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ArticlePublished 9 Aug 202622 min readBy Kevin Jogin
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Systems of Differential Equations and Presentation Matrices

A system of m linear equations in k unknown functions is a matrix PMm×k(An), and its module is the cokernel of right multiplication by P on free modules. Solutions in a target S are the column vectors in Sk killed by P, that is, the homomorphisms out of the cokernel.

Collection Algebraic D-modulesTopic stream differential-equationsSource Ch. 6 §1Reading time 25 minPage ID KVS-ENG-MATH-0358

Overview

One unknown function and finitely many equations gave a cyclic module An/J. Most systems that arise in practice have several unknown functions: the Cauchy-Riemann equations, a first-order system obtained by reducing the order of a scalar equation, a connection written in a local frame. The construction extends without difficulty, and the object that appears is a quotient of a free module rather than of the ring.

Concretely, a system of m equations in k unknowns is a matrix P=(Pij) of operators, and the module of the system is the cokernel of the map of free left modules AnmAnk given by right multiplication by P. Solutions in a target module S are the columns sSk with Ps=0, and these are again exactly the homomorphisms out of the cokernel, by the same argument as in the cyclic case.

Two facts make the extension worth stating separately. First, it is not a genuine enlargement of the class of modules involved: because An is Noetherian, every finitely generated An-module is finitely presented, so every such module is the module of some system - and in the holonomic case it can even be presented with one unknown. Second, the matrix is far from unique. Row operations, column operations, and adding trivial equations all leave the module unchanged, so any invariant read off the matrix must be checked against those moves.

The rows of P that are consequences of the others, and the relations among the rows - the syzygies - carry real information: they are exactly the compatibility conditions that an inhomogeneous right-hand side must satisfy.

Definition

Fix the convention that Ank is the free left An-module of rank k with basis e1,,ek, written as row vectors, and that unknown functions are gathered into a column.

The module of a system in several unknowns

Let P=(Pij)Mm×k(An) and consider the system in unknowns f1,,fk

j=1kPijfj=0(i=1,,m).
(6.14)

Let ri=jPijejAnk be the i-th row of P and let N=iAnri be the left submodule they generate. The module of the system is

M=Ank/N=coker(AnmPAnk),
(6.15)

where the map sends a row vector Q=(Q1,,Qm) to the matrix product QP. Right multiplication by a matrix is a homomorphism of left modules, which is why the matrix multiplies on that side.

Solutions of a matrix system

For every left An-module S there is an isomorphism of K-vector spaces

HomAn(M,S){s=(s1,,sk)TSk:Ps=0},φ(φ(e¯1),,φ(e¯k))T,

where e¯j is the class of ej in M. In words: the j-th unknown function is the image of the j-th basis vector.

Proof

A homomorphism AnkS is determined freely by the images sj of the basis vectors, giving HomAn(Ank,S)Sk. Such a homomorphism factors through M exactly when it kills every ri, and rijPijsj, which is the i-th entry of Ps. So factoring through M is precisely the system (6.14) holding for (s1,,sk).

Everything finitely generated is a system

If M is any finitely generated left An-module, choose generators to get a surjection AnkM; its kernel is finitely generated because An is left Noetherian, so a choice of generators of the kernel produces a matrix P with Mcoker(P). Hence finitely generated modules and systems of linear differential equations with polynomial coefficients are the same subject, viewed twice.

Core Concepts

Rows are equations, columns are unknowns

The shape of the matrix is the shape of the problem: m rows, one per equation; k columns, one per unknown. The free module Ank is the system with no equations at all, whose solution space is all of Sk. Imposing equations means dividing out the submodule they generate, and the solution space shrinks accordingly.

The module is the invariant, the matrix is not

Three families of moves change P without changing M up to isomorphism. Replacing P by UP for an invertible UGLm(An) replaces the generators of N by another generating set. Replacing P by PV for an invertible VGLk(An) is a change of basis of Ank, that is, a linear change of unknown functions with operator coefficients. Adding a row of zeros, or deleting a row that is a left combination of the others, changes nothing at all.

