Asymptotic existence theorems for formal power series whose coefficients satisfy certain partial differential recursions

We study power series whose coefficients are holomorphic functions of another complex variable and a nonnegative real parameter s, and are given by a differential recursion equation. For positive integer s, series of this form naturally occur as formal solutions of some partial differential equations with constant coefficients, while for s=0 they satisfy certain perturbed linear ordinary differential equations. For arbitrary s?0, these series solve a differential-integral equation. Such power series, in general, are not multisummable. However, we shall prove existence of solutions of the same differential-integral equation that in sectors of, in general, maximal opening have the formal series as their asymptotic expansion. Furthermore, we shall indicate that the solutions so obtained can be related to one another in a fairly explicit manner, thus exhibiting a Stokes phenomenon.     

Averaging of boundary-value problem in domain perforated along (<Emphasis Type="Italic">n</Emphasis> − 1)-dimensional manifold with nonlinear third type boundary conditions on the boundary of cavities

The research considers the asymptotic behavior of solutions u _? of the Poisson equation in a domain ?-periodically perforated along manifold γ = ω ∩ {x ₁ = 0} ≠ Ø with a nonlinear third type boundary condition ? _v u _? + ?^?ασ(x, u _?) = 0 on the boundary of the cavities. It is supposed that the perforations are balls of radius C ₀?^α, C ₀ > 0, α = n ? 1 / n ? 2, n ≥ 3, periodically distributed along the manifold γ with period ? > 0. It has been shown that as ? → 0 the microscopic solutions can be approximated by the solution of an effective problem which contains in a transmission conditions a new nonlinear term representing the macroscopic contribution of the processes on the boundary of the microscopic cavities. This effect was first noticed in [1] where the similar problem was investigated for n = 3 and for the case where Ω is a domain periodically perforated over the whole volume. This paper provides a new method for the proof of the convergence of the solutions {u _?} to the solution of the effective problem is given. Furthermore, an improved approximation for the gradient of the microscopic solutions is constructed, and more accurate results are obtained with respect to the energy norm proved via a corrector term. Note that this approach can be generalized to achieve results for perforations of more complex geometry.     

On the Asymptotic Solution of Non-Hamiltonian Systems Exhibiting Sustained Resonance

With the exception of some special examples, much of the literature on the formal construction of asymptotic solutions of systems exhibiting sustained resonance concerns Hamiltonian problems, for which the reduced problem is of order two when a single resonance is present. In the Hamiltonian case, the resonance manifold is a curve that is explicitly defined by the governing equations and is independent of the actual sustained resonance solution. When the basic standard form system is non-Hamiltonian, with M slow and N fast variables, the corresponding reduced problem is of order M + 1; in general it involves all of the slow variables, P₁,…, P_M, plus the resonant phase Q. In this paper, the solution of a general non-Hamiltonian system in standard form is formally constructed for the case of a single sustained resonance. First, a well-known example is reviewed, for which the projection of the solutions on the resonance manifold can be derived a priori, independent of the evolution of Q. Then, the general case is solved, using a generalization of the multiple scale method of Kuzmak-Luke, where knowledge of the asymptotic solution for Q (as well as higher-order terms) is needed to define the projection of the solution on the resonance manifold. The results simplify significantly when initial conditions are chosen exactly on the resonance manifold; the modifications necessary for arbitrary initial conditions are also given. Two examples are discussed in detail to illustrate the procedure. The asymptotic results are confirmed for several test cases by comparison with numerical integrations of the exact equations.     

Asymptotics for Solutions of Elliptic Equations in Double Divergence Form

We consider weak solutions of an elliptic equation of the form ? _i ? _i (a _ij u) = 0 and their asymptotic properties at an interior point. We assume that the coefficients are bounded, measurable, complex-valued functions that stabilize as x → 0 in that the norm of the matrix (a _ij (x) ? δ _ij ) on the annulus B _2r \ B _r is bounded by a function Ω(r), where Ω²(r) satisfies the Dini condition at r = 0, as well as some technical monotonicity conditions; under these assumptions, solutions need not be continuous. Our main result is an explicit formula for the leading asymptotic term for solutions with at most a mild singularity at x = 0. As a consequence, we obtain upper and lower estimates for the L ^p -norm of solutions, as well as necessary and sufficient conditions for solutions to be bounded or tend to zero in L ^p -mean as r → 0.     

