Waves near Stokes lines

The large- k asymptotics of d 2 u ( z )/d z 2 = k 2 R 2 ( z ) u ( z ) are studied near a Stokes line ( ω ≡ ∫ z z 0 R d z real, where z 0 is a zero of R 2 ( z ), of any order), on which there is greatest disparity between the dominant and subdominant exponential waves in the phase-integral (WKB) approximations. The aim is to establish precisely how the multiplier b _ of the subdominant wave varies across the Stokes line. Although b _ always has a total change proportional to i times the multiplier of the dominant wave (the Stokes phenomenon), the form of the change depends on the convention used to define the two waves. The optimal convention, for which the variation is maximally compact and smooth, is to define them by the phase-integral approximation truncated at its least term, whose order is proportional to k and therefore large (‘asymptotics of asymptotics’). Then the variation of b _ is proportional to the error function of the natural Stokes-crossing variable Im ω √( k /Re ω ). This result is obtained without resumming divergent series (thereby avoiding ‘asymptotics of asymptotics of asymptotics’). An application is given, to the birth of exponentially weak reflected waves in media with smoothly varying refractive index.


We extend the class of functions for which the smooth transition of a Stokes multiplier across a Stokes line can be rigorously established to functions satisfying a certain differential equation of arbitrary order n . The equation chosen admits solutions of hypergeometric function type which, in the case n = 2, are related to the parabolic cylinder functions. In general, the solutions of this equation involve compound asymptotic expansions, valid in certain sectors of the complex z -plane, with more than one dominant and subdominant series. The functional form of the Stokes multipliers, expressed in terms of an appropriately scaled variable describing transition across a Stokes line, is found to obey the error function smoothing law derived by Berry.



The Stokes lines for Г( z ) are the positive and negative imaginary axes, where all terms in the divergent asymptotic expansion for In Г( z ) have the same phase. On crossing these lines from the right to the left half-plane, infinitely many subdominant exponentials appear, rather than the usual one. The exponentials increase in magnitude towards the negative real axis (anti-Stokes line), where they add to produce the poles of Г( z ). Corresponding to each small exponential is a separate component asymptotic series in the expansion for In Г( z ). If each is truncated near its least term, its exponential switches on smoothly across the Stokes lines according to the universal error-function law. By appropriate subtractions from In Г( z ), the switching-on of successively smaller exponentials can be revealed. The procedure is illustrated by numerical computations.



A formalism is developed for calculating high coefficients c r of the Weyl (high energy) expansion for the trace of the resolvent of the Laplace operator in a domain B with smooth boundary ∂ B The c r are used to test the following conjectures. ( a ) The sequence of c r diverges factorially, controlled by the shortest accessible real or complex periodic geodesic. ( b ) If this is a 2-bounce orbit, it corresponds to the saddle of the chord length function whose contour is first crossed when climbing from the diagonal of the Möbius strip which is the space of chords of B . ( c ) This orbit gives an exponential contribution to the remainder when the Weyl series, truncated at its least term, is subtracted from the resolvent; the exponential switches on smoothly (according to an error function) where it is smallest, that is across the negative energy axis (Stokes line). These conjectures are motivated by recent results in asymptotics. They survive tests for the circle billiard, and for a family of curves with 2 and 3 bulges, where the dominant orbit is not always the shortest and is sometimes complex. For some systems which are not smooth billiards (e. g. a particle on a ring, or in a billiard where ∂ B is a polygon), the Weyl series terminates and so no geodesics are accessible; for a particle on a compact surface of constant negative curvature, only the complex geodesics are accessible from the Weyl series.



Superfactorial series depending on a parameter are those whose terms a ( n, z ) grow faster than any power of n !. If the terms get smaller before they increase, the function F ( z ) represented by Ʃ ∞ 0 a ( n, z ) will exhibit a Stokes phenomenon similar to that occurring in asymptotic series whose divergence is merely factorial: across ‘Stokes lines’ in the Z plane, where the late terms all have the same phase, a small exponential switches on in the remainder when the series is truncated near its least term. The jump is smooth and described by an error function whose argument has a slightly more general form than in the factorial case. This result is obtained by a method which is heuristic but applies to superfactorial series where Borel summation fails. Several examples are given, including an analytical interpretation of the sum, and a numerical test of the error-function formula, for the function represented by F ( Z ) = ∞ Ʃ 0 exp { n 2 / A -2 nz }, where A ≫ 1.







Author(s):  
S. Jonathan Chapman ◽  
David B Mortimer

A singularly perturbed linear partial differential equation motivated by the geometrical model for crystal growth is considered. A steepest descent analysis of the Fourier transform solution identifies asymptotic contributions from saddle points, end points and poles, and the Stokes lines across which these may be switched on and off. These results are then derived directly from the equation by optimally truncating the naïve perturbation expansion and smoothing the Stokes discontinuities. The analysis reveals two new types of Stokes switching: a higher-order Stokes line which is a Stokes line in the approximation of the late terms of the asymptotic series, and which switches on or off Stokes lines themselves; and a second-generation Stokes line, in which a subdominant exponential switched on at a primary Stokes line is itself responsible for switching on another smaller exponential. The ‘new’ Stokes lines discussed by Berk et al . (Berk et al . 1982 J. Math. Phys. 23 , 988–1002) are second-generation Stokes lines, while the ‘vanishing’ Stokes lines discussed by Aoki et al . (Aoki et al . 1998 In Microlocal analysis and complex Fourier analysis (ed. K. F. T. Kawai), pp. 165–176) are switched off by a higher-order Stokes line.







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