There is a fourth, less obvious move: adding a redundant unknown together with the equation defining it. If P is enlarged to a block matrix with an extra unknown fk+1 and the extra equation fk+1=0, the cokernel is unchanged. This is how a system of the wrong size is brought into a normal form, and it is why the pair (m,k) carries no invariant meaning.

Syzygies are compatibility conditions

A syzygy of P is a row vector QAnm with QP=0. Applying Q to the inhomogeneous system Pf=g gives 0=Qg, so every syzygy imposes a condition on the right-hand side. For the classical pair of equations 1f=g1, 2f=g2 in one unknown, the syzygy (2,1) of the matrix P=(1,2)T yields the familiar necessary condition 2g1=1g2. Continuing to take syzygies of syzygies produces a free resolution of M, and the whole resolution is the correct home for the theory of over-determined systems.

Key Equations

The presentation and the solution correspondence, side by side:

AnmPAnkM0,HomAn(M,S)ker(P:SkSm).
(6.16)

A single equation of order k becomes a first-order system through its companion matrix. For P=k+ak1k1++a0 with aiK[x], putting fj=j1f gives

(f1f2fk)=(0101a0a1ak1)(f1f2fk),
(6.17)

and the module of the system on the right is isomorphic to A1/A1P. Conversely, over the ring B1=K(x) of operators with rational function coefficients, every first-order system of size k with invertible leading matrix is equivalent to a single scalar equation of order k:

coker(B1k(IΛ)B1k)B1/B1L,ordL=k,
(6.18)

the cyclic vector theorem; Λ is a k×k matrix over K(x) and L the resulting scalar operator.

For the dimension theory, a presentation gives an upper bound directly: M is a quotient of Ank, so

d(M)d(Ank)=2n,e(Ank)=k,
(6.19)

and by Bernstein's inequality d(M)n unless M=0.

Variable Definitions

m
the number of equations, hence the number of rows
k
the number of unknown functions, hence the number of columns
P
the presentation matrix, an m×k matrix over An
e1,,ek
the standard basis of the free module Ank
ri
the i-th row of P, read as an element of Ank
N
the submodule iAnri of relations
M
the module of the system, Ank/N
e¯j
the class of ej in M, corresponding to the j-th unknown function
Q
a syzygy: a row vector in Anm with QP=0
B1
the ring K(x) of operators with rational function coefficients

Properties and Behaviour

Presentations always exist and are never unique

Every finitely generated left An-module has a finite presentation, and two matrices P, P present isomorphic modules if and only if they can be connected by a finite sequence of the moves listed above together with stabilisation by identity blocks. Nothing forces a minimal presentation to be unique.

Rank obstruction to a single unknown

An is a Noetherian domain, hence an Ore domain with a quotient division ring D. For a finitely generated M the rank dimD(DAnM) is well defined and additive, and a cyclic module has rank at most 1. Therefore Ank for k2 is not cyclic: no system of k2 unknowns and no equations can be rewritten with a single unknown.

But holonomic systems canCoutinho, Ch. 10

Every holonomic An-module is cyclic. So whenever the system is holonomic - which is the case for a first-order system in one variable, or for a maximally over-determined system in several - there exists a single unknown and a single left ideal presenting the same module. The proof is not constructive in a useful sense, and the resulting scalar equation may be enormous; over B1 the cyclic vector theorem gives an effective version.

The count of equations decides nothing

A system with more equations than unknowns can have a large solution space, and one with fewer can have none. Two equations in one unknown, 1f=2f=0 in A2, present K[x1,x2], with a one-dimensional space of polynomial solutions. One equation in one unknown, xf=0 in A1, has no non-zero solution in any classical target. Only the module decides.

Generation by two elements

Stafford proved that every finitely generated left An-module can be generated by two elements, so k2 can always be arranged in principle. This is a theorem about the Weyl algebra specifically and is much stronger than what holds for a general Noetherian ring; it does not make the resulting presentation easy to find.

Examples and Special Cases

The Cauchy-Riemann system

Two unknowns u,v and two equations 1u2v=0, 2u+1v=0, over A2. The presentation matrix is

P=(1221).

