Singularity Structure of Third-Order Dynamical Systems. I

A general third-order dynamical system with polynomial right-hand sides of finite degrees in the dependent variables is analyzed to unravel the singularity structure of its solutions about a movable singular point. To that end, the system is first transformed to a second-order Briot–Bouquet system and a third auxiliary equation via a transformation, similar to one used earlier by R. A. Smith in 1973–1974 for a general second-order dynamical system. This transformation imposes some constraints on the coefficients appearing in the general third-order system. The known results for the second-order Briot–Bouquet system are used to explicitly write out Laurent or psi-series solutions of the general third-order system about a movable singularity. The convergence of the relevant series solutions in a deleted neighborhood of the singularity is ensured. The theory developed here is illustrated with the help of the May–Leonard system.     

Nonlocal representation of the sl(2, R) algebra for the Chazy equation

A demonstration of how the point symmetries of the Chazy equation become nonlocal symmetries for the reduced equation is discussed. Moreover we construct an equivalent third-order differential equation which is related to the Chazy equation under a generalized transformation, and find the point symmetries of the Chazy equation are generalized symmetries for the new equation. With the use of singularity analysis and a simple coordinate transformation we construct a solution for the Chazy equation which is given by a right Painlevé series. The singularity analysis is applied to the new third-order equation and we find that it admits two solutions, one given by a left Painlevé series and one given by a right Painlevé series where the leading-order behaviors and the resonances are explicitly those of the Chazy equation.     

The Mirror Systems of Integrable Equations

We provide an algorithm to convert integrable equations to regular systems near noncharacteristic, movable singularity manifolds of solutions. We illustrate how the algorithm is equivalent to the Painlevé test. We also use thealgorithm to prove the convergence of the Laurent series obtained from the Painlevé test.     

Rational ODEs with Movable Algebraic Singularities

A class of second-order rational ordinary differential equations, admitting certain families of formal algebraic series solutions, is considered. For all solutions of these equations, it is shown that any movable singularity that can be reached by analytic continuation along a finite-length curve is an algebraic branch point. The existence of these formal series expansions is straightforward to determine for any given equation in the class considered. We apply the theorem to a family of equations, admitting different kinds of algebraic singularities. As a further application we recover the known fact for generic values of parameters that the only movable singularities of solutions of the Painlevé equations   P_II – P   _VI   are poles.     

The contact problem for hollow and solid cylinders with stress-free faces

The contact problem for hollow and solid circular cylinders with a symmetrically fitted belt and stress-free faces is considered. Homogeneous solutions corresponding to zero stresses on the cylinder faces are obtained. The generalized orthogonality of homogeneous solutions is used to satisfy the modified boundary conditions. In the final analysis the problem is reduced to a system of integral equations in the functions describing the displacement of the outer and inner surfaces of the cylinders. These functions are sought in the form of the sum of a trigonometric series and a power function with a root singularity. The ill-posed infinite systems of algebraic equations obtained as a result, are regularized by introducing small positive parameters [Ref. Kalitkin NN. Numerical Methods. Moscow: Nauka; 1978] and, after reduction, have stable regularized solutions. Since the elements of the matrices of the system are given by poorly converging numerical series, an effective method of calculating the residues of these series is developed. Formulae for the distribution function of the contact pressure and the integral characteristic are obtained. Since the first formula contains a third-order derivative of the functional series, a numerical differentiation procedure is employed when using it [Refs. Kalitkin NN. Numerical Methods. Moscow: Nauka; 1978; Danilina NI, Dubrovskaya NS, Kvasha OP et al. Numerical Methods. A Student Textbook. Moscow: Vysshaya Shkola; 1976]. Examples of the analysis of a cylindrical belt are given.     

On a generalization of the Chazy equation with a movable singular line

We generalize a third-order Chazy equation with a movable singular line, which has only negative resonances. For differential equations of order 2n+1 with resonances −1,−2, …, −(2n + 1), we study the convergence of the series representing their solutions, the existence of rational solutions, the invariance of these equations under certain transformations, and the existence of three-parameter solutions with a movable singular line.     

