Beginning with the work of Landau, Pollak and Slepian in the 1960s on time‐band limiting, commuting pairs of integral and differential operators have played a key role in signal processing, random matrix theory, and integrable systems. Previously, such pairs were constructed by ad hoc methods, which essentially worked because a commuting operator of low order could be found by a direct calculation. We describe a general approach to these problems that proves that every point
Reflective prolate-spheroidal operators and the KP/KdV equations
Commuting integral and differential operators connect the topics of signal processing, random matrix theory, and integrable systems. Previously, the construction of such pairs was based on direct calculation and concerned concrete special cases, leaving behind important families such as the operators associated to the rational solutions of the Korteweg–de Vries (KdV) equation. We prove a general theorem that the integral operator associated to every wave function in the infinite-dimensional adelic Grassmannian G r a d of Wilson always reflects a differential operator (in the sense of Definition 1 below). This intrinsic property is shown to follow from the symmetries of Grassmannians of Kadomtsev–Petviashvili (KP) wave functions, where the direct commutativity property holds for operators associated to wave functions fixed by Wilson’s sign involution but is violated in general. Based on this result, we prove a second main theorem that the integral operators in the computation of the singular values of the truncated generalized Laplace transforms associated to all bispectral wave functions of rank 1 reflect a differential operator. A 9 0 ○ rotation argument is used to prove a third main theorem that the integral operators in the computation of the singular values of the truncated generalized Fourier transforms associated to all such KP wave functions commute with a differential operator. These methods produce vast collections of integral operators with prolate-spheroidal properties, including as special cases the integral operators associated to all rational solutions of the KdV and KP hierarchies considered by [Airault, McKean, and Moser, Commun. Pure Appl. Math. 30, 95–148 (1977)] and [Krichever, Funkcional. Anal. i Priložen. 12, 76–78 (1978)], respectively, in the late 1970s. Many examples are presented.
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- Award ID(s):
- 1901830
- NSF-PAR ID:
- 10154901
- Date Published:
- Journal Name:
- Proceedings of the National Academy of Sciences
- Volume:
- 116
- Issue:
- 37
- ISSN:
- 0027-8424
- Page Range / eLocation ID:
- 18310 to 18315
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Abstract W of Wilson's infinite dimensional adelic Grassmannian gives rise to an integral operator , acting on for a contour , which reflects a differential operator with rational coefficients in the sense that on a dense subset of . By using analytic methods and methods from integrable systems, we show that the reflected differential operator can be constructed from the Fourier algebra of the associated bispectral function . The exact size of this algebra with respect to a bifiltration is in turn determined using algebro‐geometric methods. Intrinsic properties of four involutions of the adelic Grassmannian naturally lead us to consider the reflecting property above in place of plain commutativity. Furthermore, we prove that the time‐band limited operators of the generalized Laplace transforms with kernels given by the rank one bispectral functions always reflect a differential operator. A 90° rotation argument is used to prove that the time‐band limited operators of the generalized Fourier transforms with kernels admit a commuting differential operator. These methods produce vast collections of integral operators with prolate‐spheroidal properties, associated to the wave functions of all rational solutions of the KP hierarchy vanishing at infinity, introduced by Krichever in the late 1970s. -
Embedding properties of network realizations of dissipative reduced order models Jörn Zimmerling, Mikhail Zaslavsky,Rob Remis, Shasri Moskow, Alexander Mamonov, Murthy Guddati, Vladimir Druskin, and Liliana Borcea Mathematical Sciences Department, Worcester Polytechnic Institute https://www.wpi.edu/people/vdruskin Abstract Realizations of reduced order models of passive SISO or MIMO LTI problems can be transformed to tridiagonal and block-tridiagonal forms, respectively, via dierent modi cations of the Lanczos algorithm. Generally, such realizations can be interpreted as ladder resistor-capacitor-inductor (RCL) networks. They gave rise to network syntheses in the rst half of the 20th century that was at the base of modern electronics design and consecutively to MOR that tremendously impacted many areas of engineering (electrical, mechanical, aerospace, etc.) by enabling e cient compression of the underlining dynamical systems. In his seminal 1950s works Krein realized that in addition to their compressing