A truly universal ordinary differential equation Amaury Pouly 1 Joint - - PowerPoint PPT Presentation

a truly universal ordinary differential equation
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A truly universal ordinary differential equation Amaury Pouly 1 Joint - - PowerPoint PPT Presentation

A truly universal ordinary differential equation Amaury Pouly 1 Joint work with Olivier Bournez 2 1 Max Planck Institute for Software Systems, Germany 2 LIX, cole Polytechnique, France 11 May 2018 1 / 20 Universal differential algebraic


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A truly universal ordinary differential equation

Amaury Pouly1 Joint work with Olivier Bournez2

1Max Planck Institute for Software Systems, Germany 2LIX, École Polytechnique, France

11 May 2018

1 / 20

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Universal differential algebraic equation (Rubel)

x

y1(x)

Theorem (Rubel, 1981) For any f ∈ C0(R) and ε ∈ C0(R, R>0), there exists a solution y : R → R to 3y′4y

′′y ′′′′2

−4y′4y

′′′2y ′′′′ + 6y′3y ′′2y ′′′y ′′′′ + 24y′2y ′′4y ′′′′

−12y′3y

′′y ′′′3 − 29y′2y ′′3y ′′′2 + 12y ′′7

= 0 such that ∀t ∈ R, |y(t) − f(t)| ε(t).

2 / 20

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SLIDE 3

Universal differential algebraic equation (Rubel)

x

y1(x)

Theorem (Rubel, 1981) There exists a fixed k and nontrivial polynomial p such that for any f ∈ C0(R) and ε ∈ C0(R, R>0), there exists a solution y : R → R to p(y, y′, . . . , y(k)) = 0 such that ∀t ∈ R, |y(t) − f(t)| ε(t).

2 / 20

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Universal differential algebraic equation (Rubel)

x

y1(x)

Open Problem Can we have unicity of the solution with initial conditions? Theorem (Rubel, 1981) There exists a fixed k and nontrivial polynomial p such that for any f ∈ C0(R) and ε ∈ C0(R, R>0), there exists a solution y : R → R to p(y, y′, . . . , y(k)) = 0 such that ∀t ∈ R, |y(t) − f(t)| ε(t).

2 / 20

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SLIDE 5

Rubel’s ("disappointing") proof in one slide

Take f(t) = e

−1 1−t2 for −1 < t < 1 and f(t) = 0 otherwise.

It satisfies (1 − t2)2f

′(t) + 2tf(t) = 0.

t

3 / 20

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SLIDE 6

Rubel’s ("disappointing") proof in one slide

Take f(t) = e

−1 1−t2 for −1 < t < 1 and f(t) = 0 otherwise.

It satisfies (1 − t2)2f

′(t) + 2tf(t) = 0.

For any a, b, c ∈ R, y(t) = cf(at + b) satisfies 3y′4y′′y′′′′2 −4y′4y′′2y′′′′ + 6y′3y′′2y′′′y′′′′ + 24y′2y′′4y′′′′ −12y′3y′′y′′′3 − 29y′2y′′3y′′′2 + 12y′′7 = 0 t

3 / 20

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SLIDE 7

Rubel’s ("disappointing") proof in one slide

Take f(t) = e

−1 1−t2 for −1 < t < 1 and f(t) = 0 otherwise.

It satisfies (1 − t2)2f

′(t) + 2tf(t) = 0.

For any a, b, c ∈ R, y(t) = cf(at + b) satisfies

3y′4y′′y′′′′2−4y′4y′′2y′′′′+6y′3y′′2y′′′y′′′′+24y′2y′′4y′′′′−12y′3y′′y′′′3−29y′2y′′3y′′′2+12y′′7=0

Can glue together arbitrary many such pieces crucial (and tricky) part of the proof t

3 / 20

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SLIDE 8

Rubel’s ("disappointing") proof in one slide

Take f(t) = e

−1 1−t2 for −1 < t < 1 and f(t) = 0 otherwise.

It satisfies (1 − t2)2f

′(t) + 2tf(t) = 0.

