Bäcklund Transformations and Solution Hierarchies for the Third Painlevé Equation

In this article our concern is with the third Painlevé equation
d² y /d x ²= (1/ y )(d y /d x )²− (1/ x )(d y /d x ) + ( αy ²+ β )/ x + γy ³+ δ / y
where α, β, γ, and δ are arbitrary constants. It is well known that this equation admits a variety of types of solution and here we classify and characterize many of these. Depending on the values of the parameters the third Painlevé equation can admit solutions that may be either expressed as the ratio of two polynomials in either x or x ^1/3 or related to certain Bessel functions. It is thought that all exact solutions of (1) can be categorized into one or other of these hierarchies. We show how, given a few initial solutions, it is possible to use the underlying structures of these hierarchies to obtain many other solutions. In addition, we show how this knowledge concerning the continuous third Painlevé equation (1) can be adapted and used to derive exact solutions of a suitable discretized counterpart of (1). Both the continuous and discrete solutions we find are of potential importance as it is known that the third Painlevé equation has a large number of physically significant applications.     

Movable Singularities of a Class of Nonlinear Ordinary Differential Equations of Arbitrary Order

In this paper we consider nonlinear ordinary differential equations   y ^{( n )}= F ( y ', y , x )  of arbitrary order   n ≥ 3  , where F is algebraic in   y , y '  and locally analytic in x . We prove that for   n > 3  these equations always admit movable branch points. In the case   n = 3  these equations admit movable branch points unless they are of the known class   y '= a ( x )( y ')²+ ( b ₂( x ) y ²+ b ₁( x ) y + b ₀( x )) y '+ ( c ₄( x ) y ⁴+ c ₃( x ) y ³+ c ₂( x ) y ²+ c ₁( x ) y + c ₀( x ))  , where   a ,  b_j ,  c_j   are locally analytic in x .     

Breaking Homoclinic Connections for a Singularly Perturbed Differential Equation and the Stokes Phenomenon

Behavior of the separatrix solution y ( t )=−(3/2)/cosh²( t /2) (homoclinic connection) of the second order equation y "= y + y ² that undergoes the singular perturbation ɛ² y ""+ y "= y + y ², where ɛ>0 is a small parameter, is considered. This equation arises in the theory of traveling water waves in the presence of surface tension. It has been demonstrated both rigorously [1, 2] and using formal asymptotic arguments [3, 4] that the above-mentioned solution could not survive the perturbation.The latter papers were based on the Kruskal–Segur method (KS method), originally developed for the equation of crystal growth [5]. In fact, the key point of this method is the reduction of the original problem to the Stokes phenomenon of a certain parameterless "leading-order" equation. The main purpose of this article is further development of the KS method to study the breaking of homoclinic connections. In particular: (1) a rigorous basis for the KS method in the case of the above-mentioned perturbed problem is provided; and (2) it is demonstrated that breaking of a homoclinic connection is reducible to a monodromy problem for coalescing (as ɛ→0) regular singular points, where the Stokes phenomenon plays the role of the leading-order approximation.     

Recursion Operators for a Class of Integrable Third-Order Evolution Equations

We consider   u_t = u ^α u_xxx + n ( u ) u_xu_xx + m ( u ) u ³ _x + r ( u ) u_xx + p ( u ) u ² _x + q ( u ) u_x + s ( u )  with  α= 0  and  α= 3  , for those functional forms of   m , n , p , q , r , s   for which the equation is integrable in the sense of an infinite number of Lie-Bäcklund symmetries. Recursion operators which are x - and t -independent that generate these infinite sets of (local) symmetries are obtained for the equations. A combination of potential forms, hodograph transformations, and x -generalized hodograph transformations are applied to the obtained equations.     

Uniform Asymptotics for Orthogonal Polynomials with Exponential Weights—the Riemann–Hilbert Approach

Let   Q ( x ) = q _{2 m} x ^{2 m} + q _{2 m −1} x ^{2 m −1}+⋯  be a polynomial of degree 2 m with   q _{2 m} > 0  , and let  {π _n ( x )} _{n ≥1}  be the sequence of monic polynomials orthogonal with respect to the weight   w ( x ) = e ^{− Q ( x )}  on     . Furthermore, let  α _n   and  β _n   denote the Mhaskar–Rakhmanov–Saff (MRS) numbers associated with Q ( x ). By using the Riemann–Hilbert approach, an asymptotic expansion is constructed for  π _n ( c_nz + d_n )  , which holds uniformly for all z bounded away from  (−∞, −1)  , where     and     .     

