Startseite Vanishing and blow-up solutions to a class of nonlinear complex differential equations near the singular point
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Vanishing and blow-up solutions to a class of nonlinear complex differential equations near the singular point

  • Josef Diblík EMAIL logo und Miroslava Růžičková
Veröffentlicht/Copyright: 5. Februar 2024

Abstract

A singular nonlinear differential equation

z σ d w d z = a w + z w f ( z , w ) ,

where σ > 1 , is considered in a neighbourhood of the point z = 0 located either in the complex plane C if σ is a natural number, in a Riemann surface of a rational function if σ is a rational number, or in the Riemann surface of logarithmic function if σ is an irrational number. It is assumed that w = w ( z ) , a C { 0 } , and that the function f is analytic in a neighbourhood of the origin in C × C . Considering σ to be an integer, a rational, or an irrational number, for each of the above-mentioned cases, the existence is proved of analytic solutions w = w ( z ) in a domain that is part of a neighbourhood of the point z = 0 in C or in the Riemann surface of either a rational or a logarithmic function. Within this domain, the property lim z 0 w ( z ) = 0 is proved and an asymptotic behaviour of w ( z ) is established. Several examples and figures illustrate the results derived. The blow-up phenomenon is discussed as well.

MSC 2010: 34M35; 34M30; 34M10; 34A25

1 Introduction

A singular nonlinear differential equation

(1) z σ d w d z = a w + z w f ( z , w ) ,

where σ > 1 , is considered in a neighbourhood of the point z = 0 either in the complex plane C if σ N { 1 , 2 , } is a natural number, in a Riemann surface of a rational function if σ Q N is a rational number, or in the Riemann surface of logarithmic function if σ I R Q is an irrational number. In (1), z is an independent variable, w = w ( z ) , and a C { 0 } . The function f : D C is assumed to be analytic in a neighbourhood D of the point ( 0 , 0 ) C × C having the form:

(2) D = { ( z , w ) C × C : z < ρ , w < e k } ,

where ρ ( 0 , ) and k ( , ) are the fixed constants such that there exists a finite number M > 0 satisfying

M sup ( z , w ) D f ( z , w ) .

A proof is given of the existence of analytic solutions w = w ( z ) defined in a multiple connected domain in a neighbourhood of the singular point z = 0 and vanishing for z 0 (the point z = 0 itself does not belong to this domain being its boundary point). Such a domain lies in the complex plane C if σ N , in a Riemann surface of a rational function if σ Q N , or in the Riemann surface of the logarithmic function if σ I . Whether the complex plain or the Riemann surface is chosen is determined by the domain of the term z σ in (1).

Asymptotic analysis of equations in a neighbourhood of a singular point in the complex plane has a long history. In a pioneering article [3], a system of nonlinear differential equations and an initial problem

(3) z w = h ( z , w ) and w ( 0 ) = 0

are considered with a function h being holomorphic in a neighbourhood of ( 0 , 0 ) and satisfying h ( 0 , 0 ) = 0 . The authors prove that a solution w = w ( z ) such that w ( 0 ) = 0 can be constructed as a power series convergent in a neighbourhood of z = 0 . In [31], assuming h ( z , 0 ) = o ( z m ) , the authors use functional-analytical methods to show that (3) admits an analytic solution expressed by a power series with an initial power z m . As a particular case of system (3), arising when the Jacobian matrix h w ( 0 , 0 ) is singular, systems

(4) z σ y = h 1 ( z , y , w ) ,

(5) z w = h 2 ( z , y , w ) ,

and their modifications are investigated where σ > 1 is an integer, z is an independent complex variable, y = y ( z ) , w = w ( z ) , h i , i = 1 , 2 , are holomorphic vector-functions in a neighbourhood of ( 0 , 0 , 0 ) vanishing there. We refer to [1317,1923,2527,30] and to references therein. As the principal method of investigation is often used a construction of formal solutions in the form of special series (that are not necessarily exact power series) convergent in a subset of a neighbourhood of z = 0 .

A substantial restriction used in the above-mentioned results is the assumption that σ in (4) is an integer as the methods used by their authors are not applicable in cases of σ being rational or irrational. In this study, we suggest a “geometrical” method connected with the properties of the function z σ and allowing us to omit this restriction in the case of scalar equation (1). If σ N , equation (1) is considered in the complex plane C , while, in the case of σ = m 1 m 2 Q N , where m 1 > m 2 > 1 and m 1 , m 2 N are relatively prime, we use the Riemann surface of the function w = z 1 m 2 and, if σ I , the Riemann surface of the logarithmic function.

Moreover, the properties of solutions to systems (4) and (5) have only been studied in a subset of the origin (in a sector with its vertex at the point z = 0 ). Our investigation of the asymptotic properties of solutions to equation (1) cover, in a sense, the whole neighbourhood of the singular point z = 0 (in C or in the aforementioned Riemann surfaces).

In the right-hand side of (1), a “perturbation” z w f ( z , w ) of a linear equation z σ w = a w is considered. Such a form of nonlinearity is quite natural because, if we use, for example, the term f * ( z , w ) instead, the assumptions of our results reduce such a general form to the form used in (1), i.e. to f * ( z , w ) z w f ( z , w ) . In some formulas throughout this article, if no ambiguity can arise, a simplified notation is used of the dependent variables not indicating their dependence on independent variables. The geometrical method of investigation suggested in this study is quite different from the methods used previously and can be used for analysing other classes of equations in the complex domain.

For the reader’s convenience, in Section 2, we recall some auxiliary notions and concepts well known from the theory of functions of complex variable. Transformations applied to equation (1) with focus on systems equivalent on given curves and rays to (1) are discussed in Section 3, while in Section 4, the behaviour of solutions is studied of the systems derived. In Section 5, the results of this article (Theorems 14) are formulated. Their proofs are given in Section 6. Since a major part of the proofs of Theorems 13 is identical for an arbitrary value of σ , we consider only one variant of the proof where the differences depending on natural, rational, or irrational values of σ are emphasized. The proof of Theorem 4 is a consequence of the common part of the proof. Each of Examples 15 accompanies the constructions performed in Section 6. Nevertheless, in Section 7, a more complex example is considered. Concluding remarks and open problems formulated are given in Section 8. A close connection of the findings of this article with the unlimited growth of moduli of solutions near the singular point z = 0 (the so-called blow-up phenomenon) is mentioned and discussed as well.

2 Preliminaries

Consider an initial problem

(6) w = F ( z , w ) , w ( z 0 ) = w 0 ,

where z and w are the complex variables and F is a complex-valued function. By a special case of the well known Cauchy-Kovalevskaya theorem if the function F is analytic in a neighbourhood of the point ( z 0 , w 0 ) , problem (6) has a unique analytic solution w = w ( z ) in a neighbourhood of the point z 0 (we refer, e.g., to [8]). Recall also that an analytic function is a function that can be expressed by a convergent power series. A holomorphic function is a function that is differentiable in each neighbourhood of the point of its domain. For complex functions, the notions of an analytic and a holomorphic function are equivalent.

Let C be a path-connected domain. A curve lying in is said to be simple if it does not cross itself. A domain is simply connected if any simple closed curve in can be continuously shrunk into a point while remaining in . A domain that is not simply connected is called a multiply-connected domain. The symbol denotes the boundary of , and ¯ stands for the closure of (i.e. for the set ).

The concept of analytic continuation (extension) is used in this article as well. It means the following. Let f 1 and f 2 be two analytic functions in open domains 1 and 2 of the complex plane C , respectively. Let 1 2 and 1 2 . If f 1 f 2 in 1 2 , f 2 is called an analytic continuation of f 1 to 2 , and vice versa. The analytic continuation is unique.

3 Transformations of equation (1)

Several auxiliary transformations of equation (1) are necessary for its analysis. In Section 3.1, we show why the coefficient a in (1) can be assumed to be real and positive. Then, two types of real two-dimensional systems equivalent to (1) are considered. In Section 3.2, we derive an equivalent two-dimensional real system along given curves starting and ending at the point z = 0 , while in Section 3.3, an equivalent real two-dimensional real system along given rays leading off the point z = 0 is obtained.

3.1 On the coefficient a in (1)

Let the complex coefficient a in (1) be given in its exponential form:

a = a e i θ , θ [ 0 , 2 π ) .

Then, a substitution, geometrically expressing a rotation,

(7) z = v e i θ ( σ 1 ) , v C { 0 } ,

where v is a new independent variable, changes equation (1) into one of a similar form:

v σ d w d v = a w + v w f ( v e i θ ( σ 1 ) , w ) e i θ ( σ 2 ) ( σ 1 ) ,

with a positive coefficient a instead of the previous complex coefficient a . In the following investigation, we will assume that z w f ( z , w ) in (1) is sufficiently small. This is true if either z or w is small enough. Then, due to (7), this property remains in force also for the expression:

v w f ( v e i θ ( σ 1 ) , w ) e i θ ( σ 2 ) ( σ 1 ) = v w f ( v e i θ ( σ 1 ) , w ) .

Therefore, the coefficient a in (1) can be assumed, without loss of generality, real and positive, i.e. a can be replaced by its modulus a . We implicitly use this property in the investigations in the following and, whenever computations in this article depend on a , we assume that it is a positive number.

3.2 Real system equivalent to (1) on the loops of a given curve

The behaviour of solutions to (1) in a small neighbourhood of the point z = 0 will be studied along the loops of a curve defined as:

(8) z ( φ ) = cos ( ν 0 ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ ,

where ν 0 is a fixed real number, c > 0 is a real parameter, and φ is a real independent variable. If c and ν 0 are fixed, we will assume that φ varies in such a way that

(9) cos ( ν 0 ( σ 1 ) φ ) > 0 ,

and, moreover, as we need z ( φ ) < ρ , that

cos ( ν 0 ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) < ρ .

Inequality (9) will hold if and only if

(10) 1 σ 1 ν 0 π 2 + 2 s π < φ < 1 σ 1 ν 0 + π 2 + 2 s π , s = 0 , ± 1 ,

and, obviously,

(11) z ( φ k ) = 0 , k = 0 , ± 1 ,

for

(12) φ k 1 σ 1 ν 0 + π 2 + π k , k = 0 , ± 1 , .

The closure of each loop of the curve (8) separated by an inequality (10) is a closed curve passing through the origin. If σ N , then there are σ 1 different curve arcs (8) lying in the complex plane C , defined, e.g., by: s = 0 , , σ 2 in (10). If σ = m 1 m 2 Q N , where m 1 > m 2 > 1 and m 1 , m 2 N are relatively prime, then there are m 2 1 different curve arcs (8) on the Riemann surface of the function w = z 1 m 2 defined, e.g., by s = 0 , , m 2 2 in (10). If σ I , then there is a countable set of disjunct loops of curve (8) defined by s = 0 , ± 1 , in (10). We consider them on the Riemann surface of the logarithmic function.

Figure 1 shows different loops of (8) in the z plane as defined by angles φ satisfying (10), where s = 0 , 1 , 2 , ν 0 = 3 π 2 , and related to the values c = 1 (green loops), c = 2 (brown loops), and c = 3 (blue loops).

Figure 1 
                  Loops of (8) specified by 
                        
                           
                           
                              
                                 
                                    ν
                                 
                                 
                                    0
                                 
                              
                              =
                              3
                              π
                              ∕
                              2
                           
                           {\nu }_{0}=3\pi /2
                        
                     , 
                        
                           
                           
                              σ
                              =
                              4
                           
                           \sigma =4
                        
                     , 
                        
                           
                           
                              s
                              =
                              0
                              ,
                              1
                              ,
                              2
                              ,
                           
                           s=0,1,2,
                        
                      and 
                        
                           
                           
                              c
                              =
                              3
                              ,
                              2
                              ,
                              1
                           
                           c=3,2,1
                        
                     .
Figure 1

Loops of (8) specified by ν 0 = 3 π 2 , σ = 4 , s = 0 , 1 , 2 , and c = 3 , 2 , 1 .

We will transform equation (1) into a system of two ordinary differential equations on parts of the closures of the loops of curve (8) with independent variable φ satisfying inequalities (10). Then, w ( z ) = w ( z ( φ ) ) . To reduce the computations, we do not always write the argument z ( φ ) of w or the argument φ of z (similarly, we proceed when new dependent variables α and β in the following are used). By the chain rule, we derive

(13) d w ( z ( φ ) ) d φ = d w ( z ( φ ) ) d z ( φ ) d z ( φ ) d φ = e i ν 0 z σ ( φ ) w [ a e i ν 0 + z ( φ ) e i ν 0 f ( z ( φ ) , w ) ] d z ( φ ) d φ ,

where

(14) d z ( φ ) d φ = 1 ( σ 1 ) ( ( σ 1 ) c ) 1 ( σ 1 ) ( cos ( ν 0 ( σ 1 ) φ ) ) ( 1 ( σ 1 ) ) 1 × ( sin ( ν 0 ( σ 1 ) φ ) ) ( σ 1 ) e i φ + cos ( ν 0 ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) i e i φ = z ( φ ) sin ( ν 0 ( σ 1 ) φ ) cos ( ν 0 ( σ 1 ) φ ) + i = i z ( φ ) cos ( ν 0 ( σ 1 ) φ ) e i ( ν 0 ( σ 1 ) φ ) .

Finally, using (8), (13), and (14),

(15) d w ( z ( φ ) ) d φ = e i ν 0 z σ ( φ ) w [ a e i ν 0 + z ( φ ) e i ν 0 f ( z ( φ ) , w ) ] i z ( φ ) cos ( ν 0 ( σ 1 ) φ ) e i ν 0 ( e i φ ) σ 1 = w [ a e i ν 0 + z ( φ ) e i ν 0 f ( z ( φ ) , w ) ] i cos ( ν 0 ( σ 1 ) φ ) ( z ( φ ) e i φ ) 1 σ = w [ a e i ν 0 + z ( φ ) e i ν 0 f ( z ( φ ) , w ) ] i cos ( ν 0 ( σ 1 ) φ ) cos ( ν 0 ( σ 1 ) φ ) ( σ 1 ) c 1 = i ( σ 1 ) c w [ a e i ν 0 + z ( φ ) e i ν 0 f ( z ( φ ) , w ) ] cos 2 ( ν 0 ( σ 1 ) φ ) .

Let w = w ( z ( φ ) ) in (15) be represented by its algebraic form, i.e. w ( z ( φ ) ) = y 1 ( φ ) + i y 2 ( φ ) with y 1 ( φ ) and y 2 ( φ ) being the real and imaginary parts of w ( z ( φ ) ) , respectively. Then,

d w ( z ( φ ) ) d φ = d y 1 ( φ ) d φ + i d y 2 ( φ ) d φ = i ( σ 1 ) c w [ a e i ν 0 + z ( φ ) e i ν 0 f ( z ( φ ) , w ) ] cos 2 ( ν 0 ( σ 1 ) φ ) = i ( σ 1 ) c ( y 1 ( φ ) + i y 2 ( φ ) ) a ( cos ν 0 i sin ν 0 ) cos 2 ( ν 0 ( σ 1 ) φ ) + i ( σ 1 ) c ( y 1 ( φ ) + i y 2 ( φ ) ) [ Re ( z ( φ ) e i ν 0 f ( z ( φ ) , w ) ) + i Im ( z ( φ ) e i ν 0 f ( z ( φ ) , w ) ) ] cos 2 ( ν 0 ( σ 1 ) φ ) .

