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Stable weighted Airy Volterra connection

Statement

Assume Countable Choice (The Axiom of Countable Choice (ACω)). Adopt the hypotheses and notation of Liouville turning-point transformation: q∈C5 with a single simple zero at 0, q′(0)>0, transformed equation w′′=[ζ/h2+R(ζ)]w on ζ([−x−,x+]), a>0 the Liouville factor and R continuous bounded. Put b:=−ζ(−x−)>0 and c:=ζ(x+)>0, so the transformed interval is [−b,c]. Let Ah(ζ):=A(ζ/h2/3), Bh(ζ):=B(ζ/h2/3) for the Airy functions of Airy envelopes and asymptotic coefficients (Wronskian AhBh′−Ah′Bh=h−2/3/π), and define the envelopes eh(ζ):=(1+∣ζ∣/h2/3)−1/4exp⁡(−2(ζ+)3/23h),dh(ζ):=h−2/3(1+∣ζ∣/h2/3)1/4exp⁡(−2(ζ+)3/23h). Then:

(a) Volterra representation. For h small the unique solution with Airy terminal data w(c)=Ah(c), w′(c)=Ah′(c) at the right endpoint ζ=c satisfies w(ζ)=Ah(ζ)+πh2/3∫ζc[Ah(ζ)Bh(v)−Bh(ζ)Ah(v)]R(v)w(v) dv.

(b) Stable weighted estimate. There is a constant CA with ∣w(ζ)−Ah(ζ)∣≤CAeh(ζ)(eεh−1) and ∣w′(ζ)−Ah′(ζ)∣≤CAdh(ζ)(eεh−1), where εh:=Ch∫−bc∣R(v)∣∣v∣+h2/3 dv≤C′h for constants depending only on q and the interval.

(c) Growing branch and connection. The solution with terminal data (Bh,Bh′) at ζ=0 obeys the analogous bound with eh replaced by its growing analogue on the full interval; consequently, for fixed ζ>0 and ζ<0 away from zero, the forbidden-side solution q−1/4exp⁡(−1h∫0xq) corresponds to 2(−q)−1/4sin⁡(1h∫x0−q+π/4) on the allowed side, and the growing forbidden solution to the corresponding cosine, with absolute errors bounded by the envelopes times C(εh+h/∣ζ∣3/2).

Facts & Assumptions

Given: Countable Choice, the transformed equation w′′=[ζ/h2+R]w on [−b,c], the Airy functions and their envelopes, and the terminal point c.

[F1]

Airy functions satisfy A′′=zA, B′′=zB with Wronskian AB′−A′B=π−1; the envelope bounds of Airy envelopes and asymptotic coefficients (c) hold with constants independent of h (Airy envelopes and asymptotic coefficients).

[F2]

Variation of constants: the integral equation of (a) is equivalent to the differential equation with the stated terminal data, and its kernel is Ah(ζ)Bh(v)−Bh(ζ)Ah(v) (Fundamental theorem of calculus for Banach-valued continuous curves, Bochner-integrable function, algebra).

[F3]

Weighted kernels. Put fh(z):=(1+∣z∣/h2/3)−1/4, ϕh(z):=2(z+)3/2/(3h) and gh(z):=fh(z)eϕh(z). Thus eh=fhe−ϕh, while the growing derivative envelope is d~h(z):=h−2/3fh(z)−1eϕh(z). For z≤v, the Airy bounds [F1] give, with Kh(z,v):=πh2/3[Ah(z)Bh(v)−Bh(z)Ah(v)], ∣Kh(z,v)∣eh(v)eh(z)≤Ch2/3fh(v)2[1+e2(ϕh(z)−ϕh(v))]≤Ch∣v∣+h2/3. Replacing the Airy factors at z by their derivatives gives likewise ∣∂zKh(z,v)∣eh(v)/dh(z)≤Ch/∣v∣+h2/3. These estimates use monotonicity of ϕh, and do not assert monotonicity of eh. For the growing branch, 0≤v≤z gives the same bounds with gh(v)/gh(z) and d~h(z): the exponential factor is 1+e2(ϕh(v)−ϕh(z))≤2. For z≤v≤0 all exponential factors equal one, giving the same growing bounds on the negative side. (Airy envelopes and asymptotic coefficients, algebra).

Proof

1.1F1F2F3algebra

[Convergence of the Volterra series] By [F2] the solution is the sum of the ordered iterates of the kernel πh2/3[Ah(ζ)Bh(v)−Bh(ζ)Ah(v)]R(v); by [F3] each iterate gains a factor bounded by Ch∫∣R(v)∣/∣v∣+h2/3dv=εh and a factorial denominator, so the series converges and defines the unique solution with the stated terminal data.

2.1step 1.1F1F2F3algebra

[Error bounds] Subtracting the leading term from the series and bounding the remainder by the exponential series give ∣w−Ah∣≤CAeh(eεh−1). To differentiate the integral equation, the boundary term vanishes because Kh(z,z)=0; the remaining integral contains ∂zKh, which obeys the derivative estimate in [F3]. Insert the value bound from step 1.1 under this integral: ordered integration yields ∣w′−Ah′∣≤CAdh(eεh−1). Finally, ∫−bc(∣v∣+h2/3)−1/2dv≤2(b+c), so boundedness of R implies εh≤C′h. This proves (b).

3.1step 2.1F1F2F3algebra

[Growing branch and independence] The solution with data (Bh(0),Bh′(0)) satisfies wg(z)=Bh(z)−∫0zKh(z,v)R(v)wg(v)dv. On z≥0 use ordered forward integrals and on z≤0 ordered backward integrals; the growing kernel bounds in [F3] give ∣wg−Bh∣≤CAgh(eεh−1) and ∣wg′−Bh′∣≤CAd~h(eεh−1) on the full interval, by the same factorial estimates. At zero the decaying solution obeys w(0)=Ah(0)+O(h) and w′(0)=Ah′(0)+O(h1/3), while the growing data are exact. Their Wronskian is consequently h−2/3[π−1+O(h)], which is nonzero for small h and constant because both solve the same equation without a first-derivative term. Thus the branches are independent.

4.1step 2.1step 3.1F1algebra∎

[Connection] Write u=aw, using the Liouville identity a=∣ζ∣1/4∣q∣−1/4 away from zero. The phase 2∣ζ∣3/2/(3h) equals the action integral divided by h. Normalize the decaying branch by 2πh−1/6 and the growing branch by πh−1/6. The positive and negative Airy asymptotics of [F1] then give respectively the forbidden amplitudes q−1/4e−∫q/h and q−1/4e+∫q/h, and the allowed amplitudes 2(−q)−1/4sin⁡(∫−q/h+π/4) and (−q)−1/4cos⁡(∫−q/h+π/4). Steps 2.1 and 3.1 add errors bounded by the respective envelopes times Cεh, and the Airy asymptotic remainders add Ch/∣ζ∣3/2 on fixed matching sections. For slopes apply u′=a′w+aζ′w′ and the derivative bounds; no differentiation of an unspecified asymptotic remainder is needed. Reflection x↦−x handles a turning point with q′<0. This proves (c).

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