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# Detection of spatial pattern through independence of thinned processes

## 1 Introduction

In spatial statistics, it is common to consider simultaneously two spatial point patterns. A common applied setting is that where the researcher considers a pattern composed by the location of disease cases in a planar region, and another set of locations labeled as control individuals. Generally, the location of case and control individuals are their residences. The attention in the first situation is concentrated on the comparison of the marginal distributions of the two processes. Usually, the interest is to decide if the disease cases have some degree of spatial clustering with respect to the controls’ pattern (Diggle, 1993; Kelsall and Diggle, 1995), specially around putative sources of increased risk (Diggle, 1990; Diggle and Rowlingson, 1994). If cases and controls exhibit the same spatial pattern, it makes sense to consider the null hypothesis that cases and controls are independent random samples from the same population at risk. This hypothesis implies that, conditionally on the observed locations of cases and controls, the events are labeled by the random outcome of fliping a coin of constant probability $`p`$, where $`p`$ reflects the relative sizes of the cases and controls samples. It is usual to carry out the test conditioned on the observed number of cases of controls.

Another common situation in spatial statistics is when the interest concentrates on testing the independence of two point patterns and therefore attention is directed to the joint distribution of the processes. For example, the researcher could be studying two species of plants in the same region. From theoretical reasons or empirical knowledge, the species could be known to have quite different spatial configurations. Therefore, there would be no interest in testing if they arise by randomly labeling an original process. In this situation, it is more usual to test either they are independent point processes or, alternatively, if there is interaction between the two processes (Lotwick and Silverman, 1982; Wiegand et al., 2000). If the independence hypothesis holds, the expected number of individuals from one species in a disc centered at $`𝒙=(x_1,x_2)`$ is independent of the presence in $`𝒙`$ of an individual from the other species.

Hence, the two hypothesis are considered in very different situations and they imply different consequences to the observed point patterns. However, these two hypothesis are not exclusive. Suppose that $`N`$ is a Poisson process with intensity function $`\lambda (𝒙)`$ and that $`N=N_1+N_2`$ where $`N_1`$ is a thinning of $`N`$ obtained through the function $`p(𝒙)=p`$, a constant independent of $`N`$. That is, $`N_1`$ is a random labeling of the $`N`$ events. Then, it is well known that $`N_1`$ and $`N_2`$ are independent Poisson processes with intensities $`p\lambda (𝒙)`$ and $`(1p)\lambda (𝒙)`$, respectively (Cressie, 1991, page 690).

This result raises the question of the converse statement. Consider a point process $`N_1`$ arising as a random thinning of a point process $`N`$ and let $`N_2`$ be the complementary point process such that $`N=N_1+N_2`$. If $`N_1`$ and $`N_2`$ are independent point processes, is it true that $`N`$ is a Poisson point process ? The answer is positive and, since the Poisson process is the only point process with this property, this result gives a characterization of this process.

This characterization result is not well known among spatial statisticians but it is not new. Srivastava (1971) proved this characterization for the particular case of stationary point processes evolving in time. He provided a short proof using two previous results: a Poisson distribution characterization by Moran (1952) and the characterization of a Poisson process by the Poisson distribution on compact sets by Rényi (1967). Fichtner (1975) extended Srivastava’s (1971) characterization theorem for non-stationary point processes occuring in $`^d`$.

In this paper, we present a new proof of this characterization of Poisson processes, possibly non-stationary. We believe our proof is simpler than Fichtner’s. It only uses Moran’s theorem and well known point processes results. We also present a new and elementary proof of Moran’s theorem without using characteristic functions (Lemma 1 below). Since this important characterization theorem is absent even from major point processes references, such as Daley and Vere-Jones (1988), we think it will be useful for spatial statisticians to present it here.

Based on this characterization theorem, we present a new approach to test for spatial pattern in an observed point process. Although the theorem characterizes also inhomogeneous Poisson processes, in this paper we concentrate on the detection of homogeneous Poisson process. We present two different tests, one based on the bivariate $`K`$ function, and another based on empty space methods.

We give the definitions and set the notation in Section 2 where we also prove our main result concerning the characterization of the Poisson process through the independence of the processes formed by randomly labeling an initial process. In Section 3, we discuss some implications for statistical inference about homogeneous Poisson point processes and we finish with discussion and conclusions in Section 4.

## 2 The characterization of a Poisson point processes

Let $`N`$ be a point process in $`^d`$ with locally finite intensity $`\nu `$: $`\nu (K)<\mathrm{}`$ for each compact set $`K`$. Let $`N_1`$ and $`N_1`$ independent thinnings of $`N`$ with acceptance value $`p`$ and $`1p`$ respectively, with $`p[0,1]`$. These processes are characterized by

$$(N_1(K)=i,N_2(K)=j)=(N(K)=i+j)\left(\genfrac{}{}{0pt}{}{i+j}{i}\right)p^i(1p)^j$$
(1)
for any compact set $`K`$.

#### Theorem 1

The process $`N`$ is a Poisson process if and only if $`N_1`$ and $`N_2`$ are independent.

The proof of the theorem is based on an elementary lemma about Poisson random variables. Let $`Z`$ be a random variable with values in $``$ and finite mean $`\lambda >0`$. Let $`(U_i:i)`$ be a sequence of independent random variables and independent of $`Z`$ with Bernoulli distribution:

$$(U_i=1)=1(U_i=0)=p$$
(2)
where $`p[0,1]`$ is a parameter.

Let $`X`$ and $`Y`$ be thinnings of $`Z`$ using $`U_i`$:

$$X:=\underset{i=1}{\overset{Z}{}}U_i;Y:=\underset{i=1}{\overset{Z}{}}(1U_i)$$
(3)
By Wald identity

$$𝔼X=\lambda p;𝔼Y=\lambda (1p).$$
(4)
Write $`r_k=(Z=k)`$, $`p_k=(X=k)`$ and $`q_k=(Y=k)`$. Then, by definition:

$`p_i={\displaystyle \underset{ni}{}}r_n\left({\displaystyle \genfrac{}{}{0pt}{}{n}{i}}\right)p^i(1p)^{ni};q_j={\displaystyle \underset{nj}{}}r_n\left({\displaystyle \genfrac{}{}{0pt}{}{n}{j}}\right)p^{nj}(1p)^j`$ (5)
and

$$P(X=i,Y=j)=r_{i+j}\left(\genfrac{}{}{0pt}{}{i+j}{i}\right)p^i(1p)^j,i,j0.$$
(6)
#### Lemma 1

The variable $`Z`$ has Poisson distribution if and only if $`X`$ and $`Y`$ are independent.

