The semilinear heat equation on sparse random graphs

Using the theory of $L^p$-graphons (Borgs et al, 2014), we derive and rigorously justify the continuum limit for systems of differential equations on sparse random graphs. Specifically, we show that the solutions of the initial value problems for the discrete models can be approximated by those of an appropriate nonlocal diffusion equation. Our results apply to a range of spatially extended dynamical models of different physical, biological, social, and economic networks. Importantly, our assumptions cover network topologies featured in many important real-world networks. In particular, we derive the continuum limit for coupled dynamical systems on power law graphs. The latter is the main motivation for this work

Implicit/inverse function theorems for free noncommutative functions

We prove an implicit function theorem and an inverse function theorem for free noncommutative functions over operator spaces and on the set of nilpotent matrices. We apply these results to study dependence of the solution of the initial value problem for ODEs in noncommutative spaces on the initial data and to extremal problems with noncommutative constraints

Noncommutative rational functions, their difference-differential calculus and realizations

Noncommutative rational functions appeared in many contexts in system theory and control, from the theory of finite automata and formal languages to robust control and LMIs. We survey the construction of noncommutative rational functions, their realization theory and some of their applications. We also develop a difference-differential calculus as a tool for further analysis

The mean field equation for the Kuramoto model on graph sequences with non-Lipschitz limit

The Kuramoto model (KM) of coupled phase oscillators on graphs provides the most influential framework for studying collective dynamics and synchronization. It exhibits a rich repertoire of dynamical regimes. Since the work of Strogatz and Mirollo, the mean field equation derived in the limit as the number of oscillators in the KM goes to infinity, has been the key to understanding a number of interesting effects, including the onset of synchronization and chimera states. In this work, we study the mathematical basis of the mean field equation as an approximation of the discrete KM. Specifically, we extend the Neunzert's method of rigorous justification of the mean field equation to cover interacting dynamical systems on graphs. We then apply it to the KM on convergent graph sequences with non-Lipschitz limit. This family of graphs includes many graphs that are of interest in applications, e.g., nearest-neighbor and small-world graphs

Sparse Monte Carlo method for nonlocal diffusion problems

A class of evolution equations with nonlocal diffusion is considered in this work. These are integro-differential equations arising as models of propagation phenomena in continuum media with nonlocal interactions including neural tissue, porous media flow, peridynamics, models with fractional diffusion, as well as continuum limits of interacting dynamical systems. The principal challenge of numerical integration of nonlocal systems stems from the lack of spatial regularity of the data and solutions intrinsic to nonlocal models. To overcome this problem we propose a semidiscrete numerical scheme based on the combination of sparse Monte Carlo and discontinuous Galerkin methods. An important feature of our method is sparsity. Sparse sampling of points in the Monte Carlo approximation of the nonlocal term allows to use fewer discretization points without compromising the accuracy. We prove convergence of the numerical method and estimate the rate of convergence. There are two principal ingredients in the error of the numerical method related to the use of Monte Calro and Galerkin approximations respectively. We analyze both errors. Two representative examples of discontinuous kernels are presented. The first example features a kernel with a singularity, while the kernel in the second example experiences jump discontinuity. We show how the information about the singularity in the former case and the geometry of the discontinuity set in the latter translate into the rate of convergence of the numerical procedure. In addition, we illustrate the rate of convergence estimate with a numerical example of an initial value problem, for which an explicit analytic solution is available. Numerical results are consistent with analytical estimates

Schur--Agler and Herglotz--Agler classes of functions: positive-kernel decompositions and transfer-function realizations

We discuss transfer-function realization for multivariable holomorphic functions mapping the unit polydisk or the right polyhalfplane into the operator analogue of either the unit disk or the right halfplane (Schur/Herglotz functions over either the unit polydisk or the right polyhalfplane) which satisfy the appropriate stronger contractive/positive real part condition for the values of these functions on commutative tuples of strict contractions/strictly accretive operators (Schur--Agler/Herglotz--Agler functions over either the unit polydisk or the right polyhalfplane). As originally shown by Agler, the first case (polydisk to disk) can be solved via unitary extensions of a partially defined isometry constructed in a canonical way from a kernel decomposition for the function (the {\em lurking-isometry method}). We show how a geometric reformulation of the lurking-isometry method (embedding of a given isotropic subspace of a Kre\u{\i}n space into a Lagrangian subspace---the {\em lurking-isotropic-subspace method}) can be used to handle the second two cases (polydisk to halfplane and polyhalfplane to disk), as well as the last case (polyhalfplane to halfplane) if an additional growth condition at $\infty$ is imposed. For the general fourth case, we show how a linear-fractional-transformation change of variable can be used to arrive at the appropriate symmetrized nonhomogeneous Bessmertny\u{\i} long-resolvent realization. We also indicate how this last result recovers the classical integral representation formula for scalar-valued holomorphic functions mapping the right halfplane into itself

