Loewy Decomposition
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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, an ...
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 contrast w ...
(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, an ...
s is one of the most important subfields in
mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern 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 Partial may refer to: Mathematics * Partial derivative, derivative with respect to one of several variables of a function, with the other variables held constant ** ∂, a symbol that can denote a partial derivative, sometimes pronounced "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 D \equiv \frac 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. F ...
with respect to the variable x. A
differential operator In mathematics, a differential operator is an operator defined as a function of the differentiation operator. It is helpful, as a matter of notation first, to consider differentiation as an abstract operation that accepts a function and return ...
of order n 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 exa ...
of the form L\equiv D^n + a_1 D^ + \cdots + a_ D + a_n 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 var ...
a_i, i = 1, \ldots, n are from some function field, the ''base field'' of L. Usually it is the field of rational functions in the variable x, i.e. a_i \in \Q(x). If y is an indeterminate with \frac \neq 0, Ly becomes a differential polynomial, and Ly = 0 is the differential equation corresponding to L. An operator L of order n is called ''reducible'' if it may be represented as the product of two operators L_1 and L_2, both of order lower than n. Then one writes L = L_1 L_2, i.e. juxtaposition means the operator product, it is defined by the rule D a_i = a_i D + a_i'; L_1 is called a left factor of L, L_2 a right factor. By default, the coefficient domain of the factors is assumed to be the base field of L, 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. \bar\Q(x) is allowed. If an operator does not allow any right factor it is called ''irreducible''. For any two operators L_1 and L_2 the ''least common left multiple'' \operatorname(L_1, L_2) is the operator of lowest order such that both L_1 and L_2 divide it from the right. The ''greatest common right divisior'' \operatorname(L_1,L_2) is the operator of highest order that divides both L_1 and L_2 from the right. If an operator may be represented as \operatorname 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 \operatorname 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 th ...
is called the ''Loewy decomposition'' of L. 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 vect ...
containing the solution of a reducible linear differential equation Ly = 0. 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 n = 2 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 L be a second-order operator. Its possible Loewy decompositions are denoted by \mathcal L^2_0, \ldots, \mathcal L^2_3, they may be described as follows; l^ and l^_j are irreducible operators of order i; C is a constant. \begin & \mathcal L^2_1: L=l^_2l^_1; \\ & \mathcal L^2_2: L=\operatorname\left(l^_2,l^_1\right); \\ & \mathcal L^2_3: L=\operatorname\left(l^(C)\right). \end The decomposition type of an operator is the decomposition \mathcal L^2_i with the highest value of i. An irreducible second-order operator is defined to have decomposition type \mathcal L^2_0. The decompositions \mathcal L^2_0, \mathcal L^2_2 and \mathcal L^2_3 are completely reducible. If a decomposition of type \mathcal L^2_i, i = 1,2 or 3 has been obtained for a second-order equation Ly = 0, a fundamental system may be given explicitly. Corollary 2 Let L be a second-order differential operator, D \equiv \frac, y a differential indeterminate, and a_i \in \Q(x). Define \varepsilon_i(x) \equiv \exp for i = 1, 2 and \varepsilon(x,C) \equiv \exp, C 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 \bar and \bar are arbitrary numbers, \bar \neq \bar. For the three nontrivial decompositions of Corollary 1 the following elements y_1 and y_2 of a fundamental system are obtained. \mathcal L^2_1: Ly = (D + a_2)(D + a_1)y = 0; y_1=\varepsilon_1(x), \quad y_2 = \varepsilon_1(x) \int \frac\,dx. \mathcal L^2_2 : Ly = \operatorname(D + a_2, D + a_1)y = 0; y_i = \varepsilon_i(x); a_1 is not equivalent to a_2. \mathcal L^2_3 : Ly = \operatorname(D + a(C)) y = 0; y_1 = \varepsilon(x, \bar) y_2 = \varepsilon(x, \bar). Here two rational functions p, q \in \Q(x) are called ''equivalent'' if there exists another rational function r \in \Q(x) such that p - q = \frac. There remains the question how to obtain a
factorization In mathematics, factorization (or factorisation, see American and British English spelling differences#-ise, -ize (-isation, -ization), English spelling differences) or factoring consists of writing a number or another mathematical object as a p ...
