D-Modules and Holonomic Functions Anna-Laura Sattelberger and Bernd Sturmfels MPI-MiS Leipzig and MPI-MiS Leipzig/UC Berkeley [email protected] and [email protected] In algebraic geometry, one studies the solutions to polynomial equations, or, equivalently, to linear partial differential equations with constant co- efficients. These lecture notes address the more general case when the coefficients of the partial differential equations are polynomials. The let- ter D stands for the Weyl algebra, and a D-module is a left module over D. We focus on left ideals, or D-ideals. We represent holonomic functions in several variables by the linear differential equations they satisfy. This encoding by a D-ideal is useful for many problems, e.g., in geometry, physics and statistics. We explain how to work with holonomic functions. Applications include volume computations and likelihood inference. Introduction This article represents the notes for the three lectures delivered by the second author at the Math+ Fall School in Algebraic Geometry, held at FU Berlin from September 30 to October 4, 2019. The aim was to give an introduction to D-modules and their use for concrete problems in applied algebraic geometry. This centers around the concept of a holonomic function in several variables. Such a function is among the solutions to a system of linear partial differential equations whose solution space is finite-dimensional. Our algebraic representa- tion as a D-ideal allows us to perform many operations with such objects. The three lectures form the three sections of this article. In the first lecture, we introduce the basic tools. The focus is on computations that are built on Gr¨obnerbases in the Weyl algebra. We review the Fundamental Theorem of Algebraic Analysis, we introduce holonomic D-ideals, and we discuss their holo- nomic rank. Our presentation of these topics is based on the book [SST00]. In the second lecture, we study the problem of measuring areas and volumes of semi-algebraic sets. These quantities are represented as integrals, and our task is to evaluate such an integral as accurately as is possible. To do so, we follow the approach of Lairez, Mezzarobba, and Safey El Din [LMSED19]. We introduce a parameter into the integrand, and we regard our integral as a function in that parameter. Such a volume function is holonomic, and we derive a D-ideal that annihilates it. Using manipulations with that D-ideal, we arrive at a scheme that allows for highly accurate numerical evaluation of the relevant integrals. The third lecture is about connections to statistics. Many special functions aris- ing in statistical inference are holonomic. We start out with likelihood functions arXiv:1910.01395v2 [math.AG] 17 Dec 2019 for discrete models and their Bernstein{Sato polynomials, and we then discuss the holonomic gradient method and holonomic gradient descent. These were de- veloped by a group of Japanese scholars [HNTT13, STT+10] for representing, evaluating and optimizing functions arising in statistics. We give an introduc- tion to this theory, aiming to highlight opportunities for further research. Our readers can hone their holonomic skills with a list of 19 problems at the end of these lecture notes. We also provide hints and solutions to solve the problems. 1 2 1 Tools Our presentation follows closely the one in [SST00, Tak13], albeit we use a slightly different notation. For any integer n ≥ 1, we introduce the nth Weyl algebra with complex coefficients: D = C [x1; : : : ; xn] h@1;:::;@ni: We sometimes write Dn instead of D if we want to highlight the dimension n of the ambient space. For the sake of brevity, we often write D = C[x]h@i, especially when n = 1. Formally, D is the free associative algebra over C in the 2n generators x1; : : : ; xn;@1;:::;@n modulo the relations that all pairs of generators commute, with the exception of the n special relations @ixi − xi@i = 1 for i = 1; 2; : : : ; n: (1) The Weyl algebra D is similar to a commutative polynomial ring in 2n variables. But it is non-commutative, due to (1). A C-vector space basis of D consists of the normal monomials a b a1 a2 an b1 b2 bn x @ = x1 x2 ··· xn @1 @2 ··· @n : Indeed, every word in the 2n generators can be written uniquely as an integer linear combination of normal monomials. It is an instructive exercise to find this expansion for a monomial @uxv. Many computer algebra systems have a built-in capability for computing in D. For instance, in Macaulay2 (cf. [LT]), the expansion into normal monomials is done automatically. 