Asymptotic estimates and stability analysis of Kuramoto-Sivashinsky type models

We first show asymptotic L ² bounds for a class of equations, which includes the Burger-Sivashinsly model for odd solutions with periodic boundary conditions. We consider the conditional stability of stationary solutions of Kuramoto-Sivashinsky equation in the periodic setting. We establish rigorously the general structure of the spectrum of the linearized operator, in particular the linear instability of steady states. In addition, we show conditional asymptotic stability with asymptotic phase, under a natural spectral hypothesis for the corresponding linearized operator. For the zero solution, we have more precise results. Namely, in the non-resonant regime L ≠ n π, we prove conditional asymptotic stability, provided one considers only mean value zero data. If, however, L = n ₀ π (but still ò\nolimits_-L^L u₀(x) dx=0{\int\nolimits_{-L}^L u_0(x) dx=0}), then we have conditional orbital stability. More specifically, the solutions relax to a small (but generally non-zero) function as long as the initial data are small and lie on a center-stable manifold of codimension 2(n ₀ − 1).     

Heat Equation Asymptotics of Elliptic Operators with Non-scalar Leading Symbol

Let M be a compact smoot Riemannian manifold without boundary and let D = ad₀δ₀ + bδ₁d₁ – E on the space of smooth sections of the cotangent bundle where a and b are positive constants and where E is an endomorphism. We use functorial methods and the pseudo-differential operator calculus to compute the quadratic term a₄(D) in the asymptotic expansion of the heat equation trace.     

Heat Content Asymptotics with Inhomogeneous Neumann and Dirichlet Boundary Conditions

Let M be a compact manifold with smooth boundary. We establish the existence of an asymptotic expansion for the heat content asymptotics of M with inhomogeneous Neumann and Dirichlet boundary conditions. We prove all the coefficients are locally determined and determine the first several terms in the asymptotic expansion.     

Berezin–Toeplitz quantization for lower energy forms

Let M be an arbitrary complex manifold and let L be a Hermitian holomorphic line bundle over M. We introduce the Berezin–Toeplitz quantization of the open set of M where the curvature on L is nondegenerate. In particular, we quantize any manifold admitting a positive line bundle. The quantum spaces are the spectral spaces corresponding to [0,k^?N], where N>1 is fixed, of the Kodaira Laplace operator acting on forms with values in tensor powers L^k. We establish the asymptotic expansion of associated Toeplitz operators and their composition in the semiclassical limit k→∞ and we define the corresponding star-product. If the Kodaira Laplace operator has a certain spectral gap this method yields quantization by means of harmonic forms. As applications, we obtain the Berezin–Toeplitz quantization for semi-positive and big line bundles.     

Correlation between pole location and asymptotic behavior for Painlevé I solutions

We extend the technique of asymptotic series matching to exponential asymptotics expansions (transseries) and show by using asymptotic information that the extension provides a method of finding singularities of solutions of nonlinear differential equations. This transasymptotic matching method is applied to Painlevé's first equation, P1. The solutions of P1 that are bounded in some direction towards infinity can be expressed as series of functions obtained by generalized Borel summation of formal transseries solutions; the series converge in a neighborhood of infinity. We prove (under certain restrictions) that the boundary of the region of convergence contains actual poles of the associated solution. As a consequence, the position of these exterior poles is derived from asymptotic data. In particular, we prove that the location of the outermost pole x_p(C) on ℝ⁺ of a solution is monotonic in a parameter C describing its asymptotics on anti‐Stokes lines and obtain rigorous bounds for x_p(C). We also derive the behavior of x_p(C) for large C ∈ ℂ. The appendix gives a detailed classical proof that the only singularities of solutions of P1 are poles. © 1999 John Wiley & Sons, Inc.     

Random walks generated by area preserving maps with zero Lyapounov exponents

We study the asymptotic limit distributions of Birkhoff sums S_n of a sequence of random variables of dynamical systems with zero entropy and Lebesgue spectrum type. A dynamical system of this family is a skew product over a translation by an angle α. The sequence has long memory effects. It comes that when α/π is irrational the asymptotic behavior of the moments of the normalized sums S_n/f_n depends on the properties of the continuous fraction expansion of α. In particular, the moments of order k, , are finite and bounded with respect to n when α/π has bounded continuous fraction expansion. The consequences of these properties on the validity or not of the central limit theorem are discussed.     

The Asymptotic Solution of a Connection Problem of a Second Order Ordinary Differential Equation

The solutions of the equation are discussed in the limit ρ → 0. The solutions which oscillate about ? |t| as t → ∞ have asymptotic expansions whose leading terms are where Ã₊, , Ã_?, and are constants. The connection problem is to determine the asymptotic expansion at + ∞. In other words, we wish to find (Ã₊, ) as functions of Ã_? and The nonlinear solutions with Ã_± not small are analyzed by using the method of averaging. It is shown that this method breaks down for small amplitudes. In this case a solution can be obtained on [0, ∞) as a small amplitude perturbation about the exact nonoscillating solution W(t) whose asymptotic expansion is This is a solution of (1) which corresponds to Ã₊ ≡ 0 in (2). A quantity which determines the scale of the small amplitude response is ?W'(0). This quantity is found to be exponentially small. The determination of this constant is shown to reduce to a solution of the equation for the first Painlevé transcendent. The asymptotic behavior of the required solution is determined by solving an integral equation.     

