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6.4 Isolated singularities of solutions to ( 32 ) [03LW]

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6.4 Isolated singularities of solutions to (32)

We shall now focus on the behaviour of solutions of (32) near points (x,0)(x,0) with u⁡(x,0)=0u(x,0)=0.

Definition 6.12 Let UU be an open subset of ℝ2\mathbin{\mathbb{R}}^{2}, and suppose that u,v:ℝ2→ℝu,v:\mathbin{\mathbb{R}}^{2}\rightarrow\mathbin{\mathbb{R}} are continuous in UU and smooth except at points (x,0)(x,0) with u⁡(x,0)=0u(x,0)=0, and that they satisfy (32) except at such points. As a shorthand we shall often just say that u,v:U→ℝu,v:U\rightarrow\mathbin{\mathbb{R}} satisfy (32), without discussing the exceptional points (x,0)(x,0).

We call a point (x,0)(x,0) in UU with u⁡(x,0)=0u(x,0)=0 a singularity of the solution u,vu,v. We call a singularity (x,0)(x,0) isolated if there exists ϵ>0\epsilon>0 such that the open disc Bϵ​(x,0)B_{\epsilon}(x,0) of radius ϵ\epsilon about (x,0)(x,0) lies in UU, and the only point (x′,y′)(x^{\prime},y^{\prime}) in Bϵ​(x,0)B_{\epsilon}(x,0) with u⁡(x′,y′)=0u(x^{\prime},y^{\prime})=0 and v⁡(x′,y′)=v⁡(x,0)v(x^{\prime},y^{\prime})=v(x,0) is (x,0)(x,0).

Let (x,0)(x,0) be an isolated singularity of u,vu,v, and let ϵ\epsilon be as above. Consider the map γ:𝒮1→ℂ\gamma:{\mathcal{S}}^{1}\rightarrow\mathbin{\mathbb{C}} given by

γ:ei​θ↦u⁡(x+12​ϵ​cos⁡θ,12​ϵ​sin⁡θ)−i​v​(x+12​ϵ​cos⁡θ,12​ϵ​sin⁡θ)+i​v​(x,0).\gamma:{\rm e}^{i\theta}\mapsto u\bigl(x+{\textstyle\frac{1}{2}}\epsilon\cos\theta,{\textstyle\frac{1}{2}}\epsilon\sin\theta\bigr)-iv\bigl(x+{\textstyle\frac{1}{2}}\epsilon\cos\theta,{\textstyle\frac{1}{2}}\epsilon\sin\theta\bigr)+iv(x,0).

As (x,0)(x,0) is isolated we see that γ\gamma is smooth and maps 𝒮1→ℂ∖{0}{\mathcal{S}}^{1}\rightarrow\mathbin{\mathbb{C}}\setminus\{0\}. Define the order of the isolated singularity (x,0)(x,0) to be the winding number of γ\gamma about 0 in ℂ\mathbin{\mathbb{C}}. It is easy to show that the order is independent of ϵ\epsilon, provided ϵ>0\epsilon>0 is sufficiently small.

Not all singularities are isolated. For instance, if we put u⁡(x,y)=α​yu(x,y)=\alpha y and v⁡(x,y)=α​x+cv(x,y)=\alpha x+c for α,c∈ℝ\alpha,c\in\mathbin{\mathbb{R}}, as in Example 6.3, then (x,0)(x,0) is a nonisolated singularity for all xx. However, the author believes that nonisolated singularities are rather nongeneric, and so not of much interest in this paper. Also, by analogy with the Identity Theorem of complex analysis, the author conjectures that if (x,0)(x,0) is a singularity of u,vu,v and xx is an isolated zero of u⁡(x′,0)u(x^{\prime},0), then (x,0)(x,0) is isolated.

The motivation for this definition is as follows. In §6.1 we saw that equation (32) is a nonlinear version of the Cauchy–Riemann equations for u−i​vu-iv to be a holomorphic function of x+i​yx+iy. So it seems reasonable for singularities of u,vu,v to be a bit like zeros of holomorphic functions.

But zeros of holomorphic functions have an order, which is a positive integer. Definition 6.4 mimics the definition of this. In particular, if u−i​vu-iv were really holomorphic near (x,0)(x,0) then for (x′,y′)(x^{\prime},y^{\prime}) near (x,0)(x,0) we would expect

u⁡(x′,y′)−i​v​(x′,y′)≈α​(x′−x+i​y′)k+i​cu(x^{\prime},y^{\prime})-iv(x^{\prime},y^{\prime})\approx\alpha(x^{\prime}-x+iy^{\prime})^{k}+ic

for α∈ℂ∖{0}\alpha\in\mathbin{\mathbb{C}}\setminus\{0\}, c∈ℝc\in\mathbin{\mathbb{R}} and k>0k>0 in ℤ\mathbin{\mathbb{Z}}, and the order of (x,0)(x,0) would be kk.

Our next result follows from Propositions 6.7 and 6.8. In particular, parts (b) and (c) of each imply that the singularity is isolated and of order 1.

Lemma 6.13

Let a=0a=0 and b,c∈ℝb,c\in\mathbin{\mathbb{R}}. Then the solutions u,vu,v of (32) defined in Propositions 6.7 and 6.8 both have an isolated zero of order 11 at (b,0)(b,0).