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 \mathcal L^2_2 decomposition y'' + \left(2 + \frac\right)y' - \fracy = \operatorname\left(D + \frac - \frac, D+2+\frac - \frac\right) y = 0 . The coefficients a_1 = 2+\frac - \frac and a_2 = \frac - \frac are rational solutions of the Riccati equation a' - a^2 + \left(2 + \frac\right) + \frac = 0, they yield the fundamental system y_1 = \frac - \frac + \frac, y_2 = \frac + \frace^. Example 2 An equation with a type \mathcal L^2_3 decomposition is y'' - \fracy = \operatorname\left(D+\frac - \frac\right)y =0. The coefficient of the first-order factor is the rational solution of a' - a^2 + \frac = 0. Upon integration the fundamental system y_1 = x^3 and y_2 = \frac for C = 0 and C \to \infty 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 n=3 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 ...
, 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 natur ...
. Therefore, a few basic concepts that are required for this purpose are given next. A field \mathcal F is called a ''differential field'' if it is equipped with a ''derivation operator''. An operator \delta on a field \mathcal F is called a derivation operator if \delta(a+b)=\delta(a)+\delta(b) and \delta(ab) = \delta(a)b + a\delta(b) for all elements a,b \in \mathcal F. 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 \partial_x = \frac and \partial_y = \frac with coefficients from some differential field are considered. Its elements have the form \sum_ r_(x,y) \partial_x^i \partial_y^j; almost all coefficients r_ are zero. The coefficient field is called the ''base field''. If constructive and algorithmic methods are the main issue it is \Q(x,y). The respective ring of differential operators is denoted by \mathcal D = \Q(x,y) partial_x,\partial_y/math> or \mathcal D = \mathcal F partial_x,\partial_y/math>. The ring \mathcal D is non-commutative, \partial_x a = a\partial_x + \frac and similarly for the other variables; a is from the base field. For an operator L = \sum_ r_(x,y) \partial_x^i \partial_y^j of order n the ''symbol of L'' is the homogeneous algebraic polynomial \operatorname(L) \equiv \sum_ r_(x,y) X^i Y^j where X and Y algebraic indeterminates. Let I be a left ideal which is generated by l_i \in \mathcal D, i = 1, \ldots, p. Then one writes I = \langle l_1, \ldots, l_p\rangle. Because right ideals are not considered here, sometimes I is simply called an ideal. The relation between left ideals in \mathcal D and systems of linear PDEs is established as follows. The elements l_i\in\mathcal D are applied to a single differential indeterminate z. In this way the ideal I = \langle l_1, l_2, \ldots \rangle corresponds to the system of PDEs l_1z = 0, l_2z = 0, \ldots for the single function z. The generators of an ideal are highly non-unique; its members may be transformed in infinitely many ways by taking linear combinations of them or its derivatives without changing the ideal. Therefore, M. Janet introduced a normal form for systems of linear PDEs (see '' Janet basis'').Janet Bases for Symmetry Groups, in: Gröbner Bases and Applications Lecture Notes Series 251, London Mathematical Society, 1998, pages 221–234, B. Buchberger and F. Winkler, Edts. They are the differential analog to Gröbner bases of
commutative algebra Commutative algebra, first known as ideal theory, is the branch of algebra that studies commutative rings, their ideals, and modules over such rings. Both algebraic geometry and algebraic number theory build on commutative algebra. Prominent ...
(which were originally introduced by
Bruno Buchberger Bruno Buchberger (born 22 October 1942) is Professor of Computer Mathematics at Johannes Kepler University Linz, Johannes Kepler University in Linz, Austria. In his 1965 Ph.D. thesis, he created the theory of Gröbner basis, Gröbner bases, and ha ...
); therefore they are also sometimes called ''differential Gröbner basis''. In order to generate a Janet basis, a ranking of derivatives must be defined. It is a total ordering such that for any derivatives \delta, \delta_1 and \delta_2, and any derivation operator \theta the relations \delta \preceq \theta \delta, and \delta_1 \preceq \delta_2\rightarrow \delta \delta_1 \preceq \delta \delta_2 are valid. Here graded
lexicographic Lexicography is the study of lexicons, and is divided into two separate academic disciplines. It is the art of compiling dictionaries. * Practical lexicography is the art or craft of compiling, writing and editing dictionaries. * Theoretica ...
term orderings grlex are applied. For
partial derivatives In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary). Part ...
of a single function their definition is analogous to the
monomial In mathematics, a monomial is, roughly speaking, a polynomial which has only one term. Two definitions of a monomial may be encountered: # A monomial, also called power product, is a product of powers of variables with nonnegative integer exponent ...
orderings in
commutative algebra Commutative algebra, first known as ideal theory, is the branch of algebra that studies commutative rings, their ideals, and modules over such rings. Both algebraic geometry and algebraic number theory build on commutative algebra. Prominent ...
