We determine the position and the type of spontaneous singularities of solutions of generic analytic nonlinear differential systems in the complex plane, arising along antistokes directions towards irregular singular points of the system. Placing the singularity of the system at infinity we look at equations of the form $\mathbf{y}'=\mathbf{f}(x^{-1},\mathbf{y})$ with $\mathbf{f}$ analytic in a neighborhood of $(0,\mathbf{0})$, with genericity assumptions; $x=\infty$ is then a rank one singular point. We analyze the singularities of those solutions $\mathbf{y}(x)$ which tend to zero for $x\to \infty$ in some sectorial region, on the edges of the maximal region (also described) with this property. After standard normalization of the differential system, it is shown that singularities occuring in antistokes directions are grouped in nearly periodical arrays of similar singularities as $x\to\infty$, the location of the array depending on the solution while the (near-) period and type of singularity are determined by the form of the differential system.
The article provides a local classification of singularities of meromorphic second order linear differential equation with respect to analytic/meromorphic linear point transformations. It also addresses the problem of determining the Lie algebra of analytic linear infinitesimal symmetries of the singularities.
We study the notion of regular singularities for parameterized complex ordinary linear differential systems, prove an analogue of the Schlesinger theorem for systems with regular singularities and solve both a parameterized version of the weak Riemann-Hilbert Problem and a special case of the inverse problem in parameterized Picard-Vessiot theory.
We consider the uniqueness of solutions of ordinary differential equations where the coefficients may have singularities. We derive upper bounds on the the order of singularities of the coefficients and provide examples to illustrate the results.
In a 1979 paper, K. Okamoto introduced the space of initial values for the six Painlevé equations and their associated Hamiltonian systems, showing that these define regular initial value problems at every point of an augmented phase space, a rational surface with certain exceptional divisors removed. We show that the construction of the space of initial values remains meaningful for certain classes of second-order complex differential equations, and more generally, Hamiltonian systems, where all movable singularities of all their solutions are algebraic poles (by some authors denoted the quas…
We investigate here the confluence of singularities of Mathieu differential equation by means of the Lie algebra contraction of the Lie algebra of the motion group M(2) on the Heisenberg Lie algebra H(3). A similar approach for the Lamé equation in terms of the Lie algebra contraction of $SO_0(2,1)$ on the Lie algebra of the motion group M(2) is outlined.
We introduce middle convolution for systems of linear differential equations with irregular singular points, and we presend a tentative definition of the index of rigidity for them. Under some assumption, we show a list of terminal patterns of irreducible systems of linear differential equations by iterated application of middle convolution when the index is positive or zero.
Two essential methods, the symmetry analysis and of the singularity analysis, for the study of the integrability of nonlinear ordinary differential equations are discussed. The main similarities and differences of these two different methods are given.
The singularity structure of solutions of a class of Hamiltonian systems of ordinary differential equations in two dependent variables is studied. It is shown that for any solution, all movable singularities, obtained by analytic continuation along a rectifiable curve, are at most algebraic branch points.
We consider the operator $F(u) = u' + f(t,u(t))$ acting on periodic real valued functions. Generically, critical points of $F$ are infinite dimensional Morin-like singularities and we provide operational characterizations of the singularities of different orders. A global Lyapunov-Schmidt decomposition of $F$ converts $F$ into adapted coordinates, $\Fbd(\tilde v, \overline u) = (\tilde v, \overline v)$, where $\tilde v$ is a function of average zero and both $\overline u$ and $\overline v$ are numbers. Thus, global geometric aspects of $F$ reduce to the study of a family of one-dimensional map…
Borel summable divergent series usually appear when studying solutions of analytic ODE near a multiple singular point. Their sum, uniquely defined in certain sectors of the complex plane, is obtained via the Borel--Laplace transformation. This article shows how to generalize the Borel--Laplace transformation in order to investigate bounded solutions of parameter dependent non-linear differential systems with two simple (regular) singular points unfolding a double (irregular) singularity. We construct parametric solutions on domains attached to both singularities, that converge locally uniforml…
We consider a Cauchy problem for some family of q-difference-differential equations with Fuchsian and irregular singularities, that admit a unique formal power series solution in two variables t and z for given formal power series initial conditions. Under suitable conditions and by the application of certain q-Borel and Laplace transforms (introduced by J.-P. Ramis and C. Zhang), we are able to deal with the small divisors phenomenon caused by the Fuchsian singularity, and to construct actual holomorphic solutions of the Cauchy problem whose q-asymptotic expansion in t, uniformly for z in the…
Any nonlinear equation of the form y''=\sum_{n=0}^N a_n(z)y^n has a (generally branched) solution with leading order behaviour proportional to (z-z_0)^{-2/(N-1)} about a point z_0, where the coefficients a_n are analytic at z_0 and a_N(z_0)\ne 0. We consider the subclass of equations for which each possible leading order term of this form corresponds to a one-parameter family of solutions represented near z_0 by a Laurent series in fractional powers of z-z_0. For this class of equations we show that the only movable singularities that can be reached by analytic continuation along finite-length…
We study singularity formation in nonlinear differential equations of order $m\leqslant 2$, $y^{(m)}=A(x^{-1},y)$. We assume $A$ is analytic at $(0,0)$ and $\partial_y A(0,0)=λ\ne 0$ (say, $λ=(-1)^m$). If $m=1$ we assume $A(0,\cdot)$ is meromorphic and nonlinear. If $m=2$, we assume $A(0,\cdot)$ is analytic except for isolated singularities, and also that $\int_{s_0}^\infty |Φ(s)|^{-1/2}d|s|<\infty$ along some path avoiding the zeros and singularities of $Φ$, where $Φ(s)=\int_{0}^s A(0,τ)dτ$. Let $H_α=\{z:|z|>a>0,\arg(z)\in (-α,α)\}$. If the Stokes constant $S^+$ associated to $\RR^+$ is nonze…
We consider fractional differential equations of order $α\in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order of growth of $α$-entire solutions is given. An analog of the Frobenius method for systems with regular singularity is developed. For a model example of an equation with a kind of an irregular singularity, a series for a formal solution is shown to be convergent for $t>0$ (if $α$ is an irrational number poorly approximated by rational ones) but divergent in the di…
We show that for every second order Fuchsian linear differential equation $E$ with $n$ singularities of which $n-3$ are apparent there exists a hypergeometric equation $H$ and a linear differential operator with polynomial coefficients which maps the space of solutions of $H$ into the space of solutions of $E$. This map is surjective for generic parameters. This justifies one statement of Klein (1905). We also count the number of such equations $E$ with prescribed singularities and exponents. We apply these results to the description of conformal metrics of curvature $1$ on the punctured spher…
We show that the conditions imposed on a second order linear differential equation with rational coefficients on the complex line by requiring it to have regular singularities with fixed exponents at the points of a finite set $P$ and apparent singularities at a finite set $Q$ (disjoint from $P$) determine a linear system of maximal rank. In addition, we show that certain auxiliary parameters can also be fixed. This enables us to conclude that the family of such differential equations is of the expected dimension and to define a birational map between an open subset of the moduli space of loga…
We recall the form factors $ f^{(j)}_{N,N}$ corresponding to the $λ$-extension $C(N,N; λ)$ of the two-point diagonal correlation function of the Ising model on the square lattice and their associated linear differential equations which exhibit both a ``Russian-doll'' nesting, and a decomposition of the linear differential operators as a direct sum of operators (equivalent to symmetric powers of the differential operator of the complete elliptic integral $E$). The scaling limit of these differential operators breaks the direct sum structure but not the ``Russian doll'' structure, the ``scaled''…