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The shape of an axisymmetric meniscus in a static liquid pool: effective implementation of the Euler transformation

Nastaran Naghshineh nxncad@rit.edu School of Mathematics and Statistics, Rochester Institute of Technology, Rochester, NY, 14623, USA Department of Mathematics and Sciences, Rochester Institute of Technology-Dubai, Dubai, 341055, UAE    W. Cade Reinberger School of Mathematics and Statistics, Rochester Institute of Technology, Rochester, NY, 14623, USA    Nathaniel S. Barlow School of Mathematics and Statistics, Rochester Institute of Technology, Rochester, NY, 14623, USA    Mohamed A. Samaha Department of Mechanical and Industrial Engineering, Rochester Institute of Technology-Dubai, Dubai, 341055, UAE School of Mathematics and Statistics, Rochester Institute of Technology, Rochester, NY, 14623, USA    Steven J. Weinstein School of Mathematics and Statistics, Rochester Institute of Technology, Rochester, NY, 14623, USA Department of Chemical Engineering, Rochester Institute of Technology, Rochester, NY, 14623, USA
Abstract

We examine the classical problem of the height of a static liquid interface that forms on the outside of a solid vertical cylinder in an unbounded stagnant pool exposed to air. Gravitational and surface tension forces compete to affect the interface shape as characterized by the Bond number. Here, we provide a convergent power series solution for interface shapes that rise above or fall below the horizontal pool as a function of contact angle and Bond number. We find that the power series solution expressed in terms of the radial distance from the wall is divergent, and thus rewrite the divergent series as a new power series expressed as powers of an Euler transformed variable; this series is modified to match the large distance asymptotic behavior of the meniscus. The Euler transformation maps non-physical singularities to locations that do not restrict series convergence in the physical domain, while the asymptotic modification increases the rate of convergence of the series overall. We demonstrate that when the divergent series coefficients are used to implement the Euler transformation, finite precision errors are incurred, even for a relatively small number of terms. To avoid such errors, the independent variable in the governing differential equation is changed to that of the Euler transform, and the power series is developed directly without using the divergent series. The resulting power series solution is validated by comparison with a numerical solution of the interface shape and the small Bond number matched asymptotic solution for the height of the interface along the cylinder developed by Lo (1983, J. Fluid Mech., 132, p.65-78). The convergent power series expansion has the ability to exceed the accuracy of the matched asymptotic solution for any Bond number given enough terms, and the recursive nature of the solution makes it straightforward to implement.

pacs:

I Background and Formulation

The shape of a static interface (meniscus) formed outside a vertical cylinder is partially submerged in an infinite horizontal pool has been studied since the early 1900s. This problem was first examined in the literature by [8] who obtained solutions for cylinders having large radii. Since then, the problem has been solved numerically for wire coating and other various applications [18, 12][13] and later [14] used the method of matched asymptotic expansions [17] to predict explicit expressions for the height of the meniscus along the cylindrical wall in the limit of small Bond number, BB, as defined in (1d) below. More recent extensions of this configuration is found in coating of optical fiber sensors and microfluids [4, 16] in liquid pools of finite extent.

The problem examined here is configured as follows. An infinite horizontal pool of liquid with density, ρ\rho, is subject to gravity, gg, and is in contact with air of negligible density. A cylindrical wall of radius, RR, is placed vertically in the pool and the liquid intersects the wall with a contact angle, θ(0,π)\theta\in(0,\pi) (measured through the liquid). The air–liquid interface has surface tension, σ\sigma, and its height above (or below) the static pool, located at z=0z=0, is parameterized as z=H(r)z=H(r) where rr is the radial distance from the axis of symmetry of the cylinder. For this configuration, the Young-Laplace equation couples with the hydrostatic pressure field to yield the following dimensionless equation and boundary conditions for r¯[1,)\bar{r}\in[1,\infty):

ddr¯[r¯dH¯dr¯[1+(dH¯dr¯)2]1/2]Br¯H¯=0,{d\over d\bar{r}}\left[{\bar{r}{d\bar{H}\over d\bar{r}}\over\left[1+({d\bar{H}\over d\bar{r}})^{2}\right]^{1/2}}\right]-B\bar{r}\bar{H}=0, (1a)
dH¯dr¯=cotθatr¯=1,{d\bar{H}\over d\bar{r}}=-\cot\theta~{}\textrm{at}\ \bar{r}=1, (1b)
H¯0asr¯,\bar{H}\rightarrow 0~{}\textrm{as}\ \bar{r}\rightarrow\infty, (1c)
where
r¯=rR,H¯=HR,B=ρgR2σ.\bar{r}={r\over R}~{},~{}\bar{H}={H\over R}~{},~{}B={\rho gR^{2}\over\sigma}. (1d)

In (1d), the overbars denote dimensionless variables, and BB is the Bond number, which provides a ratio of characteristic scales for gravitational stress, ρgR\rho gR, and surface tension stress, σ/R\sigma/R, that compete to deform the interface.

The nonlinear system (1d), may be solved approximately on a finite domain by shooting, collocation, or other numerical methods. The intention of this work is to provide, for the first time, an analytical solution for the interface shape governed by (1d) over the entire semi-infinite domain, which is expressed here as a power series. Although the standard power series solution to (1d) diverges (as shown herein), we combine two resummation techniques to overcome this difficulty and to construct a single convergent expansion. Recently, [15, NonNewtonian] constructed convergent series solutions for the boundary layer along a moving wall (the Sakiadis Boundary Layer and its non-Newtonian counterpart) by judiciously choosing an independent variable motivated by its asymptotic behavior at large distances from the wall. In this work, we employ a similar approach to construct a convergent series solution that is asymptotically consistent at both ends of the domain. We combine this asymptotic consistency with the well-known Euler transformation [17] to arrive at our convergent power series solution. The relatively simple structure of this problem enables us to examine the efficacy of asymptotically consistent power series resummation methods for solving nonlinear ODEs introduced by [2].

We validate our power series solution by comparing its results with a numerical solution, as well as the B0B\rightarrow 0 matched asymptotic solution for the height of the meniscus at the cylinder by [14]. As a general note here, asymptotic series are often divergent and are thus limited by optimal truncation constraints. Additionally, the effort the effort to determine higher order corrections can be significant [17]. On the other hand, asymptotic methods are particularly efficient at describing limiting regimes with just a few terms and are a staple of fluid mechanics and other disciplines. The advantage of the power series method used here is that no overlap region is required as in matched asymptotics, and, by virtue of being a convergent power series series, our solution may be refined to within machine precision.

As stated above, the Euler transformation is embedded in our power series result. It is known that when the coefficients of the original divergent power series are used to construct the Euler coefficients, finite precision errors inherent to the original series coefficients become magnified [Scraton]—this restricts solution accuracy beyond a certain number of series terms. However, we show in this paper that the computational issue may be circumvented by transforming the radial variable in the system (1d) to the Euler transform variable and obtaining the power series solution to the transformed system directly. This result is important as this deficiency in the Euler transformation has been observed in other problems of mathematical physics (see, for example, Boyd1999 [5]).

The paper is organized as follows. In section II, the power series solution to the system (1d) is obtained and is found to be divergent. The series is transformed via resummation in section III such that it matches the large distance asymptotic behaviour and the influence of convergence-limiting singularities are mapped outside of the transformed domain via an Euler transformation; this results in a convergent representation of the solution as a power series in the Euler transformation variable. Section IV provides a comparison of the convergent power series and the numerical solution. Section V provides an algorithm, which uses the convergent series representation and Newton’s method to predict the height of the interface at the cylinder wall. In section VI, the results are compared with the first and second order matched asymptotic solutions of [14]. Concluding remarks of this study are provided in section VII. In Appendix A, the first and second order matched asymptotic solutions developed by [14] are rewritten for reference in the current notation, and in doing so, we correct two typos in that work. Formulae used to manipulate power series are provided in Appendix B. Appendix C provides a useful solution, valid for all Bond numbers, for configurations where the value of the contact angle, θ\theta, lies near π/2\pi/2. Appendices D and E provide the details for determining the Euler coefficients by means of a variable substitution in the original governing ODE in system (1d).

II Divergent Power Series Solution

We now consider the solution of (1d) via power series. To begin, we make the transformation

r~=r¯1,\tilde{r}=\bar{r}-1, (2a)
such that r~=0\tilde{r}=0 corresponds to the location where the meniscus meets cylinder wall, and write H¯(r¯)=H¯(r~+1)=h¯(r~)\bar{H}(\bar{r})=\bar{H}(\tilde{r}+1)=\bar{h}(\tilde{r}) in equation system (1d) to obtain
(r~+1)h¯′′=B(r~+1)h¯[(h¯)2+1]3/2(h¯)3h¯,(\tilde{r}+1)\bar{h}^{\prime\prime}=B(\tilde{r}+1)\bar{h}\left[(\bar{h}^{\prime})^{2}+1\right]^{3/2}-(\bar{h}^{\prime})^{3}-\bar{h}^{\prime}, (2b)
h¯=cotθatr~=0,\bar{h}^{\prime}=-\cot\theta~{}\textrm{at}\ \tilde{r}=0, (2c)
h¯0asr~.\bar{h}\rightarrow 0~{}\textrm{as}\ \tilde{r}\rightarrow\infty. (2d)

In (2d), note that we have utilized primes to denote derivatives of h¯\bar{h} with respect to r~\tilde{r}, and r~[0,)\tilde{r}\in[0,\infty).

