Status of the differential transformation method

Further to a recent controversy on whether the differential transformation method (DTM) for solving a differential equation is purely and solely the traditional Taylor series method, it is emphasized that the DTM is currently used, often only, as a technique for (analytically) calculating the power series of the solution (in terms of the initial value parameters). Sometimes, a piecewise analytic continuation process is implemented either in a numerical routine (e.g., within a shooting method) or in a semi-analytical procedure (e.g., to solve a boundary value problem). Emphasized also is the fact that, at the time of its invention, the currently-used basic ingredients of the DTM (that transform a differential equation into a difference equation of same order that is iteratively solvable) were already known for a long time by the "traditional"-Taylor-method users (notably in the elaboration of software packages --numerical routines-- for automatically solving ordinary differential equations). At now, the defenders of the DTM still ignore the, though much better developed, studies of the "traditional"-Taylor-method users who, in turn, seem to ignore similarly the existence of the DTM. The DTM has been given an apparent strong formalization (set on the same footing as the Fourier, Laplace or Mellin transformations). Though often used trivially, it is easily attainable and easily adaptable to different kinds of differentiation procedures. That has made it very attractive. Hence applications to various problems of the Taylor method, and more generally of the power series method (including noninteger powers) has been sketched. It seems that its potential has not been exploited as it could be. After a discussion on the reasons of the "misunderstandings" which have caused the controversy, the preceding topics are concretely illustrated.Comment: To appear in Applied Mathematics and Computation, 29 pages, references and further considerations adde

Making big steps in trajectories

We consider the solution of initial value problems within the context of hybrid systems and emphasise the use of high precision approximations (in software for exact real arithmetic). We propose a novel algorithm for the computation of trajectories up to the area where discontinuous jumps appear, applicable for holomorphic flow functions. Examples with a prototypical implementation illustrate that the algorithm might provide results with higher precision than well-known ODE solvers at a similar computation time

On universality of critical behaviour in Hamiltonian PDEs

Our main goal is the comparative study of singularities of solutions to the systems of first order quasilinear PDEs and their perturbations containing higher derivatives. The study is focused on the subclass of Hamiltonian PDEs with one spatial dimension. For the systems of order one or two we describe the local structure of singularities of a generic solution to the unperturbed system near the point of "gradient catastrophe" in terms of standard objects of the classical singularity theory; we argue that their perturbed companions must be given by certain special solutions of Painleve' equations and their generalizations.Comment: 59 pages, 2 figures. Amer. Math. Soc. Transl., to appea

Regular polynomial interpolation and approximation of global solutions of linear partial differential equations

We consider regular polynomial interpolation algorithms on recursively defined sets of interpolation points which approximate global solutions of arbitrary well-posed systems of linear partial differential equations. Convergence of the 'limit' of the recursively constructed family of polynomials to the solution and error estimates are obtained from a priori estimates for some standard classes of linear partial differential equations, i.e. elliptic and hyperbolic equations. Another variation of the algorithm allows to construct polynomial interpolations which preserve systems of linear partial differential equations at the interpolation points. We show how this can be applied in order to compute higher order terms of WKB-approximations of fundamental solutions of a large class of linear parabolic equations. The error estimates are sensitive to the regularity of the solution. Our method is compatible with recent developments for solution of higher dimensional partial differential equations, i.e. (adaptive) sparse grids, and weighted Monte-Carlo, and has obvious applications to mathematical finance and physics.Comment: 28 page

Source Galerkin Calculations in Scalar Field Theory

In this paper, we extend previous work on scalar $\phi^4$ theory using the Source Galerkin method. This approach is based on finding solutions $Z[J]$ to the lattice functional equations for field theories in the presence of an external source $J$. Using polynomial expansions for the generating functional $Z$, we calculate propagators and mass-gaps for a number of systems. These calculations are straightforward to perform and are executed rapidly compared to Monte Carlo. The bulk of the computation involves a single matrix inversion. The use of polynomial expansions illustrates in a clear and simple way the ideas of the Source Galerkin method. But at the same time, this choice has serious limitations. Even after exploiting symmetries, the size of calculations become prohibitive except for small systems. The calculations in this paper were made on a workstation of modest power using a fourth order polynomial expansion for lattices of size $8^2$,$4^3$,$2^4$ in $2D$, $3D$, and $4D$. In addition, we present an alternative to the Galerkin procedure that results in sparse matrices to invert.Comment: 31 pages, latex, figures separat