Proof. The implication “$`Z`$ Poisson implies $`X`$ and $`Y`$ independent” is in textbooks (Cressie, 1991, page 690, for instance). To show the reverse we first establish the strict positivity of all $`r_n`$. Since $`X`$ and $`Y`$ are independent, then

$$r_n=\underset{i+j=n}{}p_iq_j$$
(7)
By (5) $`r_n>0`$ implies $`q_k>0`$ and $`p_k>0`$ for all $`kn`$. Since $`Z`$ is not identically equal to zero, $`r_n>0`$ for some $`n1`$ and hence $`p_0,q_0,p_1,q_1>0`$. By (7) $`r_0=p_0q_0>0`$ and $`r_1p_0q_1>0`$. By induction, fixing $`n1`$ and assuming $`r_n>0`$, we get $`r_{n+1}p_nq_1>0`$. This shows that $`r_n>0`$ for all $`n0`$.

Using the hypothesis of independence and taking alternatively $`i=x`$, $`j=y+1`$ and then $`i=x+1`$ and $`j=y`$ in (6) we get

$`p_xq_{y+1}`$ $`=`$ $`r_{x+y+1}\left({\displaystyle \genfrac{}{}{0pt}{}{x+y+1}{x}}\right)p^x(1p)^{y+1}`$ (8)
$`p_{x+1}q_y`$ $`=`$ $`r_{x+y+1}\left({\displaystyle \genfrac{}{}{0pt}{}{x+y+1}{x+1}}\right)p^{x+1}(1p)^y`$ (9)
from where

$$p_xq_{y+1}(y+1)p=p_{x+1}q_y(x+1)(1p).$$
(10)
Fixing $`x=0`$, (10) and the fact that $`(q_y)`$ is a probability imply that $`q_y`$ must satisfy:

$`q_{y+1}`$ $`=`$ $`{\displaystyle \frac{q_y}{y+1}}\left({\displaystyle \frac{1p}{p}}{\displaystyle \frac{p_1}{p_0}}\right),y0`$ (11)
$`{\displaystyle \underset{y0}{}}q_y`$ $`=`$ $`1`$ (12)
whose solution is:

$$q_y=\frac{1}{y!}\left(\frac{1p}{p}\frac{p_1}{p_0}\right)^ye^{\frac{1p}{p}\frac{p_1}{p_0}},y0$$
(13)
Hence $`Y`$ has Poisson distribution with mean $`\frac{1p}{p}\frac{p_1}{p_0}`$. By (4) this mean also equals $`\lambda (1p)`$. The same argument shows that $`X`$ is Poisson with mean $`\frac{p}{1p}\frac{q_1}{q_0}=\lambda p`$. Since $`X`$ and $`Y`$ are independent and $`Z=X+Y`$, $`Z`$ must be Poisson. $`\mathrm{}`$

#### Proof of Theorem 1.

A point process is completely determined by the null probabilities $`((N(K)=0:K`$ compact$`)`$ (Theorem 7.3.II in page 216 of Daley and Vere-Jones, 1988). Denoting $`Z=N(K)`$, $`X=N_1(K)`$ and $`Y=N_2(K)`$, we have that $`Z,X,Y`$ satisfy the hypothesis of Lemma 1 with $`\lambda =\nu (K)`$. Hence $`N`$ is Poisson with intensity $`\nu `$. $`\mathrm{}`$

## 3 New tests for homogeneous Poisson point processes

This characterization of the Poisson process suggests a different way to test if a point process is a stationary Poisson process. Assume $`N`$ is a stationary process and, using a coin with success probability $`p`$, randomly label some of its events with mark $`1`$, the remaining events being marked as $`2`$. Only the stationary Poisson process has the two marked processes independent. Therefore, to test if the randomly labelled processes $`N_1`$ and $`N_2`$ are independent is equivalent to test the hypothesis that $`N`$ is a stationary Poisson process.

The usual way to test if two stationary processes observed in a finite sampling window $`A`$ with area $`|A|`$ are independent is that proposed by Lotwick and Silverman (1982) based on conditional Monte Carlo tests (Ripley, 1977; Besag and Diggle, 1977) when $`A`$ is a rectangle. Firstly, a suitable test statistic is chosen reflecting a particular alternative hypothesis of interest. If no specific alternatives are enviosioned, it is common to consider the bivariate Ripley’s $`K`$ function defined for $`d>0`$ by

$$K_{12}(d)=\frac{2\pi }{\lambda _1\lambda _2}_0^du\lambda _{12}(u)𝑑u$$
(14)
where $`\lambda _i`$ is the first-order intensity of process $`N_i`$ and $`\lambda _{12}(u)`$ is the second-order intensity function of processes $`N_1`$ and $`N_2`$. It is clear that $`K_{12}(d)=K_{21}(d)`$. From the definitions, it follows that, under independence of $`N_1`$ and $`N_2`$, we have $`K_{12}(d)=\pi d^2`$, whatever the marginal distributions of the two processes.

Let $`n_1`$ and $`n_2`$ be the number of events of $`N_1`$ and $`N_2`$, respectively, observed in the rectangular sampling window $`A`$. Convert the rectangle to a torus by identifying the opposite edges of $`A`$. With this toroidal idea, no edge correction is necessary in the definition of the estimator of $`K_{12}(d)`$. Define $`I_d(u)`$ to be $`1`$ if $`ud`$, and $`0`$ otherwise. Let $`u_{ij}`$ be the distance from the $`i`$th $`N_1`$-type event located at $`𝒙_{1i}`$ to the $`j`$th $`N_2`$-type event.

The test statistic is based on the empirical function $`\stackrel{~}{K_{12}}(d)`$, first proposed by Hanisch and Stoyan (1979), and defined by

$$\stackrel{~}{K_{12}}(d)=(n_1n_2)^1|A|\underset{i=1}{\overset{n_1}{}}\underset{j=1}{\overset{n_2}{}}I_d(u_{ij})$$
(15)
The equality $`K_{12}(d)=K_{21}(d)`$ is also valid for its empirical counterparts $`\stackrel{~}{K_{12}}(d)`$ and $`\stackrel{~}{K_{21}}(d)`$ in this case of a toroidal region.

Keeping the $`N_1`$ process fixed, randomly shift the observed $`N_2`$ pattern in the torus and recalculate $`\stackrel{~}{K_{12}}(d)`$. After many independent shifts, we have the empirical distribution of $`\stackrel{~}{K_{12}}(d)`$ under independence of the processes conditioned on the observed marginal structure. Percentiles from this distribution for several different values of $`d`$ can be used to construct acceptance envelopes for the hypothesis.

