D-finite Functions Research Articles

Reduction-based creative telescoping for definite summation of D-finite functions

Creative telescoping is an algorithmic method initiated by Zeilberger to compute definite sums by synthesizing summands that telescope, called certificates. We describe a creative telescoping algorithm that computes telescopers for definite sums of D-finite functions as well as the associated certificates in a compact form. The algorithm relies on a discrete analogue of the generalized Hermite reduction, or equivalently, a generalization of the Abramov-Petkovšek reduction. We provide a Maple implementation with good timings on a variety of examples.

Operations for D-Algebraic Functions

A function is differentially algebraic (or simply D-algebraic) if there is a polynomial relationship between some of its derivatives and the indeterminate variable. Many functions in the sciences, such as Mathieu functions, the Weierstrass elliptic functions, and holonomic or D-finite functions are D-algebraic. These functions form a field, and are closed under composition, taking functional inverse, and derivation. We present implementation for each underlying operation. We also give a systematic way for computing an algebraic differential equation from a linear differential equation with D-finite function coefficients. Each command is a feature of our Maple package NLDE available at https://mathrepo.mis.mpg.de/DAlgebraicFunctions/NLDEpackage.

The lambda extensions of the Ising correlation functions

We revisit, with a pedagogical heuristic motivation, the lambda extension of the low-temperature row correlation functions of the two-dimensional Ising model. In particular, using these one-parameter series to understand the deformation theory around selected values of , namely with m and n integers, we show that these series yield perturbation coefficients, generalizing form factors, that are D-finite functions. As a by-product these exact results provide an infinite number of highly non-trivial identities on the complete elliptic integrals of the first and second kind. These results underline the fundamental role of Jacobi theta functions and Jacobi forms, the previous D-finite functions being (relatively simple) rational functions of Jacobi theta functions, when rewritten in terms of the nome of elliptic functions.

Symmetries of Non-Linear ODEs: Lambda Extensions of the Ising Correlations

This paper provides several illustrations of the numerous remarkable properties of the lambda extensions of the two-point correlation functions of the Ising model, shedding some light on the non-linear ODEs of the Painlevé type they satisfy. We first show that this concept also exists for the factors of the two-point correlation functions focusing, for pedagogical reasons, on two examples, namely C(0,5) and C(2,5) at ν=−k. We then display, in a learn-by-example approach, some of the puzzling properties and structures of these lambda extensions: for an infinite set of (algebraic) values of λ these power series become algebraic functions, and for a finite set of (rational) values of lambda they become D-finite functions, more precisely polynomials (of different degrees) in the complete elliptic integrals of the first and second kind K and E. For generic values of λ these power series are not D-finite, they are differentially algebraic. For an infinite number of other (rational) values of λ these power series are globally bounded series, thus providing an example of an infinite number of globally bounded differentially algebraic series. Finally, taking the example of a product of two diagonal two-point correlation functions, we suggest that many more families of non-linear ODEs of the Painlevé type remain to be discovered on the two-dimensional Ising model, as well as their structures, and in particular their associated lambda extensions. The question of their possible reduction, after complicated transformations, to Okamoto sigma forms of Painlevé VI remains an extremely difficult challenge.

Sequence positivity through numeric analytic continuation: uniqueness of the Canham model for biomembranes

We prove solution uniqueness for the genus one Canham variational problem arising in the shape prediction of biomembranes. The proof builds on a result of Yu and Chen that reduces the variational problem to proving positivity of a sequence defined by a linear recurrence relation with polynomial coefficients. We combine rigorous numeric analytic continuation of D-finite functions with classic bounds from singularity analysis to derive an effective index where the asymptotic behaviour of the sequence, which is positive, dominates the sequence behaviour. Positivity of the finite number of remaining terms is then checked separately.Mathematics Subject Classifications: 05A16, 68Q40, 30B40Keywords: Analytic combinatorics, D-finite, P-recursive, positivity, Canham model