The standard power series solution of (2d) is found by first assuming the form

h¯(r~)=n=0anr~n,|r~|<r~s(B,θ),\bar{h}(\tilde{r})=\sum_{n=0}^{\infty}a_{n}~{}\tilde{r}^{n},~{}~{}|\tilde{r}|<\tilde{r}_{s}(B,\theta), (3a)
where r~s(B,θ)\tilde{r}_{s}(B,\theta) is the yet undetermined radius of convergence as function of BB and θ\theta. Equation (3a) is then substituted into (2b) and—after applying JCP Miller’s formula and Cauchy’s product rule (see Appendix B)—terms of like powers are equated to obtain
an+2=Bfncn(n+1)an+1n(n+1)an+1(n+1)(n+2),a_{n+2}=\displaystyle{Bf_{n}-c_{n}-(n+1)a_{n+1}-n(n+1)a_{n+1}\over(n+1)(n+2)}, (3b)
fn>0=en1+en,f0=e0,cn=j=0n(nj+1)bjanj+1,f_{n>0}=e_{n-1}+e_{n},~{}f_{0}=e_{0},~{}c_{n}=\displaystyle\sum_{j=0}^{n}(n-j+1)b_{j}a_{n-j+1}, (3c)
en=j=0n(aj)(dnj),d0=b~03/2,dn>0=1nb~0j=1n(52jn)b~jdnj,e_{n}=\displaystyle\sum_{j=0}^{n}(a_{j})(d_{n-j}),~{}d_{0}=\displaystyle\tilde{b}_{0}^{3/2},~{}d_{n>0}={1\over n\tilde{b}_{0}}\sum_{j=1}^{n}\left({5\over 2}j-n\right)\tilde{b}_{j}d_{n-j}, (3d)
b~0=1+b0,b~n>0=bn>0,bn=j=0n(j+1)(nj+1)aj+1anj+1,\tilde{b}_{0}=1+b_{0},~{}\tilde{b}_{n>0}=b_{n>0},~{}b_{n}=\displaystyle\sum_{j=0}^{n}(j+1)(n-j+1)a_{j+1}a_{n-j+1}, (3e)
with
a0=h¯(0),anda1=cot(θ).a_{0}=\bar{h}(0),~{}\textrm{and}\ a_{1}=-\cot(\theta). (3f)

Note that in (3f), the value of a0a_{0} is not specified.

At this point, we use the value of a0a_{0} generated by a numerical solution to examine the behavior of the power series solution; in section V to follow, an algorithm to predict a0a_{0} using the power series itself is provided. The numerical solution used here is a Chebyshev spectral method (the Chebfun package) [7] that implements piecewise polynomial interpolation to solve the nonlinear differential equation as a boundary value problem on a finite domain length \mathcal{L}; the length \mathcal{L} is chosen so that doubling its size affects the finite domain solution below an infinity norm (taken between the \mathcal{L} and 22\mathcal{L} solutions) of O(1013)O(10^{-13}). In figure 1, the dashed curves show the NN-term truncation of series (3f) for B=0.1B=0.1 and θ=π/4\theta=\pi/4. The power series solution (3f) agrees with the numerical solution of (2d) for small r~\tilde{r} but ultimately diverges at a finite radius of convergence (indicated as a solid vertical line in figure 1); the radius of convergence r~s0.26\tilde{r}_{s}\approx 0.26, which is predicted using the Domb-Sykes plot in figure 2 (the limit as nn\to\infty provides the radius of convergence); the Domb-Sykes plot itself is the numerical implementation of the ratio test [17]. Similarly divergent results are obtained for other values of θ\theta and BB.

Refer to caption
Figure 1: The solution to (2d) is shown for Bond number B=0.1B=0.1 and a contact angle of θ=π/4\theta=\pi/4. The NN-term truncations of the divergent series solution (3f) (dashed curves) and the convergent series solution (8j) (solid curve) are compared against the numerical solution with =60\mathcal{L}=60 (\bullet’s). The solid vertical line shows the radius of convergence, r~s0.26\tilde{r}_{s}\approx 0.26, computed from the Domb-Sykes plot.
Refer to caption
Figure 2: Domb-Sykes plot for (3f) with B=0.1B=0.1 and θ=π/4\theta=\pi/4 for N=50N=50, indicating (via the ratio-test) a radius of convergence of r~s0.26\tilde{r}_{s}\approx 0.26. This is consistent with the divergent series behavior of (3f) observed in figure 1.

III Convergent Resummation

III.1 Euler Transformation

Our goal is to recast the divergent series (3f) as another power series that converges uniformly over the entire semi-infinite domain. This requires a variable transformation that maps the convergence-limiting singularity to a new location to increase the radius of convergence. To do so, we note that the coefficients of the divergent series expansion (3f) alternate in sign. This indicates (by a corollary to Pringsheim’s theorem) that the singularity responsible for divergence lies along the negative real axis [Hinch]. As such, it is likely that application of the Euler transformation will induce convergence.

The Euler transformation is defined as

h¯(r~)=g(η(r~)),\bar{h}(\tilde{r})=g(\eta(\tilde{r})), (4a)
with
η=r~r~+S,\displaystyle\eta={\tilde{r}\over\tilde{r}+S}, (4b)

where S>0S>0 is a parameter corresponding to the approximation of the radius of convergence of the diverging series (3f). Given a power series in r~\tilde{r} with a negative real convergence limiting singularity located at r~=r~s\tilde{r}=-\tilde{r}_{s}, a power series in η\eta,

g=n=0A^nηn,g=\sum_{n=0}^{\infty}\hat{A}_{n}\eta^{n}, (5)

converges pointwise in η\eta for any positive real SS with S<2r~sS<2\tilde{r}_{s} (see Appendix B.6). The Euler transformation (4b) maps the domain of the new expansion variable to be between η=0\eta=0 and η=1\eta=1, and maps the singularity such that the transformed disc of convergence contains the entire physical domain, thus creating a convergent series. As shown in appendix B.5, the power series coefficients of the transformed function gg about η=0\eta=0 can be written explicitly in terms of the original Taylor coefficients ana_{n} in (3f) about r~=0\tilde{r}=0 as

A^n>0=m=1n(n1m1)amSm,A^0=a0.\hat{A}_{n>0}=\sum_{m=1}^{n}\binom{n-1}{m-1}a_{m}S^{m},~{}\hat{A}_{0}=a_{0}. (6)

The above relation is attractive in that it may be applied to any divergent alternating series with a finite radius of convergence, whether it originates as a solution to an ODE or not. Thus, for purposes of generality, the Euler summation is often presented using an identity equivalent to (6[Hardy]. However, the implementation of Euler summation via (6) is computationally unstable to finite precision errors [Scraton]. This is shown in figure 3, where coefficients computed using (6) deviate from their true value beyond some finite nn value (here n50n\approx 50). This error originates through the recurrence relation in (3f) for the divergent series coefficients, since it incorporates the sums and differences of expressions involving exponentially growing series coefficients (see Figure 3). Since these coefficients are used in (6) to compute A^n\hat{A}_{n}, the Euler summation coefficients incur this error.

To avoid finite precision error in computing the Euler transformation (4b), then, one must avoid using the original diverging series coefficients. This is accomplished by applying the variable transformation (4b) directly to the original ODE (2b) to obtain an ODE for g(η)g(\eta). The Taylor coefficients A^n\hat{A}_{n} are then found as the coefficients to the power series solution in η\eta to the transformed ODE. Upon applying the Euler transformation (4b), the ODE (2d) becomes

g′′=21ηg+((1η)4g2+S2)3/2Bg(1η)4(1η)3g3S(ηS+1η)Sg(1η)(ηS+1η),g^{\prime\prime}={2\over 1-\eta}g^{\prime}+{((1-\eta)^{4}g^{\prime 2}+S^{2})^{3/2}Bg\over(1-\eta)^{4}}-{(1-\eta)^{3}g^{\prime 3}\over S(\eta S+1-\eta)}-{Sg^{\prime}\over(1-\eta)(\eta S+1-\eta)}, (7a)
g=Scotθatη=0,g^{\prime}=-S\cot\theta~{}\textrm{at}\ \eta=0, (7b)
g0asη1.g\to 0~{}\textrm{as}\ \eta\to 1. (7c)

In (7c), the primes denote derivatives of gg with respect to η\eta, and η[0,1)\eta\in[0,1). We next assume a solution to (7a) of the form

g(η)=n=0A^nηn,|η|<ηs(B,θ).g(\eta)=\sum_{n=0}^{\infty}\hat{A}_{n}\eta^{n},~{}~{}|\eta|<\eta_{s}(B,\theta). (8a)
Using JCP Miller’s formula (B.1b) and Cauchy’s product formula (B.2), a recurrence can be obtained (see Appendix D) for the Taylor coefficients A^n\hat{A}_{n} as
A^n+2=S2(n+1)(n+2)k=0n(k+33)wnk,\hat{A}_{n+2}={S^{2}\over(n+1)(n+2)}\sum_{k=0}^{n}\binom{k+3}{3}w_{n-k}, (8b)
where
wn=fn+k=0n(qktkuk)rnk,fn=2S2k=0n(1)k(3k)(nk+1)A^nk+1,w_{n}=f_{n}+\sum_{k=0}^{n}(q_{k}-t_{k}-u_{k})r_{n-k}~{}~{},~{}~{}f_{n}={2\over S^{2}}\sum_{k=0}^{n}(-1)^{k}\binom{3}{k}(n-k+1)\hat{A}_{n-k+1}, (8c)
qn=Bk=0nkpnk,¯n=S+(1S)δn,0,n=k=0n¯kA^nkq_{n}=B\sum_{k=0}^{n}\ell_{k}p_{n-k}~{}~{},~{}~{}\bar{\ell}_{n}=S+(1-S)\delta_{n,0}~{}~{},~{}~{}\ell_{n}=\sum_{k=0}^{n}\bar{\ell}_{k}\hat{A}_{n-k} (8d)
un=1Sk=0n(1)k(2k)(nk+1)A^nk+1u_{n}={1\over S}\sum_{k=0}^{n}(-1)^{k}\binom{2}{k}(n-k+1)\hat{A}_{n-k+1} (8e)
dn=k=0nukunk,tn=k=0ndkunk,d¯n=dn+δn,0d_{n}=\sum_{k=0}^{n}u_{k}u_{n-k}~{}~{},~{}~{}t_{n}=\sum_{k=0}^{n}d_{k}u_{n-k}~{}~{},~{}~{}\bar{d}_{n}=d_{n}+\delta_{n,0} (8f)
rn=(1S)n(1S)n1(1δn,0),r_{n}=(1-S)^{n}-(1-S)^{n-1}(1-\delta_{n,0}), (8g)
pn>0=1nd¯0k=1n(52kn)d¯kpnk,p0=d¯03/2,p_{n>0}={1\over n\bar{d}_{0}}\sum_{k=1}^{n}\left({5\over 2}k-n\right)\bar{d}_{k}p_{n-k}~{}~{},~{}~{}p_{0}=\bar{d}_{0}^{3/2}, (8h)
with
A^0=h¯(r~=0),andA^1=cot(θ),\hat{A}_{0}=\bar{h}(\tilde{r}=0),~{}\textrm{and}~{}~{}\hat{A}_{1}=\cot(\theta), (8i)
where the Kronecker notation is used such that δn,0\delta_{n,0} is 0 when n0n\neq 0 and 1 when n=0n=0. According to equation (8a) and the Euler transformation (4b), the interface shape can be written in terms of physical domain coordinates as
h¯(r~)=n=0A^n(r~r~+S)n.\bar{h}(\tilde{r})=\sum_{n=0}^{\infty}\hat{A}_{n}\left({\tilde{r}\over\tilde{r}+S}\right)^{n}. (8j)

The result (8j) is the desired uniformly convergent representation of the solution via the Euler transformation. Returning to figure 3, a comparison is provided between the coefficients computed by transforming divergent coefficients according to (6) and those directly from the transformed differential equation according to (8j). We observe that for n<50n<50, coefficients obtained are identical. However, for larger nn values, we see that the coefficients calculated from (6) begin to grow due to aforementioned finite precision error, and deviate from those obtained by (8j). We note here that the solution (8j) converges slowly, and that is evidenced by the slow decline in the magnitude of A^n\hat{A}_{n} as nn increases in figure 3.