properties, network realizations can be used to embed the data back into the state space of the underlying continuum problems. In more recent works of the authors Krein's ideas gave rise to so-called nite-dierence Gaussian quadrature rules (FDGQR), allowing to approximately map the ROM state-space representation to its full order continuum counterpart on a judicially chosen grid. Thus, the state variables can be accessed directly from the transfer function without solving the full problem and even explicit knowledge of the PDE coe cients in the interior, i.e., the FDGQR directly learns" the problem from its transfer function. This embedding property found applications in PDE solvers, inverse problems and unsupervised machine learning. Here we show a generalization of this approach to dissipative PDE problems, e.g., electromagnetic and acoustic wave propagation in lossy dispersive media. Potential applications include solution of inverse scattering problems in dispersive media, such as seismic exploration, radars and sonars. To x the idea, we consider a passive irreducible SISO ROM fn(s) = Xn j=1 yi s + σj , (62) assuming that all complex terms in (62) come in conjugate pairs. We will seek ladder realization of (62) as rjuj + vj − vj−1 = −shˆjuj , uj+1 − uj + ˆrj vj = −shj vj , (63) for j = 0, . . . , n with boundary conditions un+1 = 0, v1 = −1, and 4n real parameters hi, hˆi, ri and rˆi, i = 1, . . . , n, that can be considered, respectively, as the equivalent discrete inductances, capacitors and also primary and dual conductors. Alternatively, they can be viewed as respectively masses, spring stiness, primary and dual dampers of a mechanical string. Reordering variables would bring (63) into tridiagonal form, so from the spectral measure given by (62 ) the coe cients of (63) can be obtained via a non-symmetric Lanczos algorithm written in J-symmetric form and fn(s) can be equivalently computed as fn(s) = u1. The cases considered in the original FDGQR correspond to either (i) real y, θ or (ii) real y and imaginary θ. Both cases are covered by the Stieltjes theorem, that yields in case (i) real positive h, hˆ and trivial r, rˆ, and in case (ii) real positive h,r and trivial hˆ,rˆ. This result allowed us a simple interpretation of (62) as the staggered nite-dierence approximation of the underlying PDE problem [2]. For PDEs in more than one variables (including topologically rich data-manifolds), a nite-dierence interpretation is obtained via a MIMO extensions in block form, e.g., [4, 3]. The main di culty of extending this approach to general passive problems is that the Stieltjes theory is no longer applicable. Moreover, the tridiagonal realization of a passive ROM transfer function (62) via the ladder network (63) cannot always be obtained in port-Hamiltonian form, i.e., the equivalent primary and dual conductors may change sign [1]. 100 Embedding of the Stieltjes problems, e.g., the case (i) was done by mapping h and hˆ into values of acoustic (or electromagnetic) impedance at grid cells, that required a special coordinate stretching (known as travel time coordinate transform) for continuous problems. Likewise, to circumvent possible non-positivity of conductors for the non-Stieltjes case, we introduce an additional complex s-dependent coordinate stretching, vanishing as s → ∞ [1]. This stretching applied in the discrete setting induces a diagonal factorization, removes oscillating coe cients, and leads to an accurate embedding for moderate variations of the coe cients of the continuum problems, i.e., it maps discrete coe cients onto the values of their continuum counterparts. Not only does this embedding yields an approximate linear algebraic algorithm for the solution of the inverse problems for dissipative PDEs, it also leads to new insight into the properties of their ROM realizations. We will also discuss another approach to embedding, based on Krein-Nudelman theory [5], that results in special data-driven adaptive grids. References [1] Borcea, Liliana and Druskin, Vladimir and Zimmerling, Jörn, A reduced order model approach to inverse scattering in lossy layered media, Journal of Scienti c Computing, V. 89, N1, pp. 136,2021 [2] Druskin, Vladimir and Knizhnerman, Leonid, Gaussian spectral rules for the three-point second dierences: I. A two-point positive de nite problem in a semi-in nite domain, SIAM Journal on Numerical Analysis, V. 37, N 2, pp.403422, 1999 [3] Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Distance preserving model order reduction of graph-Laplacians and cluster analysis, Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Journal of Scienti c Computing, V. 90, N 1, pp 130, 2022 [4] Druskin, Vladimir and Moskow, Shari and Zaslavsky, Mikhail LippmannSchwingerLanczos algorithm for inverse scattering problems, Inverse Problems, V. 37, N. 7, 2021, [5] Mark Adolfovich Nudelman The Krein String and Characteristic Functions of Maximal Dissipative Operators, Journal of Mathematical Sciences, 2004, V 124, pp 49184934 Go back to Plenary Speakers Go back to Speakers Go backmore » « less
