Schloss Dagstuhl - Leibniz-Zentrum fuer Informatik GmbH Schloss Dagstuhl - Leibniz-Zentrum fuer Informatik GmbH scholarly article en Bournez, Olivier; Pouly, Amaury http://www.dagstuhl.de/lipics License
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A Universal Ordinary Differential Equation

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Abstract

An astonishing fact was established by Lee A. Rubel (1981): there exists a fixed non-trivial fourth-order polynomial differential algebraic equation (DAE) such that for any positive continuous function phi on the reals, and for any positive continuous function epsilon(t), it has a C^infinity solution with | y(t) - phi(t) | < epsilon(t) for all t. Lee A. Rubel provided an explicit example of such a polynomial DAE. Other examples of universal DAE have later been proposed by other authors. However, while these results may seem very surprising, their proofs are quite simple and are frustrating for a computability theorist, or for people interested in modeling systems in experimental sciences. First, the involved notions of universality is far from usual notions of universality in computability theory. In particular, the proofs heavily rely on the fact that constructed DAE does not have unique solutions for a given initial data. This is very different from usual notions of universality where one would expect that there is clear unambiguous notion of evolution for a given initial data, for example as in computability theory. Second, the proofs usually rely on solutions that are piecewise defined. Hence they cannot be analytic, while analycity is often a key expected property in experimental sciences. Third, the proofs of these results can be interpreted more as the fact that (fourth-order) polynomial algebraic differential equations is a too loose a model compared to classical ordinary differential equations. In particular, one may challenge whether the result is really a universality result. The question whether one can require the solution that approximates phi to be the unique solution for a given initial data is a well known open problem [Rubel 1981, page 2], [Boshernitzan 1986, Conjecture 6.2]. In this article, we solve it and show that Rubel's statement holds for polynomial ordinary differential equations (ODEs), and since polynomial ODEs have a unique solution given an initial data, this positively answers Rubel's open problem. More precisely, we show that there exists a fixed polynomial ODE such that for any phi and epsilon(t) there exists some initial condition that yields a solution that is epsilon-close to phi at all times. The proof uses ordinary differential equation programming. We believe it sheds some light on computability theory for continuous-time models of computations. It also demonstrates that ordinary differential equations are indeed universal in the sense of Rubel and hence suffer from the same problem as DAEs for modelization: a single equation is capable of modelling any phenomenon with arbitrary precision, meaning that trying to fit a model based on polynomial DAEs or ODEs is too general (if ithas a sufficient dimension).

BibTeX - Entry

@InProceedings{bournez_et_al:LIPIcs:2017:7433,
  author =	{Olivier Bournez and Amaury Pouly},
  title =	{{A Universal Ordinary Differential Equation}},
  booktitle =	{44th International Colloquium on Automata, Languages, and Programming (ICALP 2017)},
  pages =	{116:1--116:14},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-041-5},
  ISSN =	{1868-8969},
  year =	{2017},
  volume =	{80},
  editor =	{Ioannis Chatzigiannakis and Piotr Indyk and Fabian Kuhn and Anca Muscholl},
  publisher =	{Schloss Dagstuhl--Leibniz-Zentrum fuer Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{http://drops.dagstuhl.de/opus/volltexte/2017/7433},
  URN =		{urn:nbn:de:0030-drops-74335},
  doi =		{10.4230/LIPIcs.ICALP.2017.116},
  annote =	{Keywords: Ordinary Differential Equations, Universal Differential Equations, Analog Models of Computation, Continuous-Time Models of   Computation, Computabilit}
}

Keywords: Ordinary Differential Equations, Universal Differential Equations, Analog Models of Computation, Continuous-Time Models of Computation, Computabilit
Seminar: 44th International Colloquium on Automata, Languages, and Programming (ICALP 2017)
Issue date: 2017
Date of publication: 2017


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