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Two error bounds of the elliptic asymptotics for the fifth Painlevé transcendents

Shun Shimomura Department of Mathematics, Keio University, 3-14-1, Hiyoshi, Kohoku-ku, Yokohama 223-8522 Japan shimomur@math.keio.ac.jp
Abstract.

For the fifth Painlevé equation it is known that a general solution is represented asymptotically by an elliptic function in cheese-like strips near the point at infinity. We present an explicit asymptotic formula for the error term of this expression, which leads to an estimate for its magnitude as was conjectured. Analogous formula is obtained for the error term of the correction function associated with the Lagrangian.

2020 Mathematics Subject Classification. 34M55, 34M56, 34M40, 34M60, 33E05.

Key words and phrases. elliptic asymptotic representation; fifth Painlevé transcendents; isomonodromy deformation; monodromy data; Jacobi elliptic functions.

1. Introduction

The fifth Painlevé equation

y′′=(12y+1y1)(y)2yx+(y1)2x2(aθybθy)+cθyxy(y+1)2(y1),y^{\prime\prime}=\Bigl{(}\frac{1}{2y}+\frac{1}{y-1}\Bigr{)}(y^{\prime})^{2}-\frac{y^{\prime}}{x}+\frac{(y-1)^{2}}{x^{2}}\Bigl{(}a_{\theta}y-\frac{b_{\theta}}{y}\Bigr{)}+c_{\theta}\frac{y}{x}-\frac{y(y+1)}{2(y-1)}, (PV)

in which 8aθ=(θ0θ1+θ)2,8a_{\theta}=(\theta_{0}-\theta_{1}+\theta_{\infty})^{2}, 8bθ=(θ0θ1θ)28b_{\theta}=(\theta_{0}-\theta_{1}-\theta_{\infty})^{2}, cθ=1θ0θ1c_{\theta}=1-\theta_{0}-\theta_{1} with θ0,θ1,θ\theta_{0},\theta_{1},\theta_{\infty}\in\mathbb{C}, governs the isomonodromy deformation of a linear system of the form

dΞdλ=\displaystyle\frac{d\Xi}{d\lambda}= (x2σ3+𝒜0λ+𝒜1λ1)Ξ,\displaystyle\Bigl{(}\frac{x}{2}\sigma_{3}+\frac{\mathcal{A}_{0}}{\lambda}+\frac{\mathcal{A}_{1}}{\lambda-1}\Bigr{)}\Xi,
σ3=(1001),𝒜0=(𝔷+θ0/2u(𝔷+θ0)𝔷/u𝔷θ0/2),\displaystyle\sigma_{3}=\begin{pmatrix}1&0\\ 0&-1\end{pmatrix},\quad\mathcal{A}_{0}=\begin{pmatrix}\mathfrak{z}+\theta_{0}/2&-u(\mathfrak{z}+\theta_{0})\\ \mathfrak{z}/u&-\mathfrak{z}-\theta_{0}/2\end{pmatrix},
𝒜1=(𝔷(θ0+θ)/2uy(𝔷+(θ0θ1+θ)/2)(uy)1(𝔷+(θ0+θ1+θ)/2)𝔷+(θ0+θ)/2)\displaystyle\mathcal{A}_{1}=\begin{pmatrix}-\mathfrak{z}-(\theta_{0}+\theta_{\infty})/2&uy(\mathfrak{z}+(\theta_{0}-\theta_{1}+\theta_{\infty})/2)\\ -(uy)^{-1}(\mathfrak{z}+(\theta_{0}+\theta_{1}+\theta_{\infty})/2)&\mathfrak{z}+(\theta_{0}+\theta_{\infty})/2\end{pmatrix}

(cf. [1], [10, (1.1)], [11, (3.1)]) with the monodromy data (M0,M1)=((mij0),(mij1))SL2()2(M^{0},M^{1})=((m^{0}_{ij}),(m^{1}_{ij}))\in SL_{2}(\mathbb{C})^{2} defined along loops surrounding λ=0\lambda=0 and 11, respectively. Then a general solution y(x)y(x) of (PV) is parametrised by (M0,M1)(M^{0},M^{1}) [1, Section 2]. As in [10, 11, Theorem 2.1], for each ϕ\phi such that 0<|ϕ|<π/2,0<|\phi|<\pi/2, y(x)y(x) admits an expression of the form

y(x)+1y(x)1=Aϕ1/2sn((xx0)/2+Δ(x);Aϕ1/2)\frac{y(x)+1}{y(x)-1}=A_{\phi}^{1/2}\mathrm{sn}((x-x_{0})/2+\Delta(x);A^{1/2}_{\phi}) (1.1)

with Δ(x)=O(x2/9+ε)\Delta(x)=O(x^{-2/9+\varepsilon}) for any ε\varepsilon satisfying 0<ε<2/90<\varepsilon<2/9 as x=eiϕtx=e^{i\phi}t\to\infty through the cheese-like strip S(ϕ,t,κ0,δ0),S(\phi,t_{\infty},\kappa_{0},\delta_{0}), where v=sn(z;k)v=\mathrm{sn}(z;k) is the Jacobi elliptic function such that vz2=(1v2)(1k2v2),v_{z}^{2}=(1-v^{2})(1-k^{2}v^{2}), and the symbols AϕA_{\phi}, x0x_{0} and S(ϕ,t,κ0,δ0)S(\phi,t_{\infty},\kappa_{0},\delta_{0}) are as in (1) and (3) below. Since AϕA_{\phi} does not depend on the solution y(x)y(x), the leading term of the expression above contains the integration constant x0x_{0} depending on (M0,M1)(M^{0},M^{1}) and the other integration constant appears in the error term Δ(x).\Delta(x). Moreover Δ(x)\Delta(x) may be treated in studying, say, the τ\tau-function [8, p. 121], degeneration into trigonometric asymptotics [8, Section 4]. For these facts detailed study on Δ(x)\Delta(x) is desirable. Under the supposition Δ(x)=O(x1)\Delta(x)=O(x^{-1}), an asymptotic form of Δ(x)\Delta(x) containing the other integration constant is discussed in [10, Theorem 2.3 and Corollary 2.4]. For the τ\tau-function associated with (PI) Iwaki [5], by the method of topological recursion, obtained a conjectural full-order expansion yielding the elliptic expression of solutions.

In this paper we unconditionally present an explicit expression of Δ(x)\Delta(x), which leads to the estimate Δ(x)=O(x1)\Delta(x)=O(x^{-1}) as was conjectured. The correction function Bϕ(t)B_{\phi}(t) [11, (5.5)] for the Lagrangian of y(x)y(x) contains information about asymptotics (see also [8, Section 3]). Analogous explicit formula is obtained for the error term of the asymptotic expression of Bϕ(t)B_{\phi}(t).

Our results are stated in Theorems 2.1, 2.2 and 2.3. In Section 3, from a system of equations equivalent to (PV) we derive integral equations containing the error term h(x)=Δ(x)/2.h(x)=\Delta(x)/2. The final section is devoted to the proofs of main theorems by using these equations, in which our argument is quite different from those in [4], [2, Chapter 8], [6] and [9] applied to (PII) and (PI).

Throughout this paper we use the following symbols.

(1) For each ϕ\phi\in\mathbb{R}, AϕA_{\phi}\in\mathbb{C} is a unique solution of the Boutroux equations

Reeiϕ𝐚Aϕz21z2𝑑z=Reeiϕ𝐛Aϕz21z2𝑑z=0\mathrm{Re\,}e^{i\phi}\int_{\mathbf{a}}\sqrt{\frac{A_{\phi}-z^{2}}{1-z^{2}}}dz=\mathrm{Re\,}e^{i\phi}\int_{\mathbf{b}}\sqrt{\frac{A_{\phi}-z^{2}}{1-z^{2}}}dz=0

[10, Section 7]. Here 𝐚\mathbf{a} and 𝐛\mathbf{b} are basic cycles as in Figure 1.1 on the elliptic curve Π=Π+Π\Pi^{*}=\Pi^{*}_{+}\cup\Pi^{*}_{-} given by w(Aϕ,z)=(1z2)(Aϕz2)w(A_{\phi},z)=\sqrt{(1-z^{2})(A_{\phi}-z^{2})} such that Π+\Pi^{*}_{+} and Π\Pi^{*}_{-} are glued along the cuts [1,Aϕ1/2][Aϕ1/2,1][-1,-A^{1/2}_{\phi}]\cup[A^{1/2}_{\phi},1] with 0ReAϕ1/21;0\leq\mathrm{Re\,}A_{\phi}^{1/2}\leq 1; and the branches of the square roots

Aϕz21z2=Aϕz21z2,(Aϕz2)(1z2)=Aϕz21z2\sqrt{\frac{A_{\phi}-z^{2}}{1-z^{2}}}=\frac{\sqrt{A_{\phi}-z^{2}}}{\sqrt{1-z^{2}}},\quad\sqrt{(A_{\phi}-z^{2})(1-z^{2})}=\sqrt{A_{\phi}-z^{2}}\,\sqrt{1-z^{2}}

are determined by z1Aϕz2iz^{-1}\sqrt{A_{\phi}-z^{2}}\to i and z11z2iz^{-1}\sqrt{1-z^{2}}\to i as zz\to\infty on the upper sheet Π+\Pi^{*}_{+}.

1-1Aϕ1/2-A_{\phi}^{1/2}11Aϕ1/2A_{\phi}^{1/2}𝐚\mathbf{a}𝐛\mathbf{b}Π+\Pi^{*}_{+}
Figure 1.1. Cycles 𝐚,\mathbf{a}, 𝐛\mathbf{b} on Π\Pi^{*}

(2) The periods of Π\Pi^{*} along 𝐚\mathbf{a} and 𝐛\mathbf{b} are

Ω𝐚=𝐚dzw(Aϕ,z),Ω𝐛=𝐛dzw(Aϕ,z),\Omega_{\mathbf{a}}=\int_{\mathbf{a}}\frac{dz}{w(A_{\phi},z)},\quad\Omega_{\mathbf{b}}=\int_{\mathbf{b}}\frac{dz}{w(A_{\phi},z)},

and write

𝐚=𝐚Aϕz21z2𝑑z,𝐛=𝐛Aϕz21z2𝑑z.\mathcal{E}_{\mathbf{a}}=\int_{\mathbf{a}}\sqrt{\frac{A_{\phi}-z^{2}}{1-z^{2}}}\,dz,\quad\mathcal{E}_{\mathbf{b}}=\int_{\mathbf{b}}\sqrt{\frac{A_{\phi}-z^{2}}{1-z^{2}}}\,dz.