Сечения производящего ряда решения разностного уравнения в симплициальном конусе

We consider a multidimensional difference equation in a simplicial lattice cone with coefficients from a field of characteristic zero and sections of a generating series of a solution to the Cauchy problem for such equations. We use properties of the shift and projection operators on the integer lattice <math xmlns='http://www.w3.org/1998/Math/MathML'><msup><mi>Z</mi><mi>n</mi></msup></math> to find a recurrence relation (difference equation with polynomial coefficients) for the section of the generating series. This formula allows us to find a generating series of a solution to the Cauchy problem in the lattice cone through a generating series of its initial data and a right-side function of the difference equation. We derived an integral representation for sections of the holomorphic function, whose coefficients satisfy the difference equation with complex coefficients. Finally, we propose a system of differential equations for sections that represent D-finite functions of two complex variables.

A Symbolic-Numeric Validation Algorithm for Linear ODEs with Newton–Picard Method

A symbolic-numeric validation algorithm is developed to compute rigorous and tight uniform error bounds for polynomial approximate solutions to linear ordinary differential equations, and in particular D-finite functions. It relies on an a posteriori validation scheme, where such an error bound is computed afterwards, independently from how the approximation was built. Contrary to Newton–Galerkin validation methods, widely used in the mathematical community of computer-assisted proofs, our algorithm does not rely on finite-dimensional truncations of differential or integral operators, but on an efficient approximation of the resolvent kernel using a Chebyshev spectral method. The result is a much better complexity of the validation process, carefully investigated throughout this article. Indeed, the approximation degree for the resolvent kernel depends linearly on the magnitude of the input equation, while the truncation order used in Newton–Galerkin may be exponential in the same quantity. Numerical experiments based on an implementation in C corroborate this complexity advantage over other a posteriori validation methods, including Newton–Galerkin.

Some structural results on Dn-finite functions

D-finite (or holonomic) functions satisfy linear differential equations with polynomial coefficients. They form a large class of functions that appear in many applications in Mathematics or Physics. It is well-known that these functions are closed under certain operations and these closure properties can be executed algorithmically. Recently, the notion of D-finite functions has been generalized to differentially definable or Dn-finite functions. Also these functions are closed under operations such as forming (anti)derivative, addition or multiplication and, again, these can be implemented. In this paper we investigate how Dn-finite functions behave under composition and how they are related to algebraic and differentially algebraic functions.

A sage implementation for DD-finite functions

We present here the Sage package dd_functions which provides many features to compute with DD-finite functions, a natural extension of the class of holonomic or D-finite functions. The package, focused on a functional approach, allows the user to compute closure properties, extract coefficient sequences and compute the composition (as formal power series) of functions treated in this package. All these operations reduce the problem to linear algebra computations where classical division-free algorithms are used.

A computable extension for D-finite functions: DD-finite functions

Differentiably finite (D-finite) formal power series form a large class of useful functions for which a variety of symbolic algorithms exists. Among these methods are several closure properties that can be carried out automatically. We introduce a natural extension of these functions to a larger class of computable objects for which we prove closure properties. These are again algorithmic. This extension can be iterated constructively preserving the closure properties.

D-finite numbers

D-finite functions and P-recursive sequences are defined in terms of linear differential and recurrence equations with polynomial coefficients. In this paper, we introduce a class of numbers closely related to D-finite functions and P-recursive sequences. It consists of the limits of convergent P-recursive sequences. Typically, this class contains many well-known mathematical constants in addition to the algebraic numbers. Our definition of the class of D-finite numbers depends on two subrings of the field of complex numbers. We investigate how different choices of these two subrings affect the class. Moreover, we show that D-finite numbers are essentially limits of D-finite functions at the point one, and evaluating D-finite functions at non-singular algebraic points typically yields D-finite numbers. This result makes it easier to recognize certain numbers to be D-finite.

