Finding Liouvillian first integrals of rational ODEs of any order in finite terms

It is known, due to Mordukhai-Boltovski, Ritt, Prelle, Singer, Christopher and others, that if a given rational ODE has a Liouvillian first integral then the corresponding integrating factor of the ODE must be of a very special form of a product of powers and exponents of irreducible polynomials. These results lead to a partial algorithm for finding Liouvillian first integrals. However, there are two main complications on the way to obtaining polynomials in the integrating factor form. First of all, one has to find an upper bound for the degrees of the polynomials in the product above, an unsolved problem, and then the set of coefficients for each of the polynomials by the computationally-intensive method of undetermined parameters. As a result, this approach was implemented in CAS only for first and relatively simple second order ODEs. We propose an algebraic method for finding polynomials of the integrating factors for rational ODEs of any order, based on examination of the resultants of the polynomials in the numerator and the denominator of the right-hand side of such equation. If both the numerator and the denominator of the right-hand side of such ODE are not constants, the method can determine in finite terms an explicit expression of an integrating factor if the ODE permits integrating factors of the above mentioned form and then the Liouvillian first integral. The tests of this procedure based on the proposed method, implemented in Maple in the case of rational integrating factors, confirm the consistence and efficiency of the method.Comment: Published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA

Solutions for the General, Confluent and Biconfluent Heun equations and their connection with Abel equations

In a recent paper, the canonical forms of a new multi-parameter class of Abel differential equations, so-called AIR, all of whose members can be mapped into Riccati equations, were shown to be related to the differential equations for the hypergeometric 2F1, 1F1 and 0F1 functions. In this paper, a connection between the AIR canonical forms and the Heun General (GHE), Confluent (CHE) and Biconfluent (BHE) equations is presented. This connection fixes the value of one of the Heun parameters, expresses another one in terms of those remaining, and provides closed form solutions in terms of pFq functions for the resulting GHE, CHE and BHE, respectively depending on four, three and two irreducible parameters. This connection also turns evident what is the relation between the Heun parameters such that the solutions admit Liouvillian form, and suggests a mechanism for relating linear equations with N and N-1 singularities through the canonical forms of a non-linear equation of one order less.Comment: Original version submitted to Journal of Physics A: 16 pages, related to math.GM/0002059 and math-ph/0402040. Revised version according to referee's comments: 23 pages. Sign corrected (June/17) in formula (79). Second revised version (July/25): 25 pages. See also http://lie.uwaterloo.ca/odetools.ht

Kondo model in nonequilibrium: Interplay between voltage, temperature, and crossover from weak to strong coupling

We consider an open quantum system in contact with fermionic metallic reservoirs in a nonequilibrium setup. For the case of spin, orbital or potential fluctuations, we present a systematic formulation of real-time renormalization group at finite temperature, where the complex Fourier variable of an effective Liouvillian is used as flow parameter. We derive a universal set of differential equations free of divergencies written as a systematic power series in terms of the frequency-independent two-point vertex only, and solve it in different truncation orders by using a universal set of boundary conditions. We apply the formalism to the description of the weak to strong coupling crossover of the isotropic spin-1/2 nonequilibrium Kondo model at zero magnetic field. From the temperature and voltage dependence of the conductance in different energy regimes we determine various characteristic low-energy scales and compare their universal ratio to known results. For a fixed finite bias voltage larger than the Kondo temperature, we find that the temperature-dependence of the differential conductance exhibits non-monotonic behavior in the form of a peak structure. We show that the peak position and peak width scale linearly with the applied voltage over many orders of magnitude in units of the Kondo temperature. Finally, we compare our calculations with recent experiments.Comment: 48 pages, 10 figure

A generalization of the S-function method applied to a Duffing-Van der Pol forced oscillator

In [1,2] we have developed a method (we call it the S-function method) that is successful in treating certain classes of rational second order ordinary differential equations (rational 2ODEs) that are particularly `resistant' to canonical Lie methods and to Darbouxian approaches. In this present paper, we generalize the S-function method making it capable of dealing with a class of elementary 2ODEs presenting elementary functions. Then, we apply this method to a Duffing-Van der Pol forced oscillator, obtaining an entire class of first integrals