(3) Set

x01πi(Ω𝐛log(m210m121)+Ω𝐚log𝔪ϕ)(12Ω𝐚+Ω𝐛)(θ+1)mod2Ω𝐚+2Ω𝐛,x_{0}\equiv\frac{-1}{\pi i}(\Omega_{\mathbf{b}}\log(m^{0}_{21}m^{1}_{12})+\Omega_{\mathbf{a}}\log\mathfrak{m}_{\phi})-(\tfrac{1}{2}\Omega_{\mathbf{a}}+\Omega_{\mathbf{b}})(\theta_{\infty}+1)\quad\mod 2\Omega_{\mathbf{a}}\mathbb{Z}+2\Omega_{\mathbf{b}}\mathbb{Z},

in which 𝔪ϕ=m110\mathfrak{m}_{\phi}=m^{0}_{11} if π/2<ϕ<0-\pi/2<\phi<0, and =eπiθ(m111)1=e^{-\pi i\theta_{\infty}}(m^{1}_{11})^{-1} if 0<ϕ<π/2.0<\phi<\pi/2. For given positive numbers κ0,\kappa_{0}, δ0\delta_{0} and tt_{\infty},

S(ϕ,t,κ0,δ0)={x=eiϕt|Ret>t,|Imt|<κ0}σ𝒫0{|xσ|<δ0}S(\phi,t_{\infty},\kappa_{0},\delta_{0})=\{x=e^{i\phi}t\,|\,\mathrm{Re\,}t>t_{\infty},\,\,\,|\mathrm{Im\,}t|<\kappa_{0}\}\setminus\bigcup_{\sigma\in\mathcal{P}_{0}}\{|x-\sigma|<\delta_{0}\}

with 𝒫0={σ|sn((σx0)/2;Aϕ1/2)=}={x0+Ω𝐚+Ω𝐛(2+1)},\mathcal{P}_{0}=\{\sigma\,|\,\mathrm{sn}((\sigma-x_{0})/2;A^{1/2}_{\phi})=\infty\}=\{x_{0}+\Omega_{\mathbf{a}}\mathbb{Z}+\Omega_{\mathbf{b}}(2\mathbb{Z}+1)\}, and

Sˇ(ϕ,t,κ0,δ0)=S(ϕ,t,κ0,δ0)σ𝒬{|xσ|<δ0}\check{S}(\phi,t_{\infty},\kappa_{0},\delta_{0})={S}(\phi,t_{\infty},\kappa_{0},\delta_{0})\setminus\bigcup_{\sigma\in\mathcal{Q}}\{|x-\sigma|<\delta_{0}\}

with 𝒬={σ|sn((σx0)/2;Aϕ1/2)=±Aϕ1/2,±1}.\mathcal{Q}=\{{\sigma}\,|\,\mathrm{sn}(({\sigma}-x_{0})/2;A^{1/2}_{\phi})=\pm A^{-1/2}_{\phi},\pm 1\}. For σ=eiϕtσ𝒬\sigma=e^{i\phi}t_{\sigma}\in\mathcal{Q} let l(σ)l(\sigma) be the line defined by x=eiϕ(Retσ+iη)x=e^{i\phi}(\mathrm{Re\,}t_{\sigma}+i\eta) with ηImtσ\eta\geq\mathrm{Im\,}t_{\sigma} if Imtσ0\mathrm{Im\,}t_{\sigma}\geq 0 (respectively, ηImtσ\eta\leq\mathrm{Im\,}t_{\sigma} if Imtσ<0\mathrm{Im\,}t_{\sigma}<0). Let Sˇcut(ϕ,t,κ0,δ0)\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}) denote Sˇ(ϕ,t,κ0,δ0)\check{S}(\phi,t_{\infty},\kappa_{0},\delta_{0}) with cuts along the lines l(σ)l(\sigma) for all σ𝒬,\sigma\in\mathcal{Q}, where some local segments contained in l(σ)l(\sigma) may be replaced with arcs, if necessary, not to touch another circle |xσ|=δ0|x-\sigma^{\prime}|=\delta_{0} with σ𝒫0𝒬,\sigma^{\prime}\in\mathcal{P}_{0}\cup\mathcal{Q}, σσ.\sigma^{\prime}\not=\sigma.

(4) For Imτ>0,\mathrm{Im\,}\tau>0,

ϑ(z,τ)=neπiτn2+2πizn\vartheta(z,\tau)=\sum_{n\in\mathbb{Z}}e^{\pi i\tau n^{2}+2\pi izn}

with ϑ(z,τ)=(d/dz)ϑ(z,τ)\vartheta^{\prime}(z,\tau)=(d/dz)\vartheta(z,\tau) is the ϑ\vartheta-function [3], [12]. Note that ϑ(z±1,τ)=ϑ(z,τ),\vartheta(z\pm 1,\tau)=\vartheta(z,\tau), ϑ(z±τ,τ)=eπi(τ±2z)ϑ(z,τ),\vartheta(z\pm\tau,\tau)=e^{-\pi i(\tau\pm 2z)}\vartheta(z,\tau),

(5) We write fgf\ll g or gfg\gg f if f=O(g).f=O(g).

2. Main results

Our results are stated as follows.

Theorem 2.1.

Suppose that 0<|ϕ|<π/2.0<|\phi|<\pi/2. Let y(x)y(x) be the solution of (PV)(\mathrm{P}_{\mathrm{V}}) corresponding to (M0,M1)=((mij0),(mij1))(M^{0},M^{1})=((m_{ij}^{0}),(m_{ij}^{1})) with m110m111m210m1210.m_{11}^{0}m_{11}^{1}m_{21}^{0}m_{12}^{1}\not=0. Then

y(x)+1y(x)1=Aϕ1/2sn((xx0)/2;Aϕ1/2)+O(x1)\frac{y(x)+1}{y(x)-1}=A^{1/2}_{\phi}\mathrm{sn}((x-x_{0})/2;A^{1/2}_{\phi})+O(x^{-1})

as xx\to\infty through the cheese-like strip S(ϕ,t,κ0,δ0)S(\phi,t_{\infty},\kappa_{0},\delta_{0}), where κ0\kappa_{0} is a given number, δ0\delta_{0} a given small number, and t=t(κ0,δ0)t_{\infty}=t_{\infty}(\kappa_{0},\delta_{0}) a large number depending on (κ0,δ0).(\kappa_{0},\delta_{0}).

Set

ψ0(x)\displaystyle\psi_{0}(x) =Aϕ1/2sn((xx0)/2;Aϕ1/2),\displaystyle=A_{\phi}^{1/2}\mathrm{sn}((x-x_{0})/2;A_{\phi}^{1/2}),
b0(x)\displaystyle b_{0}(x) =β02𝐚Ω𝐚x8Ω𝐚ϑϑ(12Ω𝐚(xx0),τ0),τ0=Ω𝐛Ω𝐚,\displaystyle=\beta_{0}-\frac{2\mathcal{E}_{\mathbf{a}}}{\Omega_{\mathbf{a}}}x-\frac{8}{\Omega_{\mathbf{a}}}\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{1}{2\Omega_{\mathbf{a}}}(x-x_{0}),\tau_{0}\Bigr{)},\quad\tau_{0}=\frac{\Omega_{\mathbf{b}}}{\Omega_{\mathbf{a}}},
𝔟(x)\displaystyle\mathfrak{b}(x) =𝐚4(xx0)+ϑϑ(12Ω𝐚(xx0),τ0)=Ω𝐚8(b0(x)b0(x0))\displaystyle=\frac{\mathcal{E}_{\mathbf{a}}}{4}(x-x_{0})+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{1}{2\Omega_{\mathbf{a}}}(x-x_{0}),\tau_{0}\Bigr{)}=-\frac{\Omega_{\mathbf{a}}}{8}(b_{0}(x)-b_{0}(x_{0}))

with

β0=8Ω𝐚(log(m210m121)+πi(θ+1)),b0(x0)=β02𝐚Ω𝐚x0,\beta_{0}=-\frac{8}{\Omega_{\mathbf{a}}}(\log(m^{0}_{21}m^{1}_{12})+\pi i(\theta_{\infty}+1)),\quad b_{0}(x_{0})=\beta_{0}-\frac{2\mathcal{E}_{\mathbf{a}}}{\Omega_{\mathbf{a}}}x_{0},

where ψ0(x),\psi_{0}(x), b0(x)b_{0}(x) and 𝔟(x)\mathfrak{b}(x) are bounded in S(ϕ,t,κ0,δ0)S(\phi,t_{\infty},\kappa_{0},\delta_{0}).

Theorem 2.2.

The error term Δ(x)=h(x)/2\Delta(x)=h(x)/2 in (1.1) is represented by

h(x)=2((θ0θ1)2+θ2)Aϕ1x1xF1(ψ0,b0)dξξ32xF1(ψ0,b0)2dξξ2+O(x2),h(x)=-\frac{2((\theta_{0}-\theta_{1})^{2}+\theta_{\infty}^{2})}{A_{\phi}-1}x^{-1}-\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})\frac{d\xi}{\xi}-\frac{3}{2}\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})^{2}\frac{d\xi}{\xi^{2}}+O(x^{-2}),

with

F1(ψ0,b0)=4(θ0+θ1)ψ0b02(Aϕψ02),ψ0=ψ0(ξ),b0=b0(ξ).F_{1}(\psi_{0},b_{0})=\frac{4(\theta_{0}+\theta_{1})\psi_{0}-b_{0}}{2(A_{\phi}-\psi_{0}^{2})},\quad\psi_{0}=\psi_{0}(\xi),\quad b_{0}=b_{0}(\xi).

Here

xF1(ψ0,b0)dξξx1,xF1(ψ0,b0)2dξξ2x1\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})\frac{d\xi}{\xi}\ll x^{-1},\quad\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})^{2}\frac{d\xi}{\xi^{2}}\ll x^{-1}

as xx\to\infty through Sˇcut(ϕ,t,κ0,δ0).\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}).

Remark 2.1.

Since (y(x)+1)(y(x)1)1=ψ0(x+h(x))(y(x)+1)(y(x)-1)^{-1}=\psi_{0}(x+h(x)), we have, in each neighbourhood of σSˇcut(ϕ,t,κ0,δ0)\sigma\in\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}),

y(x)+1y(x)1Aϕ1/2sn((xx0)/2;Aϕ1/2)=j=1ψ0(j)(x)j!h(x)jψ0(x)h(x),\frac{y(x)+1}{y(x)-1}-A^{1/2}_{\phi}\mathrm{sn}((x-x_{0})/2;A_{\phi}^{1/2})=\sum_{j=1}^{\infty}\frac{\psi_{0}^{(j)}(x)}{j!}h(x)^{j}\sim\psi_{0}^{\prime}(x)h(x),

which implies the single-valuedness of h(x)h(x) in Sˇ(ϕ,t,κ0,δ0).\check{S}(\phi,t_{\infty},\kappa_{0},\delta_{0}). In showing Theorem 2.2, for convenience’ sake, the integral representations have been treated in Sˇcut(ϕ,t,κ0,δ0)\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}), in which a contour joining xx to \infty is topologically specified, to avoid the possible multi-valuedness of each integral around the pole at σ𝒬.\sigma\in\mathcal{Q}.

