On polynomial solutions of differential equations

A general method of obtaining linear differential equations having polynomial solutions is proposed. The method is based on an equivalence of the spectral problem for an element of the universal enveloping algebra of some Lie algebra in the "projectivized" representation possessing an invariant subspace and the spectral problem for a certain linear differential operator with variable coefficients. It is shown in general that polynomial solutions of partial differential equations occur; in the case of Lie superalgebras there are polynomial solutions of some matrix differential equations, quantum algebras give rise to polynomial solutions of finite--difference equations. Particularly, known classical orthogonal polynomials will appear when considering $SL(2,{\bf R})$ acting on ${\bf RP_1}$. As examples, some polynomials connected to projectivized representations of $sl_2 ({\bf R})$, $sl_2 ({\bf R})_q$, $osp(2,2)$ and $so_3$ are briefly discussed.Comment: 12p

Solving simple quaternionic differential equations

The renewed interest in investigating quaternionic quantum mechanics, in particular tunneling effects, and the recent results on quaternionic differential operators motivate the study of resolution methods for quaternionic differential equations. In this paper, by using the real matrix representation of left/right acting quaternionic operators, we prove existence and uniqueness for quaternionic initial value problems, discuss the reduction of order for quaternionic homogeneous differential equations and extend to the non-commutative case the method of variation of parameters. We also show that the standard Wronskian cannot uniquely be extended to the quaternionic case. Nevertheless, the absolute value of the complex Wronskian admits a non-commutative extension for quaternionic functions of one real variable. Linear dependence and independence of solutions of homogeneous (right) H-linear differential equations is then related to this new functional. Our discussion is, for simplicity, presented for quaternionic second order differential equations. This involves no loss of generality. Definitions and results can be readily extended to the n-order case.Comment: 9 pages, AMS-Te

Dynamics with Infinitely Many Derivatives: Variable Coefficient Equations

Infinite order differential equations have come to play an increasingly significant role in theoretical physics. Field theories with infinitely many derivatives are ubiquitous in string field theory and have attracted interest recently also from cosmologists. Crucial to any application is a firm understanding of the mathematical structure of infinite order partial differential equations. In our previous work we developed a formalism to study the initial value problem for linear infinite order equations with constant coefficients. Our approach relied on the use of a contour integral representation for the functions under consideration. In many applications, including the study of cosmological perturbations in nonlocal inflation, one must solve linearized partial differential equations about some time-dependent background. This typically leads to variable coefficient equations, in which case the contour integral methods employed previously become inappropriate. In this paper we develop the theory of a particular class of linear infinite order partial differential equations with variable coefficients. Our formalism is particularly well suited to the types of equations that arise in nonlocal cosmological perturbation theory. As an example to illustrate our formalism we compute the leading corrections to the scalar field perturbations in p-adic inflation and show explicitly that these are small on large scales.Comment: 26 pages, 2 figure

Solving linear parabolic rough partial differential equations

We study linear rough partial differential equations in the setting of [Friz and Hairer, Springer, 2014, Chapter 12]. More precisely, we consider a linear parabolic partial differential equation driven by a deterministic rough path $\mathbf{W}$ of H\"older regularity $\alpha$ with $1/3 < \alpha \le 1/2$. Based on a stochastic representation of the solution of the rough partial differential equation, we propose a regression Monte Carlo algorithm for spatio-temporal approximation of the solution. We provide a full convergence analysis of the proposed approximation method which essentially relies on the new bounds for the higher order derivatives of the solution in space. Finally, a comprehensive simulation study showing the applicability of the proposed algorithm is presented