Large Time Asymptotic Behaviors for Periodic Solutions of Generalized Burgers Equations With Spherical Symmetry or Linear Damping

Using the method of balancing arguments, large time asymptotic behaviors for the periodic solutions of generalized Burgers equations   u_t  +  u ³ u_x  +  ju /2 t  =δ/2 u_xx   and   u_t  +  u ³ u_x  +λ u  =δ/2 u_xx   subject to the periodic initial condition     and the vanishing boundary conditions   u (0,  t ) =  u ( l ,  t ) = 0,   t  ≥ 0   or    t ₀,  where   A ,  A ₁, δ, λ,  l ,  t ₀, ∈ R ⁺  and   j  = 1, 2  , are obtained.     

Justification of a Perturbation Approximation of the Klein–Gordon Equation

Consider the nonlinear wave equation
u_tt − γ ² u_xx + f(u) = 0
with the initial conditions
u ( x ,0) = εφ ( x ), u _t( x ,0) = εψ ( x ),
where f ( u ) is either of the form f ( u )= c ² u −σ u ^{2 s +1}, s =1, 2,…, or an odd smooth function with f '(0)>0 and | f '( u )|≤ C ₀².The initial data φ( x )∈ C ² and ψ( x )∈ C ¹ are odd periodic functions that have the same period. We establish the global existence and uniqueness of the solution u ( x ,  t ; ɛ), and prove its boundedness in x ∈ R and t >0 for all sufficiently small ɛ>0. Furthermore, we show that the error between the solution u ( x ,  t ; ɛ) and the leading term approximation obtained by the multiple scale method is of the order ɛ³ uniformly for x ∈ R and 0≤ t ≤ T /ɛ², as long as ɛ is sufficiently small, T being an arbitrary positive number.     

Horizontal Growth of Harmonic Functions

We show that positive harmonic functions in the upper halfplane grow at most quadratically in horizontal bands. This bound is sharp in a sense to be specified, which, at least implies that there are examples growing as fast as any power under 2. These results are extended to positive harmonic functions in a half-space of R ^{n +1}, with points represented by ( x , y ), where x ∈R ⁿ , and y ∈R, the sharp maximum rate of growth being now ¦ x ¦ ^{n +1}. The case of Poisson integrals of functions in L_p ( dx /(1+(¦ x ¦)² )^{( n +1)/2}) is also taken up; the bound condition is then O (¦ x ¦^{( n +1)/ p} ).     

Weakly Nonhydrostatic Effects in Compositionally-Driven Gravity Flows

In the study of compositionally-driven gravity currents it is customary to adopt the hydrostatic assumption for the pressure field which, in turn, leads to a depth-independent horizontal velocity field and significant simpilifications to the governing equations. The hydrostatic assumption is reasonable in, say, the case of a two-layer flow when the depth variations of the lower layer are small when considered as a function of space and time. However, for larger deflections of the interface (such as those caused by bottom topography) the flow will deviate in its behavior from the low aspect ratio, slowly varying purely hydrostatic flow because of the presence of vertical accelerations. In this paper we present an approach to capture the contribution of interface curvature to nonhydrostatic effects in fully time-dependent flows in two-fluid systems. Our approach involves expanding the relevant dependent variables in the form of an asymptotic expansion   f = f ⁽⁰⁾+δ² f ⁽¹⁾+ o (δ²)  , where  0 < δ≪ 1  is the aspect ratio of the flow, and obtaining the first-order correction to hydrostatic theory. Numerical results and comparisions with the purely hydrostatic theory are included.     

Weak Nonlinear Long Waves in Channel Flow with Internal Dissipation

This article concerns the evolution of long waves ( O (ε^−1/2) wavelength) of small [ O (ε)] amplitude in channel flow with internal dissipation. We use multiple scale expansions to derive a generalized Kuramoto–Sivashinsky (GKS) equation that governs the dominant asymptotic solution in the limit of small disturbances and marginal linear instability. We compare this solution with numerical integrations of the full quasilinear system, and show that the error is consistent with an asymptotic solution to ε^3/2 over a time interval of order ε^−3/2.     

