental equation. Fundamental equations are classified through linear pencils of matrices associated with qLN systems. The theory is illustrated by two classes of systems: separable potential systems and driven systems. New separation variables for driven systems are found. These variables are based on sets of non-confocal conics. An effective criterion for existence of a qLN formulation of a given system is formulated and applied to dynamical systems of the Henon-Heiles type.Comment: 50 pages including 9 figures. Uses epsfig package. To appear in J. Math. Phy

Half-trek criterion for generic identifiability of linear structural equation models

A linear structural equation model relates random variables of interest and corresponding Gaussian noise terms via a linear equation system. Each such model can be represented by a mixed graph in which directed edges encode the linear equations and bidirected edges indicate possible correlations among noise terms. We study parameter identifiability in these models, that is, we ask for conditions that ensure that the edge coefficients and correlations appearing in a linear structural equation model can be uniquely recovered from the covariance matrix of the associated distribution. We treat the case of generic identifiability, where unique recovery is possible for almost every choice of parameters. We give a new graphical condition that is sufficient for generic identifiability and can be verified in time that is polynomial in the size of the graph. It improves criteria from prior work and does not require the directed part of the graph to be acyclic. We also develop a related necessary condition and examine the "gap" between sufficient and necessary conditions through simulations on graphs with 25 or 50 nodes, as well as exhaustive algebraic computations for graphs with up to five nodes.Comment: Published in at http://dx.doi.org/10.1214/12-AOS1012 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Finite Mechanical Proxies for a Class of Reducible Continuum Systems

We present the exact finite reduction of a class of nonlinearly perturbed wave equations, based on the Amann-Conley-Zehnder paradigm. By solving an inverse eigenvalue problem, we establish an equivalence between the spectral finite description derived from A-C-Z and a discrete mechanical model, a well definite finite spring-mass system. By doing so, we decrypt the abstract information encoded in the finite reduction and obtain a physically sound proxy for the continuous problem.Comment: 15 pages, 3 figure

On the relationship between nonlinear equations integrable by the method of characteristics and equations associated with commuting vector fields

It was shown recently that Frobenius reduction of the matrix fields reveals interesting relations among the nonlinear Partial Differential Equations (PDEs) integrable by the Inverse Spectral Transform Method ($S$-integrable PDEs), linearizable by the Hoph-Cole substitution ($C$-integrable PDEs) and integrable by the method of characteristics ($Ch$-integrable PDEs). However, only two classes of $S$-integrable PDEs have been involved: soliton equations like Korteweg-de Vries, Nonlinear Shr\"odinger, Kadomtsev-Petviashvili and Davey-Stewartson equations, and GL(N,\CC) Self-dual type PDEs, like Yang-Mills equation. In this paper we consider the simple five-dimensional nonlinear PDE from another class of $S$-integrable PDEs, namely, scalar nonlinear PDE which is commutativity condition of the pair of vector fields. We show its origin from the (1+1)-dimensional hierarchy of $Ch$-integrable PDEs after certain composition of Frobenius type and differential reductions imposed on the matrix fields. Matrix generalization of the above scalar nonlinear PDE will be derived as well.Comment: 14 pages, 1 figur

Numerical Schubert calculus

We develop numerical homotopy algorithms for solving systems of polynomial equations arising from the classical Schubert calculus. These homotopies are optimal in that generically no paths diverge. For problems defined by hypersurface Schubert conditions we give two algorithms based on extrinsic deformations of the Grassmannian: one is derived from a Gr\"obner basis for the Pl\"ucker ideal of the Grassmannian and the other from a SAGBI basis for its projective coordinate ring. The more general case of special Schubert conditions is solved by delicate intrinsic deformations, called Pieri homotopies, which first arose in the study of enumerative geometry over the real numbers. Computational results are presented and applications to control theory are discussed.Comment: 24 pages, LaTeX 2e with 2 figures, used epsf.st