Reduction-based creative telescoping for fuchsian D-finite functions

Continuing a series of articles in the past few years on creative telescoping using reductions, we adapt Trager's Hermite reduction for algebraic functions to fuchsian D-finite functions whose singularities have real exponents. We develop a reduction-based creative telescoping algorithm for this class of functions, thereby generalizing our recent reduction-based algorithm for algebraic functions, presented at ISSAC 2016.

Three friendly walkers**Dedicated to Tony Guttmann on the occasion of his 70th birthday.

More than 15 years ago Guttmann and Vöge (2002 J. Stat. Plan. Inference 101 107), introduced a model of friendly walkers. Since then it has remained unsolved. In this paper we provide the exact solution to a closely allied model which essentially only differs in the boundary conditions. The exact solution is expressed in terms of the reciprocal of the generating function for vicious walkers which is a D-finite function. However, ratios of D-finite functions are inherently not D-finite and in this case we prove that the friendly walkers generating function is the solution to a non-linear differential equation with polynomial coefficients, it is in other words D-algebraic. We find using numerically exact calculations a conjectured expression for the generating function of the original model as a ratio of a D-finite function and the generating function for vicious walkers. We obtain an expression for this D-finite function in terms of a hypergeometric function with a rational pullback and its first and second derivatives.

Rigorous uniform approximation of D-finite functions using Chebyshev expansions

A wide range of numerical methods exists for computing polynomial approximations of solutions of ordinary differential equations based on Chebyshev series expansions or Chebyshev interpolation polynomials. We consider the application of such methods in the context of rigorous computing (where we need guarantees on the accuracy of the result), and from the complexity point of view. It is well-known that the order-n truncation of the Chebyshev expansion of a function over a given interval is a near-best uniform polynomial approximation of the function on that interval. In the case of solutions of linear differential equations with polynomial coefficients, the coefficients of the expansions obey linear recurrence relations with polynomial coefficients. Unfortunately, these recurrences do not lend themselves to a direct recursive computation of the coefficients, owing among other things to a lack of initial conditions. We show how they can nevertheless be used, as part of a validated process, to compute good uniform approximations of D-finite functions together with rigorous error bounds, and we study the complexity of the resulting algorithms. Our approach is based on a new view of a classical numerical method going back to Clenshaw, combined with a functional enclosure method.

Fast and Accurate Computation of Orbital Collision Probability for Short-Term Encounters

This article provides a new method for computing the probability of collision between two spherical space objects involved in a short-term encounter under Gaussian-distributed uncertainty. In this model of conjunction, classical assumptions reduce the probability of collision to the integral of a two-dimensional Gaussian probability density function over a disk. The computational method presented here is based on an analytic expression for the integral, derived by use of Laplace transform and D-finite functions properties. The formula has the form of a product between an exponential term and a convergent power series with positive coefficients. Analytic bounds on the truncation error are also derived and are used to obtain a very accurate algorithm. Another contribution is the derivation of analytic bounds on the probability of collision itself, allowing for a very fast and, in most cases, very precise evaluation of the risk. The only other analytical method of the literature (based on an approximation) is shown to be a special case of the new formula. A numerical study illustrates the efficiency of the proposed algorithms on a broad variety of examples and favorably compares the approach to the other methods of the literature.

Asymptotic Lattice Path Enumeration Using Diagonals

We consider d-dimensional lattice path models restricted to the first orthant whose defining step sets exhibit reflective symmetry across every axis. Given such a model, we provide explicit asymptotic enumerative formulas for the number of walks of a fixed length: the exponential growth is given by the number of distinct steps a model can take, while the sub-exponential growth depends only on the dimension of the underlying lattice and the number of steps moving forward in each coordinate. The generating function of each model is first expressed as the diagonal of a multivariate rational function, then asymptotic expressions are derived by analyzing the singular variety of this rational function. Additionally, we show how to compute subdominant growth, reflect on the difference between rational diagonals and differential equations as data structures for D-finite functions, and show how to determine first order asymptotics for the subset of walks that start and end at the origin.