For any a, b, c ∈ R, y(t) = cf(at + b) satisfies

3y′4y′′y′′′′2−4y′4y′′2y′′′′+6y′3y′′2y′′′y′′′′+24y′2y′′4y′′′′−12y′3y′′y′′′3−29y′2y′′3y′′′2+12y′′7=0

Can glue together arbitrary many such pieces crucial (and tricky) part of the proof Can arrange so that

  • f is solution : piecewise pseudo-linear

t

3 / 20

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SLIDE 9

Rubel’s ("disappointing") proof in one slide

Take f(t) = e

−1 1−t2 for −1 < t < 1 and f(t) = 0 otherwise.

It satisfies (1 − t2)2f

′(t) + 2tf(t) = 0.

For any a, b, c ∈ R, y(t) = cf(at + b) satisfies

3y′4y′′y′′′′2−4y′4y′′2y′′′′+6y′3y′′2y′′′y′′′′+24y′2y′′4y′′′′−12y′3y′′y′′′3−29y′2y′′3y′′′2+12y′′7=0

Can glue together arbitrary many such pieces crucial (and tricky) part of the proof Can arrange so that

  • f is solution : piecewise pseudo-linear

t Conclusion : Rubel’s equation allows any piecewise pseudo-linear functions, and those are dense in C0

3 / 20

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The problem with Rubel’s DAE

The solution y is not unique, even with added initial conditions : p(y, y′, . . . , y(k)) = 0, y(0) = α0, y′(0) = α1, . . . , y(k)(0) = αk In fact, this is fundamental for Rubel’s proof to work!

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The problem with Rubel’s DAE

The solution y is not unique, even with added initial conditions : p(y, y′, . . . , y(k)) = 0, y(0) = α0, y′(0) = α1, . . . , y(k)(0) = αk In fact, this is fundamental for Rubel’s proof to work! Rubel’s statement : this DAE is universal More realistic interpretation : this DAE allows almost anything Open Problem (Rubel, 1981) Is there a universal ODE y′ = p(y)? Note : explicit polynomial ODE ⇒ unique solution

4 / 20

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Universal explicit ordinary differential equation

x

y1(x)

Main result There exists a fixed (vector of) polynomial p such that for any f ∈ C0(R) and ε ∈ C0(R, R>0), there exists α ∈ Rd such that y(0) = α, y′(t) = p(y(t)) has a unique solution y : R → Rd and ∀t ∈ R, |y1(t) − f(t)| ε(t).

5 / 20

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Universal explicit ordinary differential equation

x

y1(x)

Notes : system of ODEs, y must be analytic, we need d ≈ 300. Main result There exists a fixed (vector of) polynomial p such that for any f ∈ C0(R) and ε ∈ C0(R, R>0), there exists α ∈ Rd such that y(0) = α, y′(t) = p(y(t)) has a unique solution y : R → Rd and ∀t ∈ R, |y1(t) − f(t)| ε(t).

5 / 20

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Universal explicit ordinary differential equation

x

y1(x)

Notes : system of ODEs, y must be analytic, we need d ≈ 300. Main result There exists a fixed (vector of) polynomial p such that for any f ∈ C0(R) and ε ∈ C0(R, R>0), there exists α ∈ Rd such that y(0) = α, y′(t) = p(y(t)) has a unique solution y : R → Rd and ∀t ∈ R, |y1(t) − f(t)| ε(t). Futhermore, α is computable † from f and ε.

†. This statement can be made precise with the theory of Computable Analysis.

5 / 20

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Universal DAE, again but better

x

y1(x)

Corollary of main result There exists a fixed k and nontrivial polynomial p such that for any f ∈ C0(R) and ε ∈ C0(R, R>0), there exists α0, . . . , αk ∈ R such that p(y, y′, . . . , y(k)) = 0, y(0) = α0, y′(0) = α1, . . . , y(k)(0) = αk has a unique analytic solution y : R → R and ∀t ∈ R, |y(t) − f(t)| ε(t).