Over a field containing i the system decouples. Writing J for the matrix of the rotation by a quarter turn, P=1I+2J with J2=I, so conjugating by the matrix of eigenvectors of J turns P into diag(1+i2,1i2). Hence MA2/A2(1+i2)A2/A2(1i2), and by the single-equation formula on the companion page each summand has dimension 2n1=3 and multiplicity 1: the system is not holonomic, which is as it should be, since holomorphic functions on an open set form an infinite-dimensional solution space.

Left combinations of the rows produce consequences. Taking 1r1+2r2 gives ((12+22),12+21)=(Δ,0), and 2r1+1r2 gives (0,Δ), where Δ=12+22. So Δe¯1=Δe¯2=0 in M: the module knows that the real and imaginary parts of a holomorphic function are harmonic, and the computation is two lines of operator algebra with no analysis in it.

No equations

P the empty matrix, M=Ank. Then HomAn(M,S)=Sk: every k-tuple is a solution, as it should be. This is the case where the module is free and the solution space is as large as the target allows.

An inconsistent system that does not look inconsistent

One unknown, two equations f=0 and (+1)f=0 over A1. Subtracting the rows gives 1J, so M=0 and the only solution in any target is 0. In matrix form, P=(,+1)T has the syzygy (1,1) and the left submodule generated by its rows is all of A1.

Compatibility for the gradient system

One unknown, P=(1,2)T over A2, so M=A2/(A21+A22)K[x1,x2]. The syzygy module of P is generated by (2,1), and the inhomogeneous system 1f=g1, 2f=g2 therefore requires 2g11g2=0. Over K[X] that condition is also sufficient, which is the polynomial Poincaré lemma.

Worked Example

The Airy equation as a first-order system

  1. Step 1 - the two descriptions

    Scalar form: f=xf, that is Pf=0 with P=2xA1, giving the cyclic module M1=A1/A1P.

    System form: set f1=f and f2=f, so that f1f2=0 and f2xf1=0. The presentation matrix is

    Λ=(1x),M2=A12/(A1r1+A1r2),

    with rows r1=e1e2 and r2=xe1+e2.

  2. Step 2 - a map from the system module to the scalar module

    Define β:A12A1/A1P on the basis by β(e1)=1¯ and β(e2)=¯, extending A1-linearly. Check that the rows die:

    β(r1)=1¯¯=0,β(r2)=x1¯+¯=2x¯=0.

    So β factors through a homomorphism β¯:M2M1.

  3. Step 3 - a map back

    Define γ:A1M2 by γ(Q)=Qe¯1. Its kernel contains P, because in M2 the first row gives e¯2=e¯1 and the second then gives 2e¯1=e¯2=xe¯1, so (2x)e¯1=0. Hence γ factors through γ¯:M1M2 with γ¯(1¯)=e¯1.

  4. Step 4 - the two maps are mutually inverse

    β¯γ¯(1¯)=β¯(e¯1)=1¯, so β¯γ¯ is the identity on the generator of M1, hence on M1. In the other direction, γ¯β¯(e¯1)=e¯1 and γ¯β¯(e¯2)=γ¯(¯)=e¯1=e¯2, using the first-row relation. Since e¯1,e¯2 generate M2, the composite is the identity. Therefore M2M1.

  5. Step 5 - invariants and solutions, computed once

    The Bernstein degree of 2x is 2 - the term 2 has degree 2 and x has degree 1 - and its symbol is ξ2. So grM1K[x,ξ]/(ξ2), whose Hilbert function in degree at most m counts the monomials xa and xaξ: that is (m+1)+m=2m+1. Hence d(M1)=1 and e(M1)=2, so the module is holonomic, and the same holds for M2.

    Check the count directly at m=2: B2 has the six monomials 1,x,,x2,x,2, and B2A1P=KP, so dimΓ2=5=22+1.

    On solutions, the isomorphism reads: pairs (f1,f2)S2 with f1=f2, f2=xf1 correspond to single functions fS with f=xf, by f=f1 and f2=f. Over S=K[x] both spaces are zero, since a non-zero polynomial solution of f=xf would have deg(f)=degf2 on the left and degf+1 on the right.

