Exponential Asymptotics and Singularities Saleh Tanveer (Ohio State - - PowerPoint PPT Presentation

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Exponential Asymptotics and Singularities Saleh Tanveer (Ohio State - - PowerPoint PPT Presentation

Exponential Asymptotics and Singularities Saleh Tanveer (Ohio State University) Joint work with Ovidiu Costin (Rutgers University) Research supported by National Science Foundation


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SLIDE 1

Exponential Asymptotics and Singularities

Saleh Tanveer (Ohio State University) Joint work with Ovidiu Costin (Rutgers University) Research supported by National Science Foundation

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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

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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,..

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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

☛ ☎ ✡ ✟ ☎✌☞ ☛ ☎
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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:

☛ ✟ ☞ ☛
  • ☞
☛ ☎ ✡ ✟ ☎ ☞ ☛ ☎ ☛
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SLIDE 6

Borel Plane Transformation

So, ,

✆ ✝ ✞ ✟ ✠ ✄ ✁

On transformation:

✠ ✟

analytic for , exponentially bounded as Suppose

✟

known for

✁ ✂

. Then near , the unknown part of

  • ccurs linearly!

Pole of at , implying

✄

leading order exponential

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SLIDE 7

Exponential Asymptotics for Nonlinear ODEs

General Setting (Costin, 1998)

  • ☎

analytic at , satisfying generic conditions: (ii) Eigenvalues

✒
  • f
✓ ✔ ✝ ✓✌✕ ✖ ✗✘☞ ✒ ✡
  • ☞
✁ ☞✙ ✙ ✙ ☎

linearly independent over and

✒

are all different. W.L.O.G

  • diag
✒

diag

✒

constant matrices.

  • ✁
✁

as and

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SLIDE 8

Exponential Asymptotics for Nonlinear ODEs

Costin, 1998 results

✚ ✛ ✟ ✜ ✢ ✚ ✣ ✚ ✄ ✤ ✚ ✚ ✚

factorially divergent formal power series:

✚ ☎ ✡ ✟ ✚✦✥ ☎ ☎
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SLIDE 9

Resumming Trans-series for Singularity Determination

✁ ☛ ✡ ✟ ☎ ✡ ✟ ✄ ☛ ☎ ☞ ☛ ☎ ☎ ✡ ✟ ☎ ✄ ☎ ☎ ☛ ✡ ✟ ☎ ☞ ☛ ☛

Most relevant near

✧ ✁

when

☛ ✄
  • ✄
✟ ✄ ✟ ✟ ✁ ✟ ✟ ★ ✩ ★

: Periodic array of poles in

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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

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SLIDE 11

Formal Singularity analysis for

Consider satisfying:

✪ ✄ ✄ ✄ ✄ ✁

Formal Taylor Expansion in time for , (using

✁

):

✫ ✬ ✭

Breaks down when

✁
  • ✮
✫

:

✕ ✪ ✯ ✰ ✱
  • ✮
✫
  • ✮
✫
  • ✮
✫ ✲ ✳ ✳ ✳ ✳ ✳

To the leading order,

✟ ✟ ✟ ✟ ✳
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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

✟

?

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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

✸

,

✟ ✗ ✧ ✮ ✂ ✳✺✹ ✁
  • ✮
✂ ✸ ✁ ✮ ✂
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SLIDE 14

Equations for

✟

satisfies:

✟ ✟ ✂ ✟ ✟ ☛

satisfies linear equation:

☛ ☛ ☛ ✂ ✟ ☛ ✂ ✟ ✟ ✟ ☛ ☛ ✂ ✟ ☛

known in terms of

✒

, For ,

✭ ✶ ✭ ✶ ✟
  • ☛
☛ ☛
  • ☛
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SLIDE 15

Main Theorem Proved:

For a singularity

✸
  • f
✟

, 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.

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SLIDE 16

Domain

  • f convergence

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

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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

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SLIDE 18

Main Ideas of Proof

Lemma 1: There exists and independent of integer so that

✂ ✮ ✁ ✒ ☞ ✒ ✂

Use induction on

☛ ☛ ✽✿✾ ❀ ✵❂❁

Control for large

  • needed. WKB solutions to
☛

:

✒ ✟ ✒ ✒ ✂ ✒ ✳ ✳ ❁ ✟

Solution to

☛ ☛

essentially

☛ ✂ ✒ ✡
  • ✳
✳ ✖ ☛ ✒
  • ✮
✂
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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

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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

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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

  • ccurs at
✩

, though in the complex plane.