6 / 20

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Some motivation

Polynomial ODEs correspond to analog computers : Differential Analyser British Navy mecanical computer

7 / 20

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Some motivation

Polynomial ODEs correspond to analog computers : Differential Analyser British Navy mecanical computer They are equivalent to Turing machines! One can characterize P with pODEs (ICALP 2016) Take away : polynomial ODEs are a natural programming language.

7 / 20

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SLIDE 18

Example of differential equation

θ ℓ

m

×

  • ×
  • −g

× ×

−1

  • y1

y2 y3 y4

General Purpose Analog Computer (GPAC) Shannon’s model of the Differential Analyser

¨ θ + g

ℓ sin(θ) = 0

       y′

1 = y2

y′

2 = − g ℓ y3

y′

3 = y2y4

y′

4 = −y2y3

⇔        y1 = θ y2 = ˙ θ y3 = sin(θ) y4 = cos(θ)

8 / 20

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A brief stop

Before I can explain the proof, you need to know more of polynomial ODEs and what I mean by programming with ODEs.

9 / 20

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Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd x

y1(x)

Note : existence and unicity of y by Cauchy-Lipschitz theorem.

10 / 20

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Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f(x) = x ◮ identity y(0) = 0, y′ = 1

  • y(x) = x

10 / 20

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SLIDE 22

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f(x) = x2 ◮ squaring y1(0)= 0, y′

1= 2y2

  • y1(x)= x2

y2(0)= 0, y′

2= 1

  • y2(x)= x

10 / 20

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SLIDE 23

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f(x) = xn ◮ nth power y1(0)= 0, y′

1= ny2

  • y1(x)= xn

y2(0)= 0, y′

2= (n − 1)y3

  • y2(x)= xn−1

. . . . . . . . . yn(0)= 0, yn= 1

  • yn(x)= x

10 / 20

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Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f(x) = exp(x) ◮ exponential y(0)= 1, y′= y

  • y(x)= exp(x)

10 / 20

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SLIDE 25

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f(x) = sin(x) or f(x) = cos(x) ◮ sine/cosine y1(0)= 0, y′

1= y2

  • y1(x)= sin(x)

y2(0)= 1, y′

2= −y1

  • y2(x)= cos(x)

10 / 20

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Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f(x) = tanh(x) ◮ hyperbolic tangent y(0)= 0, y′= 1 − y2

  • y(x)= tanh(x)

x tanh(x)

10 / 20

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SLIDE 27

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f(x) =

1 1+x2

◮ rational function f ′(x) =

−2x (1+x2)2 = −2xf(x)2

y1(0)= 1, y′

1= −2y2y2 1

  • y1(x)=

1 1+x2

y2(0)= 0, y′

2= 1

  • y2(x)= x

10 / 20

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SLIDE 28

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f = g ± h ◮ sum/difference (g ± h)′ = g′ ± h′ assume : z(0)= z0, z′= p(z)

  • z1= g

w(0)= w0, w′= q(w)

  • w1= h

then : y(0)= z0,1 + w0,1, y′= p1(z) ± q1(w)

  • y= z1 ± w1

10 / 20

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SLIDE 29

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f = gh ◮ product (gh)′ = g′h + gh′ assume : z(0)= z0, z′= p(z)

  • z1= g

w(0)= w0, w′= q(w)

  • w1= h

then : y(0)= z0,1w0,1, y′= p1(z)w1 + z1q1(w)

  • y= z1w1

10 / 20

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SLIDE 30

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f = 1

g

◮ inverse f ′ = −g′

g2 = −g′f 2

assume : z(0)= z0, z′= p(z)

  • z1= g

then : y(0)=

1 z0,1 ,

y′= −p1(z)y2

  • y= 1

z1

10 / 20

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SLIDE 31

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f =

  • g

◮ integral assume : z(0)= z0, z′= p(z)

  • z1= g

then : y(0)= 0, y′= z1

  • y=
  • z1

10 / 20

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SLIDE 32

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f = g′ ◮ derivative f ′ = g′′ = (p1(z))′ = ∇p1(z) · z′ assume : z(0)= z0, z′= p(z)

