Abstract
A method of asymptotic integration based on application of a generalized Prüfer transformation is elaborated for a class of Emden–Fowler type equations, and a relationship with two-scale expansion method is established.
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We study the asymptotic behavior at infinity of oscillating solutions to the Emden–Fowler type equations (see [1])
where \(q(t) > 0\) for \(t \in {{\mathbb{R}}_{ + }}\) and λ > 0 is a parameter. Let
Throughout this paper, we consider the class of Eqs. (1) for which
1 REFERENCE EQUATION AND PRÜFER TRANSFORMATION
Let w(x) denote a solution of the reference equation
that satisfies the initial conditions \(w(0)\) = 0 and \(w{\kern 1pt} '(0)\) = 1. Here, w(x) is a periodic function with amplitude A(λ) = \({{\left( {\frac{{\lambda + 1}}{2}} \right)}^{{1/(\lambda + 1)}}}\) and period T(λ) = \(4\frac{{A(\lambda )}}{{\lambda \, + \,1}}B\left( {\frac{1}{{\lambda \, + \,1}},\frac{1}{2}} \right);\) moreover,
To obtain asymptotic representations of solutions to Eq. (1), we use the generalized Prüfer transformation (cf. [2])
where \(\rho (t),\theta (t)\) are new action–angle variables. An important role is played by the quantity
which is an analogue of the Ehrenfest adiabatic invariant (see, e.g., [3]). Note that substitution (4), (5) is nondegenerate, and its Jacobian is given by
where \(\theta (t)\) and \(\rho (t)\) satisfy the system of differential equations
In this context, we note that the generalized Liouville transformation
where C > 0, reduces Eq. (1) to the form
If the expression in curly brackets is sufficiently small at infinity in a certain sense, then it is natural to expect that the solution \(v(\xi (t))\) of the resulting equation is asymptotically equivalent to the solution \(w(\xi (t))\) of the reference equation.
2 ADIABATIC INVARIANT AND ACTION–ANGLE VARIABLES
Statement 1. Under condition (2), for any solution \(u(t)\) of Eq. (1), there exists a limit
which is finite or infinite. Moreover, \(J[u] > 0\) if \(\lambda \leqslant 1,\) and \(J[u] < \infty \) if \(\lambda \geqslant 1.\)
Indeed, if \(u(t)\) is a solution of Eq. (1), then
thus, for arbitrary \(t \geqslant s \geqslant 0\), it is true that
In view of the inequality
which follows from (6), the boundedness of \(I[u](t)\), in view of conditions (2), implies the existence of a limit \(J[u] \geqslant 0\). If \(J[u] = 0,\) then combining (7) and (8) yields the estimate
which holds only if \(\lambda > 1\) (cf. [4]). Thus, in this case, we have the inequality
with constant M(λ) = (λ + 1)2/(λ – 1)(8/(λ + \({{3))}^{{2(\lambda + 1)/(\lambda - 1)}}}\). If \(I[u](t)\) is unbounded as \(t \to \infty ,\) then, once again, by virtue of (7) and (8), we have estimate (9); moreover, it is necessary that \(\lambda < 1\), and, accordingly, in this case,
Statement 2. If \(0 < J[u] < \infty ,\) then the corresponding solution \(u(t)\) of Eq. (1)has the form of (4), (5), where
Indeed, the first limit relation follows directly from Statement 1 and equality (6), while, to prove the second relation, we preliminarily note that, under the assumptions made,
Assuming the opposite, in view of (2), we conclude that the integral
converges. The last is possible only if there exists \(\mathop {\lim \,}\limits_{t \to + \infty } q(t) > 0,\) which is obviously incompatible with the assumption made. From this, by virtue of the differential equation for \(\theta (t)\) and the existence of the first integral (3), it follows that \(\theta (t) \to \infty \) as \(t \to \infty \); moreover, we have the limit relation