Equalling the real and imaginary parts, we see that y 1 and y 2 satisfy the following system of ordinary differential equations equivalent to equation (1) on the given loop segment of the curve (8):

(16) y 1 = ( σ 1 ) c cos 2 ( ν 0 ( σ 1 ) φ ) ( ( a sin ν 0 ) y 1 ( a cos ν 0 ) y 2 ) + ( σ 1 ) c cos 2 ( ν 0 ( σ 1 ) φ ) ( y 2 Re ( z e i ν 0 f ( z , w ) ) y 1 Im ( z e i ν 0 f ( z , w ) ) ) ,

(17) y 2 = ( σ 1 ) c cos 2 ( ν 0 ( σ 1 ) φ ) ( ( a cos ν 0 ) y 1 + ( a sin ν 0 ) y 2 ) + ( σ 1 ) c cos 2 ( ν 0 ( σ 1 ) φ ) ( y 1 Re ( z e i ν 0 f ( z , w ) ) y 2 Im ( z e i ν 0 f ( z , w ) ) ) .

3.3 Real system equivalent to (1) on a system of rays

Consider rays running from the origin

(18) z ( t ) = t e i ν , 0 < t < ρ , ν = const ,

and transform equation (1) along these into a system of two real equations. Since

d w d z = d w d t d t d z = d w d t e i ν ,

(1) can be written as:

t σ d w d t = e i ( σ 1 ) ν w ( a + t e i ν f ( t e i ν , w ) ) .

Assuming w ( z ( t ) ) by its algebraic form w ( z ( t ) ) = x 1 ( t ) + i x 2 ( t ) , we derive

t σ d w d t = t σ d x 1 ( t ) d t + i d x 2 ( t ) d t = e i ( σ 1 ) ν w ( z ( t ) ) ( a + t e i ν f ( t e i ν , w ( z ( t ) ) ) ) = e i ( σ 1 ) ν ( x 1 ( t ) + i x 2 ( t ) ) ( a + t e i ν f ( t e i ν , w ( z ( t ) ) ) ) = ( cos ( σ 1 ) ν i sin ( σ 1 ) ν ) ( x 1 ( t ) + i x 2 ( t ) ) ( a + Re ( t e i ν f ( t e i ν , w ( z ( t ) ) ) + i Im ( t e i ν f ( t e i ν , w ( z ( t ) ) ) ) ) ) .

Functions x 1 and x 2 satisfy the following system of ordinary differential equations:

(19) t σ x 1 = a ( cos ( σ 1 ) ν ) x 1 + a ( sin ( σ 1 ) ν ) x 2 + ( cos ( σ 1 ) ν ) ( x 1 Re ( t e i ν f ) x 2 Im ( t e i ν f ) ) + ( sin ( σ 1 ) ν ) ( x 1 Im ( t e i ν f ) + x 2 Re ( t e i ν f ) ) ,

(20) t σ x 2 = a ( sin ( σ 1 ) ν ) x 1 + a ( cos ( σ 1 ) ν ) x 2 + ( cos ( σ 1 ) ν ) ( x 1 Im ( t e i ν f ) + x 2 Re ( t e i ν f ) ) + ( sin ( σ 1 ) ν ) ( x 1 Re ( t e i ν f ) + x 2 Im ( t e i ν f ) ) .

4 Auxiliary results on the behaviour of solutions

In this section, we prove two lemmas used in proving the results of this article. In Section 4.1, the behaviour of solutions to (1) is considered along loop segments of the curve (8), while in Section 4.2, the behaviour of solutions to (1) is considered along rays (18) defined in Section 3.2.

4.1 Behaviour of solutions along segments of curve (8)

Assume, in the definition of curves (8), ν 0 m π , m Z , i.e.

(21) sin ν 0 0 .

In the following, we consider system (16), (17) in the domain

Ω cr { ( φ , y 1 , y 2 ) R 3 : 0 < z ( φ ) < ρ , y 1 2 + y 2 2 < e 2 k } ,

where k and ρ are the same as in the definition of the domain D given by (2), z ( φ ) is defined by (8), and assume that (9) holds as well. The values φ k , defined by (12), have property (11), i.e. these values define singular points φ = φ k of system (16), (17) because cos ( ν 0 ( σ 1 ) φ k ) = 0 . It is clear that the conditions are met at every point of Ω cr of the well-known theorems on the existence and uniqueness of solutions to initial Cauchy problem as well as on the continuous dependence of solutions on the initial data.

Let ε ( ν 0 ) be a positive number such that

(22) ε ( ν 0 ) ε 0 sin ν 0 ,

where ε 0 is a fixed number satisfying

(23) 0 < ε 0 < min ρ , a 2 M .

Define cylinders C ( λ ) as sets

(24) C ( λ ) { ( φ , y 1 , y 2 ) Ω cr : y 1 2 + y 2 2 = e 2 λ } , λ = const , λ ( , k ) .

Lemma 1

Assume that φ varies in a fixed domain defined by (10). Let c and ν 0 , satisfying (21), be fixed such that

(25) 0 < z ( φ ) ε ( ν 0 ) .

Then, any integral curve ( φ , y 1 ( φ ) , y 2 ( φ ) ) of system (16), (17) intersecting at a value φ = φ * a cylinder C ( λ ) , i.e. if ( φ * , y 1 ( φ * ) , y 2 ( φ * ) ) satisfy

y 1 2 ( φ * ) + y 2 2 ( φ * ) = e 2 λ ,

behaves as follows. The integral curve ( φ , y 1 ( φ ) , y 2 ( φ ) ) , as φ increases, is passing

  1. from domain

    (26) y 1 2 + y 2 2 > e 2 λ

    into domain

    (27) y 1 2 + y 2 2 < e 2 λ

    if sin ν 0 < 0 and inequality

    (28) w ( z ( φ ) ) 2 = y 1 2 ( φ ) + y 2 2 ( φ ) < e 2 λ < e 2 k

    holds for every admissible φ > φ * .

  2. from domain (27) into domain (26) if sin ν 0 > 0 and inequality (28) holds for every admissible φ < φ * .

Proof

Consider the behaviour of integral curves of system (16), (17) intersecting cylinders C ( λ ) . To do this, compute the scalar product ( N , T ) at an arbitrary point of cylinder C ( λ ) with fixed λ , where N is its normal vector directed outwards and T is a vector of the vector field defined by system (16), (17). As

N = ( 0 , y 1 , y 2 ) and T = 1 , d y 1 d φ , d y 2 d φ ,

we have

(29) ( N , T ) = y 1 d y 1 d φ + y 2 d y 2 d φ = ( σ 1 ) c e 2 λ ( a sin ν 0 Im ( z e i ν 0 f ( w , z ( φ ) ) ) ) cos 2 ( ν 0 ( σ 1 ) φ ) .

We will show that (29) implies

(30) sgn ( N , T ) = sgn sin ν 0

whenever (25) holds. Indeed, for z = Re z + i Im z and

e i ν 0 f ( z , w ) = Re ( e i ν 0 f ( z , w ) ) + i Im ( e i ν 0 f ( z , w ) ) ,

we have

Im ( z e i ν 0 f ( z , w ) ) = Re z Im ( e i ν 0 f ( z , w ) ) + Im z Re ( e i ν 0 f ( z , w ) ) .

Therefore, from (22), (23), and (25), it follows

Im ( z e i ν 0 f ( z , w ) ) z M + z M = 2 z M 2 ε ( ν 0 ) M 2 ε 0 sin ν 0 M < a sin ν 0 .

Then, taking into account that

( σ 1 ) c e 2 λ cos 2 ( ν 0 ( σ 1 ) φ ) > 0 ,

from (29), we derive

sgn ( N , T ) = sgn ( a sin ν 0 Im ( z e i ν 0 f ( z , w ) ) ) = sgn sin ν 0

and (30) holds. Finally, we remark that (22), (23), and (25) imply z ( φ ) < ρ , i.e. the values of z used are within the domain D defined by (2) and that formula (30) is independent of the value of λ . The geometrical meaning of equation (30) is as given in parts (i) and (ii) of the lemma.□

Remark 1

Note that the φ -axis itself (i.e. the set of points ( φ , 0 , 0 ) , where φ satisfies (10)) is also an integral curve of (16) and (17); therefore, no other integral curve intersects the φ -axis. For a sufficiently large c , the considered loops of (8), as it follows from (25), are completely contained in the ε ( ν 0 ) -neighbourhood of the point z = 0 . If c is sufficiently small, then loops of (8) are not connected in the ε ( ν 0 ) -neighbourhood of the point z = 0 with this ε ( ν 0 ) -neighbourhood containing their parts (Figure 2). In most of the following figures, the value ε ( ν 0 ) can be seen on the plots scaled down to fit into a single figure.

Figure 2 
                  Loops of (8) specified by 
                        
                           
                           
                              
                                 
                                    ν
                                 
                                 
                                    0
                                 
                              
                              =
                              π
                              ∕
                              2
                           
                           {\nu }_{0}=\pi /2
                        
                      and 
                        
                           
                           
                              σ
                              =
                              3
                           
                           \sigma =3
                        
                      if 
                        
                           
                           
                              ε
                              
                                 (
                                 
                                    
                                       
                                          ν
                                       
                                       
                                          0
                                       
                                    
                                 
                                 )
                              
                              =
                              1
                           
                           \varepsilon \left({\nu }_{0})=1
                        
                     , 
                        
                           
                           
                              c
                              =
                              3
                           
                           c=3
                        
                     , 2, 1, 0.5, and 0.3.
Figure 2

Loops of (8) specified by ν 0 = π 2 and σ = 3 if ε ( ν 0 ) = 1 , c = 3 , 2, 1, 0.5, and 0.3.

4.2 Behaviour of solutions along system of rays (18)

Assume, in the definition of rays (18),

ν 1 σ 1 π 2 + m π , m = 0 , ± 1 , ,

i.e.

(31) cos ( σ 1 ) ν 0 .

In this part, we will examine the behaviour of solutions to Systems (19) and (20) in the domain:

Ω r s { ( t , x 1 , x 2 ) R 3 : 0 < t < ρ , x 1 2 + x 2 2 < e 2 k } ,

where k and ρ are the same as in the definition of the domain D given by (2) and z ( t ) is defined by (18), i.e. z ( t ) = t . For system (19), (20), the hypotheses of the well-known theorems on the existence and uniqueness of solutions to initial Cauchy problem as well as on the continuous dependence of solutions on the initial data are true at every point of Ω r s . Define cones K ( δ ) as sets

(32) K ( δ ) ( t , x 1 , x 2 ) Ω r s : x 1 2 + x 2 2 = δ 2 exp 2 a cos ( σ 1 ) ν t p 1 ,

where δ and p are the fixed parameters satisfying δ > 0 and p ( 1 , σ ) . Put

(33) t ν , p * ε p * cos ( σ 1 ) ν 1 μ ,

where μ satisfies 0 < μ < min { 1 , σ p } and ε p * is a positive number satisfying

(34) 0 < ε p * < min ρ , a 4 M ρ 1 μ + ( p 1 ) a ρ σ p μ 1 μ .

If an integral curve ( t , x 1 ( t ) , x 2 ( t ) ) of the system (19), (20) intersects a fixed cone K ( δ ) at a point t = t * ( 0 , t ν , p * ] , then

w ( z ( t * ) ) 2 = x 1 2 ( t * ) + x 2 2 ( t * ) = δ 2 exp 2 a cos ( σ 1 ) ν ( t * ) p 1 ,

where δ satisfies

(35) δ < exp k + a cos ( σ 1 ) ν ( t * ) p 1

by the definitions of K ( δ ) and Ω r s .

Lemma 2

Let ν satisfying (31), p ( 1 , σ ) , δ satisfying (35), and μ ( 0 , min { 1 , σ p } ) be fixed. Then, either (i) or (ii) in the following holds.

  1. If cos ( σ 1 ) ν > 0 , then an arbitrary integral curve ( t , x 1 ( t ) , x 2 ( t ) ) of Systems (19) and (20) intersecting the cone K ( δ ) at a point t = t * ( 0 , t ν , p * ] satisfies the inequality:

    (36) w ( z ( t ) ) 2 = x 1 2 ( t ) + x 2 2 ( t ) < δ 2 exp 2 a cos ( σ 1 ) ν t p 1 < e 2 k , if t ( 0 , t * ) .

    Moreover,

    (37) lim t 0 + w ( z ( t ) ) 2 = 0 .

  2. If cos ( σ 1 ) ν < 0 and ω ( 0 , t ν , p * ) , then an arbitrary integral curve ( t , x 1 ( t ) , x 2 ( t ) ) of the system (19), (20) intersecting the cone K ( δ ) at a point t = t * [ ω , t ν , p * ] satisfies the inequality:

    (38) w ( z ( t ) ) 2 = x 1 2 ( t ) + x 2 2 ( t ) δ 2 exp 2 a cos ( σ 1 ) ν t p 1 < e 2 k , if t [ t * , t ν , p * ]

    and

    (39) w ( z ) 2 = x 1 2 ( t ) + x 2 2 ( t ) > δ 2 exp 2 a cos ( σ 1 ) ν t p 1

    if t * ε < t < t * , where ε is a small positive number.

Proof

Let us investigate the behaviour of the integral curves intersecting cones K ( δ ) . Compute the scalar product ( N , t σ T ) at an arbitrary point of a fixed cone K ( δ ) , where N is a normal vector to (32) directed outwards and T is a vector of the vector field defined by the system (19), (20). Since

N = ( p 1 ) a ( cos ( σ 1 ) ν ) δ 2 t p exp 2 a cos ( σ 1 ) ν t p 1 , x 1 , x 2 , T = 1 , d x 1 d t , d x 2 d t ,

we have

(40) ( N , t σ T ) = ( p 1 ) a ( cos ( σ 1 ) ν ) δ 2 t σ p exp 2 a cos ( σ 1 ) ν t p 1 + x 1 t σ d x 1 d t + x 2 t σ d x 2 d t = δ 2 exp 2 a cos ( σ 1 ) ν t p 1 ( a cos ( σ 1 ) ν + V ) ,

where

V ( sin ( σ 1 ) ν ) Im ( t e i ν f ) + ( cos ( σ 1 ) ν ) ( Re ( t e i ν f ) + ( 1 p ) a t σ p ) .

Now, (40) will be used to determine sign ( N , T ) , which is obviously equal to sign ( N , t σ T ) . In the following, we show that

(41) sign ( N , T ) = sign cos ( σ 1 ) ν .

For V , we obtain

(42) V Im ( t e i ν f ) + Re ( t e i ν f ) + ( 1 p ) a t σ p = t μ ( Im ( t 1 μ e i ν f ) + Re ( t 1 μ e i ν f ) + ( p 1 ) a t σ p μ ) t μ ( ρ 1 μ Im ( e i ν f ) + ρ 1 μ Re ( e i ν f ) + ( p 1 ) a ρ σ p μ ) = t μ ( ρ 1 μ ( cos ν ) Im f + ( sin ν ) Re f + ρ 1 μ ( cos ν ) Re f ( sin ν ) Im f + ( p 1 ) a ρ σ p μ ) t μ ( 2 ρ 1 μ Im f + 2 ρ 1 μ Re f + ( p 1 ) a ρ σ p μ ) t μ ( 4 M ρ 1 μ + ( p 1 ) a ρ σ p μ ) .