Refer to caption
Figure 3: Coefficients of the divergent series solution ana_{n} in (3f) (dashed curve), Eulerized transformed coefficients A^n\hat{A}_{n} in (6) (solid curve), and convergent series solution A^n\hat{A}_{n} in (8j) (solid curve), plotted vs. nn, for θ=π/4\theta=\pi/4 and B=0.1B=0.1 with S=(22)/2S=(2-\sqrt{2})/2 calculated using (12). All coefficients are computed in double precision.

III.2 Prefactor Inclusion

Convergence of the power series solution (8j) may be improved by incorporating the asymptotic behavior of the solution for h¯(r~)\bar{h}(\tilde{r}) as r~\tilde{r}\to\infty. We note that the power series solution (3f) implicitly matches the correct asymptotic behavior as r~0\tilde{r}\rightarrow 0, and thus efficiently represents the solution near the cylinder wall. To guide the form of a convergent resummation of (3f), the asymptotic behavior of h¯\bar{h} as r~\tilde{r}\rightarrow\infty is first determined. The height constraint (2d) necessarily implies that h¯0\bar{h}^{\prime}\to 0 as r~\tilde{r}\to\infty. Thus, using the method of dominant balance on (2b) we neglect terms that are quadratic or higher in h¯\bar{h}^{\prime} and obtain

(r~+1)2h¯′′+(r~+1)h¯B(r~+1)2h¯=0asr~.(\tilde{r}+1)^{2}\bar{h}^{\prime\prime}+(\tilde{r}+1)\bar{h}^{\prime}-B(\tilde{r}+1)^{2}\bar{h}=0~{}\text{as}\ \tilde{r}\to\infty. (9)

The solution of (9) is expressed in terms of the modified Bessel function (of the second kind) of zeroth order as

h¯(r~)DK0(B(r~+1))asr~,\bar{h}(\tilde{r})\sim D~{}K_{0}\left(\sqrt{B}(\tilde{r}+1)\right)~{}\text{as}\ \tilde{r}\to\infty, (10)

where DD is an undetermined constant that can only be found through consideration of finite r~\tilde{r} behavior. For θ\theta near π/2\pi/2, note that the asymptotic result (10) is an excellent approximation for h¯\bar{h} for all r~\tilde{r}, and the boundary condition (2c) may be applied to determine DD (see Appendix C). For smaller angles, the power series (8j) may be improved by combining the modified Bessel function (10) with the Euler transformation (4b) as

h¯(r~)=K0(B(r~+1))n=0A¯nηn.\bar{h}(\tilde{r})=K_{0}\left(\sqrt{B}(\tilde{r}+1)\right)\sum_{n=0}^{\infty}\bar{A}_{n}~{}\eta^{n}. (11a)
In (11a), η\eta is the Euler transformation defined in (4b), and the estimate for the radius of convergence, SS, is determined in what follows. Note that as r~\tilde{r}\rightarrow\infty, the series in (11a) approaches a constant, preserving the asymptotic Bessel function behavior (10) in this limit.

To solve for the Euler coefficients, A¯n\bar{A}_{n}, in (11a), we use Cauchy’s product formula (see Appendix B.2), and the formula for the Taylor coefficients of K0(B(r~+1))1K_{0}(\sqrt{B}(\tilde{r}+1))^{-1} in an expansion about η=0\eta=0, relating rr and η\eta through (4b). This is done using the defining ODE for the modified Bessel function, and applying the same techniques used to compute the coefficients A^n\hat{A}_{n} in Appendix D; details are provided in Appendix E to obtain the coefficients

A¯n=k=0nζkA^nk,\bar{A}_{n}=\sum_{k=0}^{n}\zeta_{k}\hat{A}_{n-k}, (11b)

where

ζn=1ζ¯0k=1nζ¯kζnk,ζ0=ζ¯01,ζ¯0=K0(B),ζ¯1=SBK1(B),\zeta_{n}={-1\over\bar{\zeta}_{0}}\sum_{k=1}^{n}\bar{\zeta}_{k}\zeta_{n-k}~{}~{},~{}~{}\zeta_{0}=\bar{\zeta}_{0}^{-1}~{}~{},~{}~{}\bar{\zeta}_{0}=K_{0}(\sqrt{B})~{}~{},~{}~{}\bar{\zeta}_{1}=-S\sqrt{B}K_{1}(\sqrt{B}), (11c)
ζ¯n+2=1(n+1)(n+2)[k=0n{(k+1)ζ¯k+1(2ρnk)+BS2(k+33)ζ¯nk}]\bar{\zeta}_{n+2}={1\over(n+1)(n+2)}\left[\sum_{k=0}^{n}\left\{(k+1)\bar{\zeta}_{k+1}(2-\rho_{n-k})+BS^{2}\binom{k+3}{3}\bar{\zeta}_{n-k}\right\}\right] (11d)
ρn=1(1S)n+1.\rho_{n}=1-(1-S)^{n+1}. (11e)

In writing (11a), we use the fact that the Bessel function prefactor does not introduce new singularities that impact convergence, since the actual function that is Euler-transformed and then subsequently expanded in a power series is [h¯(r~)][K0(B(r~+1))1][\bar{h}(\tilde{r})][K_{0}(\sqrt{B}(\tilde{r}+1))^{-1}]. It is well known [Parnes] that the zeros of K0K_{0} occur in the left-half plane, which means any value of SS that successfully Euler sums h¯\bar{h} must also do so for the function [h¯(r~)][K0(B(r~+1))1][\bar{h}(\tilde{r})][K_{0}(\sqrt{B}(\tilde{r}+1))^{-1}].

To utilize (8j), the estimate for the radius of convergence, SS, is needed (recall that Appendix B.6 indicates that S does not need to be exact). Note that the Domb-Sykes plot could be used to establish its value exactly for given parameter values θ\theta and BB. However, to simplify implementation, a systematic estimate may be obtained by considering the asymptotic limits of small and large Bond numbers. When the Bond number is small (B0B\rightarrow 0), both sides of (2b) can be integrated once, and is thus reduced to a 1st1^{\mathrm{st}}-order ordinary differential equation as

h¯=cosθ(r~+1)2cos2θ,\displaystyle\bar{h}^{\prime}={-\cos\theta\over\sqrt{(\tilde{r}+1)^{2}-\cos^{2}\theta}},

which has a singularity at the location where the denominator is zero and the slope is infinite. The singularity lies on the negative r~\tilde{r} axis, whose precise location depends on θ\theta. The location of infinite slope imposes a radius of convergence on the physical domain from the closest root to the r~=0\tilde{r}=0 location, and the radius of convergence imparted is given by

r~s|B0=|1|cosθ||,B1.\tilde{r}_{s}|_{B\rightarrow 0}=|1-|\cos\theta||,~{}~{}B\ll 1. (12)

To find r~s\tilde{r}_{s} of (3f) as BB\rightarrow\infty, one can interpret the problem dimensionally as that of a cylinder with a large radius in a fluid with fixed physical properties. In such a limit, the cylinder surface may be viewed as flat over a large portion of the domain. The meniscus of a flat wall satisfies an autonomous ODE and has an analytical solution [3]. The convergence limiting singularity corresponds to the location where the slope of the interface solution is infinite even if outside the physical domain. That singularity is imparted because all flat wall interface solution lie along the same master curve that is translated to meet conditions at the wall. This location is given by [15] and is rewritten below in terms of current notation and non-dimensionalized variables as

r~s|B=|cosh12cosh121sinθ+2+2sinθ2|B,B1.\tilde{r}_{s}|_{B\rightarrow\infty}={\left|\cosh^{-1}\sqrt{2}-\cosh^{-1}\sqrt{{2\over 1-\sin\theta}}+\sqrt{2+2\sin\theta}-\sqrt{2}\right|\over\sqrt{B}},~{}~{}B\gg 1. (13)

We have surveyed the parameter ranges θ(0,π)\theta\in\left(0,\pi\right) and B[0.001,100]B\in[0.001,100], and find that the ratio of r~s\tilde{r}_{s} found numerically (using a numerical a0a_{0} to initiate the recursion in (3f)) to the estimated r~s\tilde{r}_{s} found using (12) and (13) always lies between 0 and 2 when chosen judiciously as follows—this satisfies the constraints for a convergent Euler summation (see Appendix B.6). We have found that the maximum error in the radius of convergence in using either (12) or (13) is obtained when the radii predictions are equal. Setting (12) equal to (13) leads to a master curve to solve for a critical value of BB, denoted by BcritB_{crit}, as a function of contact angle θ\theta as

Bcrit=[cosh12cosh121sinθ+2+2sinθ21|cosθ|]2,\displaystyle B_{crit}=\left[{\cosh^{-1}\sqrt{2}-\cosh^{-1}\sqrt{{2\over 1-\sin\theta}}+\sqrt{2+2\sin\theta}-\sqrt{2}\over 1-|\cos\theta|}\right]^{2}, (14)

which is plotted in figure 4. In this figure, errors in the radius of convergence (compared with the numerical solution) become smaller as one moves away from the plotted curve. We can use this fact, then, to determine the estimate for the radius of convergence, SS, in the Euler transformation (4b) which is used in the convergent series solutions (8j) and (11e). Consistent with the derivation, (13) is used to determine SS for B>BcritB>B_{crit}, and (12) is used to predict SS for B<BcritB<B_{crit}. For any combination of BB and θ\theta values that fall along the solid line in figure 4, r~s\tilde{r}_{s} (i.e., SS) obtained from (12) and (13) are identical, but (12) is preferred for simplicity. In the results and figures that follow, we use (12) and (13) along with figure 4 to obtain SS analytically.

