1. Introduction
This work is devoted to the study of a family of singularly perturbed
difference-differential equations in the complex domain of the form
Here, the action of a small complex perturbation parameter , for some , is studied when considering the unknown function . The element Q stands for a polynomial with complex coefficients.
The operator stands for the dilation operator acting on t variable, i.e. . Here, is a fixed positive number. The previous Definitionition naturally extends to for .
The map
depends holomorphically on the perturbation parameter
, it is a polynomial in
t variable and holomorphic on a horizontal strip in the complex plane with respect to
z. This function is polynomial with respect to
and
variables. Indeed,
k will be crucial in the determination of the
Gevrey order relating the formal and the analytic solutions of (
1). The forcing term
is of logarithmic type in the sense that
for some polynomials with respect to
t with coefficients being holomorphic functions on some horizontal strip times
. The concrete form of the forcing term is determined in Assumption (B1) in
Section 3. Finally,
is a linear map with respect to
,
, polynomial of degree at most two in
and holomorphic on a horizontal strip with respect to
z variable and on
regarding the perturbation parameter
.
The concrete form of (
1) is precised in (
9), together with the assumptions needed for the main results of the work.
The appearance of the operator
is crucial in the asymptotic behavior of the analytic solutions with respect to
at the origin. Indeed, the action of the so-called monodromy operator around the origin with respect to
,
, described in
Section 2.1, has been proved to modify the form of the analytic solutions of functional equations in the literature, such as [
15,
23]. In addition to this, the operator
is used to construct the fundamental solutions to linear systems of differential equations showing an irregular singularity at a point (see Levelt-Turrittin Theoremrem in [
18], and the reference [
3]). The appearance of a monodromy matrix in the previous situation extends the one considered in the regular singular framework which can be obtained by analytically continuing a holomorphic solution Definitioned on a disc out of the origin and turn it counterclockwise around the origin (see [
7]). In a more abstract setting, the monodromy operator in the study of Picard-Vessiot rings has been proved to be important from an algebraic point of view [
18].
There exists another notion of monodromy used in the study of the meromorphic solutions of
difference equations, introduced in [
19], which is not considered in the present study.
As a matter of fact, the appearance of the
difference operator
and the monodromy operator
can be reinterpreted as difference-
difference actions on
t and
by the identification of
with the shift mapping of angles
in polar coordinates in the writing
, with
by
In this sense, we refer to [
21] and the references therein. In that work, the authors study systems of linear differential and difference equations
, together with
or
for some shift
a. See also [
20,
22] among other researches in this direction. The study of delay operators and
difference operators is also a point of main interest for applied researchers nowadays. See, for Example, the works [
1,
2,
8,
24] for the first operators, and [
16,
17] for the second type of operators.
The present work can be seen as a linearized
analog of the problem recently studied by the second author in [
15], where he provides the analytic and formal solutions to a problem of the form
(where
,
are finite sets of complex polynomials and
H is some nonlinear map in all its arguments) in which the Fuchsian operator
is substituted by the
difference operator. The procedure followed in [
15] rests on the substitution of the main equation by a decoupled system of equations in the Borel plane, which can be solved recursively as it is a triangularized system of equations. On the contrary, the
analog treated in the present work is more involved, since the coupling of equations in the present study does not allow to come up to a triangular problem. Indeed, the system is no longer reducible in general. A further advance with respect to the preceding work, is that the general irreducible case is solved, whereas a product Banach space of functions is needed in order to solve the problem. This is the first appearance of such function space in the list of our joint works. We have also included a simplified situation of (
1) in which a decoupled system arises, and the solution can be obtained by backward substitution of the partial solutions of a triangular system. The last section (
Section 9) is motivated by the more relaxed assumptions needed on the
Gevrey order, being able to solve the main equation under less restrictive geometric conditions.
We have decided not to state our principal result in the most generality which would have introduced high technical difficulties hiding the main Propositionerties of the analytic and formal solutions and their asymptotic relations. In this respect, we have considered functions which remain constant with respect to time variable (see
and
in (
9)), while considering a forcing term of the form (
2) instead of the more general
The monodromy terms included in the main equation turn out to have an impact on the
q-Gevrey order of the asymptotic solution in the general case. In the more restrictive situation in which the associated system is reducible, i.e. triangular, this influence is not so strong, being able to consider less restrictive assumptions. Indeed, the general framework deals with an equation (
9) where the
q-difference operator
appears with rational powers strictly less than 1 in contrast to the usual settings found in the literature where only integer powers arise. In our restrictive reducible case, it is worth noticing that such integer powers are granted.