Rational Cayley inner Herglotz-Agler functions: positive-kernel decompositions and transfer-function realizations

The Bessmertny\u{\i} class consists of rational matrix-valued functions of $d$ complex variables representable as the Schur complement of a block of a linear pencil $A(z)=z_1A_1+\cdots+z_dA_d$ whose coefficients $A_k$ are positive semidefinite matrices. We show that it coincides with the subclass of rational functions in the Herglotz-Agler class over the right poly-halfplane which are homogeneous of degree one and which are Cayley inner. The latter means that such a function is holomorphic on the right poly-halfplane and takes skew-Hermitian matrix values on $(i\mathbb{R})^d$, or equivalently, is the double Cayley transform (over the variables and over the matrix values) of an inner function on the unit polydisk. Using Agler-Knese's characterization of rational inner Schur-Agler functions on the polydisk, extended now to the matrix-valued case, and applying appropriate Cayley transformations, we obtain characterizations of matrix-valued rational Cayley inner Herglotz-Agler functions both in the setting of the polydisk and of the right poly-halfplane, in terms of transfer-function realizations and in terms of positive-kernel decompositions. In particular, we extend Bessmertny\u{\i}'s representation to rational Cayley inner Herglotz-Agler functions on the right poly-halfplane, where a linear pencil $A(z)$ is now in the form $A(z)=A_0+z_1A_1+\cdots +z_dA_d$ with $A_0$ skew-Hermitian and the other coefficients $A_k$ positive semidefinite matrices

Fixed point theorems for noncommutative functions

We establish a fixed point theorem for mappings of square matrices of all sizes which respect the matrix sizes and direct sums of matrices. The conclusions are stronger if such a mapping also respects matrix similarities, i.e., is a noncommutative function. As a special case, we prove the corresponding contractive mapping theorem which can be viewed as a new version of the Banach Fixed Point Theorem. This result is then applied to prove the existence and uniqueness of a solution of the initial value problem for ODEs in noncommutative spaces. As a by-product of the ideas developed in this paper, we establish a noncommutative version of the principle of nested closed sets

Contractive determinantal representations of stable polynomials on a matrix polyball

We show that an irreducible polynomial $p$ with no zeros on the closure of a matrix unit polyball, a.k.a. a cartesian product of Cartan domains of type I, and such that $p(0)=1$, admits a strictly contractive determinantal representation, i.e., $p=\det(I-KZ_n)$, where $n=(n_1,...,n_k)$ is a $k$-tuple of nonnegative integers, $Z_n=\bigoplus_{r=1}^k(Z^{(r)}\otimes I_{n_r})$, $Z^{(r)}=[z^{(r)}_{ij}]$ are complex matrices, $p$ is a polynomial in the matrix entries $z^{(r)}_{ij}$, and $K$ is a strictly contractive matrix. This result is obtained via a noncommutative lifting and a theorem on the singularities of minimal noncommutative structured system realizations

Norm-constrained determinantal representations of polynomials

For every multivariable polynomial $p$, with $p(0)=1$, we construct a determinantal representation $$p=\det (I - K Z),$$ where $Z$ is a diagonal matrix with coordinate variables on the diagonal and $K$ is a complex square matrix. Such a representation is equivalent to the existence of $K$ whose principal minors satisfy certain linear relations. When norm constraints on $K$ are imposed, we give connections to the multivariable von Neumann inequality, Agler denominators, and stability. We show that if a multivariable polynomial $q$, $q(0)=0,$ satisfies the von Neumann inequality, then $1-q$ admits a determinantal representation with $K$ a contraction. On the other hand, every determinantal representation with a contractive $K$ gives rise to a rational inner function in the Schur--Agler class