. The S-pairs in commutative algebra correspond to the integrability conditions. If it is assured that the generators l_1, \ldots, l_p of an ideal I form a Janet basis the notation I= l_1, \ldots, l_p is applied. Example 3 Consider the ideal I=\Big\langle l_1 \equiv \partial_ - \frac \partial_x - \frac\partial_y, \; l_2 \equiv \partial_ + \frac \partial_y, \; l_3 \equiv \partial_ + \frac \partial_y \Big\rangle in grlex term order with x \succ y. Its generators are autoreduced. If the integrability condition l_ = l_-l_ = \frac \partial_ + \frac \partial_ is reduced with respect to I, the new generator \partial_y is obtained. Adding it to the generators and performing all possible reductions, the given ideal is represented as I = \left\langle\left\langle\partial_ - \frac \partial_x, \partial_y \right\rangle\right\rangle. Its generators are autoreduced and the single integrability condition is satisfied, i.e. they form a Janet basis. Given any ideal I it may occur that it is properly contained in some larger ideal J with coefficients in the base field of I; then J is called a ''divisor'' of I. In general, a divisor in a ring of partial differential operators need not be principal. The ''greatest common right divisor (Gcrd)'' or ''sum'' of two ideals I and J is the smallest ideal with the property that both I and J are contained in it. If they have the representation I\equiv\langle f_1,\ldots,f_p\rangle and J\equiv\langle g_1,\ldots,g_q\rangle, f_i, g_j\in\mathcal D for all i and j, the sum is generated by the union of the generators of I and J. The solution space of the equations corresponding to \operatorname(I,J) is the intersection of the solution spaces of its arguments. The ''least common left multiple (Lclm)'' or ''left intersection'' of two ideals I and J is the largest ideal with the property that it is contained both in I and J. The solution space of \operatorname(I,J)z=0 is the smallest space containing the solution spaces of its arguments. A special kind of divisor is the so-called ''Laplace divisor'' of a given operator L, page 34. It is defined as follows. Definition Let L be a partial differential operator in the plane; define \mathfrak l_m\equiv\partial_ + a_\partial_ + \dots + a_1\partial_x + a_0 and \mathfrak k_n\equiv\partial_ + b_\partial_ + \dots + b_1\partial_y + b_0 be ordinary differential operators with respect to x or y; a_i, b_i \in \Q(x,y) for all i; m and n are natural numbers not less than 2. Assume the coefficients a_i, i=0, \ldots, m-1 are such that L and \mathfrak l_m form a Janet basis. If m is the smallest integer with this property then \mathbb L_(L)\equiv L, \mathfrak l_m is called a ''Laplace divisor'' of L. Similarly, if b_j, j=0, \ldots, n-1 are such that L and \mathfrak k_n form a Janet basis and n is minimal, then \mathbb L_(L)\equiv L,\mathfrak k_n is also called a ''Laplace divisor'' of L. In order for a Laplace divisor to exist the coeffients of an operator L must obey certain constraints. An algorithm for determining an upper bound for a Laplace divisor is not known at present, therefore in general the existence of a Laplace divisor may be undecidable.


Decomposing second-order linear partial differential equations in the plane

Applying the above concepts Loewy's theory may be generalized to linear PDEs. Here it is applied to individual linear PDEs of second order in the plane with coordinates x and y, and the principal ideals generated by the corresponding operators. Second-order equations have been considered extensively in the literature of the 19th century,.E. Darboux, ''Leçons sur la théorie générale des surfaces'', vol. II, Chelsea Publishing Company, New York, 1972
Édouard Goursat Édouard Jean-Baptiste Goursat (21 May 1858 – 25 November 1936) was a French mathematician, now remembered principally as an expositor for his ''Cours d'analyse mathématique'', which appeared in the first decade of the twentieth century. It se ...
