Monday, 28 April 2014

ca.analysis and odes - Sheaves and Differential Equations

I will start commenting on Mariano's answer. I believe it is a perfect answer for the question




How do sheaves arise in studying
solutions of differential equations ?




but not for the question




How do sheaves arise in studying
solutions to ordinary differential
equations ?




According to the current terminology a function $f$ satisfying $X(f)=0$ is not a solution of the vector field $X$ but a first integral. Moreover, if $X = a(x,y) partial_x + b(x,y) partial_y$ then
$$
X(f) = a partial_x f + b partial_y f .
$$
Thus $X(f)=0$ is a PDE and not an ODE. Indeed t3suji made the same point at a comment on Mariano's answer. I understand the solutions of (the ODE determined by) $X$ as functions $gamma : V subset mathbb R to U$ satisfying $X(gamma(t))=gamma'(t)$ for every $t in V$. Notice that here indeed we have a system of ODEs.



A vector field can be thought as autonomous differential equation and I do not see clearly how to consider the sheaf of its solutions.



On the other hand when we have a non-autonomous ordinary differential equation then there is its sheaf of solutions. This sheaf is a sheaf over the time variable
only and not the whole space. ( At this point it is natural to talk about connections and/or jet bundles but I will try to keep things as elementary as possible. )



Note that in general the sheaf of solutions will not be a sheaf of vector spaces: the sum of two solutions, or the multiplication of a solution by a constant need not to be a solution. This will occur only when the differential equation is linear.



The differential equations $y'(t) = y$ and $y'(t) = y^2$, both defined over the whole real line, are examples of differential equations with non-isomorphic sheaves of solutions. The solutions of the first ODE are the multiples of $exp t $ and define a sheaf of $mathbb R$-modules. The solutions of the second ODE are zero and $frac{1}{lambda - t}$ with $ lambda in mathbb R$. They do define a sheaf of sets, but not a sheaf of $mathbb R$-modules.



To obtain examples of linear differential equations with non-isomorphic sheaves, one has to have nontrivial fundamental group on the time-variable of the differential equation. Thus it is natural to consider complex differential equations over $mathbb C^{ast}$.



The equations $y'(z) = frac{ lambda y(z)}{z}$ parametrized by $lambda in mathbb C$ have non-isomorphic sheaves of solutions. More precisely,



  • if $lambda in mathbb Z$ then the solution sheaf is the free $mathbb C$-sheaf of rank one (solutions of the ODE are complex multiples of $z^{ lambda }$);

  • if $lambda in mathbb Q - mathbb Z $ then the solution sheaf has no global sections but some tensor power of it does;

  • if $lambda in mathbb C - mathbb Q$ then the solution sheaf has no global sections nor any of its powers does.

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