Corollary 1. For \(\lambda = 1,\) formulas (4) and (5) yield well-known WKB asymptotics for solutions of the linear equation
Statement 3. For an arbitrary \({{\rho }_{\infty }} > 0,\) Eq. (1)has a solution \(u(t)\) of the form (4), (5), where
Indeed, by Statement 2, it suffices to show that the functional \(J[u]\) takes all possible positive values. For fixed \(C > 0\) and \(\varepsilon > 0,\) we choose \(T > 0\) such that
Let \(u(t)\) be a solution of Eq. (1) satisfying the condition \(I[u](T) = C.\) Then, according to (7) and (8), for \(t \geqslant T,\) we have \({\text{|}}I[u](t) - C{\text{|}} < \varepsilon \) and, hence, \({\text{|}}J[u] - C{\text{|}} \leqslant \varepsilon .\) Now we choose \({{C}_{0}},{{C}_{1}}\), and \(\varepsilon \) such that C0 + ε < C < \({{C}_{1}} - \varepsilon ,\) and construct solutions \({{u}_{0}}(t)\) and \({{u}_{1}}(t)\) of Eq. (1) for which \(J[{{u}_{0}}] \leqslant {{C}_{0}} + \varepsilon \) and \(J[{{u}_{1}}] \geqslant {{C}_{1}} - \varepsilon ,\) respectively. Let \({{u}_{\tau }}(t)\) be the one-parameter family of solutions to Eq. (1) with initial conditions uτ(0) = \((1 - \tau ){{u}_{0}}(0) + \tau {{u}_{1}}(0)\) and \(u_{\tau }^{'}(0) = (1 - \tau )u_{0}^{'}(0) + \tau u_{1}^{'}(0),\) where \(\tau \in [0,1].\) By the theorem on continuous dependence of the solution of the Cauchy problem on initial data, \(J[{{u}_{\tau }}]\) is a continuous function of the parameter τ and, hence, it takes the given value C on the interval [0, 1]
Along with \(I[u](t),\) for the solution \(u(t)\) of Eq. (1), we introduce the quantity
whose logarithmic derivative is given by (lnE[u](t))' = \( - \frac{{u{\kern 1pt} '{{{(t)}}^{2}}}}{{E[u](t)}}\frac{{q{\kern 1pt} '(t)}}{{q{{{(t)}}^{2}}}},\) and, as a consequence,
Let
so that \(q(t) = {{q}_{ + }}(t) - {{q}_{ - }}(t),\) where \(q_{ \pm }^{'}(t) \geqslant 0.\) Thus, the following result is true.
Statement 4. For arbitrary \(s \leqslant t\), the following two-sided estimate holds:
3 EQUATIONS WITH QUALIFIED ASYMPTOTICS OF SOLUTIONS
Combining Statements 1–4 with estimates (10) and (11) in the cases \(\lambda > 1\) and \(\lambda < 1\), respectively, we formulate the conditions under which all solutions of Eq. (1) have the form of (4), (5).
Theorem 1. Suppose that \(q(t) \in {{{\text{C}}}^{2}}({{\mathbb{R}}_{ + }})\) and condition (2) is satisfied. If \(\lambda < 1,\) then assume additionally that
while, if \(\lambda > 1,\) then assume that
Then any solution \(u(t)\) of Eq. (1)has the form of (4), (5), where \(\rho (t)\) and \(\theta (t)\) satisfy asymptotic relations (12).
In fact, the conditions of Theorem 1 mean some regularity of the behavior of the coefficient \(q(t)\) at infinity. If \(q(t)\) increases monotonically, then condition (2) in Theorem 1 can be replaced by the assumption that the integral
converges; then the additional constraints (14), (15) hold automatically (see [4]). The class of Eqs. (1) satisfying the condition \({{\widehat S}_{\lambda }}(t) < \infty \) with solutions \(u(t)\) representable by asymptotic formulas (4) and (5) can be expanded so that the component \({{q}_{ - }}(t)\) in the corresponding expansion \(q(t) = {{q}_{ + }}(t) - {{q}_{ - }}(t)\) is subordinate, in a certain sense, to \({{q}_{ + }}(t).\)
Theorem 2. Suppose that \({{\widehat S}_{\lambda }}(t) < \infty ,\) there exists a monotonically increasing function \(\hat {q}(t)\) such that \(q(t) \geqslant \hat {q}(t)\) > 0, the ratio \(\frac{{q(t)}}{{\hat {q}(t)}}\) is bounded, and
Then any solution \(u(t)\) of Eq. (1) has the form of (4), (5), where \(\rho (t)\) and \(\theta (t)\) satisfy asymptotic relations (12).