In the procedure we are proposing, the $`N_1`$ events are chosen out of those from the $`N`$ process independently with probability $`p`$. To choose the value of $`p`$, consider the variance of (15). If $`N_1`$ and $`N_2`$ are independent Poisson processes then, conditionally on the values of $`n_1`$ and $`n_2`$,

$`Var\left(\stackrel{~}{K_{12}}(d)\right)`$ $`=`$ $`(n_1n_2)^2|A|^2{\displaystyle \underset{i,i^{}=1}{\overset{n_1}{}}}{\displaystyle \underset{j,j^{}=1}{\overset{n_2}{}}}Cov(I_d(u_{ij},I_d(u_{i^{}j^{}}))`$
$`=`$ $`(n_1n_2)^2|A|^2{\displaystyle \underset{i=1}{\overset{n_1}{}}}{\displaystyle \underset{j=1}{\overset{n_2}{}}}Var\left(I_d(u_{ij})\right)`$
$`=`$ $`(n_1n_2)^1|A|^2Var\left(I_{[|XY|d]}\right)`$
where $`X`$ and $`Y`$ are independent random variables uniformly distributed over $`A`$ identified with the torus (Silverman, 1978). If $`n_1+n_2=n`$ is fixed, the optimal choice of $`n_1`$ and $`n_2`$ in the sense of minimizing the variance (3) is given by $`n_1=n_2=n/2`$. This suggests labeling the processes with $`p=0.5`$.

Another possible test statistic is based on the avoidance set function $`P(N(A)=0)`$ or “empty space” techniques. There are examples of ergodic stationary dependent bivariate point processes that are judged independent by second-order methods, such as the $`\stackrel{~}{K_{12}}(d)`$ function, but with interactions detected by the avoidance function (Lotwick, 1984). This leads to the consideration of another test.

Let $`G_1(d)`$ be the probability that a disc of radius $`d`$ contains no events of the $`N_1`$ process. Define $`G_2(d)`$ and $`G(d)`$ similarly for the processes $`N_2`$ and $`N=N_1+N_2`$, respectively. If $`N_1`$ and $`N_2`$ are independent processes we have the following identity holding for all $`d`$: $`G(d)=G_1(d)G_2(d)`$. As a consequence, we can use the following statistic to investigate the interaction between the processes $`N_1`$ and $`N_2`$:

$$T(d)=\mathrm{log}\widehat{G}(d)\mathrm{log}\widehat{G_1}(d)\mathrm{log}\widehat{G_2}(d)$$
(17)
As previously described, a conditional Monte Carlo test is used to assess the significance of empirical estimates of $`T(d)`$. Lotwick and Silverman (1984) use the Green-Sibson Dirichlet tesselation algorithm for computing the function estimates while we prefer to estimate them from $`m`$ randomly distributed sample points in $`A`$ as decribed in Diggle (1983, page 20).

To choose the value of $`p`$, consider the variance of (17). Assuming that $`N`$ is a Poisson process with intensity $`\lambda `$ and $`n`$ observed events and ignoring boundary effects, we use a standard delta method argument (Taylor expansion) to find

$$Var(T(d))\frac{1}{n}(e^{2\lambda \pi d^2}+1(e^{p2\lambda \pi d^2}+e^{(1p)2\lambda \pi d^2}).$$
(18)
It is clear that the variance is zero when $`p=0`$ or $`p=1`$. The reason is that, in this case, $`T(d)=0`$ because either $`N=N_1`$ or $`N=N_2`$. Since $`\mathrm{log}\widehat{G}(d)`$ is fixed whatever value of $`p`$ is chosen, a better strategy is to select $`p`$ to minimize the variance of the $`log(G_1(d)G_2(d))`$ estimator. Hence,

$$Var(\mathrm{log}\widehat{G_1}(d)\mathrm{log}\widehat{G_2}(d))\frac{1}{n}((e^{p2\lambda \pi d^2}+e^{(1p)2\lambda \pi d^2}2).$$
(19)
which is minimized when $`p=0.5`$, giving a minimum of $`2/n(\mathrm{exp}(\pi \lambda d^2)1)>0`$, if $`d>0`$. As we found previously, this new result also suggests to label the processes using $`p=0.5`$.

### Example

We illustrate the techniques described with some real data: the locations of 62 redwood seedlings in a square of 23 meters, the locations of 42 biological cell centers in a unit square, and the locations of 65 Japanese black pine saplings in a square of side 5.7 meters. All the data are as reported by Diggle (1983) from the references therein.

Figure 1 around here

Figure 1 shows the results of our two tests, based on the $`K_{12}(d)`$ function and in the empty space function. The first, second and third columns of plots refer to the redwood seedlings, cell centers, and pine saplings, respectively. The first row of plots shows the three point patterns. We used $`p=0.5`$ to generate the thinned processes showed as circles and crosses in Figure 1. The second and third rows of plots refer to the $`\widehat{K_{12}}(r)`$ and $`\widehat{T}(d)`$ tests, respectively.

Several tests have been used previously in these datasets and usually they accept the hypothesis of a homogeneous Poisson process for the pine saplings, and reject this hypothesis for the clustered redwood seedlings pattern and the regularly spaced cell centers. Our tests find these same results as can be seen by the behavior of the observed $`\widehat{K_{12}}(r)`$ and $`\widehat{T}(d)`$ functions with respect to the 95% confidence envelopes. Both test functions lie outside the envelopes for the first and second datasets and inside the envelope for the third dataset.

## 4 Discussion and conclusions

A fundamental property characterizing the Poisson process is the independence of counts on disjoint areas. The characterization theorem presented in this paper suggests that independence of random partitions of events in the same area is also capable of characterizing the Poisson process. This is another justification for the usual labeling of a homogeneous Poisson process as complete spatial randomness (Diggle, 1983).

A result related to this theorem is Raikov’s theorem (see Daley and Vere-Jones, 1988, page 31) which shows that if $`Z`$ is a Poisson random variable expressible as a sum $`Z=X+Y`$ of independent nondegenerate, nonnegative random variables then $`X`$ and $`Y`$ are Poisson random variables. The present characterization theorem drops the hypothesis that $`Z`$ has a Poisson distribution and shows that this is a consequence of the independence of $`X`$ and $`Y`$ if they are obtained through the thinning of $`Z`$.

We used the characterization result to propose two tests, based on empty space and second-order methods, for the hypothesis that a point process is a stationary Poisson process. It has not been considered in this paper their relative power in detecting departures from the null hypothesis of a Poisson process and the kind of departure detected by the two techniques. Likewise, we have not considered the relative merits of other techniques such as that based on the $`K`$ function of the single type $`N`$ process.

