Singularities in Differential Equations

Singularities often of important physical significance.

Further, useful in Painleve-test for integrability
For linear systems, singularities where coefficients or
inhomogeneous term singular
Not true for nonlinear diff. equations. Eg.:



 









Movable singularities depend on initial conditions. Difficult to
predict location. Example (Painleve’s (P1) equation:




 Local P1 analysis near

 

We analyze local behavior near a singular point , where blows


up. In a neighborhood of , appropriate simplification:




Can solve for this implicitly in terms of elliptic functions and its
solutions are known to have double poles.




Or, look for a power-law behavior and plug-into










 


 


 



equation to get , implying
 









,







 




 


We can substitute , to obtain


































with assumption . Dominant balance shows


!


equation to be linear to leading order.

 
0

 

 
 

If we take


Can prove that

0   

 

 
  0 
1



 
Obtain equation for :


'

 
 
 
 

is analytic at
 ) (

  

  * 2
 *
  ) )

.
 ,  
0 3 +
0
,
, then equation for :

 '

 
' 
, 
- 
 
Integral Equation for

,
-
/ , /
0   "
 , $%#

  
 &
* '
*

. 
.
0,
,

 )
, 
- 

, ,
-

,
 Connecting Singularity Location to far-field
Example: A Simple Nonlinear Equation

@
4 
5

 9
9



>
6

6
78

4 :

;<=

4 @




Apply dominant balance procedure

VUS 
GHF

KHJ

OPF
D

 E

D
D

X
CBA

BA
A

W
7

I
B

L78

Q8
MN






S




TS
Seek correction . Plugging

X
S


[
[




ZY

Y


X




\Y

Y

Y

To the leading order for large , exponential correction:



^
H]


Y
 B g

M
L7 D 
D
4

` T` R
Formally, plugging


c  
 a
`
  
; ] 


  ^
U b
` T` R
 `  X `

With exponential corrections for

a
into ODE and equating powers of
 ;  4`
e ;<=
U  ] ] 

` ^ ^ 
b 
h 
i `
h   >
, for

`
 
T ` cd X 4
 ef e 
`
 `  _
 
TS R
:


  f
; ` TS R

VUS 
;
S f
`
W VUS
S
X `

`
Exponential Asymptotics for a nonlinear ODE-2
 9 
k

So,
  
  k

9  

Theorem:
k 
[   
k
  B  
  
 

] x  l
y  
y
k  


On transformation:
 
rqk 
 G j

analytic for

,

 9 k 
  
9 A


 4 G7

, for constant
[   8
 
 B J
 
 
  m
  M
z Rn 7
qk  A
po B F
rqk G
 
 k k
   
k

. Along any ray

    
  

]
 W
<   k
^-  
] vu s   

,

kt

  k
:  k

and . Further, pole singularity at

,  
 
w 
< k
 

Borel Transform of differential Equation


w 
 
,
,

-

,
 {
|


 
e
 ~
~  | 
 

 {

{ T` R


Most relevant near

 
;<= S |
 {  TS R
 4 
 a
 W

 {  T` R ]H

  6
 ^ 
 _ ; b
F
A S
  { VUS | ; ` 78

g 4`  9
VUS
when

 ` 9
| ]H
`

: Periodic array of poles in

O
 B 
 ^
 }G 6
w
 w  TS R 4 :
| 
] I { ;<=
78 G
| ^` A  S a 

w ]

6 S >
 w ^
b ?

^ e
4 @
Trans-series for Singularity Determination

 @
 Asymptotics for systems of 1st order PDEs
For first order system of PDEs, whether elliptic or hyperbolic, can
apply the classic Cauchy-Kowalewski expansion to find local
behavior of solutions
Essential idea is that for a power-series for an ODE
 Asymptotics of degenerate PDE
Consider the simple heat equation

 €
‚

€


^
^
If we attempt a power series:

{`
 

` 

€

ƒ

4

T`


„ Œ‹

` Ž† 
† ……
ˆ‰‡
„

` Š
get recurrence relation: . Solution , ,

‘
c
{

{



`

`

unless entire.
{


If we take , we get . If we assume
€


]

“

“

“



^
^
^

^
to be the leading order balance, satisfies
0

“


^


B F
K D
0

A
B


8
B
0

G







ƒ
^ Œ

^ РΥ

—
e

'



Then ; is a solution. .
G D

€
ƒ


]
“

”
'


 Borel transform of heat equation

—
e

™
^
U˜



Alternatively, introduce ,

€
ƒ

ƒ


Œš
4

Š

˜

 ›

›œ
=

=
^
^


On Borel transforming in

ž
^ 

 

 







•

•
e
0 

e

 

 


Introducing ; gives rise to
4 

 Ÿ









4


0

 ¡0



^
^

This idea generalizes to nonlinear PDEs (Costin & Tanveer, 2000)

)

¢–

—
f



 ¢

  ¢

£ ¢
¤
z


ƒ

ƒ
<
Q





4f

 
 

4
f
T
 Where is Exponential Asymptotics useful?
Connection Problems. For instance, the interaction of two atoms.
Know asymptotics of solution to Schroedinger’s equation at
; want to find asymptotics at .
ƒ


:

:



Also, problems of separation between stable and unstable

manifold of a map
Prediction of tip-features in dendritic crystal growth
Prediction of finger width in viscous fingering (Xie & Tanveer,
2000)
Determining Bending Losses in Optical Fibers
In study of capillary-gravity water waves
Singularity prediction for certain classes of PDEs
Reference: Asymptotics Beyond all Orders, Plenum (Ed. Segur,
Tanveer & Levine), 1991