Abstract
In this article, we investigate the Gevrey and summability properties of the formal power series solutions of some inhomogeneous linear Cauchy-Goursat problems with analytic coefficients in a neighborhood of \((0,0)\in \mathbb {C}^{2}\). In particular, we give necessary and sufficient conditions under which these solutions are convergent or are k-summable, for a convenient positive rational number k, in a given direction.
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Notes
We denote \(\widetilde {q}\) with a tilde to emphasize the possible divergence of the series \(\widetilde {q}\).
See Remark 1.
See Remark 5.
In Appendix page 32, we present various results of the general theory of the Gevrey asymptotic expansions in the framework of the formal power series in \(\mathcal {O}(D_{\rho _2})[[t]]\).
A subsector Σ of a sector Σ′ is said to be a proper subsector and one denotes Σ ⋐Σ′ if its closure in \(\mathbb {C}\) is contained in Σ′∪{0}.
Of course, this case occurs if and only if i∗ < κ.
This set makes sense since, thanks to Remark 9, we have \(Ii^{\ast }>\kappa -i^{\ast }\geqslant i-i^{\ast }\).
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Appendix:: Gevrey asymptotic
Appendix:: Gevrey asymptotic
In this IAppendix, we present various results of the general theory of the Gevrey asymptotic expansions in the framework of the formal power series in \(\mathcal {O}(D_{\rho _2})[[t]]\).
1.1 s-Gevrey asymptotic
Still considering t as the variable and x as a parameter, one extends, in the similar way as the s-Gevrey formal series (see Definition 2), the classical notion of Gevrey asymptotic to a formal series in \(\mathbb {C}[[t]]\) to the one of Gevrey asymptotic to a formal series in \(\mathcal {O}(D_{\rho _{2}})[[t]]\) in requiring similar conditions, the estimates being however uniform with respect to x.
Definition 5 (s-Gevrey asymptotic)
Let \(s\geqslant 0\) and Σ be an open sector with vertex \(0\in \mathbb {C}\). A function u(t, x) holomorphic on a domain Σ × Dρ for some ρ > 0 is said to be Gevrey asymptotic of order s (in short, s-Gevrey asymptotic) to a formal series\(\displaystyle {\sum }_{j\geqslant 0}u_{j,\ast }(x)\frac {t^{j}}{j!}\in \mathcal {O}(D_{\rho _{2}})[[t]]\)on Σ if there exists 0 < r2 < min(ρ, ρ2) such that, for any proper subsector Σ′ ⋐ Σ, there exist two positive constants C > 0 and K > 0 such that, for all \(J\geqslant 1\) and all t ∈Σ′:
A series which is the s-Gevrey asymptotic expansion of a function is said to be an s-Gevrey asymptotic series on Σ.
Remark 12
If any exists, the s-Gevrey asymptotic series is unique.
Proposition 7
Let\(s\geqslant 0\)be.Then, a s-Gevrey asymptotic series on a sectorΣ is a s-Gevrey series.
Proof
Let \(\widetilde {u}(t,x)=\displaystyle {\sum }_{j\geqslant 0}u_{j,\ast }(x)\frac {t^{j}}{j!}\in \mathcal {O}(D_{\rho _{2}})[[t]]\) be a s-Gevrey asymptotic series of a function u(t, x) on Σ. We want to prove that there exist positive constants \(0<r_{2}^{\prime \prime }<\rho _{2}\), C″ > 0 and K″ > 0 such that, for all \(J\geqslant 0\),
Let r2 > 0 be as in Definition 5 and let us choose Σ′ ⋐ Σ a proper subsector of Σ. For any \(J\geqslant 1\), we derive from condition (1) applied twice to the relation
the following inequality
where R > 0 denotes the radius of Σ′. Applying then the relation between the Gamma and the Beta functions to Γ(1 + sJ)J! = Γ(1 + sJ)Γ(1 + J), we get
hence, the inequalities
In the same way, and using besides the increase of the Gamma function on [2, + ∞[, we have
where S is an integer \(\geqslant s\); hence,
with convenient constants A, B > 0 independent of J. Consequently, there exist C′, K′ > 0 such that the following inequalities
hold for all \(J\geqslant 1\). Condition (2) follows then by choosing
This ends the proof. □
Following Proposition 8 gives us a characterization of the s-Gevrey asymptotic in terms of conditions on the successive derivatives \({\partial _{t}^{J}} u\) of the function u with respect to t.
Proposition 8
Let\(s\geqslant 0\)andΣ be an open sectorwith vertex\(0\in \mathbb {C}\). Then, afunctionu(t, x) holomorphicon a domain Σ × Dρfor someρ > 0 is s-Gevrey asymptoticto a formal series\(\widetilde {u}(t,x)=\displaystyle {\sum }_{j\geqslant 0}u_{j,\ast }(x)\frac {t^{j}}{j!}\in \mathcal {O}(D_{\rho _{2}})[[t]]\)onΣ if and onlyif there exists 0 < r2 < min(ρ, ρ2) such that
- 1.