Although the characterization result is also valid for non-homogeneous Poisson point processes, it is not clear how this could be used to set up a hypothesis test in this case. The main problem in the non-homogeneous situation is the dependence of the thinned processes on the unknown first-order intensity function of $`N`$. Similar problems have made difficult the estimation of second moment functions for stationary Cox process (Chetwynd and Diggle, 1998).

The examples in Section 3 demonstrate that tests for interaction between two complementary processes obtained through the random thinning of a stationary point process $`N`$ can be an alternative to test the hypothesis that $`N`$ is a stationary Poisson process. Both tests, that based on the $`K_{12}`$ function and that based on empty space methods, lead to the same conclusions in the examples considered in this paper. These conclusions are the same reached using other tests previously proposed in the literature.

## Acknowledgments

This research was carried out while the first author was in a sabatical leave visiting both, Fundação Oswaldo Cruz, FIOCRUZ, and Escola Nacional de Ciências Estatísticas, ENCE-IBGE, Rio de Janeiro, Brazil, whose hospitality is gratefully acknowledged. The visit was supported by FORD Foundation grant 990-1161. The research received also support from CNPq grant 465928/2000-5.

## 5 References

* Besag, J. and Diggle, P. J. (1977) Simple Monte Carlo tests for spatial patterns. Applied Statistics, 26, 327-333.
* Chetwynd, A. G. and Diggle, P. J. (1998) On estimating the reduced second moment measure of a stationary point process. Australian and New Zealand Journal of Statistics, 40, 11-15.
* Cressie, N. (1991) Statistics for spatial data. New York: John Wiley & Sons.
* Daley, D.J., and Vere-Jones, D. (1988) An introduction to the theory of point processes. New York: Springer-Verlag.
* Diggle, P. J. (1983) Statistical Analysis of Spatial Point Patterns. London: Academic Press.
* Diggle, P.J. (1990). A point process modelling approach to raised incidence of a rare phenomenon in the vicinity of a pre specified point. Journal of the Royal Statistical Society A, 153, 349-3 62.
* Diggle, P. J. (1993) Point process modelling in environmental epidemiology, in Barnett, V. and Turkman, K.F. (eds.) Statistics for the Environment. Chichester: John Wiley.
* Diggle, P.J. and Rowlingson, B. S. (1994). A conditional approach to point process modelling of raised incidence. Journal of the Royal Statistical Society A, 157, 433-440.
* Fichtner, V. K.-H. (1975) Charakterisierung Poissonscher zufälliger Punkfolgen und infinitesemale Verdünnungsschemata. Mathematische Nachrichten, 193, 93-104.
* Hanisch, K. H. and Stoyan, D. (1979) Formulas for second-order analysis of marked point processes. Mathematische Operationsforschung und Statistik, Series Statistics, 10, 555-560.
* Kelsall, J. and Diggle, P.J. (1995). Kernel estimation of relative risk. Bernoulli, 1, 3-16.
* Lotwick, H. W. (1984) Some models for multype spatial point processes, with remarks on analysing multitype patterns. em Journal of Applied Probability, 21, 575-582.
* Lotwick, H. W. and Silverman, B. W. (1982) Methods for analysing spatial processes of several types of points. Journal of the Royal Statistical Society B, 44, 406-413.
* Moran, P. A. P. (1952) A characterization of the Poisson distribution. Proceedings of the Cambridge Philosophical Society, 48, 206-207.
* Rényi, A. (1967) Remarks on the Poisson process. Symposium on Probability Methods in Analysis. Berlin: Springer-Verlag, 280-286.
* Ripley, B. D. (1977) Modelling spatial patterns (with discussion). Journal of the Royal Statistical Society B, 39, 172-212.
* Silverman, B. W. (1978) Distances on circles, toruses and spheres. Journal of Applied Probability, 15, 136-143.
* Srivastava, R. C. (1971) On a characterization of the Poisson process. Journal of Applied Probability, 8, 615-616.
* Wiegand, K., Jeltsch, F. and Ward, D. (2000) Do spatial effects play a role in the spatial distribution of desert-dwelling Acacia raddiana? Journal of Vegetation Science, 11, 473-484.


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# Free divisors and duality for 𝒟-modules Partially supported by DGESIC-97-0723 and HF-1998-0105. Second author partially supported by MSRI (Berkeley)

## 1 Free divisors

Here we summarize some results of K. Saito .

Let us denote $`X=𝐂^n`$. Denote by $`𝒪=𝒪_X`$ the sheaf of holomorphic functions on $`X`$. Let $`DX`$ be a divisor and $`xD`$. Denote by $`Der(𝒪_x)`$ the $`𝒪_x`$-module of $`𝐂`$-derivations of $`𝒪_x`$ (the elements in $`Der(𝒪_x)`$ are called vector fields).

A vector field $`\delta Der(𝒪_x)`$ is said to be logarithmic w.r.t. $`D`$ if $`\delta (f)=af`$ for some $`a𝒪_x`$, where $`f`$ is a local (reduced) equation of the germ $`(D,x)(𝐂^n,x)`$. The $`𝒪_x`$-module of logarithmic vector fields (or logarithmic derivations) is denoted by $`Der(\mathrm{log}D)_x`$. This yields a $`𝒪`$-module sheaf denoted by $`Der(\mathrm{log}D)`$.

The divisor $`D`$ is said to be free at the point $`xD`$ if the $`𝒪_x`$-module $`Der(\mathrm{log}D)_x`$ is free (and, in this case, of rank $`n`$). The divisor $`D`$ is called free if it is free at each point $`xD`$.

Smooth divisors are free. A normal crossing divisor $`D(x_1\mathrm{}x_t=0)𝐂^n`$ is free because we have $`Der(\mathrm{log}D)=_{i=1}^t𝒪_{𝐂^n}x_i_i_{j=t+1}^n𝒪_{𝐂^n}_j`$. By  any reduced germ of plane curve $`D𝐂^2`$ is a free divisor.

Saito’s criterium to test the freedom of a divisor $`D`$ at a point $`p`$ is:

###### Lemma 1.1.1.

(\[14, (1.9)\]) Let $`\delta _i=_{j=1}^na_{ij}_j`$, $`i=1,\mathrm{},n`$ be a system of holomorphic vector fields at $`p𝐂^n`$, such that:
i) $`[\delta _i,\delta _j]_{k=1}^n𝒪_p\delta _k`$, for $`i,j=1,\mathrm{},n`$.
ii) $`det(a_{ij})=h`$ defines a reduced hypersurface $`D`$.
Then, for $`D(h=0)`$, $`\delta _1,\mathrm{},\delta _n`$ belong to $`Der(\mathrm{log}D)_p`$ and hence $`\{\delta _1,\mathrm{},\delta _n\}`$ is a free basis of $`Der(\mathrm{log}D)_p`$.