The contact problem for a rectangle with stress-free side faces

The plane contact problem for an elastic rectangle into which two symmetrically positioned punches are impressed is considered. Homogeneous solutions are constructed that leave the side faces of the rectangle stress-free. When the modified boundary conditions using generalized orthogonality of the homogeneous solutions are satisfied, the problem reduces to a Friedholm integral equation of the first kind in the function describing the displacement of the surface of the rectangle outside the contact area. This function is sought in the form of the sum of a trigonometric series and a power function with a root singularity. The ill-posed infinite system of algebraic equations thereby obtained is regularized by introducing a small positive parameter (Ref. Kalitkin NN. Numerical Methods. Moscow: Nauka; 1978), and, after reduction, has a stable regularized solution. Since the matrix elements of the system are determined by a poorly converging number series, an effective method was developed for calculating the residues of the series. Formulae are found for the contact pressure distribution function and dimensionless indentation force. Since the first formula contains a third-order derivative of the functional series, when it is used, a numerical differentiation procedure is employed (Refs. Kalitkin NN. Numerical Methods. Moscow: Nauka; 1978; Danilina NI, Dubrovskaya NS, Kvasha OP et al. Numerical Methods. Textbook for Special Colleges. Moscow: Vysshaya Shkola; 1976). Examples of a calculation for a plane punch are given.     

Polynomial Hamiltonian systems with movable algebraic singularities

The singularity structure of solutions of a class of Hamiltonian systems of ordinary differential equations in two dependent variables is studied. It is shown that for any solution, all movable singularities obtained by analytic continuation along a rectifiable curve are at most algebraic branch points.     

Painlevé Classification Problems Featuring Essential Singularities

In this article we construct and solve all Painlevé-type differential equations of the second order and second degree that are built upon, in a natural well-defined sense, the "sn-log" equation of Painlevé, the general integral of which admits a movable essential singularity (elliptic function of a logarithm). This equation (which was studied by Painlevé in the years 1893–1902) is frequently cited in the modern literature to elucidate various aspects of Painlevé analysis and integrability of differential equations, especially the difficulty of detecting essential singularities by local singularity analysis of differential equations. Our definition of the Painlevé property permits movable essential singularities, provided there is no branching. While the essential singularity presents no serious technical problems, we do need to introduce new techniques for handling "exotic" Painlevé equations, which are Painlevé equations whose singular integrals admit movable branch points in the leading terms. We find that the corresponding full class of Painlevé-type equations contains three, and only three, equations, which we denote SD-326-I, SD-326-II, and SD-326-III, each solvable in terms of elliptic functions. The first is Painlevé's own generalization of his sn-log equation. The second and third are new, the third being a 15-parameter exotic master equation. The appendices contain results (in general, without uniqueness proofs) of related Painlevé classification problems, including full generalizations of two other second-degree equations discovered by Painlevé, additional examples of exotic Painlevé equations and Painlevé equations admitting movable essential singularities, and third-order equations featuring sn-log and other essential singularities.     

On the self-intersection of a movable linear system

In this paper, a complete proof of the so-called 8n ²-inequality is given, a local inequality for the self-intersection of a movable linear system at an isolated center of a noncanonical singularity.     

Analytic continuation of Taylor series and the boundary value problems of some nonlinear ordinary differential equations

We compare and discuss the respective efficiency of three methods (with two variants for each of them), based respectively on Taylor (Maclaurin) series, Padé approximants and conformal mappings, for solving quasi-analytically a two-point boundary value problem of a nonlinear ordinary differential equation (ODE). Six configurations of ODE and boundary conditions are successively considered according to the increasing difficulties that they present. After having indicated that the Taylor series method almost always requires the recourse to analytical continuation procedures to be efficient, we use the complementarity of the two remaining methods (Padé and conformal mapping) to illustrate their respective advantages and limitations. We emphasize the importance of the existence of solutions with movable singularities for the efficiency of the methods, particularly for the so-called Padé-Hankel method. (We show that this latter method is equivalent to pushing a movable pole to infinity.) For each configuration, we determine the singularity distribution (in the complex plane of the independent variable) of the solution sought and show how this distribution controls the efficiency of the two methods. In general the method based on Padé approximants is easy to use and robust but may be awkward in some circumstances whereas the conformal mapping method is a very fine method which should be used when high accuracy is required.     