Refer to caption
Figure 4: Determination of SS using the relationship given by (14). For any combination of BB and θ\theta values above or below the solid line, we choose (13) or (12), respectively, to calculate the corresponding radius of convergence, r~s\tilde{r}_{s}, for its use in (8j) and (11e). For any combination of BB and θ\theta values on the solid line, BcritB_{crit} from (14), one may choose to use either of the equations. The plot is not needed for θ=π/2\theta=\pi/2 because the solution is horizontal for all Bond numbers.

IV Convergent Resummation Results

In this section, we examine the performance of the series (11e) by direct comparison with numerical results. We begin by noting that the system (1d) has a reflection property that the solutions for θ<π/2\theta<\pi/2 are identical in shape to those for that θ>π/2\theta>\pi/2 provided θπ/2\mid\theta-\pi/2\mid are the same. The only difference is that the solutions are mirror images, so solutions rising above the horizontal pool as rr\to\infty for θ<π/2\theta<\pi/2 fall below that same horizontal height. Thus, it suffices to only consider solutions for θ<π/2\theta<\pi/2 in what follows. Figure 5a shows the absolute error (the absolute difference) between NN-term truncations of the convergent series solution (11e) and the numerical solution for B=0.1B=0.1 and θ=π/4\theta=\pi/4. The value of h¯(r~=0)\bar{h}(\tilde{r}=0) from the numerical solution is used as the value of a0a_{0} in constructing figure 5a (as well as figures 6a and 7a in this section). Thus, the lowest absolute error (the absolute value of the difference between the convergent series solution (11e) and the numerical solution) in figure 5a is observed at the wall. Note that the indicated errors are continually reduced for all r~\tilde{r} as NN is increased beyond those values shown in the figures, but the trends indicated are maintained. Thus, desired accuracy can be achieved with sufficiently large NN.

Refer to caption
(a)
Refer to caption
(b)
Figure 5: Absolute error (the absolute value of the difference) between NN-term truncations of the convergent series solution (11e) and the numerical solution with a domain length =240\mathcal{L}=240 for B=0.1B=0.1 and θ=π/4\theta=\pi/4 plotted versus r~\tilde{r} using (a) a0=h¯(r~=0)a_{0}=\bar{h}(\tilde{r}=0) generated by the numerical solution, and (b) the predicted value of a0a_{0} using the power series itself following the algorithm in section V.

Figure 6a shows the maximum absolute error (maximum of the absolute value of the difference over r~[0,]\tilde{r}\in[0,\mathcal{L}]) between the power series representation (11e) and the numerical solution for B=0.1B=0.1 and various θ\theta values, while figure 7a shows the same for θ=π/4\theta=\pi/4 and various BB values. We observe that the error between the numerical and series solution decreases as contact angles approach π/2\pi/2 for the same number of terms. Similarly, for the same number of terms the power series solution (11e) becomes more accurate as the Bond number increases. Again, increased accuracy may be obtained with increasing NN beyond those shown in the figures. Moreover, we note that the series takes more terms to converge as θ0\theta\to 0, and less terms as θπ/2\theta\to\pi/2, for all Bond numbers.

Refer to caption
(a)
Refer to caption
(b)
Figure 6: Maximum absolute error (maximum of the absolute value of the difference) taken over r~[0,]\tilde{r}\in[0,\mathcal{L}] between NN-term truncations (shown by \bullet’s) of the convergent resummation (11e) and the numerical solution for B=0.1B=0.1 and θ=π/6\displaystyle\theta=\pi/6 (with =240\mathcal{L}=240), π/4\pi/4 (with =240\mathcal{L}=240), and π/3\pi/3 (with =240\mathcal{L}=240), plotted versus NN, using (a) a0=h¯(r~=0)a_{0}=\bar{h}(\tilde{r}=0) generated from the numerical solution, and (b) the predicted value of a0a_{0} using the power series itself following the algorithm in section V.
Refer to caption
(a)
Refer to caption
(b)
Figure 7: Maximum absolute error taken r~[0,]\tilde{r}\in[0,\mathcal{L}] between NN-term truncations (shown by \bullet’s) of the convergent resummation (11e) and the numerical solution for B=1B=1 (with =60\mathcal{L}=60), 0.1 (with =60\mathcal{L}=60), 0.01 (with =480\mathcal{L}=480), and 0.001 (with L=960L=960), and θ=π/4\theta=\pi/4, plotted versus NN, using (a) a0=h¯(r~=0)a_{0}=\bar{h}(\tilde{r}=0) generated by the numerical solution, and (b) the predicted value of a0a_{0} using the power series itself following the algorithm in section V.

V Prediction of the Meniscus Height at the Cylinder Wall

Up to this point in the paper, all discussed power series results have utilized the numerically predicted value of the height at the wall as an input. We now provide the methodology to determine the height of the wall, a0=h¯(r~=0)a_{0}=\bar{h}(\tilde{r}=0) using the power series itself, which precludes the need for numerical inputs altogether. The recurrence for the coefficients provides data about the structure of the solution as a function of the chosen value of a0a_{0}. While there are many conditions we impose on the coefficients of (11e) to yield an equation for a0a_{0}, the simplest is to set the last A¯n\bar{A}_{n} coefficient to zero. This approach has been used previously in [2]. The rationale for this choice is based on the fact that, in a convergent series, the last coefficient, A¯N\bar{A}_{N} must approach zero as NN\to\infty; thus the assumption that A¯N=0\bar{A}_{N}=0 is self consistent in this limit. From a purely mathematical perspective, setting A¯N=0\bar{A}_{N}=0 provides one equation in one unknown a0a_{0} that enables solution. We can compute the nn-th coefficient A¯n(a0)\bar{A}_{n}(a_{0}) as a function of the chosen value of a0a_{0}. Since the underlying recurrence is analytic, we can differentiate it to compute derivatives with respect to a0a_{0} as well. As such, we can use Newton’s iteration to obtain the desired result by choosing a0a_{0} to enforce the condition A¯N=0\bar{A}_{N}=0.

The Newton’s iteration takes the form

a0,j+1=a0,jA¯N(a0,j)A¯N(a0,j),a_{0,j+1}=a_{0,j}-{\bar{A}_{N}(a_{0,j})\over\bar{A}^{\prime}_{N}(a_{0,j})}, (15a)
where A¯N(a0,j)\bar{A}^{\prime}_{N}(a_{0,j}) is the derivative of A¯N\bar{A}_{N} with respect to a0a_{0}. To utilize (15a), we differentiate the coefficients in (11e) with respect to a0a_{0}, and obtain
A¯n=k=0nζkA^nk,\bar{A}^{\prime}_{n}=\sum_{k=0}^{n}\zeta_{k}\hat{A}^{\prime}_{n-k}, (15b)
A^n+2=S2(n+1)(n+2)k=0n(k+33)wnk,\hat{A}^{\prime}_{n+2}={S^{2}\over(n+1)(n+2)}\sum_{k=0}^{n}\binom{k+3}{3}w^{\prime}_{n-k}, (15c)
wn=fn+k=0nrnk(qktkuk),fn=2S2k=0n(1)k(3k)(nk+1)A^nk+1,w^{\prime}_{n}=f^{\prime}_{n}+\sum_{k=0}^{n}r_{n-k}\left(q^{\prime}_{k}-t^{\prime}_{k}-u^{\prime}_{k}\right)~{}~{},~{}~{}f^{\prime}_{n}={2\over S^{2}}\sum_{k=0}^{n}(-1)^{k}\binom{3}{k}(n-k+1)\hat{A}^{\prime}_{n-k+1}, (15d)
qn=Bk=0n{kpnk+kpnk},n=k=0n¯kA^nk,q^{\prime}_{n}=B\sum_{k=0}^{n}\left\{\ell^{\prime}_{k}p_{n-k}+\ell_{k}p^{\prime}_{n-k}\right\}~{}~{},~{}~{}\ell^{\prime}_{n}=\sum_{k=0}^{n}\bar{\ell}_{k}\hat{A}^{\prime}_{n-k}, (15e)
un=1Sk=0n(1)k(2k)(nk+1)A^nk+1,u^{\prime}_{n}={1\over S}\sum_{k=0}^{n}(-1)^{k}\binom{2}{k}(n-k+1)\hat{A}^{\prime}_{n-k+1}, (15f)
dn=k=0n{ukunk+ukunk},tn=k=0n{dkunk+dkunk},d¯n=dn,d^{\prime}_{n}=\sum_{k=0}^{n}\left\{u^{\prime}_{k}u_{n-k}+u_{k}u^{\prime}_{n-k}\right\}~{}~{},~{}~{}t^{\prime}_{n}=\sum_{k=0}^{n}\left\{d^{\prime}_{k}u_{n-k}+d_{k}u^{\prime}_{n-k}\right\}~{}~{},~{}~{}\bar{d}^{\prime}_{n}=d^{\prime}_{n}, (15g)
pn=1nd¯0k=1n{(52kn)(d¯kpnk+d¯kpnk)}1nd¯02d¯0k=1n(52kn)d¯kpnk,p^{\prime}_{n}={1\over n\bar{d}_{0}}\sum_{k=1}^{n}\left\{\left({5\over 2}k-n\right)\left(\bar{d}^{\prime}_{k}p_{n-k}+\bar{d}_{k}p^{\prime}_{n-k}\right)\right\}-{1\over n\bar{d}_{0}^{2}}\bar{d}^{\prime}_{0}\sum_{k=1}^{n}\left({5\over 2}k-n\right)\bar{d}_{k}p_{n-k}, (15h)
p0=32d¯01/2d¯0,p^{\prime}_{0}={3\over 2}\bar{d}_{0}^{1/2}\bar{d}^{\prime}_{0}, (15i)
with
A^0=1,andA^1=0.\hat{A}^{\prime}_{0}=1,~{}\textrm{and}~{}\hat{A}^{\prime}_{1}=0. (15j)

Using an arbitrary initial guess, (15j) is used to predict a0a_{0}, which approaches the correct value as NN\to\infty, as evidenced by the error plots in figures 5b6b, and 7b.