Then, by (33), (34), and (42),

V t μ ( 4 M ρ 1 μ + ( p 1 ) a ρ σ p μ ) ( t ν , p * ) μ ( 4 M ρ 1 μ + ( p 1 ) a ρ σ p μ ) = ( ε p * ) μ cos ( σ 1 ) ν ( 4 M ρ 1 μ + ( p 1 ) a ρ σ p μ ) < a cos ( σ 1 ) ν ,

and formula (41) holds. Therefore,

(43) sign ( N , T ) = sign cos ( σ 1 ) ν = + 1 , if 0 < t t ν , p * and cos ( σ 1 ) ν > 0

and

(44) sign ( N , T ) = sign cos ( σ 1 ) ν = 1 , if 0 < t t ν , p * and cos ( σ 1 ) ν < 0 .

The geometric meaning of (43) is expressed by Inequality (36) in (i), which implies (37). Now, concerning conclusion (ii). In the case (44), we have

lim t 0 + δ 2 exp 2 a cos ( σ 1 ) ν t p 1 = ,

and this contradicts ( t , x 1 , x 2 ) Ω r s . Since δ in (32) satisfies inequality (35), if t varies within interval [ t * , t ν , p * ] , we have

δ 2 exp 2 a cos ( σ 1 ) ν t p 1 < exp 2 k + 2 a cos ( σ 1 ) ν ( t * ) p 1 exp 2 a cos ( σ 1 ) ν t p 1 e 2 k .

Therefore, any solution w = w ( z ( t ) ) = x 1 ( t ) + i x 2 ( t ) of (1) different from the zero solution and such that ( t , x 1 ( t ) , x 2 ( t ) ) intersects the cone (32) at t = t * [ ω , t ν , p * ] , satisfies (38) if t * t t ν , p * , and (39) if t satisfies t * ε < t < t * , where ε is a small positive number.□

Remark 2

In this article, the existence of analytic solutions w = w ( z ) to (1) defined in a subset of a neighbourhood of the point z = 0 and satisfying w ( z ) < e k is established. Nevertheless, the behaviour of the solutions w = w ( z ) in the domain, which is defined as the complement of the above-mentioned subset of a neighbourhood of the point z = 0 , can be quite different and its modulus can tend to infinity as z 0 and z belongs to this complement. Such a blow-up behaviour can be proved by Lemma 2, part (ii). Indeed, it is visible from (39) that

w ( t e i ν ) 2 > δ 2 exp 2 a cos ( σ 1 ) ν t p 1 ,

if t * ε < t < t * , where ε is a small positive number. However, if t 0 + , then the modulus w ( t e i ν ) is exponentially growing and lim t 0 + w ( t e i ν ) = .

5 Main results

This chapter is concerned with the existence of analytic solutions to (1) defined on subsets of neighbourhoods of the point z = 0 and with the size of their moduli. We will consider a neighbourhood

O C { z C : 0 < z < ρ } ,

if the complex plane C is considered, or

O { z : 0 < z < ρ } ,

if a Riemann surface is considered. With the notation Arg z applied, it will denote the principal value of the argument of a complex number z on the relevant domain, i.e. either on the complex plane C or on a Riemann surface .

Define

ψ ( n ) ( 2 n + 1 ) π σ 1 , n = 0 , ± 1 , ± 2 , ,

(45) ν 0 + ( n , r ) ( σ 1 ) ( ψ ( n ) + r ) = ( 2 n + 1 ) π + ( σ 1 ) r , r R ,

(46) ν 0 ( n , r ) ( σ 1 ) ( ψ ( n ) r ) = ( 2 n + 1 ) π ( σ 1 ) r , r R ,

and

(47) ν + ( n , r ) ψ ( n ) + r + π 2 ( σ 1 ) = 1 σ 1 ν 0 + ( n , r ) + π 2 ( σ 1 ) , r R ,

(48) ν ( n , r ) ψ ( n ) r π 2 ( σ 1 ) = 1 σ 1 ν 0 ( n , r ) π 2 ( σ 1 ) , r R .

Let r 1 be a sufficiently small fixed positive number satisfying the inequality:

r 1 < π 2 ( σ 1 ) .

Before formulating Theorems 13, the following comments may be useful. Theorem 1 uses domains O 1 n , n = 0 , , σ 2 if σ N . These domains, as we show in the proof, are located on the complex plane C in sectors between the angles ν ( n , r 1 ) and ν + ( n , r 1 ) and their boundaries are generated by segments of two loops of the curve (8), the first one being specified by ν and φ such that

ν = ν 0 ( n , r 1 ) , ν ( n , r 1 ) < φ ψ ( n ) ,

while the second one by ν and φ such that

ν = ν 0 + ( n , r 1 ) , ψ ( n ) φ < ν + ( n , r 1 ) ,

provided that the parameter c in (8), being the same for both arcs, is sufficiently large. Such specifications of ν and φ imply the properties

lim φ ν ( n , r 1 ) z ( φ ) = 0 , lim φ ν + ( n , r 1 ) z ( φ ) = 0 ,

respectively.

Theorem 2 uses domains O 2 n , n = 0 , , m 1 m 2 1 if σ = m 1 m 2 Q N and m 1 , m 2 N are relatively prime. They have the same properties as domains O 1 n in Theorem 1 except for their location; these are located on the Riemann surface of the function w = z 1 m 2 .

Similarly, domains O 3 n , n = n 0 , , n 0 + N , where n 0 is an integer and N N { 0 } if σ I in Theorem 3, have the same properties as well located, however, on the Riemann surface of the logarithmic function.

All the above-mentioned domains O in , i = 1 , 2 , 3 are excluded from formulation of results below because the solutions w ( z ) become there, as it will follow from the proofs, unbounded by their moduli (with blow-up effect arising). In what follows, we will call these domains “blow-up holes.”

For more details, we refer to Section 6. We refer as well to Figure 11 where the case σ = 2 is visualized and to Figure 15 illustrating the case σ = 3 .

Theorem 1

Let σ N . Then, there exist infinitely many analytic solutions w = w ( z ) to (1) defined on the complex plane C in a multiply-connected domain:

O 1 O C n = 0 σ 2 O 1 n ,

where O 1 n O C , n = 0 , , σ 2 are simply connected open domains such that

{ 0 } O 1 n , O ¯ 1 n 1 O ¯ 1 n 2 = { 0 } , s 1 , s 2 = 0 , , σ 2 , n 1 n 2 ,

and inequality w ( z ) < e k holds if z O 1 .

Theorem 2

Let σ = m 1 m 2 Q N where m 1 , m 2 N are relatively prime. Then, there exist infinitely many analytic solutions w = w ( z ) to (1) defined on the Riemann surface of the function w = z 1 m 2 in a multiply-connected domain

O 2 O n = 0 m 1 m 2 1 O 2 n ,

where O 2 n O , n = 0 , , m 1 m 2 1 are simply connected open domains such that

{ 0 } O 2 n , O ¯ 2 n 1 O ¯ 2 n 2 = { 0 } , n 1 , n 2 = 0 , , m 1 m 2 1 , n 1 n 2 ,

and inequality w ( z ) < e k holds if z O 2 .

Theorem 3

Let σ I . Then, for any integer n 0 and any natural number N N { 0 } , there exist infinitely many analytic solutions w = w ( z ) to (1) on a part ( n 0 , N ) of the Riemann surface of the logarithmic function defined by inequalities:

2 n 0 π σ 1 < Arg z < 2 ( n 0 + N + 1 ) π σ 1

in a multiply-connected domain

O 3 ( O ( n 0 , N ) ) n = n 0 n 0 + N O 3 n ,

where O 3 n ( O ( n 0 , N ) ) , n = n 0 , , n 0 + N are simply connected open domains such that

{ 0 } O 3 n , O ¯ 3 n 1 O ¯ 3 n 2 = { 0 } , n 1 , n 2 = n 0 , , n 0 + N , n 1 n 2 ,

and inequality w ( z ) < e k holds if z O 3 .

Remark 3

From the formulation of Theorem 1, it follows that the point z = 0 is a unique point common to the closures of all domains O 1 n , n = 0 , , σ 2 . Geometrically, the domain O 1 is a neighbourhood of the origin with σ 1 blow-up holes O 1 n , n = 0 , , σ 2 . In the case of Theorem 2, the point z = 0 is a unique point common to the closures of domains O 2 n , n = 0 , , m 1 m 2 1 . The domain O 2 is a neighbourhood of the origin on the Riemann surface of the function w = z 1 m 2 with m 1 m 2 blow-up holes O 2 n , n = 0 , , m 1 m 2 1 . If Theorem 3 can be applied, then the point z = 0 is a unique point common to the intersections of closures of domains O 3 n , n = n 0 , , n 0 + N . The domain O 3 is a subset of the neighbourhood of the origin on the Riemann surface associated with the logarithmic function with N + 1 blow-up holes O 3 n , n = n 0 , , n 0 + N .

Theorem 4

Let w = w ( z ) be an arbitrary solution mentioned in Theorems 13. Then,

lim z 0 , z O i w ( z ) = 0 ,

where i = 1 , 2 or i = 3 if Theorems 1, 2, or 3can be applied, respectively. Moreover, for any fixed p , 1 < p < σ , and for every z O i , i = 1 , 2 , 3 , we have

(49) w ( z ) min e k , δ exp a sin ( σ 1 ) r 1 z p 1 ,

where δ < exp ( k + ( a sin ( σ 1 ) r 1 ) ( t * ) p 1 ) , t * ( 0 , ε p * sin ( σ 1 ) r 1 ] and ε p * satisfies (34).

6 Proofs

The proofs are divided into several sections and are based on the results given in Sections 4.1 and 4.2. In Section 6.1, we show how the solution of an initial Cauchy problem to (1) can be analytically continued using given loops and rays in a domain P n ω , while in Section 6.2, its analytic continuation is constructed to certain domains Ω n + and Ω n lying on different sides of P n ω . Finally, in Section 6.3, the analytic continuation is constructed to a domain P ( n ) . Each construction is demonstrated by an example. Sections 6.46.6 explain how some solutions can be analytically continued to domains P ( n ) P ( n + 1 ) , P ( n ) P ( n + 1 ) P ( n + 2 ) , or P ( n ) P ( n + N ) , respectively. This proves Theorems 13 and Theorem 4 as well because property (49), as pointed out in 6.2.1 and in 6.2.2, is a consequence of the results of Sections 4.1 and 4.2.

6.1 Analytic solutions on a domain P n ω

In Section 6.1.1, we show how the solution of a Cauchy problem can be analytically continued using some of the previously defined curve loops and segments of rays, while in Section 6.1.3, using some properties of loop segments given in Section 6.1.2, this solution is analytically continued in a domain P n ω .

6.1.1 Basic constructions using curve arcs and rays

Let, in (18),

(50) ν = ψ ( n ) ,

where n { 0 , ± 1 , ± 2 , } be fixed. Then,

cos ( σ 1 ) ν = cos ( σ 1 ) ψ ( n ) = cos π = 1 < 0 ,

and (31) holds. Let

(51) z 0 = z ω n ω exp ( i ψ ( n ) )

be fixed, where ω is an arbitrarily small fixed number such that (we refer to (33) and (34))

(52) 0 < ω < t ψ ( n ) , p * = ε p * cos ( σ 1 ) ψ ( n ) 1 μ = ε p * < ρ ,

p is fixed and satisfies p ( 1 , σ ) . By the Cauchy-Kovalevskaya theorem, the initial condition

(53) w n 0 ( z 0 ) = w n 0 ,

where w n 0 < e k , defines a unique analytic solution w = w n 0 ( z ) to equation (1) in a neighbourhood of z 0 . Our aim is to enlarge the domain of the existence of such a solution in a subset of the neighbourhood of the point z = 0 (in the complex plane or on a Riemann surface), preserving the property:

(54) w n 0 ( z ) < e k ,

by the method of analytic continuation using the previously defined curves and rays. In Example 1, the following constructions are used as shown in Figure 3.

Figure 3 
                     Visualization – to Example 1.
Figure 3

Visualization – to Example 1.

By Lemma 2, part (ii), with t = t * = ω , the analytic continuation of solution w n 0 ( z ) for all z = t exp ( i ψ ( n ) ) , where t satisfies

(55) 0 < ω z = t ε p * ,

preserves the property (54). We refer to Remark 2, where an explanation is given of the behaviour of solutions as t 0 + . In such a case, the solution w n 0 ( z ) does not preserve the property (54), lim t 0 + w n 0 ( t exp ( i ψ ( n ) ) ) = , and the blow-up growing to infinity is of an exponential type.

Consider segments of two loops of the curve (8), where either ν 0 = ν 0 + ( n , r ) or ν 0 = ν 0 ( n , r ) (we refer to (45) and (46)), r is a fixed number satisfying

(56) 0 < r 1 r r 2 < π 2 ( σ 1 )

and the angle φ varies within the limits given by the value s = 0 in (10), i.e.

(57) 1 σ 1 ν 0 ± ( n , r ) π 2 < φ < 1 σ 1 ν 0 ± ( n , r ) + π 2 .

In (56), the number r 2 will be specified later, and the number r 1 is defined as:

(58) r 1 ζ r 2

for an arbitrary but fixed ζ ( 0 , 1 ) such that

(59) sin ( σ 1 ) r 1 cos ( σ 1 ) r 2 .

Since the construction of r 2 in the following does not depend on r 1 , such a definition of r 1 is correct. For the “ + ” and “ ” cases, inequality (57) has the forms:

(60) ψ ( n ) + r π 2 ( σ 1 ) < φ < ψ ( n ) + r + π 2 ( σ 1 )

and

(61) ψ ( n ) r π 2 ( σ 1 ) < φ < ψ ( n ) r + π 2 ( σ 1 ) ,

respectively. Assumption (21) is satisfied since

(62) sin ν 0 = sin ν 0 ± ( n , r ) = sin ( σ 1 ) r 0 .

Therefore, for ν 0 defined by (45) or by (46), we have, by (22),

0 < ε ( ν 0 ) = ε ( ν 0 ± ( n , r ) ) ε 0 sin ν 0 ± ( n , r ) = ε 0 sin ( σ 1 ) r ,

so that ε 0 sin ( σ 1 ) r ε 0 sin ( σ 1 ) r 1 > 0 . Obviously, by (8),

z ( φ ) = z n ( φ ) = cos ( ν 0 ± ( n , r ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) 1 ( σ 1 ) c 1 ( σ 1 )

and z ( φ ) ε ( ν 0 ) will hold if

(63) 1 ( σ 1 ) c 1 ( σ 1 ) ε ( ν 0 ) ε 0 sin ( σ 1 ) r .

