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We prove that a formal curve $\Gamma $ that is invariant by a $C^{\infty }$ vector field $\xi $ of $\mathbb R^{m}$ has a geometrical realization, as soon as the Taylor expansion of $\xi $ is not identically zero along $\Gamma $. This means that there is a trajectory $\gamma \subset \mathbb R^{m}$ of $\xi $ which is asymptotic to $\Gamma $. This result solves a natural question proposed by Bonckaert [Smooth invariant curves of singularities of vector fields in R3. Ann. Inst. Henri Poincaré3(2) (1986), 111–183] nearly forty years ago. We also construct an invariant $C^0$ manifold S in some open horn around $\Gamma $ which is composed entirely of trajectories asymptotic to $\Gamma $ and contains the germ of any such trajectory. If $\xi $ is analytic, we prove that there exists a trajectory $\gamma $ asymptotic to $\Gamma $ which is, moreover, non-oscillating with respect to subanalytic sets.
Hyperasymptotics is an analytical method that incorporates exponentially small contributions into asymptotic approximations, thereby expanding their domain of validity, improving accuracy, and providing deeper insight into the underlying singularity structures. It also allows for the computation of problem-specific invariants, such as Stokes multipliers, whose values are often assumed or remain unknown in other approaches. For differential equations, unlike standard asymptotic expansions, hyperasymptotic expansions determine solutions uniquely. In this paper, we extend the hyperasymptotic method to inverse factorial series solutions of certain higher-order linear difference equations and demonstrate that the resulting expansions also determine the solutions uniquely. We further indicate how the connection coefficients appearing in these expansions can be computed numerically using hyperasymptotic techniques. In addition, we give explicit remainder bounds for the inverse factorial series solutions. Our main tool is the Mellin–Borel transform. The expansions are expressed via universal hyperterminant functions, closely related to the hyperterminants familiar from integral and differential equation contexts. The results are illustrated by the Gauss hypergeometric function with a large third parameter and a third-order difference equation.
Asymptotic homogenisation is considered for problems with integral constraints imposed on a slowly varying microstructure; an insulator with an array of perfectly dielectric inclusions of slowly varying size serves as a paradigm. Although it is well-known how to handle each of these effects (integral constraints, slowly varying microstructure) independently within multiple scales analysis, additional care is needed when they are combined. Using the flux transport theorem, the multiple scales form of an integral constraint on a slowly varying domain is identified. The proposed form is applied to obtain a homogenised model for the electric potential in a dielectric composite, where the microstructure slowly varies and the integral constraint arises due to a statement of charge conservation. A comparison with multiple scales analysis of the problem with established approaches provides validation that the proposed form results in the correct homogenised model.
We are concerned with the micro-macro Parareal algorithm for the simulation of initial-value problems. In this algorithm, a coarse (fast) solver is applied sequentially over the time domain and a fine (time-consuming) solver is applied as a corrector in parallel over smaller chunks of the time interval. Moreover, the coarse solver acts on a reduced state variable, which is coupled with the fine state variable through appropriate coupling operators. We first provide a contribution to the convergence analysis of the micro-macro Parareal method for multiscale linear ordinary differential equations. Then, we extend a variant of the micro-macro Parareal algorithm for scalar stochastic differential equations (SDEs) to higher-dimensional SDEs.
The problem of non-integrability of the circular restricted three-body problem is very classical and important in the theory of dynamical systems. It was partially solved by Poincaré in the nineteenth century: he showed that there exists no real-analytic first integral which depends analytically on the mass ratio of the second body to the total and is functionally independent of the Hamiltonian. When the mass of the second body becomes zero, the restricted three-body problem reduces to the two-body Kepler problem. We prove the non-integrability of the restricted three-body problem both in the planar and spatial cases for any non-zero mass of the second body. Our basic tool of the proofs is a technique developed here for determining whether perturbations of integrable systems which may be non-Hamiltonian are not meromorphically integrable near resonant periodic orbits such that the first integrals and commutative vector fields also depend meromorphically on the perturbation parameter. The technique is based on generalized versions due to Ayoul and Zung of the Morales–Ramis and Morales–Ramis–Simó theories. We emphasize that our results are not just applications of the theories.
Starting from loop equations, we prove that the wave functions constructed from topological recursion on families of degree $2$ spectral curves with a global involution satisfy a system of partial differential equations, whose equations can be seen as quantizations of the original spectral curves. The families of spectral curves can be parametrized with the so-called times, defined as periods on second type cycles, and with the poles. These equations can be used to prove that the WKB solution of many isomonodromic systems coincides with the topological recursion wave function, which proves that the topological recursion wave function is annihilated by a quantum curve. This recovers many known quantum curves for genus zero spectral curves and generalizes this construction to hyperelliptic curves.