The procedure followed in the present study is to search for solutions of (
1) in the form
as a natural consequence not only of the form of the forcing term (
2) (see Assumption (B1)), but also on the appearance of the monodromy operator within the structure of the equation. This previous motivation yields the pair
to be a solution of an auxiliary system of equations. At this point, one can search for
for
in the form of a so-called
q-Laplace and inverse Fourier transform, which transforms the previous system into an auxiliary system of equations in two auxiliary unknown functions
, say
More precisely, the solution is written in the form
for
for some
, and where
stands for Jacobi Theta function (see
Section 2.2).
The existence of the analytic solution of the auxiliary system (
3) needs an accurate description of the geometry and further assumptions on it (see Assumption (D)). Indeed, strict minorations for the auxiliary polynomial
(see (
19)) need to be provided (see
Section 6). Such tight estimates are needed to compensate the additional terms that come from the presence of logarithmic terms in the problem. Notice that the lower bounds for such a polynomial reached in the works [
5,
14] are not sufficient in our new setting.
The solution of the system (
3) is attained via a fixed point argument of certain operator acting on a Banach space product. As mentioned above, although the problem enbraces a wide family of functional equations, the appearance of logarithmic terms makes it necessary to adopt several restrictive assumptions on the elements involved in the problem, having a control on its geometry. For that reason, we have decided to include an illustrative concrete Example at the end of
Section 6. The first main result of the work (Theorem 2) describes the form of the analytic solutions to (
1). The asymptotic behavior of such solutions is also analyzed with respect to the perturbation parameter
at the origin, through the application of a
analog of the well-known Ramis-Sibuya Theorem (see Theorem (
RS)). Indeed, the
exponential decrease at the intersection of two consecutive sectors in
uniformly on the rest of the variables (Theorem 3) is the key point to prove the existence of a formal solution to (
1) in the form
In addition to this, for , we prove that admits as its Gevrey asymptotic expansion of some Gevrey order (see the main result of the present work, Theorem 4).
We have included a final section,
Section 9, in which the form of the main problem is slightly simplified. Indeed, only one of the coefficients of the monodromy terms in the equation does not appear. This slight simplification leads us to essential simplifications in the geometric assumptions of the problem. More precisely, under these settings, the geometric Assumption (D) is no longer needed. Moreover, the system (
3) turns out to be triangular, and therefore much easier to solve. Also, a product Banach space is no longer needed in order to solve the system, but two partial fixed point steps.
The work is structured as follows: In
Section 2, we recall the main facts about the formal monodromy operator, review some integral transforms and their related Propositionerties which are involved in the transformation of the main problem into the auxiliary problem. We finally recall the notions of
Gevrey asymptotic expansions and a
Gevrey analog of Ramis-Sibuya Theorem. In
Section 3 we state the main problem under study (
9) and describe the concrete assumptions and constructions related to it. After this, we show the strategy we follow to solve the main problem in
Section 4 and describe the auxiliary Banach spaces of functions involved in the construction of the solution of an auxiliary system in the next section. The analytic solution to the main problem is constructed in
Section 7 from the solution of the auxiliary system in
Section 6, where a geometric assumption linked to the solution is described. The formal solution and the asymptotic study relating analytic and formal solution (Theorem 4) is studied in detail in
Section 8. The work concludes with
Section 9, where the mentioned slight simplification of the main problem is considered.
Notation:
Given , denotes the open disc centered at the origin and radius r, and stands for its closure. Given an open sector S with vertex at the origin, we say that is a subsector of S, and denote it by , if is a bounded sector with vertex at the origin and .
Given a complex Banach space , we write for the vector space of formal power series in the variable z, with coefficients in . For every open set , we write for the set of holomorphic functions in U with values in . We adopt the simplified notation whenever .
Let . We denote the dilation operator acting on t variable, i.e. . This Definitionition is naturally extended to for any positive rational number r.
3. Main problem under study
Let , be integer numbers and with .