Apart from comparing directly with numerical results, our predictions of the height of the interface at the wall (h¯=a0\bar{h}=a_{0}) and resulting interface shape agree well with an analytical expression derived for small interfacial slopes (see Appendix C) over the whole radial domain. This occurs when θ\theta is near π/2\pi/2. Under such circumstances, the constant DD in (10) can be determined based on constraints at the wall. According to (11e), this means that A¯0=D\bar{A}_{0}=D for small slopes. If one utilizes the algorithm (15j) to determine the constant A0A_{0} by setting A1=0A_{1}=0, we obtain the same value of the constant DD obtained the small slope approximation. This provides additional insight into how the series (11e) with the modified Bessel prefactor accelerates convergence. For small slopes at the wall, one term in the expansion provides an excellent prediction of the interface shape, while higher order terms in η\eta contribute only incremental improvement. Far from the wall, the same comment applies—as the small slope approximation (10) is always valid, the Bessel function prefactor in (11e) assures that only few terms in the expansion in η\eta (or equivalently r~\tilde{r}) are needed to capture the solution behavior.

VI Performance of Power Series and Matched Asymptotic solutions

In this section, we compare predictions of the height of the interface at the wall, a0a_{0} from the power series solution (11e) using the algorithm of section V, with those of the matched asymptotic solution by [14] in the limit B0B\rightarrow 0. Figure 8 compares the solutions generated by the NN-term truncation of the convergent power series solution (11e), the first order matched asymptotic solution of [14], and the second order matched asymptotic solution of [14] (see (A.1b) and (A.2) in Appendix A, respectively), with the numerical solution for B=B= 100, 10, 1, 0.1, 0.01, and 0.001 and θ=π/4\theta=\pi/4, at the wall of the cylinder (r~=0\tilde{r}=0).

Refer to caption
Figure 8: Absolute error between predictions of the height of the meniscus at the wall of the cylinder (r~=0\tilde{r}=0) using the power series (11e) and the numerical solution, compared with error from the first (A.1b) and second (A.2) order matched asymptotic solutions of  [14] for θ=π/4\theta=\pi/4.

As shown in figure 8, the accuracy of the asymptotic solution improves as BB approaches zero, as expected from asymptotic theory. That said, the series solution (11e) is effective over a broad range of Bond numbers, and in fact performs with high accuracy even in the range where asymptotic analysis is justified; that is, provided a sufficient number of terms in the series are included.

In the case of small Bond numbers where Lo’s solution has sufficient accuracy, one could choose to use the value of a0a_{0}, the height of the liquid meniscus at the wall, from the method of matched asymptotic solutions [14], shown in (A.1b) and (A.2), and use the convergent series solution (11e) to generate the full shape of the interface. The accuracy of the matched asymptotic solution might be improved by considering a third order match, but as is evident from the work of [14], the generation of higher order matches is arduous. Additionally, asymptotic series are subject to optimal truncation errors, so there is a limit to the improvement that may be achieved by adding such corrections. By contrast, the power series approach yields a relatively simple recursion that can be used for solutions of desired accuracy by simply including additional terms in the series.

VII Conclusion

In this work, the asymptotically motivated Euler transformation was utilized to transform a divergent power series solution to a convergent one, where the influence of singularities were mapped outside the physical domain. Furthermore, we have obtained—for the first time—an exact solution for the shape of the meniscus formed outside a partially submerged vertical cylinder in an infinite horizontal static pool. The efficacy of the power series solution has been systematically tested against numerical and previously-derived matched asymptotic solutions. Moreover, the complexity of the matched asymptotic solution precludes additional higher-order corrections from being generated practically. The power series solution, generated recursively, is attractive for its ease of use for all values of BB, θ\theta, and over the entire physical domain.

Appendix A Matched Asymptotic Solution

In this section, we re-visit the first and the second order matched asymptotic solutions implemented by [14] and convert their notation to ours. In doing so, we correct two typos in Eqns 3.18 and 3.21 of Lo’s paper [14], shown respectively with underlines in equations (A.2e) and (A.2f) below. Here we focus on Lo’s predictions of the height of the meniscus along the cylinder to benchmark against the power series solution. Lo uses the superscripts (1) and (2) to represent the first and second order matched asymptotic approximations, respectively, and denotes the well-known Euler’s constant as γ=0.5772\gamma=0.5772 (rounded to four decimal places). Lo defines the parameter ϵ=Rlc\epsilon={R\over l_{c}}, where RR is the cylinder radius and lc=σρgl_{c}=\sqrt{{\sigma\over\rho g}} is the capillary length. In the notation used in our paper, this means that the Bond number and ϵ\epsilon are related as B=ϵ2B=\epsilon^{2}.

The lowest (first) order matched asymptotic solution for the height of the fluid along the wall, used in figure 8, is

h¯(1)(r~=0)=sinϕ{ln4ϵ(1+cosϕ)γ},\bar{h}^{(1)}(\tilde{r}=0)=\sin\phi\left\{\ln{4\over\epsilon(1+\cos\phi)}-\gamma\right\}, (A.1a)
ϕ=π2θ.\phi={\pi\over 2}-\theta. (A.1b)

The second order matched solution (next order match) for the height of the interface along the cylindrical wall indicated in figure 8 is

h¯(2)(r~=0)=z1lnϵ+z2h¯(1)in(A.1b)+z3ϵ2ln2ϵ+z4ϵ2lnϵ+z5ϵ2.\bar{h}^{(2)}(\tilde{r}=0)=\underbrace{z_{1}\ln\epsilon+z_{2}}_{\bar{h}^{(1)}~{}\textrm{in}\ (\ref{eq:FirstH0})}+z_{3}\epsilon^{2}\ln^{2}\epsilon+z_{4}\epsilon^{2}\ln\epsilon+z_{5}\epsilon^{2}. (A.2a)
The constants used in (A.2a) are defined as
z1=sinϕ,z2=sinϕ[ln4ln(1+cosϕ)γ],z3=12sinϕ(1sin2ϕ),z_{1}=-\sin\phi~{}~{},~{}~{}z_{2}=\sin\phi\left[\ln 4-\ln(1+\cos\phi)-\gamma\right]~{}~{},~{}~{}z_{3}={1\over 2}\sin\phi(1-\sin^{2}\phi), (A.2b)
z4=sinϕ{cos2ϕ[γ+14+ln(14(1+cosϕ))+]+14cosϕ},z_{4}=\sin\phi\left\{\cos^{2}\phi\left[\gamma+{1\over 4}+\ln({1\over 4}(1+\cos\phi))+\right]+{1\over 4}-\cos\phi\right\}, (A.2c)
z5=\displaystyle z_{5}= 14sinϕcosϕ(ln4γ)Dcosϕ+14sinϕ\displaystyle~{}{1\over 4}\sin\phi\cos\phi(\ln 4-\gamma)-{D\over\cos\phi}+{1\over 4}\sin\phi (A.2d)
+D(1ln4+¯γ)+14sin3ϕ(12γ3ln22+γln4ln2)\displaystyle+D(1-\ln 4{\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0}\underline{+}}\gamma)+{1\over 4}\sin^{3}\phi\left({1\over 2}-\gamma^{3}-\ln^{2}2+\gamma\ln 4-\ln 2\right)
+[ln(1+cosϕ)][14sin3ϕ(ln4γ+1cosϕ)+D14sinϕcosϕ]\displaystyle+\left[\ln(1+\cos\phi)\right]\left[{1\over 4}\sin^{3}\phi\left(\ln 4-\gamma+{1\over\cos\phi}\right)+D-{1\over 4}\sin\phi\cos\phi\right]
14(sin3ϕ)ln2(1+cosϕ),\displaystyle-{1\over 4}(\sin^{3}\phi)\ln^{2}(1+\cos\phi), (A.2e)
where
D=14𝒞(2𝒞2)ln[1+1𝒞2](1𝒞2)12𝒞(ln4γ)14𝒞1𝒞2¯,D={1\over 4}\mathcal{C}(2-\mathcal{C}^{2})\ln[1+\sqrt{1-\mathcal{C}^{2}}]-(1-\mathcal{C}^{2}){1\over 2}\mathcal{C}(\ln 4-\gamma)-{1\over 4}\mathcal{C}\sqrt{1-{\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0}\underline{\mathcal{C}^{2}}}}, (A.2f)
and
𝒞=sinϕ.\mathcal{C}=\sin\phi. (A.2g)

Appendix B Useful formulae for manipulating series

B.1 Raising a Series to a Power

The following relation is JCP Miller’s formula for raising a series to a power [11]:

(n=0anxn)γ=n=0bnxn,\left(\sum_{n=0}^{\infty}a_{n}x^{n}\right)^{\gamma}=\sum_{n=0}^{\infty}b_{n}x^{n}, (B.1a)
where
bn>0=1na0j=1n(jγn+j)ajbnj,b0=(a0)γ.b_{n>0}={1\over n~{}a_{0}}\sum_{j=1}^{n}(j\gamma-n+j)a_{j}b_{n-j},~{}b_{0}=\left(a_{0}\right)^{\gamma}. (B.1b)

B.2 Product of Two Series

The following relation is the well-known Cauchy product of two series [6]:

n=0anxnn=0bnxn=n=0(j=0najbnj)xn,a00.\sum_{n=0}^{\infty}a_{n}x^{n}\sum_{n=0}^{\infty}b_{n}x^{n}=\sum_{n=0}^{\infty}\left(\sum_{j=0}^{n}a_{j}b_{n-j}\right)x^{n},~{}a_{0}\neq 0. (B.2)

B.3 Generalized Product Rule

The generalized product (Leibniz’s) rule applied to two functions is given as [10]

dn(uv)dyn=k=0n(nk)dnkudynkdkvdyk\displaystyle{d^{n}\left(uv\right)\over dy^{n}}=\sum_{k=0}^{n}{{n}\choose{k}}~{}{d^{n-k}u\over dy^{n-k}}~{}{d^{k}v\over dy^{k}} (B.3)

and is important in determining the coefficients of an Eulerized series.

B.4 Chain Rule

The chain rule applied to a composite function F(y(η))=f(η)F(y(\eta))=f(\eta) is given, for first and second derivatives, as

dfdη=dFdydydη,{df\over d\eta}={dF\over dy}{dy\over d\eta}, (B.4a)
d2fdη2=d2Fdy2(dydη)2+dFdyd2ydη2.{d^{2}f\over d\eta^{2}}={d^{2}F\over dy^{2}}\left({dy\over d\eta}\right)^{2}+{dF\over dy}{d^{2}y\over d\eta^{2}}. (B.4b)

The inversion of (B.4b) is given by

dFdy=dfdη(dydη)1,{dF\over dy}={df\over d\eta}\left({dy\over d\eta}\right)^{-1}, (B.5a)
d2Fdy2=d2fdη2(dydη)2dfdηd2ydη2(dydη)3,{d^{2}F\over dy^{2}}={d^{2}f\over d\eta^{2}}\left({dy\over d\eta}\right)^{-2}-~{}{df\over d\eta}{d^{2}y\over d\eta^{2}}\left({dy\over d\eta}\right)^{-3}, (B.5b)

which will be useful in manipulating the Bessel series in terms of the Euler transformed variable in appendix E.

