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408 XIII. SINGULARITIES OF THE SECOND KIND

Observation XIII-2-3. Set

(XIII.2.9) g1(x,u") = u, uj +R1(x,u') (j = 1,2,... ,n).

Then, by virtue of Assumption III, (XIII.2.7), and (XIII.2.8), for sufficiently small positive numbers No 1 and 5, there exists a positive constant c, independent of j, such that for any positive integer h, the estimates

(XIII.2.10)

lR3(x,u)I ( clui

+bhlxl-(n+1)

(j = 1,2,... n)

 

and

 

 

 

(XIII.2.11)

IR,(x,u) - R, (x,1U') I < clu"- u l

(j = 1,2,... ,n)

hold whenever (x, u") and (x, u"') are in the domain

 

(XIII.2.12)

lxl > No, Iargxl <oo, luil <6 (j =1,2,... ,n).

Here, by, is a positive constant depending on h. Furthermore, by virtue of Assump- tion II, it can be assumed without loss of generality that the constant c satisfies the condition

(XIII.2.13)

c< r+1

,

 

 

 

 

H

 

 

 

 

where H is a positive constant to be specified later.

 

 

From (XIII.2.5) and (XIII.2.9), it follows that

 

 

 

(XIII.2.14)

d

 

 

 

 

ds = X'" [µuj + R, (x, u)]

 

 

Change system (XII/I.2.14) to a system of integral equations

 

(XIII.2.15)

u, = Jt trR, (t, u) exp Ir -

1(tr+l

_ xr+1)1

dt

(j = 1, 2,... , n),

 

J

where the paths of integration L3 start from x. The paths of integration must be chosen carefully so that uniformly convergent successive approximations can be defined in such a way that the limit is a solution uf(x) of (XIII.2.15) which satisfies the conditions (i) u , (x) (j = 1, 2, ... , n) are holomorphic in D(N,'y) and (ii) u., (x) ^ _ - 0 (j = 1, 2, ... , n) as x - oo in D(N, ry) for suitable positive numbers

N and ry.

Hereafter in this section, we explain how to choose paths of integration on the right-hand side of (XIII.2.15).

Observation XIII-2-4. Since for each j, the domain Dj (N, y, q,) contains the real half-line defined by x > N in its interior, their common part D(N, ry) is given by the inequalities

(XIII.2.16)

l xI > N, -t < argx < e',

2. BASIC ESTIMATES

409

where t and f are positive constants. It is noteworthy that if x E D(N, y), then x satisfies the inequalities

argxI <ao, -

2r+y<wj +(r+1)argx< 2r-y

(XIII.2.17)

(j=1,2,...,n),

 

provided that w1 = arg u, are chosen suitably. Therefore,

 

r

<w2 - (r+1)f <wj +(r+1)argx

(XIII.2.18)

2

 

3

 

 

 

 

<w, +(r+1)P'<

2r-y

Moreover, since D(N,1) is the common part of Dj (N, y, qj), the equalities

(XIII.2.19)

-Zr+y =w3 -(r+ 1)f

and

 

(XIII.2.20)

3 r-y=Wh+(r+1)f

hold for some j and h. This implies that t and f depend on y. Thus, the quantity y can be chosen so that

(XIII.2.21)

Wa - (r+ 1)f 36 f2r

and

 

(XIII.2.22)

wj +(r+1)f 54± r

for all j.

Observation XIII-2-5. Define the paths of integration in each of the following two cases.

Case 1. Consider first the case when

(XIII.2.23)

(r+1)(f+f) <Tr.

In this case, the set of indices J = {j : j = 1, 2, ... , n} is divided into four groups:

(XIII.2.24) G1 = jj : 2r <W3 -(r+1)f <w, +(r+1)f' < 2r

(XIII.2.25)

G2 {j: -2tr<w1-(r+1)f<wj +(r+1)t<-2r},

2. BASIC ESTIMATES

411

For every point E D(N), the lines Lj4 in D(N) (except possibly for their

starting points) are defined by

 

 

 

I s = fo + t expji arg( - £o)],

0 < t < I - toI

for j E G1 u G2,

(XIII.2.36) s = t + texp[i(r + 1)t'],

0 < t < oo

for j E G3,

s=C+texp[-i(r+1)t],

0<t<oo

for jEG4.