, ''Leçon sur l'intégration des équations aux dérivées partielles'', vol. I and II, A. Hermann, Paris, 1898
Usually equations with leading derivatives \partial_ or \partial_ are distinguished. Their general solutions contain not only constants but undetermined functions of varying numbers of arguments; determining them is part of the solution procedure. For equations with leading derivative \partial_ Loewy's results may be generalized as follows. Theorem 2 Let the differential operator L be defined by L \equiv \partial_ + A_1 \partial_ + A_2 \partial_ + A_3 \partial_x + A_4 \partial_y + A_5 where A_i \in \Q(x,y) for all i. Let l_i \equiv \partial_x + a_i \partial_y + b_i for i = 1 and i = 2, and l(\Phi) \equiv \partial_x + a\partial_y + b(\Phi) be first-order operators with a_i, b_i, a\in\Q(x,y); \Phi is an undetermined function of a single argument. Then L has a Loewy decomposition according to one of the following types. *\mathcal L_^1: L=l_2l_1; *\mathcal L_^2: L=\operatorname(l_2,l_1); *\mathcal L_^3: L=\operatorname(l(\Phi)). The decomposition type of an operator L is the decomposition \mathcal L_^i with the highest value of i. If L does not have any first-order factor in the base field, its decomposition type is defined to be \mathcal L_^0. Decompositions \mathcal L_^0, \mathcal L_^2 and \mathcal L_^3 are completely reducible. In order to apply this result for solving any given differential equation involving the operator L the question arises whether its first-order factors may be determined algorithmically. The subsequent corollary provides the answer for factors with coefficients either in the base field or a universal field extension. Corollary 3 In general, first-order right factors of a linear pde in the base field cannot be determined algorithmically. If the symbol polynomial is separable any factor may be determined. If it has a double root in general it is not possible to determine the right factors in the base field. The existence of factors in a universal field, i.e. absolute irreducibility, may always be decided. The above theorem may be applied for solving reducible equations in closed form. Because there are only principal divisors involved the answer is similar as for ordinary second-order equations. Proposition 1 Let a reducible second-order equation Lz \equiv z_ + A_1 z_ + A_2 z_ + A_3 z_x + A_4 z_y + A_5 z = 0 where A_1, \ldots, A_5 \in \Q(x,y). Define l_i \equiv \partial_x + a_i \partial_y + b_i, a_i, b_i \in \Q(x,y) for i = 1, 2; \varphi_i(x,y) = \mathrm is a rational first integral of \frac = a_i(x,y); \bar \equiv \varphi_i(x,y) and the inverse y = \psi_i(x,\bar); both \varphi_i and \psi_i are assumed to exist. Furthermore, define \mathcal E_i(x,y) \equiv \left.\exp\left(-\int b_i(x,y)\big, _dx\right)\_ for i = 1, 2. A differential fundamental system has the following structure for the various decompositions into first-order components. \mathcal L^1_: z_1(x,y)=\mathcal E_1(x,y)F_1(\varphi_1), z_2(x,y)=\mathcal E_1(x,y)\fracF_2 \big(\varphi_2(x,y)\big)\big, _dx \Big, _; \mathcal L^2_: z_i(x,y) = \mathcal E_i(x,y) F_i\big(\varphi_i(x,y)\big), i=1,2; \mathcal L^3_: z_i(x,y) = \mathcal E_i(x,y) F_i\big(\varphi(x,y)\big),i=1,2. The F_i are undetermined functions of a single argument; \varphi, \varphi_1 and \varphi_2 are rational in all arguments; \psi_1 is assumed to exist. In general \varphi_1\neq\varphi_2, they are determined by the coefficients A_1, A_2 and A_3 of the given equation. A typical example of a linear pde where factorization applies is an equation that has been discussed by Forsyth,A.R.Forsyth, Theory of Differential Equations, vol. I,...,VI, Cambridge, At the University Press, 1906 vol. VI, page 16, Example 5 (Forsyth 1906) Consider the differential equation z_ - z_ + \frac z_x = 0. Upon factorization the representation Lz \equiv l_2 l_1 z = \left(\partial_x + \partial_y + \frac\right) \left(\partial_x - \partial_y + \frac \right)z = 0 is obtained. There follows \varphi_1(x,y)=x+y,\psi_1(x,y)=\bar-x, \mathcal E_1(x,y) = \exp, \varphi_2(x,y)=x-y, \psi_2(x,y) = x-\bar, \mathcal E_2(x,y) = -\frac. Consequently, a differential fundamental system is z_1(x,y) = \expF(x + y), z_2(x,y) = \frac \exp \int\expG(2x-\bar)dx \Big, _. F and G are undetermined functions. If the only second-order derivative of an operator is \partial_, its possible decompositions involving only principal divisors may be described as follows. Theorem 3 Let the differential operator L be defined by L \equiv \partial_ + A_1 \partial_x + A_2 \partial_y + A_3 where A_i \in \Q(x,y) for all