B.5 Euler Transformation

Given a power series

f=n=0anxn,f=\sum_{n=0}^{\infty}a_{n}x^{n}, (B.6)

the Euler Sum is defined as follows

f=n=0bn(xx+S)n,\displaystyle f=\sum_{n=0}^{\infty}b_{n}\left({x\over x+S}\right)^{n}, (B.7a)
where
bn>0=m=1n(n1m1)amSm,b0=a0.b_{n>0}=\sum_{m=1}^{n}{{n-1}\choose{m-1}}a_{m}S^{m},~{}b_{0}=a_{0}. (B.7b)

Note that (B.7a) is a power series in terms of the expansion variable

yx/(x+S),y\equiv x/(x+S), (B.8)

such that the physical domain x[0,)x\in[0,\infty) maps to the transformed physical domain y[0,1]y\in[0,1]. The derivation of (B.7b) is provided below.

First, equating the right-hand-sides of (B.6) and (B.7a) and using definition (B.8) to write in terms of yy, we have

m=0am(yS1y)m=m=0bmym,\sum_{m=0}^{\infty}a_{m}\left({yS\over 1-y}\right)^{m}=\sum_{m=0}^{\infty}b_{m}y^{m}, (B.9)

where a deliberate switch has been made to using the index mm instead of nn so that we may extract bnb_{n} at a specific value within the above (i.e., at m=nm=n) as

bn=1n!{dndyn[m=0am(yS1y)m]}y=0.b_{n}={1\over n!}\left\{{d^{n}\over dy^{n}}\left[\sum_{m=0}^{\infty}a_{m}\left({yS\over 1-y}\right)^{m}\right]\right\}_{y=0}. (B.10)

Note that the above expression comes from applying the definition of a coefficient of a Taylor expansion about y=0y=0, which is precisely what the right-hand side of (B.9) is. Our task remains to show that the infinite series given by (B.10) may be rewritten as the finite series (B.7b). Interchanging the differentiation and summation operators and rewriting the inside as a product, (B.10) becomes

bn=1n!{m=0amSmdndyn[ym(1y)m]}y=0.b_{n}={1\over n!}\left\{\sum_{m=0}^{\infty}a_{m}S^{m}{d^{n}\over dy^{n}}\left[y^{m}\left(1-y\right)^{-m}\right]\right\}_{y=0}. (B.11)

In order to apply the generalized product rule to the [ym(1y)m]\left[y^{m}\left(1-y\right)^{-m}\right] term above, we first recognize that individual generalized derivatives of the two terms are

dj(ym)dyj=[=0j1(m)]ymj{d^{j}(y^{m})\over dy^{j}}=\left[\prod_{\ell=0}^{j-1}\left(m-\ell\right)\right]y^{m-j} (B.12a)
and
dj[(1y)m]dyj=[=0j1(m+)](1y)mj.{d^{j}\left[\left(1-y\right)^{-m}\right]\over dy^{j}}=\left[\prod_{\ell=0}^{j-1}\left(m+\ell\right)\right]\left(1-y\right)^{-m-j}. (B.12b)

Substituting (B.12b) into the generalized product rule (B.3) to evaluate the derivative in (B.11), we obtain the expression

bn=\displaystyle b_{n}= 1n!{m=0amSm\displaystyle{1\over n!}\left\{\sum_{m=0}^{\infty}a_{m}S^{m}\right.
k=0n[(nk)[=0nk1(m)]ymn+k[=0k1(m+)](1y)mk]}y=0.\displaystyle\left.\sum_{k=0}^{n}\left[{{n}\choose{k}}\left[\prod_{\ell=0}^{n-k-1}\!\!\!\!\!\left(m-\ell\right)\right]y^{m-n+k}\left[\prod_{\ell=0}^{k-1}\!\left(m+\ell\right)\right]\left(1-y\right)^{-m-k}\right]\right\}_{y=0}.

Finally, we evaluate the above expression at y=0y=0 and note that the only nonzero contributions will come from y0y^{0} terms in the inner sum, which correspond with an index of k=nmk=n-m. Since kk is a positive index, this tells us that mm cannot be greater than nn, thus placing an upper limit on the outer mm-sum. Setting y=0y=0, only retaining the k=nmk=n-m term in the inner sum, and truncating the outer sum to nn terms, leads to

bn=\displaystyle b_{n}= 1n!m=0namSm(nnm)=0m1(m)=0nm1(m+)\displaystyle\displaystyle~{}{1\over n!}\sum_{m=0}^{n}a_{m}S^{m}{{n}\choose{n-m}}~{}~{}~{}~{}~{}~{}\displaystyle\prod_{\ell=0}^{m-1}\left(m-\ell\right)~{}~{}~{}~{}~{}~{}\displaystyle\prod_{\ell=0}^{n-m-1}\left(m+\ell\right)
=\displaystyle= 1n!m=0namSmn!m!(nm)!m!(n1)!(m1)!\displaystyle\displaystyle~{}{1\over n!}\sum_{m=0}^{n}a_{m}S^{m}{n!\over m!\left(n-m\right)!}~{}~{}~{}~{}~{}~{}~{}~{}~{}m!~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}\displaystyle{\left(n-1\right)!\over\left(m-1\right)!}
=\displaystyle= m=0namSm(n1)!(m1)!(nm)!\displaystyle\displaystyle~{}\sum_{m=0}^{n}a_{m}S^{m}{\left(n-1\right)!\over\left(m-1\right)!\left(n-m\right)!}
=\displaystyle= m=0n(n1m1)amSm,\displaystyle\displaystyle~{}\sum_{m=0}^{n}{{n-1}\choose{m-1}}a_{m}S^{m},

which is equivalent to (B.7b).

B.6 Estimation of the Radius of Convergence in an Euler Transformation

Typically, for nonlinear ODEs, the precise value of the radius of convergence of the power series solution is unknown, but can be estimated (via root test, ratio test, etc.) to within some tolerance. In such cases, we may estimate the true radius of convergence, xsx_{s}, with an approximation, SS, as

Sϵxs,S\equiv\epsilon x_{s}, (B.13)

where ϵ(0,2)\epsilon\in(0,2). We are afforded this flexibility from Taylor’s theorem, which tells us that, through the mapping from xx to yy given by (B.8), a Taylor expansion about y=0y=0 will converge over the full physical domain y[0,1]y\in[0,1] as long as singularities lie outside of the circle |y|=1|y|=1 in the complex yy plane. In other words, assuming the closest singularity is due to x=xsx=-x_{s}, the following must hold for convergence of the corresponding Euler series:

|y(x=xs)|>1.\left|y\left(x=-x_{s}\right)\right|>1. (B.14)

We know this to be true in the standard Euler series since then the left side of the inequality above becomes ±\pm\infty, from the standard Euler gauge function (B.8). However, if we do not know the exact value of xsx_{s} and substitute the Euler transformation

yx/(x+ϵxs),y\equiv x/(x+\epsilon x_{s}), (B.15)

into (B.14), we obtain

|11ϵ|>1,\left|{1\over 1-\epsilon}\right|>1,

which tells us that ϵ(0,2)\epsilon\in(0,2) is a valid range to assure convergence of the transformed series. This means that one may use any arbitrarily small value for S>0S>0 in (B.7b), as long as it is less than twice the value of the (unknown) exact xsx_{s} (the modulus of the actual closest singularity). That said, as ϵ1\epsilon\to 1, the convergence rate of the Eulerized series is expected to improve, since—in this limit—the influence of the singularity is pushed further away from the mapped physical domain.

Appendix C Interface Solution for Small Slope

Equation (10) provides the leading order r~\tilde{r}\to\infty asymptotic behavior of the interface solution given as:

h¯(r~)DK0(B(r~+1)),\overline{h}(\tilde{r})\sim D{{K}_{0}}\left(\sqrt{B}\left(\tilde{r}+1\right)\right), (C.1)

where DD is an unknown constant and K0(z){{K}_{0}}\left(z\right) is the modified Bessel function of zeroth order. Note that this solution is valid for dh¯/dr~1d\overline{h}/d\tilde{r}\ll 1 since h¯0\overline{h}\to 0 as r~\tilde{r}\to\infty according to (2d). In a configuration for which dh¯/dr~1d\overline{h}/d\tilde{r}\ll 1 for all r~(0,)\tilde{r}\in\left(0,\infty\right), (C.1) provides an excellent approximation to the interface solution with the constant, DD, determined as follows.

The boundary condition (2c) is rewritten here for convenience as:

dh¯dr~=cotθatr~=0.{d\bar{h}\over d\tilde{r}}=-\cot\theta~{}\textrm{at}\ \tilde{r}=0. (C.2)

Noting that:

dK0(z)dz=K1(z),{d{{K}_{0}}(z)\over dz}=-{{K}_{1}}(z),

where K1(z){{K}_{1}}(z) is the modified Bessel function of first order, we differentiate (C.1) to obtain:

dh¯dr~DBK0(B(r~+1))fordh¯/dr~1.{d\bar{h}\over d\tilde{r}}\sim-D\sqrt{B}{{K}_{0}}\left(\sqrt{B}\left(\tilde{r}+1\right)\right)~{}\textrm{for}~{}~{}d\overline{h}/d\tilde{r}\ll 1. (C.3)

Provided that cotθ1\cot\theta\ll 1, (C.3) is valid for all r~(0,)\tilde{r}\in\left(0,\infty\right), and thus the constraint (C.2) may be applied to determine DD as:

D=cotθBK1(B).D={\cot\theta\over\sqrt{B}{{K}_{1}}\left(\sqrt{B}\right)}. (C.4)

Finally, we substitute (C.4) into (C.1) to yield:

h¯(r~)cotθBK1(B)K0(B(r~+1))forcotθ1,wherer~(0,).\overline{h}(\tilde{r})\sim{\cot\theta\over\sqrt{B}{{K}_{1}}\left(\sqrt{B}\right)}{{K}_{0}}\left(\sqrt{B}\left(\tilde{r}+1\right)\right)~{}\textrm{for}~{}~{}\cot\theta\ll 1,~{}\textrm{where}~{}~{}\tilde{r}\in\left(0,\infty\right). (C.5a)
In accordance with the restriction that cotθ1\cot\theta\ll 1, (C.5a) is valid for nearly horizontal interfaces for which values of θ\theta lie near π/2\pi/2, regardless of the value of the Bond number, BB. The height of the interface, then at the cylindrical wall (r~=0)(\tilde{r}=0), is thus given as:
h¯(0)cotθBK0(B)K1(B),forcotθ1.\overline{h}(0)\sim{\cot\theta\over\sqrt{B}}{{{K}_{0}}\left(\sqrt{B}\right)\over{{K}_{1}}\left(\sqrt{B}\right)},~{}\textrm{for}~{}~{}\cot\theta\ll 1. (C.5b)

The result (C.5b) serves as a useful analytical check on numerical and power series predictions for nearly horizontal interfaces.