Recall the correction function Bϕ(t)B_{\phi}(t) such that aϕ=Aϕ+t1Bϕ(t),a_{\phi}=A_{\phi}+t^{-1}B_{\phi}(t), where

aϕ=\displaystyle a_{\phi}= 14(e2iϕ(y)2y2)y(y1)2+4eiϕ(θ0+θ1)y+1y1t1\displaystyle 1-\frac{4(e^{-2i\phi}(y^{*})^{2}-y^{2})}{y(y-1)^{2}}+4e^{-i\phi}(\theta_{0}+\theta_{1})\frac{y+1}{y-1}t^{-1}
+e2iϕ(y1)y((θ0θ1+θ)2y(θ0θ1θ)2)t2\displaystyle+e^{-2i\phi}\frac{(y-1)}{y}((\theta_{0}-\theta_{1}+\theta_{\infty})^{2}y-(\theta_{0}-\theta_{1}-\theta_{\infty})^{2})t^{-2}

with x=eiϕtx=e^{i\phi}t [11, (3.5)]. In particular, aϕ,Lag:=aϕ|y=dy/dta_{\phi,\mathrm{Lag}}:=a_{\phi}|_{y^{*}=dy/dt} is the Lagrangian of y=y(eiϕt).y=y(e^{i\phi}t). In this case, let b(x)b(x) be such that

aϕ,Lag=Aϕ+b(x)x=Aϕ+eiϕb(eiϕt)t.a_{\phi,\mathrm{Lag}}=A_{\phi}+\frac{b(x)}{x}=A_{\phi}+\frac{e^{-i\phi}b(e^{i\phi}t)}{t}.

If y=dy/dty^{*}=dy/dt, then b(x)=eiϕBϕ(t).b(x)=e^{i\phi}B_{\phi}(t). (In [10], aϕa_{\phi} and Bϕ(t)B_{\phi}(t) are defined under the condition y=dy/dt.y^{*}=dy/dt.)

Theorem 2.3.

Under the same suppositions as in Theorems 2.1 and 2.2,

b(x)b0(x)=b0(x)h(x)\displaystyle b(x)-b_{0}(x)=b^{\prime}_{0}(x)h(x) 4((θ0θ1)2+θ2)x1\displaystyle-4((\theta_{0}-\theta_{1})^{2}+\theta_{\infty}^{2})x^{-1}
x(Aϕψ02)F1(ψ0,b0)2dξξ2+O(x2),\displaystyle-\int^{x}_{\infty}(A_{\phi}-\psi_{0}^{2})F_{1}(\psi_{0},b_{0})^{2}\frac{d\xi}{\xi^{2}}+O(x^{-2}),

in which b0(x)=4ψ02(Aϕψ02)b^{\prime}_{0}(x)=4\psi_{0}^{\prime}-2(A_{\phi}-\psi_{0}^{2}), and

x(Aϕψ02)F1(ψ0,b0)2dξξ2x1\int^{x}_{\infty}(A_{\phi}-\psi_{0}^{2})F_{1}(\psi_{0},b_{0})^{2}\frac{d\xi}{\xi^{2}}\ll x^{-1}

as xx\to\infty through Sˇcut(ϕ,t,κ0,δ0)\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}), and b(x)b0(x)x1b(x)-b_{0}(x)\ll x^{-1} in S(ϕ,t,κ0,δ0).S(\phi,t_{\infty},\kappa_{0},\delta_{0}).

Remark 2.2.

As calculated in Section 4 the integrals above are written in the form

xF1(ψ0,\displaystyle\int^{x}_{\infty}F_{1}(\psi_{0}, b0)dξξ=2(θ0+θ1)xψ0Aϕψ02dξξ\displaystyle b_{0})\frac{d\xi}{\xi}=2(\theta_{0}+\theta_{1})\int^{x}_{\infty}\frac{\psi_{0}}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}
b0(x0)2x1Aϕψ02dξξ+4Ω𝐚x𝔟Aϕψ02dξξ,\displaystyle-\frac{b_{0}(x_{0})}{2}\int^{x}_{\infty}\frac{1}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}+\frac{4}{\Omega_{\mathbf{a}}}\int^{x}_{\infty}\frac{\mathfrak{b}}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi},
xF1(ψ0,\displaystyle\int^{x}_{\infty}F_{1}(\psi_{0}, b0)2dξξ2=16(θ0+θ1)2Aϕ+b0(x0)212Aϕ(Aϕ1)x1+4b0(x0)3Aϕ(Aϕ1)Ω𝐚x𝔟dξξ2\displaystyle b_{0})^{2}\frac{d\xi}{\xi^{2}}=\frac{16(\theta_{0}+\theta_{1})^{2}A_{\phi}+b_{0}(x_{0})^{2}}{12A_{\phi}(A_{\phi}-1)}x^{-1}+\frac{4b_{0}(x_{0})}{3A_{\phi}(A_{\phi}-1)\Omega_{\mathbf{a}}}\int^{x}_{\infty}\mathfrak{b}\frac{d\xi}{\xi^{2}}
+16(θ0+θ1)Ω𝐚x𝔟ψ0(Aϕψ02)2dξξ2+16Ω𝐚2x𝔟2(Aϕψ02)2dξξ2+O(x2),\displaystyle+\frac{16(\theta_{0}+\theta_{1})}{\Omega_{\mathbf{a}}}\int^{x}_{\infty}\frac{\mathfrak{b}\psi_{0}}{(A_{\phi}-\psi_{0}^{2})^{2}}\frac{d\xi}{\xi^{2}}+\frac{16}{\Omega_{\mathbf{a}}^{2}}\int^{x}_{\infty}\frac{\mathfrak{b}^{2}}{(A_{\phi}-\psi_{0}^{2})^{2}}\frac{d\xi}{\xi^{2}}+O(x^{-2}),
x(Aϕ\displaystyle\int^{x}_{\infty}(A_{\phi}- ψ02)F1(ψ0,b0)2dξξ2=4(θ0+θ1)2x1\displaystyle\psi_{0}^{2})F_{1}(\psi_{0},b_{0})^{2}\frac{d\xi}{\xi^{2}}=4(\theta_{0}+\theta_{1})^{2}x^{-1}
+16(θ0+θ1)Ω𝐚x𝔟ψ0Aϕψ02dξξ2+16Ω𝐚2x𝔟2Aϕψ02dξξ2+O(x2),\displaystyle+\frac{16(\theta_{0}+\theta_{1})}{\Omega_{\mathbf{a}}}\int^{x}_{\infty}\frac{\mathfrak{b}\psi_{0}}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi^{2}}+\frac{16}{\Omega_{\mathbf{a}}^{2}}\int^{x}_{\infty}\frac{\mathfrak{b}^{2}}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi^{2}}+O(x^{-2}),

in which each integral containing 𝔟=𝔟(ξ)\mathfrak{b}=\mathfrak{b}(\xi) on the right-hand sides is O(x1)O(x^{-1}), and immediately yield detailed expressions of h(x)h(x) and b(x)b0(x)b(x)-b_{0}(x) (see Section 4.3).

3. System of integral equations

To prove our theorems, we recall the following facts [10, Section 6].

(1) For the solution y(x)y(x) of (PV), (ψ(x),b(x))(\psi(x),b(x)) with ψ(x)=(y(x)+1)(y(x)1)1\psi(x)=(y(x)+1)(y(x)-1)^{-1} solves a system of equations

4(ψ)2=\displaystyle 4(\psi^{\prime})^{2}= (1ψ2)(Aϕψ2)(1ψ2)(4(θ0+θ1)ψb)x1\displaystyle(1-\psi^{2})(A_{\phi}-\psi^{2})-(1-\psi^{2})(4(\theta_{0}+\theta_{1})\psi-b)x^{-1}
+4(2(θ0θ1)θψ+(θ0θ1)2+θ2)x2,\displaystyle+4(2(\theta_{0}-\theta_{1})\theta_{\infty}\psi+(\theta_{0}-\theta_{1})^{2}+\theta_{\infty}^{2})x^{-2}, (3.1)
b=\displaystyle b^{\prime}= 2(Aϕψ2)+4ψ+(4(θ0+θ1)ψb)x1,\displaystyle-2(A_{\phi}-\psi^{2})+4\psi^{\prime}+(4(\theta_{0}+\theta_{1})\psi-b)x^{-1}, (3.2)

where b=b(x)b=b(x) is as defined in Section 2 by using the Lagrangian aϕ,Lag.a_{\phi,\mathrm{Lag}}.

(2) ψ0(x)\psi_{0}(x) and b0(x)b_{0}(x) are bounded in S(ϕ,t,κ0,δ0)S(\phi,t_{\infty},\kappa_{0},\delta_{0}) and fulfil

4(ψ0)2\displaystyle 4(\psi^{\prime}_{0})^{2} =(1ψ02)(Aϕψ02),\displaystyle=(1-\psi_{0}^{2})(A_{\phi}-\psi_{0}^{2}), (3.3)
b0\displaystyle b^{\prime}_{0} =2(Aϕψ02)+4ψ0\displaystyle=-2(A_{\phi}-\psi_{0}^{2})+4\psi_{0}^{\prime} (3.4)

[10], which at least formally approximates system (3.1), (3.2).

Proposition 3.1.

Equations (3.1), (3.2) admit a solution (ψ(x),b(x))(\psi(x),b(x)) such that ψ(x)=ψ0(x+h(x))\psi(x)=\psi_{0}(x+h(x)) with h(x)x2/9+εh(x)\ll x^{-2/9+\varepsilon} and b(x)b0(x)x2/9+εb(x)-b_{0}(x)\ll x^{-2/9+\varepsilon} as xx\to\infty through S(ϕ,t,κ0,δ0)S(\phi,t_{\infty},\kappa_{0},\delta_{0}) for any 0<ε<2/9.0<\varepsilon<2/9. Furthermore b0(x)b_{0}(x) and b(x)b(x) are bounded.

Proof..

As in [11, Section 5], the correction function b(x):=eiϕBϕ(t)b^{*}(x):=e^{i\phi}B_{\phi}(t) admits the asymptotic expression b(x)b0(x)x2/9+ε,b^{*}(x)-b_{0}(x)\ll x^{-2/9+\varepsilon}, which follows from [11, (5.5)] with δ=2/9ε.\delta=2/9-\varepsilon. (Here we note that, in the argument of [11, Sectios 4 and 5] as well, δ\delta is so chosen in accordance with the annulus 𝒜ε\mathcal{A}_{\varepsilon} in [10, p. 64].) By the justification scheme [11, Section 5] with [7], for b(x)b(x) corresponding to the Lagrangian aϕ,Laga_{\phi,\mathrm{Lag}} as well, the estimate b(x)b0(x)x2/9+εb(x)-b_{0}(x)\ll x^{-2/9+\varepsilon} remains valid. ∎

From Proposition 3.1 with (3.3), it follows that 2ψ(x)=2(1+h(x))ψ0(x+h(x))=(1+h)(1ψ0(x+h)2)(Aϕψ0(x+h)2)=(1+h)(1ψ2)(Aϕψ2).2\psi^{\prime}(x)=2(1+h^{\prime}(x))\psi^{\prime}_{0}(x+h(x))=(1+h^{\prime})\sqrt{(1-\psi_{0}(x+h)^{2})(A_{\phi}-\psi_{0}(x+h)^{2})}=(1+h^{\prime})\sqrt{(1-\psi^{2})(A_{\phi}-\psi^{2})}. Then (3.1) becomes (1+h)2=12F1(ψ,b)x1+2F2(ψ)x2(1+h^{\prime})^{2}=1-2F_{1}(\psi,b)x^{-1}+2F_{2}(\psi)x^{-2}, which yields

h=F1(ψ,b)x1+(F2(ψ)12F1(ψ,b)2)x2+O(x3)h^{\prime}=-F_{1}(\psi,b)x^{-1}+(F_{2}(\psi)-\tfrac{1}{2}F_{1}(\psi,b)^{2})x^{-2}+O(x^{-3}) (3.5)

in Sˇ(ϕ,t,κ0,δ0),\check{S}(\phi,t_{\infty},\kappa_{0},\delta_{0}), where

F1(ψ,b)=4(θ0+θ1)ψb2(Aϕψ2),F2(ψ)=2(2(θ0θ1)θψ+(θ0θ1)2+θ2)(1ψ2)(Aϕψ2).F_{1}(\psi,b)=\frac{4(\theta_{0}+\theta_{1})\psi-b}{2(A_{\phi}-\psi^{2})},\quad F_{2}(\psi)=\frac{2(2(\theta_{0}-\theta_{1})\theta_{\infty}\psi+(\theta_{0}-\theta_{1})^{2}+\theta_{\infty}^{2})}{(1-\psi^{2})(A_{\phi}-\psi^{2})}.