## 2 The logarithmic comparison theorem

Let $`X`$ be a complex manifold and $`DX`$ a divisor. We have a canonical inclusion

$$i_D:\mathrm{\Omega }^{}(\mathrm{log}D)\mathrm{\Omega }^{}(D)$$

where $`\mathrm{\Omega }^{}(D)`$ is the meromorphic de Rham complex and $`\mathrm{\Omega }^{}(\mathrm{log}D)`$ is the de Rham logarithmic complex, both w.r.t $`D`$. A meromorphic form $`\omega \mathrm{\Omega }^p(D)`$ is said to be logarithmic if $`fw\mathrm{\Omega }^p`$ and $`df\omega \mathrm{\Omega }^{p+1}`$ for each local equation $`f`$ of $`D`$.

A classical natural problem is to find the class of divisors $`DX`$ for which $`i_D:\mathrm{\Omega }^{}(\mathrm{log}D)\mathrm{\Omega }^{}(D)`$ is a quasi-isomorphism (i.e. $`i_D`$ induces an isomorphism on cohomology).

By Grothendieck’s comparison theorem we know that the complexes $`\mathrm{\Omega }^{}(D)`$ and $`𝐑j_{}(𝐂)`$ are naturally quasi-isomorphic, where $`j:U=XDX`$ is the natural inclusion. So, if $`i_D`$ is a quasi-isomorphism we say that the logarithmic comparison theorem holds for $`D`$ (or simply LCT holds for $`D`$).

###### Definition 2.1.1.

() A divisor $`DX`$ is locally quasi-homogeneous if for all $`qD`$ there exist local coordinates $`(V;x_1,\mathrm{},x_n)`$ centered at $`q`$ such that $`DV`$ has a weighted homogeneous defining equation w.r.t. $`(x_1,\mathrm{},x_n)`$.

Smooth divisors and normal crossing divisors are locally quasi-homogeneous. A weighted homogeneous polynomial $`f𝐂[x,y]`$ defines a locally quasi-homogeneous divisor $`D(f=0)𝐂^2`$.

Suppose $`DX`$ is a locally quasi-homogeneous free divisor. The main result of  is that LCT holds for $`D`$, i.e.

$$i_D:\mathrm{\Omega }^{}(\mathrm{log}D)𝐑j_{}(𝐂)$$

is a quasi-isomorphism.

## 3 Logarithmic $`𝒟`$-modules

Let us denote by $`𝒟=𝒟_X`$ the sheaf (of rings) of linear differential operators with holomorphic coefficients on $`X`$.

A local section $`P`$ of $`𝒟`$ is a finite sum

$$P=\underset{\alpha }{}a_\alpha ^\alpha $$

where $`\alpha =(\alpha _1,\mathrm{},\alpha _n)𝐍^n`$, $`a_\alpha `$ is a local section of $`𝒪`$ on some chart $`(U;x_1,\mathrm{},x_n)`$ and $`=(_1,\mathrm{},_n)=(\frac{}{x_1},\mathrm{},\frac{}{x_n})`$.

The sheaf $`𝒟`$ is naturally filtered by the order of the differential operators. The associated graded ring $`\mathrm{gr}(𝒟)`$ is commutative. In fact, we can identify $`\mathrm{gr}(𝒟)`$ with the sheaf $`𝒪[\xi _1,\mathrm{},\xi _n]`$ of polynomials in the variables $`\xi =(\xi _1,\mathrm{},\xi _n)`$ and with coefficients in $`𝒪`$.

Assume the operator $`P=a_\alpha ^\alpha `$ has order $`d`$ (i.e. $`d=\mathrm{max}\{|\alpha |=\alpha _1+\mathrm{}+\alpha _n|a_\alpha 0\}`$) then the principal symbol of $`P`$ is

$$\sigma (P)=\underset{|\alpha |=d}{}a_\alpha \xi ^\alpha 𝒪[\xi ].$$

For each left ideal $`I`$ in $`𝒟`$ the graded ideal associated to $`I`$ is the ideal of $`\mathrm{gr}(𝒟)`$ generated by the set of principal symbol $`\sigma (P)`$ for $`PI`$. This ideal is denoted by $`\mathrm{gr}(I)`$.

The characteristic variety of the $`𝒟`$-module $`M=\frac{𝒟}{I}`$ is, by definition, the analytic sub-variety of the cotangent bundle $`T^{}X`$ defined by $`𝒪_{T^{}X}\mathrm{gr}(I)`$. This characteristic variety if denoted by $`Ch(M)`$. The cycle defined in $`T^{}X`$ by the ideal $`𝒪_{T^{}X}\mathrm{gr}(I)`$ is denoted by $`CCh(M)`$ and it is called the characteristic cycle of the $`𝒟`$-module $`M`$.

For any divisor $`D𝐂^n`$ the sheaf $`𝒪[D]`$ of meromorphic functions with poles along $`D`$ is naturally a left coherent $`𝒟`$-module (that follows from the results of Bernstein-Björk on the existence of the $`b`$-function for each local equation $`f`$ of $`D`$, , ). Even more, Kashiwara proved that the dimension of $`Ch(𝒪[D])`$ is equal to $`n`$ (i.e. $`𝒪[D]`$ is holonomic, ).

In  and  the author considers the (left) ideal $`I^{\mathrm{log}D}𝒟`$ generated by the logarithmic vector fields $`Der(\mathrm{log}D)`$ (see 1). We will denote simply $`I^{\mathrm{log}}=I^{\mathrm{log}D}`$ and $`M^{\mathrm{log}}`$ the quotient $`𝒟/I^{\mathrm{log}}`$ if no confusion is possible.

### 3.1 Koszul free divisors

Let us give the main result of F.J. Calderón,  (see also ). Let $`DX`$ be a divisor and $`xD`$.

###### Definition 3.1.1.

(\[4, Def. 4.1.1\]) The divisor $`D`$ is said to be Koszul free at the point $`xD`$ if it is free at $`x`$ and there exists a basis $`\{\delta _1,\mathrm{},\delta _n\}`$ of $`Der(\mathrm{log}D)_x`$ such that the sequence $`\{\sigma (\delta _1),\mathrm{},\sigma (\delta _n)\}`$ of principal symbols is a regular sequence in the ring $`\mathrm{gr}^F(𝒟)`$. The divisor $`D`$ is Koszul free if it is Koszul free at any point of $`D`$.