  • z1= g

then : y(0)= p1(z0), y′= ∇p1(z) · p(z)

  • y= z′′

1

10 / 20

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SLIDE 33

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f = g ◦ h ◮ composition (z ◦ h)′ = (z′ ◦ h)h′ = p(z ◦ h)h′ assume : z(0)= z0, z′= p(z)

  • z1= g

w(0)= w0, w′= q(w)

  • w1= h

then : y(0)= z(w0), y′= p(y)z1

  • y= z ◦ h

10 / 20

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SLIDE 34

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f = g ◦ h ◮ composition (z ◦ h)′ = (z′ ◦ h)h′ = p(z ◦ h)h′ assume : z(0)= z0, z′= p(z)

  • z1= g

w(0)= w0, w′= q(w)

  • w1= h

then : y(0)= z(w0), y′= p(y)z1

  • y= z ◦ h

Is this coefficient in K?

10 / 20

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SLIDE 35

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f = g ◦ h ◮ composition (z ◦ h)′ = (z′ ◦ h)h′ = p(z ◦ h)h′ assume : z(0)= z0, z′= p(z)

  • z1= g

w(0)= w0, w′= q(w)

  • w1= h

then : y(0)= z(w0), y′= p(y)z1

  • y= z ◦ h

Is this coefficient in K? Fields with this property are called generable.

10 / 20

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SLIDE 36

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f ′ = tanh ◦f ◮ Non-polynomial differential equation f ′′ = (tanh′ ◦f)f ′ = (1 − (tanh ◦f)2)f ′ y1(0)= f(0), y′

1= y2

  • y1(x)= f(x)

y2(0)= tanh(f(0)), y′

2= (1 − y2 2)y2

  • y2(x)= tanh(f(x))

10 / 20

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SLIDE 37

Generable functions (total, univariate)

Definition f : R → R is generable if there exists d, p and y0 such that the solution y to y(0) = y0, y′(x) = p(y(x)) satisfies f(x) = y1(x) for all x ∈ R. Types d ∈ N : dimension Q ⊆ K ⊆ R : field p ∈ Kd[Rn] : polynomial vector (coef. in K) y0 ∈ Kd, y : R → Rd Example : f(0) = f0, f ′ = g ◦ f ◮ Initial Value Problem (IVP) f ′ = g′′ = (p1(z))′ = ∇p1(z) · z′ assume : z(0)= z0, z′= p(z)

  • z1= g

then : y(0)= p1(z0), y′= ∇p1(z) · p(z)

  • y= z′′

1

10 / 20

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SLIDE 38

Generable functions : a first summary

Nice theory for the class of total and univariate generable functions : analytic contains polynomials, sin, cos, tanh, exp stable under ±, ×, /, ◦ and Initial Value Problems (IVP) technicality on the field K of coefficients for stability under ◦ solutions to polynomial ODEs form a very large class

11 / 20

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SLIDE 39

Generable functions : a first summary

Nice theory for the class of total and univariate generable functions : analytic contains polynomials, sin, cos, tanh, exp stable under ±, ×, /, ◦ and Initial Value Problems (IVP) technicality on the field K of coefficients for stability under ◦ solutions to polynomial ODEs form a very large class Limitations : total functions univariate

11 / 20

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SLIDE 40

Generable functions (generalization)

Definition f : X ⊆ Rn → R is generable if X is open connected and ∃d, p, x0, y0, y such that y(x0) = y0, Jy(x) = p(y(x)) and f(x) = y1(x) for all x ∈ X. Jy(x) = Jacobian matrix of y at x Types n ∈ N : input dimension d ∈ N : dimension p ∈ Kd×d[Rd] : polynomial matrix x0 ∈ Kn y0 ∈ Kd, y : X → Rd Notes : Partial differential equation! Unicity of solution y... ... but not existence (ie you have to show it exists)

12 / 20

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SLIDE 41

Generable functions (generalization)