Appendix D Computation of the Euler coefficients in (8j) via the transformed differential equation (7a)

After making the variable transformation (4b) in our governing ODE (2b), we obtain the transformed ODE (7a), rewritten here in a slightly different form as

g′′=S2(1η)4{2(1η)3S2g+(ηS1η+1)((1η)4S2g2+1)3/2Bg(1η)6S3g3(1η)2SgηS1η+1}.g^{\prime\prime}={S^{2}\over(1-\eta)^{4}}\left\{{\displaystyle 2(1-\eta)^{3}\over\displaystyle S^{2}}g^{\prime}+{\displaystyle\left({\eta S\over 1-\eta}+1\right)\left({(1-\eta)^{4}\over S^{2}}g^{\prime 2}+1\right)^{3/2}Bg-{(1-\eta)^{6}\over S^{3}}g^{\prime 3}-{(1-\eta)^{2}\over S}g^{\prime}\over\displaystyle{\eta S\over 1-\eta}+1}\right\}. (D.1)

Our goal is to obtain a power series solution of (D.1) in the form (8a), rewritten here for convenience as

g(η)=n=0A^nηn.g(\eta)=\sum_{n=0}^{\infty}\hat{A}_{n}\eta^{n}. (D.2)

To do so, we note that, by direct differentiation, the first nn terms of the Taylor series of gg^{\prime} depend only on the first n+1n+1 terms of gg. By Cauchy’s Product rule and JCP Miller’s Formula, the same is also true of powers and products of these terms. As such, the RHS of (D.1) will have an nn-th Taylor coefficient that can be expressed as a recursive expression involving the first n+1n+1 Taylor coefficients of gg. Meanwhile, the LHS will give the n+2n+2 Taylor coefficient of gg (up to a factor of (n+1)(n+2)(n+1)(n+2)), allowing one to recursive compute A^n+2\hat{A}_{n+2} from the previous Taylor coefficients {A^0,A^1,,A^n+1}\{\hat{A}_{0},\hat{A}_{1},...,\hat{A}_{n+1}\}. More explicitly, we note that by the binomial theorem we have

S2(1η)4=S2n=0(n+33)ηn.{S^{2}\over(1-\eta)^{4}}=S^{2}\sum_{n=0}^{\infty}\binom{n+3}{3}\eta^{n}. (D.3)

Hence by Cauchy’s product rule and direct differentiation if we write

2(1η)3S2g+(ηS1η+1)((1η)4S2g2+1)3/2Bg(1η)6S3g3(1η)2SgηS1η+1=n=0wnηn,{\displaystyle 2(1-\eta)^{3}\over\displaystyle S^{2}}g^{\prime}+{\displaystyle\left({\eta S\over 1-\eta}+1\right)\left({(1-\eta)^{4}\over S^{2}}g^{\prime 2}+1\right)^{3/2}Bg-{(1-\eta)^{6}\over S^{3}}g^{\prime 3}-{(1-\eta)^{2}\over S}g^{\prime}\over\displaystyle{\eta S\over 1-\eta}+1}=\sum_{n=0}^{\infty}w_{n}\eta^{n}, (D.4)

then the wnw_{n} will have a recursive expression in terms of A^n\hat{A}_{n} only up to A^n+1\hat{A}_{n+1}, and equation (D.1) becomes

n=0(n+1)(n+2)A^n+2\displaystyle\sum_{n=0}^{\infty}(n+1)(n+2)\hat{A}_{n+2} =S2n=0[k=0n(k+33)wnk]ηn,\displaystyle=S^{2}\sum_{n=0}^{\infty}\left[\sum_{k=0}^{n}\binom{k+3}{3}w_{n-k}\right]\eta^{n}, (D.5)
A^n+2\displaystyle\hat{A}_{n+2} =S2(n+1)(n+2)k=0n(k+33)wnk.\displaystyle={S^{2}\over(n+1)(n+2)}\sum_{k=0}^{n}\binom{k+3}{3}w_{n-k}. (D.6)

Continuing to work backwards, we can write by Cauchy’s Product Rule that

wn\displaystyle w_{n} =fn+k=0n(qktkuk)rnk\displaystyle=f_{n}+\sum_{k=0}^{n}(q_{k}-t_{k}-u_{k})r_{n-k} (D.7)

where

2(1η)3S2g\displaystyle{2(1-\eta)^{3}\over S^{2}}g^{\prime} =n=0fnηn\displaystyle=\sum_{n=0}^{\infty}f_{n}\eta^{n} (D.8)
(ηS1η+1)((1η)4S2g2+1)3/2Bg\displaystyle\left({\eta S\over 1-\eta}+1\right)\left({(1-\eta)^{4}\over S^{2}}g^{\prime 2}+1\right)^{3/2}Bg =n=0qnηn\displaystyle=\sum_{n=0}^{\infty}q_{n}\eta^{n} (D.9)
(1η)6S3g3\displaystyle{(1-\eta)^{6}\over S^{3}}g^{\prime 3} =n=0tnηn\displaystyle=\sum_{n=0}^{\infty}t_{n}\eta^{n} (D.10)
(1η)2Sg\displaystyle{(1-\eta)^{2}\over S}g^{\prime} =n=0unηn\displaystyle=\sum_{n=0}^{\infty}u_{n}\eta^{n} (D.11)
(ηS1η+1)1\displaystyle\left({\eta S\over 1-\eta}+1\right)^{-1} =n=0rnηn.\displaystyle=\sum_{n=0}^{\infty}r_{n}\eta^{n}. (D.12)

We notice first that by term-by-term differentiation, Cauchy’s product rule, and the binomial formula we have the following formulae for fnf_{n} and unu_{n}:

fn\displaystyle f_{n} =2S2k=0n(1)k(3k)(nk+1)A^nk+1,\displaystyle={2\over S^{2}}\sum_{k=0}^{n}(-1)^{k}\binom{3}{k}(n-k+1)\hat{A}_{n-k+1}, (D.13)
un\displaystyle u_{n} =1Sk=0n(1)k(2k)(nk+1)A^nk+1.\displaystyle={1\over S}\sum_{k=0}^{n}(-1)^{k}\binom{2}{k}(n-k+1)\hat{A}_{n-k+1}. (D.14)

Furthermore, by the formula for a geometric series, we have directly that

(ηS1η+1)1\displaystyle\left({\eta S\over 1-\eta}+1\right)^{-1} =(1η)1(1S)η\displaystyle={(1-\eta)\over 1-(1-S)\eta} (D.15)
rn\displaystyle r_{n} =(1S)n(1δn,0)(1S)n1.\displaystyle=(1-S)^{n}-(1-\delta_{n,0})(1-S)^{n-1}. (D.16)

where the Kronecker notation is used such that δn,0\delta_{n,0} is 0 when n0n\neq 0 and 1 when n=0n=0. The computation of tnt_{n} in (D.10) could be obtained directly using JCP Miller’s formula on g3g^{\prime 3} followed by Cauchy’s product rule; instead, we first build the formula for the term involving g2g^{\prime 2} in (D.4), and then extract the result for tnt_{n} from that. That is, we define

(1η)4S2g2=n=0dnηn,{(1-\eta)^{4}\over S^{2}}g^{\prime 2}=\sum_{n=0}^{\infty}d_{n}\eta^{n}, (D.17)

and by Cauchy’s product rule have

dn\displaystyle d_{n} =k=0nukunk.\displaystyle=\sum_{k=0}^{n}u_{k}u_{n-k}. (D.18)

The expression for tnt_{n} can be obtained by taking the Cauchy product of (D.17) and (D.11) to yield

tn\displaystyle t_{n} =k=0ndkunk.\displaystyle=\sum_{k=0}^{n}d_{k}u_{n-k}. (D.19)

From here it remains only for us to compute qnq_{n}. We begin by writing

(1η)4S2g2+1=n=0d¯nηn,{(1-\eta)^{4}\over S^{2}}g^{\prime 2}+1=\sum_{n=0}^{\infty}\bar{d}_{n}\eta^{n}, (D.20)

then we have

d¯n=dn+δn,0.\bar{d}_{n}=d_{n}+\delta_{n,0}. (D.21)

Proceeding in the same fashion if we write

((1η)4S2g2+1)3/2=n=0pnηn,\left({(1-\eta)^{4}\over S^{2}}g^{\prime 2}+1\right)^{3/2}=\sum_{n=0}^{\infty}p_{n}\eta^{n}, (D.22)

then by JCP Miller’s formula we have

p0=d¯03/2pn>1=1nd¯0k=1n(52kn)d¯kpnk.p_{0}=\bar{d}_{0}^{3/2}\hphantom{\sum\sum}p_{n>1}={1\over n\bar{d}_{0}}\sum_{k=1}^{n}\left({5\over 2}k-n\right)\bar{d}_{k}p_{n-k}. (D.23)

Writing via geometric series that

ηS1η+1\displaystyle{\eta S\over 1-\eta}+1 =n=0¯nηn\displaystyle=\sum_{n=0}^{\infty}\bar{\ell}_{n}\eta^{n}
¯n\displaystyle\bar{\ell}_{n} =S+δn,0(1S),\displaystyle=S+\delta_{n,0}(1-S),

then, if we write

(ηS1η+1)g=n=0nηn,\left({\eta S\over 1-\eta}+1\right)g=\sum_{n=0}^{\infty}\ell_{n}\eta^{n}, (D.24)

Cauchy’s product rule gives

n=k=0n¯kA^nk.\ell_{n}=\sum_{k=0}^{n}\bar{\ell}_{k}\hat{A}_{n-k}. (D.25)

One final application of Cauchy’s Product Rule completes the recurrence by writing

qn=Bk=0nkpnk.q_{n}=B\sum_{k=0}^{n}\ell_{k}p_{n-k}. (D.26)

In summary, the preceding coefficients fnf_{n}, qnq_{n}, tnt_{n}, unu_{n}, n\ell_{n}, dnd_{n}, rnr_{n}, and pnp_{n} are all utilized in the power series solution (8j) in the main text.

