In the study of
differential equation
In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, a ...
s, the Loewy decomposition breaks every linear
ordinary differential equation
In mathematics, an ordinary differential equation (ODE) is a differential equation whose unknown(s) consists of one (or more) function(s) of one variable and involves the derivatives of those functions. The term ''ordinary'' is used in contras ...
(ODE) into what are called largest completely reducible components. It was introduced by
Alfred Loewy
Alfred Loewy (20 June 1873 – 25 January 1935) was a German mathematician who worked on representation theory. Loewy rings, Loewy length, Loewy decomposition and Loewy series are named after him.
His graduate students included Wolfgang Krull ...
.
Solving
differential equation
In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, a ...
s is one of the most important subfields in
mathematics. Of particular interest are solutions in
closed form. Breaking ODEs into largest irreducible components, reduces the process of solving the original equation to solving irreducible equations of lowest possible order. This procedure is
algorithmic, so that the best possible answer for solving a reducible equation is guaranteed. A detailed discussion may be found in.
[, F.Schwarz, Loewy Decomposition of Linear Differential Equations, Springer, 2012]
Loewy's results have been extended to linear
partial differential equations (PDEs) in two independent variables. In this way, algorithmic methods for solving large classes of linear PDEs have become available.
Decomposing linear ordinary differential equations
Let
denote the
derivative
In mathematics, the derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value). Derivatives are a fundamental tool of calculus. ...
with respect to the variable
.
A
differential operator of order
is a
polynomial
In mathematics, a polynomial is an expression consisting of indeterminates (also called variables) and coefficients, that involves only the operations of addition, subtraction, multiplication, and positive-integer powers of variables. An ex ...
of the form
where the
coefficients
In mathematics, a coefficient is a multiplicative factor in some term of a polynomial, a series, or an expression; it is usually a number, but may be any expression (including variables such as , and ). When the coefficients are themselves ...
,
are from some function field, the ''base field'' of
. Usually it is the field of rational functions in the variable
, i.e.
. If
is an
indeterminate
Indeterminate may refer to:
In mathematics
* Indeterminate (variable), a symbol that is treated as a variable
* Indeterminate system, a system of simultaneous equations that has more than one solution
* Indeterminate equation, an equation that ha ...
with
,
becomes a differential polynomial, and
is the differential equation corresponding to
.
An operator
of order
is called ''reducible'' if it may be represented as the product of two operators
and
, both of order lower than
. Then one writes
, i.e. juxtaposition means the operator product, it is defined by the rule
;
is called a left factor of
,
a right factor. By default, the coefficient domain of the factors is assumed to be the base field of
, possibly extended by some
algebraic numbers
An algebraic number is a number that is a root of a non-zero polynomial in one variable with integer (or, equivalently, rational) coefficients. For example, the golden ratio, (1 + \sqrt)/2, is an algebraic number, because it is a root of the po ...
, i.e.
is allowed. If an operator does not allow any right factor it is called ''irreducible''.
For any two operators
and
the ''least common left multiple''
is the operator of lowest order such that both
and
divide it from the right. The ''greatest common right divisior''
is the operator of highest order that divides both
and
from the right. If an operator may be represented as
of irreducible operators it is called ''completely reducible''. By definition, an irreducible operator is called completely reducible.
If an operator is not completely reducible, the
of its irreducible right factors is divided out and the same procedure is repeated with the
quotient
In arithmetic, a quotient (from lat, quotiens 'how many times', pronounced ) is a quantity produced by the division of two numbers. The quotient has widespread use throughout mathematics, and is commonly referred to as the integer part of a ...
. Due to the lowering of order in each step, this proceeding terminates after a finite number of iterations and the desired decomposition is obtained. Based on these considerations, Loewy
obtained the following fundamental result.
The decomposition determined in this
theorem
In mathematics, a theorem is a statement that has been proved, or can be proved. The ''proof'' of a theorem is a logical argument that uses the inference rules of a deductive system to establish that the theorem is a logical consequence of ...
is called the ''Loewy decomposition'' of
. It provides a detailed description of the
function space
In mathematics, a function space is a set of functions between two fixed sets. Often, the domain and/or codomain will have additional structure which is inherited by the function space. For example, the set of functions from any set into a ve ...
containing the solution of a reducible linear differential equation
.
For operators of fixed order the possible Loewy decompositions, differing by the number and the order of factors, may be listed explicitly; some of the factors may contain parameters. Each alternative is called a ''type of Loewy decomposition''. The complete answer for
is detailed in the following
corollary
In mathematics and logic, a corollary ( , ) is a theorem of less importance which can be readily deduced from a previous, more notable statement. A corollary could, for instance, be a proposition which is incidentally proved while proving another ...
to the above theorem.