Conditional Lie Bäcklund Symmetries and Sign-Invariants to Quasi-Linear Diffusion Equations

Consider the 1+1-dimensional quasi-linear diffusion equations with convection and source term u _t =[ u ^m ( u _x ) ⁿ ] _x + P ( u ) u _x + Q ( u ) , where P and Q are both smooth functions. We obtain conditions under which the equations admit the Lie Bäcklund conditional symmetry with characteristic η= u _xx + H ( u ) u ² _x + G ( u )( u _x )^{2− n} + F ( u ) u ^{1− n} _x and the Hamilton–Jacobi sign-invariant J = u _t + A ( u ) u ^{n +1} _x + B ( u ) u _x + C ( u ) which preserves both signs, ≥0 and ≤0, on the solution manifold. As a result, the corresponding solutions associated with the symmetries are obtained explicitly, or they are reduced to solve two-dimensional dynamical systems.     

On Interfaces and Oscillatory Solutions of Higher-Order Semilinear Parabolic Equations with Non-Lipschitz Nonlinearities

We study local properties of solutions and their asymptotic extinction behavior for the fourth-order semilinear parabolic equation of diffusion–absorption type where p < 1, so that the absorption term is not Lipschitz continuous at u = 0. The Cauchy problem with bounded compactly supported initial data possesses solutions with finite interfaces, and we describe their oscillatory, sign changing properties for     . For p ∈ (0, 1), we also study positive solutions of the free-boundary problem with zero contact angle and zero-flux conditions. Finally, we describe families { f_k } of similarity extinction patterns   u_S ( x , t ) = ( T − t )^{1/(1− p )} f ( y )  , where   y = x /( T − t )^1/4  , that vanish in finite time, as   t → T ⁻∈ (0, ∞)  . Similar local and asymptotic properties are indicated for the sixth-order equation with source      

A Ray Approximation to a PdE that Arises in the Study of Tandem Queues

We use singular perturbation methods to analyze a diffusion equation that arose in studying two tandem queues. Denoting by p ( n ₁,  n ₂) the probability that there are n ₁ customers in the first queue and n ₂ customers in the second queue, we obtain the approximation p ( n ₁,  n ₂)∼ɛ² P ( X ,  Y )=ɛ² P (ɛ n ₁, ɛ n ₂), where ɛ is a small parameter. The diffusion approximation P satisfies an elliptic PDE with a nondiagonal diffusion matrix and boundary conditions that involve both normal and tangential derivatives. We analyze the boundary value problem using the ray method of geometrical optics and other singular perturbation techniques. This yields the asymptotic behavior of P ( X ,  Y ) for X and/or Y large.     

Shallow Water Wave Systems

In this article we study various systems that represent the shallow water wave equation
v_xxt + αvv_t − βv_x∂_x^-1 ( v_t ) − v_t − v_x = 0,
where (∂ _x ⁻¹ f )( x )=∫ _x ^∞ f ( y ) d y , and α and β are arbitrary, nonzero, constants. The classical method of Lie, the nonclassical method of Bluman and Cole [ J. Math. Mech. 18:1025 (1969)], and the direct method of Clarkson and Kruskal [ J. Math. Phys. 30:2201 (1989)] are each applied to these systems to obtain their symmetry reductions. It is shown that for both the nonclassical and direct methods unusual phenomena can occur, which leads us to question the relationship between these methods for systems of equations. In particular an example is exhibited in which the direct method obtains a reduction that the nonclassical method does not.     

Painlevé IV Asymptotics for Orthogonal Polynomials with Respect to a Modified Laguerre Weight

We study polynomials that are orthogonal with respect to the modified Laguerre weight   z ^{− n +ν} e ^{− Nz} ( z − 1)^{2 b}   , in the limit where   n , N →∞  with   N / n → 1  and ν is a fixed number in     . With the effect of the factor (   z − 1)^{2 b}   , the local parametrix near the critical point z = 1 can be constructed in terms of Ψ functions associated with the Painlevé IV equation. We show that the asymptotics of the recurrence coefficients of orthogonal polynomials can be described in terms of specified solution of the Painlevé IV equation in the double scaling limit. Our method is based on the Deift/Zhou steepest decent analysis of the Riemann–Hilbert problem associated with orthogonal polynomials.     

