skip to main content


Title: A Tutorial on Solution Properties of State Space Models of Dynamical Systems
The starting point of analysis of state space models is investigating existence, uniqueness and solution properties such as the semigroup property, and various formulas for the solutions. Several concepts such as the state transition matrix, the matrix exponential, the variations of constants formula (the Cauchy formula), the Peano-Baker series, and the Picard iteration are used to characterize solutions. In this note, a tutorial treatment is given where all of these concepts are shown to be various manifestations of a single abstract method, namely solving equations using an operator Neumann series involving the Volterra operator of forward integration. The matrix exponential, the Peano-Baker series, the Picard iteration, and the Cauchy formula can be "discovered" naturally from this Neumann series. The convergence of the series and iterations is a consequence of the key property of asymptotic nilpotence of the Volterra operator. This property is an asymptotic version of the nilpotence property of a strictly-lower-triangular matrix.  more » « less
Award ID(s):
1932777 1763064
NSF-PAR ID:
10322688
Author(s) / Creator(s):
Date Published:
Journal Name:
ArXivorg
ISSN:
2331-8422
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. We study the time asymptotic decay of solutions for a general system of hyperbolic–parabolic balance laws in one space dimension. The system has a physical viscosity matrix and a lower-order term for relaxation, damping or chemical reaction. The viscosity matrix and the Jacobian matrix of the lower-order term are rank deficient. For Cauchy problem around a constant equilibrium state, existence of solution global in time has been established recently under a set of reasonable assumptions. In this paper, we obtain optimal [Formula: see text] decay rates for [Formula: see text]. Our result is general and applies to models such as Keller–Segel equations with logarithmic chemotactic sensitivity and logistic growth, and gas flows with translational and vibrational non-equilibrium. Our result also recovers or improves the existing results in literature on the special cases of hyperbolic–parabolic conservation laws and hyperbolic balance laws, respectively. 
    more » « less
  2. The density matrix formalism is a fundamental tool in studying various problems in quantum information processing. In the space of density matrices, the most well-known measures are the Hilbert–Schmidt and Bures–Hall ensembles. In this work, the averages of quantum purity and von Neumann entropy for an ensemble that interpolates between these two major ensembles are explicitly calculated for finite-dimensional systems. The proposed interpolating ensemble is a specialization of the [Formula: see text]-deformed Cauchy–Laguerre two-matrix model and new results for this latter ensemble are given in full generality, including the recurrence relations satisfied by their associated bi-orthogonal polynomials when [Formula: see text] assumes positive integer values. 
    more » « less
  3. null (Ed.)
    A bstract Entanglement entropy, or von Neumann entropy, quantifies the amount of uncertainty of a quantum state. For quantum fields in curved space, entanglement entropy of the quantum field theory degrees of freedom is well-defined for a fixed background geometry. In this paper, we propose a generalization of the quantum field theory entanglement entropy by including dynamical gravity. The generalized quantity named effective entropy, and its Renyi entropy generalizations, are defined by analytic continuation of a replica calculation. The replicated theory is defined as a gravitational path integral with multiple copies of the original boundary conditions, with a co-dimension-2 brane at the boundary of region we are studying. We discuss different approaches to define the region in a gauge invariant way, and show that the effective entropy satisfies the quantum extremal surface formula. When the quantum fields carry a significant amount of entanglement, the quantum extremal surface can have a topology transition, after which an entanglement island region appears. Our result generalizes the Hubeny-Rangamani-Takayanagi formula of holographic entropy (with quantum corrections) to general geometries without asymptotic AdS boundary, and provides a more solid framework for addressing problems such as the Page curve of evaporating black holes in asymptotic flat spacetime. We apply the formula to two example systems, a closed two-dimensional universe and a four-dimensional maximally extended Schwarzchild black hole. We discuss the analog of the effective entropy in random tensor network models, which provides more concrete understanding of quantum information properties in general dynamical geometries. We show that, in absence of a large boundary like in AdS space case, it is essential to introduce ancilla that couples to the original system, in order for correctly characterizing quantum states and correlation functions in the random tensor network. Using the superdensity operator formalism, we study the system with ancilla and show how quantum information in the entanglement island can be reconstructed in a state-dependent and observer-dependent map. We study the closed universe (without spatial boundary) case and discuss how it is related to open universe. 
    more » « less
  4. Various of the single scale quantities in massless and massive QCD up to 3-loop order can be expressed by iterative integrals over certain classes of alphabets, from the harmonic polylogarithms to root-valued alphabets. Examples are the anomalous dimensions to 3-loop order, the massless Wilson coefficients and also different massive operator matrix elements. Starting at 3-loop order, however, also other letters appear in the case of massive operator matrix elements, the so called iterative non-iterative integrals, which are related to solutions based on complete elliptic integrals or any other special function with an integral representation that is definite but not a Volterra-type integral. After outlining the formalism leading to iterative non-iterative integrals,we present examples for both of these cases with the 3-loop anomalous dimension $\gamma^{(2)}_{qg}$ and the structure of the principle solution in the iterative non-interative case of the 3-loop QCD corrections to the $\rho$-parameter. 
    more » « less
  5. In this paper, we develop two fast implicit difference schemes for solving a class of variable‐coefficient time–space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the gradedL1formula for the Caputo fractional derivative and a special finite difference discretization for IFL, where the graded mesh can capture the model problem with a weak singularity at initial time. The stability and convergence are rigorously proved via theM‐matrix analysis, which is from the spatial discretized matrix of IFL. Moreover, the proposed schemes use the fast sum‐of‐exponential approximation and Toeplitz matrix algorithms to reduce the computational cost for the nonlocal property of time and space fractional derivatives, respectively. The fast schemes greatly reduce the computational work of solving the discretized linear systems from by a direct solver to per preconditioned Krylov subspace iteration and a memory requirement from𝒪(MN2)to𝒪(NNexp), whereNand(Nexp ≪)Mare the number of spatial and temporal grid nodes, respectively. The spectrum of preconditioned matrix is also given for ensuring the acceleration benefit of circulant preconditioners. Finally, numerical results are presented to show the utility of the proposed methods.

     
    more » « less