Using ψ=ψ0+ψ0h+O(h2),\psi=\psi_{0}+\psi^{\prime}_{0}h+O(h^{2}), we have

h=\displaystyle h^{\prime}= F1(ψ0,b)x1+(F2(ψ0)12F1(ψ0,b)2)x2\displaystyle-F_{1}(\psi_{0},b)x^{-1}+(F_{2}(\psi_{0})-\tfrac{1}{2}F_{1}(\psi_{0},b)^{2})x^{-2}
(F1)ψ(ψ0,b)ψ0hx1+O(x1(|x1|+|h|)2).\displaystyle-(F_{1})_{\psi}(\psi_{0},b)\psi^{\prime}_{0}hx^{-1}+O(x^{-1}(|x^{-1}|+|h|)^{2}). (3.6)

In what follows we suppose that, for a positive number μ1\mu\leq 1,

h(x)xμh(x)\ll x^{-\mu}\phantom{---------} (3.7)

in Sˇcut(ϕ,t,κ0,δ0)\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}). By Proposition 3.1, estimate (3.7) is true if, say, μ=1/9.\mu=1/9.

Let {xν}Sˇcut(ϕ,t,κ0,δ0)\{x_{\nu}\}\subset\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}) be a given sequence such that |x1|<<|xν|<,|x_{1}|<\cdots<|x_{\nu}|<\cdots, |xν||x_{\nu}|\to\infty. Then, by (3.2) and (3.4)

b(x)b(xν)=xνx(4ψ2(Aϕψ2))𝑑ξ+xνx(4(θ0+θ1)ψb)dξξ,\displaystyle b(x)-b(x_{\nu})=\int^{x}_{x_{\nu}}(4\psi^{\prime}-2(A_{\phi}-\psi^{2}))d\xi+\int^{x}_{x_{\nu}}(4(\theta_{0}+\theta_{1})\psi-b)\frac{d\xi}{\xi},
b0(x)b0(xν)=xνx(4ψ02(Aϕψ02))𝑑ξ,\displaystyle b_{0}(x)-b_{0}(x_{\nu})=\int^{x}_{x_{\nu}}(4\psi^{\prime}_{0}-2(A_{\phi}-\psi_{0}^{2}))d\xi,

from which we derive, for xSˇcut(ϕ,t,κ0,δ0)x\in\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}) with |x|<|xν||x|<|x_{\nu}|,

b(x)b0(x)\displaystyle b(x)-b_{0}(x)- (b(xν)b0(xν))=4(ψ(x)ψ0(x)(ψ(xν)ψ0(xν)))\displaystyle(b(x_{\nu})-b_{0}(x_{\nu}))=4(\psi(x)-\psi_{0}(x)-(\psi(x_{\nu})-\psi_{0}(x_{\nu})))
+2xνx(ψ2ψ02)𝑑ξ+2xνx(Aϕψ2)F1(ψ,b)dξξ.\displaystyle+2\int^{x}_{x_{\nu}}(\psi^{2}-\psi_{0}^{2})d\xi+2\int^{x}_{x_{\nu}}(A_{\phi}-\psi^{2})F_{1}(\psi,b)\frac{d\xi}{\xi}. (3.8)

In this equality, by (3.7) and Proposition 3.1,

ψ(x)ψ0(x)(ψ(xν)ψ0(xν))|h(x)|+|h(xν)||xμ|+|xνμ|,\displaystyle\psi(x)-\psi_{0}(x)-(\psi(x_{\nu})-\psi_{0}(x_{\nu}))\ll|h(x)|+|h(x_{\nu})|\ll|x^{-\mu}|+|x_{\nu}^{-\mu}|,
b(xν)b0(xν)xν2/9+ε.\displaystyle b(x_{\nu})-b_{0}(x_{\nu})\ll x_{\nu}^{-2/9+\varepsilon}.

Furthermore,

2xνx(ψ2ψ02)𝑑ξ\displaystyle 2\int^{x}_{x_{\nu}}(\psi^{2}-\psi_{0}^{2})d\xi =2xνx((ψ02)h+(ψ02)′′2h2++(ψ02)(p)p!hp+O(hp+1))𝑑ξ\displaystyle=2\int^{x}_{x_{\nu}}\Bigl{(}(\psi_{0}^{2})^{\prime}h+\frac{(\psi_{0}^{2})^{\prime\prime}}{2}h^{2}+\cdots+\frac{(\psi_{0}^{2})^{(p)}}{p!}h^{p}+O(h^{p+1})\Bigr{)}d\xi
=2xνx(ψ02+(ψ02)h++(ψ02)(p1)(p1)!hp1)h𝑑ξ+O(|xμ|+|xνμ|),\displaystyle=-2\int^{x}_{x_{\nu}}\Bigl{(}\psi_{0}^{2}+(\psi_{0}^{2})^{\prime}h+\cdots+\frac{(\psi_{0}^{2})^{(p-1)}}{(p-1)!}h^{p-1}\Bigr{)}h^{\prime}d\xi+O(|x^{-\mu}|+|x_{\nu}^{-\mu}|),

if (p+1)μ+1μ,-(p+1)\mu+1\leq-\mu, i.e. pμ+10-p\mu+1\leq 0; and by (3.5) and (3.7),

2xνx(Aϕψ2)F1(ψ,b)dξξ=\displaystyle 2\int^{x}_{x_{\nu}}(A_{\phi}-\psi^{2})F_{1}(\psi,b)\frac{d\xi}{\xi}= 2xνx(Aϕψ2)(h+O(ξ2))𝑑ξ\displaystyle-2\int^{x}_{x_{\nu}}(A_{\phi}-\psi^{2})(h^{\prime}+O(\xi^{-2}))d\xi
=\displaystyle= 2xνx(Aϕψ2)h𝑑ξ+O(|x1|+|xν1|),\displaystyle-2\int^{x}_{x_{\nu}}(A_{\phi}-\psi^{2})h^{\prime}d\xi+O(|x^{-1}|+|x_{\nu}^{-1}|),

where

2xνx(Aϕψ2)h𝑑ξ\displaystyle-2\int^{x}_{x_{\nu}}(A_{\phi}-\psi^{2})h^{\prime}d\xi
=\displaystyle= 2xνx(ψ02+(ψ02)h++(ψ02)(p1)(p1)!hp1)h𝑑ξ+O(|xμ|+|xνμ|),\displaystyle 2\int^{x}_{x_{\nu}}\Bigl{(}\psi_{0}^{2}+(\psi_{0}^{2})^{\prime}h+\cdots+\frac{(\psi_{0}^{2})^{(p-1)}}{(p-1)!}h^{p-1}\Bigr{)}h^{\prime}d\xi+O(|x^{-\mu}|+|x_{\nu}^{-\mu}|),

since hξ1h^{\prime}\ll\xi^{-1} by (3.6) and (3.7). Insert these quantities with pp such that pμ+10-p\mu+1\leq 0 into (3.8). Under the passage to the limit xνx_{\nu}\to\infty, we arrive at the estimate

b(x)b0(x)xμb(x)-b_{0}(x)\ll x^{-\mu} (3.9)

in Sˇcut(ϕ,t,κ0,δ0).\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}). Then equation (3.6) is written in the form

h\displaystyle h^{\prime} =F1(ψ0,b)x1+(F2(ψ0)12F1(ψ0,b0)2)x2(F1)ψ(ψ0,b0)ψ0hx1+O(x12μ)\displaystyle=-F_{1}(\psi_{0},b)x^{-1}+(F_{2}(\psi_{0})-\tfrac{1}{2}F_{1}(\psi_{0},b_{0})^{2})x^{-2}-(F_{1})_{\psi}(\psi_{0},b_{0})\psi_{0}^{\prime}hx^{-1}+O(x^{-1-2\mu})
=F1(ψ0,b0)x1+O(x1μ).\displaystyle=-F_{1}(\psi_{0},b_{0})x^{-1}+O(x^{-1-\mu}). (3.10)

For any sequence {xν}Sˇcut(ϕ,t,κ0,δ0)\{x_{\nu}\}\subset\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}), integration of this yields

h(x)h(xν)\displaystyle h(x)-h(x_{\nu})
=\displaystyle= xνxF1(ψ0,b)dξξ+xνx(F2(ψ0)12F1(ψ0,b0)2)dξξ20+O(|x2μ|+|xν2μ|)\displaystyle-\int^{x}_{x_{\nu}}F_{1}(\psi_{0},b)\frac{d\xi}{\xi}+\int^{x}_{x_{\nu}}(F_{2}(\psi_{0})-\tfrac{1}{2}F_{1}(\psi_{0},b_{0})^{2})\frac{d\xi}{\xi^{2}}-\mathcal{I}_{0}+O(|x^{-2\mu}|+|x_{\nu}^{-2\mu}|)

with

0\displaystyle\mathcal{I}_{0} =xνx(F1)ψ(ψ0,b0)ψ0hdξξ\displaystyle=\int^{x}_{x_{\nu}}(F_{1})_{\psi}(\psi_{0},b_{0})\psi_{0}^{\prime}h\frac{d\xi}{\xi}
=xνx(F1(ψ0,0)ξ(12(Aϕψ02))ξb0)hdξξ\displaystyle=\int^{x}_{x_{\nu}}\Bigl{(}F_{1}(\psi_{0},0)_{\xi}-\Bigl{(}\frac{1}{2(A_{\phi}-\psi_{0}^{2})}\Bigr{)}_{\!\xi}b_{0}\Bigr{)}h\frac{d\xi}{\xi}
=xνx(F1(ψ0,0)F1(ψ0,b0)b0F1(ψ0,b0)b0hξ2(Aϕψ02))dξξ2+O(|x1μ|+|xν1μ|)\displaystyle=\int^{x}_{x_{\nu}}\Bigl{(}F_{1}(\psi_{0},0)F_{1}(\psi_{0},b_{0})-\frac{b_{0}F_{1}(\psi_{0},b_{0})-b_{0}^{\prime}h\xi}{2(A_{\phi}-\psi_{0}^{2})}\Bigr{)}\frac{d\xi}{\xi^{2}}+O(|x^{-1-\mu}|+|x_{\nu}^{-1-\mu}|)
=xνxF1(ψ0,b0)2dξξ2+12xνxb0hAϕψ02dξξ+O(|x1μ|+|xν1μ|),\displaystyle=\int^{x}_{x_{\nu}}F_{1}(\psi_{0},b_{0})^{2}\frac{d\xi}{\xi^{2}}+\frac{1}{2}\int^{x}_{x_{\nu}}\frac{b_{0}^{\prime}h}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}+O(|x^{-1-\mu}|+|x_{\nu}^{-1-\mu}|),

where the third line is due to integration by parts. Hence we have, in Sˇcut(ϕ,t,κ0,δ0)\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}),

h(x)=\displaystyle h(x)= xF1(ψ0,b)dξξ\displaystyle-\int^{x}_{\infty}F_{1}(\psi_{0},b)\frac{d\xi}{\xi}
+x(F2(ψ0)32F1(ψ0,b0)2)dξξ212xb0hAϕψ02dξξ+O(x2μ),\displaystyle+\int^{x}_{\infty}\Bigl{(}F_{2}(\psi_{0})-\frac{3}{2}F_{1}(\psi_{0},b_{0})^{2}\Bigr{)}\frac{d\xi}{\xi^{2}}-\frac{1}{2}\int^{x}_{\infty}\frac{b_{0}^{\prime}h}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}+O(x^{-2\mu}), (3.11)

in which the convergence of xF1(ψ0,b)ξ1𝑑ξ\int^{x}_{\infty}F_{1}(\psi_{0},b)\xi^{-1}d\xi is guaranteed by the absolute convergence of the remaining two integrals.

