Numerical Solution of Linear Ordinary Differential Equations and Differential-Algebraic Equations by Spectral Methods

This thesis involves the implementation of spectral methods, for numerical solution of linear Ordinary Differential Equations (ODEs) and linear Differential-Algebraic Equations (DAEs). First we consider ODEs with some ordinary problems, and then, focus on those problems in which the solution function or some coefficient functions have singularities. Then, by expressing weak and strong aspects of spectral methods to solve these kinds of problems, a modified pseudo-spectral method which is more efficient than other spectral methods is suggested and tested on some examples. We extend the pseudo-spectral method to solve a system of linear ODEs and linear DAEs and compare this method with other methods such as Backward Difference Formulae (BDF), and implicit Runge-Kutta (RK) methods using some numerical examples. Furthermore, by using appropriate choice of Gauss-Chebyshev-Radau points, we will show that this method can be used to solve a linear DAE whenever some of coefficient functions have singularities by providing some examples. We also used some problems that have already been considered by some authors by finite difference methods, and compare their results with ours. Finally, we present a short survey of properties and numerical methods for solving DAE problems and then we extend the pseudo-spectral method to solve DAE problems with variable coefficient functions. Our numerical experience shows that spectral and pseudo-spectral methods and their modified versions are very promising for linear ODE and linear DAE problems with solution or coefficient functions having singularities. In section 3.2, a modified method for solving an ODE is introduced which is new work. Furthermore, an extension of this method for solving a DAE or system of ODEs which has been explained in section 4.6 of chapter four is also a new idea and has not been done by anyone previously. In all chapters, wherever we talk about ODE or DAE we mean linear

New Fundamental Symmetries of Integrable Systems and Partial Bethe Ansatz

We introduce a new concept of quasi-Yang-Baxter algebras. The quantum quasi-Yang-Baxter algebras being simple but non-trivial deformations of ordinary algebras of monodromy matrices realize a new type of quantum dynamical symmetries and find an unexpected and remarkable applications in quantum inverse scattering method (QISM). We show that applying to quasi-Yang-Baxter algebras the standard procedure of QISM one obtains new wide classes of quantum models which, being integrable (i.e. having enough number of commuting integrals of motion) are only quasi-exactly solvable (i.e. admit an algebraic Bethe ansatz solution for arbitrarily large but limited parts of the spectrum). These quasi-exactly solvable models naturally arise as deformations of known exactly solvable ones. A general theory of such deformations is proposed. The correspondence ``Yangian --- quasi-Yangian'' and ``$XXX$ spin models --- quasi-$XXX$ spin models'' is discussed in detail. We also construct the classical conterparts of quasi-Yang-Baxter algebras and show that they naturally lead to new classes of classical integrable models. We conjecture that these models are quasi-exactly solvable in the sense of classical inverse scattering method, i.e. admit only partial construction of action-angle variables.Comment: 49 pages, LaTe

Gauging of Geometric Actions and Integrable Hierarchies of KP Type

This work consist of two interrelated parts. First, we derive massive gauge-invariant generalizations of geometric actions on coadjoint orbits of arbitrary (infinite-dimensional) groups $G$ with central extensions, with gauge group $H$ being certain (infinite-dimensional) subgroup of $G$. We show that there exist generalized ``zero-curvature'' representation of the pertinent equations of motion on the coadjoint orbit. Second, in the special case of $G$ being Kac-Moody group the equations of motion of the underlying gauged WZNW geometric action are identified as additional-symmetry flows of generalized Drinfeld-Sokolov integrable hierarchies based on the loop algebra {\hat \cG}. For {\hat \cG} = {\hat {SL}}(M+R) the latter hiearchies are equivalent to a class of constrained (reduced) KP hierarchies called {\sl cKP}_{R,M}, which contain as special cases a series of well-known integrable systems (mKdV, AKNS, Fordy-Kulish, Yajima-Oikawa etc.). We describe in some detail the loop algebras of additional (non-isospectral) symmetries of {\sl cKP}_{R,M} hierarchies. Apart from gauged WZNW models, certain higher-dimensional nonlinear systems such as Davey-Stewartson and $N$-wave resonant systems are also identified as additional symmetry flows of {\sl cKP}_{R,M} hierarchies. Along the way we exhibit explicitly the interrelation between the Sato pseudo-differential operator formulation and the algebraic (generalized) Drinfeld-Sokolov formulation of {\sl cKP}_{R,M} hierarchies. Also we present the explicit derivation of the general Darboux-B\"acklund solutions of {\sl cKP}_{R,M} preserving their additional (non-isospectral) symmetries, which for R=1 contain among themselves solutions to the gauged $SL(M+1)/U(1)\times SL(M)$ WZNW field equations.Comment: LaTeX209, 47 page