Note that from (XIII.2.28) and (XIII.2.29), it follows that

 

Ir+

<w

 

 

(j E G1),

2

2

2

2

 

J-2r+ 2 <wj

 

2

(jEG2)

Case 2. For the case when

 

 

 

(XIII.2.37)

(r + 1)(t + t') > r,

 

 

the set of indices J is divided into three groups:

-2r+ry'<wj -(r+1)t <-r

(XIII.2.38.1)

-2-.+y <wj+(r+l)C<2r-ry

62= j: -2r+ry'<c3-(r+1)t<Zr

(XIII.2.38.2)

2r+-y'<w) +(r+1)t' <r-ry'},

-2r +'y'<W3 - (r + 1)t < -r - -y',

(XIII.2.38.3)

2r+

where -y' is a sufficiently small positive constant such that r - 2^y' > 0. Note that

(r + 1) (t + t') > r - y'. These inequalities imply that 2 r - 2 ry' > 0 and

-(r + 1)t < -(r + 1)t - 27' + 17r < (r + 1)t' + 27'- 2r < (r + 1)t'.

In D(N), let

1 = Nr+1 exp i{ (r + 1)t' + 12'Y' - Zr}J ,

ifl

C2Nr+lexp i -(r+1)t1,Y-+2r} ,

2. BASIC ESTIMATES

413

For every t E D(N), the paths of integration in t(N) are defined in the following manner:

(a) For j E G1, from (XIII.2.37) and (XIII.2.38.1), it follows that -27r + 27' <

w, -(r+1)t-21+rand w, -(r+l)t-2ry'+r<w1+(r+1)f'<2r-'y'and,

hence,

-2r+2ry'<wj -(r+1)P-2ry'+r<w, +(r+1)e<2r-ry'.

The lines L14 in D(N) are defined by

(XIII.2.39)

s = + texp(i(O({))

(0 < t < cc),

where 0({) is a real-valued and continuous function off such that

-(r+1)(- 2y'+r (r+1)t"

in D(N). This implies that - 2 + 2 < wJ + 8(t;) < 2 - 2 . Precisely speaking,

the function is defined in the following way. Note that (XIII.2.37) implies

-(r+1)t- 1 7 + <(r+ 1)e- lr<(r+1)(- ir+ lry`.

2 2 2 2 2

Let

6 =Nr+1expli{(r+1)f -2r}J.

Then, o is on arc (A-3). Let t;' be a point on arc (A-3) such that argt2 < argt' <

arg {o. Then, the tangent T4, of the circle j

= Nr+1 at the point t:' is given

by s = £' +

 

t < +oo), where 0(l;') is continuous in {' and

-(r + 1)t - 2 + r <

 

(r + 1)e'. Moreover, the part of T. in D(N) is given

by

 

 

 

 

(XIII.2.40)

s

+ t exp(iQ(t:'))

(0 < t < +oo).

 

If a point f in D(N) is on such a tangent (XIII.2.40), set 9(e) =

Note that

the tangent of the circle I{1 = Nr+' at to is parallel to the line (A-1). If a point is in a domain between these two lines, then set O(ff) = (r + 1)Q'. For all points

other than those given above, set 9(e) = -(r + 1)t - try' + r.

(b) For j E G2, (XIII.2.37) and (XIII.2.38.2) imply that

-2r+y'<wj -(r+1)Q<w,+(r+1)f +2'?'-r<2r-Zry'

The lines LSE is defined by (XIII.2.39) with 9(4) such that

-(r+1)e<B(t) <(r+1)P'+ I

r

414

XIII. SINGULARITIES OF THE SECOND KIND

in )(N). This implies that - 2 + 2 < wj + O(l:) < 2 - 2 The function O(C) is defined in a way similar to the previous case.

(c) For j E C3, from (XIII.2.38.3), it follows that

-17r+ I

< wj - (r+ 1)e- 'y'+1r 17r<

- 3

2

2

2

2

2

 

2

lry'-7r< 7- 1>'

 

 

2

 

Let

 

3

l

 

 

 

 

 

o = N''+1 exp [i{(r+1)t'+.i'_ 2rr1 .

