Christopher J. Lustri

We consider the Stokes phenomenon and higher-order Stokes phenomenon (HOSP) of formal asymptotic transseries arising in the WKBJ analysis of linear differential equations and integral problems. We introduce a framework of automorphisms that act on the Stokes constants of the divergent expansion, explained via late–late-term expansions and parametric alien calculus, to capture this phenomenon. Our method is applied to a paradigmatic example: we obtain the full Stokes line structure and automorphisms for the swallowtail problem from catastrophe theory, which contains four WKBJ components. We demonstrate that, in a system with four or more WKBJ components, the automorphism associated with the HOSP can itself change value at the point where the associated higher-order Stokes line crosses another higher-order Stokes line. We then argue that no additional special behaviour emerges for transseries with five or more WKBJ components, except for a more frequent appearance of HOSP.

In the present work we study discrete nonlinear Schrödinger models combining nearest neighbor (NN) and next-nearest neighbor (NNN) interactions, motivated by experiments in waveguide arrays. We consider both the more experimentally accessible case of positive ratio [ ] of NNN to NN interactions, as well as the intriguing case of competing such interactions [ ], where stationary states can exist only for [ ]. We analyze the key eigenvalues for the stability of the pulse-like stationary (ground) states, and find that such modes depend exponentially on the coupling parameter [ ], with suitable polynomial prefactors and corrections that we analyze in detail. Very good agreement of the resulting predictions is found with systematic numerical computations of the associated eigenvalues. This analysis uses Borel–Padé exponential asymptotics to determine Stokes multipliers in the solution; these multipliers cannot be obtained using standard matched asymptotic expansion approaches as they are hidden beyond all asymptotic orders, even near singular points. By using Borel–Padé methods near the singularity, we construct a general asymptotic template for studying parametric problems which require the calculation of subdominant Stokes multipliers.

We study a discrete variant of the Airy equation, formulated as an advance-delay equation, to reveal that discretization induces the higher-order Stokes phenomenon, which is not present in the continuous Airy function and is typically only encountered in solutions to third-order or higher linear homogeneous, or nonlinear, differential equations. Using steepest descent and direct series methods, we derive asymptotic solutions and the Stokes structure. Our analysis shows that discretization produces a more intricate Stokes structure, containing higher-order Stokes phenomena and infinite accumulations of Stokes and anti-Stokes curves. The latter feature is a strictly nonlinear effect in continuous differential equations. We show that this unusual behavior can be generated in a discrete equation from a linear discretization. Numerical simulations confirm the predictions, and a direct comparison with the continuous Airy equation explains how the discretization alters the Stokes structure.

We use exponential asymptotic analysis to identify the relevance of Stokes’ phenomenon to integrability in discrete systems. We study Stokes’ phenomenon in two discrete problems with the same (leading-order) continuous limit, a finite-difference discretisation of the first continuous Painlevé equation and the first discrete Painlevé equation, as well as a family of differential equation associated with each discrete problem. This analysis reveals two important observations. Firstly, the orderly behaviour that characterises Stokes’ phenomenon in discrete equations emerges naturally from corresponding continuous differential equations as the order of the latter increases, although this is not apparent at low orders. Secondly, Stokes’ phenomenon vanishes in the continuum limit of the integrable discrete equation, but not the non-integrable discrete equation. This means that subdominant exponentials do not appear in the integrable equation, and therefore do not cause moveable singularities to form in the solution. The results are clarified further by consideration of one-parameter family of difference equations that interpolates between the two considered in detail.

We study a discrete variant of the Airy equation, formulated as an advance-delay equation, to reveal that discretization induces the higher-order Stokes phenomenon, which is not present in the continuous Airy function and is typically only encountered in solutions to third-order or higher linear homogeneous, or nonlinear, differential equations. Using steepest descent and direct series methods, we derive asymptotic solutions and the Stokes structure. Our analysis shows that discretization produces a more intricate Stokes structure, containing higher-order Stokes phenomena and infinite accumulations of Stokes and anti-Stokes curves. The latter feature is a strictly nonlinear effect in continuous differential equations. We show that this unusual behavior can be generated in a discrete equation from a linear discretization. Numerical simulations confirm the predictions, and a direct comparison with the continuous Airy equation explains how the discretization alters the Stokes structure.

We study self-similar viscous fingering for the case of divergent flow within a wedge-shaped Hele-Shaw cell. Previous authors have conjectured the existence of a countably infinite number of selected solutions, each distinguished by a different value of the relative finger angle. Interestingly, the associated solution branches have been posited to merge and disappear in pairs as the surface tension decreases. For the first time, we demonstrate how the selection mechanism can be derived based on exponential asymptotics. Asymptotic predictions of the finger-to-wedge angle are additionally given for different sized wedges and surface-tension values. The merging of solution branches is explained; this feature is qualitatively different to the case of classic Saffman–Taylor viscous fingering in a parallel channel configuration. Moreover, because the asymptotic framework does not highly depend on specifics of the wedge geometry, the proposed theory for branch merging in our self-similar problem likely relates much more widely to tip-splitting instabilities in time-dependent flows in circular and other geometries, where the viscous fingers destabilise and divide in two.

We study the asymptotic duration of optimal stopping problems involving a sequence of independent random variables that are drawn from a known continuous distribution. These variables are observed as a sequence, where no recall of previous observations is permitted, and the objective is to form an optimal strategy to maximise the expected reward. In our previous work, we presented a methodology, borrowing techniques from applied mathematics, for obtaining asymptotic expressions for the expectation duration of the optimal stopping time where one stop is permitted. In this study, we generalise further to the case where more than one stop is permitted, with an updated objective function of maximising the expected sum of the variables chosen. We formulate a complete generalisation for an exponential family as well as the uniform distribution by utilising an inductive approach in the formulation of the stopping rule. Explicit examples are shown for common probability functions as well as simulations to verify the asymptotic calculations.

Preface to resurgent asymptotics, Painlevé equations and quantum field theory focus issue, Aniceto, Ines, Grassi, Alba, Lustri, Christopher J

Singularly-perturbed ordinary differential equations often exhibit Stokes' phenomenon, which describes the appearance and disappearance of oscillating exponentially small terms across curves in the complex plane known as Stokes curves. These curves originate at singular points in the leading-order solution to the differential equation. In many important problems, it is impossible to obtain a closed-form expression for these leading-order solutions, and it is therefore challenging to locate these singular points. We present evidence that the analytic leading-order solution of a linear differential equation can be replaced with a rational approximation based on a numerical leading-order solution using the adaptive Antoulas-Anderson (AAA) method. We show that the subsequent exponential asymptotic analysis accurately predicts the exponentially small behaviour present in the solution. We explore the limitations of this approach, and show that for sufficiently small values of the asymptotic parameter, this approach breaks down; however, the range of validity may be extended by increasing the number of poles in the rational approximation. We finish by presenting a related nonlinear problem and discussing the challenges that arise when attempting to apply this method to nonlinear problems.