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Abstract In the mid 1980s it was conjectured that every bispectral meromorphic function {\psi(x,y)} gives rise to an integral operator {K_{\psi}(x,y)} which possesses a commuting differential operator.This has been verified by a direct computation for several families of functions {\psi(x,y)} where the commuting differential operator is oforder {\leq 6} . We prove a general version of this conjecture for all self-adjoint bispectral functions of rank 1and all self-adjoint bispectral Darboux transformations of the rank 2 Bessel and Airy functions.The method is based on a theorem giving an exact estimate of the second- and first-order terms ofthe growth of the Fourier algebra of each such bispectral function. From it we obtaina sharp upper bound on the order of the commuting differential operator for theintegral kernel {K_{\psi}(x,y)} leading to a fast algorithmic procedurefor constructing the differential operator; unlike the previous examples its order is arbitrarily high.We prove that the above classes of bispectral functions are parametrized by infinite-dimensionalGrassmannians which are the Lagrangian loci of the Wilson adelic Grassmannian and its analogsin rank 2.more » « less
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We study the focusing NLS equation in $R\mathbb{R}^N$ in the mass-supercritical and energy-subcritical (or intercritical ) regime, with $H^1$ data at the mass-energy threshold $\mathcal{ME}(u_0)=\mathcal{ME}(Q)$, where Q is the ground state. Previously, Duyckaerts–Merle studied the behavior of threshold solutions in the $H^1$-critical case, in dimensions $N = 3, 4, 5$, later generalized by Li–Zhang for higher dimensions. In the intercritical case, Duyckaerts–Roudenko studied the threshold problem for the 3d cubic NLS equation. In this paper, we generalize the results of Duyckaerts–Roudenko for any dimension and any power of the nonlinearity for the entire intercritical range. We show the existence of special solutions, $Q^\pm$, besides the standing wave $e^{it}Q$, which exponentially approach the standing wave in the positive time direction, but differ in its behavior for negative time. We classify solutions at the threshold level, showing either blow-up occurs in finite (positive and negative) time, or scattering in both time directions, or the solution is equal to one of the three special solutions above, up to symmetries. Our proof extends to the $H^1$-critical case, thus, giving an alternative proof of the Li–Zhang result and unifying the critical and intercritical cases. These results are obtained by studying the linearized equation around the standing wave and some tailored approximate solutions to the NLS equation. We establish important decay properties of functions associated to the spectrum of the linearized Schrödinger operator, which, in combination with modulational stability and coercivity for the linearized operator on special subspaces, allows us to use a fixed-point argument to show the existence of special solutions. Finally, we prove the uniqueness by studying exponentially decaying solutions to a sequence of linearized equations.more » « less
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Abstract We consider the mapping properties of the integral operator arising in nonlocal slender body theory (SBT) for the model geometry of a straight, periodic filament. It is well known that the classical singular SBT integral operator suffers from high wavenumber instabilities, making it unsuitable for approximating the
slender body inverse problem , where the fiber velocity is prescribed and the integral operator must be inverted to find the force density along the fiber. Regularizations of the integral operator must therefore be used instead. Here, we consider two regularization methods: spectral truncation and the‐regularization of Tornberg and Shelley (2004). We compare the mapping properties of these approximations to the underlying partial differential equation (PDE) solution, which for the inverse problem is simply the Stokes Dirichlet problem with data constrained to be constant on cross sections. For the straight‐but‐periodic fiber with constant radius , we explicitly calculate the spectrum of the operator mapping fiber velocity to force for both the PDE and the approximations. We prove that the spectrum of the original SBT operator agrees closely with the PDE operator at low wavenumbers but differs at high frequencies, allowing us to define a truncated approximation with a wavenumber cutoff . For both the truncated and ‐regularized approximations, we obtain rigorous ‐based convergence to the PDE solution as : A fiber velocity with regularity gives convergence, while a fiber velocity with at least regularity yields convergence. Moreover, we determine the dependence of the ‐regularized error estimate on the regularization parameter .
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1073/pnas.1906098116
