SLIDE 1
Exponential Asymptotics and Singularities
Saleh Tanveer (Ohio State University) Joint work with Ovidiu Costin (Rutgers University) Research supported by National Science Foundation
SLIDE 2 Exponential Asymptotics
Asymptotic Expansion in the Poincare Sense:
✁ ✂ ✂
as ignores possible terms like
✄
. Important sometimes, for instance, if we want , when
☎
real Example in a differential equations context: Solution:
✆ ✝✞ ✟ ✠ ✄ ☎ ✡
✄
for , large, on positive real axis
SLIDE 3
Background and Applications
Fundamental Work by
Stokes, Dingle, Berry, Kruskal, Ecalle......
Large Body of Work in Applications to
Quantum Tunneling, Viscous Fingering, Water Wave, Chaos, Crystal Growth,..
SLIDE 4 Exponential Asymptotics for nonlinear ODEs
Example: A Simple Nonlinear Equation
✁
Asymptotics for the solution is still of the form:
☎ ✡
☎ ✟
However, with exponential corrections:
☛ ✡ ✟ ✄ ☛ ☛
where
☛ ☎ ✡ ✟ ☎✌☞ ☛ ☎
SLIDE 5 Exponential Asymptotics for a Nonlinear Equation
Determination of
✍✏✎ ✑
Formally, plugging
☛ ✡ ✟ ✄ ☛ ☛
into ODE and equating powers of
✄
, for :
☛ ☛ ✟ ☛ ☛
✡
☛ ✒
We can then use a formal procedure to compute
☎ ☞ ☛
so that:
☛ ✟ ☞ ☛
☛ ☎ ✡ ✟ ☎ ☞ ☛ ☎ ☛
SLIDE 6 Borel Plane Transformation
So, ,
✆ ✝ ✞ ✟ ✠ ✄ ✁
On transformation:
✠ ✟
analytic for , exponentially bounded as Suppose
✟
known for
✁ ✂
. Then near , the unknown part of
Pole of at , implying
✄
leading order exponential
SLIDE 7 Exponential Asymptotics for Nonlinear ODEs
General Setting (Costin, 1998)
analytic at , satisfying generic conditions: (ii) Eigenvalues
✒
✓ ✔ ✝ ✓✌✕ ✖ ✗✘☞ ✒ ✡
✁ ☞✙ ✙ ✙ ☎
linearly independent over and
✒
are all different. W.L.O.G
✒
diag
✒
constant matrices.
✁
as and
SLIDE 8
Exponential Asymptotics for Nonlinear ODEs
Costin, 1998 results
✚ ✛ ✟ ✜ ✢ ✚ ✣ ✚ ✄ ✤ ✚ ✚ ✚
factorially divergent formal power series:
✚ ☎ ✡ ✟ ✚✦✥ ☎ ☎
SLIDE 9 Resumming Trans-series for Singularity Determination
✁ ☛ ✡ ✟ ☎ ✡ ✟ ✄ ☛ ☎ ☞ ☛ ☎ ☎ ✡ ✟ ☎ ✄ ☎ ☎ ☛ ✡ ✟ ☎ ☞ ☛ ☛
Most relevant near
✧ ✁
when
☛ ✄
✟ ✄ ✟ ✟ ✁ ✟ ✟ ★ ✩ ★
: Periodic array of poles in
SLIDE 10
PDEs in the complex plane and singularities
Motivation and Scope of Analysis
Singularity formation for nonlinear PDEs of general interest One way is to follow singularities in the complex plane (Moore, 1979) Formal procedure for singularity formation at
✩
known (Tanveer, 1993 a,b, Cowley, Baker & Tanveer, 1999 and others) Many equations allow formal asymptotic similarity solutions. Want to know if actual solutions asymptote to the formal similarity solution. Stability of Similarity Solutions
SLIDE 11 Formal Singularity analysis for
Consider satisfying:
✪ ✄ ✄ ✄ ✄ ✁
Formal Taylor Expansion in time for , (using
✁
):
✫ ✬ ✭
Breaks down when
✁
✫
:
✕ ✪ ✯ ✰ ✱
✫
✫
✫ ✲ ✳ ✳ ✳ ✳ ✳
To the leading order,
✟ ✟ ✟ ✟ ✳
SLIDE 12 Formal Singularity analysis for
Integrates to:
✟ ✟ ✟ ✟
Additional Change of Variable:
✟ ✩ ✴ ✛ ✳ ✱ ✰ ✵ ✜ ✳
:
✁ ✂ ✂ ✂
for ,
✧ ✁ ✧ ✁
Singularity of
✟
at
✟
implies moving singularity of :
✁ ✟ ✟
✫
Existence and Matching conditions ? Validity of
✟
?