By  and \[4, 4.2.2.\] any plane curve $`D𝐂^2`$ is a Koszul free divisor. By \[4, Prop. 4.1.2\] if $`D`$ is a Koszul free divisor then $`M^{\mathrm{log}}`$ is holonomic and

###### Theorem 3.1.2.

(\[4, Th. 4.2.1\]) If $`D`$ is a Koszul free divisor then $`\mathrm{\Omega }^{}(\mathrm{log}D)`$ and $`𝐑om_𝒟(M^{\mathrm{log}},𝒪)`$ are naturally quasi-isomorphic.

### 3.2 $`\stackrel{~}{M}^{\mathrm{log}}`$

In  (see also ) L. Narváez suggested the study of the $`𝒟`$-module $`\stackrel{~}{M}^{\mathrm{log}}`$ defined as follows: Let us denote by $`\stackrel{~}{I}^{\mathrm{log}}`$ the left ideal of $`𝒟`$ generated by the set $`\{\delta +a|\delta I^{\mathrm{log}}\text{ and }\delta (f)=af\}`$. Let us write $`\stackrel{~}{M}^{\mathrm{log}}=𝒟/\stackrel{~}{I}^{\mathrm{log}}`$. There exists a natural morphism $`\varphi _D:\stackrel{~}{M}^{\mathrm{log}}𝒪[D]`$ defined by $`\varphi _D(\overline{P})=P(1/f)`$ where $`\overline{P}`$ denotes the class of the operator $`P𝒟`$ modulo $`\stackrel{~}{I}^{\mathrm{log}}`$. The image of $`\varphi _D`$ is $`𝒟\frac{1}{f}`$. As a natural question we ask for the class of $`D`$ such that the morphism $`\varphi _D`$ is an isomorphism (see 5.2).

## 4 The duality theorem

Suppose here that the divisor $`DX`$ is free, and let $`f𝒪`$ be a local equation of $`D`$ and let $`\{\delta _1,\mathrm{},\delta _n\}`$ be a basis of the logarithmic derivations. We will use the following notation:

* $`\delta _i(f)=m_if`$ for some $`m_i𝒪`$.
* $`\delta _i=_{k=1}^na_{ik}_k`$ for some $`a_{ik}𝒪`$.
* $`A=\left(\begin{array}{ccc}a_{11}& \mathrm{}& a_{1n}\\ \mathrm{}& & \mathrm{}\\ a_{n1}& \mathrm{}& a_{nn}\end{array}\right)`$
* $`[\delta _i,\delta _j]=_{k=1}^n\alpha _k^{ij}\delta _k`$ for some $`\alpha _k^{ij}𝒪`$.

###### Lemma 4.1.1.

For any $`i=1,\mathrm{},n`$ we have

$$\delta _i(|A|)=\underset{k=1}{\overset{n}{}}(\delta _i(a_{k1}),\mathrm{},\delta _i(a_{kn}))\left(\begin{array}{c}A_{k1}\\ \mathrm{}\\ A_{kn}\end{array}\right)$$

where $`A_{kj}`$ is the adjoint matrix of $`a_{kj}`$.

###### Proof.

From the very definition of the determinant developed from the $`k`$-th row. ∎

The lemma above is true in fact for any derivation, not only for elements in the basis.

###### Lemma 4.1.2.

We have

$$f(\alpha _1^{ij},\mathrm{},\alpha _n^{ij})=(\delta _i(a_{j1})\delta _j(a_{i1}),\mathrm{},\delta _i(a_{jn})\delta _j(a_{in}))Adj(A)^t.$$

###### Proof.

It is only necessary to consider that

$$[\delta _i,\delta _j]=(\alpha _1^{ij},\mathrm{},\alpha _n^{ij})A\left(\begin{array}{c}_1\\ \mathrm{}\\ _n\end{array}\right)=$$

$$=(\delta _i(a_{j1})\delta _j(a_{i1}),\mathrm{},\delta _i(a_{jn})\delta _j(a_{in}))\left(\begin{array}{c}_1\\ \mathrm{}\\ _n\end{array}\right).$$

We consider the augmented Spencer logarithmic complex as in \[4, page 712\]. We have

$$𝒟_𝒪^{}Der(\mathrm{log}D)M^{\mathrm{log}}0.$$

We say that a free divisor $`D`$ is of Spencer type if this complex is a (locally) free resolution of $`M^{\mathrm{log}}`$ and this last $`𝒟`$-module is holonomic. By \[4, Prop. 4.1.3 \] if $`D`$ is Koszul free (in particular if $`D`$ is a plane curve) then it is of Spencer type but the converse is not true, see \[4, Remark 4.2.4\] and section 5.3.

The following proposition is a consequence of \[4, Th. 4.2.1\].

###### Proposition 4.1.3.

If $`D`$ is of Spencer type then $`Sol(M^{\mathrm{log}})`$ is naturally quasi-isomorphic to $`\mathrm{\Omega }^{}(\mathrm{log}D)`$.

###### Theorem 4.1.4.

Suppose $`D`$ is of Spencer type. Then $`(M^{log})^{}\stackrel{~}{M}^{log}.`$

###### Proof.

Using the Spencer logarithmic free resolution of the holonomic $`𝒟`$-module $`M^{\mathrm{log}}`$, we first compute a presentation of the right $`𝒟`$-module $`:=Ext_𝒟^n(M^{\mathrm{log}},𝒟)`$ and then we prove that left $`𝒟`$-module associated to $``$ is $`\stackrel{~}{M}^{\mathrm{log}}`$.

The matrix of the $`n`$-th morphism in the resolution of $`M^{log}`$ (see \[4, page 712\]) has components of the form

$$(1)^{i1}\delta _i+(1)^i\underset{li}{}\alpha _l^{il},$$

so it is enough to prove that

$$(\delta _i+\underset{ki}{}\alpha _k^{ik})^{}=\delta _i+\underset{k=1}{\overset{n}{}}_k(a_{ik})+\underset{ki}{}\alpha _k^{ik}=\delta _i+m_i.$$

In order to prove the last equality, we will show that

$$m_if=\delta _i(f)=\delta _1(|A|)=$$

$$=\underset{k=1}{\overset{n}{}}f_k(a_{ik})+\underset{ki}{}f\alpha _k^{ik}.$$

Using 4.1.2, we obtain

$$\underset{ki}{}f\alpha _k^{ik}=\underset{ki}{}(\delta _i(a_{k1})\delta _k(a_{i1}),\mathrm{},\delta _i(a_{kn})\delta _k(a_{in}))\left(\begin{array}{c}A_{k1}\\ \mathrm{}\\ A_{kn}\end{array}\right)=$$

$$=\underset{k=1}{\overset{n}{}}(\delta _i(a_{k1}),\mathrm{},\delta _i(a_{kn}))\left(\begin{array}{c}A_{k1}\\ \mathrm{}\\ A_{kn}\end{array}\right)\underset{k=1}{\overset{n}{}}(\delta _k(a_{i1}),\mathrm{},\delta _k(a_{in}))\left(\begin{array}{c}A_{k1}\\ \mathrm{}\\ A_{kn}\end{array}\right)$$