Definition f : X ⊆ Rn → R is generable if X is open connected and ∃d, p, x0, y0, y such that y(x0) = y0, Jy(x) = p(y(x)) and f(x) = y1(x) for all x ∈ X. Jy(x) = Jacobian matrix of y at x Types n ∈ N : input dimension d ∈ N : dimension p ∈ Kd×d[Rd] : polynomial matrix x0 ∈ Kn y0 ∈ Kd, y : X → Rd Example : f(x1, x2) = x1x2

2

(n = 2, d = 3) ◮ monomial y(0, 0) =     , Jy =   y2

3

3y2y3 1 1  

  • y(x) =

  x1x2

2

x1 x2  

12 / 20

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SLIDE 42

Generable functions (generalization)

Definition f : X ⊆ Rn → R is generable if X is open connected and ∃d, p, x0, y0, y such that y(x0) = y0, Jy(x) = p(y(x)) and f(x) = y1(x) for all x ∈ X. Jy(x) = Jacobian matrix of y at x Types n ∈ N : input dimension d ∈ N : dimension p ∈ Kd×d[Rd] : polynomial matrix x0 ∈ Kn y0 ∈ Kd, y : X → Rd Example : f(x1, x2) = x1x2

2

◮ monomial y1(0, 0)= 0, ∂x1y1= y2

3,

∂x2y1= 3y2y3

  • y1(x) = x1x2

2

y2(0, 0)= 0, ∂x1y2= 1, ∂x2y2= 0

  • y2(x) = x1

y3(0, 0)= 0, ∂x1y3= 0, ∂x2y3= 1

  • y3(x) = x2

This is tedious!

12 / 20

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SLIDE 43

Generable functions (generalization)

Definition f : X ⊆ Rn → R is generable if X is open connected and ∃d, p, x0, y0, y such that y(x0) = y0, Jy(x) = p(y(x)) and f(x) = y1(x) for all x ∈ X. Jy(x) = Jacobian matrix of y at x Types n ∈ N : input dimension d ∈ N : dimension p ∈ Kd×d[Rd] : polynomial matrix x0 ∈ Kn y0 ∈ Kd, y : X → Rd Last example : f(x) = 1

x for x ∈ (0, ∞)

◮ inverse function y(1)= 1, ∂xy= −y2

  • y(x) = 1

x

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SLIDE 44

Generable functions : summary

Nice theory for the class of multivariate generable functions (over connected domains) : analytic contains polynomials, sin, cos, tanh, exp, ... stable under ±, ×, /, ◦ and Initial Value Problems (IVP) technicality on the field K of coefficients for stability under ◦ requires partial differential equations

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SLIDE 45

Generable functions : summary

Nice theory for the class of multivariate generable functions (over connected domains) : analytic contains polynomials, sin, cos, tanh, exp, ... stable under ±, ×, /, ◦ and Initial Value Problems (IVP) technicality on the field K of coefficients for stability under ◦ requires partial differential equations Exercice : are all analytic functions generable?

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SLIDE 46

Generable functions : summary

Nice theory for the class of multivariate generable functions (over connected domains) : analytic contains polynomials, sin, cos, tanh, exp, ... stable under ±, ×, /, ◦ and Initial Value Problems (IVP) technicality on the field K of coefficients for stability under ◦ requires partial differential equations Exercice : are all analytic functions generable? No Riemann Γ and ζ are not generable.

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SLIDE 47

Why is this useful?

Writing polynomial ODEs by hand is hard.

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SLIDE 48

Why is this useful?

Writing polynomial ODEs by hand is hard. Using generable functions, we can build complicated multivariate partial functions using other operations, and we know they are solutions to polynomial ODEs by construction.

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SLIDE 49

Why is this useful?

Writing polynomial ODEs by hand is hard. Using generable functions, we can build complicated multivariate partial functions using other operations, and we know they are solutions to polynomial ODEs by construction. Example (almost rounding function) There exists a generable function round such that for any n ∈ Z, x ∈ R, λ > 2 and µ 0 : if x ∈

  • n − 1

2, n + 1 2

  • then | round(x, µ, λ) − n| 1

2,

if x ∈

  • n − 1

2 + 1 λ, n + 1 2 − 1 λ

  • then | round(x, µ, λ) − n| e−µ.