By (3.1) and (3.2),

b=(Aϕψ2)+4ψ4(ψ)21ψ2+2(Aϕψ2)F2(ψ)x2.b^{\prime}=-(A_{\phi}-\psi^{2})+4\psi^{\prime}-\frac{4(\psi^{\prime})^{2}}{1-\psi^{2}}+2(A_{\phi}-\psi^{2})F_{2}(\psi)x^{-2}.

From this combined with (3.4) and 2ψ=(1+h)(1ψ2)(Aϕψ2),2\psi^{\prime}=(1+h^{\prime})\sqrt{(1-\psi^{2})(A_{\phi}-\psi^{2})}, it follows that

(bb0)=2(ψ2ψ02)+4(ψψ0)2h(Aϕψ2)(1+h/2)+2(Aϕψ2)F2(ψ)x2,(b-b_{0})^{\prime}=2(\psi^{2}-\psi_{0}^{2})+4(\psi-\psi_{0})^{\prime}-2h^{\prime}(A_{\phi}-\psi^{2})(1+h^{\prime}/2)+2(A_{\phi}-\psi^{2})F_{2}(\psi)x^{-2},

and then, for any {xν}Sˇcut(ϕ,t,κ0,δ0)\{x_{\nu}\}\subset\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}), χ:=bb0\chi:=b-b_{0} satisfies

χ(x)χ(xν)=\displaystyle\chi(x)-\chi(x_{\nu})= 4(ψψ0)4(ψ(xν)ψ0(xν))+2xνx(ψ2ψ02+hψ2)𝑑ξ\displaystyle 4(\psi-\psi_{0})-4(\psi(x_{\nu})-\psi_{0}(x_{\nu}))+2\int^{x}_{x_{\nu}}(\psi^{2}-\psi_{0}^{2}+h^{\prime}\psi^{2})d\xi
2Aϕ(h(x)h(xν))xνx(Aϕψ2)((h)22F2(ψ)ξ2)𝑑ξ.\displaystyle-2A_{\phi}(h(x)-h(x_{\nu}))-\int^{x}_{x_{\nu}}(A_{\phi}-\psi^{2})((h^{\prime})^{2}-2F_{2}(\psi)\xi^{-2})d\xi.

Observing that

2xνx(ψ2ψ02+hψ2)𝑑ξ\displaystyle 2\int^{x}_{x_{\nu}}(\psi^{2}-\psi_{0}^{2}+h^{\prime}\psi^{2})d\xi
=\displaystyle= 2xνx((ψ02)h++(ψ02)(p)p!hp\displaystyle 2\int^{x}_{x_{\nu}}\Bigl{(}(\psi_{0}^{2})^{\prime}h+\cdots+\frac{(\psi_{0}^{2})^{(p)}}{p!}h^{p}
+h(ψ02++(ψ02)(p1)(p1)!hp1)+O(|hp+1|+|hph|))dξ\displaystyle\phantom{---}+h^{\prime}\Bigl{(}\psi_{0}^{2}+\cdots+\frac{(\psi_{0}^{2})^{(p-1)}}{(p-1)!}h^{p-1}\Bigr{)}+O(|h^{p+1}|+|h^{p}h^{\prime}|)\Bigr{)}d\xi
=\displaystyle= 2xνx((ψ02h++(ψ02)(p1)p!hp)ξ+O(|ξμ(p+1)|+|ξμp1|))𝑑ξ\displaystyle 2\int^{x}_{x_{\nu}}\Bigl{(}\Bigl{(}\psi_{0}^{2}h+\cdots+\frac{(\psi_{0}^{2})^{(p-1)}}{p!}h^{p}\Bigr{)}_{\!\xi}+O(|\xi^{-\mu(p+1)}|+|\xi^{-\mu p-1}|)\Bigr{)}d\xi
=\displaystyle= 2ψ02h+O(|h(xν)|+|x2μ|+|xν2μ|),\displaystyle 2\psi_{0}^{2}h+O(|h(x_{\nu})|+|x^{-2\mu}|+|x_{\nu}^{-2\mu}|),

if μ(p1)1,\mu(p-1)\geq 1, and that ψ(xν)ψ0(xν)h(xν)ψ0(xν),\psi(x_{\nu})-\psi_{0}(x_{\nu})\ll h(x_{\nu})\psi_{0}^{\prime}(x_{\nu}), and using (3.10) and (3.4), we have

χ=\displaystyle\chi= (4ψ02(Aϕψ02))h+x(Aϕψ02)(2F2(ψ0)F1(ψ0,b0)2)dξξ2+O(x2μ)\displaystyle(4\psi^{\prime}_{0}-2(A_{\phi}-\psi_{0}^{2}))h+\int^{x}_{\infty}(A_{\phi}-\psi_{0}^{2})(2F_{2}(\psi_{0})-F_{1}(\psi_{0},b_{0})^{2})\frac{d\xi}{\xi^{2}}+O(x^{-2\mu})
=\displaystyle= b0h+x(Aϕψ02)(2F2(ψ0)F1(ψ0,b0)2)dξξ2+O(x2μ).\displaystyle b^{\prime}_{0}h+\int^{x}_{\infty}(A_{\phi}-\psi_{0}^{2})(2F_{2}(\psi_{0})-F_{1}(\psi_{0},b_{0})^{2})\frac{d\xi}{\xi^{2}}+O(x^{-2\mu}).

Combining this with (3.9) and (3.11) we have the following.

Proposition 3.2.

Under supposition (3.7) with 0<μ1,0<\mu\leq 1, hh and χ=bb0\chi=b-b_{0} satisfy

h=xF1(ψ0,b0)dξξ\displaystyle h=-\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})\frac{d\xi}{\xi}
+x(F2(ψ0)32F1(ψ0,b0)2)dξξ2+12xχb0hAϕψ02dξξ+O(x2μ),\displaystyle\phantom{--}+\int^{x}_{\infty}\Bigl{(}F_{2}(\psi_{0})-\frac{3}{2}F_{1}(\psi_{0},b_{0})^{2}\Bigr{)}\frac{d\xi}{\xi^{2}}+\frac{1}{2}\int^{x}_{\infty}\frac{\chi-b_{0}^{\prime}h}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}+O(x^{-2\mu}),
χb0h=x(Aϕψ02)(2F2(ψ0)F1(ψ0,b0)2)dξξ2+O(x2μ)\displaystyle\chi-b^{\prime}_{0}h=\int^{x}_{\infty}(A_{\phi}-\psi_{0}^{2})(2F_{2}(\psi_{0})-F_{1}(\psi_{0},b_{0})^{2})\frac{d\xi}{\xi^{2}}+O(x^{-2\mu})

and χxμ\chi\ll x^{-\mu} in Sˇcut(ϕ,t,κ0,δ0)\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}), in which each integral converges.

4. Proofs of the main theorems

Theorems 2.1 and 2.2 are immediately derived from the following proposition.

Proposition 4.1.

Under supposition (3.7) with 0<μ1,0<\mu\leq 1,

h(x)=2((θ0θ1)2+θ2)Aϕ1x1xF1(ψ0,b0)dξξ32xF1(ψ0,b0)2dξξ2+O(x2μ)h(x)=-\frac{2((\theta_{0}-\theta_{1})^{2}+\theta_{\infty}^{2})}{A_{\phi}-1}x^{-1}-\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})\frac{d\xi}{\xi}-\frac{3}{2}\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})^{2}\frac{d\xi}{\xi^{2}}+O(x^{-2\mu})

in Sˇcut(ϕ,t,κ0,δ0)\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}), where

xF1(ψ0,b0)dξξx1,xF1(ψ0,b0)2dξξ2x1.\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})\frac{d\xi}{\xi}\ll x^{-1},\quad\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})^{2}\frac{d\xi}{\xi^{2}}\ll x^{-1}.

Derivation of Theorems 2.1 and 2.2. By Proposition 3.1 or [11, Theorem 2.1], estimate (3.7) with μ=1/9\mu=1/9 is valid, and Proposition 4.1 with μ=1/9\mu=1/9 leads us to (3.7) with h(x)x2/9h(x)\ll x^{-2/9} in Sˇcut(ϕ,t,κ0,δ0)\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}). Then Proposition 4.1 with μ=2/9\mu=2/9 yields the asymptotic formula for h(x)h(x) with the error term O(x4/9)O(x^{-4/9}) and the estimate h(x)x4/9.h(x)\ll x^{-4/9}. Twice more repetition of this procedure leads us to the desired asymptotic formula for h(x)h(x) of Theorem 2.2 in Sˇcut(ϕ,t,κ0,δ0).\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}). By Remark 2.1, in Sˇcut(ϕ,t,κ0,δ0)\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}),

(y(x)+1)(y(x)1)1Aϕ1/2sn((xx0)/2;Aϕ1/2)ψ0(x)h(x),(y(x)+1)(y(x)-1)^{-1}-A_{\phi}^{1/2}\mathrm{sn}((x-x_{0})/2;A_{\phi}^{1/2})\ll\psi_{0}^{\prime}(x)h(x),

where the left-hand side is holomorphic in S(ϕ0,t,κ0,δ0)S(\phi_{0},t_{\infty},\kappa_{0},\delta_{0}). By the maximal modulus principle, we have Theorem 2.1. \square

Remark 4.1.

By the argument above with (3.9) or Proposition 3.2, in S(ϕ,t,κ0,δ0)S(\phi,t_{\infty},\kappa_{0},\delta_{0})

b(x)=b0(x)+O(x1).b(x)=b_{0}(x)+O(x^{-1}).

To complete the proofs of Theorems 2.1 and 2.2 it remains to establish Proposition 4.1. The main part of the proof consists of evaluation of integrals, in which the following primitive functions are used [10, Lemma 6.3].

Lemma 4.2.