SLIDE 13 Singularity Formation in Modified Harry-Dym Equation
✪ ✄ ✂ ✄ ✄ ✄ ✂
✁
[Costin & Tanveer, 2000]: Unique analytic solution to IVP in sector
✭ ✶ ✭ ✶
with
✁
✁ ✂ ✮ ✁ ✫ ✁ ✬ ✫ ✮ ✁
✮ ✁
For
✁ ✮ ✶
,
✶ ✁ ✮ ✶ ✷ ✮ ✶ ✳ ✲ ✂ ✂ ✳ ✳ ✳
Taylor Expansion:
☛ ✡ ✟ ☛ ☛
converges Near
✸
,
✟ ✗ ✧ ✮ ✂ ✳✺✹ ✁
✂ ✸ ✁ ✮ ✂
SLIDE 14 Equations for
✟
satisfies:
✟ ✟ ✂ ✟ ✟ ☛
satisfies linear equation:
☛ ☛ ☛ ✂ ✟ ☛ ✂ ✟ ✟ ✟ ☛ ☛ ✂ ✟ ☛
known in terms of
✒
, For ,
✭ ✶ ✭ ✶ ✟
☛ ☛
SLIDE 15 Main Theorem Proved:
For a singularity
✸
✟
, with
✸
large enough and with
✸
close to the anti-Stokes line
✭ ✧ ✶
, there exists a domain that extends to with
✁ ✧ ✶ ✁ ✧ ✶
for some
✧ ✶
, and includes a region around the the singularity
✸
but excludes an open neighborhood such that
☛ ✡ ✟ ☛ ☛
is convergent for all sufficiently small . In particular, in the limit
✩
, the singularity of approaches the singularity of
✟
and is of the same type.
Note that convergence implies
✻ ✳ ✻ ✟ ✟
If small around
✸
, nonzero contour integral.
SLIDE 16 Domain
η = −4 π/9 − δ ηs η=−2 π/9 − δ1 η= 2 π/9 − δ1 Arg Arg Arg Arg η = 4 π/9 −δ
D
SLIDE 17
Scope of Theorem of the type proved
Not just limited to Formal blow-up solution aymptotically:
✸ ✼ ✸ ☎
Can analyze rigorously
✸
Useful in Stability analysis of Blow-ups
Can be useful in analysis as well
SLIDE 18 Main Ideas of Proof
Lemma 1: There exists and independent of integer so that
✂ ✮ ✁ ✒ ☞ ✒ ✂
Use induction on
☛ ☛ ✽✿✾ ❀ ✵❂❁
Control for large
☛
:
✒ ✟ ✒ ✒ ✂ ✒ ✳ ✳ ❁ ✟
Solution to
☛ ☛
essentially
☛ ✂ ✒ ✡
✳ ✖ ☛ ✒
✂
SLIDE 19 Necessary property for Domain
Property 1: Given any point , for each =1,2,3, there exists a piecewise differentiable path
✒
from to
✒
so that
✒
✁
where is the arc-length parametrization of
✒
and and is independent of , .
This is to be ensured for containing
✸
Definition Let be a region around
✸
,
✗ ✸ ❃ ✸
with
✗
and
✟
small
SLIDE 20 Flow and Invariant set
Definition We define three distinct flows,
✒
for :
✒ ✒ ✟ ✟
, where
✒ ✟
satisfies
✒ ✟ ✒ ✟ ✟
Definition:
☎ ✡
☛ ✖
✢ ☛❅❄ ☛ ✯
Theorem: For
✸
sufficiently large, and appropriate choice of
✒
, domain satisfies property 1
SLIDE 21 Conclusion
- 1. Resummation of trans-series, used previously for nonlinear
ODEs, can be effectively extended to determine complex singularities of PDEs.
- 2. Methodology for proofs developed here equally applicable to
stability analysis for similarity solutions of PDEs
- 3. A theory for existence of solutions to certain higher-order
partial differential equations developed.
- 4. Closer to proving a long-held conjecture: For generic initial
conditions for a large class of PDEs, any singularity formation
✩
, though in the complex plane.