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SLIDE 50

Reminder of the result

Main result (reminder) There exists a fixed (vector of) polynomial p such that for any f ∈ C0(R) and ε ∈ C0(R, R>0), there exists α ∈ Rd such that y(0) = α, y′(t) = p(y(t)) has a unique solution y : R → Rd and ∀t ∈ R, |y1(t) − f(t)| ε(t).

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SLIDE 51

A simplified proof α ∈ R ODE

t 0 1 1 0 1 0 1 0 0 1 1 1 . . . digits of α binary stream generator This is the ideal curve, the real

  • ne is an approximation of it.

N O T E

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SLIDE 52

A simplified proof α ∈ R ODE

t 0 1 1 0 1 0 1 0 0 1 1 1 . . . digits of α binary stream generator

ODE

t “Digital” to Analog Converter (fixed frequency) Approximate Lipschitz and bounded functions with fixed precision. N O T E That’s the trickiest part. N O T E

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SLIDE 53

A simplified proof α ∈ R ODE

t 0 1 1 0 1 0 1 0 0 1 1 1 . . . digits of α binary stream generator

ODE

t “Digital” to Analog Converter (fixed frequency)

ODE?

t We need something more : a fast-growing ODE. N O T E

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SLIDE 54

A simplified proof α ∈ R ODE

t 0 1 1 0 1 0 1 0 0 1 1 1 . . . digits of α binary stream generator

ODE

t “Digital” to Analog Converter (fixed frequency)

ODE?

t We need something more : an arbitrarily fast-growing ODE. N O T E

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SLIDE 55

A less simplified proof

binary stream generator : digits of α ∈ R t 1 1 1 1 f(α, µ, λ, t) = 1

2 + 1 2 tanh(µ sin(2απ4round(t−1/4,λ) + 4π/3))

It’s horrible, but generable round is the mysterious rounding function...

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SLIDE 56

A less simplified proof

binary stream generator : digits of α ∈ R t 1 1 1 1 t d0 a0 d1 a1 d2 a2 d3 a3 dyadic stream generator : di = mi2−di, ai = 9i +

j<i dj

f(α, γ, t) = sin(2απ2round(t−1/4,γ))) round is the mysterious rounding function...

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SLIDE 57

A less simplified proof

t 1 1 1 1 t d0 a0 d1 a1 d2 a2 d3 a3

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SLIDE 58

A less simplified proof

t 1 1 1 1 t d0 a0 d1 a1 d2 a2 d3 a3

copy signal

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SLIDE 59

A less simplified proof

t 1 1 1 1 t d0 a0 d1 a1 d2 a2 d3 a3

copy signal copy signal

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SLIDE 60

A less simplified proof

t 1 1 1 1 t d0 a0 d1 a1 d2 a2 d3 a3

copy signal copy signal copy signal

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SLIDE 61

A less simplified proof

t 1 1 1 1 t d0 a0 d1 a1 d2 a2 d3 a3

copy signal copy signal copy signal copy signal

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SLIDE 62

A less simplified proof

t 1 1 1 1 t d0 a0 d1 a1 d2 a2 d3 a3

copy signal copy signal copy signal copy signal

This copy operation is the “non-trivial” part.

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SLIDE 63

A less simplified proof

t We can do almost piecewise constant functions...

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SLIDE 64

A less simplified proof

t We can do almost piecewise constant functions... ...that are bounded by 1... ...and have super slow changing frequency.

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SLIDE 65

A less simplified proof

t We can do almost piecewise constant functions... ...that are bounded by 1... ...and have super slow changing frequency. How do we go to arbitrarily large and growing functions? Can a polynomial ODE even have arbitrary growth?