i. Let l \equiv \partial_x + A_2 and k \equiv \partial_y + A_1 are first-order operators. L has Loewy decompositions involving first-order principal divisors of the following form. *\mathcal L_^1: L = kl; *\mathcal L_^2: L = lk; *\mathcal L_^3: L = \operatorname(k,l). The decomposition type of an operator L is the decomposition \mathcal L_^i with highest value of i. The decomposition of type \mathcal L_^3 is completely reducible In addition there are five more possible decomposition types involving non-principal Laplace divisors as shown next. Theorem 4 Let the differential operator L be defined by L\equiv\partial_ + A_1\partial_x + A_2\partial_y + A_3 where A_i \in \Q(x,y) for all i. \mathbb_(L) and \mathbb_(L) as well as \mathfrak l_m and \mathfrak k_n are defined above; furthermore l\equiv \partial_x+a, k\equiv\partial_y+b, a,b\in\Q(x,y). L has Loewy decompositions involving Laplace divisors according to one of the following types; m and n obey m,n\geq 2. \mathcal L_^4: L= \operatorname \left(\mathbb_(L), \mathbb_(L)\right); \mathcal L_^5: L= Exquo\big(L,\mathbb_(L)\big)\mathbb_(L)= \begin 1 & 0\\ 0 & \partial_y+A_1\end \begin L\\ \mathfrak l_m\end; \mathcal L_^6: L =Exquo\big(L,\mathbb_(L)\big)\mathbb_(L)= \begin 1 & 0\\ 0 & \partial_x + A_2\end \begin L \\ \mathfrak k_n\end; \mathcal L_^7: L= \operatorname\big(k,\mathbb_(L)\big); \mathcal L_^8: L= \operatorname\big(l,\mathbb_(L)\big). If L does not have a first order right factor and it may be shown that a Laplace divisor does not exist its decomposition type is defined to be \mathcal L_^0. The decompositions \mathcal L_^0, \mathcal L_^4, \mathcal L_^7 and \mathcal L_^8 are completely reducible. An equation that does not allow a decomposition involving principal divisors but is completely reducible with respect to non-principal Laplace divisors of type \mathcal L_^4 has been considered by Forsyth. Example 6 (Forsyth 1906) Define L \equiv \partial_ + \frac \partial_xv- \frac \partial_y - \frac generating the principal ideal \langle L\rangle. A first-order factor does not exist. However, there are Laplace divisors \mathbb L_(L)\equiv \partial_-\frac\partial_x+\frac,L and \mathbb L_(L)\equiv L,\partial_+\frac\partial_y+\frac. The ideal generated by L has the representation \langle L\rangle=\operatorname\big(\mathbb L_(L), \mathbb L_(L)\big), i.e. it is completely reducible; its decomposition type is \mathcal L^4_. Therefore, the equation Lz = 0 has the differential fundamental system z_1(x,y) = 2(x-y)F(y) + (x-y)^2 F'(y) and z_2(x,y) = 2(y-x)G(x) + (y-x)^2 G'(x).


Decomposing linear PDEs of order higher than 2

It turns out that operators of higher order have more complicated decompositions and there are more alternatives, many of them in terms of non-principal divisors. The solutions of the corresponding equations get more complex. For equations of order three in the plane a fairly complete answer may be found in. A typical example of a third-order equation that is also of historical interest is due to Blumberg.H.Blumberg, Ueber algebraische Eigenschaften von linearen homogenen Differentialausdruecken, Inaugural-Dissertation, Goettingen, 1912 Example 7 (Blumberg 1912) In his dissertation Blumberg considered the third order operator L \equiv \partial_ + x\partial_ + 2\partial_ + 2(x+1)\partial_ + \partial_x + (x+2) \partial_y. It allows the two first-order factors l_1\equiv\partial_x+1 and l_2\equiv\partial_x+x\partial_y. Their intersection is not principal; defining L_1 \equiv \partial_ - x^2 \partial_ + 3\partial_ + (2x + 3)\partial_ - x^2 \partial_ + 2\partial_x + (2x + 3) \partial_y L_2 \equiv \partial_ + x \partial_ - \frac \partial_ - \frac \partial_ + x \partial_yy - \frac\partial_x - \left(1+\frac\right)\partial_y. it may be written as \operatorname(l_2, l_1) = L_1, L_2 . Consequently, the Loewy decomposition of Blumbergs's operator is L = \begin 1 & x \\ 0 & \partial_x + 1 + \frac \end \begin L_1 \\ L_2 \end. It yields the following differential fundamental system for the differential equation Lz = 0. *z_1(x,y)=F(y-\fracx^2), *z_2(x,y)=G(y)e^, *z_3(x,y)= \int xe^H\left(\bar+\fracx^2\right) dx\Big, _ F,G and H are an undetermined functions. Factorizations and Loewy decompositions turned out to be an extremely useful method for determining solutions of linear differential equations in closed form, both for ordinary and partial equations. It should be possible to generalize these methods to equations of higher order, equations in more variables and system of differential equations.


References

{{Reflist, 2 Differential equations