Assume that (63) holds. Then, both the above-mentioned segments intersect the ray (18), where ν is given by (50) and t satisfies (55), at the point

z n * = cos ( σ 1 ) r ( σ 1 ) c 1 ( σ 1 ) e i ψ ( n ) ,

provided that (deducting from (55))

(64) z n * [ ω , ε p * ] ,

where

(65) z n * = cos ( σ 1 ) r ( σ 1 ) c 1 ( σ 1 ) .

If the parameter c is fixed (being sufficiently large) and if ω is sufficiently small, then, simultaneously, the set of values z n * satisfying (64) will be non-empty and (63) will hold as well. This is shown in the following. Let ω be fixed and sufficiently small. Define the number r 2 ( 0 , π 2 ( σ 1 ) ) as the solution of the equation:

(66) r 2 = max ω z n * ε p * r .

This maximum will be achieved for z n * = ω because lim ( σ 1 ) r π 2 cos ( σ 1 ) r = 0 . Then, from (65), we derive

(67) ω = cos ( σ 1 ) r 2 ( σ 1 ) c 1 ( σ 1 )

or

(68) r 2 = 1 σ 1 arccos ( ( σ 1 ) c ω σ 1 ) .

From formulas (67) and (68) we deduce the following. If, for an increasing c and decreasing ω , the product c ω σ 1 remains the same, then the values r 2 , r 1 will be fixed as well. Inequality (63) will be satisfied if

c 1 ( σ 1 ) ( ε 0 sin ( σ 1 ) r 1 ) σ 1 1 ( σ 1 ) ( ε 0 sin ( σ 1 ) r ) σ 1

with (63) still holding for all r [ r 1 , r 2 ] . Obviously, it is possible to apply the above-mentioned reasoning even after replacing ω with an ω 1 < ω and c with an c 1 > c such that c ω σ 1 = c 1 ω 1 σ 1 . Then, the set of values z n * such that (64) holds is nonempty.

Therefore, if ω is sufficiently small, then there exists a number ε p * * ( ω , ε p * ] such that each point z ( t ) of the segment of the ray (18) defined by:

(69) ω t ε p * *

with ν given by (50) is intersected for every fixed r [ r 1 , r 2 ] by the loops of the curve (8), corresponding to ν 0 = ν 0 ± ( n , r ) , and (63) holds. These loops are defined by the formula:

(70) z n ( φ ) = cos ( ν 0 ± ( n , r ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ ,

where φ varies within domains (57). Moreover, it is easy to show that the arcs (70) are symmetric with respect to the given ray.

Let r be fixed. By the above-mentioned construction, three curves are passing through the point z = ω e i ψ ( n ) , the ray itself and two loops of the curve (8), specified by (70). By Lemma 2, (ii), formula (38), the inequality

w n 0 ( t e i ψ ( n ) ) < e k

holds for every t [ ω , ε p * ] . In the following, we use segments of curve loops (70) defined by angles φ (within domains (57)) such that

(71) ψ ( n ) φ < ν + ( n , r )

and

(72) ν ( n , r ) < φ ψ ( n ) .

Along arcs (70), where φ satisfies (71) if the value ν 0 + ( n , r ) is considered or (72) if the value ν 0 ( n , r ) is used, there exists the analytic continuation of solution w n 0 ( z ) to (1), satisfying initial condition (53). If domain (71) is considered, then, by (62),

sin ν 0 = sin ν 0 + = sin ( σ 1 ) r < 0

and, by Lemma 1, where φ * = ψ ( n ) , part (i), formula (28),

w n 0 ( z ( φ ) ) < e k .

If domain (72) is considered, then, by (62),

sin ν 0 = sin ν 0 = sin ( σ 1 ) r > 0

and by part (ii) of Lemma 1, where φ * = ψ ( n ) , the same inequality holds. We prove that this solution converges to zero if φ ν ± ( n , r ) . For z ( φ ) defined by (70), we have

(73) lim φ ν ± ( n , r ) z ( φ ) = 0

because

lim φ ν ± ( n , r ) cos ( ν 0 ± ( σ 1 ) φ ) = cos π 2 = 0 .

Moreover, by (50), (47), and (48), we have

(74) cos ( ( σ 1 ) ν ± ( n , r ) ) = sin ( σ 1 ) r > 0 .

Then, putting ν = ν ± ( n , r ) in equation of rays (18), we see that (31) holds. As it follows from formulas (36) and (37) in Lemma 2, (i), where, by (33) and (74),

t ν ± ( n , r ) , p * ε p * ( sin ( σ 1 ) r ) 1 μ ε p * ( sin ( σ 1 ) r 1 ) 1 μ ,

the solution w n 0 ( z ) satisfies lim z 0 w n 0 ( z ) = 0 . Due to the variability of r [ r 1 , r 2 ] and the analytic continuation of w n 0 ( z ) , this property also holds on the curve loops if φ ν ± ( n , r ) (property (73)). Moreover,

w n 0 ( z ) δ exp a cos ( σ 1 ) ν ± ( n , r ) z p 1 ,

for sufficiently small z .

Remark 4

The following property should be added to the previous consideration. Let ν = φ in (18) be fixed, where either

(75) ψ ( n ) + π 2 ( σ 1 ) < φ ν + ( n , r )

or

(76) ν ( n , r ) φ < ψ ( n ) π 2 ( σ 1 ) .

Since, in both cases, cos ( σ 1 ) φ > 0 , from Lemma 2, (i), formulas (36) and (37), we have

w n 0 ( z ) δ exp a cos ( σ 1 ) φ z p 1 ,

for a sufficiently small z , z ( 0 , ε p * ( cos ( σ 1 ) φ ) 1 μ ) and lim z 0 w ( z ) = 0 . This is true for all rays (18) with a fixed φ within intervals (75) and (76).

Example 1

Assume that, in equation (1), we have σ = 2 , a = 1 , and M = 2 . Let ρ = 1 and k = 0 . The following constructions are visualized by Figure 3. In accordance with (23), put

0 < ε 0 = 0.02 < min ρ , a 2 M = min { 1 , 0.25 } = 0.25 .

Moreover, for ν 0 defined by formulas (45) and (46) with n = 0 , we have, by (50), either

ν 0 = ν 0 + ( 0 , r ) = ψ ( 0 ) + r = π + r

or

ν 0 = ν 0 ( 0 , r ) = ψ ( 0 ) r = π r

and, by (22), we can set (in the formula, the dependence on r is emphasized and notation ε r ( ν 0 ) is used instead of ε ( ν 0 ) )

ε r ( ν 0 ) = ε 0 sin ν 0 ± ( 0 , r ) = 0.02 sin ( π ± r ) = 0.02 sin r .

In accordance with (56), define a range for r by numbers r 1 and r 2 satisfying r 2 = π 3 and r 1 = π 6 (if ζ = 1 2 is taken). Although we have defined the number r 2 “ad hoc” (not using its definition (66)) to better illustrate all computations, this choice is in accordance with (66) as shown in the following. Let us take a number ε ( ν 0 ) suitable for an arbitrary r [ r 1 , r 2 ] . Since

min r [ r 1 , r 2 ] ε r ( ν 0 ) = min r [ r 1 , r 2 ] 0.02 sin r = 0.02 sin π 6 = 0.02 1 2 = 0.01 ,

we can put, independently of r ,

ε ( ν 0 ) 0.01 .

Now, consider a value ε p * . By formula (34), with p = 3 2 ( 1 , σ ) and μ = 1 4 < min { 1 , σ p } ,

ε p * < min { 1 , [ 1 ( 8 + 1 2 ) ] 4 } = ( 2 17 ) 4 0.00019 ,

and we put ε p * = 0.00018 . Moreover, let (for the properties of ω , we refer to (51) and (52))

ω = 0.0001 < ε p * and c = 5,000 .

Then, by (65),

z n * = cos ( σ 1 ) r ( σ 1 ) c 1 ( σ 1 ) = cos r c = cos r 5,000 = 0.0002 cos r ,

and the solution of equation (66)

r 2 = max ω z n * ε p * r = max 1 2 cos r 1.8 r

gives the value r 2 = π 3 . Following the above-mentioned recommendation, if we replace ω with ω 1 and c with c 1 preserving the property c ω σ 1 = 0.5 = c 1 ω 1 σ 1 , say ω 1 = 0.00005 and c 1 = 10,000 , we can derive the same solution. Since, for r = r 1 ,

z n * = cos ( σ 1 ) r 1 ( σ 1 ) c 1 ( σ 1 ) = cos r 1 c = cos π 6 5,000 = 3 10,000 0.00017 < ε p * = 0.00018 ,

we can put (referring to (69))

(77) ε p * * = 3 10,000 .

Then, ε p * * 0.00017 < ε p * = 0.00018 . Inequality (63) holds as well since

1 ( σ 1 ) c 1 ( σ 1 ) = 1 c = 1 5,000 = 0.0002 < ε ( ν 0 ) = 0.01 .

The curve arcs (70) are defined by the angles φ within domains (71) and (72), i.e.

(78) ψ ( 0 ) = π φ < ν + ( 0 , r ) = 3 π 2 + r and ν ( 0 , r ) = π 2 r < φ ψ ( 0 ) = π

that are parts of domains (60) and (61), i.e.

π 2 + r < φ < 3 π 2 + r and π 2 r < φ < 3 π 2 r ,

respectively. Figure 3 shows the segments of the curve loops defined by (70), i.e.

z 0 ( φ ) = cos ( ν 0 ± ( 0 , r ) φ ) c e i φ = cos ( π ± r φ ) 5,000 e i φ

passing through points z = ε p * * e i π , z = t e i π , where t = 2 10,000 0.00014 , and z = ω e i π and the domains for φ are given by inequalities (78) with r = r 1 = π 6 , r = r * = π 4 , and r = r 2 = π 3 . For the red segment, the computations with ν ( 0 , r ) and ν 0 ( 0 , r ) are relevant, while, for the green one, the values ν + ( 0 , r ) and ν 0 + ( 0 , r ) are used. Along these segments, the solution of the initial problem (see (51) and (53)):

w 0 0 ( z 0 ) = w 0 0 , where z 0 z ω 0 = ω e i π ,

is analytically continued. Note that, for different values of n 0 , we obtain identical constructions.

6.1.2 Auxiliary lemma

The following Lemma 3 and Remark 5 on the mutual positions of different segments of the loops of curve (8) will be used in further constructions. Instead of r 1 and r 2 in their formulations, arbitrary values r 1 * and r 2 * satisfying 0 < r 1 * < r 2 * < π 2 ( σ 1 ) can be used. For an illustration, we refer to Example 2 and Figure 4.

Figure 4 
                     Visualization – to Lemma 3, Remark 5, and Example 2.
Figure 4

Visualization – to Lemma 3, Remark 5, and Example 2.

Lemma 3

Let numbers r 1 and r 2 be fixed such that

(79) 0 < r 1 < r 2 < π 2 ( σ 1 ) .

Consider two curve arcs z 1 n ( φ ) and z 2 n ( φ ) of (8) defined by the following formulas:

(80) z 1 n ( φ ) = cos ( ν 0 + ( n , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c 1 1 ( σ 1 ) e i φ , ψ ( n ) φ < ν + ( n , r 1 ) ,

(81) z 2 n ( φ ) = cos ( ν 0 + ( n , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c 2 1 ( σ 1 ) e i φ , ψ ( n ) φ < ν + ( n , r 2 ) ,

where c 1 and c 2 are the positive constants, ν 0 + ( n , r 1 ) and ν 0 + ( n , r 2 ) are defined by (45), i.e.

(82) ν 0 + ( n , r 1 ) = ( σ 1 ) ( ψ ( n ) + r 1 ) , ν 0 + ( n , r 2 ) = ( σ 1 ) ( ψ ( n ) + r 2 ) ,

and ν + ( n , r 1 ) , ν + ( n , r 2 ) are defined by (47), i.e.

ν + ( n , r 1 ) = ψ ( n ) + r 1 + π 2 ( σ 1 ) and ν + ( n , r 2 ) = ψ ( n ) + r 2 + π 2 ( σ 1 ) .

If

(83) z 1 ( ψ ( n ) ) = z 2 ( ψ ( n ) ) ,

then

(84) z 1 n ( φ ) < z 2 n ( φ ) , for e v e r y ψ ( n ) < φ < ν + ( n , r 1 ) .

Proof

From (80)–(82), we see that (83) implies

(85) cos ( σ 1 ) r 1 c 1 = cos ( σ 1 ) r 2 c 2 .

Now, on the interval ψ ( n ) φ < ν + ( n , r 1 ) , we will investigate the properties of the function:

(86) G ( φ ) = cos ( ν 0 + ( n , r 2 ) ( σ 1 ) φ ) c 2 cos ( ν 0 + ( n , r 1 ) ( σ 1 ) φ ) c 1 .

By (85),

(87) G ( ψ ( n ) ) = cos ( σ 1 ) r 2 c 2 cos ( σ 1 ) r 1 c 1 = 0 .

Due to (79), we have 0 < ( σ 1 ) r 1 < ( σ 1 ) r 2 < π 2 . Then,

0 < cos ( σ 1 ) r 2 < cos ( σ 1 ) r 1 ,

and, analysing (87), we have c 2 < c 1 . Moreover,

G ( φ ) = ( σ 1 ) sin ( ν 0 + ( n , r 2 ) ( σ 1 ) φ ) c 2 ( σ 1 ) sin ( ν 0 + ( n , r 1 ) ( σ 1 ) φ ) c 1

and

G ( ψ ( n ) ) = A ( σ 1 ) sin ( σ 1 ) r 2 c 2 ( σ 1 ) sin ( σ 1 ) r 1 c 1 .

Due to (79), we have

sin ( σ 1 ) r 2 > sin ( σ 1 ) r 1 > 0 ,

and, consequently, G ( ψ ( n ) ) = A > 0 . Computation of the second-order derivative leads to

G ( φ ) = ( σ 1 ) 2 cos ( ν 0 + ( n , r 2 ) ( σ 1 ) φ ) c 2 + ( σ 1 ) 2 cos ( ν 0 + ( n , r 1 ) ( σ 1 ) φ ) c 1 .

Therefore, G ( φ ) satisfies the following Cauchy initial problem for a differential second-order equation:

(88) G ( φ ) + ( σ 1 ) 2 G ( φ ) = 0 , G ( ψ ( n ) ) = 0 , and G ( ψ ( n ) ) = A .

The general solution of (88) is

G ( φ ) = C 1 sin ( σ 1 ) φ + C 2 cos ( σ 1 ) φ ,

where, for the specification of arbitrary constants C 1 and C 2 by the initial conditions, we use the equations

G ( ψ ( n ) ) = C 1 sin ( σ 1 ) ψ ( n ) + C 2 cos ( σ 1 ) ψ ( n ) = C 2 = 0 ,

G ( ψ ( n ) ) = C 1 ( σ 1 ) cos ( σ 1 ) ψ ( n ) = C 1 ( σ 1 ) = A .

The solution of the problem (88) is

(89) G ( φ ) = A σ 1 sin ( σ 1 ) φ .

The angle φ varies within the interval indicated in (84), which implies

( 2 n + 1 ) π < ( σ 1 ) φ < ( 2 n + 1 ) π + ( σ 1 ) r 1 + π 2 < ( 2 n + 1 ) π + π .