1.1 Example Let n = 2, u = (2; 3) and v = (4; 1). The normal expansion of u v 2 3 4 @ x = @1 @2 x1x2 can be found by hand: 4 2 3 4 2 2 3 3 3 2 2 3 2 2 x1x2@1 @2 + 3x1@1 @2 + 8x1x2@1@2 + 24x1@1@2 + 12x1x2@2 + 36x1@2 : (2) For this derivation we recommend the following intermediate factorization: 2 4 3 4 2 3 2 3 (@1 x1)(@2 x2) = x1@1 + 8x1@1 + 12x1 x2@2 + 3@2 : The formula (2) is the output when the following line is typed into Macaulay2: D = QQ[x1,x2,d1,d2, WeylAlgebra => {x1=>d1,x2=>d2}]; d1^2*d2^3*x1^4*x2 Another important object is the ring of linear differential operators whose coef- ficients are rational functions in n variables. We call this ring the rational Weyl algebra and we denote it by R = C(x1; : : : ; xn)h@1;:::;@ni or R = C(x)h@i: Note that D is a subalgebra of R. The multiplication in R is defined as follows: @r @ir(x) = r(x)@i + (x) for all r 2 C(x1; : : : ; xn): (3) @xi This simply extends the product rule (1) from polynomials to rational functions. The ring R1 is a (non-commutative) principal ideal domain, whereas D1 and R2 3 are not. But, a theorem due to Stafford [Sta78] guarantees that every D-ideal is generated by only two elements. We are interested in studying left modules M over the Weyl algebra D or the rational Weyl algebra R. Throughout these lecture notes, we denote the action of D resp. R on M by •: D × M ! M (resp. •: R × M ! M): We are especially interested in left D-modules of the form D=I for some left ideal I in the Weyl algebra D. Systems of linear partial differential equations with polynomial coefficients then can be investigated as modules over D. Likewise, rational coefficients lead to modules over R. Therefore, the theory of D-modules allows us to study linear PDEs with polynomial coefficients by algebraic meth- ods. In these notes we will exclusively deal with left modules over D (resp. left ideals in D) and will refer to them simply as D-modules (resp. D-ideals). 1.2 Remark In many sources, the theory of D-modules is introduced more abstractly. Namely, one considers the sheaf DX of differential operators on some smooth complex variety X. Its sections on an affine open subset U is the ring DX (U) of differential operators on the corresponding C-algebra O (U). In our case, X = n is affine n-space over the complex numbers, X AC so OX (X) = C[x1; : : : ; xn] is the polynomial ring, and the Weyl algebra is re- covered as the global sections of that sheaf. In symbols, we have D = DX (X). Modules over D then correspond precisely to OX -quasi-coherent DX -modules, see [HTT08, Proposition 1.4.4]. 1.3 Example Many function spaces are D-modules in a natural way. Let F be a space of holomorphic functions on a domain in Cn, such that F is closed under taking partial derivatives. The natural action of the Weyl algebra turns F into a D-module, as follows: @f •: D × F −! F; (@i; f) 7! @i • f := ; (xi; f) 7! xi • f := xi · f: @xi 1.4 Definition We write Mod(D) for the category of D-modules. Let I be a D-ideal and M 2 Mod(D). The solution space of I in M is the C-vector space SolM (I) := fm 2 M j P • m = 0 for all P 2 Ig : 1.5 Remark For P 2 D; M 2 Mod(D), we have the vector space isomorphism ∼ HomD (D=DP; M) = fm 2 M j P • m = 0g : This implies that SolM (I) is isomorphic to HomD (D=I; M). In what follows, we will be relaxed about specifying the function space F or module M. The theory works best for holomorphic functions on a small open ball in Cn. For our applications in the later sections, we think of smooth real- valued functions on an open subset of Rn, and we usually take D with coefficients in Q. We will often drop the subscript F in SolF (I) and assume that a suitable class F of infinitely differentiable functions is understood from the context. 2 1.6 Example (n = 2) Let I = h@1x1@1;@2 + 1i. The solution space equals Sol(I) = C sin(x2); cos(x2); log(x1) sin(x2); log(x1) cos(x2) : 4 Hence dim(Sol(I)) = 4. The reader is urged to verify this and to experiment 2 3 with questions like these: What happens if @2 + 1 is replaced by @2 + 1? What if @1x1@1 is replaced by @1x1@1x1@1, or if some indices 1 are turned into 2? The Weyl algebra D has three important commutative polynomial subrings: • The usual polynomial ring C[x1; : : : ; xn] acts by multiplication on function spaces.