On a Boundary Layer Problem

This is a continuation of our earlier article concerning the boundary-value problem     where A , B are prescribed constants, and 0 < ε ≪ 1 is a small positive parameter. In that article, we assumed the coefficients a ( x ) and b ( x ) are sufficiently smooth functions with the behavior given by a ( x ) ∼ αx and b ( x ) ∼ β as x → 0, where α > 0 and β / α ≠ 1, 2, 3,…. In the present article, we are concerned with the case α < 0 and β / α ≠ 0, −1, −2,…. An asymptotic solution is obtained for the problem, which holds uniformly for all x in [ x ₋, x ₊]. Our result is proved rigorously, and shows that a previous result in the literature is incorrect.     

Toward the Classification of Scalar Nonpolynomial Evolution Equations: Polynomiality in Top Three Derivatives

We prove that arbitrary (nonpolynomial) scalar evolution equations of order    m  ≥ 7  , that are integrable in the sense of admitting the canonical conserved densities   ρ⁽¹⁾, ρ⁽²⁾  , and   ρ⁽³⁾   introduced in [ 1 ], are polynomial in the derivatives    u _{m −  i}    for  i  = 0, 1, 2. We also introduce a grading in the algebra of polynomials in     u _k     with     k  ≥  m  − 2    over the ring of functions in     x ,  t ,  u , … ,  u _{m −3}    and show that integrable equations are scale homogeneous with respect to this grading .     

Unconditional Nonlinear Stability in Temperature-Dependent Viscosity Flow in a Porous Medium

The equations of flow in porous media attributable to Forchheimer are considered. In particular, the problem of thermal convection in such a medium is addressed when the viscosity varies with temperature. It is shown that nonlinear stability may be achieved naturally for all initial data by working with L ³ or L ⁴ norms. It is also shown that L ² theory is not sufficient for such unconditional stability. Previous work has established nonlinear stability for vanishingly small initial data thresholds, but we believe this is the first analysis that addresses the important physical problem of unconditional stability. It is shown how to extend the nonlinear analysis for a viscosity linear in temperature to the cases when the viscosity may be quadratic or when penetrative convection is allowed in the layer.     

Author Index to Volumes 100 and 101: 1998

Through both analytical and numerical methods, we solve the eigenproblem u_zz >+(1/ z −λ−( z −1/ε)²) u =0 on the unbounded interval z ∈[−∞, ∞], where λ is the eigenvalue and u ( z )→0 as | z |→∞. This models an equatorially trapped Rossby wave in a shear flow in the ocean or atmosphere. It is the usual parabolic cylinder equation with Hermite functions as the eigenfunctions except for the addition of an extra term, which is a simple pole. The pole, which is on the interior of the interval, is interpreted as the limit δ→0 of 1/( z − i δ). The eigenfunction has a branch point of the form z  log( z ) at z =0, where the branch cut is on the upper imaginary axis. The eigenvalue is complex valued with an imaginary part, which we show, through matched asymptotics, to be approximately √ π exp(−1/ε²){1−2ε log ε+ε log 2+γε}. Because T ( λ ) is transcendentally small in the small parameter ε, it lies "beyond all orders" in the usual Rayleigh–Schrödinger power series in ε. Nonetheless, we develop special numerical algorithms that are effective in computing T ( λ ) for ε as small as 1/100.     

Asymptotic Analysis of a Perturbed Periodic Solution for the KdV Equation

We consider the solution of the Korteweg–de Vries (KdV) equation with periodic initial value where C , A , k , μ, and β are constants. The solution is shown to be uniformly bounded for all small ɛ, and a formal expansion is constructed for the solution via the method of multiple scales. By using the energy method, we show that for any given number   T > 0  , the difference between the true solution v ( x , t ; ɛ) and the N th partial sum of the asymptotic series is bounded by  ɛ ^{N +1}  multiplied by a constant depending on T and N , for all  −∞ < x < ∞, 0 ≤ t ≤ T /ɛ  , and  0 ≤ɛ≤ɛ₀  .