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SLIDE 66

An old question on growth

Building a fast-growing ODE, that exists over R : y′

1 = y1

  • y1(t) = exp(t)

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SLIDE 67

An old question on growth

Building a fast-growing ODE, that exists over R : y′

1 = y1

  • y1(t) = exp(t)

y′

2 = y1y2

  • y1(t) = exp(exp(t))

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SLIDE 68

An old question on growth

Building a fast-growing ODE, that exists over R : y′

1 = y1

  • y1(t) = exp(t)

y′

2 = y1y2

  • y1(t) = exp(exp(t))

. . . . . . y′

n = y1 · · · yn

  • yn(t) = exp(· · · exp(t) · · · ) := en(t)

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SLIDE 69

An old question on growth

Building a fast-growing ODE, that exists over R : y′

1 = y1

  • y1(t) = exp(t)

y′

2 = y1y2

  • y1(t) = exp(exp(t))

. . . . . . y′

n = y1 · · · yn

  • yn(t) = exp(· · · exp(t) · · · ) := en(t)

Conjecture (Emil Borel, 1899) With n variables, cannot do better than Ot(en(Atk)).

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SLIDE 70

An old question on growth

en(t) = exp(· · · exp(t) · · · ) (n compositions) Conjecture (Emil Borel, 1899) With n variables, cannot do better than Ot(en(Atk)). Counter-example (Vijayaraghavan, 1932) 1 2 − cos(t) − cos(αt) t Sequence of arbitrarily growing spikes.

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SLIDE 71

An old question on growth

en(t) = exp(· · · exp(t) · · · ) (n compositions) Conjecture (Emil Borel, 1899) With n variables, cannot do better than Ot(en(Atk)). Counter-example (Vijayaraghavan, 1932) 1 2 − cos(t) − cos(αt) t Sequence of arbitrarily growing spikes. But not good enough for us.

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SLIDE 72

An old question on growth

en(t) = exp(· · · exp(t) · · · ) (n compositions) Conjecture (Emil Borel, 1899) With n variables, cannot do better than Ot(en(Atk)). Counter-example (Vijayaraghavan, 1932) 1 2 − cos(t) − cos(αt) Theorem (In the paper) There exists a polynomial p : Rd → Rd such that for any continuous function f : R0 → R, we can find α ∈ Rd such that y(0) = α, y′(t) = p(y(t)) satisfies y1(t) f(t), ∀t 0.

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SLIDE 73

An old question on growth

en(t) = exp(· · · exp(t) · · · ) (n compositions) Conjecture (Emil Borel, 1899) With n variables, cannot do better than Ot(en(Atk)). Counter-example (Vijayaraghavan, 1932) 1 2 − cos(t) − cos(αt) Theorem (In the paper) There exists a polynomial p : Rd → Rd such that for any continuous function f : R0 → R, we can find α ∈ Rd such that y(0) = α, y′(t) = p(y(t)) satisfies y1(t) f(t), ∀t 0. Note : both results require α to be transcendental. Conjecture still

  • pen for rational (or algebraic) coefficients.

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SLIDE 74

Proof gem : iteration with differential equations

Assume f is generable, can we iterate f with an ODE? That is, build a generable y such that y(x, n) ≈ f [n](x) for all n ∈ N

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SLIDE 75

Proof gem : iteration with differential equations

Assume f is generable, can we iterate f with an ODE? That is, build a generable y such that y(x, n) ≈ f [n](x) for all n ∈ N t x f(x)

1 2

1

3 2

2

y′≈0 z′≈f(y)−z

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SLIDE 76

Proof gem : iteration with differential equations

Assume f is generable, can we iterate f with an ODE? That is, build a generable y such that y(x, n) ≈ f [n](x) for all n ∈ N t x f(x)

1 2

1

3 2

2

y′≈0 z′≈f(y)−z y′≈z−y z′≈0

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SLIDE 77

Proof gem : iteration with differential equations

Assume f is generable, can we iterate f with an ODE? That is, build a generable y such that y(x, n) ≈ f [n](x) for all n ∈ N t x f(x) f [2](x)