We study dynamics of solutions in the initial value space of the sixth Painlevé equation as the independent variable approaches zero. Our main results describe the repeller set, show that the number of poles and zeroes of general solutions is unbounded and that the complex limit set of each solution exists and is compact and connected.
The singularly perturbed Riccati equation is the first-order nonlinear ordinary differential equation $\hbar \partial _x f = af^2 + bf + c$ in the complex domain where $\hbar $ is a small complex parameter. We prove an existence and uniqueness theorem for exact solutions with prescribed asymptotics as $\hbar \to 0$ in a half-plane. These exact solutions are constructed using the Borel–Laplace method; that is, they are Borel summations of the formal divergent $\hbar $-power series solutions. As an application, we prove existence and uniqueness of exact WKB solutions for the complex one-dimensional Schrödinger equation with a rational potential.
Networked dynamical systems, i.e., systems of dynamical units coupled via nontrivial interaction topologies, constitute models of broad classes of complex systems, ranging from gene regulatory and metabolic circuits in our cells to pandemics spreading across continents. Most of such systems are driven by irregular and distributed fluctuating input signals from the environment. Yet how networked dynamical systems collectively respond to such fluctuations depends on the location and type of driving signal, the interaction topology and several other factors and remains largely unknown to date. As a key example, modern electric power grids are undergoing a rapid and systematic transformation towards more sustainable systems, signified by high penetrations of renewable energy sources. These in turn introduce significant fluctuations in power input and thereby pose immediate challenges to the stable operation of power grid systems. How power grid systems dynamically respond to fluctuating power feed-in as well as other temporal changes is critical for ensuring a reliable operation of power grids yet not well understood. In this work, we systematically introduce a linear response theory (LRT) for fluctuation-driven networked dynamical systems. The derivations presented not only provide approximate analytical descriptions of the dynamical responses of networks, but more importantly, also allow to extract key qualitative features about spatio-temporally distributed response patterns. Specifically, we provide a general formulation of a LRT for perturbed networked dynamical systems, explicate how dynamic network response patterns arise from the solution of the linearised response dynamics, and emphasise the role of LRT in predicting and comprehending power grid responses on different temporal and spatial scales and to various types of disturbances. Understanding such patterns from a general, mathematical perspective enables to estimate network responses quickly and intuitively, and to develop guiding principles for, e.g., power grid operation, control and design.
Every discrete definable subset of a closed asymptotic couple with ordered scalar field ${\boldsymbol {k}}$ is shown to be contained in a finite-dimensional ${\boldsymbol {k}}$-linear subspace of that couple. It follows that the differential-valued field $\mathbb {T}$ of transseries induces more structure on its value group than what is definable in its asymptotic couple equipped with its scalar multiplication by real numbers, where this asymptotic couple is construed as a two-sorted structure with $\mathbb {R}$ as the underlying set for the second sort.
We consider a spherical particle levitating above a liquid bath owing to the Leidenfrost effect, where the vapour of either the bath or sphere forms an insulating film whose pressure supports the sphere’s weight. Starting from a reduced formulation based on a lubrication-type approximation, we use matched asymptotics to describe the morphology of the vapour film assuming that the sphere is small relative to the capillary length (small Bond number) and that the densities of the bath and sphere are comparable. We find that this regime is comprised of two formally infinite sequences of distinguished limits which meet at an accumulation point, the limits being defined by the smallness of an intrinsic evaporation number relative to the Bond number. These sequences of limits reveal a surprisingly intricate evolution of the film morphology with increasing sphere size. Initially, the vapour film transitions from a featureless morphology, where the thickness profile is parabolic, to a neck–bubble morphology, which consists of a uniform pressure bubble bounded by a narrow and much thinner annular neck. Gravity effects then become important in the bubble leading to sequential formation of increasingly smaller neck–bubble pairs near the symmetry axis. This process terminates when the pairs closest to the symmetry axis become indistinguishable and merge. Subsequently, the inner section of that merger transitions into a uniform-thickness film that expands radially, gradually squishing increasingly larger neck–bubble pairs into a region of localised oscillations sandwiched between the uniform film and what remains of the bubble whose radial extent is presently comparable to the uniform film; the neck–bubble pairs farther from the axis remain essentially intact. Ultimately, the uniform film gobbles up the largest outermost bubble, whereby the morphology simplifies to a uniform film bounded by localised oscillations. Overall, the asymptotic analysis describes the continuous evolution of the vapour film from a neck–bubble morphology typical of a Leidenfrost drop levitating above a flat solid substrate to a uniform-film morphology which resembles that in the case of a large liquid drop levitating above a liquid bath.