For \(\lambda < 1,\) the convergence of the integral \({{\widehat S}_{\lambda }}(t)\) obviously implies the existence of a finite limit \(\mathop {\lim }\limits_{t \to + \infty } q{\kern 1pt} '(t)q{{(t)}^{{ - 3/2}}}\) = c. Indeed, if \(c > 0,\) then \(q{\kern 1pt} '(t)q{{(t)}^{{ - 3/2}}}\) > c/2 starting at some sufficiently large \({{t}_{0}},\) which, after integration, immediately leads to a contradiction:
If \(c < 0,\) then \(q{\kern 1pt} '(t)q{{(t)}^{{ - 3/2}}} < \frac{c}{2}\) for \(t \geqslant {{t}_{0}}\); therefore,
whence \(q(t) \to 0\) as \(t \to \infty \). The last is incompatible with the existence of a monotonically increasing positive function \(\hat {q}(t) \leqslant q(t)\); thus, c = 0 and, a fortiori, \(\alpha (t) \to 0\) as \(t \to \infty ,\) since \(q(t)\) is bounded away from zero. Sending \(t\) to infinity in the equality
and taking into account the condition \({{\widehat S}_{\lambda }}(t) < \infty ,\) we conclude that
hence, the assumptions of the theorem ensure that condition (2) holds. Finally, we note that
since
Therefore, since the ratio \(\frac{{q(t)}}{{\hat {q}(t)}}\) is bounded, condition (16) ensures that (14) holds and, thus, Theorem 1 is applicable in this case.
By analogy with the previous case, for \(\lambda > 1\), the convergence of the integral \({{\widehat S}_{\lambda }}(t)\) implies that \(\mathop {\lim }\limits_{t \to + \infty } q{\kern 1pt} '(t)q{{(t)}^{{ - (\lambda + 2)/(\lambda + 1)}}}\) = 0. Therefore, since \(q(t)\) is bounded away from zero, we have \(\alpha (t) \to 0\) as \(t \to \infty .\) Passing to the limit as \(t \to \infty \) in the equality
with use of the condition \({{\widehat S}_{\lambda }}(t) < \infty ,\) we again obtain (17) and, hence, condition (2) is satisfied. Next, we establish the estimate
where
Finally, taking into account the boundedness of the ratio \(\frac{{q(t)}}{{\hat {q}(t)}}\) and the equality
we conclude that, in the case under consideration, when \(\lambda > 1,\) condition (16) ensures that (15) holds; thus, under the assumptions made, Theorem 1 is again applicable. The class of coefficients of Eq. (1) that satisfy the conditions of Theorem 2 consists of \(q(t)\) such that \({{\widehat S}_{\lambda }}(t) < \infty \) and \(\int\limits_{}^\infty {\frac{{d{{q}_{ - }}(s)}}{{q(s)}}} < \infty .\)
Somewhat different are the conditions ensuring the asymptotic behavior (4), (5) for solutions of Eq. (1) of the considered type if the coefficient q(t) is monotonically decreasing (see [4]). In this case, condition (2) in Theorem 1 can be replaced by the requirement for the convergence of the integral
and, once again, additional constraints (14), (15) hold automatically. The class of Eqs. (1) satisfying the condition \({{\widetilde S}_{\lambda }}(t) < \infty \) with solutions \(u(t)\) representable by asymptotic formulas (4), (5) is stable with respect to a small (in a sense) perturbation of the monotonicity property of the coefficient \(q(t).\)
Theorem 3. Suppose that \({{\widetilde S}_{\lambda }}(t) < \infty ,\) there exists a monotonically decreasing function \(\tilde {q}(t)\) such that \(\tilde {q}(t) \geqslant q(t) > 0\) and the ratio \(\frac{{\tilde {q}(t)}}{{q(t)}}\) is bounded,
and, additionally, \(\mathop {\lim }\limits_{t \to + \infty } q{\kern 1pt} '(t)q{{(t)}^{{ - (\lambda + 2)/(\lambda + 1)}}} = 0\) for \(\lambda < 1\) and \(\mathop {\lim }\limits_{t \to + \infty } q{\kern 1pt} '(t)q{{(t)}^{{ - 3/2}}} = 0\) for \(\lambda > 1.\) Then any solution \(u(t)\) of Eq. (1) has the form of (4), (5), where \(\rho (t)\) and \(\theta (t)\) satisfy asymptotic relations (12).