Let ν0=(1+τ0)/2\nu_{0}=(1+\tau_{0})/2 with τ0=Ω𝐛/Ω𝐚\tau_{0}=\Omega_{\mathbf{b}}/\Omega_{\mathbf{a}}. Then, for snu=sn(u;Aϕ1/2),\mathrm{sn}\,u=\mathrm{sn}(u;A_{\phi}^{1/2}),

0udu1sn2u=\displaystyle\int^{u}_{0}\frac{du}{1-\mathrm{sn}^{2}u}= 1(Aϕ1)Ω𝐚\displaystyle\frac{1}{(A_{\phi}-1)\Omega_{\mathbf{a}}}
×(𝐚u+ϑϑ(uΩ𝐚14+ν0,τ0)+ϑϑ(uΩ𝐚+14+ν0,τ0)+c1),\displaystyle\times\Bigl{(}\mathcal{E}_{\mathbf{a}}u+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}-\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}+\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}+c_{1}\Bigr{)},
0usnudu1sn2u=\displaystyle\int^{u}_{0}\frac{\mathrm{sn}\,u\,du}{1-\mathrm{sn}^{2}u}= 1(Aϕ1)Ω𝐚(ϑϑ(uΩ𝐚14+ν0,τ0)ϑϑ(uΩ𝐚+14+ν0,τ0)+c2),\displaystyle\frac{1}{(A_{\phi}-1)\Omega_{\mathbf{a}}}\Bigl{(}\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}-\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}-\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}+\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}+c_{2}\Bigr{)},
0udu1Aϕsn2u=\displaystyle\int^{u}_{0}\frac{du}{1-A_{\phi}\mathrm{sn}^{2}u}= 1(1Aϕ)Ω𝐚(𝐚u+ϑϑ(uΩ𝐚14,τ0)+ϑϑ(uΩ𝐚+14,τ0))+u,\displaystyle\frac{1}{(1-A_{\phi})\Omega_{\mathbf{a}}}\Bigl{(}\mathcal{E}_{\mathbf{a}}u+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}-\frac{1}{4},\tau_{0}\Bigr{)}+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}+\frac{1}{4},\tau_{0}\Bigr{)}\Bigr{)}+u,
0usnudu1Aϕsn2u=\displaystyle\int^{u}_{0}\frac{\mathrm{sn}\,u\,du}{1-A_{\phi}\mathrm{sn}^{2}u}= 1Aϕ1/2(1Aϕ)Ω𝐚(ϑϑ(uΩ𝐚+14,τ0)ϑϑ(uΩ𝐚14,τ0)+c3),\displaystyle\frac{1}{A_{\phi}^{1/2}(1-A_{\phi})\Omega_{\mathbf{a}}}\Bigl{(}\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}+\frac{1}{4},\tau_{0}\Bigr{)}-\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}-\frac{1}{4},\tau_{0}\Bigr{)}+c_{3}\Bigr{)},
0udu(1sn2u)2=\displaystyle\int^{u}_{0}\frac{du}{(1-\mathrm{sn}^{2}u)^{2}}= 16(Aϕ1)2Ω𝐚((ddu)2+4(12Aϕ))(𝐚u+ϑϑ(uΩ𝐚14+ν0,τ0)\displaystyle\frac{-1}{6(A_{\phi}-1)^{2}\Omega_{\mathbf{a}}}\Bigl{(}\Bigl{(}\frac{d}{du}\Bigr{)}^{\!2}+{4(1-2A_{\phi})}\Bigr{)}\Bigl{(}\mathcal{E}_{\mathbf{a}}u+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}-\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}
+ϑϑ(uΩ𝐚+14+ν0,τ0))Aϕ3(Aϕ1)u,\displaystyle+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}+\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}\Bigr{)}-\frac{A_{\phi}}{3(A_{\phi}-1)}u,
0usnudu(1sn2u)2=\displaystyle\int^{u}_{0}\frac{\mathrm{sn}\,u\,du}{(1-\mathrm{sn}^{2}u)^{2}}= 16(Aϕ1)2Ω𝐚((ddu)2+15Aϕ)(ϑϑ(uΩ𝐚14+ν0,τ0)\displaystyle\frac{-1}{6(A_{\phi}-1)^{2}\Omega_{\mathbf{a}}}\Bigl{(}\Bigl{(}\frac{d}{du}\Bigr{)}^{\!2}+1-5A_{\phi}\Bigr{)}\Bigl{(}\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}-\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}
ϑϑ(uΩ𝐚+14+ν0,τ0)+c4),\displaystyle-\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}+\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}+c_{4}\Bigr{)},

where cjc_{j} (1j4)(1\leq j\leq 4) are some constants.

Proof..

Recall the notation 4K=Ω𝐚,4K=\Omega_{\mathbf{a}}, 2iK=Ω𝐛2iK^{\prime}=\Omega_{\mathbf{b}} and k=Aϕ1/2.k=A_{\phi}^{1/2}. Observing the behaviours around the poles u=2K±Ku=2K\pm K, we have

(k21)(sn2u1)1k2(sn2(uK+iK)1),(k^{2}-1)(\mathrm{sn}^{2}u-1)^{-1}\equiv k^{2}(\mathrm{sn}^{2}(u-K+iK^{\prime})-1),

and

k2(sn2(uK\displaystyle k^{2}(\mathrm{sn}^{2}(u-K +iK)1)\displaystyle+iK^{\prime})-1)
+\displaystyle+ 1Ω𝐚ddu(ϑϑ(uΩ𝐚14+ν0,τ0)+ϑϑ(uΩ𝐚+14+ν0,τ0))c0\displaystyle\frac{1}{\Omega_{\mathbf{a}}}\frac{d}{du}\Bigl{(}\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}-\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}+\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}\Bigr{)}\equiv c_{0}

(cf. [3], [12]). Integration on [iK,iK+K][-iK^{\prime},-iK^{\prime}+K] yields c0=𝐚/Ω𝐚,c_{0}=-\mathcal{E}_{\mathbf{a}}/\Omega_{\mathbf{a}}, which implies the first formula. From

(k21)2(sn2u1)2k4cn4(uK+iK),(k^{2}-1)^{2}(\mathrm{sn}^{2}u-1)^{-2}\equiv k^{4}\mathrm{cn}^{4}(u-K+iK^{\prime}),

and

k4\displaystyle k^{4} cn4(uK+iK)\displaystyle\mathrm{cn}^{4}(u-K+iK^{\prime})
+\displaystyle+ (16Ω𝐚(ddu)3+2(12k2)3Ω𝐚ddu)(ϑϑ(uΩ𝐚14+ν0,τ0)+ϑϑ(uΩ𝐚+14+ν0,τ0))c0\displaystyle\Bigl{(}\frac{1}{6\Omega_{\mathbf{a}}}\Bigl{(}\frac{d}{du}\Bigr{)}^{\!\!3}+\frac{2(1-2k^{2})}{3\Omega_{\mathbf{a}}}\frac{d}{du}\Bigr{)}\Bigl{(}\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}-\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{u}{\Omega_{\mathbf{a}}}+\frac{1}{4}+\nu_{0},\tau_{0}\Bigr{)}\Bigr{)}\equiv c_{0}

with

k40Kcn4u𝑑u=16(2k21)𝐚+k212(1k2)Ω𝐚,k^{4}\int^{K}_{0}\mathrm{cn}^{4}udu=\frac{1}{6}(2k^{2}-1)\mathcal{E}_{\mathbf{a}}+\frac{k^{2}}{12}(1-k^{2})\Omega_{\mathbf{a}},

the primitive function of (sn2u1)2(\mathrm{sn}^{2}u-1)^{-2} follows. ∎

4.1. Evaluation of integrals

Write

g(s)=𝐚2s+ϑϑ(sΩ𝐚,τ0),g(s)=\frac{\mathcal{E}_{\mathbf{a}}}{2}s+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{s}{\Omega_{\mathbf{a}}},\tau_{0}\Bigr{)},

which is bounded for 2s+x0S(ϕ,t,κ0,δ0)2s+x_{0}\in{S}(\phi,t_{\infty},\kappa_{0},\delta_{0}) and satisfies g((xx0)/2)=𝔟(x).g((x-x_{0})/2)=\mathfrak{b}(x). Then, by Lemma 4.2,

ssnσ1sn2σdσσ~=1(Aϕ1)Ω𝐚s(ϑϑ(σα0Ω𝐚)ϑϑ(σ+α0Ω𝐚))σdσσ~\displaystyle\int^{s}_{\infty}\frac{\mathrm{sn}\,\sigma}{1-\mathrm{sn}^{2}\sigma}\frac{d\sigma}{\tilde{\sigma}}=\frac{1}{(A_{\phi}-1)\Omega_{\mathbf{a}}}\int^{s}_{\infty}\Bigl{(}\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{\sigma-\alpha_{0}}{\Omega_{\mathbf{a}}}\Bigr{)}-\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{\sigma+\alpha_{0}}{\Omega_{\mathbf{a}}}\Bigr{)}\Bigr{)}_{\!\sigma}\frac{d\sigma}{\tilde{\sigma}}
|(ϑϑ(sα0Ω𝐚)ϑϑ(s+α0Ω𝐚))1s~|+|s(ϑϑ(σα0Ω𝐚)ϑϑ(σ+α0Ω𝐚))dσσ~2|s1\displaystyle\ll\biggl{|}\Bigl{(}\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{s-\alpha_{0}}{\Omega_{\mathbf{a}}}\Bigr{)}-\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{s+\alpha_{0}}{\Omega_{\mathbf{a}}}\Bigr{)}\Bigr{)}\frac{1}{\tilde{s}}\biggr{|}+\biggl{|}\int^{s}_{\infty}\Bigl{(}\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{\sigma-\alpha_{0}}{\Omega_{\mathbf{a}}}\Bigr{)}-\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{\sigma+\alpha_{0}}{\Omega_{\mathbf{a}}}\Bigr{)}\Bigr{)}\frac{d\sigma}{\tilde{\sigma}^{2}}\biggr{|}\ll s^{-1}

and

s\displaystyle\int^{s}_{\infty} 11sn2σdσσ~=1(Aϕ1)Ω𝐚s(𝐚σ+ϑϑ(σα0Ω𝐚)+ϑϑ(σ+α0Ω𝐚))σdσσ~\displaystyle\frac{1}{1-\mathrm{sn}^{2}\sigma}\frac{d\sigma}{\tilde{\sigma}}=\frac{1}{(A_{\phi}-1)\Omega_{\mathbf{a}}}\int^{s}_{\infty}\Bigl{(}\mathcal{E}_{\mathbf{a}}\sigma+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{\sigma-\alpha_{0}}{\Omega_{\mathbf{a}}}\Bigr{)}+\frac{\vartheta^{\prime}}{\vartheta}\Bigl{(}\frac{\sigma+\alpha_{0}}{\Omega_{\mathbf{a}}}\Bigr{)}\Bigr{)}_{\!\sigma}\frac{d\sigma}{\tilde{\sigma}}
=1(Aϕ1)Ω𝐚s(g(σα0)+g(σ+α0))σdσσ~\displaystyle=\frac{1}{(A_{\phi}-1)\Omega_{\mathbf{a}}}\int^{s}_{\infty}(g(\sigma-\alpha_{0})+g(\sigma+\alpha_{0}))_{\sigma}\frac{d\sigma}{\tilde{\sigma}}
|(g(sα0)+g(s+α0))1s~|+|s(g(σα0)+g(σ+α0))dσσ~2|s1\displaystyle\ll\Bigl{|}(g(s-\alpha_{0})+g(s+\alpha_{0}))\frac{1}{\tilde{s}}\Bigr{|}+\biggl{|}\int^{s}_{\infty}(g(\sigma-\alpha_{0})+g(\sigma+\alpha_{0}))\frac{d\sigma}{\tilde{\sigma}^{2}}\biggr{|}\ll s^{-1}