Corollary 1
Let
be a second-order operator. Its possible Loewy decompositions are denoted by
, they may be described as follows;
and
are irreducible operators of order
;
is a constant.
The decomposition type of an operator is the decomposition
with the highest value of
. An irreducible second-order operator is defined to have decomposition type
.
The decompositions
,
and
are completely reducible.
If a decomposition of type
,
or
has been obtained for a
second-order equation
, a fundamental system may be given explicitly.
Corollary 2
Let
be a second-order differential operator,
,
a differential indeterminate, and
. Define
for
and
,
is a
parameter
A parameter (), generally, is any characteristic that can help in defining or classifying a particular system (meaning an event, project, object, situation, etc.). That is, a parameter is an element of a system that is useful, or critical, when ...
; the barred quantities
and
are arbitrary numbers,
. For the three nontrivial decompositions of Corollary 1 the following elements
and
of a fundamental system are obtained.
is not equivalent to
.
Here two rational functions
are called ''equivalent'' if there exists another rational function
such that
There remains the question how to obtain a
factorization
In mathematics, factorization (or factorisation, see English spelling differences) or factoring consists of writing a number or another mathematical object as a product of several ''factors'', usually smaller or simpler objects of the same kind ...
for a given equation or operator. It turns out that for linear ode's finding the factors comes down to determining rational solutions of
Riccati equation In mathematics, a Riccati equation in the narrowest sense is any first-order ordinary differential equation that is quadratic in the unknown function. In other words, it is an equation of the form
: y'(x) = q_0(x) + q_1(x) \, y(x) + q_2(x) \, y^2(x ...
s or linear ode's; both may be determined algorithmically. The two examples below show how the above corollary is applied.
Example 1
Equation 2.201 from Kamke's collection.
[E. Kamke, Differentialgleichungen I. Gewoehnliche Differentialgleichungen, Akademische Verlagsgesellschaft, Leipzig, 1964] has the
decomposition
The coefficients
and
are rational solutions of the Riccati equation
, they yield the fundamental system
Example 2
An equation with a type
decomposition is
The coefficient of the first-order factor is the rational solution of
. Upon integration the fundamental system
and
for
and
respectively is obtained.
These results show that factorization provides an algorithmic scheme for solving reducible linear ode's. Whenever an equation of order 2 factorizes according to one of the types defined above the elements of a fundamental system are explicitly known, i.e. factorization is equivalent to solving it.
A similar scheme may be set up for linear ode's of any order, although the number of alternatives grows considerably with the order; for order
the answer is given in full detail in.
If an equation is irreducible it may occur that its Galois group is nontrivial, then algebraic solutions may exist.
[M. van der Put, M.Singer, Galois theory of linear differential equations, Grundlehren der Math. Wiss. 328, Springer, 2003] If the Galois group is trivial it may be possible to express the solutions in terms of special function like e.g.
Bessel or
Legendre functions
In physical science and mathematics, the Legendre functions , and associated Legendre functions , , and Legendre functions of the second kind, , are all solutions of Legendre's differential equation. The Legendre polynomials and the associated L ...
, see
[M.Bronstein, S.Lafaille, Solutions of linear ordinary differential equations in terms of special functions, Proceedings of the 2002 International Symposium on Symbolic and Algebraic Computation; T.Mora, ed., ACM, New York, 2002, pp. 23–28] or.
[F. Schwarz, Algorithmic Lie Theory for Solving Ordinary Differential Equations, CRC Press, 2007, page 39]
Basic facts from differential algebra
In order to generalize Loewy's result to linear PDEs it is necessary to apply the more general setting of
differential algebra
In mathematics, differential rings, differential fields, and differential algebras are rings, fields, and algebras equipped with finitely many derivations, which are unary functions that are linear and satisfy the Leibniz product rule. A ...
. Therefore, a few basic concepts that are required for this purpose are given next.
A field
is called a ''differential field'' if it is equipped with a ''derivation operator''. An operator
on a field
is called a derivation operator if
and
for all elements
. A field with a single derivation operator is called an ''ordinary differential field''; if there is a finite set containing several commuting derivation operators the field is called a ''partial differential field''.
Here differential operators with derivatives
and
with coefficients from some differential field are considered. Its elements have the form
; almost all coefficients
are zero. The coefficient field is called the ''base field''. If constructive and algorithmic methods are the main issue it is
. The respective ring of differential operators is denoted by