It is well known (see, e.g., [4]) that the convergence of the integral
ensures the existence of a solution of Eq. (1) with asymptotics
In view of this, we conclude that the conditions of Theorem 3 are tight in the power scale of coefficients \(q(t) = {{t}^{\gamma }}.\) Indeed, for \(\lambda \geqslant 1\), the condition \({{\widetilde S}_{\lambda }}(t) < \infty \) holds if \(\gamma > - 2,\) but, if \(\gamma < - 2\), then the corresponding equation (1) has a solution of the form \(u(t) = 1 + o(1),\) \(t \to \infty ,\) for which \(J[u] = 0\) and asymptotic formulas (4), (5) do not hold. In turn, for \(\lambda \leqslant 1\), the condition \({{\widetilde S}_{\lambda }}(t) < \infty \) is satisfied if \(\gamma > - (\lambda + 1),\) but, if γ < \( - (\lambda + 1)\), then Eq. (1) has a solution with asymptotics \(u(t) = t(1 + o(1)),\) \(t \to \infty ,\) for which \(J[u] = \infty \) and once again representation (4), (5) does not hold. Finally, for λ = 1 and \(\gamma = - 2\) in the case of linear equation (1), the WKB formula is also not applicable for describing the behavior of its solution u(t) = \(\sqrt t {\text{sin}}(\sqrt 3 t{\text{/}}2)\).
4 RELATIONSHIP WITH THE TWO-SCALE EXPANSION METHOD
Within the framework of a nonlinear modification of the WKB method (see [5, 6]), a solution of the equation
with small values of the parameter \(\varepsilon \) is sought in the form of an asymptotic series
This approach is known as the two-scale expansion method, where, in addition to the initial “slow” time t, the “fast” variable \(\tau = \xi (t){\text{/}}\varepsilon \) is introduced. By substituting the two-scale expansion (19) into (18) and setting the coefficients of successive powers of \(\varepsilon \) to zero, we derive a recurrence system of equations for \({{u}_{n}}(\tau ,t),\) the first two of which are given by
Equation (20) contains two unknown functions, \({{u}_{0}}(\tau ,t)\) and \(\xi (t),\) which can be found only by analyzing Eq. (21) for the first correction term \({{u}_{1}}(\tau ,t).\) When Eq. (20) has a periodic solution \({{u}_{0}}(\tau ,t)\) with a period \(T = T(t),\) Eq. (21) has a \(T\)-periodic solution \({{u}_{1}}(\tau ,t)\) if and only if
(see, e.g., [6]). Thus, to determine \({{u}_{0}}(\tau ,t)\) and \(\xi (t),\) Eq. (20) has to be supplemented with condition (22). By applying this approach, we can effectively find the leading term \({{u}_{0}}(\xi (t{\text{)/}}\varepsilon ,t)\) of asymptotic expansion (19), which is a nonlinear analogue of the WKB asymptotics. Of course, for the Emden–Fowler type equation (18), the corresponding result agrees with formulas (4), (5).
Proposition 1. If \(f(t,u) = q(t){\text{|}}u{{{\text{|}}}^{\lambda }}{\text{sgn}}u,\) where \(q(t) > 0,\) for an arbitrary \(C > 0\), Eq. (18)has a formal asymptotic solution (19) with the leading term
where \(w(x)\) is a solution of the reference equation.
In the case under consideration, a solution of Eq. (20) is sought in the form \({{u}_{0}}(\tau ,t) = a(t)w(\tau ),\) where \(a(t) > 0.\) Moreover, \(\xi {\kern 1pt} '{{(t)}^{2}} = q(t)a{{(t)}^{{\lambda - 1}}},\) and relation (22) transforms into
which implies that \(a{{(t)}^{2}}\xi {\kern 1pt} '(t) = {\text{const}}\) is a constant parametrizing the family of formal asymptotic solutions. Fixing this constant, we find
Thus, for the leading term of asymptotic expansion (19), we have obtained the closed-form formula \({{u}_{0}}(\xi (t){\text{/}}\varepsilon ,t) = a(t)w(\xi (t){\text{/}}\varepsilon )\), which agrees with (4), (5).
The next perturbative corrections can be determined from a recurrence system of inhomogeneous linear equations for \({{u}_{n}}(\tau ,t)\) in which the slow time t plays the role of a parameter. For applications of the two-scale expansion method, see, for example, [7, 8].
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Funding
Stepin’s research was supported by the Russian Foundation for Basic Research (project no. 19-01-00474), and Shafarevich’s research was supported by the Russian Science Foundation (grant no. 21-11-00341).
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Translated by I. Ruzanova
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Stepin, S.A., Shafarevich, A.I. WKB Method for Nonlinear Equations of Emden–Fowler Type. Dokl. Math. 105, 39–44 (2022). https://doi.org/10.1134/S1064562422010112
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DOI: https://doi.org/10.1134/S1064562422010112