Positive solutions for third-order variable-coefficient nonlinear equation with weak and strong singularities

By application of Green's function and a fixed-point theorem, i.e. Leray–Schauder alternative principle, we establish some new existence results of positive periodic solutions for nonlinear third-order singular equation with variable-coefficient, these results can be applied to study the case of a strong singularity as well as the case of a weak singularity.     

Berlekamp—Massey Algorithm, Continued Fractions, Pade Approximations, and Orthogonal Polynomials

The Berlekamp—Massey algorithm (further, the BMA) is interpreted as an algorithm for constructing Pade approximations to the Laurent series over an arbitrary field with singularity at infinity. It is shown that the BMA is an iterative procedure for constructing the sequence of polynomials orthogonal to the corresponding space of polynomials with respect to the inner product determined by the given series. The BMA is used to expand the exponential in continued fractions and calculate its Pade approximations.     

Numerical solution of the Cauchy problem for Painlevé III

We suggest a numerical method for solving the Cauchy problem for the third Painlevé equation. The solution of this problem is complicated by the fact that the unknown function can have movable singular points of the pole type, and in addition, the equation has a singularity at the points where the solution vanishes. The position of poles and zeros of the function is not given and is specified in the course of the solution. The method is based on the passage, in a neighborhood of these points, to an auxiliary system of differential equations for which the equation and the corresponding solution has no singularity in that neighborhood and at the pole or zero itself. We present the results of numerical experiments, which justify the efficiency of the suggested method.     

A numerical method for solving singular boundary value problems

Summary A numerical method is treated for solving singular boundary value problems with solutions that can be represented as series expansions on a subinterval near the singularity. A regular boundary value problem is derived on the remaining interval, for which a difference method is used. Convergence theorems are given for general schemes and for schemes of positive type for second order equations.     

Singularity functions at axisymmetric edges and their representation by Fourier series

The regularity of solutions of the Dirichlet problem for the Poisson equation in three-dimensional axisymmetric domains with reentrant edges is studied by means of Fourier series. The decomposition of the 3D problem into variational equations in 2D, a priori estimates of their solutions, a theorem of Riesz–Fischer type and two singularity functions (of tensor and non-tensor product type) are given.     

KdV Equations and integrability detectors

We present a review of the various integrability detectors that have been developed based on the study of the singularities of the solutions of a given equation: the Painlevé method for continuous systems, and the singularity confinement approach for discrete ones. In each case the KdV equation was instrumental in the formulation of the conjectures relating the singularity structure to integrability.     

Interaction of a hollow cylinder of finite length and a plate with a cylindrical cavity with a rigid insert

Two problems of the interaction of a hollow circular cylinder with load-free ends and an unbounded plate with a cylindrical cavity and a symmetrically imbedded rigid insert are considered. Homogeneous solutions are found and the generalized orthogonality of these solutions is used when the modified boundary conditions are satisfied. As a result, we have a system of two integral equations in functions of the displacements of the outer and inner surfaces of the hollow cylinder. These functions are sought in the form of sums of a trigonometric series and a power function with a root singularity. The ill-posed infinite systems of linear algebraic equations obtained are regularized by the introduction of small positive parameters. Since the elements of the matrices of the systems as well as the contact stresses are defined by poorly converging numerical and functional series, an efficient method for calculating of the remainders of the above-mentioned series is developed. Formulae are found for the contact pressure distribution function and the integral characteristic. Examples of the calculation of the interaction of the cylinder and the plate with an insert are given.The method of solving contact problems described here has been used earlier1, 2 and the generalized orthogonality of the solutions found for bodies of finite dimensions, that is, for a rectangle and cylinders of finite length, is its basis. Problems for hollow cylinders with a band ² and an insert reduce to a system of two integral equations, and the problem for a rectangle¹ reduces to one integral equation. Solving these integral equations, ill-posed systems of linear algebraic equations are obtained which are subject to regularization³.     

非线性薄壳理论的研究

利用正交多项式系上的Fourier展开就容易由方程的解直接得到位移和应力的明确表示.从薄壳的虚功原理出发导出各阶平衡方程.作为数学分析的基础,证明了关于Legendre级数逐项求导的定理.从而明确了对函数的要求,分析便不再只是形式的了.具体给出了三阶近似的平衡方程,可供对低阶近似的精度分析作参考.分析说明直法线理论只能是一阶的近似,法线无伸长地倾斜的假设本质上也是一阶的近似.