Appendix E Computation of the Euler coefficients in (11e) after inclusion of the modified Bessel function prefactor

Here, we re-sum to accelerate the convergence of the power series solution, making direct use of the previously derived series (8j) written in terms of the Euler transformed variable. The re-summation is enabled because the Euler coefficients in (8j) are computationally stable. This is in direct contrast to the original attempt to use the divergent series coefficients (3f) to construct the Euler coefficients using (6)–which leads to computational errors. Here, we rewrite for reference (8a) as

g(η)=n=0A^nηn,g(\eta)=\sum_{n=0}^{\infty}\hat{A}_{n}\eta^{n}, (E.1a)
where the coefficients A^n\hat{A}_{n} are given by (8j) and
η(r~)=r~r~+S.\eta(\tilde{r})={\tilde{r}\over\tilde{r}+S}. (E.1b)

We accelerate convergence of this summation by the inclusion of the leading asymptotic behavior in terms of the modified Bessel function of the second kind of zeroth order in accordance with (10) and (11a), written for reference here as

h¯(r~)=K0(B(r~+1))n=0A¯n(r~r~+S)n.\bar{h}(\tilde{r})=K_{0}\left(\sqrt{B}(\tilde{r}+1)\right)\sum_{n=0}^{\infty}\bar{A}_{n}\left({\tilde{r}\over\tilde{r}+S}\right)^{n}. (E.2)

By direct rearrangement of (E.1b), we have r~=Sη1η\tilde{r}={S\eta\over 1-\eta} , and noting that h(r)=h(r(η))=g(η)h(r)=h(r(\eta))=g(\eta), we have

g(η)=K0(B(ηS1η+1))n=0A¯nηn,g(\eta)=K_{0}\left(\sqrt{B}\left({\eta S\over 1-\eta}+1\right)\right)\sum_{n=0}^{\infty}\bar{A}_{n}\eta^{n}, (E.3a)
or equivalently:
g(η)[K0(B(ηS1η+1))]1=n=0A¯nηn.g(\eta)\left[K_{0}\left(\sqrt{B}\left({\eta S\over 1-\eta}+1\right)\right)\right]^{-1}=\sum_{n=0}^{\infty}\bar{A}_{n}\eta^{n}. (E.3b)

Since g(η)g(\eta) is known in terms of A^n\hat{A}_{n} from (E.1b), we can obtained a relationship between A¯n\bar{A}_{n} (the expansion with the prefactor) and A^n\hat{A}_{n} (the original Euler expansion) as follows. We first define the argument of the Bessel function solution in (10) as

B(r~+1)=B(ηS1η+1)y(η),\sqrt{B}(\tilde{r}+1)=\sqrt{B}\left({\eta S\over 1-\eta}+1\right)\equiv y(\eta), (E.4)

and express the modified Bessel function portion of (E.3b) as

K0(y)=K0(y(η))=f(η)=n=0ζ¯nηn.K_{0}(y)=K_{0}\left(y(\eta)\right)=f(\eta)=\sum_{n=0}^{\infty}\bar{\zeta}_{n}\eta^{n}. (E.5)

Using this expansion form, we employ JCP Miller’s formula (B.1b) to yield:

[K0(B(ηS1η+1))]1=n=0ζnηn,\left[K_{0}\left(\sqrt{B}\left({\eta S\over 1-\eta}+1\right)\right)\right]^{-1}=\sum_{n=0}^{\infty}\zeta_{n}\eta^{n}, (E.6a)
ζn=1ζ¯0k=1nζ¯kζnkζ0=ζ¯01.\zeta_{n}={-1\over\bar{\zeta}_{0}}\sum_{k=1}^{n}\bar{\zeta}_{k}\zeta_{n-k}\hphantom{\sum\sum}\zeta_{0}=\bar{\zeta}_{0}^{-1}. (E.6b)

Subsequently, by inserting (E.6a) into (E.3b) and using Cauchy’s product rule (B.2), we obtain

A¯n=k=0nζkA^nk.\bar{A}_{n}=\sum_{k=0}^{n}\zeta_{k}\hat{A}_{n-k}. (E.7)

The result (E.7) provides the necessary coefficients for the resummation–at this point, however, we have not yet determined the coefficients ζ¯n\bar{\zeta}_{n} in (E.5), which we now obtain.

To proceed, we begin with the modified Bessel function governing equation (9) in the main text, rewritten in terms of yy as

d2K0dy2+1ydK0dyK0=0.{d^{2}K_{0}\over dy^{2}}+{1\over y}{dK_{0}\over dy}-K_{0}=0. (E.8)

Our goal is to determine the Taylor expansion of K0(y(η))K_{0}(y(\eta)) about η=0\eta=0, which is precisely the expression (E.5) that we require. Employing the chain rule formulae given by (B.5b) (letting F=K0F=K_{0}), substituting this result into (E.8), and solving for d2fdη2{d^{2}f\over d\eta^{2}} leads to the expression

d2fdη2=(d2ydη2dydηdydηy)dfdη+(dydη)2f.{d^{2}f\over d\eta^{2}}=\left({\hskip 5.0pt{d^{2}y\over d\eta^{2}}\hskip 5.0pt\over\hskip 5.0pt{dy\over d\eta}\hskip 5.0pt}~{}-~{}{\hskip 5.0pt{dy\over d\eta}\hskip 5.0pt\over\hskip 5.0pty\hskip 5.0pt}\right){df\over d\eta}+\left({dy\over d\eta}\right)^{2}f. (E.9)

From here we will want to find the power series solution to (E.9) in the form (E.5). For the particular yy given by (E.4), we have the algebraic identities

dydηy\displaystyle{\hskip 5.0pt{dy\over d\eta}\hskip 5.0pt\over\hskip 5.0pty\hskip 5.0pt} =11η1S1(1S)η,\displaystyle={1\over 1-\eta}-{1-S\over 1-(1-S)\eta}, (E.10)
d2ydη2dydη\displaystyle{\hskip 5.0pt{d^{2}y\over d\eta^{2}}\hskip 5.0pt\over\hskip 5.0pt{dy\over d\eta}\hskip 5.0pt} =21η,\displaystyle={2\over 1-\eta}, (E.11)
(dydη)2\displaystyle\left({dy\over d\eta}\right)^{2} =BS2(1η)4.\displaystyle={BS^{2}\over(1-\eta)^{4}}. (E.12)

Using the Binomial theorem, all of these expressions can be Taylor expanded explicitly as

dydηy\displaystyle{\hskip 5.0pt{dy\over d\eta}\hskip 5.0pt\over\hskip 5.0pty\hskip 5.0pt} =11η1S1(1S)η=n=0ρnηn=n=0(1(1S)n+1)ηn,ρn=1(1S)n+1,\displaystyle={1\over 1-\eta}-{1-S\over 1-(1-S)\eta}=\sum_{n=0}^{\infty}\rho_{n}\eta^{n}=\sum_{n=0}^{\infty}(1-(1-S)^{n+1})\eta^{n},~{}\rho_{n}=1-(1-S)^{n+1}, (E.13)
d2ydη2dydη\displaystyle{\hskip 5.0pt{d^{2}y\over d\eta^{2}}\hskip 5.0pt\over\hskip 5.0pt{dy\over d\eta}\hskip 5.0pt} =21η=2n=0ηn,\displaystyle={2\over 1-\eta}=2\sum_{n=0}^{\infty}\eta^{n}, (E.14)
(dydη)2\displaystyle\left({dy\over d\eta}\right)^{2} =BS2(1η)4=BS2n=0(n+33)ηn.\displaystyle={BS^{2}\over(1-\eta)^{4}}=BS^{2}\sum_{n=0}^{\infty}\binom{n+3}{3}\eta^{n}. (E.15)

Furthermore, term-by-term differentiation of (E.5) gives

dfdη\displaystyle{df\over d\eta} =n=0(n+1)ζ¯n+1ηn,\displaystyle=\sum_{n=0}^{\infty}(n+1)\bar{\zeta}_{n+1}\eta^{n}, (E.16)
d2fdη2\displaystyle{d^{2}f\over d\eta^{2}} =n=0(n+1)(n+2)ζ¯n+2ηn.\displaystyle=\sum_{n=0}^{\infty}(n+1)(n+2)\bar{\zeta}_{n+2}\eta^{n}. (E.17)

We substitute the expansion (E.5) and results (E.13)-(E.17) into the ODE (E.9), and after making use of Cauchy’s product rule, we obtain

n=0(n+1)(n+2)ζ¯n+2ηn=n=0[k=0n(k+1)ζ¯k+1(2ρnk)]ηn+BS2n=0[k=0n(k+33)ζ¯nk]ηn.\sum_{n=0}^{\infty}(n+1)(n+2)\bar{\zeta}_{n+2}\eta^{n}=\sum_{n=0}^{\infty}\left[\sum_{k=0}^{n}(k+1)\bar{\zeta}_{k+1}(2-\rho_{n-k})\right]\eta^{n}+BS^{2}\sum_{n=0}^{\infty}\left[\sum_{k=0}^{n}\binom{k+3}{3}\bar{\zeta}_{n-k}\right]\eta^{n}. (E.18)

Comparing like terms gives the recurrence relation

ζ¯n+2=1(n+1)(n+2)k=0n{(k+1)ζ¯k+1(2ρnk)+(k+33)ζ¯nk},\bar{\zeta}_{n+2}={1\over(n+1)(n+2)}\sum_{k=0}^{n}\left\{(k+1)\bar{\zeta}_{k+1}(2-\rho_{n-k})+\binom{k+3}{3}\bar{\zeta}_{n-k}\right\}, (E.19a)
where we have the initial conditions by direct substitution that
ζ¯0=K0(B) and ζ¯1=SBK1(B).\bar{\zeta}_{0}=K_{0}\left(\sqrt{B}\right)~{}~{}\text{ and }~{}~{}\bar{\zeta}_{1}=-S\sqrt{B}K_{1}\left(\sqrt{B}\right). (E.19b)

The result (E.19b) can be inserted into (E.6b) and (E.7) which completely defines A¯n\bar{A}_{n} in (E.2) and (11a), and the resummation is thus complete.

References

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