Here is a conjecture on isolated singularities.

Conjecture 6.14

Isolated singularities of solutions u,vu,v of (32) have the following properties:

  • (a)

    Let u,vu,v satisfy (32) on an open set UU in ℝ2\mathbin{\mathbb{R}}^{2}, and let (x,0)(x,0) be an isolated singularity of u,vu,v. Then the order of (x,0)(x,0) is a positive integer.

  • (b)

    For each k⩾1k\geqslant 1, there exist solutions u,vu,v of (32) defined on a small ball BB about (0,0)(0,0) in ℝ2\mathbin{\mathbb{R}}^{2}, with an isolated zero of order kk at (0,0)(0,0).

  • (c)

    For kk odd, the solutions u,vu,v in part (b) may be chosen to satisfy

    u⁡(x,y)=u⁡(x,−y)=−u⁡(−x,y)andv⁡(x,y)=−v⁡(x,−y)=v⁡(−x,y)u(x,y)=u(x,-y)=-u(-x,y)\quad\text{and}\quad v(x,y)=-v(x,-y)=v(-x,y)

    for all (x,y)∈B(x,y)\in B, and such that u⁡(x,0)u(x,0) is a strictly increasing function.

  • (d)

    For kk even, the solutions u,vu,v in part (b) may be chosen to satisfy

    u⁡(x,y)=u⁡(x,−y)=u⁡(−x,y)andv⁡(x,y)=−v⁡(x,−y)=−v⁡(−x,y)u(x,y)=u(x,-y)=u(-x,y)\quad\text{and}\quad v(x,y)=-v(x,-y)=-v(-x,y)

    for all (x,y)∈B(x,y)\in B, and such that u⁡(x,0)u(x,0) is strictly increasing for x>0x>0 and strictly decreasing for x<0x<0.

Note that if u,vu,v are solutions of (25), then so are u′,v′u^{\prime},v^{\prime}, where u′=−uu^{\prime}=-u and v′=−vv^{\prime}=-v. If u⁡(x,0)u(x,0) is strictly increasing, as in (c), then u′​(x,0)u^{\prime}(x,0) is strictly decreasing. Similarly, if u⁡(x,0)u(x,0) is strictly increasing for x>0x>0 and decreasing for x<0x<0, then u′​(x,0)u^{\prime}(x,0) is strictly decreasing for x>0x>0 and increasing for x<0x<0. The author speculates that there are essentially only two kinds of isolated singularity at (0,0) of order kk, those in which u⁡(x,0)u(x,0) increases or decreases near x=0x=0 as in the conjecture, and those in which it does the opposite.

The author does not yet know how to prove Conjecture 6.14. However, by Proposition 6.5 the conjecture can be reduced to a statement about singular solutions of the second-order nonlinear p.d.e.

∂2f∂x2+2​((∂f∂x)2+y2)1/2​∂2f∂y2=0\frac{\partial^{2}f}{\partial x^{2}}+2\Bigl(\Bigl(\frac{\partial f}{\partial x}\Bigr)^{2}+y^{2}\Bigr)^{1/2}\frac{\partial^{2}f}{\partial y^{2}}=0 (46)

on ℝ2\mathbin{\mathbb{R}}^{2}. This is a fairly simple equation, and it seems likely that the conjecture could be proved (or disproved) using existing results. If any reader knows how to do this, the author would be glad to be told.

As supporting evidence for Conjecture 6.14, consider the related linear problem of functions f:ℝ2→ℝf:\mathbin{\mathbb{R}}^{2}\rightarrow\mathbin{\mathbb{R}} satisfying

∂2f∂x2+2​(x4+y2)1/2​∂2f∂y2=0.\frac{\partial^{2}f}{\partial x^{2}}+2(x^{4}+y^{2})^{1/2}\frac{\partial^{2}f}{\partial y^{2}}=0. (47)

This equation has singular behaviour at (0,0)(0,0) that is somewhat similar to that of (46) at points (x,0)(x,0) with ∂f∂x​(x,0)=0\frac{\partial f}{\partial x}(x,0)=0. It also has a useful scaling property: if f⁡(x,y)f(x,y) is a solution to (47) then so is f⁡(t​x,t2​y)f(tx,t^{2}y) for any t>0t>0.

Therefore we may look for solutions ff of (47) which are homogeneous of order α\alpha under this scaling, so that f⁡(t​x,t2​y)=tα​f​(x,y)f(tx,t^{2}y)=t^{\alpha}f(x,y) for some α>2\alpha>2. Then ff is determined by α\alpha and its values on the circle x2+y2=1x^{2}+y^{2}=1, and (47) reduces to a linear o.d.e. on the circle.

For generic values of α\alpha this o.d.e. has no nonzero solutions, but for a discrete set of values of α\alpha there do exist nontrivial solutions, which give solutions of (47). By studying these homogeneous solutions, the author is able to prove an analogue of Conjecture 6.14 for the equations

∂u∂x=−2​(x4+y2)1/2​∂v∂yand∂u∂y=∂v∂x.\frac{\partial u}{\partial x}=-2\bigl(x^{4}+y^{2}\bigr)^{1/2}\frac{\partial v}{\partial y}\quad\text{and}\quad\frac{\partial u}{\partial y}=\frac{\partial v}{\partial x}.

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