For such values of φ , we have sin ( σ 1 ) φ < 0 ; therefore, for G ( φ ) expressed by (86) and (89),

G ( φ ) = cos ( ν 0 + ( n , r 2 ) ( σ 1 ) φ ) c 2 cos ( ν 0 + ( n , r 1 ) ( σ 1 ) φ ) c 1 = A σ 1 sin ( σ 1 ) φ > 0 .

From this inequality, we deduce that ( φ ) > 0 also holds in the same interval, where

( φ ) cos ( ν 0 + ( n , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c 2 1 ( σ 1 ) cos ( ν 0 + ( n , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c 1 1 ( σ 1 ) .

This inequality is equivalent with (84).□

Remark 5

A property similar to that formulated in Lemma 3, i.e. the inequality

z 1 n ( φ ) < z 2 n ( φ ) , for every ν ( n , r 1 ) < φ ψ ( n )

can be proved in much the same way, if the following segments of loops are considered instead of (80) and (81):

z 1 n ( φ ) = cos ( ν 0 ( n , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c 1 1 ( σ 1 ) e i φ , ν ( n , r 1 ) < φ ψ ( n ) ,

z 2 n ( φ ) = cos ( ν 0 ( n , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c 2 1 ( σ 1 ) e i φ , ν ( n , r 2 ) < φ ψ ( n ) ,

ν 0 ( n , r 1 ) and ν 0 ( n , r 2 ) are defined by (46) and ν ( n , r 1 ) and ν ( n , r 2 ) are defined by (48).

Example 2

We use some constructions from Example 1 to illustrate Lemma 3 and Remark 5. We refer to Figure 4 where the two red and two green loop segments can be seen passing through the point z = t e i π , where t = 2 10,000 0.00014 . Put c 1 = 2,500 6 and c 2 = 2,500 2 . The inner green segment is defined by the formula:

z i g 0 ( φ ) = cos ( ν 0 + ( 0 , r 1 ) φ ) c 1 e i φ = cos ( 7 π 6 φ ) 2,500 6 e i φ ,

where

ψ ( 0 ) = π φ < 5 π 3 = ν + ( 0 , r 1 ) ,

while the outer green one is defined by the formula:

z o g 0 ( φ ) = cos ( ν 0 + ( 0 , r 2 ) φ ) c 2 e i φ = cos ( 4 π 3 φ ) 2,500 2 e i φ ,

where

ψ ( 0 ) = π φ < 11 π 6 = ν + ( 0 , r 2 ) .

The inner red segment is defined by the formula:

z i r 0 ( φ ) = cos ( ν 0 ( 0 , r 1 ) φ ) c 1 e i φ = cos ( 5 π 6 φ ) 2,500 6 e i φ ,

where

ν ( 0 , r 1 ) = π 3 < φ π ,

while the outer red one is defined by the formula:

z o r 0 ( φ ) = cos ( ν 0 ( 0 , r 2 ) φ ) c 2 e i φ = cos ( 2 π 3 φ ) 2,500 2 e i φ ,

where

ν ( 0 , r 2 ) = π 6 < φ π .

Assumption (83) holds since z i g 0 ( π ) = z o g 0 ( π ) = z i r 0 ( π ) = z o r 0 ( π ) = 1 5,000 2 and

z i g 0 ( φ ) < z o g 0 ( φ ) , if π < φ < 5 π 3

and

z i r ( φ ) < z o r ( φ ) , if π 3 < φ < π .

This is in accordance with the assertions of Lemma 3 and Remark 5.

Remark 6

Let us point out another property of the mutual position of different segments of loops of the curve (8), which is obvious. If two segments

z 10 ( φ ) = cos ( ν 0 + ( n , r ) ( σ 1 ) φ ) ( σ 1 ) c 1 1 ( σ 1 ) e i φ

and

z 20 ( φ ) = cos ( ν 0 + ( n , r ) ( σ 1 ) φ ) ( σ 1 ) c 2 1 ( σ 1 ) e i φ ,

where r [ r 1 , r 2 ] is fixed, are defined for ψ ( n ) φ < ν + ( n , r ) and c 2 < c 1 , then

z 10 ( φ ) < z 20 ( φ ) .

The same property holds if ν 0 + ( n , r ) is replaced by ν 0 ( n , r ) and domain of φ is ν ( n , r ) < φ ψ ( n ) . This property is visualized in Figure 5, where r = r 2 with details described in Example 3.

Figure 5 
                     Visualization – to Remark 6 and Example 3.
Figure 5

Visualization – to Remark 6 and Example 3.

Example 3

In the following, some constructions from Example 1 are used to illustrate the assertions of Remark 6. We refer to Figure 5 where the two red and two green loop segments are visualized passing through the points z = ε p * * e i π and z = ω e i π . The inner green loop segment is defined by the formula:

z i g 0 ( φ ) = cos ( ν 0 + ( 0 , r 2 ) φ ) c 1 e i φ = cos ( 4 π 3 φ ) 5,000 e i φ ,

where

π φ < 11 π 6 = ν + ( 0 , r 2 ) ,

while the outer green one is defined by the formula:

z o g 0 ( φ ) = cos ( ν 0 + ( 0 , r 2 ) φ ) c 2 e i φ = cos ( 4 π 3 φ ) 5,000 3 e i φ ,

where

π φ < 11 π 6 = ν + ( 0 , r 2 ) .

The inner red loop segment is defined by the formula:

z i r 0 ( φ ) = cos ( ν 0 ( 0 , r 2 ) φ ) c 1 e i φ = cos ( 2 π 3 φ ) 5,000 e i φ ,

where

ν ( 0 , r 2 ) = π 6 < φ π ,

while the outer red one is defined by the formula:

z o r 0 ( φ ) = cos ( ν 0 ( 0 , r 2 ) φ ) c 2 e i φ = cos ( 2 π 3 φ ) 5,000 3 e i φ ,

where

ν ( 0 , r 2 ) = π 6 < φ π .

We see that

z i g 0 ( φ ) < z o g 0 ( φ ) if π φ < 11 π 6

and

z i r 0 ( φ ) < z o r 0 ( φ ) if π 6 < φ π .

This is in accordance with the assertions of Remark 6.

6.1.3 Continuation of w n 0 ( z ) to a domain P n ω

Let n be fixed. Varying t and r in admissible boundaries, by the theorem on the existence of a unique solution to the initial problem, we obtain an analytic continuation of the solution w n 0 ( z ) , defined by initial problem (53) with the initial point w ( z 0 ) , where z 0 = z ω n is determined by (51), on a domain P n ω , defined as a domain covered by all the above-mentioned loop segments of the curve (8). The boundaries for t and r are the following. The value t varies within the interval (69), where ω is sufficiently small and ε p * * is defined in such a way that the segments of loops (70) of curve (8) are defined by angles φ satisfying (71) and (72). The value r varies as indicated in (56) with r 2 defined by (66) and with r 1 defined by (58). Then, among others, the inequality w n 0 ( z ) < e k holds.

From the method of construction and (56), (71), (72), and (73), it follows that the domain P n ω is simply connected and lies in the sector S n ( φ ) , centred at the point z = 0 , defined as:

S n ( φ ) φ : ψ ( n ) r 2 + π 2 ( σ 1 ) φ ψ ( n ) + r 2 + π 2 ( σ 1 ) .

The sector S n ( φ ) is located either in the complex plane C or in a Riemann surface and does not contain the origin. Applying (56), the length of the interval for φ defining S n ( φ ) satisfies

2 r 2 + π ( σ 1 ) < 2 π ( σ 1 ) .

Assume now that n is not fixed. Tracing carefully computations in Parts 6.1.1 and 6.1.2, we see that these do not depend on any of the values n . So, for every n , the above-mentioned considerations are correct. This means that two domains P n 1 ω and P n 2 ω , where n 1 n 2 , are geometrically identical (having identical forms). These domains can differ only by their location in the complex plane or in a Riemann surface and, in such a case, they do not intersect. The following obvious statement is true about the number of domains P n ω with different locations (two domains P n 1 ω and P n 2 ω are different if P n 1 ω P n 2 ω = for n 1 n 2 ).

  1. If σ N , then there exist σ 1 different domains P n ω S n ( φ ) , n = 0 , , σ 2 , where the sectors S n ( φ ) , n = 0 , , σ 2 are located in the complex plane C .

  2. If σ Q N , σ = m 1 m 2 , and m 1 , m 2 N are relatively prime, then there exist m 1 m 2 different domains P n ω S n ( φ ) , n = 0 , , m 1 m 2 1 , where the sectors S n ( φ ) are located on the Riemann surface of the function z 1 m 2 .

  3. If σ I , then there exists an infinite countable set of different domains P n ω S n ( φ ) , n = 0 , ± 1 , , where the sectors S n ( φ ) are located on the Riemann surface of the logarithmic function.

Now, we describe in detail the construction of the domain P n ω based on the properties of the curve segments given in Lemma 3, Remark 5, and Remark 6. For a visualization, we refer to Figure 6, which illustrates the relevant constructions of Example 4.

The domain P n ω contains all points between the following two curves including all boundary points except for the point z = 0 . The boundary of P n ω is formed by two closed, simple, and continuous curves “embedded” in each other (below called the inner and outer boundaries) with a unique common point z = 0 . The inner boundary is formed by two segments of loops (70) specified by (for the definitions of ν 0 ± and ν ± , we refer to formulas (45)–(48)):

(90) ν 0 = ν 0 + ( n , r 1 ) = ( σ 1 ) ( ψ ( n ) + r 1 ) , ψ ( n ) φ < ν + ( n , r 1 ) ,

(91) ν 0 = ν 0 ( n , r 1 ) = ( σ 1 ) ( ψ ( n ) r 1 ) , ν ( n , r 1 ) < φ ψ ( n ) ,

and passing through the point z 0 = z ω n = ω exp ( i ψ ( n ) ) , determined by (51), while the outer boundary is defined by two segments of loops (70) specified by:

(92) ν 0 = ν 0 + ( n , r 2 ) = ( σ 1 ) ( ψ ( n ) + r 2 ) , ψ ( n ) φ < ν + ( n , r 2 ) ,

(93) ν 0 = ν 0 ( n , r 2 ) = ( σ 1 ) ( ψ ( n ) r 2 ) , ν ( n , r 2 ) < φ ψ ( n ) ,

and passing through the point z ε p * * ε p * * exp ( i ψ ( n ) ) . For the definition of ε p * * , we refer to the explanation accompanying inequalities (69). This construction is correct since, by Lemma 3 and Remark 5, arcs defined by (90) and (92) have no intersection for ψ ( n ) < φ < ν + ( n , r 1 ) and arcs defined by (91) and (93) have no intersection for ν ( n , r 1 ) < φ < ψ ( n ) .

Figure 6 
                     To Example 4 – domain 
                           
                              
                              
                                 
                                    
                                       P
                                    
                                    
                                       0
                                       ω
                                    
                                 
                              
                              {P}_{0\omega }
                           
                        .
Figure 6

To Example 4 – domain P 0 ω .

Example 4

Using several constructions of Example 1 again, we will construct the domain P 0 ω . The inner boundary of P 0 ω consists of two segments of loops (70) passing through the point z = ω e i π with r = r 1 and c = 5,000 3 . The red segment in Figure 6 is defined as:

z 0 ( φ ) = cos ( ν 0 ( 0 , r 1 ) φ ) c e i φ = cos ( 5 π 6 φ ) 5,000 3 e i φ ,

where

ν ( 0 , r 1 ) = π 3 < φ π = ψ ( 0 ) ,

while the green one in Figure 6, is defined as:

z 0 ( φ ) = cos ( ν 0 + ( 0 , r 1 ) φ ) c e i φ = cos ( 7 π 6 φ ) 5,000 3 e i φ ,

where

ψ ( 0 ) = π φ < 5 π 3 = ν + ( 0 , r 1 ) .

The outer boundary of P 0 ω consists of two segments of loops (70) passing through the point z = ε p * * e i π with r = r 2 and c = 5,000 3 . The red segment in Figure 6 is defined as:

z 0 ( φ ) = cos ( ν 0 ( 0 , r 2 ) φ ) c e i φ = cos ( 2 π 3 φ ) 5,000 3 e i φ ,

where

ν ( 0 , r 2 ) = π 6 < φ π = ψ ( 0 ) ,

while the green one in Figure 6 is defined as:

(94) z 0 ( φ ) = cos ( ν 0 + ( 0 , r 2 ) φ ) c e i φ = cos ( 4 π 3 φ ) 5,000 3 e i φ ,

where

ψ ( 0 ) = π φ < 11 π 6 = ν + ( 0 , r 2 ) .

6.2 Continuation of w n 0 ( z ) from P n ω to domains Ω n ω + and Ω n ω

The solution w n 0 ( z ) can be analytically continued from the domain P n ω to certain domains Ω n ω + and Ω n ω intersecting P n ω and lying on opposite sides of P n ω . Let us give their description. Domains Ω n ω + and Ω n ω are bounded by curve arcs of type (8) as well as by some parts of segments of rays (18) that correspond to certain values of the parameters described in the following. For σ = 2 , Ω 0 ω + , and Ω 0 ω , they are shown in Figures 7 and 8. Regarding the corresponding constructions, we refer to Example 5.

Figure 7 
                  To Example 5 – domain 
                        
                           
                           
                              
                                 
                                    Ω
                                 
                                 
                                    0
                                    ω
                                 
                                 
                                    +
                                 
                              
                           
                           {\Omega }_{0\omega }^{+}
                        
                     .
Figure 7

To Example 5 – domain Ω 0 ω + .

Figure 8 
                  To Example 5 – domain 
                        
                           
                           
                              
                                 
                                    Ω
                                 
                                 
                                    0
                                    ω
                                 
                                 
                                    ‒
                                 
                              
                           
                           {\Omega }_{0\omega }^{&#x2012;}
                        
                     .
Figure 8

To Example 5 – domain Ω 0 ω .

6.2.1 Construction of domain Ω n ω +

A domain Ω n ω + is constructed using

  1. the loop segments of curve (8) with

    (95) ν 0 ( σ 1 ) ν + ( n , r ) ,

    where ν + ( n , r ) is defined by (47), r [ r 1 , r 2 ] , with suitable parameters c and with the domain for φ

    (96) ν + ( n , r ) φ < ν + ( n , r ) + π 2 ( σ 1 ) ,

    and

  2. parts of the rays (18), where the angle ν varies within the same domain, i.e.

    (97) ν + ( n , r ) ν < ν + ( n , r ) + π 2 ( σ 1 ) ,

    and r [ r 1 , r 2 ] .

Now, let us describe the construction in detail. We will generate the boundary of Ω n ω + using segments z 1 n + ( φ ) , z 2 n + ( φ ) of two curve loops (8) and one segment z r 1 n + ( t ) of a ray (18). Their construction is shown in the following. Consider a segment of loop (70) passing through the point z = ε p * * e i π and specified by (92), i.e.

(98) z n ( φ ) = cos ( ν 0 + ( n , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c ε p * * 1 ( σ 1 ) e i φ ,

where ψ ( n ) φ < ν + ( n , r 2 ) and the parameter c ε p * * is the solution of the equation:

(99) z n ( ψ ( n ) ) = cos ( σ 1 ) r 2 ( σ 1 ) c ε p * * 1 ( σ 1 ) = ε p * * .