Holonomic functions of several complex variables and singularities of anisotropic Ising n-fold integrals

Focusing on examples associated with holonomic functions, we try to bring new ideas on how to look at phase transitions, for which the critical manifolds are not points but curves depending on a spectral variable, or even fill higher dimensional submanifolds. Lattice statistical mechanics often provides a natural (holonomic) framework to perform singularity analysis with several complex variables that would, in the most general mathematical framework, be too complex, or simply could not be defined. In a learn-by-example approach, considering several Picard–Fuchs systems of two-variables ‘above’ Calabi–Yau ODEs, associated with double hypergeometric series, we show that D-finite (holonomic) functions are actually a good framework for finding properly the singular manifolds. The singular manifolds are found to be genus-zero curves. We then analyze the singular algebraic varieties of quite important holonomic functions of lattice statistical mechanics, the n-fold integrals χ(n), corresponding to the n-particle decomposition of the magnetic susceptibility of the anisotropic square Ising model. In this anisotropic case, we revisit a set of so-called Nickelian singularities that turns out to be a two-parameter family of elliptic curves. We then find the first set of non-Nickelian singularities for χ(3) and χ(4), that also turns out to be rational or elliptic curves. We underline the fact that these singular curves depend on the anisotropy of the Ising model, or, equivalently, that they depend on the spectral parameter of the model. This has important consequences on the physical nature of the anisotropic χ(n)s which appear to be highly composite objects. We address, from a birational viewpoint, the emergence of families of elliptic curves, and that of Calabi–Yau manifolds on such problems. We also address the question of singularities of non-holonomic functions with a discussion on the accumulation of these singular curves for the non-holonomic anisotropic full susceptibility χ.This article is part of ‘Lattice models and integrability’, a special issue of Journal of Physics A: Mathematical and Theoretical in honour of F Y Wu's 80th birthday.

Can There Be an Explicit Formula for Implied Volatility?

It is “well known” that there is no explicit expression for the Black-Scholes implied volatility. We prove that, as a function of underlying, strike, and call price, implied volatility does not belong to the class of D-…nite functions. This does not rule out all explicit expressions, but shows that implied volatility does not belong to a certain large class, which contains many elementary functions and classical special functions.

Moment inversion problem for piecewise D-finite functions

We consider the problem of exact reconstruction of univariate functions with jump discontinuities at unknown positions from their moments. These functions are assumed to satisfy an a priori unknown linear homogeneous differential equation with polynomial coefficients on each continuity interval. Therefore, they may be specified by a finite amount of information. This reconstruction problem has practical importance in signal processing and other applications.It is somewhat of a ‘folklore’ that the sequence of the moments of such ‘piecewise D-finite’ functions satisfies a linear recurrence relation of bounded order and degree. We derive this recurrence relation explicitly. It turns out that the coefficients of the differential operator which annihilates every piece of the function, as well as the locations of the discontinuities, appear in this recurrence in a precisely controlled manner. This leads to the formulation of a generic algorithm for reconstructing a piecewise D-finite function from its moments. We investigate the conditions for solvability of resulting linear systems in the general case, as well as analyse a few particular examples. We provide results of numerical simulations for several types of signals, which test the sensitivity of the proposed algorithm to noise.

Effective scalar products of D-finite symmetric functions

Many combinatorial generating functions can be expressed as combinations of symmetric functions, or extracted as sub-series and specializations from such combinations. Gessel has outlined a large class of symmetric functions for which the resulting generating functions are D-finite. We extend Gessel's work by providing algorithms that compute differential equations, these generating functions satisfy in the case they are given as a scalar product of symmetric functions in Gessel's class. Examples of applications to k-regular graphs and Young tableaux with repeated entries are given. Asymptotic estimates are a natural application of our method, which we illustrate on the same model of Young tableaux. We also derive a seemingly new formula for the Kronecker product of the sum of Schur functions with itself.