with σ~=σ+x0/2,\tilde{\sigma}=\sigma+x_{0}/2, s~=s+x0/2\tilde{s}=s+x_{0}/2 and α0=(1/4+ν0)Ω𝐚\alpha_{0}=(1/4+\nu_{0})\Omega_{\mathbf{a}}, which also implies the convergence of these integrals. Then we may write

xF1(ψ0,b0)dξξ=x(4(θ0+θ1)ψ0b0)2(Aϕψ02)dξξ\displaystyle\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})\frac{d\xi}{\xi}=\int^{x}_{\infty}\frac{(4(\theta_{0}+\theta_{1})\psi_{0}-b_{0})}{2(A_{\phi}-\psi_{0}^{2})}\frac{d\xi}{\xi}
=\displaystyle= 2(θ0+θ1)xψ0Aϕψ02dξξb0(x0)2x1Aϕψ02dξξ+4Ω𝐚x𝔟(ξ)Aϕψ02dξξ\displaystyle 2(\theta_{0}+\theta_{1})\int^{x}_{\infty}\frac{\psi_{0}}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}-\frac{b_{0}(x_{0})}{2}\int^{x}_{\infty}\frac{1}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}+\frac{4}{\Omega_{\mathbf{a}}}\int^{x}_{\infty}\frac{\mathfrak{b}(\xi)}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}
=\displaystyle= 2(θ0+θ1)Aϕ1/2ssnσ1sn2σdσσ~b0(x0)2Aϕs11sn2σdσσ~+4AϕΩ𝐚sg(σ)1sn2σdσσ~,\displaystyle\frac{2(\theta_{0}+\theta_{1})}{A_{\phi}^{1/2}}\int^{s}_{\infty}\frac{\mathrm{sn}\,\sigma}{1-\mathrm{sn}^{2}\sigma}\frac{d\sigma}{\tilde{\sigma}}-\frac{b_{0}(x_{0})}{2A_{\phi}}\int^{s}_{\infty}\frac{1}{1-\mathrm{sn}^{2}\sigma}\frac{d\sigma}{\tilde{\sigma}}+\frac{4}{A_{\phi}\Omega_{\mathbf{a}}}\int^{s}_{\infty}\frac{g(\sigma)}{1-\mathrm{sn}^{2}\sigma}\frac{d\sigma}{\tilde{\sigma}}, (4.1)

with σ=(ξx0)/2\sigma=(\xi-x_{0})/2, s=(xx0)/2,s=(x-x_{0})/2, b0(x0)=β02𝐚Ω𝐚1x0b_{0}(x_{0})=\beta_{0}-{2\mathcal{E}_{\mathbf{a}}}\Omega_{\mathbf{a}}^{-1}x_{0}. On the last two lines of (4.1) the first two integrals converge, and consequently, by Proposition 3.2, so the integral containing 𝔟(ξ)\mathfrak{b}(\xi) or g(σ)g(\sigma). Let us evaluate it. Set

𝒥0:=(Aϕ1)Ω𝐚sg(σ)1sn2σdσσ~=s(g(σα0)+g(σ+α0))σg(σ)dσσ~.\mathcal{J}_{0}:=(A_{\phi}-1)\Omega_{\mathbf{a}}\int^{s}_{\infty}\frac{g(\sigma)}{1-\mathrm{sn}^{2}\sigma}\frac{d\sigma}{\tilde{\sigma}}=\int^{s}_{\infty}(g(\sigma-\alpha_{0})+g(\sigma+\alpha_{0}))_{\sigma}g(\sigma)\frac{d\sigma}{\tilde{\sigma}}.

For any sequence {sν}\{s_{\nu}\} with sν=(xνx0)/2,s_{\nu}=(x_{\nu}-x_{0})/2,

sνsgσ(σ+α0)g(σ)dσσ~=\displaystyle\int^{s}_{s_{\nu}}g_{\sigma}(\sigma+\alpha_{0})g(\sigma)\frac{d\sigma}{\tilde{\sigma}}= g(σ+α0)g(σ)σ~1]ssν\displaystyle g(\sigma+\alpha_{0})g(\sigma)\tilde{\sigma}^{-1}\Bigr{]}^{s}_{s_{\nu}}
sνsg(σ+α0)gσ(σ)dσσ~+sνsg(σ+α0)g(σ)dσσ~2\displaystyle-\int^{s}_{s_{\nu}}g(\sigma+\alpha_{0})g_{\sigma}(\sigma)\frac{d\sigma}{\tilde{\sigma}}+\int^{s}_{s_{\nu}}g(\sigma+\alpha_{0})g(\sigma)\frac{d\sigma}{\tilde{\sigma}^{2}}
=\displaystyle= sν+α0s+α0g(ρ)gρ(ρα0)dρρ~α0+O(s1)+O(sν1)\displaystyle-\int^{s+\alpha_{0}}_{s_{\nu}+\alpha_{0}}g(\rho)g_{\rho}(\rho-\alpha_{0})\frac{d\rho}{\tilde{\rho}-\alpha_{0}}+O(s^{-1})+O(s^{-1}_{\nu})
=\displaystyle= sνsgσ(σα0)g(σ)dσσ~+O(s1)+O(sν1),\displaystyle-\int^{s}_{s_{\nu}}g_{\sigma}(\sigma-\alpha_{0})g(\sigma)\frac{d\sigma}{\tilde{\sigma}}+O(s^{-1})+O(s^{-1}_{\nu}),

which implies 0s1.\mathcal{I}_{0}\ll s^{-1}. Thus we have the following crucial estimate.

Proposition 4.3.

In Sˇcut(ϕ,t,κ0,δ0)\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}),

xF1(ψ0,b0)dξξ=\displaystyle\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})\frac{d\xi}{\xi}= 2(θ0+θ1)xψ0Aϕψ02dξξ\displaystyle 2(\theta_{0}+\theta_{1})\int^{x}_{\infty}\frac{\psi_{0}}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}
b0(x0)2x1Aϕψ02dξξ+4Ω𝐚x𝔟(ξ)Aϕψ02dξξx1,\displaystyle-\frac{b_{0}(x_{0})}{2}\int^{x}_{\infty}\frac{1}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}+\frac{4}{\Omega_{\mathbf{a}}}\int^{x}_{\infty}\frac{\mathfrak{b}(\xi)}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}\ll x^{-1},

where each integral on the right-hand side is O(x1).O(x^{-1}).

Observe that

xF2(ψ0)dξξ2=\displaystyle\int^{x}_{\infty}F_{2}(\psi_{0})\frac{d\xi}{\xi^{2}}= x2(2(θ0θ1)θψ0+(θ0θ1)2+θ2)(1ψ02)(Aϕψ02)dξξ2\displaystyle\int^{x}_{\infty}\frac{2(2(\theta_{0}-\theta_{1})\theta_{\infty}\psi_{0}+(\theta_{0}-\theta_{1})^{2}+\theta_{\infty}^{2})}{(1-\psi_{0}^{2})(A_{\phi}-\psi_{0}^{2})}\frac{d\xi}{\xi^{2}}
=\displaystyle= 1Aϕ(Aϕ1)(2(θ0θ1)θAϕ1/2s(Aϕsnσ1Aϕsn2σsnσ1sn2σ)dσσ~2\displaystyle\frac{1}{A_{\phi}(A_{\phi}-1)}\biggl{(}2(\theta_{0}-\theta_{1})\theta_{\infty}A_{\phi}^{1/2}\int^{s}_{\infty}\Bigl{(}\frac{A_{\phi}\mathrm{sn}\,\sigma}{1-A_{\phi}\mathrm{sn}^{2}\sigma}-\frac{\mathrm{sn}\,\sigma}{1-\mathrm{sn}^{2}\sigma}\Bigr{)}\frac{d\sigma}{\tilde{\sigma}^{2}}
+((θ0θ1)2+θ2)s(Aϕ1Aϕsn2σ11sn2σ)dσσ~2).\displaystyle+((\theta_{0}-\theta_{1})^{2}+\theta_{\infty}^{2})\int^{s}_{\infty}\Bigl{(}\frac{A_{\phi}}{1-A_{\phi}\mathrm{sn}^{2}\sigma}-\frac{1}{1-\mathrm{sn}^{2}\sigma}\Bigr{)}\frac{d\sigma}{\tilde{\sigma}^{2}}\biggr{)}.

In the last line

sAϕ1Aϕsn2σdσσ~2=\displaystyle\int^{s}_{\infty}\frac{A_{\phi}}{1-A_{\phi}\mathrm{sn}^{2}\sigma}\frac{d\sigma}{\tilde{\sigma}^{2}}= Aϕs(g(σΩ𝐚/4)+g(σ+Ω𝐚/4)(1Aϕ)Ω𝐚+σ)σdσσ~2\displaystyle{A_{\phi}}\int^{s}_{\infty}\Bigl{(}\frac{g(\sigma-\Omega_{\mathbf{a}}/4)+g(\sigma+\Omega_{\mathbf{a}}/4)}{(1-A_{\phi})\Omega_{\mathbf{a}}}+\sigma\Bigr{)}_{\!\sigma}\frac{d\sigma}{\tilde{\sigma}^{2}}
=\displaystyle= Aϕs1+O(s2),\displaystyle-A_{\phi}s^{-1}+O(s^{-2}),

and the remaining three integrals are O(s2).O(s^{-2}). Thus we have the following.

Proposition 4.4.

In Sˇcut(ϕ,t,κ0,δ0)\check{S}_{\mathrm{cut}}(\phi,t_{\infty},\kappa_{0},\delta_{0}),

xF2(ψ0)dξξ2=2((θ0θ1)2+θ2)Aϕ1x1+O(x2).\int^{x}_{\infty}F_{2}(\psi_{0})\frac{d\xi}{\xi^{2}}=-\frac{2((\theta_{0}-\theta_{1})^{2}+\theta_{\infty}^{2})}{A_{\phi}-1}x^{-1}+O(x^{-2}).

4.2. Proof of Proposition 4.1

By Proposition 3.2, we have

h(x)=xF1(ψ0,b0)dξξ+x(F2(ψ0)32F1(ψ0,b0)2)dξξ2+12𝒥1+O(x2μ)h(x)=-\int^{x}_{\infty}F_{1}(\psi_{0},b_{0})\frac{d\xi}{\xi}+\int^{x}_{\infty}\Bigl{(}F_{2}(\psi_{0})-\frac{3}{2}F_{1}(\psi_{0},b_{0})^{2}\Bigr{)}\frac{d\xi}{\xi^{2}}+\frac{1}{2}\mathcal{J}_{1}+O(x^{-2\mu}) (4.2)

with

𝒥1=x1Aϕψ02ξ(Aϕψ02)(2F2(ψ0)F1(ψ0,b0)2)dξ1ξ12dξξ.\mathcal{J}_{1}=\int^{x}_{\infty}\frac{1}{A_{\phi}-\psi_{0}^{2}}\int^{\xi}_{\infty}(A_{\phi}-\psi_{0}^{2})(2F_{2}(\psi_{0})-F_{1}(\psi_{0},b_{0})^{2})\frac{d\xi_{1}}{\xi_{1}^{2}}\frac{d\xi}{\xi}.