Next, define the value z n ( ν + ( n , r 1 ) ) by (98), i.e.

(100) z n ( ν + ( n , r 1 ) ) = cos ( ν 0 + ( n , r 2 ) ( σ 1 ) ν + ( n , r 1 ) ) ( σ 1 ) c ε p * * 1 ( σ 1 ) e i ν + ( n , r 1 ) .

The first segment z 1 n + ( φ ) is defined as a segment of the loop passing through the point z n ( ν + ( n , r 1 ) ) , i.e. z n ( ν + ( n , r 1 ) ) = z 1 n + ( ν + ( n , r 1 ) ) , with ν 0 = ( σ 1 ) ν + ( n , r 1 ) having the domain shown in the following, i.e.

(101) z 1 n + ( φ ) = cos ( ( σ 1 ) ν + ( n , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c I 1 ( σ 1 ) e i φ and ν + ( n , r 1 ) φ ν + ( n , r 2 ) ,

where the parameter c I is determined from the equation ( φ = ν + ( n , r 1 ) in (101)):

(102) cos ( ν 0 + ( n , r 2 ) ( σ 1 ) ν + ( n , r 1 ) ) ( σ 1 ) c ε p * * 1 ( σ 1 ) = 1 ( σ 1 ) c I 1 ( σ 1 ) .

The second segment z 2 n + ( φ ) is defined as a segment of the loop passing through the point z 1 n + ( ν + ( n , r 2 ) ) , i.e., z 1 n + ( ν + ( n , r 2 ) ) = z 2 n + ( ν + ( n , r 2 ) ) , with ν 0 = ( σ 1 ) ν + ( n , r 2 ) having the domain shown in the following, i.e.

(103) z 2 n + ( φ ) = cos ( ( σ 1 ) ν + ( n , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c II 1 ( σ 1 ) e i φ ,

(104) ν + ( n , r 2 ) φ < ν + ( n , r 2 ) + π 2 ( σ 1 ) ,

where the value of parameter c II is determined from the equation ( φ = ν + ( n , r 2 ) in (103)):

(105) cos ( ( σ 1 ) ν + ( n , r 1 ) ( σ 1 ) ν + ( n , r 2 ) ) ( σ 1 ) c I 1 ( σ 1 ) = 1 ( σ 1 ) c II 1 ( σ 1 ) .

The segment z r 1 n + ( t ) of a ray (18) defined as:

(106) z r 1 n + ( t ) = t e i ν + ( n , r 1 ) , 0 < t z 1 n + ( ν + ( n , r 1 ) )

is a part of the boundary as well. By construction, z 1 n + ( ν + ( n , r 1 ) ) < ρ . Obviously, the intersection P n ω Ω n ω + is nonempty containing an open set. For the analytical continuation, it is sufficient to use the loop segments, given by the equations:

z 1 c n + ( φ ) = cos ( ( σ 1 ) ν + ( n , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ and ν + ( n , r 1 ) φ ν + ( n , r 2 )

for each c c I and

z 2 c n + ( φ ) = cos ( ( σ 1 ) ν + ( n , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ ,

ν + ( n , r 2 ) φ < ν + ( n , r 2 ) + π 2 ( σ 1 )

for each c c II . These segments cover all the domain Ω n ω + . To show this, Remark 6 can be modified easily to the case considered.

Here are some properties of segments of the loops of curve (8) with ν 0 defined by (95) and segments of rays lying in Ω n ω + that form the analytical continuation of the solution w n 0 ( z ) from the domain P n ω to the domain Ω n ω + . The closures of segments of the curve loops and rays with the domains (96) and (97) have two intersection points. The first one is at z = 0 since

lim φ ν + ( n , r ) + π ( 2 ( σ 1 ) ) cos ( ( σ 1 ) ν + ( n , r ) ( σ 1 ) φ ) = 0 .

The second one, provided that ν = φ = ν + ( n , r ) + η π 2 ( σ 1 ) , 0 η < 1 , is at z = t * exp ν , where

(107) t * = cos ( σ 1 ) ν + ( n , r ) ( σ 1 ) ( ν + ( n , r ) η π 2 ) ( σ 1 ) c 1 ( σ 1 ) = cos ( η π 2 ) ( σ 1 ) c 1 ( σ 1 ) .

Without loss of generality, we can assume that c > 0 is so large that t * < ρ .

The analytic continuation along segments of the loop or ray has the following properties. Since

sin ν 0 = sin ( σ 1 ) ν + ( n , r ) = sin ( ( 3 π 2 ) + ( σ 1 ) r ) < 0 ,

part (i) of Lemma 1 is applicable. Therefore, on the given loop segments, w n 0 ( z ) satisfies w n 0 ( z ) < e k since φ increases starting with φ * = ν + ( n , r ) .

For ν = ν + ( n , r ) + η π 2 ( σ 1 ) , where 0 η < 1 , let us estimate cos ( σ 1 ) ν . Using (59), we derive

(108) cos ( σ 1 ) ν = cos ( ( σ 1 ) ( ν + ( n , r ) + η π 2 ) ) = cos ( ( 3 π 2 ) + ( σ 1 ) r + η π 2 ) min { sin ( σ 1 ) r 1 , cos ( σ 1 ) r 2 } = sin ( σ 1 ) r 1 > 0 .

Then, part (i) of Lemma 2 is applicable. Note that the value t ν , p * used in Lemma 2 and defined by formula (33) as:

t ν , p * ε p * cos ( σ 1 ) ν 1 μ

is nonzero for every fixed r and ν and its minimum value, as it follows from (108), is positive and

t ν , p * t min , ν , p * ε p * sin ( σ 1 ) r 1 .

Thus, in Lemma 2, irrespective of the value ν within interval (97), we can set

(109) t ν , p * ε p * sin ( σ 1 ) r 1 .

By (37), on a given ray lim t 0 w n 0 ( t ) = 0 and, by (36),

(110) w n 0 ( z ) 2 < δ 2 exp 2 a sin ( σ 1 ) r 1 t p 1 < e 2 k , if t ( 0 , t * ) ,

where t * ( 0 , ε p * sin ( σ 1 ) r 1 ] and δ < exp ( k + ( a sin ( σ 1 ) r 1 ) ( t * ) p 1 ) . We conclude that, within the domain Ω n ω + , the exponential estimate in (49) is a consequence of Inequality (110).

6.2.2 Construction of domain Ω n ω

Similarly, the domain Ω n ω is generated using

  1. segments of the curve loops (8) with suitable parameters c , with

    (111) ν 0 ( σ 1 ) ν ( n , r ) ,

    where ν ( n , r ) is defined by (48), r [ r 1 , r 2 ] and with the domain for φ

    (112) ν ( n , r ) π 2 ( σ 1 ) < φ ν ( n , r )

    and

  2. parts of the rays (106), where the angle ν varies within the same domain:

    (113) ν ( n , r ) π 2 ( σ 1 ) < ν ν ( n , r ) ,

    and r [ r 1 , r 2 ] .

The following computations is much the same as those in Section 6.2.1. We omit the details defining the boundary of Ω n ω by segments of two loops and one segment of a ray as follows:

(114) z 1 n ( φ ) = cos ( ( σ 1 ) ν ( n , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c I 1 ( σ 1 ) e i φ and ν ( n , r 2 ) φ ν ( n , r 1 ) ,

where c I is determined from equation (102):

(115) z 2 n ( φ ) = cos ( ( σ 1 ) ν ( n , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c II 1 ( σ 1 ) e i φ ,

(116) ν ( n , r 2 ) π 2 ( σ 1 ) < φ ν ( n , r 2 ) ,

where c II is determined from equation (105). The segment z r 1 n ( t ) of a ray (106)

(117) z r 1 n ( t ) = t e i ν ( n , r 1 ) , 0 < t z 1 n ( ν ( n , r 1 ) )

is part of the boundary as well. By construction, z 1 n ( ν ( n , r 1 ) ) = z 1 n + ( ν + ( n , r 1 ) ) < ρ . Obviously, the intersection P n ω Ω n ω is nonempty containing an open set. For the analytical continuation, it is sufficient to use segments given by the equations:

z 1 c n ( φ ) = cos ( ( σ 1 ) ν ( n , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ and ν ( n , r 2 ) φ ν ( n , r 1 ) ,

where c c I and

z 2 c n ( φ ) = cos ( ( σ 1 ) ν ( n , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ and

ν ( n , r 2 ) π 2 ( σ 1 ) < φ ν ( n , r 2 ) ,

where c c II . These arcs cover all the domain Ω n ω .

The following are the properties of segments of loops of the curve (8) with ν 0 defined by (111) and segments of rays lying in Ω n ω and forming the analytical continuation of the solution w n 0 ( z ) from the domain P n ω to the domain Ω n ω . The closures of the segments of loops and rays with domains (96) and (97) have two points of intersection. The first one is the point z = 0 since

lim φ ν ( n , r ) π ( 2 ( σ 1 ) ) cos ( ν ( n , r ) ( σ 1 ) φ ) = 0 .

The second one, provided that ν = φ = ν ( n , r ) η π 2 ( σ 1 ) , 0 η < 1 , is the point z = t * * exp ν , where t * * = t * and t * is defined by (107). The above-mentioned analytic continuation along the loops of the curves has the following properties. Since

sin ν 0 = sin ( σ 1 ) ν ( n , r ) = sin ( ( π 2 ) ( σ 1 ) r ) > 0 ,

part (ii) of Lemma 1 is applicable. Therefore, on the given arcs, w n 0 ( z ) satisfies w n 0 ( z ) < e k since φ decreases starting with φ * = ν ( n , r ) . Moreover, since, for ν = ν ( n , r ) η π 2 ( σ 1 ) , 0 η < 1 ,

cos ( σ 1 ) ν = cos ( ( π 2 ) ( σ 1 ) r η π 2 ) > sin ( σ 1 ) r 1 > 0 ,

part (i) of Lemma 2 is applicable. In Lemma 2, we can use, irrespectively of the value ν within interval (113), the same value t ν , p * ε p * sin ( σ 1 ) r 1 as in part 6.2.1, formula (109). By formula (37) on a given ray lim t 0 w n 0 ( t ) = 0 and, from formula (36), we have

(118) w n 0 ( z ) 2 < δ 2 exp 2 a sin ( σ 1 ) r 1 t p 1 < e 2 k , if t ( 0 , t * ) ,

where t * ( 0 , ε p * sin ( σ 1 ) r 1 ] and δ < exp ( k + ( a sin ( σ 1 ) r 1 ) ( t * ) p 1 ) . We conclude that, within the domain Ω n ω , the exponential estimation in (49) is a consequence of Inequality (118).

6.2.3 Behaviour of w n 0 ( z ) on domains Ω n ω + and Ω n ω

From the constructions of domains Ω n ω + and Ω n ω in parts 6.2.1 and 6.2.2, we see that w n 0 ( z ) is analytically continuable from P n ω to Ω n ω + and Ω n ω since the sets P n ω Ω n ω + and P n ω Ω n ω are nonempty containing open sets. As mentioned earlier, w n 0 ( z ) < e k on Ω n ω + and on Ω n ω , and

lim z 0 , z Ω n ω + w n 0 ( z ) = 0 , lim z 0 , z Ω n ω w n 0 ( z ) = 0 .

By Formulas (110) and (118), the convergence to zero has an exponential character.

Example 5

Let n = 0 and σ = 2 . We utilize Examples 1 and 4 to construct the domain Ω 0 ω + . We use the green loop segment, shown in Figure 6, of the outer boundary of P 0 ω , passing through the point z = ε p * * e i π (for the exact value of ε p * * , we refer to (77)) having equation (94), i.e.

z 0 ( φ ) = cos ( ν 0 + ( 0 , r 2 ) φ ) c e i φ = cos ( 4 π 3 φ ) 5,000 3 e i φ ,

where ψ ( 0 ) = π φ < 11 π 6 = ν + ( 0 , r 2 ) . By (98) and (99), we can verify that c ε p * * = 5,000 3 , because, by (100), we have

z 0 ( ν + ( 0 , r 1 ) ) = cos ( ν 0 + ( 0 , r 2 ) ν + ( 0 , r 1 ) ) c ε p * * = cos ( 4 π 3 5 π 3 ) 5,000 3 = 3 10,000 = ε p * * .

The first loop segment z 10 + ( φ ) is defined by (101), and we have

z 10 + ( φ ) = cos ( ν + ( 0 , r 1 ) φ ) c I e i φ = cos ( 5 π 3 φ ) 10,000 3 e i φ ,

where

ν + ( 0 , r 1 ) = 5 π 3 φ 11 π 6 = ν + ( 0 , r 2 ) .

The parameter c I is determined from equation (102), i.e.

cos ( ν 0 + ( 0 , r 2 ) ν + ( 0 , r 1 ) ) c ε p * * = cos ( 4 π 3 5 π 3 ) c ε p * * = 3 10,000 = 1 c I

and c I = 10,000 3 . Now, we construct the second loop segment z 20 + ( φ ) by Formulas (103)–(105). We define the parameter c II from equation (105), i.e.

cos ( ν + ( 0 , r 1 ) ν + ( 0 , r 2 ) ) c I = cos ( 5 π 3 11 π 6 ) 10,000 3 = 3 20,000 = 1 c II

and c II = 20,000 3 . Then,

(119) z 20 + ( φ ) = cos ( ν + ( 0 , r 2 ) φ ) c II e i φ = cos ( 11 π 6 φ ) 20,000 3 e i φ ,

where

ν + ( 0 , r 2 ) = 11 π 6 φ < ν + ( 0 , r 2 ) + π 2 = 7 π 3 .

Finally, by equation (106), the segment of the ray z r 10 + ( t ) is defined by:

z r 10 + ( t ) = t e i ν + ( 0 , r 1 ) = t e 5 π i 3 , 0 < t z 10 + ( ν + ( 0 , r 1 ) ) = ε p * * .

The domain Ω 0 ω + and its boundary are visualized in Figure 7. Since the domain Ω 0 ω is constructed similarly, we will write only its boundary curves. By (114), for z 10 ( φ ) , we have

z 10 ( φ ) = cos ( ν ( 0 , r 1 ) φ ) c I e i φ = cos ( π 3 φ ) 10,000 3 e i φ ,

where

ν + ( 0 , r 2 ) = π 6 φ π 3 = ν + ( 0 , r 1 ) .

By (115) and (116), for z 20 ( φ ) , we have

(120) z 20 ( φ ) = cos ( ν ( 0 , r 2 ) φ ) c II e i φ = cos ( π 6 φ ) 20,000 3 e i φ ,

where

ν ( 0 , r 2 ) π 2 = π 3 φ < ν ( 0 , r 2 ) = π 6 .

Finally, by equation (117), the segment of the ray z r 10 ( t ) is defined by:

z r 10 ( t ) = t e i ν ( 0 , r 1 ) = t e π i 3 , 0 < t z 1 ( ν ( 0 , r 1 ) ) = ε p * * .

The domain Ω 0 ω and its boundary can be seen in Figure 8. The union Ω 0 ω + Ω 0 ω is then visualized in Figure 9.

