Painleve property and the first integrals of nonlinear differential equations

Link between the Painleve property and the first integrals of nonlinear ordinary differential equations in polynomial form is discussed. The form of the first integrals of the nonlinear differential equations is shown to determine by the values of the Fuchs indices. Taking this idea into consideration we present the algorithm to look for the first integrals of the nonlinear differential equations in the polynomial form. The first integrals of five nonlinear ordinary differential equations are found. The general solution of one of the fourth ordinary differential equations is given.Comment: 22 page

Explicit Construction of First Integrals with Quasi-monomial Terms from the Painlev\'{e} Series

The Painlev\'{e} and weak Painlev\'{e} conjectures have been used widely to identify new integrable nonlinear dynamical systems. For a system which passes the Painlev\'{e} test, the calculation of the integrals relies on a variety of methods which are independent from Painlev\'{e} analysis. The present paper proposes an explicit algorithm to build first integrals of a dynamical system, expressed as `quasi-polynomial' functions, from the information provided solely by the Painlev\'{e} - Laurent series solutions of a system of ODEs. Restrictions on the number and form of quasi-monomial terms appearing in a quasi-polynomial integral are obtained by an application of a theorem by Yoshida (1983). The integrals are obtained by a proper balancing of the coefficients in a quasi-polynomial function selected as initial ansatz for the integral, so that all dependence on powers of the time $\tau=t-t_0$ is eliminated. Both right and left Painlev\'{e} series are useful in the method. Alternatively, the method can be used to show the non-existence of a quasi-polynomial first integral. Examples from specific dynamical systems are given.Comment: 16 pages, 0 figure

A class of finite dimensional optimal nonlinear estimators

Finite dimensional optimal nonlinear state estimators are derived for bilinear systems evolving on nilpotent and solvable Lie groups. These results are extended to other classes of systems involving polynomial nonlinearities. The concepts of exact differentials and path-independent integrals are used to derive optimal finite dimensional estimators for a further class of nonlinear systems

Non-existence criteria for Laurent polynomial first integrals

In this paper we derived some simple criteria for non-existence and partial non-existence Laurent polynomial first integrals for a general nonlinear systems of ordinary differential equations $\dot x = f(x)$, $x \in \mathbb{R}^n$ with $f(0) = 0$. We show that if the eigenvalues of the Jacobi matrix of the vector field $f(x)$ are $\mathbb{Z}$-independent, then the system has no nontrivial Laurent polynomial integrals

The impact of the diagonals of polynomial forms on limit theorems with long memory

We start with an i.i.d. sequence and consider the product of two polynomial-forms moving averages based on that sequence. The coefficients of the polynomial forms are asymptotically slowly decaying homogeneous functions so that these processes have long memory. The product of these two polynomial forms is a stationary nonlinear process. Our goal is to obtain limit theorems for the normalized sums of this product process in three cases: exclusion of the diagonal terms of the polynomial form, inclusion, or the mixed case (one polynomial form excludes the diagonals while the other one includes them). In any one of these cases, if the product has long memory, then the limits are given by Wiener chaos. But the limits in each of the cases are quite different. If the diagonals are excluded, then the limit is expressed as in the product formula of two Wiener-It\^{o} integrals. When the diagonals are included, the limit stochastic integrals are typically due to a single factor of the product, namely the one with the strongest memory. In the mixed case, the limit stochastic integral is due to the polynomial form without the diagonals irrespective of the strength of the memory.Comment: Published at http://dx.doi.org/10.3150/15-BEJ697 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Manifold constrained non-uniformly elliptic problems

We consider the problem of minimizing variational integrals defined on \cc{nonlinear} Sobolev spaces of competitors taking values into the sphere. The main novelty is that the underlying energy features a non-uniformly elliptic integrand exhibiting different polynomial growth conditions and no homogeneity. We develop a few intrinsic methods aimed at proving partial regularity of minima and providing techniques for treating larger classes of similar constrained non-uniformly elliptic variational problems. In order to give estimates for the singular sets we use a general family of Hausdorff type measures following the local geometry of the integrand. A suitable comparison is provided with respect to the naturally associated capacities.Comment: 50 page