So we have collected in the first sum precisely (see 4.1.1) $`\delta _i(|A|)`$. It remains to check that

$$\underset{k=1}{\overset{n}{}}f_k(a_{ik})=\underset{k=1}{\overset{n}{}}(\delta _k(a_{i1}),\mathrm{},\delta _k(a_{in}))\left(\begin{array}{c}A_{k1}\\ \mathrm{}\\ A_{kn}\end{array}\right).$$

As $`f=(a_{k1},\mathrm{},a_{kn})(A_{k1},\mathrm{},A_{kn})^t`$, we have

$$\underset{k=1}{\overset{n}{}}f_k(a_{ik})=\underset{k=1}{\overset{n}{}}_k(a_{ik})(a_{k1},\mathrm{},a_{kn})\left(\begin{array}{c}A_{k1}\\ \mathrm{}\\ A_{kn}\end{array}\right)=$$

$$=\underset{k=1}{\overset{n}{}}(\underset{j=1}{\overset{n}{}}a_{kj}_j(a_{i1}),\mathrm{},\underset{j=1}{\overset{n}{}}a_{kj}_j(a_{in}))\left(\begin{array}{c}A_{k1}\\ \mathrm{}\\ A_{kn}\end{array}\right)=$$

$$=\underset{k=1}{\overset{n}{}}(\delta _k(a_{i1}),\mathrm{},\delta _k(a_{in}))\left(\begin{array}{c}A_{k1}\\ \mathrm{}\\ A_{kn}\end{array}\right).$$

## 5 Some applications

### 5.1 LCT in dimension 2. Regularity of $`M^{\mathrm{log}}`$ and $`\stackrel{~}{M}^{\mathrm{log}}`$

Let $`D𝐂^2`$ be a plane curve.

###### Theorem 5.1.1.

(\[5, Theorem 3.9\]) The morphism $`i_D:\mathrm{\Omega }^{}(\mathrm{log}D)\mathrm{\Omega }^{}(D)`$ is a quasi-isomorphism if and only if $`D`$ is locally quasi-homogeneous.

###### Proof.

We show here how to read the original (topological) proof of  to give a differential proof of “only if” part. Part “if” is a consequence of  because any plane curve is a free divisor .

The problem is local. Suppose the local equation $`f`$ of $`D`$ is defined in a small open neighbourhood such that the only singular point of $`f=0`$ is the origin. Denote $`𝒪[1/f]=𝒪[D]`$.

Let us consider (see 3.2) the natural surjective morphism

$$\varphi _D:\stackrel{~}{M}^{\mathrm{log}}𝒟\frac{1}{f}𝒪[D]$$

where the last isomorphism follows by a result of Varchenko (i.e. the local $`b`$-function $`b_f(s)`$ of $`f`$ verifies $`b_f(k)0`$ for any integer $`k2`$, ). The kernel $`K`$ of $`\varphi _D`$ is supported by the origin (because $`f`$ is smooth outside $`(0,0)`$) and $`CCh(\stackrel{~}{M}^{\mathrm{log}})=CCh(K)+CCh(𝒪[D])`$. In particular $`\stackrel{~}{M}^{\mathrm{log}}`$ and $`M^{\mathrm{log}}=(\stackrel{~}{M}^{\mathrm{log}})^{}`$ are regular holonomic (cf. ) because as we said before $`D`$ satisfies the hypothesis of theorem 4.1.4.

Let us denote $`Sol(M^{\mathrm{log}})=𝐑om_𝒟(M^{\mathrm{log}},𝒪)`$ the solution complex of $`M^{\mathrm{log}}`$.

Assume LCT holds for $`D`$. Then we have

$$DR(𝒪[D])\mathrm{\Omega }^{}(D)\mathrm{\Omega }^{}(\mathrm{log}D)Sol(M^{\mathrm{log}})DR((M^{\mathrm{log}})^{})DR(\stackrel{~}{M}^{\mathrm{log}}).$$

Then both $`𝒟`$-modules $`𝒪[D]`$ and $`\stackrel{~}{M}^{\mathrm{log}}`$ have the same de Rham complex and then the same characteristic cycle. In this case $`K=0`$ and $`\stackrel{~}{M}^{\mathrm{log}}𝒪[D]`$. Finally, by \[16, page 88\] (or by \[17, 2.2.6\], see also ) $`f`$ is weighted homogeneous in suitable coordinates. That proves the “only if” part of the theorem. ∎

### 5.2 On the comparison of $`\stackrel{~}{M}^{\mathrm{log}}`$ and $`𝒪[D]`$

In the previous section we proved (in dimension 2) that if $`\stackrel{~}{M}^{\mathrm{log}}𝒪[D]`$ then $`f`$ is weighted homogeneous and the converse is also true (cf. ). So, $`\stackrel{~}{M}^{\mathrm{log}}𝒪[D]`$ if and only if $`f`$ is weighted homogeneous if and only if $`LCT`$ holds for $`D`$.

Now we return to dimension $`n`$.

###### Theorem 5.2.1.

If $`D𝐂^n`$ is a free, locally quasi-homogeneous (l.q-h.) divisor then $`M^{\mathrm{log}}`$ and $`\stackrel{~}{M}^{\mathrm{log}}`$ are regular holonomic. Moreover $`\stackrel{~}{M}^{\mathrm{log}D}`$ and $`𝒪[D]`$ are naturally isomorphic.

###### Proof.

By  $`D`$ is Koszul free and then $`M^{\mathrm{log}}`$ is holonomic and the dual of $`M^{\mathrm{log}}`$ is $`\stackrel{~}{M}^{\mathrm{log}}`$ (see 4.1.4). So, $`\stackrel{~}{M}^{\mathrm{log}}`$ is also holonomic. It is enough to prove that $`\stackrel{~}{M}^{\mathrm{log}}`$ is regular.