Figure 9 
                     To Example 5 – domain 
                           
                              
                              
                                 
                                    
                                       Ω
                                    
                                    
                                       0
                                       ω
                                    
                                    
                                       ‒
                                    
                                 
                                 ∪
                                 
                                    
                                       Ω
                                    
                                    
                                       0
                                       ω
                                    
                                    
                                       +
                                    
                                 
                              
                              {\Omega }_{0\omega }^{&#x2012;}\cup {\Omega }_{0\omega }^{+}
                           
                        .
Figure 9

To Example 5 – domain Ω 0 ω Ω 0 ω + .

6.3 Domain P ( n ) and property P ( n ) P ( n + 1 )

From the previous considerations, we conclude that the solution w n 0 ( z ) is analytically continued on the domain:

P ( n ) Ω n ω P n ω Ω n ω + .

Provided that P ( n ) P ( n + 1 ) , we have P ( n ) P ( n + 1 ) since

(121) Ω n ω + Ω n + 1 , ω .

The last property follows from (47), (48), (56), (96), and (112) because, in the opposite case, the inequality

(122) ν + ( n , r ) + π 2 ( σ 1 ) = ( 2 n + 1 ) π σ 1 + r + π 2 ( σ 1 ) + π 2 ( σ 1 ) < ν ( n + 1 , r ) π 2 ( σ 1 ) = ( 2 ( n + 1 ) + 1 ) π σ 1 r + π 2 ( σ 1 ) π 2 ( σ 1 )

must hold. Simplifying (122), we obtain r < 0 , which contradicts (56), i.e. P ( n ) P ( n + 1 ) contains an open set and, by construction, is a simply connected domain.

Remark 7

In the following, we refer to Example 5. The domain P ( 0 ) is shown in Figure 10. We do not visualize the property (121) in an additional figure since it can be explained by the same one. It was shown above that two disjunct P n 1 ω and P n 2 ω with n 1 n 2 are identical up to their locations in the complex plane or Riemann surface. In much the same way, one can prove that the domains Ω n 1 ω and Ω n 2 ω are identical with the domains Ω n 1 ω + and Ω n 2 ω + . They can differ only by their locations. Since, in Figure 9, we have Ω 0 ω + Ω 0 ω (this intersection is highlighted in blue), the following will be true as well: Ω 1 ω + Ω 0 ω , Ω 0 ω + Ω 1 ω . Note that, for σ = 2 or for a rational σ = m 1 m 2 , where m 1 m 2 = 1 , there exists only a single domain P ( n ) . All others have identical forms and locations. Since σ = 2 , we have n = 0 σ 2 O 1 n = O 10 and O 1 O C O 10 . A circle neighbourhood of the origin is drawn in Figure 11. Its radius r equals z 20 ( 0 ) , where the curve z 20 ( φ ) is defined by formula (120) and by:

r = z 20 ( 0 ) = cos ν ( 0 , r 2 ) c II = cos π 6 20,000 3 0.00013 .

Inequality (49) is now

(123) w ( z ) z O 1 min e k , δ exp a sin ( σ 1 ) r 1 z p 1 = min 1 , δ exp 1 2 z ,

where δ < exp ( 1 2 t * ) and t * = ε p * sin ( σ 1 ) r 1 = 0.00009 .

Figure 10 
                  To Example 5 and Remark 7 – domain 
                        
                           
                           
                              P
                              
                                 (
                                 
                                    0
                                 
                                 )
                              
                              ≔
                              
                                 
                                    Ω
                                 
                                 
                                    0
                                    ω
                                 
                                 
                                    ‒
                                 
                              
                              ∪
                              
                                 
                                    P
                                 
                                 
                                    0
                                    ω
                                 
                              
                              ∪
                              
                                 
                                    Ω
                                 
                                 
                                    0
                                    ω
                                 
                                 
                                    +
                                 
                              
                           
                           P\left(0):= {\Omega }_{0\omega }^{&#x2012;}\cup {P}_{0\omega }\cup {\Omega }_{0\omega }^{+}
                        
                     .
Figure 10

To Example 5 and Remark 7 – domain P ( 0 ) Ω 0 ω P 0 ω Ω 0 ω + .

Figure 11 
                  To Example 5 and Remark 7 – a circle neighbourhood of 
                        
                           
                           
                              z
                              =
                              0
                           
                           z=0
                        
                     .
Figure 11

To Example 5 and Remark 7 – a circle neighbourhood of z = 0 .

We will show that the intersection P ( n ) P ( n + 1 ) contains a part of the ray (18), where

(124) ν = ν * ( n ) ψ ( n ) + π σ 1 = 2 ( n + 1 ) π σ 1 .

This is a consequence of the fact that the angle ν = ν * ( n ) belongs to two intervals, namely, (97) and (113), where n is replaced by n + 1 since the chain of inequalities

ν ( n + 1 , r ) π 2 ( σ 1 ) < ν * ( n ) < ν + ( n , r ) + π 2 ( σ 1 )

holds being equivalent with r < 0 < r . This ray is defined for t ( 0 , t ) , where t is defined by the intersection of loop segments z 2 n + ( ν * ( n ) ) and z 2 , n + 1 ( ν * ( n ) ) , i.e.

t = z 2 n + ( ν * ( n ) ) = z 2 , n + 1 ( ν * ( n ) ) = cos ( ( σ 1 ) r 2 π 2 ) ( σ 1 ) c II 1 ( σ 1 ) .

Moreover, let γ 0 be a fixed number such that

(125) 0 < γ 0 r 1 ,

where r 1 satisfies (56). Then, the domain P ( n ) P ( n + 1 ) contains a sector around the angle ν * ( n ) with centre at the point z = 0 defined by the inequality:

(126) ν * ( n ) γ 0 = 2 ( n + 1 ) π σ 1 γ 0 φ 2 ( n + 1 ) π σ 1 + γ 0 = ν * ( n ) + γ 0

since the inequality

ν ( n + 1 , r ) π 2 ( σ 1 ) ν + ( n , r ) + π 2 ( σ 1 )

is equivalent to ν * ( n ) r < ν * ( n ) + r and, therefore,

(127) ν * ( n ) r < ν * ( n ) γ 0 < ν * ( n ) + γ 0 < ν * ( n ) + r .

Inequalities (56) and (127) imply (126).

6.4 Solutions analytically continuable to P ( n ) P ( n + 1 )

The following explanation can be followed in Figures 12 and 13, Example 5, and Remark 8. Let 1 ( n ) P ( n ) and 2 ( n ) P ( n + 1 ) be the segments of two loops of the curve (8) symmetric with respect to the ray (18), defined by (124), starting at the point z = 0 and such that, for every φ satisfying

ν * ( n ) γ 0 < φ < ν * ( n ) + γ 0 ,

where γ 0 satisfies (125), we have

j ( n ) P ( n ) P ( n + 1 ) { z = t e i φ , 0 < t < } , j = 1 , 2 .

Assume as well that, on the curve 1 ( n ) , we have

lim φ ν * ( n ) + γ 0 z ( φ ) = 0 ,

while on the curve 2 ( n ) ,

lim φ ν * ( n ) γ 0 z ( φ ) = 0 .

To define the curve 1 ( n ) , we put

(128) ν 0 = ν 0 1 π 2 + ( σ 1 ) γ 0 ,

and to define the curve 2 ( n ) , we put

(129) ν 0 = ν 0 2 π 2 ( σ 1 ) γ 0

in (8). Then, the point of intersection M n = 1 ( n ) 2 ( n ) lies on the ray (18) defined by angle (124). This is a consequence of the following computation if φ = ν * ( n ) . For 1 ( n ) , we have

cos ( ν 0 1 ( σ 1 ) ν * ( n ) ) = cos ( π 2 + ( σ 1 ) γ 0 ) .

In the case of 2 ( n ) , we obtain the same result since

cos ( ν 0 2 ( σ 1 ) ν * ( n ) ) = cos ( π 2 ( σ 1 ) γ 0 ) .

The symmetry property can be proved in much the same way. The equations defining the curves 1 ( n ) and 2 ( n ) are

z 1 ( n ) ( φ ) = cos ( π 2 + ( σ 1 ) ( γ 0 φ ) ) ( σ 1 ) c 1 ( σ 1 ) e i φ

and

z 2 ( n ) ( φ ) = cos ( π 2 ( σ 1 ) ( γ 0 + φ ) ) ( σ 1 ) c 1 ( σ 1 ) e i φ ,

where ν * ( n ) γ 0 < φ ν * ( n ) + γ 0 . In both cases, we assume that the parameter c is identical and sufficiently large. A suitable value of c can be determined, e.g., as the solution of equation:

(130) z 2 n + ( ψ ( n ) + π ( σ 1 ) ) = z 1 ( n ) ( ν + ( n , r 2 ) ) .

Figure 12 
                  To Example 5 and Remark 8 – a circle neighbourhood of 
                        
                           
                           
                              z
                              =
                              0
                           
                           z=0
                        
                     .
Figure 12

To Example 5 and Remark 8 – a circle neighbourhood of z = 0 .

Figure 13 
                  To Example 5 and Remark 8 – a circle neighbourhood of 
                        
                           
                           
                              z
                              =
                              0
                           
                           z=0
                        
                      – zoom.
Figure 13

To Example 5 and Remark 8 – a circle neighbourhood of z = 0 – zoom.

Remark 8

We use Example 5 again to visualize curves 1 ( 0 ) and 2 ( 0 ) . Knowing that domains of the type P ( n ) have the same form, without loss of generality, we can use the previous constructions. Therefore, for clarity, we do not replace the value n = 0 with n = 1 (except for P ( 1 ) ). Both curves are visualized in Figures 12 and 13 (highlighted in blue and in red), where, by formula (124), ν * ( 0 ) = 2 π and γ 0 = r 1 = π 6 . Curves z 20 ± ( φ ) are defined by formulas (119) and (120). Solving equation (130), where n = 0 , leads to c = c II . The formulas for 1 ( 0 ) and 2 ( 0 ) are

z 1 ( φ ) = cos ( π 2 + γ 0 φ ) c II e i φ = cos ( π 3 φ ) 20,000 3 e i φ

and

z 2 ( φ ) = cos ( π 2 γ 0 φ ) c II e i φ = cos ( π 3 φ ) 20,000 3 e i φ ,

where π 6 < φ π 6 .

Assuming that φ varies within the domain described by the inequalities:

ν * ( n ) γ φ ν * ( n ) + γ ,

where γ ( 0 , γ 0 ) is fixed, consider the behaviour of solutions of integral curves given by (1) on 1 ( n ) and 2 ( n ) with respect to a fixed cylinder C ( λ ) defined by (24), i.e. with respect to the cylinder:

(131) α 2 + β 2 = e 2 λ .

Initially, we will examine the case of the curve 1 ( n ) showing that any integral curve intersecting the lateral surface of cylinder (131) or its lower base defined by the plane

(132) φ = ν * ( n ) γ

remains inside the cylinder if φ increases. We assign to each point on the lower base of the cylinder a point lying in the plane

(133) φ = ν * ( n )

being defined as its mapping by the corresponding integral curve when φ starts with the value (132) and ends with the value (133). Such a behaviour of integral curves is a consequence of Lemma 1, (i) where the geometrical meaning is given by inequalities (26) and (27), since

sin ν 0 = sin ν 0 1 = sin ( π 2 + ( σ 1 ) γ ) < 0 .

This inequality holds, we refer to (125), (128), and also to Remark 1. The aforementioned mapping is continuous implementing a one-to-one correspondence between the lower base, i.e. the set

{ ( φ , α , β ) : φ = ν * ( n ) γ , α 2 + β 2 e 2 λ }

and a simply connected nonempty domain T * ( n ) such that

T * ( n ) { ( φ , α , β ) : φ = ν * ( n ) , α 2 + β 2 e 2 λ } .

In addition, to each point of the domain T * ( n ) , there corresponds a solution to (1), which is analytical on 1 ( n ) .

On 2 ( n ) , one can proceed in much the same way. Any integral curve intersecting the lateral surface of cylinder (131) or its upper base defined by the plane

(134) φ = ν * ( n ) + γ ,

remains inside the cylinder if φ decreases. We assign to each point on the upper base of the cylinder a point on the plane

(135) φ = ν * ( n )

as a result of mapping along the corresponding integral curve when φ starts with the value (134) and ends with the value (135). Such a behaviour of integral curves is a consequence of Lemma 1, (ii) where the geometrical meaning is characterized by inequalities (26) and (27) since, due to (125) and (129),

sin ν 0 = sin ν 0 2 = sin ( π 2 ( σ 1 ) γ ) > 0 .

In this case, the upper base of cylinder (131), i.e. the set

{ ( φ , α , β ) : φ = ν * ( n ) + γ , α 2 + β 2 e 2 λ }

is mapped into a simply connected nonempty domain T * * ( n ) such that

T * * ( n ) { ( φ , α , β ) : φ = ν * ( n ) , α 2 + β 2 e 2 λ } .

By construction, to each point of the domain T * * ( n ) , there corresponds a solution to (1) analytical on 2 ( n ) .

Neither of the domains T * ( n ) and T * * ( n ) will degenerate to a point being a closed neighbourhood of the point ( ν * ( n ) , 0 , 0 ) in the plane

{ ( φ , α , β ) : φ = ν * ( n ) , α , β R }

since the system (16), (17) has a trivial solution ( φ , α , β ) = ( φ , 0 , 0 ) for

ν * ( n ) γ φ ν * ( n ) + γ .

Thus, the set T ( n ) T * ( n ) T * * ( n ) is compact two-dimensional. By the construction, to each point of the domain T ( n ) , there corresponds a solution to (1) analytical on 1 ( n ) and 2 ( n ) . This means that the solution is analytical on P ( n ) P ( n + 1 ) . Within the domain P ( n ) , this solution has properties described previously for a solution w n 0 ( z ) and, within domain P ( n + 1 ) , such a solution w n + 1 0 ( z ) has, as our constructions do not depend on n , the same properties as indicated for the solution w n 0 ( z ) defined on P ( n ) . Denoting such a solution by w n , n + 1 0 ( z ) , we replace by it the previously considered solution w n 0 ( z ) . Since T ( n ) is a two-dimensional set, there exist infinitely many solutions of this type.

6.5 Solutions analytically continuable to P ( n ) P ( n + 1 ) P ( n + 2 )

Let us repeat the considerations of the previous section for the domain:

P ( n + 1 ) P ( n + 2 ) .

Now, adapting the previous notation, the set T ( n + 1 ) T * ( n + 1 ) T * * ( n + 1 ) is compact two-dimensional. By the construction, to each point of the domain T ( n + 1 ) , there corresponds a solution to (1) analytical on 1 ( n + 1 ) and 2 ( n + 1 ) . Thus, such a solution is analytical on P ( n + 1 ) P ( n + 2 ) . Within the domain P ( n + 1 ) , this solution has the above-described properties and, within the domain P ( n + 2 ) , such a solution has, as our constructions do not depend on n , the same properties as indicated for P ( n + 1 ) .