In the case when (r + 1)(t + e') >_ 2a - ry', the inequality

 

 

(XIII.2.41)

 

arglo ? argf2,

 

 

holds, whereas in the case when (r + 1)(t + e') < 2a - ', it holds that

(XIII.2.42)

arg o < arg t;2

In the case when (XIII.2.41) holds, the lines Lj( are defined by (XIII.2.39) with

-(r+1)e- 2y'+a

(r+1)e'+ 2ry'-7r

in D(N). This implies that - 2 + 2 < wj + B({) < 2 - 2 . Since to is on arc

(A-3), O(l;) is defined as given above. In the case when (XIII.2.42) holds, the lines

Ljf are defined by (XIII.2.39) with

(r+1)e'+ try'-7r <9({) -(r+l)e- Zry'+7r

in D(N). This implies that - 2 +

32

Y.

 

< wj + 9({) < 2 - 2

In this case, o is

not on arc (A-3), but 8(e) is still defined in a way similar to the previous cases.

For all of the cases considered above, we prove the following lemma.

Lemma XIII-2-6. There exists a positive constant H independent of h such that the inequalities

(XIII.2.43)

I Isi-11 I exp[ - r+ 1 a11 Ids) <Hjl:I-h l exp 1r l ]

 

(j = 1,2,... n)

hold in a domain D(Nh) for any positive number h, where Nh is a sufficiently large positive constant depending only on h.

2. BASIC ESTIMATES

415

Proof

First let j E G1 U G2. Then,

exp [

 

exp

[-

r+l{to+texP(iarg(t-to))}JI

 

r+1ji - I

 

- I exp [

r + 1 to] I

I exp I - r +tl exp(i arg(t - Wd

 

exp

I

exp

I +I1 cos(wj + g(t - to))]

 

L

r "J 1 to]

 

 

for E D(N). By virtue of (XIII.2.28), (XIII.2.29), and (XIII.2.35), it holds that

 

27r+2Y'<w,

 

 

(9EG1),

 

-rr + try'< W, + arg( - W) < -Zrr - 27

(j E G2)-

 

2

 

 

 

Therefore, - cos(w, + arg(C - co)) > sin

1(-') for E D(Nh) and j E G1 U G2 .

Moreover, (XIII.2.34) implies

 

 

 

 

arg( - o) -

2(r + 1)(e+ e') + 2ry1

and (XIII.2.28) and (XIII.2.29) imply (r + 1)(t + t') < n - ry'. Hence,

(XIII.2.44)

I arg( - {o) -

ir

- 27

 

 

 

 

 

Observe that idol = Nn+' implies 1812 = M2 + t2 + 2cMt, where M = Nh+1 and

c= -cos(rr-0) with 0=

Let b = sin ('). Then,

(cf. Figure 4).

(XIII.2.45)

0<b<6 <1

 

(cf. (XIII.2.44)). Set

 

 

Y(r) = (M2 + 7-2 + 2aMr)h/2 exp(M,r) or

dt,

 

 

(M2 + t2 + 26Mt)h/2

where M, = iµj I cos(Wj +arg( - co)) . Then,

r

(XIII.2.46)

dr = { Mj+ h M2 + T2 + 2f Mr IY + 1

416

XIII. SINGULARITIES OF THE SECOND KIND

 

 

and Af, < - rµ+l < 0. From (XIII.2.45), it follows that

'r + am

 

M2 + r + 2c"Mr

 

i

 

 

Y+

Mb (r > 0). If M satisfies an inequality M > 2hµJIb21), then

2(1

r + 1)

 

 

T- <

 

1. Since Y = 0 for r = 0, we obtain Y(r) < 2(r + 1)

(r > 0). This implies that

 

 

 

 

Ipj lb

 

 

exp 1 112r+ i

 

 

1)

 

 

ISI-h exp I

 

 

x

JG,c

- r +tl

exp{i arg(e - o)}J I Idsl < 2(lu

 

l

 

Ib

Therefore, (XIII.2.43) follows. In this case, H = 2(rub 1), where y = min{p,).

