Order reduction methods for solving large-scale differential matrix Riccati equations

We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming low-rank approximations to the sought after solution at selected timesteps. We show that great computational and memory savings are obtained by a reduction process onto rational Krylov subspaces, as opposed to current approaches. By specifically addressing the solution of the reduced differential equation and reliable stopping criteria, we are able to obtain accurate final approximations at low memory and computational requirements. This is obtained by employing a two-phase strategy that separately enhances the accuracy of the algebraic approximation and the time integration. The new method allows us to numerically solve much larger problems than in the current literature. Numerical experiments on benchmark problems illustrate the effectiveness of the procedure with respect to existing solvers

Four lectures on secant varieties

This paper is based on the first author's lectures at the 2012 University of Regina Workshop "Connections Between Algebra and Geometry". Its aim is to provide an introduction to the theory of higher secant varieties and their applications. Several references and solved exercises are also included.Comment: Lectures notes to appear in PROMS (Springer Proceedings in Mathematics & Statistics), Springer/Birkhause

The symplectic and twistor geometry of the general isomonodromic deformation problem

Hitchin's twistor treatment of Schlesinger's equations is extended to the general isomonodromic deformation problem. It is shown that a generic linear system of ordinary differential equations with gauge group SL(n,C) on a Riemann surface X can be obtained by embedding X in a twistor space Z on which sl(n,C) acts. When a certain obstruction vanishes, the isomonodromic deformations are given by deforming X in Z. This is related to a description of the deformations in terms of Hamiltonian flows on a symplectic manifold constructed from affine orbits in the dual Lie algebra of a loop group.Comment: 35 pages, LATE

Symmetries and pre-metric electromagnetism

The equations of pre-metric electromagnetism are formulated as an exterior differential system on the bundle of exterior differential 2-forms over the spacetime manifold. The general form for the symmetry equations of the system is computed and then specialized to various possible forms for an electromagnetic constitutive law, namely, uniform linear, non-uniform linear, and uniform nonlinear. It is shown that in the uniform linear case, one has four possible ways of prolonging the symmetry Lie algebra, including prolongation to a Lie algebra of infinitesimal projective transformations of a real four-dimensional projective space. In the most general non-uniform linear case, th effect of non-uniformity on symmetry seems inconclusive in the absence of further specifics, and in the uniform nonlinear case, the overall difference from the uniform linear case amounts to a deformation of the electromagnetic constitutive tensor by the electromagnetic fields strengths, which induces a corresponding deformation of the symmetry Lie algebra that was obtained in the uniform linear case.Comment: 53 pages. Annalen der Physik (Leipzig) (2005), to be publishe