1 2

1

3 2

2

y′≈0 z′≈f(y)−z y′≈z−y z′≈0

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SLIDE 78

Main result, remark and end

Main result (reminder) There exists a fixed (vector of) polynomial p such that for any f ∈ C0(R) and ε ∈ C0(R, R>0), there exists α ∈ Rd such that y(0) = α, y′(t) = p(y(t)) has a unique solution y : R → Rd and ∀t ∈ R, |y1(t) − f(t)| ε(t). Futhermore, α is computable from f and ε. Remarks : if f and ε are computable then α is computable if f or ε is not computable then α is not computable in all cases α is a horrible transcendental number

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SLIDE 79

Non-unicity of solutions of DAEs even with conditions

Let f(t) =

  • exp(− tan(t)2)

if |t| < π

2

elsewhere t Lemma : f ∈ C∞(R) and for all a, λ ∈ R, g := t → λf(a + t) satisfies

−2y′6+6y′′y′4y−6y′′2y′2y2+31y′4y2+2y′′3y3−8y

′′y′2y3+4y′′2y4+16y′2y4=0.

(1)

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SLIDE 80

Non-unicity of solutions of DAEs even with conditions

Let f(t) =

  • exp(− tan(t)2)

if |t| < π

2

elsewhere t Lemma : f ∈ C∞(R) and for all a, λ ∈ R, g := t → λf(a + t) satisfies

−2y′6+6y′′y′4y−6y′′2y′2y2+31y′4y2+2y′′3y3−8y

′′y′2y3+4y′′2y4+16y′2y4=0.

(1) Lemma : if y, z satisfy (1) and have disjoint support, y + z satisfies (1).

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SLIDE 81

Non-unicity of solutions of DAEs even with conditions

Let f(t) =

  • exp(− tan(t)2)

if |t| < π

2

elsewhere t Lemma : f ∈ C∞(R) and for all a, λ ∈ R, g := t → λf(a + t) satisfies

−2y′6+6y′′y′4y−6y′′2y′2y2+31y′4y2+2y′′3y3−8y

′′y′2y3+4y′′2y4+16y′2y4=0.

(1) Lemma : if y, z satisfy (1) and have disjoint support, y + z satisfies (1). A set of conditions for (1) is a collection of constraints of the form y(k)(a) = b for some k ∈ N and a, b ∈ R. Example : y(0) = 1, y′(0) = 0, y′′(42) = π

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SLIDE 82

Non-unicity of solutions of DAEs even with conditions

Let f(t) =

  • exp(− tan(t)2)

if |t| < π

2

elsewhere t Lemma : f ∈ C∞(R) and for all a, λ ∈ R, g := t → λf(a + t) satisfies

−2y′6+6y′′y′4y−6y′′2y′2y2+31y′4y2+2y′′3y3−8y

′′y′2y3+4y′′2y4+16y′2y4=0.

(1) Lemma : if y, z satisfy (1) and have disjoint support, y + z satisfies (1). A set of conditions for (1) is a collection of constraints of the form y(k)(a) = b for some k ∈ N and a, b ∈ R. Example : y(0) = 1, y′(0) = 0, y′′(42) = π Lemma : for any finite set of conditions, either (1) has no solution or at least one with bounded support.

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SLIDE 83

Non-unicity of solutions of DAEs even with conditions

Let f(t) =

  • exp(− tan(t)2)

if |t| < π

2

elsewhere t Lemma : f ∈ C∞(R) and for all a, λ ∈ R, g := t → λf(a + t) satisfies

−2y′6+6y′′y′4y−6y′′2y′2y2+31y′4y2+2y′′3y3−8y

′′y′2y3+4y′′2y4+16y′2y4=0.

(1) Lemma : if y, z satisfy (1) and have disjoint support, y + z satisfies (1). A set of conditions for (1) is a collection of constraints of the form y(k)(a) = b for some k ∈ N and a, b ∈ R. Example : y(0) = 1, y′(0) = 0, y′′(42) = π Lemma : for any finite set of conditions, either (1) has no solution or at least one with bounded support. Theorem : for any finite set of conditions, if (1) has a solution then it has infinitely many.

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