### Working paper

## Input-output equations and identifiability of linear ODE models

Biological processes are often modeled by ordinary differential equations with unknown parameters. The unknown parameters are usually estimated from experimental data. In some cases, due to the structure of the model, this estimation problem does not have a unique solution even in the case of continuous noise-free data. It is therefore desirable to check the uniqueness a priori before carrying out actual experiments. We present a new software SIAN (Structural Identifiability ANalyser) that does this. Our software can tackle problems that could not be tackled by previously developed packages.

In 1973, B. Josephson received a Nobel Prize for discovering a new fundamentaleffect concerning a Josephson junction,—a system of two superconductors separated by a very narrow dielectric: there could exist a supercurrent tunneling through this junction. We will discuss the model of the overdamped Josephson junction, which is given by a family of first-order nonlinear ordinary differential equations on two-torus depending on three parameters: a fixed parameter ω (the frequency); a pair of variable parameters (B,A) that are called respectively the abscissa, and the ordinate. It is important to study the rotation number of the system as a function ρ = ρ(B,A) and to describe the phase-lock areas: its level sets Lr = {ρ = r} with non-empty interiors. They were studied by V.M.Buchstaber,

O.V.Karpov, S.I.Tertychnyi, who observed in their joint paper in 2010 that the phase-lock areas exist only for integer values of the rotation number. It is known that each phase-lock area is a garland of infinitely many bounded domains going to infinity in the vertical direction; each two subsequent domains are separated by one point, which is called constriction (provided that it does not lie in the abscissa axis). Those points of intersection of the boundary ∂Lr of the phase-lock area Lr with the line {B = rω} (which is called its axis) that are not constrictions are called simple intersections. It is known that our family of dynamical systems is related to appropriate family of double–confluent Heun equations with the same parameters via Buchtaber–Tertychnyi construction. Simple intersections correspond to some of those parameter values for which the corresponding “conjugate” double-confluent Heun equation has a polynomial solution (follows from results of a joint paper of V.M.Buchstaber and S.I.Tertychnyi and a joint paper of V.M. Buchstaber and the author). There is a conjecture stating that all the constrictions of every phase-lock area Lr lie in its axis. This conjecture was studied and partially proved in a joint paper of the author with V.A.Kleptsyn, D.A.Filimonov, and I.V.Schurov. Another conjecture states that for any two subsequent constrictions in Lr with positive ordinates, the interval between them also lies in Lr . In this paper, we present new results partially confirming both conjectures. The main result states that for every r ∈ Z \ {0} the phase-lock area Lr contains the infinite interval of its axis issued upwards from the simple intersection in ∂Lr with the biggest possible ordinate. The proof is done by studying the complexification of the system under question, which is the projectivization of a family of systems of second-order linear equations with two irregular non-resonant singular points at zero and at infinity. We obtain new results on the transition matrix between appropriate canonical solution bases of the linear system; on its behavior as a function of parameters. A key result, which implies the main result of the paper, states that the off-diagonal terms of the transition matrix are both nonzero at each constriction.We also show that their ratio is real at the constrictions. We reduce the above conjectures on constrictions to the conjecture on negativity of the ratio of the latter off-diagonal terms at each constriction.

It is well known that the composition of a D-finite function with an algebraic function is again D-finite. We give the first estimates for the orders and the degrees of annihilating operators for the compositions. We find that the analysis of removable singularities leads to an order-degree curve which is much more accurate than the order-degree curve obtained from the usual linear algebra reasoning.

We study modular determinantal differential equations of orders 2 and 3. We show that the expansion of the analytic solution of a nondegenerate modular equation of type D3 over the rational numbers with respect to the natural parameter coincides, under certain assumptions, with the q–expansion of the newform of its spectral elliptic curve and therefore possesses a multiplicativity property. We compute the complete list of D3 equations with this multiplicativity property and relate it to Zagier’s list of nondegenerate modular D2 equations.

In the work received the necessary and sufficient condition for the existence for linear differential equation of n-th order the fundamental system of solutions expanding in Taylor series on multiple degrees of argument in the neighborhood of zero. Such condition is that coefficients of the equation have analogous decomposition. In the proof used the transition to the complex domain with the introduction of classes of functions with some angular symmetry.

This proceedings publication is a compilation of selected contributions from the “Third International Conference on the Dynamics of Information Systems” which took place at the University of Florida, Gainesville, February 16–18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and academia in order to exchange new discoveries and results in a broad range of topics relevant to the theory and practice of dynamics of information systems. Dynamics of Information Systems: Mathematical Foundation presents state-of-the art research and is intended for graduate students and researchers interested in some of the most recent discoveries in information theory and dynamical systems. Scientists in other disciplines may also benefit from the applications of new developments to their own area of study.