Let for and be non negative integers and be a non negative rational number for . Let and fix . We also choose , and . These parameters are chosen to satisfy Assumption (A) below. We also assume that is small enough in terms of the elements involved in the problem. The precise value will be precised in this section. We also fix polynomials for and Q satisfying the second part of Assumption (A) and Assumption (C).
The forcing term and the coefficients for and for are assumed to be holomorphic functions of certain nature and Definitioned on some domain to be precised (see Assumptions (B1) and (B2)).
The main problem under study in the present work is the equation
We make the following assumptions on the elements involved in the previous equation:
Assumption (B1): The forcing term is of the form
where
are polynomials on their first variable with coefficients being holomorphic functions on
. For
, we write
where
is a finite set. In addition to this,
is assumed to be of the form
for some
. The previous function is assumed to be holomorphic for
. We write
We assume moreover uniform bounds with respect to the perturbation parameter as follows
for some
, valid for every
and
(in other words,
with uniform holomorphic bounds with respect to the perturbation parameter, see Definition 4).
This entails that
is holomorphic on
, for every
. Observe from (
8) and the previous construction that
is built as the
Laplace of order
k and inverse Fourier transform of some function, along a direction
. Indeed,
for
. The expression of
actually does not depend on the choice of the direction
d since it is a polynomial in
t.
Assumption (B2): The coefficients
for
, and
for
are holomorphic functions Definitioned in
, constructed as a inverse Fourier transform. More precisely, there exist
and
holomorphic with respect to
such that there exist
with
for
and
such that
for every
(these functions belong to
, see Definition 4 of
Section 2.2, with uniform bounds with respect to the perturbation parameter). We Definitione
Regarding the polynomials and Q, we make the next
Moreover, there exist
such that
There exist
and some small enough
, to be determined by the geometric configuration of the problem, which do not depend on
such that
. Observe from the previous condition that
and
for
. In addition to this, we assume that
5. Auxiliary Banach spaces of functions
This section is devoted to search adequate Banach spaces of functions in which the solutions of the coupled system of equations (
17),(
18) can be found, together with the description of the action of some continuous operators acting on such spaces. These Propositionerties will allow us to state the existence of analytic solutions of the main equation by means of a fixed point argument. Such functional spaces have already been successfully applied in previous studies such as [
5,
9,
13], under slight modifications adapted to each concrete problem.
In the whole section, we assume is an open unbounded sector with vertex at the origin and bisecting direction . We also fix such that , which is possible as long as is large enough and is not bisected by the negative real axis. We also fix , , and an integer number .
We omit the proofs of the results included in this section, which can be found in detail in the references mentioned before.
Definition 8.
The set consists of all complex valued functions Definitioned on , holomorphic w.r.t. τ on such that
The pair is a Banach space.
Lemma 8.
Let be a bounded continuous function Definitioned on , holomorphic w.r.t. the first variable on . Then,
for all .
Proposition 4.
Let for with . Assume that is a holomorphic function on , continuous up to such that
Then, there exists such that
for all .
In a parallel way, one can consider the Banach space in which the set in the Definitionition of is substituted by . Proposition 4 reads as follows in this settings.
Corollary 2.
Let for with . Assume that is a holomorphic function on , continuous up to its boundary, such that
Then, there exists such that
for all .
We extend the Definitionition of the convolution operator acting on the previous Banach space.
Definition 9.
Let and . We Definitione the convolution product
This operator coincides with the convolution product Definitioned in Proposition 2 for and .
Proposition 5.
Let be a real continuous function such that for every and some polynomial with complex coefficients. Assume that
Let be a polynomial with complex coefficients, and . In addition to this, assume that . Then, the function belongs to . Moreover, there exists a positive constant such that .
Proof. We observe there exist such that and for every .
From the Definitionition of the Banach spaces
and
and the convolution operator, one derives
In this last step, we have taken into account that
for all
. We conclude the result by upper estimating the previous integral by a positive constant in virtue of Lemma 2.2 [
4], from the hypotheses made. □
As a direct consequence of the previous result with , one has the next result.
Corollary 3. Let and . Assume that . Then, and there exists such that .
6. Analytic solutions of the auxiliary system
In this section we prove the existence of analytic solutions to the auxiliary system of coupled Equations (
17) and (
18). All the elements and assumptions involved in the statement of the main problem described in
Section 3 are maintained in this section. In particular, we take for granted Assumptions (A), (B1), (B2) and (C).