To avoid confusion we will denote $`\stackrel{~}{M}^{\mathrm{log}D}`$ to emphasize the divisor $`D`$. In fact we will prove, by induction on $`n`$, that the natural morphism

$$\varphi _D:\stackrel{~}{M}^{\mathrm{log}D}𝒪[D]$$

is an isomorphism. We follows here the argument of \[7, 4.3.\]. There is nothing to prove in the case $`n=1`$. We note that in dimension 2 the result is proved in  (see 5.1). Suppose the result is true for any free, l.q-h. divisor in dimension $`n1`$. Let $`D𝐂^n`$ be a free, l.q-h. For any $`xD`$ there exists an open neighbourhood $`U`$ of $`x`$ such that for any $`yUD\{x\}`$ the germ $`(𝐂^n,D,y)`$ is isomorphic to $`(𝐂^{n1}\times 𝐂,D^{}\times 𝐂,(0,0))`$, where $`D^{}`$ is a free, l.q-h. divisor in $`𝐂^{n1}`$ (see \[8, prop. 2.4, lemma 2.2\]). So, by induction hypothesis the morphism $`\varphi _D^{}:\stackrel{~}{M}^{\mathrm{log}D^{}}𝒪[D^{}]`$ is an isomorphism. Then, by applying the functor $`\varphi ^{}`$ (where $`\pi :𝐂^n𝐂^{n1}`$ is the projection), we have that for any $`yUD`$, $`yx`$, the morphism $`\varphi _{D,y}`$ is an isomorphism between $`\stackrel{~}{M}_y^{\mathrm{log}D}`$ and $`𝒪[D]_y`$. We owe this argument to L. Narváez. So, the kernel of $`\varphi _D:\stackrel{~}{M}^{\mathrm{log}D}N^D`$ is concentrated on a discrete set and it is regular holonomic (here $`N^D`$ is the $`𝒟`$-module $`𝒟\frac{1}{f}`$, where $`f`$ is a local equation of $`D`$). As $`N^D𝒪[D]`$ is regular holonomic we deduce the regularity of $`\stackrel{~}{M}^{\mathrm{log}D}`$. On the other hand, by  the logarithmic comparison theorem holds for $`D`$. So, by using duality 4.1.4 and the natural quasi-isomorphism $`Sol(M^{\mathrm{log}D})\mathrm{\Omega }^{}(\mathrm{log}D)`$ (3.1.2), we deduce (as in 5.1) that $`DR(\stackrel{~}{M}^{\mathrm{log}D})`$ and $`DR(𝒪[D])`$ are naturally quasi-isomorphic and therefore, by Riemann-Hilbert correspondence, $`\stackrel{~}{M}^{\mathrm{log}D}`$ and $`𝒪[D]`$ are naturally isomorphic, i.e. $`\varphi _D`$ is an isomorphism. Thus we have concluded the induction. ∎

### 5.3 An example in dimension 3

In  the authors give an example of a non Koszul free divisor –in dimension 3– for which LCT holds. We will treat here, following the same lines as in , the case of the surface $`D𝐂^3`$ defined by $`f=y(x^2+y)(x^2z+y)=0.`$

The surface is free because computing the syzygies among $`f,f_x,f_y,f_z`$ we obtain

$$\begin{array}{c}(3,\frac{1}{2}x,y,0)\\ (x^2,0,0,x^2z+y)\\ (xzx,\frac{1}{2}x^2+\frac{1}{2}y,0,xz^2xz),\end{array}$$

which produce the logarithmic vector fields

$$\begin{array}{ccc}\delta _1& =& \frac{1}{2}x_x+y_y\hfill \\ \delta _2& =& (x^2z+y)_z\hfill \\ \delta _3& =& (\frac{1}{2}x^2+\frac{1}{2}y)_x+(xz^2xz)_z,\hfill \end{array}$$

whose coefficients have a determinant equal to $`1/2f`$.

This surface it is not Koszul-free because the set of the symbols (with respect to the total order) $`\sigma (\delta _1),\sigma (\delta _2),\sigma (\delta _3)`$ do not form a regular sequence. If we write $`\sigma (_x)=\xi ,\sigma (_y)=\eta ,\sigma (_3)=\zeta `$. We have $`yz\eta ^2\zeta +\frac{1}{4}\xi ^2\zeta (\sigma (\delta _1),\sigma (\delta _2))`$ but $`yz\eta ^2\zeta +\frac{1}{4}\xi ^2\zeta \sigma (\delta _3)(\sigma (\delta _1),\sigma (\delta _2))`$.

We compute a free resolution of $`M^{log}=𝒟/𝒟(\delta _1,\delta _2,\delta _3)`$ using Gröbner basis. We obtain that the module of syzygies $`Syz(\delta _1,\delta _2,\delta _3)`$ is generated by $`𝐬_{12},𝐬_{13},𝐬_{23}`$ deduced from the commutators $`[\delta _i,\delta _j]`$ where:

* $`[\delta _1,\delta _2]=\delta _2`$
* $`[\delta _1,\delta _3]=\frac{1}{2}\delta _3`$
* $`[\delta _1,\delta _2]=(xzx)\delta _2`$.

The second module of syzygies (among the $`𝐬_{ij}`$) it is generated by only one element $`𝐭`$, so we have finished the resolution. This element is

$$𝐭=(t_1,t_2,t_3)=(x^2z_z+xz_z\frac{1}{2}x^2_x\frac{1}{2}y_xxz+x,x^2z_z+y_z,y_y\frac{1}{2}x_x+\frac{3}{2}),$$

precisely the one required in the Spencer logarithmic complex for $`M^{\mathrm{log}}`$ in dimension 3, which is in fact a free resolution of $`M^{\mathrm{log}}`$. We can check that in this case $`M^{\mathrm{log}}`$ is holonomic (use for example  or  ), so $`D`$ is of Spencer type and we apply:
a) The theorem 4.1.4 to obtain that $`(M^{\mathrm{log}})^{}\stackrel{~}{M}^{\mathrm{log}}`$.
b) Proposition 4.1.3 to obtain $`Sol(M^{\mathrm{log}})\mathrm{\Omega }^{}(\mathrm{log}D)`$.

Besides, the global $`b`$-function of $`f`$ is

$$(6s+5)(3s+2)(2s+1)(3s+4)(6s+7)(s+1)^3,$$

so we can assure that $`𝒪[\frac{1}{f}]\stackrel{~}{M}^{\mathrm{log}}`$, because $`\stackrel{~}{I}^{\mathrm{log}}=Ann_𝒟(1/f)`$. We have used  and  again to compute the $`b`$-function and the annihilating ideal of $`1/f`$, that is to say, the algorithms of .

Finally, we have the following chain of quasi-isomorphisms

$$DR(𝒪[D])\mathrm{\Omega }^{}(D)\mathrm{\Omega }^{}(\mathrm{log}D)Sol(M^{\mathrm{log}})DR((M^{\mathrm{log}})^{})DR(\stackrel{~}{M}^{\mathrm{log}}).$$

and the LCT holds for $`D`$.