Result

The companion system Λ and the scalar operator 2x present isomorphic A1-modules, with d=1 and e=2; the module is holonomic. Order reduction is an isomorphism of modules, not merely a bijection of solution sets, so every module-theoretic invariant of the Airy equation may be computed from whichever presentation is more convenient. Neither has a non-zero polynomial solution.

Applications and Industry Use

In a mathematics topic, this section covers downstream use inside mathematics, computing and engineering rather than a manufactured product.

  • Symbolic solvers. Computer algebra systems move between a scalar equation and a first-order system routinely; doing so is legitimate precisely because the two present isomorphic modules, and every invariant used to classify singularities transfers.
  • Multidimensional control. In the module-theoretic approach to linear systems, a controlled plant is a presentation matrix over a ring of operators and structural properties such as controllability, observability and autonomy are properties of the cokernel. Free cokernels correspond to flat systems, and testing freeness is a computation on the matrix.
  • Integrable connections. A flat connection on a trivial bundle of rank k is a system if=Aif; the associated module is the one presented by the matrices iIAi, and flatness is exactly the condition that the syzygies close up.
  • Hypergeometric systems. The GKZ systems attached to a lattice are given as explicit ideals in An with several unknowns hidden in a torus action; their holonomic rank is computed from the presentation and equals a volume in the generic case.
  • Over-determined systems in physics. Maxwell-type systems and the Cauchy-Riemann example above are over-determined, and their compatibility conditions - the syzygies - are the familiar identities such as the vanishing of a divergence or a curl that any admissible source term must satisfy.

Design Considerations

For a mathematical object, design considerations are the modelling choices: which ring, which filtration, which category to work in.

Choosing the number of unknowns

Scalar presentations are convenient for theory: one generator, one left ideal, invariants easy to define. Matrix presentations are convenient for computation: the entries stay of low order, whereas eliminating unknowns to obtain a scalar equation inflates both order and coefficient size. The cyclic vector theorem guarantees the scalar form exists over B1, but the coefficient growth it causes is the reason numerical and symbolic implementations usually keep the system form.

Choosing the ring

Over An the coefficients are polynomials and the singular locus is visible; over B1 the coefficients are rational functions, the ring is a principal ideal domain, and matrices can be reduced to a Jacobson normal form, at the price of erasing the singularities. Deciding which questions must survive the change is the main design decision when a system is put into normal form.

Row echelon thinking does not transfer

Over a field one reduces a matrix to echelon form and reads everything off. Over An there is no such normal form: the ring is neither commutative nor a principal ideal domain, and Gröbner bases for submodules of Ank are the substitute. They give normal forms for elements, not for matrices.

Computational Notes

Read this as the manufacturing section of the template: how the object is actually built by machine, at what cost, and where the computation stops being decidable.

  1. Fix a monomial order on Ank that refines a filtration and is compatible with the module structure; the standard choices are position-over-term and term-over-position.
  2. Compute a Gröbner basis of the submodule N generated by the rows. Membership in N, and hence whether a candidate equation is a consequence of the system, becomes reduction to zero.
  3. Compute the syzygy module of the rows in the same computation; its generators are the compatibility conditions for the inhomogeneous problem.
  4. Iterate to obtain a free resolution of M; over An in characteristic zero the global dimension is n, so a free resolution of length at most n always exists.
  5. Read the invariants from the leading term module: the Hilbert polynomial of grM gives d(M) and e(M), and the holonomic rank after extending coefficients to rational functions gives the expected number of independent local solutions.

Implementations: Dmodules in Macaulay2, dmod.lib and ncalg.lib in Singular, ore_algebra in SageMath, and the OreModules package built on Maple, which is written specifically around presentation matrices and system-theoretic properties of their cokernels. All of these represent a system as a matrix and a module as a matrix; the isomorphism class is never stored, only recomputed.