As a first step, we provide lower bounds for the polynomial
uniformly for
. Let
denote the set of roots of
for any
. We have that
for
and
. Consider
in Assumption (C) small enough in order that an infinite sector
of bisecting direction
exists, avoiding all the roots of
, i.e.
. Let
, where
is given in Assumption (C). We recall that
is such that
.
Lemma 9. The following statements hold, concerning Definitioned in (19).
- (i)
-
Let . There exists and such that
for all .
- (ii)
Let . Then,
Proof. The first statement holds in virtue of Assumption (C) and by writting
for some well chosen
,
and some root
of
. It holds that
For the proof of the second statement, we write
, for some
,
and some root
of
. Indeed, observe from the choice of
and Assumption (C) that
The conclusion follows from analogous estimates as for the first part and the choice of . □
The following is a direct consequence of the previous result.
Corollary 4.
- (i)
There exists such that for every and all .
- (ii)
-
Write as in the proof of the previous Lemma. Then, there exists such that
for every .
Proof. The first statement is a straightforward consequence of Lemma 9. The second statement follows from Assumption (C). Indeed,
Observe that the numerator of the last quotient does not vanish for any
, so given
it is lower bounded by a positive constant, say
, for all
. For
, it holds that
Take . In the previous estimates, stands for the circle centered at 0 and radius 1. □
We finally consider the following technical assumption, needed for the proof of Proposition 9
where is determined in Assumption (A) and and are linked to the geometry of the problem, determined in Corollary 4.
In the following results, we fix and .
Proposition 6.
Let . There exists a constant (only depending on the parameters involved in the problem, not depending on ϵ) such that the function
belongs to , provided that . It holds that
for all .
Proof. In view of the different lower bounds obtained for when considering or (see Lemma 9), we divide the proof into two parts.
First, let
and
. Following the proof of Lemma 9, we adopt the writing
. We observe from Lemma 9 (i) and Corollary 4 (ii) that
for all
. Observe from the previous assertion that the function
admits uniform upper bounds for
. Due to Assumption (A) holds, we may fix
and apply Corollary 2 to the function
On the other hand, for
, one derives from Lemma 9 (ii) that the function (
21) satisfies
for some
, valid for all
. Here,
The proof is concluded by applying Proposition 5 with
,
,
and
, which can be applied regarding the restrictions appearing in Assumption (A). We finally observe that one can choose
where
is the constant appearing in Assumption (B2),
is given in Corollary 2 and
is determined in Proposition 5. □
Proposition 7.
belongs to , provided that . Moreover, one has that
Proof. We divide the proof into two parts. We first choose
and
. Then, in view of Corollary 4 (i), and Assumption (C), it holds that
On the other hand, for all
and
, regarding Corollary 4 (ii) , Lemma 9, and Assumption (C), one has that
The previous bounds yield
valid for all
and
. We conclude the proof by taking into account the choice
. □
Proposition 8.
There exists (only depending on the parameters involved in the problem, not depending on ϵ) such that for , the function belongs to with
Proof. Let
. In view of Assumption (C), Lemma 9 and Corollary 4 one arrives at
We observe that the last expression is upper bounded to conclude the result. □
Let us consider the product Banach space
endowed with the norm
We work with the operator
Definitioned by
where
is given in Proposition 7,
for
is Definitioned in Proposition 6, and the convolution product is stated in Proposition 2.
Proposition 9.
There exist such that for every and (recall that is determined by (10)), the operator satisfies that
where stands for the closed disc of radius ϖ centered at the origin in . In addition to this, for every , for it holds that
Proof. For the first part of the proof, let us consider
such that
and choose
and
such that
where
is the constant determined in Corollary 3. Observe that Assumption (D) is needed in order that (
22) holds for adequate
.
Let
for
. We apply Lemma 8, Proposition 6, Proposition 7, Assumptions (B1) and (B2), together with Corollary 3, Corollary 4 and Proposition 8 to obtain that
The choice in (
22) allows us to conclude. An analogous reasoning yields
From (
23) and (
24) we conclude that
The first statement is proved.
For the second part of the proof, let
, for
. We have
equals
An analogous reasoning as above yields
together with
Regarding (
25) and (
26), we conclude that
□
Remark: We stress the availability of choice of the elements satisfying (
22):
Example 1.