Then, there exists a compact two-dimensional set T 1 ( n ) T ( n ) (we argue in much the same way as earlier) such that, through every point of the domain T 1 ( n ) , a solution to (1) passes analytical on P ( n ) P ( n + 1 ) P ( n + 2 ) . Denoting such a solution by w n , n + 2 0 ( z ) , replace by it the previously considered solution w n , n + 1 0 ( z ) . Since T 1 ( n ) is a two-dimensional set, there exist infinitely many solutions of this type.

6.6 Solutions analytically continuable to P ( n ) P ( n + N )

Let the above-mentioned construction be carried out for each fixed integer n and let N be an arbitrary natural number. As a result, one can always find an infinite set of solutions to (1) that are analytical on the domain:

(136) P ( n ) P ( n + 1 ) P ( n + 2 ) P ( n + N ) .

If σ is an integer, then, for n = 0 and N = σ 1 , the cycle (136) closes since P ( σ 1 ) = P ( 0 ) . Then, we obtain an infinite set of solutions that are analytical in the domain:

P ( 0 ) P ( 1 ) P ( 2 ) P ( σ 2 ) P ( σ 1 ) ,

where P ( 0 ) = P ( σ 1 ) .

If σ is a rational number, σ = m 1 m 2 , then, for n = 0 and N = m 1 m 2 , the cycle closes on the Riemann surface of the function z 1 m 2 since P ( m 1 m 2 ) = P ( 0 ) . Then, we obtain an infinite set of solutions that are analytical in the domain:

P ( 0 ) P ( 1 ) P ( m 1 m 2 1 ) P ( m 1 m 2 ) ,

where P ( 0 ) = P ( m 1 m 2 ) .

If σ is an irrational number, then the cycle does not close. Therefore, we can only say that, for an arbitrary natural number N and an integer n = n 0 , there exists an infinite set of solutions to (1) that are analytical in the union of a finite number of domains:

P ( n 0 ) P ( n 0 + 1 ) P ( n 0 + 2 ) P ( n 0 + N )

located on the Riemann surface of the logarithmic function.

7 Example

Let, in an equation (1), σ = 3 , a = 1 , and M = 2 . Let ρ = 1 and k = 0 . By (50), we have

ν = ψ ( n ) = ( 2 n + 1 ) π σ 1 = ( 2 n + 1 ) π 2 ,

and there are two different values for n = 0 , 1 in the complex plane C , ψ ( 0 ) = π 2 and ψ ( 1 ) = 3 π 2 . The respective constructions can be seen in Figure 14. In accordance with (23), put

0 < ε 0 = 0.02 < min ρ , a 2 M = min { 1 , 0.25 } = 0.25 .

Next, we apply formula (34) with p = 3 2 ( 1 , σ ) and μ = 1 4 < min { 1 , σ p ) putting

ε p * = 0.00018 < min 1 , 1 8 + 1 2 4 = ( 2 17 ) 4 0.00019 .

Let ω = 0.0001 < ε p * and c = 1 0 8 4 . Then, by (65),

z n * = cos ( σ 1 ) r ( σ 1 ) c 1 ( σ 1 ) = cos 2 r 1 0 8 2 1 2 = 1 0 4 2 cos 2 r ,

and the solution of equation (66)

r 2 = max ω z n * ε p * r = max 1 2 cos 2 r 1.9 r

gives the value r 2 = π 6 . In (58), we set ζ = 1 2 . Then, r 1 = r 2 2 = π 12 . For ν 0 ± defined by formulas (45) and (46) with n = 0 , 1 , we have, by (50),

ν 0 + ( 0 , r 1 ) = 7 π 6 , ν 0 + ( 1 , r 1 ) = 19 π 6 , ν 0 ( 0 , r 1 ) = 5 π 6 , ν 0 ( 1 , r 1 ) = 17 π 6 , ν 0 + ( 0 , r 2 ) = 4 π 3 , ν 0 + ( 1 , r 2 ) = 10 π 3 , ν 0 ( 0 , r 2 ) = 2 π 3 , ν 0 ( 1 , r 2 ) = 8 π 3 .

By (22), we can put ε r ( ν 0 ) = ε 0 sin ν 0 ± ( 0 , r ) = 0.02 sin ν 0 ± ( 0 , r ) , where a dependence on r is emphasized. Because

min r [ r 1 , r 2 ] ε r ( ν 0 ) = min r [ r 1 , r 2 ] 0.02 sin ν 0 ± ( 0 , r ) = 0.02 sin π 6 = 0.01 ,

we can, independently of r , put ε ( ν 0 ) 0.01 . Since, for r = r 1 ,

z n * = cos ( σ 1 ) r 1 ( σ 1 ) c 1 ( σ 1 ) = cos π 6 1 0 8 2 1 2 = 3 2 1 0 8 2 1 2 0.0001316 < ε p * = 0.00019 ,

we can put ε p * * = 3 4 10,000 0.00013 < ε p * = 0.00018 . Inequality (63) holds as well since

1 ( σ 1 ) c 1 ( σ 1 ) = 1 2 c 1 2 = 2 2 1 0 4 0.0000707 < ε ( ν 0 ) = 0.01 .

For completeness, we compute the angles, defined by (47) and (48):

ν + ( 0 , r 1 ) = 5 π 6 , ν + ( 1 , r 1 ) = 11 π 6 , ν ( 0 , r 1 ) = π 6 , ν ( 1 , r 1 ) = 7 π 6 , ν + ( 0 , r 2 ) = 11 π 12 , ν + ( 1 , r 2 ) = 23 π 12 , ν ( 0 , r 2 ) = π 12 , ν ( 1 , r 2 ) = 13 π 12 .

Now, let us construct the domains P 0 ω and P 1 ω . Put c i = 3 4 1 0 8 and c o = 1 12 1 0 8 . The inner boundary of P 0 ω consists of two segments of loops (70) passing through the point z = ω e i π 2 with r = r 1 . The red segment is defined as:

z i r 0 ( φ ) = cos ( ν 0 ( 0 , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ = cos ( 5 π 6 2 φ ) 2 c i 1 2 e i φ ,

where

ν ( 0 , r 1 ) = π 6 < φ π 2 = ψ ( 0 ) ,

while the green one is defined as:

z i g 0 ( φ ) = cos ( ν 0 + ( 0 , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ = cos ( 7 π 6 2 φ ) 2 c i 1 2 e i φ ,

where

ψ ( 0 ) = π 2 φ < 5 π 6 = ν + ( 0 , r 1 ) .

The outer boundary of P 0 ω consists of two segments of loops (70) passing through the point z = ε p * * e i π 2 with r = r 2 . The red segment is defined as:

z o r 0 ( φ ) = cos ( ν 0 ( 0 , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ = cos ( 2 π 3 2 φ ) 2 c o 1 2 e i φ ,

where

ν ( 0 , r 2 ) = π 12 < φ π 2 = ψ ( 0 ) ,

while the green one is defined as:

z o g 0 ( φ ) = cos ( ν 0 + ( 0 , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ = cos ( 4 π 3 2 φ ) 2 c o 1 2 e i φ ,

where

ψ ( 0 ) = π 2 φ < 11 π 12 = ν + ( 0 , r 2 ) .

The inner boundary of P 1 ω consists of two segments of loops (70) passing through the point z = ω e 3 i π 2 with r = r 1 . The red segment is defined as:

z i r 1 ( φ ) = cos ( ν 0 ( 1 , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ = cos ( 17 π 6 2 φ ) 2 c i 1 2 e i φ ,

where

ν ( 1 , r 1 ) = 7 π 6 < φ 3 π 2 = ψ ( 1 ) ,

while the green one is defined as:

z i g 1 ( φ ) = cos ( ν 0 + ( 1 , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ = cos ( 19 π 6 2 φ ) 2 c i 1 2 e i φ ,

where

ψ ( 1 ) = 3 π 2 φ < 11 π 6 = ν + ( 1 , r 1 ) .

The outer boundary of P 1 ω consists of two segments of loops (70) passing through the point z = ε p * * e 3 i π 2 with r = r 2 . The red segment is defined as:

z o r 1 ( φ ) = cos ( ν 0 ( 1 , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ = cos ( 8 π 3 2 φ ) 2 c o 1 2 e i φ ,

where

ν ( 1 , r 2 ) = 13 π 12 < φ 3 π 2 = ψ ( 1 ) ,

while the green one is defined as:

z o g 1 ( φ ) = cos ( ν 0 + ( 1 , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c 1 ( σ 1 ) e i φ = cos ( 10 π 3 2 φ ) 2 c o 1 2 e i φ ,

where

ψ ( 1 ) = 3 π 2 φ < 23 π 12 = ν + ( 1 , r 2 ) .

Figure 15 shows a circle neighbourhood of the origin in C where there exist solutions with the properties indicated in Theorem 1. The radius of the circle r = z 21 + ( 0 ) = 1.5 1 0 4 is computed using the curves constructed in Part 6.2.1. We have

z o g 1 ( ν 0 + ( 1 , r 1 ) ) = cos ( ν 0 + ( 1 , r 2 ) ( σ 1 ) ν 0 + ( 1 , r 1 ) ) ( σ 1 ) c 1 ( σ 1 ) = cos ( 10 π 3 11 π 3 ) 2 c o 1 2 = 3 1 0 4 .

The curve z 11 + ( φ ) is defined as (we refer to formulas (101) and (102))

z 11 + ( φ ) = cos ( ( σ 1 ) ν + ( 1 , r 1 ) ( σ 1 ) φ ) ( σ 1 ) c I 1 ( σ 1 ) e i φ = cos ( 2 ν + ( 1 , r 1 ) 2 φ ) 2 c I ( 1 2 ) e i φ , ν + ( n , r 1 ) φ ν + ( n , r 2 ) ,

where the value of the parameter c I is given by the equations:

cos ( ν 0 + ( 1 , r 2 ) ( σ 1 ) ν + ( 1 , r 1 ) ) ( σ 1 ) c o 1 ( σ 1 ) = cos ( 10 π 3 11 π 3 ) 2 c 0 1 2 = 1 ( σ 1 ) c I 1 ( σ 1 )

and

c I = c o cos π 3 = 1 6 1 0 8 .

The curve z 21 + ( φ ) is defined as (we refer to formulas (103) and (104)):

z 21 + ( φ ) = cos ( ( σ 1 ) ν + ( 1 , r 2 ) ( σ 1 ) φ ) ( σ 1 ) c II 1 ( σ 1 ) e i φ = cos ( 2 ν + ( 1 , r 2 ) 2 φ ) 2 c II 1 2 e i φ , ν + ( 1 , r 2 ) φ < ν + ( 1 , r 2 ) + π 2 ,

where the value of parameter c II is given by the equation:

cos ( 2 ν + ( 1 , r 1 ) 2 ν + ( 1 , r 2 ) ) 2 c I 1 2 = 1 2 c II 1 2

and

c II = c I cos π 6 = 1 3 3 1 0 8 .

Then,

r = z 21 + ( 0 ) = cos ( 2 ν + ( 1 , r 2 ) ) 2 c II 1 2 = cos 23 π 6 2 c II 1 2 = 3 2 2 c II 1 2 = 1.5 1 0 4 .

Since σ = 3 , we have n = 0 σ 2 O 1 n = O 10 O 11 and O 1 O C ( O 10 O 11 ) , we refer to Figure 15. Inequality (49) (being formally the same as Inequality (123)) now has the form:

w ( z ) z O 1 min e k , δ exp a sin ( σ 1 ) r 1 z p 1 = min 1 , δ exp 1 2 z ,

where δ < exp ( 1 2 t * ) and t * = ε p * sin ( σ 1 ) r 1 = 0.00009 .

Figure 14 
               Case 
                     
                        
                        
                           σ
                           =
                           3
                        
                        \sigma =3
                     
                   – domains 
                     
                        
                        
                           
                              
                                 P
                              
                              
                                 0
                                 ω
                              
                           
                        
                        {P}_{0\omega }
                     
                   and 
                     
                        
                        
                           
                              
                                 P
                              
                              
                                 1
                                 ω
                              
                           
                        
                        {P}_{1\omega }
                     
                  .
Figure 14

Case σ = 3 – domains P 0 ω and P 1 ω .

Figure 15 
               Case 
                     
                        
                        
                           σ
                           =
                           3
                        
                        \sigma =3
                     
                   – a circle neighbourhood of point 
                     
                        
                        
                           z
                           =
                           0
                        
                        z=0
                     
                  .
Figure 15

Case σ = 3 – a circle neighbourhood of point z = 0 .

8 Concluding remarks and open problems

Part 5 gives a detailed description of simply connected domains (blow-up holes) of the type O 1 s , O 2 s , O 3 s in the complex plane C or in the related Riemann surfaces, mentioned in Theorems 13. These domains are located between the angles ν ( s , r 1 ) , ν + ( s , r 1 ) , i.e. in the sectors S s defined as:

S s { φ : ν ( s , r 1 ) < φ < ν + ( s , r 1 ) } ,

and, in the constructions, the positive number r 1 can be considered as arbitrarily small. Domains O 1 s , O 2 s , O 3 s were excluded from the neighbourhood of the point z = 0 in Theorem 4, because the property of the boundedness of solutions is violated there. The blow-up effect of solutions and their speed of convergence to infinity (this phenomenon is recently intensively studied for various classes of equations, we refer, e.g., to [1,2,7,11,18,24, 28,29]) can be investigated in these domains with the aid of Lemmas 1 and 2 giving an exponential estimate of the solution moduli tending to infinity. In this study, such an investigation is omitted.

Being geometrical, the method used is suitable for analysing the behaviour of solutions near singular points. When investigating equation (1), two singular systems are considered of ordinary differential equations. The first one is derived as a system along the curves defined by Formula (8), the second one is a system corresponding to rays (18) originating at point z = 0 . For the investigations of ordinary differential equations in a neighbourhood of a singular point (these investigation are closely connected with the “blowing-up” behaviour of solutions) we refer, e.g., to [46,12,1517,25,26,30]. In [5,6,9,10,25,26], a geometrical method is applied. Since rational or irrational singularities, as noted in the introduction, are rarely investigated or such investigations are not known, a challenge for future research is to extend the present geometrical approach to systems of equations induced by (1) in a neighbourhood of the singular point z = 0 generated by the function z σ for any σ > 1 . Of interest may also be the singularities of equations being of different kinds.


,

Acknowledgements

Both authors studied in the seventies at Odessa I. I. Mechnikov National University under the supervision of Professor R. G. Grabovskaya. We are much indebted to her for supervising us in the field of applicability of geometrical methods in qualitative analysis of differential equations leading, in particular, to results presented in this study. This article is dedicated to her memory.

  1. Funding information: Josef Diblík has been supported by the projects of specific university research FAST-S-22-7867 (Faculty of Civil Engineering, Brno University of Technology) and FEKT-S-23-8179 (Faculty of Electrical Engineering and Communication, Brno University of Technology). The research of Miroslava Růžičková was supported by the Polish Ministry of Science and Higher Education under a subsidy for maintaining the research potential of the Faculty of Mathematics, University of Białystok, Poland.

  2. Conflict of interest: The authors state no conflict of interest.

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Received: 2023-07-16
Revised: 2023-10-13
Accepted: 2023-12-01
Published Online: 2024-02-05

© 2024 the author(s), published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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