Spectral parameter power series for arbitrary order linear differential equations

Let L be the n‐th order linear differential operator Ly=?₀y⁽ⁿ⁾+?₁y^(n?1)+?+?_ny with variable coefficients. A representation is given for n linearly independent solutions of Ly=λry as power series in λ, generalizing the SPPS (spectral parameter power series) solution that has been previously developed for n=2. The coefficient functions in these series are obtained by recursively iterating a simple integration process, beginning with a solution system for λ=0. It is shown how to obtain such an initializing system working upwards from equations of lower order. The values of the successive derivatives of the power series solutions at the basepoint of integration are given, which provides a technique for numerical solution of n‐th order initial value problems and spectral problems.     

Singular perturbations for the exterior three-dimensional slow viscous flow problem

In this paper the rigorous justification of the formal asymptotic expansions constructed by the method of matched inner and outer expansions is established for the three-dimensional steady flow of a viscous, incompressible fluid past an arbitrary obstacle. The justification is based on the series representation of the solution to the Navier-Stokes equations due to Finn, and it involves the reductions of various exterior boundary value problems for the Stokes and Oseen equations to boundary integral equations of the first kind from which existence as well as asymptotic error estimates for the solutions are deduced. In particular, it is shown that the force exerted on the obstacle by the fluid admits the asymptotic representation F = A₀ + A₁Re + O(Re² ln Re⁻¹) as the Reynolds number Re → 0⁺, where the vectors A₀ and A₁ can be obtained from the method of matched inner and outer expansions.     

Asymptotic in Sobolev spaces for symmetric Paneitz-type equations on Riemannian manifolds

We describe the asymptotic behaviour in Sobolev spaces of sequences of solutions of Paneitz-type equations [Eq. (E _α ) below] on a compact Riemannian manifold (M, g) which are invariant by a subgroup of the group of isometries of (M, g). We also prove pointwise estimates.     

Heat Content of a Riemannian Manifold with a Perfect Conducting Boundary

Let M be a compact smooth Riemannian manifold with smooth boundary. We establish the existence of an asymptotic series for the heat content of M with a perfect conducting boundary and show that the coefficients in the series are non-local invariants which are recursively determined by the coefficients for the series with corresponding zero Dirichlet boundary condition.     

A variable coefficient nonlinear Schrödinger equation with a four-dimensional symmetry group and blow-up

A canonical variable coefficient nonlinear Schrödinger equation with a four-dimensional symmetry group containing SL(2,??) group as a subgroup is considered. This typical invariance is then used to transform by a symmetry transformation a known solution that can be derived by truncating its Painlevé expansion and study blow-ups of these solutions in the L _p -norm for p?>?2, L _∞-norm and in the sense of distributions.     

On the Characterization of the Intermediate Space in Generalized Factorizations

The study of systems of singular integral equations of CAUCHY type, of TOEPLITZ and WIENER -HOPF operators leads to the question of existence and representation of generalized factorizations of matrix functions Φ in [L^P(Γ, σ)]^m. This yields a corresponding factorization of the basic multiplication or translation invariant operator A = A_CA₊, respectively, which can be seen as a splitting of a bounded into unbounded operators. The present paper is devoted to the study of the nature of the induced intermediate space Z = im A₊ =im A^?1, in particular, for Γ = ? and Φ ε ζ[C^β(?)]^{m × m} which is of special interest in certain applications. As we know, this implies detailed results about the structure and the explicit asymptotic behaviour of solutions of boundary and transmission problems near singular points with a relation also to eigenvalue problems which result from the classical series expansion approach or from the Mellin symbol calculus (see [13]).     

Asymptotic properties of solutions of the emden-fowler equation at infinity

We prove a number of theorems on asymptotic properties of solutions of the equation y″+x ^a y ^σ = 0, σ < 0. First, we prove the absence of solutions on (x ₁, +∞) for some values of the parameters a and σ; after that, we obtain asymptotic formulas for solutions defined on (x ₀, +∞).     

A Relation between formal and Asymptotic Equivalence for linear Systems Containing A Parameter

We use an elementary method to draw analytic conclusions from divergent formal power series solutions of systems of differential equations containing a parameter and give some applications to the theory of turning points. Our main result shows that a divergent formal series transformation of one system into another in which the coefficients satisfy certain estimates is necessarily the asymptotic expansion of an actual transformation. We use it to show the following. Given a two dimensional system ε^Pdy/dx = A(x,ε)y with A holomorphic at (x₀,0), suppose that x₀ is formally not a turning point in the sense that no singularities appear at x₀ during the standard formal solution procedure with formal fractional power series in ε. Then the formal solution is necessarily a uniform asymptotic representation of a fundamental matrix of the system on a full neighborhood of x₀. (This conclusion is known to fail under weaker hypotheses on A). We also obtain similar but less complete results for higher order systems under more specialized hypotheses.