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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.
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NSF-PAR ID:
10322688
Journal Name:
ArXivorg
ISSN:
2331-8422
2. 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.