Then

𝒥1=\displaystyle\mathcal{J}_{1}= x1Aϕψ02dξξx(Aϕψ02)(2F2(ψ0)F1(ψ0,b0)2)dξ1ξ12\displaystyle\int^{x}_{\infty}\frac{1}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}\cdot\int^{x}_{\infty}(A_{\phi}-\psi_{0}^{2})(2F_{2}(\psi_{0})-F_{1}(\psi_{0},b_{0})^{2})\frac{d\xi_{1}}{\xi_{1}^{2}}
xξ1Aϕψ02dξ1ξ1(Aϕψ02)(2F2(ψ0)F1(ψ0,b0)2)dξξ2x2,\displaystyle-\int^{x}_{\infty}\int^{\xi}_{\infty}\frac{1}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi_{1}}{\xi_{1}}\cdot(A_{\phi}-\psi_{0}^{2})(2F_{2}(\psi_{0})-F_{1}(\psi_{0},b_{0})^{2})\frac{d\xi}{\xi^{2}}\ll x^{-2},

since x(Aϕψ02)1ξ1𝑑ξx1.\int^{x}_{\infty}(A_{\phi}-\psi_{0}^{2})^{-1}\xi^{-1}d\xi\ll x^{-1}. Insertion of 𝒥1\mathcal{J}_{1} into (4.2) combined with Propositions 4.3 and 4.4 yields the desired expression of h(x).h(x). Thus we have Proposition 4.1.

4.3. Further calculation of integrals for h(x)h(x)

In the expression of h(x)h(x) in Proposition 4.1, the second integral becomes

x\displaystyle\int^{x}_{\infty} F1(ψ0,b0)2dξξ2=2Aϕ(θ0+θ1)2s(1(1sn2σ)211sn2σ)dσσ~2\displaystyle F_{1}(\psi_{0},b_{0})^{2}\frac{d\xi}{\xi^{2}}=\frac{2}{A_{\phi}}(\theta_{0}+\theta_{1})^{2}\int^{s}_{\infty}\Bigl{(}\frac{1}{(1-\mathrm{sn}^{2}\sigma)^{2}}-\frac{1}{1-\mathrm{sn}^{2}\sigma}\Bigr{)}\frac{d\sigma}{\tilde{\sigma}^{2}}
(θ0+θ1)Aϕ3/2s(b0(x0)8Ω𝐚1g(σ))snσ(1sn2σ)2dσσ~2\displaystyle-\frac{(\theta_{0}+\theta_{1})}{A_{\phi}^{3/2}}\int^{s}_{\infty}\frac{(b_{0}(x_{0})-8\Omega^{-1}_{\mathbf{a}}g(\sigma))\mathrm{sn}\,\sigma}{(1-\mathrm{sn}^{2}\sigma)^{2}}\frac{d\sigma}{\tilde{\sigma}^{2}}
+18Aϕ2sb0(x0)216Ω𝐚1b0(x0)g(σ)+64Ω𝐚2g(σ)2)(1sn2σ)2dσσ~2\displaystyle+\frac{1}{8A_{\phi}^{2}}\int^{s}_{\infty}\frac{b_{0}(x_{0})^{2}-16\Omega^{-1}_{\mathbf{a}}b_{0}(x_{0})g(\sigma)+64\Omega^{-2}_{\mathbf{a}}g(\sigma)^{2})}{(1-\mathrm{sn}^{2}\sigma)^{2}}\frac{d\sigma}{\tilde{\sigma}^{2}}
=\displaystyle= 4(θ0+θ1)23(Aϕ1)x1+b0(x0)212Aϕ(Aϕ1)x1+4b0(x0)3Aϕ(Aϕ1)Ω𝐚x𝔟(ξ)dξξ2\displaystyle\frac{4(\theta_{0}+\theta_{1})^{2}}{3(A_{\phi}-1)}x^{-1}+\frac{b_{0}(x_{0})^{2}}{12A_{\phi}(A_{\phi}-1)}x^{-1}+\frac{4b_{0}(x_{0})}{3A_{\phi}(A_{\phi}-1)\Omega_{\mathbf{a}}}\int^{x}_{\infty}\mathfrak{b}(\xi)\frac{d\xi}{\xi^{2}}
+16(θ0+θ1)Ω𝐚x𝔟(ξ)ψ0(Aϕψ02)2dξξ2+16Ω𝐚2x𝔟(ξ)2(Aϕψ02)2dξξ2+O(x2).\displaystyle+\frac{16(\theta_{0}+\theta_{1})}{\Omega_{\mathbf{a}}}\int^{x}_{\infty}\frac{\mathfrak{b}(\xi)\psi_{0}}{(A_{\phi}-\psi_{0}^{2})^{2}}\frac{d\xi}{\xi^{2}}+\frac{16}{\Omega_{\mathbf{a}}^{2}}\int^{x}_{\infty}\frac{\mathfrak{b}(\xi)^{2}}{(A_{\phi}-\psi_{0}^{2})^{2}}\frac{d\xi}{\xi^{2}}+O(x^{-2}). (4.3)

This is obtained by using

s1(1sn2σ)2dσσ~2=Aϕ3(Aϕ1)s1+O(s2),\displaystyle\int^{s}_{\infty}\frac{1}{(1-\mathrm{sn}^{2}\sigma)^{2}}\frac{d\sigma}{\tilde{\sigma}^{2}}=\frac{A_{\phi}}{3(A_{\phi}-1)}s^{-1}+O(s^{-2}),
s11sn2σdσσ~2s2,ssnσ(1sn2σ)2dσσ~2s2\displaystyle\int^{s}_{\infty}\frac{1}{1-\mathrm{sn}^{2}\sigma}\frac{d\sigma}{\tilde{\sigma}^{2}}\ll s^{-2},\quad\int^{s}_{\infty}\frac{\mathrm{sn}\,\sigma}{(1-\mathrm{sn}^{2}\sigma)^{2}}\frac{d\sigma}{\tilde{\sigma}^{2}}\ll s^{-2}

and

sg(σ)(1sn2σ)2dσσ~2=Aϕ3(Aϕ1)sg(σ)dσσ~2+O(s2).\int^{s}_{\infty}\frac{g(\sigma)}{(1-\mathrm{sn}^{2}\sigma)^{2}}\frac{d\sigma}{\tilde{\sigma}^{2}}=-\frac{A_{\phi}}{3(A_{\phi}-1)}\int^{s}_{\infty}g(\sigma)\frac{d\sigma}{\tilde{\sigma}^{2}}+O(s^{-2}).

In deriving the last equality we note the following:

s(g(σ+α0)+g(σα0))σg(σ)dσσ~2,s(gσ(σ+α0)+gσ(σα0))σgσ(σ)dσσ~2s2,\int^{s}_{\infty}(g(\sigma+\alpha_{0})+g(\sigma-\alpha_{0}))_{\sigma}g(\sigma)\frac{d\sigma}{\tilde{\sigma}^{2}},\,\,\,\int^{s}_{\infty}(g_{\sigma}(\sigma+\alpha_{0})+g_{\sigma}(\sigma-\alpha_{0}))_{\sigma}g_{\sigma}(\sigma)\frac{d\sigma}{\tilde{\sigma}^{2}}\ll s^{-2},

which are shown by the same way as in the proof of 𝒥0s1\mathcal{J}_{0}\ll s^{-1} in Section 4.1. By (4.1) and (4.3), h(x)h(x) is written in the form

h(x)=\displaystyle h(x)= 2(2θ02+2θ12+θ2)Aϕ1x12(θ0+θ1)xψ0Aϕψ02dξξ\displaystyle-\frac{2(2\theta_{0}^{2}+2\theta_{1}^{2}+\theta_{\infty}^{2})}{A_{\phi}-1}x^{-1}-2(\theta_{0}+\theta_{1})\int^{x}_{\infty}\frac{\psi_{0}}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}
+b0(x0)2x1Aϕψ02dξξ4Ω𝐚x𝔟(ξ)Aϕψ02dξξ\displaystyle+\frac{b_{0}(x_{0})}{2}\int^{x}_{\infty}\frac{1}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}-\frac{4}{\Omega_{\mathbf{a}}}\int^{x}_{\infty}\frac{\mathfrak{b}(\xi)}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi}
b0(x0)28Aϕ(Aϕ1)x12b0(x0)Aϕ(Aϕ1)Ω𝐚x𝔟(ξ)dξξ2\displaystyle-\frac{b_{0}(x_{0})^{2}}{8A_{\phi}(A_{\phi}-1)}x^{-1}-\frac{2b_{0}(x_{0})}{A_{\phi}(A_{\phi}-1)\Omega_{\mathbf{a}}}\int^{x}_{\infty}\mathfrak{b}(\xi)\frac{d\xi}{\xi^{2}}
24Ω𝐚(θ0+θ1)x𝔟(ξ)ψ0(Aϕψ02)2dξξ224Ω𝐚2x𝔟(ξ)2(Aϕψ02)2dξξ2+O(x2).\displaystyle-\frac{24}{\Omega_{\mathbf{a}}}(\theta_{0}+\theta_{1})\int^{x}_{\infty}\frac{\mathfrak{b}(\xi)\psi_{0}}{(A_{\phi}-\psi_{0}^{2})^{2}}\frac{d\xi}{\xi^{2}}-\frac{24}{\Omega_{\mathbf{a}}^{2}}\int^{x}_{\infty}\frac{\mathfrak{b}(\xi)^{2}}{(A_{\phi}-\psi_{0}^{2})^{2}}\frac{d\xi}{\xi^{2}}+O(x^{-2}).

4.4. Proof of Theorem 2.3

Recalling Remark 4.1 and combining

x(Aϕψ02)F2(ψ0)dξξ2=2((θ0θ1)2+θ2)x1+O(x2)\int^{x}_{\infty}(A_{\phi}-\psi_{0}^{2})F_{2}(\psi_{0})\frac{d\xi}{\xi^{2}}=-2((\theta_{0}-\theta_{1})^{2}+\theta_{\infty}^{2})x^{-1}+O(x^{-2})

with the second equality of Proposition 3.2, we obtain Theorem 2.3 by the same argument as in the derivation of Theorems 2.1 and 2.2. Furthermore we have

b(x)=\displaystyle b(x)= b0(x)+b0(x)h(x)4(2θ02+2θ12+θ2)x1\displaystyle b_{0}(x)+b^{\prime}_{0}(x)h(x)-4(2\theta_{0}^{2}+2\theta_{1}^{2}+\theta_{\infty}^{2})x^{-1}
16(θ0+θ1)Ω𝐚x𝔟(ξ)ψ0Aϕψ02dξξ216Ω𝐚2x𝔟(ξ)2Aϕψ02dξξ2+O(x2)\displaystyle-\frac{16(\theta_{0}+\theta_{1})}{\Omega_{\mathbf{a}}}\int^{x}_{\infty}\frac{\mathfrak{b}(\xi)\psi_{0}}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi^{2}}-\frac{16}{\Omega_{\mathbf{a}}^{2}}\int^{x}_{\infty}\frac{\mathfrak{b}(\xi)^{2}}{A_{\phi}-\psi_{0}^{2}}\frac{d\xi}{\xi^{2}}+O(x^{-2})

as in Remark 2.2.

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