For any |x| ≤ r2,the mapt↦u(t, x) has\(\widetilde {u}(t,x)\)asTaylor series at 0 on Σ,
- 2.
For any proper subsector Σ′ ⋐ Σ,there exist two positive constantsC > 0 andK > 0 such that,for all\(J\geqslant 0\)and allt ∈Σ′,
$$\sup_{\left\vert x\right\vert\leqslant r_{2}}\left\vert{\partial_{t}^{J}}u(t,x)\right\vert\leqslant CK^{J}{\Gamma}(1+(s + 1)J \null). $$
Proof
⊲ Necessary condition. Let us suppose that u(t, x) is s-Gevrey asymptotic to \(\widetilde {u}(t,x)\) on Σ and let us prove Conditions 1 and 2 of Proposition 8.
Due to Definition 5, Condition 1 is straightforward. To prove Condition 2, we consider 0 < r2 < min(ρ, ρ2) as in Definition 5 and a proper subsector Σ′ ⋐ Σ and we choose a radius \(0<r_{2}^{\prime }<r_{2}\), a sector Σ″ such that Σ′ ⋐ Σ″ ⋐ Σ and a positive constant δ > 0 small enough so that, for all t ∈Σ′, the closed disc centered at t with radius |t|δ be contained in Σ″. Then, the Cauchy integral formula implies
for all \(J\geqslant 0\), all t ∈Σ′ and all \(\left \vert x\right \vert \leqslant r_{2}^{\prime }\). Indeed, the sum is 0 when J = 0 and the J-th derivative of a polynomial of degree J − 1 is 0 too when \(J\geqslant 1\). Hence,
with C′ = eC and \(K^{\prime }=e^{s + 1}K\left (1+\frac {1}{\delta }\right )\). Indeed, we have previously seen in the proof of Proposition 7 that Γ(1 + sJ)J! ≤ e1+(s+ 1)JΓ(1 + (s + 1)J). This proves Condition 2 and, consequently, the necessary condition.⊲ Sufficient condition. Let us now suppose that Conditions 1 and 2 are satisfied and let us prove condition (1) of Definition 5. To do that, let us consider a proper subsector Σ′ ⋐ Σ.
For any fixed |x| ≤ r2, the map t↦u(t, x) admits the Taylor expansion with integral remainder
for all \(J\geqslant 1\), all t ∈Σ′ and all t0 ∈Σ′. Due to Condition 1, \(\underset {t_{0}\in {\Sigma }^{\prime }}{\underset {t_{0}\rightarrow 0}{\lim }} \frac {\partial ^{j} u}{\partial t^{j}}(t_{0},x)\) exists for all \(j\geqslant 0\) and is equal to uj,∗(x). Therefore, the limits of the left-hand and of the right-hand sides of (3) both exist when t0 → 0 and we have
for all \(J\geqslant 1\), all t ∈Σ′ and all |x| ≤ r2. Hence, applying Condition 2:
for all \(J\geqslant 1\) and all t ∈Σ′. Condition (3) follows then from the inequality
which stems from the relations
and
This proves the sufficient condition; hence, Proposition 8. □
In the sequel, we denote by
\(\overline {\mathcal {A}}_{s}({\Sigma }, D_{\rho _{2}})\) the set of all the functions which are s-Gevrey asymptotic on Σ to a formal series of \(\mathcal {O}(D_{\rho _{2}})[[t]]\);
\(T_{s;{\Sigma },D_{\rho _{2}}}:\overline {\mathcal {A}}_{s}({\Sigma }, D_{\rho _{2}})\longrightarrow \mathcal {O}(D_{\rho _{2}})[[t]]_{s}\) the map which assigns to each \(u(t,x)\in \overline {\mathcal {A}}_{s}({\Sigma }, D_{\rho _{2}})\) its s-Gevrey asymptotic series.
Observe that \(T_{s;{\Sigma },D_{\rho _{2}}}\) is well-defined due to Remark 12 and Proposition 8. Following Proposition 9 specifies the algebraic properties of \(\overline {\mathcal {A}}_{s}({\Sigma }, D_{\rho _{2}})\) and \(T_{s;{\Sigma },D_{\rho _{2}}}\).
Proposition 9
Let\(s\geqslant 0\)andΣ be an open sectorwith vertex\(0\in \mathbb {C}\).
- 1.
\((\overline {\mathcal {A}}_{s}({\Sigma }, D_{\rho _{2}}),\partial _{t},\partial _{x})\)isa\(\mathbb {C}\)-differentialalgebra stable under the anti-derivations\(\partial _{t}^{-1}\)and\(\partial _{x}^{-1}\).
- 2.
The map\(T_{s;{\Sigma },D_{\rho _{2}}}:\overline {\mathcal {A}}_{s}({\Sigma }, D_{\rho _{2}})\longrightarrow \mathcal {O}(D_{\rho _{2}})[[t]]_{s}\)isa homomorphism of\(\mathbb {C}\)-differentialalgebras for the derivations∂tand∂x.Moreover, it commutes with the anti-derivations\(\partial _{t}^{-1}\)and\(\partial _{x}^{-1}\).