In order to illustrate the previous remark, we depart from a problem (17),(18) such that together with the constant in (10), involved in the construction of the coefficients for , are close to zero. Assume , and take , . We observe that
Assume . The polynomial
admits as its only root. We take and of small enough opening. and is large enough to fulfill the conditions at the beginning of Section 6. Observe that for all . Therefore, from the writing for all one has that θ is close to π. The geometric conditions of Corollary 4 provide the following constants for :
We take . Observe that is a valid choice due to
In order that (22) holds, the valid values of k are determined by
i.e. . A more accurate limit value for the valid values of k can be given when providing more information on the geometric elements involved in the problem. From Assumption (A), the values of the other elements involved in the problem should satisfy in this situation that and with for all .
8. Asymptotic study of the solutions
In this section we prove the existence of a formal solution to the main problem, and we state the asymptotic relation joining the analytic and the formal. This is possible by means of the application of a
analog of the cohomological criteria known as Ramis-Sibuya Theorem. The classical result can be found in [
6], Lemma XI-2-6, whereas a
analog of this result was recalled in
Section 2.3.
We depart from the main equation (
9), with its elements satisfying Assumptions (A), (B2) and (C). The forcing term,
f is constructed in the same fashion as in Assumption (B1), with direction
d be chosen among the elements in the finite set
to be determined.
We first consider an apPropositionriate geometric framework for the domain of Definitionition of the perturbation parameter .
Definition 10. Let be an integer and be a good covering in (see Definition 7) and an open bounded sector with vertex at the origin and radius . We consider a family of unbounded sectors , with vertex at the origin and bisecting direction for every . The direction is chosen so that the geometric conditions for d in Section 6 are satisfied. More precisely, for all , one assumes the following statements regarding :
- (iii)
avoids the roots of Definitioned in (19) and .
- (iv)
Assumption (D) holds.
- (v)
For every and all , for some small enough .
The family is said to be associated to the good covering .
Let be a good covering in and fix a set , associated to the previous good covering.
We choose the numbers in order that Proposition 9 holds for every choice of among the elements in the good covering. Due to the nature of the forcing term f, for every , we may vary the value of d in Assumption (B1) among the elements in . We recall that any choice of can be made which does not vary the Definitionition of f due to its polynomial nature.
Fix
and for every
we build the solution of (
9) in the form
where
and
are constructed following Theorem 2. More precisely one has that
for
, and where
is constructed from the fixed point argument, mimicking
Section 6. Therefore, it satisfies that
for every
. We recall that
for every
.
Theorem 3.
In the previous situation, there exist constants and such that
for , and all (by identifying with ), for .
Proof. Fix
. We observe that for
, every
,
and
the difference
is given by
An analogous reasoning as in the construction of the analytic solutions to the main problem, substituting the Banach space by the same Banach space substituting the bounds on the set with respect to , instead of guarantees the existence of a unique solution of the main problem in such Banach space. On the other hand, the restriction of and to are both solutions to the same problem. Therefore, both functions coincide in the set . Let us denote the common function Definitioned in .
A path deformation of the Laplace integrals Definitioning the difference in (
31) together with Cauchy Theoremrem allows to write this difference in the form
where the paths are given by
for
, and the arc
. We now provide upper estimates for
for
.
First, observe from (
29) and Lemma 5 that
The previous to the last line is a constant. We proceed to upper estimate the last line of the previous expression by observing that
The choice
and
yields
for every
,
and
, together with
and
for all
. This entails that (
33) is upper bounded by
It is straight to check the existence of a positive constant
such that
In addition to this, there exists a constant
such that
and from the choice made on the value of
in (
27), there exists another constant
such that
We take
and
to conclude that
An analogous reasoning guarantees that
for
and
.
We conclude the proof by estimating
. Analogous computations as above yield
At this point, we apply (
34) and the fact that
to arrive at
to obtain the existence of
and
with
In accordance to (
32) and the estimates (
36), (
35) and (
37), the result follows.
□
We are in conditions to state the main result of the present work.
Let and consider be the Banach space of bounded holomorphic functions on , with the norm of the supremum.
Theorem 4. There exist such that the function , Definitioned in (30), admits as its Gevrey asymptotic expansion of order on for every and .
In addition to this, the formal expression
is a formal soluti