Limits of Validity

  • No Smith normal form over An. Diagonal reduction of a matrix of operators is available over B1 and over other principal ideal domains, not over An itself, and not in several variables. Algorithms that assume it will fail on systems with singularities.
  • The pair (m,k) is not an invariant. Adding trivial equations or redundant unknowns changes it freely. Any statement of the form the system has more equations than unknowns, therefore ... is a statement about a presentation, not about the system.
  • Cyclic presentations need not be effective. Every holonomic module is cyclic, but finding the cyclic generator and the resulting scalar operator can be prohibitively expensive, and the resulting operator can have very large coefficients.
  • Inhomogeneous solvability needs more than syzygies. Applying every syzygy to the right-hand side gives necessary conditions. Their sufficiency is a statement about the vanishing of an Ext group in the chosen target and depends on the target, not only on the matrix.

Failure Modes and Common Mistakes

Multiplying the matrix on the wrong side

For left modules, a homomorphism AnmAnk is right multiplication by a matrix, and consequences of the equations are obtained by multiplying rows on the left by operators. Writing Pf with f a column of functions and QP with Q a row of operators keeps this straight. Reversing either convention produces expressions that are not An-linear, and in a noncommutative ring that error does not cancel.

Treating a first-order system as a different problem from a scalar equation

They present isomorphic modules whenever the reduction of order is performed correctly, as the Airy example shows. Computing an invariant from the system form and comparing it with the same invariant computed from the scalar form is a useful consistency check, and any discrepancy indicates an error in the reduction rather than a real difference.

Reading the order of the matrix entries as the rank of the solution space

The entries of Λ in the Airy example have order one, yet the local solution space has dimension two. The invariant that counts solutions is the holonomic rank of the module, computed after extending the coefficients to rational functions; it is not the maximum order of an entry, nor the size of the matrix.

Assuming redundant rows are harmless to detect

Deciding whether a row is a consequence of the others is a Gröbner basis computation in An, not an inspection. Rows can be consequences in ways that involve high-order operators - the harmonicity of e¯1 in the Cauchy-Riemann example is a second-order consequence of first-order equations - so removing a row because it looks independent is unsafe.

Historical Notes

The formal theory of over-determined systems was built by Riquier and Janet in the first decades of the twentieth century, with the notion of a passive or involutive system - one closed under its own integrability conditions - as the central object; Janet bases are a direct ancestor of Gröbner bases and were introduced for exactly the completion problem described above. Cartan and Kähler gave the differential-geometric counterpart, and Spencer recast the theory cohomologically in the 1960s.

Presenting the system as a matrix over a ring of operators, and studying the cokernel, is the algebraic distillation of that programme. Jacobson's normal form for matrices over noncommutative principal ideal domains dates from the 1930s and 1940s and underlies the cyclic vector theorem; the systematic use of the cokernel as the system is due to Ehrenpreis and Palamodov in the constant-coefficient case and to Kashiwara in general. In control theory the same move was made independently in the 1990s by Oberst, Fliess and Pommaret.

Comparison

One unknown versus several.
Single unknownSeveral unknowns
Dataoperators P1,,PmAnmatrix PMm×k(An)
Relations submoduleleft ideal JAnsubmodule NAnk
ModuleAn/J, cyclicAnk/N, finitely presented
Solutions in S{sS:Js=0}ker(P:SkSm)
Always achievable?only if the module is cyclicalways
Guaranteed whenthe module is holonomicthe module is finitely generated
Typical cost of conversioncoefficient blow-upnone

Key Takeaways

Key points

  • A system of m equations in k unknowns is a matrix P over An, and its module is coker(AnmPAnk).
  • Solutions in a target S are the columns sSk with Ps=0, and these are exactly the homomorphisms from the cokernel into S.
  • Because An is Noetherian, every finitely generated An-module is finitely presented: modules and systems are the same subject.
  • The matrix is not an invariant. Row operations, column operations, zero rows and redundant unknowns all leave the module unchanged.
  • Syzygies of the matrix are the compatibility conditions on the right-hand side of an inhomogeneous system; iterating them builds a free resolution.
  • Reducing a scalar equation of order k to a first-order system is an isomorphism of modules; the converse, a cyclic vector, exists over rational function coefficients and for holonomic modules, but not in general.

FAQs

Why does the matrix multiply on the right?

Because the modules are left modules. Right multiplication by a fixed matrix commutes with left multiplication by ring elements, so it is a homomorphism of left modules; left multiplication by a matrix is not, unless the ring is commutative.