Proof
The proof is the same that the one given in [43, Prop. 2]. □
1.2 The s-Gevrey Borel-Ritt Theorem
Theorem 4
Supposing that Σ has opening ≤ πs.Then, the map\(T_{s;{\Sigma },D_{\rho _{2}}}\)isonto.
Proof
It is sufficient to consider a sector Σ with opening πs. Moreover, by means of a rotation, we can besides assume that Σ is bisected by the direction 𝜃 = 0. We denote by R its radius.
Let \(\widetilde {u}(t,x)=\displaystyle {\sum }_{j\geqslant 0}u_{j,\ast }(x)\frac {t^{j}}{j!}\in \mathcal {O}(D_{\rho _{2}})[[t]]_{s}\) a s-Gevrey formal series. By assumption, the coefficients uj,∗(x) satisfy the following two conditions:
\(u_{j,\ast }(x)\in \mathcal {O}(D_{\rho _{2}})\) for all \(j\geqslant 0\),
There exist 0 < r2 < ρ2, C > 0 and K > 0 such that |uj,∗(x)| ≤ CKjΓ(1 + (s + 1)j) for all \(j\geqslant 0\) and |x|≤ r2.
Therefore, the series \(\widehat {u}(\tau ,x)=\displaystyle {\sum }_{j\geqslant 0}\frac {u_{j,\ast }(x)\tau ^{j}}{{\Gamma }(1+sj)j!}\) converges for all \((\tau ,x)\in D_{\rho }\times D_{r_{2}}\), where ρ is the radius of convergence of \(\displaystyle {\sum }_{j\geqslant 0}\frac {{\Gamma }(1+(s + 1)j)}{{\Gamma }(1+sj)j!}(K\tau )^{j}\).
Let us now fix b ∈ Dρ, b > 0, and let us consider the holomorphic function \(u(t,x)\in \mathcal {O}({\Sigma }\times D_{r_{2}})\) defined by
$$u(t,x)=t^{-k}{\int}_{0}^{b^{k}}\widehat{u}(\xi^{s},x)e^{-\xi/t^{k}}d\xi\text{, where }s=\frac{1}{k}\text{ and }\xi=\tau^{k}. $$We shall prove below that u(t, x) is s-Gevrey asymptotic to \(\widetilde {u}(t,x)\) on Σ.
Let \(0<r_{2}^{\prime }<r_{2}\). For any \(0<\delta <\frac {\pi }{2}\) and 0 < R′ < R, we denote by Σδ the proper subsector of Σ defined by
$${\Sigma}_{\delta}=\left\{t\in\mathbb{C};\left\vert\arg(t)\right\vert<\frac{\pi}{2k}-\frac{\delta}{k}\text{ and }0<|t|<R^{\prime}\right\}. $$
Let \(J\geqslant 1\) and \((t,x)\in {\Sigma }_{\delta }\times \overline {D}_{r_{2}^{\prime }}\) be. From the relation
(see [2, pp. 78–79] for instance), we first have
Since
for all ξ ∈ [0, bk], the series \(\displaystyle {\sum }_{j\geqslant 0}\frac {u_{j,\ast }(x)}{{\Gamma }(1+sj)j!}\xi ^{sj}e^{-\xi /t^{k}}\) converges normally on [0, bk]. Therefore, we can permute the sum and the integral. Hence,
Let us now observe that the inequalities (ξ/bk)sj ≤ (ξ/bk)Js hold both when ξ ≤ bk and \(j\geqslant J\) and when \(\xi \geqslant b^{k}\) and j < J. This brings us then to the following:
Observe that the last inequality stems from the fact that t ∈Σδ implies
Setting then \(u=\frac {\xi \sin (\delta )}{|t|^{k}}\), we obtain
where, according to the choice of b (see the beginning of the proof), we have
Consequently, we finally get
with \(C^{\prime }=\frac {C}{\sin (\delta )}\displaystyle \sum \limits _{j\geqslant 0}\frac {{\Gamma }(1+(s + 1)j)}{{\Gamma }(1+sj)j!}(Kb)^{j}\) and \(K^{\prime }=\frac {1}{b(\sin (\delta ))^{s}}\). The constants C′ and K′ depend on Σδ and on the choice of b, but are independent of t and x. This achieves the proof. □
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Remy, P. Gevrey Properties and Summability of Formal Power Series Solutions of Some Inhomogeneous Linear Cauchy-Goursat Problems. J Dyn Control Syst 26, 69–108 (2020). https://doi.org/10.1007/s10883-019-9428-0
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DOI: https://doi.org/10.1007/s10883-019-9428-0
Keywords
- Linear partial differential equation
- Linear integro-differential equation
- Divergent power series
- Newton polygon
- Gevrey order
- Gevrey asymptotic
- Summability