In other cases (i.e., G3, G4, G1, G2, and G3), the lines L, are given by (XIII.2.39),

where 9(£) satisfies - 2 it +

27' < wj + 9(e) <

27r -

in D(Nh). Therefore,

(XIII.2.47)

 

cos(w, + 9(e)) > sin

try' I =b

 

for E D(N),).

 

 

 

 

 

 

 

 

(i) Consider the case when 10(x) -

 

 

a given point { E D(Nh). Then,

 

Isle =112 + t2 -

 

cos(sr - IB(S) - argil) ? IC12.

 

Therefore,

 

 

 

 

f

 

 

 

 

I31-h

exp

r+1

Idyl <

1 exp [ -

r±1 ( +

I dt

J,<

L

p1 S

 

 

0

 

 

 

 

 

=141-h exp

_

 

 

Iexp

+tl (wj +

dt

 

 

 

 

 

<

 

exp l -

Nj, 1I(r1}

 

 

 

1

`

 

r+1J

lµ)Ib

 

 

This implies (XIII.2.43).

 

 

 

 

 

 

 

(ii) Consider the case when 27r < 19(x) -

 

 

a given point t E TD(Nh).

Since the lines Lg are in D(Nh), the distance D from the origin to L,t is not less than M = Then, IS12 can be written in the form 1x12 = D2+o2 (cf. Figure

5).

FIGURE 4.

FIGURE 5.

3. PROOF OF THEOREM XIII-1-2

417

Consider a function Y(r) = (D2 + r2)h/2exp(Mjr)

xp+ M, ) da, where

100

M2 = 1'U2I `os(+ + OW). Note that b > 0. Hence, for r > 0, (XIII.2.47) implies that Y(r) < M . On the other hand, Y(r) satisfies the differential equation dY =

M + h

Y -1. Since

 

r

< 1 , it follows that

dY >

lit, Ib

Y-1

{

 

D2 + r2 }

 

D2+72

2D

dr

2(r + 1)

 

if M > h(r + 1) .

Here, a use was made of the inequality M < D. Since Y(0) <

 

 

1i2 1b

 

 

 

 

-

 

 

 

 

 

 

2(r i 1) (r < 0). Therefore, (XIII.2.43) follows.

1

<

(r + 1) we obtain Y(r) <

 

 

M2

 

1A2 ib

 

 

1µ, b

 

 

 

 

 

 

 

 

 

 

 

 

2(r + 1)

This completes the proof of Lemma XIII-2-6. In this case, again, H =

µb ,

where µ =min{µ2 }. 0

2

We fix the paths of integration on the right-hand sides of (XIII.2.15) as explained above. The constant H in (XIII.2.13) is chosen to be equal to the constant H given in Lemma XIII-2-6. Note that H is independent of h.

XIII-3. Proof of Theorem XIII-1-2

Let us construct a solution u2 = 02 (x) of (XIII.2.15) so that

(XIII.3.1)

O2 (x) 0

(j = 1,2,... n)

as x oo in (XIII.1.15).

Observation XIII-3-1. As in the previous section, denote by Do(Nh) the domain in the x-plane which corresponds to the domain D(Nh) in the -pllane. The domain

Do(Nh) depends on h. Set o i = Nh+1 exp {i(r + 1)(e +

and denote by

xoh) the corresponding point in Do(Nh ). Also, setting h' =

r + 1

(h = 1,2,3.... ),

 

 

consider the domain Do(Nh,). As mentioned in the previous section, the constant

H in (XIII.2.13) is chosen to be equal to the constant H in Lemma XIII-2-6.

Choose a positive constant 8 so that r H 1 { cb + Nh2 <_ S. Furthermore, by

111

virtue of (XIII.2.13), Nh, can be chosen so large that Nh, > No and b < d (cf.

(XIII.2.12)). Fix Nh, in this way. Then, by a method similar to that in §XII-3 for each j (j = 1, 2, ... , n), successive approximations can be defined to construct a solution u2 = O,(x) of (XIII.2.15) which is holomorphic in Do(Nh-) and 101(x)l <

(j = 1,2,... ,n), where = xT+'. In this way, the existence of a bounded solution u2 = 02 (x) (j = 1, 2, ... , n) of system (XIII.2.15) is proved.