An analysis is undertaken of the formation and stability of localised patterns in a 1D Schanckenberg model, with source terms in both the activator and inhibitor fields. The aim is to illustrate the connection between semi-strong asymptotic analysis and the theory of localised pattern formation within a pinning region created by a subcritical Turing bifurcation. A two-parameter bifurcation diagram of homogeneous, periodic and localised patterns is obtained numerically. A natural asymptotic scaling for semi-strong interaction theory is found where an activator source term \[a = O(\varepsilon )\] and the inhibitor source \[b = O({\varepsilon ^2})\], with ε2 being the diffusion ratio. The theory predicts a fold of spike solutions leading to onset of localised patterns upon increase of b from zero. Non-local eigenvalue arguments show that both branches emanating from the fold are unstable, with the higher intensity branch becoming stable through a Hopf bifurcation as b increases beyond the \[O(\varepsilon )\] regime. All analytical results are found to agree with numerics. In particular, the asymptotic expression for the fold is found to be accurate beyond its region of validity, and its extension into the pinning region is found to form the low b boundary of the so-called homoclinic snaking region. Further numerical results point to both sub and supercritical Hopf bifurcation and novel spikeinsertion dynamics.
We study a class of delta-like perturbations of the Laplacian on the half-line, characterized by Robin boundary conditions at the origin. Using the formalism of nonstandard analysis, we derive a simple connection with a suitable family of Schrödinger operators with potentials of very large (infinite) magnitude and very short (infinitesimal) range. As a consequence, we also derive a similar result for point interactions in the Euclidean space $\mathbb {R}^3$, in the case of radial potentials. Moreover, we discuss explicitly our results in the case of potentials that are linear in a neighborhood of the origin.
We study the extended Stefan problem which includes constitutional supercooling for the solidification of a binary alloy in a finite spherical domain. We perform an asymptotic analysis in the limits of large Lewis number and small Stefan number which allows us to identify a number of spatio-temporal regimes signifying distinct behaviours in the solidification process, resulting in an intricate boundary layer structure. Our results generalise those present in the literature by considering all time regimes for the Stefan problem while also accounting for impurities and constitutional supercooling. These results also generalise recent work on the extended Stefan problem for finite planar domains to spherical domains, and we shall highlight key differences in the asymptotic solutions and the underlying boundary layer structure which result from this change in geometry. We compare our asymptotic solutions with both numerical simulations and real experimental data arising from the casting of molten metallurgical grade silicon through the water granulation process, with our analysis highlighting the role played by supercooling in the solidification of binary alloys appearing in such applications.
We analyse the structure of equilibria of a coagulation–fragmentation–death model of silicosis. We present exact multiplicity results in the particular case of piecewise constant coefficients, results on existence and non-existence of equilibria in the general case, as well as precise asymptotics for the infinite series that arise in the case of power law coefficients.
Modelling a normal–superconducting interface, we consider a semi-infinite wire whose edge is adjacent to a normal magnetic metal, assuming asymptotic convergence, away from the boundary, to the purely superconducting state. We obtain that the maximal current which can be carried by the interface diminishes in the small normal conductivity limit.
Linear second order differential equations of the form d2w/dz2 − {u2f(u, z) + g(z)}w = 0 are studied, where |u| → ∞ and z lies in a complex bounded or unbounded domain D. If f(u, z) and g(z) are meromorphic in D, and f(u, z) has no zeros, the classical Liouville-Green/WKBJ approximation provides asymptotic expansions involving the exponential function. The coefficients in these expansions either multiply the exponential or in an alternative form appear in the exponent. The latter case has applications to the simplification of turning point expansions as well as certain quantum mechanics problems, and new computable error bounds are derived. It is shown how these bounds can be sharpened to provide realistic error estimates, and this is illustrated by an application to modified Bessel functions of complex argument and large positive order. Explicit computable error bounds are also derived for asymptotic expansions for particular solutions of the nonhomogeneous equations of the form d2w/dz2 − {u2f(z) + g(z)}w = p(z).
Using a limiting energy function, we describe the behaviour of the solutions as the parameter ε approaches zero. We also prove the existence of a family of solutions having a prescribed asymptotic profile and exhibiting a highly rotatory behaviour alternated with a highly oscillatory behaviour in some open subsets of the domain. The proof relies on a combination of the Nehari finite dimensional reduction with the topological degree theory.
In this paper various analytic techniques are combined in order to study the average of a product of a Hecke $L$-function and a symmetric square $L$-function at the central point in the weight aspect. The evaluation of the second main term relies on the theory of Maaß forms of half-integral weight and the Rankin–Selberg method. The error terms are bounded using the Liouville–Green approximation.