Can every system be reduced to one equation in one unknown?

Not over An: the free module An2 has rank two over the quotient division ring of An and a cyclic module has rank at most one. Over B1, with rational function coefficients, the cyclic vector theorem says yes for systems of the usual kind, and over An it holds for holonomic modules, though not by any cheap algorithm.

Does an over-determined system have fewer solutions?

Not necessarily, because equations can be redundant. What is true is that adding a genuine equation shrinks the module and hence the solution space in every target simultaneously. Whether an added equation is genuine is a Gröbner basis question.

What exactly are the compatibility conditions?

The syzygies: row vectors Q with QP=0. Applied to an inhomogeneous system Pf=g they give the necessary conditions Qg=0. For the gradient system in two variables the single generating syzygy reproduces the classical condition 2g1=1g2.

How do I know whether two matrices present the same module?

By computing rather than by inspection: build the two cokernels, attempt to construct homomorphisms both ways on generators as in the Airy example, and verify that the composites are the identity on generators. There is no normal form to compare against in general.

Is the number of independent solutions the size of the matrix?

No. It is the holonomic rank of the module, which for a first-order system of size k with invertible leading matrix equals k, but for a general presentation has no relation to m or k.

Do the invariants d(M) and e(M) depend on the presentation?

No, they depend only on the isomorphism class of the module, since they are defined through any good filtration. The presentation only affects how they are computed, and a presentation with k generators gives the crude bound e(M)ke(An) before any relations are used.

Is the Cauchy-Riemann system holonomic?

No, and it must not be. Over a field containing i the system decouples into the two single equations (1+i2)w=0 and (1i2)w¯=0, so its module is a direct sum of two modules of the form A2/A2P with P of Bernstein degree one. Each summand has dimension 2n1=3, so d(M)=3>2 and e(M)=2. The infinite-dimensional space of holomorphic functions on an open set is exactly what a non-holonomic module of this kind should have.

References

  1. S. C. Coutinho, A Primer of Algebraic D-modules, London Mathematical Society Student Texts 33, Cambridge University Press, 1995 - Ch. 6 §1 for the cyclic case, Ch. 8 for the Noetherian property, Ch. 10 for cyclicity of holonomic modules.
  2. M. Kashiwara, Algebraic Study of Systems of Partial Differential Equations, master's thesis, University of Tokyo 1970; Mémoires de la Société Mathématique de France 63, 1995.
  3. N. Jacobson, The Theory of Rings, Mathematical Surveys 2, American Mathematical Society, 1943 - normal forms for matrices over noncommutative principal ideal domains.
  4. J. T. Stafford, Module structure of Weyl algebras, Journal of the London Mathematical Society 18 (1978), 429-442 - every finitely generated module needs at most two generators.
  5. U. Oberst, Multidimensional constant linear systems, Acta Applicandae Mathematicae 20 (1990), 1-175, and J.-F. Pommaret, Partial Differential Control Theory, Kluwer, 2001 - presentation matrices in systems theory.
  6. M. Saito, B. Sturmfels and N. Takayama, Gröbner Deformations of Hypergeometric Differential Equations, Springer, 2000 - Gröbner bases in free modules over the Weyl algebra and holonomic rank.
  7. F. Chyzak, A. Quadrat and D. Robertz, OreModules: a symbolic package for the study of multidimensional linear systems, in Applications of Time Delay Systems, Springer, 2007.
  8. Macaulay2 Dmodules package and Singular dmod.lib documentation, for computations with matrices over the Weyl algebra.

AI Suggested Questions

  • Reduce the equation f=xf to a first-order system and prove the two modules are isomorphic.
  • Compute the syzygy module of the Cauchy-Riemann matrix and interpret the generators.
  • Show that A12 is not cyclic using the quotient division ring of A1.
  • Find two matrices of different sizes presenting the same module, and exhibit the moves connecting them.
  • Determine the holonomic rank of the module presented by IA for a constant matrix A.
  • Give a system of three equations in two unknowns whose module is zero.
  • Explain why a Smith normal form exists over K(x) but not over A1.

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